0001193125-11-293104.txt : 20111103
0001193125-11-293104.hdr.sgml : 20111103
20111102175159
ACCESSION NUMBER: 0001193125-11-293104
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111103
DATE AS OF CHANGE: 20111102
EFFECTIVENESS DATE: 20111103
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Her Majesty the Queen in Right of the Province of Alberta as represented by Alberta Investment Management Corp
CENTRAL INDEX KEY: 0001463559
IRS NUMBER: 000000000
STATE OF INCORPORATION: A0
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14085
FILM NUMBER: 111175518
BUSINESS ADDRESS:
STREET 1: 340 TERRACE BUILDING, 9515-107 STREET
CITY: EDMONTON
STATE: A0
ZIP: T5K 2C3
BUSINESS PHONE: 1-780-644-7807
MAIL ADDRESS:
STREET 1: 340 TERRACE BUILDING, 9515-107 STREET
CITY: EDMONTON
STATE: A0
ZIP: T5K 2C3
13F-HR
1
d249827d13fhr.txt
13F-HR
================================================================================
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2011
Check here if Amendment [ ]; Amendment Number: __________
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Alberta Investment Management Corporation
Address: 1100 - 10830 Jasper Avenue
Edmonton, AB T5J 2B3
Canada
Form 13F File Number: 28-__________
The 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: Brian Gibson
Title: Senior Vice President, Public Equities
Phone: (780) 392-3600
Signature, Place, and Date of Signing:
/s/ Brian Gibson Edmonton, Alberta, Canada October 31, 2011
---------------- ------------------------- ----------------
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
================================================================================
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
------------
Form 13F Information Table Entry Total: 207
------------
Form 13F Information Table Value Total: $4,033,658
------------
(thousands)
List of Other Included Managers:
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.
NONE
FORM 13F INFORMATION TABLE
VOTING AUTHORITY
- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- -------------- --------- -------- --------- --- ---- ---------- ------- --------- ------ ----
AES CORP COM 00130H105 324 32,000 SH SOLE 32,000 0 0
AMC NETWORKS INC CL A 00164V103 1,633 49,200 SH SOLE 49,200 0 0
AT&T INC COM 00206R102 7,567 255,400 SH SOLE 255,400 0 0
ABBOTT LABS COM 002824100 22,973 432,400 SH SOLE 432,400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 6,574 108,800 SH SOLE 108,800 0 0
AEROPOSTALE COM 007865108 2,674 238,100 SH SOLE 238,100 0 0
AGNICO EAGLE MINES LTD COM 008474108 21,301 340,000 SH SOLE 340,000 0 0
AGRIUM INC COM 008916108 40,117 575,152 SH SOLE 575,152 0 0
ALERE INC COM 01449J105 3,962 194,100 SH SOLE 194,100 0 0
ALLIED NEVADA GOLD CORP COM 019344100 298 8,000 SH SOLE 8,000 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 2,849 155,000 SH SOLE 155,000 0 0
AMAZON COM INC COM 023135106 2,067 9,200 SH SOLE 9,200 0 0
AMERICAN TOWER CORP CL A 029912201 5,120 91,600 SH SOLE 91,600 0 0
AMGEN INC COM 031162100 651 11,400 SH SOLE 11,400 0 0
AMYRIS INC COM 03236M101 704 33,471 SH SOLE 33,471 0 0
ANNALY CAP MGMT INC COM 035710409 17,460 975,400 SH SOLE 975,400 0 0
AON CORP COM 037389103 15,888 364,300 SH SOLE 364,300 0 0
APPLE INC COM 037833100 14,341 36,200 SH SOLE 36,200 0 0
AURICO GOLD INC COM 05155C105 1,369 138,400 SH SOLE 138,400 0 0
AURIZON MINES LTD COM 05155P106 341 63,700 SH SOLE 63,700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 20,617 417,700 SH SOLE 417,700 0 0
AUTOZONE INC COM 053332102 531 1,600 SH SOLE 1,600 0 0
BCE INC COM NEW 05534B760 46,603 1,171,900 SH SOLE 1,171,900 0 0
BP PLC SPONSORED ADR 055622104 3,219 85,900 SH SOLE 85,900 0 0
BAKER HUGHES INC COM 057224107 3,856 80,400 SH SOLE 80,400 0 0
BANK MONTREAL QUE COM 063671101 45,815 780,900 SH SOLE 780,900 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 97,226 1,826,180 SH SOLE 1,826,180 0 0
BARD C R INC COM 067383109 15,624 171,800 SH SOLE 171,800 0 0
BARRICK GOLD CORP COM 067901108 229,837 4,680,045 SH SOLE 4,680,045 0 0
BAYTEX ENERGY CORP COM 07317Q105 11,084 251,850 SH SOLE 251,850 0 0
BECTON DICKINSON & CO COM 075887109 13,909 182,600 SH SOLE 182,600 0 0
BED BATH & BEYOND INC COM 075896100 2,257 37,900 SH SOLE 37,900 0 0
BERKLEY W R CORP COM 084423102 7,036 227,500 SH SOLE 227,500 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,779 226,600 SH SOLE 226,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 5,595 193,050 SH SOLE 193,050 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 41,169 2,844,743 SH SOLE 2,844,743 0 0
CAE INC COM 124765108 2,323 236,349 SH SOLE 236,349 0 0
CBS CORP NEW CL B 124857202 4,221 198,400 SH SOLE 198,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 7,501 105,000 SH SOLE 105,000 0 0
CVR ENERGY INC COM 12662P108 4,204 191,400 SH SOLE 191,400 0 0
CVS CAREMARK CORPORATION COM 126650100 4,158 119,200 SH SOLE 119,200 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,334 265,200 SH SOLE 265,200 0 0
CAMPBELL SOUP CO COM 134429109 13,210 392,800 SH SOLE 392,800 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 89,218 1,201,100 SH SOLE 1,201,100 0 0
CANADIAN NATL RY CO COM 136375102 58,678 837,897 SH SOLE 837,897 0 0
CANADIAN NAT RES LTD COM 136385101 22,273 721,732 SH SOLE 721,732 0 0
CANADIAN PAC RY LTD COM 13645T100 176,503 3,473,100 SH SOLE 3,473,100 0 0
CAPITALSOURCE INC COM 14055X102 5,141 806,000 SH SOLE 806,000 0 0
VOTING AUTHORITY
- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- ------------- --------- -------- --------- --- ---- ---------- ------- --------- ------ ----
CARDIOME PHARMA CORP COM NEW 14159U202 388 108,300 SH SOLE 108,300 0 0
CENOVUS ENERGY INC COM 15135U109 33,783 1,046,900 SH SOLE 1,046,900 0 0
CEPHALON INC COM 156708109 7,973 95,100 SH SOLE 95,100 0 0
CHARLES RIV LABS INTL INC COM 159864107 4,270 143,600 SH SOLE 143,600 0 0
CHEMTURA CORP COM NEW 163893209 1,820 174,700 SH SOLE 174,700 0 0
CHURCH & DWIGHT INC COM 171340102 6,548 142,600 SH SOLE 142,600 0 0
CITIGROUP INC COM NEW 172967424 4,456 167,400 SH SOLE 167,400 0 0
CITRIX SYS INC COM 177376100 4,838 85,400 SH SOLE 85,400 0 0
COCA COLA CO COM 191216100 1,364 19,300 SH SOLE 19,300 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 2,686 103,900 SH SOLE 103,900 0 0
CONSOLIDATED EDISON INC COM 209115104 16,208 273,600 SH SOLE 273,600 0 0
COTT CORP QUE COM 22163N106 940 130,700 SH SOLE 130,700 0 0
CROWN CASTLE INTL CORP COM 228227104 346 8,200 SH SOLE 8,200 0 0
DISNEY WALT CO COM DISNEY 254687106 1,520 48,500 SH SOLE 48,500 0 0
DOLLAR TREE INC COM 256746108 29,356 376,050 SH SOLE 376,050 0 0
DUKE ENERGY CORP NEW COM 26441C105 4,025 193,800 SH SOLE 193,800 0 0
ECOLAB INC COM 278865100 17,407 341,500 SH SOLE 341,500 0 0
EL PASO CORP COM 28336L109 4,655 256,200 SH SOLE 256,200 0 0
ELDORADO GOLD CORP NEW COM 284902103 20,037 1,110,100 SH SOLE 1,110,100 0 0
ENCANA CORP COM 292505104 64,278 3,186,822 SH SOLE 3,186,822 0 0
ENBRIDGE INC COM 29250N105 90,292 2,699,300 SH SOLE 2,699,300 0 0
ENDEAVOUR SILVER CORP COM 29258Y103 1,327 140,600 SH SOLE 140,600 0 0
ENERPLUS CORP COM 292766102 3,152 121,850 SH SOLE 121,850 0 0
ENSCO PLC SPONSORED ADR 29358Q109 4,414 105,100 SH SOLE 105,100 0 0
EXPEDIA INC DEL COM 30212P105 1,923 71,900 SH SOLE 71,900 0 0
EXTORRE GOLD MINES LTD COM 30227B109 450 73,400 SH SOLE 73,400 0 0
EXXON MOBIL CORP COM 30231G102 3,893 51,600 SH SOLE 51,600 0 0
FAMILY DLR STORES INC COM 307000109 18,066 340,700 SH SOLE 340,700 0 0
F5 NETWORKS INC COM 315616102 1,358 18,400 SH SOLE 18,400 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 23,237 1,453,200 SH SOLE 1,453,200 0 0
FIRSTSERVICE CORP SUB VTG SH 33761N109 2,174 80,182 SH SOLE 80,182 0 0
FOREST OIL CORP COM PAR $0.01 346091705 1,559 104,200 SH SOLE 104,200 0 0
FRANCO NEVADA CORP COM 351858105 16,934 446,700 SH SOLE 446,700 0 0
GENERAL MLS INC COM 370334104 23,640 591,500 SH SOLE 591,500 0 0
GENERAL MTRS CO COM 37045V100 1,245 59,400 SH SOLE 59,400 0 0
GOLDCORP INC NEW COM 380956409 100,375 2,088,100 SH SOLE 2,088,100 0 0
GOODRICH CORP COM 382388106 490 3,900 SH SOLE 3,900 0 0
GOOGLE INC CL A 38259P508 5,511 10,300 SH SOLE 10,300 0 0
GREAT BASIN GOLD LTD COM 390124105 282 159,200 SH SOLE 159,200 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 40,049 2,031,927 SH SOLE 2,031,927 0 0
HEALTH CARE REIT INC COM 42217K106 6,549 134,700 SH SOLE 134,700 0 0
HEINZ H J CO COM 423074103 720 13,600 SH SOLE 13,600 0 0
HERSHEY CO COM 427866108 2,246 36,500 SH SOLE 36,500 0 0
HORMEL FOODS CORP COM 440452100 19,187 683,500 SH SOLE 683,500 0 0
HUDBAY MINERALS INC COM 443628102 345 35,300 SH SOLE 35,300 0 0
IAMGOLD CORP COM 450913108 19,570 939,500 SH SOLE 939,500 0 0
IHS INC CL A 451734107 3,342 43,000 SH SOLE 43,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 11,749 310,965 SH SOLE 310,965 0 0
ISHARES TR MSCI EAFE INDEX SH 464287465 13,586 273,700 SH SOLE 273,700 0 0
JPMORGAN CHASE & CO COM 46625H100 4,112 131,400 SH SOLE 131,400 0 0
JOHNSON & JOHNSON COM 478160104 21,617 326,600 SH SOLE 326,600 0 0
KELLOGG CO COM 487836108 8,526 154,300 SH SOLE 154,300 0 0
KIMBERLY CLARK CORP COM 494368103 10,404 140,100 SH SOLE 140,100 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 14,392 236,039 SH SOLE 236,039 0 0
VOTING AUTHORITY
- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ----------------------
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- ------------- --------- -------- ---------- --- ---- ---------- ------- ---------- ------ ----
KINROSS GOLD CORP COM NO PAR 496902404 55,221 3,546,633 SH SOLE 3,546,633 0 0
KRAFT FOODS INC CLA 50075N104 11,323 321,800 SH SOLE 321,800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,322 64,800 SH SOLE 64,800 0 0
LAMAR ADVERTISING CO CLA 512815101 1,231 69,600 SH SOLE 69,600 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4,302 2,779,400 SH SOLE 2,779,400 0 0
LIBERTY MEDIA CORP NEW INT COM S 53071M104 4,987 325,200 SH SOLE 325,200 0 0
LILLY ELI & CO COM 532457108 4,882 127,100 SH SOLE 127,100 0 0
MANULIFE FINL CORP COM 56501R106 5,176 433,500 SH SOLE 433,500 0 0
MARKEL CORP COM 570535104 1,892 5,100 SH SOLE 5,100 0 0
MARKET VECTORS ETF TR GOLD
MINER ETF SH 57060U100 4,111 71,700 SH SOLE 71,700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 8,282 172,700 SH SOLE 172,700 0 0
MCDONALDS CORP COM 580135101 22,718 249,000 SH SOLE 249,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,414 19,700 SH SOLE 19,700 0 0
MENTOR GRAPHICS CORP COM 587200106 62,652 6,268,857 SH SOLE 6,268,857 0 0
METHANEX CORP COM 59151K108 581 26,600 SH SOLE 26,600 0 0
MICROSOFT CORP COM 594918104 5,598 216,500 SH SOLE 216,500 0 0
MINEFINDERS LTD COM 602900102 1,913 132,200 SH SOLE 132,200 0 0
MOSAIC CO NEW COM 61945C103 3,393 66,700 SH SOLE 66,700 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,192 50,100 SH SOLE 50,100 0 0
NRG ENERGY INC COM NEW 629377508 4,605 209,000 SH SOLE 209,000 0 0
NVR INC COM 62944T105 4,706 7,500 SH SOLE 7,500 0 0
NETAPP INC COM 64110D104 4,434 125,800 SH SOLE 125,800 0 0
NEVSUN RES LTD COM 64156L101 372 70,500 SH SOLE 70,500 0 0
NEW GOLD INC CDA COM 644535106 45,883 4,240,600 SH SOLE 4,240,600 0 0
NEWMONT MINING CORP COM 651639106 1,849 28,300 SH SOLE 28,300 0 0
NEXEN INC COM 65334H102 7,119 435,400 SH SOLE 435,400 0 0
NORDION INC COM 65563C105 1,358 145,000 SH SOLE 145,000 0 0
NOVAGOLD RES INC COM NEW 66987E206 192 28,200 SH SOLE 28,200 0 0
NSTAR COM 67019E107 3,198 68,700 SH SOLE 68,700 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 26,664 385,200 SH SOLE 385,200 0 0
OPEN TEXT CORP COM 683715106 4,848 88,500 SH SOLE 88,500 0 0
OSHKOSH CORP COM 688239201 327 20,000 SH SOLE 20,000 0 0
PALL CORP COM 696429307 322 7,300 SH SOLE 7,300 0 0
PAN AMERICAN SILVER CORP COM 697900108 5,841 206,900 SH SOLE 206,900 0 0
PAYCHEX INC COM 704326107 775 28,300 SH SOLE 28,300 0 0
PENGROWTH ENERGY CORP COM 70706P104 17,791 1,864,900 SH SOLE 1,864,900 0 0
PENN WEST PETE LTD NEW COM 707887105 660 41,700 SH SOLE 41,700 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 17,107 1,444,400 SH SOLE 1,444,400 0 0
PEPSICO INC COM 713448108 2,527 39,300 SH SOLE 39,300 0 0
PFIZER INC COM 717081103 2,015 109,700 SH SOLE 109,700 0 0
POLYCOM INC COM 73172K104 1,187 62,200 SH SOLE 62,200 0 0
POTASH CORP SASK INC COM 73755L107 101,551 2,231,900 SH SOLE 2,231,900 0 0
PRECISION DRILLING CORP COM 2010 74022D308 361,983 41,464,289 SH SOLE 41,464,289 0 0
PRICELINE COM INC COM NEW 741503403 4,576 9,800 SH SOLE 9,800 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 7,422 342,100 SH SOLE 342,100 0 0
PROVIDENT ENERGY LTD NEW COM 74386V100 72,270 8,423,644 SH SOLE 8,423,644 0 0
PUBLIC STORAGE COM 74460D109 2,499 21,600 SH SOLE 21,600 0 0
QUALCOMM INC COM 747525103 2,799 55,400 SH SOLE 55,400 0 0
RESEARCH IN MOTION LTD COM 760975102 16,162 756,652 SH SOLE 756,652 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 2,823 132,800 SH SOLE 132,800 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 38,006 1,048,000 SH SOLE 1,048,000 0 0
ROSS STORES INC COM 778296103 2,248 27,500 SH SOLE 27,500 0 0
VOTING AUTHORITY
- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ----------------------
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- ----------- --------- -------- ---------- --- ---- ---------- ------- ---------- ------ ----
ROYAL BK CDA MONTREAL QUE COM 780087102 62,588 1,302,287 SH SOLE 1,302,287 0 0
SAIC INC COM 78390X101 8,807 717,800 SH SOLE 717,800 0 0
SXC HEALTH SOLUTIONS CORP COM 78505P100 15,895 271,900 SH SOLE 271,900 0 0
SAFEWAY INC COM NEW 786514208 2,761 158,400 SH SOLE 158,400 0 0
SANDISK CORP COM 80004C101 3,295 78,600 SH SOLE 78,600 0 0
SARA LEE CORP COM 803111103 4,506 263,400 SH SOLE 263,400 0 0
SCHLUMBERGER LTD COM 806857108 2,187 35,100 SH SOLE 35,100 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 10,800 508,000 SH SOLE 508,000 0 0
SHERWIN WILLIAMS CO COM 824348106 5,536 71,700 SH SOLE 71,700 0 0
SILVER STD RES INC COM 82823L106 580 30,100 SH SOLE 30,100 0 0
SILVER WHEATON CORP COM 828336107 36,188 1,169,622 SH SOLE 1,169,622 0 0
SMUCKER J M CO COM NEW 832696405 10,268 135,600 SH SOLE 135,600 0 0
SOUTHERN CO COM 842587107 23,330 530,000 SH SOLE 530,000 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 310 98,200 SH SOLE 98,200 0 0
STANTEC INC COM 85472N109 4,988 213,600 SH SOLE 213,600 0 0
STERICYCLE INC COM 858912108 16,772 200,000 SH SOLE 200,000 0 0
SUN LIFE FINL INC COM 866796105 12,465 498,000 SH SOLE 498,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 86,575 3,235,227 SH SOLE 3,235,227 0 0
SUNOCO INC COM 86764P109 4,175 129,600 SH SOLE 129,600 0 0
SYNOPSYS INC COM 871607107 5,611 221,700 SH SOLE 221,700 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 4,895 320,400 SH SOLE 320,400 0 0
TFS FINL CORP COM 87240R107 1,736 205,500 SH SOLE 205,500 0 0
TALISMAN ENERGY INC COM 87425E103 12,083 938,100 SH SOLE 938,100 0 0
TASEKO MINES LTD COM 876511106 1,628 611,900 SH SOLE 611,900 0 0
TECK RESOURCES LTD CL B 878742204 43,771 1,415,617 SH SOLE 1,415,617 0 0
TELUS CORP NON-VTG SHS 87971M202 716 14,500 SH SOLE 14,500 0 0
THERAVANCE INC COM 88338T104 5,463 261,100 SH SOLE 261,100 0 0
THOMSON REUTERS CORP COM 884903105 7,043 248,000 SH SOLE 248,000 0 0
TIM HORTONS INC COM 88706M103 48,471 995,100 SH SOLE 995,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 89,488 1,199,726 SH SOLE 1,199,726 0 0
TRANSALTA CORP COM 89346D107 6,983 302,300 SH SOLE 302,300 0 0
TRANSCANADA CORP COM 89353D107 17,833 415,100 SH SOLE 415,100 0 0
TRANSGLOBE ENERGY CORP COM 893662106 5,175 613,200 SH SOLE 613,200 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 9,136 233,900 SH SOLE 233,900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,308 233,200 SH SOLE 233,200 0 0
VANGUARD INTL EQUITY INDEX F
MSCI EMR MKT E SH 922042858 505,411 13,577,645 SH SOLE 13,577,645 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,043 315,000 SH SOLE 315,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 2,836 78,500 SH SOLE 78,500 0 0
VIASAT INC COM 92552V100 4,852 140,200 SH SOLE 140,200 0 0
WAL MART STORES INC COM 931142103 1,817 33,700 SH SOLE 33,700 0 0
WALTER ENERGY INC COM 93317Q105 615 9,868 SH SOLE 9,868 0 0
WISCONSIN ENERGY CORP COM 976657106 5,887 181,100 SH SOLE 181,100 0 0
XCEL ENERGY INC COM 98389B100 3,139 121,100 SH SOLE 121,100 0 0
YAMANA GOLD INC COM 98462Y100 92,108 6,384,500 SH SOLE 6,384,500 0 0
ARCH CAP GROUP LTD ORD ORD G0450A105 9,274 273,200 SH SOLE 273,200 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 4,372 172,900 SH SOLE 172,900 0 0
VOTING AUTHORITY
- TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
-------------- ----------- --------- -------- ------- --- ---- ---------- ------- ------- ------ ----
EVEREST RE GROUP LTD COM G3223R108 965 11,700 SH SOLE 11,700 0 0
PARTNERRE LTD COM G6852T105 5,740 105,700 SH SOLE 105,700 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 8,491 128,100 SH SOLE 128,100 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 572 15,900 SH SOLE 15,900 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,802 87,600 SH SOLE 87,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,962 156,100 SH SOLE 156,100 0 0
SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 4,349 158,200 SH SOLE 158,200 0 0