0001085146-13-000120.txt : 20130124 0001085146-13-000120.hdr.sgml : 20130124 20130123175400 ACCESSION NUMBER: 0001085146-13-000120 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130124 DATE AS OF CHANGE: 20130123 EFFECTIVENESS DATE: 20130124 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: 13543592 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 qsinvestors4q2012.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: December 31, 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 January 23, 2013 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: 750 Form 13F Information Table Value Total: $5,392,723 (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 1739 18900 SH SOLE 18900 0 0 AAON INC COM PAR $0.004 000360206 263 12600 SH SOLE 12600 0 0 AARONS INC COM PAR $0.50 002535300 7313 258600 SH SOLE 258600 0 0 ABBOTT LABS COM 002824100 68295 1043300 SH SOLE 1043300 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6544 98479 SH SOLE 98479 0 0 ACE LTD SHS H0023R105 5555 69700 SH SOLE 69700 0 0 ACTIVISION BLIZZARD INC COM 00507V109 3565 335700 SH SOLE 335700 0 0 ACXIOM CORP COM 005125109 180 10300 SH SOLE 10300 0 0 ADOBE SYS INC COM 00724F101 216 5800 SH SOLE 5800 0 0 AEP INDS INC COM 001031103 794 13400 SH SOLE 13400 0 0 AEROPOSTALE COM 007865108 133 10200 SH SOLE 10200 0 0 AES CORP COM 00130H105 2245 211000 SH SOLE 211000 0 0 AETNA INC NEW COM 00817Y108 22579 488000 SH SOLE 488000 0 0 AFLAC INC COM 001055102 65707 1237100 SH SOLE 1237100 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 838 20800 SH SOLE 20800 0 0 AGNICO EAGLE MINES LTD COM 008474108 1361 26000 SH SOLE 26000 0 0 AGRIUM INC COM 008916108 934 9400 SH SOLE 9400 0 0 AIR LEASE CORP CL A 00912X302 684 31800 SH SOLE 31800 0 0 AIR PRODS & CHEMS INC COM 009158106 1296 15600 SH SOLE 15600 0 0 AIRCASTLE LTD COM G0129K104 1004 80000 SH SOLE 80000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 24508 599100 SH SOLE 599100 0 0 ALASKA AIR GROUP INC COM 011659109 10488 243400 SH SOLE 243400 0 0 ALBANY MOLECULAR RESH INC COM 012423109 145 27500 SH SOLE 27500 0 0 ALBEMARLE CORP COM 012653101 267 4400 SH SOLE 4400 0 0 ALCOA INC COM 013817101 803 94100 SH SOLE 94100 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 1016 34600 SH SOLE 34600 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 18611 198500 SH SOLE 198500 0 0 ALKERMES PLC SHS G01767105 583 31500 SH SOLE 31500 0 0 ALLEGHANY CORP DEL COM 017175100 201 600 SH SOLE 600 0 0 ALLERGAN INC COM 018490102 15275 166700 SH SOLE 166700 0 0 ALLIANT ENERGY CORP COM 018802108 1320 30300 SH SOLE 30300 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 11668 188300 SH SOLE 188300 0 0 ALLSTATE CORP COM 020002101 35208 876500 SH SOLE 876500 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1616 88600 SH SOLE 88600 0 0 ALON USA ENERGY INC COM 020520102 2717 150200 SH SOLE 150200 0 0 ALTRIA GROUP INC COM 02209S103 23222 739800 SH SOLE 739800 0 0 AMAZON COM INC COM 023135106 2265 9100 SH SOLE 9100 0 0 AMEREN CORP COM 023608102 30272 985900 SH SOLE 985900 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3877 189000 SH SOLE 189000 0 0 AMERICAN ELEC PWR INC COM 025537101 3980 93800 SH SOLE 93800 0 0 AMERICAN EXPRESS CO COM 025816109 6491 113200 SH SOLE 113200 0 0 AMERICAN RAILCAR INDS INC COM 02916P103 336 10600 SH SOLE 10600 0 0 AMERICAN TOWER CORP NEW COM 03027X100 17038 220700 SH SOLE 220700 0 0 AMERICAN VANGUARD CORP COM 030371108 898 28900 SH SOLE 28900 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 8304 224000 SH SOLE 224000 0 0 AMERIPRISE FINL INC COM 03076C106 506 8104 SH SOLE 8104 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1081 25200 SH SOLE 25200 0 0 AMGEN INC COM 031162100 68701 796220 SH SOLE 796220 0 0 AMKOR TECHNOLOGY INC COM 031652100 271 63700 SH SOLE 63700 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 1870 161900 SH SOLE 161900 0 0 AMSURG CORP COM 03232P405 573 19100 SH SOLE 19100 0 0 ANADARKO PETE CORP COM 032511107 1227 16700 SH SOLE 16700 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 7193 229300 SH SOLE 229300 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 39282 449400 SH SOLE 449400 0 0 ANN INC COM 035623107 511 15100 SH SOLE 15100 0 0 ANNALY CAP MGMT INC COM 035710409 174 12400 SH SOLE 12400 0 0 AOL INC COM 00184X105 39271 1326300 SH SOLE 1326300 0 0 APACHE CORP COM 037411105 1097 14138 SH SOLE 14138 0 0 APOGEE ENTERPRISES INC COM 037598109 806 33600 SH SOLE 33600 0 0 APPLE INC COM 037833100 32846 61765 SH SOLE 61765 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1139 42050 SH SOLE 42050 0 0 ARES CAP CORP COM 04010L103 1329 75900 SH SOLE 75900 0 0 ARGAN INC COM 04010E109 1357 75400 SH SOLE 75400 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 262 7800 SH SOLE 7800 0 0 ARRIS GROUP INC COM 04269Q100 427 28600 SH SOLE 28600 0 0 ARROW ELECTRS INC COM 042735100 495 13000 SH SOLE 13000 0 0 ASCENT CAP GROUP INC COM SER A 043632108 626 10100 SH SOLE 10100 0 0 ASHLAND INC NEW COM 044209104 306 3800 SH SOLE 3800 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 799 24900 SH SOLE 24900 0 0 ASSOCIATED BANC CORP COM 045487105 2036 155200 SH SOLE 155200 0 0 ASSURED GUARANTY LTD COM G0585R106 1278 89800 SH SOLE 89800 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 3999 84600 SH SOLE 84600 0 0 AT&T INC COM 00206R102 69001 2054992 SH SOLE 2054992 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 58 17300 SH SOLE 17300 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 793 14000 SH SOLE 14000 0 0 AUTONATION INC COM 05329W102 957 24100 SH SOLE 24100 0 0 AVERY DENNISON CORP COM 053611109 9236 264500 SH SOLE 264500 0 0 AVX CORP NEW COM 002444107 604 56000 SH SOLE 56000 0 0 AXIS CAPITAL HOLDINGS INV SHS G0692U109 634 18300 SH SOLE 18300 0 0 BAKER HUGHES INC COM 057224107 751 18561 SH SOLE 18561 0 0 BALL CORP COM 058498106 291 6500 SH SOLE 6500 0 0 BALLY TECHNOLOGIES INC COM 05874B107 666 14900 SH SOLE 14900 0 0 BANK MONTREAL QUE COM 063671101 733 12052 SH SOLE 12052 0 0 BANK NEW YORK MELLON CORP COM 064058100 1082 42560 SH SOLE 42560 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 882 15452 SH SOLE 15452 0 0 BANK OF AMERICA CORPORATION COM 060505104 19944 1721956 SH SOLE 1721956 0 0 BANNER CORP COM NEW 06652V208 725 23600 SH SOLE 23600 0 0 BARD C R INC COM 067383109 856 8800 SH SOLE 8800 0 0 BARNES & NOBLE INC COM 067774109 2170 143800 SH SOLE 143800 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 411 10800 SH SOLE 10800 0 0 BARRICK GOLD CORP COM 067901108 1881 54131 SH SOLE 54131 0 0 BAXTER INTL INC COM 071813109 3754 56700 SH SOLE 56700 0 0 BB&T CORP COM 054937107 452 15700 SH SOLE 15700 0 0 BCE INC COM NEW 05534B760 3322 78049 SH SOLE 78049 0 0 BEAM INC COM 073730103 664 11000 SH SOLE 11000 0 0 BECTON DICKINSON & CO COM 075887109 1889 24400 SH SOLE 24400 0 0 BEMIS INC COM 081437105 6775 202500 SH SOLE 202500 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6334 70720 SH SOLE 70720 0 0 BEST BUY INC COM 086516101 1039 87700 SH SOLE 87700 0 0 BIOGEN IDEC INC COM 09062X103 4342 29725 SH SOLE 29725 0 0 BLACK BOX CORP DEL COM 091826107 353 14500 SH SOLE 14500 0 0 BLACK HILLS CORP COM 092113109 683 18800 SH SOLE 18800 0 0 BLACKROCK INC COM 09247X101 15140 73300 SH SOLE 73300 0 0 BLOCK H & R INC COM 093671105 202 10900 SH SOLE 10900 0 0 BLUCORA INC COM 095229100 1123 71500 SH SOLE 71500 0 0 BOEING CO COM 097023105 39379 522700 SH SOLE 522700 0 0 BON-TON STORES INC COM 09776J101 1635 134900 SH SOLE 134900 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1557 111800 SH SOLE 111800 0 0 BOSTON SCIENTIFIC CORP COM 101137107 27186 4745267 SH SOLE 4745267 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4824 395700 SH SOLE 395700 0 0 BRINKER INTL INC COM 109641100 1088 35100 SH SOLE 35100 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 3554 109600 SH SOLE 109600 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 14685 2755100 SH SOLE 2755100 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 406 11077 SH SOLE 11077 0 0 BROWN FORMAN CORP CL B 115637209 437 7012 SH SOLE 7012 0 0 BROWN SHOE INC NEW COM 115736100 5718 311300 SH SOLE 311300 0 0 BUILD A BEAR WORKSHOP COM 120076104 110 28700 SH SOLE 28700 0 0 BUNGE LIMITED COM G16962105 25176 346400 SH SOLE 346400 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 683 10800 SH SOLE 10800 0 0 CABOT OIL & GAS CORP COM 127097103 823 16600 SH SOLE 16600 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 11606 859100 SH SOLE 859100 0 0 CAL MAINE FOODS INC COM NEW 128030202 949 23600 SH SOLE 23600 0 0 CALAMP CORP COM 128126109 919 110500 SH SOLE 110500 0 0 CALPINE CORP COM NEW 131347304 1445 80400 SH SOLE 80400 0 0 CAMBREX CORP COM 132011107 2247 197438 SH SOLE 197438 0 0 CAMDEN PPTY TR SH BEN INT 133131102 941 13800 SH SOLE 13800 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 646 11500 SH SOLE 11500 0 0 CAMPBELL SOUP CO COM 134429109 283 8200 SH SOLE 8200 0 0 CANADIAN NAT RES LTD COM 136385101 1504 52500 SH SOLE 52500 0 0 CANADIAN NATL RY CO COM 136375102 1578 17600 SH SOLE 17600 0 0 CANADIAN PAC RY LTD COM 13645T100 690 6900 SH SOLE 6900 0 0 CAPITAL ONE FINL CORP COM 14040H105 11333 195761 SH SOLE 195761 0 0 CAPLEASE INC COM 140288101 908 163100 SH SOLE 163100 0 0 CARDINAL HEALTH INC COM 14149Y108 1475 36000 SH SOLE 36000 0 0 CAREFUSION CORP COM 14170T101 769 27000 SH SOLE 27000 0 0 CARTER INC COM 146229109 1330 23900 SH SOLE 23900 0 0 CATAMARAN CORP COM 148887102 3574 76300 SH SOLE 76300 0 0 CATERPILLAR INC DEL COM 149123101 1243 14100 SH SOLE 14100 0 0 CBEYOND INC COM 149847105 676 74700 SH SOLE 74700 0 0 CBL & ASSOC PPTYS INC COM 124830100 15531 732300 SH SOLE 732300 0 0 CBS CORP NEW CL B 124857202 1294 34350 SH SOLE 34350 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 703 8820 SH SOLE 8820 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 798 151000 SH SOLE 151000 0 0 CELANESE CORP DEL COM SER A 150870103 526 12000 SH SOLE 12000 0 0 CELGENE CORP COM 151020104 5021 64000 SH SOLE 64000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 7348 744500 SH SOLE 744500 0 0 CENOVUS ENERGY INC COM 15135U109 696 20926 SH SOLE 20926 0 0 CENTENE CORP DEL COM 15135B101 640 15600 SH SOLE 15600 0 0 CENTERPOINT ENERGY INC COM 15189T107 1816 95000 SH SOLE 95000 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 588 56300 SH SOLE 56300 0 0 CENTURYLINK INC COM 156700106 11600 297464 SH SOLE 297464 0 0 CERNER CORP COM 156782104 1380 17900 SH SOLE 17900 0 0 CF INDS HLDGS INC COM 125269100 63213 311200 SH SOLE 311200 0 0 CHARLES RIV LABS INTL INC COM 159864107 529 14100 SH SOLE 14100 0 0 CHECKPOINT SYS INC COM 162825103 414 38500 SH SOLE 38500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 333 20100 SH SOLE 20100 0 0 CHEVRON CORP NEW COM 166764100 11250 104497 SH SOLE 104497 0 0 CHICOS FAS INC COM 168615102 327 17700 SH SOLE 17700 0 0 CHIMERA INVT CORP COM 16934Q109 40 15400 SH SOLE 15400 0 0 CHIQUITA BRANDS INTL INC COM 170032809 750 91000 SH SOLE 91000 0 0 CHUBB CORP COM 171232101 27619 366700 SH SOLE 366700 0 0 CHURCH & DWIGHT INC COM 171340102 654 12300 SH SOLE 12300 0 0 CIGNA CORPORATION COM 125509109 28052 524840 SH SOLE 524840 0 0 CIMAREX ENERGY CO COM 171798101 3678 63700 SH SOLE 63700 0 0 CINCINNATI FINL CORP COM 172062101 4698 120000 SH SOLE 120000 0 0 CINEMARK HOLDINGS INC COM 17243V102 574 22100 SH SOLE 22100 0 0 CISCO SYS INC COM 17275R102 77485 3944200 SH SOLE 3944200 0 0 CITIGROUP INC COM NEW 172967424 59376 1501601 SH SOLE 1501601 0 0 CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 2365 124700 SH SOLE 124700 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 332 8800 SH SOLE 8800 0 0 CLOROX CO DEL COM 189054109 765 10500 SH SOLE 10500 0 0 CME GROUP INC COM 12572Q105 402 7950 SH SOLE 7950 0 0 CMS ENERGY CORP COM 125896100 2964 122500 SH SOLE 122500 0 0 CNO FINL GROUP INC COM 12621E103 1431 153400 SH SOLE 153400 0 0 COACH INC COM 189754104 293 5300 SH SOLE 5300 0 0 COCA COLA CO COM 191216100 6750 187200 SH SOLE 187200 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 795 25100 SH SOLE 25100 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5945 80300 SH SOLE 80300 0 0 COLGATE PALMOLIVE CO COM 194162103 6798 65200 SH SOLE 65200 0 0 COMCAST CORP NEW CL A 20030N101 44001 1177758 SH SOLE 1177758 0 0 COMCAST CORP NEW CL A SPL 20030N200 32903 915450 SH SOLE 915450 0 0 COMMERCIAL METALS CO COM 201723103 1592 107100 SH SOLE 107100 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 618 17400 SH SOLE 17400 0 0 COMPUTER SCIENCES CORP COM 205363104 55934 1396600 SH SOLE 1396600 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2564 101000 SH SOLE 101000 0 0 CONAGRA FOODS INC COM 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DONNELLEY R R & SONS CO COM 257867101 480 53300 SH SOLE 53300 0 0 DOW CHEM CO COM 260543103 2916 91200 SH SOLE 91200 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 213 4850 SH SOLE 4850 0 0 DTE ENERGY CO COM 233331107 10688 178200 SH SOLE 178200 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 2821 63400 SH SOLE 63400 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 22319 350687 SH SOLE 350687 0 0 DUKE REALTY CORP COM NEW 264411505 4076 293900 SH SOLE 293900 0 0 DXP ENTERPRISES INC NEW COM NEW 233377407 1182 24100 SH SOLE 24100 0 0 E M C CORP MASS COM 268648102 10645 421200 SH SOLE 421200 0 0 EAGLE MATERIALS INC COM 26969P108 3516 60100 SH SOLE 60100 0 0 EARTHLINK INC COM 270321102 1036 160500 SH SOLE 160500 0 0 EAST WEST BANCORP INC COM 27579R104 5016 233400 SH SOLE 233400 0 0 EASTMAN CHEM CO COM 277432100 777 11600 SH SOLE 11600 0 0 EATON CORP PLC SHS G29183103 291 5364 SH SOLE 5364 0 0 EATON VANCE CORP COM NON VTG 278265103 223 7000 SH SOLE 7000 0 0 EBAY INC COM 278642103 13427 263400 SH SOLE 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0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 431 7600 SH SOLE 7600 0 0 ESSEX PPTY TR INC COM 297178105 279 1900 SH SOLE 1900 0 0 EVEREST RE GROUP LTD COM G3223R108 5817 52900 SH SOLE 52900 0 0 EXELIS INC COM 30162A108 1195 106000 SH SOLE 106000 0 0 EXELON CORP COM 30161N101 5560 188053 SH SOLE 188053 0 0 EXPEDIA INC DEL COM NEW 30212P303 56688 922500 SH SOLE 922500 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 8715 161937 SH SOLE 161937 0 0 EXTERRAN HLDGS INC COM 30225X103 5789 264100 SH SOLE 264100 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2001 55000 SH SOLE 55000 0 0 EXXON MOBIL CORP COM 30231G102 44372 513711 SH SOLE 513711 0 0 F M C CORP COM NEW 302491303 280 4900 SH SOLE 4900 0 0 FACEBOOK INC CL A 30303M102 654 24700 SH SOLE 24700 0 0 FEDEX CORP COM 31428X106 789 8720 SH SOLE 8720 0 0 FELCOR LODGING TR INC COM 31430F101 1291 276400 SH SOLE 276400 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 5418 230100 SH SOLE 230100 0 0 FIRST AMERN FINL CORP COM 31847R102 11385 472600 SH SOLE 472600 0 0 FIRST FINL HLDGS INC COM 320239106 405 31000 SH SOLE 31000 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 510 36200 SH SOLE 36200 0 0 FIRST MERCHANTS CORP COM 320817109 1040 70100 SH SOLE 70100 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 633 79800 SH SOLE 79800 0 0 FIRST SOLAR INC COM 336433107 40179 1301100 SH SOLE 1301100 0 0 FIRSTENERGY CORP COM 337932107 3324 80129 SH SOLE 80129 0 0 FISERV INC COM 337738108 434 5500 SH SOLE 5500 0 0 FMC TECHNOLOGIES INC COM 30249U101 303 7100 SH SOLE 7100 0 0 FOOT LOCKER INC COM 344849104 2782 86600 SH SOLE 86600 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 889 69562 SH SOLE 69562 0 0 FOREST LABS INC COM 345838106 786 22400 SH SOLE 22400 0 0 FORMFACTOR INC COM 346375108 470 103100 SH SOLE 103100 0 0 FRANCO NEVADA CORP COM 351858105 303 5400 SH SOLE 5400 0 0 FRANKLIN RES INC COM 354613101 17078 135900 SH SOLE 135900 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2008 59346 SH SOLE 59346 0 0 FREIGHTCAR AMER INC COM 357023100 1188 53000 SH SOLE 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COM 378967103 2414 307900 SH SOLE 307900 0 0 GOLDCORP INC NEW COM 380956409 1664 45483 SH SOLE 45483 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3069 24190 SH SOLE 24190 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1483 107400 SH SOLE 107400 0 0 GOOGLE INC CL A 38259P508 4613 6540 SH SOLE 6540 0 0 GREAT PLAINS ENERGY INC COM 391164100 837 41200 SH SOLE 41200 0 0 GROUPE CGI INC CL A SUB VTG 39945C109 1946 84800 SH SOLE 84800 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 1526 101300 SH SOLE 101300 0 0 HALLIBURTON CO COM 406216101 1102 32100 SH SOLE 32100 0 0 HARBINGER GROUP INC COM 41146A106 430 55900 SH SOLE 55900 0 0 HARRIS CORP DEL COM 413875105 5817 118800 SH SOLE 118800 0 0 HARSCO CORP COM 415864107 797 33900 SH SOLE 33900 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 322 12800 SH SOLE 12800 0 0 HAWAIIAN HOLDINGS INC COM 419879101 3199 486900 SH SOLE 486900 0 0 HCA HOLDINGS INC COM 40412C101 315 10500 SH SOLE 10500 0 0 HCP INC COM 40414L109 392 8800 SH SOLE 8800 0 0 HEALTH NET INC COM 42222G108 15109 621800 SH SOLE 621800 0 0 HEARTLAND PMT SYS INC COM 42235N108 2666 90400 SH SOLE 90400 0 0 HEINZ H J CO COM 423074103 1302 22800 SH SOLE 22800 0 0 HELMERICH & PAYNE INC COM 423452101 2263 40400 SH SOLE 40400 0 0 HENRY JACK & ASSOC INC COM 426281101 329 8400 SH SOLE 8400 0 0 HERCULES OFFSHORE INC COM 427093109 265 42900 SH SOLE 42900 0 0 HERSHEY CO COM 427866108 852 11900 SH SOLE 11900 0 0 HESS CORP COM 42809H107 595 11300 SH SOLE 11300 0 0 HEWLETT PACKARD CO COM 428236103 20551 1442500 SH SOLE 1442500 0 0 HIGHWOODS PPTYS INC COM 431284108 1084 32400 SH SOLE 32400 0 0 HOLLYFRONTIER CORP COM 436106108 65776 1413000 SH SOLE 1413000 0 0 HOLOGIC INC COM 436440101 592 29700 SH SOLE 29700 0 0 HOME DEPOT INC COM 437076102 17630 285400 SH SOLE 285400 0 0 HOMEOWNERS CHOICE INC COM 43741E103 308 14800 SH SOLE 14800 0 0 HONEYWELL INTL INC COM 438516106 4321 68300 SH SOLE 68300 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 220 11000 SH SOLE 11000 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1361 58100 SH SOLE 58100 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 4282 80700 SH SOLE 80700 0 0 HUMANA INC COM 444859102 20948 305300 SH SOLE 305300 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 17029 392900 SH SOLE 392900 0 0 HUNTSMAN CORP COM 447011107 814 51200 SH SOLE 51200 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 336 6900 SH SOLE 6900 0 0 IAC INTERACTIVECORP COM PAR $.001 44919P508 17988 380300 SH SOLE 380300 0 0 IBERIABANK CORP COM 450828108 2820 57400 SH SOLE 57400 0 0 ICU MED INC COM 44930G107 664 10900 SH SOLE 10900 0 0 ILLINOIS TOOL WKS INC COM 452308109 886 14800 SH SOLE 14800 0 0 ILLUMINA INC COM 452327109 917 16500 SH SOLE 16500 0 0 IMPERIAL OIL LTD COM NEW 453038408 331 7800 SH SOLE 7800 0 0 INGRAM MICRO INC CL A 457153104 5568 329100 SH SOLE 329100 0 0 INGREDION INC COM 457187102 296 4600 SH SOLE 4600 0 0 INSIGHT ENTERPRISES INC COM 45765U103 344 19800 SH SOLE 19800 0 0 INSPERITY INC COM 45778Q107 238 7300 SH SOLE 7300 0 0 INTEGRYS ENERGY GROUP INC 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ISHARES TR S&P GTFIDX ETF 464288174 7578 167508 SH SOLE 167508 0 0 ISHARES TR JPMORGAN USD 464288281 206 1674 SH SOLE 1674 0 0 ISHARES TR US PFD STK IDX 464288687 60204 1519534 SH SOLE 1519534 0 0 ISTAR FINL INC COM 45031U101 2357 289200 SH SOLE 289200 0 0 ITRON INC COM 465741106 1341 30100 SH SOLE 30100 0 0 ITT CORP NEW COM NEW 450911201 30446 1297800 SH SOLE 1297800 0 0 IXIA COM 45071R109 647 38100 SH SOLE 38100 0 0 JOHNSON & JOHNSON COM 478160104 34110 487400 SH SOLE 487400 0 0 JOHNSON CTLS INC COM 478366107 324 10700 SH SOLE 10700 0 0 JPMORGAN CHASE & CO COM 46625H100 57004 1297332 SH SOLE 1297332 0 0 KCAP FINL INC COM 48668E101 1226 133300 SH SOLE 133300 0 0 KELLOGG CO COM 487836108 870 15600 SH SOLE 15600 0 0 KEYCORP NEW COM 493267108 35995 4274900 SH SOLE 4274900 0 0 KIMBALL INTL INC CL B 494274103 1454 125200 SH SOLE 125200 0 0 KIMBERLY CLARK CORP COM 494368103 24521 290600 SH SOLE 290600 0 0 KINDER MORGAN INC DEL COM 49456B101 379 10816 SH SOLE 10816 0 0 KINROSS GOLD CORP COM NO PAR 496902404 22224 2286900 SH SOLE 2286900 0 0 KONA GRILL INC COM 50047H201 116 13400 SH SOLE 13400 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 11014 415000 SH SOLE 415000 0 0 KORN FERRY INTL COM NEW 500643200 725 45700 SH SOLE 45700 0 0 KRAFT FOODS GROUP INC COM 50076Q106 1630 36086 SH SOLE 36086 0 0 KROGER CO COM 501044101 1694 65500 SH SOLE 65500 0 0 KULICKE & SOFFA INDS INC COM 501242101 10851 905100 SH SOLE 905100 0 0 L & L ENERGY INC COM 50162D100 61 32100 SH SOLE 32100 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 834 9700 SH SOLE 9700 0 0 LAMAR ADVERTISING CO CL A 512815101 1415 36500 SH SOLE 36500 0 0 LAS VEGAS SANDS CORP COM 517834107 807 17600 SH SOLE 17600 0 0 LAUDER ESTEE COS INC CL A 518439104 1086 18200 SH SOLE 18200 0 0 LEAR CORP COM NEW 521865204 3462 73900 SH SOLE 73900 0 0 LENDER PROCESSING SVCS INC COM 52602E102 8260 335500 SH SOLE 335500 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 790 34500 SH SOLE 34500 0 0 LEXMARK INTL NEW CL A 529771107 1924 83000 SH SOLE 83000 0 0 LIBERTY GLOBAL INC COM SER A 530555101 352 5600 SH SOLE 5600 0 0 LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 448 6600 SH SOLE 6600 0 0 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 391 3400 SH SOLE 3400 0 0 LIBERTY PPTY TR SH BEN INT 531172104 303 8800 SH SOLE 8800 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 361 7400 SH SOLE 7400 0 0 LILLY ELI & CO COM 532457108 23391 474800 SH SOLE 474800 0 0 LIONS GATE ENTMNT CORP COM NEW 535919203 5764 351500 SH SOLE 351500 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1132 121500 SH SOLE 121500 0 0 LOCKHEED MARTIN CORP COM 539830109 26777 290200 SH SOLE 290200 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 328 6000 SH SOLE 6000 0 0 LORILLARD INC COM 544147101 5067 43500 SH SOLE 43500 0 0 LOUISIANA PAC CORP COM 546347105 26359 1364300 SH SOLE 1364300 0 0 LOWES COS INC COM 548661107 1543 43700 SH SOLE 43700 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 14524 254600 SH SOLE 254600 0 0 M & T BK CORP COM 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SOLE 98700 0 0 MARSH & MCLENNAN COS INC COM 571748102 245 7100 SH SOLE 7100 0 0 MASTERCARD INC CL A 57636Q104 1464 3000 SH SOLE 3000 0 0 MATSON INC COM 57686G105 445 18000 SH SOLE 18000 0 0 MBIA INC COM 55262C100 1009 128600 SH SOLE 128600 0 0 MCCORMICK & CO INC COM NON VTG 579780206 481 7600 SH SOLE 7600 0 0 MCDONALDS CORP COM 580135101 2424 27700 SH SOLE 27700 0 0 MCG CAPITAL CORP COM 58047P107 58 12500 SH SOLE 12500 0 0 MCGRAW HILL COS INC COM 580645109 17721 324200 SH SOLE 324200 0 0 MCKESSON CORP COM 58155Q103 22332 230500 SH SOLE 230500 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 550 48700 SH SOLE 48700 0 0 MDU RES GROUP INC COM 552690109 1587 75200 SH SOLE 75200 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 891 13600 SH SOLE 13600 0 0 MEADWESTVACO CORP COM 583334107 296 9500 SH SOLE 9500 0 0 MEDASSETS INC COM 584045108 778 46400 SH SOLE 46400 0 0 MEDIFAST INC COM 58470H101 491 18600 SH SOLE 18600 0 0 MEDTRONIC INC COM 585055106 4589 112600 SH SOLE 112600 0 0 MELCO CROWN ENTMT LTD 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CORP COM 651587107 551 2100 SH SOLE 2100 0 0 NEWMONT MINING CORP COM 651639106 1514 32900 SH SOLE 32900 0 0 NEWS CORP CL A 65248E104 2985 117694 SH SOLE 117694 0 0 NEWS CORP CL B 65248E203 703 26901 SH SOLE 26901 0 0 NEXEN INC COM 65334H102 589 22200 SH SOLE 22200 0 0 NEXTERA ENERGY INC COM 65339F101 5054 73500 SH SOLE 73500 0 0 NII HLDGS INC CL B NEW 62913F201 1517 212700 SH SOLE 212700 0 0 NIKE INC CL B 654106103 951 18600 SH SOLE 18600 0 0 NISOURCE INC COM 65473P105 4009 161500 SH SOLE 161500 0 0 NOBLE ENERGY INC COM 655044105 809 8000 SH SOLE 8000 0 0 NORFOLK SOUTHERN CORP COM 655844108 311 5100 SH SOLE 5100 0 0 NORTEK INC COM NEW 656559309 695 10500 SH SOLE 10500 0 0 NORTHEAST UTILS COM 664397106 2616 67379 SH SOLE 67379 0 0 NORTHERN TR CORP COM 665859104 391 7800 SH SOLE 7800 0 0 NORTHROP GRUMMAN CORP COM 666807102 45989 680600 SH SOLE 680600 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 4769 677500 SH SOLE 677500 0 0 NOVO-NORDISK A S ADR 670100205 26668 163400 SH SOLE 163400 0 0 NRG ENERGY INC COM NEW 629377508 5738 250090 SH SOLE 250090 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 219 5900 SH SOLE 5900 0 0 NUCOR CORP COM 670346105 948 22300 SH SOLE 22300 0 0 NV ENERGY INC COM 67073Y106 6037 332800 SH SOLE 332800 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3118 41000 SH SOLE 41000 0 0 OCWEN FINL CORP COM NEW 675746309 1328 38400 SH SOLE 38400 0 0 OFFICE DEPOT INC COM 676220106 245 74800 SH SOLE 74800 0 0 OGE ENERGY CORP COM 670837103 1487 26600 SH SOLE 26600 0 0 OMNICARE INC COM 681904108 744 20600 SH SOLE 20600 0 0 OMNICOM GROUP INC COM 681919106 693 13900 SH SOLE 13900 0 0 OMNOVA SOLUTIONS INC COM 682129101 552 78900 SH SOLE 78900 0 0 ONEOK INC NEW COM 682680103 1672 39400 SH SOLE 39400 0 0 ONYX PHARMACEUTICALS INC COM 683399109 18173 240600 SH SOLE 240600 0 0 OPEN TEXT CORP COM 683715106 1387 24900 SH SOLE 24900 0 0 ORACLE CORP COM 68389X105 3744 113128 SH SOLE 113128 0 0 OSHKOSH CORP COM 688239201 25664 865600 SH SOLE 865600 0 0 PACCAR INC COM 693718108 258 5700 SH SOLE 5700 0 0 PACKAGING CORP AMER COM 695156109 2932 76200 SH SOLE 76200 0 0 PANDORA MEDIA INC COM 698354107 529 57600 SH SOLE 57600 0 0 PANTRY INC COM 698657103 434 35800 SH SOLE 35800 0 0 PAREXEL INTL CORP COM 699462107 231 7800 SH SOLE 7800 0 0 PARKWAY PPTYS INC COM 70159Q104 487 34800 SH SOLE 34800 0 0 PARTNERRE LTD COM G6852T105 9449 117400 SH SOLE 117400 0 0 PDF SOLUTIONS INC COM 693282105 373 27100 SH SOLE 27100 0 0 PENN VA CORP COM 707882106 2166 491300 SH SOLE 491300 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2847 161400 SH SOLE 161400 0 0 PEPCO HOLDINGS INC COM 713291102 1619 83200 SH SOLE 83200 0 0 PEPSICO INC COM 713448108 10721 157150 SH SOLE 157150 0 0 PERRIGO CO COM 714290103 662 6400 SH SOLE 6400 0 0 PETROBRAS ARGENTINA S A SPONS ADR 71646J109 85 17900 SH SOLE 17900 0 0 PETSMART INC COM 716768106 3793 55500 SH SOLE 55500 0 0 PFIZER INC COM 717081103 19238 769345 SH SOLE 769345 0 0 PG&E CORP COM 69331C108 3278 82200 SH SOLE 82200 0 0 PHARMACYCLICS INC COM 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73755L107 2268 56100 SH SOLE 56100 0 0 POTLATCH CORP NEW COM 737630103 1430 36500 SH SOLE 36500 0 0 POZEN INC COM 73941U102 803 160300 SH SOLE 160300 0 0 PPG INDS INC COM 693506107 4193 31100 SH SOLE 31100 0 0 PPL CORP COM 69351T106 3525 124100 SH SOLE 124100 0 0 PRAXAIR INC COM 74005P104 2745 25300 SH SOLE 25300 0 0 PRECISION CASTPARTS CORP COM 740189105 296 1600 SH SOLE 1600 0 0 PRICE T ROWE GROUP INC COM 74144T108 37833 580900 SH SOLE 580900 0 0 PRICELINE COM INC COM NEW 741503403 5892 9500 SH SOLE 9500 0 0 PRIVATEBANCORP INC COM 742962103 2448 159800 SH SOLE 159800 0 0 PROCTER & GAMBLE CO COM 742718109 81586 1202630 SH SOLE 1202630 0 0 PROGRESSIVE CORP OHIO COM 743315103 9001 426600 SH SOLE 426600 0 0 PRUDENTIAL FINL INC COM 744320102 522 9900 SH SOLE 9900 0 0 PUBLIC STORAGE COM 74460D109 695 4800 SH SOLE 4800 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3023 99500 SH SOLE 99500 0 0 PULTE GROUP INC COM 745867101 4824 265600 SH SOLE 265600 0 0 QEP RES INC COM 74733V100 269 8900 SH SOLE 8900 0 0 QIAGEN NV REG SHS N72482107 1121 62296 SH SOLE 62296 0 0 QUAD / GRAPHICS INC COM CL A 747301109 1331 65300 SH SOLE 65300 0 0 QUALCOMM INC COM 747525103 50725 818200 SH SOLE 818200 0 0 QUANTA SVCS INC COM 74762E102 3891 142600 SH SOLE 142600 0 0 QUEST DIAGNOSTICS INC COM 74834L100 857 14800 SH SOLE 14800 0 0 RAMBUS INC DEL COM 750917106 1153 236200 SH SOLE 236200 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 347 9000 SH SOLE 9000 0 0 RAYTHEON CO COM NEW 755111507 36628 636400 SH SOLE 636400 0 0 REGENERON PHARMACEUTICALS COM 75886F107 5609 32800 SH SOLE 32800 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 284 3500 SH SOLE 3500 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1155 203300 SH SOLE 203300 0 0 RESEARCH IN MOTION LTD COM 760975102 39753 3347200 SH SOLE 3347200 0 0 RESMED INC COM 761152107 1651 39700 SH SOLE 39700 0 0 RESOLUTE FST PRODS INC COM 76117W109 167 12600 SH SOLE 12600 0 0 REYNOLDS AMERICAN INC COM 761713106 500 12200 SH SOLE 12200 0 0 RF MICRODEVICES INC COM 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SPONSORED ADR 80105N105 2919 61600 SH SOLE 61600 0 0 SANTARUS INC COM 802817304 1588 144600 SH SOLE 144600 0 0 SBA COMMUNICATIONS CORP COM 78388J106 2360 33500 SH SOLE 33500 0 0 SCANA CORP NEW COM 80589M102 2005 44100 SH SOLE 44100 0 0 SCHEIN HENRY INC COM 806407102 741 9300 SH SOLE 9300 0 0 SCHLUMBERGER LTD COM 806857108 3903 56730 SH SOLE 56730 0 0 SCHWAB CHARLES CORP NEW COM 808513105 414 28800 SH SOLE 28800 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 644 59500 SH SOLE 59500 0 0 SEADRILL LIMITED SHS G7945E105 1765 48678 SH SOLE 48678 0 0 SEARS HLDGS CORP COM 812350106 935 22600 SH SOLE 22600 0 0 SEMPRA ENERGY COM 816851109 3769 53400 SH SOLE 53400 0 0 SERVICE CORP INTL COM 817565104 784 56800 SH SOLE 56800 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 865 38000 SH SOLE 38000 0 0 SHERWIN WILLIAMS CO COM 824348106 13629 88700 SH SOLE 88700 0 0 SIGMA ALDRICH CORP COM 826552101 724 10000 SH SOLE 10000 0 0 SILICON LABORATORIES INC COM 826919102 2052 49100 SH SOLE 49100 0 0 SILVER WHEATON CORP COM 828336107 753 21000 SH SOLE 21000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3696 23474 SH SOLE 23474 0 0 SIRIUS XM RADIO INC COM 82967N108 494 171800 SH SOLE 171800 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 13281 217000 SH SOLE 217000 0 0 SKYWEST INC COM 830879102 424 34000 SH SOLE 34000 0 0 SLM CORP COM 78442P106 322 18800 SH SOLE 18800 0 0 SMITHFIELD FOODS INC COM 832248108 1406 65200 SH SOLE 65200 0 0 SMUCKER J M CO COM NEW 832696405 739 8600 SH SOLE 8600 0 0 SOLARWINDS INC COM 83416B109 25989 495500 SH SOLE 495500 0 0 SONY CORP ADR NEW 835699307 4247 379200 SH SOLE 379200 0 0 SORL AUTO PTS INC COM 78461U101 62 24900 SH SOLE 24900 0 0 SOUTHERN CO COM 842587107 8192 192500 SH SOLE 192500 0 0 SOUTHERN COPPER CORP COM 84265V105 1065 28405 SH SOLE 28405 0 0 SOUTHWEST AIRLS CO COM 844741108 5859 572100 SH SOLE 572100 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 300 26800 SH SOLE 26800 0 0 SOUTHWESTERN ENERGY CO COM 845467109 839 25200 SH SOLE 25200 0 0 SPANISH BROADCASTING SYS INC CL A NEW 846425833 43 17300 SH SOLE 17300 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 44573 1106038 SH SOLE 1106038 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 696 17109 SH SOLE 17109 0 0 SPDR SERIES TRUST DB INT GVT ETF 78464A490 403 6349 SH SOLE 6349 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 21737 356225 SH SOLE 356225 0 0 SPECTRA ENERGY CORP COM 847560109 739 27149 SH SOLE 27149 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1725 38400 SH SOLE 38400 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 56662 9997832 SH SOLE 9997832 0 0 ST JUDE MED INC COM 790849103 1199 33300 SH SOLE 33300 0 0 STAGE STORES INC COM NEW 85254C305 1430 57700 SH SOLE 57700 0 0 STARBUCKS CORP COM 855244109 7263 135700 SH SOLE 135700 0 0 STATE STR CORP COM 857477103 947 20300 SH SOLE 20300 0 0 STATOIL ASA SPONSORED ADR 85771P102 20956 836900 SH SOLE 836900 0 0 STEC INC COM 784774101 226 45800 SH SOLE 45800 0 0 STEWART INFORMATION SVCS COR COM 860372101 2433 93600 SH SOLE 93600 0 0 STRYKER CORP COM 863667101 1674 30800 SH SOLE 30800 0 0 STURM RUGER & CO INC COM 864159108 522 11500 SH SOLE 11500 0 0 SUNCOR ENERGY INC NEW COM 867224107 6555 199416 SH SOLE 199416 0 0 SUNPOWER CORP COM 867652406 71 12700 SH SOLE 12700 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1345 125600 SH SOLE 125600 0 0 SUNTRUST BKS INC COM 867914103 9829 346700 SH SOLE 346700 0 0 SURMODICS INC COM 868873100 1136 50800 SH SOLE 50800 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 4024 383900 SH SOLE 383900 0 0 SYKES ENTERPRISES INC COM 871237103 248 16300 SH SOLE 16300 0 0 SYMANTEC CORP COM 871503108 30837 1639500 SH SOLE 1639500 0 0 SYNOPSYS INC COM 871607107 207 6500 SH SOLE 6500 0 0 SYPRIS SOLUTIONS INC COM 871655106 115 29000 SH SOLE 29000 0 0 SYSCO CORP COM 871829107 1223 39000 SH SOLE 39000 0 0 TALISMAN ENERGY INC COM 87425E103 283 25200 SH SOLE 25200 0 0 TARGET CORP COM 87612E106 1068 18200 SH SOLE 18200 0 0 TASER INTL INC COM 87651B104 1538 172100 SH SOLE 172100 0 0 TAYLOR CAP GROUP INC COM 876851106 458 25400 SH SOLE 25400 0 0 TECH DATA CORP COM 878237106 401 8800 SH SOLE 8800 0 0 TECK RESOURCES LTD CL B 878742204 1112 30900 SH SOLE 30900 0 0 TELEFLEX INC COM 879369106 1890 26500 SH SOLE 26500 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 9758 440740 SH SOLE 440740 0 0 TELUS CORP NON-VTG SHS 87971M202 3181 49300 SH SOLE 49300 0 0 TEREX CORP NEW COM 880779103 13225 470500 SH SOLE 470500 0 0 TESORO CORP COM 881609101 67749 1538000 SH SOLE 1538000 0 0 TEXAS INSTRS INC COM 882508104 845 27400 SH SOLE 27400 0 0 TEXTRON INC COM 883203101 6175 249100 SH SOLE 249100 0 0 THE ADT CORPORATION COM 00101J106 319 6887 SH SOLE 6887 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 8235 129400 SH SOLE 129400 0 0 THOMSON REUTERS CORP COM 884903105 7894 272017 SH SOLE 272017 0 0 THOR INDS INC COM 885160101 3204 85600 SH SOLE 85600 0 0 THORATEC CORP COM NEW 885175307 1471 39200 SH SOLE 39200 0 0 TIM HORTONS INC COM 88706M103 495 10200 SH SOLE 10200 0 0 TIME WARNER CABLE INC COM 88732J207 4095 42279 SH SOLE 42279 0 0 TIME WARNER INC COM NEW 887317303 2768 58266 SH SOLE 58266 0 0 TJX COS INC NEW COM 872540109 39480 930300 SH SOLE 930300 0 0 TOLL BROTHERS INC COM 889478103 391 12100 SH SOLE 12100 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 949 11400 SH SOLE 11400 0 0 TOTAL SYS SVCS INC COM 891906109 458 21400 SH SOLE 21400 0 0 TRANSALTA CORP COM 89346D107 1715 113800 SH SOLE 113800 0 0 TRANSCANADA CORP COM 89353D107 902 19344 SH SOLE 19344 0 0 TRANSOCEAN LTD REG SHS H8817H100 5047 113522 SH SOLE 113522 0 0 TRAVELERS COMPANIES INC COM 89417E109 5006 69801 SH SOLE 69801 0 0 TREX CO INC COM 89531P105 704 18900 SH SOLE 18900 0 0 TRINITY INDS INC COM 896522109 290 8100 SH SOLE 8100 0 0 TRIUMPH GROUP INC NEW COM 896818101 3265 50000 SH SOLE 50000 0 0 TUPPERWARE BRANDS CORP COM 899896104 237 3700 SH SOLE 3700 0 0 TUTOR PERINI CORP COM 901109108 1009 73700 SH SOLE 73700 0 0 TYSON FOODS INC CL A 902494103 27779 1431900 SH SOLE 1431900 0 0 U S AIRWAYS GROUP INC COM 90341W108 10722 794200 SH SOLE 794200 0 0 UBS AG SHS NEW H89231338 1992 128698 SH SOLE 128698 0 0 ULTRA PETROLEUM CORP COM 903914109 1982 109300 SH SOLE 109300 0 0 UNION PAC CORP COM 907818108 1873 15000 SH SOLE 15000 0 0 UNIT CORP COM 909218109 253 5600 SH SOLE 5600 0 0 UNITED CONTL HLDGS INC COM 910047109 7649 327200 SH SOLE 327200 0 0 UNITED ONLINE INC COM 911268100 93 16700 SH SOLE 16700 0 0 UNITED PARCEL SERVICE INC CL B 911312106 8543 116000 SH SOLE 116000 0 0 UNITED RENTALS INC COM 911363109 3249 71400 SH SOLE 71400 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1945 23900 SH SOLE 23900 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2094 39200 SH SOLE 39200 0 0 UNITEDHEALTH GROUP INC COM 91324P102 45726 843698 SH SOLE 843698 0 0 UNIVERSAL CORP VA COM 913456109 3344 67000 SH SOLE 67000 0 0 UNIVERSAL FST PRODS INC COM 913543104 232 6100 SH SOLE 6100 0 0 URS CORP NEW COM 903236107 459 11700 SH SOLE 11700 0 0 US BANCORP DEL COM NEW 902973304 1223 38500 SH SOLE 38500 0 0 USA MOBILITY INC COM 90341G103 159 13600 SH SOLE 13600 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1692 51400 SH SOLE 51400 0 0 VAALCO ENERGY INC COM NEW 91851C201 2876 332500 SH SOLE 332500 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 3706 62700 SH SOLE 62700 0 0 VALERO ENERGY CORP NEW COM 91913Y100 20363 596900 SH SOLE 596900 0 0 VALSPAR CORP COM 920355104 4081 65400 SH SOLE 65400 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 7596 90391 SH SOLE 90391 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 7283 99375 SH SOLE 99375 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 5271 57918 SH SOLE 57918 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 6850 153850 SH SOLE 153850 0 0 VANGUARD STAR FD VG TL INTL STK F 921909768 4678 99377 SH SOLE 99377 0 0 VARIAN MED SYS INC COM 92220P105 712 10200 SH SOLE 10200 0 0 VECTREN CORP COM 92240G101 427 14500 SH SOLE 14500 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 62258 1442800 SH SOLE 1442800 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 665 15900 SH SOLE 15900 0 0 VIACOM INC NEW CL B 92553P201 1383 26450 SH SOLE 26450 0 0 VISA INC COM CL A 92826C839 66681 440000 SH SOLE 440000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 3280 308500 SH SOLE 308500 0 0 VISTEON CORP COM NEW 92839U206 2276 42300 SH SOLE 42300 0 0 VORNADO RLTY TR SH BEN INT 929042109 248 3093 SH SOLE 3093 0 0 VULCAN MATLS CO COM 929160109 275 5400 SH SOLE 5400 0 0 WABTEC CORP COM 929740108 315 3600 SH SOLE 3600 0 0 WALGREEN CO COM 931422109 2328 63300 SH SOLE 63300 0 0 WAL-MART STORES INC COM 931142103 31417 461100 SH SOLE 461100 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 2075 172300 SH SOLE 172300 0 0 WASTE CONNECTIONS INC COM 941053100 226 6700 SH SOLE 6700 0 0 WASTE MGMT INC DEL COM 94106L109 216 6400 SH SOLE 6400 0 0 WATSON PHARMACEUTICALS INC COM 942683103 3353 39000 SH SOLE 39000 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 4065 83500 SH SOLE 83500 0 0 WELLPOINT INC COM 94973V107 8962 147350 SH SOLE 147350 0 0 WELLS FARGO & CO NEW COM 949746101 4409 129759 SH SOLE 129759 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 619 11300 SH SOLE 11300 0 0 WESTERN REFNG INC COM 959319104 44797 1589100 SH SOLE 1589100 0 0 WESTLAKE CHEM CORP COM 960413102 2434 30700 SH SOLE 30700 0 0 WEYERHAEUSER CO COM 962166104 63217 2272387 SH SOLE 2272387 0 0 WHIRLPOOL CORP COM 963320106 34045 334600 SH SOLE 334600 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 773 1500 SH SOLE 1500 0 0 WHOLE FOODS MKT INC COM 966837106 9819 107600 SH SOLE 107600 0 0 WILLIAMS COS INC DEL COM 969457100 2515 77200 SH SOLE 77200 0 0 WILSHIRE BANCORP INC COM 97186T108 655 111500 SH SOLE 111500 0 0 WINDSTREAM CORP COM 97381W104 1419 172700 SH SOLE 172700 0 0 WINTRUST FINANCIAL CORP COM 97650W108 569 15500 SH SOLE 15500 0 0 WISCONSIN ENERGY CORP COM 976657106 2448 66600 SH SOLE 66600 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 53067 993230 SH SOLE 993230 0 0 WPX ENERGY INC COM 98212B103 1366 91800 SH SOLE 91800 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 660 12400 SH SOLE 12400 0 0 XCEL ENERGY INC COM 98389B100 2543 95800 SH SOLE 95800 0 0 XL GROUP PLC SHS G98290102 2002 79900 SH SOLE 79900 0 0 YAHOO INC COM 984332106 1429 71800 SH SOLE 71800 0 0 YAMANA GOLD INC COM 98462Y100 863 50600 SH SOLE 50600 0 0 YUM BRANDS INC COM 988498101 1690 25600 SH SOLE 25600 0 0 ZIMMER HLDGS INC COM 98956P102 7401 111220 SH SOLE 111220 0 0 ZIONS BANCORPORATION COM 989701107 37486 1751700 SH SOLE 1751700 0 0