-----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, TvQjXKgNkriREDq8QWgoO4hW5eiExyLBaL0NmiFAkHlgfdZMHs6JHZSUNfWYwf3z L8xg2NHkCGos+BklU9sK8g== 0001163648-10-000008.txt : 20101026 0001163648-10-000008.hdr.sgml : 20101026 20101026150702 ACCESSION NUMBER: 0001163648-10-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101026 DATE AS OF CHANGE: 20101026 EFFECTIVENESS DATE: 20101026 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: 101141926 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 ciqq32010.txt CI QIII, 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: September 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 October 26, 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: 391 Form 13F Information Table Value Total: $ 8,366,634 (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 09/30/10 NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CLDSCR MGRS SOLE AFLAC INC COM 001055102 462 8,940 SHS 0SOLE NONE 8,940 AT&T INC COM 00206R102 34,478 1,205,530 SHS 0SOLE NONE 1,205,530 ABBOTT LABS COM 002824100 5 100 SHS 0SOLE NONE 100 ACTIVISION BLIZZARD INC COM 00507V109 22,995 2,125,230 SHS 0SOLE NONE 2,125,230 ADOBE SYS INC COM 00724F101 14,626 559,300 SHS 0SOLE NONE 559,300 ADVANCE AUTO PARTS INC COM 00751Y106 5,287 90,100 SHS 0SOLE NONE 90,100 AGNICO EAGLE MINES LTD COM 008474108 7,536 106,100 SHS 0SOLE NONE 106,100 ALASKA AIR GROUP INC COM 011659109 3,654 71,600 SHS 0SOLE NONE 71,600 ALBEMARLE CORP COM 012653101 5,144 109,900 SHS 0SOLE NONE 109,900 ALBERTO CULVER CO COM 013078100 2,654 70,500 SHS 0SOLE NONE 70,500 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 16,656 901,800 SHS 0SOLE NONE 901,800 ALTRIA GROUP INC COM 02209S103 9,185 382,400 SHS 0SOLE NONE 382,400 AMERICAN EXPRESS CO COM 025816109 17 400 SHS 0SOLE NONE 400 AMERICAN INTL GROUP INC COM NEW ADDED 026874784 8 SHS 0SOLE NONE 8 AMERICAN TOWER CORP CL A 029912201 3,829 74,700 SHS 0SOLE NONE 74,700 AMERISOURCEBERGEN CORP COM 03073E105 8,530 278,200 SHS 0SOLE NONE 278,200 AMGEN INC COM 031162100 18,103 328,495 SHS 0SOLE NONE 328,495 AMYLIN PHARMACEUTICALS INC COM 032346108 41,401 1,985,650 SHS 0SOLE NONE 1,985,650 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 21,840 24,000,000SHS 0SOLE NONE 24,000,00 ANADARKO PETE CORP COM 032511107 338 5,922 SHS 0SOLE NONE 5,922 ANALOG DEVICES INC COM 032654105 628 20,000 SHS 0SOLE NONE 20,000 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,257 48,800 SHS 0SOLE NONE 48,800 ANNALY CAP MGMT INC COM 035710409 2,482 141,000 SHS 0SOLE NONE 141,000 ANSYS INC COM 03662Q105 7,394 175,000 SHS 0SOLE NONE 175,000 APACHE CORP COM 037411105 107,928 1,104,006 SHS 0SOLE NONE 1,104,006 APPLE INC COM 037833100 52,376 184,585 SHS 0SOLE NONE 184,585 APPLIED MICRO CIRCUITS CORP COM 03822W406 249 24,900 SHS 0SOLE NONE 24,900 ARCH COAL INC COM 039380100 5,633 210,900 SHS 0SOLE NONE 210,900 ARCHER DANIELS MIDLAND CO COM 039483102 9,142 286,400 SHS 0SOLE NONE 286,400 ARM HLDGS PLC SPONSORED ADR 042068106 732 39,000 SHS 0SOLE NONE 39,000 ARUBA NETWORKS INC COM 043176106 9,225 432,300 SHS 0SOLE NONE 432,300 ASHLAND INC COM 044209104 478 9,800 SHS 0SOLE NONE 9,800 ATLAS AIR WORLDWIDE HLDGS IN COM 049164205 252 5,000 SHS 0SOLE NONE 5,000 AUTOLIV INC COM 052800109 1,307 20,000 SHS 0SOLE NONE 20,000 AXA SPONSORED ADR 054536107 1,897 109,150 SHS 0SOLE NONE 109,150 BMC SOFTWARE INC COM 055921100 7,112 175,700 SHS 0SOLE NONE 175,700 BAIDU COM INC SPONSORED ADR REP A056752108 3,817 37,200 SHS 0SOLE NONE 37,200 BALDOR ELEC CO COM 057741100 15,845 392,200 SHS 0SOLE NONE 392,200 BANCO BRADESCO S A SP ADR PFD 059460303 550 27,000 SHS 0SOLE NONE 27,000 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 16,114 1,170,200 SHS 0SOLE NONE 1,170,200 BANK OF AMERICA CORPORATION COM 060505104 553,484 42,218,457SHS 0SOLE NONE 42,218,45 BARRICK GOLD CORP COM 067901108 412 8,900 SHS 0SOLE NONE 8,900 BAYTEX ENERGY TR TRUST UNIT 073176109 9,835 270,700 SHS 0SOLE NONE 270,700 BE AEROSPACE INC COM 073302101 19,395 639,900 SHS 0SOLE NONE 639,900 BECTON DICKINSON & CO COM 075887109 7,410 100,000 SHS 0SOLE NONE 100,000 BERKSHIRE HATHAWAY INC DEL CL B 084670702 12 150 SHS 0SOLE NONE 150 BEST BUY INC COM 086516101 431 10,551 SHS 0SOLE NONE 10,551 BHP BILLITON LTD SPONSORED ADR 088606108 28 370 SHS 0SOLE NONE 370 BLACKROCK INC COM 09247X101 24,669 144,900 SHS 0SOLE NONE 144,900 BLOCK H & R INC COM 093671105 24 SHS 0SOLE NONE 24 BOEING CO COM 097023105 420 6,311 SHS 0SOLE NONE 6,311 BORG WARNER INC COM 099724106 63 1,200 SHS 0SOLE NONE 1,200 BOSTON PROPERTIES INC COM 101121101 75 900 SHS 0SOLE NONE 900 BOSTON SCIENTIFIC CORP COM 101137107 1 120 SHS 0SOLE NONE 120 BRISTOL MYERS SQUIBB CO COM 110122108 524 19,345 SHS 0SOLE NONE 19,345 BROADCOM CORP CL A 111320107 4,668 131,900 SHS 0SOLE NONE 131,900 BROOKFIELD PPTYS CORP COM 112900105 28,740 1,851,828 SHS 0SOLE NONE 1,851,828 BRUKER BIOSCIENCES CORP COM 116794108 1,403 100,000 SHS 0SOLE NONE 100,000 BURGER KING HLDGS INC COM 121208201 64 2,700 SHS 0SOLE NONE 2,700 CBS CORP CL B 124857202 6,268 395,200 SHS 0SOLE NONE 395,200 CB RICHARD ELLIS GROUP INC CL A 12497T101 4,716 258,000 SHS 0SOLE NONE 258,000 CF INDS HLDGS INC COM 125269100 10,113 105,900 SHS 0SOLE NONE 105,900 CIT GROUP INC COM 125581801 8,188 200,586 SHS 0SOLE NONE 200,586 CME GROUP INC COM 12572Q105 14,064 54,000 SHS 0SOLE NONE 54,000 CNOOC LTD SPONSORED ADR 126132109 311 1,600 SHS 0SOLE NONE 1,600 CVS CAREMARK CORPORATION COM 126650100 59,462 1,889,492 SHS 0SOLE NONE 1,889,492 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 5,358 204,600 SHS 0SOLE NONE 204,600 CALPINE CORP COM 131347304 25,582 2,054,750 SHS 0SOLE NONE 2,054,750 CAMERON INTERNATIONAL CORP COM 13342B105 5,344 124,400 SHS 0SOLE NONE 124,400 CAMPBELL SOUP CO COM 134429109 14 400 SHS 0SOLE NONE 400 CAPITAL ONE FINL CORP COM 14040H105 5,276 133,400 SHS 0SOLE NONE 133,400 CATERPILLAR INC DEL COM 149123101 425 5,400 SHS 0SOLE NONE 5,400 CELGENE CORP COM 151020104 7,420 128,800 SHS 0SOLE NONE 128,800 CENTURYTEL INC COM 156700106 2,958 74,950 SHS 0SOLE NONE 74,950 CEPHALON INC COM 156708109 18,657 298,800 SHS 0SOLE NONE 298,800 CHESAPEAKE ENERGY CORP COM 165167107 67 2,965 SHS 0SOLE NONE 2,965 CHEVRON CORP COM 166764100 74,189 915,350 SHS 0SOLE NONE 915,350 CHICAGO BRIDGE & IRON CO N V N Y REGIST0 167250109 445 18,200 SHS 0SOLE NONE 18,200 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 55,220 1,080,000 SHS 0SOLE NONE 1,080,000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 516 3,000 SHS 0SOLE NONE 3,000 CISCO SYS INC COM 17275R102 645,840 29,490,400SHS 0SOLE NONE 29,490,40 CITADEL BROADCASTING CORP COM 17285T106 1 SHS 0SOLE NONE 1 CITIGROUP INC COM 172967101 13 3,357 SHS 0SOLE NONE 3,357 CITRIX SYS INC COM 177376100 3,924 57,500 SHS 0SOLE NONE 57,500 CLARK HLDGS INC COM 18145M109 6 20,000 SHS 0SOLE NONE 20,000 CLEAN ENERGY FUELS CORP COM 184499101 14 1,000 SHS 0SOLE NONE 1,000 CLIFFS NATURAL RESOURCES INC COM 18683K101 9,967 155,935 SHS 0SOLE NONE 155,935 CLINICAL DATA INC COM 18725U109 1 81 SHS 0SOLE NONE 81 COCA COLA CO COM 191216100 1,305 22,300 SHS 0SOLE NONE 22,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 542 8,400 SHS 0SOLE NONE 8,400 COLGATE PALMOLIVE CO COM 194162103 10,791 140,400 SHS 0SOLE NONE 140,400 COMERICA INC COM 200340107 6,460 173,900 SHS 0SOLE NONE 173,900 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR PFD 20441W203 384 3,100 SHS 0SOLE NONE 3,100 COMPUTER SCIENCES CORP COM 205363104 24,380 530,000 SHS 0SOLE NONE 530,000 CONAGRA FOODS INC COM 205887102 235 10,700 SHS 0SOLE NONE 10,700 CONCHO RES INC COM 20605P101 6,266 94,700 SHS 0SOLE NONE 94,700 CONOCOPHILLIPS COM 20825C104 1,390 24,200 SHS 0SOLE NONE 24,200 CONTINENTAL RESOURCES INC COM 212015101 12,601 271,800 SHS 0SOLE NONE 271,800 CORNING INC COM 219350105 9,871 540,000 SHS 0SOLE NONE 540,000 CRAY INC COM 225223304 1,320 200,000 SHS 0SOLE NONE 200,000 CREDIT SUISSE GROUP SPONSORED ADR 225401108 21,866 513,770 SHS 0SOLE NONE 513,770 CREE INC COM 225447101 14,691 270,600 SHS 0SOLE NONE 270,600 CTRIP COM INTL LTD ADR 22943F100 583 12,200 SHS 0SOLE NONE 12,200 CUMMINS INC COM 231021106 6,993 77,200 SHS 0SOLE NONE 77,200 CURTISS WRIGHT CORP COM 231561101 2,273 75,000 SHS 0SOLE NONE 75,000 CYMER INC COM 232572107 23,175 625,000 SHS 0SOLE NONE 625,000 CYPRESS SHARPRIDGE INVTS INC COM COM 23281A307 24,041 1,800,840 SHS 0SOLE NONE 1,800,840 DEERE & CO COM 244199105 13,684 196,100 SHS 0SOLE NONE 196,100 DELL INC COM 24702R101 397 30,592 SHS 0SOLE NONE 30,592 DEVON ENERGY CORP COM 25179M103 18,321 283,000 SHS 0SOLE NONE 283,000 DIGITAL RLTY TR INC COM 253868103 101,453 1,644,300 SHS 0SOLE NONE 1,644,300 DIGITALGLOBE INC COM NEW 25389M877 61 2,000 SHS 0SOLE NONE 2,000 DISNEY WALT CO COM DISNEY 254687106 257 7,754 SHS 0SOLE NONE 7,754 DISCOVER FINL SVCS COM 254709108 234,254 14,044,000SHS 0SOLE NONE 14,044,00 DIRECTV COM CL A ADDED 25490A101 6 SHS 0SOLE NONE 6 DOLLAR TREE INC COM 256746108 9,018 184,950 SHS 0SOLE NONE 184,950 DUKE ENERGY CORP COM 26441C105 12 693 SHS 0SOLE NONE 693 E M C CORP MASS COM 268648102 45,874 2,258,700 SHS 0SOLE NONE 2,258,700 EOG RES INC COM 26875P101 4,267 45,900 SHS 0SOLE NONE 45,900 EATON CORP COM 278058102 15,588 188,974 SHS 0SOLE NONE 188,974 EDISON INTL COM 281020107 7,260 211,100 SHS 0SOLE NONE 211,100 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 5,282 99,200 SHS 0SOLE NONE 99,200 EMERSON ELEC CO COM 291011104 679 12,900 SHS 0SOLE NONE 12,900 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 9,662 172,780 SHS 0SOLE NONE 172,780 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,411 25,574 SHS 0SOLE NONE 25,574 ENERGIZER HLDGS INC COM 29266R108 7,718 114,800 SHS 0SOLE NONE 114,800 ENTERGY CORP COM 29364G103 15,485 202,335 SHS 0SOLE NONE 202,335 EPOCH HOLDING CORP COM 29428R103 68 5,300 SHS 0SOLE NONE 5,300 EQUINIX INC COM 29444U502 52,777 515,650 SHS 0SOLE NONE 515,650 ESTERLINE TECHNOLOGIES CORP COM 297425100 1,431 25,000 SHS 0SOLE NONE 25,000 EXPRESS SCRIPTS INC COM 302182100 6,833 140,300 SHS 0SOLE NONE 140,300 EXXON MOBIL CORP COM 30231G102 39,998 647,318 SHS 0SOLE NONE 647,318 FMC TECHNOLOGIES INC COM 30249U101 779 11,400 SHS 0SOLE NONE 11,400 FTI CONSULTING INC COM 302941109 38 1,100 SHS 0SOLE NONE 1,100 FEDEX CORP COM 31428X106 37,274 435,950 SHS 0SOLE NONE 435,950 F5 NETWORKS INC COM 315616102 6,478 62,400 SHS 0SOLE NONE 62,400 FINISAR CORP COM NEW COM 31787A507 48,124 2,561,150 SHS 0SOLE NONE 2,561,150 FIRST HORIZON NATL CORP COM 320517105 8 SHS 0SOLE NONE 8 FLUOR CORP COM 343412102 364 7,357 SHS 0SOLE NONE 7,357 FORD MTR CO DEL COM PAR $0.01 ORD 345370860 481 39,319 SHS 0SOLE NONE 39,319 FOREST OIL CORP COM PAR $0.01 346091705 6,448 217,100 SHS 0SOLE NONE 217,100 FORMFACTOR INC COM 346375108 7,133 829,390 SHS 0SOLE NONE 829,390 FREEPORT-MCMORAN COPPER & GO COM 35671D857 145,655 1,705,759 SHS 0SOLE NONE 1,705,759 GENERAL DYNAMICS CORP COM 369550108 5,257 83,700 SHS 0SOLE NONE 83,700 GENERAL ELECTRIC CO COM 369604103 337,544 20,771,931SHS 0SOLE NONE 20,771,93 GENEREX BIOTECHNOLOGY CP DEL COM 371485103 1 2,000 SHS 0SOLE NONE 2,000 GENOPTIX INC COM 37243V100 1,420 100,000 SHS 0SOLE NONE 100,000 GEOGLOBAL RESOURCES INC COM 37249T109 1,633 1,880,493 SHS 0SOLE NONE 1,880,493 GERON CORP COM 374163103 6 1,000 SHS 0SOLE NONE 1,000 GILEAD SCIENCES INC COM 375558103 11,929 335,000 SHS 0SOLE NONE 335,000 GOLDMAN SACHS GROUP INC COM 38141G104 44,083 304,903 SHS 0SOLE NONE 304,903 GOODRICH CORP COM 382388106 11,045 149,800 SHS 0SOLE NONE 149,800 GOODYEAR TIRE & RUBR CO COM 382550101 54 5,000 SHS 0SOLE NONE 5,000 GOOGLE INC CL A 38259P508 28,840 54,850 SHS 0SOLE NONE 54,850 GRAINGER W W INC COM 384802104 50,631 425,080 SHS 0SOLE NONE 425,080 GRAN TIERRA ENERGY INC COM 38500T101 5,983 775,000 SHS 0SOLE NONE 775,000 GREEN MTN COFFEE ROASTERS IN COM 393122106 218 7,000 SHS 0SOLE NONE 7,000 GRUPO AEROPORTUARIO DEL SURE SPONSORED ADR SER B40051E202 5,332 112,300 SHS 0SOLE NONE 112,300 HSBC HLDGS PLC SPONSORED ADR 404280406 22,052 435,900 SHS 0SOLE NONE 435,900 HALLIBURTON CO COM 406216101 98,962 2,992,510 SHS 0SOLE NONE 2,992,510 HARRIS CORP DEL COM 413875105 11,515 260,000 SHS 0SOLE NONE 260,000 HELMERICH & PAYNE INC COM 423452101 8,747 216,200 SHS 0SOLE NONE 216,200 HERSHEY CO COM 427866108 7,848 164,900 SHS 0SOLE NONE 164,900 HESS CORP COM 42809H107 15,022 254,100 SHS 0SOLE NONE 254,100 HEWLETT PACKARD CO COM 428236103 42,070 1,000,000 SHS 0SOLE NONE 1,000,000 HOME DEPOT INC COM 437076102 4 137 SHS 0SOLE NONE 137 HOME INNS & HOTELS MGMT INC SPONSORED ADR 43713W107 682 13,800 SHS 0SOLE NONE 13,800 HUBBELL INC CL B 443510201 7,993 157,500 SHS 0SOLE NONE 157,500 HUMANA INC COM 444859102 7,782 154,900 SHS 0SOLE NONE 154,900 ITT CORP COM 450911102 11,239 240,000 SHS 0SOLE NONE 240,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 673 10,000 SHS 0SOLE NONE 10,000 INTEL CORP COM 458140100 357,638 18,597,923SHS 0SOLE NONE 18,597,92 INTERCONTINENTALEXCHANGE INC COM 45865V100 3,812 36,400 SHS 0SOLE NONE 36,400 INTERNATIONAL BUSINESS MACHS COM 459200101 10,136 75,560 SHS 0SOLE NONE 75,560 INTUIT COM 461202103 6,791 155,000 SHS 0SOLE NONE 155,000 INVACARE CORP COM 461203101 3 100 SHS 0SOLE NONE 100 INVESCO MORTGAGE CAPITAL INC COM 46131B100 19,072 886,260 SHS 0SOLE NONE 886,260 ISHARES INC MSCI BRAZIL 464286400 157 2,043 SHS 0SOLE NONE 2,043 ISHARES INC MSCI CDA INDEX 464286509 146 5,200 SHS 0SOLE NONE 5,200 ISHARES INC MSCI FRANCE 464286707 6 242 SHS 0SOLE NONE 242 ISHARES TR S&P 500 INDEX S&P 500 INDEX 464287200 30 260 SHS 0SOLE NONE 260 ISHARES TR MSCI EMERG MKT MSCI EMERG MKT 464287234 360 8,040 SHS 0SOLE NONE 8,040 ISHARES TR IBOXX INV CPBD IBOXX INV CPBD 464287242 45 400 SHS 0SOLE NONE 400 ISHARES TR S&P GBL ENER S&P GBL ENER 464287341 17 510 SHS 0SOLE NONE 510 ISHARES TR MSCI EAFE IDX MSCI EAFE IDX 464287465 761 13,858 SHS 0SOLE NONE 13,858 ISHARES TR COHEN&ST RLTY COHEN&ST RLTY 464287564 92 1,490 SHS 0SOLE NONE 1,490 ISHARES TR RUSSELL1000VAL RUSSELL1000VAL 464287598 141 2,382 SHS 0SOLE NONE 2,382 ISHARES TR RUSSELL 2000 RUSSELL 2000 464287655 56 824 SHS 0SOLE NONE 824 ISHARES TR DJ US FINL SEC DJ US FINL SEC 464287788 16 300 SHS 0SOLE NONE 300 ISHARES TRUST S&P WLD EX-US 464288422 461 13,875 SHS 0SOLE NONE 13,875 ISHARES TR GBL RL EST EX 464288489 290 9,500 SHS 0SOLE NONE 9,500 ISHARES TRUST HIGH YLD CORP 464288513 22 250 SHS 0SOLE NONE 250 ISHARES TRUST LEHMAN INTER G 464288612 50 450 SHS 0SOLE NONE 450 ISHARES TRUST MSCI VAL IDX 464288877 1,044 21,465 SHS 0SOLE NONE 21,465 ISHARES SILVER TRUST ISHARES 46428Q109 4,049 190,000 SHS 0SOLE NONE 190,000 ISILON SYS INC COM 46432L104 299 13,400 SHS 0SOLE NONE 13,400 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 60,137 2,487,050 SHS 0SOLE NONE 2,487,050 JDS UNIPHASE CORP COM PAR $0.001 46612J507 30,103 2,429,601 SHS 0SOLE NONE 2,429,601 JP MORGAN CHASE & CO COM 46625H100 569,301 14,954,066SHS 0SOLE NONE 14,954,06 JARDEN CORP COM 471109108 380 12,200 SHS 0SOLE NONE 12,200 JOHNSON & JOHNSON COM 478160104 43,900 708,520 SHS 0SOLE NONE 708,520 JOHNSON CTLS INC COM 478366107 897 29,400 SHS 0SOLE NONE 29,400 JOY GLOBAL INC COM 481165108 47,002 668,400 SHS 0SOLE NONE 668,400 KANSAS CITY SOUTHERN COM 485170302 7,400 197,800 SHS 0SOLE NONE 197,800 KELLOGG CO COM 487836108 8,582 169,900 SHS 0SOLE NONE 169,900 KIMCO REALTY CORP COM 49446R109 1,649 104,670 SHS 0SOLE NONE 104,670 KINROSS GOLD CORP COM NO PAR 496902404 1,793 95,400 SHS 0SOLE NONE 95,400 KOHLS CORP COM 500255104 358 6,800 SHS 0SOLE NONE 6,800 KOPIN CORP COM 500600101 1,775 500,000 SHS 0SOLE NONE 500,000 KRAFT FOODS INC CL A 50075N104 4,731 153,300 SHS 0SOLE NONE 153,300 KROGER CO COM 501044101 3,314 153,000 SHS 0SOLE NONE 153,000 LAM RESEARCH CORP COM 512807108 5,696 136,100 SHS 0SOLE NONE 136,100 LANCE INC COM 514606102 2,241 105,200 SHS 0SOLE NONE 105,200 LAS VEGAS SANDS CORP COM 517834107 4,809 138,000 SHS 0SOLE NONE 138,000 LEAR CORPORATION COM 521865204 8,690 110,100 SHS 0SOLE NONE 110,100 LIFEPOINT HOSPITALS INC COM 53219L109 8,046 229,500 SHS 0SOLE NONE 229,500 LILLY ELI & CO COM 532457108 180,377 4,937,770 SHS 0SOLE NONE 4,937,770 LIMITED BRANDS INC COM 532716107 5,268 196,700 SHS 0SOLE NONE 196,700 LINCOLN NATL CORP IND COM 534187109 57 2,380 SHS 0SOLE NONE 2,380 LOCKHEED MARTIN CORP COM 539830109 178 2,499 SHS 0SOLE NONE 2,499 LOWES COS INC COM 548661107 372 16,700 SHS 0SOLE NONE 16,700 MARATHON OIL CORP COM 565849106 407 12,293 SHS 0SOLE NONE 12,293 MARSH & MCLENNAN COS INC COM 571748102 14 575 SHS 0SOLE NONE 575 MARTIN MARIETTA MATLS INC COM 573284106 184,728 2,400,000 SHS 0SOLE NONE 2,400,000 MASTERCARD INC CL A 57636Q104 30,598 136,600 SHS 0SOLE NONE 136,600 MATTEL INC COM 577081102 260 11,100 SHS 0SOLE NONE 11,100 MAXIM INTEGRATED PRODS INC COM 57772K101 16,238 877,230 SHS 0SOLE NONE 877,230 MCDERMOTT INTL INC COM 580037109 10,568 715,000 SHS 0SOLE NONE 715,000 MCDONALDS CORP COM 580135101 5,782 77,600 SHS 0SOLE NONE 77,600 MCGRAW HILL COS INC COM 580645109 438 13,250 SHS 0SOLE NONE 13,250 MCMORAN EXPLORATION CO COM 582411104 2,582 150,000 SHS 0SOLE NONE 150,000 MEAD JOHNSON NUTRITION CO COM CL A 582839106 5,031 88,400 SHS 0SOLE NONE 88,400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6 SHS 0SOLE NONE 6 MEDIWARE INFORMATION SYS INC COM 584946107 2,552 242,600 SHS 0SOLE NONE 242,600 MEDTRONIC INC COM 585055106 386 11,506 SHS 0SOLE NONE 11,506 MENS WEARHOUSE INC COM 587118100 3,459 145,400 SHS 0SOLE NONE 145,400 MERCK & CO INC NEW COM ADDED 58933Y105 134,592 3,656,400 SHS 0SOLE NONE 3,656,400 MICROSOFT CORP COM 594918104 348,896 14,246,454SHS 0SOLE NONE 14,246,45 MICROCHIP TECHNOLOGY INC COM 595017104 5,535 176,000 SHS 0SOLE NONE 176,000 MILLER INDS INC TENN COM 600551204 1,932 142,764 SHS 0SOLE NONE 142,764 MONSANTO CO COM 61166W101 351 7,315 SHS 0SOLE NONE 7,315 MOODYS CORP COM 615369105 32,726 1,310,100 SHS 0SOLE NONE 1,310,100 MOTOROLA INC COM 620076109 1 150 SHS 0SOLE NONE 150 MURPHY OIL CORP COM 626717102 8,638 139,500 SHS 0SOLE NONE 139,500 NII HLDGS INC CL B 62913F201 1,126 27,400 SHS 0SOLE NONE 27,400 NATIONAL OILWELL VARCO INC COM 637071101 10,820 243,300 SHS 0SOLE NONE 243,300 NETAPP INC COM 64110D104 44,945 902,700 SHS 0SOLE NONE 902,700 NETEZZA CORP COM 64111N101 606 22,500 SHS 0SOLE NONE 22,500 YORK CMNTY BANCORP INC COM 649445103 2,941 181,000 SHS 0SOLE NONE 181,000 MONT MINING CORP COM 651639106 233 3,707 SHS 0SOLE NONE 3,707 NEXTERA ENERGY INC COM 65339F101 6,725 123,650 SHS 0SOLE NONE 123,650 NIKE INC CL B 654106103 369 4,600 SHS 0SOLE NONE 4,600 NOBLE ENERGY INC COM 655044105 26,199 348,900 SHS 0SOLE NONE 348,900 NORDSTROM INC COM 655664100 7 200 SHS 0SOLE NONE 200 NORFOLK SOUTHERN CORP COM 655844108 405 6,801 SHS 0SOLE NONE 6,801 NVIDIA CORP COM 67066G104 18,460 1,580,466 SHS 0SOLE NONE 1,580,466 OCCIDENTAL PETE CORP DEL COM 674599105 102,255 1,305,940 SHS 0SOLE NONE 1,305,940 OCLARO INC COM 67555N206 312 19,500 SHS 0SOLE NONE 19,500 OFFICEMAX INC DEL COM 67622P101 2,835 216,600 SHS 0SOLE NONE 216,600 OMNIVISION TECHNOLOGIES INC COM 682128103 3,765 163,400 SHS 0SOLE NONE 163,400 ONCOTHYREON INC COM 682324108 1 350 SHS 0SOLE NONE 350 ORACLE CORP COM 68389X105 11 400 SHS 0SOLE NONE 400 ORBITAL SCIENCES CORP COM 685564106 5,508 360,000 SHS 0SOLE NONE 360,000 OTELCO INC INCME DEP SECS 688823202 19,346 1,248,950 SHS 0SOLE NONE 1,248,950 PLC SYS INC COM 69341D104 1 11,190 SHS 0SOLE NONE 11,190 PPG INDS INC COM 693506107 3,640 50,000 SHS 0SOLE NONE 50,000 PANERA BREAD CO CL A 69840W108 5,006 56,500 SHS 0SOLE NONE 56,500 PARKER HANNIFIN CORP COM 701094104 81,923 1,169,320 SHS 0SOLE NONE 1,169,320 PATTERSON UTI ENERGY INC COM 703481101 104,451 6,115,400 SHS 0SOLE NONE 6,115,400 PEABODY ENERGY CORP COM 704549104 4,195 85,600 SHS 0SOLE NONE 85,600 PEPSICO INC COM 713448108 59,861 900,980 SHS 0SOLE NONE 900,980 PETROCHINA CO LTD SPONSORED ADR 71646E100 675 5,800 SHS 0SOLE NONE 5,800 PETROHAWK ENERGY CORP COM 716495106 1 50 SHS 0SOLE NONE 50 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,229 281,207 SHS 0SOLE NONE 281,207 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,715 130,000 SHS 0SOLE NONE 130,000 PETSMART INC COM 716768106 164,500 4,700,000 SHS 0SOLE NONE 4,700,000 PFIZER INC COM 717081103 7,727 450,000 SHS 0SOLE NONE 450,000 PHILIP MORRIS INTL INC COM 718172109 9,014 160,900 SHS 0SOLE NONE 160,900 PINNACLE WEST CAP CORP COM 723484101 6,488 157,200 SHS 0SOLE NONE 157,200 PIONEER NAT RES CO COM 723787107 12,479 191,900 SHS 0SOLE NONE 191,900 PITNEY BOWES INC COM 724479100 280 13,100 SHS 0SOLE NONE 13,100 POWERSHARES ETF TRUST II DWA EMRG MKTS 73936Q207 483 27,600 SHS 0SOLE NONE 27,600 POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 1 60 SHS 0SOLE NONE 60 PRAXAIR INC COM 74005P104 13,246 146,750 SHS 0SOLE NONE 146,750 PRECISION CASTPARTS CORP COM 740189105 3,184 25,000 SHS 0SOLE NONE 25,000 PROCTER & GAMBLE CO COM 742718109 64,642 1,077,901 SHS 0SOLE NONE 1,077,901 PROGRESSIVE CORP OHIO COM 743315103 5,349 256,300 SHS 0SOLE NONE 256,300 PROLOGIS SH BEN INT 743410102 66,834 5,673,537 SHS 0SOLE NONE 5,673,537 PRUDENTIAL FINL INC COM 744320102 4,031 74,400 SHS 0SOLE NONE 74,400 PSIVIDA CORP COM 74440J101 445 100,000 SHS 0SOLE NONE 100,000 QEP RES INC COM 74733V100 910 30,200 SHS 0SOLE NONE 30,200 QUALCOMM INC COM 747525103 14,093 312,350 SHS 0SOLE NONE 312,350 QUESTAR CORP COM 748356102 982 56,000 SHS 0SOLE NONE 56,000 QWEST COMMUNICATIONS INTL IN COM 749121109 7,843 1,250,950 SHS 0SOLE NONE 1,250,950 RADIOSHACK CORP COM 750438103 433 20,300 SHS 0SOLE NONE 20,300 RANDGOLD RES LTD ADR 752344309 15,797 155,700 SHS 0SOLE NONE 155,700 RAYTHEON CO COM 755111507 7,771 170,000 SHS 0SOLE NONE 170,000 RED HAT INC COM 756577102 344 8,400 SHS 0SOLE NONE 8,400 REINSURANCE GROUP AMER INC CL A 759351604 4,138 85,700 SHS 0SOLE NONE 85,700 REPUBLIC SVCS INC COM 760759100 4,003 131,300 SHS 0SOLE NONE 131,300 RESEARCH IN MOTION LTD COM 760975102 49,980 1,026,500 SHS 0SOLE NONE 1,026,500 RIVERBED TECHNOLOGY INC COM 768573107 492 10,800 SHS 0SOLE NONE 10,800 ROCKWOOD HLDGS INC COM 774415103 4,069 129,300 SHS 0SOLE NONE 129,300 ROVI CORP COM ADDED 779376102 625 12,400 SHS 0SOLE NONE 12,400 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 29 1,500 SHS 0SOLE NONE 1,500 ROYAL GOLD INC COM 780287108 179 3,600 SHS 0SOLE NONE 3,600 RUBICON TECHNOLOGY INC COM 78112t107 7,329 323,000 SHS 0SOLE NONE 323,000 SBA COMMUNICATIONS CORP COM 78388J106 15,286 379,300 SHS 0SOLE NONE 379,300 SPDR GOLD TRUST GOLD SHS 78463V107 27,471 214,770 SHS 0SOLE NONE 214,770 SAFEWAY INC COM 786514208 459 21,700 SHS 0SOLE NONE 21,700 ST JUDE MED INC COM 790849103 7,868 200,000 SHS 0SOLE NONE 200,000 SANDISK CORP COM 80004C101 282 7,700 SHS 0SOLE NONE 7,700 SCHLUMBERGER LTD COM 806857108 47,049 763,652 SHS 0SOLE NONE 763,652 SCOTTS MIRACLE GRO CO CL A 810186106 4,449 86,000 SHS 0SOLE NONE 86,000 SEABOARD CORP COM 811543107 266 150 SHS 0SOLE NONE 150 SEALED AIR CORP COM 81211K100 5 204 SHS 0SOLE NONE 204 SEMPRA ENERGY COM 816851109 19,838 368,740 SHS 0SOLE NONE 368,740 SILGAN HOLDINGS INC COM 827048109 5,005 157,900 SHS 0SOLE NONE 157,900 SKYWORKS SOLUTIONS INC COM 83088M102 8,375 405,000 SHS 0SOLE NONE 405,000 SMITH A O COM 831865209 4,782 82,600 SHS 0SOLE NONE 82,600 SMITHFIELD FOODS INC COM 832248108 335 19,904 SHS 0SOLE NONE 19,904 SMUCKER J M CO COM 832696405 5,678 93,800 SHS 0SOLE NONE 93,800 SONUS NETWORKS INC COM 835916107 970 274,700 SHS 0SOLE NONE 274,700 SOUTHWESTERN ENERGY CO COM 845467109 19,074 570,400 SHS 0SOLE NONE 570,400 SPECTRA ENERGY CORP COM 847560109 55,916 2,479,645 SHS 0SOLE NONE 2,479,645 STAPLES INC COM 855030102 7,224 345,300 SHS 0SOLE NONE 345,300 STATE STR CORP COM 857477103 30,838 818,842 SHS 0SOLE NONE 818,842 SYCAMORE NETWORKS INC COM 871206405 107 3,300 SHS 0SOLE NONE 3,300 SYMANTEC CORP COM 871503108 27,754 1,829,500 SHS 0SOLE NONE 1,829,500 SYNIVERSE HLDGS INC COM 87163F106 4,162 183,600 SHS 0SOLE NONE 183,600 TCF FINL CORP COM 872275102 2,846 175,800 SHS 0SOLE NONE 175,800 TD AMERITRADE HLDG CORP COM 87236Y108 1,613 99,900 SHS 0SOLE NONE 99,900 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5,149 123,900 SHS 0SOLE NONE 123,900 TW TELECOM INC COM 87311L104 342 18,400 SHS 0SOLE NONE 18,400 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 300,561 29,641,169SHS 0SOLE NONE 29,641,16 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 14,941 653,020 SHS 0SOLE NONE 653,020 TARGET CORP COM 87612E106 4,270 79,900 SHS 0SOLE NONE 79,900 TATA MTRS LTD SPONSORED ADR 876568502 4,959 194,400 SHS 0SOLE NONE 194,400 TELEDYNE TECHNOLOGIES INC COM 879360105 2,190 55,000 SHS 0SOLE NONE 55,000 TELESTONE TECHNOLOGIES CORP COM 87953J102 87 8,000 SHS 0SOLE NONE 8,000 TEMPLE INLAND INC COM 879868107 2,797 149,900 SHS 0SOLE NONE 149,900 TERADATA CORP DEL COM 88076W103 8,599 223,000 SHS 0SOLE NONE 223,000 TERRA NOVA RTY CORP COM 88102D103 20 SHS 0SOLE NONE 20 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16,136 305,900 SHS 0SOLE NONE 305,900 THERMO FISHER SCIENTIFIC INC COM 883556102 6,832 142,700 SHS 0SOLE NONE 142,700 TIFFANY & CO COM 886547108 25,208 536,450 SHS 0SOLE NONE 536,450 TOTAL SYS SVCS INC COM 891906109 3,429 225,000 SHS 0SOLE NONE 225,000 TOYOTA MOTOR CORP SP ADR REP2 COM 892331307 7 100 SHS 0SOLE NONE 100 TRANSDIGM GROUP INC COM 893641100 13,195 212,650 SHS 0SOLE NONE 212,650 TRI CONTL CORP COM 895436103 39 3,129 SHS 0SOLE NONE 3,129 TRIUMPH GROUP INC COM 896818101 5,594 75,000 SHS 0SOLE NONE 75,000 ULTRA PETROLEUM CORP COM 903914109 37,060 882,800 SHS 0SOLE NONE 882,800 UNION PAC CORP COM 907818108 150,977 1,845,690 SHS 0SOLE NONE 1,845,690 UNIT CORP COM 909218109 4,374 117,300 SHS 0SOLE NONE 117,300 UNITED TECHNOLOGIES CORP COM 913017109 18,280 256,640 SHS 0SOLE NONE 256,640 UNITEDHEALTH GROUP INC COM 91324P102 3,132 89,200 SHS 0SOLE NONE 89,200 VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF ADDED 922042742 269 6,000 SHS 0SOLE NONE 6,000 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 210 4,633 SHS 0SOLE NONE 4,633 VEECO INSTRS INC DEL COM 922417100 6,800 195,000 SHS 0SOLE NONE 195,000 VENTAS INC COM 92276F100 407 7,900 SHS 0SOLE NONE 7,900 VANGUARD INDEX FDS REIT 922908553 368 7,075 SHS 0SOLE NONE 7,075 VANGUARD INDEX FDS SM CP VAL ETF 922908611 100 1,678 SHS 0SOLE NONE 1,678 VANGUARD INDEX FDS SMALL CP ETF 922908751 105 1,650 SHS 0SOLE NONE 1,650 VERIFONE HLDGS INC COM 92342Y109 565 18,200 SHS 0SOLE NONE 18,200 VERIZON COMMUNICATIONS COM 92343V104 5,735 175,985 SHS 0SOLE NONE 175,985 VISA INC COM 92826C839 9,742 131,193 SHS 0SOLE NONE 131,193 WD-40 CO COM 929236107 951 25,000 SHS 0SOLE NONE 25,000 WGL HLDGS INC COM 92924F106 4,458 118,000 SHS 0SOLE NONE 118,000 WAL MART STORES INC COM 931142103 28,152 526,000 SHS 0SOLE NONE 526,000 WASHINGTON POST CO CL B 939640108 4,993 12,500 SHS 0SOLE NONE 12,500 WELLPOINT INC COM 94973V107 354 6,255 SHS 0SOLE NONE 6,255 WELLS FARGO & CO COM 949746101 138,368 5,506,102 SHS 0SOLE NONE 5,506,102 WESTERN UN CO COM 959802109 28,084 1,589,350 SHS 0SOLE NONE 1,589,350 WHITING PETE CORP COM 966387102 18,691 195,700 SHS 0SOLE NONE 195,700 WYNDHAM WORLDWIDE CORP COM 98310W108 6,758 246,000 SHS 0SOLE NONE 246,000 XEROX CORP COM 984121103 245 23,653 SHS 0SOLE NONE 23,653 YUM BRANDS INC COM 988498101 8,070 175,200 SHS 0SOLE NONE 175,200 ACCENTURE PLC IRELAND SHS CLASS A ADDED G1151C101 280 6,587 SHS 0SOLE NONE 6,587 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 7 353 SHS 0SOLE NONE 353 BUNGE LIMITED COM G16962105 53,859 910,390 SHS 0SOLE NONE 910,390 INGERSOLL-RAND PLC SHS ADDED G47791101 239 6,700 SHS 0SOLE NONE 6,700 INVESCO LTD SHS G491BT108 15 698 SHS 0SOLE NONE 698 LAZARD LTD SHS A G54050102 35,650 1,016,250 SHS 0SOLE NONE 1,016,250 NABORS INDUSTRIES LTD SHS G6359F103 229 12,705 SHS 0SOLE NONE 12,705 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 905 150,000 SHS 0SOLE NONE 150,000 XL GROUP PLC SHS G98290102 888 41,000 SHS 0SOLE NONE 41,000 ACE LTD SHS H0023R105 6,093 104,600 SHS 0SOLE NONE 104,600 WEATHERFORD INTERNATIONAL LT REG H27013103 50,695 2,964,600 SHS 0SOLE NONE 2,964,600 TRANSOCEAN LTD REG SHS H8817H100 385 5,986 SHS 0SOLE NONE 5,986 TYCO INTERNATIONAL LTD SHS H89128104 852 23,200 SHS 0SOLE NONE 23,200 CHECK POINT SOFTWARE TECH LT ORD ORD M22465104 304 8,229 SHS 0SOLE NONE 8,229
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