-----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, VWvwbEJCcXnPSpDSmdb8lmg4yM/wDbb5gfv3AZlfBpRMXwcSkxh8/s/UpV7+D2l+ BbUaxqVl5OJvUoIinigwJw== 0001163648-07-000008.txt : 20070412 0001163648-07-000008.hdr.sgml : 20070412 20070412163631 ACCESSION NUMBER: 0001163648-07-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070412 DATE AS OF CHANGE: 20070412 EFFECTIVENESS DATE: 20070412 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: 07763893 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 ciqq12007.txt CI QI, 2007 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: March 31, 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 April 11, 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: 206 Form 13F Information Table Value Total: $ 4,479,354 (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 03/31/07 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 9,788 208,000 SHS 0SOLE NONE 208,000 AMN HEALTHCARE SERVICES INC COM 001744101 9,571 423,100 SHS 0SOLE NONE 423,100 AT&T INC COM 00206R102 8,537 216,500 SHS 0SOLE NONE 216,500 AASTROM BIOSCIENCES INC COM 00253U107 3,340 2,420,000 SHS 0SOLE NONE 2,420,000 ABBOTT LABS COM 002824100 20,579 368,800 SHS 0SOLE NONE 368,800 ADOBE SYS INC COM 00724F101 78,233 1,876,100 SHS 0SOLE NONE 1,876,100 ADVANCED MAGNETICS INC COM 00753P103 1,880 31,200 SHS 0SOLE NONE 31,200 AIR PRODS & CHEMS INC COM 009158106 71,537 967,245 SHS 0SOLE NONE 967,245 ALBEMARLE CORP COM 012653101 7,503 181,500 SHS 0SOLE NONE 181,500 ALBERTO CULVER CO NEW COM 013078100 2,013 88,000 SHS 0SOLE NONE 88,000 ALCOA INC COM 013817101 11,818 348,600 SHS 0SOLE NONE 348,600 ALLIANT TECHSYSTEMS INC COM 018804104 24,266 276,000 SHS 0SOLE NONE 276,000 ALTRIA GROUP INC COM 02209S103 74,380 847,055 SHS 0SOLE NONE 847,055 AMBAC FINL GROUP INC COM 023139108 14,876 172,200 SHS 0SOLE NONE 172,200 AMERICAN CAPITAL STRATEGIES COM 024937104 43,047 971,500 SHS 0SOLE NONE 971,500 AMERICAN EXPRESS CO COM 025816109 7,039 124,800 SHS 0SOLE NONE 124,800 AMERICAN INTL GROUP INC COM 026874107 16,745 249,100 SHS 0SOLE NONE 249,100 ANADARKO PETE CORP COM 032511107 47,124 1,096,420 SHS 0SOLE NONE 1,096,420 ANHEUSER BUSCH COS INC COM 035229103 40,383 800,300 SHS 0SOLE NONE 800,300 APACHE CORP COM 037411105 5,493 77,700 SHS 0SOLE NONE 77,700 APOLLO GROUP INC CL A 037604105 5,466 124,500 SHS 0SOLE NONE 124,500 APPLE COMPUTER INC COM 037833100 9,969 107,300 SHS 0SOLE NONE 107,300 ARCH COAL INC COM 039380100 11,466 373,600 SHS 0SOLE NONE 373,600 ASSISTED LIVING CONCPT NEV N CL A 04544X102 1,264 107,100 SHS 0SOLE NONE 107,100 BP PLC SPONSORED ADR 055622104 2,577 39,800 SHS 0SOLE NONE 39,800 BALDOR ELEC CO COM 057741100 4,191 111,046 SHS 0SOLE NONE 111,046 BANK OF AMERICA CORPORATION COM 060505104 59,501 1,166,220 SHS 0SOLE NONE 1,166,220 BANKRATE INC COM 06646V108 2,953 83,800 SHS 0SOLE NONE 83,800 BARRICK GOLD CORP COM 067901108 157 5,500 SHS 0SOLE NONE 5,500 BARR PHARMACEUTICALS INC COM 068306109 927 20,000 SHS 0SOLE NONE 20,000 BAXTER INTL INC COM 071813109 6,368 120,900 SHS 0SOLE NONE 120,900 BECTON DICKINSON & CO COM 075887109 8,250 107,300 SHS 0SOLE NONE 107,300 BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,450 50 SHS 0SOLE NONE 50 BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,542 379,000 SHS 0SOLE NONE 379,000 BRISTOW GROUP INC COM 110394103 827 22,700 SHS 0SOLE NONE 22,700 BURLINGTON NORTHN SANTA FE C COM 12189T104 30,728 382,050 SHS 0SOLE NONE 382,050 CB RICHARD ELLIS GROUP INC CL A 12497T101 14,311 418,700 SHS 0SOLE NONE 418,700 C D W CORP COM 12512N105 2,089 34,000 SHS 0SOLE NONE 34,000 CVS CORP COM 126650100 67,471 1,976,300 SHS 0SOLE NONE 1,976,300 CANON INC ADR 138006309 7,644 142,400 SHS 0SOLE NONE 142,400 CARBO CERAMICS INC COM 140781105 13,116 281,767 SHS 0SOLE NONE 281,767 CEMEX SAB DE CV SPON ADR 5 ORD 151290889 85 2,600 SHS 0SOLE NONE 2,600 CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE7 6,502 4,796,000 SHS 0SOLE NONE 4,796,000 CHESAPEAKE ENERGY CORP COM 165167107 3,567 115,500 SHS 0SOLE NONE 115,500 CHEVRON CORP NEW COM 166764100 57,016 770,900 SHS 0SOLE NONE 770,900 CIENA CORP COM NEW 171779309 38,691 1,384,300 SHS 0SOLE NONE 1,384,300 CISCO SYS INC COM 17275R102 228,432 8,947,600 SHS 0SOLE NONE 8,947,600 CITIGROUP INC COM 172967101 364,632 7,102,299 SHS 0SOLE NONE 7,102,299 CITIZENS COMMUNICATIONS CO COM 17453B101 14,485 968,900 SHS 0SOLE NONE 968,900 COACH INC COM 189754104 11,491 229,600 SHS 0SOLE NONE 229,600 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,772 31,400 SHS 0SOLE NONE 31,400 COMCAST CORP NEW CL A 20030N101 61,291 2,361,900 SHS 0SOLE NONE 2,361,900 COMCAST CORP NEW CL A SPL 20030N200 7,153 280,850 SHS 0SOLE NONE 280,850 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 94,787 2,562,500 SHS 0SOLE NONE 2,562,500 CONOCOPHILLIPS COM 20825C104 9,006 131,770 SHS 0SOLE NONE 131,770 CORNING INC COM 219350105 59,552 2,618,800 SHS 0SOLE NONE 2,618,800 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 20,881 395,400 SHS 0SOLE NONE 395,400 DEVON ENERGY CORP NEW COM 25179M103 9,352 135,100 SHS 0SOLE NONE 135,100 DIAMOND OFFSHORE DRILLING IN COM 25271C102 324 4,000 SHS 0SOLE NONE 4,000 DISNEY WALT CO COM DISNEY 254687106 4,982 144,700 SHS 0SOLE NONE 144,700 DU PONT E I DE NEMOURS & CO COM 263534109 5,768 116,700 SHS 0SOLE NONE 116,700 E M C CORP MASS COM 268648102 5,901 426,100 SHS 0SOLE NONE 426,100 ENSCO INTL INC COM 26874Q100 1,055 19,400 SHS 0SOLE NONE 19,400 EOG RES INC COM 26875P101 3,246 45,500 SHS 0SOLE NONE 45,500 EAGLE MATERIALS INC COM 26969P108 5,509 123,440 SHS 0SOLE NONE 123,440 EATON CORP COM 278058102 11,849 141,800 SHS 0SOLE NONE 141,800 EBAY INC COM 278642103 31,184 940,700 SHS 0SOLE NONE 940,700 EMERSON ELEC CO COM 291011104 46,158 1,071,200 SHS 0SOLE NONE 1,071,200 ENTERGY CORP NEW COM 29364G103 3,567 34,000 SHS 0SOLE NONE 34,000 EXXON MOBIL CORP COM 30231G102 33,605 445,400 SHS 0SOLE NONE 445,400 FMC TECHNOLOGIES INC COM 30249U101 4,423 63,400 SHS 0SOLE NONE 63,400 FIDELITY NATL INFORMATION SV COM 31620M106 9,574 210,600 SHS 0SOLE NONE 210,600 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 74,303 673,095 SHS 0SOLE NONE 673,095 FRANKLIN RES INC COM 354613101 6,186 51,200 SHS 0SOLE NONE 51,200 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 16,091 243,100 SHS 0SOLE NONE 243,100 GENERAL ELECTRIC CO COM 369604103 49,331 1,395,100 SHS 0SOLE NONE 1,395,100 GEOGLOBAL RESOURCES INC COM 37249T109 3,563 583,175 SHS 0SOLE NONE 583,175 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 83 4,500 SHS 0SOLE NONE 4,500 GOLDMAN SACHS GROUP INC COM 38141G104 4,236 20,500 SHS 0SOLE NONE 20,500 GRAINGER W W INC COM 384802104 90,433 1,170,800 SHS 0SOLE NONE 1,170,800 HANSEN NAT CORP COM 411310105 3,333 88,000 SHS 0SOLE NONE 88,000 HEARTLAND EXPRESS INC COM 422347104 3,181 200,333 SHS 0SOLE NONE 200,333 HESS CORP COM 42809H107 915 16,500 SHS 0SOLE NONE 16,500 HEWLETT PACKARD CO COM 428236103 12,865 320,500 SHS 0SOLE NONE 320,500 HILLENBRAND INDS INC COM 431573104 7,653 128,900 SHS 0SOLE NONE 128,900 HILTON HOTELS CORP COM 432848109 11,885 330,500 SHS 0SOLE NONE 330,500 HOME DEPOT INC COM 437076102 254 6,900 SHS 0SOLE NONE 6,900 HUGOTON RTY TR TEX UNIT BEN INT 444717102 91 3,600 SHS 0SOLE NONE 3,600 IMS HEALTH INC COM 449934108 243 8,200 SHS 0SOLE NONE 8,200 ICON PUB LTD CO SPONSORED ADR 45103T107 2,462 57,800 SHS 0SOLE NONE 57,800 IDEARC INC COM 451663108 1,869 53,255 SHS 0SOLE NONE 53,255 INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,756 243,600 SHS 0SOLE NONE 243,600 INTERNATIONAL BUSINESS MACHS COM 459200101 5,580 59,200 SHS 0SOLE NONE 59,200 INVERNESS MED INNOVATIONS IN COM 46126P106 2,136 48,800 SHS 0SOLE NONE 48,800 ISHARES INC MSCI EMU IN DEX 464286608 3,247 30,000 SHS 0SOLE NONE 30,000 ISHARES INC MSCI JAPAN 464286848 1,166 80,000 SHS 0SOLE NONE 80,000 ISHARES TR S&P GBL HLTHCR 464287325 813 14,100 SHS 0SOLE NONE 14,100 ISHARES TR MSCI EAFE IDX 464287465 1,825 23,900 SHS 0SOLE NONE 23,900 JP MORGAN CHASE & CO COM 46625H100 25,907 535,500 SHS 0SOLE NONE 535,500 JOHNSON & JOHNSON COM 478160104 21,669 359,600 SHS 0SOLE NONE 359,600 JONES APPAREL GROUP INC COM 480074103 34,052 1,108,100 SHS 0SOLE NONE 1,108,100 JUNIPER NETWORKS INC COM 48203R104 7,276 369,700 SHS 0SOLE NONE 369,700 KANSAS CITY SOUTHERN COM NEW 485170302 5,462 153,500 SHS 0SOLE NONE 153,500 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 28,842 547,500 SHS 0SOLE NONE 547,500 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 20,274 395,669 SHS 0SOLE NONE 395,669 KROGER CO COM 501044101 8,229 291,300 SHS 0SOLE NONE 291,300 LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,946 81,867 SHS 0SOLE NONE 81,867 LAUDER ESTEE COS INC CL A 518439104 9,330 191,000 SHS 0SOLE NONE 191,000 LEAP WIRELESS INTL INC COM NEW 521863308 8,868 134,400 SHS 0SOLE NONE 134,400 LOCKHEED MARTIN CORP COM 539830109 6,170 63,600 SHS 0SOLE NONE 63,600 LOEWS CORP CAROLNA GP STK 540424207 14,442 191,000 SHS 0SOLE NONE 191,000 MBIA INC COM 55262C100 14,761 225,400 SHS 0SOLE NONE 225,400 MEMC ELECTR MATLS INC COM 552715104 18,544 306,100 SHS 0SOLE NONE 306,100 MACQUARIE INFRASTRUCTURE CO SH BEN INT 55607X108 35,177 895,100 SHS 0SOLE NONE 895,100 MANITOWOC INC COM 563571108 35,570 559,900 SHS 0SOLE NONE 559,900 MCDONALDS CORP COM 580135101 10,100 224,200 SHS 0SOLE NONE 224,200 MCGRAW HILL COS INC COM 580645109 8,074 128,400 SHS 0SOLE NONE 128,400 MERCK & CO INC COM 589331107 14,921 337,800 SHS 0SOLE NONE 337,800 MERCURY GENL CORP NEW COM 589400100 3,076 58,000 SHS 0SOLE NONE 58,000 MERRILL LYNCH & CO INC COM 590188108 11,025 135,000 SHS 0SOLE NONE 135,000 METLIFE INC COM 59156R108 12,523 198,300 SHS 0SOLE NONE 198,300 MICROSOFT CORP COM 594918104 9,637 345,800 SHS 0SOLE NONE 345,800 MILLER INDS INC TENN COM NEW 600551204 1,566 71,809 SHS 0SOLE NONE 71,809 MONSANTO CO NEW COM 61166W101 2,374 43,200 SHS 0SOLE NONE 43,200 MORGAN STANLEY COM NEW 617446448 145,336 1,845,300 SHS 0SOLE NONE 1,845,300 MOTOROLA INC COM 620076109 7,330 414,800 SHS 0SOLE NONE 414,800 MYRIAD GENETICS INC COM 62855J104 1,878 54,500 SHS 0SOLE NONE 54,500 NII HLDGS INC CL B NEW 62913F201 15,518 209,200 SHS 0SOLE NONE 209,200 NRG ENERGY INC COM NEW 629377508 17,736 246,200 SHS 0SOLE NONE 246,200 NEW RIV PHARMACEUTICALS INC COM 648468205 2,793 43,900 SHS 0SOLE NONE 43,900 NEWFIELD EXPL CO COM 651290108 772 18,500 SHS 0SOLE NONE 18,500 NEWMONT MINING CORP COM 651639106 18,345 436,900 SHS 0SOLE NONE 436,900 NEWS CORP CL A 65248E104 9,858 426,400 SHS 0SOLE NONE 426,400 NOBLE ENERGY INC COM 655044105 15,294 256,400 SHS 0SOLE NONE 256,400 NORTEL NETWORKS CORP NEW COM NEW 656568508 13 550 SHS 0SOLE NONE 550 NORTHROP GRUMMAN CORP COM 666807102 11,935 160,800 SHS 0SOLE NONE 160,800 PNC FINL SVCS GROUP INC COM 693475105 6,808 94,600 SHS 0SOLE NONE 94,600 POSCO SPONSORED ADR 693483109 6,430 61,857 SHS 0SOLE NONE 61,857 PATTERSON UTI ENERGY INC COM 703481101 115,900 5,164,880 SHS 0SOLE NONE 5,164,880 PEABODY ENERGY CORP COM 704549104 5,352 133,000 SHS 0SOLE NONE 133,000 PEPSICO INC COM 713448108 7,901 124,300 SHS 0SOLE NONE 124,300 PETRO-CDA COM 71644E102 137 3,500 SHS 0SOLE NONE 3,500 PETROCHINA CO LTD SPONSORED ADR 71646E100 3,595 30,700 SHS 0SOLE NONE 30,700 PFIZER INC COM 717081103 22,779 901,800 SHS 0SOLE NONE 901,800 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1,165 15,000 SHS 0SOLE NONE 15,000 PLUM CREEK TIMBER CO INC COM 729251108 3,256 82,600 SHS 0SOLE NONE 82,600 PRAXAIR INC COM 74005P104 5,899 93,700 SHS 0SOLE NONE 93,700 PRICE T ROWE GROUP INC COM 74144T108 2,341 49,600 SHS 0SOLE NONE 49,600 PROCTER & GAMBLE CO COM 742718109 39,443 624,499 SHS 0SOLE NONE 624,499 PUBLIC STORAGE INC COM 74460D109 4,478 47,300 SHS 0SOLE NONE 47,300 QUALCOMM INC COM 747525103 77,151 1,808,500 SHS 0SOLE NONE 1,808,500 RADIOSHACK CORP COM 750438103 56,087 2,075,000 SHS 0SOLE NONE 2,075,000 RAYTHEON CO COM NEW 755111507 7,628 145,400 SHS 0SOLE NONE 145,400 REINSURANCE GROUP AMER INC COM 759351109 11,382 197,200 SHS 0SOLE NONE 197,200 REPUBLIC SVCS INC COM 760759100 8,421 302,700 SHS 0SOLE NONE 302,700 RESEARCH IN MOTION LTD COM 760975102 71,569 524,350 SHS 0SOLE NONE 524,350 ROSS STORES INC COM 778296103 148,147 4,306,585 SHS 0SOLE NONE 4,306,585 ROWAN COS INC COM 779382100 28,512 878,100 SHS 0SOLE NONE 878,100 SBA COMMUNICATIONS CORP COM 78388J106 8,519 288,300 SHS 0SOLE NONE 288,300 SPDR TR UNIT SER 1 78462F103 3,990 28,100 SHS 0SOLE NONE 28,100 SCHEIN HENRY INC COM 806407102 12,377 224,300 SHS 0SOLE NONE 224,300 SCHLUMBERGER LTD COM 806857108 27,412 396,700 SHS 0SOLE NONE 396,700 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,907 109,600 SHS 0SOLE NONE 109,600 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 289 4,800 SHS 0SOLE NONE 4,800 SEMPRA ENERGY COM 816851109 20,121 329,800 SHS 0SOLE NONE 329,800 SIGMA ALDRICH CORP COM 826552101 10,267 247,290 SHS 0SOLE NONE 247,290 SMURFIT-STONE CONTAINER CORP COM 832727101 159 14,100 SHS 0SOLE NONE 14,100 SONY CORP ADR NEW 835699307 7,402 146,600 SHS 0SOLE NONE 146,600 SOUTHWESTERN ENERGY CO COM 845467109 869 21,200 SHS 0SOLE NONE 21,200 STARBUCKS CORP COM 855244109 348 11,100 SHS 0SOLE NONE 11,100 STREETTRACKS GOLD TR GOLD SHS 863307104 141,987 2,159,819 SHS 0SOLE NONE 2,159,819 STREETTRACKS INDEX SHS FDS DJ EURO STX 50 863308201 3,061 55,000 SHS 0SOLE NONE 55,000 TJX COS INC NEW COM 872540109 112,561 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 7,008 1,089,895 SHS 0SOLE NONE 1,089,895 TESORO CORP COM 881609101 2,450 24,400 SHS 0SOLE NONE 24,400 TESSERA TECHNOLOGIES INC COM 88164L100 6,275 157,900 SHS 0SOLE NONE 157,900 THERMO FISHER SCIENTIFIC INC COM 883556102 15,114 323,300 SHS 0SOLE NONE 323,300 TIME WARNER INC COM 887317105 21,931 1,112,100 SHS 0SOLE NONE 1,112,100 TOTAL S A SPONSORED ADR 89151E109 30,585 438,300 SHS 0SOLE NONE 438,300 TOTAL SYS SVCS INC COM 891906109 1,593 50,000 SHS 0SOLE NONE 50,000 USEC INC COM 90333E108 125 7,700 SHS 0SOLE NONE 7,700 ULTRA PETROLEUM CORP COM 903914109 17,363 326,800 SHS 0SOLE NONE 326,800 UNION PAC CORP COM 907818108 6,997 68,900 SHS 0SOLE NONE 68,900 UNIT CORP COM 909218109 11,316 223,675 SHS 0SOLE NONE 223,675 UNITED TECHNOLOGIES CORP COM 913017109 13,390 206,000 SHS 0SOLE NONE 206,000 VALERO ENERGY CORP NEW COM 91913Y100 3,431 53,200 SHS 0SOLE NONE 53,200 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2,749 51,500 SHS 0SOLE NONE 51,500 VERIFONE HLDGS INC COM 92342Y109 9,748 265,400 SHS 0SOLE NONE 265,400 VERIZON COMMUNICATIONS COM 92343V104 18,304 482,700 SHS 0SOLE NONE 482,700 VORNADO RLTY TR SH BEN INT 929042109 4,010 33,600 SHS 0SOLE NONE 33,600 WASHINGTON MUT INC COM 939322103 5,128 127,000 SHS 0SOLE NONE 127,000 WASTE MGMT INC DEL COM 94106L109 22,342 649,300 SHS 0SOLE NONE 649,300 WELLPOINT INC COM 94973V107 12,189 150,300 SHS 0SOLE NONE 150,300 WELLS FARGO & CO NEW COM 949746101 11,097 322,300 SHS 0SOLE NONE 322,300 WEYERHAEUSER CO COM 962166104 2,291 30,659 SHS 0SOLE NONE 30,659 WORTHINGTON INDS INC COM 981811102 42,971 2,088,000 SHS 0SOLE NONE 2,088,000 WYETH COM 983024100 17,516 350,100 SHS 0SOLE NONE 350,100 XTO ENERGY INC COM 98385X106 41,261 752,800 SHS 0SOLE NONE 752,800 BUNGE LIMITED COM G16962105 56,229 683,879 SHS 0SOLE NONE 683,879 COOPER INDS LTD CL A G24182100 25,122 558,400 SHS 0SOLE NONE 558,400 NOBLE CORPORATION SHS G65422100 71,890 913,700 SHS 0SOLE NONE 913,700 UTI WORLDWIDE INC ORD G87210103 8,593 349,600 SHS 0SOLE NONE 349,600 TRANSOCEAN INC ORD G90078109 76,537 936,800 SHS 0SOLE NONE 936,800 WEATHERFORD INTERNATIONAL LT COM G95089101 47,703 1,057,720 SHS 0SOLE NONE 1,057,720 SEASPAN CORP SHS Y75638109 35,060 1,308,700 SHS 0SOLE NONE 1,308,700
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