-----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, TqewwNsTrjxte0bapGw+k+50gWZ3iM8rFc8Lj5nTD7gM9Fvesa+Rkps1A2v+eVkC vehkWQfMbmKynS0SnUvEqA== 0001163648-09-000002.txt : 20090109 0001163648-09-000002.hdr.sgml : 20090109 20090109094239 ACCESSION NUMBER: 0001163648-09-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090109 DATE AS OF CHANGE: 20090109 EFFECTIVENESS DATE: 20090109 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: 09517131 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 ciqq42008.txt CI INVESTMENTS QIV, 2008 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: December 31, 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 January 9, 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: 277 Form 13F Information Table Value Total: $ 4,585,132 (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 12/31/08 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 55,561 1,949,500 SHS 0SOLE NONE 1,949,500 ABBOTT LABS COM 002824100 27,838 521,600 SHS 0SOLE NONE 521,600 AEROVIRONMENT INC COM 008073108 578 15,700 SHS 0SOLE NONE 15,700 AETNA INC COM 00817Y108 3,699 129,800 SHS 0SOLE NONE 129,800 AIRGAS INC COM 009363102 1,560 40,000 SHS 0SOLE NONE 40,000 ALASKA AIR GROUP INC COM 011659109 959 32,800 SHS 0SOLE NONE 32,800 ALBERTO CULVER CO COM 013078100 1,728 70,500 SHS 0SOLE NONE 70,500 ALLIANT ENERGY CORP COM 018802108 1,710 58,600 SHS 0SOLE NONE 58,600 ALLIANT TECHSYSTEMS INC COM 018804104 35,993 419,700 SHS 0SOLE NONE 419,700 ALTRIA GROUP INC COM 02209S103 3,211 213,238 SHS 0SOLE NONE 213,238 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,913 952,200 SHS 0SOLE NONE 952,200 AMERICAN EXPRESS CO COM 025816109 1,621 87,400 SHS 0SOLE NONE 87,400 AMERICAN PUBLIC EDUCATION IN COM 02913V103 141 3,800 SHS 0SOLE NONE 3,800 AMERICAN STS WTR CO COM 029899101 392 11,900 SHS 0SOLE NONE 11,900 AMETEK INC COM 031100100 8,537 282,600 SHS 0SOLE NONE 282,600 AMGEN INC COM 031162100 6,803 117,800 SHS 0SOLE NONE 117,800 ANADARKO PETE CORP COM 032511107 28,539 740,300 SHS 0SOLE NONE 740,300 ANALOG DEVICES INC COM 032654105 1,204 63,300 SHS 0SOLE NONE 63,300 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 272 9,812 SHS 0SOLE NONE 9,812 ANNALY CAP MGMT INC COM 035710409 1,274 80,300 SHS 0SOLE NONE 80,300 APACHE CORP COM 037411105 17,218 231,015 SHS 0SOLE NONE 231,015 APOLLO GROUP INC CL A 037604105 8,037 104,900 SHS 0SOLE NONE 104,900 APPLE INC COM 037833100 11,343 132,900 SHS 0SOLE NONE 132,900 APPLIED MATLS INC COM 038222105 2,183 215,500 SHS 0SOLE NONE 215,500 AQUA AMERICA INC COM 03836W103 5,594 271,700 SHS 0SOLE NONE 271,700 ARCHER DANIELS MIDLAND CO COM 039483102 5,253 182,200 SHS 0SOLE NONE 182,200 AUTODESK INC COM 052769106 983 50,000 SHS 0SOLE NONE 50,000 BP PLC SPONSORED ADR 055622104 136 2,900 SHS 0SOLE NONE 2,900 BALDOR ELEC CO COM 057741100 17,659 989,300 SHS 0SOLE NONE 989,300 BALL CORP COM 058498106 23,378 562,100 SHS 0SOLE NONE 562,100 BANK OF YORK MELLON CORP COM 064058100 31,619 1,116,100 SHS 0SOLE NONE 1,116,100 BARD C R INC COM 067383109 843 10,000 SHS 0SOLE NONE 10,000 BARRICK GOLD CORP COM 067901108 6,527 177,500 SHS 0SOLE NONE 177,500 BAXTER INTL INC COM 071813109 9,330 174,100 SHS 0SOLE NONE 174,100 BECKMAN COULTER INC COM 075811109 308 7,000 SHS 0SOLE NONE 7,000 BECTON DICKINSON & CO COM 075887109 7,612 111,300 SHS 0SOLE NONE 111,300 BED BATH & BEYOND INC COM 075896100 135,997 5,350,000 SHS 0SOLE NONE 5,350,000 BEST BUY INC COM 086516101 1,709 60,800 SHS 0SOLE NONE 60,800 BIOMARIN PHARMACEUTICAL INC COM 09061G101 6,315 354,800 SHS 0SOLE NONE 354,800 BIOGEN IDEC INC COM 09062X103 4,906 103,000 SHS 0SOLE NONE 103,000 BLACKROCK INC COM 09247X101 2,012 15,000 SHS 0SOLE NONE 15,000 BOEING CO COM 097023105 3,512 82,300 SHS 0SOLE NONE 82,300 BRISTOL MYERS SQUIBB CO COM 110122108 1,879 80,800 SHS 0SOLE NONE 80,800 BROADCOM CORP CL A 111320107 3,489 205,600 SHS 0SOLE NONE 205,600 BURGER KING HLDGS INC COM 121208201 10,235 428,600 SHS 0SOLE NONE 428,600 BURLINGTON NORTHN SANTA FE C COM 12189T104 10,236 135,200 SHS 0SOLE NONE 135,200 CME GROUP INC COM 12572Q105 2,081 10,000 SHS 0SOLE NONE 10,000 CVS CAREMARK CORPORATION COM 126650100 52,491 1,826,400 SHS 0SOLE NONE 1,826,400 CACI INTL INC CL A 127190304 401 8,900 SHS 0SOLE NONE 8,900 CANON INC ADR 138006309 2,572 81,900 SHS 0SOLE NONE 81,900 CELGENE CORP COM 151020104 2,858 51,700 SHS 0SOLE NONE 51,700 CEPHALON INC COM 156708109 21,926 284,600 SHS 0SOLE NONE 284,600 CHARLES RIV LABS INTL INC COM 159864107 3,275 125,000 SHS 0SOLE NONE 125,000 CHEVRON CORP COM 166764100 47,252 638,800 SHS 0SOLE NONE 638,800 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,551 30,500 SHS 0SOLE NONE 30,500 CHIPOTLE MEXICAN GRILL INC CL A 169656105 930 15,000 SHS 0SOLE NONE 15,000 CHUBB CORP COM 171232101 5,620 110,200 SHS 0SOLE NONE 110,200 CISCO SYS INC COM 17275R102 301,710 18,509,800SHS 0SOLE NONE 18,509,80 CITIGROUP INC COM 172967101 44 6,600 SHS 0SOLE NONE 6,600 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 72 5,100 SHS 0SOLE NONE 5,100 COLGATE PALMOLIVE CO COM 194162103 446 6,500 SHS 0SOLE NONE 6,500 COMCAST CORP CL A 20030N101 110 6,500 SHS 0SOLE NONE 6,500 COMMERCIAL METALS CO COM 201723103 940 79,200 SHS 0SOLE NONE 79,200 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,466 203,600 SHS 0SOLE NONE 203,600 COMPASS MINERALS INTL INC COM 20451N101 1,484 25,300 SHS 0SOLE NONE 25,300 CONSTELLATION ENERGY GROUP I COM 210371100 13,601 542,082 SHS 0SOLE NONE 542,082 CONTINENTAL RESOURCES INC COM 212015101 8,402 405,700 SHS 0SOLE NONE 405,700 COOPER COS INC COM 216648402 126 7,700 SHS 0SOLE NONE 7,700 CORRECTIONS CORP AMER COM 22025Y407 7,136 436,200 SHS 0SOLE NONE 436,200 COSTCO WHSL CORP COM 22160K105 4,902 93,374 SHS 0SOLE NONE 93,374 CUBIC CORP COM 229669106 593 21,800 SHS 0SOLE NONE 21,800 CURTISS WRIGHT CORP COM 231561101 835 25,000 SHS 0SOLE NONE 25,000 DARDEN RESTAURANTS INC COM 237194105 3,063 108,700 SHS 0SOLE NONE 108,700 DELTA AIR LINES INC DEL COM 247361702 1,610 140,500 SHS 0SOLE NONE 140,500 DEVON ENERGY CORP COM 25179M103 7,892 120,100 SHS 0SOLE NONE 120,100 DIRECTV GROUP INC COM 25459L106 1,521 66,400 SHS 0SOLE NONE 66,400 DISNEY WALT CO COM DISNEY 0 254687106 225 9,900 SHS 0SOLE NONE 9,900 DISCOVER FINL SVCS COM 254709108 129,074 13,544,000SHS 0SOLE NONE 13,544,00 DOLLAR FINL CORP COM 256664103 2,743 266,300 SHS 0SOLE NONE 266,300 DOLLAR TREE INC COM 256746108 5,054 120,900 SHS 0SOLE NONE 120,900 DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,281 325,000 SHS 0SOLE NONE 325,000 DU PONT E I DE NEMOURS & CO COM 263534109 1,898 75,000 SHS 0SOLE NONE 75,000 EATON CORP COM 278058102 949 19,100 SHS 0SOLE NONE 19,100 EBAY INC COM 278642103 3,484 249,600 SHS 0SOLE NONE 249,600 ECOLAB INC COM 278865100 5,497 156,400 SHS 0SOLE NONE 156,400 ENCANA CORP COM 292505104 84 1,800 SHS 0SOLE NONE 1,800 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 4,225 165,680 SHS 0SOLE NONE 165,680 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 333 13,624 SHS 0SOLE NONE 13,624 ENTERGY CORP COM 29364G103 2,461 29,600 SHS 0SOLE NONE 29,600 EQUITABLE RES INC COM 294549100 134 4,000 SHS 0SOLE NONE 4,000 EXPEDITORS INTL WASH INC COM 302130109 2,375 71,400 SHS 0SOLE NONE 71,400 EXXON MOBIL CORP COM 30231G102 15,927 199,512 SHS 0SOLE NONE 199,512 FMC TECHNOLOGIES INC COM 30249U101 3,518 147,648 SHS 0SOLE NONE 147,648 FPL GROUP INC COM 302571104 30,233 600,700 SHS 0SOLE NONE 600,700 FTI CONSULTING INC COM 302941109 5,022 112,400 SHS 0SOLE NONE 112,400 FLUOR CORP COM 343412102 2,333 52,000 SHS 0SOLE NONE 52,000 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 16,572 550,013 SHS 0SOLE NONE 550,013 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,300 94,100 SHS 0SOLE NONE 94,100 GAMESTOP CORP CL A 36467W109 3,379 156,000 SHS 0SOLE NONE 156,000 GAP INC DEL COM 364760108 3,279 244,900 SHS 0SOLE NONE 244,900 GENENTECH INC COM 368710406 3,689 44,500 SHS 0SOLE NONE 44,500 GENERAL ELECTRIC CO COM 369604103 310,442 19,163,100SHS 0SOLE NONE 19,163,10 GENTEX CORP COM 371901109 1,545 175,000 SHS 0SOLE NONE 175,000 GENOPTIX INC COM 37243V100 2,897 85,000 SHS 0SOLE NONE 85,000 GEOGLOBAL RESOURCES INC COM 37249T109 3,009 1,880,493 SHS 0SOLE NONE 1,880,493 GENZYME CORP COM 372917104 6,239 94,000 SHS 0SOLE NONE 94,000 GILEAD SCIENCES INC COM 375558103 6,162 120,500 SHS 0SOLE NONE 120,500 GOLD FIELDS LTD SPONSORED ADR 38059T106 27 2,700 SHS 0SOLE NONE 2,700 GOLDMAN SACHS GROUP INC COM 38141G104 1,831 21,700 SHS 0SOLE NONE 21,700 GOODRICH CORP COM 382388106 6,479 175,000 SHS 0SOLE NONE 175,000 GRACO INC COM 384109104 522 22,000 SHS 0SOLE NONE 22,000 GRAHAM CORP COM 384556106 3,787 350,000 SHS 0SOLE NONE 350,000 GRAINGER W W INC COM 384802104 21,720 275,500 SHS 0SOLE NONE 275,500 HALLIBURTON CO COM 406216101 2,734 150,400 SHS 0SOLE NONE 150,400 HARLEY DAVIDSON INC COM 412822108 2,605 153,500 SHS 0SOLE NONE 153,500 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 52 4,700 SHS 0SOLE NONE 4,700 HARTFORD FINL SVCS GROUP INC COM 416515104 35,444 2,158,600 SHS 0SOLE NONE 2,158,600 HATTERAS FINL CORP COM 41902R103 883 33,200 SHS 0SOLE NONE 33,200 HESS CORP COM 42809H107 55,379 1,032,414 SHS 0SOLE NONE 1,032,414 HEWLETT PACKARD CO COM 428236103 7,418 204,400 SHS 0SOLE NONE 204,400 HONEYWELL INTL INC COM 438516106 1,911 58,200 SHS 0SOLE NONE 58,200 HOSPIRA INC COM 441060100 3,559 132,700 SHS 0SOLE NONE 132,700 HUDSON CITY BANCORP COM 443683107 5,348 335,100 SHS 0SOLE NONE 335,100 HUGOTON RTY TR TEX UNIT BEN INT 444717102 104 6,500 SHS 0SOLE NONE 6,500 IMS HEALTH INC COM 449934108 83 5,500 SHS 0SOLE NONE 5,500 ICON PUB LTD CO SPONSORED ADR 45103T107 547 27,800 SHS 0SOLE NONE 27,800 IMMUCOR INC COM 452526106 3,942 148,300 SHS 0SOLE NONE 148,300 INTEL CORP COM 458140100 272,395 18,580,862SHS 0SOLE NONE 18,580,86 INTERCONTINENTALEXCHANGE INC COM 45865V100 4,806 58,300 SHS 0SOLE NONE 58,300 INTERNATIONAL BUSINESS MACHS COM 459200101 14,029 166,700 SHS 0SOLE NONE 166,700 ISHARES INC MSCI CDA INDEX 464286509 526 30,200 SHS 0SOLE NONE 30,200 ISHARES INC MSCI EMU INDEX 464286608 1,163 38,000 SHS 0SOLE NONE 38,000 ISHARES INC MSCI JAPAN 464286848 97,388 10,144,600SHS 0SOLE NONE 10,144,60 ISHARES TR FTSE XNHUA IDX FTSE XNHUA IDX 464287184 3,020 103,500 SHS 0SOLE NONE 103,500 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 75 3,000 SHS 0SOLE NONE 3,000 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 354 7,800 SHS 0SOLE NONE 7,800 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 171 3,800 SHS 0SOLE NONE 3,800 JP MORGAN CHASE & CO COM 46625H100 15,409 488,700 SHS 0SOLE NONE 488,700 JACOBS ENGR GROUP INC DEL COM 469814107 1,337 27,800 SHS 0SOLE NONE 27,800 JOHNSON & JOHNSON COM 478160104 15,346 256,500 SHS 0SOLE NONE 256,500 KANSAS CITY SOUTHERN COM 485170302 179 9,400 SHS 0SOLE NONE 9,400 KELLOGG CO COM 487836108 3,565 81,300 SHS 0SOLE NONE 81,300 KIMBERLY CLARK CORP COM 494368103 2,980 56,500 SHS 0SOLE NONE 56,500 KRAFT FOODS INC CL A 50075N104 590 21,968 SHS 0SOLE NONE 21,968 KROGER CO COM 501044101 9,267 350,900 SHS 0SOLE NONE 350,900 LKQ CORP COM 501889208 3,746 321,300 SHS 0SOLE NONE 321,300 LAUDER ESTEE COS INC CL A 518439104 4,334 140,000 SHS 0SOLE NONE 140,000 LIBERTY MEDIA CORP NEW ENT COM 53071M500 7,147 408,871 SHS 0SOLE NONE 408,871 LINCOLN NATL CORP IND COM 534187109 75,377 4,000,900 SHS 0SOLE NONE 4,000,900 LOCKHEED MARTIN CORP COM 539830109 7,265 86,400 SHS 0SOLE NONE 86,400 LORILLARD INC COM 544147101 8,362 148,400 SHS 0SOLE NONE 148,400 LOWES COS INC COM 548661107 2,509 116,600 SHS 0SOLE NONE 116,600 MEMC ELECTR MATLS INC COM 552715104 8,537 597,800 SHS 0SOLE NONE 597,800 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 3,342 886,530 SHS 0SOLE NONE 886,530 MANTECH INTL CORP CL A 564563104 3,425 63,200 SHS 0SOLE NONE 63,200 MARATHON OIL CORP COM 565849106 1,451 53,020 SHS 0SOLE NONE 53,020 MARKET VECTORS ETF TR GOLD MINER ETF 0 57060U100 999 29,500 SHS 0SOLE NONE 29,500 MARTIN MARIETTA MATLS INC COM 573284106 203,868 2,100,000 SHS 0SOLE NONE 2,100,000 MASTERCARD INC CL A 57636Q104 143 1,000 SHS 0SOLE NONE 1,000 MCDONALDS CORP COM 580135101 19,664 316,200 SHS 0SOLE NONE 316,200 MCKESSON CORP COM 58155Q103 62 1,600 SHS 0SOLE NONE 1,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 320 7,629 SHS 0SOLE NONE 7,629 MEDTRONIC INC COM 585055106 2,617 83,300 SHS 0SOLE NONE 83,300 MERCK & CO INC COM 589331107 9,141 300,700 SHS 0SOLE NONE 300,700 MICROSOFT CORP COM 594918104 257,417 13,241,600SHS 0SOLE NONE 13,241,60 MILLER INDS INC TENN COM 600551204 492 92,764 SHS 0SOLE NONE 92,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,729 64,800 SHS 0SOLE NONE 64,800 MONSANTO CO COM 61166W101 7,183 102,100 SHS 0SOLE NONE 102,100 MORGAN STANLEY COM 617446448 1,075 67,000 SHS 0SOLE NONE 67,000 MURPHY OIL CORP COM 626717102 2,218 50,000 SHS 0SOLE NONE 50,000 NTT DOCOMO INC SPONSORED ADR 62942M201 2,572 131,100 SHS 0SOLE NONE 131,100 NALCO HOLDING COMPANY COM 62985Q101 2,306 199,800 SHS 0SOLE NONE 199,800 MONT MINING CORP COM 651639106 3,842 94,400 SHS 0SOLE NONE 94,400 NEXEN INC COM 65334H102 440 25,000 SHS 0SOLE NONE 25,000 NITROMED INC COM 654798503 25 69,700 SHS 0SOLE NONE 69,700 NOKIA CORP SPONSORED ADR 654902204 38,292 2,454,600 SHS 0SOLE NONE 2,454,600 NOBLE ENERGY INC COM 655044105 10,981 223,100 SHS 0SOLE NONE 223,100 NORDSTROM INC COM 655664100 2,179 163,700 SHS 0SOLE NONE 163,700 NORTHERN TR CORP COM 665859104 1,710 32,800 SHS 0SOLE NONE 32,800 OCCIDENTAL PETE CORP DEL COM 674599105 49,846 830,900 SHS 0SOLE NONE 830,900 OIL SVC HOLDRS TR DEPOSTRY RCPT 0 678002106 354 4,800 SHS 0SOLE NONE 4,800 ORACLE CORP COM 68389X105 15,929 898,400 SHS 0SOLE NONE 898,400 ORBITAL SCIENCES CORP COM 685564106 6,347 325,000 SHS 0SOLE NONE 325,000 OTELCO INC INCME DEP SECS 688823202 8,769 1,158,400 SHS 0SOLE NONE 1,158,400 OWENS ILL INC COM 690768403 5,717 209,200 SHS 0SOLE NONE 209,200 PNC FINL SVCS GROUP INC COM 693475105 3,999 81,604 SHS 0SOLE NONE 81,604 PACER INTL INC TENN COM 69373H106 3,965 380,120 SHS 0SOLE NONE 380,120 PALL CORP COM 696429307 3,420 120,300 SHS 0SOLE NONE 120,300 PATTERSON UTI ENERGY INC COM 703481101 70,259 6,104,200 SHS 0SOLE NONE 6,104,200 PEABODY ENERGY CORP COM 704549104 55 2,400 SHS 0SOLE NONE 2,400 PERINI CORP COM 713839108 1,169 50,000 SHS 0SOLE NONE 50,000 PETRO-CDA COM 71644E102 90 4,100 SHS 0SOLE NONE 4,100 PETROHAWK ENERGY CORP COM 716495106 5,413 346,300 SHS 0SOLE NONE 346,300 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 6,097 298,729 SHS 0SOLE NONE 298,729 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 67,715 2,765,000 SHS 0SOLE NONE 2,765,000 PETSMART INC COM 716768106 83,025 4,500,000 SHS 0SOLE NONE 4,500,000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 92 1,500 SHS 0SOLE NONE 1,500 PHILIP MORRIS INTL INC COM 718172109 40,880 939,557 SHS 0SOLE NONE 939,557 PIEDMONT NAT GAS INC COM 720186105 1,644 51,900 SHS 0SOLE NONE 51,900 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 130 9,000 SHS 0SOLE NONE 9,000 PRAXAIR INC COM 74005P104 5,989 100,900 SHS 0SOLE NONE 100,900 PRICE T ROWE GROUP INC COM 74144T108 7,347 207,300 SHS 0SOLE NONE 207,300 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 38,249 1,694,700 SHS 0SOLE NONE 1,694,700 PROCTER & GAMBLE CO COM 742718109 52,244 845,099 SHS 0SOLE NONE 845,099 PUBLIC SVC ENTERPRISE GROUP COM 744573106 449 15,400 SHS 0SOLE NONE 15,400 QUALCOMM INC COM 747525103 12,326 344,000 SHS 0SOLE NONE 344,000 RAYTHEON CO COM 755111507 63,841 1,250,800 SHS 0SOLE NONE 1,250,800 REINSURANCE GROUP AMER INC CL A 759351604 6,075 141,865 SHS 0SOLE NONE 141,865 RESEARCH IN MOTION LTD COM 760975102 19,389 477,800 SHS 0SOLE NONE 477,800 ROCK-TENN CO CL A 772739207 3,435 100,500 SHS 0SOLE NONE 100,500 ROSS STORES INC COM 778296103 156,974 5,280,000 SHS 0SOLE NONE 5,280,000 ROYAL DUTCH SHELL PLC SPONSORED ADR B 780259107 103 2,000 SHS 0SOLE NONE 2,000 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 154 2,900 SHS 0SOLE NONE 2,900 SBA COMMUNICATIONS CORP COM 78388J106 8,940 547,800 SHS 0SOLE NONE 547,800 SAIC INC COM 78390X101 7,486 384,300 SHS 0SOLE NONE 384,300 SPDR GOLD TRUST GOLD SHS 78463V107 414,630 4,790,644 SHS 0SOLE NONE 4,790,644 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 1,618 47,100 SHS 0SOLE NONE 47,100 SCHLUMBERGER LTD COM 806857108 3,518 83,100 SHS 0SOLE NONE 83,100 SCHOLASTIC CORP COM 807066105 259 19,100 SHS 0SOLE NONE 19,100 SCHWAB CHARLES CORP COM 808513105 97 6,000 SHS 0SOLE NONE 6,000 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,296 96,200 SHS 0SOLE NONE 96,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 201 4,200 SHS 0SOLE NONE 4,200 SEMPRA ENERGY COM 816851109 13,211 309,900 SHS 0SOLE NONE 309,900 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1,573 48,600 SHS 0SOLE NONE 48,600 SHERWIN WILLIAMS CO COM 824348106 418 7,000 SHS 0SOLE NONE 7,000 SIGMA ALDRICH CORP COM 826552101 2,708 64,100 SHS 0SOLE NONE 64,100 SIMPSON MANUFACTURING CO INC COM 829073105 441 15,900 SHS 0SOLE NONE 15,900 SOUTHWEST AIRLS CO COM 844741108 3,017 350,000 SHS 0SOLE NONE 350,000 SOUTHWESTERN ENERGY CO COM 845467109 9,166 316,400 SHS 0SOLE NONE 316,400 SPECTRA ENERGY CORP COM 847560109 32,481 2,063,600 SHS 0SOLE NONE 2,063,600 STATE STR CORP COM 857477103 11,555 293,800 SHS 0SOLE NONE 293,800 STRAYER ED INC COM 863236105 787 3,670 SHS 0SOLE NONE 3,670 SUNTRUST BKS INC COM 867914103 295 10,000 SHS 0SOLE NONE 10,000 TJX COS INC COM 872540109 89,480 4,350,000 SHS 0SOLE NONE 4,350,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 164,083 20,770,000SHS 0SOLE NONE 20,770,00 TELEFONICA S A SPONSORED ADR 879382208 2,089 31,000 SHS 0SOLE NONE 31,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,895 68,000 SHS 0SOLE NONE 68,000 TESSERA TECHNOLOGIES INC COM 88164L100 2,753 231,700 SHS 0SOLE NONE 231,700 THERMO FISHER SCIENTIFIC INC COM 883556102 13,836 406,100 SHS 0SOLE NONE 406,100 3M CO COM 88579Y101 1,726 30,000 SHS 0SOLE NONE 30,000 TIBCO SOFTWARE INC COM 88632Q103 142 27,400 SHS 0SOLE NONE 27,400 TIME WARNER INC COM 887317105 85 8,400 SHS 0SOLE NONE 8,400 TIVO INC COM 888706108 179 25,000 SHS 0SOLE NONE 25,000 TOTAL S A SPONSORED ADR 89151E109 12,242 221,370 SHS 0SOLE NONE 221,370 TOTAL SYS SVCS INC COM 891906109 2,100 150,000 SHS 0SOLE NONE 150,000 TUPPERWARE BRANDS CORP COM 899896104 182 8,000 SHS 0SOLE NONE 8,000 US BANCORP DEL COM 902973304 4,942 197,600 SHS 0SOLE NONE 197,600 ULTRA PETROLEUM CORP COM 903914109 15,564 451,000 SHS 0SOLE NONE 451,000 UNION PAC CORP COM 907818108 10,430 218,200 SHS 0SOLE NONE 218,200 UNITED PARCEL SERVICE INC CL B 911312106 2,637 47,800 SHS 0SOLE NONE 47,800 UNITED TECHNOLOGIES CORP COM 913017109 3,522 65,700 SHS 0SOLE NONE 65,700 UNIVERSAL HLTH SVCS INC CL B 913903100 3,193 85,000 SHS 0SOLE NONE 85,000 VCA ANTECH INC COM 918194101 994 50,000 SHS 0SOLE NONE 50,000 VALERO ENERGY CORP COM 91913Y100 3,073 142,000 SHS 0SOLE NONE 142,000 VERISIGN INC COM 92343E102 6,256 327,900 SHS 0SOLE NONE 327,900 VERIZON COMMUNICATIONS COM 92343V104 2,509 74,000 SHS 0SOLE NONE 74,000 VISA INC COM 92826C839 1,311 25,000 SHS 0SOLE NONE 25,000 VMWARE INC CL A COM 928563402 1,184 50,000 SHS 0SOLE NONE 50,000 WACHOVIA CORP COM 929903102 299 54,000 SHS 0SOLE NONE 54,000 WAL MART STORES INC COM 931142103 8,588 153,200 SHS 0SOLE NONE 153,200 WELLPOINT INC COM 94973V107 7,310 173,500 SHS 0SOLE NONE 173,500 WELLS FARGO & CO COM 949746101 7,998 271,300 SHS 0SOLE NONE 271,300 WHITING PETE CORP COM 966387102 567 16,949 SHS 0SOLE NONE 16,949 WINDSTREAM CORP COM 97381W104 4,686 509,300 SHS 0SOLE NONE 509,300 WYETH COM 983024100 1,223 32,600 SHS 0SOLE NONE 32,600 XTO ENERGY INC COM 98385X106 33,529 950,626 SHS 0SOLE NONE 950,626 XILINX INC COM 983919101 4,656 261,300 SHS 0SOLE NONE 261,300 YAMANA GOLD INC COM 98462Y100 62 8,000 SHS 0SOLE NONE 8,000 ZIMMER HLDGS INC COM 98956P102 202 5,000 SHS 0SOLE NONE 5,000 ACCENTURE LTD BERMUDA CL A G1150G111 3,187 97,200 SHS 0SOLE NONE 97,200 COVIDIEN LTD COM G2552X108 6,853 189,100 SHS 0SOLE NONE 189,100 FRESH DEL MONTE PRODUCE INC ORD ORD G36738105 1,650 73,600 SHS 0SOLE NONE 73,600 GARMIN LTD ORD ORD G37260109 874 45,600 SHS 0SOLE NONE 45,600 IPC HLDGS LTD ORD ORD G4933P101 1,854 62,000 SHS 0SOLE NONE 62,000 NABORS INDUSTRIES LTD SHS G6359F103 2,174 181,600 SHS 0SOLE NONE 181,600 UBS AG SHS H89231338 200 14,000 SHS 0SOLE NONE 14,000 SEASPAN CORP SHS Y75638109 6,766 761,050 SHS 0SOLE NONE 761,050
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