0001085146-13-000750.txt : 20130417 0001085146-13-000750.hdr.sgml : 20130417 20130417164136 ACCESSION NUMBER: 0001085146-13-000750 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130417 DATE AS OF CHANGE: 20130417 EFFECTIVENESS DATE: 20130417 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: 13767257 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 qsinvestors1q2013.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: March 31, 2013 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 April 16, 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 028-028-05810 United Services Automobile Association FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 724 Form 13F Information Table Value Total: $5,956,304 (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 1971 18700 SH SOLE 18700 0 0 AAON INC COM PAR $0.004 000360206 762 27600 SH SOLE 27600 0 0 AARONS INC COM PAR $0.50 002535300 295 10300 SH SOLE 10300 0 0 ABBOTT LABS COM 002824100 31628 896400 SH SOLE 896400 0 0 ABBVIE INC COM 00287Y109 7308 179900 SH SOLE 179900 0 0 ABERCROMBIE & FITCH CO CL A 002896207 319 6900 SH SOLE 6900 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1399 18479 SH SOLE 18479 0 0 ACE LTD SHS H0023R105 836 9500 SH SOLE 9500 0 0 ACTAVIS INC COM 00507K103 3563 38700 SH SOLE 38700 0 0 ACTIVISION BLIZZARD INC COM 00507V109 8340 572400 SH SOLE 572400 0 0 ADOBE SYS INC COM 00724F101 202 4700 SH SOLE 4700 0 0 ADVANCED ENERGY INDS COM 007973100 2641 144300 SH SOLE 144300 0 0 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 735 22400 SH SOLE 22400 0 0 AES CORP COM 00130H105 1901 152500 SH SOLE 152500 0 0 AETNA INC NEW COM 00817Y108 19327 378400 SH SOLE 378400 0 0 AFC ENTERPRISES INC COM 00104Q107 1210 33300 SH SOLE 33300 0 0 AFLAC INC COM 001055102 7514 144600 SH SOLE 144600 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 790 19100 SH SOLE 19100 0 0 AGNICO EAGLE MINES LTD COM 008474108 455 11100 SH SOLE 11100 0 0 AGRIUM INC COM 008916108 914 9400 SH SOLE 9400 0 0 AIR PRODS & CHEMS INC COM 009158106 1237 14400 SH SOLE 14400 0 0 ALASKA AIR GROUP INC COM 011659109 8251 129000 SH SOLE 129000 0 0 ALBEMARLE CORP COM 012653101 268 4400 SH SOLE 4400 0 0 ALCOA INC COM 013817101 699 83700 SH SOLE 83700 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 3702 40300 SH SOLE 40300 0 0 ALLEGIANT TRAVEL CO COM 01748X102 665 7500 SH SOLE 7500 0 0 ALLERGAN INC COM 018490102 3299 29800 SH SOLE 29800 0 0 ALLIANT ENERGY CORP COM 018802108 1431 28800 SH SOLE 28800 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 8388 115800 SH SOLE 115800 0 0 ALLSTATE CORP COM 020002101 73742 1502800 SH SOLE 1502800 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3473 142500 SH SOLE 142500 0 0 ALON USA ENERGY INC COM 020520102 5318 279200 SH SOLE 279200 0 0 ALTRIA GROUP INC COM 02209S103 40961 1191900 SH SOLE 1191900 0 0 AMAZON COM INC COM 023135106 2325 8800 SH SOLE 8800 0 0 AMEREN CORP COM 023608102 21614 617700 SH SOLE 617700 0 0 AMERICAN CAP LTD COM 02503Y103 4962 340000 SH SOLE 340000 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 8995 274400 SH SOLE 274400 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3437 183800 SH SOLE 183800 0 0 AMERICAN ELEC PWR INC COM 025537101 4375 90600 SH SOLE 90600 0 0 AMERICAN EXPRESS CO COM 025816109 4662 69400 SH SOLE 69400 0 0 AMERICAN STS WTR CO COM 029899101 466 8100 SH SOLE 8100 0 0 AMERICAN TOWER CORP NEW COM 03027X100 2245 29300 SH SOLE 29300 0 0 AMERICAN VANGUARD CORP COM 030371108 1928 63100 SH SOLE 63100 0 0 AMERICAN WTR WKS 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40750 SH SOLE 40750 0 0 ARGAN INC COM 04010E109 1052 70600 SH SOLE 70600 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 323 7800 SH SOLE 7800 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 764 19800 SH SOLE 19800 0 0 ASSOCIATED BANC CORP COM 045487105 718 47300 SH SOLE 47300 0 0 AT&T INC COM 00206R102 46642 1280292 SH SOLE 1280292 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 233 4800 SH SOLE 4800 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 63 17300 SH SOLE 17300 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 861 13300 SH SOLE 13300 0 0 AUTONATION INC COM 05329W102 1128 25800 SH SOLE 25800 0 0 AVERY DENNISON CORP COM 053611109 20735 481400 SH SOLE 481400 0 0 AVNET INC COM 053807103 6364 175800 SH SOLE 175800 0 0 AVON PRODS INC COM 054303102 11719 565300 SH SOLE 565300 0 0 AVX CORP NEW COM 002444107 745 62600 SH SOLE 62600 0 0 AXIS CAPITAL HOLDINGS INV SHS G0692U109 762 18300 SH SOLE 18300 0 0 AZZ INC COM 002474104 463 9600 SH SOLE 9600 0 0 BAKER HUGHES INC COM 057224107 810 17661 SH SOLE 17661 0 0 BALL CORP COM 058498106 309 6500 SH SOLE 6500 0 0 BANK MONTREAL QUE COM 063671101 745 11952 SH SOLE 11952 0 0 BANK MUTUAL CORP NEW COM 063750103 58 10500 SH SOLE 10500 0 0 BANK NEW YORK MELLON CORP COM 064058100 975 35260 SH SOLE 35260 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 3161 54452 SH SOLE 54452 0 0 BANK OF AMERICA CORPORATION COM 060505104 57875 4754256 SH SOLE 4754256 0 0 BANKUNITED INC COM 06652K103 3232 126200 SH SOLE 126200 0 0 BANNER CORP COM NEW 06652V208 700 22000 SH SOLE 22000 0 0 BARD C R INC COM 067383109 798 8000 SH SOLE 8000 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 837 15900 SH SOLE 15900 0 0 BARRICK GOLD CORP COM 067901108 1670 57131 SH SOLE 57131 0 0 BAXTER INTL INC COM 071813109 3610 50100 SH SOLE 50100 0 0 BB&T CORP COM 054937107 375 12100 SH SOLE 12100 0 0 BCE INC COM NEW 05534B760 3608 77749 SH SOLE 77749 0 0 BEAM INC COM 073730103 638 10200 SH SOLE 10200 0 0 BECTON DICKINSON & CO COM 075887109 2088 22100 SH SOLE 22100 0 0 BEMIS INC COM 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SOLE 6212 0 0 BROWN SHOE INC NEW COM 115736100 4042 252600 SH SOLE 252600 0 0 BUILD A BEAR WORKSHOP COM 120076104 137 25500 SH SOLE 25500 0 0 BUNGE LIMITED COM G16962105 640 8700 SH SOLE 8700 0 0 CA INC COM 12673P105 4674 185700 SH SOLE 185700 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2820 202400 SH SOLE 202400 0 0 CAL MAINE FOODS INC COM NEW 128030202 941 22100 SH SOLE 22100 0 0 CALPINE CORP COM NEW 131347304 1586 77700 SH SOLE 77700 0 0 CAMBREX CORP COM 132011107 2465 192738 SH SOLE 192738 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 705 10900 SH SOLE 10900 0 0 CAMPBELL SOUP CO COM 134429109 5755 127000 SH SOLE 127000 0 0 CANADIAN NAT RES LTD COM 136385101 1902 59600 SH SOLE 59600 0 0 CANADIAN NATL RY CO COM 136375102 1879 18900 SH SOLE 18900 0 0 CANADIAN PAC RY LTD COM 13645T100 861 6700 SH SOLE 6700 0 0 CAPITAL ONE FINL CORP COM 14040H105 791 14561 SH SOLE 14561 0 0 CARDINAL HEALTH INC COM 14149Y108 2184 52700 SH SOLE 52700 0 0 CAREFUSION CORP COM 14170T101 890 25600 SH SOLE 25600 0 0 CATAMARAN CORP COM 148887102 2613 49700 SH SOLE 49700 0 0 CATERPILLAR INC DEL COM 149123101 1145 13400 SH SOLE 13400 0 0 CBEYOND INC COM 149847105 729 98100 SH SOLE 98100 0 0 CBL & ASSOC PPTYS INC COM 124830100 4336 183700 SH SOLE 183700 0 0 CBRE GROUP INC CL A 12504L109 3323 131600 SH SOLE 131600 0 0 CBS CORP NEW CL B 124857202 1456 31550 SH SOLE 31550 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 627 8020 SH SOLE 8020 0 0 CELANESE CORP DEL COM SER A 150870103 518 12000 SH SOLE 12000 0 0 CELGENE CORP COM 151020104 52043 449200 SH SOLE 449200 0 0 CENOVUS ENERGY INC COM 15135U109 655 21326 SH SOLE 21326 0 0 CENTERPOINT ENERGY INC COM 15189T107 2189 92100 SH SOLE 92100 0 0 CENTURYLINK INC COM 156700106 4641 133164 SH SOLE 133164 0 0 CERNER CORP COM 156782104 1824 19400 SH SOLE 19400 0 0 CF INDS HLDGS INC COM 125269100 28887 151800 SH SOLE 151800 0 0 CHARLES RIV LABS INTL INC COM 159864107 602 13600 SH SOLE 13600 0 0 CHECKPOINT SYS INC COM 162825103 138 10600 SH SOLE 10600 0 0 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5400 0 0 FRANKLIN RES INC COM 354613101 8876 58900 SH SOLE 58900 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1836 56146 SH SOLE 56146 0 0 FREIGHTCAR AMER INC COM 357023100 1355 62100 SH SOLE 62100 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 773 195994 SH SOLE 195994 0 0 GAMESTOP CORP NEW CL A 36467W109 28325 1012700 SH SOLE 1012700 0 0 GANNETT INC COM 364730101 17743 811300 SH SOLE 811300 0 0 GAP INC DEL COM 364760108 36926 1043100 SH SOLE 1043100 0 0 GENERAC HLDGS INC COM 368736104 3177 89900 SH SOLE 89900 0 0 GENERAL DYNAMICS CORP COM 369550108 418 6000 SH SOLE 6000 0 0 GENERAL ELECTRIC CO COM 369604103 10078 437874 SH SOLE 437874 0 0 GENERAL GROWTH PPTYS INC NEW COM 370023103 330 16600 SH SOLE 16600 0 0 GENERAL MLS INC COM 370334104 1845 37800 SH SOLE 37800 0 0 GENERAL MTRS CO COM 37045V100 261 9400 SH SOLE 9400 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 821 75900 SH SOLE 75900 0 0 GEO GROUP INC COM 36159R103 3028 80500 SH SOLE 80500 0 0 G-III APPAREL GROUP LTD COM 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0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1150 41900 SH SOLE 41900 0 0 HOST HOTELS & RESORTS INC COM 44107P104 898 51300 SH SOLE 51300 0 0 HUMANA INC COM 444859102 1812 26300 SH SOLE 26300 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 23940 448900 SH SOLE 448900 0 0 IBERIABANK CORP COM 450828108 2165 43300 SH SOLE 43300 0 0 ICU MED INC COM 44930G107 643 10900 SH SOLE 10900 0 0 ILLINOIS TOOL WKS INC COM 452308109 845 14100 SH SOLE 14100 0 0 INGRAM MICRO INC CL A 457153104 775 39400 SH SOLE 39400 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 1394 24200 SH SOLE 24200 0 0 INTEL CORP COM 458140100 2912 134100 SH SOLE 134100 0 0 INTER PARFUMS INC COM 458334109 279 11400 SH SOLE 11400 0 0 INTERDIGITAL INC COM 45867G101 16430 343500 SH SOLE 343500 0 0 INTERMEC INC COM 458786100 2299 233900 SH SOLE 233900 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 63184 296361 SH SOLE 296361 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 376 4900 SH SOLE 4900 0 0 INTL PAPER CO COM 460146103 20887 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SOLE 218600 0 0 JOHNSON & JOHNSON COM 478160104 65573 805200 SH SOLE 805200 0 0 JOHNSON CTLS INC COM 478366107 369 10700 SH SOLE 10700 0 0 JPMORGAN CHASE & CO COM 46625H100 63595 1340932 SH SOLE 1340932 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 477 4300 SH SOLE 4300 0 0 KELLOGG CO COM 487836108 994 15500 SH SOLE 15500 0 0 KEYCORP NEW COM 493267108 4635 465400 SH SOLE 465400 0 0 KIMBALL INTL INC CL B 494274103 1134 125200 SH SOLE 125200 0 0 KIMBERLY CLARK CORP COM 494368103 19450 198700 SH SOLE 198700 0 0 KINDER MORGAN INC DEL COM 49456B101 401 10416 SH SOLE 10416 0 0 KINROSS GOLD CORP COM NO PAR 496902404 333 42300 SH SOLE 42300 0 0 KKR & CO L P DEL COM UNITS 48248M102 332 17200 SH SOLE 17200 0 0 KLA-TENCOR CORP COM 482480100 52556 996500 SH SOLE 996500 0 0 KONA GRILL INC COM 50047H201 105 11500 SH SOLE 11500 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 11719 396600 SH SOLE 396600 0 0 KORN FERRY INTL COM NEW 500643200 834 46700 SH SOLE 46700 0 0 KRAFT FOODS GROUP INC COM 50076Q106 1784 34853 SH SOLE 34853 0 0 KROGER CO COM 501044101 14500 437900 SH SOLE 437900 0 0 KULICKE & SOFFA INDS INC COM 501242101 9847 851800 SH SOLE 851800 0 0 L & L ENERGY INC COM 50162D100 59 32100 SH SOLE 32100 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 806 9000 SH SOLE 9000 0 0 LAMAR ADVERTISING CO CL A 512815101 3496 71900 SH SOLE 71900 0 0 LAS VEGAS SANDS CORP COM 517834107 4649 82600 SH SOLE 82600 0 0 LAUDER ESTEE COS INC CL A 518439104 1147 18000 SH SOLE 18000 0 0 LAZARD LTD SHS A G54050102 201 5900 SH SOLE 5900 0 0 LENDER PROCESSING SVCS INC COM 52602E102 1474 57900 SH SOLE 57900 0 0 LENNOX INTL INC COM 526107107 6311 99400 SH SOLE 99400 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 675 33600 SH SOLE 33600 0 0 LEXMARK INTL NEW CL A 529771107 4282 162200 SH SOLE 162200 0 0 LIBERTY GLOBAL INC COM SER A 530555101 411 5600 SH SOLE 5600 0 0 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 325 15200 SH SOLE 15200 0 0 LIBERTY PPTY TR SH BEN INT 531172104 336 8800 SH SOLE 8800 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 1042 16200 SH SOLE 16200 0 0 LILLY ELI & CO COM 532457108 80213 1413000 SH SOLE 1413000 0 0 LINKEDIN CORP COM CL A 53578A108 14102 80100 SH SOLE 80100 0 0 LOCKHEED MARTIN CORP COM 539830109 5232 54300 SH SOLE 54300 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 576 9300 SH SOLE 9300 0 0 LORILLARD INC COM 544147101 541 13600 SH SOLE 13600 0 0 LOUISIANA PAC CORP COM 546347105 38949 1803200 SH SOLE 1803200 0 0 LOWES COS INC COM 548661107 1353 36000 SH SOLE 36000 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 41543 656600 SH SOLE 656600 0 0 MACYS INC COM 55616P104 558 13500 SH SOLE 13500 0 0 MADISON SQUARE GARDEN CO CL A 55826P100 1319 22900 SH SOLE 22900 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 932 19600 SH SOLE 19600 0 0 MAGNA INTL INC COM 559222401 4465 76174 SH SOLE 76174 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 158 14900 SH SOLE 14900 0 0 MAINSOURCE FINANCIAL GP INC COM 56062Y102 227 16200 SH SOLE 16200 0 0 MANHATTAN ASSOCS INC COM 562750109 305 4100 SH SOLE 4100 0 0 MANPOWERGROUP INC COM 56418H100 1628 28700 SH SOLE 28700 0 0 MANULIFE FINL CORP COM 56501R106 218 14800 SH SOLE 14800 0 0 MARATHON OIL CORP COM 565849106 12019 356884 SH SOLE 356884 0 0 MARATHON PETE CORP COM 56585A102 80905 903050 SH SOLE 903050 0 0 MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 3312 120560 SH SOLE 120560 0 0 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 59103 1091247 SH SOLE 1091247 0 0 MARRIOTT INTL INC NEW CL A 571903202 17055 403863 SH SOLE 403863 0 0 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 2686 62600 SH SOLE 62600 0 0 MARSH & MCLENNAN COS INC COM 571748102 238 6300 SH SOLE 6300 0 0 MASCO CORP COM 574599106 28307 1397900 SH SOLE 1397900 0 0 MASTERCARD INC CL A 57636Q104 1504 2800 SH SOLE 2800 0 0 MATSON INC COM 57686G105 1242 50500 SH SOLE 50500 0 0 MATTEL INC COM 577081102 224 5100 SH SOLE 5100 0 0 MBIA INC COM 55262C100 9446 919800 SH SOLE 919800 0 0 MCCORMICK & CO INC COM NON VTG 579780206 512 7000 SH SOLE 7000 0 0 MCDONALDS CORP COM 580135101 2649 26800 SH SOLE 26800 0 0 MCG CAPITAL CORP COM 58047P107 60 12500 SH SOLE 12500 0 0 MCGRAW HILL COS INC COM 580645109 3122 60000 SH SOLE 60000 0 0 MCKESSON CORP COM 58155Q103 10462 97100 SH SOLE 97100 0 0 MDC PARTNERS INC CL A SUB VTG 552697104 792 49000 SH SOLE 49000 0 0 MDU RES GROUP INC COM 552690109 1766 71300 SH SOLE 71300 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 1006 13100 SH SOLE 13100 0 0 MEADWESTVACO CORP COM 583334107 230 6500 SH SOLE 6500 0 0 MECHEL OAO SPONSORED ADR 583840103 56 11000 SH SOLE 11000 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 212 13200 SH SOLE 13200 0 0 MEDIFAST INC COM 58470H101 426 18600 SH SOLE 18600 0 0 MEDTRONIC INC COM 585055106 4384 94100 SH SOLE 94100 0 0 MELCO CROWN ENTMT LTD ADR 585464100 16033 686900 SH SOLE 686900 0 0 MERCK & CO INC NEW COM 58933Y105 21544 488112 SH SOLE 488112 0 0 METLIFE INC COM 59156R108 759 20200 SH SOLE 20200 0 0 METROPCS COMMUNICATIONS INC COM 591708102 789 72800 SH SOLE 72800 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1749 8200 SH SOLE 8200 0 0 MGE ENERGY INC COM 55277P104 344 6200 SH SOLE 6200 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1109 84300 SH SOLE 84300 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 1113 19600 SH SOLE 19600 0 0 MICRON TECHNOLOGY INC COM 595112103 2256 226100 SH SOLE 226100 0 0 MICROSOFT CORP COM 594918104 29370 1027800 SH SOLE 1027800 0 0 MINE SAFETY APPLIANCES CO COM 602720104 644 13000 SH SOLE 13000 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 948 46300 SH SOLE 46300 0 0 MOHAWK INDS INC COM 608190104 13098 115800 SH SOLE 115800 0 0 MOLINA HEALTHCARE INC COM 60855R100 3855 124900 SH SOLE 124900 0 0 MONDELEZ INTL INC CL A 609207105 2778 91470 SH SOLE 91470 0 0 MONSANTO CO NEW COM 61166W101 43718 414244 SH SOLE 414244 0 0 MONSTER BEVERAGE CORP COM 611740101 398 8400 SH SOLE 8400 0 0 MOODYS CORP COM 615369105 16529 310000 SH SOLE 310000 0 0 MORGAN STANLEY COM NEW 617446448 19555 890268 SH SOLE 890268 0 0 MOSAIC CO NEW COM 61945C103 1320 22500 SH SOLE 22500 0 0 MOVADO GROUP INC COM 624580106 1485 44300 SH SOLE 44300 0 0 MUELLER WTR PRODS INC COM SER A 624758108 3938 664100 SH SOLE 664100 0 0 MULTIMEDIA GAMES HLDG CO INC COM 625453105 1058 50700 SH SOLE 50700 0 0 MURPHY OIL CORP COM 626717102 4197 65900 SH SOLE 65900 0 0 MYLAN INC COM 628530107 755 26300 SH SOLE 26300 0 0 NACCO INDS INC CL A 629579103 1446 27100 SH SOLE 27100 0 0 NATIONAL OILWELL VARCO INC COM 637071101 799 11483 SH SOLE 11483 0 0 NETFLIX INC COM 64110L106 1402 7400 SH SOLE 7400 0 0 NETSCOUT SYS INC COM 64115T104 258 10500 SH SOLE 10500 0 0 NEW YORK & CO INC COM 649295102 87 21200 SH SOLE 21200 0 0 NEWMONT MINING CORP COM 651639106 1292 31200 SH SOLE 31200 0 0 NEWS CORP CL A 65248E104 24693 809894 SH SOLE 809894 0 0 NEWS CORP CL B 65248E203 836 27301 SH SOLE 27301 0 0 NEXTERA ENERGY INC COM 65339F101 5267 68300 SH SOLE 68300 0 0 NIKE INC CL B 654106103 6231 105800 SH SOLE 105800 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1568 72100 SH SOLE 72100 0 0 NISOURCE INC COM 65473P105 2409 82600 SH SOLE 82600 0 0 NOBLE ENERGY INC COM 655044105 896 7800 SH SOLE 7800 0 0 NORFOLK SOUTHERN CORP COM 655844108 386 5100 SH SOLE 5100 0 0 NORTEK INC COM NEW 656559309 328 4600 SH SOLE 4600 0 0 NORTHEAST UTILS COM 664397106 2750 63779 SH SOLE 63779 0 0 NORTHERN TR CORP COM 665859104 399 7300 SH SOLE 7300 0 0 NORTHROP GRUMMAN CORP COM 666807102 31384 447500 SH SOLE 447500 0 0 NOVO-NORDISK A S ADR 670100205 15117 93600 SH SOLE 93600 0 0 NRG ENERGY INC COM NEW 629377508 22530 851000 SH SOLE 851000 0 0 NUCOR CORP COM 670346105 952 21000 SH SOLE 21000 0 0 NVR INC COM 62944T105 12259 11350 SH SOLE 11350 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 3007 38700 SH SOLE 38700 0 0 OCWEN FINL CORP COM NEW 675746309 12241 322800 SH SOLE 322800 0 0 OGE ENERGY CORP COM 670837103 1647 23700 SH SOLE 23700 0 0 OMNICOM GROUP INC COM 681919106 798 13600 SH SOLE 13600 0 0 OMNOVA SOLUTIONS INC COM 682129101 125 16300 SH SOLE 16300 0 0 ONEOK INC NEW COM 682680103 1782 37700 SH SOLE 37700 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2275 25600 SH SOLE 25600 0 0 OPEN TEXT CORP COM 683715106 1400 23800 SH SOLE 23800 0 0 ORACLE CORP COM 68389X105 3540 110328 SH SOLE 110328 0 0 OSHKOSH CORP COM 688239201 36190 851700 SH SOLE 851700 0 0 P C CONNECTION COM 69318J100 206 12600 SH SOLE 12600 0 0 PACCAR INC COM 693718108 288 5700 SH SOLE 5700 0 0 PACKAGING CORP AMER COM 695156109 1580 35200 SH SOLE 35200 0 0 PAREXEL INTL CORP COM 699462107 5105 129200 SH SOLE 129200 0 0 PARKWAY PPTYS INC COM 70159Q104 1254 67600 SH SOLE 67600 0 0 PARTNERRE LTD COM G6852T105 6788 72900 SH SOLE 72900 0 0 PATTERSON UTI ENERGY INC COM 703481101 1874 78600 SH SOLE 78600 0 0 PDL BIOPHARMA INC COM 69329Y104 1273 174000 SH SOLE 174000 0 0 PENN VA CORP COM 707882106 519 128500 SH SOLE 128500 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2085 107500 SH SOLE 107500 0 0 PEPCO HOLDINGS INC COM 713291102 1537 72500 SH SOLE 72500 0 0 PEPSICO INC COM 713448108 47454 600350 SH SOLE 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INC COM NEW 733174700 11987 434200 SH SOLE 434200 0 0 POST PPTYS INC COM 737464107 1917 40700 SH SOLE 40700 0 0 POTASH CORP SASK INC COM 73755L107 2107 54000 SH SOLE 54000 0 0 POTLATCH CORP NEW COM 737630103 1673 36500 SH SOLE 36500 0 0 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 4052 146039 SH SOLE 146039 0 0 POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 14651 537660 SH SOLE 537660 0 0 POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 1451 126520 SH SOLE 126520 0 0 POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 3499 137146 SH SOLE 137146 0 0 POZEN INC COM 73941U102 481 91300 SH SOLE 91300 0 0 PPG INDS INC COM 693506107 1870 14100 SH SOLE 14100 0 0 PPL CORP COM 69351T106 3696 119100 SH SOLE 119100 0 0 PRAXAIR INC COM 74005P104 2716 24600 SH SOLE 24600 0 0 PRECISION CASTPARTS CORP COM 740189105 637 3400 SH SOLE 3400 0 0 PRICE T ROWE GROUP INC COM 74144T108 30224 403700 SH SOLE 403700 0 0 PRICELINE COM INC COM NEW 741503403 5289 7700 SH SOLE 7700 0 0 PRIVATEBANCORP INC COM 742962103 3022 159800 SH SOLE 159800 0 0 PROCTER & GAMBLE CO COM 742718109 58204 756330 SH SOLE 756330 0 0 PROGRESSIVE CORP OHIO COM 743315103 38601 1527600 SH SOLE 1527600 0 0 PRUDENTIAL FINL INC COM 744320102 264 4600 SH SOLE 4600 0 0 PUBLIC STORAGE COM 74460D109 3320 21800 SH SOLE 21800 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5888 172200 SH SOLE 172200 0 0 PULTE GROUP INC COM 745867101 44021 2175000 SH SOLE 2175000 0 0 QEP RES INC COM 74733V100 283 8900 SH SOLE 8900 0 0 QIAGEN NV REG SHS N72482107 1313 63195 SH SOLE 63195 0 0 QUAD / GRAPHICS INC COM CL A 747301109 2548 106400 SH SOLE 106400 0 0 QUALCOMM INC COM 747525103 21831 326400 SH SOLE 326400 0 0 QUEST DIAGNOSTICS INC COM 74834L100 773 13800 SH SOLE 13800 0 0 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8233 253000 SH SOLE 253000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 415 9000 SH SOLE 9000 0 0 RAYTHEON CO COM NEW 755111507 37854 644000 SH SOLE 644000 0 0 REDWOOD TR INC COM 758075402 628 27100 SH SOLE 27100 0 0 REGENERON PHARMACEUTICALS COM 75886F107 599 3400 SH SOLE 3400 0 0 REGIONS FINL CORP NEW COM 7591EP100 13049 1593400 SH SOLE 1593400 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 2500 41900 SH SOLE 41900 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 800 8700 SH SOLE 8700 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 4246 368000 SH SOLE 368000 0 0 RESEARCH IN MOTION LTD COM 760975102 44776 3094500 SH SOLE 3094500 0 0 RESMED INC COM 761152107 644 13900 SH SOLE 13900 0 0 REYNOLDS AMERICAN INC COM 761713106 523 11900 SH SOLE 11900 0 0 ROCK-TENN CO CL A 772739207 2441 26300 SH SOLE 26300 0 0 ROCKWELL COLLINS INC COM 774341101 215 3400 SH SOLE 3400 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 6767 133400 SH SOLE 133400 0 0 ROVI CORP COM 779376102 268 12500 SH SOLE 12500 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 4079 67900 SH SOLE 67900 0 0 RPC INC COM 749660106 4599 303100 SH SOLE 303100 0 0 RPM INTL INC COM 749685103 303 9600 SH SOLE 9600 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 3614 86500 SH SOLE 86500 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 377 23900 SH SOLE 23900 0 0 SAFEWAY INC COM NEW 786514208 3489 132400 SH SOLE 132400 0 0 SAIA INC COM 78709Y105 2300 63600 SH SOLE 63600 0 0 SAIC INC COM 78390X101 180 13300 SH SOLE 13300 0 0 SALESFORCE COM INC COM 79466L302 233 1300 SH SOLE 1300 0 0 SANDERSON FARMS INC COM 800013104 7975 146000 SH SOLE 146000 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 690 34500 SH SOLE 34500 0 0 SBA COMMUNICATIONS CORP COM 78388J106 2296 32200 SH SOLE 32200 0 0 SCANA CORP NEW COM 80589M102 1885 37000 SH SOLE 37000 0 0 SCHEIN HENRY INC COM 806407102 825 9000 SH SOLE 9000 0 0 SCHLUMBERGER LTD COM 806857108 4006 53930 SH SOLE 53930 0 0 SCHWAB CHARLES CORP NEW COM 808513105 509 28800 SH SOLE 28800 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 96 20800 SH SOLE 20800 0 0 SEACHANGE INTL INC COM 811699107 243 20400 SH SOLE 20400 0 0 SEADRILL LIMITED SHS G7945E105 1716 47678 SH SOLE 47678 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 6039 165200 SH SOLE 165200 0 0 SEI INVESTMENTS CO COM 784117103 654 22700 SH SOLE 22700 0 0 SEMGROUP CORP CL A 81663A105 543 10500 SH SOLE 10500 0 0 SEMPRA ENERGY COM 816851109 4132 52000 SH SOLE 52000 0 0 SERVICE CORP INTL COM 817565104 1187 70900 SH SOLE 70900 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 983 40100 SH SOLE 40100 0 0 SHERWIN WILLIAMS CO COM 824348106 25118 148800 SH SOLE 148800 0 0 SHIRE PLC SPONSORED ADR 82481R106 2897 31700 SH SOLE 31700 0 0 SIGMA ALDRICH CORP COM 826552101 739 9700 SH SOLE 9700 0 0 SILICON GRAPHICS INTL CORP COM 82706L108 4397 319800 SH SOLE 319800 0 0 SILVER WHEATON CORP COM 828336107 645 20700 SH SOLE 20700 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5957 37674 SH SOLE 37674 0 0 SIRIUS XM RADIO INC COM 82967N108 385 125700 SH SOLE 125700 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 8182 112900 SH SOLE 112900 0 0 SMITH & WESSON HLDG CORP COM 831756101 1700 188800 SH SOLE 188800 0 0 SMITHFIELD FOODS INC COM 832248108 244 9200 SH SOLE 9200 0 0 SMUCKER J M CO COM NEW 832696405 690 7000 SH SOLE 7000 0 0 SOLARWINDS INC COM 83416B109 24030 406600 SH SOLE 406600 0 0 SONY CORP ADR NEW 835699307 13047 749800 SH SOLE 749800 0 0 SORL AUTO PTS INC COM 78461U101 96 24900 SH SOLE 24900 0 0 SOUTHERN CO COM 842587107 8294 178000 SH SOLE 178000 0 0 SOUTHERN COPPER CORP COM 84265V105 1029 27705 SH SOLE 27705 0 0 SOUTHWEST AIRLS CO COM 844741108 36127 2680100 SH SOLE 2680100 0 0 SPANISH BROADCASTING SYS INC CL A NEW 846425833 44 17300 SH SOLE 17300 0 0 SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 1589 36365 SH SOLE 36365 0 0 SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 55686 1312196 SH SOLE 1312196 0 0 SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4067 97703 SH SOLE 97703 0 0 SPDR SERIES TRUST DB INT GVT ETF 78464A490 4354 69155 SH SOLE 69155 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 5462 92767 SH SOLE 92767 0 0 SPECTRA ENERGY CORP COM 847560109 736 24149 SH SOLE 24149 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 22401 3612232 SH SOLE 3612232 0 0 ST JOE CO COM 790148100 927 43600 SH SOLE 43600 0 0 ST JUDE MED INC COM 790849103 1249 31100 SH SOLE 31100 0 0 STAGE STORES INC COM NEW 85254C305 3056 118100 SH SOLE 118100 0 0 STANLEY BLACK & DECKER INC COM 854502101 696 8600 SH SOLE 8600 0 0 STARBUCKS CORP COM 855244109 1289 22900 SH SOLE 22900 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 439 6900 SH SOLE 6900 0 0 STATE STR CORP COM 857477103 1201 20500 SH SOLE 20500 0 0 STATOIL ASA SPONSORED ADR 85771P102 18044 732900 SH SOLE 732900 0 0 STERIS CORP COM 859152100 204 4900 SH SOLE 4900 0 0 STRYKER CORP COM 863667101 1866 28900 SH SOLE 28900 0 0 SUNCOR ENERGY INC NEW COM 867224107 1846 62016 SH SOLE 62016 0 0 SUNTRUST BKS INC COM 867914103 3432 119100 SH SOLE 119100 0 0 SURMODICS INC COM 868873100 1690 62000 SH SOLE 62000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 4772 383900 SH SOLE 383900 0 0 SYMANTEC CORP COM 871503108 19535 791700 SH SOLE 791700 0 0 SYNAPTICS INC COM 87157D109 1986 48800 SH SOLE 48800 0 0 SYNOPSYS INC COM 871607107 233 6500 SH SOLE 6500 0 0 SYPRIS SOLUTIONS INC COM 871655106 105 25000 SH SOLE 25000 0 0 SYSCO CORP COM 871829107 1324 38000 SH SOLE 38000 0 0 TALISMAN ENERGY INC COM 87425E103 287 23600 SH SOLE 23600 0 0 TARGET CORP COM 87612E106 939 13900 SH SOLE 13900 0 0 TASER INTL INC COM 87651B104 3339 420000 SH SOLE 420000 0 0 TAYLOR CAP GROUP INC COM 876851106 310 19400 SH SOLE 19400 0 0 TECK RESOURCES LTD CL B 878742204 854 30600 SH SOLE 30600 0 0 TELEFLEX INC COM 879369106 313 3700 SH SOLE 3700 0 0 TELENAV INC COM 879455103 933 144700 SH SOLE 144700 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4269 202644 SH SOLE 202644 0 0 TELUS CORP COM 87971M103 4238 61700 SH SOLE 61700 0 0 TEREX CORP NEW COM 880779103 9235 268300 SH SOLE 268300 0 0 TESORO CORP COM 881609101 74048 1264700 SH SOLE 1264700 0 0 TEXAS INDS INC COM 882491103 372 5900 SH SOLE 5900 0 0 TEXAS INSTRS INC COM 882508104 881 24900 SH SOLE 24900 0 0 TEXTRON INC COM 883203101 3646 122300 SH SOLE 122300 0 0 THE ADT CORPORATION COM 00101J106 247 5037 SH SOLE 5037 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3788 49800 SH SOLE 49800 0 0 THOMSON REUTERS CORP COM 884903105 964 29917 SH SOLE 29917 0 0 THOR INDS INC COM 885160101 497 13500 SH SOLE 13500 0 0 THORATEC CORP COM NEW 885175307 420 11200 SH SOLE 11200 0 0 TIM HORTONS INC COM 88706M103 590 11000 SH SOLE 11000 0 0 TIME WARNER CABLE INC COM 88732J207 1387 14579 SH SOLE 14579 0 0 TIME WARNER INC COM NEW 887317303 8005 139366 SH SOLE 139366 0 0 TJX COS INC NEW COM 872540109 34761 743800 SH SOLE 743800 0 0 TORO CO COM 891092108 3182 69100 SH SOLE 69100 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 940 11400 SH SOLE 11400 0 0 TRANSALTA CORP COM 89346D107 1726 119200 SH SOLE 119200 0 0 TRANSCANADA CORP COM 89353D107 875 18544 SH SOLE 18544 0 0 TRANSOCEAN LTD REG SHS H8817H100 1413 27319 SH SOLE 27319 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 470 49000 SH SOLE 49000 0 0 TRAVELERS COMPANIES INC COM 89417E109 48982 581901 SH SOLE 581901 0 0 TREX CO INC COM 89531P105 1550 31500 SH SOLE 31500 0 0 TUESDAY MORNING CORP COM NEW 899035505 325 41800 SH SOLE 41800 0 0 TYCO INTERNATIONAL LTD SHS H89128104 204 6475 SH SOLE 6475 0 0 TYSON FOODS INC CL A 902494103 44434 1790300 SH SOLE 1790300 0 0 U S AIRWAYS GROUP INC COM 90341W108 6189 364700 SH SOLE 364700 0 0 U S G CORP COM NEW 903293405 9817 371300 SH SOLE 371300 0 0 UBS AG SHS NEW H89231338 1847 121279 SH SOLE 121279 0 0 UDR INC COM 902653104 624 25800 SH SOLE 25800 0 0 UMPQUA HLDGS CORP COM 904214103 802 60500 SH SOLE 60500 0 0 UNIFIRST CORP MASS COM 904708104 579 6400 SH SOLE 6400 0 0 UNION PAC CORP COM 907818108 1892 13400 SH SOLE 13400 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1739 20400 SH SOLE 20400 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1674 18100 SH SOLE 18100 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 5278 86700 SH SOLE 86700 0 0 UNITEDHEALTH GROUP INC COM 91324P102 67939 1188198 SH SOLE 1188198 0 0 UNIVERSAL CORP VA COM 913456109 3754 67000 SH SOLE 67000 0 0 URBAN OUTFITTERS INC COM 917047102 841 21700 SH SOLE 21700 0 0 US BANCORP DEL COM NEW 902973304 1243 36900 SH SOLE 36900 0 0 USA MOBILITY INC COM 90341G103 782 58900 SH SOLE 58900 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1508 31200 SH SOLE 31200 0 0 VAALCO ENERGY INC COM NEW 91851C201 2585 340700 SH SOLE 340700 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 4524 60900 SH SOLE 60900 0 0 VALERO ENERGY CORP NEW COM 91913Y100 74079 1628600 SH SOLE 1628600 0 0 VALMONT INDS INC COM 920253101 3743 23800 SH SOLE 23800 0 0 VALSPAR CORP COM 920355104 2085 33500 SH SOLE 33500 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 8489 101490 SH SOLE 101490 0 0 VANGUARD INDEX FDS REIT ETF 922908553 1594 22241 SH SOLE 22241 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 6034 65154 SH SOLE 65154 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 8399 103831 SH SOLE 103831 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 9436 99049 SH SOLE 99049 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6075 141650 SH SOLE 141650 0 0 VANGUARD STAR FD VG TL INTL STK F 921909768 5130 106985 SH SOLE 106985 0 0 VARIAN MED SYS INC COM 92220P105 644 9000 SH SOLE 9000 0 0 VECTREN CORP COM 92240G101 368 10400 SH SOLE 10400 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 62022 1266300 SH SOLE 1266300 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 832 15200 SH SOLE 15200 0 0 VIACOM INC NEW CL B 92553P201 1556 25550 SH SOLE 25550 0 0 VIAD CORP COM NEW 92552R406 4529 163700 SH SOLE 163700 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 1249 6700 SH SOLE 6700 0 0 VISA INC COM CL A 92826C839 22913 135000 SH SOLE 135000 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 3173 233200 SH SOLE 233200 0 0 VISTEON CORP COM NEW 92839U206 4795 83100 SH SOLE 83100 0 0 VORNADO RLTY TR SH BEN INT 929042109 259 3093 SH SOLE 3093 0 0 VULCAN MATLS CO COM 929160109 274 5400 SH SOLE 5400 0 0 WALGREEN CO COM 931422109 21437 450000 SH SOLE 450000 0 0 WAL-MART STORES INC COM 931142103 8143 109500 SH SOLE 109500 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 474 35000 SH SOLE 35000 0 0 WASHINGTON POST CO CL B 939640108 2299 5144 SH SOLE 5144 0 0 WASTE MGMT INC DEL COM 94106L109 251 6400 SH SOLE 6400 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 208 6600 SH SOLE 6600 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 8765 151200 SH SOLE 151200 0 0 WELLPOINT INC COM 94973V107 77745 1174150 SH SOLE 1174150 0 0 WELLS FARGO & CO NEW COM 949746101 4753 129359 SH SOLE 129359 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 403 6200 SH SOLE 6200 0 0 WESTERN ALLIANCE BANCORP COM 957638109 998 72100 SH SOLE 72100 0 0 WESTERN DIGITAL CORP COM 958102105 64450 1281800 SH SOLE 1281800 0 0 WESTERN REFNG INC COM 959319104 57630 1627500 SH SOLE 1627500 0 0 WESTLAKE CHEM CORP COM 960413102 31127 332900 SH SOLE 332900 0 0 WEYERHAEUSER CO COM 962166104 74410 2371187 SH SOLE 2371187 0 0 WHIRLPOOL CORP COM 963320106 35798 302200 SH SOLE 302200 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 567 1000 SH SOLE 1000 0 0 WHITING PETE CORP NEW COM 966387102 3539 69600 SH SOLE 69600 0 0 WHOLE FOODS MKT INC COM 966837106 2542 29400 SH SOLE 29400 0 0 WILLIAMS COS INC DEL COM 969457100 825 22400 SH SOLE 22400 0 0 WILSHIRE BANCORP INC COM 97186T108 706 104200 SH SOLE 104200 0 0 WINDSTREAM CORP COM 97381W104 1319 167500 SH SOLE 167500 0 0 WINTRUST FINANCIAL CORP COM 97650W108 574 15500 SH SOLE 15500 0 0 WISCONSIN ENERGY CORP COM 976657106 2757 64500 SH SOLE 64500 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 85881 1633635 SH SOLE 1633635 0 0 WORTHINGTON INDS INC COM 981811102 582 18800 SH SOLE 18800 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 799 12400 SH SOLE 12400 0 0 XCEL ENERGY INC COM 98389B100 2724 92400 SH SOLE 92400 0 0 XEROX CORP COM 984121103 191 22200 SH SOLE 22200 0 0 YAMANA GOLD INC COM 98462Y100 735 48000 SH SOLE 48000 0 0 YUM BRANDS INC COM 988498101 896 12600 SH SOLE 12600 0 0 ZIMMER HLDGS INC COM 98956P102 2183 29220 SH SOLE 29220 0 0 ZIONS BANCORPORATION COM 989701107 36292 1452300 SH SOLE 1452300 0 0