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