0001163648-12-000014.txt : 20121102
0001163648-12-000014.hdr.sgml : 20121102
20121102103555
ACCESSION NUMBER: 0001163648-12-000014
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121102
DATE AS OF CHANGE: 20121102
EFFECTIVENESS DATE: 20121102
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: 121175458
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
ciqq32012.txt
CI QIII 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: September 30, 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 November 2, 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: 311
Form 13F Information Table Value Total: $ 10,062,825
(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
9/30/2012
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 446,504 6,512,600 SH 0 SOLE NONE 6,512,600
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,406 177,150 SH 0 SOLE NONE 177,150
AGNICO EAGLE MINES LTD COM 008474108 7,829 150,900 SH 0 SOLE NONE 150,900
AIR LEASE CORP CL A 00912X302 144 7,050 SH 0 SOLE NONE 7,050
AIR METHODS CORP COM PAR $.06 009128307 979 8,200 SH 0 SOLE NONE 8,200
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,456 17,300 SH 0 SOLE NONE 17,300
ALLOT COMMUNICATIONS LTD SHS M0854Q105 263 9,900 SH 0 SOLE NONE 9,900
ALLSTATE CORP COM 020002101 7,605 192,000 SH 0 SOLE NONE 192,000
ALPS ETF TR ALERIAN MLP 00162Q866 12,691 765,900 SH 0 SOLE NONE 765,900
AMERICAN EXPRESS CO COM 025816109 9,541 167,800 SH 0 SOLE NONE 167,800
AMERICAN INTL GROUP INC COM NEW 026874784 10,545 321,600 SH 0 SOLE NONE 321,600
AMERICAN TOWER CORP NEW COM 03027X100 16,177 226,600 SH 0 SOLE NONE 226,600
AMPCO-PITTSBURGH CORP COM 32037103 2,507 135,900 SH 0 SOLE NONE 135,900
ANADARKO PETE CORP COM 032511107 13,100 187,350 SH 0 SOLE NONE 187,350
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 193,744 2,255,200 SH 0 SOLE NONE 2,255,200
AOL INC COM 00184X105 606 17,200 SH 0 SOLE NONE 17,200
APACHE CORP COM 037411105 4,341 50,200 SH 0 SOLE NONE 50,200
APPLE INC COM 037833100 201,368 301,784 SH 0 SOLE NONE 301,784
APPROACH RESOURCES INC COM 03834A103 1,079 35,800 SH 0 SOLE NONE 35,800
ARES CAP CORP COM 04010L103 7,591 442,900 SH 0 SOLE NONE 442,900
ARIAD PHARMACEUTICALS INC COM 04033A100 477 19,700 SH 0 SOLE NONE 19,700
ARUBA NETWORKS INC COM 043176106 3,348 148,900 SH 0 SOLE NONE 148,900
ASCENA RETAIL GROUP INC COM 04351G101 929 43,300 SH 0 SOLE NONE 43,300
ASHLAND INC NEW COM 044209104 40,985 572,410 SH 0 SOLE NONE 572,410
AT&T INC COM 00206R102 62,109 1,647,450 SH 0 SOLE NONE 1,647,450
ATWOOD OCEANICS INC COM 50095108 8,554 188,200 SH 0 SOLE NONE 188,200
AVAGO TECHNOLOGIES LTD SHS Y0486S104 847 24,300 SH 0 SOLE NONE 24,300
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,723 107,226 SH 0 SOLE NONE 107,226
BANCO DE CHILE SPONSORED ADR 059520106 5,213 62,509 SH 0 SOLE NONE 62,509
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,519 61,700 SH 0 SOLE NONE 61,700
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,272 88,300 SH 0 SOLE NONE 88,300
BANK OF AMERICA CORPORATION COM 060505104 27,173 3,077,344 SH 0 SOLE NONE 3,077,344
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 37,276 10,559,694 SH 0 SOLE NONE 10,559,694
BANK OF NEW YORK MELLON CORP COM 064058100 438,489 19,385,000 SH 0 SOLE NONE 19,385,000
BAXTER INTL INC COM 071813109 49,782 826,125 SH 0 SOLE NONE 826,125
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,302 26,100 SH 0 SOLE NONE 26,100
BIOGEN IDEC INC COM 09062X103 2,537 17,000 SH 0 SOLE NONE 17,000
BLACKROCK INC COM 09247X101 3,281 18,400 SH 0 SOLE NONE 18,400
BORGWARNER INC COM 099724106 16,320 236,150 SH 0 SOLE NONE 236,150
BOTTOMLINE TECH DEL INC COM 101388106 1,272 51,500 SH 0 SOLE NONE 51,500
BROADCOM CORP CL A 111320107 1,795 51,900 SH 0 SOLE NONE 51,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 919 155,300 SH 0 SOLE NONE 155,300
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 94,227 2,650,550 SH 0 SOLE NONE 2,650,550
BROOKFIELD OFFICE PPTYS INC COM 112900105 65,661 3,965,022 SH 0 SOLE NONE 3,965,022
BUNGE LIMITED COM G16962105 6,819 101,700 SH 0 SOLE NONE 101,700
CADENCE DESIGN SYSTEM INC COM 127387108 4,185 325,300 SH 0 SOLE NONE 325,300
CALPINE CORP COM NEW 131347304 34,205 1,977,174 SH 0 SOLE NONE 1,977,174
CAMERON INTERNATIONAL CORP COM 13342B105 7,914 141,150 SH 0 SOLE NONE 141,150
CAPITAL ONE FINL CORP COM 14040H105 157 2,750 SH 0 SOLE NONE 2,750
CARRIZO OIL & CO INC COM 144577103 870 34,800 SH 0 SOLE NONE 34,800
CF INDS HLDGS INC COM 125269100 3,623 16,300 SH 0 SOLE NONE 16,300
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 4,428 58,985 SH 0 SOLE NONE 58,985
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,609 33,400 SH 0 SOLE NONE 33,400
CHEVRON CORP NEW COM 166764100 18,017 154,569 SH 0 SOLE NONE 154,569
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 66,432 1,200,000 SH 0 SOLE NONE 1,200,000
CIENA CORP COM NEW 171779309 1,429 105,100 SH 0 SOLE NONE 105,100
CIGNA CORPORATION COM 125509109 5,500 116,600 SH 0 SOLE NONE 116,600
CISCO SYS INC COM 17275R102 417,179 21,853,249 SH 0 SOLE NONE 21,853,249
CIT GROUP INC COM NEW 125581801 78 1,983 SH 0 SOLE NONE 1,983
CITIGROUP INC COM NEW 172967424 93,416 2,855,023 SH 0 SOLE NONE 2,855,023
CITRIX SYS INC COM 177376100 2,642 34,500 SH 0 SOLE NONE 34,500
CMS ENERGY CORP COM 125896100 33,953 1,441,750 SH 0 SOLE NONE 1,441,750
CNOOC LTD SPONSORED ADR 126132109 3,397 16,755 SH 0 SOLE NONE 16,755
COACH INC COM 189754104 140 2,500 SH 0 SOLE NONE 2,500
COCA COLA CO COM 191216100 10,611 279,750 SH 0 SOLE NONE 279,750
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 12,363 95,840 SH 0 SOLE NONE 95,840
COGENT COMM GROUP INC COM NEW 19239V302 989 43,000 SH 0 SOLE NONE 43,000
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,552 22,200 SH 0 SOLE NONE 22,200
COLGATE PALMOLIVE CO COM 194162103 12,293 114,650 SH 0 SOLE NONE 114,650
COMCAST CORP NEW CL A 20030N101 84,153 2,352,600 SH 0 SOLE NONE 2,352,600
CONAGRA FOODS INC COM 205887102 1,437 52,100 SH 0 SOLE NONE 52,100
CONTINENTAL RESOURCES INC COM 212015101 12,523 162,850 SH 0 SOLE NONE 162,850
COOPER COS INC COM NEW 216648402 1,530 16,200 SH 0 SOLE NONE 16,200
CORELOGIC INC COM 21871D103 5,863 221,000 SH 0 SOLE NONE 221,000
CORNING INC COM 219350105 8,198 623,400 SH 0 SOLE NONE 623,400
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 9,142 273,300 SH 0 SOLE NONE 273,300
CREDICORP LTD COM G2519Y108 13,017 103,900 SH 0 SOLE NONE 103,900
CUBIST PHARMACEUTICALS INC COM 229678107 529 11,100 SH 0 SOLE NONE 11,100
CVS CAREMARK CORPORATION COM 126650100 98,942 2,043,418 SH 0 SOLE NONE 2,043,418
DANAHER CORP DEL COM 235851102 32,409 587,650 SH 0 SOLE NONE 587,650
DEERE & CO COM 244199105 124 1,500 SH 0 SOLE NONE 1,500
DELL INC COM 24702R101 3,670 372,200 SH 0 SOLE NONE 372,200
DELPHI AUTOMOTIVE PLC SHS G27823106 18,268 589,300 SH 0 SOLE NONE 589,300
DEVON ENERGY CORP NEW COM 25179M103 11,988 198,150 SH 0 SOLE NONE 198,150
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,343 66,000 SH 0 SOLE NONE 66,000
DICKS SPORTING GOODS INC COM 253393102 192 3,700 SH 0 SOLE NONE 3,700
DILLARDS INC CL A 254067101 4,231 58,500 SH 0 SOLE NONE 58,500
DISCOVER FINL SVCS COM 254709108 573,860 14,444,000 SH 0 SOLE NONE 14,444,000
DISNEY WALT CO COM DISNEY 254687106 11,444 218,900 SH 0 SOLE NONE 218,900
DOLLAR GEN CORP NEW COM 256677105 170 3,300 SH 0 SOLE NONE 3,300
DOW CHEM CO COM 260543103 16,808 580,400 SH 0 SOLE NONE 580,400
DUKE REALTY CORP COM NEW 264411505 12,204 830,200 SH 0 SOLE NONE 830,200
DYNAVAX TECHNOLOGIES CORP COM 268158102 4,407 925,900 SH 0 SOLE NONE 925,900
E M C CORP MASS COM 268648102 107,493 3,941,805 SH 0 SOLE NONE 3,941,805
EASTMAN CHEM CO COM 277432100 11,681 204,900 SH 0 SOLE NONE 204,900
EBAY INC COM 278642103 15,600 322,250 SH 0 SOLE NONE 322,250
EDISON INTL COM 281020107 29,216 639,450 SH 0 SOLE NONE 639,450
EDWARDS GROUP LTD SPONSORED ADR 281736108 4,922 744,600 SH 0 SOLE NONE 744,600
ELLIE MAE INC COM 28849P100 357 13,100 SH 0 SOLE NONE 13,100
ENCANA CORP COM 292505104 4,682 213,600 SH 0 SOLE NONE 213,600
ENDO HEALTH SOLUTIONS INC COM 29264F205 7,803 246,000 SH 0 SOLE NONE 246,000
ENSCO PLC SHS CLASS A G3157S106 23,248 426,100 SH 0 SOLE NONE 426,100
ENSIGN GROUP INC COM 29358P101 190 6,200 SH 0 SOLE NONE 6,200
EOG RES INC COM 26875P101 54,804 489,100 SH 0 SOLE NONE 489,100
EQUIFAX INC COM 294429105 8,967 192,500 SH 0 SOLE NONE 192,500
ETFS PALLADIUM TR SH BEN INT 26923A106 2,545 40,500 SH 0 SOLE NONE 40,500
ETFS PLATINUM TR SH BEN INT 26922V101 2,287 14,000 SH 0 SOLE NONE 14,000
EVEREST RE GROUP LTD COM G3223R108 7,915 74,000 SH 0 SOLE NONE 74,000
EXPRESS SCRIPTS HLDG CO COM 30219G108 13,568 216,500 SH 0 SOLE NONE 216,500
EXXON MOBIL CORP COM 30231G102 8,255 90,267 SH 0 SOLE NONE 90,267
F M C CORP COM NEW 302491303 4,070 73,500 SH 0 SOLE NONE 73,500
FIFTH THIRD BANCORP COM 316773100 6,707 432,400 SH 0 SOLE NONE 432,400
FINISAR CORP COM NEW 31787A507 1,284 89,800 SH 0 SOLE NONE 89,800
FIRST AMERN FINL CORP COM 31847R102 5,864 270,600 SH 0 SOLE NONE 270,600
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,056 262,800 SH 0 SOLE NONE 262,800
FOOT LOCKER INC COM 344849104 5,016 141,300 SH 0 SOLE NONE 141,300
FORD MTR CO DEL COM PAR $0.01 345370860 19,652 1,993,100 SH 0 SOLE NONE 1,993,100
FREEPORT-MCMORAN COPPER & GO COM 35671D857 144,571 3,652,617 SH 0 SOLE NONE 3,652,617
FRESH MKT INC COM 35804H106 1,488 24,800 SH 0 SOLE NONE 24,800
FRONTIER COMMUNICATIONS CORP COM 35906A108 59,938 12,232,300 SH 0 SOLE NONE 12,232,300
FUSION-IO INC COM 36112J107 2,155 71,200 SH 0 SOLE NONE 71,200
GENERAL ELECTRIC CO COM 369604103 14,655 645,300 SH 0 SOLE NONE 645,300
GEOGLOBAL RESOURCES INC COM 37249T109 162 1,200,000 SH 0 SOLE NONE 1,200,000
GILEAD SCIENCES INC COM 375558103 9,578 144,400 SH 0 SOLE NONE 144,400
GNC HLDGS INC COM CL A 36191G107 4,680 120,100 SH 0 SOLE NONE 120,100
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 18,247 15,000,000 SH 0 SOLE NONE 15,000,000
GOLDMAN SACHS GROUP INC COM 38141G104 5,138 45,200 SH 0 SOLE NONE 45,200
GOOGLE INC CL A 38259P508 5,659 7,500 SH 0 SOLE NONE 7,500
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 33,847 1,446,470 SH 0 SOLE NONE 1,446,470
GRACE W R & CO DEL NEW COM 38388F108 6,688 113,200 SH 0 SOLE NONE 113,200
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 8,519 362,350 SH 0 SOLE NONE 362,350
HALLIBURTON CO COM 406216101 65,278 1,937,600 SH 0 SOLE NONE 1,937,600
HARTFORD FINL SVCS GROUP INC COM 416515104 490 25,200 SH 0 SOLE NONE 25,200
HEICO CORP NEW COM 422806109 62 1,600 SH 0 SOLE NONE 1,600
HELMERICH & PAYNE INC COM 423452101 8,534 179,250 SH 0 SOLE NONE 179,250
HERSHEY CO COM 427866108 9,528 134,400 SH 0 SOLE NONE 134,400
HESS CORP COM 42809H107 44,953 836,800 SH 0 SOLE NONE 836,800
HOME DEPOT INC COM 437076102 3,701 61,300 SH 0 SOLE NONE 61,300
HONEYWELL INTL INC COM 438516106 20,196 338,000 SH 0 SOLE NONE 338,000
HUDSON PAC PPTYS INC COM 444097109 38,223 2,066,095 SH 0 SOLE NONE 2,066,095
HUNTINGTON INGALLS INDS INC COM 446413106 378 9,000 SH 0 SOLE NONE 9,000
IAC INTERACTIVECORP COM PAR $.001 44919P508 12,848 246,800 SH 0 SOLE NONE 246,800
INFOBLOX INC COM 45672H104 814 35,000 SH 0 SOLE NONE 35,000
INGERSOLL-RAND PLC SHS G47791101 10,313 230,100 SH 0 SOLE NONE 230,100
INTEL CORP COM 458140100 393,768 17,361,921 SH 0 SOLE NONE 17,361,921
INTERNATIONAL BUSINESS MACHS COM 459200101 1,805 8,700 SH 0 SOLE NONE 8,700
ISHARES SILVER TRUST ISHARES 46428Q109 5,926 177,000 SH 0 SOLE NONE 177,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3,320 217,250 SH 0 SOLE NONE 217,250
JACK IN THE BOX INC COM 466367109 722 25,700 SH 0 SOLE NONE 25,700
JIVE SOFTWARE INC COM 47760A108 638 40,600 SH 0 SOLE NONE 40,600
JPMORGAN CHASE & CO COM 46625H100 107,428 2,653,845 SH 0 SOLE NONE 2,653,845
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 125,524 12,198,671 SH 0 SOLE NONE 12,198,671
KANSAS CITY SOUTHERN COM NEW 485170302 8,540 112,700 SH 0 SOLE NONE 112,700
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4,254 120,556 SH 0 SOLE NONE 120,556
KINDER MORGAN INC DEL COM 49456B101 456 12,841 SH 0 SOLE NONE 12,841
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 68 19,424 SH 0 SOLE NONE 19,424
KKR & CO L P DEL COM UNITS 48248M102 928 61,400 SH 0 SOLE NONE 61,400
KLA-TENCOR CORP COM 482480100 55,650 1,166,549 SH 0 SOLE NONE 1,166,549
KODIAK OIL & GAS CORP COM 50015Q100 857 91,600 SH 0 SOLE NONE 91,600
KRAFT FOODS INC CL A 50075N104 15,446 373,550 SH 0 SOLE NONE 373,550
LEAPFROG ENTERPRISES INC CL A 52186N106 400 44,300 SH 0 SOLE NONE 44,300
LG DISPLAY CO LTD SPONS ADR REP 50186V102 3,341 265,800 SH 0 SOLE NONE 265,800
LILLY ELI & CO COM 532457108 408,633 8,619,123 SH 0 SOLE NONE 8,619,123
LIMITED BRANDS INC COM 532716107 8,396 170,450 SH 0 SOLE NONE 170,450
LINKEDIN CORP COM CL A 53578A108 734 6,100 SH 0 SOLE NONE 6,100
LOWES COS INC COM 548661107 183 6,050 SH 0 SOLE NONE 6,050
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,335 45,200 SH 0 SOLE NONE 45,200
MACERICH CO COM 554382101 5,288 92,400 SH 0 SOLE NONE 92,400
MARATHON OIL CORP COM 565849106 81,130 2,743,650 SH 0 SOLE NONE 2,743,650
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 18,987 768,100 SH 0 SOLE NONE 768,100
MARTIN MARIETTA MATLS INC COM 573284106 203,032 2,450,000 SH 0 SOLE NONE 2,450,000
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,749 1,284,050 SH 0 SOLE NONE 1,284,050
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 22,042 23,894,000 SH 0 SOLE NONE 23,894,000
MASTEC INC COM 576323109 2,828 143,550 SH 0 SOLE NONE 143,550
MASTERCARD INC CL A 57636Q104 28,488 63,100 SH 0 SOLE NONE 63,100
MCCORMICK & CO INC COM NON VTG 579780206 9,660 155,700 SH 0 SOLE NONE 155,700
MCDONALDS CORP COM 580135101 252 2,750 SH 0 SOLE NONE 2,750
MEAD JOHNSON NUTRITION CO COM 582839106 7,709 105,200 SH 0 SOLE NONE 105,200
METLIFE INC COM 59156R108 5,045 146,400 SH 0 SOLE NONE 146,400
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 19,956 19,200,000 SH 0 SOLE NONE 19,200,000
MICHAEL KORS HLDGS LTD SHS G60754101 8,854 166,500 SH 0 SOLE NONE 166,500
MICRON TECHNOLOGY INC COM 595112103 1,405 234,700 SH 0 SOLE NONE 234,700
MICROSOFT CORP COM 594918104 869,226 29,188,250 SH 0 SOLE NONE 29,188,250
MICROSTRATEGY INC CL A NEW 594972408 1,877 14,000 SH 0 SOLE NONE 14,000
MID-AMER APT CMNTYS INC COM 59522J103 25,301 387,400 SH 0 SOLE NONE 387,400
MILLER INDS INC TENN COM NEW 600551204 2,291 142,764 SH 0 SOLE NONE 142,764
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 7,077 403,950 SH 0 SOLE NONE 403,950
MONSANTO CO NEW COM 61166W101 3,623 39,800 SH 0 SOLE NONE 39,800
MOSAIC CO NEW COM 61945C103 5,029 87,300 SH 0 SOLE NONE 87,300
NATIONAL OILWELL VARCO INC COM 637071101 150,355 1,876,853 SH 0 SOLE NONE 1,876,853
NCR CORP NEW COM 62886E108 1,210 51,900 SH 0 SOLE NONE 51,900
NEW YORK CMNTY BANCORP INC COM 649445103 6,273 443,000 SH 0 SOLE NONE 443,000
NEW YORK TIMES CO CL A 650111107 312 32,000 SH 0 SOLE NONE 32,000
NEWCASTLE INVT CORP COM 65105M108 23,326 SH 0 SOLE NONE 23,326
NEWELL RUBBERMAID INC COM 651229106 8,281 433,800 SH 0 SOLE NONE 433,800
NEWFIELD EXPL CO COM 651290108 1,337 42,700 SH 0 SOLE NONE 42,700
NIKE INC CL B 654106103 2,873 30,269 SH 0 SOLE NONE 30,269
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 626 17,500 SH 0 SOLE NONE 17,500
NOBLE ENERGY INC COM 655044105 32,031 345,500 SH 0 SOLE NONE 345,500
NQ MOBILE INC ADR REPSTG CL A 64118U108 286 35,800 SH 0 SOLE NONE 35,800
NUANCE COMMUNICATIONS INC COM 67020Y100 2,083 83,700 SH 0 SOLE NONE 83,700
NV ENERGY INC COM 67073Y106 7,058 391,900 SH 0 SOLE NONE 391,900
NVIDIA CORP COM 67066G104 1,826 136,900 SH 0 SOLE NONE 136,900
OCCIDENTAL PETE CORP DEL COM 674599105 496,443 5,768,568 SH 0 SOLE NONE 5,768,568
OCWEN FINL CORP COM NEW 675746309 13,771 502,400 SH 0 SOLE NONE 502,400
OGE ENERGY CORP COM 670837103 7,077 127,600 SH 0 SOLE NONE 127,600
OM GROUP INC COM 670872100 3,041 164,000 SH 0 SOLE NONE 164,000
OMNICARE INC COM 681904108 5,123 150,800 SH 0 SOLE NONE 150,800
OMNIVISION TECHNOLOGIES INC COM 682128103 1,144 82,000 SH 0 SOLE NONE 82,000
ON SEMICONDUCTOR CORP COM 682189105 660 106,900 SH 0 SOLE NONE 106,900
ONYX PHARMACEUTICALS INC COM 683399109 7,521 89,000 SH 0 SOLE NONE 89,000
ORACLE CORP COM 68389X105 5,820 184,823 SH 0 SOLE NONE 184,823
ORASURE TECHNOLOGIES INC COM 68554V108 4,362 392,300 SH 0 SOLE NONE 392,300
OSHKOSH CORP COM 688239201 590 21,500 SH 0 SOLE NONE 21,500
OTELCO INC UNIT 99/99/9999 688823202 2,316 1,265,507 SH 0 SOLE NONE 1,265,507
OWENS ILL INC COM NEW 690768403 10,599 565,000 SH 0 SOLE NONE 565,000
PARKER HANNIFIN CORP COM 701094104 34,890 417,450 SH 0 SOLE NONE 417,450
PATTERSON UTI ENERGY INC COM 703481101 72,202 4,558,200 SH 0 SOLE NONE 4,558,200
PEABODY ENERGY CORP COM 704549104 6,268 281,200 SH 0 SOLE NONE 281,200
PEPSICO INC COM 713448108 73,098 1,032,897 SH 0 SOLE NONE 1,032,897
PETROCHINA CO LTD SPONSORED ADR 71646E100 5,438 42,105 SH 0 SOLE NONE 42,105
PETSMART INC COM 716768106 269,022 3,900,000 SH 0 SOLE NONE 3,900,000
PFIZER INC COM 717081103 12,659 509,400 SH 0 SOLE NONE 509,400
PHILIP MORRIS INTL INC COM 718172109 14,130 157,100 SH 0 SOLE NONE 157,100
PINNACLE WEST CAP CORP COM 723484101 8,469 160,400 SH 0 SOLE NONE 160,400
PIONEER NAT RES CO COM 723787107 15,164 145,250 SH 0 SOLE NONE 145,250
PLAINS EXPL& PRODTN CO COM 726505100 1,087 29,000 SH 0 SOLE NONE 29,000
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 17,798 1,671,150 SH 0 SOLE NONE 1,671,150
POLARIS INDS INC COM 731068102 3,769 46,600 SH 0 SOLE NONE 46,600
POPULAR INC COM NEW 733174700 18,619 1,068,200 SH 0 SOLE NONE 1,068,200
POST HLDGS INC COM 737446104 842 28,000 SH 0 SOLE NONE 28,000
POTASH CORP SASK INC COM 73755L107 6,891 158,700 SH 0 SOLE NONE 158,700
PPL CORP COM 69351T106 27,082 932,250 SH 0 SOLE NONE 932,250
PRAXAIR INC COM 74005P104 21 200 SH 0 SOLE NONE 200
PRECISION CASTPARTS CORP COM 740189105 26,878 164,550 SH 0 SOLE NONE 164,550
PRICELINE COM INC COM NEW 741503403 12,065 19,500 SH 0 SOLE NONE 19,500
PROCTER & GAMBLE CO COM 742718109 81,196 1,170,643 SH 0 SOLE NONE 1,170,643
PULTE GROUP INC COM 745867101 5,323 343,400 SH 0 SOLE NONE 343,400
QUALCOMM INC COM 747525103 33,839 541,504 SH 0 SOLE NONE 541,504
QUANTA SVCS INC COM 74762E102 60,115 2,433,800 SH 0 SOLE NONE 2,433,800
QUESTAR CORP COM 748356102 1,739 85,550 SH 0 SOLE NONE 85,550
RANGE RES CORP COM 75281A109 64,347 920,950 SH 0 SOLE NONE 920,950
RAYONIER INC COM 754907103 10,493 214,100 SH 0 SOLE NONE 214,100
REALPAGE INC COM 75606N109 678 30,000 SH 0 SOLE NONE 30,000
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,781 385,700 SH 0 SOLE NONE 385,700
RETAIL OPPORTUNITY INVTS COR COM 76131N101 37,159 2,887,250 SH 0 SOLE NONE 2,887,250
RIVERBED TECHNOLOGY INC COM 768573107 642 27,600 SH 0 SOLE NONE 27,600
RPM INTL INC COM 749685103 12,832 449,600 SH 0 SOLE NONE 449,600
SALESFORCE COM INC COM 79466L302 2,138 14,000 SH 0 SOLE NONE 14,000
SANDISK CORP COM 80004C101 10,614 244,400 SH 0 SOLE NONE 244,400
SBA COMMUNICATIONS CORP COM 78388J106 12,077 192,000 SH 0 SOLE NONE 192,000
SCANSOURCE INC COM 806037107 2,439 76,180 SH 0 SOLE NONE 76,180
SCHLUMBERGER LTD COM 806857108 99,941 1,381,741 SH 0 SOLE NONE 1,381,741
SEMPRA ENERGY COM 816851109 24,199 375,241 SH 0 SOLE NONE 375,241
SIGNATURE BK NEW YORK N Y COM 82669G104 1,449 21,600 SH 0 SOLE NONE 21,600
SILICON GRAPHICS INTL CORP COM 82706L108 1,256 138,000 SH 0 SOLE NONE 138,000
SMITH A O COM 831865209 1,240 21,545 SH 0 SOLE NONE 21,545
SMUCKER J M CO COM NEW 832696405 9,514 110,200 SH 0 SOLE NONE 110,200
SOLTA MED INC COM 83438K103 141 44,800 SH 0 SOLE NONE 44,800
SOURCEFIRE INC COM 83616T108 461 9,400 SH 0 SOLE NONE 9,400
SOUTHWESTERN ENERGY CO COM 845467109 716 20,600 SH 0 SOLE NONE 20,600
SPDR GOLD TRUST GOLD SHS 78463V107 274,293 1,594,543 SH 0 SOLE NONE 1,594,543
SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 11,945 297,000 SH 0 SOLE NONE 297,000
SPECTRA ENERGY CORP COM 847560109 34,770 1,184,250 SH 0 SOLE NONE 1,184,250
SPROTT PHYSICAL GOLD TRUST UNIT 85207H104 715 47,100 SH 0 SOLE NONE 47,100
SPX CORP COM 784635104 6,960 106,400 SH 0 SOLE NONE 106,400
STANLEY BLACK & DECKER INC COM 854502101 40,237 527,700 SH 0 SOLE NONE 527,700
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 151 2,600 SH 0 SOLE NONE 2,600
STARWOOD PPTY TR INC COM 85571B105 47,004 2,019,950 SH 0 SOLE NONE 2,019,950
STURM RUGER & CO INC COM 864159108 510 10,300 SH 0 SOLE NONE 10,300
SYMANTEC CORP COM 871503108 9,311 517,300 SH 0 SOLE NONE 517,300
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 474,478 29,992,272 SH 0 SOLE NONE 29,992,272
TALISMAN ENERGY INC COM 87425E103 4,602 345,500 SH 0 SOLE NONE 345,500
TARGET CORP COM 87612E106 254 4,000 SH 0 SOLE NONE 4,000
TD AMERITRADE HLDG CORP COM 87236Y108 7,277 473,450 SH 0 SOLE NONE 473,450
TERADATA CORP DEL COM 88076W103 1,855 24,600 SH 0 SOLE NONE 24,600
TESORO CORP COM 881609101 9,888 236,000 SH 0 SOLE NONE 236,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6,365 153,700 SH 0 SOLE NONE 153,700
TIBCO SOFTWARE INC COM 88632Q103 1,463 48,400 SH 0 SOLE NONE 48,400
TIFFANY & CO NEW COM 886547108 12,619 203,922 SH 0 SOLE NONE 203,922
TIME WARNER CABLE INC COM 88732J207 4,487 47,200 SH 0 SOLE NONE 47,200
TITAN INTL INC ILL COM 88830M102 3,366 190,600 SH 0 SOLE NONE 190,600
TJX COS INC NEW COM 872540109 5,148 114,940 SH 0 SOLE NONE 114,940
TORONTO DOMINION BK ONT COM NEW 891160509 133 1,600 SH 0 SOLE NONE 1,600
TOTAL SYS SVCS INC COM 891906109 7,290 307,600 SH 0 SOLE NONE 307,600
TRACTOR SUPPLY CO COM 892356106 5,607 56,700 SH 0 SOLE NONE 56,700
TRANSCANADA CORP COM 89353D107 3,572 78,500 SH 0 SOLE NONE 78,500
TRIUMPH GROUP INC NEW COM 896818101 20,426 326,664 SH 0 SOLE NONE 326,664
ULTA SALON COSMETCS & FRAG I COM 90384S303 3,727 38,700 SH 0 SOLE NONE 38,700
ULTRA PETROLEUM CORP COM 903914109 25,936 1,180,000 SH 0 SOLE NONE 1,180,000
UNION PAC CORP COM 907818108 45,973 387,300 SH 0 SOLE NONE 387,300
UNITED PARCEL SERVICE INC CL B 911312106 29 400 SH 0 SOLE NONE 400
UNITED RENTALS INC COM 911363109 23,919 731,250 SH 0 SOLE NONE 731,250
UNITED TECHNOLOGIES CORP COM 913017109 4,729 60,400 SH 0 SOLE NONE 60,400
UNITEDHEALTH GROUP INC COM 91324P102 8,467 152,800 SH 0 SOLE NONE 152,800
URS CORP NEW COM 903236107 6,977 197,600 SH 0 SOLE NONE 197,600
VALE S A ADR 91912E105 6,249 349,100 SH 0 SOLE NONE 349,100
VALERO ENERGY CORP NEW COM 91913Y100 4,622 145,900 SH 0 SOLE NONE 145,900
VERIFONE SYS INC COM 92342Y109 167 6,000 SH 0 SOLE NONE 6,000
VISA INC COM CL A 92826C839 2,390 17,800 SH 0 SOLE NONE 17,800
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 3,002 236,750 SH 0 SOLE NONE 236,750
WELLS FARGO & CO NEW COM 949746101 18,125 524,900 SH 0 SOLE NONE 524,900
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 22,046 2,229,100 SH 0 SOLE NONE 2,229,100
WESCO INTL INC COM 95082P105 58,250 1,018,350 SH 0 SOLE NONE 1,018,350
WESTERN UN CO COM 959802109 3,777 207,300 SH 0 SOLE NONE 207,300
WGL HLDGS INC COM 92924F106 4,750 118,000 SH 0 SOLE NONE 118,000
WHITING PETE CORP NEW COM 966387102 15,320 323,350 SH 0 SOLE NONE 323,350
WYNDHAM WORLDWIDE CORP COM 98310W108 12,464 237,500 SH 0 SOLE NONE 237,500
WYNN RESORTS LTD COM 983134107 9,351 81,000 SH 0 SOLE NONE 81,000
XCEL ENERGY INC COM 98389B100 33,826 1,220,700 SH 0 SOLE NONE 1,220,700
YUM BRANDS INC COM 988498101 1,506 22,700 SH 0 SOLE NONE 22,700