-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, ELqB8hhY+Noq0GsK09p+hMehe50pPjZtQ718Al4yfdRsCcap0TprMmbz2hbe/OUn 1lXX9sLAx+Dj1z1hCWAySA== 0001085146-10-000853.txt : 20101102 0001085146-10-000853.hdr.sgml : 20101102 20101102125058 ACCESSION NUMBER: 0001085146-10-000853 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101102 DATE AS OF CHANGE: 20101102 EFFECTIVENESS DATE: 20101102 FILER: COMPANY DATA: COMPANY CONFORMED NAME: QS Investors, LLC CENTRAL INDEX KEY: 0001501436 IRS NUMBER: 273203566 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14009 FILM NUMBER: 101157299 BUSINESS ADDRESS: STREET 1: 880 3RD AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 2128869200 MAIL ADDRESS: STREET 1: 880 3RD AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 qs3q10.txt QS INVESTORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: QS Investors, LLC Address: 880 3rd Avenue, 7th Floor New York, NY 10022 13F File Number: 028-NEW The 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: Steven R. Ducker Title: Chief Compliance Officer Phone: 212.886.9217 Signature, Place, and Date of Signing: /s/ Steven R. Ducker New York, NY November 01, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 870 Form 13F Information Table Value Total: $6,014,385 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 92582 1067759 SH SOLE 1067759 0 0 A H BELO CORP COM CL A 001282102 108 15300 SH SOLE 15300 0 0 AARONS INC COM 002535201 1313 71200 SH SOLE 71200 0 0 ABBOTT LABS COM 002824100 6244 119498 SH SOLE 119498 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1061 24979 SH SOLE 24979 0 0 ACE LTD SHS H0023R105 40203 690200 SH SOLE 690200 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5175 478400 SH SOLE 478400 0 0 ADOBE SYS INC COM 00724F101 947 36192 SH SOLE 36192 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 23112 393900 SH SOLE 393900 0 0 ADVANCED MICRO DEVICES INC COM 007903107 133 18646 SH SOLE 18646 0 0 AEROPOSTALE COM 007865108 207 8900 SH SOLE 8900 0 0 AES CORP COM 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34100 0 0 APOLLO GROUP INC CL A 037604105 4354 84810 SH SOLE 84810 0 0 APPLE INC COM 037833100 87919 309841 SH SOLE 309841 0 0 APPLIED MATLS INC COM 038222105 1006 86103 SH SOLE 86103 0 0 ARCH CAP GROUP LTD ORD G0450A105 6646 79300 SH SOLE 79300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 47940 1501846 SH SOLE 1501846 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 1191 34300 SH SOLE 34300 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 3819 92000 SH SOLE 92000 0 0 ARROW ELECTRS INC COM 042735100 21793 815300 SH SOLE 815300 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 2931 323900 SH SOLE 323900 0 0 ASHLAND INC NEW COM 044209104 17810 365200 SH SOLE 365200 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 11076 365800 SH SOLE 365800 0 0 ASSOCIATED BANC CORP COM 045487105 1696 128600 SH SOLE 128600 0 0 ASSURANT INC COM 04621X108 13313 327087 SH SOLE 327087 0 0 ASSURED GUARANTY LTD COM G0585R106 1757 102700 SH SOLE 102700 0 0 ASTA FDG INC COM 046220109 85 11200 SH SOLE 11200 0 0 AT&T INC COM 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1072668 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1624 62128 SH SOLE 62128 0 0 BARD C R INC COM 067383109 741 9079 SH SOLE 9079 0 0 BARNES & NOBLE INC COM 067774109 4649 286800 SH SOLE 286800 0 0 BARRETT BILL CORP COM 06846N104 1167 32400 SH SOLE 32400 0 0 BARRICK GOLD CORP COM 067901108 10876 234931 SH SOLE 234931 0 0 BAXTER INTL INC COM 071813109 2892 60623 SH SOLE 60623 0 0 BB&T CORP COM 054937107 765 31775 SH SOLE 31775 0 0 BCE INC COM NEW 05534B760 1203 36849 SH SOLE 36849 0 0 BECKMAN COULTER INC COM 075811109 253 5200 SH SOLE 5200 0 0 BECTON DICKINSON & CO COM 075887109 1357 18315 SH SOLE 18315 0 0 BED BATH & BEYOND INC COM 075896100 666 15368 SH SOLE 15368 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 11455 92 SH SOLE 92 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 22590 273211 SH SOLE 273211 0 0 BEST BUY INC COM 086516101 739 18126 SH SOLE 18126 0 0 BIOGEN IDEC INC COM 09062X103 23081 411299 SH SOLE 411299 0 0 BLOCK H & R INC COM 093671105 267 20623 SH SOLE 20623 0 0 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COM 12477X106 199 13100 SH SOLE 13100 0 0 CAL DIVE INTL INC DEL COM 12802T101 256 46800 SH SOLE 46800 0 0 CALPINE CORP COM NEW 131347304 293 23500 SH SOLE 23500 0 0 CAMECO CORP COM 13321L108 366 13100 SH SOLE 13100 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 529 12307 SH SOLE 12307 0 0 CAMPBELL SOUP CO COM 134429109 320 8943 SH SOLE 8943 0 0 CANADIAN NAT RES LTD COM 136385101 808 23300 SH SOLE 23300 0 0 CANADIAN NATL RY CO COM 136375102 1181 18400 SH SOLE 18400 0 0 CANADIAN PAC RY LTD COM 13645T100 367 6000 SH SOLE 6000 0 0 CAPITAL ONE FINL CORP COM 14040H105 70181 1774519 SH SOLE 1774519 0 0 CAPITALSOURCE INC COM 14055X102 4888 915400 SH SOLE 915400 0 0 CARDINAL HEALTH INC COM 14149Y108 56817 1719635 SH SOLE 1719635 0 0 CAREER EDUCATION CORP COM 141665109 13640 635400 SH SOLE 635400 0 0 CAREFUSION CORP COM 14170T101 4668 187867 SH SOLE 187867 0 0 CARIBOU COFFEE INC COM 142042209 123 11800 SH SOLE 11800 0 0 CARLISLE COS INC COM 142339100 7495 250200 SH SOLE 250200 0 0 CARNIVAL CORP 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464286509 8247 294211 SH SOLE 294211 0 0 ISHARES INC MSCI UTD KINGD 464286699 22753 1390741 SH SOLE 1390741 0 0 ISHARES INC MSCI FRANCE 464286707 764 31870 SH SOLE 31870 0 0 ISHARES INC MSCI GERMAN 464286806 5786 263016 SH SOLE 263016 0 0 ISHARES INC MSCI JAPAN 464286848 10704 1082218 SH SOLE 1082218 0 0 ISHARES TR BARCLY USAGG B 464287226 14338 131967 SH SOLE 131967 0 0 ISHARES TR MSCI EMERG MKT 464287234 9375 209400 SH SOLE 209400 0 0 ISHARES TR RUSL 2000 VALU 464287630 39810 643130 SH SOLE 643130 0 0 ISHARES TR MSCI SMALL CAP 464288273 20166 525443 SH SOLE 525443 0 0 ISHARES TR JPMORGAN USD 464288281 16482 148027 SH SOLE 148027 0 0 ITT CORP NEW COM 450911102 322 6882 SH SOLE 6882 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 3451 49100 SH SOLE 49100 0 0 JABIL CIRCUIT INC COM 466313103 10966 761005 SH SOLE 761005 0 0 JAKKS PAC INC COM 47012E106 1758 99600 SH SOLE 99600 0 0 JO-ANN STORES INC COM 47758P307 1822 40900 SH SOLE 40900 0 0 JOHNSON & JOHNSON COM 478160104 41259 665888 SH 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354 8424 SH SOLE 8424 0 0 MCDONALDS CORP COM 580135101 21521 288827 SH SOLE 288827 0 0 MCG CAPITAL CORP COM 58047P107 143 24500 SH SOLE 24500 0 0 MCGRAW HILL COS INC COM 580645109 1040 31468 SH SOLE 31468 0 0 MCKESSON CORP COM 58155Q103 4609 74609 SH SOLE 74609 0 0 MCMORAN EXPLORATION CO COM 582411104 208 12100 SH SOLE 12100 0 0 MDU RES GROUP INC COM 552690109 234 11700 SH SOLE 11700 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 592 10400 SH SOLE 10400 0 0 MEADWESTVACO CORP COM 583334107 2549 104530 SH SOLE 104530 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1895 36418 SH SOLE 36418 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 11729 395600 SH SOLE 395600 0 0 MEDIFAST INC COM 58470H101 2634 97100 SH SOLE 97100 0 0 MEDTRONIC INC COM 585055106 2976 88655 SH SOLE 88655 0 0 MERCK & CO INC NEW COM 58933Y105 7944 215784 SH SOLE 215784 0 0 METLIFE INC COM 59156R108 1396 36309 SH SOLE 36309 0 0 METROPCS COMMUNICATIONS INC COM 591708102 327 31200 SH SOLE 31200 0 0 MF GLOBAL HLDGS LTD COM 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0 0 MULTIMEDIA GAMES INC COM 625453105 102 27600 SH SOLE 27600 0 0 MURPHY OIL CORP COM 626717102 26753 432043 SH SOLE 432043 0 0 MYLAN INC COM 628530107 389 20705 SH SOLE 20705 0 0 NABORS INDUSTRIES LTD SHS G6359F103 631 34937 SH SOLE 34937 0 0 NACCO INDS INC CL A 629579103 638 7300 SH SOLE 7300 0 0 NASDAQ OMX GROUP INC COM 631103108 9530 490500 SH SOLE 490500 0 0 NASH FINCH CO COM 631158102 204 4800 SH SOLE 4800 0 0 NATIONAL HEALTH INVS INC COM 63633D104 590 13400 SH SOLE 13400 0 0 NATIONAL OILWELL VARCO INC COM 637071101 63011 1416935 SH SOLE 1416935 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 3426 88600 SH SOLE 88600 0 0 NETAPP INC COM 64110D104 2015 40477 SH SOLE 40477 0 0 NETFLIX INC COM 64110L106 3438 21200 SH SOLE 21200 0 0 NEW YORK TIMES CO CL A 650111107 2934 379036 SH SOLE 379036 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 577 45700 SH SOLE 45700 0 0 NEWFIELD EXPL CO COM 651290108 3355 58400 SH SOLE 58400 0 0 NEWMONT MINING CORP COM 651639106 21485 342042 SH SOLE 342042 0 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55139 909466 SH SOLE 909466 0 0 NORTHWEST PIPE CO COM 667746101 811 46300 SH SOLE 46300 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 857 108900 SH SOLE 108900 0 0 NOVELL INC COM 670006105 88 14746 SH SOLE 14746 0 0 NRG ENERGY INC COM NEW 629377508 42918 2061479 SH SOLE 2061479 0 0 NSTAR COM 67019E107 534 13600 SH SOLE 13600 0 0 NUCOR CORP COM 670346105 805 21082 SH SOLE 21082 0 0 NVIDIA CORP COM 67066G104 573 49060 SH SOLE 49060 0 0 NYSE EURONEXT COM 629491101 521 18228 SH SOLE 18228 0 0 O REILLY AUTOMOTIVE INC COM 686091109 2590 48700 SH SOLE 48700 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3385 43227 SH SOLE 43227 0 0 OFFICE DEPOT INC COM 676220106 3880 843385 SH SOLE 843385 0 0 OIL STS INTL INC COM 678026105 24794 532601 SH SOLE 532601 0 0 OLD REP INTL CORP COM 680223104 7154 516600 SH SOLE 516600 0 0 OM GROUP INC COM 670872100 4253 141200 SH SOLE 141200 0 0 OMNICARE INC COM 681904108 204 8500 SH SOLE 8500 0 0 OMNICOM GROUP INC COM 681919106 1037 26225 SH SOLE 26225 0 0 OMNOVA 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18600 SH SOLE 18600 0 0 PARTNERRE LTD COM G6852T105 1163 14500 SH SOLE 14500 0 0 PATTERSON COMPANIES INC COM 703395103 330 11552 SH SOLE 11552 0 0 PATTERSON UTI ENERGY INC COM 703481101 13894 813500 SH SOLE 813500 0 0 PAYCHEX INC COM 704326107 670 24385 SH SOLE 24385 0 0 PEABODY ENERGY CORP COM 704549104 1174 23946 SH SOLE 23946 0 0 PENN WEST ENERGY TR TR UNIT 707885109 323 16120 SH SOLE 16120 0 0 PENNEY J C INC COM 708160106 233 8574 SH SOLE 8574 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 12102 924600 SH SOLE 924600 0 0 PEPCO HOLDINGS INC COM 713291102 361 19367 SH SOLE 19367 0 0 PEPSICO INC COM 713448108 5884 88556 SH SOLE 88556 0 0 PERRIGO CO COM 714290103 1419 22100 SH SOLE 22100 0 0 PFIZER INC COM 717081103 11150 649377 SH SOLE 649377 0 0 PG&E CORP COM 69331C108 1809 39818 SH SOLE 39818 0 0 PHH CORP COM NEW 693320202 10147 481900 SH SOLE 481900 0 0 PHI INC COM NON VTG 69336T205 275 17000 SH SOLE 17000 0 0 PHILIP MORRIS INTL INC COM 718172109 7830 139795 SH SOLE 139795 0 0 PHOTRONICS INC COM 719405102 2088 394900 SH SOLE 394900 0 0 PINNACLE WEST CAP CORP COM 723484101 547 13283 SH SOLE 13283 0 0 PIONEER NAT RES CO COM 723787107 794 12200 SH SOLE 12200 0 0 PLANTRONICS INC NEW COM 727493108 328 9700 SH SOLE 9700 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 3668 84300 SH SOLE 84300 0 0 PLUM CREEK TIMBER CO INC COM 729251108 225 6376 SH SOLE 6376 0 0 PNC FINL SVCS GROUP INC COM 693475105 24194 466069 SH SOLE 466069 0 0 PNM RES INC COM 69349H107 541 47500 SH SOLE 47500 0 0 POLO RALPH LAUREN CORP CL A 731572103 203 2262 SH SOLE 2262 0 0 POPULAR INC COM 733174106 4323 1490700 SH SOLE 1490700 0 0 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 369 5700 SH SOLE 5700 0 0 POTASH CORP SASK INC COM 73755L107 1018 7067 SH SOLE 7067 0 0 PPG INDS INC COM 693506107 1516 20832 SH SOLE 20832 0 0 PPL CORP COM 69351T106 1113 40866 SH SOLE 40866 0 0 PRAXAIR INC COM 74005P104 1451 16080 SH SOLE 16080 0 0 PRECISION CASTPARTS CORP COM 740189105 744 5841 SH SOLE 5841 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 167 16900 SH SOLE 16900 0 0 PRICE T ROWE GROUP INC COM 74144T108 745 14903 SH SOLE 14903 0 0 PRICELINE COM INC COM NEW 741503403 22818 65500 SH SOLE 65500 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 429 16565 SH SOLE 16565 0 0 PRIVATEBANCORP INC COM 742962103 524 46000 SH SOLE 46000 0 0 PROCTER & GAMBLE CO COM 742718109 38407 640411 SH SOLE 640411 0 0 PROGRESS ENERGY INC COM 743263105 28496 641531 SH SOLE 641531 0 0 PROGRESSIVE CORP OHIO COM 743315103 668 31983 SH SOLE 31983 0 0 PROLOGIS SH BEN INT 743410102 192 16294 SH SOLE 16294 0 0 PRUDENTIAL FINL INC COM 744320102 35224 650165 SH SOLE 650165 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1663 29400 SH SOLE 29400 0 0 PUBLIC STORAGE COM 74460D109 1081 11157 SH SOLE 11157 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1678 50731 SH SOLE 50731 0 0 PULTE GROUP INC COM 745867101 118 13447 SH SOLE 13447 0 0 QIAGEN N V ORD N72482107 578 32251 SH SOLE 32251 0 0 QUALCOMM INC COM 747525103 16904 374635 SH SOLE 374635 0 0 QUALITY DISTR INC FLA COM 74756M102 69 10900 SH SOLE 10900 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 252 14600 SH SOLE 14600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 635 12602 SH SOLE 12602 0 0 QUEST SOFTWARE INC COM 74834T103 765 31100 SH SOLE 31100 0 0 QUESTAR CORP COM 748356102 933 53209 SH SOLE 53209 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 705 71000 SH SOLE 71000 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 1264 201732 SH SOLE 201732 0 0 RADIAN GROUP INC COM 750236101 3560 455200 SH SOLE 455200 0 0 RAILAMERICA INC COM 750753402 152 15800 SH SOLE 15800 0 0 RANGE RES CORP COM 75281A109 254 6657 SH SOLE 6657 0 0 RAYONIER INC COM 754907103 11136 222200 SH SOLE 222200 0 0 RAYTHEON CO COM NEW 755111507 24989 546673 SH SOLE 546673 0 0 RED HAT INC COM 756577102 592 14400 SH SOLE 14400 0 0 REGAL BELOIT CORP COM 758750103 1320 22500 SH SOLE 22500 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 15773 2169683 SH SOLE 2169683 0 0 RENT A CTR INC NEW COM 76009N100 2182 97500 SH SOLE 97500 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1813 218900 SH SOLE 218900 0 0 REPUBLIC SVCS INC COM 760759100 7558 247893 SH SOLE 247893 0 0 RESEARCH IN MOTION LTD COM 760975102 2891 59200 SH SOLE 59200 0 0 RETAIL VENTURES INC COM 76128Y102 348 32300 SH SOLE 32300 0 0 REYNOLDS AMERICAN INC COM 761713106 1104 18575 SH SOLE 18575 0 0 ROCKWELL AUTOMATION INC COM 773903109 4379 70927 SH SOLE 70927 0 0 ROCKWELL COLLINS INC COM 774341101 309 5304 SH SOLE 5304 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2620 69800 SH SOLE 69800 0 0 ROSS STORES INC COM 778296103 6527 119500 SH SOLE 119500 0 0 ROWAN COS INC COM 779382100 18190 599126 SH SOLE 599126 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 912 17500 SH SOLE 17500 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 216 53800 SH SOLE 53800 0 0 RYDER SYS INC COM 783549108 25785 602845 SH SOLE 602845 0 0 SAFEWAY INC COM NEW 786514208 517 24428 SH SOLE 24428 0 0 SAIC INC COM 78390X101 287 17900 SH SOLE 17900 0 0 SALESFORCE COM INC COM 79466L302 984 8800 SH SOLE 8800 0 0 SANDISK CORP COM 80004C101 21598 589319 SH SOLE 589319 0 0 SARA LEE CORP COM 803111103 530 39449 SH SOLE 39449 0 0 SBA COMMUNICATIONS CORP COM 78388J106 471 11700 SH SOLE 11700 0 0 SCANA CORP NEW COM 80589M102 540 13400 SH SOLE 13400 0 0 SCHEIN HENRY INC COM 806407102 362 6200 SH SOLE 6200 0 0 SCHLUMBERGER LTD COM 806857108 4320 70096 SH SOLE 70096 0 0 SCHOLASTIC CORP COM 807066105 773 27800 SH SOLE 27800 0 0 SCHOOL SPECIALTY INC COM 807863105 245 18800 SH SOLE 18800 0 0 SCHWAB CHARLES CORP NEW COM 808513105 757 54423 SH SOLE 54423 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 227 4766 SH SOLE 4766 0 0 SEABOARD CORP COM 811543107 453 256 SH SOLE 256 0 0 SEACOR HOLDINGS INC COM 811904101 3075 36100 SH SOLE 36100 0 0 SEADRILL LIMITED SHS G7945E105 1040 35892 SH SOLE 35892 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 393 33400 SH SOLE 33400 0 0 SEALED AIR CORP NEW COM 81211K100 1521 67688 SH SOLE 67688 0 0 SEARS HLDGS CORP COM 812350106 7345 101839 SH SOLE 101839 0 0 SEMPRA ENERGY COM 816851109 1396 25955 SH SOLE 25955 0 0 SFN GROUP INC COM 784153108 143 23800 SH SOLE 23800 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 831 37600 SH SOLE 37600 0 0 SHAW GROUP INC COM 820280105 6792 202400 SH SOLE 202400 0 0 SHERWIN WILLIAMS CO COM 824348106 249 3311 SH SOLE 3311 0 0 SHOE CARNIVAL INC COM 824889109 1062 52500 SH SOLE 52500 0 0 SIEMENS A G SPONSORED ADR 826197501 4753 45100 SH SOLE 45100 0 0 SIGMA ALDRICH CORP COM 826552101 510 8453 SH SOLE 8453 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 318 8200 SH SOLE 8200 0 0 SIGNET JEWELERS LIMITED SHS G81276100 4659 146800 SH SOLE 146800 0 0 SILVER STD RES INC COM 82823L106 260 13000 SH SOLE 13000 0 0 SILVER WHEATON CORP COM 828336107 309 11600 SH SOLE 11600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1368 14741 SH SOLE 14741 0 0 SKYWEST INC COM 830879102 3166 226800 SH SOLE 226800 0 0 SL GREEN RLTY CORP COM 78440X101 1413 22300 SH SOLE 22300 0 0 SLM CORP COM 78442P106 425 36804 SH SOLE 36804 0 0 SMART BALANCE INC COM 83169Y108 737 190100 SH SOLE 190100 0 0 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 693 114900 SH SOLE 114900 0 0 SMITH A O COM 831865209 590 10200 SH SOLE 10200 0 0 SMUCKER J M CO COM NEW 832696405 18027 297800 SH SOLE 297800 0 0 SOUTHERN CO COM 842587107 9880 265339 SH SOLE 265339 0 0 SOUTHWEST AIRLS CO COM 844741108 984 75313 SH SOLE 75313 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 173 13300 SH SOLE 13300 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1033 30900 SH SOLE 30900 0 0 SPARTECH CORP COM NEW 847220209 86 10500 SH SOLE 10500 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 33606 560490 SH SOLE 560490 0 0 SPECTRA ENERGY CORP COM 847560109 870 38527 SH SOLE 38527 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 5303 1145135 SH SOLE 1145135 0 0 ST JUDE MED INC COM 790849103 1234 31387 SH SOLE 31387 0 0 STAGE STORES INC COM NEW 85254C305 1360 104600 SH SOLE 104600 0 0 STANDARD MTR PRODS INC COM 853666105 403 38300 SH SOLE 38300 0 0 STANLEY BLACK & DECKER INC COM 854502101 347 5668 SH SOLE 5668 0 0 STAPLES INC COM 855030102 928 44429 SH SOLE 44429 0 0 STARBUCKS CORP COM 855244109 14228 556209 SH SOLE 556209 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 957 18214 SH SOLE 18214 0 0 STATE STR CORP COM 857477103 1316 34943 SH SOLE 34943 0 0 STEC INC COM 784774101 1571 126200 SH SOLE 126200 0 0 STEPAN CO COM 858586100 1678 28400 SH SOLE 28400 0 0 STERICYCLE INC COM 858912108 236 3400 SH SOLE 3400 0 0 STEWART INFORMATION SVCS COR COM 860372101 520 45900 SH SOLE 45900 0 0 STRYKER CORP COM 863667101 1317 26305 SH SOLE 26305 0 0 STUDENT LN CORP COM 863902102 392 13200 SH SOLE 13200 0 0 STURM RUGER & CO INC COM 864159108 246 18000 SH SOLE 18000 0 0 SUN LIFE FINL INC COM 866796105 205 7862 SH SOLE 7862 0 0 SUNCOR ENERGY INC NEW COM 867224107 1231 37700 SH SOLE 37700 0 0 SUNOCO INC COM 86764P109 3490 95620 SH SOLE 95620 0 0 SUNPOWER CORP COM CL A 867652109 154 10700 SH SOLE 10700 0 0 SUNTRUST BKS INC COM 867914103 43137 1669921 SH SOLE 1669921 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 3527 132100 SH SOLE 132100 0 0 SUPERVALU INC COM 868536103 5088 441373 SH SOLE 441373 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 468 55400 SH SOLE 55400 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 299 8200 SH SOLE 8200 0 0 SYMANTEC CORP COM 871503108 953 62798 SH SOLE 62798 0 0 SYMMETRICOM INC COM 871543104 61 10700 SH SOLE 10700 0 0 SYSCO CORP COM 871829107 1158 40607 SH SOLE 40607 0 0 TALISMAN ENERGY INC COM 87425E103 492 28100 SH SOLE 28100 0 0 TARGET CORP COM 87612E106 2628 49151 SH SOLE 49151 0 0 TECH DATA CORP COM 878237106 32504 806500 SH SOLE 806500 0 0 TECK RESOURCES LTD CL B 878742204 550 13324 SH SOLE 13324 0 0 TECUMSEH PRODS CO CL A 878895200 174 15200 SH SOLE 15200 0 0 TEEKAY CORPORATION COM Y8564W103 5073 189800 SH SOLE 189800 0 0 TELEPHONE & DATA SYS INC COM 879433100 8230 250900 SH SOLE 250900 0 0 TELLABS INC COM 879664100 15349 2060463 SH SOLE 2060463 0 0 TELUS CORP NON-VTG SHS 87971M202 995 23400 SH SOLE 23400 0 0 TENET HEALTHCARE CORP COM 88033G100 57 12059 SH SOLE 12059 0 0 TERADATA CORP DEL COM 88076W103 889 23043 SH SOLE 23043 0 0 TESORO CORP COM 881609101 12121 907315 SH SOLE 907315 0 0 TETRA TECH INC NEW COM 88162G103 484 23100 SH SOLE 23100 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 427 8100 SH SOLE 8100 0 0 TEXAS INSTRS INC COM 882508104 2206 81265 SH SOLE 81265 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1326 27658 SH SOLE 27658 0 0 THOMSON REUTERS CORP COM 884903105 1532 40619 SH SOLE 40619 0 0 TIM HORTONS INC COM 88706M103 351 9600 SH SOLE 9600 0 0 TIMBERLAND CO CL A 887100105 1116 56300 SH SOLE 56300 0 0 TIME WARNER CABLE INC COM 88732J207 3246 60147 SH SOLE 60147 0 0 TIME WARNER INC COM NEW 887317303 27008 881147 SH SOLE 881147 0 0 TIMKEN CO COM 887389104 5330 138946 SH SOLE 138946 0 0 TJX COS INC NEW COM 872540109 24601 551221 SH SOLE 551221 0 0 TOMOTHERAPY INC COM 890088107 108 30800 SH SOLE 30800 0 0 TORO CO COM 891092108 2075 36900 SH SOLE 36900 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 799 11000 SH SOLE 11000 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 4523 63200 SH SOLE 63200 0 0 TRACTOR SUPPLY CO COM 892356106 428 10800 SH SOLE 10800 0 0 TRANSALTA CORP COM 89346D107 1006 47000 SH SOLE 47000 0 0 TRANSCANADA CORP COM 89353D107 447 12044 SH SOLE 12044 0 0 TRANSOCEAN LTD REG SHS H8817H100 33489 520900 SH SOLE 520900 0 0 TRAVELERS COMPANIES INC COM 89417E109 41375 794139 SH SOLE 794139 0 0 TRINITY INDS INC COM 896522109 11838 531600 SH SOLE 531600 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1534 159700 SH SOLE 159700 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2016 48500 SH SOLE 48500 0 0 TUESDAY MORNING CORP COM NEW 899035505 968 202800 SH SOLE 202800 0 0 TUTOR PERINI CORP COM 901109108 795 39600 SH SOLE 39600 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 23498 804200 SH SOLE 804200 0 0 TYCO INTERNATIONAL LTD SHS H89128104 815 22175 SH SOLE 22175 0 0 TYSON FOODS INC CL A 902494103 46311 2890801 SH SOLE 2890801 0 0 UBS AG SHS NEW H89231338 2046 119853 SH SOLE 119853 0 0 UMPQUA HLDGS CORP COM 904214103 395 34800 SH SOLE 34800 0 0 UNIFI INC COM 904677101 51 11200 SH SOLE 11200 0 0 UNILEVER PLC SPON ADR NEW 904767704 5107 175500 SH SOLE 175500 0 0 UNION PAC CORP COM 907818108 5368 65628 SH SOLE 65628 0 0 UNISYS CORP COM NEW 909214306 257 9200 SH SOLE 9200 0 0 UNITED PARCEL SERVICE INC CL B 911312106 38889 583118 SH SOLE 583118 0 0 UNITED STATES CELLULAR CORP COM 911684108 3203 69678 SH SOLE 69678 0 0 UNITED STATES STL CORP NEW COM 912909108 416 9487 SH SOLE 9487 0 0 UNITED TECHNOLOGIES CORP COM 913017109 5903 82867 SH SOLE 82867 0 0 UNITEDHEALTH GROUP INC COM 91324P102 79429 2262309 SH SOLE 2262309 0 0 UNIVERSAL AMERICAN CORP COM 913377107 989 67000 SH SOLE 67000 0 0 UNUM GROUP COM 91529Y106 243 10944 SH SOLE 10944 0 0 URS CORP NEW COM 903236107 722 19000 SH SOLE 19000 0 0 US BANCORP DEL COM NEW 902973304 1788 82724 SH SOLE 82724 0 0 USA MOBILITY INC COM 90341G103 677 42200 SH SOLE 42200 0 0 V F CORP COM 918204108 9845 121530 SH SOLE 121530 0 0 VALERO ENERGY CORP NEW COM 91913Y100 40253 2298847 SH SOLE 2298847 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 435 16500 SH SOLE 16500 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 116063 1404096 SH SOLE 1404096 0 0 VANGUARD INDEX FDS STK MRK ETF 922908769 3633 62239 SH SOLE 62239 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 4543 49532 SH SOLE 49532 0 0 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 70074 1543485 SH SOLE 1543485 0 0 VANGUARD TAX-MANAGED FD EUROPE PAC ETF 921943858 1698 49201 SH SOLE 49201 0 0 VARIAN MED SYS INC COM 92220P105 1185 19579 SH SOLE 19579 0 0 VENTAS INC COM 92276F100 278 5400 SH SOLE 5400 0 0 VERIGY LTD SHS Y93691106 96 11800 SH SOLE 11800 0 0 VERISIGN INC COM 92343E102 337 10610 SH SOLE 10610 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 79849 2450095 SH SOLE 2450095 0 0 VIACOM INC NEW CL B 92553P201 1541 42593 SH SOLE 42593 0 0 VIRGIN MEDIA INC COM 92769L101 200 8700 SH SOLE 8700 0 0 VIROPHARMA INC COM 928241108 5524 370500 SH SOLE 370500 0 0 VISA INC COM CL A 92826C839 3698 49800 SH SOLE 49800 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 23937 2472800 SH SOLE 2472800 0 0 VMWARE INC CL A COM 928563402 220 2600 SH SOLE 2600 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 10170 409900 SH SOLE 409900 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 482 67000 SH SOLE 67000 0 0 VORNADO RLTY TR SH BEN INT 929042109 5439 63584 SH SOLE 63584 0 0 VULCAN MATLS CO COM 929160109 293 7938 SH SOLE 7938 0 0 W & T OFFSHORE INC COM 92922P106 210 19800 SH SOLE 19800 0 0 WAL MART STORES INC COM 931142103 61213 1143701 SH SOLE 1143701 0 0 WALGREEN CO COM 931422109 2180 65058 SH SOLE 65058 0 0 WASHINGTON POST CO CL B 939640108 4064 10175 SH SOLE 10175 0 0 WASTE MGMT INC DEL COM 94106L109 742 20772 SH SOLE 20772 0 0 WATERS CORP COM 941848103 5030 71072 SH SOLE 71072 0 0 WATSON PHARMACEUTICALS INC COM 942683103 324 7645 SH SOLE 7645 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 2962 87000 SH SOLE 87000 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 251 14700 SH SOLE 14700 0 0 WEBSTER FINL CORP CONN COM 947890109 1929 109900 SH SOLE 109900 0 0 WELLPOINT INC COM 94973V107 67920 1199141 SH SOLE 1199141 0 0 WELLS FARGO & CO NEW COM 949746101 33901 1348998 SH SOLE 1348998 0 0 WERNER ENTERPRISES INC COM 950755108 285 13900 SH SOLE 13900 0 0 WESCO FINL CORP COM 950817106 823 2300 SH SOLE 2300 0 0 WESTERN DIGITAL CORP COM 958102105 4442 156400 SH SOLE 156400 0 0 WESTERN UN CO COM 959802109 7997 452489 SH SOLE 452489 0 0 WEYERHAEUSER CO COM 962166104 583 36978 SH SOLE 36978 0 0 WHIRLPOOL CORP COM 963320106 12978 160292 SH SOLE 160292 0 0 WHITING PETE CORP NEW COM 966387102 726 7600 SH SOLE 7600 0 0 WHOLE FOODS MKT INC COM 966837106 7733 208352 SH SOLE 208352 0 0 WILLIAMS COS INC DEL COM 969457100 715 37441 SH SOLE 37441 0 0 WINDSTREAM CORP COM 97381W104 840 68356 SH SOLE 68356 0 0 WINN DIXIE STORES INC COM NEW 974280307 479 67200 SH SOLE 67200 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 410 33100 SH SOLE 33100 0 0 WISCONSIN ENERGY CORP COM 976657106 936 16200 SH SOLE 16200 0 0 WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 4586 91131 SH SOLE 91131 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 203 7392 SH SOLE 7392 0 0 WYNN RESORTS LTD COM 983134107 208 2400 SH SOLE 2400 0 0 XCEL ENERGY INC COM 98389B100 1260 54866 SH SOLE 54866 0 0 XEROX CORP COM 984121103 941 90890 SH SOLE 90890 0 0 XILINX INC COM 983919101 491 18448 SH SOLE 18448 0 0 XL GROUP PLC SHS G98290102 5677 262010 SH SOLE 262010 0 0 YAHOO INC COM 984332106 1250 88279 SH SOLE 88279 0 0 YAMANA GOLD INC COM 98462Y100 313 27300 SH SOLE 27300 0 0 YUM BRANDS INC COM 988498101 1017 22080 SH SOLE 22080 0 0 ZIMMER HLDGS INC COM 98956P102 864 16520 SH SOLE 16520 0 0
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