-----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, J5OWlVixVYw+TyboyE0lVosWPqtWjD1p8gEgkFQbQSFw2Sd4+19FnQkws0Dqktdn UTUOwvq1Q6yF+IMhNhcmSw== 0001163648-10-000006.txt : 20100716 0001163648-10-000006.hdr.sgml : 20100716 20100716123145 ACCESSION NUMBER: 0001163648-10-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100716 DATE AS OF CHANGE: 20100716 EFFECTIVENESS DATE: 20100716 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: 10955808 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 ciqq22010.txt CI 13F, Q2, 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 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 July 15, 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: 404 Form 13F Information Table Value Total: $ 7,201,968 (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 06/30/10 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE CIT GROUP INC COM NEW 1255818016,535 193,004 SHS 0SOLE NONE 193,004 ISHARES INC MSCI CDA INDEX 464286509 119 4,800 SHS 0SOLE NONE 4,800 TALECRIS BIOTHERAPEUTICS HLD COM ADDED 87422710113,593 644,220 SHS 0SOLE NONE 644,220 AFLAC INC COM 001055102 772 18,098 SHS 0SOLE NONE 18,098 AT&T INC COM 00206R102 32,767 1,354,582 SHS 0SOLE NONE 1,354,582 ABBOTT LABS COM 002824100 6 127 SHS 0SOLE NONE 127 ACTIVISION BLIZZARD INC COM 00507V109 21,704 2,068,980 SHS 0SOLE NONE 2,068,980 ADVANCE AUTO PARTS INC COM 00751Y106 4,275 85,200 SHS 0SOLE NONE 85,200 ADVANCED MICRO DEVICES INC COM 007903107 51,325 7,011,547 SHS 0SOLE NONE 7,011,547 ALASKA AIR GROUP INC COM 011659109 3,358 74,700 SHS 0SOLE NONE 74,700 ALBEMARLE CORP COM 012653101 445 11,200 SHS 0SOLE NONE 11,200 ALBERTO CULVER CO COM 013078100 1,910 70,500 SHS 0SOLE NONE 70,500 ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,129 70,800 SHS 0SOLE NONE 70,800 ALTRIA GROUP INC COM 02209S103 7,543 376,416 SHS 0SOLE NONE 376,416 AMAZON COM INC COM 023135106 4,174 38,200 SHS 0SOLE NONE 38,200 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1 111 SHS 0SOLE NONE 111 AMERICAN EXPRESS CO COM 025816109 18 465 SHS 0SOLE NONE 465 AMERICAN INTL GROUP INC COM NEW ADDED 026874784 8 SHS 0SOLE NONE 8 AMERICAN SCIENCE & ENGR INC COM 029429107 1,524 20,000 SHS 0SOLE NONE 20,000 AMERISOURCEBERGEN CORP COM 03073E105 6,829 215,100 SHS 0SOLE NONE 215,100 AMGEN INC COM 031162100 16,183 307,670 SHS 0SOLE NONE 307,670 AMYLIN PHARMACEUTICALS INC COM 032346108 31,291 1,664,400 SHS 0SOLE NONE 1,664,400 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 21,156 25,000,000SHS 0SOLE NONE 25,000,00 ANADARKO PETE CORP COM 032511107 367 10,168 SHS 0SOLE NONE 10,168 ANALOG DEVICES INC COM 032654105 557 20,000 SHS 0SOLE NONE 20,000 APACHE CORP COM 037411105 73,789 876,456 SHS 0SOLE NONE 876,456 APPLE INC COM 037833100 32,231 128,140 SHS 0SOLE NONE 128,140 ARCH COAL INC COM 039380100 4,128 208,400 SHS 0SOLE NONE 208,400 ARCHER DANIELS MIDLAND CO COM 039483102 4,374 169,400 SHS 0SOLE NONE 169,400 ARM HLDGS PLC SPONSORED ADR 042068106 484 39,000 SHS 0SOLE NONE 39,000 ARUBA NETWORKS INC COM 043176106 6,159 432,500 SHS 0SOLE NONE 432,500 ASHLAND INC COM 044209104 3,105 66,900 SHS 0SOLE NONE 66,900 AUTOMATIC DATA PROCESSING IN COM 053015103 1 13 SHS 0SOLE NONE 13 BHP BILLITON PLC SPONSORED ADR 05545E209 2 39 SHS 0SOLE NONE 39 BP PLC SPONSORED ADR 055622104 5,051 174,900 SHS 0SOLE NONE 174,900 BAIDU COM INC SPONSORED ADR REP A056752108 1,675 24,600 SHS 0SOLE NONE 24,600 BALDOR ELEC CO COM 057741100 13,772 381,700 SHS 0SOLE NONE 381,700 BANCO SANTANDER CENT HISPANO ADR 05964H105 1 125 SHS 0SOLE NONE 125 BANCO SANTANDER CHILE SP ADR REP COM 05965X109 7,859 117,143 SHS 0SOLE NONE 117,143 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 15,019 1,453,900 SHS 0SOLE NONE 1,453,900 BANK OF AMERICA CORPORATION COM 060505104 566,571 39,427,328SHS 0SOLE NONE 39,427,32 BANK OF YORK MELLON CORP COM 064058100 1 49 SHS 0SOLE NONE 49 BARRICK GOLD CORP COM 067901108 6,825 150,300 SHS 0SOLE NONE 150,300 BAYTEX ENERGY TR TRUST UNIT 073176109 7,101 237,100 SHS 0SOLE NONE 237,100 BE AEROSPACE INC COM 073302101 15,858 623,600 SHS 0SOLE NONE 623,600 BECTON DICKINSON & CO COM 075887109 10,913 161,381 SHS 0SOLE NONE 161,381 BEST BUY INC COM 086516101 510 15,069 SHS 0SOLE NONE 15,069 BHP BILLITON LTD SPONSORED ADR 088606108 3,435 55,407 SHS 0SOLE NONE 55,407 BLACKROCK INC COM 09247X101 17,538 122,300 SHS 0SOLE NONE 122,300 BLOCK H & R INC COM 093671105 24 SHS 0SOLE NONE 24 BOEING CO COM 097023105 550 8,771 SHS 0SOLE NONE 8,771 BORG WARNER INC COM 099724106 13,290 355,920 SHS 0SOLE NONE 355,920 BOSTON PROPERTIES INC COM 101121101 64 900 SHS 0SOLE NONE 900 BOSTON SCIENTIFIC CORP COM 101137107 1 120 SHS 0SOLE NONE 120 BRISTOL MYERS SQUIBB CO COM 110122108 6 250 SHS 0SOLE NONE 250 BROADCOM CORP CL A 111320107 6,446 195,500 SHS 0SOLE NONE 195,500 BROOKFIELD PPTYS CORP COM 112900105 25,378 1,807,528 SHS 0SOLE NONE 1,807,528 BUCKEYE TECHNOLOGIES INC COM 118255108 302 30,400 SHS 0SOLE NONE 30,400 BURGER KING HLDGS INC COM 121208201 45 2,700 SHS 0SOLE NONE 2,700 CBS CORP CL B 124857202 4,849 375,000 SHS 0SOLE NONE 375,000 CF INDS HLDGS INC COM 125269100 6,688 105,400 SHS 0SOLE NONE 105,400 CSX CORP COM 126408103 9,757 196,600 SHS 0SOLE NONE 196,600 CVS CAREMARK CORPORATION COM 126650100 66,204 2,257,988 SHS 0SOLE NONE 2,257,988 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 4,980 207,400 SHS 0SOLE NONE 207,400 CALPINE CORP COM 131347304 25,415 1,998,000 SHS 0SOLE NONE 1,998,000 CAMERON INTERNATIONAL CORP COM 13342B105 3,997 122,900 SHS 0SOLE NONE 122,900 CAMPBELL SOUP CO COM 134429109 14 400 SHS 0SOLE NONE 400 CAPITAL ONE FINL CORP COM 14040H105 4,445 110,300 SHS 0SOLE NONE 110,300 CARDINAL HEALTH INC COM 14149Y108 2 65 SHS 0SOLE NONE 65 CENTURYTEL INC COM 156700106 1,446 43,400 SHS 0SOLE NONE 43,400 CEPHALON INC COM 156708109 16,372 288,500 SHS 0SOLE NONE 288,500 CHEVRON CORP COM 166764100 58,222 857,978 SHS 0SOLE NONE 857,978 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 53,363 1,080,000 SHS 0SOLE NONE 1,080,000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 1,751 12,800 SHS 0SOLE NONE 12,800 CIMAREX ENERGY CO COM 171798101 465 6,500 SHS 0SOLE NONE 6,500 CISCO SYS INC COM 17275R102 577,233 27,087,439SHS 0SOLE NONE 27,087,43 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 13 3,357 SHS 0SOLE NONE 3,357 CLARK HLDGS INC COM 18145M109 6 20,000 SHS 0SOLE NONE 20,000 CLEAN ENERGY FUELS CORP COM 184499101 15 1,000 SHS 0SOLE NONE 1,000 CLIFFS NATURAL RESOURCES INC COM 18683K101 8,050 170,700 SHS 0SOLE NONE 170,700 CLINICAL DATA INC COM 18725U109 1 81 SHS 0SOLE NONE 81 COCA COLA CO COM 191216100 471 9,400 SHS 0SOLE NONE 9,400 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,679 73,500 SHS 0SOLE NONE 73,500 COLGATE PALMOLIVE CO COM 194162103 9,769 124,037 SHS 0SOLE NONE 124,037 COMCAST CORP CL A 20030N101 2 122 SHS 0SOLE NONE 122 COMERICA INC COM 200340107 6,644 180,400 SHS 0SOLE NONE 180,400 COMMUNITY HEALTH SYS INC COM 203668108 1 22 SHS 0SOLE NONE 22 COMPUTER SCIENCES CORP COM 205363104 19,231 425,000 SHS 0SOLE NONE 425,000 COMTECH TELECOMMUNICATIONS C COM 205826209 2,245 75,000 SHS 0SOLE NONE 75,000 CONAGRA FOODS INC COM 205887102 6,017 258,000 SHS 0SOLE NONE 258,000 CONCHO RES INC COM 20605P101 5,765 104,200 SHS 0SOLE NONE 104,200 CONOCOPHILLIPS COM 20825C104 1,195 24,338 SHS 0SOLE NONE 24,338 CONSOL ENERGY INC COM 20854P109 6,104 180,800 SHS 0SOLE NONE 180,800 CONTINENTAL RESOURCES INC COM 212015101 11,936 267,500 SHS 0SOLE NONE 267,500 COOPER TIRE & RUBR CO COM 216831107 4,179 214,300 SHS 0SOLE NONE 214,300 CORNING INC COM 219350105 14,335 887,625 SHS 0SOLE NONE 887,625 COVANCE INC COM 222816100 5,132 100,000 SHS 0SOLE NONE 100,000 CRACKER BARREL OLD CTRY STOR COM 0 22410J106 324 6,960 SHS 0SOLE NONE 6,960 CRAWFORD & CO CL A 224633206 1 400 SHS 0SOLE NONE 400 CRAY INC COM 225223304 2,790 500,000 SHS 0SOLE NONE 500,000 CREE INC COM 225447101 5,205 86,700 SHS 0SOLE NONE 86,700 CUMMINS INC COM 231021106 6,826 104,800 SHS 0SOLE NONE 104,800 CYMER INC COM 232572107 6,609 220,000 SHS 0SOLE NONE 220,000 CYPRESS SHARPRIDGE INVTS INC COM COM 23281A307 6,148 485,640 SHS 0SOLE NONE 485,640 DTE ENERGY CO COM 233331107 379 8,300 SHS 0SOLE NONE 8,300 DEERE & CO COM 244199105 6,386 114,700 SHS 0SOLE NONE 114,700 DELL INC COM 24702R101 471 39,053 SHS 0SOLE NONE 39,053 DEVON ENERGY CORP COM 25179M103 9,485 155,700 SHS 0SOLE NONE 155,700 DIAGEO P L C SPONSORED ADR 25243Q205 1 20 SHS 0SOLE NONE 20 DIGITAL RLTY TR INC COM 253868103 74,589 1,293,150 SHS 0SOLE NONE 1,293,150 DIGITALGLOBE INC COM NEW 25389M877 53 2,000 SHS 0SOLE NONE 2,000 DISNEY WALT CO COM DISNEY 254687106 347 11,029 SHS 0SOLE NONE 11,029 DISCOVER FINL SVCS COM 254709108 193,539 13,844,000SHS 0SOLE NONE 13,844,00 DIRECTV COM CL A ADDED 25490A101 6 SHS 0SOLE NONE 6 DOLBY LABORATORIES INC COM 25659T107 658 10,500 SHS 0SOLE NONE 10,500 DOLLAR TREE INC COM 256746108 7,262 174,450 SHS 0SOLE NONE 174,450 DU PONT E I DE NEMOURS & CO COM 263534109 3 85 SHS 0SOLE NONE 85 DUKE ENERGY CORP COM 26441C105 29 1,819 SHS 0SOLE NONE 1,819 E M C CORP MASS COM 268648102 61,841 3,379,293 SHS 0SOLE NONE 3,379,293 EOG RES INC COM 26875P101 4,457 45,309 SHS 0SOLE NONE 45,309 EASTMAN CHEM CO COM 277432100 1,430 26,800 SHS 0SOLE NONE 26,800 EATON CORP COM 278058102 7,215 110,254 SHS 0SOLE NONE 110,254 EDISON INTL COM 281020107 4,739 149,400 SHS 0SOLE NONE 149,400 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 2 93 SHS 0SOLE NONE 93 EMERSON ELEC CO COM 291011104 2 45 SHS 0SOLE NONE 45 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 9,057 172,780 SHS 0SOLE NONE 172,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,187 23,280 SHS 0SOLE NONE 23,280 ENTERGY CORP COM 29364G103 13,830 193,100 SHS 0SOLE NONE 193,100 EQUINIX INC COM 29444U502 40,846 502,900 SHS 0SOLE NONE 502,900 EXELON CORP COM 30161N101 3 86 SHS 0SOLE NONE 86 EXPRESS SCRIPTS INC COM 302182100 6,329 134,600 SHS 0SOLE NONE 134,600 EXXON MOBIL CORP COM 30231G102 6,375 111,701 SHS 0SOLE NONE 111,701 FMC TECHNOLOGIES INC COM 30249U101 1,211 23,000 SHS 0SOLE NONE 23,000 FTI CONSULTING INC COM 302941109 955 21,900 SHS 0SOLE NONE 21,900 FEDERATED INVS INC PA CL B 314211103 1 69 SHS 0SOLE NONE 69 FEDEX CORP COM 31428X106 2 25 SHS 0SOLE NONE 25 F5 NETWORKS INC COM 315616102 4,841 70,600 SHS 0SOLE NONE 70,600 FINISAR CORP COM NEW COM 31787A507 37,141 2,492,700 SHS 0SOLE NONE 2,492,700 FINISH LINE INC CL A 317923100 423 30,400 SHS 0SOLE NONE 30,400 FIRST HORIZON NATL CORP COM 320517105 8 SHS 0SOLE NONE 8 FISERV INC COM 337738108 2 39 SHS 0SOLE NONE 39 FLUOR CORP COM 343412102 508 11,960 SHS 0SOLE NONE 11,960 FOOT LOCKER INC COM 344849104 2,645 209,600 SHS 0SOLE NONE 209,600 FORD MTR CO DEL COM PAR $0.01 ORD 345370860 396 39,319 SHS 0SOLE NONE 39,319 FORMFACTOR INC COM 346375108 8,701 805,640 SHS 0SOLE NONE 805,640 FORTRESS INVESTMENT GROUP LL CL A 34958B106 6 2,000 SHS 0SOLE NONE 2,000 FRANCE TELECOM SPONSORED ADR 35177Q105 2 97 SHS 0SOLE NONE 97 FREEPORT-MCMORAN COPPER & GO COM 35671D857 109,468 1,851,309 SHS 0SOLE NONE 1,851,309 GAMESTOP CORP CL A 36467W109 1 75 SHS 0SOLE NONE 75 GENERAL DYNAMICS CORP COM 369550108 7,724 131,900 SHS 0SOLE NONE 131,900 GENERAL ELECTRIC CO COM 369604103 299,743 20,786,631SHS 0SOLE NONE 20,786,63 GENERAL MLS INC COM 370334104 3 76 SHS 0SOLE NONE 76 GENEREX BIOTECHNOLOGY CP DEL COM 371485103 1 2,000 SHS 0SOLE NONE 2,000 GENOPTIX INC COM 37243V100 8,170 475,000 SHS 0SOLE NONE 475,000 GEOGLOBAL RESOURCES INC COM 37249T109 1,975 1,880,493 SHS 0SOLE NONE 1,880,493 GILEAD SCIENCES INC COM 375558103 12,855 375,000 SHS 0SOLE NONE 375,000 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 3 93 SHS 0SOLE NONE 93 GOLD FIELDS LTD SPONSORED ADR 38059T106 1 108 SHS 0SOLE NONE 108 GOLDMAN SACHS GROUP INC COM 38141G104 28,811 219,480 SHS 0SOLE NONE 219,480 GOODRICH CORP COM 382388106 8,182 123,500 SHS 0SOLE NONE 123,500 GOODYEAR TIRE & RUBR CO COM 382550101 50 5,000 SHS 0SOLE NONE 5,000 GOOGLE INC CL A 38259P508 6,296 14,150 SHS 0SOLE NONE 14,150 GRAINGER W W INC COM 384802104 39,927 401,480 SHS 0SOLE NONE 401,480 HALLIBURTON CO COM 406216101 70,891 2,887,597 SHS 0SOLE NONE 2,887,597 HARRIS CORP DEL COM 413875105 3,124 75,000 SHS 0SOLE NONE 75,000 HARTFORD FINL SVCS GROUP INC COM 416515104 1 55 SHS 0SOLE NONE 55 HAWAIIAN ELEC INDUSTRIES COM 419870100 467 20,500 SHS 0SOLE NONE 20,500 HELMERICH & PAYNE INC COM 423452101 7,790 213,300 SHS 0SOLE NONE 213,300 HERSHEY CO COM 427866108 5,023 104,800 SHS 0SOLE NONE 104,800 HESS CORP COM 42809H107 10,572 210,014 SHS 0SOLE NONE 210,014 HEWLETT PACKARD CO COM 428236103 10,895 251,735 SHS 0SOLE NONE 251,735 HOME DEPOT INC COM 437076102 6 202 SHS 0SOLE NONE 202 HONDA MOTOR LTD AMERN SHS 438128308 1 45 SHS 0SOLE NONE 45 HONEYWELL INTL INC COM 438516106 2 46 SHS 0SOLE NONE 46 HUBBELL INC CL B 443510201 2 62 SHS 0SOLE NONE 62 HUMANA INC COM 444859102 3,448 75,500 SHS 0SOLE NONE 75,500 IAMGOLD CORP COM 450913108 477 27,000 SHS 0SOLE NONE 27,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 599 10,000 SHS 0SOLE NONE 10,000 ING GROUP N V SPONSORED ADR 456837103 2 251 SHS 0SOLE NONE 251 INTEL CORP COM 458140100 375,999 19,331,588SHS 0SOLE NONE 19,331,58 INTERCONTINENTALEXCHANGE INC COM 45865V100 3,888 34,400 SHS 0SOLE NONE 34,400 INTERNATIONAL BUSINESS MACHS COM 459200101 5,387 43,625 SHS 0SOLE NONE 43,625 INVACARE CORP COM 461203101 2 100 SHS 0SOLE NONE 100 INVESCO MORTGAGE CAPITAL INC COM 46131B100 16,671 833,110 SHS 0SOLE NONE 833,110 ISHARES INC MSCI BRAZIL 464286400 126 2,043 SHS 0SOLE NONE 2,043 ISHARES INC MSCI FRANCE 464286707 5 242 SHS 0SOLE NONE 242 ISHARES TR S&P 500 INDEX S&P 500 INDEX 464287200 27 260 SHS 0SOLE NONE 260 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 300 8,040 SHS 0SOLE NONE 8,040 ISHARES TR IBOXX INV CPBD IBOXX INV CPBD 464287242 54 500 SHS 0SOLE NONE 500 ISHARES TR S&P GBL ENER S&P GBL ENER 464287341 15 510 SHS 0SOLE NONE 510 ISHARES TR 20+ YR TRS BD 20+ YR TRS BD 464287432 1,577 15,500 SHS 0SOLE NONE 15,500 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 645 13,858 SHS 0SOLE NONE 13,858 ISHARES TR COHEN&ST RLTY COHEN&ST RLTY 464287564 82 1,490 SHS 0SOLE NONE 1,490 ISHARES TR RUSSELL1000VAL RUSSELL1000VAL 464287598 65 1,204 SHS 0SOLE NONE 1,204 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 50 824 SHS 0SOLE NONE 824 ISHARES TR DJ US FINL SEC DJ US FINL SEC 464287788 15 300 SHS 0SOLE NONE 300 ISHARES TRUST S&P WLD EX-US 464288422 387 14,340 SHS 0SOLE NONE 14,340 ISHARES TR GBL RL EST EX 464288489 238 9,500 SHS 0SOLE NONE 9,500 ISHARES TRUST HIGH YLD CORP 464288513 25 300 SHS 0SOLE NONE 300 ISHARES TRUST LEHMAN INTER G 464288612 60 550 SHS 0SOLE NONE 550 ISHARES TRUST MSCI VAL IDX 464288877 897 21,745 SHS 0SOLE NONE 21,745 ISHARES SILVER TRUST ISHARES 46428Q109 3,460 190,000 SHS 0SOLE NONE 190,000 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 0 465562106 22,635 1,256,800 SHS 0SOLE NONE 1,256,800 JDS UNIPHASE CORP COM PAR $0.001 46612J507 23,273 2,365,101 SHS 0SOLE NONE 2,365,101 JP MORGAN CHASE & CO COM 46625H100 505,137 13,797,785SHS 0SOLE NONE 13,797,78 JARDEN CORP COM 471109108 328 12,200 SHS 0SOLE NONE 12,200 JOHNSON & JOHNSON COM 478160104 141,846 2,401,726 SHS 0SOLE NONE 2,401,726 JOHNSON CTLS INC COM 478366107 17,461 649,840 SHS 0SOLE NONE 649,840 JOY GLOBAL INC COM 481165108 32,584 650,500 SHS 0SOLE NONE 650,500 KLA-TENCOR CORP COM 482480100 1 50 SHS 0SOLE NONE 50 KANSAS CITY SOUTHERN COM 485170302 585 16,100 SHS 0SOLE NONE 16,100 KELLOGG CO COM 487836108 9,527 189,400 SHS 0SOLE NONE 189,400 KIMBERLY CLARK CORP COM 494368103 5 90 SHS 0SOLE NONE 90 KIMCO REALTY CORP COM 49446R109 1,407 104,670 SHS 0SOLE NONE 104,670 KOHLS CORP COM 500255104 290 6,100 SHS 0SOLE NONE 6,100 KOPIN CORP COM 500600101 1,695 500,000 SHS 0SOLE NONE 500,000 KRAFT FOODS INC CL A 50075N104 4,424 158,000 SHS 0SOLE NONE 158,000 KROGER CO COM 501044101 2 98 SHS 0SOLE NONE 98 LAM RESEARCH CORP COM 512807108 7,014 184,300 SHS 0SOLE NONE 184,300 LAS VEGAS SANDS CORP COM 517834107 1,616 73,000 SHS 0SOLE NONE 73,000 LEAR CORPORATION COM 521865204 3,310 50,000 SHS 0SOLE NONE 50,000 LEXMARK INTL CL A 529771107 291 8,800 SHS 0SOLE NONE 8,800 LIFEPOINT HOSPITALS INC COM 53219L109 3,624 115,400 SHS 0SOLE NONE 115,400 LILLY ELI & CO COM 532457108 167,583 5,002,470 SHS 0SOLE NONE 5,002,470 LIMITED BRANDS INC COM 532716107 4,107 186,100 SHS 0SOLE NONE 186,100 LINCOLN NATL CORP IND COM 534187109 1,139 46,880 SHS 0SOLE NONE 46,880 LOCKHEED MARTIN CORP COM 539830109 271 3,638 SHS 0SOLE NONE 3,638 LOWES COS INC COM 548661107 341 16,700 SHS 0SOLE NONE 16,700 MEMC ELECTR MATLS INC COM 552715104 2 223 SHS 0SOLE NONE 223 MACYS INC COM 55616P104 181 10,084 SHS 0SOLE NONE 10,084 MARATHON OIL CORP COM 565849106 632 20,319 SHS 0SOLE NONE 20,319 MARSH & MCLENNAN COS INC COM 571748102 13 575 SHS 0SOLE NONE 575 MARTIN MARIETTA MATLS INC COM 573284106 199,304 2,350,000 SHS 0SOLE NONE 2,350,000 MASTERCARD INC CL A 57636Q104 35,836 179,600 SHS 0SOLE NONE 179,600 MATTEL INC COM 577081102 4,238 200,300 SHS 0SOLE NONE 200,300 MAXIM INTEGRATED PRODS INC COM 57772K101 13,810 825,480 SHS 0SOLE NONE 825,480 MCDERMOTT INTL INC COM 580037109 11,588 535,000 SHS 0SOLE NONE 535,000 MCDONALDS CORP COM 580135101 6,976 105,900 SHS 0SOLE NONE 105,900 MCGRAW HILL COS INC COM 580645109 553 19,638 SHS 0SOLE NONE 19,638 MEDIWARE INFORMATION SYS INC COM 584946107 2,183 242,600 SHS 0SOLE NONE 242,600 MEDTRONIC INC COM 585055106 484 13,332 SHS 0SOLE NONE 13,332 MERCK & CO INC NEW COM ADDED 58933Y105 112,731 3,223,655 SHS 0SOLE NONE 3,223,655 METLIFE INC COM 59156R108 4,952 131,138 SHS 0SOLE NONE 131,138 MICROSOFT CORP COM 594918104 331,981 14,427,686SHS 0SOLE NONE 14,427,68 MICROCHIP TECHNOLOGY INC COM 595017104 2,827 101,900 SHS 0SOLE NONE 101,900 MICRON TECHNOLOGY INC COM 595112103 23,154 2,727,251 SHS 0SOLE NONE 2,727,251 MID-AMER APT CMNTYS INC COM 59522J103 3,428 66,600 SHS 0SOLE NONE 66,600 MILLER INDS INC TENN COM 600551204 1,923 142,764 SHS 0SOLE NONE 142,764 MONSANTO CO COM 61166W101 495 10,715 SHS 0SOLE NONE 10,715 MOODYS CORP COM 615369105 19,370 972,400 SHS 0SOLE NONE 972,400 MOTOROLA INC COM 620076109 1 150 SHS 0SOLE NONE 150 NII HLDGS INC CL B 62913F201 634 19,500 SHS 0SOLE NONE 19,500 NATIONAL OILWELL VARCO INC COM 637071101 6,607 199,800 SHS 0SOLE NONE 199,800 NETAPP INC COM 64110D104 604 16,200 SHS 0SOLE NONE 16,200 NETEZZA CORP COM 64111N101 345 25,200 SHS 0SOLE NONE 25,200 YORK CMNTY BANCORP INC COM 649445103 5,161 338,000 SHS 0SOLE NONE 338,000 MONT MINING CORP COM 651639106 1,245 20,163 SHS 0SOLE NONE 20,163 NIDEC CORP SPONSORED ADR 654090109 3,449 165,000 SHS 0SOLE NONE 165,000 NIKE INC CL B 654106103 504 7,462 SHS 0SOLE NONE 7,462 NOKIA CORP SPONSORED ADR 654902204 3 323 SHS 0SOLE NONE 323 NOBLE ENERGY INC COM 655044105 14,274 236,600 SHS 0SOLE NONE 236,600 NORDSTROM INC COM 655664100 6 200 SHS 0SOLE NONE 200 NORFOLK SOUTHERN CORP COM 655844108 565 10,653 SHS 0SOLE NONE 10,653 NOVARTIS A G SPONSORED ADR 66987V109 2 50 SHS 0SOLE NONE 50 NVIDIA CORP COM 67066G104 17,191 1,683,766 SHS 0SOLE NONE 1,683,766 OCCIDENTAL PETE CORP DEL COM 674599105 114,027 1,477,990 SHS 0SOLE NONE 1,477,990 ONCOTHYREON INC COM 682324108 1 350 SHS 0SOLE NONE 350 ORACLE CORP COM 68389X105 5,668 264,100 SHS 0SOLE NONE 264,100 OTELCO INC INCME DEP SECS 688823202 20,432 1,277,000 SHS 0SOLE NONE 1,277,000 PG&E CORP COM 69331C108 22,798 554,700 SHS 0SOLE NONE 554,700 POSCO SPONSORED ADR 693483109 2 20 SHS 0SOLE NONE 20 PARKER HANNIFIN CORP COM 701094104 51,218 923,520 SHS 0SOLE NONE 923,520 PATTERSON UTI ENERGY INC COM 703481101 78,690 6,114,200 SHS 0SOLE NONE 6,114,200 PEABODY ENERGY CORP COM 704549104 3,334 85,200 SHS 0SOLE NONE 85,200 PEPSICO INC COM 713448108 53,634 879,962 SHS 0SOLE NONE 879,962 PERRIGO CO COM 714290103 4,052 68,600 SHS 0SOLE NONE 68,600 PETROCHINA CO LTD SPONSORED ADR 71646E100 187 1,700 SHS 0SOLE NONE 1,700 PETROHAWK ENERGY CORP COM 716495106 1 50 SHS 0SOLE NONE 50 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 8,118 272,407 SHS 0SOLE NONE 272,407 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,462 130,000 SHS 0SOLE NONE 130,000 PETSMART INC COM 716768106 138,782 4,600,000 SHS 0SOLE NONE 4,600,000 PFIZER INC COM 717081103 25 1,756 SHS 0SOLE NONE 1,756 PHARMACEUTICAL PROD DEV INC COM 717124101 2 67 SHS 0SOLE NONE 67 PHILIP MORRIS INTL INC COM 718172109 7,345 160,228 SHS 0SOLE NONE 160,228 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 2 35 SHS 0SOLE NONE 35 PHILLIPS VAN HEUSEN CORP COM 718592108 500 10,800 SHS 0SOLE NONE 10,800 PIONEER NAT RES CO COM 723787107 7,485 125,900 SHS 0SOLE NONE 125,900 PITNEY BOWES INC COM 724479100 334 15,227 SHS 0SOLE NONE 15,227 PRAXAIR INC COM 74005P104 10,549 138,827 SHS 0SOLE NONE 138,827 PRECISION CASTPARTS CORP COM 740189105 2,058 20,000 SHS 0SOLE NONE 20,000 PRICE T ROWE GROUP INC COM 74144T108 3,143 70,800 SHS 0SOLE NONE 70,800 PROCTER & GAMBLE CO COM 742718109 67,273 1,121,592 SHS 0SOLE NONE 1,121,592 PROGRESSIVE CORP OHIO COM 743315103 4,845 258,800 SHS 0SOLE NONE 258,800 PRUDENTIAL PLC ADR 74435K204 331 22,150 SHS 0SOLE NONE 22,150 QUALCOMM INC COM 747525103 7,055 214,822 SHS 0SOLE NONE 214,822 QUEST DIAGNOSTICS INC COM 74834L100 1 12 SHS 0SOLE NONE 12 QUESTAR CORP COM 748356102 1,310 28,800 SHS 0SOLE NONE 28,800 QWEST COMMUNICATIONS INTL IN COM 749121109 3,422 651,900 SHS 0SOLE NONE 651,900 RADIOSHACK CORP COM 750438103 5,584 286,200 SHS 0SOLE NONE 286,200 RANDGOLD RES LTD ADR 752344309 15,179 160,200 SHS 0SOLE NONE 160,200 RAYTHEON CO COM 755111507 5,565 115,000 SHS 0SOLE NONE 115,000 REINSURANCE GROUP AMER INC CL A 759351604 1 25 SHS 0SOLE NONE 25 REPUBLIC SVCS INC COM 760759100 4,135 139,100 SHS 0SOLE NONE 139,100 RESEARCH IN MOTION LTD COM 760975102 75,530 1,533,300 SHS 0SOLE NONE 1,533,300 RESMED INC COM 761152107 6,221 102,300 SHS 0SOLE NONE 102,300 ROCKWELL AUTOMATION INC COM 773903109 3,883 79,100 SHS 0SOLE NONE 79,100 ROCKWOOD HLDGS INC COM 774415103 1,652 72,800 SHS 0SOLE NONE 72,800 ROVI CORP COM ADDED 0 779376102 493 13,000 SHS 0SOLE NONE 13,000 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 21 1,500 SHS 0SOLE NONE 1,500 ROYAL GOLD INC COM 780287108 2,688 56,000 SHS 0SOLE NONE 56,000 SBA COMMUNICATIONS CORP COM 78388J106 14,016 412,100 SHS 0SOLE NONE 412,100 SPDR TR UNIT SER 1 78462F103 8 75 SHS 0SOLE NONE 75 SPDR GOLD TRUST GOLD SHS 78463V107 22,475 184,702 SHS 0SOLE NONE 184,702 SPDR SERIES TRUST SPDR SR TR 78464A680 10 222 SHS 0SOLE NONE 222 SANDISK CORP COM 80004C101 6,167 146,600 SHS 0SOLE NONE 146,600 SANOFI AVENTIS SPONSORED ADR 80105N105 2 72 SHS 0SOLE NONE 72 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 192 4,330 SHS 0SOLE NONE 4,330 SCHLUMBERGER LTD COM 806857108 77,372 1,398,121 SHS 0SOLE NONE 1,398,121 SCOTTS MIRACLE GRO CO CL A 810186106 3,735 84,100 SHS 0SOLE NONE 84,100 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1 34 SHS 0SOLE NONE 34 SEALED AIR CORP COM 81211K100 4 204 SHS 0SOLE NONE 204 SEMPRA ENERGY COM 816851109 16,509 352,840 SHS 0SOLE NONE 352,840 SIEMENS A G SPONSORED ADR 826197501 2 19 SHS 0SOLE NONE 19 SKYWORKS SOLUTIONS INC COM 83088M102 386 23,000 SHS 0SOLE NONE 23,000 SMITH A O COM 831865209 328 6,800 SHS 0SOLE NONE 6,800 SMITHFIELD FOODS INC COM 832248108 297 19,904 SHS 0SOLE NONE 19,904 SMUCKER J M CO COM 832696405 5,095 84,600 SHS 0SOLE NONE 84,600 SONOCO PRODS CO COM 835495102 399 13,100 SHS 0SOLE NONE 13,100 SOUTHWESTERN ENERGY CO COM 845467109 16,221 419,800 SHS 0SOLE NONE 419,800 SPECTRA ENERGY CORP COM 847560109 58,244 2,902,043 SHS 0SOLE NONE 2,902,043 STAPLES INC COM 855030102 5,751 301,900 SHS 0SOLE NONE 301,900 STATE STR CORP COM 857477103 14,054 415,556 SHS 0SOLE NONE 415,556 STATOIL ASA SPONSORED ADR 85771P102 2 126 SHS 0SOLE NONE 126 SUCCESSFACTORS INC COM 864596101 532 25,600 SHS 0SOLE NONE 25,600 SYBASE INC COM 871130100 705 10,900 SHS 0SOLE NONE 10,900 SYMANTEC CORP COM 871503108 24,851 1,790,400 SHS 0SOLE NONE 1,790,400 TW TELECOM INC COM 87311L104 307 18,400 SHS 0SOLE NONE 18,400 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 289,011 29,611,819SHS 0SOLE NONE 29,611,81 TELEFONICA S A SPONSORED ADR 879382208 1 20 SHS 0SOLE NONE 20 TELESTONE TECHNOLOGIES CORP COM 87953J102 68 8,000 SHS 0SOLE NONE 8,000 TENARIS S A SPONSORED ADR 88031M109 2 55 SHS 0SOLE NONE 55 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11,599 223,100 SHS 0SOLE NONE 223,100 TEXAS INSTRS INC COM 882508104 1 61 SHS 0SOLE NONE 61 THERMO FISHER SCIENTIFIC INC COM 883556102 15,078 307,400 SHS 0SOLE NONE 307,400 3M CO COM 88579Y101 1 17 SHS 0SOLE NONE 17 TIFFANY & CO COM 886547108 610 16,100 SHS 0SOLE NONE 16,100 TIME WARNER INC COM NEW 0 887317303 1 26 SHS 0SOLE NONE 26 TIME WARNER CABLE INC COM 88732J207 6 SHS 0SOLE NONE 6 TOTAL S A SPONSORED ADR 89151E109 4 93 SHS 0SOLE NONE 93 TOTAL SYS SVCS INC COM 891906109 3,060 225,000 SHS 0SOLE NONE 225,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 7 100 SHS 0SOLE NONE 100 TRANSDIGM GROUP INC COM 893641100 10,558 206,900 SHS 0SOLE NONE 206,900 TRI CONTL CORP COM 895436103 34 3,129 SHS 0SOLE NONE 3,129 TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 900111204 2 140 SHS 0SOLE NONE 140 TYSON FOODS INC CL A 902494103 7,836 478,100 SHS 0SOLE NONE 478,100 URS CORP COM 903236107 366 9,300 SHS 0SOLE NONE 9,300 ULTRA PETROLEUM CORP COM 903914109 23,156 523,300 SHS 0SOLE NONE 523,300 UNILEVER PLC SPONSORED ADR 904767704 2 62 SHS 0SOLE NONE 62 UNION PAC CORP COM 907818108 123,744 1,780,240 SHS 0SOLE NONE 1,780,240 UNIT CORP COM 909218109 4,177 102,900 SHS 0SOLE NONE 102,900 UNITED TECHNOLOGIES CORP COM 913017109 11,567 178,200 SHS 0SOLE NONE 178,200 UNUM GROUP COM 91529Y106 5,301 244,300 SHS 0SOLE NONE 244,300 URBAN OUTFITTERS INC COM 917047102 4,622 134,400 SHS 0SOLE NONE 134,400 V F CORP COM 918204108 2 29 SHS 0SOLE NONE 29 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF ADDED 922042742 214 5,500 SHS 0SOLE NONE 5,500 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 191 5,028 SHS 0SOLE NONE 5,028 VENTAS INC COM 92276F100 338 7,200 SHS 0SOLE NONE 7,200 VANGUARD INDEX FDS REIT 922908553 334 7,175 SHS 0SOLE NONE 7,175 VANGUARD INDEX FDS SM CP VAL ETF 922908611 84 1,555 SHS 0SOLE NONE 1,555 VANGUARD INDEX FDS SMALL CP ETF 922908751 98 1,735 SHS 0SOLE NONE 1,735 VIRGIN MEDIA INC COM 92769L101 1,893 113,400 SHS 0SOLE NONE 113,400 VISA INC COM 92826C839 1,465 20,700 SHS 0SOLE NONE 20,700 VODAFONE GROUP PLC SPONSORED ADR 92857W209 2 110 SHS 0SOLE NONE 110 WD-40 CO COM 929236107 835 25,000 SHS 0SOLE NONE 25,000 WGL HLDGS INC COM 92924F106 4,016 118,000 SHS 0SOLE NONE 118,000 WADDELL & REED FINL INC CL A 930059100 230 10,500 SHS 0SOLE NONE 10,500 WAL MART STORES INC COM 931142103 36,335 755,884 SHS 0SOLE NONE 755,884 WALGREEN CO COM 931422109 4,185 156,726 SHS 0SOLE NONE 156,726 WASHINGTON POST CO CL B 939640108 1 3 SHS 0SOLE NONE 3 WELLPOINT INC COM 94973V107 480 9,811 SHS 0SOLE NONE 9,811 WELLS FARGO & CO COM 949746101 38,256 1,494,394 SHS 0SOLE NONE 1,494,394 WESTERN UN CO COM 959802109 22,287 1,494,800 SHS 0SOLE NONE 1,494,800 WHITING PETE CORP COM 966387102 13,253 169,000 SHS 0SOLE NONE 169,000 WYNDHAM WORLDWIDE CORP COM 98310W108 5,132 254,800 SHS 0SOLE NONE 254,800 XEROX CORP COM 984121103 246 30,540 SHS 0SOLE NONE 30,540 YUM BRANDS INC COM 988498101 6,410 164,200 SHS 0SOLE NONE 164,200 ZIMMER HLDGS INC COM 98956P102 1 23 SHS 0SOLE NONE 23 ACCENTURE PLC IRELAND SHS CLASS A ADDED G1151C101 394 10,200 SHS 0SOLE NONE 10,200 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 6 351 SHS 0SOLE NONE 351 BUNGE LIMITED COM G16962105 40,498 823,290 SHS 0SOLE NONE 823,290 COOPER INDUSTRIES PLC SHS ADDED 0 G24140108 6,811 154,800 SHS 0SOLE NONE 154,800 COVIDIEN PLC SHS 0 G2554F105 4,568 113,700 SHS 0SOLE NONE 113,700 INGERSOLL-RAND PLC SHS ADDED G47791101 51,000 1,478,700 SHS 0SOLE NONE 1,478,700 INVESCO LTD SHS G491BT108 12 698 SHS 0SOLE NONE 698 LAZARD LTD SHS A G54050102 24,557 919,400 SHS 0SOLE NONE 919,400 NABORS INDUSTRIES LTD SHS G6359F103 298 16,887 SHS 0SOLE NONE 16,887 SHIP FINANCE INTERNATIONAL L SHS G81075106 104 5,800 SHS 0SOLE NONE 5,800 XL CAP LTD CL A G98255105 5,021 313,600 SHS 0SOLE NONE 313,600 WEATHERFORD INTERNATIONAL LT REG H27013103 33,980 2,586,000 SHS 0SOLE NONE 2,586,000 TRANSOCEAN LTD REG SHS H8817H100 361 7,800 SHS 0SOLE NONE 7,800 TYCO INTERNATIONAL LTD SHS H89128104 5,742 163,000 SHS 0SOLE NONE 163,000 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 271 9,191 SHS 0SOLE NONE 9,191 DIANA SHIPPING INC COM Y2066G104 1 130 SHS 0SOLE NONE 130
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