-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, KxZgQ7dPD7GZA1U4DOSsdjYMTNrHPB24lNcLXY/da1wnOiOTIE2lu7EyO6GxYbK6 VoOmyjBRmPC34ECzfg7ThQ== 0001163648-08-000008.txt : 20080408 0001163648-08-000008.hdr.sgml : 20080408 20080408101112 ACCESSION NUMBER: 0001163648-08-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080408 DATE AS OF CHANGE: 20080408 EFFECTIVENESS DATE: 20080408 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CI INVESTMENTS INC. CENTRAL INDEX KEY: 0001163648 IRS NUMBER: 000000000 STATE OF INCORPORATION: A6 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10064 FILM NUMBER: 08744411 BUSINESS ADDRESS: STREET 1: 2 QUEEN STREET EAST STREET 2: TWENTIETH FLOOR CITY: TORONTO STATE: A6 ZIP: M5C 3G7 BUSINESS PHONE: 4163641145 MAIL ADDRESS: STREET 1: 2 QUEEN STREET EAST STREET 2: TWENTIETH FLOOR CITY: TORONTO STATE: A6 ZIP: M5C 3G7 FORMER COMPANY: FORMER CONFORMED NAME: CI MUTUAL FUNDS INC DATE OF NAME CHANGE: 20011213 13F-HR 1 ciqq12008.txt CI QI, 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: March 31, 2008 Check here if Amendment [ ]; Amendment Number: ____ This Amendment (Check only one.): [ ] is a restatement [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: CI Investments Inc. Address: 2 Queen Street East, Twentieth Floor Toronto, Ontario M5C 3G7 Canada Form 13F File Number: 28-10064 This institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Janet Gillies Title: Vice-President, Compliance Phone: (416) 681-1771 Signature, Place, and Date of Signing: Janet GIllies Toronto, Ontario Canada April 8, 2008 [Signature] [City, State] [Date] Report Type: [ ] 13F HOLDING REPORT. [ ] 13F NOTICE. [x] 13F COMBINATION REPORT. Form 13F File Number Name 28-10104 Altrinsic Global Advisors, LLC. 28-12813 Tetrem Capital Partners Ltd 28-06136 DDJ Capital Management, LLC 28-10968 Epoch Investment Partners, Inc. 28-05624 KBSH Capital Management Inc. 28-06395 Legg Mason Funds Management, Inc. 28-10163 Trilogy Advisors, LLC. 28-04428 Manufacturers Life Insurance Company 28-10952 Pacific Investment Management Company LLC (cons. with Allianz Dresdner Asset Management of America L.P.) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 271 Form 13F Information Table Value Total: $ 5,300,389 (thousands) List of Other Included Mangers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE CI INVESTMENTS INC FORM 13F 03/31/08 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 12,570 328,200 SHS 0SOLE NONE 328,200 AASTROM BIOSCIENCES INC COM 00253U107 240 600,000 SHS 0SOLE NONE 600,000 ABBOTT LABS COM 002824100 29,985 543,700 SHS 0SOLE NONE 543,700 AIR PRODS & CHEMS INC COM 009158106 44,560 484,345 SHS 0SOLE NONE 484,345 ALBEMARLE CORP COM 012653101 9,634 263,800 SHS 0SOLE NONE 263,800 ALBERTO CULVER CO COM 013078100 1,932 70,500 SHS 0SOLE NONE 70,500 ALCOA INC COM 013817101 63,419 1,758,700 SHS 0SOLE NONE 1,758,700 ALLEGHENY TECHNOLOGIES INC COM 01741R102 856 12,000 SHS 0SOLE NONE 12,000 ALLIANT TECHSYSTEMS INC COM 018804104 27,963 270,100 SHS 0SOLE NONE 270,100 ALTRIA GROUP INC COM 02209S103 17,193 774,438 SHS 0SOLE NONE 774,438 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15,535 887,200 SHS 0SOLE NONE 887,200 AMERICAN INTL GROUP INC COM 026874107 666 15,400 SHS 0SOLE NONE 15,400 AMERICAN SCIENCE & ENGR INC COM 029429107 218 4,000 SHS 0SOLE NONE 4,000 AMETEK INC COM 031100100 24,326 554,000 SHS 0SOLE NONE 554,000 AMPCO-PITTSBURGH CORP COM 032037103 86 2,000 SHS 0SOLE NONE 2,000 AMPHENOL CORP CL A 032095101 596 16,000 SHS 0SOLE NONE 16,000 ANADARKO PETE CORP COM 032511107 18,518 293,800 SHS 0SOLE NONE 293,800 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 282 8,300 SHS 0SOLE NONE 8,300 ANHEUSER BUSCH COS INC COM 035229103 940 19,800 SHS 0SOLE NONE 19,800 APACHE CORP COM 037411105 15,586 129,000 SHS 0SOLE NONE 129,000 APPLE INC COM 037833100 31,570 220,000 SHS 0SOLE NONE 220,000 APPLIED MATLS INC COM 038222105 976 50,000 SHS 0SOLE NONE 50,000 ARES CAP CORP COM 04010L103 1,105 87,886 SHS 0SOLE NONE 87,886 BP PLC SPONSORED ADR 055622104 4,658 76,800 SHS 0SOLE NONE 76,800 BALDOR ELEC CO COM 057741100 17,175 613,400 SHS 0SOLE NONE 613,400 BANK OF AMERICA CORPORATION COM 060505104 9,284 244,900 SHS 0SOLE NONE 244,900 BANK OF YORK MELLON CORP COM 064058100 3,964 95,000 SHS 0SOLE NONE 95,000 BARD C R INC COM 067383109 964 10,000 SHS 0SOLE NONE 10,000 BARRICK GOLD CORP COM 067901108 408 9,400 SHS 0SOLE NONE 9,400 BARR PHARMACEUTICALS INC COM 068306109 1,932 40,000 SHS 0SOLE NONE 40,000 BAXTER INTL INC COM 071813109 9,575 165,600 SHS 0SOLE NONE 165,600 BEAR STEARNS COS INC COM 073902108 174 16,600 SHS 0SOLE NONE 16,600 BECTON DICKINSON & CO COM 075887109 9,615 112,000 SHS 0SOLE NONE 112,000 BED BATH & BEYOND INC COM 075896100 132,750 4,500,000 SHS 0SOLE NONE 4,500,000 BERKLEY W R CORP COM 084423102 277 10,000 SHS 0SOLE NONE 10,000 BOEING CO COM 097023105 16,451 221,200 SHS 0SOLE NONE 221,200 BOSTON SCIENTIFIC CORP COM 101137107 445 34,600 SHS 0SOLE NONE 34,600 BURGER KING HLDGS INC COM 121208201 18,543 670,400 SHS 0SOLE NONE 670,400 BURLINGTON NORTHN SANTA FE C COM 12189T104 16,139 175,000 SHS 0SOLE NONE 175,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 3,287 151,900 SHS 0SOLE NONE 151,900 CSX CORP COM 126408103 5,231 93,300 SHS 0SOLE NONE 93,300 CVS CAREMARK CORPORATION COM 126650100 81,089 2,001,700 SHS 0SOLE NONE 2,001,700 CAMERON INTERNATIONAL CORP COM 13342B105 4,597 110,400 SHS 0SOLE NONE 110,400 CARBO CERAMICS INC COM 140781105 17,456 435,300 SHS 0SOLE NONE 435,300 CARPENTER TECHNOLOGY CORP COM 144285103 672 12,000 SHS 0SOLE NONE 12,000 CELANESE CORP DEL COM SER A 150870103 2,241 57,400 SHS 0SOLE NONE 57,400 CHESAPEAKE ENERGY CORP COM 165167107 5,575 120,800 SHS 0SOLE NONE 120,800 CHEVRON CORP COM 166764100 22,416 262,600 SHS 0SOLE NONE 262,600 CIENA CORP COM 171779309 2,987 96,900 SHS 0SOLE NONE 96,900 CISCO SYS INC COM 17275R102 364,019 15,110,800SHS 0SOLE NONE 15,110,80 CITIGROUP INC COM 172967101 514 24,000 SHS 0SOLE NONE 24,000 CITIZENS COMMUNICATIONS CO COM 17453B101 9,857 939,690 SHS 0SOLE NONE 939,690 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 270 11,500 SHS 0SOLE NONE 11,500 CLEVELAND CLIFFS INC COM 185896107 3,559 29,700 SHS 0SOLE NONE 29,700 COACH INC COM 189754104 3,190 105,800 SHS 0SOLE NONE 105,800 COCA COLA FEMSA S A B DE C V SPONSORED ADR REP L191241108 4,309 76,500 SHS 0SOLE NONE 76,500 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,385 117,400 SHS 0SOLE NONE 117,400 COMCAST CORP CL A SPL 20030N200 3 150 SHS 0SOLE NONE 150 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 3,801 105,600 SHS 0SOLE NONE 105,600 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 12,566 362,754 SHS 0SOLE NONE 362,754 CONOCOPHILLIPS COM 20825C104 6,988 91,700 SHS 0SOLE NONE 91,700 CONSTELLATION ENERGY GROUP I COM 210371100 34,302 388,600 SHS 0SOLE NONE 388,600 COOPER COS INC COM 216648402 265 7,700 SHS 0SOLE NONE 7,700 CORRECTIONS CORP AMER COM 22025Y407 17,340 630,100 SHS 0SOLE NONE 630,100 CURTISS WRIGHT CORP COM 231561101 1,286 31,000 SHS 0SOLE NONE 31,000 DARDEN RESTAURANTS INC COM 237194105 3,561 109,400 SHS 0SOLE NONE 109,400 DARLING INTL INC COM 237266101 1,075 83,000 SHS 0SOLE NONE 83,000 DEVON ENERGY CORP COM 25179M103 82,720 792,866 SHS 0SOLE NONE 792,866 DISNEY WALT CO COM DISNEY 0 254687106 505 16,100 SHS 0SOLE NONE 16,100 DISCOVER FINL SVCS COM 254709108 166,057 10,144,000SHS 0SOLE NONE 10,144,00 EATON CORP COM 278058102 39,142 491,300 SHS 0SOLE NONE 491,300 EL PASO CORP COM 28336L109 870 52,300 SHS 0SOLE NONE 52,300 ELECTRONIC ARTS INC COM 285512109 9,919 198,695 SHS 0SOLE NONE 198,695 ENCANA CORP COM 292505104 303 4,000 SHS 0SOLE NONE 4,000 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 620 12,749 SHS 0SOLE NONE 12,749 ENTERGY CORP COM 29364G103 3,261 29,900 SHS 0SOLE NONE 29,900 EXPEDITORS INTL WASH INC COM 302130109 6,510 144,100 SHS 0SOLE NONE 144,100 EXXON MOBIL CORP COM 30231G102 14,353 169,700 SHS 0SOLE NONE 169,700 FMC TECHNOLOGIES INC COM 30249U101 7,128 125,300 SHS 0SOLE NONE 125,300 FPL GROUP INC COM 302571104 34,814 554,900 SHS 0SOLE NONE 554,900 FCSTONE GROUP INC COM 31308T100 1,136 41,000 SHS 0SOLE NONE 41,000 FEDERATED INVS INC PA CL B 314211103 7,515 191,900 SHS 0SOLE NONE 191,900 FINISAR COM 31787A101 4,800 3,750,000 SHS 0SOLE NONE 3,750,000 FLOWSERVE CORP COM 34354P105 104 1,000 SHS 0SOLE NONE 1,000 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 1,276 36,300 SHS 0SOLE NONE 36,300 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 37,494 897,413 SHS 0SOLE NONE 897,413 FRANKLIN RES INC COM 354613101 28,166 290,400 SHS 0SOLE NONE 290,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 44,550 463,000 SHS 0SOLE NONE 463,000 GENERAL CABLE CORP DEL COM 369300108 3,875 65,600 SHS 0SOLE NONE 65,600 GENERAL ELECTRIC CO COM 369604103 465,271 12,571,500SHS 0SOLE NONE 12,571,50 GENERAL MTRS CORP COM 370442105 3,867 203,000 SHS 0SOLE NONE 203,000 GEOGLOBAL RESOURCES INC COM 37249T109 1,647 590,493 SHS 0SOLE NONE 590,493 GILEAD SCIENCES INC COM 375558103 1,505 29,200 SHS 0SOLE NONE 29,200 GOLD FIELDS LTD SPONSORED ADR 38059T106 83 6,000 SHS 0SOLE NONE 6,000 GOLDCORP INC COM 380956409 368 9,500 SHS 0SOLE NONE 9,500 GOLDMAN SACHS GROUP INC COM 38141G104 4,184 25,300 SHS 0SOLE NONE 25,300 GOODRICH CORP COM 382388106 1,265 22,000 SHS 0SOLE NONE 22,000 GRACO INC COM 384109104 798 22,000 SHS 0SOLE NONE 22,000 GRAHAM CORP COM 384556106 1,745 49,000 SHS 0SOLE NONE 49,000 GRAINGER W W INC COM 384802104 50,066 655,400 SHS 0SOLE NONE 655,400 HALLIBURTON CO COM 406216101 49,080 1,247,900 SHS 0SOLE NONE 1,247,900 HANSEN NAT CORP COM 411310105 3,678 104,200 SHS 0SOLE NONE 104,200 HARBIN ELECTRIC INC COM 41145W109 131 10,000 SHS 0SOLE NONE 10,000 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 126 10,600 SHS 0SOLE NONE 10,600 HAYNES INTERNATIONAL INC COM 420877201 439 8,000 SHS 0SOLE NONE 8,000 HEARTLAND EXPRESS INC COM 422347104 1,859 130,333 SHS 0SOLE NONE 130,333 HELMERICH & PAYNE INC COM 423452101 1,706 36,400 SHS 0SOLE NONE 36,400 HEWLETT PACKARD CO COM 428236103 12,753 279,300 SHS 0SOLE NONE 279,300 HONEYWELL INTL INC COM 438516106 3,334 59,100 SHS 0SOLE NONE 59,100 HOSPIRA INC COM 441060100 329 7,700 SHS 0SOLE NONE 7,700 HUDSON CITY BANCORP COM 443683107 1,651 93,400 SHS 0SOLE NONE 93,400 HUGOTON RTY TR TEX UNIT BEN INT 444717102 251 9,100 SHS 0SOLE NONE 9,100 IMS HEALTH INC COM 449934108 338 16,100 SHS 0SOLE NONE 16,100 ICON PUB LTD CO SPONSORED ADR 45103T107 6,307 97,200 SHS 0SOLE NONE 97,200 IDEARC INC COM 451663108 4,537 1,246,500 SHS 0SOLE NONE 1,246,500 INTEL CORP COM 458140100 198,425 9,368,500 SHS 0SOLE NONE 9,368,500 INTEGRYS ENERGY GROUP INC COM 45822P105 10,625 227,800 SHS 0SOLE NONE 227,800 INTERNATIONAL BUSINESS MACHS COM 459200101 8,048 69,900 SHS 0SOLE NONE 69,900 INTL PAPER CO COM 460146103 84 3,100 SHS 0SOLE NONE 3,100 INTUITIVE SURGICAL INC COM 46120E602 1,103 3,400 SHS 0SOLE NONE 3,400 INVERNESS MED INNOVATIONS IN COM 46126P106 1,469 48,800 SHS 0SOLE NONE 48,800 ISHARES INC MSCI CDA INDEX 464286509 761 25,200 SHS 0SOLE NONE 25,200 ISHARES INC MSCI EMU INDEX 464286608 2,829 26,000 SHS 0SOLE NONE 26,000 ISHARES INC MSCI JAPAN 464286848 2,203 177,800 SHS 0SOLE NONE 177,800 ISHARES TR US TIPS BD FD US TIPS BD FD 464287176 4,066 37,000 SHS 0SOLE NONE 37,000 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 920 17,500 SHS 0SOLE NONE 17,500 JA SOLAR HOLDINGS CO LTD SPONSORED ADR 466090107 4,782 257,100 SHS 0SOLE NONE 257,100 JP MORGAN CHASE & CO COM 46625H100 16,677 388,300 SHS 0SOLE NONE 388,300 JACOBS ENGR GROUP INC DEL COM 469814107 3,253 44,200 SHS 0SOLE NONE 44,200 JONES LANG LASALLE INC COM 48020Q107 1,005 13,000 SHS 0SOLE NONE 13,000 JOY GLOBAL INC COM 481165108 37,539 576,100 SHS 0SOLE NONE 576,100 KANSAS CITY SOUTHERN COM 485170302 6,345 158,200 SHS 0SOLE NONE 158,200 KOHLS CORP COM 500255104 7,180 167,400 SHS 0SOLE NONE 167,400 KOOKMIN BK SPONSORED ADR 50049M109 5,594 99,800 SHS 0SOLE NONE 99,800 KRAFT FOODS INC CL A 50075N104 94 3,044 SHS 0SOLE NONE 3,044 KROGER CO COM 501044101 8,981 353,600 SHS 0SOLE NONE 353,600 LKQ CORP COM 501889208 10,226 455,100 SHS 0SOLE NONE 455,100 LABORATORY CORP AMER HLDGS COM 50540R409 6,211 84,300 SHS 0SOLE NONE 84,300 LEGG MASON INC COM 524901105 32,222 575,600 SHS 0SOLE NONE 575,600 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 198 12,600 SHS 0SOLE NONE 12,600 LINCOLN NATL CORP IND COM 534187109 126,417 2,431,100 SHS 0SOLE NONE 2,431,100 LIONS GATE ENTMNT CORP COM 535919203 488 50,000 SHS 0SOLE NONE 50,000 LOCKHEED MARTIN CORP COM 539830109 8,679 87,400 SHS 0SOLE NONE 87,400 LOEWS CORP CAROLNA GP STK 540424207 9,352 128,900 SHS 0SOLE NONE 128,900 MEMC ELECTR MATLS INC COM 552715104 25,063 353,500 SHS 0SOLE NONE 353,500 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 25,900 889,130 SHS 0SOLE NONE 889,130 MANITOWOC INC COM 563571108 25,928 635,500 SHS 0SOLE NONE 635,500 MARATHON OIL CORP COM 565849106 44,876 984,118 SHS 0SOLE NONE 984,118 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 176 3,700 SHS 0SOLE NONE 3,700 MARRIOTT INTL INC CL A 571903202 40,961 1,192,100 SHS 0SOLE NONE 1,192,100 MARTIN MARIETTA MATLS INC COM 573284106 89,183 840,000 SHS 0SOLE NONE 840,000 MCDONALDS CORP COM 580135101 12,398 222,300 SHS 0SOLE NONE 222,300 MCKESSON CORP COM 58155Q103 189 3,600 SHS 0SOLE NONE 3,600 MEDTRONIC INC COM 585055106 310 6,400 SHS 0SOLE NONE 6,400 MERCURY GENL CORP COM 589400100 1,055 23,800 SHS 0SOLE NONE 23,800 METLIFE INC COM 59156R108 10,148 168,400 SHS 0SOLE NONE 168,400 MICROSOFT CORP COM 594918104 260,415 9,176,000 SHS 0SOLE NONE 9,176,000 MICRON TECHNOLOGY INC COM 595112103 4,181 700,289 SHS 0SOLE NONE 700,289 MILLER INDS INC TENN COM 600551204 893 92,764 SHS 0SOLE NONE 92,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,085 14,300 SHS 0SOLE NONE 14,300 MOLSON COORS BREWING CO CL B 60871R209 4,616 87,800 SHS 0SOLE NONE 87,800 MONSANTO CO COM 61166W101 20,349 182,500 SHS 0SOLE NONE 182,500 MORGAN STANLEY COM 617446448 95,056 2,080,000 SHS 0SOLE NONE 2,080,000 MOSAIC CO COM 61945A107 11,348 110,600 SHS 0SOLE NONE 110,600 MYRIAD GENETICS INC COM 62855J104 1,962 48,700 SHS 0SOLE NONE 48,700 NII HLDGS INC CL B 62913F201 3,594 113,100 SHS 0SOLE NONE 113,100 NRG ENERGY INC COM 629377508 18,146 465,400 SHS 0SOLE NONE 465,400 NYMEX HOLDINGS INC COM 62948N104 1,359 15,000 SHS 0SOLE NONE 15,000 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 1,558 69,100 SHS 0SOLE NONE 69,100 MONT MINING CORP COM 651639106 448 9,900 SHS 0SOLE NONE 9,900 S CORP CL A 65248E104 7,832 417,700 SHS 0SOLE NONE 417,700 NIKE INC CL B 654106103 823 12,100 SHS 0SOLE NONE 12,100 NITROMED INC COM 654798503 75 69,700 SHS 0SOLE NONE 69,700 NOKIA CORP SPONSORED ADR 654902204 1,085 34,100 SHS 0SOLE NONE 34,100 NOBLE ENERGY INC COM 655044105 20,333 279,300 SHS 0SOLE NONE 279,300 NORTEL NETWORKS CORP COM 656568508 4 550 SHS 0SOLE NONE 550 NUCOR CORP COM 670346105 1,185 17,500 SHS 0SOLE NONE 17,500 OCEANEERING INTL INC COM 675232102 1,058 16,800 SHS 0SOLE NONE 16,800 OMEGA HEALTHCARE INVS INC COM 681936100 3,793 218,500 SHS 0SOLE NONE 218,500 ORACLE CORP COM 68389X105 16,133 824,800 SHS 0SOLE NONE 824,800 ORBITAL SCIENCES CORP COM 685564106 1,036 43,000 SHS 0SOLE NONE 43,000 OTELCO INC INCME DEP SECS 688823202 17,882 1,147,000 SHS 0SOLE NONE 1,147,000 OWENS ILL INC COM 690768403 17,059 302,300 SHS 0SOLE NONE 302,300 PNC FINL SVCS GROUP INC COM 693475105 4,655 71,000 SHS 0SOLE NONE 71,000 POSCO SPONSORED ADR 693483109 7,360 61,857 SHS 0SOLE NONE 61,857 PACER INTL INC TENN COM 69373H106 22,918 1,394,900 SHS 0SOLE NONE 1,394,900 PACTIV CORP COM 695257105 15,125 577,087 SHS 0SOLE NONE 577,087 PARKER HANNIFIN CORP COM 701094104 4,683 67,600 SHS 0SOLE NONE 67,600 PATTERSON UTI ENERGY INC COM 703481101 145,409 5,554,200 SHS 0SOLE NONE 5,554,200 PEABODY ENERGY CORP COM 704549104 78,265 1,534,600 SHS 0SOLE NONE 1,534,600 PEERLESS MFG CO COM 705514107 1,296 40,000 SHS 0SOLE NONE 40,000 PEPSICO INC COM 713448108 9,487 131,400 SHS 0SOLE NONE 131,400 PETRO-CDA COM 71644E102 178 4,100 SHS 0SOLE NONE 4,100 PETROCHINA CO LTD SPONSORED ADR 71646E100 4,712 37,600 SHS 0SOLE NONE 37,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 24,200 237,000 SHS 0SOLE NONE 237,000 PETSMART INC COM 716768106 5,110 250,000 SHS 0SOLE NONE 250,000 PFIZER INC COM 717081103 345 16,500 SHS 0SOLE NONE 16,500 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 446 6,400 SHS 0SOLE NONE 6,400 PLUM CREEK TIMBER CO INC COM 729251108 4,265 104,800 SHS 0SOLE NONE 104,800 POLO RALPH LAUREN CORP CL A 731572103 6,161 105,700 SHS 0SOLE NONE 105,700 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 391 20,300 SHS 0SOLE NONE 20,300 PRAXAIR INC COM 74005P104 8,617 102,300 SHS 0SOLE NONE 102,300 PRECISION CASTPARTS CORP COM 740189105 510 5,000 SHS 0SOLE NONE 5,000 PRICE T ROWE GROUP INC COM 74144T108 11,260 225,200 SHS 0SOLE NONE 225,200 PRICELINE COM INC COM 741503403 9,645 79,800 SHS 0SOLE NONE 79,800 PROCTER & GAMBLE CO COM 742718109 61,669 880,099 SHS 0SOLE NONE 880,099 PUBLIC SVC ENTERPRISE GROUP COM 744573106 619 15,400 SHS 0SOLE NONE 15,400 QUALCOMM INC COM 747525103 13,846 337,700 SHS 0SOLE NONE 337,700 RANDGOLD RES LTD ADR 752344309 2,433 52,500 SHS 0SOLE NONE 52,500 RAYTHEON CO COM 755111507 38,088 589,500 SHS 0SOLE NONE 589,500 REINSURANCE GROUP AMER INC COM 759351109 7,006 128,700 SHS 0SOLE NONE 128,700 REPUBLIC SVCS INC COM 760759100 7,488 256,100 SHS 0SOLE NONE 256,100 RESEARCH IN MOTION LTD COM 760975102 1,695 15,100 SHS 0SOLE NONE 15,100 ROSS STORES INC COM 778296103 162,482 5,423,300 SHS 0SOLE NONE 5,423,300 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 248 3,600 SHS 0SOLE NONE 3,600 SBA COMMUNICATIONS CORP COM 78388J106 15,735 527,500 SHS 0SOLE NONE 527,500 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 2,654 47,100 SHS 0SOLE NONE 47,100 SCHEIN HENRY INC COM 806407102 13,236 230,600 SHS 0SOLE NONE 230,600 SCHLUMBERGER LTD COM 806857108 59,030 678,500 SHS 0SOLE NONE 678,500 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 3,939 141,400 SHS 0SOLE NONE 141,400 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 428 5,800 SHS 0SOLE NONE 5,800 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 383 10,100 SHS 0SOLE NONE 10,100 SEMPRA ENERGY COM 816851109 15,195 285,200 SHS 0SOLE NONE 285,200 SMITH INTL INC COM 832110100 57,351 892,900 SHS 0SOLE NONE 892,900 SMURFIT-STONE CONTAINER CORP COM 832727101 109 14,100 SHS 0SOLE NONE 14,100 SONUS NETWORKS INC COM 835916107 179 52,100 SHS 0SOLE NONE 52,100 SOUTHWESTERN ENERGY CO COM 845467109 916 27,200 SHS 0SOLE NONE 27,200 SPECTRA ENERGY CORP COM 847560109 38,552 1,694,600 SHS 0SOLE NONE 1,694,600 STARBUCKS CORP COM 855244109 24,376 1,392,896 SHS 0SOLE NONE 1,392,896 STATE STR CORP COM 857477103 9,733 123,200 SHS 0SOLE NONE 123,200 STEEL DYNAMICS INC COM 858119100 7,209 218,200 SHS 0SOLE NONE 218,200 STREETTRACKS GOLD TR GOLD SHS 863307104 30,798 342,200 SHS 0SOLE NONE 342,200 SYNOPSYS INC COM 871607107 28,662 1,262,100 SHS 0SOLE NONE 1,262,100 SYNGENTA AG SPONSORED ADR 87160A100 995 17,000 SHS 0SOLE NONE 17,000 TJX COS INC COM 872540109 144,291 4,363,200 SHS 0SOLE NONE 4,363,200 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 204,373 19,900,000SHS 0SOLE NONE 19,900,00 TELEDYNE TECHNOLOGIES INC COM 879360105 799 17,000 SHS 0SOLE NONE 17,000 TENET HEALTHCARE CORP COM 88033G100 1 95 SHS 0SOLE NONE 95 TESSERA TECHNOLOGIES INC COM 88164L100 2,111 101,500 SHS 0SOLE NONE 101,500 THERMO FISHER SCIENTIFIC INC COM 883556102 20,792 365,800 SHS 0SOLE NONE 365,800 TIVO INC COM 888706108 219 25,000 SHS 0SOLE NONE 25,000 TOTAL S A SPONSORED ADR 89151E109 18,347 247,900 SHS 0SOLE NONE 247,900 TOTAL SYS SVCS INC COM 891906109 1,183 50,000 SHS 0SOLE NONE 50,000 TRIUMPH GROUP INC COM 896818101 968 17,000 SHS 0SOLE NONE 17,000 TUPPERWARE BRANDS CORP COM 899896104 8,827 228,200 SHS 0SOLE NONE 228,200 US BANCORP DEL COM 902973304 8,161 252,200 SHS 0SOLE NONE 252,200 ULTRA PETROLEUM CORP COM 903914109 35,503 458,100 SHS 0SOLE NONE 458,100 UNION PAC CORP COM 907818108 37,012 295,200 SHS 0SOLE NONE 295,200 UNIT CORP COM 909218109 17,278 305,000 SHS 0SOLE NONE 305,000 UNITED STATES STL CORP COM 912909108 13,981 110,200 SHS 0SOLE NONE 110,200 UNITED TECHNOLOGIES CORP COM 913017109 16,599 241,200 SHS 0SOLE NONE 241,200 URBAN OUTFITTERS INC COM 917047102 3,304 105,400 SHS 0SOLE NONE 105,400 VSE CORP COM 918284100 367 13,000 SHS 0SOLE NONE 13,000 VERISIGN INC COM 92343E102 10,959 329,700 SHS 0SOLE NONE 329,700 VERIZON COMMUNICATIONS COM 92343V104 7,126 195,500 SHS 0SOLE NONE 195,500 WACHOVIA CORP COM 929903102 69,614 2,578,300 SHS 0SOLE NONE 2,578,300 WADDELL & REED FINL INC CL A 930059100 6,696 208,400 SHS 0SOLE NONE 208,400 WAL MART STORES INC COM 931142103 801 15,200 SHS 0SOLE NONE 15,200 WASTE MGMT INC DEL COM 94106L109 3,685 109,800 SHS 0SOLE NONE 109,800 WESTERN DIGITAL CORP COM 958102105 1,211 44,800 SHS 0SOLE NONE 44,800 WHITING PETE CORP COM 966387102 4,131 63,900 SHS 0SOLE NONE 63,900 WYETH COM 983024100 589 14,100 SHS 0SOLE NONE 14,100 XTO ENERGY INC COM 98385X106 6,413 103,675 SHS 0SOLE NONE 103,675 YAMANA GOLD INC COM 98462Y100 263 18,000 SHS 0SOLE NONE 18,000 ZOLTEK COS INC COM 98975W104 660 24,900 SHS 0SOLE NONE 24,900 APEX SILVER MINES LTD ORD G04074103 236 19,500 SHS 0SOLE NONE 19,500 BUNGE LIMITED COM G16962105 30,973 356,500 SHS 0SOLE NONE 356,500 COVIDIEN LTD COM G2552X108 3,469 78,400 SHS 0SOLE NONE 78,400 WEATHERFORD INTERNATIONAL LT COM G95089101 9,783 135,000 SHS 0SOLE NONE 135,000 CELLCOM ISRAEL LTD SHS M2196U109 1,392 44,300 SHS 0SOLE NONE 44,300 SEASPAN CORP SHS Y75638109 43,514 1,527,350 SHS 0SOLE NONE 1,527,350
-----END PRIVACY-ENHANCED MESSAGE-----