-----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, WWVJ5+S2Zr2X1FrUXfBXJp7kGUQ9IPnwH2AznO39P2MGiBcUmTHyVJlITe87QGfy G8C4BwoStx4Tf5mpMkIlTQ== 0001163648-08-000017.txt : 20081007 0001163648-08-000017.hdr.sgml : 20081007 20081007111711 ACCESSION NUMBER: 0001163648-08-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081007 DATE AS OF CHANGE: 20081007 EFFECTIVENESS DATE: 20081007 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: 081111492 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 ciqq32008.txt CI Q3, 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: SEPTEMBER 30, 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 OCTOBER 7, 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: 267 Form 13F Information Table Value Total: $ 5,421,350 (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 09/30/08 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 9,163 328,200 SHS 0SOLE NONE 328,200 ABBOTT LABS COM 002824100 28,427 493,700 SHS 0SOLE NONE 493,700 AIRGAS INC COM 009363102 1,738 35,000 SHS 0SOLE NONE 35,000 ALBERTO CULVER CO COM 013078100 1,920 70,500 SHS 0SOLE NONE 70,500 ALCOA INC COM 013817101 183 8,100 SHS 0SOLE NONE 8,100 ALLIANT TECHSYSTEMS INC COM 018804104 37,773 402,100 SHS 0SOLE NONE 402,100 ALTRIA GROUP INC COM 02209S103 6,401 322,638 SHS 0SOLE NONE 322,638 AMAZON COM INC COM 023135106 4,315 59,300 SHS 0SOLE NONE 59,300 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 13,530 887,200 SHS 0SOLE NONE 887,200 AMERICAN SCIENCE & ENGR INC COM 029429107 597 10,000 SHS 0SOLE NONE 10,000 AMETEK INC COM 031100100 23,100 566,600 SHS 0SOLE NONE 566,600 AMGEN INC COM 031162100 7,136 120,400 SHS 0SOLE NONE 120,400 ANADARKO PETE CORP COM 032511107 22,504 463,900 SHS 0SOLE NONE 463,900 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 227 9,812 SHS 0SOLE NONE 9,812 ANHEUSER BUSCH COS INC COM 035229103 285 4,400 SHS 0SOLE NONE 4,400 APACHE CORP COM 037411105 22,776 218,415 SHS 0SOLE NONE 218,415 APPLE INC COM 037833100 3,626 31,900 SHS 0SOLE NONE 31,900 AVON PRODS INC COM 054303102 3,163 76,100 SHS 0SOLE NONE 76,100 BB&T CORP COM 054937107 2,722 72,000 SHS 0SOLE NONE 72,000 BG PLC ADR FIN INST N 055434203 54 600 SHS 0SOLE NONE 600 BALDOR ELEC CO COM 057741100 18,859 654,600 SHS 0SOLE NONE 654,600 BALL CORP COM 058498106 18,691 473,300 SHS 0SOLE NONE 473,300 BANK OF AMERICA CORPORATION COM 060505104 4,382 125,200 SHS 0SOLE NONE 125,200 BANK OF YORK MELLON CORP COM 064058100 42,527 1,305,300 SHS 0SOLE NONE 1,305,300 BARRICK GOLD CORP COM 067901108 316 8,600 SHS 0SOLE NONE 8,600 BAXTER INTL INC COM 071813109 15,167 231,100 SHS 0SOLE NONE 231,100 BECTON DICKINSON & CO COM 075887109 9,118 113,600 SHS 0SOLE NONE 113,600 BED BATH & BEYOND INC COM 075896100 167,101 5,320,000 SHS 0SOLE NONE 5,320,000 BIG LOTS INC COM 089302103 2,460 88,400 SHS 0SOLE NONE 88,400 BIOMARIN PHARMACEUTICAL INC COM 09061G101 9,099 343,500 SHS 0SOLE NONE 343,500 BIOGEN IDEC INC COM 09062X103 8,801 175,000 SHS 0SOLE NONE 175,000 BOSTON SCIENTIFIC CORP COM 101137107 425 34,600 SHS 0SOLE NONE 34,600 BROADCOM CORP CL A 111320107 3,886 208,600 SHS 0SOLE NONE 208,600 BURGER KING HLDGS INC COM 121208201 13,412 546,100 SHS 0SOLE NONE 546,100 BURLINGTON NORTHN SANTA FE C COM 12189T104 12,737 137,800 SHS 0SOLE NONE 137,800 CSX CORP COM 126408103 30,685 562,300 SHS 0SOLE NONE 562,300 CVS CAREMARK CORPORATION COM 126650100 67,199 1,996,400 SHS 0SOLE NONE 1,996,400 CAMERON INTERNATIONAL CORP COM 13342B105 7,546 195,800 SHS 0SOLE NONE 195,800 CARBO CERAMICS INC COM 140781105 19,782 383,300 SHS 0SOLE NONE 383,300 CEPHALON INC COM 156708109 9,252 119,400 SHS 0SOLE NONE 119,400 CHART INDS INC COM PAR $0.01 16115Q308 1,000 35,000 SHS 0SOLE NONE 35,000 CHEVRON CORP COM 166764100 30,237 366,600 SHS 0SOLE NONE 366,600 CHIPOTLE MEXICAN GRILL INC CL A 169656105 1,110 20,000 SHS 0SOLE NONE 20,000 CHUBB CORP COM 171232101 7,307 133,100 SHS 0SOLE NONE 133,100 CISCO SYS INC COM 17275R102 382,660 16,961,900SHS 0SOLE NONE 16,961,90 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 318 15,500 SHS 0SOLE NONE 15,500 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 100 5,100 SHS 0SOLE NONE 5,100 COACH INC COM 189754104 3,315 132,400 SHS 0SOLE NONE 132,400 COMCAST CORP CL A SPL 20030N200 3 150 SHS 0SOLE NONE 150 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 7,855 410,172 SHS 0SOLE NONE 410,172 COMPLETE PRODUCTION SERVICES COM 20453E109 558 27,700 SHS 0SOLE NONE 27,700 COMPUWARE CORP COM 205638109 630 65,000 SHS 0SOLE NONE 65,000 CONCUR TECHNOLOGIES INC COM 206708109 2,785 72,800 SHS 0SOLE NONE 72,800 CONOCOPHILLIPS COM 20825C104 6,471 88,345 SHS 0SOLE NONE 88,345 CONSOL ENERGY INC COM 20854P109 48,430 1,055,359 SHS 0SOLE NONE 1,055,359 CONSTELLATION ENERGY GROUP I COM 210371100 13,289 546,882 SHS 0SOLE NONE 546,882 COOPER COS INC COM 216648402 268 7,700 SHS 0SOLE NONE 7,700 CORRECTIONS CORP AMER COM 22025Y407 11,071 445,500 SHS 0SOLE NONE 445,500 CURTISS WRIGHT CORP COM 231561101 2,273 50,000 SHS 0SOLE NONE 50,000 CYTEC INDS INC COM 232820100 5,222 134,200 SHS 0SOLE NONE 134,200 DARDEN RESTAURANTS INC COM 237194105 3,172 110,800 SHS 0SOLE NONE 110,800 DEERE & CO COM 244199105 3,218 65,000 SHS 0SOLE NONE 65,000 DEVON ENERGY CORP COM 25179M103 62,417 684,399 SHS 0SOLE NONE 684,399 DIGITAL RLTY TR INC COM 253868103 6,095 129,000 SHS 0SOLE NONE 129,000 DIRECTV GROUP INC COM 25459L106 4,656 177,900 SHS 0SOLE NONE 177,900 DISNEY WALT CO COM DISNEY 254687106 3,342 108,900 SHS 0SOLE NONE 108,900 DISCOVER FINL SVCS COM 254709108 141,572 10,244,000SHS 0SOLE NONE 10,244,00 DR PEPPER SNAPPLE GROUP INC COM COM 26138E109 15,348 579,600 SHS 0SOLE NONE 579,600 EOG RES INC COM 26875P101 3,425 38,285 SHS 0SOLE NONE 38,285 EATON CORP COM 278058102 19,921 354,600 SHS 0SOLE NONE 354,600 ELDORADO GOLD CORP COM 284902103 2,854 455,900 SHS 0SOLE NONE 455,900 ENCANA CORP COM 292505104 118 1,800 SHS 0SOLE NONE 1,800 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 6,591 165,680 SHS 0SOLE NONE 165,680 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 555 13,248 SHS 0SOLE NONE 13,248 ENTERGY CORP COM 29364G103 2,697 30,300 SHS 0SOLE NONE 30,300 EXPRESS SCRIPTS INC COM 302182100 5,197 70,400 SHS 0SOLE NONE 70,400 EXXON MOBIL CORP COM 30231G102 1,135 14,612 SHS 0SOLE NONE 14,612 FMC TECHNOLOGIES INC COM 30249U101 8,747 187,900 SHS 0SOLE NONE 187,900 FPL GROUP INC COM 302571104 28,877 574,100 SHS 0SOLE NONE 574,100 FASTENAL CO COM 311900104 3,991 80,800 SHS 0SOLE NONE 80,800 FIFTH THIRD BANCORP COM 316773100 595 50,000 SHS 0SOLE NONE 50,000 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 15,321 401,713 SHS 0SOLE NONE 401,713 FREEPORT-MCMORAN COPPER & GO COM 35671D857 15,371 270,383 SHS 0SOLE NONE 270,383 GENERAL ELECTRIC CO COM 369604103 495,503 19,431,500SHS 0SOLE NONE 19,431,50 GENERAL MLS INC COM 370334104 5,566 81,000 SHS 0SOLE NONE 81,000 GENTEX CORP COM 371901109 1,788 125,000 SHS 0SOLE NONE 125,000 GEOGLOBAL RESOURCES INC COM 37249T109 4,739 1,880,493 SHS 0SOLE NONE 1,880,493 GENZYME CORP COM 372917104 5,865 72,500 SHS 0SOLE NONE 72,500 GILEAD SCIENCES INC COM 375558103 3,738 82,000 SHS 0SOLE NONE 82,000 GOLD FIELDS LTD SPONSORED ADR 38059T106 26 2,700 SHS 0SOLE NONE 2,700 GOLDMAN SACHS GROUP INC COM 38141G104 4,301 33,600 SHS 0SOLE NONE 33,600 GOODRICH CORP COM 382388106 4,368 105,000 SHS 0SOLE NONE 105,000 GRACO INC COM 384109104 783 22,000 SHS 0SOLE NONE 22,000 GRAFTECH INTL LTD COM 384313102 3,013 199,400 SHS 0SOLE NONE 199,400 GRAHAM CORP COM 384556106 5,410 100,000 SHS 0SOLE NONE 100,000 GRAINGER W W INC COM 384802104 31,779 365,400 SHS 0SOLE NONE 365,400 GYMBOREE CORP COM 403777105 2,368 66,700 SHS 0SOLE NONE 66,700 HALLIBURTON CO COM 406216101 35,315 1,090,292 SHS 0SOLE NONE 1,090,292 HANESBRANDS INC COM 410345102 1,625 74,700 SHS 0SOLE NONE 74,700 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 45 4,700 SHS 0SOLE NONE 4,700 HARTFORD FINL SVCS GROUP INC COM 416515104 22,557 550,300 SHS 0SOLE NONE 550,300 HEINZ H J CO COM 423074103 3,308 66,200 SHS 0SOLE NONE 66,200 HELMERICH & PAYNE INC COM 423452101 8,694 201,300 SHS 0SOLE NONE 201,300 HESS CORP COM 42809H107 8,414 102,514 SHS 0SOLE NONE 102,514 HEWLETT PACKARD CO COM 428236103 12,420 268,600 SHS 0SOLE NONE 268,600 HONEYWELL INTL INC COM 438516106 2,489 59,900 SHS 0SOLE NONE 59,900 HOSPIRA INC COM 441060100 294 7,700 SHS 0SOLE NONE 7,700 HUDSON CITY BANCORP COM 443683107 6,718 364,100 SHS 0SOLE NONE 364,100 HUGOTON RTY TR TEX UNIT BEN INT 444717102 174 6,500 SHS 0SOLE NONE 6,500 IMS HEALTH INC COM 449934108 104 5,500 SHS 0SOLE NONE 5,500 IMMUCOR INC COM 452526106 4,053 126,800 SHS 0SOLE NONE 126,800 INTEL CORP COM 458140100 222,735 11,891,900SHS 0SOLE NONE 11,891,90 INTEGRYS ENERGY GROUP INC COM 45822P105 11,391 228,100 SHS 0SOLE NONE 228,100 INTERNATIONAL BUSINESS MACHS COM 459200101 11,287 96,500 SHS 0SOLE NONE 96,500 INTL PAPER CO COM 460146103 3,343 127,700 SHS 0SOLE NONE 127,700 INTUIT COM 461202103 1,097 34,700 SHS 0SOLE NONE 34,700 ISHARES INC MSCI CDA INDEX 464286509 506 19,200 SHS 0SOLE NONE 19,200 ISHARES INC MSCI EMU INDEX 464286608 1,509 38,000 SHS 0SOLE NONE 38,000 ISHARES INC MSCI JAPAN 464286848 103,293 9,708,000 SHS 0SOLE NONE 9,708,000 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 395 7,800 SHS 0SOLE NONE 7,800 JP MORGAN CHASE & CO COM 46625H100 18,540 397,000 SHS 0SOLE NONE 397,000 JOHNSON & JOHNSON COM 478160104 3,651 52,700 SHS 0SOLE NONE 52,700 JOY GLOBAL INC COM 481165108 18,816 416,830 SHS 0SOLE NONE 416,830 KANSAS CITY SOUTHERN COM 485170302 7,075 159,500 SHS 0SOLE NONE 159,500 KELLOGG CO COM 487836108 3,776 67,300 SHS 0SOLE NONE 67,300 KOHLS CORP COM 500255104 3,055 66,300 SHS 0SOLE NONE 66,300 KRAFT FOODS INC CL A 50075N104 61 1,868 SHS 0SOLE NONE 1,868 KROGER CO COM 501044101 9,865 359,000 SHS 0SOLE NONE 359,000 LKQ CORP COM 501889208 6,561 386,600 SHS 0SOLE NONE 386,600 LINCOLN NATL CORP IND COM 534187109 97,508 2,277,700 SHS 0SOLE NONE 2,277,700 LOCKHEED MARTIN CORP COM 539830109 9,728 88,700 SHS 0SOLE NONE 88,700 LORILLARD INC COM COM 544147101 10,295 144,700 SHS 0SOLE NONE 144,700 LOWES COS INC COM 548661107 2,288 96,600 SHS 0SOLE NONE 96,600 MEMC ELECTR MATLS INC COM 552715104 35,144 1,243,600 SHS 0SOLE NONE 1,243,600 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 11,728 887,830 SHS 0SOLE NONE 887,830 MARATHON OIL CORP COM 565849106 1,998 50,120 SHS 0SOLE NONE 50,120 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 814 24,100 SHS 0SOLE NONE 24,100 MARRIOTT INTL INC CL A 571903202 13,851 530,900 SHS 0SOLE NONE 530,900 MARTIN MARIETTA MATLS INC COM 573284106 139,298 1,243,950 SHS 0SOLE NONE 1,243,950 MCCORMICK & CO INC COM NON VTG 0 579780206 2,999 78,000 SHS 0SOLE NONE 78,000 MCDERMOTT INTL INC COM 580037109 7,231 283,000 SHS 0SOLE NONE 283,000 MCDONALDS CORP COM 580135101 17,912 290,300 SHS 0SOLE NONE 290,300 MCKESSON CORP COM 58155Q103 86 1,600 SHS 0SOLE NONE 1,600 MEDTRONIC INC COM 585055106 446 8,900 SHS 0SOLE NONE 8,900 MERCURY GENL CORP COM 589400100 821 15,000 SHS 0SOLE NONE 15,000 METLIFE INC COM 59156R108 6,247 111,551 SHS 0SOLE NONE 111,551 MICROSOFT CORP COM 594918104 277,768 10,407,200SHS 0SOLE NONE 10,407,20 MILLER INDS INC TENN COM 600551204 687 92,764 SHS 0SOLE NONE 92,764 MONSANTO CO COM 61166W101 16,124 162,900 SHS 0SOLE NONE 162,900 MOSAIC CO COM 61945A107 932 13,700 SHS 0SOLE NONE 13,700 MURPHY OIL CORP COM 626717102 1,604 25,000 SHS 0SOLE NONE 25,000 NII HLDGS INC CL B 62913F201 3,208 84,600 SHS 0SOLE NONE 84,600 NRG ENERGY INC COM 629377508 9,588 387,400 SHS 0SOLE NONE 387,400 NALCO HOLDING COMPANY COM 62985Q101 2,922 157,600 SHS 0SOLE NONE 157,600 NATIONAL CITY CORP COM 635405103 20,049 11,456,500SHS 0SOLE NONE 11,456,50 NET 1 UEPS TECHNOLOGIES INC COM 64107N206 284 12,700 SHS 0SOLE NONE 12,700 NETEASE COM INC SPONSORED ADR 64110W102 91 4,000 SHS 0SOLE NONE 4,000 MONT MINING CORP COM 651639106 221 5,700 SHS 0SOLE NONE 5,700 NITROMED INC COM 654798503 32 69,700 SHS 0SOLE NONE 69,700 NOKIA CORP SPONSORED ADR 654902204 45,877 2,459,900 SHS 0SOLE NONE 2,459,900 NOBLE ENERGY INC COM 655044105 13,369 240,500 SHS 0SOLE NONE 240,500 OCCIDENTAL PETE CORP DEL COM 674599105 7,130 101,200 SHS 0SOLE NONE 101,200 ORACLE CORP COM 68389X105 16,934 833,800 SHS 0SOLE NONE 833,800 ORBITAL SCIENCES CORP COM 685564106 7,191 300,000 SHS 0SOLE NONE 300,000 ORMAT TECHNOLOGIES INC COM 686688102 2,652 73,000 SHS 0SOLE NONE 73,000 OTELCO INC INCME DEP SECS 688823202 15,211 1,148,900 SHS 0SOLE NONE 1,148,900 OWENS ILL INC COM 690768403 5,110 173,800 SHS 0SOLE NONE 173,800 PG&E CORP COM 69331C108 6,936 185,200 SHS 0SOLE NONE 185,200 PMC-SIERRA INC COM 69344F106 731 98,500 SHS 0SOLE NONE 98,500 PNC FINL SVCS GROUP INC COM 693475105 5,035 67,404 SHS 0SOLE NONE 67,404 PACER INTL INC TENN COM 69373H106 10,719 650,800 SHS 0SOLE NONE 650,800 PALL CORP COM 696429307 3,050 88,700 SHS 0SOLE NONE 88,700 PARKER HANNIFIN CORP COM 701094104 3,631 68,500 SHS 0SOLE NONE 68,500 PATTERSON UTI ENERGY INC COM 703481101 107,191 5,354,200 SHS 0SOLE NONE 5,354,200 PEABODY ENERGY CORP COM 704549104 114,738 2,549,730 SHS 0SOLE NONE 2,549,730 PENTAIR INC COM 709631105 2,627 76,000 SHS 0SOLE NONE 76,000 PERINI CORP COM 713839108 1,934 75,000 SHS 0SOLE NONE 75,000 PETRO-CDA COM 71644E102 137 4,100 SHS 0SOLE NONE 4,100 PETROCHINA CO LTD SPONSORED ADR 71646E100 72 700 SHS 0SOLE NONE 700 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,623 257,149 SHS 0SOLE NONE 257,149 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 25,201 573,400 SHS 0SOLE NONE 573,400 PETROQUEST ENERGY INC COM 716748108 781 50,867 SHS 0SOLE NONE 50,867 PETSMART INC COM 716768106 20,015 810,000 SHS 0SOLE NONE 810,000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 100 1,500 SHS 0SOLE NONE 1,500 PHILIP MORRIS INTL INC COM 718172109 44,187 918,657 SHS 0SOLE NONE 918,657 PLUM CREEK TIMBER CO INC COM 729251108 31,548 632,737 SHS 0SOLE NONE 632,737 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 166 9,000 SHS 0SOLE NONE 9,000 PRAXAIR INC COM 74005P104 7,425 103,500 SHS 0SOLE NONE 103,500 PRECISION CASTPARTS CORP COM 740189105 788 10,000 SHS 0SOLE NONE 10,000 PRICE T ROWE GROUP INC COM 74144T108 12,514 233,000 SHS 0SOLE NONE 233,000 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 4,914 113,000 SHS 0SOLE NONE 113,000 PROCTER & GAMBLE CO COM 742718109 59,446 852,999 SHS 0SOLE NONE 852,999 PUBLIC SVC ENTERPRISE GROUP COM 744573106 505 15,400 SHS 0SOLE NONE 15,400 QUALCOMM INC COM 747525103 15,052 350,300 SHS 0SOLE NONE 350,300 QWEST COMMUNICATIONS INTL IN COM 749121109 3,543 1,096,800 SHS 0SOLE NONE 1,096,800 RADIOSHACK CORP COM 750438103 6 SHS 0SOLE NONE 6 RALCORP HLDGS INC COM 751028101 1,159 17,200 SHS 0SOLE NONE 17,200 RAYTHEON CO COM 755111507 54,297 1,014,700 SHS 0SOLE NONE 1,014,700 REINSURANCE GROUP AMER INC A SHS 759351406 7,025 130,100 SHS 0SOLE NONE 130,100 REINSURANCE GROUP AMER INC B SHS 759351505 667 14,065 SHS 0SOLE NONE 14,065 RESEARCH IN MOTION LTD COM 760975102 3,681 53,900 SHS 0SOLE NONE 53,900 ROCK-TENN CO CL A 772739207 5,317 133,000 SHS 0SOLE NONE 133,000 ROSS STORES INC COM 778296103 200,125 5,436,700 SHS 0SOLE NONE 5,436,700 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 171 2,900 SHS 0SOLE NONE 2,900 SBA COMMUNICATIONS CORP COM 78388J106 13,765 532,100 SHS 0SOLE NONE 532,100 SAIC INC COM 78390X101 4,584 226,600 SHS 0SOLE NONE 226,600 SPDR GOLD TRUST GOLD SHS 78463V107 377,862 4,422,544 SHS 0SOLE NONE 4,422,544 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 2,006 47,100 SHS 0SOLE NONE 47,100 SCHEIN HENRY INC COM 806407102 12,539 232,900 SHS 0SOLE NONE 232,900 SCHLUMBERGER LTD COM 806857108 46,354 593,600 SHS 0SOLE NONE 593,600 SEABOARD CORP COM 811543107 1,886 1,500 SHS 0SOLE NONE 1,500 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,650 96,200 SHS 0SOLE NONE 96,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 64 1,000 SHS 0SOLE NONE 1,000 SEMPRA ENERGY COM 816851109 14,944 296,100 SHS 0SOLE NONE 296,100 SMITH INTL INC COM 832110100 42,860 730,900 SHS 0SOLE NONE 730,900 SOUTHWESTERN ENERGY CO COM 845467109 1,564 51,221 SHS 0SOLE NONE 51,221 SPECTRA ENERGY CORP COM 847560109 53,286 2,238,900 SHS 0SOLE NONE 2,238,900 STATE STR CORP COM 857477103 8,452 148,600 SHS 0SOLE NONE 148,600 STEEL DYNAMICS INC COM 858119100 2,135 124,902 SHS 0SOLE NONE 124,902 STERIS CORP COM 859152100 1,015 27,000 SHS 0SOLE NONE 27,000 SYBASE INC COM 871130100 2,600 84,900 SHS 0SOLE NONE 84,900 SYMANTEC CORP COM 871503108 7,883 402,600 SHS 0SOLE NONE 402,600 SYNOPSYS INC COM 871607107 26,547 1,330,700 SHS 0SOLE NONE 1,330,700 SYNGENTA AG SPONSORED ADR 87160A100 3,386 80,000 SHS 0SOLE NONE 80,000 TD AMERITRADE HLDG CORP COM 87236Y108 1,223 75,500 SHS 0SOLE NONE 75,500 TJX COS INC COM 872540109 133,983 4,390,000 SHS 0SOLE NONE 4,390,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 192,862 20,582,962SHS 0SOLE NONE 20,582,96 TAM SA SP ADR REP PFD 87484D103 1,886 100,000 SHS 0SOLE NONE 100,000 TERRA INDS INC COM 880915103 118 4,000 SHS 0SOLE NONE 4,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,192 69,700 SHS 0SOLE NONE 69,700 TESSERA TECHNOLOGIES INC COM 88164L100 1,149 70,300 SHS 0SOLE NONE 70,300 THERMO FISHER SCIENTIFIC INC COM 883556102 22,803 414,600 SHS 0SOLE NONE 414,600 TIBCO SOFTWARE INC COM 88632Q103 201 27,400 SHS 0SOLE NONE 27,400 TIME WARNER INC COM 887317105 269 20,500 SHS 0SOLE NONE 20,500 TIVO INC COM 888706108 183 25,000 SHS 0SOLE NONE 25,000 TOTAL S A SPONSORED ADR 89151E109 15,255 251,400 SHS 0SOLE NONE 251,400 TOTAL SYS SVCS INC COM 891906109 2,460 150,000 SHS 0SOLE NONE 150,000 TRIUMPH GROUP INC COM 896818101 2,057 45,000 SHS 0SOLE NONE 45,000 TUPPERWARE BRANDS CORP COM 899896104 2,271 82,200 SHS 0SOLE NONE 82,200 US BANCORP DEL COM 902973304 9,506 263,900 SHS 0SOLE NONE 263,900 ULTRA PETROLEUM CORP COM 903914109 37,261 673,304 SHS 0SOLE NONE 673,304 UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 172 1,700 SHS 0SOLE NONE 1,700 UNION PAC CORP COM 907818108 14,275 200,600 SHS 0SOLE NONE 200,600 UNIT CORP COM 909218109 10,213 205,000 SHS 0SOLE NONE 205,000 UNITED TECHNOLOGIES CORP COM 913017109 11,736 195,400 SHS 0SOLE NONE 195,400 URBAN OUTFITTERS INC COM 917047102 1,135 35,600 SHS 0SOLE NONE 35,600 VSE CORP COM 918284100 843 25,000 SHS 0SOLE NONE 25,000 VERISIGN INC COM 92343E102 8,703 333,700 SHS 0SOLE NONE 333,700 VIVO PARTICIPACOES S A SPONSORED ADR PFD 92855S101 33 8,000 SHS 0SOLE NONE 8,000 WADDELL & REED FINL INC CL A 930059100 5,440 219,800 SHS 0SOLE NONE 219,800 WAL MART STORES INC COM 931142103 5,779 96,500 SHS 0SOLE NONE 96,500 WELLS FARGO & CO COM 949746101 10,790 287,500 SHS 0SOLE NONE 287,500 WESTERN UN CO COM 959802109 5,566 225,600 SHS 0SOLE NONE 225,600 WHITING PETE CORP COM 966387102 1,137 15,949 SHS 0SOLE NONE 15,949 WILLIAMS COS INC DEL COM 969457100 946 40,000 SHS 0SOLE NONE 40,000 WOODWARD GOVERNOR CO COM 980745103 882 25,000 SHS 0SOLE NONE 25,000 WYETH COM 983024100 521 14,100 SHS 0SOLE NONE 14,100 XTO ENERGY INC COM 98385X106 9,417 202,426 SHS 0SOLE NONE 202,426 XILINX INC COM 983919101 6,214 265,000 SHS 0SOLE NONE 265,000 YAMANA GOLD INC COM 98462Y100 67 8,000 SHS 0SOLE NONE 8,000 ZIMMER HLDGS INC COM 98956P102 194 3,000 SHS 0SOLE NONE 3,000 BUNGE LIMITED COM G16962105 19,617 310,500 SHS 0SOLE NONE 310,500 COVIDIEN LTD COM G2552X108 19,036 354,100 SHS 0SOLE NONE 354,100 FOSTER WHEELER LTD SHS G36535139 3,792 105,000 SHS 0SOLE NONE 105,000 WEATHERFORD INTERNATIONAL LT COM G95089101 151 6,000 SHS 0SOLE NONE 6,000 SEASPAN CORP SHS Y75638109 27,590 1,525,150 SHS 0SOLE NONE 1,525,150
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