0001163648-11-000007.txt : 20110715
0001163648-11-000007.hdr.sgml : 20110715
20110715144018
ACCESSION NUMBER: 0001163648-11-000007
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110715
DATE AS OF CHANGE: 20110715
EFFECTIVENESS DATE: 20110715
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: 11970281
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
ciqq22011.txt
CI INVESTMENTS INC. Q2 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: June 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 July 15, 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: 386
Form 13F Information Table Value Total: $ 9,611,368
(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
6/30/2011
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
ABB LTD SPONSORED ADR 000375204 446 17,200 SH 0 SOLE NONE 17,200
ABBOTT LABS COM 002824100 344,661 6,550,000 SH 0 SOLE NONE 6,550,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,326 204,000 SH 0 SOLE NONE 204,000
ACME PACKET INC COM 004764106 821 11,700 SH 0 SOLE NONE 11,700
ADOBE SYS INC COM 00724F101 37,274 1,185,180 SH 0 SOLE NONE 1,185,180
ADVANCE AUTO PARTS INC COM 00751Y106 316 5,400 SH 0 SOLE NONE 5,400
AES CORP COM 00130H105 5,732 449,900 SH 0 SOLE NONE 449,900
AK STL HLDG CORP COM 001547108 362 23,000 SH 0 SOLE NONE 23,000
AKAMAI TECHNOLOGIES INC COM 00971T101 299 9,500 SH 0 SOLE NONE 9,500
ALASKA AIR GROUP INC COM 011659109 5,942 86,800 SH 0 SOLE NONE 86,800
ALBEMARLE CORP COM 012653101 125 1,800 SH 0 SOLE NONE 1,800
ALCATEL-LUCENT SPONSORED ADR 013904305 51,490 8,923,676 SH 0 SOLE NONE 8,923,676
ALCOA INC COM 013817101 116 7,300 SH 0 SOLE NONE 7,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,025 10,900 SH 0 SOLE NONE 10,900
ALLOT COMMUNICATIONS LTD SHS M0854Q105 338 18,500 SH 0 SOLE NONE 18,500
ALTERA CORP COM 021441100 1,307 28,200 SH 0 SOLE NONE 28,200
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 4,966 222,700 SH 0 SOLE NONE 222,700
ALTRIA GROUP INC COM 02209S103 8,525 322,800 SH 0 SOLE NONE 322,800
AMAZON COM INC COM 023135106 409 2,000 SH 0 SOLE NONE 2,000
AMERICAN CAP LTD COM 02503Y103 10,821 1,089,700 SH 0 SOLE NONE 1,089,700
AMERICAN EXPRESS CO COM 025816109 9,265 179,200 SH 0 SOLE NONE 179,200
AMERICAN TOWER CORP CL A 029912201 14,516 277,400 SH 0 SOLE NONE 277,400
AMERISOURCEBERGEN CORP COM 03073E105 6,446 155,700 SH 0 SOLE NONE 155,700
AMGEN INC COM 031162100 60,197 1,031,654 SH 0 SOLE NONE 1,031,654
AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF5 4,395 4,856,000 SH 0 SOLE NONE 4,856,000
ANADARKO PETE CORP COM 032511107 990 12,900 SH 0 SOLE NONE 12,900
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 81,214 1,400,000 SH 0 SOLE NONE 1,400,000
AON CORP COM 037389103 6,059 118,100 SH 0 SOLE NONE 118,100
APACHE CORP COM 037411105 163,930 1,328,548 SH 0 SOLE NONE 1,328,548
APPLE INC COM 037833100 75,326 224,404 SH 0 SOLE NONE 224,404
ARCHER DANIELS MIDLAND CO COM 039483102 401 13,300 SH 0 SOLE NONE 13,300
ARIBA INC COM NEW 04033V203 1,082 31,400 SH 0 SOLE NONE 31,400
ARM HLDGS PLC SPONSORED ADR 042068106 844 29,700 SH 0 SOLE NONE 29,700
ARROW ELECTRS INC COM 042735100 1,141 27,500 SH 0 SOLE NONE 27,500
ARUBA NETWORKS INC COM 043176106 1,350 45,700 SH 0 SOLE NONE 45,700
ASHLAND INC NEW COM 044209104 194 3,000 SH 0 SOLE NONE 3,000
ASML HOLDING N V NY REG SHS N07059186 2,589 70,050 SH 0 SOLE NONE 70,050
AT&T INC COM 00206R102 38,033 1,210,845 SH 0 SOLE NONE 1,210,845
ATMEL CORP COM 049513104 50,876 3,615,902 SH 0 SOLE NONE 3,615,902
ATWOOD OCEANICS INC COM 050095108 10,079 228,400 SH 0 SOLE NONE 228,400
BAIDU INC SPON ADR REP A 056752108 5,549 39,600 SH 0 SOLE NONE 39,600
BAKER HUGHES INC COM 057224107 11,435 157,600 SH 0 SOLE NONE 157,600
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,930 142,976 SH 0 SOLE NONE 142,976
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 17,187 1,467,727 SH 0 SOLE NONE 1,467,727
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,779 18,960 SH 0 SOLE NONE 18,960
BANK OF AMERICA CORPORATION COM 060505104 90,887 8,292,611 SH 0 SOLE NONE 8,292,611
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 72,363 13,061,910 SH 0 SOLE NONE 13,061,910
BANK OF NEW YORK MELLON CORP COM 064058100 18,446 720,000 SH 0 SOLE NONE 720,000
BARRICK GOLD CORP COM 067901108 403 8,900 SH 0 SOLE NONE 8,900
BAXTER INTL INC COM 071813109 90,233 1,511,694 SH 0 SOLE NONE 1,511,694
BAYTEX ENERGY CORP COM 07317Q105 713 13,100 SH 0 SOLE NONE 13,100
BE AEROSPACE INC COM 073302101 7,056 172,900 SH 0 SOLE NONE 172,900
BECTON DICKINSON & CO COM 075887109 8,617 100,000 SH 0 SOLE NONE 100,000
BIOGEN IDEC INC COM 09062X103 535 5,000 SH 0 SOLE NONE 5,000
BLACKROCK INC COM 09247X101 211 1,100 SH 0 SOLE NONE 1,100
BMC SOFTWARE INC COM 055921100 1,835 33,550 SH 0 SOLE NONE 33,550
BOEING CO COM 097023105 18,443 249,462 SH 0 SOLE NONE 249,462
BRINKER INTL INC COM 109641100 7,054 288,400 SH 0 SOLE NONE 288,400
BRISTOL MYERS SQUIBB CO COM 110122108 5,447 188,100 SH 0 SOLE NONE 188,100
BROADCOM CORP CL A 111320107 2,274 67,600 SH 0 SOLE NONE 67,600
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,134 47,100 SH 0 SOLE NONE 47,100
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 94,823 3,785,330 SH 0 SOLE NONE 3,785,330
BROOKFIELD OFFICE PPTYS INC COM 112900105 37,985 1,970,202 SH 0 SOLE NONE 1,970,202
BUNGE LIMITED COM G16962105 44,034 638,642 SH 0 SOLE NONE 638,642
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 398 11,000 SH 0 SOLE NONE 11,000
CALPINE CORP COM NEW 131347304 37,341 2,314,999 SH 0 SOLE NONE 2,314,999
CAMERON INTERNATIONAL CORP COM 13342B105 9,766 194,200 SH 0 SOLE NONE 194,200
CAPITAL ONE FINL CORP COM 14040H105 408 7,900 SH 0 SOLE NONE 7,900
CARBO CERAMICS INC COM 140781105 652 4,000 SH 0 SOLE NONE 4,000
CARRIZO OIL & CO INC COM 144577103 9,072 217,300 SH 0 SOLE NONE 217,300
CB RICHARD ELLIS GROUP INC CL A 12497T101 969 38,600 SH 0 SOLE NONE 38,600
CBS CORP NEW CL B 124857202 11,781 413,500 SH 0 SOLE NONE 413,500
CELANESE CORP DEL COM SER A 150870103 762 14,300 SH 0 SOLE NONE 14,300
CELGENE CORP COM 151020104 302 5,000 SH 0 SOLE NONE 5,000
CENTURYLINK INC COM 156700106 9,315 230,400 SH 0 SOLE NONE 230,400
CEPHALON INC COM 156708109 328 4,100 SH 0 SOLE NONE 4,100
CEPHEID COM 15670R107 502 14,500 SH 0 SOLE NONE 14,500
CERADYNE INC COM 156710105 456 11,700 SH 0 SOLE NONE 11,700
CF INDS HLDGS INC COM 125269100 17,036 120,250 SH 0 SOLE NONE 120,250
CHECK POINT SOFTWARE TECH LT ORD M22465104 15,054 264,800 SH 0 SOLE NONE 264,800
CHEVRON CORP NEW COM 166764100 34,453 335,019 SH 0 SOLE NONE 335,019
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 9,920 255,000 SH 0 SOLE NONE 255,000
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 50,522 1,080,000 SH 0 SOLE NONE 1,080,000
CIMAREX ENERGY CO COM 171798101 998 11,100 SH 0 SOLE NONE 11,100
CINEMARK HOLDINGS INC COM 17243V102 735 35,500 SH 0 SOLE NONE 35,500
CISCO SYS INC COM 17275R102 454,794 29,134,794 SH 0 SOLE NONE 29,134,794
CIT GROUP INC COM NEW 125581801 294 6,649 SH 0 SOLE NONE 6,649
CITIGROUP INC COM NEW 172967424 36,660 880,393 SH 0 SOLE NONE 880,393
CITRIX SYS INC COM 177376100 8,120 101,500 SH 0 SOLE NONE 101,500
CLIFFS NATURAL RESOURCES INC COM 18683K101 26,866 290,600 SH 0 SOLE NONE 290,600
CNOOC LTD SPONSORED ADR 126132109 8,247 34,955 SH 0 SOLE NONE 34,955
COCA COLA CO COM 191216100 1,743 25,900 SH 0 SOLE NONE 25,900
COCA COLA ENTERPRISES INC NE COM 19122T109 9,037 309,700 SH 0 SOLE NONE 309,700
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 11,979 128,790 SH 0 SOLE NONE 128,790
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,842 52,387 SH 0 SOLE NONE 52,387
COLGATE PALMOLIVE CO COM 194162103 10,030 114,750 SH 0 SOLE NONE 114,750
COMCAST CORP NEW CL A 20030N101 6,421 253,400 SH 0 SOLE NONE 253,400
COMERICA INC COM 200340107 328 9,500 SH 0 SOLE NONE 9,500
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 540 16,000 SH 0 SOLE NONE 16,000
CONAGRA FOODS INC COM 205887102 276 10,700 SH 0 SOLE NONE 10,700
CONCHO RES INC COM 20605P101 7,063 76,900 SH 0 SOLE NONE 76,900
CONOCOPHILLIPS COM 20825C104 248 3,300 SH 0 SOLE NONE 3,300
CONSOL ENERGY INC COM 20854P109 1,430 29,500 SH 0 SOLE NONE 29,500
CONTINENTAL RESOURCES INC COM 212015101 15,208 234,300 SH 0 SOLE NONE 234,300
COOPER TIRE & RUBR CO COM 216831107 752 38,000 SH 0 SOLE NONE 38,000
CORN PRODS INTL INC COM 219023108 8,900 161,000 SH 0 SOLE NONE 161,000
CORNING INC COM 219350105 3,547 195,400 SH 0 SOLE NONE 195,400
COVENTRY HEALTH CARE INC COM 222862104 2,918 80,000 SH 0 SOLE NONE 80,000
COVIDIEN PLC SHS G2554F113 27,211 511,200 SH 0 SOLE NONE 511,200
CRAY INC COM NEW 225223304 502 78,500 SH 0 SOLE NONE 78,500
CREDIT SUISSE GROUP SPONSORED ADR 225401108 86 2,200 SH 0 SOLE NONE 2,200
CREE INC COM 225447101 148 4,400 SH 0 SOLE NONE 4,400
CUMMINS INC COM 231021106 528 5,100 SH 0 SOLE NONE 5,100
CVS CAREMARK CORPORATION COM 126650100 73,534 1,956,723 SH 0 SOLE NONE 1,956,723
CYPRESS SHARPRIDGE INVTS INC COM 23281A307 92 7,200 SH 0 SOLE NONE 7,200
DARLING INTL INC COM 237266101 3,687 208,300 SH 0 SOLE NONE 208,300
DEAN FOODS CO NEW COM 242370104 5,758 469,300 SH 0 SOLE NONE 469,300
DEERE & CO COM 244199105 453 5,500 SH 0 SOLE NONE 5,500
DELL INC COM 24702R101 9,529 571,600 SH 0 SOLE NONE 571,600
DEVON ENERGY CORP NEW COM 25179M103 17,074 216,650 SH 0 SOLE NONE 216,650
DICKS SPORTING GOODS INC COM 253393102 133 3,450 SH 0 SOLE NONE 3,450
DIGITAL RLTY TR INC COM 253868103 976 15,800 SH 0 SOLE NONE 15,800
DISCOVER FINL SVCS COM 254709108 375,677 14,044,000 SH 0 SOLE NONE 14,044,000
DISNEY WALT CO COM DISNEY 254687106 51,002 1,306,404 SH 0 SOLE NONE 1,306,404
DOLLAR TREE INC COM 256746108 12,968 194,650 SH 0 SOLE NONE 194,650
DOMTAR CORP COM NEW 257559203 4,262 45,000 SH 0 SOLE NONE 45,000
DOVER CORP COM 260003108 6,299 92,900 SH 0 SOLE NONE 92,900
DOW CHEM CO COM 260543103 44,866 1,246,265 SH 0 SOLE NONE 1,246,265
E M C CORP MASS COM 268648102 95,981 3,483,875 SH 0 SOLE NONE 3,483,875
EATON CORP COM 278058102 11,628 226,000 SH 0 SOLE NONE 226,000
EDISON INTL COM 281020107 6,119 157,900 SH 0 SOLE NONE 157,900
EMERGENCY MEDICAL SVCS CORP CL A 29100P102 345 5,400 SH 0 SOLE NONE 5,400
EMERSON ELEC CO COM 291011104 69,737 1,239,770 SH 0 SOLE NONE 1,239,770
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 66 2,200 SH 0 SOLE NONE 2,200
ENERGIZER HLDGS INC COM 29266R108 268 3,700 SH 0 SOLE NONE 3,700
ENSCO PLC SPONSORED ADR 29358Q109 8,239 154,573 SH 0 SOLE NONE 154,573
ENTERGY CORP NEW COM 29364G103 205 3,000 SH 0 SOLE NONE 3,000
EQUIFAX INC COM 294429105 1,805 52,000 SH 0 SOLE NONE 52,000
EQUINIX INC COM NEW 29444U502 49,969 494,647 SH 0 SOLE NONE 494,647
ERICSSON L M TEL CO ADR B SEK 10 294821608 9,111 633,567 SH 0 SOLE NONE 633,567
ETFS PALLADIUM TR SH BEN INT 26923A106 1,170 15,500 SH 0 SOLE NONE 15,500
ETFS PLATINUM TR SH BEN INT 26922V101 2,481 14,500 SH 0 SOLE NONE 14,500
EXPRESS SCRIPTS INC COM 302182100 405 7,500 SH 0 SOLE NONE 7,500
EXXON MOBIL CORP COM 30231G102 196,632 2,416,217 SH 0 SOLE NONE 2,416,217
F5 NETWORKS INC COM 315616102 1,378 12,500 SH 0 SOLE NONE 12,500
FABRINET SHS G3323L100 1,020 42,000 SH 0 SOLE NONE 42,000
FEDEX CORP COM 31428X106 46,097 485,997 SH 0 SOLE NONE 485,997
FOOT LOCKER INC COM 344849104 694 29,200 SH 0 SOLE NONE 29,200
FORD MTR CO DEL COM PAR $0.01 345370860 699 50,700 SH 0 SOLE NONE 50,700
FOREST OIL CORP COM PAR $0.01 346091705 1,806 67,600 SH 0 SOLE NONE 67,600
FORMFACTOR INC COM 346375108 7,372 813,663 SH 0 SOLE NONE 813,663
FOSTER WHEELER AG COM H27178104 22,638 745,153 SH 0 SOLE NONE 745,153
FREEPORT-MCMORAN COPPER & GO COM 35671D857 178,958 3,382,942 SH 0 SOLE NONE 3,382,942
FREQUENCY ELECTRS INC COM 358010106 203 21,400 SH 0 SOLE NONE 21,400
FRESH MKT INC COM 35804H106 530 13,700 SH 0 SOLE NONE 13,700
GENERAL DYNAMICS CORP COM 369550108 5,850 78,500 SH 0 SOLE NONE 78,500
GENERAL ELECTRIC CO COM 369604103 383,613 20,340,050 SH 0 SOLE NONE 20,340,050
GEOGLOBAL RESOURCES INC COM 37249T109 884 1,880,493 SH 0 SOLE NONE 1,880,493
GOLDCORP INC NEW COM 380956409 5,097 105,600 SH 0 SOLE NONE 105,600
GOLDCORP INC NEW NOTE 2.000% 8/0380956AB8 18,850 15,050,000 SH 0 SOLE NONE 15,050,000
GOLDMAN SACHS GROUP INC COM 38141G104 10,208 76,701 SH 0 SOLE NONE 76,701
GOODRICH CORP COM 382388106 898 9,400 SH 0 SOLE NONE 9,400
GOOGLE INC CL A 38259P508 6,996 13,816 SH 0 SOLE NONE 13,816
GRAINGER W W INC COM 384802104 63,424 412,780 SH 0 SOLE NONE 412,780
GRAN TIERRA ENERGY INC COM 38500T101 256 38,700 SH 0 SOLE NONE 38,700
GRIFOLS S A SPONSORED ADR 398438309 222 29,545 SH 0 SOLE NONE 29,545
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 6,504 264,400 SH 0 SOLE NONE 264,400
HALLIBURTON CO COM 406216101 59,009 1,157,039 SH 0 SOLE NONE 1,157,039
HANSEN NAT CORP COM 411310105 2,129 26,300 SH 0 SOLE NONE 26,300
HARLEY DAVIDSON INC COM 412822108 5,031 122,800 SH 0 SOLE NONE 122,800
HARRIS CORP DEL COM 413875105 6,313 140,100 SH 0 SOLE NONE 140,100
HEALTH MGMT ASSOC INC NEW CL A 421933102 9,606 891,100 SH 0 SOLE NONE 891,100
HELMERICH & PAYNE INC COM 423452101 9,382 141,900 SH 0 SOLE NONE 141,900
HERSHEY CO COM 427866108 6,788 119,400 SH 0 SOLE NONE 119,400
HESS CORP COM 42809H107 23,531 314,750 SH 0 SOLE NONE 314,750
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 4,712 505,600 SH 0 SOLE NONE 505,600
HONEYWELL INTL INC COM 438516106 12,865 215,900 SH 0 SOLE NONE 215,900
HSBC HLDGS PLC SPON ADR NEW 404280406 104 2,100 SH 0 SOLE NONE 2,100
HUBBELL INC CL B 443510201 8,210 126,400 SH 0 SOLE NONE 126,400
HUMAN GENOME SCIENCES INC COM 444903108 1,855 75,600 SH 0 SOLE NONE 75,600
HUMANA INC COM 444859102 11,775 146,200 SH 0 SOLE NONE 146,200
IAC INTERACTIVECORP COM PAR $.001 44919P508 908 23,800 SH 0 SOLE NONE 23,800
INCYTE CORP COM 45337C102 2,663 140,600 SH 0 SOLE NONE 140,600
INGERSOLL-RAND PLC SHS G47791101 236 5,200 SH 0 SOLE NONE 5,200
INTEL CORP COM 458140100 385,034 17,375,161 SH 0 SOLE NONE 17,375,161
INTERCONTINENTALEXCHANGE INC COM 45865V100 274 2,200 SH 0 SOLE NONE 2,200
INTERNATIONAL BUSINESS MACHS COM 459200101 14,067 82,000 SH 0 SOLE NONE 82,000
INTUIT COM 461202103 6,939 133,800 SH 0 SOLE NONE 133,800
INTUITIVE SURGICAL INC COM NEW 46120E602 558 1,500 SH 0 SOLE NONE 1,500
INVESCO LTD SHS G491BT108 711 30,400 SH 0 SOLE NONE 30,400
INVESCO MORTGAGE CAPITAL INC COM 46131B100 209 9,900 SH 0 SOLE NONE 9,900
ISHARES SILVER TRUST ISHARES 46428Q109 3,859 114,000 SH 0 SOLE NONE 114,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 35,643 1,513,509 SH 0 SOLE NONE 1,513,509
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,131 67,900 SH 0 SOLE NONE 67,900
JOHNSON & JOHNSON COM 478160104 160 2,400 SH 0 SOLE NONE 2,400
JOHNSON CTLS INC COM 478366107 2,791 67,000 SH 0 SOLE NONE 67,000
JPMORGAN CHASE & CO COM 46625H100 493,014 12,042,345 SH 0 SOLE NONE 12,042,345
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 133,672 9,923,718 SH 0 SOLE NONE 9,923,718
JUNIPER NETWORKS INC COM 48203R104 5,733 182,000 SH 0 SOLE NONE 182,000
KANSAS CITY SOUTHERN COM NEW 485170302 10,359 174,600 SH 0 SOLE NONE 174,600
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 2,785 58,256 SH 0 SOLE NONE 58,256
KELLOGG CO COM 487836108 8,420 152,200 SH 0 SOLE NONE 152,200
KLA-TENCOR CORP COM 482480100 19,433 480,074 SH 0 SOLE NONE 480,074
KOHLS CORP COM 500255104 915 18,300 SH 0 SOLE NONE 18,300
KRAFT FOODS INC CL A 50075N104 356 10,100 SH 0 SOLE NONE 10,100
KROGER CO COM 501044101 221 8,900 SH 0 SOLE NONE 8,900
KRONOS WORLDWIDE INC COM 50105F105 7,054 224,300 SH 0 SOLE NONE 224,300
LAM RESEARCH CORP COM 512807108 270 6,100 SH 0 SOLE NONE 6,100
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 31,464 1,194,530 SH 0 SOLE NONE 1,194,530
LAUDER ESTEE COS INC CL A 518439104 3,924 37,300 SH 0 SOLE NONE 37,300
LAZARD LTD SHS A G54050102 7,160 193,000 SH 0 SOLE NONE 193,000
LEAR CORP COM NEW 521865204 8,364 156,400 SH 0 SOLE NONE 156,400
LIFEPOINT HOSPITALS INC COM 53219L109 449 11,500 SH 0 SOLE NONE 11,500
LILLY ELI & CO COM 532457108 253,115 6,744,343 SH 0 SOLE NONE 6,744,343
LIMITED BRANDS INC COM 532716107 7,244 188,400 SH 0 SOLE NONE 188,400
LOWES COS INC COM 548661107 85 3,650 SH 0 SOLE NONE 3,650
MARATHON OIL CORP COM 565849106 10,117 192,050 SH 0 SOLE NONE 192,050
MARTIN MARIETTA MATLS INC COM 573284106 191,928 2,400,000 SH 0 SOLE NONE 2,400,000
MASTERCARD INC CL A 57636Q104 41,163 136,600 SH 0 SOLE NONE 136,600
MATTEL INC COM 577081102 305 11,100 SH 0 SOLE NONE 11,100
MCCORMICK & CO INC COM NON VTG 579780206 6,092 122,900 SH 0 SOLE NONE 122,900
MCDONALDS CORP COM 580135101 7,698 91,300 SH 0 SOLE NONE 91,300
MEAD JOHNSON NUTRITION CO COM 582839106 8,606 127,400 SH 0 SOLE NONE 127,400
MEADWESTVACO CORP COM 583334107 6,889 206,800 SH 0 SOLE NONE 206,800
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 19,497 510,800 SH 0 SOLE NONE 510,800
MEDTRONIC INC COM 585055106 2,239 58,100 SH 0 SOLE NONE 58,100
MENS WEARHOUSE INC COM 587118100 984 29,200 SH 0 SOLE NONE 29,200
MERCK & CO INC NEW COM 58933Y105 91,109 2,581,735 SH 0 SOLE NONE 2,581,735
MERITAGE HOMES CORP COM 59001A102 790 35,000 SH 0 SOLE NONE 35,000
METLIFE INC COM 59156R108 7,263 165,550 SH 0 SOLE NONE 165,550
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/155303QAE0 18,944 17,500,000 SH 0 SOLE NONE 17,500,000
MICROSOFT CORP COM 594918104 357,841 13,763,125 SH 0 SOLE NONE 13,763,125
MILLER INDS INC TENN COM NEW 600551204 2,668 142,764 SH 0 SOLE NONE 142,764
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5,551 291,850 SH 0 SOLE NONE 291,850
MOODYS CORP COM 615369105 173 4,500 SH 0 SOLE NONE 4,500
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,915 41,600 SH 0 SOLE NONE 41,600
MURPHY OIL CORP COM 626717102 269 4,100 SH 0 SOLE NONE 4,100
NATIONAL OILWELL VARCO INC COM 637071101 121,921 1,558,898 SH 0 SOLE NONE 1,558,898
NEOPHOTONICS CORP COM 64051T100 747 108,000 SH 0 SOLE NONE 108,000
NETAPP INC COM 64110D104 19,735 373,905 SH 0 SOLE NONE 373,905
NETFLIX INC COM 64110L106 1,497 5,700 SH 0 SOLE NONE 5,700
NETLOGIC MICROSYSTEMS INC COM 64118B100 1,047 25,900 SH 0 SOLE NONE 25,900
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,525 40,500 SH 0 SOLE NONE 40,500
NEW YORK CMNTY BANCORP INC COM 649445103 2,713 181,000 SH 0 SOLE NONE 181,000
NEWCASTLE INVT CORP COM 65105M108 23,326 SH 0 SOLE NONE 23,326
NEWFIELD EXPL CO COM 651290108 1,806 26,550 SH 0 SOLE NONE 26,550
NEXTERA ENERGY INC COM 65339F101 368 6,400 SH 0 SOLE NONE 6,400
NIKE INC CL B 654106103 6,611 73,469 SH 0 SOLE NONE 73,469
NOBLE ENERGY INC COM 655044105 15,466 172,550 SH 0 SOLE NONE 172,550
NORFOLK SOUTHERN CORP COM 655844108 94,073 1,255,484 SH 0 SOLE NONE 1,255,484
NORTHWEST BANCSHARES INC MD COM 667340103 532 42,300 SH 0 SOLE NONE 42,300
NUANCE COMMUNICATIONS INC COM 67020Y100 1,971 91,800 SH 0 SOLE NONE 91,800
NV ENERGY INC COM 67073Y106 2 100 SH 0 SOLE NONE 100
NXP SEMICONDUCTORS N V COM N6596X109 9,019 337,400 SH 0 SOLE NONE 337,400
OCCIDENTAL PETE CORP DEL COM 674599105 393,462 3,781,838 SH 0 SOLE NONE 3,781,838
OFFICEMAX INC DEL COM 67622P101 68 8,700 SH 0 SOLE NONE 8,700
OMNIVISION TECHNOLOGIES INC COM 682128103 223 6,400 SH 0 SOLE NONE 6,400
ORACLE CORP COM 68389X105 24,487 744,073 SH 0 SOLE NONE 744,073
OTELCO INC UNIT 99/99/9999 688823202 24,115 1,300,007 SH 0 SOLE NONE 1,300,007
OWENS CORNING NEW COM 690742101 702 18,800 SH 0 SOLE NONE 18,800
OWENS ILL INC COM NEW 690768403 3,226 125,000 SH 0 SOLE NONE 125,000
PARKER HANNIFIN CORP COM 701094104 736 8,200 SH 0 SOLE NONE 8,200
PATTERSON UTI ENERGY INC COM 703481101 150,325 4,755,600 SH 0 SOLE NONE 4,755,600
PEABODY ENERGY CORP COM 704549104 9,367 159,000 SH 0 SOLE NONE 159,000
PEBBLEBROOK HOTEL TR COM 70509V100 6,881 340,821 SH 0 SOLE NONE 340,821
PENN NATL GAMING INC COM 707569109 658 16,300 SH 0 SOLE NONE 16,300
PEPSICO INC COM 713448108 60,363 857,057 SH 0 SOLE NONE 857,057
PERRIGO CO COM 714290103 2,768 31,500 SH 0 SOLE NONE 31,500
PETROCHINA CO LTD SPONSORED ADR 71646E100 5,857 40,105 SH 0 SOLE NONE 40,105
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15,910 469,873 SH 0 SOLE NONE 469,873
PETSMART INC COM 716768106 213,239 4,700,000 SH 0 SOLE NONE 4,700,000
PFIZER INC COM 717081103 663 32,200 SH 0 SOLE NONE 32,200
PHILIP MORRIS INTL INC COM 718172109 9,371 140,350 SH 0 SOLE NONE 140,350
PINNACLE WEST CAP CORP COM 723484101 263 5,900 SH 0 SOLE NONE 5,900
PIONEER NAT RES CO COM 723787107 1,666 18,600 SH 0 SOLE NONE 18,600
PLAINS EXPL& PRODTN CO COM 726505100 1,113 29,200 SH 0 SOLE NONE 29,200
PLANTRONICS INC NEW COM 727493108 5,439 148,900 SH 0 SOLE NONE 148,900
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 10,678 859,780 SH 0 SOLE NONE 859,780
POLYCOM INC COM 73172K104 1,440 22,400 SH 0 SOLE NONE 22,400
POLYPORE INTL INC COM 73179V103 3,541 52,200 SH 0 SOLE NONE 52,200
POPULAR INC COM 733174106 4,409 1,597,600 SH 0 SOLE NONE 1,597,600
PPL CORP COM 69351T106 19,551 702,500 SH 0 SOLE NONE 702,500
PRAXAIR INC COM 74005P104 17,395 160,483 SH 0 SOLE NONE 160,483
PRECISION CASTPARTS CORP COM 740189105 675 4,100 SH 0 SOLE NONE 4,100
PRICE T ROWE GROUP INC COM 74144T108 8,580 142,200 SH 0 SOLE NONE 142,200
PRICELINE COM INC COM NEW 741503403 14,129 27,600 SH 0 SOLE NONE 27,600
PROCTER & GAMBLE CO COM 742718109 67,281 1,058,382 SH 0 SOLE NONE 1,058,382
PROGRESSIVE CORP OHIO COM 743315103 323 15,100 SH 0 SOLE NONE 15,100
PROLOGIS INC COM 74340W103 780 21,757 SH 0 SOLE NONE 21,757
PRUDENTIAL FINL INC COM 744320102 280 4,400 SH 0 SOLE NONE 4,400
PSS WORLD MED INC COM 69366A100 5,837 208,400 SH 0 SOLE NONE 208,400
QUALCOMM INC COM 747525103 32,345 569,554 SH 0 SOLE NONE 569,554
QUESTAR CORP COM 748356102 1,267 71,550 SH 0 SOLE NONE 71,550
RACKSPACE HOSTING INC COM 750086100 1,000 23,400 SH 0 SOLE NONE 23,400
RADIOSHACK CORP COM 750438103 193 14,500 SH 0 SOLE NONE 14,500
RANDGOLD RES LTD ADR 752344309 12,616 150,100 SH 0 SOLE NONE 150,100
RANGE RES CORP COM 75281A109 7,504 135,200 SH 0 SOLE NONE 135,200
REINSURANCE GROUP AMER INC COM NEW 759351604 8,545 140,400 SH 0 SOLE NONE 140,400
REPUBLIC SVCS INC COM 760759100 271 8,800 SH 0 SOLE NONE 8,800
RESEARCH IN MOTION LTD COM 760975102 14,942 517,904 SH 0 SOLE NONE 517,904
ROCKWOOD HLDGS INC COM 774415103 387 7,000 SH 0 SOLE NONE 7,000
ROYAL GOLD INC COM 780287108 88 1,500 SH 0 SOLE NONE 1,500
SALESFORCE COM INC COM 79466L302 2,011 13,500 SH 0 SOLE NONE 13,500
SANDISK CORP COM 80004C101 320 7,700 SH 0 SOLE NONE 7,700
SAP AG SPON ADR 803054204 291 4,800 SH 0 SOLE NONE 4,800
SARA LEE CORP COM 803111103 5,287 278,400 SH 0 SOLE NONE 278,400
SBA COMMUNICATIONS CORP COM 78388J106 2,123 55,600 SH 0 SOLE NONE 55,600
SCHLUMBERGER LTD COM 806857108 162,286 1,878,311 SH 0 SOLE NONE 1,878,311
SCOTTS MIRACLE GRO CO CL A 810186106 210 4,100 SH 0 SOLE NONE 4,100
SEAGATE TECHNOLOGY PLC SHS G7945M107 69,488 4,299,998 SH 0 SOLE NONE 4,299,998
SEMPRA ENERGY COM 816851109 47,239 893,331 SH 0 SOLE NONE 893,331
SERVICESOURCE INTL LLC COM 81763U100 469 21,100 SH 0 SOLE NONE 21,100
SIGNATURE BK NEW YORK N Y COM 82669G104 7,116 124,400 SH 0 SOLE NONE 124,400
SILGAN HOLDINGS INC COM 827048109 295 7,200 SH 0 SOLE NONE 7,200
SIRONA DENTAL SYSTEMS INC COM 82966C103 9,553 179,900 SH 0 SOLE NONE 179,900
SIX FLAGS ENTMT CORP NEW COM 83001A102 644 17,200 SH 0 SOLE NONE 17,200
SL GREEN RLTY CORP COM 78440X101 5,088 61,400 SH 0 SOLE NONE 61,400
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 7,605 1,334,179 SH 0 SOLE NONE 1,334,179
SMITH A O COM 831865209 222 5,250 SH 0 SOLE NONE 5,250
SMUCKER J M CO COM NEW 832696405 4,357 57,000 SH 0 SOLE NONE 57,000
SNYDERS-LANCE INC COM 833551104 93 4,300 SH 0 SOLE NONE 4,300
SONUS NETWORKS INC COM 835916107 40 12,300 SH 0 SOLE NONE 12,300
SOUTHWESTERN ENERGY CO COM 845467109 19,890 463,860 SH 0 SOLE NONE 463,860
SPDR GOLD TRUST GOLD SHS 78463V107 33,819 231,670 SH 0 SOLE NONE 231,670
SPECTRA ENERGY CORP COM 847560109 71,571 2,611,120 SH 0 SOLE NONE 2,611,120
STAPLES INC COM 855030102 10,796 683,283 SH 0 SOLE NONE 683,283
STARBUCKS CORP COM 855244109 3,886 98,400 SH 0 SOLE NONE 98,400
STARWOOD PPTY TR INC COM 85571B105 60,474 2,948,502 SH 0 SOLE NONE 2,948,502
STILLWATER MNG CO COM 86074Q102 2,714 123,300 SH 0 SOLE NONE 123,300
STMICROELECTRONICS N V NY REGISTRY 861012102 931 93,500 SH 0 SOLE NONE 93,500
SXC HEALTH SOLUTIONS CORP COM 78505P100 3,877 65,800 SH 0 SOLE NONE 65,800
SYMANTEC CORP COM 871503108 36,553 1,853,607 SH 0 SOLE NONE 1,853,607
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 392,439 31,121,222 SH 0 SOLE NONE 31,121,222
TATA MTRS LTD SPONSORED ADR 876568502 20,436 907,842 SH 0 SOLE NONE 907,842
TCF FINL CORP COM 872275102 121 8,800 SH 0 SOLE NONE 8,800
TD AMERITRADE HLDG CORP COM 87236Y108 34,972 1,792,517 SH 0 SOLE NONE 1,792,517
TE CONNECTIVITY LTD REG SHS H84989104 6,143 167,100 SH 0 SOLE NONE 167,100
TELEDYNE TECHNOLOGIES INC COM 879360105 252 5,000 SH 0 SOLE NONE 5,000
TELENAV INC COM 879455103 399 22,500 SH 0 SOLE NONE 22,500
TEMPLE INLAND INC COM 879868107 291 9,800 SH 0 SOLE NONE 9,800
TERADATA CORP DEL COM 88076W103 12,046 200,100 SH 0 SOLE NONE 200,100
TEREX CORP NEW COM 880779103 4,817 169,300 SH 0 SOLE NONE 169,300
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,446 92,200 SH 0 SOLE NONE 92,200
THERMO FISHER SCIENTIFIC INC COM 883556102 7,868 122,200 SH 0 SOLE NONE 122,200
TIBCO SOFTWARE INC COM 88632Q103 284 9,800 SH 0 SOLE NONE 9,800
TIFFANY & CO NEW COM 886547108 43,520 554,252 SH 0 SOLE NONE 554,252
TJX COS INC NEW COM 872540109 4,112 78,270 SH 0 SOLE NONE 78,270
TOTAL SYS SVCS INC COM 891906109 5,110 275,000 SH 0 SOLE NONE 275,000
TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 372 380,000 SH 0 SOLE NONE 380,000
TRANSOCEAN LTD REG SHS H8817H100 516 8,000 SH 0 SOLE NONE 8,000
TRINITY INDS INC COM 896522109 14,663 420,378 SH 0 SOLE NONE 420,378
TRIUMPH GROUP INC NEW COM 896818101 3,593 36,082 SH 0 SOLE NONE 36,082
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 431 7,300 SH 0 SOLE NONE 7,300
TUPPERWARE BRANDS CORP COM 899896104 863 12,800 SH 0 SOLE NONE 12,800
TYCO INTERNATIONAL LTD SHS H89128104 4,439 89,800 SH 0 SOLE NONE 89,800
ULTRA PETROLEUM CORP COM 903914109 30,672 669,700 SH 0 SOLE NONE 669,700
UNION PAC CORP COM 907818108 18,823 180,300 SH 0 SOLE NONE 180,300
UNIT CORP COM 909218109 353 5,800 SH 0 SOLE NONE 5,800
UNITED CONTL HLDGS INC COM 910047109 23,866 1,054,617 SH 0 SOLE NONE 1,054,617
UNITED RENTALS INC COM 911363109 1,034 40,700 SH 0 SOLE NONE 40,700
UNITED TECHNOLOGIES CORP COM 913017109 28,318 319,944 SH 0 SOLE NONE 319,944
UNITEDHEALTH GROUP INC COM 91324P102 12,271 237,900 SH 0 SOLE NONE 237,900
UNUM GROUP COM 91529Y106 6,080 238,600 SH 0 SOLE NONE 238,600
VALE S A ADR 91912E105 14,093 441,107 SH 0 SOLE NONE 441,107
VALERO ENERGY CORP NEW COM 91913Y100 350 13,700 SH 0 SOLE NONE 13,700
VERIFONE SYS INC COM 92342Y109 10,564 238,200 SH 0 SOLE NONE 238,200
VERINT SYS INC COM 92343X100 489 13,200 SH 0 SOLE NONE 13,200
VERIZON COMMUNICATIONS INC COM 92343V104 469 12,600 SH 0 SOLE NONE 12,600
VIACOM INC NEW CL B 92553P201 7,507 147,200 SH 0 SOLE NONE 147,200
VISA INC COM CL A 92826C839 5,881 69,790 SH 0 SOLE NONE 69,790
VMWARE INC CL A COM 928563402 3,157 31,500 SH 0 SOLE NONE 31,500
WALTER ENERGY INC COM 93317Q105 4,922 42,500 SH 0 SOLE NONE 42,500
WASHINGTON POST CO CL B 939640108 4,776 11,400 SH 0 SOLE NONE 11,400
WATSON PHARMACEUTICALS INC COM 942683103 11,533 167,800 SH 0 SOLE NONE 167,800
WEBMD HEALTH CORP COM 94770V102 451 9,900 SH 0 SOLE NONE 9,900
WELLS FARGO & CO NEW COM 949746101 142,501 5,078,456 SH 0 SOLE NONE 5,078,456
WELLS FARGO & CO NEW *W EXP 10/28/201 949746119 7,335 787,900 SH 0 SOLE NONE 787,900
WERNER ENTERPRISES INC COM 950755108 556 22,200 SH 0 SOLE NONE 22,200
WESCO INTL INC COM 95082P105 1,163 21,500 SH 0 SOLE NONE 21,500
WGL HLDGS INC COM 92924F106 4,542 118,000 SH 0 SOLE NONE 118,000
WHITING PETE CORP NEW COM 966387102 16,493 289,800 SH 0 SOLE NONE 289,800
WYNDHAM WORLDWIDE CORP COM 98310W108 10,206 303,300 SH 0 SOLE NONE 303,300
XCEL ENERGY INC COM 98389B100 21,520 885,600 SH 0 SOLE NONE 885,600
XL GROUP PLC SHS G98290102 402 18,300 SH 0 SOLE NONE 18,300
YUM BRANDS INC COM 988498101 470 8,500 SH 0 SOLE NONE 8,500
ZIMMER HLDGS INC COM 98956P102 8,867 140,300 SH 0 SOLE NONE 140,300