0001085146-12-001263.txt : 20121024 0001085146-12-001263.hdr.sgml : 20121024 20121024102841 ACCESSION NUMBER: 0001085146-12-001263 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121024 DATE AS OF CHANGE: 20121024 EFFECTIVENESS DATE: 20121024 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 SEC ACT: 1934 Act SEC FILE NUMBER: 028-14009 FILM NUMBER: 121157742 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 qsinvestors3q2012.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, 2012 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 23, 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: 751 Form 13F Information Table Value Total: $5,488,028 (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 1964 21400 SH SOLE 21400 0 0 AARONS INC COM PAR $0.50 002535300 17379 624900 SH SOLE 624900 0 0 ABBOTT LABS COM 002824100 63118 921300 SH SOLE 921300 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 974 13979 SH SOLE 13979 0 0 ACE LTD SHS H0023R105 24337 322000 SH SOLE 322000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5289 468900 SH SOLE 468900 0 0 ACXIOM CORP COM 005125109 188 10300 SH SOLE 10300 0 0 AERCAP HOLDINGS NV SHS N00985106 161 12900 SH SOLE 12900 0 0 AES CORP COM 00130H105 11216 1023600 SH SOLE 1023600 0 0 AETNA INC NEW COM 00817Y108 37189 939400 SH SOLE 939400 0 0 AFLAC INC COM 001055102 14373 300300 SH SOLE 300300 0 0 AGCO CORP COM 001084102 256 5400 SH SOLE 5400 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 796 21000 SH SOLE 21000 0 0 AGNICO EAGLE MINES LTD COM 008474108 599 11600 SH SOLE 11600 0 0 AGRIUM INC COM 008916108 12403 119900 SH SOLE 119900 0 0 AIR PRODS & CHEMS INC COM 009158106 1275 15600 SH SOLE 15600 0 0 AIRCASTLE LTD COM G0129K104 1340 118200 SH SOLE 118200 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 23809 622300 SH SOLE 622300 0 0 ALASKA AIR GROUP INC COM 011659109 12293 350600 SH SOLE 350600 0 0 ALBEMARLE CORP COM 012653101 226 4400 SH SOLE 4400 0 0 ALCOA INC COM 013817101 933 106900 SH SOLE 106900 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 2461 21600 SH SOLE 21600 0 0 ALLEGHANY CORP DEL COM 017175100 621 1800 SH SOLE 1800 0 0 ALLERGAN INC COM 018490102 1757 19400 SH SOLE 19400 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 10022 70600 SH SOLE 70600 0 0 ALLIANCE ONE INTL INC COM 018772103 33 10100 SH SOLE 10100 0 0 ALLIANT ENERGY CORP COM 018802108 1142 26600 SH SOLE 26600 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 1529 30500 SH SOLE 30500 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 4813 62300 SH SOLE 62300 0 0 ALLSTATE CORP COM 020002101 65321 1649100 SH SOLE 1649100 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 823 43800 SH SOLE 43800 0 0 ALON USA ENERGY INC COM 020520102 1260 92000 SH SOLE 92000 0 0 ALTRIA GROUP INC COM 02209S103 32475 973000 SH SOLE 973000 0 0 AMAZON COM INC COM 023135106 2498 9900 SH SOLE 9900 0 0 AMEDISYS INC COM 023436108 267 19300 SH SOLE 19300 0 0 AMEREN CORP COM 023608102 36690 1123400 SH SOLE 1123400 0 0 AMERICAN CAP LTD COM 02503Y103 1465 129200 SH SOLE 129200 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11463 543800 SH SOLE 543800 0 0 AMERICAN ELEC PWR INC COM 025537101 3933 90100 SH SOLE 90100 0 0 AMERICAN EXPRESS CO COM 025816109 26420 464900 SH SOLE 464900 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4105 125200 SH SOLE 125200 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 485 17100 SH SOLE 17100 0 0 AMERICAN TOWER CORP NEW COM 03027X100 1113 15800 SH SOLE 15800 0 0 AMERICAN VANGUARD CORP COM 030371108 1572 45200 SH SOLE 45200 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 15747 425300 SH SOLE 425300 0 0 AMERIPRISE FINL INC COM 03076C106 458 8104 SH SOLE 8104 0 0 AMERISOURCEBERGEN CORP COM 03073E105 969 25200 SH SOLE 25200 0 0 AMGEN INC COM 031162100 62943 746820 SH SOLE 746820 0 0 AMKOR TECHNOLOGY INC COM 031652100 583 132500 SH SOLE 132500 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 420 41700 SH SOLE 41700 0 0 AMSURG CORP COM 03232P405 1444 50900 SH SOLE 50900 0 0 ANADARKO PETE CORP COM 032511107 1450 20900 SH SOLE 20900 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 10417 297200 SH SOLE 297200 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 15301 178100 SH SOLE 178100 0 0 ANNALY CAP MGMT INC COM 035710409 209 12400 SH SOLE 12400 0 0 AOL INC COM 00184X105 56665 1608400 SH SOLE 1608400 0 0 APACHE CORP COM 037411105 1276 14938 SH SOLE 14938 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 720 27700 SH SOLE 27700 0 0 APPLE INC COM 037833100 100914 151365 SH SOLE 151365 0 0 ARCH CAP GROUP LTD ORD G0450A105 6193 148600 SH SOLE 148600 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5034 185650 SH SOLE 185650 0 0 ARES CAP CORP COM 04010L103 3033 176900 SH SOLE 176900 0 0 ARKANSAS BEST CORP DEL COM 040790107 92 11600 SH SOLE 11600 0 0 ARROW ELECTRS INC COM 042735100 1777 52700 SH SOLE 52700 0 0 ASCENA RETAIL GROUP INC COM 04351G101 1899 88500 SH SOLE 88500 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 350 41800 SH SOLE 41800 0 0 ASHLAND INC NEW COM 044209104 336 4700 SH SOLE 4700 0 0 ASML HOLDING N V NY REG SHS N07059186 6324 117800 SH SOLE 117800 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 759 24900 SH SOLE 24900 0 0 ASSOCIATED BANC CORP COM 045487105 2398 182100 SH SOLE 182100 0 0 ASSURED GUARANTY LTD COM G0585R106 1109 81400 SH SOLE 81400 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 9672 202100 SH SOLE 202100 0 0 AT&T INC COM 00206R102 78310 2085092 SH SOLE 2085092 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 817 14000 SH SOLE 14000 0 0 AUTONATION INC COM 05329W102 1288 29500 SH SOLE 29500 0 0 AVID TECHNOLOGY INC COM 05367P100 311 32900 SH SOLE 32900 0 0 AVNET INC COM 053807103 1472 50600 SH SOLE 50600 0 0 AXIS CAPITAL HOLDINGS INV SHS G0692U109 639 18300 SH SOLE 18300 0 0 BAKER HUGHES INC COM 057224107 830 18561 SH SOLE 18561 0 0 BALL CORP COM 058498106 276 6500 SH SOLE 6500 0 0 BALLY TECHNOLOGIES INC COM 05874B107 474 9600 SH SOLE 9600 0 0 BANK MONTREAL QUE COM 063671101 706 12052 SH SOLE 12052 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 881 16252 SH SOLE 16252 0 0 BANK OF AMERICA CORPORATION COM 060505104 20564 2331456 SH SOLE 2331456 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 1179 52560 SH SOLE 52560 0 0 BANNER CORP COM NEW 06652V208 404 14900 SH SOLE 14900 0 0 BARD C R INC COM 067383109 916 8800 SH SOLE 8800 0 0 BARRICK GOLD CORP COM 067901108 2212 53231 SH SOLE 53231 0 0 BAXTER INTL INC COM 071813109 3474 58100 SH SOLE 58100 0 0 BB&T CORP COM 054937107 12291 370800 SH SOLE 370800 0 0 BCE INC COM NEW 05534B760 3379 77349 SH SOLE 77349 0 0 BEAM INC COM 073730103 1313 22900 SH SOLE 22900 0 0 BEAZER HOMES USA INC COM 07556Q105 85 23900 SH SOLE 23900 0 0 BECTON DICKINSON & CO COM 075887109 1897 24400 SH SOLE 24400 0 0 BED BATH & BEYOND INC COM 075896100 209 3400 SH SOLE 3400 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12698 144120 SH SOLE 144120 0 0 BEST BUY INC COM 086516101 1843 107200 SH SOLE 107200 0 0 BIOGEN IDEC INC COM 09062X103 4419 29725 SH SOLE 29725 0 0 BLACKROCK INC COM 09247X101 1219 6900 SH SOLE 6900 0 0 BLUCORA INC COM 095229100 350 19700 SH SOLE 19700 0 0 BOEING CO COM 097023105 10663 153300 SH SOLE 153300 0 0 BOISE INC COM 09746Y105 1928 220100 SH SOLE 220100 0 0 BON-TON STORES INC COM 09776J101 299 31500 SH SOLE 31500 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1471 106200 SH SOLE 106200 0 0 BOSTON SCIENTIFIC CORP COM 101137107 786 137867 SH SOLE 137867 0 0 BOYD GAMING CORP COM 103304101 599 84800 SH SOLE 84800 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4818 395300 SH SOLE 395300 0 0 BRINKER INTL INC COM 109641100 22038 624300 SH SOLE 624300 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4011 119400 SH SOLE 119400 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 12029 2033500 SH SOLE 2033500 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 381 11077 SH SOLE 11077 0 0 BROWN FORMAN CORP CL B 115637209 451 7012 SH SOLE 7012 0 0 BROWN SHOE INC NEW COM 115736100 5026 313500 SH SOLE 313500 0 0 BUILD A BEAR WORKSHOP COM 120076104 150 38500 SH SOLE 38500 0 0 BUNGE LIMITED COM G16962105 24415 364200 SH SOLE 364200 0 0 CABELAS INC COM 126804301 9755 178400 SH SOLE 178400 0 0 CABOT CORP COM 127055101 819 22400 SH SOLE 22400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1208 93900 SH SOLE 93900 0 0 CAL MAINE FOODS INC COM NEW 128030202 1061 23600 SH SOLE 23600 0 0 CALAMP CORP COM 128126109 605 73600 SH SOLE 73600 0 0 CALPINE CORP COM NEW 131347304 14200 821300 SH SOLE 821300 0 0 CAMBREX CORP COM 132011107 2066 176138 SH SOLE 176138 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 639 11500 SH SOLE 11500 0 0 CAMPBELL SOUP CO COM 134429109 9784 281100 SH SOLE 281100 0 0 CANADIAN NAT RES LTD COM 136385101 1039 34000 SH SOLE 34000 0 0 CANADIAN NATL RY CO COM 136375102 1574 18000 SH SOLE 18000 0 0 CANADIAN PAC RY LTD COM 13645T100 564 6900 SH SOLE 6900 0 0 CAPITAL ONE FINL CORP COM 14040H105 24207 424761 SH SOLE 424761 0 0 CAPITALSOURCE INC COM 14055X102 330 43500 SH SOLE 43500 0 0 CAPLEASE INC COM 140288101 607 117500 SH SOLE 117500 0 0 CARDINAL HEALTH INC COM 14149Y108 1395 36000 SH SOLE 36000 0 0 CAREFUSION CORP COM 14170T101 1472 52000 SH SOLE 52000 0 0 CARNIVAL CORP PAIRED CTF 143658300 5611 154000 SH SOLE 154000 0 0 CARTER INC COM 146229109 1470 27300 SH SOLE 27300 0 0 CATAMARAN CORP COM 148887102 2061 21200 SH SOLE 21200 0 0 CATERPILLAR INC DEL COM 149123101 1021 12000 SH SOLE 12000 0 0 CBEYOND INC COM 149847105 473 48000 SH SOLE 48000 0 0 CBL & ASSOC PPTYS INC COM 124830100 28389 1330400 SH SOLE 1330400 0 0 CBRE GROUP INC CL A 12504L109 366 19900 SH SOLE 19900 0 0 CBS CORP NEW CL B 124857202 1609 44650 SH SOLE 44650 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 732 9420 SH SOLE 9420 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 447 84700 SH SOLE 84700 0 0 CELANESE CORP DEL COM SER A 150870103 425 11400 SH SOLE 11400 0 0 CELGENE CORP COM 151020104 2093 27600 SH SOLE 27600 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 17271 2073400 SH SOLE 2073400 0 0 CENOVUS ENERGY INC COM 15135U109 725 20926 SH SOLE 20926 0 0 CENTERPOINT ENERGY INC COM 15189T107 3255 153600 SH SOLE 153600 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 943 78100 SH SOLE 78100 0 0 CENTURYLINK INC COM 156700106 5967 148664 SH SOLE 148664 0 0 CERNER CORP COM 156782104 1661 21600 SH SOLE 21600 0 0 CF INDS HLDGS INC COM 125269100 49547 223000 SH SOLE 223000 0 0 CHARLES RIV LABS INTL INC COM 159864107 622 15700 SH SOLE 15700 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 345 4600 SH SOLE 4600 0 0 CHENIERE ENERGY INC COM NEW 16411R208 2209 142100 SH SOLE 142100 0 0 CHESAPEAKE ENERGY CORP COM 165167107 5982 317000 SH SOLE 317000 0 0 CHEVRON CORP NEW COM 166764100 46549 399797 SH SOLE 399797 0 0 CHIMERA INVT CORP COM 16934Q109 2377 877300 SH SOLE 877300 0 0 CHUBB CORP COM 171232101 25416 333200 SH SOLE 333200 0 0 CHURCH & DWIGHT INC COM 171340102 2901 53800 SH SOLE 53800 0 0 CIGNA CORPORATION COM 125509109 2268 48240 SH SOLE 48240 0 0 CINCINNATI FINL CORP COM 172062101 1159 30600 SH SOLE 30600 0 0 CIRRUS LOGIC INC COM 172755100 2461 64100 SH SOLE 64100 0 0 CISCO SYS INC COM 17275R102 61924 3244700 SH SOLE 3244700 0 0 CITIGROUP INC COM NEW 172967424 41355 1264701 SH SOLE 1264701 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 1943 100400 SH SOLE 100400 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 270 7000 SH SOLE 7000 0 0 CLOROX CO DEL COM 189054109 1560 21700 SH SOLE 21700 0 0 CME GROUP INC COM 12572Q105 476 8350 SH SOLE 8350 0 0 CMS ENERGY CORP COM 125896100 3349 143100 SH SOLE 143100 0 0 CNO FINL GROUP INC COM 12621E103 3632 376400 SH SOLE 376400 0 0 COACH INC COM 189754104 339 6100 SH SOLE 6100 0 0 COCA COLA CO COM 191216100 7245 192100 SH SOLE 192100 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 783 25100 SH SOLE 25100 0 0 COEUR D ALENE MINES CORP IDA COM NEW 192108504 8920 309400 SH SOLE 309400 0 0 COLGATE PALMOLIVE CO COM 194162103 11057 103300 SH SOLE 103300 0 0 COLLECTIVE BRANDS INC COM 19421W100 994 45800 SH SOLE 45800 0 0 COMCAST CORP NEW CL A 20030N101 34281 959058 SH SOLE 959058 0 0 COMCAST CORP NEW CL A SPL 20030N200 33423 960650 SH SOLE 960650 0 0 COMMERCIAL METALS CO COM 201723103 2191 166000 SH SOLE 166000 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 866 59500 SH SOLE 59500 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 22503 772300 SH SOLE 772300 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 568 14800 SH SOLE 14800 0 0 COMPUCREDIT HLDGS CORP COM 20478T107 76 20500 SH SOLE 20500 0 0 COMPUTER SCIENCES CORP COM 205363104 33913 1052900 SH SOLE 1052900 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 3690 133500 SH SOLE 133500 0 0 CONAGRA FOODS INC COM 205887102 2368 85900 SH SOLE 85900 0 0 CONOCOPHILLIPS COM 20825C104 3550 62500 SH SOLE 62500 0 0 CONSOLIDATED EDISON INC COM 209115104 20495 342500 SH SOLE 342500 0 0 CONVERGYS CORP COM 212485106 411 26200 SH SOLE 26200 0 0 CON-WAY INC COM 205944101 1335 48800 SH SOLE 48800 0 0 COOPER TIRE & RUBR CO COM 216831107 207 10800 SH SOLE 10800 0 0 CORELOGIC INC COM 21871D103 19992 753600 SH SOLE 753600 0 0 COSTCO WHSL CORP NEW COM 22160K105 3114 31300 SH SOLE 31300 0 0 COTT CORP QUE COM 22163N106 206 26100 SH SOLE 26100 0 0 COUSINS PPTYS INC COM 222795106 336 42200 SH SOLE 42200 0 0 COVENTRY HEALTH CARE INC COM 222862104 486 11700 SH SOLE 11700 0 0 COVIDIEN PLC SHS G2554F113 3164 53675 SH SOLE 53675 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 295 4400 SH SOLE 4400 0 0 CRAY INC COM NEW 225223304 220 17300 SH SOLE 17300 0 0 CREDICORP LTD COM G2519Y108 614 4900 SH SOLE 4900 0 0 CROWN CASTLE INTL CORP COM 228227104 5644 88500 SH SOLE 88500 0 0 CSG SYS INTL INC COM 126349109 3439 152900 SH SOLE 152900 0 0 CSX CORP COM 126408103 371 18100 SH SOLE 18100 0 0 CUMMINS INC COM 231021106 443 4900 SH SOLE 4900 0 0 CVR ENERGY INC COM 12662P108 7232 196800 SH SOLE 196800 0 0 CVS CAREMARK CORPORATION COM 126650100 56157 1160329 SH SOLE 1160329 0 0 CYNOSURE INC CL A 232577205 771 29200 SH SOLE 29200 0 0 CYTEC INDS INC COM 232820100 550 8400 SH SOLE 8400 0 0 DANAHER CORP DEL COM 235851102 1052 19300 SH SOLE 19300 0 0 DAVITA INC COM 23918K108 1010 9800 SH SOLE 9800 0 0 DEAN FOODS CO NEW COM 242370104 39750 2431100 SH SOLE 2431100 0 0 DEERE & CO COM 244199105 942 11600 SH SOLE 11600 0 0 DELEK US HLDGS INC COM 246647101 10764 422300 SH SOLE 422300 0 0 DELL INC COM 24702R101 2868 291000 SH SOLE 291000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 6028 658100 SH SOLE 658100 0 0 DENTSPLY INTL INC NEW COM 249030107 620 16400 SH SOLE 16400 0 0 DEVON ENERGY CORP NEW COM 25179M103 768 12900 SH SOLE 12900 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 17068 151400 SH SOLE 151400 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 803 12200 SH SOLE 12200 0 0 DIEBOLD INC COM 253651103 1173 34800 SH SOLE 34800 0 0 DILLARDS INC CL A 254067101 19938 275690 SH SOLE 275690 0 0 DIRECTV COM 25490A309 1750 33679 SH SOLE 33679 0 0 DISCOVER FINL SVCS COM 254709108 58882 1482100 SH SOLE 1482100 0 0 DISNEY WALT CO COM DISNEY 254687106 30349 581000 SH SOLE 581000 0 0 DOLE FOOD CO INC NEW COM 256603101 143 10200 SH SOLE 10200 0 0 DOMINION RES INC VA NEW COM 25746U109 5010 95200 SH SOLE 95200 0 0 DOMTAR CORP COM NEW 257559203 16316 208400 SH SOLE 208400 0 0 DONNELLEY R R & SONS CO COM 257867101 565 53300 SH SOLE 53300 0 0 DOW CHEM CO COM 260543103 2561 89300 SH SOLE 89300 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 518 11650 SH SOLE 11650 0 0 DTE ENERGY CO COM 233331107 10802 180400 SH SOLE 180400 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 3081 61900 SH SOLE 61900 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 9044 140487 SH SOLE 140487 0 0 DUKE REALTY CORP COM NEW 264411505 4049 275500 SH SOLE 275500 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 889 18600 SH SOLE 18600 0 0 E M C CORP MASS COM 268648102 11666 428200 SH SOLE 428200 0 0 EAGLE MATERIALS INC COM 26969P108 342 7400 SH SOLE 7400 0 0 EARTHLINK INC COM 270321102 1198 168200 SH SOLE 168200 0 0 EASTMAN CHEM CO COM 277432100 685 12200 SH SOLE 12200 0 0 EATON CORP COM 278058102 232 4900 SH SOLE 4900 0 0 EBAY INC COM 278642103 12741 263400 SH SOLE 263400 0 0 ECHOSTAR CORP CL A 278768106 1725 60200 SH SOLE 60200 0 0 ECOLAB INC COM 278865100 950 14800 SH SOLE 14800 0 0 EDISON INTL COM 281020107 15275 334700 SH SOLE 334700 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1153 10800 SH SOLE 10800 0 0 ELDORADO GOLD CORP NEW COM 284902103 563 37100 SH SOLE 37100 0 0 EMERSON ELEC CO COM 291011104 801 16800 SH SOLE 16800 0 0 ENBRIDGE INC COM 29250N105 1111 28720 SH SOLE 28720 0 0 ENCANA CORP COM 292505104 366 16826 SH SOLE 16826 0 0 ENDO HEALTH SOLUTIONS INC COM 29264F205 470 14800 SH SOLE 14800 0 0 ENERGYSOLUTIONS INC COM 292756202 93 34000 SH SOLE 34000 0 0 ENGILITY HLDGS INC COM 29285W104 760 41200 SH SOLE 41200 0 0 ENSCO PLC SHS CLASS A G3157S106 361 6600 SH SOLE 6600 0 0 ENTERGY CORP NEW COM 29364G103 2910 42300 SH SOLE 42300 0 0 ENTROPIC COMMUNICATIONS INC COM 29384R105 680 116800 SH SOLE 116800 0 0 EOG RES INC COM 26875P101 1462 13200 SH SOLE 13200 0 0 EPL OIL & GAS INC COM 26883D108 578 28500 SH SOLE 28500 0 0 EQUIFAX INC COM 294429105 694 14900 SH SOLE 14900 0 0 EQUINIX INC COM NEW 29444U502 22295 108200 SH SOLE 108200 0 0 EVEREST RE GROUP LTD COM G3223R108 11969 111900 SH SOLE 111900 0 0 EXELIS INC COM 30162A108 542 52400 SH SOLE 52400 0 0 EXELON CORP COM 30161N101 5786 163753 SH SOLE 163753 0 0 EXPEDIA INC DEL COM NEW 30212P303 10561 182600 SH SOLE 182600 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 23048 368337 SH SOLE 368337 0 0 EXTERRAN HLDGS INC COM 30225X103 2543 125400 SH SOLE 125400 0 0 EXTRA SPACE STORAGE INC COM 30225T102 878 26400 SH SOLE 26400 0 0 EXXON MOBIL CORP COM 30231G102 47987 525811 SH SOLE 525811 0 0 F M C CORP COM NEW 302491303 266 4900 SH SOLE 4900 0 0 FEDEX CORP COM 31428X106 728 8720 SH SOLE 8720 0 0 FELCOR LODGING TR INC COM 31430F101 524 110600 SH SOLE 110600 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 12253 572800 SH SOLE 572800 0 0 FIFTH THIRD BANCORP COM 316773100 1856 119700 SH SOLE 119700 0 0 FIRST AMERN FINL CORP COM 31847R102 2754 127100 SH SOLE 127100 0 0 FIRST FINL HLDGS INC COM 320239106 403 31000 SH SOLE 31000 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 769 58500 SH SOLE 58500 0 0 FIRST MERCHANTS CORP COM 320817109 970 64600 SH SOLE 64600 0 0 FIRST SOLAR INC COM 336433107 1648 74400 SH SOLE 74400 0 0 FIRSTENERGY CORP COM 337932107 3510 80129 SH SOLE 80129 0 0 FISERV INC COM 337738108 8149 110100 SH SOLE 110100 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 293 57300 SH SOLE 57300 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 6987 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SOLUTIONS INC COM 693282105 420 30700 SH SOLE 30700 0 0 PDL BIOPHARMA INC COM 69329Y104 1883 244800 SH SOLE 244800 0 0 PENN NATL GAMING INC COM 707569109 668 15500 SH SOLE 15500 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1725 108700 SH SOLE 108700 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 912 30300 SH SOLE 30300 0 0 PEPCO HOLDINGS INC COM 713291102 1457 77800 SH SOLE 77800 0 0 PEPSICO INC COM 713448108 5418 77050 SH SOLE 77050 0 0 PERRIGO CO COM 714290103 739 6400 SH SOLE 6400 0 0 PETSMART INC COM 716768106 2152 31200 SH SOLE 31200 0 0 PFIZER INC COM 717081103 47497 1913745 SH SOLE 1913745 0 0 PG&E CORP COM 69331C108 9256 217400 SH SOLE 217400 0 0 PHARMERICA CORP COM 71714F104 600 47400 SH SOLE 47400 0 0 PHH CORP COM NEW 693320202 2546 125100 SH SOLE 125100 0 0 PHILIP MORRIS INTL INC COM 718172109 50209 558700 SH SOLE 558700 0 0 PHILLIPS 66 COM 718546104 45054 971850 SH SOLE 971850 0 0 PHOTRONICS INC COM 719405102 1744 324600 SH SOLE 324600 0 0 PHYSICIANS FORMULA HLDGS INC 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5567 80200 SH SOLE 80200 0 0 RYLAND GROUP INC COM 783764103 2871 95700 SH SOLE 95700 0 0 SAIA INC COM 78709Y105 1412 70100 SH SOLE 70100 0 0 SAIC INC COM 78390X101 4132 343300 SH SOLE 343300 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 517 20600 SH SOLE 20600 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 365 28000 SH SOLE 28000 0 0 SANTARUS INC COM 802817304 967 108800 SH SOLE 108800 0 0 SBA COMMUNICATIONS CORP COM 78388J106 2052 32900 SH SOLE 32900 0 0 SCANA CORP NEW COM 80589M102 1516 31500 SH SOLE 31500 0 0 SCHEIN HENRY INC COM 806407102 732 9300 SH SOLE 9300 0 0 SCHLUMBERGER LTD COM 806857108 4358 60630 SH SOLE 60630 0 0 SCHWAB CHARLES CORP NEW COM 808513105 368 28800 SH SOLE 28800 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 634 59500 SH SOLE 59500 0 0 SEADRILL LIMITED SHS G7945E105 1886 48678 SH SOLE 48678 0 0 SEARS HLDGS CORP COM 812350106 9844 177400 SH SOLE 177400 0 0 SEMPRA ENERGY COM 816851109 2659 41500 SH SOLE 41500 0 0 SERVICE CORP INTL COM 817565104 764 56800 SH SOLE 56800 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 769 38000 SH SOLE 38000 0 0 SHERWIN WILLIAMS CO COM 824348106 9057 60900 SH SOLE 60900 0 0 SIGMA ALDRICH CORP COM 826552101 611 8600 SH SOLE 8600 0 0 SILVER WHEATON CORP COM 828336107 832 21000 SH SOLE 21000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3671 24274 SH SOLE 24274 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 432 38500 SH SOLE 38500 0 0 SIRIUS XM RADIO INC COM 82967N108 57 22900 SH SOLE 22900 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 3227 54900 SH SOLE 54900 0 0 SLM CORP COM 78442P106 6110 388700 SH SOLE 388700 0 0 SMITHFIELD FOODS INC COM 832248108 1181 60100 SH SOLE 60100 0 0 SMUCKER J M CO COM NEW 832696405 1017 11800 SH SOLE 11800 0 0 SOLARWINDS INC COM 83416B109 23422 420200 SH SOLE 420200 0 0 SONY CORP ADR NEW 835699307 7645 653400 SH SOLE 653400 0 0 SORL AUTO PTS INC COM 78461U101 46 24900 SH SOLE 24900 0 0 SOUTHERN CO COM 842587107 8194 178800 SH SOLE 178800 0 0 SOUTHERN COPPER CORP COM 84265V105 1240 36405 SH SOLE 36405 0 0 SOUTHWEST AIRLS CO COM 844741108 272 31000 SH SOLE 31000 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 291 26800 SH SOLE 26800 0 0 SPANISH BROADCASTING SYS INC CL A NEW 846425833 56 17300 SH SOLE 17300 0 0 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 42925 1084478 SH SOLE 1084478 0 0 SPDR SERIES TRUST BRCLYS YLD ETF 78464A417 688 17109 SH SOLE 17109 0 0 SPDR SERIES TRUST DB INT GVT ETF 78464A490 393 6349 SH SOLE 6349 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 57897 940663 SH SOLE 940663 0 0 SPECTRA ENERGY CORP COM 847560109 795 27149 SH SOLE 27149 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 748 18700 SH SOLE 18700 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 38730 7021032 SH SOLE 7021032 0 0 ST JUDE MED INC COM 790849103 1396 33300 SH SOLE 33300 0 0 STARBUCKS CORP COM 855244109 1248 24800 SH SOLE 24800 0 0 STATE STR CORP COM 857477103 3953 94400 SH SOLE 94400 0 0 STATOIL ASA SPONSORED ADR 85771P102 21584 836900 SH SOLE 836900 0 0 STERIS CORP COM 859152100 1156 32600 SH SOLE 32600 0 0 STEWART INFORMATION SVCS COR COM 860372101 2246 111500 SH SOLE 111500 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 109 18200 SH SOLE 18200 0 0 STRYKER CORP COM 863667101 1759 31900 SH SOLE 31900 0 0 SUN HEALTHCARE GROUP INC NEW COM 86677E100 2167 256000 SH SOLE 256000 0 0 SUNCOR ENERGY INC NEW COM 867224107 2136 65416 SH SOLE 65416 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 5080 356000 SH SOLE 356000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 5081 461900 SH SOLE 461900 0 0 SUNTRUST BKS INC COM 867914103 27249 963900 SH SOLE 963900 0 0 SURMODICS INC COM 868873100 656 32500 SH SOLE 32500 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 4016 383900 SH SOLE 383900 0 0 SUSSER HLDGS CORP COM 869233106 2770 76600 SH SOLE 76600 0 0 SYNOPSYS INC COM 871607107 274 8300 SH SOLE 8300 0 0 SYPRIS SOLUTIONS INC COM 871655106 287 40200 SH SOLE 40200 0 0 SYSCO CORP COM 871829107 1209 39000 SH SOLE 39000 0 0 TALISMAN ENERGY INC COM 87425E103 334 25200 SH SOLE 25200 0 0 TARGET CORP COM 87612E106 922 14700 SH SOLE 14700 0 0 TASER INTL INC COM 87651B104 512 84900 SH SOLE 84900 0 0 TAUBMAN CTRS INC COM 876664103 5861 76400 SH SOLE 76400 0 0 TAYLOR CAP GROUP INC COM 876851106 335 19600 SH SOLE 19600 0 0 TECH DATA CORP COM 878237106 906 20000 SH SOLE 20000 0 0 TECK RESOURCES LTD CL B 878742204 950 32500 SH SOLE 32500 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 160 16000 SH SOLE 16000 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 15941 622459 SH SOLE 622459 0 0 TELUS CORP NON-VTG SHS 87971M202 3150 50700 SH SOLE 50700 0 0 TENET HEALTHCARE CORP COM 88033G100 7217 1150900 SH SOLE 1150900 0 0 TERADATA CORP DEL COM 88076W103 7022 93100 SH SOLE 93100 0 0 TERADYNE INC COM 880770102 1805 126900 SH SOLE 126900 0 0 TEREX CORP NEW COM 880779103 15355 680000 SH SOLE 680000 0 0 TERNIUM SA SPON ADR 880890108 3662 186600 SH SOLE 186600 0 0 TESORO CORP COM 881609101 68384 1632100 SH SOLE 1632100 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3462 83600 SH SOLE 83600 0 0 TEXAS INSTRS INC COM 882508104 752 27400 SH SOLE 27400 0 0 TEXTRON INC COM 883203101 24607 940300 SH SOLE 940300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1646 28300 SH SOLE 28300 0 0 THOMSON REUTERS CORP COM 884903105 814 28417 SH SOLE 28417 0 0 THOR INDS INC COM 885160101 730 20100 SH SOLE 20100 0 0 TIM HORTONS INC COM 88706M103 524 10200 SH SOLE 10200 0 0 TIME WARNER CABLE INC COM 88732J207 14159 149079 SH SOLE 149079 0 0 TIME WARNER INC COM NEW 887317303 13851 305966 SH SOLE 305966 0 0 TJX COS INC NEW COM 872540109 28820 643700 SH SOLE 643700 0 0 TOLL BROTHERS INC COM 889478103 402 12100 SH SOLE 12100 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1057 12800 SH SOLE 12800 0 0 TOTAL SYS SVCS INC COM 891906109 851 35900 SH SOLE 35900 0 0 TRANSALTA CORP COM 89346D107 1618 106400 SH SOLE 106400 0 0 TRANSCANADA CORP COM 89353D107 870 19344 SH SOLE 19344 0 0 TRANSOCEAN LTD REG SHS H8817H100 3259 72896 SH SOLE 72896 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 261 48700 SH SOLE 48700 0 0 TRAVELERS COMPANIES INC COM 89417E109 7878 115501 SH SOLE 115501 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 380 8700 SH SOLE 8700 0 0 TUESDAY MORNING CORP COM NEW 899035505 633 96700 SH SOLE 96700 0 0 TYCO INTERNATIONAL LTD SHS H89128104 835 14975 SH SOLE 14975 0 0 U S AIRWAYS GROUP INC COM 90341W108 19352 1850000 SH SOLE 1850000 0 0 U S HOME SYS INC COM 90335C100 177 14200 SH SOLE 14200 0 0 UBS AG SHS NEW H89231338 1740 143931 SH SOLE 143931 0 0 UNION PAC CORP COM 907818108 1792 15200 SH SOLE 15200 0 0 UNITED CONTL HLDGS INC COM 910047109 694 35600 SH SOLE 35600 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1221 17200 SH SOLE 17200 0 0 UNITED RENTALS INC COM 911363109 23797 727500 SH SOLE 727500 0 0 UNITED STATES STL CORP NEW COM 912909108 1564 82000 SH SOLE 82000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1887 24300 SH SOLE 24300 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 626 11200 SH SOLE 11200 0 0 UNITEDHEALTH GROUP INC COM 91324P102 73641 1329698 SH SOLE 1329698 0 0 UNIVERSAL CORP VA COM 913456109 3677 72200 SH SOLE 72200 0 0 UNIVERSAL FST PRODS INC COM 913543104 436 10500 SH SOLE 10500 0 0 URS CORP NEW COM 903236107 19088 540600 SH SOLE 540600 0 0 US BANCORP DEL COM NEW 902973304 1432 42000 SH SOLE 42000 0 0 USA MOBILITY INC COM 90341G103 363 30600 SH SOLE 30600 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2639 56800 SH SOLE 56800 0 0 VAALCO ENERGY INC COM NEW 91851C201 2449 286400 SH SOLE 286400 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 3458 63300 SH SOLE 63300 0 0 VALERO ENERGY CORP NEW COM 91913Y100 66000 2083400 SH SOLE 2083400 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 5123 151100 SH SOLE 151100 0 0 VALSPAR CORP COM 920355104 6726 119900 SH SOLE 119900 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 8934 104926 SH SOLE 104926 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 8514 115605 SH SOLE 115605 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 7382 84419 SH SOLE 84419 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 6511 155950 SH SOLE 155950 0 0 VANGUARD STAR FD INTL STK IDXFD 921909768 4393 99377 SH SOLE 99377 0 0 VARIAN MED SYS INC COM 92220P105 490 8200 SH SOLE 8200 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 75335 1656900 SH SOLE 1656900 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 814 14600 SH SOLE 14600 0 0 VIACOM INC NEW CL B 92553P201 1403 26450 SH SOLE 26450 0 0 VISA INC COM CL A 92826C839 9041 67400 SH SOLE 67400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 10776 1096200 SH SOLE 1096200 0 0 VISTEON CORP COM NEW 92839U206 614 13800 SH SOLE 13800 0 0 VORNADO RLTY TR SH BEN INT 929042109 301 3699 SH SOLE 3699 0 0 VULCAN MATLS CO COM 929160109 203 4400 SH SOLE 4400 0 0 WABTEC CORP COM 929740108 474 5900 SH SOLE 5900 0 0 WALGREEN CO COM 931422109 2293 63300 SH SOLE 63300 0 0 WAL-MART STORES INC COM 931142103 25323 343800 SH SOLE 343800 0 0 WALTER INVT MGMT CORP COM 93317W102 2010 54300 SH SOLE 54300 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 9973 738700 SH SOLE 738700 0 0 WASTE MGMT INC DEL COM 94106L109 206 6400 SH SOLE 6400 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3318 39000 SH SOLE 39000 0 0 WAUSAU PAPER CORP COM 943315101 410 44300 SH SOLE 44300 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 19634 347200 SH SOLE 347200 0 0 WELLPOINT INC COM 94973V107 55561 958050 SH SOLE 958050 0 0 WELLS FARGO & CO NEW COM 949746101 22744 659459 SH SOLE 659459 0 0 WESTERN DIGITAL CORP COM 958102105 43122 1113400 SH SOLE 1113400 0 0 WESTERN REFNG INC COM 959319104 42794 1634600 SH SOLE 1634600 0 0 WESTLAKE CHEM CORP COM 960413102 2016 27600 SH SOLE 27600 0 0 WEYERHAEUSER CO COM 962166104 55408 2119687 SH SOLE 2119687 0 0 WHIRLPOOL CORP COM 963320106 14028 169200 SH SOLE 169200 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 2104 4100 SH SOLE 4100 0 0 WHOLE FOODS MKT INC COM 966837106 16089 165300 SH SOLE 165300 0 0 WILLIAMS COS INC DEL COM 969457100 20229 578900 SH SOLE 578900 0 0 WILSHIRE BANCORP INC COM 97186T108 1361 216100 SH SOLE 216100 0 0 WINDSTREAM CORP COM 97381W104 1371 137000 SH SOLE 137000 0 0 WISCONSIN ENERGY CORP COM 976657106 1817 48500 SH SOLE 48500 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 41702 797222 SH SOLE 797222 0 0 WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 12893 281143 SH SOLE 281143 0 0 WPX ENERGY INC COM 98212B103 823 49600 SH SOLE 49600 0 0 XCEL ENERGY INC COM 98389B100 2638 95800 SH SOLE 95800 0 0 XL GROUP PLC SHS G98290102 9387 390700 SH SOLE 390700 0 0 XYRATEX LTD COM G98268108 583 63300 SH SOLE 63300 0 0 YAMANA GOLD INC COM 98462Y100 960 50600 SH SOLE 50600 0 0 YUM BRANDS INC COM 988498101 899 13700 SH SOLE 13700 0 0 ZALE CORP NEW COM 988858106 102 14800 SH SOLE 14800 0 0 ZIMMER HLDGS INC COM 98956P102 1393 20820 SH SOLE 20820 0 0 ZIONS BANCORPORATION COM 989701107 21521 1041900 SH SOLE 1041900 0 0