0001085146-11-000761.txt : 20110719 0001085146-11-000761.hdr.sgml : 20110719 20110719080915 ACCESSION NUMBER: 0001085146-11-000761 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110719 DATE AS OF CHANGE: 20110719 EFFECTIVENESS DATE: 20110719 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: 11973883 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 qs2q2011.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: June 30, 2011 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: 028-14009 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 July 18, 2011 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: 818 Form 13F Information Table Value Total: $7,275,583 (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 5500 58059 SH SOLE 58059 0 0 A H BELO CORP COM CL A 001282102 92 12300 SH SOLE 12300 0 0 AARONS INC COM PAR $0.50 002535300 6683 236500 SH SOLE 236500 0 0 ABBOTT LABS COM 002824100 7214 137598 SH SOLE 137598 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2959 44200 SH SOLE 44200 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1389 23079 SH SOLE 23079 0 0 ACE LTD SHS H0023R105 26773 406800 SH SOLE 406800 0 0 ACI WORLDWIDE INC COM 004498101 763 22600 SH SOLE 22600 0 0 ACTIVISION BLIZZARD INC COM 00507V109 9924 849500 SH SOLE 849500 0 0 ADOBE SYS INC COM 00724F101 1185 37792 SH SOLE 37792 0 0 ADVANCED MICRO DEVICES INC COM 007903107 131 18646 SH SOLE 18646 0 0 AES CORP COM 00130H105 5322 418503 SH SOLE 418503 0 0 AETNA INC NEW COM 00817Y108 17798 403997 SH SOLE 403997 0 0 AFLAC INC COM 001055102 999 21466 SH SOLE 21466 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1362 26801 SH SOLE 26801 0 0 AGNICO EAGLE MINES LTD COM 008474108 414 6600 SH SOLE 6600 0 0 AGRIUM INC COM 008916108 471 5400 SH SOLE 5400 0 0 AIR PRODS & CHEMS INC COM 009158106 1926 20231 SH SOLE 20231 0 0 AIRCASTLE LTD COM G0129K104 1952 153400 SH SOLE 153400 0 0 AIRGAS INC COM 009363102 210 3000 SH SOLE 3000 0 0 ALAMO GROUP INC COM 011311107 450 19000 SH SOLE 19000 0 0 ALASKA AIR GROUP INC COM 011659109 12248 178900 SH SOLE 178900 0 0 ALCOA INC COM 013817101 1737 109766 SH SOLE 109766 0 0 ALEXANDER & BALDWIN INC COM 014482103 549 11400 SH SOLE 11400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1319 28100 SH SOLE 28100 0 0 ALLERGAN INC COM 018490102 2151 25935 SH SOLE 25935 0 0 ALLIANT ENERGY CORP COM 018802108 800 19800 SH SOLE 19800 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 12725 221000 SH SOLE 221000 0 0 ALLSTATE CORP COM 020002101 652 21353 SH SOLE 21353 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 869 19179 SH SOLE 19179 0 0 ALTERA CORP COM 021441100 55620 1199962 SH SOLE 1199962 0 0 ALTRA HOLDINGS INC COM 02208R106 283 11800 SH SOLE 11800 0 0 ALTRIA GROUP INC COM 02209S103 3361 127695 SH SOLE 127695 0 0 AMAZON COM INC COM 023135106 4078 19985 SH SOLE 19985 0 0 AMERCO COM 023586100 1105 11500 SH SOLE 11500 0 0 AMEREN CORP COM 023608102 32419 1124318 SH SOLE 1124318 0 0 AMERICAN CAP LTD COM 02503Y103 14347 1445054 SH SOLE 1445054 0 0 AMERICAN ELEC PWR INC COM 025537101 3571 95291 SH SOLE 95291 0 0 AMERICAN EXPRESS CO COM 025816109 3602 69807 SH SOLE 69807 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 37237 1270072 SH SOLE 1270072 0 0 AMERICAN NATL INS CO COM 028591105 620 8000 SH SOLE 8000 0 0 AMERICAN TOWER CORP CL A 029912201 4009 77085 SH SOLE 77085 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1742 59300 SH SOLE 59300 0 0 AMERIGROUP CORP COM 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SOLE 835600 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 3347 268900 SH SOLE 268900 0 0 ASSOCIATED BANC CORP COM 045487105 464 33400 SH SOLE 33400 0 0 AT&T INC COM 00206R102 60590 1935458 SH SOLE 1935458 0 0 AUTODESK INC COM 052769106 516 13355 SH SOLE 13355 0 0 AUTOLIV INC COM 052800109 13901 177200 SH SOLE 177200 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 46538 883513 SH SOLE 883513 0 0 AUTOZONE INC COM 053332102 2461 8348 SH SOLE 8348 0 0 AVALONBAY CMNTYS INC COM 053484101 370 2878 SH SOLE 2878 0 0 AVNET INC COM 053807103 12675 397600 SH SOLE 397600 0 0 AVON PRODS INC COM 054303102 668 24019 SH SOLE 24019 0 0 AVX CORP NEW COM 002444107 1375 90200 SH SOLE 90200 0 0 B & G FOODS INC NEW COM 05508R106 734 35600 SH SOLE 35600 0 0 BAKER HUGHES INC COM 057224107 2280 31499 SH SOLE 31499 0 0 BALL CORP COM 058498106 556 14448 SH SOLE 14448 0 0 BANK MONTREAL QUE COM 063671101 713 11252 SH SOLE 11252 0 0 BANK MUTUAL CORP NEW COM 063750103 59 16200 SH SOLE 16200 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1268 21152 SH SOLE 21152 0 0 BANK OF AMERICA CORPORATION COM 060505104 8285 757168 SH SOLE 757168 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 2137 83628 SH SOLE 83628 0 0 BARD C R INC COM 067383109 1283 11779 SH SOLE 11779 0 0 BARRETT BILL CORP COM 06846N104 760 16400 SH SOLE 16400 0 0 BARRICK GOLD CORP COM 067901108 24422 539431 SH SOLE 539431 0 0 BAXTER INTL INC COM 071813109 4000 67323 SH SOLE 67323 0 0 BB&T CORP COM 054937107 954 35575 SH SOLE 35575 0 0 BCE INC COM NEW 05534B760 2349 60249 SH SOLE 60249 0 0 BECKMAN COULTER INC COM 075811109 455 5500 SH SOLE 5500 0 0 BECTON DICKINSON & CO COM 075887109 2205 25715 SH SOLE 25715 0 0 BED BATH & BEYOND INC COM 075896100 3884 66568 SH SOLE 66568 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7222 93401 SH SOLE 93401 0 0 BEST BUY INC COM 086516101 576 18351 SH SOLE 18351 0 0 BIOGEN IDEC INC COM 09062X103 82436 771099 SH SOLE 771099 0 0 BJS WHOLESALE CLUB INC COM 05548J106 297 5900 SH SOLE 5900 0 0 BLACKROCK INC 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8900 0 0 CAPITAL ONE FINL CORP COM 14040H105 84862 1642419 SH SOLE 1642419 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 446 33300 SH SOLE 33300 0 0 CARDINAL HEALTH INC COM 14149Y108 21121 465235 SH SOLE 465235 0 0 CAREFUSION CORP COM 14170T101 733 27067 SH SOLE 27067 0 0 CARLISLE COS INC COM 142339100 330 6700 SH SOLE 6700 0 0 CARNIVAL CORP PAIRED CTF 143658300 888 23663 SH SOLE 23663 0 0 CATERPILLAR INC DEL COM 149123101 102460 962510 SH SOLE 962510 0 0 CATHAY GENERAL BANCORP COM 149150104 937 57100 SH SOLE 57100 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 312 12428 SH SOLE 12428 0 0 CBS CORP NEW CL B 124857202 86209 3026079 SH SOLE 3026079 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 772 9820 SH SOLE 9820 0 0 CELANESE CORP DEL COM SER A 150870103 213 4000 SH SOLE 4000 0 0 CELGENE CORP COM 151020104 2396 39883 SH SOLE 39883 0 0 CENOVUS ENERGY INC COM 15135U109 1246 33226 SH SOLE 33226 0 0 CENTERPOINT ENERGY INC COM 15189T107 1645 85458 SH SOLE 85458 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 719 70800 SH SOLE 70800 0 0 CENTURYLINK INC COM 156700106 4509 112199 SH SOLE 112199 0 0 CEPHALON INC COM 156708109 24414 305600 SH SOLE 305600 0 0 CERADYNE INC COM 156710105 2694 69100 SH SOLE 69100 0 0 CERNER CORP COM 156782104 1105 18200 SH SOLE 18200 0 0 CEVA INC COM 157210105 210 6900 SH SOLE 6900 0 0 CF INDS HLDGS INC COM 125269100 8144 57500 SH SOLE 57500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1640 55414 SH SOLE 55414 0 0 CHEVRON CORP NEW COM 166764100 153971 1497665 SH SOLE 1497665 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1338 34400 SH SOLE 34400 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 3944 12800 SH SOLE 12800 0 0 CHUBB CORP COM 171232101 37547 599704 SH SOLE 599704 0 0 CHURCH & DWIGHT INC COM 171340102 1583 39200 SH SOLE 39200 0 0 CIBER INC COM 17163B102 81 14600 SH SOLE 14600 0 0 CIGNA CORP COM 125509109 29722 578065 SH SOLE 578065 0 0 CIMAREX ENERGY CO COM 171798101 203 2300 SH SOLE 2300 0 0 CISCO SYS INC COM 17275R102 5335 342148 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SH SOLE 38450 0 0 COMERICA INC COM 200340107 207 5969 SH SOLE 5969 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 914 35400 SH SOLE 35400 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 12146 364100 SH SOLE 364100 0 0 COMPUTER SCIENCES CORP COM 205363104 36555 962952 SH SOLE 962952 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 3321 118400 SH SOLE 118400 0 0 CONAGRA FOODS INC COM 205887102 7761 300919 SH SOLE 300919 0 0 CONCHO RES INC COM 20605P101 448 4900 SH SOLE 4900 0 0 CONOCOPHILLIPS COM 20825C104 123579 1643882 SH SOLE 1643882 0 0 CONSOL ENERGY INC COM 20854P109 786 16300 SH SOLE 16300 0 0 CONSOLIDATED EDISON INC COM 209115104 2498 47169 SH SOLE 47169 0 0 CONSTELLATION BRANDS INC CL A 21036P108 952 45728 SH SOLE 45728 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1475 39110 SH SOLE 39110 0 0 CONTINUCARE CORP COM 212172100 112 18100 SH SOLE 18100 0 0 COOPER COS INC COM NEW 216648402 4027 50800 SH SOLE 50800 0 0 CORE MARK HOLDING CO INC COM 218681104 945 26500 SH SOLE 26500 0 0 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0 0 F M C CORP COM NEW 302491303 206 2400 SH SOLE 2400 0 0 F5 NETWORKS INC COM 315616102 528 4800 SH SOLE 4800 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4352 260500 SH SOLE 260500 0 0 FAMILY DLR STORES INC COM 307000109 251 4772 SH SOLE 4772 0 0 FASTENAL CO COM 311900104 346 9600 SH SOLE 9600 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 547 24700 SH SOLE 24700 0 0 FEDEX CORP COM 31428X106 40431 426305 SH SOLE 426305 0 0 FERRO CORP COM 315405100 917 68200 SH SOLE 68200 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 3892 247200 SH SOLE 247200 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 877 28576 SH SOLE 28576 0 0 FIFTH THIRD BANCORP COM 316773100 372 29211 SH SOLE 29211 0 0 FINISH LINE INC CL A 317923100 203 9500 SH SOLE 9500 0 0 FIRST FINL HLDGS INC COM 320239106 104 11600 SH SOLE 11600 0 0 FIRST MERCHANTS CORP COM 320817109 389 43500 SH SOLE 43500 0 0 FIRST SOLAR INC COM 336433107 251 1900 SH SOLE 1900 0 0 FIRSTENERGY CORP COM 337932107 3615 82347 SH SOLE 82347 0 0 FISERV INC COM 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WESTLAKE CHEM CORP COM 960413102 6681 128700 SH SOLE 128700 0 0 WEYERHAEUSER CO COM 962166104 420 19161 SH SOLE 19161 0 0 WHIRLPOOL CORP COM 963320106 210 2592 SH SOLE 2592 0 0 WHITING PETE CORP NEW COM 966387102 236 4200 SH SOLE 4200 0 0 WHOLE FOODS MKT INC COM 966837106 13045 205652 SH SOLE 205652 0 0 WILLIAMS COS INC DEL COM 969457100 1412 46841 SH SOLE 46841 0 0 WILLIAMS SONOMA INC COM 969904101 3313 90800 SH SOLE 90800 0 0 WINDSTREAM CORP COM 97381W104 1384 107256 SH SOLE 107256 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 121 10100 SH SOLE 10100 0 0 WISCONSIN ENERGY CORP COM 976657106 1461 46800 SH SOLE 46800 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 26435 493941 SH SOLE 493941 0 0 WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 4822 91786 SH SOLE 91786 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 216 6392 SH SOLE 6392 0 0 WYNN RESORTS LTD COM 983134107 64666 450500 SH SOLE 450500 0 0 XCEL ENERGY INC COM 98389B100 2009 83066 SH SOLE 83066 0 0 XEROX CORP COM 984121103 1208 116290 SH SOLE 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