0001140361-11-043189.txt : 20110822 0001140361-11-043189.hdr.sgml : 20110822 20110822170056 ACCESSION NUMBER: 0001140361-11-043189 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110822 DATE AS OF CHANGE: 20110822 EFFECTIVENESS DATE: 20110822 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAISSE DE DEPOT ET PLACEMENT DU QUEBEC CENTRAL INDEX KEY: 0000898286 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12476 FILM NUMBER: 111050408 BUSINESS ADDRESS: STREET 1: 1000 PLACE JEAN-PAUL RIOPELLE CITY: MONTREAL STATE: A8 ZIP: H2Z2B3 BUSINESS PHONE: 514 847-2353 MAIL ADDRESS: STREET 1: 1000 PLACE JEAN-PAUL RIOPELLE CITY: MONTREAL STATE: A8 ZIP: H2Z2B3 13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2011 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: Caisse de depot et placement du Quebec Address: 1000, place Jean-Paul-Riopelle Montreal, Quebec, H2Z 2B3 Form 13F File Number: 28-12476 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 submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Soulef Hadjoudj Title: Legal Counsel Phone: 514 847-5998 Signature, Place, and Date of Signing: /s/ Soulef Hadjoudj Montreal, Quebec 8/22/2011 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] 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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 823 Form 13F Information Table Value Total: $ 22,771,237 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 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 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- 21Vianet Group Inc ADR 90138A103 2542 185000 SH SOLE NONE X 0 0 3M Co COMMON 88579Y101 51807 546200 SH SOLE NONE X 0 0 Abbott Laboratories COMMON 002824100 63633 1209300 SH SOLE NONE X 0 0 Abercrombie & Fitch Co COMMON 002896207 4972 74300 SH SOLE NONE X 0 0 Accenture Plc COMMON G1151C101 2181 36100 SH SOLE NONE X 0 0 Accuray Inc COMMON 004397105 4806 600000 SH SOLE NONE X 0 0 ACE Ltd COMMON H0023R105 29540 448800 SH SOLE NONE X 0 0 Activision Blizzard Inc COMMON 00507V109 1273 109000 SH SOLE NONE X 0 0 Actuant Corp COMMON 00508X203 4025 150000 SH SOLE NONE X 0 0 Adobe Systems Inc COMMON 00724F101 21480 683000 SH SOLE NONE X 0 0 Adobe Systems Inc LISTED OPTION 00724F101 140 2000 SH PUT SOLE NONE X 0 0 Advance Auto Parts Inc COMMON 00751Y106 286 4891 SH SOLE NONE X 0 0 Advanced Micro Devices Inc COMMON 007903107 2866 410000 SH SOLE NONE X 0 0 AES Corp/The COMMON 00130H105 7799 612200 SH SOLE NONE X 0 0 Aetna Inc COMMON 00817Y108 13073 296500 SH SOLE NONE X 0 0 Affiliated Managers Group Inc COMMON 008252108 1522 15000 SH SOLE NONE X 0 0 Aflac Inc COMMON 001055102 12837 275000 SH SOLE NONE X 0 0 AGCO Corp COMMON 001084102 1219 24700 SH SOLE NONE X 0 0 Agilent Technologies Inc COMMON 00846U101 13861 271200 SH SOLE NONE X 0 0 Air Products & Chemicals Inc COMMON 009158106 18447 193000 SH SOLE NONE X 0 0 Airgas Inc COMMON 009363102 4223 60300 SH SOLE NONE X 0 0 AK Steel Holding Corp COMMON 001547108 1021 64800 SH SOLE NONE X 0 0 Akamai Technologies Inc COMMON 00971T101 8742 277800 SH SOLE NONE X 0 0 Alcatel-Lucent ADR 013904305 857 148442 SH SOLE NONE X 0 0 Alcatel-Lucent NOTE 549463AH0 1968 2000000 PRN SOLE NONE X 0 0 Alcoa Inc COMMON 013817101 15292 964200 SH SOLE NONE X 0 0 Alcoa Inc NOTE 013817AT8 35846 14000000 PRN SOLE NONE X 0 0 Alexion Pharmaceuticals Inc COMMON 015351109 993 21104 SH SOLE NONE X 0 0 Allegheny Technologies Inc COMMON 01741R102 5484 86400 SH SOLE NONE X 0 0 Allergan Inc COMMON 018490102 26449 317700 SH SOLE NONE X 0 0 Alliance Data Systems Corp COMMON 018581108 611 6500 SH SOLE NONE X 0 0 Alliant Energy Corp COMMON 018802108 1179 29000 SH SOLE NONE X 0 0 Allied World Assurance Co Holdings Ltd COMMON H01531104 6397 111100 SH SOLE NONE X 0 0 Allstate Corp/The COMMON 020002101 12062 395100 SH SOLE NONE X 0 0 Alpha Natural Resources Inc COMMON 02076X102 8621 189713 SH SOLE NONE X 0 0 Altria Group Inc COMMON 02209S103 51191 1938300 SH SOLE NONE X 0 0 Amazon.Com Inc COMMON 023135106 54599 267000 SH SOLE NONE X 0 0 Amazon.Com Inc LISTED OPTION 023135106 236 0 SH CALL SOLE NONE X 0 0 Amazon.Com Inc LISTED OPTION 023135106 236 1 SH PUT SOLE NONE X 0 0 Ameren Corp COMMON 023608102 5883 204000 SH SOLE NONE X 0 0 American Capital Agency Corp REIT 02503X105 218 7500 SH SOLE NONE X 0 0 American Capital Ltd COMMON 02503Y103 1589 160000 SH SOLE NONE X 0 0 American Electric Power Co Inc COMMON 025537101 13034 345900 SH SOLE NONE X 0 0 American Equity Investment Life Holding COMMON 025676206 1271 100000 SH SOLE NONE X 0 0 American Express Co COMMON 025816109 43123 834100 SH SOLE NONE X 0 0 American International Group Inc COMMON 026874784 9822 335000 SH SOLE NONE X 0 0 American Tower Corp COMMON 029912201 19242 367700 SH SOLE NONE X 0 0 American Water Works Co Inc COMMON 030420103 1358 46100 SH SOLE NONE X 0 0 Ameriprise Financial Inc COMMON 03076C106 12015 208300 SH SOLE NONE X 0 0 AmerisourceBergen Corp COMMON 03073E105 7936 191700 SH SOLE NONE X 0 0 Ametek Inc COMMON 031100100 14025 312350 SH SOLE NONE X 0 0 Amgen Inc COMMON 031162100 42280 724600 SH SOLE NONE X 0 0 Amgen Inc NOTE 031162AQ3 1505 1500000 PRN SOLE NONE X 0 0 Amphenol Corp COMMON 032095101 6749 125000 SH SOLE NONE X 0 0 Anadarko Petroleum Corp COMMON 032511107 41174 536400 SH SOLE NONE X 0 0 Analog Devices Inc COMMON 032654105 8313 212400 SH SOLE NONE X 0 0 Annaly Capital Management Inc REIT 035710409 2462 136500 SH SOLE NONE X 0 0 AON Corp COMMON 037389103 12502 243700 SH SOLE NONE X 0 0 Apache Corp COMMON 037411105 39601 320940 SH SOLE NONE X 0 0 Apartment Investment & Management Co REIT 03748R101 1779 69700 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Apollo Group Inc COMMON 037604105 4565 104500 SH SOLE NONE X 0 0 Apple Inc COMMON 037833100 258936 771400 SH SOLE NONE X 0 0 Apple Inc LISTED OPTION 037833100 -107 -200 SH CALL SOLE NONE X 0 0 Apple Inc LISTED OPTION 037833100 108 400 SH PUT SOLE NONE X 0 0 Applied Materials Inc COMMON 038222105 13526 1039700 SH SOLE NONE X 0 0 Applied Micro Circuits Corp COMMON 03822W406 3987 450000 SH SOLE NONE X 0 0 Arch Capital Group Ltd COMMON G0450A105 389 12200 SH SOLE NONE X 0 0 Arch Coal Inc COMMON 039380100 4308 161600 SH SOLE NONE X 0 0 Archer-Daniels-Midland Co COMMON 039483102 18581 616300 SH SOLE NONE X 0 0 Arcos Dorados Holdings Inc COMMON G0457F107 5273 250000 SH SOLE NONE X 0 0 Arrow Electronics Inc COMMON 042735100 598 14400 SH SOLE NONE X 0 0 AsiaInfo-Linkage Inc COMMON 04518A104 2732 165000 SH SOLE NONE X 0 0 Assurant Inc COMMON 04621X108 2372 65400 SH SOLE NONE X 0 0 Assured Guaranty Ltd COMMON G0585R106 1549 95000 SH SOLE NONE X 0 0 Assured Guaranty Ltd #N/A EP0356477 2201 3.3 SH SOLE NONE X 0 0 AT&T Inc COMMON 00206R102 172155 5480900 SH SOLE NONE X 0 0 Atlas Air Worldwide Holdings Inc COMMON 049164205 1190 20000 SH SOLE NONE X 0 0 Autodesk Inc COMMON 052769106 6307 163400 SH SOLE NONE X 0 0 Autoliv Inc COMMON 052800109 1839 23440 SH SOLE NONE X 0 0 Automatic Data Processing Inc COMMON 053015103 20724 393400 SH SOLE NONE X 0 0 AutoNation Inc COMMON 05329W102 1355 37000 SH SOLE NONE X 0 0 AutoZone Inc COMMON 053332102 6988 23700 SH SOLE NONE X 0 0 Avago Technologies Ltd COMMON Y0486S104 4419 116300 SH SOLE NONE X 0 0 Avago Technologies Ltd LISTED OPTION Y0486S104 8 1000 SH PUT SOLE NONE X 0 0 AvalonBay Communities Inc REIT 053484101 7563 58900 SH SOLE NONE X 0 0 Avery Dennison Corp COMMON 053611109 3403 88100 SH SOLE NONE X 0 0 Avnet Inc COMMON 053807103 612 19200 SH SOLE NONE X 0 0 Avon Products Inc COMMON 054303102 5552 198300 SH SOLE NONE X 0 0 Axis Capital Holdings Ltd COMMON G0692U109 313 10100 SH SOLE NONE X 0 0 Baker Hughes Inc COMMON 057224107 26405 363909 SH SOLE NONE X 0 0 Ball Corp COMMON 058498106 5338 138800 SH SOLE NONE X 0 0 Banco Santander Chile ADR 05965X109 2246 23937 SH SOLE NONE X 0 0 Bank of America Corp COMMON 060505104 83648 7632100 SH SOLE NONE X 0 0 Bank of New York Mellon Corp, The COMMON 064058100 20381 795500 SH SOLE NONE X 0 0 BankUnited Inc COMMON 06652K103 2654 100000 SH SOLE NONE X 0 0 Banque Toronto-Dominion, La COMMON 891160509 311221 3672772 SH SOLE NONE X 0 0 Baxter International Inc COMMON 071813109 26622 446000 SH SOLE NONE X 0 0 Baytex Energy Corp COMMON 07317Q105 1558 28524 SH SOLE NONE X 0 0 BB&T Corp COMMON 054937107 14075 524400 SH SOLE NONE X 0 0 BE Aerospace Inc COMMON 073302101 4897 120000 SH SOLE NONE X 0 0 Becton Dickinson and Co COMMON 075887109 7402 85900 SH SOLE NONE X 0 0 Bed Bath & Beyond Inc COMMON 075896100 13577 232600 SH SOLE NONE X 0 0 Bemis Co Inc COMMON 081437105 2074 61400 SH SOLE NONE X 0 0 Berkshire Hathaway Inc COMMON 084670702 80733 1043200 SH SOLE NONE X 0 0 Best Buy Co Inc COMMON 086516101 8467 269568 SH SOLE NONE X 0 0 BHP Billiton PLC ADR 05545E209 86931 1108389 SH SOLE NONE X 0 0 Big Lots Inc COMMON 089302103 2692 81216 SH SOLE NONE X 0 0 Bill Barrett Corp COMMON 06846N104 3875 83600 SH SOLE NONE X 0 0 Biogen Idec Inc COMMON 09062X103 19853 185678 SH SOLE NONE X 0 0 BioMimetic Therapeutics Inc COMMON 09064X101 1690 330000 SH SOLE NONE X 0 0 BJ's Wholesale Club Inc COMMON 05548J106 5035 100000 SH SOLE NONE X 0 0 BlackRock Inc COMMON 09247X101 17033 88800 SH SOLE NONE X 0 0 BMC Software Inc COMMON 055921100 6876 125700 SH SOLE NONE X 0 0 Boeing Co/The COMMON 097023105 42177 570500 SH SOLE NONE X 0 0 Booz Allen Hamilton Holding Corp COMMON 099502106 7262 380000 SH SOLE NONE X 0 0 BorgWarner Inc COMMON 099724106 2367 29300 SH SOLE NONE X 0 0 Boston Properties Inc REIT 101121101 11603 109300 SH SOLE NONE X 0 0 Boston Scientific Corp COMMON 101137107 8218 1189300 SH SOLE NONE X 0 0 Bravo Brio Restaurant Group Inc COMMON 10567B109 2883 118000 SH SOLE NONE X 0 0 Brigham Exploration Co COMMON 109178103 1125 37600 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Bristol-Myers Squibb Co COMMON 110122108 38465 1328200 SH SOLE NONE X 0 0 Broadcom Corp COMMON 111320107 15232 452800 SH SOLE NONE X 0 0 Brocade Communications Systems Inc COMMON 111621306 4193 649119 SH SOLE NONE X 0 0 Brookfield Properties Corp COMMON 112900105 219097 11350003 SH SOLE NONE X 0 0 Brown-Forman Corp COMMON 115637209 6147 82300 SH SOLE NONE X 0 0 Bucyrus International Inc COMMON 118759109 1849 20169 SH SOLE NONE X 0 0 Bunge Ltd COMMON G16962105 2627 38100 SH SOLE NONE X 0 0 CA Inc COMMON 12673P105 3191 139700 SH SOLE NONE X 0 0 CA Inc LISTED OPTION 12673P105 21 1200 SH PUT SOLE NONE X 0 0 Cablevision Systems Corp COMMON 12686C109 6894 190400 SH SOLE NONE X 0 0 Cabot Oil & Gas Corp COMMON 127097103 5252 79200 SH SOLE NONE X 0 0 CAE Inc COMMON 124765108 24391 1809346 SH SOLE NONE X 0 0 Calpine Corp COMMON 131347304 1319 81800 SH SOLE NONE X 0 0 Cameco Corp COMMON 13321L108 49160 1864945 SH SOLE NONE X 0 0 Camelot Information Systems Inc ADR 13322V105 3962 265000 SH SOLE NONE X 0 0 Camelot Information Systems Inc LISTED OPTION 13322V105 -9 -100 SH CALL SOLE NONE X 0 0 Cameron International Corp COMMON 13342B105 9339 185700 SH SOLE NONE X 0 0 Canadian Natural Resources Limited COMMON 136385101 525493 12543976 SH SOLE NONE X 0 0 Capital One Financial Corporation COMMON 14040H105 17816 344800 SH SOLE NONE X 0 0 Cardinal Health Inc COMMON 14149Y108 6259 137800 SH SOLE NONE X 0 0 CareFusion Corp COMMON 14170T101 6966 256400 SH SOLE NONE X 0 0 Carmax Inc COMMON 143130102 6323 191200 SH SOLE NONE X 0 0 Carnival Corp COMMON 143658300 47229 1255096 SH SOLE NONE X 0 0 Caterpillar Inc COMMON 149123101 73990 695000 SH SOLE NONE X 0 0 CB Richard Ellis Group Inc COMMON 12497T101 4937 196600 SH SOLE NONE X 0 0 CBS Corp COMMON 124857202 15838 555900 SH SOLE NONE X 0 0 Celanese Corp COMMON 150870103 2026 38000 SH SOLE NONE X 0 0 Celgene Corp COMMON 151020104 21834 361975 SH SOLE NONE X 0 0 Cellcom Israel Ltd COMMON M2196U109 1908 68706 SH SOLE NONE X 0 0 Cenovus Energy Inc COMMON 15135U109 187311 4966312 SH SOLE NONE X 0 0 Centerpoint Energy Inc COMMON 15189T107 12663 654400 SH SOLE NONE X 0 0 CenturyTel Inc COMMON 156700106 22474 555882 SH SOLE NONE X 0 0 Cephalon Inc COMMON 156708109 4307 53900 SH SOLE NONE X 0 0 Cerner Corp COMMON 156782104 6168 100940 SH SOLE NONE X 0 0 CF Industries Holdings Inc COMMON 125269100 8354 58965 SH SOLE NONE X 0 0 CH Robinson Worldwide Inc COMMON 12541W209 11976 151900 SH SOLE NONE X 0 0 Charles Schwab Corp/The COMMON 808513105 8853 538200 SH SOLE NONE X 0 0 Chesapeake Energy Corp COMMON 165167107 20780 699900 SH SOLE NONE X 0 0 Chevron Corp COMMON 166764100 173080 1683000 SH SOLE NONE X 0 0 Childrens Place Retail Stores Inc/The COMMON 168905107 4449 100000 SH SOLE NONE X 0 0 China Hydroelectric Corp ADR 16949D101 309 75809 SH SOLE NONE X 0 0 Chipotle Mexican Grill Inc COMMON 169656105 7218 23420 SH SOLE NONE X 0 0 Chipotle Mexican Grill Inc LISTED OPTION 169656105 -142 -400 SH PUT SOLE NONE X 0 0 Chubb Corp COMMON 171232101 21657 345900 SH SOLE NONE X 0 0 Church & Dwight Co Inc COMMON 171340102 1520 37500 SH SOLE NONE X 0 0 Cia de Minas Buenaventura SA ADR 204448104 14039 369629 SH SOLE NONE X 0 0 CIGNA Corp COMMON 125509109 10847 210900 SH SOLE NONE X 0 0 Cimarex Energy Co COMMON 171798101 1340 14900 SH SOLE NONE X 0 0 Cintas Corp COMMON 172908105 3584 108500 SH SOLE NONE X 0 0 Cisco Systems Inc COMMON 17275R102 165350 10592600 SH SOLE NONE X 0 0 CIT Group Inc COMMON 125581801 757 17114 SH SOLE NONE X 0 0 Citigroup Inc COMMON 172967424 97340 2337650 SH SOLE NONE X 0 0 Citrix Systems Inc COMMON 177376100 1864 23300 SH SOLE NONE X 0 0 Citrix Systems Inc LISTED OPTION 177376100 104 1500 SH CALL SOLE NONE X 0 0 Citrix Systems Inc LISTED OPTION 177376100 -91 -450 SH PUT SOLE NONE X 0 0 Cliffs Natural Resources Inc COMMON 18683K101 11070 119740 SH SOLE NONE X 0 0 Clorox Co COMMON 189054109 8423 124900 SH SOLE NONE X 0 0 CME Group Inc COMMON 12572Q105 14580 50000 SH SOLE NONE X 0 0 CMS Energy Corp COMMON 125896100 2900 147300 SH SOLE NONE X 0 0 Coach Inc COMMON 189754104 17421 272500 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Cobalt International Energy Inc COMMON 19075F106 559 41040 SH SOLE NONE X 0 0 Cobalt International Energy Inc COMMON 19075F106 436345 32035093 SH OTHER NONE 0 X 0 Coca-Cola Co/The COMMON 191216100 137494 2043300 SH SOLE NONE X 0 0 Coca-Cola Enterprises Inc COMMON 19122T109 8071 276600 SH SOLE NONE X 0 0 Cognizant Technology Solutions Corp COMMON 192446102 17587 239800 SH SOLE NONE X 0 0 Colgate-Palmolive Co COMMON 194162103 33163 379400 SH SOLE NONE X 0 0 Comcast Corp COMMON 20030N101 58890 2324000 SH SOLE NONE X 0 0 Comcast Corp COMMON 20030N200 5767 238000 SH SOLE NONE X 0 0 Comerica Inc COMMON 200340107 4121 119204 SH SOLE NONE X 0 0 Compagnie des chemins de fer nationaux COMMON 136375102 229475 2870964 SH SOLE NONE X 0 0 Compagnie Petroliere Imperiale Ltee COMMON 453038408 88827 1908433 SH SOLE NONE X 0 0 Computer Sciences Corp COMMON 205363104 4176 110000 SH SOLE NONE X 0 0 Compuware Corp COMMON 205638109 1247 127800 SH SOLE NONE X 0 0 ConAgra Foods Inc COMMON 205887102 12977 502800 SH SOLE NONE X 0 0 Concho Resources Inc/Midland TX COMMON 20605P101 1553 16905 SH SOLE NONE X 0 0 ConocoPhillips COMMON 20825C104 87965 1169900 SH SOLE NONE X 0 0 Consol Energy Inc COMMON 20854P109 11721 241765 SH SOLE NONE X 0 0 Consolidated Edison Inc COMMON 209115104 5361 100700 SH SOLE NONE X 0 0 Constellation Brands Inc COMMON 21036P108 1108 53200 SH SOLE NONE X 0 0 Constellation Energy Group Inc COMMON 210371100 6339 167000 SH SOLE NONE X 0 0 Continental Resources Inc, OK COMMON 212015101 738 11368 SH SOLE NONE X 0 0 Cooper Industries PLC COMMON G24140108 7357 123300 SH SOLE NONE X 0 0 Corning Inc COMMON 219350105 28350 1562000 SH SOLE NONE X 0 0 Corporation financiere Manuvie COMMON 56501R106 67306 3803089 SH SOLE NONE X 0 0 Costco Wholesale Corp COMMON 22160K105 32853 404400 SH SOLE NONE X 0 0 Coventry Health Care Inc COMMON 222862104 3778 103600 SH SOLE NONE X 0 0 Covidien Plc COMMON G2554F113 33306 625700 SH SOLE NONE X 0 0 CR Bard Inc COMMON 067383109 7317 66600 SH SOLE NONE X 0 0 Credicorp Ltd COMMON G2519Y108 11337 131672 SH SOLE NONE X 0 0 Cree Inc COMMON 225447101 460 13700 SH SOLE NONE X 0 0 CROCS Inc COMMON 227046109 1931 75000 SH SOLE NONE X 0 0 Crown Castle International Corp COMMON 228227104 3120 76500 SH SOLE NONE X 0 0 Crown Holdings Inc COMMON 228368106 1475 38000 SH SOLE NONE X 0 0 CSX Corp COMMON 126408103 32358 1234100 SH SOLE NONE X 0 0 Cubist Pharmaceuticals Inc NOTE 229678AD9 10980 7800000 PRN SOLE NONE X 0 0 Cummins Inc COMMON 231021106 28874 279000 SH SOLE NONE X 0 0 CVR Energy Inc COMMON 12662P108 5909 240000 SH SOLE NONE X 0 0 CVS Caremark Corp COMMON 126650100 48478 1290000 SH SOLE NONE X 0 0 Danaher Corp COMMON 235851102 34952 659600 SH SOLE NONE X 0 0 Darden Restaurants Inc COMMON 237194105 5767 115900 SH SOLE NONE X 0 0 DaVita Inc COMMON 23918K108 13554 156499 SH SOLE NONE X 0 0 Dean Foods Co COMMON 242370104 1320 107600 SH SOLE NONE X 0 0 Deere & Co COMMON 244199105 32081 389100 SH SOLE NONE X 0 0 Dell Inc COMMON 24702R101 21906 1314100 SH SOLE NONE X 0 0 Delta Air Lines Inc COMMON 247361702 503 54900 SH SOLE NONE X 0 0 Demand Media Inc COMMON 24802N109 2371 175000 SH SOLE NONE X 0 0 DemandTec Inc COMMON 24802R506 3883 426650 SH SOLE NONE X 0 0 Denbury Resources Inc COMMON 247916208 6034 301695 SH SOLE NONE X 0 0 Deutsche Bank AG COMMON D18190898 63911 1081748 SH SOLE NONE X 0 0 Developers Diversified Realty Corp NOTE 251591AS2 14174 14000000 PRN SOLE NONE X 0 0 Devon Energy Corp COMMON 25179M103 24423 309900 SH SOLE NONE X 0 0 DeVry Inc COMMON 251893103 3134 53000 SH SOLE NONE X 0 0 DIRECTV COMMON 25490A101 36540 719000 SH SOLE NONE X 0 0 Discover Financial Services COMMON 254709108 10994 411000 SH SOLE NONE X 0 0 Discovery Communications Inc COMMON 25470F104 8153 199039 SH SOLE NONE X 0 0 Discovery Communications Inc COMMON 25470F302 1352 37000 SH SOLE NONE X 0 0 DISH Network Corp COMMON 25470M109 2150 70100 SH SOLE NONE X 0 0 Dolby Laboratories Inc COMMON 25659T107 284 6700 SH SOLE NONE X 0 0 Dollar General Corp COMMON 256677105 1186 34986 SH SOLE NONE X 0 0 Dollar Tree Inc COMMON 256746108 2192 32900 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Dominion Resources Inc/VA COMMON 25746U109 23411 485000 SH SOLE NONE X 0 0 Dover Corp COMMON 260003108 16136 238000 SH SOLE NONE X 0 0 Dow Chemical Co/The COMMON 260543103 38279 1063300 SH SOLE NONE X 0 0 DR Horton Inc COMMON 23331A109 2772 240600 SH SOLE NONE X 0 0 Dr Pepper Snapple Group Inc COMMON 26138E109 8847 211000 SH SOLE NONE X 0 0 Dresser-Rand Group Inc COMMON 261608103 5375 100000 SH SOLE NONE X 0 0 DryShips Inc COMMON Y2109Q101 3863 921869 SH SOLE NONE X 0 0 DST Systems Inc NOTE 233326AE7 4830 4000000 PRN SOLE NONE X 0 0 DTE Energy Co COMMON 233331107 4677 93500 SH SOLE NONE X 0 0 Duke Energy Corp COMMON 26441C105 21319 1132200 SH SOLE NONE X 0 0 Duke Realty Corp REIT 264411505 320 22864 SH SOLE NONE X 0 0 Dun & Bradstreet Corp COMMON 26483E100 3165 41900 SH SOLE NONE X 0 0 E*Trade Financial Corp COMMON 269246401 2040 147826 SH SOLE NONE X 0 0 Eastman Chemical Co COMMON 277432100 5981 58600 SH SOLE NONE X 0 0 Eaton Corp COMMON 278058102 24115 468700 SH SOLE NONE X 0 0 eBay Inc COMMON 278642103 33916 1051000 SH SOLE NONE X 0 0 Ecolab Inc COMMON 278865100 11868 210500 SH SOLE NONE X 0 0 Edison International COMMON 281020107 18061 466100 SH SOLE NONE X 0 0 Edwards Lifesciences Corp COMMON 28176E108 453 5200 SH SOLE NONE X 0 0 EI Du Pont de Nemours & Co COMMON 263534109 45391 839800 SH SOLE NONE X 0 0 El Paso Corp COMMON 28336L109 17610 871800 SH SOLE NONE X 0 0 Elbit Systems Ltd COMMON M3760D101 1398 29500 SH SOLE NONE X 0 0 Eldorado Gold Corp COMMON 284902103 147447 10000102 SH SOLE NONE X 0 0 Electronic Arts Inc COMMON 285512109 5570 236000 SH SOLE NONE X 0 0 Eli Lilly & Co COMMON 532457108 20945 558100 SH SOLE NONE X 0 0 EMC Corp/Massachusetts COMMON 268648102 39661 1439600 SH SOLE NONE X 0 0 EMC Corp/Massachusetts LISTED OPTION 268648102 2 1500 SH PUT SOLE NONE X 0 0 EMC Corp/Massachusetts NOTE 268648AK8 37454 21900000 PRN SOLE NONE X 0 0 EMC Corp/Massachusetts NOTE 268648AM4 25245 14580000 PRN SOLE NONE X 0 0 Emdeon Inc COMMON 29084T104 2034 155000 SH SOLE NONE X 0 0 Emerson Electric Co COMMON 291011104 32456 577000 SH SOLE NONE X 0 0 Enbridge Energy Partners LP LIMITED 29250R106 560935 18654304 SH SOLE NONE X 0 0 PARTNERSHIP Enbridge Inc. COMMON 29250N105 2256475 69400000 SH SOLE NONE X 0 0 Endo Pharmaceuticals Holdings Inc NOTE 29264FAB2 10968 7500000 PRN SOLE NONE X 0 0 Energen Corp COMMON 29265N108 712 12600 SH SOLE NONE X 0 0 Energizer Holdings Inc COMMON 29266R108 1346 18600 SH SOLE NONE X 0 0 Enersis SA ADR 29274F104 3191 138140 SH SOLE NONE X 0 0 Entergy Corp COMMON 29364G103 11280 165200 SH SOLE NONE X 0 0 Entree Gold Inc COMMON 29383G100 24449 11454100 SH SOLE NONE X 0 0 EOG Resources Inc COMMON 26875P101 15285 146200 SH SOLE NONE X 0 0 EQT Corp COMMON 26884L109 5878 111918 SH SOLE NONE X 0 0 Equifax Inc COMMON 294429105 3611 104000 SH SOLE NONE X 0 0 Equity Residential REIT 29476L107 13314 221900 SH SOLE NONE X 0 0 Estee Lauder Cos Inc, The COMMON 518439104 11382 108200 SH SOLE NONE X 0 0 Everest Re Group Ltd COMMON G3223R108 409 5000 SH SOLE NONE X 0 0 Exelon Corp COMMON 30161N101 32700 763300 SH SOLE NONE X 0 0 Expedia Inc COMMON 30212P105 4905 169200 SH SOLE NONE X 0 0 Expeditors International of Washington COMMON 302130109 9204 179800 SH SOLE NONE X 0 0 Express Inc COMMON 30219E103 2398 110000 SH SOLE NONE X 0 0 Express Scripts Inc COMMON 302182100 21970 407000 SH SOLE NONE X 0 0 Exxon Mobil Corp COMMON 30231G102 336432 4134087 SH SOLE NONE X 0 0 Family Dollar Stores Inc COMMON 307000109 5503 104700 SH SOLE NONE X 0 0 Fastenal Co COMMON 311900104 8846 245800 SH SOLE NONE X 0 0 Federal Realty Investment Trust REIT 313747206 468 5500 SH SOLE NONE X 0 0 FedEx Corp COMMON 31428X106 27193 286700 SH SOLE NONE X 0 0 Fidelity National Information Services COMMON 31620M106 6361 206600 SH SOLE NONE X 0 0 Fifth Third Bancorp COMMON 316773100 8657 679000 SH SOLE NONE X 0 0 Finish Line Inc/The COMMON 317923100 4494 210000 SH SOLE NONE X 0 0 First Horizon National Corp COMMON 320517105 1475 154578 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- First Solar Inc COMMON 336433107 5701 43100 SH SOLE NONE X 0 0 FirstEnergy Corp COMMON 337932107 17097 387246 SH SOLE NONE X 0 0 Fiserv Inc COMMON 337738108 6395 102100 SH SOLE NONE X 0 0 Flextronics International Ltd COMMON Y2573F102 612 95300 SH SOLE NONE X 0 0 Flir Systems Inc COMMON 302445101 3813 113100 SH SOLE NONE X 0 0 Flowserve Corp COMMON 34354P105 5198 47300 SH SOLE NONE X 0 0 Fluor Corp COMMON 343412102 9583 148200 SH SOLE NONE X 0 0 FMC Corp COMMON 302491303 5092 59200 SH SOLE NONE X 0 0 FMC Technologies Inc COMMON 30249U101 546 12200 SH SOLE NONE X 0 0 Ford Motor Company COMMON 345370860 47225 3424600 SH SOLE NONE X 0 0 Forest Laboratories Inc COMMON 345838106 8769 222900 SH SOLE NONE X 0 0 Formfactor Inc COMMON 346375108 5844 645000 SH SOLE NONE X 0 0 Fortune Brands Inc COMMON 349631101 8048 126200 SH SOLE NONE X 0 0 Foster Wheeler AG COMMON H27178104 1003 33000 SH SOLE NONE X 0 0 Franklin Resources Inc COMMON 354613101 14534 110700 SH SOLE NONE X 0 0 Fresh Market Inc COMMON 35804H106 1698 43900 SH SOLE NONE X 0 0 Frontier Communications Corp COMMON 35906A108 6796 842185 SH SOLE NONE X 0 0 GameStop Corp COMMON 36467W109 3263 122352 SH SOLE NONE X 0 0 Gannett Co Inc COMMON 364730101 2009 140300 SH SOLE NONE X 0 0 Gap Inc/The COMMON 364760108 5894 325633 SH SOLE NONE X 0 0 Gardner Denver Inc COMMON 365558105 1681 20000 SH SOLE NONE X 0 0 Garmin Ltd COMMON H2906T109 1011 30600 SH SOLE NONE X 0 0 General Dynamics Corp COMMON 369550108 31708 425500 SH SOLE NONE X 0 0 General Electric Co COMMON 369604103 177405 9406400 SH SOLE NONE X 0 0 General Mills Inc COMMON 370334104 21971 590300 SH SOLE NONE X 0 0 General Motors Co COMMON 37045V100 19649 647200 SH SOLE NONE X 0 0 General Motors Co LISTED OPTION 37045V100 32 3200 SH PUT SOLE NONE X 0 0 General Motors Co WARRANT 37045V118 4280 200000 SH SOLE NONE X 0 0 Genuine Parts Co COMMON 372460105 7252 133300 SH SOLE NONE X 0 0 Genworth Financial, Inc. COMMON 37247D106 2371 230600 SH SOLE NONE X 0 0 Gilead Sciences Inc COMMON 375558103 32697 789600 SH SOLE NONE X 0 0 GNC Holdings Inc COMMON 36191G107 3991 183000 SH SOLE NONE X 0 0 Goldcorp Inc COMMON 380956409 518570 10728223 SH SOLE NONE X 0 0 Goodrich Corp COMMON 382388106 3438 36000 SH SOLE NONE X 0 0 Goodrich Petroleum Corp COMMON 382410405 3314 180000 SH SOLE NONE X 0 0 Goodyear Tire & Rubber Company COMMON 382550101 3460 206300 SH SOLE NONE X 0 0 Google Inc COMMON 38259P508 114037 225200 SH SOLE NONE X 0 0 Google Inc LISTED OPTION 38259P508 144 1 SH PUT SOLE NONE X 0 0 Great Plains Energy Inc COMMON 391164100 2073 100000 SH SOLE NONE X 0 0 Great Plains Energy Inc #N/A 391164803 5192 7.9 SH SOLE NONE X 0 0 Green Mountain Coffee Roasters Inc COMMON 393122106 2997 33579 SH SOLE NONE X 0 0 Groupe CGI inc. COMMON 39945C109 395147 16016652 SH SOLE NONE X 0 0 Gulfport Energy Corp COMMON 402635304 4750 160000 SH SOLE NONE X 0 0 H&R Block Inc COMMON 093671105 4146 258500 SH SOLE NONE X 0 0 Hain Celestial Group Inc/The COMMON 405217100 5338 160000 SH SOLE NONE X 0 0 Halliburton Co COMMON 406216101 44166 866000 SH SOLE NONE X 0 0 Hansen Natural Corp COMMON 411310105 1611 19900 SH SOLE NONE X 0 0 Harley-Davidson Inc COMMON 412822108 8952 218500 SH SOLE NONE X 0 0 Harman International Industries Inc COMMON 413086109 1864 40900 SH SOLE NONE X 0 0 Harris Corp COMMON 413875105 4069 90300 SH SOLE NONE X 0 0 Hartford Financial Services Group Inc COMMON 416515104 7857 297941 SH SOLE NONE X 0 0 HCA Holdings Inc COMMON 40412C101 15882 481278 SH SOLE NONE X 0 0 HCP Inc REIT 40414L109 10024 273200 SH SOLE NONE X 0 0 Health Care REIT Inc NOTE 42217KAR7 2245 2000000 PRN SOLE NONE X 0 0 Health Care REIT Inc REIT 42217K106 6218 118600 SH SOLE NONE X 0 0 Helmerich & Payne Inc COMMON 423452101 5361 81079 SH SOLE NONE X 0 0 Henry Schein Inc COMMON 806407102 759 10600 SH SOLE NONE X 0 0 Hershey Co/The COMMON 427866108 8317 146300 SH SOLE NONE X 0 0 Hertz Global Holdings Inc COMMON 42805T105 1126 70918 SH SOLE NONE X 0 0 Hertz Global Holdings Inc NOTE 42805TAA3 15417 7500000 PRN SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Hess Corp COMMON 42809H107 18959 253600 SH SOLE NONE X 0 0 Hewlett-Packard Co COMMON 428236103 60278 1656000 SH SOLE NONE X 0 0 Hilltop Holdings Inc COMMON 432748101 354 40000 SH SOLE NONE X 0 0 hiSoft Technology International Ltd ADR 43358R108 2123 144904 SH SOLE NONE X 0 0 HJ Heinz Co COMMON 423074103 21189 397700 SH SOLE NONE X 0 0 Hologic Inc COMMON 436440101 609 30200 SH SOLE NONE X 0 0 Home Depot Inc COMMON 437076102 55797 1540500 SH SOLE NONE X 0 0 Honeywell International Inc COMMON 438516106 42571 714400 SH SOLE NONE X 0 0 Horace Mann Educators Corp COMMON 440327104 968 62000 SH SOLE NONE X 0 0 Hormel Foods Corp COMMON 440452100 3565 119600 SH SOLE NONE X 0 0 Hospira Inc COMMON 441060100 19395 342300 SH SOLE NONE X 0 0 Host Hotels & Resorts Inc REIT 44107P104 7829 461900 SH SOLE NONE X 0 0 Hudson City Bancorp Inc COMMON 443683107 412 50300 SH SOLE NONE X 0 0 Human Genome Sciences Inc COMMON 444903108 5445 221892 SH SOLE NONE X 0 0 Humana Inc COMMON 444859102 9472 117600 SH SOLE NONE X 0 0 Huntington Bancshares Inc/OH COMMON 446150104 3306 504000 SH SOLE NONE X 0 0 Hyperdynamics Corp COMMON 448954107 1290 300000 SH SOLE NONE X 0 0 IDEX Corp COMMON 45167R104 10546 230000 SH SOLE NONE X 0 0 IHS Inc COMMON 451734107 918 11000 SH SOLE NONE X 0 0 Illinois Tool Works Inc COMMON 452308109 30815 545500 SH SOLE NONE X 0 0 Illumina Inc COMMON 452327109 1112 14800 SH SOLE NONE X 0 0 Imris Inc COMMON 45322N105 28246 4093100 SH SOLE NONE X 0 0 Infinity Property & Casualty Corp COMMON 45665Q103 3496 63960 SH SOLE NONE X 0 0 Ingersoll-Rand Plc COMMON G47791101 9364 206200 SH SOLE NONE X 0 0 Integrys Energy Group Inc COMMON 45822P105 3427 66100 SH SOLE NONE X 0 0 Intel Corp COMMON 458140100 93489 4218800 SH SOLE NONE X 0 0 Intel Corp LISTED OPTION 458140100 21 2500 SH PUT SOLE NONE X 0 0 IntercontinentalExchange Inc COMMON 45865V100 8667 69500 SH SOLE NONE X 0 0 International Business Machines Corp COMMON 459200101 149540 871700 SH SOLE NONE X 0 0 International Business Machines Corp LISTED OPTION 459200101 173 400 SH CALL SOLE NONE X 0 0 International Flavors & Fragrances Inc COMMON 459506101 6829 106300 SH SOLE NONE X 0 0 International Game Technology COMMON 459902102 4460 253700 SH SOLE NONE X 0 0 International Paper Co COMMON 460146103 11639 390300 SH SOLE NONE X 0 0 InterOil Corp COMMON 460951106 5851 100000 SH SOLE NONE X 0 0 IntraLinks Holdings Inc COMMON 46118H104 3370 195000 SH SOLE NONE X 0 0 Intuit Inc COMMON 461202103 4678 90200 SH SOLE NONE X 0 0 Intuitive Surgical Inc COMMON 46120E602 10233 27500 SH SOLE NONE X 0 0 Invesco Ltd COMMON G491BT108 4947 211400 SH SOLE NONE X 0 0 Iron Mountain Inc COMMON 462846106 5604 164400 SH SOLE NONE X 0 0 iShares MSCI Brazil Index Fund ETF 464286400 955 13020 SH SOLE NONE X 0 0 iShares MSCI EAFE Index Fund ETF 464287465 400 6650 SH SOLE NONE X 0 0 iShares MSCI Emerging Markets Index Fun ETF 464287234 3756 78915 SH SOLE NONE X 0 0 iShares MSCI Japan Index Fund ETF 464286848 2086 200000 SH SOLE NONE X 0 0 iShares S&P Global Energy Sector Index ETF 464287341 622 14900 SH SOLE NONE X 0 0 iShares S&P Global Financials Sector In ETF 464287333 551 12000 SH SOLE NONE X 0 0 iShares S&P Global Healthcare Sector In ETF 464287325 1424 24500 SH SOLE NONE X 0 0 iShares S&P Global Technology Sector In ETF 464287291 4469 73200 SH SOLE NONE X 0 0 iShares S&P MidCap 400 Index Fund ETF 464287507 1772 18140 SH SOLE NONE X 0 0 ITT Corp COMMON 450911102 9859 167300 SH SOLE NONE X 0 0 Ivanhoe Energy Inc COMMON 465790103 36867 19442822 SH SOLE NONE X 0 0 Ivanhoe Mines Ltd. COMMON 46579N103 816857 32349149 SH SOLE NONE X 0 0 Jabil Circuit Inc COMMON 466313103 2319 114800 SH SOLE NONE X 0 0 Jacobs Engineering Group Inc COMMON 469814107 4645 107400 SH SOLE NONE X 0 0 Janus Capital Group Inc COMMON 47102X105 1033 109400 SH SOLE NONE X 0 0 JC Penney Co Inc COMMON 708160106 5910 171100 SH SOLE NONE X 0 0 JDS Uniphase Corp COMMON 46612J507 2207 132500 SH SOLE NONE X 0 0 Jefferies Group Inc COMMON 472319102 257 12600 SH SOLE NONE X 0 0 JetBlue Airways Corp COMMON 477143101 5490 900000 SH SOLE NONE X 0 0 JM Smucker Co/The COMMON 832696405 7568 99000 SH SOLE NONE X 0 0 Johnson & Johnson COMMON 478160104 141954 2134000 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Johnson Controls Inc COMMON 478366107 26158 627900 SH SOLE NONE X 0 0 Joy Global Inc COMMON 481165108 8448 88700 SH SOLE NONE X 0 0 JPMorgan Chase & Co COMMON 46625H100 128159 3130400 SH SOLE NONE X 0 0 Juniper Networks Inc COMMON 48203R104 13255 420800 SH SOLE NONE X 0 0 KBR Inc COMMON 48242W106 1500 39800 SH SOLE NONE X 0 0 Kellogg Co COMMON 487836108 12928 233700 SH SOLE NONE X 0 0 Keycorp COMMON 493267108 5337 640700 SH SOLE NONE X 0 0 Kimberly-Clark Corp COMMON 494368103 15821 237700 SH SOLE NONE X 0 0 Kimco Realty Corp REIT 49446R109 5111 274200 SH SOLE NONE X 0 0 Kinder Morgan Inc/Delaware COMMON 49456B101 22351 777955 SH SOLE NONE X 0 0 Kinetic Concepts Inc COMMON 49460W208 1729 30000 SH SOLE NONE X 0 0 Kinross Gold Corp COMMON 496902404 290848 18430531 SH SOLE NONE X 0 0 Kla-Tencor Corp COMMON 482480100 4817 119000 SH SOLE NONE X 0 0 Kohl's Corp COMMON 500255104 12963 259200 SH SOLE NONE X 0 0 Kraft Foods Inc COMMON 50075N104 50903 1444882 SH SOLE NONE X 0 0 Kroger Co/The COMMON 501044101 13910 560900 SH SOLE NONE X 0 0 L-3 Communications Holdings Inc COMMON 502424104 1023 11700 SH SOLE NONE X 0 0 Lam Research Corp COMMON 512807108 686 15500 SH SOLE NONE X 0 0 Las Vegas Sands Corp COMMON 517834107 5251 124400 SH SOLE NONE X 0 0 Legg Mason Inc COMMON 524901105 3276 100000 SH SOLE NONE X 0 0 Leggett & Platt Inc COMMON 524660107 2972 121900 SH SOLE NONE X 0 0 Lennar Corporation COMMON 526057104 1715 94500 SH SOLE NONE X 0 0 Leucadia National Corp COMMON 527288104 4586 134500 SH SOLE NONE X 0 0 Lexmark International Inc COMMON 529771107 1355 46300 SH SOLE NONE X 0 0 Liberty Global Inc COMMON 530555101 1342 29800 SH SOLE NONE X 0 0 Liberty Global Inc COMMON 530555309 1200 28100 SH SOLE NONE X 0 0 Liberty Media Corp NOTE 530715AN1 18683 33000000 PRN SOLE NONE X 0 0 Liberty Media Corp NOTE 530715AL5 14464 25000000 PRN SOLE NONE X 0 0 Liberty Media Corp NOTE 530715AG6 16785 30000000 PRN SOLE NONE X 0 0 Liberty Media Corp - Interactive UNITS 53071M104 2519 150200 SH SOLE NONE X 0 0 Liberty Property Trust REIT 531172104 336 10300 SH SOLE NONE X 0 0 Life Technologies Corp COMMON 53217V109 11919 228900 SH SOLE NONE X 0 0 Limelight Networks Inc COMMON 53261M104 5813 1274765 SH SOLE NONE X 0 0 Limelight Networks Inc LISTED OPTION 53261M104 15 2000 SH CALL SOLE NONE X 0 0 Lincoln National Corp COMMON 534187109 6023 211400 SH SOLE NONE X 0 0 Linear Technology Corp COMMON 535678106 5333 161500 SH SOLE NONE X 0 0 Loews Corp COMMON 540424108 5792 137600 SH SOLE NONE X 0 0 Lorillard Inc COMMON 544147101 12379 113700 SH SOLE NONE X 0 0 Lowe's Cos Inc COMMON 548661107 25528 1095159 SH SOLE NONE X 0 0 LSI Corp COMMON 502161102 3067 430800 SH SOLE NONE X 0 0 Ltd Brands Inc COMMON 532716107 8455 219900 SH SOLE NONE X 0 0 Lubrizol Corp COMMON 549271104 2095 15600 SH SOLE NONE X 0 0 Lululemon Athletica Inc COMMON 550021109 1464 13088 SH SOLE NONE X 0 0 LyondellBasell Industries NV COMMON N53745100 3533 91730 SH SOLE NONE X 0 0 M&T Bank Corp COMMON 55261F104 8131 92445 SH SOLE NONE X 0 0 Macerich Co/The REIT 554382101 630 11777 SH SOLE NONE X 0 0 Macy's Inc COMMON 55616P104 16386 560400 SH SOLE NONE X 0 0 Macy's Inc LISTED OPTION 55616P### -## -#### SH CALL SOLE NONE X 0 0 Manitowoc Co Inc/The COMMON 563571108 5894 350000 SH SOLE NONE X 0 0 ManpowerGroup COMMON 56418H100 1155 21530 SH SOLE NONE X 0 0 Marathon Oil Corp COMMON 565849106 31397 596000 SH SOLE NONE X 0 0 Marriott International Inc, DE COMMON 571903202 9462 266600 SH SOLE NONE X 0 0 Marsh & McLennan Cos Inc COMMON 571748102 15034 482000 SH SOLE NONE X 0 0 Marshall & Ilsley Corp COMMON 571837103 2846 357100 SH SOLE NONE X 0 0 Martin Marietta Materials Inc COMMON 573284106 872 10900 SH SOLE NONE X 0 0 Marvell Technology Group Ltd COMMON G5876H105 11731 794500 SH SOLE NONE X 0 0 Masco Corp COMMON 574599106 3654 303700 SH SOLE NONE X 0 0 Mastercard Inc COMMON 57636Q104 26467 87830 SH SOLE NONE X 0 0 Mattel Inc COMMON 577081102 12772 464600 SH SOLE NONE X 0 0 MaxLinear Inc COMMON 57776J100 4980 575000 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- McCormick & Co Inc/MD COMMON 579780206 5408 109100 SH SOLE NONE X 0 0 McDonald's Corp COMMON 580135101 81183 962800 SH SOLE NONE X 0 0 McGraw-Hill Cos Inc/The COMMON 580645109 11856 282900 SH SOLE NONE X 0 0 McKesson Corp COMMON 58155Q103 28173 336800 SH SOLE NONE X 0 0 MDU Resources Group Inc COMMON 552690109 1116 49600 SH SOLE NONE X 0 0 Mead Johnson Nutrition Co COMMON 582839106 21623 320100 SH SOLE NONE X 0 0 Mead Johnson Nutrition Co LISTED OPTION 582839106 -5 -200 SH PUT SOLE NONE X 0 0 MeadWestvaco Corp COMMON 583334107 4663 140000 SH SOLE NONE X 0 0 Mechel ADR 583840103 6758 282892 SH SOLE NONE X 0 0 Medco Health Solutions Inc COMMON 58405U102 22738 402300 SH SOLE NONE X 0 0 Medical Properties Trust Inc REIT 58463J304 1955 170000 SH SOLE NONE X 0 0 Medtronic Inc COMMON 585055106 32126 833800 SH SOLE NONE X 0 0 MEMC Electronic Materials Inc COMMON 552715104 1154 135300 SH SOLE NONE X 0 0 Merck & Co Inc COMMON 58933Y105 84816 2403400 SH SOLE NONE X 0 0 Mercury General Corp COMMON 589400100 3716 94100 SH SOLE NONE X 0 0 MetLife, Inc. COMMON 59156R108 34925 796100 SH SOLE NONE X 0 0 MetroPCS Communications Inc COMMON 591708102 3795 220500 SH SOLE NONE X 0 0 MFA Financial Inc REIT 55272X102 2492 310000 SH SOLE NONE X 0 0 MGM Resorts International COMMON 552953101 1188 89900 SH SOLE NONE X 0 0 Microchip Technology Inc COMMON 595017104 5110 134800 SH SOLE NONE X 0 0 Microchip Technology Inc NOTE 595017AB0 31467 23000000 PRN SOLE NONE X 0 0 Micron Technology Inc COMMON 595112103 4602 615300 SH SOLE NONE X 0 0 Micron Technology Inc NOTE 595112AJ2 11298 6900000 PRN SOLE NONE X 0 0 Microsoft Corp COMMON 594918104 160035 6155200 SH SOLE NONE X 0 0 Microsoft Corp LISTED OPTION 594918104 735 5000 SH CALL SOLE NONE X 0 0 Microsoft Corp LISTED OPTION 594918104 -476 -8000 SH PUT SOLE NONE X 0 0 Mines Agnico-Eagle Limitee COMMON 008474108 232372 3677636 SH SOLE NONE X 0 0 Mobile Telesystems OJSC ADR 607409109 19072 1002735 SH SOLE NONE X 0 0 Mohawk Industries Inc COMMON 608190104 924 15400 SH SOLE NONE X 0 0 Molex Inc COMMON 608554200 20855 970894 SH SOLE NONE X 0 0 Molson Coors Brewing Co COMMON 60871R209 6067 135600 SH SOLE NONE X 0 0 Monsanto Co COMMON 61166W101 35254 486000 SH SOLE NONE X 0 0 Monster Worldwide Inc COMMON 611742107 1105 75400 SH SOLE NONE X 0 0 Moody's Corp COMMON 615369105 3616 94300 SH SOLE NONE X 0 0 Morgan Stanley COMMON 617446448 23645 1027600 SH SOLE NONE X 0 0 Mosaic Co/The COMMON 61945C103 6035 89100 SH SOLE NONE X 0 0 Motorola Mobility Holdings Inc COMMON 620097105 4569 207324 SH SOLE NONE X 0 0 Motorola Solutions Inc COMMON 620076307 11986 260328 SH SOLE NONE X 0 0 Motricity Inc COMMON 620107102 4370 565300 SH SOLE NONE X 0 0 Motricity Inc LISTED OPTION 620107102 -120 -1500 SH CALL SOLE NONE X 0 0 Motricity Inc LISTED OPTION 620107102 170 2000 SH PUT SOLE NONE X 0 0 Murphy Oil Corp COMMON 626717102 10466 159400 SH SOLE NONE X 0 0 Mylan Inc/PA COMMON 628530107 7576 307100 SH SOLE NONE X 0 0 Nabors Industries Ltd COMMON G6359F103 5357 217400 SH SOLE NONE X 0 0 NASDAQ OMX Group Inc/The COMMON 631103108 2502 98900 SH SOLE NONE X 0 0 National Oilwell Varco Inc COMMON 637071101 27671 353800 SH SOLE NONE X 0 0 National Semiconductor Corp COMMON 637640103 4206 170900 SH SOLE NONE X 0 0 Navistar International Corp NOTE 63934EAL2 2626 2000000 PRN SOLE NONE X 0 0 NetApp Inc COMMON 64110D104 15248 288900 SH SOLE NONE X 0 0 NetApp Inc NOTE 64110DAB0 5966 3500000 PRN SOLE NONE X 0 0 NetFlix Inc COMMON 64110L106 2648 10081 SH SOLE NONE X 0 0 NetFlix Inc LISTED OPTION 64110L106 -549 -200 SH CALL SOLE NONE X 0 0 NetQin Mobile Inc ADR 64118U108 495 90000 SH SOLE NONE X 0 0 Newell Rubbermaid Inc COMMON 651229106 6094 386200 SH SOLE NONE X 0 0 Newfield Exploration Co COMMON 651290108 6843 100600 SH SOLE NONE X 0 0 Newmont Mining Corp COMMON 651639106 24033 445300 SH SOLE NONE X 0 0 News Corporation COMMON 65248E104 34681 1959400 SH SOLE NONE X 0 0 News Corporation COMMON 65248E203 2719 150400 SH SOLE NONE X 0 0 Nexen Inc COMMON 65334H102 209849 9315794 SH SOLE NONE X 0 0 NextEra Energy Inc COMMON 65339F101 30643 533300 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Nicor Inc COMMON 654086107 1462 26700 SH SOLE NONE X 0 0 NII Holdings Inc COMMON 62913F201 1890 44600 SH SOLE NONE X 0 0 Nike Inc COMMON 654106103 31286 347700 SH SOLE NONE X 0 0 NiSource Inc COMMON 65473P105 9858 486800 SH SOLE NONE X 0 0 Noble Corp COMMON H5833N103 8327 211300 SH SOLE NONE X 0 0 Noble Energy Inc COMMON 655044105 13238 147700 SH SOLE NONE X 0 0 Nordstrom Inc COMMON 655664100 6750 143800 SH SOLE NONE X 0 0 Norfolk Southern Corp COMMON 655844108 19339 258100 SH SOLE NONE X 0 0 Northeast Utilities COMMON 664397106 5261 149600 SH SOLE NONE X 0 0 Northern Trust Corp COMMON 665859104 5520 120100 SH SOLE NONE X 0 0 Northrop Grumman Corp COMMON 666807102 10104 145700 SH SOLE NONE X 0 0 Novellus Systems Inc COMMON 670008101 1876 51900 SH SOLE NONE X 0 0 Novellus Systems Inc LISTED OPTION 670008101 118 1000 SH CALL SOLE NONE X 0 0 Novellus Systems Inc LISTED OPTION 670008101 55 1000 SH PUT SOLE NONE X 0 0 NRG Energy Inc COMMON 629377508 5056 205680 SH SOLE NONE X 0 0 NSTAR COMMON 67019E107 1255 27300 SH SOLE NONE X 0 0 Nuance Communications Inc COMMON 67020Y100 646 30100 SH SOLE NONE X 0 0 Nucor Corp COMMON 670346105 11805 286400 SH SOLE NONE X 0 0 Nvidia Corp COMMON 67066G104 5679 356406 SH SOLE NONE X 0 0 NXP Semiconductor NV COMMON N6596X109 5881 220000 SH SOLE NONE X 0 0 NYSE Euronext COMMON 629491101 6758 197200 SH SOLE NONE X 0 0 Occidental Petroleum Corp COMMON 674599105 70830 680800 SH SOLE NONE X 0 0 OCZ Technology Group Inc COMMON 67086E303 2960 370000 SH SOLE NONE X 0 0 Oil States International Inc COMMON 678026105 11187 140000 SH SOLE NONE X 0 0 Old Republic International Corp COMMON 680223104 262 22300 SH SOLE NONE X 0 0 Omnicare Inc COMMON 681904108 431 13500 SH SOLE NONE X 0 0 Omnicare Inc NOTE 681904AN8 6708 5000000 PRN SOLE NONE X 0 0 Omnicom Group Inc COMMON 681919106 12584 261300 SH SOLE NONE X 0 0 Oneok Inc COMMON 682680103 6607 89275 SH SOLE NONE X 0 0 Open Text Corp COMMON 683715106 15485 241700 SH SOLE NONE X 0 0 Oracle Corp COMMON 68389X105 110653 3362300 SH SOLE NONE X 0 0 Oracle Corp LISTED OPTION 68389X105 14 2500 SH PUT SOLE NONE X 0 0 O'Reilly Automotive Inc COMMON 67103H107 7704 117600 SH SOLE NONE X 0 0 Owens-Illinois Inc COMMON 690768403 3495 135400 SH SOLE NONE X 0 0 Paccar Inc COMMON 693718108 16655 326000 SH SOLE NONE X 0 0 Pall Corp COMMON 696429307 5516 98100 SH SOLE NONE X 0 0 PAN American Silver Corp COMMON 697900108 1024 33100 SH SOLE NONE X 0 0 Parker Drilling Co NOTE 701081AR2 9514 9500000 PRN SOLE NONE X 0 0 Parker Hannifin Corp COMMON 701094104 12321 137300 SH SOLE NONE X 0 0 PartnerRe Ltd COMMON G6852T105 52633 764465 SH SOLE NONE X 0 0 Patterson Cos Inc COMMON 703395103 2220 67500 SH SOLE NONE X 0 0 Patterson-UTI Energy Inc COMMON 703481101 6638 210000 SH SOLE NONE X 0 0 Paychex Inc COMMON 704326107 3524 114700 SH SOLE NONE X 0 0 Peabody Energy Corp COMMON 704549104 11287 191600 SH SOLE NONE X 0 0 Pengrowth Energy Corp COMMON 70706P104 1042 82729 SH SOLE NONE X 0 0 Pentair Inc COMMON 709631105 1041 25800 SH SOLE NONE X 0 0 People's United Financial Inc COMMON 712704105 3522 262050 SH SOLE NONE X 0 0 Pepco Holdings Inc COMMON 713291102 3749 191000 SH SOLE NONE X 0 0 PepsiCo Inc/NC COMMON 713448108 95990 1362913 SH SOLE NONE X 0 0 PerkinElmer Inc COMMON 714046109 1771 65800 SH SOLE NONE X 0 0 Perrigo Co COMMON 714290103 844 9600 SH SOLE NONE X 0 0 PetroHawk Energy Corp COMMON 716495106 1300 52700 SH SOLE NONE X 0 0 PetSmart Inc COMMON 716768106 11388 251000 SH SOLE NONE X 0 0 Pfizer Inc COMMON 717081103 130620 6340764 SH SOLE NONE X 0 0 PG&E Corp COMMON 69331C108 15467 368000 SH SOLE NONE X 0 0 Pharmaceutical Product Development Inc COMMON 717124101 341 12700 SH SOLE NONE X 0 0 Pharmasset Inc COMMON 71715N106 5049 45000 SH SOLE NONE X 0 0 PHH Corp NOTE 693320AN3 33137 30000000 PRN SOLE NONE X 0 0 Philip Morris International Inc COMMON 718172109 110398 1653400 SH SOLE NONE X 0 0 Pinnacle West Capital Corp COMMON 723484101 4115 92300 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Pioneer Natural Resources Co COMMON 723787107 7748 86500 SH SOLE NONE X 0 0 Pitney Bowes Inc COMMON 724479100 3968 172600 SH SOLE NONE X 0 0 Plains Exploration & Production Co COMMON 726505100 934 24500 SH SOLE NONE X 0 0 Plum Creek Timber Co Inc REIT 729251108 4431 109300 SH SOLE NONE X 0 0 PMC - Sierra Inc COMMON 69344F106 5375 710000 SH SOLE NONE X 0 0 PNC Financial Services Group Inc COMMON 693475105 24523 411385 SH SOLE NONE X 0 0 Polo Ralph Lauren Corp COMMON 731572103 7272 54836 SH SOLE NONE X 0 0 Potash Corp of Saskatchewan Inc COMMON 73755L107 575152 10077689 SH SOLE NONE X 0 0 Powershares WilderHill Clean Energy Por ETF 73935X500 2700 300000 SH SOLE NONE X 0 0 PPG Industries Inc COMMON 693506107 11939 131500 SH SOLE NONE X 0 0 PPL Corp COMMON 69351T106 14764 530500 SH SOLE NONE X 0 0 PPL Corp #N/A 69351T114 8478 15.2 SH SOLE NONE X 0 0 Praxair Inc COMMON 74005P104 29851 275400 SH SOLE NONE X 0 0 Precision Castparts Corp COMMON 740189105 30164 183200 SH SOLE NONE X 0 0 priceline.com Inc COMMON 741503403 23446 45800 SH SOLE NONE X 0 0 Principal Financial Group Inc COMMON 74251V102 4152 136500 SH SOLE NONE X 0 0 ProAssurance Corp COMMON 74267C106 5582 79740 SH SOLE NONE X 0 0 Procter & Gamble Co/The COMMON 742718109 159777 2513400 SH SOLE NONE X 0 0 Progress Energy Inc COMMON 743263105 13078 272400 SH SOLE NONE X 0 0 Progressive Corp/The COMMON 743315103 13425 627900 SH SOLE NONE X 0 0 ProLogis Inc REIT 74340W103 12268 342305 SH SOLE NONE X 0 0 Protalix BioTherapeutics Inc COMMON 74365A101 1096 175000 SH SOLE NONE X 0 0 Prudential Financial Inc COMMON 744320102 23338 367000 SH SOLE NONE X 0 0 Public Service Enterprise Group Inc COMMON 744573106 15289 468400 SH SOLE NONE X 0 0 Public Storage REIT 74460D109 12096 106100 SH SOLE NONE X 0 0 Pulte Group Inc COMMON 745867101 2210 288500 SH SOLE NONE X 0 0 QEP Resources Inc COMMON 74733V100 5605 134000 SH SOLE NONE X 0 0 Qiagen NV COMMON N72482107 4954 258459 SH SOLE NONE X 0 0 Qualcomm Inc COMMON 747525103 74469 1311300 SH SOLE NONE X 0 0 Quanta Services Inc COMMON 74762E102 3670 181700 SH SOLE NONE X 0 0 Quest Diagnostics Inc/DE COMMON 74834L100 7405 125300 SH SOLE NONE X 0 0 Ralcorp Holdings Inc COMMON 751028101 1247 14400 SH SOLE NONE X 0 0 Range Resources Corp COMMON 75281A109 6760 121800 SH SOLE NONE X 0 0 Rayonier Inc REIT 754907103 477 7300 SH SOLE NONE X 0 0 Raytheon Co COMMON 755111507 9028 181100 SH SOLE NONE X 0 0 RealD Inc COMMON 75604L105 1784 76292 SH SOLE NONE X 0 0 Red Hat Inc COMMON 756577102 6284 136900 SH SOLE NONE X 0 0 Regency Centers Corp REIT 758849103 321 7300 SH SOLE NONE X 0 0 Regions Financial Corp COMMON 7591EP100 5250 846800 SH SOLE NONE X 0 0 RenaissanceRe Holdings Ltd COMMON G7496G103 336 4800 SH SOLE NONE X 0 0 Republic Services Inc COMMON 760759100 8709 282300 SH SOLE NONE X 0 0 Research In Motion Ltd COMMON 760975102 151951 5259979 SH SOLE NONE X 0 0 Reynolds American Inc COMMON 761713106 11745 317000 SH SOLE NONE X 0 0 RF Micro Devices Inc COMMON 749941100 5100 833304 SH SOLE NONE X 0 0 Ritchie Bros Auctioneers Inc COMMON 767744105 55850 2029400 SH SOLE NONE X 0 0 Riverbed Technology Inc COMMON 768573107 3167 80000 SH SOLE NONE X 0 0 Robert Half International Inc COMMON 770323103 3306 122300 SH SOLE NONE X 0 0 Rock-Tenn Co COMMON 772739207 1115 16800 SH SOLE NONE X 0 0 Rockwell Automation Inc, DE COMMON 773903109 4485 51700 SH SOLE NONE X 0 0 Rockwell Collins Inc COMMON 774341101 660 10700 SH SOLE NONE X 0 0 Rogers Communications Inc COMMON 775109200 16128 407573 SH SOLE NONE X 0 0 Roper Industries Inc COMMON 776696106 16752 201100 SH SOLE NONE X 0 0 Rosetta Resources Inc COMMON 777779307 2577 50000 SH SOLE NONE X 0 0 Ross Stores Inc COMMON 778296103 7980 99600 SH SOLE NONE X 0 0 Rowan Cos Inc COMMON 779382100 11503 296400 SH SOLE NONE X 0 0 Royal Caribbean Cruises Ltd. COMMON V7780T103 4965 131900 SH SOLE NONE X 0 0 RR Donnelley & Sons Co COMMON 257867101 3212 163800 SH SOLE NONE X 0 0 Ryanair Holdings plc ADR 783513104 2744 93516 SH SOLE NONE X 0 0 Ryder System Inc COMMON 783549108 1711 30100 SH SOLE NONE X 0 0 Safeway Inc COMMON 786514208 2578 110323 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Salesforce.com Inc COMMON 79466L302 19516 131000 SH SOLE NONE X 0 0 SanDisk Corp COMMON 80004C101 7001 168700 SH SOLE NONE X 0 0 SanDisk Corp NOTE 80004CAC5 11922 12300000 PRN SOLE NONE X 0 0 Sara Lee Corp COMMON 803111103 9438 497010 SH SOLE NONE X 0 0 SBA Communications Corp COMMON 78388J106 1153 30200 SH SOLE NONE X 0 0 SCANA Corp COMMON 80589M102 3886 98700 SH SOLE NONE X 0 0 Schlumberger Ltd COMMON 806857108 93968 1087592 SH SOLE NONE X 0 0 Scripps Networks Interactive Inc COMMON 811065101 3788 77500 SH SOLE NONE X 0 0 SeaDrill Ltd COMMON G7945E105 12821 362241 SH SOLE NONE X 0 0 Seagate Technology PLC COMMON G7945M107 920 56900 SH SOLE NONE X 0 0 Sealed Air Corp COMMON 81211K100 3147 132300 SH SOLE NONE X 0 0 Sears Holdings Corp COMMON 812350106 1870 26177 SH SOLE NONE X 0 0 SEI Investments Co COMMON 784117103 304 13500 SH SOLE NONE X 0 0 Select Medical Holdings Corp COMMON 81619Q105 1269 143117 SH SOLE NONE X 0 0 Sempra Energy COMMON 816851109 11533 218100 SH SOLE NONE X 0 0 Sherwin-Williams Co/The COMMON 824348106 6181 73700 SH SOLE NONE X 0 0 Shire PLC ADR 82481R106 4711 50000 SH SOLE NONE X 0 0 Sigma-Aldrich Corp COMMON 826552101 7397 100800 SH SOLE NONE X 0 0 Silver Wheaton Corp COMMON 828336107 165324 5012700 SH SOLE NONE X 0 0 Simon Property Group Inc REIT 828806109 25664 220800 SH SOLE NONE X 0 0 Sirius XM Radio Inc COMMON 82967N108 2152 982876 SH SOLE NONE X 0 0 SLM Corporation COMMON 78442P106 5976 355500 SH SOLE NONE X 0 0 SM Energy Co COMMON 78454L100 5144 70000 SH SOLE NONE X 0 0 Smithfield Foods Inc NOTE 832248AR9 2369 2000000 PRN SOLE NONE X 0 0 Snap-On Inc COMMON 833034101 2131 34100 SH SOLE NONE X 0 0 Societe Aurifere Barrick COMMON 067901108 94402 2080559 SH SOLE NONE X 0 0 Sonus Networks Inc COMMON 835916107 2430 750000 SH SOLE NONE X 0 0 Southern Co COMMON 842587107 31500 780100 SH SOLE NONE X 0 0 Southern Copper Corp COMMON 84265V105 10851 330123 SH SOLE NONE X 0 0 Southern Union Co COMMON 844030106 20075 500000 SH SOLE NONE X 0 0 Southwest Airlines Co COMMON 844741108 3425 299900 SH SOLE NONE X 0 0 Southwestern Energy Co COMMON 845467109 12491 291300 SH SOLE NONE X 0 0 Spectra Energy Corp COMMON 847560109 14914 544100 SH SOLE NONE X 0 0 Sprint Nextel Corp COMMON 852061100 14931 2770200 SH SOLE NONE X 0 0 SPX Corp COMMON 784635104 1099 13300 SH SOLE NONE X 0 0 St Jude Medical Inc COMMON 790849103 8530 178900 SH SOLE NONE X 0 0 Stanley Black & Decker Inc COMMON 854502101 10995 152597 SH SOLE NONE X 0 0 Stantec Inc COMMON 85472N109 66011 2275250 SH SOLE NONE X 0 0 Staples Inc COMMON 855030102 9480 600022 SH SOLE NONE X 0 0 Starbucks Corp COMMON 855244109 35853 907900 SH SOLE NONE X 0 0 Starbucks Corp LISTED OPTION 855244109 -132 -750 SH CALL SOLE NONE X 0 0 Starwood Hotels & Resorts Worldwide Inc COMMON 85590A401 9207 164300 SH SOLE NONE X 0 0 State Street Corp COMMON 857477103 20043 444500 SH SOLE NONE X 0 0 Stericycle Inc COMMON 858912108 6381 71600 SH SOLE NONE X 0 0 Stewart Enterprises Inc NOTE 860370AK1 4984 5000000 PRN SOLE NONE X 0 0 Stryker Corp COMMON 863667101 28881 492100 SH SOLE NONE X 0 0 Suncor Energy Inc COMMON 867224107 688524 17579214 SH SOLE NONE X 0 0 Sunoco Inc COMMON 86764P109 9660 231600 SH SOLE NONE X 0 0 SunTrust Banks Inc COMMON 867914103 10436 404500 SH SOLE NONE X 0 0 Symantec Corp COMMON 871503108 16709 847300 SH SOLE NONE X 0 0 Synchronoss Technologies Inc COMMON 87157B103 2856 90000 SH SOLE NONE X 0 0 Synopsys Inc COMMON 871607107 483 18800 SH SOLE NONE X 0 0 SYSCO Corp COMMON 871829107 8266 265100 SH SOLE NONE X 0 0 T Rowe Price Group Inc COMMON 74144T108 11796 195500 SH SOLE NONE X 0 0 Talisman Energy Inc COMMON 87425E103 475724 23176237 SH SOLE NONE X 0 0 Targa Resources Corp COMMON 87612G101 4015 120000 SH SOLE NONE X 0 0 Target Corp COMMON 87612E106 29614 631300 SH SOLE NONE X 0 0 TE CONNECTIVITY LTD COMMON H84989104 3353 91200 SH SOLE NONE X 0 0 Teck Resources Ltd COMMON 878742204 271201 5339366 SH SOLE NONE X 0 0 TECO Energy Inc COMMON 872375100 2369 125400 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Tellabs Inc COMMON 879664100 985 213700 SH SOLE NONE X 0 0 Tenet Healthcare Corp COMMON 88033G100 1783 285700 SH SOLE NONE X 0 0 Teradata Corp COMMON 88076W103 7188 119400 SH SOLE NONE X 0 0 Teradyne Inc COMMON 880770102 1612 108900 SH SOLE NONE X 0 0 Teradyne Inc NOTE 880770AE2 50453 18250000 PRN SOLE NONE X 0 0 Tesoro Corp COMMON 881609101 1922 83900 SH SOLE NONE X 0 0 Texas Instruments Inc COMMON 882508104 25801 785900 SH SOLE NONE X 0 0 Texas Roadhouse Inc COMMON 882681109 877 50000 SH SOLE NONE X 0 0 Texas Roadhouse Inc LISTED OPTION 882681109 -13 -500 SH PUT SOLE NONE X 0 0 The Goldman Sachs Group, Inc. COMMON 38141G104 53382 401100 SH SOLE NONE X 0 0 The Interpublic Group of Companies Inc COMMON 460690100 5173 413800 SH SOLE NONE X 0 0 Theratechnologies Inc COMMON 88338H100 27520 6077800 SH SOLE NONE X 0 0 Thermo Fisher Scientific Inc COMMON 883556102 12872 199900 SH SOLE NONE X 0 0 Thomson Reuters Corp COMMON 884903105 221327 5899000 SH SOLE NONE X 0 0 THQ Inc COMMON 872443403 3276 905000 SH SOLE NONE X 0 0 THQ Inc LISTED OPTION 872443403 128 3000 SH PUT SOLE NONE X 0 0 TIBCO Software Inc COMMON 88632Q103 5804 200000 SH SOLE NONE X 0 0 TIBCO Software Inc LISTED OPTION 88632Q103 -175 -1000 SH CALL SOLE NONE X 0 0 TIBCO Software Inc LISTED OPTION 88632Q103 38 1000 SH PUT SOLE NONE X 0 0 Tiffany & Co COMMON 886547108 11637 148200 SH SOLE NONE X 0 0 Tiffany & Co LISTED OPTION 886547108 -40 -100 SH CALL SOLE NONE X 0 0 Tim Hortons Inc COMMON 88706M103 22462 460357 SH SOLE NONE X 0 0 Time Warner Cable Inc COMMON 88732J207 24505 314000 SH SOLE NONE X 0 0 Time Warner Inc COMMON 887317303 36341 999200 SH SOLE NONE X 0 0 Titanium Metals Corp COMMON 888339207 969 52900 SH SOLE NONE X 0 0 TJX Cos Inc COMMON 872540109 18958 360900 SH SOLE NONE X 0 0 Toll Brothers Inc COMMON 889478103 819 39500 SH SOLE NONE X 0 0 Torchmark Corp COMMON 891027104 3290 51300 SH SOLE NONE X 0 0 Total System Services Inc COMMON 891906109 2144 115400 SH SOLE NONE X 0 0 TransCanada Corp COMMON 89353D107 214472 4887537 SH SOLE NONE X 0 0 TransDigm Group Inc COMMON 893641100 9119 100000 SH SOLE NONE X 0 0 TRANSOCEAN INC NOTE 893830AW9 33504 34000000 PRN SOLE NONE X 0 0 Transocean Ltd COMMON H8817H100 24199 372494 SH SOLE NONE X 0 0 Travelers Cos Inc/The COMMON 89417E109 18547 317700 SH SOLE NONE X 0 0 TRW Automotive Holdings Corp COMMON 87264S106 1617 27396 SH SOLE NONE X 0 0 Tyco International Ltd COMMON H89128104 21547 435900 SH SOLE NONE X 0 0 Tyson Foods Inc COMMON 902494103 7688 395900 SH SOLE NONE X 0 0 UBS AG COMMON H89231338 77254 4243156 SH SOLE NONE X 0 0 Ultra Petroleum Corp COMMON 903914109 1218 26600 SH SOLE NONE X 0 0 Union Pacific Corp COMMON 907818108 47450 454500 SH SOLE NONE X 0 0 United Continental Holdings Inc COMMON 910047109 490 21652 SH SOLE NONE X 0 0 United Continental Holdings Inc NOTE 902549AJ3 69596 25000000 PRN SOLE NONE X 0 0 United Parcel Service, Inc. COMMON 911312106 69816 957300 SH SOLE NONE X 0 0 United Rentals Inc COMMON 911363109 7620 300000 SH SOLE NONE X 0 0 United Rentals Inc NOTE 911363AL3 3464 1500000 PRN SOLE NONE X 0 0 United States Steel Corp COMMON 912909108 5479 119000 SH SOLE NONE X 0 0 United States Steel Corp NOTE 912909AE8 31988 20000000 PRN SOLE NONE X 0 0 United Technologies Corp COMMON 913017109 64957 733900 SH SOLE NONE X 0 0 UnitedHealth Group Inc COMMON 91324P102 43632 845900 SH SOLE NONE X 0 0 Unum Group COMMON 91529Y106 6566 257700 SH SOLE NONE X 0 0 URS Corp COMMON 903236107 948 21200 SH SOLE NONE X 0 0 US Bancorp COMMON 902973304 40196 1575700 SH SOLE NONE X 0 0 Valero Energy Corp COMMON 91913Y100 12205 477300 SH SOLE NONE X 0 0 Validus Holdings Ltd COMMON G9319H102 2122 68569 SH SOLE NONE X 0 0 Ventas Inc REIT 92276F100 5798 110000 SH SOLE NONE X 0 0 Verint Systems Inc COMMON 92343X100 3889 105000 SH SOLE NONE X 0 0 VeriSign Inc COMMON 92343E102 3975 118800 SH SOLE NONE X 0 0 Verisk Analytics Inc COMMON 92345Y106 3703 106966 SH SOLE NONE X 0 0 Verizon Communications Inc COMMON 92343V104 97178 2610200 SH SOLE NONE X 0 0 Vertex Pharmaceuticals Inc COMMON 92532F100 1227 23600 SH SOLE NONE X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 --------------------------------------- ------------------ --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE --------------------------------------- ------------------ --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- Vetements de Sport Gildan Inc, Les COMMON 375916103 295239 8382902 SH SOLE NONE X 0 0 VF Corp COMMON 918204108 8772 80800 SH SOLE NONE X 0 0 Viacom, Inc. COMMON 92553P201 26938 528200 SH SOLE NONE X 0 0 Virgin Media Inc COMMON 92769L101 2406 80400 SH SOLE NONE X 0 0 Virgin Media Inc NOTE 92769LAB7 27150 15000000 PRN SOLE NONE X 0 0 Visa Inc COMMON 92826C839 32095 380900 SH SOLE NONE X 0 0 VNU Marketing Information Inc COMMON N63218106 733 23524 SH SOLE NONE X 0 0 Vornado Realty Trust REIT 929042109 11536 123800 SH SOLE NONE X 0 0 Vulcan Materials Co COMMON 929160109 4111 106700 SH SOLE NONE X 0 0 Walgreen Co COMMON 931422109 36095 850100 SH SOLE NONE X 0 0 Wal-Mart Stores Inc COMMON 931142103 86462 1627056 SH SOLE NONE X 0 0 Walt Disney Co/The COMMON 254687106 67188 1721000 SH SOLE NONE X 0 0 Walter Energy Inc COMMON 93317Q105 1742 15047 SH SOLE NONE X 0 0 Warner Chilcott PLC COMMON G94368100 391 16200 SH SOLE NONE X 0 0 Washington Post C/The COMMON 939640108 1801 4300 SH SOLE NONE X 0 0 Waste Management Inc COMMON 94106L109 16078 431400 SH SOLE NONE X 0 0 Waters Corp COMMON 941848103 953 9953 SH SOLE NONE X 0 0 Watson Pharmaceuticals Inc COMMON 942683103 16037 233340 SH SOLE NONE X 0 0 Weatherford International Ltd COMMON H27013103 3531 188300 SH SOLE NONE X 0 0 WellPoint Inc COMMON 94973V107 22662 287700 SH SOLE NONE X 0 0 Wells Fargo & Co COMMON 949746101 115088 4101500 SH SOLE NONE X 0 0 Western Digital Corp COMMON 958102105 5992 164700 SH SOLE NONE X 0 0 Western Union Co, The COMMON 959802109 10045 501500 SH SOLE NONE X 0 0 Weyerhaeuser Co REIT 962166104 8862 405398 SH SOLE NONE X 0 0 Whirlpool Corp COMMON 963320106 5253 64600 SH SOLE NONE X 0 0 Whiting Petroleum Corp COMMON 966387102 1169 20538 SH SOLE NONE X 0 0 Whole Foods Market Inc COMMON 966837106 7995 126000 SH SOLE NONE X 0 0 Williams Cos Inc/The COMMON 969457100 14889 492200 SH SOLE NONE X 0 0 Willis Group Holdings PLC COMMON G96666105 604 14700 SH SOLE NONE X 0 0 Windstream Corp COMMON 97381W104 5575 430153 SH SOLE NONE X 0 0 Wisconsin Energy Corp COMMON 976657106 62631 1997800 SH SOLE NONE X 0 0 WR Berkley Corp COMMON 084423102 3598 110900 SH SOLE NONE X 0 0 Wyndham Worldwide Corp COMMON 98310W108 3338 99200 SH SOLE NONE X 0 0 Wynn Resorts Ltd COMMON 983134107 9431 65700 SH SOLE NONE X 0 0 Xcel Energy Inc COMMON 98389B100 10884 447900 SH SOLE NONE X 0 0 Xerox Corp COMMON 984121103 11499 1104572 SH SOLE NONE X 0 0 Xilinx Inc COMMON 983919101 6849 187800 SH SOLE NONE X 0 0 Xilinx Inc NOTE 983919AD3 24292 19000000 PRN SOLE NONE X 0 0 XL Group Plc COMMON G98290102 12504 568900 SH SOLE NONE X 0 0 Yahoo! Inc COMMON 984332106 15269 1015200 SH SOLE NONE X 0 0 Yahoo! Inc LISTED OPTION 984332106 14 2000 SH CALL SOLE NONE X 0 0 Yum! Brands Inc COMMON 988498101 23858 431900 SH SOLE NONE X 0 0 Zimmer Holdings Inc COMMON 98956P102 9455 149600 SH SOLE NONE X 0 0 Zions Bancorporation COMMON 989701107 2577 107311 SH SOLE NONE X 0 0