0001085146-11-001031.txt : 20111020 0001085146-11-001031.hdr.sgml : 20111020 20111020065911 ACCESSION NUMBER: 0001085146-11-001031 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111020 DATE AS OF CHANGE: 20111020 EFFECTIVENESS DATE: 20111020 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: 111149101 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 qs3q2011.txt QS INVESTORS, LLC 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, 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 October 20, 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: 752 Form 13F Information Table Value Total: $5,895,797 (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 1602 22299 SH SOLE 22299 0 0 AARONS INC COM PAR $0.50 002535300 9140 362000 SH SOLE 362000 0 0 ABBOTT LABS COM 002824100 49834 974204 SH SOLE 974204 0 0 ABERCROMBIE & FITCH CO CL A 002896207 10675 173400 SH SOLE 173400 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1538 29179 SH SOLE 29179 0 0 ACE LTD SHS H0023R105 41619 686800 SH SOLE 686800 0 0 ACI WORLDWIDE INC COM 004498101 581 21100 SH SOLE 21100 0 0 ACTIVISION BLIZZARD INC COM 00507V109 17620 1480700 SH SOLE 1480700 0 0 ADOBE SYS INC COM 00724F101 670 27700 SH SOLE 27700 0 0 AES CORP COM 00130H105 1541 157500 SH SOLE 157500 0 0 AETNA INC NEW COM 00817Y108 50012 1375700 SH SOLE 1375700 0 0 AFLAC INC COM 001055102 3212 91900 SH SOLE 91900 0 0 AGCO CORP COM 001084102 6205 179500 SH SOLE 179500 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 818 26100 SH SOLE 26100 0 0 AGNICO EAGLE MINES LTD COM 008474108 343 5700 SH SOLE 5700 0 0 AGRIUM INC COM 008916108 355 5300 SH SOLE 5300 0 0 AIR PRODS & CHEMS INC COM 009158106 1079 14100 SH SOLE 14100 0 0 AIRCASTLE LTD COM G0129K104 1015 106700 SH SOLE 106700 0 0 ALAMO GROUP INC COM 011311107 395 19000 SH SOLE 19000 0 0 ALASKA AIR GROUP INC COM 011659109 13494 239700 SH SOLE 239700 0 0 ALCOA INC COM 013817101 541 56400 SH SOLE 56400 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 4998 78000 SH SOLE 78000 0 0 ALLERGAN INC COM 018490102 1603 19400 SH SOLE 19400 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 5766 62200 SH SOLE 62200 0 0 ALLIANT ENERGY CORP COM 018802108 769 19800 SH SOLE 19800 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 986 18100 SH SOLE 18100 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 8410 156600 SH SOLE 156600 0 0 ALLSTATE CORP COM 020002101 249 10497 SH SOLE 10497 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 246 13927 SH SOLE 13927 0 0 ALTERA CORP COM 021441100 26524 841200 SH SOLE 841200 0 0 ALTRIA GROUP INC COM 02209S103 1883 70103 SH SOLE 70103 0 0 AMAZON COM INC COM 023135106 3096 14300 SH SOLE 14300 0 0 AMDOCS LTD ORD G02602103 2104 77600 SH SOLE 77600 0 0 AMERCO COM 023586100 331 5300 SH SOLE 5300 0 0 AMEREN CORP COM 023608102 38028 1277300 SH SOLE 1277300 0 0 AMERICAN CAP LTD COM 02503Y103 16041 2352154 SH SOLE 2352154 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 16572 611500 SH SOLE 611500 0 0 AMERICAN ELEC PWR INC COM 025537101 3217 84392 SH SOLE 84392 0 0 AMERICAN EXPRESS CO COM 025816109 3719 82800 SH SOLE 82800 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 6098 277796 SH SOLE 277796 0 0 AMERICAN NATL INS CO COM 028591105 208 3000 SH SOLE 3000 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 343 10100 SH SOLE 10100 0 0 AMERICAN TOWER CORP CL A 029912201 3653 67700 SH SOLE 67700 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1604 53100 SH SOLE 53100 0 0 AMERIGROUP CORP COM 03073T102 3640 93300 SH SOLE 93300 0 0 AMERIPRISE FINL INC COM 03076C106 470 11920 SH SOLE 11920 0 0 AMERISOURCEBERGEN CORP COM 03073E105 7647 205100 SH SOLE 205100 0 0 AMGEN INC COM 031162100 3437 62420 SH SOLE 62420 0 0 AMPHENOL CORP NEW CL A 032095101 361 8800 SH SOLE 8800 0 0 AMTRUST FINANCIAL SERVICES I COM 032359309 267 12000 SH SOLE 12000 0 0 ANADARKO PETE CORP COM 032511107 2083 32982 SH SOLE 32982 0 0 ANALOG DEVICES INC COM 032654105 501 16000 SH SOLE 16000 0 0 ANIXTER INTL INC COM 035290105 4345 91600 SH SOLE 91600 0 0 ANNALY CAP MGMT INC COM 035710409 12860 773300 SH SOLE 773300 0 0 ANSYS INC COM 03662Q105 6789 138400 SH SOLE 138400 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 516 75900 SH SOLE 75900 0 0 AON CORP COM 037389103 277 6600 SH SOLE 6600 0 0 APACHE CORP COM 037411105 16837 209824 SH SOLE 209824 0 0 APPLE INC COM 037833100 165444 434003 SH SOLE 434003 0 0 APPLIED MATLS INC COM 038222105 8916 861400 SH SOLE 861400 0 0 ARCH CAP GROUP LTD ORD G0450A105 7527 230300 SH SOLE 230300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 801 32250 SH SOLE 32250 0 0 ARCTIC CAT INC COM 039670104 313 21600 SH SOLE 21600 0 0 ARRIS GROUP INC COM 04269Q100 109 10600 SH SOLE 10600 0 0 ARROW ELECTRS INC COM 042735100 11508 414300 SH SOLE 414300 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 1801 256600 SH SOLE 256600 0 0 ASSOCIATED BANC CORP COM 045487105 184 19800 SH SOLE 19800 0 0 ASSURANT INC COM 04621X108 4046 113000 SH SOLE 113000 0 0 ASTEC INDS INC COM 046224101 272 9300 SH SOLE 9300 0 0 ASTEX PHARMACEUTICALS INC COM 04624B103 23 11900 SH SOLE 11900 0 0 AT&T INC COM 00206R102 43127 1509488 SH SOLE 1509488 0 0 AURICO GOLD INC COM 05155C105 126 13400 SH SOLE 13400 0 0 AUTODESK INC COM 052769106 245 8800 SH SOLE 8800 0 0 AUTOLIV INC COM 052800109 1828 37700 SH SOLE 37700 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 60757 1288600 SH SOLE 1288600 0 0 AVNET INC COM 053807103 6223 238600 SH SOLE 238600 0 0 AVON PRODS INC COM 054303102 293 14900 SH SOLE 14900 0 0 AVX CORP NEW COM 002444107 265 22300 SH SOLE 22300 0 0 BAKER HUGHES INC COM 057224107 1196 25882 SH SOLE 25882 0 0 BALL CORP COM 058498106 329 10600 SH SOLE 10600 0 0 BANK HAWAII CORP COM 062540109 375 10300 SH SOLE 10300 0 0 BANK MONTREAL QUE COM 063671101 7202 128852 SH SOLE 128852 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1073 21152 SH SOLE 21152 0 0 BANK OF AMERICA CORPORATION COM 060505104 3187 520282 SH SOLE 520282 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 907 48712 SH SOLE 48712 0 0 BANNER CORP COM NEW 06652V208 139 10900 SH SOLE 10900 0 0 BARD C R INC COM 067383109 870 9900 SH SOLE 9900 0 0 BARRETT BILL CORP COM 06846N104 3508 96800 SH SOLE 96800 0 0 BARRICK GOLD CORP COM 067901108 25859 553831 SH SOLE 553831 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 1492 105500 SH SOLE 105500 0 0 BAXTER INTL INC COM 071813109 3275 58207 SH SOLE 58207 0 0 BB&T CORP COM 054937107 356 16700 SH SOLE 16700 0 0 BCE INC COM NEW 05534B760 2110 55849 SH SOLE 55849 0 0 BECTON DICKINSON & CO COM 075887109 1551 21100 SH SOLE 21100 0 0 BED BATH & BEYOND INC COM 075896100 2041 35600 SH SOLE 35600 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 2349 22 SH SOLE 22 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4094 57596 SH SOLE 57596 0 0 BEST BUY INC COM 086516101 252 10800 SH SOLE 10800 0 0 BIOGEN IDEC INC COM 09062X103 65732 705625 SH SOLE 705625 0 0 BLACKROCK INC COM 09247X101 814 5500 SH SOLE 5500 0 0 BLYTH INC COM NEW 09643P207 1054 19000 SH SOLE 19000 0 0 BMC SOFTWARE INC COM 055921100 463 12000 SH SOLE 12000 0 0 BOEING CO COM 097023105 1895 31307 SH SOLE 31307 0 0 BOISE INC COM 09746Y105 1165 225200 SH SOLE 225200 0 0 BOK FINL CORP COM NEW 05561Q201 295 6300 SH SOLE 6300 0 0 BOSTON PROPERTIES INC COM 101121101 202 2270 SH SOLE 2270 0 0 BOSTON SCIENTIFIC CORP COM 101137107 3219 544067 SH SOLE 544067 0 0 BRIGHTPOINT INC COM NEW 109473405 213 23100 SH SOLE 23100 0 0 BRINKER INTL INC COM 109641100 1362 65100 SH SOLE 65100 0 0 BRINKS CO COM 109696104 389 16700 SH SOLE 16700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 89654 2856824 SH SOLE 2856824 0 0 BROADCOM CORP CL A 111320107 470 14100 SH SOLE 14100 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 538 19377 SH SOLE 19377 0 0 BROWN FORMAN CORP CL B 115637209 299 4275 SH SOLE 4275 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 647 26800 SH SOLE 26800 0 0 BUNGE LIMITED COM G16962105 9189 157600 SH SOLE 157600 0 0 CA INC COM 12673P105 7053 363400 SH SOLE 363400 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 221 14100 SH SOLE 14100 0 0 CABOT OIL & GAS CORP COM 127097103 396 6400 SH SOLE 6400 0 0 CACI INTL INC CL A 127190304 3585 71800 SH SOLE 71800 0 0 CAE INC COM 124765108 129 13700 SH SOLE 13700 0 0 CAL MAINE FOODS INC COM NEW 128030202 506 16100 SH SOLE 16100 0 0 CALPINE CORP COM NEW 131347304 953 67500 SH SOLE 67500 0 0 CAMBREX CORP COM 132011107 124 24538 SH SOLE 24538 0 0 CAMECO CORP COM 13321L108 322 17400 SH SOLE 17400 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 511 12300 SH SOLE 12300 0 0 CAMPBELL SOUP CO COM 134429109 4126 127400 SH SOLE 127400 0 0 CANADIAN NAT RES LTD COM 136385101 1368 46200 SH SOLE 46200 0 0 CANADIAN NATL RY CO COM 136375102 2232 33200 SH SOLE 33200 0 0 CANADIAN PAC RY LTD COM 13645T100 431 8900 SH SOLE 8900 0 0 CAPITAL ONE FINL CORP COM 14040H105 70576 1780861 SH SOLE 1780861 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 384 33300 SH SOLE 33300 0 0 CARDINAL HEALTH INC COM 14149Y108 13611 324900 SH SOLE 324900 0 0 CAREFUSION CORP COM 14170T101 558 23250 SH SOLE 23250 0 0 CARNIVAL CORP PAIRED CTF 143658300 458 15051 SH SOLE 15051 0 0 CASH AMER INTL INC COM 14754D100 910 17800 SH SOLE 17800 0 0 CATERPILLAR INC DEL COM 149123101 18035 244200 SH SOLE 244200 0 0 CBOE HLDGS INC COM 12503M108 2965 121200 SH SOLE 121200 0 0 CBS CORP NEW CL B 124857202 60449 2966050 SH SOLE 2966050 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 683 9720 SH SOLE 9720 0 0 CELGENE CORP COM 151020104 2320 37400 SH SOLE 37400 0 0 CENOVUS ENERGY INC COM 15135U109 1031 33226 SH SOLE 33226 0 0 CENTENE CORP DEL COM 15135B101 542 18900 SH SOLE 18900 0 0 CENTERPOINT ENERGY INC COM 15189T107 3930 200200 SH SOLE 200200 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 284 40100 SH SOLE 40100 0 0 CENTURYLINK INC COM 156700106 3328 100203 SH SOLE 100203 0 0 CEPHALON INC COM 156708109 379 4700 SH SOLE 4700 0 0 CEPHEID COM 15670R107 229 5900 SH SOLE 5900 0 0 CERADYNE INC COM 156710105 538 20000 SH SOLE 20000 0 0 CERNER CORP COM 156782104 1491 21700 SH SOLE 21700 0 0 CEVA INC COM 157210105 484 19900 SH SOLE 19900 0 0 CF INDS HLDGS INC COM 125269100 59004 478200 SH SOLE 478200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 881 34389 SH SOLE 34389 0 0 CHEVRON CORP NEW COM 166764100 143990 1556097 SH SOLE 1556097 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 5357 187100 SH SOLE 187100 0 0 CHICOS FAS INC COM 168615102 371 32400 SH SOLE 32400 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 3911 80300 SH SOLE 80300 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 13784 45500 SH SOLE 45500 0 0 CHUBB CORP COM 171232101 71701 1195200 SH SOLE 1195200 0 0 CHURCH & DWIGHT INC COM 171340102 240 5400 SH SOLE 5400 0 0 CIGNA CORP COM 125509109 11656 277840 SH SOLE 277840 0 0 CINTAS CORP COM 172908105 3069 109000 SH SOLE 109000 0 0 CISCO SYS INC COM 17275R102 3478 224252 SH SOLE 224252 0 0 CITIGROUP INC COM NEW 172967424 3472 135336 SH SOLE 135336 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 216 31200 SH SOLE 31200 0 0 CITRIX SYS INC COM 177376100 415 7600 SH SOLE 7600 0 0 CLEAN HARBORS INC COM 184496107 2683 52300 SH SOLE 52300 0 0 CLEARWATER PAPER CORP COM 18538R103 299 8800 SH SOLE 8800 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 570 11100 SH SOLE 11100 0 0 CLOROX CO DEL COM 189054109 624 9400 SH SOLE 9400 0 0 CME GROUP INC COM 12572Q105 39737 161270 SH SOLE 161270 0 0 COACH INC COM 189754104 618 11900 SH SOLE 11900 0 0 COCA COLA CO COM 191216100 7866 116239 SH SOLE 116239 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 19186 771100 SH SOLE 771100 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1186 18900 SH SOLE 18900 0 0 COLFAX CORP COM 194014106 235 11600 SH SOLE 11600 0 0 COLGATE PALMOLIVE CO COM 194162103 40573 457500 SH SOLE 457500 0 0 COLUMBIA BKG SYS INC COM 197236102 172 12000 SH SOLE 12000 0 0 COMCAST CORP NEW CL A 20030N101 84655 4050258 SH SOLE 4050258 0 0 COMCAST CORP NEW CL A SPL 20030N200 797 38450 SH SOLE 38450 0 0 COMMUNITY BK SYS INC COM 203607106 442 19500 SH SOLE 19500 0 0 COMPLETE PRODUCTION SERVICES COM 20453E109 6835 362600 SH SOLE 362600 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 476 7200 SH SOLE 7200 0 0 COMPUTER SCIENCES CORP COM 205363104 12428 462824 SH SOLE 462824 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 3773 134300 SH SOLE 134300 0 0 CONAGRA FOODS INC COM 205887102 394 16200 SH SOLE 16200 0 0 CONCHO RES INC COM 20605P101 349 4900 SH SOLE 4900 0 0 CONNS INC COM 208242107 113 15700 SH SOLE 15700 0 0 CONOCOPHILLIPS COM 20825C104 104677 1652977 SH SOLE 1652977 0 0 CONSOL ENERGY INC COM 20854P109 439 12900 SH SOLE 12900 0 0 CONSOLIDATED EDISON INC COM 209115104 2338 40900 SH SOLE 40900 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1328 34800 SH SOLE 34800 0 0 COOPER COS INC COM NEW 216648402 5137 64900 SH SOLE 64900 0 0 CORE MARK HOLDING CO INC COM 218681104 601 19600 SH SOLE 19600 0 0 CORN PRODS INTL INC COM 219023108 1750 44600 SH SOLE 44600 0 0 CORNING INC COM 219350105 729 58900 SH SOLE 58900 0 0 COSTCO WHSL CORP NEW COM 22160K105 30044 365800 SH SOLE 365800 0 0 COVENTRY HEALTH CARE INC COM 222862104 22551 782704 SH SOLE 782704 0 0 COVIDIEN PLC SHS G2554F113 2864 64775 SH SOLE 64775 0 0 CRA INTL INC COM 12618T105 258 12900 SH SOLE 12900 0 0 CRAWFORD & CO CL B 224633107 62 11500 SH SOLE 11500 0 0 CROCS INC COM 227046109 218 9200 SH SOLE 9200 0 0 CROWN CASTLE INTL CORP COM 228227104 1990 48800 SH SOLE 48800 0 0 CSX CORP COM 126408103 768 41100 SH SOLE 41100 0 0 CUBIC CORP COM 229669106 524 13400 SH SOLE 13400 0 0 CUMMINS INC COM 231021106 15600 191020 SH SOLE 191020 0 0 CVR ENERGY INC COM 12662P108 2923 138300 SH SOLE 138300 0 0 CVS CAREMARK CORPORATION COM 126650100 40123 1194629 SH SOLE 1194629 0 0 DANA HLDG CORP COM 235825205 110 10500 SH SOLE 10500 0 0 DANAHER CORP DEL COM 235851102 1031 24558 SH SOLE 24558 0 0 DAVITA INC COM 23918K108 1369 21800 SH SOLE 21800 0 0 DEERE & CO COM 244199105 926 14300 SH SOLE 14300 0 0 DELEK US HLDGS INC COM 246647101 176 15600 SH SOLE 15600 0 0 DELL INC COM 24702R101 80597 5695800 SH SOLE 5695800 0 0 DENBURY RES INC COM NEW 247916208 324 28200 SH SOLE 28200 0 0 DENTSPLY INTL INC NEW COM 249030107 612 19900 SH SOLE 19900 0 0 DEPOMED INC COM 249908104 281 51900 SH SOLE 51900 0 0 DEVON ENERGY CORP NEW COM 25179M103 1193 21492 SH SOLE 21492 0 0 DILLARDS INC CL A 254067101 35205 809690 SH SOLE 809690 0 0 DIRECTV COM CL A 25490A101 2171 51279 SH SOLE 51279 0 0 DISCOVER FINL SVCS COM 254709108 62265 2714201 SH SOLE 2714201 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 630 16750 SH SOLE 16750 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 212 6000 SH SOLE 6000 0 0 DISNEY WALT CO COM DISNEY 254687106 3278 108500 SH SOLE 108500 0 0 DOLLAR GEN CORP NEW COM 256677105 268 7100 SH SOLE 7100 0 0 DOLLAR TREE INC COM 256746108 308 4100 SH SOLE 4100 0 0 DOMINION RES INC VA NEW COM 25746U109 4440 87200 SH SOLE 87200 0 0 DOMINOS PIZZA INC COM 25754A201 768 28200 SH SOLE 28200 0 0 DOMTAR CORP COM NEW 257559203 28695 420900 SH SOLE 420900 0 0 DOVER CORP COM 260003108 470 10100 SH SOLE 10100 0 0 DOW CHEM CO COM 260543103 1480 65800 SH SOLE 65800 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 359 9250 SH SOLE 9250 0 0 DSW INC CL A 23334L102 226 4900 SH SOLE 4900 0 0 DTE ENERGY CO COM 233331107 1400 28500 SH SOLE 28500 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 39684 992787 SH SOLE 992787 0 0 DUKE ENERGY CORP NEW COM 26441C105 17047 852199 SH SOLE 852199 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 211 11200 SH SOLE 11200 0 0 E M C CORP MASS COM 268648102 2092 99500 SH SOLE 99500 0 0 EARTHLINK INC COM 270321102 688 105200 SH SOLE 105200 0 0 EASTMAN CHEM CO COM 277432100 3227 47100 SH SOLE 47100 0 0 EATON CORP COM 278058102 2658 74900 SH SOLE 74900 0 0 EBAY INC COM 278642103 56646 1920800 SH SOLE 1920800 0 0 ECHOSTAR CORP CL A 278768106 4847 214400 SH SOLE 214400 0 0 ECOLAB INC COM 278865100 1013 20700 SH SOLE 20700 0 0 EDISON INTL COM 281020107 3275 85500 SH SOLE 85500 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 892 12500 SH SOLE 12500 0 0 EL PASO CORP COM 28336L109 778 44400 SH SOLE 44400 0 0 EL PASO ELEC CO COM NEW 283677854 241 7500 SH SOLE 7500 0 0 ELDORADO GOLD CORP NEW COM 284902103 271 15500 SH SOLE 15500 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 150 12600 SH SOLE 12600 0 0 ELECTRONIC ARTS INC COM 285512109 212 10400 SH SOLE 10400 0 0 ELIZABETH ARDEN INC COM 28660G106 478 16800 SH SOLE 16800 0 0 EMBRAER S A SP ADR REP 4 COM 29082A107 1729 68200 SH SOLE 68200 0 0 EMCOR GROUP INC COM 29084Q100 3588 176500 SH SOLE 176500 0 0 EMERSON ELEC CO COM 291011104 981 23700 SH SOLE 23700 0 0 ENBRIDGE INC COM 29250N105 847 26320 SH SOLE 26320 0 0 ENCANA CORP COM 292505104 661 34026 SH SOLE 34026 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 7969 284700 SH SOLE 284700 0 0 ENERGEN CORP COM 29265N108 348 8500 SH SOLE 8500 0 0 ENTERGY CORP NEW COM 29364G103 2119 31895 SH SOLE 31895 0 0 EOG RES INC COM 26875P101 982 13800 SH SOLE 13800 0 0 EQT CORP COM 26884L109 2942 55100 SH SOLE 55100 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 337 6500 SH SOLE 6500 0 0 ERIE INDTY CO CL A 29530P102 1104 15500 SH SOLE 15500 0 0 EVEREST RE GROUP LTD COM G3223R108 1692 21300 SH SOLE 21300 0 0 EXELON CORP COM 30161N101 4741 111000 SH SOLE 111000 0 0 EXPEDIA INC DEL COM 30212P105 227 8800 SH SOLE 8800 0 0 EXPRESS SCRIPTS INC COM 302182100 1913 51500 SH SOLE 51500 0 0 EXXON MOBIL CORP COM 30231G102 40807 561350 SH SOLE 561350 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 470 24700 SH SOLE 24700 0 0 FEDEX CORP COM 31428X106 5992 88500 SH SOLE 88500 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 1793 118100 SH SOLE 118100 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 480 19700 SH SOLE 19700 0 0 FIFTH THIRD BANCORP COM 316773100 110 10900 SH SOLE 10900 0 0 FINISAR CORP COM NEW 31787A507 184 10500 SH SOLE 10500 0 0 FIRST AMERN FINL CORP COM 31847R102 419 32700 SH SOLE 32700 0 0 FIRST FINL HLDGS INC COM 320239106 65 16100 SH SOLE 16100 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 994 124300 SH SOLE 124300 0 0 FIRST MERCHANTS CORP COM 320817109 273 38700 SH SOLE 38700 0 0 FIRSTENERGY CORP COM 337932107 4483 99633 SH SOLE 99633 0 0 FISERV INC COM 337738108 14218 280000 SH SOLE 280000 0 0 FLUOR CORP NEW COM 343412102 41327 887800 SH SOLE 887800 0 0 FMC TECHNOLOGIES INC COM 30249U101 780 20700 SH SOLE 20700 0 0 FOOT LOCKER INC COM 344849104 20080 999500 SH SOLE 999500 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 1203 124312 SH SOLE 124312 0 0 FOREST LABS INC COM 345838106 46954 1525000 SH SOLE 1525000 0 0 FORTUNE BRANDS INC COM 349631101 270 5000 SH SOLE 5000 0 0 FORWARD AIR CORP COM 349853101 224 8800 SH SOLE 8800 0 0 FRANKLIN RES INC COM 354613101 3376 35300 SH SOLE 35300 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1877 61578 SH SOLE 61578 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 3074 132500 SH SOLE 132500 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1189 194069 SH SOLE 194069 0 0 G & K SVCS INC CL A 361268105 271 10600 SH SOLE 10600 0 0 GAP INC DEL COM 364760108 211 13000 SH SOLE 13000 0 0 GARDNER DENVER INC COM 365558105 1830 28800 SH SOLE 28800 0 0 GATX CORP COM 361448103 708 22900 SH SOLE 22900 0 0 GENERAL DYNAMICS CORP COM 369550108 41843 735531 SH SOLE 735531 0 0 GENERAL ELECTRIC CO COM 369604103 7908 518487 SH SOLE 518487 0 0 GENERAL MLS INC COM 370334104 1229 31868 SH SOLE 31868 0 0 GENERAL MTRS CO COM 37045V100 500 24800 SH SOLE 24800 0 0 GENESCO INC COM 371532102 3150 61100 SH SOLE 61100 0 0 GENON ENERGY INC COM 37244E107 1332 479000 SH SOLE 479000 0 0 GENUINE PARTS CO COM 372460105 681 13400 SH SOLE 13400 0 0 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 462 33400 SH SOLE 33400 0 0 GIBRALTAR INDS INC COM 374689107 176 21700 SH SOLE 21700 0 0 GILDAN ACTIVEWEAR INC COM 375916103 255 9800 SH SOLE 9800 0 0 GILEAD SCIENCES INC COM 375558103 2117 54400 SH SOLE 54400 0 0 GOLDCORP INC NEW COM 380956409 1401 30283 SH SOLE 30283 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1794 18960 SH SOLE 18960 0 0 GOODRICH CORP COM 382388106 205 1700 SH SOLE 1700 0 0 GOOGLE INC CL A 38259P508 6276 12189 SH SOLE 12189 0 0 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 432 20100 SH SOLE 20100 0 0 GRACE W R & CO DEL NEW COM 38388F108 3275 98300 SH SOLE 98300 0 0 GRAINGER W W INC COM 384802104 19636 131300 SH SOLE 131300 0 0 GREEN MTN COFFEE ROASTERS IN COM 393122106 428 4600 SH SOLE 4600 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 692 36600 SH SOLE 36600 0 0 GT ADVANCED TECHNOLOGIES INC COM 36191U106 4723 672900 SH SOLE 672900 0 0 HALLIBURTON CO COM 406216101 1613 52800 SH SOLE 52800 0 0 HANSEN NAT CORP COM 411310105 15268 174900 SH SOLE 174900 0 0 HARLEY DAVIDSON INC COM 412822108 281 8200 SH SOLE 8200 0 0 HCP INC COM 40414L109 471 13400 SH SOLE 13400 0 0 HEALTH NET INC COM 42222G108 1750 73800 SH SOLE 73800 0 0 HEALTHSPRING INC COM 42224N101 470 12900 SH SOLE 12900 0 0 HEICO CORP NEW COM 422806109 2255 45800 SH SOLE 45800 0 0 HEINZ H J CO COM 423074103 729 14400 SH SOLE 14400 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1309 99900 SH SOLE 99900 0 0 HELMERICH & PAYNE INC COM 423452101 2680 66000 SH SOLE 66000 0 0 HERBALIFE LTD COM USD SHS G4412G101 45717 852900 SH SOLE 852900 0 0 HERSHEY CO COM 427866108 23015 388500 SH SOLE 388500 0 0 HESS CORP COM 42809H107 873 16600 SH SOLE 16600 0 0 HEWLETT PACKARD CO COM 428236103 1878 83596 SH SOLE 83596 0 0 HI-TECH PHARMACAL INC COM 42840B101 306 9100 SH SOLE 9100 0 0 HOLLYFRONTIER CORP COM 436106108 11584 441800 SH SOLE 441800 0 0 HOLOGIC INC COM 436440101 308 20200 SH SOLE 20200 0 0 HOME DEPOT INC COM 437076102 2590 78700 SH SOLE 78700 0 0 HONEYWELL INTL INC COM 438516106 1331 30300 SH SOLE 30300 0 0 HORMEL FOODS CORP COM 440452100 1272 47100 SH SOLE 47100 0 0 HOSPIRA INC COM 441060100 539 14500 SH SOLE 14500 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2599 122400 SH SOLE 122400 0 0 HOT TOPIC INC COM 441339108 1659 217400 SH SOLE 217400 0 0 HUMANA INC COM 444859102 76649 1053800 SH SOLE 1053800 0 0 HUNTINGTON BANCSHARES INC COM 446150104 52 10900 SH SOLE 10900 0 0 HURON CONSULTING GROUP INC COM 447462102 644 20700 SH SOLE 20700 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 51541 1303200 SH SOLE 1303200 0 0 IAMGOLD CORP COM 450913108 255 12700 SH SOLE 12700 0 0 IDEXX LABS INC COM 45168D104 1732 25100 SH SOLE 25100 0 0 ILLINOIS TOOL WKS INC COM 452308109 684 16400 SH SOLE 16400 0 0 IMATION CORP COM 45245A107 499 68200 SH SOLE 68200 0 0 IMPERIAL OIL LTD COM NEW 453038408 516 14260 SH SOLE 14260 0 0 INFOSPACE INC COM PAR $.0001 45678T300 334 40000 SH SOLE 40000 0 0 INGERSOLL-RAND PLC SHS G47791101 278 9900 SH SOLE 9900 0 0 INGRAM MICRO INC CL A 457153104 3164 196100 SH SOLE 196100 0 0 INSIGHT ENTERPRISES INC COM 45765U103 179 11800 SH SOLE 11800 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 849 17400 SH SOLE 17400 0 0 INTEL CORP COM 458140100 10199 477894 SH SOLE 477894 0 0 INTERACTIVE BROKERS GROUP IN COM 45841N107 944 67800 SH SOLE 67800 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 12100 102300 SH SOLE 102300 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 43867 250574 SH SOLE 250574 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 208 3700 SH SOLE 3700 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 200 13800 SH SOLE 13800 0 0 INTERPUBLIC GROUP COS INC COM 460690100 180 25000 SH SOLE 25000 0 0 INTL PAPER CO COM 460146103 15584 670200 SH SOLE 670200 0 0 INTUIT COM 461202103 1144 24100 SH SOLE 24100 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1679 4600 SH SOLE 4600 0 0 INVESCO LTD SHS G491BT108 398 25643 SH SOLE 25643 0 0 ISHARES INC MSCI AUSTRALIA 464286103 5124 255411 SH SOLE 255411 0 0 ISHARES INC MSCI CDA INDEX 464286509 5200 204016 SH SOLE 204016 0 0 ISHARES INC MSCI UTD KINGD 464286699 17340 1173972 SH SOLE 1173972 0 0 ISHARES INC MSCI GERMAN 464286806 3762 205687 SH SOLE 205687 0 0 ISHARES INC MSCI JAPAN 464286848 6516 688807 SH SOLE 688807 0 0 ISHARES INC MSCI ITALY 464286855 4258 358454 SH SOLE 358454 0 0 ISHARES TR MSCI EMERG MKT 464287234 5951 169700 SH SOLE 169700 0 0 ISHARES TR RUSL 2000 VALU 464287630 35484 622208 SH SOLE 622208 0 0 ISHARES TR JPMORGAN USD 464288281 26684 253101 SH SOLE 253101 0 0 ISHARES TR US PFD STK IDX 464288687 21937 616050 SH SOLE 616050 0 0 ITT CORP NEW COM 450911102 340 8100 SH SOLE 8100 0 0 JAKKS PAC INC COM 47012E106 1202 63400 SH SOLE 63400 0 0 JOHNSON & JOHNSON COM 478160104 18714 293308 SH SOLE 293308 0 0 JOHNSON CTLS INC COM 478366107 793 30000 SH SOLE 30000 0 0 JOY GLOBAL INC COM 481165108 2683 43000 SH SOLE 43000 0 0 JPMORGAN CHASE & CO COM 46625H100 7002 232276 SH SOLE 232276 0 0 JUNIPER NETWORKS INC COM 48203R104 247 14300 SH SOLE 14300 0 0 KBR INC COM 48242W106 13111 554800 SH SOLE 554800 0 0 KELLOGG CO COM 487836108 604 11300 SH SOLE 11300 0 0 KENNAMETAL INC COM 489170100 3142 96000 SH SOLE 96000 0 0 KEYCORP NEW COM 493267108 24279 4094200 SH SOLE 4094200 0 0 KEYNOTE SYS INC COM 493308100 494 23400 SH SOLE 23400 0 0 KIMBERLY CLARK CORP COM 494368103 1467 20606 SH SOLE 20606 0 0 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 214 3655 SH SOLE 3655 0 0 KINROSS GOLD CORP COM NO PAR 496902404 900 60200 SH SOLE 60200 0 0 KIRBY CORP COM 497266106 1812 34400 SH SOLE 34400 0 0 KLA-TENCOR CORP COM 482480100 4295 112200 SH SOLE 112200 0 0 KOHLS CORP COM 500255104 580 11800 SH SOLE 11800 0 0 KRAFT FOODS INC CL A 50075N104 64133 1909589 SH SOLE 1909589 0 0 KROGER CO COM 501044101 1072 48700 SH SOLE 48700 0 0 KULICKE & SOFFA INDS INC COM 501242101 2268 303800 SH SOLE 303800 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 4951 79900 SH SOLE 79900 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 888 11172 SH SOLE 11172 0 0 LACLEDE GROUP INC COM 505597104 236 6100 SH SOLE 6100 0 0 LAS VEGAS SANDS CORP COM 517834107 14480 377600 SH SOLE 377600 0 0 LAUDER ESTEE COS INC CL A 518439104 1020 11600 SH SOLE 11600 0 0 LAYNE CHRISTENSEN CO COM 521050104 465 20100 SH SOLE 20100 0 0 LEXMARK INTL NEW CL A 529771107 13020 481700 SH SOLE 481700 0 0 LIBERTY GLOBAL INC COM SER A 530555101 203 5600 SH SOLE 5600 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 399 10362 SH SOLE 10362 0 0 LIHUA INTL INC COM 532352101 45 10400 SH SOLE 10400 0 0 LILLY ELI & CO COM 532457108 86706 2345200 SH SOLE 2345200 0 0 LIMITED BRANDS INC COM 532716107 35148 912700 SH SOLE 912700 0 0 LINDSAY CORP COM 535555106 511 9500 SH SOLE 9500 0 0 LINEAR TECHNOLOGY CORP COM 535678106 385 13900 SH SOLE 13900 0 0 LML PMT SYS INC COM 50208P109 20 11400 SH SOLE 11400 0 0 LOCKHEED MARTIN CORP COM 539830109 12781 175930 SH SOLE 175930 0 0 LORILLARD INC COM 544147101 665 6000 SH SOLE 6000 0 0 LOWES COS INC COM 548661107 1130 58400 SH SOLE 58400 0 0 LSB INDS INC COM 502160104 730 25500 SH SOLE 25500 0 0 LSI CORPORATION COM 502161102 13212 2550700 SH SOLE 2550700 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 249 10200 SH SOLE 10200 0 0 M & F WORLDWIDE CORP COM 552541104 539 21900 SH SOLE 21900 0 0 M & T BK CORP COM 55261F104 6081 87000 SH SOLE 87000 0 0 MACYS INC COM 55616P104 45086 1713000 SH SOLE 1713000 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 633 13100 SH SOLE 13100 0 0 MAGNA INTL INC COM 559222401 664 19974 SH SOLE 19974 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 313 42400 SH SOLE 42400 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 328 37600 SH SOLE 37600 0 0 MANHATTAN ASSOCS INC COM 562750109 503 15200 SH SOLE 15200 0 0 MANULIFE FINL CORP COM 56501R106 467 40700 SH SOLE 40700 0 0 MARATHON OIL CORP COM 565849106 27974 1296292 SH SOLE 1296292 0 0 MARATHON PETE CORP COM 56585A102 18263 674904 SH SOLE 674904 0 0 MARRIOTT INTL INC NEW CL A 571903202 370 13610 SH SOLE 13610 0 0 MARSH & MCLENNAN COS INC COM 571748102 377 14200 SH SOLE 14200 0 0 MASTEC INC COM 576323109 3302 187500 SH SOLE 187500 0 0 MASTERCARD INC CL A 57636Q104 20967 66100 SH SOLE 66100 0 0 MATTEL INC COM 577081102 17196 664200 SH SOLE 664200 0 0 MCCORMICK & CO INC COM NON VTG 579780206 235 5100 SH SOLE 5100 0 0 MCDONALDS CORP COM 580135101 3588 40808 SH SOLE 40808 0 0 MCGRAW HILL COS INC COM 580645109 5086 124000 SH SOLE 124000 0 0 MCKESSON CORP COM 58155Q103 2994 41100 SH SOLE 41100 0 0 MDU RES GROUP INC COM 552690109 714 37100 SH SOLE 37100 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 2982 43300 SH SOLE 43300 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2054 43682 SH SOLE 43682 0 0 MEDTRONIC INC COM 585055106 3650 109500 SH SOLE 109500 0 0 MELCO CROWN ENTMT LTD ADR 585464100 222 26700 SH SOLE 26700 0 0 MERCK & CO INC NEW COM 58933Y105 62390 1906919 SH SOLE 1906919 0 0 MERCURY GENL CORP NEW COM 589400100 1747 45500 SH SOLE 45500 0 0 METLIFE INC COM 59156R108 1077 38419 SH SOLE 38419 0 0 METROPCS COMMUNICATIONS INC COM 591708102 396 45400 SH SOLE 45400 0 0 METROPOLITAN HEALTH NETWORKS COM 592142103 86 19000 SH SOLE 19000 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 205 6600 SH SOLE 6600 0 0 MICRON TECHNOLOGY INC COM 595112103 9054 1796400 SH SOLE 1796400 0 0 MICROS SYS INC COM 594901100 417 9500 SH SOLE 9500 0 0 MICROSEMI CORP COM 595137100 189 11800 SH SOLE 11800 0 0 MICROSOFT CORP COM 594918104 128277 5153470 SH SOLE 5153470 0 0 MILLER INDS INC TENN COM NEW 600551204 434 25000 SH SOLE 25000 0 0 MITCHAM INDS INC COM 606501104 263 23400 SH SOLE 23400 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 220 17900 SH SOLE 17900 0 0 MOLSON COORS BREWING CO CL B 60871R209 267 6700 SH SOLE 6700 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 215 18700 SH SOLE 18700 0 0 MONSANTO CO NEW COM 61166W101 1842 30644 SH SOLE 30644 0 0 MORGAN STANLEY COM NEW 617446448 748 55284 SH SOLE 55284 0 0 MOSAIC CO NEW COM 61945C103 12920 263800 SH SOLE 263800 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 21930 523371 SH SOLE 523371 0 0 MOVADO GROUP INC COM 624580106 132 10800 SH SOLE 10800 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 499 25000 SH SOLE 25000 0 0 MURPHY OIL CORP COM 626717102 482 10900 SH SOLE 10900 0 0 MYLAN INC COM 628530107 435 25500 SH SOLE 25500 0 0 NABORS INDUSTRIES LTD SHS G6359F103 156 12700 SH SOLE 12700 0 0 NASDAQ OMX GROUP INC COM 631103108 19641 848800 SH SOLE 848800 0 0 NATIONAL OILWELL VARCO INC COM 637071101 43584 850883 SH SOLE 850883 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 644 91800 SH SOLE 91800 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 194 13800 SH SOLE 13800 0 0 NETAPP INC COM 64110D104 471 13900 SH SOLE 13900 0 0 NETFLIX INC COM 64110L106 622 5500 SH SOLE 5500 0 0 NEWFIELD EXPL CO COM 651290108 350 8800 SH SOLE 8800 0 0 NEWMONT MINING CORP COM 651639106 28968 460500 SH SOLE 460500 0 0 NEWPORT CORP COM 651824104 238 22000 SH SOLE 22000 0 0 NEWS CORP CL A 65248E104 5476 353694 SH SOLE 353694 0 0 NEWS CORP CL B 65248E203 421 26901 SH SOLE 26901 0 0 NEXEN INC COM 65334H102 457 29100 SH SOLE 29100 0 0 NEXTERA ENERGY INC COM 65339F101 3572 65954 SH SOLE 65954 0 0 NII HLDGS INC CL B NEW 62913F201 757 28000 SH SOLE 28000 0 0 NIKE INC CL B 654106103 1259 14718 SH SOLE 14718 0 0 NISOURCE INC COM 65473P105 1196 55800 SH SOLE 55800 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 441 15000 SH SOLE 15000 0 0 NOBLE ENERGY INC COM 655044105 1091 15400 SH SOLE 15400 0 0 NORDSTROM INC COM 655664100 2261 49500 SH SOLE 49500 0 0 NORFOLK SOUTHERN CORP COM 655844108 836 13700 SH SOLE 13700 0 0 NORTHEAST UTILS COM 664397106 1153 34200 SH SOLE 34200 0 0 NORTHERN TR CORP COM 665859104 405 11600 SH SOLE 11600 0 0 NORTHROP GRUMMAN CORP COM 666807102 76482 1466300 SH SOLE 1466300 0 0 NORTHWEST PIPE CO COM 667746101 387 19100 SH SOLE 19100 0 0 NRG ENERGY INC COM NEW 629377508 30396 1433000 SH SOLE 1433000 0 0 NSTAR COM 67019E107 1012 22500 SH SOLE 22500 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 3048 75200 SH SOLE 75200 0 0 NUCOR CORP COM 670346105 550 17300 SH SOLE 17300 0 0 NVIDIA CORP COM 67066G104 233 18600 SH SOLE 18600 0 0 NYSE EURONEXT COM 629491101 6051 260400 SH SOLE 260400 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3489 48700 SH SOLE 48700 0 0 OCEANEERING INTL INC COM 675232102 2428 68700 SH SOLE 68700 0 0 OM GROUP INC COM 670872100 4879 187900 SH SOLE 187900 0 0 OMEGA PROTEIN CORP COM 68210P107 344 37900 SH SOLE 37900 0 0 OMNICARE INC COM 681904108 247 9700 SH SOLE 9700 0 0 OMNICOM GROUP INC COM 681919106 1128 30600 SH SOLE 30600 0 0 ONEOK INC NEW COM 682680103 1357 20500 SH SOLE 20500 0 0 OPEN TEXT CORP COM 683715106 468 8900 SH SOLE 8900 0 0 OPNET TECHNOLOGIES INC COM 683757108 858 24600 SH SOLE 24600 0 0 ORACLE CORP COM 68389X105 5105 177427 SH SOLE 177427 0 0 P C CONNECTION COM 69318J100 96 12000 SH SOLE 12000 0 0 PACCAR INC COM 693718108 324 9600 SH SOLE 9600 0 0 PANERA BREAD CO CL A 69840W108 249 2400 SH SOLE 2400 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 7266 273000 SH SOLE 273000 0 0 PARTNERRE LTD COM G6852T105 1965 37600 SH SOLE 37600 0 0 PATTERSON COMPANIES INC COM 703395103 240 8400 SH SOLE 8400 0 0 PATTERSON UTI ENERGY INC COM 703481101 4986 287500 SH SOLE 287500 0 0 PAYCHEX INC COM 704326107 534 20200 SH SOLE 20200 0 0 PEABODY ENERGY CORP COM 704549104 581 17100 SH SOLE 17100 0 0 PENN WEST PETE LTD NEW COM 707887105 368 24720 SH SOLE 24720 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 8079 708800 SH SOLE 708800 0 0 PEPCO HOLDINGS INC COM 713291102 992 52300 SH SOLE 52300 0 0 PEPSICO INC COM 713448108 4465 71977 SH SOLE 71977 0 0 PERKINELMER INC COM 714046109 374 19500 SH SOLE 19500 0 0 PERRIGO CO COM 714290103 342 3500 SH SOLE 3500 0 0 PETSMART INC COM 716768106 2341 54900 SH SOLE 54900 0 0 PFIZER INC COM 717081103 27668 1563635 SH SOLE 1563635 0 0 PG&E CORP COM 69331C108 2530 59600 SH SOLE 59600 0 0 PHILIP MORRIS INTL INC COM 718172109 97361 1560603 SH SOLE 1560603 0 0 PHOTRONICS INC COM 719405102 2322 466200 SH SOLE 466200 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 216 19700 SH SOLE 19700 0 0 PINNACLE WEST CAP CORP COM 723484101 860 20000 SH SOLE 20000 0 0 PIONEER DRILLING CO COM 723655106 152 21200 SH SOLE 21200 0 0 PIONEER NAT RES CO COM 723787107 448 6800 SH SOLE 6800 0 0 PNC FINL SVCS GROUP INC COM 693475105 744 15408 SH SOLE 15408 0 0 PNM RES INC COM 69349H107 506 30800 SH SOLE 30800 0 0 POLARIS INDS INC COM 731068102 20810 416400 SH SOLE 416400 0 0 POLYCOM INC COM 73172K104 2381 129600 SH SOLE 129600 0 0 POST PPTYS INC COM 737464107 383 11000 SH SOLE 11000 0 0 POTASH CORP SASK INC COM 73755L107 1332 30400 SH SOLE 30400 0 0 PPG INDS INC COM 693506107 19186 271500 SH SOLE 271500 0 0 PPL CORP COM 69351T106 2719 95000 SH SOLE 95000 0 0 PRAXAIR INC COM 74005P104 1311 14000 SH SOLE 14000 0 0 PRECISION CASTPARTS CORP COM 740189105 9282 59700 SH SOLE 59700 0 0 PRICE T ROWE GROUP INC COM 74144T108 613 12800 SH SOLE 12800 0 0 PRICELINE COM INC COM NEW 741503403 46567 103600 SH SOLE 103600 0 0 PRIMORIS SVCS CORP COM 74164F103 220 21000 SH SOLE 21000 0 0 PROASSURANCE CORP COM 74267C106 2507 34800 SH SOLE 34800 0 0 PROCTER & GAMBLE CO COM 742718109 12123 191617 SH SOLE 191617 0 0 PROGRESS ENERGY INC COM 743263105 2469 47600 SH SOLE 47600 0 0 PROGRESSIVE CORP OHIO COM 743315103 345 19400 SH SOLE 19400 0 0 PRUDENTIAL FINL INC COM 744320102 693 14767 SH SOLE 14767 0 0 PUBLIC STORAGE COM 74460D109 22081 198300 SH SOLE 198300 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3656 109300 SH SOLE 109300 0 0 PVH CORP COM 693656100 1939 33300 SH SOLE 33300 0 0 QIAGEN NV REG SHS N72482107 670 47700 SH SOLE 47700 0 0 QUALCOMM INC COM 747525103 3505 72028 SH SOLE 72028 0 0 QUEST DIAGNOSTICS INC COM 74834L100 833 16800 SH SOLE 16800 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1093 40100 SH SOLE 40100 0 0 RALPH LAUREN CORP CL A 751212101 5111 39400 SH SOLE 39400 0 0 RANGE RES CORP COM 75281A109 650 11100 SH SOLE 11100 0 0 RAYONIER INC COM 754907103 18769 510150 SH SOLE 510150 0 0 RAYTHEON CO COM NEW 755111507 14485 354368 SH SOLE 354368 0 0 RED HAT INC COM 756577102 309 7300 SH SOLE 7300 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 684 28400 SH SOLE 28400 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 11435 3433700 SH SOLE 3433700 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 3116 67800 SH SOLE 67800 0 0 RESEARCH IN MOTION LTD COM 760975102 1499 73100 SH SOLE 73100 0 0 REYNOLDS AMERICAN INC COM 761713106 507 13500 SH SOLE 13500 0 0 RLI CORP COM 749607107 573 9000 SH SOLE 9000 0 0 ROBBINS & MYERS INC COM 770196103 736 21200 SH SOLE 21200 0 0 ROCKWELL COLLINS INC COM 774341101 517 9800 SH SOLE 9800 0 0 ROCKWOOD HLDGS INC COM 774415103 12755 378600 SH SOLE 378600 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 3622 105000 SH SOLE 105000 0 0 ROPER INDS INC NEW COM 776696106 620 9000 SH SOLE 9000 0 0 ROSS STORES INC COM 778296103 299 3800 SH SOLE 3800 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1210 26200 SH SOLE 26200 0 0 RPC INC COM 749660106 747 45800 SH SOLE 45800 0 0 RTI BIOLOGICS INC COM 74975N105 149 45300 SH SOLE 45300 0 0 RYDER SYS INC COM 783549108 23148 617100 SH SOLE 617100 0 0 SAFEWAY INC COM NEW 786514208 446 26744 SH SOLE 26744 0 0 SAIC INC COM 78390X101 187 15900 SH SOLE 15900 0 0 SALESFORCE COM INC COM 79466L302 527 4600 SH SOLE 4600 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 246 14800 SH SOLE 14800 0 0 SANDISK CORP COM 80004C101 492 12200 SH SOLE 12200 0 0 SARA LEE CORP COM 803111103 473 28800 SH SOLE 28800 0 0 SBA COMMUNICATIONS CORP COM 78388J106 736 21300 SH SOLE 21300 0 0 SCANA CORP NEW COM 80589M102 860 21200 SH SOLE 21200 0 0 SCHEIN HENRY INC COM 806407102 553 8900 SH SOLE 8900 0 0 SCHLUMBERGER LTD COM 806857108 4791 80069 SH SOLE 80069 0 0 SCHWAB CHARLES CORP NEW COM 808513105 510 45200 SH SOLE 45200 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 65 17100 SH SOLE 17100 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 227 6100 SH SOLE 6100 0 0 SEACOR HOLDINGS INC COM 811904101 9666 120500 SH SOLE 120500 0 0 SEADRILL LIMITED SHS G7945E105 1481 52779 SH SOLE 52779 0 0 SEMPRA ENERGY COM 816851109 1869 36200 SH SOLE 36200 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1170 57300 SH SOLE 57300 0 0 SHOE CARNIVAL INC COM 824889109 248 10500 SH SOLE 10500 0 0 SIGMA ALDRICH CORP COM 826552101 408 6600 SH SOLE 6600 0 0 SIGNET JEWELERS LIMITED SHS G81276100 2126 62900 SH SOLE 62900 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 191 16500 SH SOLE 16500 0 0 SILVER WHEATON CORP COM 828336107 341 11400 SH SOLE 11400 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3550 32261 SH SOLE 32261 0 0 SIRIUS XM RADIO INC COM 82967N108 215 142500 SH SOLE 142500 0 0 SKYWEST INC COM 830879102 1159 100700 SH SOLE 100700 0 0 SL GREEN RLTY CORP COM 78440X101 3011 51800 SH SOLE 51800 0 0 SM ENERGY CO COM 78454L100 12135 200100 SH SOLE 200100 0 0 SMART BALANCE INC COM 83169Y108 827 140100 SH SOLE 140100 0 0 SMITH A O COM 831865209 455 14200 SH SOLE 14200 0 0 SMITHFIELD FOODS INC COM 832248108 2351 120600 SH SOLE 120600 0 0 SMUCKER J M CO COM NEW 832696405 373 5100 SH SOLE 5100 0 0 SOHU COM INC COM 83408W103 1017 21100 SH SOLE 21100 0 0 SOUTHERN CO COM 842587107 5395 126953 SH SOLE 126953 0 0 SOUTHWEST AIRLS CO COM 844741108 94 11700 SH SOLE 11700 0 0 SOUTHWEST GAS CORP COM 844895102 391 10800 SH SOLE 10800 0 0 SOUTHWESTERN ENERGY CO COM 845467109 710 21300 SH SOLE 21300 0 0 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 21717 609500 SH SOLE 609500 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 62640 1042081 SH SOLE 1042081 0 0 SPECTRA ENERGY CORP COM 847560109 958 38949 SH SOLE 38949 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1453 476932 SH SOLE 476932 0 0 ST JUDE MED INC COM 790849103 1411 38900 SH SOLE 38900 0 0 STANDARD MTR PRODS INC COM 853666105 344 26600 SH SOLE 26600 0 0 STAPLES INC COM 855030102 303 22800 SH SOLE 22800 0 0 STARBUCKS CORP COM 855244109 31046 832500 SH SOLE 832500 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 422 10900 SH SOLE 10900 0 0 STATE STR CORP COM 857477103 738 22900 SH SOLE 22900 0 0 STERLING CONSTRUCTION CO INC COM 859241101 188 16800 SH SOLE 16800 0 0 STEWART INFORMATION SVCS COR COM 860372101 234 26500 SH SOLE 26500 0 0 STONE ENERGY CORP COM 861642106 5645 348200 SH SOLE 348200 0 0 STRYKER CORP COM 863667101 1530 32400 SH SOLE 32400 0 0 STURM RUGER & CO INC COM 864159108 1437 55300 SH SOLE 55300 0 0 SUN LIFE FINL INC COM 866796105 299 12462 SH SOLE 12462 0 0 SUNCOR ENERGY INC NEW COM 867224107 1842 71600 SH SOLE 71600 0 0 SUNTRUST BKS INC COM 867914103 27923 1555500 SH SOLE 1555500 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2571 98000 SH SOLE 98000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 449 82100 SH SOLE 82100 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 251 4500 SH SOLE 4500 0 0 SYMANTEC CORP COM 871503108 16649 1021400 SH SOLE 1021400 0 0 SYNOPSYS INC COM 871607107 219 9000 SH SOLE 9000 0 0 SYSCO CORP COM 871829107 1113 42900 SH SOLE 42900 0 0 TALISMAN ENERGY INC COM 87425E103 539 43400 SH SOLE 43400 0 0 TARGET CORP COM 87612E106 1680 34200 SH SOLE 34200 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 3890 264500 SH SOLE 264500 0 0 TE CONNECTIVITY LTD REG SHS H84989104 12759 453400 SH SOLE 453400 0 0 TECH DATA CORP COM 878237106 23168 535900 SH SOLE 535900 0 0 TECK RESOURCES LTD CL B 878742204 668 22424 SH SOLE 22424 0 0 TELEPHONE & DATA SYS INC COM 879433100 6305 296700 SH SOLE 296700 0 0 TELUS CORP NON-VTG SHS 87971M202 1772 37700 SH SOLE 37700 0 0 TEMPUR PEDIC INTL INC COM 88023U101 10144 192800 SH SOLE 192800 0 0 TENET HEALTHCARE CORP COM 88033G100 45 11000 SH SOLE 11000 0 0 TERADATA CORP DEL COM 88076W103 1263 23600 SH SOLE 23600 0 0 TERADYNE INC COM 880770102 1157 105000 SH SOLE 105000 0 0 TESORO CORP COM 881609101 45306 2327000 SH SOLE 2327000 0 0 TEXAS INSTRS INC COM 882508104 12082 453300 SH SOLE 453300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4906 96800 SH SOLE 96800 0 0 THOMSON REUTERS CORP COM 884903105 1297 47519 SH SOLE 47519 0 0 THORATEC CORP COM NEW 885175307 320 9800 SH SOLE 9800 0 0 TIBCO SOFTWARE INC COM 88632Q103 1249 55800 SH SOLE 55800 0 0 TIM HORTONS INC COM 88706M103 663 14200 SH SOLE 14200 0 0 TIME WARNER CABLE INC COM 88732J207 1535 24455 SH SOLE 24455 0 0 TIME WARNER INC COM NEW 887317303 2465 82132 SH SOLE 82132 0 0 TIMKEN CO COM 887389104 10628 323800 SH SOLE 323800 0 0 TITAN INTL INC ILL COM 88830M102 2063 137500 SH SOLE 137500 0 0 TJX COS INC NEW COM 872540109 28265 509500 SH SOLE 509500 0 0 TORCHMARK CORP COM 891027104 370 10600 SH SOLE 10600 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1240 17300 SH SOLE 17300 0 0 TOTAL SYS SVCS INC COM 891906109 5547 327593 SH SOLE 327593 0 0 TOWERS WATSON & CO CL A 891894107 1632 27300 SH SOLE 27300 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 89 12200 SH SOLE 12200 0 0 TPC GROUP INC COM 89236Y104 251 12500 SH SOLE 12500 0 0 TRACTOR SUPPLY CO COM 892356106 395 6300 SH SOLE 6300 0 0 TRANSALTA CORP COM 89346D107 1988 90700 SH SOLE 90700 0 0 TRANSCANADA CORP COM 89353D107 980 23944 SH SOLE 23944 0 0 TRANSOCEAN LTD REG SHS H8817H100 2055 41903 SH SOLE 41903 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 50 14300 SH SOLE 14300 0 0 TRAVELERS COMPANIES INC COM 89417E109 16399 336501 SH SOLE 336501 0 0 TRIMBLE NAVIGATION LTD COM 896239100 242 7200 SH SOLE 7200 0 0 TRIUMPH GROUP INC NEW COM 896818101 2511 51500 SH SOLE 51500 0 0 TRUE RELIGION APPAREL INC COM 89784N104 423 15700 SH SOLE 15700 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1660 50700 SH SOLE 50700 0 0 TUESDAY MORNING CORP COM NEW 899035505 556 158000 SH SOLE 158000 0 0 TUPPERWARE BRANDS CORP COM 899896104 1559 29000 SH SOLE 29000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 43445 1066075 SH SOLE 1066075 0 0 TYSON FOODS INC CL A 902494103 36687 2113300 SH SOLE 2113300 0 0 UBS AG SHS NEW H89231338 1397 120192 SH SOLE 120192 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 1399 22500 SH SOLE 22500 0 0 UNION PAC CORP COM 907818108 2015 24642 SH SOLE 24642 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1601 25313 SH SOLE 25313 0 0 UNITED STATES CELLULAR CORP COM 911684108 1479 37300 SH SOLE 37300 0 0 UNITED TECHNOLOGIES CORP COM 913017109 3824 54304 SH SOLE 54304 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1525 40700 SH SOLE 40700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 84533 1832622 SH SOLE 1832622 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 239 23800 SH SOLE 23800 0 0 UNUM GROUP COM 91529Y106 2669 127300 SH SOLE 127300 0 0 URS CORP NEW COM 903236107 1332 44900 SH SOLE 44900 0 0 US BANCORP DEL COM NEW 902973304 1283 54400 SH SOLE 54400 0 0 USA MOBILITY INC COM 90341G103 622 47100 SH SOLE 47100 0 0 V F CORP COM 918204108 58465 481100 SH SOLE 481100 0 0 VAALCO ENERGY INC COM NEW 91851C201 152 31300 SH SOLE 31300 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 2333 62200 SH SOLE 62200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 68450 3849800 SH SOLE 3849800 0 0 VALMONT INDS INC COM 920253101 280 3600 SH SOLE 3600 0 0 VALUECLICK INC COM 92046N102 862 55400 SH SOLE 55400 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 16766 200217 SH SOLE 200217 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 3440 59639 SH SOLE 59639 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 28706 365899 SH SOLE 365899 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 57856 1612042 SH SOLE 1612042 0 0 VANGUARD TAX-MANAGED INTL FD MSCI EAFE ETF 921943858 1624 53831 SH SOLE 53831 0 0 VARIAN MED SYS INC COM 92220P105 738 14100 SH SOLE 14100 0 0 VERISIGN INC COM 92343E102 229 8000 SH SOLE 8000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 115023 3124358 SH SOLE 3124358 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 322 7200 SH SOLE 7200 0 0 VIACOM INC NEW CL B 92553P201 9320 240450 SH SOLE 240450 0 0 VIRGIN MEDIA INC COM 92769L101 359 14700 SH SOLE 14700 0 0 VIROPHARMA INC COM 928241108 8928 494100 SH SOLE 494100 0 0 VISA INC COM CL A 92826C839 22546 263000 SH SOLE 263000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 18314 2190600 SH SOLE 2190600 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 12764 497600 SH SOLE 497600 0 0 VORNADO RLTY TR SH BEN INT 929042109 3397 45518 SH SOLE 45518 0 0 W & T OFFSHORE INC COM 92922P106 4681 340200 SH SOLE 340200 0 0 WAL MART STORES INC COM 931142103 6562 126288 SH SOLE 126288 0 0 WALGREEN CO COM 931422109 13100 398200 SH SOLE 398200 0 0 WASHINGTON POST CO CL B 939640108 229 700 SH SOLE 700 0 0 WASTE MGMT INC DEL COM 94106L109 438 13400 SH SOLE 13400 0 0 WATERS CORP COM 941848103 431 5700 SH SOLE 5700 0 0 WATSON PHARMACEUTICALS INC COM 942683103 6690 98000 SH SOLE 98000 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 9507 778400 SH SOLE 778400 0 0 WEBSTER FINL CORP CONN COM 947890109 326 21300 SH SOLE 21300 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2313 39700 SH SOLE 39700 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2739 72100 SH SOLE 72100 0 0 WELLPOINT INC COM 94973V107 34564 529350 SH SOLE 529350 0 0 WELLS FARGO & CO NEW COM 949746101 5721 237124 SH SOLE 237124 0 0 WESTERN DIGITAL CORP COM 958102105 35917 1396400 SH SOLE 1396400 0 0 WESTERN REFNG INC COM 959319104 2155 172900 SH SOLE 172900 0 0 WESTERN UN CO COM 959802109 5896 385500 SH SOLE 385500 0 0 WESTLAKE CHEM CORP COM 960413102 1843 53800 SH SOLE 53800 0 0 WGL HLDGS INC COM 92924F106 793 20300 SH SOLE 20300 0 0 WHOLE FOODS MKT INC COM 966837106 24088 368800 SH SOLE 368800 0 0 WILLIAMS COS INC DEL COM 969457100 810 33200 SH SOLE 33200 0 0 WILLIAMS SONOMA INC COM 969904101 1474 47900 SH SOLE 47900 0 0 WINDSTREAM CORP COM 97381W104 1150 98300 SH SOLE 98300 0 0 WINN DIXIE STORES INC COM NEW 974280307 60 10100 SH SOLE 10100 0 0 WISCONSIN ENERGY CORP COM 976657106 1281 40800 SH SOLE 40800 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 25173 523248 SH SOLE 523248 0 0 WORLD ACCEP CORP DEL COM 981419104 627 11200 SH SOLE 11200 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 1371 48100 SH SOLE 48100 0 0 WYNN RESORTS LTD COM 983134107 56585 491700 SH SOLE 491700 0 0 XCEL ENERGY INC COM 98389B100 1802 72800 SH SOLE 72800 0 0 XEROX CORP COM 984121103 487 69748 SH SOLE 69748 0 0 XILINX INC COM 983919101 260 9500 SH SOLE 9500 0 0 XL GROUP PLC SHS G98290102 1875 99700 SH SOLE 99700 0 0 YAHOO INC COM 984332106 566 42900 SH SOLE 42900 0 0 YAMANA GOLD INC COM 98462Y100 395 28600 SH SOLE 28600 0 0 YUM BRANDS INC COM 988498101 1033 20900 SH SOLE 20900 0 0 ZIMMER HLDGS INC COM 98956P102 1100 20520 SH SOLE 20520 0 0 ZIONS BANCORPORATION COM 989701107 30150 2142800 SH SOLE 2142800 0 0