-----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, Rk2XfDgHUgnkdvzvsZycIyUXp5IEYkLKeUa4aiLyWMz40BMFZ0UhlpbUOh0frKep +Z8MVHnq8fTHFLyihgyoeA== 0001163648-07-000010.txt : 20070706 0001163648-07-000010.hdr.sgml : 20070706 20070706110428 ACCESSION NUMBER: 0001163648-07-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070706 DATE AS OF CHANGE: 20070706 EFFECTIVENESS DATE: 20070706 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: 07966652 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 ciqq22007.txt CI INVESTMENTS, 13F, Q2, 2007 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 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: Michael J. Killeen Title: Senior Vice-President, General Counsel and Corporate Secretary Phone: (416) 681-6507 Signature, Place, and Date of Signing: MICHAEL J. KILLEEN Toronto, Ontario Canada July 6, 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. 28-06395 Legg Mason Funds Management, Inc. 28-10163 Trilogy Advisors, LLC. 28-04428 Manufacturers Life Insurance Company 28-4976 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: 221 Form 13F Information Table Value Total: $ 5,122,599 (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 06/30/07 VALUE SHRS OR SH/ PTINVST OTHR VTG ATH NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AFLAC INC COM 001055102 11,627 226,200 SHS 0SOLE NONE 226,200 AT&T INC COM 00206R102 8,985 216,500 SHS 0SOLE NONE 216,500 AASTROM BIOSCIENCES INC COM 00253U107 3,243 2,420,000 SHS 0SOLE NONE 2,420,000 ABBOTT LABS COM 002824100 22,641 422,800 SHS 0SOLE NONE 422,800 ADOBE SYS INC COM 00724F101 88,952 2,215,500 SHS 0SOLE NONE 2,215,500 AIR PRODS & CHEMS INC COM 009158106 39,208 487,845 SHS 0SOLE NONE 487,845 ALBEMARLE CORP COM 012653101 6,993 181,500 SHS 0SOLE NONE 181,500 ALBERTO CULVER CO NEW COM 013078100 2,087 88,000 SHS 0SOLE NONE 88,000 ALCOA INC COM 013817101 16,257 401,100 SHS 0SOLE NONE 401,100 ALLIANT TECHSYSTEMS INC COM 018804104 26,870 271,000 SHS 0SOLE NONE 271,000 ALTRIA GROUP INC COM 02209S103 57,343 817,555 SHS 0SOLE NONE 817,555 AMBAC FINL GROUP INC COM 023139108 18,449 211,600 SHS 0SOLE NONE 211,600 AMERICAN CAPITAL STRATEGIES COM 024937104 60,264 1,417,300 SHS 0SOLE NONE 1,417,300 AMERICAN EXPRESS CO COM 025816109 7,635 124,800 SHS 0SOLE NONE 124,800 AMERICAN INTL GROUP INC COM 026874107 21,051 300,600 SHS 0SOLE NONE 300,600 AMYLIN PHARMACEUTICALS INC COM 032346108 2,717 66,000 SHS 0SOLE NONE 66,000 ANADARKO PETE CORP COM 032511107 60,398 1,161,720 SHS 0SOLE NONE 1,161,720 ANALOG DEVICES INC COM 032654105 290 7,700 SHS 0SOLE NONE 7,700 ANHEUSER BUSCH COS INC COM 035229103 40,680 779,900 SHS 0SOLE NONE 779,900 APACHE CORP COM 037411105 6,535 80,100 SHS 0SOLE NONE 80,100 APOLLO GROUP INC CL A 037604105 13,988 239,400 SHS 0SOLE NONE 239,400 APPLE COMPUTER INC COM 037833100 13,815 113,200 SHS 0SOLE NONE 113,200 ARCH COAL INC COM 039380100 12,765 366,800 SHS 0SOLE NONE 366,800 ARES CAP CORP COM 04010L103 12,430 737,700 SHS 0SOLE NONE 737,700 ASSISTED LIVING CONCPT NEV N CL A 04544X102 55 5,200 SHS 0SOLE NONE 5,200 AUTOLIV INC COM 052800109 142 2,500 SHS 0SOLE NONE 2,500 BP PLC SPONSORED ADR 055622104 3,001 41,600 SHS 0SOLE NONE 41,600 BALDOR ELEC CO COM 057741100 5,472 111,046 SHS 0SOLE NONE 111,046 BANK OF AMERICA CORPORATION COM 060505104 54,279 1,110,220 SHS 0SOLE NONE 1,110,220 BARRICK GOLD CORP COM 067901108 151 5,200 SHS 0SOLE NONE 5,200 BARR PHARMACEUTICALS INC COM 068306109 2,009 40,000 SHS 0SOLE NONE 40,000 BAXTER INTL INC COM 071813109 6,812 120,900 SHS 0SOLE NONE 120,900 BECTON DICKINSON & CO COM 075887109 7,994 107,300 SHS 0SOLE NONE 107,300 BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,474 50 SHS 0SOLE NONE 50 BOEING CO COM 097023105 32,983 343,000 SHS 0SOLE NONE 343,000 BOSTON SCIENTIFIC CORP COM 101137107 397 25,900 SHS 0SOLE NONE 25,900 BRISTOW GROUP INC COM 110394103 1,174 23,700 SHS 0SOLE NONE 23,700 BURGER KING HLDGS INC COM 121208201 3,511 133,300 SHS 0SOLE NONE 133,300 BURLINGTON NORTHN SANTA FE C COM 12189T104 9,825 115,400 SHS 0SOLE NONE 115,400 CB RICHARD ELLIS GROUP INC CL A 12497T101 17,159 470,100 SHS 0SOLE NONE 470,100 C D W CORP COM 12512N105 3,824 45,000 SHS 0SOLE NONE 45,000 CVS CORP COM 126650100 71,927 1,973,300 SHS 0SOLE NONE 1,973,300 CAMERON INTERNATIONAL CORP COM 13342B105 843 11,800 SHS 0SOLE NONE 11,800 CANON INC ADR 138006309 9,271 158,100 SHS 0SOLE NONE 158,100 CARBO CERAMICS INC COM 140781105 16,199 369,767 SHS 0SOLE NONE 369,767 CEMEX SAB DE CV SPON ADR 5 ORD 151290889 3 SHS 0SOLE NONE 3 CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE7 8,488 4,796,000 SHS 0SOLE NONE 4,796,000 CHESAPEAKE ENERGY CORP COM 165167107 5,228 151,100 SHS 0SOLE NONE 151,100 CHEVRON CORP NEW COM 166764100 66,625 790,900 SHS 0SOLE NONE 790,900 CIENA CORP COM NEW 171779309 43,851 1,213,700 SHS 0SOLE NONE 1,213,700 CISCO SYS INC COM 17275R102 270,242 9,703,500 SHS 0SOLE NONE 9,703,500 CITIGROUP INC COM 172967101 454,368 8,858,800 SHS 0SOLE NONE 8,858,800 CITIZENS COMMUNICATIONS CO COM 17453B101 14,650 959,400 SHS 0SOLE NONE 959,400 COACH INC COM 189754104 9,838 207,600 SHS 0SOLE NONE 207,600 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,355 31,400 SHS 0SOLE NONE 31,400 COMCAST CORP NEW CL A 20030N101 65,351 2,324,000 SHS 0SOLE NONE 2,324,000 COMCAST CORP NEW CL A SPL 20030N200 8,521 304,750 SHS 0SOLE NONE 304,750 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 10,023 224,977 SHS 0SOLE NONE 224,977 COMPUCREDIT CORP COM 20478N100 74 2,100 SHS 0SOLE NONE 2,100 CONOCOPHILLIPS COM 20825C104 8,925 113,700 SHS 0SOLE NONE 113,700 COOPER COS INC COM NEW 216648402 304 5,700 SHS 0SOLE NONE 5,700 CORNING INC COM 219350105 65,247 2,553,700 SHS 0SOLE NONE 2,553,700 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 22,871 362,400 SHS 0SOLE NONE 362,400 DEVON ENERGY CORP NEW COM 25179M103 12,025 153,600 SHS 0SOLE NONE 153,600 DIAMOND OFFSHORE DRILLING IN COM 25271C102 396 3,900 SHS 0SOLE NONE 3,900 DISNEY WALT CO COM DISNEY 254687106 4,940 144,700 SHS 0SOLE NONE 144,700 E M C CORP MASS COM 268648102 9,092 502,300 SHS 0SOLE NONE 502,300 ENSCO INTL INC COM 26874Q100 879 14,400 SHS 0SOLE NONE 14,400 EOG RES INC COM 26875P101 6,532 89,400 SHS 0SOLE NONE 89,400 EAGLE MATERIALS INC COM 26969P108 6,055 123,440 SHS 0SOLE NONE 123,440 EATON CORP COM 278058102 20,404 219,400 SHS 0SOLE NONE 219,400 EBAY INC COM 278642103 44,769 1,391,200 SHS 0SOLE NONE 1,391,200 EL PASO CORP COM 28336L109 882 51,200 SHS 0SOLE NONE 51,200 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 612 10,998 SHS 0SOLE NONE 10,998 ENTERGY CORP NEW COM 29364G103 3,049 28,400 SHS 0SOLE NONE 28,400 EXXON MOBIL CORP COM 30231G102 40,078 477,800 SHS 0SOLE NONE 477,800 FMC TECHNOLOGIES INC COM 30249U101 5,173 65,300 SHS 0SOLE NONE 65,300 FIDELITY NATL INFORMATION SV COM 31620M106 10,346 190,600 SHS 0SOLE NONE 190,600 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 77,936 1,982,085 SHS 0SOLE NONE 1,982,085 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 24,275 293,100 SHS 0SOLE NONE 293,100 GENERAL ELECTRIC CO COM 369604103 451,187 11,786,500SHS 0SOLE NONE 11,786,50 GEOGLOBAL RESOURCES INC COM 37249T109 2,968 583,175 SHS 0SOLE NONE 583,175 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 47 3,000 SHS 0SOLE NONE 3,000 GRAINGER W W INC COM 384802104 91,580 984,200 SHS 0SOLE NONE 984,200 HANSEN NAT CORP COM 411310105 7,513 174,800 SHS 0SOLE NONE 174,800 HEARTLAND EXPRESS INC COM 422347104 4,488 275,333 SHS 0SOLE NONE 275,333 HEWLETT PACKARD CO COM 428236103 14,301 320,500 SHS 0SOLE NONE 320,500 HILLENBRAND INDS INC COM 431573104 4,732 72,800 SHS 0SOLE NONE 72,800 HILTON HOTELS CORP COM 432848109 11,062 330,500 SHS 0SOLE NONE 330,500 HOME DEPOT INC COM 437076102 272 6,900 SHS 0SOLE NONE 6,900 HOSPIRA INC COM 441060100 226 5,800 SHS 0SOLE NONE 5,800 HUGOTON RTY TR TEX UNIT BEN INT 444717102 66 2,600 SHS 0SOLE NONE 2,600 IMS HEALTH INC COM 449934108 180 5,600 SHS 0SOLE NONE 5,600 ITT CORP NEW COM 450911102 7,388 108,200 SHS 0SOLE NONE 108,200 ICON PUB LTD CO SPONSORED ADR 45103T107 2,528 57,800 SHS 0SOLE NONE 57,800 INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,993 261,500 SHS 0SOLE NONE 261,500 INTEL CORP COM 458140100 332 14,000 SHS 0SOLE NONE 14,000 INTERNATIONAL BUSINESS MACHS COM 459200101 7,336 69,700 SHS 0SOLE NONE 69,700 INVERNESS MED INNOVATIONS IN COM 46126P106 2,490 48,800 SHS 0SOLE NONE 48,800 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 338 7,800 SHS 0SOLE NONE 7,800 ISHARES INC MSCI EMU IN DEX 464286608 3,531 30,000 SHS 0SOLE NONE 30,000 ISHARES INC MSCI JAPAN 464286848 4,014 275,900 SHS 0SOLE NONE 275,900 ISHARES TR S&P GBL HLTHCR 464287325 574 9,700 SHS 0SOLE NONE 9,700 JP MORGAN CHASE & CO COM 46625H100 25,523 526,800 SHS 0SOLE NONE 526,800 JOHNSON & JOHNSON COM 478160104 25,381 411,900 SHS 0SOLE NONE 411,900 JONES APPAREL GROUP INC COM 480074103 31,304 1,108,100 SHS 0SOLE NONE 1,108,100 JOY GLOBAL INC COM 481165108 9,992 171,300 SHS 0SOLE NONE 171,300 JUNIPER NETWORKS INC COM 48203R104 6,902 274,200 SHS 0SOLE NONE 274,200 KANSAS CITY SOUTHERN COM NEW 485170302 5,762 153,500 SHS 0SOLE NONE 153,500 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 22,910 441,435 SHS 0SOLE NONE 441,435 KRAFT FOODS INC CL A 50075N104 10,813 306,744 SHS 0SOLE NONE 306,744 KROGER CO COM 501044101 8,194 291,300 SHS 0SOLE NONE 291,300 L-3 COMMUNICATIONS HLDGS INC COM 502424104 185 1,900 SHS 0SOLE NONE 1,900 LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,407 81,867 SHS 0SOLE NONE 81,867 LAUDER ESTEE COS INC CL A 518439104 11,314 248,600 SHS 0SOLE NONE 248,600 LEAP WIRELESS INTL INC COM NEW 521863308 10,486 124,100 SHS 0SOLE NONE 124,100 LOCKHEED MARTIN CORP COM 539830109 5,987 63,600 SHS 0SOLE NONE 63,600 LOEWS CORP CAROLNA GP STK 540424207 14,759 191,000 SHS 0SOLE NONE 191,000 MBIA INC COM 55262C100 17,086 274,600 SHS 0SOLE NONE 274,600 MEMC ELECTR MATLS INC COM 552715104 14,913 244,000 SHS 0SOLE NONE 244,000 MANITOWOC INC COM 563571108 34,588 430,300 SHS 0SOLE NONE 430,300 MCDONALDS CORP COM 580135101 11,380 224,200 SHS 0SOLE NONE 224,200 MCGRAW HILL COS INC COM 580645109 9,490 139,400 SHS 0SOLE NONE 139,400 MEDTRONIC INC COM 585055106 254 4,900 SHS 0SOLE NONE 4,900 MELLON FINL CORP COM 58551A108 924 21,000 SHS 0SOLE NONE 21,000 MERCK & CO INC COM 589331107 18,411 369,700 SHS 0SOLE NONE 369,700 MERCURY GENL CORP NEW COM 589400100 2,138 38,800 SHS 0SOLE NONE 38,800 MERRILL LYNCH & CO INC COM 590188108 11,919 142,600 SHS 0SOLE NONE 142,600 METLIFE INC COM 59156R108 13,276 205,900 SHS 0SOLE NONE 205,900 MICROSOFT CORP COM 594918104 10,191 345,800 SHS 0SOLE NONE 345,800 MICRON TECHNOLOGY INC COM 595112103 297 23,700 SHS 0SOLE NONE 23,700 MILLER INDS INC TENN COM NEW 600551204 2,077 82,764 SHS 0SOLE NONE 82,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 254 4,200 SHS 0SOLE NONE 4,200 MONSANTO CO NEW COM 61166W101 5,201 77,000 SHS 0SOLE NONE 77,000 MORGAN STANLEY COM NEW 617446448 153,660 1,831,900 SHS 0SOLE NONE 1,831,900 MOSAIC CO COM 61945A107 2,677 68,600 SHS 0SOLE NONE 68,600 MOTOROLA INC COM 620076109 8,565 483,900 SHS 0SOLE NONE 483,900 MYRIAD GENETICS INC COM 62855J104 2,027 54,500 SHS 0SOLE NONE 54,500 NII HLDGS INC CL B NEW 62913F201 16,891 209,200 SHS 0SOLE NONE 209,200 NRG ENERGY INC COM NEW 629377508 16,998 408,900 SHS 0SOLE NONE 408,900 NEWMONT MINING CORP COM 651639106 17,382 445,000 SHS 0SOLE NONE 445,000 NEWS CORP CL A 65248E104 6,664 314,200 SHS 0SOLE NONE 314,200 NITROMED INC COM 654798503 94 42,800 SHS 0SOLE NONE 42,800 NOBLE ENERGY INC COM 655044105 17,881 286,600 SHS 0SOLE NONE 286,600 NORTEL NETWORKS CORP NEW COM NEW 656568508 13 550 SHS 0SOLE NONE 550 NORTHROP GRUMMAN CORP COM 666807102 9,485 121,800 SHS 0SOLE NONE 121,800 ON SEMICONDUCTOR CORP COM 682189105 6,279 585,700 SHS 0SOLE NONE 585,700 ORACLE CORP COM 68389X105 284 14,400 SHS 0SOLE NONE 14,400 PNC FINL SVCS GROUP INC COM 693475105 6,771 94,600 SHS 0SOLE NONE 94,600 POSCO SPONSORED ADR 693483109 7,423 61,857 SHS 0SOLE NONE 61,857 PATTERSON UTI ENERGY INC COM 703481101 140,302 5,352,980 SHS 0SOLE NONE 5,352,980 PEABODY ENERGY CORP COM 704549104 8,176 169,000 SHS 0SOLE NONE 169,000 PEPSICO INC COM 713448108 8,061 124,300 SHS 0SOLE NONE 124,300 PETRO-CDA COM 71644E102 122 2,300 SHS 0SOLE NONE 2,300 PETROCHINA CO LTD SPONSORED ADR 71646E100 4,564 30,700 SHS 0SOLE NONE 30,700 PFIZER INC COM 717081103 21,752 850,700 SHS 0SOLE NONE 850,700 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1,315 16,100 SHS 0SOLE NONE 16,100 PLUM CREEK TIMBER CO INC COM 729251108 5,682 136,400 SHS 0SOLE NONE 136,400 PRAXAIR INC COM 74005P104 6,745 93,700 SHS 0SOLE NONE 93,700 PRICE T ROWE GROUP INC COM 74144T108 4,769 91,900 SHS 0SOLE NONE 91,900 PROCTER & GAMBLE CO COM 742718109 37,699 616,099 SHS 0SOLE NONE 616,099 PUBLIC SVC ENTERPRISE GROUP COM 744573106 500 5,700 SHS 0SOLE NONE 5,700 PUBLIC STORAGE INC COM 74460D109 2,888 37,600 SHS 0SOLE NONE 37,600 QUALCOMM INC COM 747525103 78,848 1,817,200 SHS 0SOLE NONE 1,817,200 RADIOSHACK CORP COM 750438103 68,766 2,075,000 SHS 0SOLE NONE 2,075,000 RAYMOND JAMES FINANCIAL INC COM 754730109 33,106 1,071,400 SHS 0SOLE NONE 1,071,400 RAYTHEON CO COM NEW 755111507 13,483 250,200 SHS 0SOLE NONE 250,200 REINSURANCE GROUP AMER INC COM 759351109 11,879 197,200 SHS 0SOLE NONE 197,200 REPUBLIC SVCS INC COM 760759100 9,275 302,700 SHS 0SOLE NONE 302,700 RESEARCH IN MOTION LTD COM 760975102 71,786 358,950 SHS 0SOLE NONE 358,950 ROSS STORES INC COM 778296103 135,569 4,401,585 SHS 0SOLE NONE 4,401,585 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 106 1,300 SHS 0SOLE NONE 1,300 SBA COMMUNICATIONS CORP COM 78388J106 8,515 253,500 SHS 0SOLE NONE 253,500 SPDR TR UNIT SER 1 78462F103 1,955 13,000 SHS 0SOLE NONE 13,000 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 352 6,900 SHS 0SOLE NONE 6,900 SCHEIN HENRY INC COM 806407102 11,984 224,300 SHS 0SOLE NONE 224,300 SCHLUMBERGER LTD COM 806857108 29,593 348,400 SHS 0SOLE NONE 348,400 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,710 100,200 SHS 0SOLE NONE 100,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 221 3,200 SHS 0SOLE NONE 3,200 SEMPRA ENERGY COM 816851109 34,146 576,500 SHS 0SOLE NONE 576,500 SIGMA ALDRICH CORP COM 826552101 10,552 247,290 SHS 0SOLE NONE 247,290 SMITH INTL INC COM 832110100 9,893 168,700 SHS 0SOLE NONE 168,700 SMURFIT-STONE CONTAINER CORP COM 832727101 188 14,100 SHS 0SOLE NONE 14,100 SONY CORP ADR NEW 835699307 13,937 271,300 SHS 0SOLE NONE 271,300 STARBUCKS CORP COM 855244109 21,498 819,300 SHS 0SOLE NONE 819,300 STREETTRACKS GOLD TR GOLD SHS 863307104 132,141 2,055,705 SHS 0SOLE NONE 2,055,705 STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 3,310 55,000 SHS 0SOLE NONE 55,000 TJX COS INC NEW COM 872540109 114,815 4,175,100 SHS 0SOLE NONE 4,175,100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3 SHS 0SOLE NONE 3 TENET HEALTHCARE CORP COM 88033G100 6,925 1,063,695 SHS 0SOLE NONE 1,063,695 TESORO CORP COM 881609101 2,789 48,800 SHS 0SOLE NONE 48,800 TESSERA TECHNOLOGIES INC COM 88164L100 6,403 157,900 SHS 0SOLE NONE 157,900 THERMO FISHER SCIENTIFIC INC COM 883556102 18,500 357,700 SHS 0SOLE NONE 357,700 TIME WARNER INC COM 887317105 25,930 1,232,400 SHS 0SOLE NONE 1,232,400 TOTAL S A SPONSORED ADR 89151E109 38,069 470,100 SHS 0SOLE NONE 470,100 TOTAL SYS SVCS INC COM 891906109 1,476 50,000 SHS 0SOLE NONE 50,000 ULTRA PETROLEUM CORP COM 903914109 24,516 443,800 SHS 0SOLE NONE 443,800 UNION PAC CORP COM 907818108 7,934 68,900 SHS 0SOLE NONE 68,900 UNIT CORP COM 909218109 14,071 223,675 SHS 0SOLE NONE 223,675 UNITED PARCEL SERVICE INC CL B 911312106 11,519 157,800 SHS 0SOLE NONE 157,800 UNITED TECHNOLOGIES CORP COM 913017109 15,973 225,200 SHS 0SOLE NONE 225,200 URBAN OUTFITTERS INC COM 917047102 3,629 151,000 SHS 0SOLE NONE 151,000 VERIFONE HLDGS INC COM 92342Y109 9,355 265,400 SHS 0SOLE NONE 265,400 VOLCANO CORPORATION COM 928645100 2,104 104,100 SHS 0SOLE NONE 104,100 VORNADO RLTY TR SH BEN INT 929042109 3,119 28,400 SHS 0SOLE NONE 28,400 WASTE MGMT INC DEL COM 94106L109 8,400 215,100 SHS 0SOLE NONE 215,100 WELLPOINT INC COM 94973V107 10,442 130,800 SHS 0SOLE NONE 130,800 WELLS FARGO & CO NEW COM 949746101 11,156 317,200 SHS 0SOLE NONE 317,200 WHIRLPOOL CORP COM 963320106 16,302 146,600 SHS 0SOLE NONE 146,600 WORTHINGTON INDS INC COM 981811102 45,205 2,088,000 SHS 0SOLE NONE 2,088,000 WYETH COM 983024100 20,069 350,000 SHS 0SOLE NONE 350,000 XTO ENERGY INC COM 98385X106 56,867 946,200 SHS 0SOLE NONE 946,200 BUNGE LIMITED COM G16962105 56,740 671,479 SHS 0SOLE NONE 671,479 COOPER INDS LTD CL A G24182100 31,451 550,900 SHS 0SOLE NONE 550,900 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,525 303,400 SHS 0SOLE NONE 303,400 NABORS INDUSTRIES LTD SHS G6359F103 6,729 201,600 SHS 0SOLE NONE 201,600 NOBLE CORPORATION SHS G65422100 46,693 478,800 SHS 0SOLE NONE 478,800 UTI WORLDWIDE INC ORD G87210103 3,673 137,100 SHS 0SOLE NONE 137,100 TRANSOCEAN INC ORD G90078109 80,471 759,300 SHS 0SOLE NONE 759,300 WEATHERFORD INTERNATIONAL LT COM G95089101 45,762 828,420 SHS 0SOLE NONE 828,420 SEASPAN CORP SHS Y75638109 48,914 1,520,000 SHS 0SOLE NONE 1,520,000
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