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