-----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, MIgq09UB5gRMnhDUDMSQQ2KvHwon7Zi3e9IpVcHqmoZsv//l2Aurmnv7d8OsfiAW c+wKvHzbINNZv2Phiwtyhw== 0001163648-10-000004.txt : 20100416 0001163648-10-000004.hdr.sgml : 20100416 20100416101516 ACCESSION NUMBER: 0001163648-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100416 DATE AS OF CHANGE: 20100416 EFFECTIVENESS DATE: 20100416 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: 10753669 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 ciqq12010.txt 13 F CI INVESTMENTS, Q1, 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: March 31, 2010 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 16, 2010 [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 28-02405 Cohen & Steers Capital Management, Inc. 28-04557 Wellington Management Company, LLP 28-13816 Trident Investment Management, LLC FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 386 Form 13F Information Table Value Total: $ 7,169,166 (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 03/31/10 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE TALECRIS BIOTHERAPEUTICS HLD COM ADDED 87422710145 2,250 SHS 0SOLE NONE 2,250 AFLAC INC COM 001055102 6,572 121,047 SHS 0SOLE NONE 121,047 AT&T INC COM 00206R102 30,005 1,161,180 SHS 0SOLE NONE 1,161,180 ABBOTT LABS COM 002824100 9 165 SHS 0SOLE NONE 165 ABERCROMBIE & FITCH CO CL A 002896207 6,974 152,800 SHS 0SOLE NONE 152,800 ACTIVISION BLIZZARD INC COM 00507V109 24,028 1,992,380 SHS 0SOLE NONE 1,992,380 ADOBE SYS INC COM 00724F101 4,750 134,300 SHS 0SOLE NONE 134,300 ADVANCED MICRO DEVICES INC COM 007903107 76,198 8,219,840 SHS 0SOLE NONE 8,219,840 AKAMAI TECHNOLOGIES INC COM 00971T101 11,766 374,600 SHS 0SOLE NONE 374,600 ALBEMARLE CORP COM 012653101 324 7,600 SHS 0SOLE NONE 7,600 ALBERTO CULVER CO COM 013078100 1,844 70,500 SHS 0SOLE NONE 70,500 ALCOA INC COM 013817101 7,826 549,600 SHS 0SOLE NONE 549,600 ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,989 92,400 SHS 0SOLE NONE 92,400 AMERICAN ELEC PWR INC COM 025537101 6,713 196,400 SHS 0SOLE NONE 196,400 AMERICAN EXPRESS CO COM 025816109 12 300 SHS 0SOLE NONE 300 AMERICAN INTL GROUP INC COM NEW ADDED 026874784 8 SHS 0SOLE NONE 8 AMERICAN SCIENCE & ENGR INC COM 029429107 1,498 20,000 SHS 0SOLE NONE 20,000 AMERICAN TOWER CORP CL A 029912201 2,020 47,400 SHS 0SOLE NONE 47,400 AMERISOURCEBERGEN CORP COM 03073E105 4,916 170,000 SHS 0SOLE NONE 170,000 AMERIPRISE FINL INC COM 03076C106 5,516 121,600 SHS 0SOLE NONE 121,600 AMGEN INC COM 031162100 6,287 105,196 SHS 0SOLE NONE 105,196 AMYLIN PHARMACEUTICALS INC COM 032346108 31,981 1,422,000 SHS 0SOLE NONE 1,422,000 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 22,281 25,000,000SHS 0SOLE NONE 25,000,00 ANADARKO PETE CORP COM 032511107 38,907 534,219 SHS 0SOLE NONE 534,219 ANALOG DEVICES INC COM 032654105 576 20,000 SHS 0SOLE NONE 20,000 APACHE CORP COM 037411105 84,322 830,756 SHS 0SOLE NONE 830,756 APPLE INC COM 037833100 12,696 54,042 SHS 0SOLE NONE 54,042 ARCH COAL INC COM 039380100 11 500 SHS 0SOLE NONE 500 ARCHER DANIELS MIDLAND CO COM 039483102 902 31,200 SHS 0SOLE NONE 31,200 ARUBA NETWORKS INC COM 043176106 546 40,000 SHS 0SOLE NONE 40,000 ASHLAND INC COM 044209104 5,071 96,100 SHS 0SOLE NONE 96,100 ATHENAHEALTH INC COM 04685W103 1,097 30,000 SHS 0SOLE NONE 30,000 ATHEROS COMMUNICATIONS INC COM 04743P108 383 9,900 SHS 0SOLE NONE 9,900 BAIDU COM INC SPONSORED ADR REP A056752108 561 940 SHS 0SOLE NONE 940 BALDOR ELEC CO COM 057741100 15,398 411,700 SHS 0SOLE NONE 411,700 BALLY TECHNOLOGIES INC COM 05874B107 677 16,700 SHS 0SOLE NONE 16,700 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 13,995 1,125,900 SHS 0SOLE NONE 1,125,900 BANK OF AMERICA CORPORATION COM 060505104 362,353 20,299,876SHS 0SOLE NONE 20,299,87 BANK OF YORK MELLON CORP COM 064058100 2 60 SHS 0SOLE NONE 60 BAYTEX ENERGY TR TRUST UNIT 073176109 10,521 309,800 SHS 0SOLE NONE 309,800 BE AEROSPACE INC COM 073302101 18,215 598,200 SHS 0SOLE NONE 598,200 BECTON DICKINSON & CO COM 075887109 12,754 162,000 SHS 0SOLE NONE 162,000 BEST BUY INC COM 086516101 813 19,113 SHS 0SOLE NONE 19,113 BHP BILLITON LTD SPONSORED ADR 088606108 4,807 59,851 SHS 0SOLE NONE 59,851 BLACKROCK INC COM 09247X101 5,858 26,900 SHS 0SOLE NONE 26,900 BLOCK H & R INC COM 093671105 24 SHS 0SOLE NONE 24 BOEING CO COM 097023105 566 7,799 SHS 0SOLE NONE 7,799 BORG WARNER INC COM 099724106 18,927 495,720 SHS 0SOLE NONE 495,720 BOSTON PROPERTIES INC COM 101121101 68 900 SHS 0SOLE NONE 900 BRIGHAM EXPLORATION CO COM 109178103 1,834 115,000 SHS 0SOLE NONE 115,000 BRISTOL MYERS SQUIBB CO COM 110122108 4 145 SHS 0SOLE NONE 145 BROADCOM CORP CL A 111320107 6,288 189,500 SHS 0SOLE NONE 189,500 BROOKFIELD PPTYS CORP COM 112900105 27,435 1,786,128 SHS 0SOLE NONE 1,786,128 BUCKEYE TECHNOLOGIES INC COM 118255108 268 20,500 SHS 0SOLE NONE 20,500 BURGER KING HLDGS INC COM 121208201 57 2,700 SHS 0SOLE NONE 2,700 CBS CORP CL B 124857202 5,286 379,200 SHS 0SOLE NONE 379,200 CF INDS HLDGS INC COM 125269100 5,024 55,100 SHS 0SOLE NONE 55,100 CIT GROUP INC COM 125581801 7,519 193,004 SHS 0SOLE NONE 193,004 CNX GAS CORP COM 12618H309 1,035 27,200 SHS 0SOLE NONE 27,200 CSX CORP COM 126408103 10,893 214,000 SHS 0SOLE NONE 214,000 CVS CAREMARK CORPORATION COM 126650100 175,464 4,799,342 SHS 0SOLE NONE 4,799,342 CAMPBELL SOUP CO COM 134429109 14 400 SHS 0SOLE NONE 400 CANON INC ADR 138006309 68 1,472 SHS 0SOLE NONE 1,472 CAPITAL ONE FINL CORP COM 14040H105 4,153 100,300 SHS 0SOLE NONE 100,300 CARNIVAL CORP PAIRED CTF 143658300 4,339 111,600 SHS 0SOLE NONE 111,600 CELESTICA INC SUB VTG SHS 15101Q108 437 40,000 SHS 0SOLE NONE 40,000 CENTURYTEL INC COM 156700106 3,078 86,800 SHS 0SOLE NONE 86,800 CEPHALON INC COM 156708109 25,099 370,300 SHS 0SOLE NONE 370,300 CHEESECAKE FACTORY INC COM 163072101 4,116 152,100 SHS 0SOLE NONE 152,100 CHESAPEAKE ENERGY CORP COM 165167107 1,537 65,000 SHS 0SOLE NONE 65,000 CHEVRON CORP COM 166764100 20,643 272,225 SHS 0SOLE NONE 272,225 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 51,970 1,080,000 SHS 0SOLE NONE 1,080,000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 541 4,800 SHS 0SOLE NONE 4,800 CISCO SYS INC COM 17275R102 610,007 23,434,781SHS 0SOLE NONE 23,434,78 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 14 3,357 SHS 0SOLE NONE 3,357 CITRIX SYS INC COM 177376100 3,090 65,100 SHS 0SOLE NONE 65,100 CLARK HLDGS INC COM 18145M109 11 20,000 SHS 0SOLE NONE 20,000 CLEAN ENERGY FUELS CORP COM 184499101 592 26,000 SHS 0SOLE NONE 26,000 CLIFFS NATURAL RESOURCES INC COM 18683K101 18,471 260,335 SHS 0SOLE NONE 260,335 CLINICAL DATA INC COM 18725U109 2 81 SHS 0SOLE NONE 81 COBALT INTL ENERGY INC COM 19075F106 4,283 314,900 SHS 0SOLE NONE 314,900 COCA COLA CO COM 191216100 4 65 SHS 0SOLE NONE 65 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 489 9,600 SHS 0SOLE NONE 9,600 COLGATE PALMOLIVE CO COM 194162103 5,442 63,830 SHS 0SOLE NONE 63,830 COMCAST CORP CL A 20030N101 354 18,828 SHS 0SOLE NONE 18,828 COMERICA INC COM 200340107 6,954 182,800 SHS 0SOLE NONE 182,800 COMMUNITY HEALTH SYS INC COM 203668108 52 1,400 SHS 0SOLE NONE 1,400 COMPUTER SCIENCES CORP COM 205363104 13,350 245,000 SHS 0SOLE NONE 245,000 CONAGRA FOODS INC COM 205887102 6,496 259,100 SHS 0SOLE NONE 259,100 CONCHO RES INC COM 20605P101 5,953 118,200 SHS 0SOLE NONE 118,200 CONOCOPHILLIPS COM 20825C104 1,515 29,600 SHS 0SOLE NONE 29,600 CONSOL ENERGY INC COM 20854P109 4,142 97,100 SHS 0SOLE NONE 97,100 CONTINENTAL RESOURCES INC COM 212015101 11,735 275,800 SHS 0SOLE NONE 275,800 CORNING INC COM 219350105 182 9,000 SHS 0SOLE NONE 9,000 COVANCE INC COM 222816100 6,139 100,000 SHS 0SOLE NONE 100,000 CRACKER BARREL OLD CTRY STOR COM 22410J106 323 6,960 SHS 0SOLE NONE 6,960 CRAWFORD & CO CL A 224633206 1 400 SHS 0SOLE NONE 400 CREE INC COM 225447101 5,196 74,000 SHS 0SOLE NONE 74,000 CTRIP COM INTL LTD ADR 22943F100 482 12,300 SHS 0SOLE NONE 12,300 CUMMINS INC COM 231021106 6,591 106,400 SHS 0SOLE NONE 106,400 CYPRESS SHARPRIDGE INVTS INC COM COM 23281A307 3,123 233,440 SHS 0SOLE NONE 233,440 DTE ENERGY CO COM 233331107 370 8,300 SHS 0SOLE NONE 8,300 DEERE & CO COM 244199105 2 30 SHS 0SOLE NONE 30 DELL INC COM 24702R101 720 47,980 SHS 0SOLE NONE 47,980 DELTA AIR LINES INC DEL COM 247361702 3,729 255,600 SHS 0SOLE NONE 255,600 DEVON ENERGY CORP COM 25179M103 8,382 130,100 SHS 0SOLE NONE 130,100 DIGITAL RLTY TR INC COM 253868103 56,631 1,044,850 SHS 0SOLE NONE 1,044,850 DIGITALGLOBE INC COM NEW 25389M877 56 2,000 SHS 0SOLE NONE 2,000 DISNEY WALT CO COM DISNEY 254687106 414 11,856 SHS 0SOLE NONE 11,856 DISCOVER FINL SVCS COM 254709108 206,276 13,844,000SHS 0SOLE NONE 13,844,00 DIRECTV COM CL A ADDED 25490A101 325 9,606 SHS 0SOLE NONE 9,606 DOLBY LABORATORIES INC COM 25659T107 616 10,500 SHS 0SOLE NONE 10,500 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 6,803 7,375,000 SHS 0SOLE NONE 7,375,000 DOLLAR TREE INC COM 256746108 7,355 124,200 SHS 0SOLE NONE 124,200 DOMTAR CORP COM NEW 257559203 6,473 100,500 SHS 0SOLE NONE 100,500 DUKE ENERGY CORP COM 26441C105 11 693 SHS 0SOLE NONE 693 E M C CORP MASS COM 268648102 57,771 3,202,393 SHS 0SOLE NONE 3,202,393 EATON CORP COM 278058102 2,012 26,549 SHS 0SOLE NONE 26,549 EBAY INC COM 278642103 622 23,073 SHS 0SOLE NONE 23,073 EDISON INTL COM 281020107 5,149 150,700 SHS 0SOLE NONE 150,700 EMERSON ELEC CO COM 291011104 3 60 SHS 0SOLE NONE 60 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 8,737 172,780 SHS 0SOLE NONE 172,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,166 22,837 SHS 0SOLE NONE 22,837 ENSCO INTL INC COM COM 29358Q109 1,684 37,600 SHS 0SOLE NONE 37,600 EPOCH HOLDING CORP COM 29428R103 54 4,800 SHS 0SOLE NONE 4,800 ERICSSON L M TEL CO ADR B SEK 10 294821608 54 5,200 SHS 0SOLE NONE 5,200 ESTERLINE TECHNOLOGIES CORP COM 297425100 1,483 30,000 SHS 0SOLE NONE 30,000 EXXON MOBIL CORP COM 30231G102 189 2,817 SHS 0SOLE NONE 2,817 FBR CAPITAL MARKETS CORP COM 30247C301 1,111 244,200 SHS 0SOLE NONE 244,200 FMC TECHNOLOGIES INC COM 30249U101 1,506 23,300 SHS 0SOLE NONE 23,300 FPL GROUP INC COM 302571104 4,703 97,300 SHS 0SOLE NONE 97,300 FTI CONSULTING INC COM 302941109 861 21,900 SHS 0SOLE NONE 21,900 F5 NETWORKS INC COM 315616102 5,124 83,300 SHS 0SOLE NONE 83,300 FIDELITY NATL INFORMATION SV COM 31620M106 1,172 50,000 SHS 0SOLE NONE 50,000 FIFTH THIRD BANCORP COM 316773100 250 18,400 SHS 0SOLE NONE 18,400 FINISAR CORP COM NEW COM 31787A507 30,700 1,954,200 SHS 0SOLE NONE 1,954,200 FIRST HORIZON NATL CORP COM 320517105 8 SHS 0SOLE NONE 8 FLUOR CORP COM 343412102 582 12,515 SHS 0SOLE NONE 12,515 FORD MTR CO DEL COM PAR $0.01 ORD 345370860 11,452 911,019 SHS 0SOLE NONE 911,019 FORMFACTOR INC COM 346375108 13,637 767,840 SHS 0SOLE NONE 767,840 FREEPORT-MCMORAN COPPER & GO COM 35671D857 96,682 1,157,317 SHS 0SOLE NONE 1,157,317 GAMESTOP CORP CL A 36467W109 7,559 345,000 SHS 0SOLE NONE 345,000 GANNETT INC COM 364730101 653 39,500 SHS 0SOLE NONE 39,500 GARDNER DENVER INC COM 365558105 242 5,500 SHS 0SOLE NONE 5,500 GENERAL DYNAMICS CORP COM 369550108 10,237 132,600 SHS 0SOLE NONE 132,600 GENERAL ELECTRIC CO COM 369604103 375,547 20,634,468SHS 0SOLE NONE 20,634,46 GENEREX BIOTECHNOLOGY CP DEL COM 371485103 1 2,000 SHS 0SOLE NONE 2,000 GENTEX CORP COM 371901109 777 40,000 SHS 0SOLE NONE 40,000 GENOPTIX INC COM 37243V100 12,422 350,000 SHS 0SOLE NONE 350,000 GEOGLOBAL RESOURCES INC COM 37249T109 2,971 1,880,493 SHS 0SOLE NONE 1,880,493 GILEAD SCIENCES INC COM 375558103 10,691 235,060 SHS 0SOLE NONE 235,060 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 39 1,000 SHS 0SOLE NONE 1,000 GOLDMAN SACHS GROUP INC COM 38141G104 21,400 125,420 SHS 0SOLE NONE 125,420 GOODRICH CORP COM 382388106 7,334 104,000 SHS 0SOLE NONE 104,000 GOODYEAR TIRE & RUBR CO COM 382550101 63 5,000 SHS 0SOLE NONE 5,000 GOOGLE INC CL A 38259P508 46,835 82,600 SHS 0SOLE NONE 82,600 GRAINGER W W INC COM 384802104 41,440 383,280 SHS 0SOLE NONE 383,280 GREEN MTN COFFEE ROASTERS IN COM 393122106 378 3,900 SHS 0SOLE NONE 3,900 HSBC HLDGS PLC SPONSORED ADR 404280406 25 500 SHS 0SOLE NONE 500 HALLIBURTON CO COM 406216101 79,154 2,627,087 SHS 0SOLE NONE 2,627,087 HARLEY DAVIDSON INC COM 412822108 408 14,528 SHS 0SOLE NONE 14,528 HARMAN INTL INDS INC COM 413086109 5,740 122,700 SHS 0SOLE NONE 122,700 HARRIS CORP DEL COM 413875105 1,425 30,000 SHS 0SOLE NONE 30,000 HEALTH MGMT ASSOC INC CL A 421933102 731 85,000 SHS 0SOLE NONE 85,000 HEINZ H J CO COM 423074103 4,803 105,300 SHS 0SOLE NONE 105,300 HELMERICH & PAYNE INC COM 423452101 8,431 221,400 SHS 0SOLE NONE 221,400 HESS CORP COM 42809H107 12,292 196,514 SHS 0SOLE NONE 196,514 HEWLETT PACKARD CO COM 428236103 12,691 238,770 SHS 0SOLE NONE 238,770 HOME DEPOT INC COM 437076102 4 137 SHS 0SOLE NONE 137 HOSPIRA INC COM 441060100 482 8,500 SHS 0SOLE NONE 8,500 HUNTINGTON BANCSHARES INC COM 446150104 376 70,000 SHS 0SOLE NONE 70,000 HUNTSMAN CORP COM 447011107 496 41,200 SHS 0SOLE NONE 41,200 IPC THE HOSPITALIST CO INC COM 44984A105 1,756 50,000 SHS 0SOLE NONE 50,000 IMPAX LABORATORIES INC COM 45256B101 429 24,000 SHS 0SOLE NONE 24,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2,236 38,000 SHS 0SOLE NONE 38,000 INTEL CORP COM 458140100 422,405 18,975,962SHS 0SOLE NONE 18,975,96 INTERNATIONAL BUSINESS MACHS COM 459200101 22,113 172,421 SHS 0SOLE NONE 172,421 INVACARE CORP COM 461203101 3 100 SHS 0SOLE NONE 100 INVESCO MORTGAGE CAPITAL INC COM 46131B100 10,829 470,810 SHS 0SOLE NONE 470,810 ISHARES INC MSCI BRAZIL 464286400 150 2,043 SHS 0SOLE NONE 2,043 ISHARES INC MSCI CDA INDEX 464286509 134 4,800 SHS 0SOLE NONE 4,800 ISHARES TR S&P 500 INDEX S&P 500 INDEX 464287200 31 260 SHS 0SOLE NONE 260 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 339 8,040 SHS 0SOLE NONE 8,040 ISHARES TR IBOXX INV CPBD IBOXX INV CPBD 464287242 85 800 SHS 0SOLE NONE 800 ISHARES TR S&P GBL FIN S&P GBL FIN 464287333 9 200 SHS 0SOLE NONE 200 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 755 13,488 SHS 0SOLE NONE 13,488 ISHARES TR COHEN&ST RLTY COHEN&ST RLTY 464287564 85 1,490 SHS 0SOLE NONE 1,490 ISHARES TR RUSSELL1000VAL RUSSELL1000VAL 464287598 11 184 SHS 0SOLE NONE 184 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 56 824 SHS 0SOLE NONE 824 ISHARES TR DJ US FINL SEC DJ US FINL SEC 464287788 17 300 SHS 0SOLE NONE 300 ISHARES TRUST S&P WLD EX-US 464288422 392 12,660 SHS 0SOLE NONE 12,660 ISHARES TR GBL RL EST EX 464288489 275 9,500 SHS 0SOLE NONE 9,500 ISHARES TRUST HIGH YLD CORP 464288513 44 500 SHS 0SOLE NONE 500 ISHARES TRUST MSCI VAL IDX 464288877 991 19,565 SHS 0SOLE NONE 19,565 JDS UNIPHASE CORP COM PAR $0.001 46612J507 30,978 2,472,301 SHS 0SOLE NONE 2,472,301 JP MORGAN CHASE & CO COM 46625H100 239,472 5,351,333 SHS 0SOLE NONE 5,351,333 JOHNSON & JOHNSON COM 478160104 142,676 2,188,276 SHS 0SOLE NONE 2,188,276 JOHNSON CTLS INC COM 478366107 20,802 630,540 SHS 0SOLE NONE 630,540 JOY GLOBAL INC COM 481165108 26,653 470,900 SHS 0SOLE NONE 470,900 KHD HUMBOLDT WEDAG INTL LTD COM 482462108 20 SHS 0SOLE NONE 20 KANSAS CITY SOUTHERN COM 485170302 582 16,100 SHS 0SOLE NONE 16,100 KELLOGG CO COM 487836108 10,152 190,000 SHS 0SOLE NONE 190,000 KIMCO REALTY CORP COM 49446R109 45,351 2,899,680 SHS 0SOLE NONE 2,899,680 KOHLS CORP COM 500255104 4,892 89,300 SHS 0SOLE NONE 89,300 KRAFT FOODS INC CL A 50075N104 565 18,669 SHS 0SOLE NONE 18,669 LKQ CORP COM 501889208 544 26,800 SHS 0SOLE NONE 26,800 LAM RESEARCH CORP COM 512807108 6,956 186,400 SHS 0SOLE NONE 186,400 LAS VEGAS SANDS CORP COM 517834107 761 36,000 SHS 0SOLE NONE 36,000 LAUDER ESTEE COS INC CL A 518439104 135 2,075 SHS 0SOLE NONE 2,075 LEAR CORPORATION COM 521865204 3,952 49,800 SHS 0SOLE NONE 49,800 LEXMARK INTL CL A 529771107 4,777 132,400 SHS 0SOLE NONE 132,400 LILLY ELI & CO COM 532457108 166,528 4,597,670 SHS 0SOLE NONE 4,597,670 LINCOLN NATL CORP IND COM 534187109 1,049 34,180 SHS 0SOLE NONE 34,180 LOWES COS INC COM 548661107 6,067 250,300 SHS 0SOLE NONE 250,300 LUBRIZOL CORP COM 549271104 550 6,000 SHS 0SOLE NONE 6,000 MARATHON OIL CORP COM 565849106 681 21,525 SHS 0SOLE NONE 21,525 MARSH & MCLENNAN COS INC COM 571748102 14 575 SHS 0SOLE NONE 575 MARTIN MARIETTA MATLS INC COM 573284106 196,343 2,350,000 SHS 0SOLE NONE 2,350,000 MASTERCARD INC CL A 57636Q104 29,769 117,200 SHS 0SOLE NONE 117,200 MAXIM INTEGRATED PRODS INC COM 57772K101 15,386 793,480 SHS 0SOLE NONE 793,480 MCDERMOTT INTL INC COM 580037109 9,422 350,000 SHS 0SOLE NONE 350,000 MCDONALDS CORP COM 580135101 7,089 106,255 SHS 0SOLE NONE 106,255 MCGRAW HILL COS INC COM 580645109 659 18,473 SHS 0SOLE NONE 18,473 MEAD JOHNSON NUTRITION CO COM CL A 582839106 380 7,300 SHS 0SOLE NONE 7,300 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7,056 109,300 SHS 0SOLE NONE 109,300 MEDIDATA SOLUTIONS INC COM ADDED 58471A105 1,672 110,000 SHS 0SOLE NONE 110,000 MEDIWARE INFORMATION SYS INC COM 584946107 1,591 177,600 SHS 0SOLE NONE 177,600 MEDNAX INC COM 58502B106 1,455 25,000 SHS 0SOLE NONE 25,000 MEDTRONIC INC COM 585055106 584 12,968 SHS 0SOLE NONE 12,968 MERCK & CO INC NEW COM ADDED 58933Y105 84,689 2,267,450 SHS 0SOLE NONE 2,267,450 METLIFE INC COM 59156R108 36,578 843,970 SHS 0SOLE NONE 843,970 MICROSOFT CORP COM 594918104 250,346 8,552,984 SHS 0SOLE NONE 8,552,984 MICROCHIP TECHNOLOGY INC COM 595017104 2,870 101,900 SHS 0SOLE NONE 101,900 MICRON TECHNOLOGY INC COM 595112103 49,071 4,722,860 SHS 0SOLE NONE 4,722,860 MID-AMER APT CMNTYS INC COM 59522J103 3,449 66,600 SHS 0SOLE NONE 66,600 MILLER INDS INC TENN COM 600551204 1,775 142,764 SHS 0SOLE NONE 142,764 MONSANTO CO COM 61166W101 455 6,375 SHS 0SOLE NONE 6,375 MOODYS CORP COM 615369105 39,758 1,336,400 SHS 0SOLE NONE 1,336,400 MOSAIC CO COM 61945A107 7,657 126,000 SHS 0SOLE NONE 126,000 MOTOROLA INC COM 620076109 1 150 SHS 0SOLE NONE 150 NBTY INC COM 628782104 3,829 79,800 SHS 0SOLE NONE 79,800 NII HLDGS INC CL B 62913F201 758 18,200 SHS 0SOLE NONE 18,200 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 19,918 21,105,000SHS 0SOLE NONE 21,105,00 NATIONAL OILWELL VARCO INC COM 637071101 4,805 118,400 SHS 0SOLE NONE 118,400 NETAPP INC COM 64110D104 527 16,200 SHS 0SOLE NONE 16,200 NETLOGIC MICROSYSTEMS INC COM 64118B100 486 16,500 SHS 0SOLE NONE 16,500 ORIENTAL ED & TECH GRP I SPONSORED ADR 647581107 222 2,600 SHS 0SOLE NONE 2,600 YORK CMNTY BANCORP INC COM 649445103 6,697 404,900 SHS 0SOLE NONE 404,900 MONT MINING CORP COM 651639106 561 11,007 SHS 0SOLE NONE 11,007 NIDEC CORP SPONSORED ADR 654090109 268 10,000 SHS 0SOLE NONE 10,000 NIKE INC CL B 654106103 412 5,600 SHS 0SOLE NONE 5,600 NOBLE ENERGY INC COM 655044105 17,352 237,700 SHS 0SOLE NONE 237,700 NORDSTROM INC COM 655664100 45 1,110 SHS 0SOLE NONE 1,110 NORFOLK SOUTHERN CORP COM 655844108 696 12,458 SHS 0SOLE NONE 12,458 NORTHERN OIL & GAS INC NEV COM 665531109 2,217 139,900 SHS 0SOLE NONE 139,900 NVIDIA CORP COM 67066G104 30,616 1,761,560 SHS 0SOLE NONE 1,761,560 OSI SYSTEMS INC COM 671044105 283 10,100 SHS 0SOLE NONE 10,100 OCCIDENTAL PETE CORP DEL COM 674599105 144,506 1,709,325 SHS 0SOLE NONE 1,709,325 OCCULOGIX INC COM NEW 67461T206 126 48,790 SHS 0SOLE NONE 48,790 OFFICE DEPOT INC COM 676220106 23 2,894 SHS 0SOLE NONE 2,894 ON SEMICONDUCTOR CORP COM 682189105 513 64,100 SHS 0SOLE NONE 64,100 ONCOTHYREON INC COM 682324108 1 350 SHS 0SOLE NONE 350 ORACLE CORP COM 68389X105 6,816 265,325 SHS 0SOLE NONE 265,325 OTELCO INC INCME DEP SECS 688823202 20,305 1,266,700 SHS 0SOLE NONE 1,266,700 PG&E CORP COM 69331C108 23,339 550,200 SHS 0SOLE NONE 550,200 PLC SYS INC COM 69341D104 2 11,190 SHS 0SOLE NONE 11,190 PARKER HANNIFIN CORP COM 701094104 49,960 771,700 SHS 0SOLE NONE 771,700 PATTERSON UTI ENERGY INC COM 703481101 85,415 6,114,200 SHS 0SOLE NONE 6,114,200 PEABODY ENERGY CORP COM 704549104 4,049 88,600 SHS 0SOLE NONE 88,600 PEGASYSTEMS INC COM 705573103 582 15,740 SHS 0SOLE NONE 15,740 PENN WEST ENERGY TR TR UNIT 707885109 5,185 245,500 SHS 0SOLE NONE 245,500 PEPSICO INC COM 713448108 48,821 737,930 SHS 0SOLE NONE 737,930 PETROCHINA CO LTD SPONSORED ADR 71646E100 305 2,600 SHS 0SOLE NONE 2,600 PETROHAWK ENERGY CORP COM 716495106 449 22,150 SHS 0SOLE NONE 22,150 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,425 389,607 SHS 0SOLE NONE 389,607 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,784 130,000 SHS 0SOLE NONE 130,000 PETSMART INC COM 716768106 150,212 4,700,000 SHS 0SOLE NONE 4,700,000 PFIZER INC COM 717081103 26 1,500 SHS 0SOLE NONE 1,500 PHILIP MORRIS INTL INC COM 718172109 9,712 186,200 SHS 0SOLE NONE 186,200 PIONEER NAT RES CO COM 723787107 5,046 89,600 SHS 0SOLE NONE 89,600 PRAXAIR INC COM 74005P104 11,786 142,000 SHS 0SOLE NONE 142,000 PRECISION CASTPARTS CORP COM 740189105 1,267 10,000 SHS 0SOLE NONE 10,000 PRICE T ROWE GROUP INC COM 74144T108 7,729 140,700 SHS 0SOLE NONE 140,700 PRICELINE COM INC COM 741503403 510 2,000 SHS 0SOLE NONE 2,000 PROCTER & GAMBLE CO COM 742718109 61,342 969,526 SHS 0SOLE NONE 969,526 PRUDENTIAL PLC ADR 74435K204 730 44,000 SHS 0SOLE NONE 44,000 QUALCOMM INC COM 747525103 12,987 309,283 SHS 0SOLE NONE 309,283 QUESTAR CORP COM 748356102 1,313 30,400 SHS 0SOLE NONE 30,400 QWEST COMMUNICATIONS INTL IN COM 749121109 3,403 651,900 SHS 0SOLE NONE 651,900 RADIOSHACK CORP COM 750438103 6,868 303,500 SHS 0SOLE NONE 303,500 RANDGOLD RES LTD ADR 752344309 11,402 148,400 SHS 0SOLE NONE 148,400 RAYTHEON CO COM 755111507 9,996 175,000 SHS 0SOLE NONE 175,000 REGIONS FINANCIAL CORP COM 7591EP100 467 59,500 SHS 0SOLE NONE 59,500 REINSURANCE GROUP AMER INC CL A 759351604 7,819 148,880 SHS 0SOLE NONE 148,880 RESEARCH IN MOTION LTD COM 760975102 114,312 1,545,800 SHS 0SOLE NONE 1,545,800 RESMED INC COM 761152107 6,390 100,400 SHS 0SOLE NONE 100,400 RIVERBED TECHNOLOGY INC COM 768573107 488 17,200 SHS 0SOLE NONE 17,200 ROVI CORP COM ADDED 779376102 494 13,300 SHS 0SOLE NONE 13,300 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 24 1,500 SHS 0SOLE NONE 1,500 SBA COMMUNICATIONS CORP COM 78388J106 15,936 441,800 SHS 0SOLE NONE 441,800 SPDR TR UNIT SER 1 78462F103 9 75 SHS 0SOLE NONE 75 SPDR GOLD TRUST GOLD SHS 78463V107 15 141 SHS 0SOLE NONE 141 SPDR SERIES TRUST SPDR SR TR 78464A680 19 412 SHS 0SOLE NONE 412 SANDISK CORP COM 80004C101 4,838 139,700 SHS 0SOLE NONE 139,700 SCHLUMBERGER LTD COM 806857108 50,942 802,737 SHS 0SOLE NONE 802,737 SEALED AIR CORP COM 81211K100 4 204 SHS 0SOLE NONE 204 SEMPRA ENERGY COM 816851109 17,008 340,840 SHS 0SOLE NONE 340,840 SKYWORKS SOLUTIONS INC COM 83088M102 2,187 140,200 SHS 0SOLE NONE 140,200 SMITHFIELD FOODS INC COM 832248108 413 19,904 SHS 0SOLE NONE 19,904 SMUCKER J M CO COM 832696405 5,586 92,700 SHS 0SOLE NONE 92,700 SONY CORP ADR 835699307 80 2,091 SHS 0SOLE NONE 2,091 SOUTHWESTERN ENERGY CO COM 845467109 21,944 538,900 SHS 0SOLE NONE 538,900 SPECTRA ENERGY CORP COM 847560109 46,338 2,056,737 SHS 0SOLE NONE 2,056,737 STAPLES INC COM 855030102 929 39,700 SHS 0SOLE NONE 39,700 STATE STR CORP COM 857477103 15,835 350,791 SHS 0SOLE NONE 350,791 STOCKERYALE INC COM 86126T203 1,000 SHS 0SOLE NONE 1,000 STRYKER CORP COM 863667101 31 550 SHS 0SOLE NONE 550 SUCCESSFACTORS INC COM 864596101 362 19,000 SHS 0SOLE NONE 19,000 SUN HEALTHCARE GROUP INC COM 866933401 1,431 150,000 SHS 0SOLE NONE 150,000 SYBASE INC COM 871130100 508 10,900 SHS 0SOLE NONE 10,900 SYMANTEC CORP COM 871503108 29,194 1,725,400 SHS 0SOLE NONE 1,725,400 SYSCO CORP COM 871829107 47 1,600 SHS 0SOLE NONE 1,600 TW TELECOM INC COM 87311L104 2,989 164,700 SHS 0SOLE NONE 164,700 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 310,685 29,617,219SHS 0SOLE NONE 29,617,21 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 28,033 1,407,261 SHS 0SOLE NONE 1,407,261 TARGET CORP COM 87612E106 3 55 SHS 0SOLE NONE 55 TATA MTRS LTD SPONSORED ADR 876568502 4,984 270,000 SHS 0SOLE NONE 270,000 TENET HEALTHCARE CORP COM 88033G100 303 53,000 SHS 0SOLE NONE 53,000 TENNECO INC COM 880349105 532 22,500 SHS 0SOLE NONE 22,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10,812 171,400 SHS 0SOLE NONE 171,400 THERMO FISHER SCIENTIFIC INC COM 883556102 16,219 315,300 SHS 0SOLE NONE 315,300 3M CO COM 88579Y101 5,566 66,600 SHS 0SOLE NONE 66,600 TIFFANY & CO COM 886547108 413 8,700 SHS 0SOLE NONE 8,700 TOTAL SYS SVCS INC COM 891906109 3,524 225,000 SHS 0SOLE NONE 225,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 8 100 SHS 0SOLE NONE 100 TRANSDIGM GROUP INC COM 893641100 10,444 196,900 SHS 0SOLE NONE 196,900 TRAVELERS COMPANIES INC COM 89417E109 5,254 97,400 SHS 0SOLE NONE 97,400 TRI CONTL CORP COM 895436103 38 3,129 SHS 0SOLE NONE 3,129 TUPPERWARE BRANDS CORP COM 899896104 7,691 159,500 SHS 0SOLE NONE 159,500 TYSON FOODS INC CL A 902494103 8,535 445,700 SHS 0SOLE NONE 445,700 URS CORP COM 903236107 4,941 99,600 SHS 0SOLE NONE 99,600 ULTRA PETROLEUM CORP COM 903914109 24,621 528,000 SHS 0SOLE NONE 528,000 UNION PAC CORP COM 907818108 110,717 1,510,465 SHS 0SOLE NONE 1,510,465 UNITED STATES STL CORP COM 912909108 34,174 538,000 SHS 0SOLE NONE 538,000 UNITED TECHNOLOGIES CORP COM 913017109 4 50 SHS 0SOLE NONE 50 UNITEDHEALTH GROUP INC COM 91324P102 26 800 SHS 0SOLE NONE 800 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF ADDED 922042742 245 5,500 SHS 0SOLE NONE 5,500 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 206 4,880 SHS 0SOLE NONE 4,880 VEECO INSTRS INC DEL COM 922417100 487 11,200 SHS 0SOLE NONE 11,200 VANGUARD INDEX FDS REIT 922908553 395 8,090 SHS 0SOLE NONE 8,090 VANGUARD INDEX FDS SM CP VAL ETF 922908611 92 1,540 0 0SOLE NONE 1,540 VANGUARD INDEX FDS SMALL CP ETF 922908751 123 1,945 0 0SOLE NONE 1,945 VERIZON COMMUNICATIONS COM 92343V104 343 11,058 0 0SOLE NONE 11,058 VISA INC COM 92826C839 2,671 29,343 0 0SOLE NONE 29,343 VODAFONE GROUP PLC SPONSORED ADR 92857W209 30 1,300 0 0SOLE NONE 1,300 VOLCANO CORPORATION COM 928645100 1,208 50,000 0 0SOLE NONE 50,000 VOLTERRA SEMICONDUCTOR CORP COM 928708106 489 19,500 0 0SOLE NONE 19,500 WD-40 CO COM 929236107 821 25,000 0 0SOLE NONE 25,000 WGL HLDGS INC COM 92924F106 4,089 118,000 0 0SOLE NONE 118,000 WAL MART STORES INC COM 931142103 35,966 646,875 0 0SOLE NONE 646,875 WALGREEN CO COM 931422109 6,342 171,000 0 0SOLE NONE 171,000 WALTER INDS INC COM 93317Q105 9,661 104,700 0 0SOLE NONE 104,700 WELLPOINT INC COM 94973V107 422 6,559 0 0SOLE NONE 6,559 WELLS FARGO & CO COM 949746101 65,203 2,095,200 0 0SOLE NONE 2,095,200 WESTERN UN CO COM 959802109 24,909 1,468,700 0 0SOLE NONE 1,468,700 WHITING PETE CORP COM 966387102 11,245 139,100 0 0SOLE NONE 139,100 WHOLE FOODS MKT INC COM 966837106 264 7,300 0 0SOLE NONE 7,300 WYNDHAM WORLDWIDE CORP COM 98310W108 7,109 276,300 0 0SOLE NONE 276,300 XTO ENERGY INC COM 98385X106 3,488 73,920 0 0SOLE NONE 73,920 XEROX CORP COM 984121103 26 2,680 0 0SOLE NONE 2,680 ACCENTURE PLC IRELAND SHS CLASS A ADDED G1151C101 587 14,003 0 0SOLE NONE 14,003 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 6 351 0 0SOLE NONE 351 BUNGE LIMITED COM G16962105 50,918 826,190 0 0SOLE NONE 826,190 COSAN LTD SHS A SHS A G25343107 976 103,500 0 0SOLE NONE 103,500 COVIDIEN PLC SHS G2554F105 4,932 98,100 0 0SOLE NONE 98,100 INGERSOLL-RAND PLC SHS ADDED G47791101 61,131 1,753,100 0 0SOLE NONE 1,753,100 INVESCO LTD SHS G491BT108 401 18,298 0 0SOLE NONE 18,298 LAZARD LTD SHS A G54050102 30,798 862,700 0 0SOLE NONE 862,700 NABORS INDUSTRIES LTD SHS G6359F103 365 18,609 0 0SOLE NONE 18,609 SEAGATE TECHNOLOGY SHS G7945J104 5,754 315,100 0 0SOLE NONE 315,100 SHIP FINANCE INTERNATIONAL L SHS G81075106 103 5,800 0 0SOLE NONE 5,800 XL CAP LTD CL A G98255105 391 20,700 0 0SOLE NONE 20,700 TRANSOCEAN LTD REG SHS H8817H100 27,216 315,078 0 0SOLE NONE 315,078 TYCO INTERNATIONAL LTD SHS H89128104 5,332 139,400 0 0SOLE NONE 139,400 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 105 3,000 0 0SOLE NONE 3,000
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