0001163648-12-000009.txt : 20120504 0001163648-12-000009.hdr.sgml : 20120504 20120504100400 ACCESSION NUMBER: 0001163648-12-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120504 DATE AS OF CHANGE: 20120504 EFFECTIVENESS DATE: 20120504 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: 12812240 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 ciqq12012.txt CI Q1 2012 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: March 31, 2012 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)364-1145 Signature, Place, and Date of Signing: Janet Gillies Toronto, Ontario Canada May 4, 2012 [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. 28-04428 Manufacturers Life Insurance Company 28-10952 Pacific Investment Management Company, LLC. 28-02405 Cohen & Steers Capital Management, Inc. 28-04557 Wellington Management Company, LLP. 28-13695 Greystone Managed Investments Inc. 28-14509 CI Global Holdings Inc. 28-13816 Trident Investment Management, LLC. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 305 Form 13F Information Table Value Total: $ 10,212,847 (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 3/31/2012 VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MGR SOLE ABBOTT LABS COM 002824100 404,998 6,607,900 SH 0 SOLE NONE 6,607,900 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,232 205,150 SH 0 SOLE NONE 205,150 ACE LTD SHS H0023R105 6,522 89,100 SH 0 SOLE NONE 89,100 AGRIUM INC COM 008916108 7,082 82,000 SH 0 SOLE NONE 82,000 ALASKA AIR GROUP INC COM 011659109 580 16,200 SH 0 SOLE NONE 16,200 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,373 10,900 SH 0 SOLE NONE 10,900 ALLOT COMMUNICATIONS LTD SHS M0854Q105 370 15,900 SH 0 SOLE NONE 15,900 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,328 381,200 SH 0 SOLE NONE 381,200 ALPS ETF TR ALERIAN MLP 00162Q866 9,747 584,700 SH 0 SOLE NONE 584,700 AMERICAN EXPRESS CO COM 025816109 11,346 196,100 SH 0 SOLE NONE 196,100 AMERICAN TOWER CORP NEW COM 03027X100 12,232 194,100 SH 0 SOLE NONE 194,100 AMGEN INC COM 031162100 115,482 1,698,515 SH 0 SOLE NONE 1,698,515 ANADARKO PETE CORP COM 032511107 5,080 64,850 SH 0 SOLE NONE 64,850 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 160,042 2,200,800 SH 0 SOLE NONE 2,200,800 APACHE CORP COM 037411105 91,129 907,298 SH 0 SOLE NONE 907,298 APPLE INC COM 037833100 189,183 315,584 SH 0 SOLE NONE 315,584 APPROACH RESOURCES INC COM 03834A103 5,106 138,200 SH 0 SOLE NONE 138,200 ARES CAP CORP COM 04010L103 7,508 459,200 SH 0 SOLE NONE 459,200 ARIBA INC COM NEW 04033V203 648 19,800 SH 0 SOLE NONE 19,800 ARUBA NETWORKS INC COM 043176106 1,087 48,800 SH 0 SOLE NONE 48,800 ASML HOLDING N V NY REG SHS N07059186 3,991 79,600 SH 0 SOLE NONE 79,600 ASSURANT INC COM 04621X108 9,631 237,800 SH 0 SOLE NONE 237,800 ASSURED GUARANTY LTD COM G0585R106 3,909 236,600 SH 0 SOLE NONE 236,600 AT&T INC COM 00206R102 37,242 1,192,500 SH 0 SOLE NONE 1,192,500 ATWOOD OCEANICS INC COM 050095108 8,745 194,800 SH 0 SOLE NONE 194,800 BAIDU INC SPON ADR REP A 056752108 2,405 16,500 SH 0 SOLE NONE 16,500 BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,294 302,526 SH 0 SOLE NONE 302,526 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 3,707 404,277 SH 0 SOLE NONE 404,277 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2,264 26,300 SH 0 SOLE NONE 26,300 BANCOLOMBIA S A SPON ADR PREF 05968L102 8,005 123,800 SH 0 SOLE NONE 123,800 BANK OF AMERICA CORPORATION COM 060505104 25,414 2,655,594 SH 0 SOLE NONE 2,655,594 BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 47,002 10,108,044 SH 0 SOLE NONE 10,108,044 BANK OF NEW YORK MELLON CORP COM 064058100 467,796 19,386,500 SH 0 SOLE NONE 19,386,500 BAXTER INTL INC COM 071813109 23,126 386,859 SH 0 SOLE NONE 386,859 BAZAARVOICE INC COM 073271108 994 50,000 SH 0 SOLE NONE 50,000 BE AEROSPACE INC COM 073302101 12,770 274,800 SH 0 SOLE NONE 274,800 BELO CORP COM SER A 080555105 5,782 806,400 SH 0 SOLE NONE 806,400 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 150 1,850 SH 0 SOLE NONE 1,850 BIOGEN IDEC INC COM 09062X103 7,747 61,500 SH 0 SOLE NONE 61,500 BOEING CO COM 097023105 25,401 341,550 SH 0 SOLE NONE 341,550 BORGWARNER INC COM 099724106 27,246 323,050 SH 0 SOLE NONE 323,050 BROADCOM CORP CL A 111320107 10,811 275,100 SH 0 SOLE NONE 275,100 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,241 51,900 SH 0 SOLE NONE 51,900 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,787 310,700 SH 0 SOLE NONE 310,700 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 83,463 2,641,240 SH 0 SOLE NONE 2,641,240 BROOKFIELD OFFICE PPTYS INC COM 112900105 78,349 4,489,922 SH 0 SOLE NONE 4,489,922 CALPINE CORP COM NEW 131347304 43,662 2,537,024 SH 0 SOLE NONE 2,537,024 CAMERON INTERNATIONAL CORP COM 13342B105 17,289 327,250 SH 0 SOLE NONE 327,250 CARRIZO OIL & CO INC COM 144577103 876 31,000 SH 0 SOLE NONE 31,000 CATERPILLAR INC DEL COM 149123101 56,376 529,250 SH 0 SOLE NONE 529,250 CBS CORP NEW CL B 124857202 1,272 37,500 SH 0 SOLE NONE 37,500 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 9,606 151,400 SH 0 SOLE NONE 151,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 18,520 290,100 SH 0 SOLE NONE 290,100 CHEVRON CORP NEW COM 166764100 14,469 134,919 SH 0 SOLE NONE 134,919 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,028 23,800 SH 0 SOLE NONE 23,800 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 66,096 1,200,000 SH 0 SOLE NONE 1,200,000 CHIPOTLE MEXICAN GRILL INC COM 169656105 460 1,100 SH 0 SOLE NONE 1,100 CISCO SYS INC COM 17275R102 473,384 22,382,199 SH 0 SOLE NONE 22,382,199 CIT GROUP INC COM NEW 125581801 5,860 142,083 SH 0 SOLE NONE 142,083 CITIGROUP INC COM NEW 172967424 67,776 1,854,323 SH 0 SOLE NONE 1,854,323 CITRIX SYS INC COM 177376100 8,514 107,900 SH 0 SOLE NONE 107,900 CLIFFS NATURAL RESOURCES INC COM 18683K101 21,079 304,350 SH 0 SOLE NONE 304,350 CMS ENERGY CORP COM 125896100 26,593 1,208,750 SH 0 SOLE NONE 1,208,750 CNH GLOBAL N V SHS NEW N20935206 1,743 43,900 SH 0 SOLE NONE 43,900 CNO FINL GROUP INC COM 12621E103 3,837 493,150 SH 0 SOLE NONE 493,150 CNOOC LTD SPONSORED ADR 126132109 7,621 37,305 SH 0 SOLE NONE 37,305 COCA COLA CO COM 191216100 9,884 133,550 SH 0 SOLE NONE 133,550 COCA COLA ENTERPRISES INC NE COM 19122T109 881 30,800 SH 0 SOLE NONE 30,800 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 16,060 151,640 SH 0 SOLE NONE 151,640 COGENT COMM GROUP INC COM NEW 19239V302 662 34,700 SH 0 SOLE NONE 34,700 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,015 26,187 SH 0 SOLE NONE 26,187 COLGATE PALMOLIVE CO COM 194162103 17,776 181,800 SH 0 SOLE NONE 181,800 COMCAST CORP NEW CL A 20030N101 84,273 2,808,150 SH 0 SOLE NONE 2,808,150 CONOCOPHILLIPS COM 20825C104 5,936 78,100 SH 0 SOLE NONE 78,100 CONTINENTAL RESOURCES INC COM 212015101 14,083 164,100 SH 0 SOLE NONE 164,100 COOPER COS INC COM NEW 216648402 6,586 80,600 SH 0 SOLE NONE 80,600 CORN PRODS INTL INC COM 219023108 8,642 149,900 SH 0 SOLE NONE 149,900 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 7,723 282,800 SH 0 SOLE NONE 282,800 CUMMINS INC COM 231021106 6,158 51,300 SH 0 SOLE NONE 51,300 CVS CAREMARK CORPORATION COM 126650100 85,327 1,904,618 SH 0 SOLE NONE 1,904,618 DAVITA INC COM 23918K108 1,037 11,500 SH 0 SOLE NONE 11,500 DECKERS OUTDOOR CORP COM 243537107 13 200 SH 0 SOLE NONE 200 DELL INC COM 24702R101 6,091 366,950 SH 0 SOLE NONE 366,950 DEVON ENERGY CORP NEW COM 25179M103 57,859 813,541 SH 0 SOLE NONE 813,541 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,940 74,000 SH 0 SOLE NONE 74,000 DICKS SPORTING GOODS INC COM 253393102 101 2,100 SH 0 SOLE NONE 2,100 DISCOVER FINL SVCS COM 254709108 521,571 15,644,000 SH 0 SOLE NONE 15,644,000 DISH NETWORK CORP CL A 25470M109 4,169 126,600 SH 0 SOLE NONE 126,600 DOLLAR GEN CORP NEW COM 256677105 85 1,850 SH 0 SOLE NONE 1,850 DOW CHEM CO COM 260543103 10,056 290,300 SH 0 SOLE NONE 290,300 DTE ENERGY CO COM 233331107 7,137 129,700 SH 0 SOLE NONE 129,700 DUKE REALTY CORP COM NEW 264411505 6,536 455,800 SH 0 SOLE NONE 455,800 DUN & BRADSTREET CORP DEL NE COM 26483E100 1,101 13,000 SH 0 SOLE NONE 13,000 DYNAVAX TECHNOLOGIES CORP COM 268158102 7,308 1,444,200 SH 0 SOLE NONE 1,444,200 E M C CORP MASS COM 268648102 115,890 3,878,505 SH 0 SOLE NONE 3,878,505 EBAY INC COM 278642103 129 3,500 SH 0 SOLE NONE 3,500 EDISON INTL COM 281020107 11,116 261,500 SH 0 SOLE NONE 261,500 EL PASO CORP COM 28336L109 897 30,350 SH 0 SOLE NONE 30,350 EMBRAER S A SP ADR REP 4 COM 29082A107 1,166 36,450 SH 0 SOLE NONE 36,450 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 7,456 192,500 SH 0 SOLE NONE 192,500 ENSCO PLC SPONSORED ADR 29358Q109 1,133 21,400 SH 0 SOLE NONE 21,400 EOG RES INC COM 26875P101 10,543 94,900 SH 0 SOLE NONE 94,900 EQUIFAX INC COM 294429105 2,302 52,000 SH 0 SOLE NONE 52,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 7,084 687,117 SH 0 SOLE NONE 687,117 ETFS PALLADIUM TR SH BEN INT 26923A106 2,224 34,500 SH 0 SOLE NONE 34,500 ETFS PLATINUM TR SH BEN INT 26922V101 2,264 14,000 SH 0 SOLE NONE 14,000 EXELON CORP COM 30161N101 53,810 1,372,350 SH 0 SOLE NONE 1,372,350 EXXON MOBIL CORP COM 30231G102 8,956 103,267 SH 0 SOLE NONE 103,267 FABRINET SHS G3323L100 450 25,400 SH 0 SOLE NONE 25,400 FAMILY DLR STORES INC COM 307000109 1,354 21,400 SH 0 SOLE NONE 21,400 FEDEX CORP COM 31428X106 7,881 85,700 SH 0 SOLE NONE 85,700 FINISAR CORP COM NEW 31787A507 1,809 89,800 SH 0 SOLE NONE 89,800 FIRST REP BK SAN FRANCISCO C COM 33616C100 11,097 336,900 SH 0 SOLE NONE 336,900 FMC TECHNOLOGIES INC COM 30249U101 4,679 92,800 SH 0 SOLE NONE 92,800 FOOT LOCKER INC COM 344849104 1,037 33,400 SH 0 SOLE NONE 33,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 43,697 1,148,717 SH 0 SOLE NONE 1,148,717 FRESH DEL MONTE PRODUCE INC ORD G36738105 719 31,500 SH 0 SOLE NONE 31,500 FRONTIER COMMUNICATIONS CORP COM 35906A108 30,995 7,432,800 SH 0 SOLE NONE 7,432,800 GARMIN LTD SHS H2906T109 4,672 99,500 SH 0 SOLE NONE 99,500 GENERAL ELECTRIC CO COM 369604103 15,350 764,800 SH 0 SOLE NONE 764,800 GEOGLOBAL RESOURCES INC COM 37249T109 395 1,880,493 SH 0 SOLE NONE 1,880,493 GILEAD SCIENCES INC COM 375558103 8,524 174,500 SH 0 SOLE NONE 174,500 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 18,164 15,000,000 SH 0 SOLE NONE 15,000,000 GOOGLE INC CL A 38259P508 26 40 SH 0 SOLE NONE 40 GRAINGER W W INC COM 384802104 39,622 184,450 SH 0 SOLE NONE 184,450 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 6,975 330,900 SH 0 SOLE NONE 330,900 HALLIBURTON CO COM 406216101 4,620 139,200 SH 0 SOLE NONE 139,200 HCA HOLDINGS INC COM 40412C101 317 12,800 SH 0 SOLE NONE 12,800 HELMERICH & PAYNE INC COM 423452101 10,887 201,800 SH 0 SOLE NONE 201,800 HERCULES OFFSHORE INC COM 427093109 1,709 361,300 SH 0 SOLE NONE 361,300 HERSHEY CO COM 427866108 8,476 138,200 SH 0 SOLE NONE 138,200 HESS CORP COM 42809H107 21,549 365,550 SH 0 SOLE NONE 365,550 HOLLYFRONTIER CORP COM 436106108 8,967 278,900 SH 0 SOLE NONE 278,900 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 6,484 611,700 SH 0 SOLE NONE 611,700 HOME DEPOT INC COM 437076102 3,436 68,300 SH 0 SOLE NONE 68,300 HONEYWELL INTL INC COM 438516106 10,549 172,800 SH 0 SOLE NONE 172,800 HUDSON PAC PPTYS INC COM 444097109 565 37,325 SH 0 SOLE NONE 37,325 HUMANA INC COM 444859102 16,073 173,800 SH 0 SOLE NONE 173,800 IAC INTERACTIVECORP COM PAR $.001 44919P508 10,432 212,500 SH 0 SOLE NONE 212,500 ICICI BK LTD ADR 45104G104 2,899 83,150 SH 0 SOLE NONE 83,150 ICONIX BRAND GROUP INC COM 451055107 869 50,000 SH 0 SOLE NONE 50,000 INGERSOLL-RAND PLC SHS G47791101 9,120 220,550 SH 0 SOLE NONE 220,550 INTEL CORP COM 458140100 557,211 19,822,521 SH 0 SOLE NONE 19,822,521 INTERNATIONAL BUSINESS MACHS COM 459200101 3,589 17,200 SH 0 SOLE NONE 17,200 INTL PAPER CO COM 460146103 9,389 267,500 SH 0 SOLE NONE 267,500 INTUIT COM 461202103 11,864 197,300 SH 0 SOLE NONE 197,300 INVESCO MORTGAGE CAPITAL INC COM 46131B100 22,942 1,299,850 SH 0 SOLE NONE 1,299,850 ISHARES SILVER TRUST ISHARES 46428Q109 4,062 129,500 SH 0 SOLE NONE 129,500 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,965 206,600 SH 0 SOLE NONE 206,600 JIVE SOFTWARE INC COM 47760A108 3,020 111,200 SH 0 SOLE NONE 111,200 JOHNSON CTLS INC COM 478366107 1,005 30,950 SH 0 SOLE NONE 30,950 JPMORGAN CHASE & CO COM 46625H100 153,138 3,330,545 SH 0 SOLE NONE 3,330,545 JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 156,183 11,672,871 SH 0 SOLE NONE 11,672,871 KANSAS CITY SOUTHERN COM NEW 485170302 10,022 139,800 SH 0 SOLE NONE 139,800 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4,259 116,056 SH 0 SOLE NONE 116,056 KKR & CO L P DEL COM UNITS 48248M102 10,224 689,400 SH 0 SOLE NONE 689,400 KLA-TENCOR CORP COM 482480100 59,846 1,099,699 SH 0 SOLE NONE 1,099,699 KODIAK OIL & GAS CORP COM 50015Q100 715 71,800 SH 0 SOLE NONE 71,800 KRAFT FOODS INC CL A 50075N104 16,035 421,850 SH 0 SOLE NONE 421,850 LAS VEGAS SANDS CORP COM 517834107 13,310 231,200 SH 0 SOLE NONE 231,200 LAUDER ESTEE COS INC CL A 518439104 434 7,000 SH 0 SOLE NONE 7,000 LAZARD LTD SHS A G54050102 3,739 130,900 SH 0 SOLE NONE 130,900 LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,701 144,500 SH 0 SOLE NONE 144,500 LILLY ELI & CO COM 532457108 329,794 8,189,573 SH 0 SOLE NONE 8,189,573 LIMITED BRANDS INC COM 532716107 7,795 162,400 SH 0 SOLE NONE 162,400 LINKEDIN CORP COM CL A 53578A108 439 4,300 SH 0 SOLE NONE 4,300 LONE PINE RES INC COM 54222A106 234 35,966 SH 0 SOLE NONE 35,966 LOWES COS INC COM 548661107 9,240 294,450 SH 0 SOLE NONE 294,450 LSI CORPORATION COM 502161102 1,752 201,800 SH 0 SOLE NONE 201,800 MARATHON OIL CORP COM 565849106 11,257 355,100 SH 0 SOLE NONE 355,100 MARATHON PETE CORP COM 56585A102 414 9,550 SH 0 SOLE NONE 9,550 MARTIN MARIETTA MATLS INC COM 573284106 209,794 2,450,000 SH 0 SOLE NONE 2,450,000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 20,874 1,327,050 SH 0 SOLE NONE 1,327,050 MASTERCARD INC CL A 57636Q104 33,694 80,120 SH 0 SOLE NONE 80,120 MATTRESS FIRM HLDG CORP COM 57722W106 307 8,100 SH 0 SOLE NONE 8,100 MCCORMICK & CO INC COM NON VTG 579780206 8,105 148,900 SH 0 SOLE NONE 148,900 MCDONALDS CORP COM 580135101 8,079 82,350 SH 0 SOLE NONE 82,350 MCKESSON CORP COM 58155Q103 1,053 12,000 SH 0 SOLE NONE 12,000 MEAD JOHNSON NUTRITION CO COM 582839106 8,405 101,900 SH 0 SOLE NONE 101,900 MERCK & CO INC NEW COM 58933Y105 495 12,900 SH 0 SOLE NONE 12,900 METLIFE INC COM 59156R108 508 13,600 SH 0 SOLE NONE 13,600 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 20,328 19,200,000 SH 0 SOLE NONE 19,200,000 MI DEVS INC COM 55304X104 484 14,000 SH 0 SOLE NONE 14,000 MICHAEL KORS HLDGS LTD SHS G60754101 1,747 37,500 SH 0 SOLE NONE 37,500 MICRON TECHNOLOGY INC COM 595112103 1,901 234,700 SH 0 SOLE NONE 234,700 MICROSOFT CORP COM 594918104 916,342 28,413,700 SH 0 SOLE NONE 28,413,700 MID-AMER APT CMNTYS INC COM 59522J103 21,403 319,300 SH 0 SOLE NONE 319,300 MILLER INDS INC TENN COM NEW 600551204 2,416 142,764 SH 0 SOLE NONE 142,764 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 7,022 382,900 SH 0 SOLE NONE 382,900 NASDAQ OMX GROUP INC COM 631103108 6,447 248,900 SH 0 SOLE NONE 248,900 NATIONAL OILWELL VARCO INC COM 637071101 109,852 1,382,303 SH 0 SOLE NONE 1,382,303 NEW YORK CMNTY BANCORP INC COM 649445103 6,162 443,000 SH 0 SOLE NONE 443,000 NEWCASTLE INVT CORP COM 65105M108 23,326 SH 0 SOLE NONE 23,326 NEWELL RUBBERMAID INC COM 651229106 4,545 255,200 SH 0 SOLE NONE 255,200 NEWFIELD EXPL CO COM 651290108 1,014 29,250 SH 0 SOLE NONE 29,250 NEWS CORP CL A 65248E104 360 18,300 SH 0 SOLE NONE 18,300 NEXTERA ENERGY INC COM 65339F101 2,785 45,600 SH 0 SOLE NONE 45,600 NIKE INC CL B 654106103 4,448 41,019 SH 0 SOLE NONE 41,019 NOBLE ENERGY INC COM 655044105 22,553 230,650 SH 0 SOLE NONE 230,650 NORTHERN OIL & GAS INC NEV COM 665531109 367 17,700 SH 0 SOLE NONE 17,700 OCCIDENTAL PETE CORP DEL COM 674599105 550,831 5,784,218 SH 0 SOLE NONE 5,784,218 OCWEN FINL CORP COM NEW 675746309 7,274 465,400 SH 0 SOLE NONE 465,400 OLIN CORP COM PAR $1 680665205 820 37,700 SH 0 SOLE NONE 37,700 OMNIVISION TECHNOLOGIES INC COM 682128103 2,152 107,600 SH 0 SOLE NONE 107,600 ON SEMICONDUCTOR CORP COM 682189105 963 106,900 SH 0 SOLE NONE 106,900 ONYX PHARMACEUTICALS INC COM 683399109 437 11,600 SH 0 SOLE NONE 11,600 ORACLE CORP COM 68389X105 5,318 182,373 SH 0 SOLE NONE 182,373 OTELCO INC UNIT 99/99/9999 688823202 16,257 1,265,107 SH 0 SOLE NONE 1,265,107 OWENS ILL INC COM NEW 690768403 6,419 275,000 SH 0 SOLE NONE 275,000 P F CHANGS CHINA BISTRO INC COM 69333Y108 767 19,400 SH 0 SOLE NONE 19,400 PACCAR INC COM 693718108 54 1,150 SH 0 SOLE NONE 1,150 PATTERSON UTI ENERGY INC COM 703481101 78,811 4,558,200 SH 0 SOLE NONE 4,558,200 PEPSICO INC COM 713448108 78,372 1,181,197 SH 0 SOLE NONE 1,181,197 PERKINELMER INC COM 714046109 11,708 423,300 SH 0 SOLE NONE 423,300 PETROCHINA CO LTD SPONSORED ADR 71646E100 5,622 40,005 SH 0 SOLE NONE 40,005 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,935 110,494 SH 0 SOLE NONE 110,494 PETSMART INC COM 716768106 223,158 3,900,000 SH 0 SOLE NONE 3,900,000 PFIZER INC COM 717081103 146,823 6,479,400 SH 0 SOLE NONE 6,479,400 PHILIP MORRIS INTL INC COM 718172109 13,531 152,700 SH 0 SOLE NONE 152,700 PIONEER NAT RES CO COM 723787107 11,499 103,050 SH 0 SOLE NONE 103,050 PLAINS EXPL& PRODTN CO COM 726505100 1,237 29,000 SH 0 SOLE NONE 29,000 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 20,261 1,655,350 SH 0 SOLE NONE 1,655,350 POPULAR INC COM 733174106 18,763 9,152,550 SH 0 SOLE NONE 9,152,550 PPL CORP COM 69351T106 27,654 978,550 SH 0 SOLE NONE 978,550 PRAXAIR INC COM 74005P104 8,969 78,233 SH 0 SOLE NONE 78,233 PRICESMART INC COM 741511109 801 11,000 SH 0 SOLE NONE 11,000 PROCTER & GAMBLE CO COM 742718109 74,186 1,103,793 SH 0 SOLE NONE 1,103,793 PROTO LABS INC COM 743713109 1,705 50,000 SH 0 SOLE NONE 50,000 QUALCOMM INC COM 747525103 26,865 394,954 SH 0 SOLE NONE 394,954 QUANTA SVCS INC COM 74762E102 58,000 2,775,100 SH 0 SOLE NONE 2,775,100 QUEST SOFTWARE INC COM 74834T103 3,763 161,700 SH 0 SOLE NONE 161,700 QUESTAR CORP COM 748356102 1,564 81,200 SH 0 SOLE NONE 81,200 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8,686 230,900 SH 0 SOLE NONE 230,900 RACKSPACE HOSTING INC COM 750086100 1,352 23,400 SH 0 SOLE NONE 23,400 RANDGOLD RES LTD ADR 752344309 11,886 135,100 SH 0 SOLE NONE 135,100 RANGE RES CORP COM 75281A109 9,398 161,650 SH 0 SOLE NONE 161,650 REGIONS FINANCIAL CORP NEW COM 7591EP100 8,493 1,288,700 SH 0 SOLE NONE 1,288,700 RESEARCH IN MOTION LTD COM 760975102 46,964 3,192,650 SH 0 SOLE NONE 3,192,650 RETAIL OPPORTUNITY INVTS COR COM 76131N101 14,868 1,234,908 SH 0 SOLE NONE 1,234,908 RIVERBED TECHNOLOGY INC COM 768573107 2,053 73,100 SH 0 SOLE NONE 73,100 ROCKWELL AUTOMATION INC COM 773903109 44,397 557,050 SH 0 SOLE NONE 557,050 ROCKWOOD HLDGS INC COM 774415103 1,309 25,100 SH 0 SOLE NONE 25,100 ROUNDYS INC COM 779268101 6,414 599,400 SH 0 SOLE NONE 599,400 SALESFORCE COM INC COM 79466L302 2,086 13,500 SH 0 SOLE NONE 13,500 SALLY BEAUTY HLDGS INC COM 79546E104 3,665 147,800 SH 0 SOLE NONE 147,800 SANDISK CORP COM 80004C101 9,645 194,500 SH 0 SOLE NONE 194,500 SARA LEE CORP COM 803111103 6,065 281,700 SH 0 SOLE NONE 281,700 SBA COMMUNICATIONS CORP COM 78388J106 10,208 200,900 SH 0 SOLE NONE 200,900 SCHLUMBERGER LTD COM 806857108 98,926 1,414,641 SH 0 SOLE NONE 1,414,641 SEAGATE TECHNOLOGY PLC SHS G7945M107 132,806 4,927,868 SH 0 SOLE NONE 4,927,868 SEMPRA ENERGY COM 816851109 58,499 975,641 SH 0 SOLE NONE 975,641 SERVICESOURCE INTL LLC COM 81763U100 6,316 408,000 SH 0 SOLE NONE 408,000 SIGNATURE BK NEW YORK N Y COM 82669G104 1,248 19,800 SH 0 SOLE NONE 19,800 SILICON GRAPHICS INTL CORP COM 82706L108 1,336 138,000 SH 0 SOLE NONE 138,000 SM ENERGY CO COM 78454L100 425 6,000 SH 0 SOLE NONE 6,000 SOUTHWESTERN ENERGY CO COM 845467109 13,988 457,110 SH 0 SOLE NONE 457,110 SPDR GOLD TRUST GOLD SHS 78463V107 36,933 227,782 SH 0 SOLE NONE 227,782 SPECTRA ENERGY CORP COM 847560109 101,817 3,227,155 SH 0 SOLE NONE 3,227,155 STARBUCKS CORP COM 855244109 14,000 250,500 SH 0 SOLE NONE 250,500 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 82 1,450 SH 0 SOLE NONE 1,450 STARWOOD PPTY TR INC COM 85571B105 43,346 2,062,150 SH 0 SOLE NONE 2,062,150 SUNTRUST BKS INC COM 867914103 2,956 122,300 SH 0 SOLE NONE 122,300 SWIFT TRANSN CO CL A 87074U101 11,276 977,100 SH 0 SOLE NONE 977,100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 486,576 31,843,972 SH 0 SOLE NONE 31,843,972 TARGET CORP COM 87612E106 131 2,250 SH 0 SOLE NONE 2,250 TD AMERITRADE HLDG CORP COM 87236Y108 7,835 396,900 SH 0 SOLE NONE 396,900 TEMPUR PEDIC INTL INC COM 88023U101 8,755 103,700 SH 0 SOLE NONE 103,700 TERADATA CORP DEL COM 88076W103 2,099 30,800 SH 0 SOLE NONE 30,800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,683 214,900 SH 0 SOLE NONE 214,900 TIBCO SOFTWARE INC COM 88632Q103 9,571 313,800 SH 0 SOLE NONE 313,800 TIFFANY & CO NEW COM 886547108 39,126 565,972 SH 0 SOLE NONE 565,972 TIMKEN CO COM 887389104 107 2,100 SH 0 SOLE NONE 2,100 TITAN INTL INC ILL COM 88830M102 6,494 274,600 SH 0 SOLE NONE 274,600 TJX COS INC NEW COM 872540109 4,983 125,490 SH 0 SOLE NONE 125,490 TOTAL SYS SVCS INC COM 891906109 6,344 275,000 SH 0 SOLE NONE 275,000 TRACTOR SUPPLY CO COM 892356106 5,524 61,000 SH 0 SOLE NONE 61,000 TRIUMPH GROUP INC NEW COM 896818101 20,748 331,114 SH 0 SOLE NONE 331,114 TRIUS THERAPEUTICS INC COM 89685K100 2,502 467,600 SH 0 SOLE NONE 467,600 ULTA SALON COSMETCS & FRAG I COM 90384S303 548 5,900 SH 0 SOLE NONE 5,900 ULTRA PETROLEUM CORP COM 903914109 23,920 1,057,000 SH 0 SOLE NONE 1,057,000 UNION PAC CORP COM 907818108 67,610 629,050 SH 0 SOLE NONE 629,050 UNITED RENTALS INC COM 911363109 2,556 59,600 SH 0 SOLE NONE 59,600 UNITEDHEALTH GROUP INC COM 91324P102 8,593 145,800 SH 0 SOLE NONE 145,800 URS CORP NEW COM 903236107 9,163 215,500 SH 0 SOLE NONE 215,500 US BANCORP DEL COM NEW 902973304 7,790 245,900 SH 0 SOLE NONE 245,900 VALE S A ADR 91912E105 2,719 116,557 SH 0 SOLE NONE 116,557 VALERO ENERGY CORP NEW COM 91913Y100 434 16,850 SH 0 SOLE NONE 16,850 VERIFONE SYS INC COM 92342Y109 15,623 301,200 SH 0 SOLE NONE 301,200 VERIZON COMMUNICATIONS INC COM 92343V104 9,382 245,400 SH 0 SOLE NONE 245,400 VISA INC COM CL A 92826C839 3,387 28,700 SH 0 SOLE NONE 28,700 WABTEC CORP COM 929740108 226 3,000 SH 0 SOLE NONE 3,000 WALTER ENERGY INC COM 93317Q105 3,618 61,100 SH 0 SOLE NONE 61,100 WASHINGTON POST CO CL B 939640108 4,259 11,400 SH 0 SOLE NONE 11,400 WELLS FARGO & CO NEW COM 949746101 77,407 2,267,331 SH 0 SOLE NONE 2,267,331 WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 19,910 1,979,100 SH 0 SOLE NONE 1,979,100 WERNER ENTERPRISES INC COM 950755108 457 18,400 SH 0 SOLE NONE 18,400 WESCO INTL INC COM 95082P105 48,411 741,250 SH 0 SOLE NONE 741,250 WESTERN DIGITAL CORP COM 958102105 7,086 171,200 SH 0 SOLE NONE 171,200 WESTERN UN CO COM 959802109 27,874 1,583,750 SH 0 SOLE NONE 1,583,750 WGL HLDGS INC COM 92924F106 4,803 118,000 SH 0 SOLE NONE 118,000 WHITING PETE CORP NEW COM 966387102 19,578 360,550 SH 0 SOLE NONE 360,550 WILLIAMS COS INC DEL COM 969457100 13,211 428,800 SH 0 SOLE NONE 428,800 WYNDHAM WORLDWIDE CORP COM 98310W108 12,414 266,900 SH 0 SOLE NONE 266,900 XCEL ENERGY INC COM 98389B100 30,528 1,153,300 SH 0 SOLE NONE 1,153,300 YUM BRANDS INC COM 988498101 50 700 SH 0 SOLE NONE 700