-----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, QZPvFwoKdRjqrObUvHGVXnPXc5gG4DUrpLfUhyb059gw3fFdzARhZYy2TAGPmTZR ScZV3hm9oHAyJLIYNgsibA== 0001163648-07-000012.txt : 20071003 0001163648-07-000012.hdr.sgml : 20071003 20071003143707 ACCESSION NUMBER: 0001163648-07-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071003 DATE AS OF CHANGE: 20071003 EFFECTIVENESS DATE: 20071003 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: 071153057 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 ciqq32007.txt CI, QIII, 2007 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: September 30, 2007 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: Letty Dewar Title: Senior Vice-President, Compliance Phone: (416) 681-3237 Signature, Place, and Date of Signing: Letty Dewar Toronto, Ontario Canada October 3, 2007 [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. 28-06136 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: 250 Form 13F Information Table Value Total: $ 5,569,595 (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 09/30/07 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE ABB LTD SPONSORED ADR 000375204 892 34,000 SHS 0SOLE NONE 34,000 AFLAC INC COM 001055102 13,467 236,100 SHS 0SOLE NONE 236,100 AT&T INC COM 00206R102 9,389 221,900 SHS 0SOLE NONE 221,900 AASTROM BIOSCIENCES INC COM 00253U107 2,807 2,420,000 SHS 0SOLE NONE 2,420,000 ABBOTT LABS COM 002824100 27,775 518,000 SHS 0SOLE NONE 518,000 ADOBE SYS INC COM 00724F101 121,309 2,778,500 SHS 0SOLE NONE 2,778,500 AGNICO EAGLE MINES LTD COM 008474108 1,743 35,000 SHS 0SOLE NONE 35,000 AIR PRODS & CHEMS INC COM 009158106 46,695 477,645 SHS 0SOLE NONE 477,645 ALBEMARLE CORP COM 012653101 11,351 256,800 SHS 0SOLE NONE 256,800 ALBERTO CULVER CO NEW COM 013078100 2,182 88,000 SHS 0SOLE NONE 88,000 ALCOA INC COM 013817101 14,682 375,300 SHS 0SOLE NONE 375,300 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,980 27,100 SHS 0SOLE NONE 27,100 ALLIANT TECHSYSTEMS INC COM 018804104 29,325 268,300 SHS 0SOLE NONE 268,300 ALTRIA GROUP INC COM 02209S103 58,012 834,338 SHS 0SOLE NONE 834,338 AMBAC FINL GROUP INC COM 023139108 3,598 57,200 SHS 0SOLE NONE 57,200 AMERICAN CAPITAL STRATEGIES COM 024937104 60,766 1,422,100 SHS 0SOLE NONE 1,422,100 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,288 315,000 SHS 0SOLE NONE 315,000 AMERICAN EXPRESS CO COM 025816109 11,678 196,700 SHS 0SOLE NONE 196,700 AMERICAN INTL GROUP INC COM 026874107 22,825 337,400 SHS 0SOLE NONE 337,400 AMYLIN PHARMACEUTICALS INC COM 032346108 5,070 101,400 SHS 0SOLE NONE 101,400 ANADARKO PETE CORP COM 032511107 27,107 504,320 SHS 0SOLE NONE 504,320 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 52 1,100 SHS 0SOLE NONE 1,100 ANHEUSER BUSCH COS INC COM 035229103 26,870 537,500 SHS 0SOLE NONE 537,500 APACHE CORP COM 037411105 7,268 80,700 SHS 0SOLE NONE 80,700 APOLLO GROUP INC CL A 037604105 14,391 239,260 SHS 0SOLE NONE 239,260 APPLE COMPUTER INC COM 037833100 16,237 105,800 SHS 0SOLE NONE 105,800 APPLIED MATLS INC COM 038222105 7,081 342,100 SHS 0SOLE NONE 342,100 ARES CAP CORP COM 04010L103 12,287 755,207 SHS 0SOLE NONE 755,207 AUTODESK INC COM 052769106 869 17,400 SHS 0SOLE NONE 17,400 BP PLC SPONSORED ADR 055622104 2,885 41,600 SHS 0SOLE NONE 41,600 BALDOR ELEC CO COM 057741100 12,345 309,000 SHS 0SOLE NONE 309,000 BANK OF AMERICA CORPORATION COM 060505104 29,745 591,700 SHS 0SOLE NONE 591,700 BARRICK GOLD CORP COM 067901108 1,365 33,900 SHS 0SOLE NONE 33,900 BARR PHARMACEUTICALS INC COM 068306109 2,276 40,000 SHS 0SOLE NONE 40,000 BAXTER INTL INC COM 071813109 6,984 124,100 SHS 0SOLE NONE 124,100 BAYER A G SPONSORED ADR 072730302 692 8,700 SHS 0SOLE NONE 8,700 BECTON DICKINSON & CO COM 075887109 9,017 109,900 SHS 0SOLE NONE 109,900 BOEING CO COM 097023105 24,022 228,800 SHS 0SOLE NONE 228,800 BOSTON SCIENTIFIC CORP COM 101137107 445 31,900 SHS 0SOLE NONE 31,900 BRISTOW GROUP INC COM 110394103 774 17,700 SHS 0SOLE NONE 17,700 BURGER KING HLDGS INC COM 121208201 9,097 356,900 SHS 0SOLE NONE 356,900 BURLINGTON NORTHN SANTA FE C COM 12189T104 9,611 118,400 SHS 0SOLE NONE 118,400 CB RICHARD ELLIS GROUP INC CL A 12497T101 8,040 288,800 SHS 0SOLE NONE 288,800 C D W CORP COM 12512N105 3,924 45,000 SHS 0SOLE NONE 45,000 CVS CORP COM 126650100 82,482 2,081,300 SHS 0SOLE NONE 2,081,300 CAMERON INTERNATIONAL CORP COM 13342B105 4,578 49,600 SHS 0SOLE NONE 49,600 CANON INC ADR 138006309 9,626 177,300 SHS 0SOLE NONE 177,300 CARBO CERAMICS INC COM 140781105 18,758 369,767 SHS 0SOLE NONE 369,767 CELGENE CORP COM 151020104 592 8,300 SHS 0SOLE NONE 8,300 CEMEX SAB DE CV SPON ADR 5 ORD 151290889 3 SHS 0SOLE NONE 3 CHAMPION ENTERPRISES INC COM 158496109 3,581 326,100 SHS 0SOLE NONE 326,100 CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE7 6,089 4,796,000 SHS 0SOLE NONE 4,796,000 CHESAPEAKE ENERGY CORP COM 165167107 5,391 152,900 SHS 0SOLE NONE 152,900 CHEVRON CORP NEW COM 166764100 56,747 606,400 SHS 0SOLE NONE 606,400 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,735 82,100 SHS 0SOLE NONE 82,100 CIENA CORP COM NEW 171779309 9,356 245,700 SHS 0SOLE NONE 245,700 CISCO SYS INC COM 17275R102 327,977 9,899,700 SHS 0SOLE NONE 9,899,700 CITADEL BROADCASTING CORP COM 17285T106 29 SHS 0SOLE NONE 29 CITIGROUP INC COM 172967101 389,298 8,341,500 SHS 0SOLE NONE 8,341,500 CITIZENS COMMUNICATIONS CO COM 17453B101 13,784 962,590 SHS 0SOLE NONE 962,590 COACH INC COM 189754104 6,944 146,900 SHS 0SOLE NONE 146,900 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,314 66,600 SHS 0SOLE NONE 66,600 COMCAST CORP NEW CL A 20030N101 50,732 2,098,100 SHS 0SOLE NONE 2,098,100 COMCAST CORP NEW CL A SPL 20030N200 6,190 258,350 SHS 0SOLE NONE 258,350 COMMERCIAL METALS CO COM 201723103 4,200 132,700 SHS 0SOLE NONE 132,700 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 10,347 304,954 SHS 0SOLE NONE 304,954 COMPASS MINERALS INTL INC COM 20451N101 2,698 79,250 SHS 0SOLE NONE 79,250 COMPUCREDIT CORP COM 20478N100 46 2,100 SHS 0SOLE NONE 2,100 CONOCOPHILLIPS COM 20825C104 11,445 130,400 SHS 0SOLE NONE 130,400 COOPER COS INC COM NEW 216648402 362 6,900 SHS 0SOLE NONE 6,900 CORNING INC COM 219350105 76,923 3,120,600 SHS 0SOLE NONE 3,120,600 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 16,736 639,500 SHS 0SOLE NONE 639,500 DEERE & CO COM 244199105 1,113 7,500 SHS 0SOLE NONE 7,500 DEVON ENERGY CORP NEW COM 25179M103 10,808 129,900 SHS 0SOLE NONE 129,900 DIAMOND OFFSHORE DRILLING IN COM 25271C102 453 4,000 SHS 0SOLE NONE 4,000 E M C CORP MASS COM 268648102 52,123 2,505,900 SHS 0SOLE NONE 2,505,900 EOG RES INC COM 26875P101 3,689 51,000 SHS 0SOLE NONE 51,000 EAGLE MATERIALS INC COM 26969P108 4,412 123,440 SHS 0SOLE NONE 123,440 EATON CORP COM 278058102 32,782 331,000 SHS 0SOLE NONE 331,000 EHEALTH INC COM 28238P109 3,989 144,000 SHS 0SOLE NONE 144,000 EL PASO CORP COM 28336L109 869 51,200 SHS 0SOLE NONE 51,200 ELECTRONIC ARTS INC COM 285512109 27,217 486,100 SHS 0SOLE NONE 486,100 ENCANA CORP COM 292505104 136 2,200 SHS 0SOLE NONE 2,200 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 610 12,295 SHS 0SOLE NONE 12,295 ENTERGY CORP NEW COM 29364G103 3,151 29,100 SHS 0SOLE NONE 29,100 EXXON MOBIL CORP COM 30231G102 40,236 434,700 SHS 0SOLE NONE 434,700 FMC TECHNOLOGIES INC COM 30249U101 5,397 93,600 SHS 0SOLE NONE 93,600 FIDELITY NATL INFORMATION SV COM 31620M106 9,114 205,400 SHS 0SOLE NONE 205,400 FLUOR CORP NEW COM 343412102 4,463 31,000 SHS 0SOLE NONE 31,000 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 74,373 1,988,585 SHS 0SOLE NONE 1,988,585 FRANCE TELECOM SPONSORED ADR 35177Q105 913 27,300 SHS 0SOLE NONE 27,300 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 27,618 263,300 SHS 0SOLE NONE 263,300 GENERAL CABLE CORP DEL NEW COM 369300108 4,282 63,800 SHS 0SOLE NONE 63,800 GENERAL ELECTRIC CO COM 369604103 489,178 11,815,900SHS 0SOLE NONE 11,815,90 GENERAL MTRS CORP COM 370442105 6,848 186,600 SHS 0SOLE NONE 186,600 GEOGLOBAL RESOURCES INC COM 37249T109 2,099 583,175 SHS 0SOLE NONE 583,175 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 60 3,300 SHS 0SOLE NONE 3,300 GOOGLE INC CL A 38259P508 851 1,500 SHS 0SOLE NONE 1,500 GRAINGER W W INC COM 384802104 51,851 568,600 SHS 0SOLE NONE 568,600 HANSEN NAT CORP COM 411310105 13,728 242,200 SHS 0SOLE NONE 242,200 HEARTLAND EXPRESS INC COM 422347104 3,932 275,333 SHS 0SOLE NONE 275,333 HEWLETT PACKARD CO COM 428236103 20,872 419,200 SHS 0SOLE NONE 419,200 HILTON HOTELS CORP COM 432848109 9,289 199,800 SHS 0SOLE NONE 199,800 HOSPIRA INC COM 441060100 290 7,000 SHS 0SOLE NONE 7,000 HUGOTON RTY TR TEX UNIT BEN INT 444717102 61 2,600 SHS 0SOLE NONE 2,600 IMS HEALTH INC COM 449934108 172 5,600 SHS 0SOLE NONE 5,600 ITT CORP NEW COM 450911102 7,384 108,700 SHS 0SOLE NONE 108,700 ICON PUB LTD CO SPONSORED ADR 45103T107 4,960 97,200 SHS 0SOLE NONE 97,200 ILLINOIS TOOL WKS INC COM 452308109 13,699 229,700 SHS 0SOLE NONE 229,700 INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,150 268,100 SHS 0SOLE NONE 268,100 INTEL CORP COM 458140100 14,484 560,100 SHS 0SOLE NONE 560,100 INTERNATIONAL BUSINESS MACHS COM 459200101 8,965 76,100 SHS 0SOLE NONE 76,100 INTUITIVE SURGICAL INC COM NEW 46120E602 828 3,600 SHS 0SOLE NONE 3,600 INVERNESS MED INNOVATIONS IN COM 46126P106 2,700 48,800 SHS 0SOLE NONE 48,800 ISHARES INC MSCI CDA INDEX 464286509 458 14,000 SHS 0SOLE NONE 14,000 ISHARES INC MSCI EMU IN DEX 464286608 3,627 30,000 SHS 0SOLE NONE 30,000 ISHARES INC MSCI JAPAN 464286848 4,167 291,000 SHS 0SOLE NONE 291,000 ISHARES TR S&P GBL HLTHCR 464287325 580 9,700 SHS 0SOLE NONE 9,700 JP MORGAN CHASE & CO COM 46625H100 26,406 576,300 SHS 0SOLE NONE 576,300 JOHNSON & JOHNSON COM 478160104 26,444 402,500 SHS 0SOLE NONE 402,500 JONES APPAREL GROUP INC COM 480074103 23,414 1,108,100 SHS 0SOLE NONE 1,108,100 JOY GLOBAL INC COM 481165108 11,123 218,700 SHS 0SOLE NONE 218,700 JUNIPER NETWORKS INC COM 48203R104 5,949 162,500 SHS 0SOLE NONE 162,500 KANSAS CITY SOUTHERN COM NEW 485170302 5,015 155,900 SHS 0SOLE NONE 155,900 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 21,078 450,862 SHS 0SOLE NONE 450,862 KRAFT FOODS INC CL A 50075N104 10,586 306,744 SHS 0SOLE NONE 306,744 KROGER CO COM 501044101 10,561 370,300 SHS 0SOLE NONE 370,300 L-3 COMMUNICATIONS HLDGS INC COM 502424104 235 2,300 SHS 0SOLE NONE 2,300 LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,404 81,867 SHS 0SOLE NONE 81,867 LAS VEGAS SANDS CORP COM 517834107 4,923 36,900 SHS 0SOLE NONE 36,900 LAUDER ESTEE COS INC CL A 518439104 11,930 280,968 SHS 0SOLE NONE 280,968 LOCKHEED MARTIN CORP COM 539830109 9,102 83,900 SHS 0SOLE NONE 83,900 LOEWS CORP CAROLNA GP STK 540424207 15,213 185,000 SHS 0SOLE NONE 185,000 MBIA INC COM 55262C100 16,050 262,900 SHS 0SOLE NONE 262,900 MEMC ELECTR MATLS INC COM 552715104 15,733 267,300 SHS 0SOLE NONE 267,300 MANITOWOC INC COM 563571108 26,754 604,200 SHS 0SOLE NONE 604,200 MARATHON OIL CORP COM 565849106 54,203 950,600 SHS 0SOLE NONE 950,600 MARRIOTT INTL INC NEW CL A 571903202 30,338 697,900 SHS 0SOLE NONE 697,900 MCDONALDS CORP COM 580135101 12,343 226,600 SHS 0SOLE NONE 226,600 MCGRAW HILL COS INC COM 580645109 4,842 95,100 SHS 0SOLE NONE 95,100 MEDTRONIC INC COM 585055106 333 5,900 SHS 0SOLE NONE 5,900 MENTOR CORP MINN COM 587188103 6,871 149,200 SHS 0SOLE NONE 149,200 MERCK & CO INC COM 589331107 18,588 359,600 SHS 0SOLE NONE 359,600 MERCURY GENL CORP NEW COM 589400100 2,092 38,800 SHS 0SOLE NONE 38,800 MERRILL LYNCH & CO INC COM 590188108 84,281 1,182,400 SHS 0SOLE NONE 1,182,400 METLIFE INC COM 59156R108 14,113 202,400 SHS 0SOLE NONE 202,400 MICROSOFT CORP COM 594918104 134,249 4,557,000 SHS 0SOLE NONE 4,557,000 MICRON TECHNOLOGY INC COM 595112103 35,276 3,177,989 SHS 0SOLE NONE 3,177,989 MILLER INDS INC TENN COM NEW 600551204 1,417 82,764 SHS 0SOLE NONE 82,764 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 503 11,700 SHS 0SOLE NONE 11,700 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 360 5,200 SHS 0SOLE NONE 5,200 MONSANTO CO NEW COM 61166W101 11,745 136,979 SHS 0SOLE NONE 136,979 MORGAN STANLEY COM NEW 617446448 114,836 1,822,800 SHS 0SOLE NONE 1,822,800 MOSAIC CO COM 61945A107 4,870 91,000 SHS 0SOLE NONE 91,000 MOTOROLA INC COM 620076109 8,263 445,900 SHS 0SOLE NONE 445,900 MURPHY OIL CORP COM 626717102 874 12,500 SHS 0SOLE NONE 12,500 MYRIAD GENETICS INC COM 62855J104 2,900 55,600 SHS 0SOLE NONE 55,600 NII HLDGS INC CL B NEW 62913F201 20,004 243,500 SHS 0SOLE NONE 243,500 NRG ENERGY INC COM NEW 629377508 18,625 440,400 SHS 0SOLE NONE 440,400 NEWMONT MINING CORP COM 651639106 16,613 371,400 SHS 0SOLE NONE 371,400 NEWS CORP CL A 65248E104 9,080 412,900 SHS 0SOLE NONE 412,900 NITROMED INC COM 654798503 98 55,400 SHS 0SOLE NONE 55,400 NOKIA CORP SPONSORED ADR 654902204 6,069 160,000 SHS 0SOLE NONE 160,000 NOBLE ENERGY INC COM 655044105 20,970 299,400 SHS 0SOLE NONE 299,400 NORTEL NETWORKS CORP NEW COM NEW 656568508 9 550 SHS 0SOLE NONE 550 NORTHROP GRUMMAN CORP COM 666807102 7,121 91,300 SHS 0SOLE NONE 91,300 NUANCE COMMUNICATIONS INC COM 67020Y100 483 25,000 SHS 0SOLE NONE 25,000 NVIDIA CORP COM 67066G104 547 15,100 SHS 0SOLE NONE 15,100 OILSANDS QUEST INC COM 678046103 160 36,200 SHS 0SOLE NONE 36,200 ON SEMICONDUCTOR CORP COM 682189105 9,730 774,700 SHS 0SOLE NONE 774,700 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 4,494 166,200 SHS 0SOLE NONE 166,200 ORACLE CORP COM 68389X105 7,967 368,000 SHS 0SOLE NONE 368,000 PNC FINL SVCS GROUP INC COM 693475105 5,291 77,700 SHS 0SOLE NONE 77,700 POSCO SPONSORED ADR 693483109 11,058 61,857 SHS 0SOLE NONE 61,857 PATTERSON UTI ENERGY INC COM 703481101 120,884 5,355,980 SHS 0SOLE NONE 5,355,980 PEPSICO INC COM 713448108 9,333 127,400 SHS 0SOLE NONE 127,400 PETRO-CDA COM 71644E102 132 2,300 SHS 0SOLE NONE 2,300 PETROCHINA CO LTD SPONSORED ADR 71646E100 8,811 47,600 SHS 0SOLE NONE 47,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,326 57,300 SHS 0SOLE NONE 57,300 PFIZER INC COM 717081103 21,235 869,200 SHS 0SOLE NONE 869,200 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1,353 16,900 SHS 0SOLE NONE 16,900 PLUM CREEK TIMBER CO INC COM 729251108 10,393 232,200 SHS 0SOLE NONE 232,200 PRAXAIR INC COM 74005P104 8,041 96,000 SHS 0SOLE NONE 96,000 PRICE T ROWE GROUP INC COM 74144T108 9,556 171,600 SHS 0SOLE NONE 171,600 PRICELINE COM INC COM NEW 741503403 3,736 42,100 SHS 0SOLE NONE 42,100 PROCTER & GAMBLE CO COM 742718109 43,590 619,699 SHS 0SOLE NONE 619,699 PROSHARES TR ULTRASHT SP500 74347R883 35 700 SHS 0SOLE NONE 700 PUBLIC SVC ENTERPRISE GROUP COM 744573106 607 6,900 SHS 0SOLE NONE 6,900 PUBLIC STORAGE INC COM 74460D109 3,036 38,600 SHS 0SOLE NONE 38,600 QUALCOMM INC COM 747525103 91,746 2,171,000 SHS 0SOLE NONE 2,171,000 RADIOSHACK CORP COM 750438103 42,870 2,075,000 SHS 0SOLE NONE 2,075,000 RANDGOLD RES LTD ADR 752344309 1,313 39,500 SHS 0SOLE NONE 39,500 RAYTHEON CO COM NEW 755111507 28,119 440,600 SHS 0SOLE NONE 440,600 REINSURANCE GROUP AMER INC COM 759351109 7,795 137,500 SHS 0SOLE NONE 137,500 REPUBLIC SVCS INC COM 760759100 10,098 308,700 SHS 0SOLE NONE 308,700 RESEARCH IN MOTION LTD COM 760975102 1,380 14,000 SHS 0SOLE NONE 14,000 RESPIRONICS INC COM 761230101 615 12,800 SHS 0SOLE NONE 12,800 ROSS STORES INC COM 778296103 132,258 5,158,285 SHS 0SOLE NONE 5,158,285 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 164 2,000 SHS 0SOLE NONE 2,000 SBA COMMUNICATIONS CORP COM 78388J106 13,385 379,400 SHS 0SOLE NONE 379,400 SANDISK CORP COM 80004C101 4,182 75,900 SHS 0SOLE NONE 75,900 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 487 8,300 SHS 0SOLE NONE 8,300 SCHEIN HENRY INC COM 806407102 13,884 228,200 SHS 0SOLE NONE 228,200 SCHLUMBERGER LTD COM 806857108 94,310 898,192 SHS 0SOLE NONE 898,192 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,939 105,200 SHS 0SOLE NONE 105,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 240 3,200 SHS 0SOLE NONE 3,200 SEMPRA ENERGY COM 816851109 33,675 579,400 SHS 0SOLE NONE 579,400 SMITH INTL INC COM 832110100 7,497 105,000 SHS 0SOLE NONE 105,000 SMURFIT-STONE CONTAINER CORP COM 832727101 165 14,100 SHS 0SOLE NONE 14,100 SONY CORP ADR NEW 835699307 13,164 273,900 SHS 0SOLE NONE 273,900 SOUTHWESTERN ENERGY CO COM 845467109 783 18,700 SHS 0SOLE NONE 18,700 STARBUCKS CORP COM 855244109 21,552 822,600 SHS 0SOLE NONE 822,600 STREETTRACKS GOLD TR GOLD SHS 863307104 293,919 3,997,805 SHS 0SOLE NONE 3,997,805 STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 3,425 55,000 SHS 0SOLE NONE 55,000 TJX COS INC NEW COM 872540109 121,370 4,175,100 SHS 0SOLE NONE 4,175,100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 92,598 9,150,003 SHS 0SOLE NONE 9,150,003 TELEFONICA S A SPONSORED ADR 879382208 3,788 45,200 SHS 0SOLE NONE 45,200 TENET HEALTHCARE CORP COM 88033G100 3,577 1,064,695 SHS 0SOLE NONE 1,064,695 TESORO CORP COM 881609101 4,142 90,000 SHS 0SOLE NONE 90,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,255 50,700 SHS 0SOLE NONE 50,700 TESSERA TECHNOLOGIES INC COM 88164L100 3,818 101,800 SHS 0SOLE NONE 101,800 TEXTRON INC COM 883203101 3,745 60,200 SHS 0SOLE NONE 60,200 THERMO FISHER SCIENTIFIC INC COM 883556102 21,074 365,100 SHS 0SOLE NONE 365,100 TIME WARNER INC COM 887317105 11,732 639,000 SHS 0SOLE NONE 639,000 TOTAL S A SPONSORED ADR 89151E109 19,042 235,000 SHS 0SOLE NONE 235,000 TOTAL SYS SVCS INC COM 891906109 1,389 50,000 SHS 0SOLE NONE 50,000 ULTRA PETROLEUM CORP COM 903914109 28,495 459,300 SHS 0SOLE NONE 459,300 UNION PAC CORP COM 907818108 12,764 112,900 SHS 0SOLE NONE 112,900 UNIT CORP COM 909218109 13,294 274,675 SHS 0SOLE NONE 274,675 UNITED PARCEL SERVICE INC CL B 911312106 11,956 159,200 SHS 0SOLE NONE 159,200 UNITED TECHNOLOGIES CORP COM 913017109 20,031 248,900 SHS 0SOLE NONE 248,900 VALERO ENERGY CORP NEW COM 91913Y100 33,758 502,500 SHS 0SOLE NONE 502,500 VERIFONE HLDGS INC COM 92342Y109 10,666 240,600 SHS 0SOLE NONE 240,600 VOLCANO CORPORATION COM 928645100 23 1,400 SHS 0SOLE NONE 1,400 VORNADO RLTY TR SH BEN INT 929042109 3,182 29,100 SHS 0SOLE NONE 29,100 WACHOVIA CORP 2ND NEW COM 929903102 55,491 1,106,500 SHS 0SOLE NONE 1,106,500 WASTE MGMT INC DEL COM 94106L109 4,144 109,800 SHS 0SOLE NONE 109,800 WELLPOINT INC COM 94973V107 14,221 180,200 SHS 0SOLE NONE 180,200 WELLS FARGO & CO NEW COM 949746101 11,430 320,900 SHS 0SOLE NONE 320,900 WORTHINGTON INDS INC COM 981811102 49,193 2,088,000 SHS 0SOLE NONE 2,088,000 WYETH COM 983024100 579 13,000 SHS 0SOLE NONE 13,000 XTO ENERGY INC COM 98385X106 1,985 32,100 SHS 0SOLE NONE 32,100 YAHOO INC COM 984332106 35,731 1,331,100 SHS 0SOLE NONE 1,331,100 BUNGE LIMITED COM G16962105 4,674 43,500 SHS 0SOLE NONE 43,500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,205 684,500 SHS 0SOLE NONE 684,500 NABORS INDUSTRIES LTD SHS G6359F103 6,871 223,300 SHS 0SOLE NONE 223,300 UTI WORLDWIDE INC ORD G87210103 2,358 102,600 SHS 0SOLE NONE 102,600 TRANSOCEAN INC ORD G90078109 112,801 997,800 SHS 0SOLE NONE 997,800 WEATHERFORD INTERNATIONAL LT COM G95089101 4,313 64,200 SHS 0SOLE NONE 64,200 SEASPAN CORP SHS Y75638109 50,202 1,525,900 SHS 0SOLE NONE 1,525,900
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