-----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, MIwNHQhSAvajuBDHoRdrnMk0KcESiFBL5K5JBBeAjE/UOVWSCHbtGMbbqSPr/fWs NFtVks8tKSQx1yERtrK1Mw== 0001163648-09-000008.txt : 20091019 0001163648-09-000008.hdr.sgml : 20091019 20091019152956 ACCESSION NUMBER: 0001163648-09-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091019 DATE AS OF CHANGE: 20091019 EFFECTIVENESS DATE: 20091019 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: 091125879 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 ciqq32009.txt CI 13F, QIII, 2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: September 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 October 19, 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 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 351 Form 13F Information Table Value Total: $ 5,878,110 (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 9/30/09 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AFLAC INC COM 001055102 1,007 23,551 SHS 0SOLE NONE 23,551 AK STL HLDG CORP COM 001547108 21,624 1,096,000 SHS 0SOLE NONE 1,096,000 AT&T INC COM 00206R102 78,078 2,890,700 SHS 0SOLE NONE 2,890,700 ABBOTT LABS COM 002824100 5 100 SHS 0SOLE NONE 100 ACTIVISION BLIZZARD INC COM 00507V109 26,637 2,149,900 SHS 0SOLE NONE 2,149,900 ADOBE SYS INC COM 00724F101 4,761 144,100 SHS 0SOLE NONE 144,100 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 4,242 156,300 SHS 0SOLE NONE 156,300 AEROPOSTALE COM 007865108 1,282 29,500 SHS 0SOLE NONE 29,500 ADVANCED MICRO DEVICES INC COM 007903107 61,083 10,792,100SHS 0SOLE NONE 10,792,10 AFFILIATED COMPUTER SERVICES CL A 008190100 1,912 35,300 SHS 0SOLE NONE 35,300 AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 009606104 497 18,200 SHS 0SOLE NONE 18,200 ALBEMARLE CORP COM 012653101 5,339 154,300 SHS 0SOLE NONE 154,300 ALBERTO CULVER CO COM 013078100 1,951 70,500 SHS 0SOLE NONE 70,500 AMEDISYS INC COM 023436108 2,836 65,000 SHS 0SOLE NONE 65,000 AMERICAN ELEC PWR INC COM 025537101 3,641 117,500 SHS 0SOLE NONE 117,500 AMERICAN EXPRESS CO COM 025816109 10 300 SHS 0SOLE NONE 300 AMERICAN SCIENCE & ENGR INC COM 029429107 1,701 25,000 SHS 0SOLE NONE 25,000 AMGEN INC COM 031162100 13,128 217,961 SHS 0SOLE NONE 217,961 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 11,877 15,475,000SHS 0SOLE NONE 15,475,00 ANADARKO PETE CORP COM 032511107 22,150 353,099 SHS 0SOLE NONE 353,099 ANALOG DEVICES INC COM 032654105 5,127 185,900 SHS 0SOLE NONE 185,900 ANNALY CAP MGMT INC COM 035710409 1,633 90,000 SHS 0SOLE NONE 90,000 APACHE CORP COM 037411105 21,760 236,956 SHS 0SOLE NONE 236,956 APPLE INC COM 037833100 26,512 143,022 SHS 0SOLE NONE 143,022 APPLIED MATLS INC COM 038222105 451 33,625 SHS 0SOLE NONE 33,625 ARM HLDGS PLC SPONSORED ADR 042068106 3,150 450,000 SHS 0SOLE NONE 450,000 ASHLAND INC COM 044209104 6,552 151,600 SHS 0SOLE NONE 151,600 AVATAR HLDGS INC COM 053494100 380 20,000 SHS 0SOLE NONE 20,000 BALDOR ELEC CO COM 057741100 14,189 519,000 SHS 0SOLE NONE 519,000 BALLY TECHNOLOGIES INC COM 05874B107 5,748 149,800 SHS 0SOLE NONE 149,800 BANK OF AMERICA CORPORATION COM 060505104 163,978 9,691,350 SHS 0SOLE NONE 9,691,350 BANK OF YORK MELLON CORP COM 064058100 56,342 1,943,500 SHS 0SOLE NONE 1,943,500 BARRICK GOLD CORP COM 067901108 326 8,600 SHS 0SOLE NONE 8,600 BAXTER INTL INC COM 071813109 9,914 173,900 SHS 0SOLE NONE 173,900 BAYTEX ENERGY TR TRUST UNIT 073176109 4,598 208,600 SHS 0SOLE NONE 208,600 BECKMAN COULTER INC COM 075811109 38,386 556,800 SHS 0SOLE NONE 556,800 BECTON DICKINSON & CO COM 075887109 6,501 93,200 SHS 0SOLE NONE 93,200 BERKSHIRE HATHAWAY INC DEL CL B 084670207 10 3 SHS 0SOLE NONE 3 BEST BUY INC COM 086516101 426 11,352 SHS 0SOLE NONE 11,352 BHP BILLITON LTD SPONSORED ADR 088606108 4,089 61,950 SHS 0SOLE NONE 61,950 BIOGEN IDEC INC COM 09062X103 4,294 85,000 SHS 0SOLE NONE 85,000 BLACKROCK INC COM 09247X101 5,269 24,300 SHS 0SOLE NONE 24,300 BLOCK H & R INC COM 093671105 24 SHS 0SOLE NONE 24 BOEING CO COM 097023105 465 8,582 SHS 0SOLE NONE 8,582 BORG WARNER INC COM 099724106 14,021 463,350 SHS 0SOLE NONE 463,350 BOSTON PROPERTIES INC COM 101121101 39,956 609,550 SHS 0SOLE NONE 609,550 BOSTON SCIENTIFIC CORP COM 101137107 4,079 385,200 SHS 0SOLE NONE 385,200 BRINKS HOME SEC HLDGS INC COM COM 109699108 256 8,300 SHS 0SOLE NONE 8,300 BRISTOL MYERS SQUIBB CO COM 110122108 7 290 SHS 0SOLE NONE 290 BROADCOM CORP CL A 111320107 6,850 223,200 SHS 0SOLE NONE 223,200 BROCADE COMMUNICATIONS SYS I COM 111621306 4,007 509,800 SHS 0SOLE NONE 509,800 BROOKFIELD PPTYS CORP COM 112900105 20,770 1,844,620 SHS 0SOLE NONE 1,844,620 BUFFALO WILD WINGS INC COM 119848109 316 7,600 SHS 0SOLE NONE 7,600 BURGER KING HLDGS INC COM 121208201 1,321 75,100 SHS 0SOLE NONE 75,100 CME GROUP INC COM 12572Q105 3,082 10,000 SHS 0SOLE NONE 10,000 CSX CORP COM 126408103 10,017 239,300 SHS 0SOLE NONE 239,300 CVS CAREMARK CORPORATION COM 126650100 93,594 2,618,747 SHS 0SOLE NONE 2,618,747 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 689 29,000 SHS 0SOLE NONE 29,000 CAMPBELL SOUP CO COM 134429109 26 800 SHS 0SOLE NONE 800 CANADIAN NAT RES LTD COM 136385101 7,055 105,000 SHS 0SOLE NONE 105,000 CANON INC ADR 138006309 118 2,944 SHS 0SOLE NONE 2,944 CARTER INC COM 146229109 283 10,600 SHS 0SOLE NONE 10,600 CENTURYTEL INC COM 156700106 5,762 171,500 SHS 0SOLE NONE 171,500 CEPHALON INC COM 156708109 9,639 165,500 SHS 0SOLE NONE 165,500 CHESAPEAKE ENERGY CORP COM 165167107 46,462 1,636,000 SHS 0SOLE NONE 1,636,000 CHEVRON CORP COM 166764100 29,457 418,240 SHS 0SOLE NONE 418,240 CHUBB CORP COM 171232101 6,175 122,500 SHS 0SOLE NONE 122,500 CISCO SYS INC COM 17275R102 377,587 16,040,246SHS 0SOLE NONE 16,040,24 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 65 13,332 SHS 0SOLE NONE 13,332 CITRIX SYS INC COM 177376100 1,106 28,200 SHS 0SOLE NONE 28,200 CLARK HLDGS INC COM 18145M109 23 40,000 SHS 0SOLE NONE 40,000 CLAYMORE ETF TRUST 2 S&P GBL WATER 18383Q507 91 5,100 SHS 0SOLE NONE 5,100 CLEAN ENERGY FUELS CORP COM 184499101 29 2,000 SHS 0SOLE NONE 2,000 CLINICAL DATA INC COM 18725U109 3 162 SHS 0SOLE NONE 162 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,474 141,600 SHS 0SOLE NONE 141,600 COMCAST CORP CL A 20030N101 1,336 79,108 SHS 0SOLE NONE 79,108 COMPUTER SCIENCES CORP COM 205363104 2,108 40,000 SHS 0SOLE NONE 40,000 CONOCOPHILLIPS COM 20825C104 1,657 36,700 SHS 0SOLE NONE 36,700 CONSOL ENERGY INC COM 20854P109 7,944 176,100 SHS 0SOLE NONE 176,100 CONTINENTAL RESOURCES INC COM 212015101 13,024 332,500 SHS 0SOLE NONE 332,500 CORN PRODS INTL INC COM 219023108 8,484 297,480 SHS 0SOLE NONE 297,480 CORNING INC COM 219350105 283 18,510 SHS 0SOLE NONE 18,510 COSTCO WHSL CORP COM 22160K105 4,082 72,300 SHS 0SOLE NONE 72,300 COVANCE INC COM 222816100 5,415 100,000 SHS 0SOLE NONE 100,000 CRAWFORD & CO CL A 224633206 3 800 SHS 0SOLE NONE 800 CREE INC COM 225447101 2,679 72,900 SHS 0SOLE NONE 72,900 CTRIP COM INTL LTD ADR 22943F100 588 10,000 SHS 0SOLE NONE 10,000 CUMMINS INC COM 231021106 896 20,000 SHS 0SOLE NONE 20,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 606 58,700 SHS 0SOLE NONE 58,700 CYPRESS SHARPRIDGE INVTS INC COM COM 23281A307 2,909 204,860 SHS 0SOLE NONE 204,860 DELL INC COM 24702R101 1,453 95,196 SHS 0SOLE NONE 95,196 DISNEY WALT CO COM DISNEY 254687106 5,324 193,866 SHS 0SOLE NONE 193,866 DISCOVER FINL SVCS COM 254709108 219,819 13,544,000SHS 0SOLE NONE 13,544,00 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 21,713 26,560,000SHS 0SOLE NONE 26,560,00 DOLLAR TREE INC COM 256746108 7,171 147,300 SHS 0SOLE NONE 147,300 DOW CHEM CO COM 260543103 6,163 236,400 SHS 0SOLE NONE 236,400 DR PEPPER SNAPPLE GROUP INC COM 26138E109 564 19,600 SHS 0SOLE NONE 19,600 DYNCORP INTL INC CL A 26817C101 6,125 340,300 SHS 0SOLE NONE 340,300 E M C CORP MASS COM 268648102 32,515 1,908,184 SHS 0SOLE NONE 1,908,184 EATON CORP COM 278058102 2,119 37,444 SHS 0SOLE NONE 37,444 EBAY INC COM 278642103 5,189 219,794 SHS 0SOLE NONE 219,794 EMERSON ELEC CO COM 291011104 4,136 103,200 SHS 0SOLE NONE 103,200 ENCANA CORP COM 292505104 156 2,700 SHS 0SOLE NONE 2,700 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 7,470 165,780 SHS 0SOLE NONE 165,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,007 22,338 SHS 0SOLE NONE 22,338 ENERGIZER HLDGS INC COM 29266R108 8,424 126,976 SHS 0SOLE NONE 126,976 EPOCH HOLDING CORP COM 29428R103 84 9,600 SHS 0SOLE NONE 9,600 ESTERLINE TECHNOLOGIES CORP COM 297425100 1,176 30,000 SHS 0SOLE NONE 30,000 EXXON MOBIL CORP COM 30231G102 398 5,806 SHS 0SOLE NONE 5,806 FMC TECHNOLOGIES INC COM 30249U101 5,007 95,848 SHS 0SOLE NONE 95,848 FTI CONSULTING INC COM 302941109 27,988 656,850 SHS 0SOLE NONE 656,850 FEDEX CORP COM 31428X106 15 200 SHS 0SOLE NONE 200 FIDELITY NATL INFORMATION SV COM 31620M106 1,276 50,000 SHS 0SOLE NONE 50,000 FIRST HORIZON NATL CORP COM 320517105 175 13,208 SHS 0SOLE NONE 13,208 FLUOR CORP COM 343412102 856 16,832 SHS 0SOLE NONE 16,832 FOMENTO ECONOMICO MEXICANO S SPONSORED ADR UNITS344419106 24,275 637,970 SHS 0SOLE NONE 637,970 FORD MTR CO DEL COM PAR $0.01 ORD 345370860 3,369 467,238 SHS 0SOLE NONE 467,238 FORMFACTOR INC COM 346375108 20,014 836,700 SHS 0SOLE NONE 836,700 FORTUNE BRANDS INC COM 349631101 859 19,988 SHS 0SOLE NONE 19,988 FRANKLIN RES INC COM 354613101 4,447 44,200 SHS 0SOLE NONE 44,200 FREEPORT-MCMORAN COPPER & GO COM 35671D857 20,144 293,597 SHS 0SOLE NONE 293,597 GAMESTOP CORP CL A 36467W109 5,956 225,000 SHS 0SOLE NONE 225,000 GAP INC DEL COM 364760108 3,998 186,800 SHS 0SOLE NONE 186,800 GENERAL ELECTRIC CO COM 369604103 332,378 20,242,242SHS 0SOLE NONE 20,242,24 GENEREX BIOTECHNOLOGY CP DEL COM 371485103 3 4,000 SHS 0SOLE NONE 4,000 GENTEX CORP COM 371901109 566 40,000 SHS 0SOLE NONE 40,000 GENOPTIX INC COM 37243V100 6,087 175,000 SHS 0SOLE NONE 175,000 GEOGLOBAL RESOURCES INC COM 37249T109 2,069 1,880,493 SHS 0SOLE NONE 1,880,493 GENZYME CORP COM 372917104 5,389 95,000 SHS 0SOLE NONE 95,000 GILEAD SCIENCES INC COM 375558103 2,329 50,000 SHS 0SOLE NONE 50,000 GOLD FIELDS LTD SPONSORED ADR 38059T106 5,405 392,200 SHS 0SOLE NONE 392,200 GOLDMAN SACHS GROUP INC COM 38141G104 16,707 90,625 SHS 0SOLE NONE 90,625 GOODRICH CORP COM 382388106 1,087 20,000 SHS 0SOLE NONE 20,000 GOODYEAR TIRE & RUBR CO COM 382550101 170 10,000 SHS 0SOLE NONE 10,000 GOOGLE INC CL A 38259P508 34,858 70,300 SHS 0SOLE NONE 70,300 GRAINGER W W INC COM 384802104 61,909 692,800 SHS 0SOLE NONE 692,800 HALLIBURTON CO COM 406216101 56 2,054 SHS 0SOLE NONE 2,054 HARLEY DAVIDSON INC COM 412822108 698 30,358 SHS 0SOLE NONE 30,358 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 51 4,700 SHS 0SOLE NONE 4,700 HARRIS CORP DEL COM 413875105 1,128 30,000 SHS 0SOLE NONE 30,000 HELMERICH & PAYNE INC COM 423452101 8,669 219,300 SHS 0SOLE NONE 219,300 HESS CORP COM 42809H107 10,506 196,514 SHS 0SOLE NONE 196,514 HEWLETT PACKARD CO COM 428236103 9,536 202,000 SHS 0SOLE NONE 202,000 HOME DEPOT INC COM 437076102 7 274 SHS 0SOLE NONE 274 HUDSON CITY BANCORP COM 443683107 4,364 331,900 SHS 0SOLE NONE 331,900 HUGOTON RTY TR TEX UNIT BEN INT 444717102 116 6,500 SHS 0SOLE NONE 6,500 HURON CONSULTING GROUP INC COM 447462102 3,875 150,000 SHS 0SOLE NONE 150,000 IMS HEALTH INC COM 449934108 84 5,500 SHS 0SOLE NONE 5,500 ITT EDUCATIONAL SERVICES INC COM 45068B109 4,416 40,000 SHS 0SOLE NONE 40,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2,473 51,000 SHS 0SOLE NONE 51,000 INTEL CORP COM 458140100 372,226 19,020,250SHS 0SOLE NONE 19,020,25 INTERNATIONAL BUSINESS MACHS COM 459200101 20,342 170,072 SHS 0SOLE NONE 170,072 INTERNATIONAL GAME TECHNOLOG COM 459902102 23 1,050 SHS 0SOLE NONE 1,050 INVACARE CORP COM 461203101 4 200 SHS 0SOLE NONE 200 INVESCO MORTGAGE CAPITAL INC COM 46131B100 4,079 186,700 SHS 0SOLE NONE 186,700 ISHARES INC MSCI BRAZIL 464286400 141 2,086 SHS 0SOLE NONE 2,086 ISHARES INC MSCI CDA INDEX 464286509 1,012 39,700 SHS 0SOLE NONE 39,700 ISHARES INC MSCI EMU INDEX 464286608 1,444 38,000 SHS 0SOLE NONE 38,000 ISHARES INC MSCI JAPAN 464286848 1,589 159,900 SHS 0SOLE NONE 159,900 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 707 18,160 SHS 0SOLE NONE 18,160 ISHARES TR S&P GBL HLTHCR S&P GBL HLTHCR 464287325 377 7,800 SHS 0SOLE NONE 7,800 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 1,046 19,116 SHS 0SOLE NONE 19,116 ISHARES TR COHEN&ST RLTY COHEN&ST RLTY 464287564 314 6,460 SHS 0SOLE NONE 6,460 ISHARES TR RUSSELL1000VAL RUSSELL1000VAL 464287598 101 1,818 SHS 0SOLE NONE 1,818 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 81 1,348 SHS 0SOLE NONE 1,348 ISHARES TRUST S&P WLD EX-US 464288422 611 19,420 SHS 0SOLE NONE 19,420 ISHARES TRUST MSCI VAL IDX 464288877 1,712 33,440 SHS 0SOLE NONE 33,440 JDS UNIPHASE CORP COM PAR $0.001 46612J507 4 602 SHS 0SOLE NONE 602 JP MORGAN CHASE & CO COM 46625H100 88,979 2,030,556 SHS 0SOLE NONE 2,030,556 JOHNSON & JOHNSON COM 478160104 95,011 1,560,370 SHS 0SOLE NONE 1,560,370 JOHNSON CTLS INC COM 478366107 18,863 738,000 SHS 0SOLE NONE 738,000 KHD HUMBOLDT WEDAG INTL LTD COM 482462108 40 SHS 0SOLE NONE 40 KANSAS CITY SOUTHERN COM 485170302 321 12,100 SHS 0SOLE NONE 12,100 KELLOGG CO COM 487836108 8,620 175,100 SHS 0SOLE NONE 175,100 KIMCO REALTY CORP COM 49446R109 18,909 1,450,100 SHS 0SOLE NONE 1,450,100 KRAFT FOODS INC CL A 50075N104 1,090 41,506 SHS 0SOLE NONE 41,506 LKQ CORP COM 501889208 5,061 273,000 SHS 0SOLE NONE 273,000 LAM RESEARCH CORP COM 512807108 5,944 174,000 SHS 0SOLE NONE 174,000 LAUDER ESTEE COS INC CL A 518439104 154 4,150 SHS 0SOLE NONE 4,150 LIBERTY MEDIA CORP NEW ENT COM 53071M500 7,498 241,000 SHS 0SOLE NONE 241,000 LILLY ELI & CO COM 532457108 111,740 3,383,000 SHS 0SOLE NONE 3,383,000 LINCOLN ELEC HLDGS INC COM 533900106 1,186 25,000 SHS 0SOLE NONE 25,000 LINCOLN NATL CORP IND COM 534187109 80,929 3,123,474 SHS 0SOLE NONE 3,123,474 LOCKHEED MARTIN CORP COM 539830109 3,920 50,200 SHS 0SOLE NONE 50,200 LORILLARD INC COM 544147101 8,582 115,500 SHS 0SOLE NONE 115,500 LOWES COS INC COM 548661107 4,198 200,500 SHS 0SOLE NONE 200,500 LUBRIZOL CORP COM 549271104 679 9,500 SHS 0SOLE NONE 9,500 MSCI INC CL A 55354G100 4,348 146,800 SHS 0SOLE NONE 146,800 MANTECH INTL CORP CL A 564563104 231 4,900 SHS 0SOLE NONE 4,900 MARATHON OIL CORP COM 565849106 1,137 35,646 SHS 0SOLE NONE 35,646 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,037 22,900 SHS 0SOLE NONE 22,900 MARSH & MCLENNAN COS INC COM 571748102 28 1,150 SHS 0SOLE NONE 1,150 MARTIN MARIETTA MATLS INC COM 573284106 193,347 2,100,000 SHS 0SOLE NONE 2,100,000 MASTERCARD INC CL A 57636Q104 19,770 97,800 SHS 0SOLE NONE 97,800 MAXIM INTEGRATED PRODS INC COM 57772K101 19,032 1,049,200 SHS 0SOLE NONE 1,049,200 MCDONALDS CORP COM 580135101 7,716 135,200 SHS 0SOLE NONE 135,200 MCKESSON CORP COM 58155Q103 95 1,600 SHS 0SOLE NONE 1,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,674 84,500 SHS 0SOLE NONE 84,500 MEDIWARE INFORMATION SYS INC COM 584946107 923 127,600 SHS 0SOLE NONE 127,600 MEDTRONIC INC COM 585055106 1,472 40,002 SHS 0SOLE NONE 40,002 MERCK & CO INC COM 589331107 1,238 39,144 SHS 0SOLE NONE 39,144 METAVANTE TECHNOLOGIES INC COM 591407101 938 27,200 SHS 0SOLE NONE 27,200 MICROSOFT CORP COM 594918104 224,605 8,675,346 SHS 0SOLE NONE 8,675,346 MICROVISION INC DEL COM 594960106 632 114,690 SHS 0SOLE NONE 114,690 MICRON TECHNOLOGY INC COM 595112103 59,450 7,250,000 SHS 0SOLE NONE 7,250,000 MILLER INDS INC TENN COM 600551204 1,295 117,764 SHS 0SOLE NONE 117,764 MONSANTO CO COM 61166W101 559 7,218 SHS 0SOLE NONE 7,218 MORGAN STANLEY COM 617446448 4,058 131,400 SHS 0SOLE NONE 131,400 MOTOROLA INC COM 620076109 3 300 SHS 0SOLE NONE 300 MURPHY OIL CORP COM 626717102 4,318 75,000 SHS 0SOLE NONE 75,000 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 28,228 32,307,000SHS 0SOLE NONE 32,307,00 NRG ENERGY INC COM 629377508 7,016 248,900 SHS 0SOLE NONE 248,900 MONT MINING CORP COM 651639106 1,327 30,154 SHS 0SOLE NONE 30,154 NIDEC CORP SPONSORED ADR 654090109 1,830 90,000 SHS 0SOLE NONE 90,000 NOKIA CORP SPONSORED ADR 654902204 18 1,200 SHS 0SOLE NONE 1,200 NOBLE ENERGY INC COM 655044105 15,283 231,700 SHS 0SOLE NONE 231,700 NORDSTROM INC COM 655664100 68 2,220 SHS 0SOLE NONE 2,220 NORFOLK SOUTHERN CORP COM 655844108 1,466 33,998 SHS 0SOLE NONE 33,998 NORTHERN OIL & GAS INC NEV COM 665531109 1,278 152,200 SHS 0SOLE NONE 152,200 NORTHERN TR CORP COM 665859104 3,664 63,000 SHS 0SOLE NONE 63,000 NOVELLUS SYS INC COM 670008101 587 28,000 SHS 0SOLE NONE 28,000 NVIDIA CORP COM 67066G104 33,285 2,214,600 SHS 0SOLE NONE 2,214,600 OCCIDENTAL PETE CORP DEL COM 674599105 68,820 877,800 SHS 0SOLE NONE 877,800 OFFICE DEPOT INC COM 676220106 38 5,788 SHS 0SOLE NONE 5,788 ON SEMICONDUCTOR CORP COM 682189105 6,336 768,000 SHS 0SOLE NONE 768,000 ONCOTHYREON INC COM 682324108 4 700 SHS 0SOLE NONE 700 ORACLE CORP COM 68389X105 2,509 120,400 SHS 0SOLE NONE 120,400 ORBITAL SCIENCES CORP COM 685564106 2,994 200,000 SHS 0SOLE NONE 200,000 OTELCO INC INCME DEP SECS 688823202 14,895 1,171,000 SHS 0SOLE NONE 1,171,000 PLC SYS INC COM 69341D104 7 22,380 SHS 0SOLE NONE 22,380 PNC FINL SVCS GROUP INC COM 693475105 46,442 955,800 SHS 0SOLE NONE 955,800 PALM INC COM 696643105 560 32,100 SHS 0SOLE NONE 32,100 PARKER HANNIFIN CORP COM 701094104 1,037 20,000 SHS 0SOLE NONE 20,000 PATTERSON COMPANIES INC COM 703395103 84 3,100 SHS 0SOLE NONE 3,100 PATTERSON UTI ENERGY INC COM 703481101 92,173 6,104,200 SHS 0SOLE NONE 6,104,200 PEABODY ENERGY CORP COM 704549104 9,056 243,300 SHS 0SOLE NONE 243,300 PEPSICO INC COM 713448108 40,252 686,200 SHS 0SOLE NONE 686,200 PETROCHINA CO LTD SPONSORED ADR 71646E100 296 2,600 SHS 0SOLE NONE 2,600 PETROHAWK ENERGY CORP COM 716495106 12,174 502,850 SHS 0SOLE NONE 502,850 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 16,440 418,207 SHS 0SOLE NONE 418,207 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 136,360 2,970,800 SHS 0SOLE NONE 2,970,800 PETSMART INC COM 716768106 97,875 4,500,000 SHS 0SOLE NONE 4,500,000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 98 1,500 SHS 0SOLE NONE 1,500 PHILIP MORRIS INTL INC COM 718172109 57,696 1,183,757 SHS 0SOLE NONE 1,183,757 PHILLIPS VAN HEUSEN CORP COM 718592108 291 6,800 SHS 0SOLE NONE 6,800 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 702 31,800 SHS 0SOLE NONE 31,800 POWERSHARES ETF TRUST WATER RESOURCE 73935X575 150 9,000 SHS 0SOLE NONE 9,000 POWERSHS DB MULTI SECT COMM DB AGRICULTFD 73936B408 873 34,300 SHS 0SOLE NONE 34,300 PRAXAIR INC COM 74005P104 14,925 182,700 SHS 0SOLE NONE 182,700 PRECISION CASTPARTS CORP COM 740189105 1,528 15,000 SHS 0SOLE NONE 15,000 PRICELINE COM INC COM 741503403 4,859 29,300 SHS 0SOLE NONE 29,300 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 140,689 5,136,500 SHS 0SOLE NONE 5,136,500 PROCTER & GAMBLE CO COM 742718109 54,287 937,279 SHS 0SOLE NONE 937,279 PRUDENTIAL PLC ADR 74435K204 1,156 60,000 SHS 0SOLE NONE 60,000 QLOGIC CORP COM 747277101 3,239 188,300 SHS 0SOLE NONE 188,300 QUALCOMM INC COM 747525103 21,451 476,908 SHS 0SOLE NONE 476,908 QWEST COMMUNICATIONS INTL IN COM 749121109 12 SHS 0SOLE NONE 12 RANDGOLD RES LTD ADR 752344309 6,848 98,000 SHS 0SOLE NONE 98,000 RANGE RES CORP COM 75281A109 1,496 30,300 SHS 0SOLE NONE 30,300 RAYTHEON CO COM 755111507 3,598 75,000 SHS 0SOLE NONE 75,000 REINSURANCE GROUP AMER INC CL A 759351604 6,644 148,965 SHS 0SOLE NONE 148,965 REPUBLIC SVCS INC COM 760759100 5,386 202,700 SHS 0SOLE NONE 202,700 RESEARCH IN MOTION LTD COM 760975102 33,734 499,400 SHS 0SOLE NONE 499,400 ROSS STORES INC COM 778296103 67,298 1,408,800 SHS 0SOLE NONE 1,408,800 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 32 3,000 SHS 0SOLE NONE 3,000 ROYAL DUTCH SHELL PLC SPONSORED ADR A 780259206 596 10,425 SHS 0SOLE NONE 10,425 SBA COMMUNICATIONS CORP COM 78388J106 13,437 497,100 SHS 0SOLE NONE 497,100 SPDR TR UNIT SER 1 78462F103 16 150 SHS 0SOLE NONE 150 SPDR GOLD TRUST GOLD SHS 78463V107 21,152 213,984 SHS 0SOLE NONE 213,984 SPDR INDEX SHS FDS DJ EURSTX50ETF DJ EURSTX50ETF 78463X202 1,947 47,100 SHS 0SOLE NONE 47,100 SPDR SERIES TRUST SPDR SR TR 78464A680 891 19,424 SHS 0SOLE NONE 19,424 STEC INC COM 784774101 5,437 185,000 SHS 0SOLE NONE 185,000 SCHLUMBERGER LTD COM 806857108 8,009 134,376 SHS 0SOLE NONE 134,376 SEALED AIR CORP COM 81211K100 8 408 SHS 0SOLE NONE 408 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,627 103,200 SHS 0SOLE NONE 103,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,102 20,440 SHS 0SOLE NONE 20,440 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 182 6,200 SHS 0SOLE NONE 6,200 SEMPRA ENERGY COM 816851109 18,285 367,100 SHS 0SOLE NONE 367,100 SHAW GROUP INC COM 820280105 7,188 224,000 SHS 0SOLE NONE 224,000 SIGMA ALDRICH CORP COM 826552101 594 11,000 SHS 0SOLE NONE 11,000 SKYWORKS SOLUTIONS INC COM 83088M102 1,644 124,200 SHS 0SOLE NONE 124,200 SMITHFIELD FOODS INC COM 832248108 549 39,808 SHS 0SOLE NONE 39,808 SMUCKER J M CO COM 832696405 5,402 101,910 SHS 0SOLE NONE 101,910 SONY CORP ADR 835699307 122 4,182 SHS 0SOLE NONE 4,182 SOUTHWESTERN ENERGY CO COM 845467109 20,580 482,200 SHS 0SOLE NONE 482,200 SPECTRA ENERGY CORP COM 847560109 40,337 2,129,700 SHS 0SOLE NONE 2,129,700 STAPLES INC COM 855030102 945 40,700 SHS 0SOLE NONE 40,700 STATE STR CORP COM 857477103 15,719 298,836 SHS 0SOLE NONE 298,836 STOCKERYALE INC COM 86126T203 2,000 SHS 0SOLE NONE 2,000 STRYKER CORP COM 863667101 50 1,100 SHS 0SOLE NONE 1,100 SUNCOR ENERGY INC NEW 867224107 12,956 374,888 SHS 0SOLE NONE 374,888 SYBASE INC COM 871130100 284 7,300 SHS 0SOLE NONE 7,300 SYSCO CORP COM 871829107 80 3,200 SHS 0SOLE NONE 3,200 TJX COS INC COM 872540109 5,691 153,200 SHS 0SOLE NONE 153,200 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 230,500 21,031,062SHS 0SOLE NONE 21,031,06 TARGET CORP COM 87612E106 5,312 113,800 SHS 0SOLE NONE 113,800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6,917 136,800 SHS 0SOLE NONE 136,800 TETRA TECH INC COM 88162G103 302 11,400 SHS 0SOLE NONE 11,400 TESSERA TECHNOLOGIES INC COM 88164L100 4,977 178,448 SHS 0SOLE NONE 178,448 THERMO FISHER SCIENTIFIC INC COM 883556102 15,328 351,000 SHS 0SOLE NONE 351,000 TIME WARNER CABLE INC COM 88732J207 5,360 124,400 SHS 0SOLE NONE 124,400 TOMKINS PLC SPONSORED ADR 890030208 336 28,000 SHS 0SOLE NONE 28,000 TOTAL S A SPONSORED ADR 89151E109 2,675 45,140 SHS 0SOLE NONE 45,140 TOTAL SYS SVCS INC COM 891906109 3,625 225,000 SHS 0SOLE NONE 225,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 1,964 25,000 SHS 0SOLE NONE 25,000 TRI CONTL CORP COM 895436103 14 1,308 SHS 0SOLE NONE 1,308 TUPPERWARE BRANDS CORP COM 899896104 6,052 151,600 SHS 0SOLE NONE 151,600 ULTRA PETROLEUM CORP COM 903914109 22,340 456,300 SHS 0SOLE NONE 456,300 UNION PAC CORP COM 907818108 98,629 1,690,300 SHS 0SOLE NONE 1,690,300 UNITED PARCEL SERVICE INC CL B 911312106 14,981 265,300 SHS 0SOLE NONE 265,300 UNITEDHEALTH GROUP INC COM 91324P102 40 1,600 SHS 0SOLE NONE 1,600 UNUM GROUP COM 91529Y106 3,345 156,000 SHS 0SOLE NONE 156,000 VSE CORP COM 918284100 975 25,000 SHS 0SOLE NONE 25,000 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 306 7,930 SHS 0SOLE NONE 7,930 VANGUARD INDEX FDS REIT 922908553 791 19,060 SHS 0SOLE NONE 19,060 VANGUARD INDEX FDS SM CP VAL ETF 922908611 81 1,520 SHS 0SOLE NONE 1,520 VANGUARD INDEX FDS SMALL CP ETF 922908751 219 3,950 SHS 0SOLE NONE 3,950 VERIZON COMMUNICATIONS COM 92343V104 32 1,046 SHS 0SOLE NONE 1,046 VIACOM INC CL B 92553P201 914 32,600 SHS 0SOLE NONE 32,600 VISA INC COM 92826C839 545 7,886 SHS 0SOLE NONE 7,886 WD-40 CO COM 929236107 710 25,000 SHS 0SOLE NONE 25,000 WGL HLDGS INC COM 92924F106 1,922 58,000 SHS 0SOLE NONE 58,000 WAL MART STORES INC COM 931142103 29,680 604,600 SHS 0SOLE NONE 604,600 WASTE MGMT INC DEL COM 94106L109 10,869 364,500 SHS 0SOLE NONE 364,500 WASTE SERVICES INC DEL COM 941075202 21 4,500 SHS 0SOLE NONE 4,500 WATERS CORP COM 941848103 78 1,400 SHS 0SOLE NONE 1,400 WATSCO INC COM 942622200 286 5,300 SHS 0SOLE NONE 5,300 WELLPOINT INC COM 94973V107 996 21,024 SHS 0SOLE NONE 21,024 WELLS FARGO & CO COM 949746101 60,416 2,143,937 SHS 0SOLE NONE 2,143,937 WESTERN DIGITAL CORP COM 958102105 45,904 1,256,600 SHS 0SOLE NONE 1,256,600 WHITING PETE CORP COM 966387102 6,869 119,300 SHS 0SOLE NONE 119,300 XTO ENERGY INC COM 98385X106 10,928 264,468 SHS 0SOLE NONE 264,468 XEROX CORP COM 984121103 19 2,400 SHS 0SOLE NONE 2,400 YAMANA GOLD INC COM 98462Y100 86 8,000 SHS 0SOLE NONE 8,000 ZIMMER HLDGS INC COM 98956P102 59 1,100 SHS 0SOLE NONE 1,100 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 12 702 SHS 0SOLE NONE 702 BUNGE LIMITED COM G16962105 53,300 851,300 SHS 0SOLE NONE 851,300 INVESCO LTD SHS G491BT108 165 7,228 SHS 0SOLE NONE 7,228 LAZARD LTD SHS A G54050102 4,139 100,200 SHS 0SOLE NONE 100,200 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,030 310,700 SHS 0SOLE NONE 310,700 NABORS INDUSTRIES LTD SHS G6359F103 1,177 56,302 SHS 0SOLE NONE 56,302 SEAGATE TECHNOLOGY SHS G7945J104 57,914 3,807,600 SHS 0SOLE NONE 3,807,600 SHIP FINANCE INTERNATIONAL L SHS G81075106 71 5,800 SHS 0SOLE NONE 5,800 ALCON INC COM SHS H01301102 6,934 50,000 SHS 0SOLE NONE 50,000 WEATHERFORD INTERNATIONAL LT REG H27013103 43,968 2,121,000 SHS 0SOLE NONE 2,121,000 FOSTER WHEELER AG COM COM H27178104 5,990 187,700 SHS 0SOLE NONE 187,700 TRANSOCEAN LTD REG SHS H8817H100 57,822 676,043 SHS 0SOLE NONE 676,043 TYCO INTERNATIONAL LTD SHS H89128104 20,909 606,400 SHS 0SOLE NONE 606,400 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 567 20,000 SHS 0SOLE NONE 20,000 CORE LABORATORIES N V COM N22717107 2,577 25,000 SHS 0SOLE NONE 25,000
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