0001163648-12-000011.txt : 20120803 0001163648-12-000011.hdr.sgml : 20120803 20120803123932 ACCESSION NUMBER: 0001163648-12-000011 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120803 DATE AS OF CHANGE: 20120803 EFFECTIVENESS DATE: 20120803 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: 121006033 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 ciqq22012.txt CI Q2 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: June 29, 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 August 3, 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: 299 Form 13F Information Table Value Total: $ 9,227,172 (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 6/29/2012 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 3-D SYS CORP DEL COM NEW 88554D205 2,533 74,200 SH 0 SOLE NONE 74,200 ABBOTT LABS COM 002824100 426,185 6,610,600 SH 0 SOLE NONE 6,610,600 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,320 171,750 SH 0 SOLE NONE 171,750 ACE LTD SHS H0023R105 7,687 103,700 SH 0 SOLE NONE 103,700 ALASKA AIR GROUP INC COM 011659109 592 16,500 SH 0 SOLE NONE 16,500 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,472 10,900 SH 0 SOLE NONE 10,900 ALPS ETF TR ALERIAN MLP 00162Q866 9,562 598,400 SH 0 SOLE NONE 598,400 ALTRIA GROUP INC COM 02209S103 2,301 66,600 SH 0 SOLE NONE 66,600 AMARIN CORP PLC SPONS ADR NEW 023111206 2,464 170,400 SH 0 SOLE NONE 170,400 AMERICAN EXPRESS CO COM 025816109 10,455 179,600 SH 0 SOLE NONE 179,600 AMERICAN INTL GROUP INC COM NEW 026874784 7,811 243,400 SH 0 SOLE NONE 243,400 AMERICAN TOWER CORP NEW COM 03027X100 20,106 287,600 SH 0 SOLE NONE 287,600 AMGEN INC COM 031162100 123,541 1,691,415 SH 0 SOLE NONE 1,691,415 ANADARKO PETE CORP COM 032511107 8,815 133,150 SH 0 SOLE NONE 133,150 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 179,348 2,251,700 SH 0 SOLE NONE 2,251,700 APACHE CORP COM 037411105 64,994 739,498 SH 0 SOLE NONE 739,498 APPLE INC COM 037833100 146,837 251,434 SH 0 SOLE NONE 251,434 ARES CAP CORP COM 04010L103 7,150 448,000 SH 0 SOLE NONE 448,000 ARIBA INC COM NEW 04033V203 797 17,800 SH 0 SOLE NONE 17,800 ARUBA NETWORKS INC COM 043176106 858 57,000 SH 0 SOLE NONE 57,000 ASCENA RETAIL GROUP INC COM 04351G101 6,549 351,700 SH 0 SOLE NONE 351,700 ASHLAND INC NEW COM 044209104 38,193 551,050 SH 0 SOLE NONE 551,050 AT&T INC COM 00206R102 56,166 1,575,050 SH 0 SOLE NONE 1,575,050 ATWOOD OCEANICS INC COM 050095108 7,780 205,600 SH 0 SOLE NONE 205,600 AUTOZONE INC COM 053332102 8,555 23,300 SH 0 SOLE NONE 23,300 BAIDU INC SPON ADR REP A 056752108 1,253 10,900 SH 0 SOLE NONE 10,900 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,497 211,800 SH 0 SOLE NONE 211,800 BANCO BRADESCO S A SP ADR PFD NEW 059460303 4,656 313,126 SH 0 SOLE NONE 313,126 BANCO DE CHILE SPONSORED ADR 059520106 1,394 16,500 SH 0 SOLE NONE 16,500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,930 24,900 SH 0 SOLE NONE 24,900 BANCOLOMBIA S A SPON ADR PREF 05968L102 1,936 31,300 SH 0 SOLE NONE 31,300 BANK OF AMERICA CORPORATION COM 060505104 24,203 2,958,744 SH 0 SOLE NONE 2,958,744 BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 35,969 10,189,594 SH 0 SOLE NONE 10,189,594 BANK OF NEW YORK MELLON CORP COM 064058100 425,806 19,398,900 SH 0 SOLE NONE 19,398,900 BAXTER INTL INC COM 071813109 20,742 390,259 SH 0 SOLE NONE 390,259 BE AEROSPACE INC COM 073302101 10,120 231,800 SH 0 SOLE NONE 231,800 BELO CORP COM SER A 080555105 766 118,900 SH 0 SOLE NONE 118,900 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,483 17,800 SH 0 SOLE NONE 17,800 BIOGEN IDEC INC COM 09062X103 7,479 51,800 SH 0 SOLE NONE 51,800 BLACKROCK INC COM 09247X101 4,568 26,900 SH 0 SOLE NONE 26,900 BOEING CO COM 097023105 17,609 237,000 SH 0 SOLE NONE 237,000 BORGWARNER INC COM 099724106 49 750 SH 0 SOLE NONE 750 BOTTOMLINE TECH DEL INC COM 101388106 930 51,500 SH 0 SOLE NONE 51,500 BRISTOL MYERS SQUIBB CO COM 110122108 7,359 204,700 SH 0 SOLE NONE 204,700 BROADCOM CORP CL A 111320107 7,291 215,700 SH 0 SOLE NONE 215,700 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,532 310,700 SH 0 SOLE NONE 310,700 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 88,014 2,621,800 SH 0 SOLE NONE 2,621,800 BROOKFIELD OFFICE PPTYS INC COM 112900105 68,712 3,944,422 SH 0 SOLE NONE 3,944,422 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 807 74,000 SH 0 SOLE NONE 74,000 BUNGE LIMITED COM G16962105 678 10,800 SH 0 SOLE NONE 10,800 CADENCE DESIGN SYSTEM INC COM 127387108 1,643 149,500 SH 0 SOLE NONE 149,500 CALPINE CORP COM NEW 131347304 35,766 2,166,324 SH 0 SOLE NONE 2,166,324 CAMERON INTERNATIONAL CORP COM 13342B105 4,314 101,000 SH 0 SOLE NONE 101,000 CAPITAL ONE FINL CORP COM 14040H105 15,193 277,950 SH 0 SOLE NONE 277,950 CARRIZO OIL & CO INC COM 144577103 665 28,300 SH 0 SOLE NONE 28,300 CENOVUS ENERGY INC COM 15135U109 4,220 132,700 SH 0 SOLE NONE 132,700 CENTURYLINK INC COM 156700106 4,608 116,700 SH 0 SOLE NONE 116,700 CF INDS HLDGS INC COM 125269100 3,739 19,300 SH 0 SOLE NONE 19,300 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 11,275 159,100 SH 0 SOLE NONE 159,100 CHECK POINT SOFTWARE TECH LT ORD M22465104 10,325 208,200 SH 0 SOLE NONE 208,200 CHEVRON CORP NEW COM 166764100 14,234 134,919 SH 0 SOLE NONE 134,919 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 65,604 1,200,000 SH 0 SOLE NONE 1,200,000 CIENA CORP COM NEW 171779309 1,720 105,100 SH 0 SOLE NONE 105,100 CISCO SYS INC COM 17275R102 377,915 22,010,199 SH 0 SOLE NONE 22,010,199 CIT GROUP INC COM NEW 125581801 498 13,983 SH 0 SOLE NONE 13,983 CITIGROUP INC COM NEW 172967424 60,027 2,189,973 SH 0 SOLE NONE 2,189,973 CITRIX SYS INC COM 177376100 6,270 74,700 SH 0 SOLE NONE 74,700 CLIFFS NATURAL RESOURCES INC COM 18683K101 3,209 65,100 SH 0 SOLE NONE 65,100 CMS ENERGY CORP COM 125896100 28,651 1,219,200 SH 0 SOLE NONE 1,219,200 CNH GLOBAL N V SHS NEW N20935206 3,315 85,300 SH 0 SOLE NONE 85,300 CNO FINL GROUP INC COM 12621E103 1,757 225,300 SH 0 SOLE NONE 225,300 CNOOC LTD SPONSORED ADR 126132109 7,528 37,405 SH 0 SOLE NONE 37,405 COACH INC COM 189754104 3,725 63,700 SH 0 SOLE NONE 63,700 COCA COLA CO COM 191216100 12,518 160,100 SH 0 SOLE NONE 160,100 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 14,022 107,140 SH 0 SOLE NONE 107,140 COGENT COMM GROUP INC COM NEW 19239V302 828 43,000 SH 0 SOLE NONE 43,000 COLGATE PALMOLIVE CO COM 194162103 18,853 181,100 SH 0 SOLE NONE 181,100 COMCAST CORP NEW CL A 20030N101 90,692 2,836,800 SH 0 SOLE NONE 2,836,800 CONOCOPHILLIPS COM 20825C104 3,325 59,500 SH 0 SOLE NONE 59,500 CONTINENTAL RESOURCES INC COM 212015101 10,849 162,850 SH 0 SOLE NONE 162,850 COOPER COS INC COM NEW 216648402 7,976 100,000 SH 0 SOLE NONE 100,000 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 8,225 279,300 SH 0 SOLE NONE 279,300 CUBIST PHARMACEUTICALS INC COM 229678107 421 11,100 SH 0 SOLE NONE 11,100 CVS CAREMARK CORPORATION COM 126650100 90,472 1,936,068 SH 0 SOLE NONE 1,936,068 DANAHER CORP DEL COM 235851102 50,408 967,900 SH 0 SOLE NONE 967,900 DEAN FOODS CO NEW COM 242370104 4,348 255,300 SH 0 SOLE NONE 255,300 DELL INC COM 24702R101 4,605 367,800 SH 0 SOLE NONE 367,800 DELPHI AUTOMOTIVE PLC SHS G27823106 10,510 412,150 SH 0 SOLE NONE 412,150 DEVON ENERGY CORP NEW COM 25179M103 52,521 905,691 SH 0 SOLE NONE 905,691 DICKS SPORTING GOODS INC COM 253393102 113 2,350 SH 0 SOLE NONE 2,350 DIGITAL RLTY TR INC COM 253868103 12,049 160,500 SH 0 SOLE NONE 160,500 DISCOVER FINL SVCS COM 254709108 499,474 14,444,000 SH 0 SOLE NONE 14,444,000 DISNEY WALT CO COM DISNEY 254687106 5,093 105,000 SH 0 SOLE NONE 105,000 DOLLAR GEN CORP NEW COM 256677105 114 2,100 SH 0 SOLE NONE 2,100 DTE ENERGY CO COM 233331107 8,401 141,600 SH 0 SOLE NONE 141,600 DUKE REALTY CORP COM NEW 264411505 9,083 620,400 SH 0 SOLE NONE 620,400 DYNAVAX TECHNOLOGIES CORP COM 268158102 4,032 933,400 SH 0 SOLE NONE 933,400 E M C CORP MASS COM 268648102 97,372 3,799,155 SH 0 SOLE NONE 3,799,155 EBAY INC COM 278642103 13,510 321,600 SH 0 SOLE NONE 321,600 EDISON INTL COM 281020107 41,446 897,100 SH 0 SOLE NONE 897,100 EDWARDS GROUP LTD SPONSORED ADR 281736108 5,576 700,450 SH 0 SOLE NONE 700,450 ENCANA CORP COM 292505104 4,531 217,500 SH 0 SOLE NONE 217,500 ENDO HEALTH SOLUTIONS INC COM 29264F205 4,424 142,800 SH 0 SOLE NONE 142,800 ENSCO PLC SHS CLASS A G3157S106 1,630 34,700 SH 0 SOLE NONE 34,700 EOG RES INC COM 26875P101 9,011 100,000 SH 0 SOLE NONE 100,000 EQUIFAX INC COM 294429105 8,467 181,700 SH 0 SOLE NONE 181,700 ETFS PALLADIUM TR SH BEN INT 26923A106 2,322 40,500 SH 0 SOLE NONE 40,500 ETFS PLATINUM TR SH BEN INT 26922V101 1,997 14,000 SH 0 SOLE NONE 14,000 EVEREST RE GROUP LTD COM G3223R108 7,286 70,400 SH 0 SOLE NONE 70,400 EXPRESS SCRIPTS HLDG CO COM 30219G108 6,822 122,200 SH 0 SOLE NONE 122,200 EXXON MOBIL CORP COM 30231G102 8,871 103,667 SH 0 SOLE NONE 103,667 FABRINET SHS G3323L100 325 25,900 SH 0 SOLE NONE 25,900 FAMILY DLR STORES INC COM 307000109 1,449 21,800 SH 0 SOLE NONE 21,800 FINISAR CORP COM NEW 31787A507 1,343 89,800 SH 0 SOLE NONE 89,800 FIRST REP BK SAN FRANCISCO C COM 33616C100 11,236 334,400 SH 0 SOLE NONE 334,400 FOOT LOCKER INC COM 344849104 1,131 37,000 SH 0 SOLE NONE 37,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 56,329 1,653,317 SH 0 SOLE NONE 1,653,317 FRESH DEL MONTE PRODUCE INC ORD G36738105 1,073 45,700 SH 0 SOLE NONE 45,700 FRESH MKT INC COM 35804H106 1,223 22,800 SH 0 SOLE NONE 22,800 FRONTIER COMMUNICATIONS CORP COM 35906A108 28,528 7,448,600 SH 0 SOLE NONE 7,448,600 FUSION-IO INC COM 36112J107 1,116 53,400 SH 0 SOLE NONE 53,400 GARMIN LTD SHS H2906T109 1,375 35,900 SH 0 SOLE NONE 35,900 GENERAL ELECTRIC CO COM 369604103 1,550 74,400 SH 0 SOLE NONE 74,400 GEOGLOBAL RESOURCES INC COM 37249T109 715 1,880,493 SH 0 SOLE NONE 1,880,493 GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 16,875 15,000,000 SH 0 SOLE NONE 15,000,000 GOOGLE INC CL A 38259P508 406 700 SH 0 SOLE NONE 700 GRACE W R & CO DEL NEW COM 38388F108 4,132 81,900 SH 0 SOLE NONE 81,900 GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 7,258 337,900 SH 0 SOLE NONE 337,900 HALLIBURTON CO COM 406216101 58,956 2,076,650 SH 0 SOLE NONE 2,076,650 HELMERICH & PAYNE INC COM 423452101 7,337 168,750 SH 0 SOLE NONE 168,750 HERCULES OFFSHORE INC COM 427093109 276 77,900 SH 0 SOLE NONE 77,900 HERSHEY CO COM 427866108 11,554 160,400 SH 0 SOLE NONE 160,400 HESS CORP COM 42809H107 13,163 302,950 SH 0 SOLE NONE 302,950 HOLLYFRONTIER CORP COM 436106108 4,191 118,300 SH 0 SOLE NONE 118,300 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 5,219 612,500 SH 0 SOLE NONE 612,500 HONEYWELL INTL INC COM 438516106 18,701 334,900 SH 0 SOLE NONE 334,900 HUDSON PAC PPTYS INC COM 444097109 36,127 2,075,095 SH 0 SOLE NONE 2,075,095 HUMANA INC COM 444859102 14,698 189,800 SH 0 SOLE NONE 189,800 IAC INTERACTIVECORP COM PAR $.001 44919P508 11,464 251,400 SH 0 SOLE NONE 251,400 ICICI BK LTD ADR 45104G104 2,693 83,100 SH 0 SOLE NONE 83,100 IMPAX LABORATORIES INC COM 45256B101 5,840 288,100 SH 0 SOLE NONE 288,100 INFOBLOX INC COM 45672H104 803 35,000 SH 0 SOLE NONE 35,000 INGERSOLL-RAND PLC SHS G47791101 10,142 240,450 SH 0 SOLE NONE 240,450 INGREDION INC COM 457187102 7,210 145,600 SH 0 SOLE NONE 145,600 INTEL CORP COM 458140100 439,735 16,500,371 SH 0 SOLE NONE 16,500,371 INTL PAPER CO COM 460146103 4,209 145,600 SH 0 SOLE NONE 145,600 INTUIT COM 461202103 12,624 212,700 SH 0 SOLE NONE 212,700 INVESCO MORTGAGE CAPITAL INC COM 46131B100 24,364 1,328,450 SH 0 SOLE NONE 1,328,450 ISHARES SILVER TRUST ISHARES 46428Q109 2,825 106,000 SH 0 SOLE NONE 106,000 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,671 263,750 SH 0 SOLE NONE 263,750 JACK IN THE BOX INC COM 466367109 454 16,300 SH 0 SOLE NONE 16,300 JPMORGAN CHASE & CO COM 46625H100 116,262 3,253,895 SH 0 SOLE NONE 3,253,895 JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 115,020 11,772,821 SH 0 SOLE NONE 11,772,821 KANSAS CITY SOUTHERN COM NEW 485170302 9,648 138,700 SH 0 SOLE NONE 138,700 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 3,800 116,256 SH 0 SOLE NONE 116,256 KINDER MORGAN INC DEL COM 49456B101 414 12,841 SH 0 SOLE NONE 12,841 KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 42 19,424 SH 0 SOLE NONE 19,424 KKR & CO L P DEL COM UNITS 48248M102 791 61,400 SH 0 SOLE NONE 61,400 KLA-TENCOR CORP COM 482480100 54,692 1,110,499 SH 0 SOLE NONE 1,110,499 KODIAK OIL & GAS CORP COM 50015Q100 595 72,500 SH 0 SOLE NONE 72,500 KRAFT FOODS INC CL A 50075N104 15,031 389,200 SH 0 SOLE NONE 389,200 LAS VEGAS SANDS CORP COM 517834107 1,909 43,900 SH 0 SOLE NONE 43,900 LG DISPLAY CO LTD SPONS ADR REP 50186V102 1,366 144,500 SH 0 SOLE NONE 144,500 LILLY ELI & CO COM 532457108 349,580 8,146,823 SH 0 SOLE NONE 8,146,823 LIMITED BRANDS INC COM 532716107 6,875 161,650 SH 0 SOLE NONE 161,650 LINKEDIN CORP COM CL A 53578A108 563 5,300 SH 0 SOLE NONE 5,300 LIQUIDITY SERVICES INC COM 53635B107 486 9,500 SH 0 SOLE NONE 9,500 LOWES COS INC COM 548661107 9,563 336,250 SH 0 SOLE NONE 336,250 MACERICH CO COM 554382101 5,509 93,300 SH 0 SOLE NONE 93,300 MARATHON OIL CORP COM 565849106 26,969 1,054,700 SH 0 SOLE NONE 1,054,700 MARATHON PETE CORP COM 56585A102 764 17,000 SH 0 SOLE NONE 17,000 MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 11,351 592,100 SH 0 SOLE NONE 592,100 MARTIN MARIETTA MATLS INC COM 573284106 193,109 2,450,000 SH 0 SOLE NONE 2,450,000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13,887 1,231,100 SH 0 SOLE NONE 1,231,100 MASTERCARD INC CL A 57636Q104 26,839 62,400 SH 0 SOLE NONE 62,400 MATTRESS FIRM HLDG CORP COM 57722W106 1,540 50,800 SH 0 SOLE NONE 50,800 MCCORMICK & CO INC COM NON VTG 579780206 9,304 153,400 SH 0 SOLE NONE 153,400 MCDONALDS CORP COM 580135101 155 1,750 SH 0 SOLE NONE 1,750 MCKESSON CORP COM 58155Q103 2,906 31,000 SH 0 SOLE NONE 31,000 MEAD JOHNSON NUTRITION CO COM 582839106 7,512 93,300 SH 0 SOLE NONE 93,300 METLIFE INC COM 59156R108 4,527 146,750 SH 0 SOLE NONE 146,750 MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 19,464 19,200,000 SH 0 SOLE NONE 19,200,000 MICHAEL KORS HLDGS LTD SHS G60754101 1,623 38,800 SH 0 SOLE NONE 38,800 MICRON TECHNOLOGY INC COM 595112103 1,481 234,700 SH 0 SOLE NONE 234,700 MICROSOFT CORP COM 594918104 869,599 28,427,550 SH 0 SOLE NONE 28,427,550 MICROSTRATEGY INC CL A NEW 594972408 1,818 14,000 SH 0 SOLE NONE 14,000 MID-AMER APT CMNTYS INC COM 59522J103 26,443 387,500 SH 0 SOLE NONE 387,500 MILLER INDS INC TENN COM NEW 600551204 2,274 142,764 SH 0 SOLE NONE 142,764 MMODAL INC COM 60689B107 266 20,500 SH 0 SOLE NONE 20,500 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 6,590 383,150 SH 0 SOLE NONE 383,150 MONSANTO CO NEW COM 61166W101 3,295 39,800 SH 0 SOLE NONE 39,800 MONSTER BEVERAGE CORP COM 611740101 2,143 30,100 SH 0 SOLE NONE 30,100 NATIONAL OILWELL VARCO INC COM 637071101 99,827 1,549,153 SH 0 SOLE NONE 1,549,153 NCR CORP NEW COM 62886E108 6,269 275,800 SH 0 SOLE NONE 275,800 NEW YORK CMNTY BANCORP INC COM 649445103 5,551 443,000 SH 0 SOLE NONE 443,000 NEWCASTLE INVT CORP COM 65105M108 23,326 SH 0 SOLE NONE 23,326 NEWELL RUBBERMAID INC COM 651229106 7,771 428,400 SH 0 SOLE NONE 428,400 NEXEN INC COM 65334H102 4,155 246,000 SH 0 SOLE NONE 246,000 NIKE INC CL B 654106103 3,491 39,769 SH 0 SOLE NONE 39,769 NOBLE ENERGY INC COM 655044105 21,799 257,000 SH 0 SOLE NONE 257,000 NUANCE COMMUNICATIONS INC COM 67020Y100 1,994 83,700 SH 0 SOLE NONE 83,700 NV ENERGY INC COM 67073Y106 7,915 450,200 SH 0 SOLE NONE 450,200 NVIDIA CORP COM 67066G104 1,892 136,900 SH 0 SOLE NONE 136,900 OCCIDENTAL PETE CORP DEL COM 674599105 488,427 5,694,618 SH 0 SOLE NONE 5,694,618 OCWEN FINL CORP COM NEW 675746309 9,531 507,500 SH 0 SOLE NONE 507,500 ON SEMICONDUCTOR CORP COM 682189105 759 106,900 SH 0 SOLE NONE 106,900 ORACLE CORP COM 68389X105 5,424 182,623 SH 0 SOLE NONE 182,623 OTELCO INC UNIT 99/99/9999 688823202 9,120 1,264,907 SH 0 SOLE NONE 1,264,907 OWENS ILL INC COM NEW 690768403 8,531 445,000 SH 0 SOLE NONE 445,000 PARKER HANNIFIN CORP COM 701094104 3,460 45,000 SH 0 SOLE NONE 45,000 PATTERSON UTI ENERGY INC COM 703481101 66,367 4,558,200 SH 0 SOLE NONE 4,558,200 PEPSICO INC COM 713448108 89,477 1,266,297 SH 0 SOLE NONE 1,266,297 PERKINELMER INC COM 714046109 7,807 302,600 SH 0 SOLE NONE 302,600 PETROCHINA CO LTD SPONSORED ADR 71646E100 5,160 39,955 SH 0 SOLE NONE 39,955 PETSMART INC COM 716768106 265,902 3,900,000 SH 0 SOLE NONE 3,900,000 PFIZER INC COM 717081103 168,960 7,346,100 SH 0 SOLE NONE 7,346,100 PHILIP MORRIS INTL INC COM 718172109 13,364 153,150 SH 0 SOLE NONE 153,150 PIONEER NAT RES CO COM 723787107 12,345 139,950 SH 0 SOLE NONE 139,950 PLAINS EXPL& PRODTN CO COM 726505100 1,020 29,000 SH 0 SOLE NONE 29,000 PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 17,810 1,656,750 SH 0 SOLE NONE 1,656,750 POPULAR INC COM NEW 733174700 16,867 1,015,450 SH 0 SOLE NONE 1,015,450 POST HLDGS INC COM 737446104 2,063 67,100 SH 0 SOLE NONE 67,100 PPL CORP COM 69351T106 26,967 969,700 SH 0 SOLE NONE 969,700 PRAXAIR INC COM 74005P104 8,517 78,333 SH 0 SOLE NONE 78,333 PRECISION CASTPARTS CORP COM 740189105 16 100 SH 0 SOLE NONE 100 PROCTER & GAMBLE CO COM 742718109 68,125 1,112,243 SH 0 SOLE NONE 1,112,243 PULTE GROUP INC COM 745867101 472 44,100 SH 0 SOLE NONE 44,100 QUALCOMM INC COM 747525103 19,382 348,104 SH 0 SOLE NONE 348,104 QUANTA SVCS INC COM 74762E102 56,061 2,329,100 SH 0 SOLE NONE 2,329,100 QUEST SOFTWARE INC COM 74834T103 2,203 79,100 SH 0 SOLE NONE 79,100 QUESTAR CORP COM 748356102 1,694 81,200 SH 0 SOLE NONE 81,200 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 14,023 263,400 SH 0 SOLE NONE 263,400 RANGE RES CORP COM 75281A109 33,295 538,150 SH 0 SOLE NONE 538,150 RAYONIER INC COM 754907103 4,926 109,700 SH 0 SOLE NONE 109,700 REGAL ENTMT GROUP CL A 758766109 882 64,100 SH 0 SOLE NONE 64,100 REGIONS FINANCIAL CORP NEW COM 7591EP100 8,574 1,270,200 SH 0 SOLE NONE 1,270,200 RETAIL OPPORTUNITY INVTS COR COM 76131N101 28,499 2,363,100 SH 0 SOLE NONE 2,363,100 RITE AID CORP COM 767754104 435 310,400 SH 0 SOLE NONE 310,400 ROCKWELL AUTOMATION INC COM 773903109 5,272 79,800 SH 0 SOLE NONE 79,800 RPM INTL INC COM 749685103 11,451 421,000 SH 0 SOLE NONE 421,000 SALLY BEAUTY HLDGS INC COM 79546E104 3,130 121,600 SH 0 SOLE NONE 121,600 SANDISK CORP COM 80004C101 1,040 28,500 SH 0 SOLE NONE 28,500 SBA COMMUNICATIONS CORP COM 78388J106 11,456 200,800 SH 0 SOLE NONE 200,800 SCHLUMBERGER LTD COM 806857108 93,723 1,443,891 SH 0 SOLE NONE 1,443,891 SEMPRA ENERGY COM 816851109 26,866 390,041 SH 0 SOLE NONE 390,041 SIGNATURE BK NEW YORK N Y COM 82669G104 1,317 21,600 SH 0 SOLE NONE 21,600 SILICON GRAPHICS INTL CORP COM 82706L108 886 138,000 SH 0 SOLE NONE 138,000 SM ENERGY CO COM 78454L100 2,318 47,200 SH 0 SOLE NONE 47,200 SOURCEFIRE INC COM 83616T108 483 9,400 SH 0 SOLE NONE 9,400 SOUTHWESTERN ENERGY CO COM 845467109 11,442 358,360 SH 0 SOLE NONE 358,360 SPDR GOLD TRUST GOLD SHS 78463V107 35,725 230,203 SH 0 SOLE NONE 230,203 SPECTRA ENERGY CORP COM 847560109 24,593 846,300 SH 0 SOLE NONE 846,300 STARBUCKS CORP COM 855244109 8,345 156,500 SH 0 SOLE NONE 156,500 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 88 1,650 SH 0 SOLE NONE 1,650 STARWOOD PPTY TR INC COM 85571B105 42,922 2,014,150 SH 0 SOLE NONE 2,014,150 STATE STR CORP COM 857477103 4,799 107,500 SH 0 SOLE NONE 107,500 SUPERIOR ENERGY SVCS INC COM 868157108 346 17,100 SH 0 SOLE NONE 17,100 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 421,851 30,218,522 SH 0 SOLE NONE 30,218,522 TARGET CORP COM 87612E106 148 2,550 SH 0 SOLE NONE 2,550 TD AMERITRADE HLDG CORP COM 87236Y108 2,494 146,700 SH 0 SOLE NONE 146,700 TERADATA CORP DEL COM 88076W103 1,771 24,600 SH 0 SOLE NONE 24,600 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,182 232,800 SH 0 SOLE NONE 232,800 TIBCO SOFTWARE INC COM 88632Q103 8,773 293,200 SH 0 SOLE NONE 293,200 TIFFANY & CO NEW COM 886547108 23,220 438,522 SH 0 SOLE NONE 438,522 TITAN INTL INC ILL COM 88830M102 6,905 281,500 SH 0 SOLE NONE 281,500 TJX COS INC NEW COM 872540109 4,803 111,890 SH 0 SOLE NONE 111,890 TORONTO DOMINION BK ONT COM NEW 891160509 117 1,500 SH 0 SOLE NONE 1,500 TOTAL SYS SVCS INC COM 891906109 6,018 251,500 SH 0 SOLE NONE 251,500 TRACTOR SUPPLY CO COM 892356106 7,450 89,700 SH 0 SOLE NONE 89,700 TRANSCANADA CORP COM 89353D107 3,344 79,800 SH 0 SOLE NONE 79,800 TRIUMPH GROUP INC NEW COM 896818101 15,287 271,664 SH 0 SOLE NONE 271,664 TRIUS THERAPEUTICS INC COM 89685K100 2,460 427,097 SH 0 SOLE NONE 427,097 ULTA SALON COSMETCS & FRAG I COM 90384S303 2,699 28,900 SH 0 SOLE NONE 28,900 ULTRA PETROLEUM CORP COM 903914109 32,875 1,425,000 SH 0 SOLE NONE 1,425,000 UNION PAC CORP COM 907818108 75,881 636,000 SH 0 SOLE NONE 636,000 UNITED PARCEL SERVICE INC CL B 911312106 7,813 99,200 SH 0 SOLE NONE 99,200 UNITED RENTALS INC COM 911363109 2,066 60,700 SH 0 SOLE NONE 60,700 UNITEDHEALTH GROUP INC COM 91324P102 8,278 141,500 SH 0 SOLE NONE 141,500 UNUM GROUP COM 91529Y106 5,104 266,800 SH 0 SOLE NONE 266,800 URS CORP NEW COM 903236107 6,087 174,500 SH 0 SOLE NONE 174,500 VALE S A ADR 91912E105 2,350 118,407 SH 0 SOLE NONE 118,407 VALERO ENERGY CORP NEW COM 91913Y100 1,344 55,650 SH 0 SOLE NONE 55,650 VENTAS INC COM 92276F100 6,255 99,100 SH 0 SOLE NONE 99,100 VERIFONE SYS INC COM 92342Y109 132 4,000 SH 0 SOLE NONE 4,000 VERIZON COMMUNICATIONS INC COM 92343V104 13,599 306,000 SH 0 SOLE NONE 306,000 VISA INC COM CL A 92826C839 2,201 17,800 SH 0 SOLE NONE 17,800 WALTER ENERGY INC COM 93317Q105 2,934 66,450 SH 0 SOLE NONE 66,450 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 10,726 849,250 SH 0 SOLE NONE 849,250 WELLS FARGO & CO NEW COM 949746101 21,276 636,247 SH 0 SOLE NONE 636,247 WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 19,638 2,229,100 SH 0 SOLE NONE 2,229,100 WESCO INTL INC COM 95082P105 58,252 1,012,200 SH 0 SOLE NONE 1,012,200 WESTERN DIGITAL CORP COM 958102105 5,977 196,100 SH 0 SOLE NONE 196,100 WESTERN UN CO COM 959802109 3,392 201,400 SH 0 SOLE NONE 201,400 WGL HLDGS INC COM 92924F106 4,691 118,000 SH 0 SOLE NONE 118,000 WHITING PETE CORP NEW COM 966387102 9,240 224,700 SH 0 SOLE NONE 224,700 WYNDHAM WORLDWIDE CORP COM 98310W108 12,605 239,000 SH 0 SOLE NONE 239,000 WYNN RESORTS LTD COM 983134107 5,155 49,700 SH 0 SOLE NONE 49,700 XCEL ENERGY INC COM 98389B100 33,842 1,191,200 SH 0 SOLE NONE 1,191,200 YUM BRANDS INC COM 988498101 1,031 16,000 SH 0 SOLE NONE 16,000