0001163648-13-000007.txt : 20130201
0001163648-13-000007.hdr.sgml : 20130201
20130201130034
ACCESSION NUMBER: 0001163648-13-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130201
DATE AS OF CHANGE: 20130201
EFFECTIVENESS DATE: 20130201
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: 13565861
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
ciqq42012.txt
CI Q4 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: December 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 February 1, 2013
[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 Investments 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: 303
Form 13F Information Table Value Total: $ 10,535,781
(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
12/31/2012
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 425,750 6,500,000 SH 0 SOLE NONE 6,500,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,199 123,300 SH 0 SOLE NONE 123,300
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,567 195,400 SH 0 SOLE NONE 195,400
ACTIVISION BLIZZARD INC COM 00507V109 1,631 153,600 SH 0 SOLE NONE 153,600
ADVANCED MICRO DEVICES INC COM 007903107 7,336 3,056,500 SH 0 SOLE NONE 3,056,500
AIR LEASE CORP CL A 00912X302 321 14,950 SH 0 SOLE NONE 14,950
AIR METHODS CORP COM PAR $.06 009128307 6,507 176,400 SH 0 SOLE NONE 176,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,693 18,600 SH 0 SOLE NONE 18,600
ALLOT COMMUNICATIONS LTD SHS M0854Q105 176 9,900 SH 0 SOLE NONE 9,900
ALLSTATE CORP COM 020002101 7,877 196,100 SH 0 SOLE NONE 196,100
AMPCO-PITTSBURGH CORP COM 032037103 3,257 163,000 SH 0 SOLE NONE 163,000
ANADARKO PETE CORP COM 032511107 14,071 189,350 SH 0 SOLE NONE 189,350
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 176,656 2,021,000 SH 0 SOLE NONE 2,021,000
APARTMENT INVT & MGMT CO CL A 03748R101 33,806 1,249,285 SH 0 SOLE NONE 1,249,285
APPLE INC COM 037833100 109,324 205,100 SH 0 SOLE NONE 205,100
APPROACH RESOURCES INC COM 03834A103 263 10,500 SH 0 SOLE NONE 10,500
ARES CAP CORP COM 04010L103 7,481 427,500 SH 0 SOLE NONE 427,500
ARUBA NETWORKS INC COM 043176106 1,183 57,000 SH 0 SOLE NONE 57,000
ASCENA RETAIL GROUP INC COM 04351G101 5,395 291,800 SH 0 SOLE NONE 291,800
ASHLAND INC NEW COM 044209104 41,295 513,560 SH 0 SOLE NONE 513,560
ASPEN TECHNOLOGY INC COM 045327103 965 34,900 SH 0 SOLE NONE 34,900
AT&T INC COM 00206R102 42,075 1,248,150 SH 0 SOLE NONE 1,248,150
ATMEL CORP COM 049513104 2,758 421,100 SH 0 SOLE NONE 421,100
ATWOOD OCEANICS INC COM 050095108 12,844 280,500 SH 0 SOLE NONE 280,500
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,390 43,900 SH 0 SOLE NONE 43,900
AVG TECHNOLOGIES N V SHS N07831105 518 32,700 SH 0 SOLE NONE 32,700
BANCO DE CHILE SPONSORED ADR 059520106 3,320 34,409 SH 0 SOLE NONE 34,409
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 6,403 224,730 SH 0 SOLE NONE 224,730
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,297 34,500 SH 0 SOLE NONE 34,500
BANK NEW YORK MELLON CORP COM 064058100 498,195 19,385,000 SH 0 SOLE NONE 19,385,000
BANK OF AMERICA CORPORATION COM 060505104 3,153 271,794 SH 0 SOLE NONE 271,794
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 43,252 7,936,194 SH 0 SOLE NONE 7,936,194
BAXTER INTL INC COM 071813109 129,905 1,948,770 SH 0 SOLE NONE 1,948,770
BED BATH & BEYOND INC COM 075896100 12,859 230,000 SH 0 SOLE NONE 230,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 117 1,300 SH 0 SOLE NONE 1,300
BLACKROCK INC COM 09247X101 5,891 28,500 SH 0 SOLE NONE 28,500
BORGWARNER INC COM 099724106 15,481 216,150 SH 0 SOLE NONE 216,150
BOTTOMLINE TECH DEL INC COM 101388106 1,359 51,500 SH 0 SOLE NONE 51,500
BRISTOW GROUP INC COM 110394103 907 16,900 SH 0 SOLE NONE 16,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 828 155,300 SH 0 SOLE NONE 155,300
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 95,936 2,721,600 SH 0 SOLE NONE 2,721,600
BROOKFIELD OFFICE PPTYS INC COM 112900105 169,806 9,982,690 SH 0 SOLE NONE 9,982,690
BUNGE LIMITED COM G16962105 7,640 105,100 SH 0 SOLE NONE 105,100
CADENCE DESIGN SYSTEM INC COM 127387108 7,405 548,100 SH 0 SOLE NONE 548,100
CALPINE CORP COM NEW 131347304 47,878 2,640,824 SH 0 SOLE NONE 2,640,824
CAMERON INTERNATIONAL CORP COM 13342B105 9,104 161,250 SH 0 SOLE NONE 161,250
CAPITAL ONE FINL CORP COM 14040H105 15,456 266,800 SH 0 SOLE NONE 266,800
CARDINAL HEALTH INC COM 14149Y108 3,471 84,300 SH 0 SOLE NONE 84,300
CARRIZO OIL & CO INC COM 144577103 728 34,800 SH 0 SOLE NONE 34,800
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,591 33,400 SH 0 SOLE NONE 33,400
CHEVRON CORP NEW COM 166764100 12,065 111,569 SH 0 SOLE NONE 111,569
CIGNA CORPORATION COM 125509109 6,207 116,100 SH 0 SOLE NONE 116,100
CISCO SYS INC COM 17275R102 426,941 21,727,299 SH 0 SOLE NONE 21,727,299
CIT GROUP INC COM NEW 125581801 77 1,983 SH 0 SOLE NONE 1,983
CITIGROUP INC COM NEW 172967424 93,062 2,352,423 SH 0 SOLE NONE 2,352,423
CMS ENERGY CORP COM 125896100 37,222 1,526,750 SH 0 SOLE NONE 1,526,750
CNOOC LTD SPONSORED ADR 126132109 4,511 20,505 SH 0 SOLE NONE 20,505
COCA COLA CO COM 191216100 55,127 1,520,750 SH 0 SOLE NONE 1,520,750
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 14,917 100,090 SH 0 SOLE NONE 100,090
COGENT COMM GROUP INC COM NEW 19239V302 974 43,000 SH 0 SOLE NONE 43,000
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 8,805 118,900 SH 0 SOLE NONE 118,900
COLGATE PALMOLIVE CO COM 194162103 8,578 82,050 SH 0 SOLE NONE 82,050
COMCAST CORP NEW CL A 20030N101 90,637 2,424,750 SH 0 SOLE NONE 2,424,750
CONAGRA FOODS INC COM 205887102 8,924 302,500 SH 0 SOLE NONE 302,500
CONSTELLATION BRANDS INC CL A 21036P108 1,770 50,000 SH 0 SOLE NONE 50,000
CONTINENTAL RESOURCES INC COM 212015101 11,968 162,850 SH 0 SOLE NONE 162,850
COOPER COS INC COM NEW 216648402 1,498 16,200 SH 0 SOLE NONE 16,200
CORELOGIC INC COM 21871D103 9,384 348,600 SH 0 SOLE NONE 348,600
CORNING INC COM 219350105 6,754 535,200 SH 0 SOLE NONE 535,200
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 8,268 233,100 SH 0 SOLE NONE 233,100
COSTCO WHSL CORP NEW COM 22160K105 6,558 66,400 SH 0 SOLE NONE 66,400
CREDICORP LTD COM G2519Y108 14,356 97,950 SH 0 SOLE NONE 97,950
CSX CORP COM 126408103 13,815 700,200 SH 0 SOLE NONE 700,200
CUBIST PHARMACEUTICALS INC COM 229678107 723 17,200 SH 0 SOLE NONE 17,200
CVS CAREMARK CORPORATION COM 126650100 104,630 2,164,018 SH 0 SOLE NONE 2,164,018
DANAHER CORP DEL COM 235851102 8,311 148,674 SH 0 SOLE NONE 148,674
DEERE & CO COM 244199105 164 1,900 SH 0 SOLE NONE 1,900
DELPHI AUTOMOTIVE PLC SHS G27823106 24,312 635,600 SH 0 SOLE NONE 635,600
DEVON ENERGY CORP NEW COM 25179M103 7,361 141,450 SH 0 SOLE NONE 141,450
DIAMONDROCK HOSPITALITY CO COM 252784301 42,944 4,771,600 SH 0 SOLE NONE 4,771,600
DICKS SPORTING GOODS INC COM 253393102 218 4,800 SH 0 SOLE NONE 4,800
DILLARDS INC CL A 254067101 4,599 54,900 SH 0 SOLE NONE 54,900
DISCOVER FINL SVCS COM 254709108 515,568 13,374,000 SH 0 SOLE NONE 13,374,000
DISNEY WALT CO COM DISNEY 254687106 12,328 247,600 SH 0 SOLE NONE 247,600
DOLLAR TREE INC COM 256746108 1,217 30,000 SH 0 SOLE NONE 30,000
DOVER CORP COM 260003108 9,475 144,200 SH 0 SOLE NONE 144,200
DOW CHEM CO COM 260543103 18,904 584,900 SH 0 SOLE NONE 584,900
EASTMAN CHEM CO COM 277432100 17,407 255,800 SH 0 SOLE NONE 255,800
EBAY INC COM 278642103 25,839 506,450 SH 0 SOLE NONE 506,450
EDISON INTL COM 281020107 30,438 673,550 SH 0 SOLE NONE 673,550
EDWARDS GROUP LTD SPONSORED ADR 281736108 4,609 758,000 SH 0 SOLE NONE 758,000
ELLIE MAE INC COM 28849P100 488 17,600 SH 0 SOLE NONE 17,600
ENCANA CORP COM 292505104 9,582 484,900 SH 0 SOLE NONE 484,900
ENCORE CAP GROUP INC COM 292554102 842 27,500 SH 0 SOLE NONE 27,500
ENSCO PLC SHS CLASS A G3157S106 2,045 34,500 SH 0 SOLE NONE 34,500
ENSIGN GROUP INC COM 29358P101 204 7,500 SH 0 SOLE NONE 7,500
EOG RES INC COM 26875P101 30,681 254,000 SH 0 SOLE NONE 254,000
EQUIFAX INC COM 294429105 13,081 241,700 SH 0 SOLE NONE 241,700
ETFS PALLADIUM TR SH BEN INT 26923A106 1,881 27,176 SH 0 SOLE NONE 27,176
ETFS PLATINUM TR SH BEN INT 26922V101 1,600 10,574 SH 0 SOLE NONE 10,574
EVEREST RE GROUP LTD COM G3223R108 11,347 103,200 SH 0 SOLE NONE 103,200
EXACTTARGET INC COM 30064K105 734 36,700 SH 0 SOLE NONE 36,700
EXELON CORP COM 30161N101 83 2,800 SH 0 SOLE NONE 2,800
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,729 217,200 SH 0 SOLE NONE 217,200
EXXON MOBIL CORP COM 30231G102 7,878 91,017 SH 0 SOLE NONE 91,017
FAIR ISAAC CORP COM 303250104 437 10,400 SH 0 SOLE NONE 10,400
FINISAR CORP COM NEW 31787A507 1,464 89,800 SH 0 SOLE NONE 89,800
FIRST AMERN FINL CORP COM 31847R102 8,533 354,200 SH 0 SOLE NONE 354,200
FIRST REP BK SAN FRANCISCO C COM 33616C100 8,182 249,600 SH 0 SOLE NONE 249,600
FOOT LOCKER INC COM 344849104 8,547 266,100 SH 0 SOLE NONE 266,100
FORD MTR CO DEL COM PAR $0.01 345370860 33,285 2,570,300 SH 0 SOLE NONE 2,570,300
FREEPORT-MCMORAN COPPER & GO COM 35671D857 106,322 3,108,817 SH 0 SOLE NONE 3,108,817
FRESH MKT INC COM 35804H106 1,072 22,300 SH 0 SOLE NONE 22,300
FRONTIER COMMUNICATIONS CORP COM 35906A108 51,250 11,974,300 SH 0 SOLE NONE 11,974,300
FUSION-IO INC COM 36112J107 1,238 54,000 SH 0 SOLE NONE 54,000
GARTNER INC COM 366651107 465 10,100 SH 0 SOLE NONE 10,100
GENERAL ELECTRIC CO COM 369604103 55,106 2,625,350 SH 0 SOLE NONE 2,625,350
GENERAL MTRS CO COM 37045V100 2,272 78,800 SH 0 SOLE NONE 78,800
GENESCO INC COM 371532102 627 11,400 SH 0 SOLE NONE 11,400
GEOGLOBAL RESOURCES INC COM 37249T109 70 1,200,000 SH 0 SOLE NONE 1,200,000
GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 3,748 90,800 SH 0 SOLE NONE 90,800
GILEAD SCIENCES INC COM 375558103 5,399 73,500 SH 0 SOLE NONE 73,500
GNC HLDGS INC COM CL A 36191G107 4,679 140,600 SH 0 SOLE NONE 140,600
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 14,203 13,000,000 SH 0 SOLE NONE 13,000,000
GOLDMAN SACHS GROUP INC COM 38141G104 12,207 95,700 SH 0 SOLE NONE 95,700
GOOGLE INC CL A 38259P508 120,948 170,500 SH 0 SOLE NONE 170,500
GRACE W R & CO DEL NEW COM 38388F108 3,583 53,300 SH 0 SOLE NONE 53,300
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 33,540 2,072,900 SH 0 SOLE NONE 2,072,900
HALLIBURTON CO COM 406216101 99,064 2,855,700 SH 0 SOLE NONE 2,855,700
HARTFORD FINL SVCS GROUP INC COM 416515104 922 41,100 SH 0 SOLE NONE 41,100
HEICO CORP NEW COM 422806109 94 2,100 SH 0 SOLE NONE 2,100
HERSHEY CO COM 427866108 7,294 101,000 SH 0 SOLE NONE 101,000
HESS CORP COM 42809H107 46,504 878,100 SH 0 SOLE NONE 878,100
HOME DEPOT INC COM 437076102 3,940 63,700 SH 0 SOLE NONE 63,700
HONEYWELL INTL INC COM 438516106 18,705 294,700 SH 0 SOLE NONE 294,700
HUDSON PAC PPTYS INC COM 444097109 51,022 2,422,695 SH 0 SOLE NONE 2,422,695
IAC INTERACTIVECORP COM PAR $.001 44919P508 965 20,400 SH 0 SOLE NONE 20,400
INFOBLOX INC COM 45672H104 629 35,000 SH 0 SOLE NONE 35,000
INGERSOLL-RAND PLC SHS G47791101 6,089 126,950 SH 0 SOLE NONE 126,950
INTEL CORP COM 458140100 351,166 17,022,121 SH 0 SOLE NONE 17,022,121
INTERNATIONAL BUSINESS MACHS COM 459200101 1,666 8,700 SH 0 SOLE NONE 8,700
INTL PAPER CO COM 460146103 43,067 1,081,000 SH 0 SOLE NONE 1,081,000
INVENSENSE INC COM 46123D205 232 20,900 SH 0 SOLE NONE 20,900
ISHARES SILVER TRUST ISHARES 46428Q109 3,261 111,101 SH 0 SOLE NONE 111,101
ISHARES TR MSCI EMERG MKT 464287234 5,885 132,700 SH 0 SOLE NONE 132,700
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,388 327,350 SH 0 SOLE NONE 327,350
JIVE SOFTWARE INC COM 47760A108 2,679 184,400 SH 0 SOLE NONE 184,400
JOY GLOBAL INC COM 481165108 31,890 500,000 SH 0 SOLE NONE 500,000
JPMORGAN CHASE & CO COM 46625H100 65,843 1,497,445 SH 0 SOLE NONE 1,497,445
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 165,565 13,959,971 SH 0 SOLE NONE 13,959,971
KANSAS CITY SOUTHERN COM NEW 485170302 9,567 114,600 SH 0 SOLE NONE 114,600
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4,594 127,956 SH 0 SOLE NONE 127,956
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 73 19,424 SH 0 SOLE NONE 19,424
KKR & CO L P DEL COM UNITS 48248M102 442 29,000 SH 0 SOLE NONE 29,000
KLA-TENCOR CORP COM 482480100 58,475 1,224,349 SH 0 SOLE NONE 1,224,349
KODIAK OIL & GAS CORP COM 50015Q100 811 91,600 SH 0 SOLE NONE 91,600
KRAFT FOODS GROUP INC COM 50076Q106 117,302 2,579,765 SH 0 SOLE NONE 2,579,765
LAS VEGAS SANDS CORP COM 517834107 5,479 118,700 SH 0 SOLE NONE 118,700
LILLY ELI & CO COM 532457108 414,373 8,401,723 SH 0 SOLE NONE 8,401,723
LIMITED BRANDS INC COM 532716107 8,224 174,750 SH 0 SOLE NONE 174,750
LINKEDIN CORP COM CL A 53578A108 700 6,100 SH 0 SOLE NONE 6,100
LOWES COS INC COM 548661107 279 7,850 SH 0 SOLE NONE 7,850
LSI CORPORATION COM 502161102 741 104,700 SH 0 SOLE NONE 104,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 16,088 281,800 SH 0 SOLE NONE 281,800
MARATHON OIL CORP COM 565849106 70,976 2,314,950 SH 0 SOLE NONE 2,314,950
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 5,701 287,907 SH 0 SOLE NONE 287,907
MARTIN MARIETTA MATLS INC COM 573284106 212,130 2,250,000 SH 0 SOLE NONE 2,250,000
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 22,879 23,894,000 SH 0 SOLE NONE 23,894,000
MASTEC INC COM 576323109 3,676 147,450 SH 0 SOLE NONE 147,450
MASTERCARD INC CL A 57636Q104 31,295 63,700 SH 0 SOLE NONE 63,700
MCCORMICK & CO INC COM NON VTG 579780206 9,860 155,200 SH 0 SOLE NONE 155,200
MCDONALDS CORP COM 580135101 9,610 108,950 SH 0 SOLE NONE 108,950
METLIFE INC COM 59156R108 68,296 2,073,350 SH 0 SOLE NONE 2,073,350
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 20,316 19,200,000 SH 0 SOLE NONE 19,200,000
MICHAEL KORS HLDGS LTD SHS G60754101 7,741 151,700 SH 0 SOLE NONE 151,700
MICRON TECHNOLOGY INC COM 595112103 1,999 314,800 SH 0 SOLE NONE 314,800
MICROSOFT CORP COM 594918104 706,954 26,447,950 SH 0 SOLE NONE 26,447,950
MID-AMER APT CMNTYS INC COM 59522J103 46,699 721,223 SH 0 SOLE NONE 721,223
MILLER INDS INC TENN COM NEW 600551204 2,177 142,764 SH 0 SOLE NONE 142,764
MONDELEZ INTL INC CL A 609207105 11,598 455,350 SH 0 SOLE NONE 455,350
MONSANTO CO NEW COM 61166W101 3,767 39,800 SH 0 SOLE NONE 39,800
MOSAIC CO NEW COM 61945C103 4,944 87,300 SH 0 SOLE NONE 87,300
MYLAN INC COM 628530107 6,348 231,000 SH 0 SOLE NONE 231,000
NATIONAL OILWELL VARCO INC COM 637071101 66,382 971,203 SH 0 SOLE NONE 971,203
NETSCOUT SYS INC COM 64115T104 546 21,000 SH 0 SOLE NONE 21,000
NETSUITE INC COM 64118Q107 532 7,900 SH 0 SOLE NONE 7,900
NEW YORK CMNTY BANCORP INC COM 649445103 5,803 443,000 SH 0 SOLE NONE 443,000
NEWELL RUBBERMAID INC COM 651229106 9,854 442,500 SH 0 SOLE NONE 442,500
NEWFIELD EXPL CO COM 651290108 822 30,700 SH 0 SOLE NONE 30,700
NIKE INC CL B 654106103 3,196 61,938 SH 0 SOLE NONE 61,938
NOBLE ENERGY INC COM 655044105 37,450 368,100 SH 0 SOLE NONE 368,100
NORFOLK SOUTHERN CORP COM 655844108 25,880 418,500 SH 0 SOLE NONE 418,500
NRG ENERGY INC COM NEW 629377508 14,224 618,700 SH 0 SOLE NONE 618,700
NUANCE COMMUNICATIONS INC COM 67020Y100 1,868 83,700 SH 0 SOLE NONE 83,700
NV ENERGY INC COM 67073Y106 7,345 404,900 SH 0 SOLE NONE 404,900
NVIDIA CORP COM 67066G104 1,683 136,900 SH 0 SOLE NONE 136,900
OCCIDENTAL PETE CORP DEL COM 674599105 433,855 5,663,168 SH 0 SOLE NONE 5,663,168
OCWEN FINL CORP COM NEW 675746309 18,554 536,400 SH 0 SOLE NONE 536,400
OGE ENERGY CORP COM 670837103 8,252 146,550 SH 0 SOLE NONE 146,550
OM GROUP INC COM 670872100 3,641 164,000 SH 0 SOLE NONE 164,000
OMNICARE INC COM 681904108 10,949 303,300 SH 0 SOLE NONE 303,300
OMNIVISION TECHNOLOGIES INC COM 682128103 1,155 82,000 SH 0 SOLE NONE 82,000
ONYX PHARMACEUTICALS INC COM 683399109 1,103 14,600 SH 0 SOLE NONE 14,600
ORACLE CORP COM 68389X105 11,802 354,200 SH 0 SOLE NONE 354,200
OTELCO INC UNIT 99/99/9999 688823202 887 682,435 SH 0 SOLE NONE 682,435
OWENS ILL INC COM NEW 690768403 12,018 565,000 SH 0 SOLE NONE 565,000
PACCAR INC COM 693718108 10,412 230,300 SH 0 SOLE NONE 230,300
PARKER HANNIFIN CORP COM 701094104 8,889 104,500 SH 0 SOLE NONE 104,500
PATTERSON UTI ENERGY INC COM 703481101 84,919 4,558,200 SH 0 SOLE NONE 4,558,200
PEABODY ENERGY CORP COM 704549104 6,104 229,400 SH 0 SOLE NONE 229,400
PENN NATL GAMING INC COM 707569109 290 5,900 SH 0 SOLE NONE 5,900
PEPSICO INC COM 713448108 91,867 1,342,497 SH 0 SOLE NONE 1,342,497
PETROCHINA CO LTD SPONSORED ADR 71646E100 6,399 44,505 SH 0 SOLE NONE 44,505
PETSMART INC COM 716768106 170,850 2,500,000 SH 0 SOLE NONE 2,500,000
PFIZER INC COM 717081103 12,492 498,100 SH 0 SOLE NONE 498,100
PHILIP MORRIS INTL INC COM 718172109 51,961 621,250 SH 0 SOLE NONE 621,250
PINNACLE WEST CAP CORP COM 723484101 7,943 155,800 SH 0 SOLE NONE 155,800
PIONEER NAT RES CO COM 723787107 15,589 146,250 SH 0 SOLE NONE 146,250
PNC FINL SVCS GROUP INC COM 693475105 24,613 422,100 SH 0 SOLE NONE 422,100
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 28,515 3,315,650 SH 0 SOLE NONE 3,315,650
POLARIS INDS INC COM 731068102 5,150 61,200 SH 0 SOLE NONE 61,200
POPULAR INC COM NEW 733174700 25,484 1,225,794 SH 0 SOLE NONE 1,225,794
POST HLDGS INC COM 737446104 2,408 70,300 SH 0 SOLE NONE 70,300
PPL CORP COM 69351T106 48,747 1,702,650 SH 0 SOLE NONE 1,702,650
PRECISION CASTPARTS CORP COM 740189105 32,504 171,600 SH 0 SOLE NONE 171,600
PRECISION DRILLING CORP COM 2010 74022D308 8,340 1,007,300 SH 0 SOLE NONE 1,007,300
PRICELINE COM INC COM NEW 741503403 3,479 5,600 SH 0 SOLE NONE 5,600
PRINCIPAL FINL GROUP INC COM 74251V102 10,560 370,250 SH 0 SOLE NONE 370,250
PROCTER & GAMBLE CO COM 742718109 124,924 1,840,093 SH 0 SOLE NONE 1,840,093
PULTE GROUP INC COM 745867101 5,428 298,900 SH 0 SOLE NONE 298,900
QUALCOMM INC COM 747525103 30,759 495,954 SH 0 SOLE NONE 495,954
QUANTA SVCS INC COM 74762E102 63,457 2,325,300 SH 0 SOLE NONE 2,325,300
QUESTAR CORP COM 748356102 1,899 96,100 SH 0 SOLE NONE 96,100
RANGE RES CORP COM 75281A109 55,281 879,850 SH 0 SOLE NONE 879,850
REGIONS FINANCIAL CORP NEW COM 7591EP100 7,660 1,075,900 SH 0 SOLE NONE 1,075,900
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,694 140,000 SH 0 SOLE NONE 140,000
RESEARCH IN MOTION LTD COM 760975102 27,028 2,275,100 SH 0 SOLE NONE 2,275,100
RETAIL OPPORTUNITY INVTS COR COM 76131N101 54,593 4,245,150 SH 0 SOLE NONE 4,245,150
RPM INTL INC COM 749685103 904 30,800 SH 0 SOLE NONE 30,800
RUCKUS WIRELESS INC COM 781220108 2,253 100,000 SH 0 SOLE NONE 100,000
SALESFORCE COM INC COM 79466L302 4,034 24,000 SH 0 SOLE NONE 24,000
SANDISK CORP COM 80004C101 11,474 263,400 SH 0 SOLE NONE 263,400
SBA COMMUNICATIONS CORP COM 78388J106 13,842 194,900 SH 0 SOLE NONE 194,900
SCANSOURCE INC COM 806037107 3,415 107,480 SH 0 SOLE NONE 107,480
SCHLUMBERGER LTD COM 806857108 105,462 1,522,041 SH 0 SOLE NONE 1,522,041
SELECT INCOME REIT COM SH BEN INT 81618T100 40,174 1,621,900 SH 0 SOLE NONE 1,621,900
SEMPRA ENERGY COM 816851109 24,974 352,041 SH 0 SOLE NONE 352,041
SIGNATURE BK NEW YORK N Y COM 82669G104 1,541 21,600 SH 0 SOLE NONE 21,600
SILICON GRAPHICS INTL CORP COM 82706L108 1,412 138,000 SH 0 SOLE NONE 138,000
SILVER BAY RLTY TR CORP COM 82735Q102 3,295 175,000 SH 0 SOLE NONE 175,000
SINA CORP ORD G81477104 1,818 36,200 SH 0 SOLE NONE 36,200
SMITH A O COM 831865209 7,430 117,800 SH 0 SOLE NONE 117,800
SMUCKER J M CO COM NEW 832696405 9,564 110,900 SH 0 SOLE NONE 110,900
SOURCEFIRE INC COM 83616T108 600 12,700 SH 0 SOLE NONE 12,700
SOUTHWESTERN ENERGY CO COM 845467109 688 20,600 SH 0 SOLE NONE 20,600
SPDR GOLD TRUST GOLD SHS 78463V107 548,863 3,387,836 SH 0 SOLE NONE 3,387,836
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,701 40,000 SH 0 SOLE NONE 40,000
SPDR SERIES TRUST S&P METALS MNG 78464A755 4,490 99,470 SH 0 SOLE NONE 99,470
SPECTRA ENERGY CORP COM 847560109 52,522 1,918,250 SH 0 SOLE NONE 1,918,250
STANLEY BLACK & DECKER INC COM 854502101 40,147 542,750 SH 0 SOLE NONE 542,750
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 195 3,400 SH 0 SOLE NONE 3,400
STARWOOD PPTY TR INC COM 85571B105 50,037 2,179,300 SH 0 SOLE NONE 2,179,300
STILLWATER MNG CO COM 86074Q102 2,643 206,800 SH 0 SOLE NONE 206,800
SYMANTEC CORP COM 871503108 9,166 487,300 SH 0 SOLE NONE 487,300
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 414,589 24,160,172 SH 0 SOLE NONE 24,160,172
TARGET CORP COM 87612E106 44,117 745,600 SH 0 SOLE NONE 745,600
TD AMERITRADE HLDG CORP COM 87236Y108 8,044 478,550 SH 0 SOLE NONE 478,550
TERADATA CORP DEL COM 88076W103 1,522 24,600 SH 0 SOLE NONE 24,600
TESORO CORP COM 881609101 15,686 356,100 SH 0 SOLE NONE 356,100
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,188 192,500 SH 0 SOLE NONE 192,500
THORATEC CORP COM NEW 885175307 717 19,100 SH 0 SOLE NONE 19,100
TIBCO SOFTWARE INC COM 88632Q103 1,065 48,400 SH 0 SOLE NONE 48,400
TIME WARNER CABLE INC COM 88732J207 11,575 119,100 SH 0 SOLE NONE 119,100
TJX COS INC NEW COM 872540109 4,994 117,640 SH 0 SOLE NONE 117,640
TOTAL SYS SVCS INC COM 891906109 2,945 137,500 SH 0 SOLE NONE 137,500
TRACTOR SUPPLY CO COM 892356106 848 9,600 SH 0 SOLE NONE 9,600
TRINITY INDS INC COM 896522109 1,393 38,900 SH 0 SOLE NONE 38,900
TRIUMPH GROUP INC NEW COM 896818101 22,650 346,864 SH 0 SOLE NONE 346,864
TUPPERWARE BRANDS CORP COM 899896104 6,288 98,100 SH 0 SOLE NONE 98,100
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 6,417 397,600 SH 0 SOLE NONE 397,600
ULTA SALON COSMETCS & FRAG I COM 90384S303 649 6,600 SH 0 SOLE NONE 6,600
ULTRA PETROLEUM CORP COM 903914109 21,393 1,180,000 SH 0 SOLE NONE 1,180,000
UNION PAC CORP COM 907818108 50,697 403,250 SH 0 SOLE NONE 403,250
UNITED RENTALS INC COM 911363109 34,199 751,300 SH 0 SOLE NONE 751,300
UNITED TECHNOLOGIES CORP COM 913017109 5,577 68,000 SH 0 SOLE NONE 68,000
UNITEDHEALTH GROUP INC COM 91324P102 8,483 156,400 SH 0 SOLE NONE 156,400
VALERO ENERGY CORP NEW COM 91913Y100 6,810 199,600 SH 0 SOLE NONE 199,600
VARIAN MED SYS INC COM 92220P105 632 9,000 SH 0 SOLE NONE 9,000
VERIFONE SYS INC COM 92342Y109 356 12,000 SH 0 SOLE NONE 12,000
VERIZON COMMUNICATIONS INC COM 92343V104 2,916 67,400 SH 0 SOLE NONE 67,400
VISA INC COM CL A 92826C839 333 2,200 SH 0 SOLE NONE 2,200
VMWARE INC CL A COM 928563402 1,224 13,000 SH 0 SOLE NONE 13,000
WELLS FARGO & CO NEW COM 949746101 14,270 417,500 SH 0 SOLE NONE 417,500
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 44,923 4,492,300 SH 0 SOLE NONE 4,492,300
WESCO INTL INC COM 95082P105 10,182 151,000 SH 0 SOLE NONE 151,000
WEYERHAEUSER CO COM 962166104 3,578 128,600 SH 0 SOLE NONE 128,600
WGL HLDGS INC COM 92924F106 4,624 118,000 SH 0 SOLE NONE 118,000
WHITING PETE CORP NEW COM 966387102 9,804 226,050 SH 0 SOLE NONE 226,050
WYNDHAM WORLDWIDE CORP COM 98310W108 12,148 228,300 SH 0 SOLE NONE 228,300
XCEL ENERGY INC COM 98389B100 32,457 1,215,150 SH 0 SOLE NONE 1,215,150
YAHOO INC COM 984332106 17,920 900,500 SH 0 SOLE NONE 900,500
YUM BRANDS INC COM 988498101 2,125 32,000 SH 0 SOLE NONE 32,000
ZIMMER HLDGS INC COM 98956P102 3,640 54,600 SH 0 SOLE NONE 54,600