-----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, WD511btpsQ5i+TMoRwbepUHSoCFd5nL5HoCgxKzE+Actsz1ycP6xepn2VEU2Jamo i9XYQLbKxP/bs3iVqmJuXg== 0001163648-09-000006.txt : 20090714 0001163648-09-000006.hdr.sgml : 20090714 20090714162802 ACCESSION NUMBER: 0001163648-09-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090714 DATE AS OF CHANGE: 20090714 EFFECTIVENESS DATE: 20090714 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: 09944113 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 ciqq22009.txt CI Q2, 2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 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 July 13, 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: 353 Form 13F Information Table Value Total: $ 4,889,563 (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 6/30/09 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AT&T INC COM 00206R102 51,603 2,077,400 SHS 0SOLE NONE 2,077,400 ABBOTT LABS COM 002824100 3,998 85,000 SHS 0SOLE NONE 85,000 ACTIVISION BLIZZARD INC COM 00507V109 26,006 2,059,100 SHS 0SOLE NONE 2,059,100 ADOBE SYS INC COM 00724F101 2,793 98,700 SHS 0SOLE NONE 98,700 ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 1,588 377,300 SHS 0SOLE NONE 377,300 ALBERTO CULVER CO COM 013078100 2,093 82,300 SHS 0SOLE NONE 82,300 ALCOA INC COM 013817101 2,728 264,100 SHS 0SOLE NONE 264,100 ALLIANCE DATA SYSTEMS CORP COM 018581108 111 2,700 SHS 0SOLE NONE 2,700 ALLIANT TECHSYSTEMS INC COM 018804104 27,722 336,600 SHS 0SOLE NONE 336,600 ALTERA CORP COM 021441100 166 10,200 SHS 0SOLE NONE 10,200 ALTRIA GROUP INC COM 02209S103 7 400 SHS 0SOLE NONE 400 AMAZON COM INC COM 023135106 1,188 14,200 SHS 0SOLE NONE 14,200 AMEDISYS INC COM 023436108 1,321 40,000 SHS 0SOLE NONE 40,000 AMERICAN EXPRESS CO COM 025816109 1,957 84,200 SHS 0SOLE NONE 84,200 AMERICAN SCIENCE & ENGR INC COM 029429107 1,728 25,000 SHS 0SOLE NONE 25,000 AMERICAN STS WTR CO COM 029899101 412 11,900 SHS 0SOLE NONE 11,900 AMGEN INC COM 031162100 5,278 99,700 SHS 0SOLE NONE 99,700 ANADARKO PETE CORP COM 032511107 19,663 433,200 SHS 0SOLE NONE 433,200 ANALOG DEVICES INC COM 032654105 3,494 141,000 SHS 0SOLE NONE 141,000 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 836 22,812 SHS 0SOLE NONE 22,812 APACHE CORP COM 037411105 17,948 248,756 SHS 0SOLE NONE 248,756 APPLE INC COM 037833100 15,482 108,700 SHS 0SOLE NONE 108,700 AQUA AMERICA INC COM 03836W103 4,828 269,700 SHS 0SOLE NONE 269,700 ARM HLDGS PLC SPONSORED ADR 042068106 3,433 575,000 SHS 0SOLE NONE 575,000 ARRIS GROUP INC COM 04269Q100 495 40,700 SHS 0SOLE NONE 40,700 ASHLAND INC COM 044209104 4,544 162,000 SHS 0SOLE NONE 162,000 AUTODESK INC COM 052769106 949 50,000 SHS 0SOLE NONE 50,000 AVALONBAY CMNTYS INC COM 053484101 18,481 330,380 SHS 0SOLE NONE 330,380 BAIDU COM INC SPONSORED ADR REP A056752108 1,536 5,100 SHS 0SOLE NONE 5,100 BALDOR ELEC CO COM 057741100 12,347 519,000 SHS 0SOLE NONE 519,000 BANK OF AMERICA CORPORATION COM 060505104 145,278 11,005,900SHS 0SOLE NONE 11,005,90 BANK OF YORK MELLON CORP COM 064058100 31,025 1,058,500 SHS 0SOLE NONE 1,058,500 BARRICK GOLD CORP COM 067901108 289 8,600 SHS 0SOLE NONE 8,600 BAXTER INTL INC COM 071813109 10,174 192,100 SHS 0SOLE NONE 192,100 BECKMAN COULTER INC COM 075811109 47,420 829,900 SHS 0SOLE NONE 829,900 BECTON DICKINSON & CO COM 075887109 3,751 52,600 SHS 0SOLE NONE 52,600 BHP BILLITON LTD SPONSORED ADR 088606108 3,667 67,000 SHS 0SOLE NONE 67,000 BIOGEN IDEC INC COM 09062X103 6,502 144,000 SHS 0SOLE NONE 144,000 BLACKROCK INC COM 09247X101 4,087 23,300 SHS 0SOLE NONE 23,300 BOSTON PROPERTIES INC COM 101121101 24,543 514,521 SHS 0SOLE NONE 514,521 BOSTON SCIENTIFIC CORP COM 101137107 2,488 245,400 SHS 0SOLE NONE 245,400 BRISTOL MYERS SQUIBB CO COM 110122108 5,585 275,000 SHS 0SOLE NONE 275,000 BROADCOM CORP CL A 111320107 4,985 201,100 SHS 0SOLE NONE 201,100 BROCADE COMMUNICATIONS SYS I COM 111621306 5,777 738,700 SHS 0SOLE NONE 738,700 BUFFALO WILD WINGS INC COM 119848109 146 4,500 SHS 0SOLE NONE 4,500 BURGER KING HLDGS INC COM 121208201 1,502 87,000 SHS 0SOLE NONE 87,000 BURLINGTON NORTHN SANTA FE C COM 12189T104 8,867 120,570 SHS 0SOLE NONE 120,570 CME GROUP INC COM 12572Q105 1,867 6,000 SHS 0SOLE NONE 6,000 CVS CAREMARK CORPORATION COM 126650100 77,363 2,427,447 SHS 0SOLE NONE 2,427,447 CAMPBELL SOUP CO COM 134429109 12 400 SHS 0SOLE NONE 400 CANADIAN NAT RES LTD COM 136385101 5,139 97,900 SHS 0SOLE NONE 97,900 CANON INC ADR 138006309 48 1,472 SHS 0SOLE NONE 1,472 CARDIONET INC COM 14159L103 1,632 100,000 SHS 0SOLE NONE 100,000 CATALYST HEALTH SOLUTIONS IN COM 14888B103 317 12,700 SHS 0SOLE NONE 12,700 CENTRAL GOLD-TRUST TR UNIT 153546106 2,125 58,000 SHS 0SOLE NONE 58,000 CENTURYTEL INC COM 156700106 3,936 128,200 SHS 0SOLE NONE 128,200 CEPHALON INC COM 156708109 13,080 230,900 SHS 0SOLE NONE 230,900 CERNER CORP COM 156782104 498 8,000 SHS 0SOLE NONE 8,000 CHARLES RIV LABS INTL INC COM 159864107 1,350 40,000 SHS 0SOLE NONE 40,000 CHESAPEAKE ENERGY CORP COM 165167107 30,227 1,524,300 SHS 0SOLE NONE 1,524,300 CHEVRON CORP COM 166764100 27,292 411,956 SHS 0SOLE NONE 411,956 CHUBB CORP COM 171232101 4,152 104,100 SHS 0SOLE NONE 104,100 CISCO SYS INC COM 17275R102 305,369 16,382,481SHS 0SOLE NONE 16,382,48 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 8 2,749 SHS 0SOLE NONE 2,749 CLARK HLDGS INC COM 18145M109 15 20,000 SHS 0SOLE NONE 20,000 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 80 5,100 SHS 0SOLE NONE 5,100 CLIFFS NATURAL RESOURCES INC COM 18683K101 2,447 100,000 SHS 0SOLE NONE 100,000 CLINICAL DATA INC COM 18725U109 1 81 SHS 0SOLE NONE 81 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,647 136,600 SHS 0SOLE NONE 136,600 COMCAST CORP CL A 20030N101 2,726 188,100 SHS 0SOLE NONE 188,100 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 603 27,000 SHS 0SOLE NONE 27,000 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR PFD 20441W203 739 11,400 SHS 0SOLE NONE 11,400 CONOCOPHILLIPS COM 20825C104 1,544 36,700 SHS 0SOLE NONE 36,700 CONSOL ENERGY INC COM 20854P109 2,612 76,900 SHS 0SOLE NONE 76,900 CONTINENTAL RESOURCES INC COM 212015101 7,826 282,000 SHS 0SOLE NONE 282,000 COPART INC COM 217204106 3,314 95,600 SHS 0SOLE NONE 95,600 CORNING INC COM 219350105 3,682 229,255 SHS 0SOLE NONE 229,255 COVANCE INC COM 222816100 4,920 100,000 SHS 0SOLE NONE 100,000 CRAWFORD & CO CL A 224633206 1 200 SHS 0SOLE NONE 200 CREE INC COM 225447101 464 15,800 SHS 0SOLE NONE 15,800 CROWN HOLDINGS INC COM 228368106 16,789 695,500 SHS 0SOLE NONE 695,500 CUMMINS INC COM 231021106 1,584 45,000 SHS 0SOLE NONE 45,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 29 3,200 SHS 0SOLE NONE 3,200 DARDEN RESTAURANTS INC COM 237194105 2,615 79,300 SHS 0SOLE NONE 79,300 DEAN FOODS CO COM 242370104 4,665 243,100 SHS 0SOLE NONE 243,100 DELL INC COM 24702R101 487 35,487 SHS 0SOLE NONE 35,487 DENTSPLY INTL INC COM 249030107 195 6,400 SHS 0SOLE NONE 6,400 DIGITAL RIV INC COM 25388B104 2,855 78,600 SHS 0SOLE NONE 78,600 DISNEY WALT CO COM DISNEY 254687106 586 25,098 SHS 0SOLE NONE 25,098 DISCOVER FINL SVCS COM 254709108 140,894 13,719,000SHS 0SOLE NONE 13,719,00 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 13,540 19,875,000SHS 0SOLE NONE 19,875,00 DOLLAR TREE INC COM 256746108 5,966 141,700 SHS 0SOLE NONE 141,700 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,785 178,600 SHS 0SOLE NONE 178,600 DUKE ENERGY CORP COM 26441C105 721 49,400 SHS 0SOLE NONE 49,400 DYNCORP INTL INC CL A 26817C101 3,946 235,000 SHS 0SOLE NONE 235,000 E M C CORP MASS COM 268648102 19,933 1,521,632 SHS 0SOLE NONE 1,521,632 EATON CORP COM 278058102 1,594 35,742 SHS 0SOLE NONE 35,742 EATON VANCE CORP COM NON VTG 278265103 219 8,200 SHS 0SOLE NONE 8,200 EBAY INC COM 278642103 592 34,567 SHS 0SOLE NONE 34,567 ECOLAB INC COM 278865100 6,301 161,600 SHS 0SOLE NONE 161,600 ELECTRONIC ARTS INC COM 285512109 3,534 162,700 SHS 0SOLE NONE 162,700 ENCANA CORP COM 292505104 89 1,800 SHS 0SOLE NONE 1,800 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 6,396 165,780 SHS 0SOLE NONE 165,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 791 21,827 SHS 0SOLE NONE 21,827 ENERGIZER HLDGS INC COM 29266R108 514 9,841 SHS 0SOLE NONE 9,841 EPOCH HOLDING CORP COM 29428R103 41 4,800 SHS 0SOLE NONE 4,800 EXPEDITORS INTL WASH INC COM 302130109 287 8,600 SHS 0SOLE NONE 8,600 EXPRESS SCRIPTS INC COM 302182100 516 7,500 SHS 0SOLE NONE 7,500 EXXON MOBIL CORP COM 30231G102 203 2,903 SHS 0SOLE NONE 2,903 FMC TECHNOLOGIES INC COM 30249U101 3,564 94,848 SHS 0SOLE NONE 94,848 FTI CONSULTING INC COM 302941109 31,956 630,050 SHS 0SOLE NONE 630,050 FEDEX CORP COM 31428X106 6 100 SHS 0SOLE NONE 100 FIDELITY NATL INFORMATION SV COM 31620M106 1,198 60,000 SHS 0SOLE NONE 60,000 FIRST HORIZON NATL CORP COM 320517105 156 13,002 SHS 0SOLE NONE 13,002 FLUOR CORP COM 343412102 629 12,272 SHS 0SOLE NONE 12,272 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 19,775 613,370 SHS 0SOLE NONE 613,370 FORD MTR CO DEL COM PAR $0.01 ORD 345370860 6,451 1,062,769 SHS 0SOLE NONE 1,062,769 FORTUNE BRANDS INC COM 349631101 245 7,054 SHS 0SOLE NONE 7,054 FREEPORT-MCMORAN COPPER & GO COM 35671D857 19,262 384,397 SHS 0SOLE NONE 384,397 GAP INC DEL COM 364760108 4,564 278,300 SHS 0SOLE NONE 278,300 GENERAL ELECTRIC CO COM 369604103 234,458 20,004,943SHS 0SOLE NONE 20,004,94 GENTEX CORP COM 371901109 1,450 125,000 SHS 0SOLE NONE 125,000 GENOPTIX INC COM 37243V100 3,199 100,000 SHS 0SOLE NONE 100,000 GEOGLOBAL RESOURCES INC COM 37249T109 1,805 1,880,493 SHS 0SOLE NONE 1,880,493 GENZYME CORP COM 372917104 8,100 145,500 SHS 0SOLE NONE 145,500 GILEAD SCIENCES INC COM 375558103 5,433 116,000 SHS 0SOLE NONE 116,000 GOLD FIELDS LTD SPONSORED ADR 38059T106 4,971 412,500 SHS 0SOLE NONE 412,500 GOLDMAN SACHS GROUP INC COM 38141G104 10,002 67,841 SHS 0SOLE NONE 67,841 GOODRICH CORP COM 382388106 1,099 22,000 SHS 0SOLE NONE 22,000 GOODYEAR TIRE & RUBR CO COM 382550101 56 5,000 SHS 0SOLE NONE 5,000 GOOGLE INC CL A 38259P508 29,111 69,050 SHS 0SOLE NONE 69,050 GRACO INC COM 384109104 484 22,000 SHS 0SOLE NONE 22,000 GRAINGER W W INC COM 384802104 47,056 574,700 SHS 0SOLE NONE 574,700 GRANITE CONSTR INC COM 387328107 3,581 107,600 SHS 0SOLE NONE 107,600 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 30,834 1,813,750 SHS 0SOLE NONE 1,813,750 HARLEY DAVIDSON INC COM 412822108 268 16,523 SHS 0SOLE NONE 16,523 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 49 4,700 SHS 0SOLE NONE 4,700 HARTFORD FINL SVCS GROUP INC COM 416515104 7,348 619,000 SHS 0SOLE NONE 619,000 HELMERICH & PAYNE INC COM 423452101 6,924 224,300 SHS 0SOLE NONE 224,300 HESS CORP COM 42809H107 11,643 216,614 SHS 0SOLE NONE 216,614 HEWLETT PACKARD CO COM 428236103 8,982 232,400 SHS 0SOLE NONE 232,400 HOME DEPOT INC COM 437076102 3 137 SHS 0SOLE NONE 137 HUDSON CITY BANCORP COM 443683107 4,105 308,900 SHS 0SOLE NONE 308,900 HUGOTON RTY TR TEX UNIT BEN INT 444717102 94 6,500 SHS 0SOLE NONE 6,500 IMS HEALTH INC COM 449934108 70 5,500 SHS 0SOLE NONE 5,500 ILLUMINA INC COM 452327109 1,752 45,000 SHS 0SOLE NONE 45,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2,795 76,000 SHS 0SOLE NONE 76,000 INTEL CORP COM 458140100 313,631 18,950,517SHS 0SOLE NONE 18,950,51 INTERCONTINENTALEXCHANGE INC COM 45865V100 6,375 55,800 SHS 0SOLE NONE 55,800 INTERNATIONAL BUSINESS MACHS COM 459200101 20,080 192,300 SHS 0SOLE NONE 192,300 INTERNATIONAL GAME TECHNOLOG COM 459902102 8 525 SHS 0SOLE NONE 525 ISHARES INC MSCI AUSTRALIA 464286103 336 20,000 SHS 0SOLE NONE 20,000 ISHARES INC MSCI BRAZIL 464286400 689 13,000 SHS 0SOLE NONE 13,000 ISHARES INC MSCI CDA INDEX 464286509 2,121 99,000 SHS 0SOLE NONE 99,000 ISHARES INC MSCI EMU INDEX 464286608 1,152 38,000 SHS 0SOLE NONE 38,000 ISHARES INC MSCI JAPAN 464286848 1,338 141,900 SHS 0SOLE NONE 141,900 ISHARES TR FTSE XNHUA IDX FTSE XNHUA IDX 464287184 1,097 28,600 SHS 0SOLE NONE 28,600 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 832 25,822 SHS 0SOLE NONE 25,822 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 337 7,800 SHS 0SOLE NONE 7,800 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 437 9,537 SHS 0SOLE NONE 9,537 ISHARES TR COHEN&ST RLTY COHEN&ST RLTY 464287564 116 3,230 SHS 0SOLE NONE 3,230 ISHARES TR RUSSELL1000VAL RUSSELL1000VAL 464287598 9 184 SHS 0SOLE NONE 184 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 34 674 SHS 0SOLE NONE 674 ISHARES TRUST S&P WLD EX-US 464288422 200 7,641 SHS 0SOLE NONE 7,641 ISHARES TRUST MSCI VAL IDX 464288877 484 11,469 SHS 0SOLE NONE 11,469 ITRON INC COM 465741106 848 15,400 SHS 0SOLE NONE 15,400 JDS UNIPHASE CORP COM PAR $0.001 46612J507 2 301 SHS 0SOLE NONE 301 JP MORGAN CHASE & CO COM 46625H100 72,780 2,133,680 SHS 0SOLE NONE 2,133,680 JOHNSON & JOHNSON COM 478160104 85,779 1,510,191 SHS 0SOLE NONE 1,510,191 JUNIPER NETWORKS INC COM 48203R104 434 18,400 SHS 0SOLE NONE 18,400 KELLOGG CO COM 487836108 7,880 169,200 SHS 0SOLE NONE 169,200 KRAFT FOODS INC CL A 50075N104 709 27,971 SHS 0SOLE NONE 27,971 KROGER CO COM 501044101 5,870 266,200 SHS 0SOLE NONE 266,200 LG PHILIP LCD CO LTD SPONSORED ADR REP 50186V102 1,570 125,700 SHS 0SOLE NONE 125,700 LKQ CORP COM 501889208 5,289 321,500 SHS 0SOLE NONE 321,500 LAM RESEARCH CORP COM 512807108 4,852 186,600 SHS 0SOLE NONE 186,600 LAUDER ESTEE COS INC CL A 518439104 68 2,075 SHS 0SOLE NONE 2,075 LIBERTY MEDIA CORP NEW ENT COM 53071M500 10,502 392,600 SHS 0SOLE NONE 392,600 LILLY ELI & CO COM 532457108 89,752 2,591,000 SHS 0SOLE NONE 2,591,000 LINCOLN NATL CORP IND COM 534187109 69,744 4,052,514 SHS 0SOLE NONE 4,052,514 LOCKHEED MARTIN CORP COM 539830109 3,452 42,800 SHS 0SOLE NONE 42,800 LORILLARD INC COM 544147101 10,864 160,300 SHS 0SOLE NONE 160,300 LOWES COS INC COM 548661107 2,943 151,600 SHS 0SOLE NONE 151,600 LUBRIZOL CORP COM 549271104 4,154 87,800 SHS 0SOLE NONE 87,800 MDU RES GROUP INC COM 552690109 4,966 261,800 SHS 0SOLE NONE 261,800 MSCI INC CL A 55354G100 3,979 162,800 SHS 0SOLE NONE 162,800 MACROVISION SOLUTIONS CORP COM 55611C108 2,105 96,500 SHS 0SOLE NONE 96,500 MANTECH INTL CORP CL A 564563104 3,887 90,300 SHS 0SOLE NONE 90,300 MARATHON OIL CORP COM 565849106 650 21,574 SHS 0SOLE NONE 21,574 MARINER ENERGY INC COM 56845T305 2,350 200,000 SHS 0SOLE NONE 200,000 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,544 40,900 SHS 0SOLE NONE 40,900 MARTIN MARIETTA MATLS INC COM 573284106 165,648 2,100,000 SHS 0SOLE NONE 2,100,000 MASTERCARD INC CL A 57636Q104 5,354 32,000 SHS 0SOLE NONE 32,000 MCDERMOTT INTL INC COM 580037109 3,861 190,100 SHS 0SOLE NONE 190,100 MCDONALDS CORP COM 580135101 11,009 191,500 SHS 0SOLE NONE 191,500 MCKESSON CORP COM 58155Q103 70 1,600 SHS 0SOLE NONE 1,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,599 78,900 SHS 0SOLE NONE 78,900 MEDTRONIC INC COM 585055106 865 24,781 SHS 0SOLE NONE 24,781 MERCK & CO INC COM 589331107 7,851 280,802 SHS 0SOLE NONE 280,802 METAVANTE TECHNOLOGIES INC COM 591407101 654 25,300 SHS 0SOLE NONE 25,300 MICROSOFT CORP COM 594918104 175,483 7,382,528 SHS 0SOLE NONE 7,382,528 MILLER INDS INC TENN COM 600551204 1,036 117,764 SHS 0SOLE NONE 117,764 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 4,237 690,000 SHS 0SOLE NONE 690,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,256 34,000 SHS 0SOLE NONE 34,000 MONSANTO CO COM 61166W101 5,704 76,728 SHS 0SOLE NONE 76,728 MORGAN STANLEY COM 617446448 18,503 649,000 SHS 0SOLE NONE 649,000 MURPHY OIL CORP COM 626717102 2,716 50,000 SHS 0SOLE NONE 50,000 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 12,786 13,675,000SHS 0SOLE NONE 13,675,00 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 23,545 30,627,000SHS 0SOLE NONE 30,627,00 NRG ENERGY INC COM 629377508 6,106 235,200 SHS 0SOLE NONE 235,200 NAVIGANT CONSULTING INC COM 63935N107 229 17,700 SHS 0SOLE NONE 17,700 ELL RUBBERMAID INC COM 651229106 254 24,400 SHS 0SOLE NONE 24,400 MONT MINING CORP COM 651639106 1,032 25,244 SHS 0SOLE NONE 25,244 NOKIA CORP SPONSORED ADR 654902204 29,949 2,054,100 SHS 0SOLE NONE 2,054,100 NOBLE ENERGY INC COM 655044105 12,272 208,100 SHS 0SOLE NONE 208,100 NORDSTROM INC COM 655664100 18 910 SHS 0SOLE NONE 910 NORFOLK SOUTHERN CORP COM 655844108 704 18,691 SHS 0SOLE NONE 18,691 NORTHERN TR CORP COM 665859104 3,065 57,100 SHS 0SOLE NONE 57,100 NVIDIA CORP COM 67066G104 24,066 2,131,600 SHS 0SOLE NONE 2,131,600 OCCIDENTAL PETE CORP DEL COM 674599105 55,827 848,300 SHS 0SOLE NONE 848,300 OFFICE DEPOT INC COM 676220106 13 2,894 SHS 0SOLE NONE 2,894 ON SEMICONDUCTOR CORP COM 682189105 5,553 809,500 SHS 0SOLE NONE 809,500 ORACLE CORP COM 68389X105 14,985 699,600 SHS 0SOLE NONE 699,600 ORBITAL SCIENCES CORP COM 685564106 2,655 175,000 SHS 0SOLE NONE 175,000 O REILLY AUTOMOTIVE INC COM 686091109 4,745 124,600 SHS 0SOLE NONE 124,600 OTELCO INC INCME DEP SECS 688823202 12,908 1,165,000 SHS 0SOLE NONE 1,165,000 PLC SYS INC COM 69341D104 3 11,190 SHS 0SOLE NONE 11,190 PNC FINL SVCS GROUP INC COM 693475105 30,761 792,600 SHS 0SOLE NONE 792,600 PPG INDS INC COM 693506107 1,537 35,000 SHS 0SOLE NONE 35,000 PARKER HANNIFIN CORP COM 701094104 1,074 25,000 SHS 0SOLE NONE 25,000 PATTERSON COMPANIES INC COM 703395103 34 1,550 SHS 0SOLE NONE 1,550 PATTERSON UTI ENERGY INC COM 703481101 78,500 6,104,200 SHS 0SOLE NONE 6,104,200 PEABODY ENERGY CORP COM 704549104 3,372 111,800 SHS 0SOLE NONE 111,800 PEPSICO INC COM 713448108 20,286 369,100 SHS 0SOLE NONE 369,100 PETRO-CDA COM 71644E102 11,030 287,100 SHS 0SOLE NONE 287,100 PETROCHINA CO LTD SPONSORED ADR 71646E100 1,182 10,700 SHS 0SOLE NONE 10,700 PETROHAWK ENERGY CORP COM 716495106 16,064 720,350 SHS 0SOLE NONE 720,350 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,012 450,007 SHS 0SOLE NONE 450,007 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 124,092 3,028,100 SHS 0SOLE NONE 3,028,100 PETSMART INC COM 716768106 96,570 4,500,000 SHS 0SOLE NONE 4,500,000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 90 1,500 SHS 0SOLE NONE 1,500 PHASE FORWARD INC COM 71721R406 219 14,500 SHS 0SOLE NONE 14,500 PHILIP MORRIS INTL INC COM 718172109 50,562 1,159,157 SHS 0SOLE NONE 1,159,157 POOL CORPORATION COM 73278l105 31 1,900 SHS 0SOLE NONE 1,900 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,814 80,200 SHS 0SOLE NONE 80,200 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 137 9,330 SHS 0SOLE NONE 9,330 POWERSHS DB MULTI SECT COMM DB AGRICULT0 73936B408 160 6,300 SHS 0SOLE NONE 6,300 PRAXAIR INC COM 74005P104 5,799 81,600 SHS 0SOLE NONE 81,600 PRECISION CASTPARTS CORP COM 740189105 3,286 45,000 SHS 0SOLE NONE 45,000 PRICELINE COM INC COM 741503403 1,082 9,700 SHS 0SOLE NONE 9,700 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 116,633 6,190,700 SHS 0SOLE NONE 6,190,700 PROCTER & GAMBLE CO COM 742718109 46,826 916,359 SHS 0SOLE NONE 916,359 PRUDENTIAL PLC ADR 74435K204 1,368 100,000 SHS 0SOLE NONE 100,000 QUALCOMM INC COM 747525103 15,594 345,004 SHS 0SOLE NONE 345,004 QWEST COMMUNICATIONS INTL IN COM 749121109 3 SHS 0SOLE NONE 3 RACKSPACE HOSTING INC COM 750086100 1,372 99,000 SHS 0SOLE NONE 99,000 RANDGOLD RES LTD ADR 752344309 7,258 113,100 SHS 0SOLE NONE 113,100 RANGE RES CORP COM 75281A109 1,217 29,400 SHS 0SOLE NONE 29,400 RAYTHEON CO COM 755111507 22,624 509,200 SHS 0SOLE NONE 509,200 REGIONS FINANCIAL CORP COM 7591EP100 24,063 5,956,300 SHS 0SOLE NONE 5,956,300 REINSURANCE GROUP AMER INC CL A 759351604 4,921 140,965 SHS 0SOLE NONE 140,965 REPUBLIC SVCS INC COM 760759100 5,836 239,100 SHS 0SOLE NONE 239,100 RESEARCH IN MOTION LTD COM 760975102 29,926 421,200 SHS 0SOLE NONE 421,200 RIVERBED TECHNOLOGY INC COM 768573107 974 42,000 SHS 0SOLE NONE 42,000 ROPER INDS INC COM 776696106 217 4,800 SHS 0SOLE NONE 4,800 ROSS STORES INC COM 778296103 65,138 1,687,500 SHS 0SOLE NONE 1,687,500 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 523 10,425 SHS 0SOLE NONE 10,425 SBA COMMUNICATIONS CORP COM 78388J106 12,341 502,900 SHS 0SOLE NONE 502,900 SPDR TR UNIT SER 1 78462F103 7 75 SHS 0SOLE NONE 75 SPDR GOLD TRUST GOLD SHS 78463V107 20,784 227,943 SHS 0SOLE NONE 227,943 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 1,568 47,100 SHS 0SOLE NONE 47,100 SPDR SERIES TRUST LEHMAN YLD ETF 0 78464A417 2,287 65,000 SHS 0SOLE NONE 65,000 SPDR SERIES TRUST SPDR SR TR 78464A680 592 12,900 SHS 0SOLE NONE 12,900 SCHLUMBERGER LTD COM 806857108 5,911 109,246 SHS 0SOLE NONE 109,246 SEALED AIR CORP COM 81211K100 4 204 SHS 0SOLE NONE 204 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,212 96,200 SHS 0SOLE NONE 96,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 827 17,200 SHS 0SOLE NONE 17,200 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 5 290 SHS 0SOLE NONE 290 SEMPRA ENERGY COM 816851109 17,485 352,300 SHS 0SOLE NONE 352,300 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1,420 27,150 SHS 0SOLE NONE 27,150 SHAW GROUP INC COM 820280105 5,301 193,400 SHS 0SOLE NONE 193,400 SIGMA ALDRICH CORP COM 826552101 3,945 79,600 SHS 0SOLE NONE 79,600 SKYWORKS SOLUTIONS INC COM 83088M102 4,495 459,600 SHS 0SOLE NONE 459,600 SMITHFIELD FOODS INC COM 832248108 218 15,592 SHS 0SOLE NONE 15,592 SMUCKER J M CO COM 832696405 5 SHS 0SOLE NONE 5 SOLERA HOLDINGS INC COM 83421A104 325 12,800 SHS 0SOLE NONE 12,800 SONY CORP ADR 835699307 54 2,091 SHS 0SOLE NONE 2,091 SOUTHWESTERN ENERGY CO COM 845467109 15,789 406,400 SHS 0SOLE NONE 406,400 SPECTRA ENERGY CORP COM 847560109 34,667 2,048,853 SHS 0SOLE NONE 2,048,853 STAPLES INC COM 855030102 4,506 223,400 SHS 0SOLE NONE 223,400 STATE STR CORP COM 857477103 21,659 458,876 SHS 0SOLE NONE 458,876 STATOIL ASA SPONSORED ADR 85771P102 1,977 100,000 SHS 0SOLE NONE 100,000 STOCKERYALE INC COM 86126T203 1,000 SHS 0SOLE NONE 1,000 STRYKER CORP COM 863667101 22 550 SHS 0SOLE NONE 550 SUN MICROSYSTEMS INC COM 866810203 1 125 SHS 0SOLE NONE 125 SYBASE INC COM 871130100 229 7,300 SHS 0SOLE NONE 7,300 SYNAPTICS INC COM 87157D109 1,820 47,100 SHS 0SOLE NONE 47,100 SYSCO CORP COM 871829107 36 1,600 SHS 0SOLE NONE 1,600 TJX COS INC COM 872540109 3,222 102,400 SHS 0SOLE NONE 102,400 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 198,187 21,061,300SHS 0SOLE NONE 21,061,30 TARGET CORP COM 87612E106 3,706 93,900 SHS 0SOLE NONE 93,900 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,883 78,700 SHS 0SOLE NONE 78,700 TETRA TECH INC COM 88162G103 6,163 215,100 SHS 0SOLE NONE 215,100 TESSERA TECHNOLOGIES INC COM 88164L100 5,053 199,800 SHS 0SOLE NONE 199,800 THERMO FISHER SCIENTIFIC INC COM 883556102 14,800 363,000 SHS 0SOLE NONE 363,000 TIME WARNER CABLE INC COM 88732J207 3,610 114,002 SHS 0SOLE NONE 114,002 TOTAL S A SPONSORED ADR 89151E109 2,218 40,900 SHS 0SOLE NONE 40,900 TOTAL SYS SVCS INC COM 891906109 3,013 225,000 SHS 0SOLE NONE 225,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 1,888 25,000 SHS 0SOLE NONE 25,000 US BANCORP DEL COM 902973304 3,416 190,600 SHS 0SOLE NONE 190,600 URS CORP COM 903236107 847 17,100 SHS 0SOLE NONE 17,100 ULTRA PETROLEUM CORP COM 903914109 19,102 489,800 SHS 0SOLE NONE 489,800 UNION PAC CORP COM 907818108 84,993 1,632,600 SHS 0SOLE NONE 1,632,600 UNITED PARCEL SERVICE INC CL B 911312106 9,388 187,800 SHS 0SOLE NONE 187,800 UNITED STATES STL CORP COM 912909108 2,781 77,800 SHS 0SOLE NONE 77,800 UNITEDHEALTH GROUP INC COM 91324P102 20 800 SHS 0SOLE NONE 800 VSE CORP COM 918284100 916 35,000 SHS 0SOLE NONE 35,000 VANGUARD INTL EQUITY INDEX F EMR MKT ET0 922042858 86 2,705 SHS 0SOLE NONE 2,705 VANGUARD INDEX FDS SMALL CP ETF 0 922908751 87 1,907 SHS 0SOLE NONE 1,907 VERISIGN INC COM 92343E102 2,585 139,900 SHS 0SOLE NONE 139,900 VERIZON COMMUNICATIONS COM 92343V104 16 523 SHS 0SOLE NONE 523 VIACOM INC CL B 92553P201 37,185 1,638,100 SHS 0SOLE NONE 1,638,100 VISA INC COM 92826C839 245 3,943 SHS 0SOLE NONE 3,943 VOLCANO CORPORATION COM 928645100 2,796 200,000 SHS 0SOLE NONE 200,000 WD-40 CO COM 929236107 725 25,000 SHS 0SOLE NONE 25,000 WGL HLDGS INC COM 92924F106 1,857 58,000 SHS 0SOLE NONE 58,000 WABTEC CORP COM 929740108 3,883 120,700 SHS 0SOLE NONE 120,700 WAL MART STORES INC COM 931142103 28,124 580,600 SHS 0SOLE NONE 580,600 WALTER INDS INC COM 93317Q105 2,718 75,000 SHS 0SOLE NONE 75,000 WASTE MGMT INC DEL COM 94106L109 10,225 363,100 SHS 0SOLE NONE 363,100 WATERS CORP COM 941848103 551 10,700 SHS 0SOLE NONE 10,700 WATSON WYATT WORLDWIDE INC CL A 942712100 214 5,700 SHS 0SOLE NONE 5,700 WELLPOINT INC COM 94973V107 743 14,606 SHS 0SOLE NONE 14,606 WELLS FARGO & CO COM 949746101 49,186 2,027,460 SHS 0SOLE NONE 2,027,460 WHITING PETE CORP COM 966387102 1,621 46,100 SHS 0SOLE NONE 46,100 WYETH COM 983024100 96,717 2,130,800 SHS 0SOLE NONE 2,130,800 XTO ENERGY INC COM 98385X106 11,322 296,855 SHS 0SOLE NONE 296,855 XEROX CORP COM 984121103 8 1,200 SHS 0SOLE NONE 1,200 YAMANA GOLD INC COM 98462Y100 71 8,000 SHS 0SOLE NONE 8,000 ZIMMER HLDGS INC COM 98956P102 23 550 SHS 0SOLE NONE 550 ACCENTURE LTD BERMUDA CL A G1150G111 703 21,024 SHS 0SOLE NONE 21,024 BROOKFIELD INFRAST PARTNERS LP INT UNIT0 G16252101 4 351 SHS 0SOLE NONE 351 INGERSOLL-RAND COMPANY LTD CL A G4776G101 49,374 2,362,400 SHS 0SOLE NONE 2,362,400 INVESCO LTD SHS G491BT108 64 3,614 SHS 0SOLE NONE 3,614 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,237 192,200 SHS 0SOLE NONE 192,200 NABORS INDUSTRIES LTD SHS G6359F103 527 33,798 SHS 0SOLE NONE 33,798 SHIP FINANCE INTERNATIONAL L SHS G81075106 64 5,800 SHS 0SOLE NONE 5,800 UTI WORLDWIDE INC ORD ORD G87210103 149 13,100 SHS 0SOLE NONE 13,100 VISTAPRINT LIMITED SHS G93762204 704 16,500 SHS 0SOLE NONE 16,500 ALCON INC COM SHS H01301102 32,943 283,700 SHS 0SOLE NONE 283,700 TRANSOCEAN LTD REG SHS H8817H100 46,287 623,063 SHS 0SOLE NONE 623,063 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 2,833 120,700 SHS 0SOLE NONE 120,700
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