0001163648-11-000010.txt : 20111013
0001163648-11-000010.hdr.sgml : 20111013
20111013095807
ACCESSION NUMBER: 0001163648-11-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111013
DATE AS OF CHANGE: 20111013
EFFECTIVENESS DATE: 20111013
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: 111138711
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
ciqq32011.txt
CI QIII 2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calender Year or Quarter Ended: September 30, 2011
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)681-1771
Signature, Place, and Date of Signing:
Janet Gillies Toronto, Ontario Canada October 13, 2011
[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.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 292
Form 13F Information Table Value Total: $ 8,195,336
(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
9/30/2011
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 337,524 6,600,000 SHS 0 SOLE NONE 6,600,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,739 203,850 SHS 0 SOLE NONE 203,850
ACE LTD SHS H0023R105 3,957 65,300 SHS 0 SOLE NONE 65,300
ACME PACKET INC COM 004764106 579 13,600 SHS 0 SOLE NONE 13,600
ADOBE SYS INC COM 00724F101 28,346 1,172,765 SHS 0 SOLE NONE 1,172,765
ALASKA AIR GROUP INC COM 011659109 512 9,100 SHS 0 SOLE NONE 9,100
ALCATEL-LUCENT SPONSORED ADR 013904305 25,001 8,834,326 SHS 0 SOLE NONE 8,834,326
ALEXION PHARMACEUTICALS INC COM 015351109 653 10,200 SHS 0 SOLE NONE 10,200
ALLERGAN INC COM 018490102 6,187 75,100 SHS 0 SOLE NONE 75,100
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,010 10,900 SHS 0 SOLE NONE 10,900
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,649 258,000 SHS 0 SOLE NONE 258,000
ALTRIA GROUP INC COM 02209S103 8,426 314,300 SHS 0 SOLE NONE 314,300
AMAZON COM INC COM 023135106 324 1,500 SHS 0 SOLE NONE 1,500
AMERICAN CAP LTD COM 02503Y103 7,253 1,063,500 SHS 0 SOLE NONE 1,063,500
AMERICAN EXPRESS CO COM 025816109 9,559 212,900 SHS 0 SOLE NONE 212,900
AMERICAN TOWER CORP CL A 029912201 12,132 225,500 SHS 0 SOLE NONE 225,500
AMGEN INC COM 031162100 55,926 1,017,754 SHS 0 SOLE NONE 1,017,754
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 2,542 2,856,000 SHS 0 SOLE NONE 2,856,000
ANADARKO PETE CORP COM 032511107 779 12,350 SHS 0 SOLE NONE 12,350
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 79,486 1,500,300 SHS 0 SOLE NONE 1,500,300
ANNALY CAP MGMT INC COM 035710409 4,121 247,800 SHS 0 SOLE NONE 247,800
APACHE CORP COM 037411105 105,949 1,320,398 SHS 0 SOLE NONE 1,320,398
APPLE INC COM 037833100 88,142 231,234 SHS 0 SOLE NONE 231,234
ARIBA INC COM NEW 04033V203 870 31,400 SHS 0 SOLE NONE 31,400
ARM HLDGS PLC SPONSORED ADR 042068106 459 18,000 SHS 0 SOLE NONE 18,000
ARUBA NETWORKS INC COM 043176106 726 34,700 SHS 0 SOLE NONE 34,700
ASHLAND INC NEW COM 044209104 3,430 77,700 SHS 0 SOLE NONE 77,700
ASML HOLDING N V NY REG SHS N07059186 2,295 66,450 SHS 0 SOLE NONE 66,450
ASSURANT INC COM 04621X108 8,180 228,500 SHS 0 SOLE NONE 228,500
AT&T INC COM 00206R102 33,306 1,167,800 SHS 0 SOLE NONE 1,167,800
ATMEL CORP COM 049513104 28,852 3,575,212 SHS 0 SOLE NONE 3,575,212
ATWOOD OCEANICS INC COM 050095108 8,057 234,500 SHS 0 SOLE NONE 234,500
AUTOZONE INC COM 053332102 319 1,000 SHS 0 SOLE NONE 1,000
BAKER HUGHES INC COM 057224107 7,358 159,400 SHS 0 SOLE NONE 159,400
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,471 234,676 SHS 0 SOLE NONE 234,676
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 11,371 1,553,477 SHS 0 SOLE NONE 1,553,477
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 12,261 166,860 SHS 0 SOLE NONE 166,860
BANK OF AMERICA CORPORATION COM 060505104 6,593 1,077,294 SHS 0 SOLE NONE 1,077,294
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 35,885 13,241,855 SHS 0 SOLE NONE 13,241,855
BANK OF NEW YORK MELLON CORP COM 064058100 280,722 15,100,700 SHS 0 SOLE NONE 15,100,700
BAXTER INTL INC COM 071813109 85,237 1,518,294 SHS 0 SOLE NONE 1,518,294
BE AEROSPACE INC COM 073302101 9,681 292,400 SHS 0 SOLE NONE 292,400
BECTON DICKINSON & CO COM 075887109 7,332 100,000 SHS 0 SOLE NONE 100,000
BIOGEN IDEC INC COM 09062X103 354 3,800 SHS 0 SOLE NONE 3,800
BMC SOFTWARE INC COM 055921100 841 21,800 SHS 0 SOLE NONE 21,800
BRIGHAM EXPLORATION CO COM 109178103 899 35,600 SHS 0 SOLE NONE 35,600
BRISTOL MYERS SQUIBB CO COM 110122108 9,254 294,900 SHS 0 SOLE NONE 294,900
BROADCOM CORP CL A 111320107 1,941 58,300 SHS 0 SOLE NONE 58,300
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,001 49,700 SHS 0 SOLE NONE 49,700
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 92,510 3,800,740 SHS 0 SOLE NONE 3,800,740
BROOKFIELD OFFICE PPTYS INC COM 112900105 26,893 1,953,032 SHS 0 SOLE NONE 1,953,032
BUNGE LIMITED COM G16962105 36,804 631,397 SHS 0 SOLE NONE 631,397
CALPINE CORP COM NEW 131347304 33,587 2,385,424 SHS 0 SOLE NONE 2,385,424
CAMDEN PPTY TR SH BEN INT 133131102 4,139 74,900 SHS 0 SOLE NONE 74,900
CAMERON INTERNATIONAL CORP COM 13342B105 11,451 275,650 SHS 0 SOLE NONE 275,650
CARRIZO OIL & CO INC COM 144577103 4,545 210,900 SHS 0 SOLE NONE 210,900
CBOE HLDGS INC COM 12503M108 551 22,500 SHS 0 SOLE NONE 22,500
CBS CORP NEW CL B 124857202 4,618 226,600 SHS 0 SOLE NONE 226,600
CELGENE CORP COM 151020104 4,260 68,800 SHS 0 SOLE NONE 68,800
CENTURYLINK INC COM 156700106 8,283 250,100 SHS 0 SOLE NONE 250,100
CF INDS HLDGS INC COM 125269100 14,529 117,750 SHS 0 SOLE NONE 117,750
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 5,836 124,600 SHS 0 SOLE NONE 124,600
CHECK POINT SOFTWARE TECH LT ORD M22465104 14,208 269,300 SHS 0 SOLE NONE 269,300
CHEVRON CORP NEW COM 166764100 71,358 771,269 SHS 0 SOLE NONE 771,269
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 8,346 291,500 SHS 0 SOLE NONE 291,500
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 58,452 1,200,000 SHS 0 SOLE NONE 1,200,000
CISCO SYS INC COM 17275R102 450,477 29,081,799 SHS 0 SOLE NONE 29,081,799
CIT GROUP INC COM NEW 125581801 60 1,983 SHS 0 SOLE NONE 1,983
CITIGROUP INC COM NEW 172967424 44,394 1,732,773 SHS 0 SOLE NONE 1,732,773
CITRIX SYS INC COM 177376100 5,431 99,600 SHS 0 SOLE NONE 99,600
CLIFFS NATURAL RESOURCES INC COM 18683K101 13,752 268,750 SHS 0 SOLE NONE 268,750
CNOOC LTD SPONSORED ADR 126132109 5,948 37,105 SHS 0 SOLE NONE 37,105
COCA COLA CO COM 191216100 2,557 37,850 SHS 0 SOLE NONE 37,850
COCA COLA ENTERPRISES INC NE COM 19122T109 7,820 314,300 SHS 0 SOLE NONE 314,300
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 10,327 116,390 SHS 0 SOLE NONE 116,390
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,254 115,687 SHS 0 SOLE NONE 115,687
COLGATE PALMOLIVE CO COM 194162103 13,807 155,700 SHS 0 SOLE NONE 155,700
CONOCOPHILLIPS COM 20825C104 152 2,400 SHS 0 SOLE NONE 2,400
CONSOL ENERGY INC COM 20854P109 960 28,300 SHS 0 SOLE NONE 28,300
CONTINENTAL RESOURCES INC COM 212015101 10,542 217,950 SHS 0 SOLE NONE 217,950
CORN PRODS INTL INC COM 219023108 6,235 158,900 SHS 0 SOLE NONE 158,900
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 4,472 197,100 SHS 0 SOLE NONE 197,100
CUBIST PHARMACEUTICALS INC COM 229678107 996 28,200 SHS 0 SOLE NONE 28,200
CUMMINS INC COM 231021106 4,181 51,200 SHS 0 SOLE NONE 51,200
CVS CAREMARK CORPORATION COM 126650100 67,320 2,004,768 SHS 0 SOLE NONE 2,004,768
CYPRESS SHARPRIDGE INVTS INC COM 23281A307 45 3,700 SHS 0 SOLE NONE 3,700
DELL INC COM 24702R101 4,637 327,700 SHS 0 SOLE NONE 327,700
DEVON ENERGY CORP NEW COM 25179M103 13,680 246,750 SHS 0 SOLE NONE 246,750
DFC GLOBAL CORP COM 23324T107 4,925 225,400 SHS 0 SOLE NONE 225,400
DICKS SPORTING GOODS INC COM 253393102 54 1,600 SHS 0 SOLE NONE 1,600
DIGITAL RLTY TR INC COM 253868103 433 7,850 SHS 0 SOLE NONE 7,850
DISCOVER FINL SVCS COM 254709108 322,169 14,044,000 SHS 0 SOLE NONE 14,044,000
DISNEY WALT CO COM DISNEY 254687106 19,488 646,144 SHS 0 SOLE NONE 646,144
DOLLAR TREE INC COM 256746108 11,007 146,550 SHS 0 SOLE NONE 146,550
DOMTAR CORP COM NEW 257559203 3,920 57,500 SHS 0 SOLE NONE 57,500
DYNAVAX TECHNOLOGIES CORP COM 268158102 1,485 798,400 SHS 0 SOLE NONE 798,400
E M C CORP MASS COM 268648102 72,299 3,444,455 SHS 0 SOLE NONE 3,444,455
EATON CORP COM 278058102 7,558 212,900 SHS 0 SOLE NONE 212,900
EDISON INTL COM 281020107 5,699 149,000 SHS 0 SOLE NONE 149,000
ENDEAVOUR SILVER CORP COM 29258Y103 738 82,200 SHS 0 SOLE NONE 82,200
ENSCO PLC SPONSORED ADR 29358Q109 11,958 295,773 SHS 0 SOLE NONE 295,773
ENTERGY CORP NEW COM 29364G103 99 1,500 SHS 0 SOLE NONE 1,500
EQUIFAX INC COM 294429105 1,598 52,000 SHS 0 SOLE NONE 52,000
ERICSSON L M TEL CO ADR B SEK 10 294821608 5,745 601,617 SHS 0 SOLE NONE 601,617
ETFS PALLADIUM TR SH BEN INT 26923A106 960 16,000 SHS 0 SOLE NONE 16,000
ETFS PLATINUM TR SH BEN INT 26922V101 1,353 9,000 SHS 0 SOLE NONE 9,000
EXXON MOBIL CORP COM 30231G102 9,922 136,617 SHS 0 SOLE NONE 136,617
F5 NETWORKS INC COM 315616102 632 8,900 SHS 0 SOLE NONE 8,900
FEDEX CORP COM 31428X106 2,985 44,100 SHS 0 SOLE NONE 44,100
FINISAR CORP COM NEW 31787A507 721 41,100 SHS 0 SOLE NONE 41,100
FIRST REP BK SAN FRAN CALI N COM 33616C100 6,973 301,100 SHS 0 SOLE NONE 301,100
FIRSTENERGY CORP COM 337932107 5,115 113,900 SHS 0 SOLE NONE 113,900
FOOT LOCKER INC COM 344849104 577 28,700 SHS 0 SOLE NONE 28,700
FORD MTR CO DEL COM PAR $0.01 345370860 551 57,000 SHS 0 SOLE NONE 57,000
FOREST OIL CORP COM PAR $0.01 346091705 780 54,150 SHS 0 SOLE NONE 54,150
FORMFACTOR INC COM 346375108 4,995 801,783 SHS 0 SOLE NONE 801,783
FRANKLIN RES INC COM 354613101 4,734 49,500 SHS 0 SOLE NONE 49,500
FREEPORT-MCMORAN COPPER & GO COM 35671D857 46,195 1,517,067 SHS 0 SOLE NONE 1,517,067
FRESH MKT INC COM 35804H106 885 23,200 SHS 0 SOLE NONE 23,200
GAMESTOP CORP NEW CL A 36467W109 917 39,700 SHS 0 SOLE NONE 39,700
GENERAL ELECTRIC CO COM 369604103 313,515 20,571,850 SHS 0 SOLE NONE 20,571,850
GEOGLOBAL RESOURCES INC COM 37249T109 451 1,880,493 SHS 0 SOLE NONE 1,880,493
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 18,587 15,050,000 SHS 0 SOLE NONE 15,050,000
GOLDMAN SACHS GROUP INC COM 38141G104 109 1,150 SHS 0 SOLE NONE 1,150
GOOGLE INC CL A 38259P508 6,502 12,641 SHS 0 SOLE NONE 12,641
GRAINGER W W INC COM 384802104 58,110 388,595 SHS 0 SOLE NONE 388,595
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 4,931 268,150 SHS 0 SOLE NONE 268,150
HALLIBURTON CO COM 406216101 17 550 SHS 0 SOLE NONE 550
HANSEN NAT CORP COM 411310105 2,549 29,200 SHS 0 SOLE NONE 29,200
HARLEY DAVIDSON INC COM 412822108 4,487 130,700 SHS 0 SOLE NONE 130,700
HCA HOLDINGS INC COM 40412C101 198 9,800 SHS 0 SOLE NONE 9,800
HEINZ H J CO COM 423074103 116 2,300 SHS 0 SOLE NONE 2,300
HELMERICH & PAYNE INC COM 423452101 5,694 140,250 SHS 0 SOLE NONE 140,250
HERCULES OFFSHORE INC COM 427093109 188 64,400 SHS 0 SOLE NONE 64,400
HERSHEY CO COM 427866108 6,706 113,200 SHS 0 SOLE NONE 113,200
HESS CORP COM 42809H107 15,190 289,550 SHS 0 SOLE NONE 289,550
HEXCEL CORP NEW COM 428291108 417 18,800 SHS 0 SOLE NONE 18,800
HOLLYFRONTIER CORP COM 436106108 3,881 148,000 SHS 0 SOLE NONE 148,000
HONEYWELL INTL INC COM 438516106 6,011 136,900 SHS 0 SOLE NONE 136,900
HORNBECK OFFSHORE SVCS INC N COM 440543106 214 8,600 SHS 0 SOLE NONE 8,600
HUMAN GENOME SCIENCES INC COM 444903108 959 75,600 SHS 0 SOLE NONE 75,600
HUMANA INC COM 444859102 10,168 139,800 SHS 0 SOLE NONE 139,800
IAC INTERACTIVECORP COM PAR $.001 44919P508 6,265 158,400 SHS 0 SOLE NONE 158,400
INGERSOLL-RAND PLC SHS G47791101 59,558 2,120,250 SHS 0 SOLE NONE 2,120,250
INTEL CORP COM 458140100 365,776 17,148,421 SHS 0 SOLE NONE 17,148,421
INTERCONTINENTALEXCHANGE INC COM 45865V100 6,410 54,200 SHS 0 SOLE NONE 54,200
INTERNATIONAL BUSINESS MACHS COM 459200101 13,348 76,260 SHS 0 SOLE NONE 76,260
INVESCO MORTGAGE CAPITAL INC COM 46131B100 71 5,000 SHS 0 SOLE NONE 5,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 41,351 2,664,389 SHS 0 SOLE NONE 2,664,389
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,024 102,700 SHS 0 SOLE NONE 102,700
JOHNSON CTLS INC COM 478366107 1,593 60,400 SHS 0 SOLE NONE 60,400
JPMORGAN CHASE & CO COM 46625H100 408,385 13,558,595 SHS 0 SOLE NONE 13,558,595
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 102,069 10,963,388 SHS 0 SOLE NONE 10,963,388
KANSAS CITY SOUTHERN COM NEW 485170302 7,721 154,550 SHS 0 SOLE NONE 154,550
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,764 84,356 SHS 0 SOLE NONE 84,356
KELLOGG CO COM 487836108 7,638 143,600 SHS 0 SOLE NONE 143,600
KLA-TENCOR CORP COM 482480100 18,166 474,549 SHS 0 SOLE NONE 474,549
KOHLS CORP COM 500255104 59 1,200 SHS 0 SOLE NONE 1,200
LAS VEGAS SANDS CORP COM 517834107 6,188 161,400 SHS 0 SOLE NONE 161,400
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 19,651 1,023,480 SHS 0 SOLE NONE 1,023,480
LAZARD LTD SHS A G54050102 15,715 744,800 SHS 0 SOLE NONE 744,800
LILLY ELI & CO COM 532457108 247,737 6,701,023 SHS 0 SOLE NONE 6,701,023
LIMITED BRANDS INC COM 532716107 7,679 199,400 SHS 0 SOLE NONE 199,400
LOWES COS INC COM 548661107 51 2,650 SHS 0 SOLE NONE 2,650
MARATHON OIL CORP COM 565849106 4,329 200,600 SHS 0 SOLE NONE 200,600
MARTIN MARIETTA MATLS INC COM 573284106 154,889 2,450,000 SHS 0 SOLE NONE 2,450,000
MASTERCARD INC CL A 57636Q104 34,377 108,390 SHS 0 SOLE NONE 108,390
MCCORMICK & CO INC COM NON VTG 579780206 6,135 132,900 SHS 0 SOLE NONE 132,900
MCDONALDS CORP COM 580135101 8,123 92,500 SHS 0 SOLE NONE 92,500
MEAD JOHNSON NUTRITION CO COM 582839106 7,551 109,700 SHS 0 SOLE NONE 109,700
MEADWESTVACO CORP COM 583334107 5,177 210,800 SHS 0 SOLE NONE 210,800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 10,559 289,453 SHS 0 SOLE NONE 289,453
MERCK & CO INC NEW COM 58933Y105 41,459 1,267,485 SHS 0 SOLE NONE 1,267,485
METLIFE INC COM 59156R108 3,739 133,500 SHS 0 SOLE NONE 133,500
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 13,621 15,500,000 SHS 0 SOLE NONE 15,500,000
MICROSOFT CORP COM 594918104 351,366 14,116,750 SHS 0 SOLE NONE 14,116,750
MILLER INDS INC TENN COM NEW 600551204 2,477 142,764 SHS 0 SOLE NONE 142,764
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,806 309,450 SHS 0 SOLE NONE 309,450
MOTOROLA MOBILITY HLDGS INC COM 620097105 1,526 40,400 SHS 0 SOLE NONE 40,400
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,743 41,600 SHS 0 SOLE NONE 41,600
NASDAQ OMX GROUP INC COM 631103108 4,744 205,000 SHS 0 SOLE NONE 205,000
NATIONAL OILWELL VARCO INC COM 637071101 76,743 1,498,303 SHS 0 SOLE NONE 1,498,303
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 353 13,900 SHS 0 SOLE NONE 13,900
NEOPHOTONICS CORP COM 64051T100 743 108,000 SHS 0 SOLE NONE 108,000
NETAPP INC COM 64110D104 12,556 369,950 SHS 0 SOLE NONE 369,950
NETLOGIC MICROSYSTEMS INC COM 64118B100 1,246 25,900 SHS 0 SOLE NONE 25,900
NEUSTAR INC CL A 64126X201 327 13,000 SHS 0 SOLE NONE 13,000
NEW YORK CMNTY BANCORP INC COM 649445103 2,154 181,000 SHS 0 SOLE NONE 181,000
NEWCASTLE INVT CORP COM 65105M108 23,326 SHS 0 SOLE NONE 23,326
NEWFIELD EXPL CO COM 651290108 1,010 25,450 SHS 0 SOLE NONE 25,450
NEWMONT MINING CORP COM 651639106 874 13,900 SHS 0 SOLE NONE 13,900
NEWS CORP CL A 65248E104 4,172 269,700 SHS 0 SOLE NONE 269,700
NIKE INC CL B 654106103 3,820 44,669 SHS 0 SOLE NONE 44,669
NOBLE ENERGY INC COM 655044105 9,423 133,100 SHS 0 SOLE NONE 133,100
NORFOLK SOUTHERN CORP COM 655844108 48,016 786,894 SHS 0 SOLE NONE 786,894
NUANCE COMMUNICATIONS INC COM 67020Y100 1,869 91,800 SHS 0 SOLE NONE 91,800
OCCIDENTAL PETE CORP DEL COM 674599105 266,893 3,732,768 SHS 0 SOLE NONE 3,732,768
ORACLE CORP COM 68389X105 20,054 697,773 SHS 0 SOLE NONE 697,773
OTELCO INC UNIT 99/99/9999 688823202 20,586 1,281,807 SHS 0 SOLE NONE 1,281,807
OWENS ILL INC COM NEW 690768403 1,890 125,000 SHS 0 SOLE NONE 125,000
PATTERSON UTI ENERGY INC COM 703481101 74,704 4,308,200 SHS 0 SOLE NONE 4,308,200
PENN NATL GAMING INC COM 707569109 593 17,800 SHS 0 SOLE NONE 17,800
PEPSICO INC COM 713448108 62,732 1,013,447 SHS 0 SOLE NONE 1,013,447
PERRIGO CO COM 714290103 4,244 43,700 SHS 0 SOLE NONE 43,700
PETROCHINA CO LTD SPONSORED ADR 71646E100 5,121 42,505 SHS 0 SOLE NONE 42,505
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10,652 474,473 SHS 0 SOLE NONE 474,473
PETSMART INC COM 716768106 196,190 4,600,000 SHS 0 SOLE NONE 4,600,000
PFIZER INC COM 717081103 1,768 100,000 SHS 0 SOLE NONE 100,000
PG&E CORP COM 69331C108 9,843 232,650 SHS 0 SOLE NONE 232,650
PHARMASSET INC COM 71715N106 6,178 75,000 SHS 0 SOLE NONE 75,000
PHILIP MORRIS INTL INC COM 718172109 8,540 136,900 SHS 0 SOLE NONE 136,900
PIONEER NAT RES CO COM 723787107 658 10,000 SHS 0 SOLE NONE 10,000
PLAINS EXPL& PRODTN CO COM 726505100 636 28,000 SHS 0 SOLE NONE 28,000
PLANTRONICS INC NEW COM 727493108 910 32,000 SHS 0 SOLE NONE 32,000
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 12,148 1,358,800 SHS 0 SOLE NONE 1,358,800
POLYCOM INC COM 73172K104 1,082 58,900 SHS 0 SOLE NONE 58,900
POLYPORE INTL INC COM 73179V103 4,702 83,185 SHS 0 SOLE NONE 83,185
POPULAR INC COM 733174106 4,093 2,728,750 SHS 0 SOLE NONE 2,728,750
PPL CORP COM 69351T106 20,233 708,950 SHS 0 SOLE NONE 708,950
PRAXAIR INC COM 74005P104 14,478 154,883 SHS 0 SOLE NONE 154,883
PRECISION CASTPARTS CORP COM 740189105 513 3,300 SHS 0 SOLE NONE 3,300
PRICELINE COM INC COM NEW 741503403 3,236 7,200 SHS 0 SOLE NONE 7,200
PRICESMART INC COM 741511109 679 10,900 SHS 0 SOLE NONE 10,900
PROCTER & GAMBLE CO COM 742718109 61,448 972,593 SHS 0 SOLE NONE 972,593
PROLOGIS INC COM 74340W103 259 10,664 SHS 0 SOLE NONE 10,664
QUALCOMM INC COM 747525103 28,052 576,854 SHS 0 SOLE NONE 576,854
QUANTA SVCS INC COM 74762E102 43,254 2,301,950 SHS 0 SOLE NONE 2,301,950
QUESTAR CORP COM 748356102 1,269 71,650 SHS 0 SOLE NONE 71,650
RACKSPACE HOSTING INC COM 750086100 799 23,400 SHS 0 SOLE NONE 23,400
RANDGOLD RES LTD ADR 752344309 21,830 225,700 SHS 0 SOLE NONE 225,700
RANGE RES CORP COM 75281A109 8,079 138,200 SHS 0 SOLE NONE 138,200
RESEARCH IN MOTION LTD COM 760975102 36,646 1,805,219 SHS 0 SOLE NONE 1,805,219
RF MICRODEVICES INC COM 749941100 581 91,700 SHS 0 SOLE NONE 91,700
SALESFORCE COM INC COM 79466L302 1,543 13,500 SHS 0 SOLE NONE 13,500
SANDISK CORP COM 80004C101 7,235 179,300 SHS 0 SOLE NONE 179,300
SAP AG SPON ADR 803054204 243 4,800 SHS 0 SOLE NONE 4,800
SARA LEE CORP COM 803111103 4,810 294,200 SHS 0 SOLE NONE 294,200
SBA COMMUNICATIONS CORP COM 78388J106 1,341 38,900 SHS 0 SOLE NONE 38,900
SCHLUMBERGER LTD COM 806857108 48,924 819,091 SHS 0 SOLE NONE 819,091
SEAGATE TECHNOLOGY PLC SHS G7945M107 43,731 4,253,968 SHS 0 SOLE NONE 4,253,968
SEMPRA ENERGY COM 816851109 45,788 889,091 SHS 0 SOLE NONE 889,091
SERVICESOURCE INTL LLC COM 81763U100 5,145 389,500 SHS 0 SOLE NONE 389,500
SIGNATURE BK NEW YORK N Y COM 82669G104 7,107 148,900 SHS 0 SOLE NONE 148,900
SILGAN HOLDINGS INC COM 827048109 4,732 128,800 SHS 0 SOLE NONE 128,800
SIRONA DENTAL SYSTEMS INC COM 82966C103 6,692 157,800 SHS 0 SOLE NONE 157,800
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 5,603 1,333,929 SHS 0 SOLE NONE 1,333,929
SOUTHWESTERN ENERGY CO COM 845467109 14,884 446,560 SHS 0 SOLE NONE 446,560
SPDR GOLD TRUST GOLD SHS 78463V107 522,513 3,305,370 SHS 0 SOLE NONE 3,305,370
SPECTRA ENERGY CORP COM 847560109 45,841 1,868,755 SHS 0 SOLE NONE 1,868,755
STAPLES INC COM 855030102 58 4,350 SHS 0 SOLE NONE 4,350
STARBUCKS CORP COM 855244109 9,192 246,500 SHS 0 SOLE NONE 246,500
STARWOOD PPTY TR INC COM 85571B105 40,259 2,346,118 SHS 0 SOLE NONE 2,346,118
STMICROELECTRONICS N V NY REGISTRY 861012102 608 93,500 SHS 0 SOLE NONE 93,500
SVB FINL GROUP COM 78486Q101 1,728 46,700 SHS 0 SOLE NONE 46,700
SXC HEALTH SOLUTIONS CORP COM 78505P100 8,294 148,900 SHS 0 SOLE NONE 148,900
SYMANTEC CORP COM 871503108 29,863 1,832,107 SHS 0 SOLE NONE 1,832,107
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 355,876 31,135,272 SHS 0 SOLE NONE 31,135,272
TD AMERITRADE HLDG CORP COM 87236Y108 33,791 2,297,907 SHS 0 SOLE NONE 2,297,907
TEMPUR PEDIC INTL INC COM 88023U101 4,972 94,500 SHS 0 SOLE NONE 94,500
TERADATA CORP DEL COM 88076W103 7,815 146,000 SHS 0 SOLE NONE 146,000
TESORO CORP COM 881609101 3,320 170,500 SHS 0 SOLE NONE 170,500
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,358 117,100 SHS 0 SOLE NONE 117,100
THERMO FISHER SCIENTIFIC INC COM 883556102 5,272 104,100 SHS 0 SOLE NONE 104,100
TIBCO SOFTWARE INC COM 88632Q103 6,435 287,400 SHS 0 SOLE NONE 287,400
TIFFANY & CO NEW COM 886547108 24,849 408,572 SHS 0 SOLE NONE 408,572
TJX COS INC NEW COM 872540109 4,042 72,870 SHS 0 SOLE NONE 72,870
TOTAL SYS SVCS INC COM 891906109 4,656 275,000 SHS 0 SOLE NONE 275,000
TRIUMPH GROUP INC NEW COM 896818101 12,744 261,464 SHS 0 SOLE NONE 261,464
TUPPERWARE BRANDS CORP COM 899896104 6,497 120,900 SHS 0 SOLE NONE 120,900
TYCO INTERNATIONAL LTD SHS H89128104 5,530 135,700 SHS 0 SOLE NONE 135,700
ULTA SALON COSMETCS & FRAG I COM 90384S303 367 5,900 SHS 0 SOLE NONE 5,900
ULTRA PETROLEUM CORP COM 903914109 23,673 854,000 SHS 0 SOLE NONE 854,000
UNION PAC CORP COM 907818108 12,112 148,300 SHS 0 SOLE NONE 148,300
UNITED RENTALS INC COM 911363109 834 49,500 SHS 0 SOLE NONE 49,500
UNITED TECHNOLOGIES CORP COM 913017109 18,161 258,114 SHS 0 SOLE NONE 258,114
UNITEDHEALTH GROUP INC COM 91324P102 10,248 222,200 SHS 0 SOLE NONE 222,200
VALE S A ADR 91912E105 10,358 454,307 SHS 0 SOLE NONE 454,307
VERIFONE SYS INC COM 92342Y109 8,636 246,600 SHS 0 SOLE NONE 246,600
WALTER ENERGY INC COM 93317Q105 5 SHS 0 SOLE NONE 5
WASHINGTON POST CO CL B 939640108 3,727 11,400 SHS 0 SOLE NONE 11,400
WATSON PHARMACEUTICALS INC COM 942683103 14,360 210,400 SHS 0 SOLE NONE 210,400
WELLS FARGO & CO NEW COM 949746101 129,535 5,370,431 SHS 0 SOLE NONE 5,370,431
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 7,540 977,900 SHS 0 SOLE NONE 977,900
WERNER ENTERPRISES INC COM 950755108 379 18,200 SHS 0 SOLE NONE 18,200
WESCO INTL INC COM 95082P105 5,999 178,800 SHS 0 SOLE NONE 178,800
WGL HLDGS INC COM 92924F106 4,610 118,000 SHS 0 SOLE NONE 118,000
WHITING PETE CORP NEW COM 966387102 6,255 178,300 SHS 0 SOLE NONE 178,300
WHOLE FOODS MKT INC COM 966837106 418 6,400 SHS 0 SOLE NONE 6,400
WYNDHAM WORLDWIDE CORP COM 98310W108 8,408 294,900 SHS 0 SOLE NONE 294,900
XCEL ENERGY INC COM 98389B100 23,127 936,700 SHS 0 SOLE NONE 936,700
YAHOO INC COM 984332106 10,180 773,550 SHS 0 SOLE NONE 773,550
YUM BRANDS INC COM 988498101 20 400 SHS 0 SOLE NONE 400