-----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, Q5gLic8YO3CgcauouTSvY/kVZhlqfojV0fOKrxisZbhBxmTkFGbL1k1csm/72GeV YyInKP2j1t2uODvxEeOJJg== 0001163648-09-000004.txt : 20090415 0001163648-09-000004.hdr.sgml : 20090415 20090415095459 ACCESSION NUMBER: 0001163648-09-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090415 DATE AS OF CHANGE: 20090415 EFFECTIVENESS DATE: 20090415 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: 09749994 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 ciqq12009.txt CII QI, 2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: March 31, 2009 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 April 15, 2009 [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. 28-06395 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: 323 Form 13F Information Table Value Total: $ 4,829,918 (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 3/31/09 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 51,486 2,043,100 SHS 0SOLE NONE 2,043,100 ABBOTT LABS COM 002824100 25,305 530,500 SHS 0SOLE NONE 530,500 ADOBE SYS INC COM 00724F101 2,077 97,100 SHS 0SOLE NONE 97,100 AETNA INC COM 00817Y108 5,618 230,900 SHS 0SOLE NONE 230,900 AGNICO EAGLE MINES LTD COM 008474108 1,469 25,800 SHS 0SOLE NONE 25,800 AGRIUM INC CALL 008916908 36 1,000 SHS 0SOLE NONE 1,000 ALBERTO CULVER CO COM 013078100 1,868 82,600 SHS 0SOLE NONE 82,600 ALLIANCE DATA SYSTEMS CORP COM 018581108 103 2,800 SHS 0SOLE NONE 2,800 ALLIANT TECHSYSTEMS INC COM 018804104 30,637 457,400 SHS 0SOLE NONE 457,400 ALTERA CORP COM 021441100 1,009 57,500 SHS 0SOLE NONE 57,500 AMAZON COM INC COM 023135106 5,449 74,200 SHS 0SOLE NONE 74,200 AMEDISYS INC COM 023436108 1,375 50,000 SHS 0SOLE NONE 50,000 AMERICAN CAP LTD COM 02503Y103 500 267,491 SHS 0SOLE NONE 267,491 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 4,617 377,200 SHS 0SOLE NONE 377,200 AMERICAN PUBLIC EDUCATION IN COM 02913V103 315 7,500 SHS 0SOLE NONE 7,500 AMERICAN SCIENCE & ENGR INC COM 029429107 1,395 25,000 SHS 0SOLE NONE 25,000 AMERICAN STS WTR CO COM 029899101 432 11,900 SHS 0SOLE NONE 11,900 AMGEN INC COM 031162100 5,833 117,800 SHS 0SOLE NONE 117,800 ANADARKO PETE CORP COM 032511107 20,818 535,300 SHS 0SOLE NONE 535,300 ANALOG DEVICES INC COM 032654105 2,779 144,200 SHS 0SOLE NONE 144,200 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 361 9,812 SHS 0SOLE NONE 9,812 ANNALY CAP MGMT INC COM 035710409 290 20,900 SHS 0SOLE NONE 20,900 APACHE CORP COM 037411105 16,311 254,506 SHS 0SOLE NONE 254,506 APOLLO GROUP INC CL A 037604105 4 50 SHS 0SOLE NONE 50 APPLE INC COM 037833100 13,981 133,000 SHS 0SOLE NONE 133,000 AQUA AMERICA INC COM 03836W103 3,806 190,300 SHS 0SOLE NONE 190,300 ARCHER DANIELS MIDLAND CO COM 039483102 2,511 90,400 SHS 0SOLE NONE 90,400 AUTODESK INC COM 052769106 1,681 100,000 SHS 0SOLE NONE 100,000 AUTOZONE INC COM 053332102 2,065 12,700 SHS 0SOLE NONE 12,700 BCE INC COM 05534B760 30 1,500 SHS 0SOLE NONE 1,500 BP PLC SPONSORED ADR 055622104 213 5,300 SHS 0SOLE NONE 5,300 BMC SOFTWARE INC COM 055921100 908 27,500 SHS 0SOLE NONE 27,500 BAIDU COM INC SPONSORED ADR REP A056752108 565 3,200 SHS 0SOLE NONE 3,200 BALDOR ELEC CO COM 057741100 15,784 1,089,300 SHS 0SOLE NONE 1,089,300 BANK HAWAII CORP COM 062540109 1,649 50,000 SHS 0SOLE NONE 50,000 BANK OF YORK MELLON CORP COM 064058100 24,171 855,600 SHS 0SOLE NONE 855,600 BANK NOVA SCOTIA HALIFAX COM 064149107 47 1,900 SHS 0SOLE NONE 1,900 BARD C R INC COM 067383109 4,122 51,700 SHS 0SOLE NONE 51,700 BARRICK GOLD CORP COM 067901108 279 8,600 SHS 0SOLE NONE 8,600 BAXTER INTL INC COM 071813109 15,474 302,100 SHS 0SOLE NONE 302,100 BECKMAN COULTER INC COM 075811109 38,222 749,300 SHS 0SOLE NONE 749,300 BECTON DICKINSON & CO COM 075887109 8,492 126,300 SHS 0SOLE NONE 126,300 BED BATH & BEYOND INC COM 075896100 132,413 5,350,000 SHS 0SOLE NONE 5,350,000 BEST BUY INC COM 086516101 304 8,000 SHS 0SOLE NONE 8,000 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,945 238,500 SHS 0SOLE NONE 238,500 BIOGEN IDEC INC COM 09062X103 7,548 144,000 SHS 0SOLE NONE 144,000 BLACKROCK INC COM 09247X101 3,056 23,500 SHS 0SOLE NONE 23,500 BOSTON SCIENTIFIC CORP COM 101137107 1,956 246,000 SHS 0SOLE NONE 246,000 BRISTOL MYERS SQUIBB CO COM 110122108 6,028 275,000 SHS 0SOLE NONE 275,000 BROADCOM CORP CL A 111320107 3,193 159,800 SHS 0SOLE NONE 159,800 BURGER KING HLDGS INC COM 121208201 9,710 423,100 SHS 0SOLE NONE 423,100 BURLINGTON NORTHN SANTA FE C COM 12189T104 7,380 122,700 SHS 0SOLE NONE 122,700 CF INDS HLDGS INC COM 125269100 44,556 626,400 SHS 0SOLE NONE 626,400 CME GROUP INC COM 12572Q105 3,154 12,800 SHS 0SOLE NONE 12,800 CVS CAREMARK CORPORATION COM 126650100 64,759 2,355,718 SHS 0SOLE NONE 2,355,718 CAMECO CORP COM 13321L108 2,402 139,900 SHS 0SOLE NONE 139,900 CDN IMPERIAL BK OF COMMERCE COM 136069101 73 2,000 SHS 0SOLE NONE 2,000 CANADIAN NAT RES LTD COM 136385101 3,085 80,000 SHS 0SOLE NONE 80,000 CATALYST HEALTH SOLUTIONS IN COM 14888B103 260 13,100 SHS 0SOLE NONE 13,100 CATERPILLAR INC DEL COM 149123101 41,946 1,500,200 SHS 0SOLE NONE 1,500,200 CELGENE CORP COM 151020104 133 3,000 SHS 0SOLE NONE 3,000 CEPHALON INC COM 156708109 18,714 274,800 SHS 0SOLE NONE 274,800 CHARLES RIV LABS INTL INC COM 159864107 1,361 50,000 SHS 0SOLE NONE 50,000 CHEVRON CORP COM 166764100 28,920 430,100 SHS 0SOLE NONE 430,100 CHUBB CORP COM 171232101 4,664 110,200 SHS 0SOLE NONE 110,200 CISCO SYS INC COM 17275R102 290,012 17,293,500SHS 0SOLE NONE 17,293,50 CITIGROUP INC COM 172967101 6 2,300 SHS 0SOLE NONE 2,300 CITY NATL CORP COM 178566105 1,689 50,000 SHS 0SOLE NONE 50,000 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 62 5,100 SHS 0SOLE NONE 5,100 COACH INC COM 189754104 845 50,610 SHS 0SOLE NONE 50,610 COGENT INC COM 19239Y108 2,224 186,900 SHS 0SOLE NONE 186,900 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,308 111,000 SHS 0SOLE NONE 111,000 COLGATE PALMOLIVE CO COM 194162103 130 2,200 SHS 0SOLE NONE 2,200 COMCAST CORP CL A 20030N101 3,144 230,500 SHS 0SOLE NONE 230,500 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 200 13,500 SHS 0SOLE NONE 13,500 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 148 11,100 SHS 0SOLE NONE 11,100 COMPASS MINERALS INTL INC COM 20451N101 1,144 20,300 SHS 0SOLE NONE 20,300 CONOCOPHILLIPS COM 20825C104 1,339 34,200 SHS 0SOLE NONE 34,200 COPART INC COM 217204106 608 20,500 SHS 0SOLE NONE 20,500 CORNING INC COM 219350105 20,394 1,536,850 SHS 0SOLE NONE 1,536,850 COVANCE INC COM 222816100 3,563 100,000 SHS 0SOLE NONE 100,000 CREE INC COM 225447101 729 31,000 SHS 0SOLE NONE 31,000 CROWN HOLDINGS INC COM 228368106 9,726 427,900 SHS 0SOLE NONE 427,900 CUMMINS INC COM 231021106 25,450 1,000,000 SHS 0SOLE NONE 1,000,000 CURTISS WRIGHT CORP COM 231561101 1,403 50,000 SHS 0SOLE NONE 50,000 DANAHER CORP DEL COM 235851102 1,511 27,860 SHS 0SOLE NONE 27,860 DARDEN RESTAURANTS INC COM 237194105 2,775 81,000 SHS 0SOLE NONE 81,000 DEAN FOODS CO COM 242370104 2,907 160,800 SHS 0SOLE NONE 160,800 DEERE & CO COM 244199105 33 1,000 SHS 0SOLE NONE 1,000 DENTSPLY INTL INC COM 249030107 177 6,600 SHS 0SOLE NONE 6,600 DEVON ENERGY CORP COM 25179M103 16,508 369,400 SHS 0SOLE NONE 369,400 DIGITAL RIV INC COM 25388B104 2,010 67,400 SHS 0SOLE NONE 67,400 DIRECTV GROUP INC COM 25459L106 1,980 86,900 SHS 0SOLE NONE 86,900 DISNEY WALT CO COM DISNEY 254687106 180 9,900 SHS 0SOLE NONE 9,900 DISCOVER FINL SVCS COM 254709108 86,567 13,719,000SHS 0SOLE NONE 13,719,00 DOLLAR FINL CORP COM 256664103 2,535 266,300 SHS 0SOLE NONE 266,300 DOLLAR TREE INC COM 256746108 2,539 57,000 SHS 0SOLE NONE 57,000 DUKE ENERGY CORP COM 26441C105 958 66,900 SHS 0SOLE NONE 66,900 DYNCORP INTL INC CL A 26817C101 1,653 124,000 SHS 0SOLE NONE 124,000 E M C CORP MASS COM 268648102 17,030 1,493,900 SHS 0SOLE NONE 1,493,900 EATON VANCE CORP COM NON VTG 278265103 194 8,500 SHS 0SOLE NONE 8,500 ECOLAB INC COM 278865100 5,432 156,400 SHS 0SOLE NONE 156,400 ELECTRONIC ARTS INC COM 285512109 27 1,465 SHS 0SOLE NONE 1,465 EMERSON ELEC CO COM 291011104 30,083 1,052,600 SHS 0SOLE NONE 1,052,600 ENCANA CORP COM 292505104 73 1,800 SHS 0SOLE NONE 1,800 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 4,962 165,780 SHS 0SOLE NONE 165,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 615 21,219 SHS 0SOLE NONE 21,219 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 140 16,200 SHS 0SOLE NONE 16,200 EXPEDITORS INTL WASH INC COM 302130109 243 8,600 SHS 0SOLE NONE 8,600 EXPONENT INC COM 30214U102 248 9,800 SHS 0SOLE NONE 9,800 EXXON MOBIL CORP COM 30231G102 7,560 111,012 SHS 0SOLE NONE 111,012 FLIR SYS INC COM 302445101 1,706 83,300 SHS 0SOLE NONE 83,300 FMC TECHNOLOGIES INC COM 30249U101 2,979 94,948 SHS 0SOLE NONE 94,948 FTI CONSULTING INC COM 302941109 20,915 422,700 SHS 0SOLE NONE 422,700 FIDELITY NATL INFORMATION SV COM 31620M106 55 3,000 SHS 0SOLE NONE 3,000 FIRST NIAGARA FINL GP INC COM 33582V108 28 2,600 SHS 0SOLE NONE 2,600 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 15,340 608,470 SHS 0SOLE NONE 608,470 FREEPORT-MCMORAN COPPER & GO COM 35671D857 9,364 245,697 SHS 0SOLE NONE 245,697 GAMESTOP CORP CL A 36467W109 4,052 144,600 SHS 0SOLE NONE 144,600 GAP INC DEL COM 364760108 3,792 291,900 SHS 0SOLE NONE 291,900 GENERAL ELECTRIC CO COM 369604103 221,920 21,950,500SHS 0SOLE NONE 21,950,50 GENTEX CORP COM 371901109 2,241 225,000 SHS 0SOLE NONE 225,000 GENOPTIX INC COM 37243V100 3,683 135,000 SHS 0SOLE NONE 135,000 GEOGLOBAL RESOURCES INC COM 37249T109 1,354 1,880,493 SHS 0SOLE NONE 1,880,493 GENZYME CORP COM 372917104 8,701 146,500 SHS 0SOLE NONE 146,500 GILEAD SCIENCES INC COM 375558103 5,095 110,000 SHS 0SOLE NONE 110,000 GOLD FIELDS LTD SPONSORED ADR 38059T106 1,230 108,500 SHS 0SOLE NONE 108,500 GOLDCORP INC COM 380956409 83 2,500 SHS 0SOLE NONE 2,500 GOLDMAN SACHS GROUP INC COM 38141G104 4,906 46,275 SHS 0SOLE NONE 46,275 GOODRICH CORP COM 382388106 6,631 175,000 SHS 0SOLE NONE 175,000 GOOGLE INC CL A 38259P508 26,087 74,949 SHS 0SOLE NONE 74,949 GRACO INC COM 384109104 376 22,000 SHS 0SOLE NONE 22,000 GRAHAM CORP COM 384556106 897 100,000 SHS 0SOLE NONE 100,000 GRAINGER W W INC COM 384802104 39,729 566,100 SHS 0SOLE NONE 566,100 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 24,671 1,808,700 SHS 0SOLE NONE 1,808,700 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 598 54,700 SHS 0SOLE NONE 54,700 HARTFORD FINL SVCS GROUP INC COM 416515104 15,337 1,953,800 SHS 0SOLE NONE 1,953,800 HESS CORP COM 42809H107 46,336 854,914 SHS 0SOLE NONE 854,914 HEWLETT PACKARD CO COM 428236103 9,127 284,700 SHS 0SOLE NONE 284,700 HEXCEL CORP COM 428291108 1,188 180,800 SHS 0SOLE NONE 180,800 HILLTOP HOLDINGS INC COM 432748101 1,520 133,300 SHS 0SOLE NONE 133,300 HOSPIRA INC COM 441060100 3,086 100,000 SHS 0SOLE NONE 100,000 HUDSON CITY BANCORP COM 443683107 4,120 352,400 SHS 0SOLE NONE 352,400 HUGOTON RTY TR TEX UNIT BEN INT 444717102 62 6,500 SHS 0SOLE NONE 6,500 IMS HEALTH INC COM 449934108 69 5,500 SHS 0SOLE NONE 5,500 ICON PUB LTD CO SPONSORED ADR 45103T107 180 11,132 SHS 0SOLE NONE 11,132 INFORMATICA CORP COM 45666Q102 5,303 399,900 SHS 0SOLE NONE 399,900 INTEL CORP COM 458140100 272,549 18,109,562SHS 0SOLE NONE 18,109,56 INTERCONTINENTALEXCHANGE INC COM 45865V100 5,094 68,400 SHS 0SOLE NONE 68,400 INTERNATIONAL BUSINESS MACHS COM 459200101 16,200 167,200 SHS 0SOLE NONE 167,200 INTUITIVE SURGICAL INC COM 46120E602 906 9,500 SHS 0SOLE NONE 9,500 ISHARES INC MSCI CDA INDEX 464286509 802 48,700 SHS 0SOLE NONE 48,700 ISHARES INC MSCI EMU INDEX 464286608 931 38,000 SHS 0SOLE NONE 38,000 ISHARES INC MSCI JAPAN 464286848 1,058 133,800 SHS 0SOLE NONE 133,800 ISHARES TR FTSE XNHUA IDX FTSE XNHUA IDX 464287184 1,203 42,165 SHS 0SOLE NONE 42,165 ISHARES TR S&P 500 INDEX S&P 500 INDEX 464287200 56 700 SHS 0SOLE NONE 700 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 74 3,000 SHS 0SOLE NONE 3,000 ISHARES TR IBOXX INV CPBD IBOXX INV CPBD 464287242 75 800 SHS 0SOLE NONE 800 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 311 7,800 SHS 0SOLE NONE 7,800 ISHARES TR S&P GBL FIN S&P GBL FIN 464287333 5 200 SHS 0SOLE NONE 200 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 45 1,200 SHS 0SOLE NONE 1,200 ISHARES TR DJ US FINL SEC DJ US FINL SEC 464287788 10 300 SHS 0SOLE NONE 300 ISHARES TRUST HIGH YLD CORP 464288513 34 500 SHS 0SOLE NONE 500 JP MORGAN CHASE & CO COM 46625H100 9,848 370,500 SHS 0SOLE NONE 370,500 JOHNSON & JOHNSON COM 478160104 83,376 1,585,100 SHS 0SOLE NONE 1,585,100 KANSAS CITY SOUTHERN COM 485170302 92 7,200 SHS 0SOLE NONE 7,200 KELLOGG CO COM 487836108 3,044 83,100 SHS 0SOLE NONE 83,100 KIMBERLY CLARK CORP COM 494368103 1,383 30,000 SHS 0SOLE NONE 30,000 KRAFT FOODS INC CL A 50075N104 42 1,868 SHS 0SOLE NONE 1,868 KROGER CO COM 501044101 6,708 316,100 SHS 0SOLE NONE 316,100 LG PHILIP LCD CO LTD SPONSORED ADR REP 50186V102 1,902 186,100 SHS 0SOLE NONE 186,100 LKQ CORP COM 501889208 4,585 321,300 SHS 0SOLE NONE 321,300 LAM RESEARCH CORP COM 512807108 6 246 SHS 0SOLE NONE 246 LIBERTY MEDIA CORP NEW ENT COM 53071M500 7,898 395,900 SHS 0SOLE NONE 395,900 LILLY ELI & CO COM 532457108 70,659 2,114,900 SHS 0SOLE NONE 2,114,900 LINCOLN NATL CORP IND COM 534187109 24,818 3,709,694 SHS 0SOLE NONE 3,709,694 LOCKHEED MARTIN CORP COM 539830109 4,349 63,000 SHS 0SOLE NONE 63,000 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 467 22,000 SHS 0SOLE NONE 22,000 LORILLARD INC COM 544147101 9,952 161,200 SHS 0SOLE NONE 161,200 LOWES COS INC COM 548661107 2,462 134,900 SHS 0SOLE NONE 134,900 MDU RES GROUP INC COM 552690109 2,933 181,700 SHS 0SOLE NONE 181,700 MSCI INC CL A 55354G100 299 17,700 SHS 0SOLE NONE 17,700 MANTECH INTL CORP CL A 564563104 4,802 114,600 SHS 0SOLE NONE 114,600 MARATHON OIL CORP COM 565849106 1,686 64,120 SHS 0SOLE NONE 64,120 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,235 33,500 SHS 0SOLE NONE 33,500 MARTIN MARIETTA MATLS INC COM 573284106 166,530 2,100,000 SHS 0SOLE NONE 2,100,000 MCDONALDS CORP COM 580135101 12,835 235,200 SHS 0SOLE NONE 235,200 MCKESSON CORP COM 58155Q103 56 1,600 SHS 0SOLE NONE 1,600 MERCK & CO INC COM 589331107 4,013 150,000 SHS 0SOLE NONE 150,000 MICROSOFT CORP COM 594918104 275,317 14,987,300SHS 0SOLE NONE 14,987,30 MILLER INDS INC TENN COM 600551204 765 117,764 SHS 0SOLE NONE 117,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,707 123,900 SHS 0SOLE NONE 123,900 MONSANTO CO COM 61166W101 8,892 107,000 SHS 0SOLE NONE 107,000 MORGAN STANLEY COM 617446448 1,667 73,200 SHS 0SOLE NONE 73,200 MOSAIC CO COM 61945A107 714 17,000 SHS 0SOLE NONE 17,000 MURPHY OIL CORP COM 626717102 3,358 75,000 SHS 0SOLE NONE 75,000 MYRIAD GENETICS INC COM 62855J104 2,978 65,500 SHS 0SOLE NONE 65,500 NASDAQ STOCK MARKET INC COM 631103108 3,534 180,500 SHS 0SOLE NONE 180,500 NATIONAL OILWELL VARCO INC COM 637071101 57 2,000 SHS 0SOLE NONE 2,000 NAVIGANT CONSULTING INC COM 63935N107 237 18,100 SHS 0SOLE NONE 18,100 NETFLIX INC COM 64110L106 914 21,300 SHS 0SOLE NONE 21,300 NETLOGIC MICROSYSTEMS INC COM 64118B100 1,432 52,100 SHS 0SOLE NONE 52,100 MONT MINING CORP COM 651639106 255 5,700 SHS 0SOLE NONE 5,700 NICE SYS LTD SPONSORED ADR 653656108 3,224 129,700 SHS 0SOLE NONE 129,700 NITROMED INC COM 654798503 82 107,700 SHS 0SOLE NONE 107,700 NOKIA CORP SPONSORED ADR 654902204 23,097 1,979,200 SHS 0SOLE NONE 1,979,200 NOBLE ENERGY INC COM 655044105 12,021 223,100 SHS 0SOLE NONE 223,100 NORTEL NETWORKS CORP COM 656568508 6 25,452 SHS 0SOLE NONE 25,452 NORTHERN TR CORP COM 665859104 3,368 56,300 SHS 0SOLE NONE 56,300 NVIDIA CORP COM 67066G104 16,517 1,675,200 SHS 0SOLE NONE 1,675,200 OGE ENERGY CORP COM 670837103 2,337 98,100 SHS 0SOLE NONE 98,100 OCCIDENTAL PETE CORP DEL COM 674599105 48,382 869,400 SHS 0SOLE NONE 869,400 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 518 7,000 SHS 0SOLE NONE 7,000 ON SEMICONDUCTOR CORP COM 682189105 2,168 555,800 SHS 0SOLE NONE 555,800 ORACLE CORP COM 68389X105 18,466 1,021,900 SHS 0SOLE NONE 1,021,900 ORBITAL SCIENCES CORP COM 685564106 5,655 475,600 SHS 0SOLE NONE 475,600 O REILLY AUTOMOTIVE INC COM 686091109 4,499 128,500 SHS 0SOLE NONE 128,500 OTELCO INC INCME DEP SECS 688823202 10,625 1,166,300 SHS 0SOLE NONE 1,166,300 PMC-SIERRA INC COM 69344F106 820 128,600 SHS 0SOLE NONE 128,600 PNC FINL SVCS GROUP INC COM 693475105 19,642 670,600 SHS 0SOLE NONE 670,600 PATTERSON UTI ENERGY INC COM 703481101 54,694 6,104,200 SHS 0SOLE NONE 6,104,200 PEGASYSTEMS INC COM 705573103 1,764 95,000 SHS 0SOLE NONE 95,000 PEOPLES UNITED FINANCIAL INC COM 712704105 1,199 66,700 SHS 0SOLE NONE 66,700 PEPSICO INC COM 713448108 72 1,400 SHS 0SOLE NONE 1,400 PERINI CORP COM 713839108 615 50,000 SHS 0SOLE NONE 50,000 PETRO-CDA COM 71644E102 2,405 90,500 SHS 0SOLE NONE 90,500 PETROCHINA CO LTD SPONSORED ADR 71646E100 303 3,800 SHS 0SOLE NONE 3,800 PETROHAWK ENERGY CORP COM 716495106 13,187 685,750 SHS 0SOLE NONE 685,750 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,703 396,029 SHS 0SOLE NONE 396,029 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 82,287 2,700,600 SHS 0SOLE NONE 2,700,600 PETSMART INC COM 716768106 97,028 4,629,200 SHS 0SOLE NONE 4,629,200 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 85 1,500 SHS 0SOLE NONE 1,500 PHASE FORWARD INC COM 71721R406 185 14,500 SHS 0SOLE NONE 14,500 PHILIP MORRIS INTL INC COM 718172109 35,817 1,006,657 SHS 0SOLE NONE 1,006,657 POOL CORPORATION COM 73278l105 25 1,900 SHS 0SOLE NONE 1,900 POTASH CORP SASK INC COM 73755L107 57 700 SHS 0SOLE NONE 700 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 154 7,700 SHS 0SOLE NONE 7,700 POWERSHARES ETF TRUST FINL PFD PTFL 73935X229 282 30,000 SHS 0SOLE NONE 30,000 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 107 9,000 SHS 0SOLE NONE 9,000 PRAXAIR INC COM 74005P104 7,200 107,000 SHS 0SOLE NONE 107,000 PRECISION CASTPARTS CORP COM 740189105 2,725 45,500 SHS 0SOLE NONE 45,500 PRECISION DRILLING TR TR UNIT 740215108 719 268,300 SHS 0SOLE NONE 268,300 PRICE T ROWE GROUP INC COM 74144T108 29 1,000 SHS 0SOLE NONE 1,000 PRICELINE COM INC COM 741503403 1,016 12,900 SHS 0SOLE NONE 12,900 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 39,026 4,770,900 SHS 0SOLE NONE 4,770,900 PROCTER & GAMBLE CO COM 742718109 111,294 2,363,439 SHS 0SOLE NONE 2,363,439 PRUDENTIAL PLC ADR 74435K204 986 100,000 SHS 0SOLE NONE 100,000 QUALCOMM INC COM 747525103 13,743 353,200 SHS 0SOLE NONE 353,200 R H DONNELLEY CORP COM 74955W307 4 13,000 SHS 0SOLE NONE 13,000 RAYTHEON CO COM 755111507 48,893 1,255,600 SHS 0SOLE NONE 1,255,600 REINSURANCE GROUP AMER INC CL A 759351604 4,595 141,865 SHS 0SOLE NONE 141,865 RESEARCH IN MOTION LTD COM 760975102 18,124 420,800 SHS 0SOLE NONE 420,800 RIO TINTO PLC SPONSORED ADR 767204100 4,638 34,600 SHS 0SOLE NONE 34,600 ROGERS COMMUNICATIONS INC CL B 775109200 50 2,200 SHS 0SOLE NONE 2,200 ROPER INDS INC COM 776696106 250 5,900 SHS 0SOLE NONE 5,900 ROSS STORES INC COM 778296103 179,005 4,989,000 SHS 0SOLE NONE 4,989,000 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 199 4,500 SHS 0SOLE NONE 4,500 RYANAIR HLDGS PLC SPONSORED ADR 783513104 666 28,800 SHS 0SOLE NONE 28,800 SBA COMMUNICATIONS CORP COM 78388J106 11,359 487,500 SHS 0SOLE NONE 487,500 SAIC INC COM 78390X101 8,011 429,100 SHS 0SOLE NONE 429,100 SPDR TR UNIT SER 1 78462F103 16 200 SHS 0SOLE NONE 200 SPDR GOLD TRUST GOLD SHS 78463V107 428,635 4,747,842 SHS 0SOLE NONE 4,747,842 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 1,279 47,100 SHS 0SOLE NONE 47,100 SPDR INDEX SHS FDS RUSS NOM SC JP RUSS NOM SC JP 78463X822 245 8,000 SHS 0SOLE NONE 8,000 SPDR SERIES TRUST S&P METALS MNG 78464A755 161 6,400 SHS 0SOLE NONE 6,400 SANDISK CORP COM 80004C101 17,823 1,408,900 SHS 0SOLE NONE 1,408,900 SCHWAB CHARLES CORP COM 808513105 186 12,000 SHS 0SOLE NONE 12,000 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,030 96,200 SHS 0SOLE NONE 96,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 348 8,200 SHS 0SOLE NONE 8,200 SEMPRA ENERGY COM 816851109 16,239 351,200 SHS 0SOLE NONE 351,200 SENSIENT TECHNOLOGIES CORP COM 81725T100 162 6,900 SHS 0SOLE NONE 6,900 SHAW GROUP INC COM 820280105 4,249 155,000 SHS 0SOLE NONE 155,000 SIGMA ALDRICH CORP COM 826552101 4,599 121,700 SHS 0SOLE NONE 121,700 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 580 100,000 SHS 0SOLE NONE 100,000 SIMON PPTY GROUP INC COM 828806109 9,879 285,180 SHS 0SOLE NONE 285,180 SOLERA HOLDINGS INC COM 83421A104 322 13,000 SHS 0SOLE NONE 13,000 SOUTHWEST AIRLS CO COM 844741108 6,773 1,070,000 SHS 0SOLE NONE 1,070,000 SOUTHWESTERN ENERGY CO COM 845467109 10,644 358,500 0 0SOLE NONE 358,500 SPECTRA ENERGY CORP COM 847560109 28,233 1,996,700 0 0SOLE NONE 1,996,700 STAPLES INC COM 855030102 42 2,300 0 0SOLE NONE 2,300 SUN LIFE FINL INC COM 866796105 27 1,500 0 0SOLE NONE 1,500 SUNCOR ENERGY INC COM 867229106 56 2,500 0 0SOLE NONE 2,500 SYBASE INC COM 871130100 221 7,300 0 0SOLE NONE 7,300 TJX COS INC COM 872540109 111,534 4,350,000 0 0SOLE NONE 4,350,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 187,670 20,968,700 0 0SOLE NONE 20,968,70 TELEDYNE TECHNOLOGIES INC COM 879360105 3,335 125,000 0 0SOLE NONE 125,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,063 68,000 0 0SOLE NONE 68,000 TESSERA TECHNOLOGIES INC COM 88164L100 3,432 256,700 0 0SOLE NONE 256,700 THERMO FISHER SCIENTIFIC INC COM 883556102 14,122 395,900 0 0SOLE NONE 395,900 3M CO COM 88579Y101 1,243 25,000 0 0SOLE NONE 25,000 TIME WARNER CABLE INC COM 88732J207 17 702 0 0SOLE NONE 702 TOTAL S A SPONSORED ADR 89151E109 1,944 39,630 0 0SOLE NONE 39,630 TOTAL SYS SVCS INC COM 891906109 2,072 150,000 0 0SOLE NONE 150,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 1,583 25,000 0 0SOLE NONE 25,000 URS CORP COM 903236107 740 18,300 0 0SOLE NONE 18,300 ULTRA PETROLEUM CORP COM 903914109 18,609 518,500 0 0SOLE NONE 518,500 UNION PAC CORP COM 907818108 57,760 1,405,000 0 0SOLE NONE 1,405,000 UNIVERSAL HLTH SVCS INC CL B 913903100 3,451 90,000 0 0SOLE NONE 90,000 VCA ANTECH INC COM 918194101 564 25,000 0 0SOLE NONE 25,000 VALERO ENERGY CORP COM 91913Y100 2,542 142,000 0 0SOLE NONE 142,000 VARIAN MED SYS INC COM 92220P105 152 5,000 0 0SOLE NONE 5,000 VERISIGN INC COM 92343E102 6,187 327,900 0 0SOLE NONE 327,900 VISA INC COM 92826C839 2,363 42,500 0 0SOLE NONE 42,500 VMWARE INC CL A COM 928563402 3,094 131,000 0 0SOLE NONE 131,000 WD-40 CO COM 929236107 604 25,000 0 0SOLE NONE 25,000 WAL MART STORES INC COM 931142103 12,327 236,600 0 0SOLE NONE 236,600 WASTE MGMT INC DEL COM 94106L109 6,036 235,800 0 0SOLE NONE 235,800 WATSON WYATT WORLDWIDE INC CL A 942712100 281 5,700 0 0SOLE NONE 5,700 WELLPOINT INC COM 94973V107 1,037 27,300 0 0SOLE NONE 27,300 WELLS FARGO & CO COM 949746101 982 68,947 0 0SOLE NONE 68,947 WHITING PETE CORP COM 966387102 209 8,100 0 0SOLE NONE 8,100 WHOLE FOODS MKT INC COM 966837106 2,402 143,000 0 0SOLE NONE 143,000 WINDSTREAM CORP COM 97381W104 4,105 509,300 0 0SOLE NONE 509,300 XTO ENERGY INC COM 98385X106 29,779 972,526 0 0SOLE NONE 972,526 XILINX INC COM 983919101 7,459 389,300 0 0SOLE NONE 389,300 YAMANA GOLD INC COM 98462Y100 74 8,000 0 0SOLE NONE 8,000 COVIDIEN LTD COM G2552X108 5,136 154,500 0 0SOLE NONE 154,500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,015 220,000 0 0SOLE NONE 220,000 UTI WORLDWIDE INC ORD ORD G87210103 204 17,100 0 0SOLE NONE 17,100 ALCON INC COM SHS H01301102 46,546 512,000 0 0SOLE NONE 512,000 TRANSOCEAN LTD REG SHS H8817H100 47,638 809,612 0 0SOLE NONE 809,612 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 1,579 71,100 0 0SOLE NONE 71,100 CORE LABORATORIES N V COM N22717107 732 10,000 0 0SOLE NONE 10,000
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