-----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, PXn9ALJeWNbqU/lRBEF4OFUwyEP8mLGMDtDDZSEE69dW1SsS24NiKvNibRGHq4/Z Z6tVdJIDWPtIpv8wl3BePg== 0001163648-11-000002.txt : 20110128 0001163648-11-000002.hdr.sgml : 20110128 20110128102159 ACCESSION NUMBER: 0001163648-11-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110128 DATE AS OF CHANGE: 20110128 EFFECTIVENESS DATE: 20110128 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: 11554103 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 ciqq42010.txt CI QIV 2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: December 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 January 27, 2011 [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. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 346 Form 13F Information Table Value Total: $ 8,936,470 (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 12/31/10 VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL CLDSCR MGR SOLE ACE LTD SHS H0023R105 6,505 104,500 SHS 0 SOLE NONE 104,500 ACME PACKET INC COM 004764106 4,083 76,800 SHS 0 SOLE NONE 76,800 ACTIVISION BLIZZARD INC COM 00507V109 27,159 2,183,230 SHS 0 SOLE NONE 2,183,230 ADOBE SYS INC COM 00724F101 39,946 1,297,800 SHS 0 SOLE NONE 1,297,800 ADVANCE AUTO PARTS INC COM 00751Y106 4,849 73,300 SHS 0 SOLE NONE 73,300 AES CORP COM 00130H105 5,459 448,200 SHS 0 SOLE NONE 448,200 AFFILIATED MANAGERS GROUP COM 008252108 605 6,100 SHS 0 SOLE NONE 6,100 AGNICO EAGLE MINES LTD COM 008474108 10,071 131,300 SHS 0 SOLE NONE 131,300 AKAMAI TECHNOLOGIES INC COM 00971T101 7,161 152,200 SHS 0 SOLE NONE 152,200 ALASKA AIR GROUP INC COM 011659109 7,432 131,101 SHS 0 SOLE NONE 131,101 ALBEMARLE CORP COM 012653101 1,038 18,600 SHS 0 SOLE NONE 18,600 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 19,548 1,014,433 SHS 0 SOLE NONE 1,014,433 ALLSTATE CORP COM 020002101 1,621 50,850 SHS 0 SOLE NONE 50,850 ALTERA CORP COM 021441100 3,626 101,900 SHS 0 SOLE NONE 101,900 ALTRIA GROUP INC COM 02209S103 8,479 344,400 SHS 0 SOLE NONE 344,400 AMERISOURCEBERGEN CORP COM 03073E105 10,216 299,400 SHS 0 SOLE NONE 299,400 AMGEN INC COM 031162100 16,895 307,750 SHS 0 SOLE NONE 307,750 AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 17,350 20,000,000 SHS 0 SOLE NONE 20,000,000 AMYLIN PHARMACEUTICALS INC COM 032346108 19,795 1,345,713 SHS 0 SOLE NONE 1,345,713 ANALOG DEVICES INC COM 032654105 753 20,000 SHS 0 SOLE NONE 20,000 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7,631 155,000 SHS 0 SOLE NONE 155,000 ANSYS INC COM 03662Q105 9,112 175,000 SHS 0 SOLE NONE 175,000 APACHE CORP COM 037411105 131,428 1,102,306 SHS 0 SOLE NONE 1,102,306 APPLE INC COM 037833100 90,420 280,320 SHS 0 SOLE NONE 280,320 ARCH COAL INC COM 039380100 421 12,000 SHS 0 SOLE NONE 12,000 ARCHER DANIELS MIDLAND CO COM 039483102 8,618 286,500 SHS 0 SOLE NONE 286,500 ARM HLDGS PLC SPONSORED ADR 042068106 2,810 135,400 SHS 0 SOLE NONE 135,400 ARUBA NETWORKS INC COM 043176106 230 11,000 SHS 0 SOLE NONE 11,000 ASHLAND INC NEW COM 044209104 153 3,000 SHS 0 SOLE NONE 3,000 AT&T INC COM 00206R102 35,197 1,197,980 SHS 0 SOLE NONE 1,197,980 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,071 55,000 SHS 0 SOLE NONE 55,000 AUTONATION INC COM 05329W102 324 11,500 SHS 0 SOLE NONE 11,500 BABCOCK & WILCOX CO NEW COM 05615F102 1,919 75,000 SHS 0 SOLE NONE 75,000 BAIDU INC SPON ADR REP A 056752108 5,473 56,700 SHS 0 SOLE NONE 56,700 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 14,491 1,065,550 SHS 0 SOLE NONE 1,065,550 BANK OF AMERICA CORPORATION COM 060505104 82,197 6,161,721 SHS 0 SOLE NONE 6,161,721 BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 67,728 9,485,700 SHS 0 SOLE NONE 9,485,700 BANK OF NEW YORK MELLON CORP COM 064058100 8,758 290,000 SHS 0 SOLE NONE 290,000 BARRICK GOLD CORP COM 067901108 4,446 83,600 SHS 0 SOLE NONE 83,600 BAYTEX ENERGY TR TRUST UNIT 073176109 11,143 238,000 SHS 0 SOLE NONE 238,000 BE AEROSPACE INC COM 073302101 24,323 656,850 SHS 0 SOLE NONE 656,850 BECTON DICKINSON & CO COM 075887109 8,452 100,000 SHS 0 SOLE NONE 100,000 BLACKROCK INC COM 09247X101 20,525 107,700 SHS 0 SOLE NONE 107,700 BMC SOFTWARE INC COM 055921100 886 18,800 SHS 0 SOLE NONE 18,800 BOEING CO COM 097023105 17,183 263,300 SHS 0 SOLE NONE 263,300 BRIGHAM EXPLORATION CO COM 109178103 509 18,700 SHS 0 SOLE NONE 18,700 BROADCOM CORP CL A 111320107 405 9,300 SHS 0 SOLE NONE 9,300 BROOKFIELD PPTYS CORP COM 112900105 34,344 1,959,178 SHS 0 SOLE NONE 1,959,178 BRUKER CORP COM 116794108 1,660 100,000 SHS 0 SOLE NONE 100,000 BUNGE LIMITED COM G16962105 46,885 715,590 SHS 0 SOLE NONE 715,590 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 372 11,000 SHS 0 SOLE NONE 11,000 CALPINE CORP COM NEW 131347304 28,424 2,130,750 SHS 0 SOLE NONE 2,130,750 CAMERON INTERNATIONAL CORP COM 13342B105 6,323 124,650 SHS 0 SOLE NONE 124,650 CAMPUS CREST CMNTYS INC COM 13466Y105 9,724 693,600 SHS 0 SOLE NONE 693,600 CAPITAL ONE FINL CORP COM 14040H105 5,750 135,100 SHS 0 SOLE NONE 135,100 CATERPILLAR INC DEL COM 149123101 684 7,300 SHS 0 SOLE NONE 7,300 CAVIUM NETWORKS INC COM 14965A101 320 8,500 SHS 0 SOLE NONE 8,500 CB RICHARD ELLIS GROUP INC CL A 12497T101 7,162 349,700 SHS 0 SOLE NONE 349,700 CBS CORP NEW CL B 124857202 7,530 395,300 SHS 0 SOLE NONE 395,300 CELANESE CORP DEL COM SER A 150870103 424 10,300 SHS 0 SOLE NONE 10,300 CELGENE CORP COM 151020104 7,138 120,700 SHS 0 SOLE NONE 120,700 CENTRAL FD CDA LTD CL A 153501101 1,879 90,650 SHS 0 SOLE NONE 90,650 CENTURYLINK INC COM 156700106 4,670 101,150 SHS 0 SOLE NONE 101,150 CEPHALON INC COM 156708109 20,540 332,800 SHS 0 SOLE NONE 332,800 CF INDS HLDGS INC COM 125269100 16,069 118,900 SHS 0 SOLE NONE 118,900 CHECK POINT SOFTWARE TECH LT ORD M22465104 6,638 143,500 SHS 0 SOLE NONE 143,500 CHEVRON CORP NEW COM 166764100 24,633 269,950 SHS 0 SOLE NONE 269,950 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 5,336 162,200 SHS 0 SOLE NONE 162,200 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 53,590 1,080,000 SHS 0 SOLE NONE 1,080,000 CISCO SYS INC COM 17275R102 586,536 28,993,400 SHS 0 SOLE NONE 28,993,400 CIT GROUP INC COM NEW 125581801 313 6,649 SHS 0 SOLE NONE 6,649 CITIGROUP INC COM 172967101 4,918 1,039,700 SHS 0 SOLE NONE 1,039,700 CITRIX SYS INC COM 177376100 5,069 74,100 SHS 0 SOLE NONE 74,100 CLIFFS NATURAL RESOURCES INC COM 18683K101 12,759 163,550 SHS 0 SOLE NONE 163,550 CLOUD PEAK ENERGY INC COM 18911Q102 9,743 419,400 SHS 0 SOLE NONE 419,400 CNOOC LTD SPONSORED ADR 126132109 381 1,600 SHS 0 SOLE NONE 1,600 COACH INC COM 189754104 4,757 86,000 SHS 0 SOLE NONE 86,000 COCA COLA CO COM 191216100 1,664 25,300 SHS 0 SOLE NONE 25,300 COCA COLA ENTERPRISES INC NE COM 19122T109 5,890 235,300 SHS 0 SOLE NONE 235,300 COINSTAR INC COM 19259P300 277 4,900 SHS 0 SOLE NONE 4,900 COLGATE PALMOLIVE CO COM 194162103 9,833 122,350 SHS 0 SOLE NONE 122,350 COMCAST CORP NEW CL A 20030N101 2,182 99,300 SHS 0 SOLE NONE 99,300 COMERICA INC COM 200340107 9,795 231,900 SHS 0 SOLE NONE 231,900 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 3,149 75,000 SHS 0 SOLE NONE 75,000 COMPLETE PRODUCTION SERVICES COM 20453E109 4,190 141,800 SHS 0 SOLE NONE 141,800 COMPUTER SCIENCES CORP COM 205363104 29,016 585,000 SHS 0 SOLE NONE 585,000 CONAGRA FOODS INC COM 205887102 242 10,700 SHS 0 SOLE NONE 10,700 CONCHO RES INC COM 20605P101 8,425 96,100 SHS 0 SOLE NONE 96,100 CONOCOPHILLIPS COM 20825C104 1,703 25,000 SHS 0 SOLE NONE 25,000 CONSOL ENERGY INC COM 20854P109 960 19,700 SHS 0 SOLE NONE 19,700 CONTINENTAL RESOURCES INC COM 212015101 16,072 273,100 SHS 0 SOLE NONE 273,100 COPA HOLDINGS SA CL A P31076105 11,003 187,000 SHS 0 SOLE NONE 187,000 CREDIT SUISSE GROUP SPONSORED ADR 225401108 89 2,200 SHS 0 SOLE NONE 2,200 CREE INC COM 225447101 7,347 111,500 SHS 0 SOLE NONE 111,500 CUMMINS INC COM 231021106 7,294 66,300 SHS 0 SOLE NONE 66,300 CVS CAREMARK CORPORATION COM 126650100 60,947 1,752,850 SHS 0 SOLE NONE 1,752,850 CYMER INC COM 232572107 22,310 495,000 SHS 0 SOLE NONE 495,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 336 18,100 SHS 0 SOLE NONE 18,100 CYPRESS SHARPRIDGE INVTS INC COM 23281A307 26,112 2,022,590 SHS 0 SOLE NONE 2,022,590 DEERE & CO COM 244199105 11,552 139,100 SHS 0 SOLE NONE 139,100 DEVON ENERGY CORP NEW COM 25179M103 24,248 308,850 SHS 0 SOLE NONE 308,850 DICKS SPORTING GOODS INC COM 253393102 343 9,150 SHS 0 SOLE NONE 9,150 DIGITAL RLTY TR INC COM 253868103 54,261 1,052,800 SHS 0 SOLE NONE 1,052,800 DISCOVER FINL SVCS COM 254709108 260,235 14,044,000 SHS 0 SOLE NONE 14,044,000 DOLLAR TREE INC COM 256746108 10,445 186,250 SHS 0 SOLE NONE 186,250 DOMTAR CORP COM NEW 257559203 167 2,200 SHS 0 SOLE NONE 2,200 DOW CHEM CO COM 260543103 46,905 1,373,900 SHS 0 SOLE NONE 1,373,900 DU PONT E I DE NEMOURS & CO COM 263534109 509 10,200 SHS 0 SOLE NONE 10,200 E M C CORP MASS COM 268648102 51,975 2,269,650 SHS 0 SOLE NONE 2,269,650 EATON CORP COM 278058102 17,277 170,200 SHS 0 SOLE NONE 170,200 EDISON INTL COM 281020107 8,820 228,500 SHS 0 SOLE NONE 228,500 EMERGENCY MEDICAL SVCS CORP CL A 29100P102 3,263 50,500 SHS 0 SOLE NONE 50,500 EMERSON ELEC CO COM 291011104 858 15,000 SHS 0 SOLE NONE 15,000 ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,668 26,120 SHS 0 SOLE NONE 26,120 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 10,778 172,780 SHS 0 SOLE NONE 172,780 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 8,838 247,500 SHS 0 SOLE NONE 247,500 ENERGIZER HLDGS INC COM 29266R108 8,012 109,900 SHS 0 SOLE NONE 109,900 ENERPLUS RES FD UNIT TR G NEW 29274D604 5,271 170,900 SHS 0 SOLE NONE 170,900 ENTERGY CORP NEW COM 29364G103 212 3,000 SHS 0 SOLE NONE 3,000 EQUINIX INC COM NEW 29444U502 42,755 526,150 SHS 0 SOLE NONE 526,150 ESTERLINE TECHNOLOGIES CORP COM 297425100 1,715 25,000 SHS 0 SOLE NONE 25,000 ETFS PLATINUM TR SH BEN INT 26922V101 2,642 15,000 SHS 0 SOLE NONE 15,000 EXPRESS SCRIPTS INC COM 302182100 7,118 131,700 SHS 0 SOLE NONE 131,700 EXXON MOBIL CORP COM 30231G102 194,793 2,664,021 SHS 0 SOLE NONE 2,664,021 F5 NETWORKS INC COM 315616102 4,686 36,000 SHS 0 SOLE NONE 36,000 FABRINET SHS G3323L100 9,477 440,800 SHS 0 SOLE NONE 440,800 FASTENAL CO COM 311900104 389 6,500 SHS 0 SOLE NONE 6,500 FEDEX CORP COM 31428X106 41,938 450,900 SHS 0 SOLE NONE 450,900 FINISAR CORP COM NEW 31787A507 29,908 1,007,350 SHS 0 SOLE NONE 1,007,350 FIRST HORIZON NATL CORP COM 320517105 8 SHS 0 SOLE NONE 8 FMC TECHNOLOGIES INC COM 30249U101 1,040 11,700 SHS 0 SOLE NONE 11,700 FORD MTR CO DEL COM PAR $0.01 345370860 1,090 64,900 SHS 0 SOLE NONE 64,900 FOREST OIL CORP COM PAR $0.01 346091705 9,732 256,300 SHS 0 SOLE NONE 256,300 FORMFACTOR INC COM 346375108 7,457 839,800 SHS 0 SOLE NONE 839,800 FREEPORT-MCMORAN COPPER & GO COM 35671D857 188,106 1,566,377 SHS 0 SOLE NONE 1,566,377 FREQUENCY ELECTRS INC COM 358010106 728 108,500 SHS 0 SOLE NONE 108,500 GARDNER DENVER INC COM 365558105 440 6,400 SHS 0 SOLE NONE 6,400 GENERAL DYNAMICS CORP COM 369550108 5,400 76,100 SHS 0 SOLE NONE 76,100 GENERAL ELECTRIC CO COM 369604103 379,518 20,750,000 SHS 0 SOLE NONE 20,750,000 GENERAL MTRS CO COM 37045V100 4,866 132,000 SHS 0 SOLE NONE 132,000 GENOPTIX INC COM 37243V100 985 51,800 SHS 0 SOLE NONE 51,800 GEOGLOBAL RESOURCES INC COM 37249T109 1,486 1,880,493 SHS 0 SOLE NONE 1,880,493 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 2,700 112,200 SHS 0 SOLE NONE 112,200 GILEAD SCIENCES INC COM 375558103 12,412 342,500 SHS 0 SOLE NONE 342,500 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 24,536 20,050,000 SHS 0 SOLE NONE 20,050,000 GOLDMAN SACHS GROUP INC COM 38141G104 46,715 277,800 SHS 0 SOLE NONE 277,800 GOODRICH CORP COM 382388106 9,934 112,800 SHS 0 SOLE NONE 112,800 GOOGLE INC CL A 38259P508 27,679 46,600 SHS 0 SOLE NONE 46,600 GRAINGER W W INC COM 384802104 60,082 435,030 SHS 0 SOLE NONE 435,030 GRAN TIERRA ENERGY INC COM 38500T101 312 38,700 SHS 0 SOLE NONE 38,700 HALLIBURTON CO COM 406216101 104,876 2,568,610 SHS 0 SOLE NONE 2,568,610 HARRIS CORP DEL COM 413875105 23,103 510,000 SHS 0 SOLE NONE 510,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 8,227 862,400 SHS 0 SOLE NONE 862,400 HELMERICH & PAYNE INC COM 423452101 10,518 216,950 SHS 0 SOLE NONE 216,950 HERSHEY CO COM 427866108 7,417 157,300 SHS 0 SOLE NONE 157,300 HESS CORP COM 42809H107 19,472 254,400 SHS 0 SOLE NONE 254,400 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 1,178 77,710 SHS 0 SOLE NONE 77,710 HONEYWELL INTL INC COM 438516106 6,640 124,900 SHS 0 SOLE NONE 124,900 HSBC HLDGS PLC SPON ADR NEW 404280406 107 2,100 SHS 0 SOLE NONE 2,100 HUBBELL INC CL B 443510201 9,675 160,900 SHS 0 SOLE NONE 160,900 HUMANA INC COM 444859102 6,109 111,600 SHS 0 SOLE NONE 111,600 HUNTINGTON BANCSHARES INC COM 446150104 467 68,000 SHS 0 SOLE NONE 68,000 IAC INTERACTIVECORP COM PAR $.001 44919P508 491 17,100 SHS 0 SOLE NONE 17,100 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 685 9,000 SHS 0 SOLE NONE 9,000 INGERSOLL-RAND PLC SHS G47791101 245 5,200 SHS 0 SOLE NONE 5,200 INTEL CORP COM 458140100 392,212 18,650,096 SHS 0 SOLE NONE 18,650,096 INTERCONTINENTALEXCHANGE INC COM 45865V100 4,373 36,700 SHS 0 SOLE NONE 36,700 INTERDIGITAL INC COM 45867G101 358 8,600 SHS 0 SOLE NONE 8,600 INTERNATIONAL BUSINESS MACHS COM 459200101 11,590 78,970 SHS 0 SOLE NONE 78,970 INTL PAPER CO COM 460146103 4,296 157,700 SHS 0 SOLE NONE 157,700 INTUIT COM 461202103 9,727 197,300 SHS 0 SOLE NONE 197,300 INVESCO LTD SHS G491BT108 5,151 214,100 SHS 0 SOLE NONE 214,100 INVESCO MORTGAGE CAPITAL INC COM 46131B100 34,220 1,566,860 SHS 0 SOLE NONE 1,566,860 ISHARES SILVER TRUST ISHARES 46428Q109 7,669 254,100 SHS 0 SOLE NONE 254,100 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 29,395 1,224,300 SHS 0 SOLE NONE 1,224,300 ITT CORP NEW COM 450911102 11,985 230,000 SHS 0 SOLE NONE 230,000 JDS UNIPHASE CORP COM PAR $0.001 46612J507 41,054 2,835,250 SHS 0 SOLE NONE 2,835,250 JOHNSON & JOHNSON COM 478160104 148 2,400 SHS 0 SOLE NONE 2,400 JOHNSON CTLS INC COM 478366107 1,144 29,950 SHS 0 SOLE NONE 29,950 JOY GLOBAL INC COM 481165108 40,100 462,250 SHS 0 SOLE NONE 462,250 JPMORGAN CHASE & CO COM 46625H100 602,593 14,205,400 SHS 0 SOLE NONE 14,205,400 JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 6,903 477,706 SHS 0 SOLE NONE 477,706 KANSAS CITY SOUTHERN COM NEW 485170302 9,615 200,900 SHS 0 SOLE NONE 200,900 KELLOGG CO COM 487836108 15,707 307,500 SHS 0 SOLE NONE 307,500 KODIAK OIL & GAS CORP COM 50015Q100 3,165 479,500 SHS 0 SOLE NONE 479,500 KOHLS CORP COM 500255104 413 7,600 SHS 0 SOLE NONE 7,600 KOPIN CORP COM 500600101 2,080 500,000 SHS 0 SOLE NONE 500,000 KRAFT FOODS INC CL A 50075N104 4,868 154,500 SHS 0 SOLE NONE 154,500 KROGER CO COM 501044101 199 8,900 SHS 0 SOLE NONE 8,900 LAM RESEARCH CORP COM 512807108 3,547 68,500 SHS 0 SOLE NONE 68,500 LAZARD LTD SHS A G54050102 146 3,700 SHS 0 SOLE NONE 3,700 LEAR CORP COM NEW 521865204 5,992 60,700 SHS 0 SOLE NONE 60,700 LIFEPOINT HOSPITALS INC COM 53219L109 423 11,500 SHS 0 SOLE NONE 11,500 LILLY ELI & CO COM 532457108 173,858 4,961,700 SHS 0 SOLE NONE 4,961,700 LIMITED BRANDS INC COM 532716107 5,679 184,800 SHS 0 SOLE NONE 184,800 LOWES COS INC COM 548661107 426 17,000 SHS 0 SOLE NONE 17,000 LULULEMON ATHLETICA INC COM 550021109 417 6,100 SHS 0 SOLE NONE 6,100 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 45,845 1,332,700 SHS 0 SOLE NONE 1,332,700 MARSHALL & ILSLEY CORP NEW COM 571837103 18,638 2,693,300 SHS 0 SOLE NONE 2,693,300 MARTIN MARIETTA MATLS INC COM 573284106 221,376 2,400,000 SHS 0 SOLE NONE 2,400,000 MASTERCARD INC CL A 57636Q104 30,613 136,600 SHS 0 SOLE NONE 136,600 MATTEL INC COM 577081102 282 11,100 SHS 0 SOLE NONE 11,100 MCCORMICK & CO INC COM NON VTG 579780206 358 7,700 SHS 0 SOLE NONE 7,700 MCDERMOTT INTL INC COM 580037109 2,069 100,000 SHS 0 SOLE NONE 100,000 MCDONALDS CORP COM 580135101 6,064 79,000 SHS 0 SOLE NONE 79,000 MCKESSON CORP COM 58155Q103 486 6,900 SHS 0 SOLE NONE 6,900 MCMORAN EXPLORATION CO COM 582411104 4,285 250,000 SHS 0 SOLE NONE 250,000 MEAD JOHNSON NUTRITION CO COM 582839106 6,337 101,800 SHS 0 SOLE NONE 101,800 MEDIWARE INFORMATION SYS INC COM 584946107 2,608 242,600 SHS 0 SOLE NONE 242,600 MERCK & CO INC NEW COM 58933Y105 116,725 3,238,770 SHS 0 SOLE NONE 3,238,770 MICROCHIP TECHNOLOGY INC COM 595017104 8,108 237,000 SHS 0 SOLE NONE 237,000 MICROSOFT CORP COM 594918104 399,250 14,299,790 SHS 0 SOLE NONE 14,299,790 MILLER INDS INC TENN COM NEW 600551204 2,032 142,764 SHS 0 SOLE NONE 142,764 MOODYS CORP COM 615369105 49,512 1,865,550 SHS 0 SOLE NONE 1,865,550 MURPHY OIL CORP COM 626717102 10,504 140,900 SHS 0 SOLE NONE 140,900 NATIONAL OILWELL VARCO INC COM 637071101 19,913 296,100 SHS 0 SOLE NONE 296,100 NETAPP INC COM 64110D104 51,017 928,250 SHS 0 SOLE NONE 928,250 NEW YORK CMNTY BANCORP INC COM 649445103 3,412 181,000 SHS 0 SOLE NONE 181,000 NEWFIELD EXPL CO COM 651290108 1,413 19,600 SHS 0 SOLE NONE 19,600 NEXEN INC COM 65334H102 8,102 353,800 SHS 0 SOLE NONE 353,800 NEXTERA ENERGY INC COM 65339F101 333 6,400 SHS 0 SOLE NONE 6,400 NIKE INC CL B 654106103 354 4,150 SHS 0 SOLE NONE 4,150 NOBLE ENERGY INC COM 655044105 30,558 355,000 SHS 0 SOLE NONE 355,000 NORTHWEST BANCSHARES INC MD COM 667340103 274 23,300 SHS 0 SOLE NONE 23,300 NVIDIA CORP COM 67066G104 49,161 3,192,266 SHS 0 SOLE NONE 3,192,266 NXP SEMICONDUCTORS N V COM N6596X109 5,706 272,600 SHS 0 SOLE NONE 272,600 OASIS PETE INC NEW COM 674215108 2,132 78,600 SHS 0 SOLE NONE 78,600 OCCIDENTAL PETE CORP DEL COM 674599105 354,120 3,609,790 SHS 0 SOLE NONE 3,609,790 OFFICEMAX INC DEL COM 67622P101 154 8,700 SHS 0 SOLE NONE 8,700 OMNIVISION TECHNOLOGIES INC COM 682128103 190 6,400 SHS 0 SOLE NONE 6,400 ORACLE CORP COM 68389X105 13,587 434,100 SHS 0 SOLE NONE 434,100 ORBITAL SCIENCES CORP COM 685564106 3,597 210,000 SHS 0 SOLE NONE 210,000 OTELCO INC UNIT 99/99/9999 688823202 23,044 1,267,557 SHS 0 SOLE NONE 1,267,557 PANERA BREAD CO CL A 69840W108 5,648 55,800 SHS 0 SOLE NONE 55,800 PARKER HANNIFIN CORP COM 701094104 77,426 897,170 SHS 0 SOLE NONE 897,170 PATTERSON UTI ENERGY INC COM 703481101 106,424 4,938,450 SHS 0 SOLE NONE 4,938,450 PEABODY ENERGY CORP COM 704549104 5,477 85,600 SHS 0 SOLE NONE 85,600 PEPSICO INC COM 713448108 59,678 913,480 SHS 0 SOLE NONE 913,480 PETROCHINA CO LTD SPONSORED ADR 71646E100 276 2,100 SHS 0 SOLE NONE 2,100 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,638 282,057 SHS 0 SOLE NONE 282,057 PETSMART INC COM 716768106 187,154 4,700,000 SHS 0 SOLE NONE 4,700,000 PHILIP MORRIS INTL INC COM 718172109 8,367 142,950 SHS 0 SOLE NONE 142,950 PINNACLE WEST CAP CORP COM 723484101 245 5,900 SHS 0 SOLE NONE 5,900 PIONEER NAT RES CO COM 723787107 14,047 161,800 SHS 0 SOLE NONE 161,800 PLANTRONICS INC NEW COM 727493108 4,608 123,800 SHS 0 SOLE NONE 123,800 PNC FINL SVCS GROUP INC COM 693475105 334 5,500 SHS 0 SOLE NONE 5,500 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 1,050 72,780 SHS 0 SOLE NONE 72,780 POLARIS INDS INC COM 731068102 484 6,200 SHS 0 SOLE NONE 6,200 PPG INDS INC COM 693506107 2,522 30,000 SHS 0 SOLE NONE 30,000 PRAXAIR INC COM 74005P104 14,173 148,450 SHS 0 SOLE NONE 148,450 PRECISION CASTPARTS CORP COM 740189105 2,784 20,000 SHS 0 SOLE NONE 20,000 PRICE T ROWE GROUP INC COM 74144T108 497 7,700 SHS 0 SOLE NONE 7,700 PRICELINE COM INC COM NEW 741503403 7,751 19,400 SHS 0 SOLE NONE 19,400 PROCTER & GAMBLE CO COM 742718109 79,435 1,234,801 SHS 0 SOLE NONE 1,234,801 PROGRESSIVE CORP OHIO COM 743315103 300 15,100 SHS 0 SOLE NONE 15,100 PROLOGIS SH BEN INT 743410102 704 48,740 SHS 0 SOLE NONE 48,740 PRUDENTIAL FINL INC COM 744320102 7,679 130,800 SHS 0 SOLE NONE 130,800 QEP RES INC COM 74733V100 1,467 40,400 SHS 0 SOLE NONE 40,400 QIAGEN N V ORD N72482107 7,038 360,000 SHS 0 SOLE NONE 360,000 QUAD / GRAPHICS INC COM CL A 747301109 2,521 61,100 SHS 0 SOLE NONE 61,100 QUALCOMM INC COM 747525103 16,564 334,700 SHS 0 SOLE NONE 334,700 QUESTAR CORP COM 748356102 1,064 61,100 SHS 0 SOLE NONE 61,100 QWEST COMMUNICATIONS INTL IN COM 749121109 19,118 2,512,200 SHS 0 SOLE NONE 2,512,200 RADIOSHACK CORP COM 750438103 268 14,500 SHS 0 SOLE NONE 14,500 RANDGOLD RES LTD ADR 752344309 7,558 91,800 SHS 0 SOLE NONE 91,800 REINSURANCE GROUP AMER INC COM NEW 759351604 5,607 104,400 SHS 0 SOLE NONE 104,400 REPUBLIC SVCS INC COM 760759100 263 8,800 SHS 0 SOLE NONE 8,800 RESEARCH IN MOTION LTD COM 760975102 79,955 1,375,450 SHS 0 SOLE NONE 1,375,450 RIO TINTO PLC SPONSORED ADR 767204100 413 5,760 SHS 0 SOLE NONE 5,760 RIVERBED TECHNOLOGY INC COM 768573107 2,965 84,300 SHS 0 SOLE NONE 84,300 ROCKWOOD HLDGS INC COM 774415103 274 7,000 SHS 0 SOLE NONE 7,000 ROVI CORP COM 779376102 391 6,300 SHS 0 SOLE NONE 6,300 ROYAL GOLD INC COM 780287108 82 1,500 SHS 0 SOLE NONE 1,500 RUBICON TECHNOLOGY INC COM 78112t107 7,926 376,000 SHS 0 SOLE NONE 376,000 SANDISK CORP COM 80004C101 384 7,700 SHS 0 SOLE NONE 7,700 SBA COMMUNICATIONS CORP COM 78388J106 14,263 348,400 SHS 0 SOLE NONE 348,400 SCHLUMBERGER LTD COM 806857108 125,839 1,507,050 SHS 0 SOLE NONE 1,507,050 SCHWAB CHARLES CORP NEW COM 808513105 205 12,000 SHS 0 SOLE NONE 12,000 SCOTTS MIRACLE GRO CO CL A 810186106 208 4,100 SHS 0 SOLE NONE 4,100 SEAGATE TECHNOLOGY PLC SHS G7945M107 31,174 2,074,150 SHS 0 SOLE NONE 2,074,150 SEMPRA ENERGY COM 816851109 38,764 738,640 SHS 0 SOLE NONE 738,640 SIGNATURE BK NEW YORK N Y COM 82669G104 7,865 157,300 SHS 0 SOLE NONE 157,300 SILGAN HOLDINGS INC COM 827048109 258 7,200 SHS 0 SOLE NONE 7,200 SILVERCORP METALS INC COM 82835P103 2,434 189,700 SHS 0 SOLE NONE 189,700 SIRONA DENTAL SYSTEMS INC COM 82966C103 4,366 104,500 SHS 0 SOLE NONE 104,500 SIX FLAGS ENTMT CORP NEW COM 83001A102 348 6,400 SHS 0 SOLE NONE 6,400 SKYWORKS SOLUTIONS INC COM 83088M102 13,393 467,800 SHS 0 SOLE NONE 467,800 SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 15,237 1,614,100 SHS 0 SOLE NONE 1,614,100 SMITH A O COM 831865209 200 5,250 SHS 0 SOLE NONE 5,250 SMUCKER J M CO COM NEW 832696405 7,668 116,800 SHS 0 SOLE NONE 116,800 SNYDERS-LANCE INC COM 833551104 101 4,300 SHS 0 SOLE NONE 4,300 SONUS NETWORKS INC COM 835916107 33 12,300 SHS 0 SOLE NONE 12,300 SONY CORP ADR NEW 835699307 607 17,000 SHS 0 SOLE NONE 17,000 SOUTHWESTERN ENERGY CO COM 845467109 10,747 287,117 SHS 0 SOLE NONE 287,117 SPDR GOLD TRUST GOLD SHS 78463V107 24,223 174,620 SHS 0 SOLE NONE 174,620 SPECTRA ENERGY CORP COM 847560109 63,885 2,556,440 SHS 0 SOLE NONE 2,556,440 STAPLES INC COM 855030102 11,442 502,500 SHS 0 SOLE NONE 502,500 STARBUCKS CORP COM 855244109 325 10,100 SHS 0 SOLE NONE 10,100 STATE STR CORP COM 857477103 28,638 618,000 SHS 0 SOLE NONE 618,000 SYCAMORE NETWORKS INC COM NEW 871206405 68 3,300 SHS 0 SOLE NONE 3,300 SYMANTEC CORP COM 871503108 31,509 1,882,250 SHS 0 SOLE NONE 1,882,250 SYNIVERSE HLDGS INC COM 87163F106 80 2,600 SHS 0 SOLE NONE 2,600 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 371,373 29,615,069 SHS 0 SOLE NONE 29,615,069 TALECRIS BIOTHERAPEUTICS HLD COM 874227101 12,811 549,820 SHS 0 SOLE NONE 549,820 TARGET CORP COM 87612E106 5,992 99,650 SHS 0 SOLE NONE 99,650 TATA MTRS LTD SPONSORED ADR 876568502 21,894 746,200 SHS 0 SOLE NONE 746,200 TCF FINL CORP COM 872275102 130 8,800 SHS 0 SOLE NONE 8,800 TELEDYNE TECHNOLOGIES INC COM 879360105 2,418 55,000 SHS 0 SOLE NONE 55,000 TEMPLE INLAND INC COM 879868107 208 9,800 SHS 0 SOLE NONE 9,800 TERADATA CORP DEL COM 88076W103 9,533 231,600 SHS 0 SOLE NONE 231,600 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 18,480 354,500 SHS 0 SOLE NONE 354,500 THERMO FISHER SCIENTIFIC INC COM 883556102 8,011 144,700 SHS 0 SOLE NONE 144,700 TIFFANY & CO NEW COM 886547108 33,377 536,000 SHS 0 SOLE NONE 536,000 TJX COS INC NEW COM 872540109 2,182 49,150 SHS 0 SOLE NONE 49,150 TOTAL SYS SVCS INC COM 891906109 3,461 225,000 SHS 0 SOLE NONE 225,000 TRIUMPH GROUP INC NEW COM 896818101 6,706 75,000 SHS 0 SOLE NONE 75,000 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 385 7,300 SHS 0 SOLE NONE 7,300 TUPPERWARE BRANDS CORP COM 899896104 6,988 146,600 SHS 0 SOLE NONE 146,600 TYCO INTERNATIONAL LTD SHS H89128104 1,038 25,050 SHS 0 SOLE NONE 25,050 ULTRA PETROLEUM CORP COM 903914109 34,022 712,200 SHS 0 SOLE NONE 712,200 UNION PAC CORP COM 907818108 124,557 1,344,240 SHS 0 SOLE NONE 1,344,240 UNIT CORP COM 909218109 5,513 118,600 SHS 0 SOLE NONE 118,600 UNITED TECHNOLOGIES CORP COM 913017109 17,463 221,840 SHS 0 SOLE NONE 221,840 UNITEDHEALTH GROUP INC COM 91324P102 6,204 171,800 SHS 0 SOLE NONE 171,800 VERIFONE SYS INC COM 92342Y109 2,653 68,800 SHS 0 SOLE NONE 68,800 VERIZON COMMUNICATIONS INC COM 92343V104 451 12,600 SHS 0 SOLE NONE 12,600 VISA INC COM CL A 92826C839 40,240 571,750 SHS 0 SOLE NONE 571,750 VMWARE INC CL A COM 928563402 3,014 33,900 SHS 0 SOLE NONE 33,900 WABTEC CORP COM 929740108 582 11,000 SHS 0 SOLE NONE 11,000 WALGREEN CO COM 931422109 6,199 159,100 SHS 0 SOLE NONE 159,100 WALTER ENERGY INC COM 93317Q105 4,666 36,500 SHS 0 SOLE NONE 36,500 WASHINGTON POST CO CL B 939640108 5,494 12,500 SHS 0 SOLE NONE 12,500 WATSON PHARMACEUTICALS INC COM 942683103 5,971 115,600 SHS 0 SOLE NONE 115,600 WD-40 CO COM 929236107 1,007 25,000 SHS 0 SOLE NONE 25,000 WEATHERFORD INTERNATIONAL LT REG H27013103 71,698 3,144,650 SHS 0 SOLE NONE 3,144,650 WEBMD HEALTH CORP COM 94770V102 357 7,000 SHS 0 SOLE NONE 7,000 WELLS FARGO & CO NEW COM 949746101 156,877 5,062,187 SHS 0 SOLE NONE 5,062,187 WESCO INTL INC COM 95082P105 665 12,600 SHS 0 SOLE NONE 12,600 WESTERN DIGITAL CORP COM 958102105 5,129 151,300 SHS 0 SOLE NONE 151,300 WESTERN UN CO COM 959802109 15,630 841,700 SHS 0 SOLE NONE 841,700 WGL HLDGS INC COM 92924F106 4,221 118,000 SHS 0 SOLE NONE 118,000 WHITING PETE CORP NEW COM 966387102 20,502 174,950 SHS 0 SOLE NONE 174,950 WYNDHAM WORLDWIDE CORP COM 98310W108 7,457 248,900 SHS 0 SOLE NONE 248,900 XCEL ENERGY INC COM 98389B100 18,437 782,900 SHS 0 SOLE NONE 782,900 XL GROUP PLC SHS G98290102 399 18,300 SHS 0 SOLE NONE 18,300 YUM BRANDS INC COM 988498101 6,690 136,400 SHS 0 SOLE NONE 136,400
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