0001085146-12-000937.txt : 20120726 0001085146-12-000937.hdr.sgml : 20120726 20120726101202 ACCESSION NUMBER: 0001085146-12-000937 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120726 DATE AS OF CHANGE: 20120726 EFFECTIVENESS DATE: 20120726 FILER: COMPANY DATA: COMPANY CONFORMED NAME: QS Investors, LLC CENTRAL INDEX KEY: 0001501436 IRS NUMBER: 273203566 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-14009 FILM NUMBER: 12986359 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/A 1 qsinvestors2q2012a1.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: June 30, 2012 Check here if Amendment [ X]; Amendment Number: 1 This Amendment (Check only one.): [ X] 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 26, 2012 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F File Number Name 028-05810 United Services Automobile Association FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 757 Form 13F Information Table Value Total: $5,892,048 (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 1910 21400 SH SOLE 21400 0 0 AARONS INC COM PAR $0.50 002535300 25654 906200 SH SOLE 906200 0 0 ABBOTT LABS COM 002824100 95637 1483900 SH SOLE 1483900 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 837 13979 SH SOLE 13979 0 0 ACCO BRANDS CORP COM 00081T108 293 28300 SH SOLE 28300 0 0 ACE LTD SHS H0023R105 51745 698100 SH SOLE 698100 0 0 ADOBE SYS INC COM 00724F101 283 8800 SH SOLE 8800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 16116 2812600 SH SOLE 2812600 0 0 AERCAP HOLDINGS NV SHS N00985106 324 28700 SH SOLE 28700 0 0 AES CORP COM 00130H105 8887 693300 SH SOLE 693300 0 0 AETNA INC NEW COM 00817Y108 8988 232000 SH SOLE 232000 0 0 AFFYMAX INC COM 00826A109 508 39500 SH SOLE 39500 0 0 AFFYMETRIX INC COM 00826T108 297 63400 SH SOLE 63400 0 0 AFLAC INC COM 001055102 3547 83400 SH SOLE 83400 0 0 AGCO CORP COM 001084102 15430 337400 SH SOLE 337400 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 931 23900 SH SOLE 23900 0 0 AGNICO EAGLE MINES LTD COM 008474108 221 5500 SH SOLE 5500 0 0 AGRIUM INC COM 008916108 997 11300 SH SOLE 11300 0 0 AIR PRODS & CHEMS INC COM 009158106 1250 15600 SH SOLE 15600 0 0 AIRCASTLE LTD COM G0129K104 1454 120700 SH SOLE 120700 0 0 ALASKA AIR GROUP INC COM 011659109 14917 415500 SH SOLE 415500 0 0 ALBEMARLE CORP COM 012653101 258 4400 SH SOLE 4400 0 0 ALCOA INC COM 013817101 2326 266800 SH SOLE 266800 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1413 14300 SH SOLE 14300 0 0 ALLERGAN INC COM 018490102 1784 19400 SH SOLE 19400 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 17660 130800 SH SOLE 130800 0 0 ALLIANCE ONE INTL INC COM 018772103 70 20100 SH SOLE 20100 0 0 ALLIANT ENERGY CORP COM 018802108 1012 22300 SH SOLE 22300 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 6779 85300 SH SOLE 85300 0 0 ALLSTATE CORP COM 020002101 57523 1639300 SH SOLE 1639300 0 0 ALTRIA GROUP INC COM 02209S103 44282 1281900 SH SOLE 1281900 0 0 AMAZON COM INC COM 023135106 2317 10200 SH SOLE 10200 0 0 AMEDISYS INC COM 023436108 738 59200 SH SOLE 59200 0 0 AMEREN CORP COM 023608102 30243 902000 SH SOLE 902000 0 0 AMERICAN CAP LTD COM 02503Y103 361 35800 SH SOLE 35800 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 59008 1755700 SH SOLE 1755700 0 0 AMERICAN ELEC PWR INC COM 025537101 3617 91000 SH SOLE 91000 0 0 AMERICAN EXPRESS CO COM 025816109 36936 634700 SH SOLE 634700 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 33997 1059400 SH SOLE 1059400 0 0 AMERICAN TOWER CORP NEW COM 03027X100 4122 59100 SH SOLE 59100 0 0 AMERICAN VANGUARD CORP COM 030371108 1184 44500 SH SOLE 44500 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1363 40000 SH SOLE 40000 0 0 AMERIPRISE FINL INC COM 03076C106 423 8104 SH SOLE 8104 0 0 AMERISOURCEBERGEN CORP COM 03073E105 13970 355100 SH SOLE 355100 0 0 AMGEN INC COM 031162100 35277 483220 SH SOLE 483220 0 0 AMKOR TECHNOLOGY INC COM 031652100 730 149600 SH SOLE 149600 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 85 14400 SH SOLE 14400 0 0 AMSURG CORP COM 03232P405 840 28000 SH SOLE 28000 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 20422 723400 SH SOLE 723400 0 0 ANADARKO PETE CORP COM 032511107 1487 22600 SH SOLE 22600 0 0 ANNALY CAP MGMT INC COM 035710409 208 12400 SH SOLE 12400 0 0 AOL INC COM 00184X105 40878 1455800 SH SOLE 1455800 0 0 APACHE CORP COM 037411105 1365 15638 SH SOLE 15638 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1930 71400 SH SOLE 71400 0 0 APPLE INC COM 037833100 134662 230665 SH SOLE 230665 0 0 APPLIED MATLS INC COM 038222105 2466 215300 SH SOLE 215300 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 44843 1519350 SH SOLE 1519350 0 0 ARES CAP CORP COM 04010L103 1218 76300 SH SOLE 76300 0 0 ARKANSAS BEST CORP DEL COM 040790107 271 21500 SH SOLE 21500 0 0 ARMOUR RESIDENTIAL REIT INC COM 042315101 2295 322800 SH SOLE 322800 0 0 ARRIS GROUP INC COM 04269Q100 420 30200 SH SOLE 30200 0 0 ARROW ELECTRS INC COM 042735100 722 22000 SH SOLE 22000 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 950 40100 SH SOLE 40100 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 1146 136000 SH SOLE 136000 0 0 ASSOCIATED BANC CORP COM 045487105 3445 261200 SH SOLE 261200 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 8704 194500 SH SOLE 194500 0 0 AT&T INC COM 00206R102 49734 1399692 SH SOLE 1399692 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 809 14600 SH SOLE 14600 0 0 AUTONATION INC COM 05329W102 2124 60200 SH SOLE 60200 0 0 AVIS BUDGET GROUP COM 053774105 6353 417900 SH SOLE 417900 0 0 AVNET INC COM 053807103 5509 178500 SH SOLE 178500 0 0 AVX CORP NEW COM 002444107 243 22700 SH SOLE 22700 0 0 BAKER HUGHES INC COM 057224107 757 18561 SH SOLE 18561 0 0 BALL CORP COM 058498106 303 7400 SH SOLE 7400 0 0 BALLY TECHNOLOGIES INC COM 05874B107 448 9600 SH SOLE 9600 0 0 BANK MONTREAL QUE COM 063671101 664 12052 SH SOLE 12052 0 0 BANK MUTUAL CORP NEW COM 063750103 120 27100 SH SOLE 27100 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 836 16252 SH SOLE 16252 0 0 BANK OF AMERICA CORPORATION COM 060505104 19590 2396656 SH SOLE 2396656 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1149 52560 SH SOLE 52560 0 0 BANNER CORP COM NEW 06652V208 327 14900 SH SOLE 14900 0 0 BARD C R INC COM 067383109 940 8800 SH SOLE 8800 0 0 BARNES & NOBLE INC COM 067774109 603 36600 SH SOLE 36600 0 0 BARRICK GOLD CORP COM 067901108 2042 54431 SH SOLE 54431 0 0 BAXTER INTL INC COM 071813109 3104 58700 SH SOLE 58700 0 0 BB&T CORP COM 054937107 1184 38500 SH SOLE 38500 0 0 BBCN BANCORP INC COM 073295107 114 10500 SH SOLE 10500 0 0 BCE INC COM NEW 05534B760 3198 77949 SH SOLE 77949 0 0 BEAM INC COM 073730103 697 11200 SH SOLE 11200 0 0 BECTON DICKINSON & CO COM 075887109 1873 25200 SH SOLE 25200 0 0 BED BATH & BEYOND INC COM 075896100 207 3400 SH SOLE 3400 0 0 BENIHANA INC COM 082047101 282 17500 SH SOLE 17500 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3362 40420 SH SOLE 40420 0 0 BEST BUY INC COM 086516101 44916 2142900 SH SOLE 2142900 0 0 BIOGEN IDEC INC COM 09062X103 3418 23725 SH SOLE 23725 0 0 BLACKROCK INC COM 09247X101 1165 6900 SH SOLE 6900 0 0 BOEING CO COM 097023105 7518 101300 SH SOLE 101300 0 0 BOISE INC COM 09746Y105 2150 326700 SH SOLE 326700 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2847 502767 SH SOLE 502767 0 0 BOYD GAMING CORP COM 103304101 1844 256200 SH SOLE 256200 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 9361 758600 SH SOLE 758600 0 0 BRINKER INTL INC COM 109641100 16860 529000 SH SOLE 529000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 21482 597900 SH SOLE 597900 0 0 BROADCOM CORP CL A 111320107 362 10700 SH SOLE 10700 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 5421 1099800 SH SOLE 1099800 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 367 11077 SH SOLE 11077 0 0 BROWN & BROWN INC COM 115236101 207 7600 SH SOLE 7600 0 0 BROWN FORMAN CORP CL B 115637209 449 4675 SH SOLE 4675 0 0 BROWN SHOE INC NEW COM 115736100 1943 150500 SH SOLE 150500 0 0 BUILD A BEAR WORKSHOP COM 120076104 106 22200 SH SOLE 22200 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 164 34700 SH SOLE 34700 0 0 BUNGE LIMITED COM G16962105 5991 95500 SH SOLE 95500 0 0 CA INC COM 12673P105 831 30700 SH SOLE 30700 0 0 CABELAS INC COM 126804301 480 12700 SH SOLE 12700 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1032 93900 SH SOLE 93900 0 0 CAL MAINE FOODS INC COM NEW 128030202 814 20800 SH SOLE 20800 0 0 CALPINE CORP COM NEW 131347304 37645 2280400 SH SOLE 2280400 0 0 CAMBREX CORP COM 132011107 379 40238 SH SOLE 40238 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 506 11900 SH SOLE 11900 0 0 CAMPBELL SOUP CO COM 134429109 271 8200 SH SOLE 8200 0 0 CANADIAN NAT RES LTD COM 136385101 907 34000 SH SOLE 34000 0 0 CANADIAN NATL RY CO COM 136375102 1509 18000 SH SOLE 18000 0 0 CANADIAN PAC RY LTD COM 13645T100 502 6900 SH SOLE 6900 0 0 CAPITAL ONE FINL CORP COM 14040H105 57950 1060261 SH SOLE 1060261 0 0 CAPITALSOURCE INC COM 14055X102 595 88600 SH SOLE 88600 0 0 CAPITOL FED FINL INC COM 14057J101 2498 210200 SH SOLE 210200 0 0 CAPLEASE INC COM 140288101 221 53100 SH SOLE 53100 0 0 CARDINAL HEALTH INC COM 14149Y108 17032 405700 SH SOLE 405700 0 0 CAREFUSION CORP COM 14170T101 547 21400 SH SOLE 21400 0 0 CARMIKE CINEMAS INC COM 143436400 230 15700 SH SOLE 15700 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 145 24400 SH SOLE 24400 0 0 CARTER INC COM 146229109 3787 72000 SH SOLE 72000 0 0 CATERPILLAR INC DEL COM 149123101 14520 171100 SH SOLE 171100 0 0 CBEYOND INC COM 149847105 264 39100 SH SOLE 39100 0 0 CBL & ASSOC PPTYS INC COM 124830100 15506 793600 SH SOLE 793600 0 0 CBS CORP NEW CL B 124857202 8513 259950 SH SOLE 259950 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 659 9420 SH SOLE 9420 0 0 CELANESE CORP DEL COM SER A 150870103 389 11400 SH SOLE 11400 0 0 CELGENE CORP COM 151020104 1549 24300 SH SOLE 24300 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 9599 1426296 SH SOLE 1426296 0 0 CENOVUS ENERGY INC COM 15135U109 661 20926 SH SOLE 20926 0 0 CENTERPOINT ENERGY INC COM 15189T107 1952 95000 SH SOLE 95000 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 121 11100 SH SOLE 11100 0 0 CENTURYLINK INC COM 156700106 5581 141964 SH SOLE 141964 0 0 CERNER CORP COM 156782104 2169 26300 SH SOLE 26300 0 0 CF INDS HLDGS INC COM 125269100 56797 293200 SH SOLE 293200 0 0 CHARLES RIV LABS INTL INC COM 159864107 590 18000 SH SOLE 18000 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 3508 49500 SH SOLE 49500 0 0 CHEMTURA CORP COM NEW 163893209 306 21100 SH SOLE 21100 0 0 CHENIERE ENERGY INC COM NEW 16411R208 9141 620200 SH SOLE 620200 0 0 CHESAPEAKE ENERGY CORP COM 165167107 414 22300 SH SOLE 22300 0 0 CHEVRON CORP NEW COM 166764100 52433 497297 SH SOLE 497297 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 5598 147500 SH SOLE 147500 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 11748 214900 SH SOLE 214900 0 0 CHINACAST EDU CORP COM 16946T109 13 19300 SH SOLE 19300 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1216 3200 SH SOLE 3200 0 0 CHOICE HOTELS INTL INC COM 169905106 359 9000 SH SOLE 9000 0 0 CHUBB CORP COM 171232101 23012 316000 SH SOLE 316000 0 0 CHURCH & DWIGHT INC COM 171340102 3625 65400 SH SOLE 65400 0 0 CIENA CORP COM NEW 171779309 298 18200 SH SOLE 18200 0 0 CIGNA CORPORATION COM 125509109 1225 27940 SH SOLE 27940 0 0 CINCINNATI FINL CORP COM 172062101 1408 37000 SH SOLE 37000 0 0 CISCO SYS INC COM 17275R102 27678 1612600 SH SOLE 1612600 0 0 CITIGROUP INC COM NEW 172967424 35051 1279201 SH SOLE 1279201 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 379 22100 SH SOLE 22100 0 0 CITRIX SYS INC COM 177376100 209 2500 SH SOLE 2500 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 410 8400 SH SOLE 8400 0 0 CLOROX CO DEL COM 189054109 7872 108700 SH SOLE 108700 0 0 CME GROUP INC COM 12572Q105 446 1670 SH SOLE 1670 0 0 CMS ENERGY CORP COM 125896100 1486 63500 SH SOLE 63500 0 0 CNH GLOBAL N V SHS NEW N20935206 218 5600 SH SOLE 5600 0 0 COACH INC COM 189754104 437 7500 SH SOLE 7500 0 0 COBALT INTL ENERGY INC COM 19075F106 2369 100800 SH SOLE 100800 0 0 COCA COLA CO COM 191216100 7590 97400 SH SOLE 97400 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 703 25100 SH SOLE 25100 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 263 15000 SH SOLE 15000 0 0 COINSTAR INC COM 19259P300 9922 144500 SH SOLE 144500 0 0 COLGATE PALMOLIVE CO COM 194162103 6859 66000 SH SOLE 66000 0 0 COMCAST CORP NEW CL A 20030N101 18255 571458 SH SOLE 571458 0 0 COMCAST CORP NEW CL A SPL 20030N200 13019 414750 SH SOLE 414750 0 0 COMMERCIAL METALS CO COM 201723103 201 15900 SH SOLE 15900 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 2734 143000 SH SOLE 143000 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 14798 527900 SH SOLE 527900 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 557 14800 SH SOLE 14800 0 0 COMPUTER SCIENCES CORP COM 205363104 3419 137724 SH SOLE 137724 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SOLE 85100 0 0 EXXON MOBIL CORP COM 30231G102 34650 405611 SH SOLE 405611 0 0 F M C CORP COM NEW 302491303 259 4900 SH SOLE 4900 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 605 42900 SH SOLE 42900 0 0 FEDEX CORP COM 31428X106 792 8720 SH SOLE 8720 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 7883 409300 SH SOLE 409300 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 327 9600 SH SOLE 9600 0 0 FIFTH & PAC COS INC COM 316645100 386 36000 SH SOLE 36000 0 0 FIFTH THIRD BANCORP COM 316773100 1001 74700 SH SOLE 74700 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 317 1900 SH SOLE 1900 0 0 FIRST FINL HLDGS INC COM 320239106 332 31000 SH SOLE 31000 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1614 127900 SH SOLE 127900 0 0 FIRST MERCHANTS CORP COM 320817109 718 57600 SH SOLE 57600 0 0 FIRST SOLAR INC COM 336433107 10611 704600 SH SOLE 704600 0 0 FIRSTENERGY CORP COM 337932107 4297 87729 SH SOLE 87729 0 0 FISERV INC COM 337738108 11639 161200 SH SOLE 161200 0 0 FLEXTRONICS INTL LTD ORD 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111500 SH SOLE 111500 0 0 SMUCKER J M CO COM NEW 832696405 399 5300 SH SOLE 5300 0 0 SOLARWINDS INC COM 83416B109 13664 313700 SH SOLE 313700 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 567 41500 SH SOLE 41500 0 0 SONOCO PRODS CO COM 835495102 428 14200 SH SOLE 14200 0 0 SONY CORP ADR NEW 835699307 9202 646200 SH SOLE 646200 0 0 SORL AUTO PTS INC COM 78461U101 60 24900 SH SOLE 24900 0 0 SOURCEFIRE INC COM 83616T108 1065 20700 SH SOLE 20700 0 0 SOUTHERN CO COM 842587107 6926 150100 SH SOLE 150100 0 0 SOUTHERN COPPER CORP COM 84265V105 1324 42205 SH SOLE 42205 0 0 SOUTHWEST AIRLS CO COM 844741108 8562 928600 SH SOLE 928600 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 167 17800 SH SOLE 17800 0 0 SPANISH BROADCASTING SYS INC CL A NEW 846425833 70 17300 SH SOLE 17300 0 0 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 27156 723035 SH SOLE 723035 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 58325 986223 SH SOLE 986223 0 0 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 573 14519 SH SOLE 14519 0 0 SPDR SERIES TRUST DB INT GVT ETF 78464A490 374 6349 SH SOLE 6349 0 0 SPECTRA ENERGY CORP COM 847560109 786 27149 SH SOLE 27149 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1492 45800 SH SOLE 45800 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 11028 3384932 SH SOLE 3384932 0 0 ST JUDE MED INC COM 790849103 1326 33300 SH SOLE 33300 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 852 23100 SH SOLE 23100 0 0 STARBUCKS CORP COM 855244109 7245 136000 SH SOLE 136000 0 0 STATE STR CORP COM 857477103 19619 439600 SH SOLE 439600 0 0 STATOIL ASA SPONSORED ADR 85771P102 20397 854900 SH SOLE 854900 0 0 STERLING CONSTRUCTION CO INC COM 859241101 131 12800 SH SOLE 12800 0 0 STEWART INFORMATION SVCS COR COM 860372101 814 53000 SH SOLE 53000 0 0 STRYKER CORP COM 863667101 1746 31900 SH SOLE 31900 0 0 SUN COMMUNITIES INC COM 866674104 885 20000 SH SOLE 20000 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 1077 128700 SH SOLE 128700 0 0 SUNCOR ENERGY INC NEW COM 867224107 1955 68016 SH SOLE 68016 0 0 SUNOCO INC COM 86764P109 24478 515300 SH SOLE 515300 0 0 SUNTRUST BKS INC COM 867914103 40071 1653800 SH SOLE 1653800 0 0 SUPERVALU INC COM 868536103 146 28200 SH SOLE 28200 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 9165 889800 SH SOLE 889800 0 0 SUSSER HLDGS CORP COM 869233106 1439 38700 SH SOLE 38700 0 0 SXC HEALTH SOLUTIONS CORP COM 78505P100 1837 18600 SH SOLE 18600 0 0 SYKES ENTERPRISES INC COM 871237103 375 23500 SH SOLE 23500 0 0 SYPRIS SOLUTIONS INC COM 871655106 109 15700 SH SOLE 15700 0 0 SYSCO CORP COM 871829107 1265 42600 SH SOLE 42600 0 0 TALISMAN ENERGY INC COM 87425E103 287 25200 SH SOLE 25200 0 0 TARGA RES CORP COM 87612G101 1264 29600 SH SOLE 29600 0 0 TARGET CORP COM 87612E106 850 14700 SH SOLE 14700 0 0 TAUBMAN CTRS INC COM 876664103 20132 260900 SH SOLE 260900 0 0 TAYLOR CAP GROUP INC COM 876851106 217 13200 SH SOLE 13200 0 0 TECH DATA CORP COM 878237106 5863 121700 SH SOLE 121700 0 0 TECK RESOURCES LTD CL B 878742204 999 32500 SH SOLE 32500 0 0 TEEKAY CORPORATION COM Y8564W103 1371 46800 SH SOLE 46800 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 147 15600 SH SOLE 15600 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 11491 539759 SH SOLE 539759 0 0 TELUS CORP NON-VTG SHS 87971M202 2964 50900 SH SOLE 50900 0 0 TENET HEALTHCARE CORP COM 88033G100 2321 442900 SH SOLE 442900 0 0 TERADATA CORP DEL COM 88076W103 4545 63100 SH SOLE 63100 0 0 TERADYNE INC COM 880770102 9874 702200 SH SOLE 702200 0 0 TEREX CORP NEW COM 880779103 1041 58400 SH SOLE 58400 0 0 TERNIUM SA SPON ADR 880890108 6022 307700 SH SOLE 307700 0 0 TESORO CORP COM 881609101 59990 2403500 SH SOLE 2403500 0 0 TESSCO TECHNOLOGIES INC COM 872386107 234 10600 SH SOLE 10600 0 0 TEXAS INSTRS INC COM 882508104 784 27400 SH SOLE 27400 0 0 TEXAS ROADHOUSE INC COM 882681109 225 12200 SH SOLE 12200 0 0 TEXTRON INC COM 883203101 3619 145500 SH SOLE 145500 0 0 TGC INDS INC COM NEW 872417308 107 11055 SH SOLE 11055 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1685 32700 SH SOLE 32700 0 0 THOMSON REUTERS CORP COM 884903105 803 28417 SH SOLE 28417 0 0 TIBCO SOFTWARE INC COM 88632Q103 1149 38400 SH SOLE 38400 0 0 TIM HORTONS INC COM 88706M103 533 10200 SH SOLE 10200 0 0 TIME WARNER CABLE INC COM 88732J207 12412 151279 SH SOLE 151279 0 0 TIME WARNER INC COM NEW 887317303 11770 305966 SH SOLE 305966 0 0 TJX COS INC NEW COM 872540109 20782 484200 SH SOLE 484200 0 0 TMS INTL CORP CL A 87261Q103 113 11300 SH SOLE 11300 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 994 12800 SH SOLE 12800 0 0 TOTAL SYS SVCS INC COM 891906109 5411 226100 SH SOLE 226100 0 0 TRANSALTA CORP COM 89346D107 1794 106400 SH SOLE 106400 0 0 TRANSCANADA CORP COM 89353D107 803 19344 SH SOLE 19344 0 0 TRANSDIGM GROUP INC COM 893641100 3049 22700 SH SOLE 22700 0 0 TRANSOCEAN LTD REG SHS H8817H100 28237 631469 SH SOLE 631469 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 363 71600 SH SOLE 71600 0 0 TRAVELERS COMPANIES INC COM 89417E109 6311 98901 SH SOLE 98901 0 0 TRIUMPH GROUP INC NEW COM 896818101 1294 23000 SH SOLE 23000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 320 8700 SH SOLE 8700 0 0 TUESDAY MORNING CORP COM NEW 899035505 415 96700 SH SOLE 96700 0 0 TW TELECOM INC COM 87311L104 387 15100 SH SOLE 15100 0 0 TYCO INTERNATIONAL LTD SHS H89128104 20822 394075 SH SOLE 394075 0 0 TYSON FOODS INC CL A 902494103 23385 1241900 SH SOLE 1241900 0 0 U S AIRWAYS GROUP INC COM 90341W108 41982 3149400 SH SOLE 3149400 0 0 U S G CORP COM NEW 903293405 15636 820800 SH SOLE 820800 0 0 U S HOME SYS INC COM 90335C100 144 14200 SH SOLE 14200 0 0 UBS AG SHS NEW H89231338 1679 144510 SH SOLE 144510 0 0 UNION PAC CORP COM 907818108 1543 13000 SH SOLE 13000 0 0 UNITED CONTL HLDGS INC COM 910047109 25722 1057200 SH SOLE 1057200 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1307 16700 SH SOLE 16700 0 0 UNITED RENTALS INC COM 911363109 24468 718800 SH SOLE 718800 0 0 UNITED STATES CELLULAR CORP COM 911684108 911 23600 SH SOLE 23600 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1863 24800 SH SOLE 24800 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1506 30500 SH SOLE 30500 0 0 UNITEDHEALTH GROUP INC COM 91324P102 90915 1554498 SH SOLE 1554498 0 0 UNIVERSAL CORP VA COM 913456109 1723 37200 SH SOLE 37200 0 0 UNIVERSAL FST PRODS INC COM 913543104 499 12800 SH SOLE 12800 0 0 UNS ENERGY CORP COM 903119105 227 5900 SH SOLE 5900 0 0 URS CORP NEW COM 903236107 24883 713400 SH SOLE 713400 0 0 US BANCORP DEL COM NEW 902973304 1429 44600 SH SOLE 44600 0 0 USA MOBILITY INC COM 90341G103 558 43400 SH SOLE 43400 0 0 USANA HEALTH SCIENCES INC COM 90328M107 630 15300 SH SOLE 15300 0 0 V F CORP COM 918204108 360 2700 SH SOLE 2700 0 0 VAALCO ENERGY INC COM NEW 91851C201 2823 327000 SH SOLE 327000 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 3091 69400 SH SOLE 69400 0 0 VALERO ENERGY CORP NEW COM 91913Y100 36917 1528800 SH SOLE 1528800 0 0 VALSPAR CORP COM 920355104 10854 206800 SH SOLE 206800 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 4894 57996 SH SOLE 57996 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 4920 70595 SH SOLE 70595 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 19588 240687 SH SOLE 240687 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 6786 169850 SH SOLE 169850 0 0 VANGUARD STAR FD INTL STK IDXFD 921909768 3548 84167 SH SOLE 84167 0 0 VARIAN MED SYS INC COM 92220P105 610 10100 SH SOLE 10100 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 104371 2351000 SH SOLE 2351000 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 630 11300 SH SOLE 11300 0 0 VIACOM INC NEW CL B 92553P201 6697 142550 SH SOLE 142550 0 0 VISA INC COM CL A 92826C839 21652 175200 SH SOLE 175200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 17225 1826600 SH SOLE 1826600 0 0 VMWARE INC CL A COM 928563402 774 8500 SH SOLE 8500 0 0 VORNADO RLTY TR SH BEN INT 929042109 309 3699 SH SOLE 3699 0 0 WABTEC CORP COM 929740108 250 3200 SH SOLE 3200 0 0 WALGREEN CO COM 931422109 1581 53700 SH SOLE 53700 0 0 WAL-MART STORES INC COM 931142103 8275 119100 SH SOLE 119100 0 0 WALTER INVT MGMT CORP COM 93317W102 1828 78000 SH SOLE 78000 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1050 58600 SH SOLE 58600 0 0 WASTE MGMT INC DEL COM 94106L109 213 6400 SH SOLE 6400 0 0 WATERS CORP COM 941848103 214 2700 SH SOLE 2700 0 0 WATSON PHARMACEUTICALS INC COM 942683103 7471 101000 SH SOLE 101000 0 0 WAUSAU PAPER CORP COM 943315101 681 70000 SH SOLE 70000 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 3740 296100 SH SOLE 296100 0 0 WEB COM GROUP INC COM 94733A104 1126 61500 SH SOLE 61500 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 20442 385700 SH SOLE 385700 0 0 WELLPOINT INC COM 94973V107 70361 1103150 SH SOLE 1103150 0 0 WELLS FARGO & CO NEW COM 949746101 28426 850559 SH SOLE 850559 0 0 WESTERN DIGITAL CORP COM 958102105 53535 1756400 SH SOLE 1756400 0 0 WESTERN REFNG INC COM 959319104 41971 1884600 SH SOLE 1884600 0 0 WEYERHAEUSER CO COM 962166104 23889 1068387 SH SOLE 1068387 0 0 WHIRLPOOL CORP COM 963320106 29881 488600 SH SOLE 488600 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 1983 3800 SH SOLE 3800 0 0 WHITING PETE CORP NEW COM 966387102 806 19600 SH SOLE 19600 0 0 WHOLE FOODS MKT INC COM 966837106 24836 260600 SH SOLE 260600 0 0 WILLBROS GROUP INC DEL COM 969203108 489 75700 SH SOLE 75700 0 0 WILLIAMS COS INC DEL COM 969457100 1322 46100 SH SOLE 46100 0 0 WILSHIRE BANCORP INC COM 97186T108 1184 216100 SH SOLE 216100 0 0 WINDSTREAM CORP COM 97381W104 1314 137000 SH SOLE 137000 0 0 WISCONSIN ENERGY CORP COM 976657106 1949 49400 SH SOLE 49400 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 32630 644603 SH SOLE 644603 0 0 WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 13680 315711 SH SOLE 315711 0 0 WPX ENERGY INC COM 98212B103 803 49600 SH SOLE 49600 0 0 XCEL ENERGY INC COM 98389B100 2844 100500 SH SOLE 100500 0 0 XL GROUP PLC SHS G98290102 3778 179500 SH SOLE 179500 0 0 XYRATEX LTD COM G98268108 1007 89000 SH SOLE 89000 0 0 YAHOO INC COM 984332106 5597 353700 SH SOLE 353700 0 0 YAMANA GOLD INC COM 98462Y100 7390 480000 SH SOLE 480000 0 0 YUM BRANDS INC COM 988498101 1497 23300 SH SOLE 23300 0 0 ZIMMER HLDGS INC COM 98956P102 1332 20820 SH SOLE 20820 0 0 ZIONS BANCORPORATION COM 989701107 26114 1344700 SH SOLE 1344700 0 0 ZYNGA INC CL A 98986T108 340 62500 SH SOLE 62500 0 0