0001163648-13-000014.txt : 20130503
0001163648-13-000014.hdr.sgml : 20130503
20130503144946
ACCESSION NUMBER: 0001163648-13-000014
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130503
DATE AS OF CHANGE: 20130503
EFFECTIVENESS DATE: 20130503
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: 13812161
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
ciq12013.txt
CI Q1 2013
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calender Year or Quarter Ended: March 31, 2013
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 May 3, 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: 293
Form 13F Information Table Value Total: $ 10,202,594
(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
3/31/2013
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 98,896 2,800,000 SH 0 SOLE NONE 2,800,000
ABBVIE INC COM 00287Y109 265,070 6,500,000 SH 0 SOLE NONE 6,500,000
ACTIVISION BLIZZARD INC COM 00507V109 2,238 153,600 SH 0 SOLE NONE 153,600
ADVANCED MICRO DEVICES INC COM 007903107 7,962 3,122,400 SH 0 SOLE NONE 3,122,400
AIR METHODS CORP COM PAR $.06 009128307 8,741 181,200 SH 0 SOLE NONE 181,200
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,247 7,700 SH 0 SOLE NONE 7,700
ALLSTATE CORP COM 020002101 9,480 193,200 SH 0 SOLE NONE 193,200
AMERICAN RLTY CAP PPTYS INC COM 02917T104 7,810 532,000 SH 0 SOLE NONE 532,000
AMPCO-PITTSBURGH CORP COM 032037103 3,082 163,000 SH 0 SOLE NONE 163,000
ANADARKO PETE CORP COM 032511107 17,538 200,550 SH 0 SOLE NONE 200,550
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 201,390 2,023,000 SH 0 SOLE NONE 2,023,000
APARTMENT INVT & MGMT CO CL A 03748R101 63,420 2,068,500 SH 0 SOLE NONE 2,068,500
APPLE INC COM 037833100 93,395 211,000 SH 0 SOLE NONE 211,000
ARES CAP CORP COM 04010L103 719 39,700 SH 0 SOLE NONE 39,700
ARROW ELECTRS INC COM 042735100 7,084 174,400 SH 0 SOLE NONE 174,400
ARUBA NETWORKS INC COM 043176106 1,618 65,400 SH 0 SOLE NONE 65,400
ASHLAND INC NEW COM 044209104 39,547 532,260 SH 0 SOLE NONE 532,260
ASPEN TECHNOLOGY INC COM 045327103 1,127 34,900 SH 0 SOLE NONE 34,900
ATLANTIC TELE NETWORK INC COM NEW 049079205 2,164 44,600 SH 0 SOLE NONE 44,600
ATMEL CORP COM 049513104 1,011 145,200 SH 0 SOLE NONE 145,200
AUTONATION INC COM 05329W102 4,659 106,500 SH 0 SOLE NONE 106,500
AVAGO TECHNOLOGIES LTD SHS Y0486S104 873 24,300 SH 0 SOLE NONE 24,300
AXIALL CORP COM 05463D100 15,298 246,100 SH 0 SOLE NONE 246,100
B/E AEROSPACE INC COM 073302101 11,533 191,300 SH 0 SOLE NONE 191,300
BANCO DE CHILE SPONSORED ADR 059520106 2,447 25,809 SH 0 SOLE NONE 25,809
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 5,645 198,289 SH 0 SOLE NONE 198,289
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,214 35,000 SH 0 SOLE NONE 35,000
BANK NEW YORK MELLON CORP COM 064058100 542,586 19,385,000 SH 0 SOLE NONE 19,385,000
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 39,521 6,933,543 SH 0 SOLE NONE 6,933,543
BAXTER INTL INC COM 071813109 247,101 3,401,720 SH 0 SOLE NONE 3,401,720
BED BATH & BEYOND INC COM 075896100 14,817 230,000 SH 0 SOLE NONE 230,000
BEST BUY INC COM 086516101 529 23,900 SH 0 SOLE NONE 23,900
BLACKROCK INC COM 09247X101 7,527 29,300 SH 0 SOLE NONE 29,300
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 7,601 384,300 SH 0 SOLE NONE 384,300
BOEING CO COM 097023105 4,756 55,400 SH 0 SOLE NONE 55,400
BOTTOMLINE TECH DEL INC COM 101388106 1,468 51,500 SH 0 SOLE NONE 51,500
BRINKER INTL INC COM 109641100 761 20,200 SH 0 SOLE NONE 20,200
BRISTOW GROUP INC COM 110394103 10,583 160,500 SH 0 SOLE NONE 160,500
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 106,132 2,788,553 SH 0 SOLE NONE 2,788,553
BROOKFIELD OFFICE PPTYS INC COM 112900105 178,401 10,390,290 SH 0 SOLE NONE 10,390,290
CA INC COM 12673P105 15,371 610,700 SH 0 SOLE NONE 610,700
CADENCE DESIGN SYSTEM INC COM 127387108 10,255 736,200 SH 0 SOLE NONE 736,200
CALPINE CORP COM NEW 131347304 56,325 2,734,224 SH 0 SOLE NONE 2,734,224
CAMERON INTERNATIONAL CORP COM 13342B105 9,998 153,350 SH 0 SOLE NONE 153,350
CAREFUSION CORP COM 14170T101 770 22,000 SH 0 SOLE NONE 22,000
CARRIZO OIL & CO INC COM 144577103 4,788 185,800 SH 0 SOLE NONE 185,800
CELGENE CORP COM 151020104 9,006 77,700 SH 0 SOLE NONE 77,700
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,203 25,600 SH 0 SOLE NONE 25,600
CHEVRON CORP NEW COM 166764100 103,162 868,219 SH 0 SOLE NONE 868,219
CIENA CORP COM NEW 171779309 1,378 86,100 SH 0 SOLE NONE 86,100
CISCO SYS INC COM 17275R102 87,241 4,172,199 SH 0 SOLE NONE 4,172,199
CIT GROUP INC COM NEW 125581801 86 1,983 SH 0 SOLE NONE 1,983
CITIGROUP INC COM NEW 172967424 154,788 3,498,823 SH 0 SOLE NONE 3,498,823
CMS ENERGY CORP COM 125896100 25,912 927,400 SH 0 SOLE NONE 927,400
COBALT INTL ENERGY INC COM 19075F106 2,104 74,600 SH 0 SOLE NONE 74,600
COCA COLA CO COM 191216100 65,897 1,629,500 SH 0 SOLE NONE 1,629,500
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 13,657 83,390 SH 0 SOLE NONE 83,390
COGENT COMM GROUP INC COM NEW 19239V302 1,135 43,000 SH 0 SOLE NONE 43,000
COLGATE PALMOLIVE CO COM 194162103 9,667 81,900 SH 0 SOLE NONE 81,900
COMMVAULT SYSTEMS INC COM 204166102 3,000 36,600 SH 0 SOLE NONE 36,600
COMPUTER SCIENCES CORP COM 205363104 7,562 153,600 SH 0 SOLE NONE 153,600
CONAGRA FOODS INC COM 205887102 19,939 556,800 SH 0 SOLE NONE 556,800
CONCHO RES INC COM 20605P101 11,877 121,900 SH 0 SOLE NONE 121,900
CONSOL ENERGY INC COM 20854P109 3,045 90,500 SH 0 SOLE NONE 90,500
CONSTELLATION BRANDS INC CL A 21036P108 9,728 204,200 SH 0 SOLE NONE 204,200
CONTINENTAL RESOURCES INC COM 212015101 14,009 161,150 SH 0 SOLE NONE 161,150
COOPER COS INC COM NEW 216648402 1,748 16,200 SH 0 SOLE NONE 16,200
COPA HOLDINGS SA CL A P31076105 2,476 20,700 SH 0 SOLE NONE 20,700
CORELOGIC INC COM 21871D103 9,405 363,700 SH 0 SOLE NONE 363,700
CORPBANCA SPONSORED ADR 21987A209 2,465 117,900 SH 0 SOLE NONE 117,900
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 7,880 201,700 SH 0 SOLE NONE 201,700
COSTCO WHSL CORP NEW COM 22160K105 7,131 67,200 SH 0 SOLE NONE 67,200
CRANE CO COM 224399105 6,267 112,200 SH 0 SOLE NONE 112,200
CREDICORP LTD COM G2519Y108 18,249 109,900 SH 0 SOLE NONE 109,900
CREE INC COM 225447101 870 15,900 SH 0 SOLE NONE 15,900
CSX CORP COM 126408103 45,048 1,829,000 SH 0 SOLE NONE 1,829,000
CVS CAREMARK CORPORATION COM 126650100 111,832 2,033,671 SH 0 SOLE NONE 2,033,671
DANA HLDG CORP COM 235825205 14,013 785,900 SH 0 SOLE NONE 785,900
DANAHER CORP DEL COM 235851102 62,246 1,001,550 SH 0 SOLE NONE 1,001,550
DELPHI AUTOMOTIVE PLC SHS G27823106 23,834 536,800 SH 0 SOLE NONE 536,800
DEVON ENERGY CORP NEW COM 25179M103 11,225 198,950 SH 0 SOLE NONE 198,950
DIAMONDROCK HOSPITALITY CO COM 252784301 50,628 5,438,000 SH 0 SOLE NONE 5,438,000
DILLARDS INC CL A 254067101 4,524 57,600 SH 0 SOLE NONE 57,600
DISCOVER FINL SVCS COM 254709108 572,768 12,773,600 SH 0 SOLE NONE 12,773,600
DISNEY WALT CO COM DISNEY 254687106 1,494 26,300 SH 0 SOLE NONE 26,300
DOLLAR TREE INC COM 256746108 1,937 40,000 SH 0 SOLE NONE 40,000
DOVER CORP COM 260003108 11,814 162,100 SH 0 SOLE NONE 162,100
DOW CHEM CO COM 260543103 49,941 1,568,500 SH 0 SOLE NONE 1,568,500
DST SYS INC DEL COM 233326107 5,687 79,800 SH 0 SOLE NONE 79,800
EATON CORP PLC SHS G29183103 46,293 755,800 SH 0 SOLE NONE 755,800
EBAY INC COM 278642103 20,013 369,100 SH 0 SOLE NONE 369,100
EDISON INTL COM 281020107 47,058 935,180 SH 0 SOLE NONE 935,180
EDWARDS GROUP LTD SPONSORED ADR 281736108 6,282 780,350 SH 0 SOLE NONE 780,350
ENCORE CAP GROUP INC COM 292554102 963 32,000 SH 0 SOLE NONE 32,000
ENSCO PLC SHS CLASS A G3157S106 2,190 36,500 SH 0 SOLE NONE 36,500
EOG RES INC COM 26875P101 9,119 71,200 SH 0 SOLE NONE 71,200
EQUIFAX INC COM 294429105 8,829 153,300 SH 0 SOLE NONE 153,300
ETFS PALLADIUM TR SH BEN INT 26923A106 2,058 27,176 SH 0 SOLE NONE 27,176
ETFS PLATINUM TR SH BEN INT 26922V101 1,631 10,574 SH 0 SOLE NONE 10,574
EVEREST RE GROUP LTD COM G3223R108 15,752 121,300 SH 0 SOLE NONE 121,300
EXONE CO COM 302104104 1,675 50,000 SH 0 SOLE NONE 50,000
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,153 20,000 SH 0 SOLE NONE 20,000
EXXON MOBIL CORP COM 30231G102 10,130 112,417 SH 0 SOLE NONE 112,417
FEDEX CORP COM 31428X106 43,552 443,500 SH 0 SOLE NONE 443,500
FIFTH THIRD BANCORP COM 316773100 9,895 606,700 SH 0 SOLE NONE 606,700
FINISAR CORP COM NEW 31787A507 1,184 89,800 SH 0 SOLE NONE 89,800
FIRST AMERN FINL CORP COM 31847R102 10,844 424,100 SH 0 SOLE NONE 424,100
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,398 36,200 SH 0 SOLE NONE 36,200
FLAGSTAR BANCORP INC COM PAR .001 337930705 325 23,309 SH 0 SOLE NONE 23,309
FOOT LOCKER INC COM 344849104 2,503 73,100 SH 0 SOLE NONE 73,100
FORTINET INC COM 34959E109 1,250 52,800 SH 0 SOLE NONE 52,800
FREEPORT-MCMORAN COPPER & GO COM 35671D857 69,957 2,113,517 SH 0 SOLE NONE 2,113,517
FRONTIER COMMUNICATIONS CORP COM 35906A108 74,260 18,658,400 SH 0 SOLE NONE 18,658,400
GENERAL ELECTRIC CO COM 369604103 110,795 4,792,150 SH 0 SOLE NONE 4,792,150
GENERAL MTRS CO COM 37045V100 2,445 87,900 SH 0 SOLE NONE 87,900
GILEAD SCIENCES INC COM 375558103 9,649 197,200 SH 0 SOLE NONE 197,200
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 3,129 3,000,000 SH 0 SOLE NONE 3,000,000
GOLDMAN SACHS GROUP INC COM 38141G104 15,995 108,700 SH 0 SOLE NONE 108,700
GOOGLE INC CL A 38259P508 145,863 183,700 SH 0 SOLE NONE 183,700
GRAPHIC PACKAGING HLDG CO COM 388689101 4,463 595,900 SH 0 SOLE NONE 595,900
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 14,122 915,260 SH 0 SOLE NONE 915,260
GULFPORT ENERGY CORP COM NEW 402635304 3,071 67,000 SH 0 SOLE NONE 67,000
HALLIBURTON CO COM 406216101 98,439 2,436,000 SH 0 SOLE NONE 2,436,000
HANESBRANDS INC COM 410345102 11,404 250,300 SH 0 SOLE NONE 250,300
HARTFORD FINL SVCS GROUP INC COM 416515104 1,060 41,100 SH 0 SOLE NONE 41,100
HERSHEY CO COM 427866108 8,298 94,800 SH 0 SOLE NONE 94,800
HESS CORP COM 42809H107 4,877 68,100 SH 0 SOLE NONE 68,100
HEWLETT PACKARD CO COM 428236103 1,218 51,100 SH 0 SOLE NONE 51,100
HFF INC CL A 40418F108 763 38,300 SH 0 SOLE NONE 38,300
HOME DEPOT INC COM 437076102 4,564 65,400 SH 0 SOLE NONE 65,400
HONEYWELL INTL INC COM 438516106 24,342 323,050 SH 0 SOLE NONE 323,050
HUDSON PAC PPTYS INC COM 444097109 26,902 1,236,895 SH 0 SOLE NONE 1,236,895
INFOBLOX INC COM 45672H104 760 35,000 SH 0 SOLE NONE 35,000
INGERSOLL-RAND PLC SHS G47791101 8,510 154,700 SH 0 SOLE NONE 154,700
INTEL CORP COM 458140100 377,342 17,269,671 SH 0 SOLE NONE 17,269,671
INTERNATIONAL BUSINESS MACHS COM 459200101 1,856 8,700 SH 0 SOLE NONE 8,700
INTERNATIONAL GAME TECHNOLOG COM 459902102 5,983 362,600 SH 0 SOLE NONE 362,600
INTL PAPER CO COM 460146103 47,113 1,011,450 SH 0 SOLE NONE 1,011,450
ION GEOPHYSICAL CORP COM 462044108 746 109,500 SH 0 SOLE NONE 109,500
ISHARES SILVER TRUST ISHARES 46428Q109 2,043 74,501 SH 0 SOLE NONE 74,501
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,731 153,450 SH 0 SOLE NONE 153,450
JACK IN THE BOX INC COM 466367109 7,274 210,300 SH 0 SOLE NONE 210,300
JOY GLOBAL INC COM 481165108 29,760 500,000 SH 0 SOLE NONE 500,000
JPMORGAN CHASE & CO COM 46625H100 12,297 259,095 SH 0 SOLE NONE 259,095
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 212,436 14,907,771 SH 0 SOLE NONE 14,907,771
JUNIPER NETWORKS INC COM 48203R104 1,101 59,400 SH 0 SOLE NONE 59,400
KANSAS CITY SOUTHERN COM NEW 485170302 11,545 104,100 SH 0 SOLE NONE 104,100
KAR AUCTION SVCS INC COM 48238T109 831 41,500 SH 0 SOLE NONE 41,500
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 4,525 136,956 SH 0 SOLE NONE 136,956
KFORCE INC COM 493732101 625 38,200 SH 0 SOLE NONE 38,200
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 100 19,424 SH 0 SOLE NONE 19,424
KKR & CO L P DEL COM UNITS 48248M102 560 29,000 SH 0 SOLE NONE 29,000
KLA-TENCOR CORP COM 482480100 65,419 1,240,399 SH 0 SOLE NONE 1,240,399
KRAFT FOODS GROUP INC COM 50076Q106 144,987 2,813,649 SH 0 SOLE NONE 2,813,649
LACLEDE GROUP INC COM 505597104 1,324 31,000 SH 0 SOLE NONE 31,000
LATTICE SEMICONDUCTOR CORP COM 518415104 816 149,800 SH 0 SOLE NONE 149,800
LEAPFROG ENTERPRISES INC CL A 52186N106 515 60,200 SH 0 SOLE NONE 60,200
LILLY ELI & CO COM 532457108 244,511 4,305,523 SH 0 SOLE NONE 4,305,523
LIMELIGHT NETWORKS INC COM 53261M104 417 202,600 SH 0 SOLE NONE 202,600
LINKEDIN CORP COM CL A 53578A108 951 5,400 SH 0 SOLE NONE 5,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11,405 180,200 SH 0 SOLE NONE 180,200
MARATHON OIL CORP COM 565849106 108,900 3,229,550 SH 0 SOLE NONE 3,229,550
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 3,700 221,007 SH 0 SOLE NONE 221,007
MARTIN MARIETTA MATLS INC COM 573284106 229,545 2,250,000 SH 0 SOLE NONE 2,250,000
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 22,998 23,894,000 SH 0 SOLE NONE 23,894,000
MASTEC INC COM 576323109 4,310 147,850 SH 0 SOLE NONE 147,850
MASTERCARD INC CL A 57636Q104 18,507 34,200 SH 0 SOLE NONE 34,200
MATTEL INC COM 577081102 7,422 169,500 SH 0 SOLE NONE 169,500
MCCORMICK & CO INC COM NON VTG 579780206 7,105 96,600 SH 0 SOLE NONE 96,600
MCDONALDS CORP COM 580135101 13,707 137,500 SH 0 SOLE NONE 137,500
MEDTRONIC INC COM 585055106 4,485 95,500 SH 0 SOLE NONE 95,500
MERCK & CO INC NEW COM 58933Y105 2,654 60,000 SH 0 SOLE NONE 60,000
METLIFE INC COM 59156R108 69,622 1,831,200 SH 0 SOLE NONE 1,831,200
METROPCS COMMUNICATIONS INC COM 591708102 1,370 125,700 SH 0 SOLE NONE 125,700
MGIC INVT CORP WIS COM 552848103 5,000 1,010,100 SH 0 SOLE NONE 1,010,100
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 2,171 2,000,000 SH 0 SOLE NONE 2,000,000
MICHAEL KORS HLDGS LTD SHS G60754101 6,360 112,000 SH 0 SOLE NONE 112,000
MICRON TECHNOLOGY INC COM 595112103 3,142 314,800 SH 0 SOLE NONE 314,800
MICROSOFT CORP COM 594918104 653,702 22,848,736 SH 0 SOLE NONE 22,848,736
MID-AMER APT CMNTYS INC COM 59522J103 52,556 761,023 SH 0 SOLE NONE 761,023
MILLER INDS INC TENN COM NEW 600551204 2,291 142,764 SH 0 SOLE NONE 142,764
MONDELEZ INTL INC CL A 609207105 13,018 425,300 SH 0 SOLE NONE 425,300
MOSAIC CO NEW COM 61945C103 11,302 189,600 SH 0 SOLE NONE 189,600
NATIONAL OILWELL VARCO INC COM 637071101 71,122 1,005,253 SH 0 SOLE NONE 1,005,253
NEW YORK CMNTY BANCORP INC COM 649445103 6,357 443,000 SH 0 SOLE NONE 443,000
NEWELL RUBBERMAID INC COM 651229106 15,009 575,050 SH 0 SOLE NONE 575,050
NEWS CORP CL A 65248E104 12,504 409,700 SH 0 SOLE NONE 409,700
NIKE INC CL B 654106103 3,690 62,538 SH 0 SOLE NONE 62,538
NOBLE ENERGY INC COM 655044105 41,996 363,100 SH 0 SOLE NONE 363,100
NORFOLK SOUTHERN CORP COM 655844108 36,621 475,100 SH 0 SOLE NONE 475,100
NRG ENERGY INC COM NEW 629377508 21,415 808,400 SH 0 SOLE NONE 808,400
NV ENERGY INC COM 67073Y106 3,908 195,100 SH 0 SOLE NONE 195,100
NXP SEMICONDUCTORS N V COM N6596X109 1,698 56,100 SH 0 SOLE NONE 56,100
OCCIDENTAL PETE CORP DEL COM 674599105 511,569 6,527,618 SH 0 SOLE NONE 6,527,618
OCWEN FINL CORP COM NEW 675746309 19,078 503,100 SH 0 SOLE NONE 503,100
OGE ENERGY CORP COM 670837103 23,779 339,800 SH 0 SOLE NONE 339,800
OM GROUP INC COM 670872100 2,754 117,300 SH 0 SOLE NONE 117,300
OMNICARE INC COM 681904108 9,081 223,000 SH 0 SOLE NONE 223,000
ORACLE CORP COM 68389X105 16,157 499,600 SH 0 SOLE NONE 499,600
OWENS ILL INC COM NEW 690768403 15,057 565,000 SH 0 SOLE NONE 565,000
PAREXEL INTL CORP COM 699462107 10,099 255,600 SH 0 SOLE NONE 255,600
PATTERSON UTI ENERGY INC COM 703481101 21,079 884,200 SH 0 SOLE NONE 884,200
PDC ENERGY INC COM 69327R101 1,482 29,900 SH 0 SOLE NONE 29,900
PEABODY ENERGY CORP COM 704549104 4,831 228,400 SH 0 SOLE NONE 228,400
PENTAIR LTD SHS H6169Q108 42,627 808,100 SH 0 SOLE NONE 808,100
PEPSICO INC COM 713448108 112,910 1,427,247 SH 0 SOLE NONE 1,427,247
PETROCHINA CO LTD SPONSORED ADR 71646E100 6,236 47,305 SH 0 SOLE NONE 47,305
PETSMART INC COM 716768106 155,250 2,500,000 SH 0 SOLE NONE 2,500,000
PFIZER INC COM 717081103 20,196 699,800 SH 0 SOLE NONE 699,800
PG&E CORP COM 69331C108 38,073 855,000 SH 0 SOLE NONE 855,000
PHILIP MORRIS INTL INC COM 718172109 79,119 853,400 SH 0 SOLE NONE 853,400
PIONEER NAT RES CO COM 723787107 17,140 137,950 SH 0 SOLE NONE 137,950
PNC FINL SVCS GROUP INC COM 693475105 8,825 132,700 SH 0 SOLE NONE 132,700
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 46,517 3,797,300 SH 0 SOLE NONE 3,797,300
POST HLDGS INC COM 737446104 3,018 70,300 SH 0 SOLE NONE 70,300
PPL CORP COM 69351T106 57,246 1,828,350 SH 0 SOLE NONE 1,828,350
PRECISION CASTPARTS CORP COM 740189105 34,027 179,450 SH 0 SOLE NONE 179,450
PRINCIPAL FINL GROUP INC COM 74251V102 6,032 177,250 SH 0 SOLE NONE 177,250
PROCTER & GAMBLE CO COM 742718109 160,300 2,080,203 SH 0 SOLE NONE 2,080,203
PULTE GROUP INC COM 745867101 6,453 318,800 SH 0 SOLE NONE 318,800
QUALCOMM INC COM 747525103 28,765 429,654 SH 0 SOLE NONE 429,654
QUANTA SVCS INC COM 74762E102 68,612 2,400,700 SH 0 SOLE NONE 2,400,700
QUESTAR CORP COM 748356102 6,946 285,500 SH 0 SOLE NONE 285,500
RADIAN GROUP INC COM 750236101 1,540 143,800 SH 0 SOLE NONE 143,800
RANGE RES CORP COM 75281A109 67,162 828,750 SH 0 SOLE NONE 828,750
REALOGY HLDGS CORP COM 75605Y106 2,173 44,500 SH 0 SOLE NONE 44,500
REGIONS FINANCIAL CORP NEW COM 7591EP100 11,889 1,451,600 SH 0 SOLE NONE 1,451,600
RELIANCE STEEL & ALUMINUM CO COM 759509102 9,772 137,300 SH 0 SOLE NONE 137,300
RETAIL OPPORTUNITY INVTS COR COM 76131N101 60,640 4,328,350 SH 0 SOLE NONE 4,328,350
RPM INTL INC COM 749685103 499 15,800 SH 0 SOLE NONE 15,800
RYDER SYS INC COM 783549108 1,661 27,800 SH 0 SOLE NONE 27,800
SANDISK CORP COM 80004C101 13,305 241,900 SH 0 SOLE NONE 241,900
SBA COMMUNICATIONS CORP COM 78388J106 13,734 190,700 SH 0 SOLE NONE 190,700
SCANSOURCE INC COM 806037107 3,033 107,480 SH 0 SOLE NONE 107,480
SCHLUMBERGER LTD COM 806857108 154,250 2,059,691 SH 0 SOLE NONE 2,059,691
SELECT INCOME REIT COM SH BEN INT 81618T100 52,622 1,989,500 SH 0 SOLE NONE 1,989,500
SEMPRA ENERGY COM 816851109 31,608 395,391 SH 0 SOLE NONE 395,391
SIGNATURE BK NEW YORK N Y COM 82669G104 1,701 21,600 SH 0 SOLE NONE 21,600
SILVER SPRING NETWORKS INC COM 82817Q103 1,213 70,000 SH 0 SOLE NONE 70,000
SMUCKER J M CO COM NEW 832696405 10,253 103,400 SH 0 SOLE NONE 103,400
SOURCEFIRE INC COM 83616T108 752 12,700 SH 0 SOLE NONE 12,700
SOUTHWESTERN ENERGY CO COM 845467109 4,296 115,300 SH 0 SOLE NONE 115,300
SPDR GOLD TRUST GOLD SHS 78463V107 6,486 41,995 SH 0 SOLE NONE 41,995
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,262 40,000 SH 0 SOLE NONE 40,000
SPDR SERIES TRUST S&P METALS MNG 78464A755 6,964 172,470 SH 0 SOLE NONE 172,470
STANLEY BLACK & DECKER INC COM 854502101 44,189 545,750 SH 0 SOLE NONE 545,750
STARWOOD PPTY TR INC COM 85571B105 63,412 2,284,300 SH 0 SOLE NONE 2,284,300
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 16,481 15,000,000 SH 0 SOLE NONE 15,000,000
STATE STR CORP COM 857477103 3,847 65,100 SH 0 SOLE NONE 65,100
STERIS CORP COM 859152100 1,406 33,800 SH 0 SOLE NONE 33,800
STEWART ENTERPRISES INC CL A 860370105 500 53,800 SH 0 SOLE NONE 53,800
STILLWATER MNG CO COM 86074Q102 2,587 200,100 SH 0 SOLE NONE 200,100
SYMANTEC CORP COM 871503108 13,127 531,900 SH 0 SOLE NONE 531,900
SYNAPTICS INC COM 87157D109 1,660 40,800 SH 0 SOLE NONE 40,800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 295,548 17,193,003 SH 0 SOLE NONE 17,193,003
TARGET CORP COM 87612E106 53,165 776,700 SH 0 SOLE NONE 776,700
TEAM HEALTH HOLDINGS INC COM 87817A107 4,227 116,200 SH 0 SOLE NONE 116,200
TELEFLEX INC COM 879369106 701 8,300 SH 0 SOLE NONE 8,300
TERADATA CORP DEL COM 88076W103 1,439 24,600 SH 0 SOLE NONE 24,600
TESORO CORP COM 881609101 15,568 265,900 SH 0 SOLE NONE 265,900
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,801 70,600 SH 0 SOLE NONE 70,600
TEXTRON INC COM 883203101 859 28,800 SH 0 SOLE NONE 28,800
THERMO FISHER SCIENTIFIC INC COM 883556102 8,376 109,500 SH 0 SOLE NONE 109,500
TIBCO SOFTWARE INC COM 88632Q103 979 48,400 SH 0 SOLE NONE 48,400
TJX COS INC NEW COM 872540109 5,586 119,490 SH 0 SOLE NONE 119,490
TOTAL S A SPONSORED ADR 89151E109 71,495 1,490,100 SH 0 SOLE NONE 1,490,100
TOTAL SYS SVCS INC COM 891906109 3,407 137,500 SH 0 SOLE NONE 137,500
TOWERS WATSON & CO CL A 891894107 6,183 89,200 SH 0 SOLE NONE 89,200
TRINITY INDS INC COM 896522109 5,399 119,100 SH 0 SOLE NONE 119,100
TRIUMPH GROUP INC NEW COM 896818101 27,723 353,164 SH 0 SOLE NONE 353,164
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 19,527 1,173,500 SH 0 SOLE NONE 1,173,500
TYSON FOODS INC CL A 902494103 5,508 221,900 SH 0 SOLE NONE 221,900
ULTRA PETROLEUM CORP COM 903914109 23,718 1,180,000 SH 0 SOLE NONE 1,180,000
UNION PAC CORP COM 907818108 17,075 119,900 SH 0 SOLE NONE 119,900
UNITED PARCEL SERVICE INC CL B 911312106 34,936 406,700 SH 0 SOLE NONE 406,700
UNITED RENTALS INC COM 911363109 44,927 817,300 SH 0 SOLE NONE 817,300
UNITED TECHNOLOGIES CORP COM 913017109 7,727 82,700 SH 0 SOLE NONE 82,700
UNITEDHEALTH GROUP INC COM 91324P102 7,260 126,900 SH 0 SOLE NONE 126,900
VALERO ENERGY CORP NEW COM 91913Y100 13,652 300,100 SH 0 SOLE NONE 300,100
VALUECLICK INC COM 92046N102 526 17,800 SH 0 SOLE NONE 17,800
VARIAN MED SYS INC COM 92220P105 5,328 74,000 SH 0 SOLE NONE 74,000
VIACOM INC NEW CL B 92553P201 1,090 17,700 SH 0 SOLE NONE 17,700
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 61,906 5,176,100 SH 0 SOLE NONE 5,176,100
WESCO INTL INC COM 95082P105 3,159 43,500 SH 0 SOLE NONE 43,500
WESTLAKE CHEM CORP COM 960413102 13,006 139,100 SH 0 SOLE NONE 139,100
WEYERHAEUSER CO COM 962166104 7,986 254,500 SH 0 SOLE NONE 254,500
WGL HLDGS INC COM 92924F106 5,204 118,000 SH 0 SOLE NONE 118,000
WHITING PETE CORP NEW COM 966387102 15,176 298,500 SH 0 SOLE NONE 298,500
WNS HOLDINGS LTD SPON ADR 92932M101 2,341 158,800 SH 0 SOLE NONE 158,800
WYNDHAM WORLDWIDE CORP COM 98310W108 14,830 230,000 SH 0 SOLE NONE 230,000
YAHOO INC COM 984332106 9,948 422,800 SH 0 SOLE NONE 422,800
YUM BRANDS INC COM 988498101 1,295 18,000 SH 0 SOLE NONE 18,000
ZYNGA INC CL A 98986T108 968 288,000 SH 0 SOLE NONE 288,000