0001085146-12-000081.txt : 20120126 0001085146-12-000081.hdr.sgml : 20120126 20120125215759 ACCESSION NUMBER: 0001085146-12-000081 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120126 DATE AS OF CHANGE: 20120125 EFFECTIVENESS DATE: 20120126 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: 12545944 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 qsinvestors4q2011.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, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: QS Investors, LLC Address: 880 3rd Avenue 7th FLoor New York, NY 10022 13F File Number: 028-14009 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Steven R. Ducker Title: Chief Compliance Officer Phone: 212.886.9217 Signature, Place, and Date of Signing: /s/ Steven R. Ducker New York, NY January 23, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 781 Form 13F Information Table Value Total: $6,231,295 (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 1886 23099 SH SOLE 23099 0 0 AARONS INC COM PAR $0.50 002535300 10660 399500 SH SOLE 399500 0 0 ABBOTT LABS COM 002824100 22326 397304 SH SOLE 397304 0 0 ABITIBIBOWATER INC COM NEW 003687209 298 20500 SH SOLE 20500 0 0 ABM INDS INC COM 000957100 239 11600 SH SOLE 11600 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1349 25379 SH SOLE 25379 0 0 ACE LTD SHS H0023R105 48381 690000 SH SOLE 690000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 45249 3672900 SH SOLE 3672900 0 0 ACXIOM CORP COM 005125109 177 14500 SH SOLE 14500 0 0 ADOBE SYS INC COM 00724F101 782 27700 SH SOLE 27700 0 0 AES CORP COM 00130H105 5298 447800 SH SOLE 447800 0 0 AETNA INC NEW COM 00817Y108 63025 1493900 SH SOLE 1493900 0 0 AFLAC INC COM 001055102 65167 1506400 SH SOLE 1506400 0 0 AGCO CORP COM 001084102 22266 518200 SH SOLE 518200 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1567 44900 SH SOLE 44900 0 0 AGNICO EAGLE MINES LTD COM 008474108 6136 169000 SH SOLE 169000 0 0 AGRIUM INC COM 008916108 387 5800 SH SOLE 5800 0 0 AIR PRODS & CHEMS INC COM 009158106 1200 14100 SH SOLE 14100 0 0 ALAMO GROUP INC COM 011311107 382 14200 SH SOLE 14200 0 0 ALASKA AIR GROUP INC COM 011659109 10814 144000 SH SOLE 144000 0 0 ALCOA INC COM 013817101 805 93100 SH SOLE 93100 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 949 13300 SH SOLE 13300 0 0 ALLERGAN INC COM 018490102 1700 19400 SH SOLE 19400 0 0 ALLIANT ENERGY CORP COM 018802108 872 19800 SH SOLE 19800 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 641 11200 SH SOLE 11200 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 10143 161200 SH SOLE 161200 0 0 ALLSTATE CORP COM 020002101 8076 294697 SH SOLE 294697 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 21561 1055427 SH SOLE 1055427 0 0 ALTERA CORP COM 021441100 445 12000 SH SOLE 12000 0 0 ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 224 9500 SH SOLE 9500 0 0 ALTRIA GROUP INC COM 02209S103 2431 82203 SH SOLE 82203 0 0 AMAZON COM INC COM 023135106 2645 15300 SH SOLE 15300 0 0 AMEDISYS INC COM 023436108 520 47700 SH SOLE 47700 0 0 AMEREN CORP COM 023608102 39099 1180300 SH SOLE 1180300 0 0 AMERICAN CAP LTD COM 02503Y103 3507 521034 SH SOLE 521034 0 0 AMERICAN ELEC PWR INC COM 025537101 3690 89592 SH SOLE 89592 0 0 AMERICAN EXPRESS CO COM 025816109 18998 402800 SH SOLE 402800 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 7916 341196 SH SOLE 341196 0 0 AMERICAN NATL INS CO COM 028591105 278 3800 SH SOLE 3800 0 0 AMERICAN TOWER CORP CL A 029912201 4264 71300 SH SOLE 71300 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 5269 165400 SH SOLE 165400 0 0 AMERIGROUP CORP COM 03073T102 4579 77500 SH SOLE 77500 0 0 AMERIPRISE FINL INC COM 03076C106 591 11920 SH SOLE 11920 0 0 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039670104 401 17800 SH SOLE 17800 0 0 ARES CAP CORP COM 04010L103 2089 135200 SH SOLE 135200 0 0 ARKANSAS BEST CORP DEL COM 040790107 1382 71700 SH SOLE 71700 0 0 ARROW ELECTRS INC COM 042735100 13790 368600 SH SOLE 368600 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 511 63900 SH SOLE 63900 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 628 23700 SH SOLE 23700 0 0 ASSOCIATED BANC CORP COM 045487105 173 15500 SH SOLE 15500 0 0 ASSURANT INC COM 04621X108 2513 61200 SH SOLE 61200 0 0 AT&T INC COM 00206R102 39486 1308288 SH SOLE 1308288 0 0 AUTODESK INC COM 052769106 3543 116800 SH SOLE 116800 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 29886 553400 SH SOLE 553400 0 0 AVNET INC COM 053807103 9937 319600 SH SOLE 319600 0 0 AVON PRODS INC COM 054303102 4478 256300 SH SOLE 256300 0 0 BAKER HUGHES INC COM 057224107 1255 25882 SH SOLE 25882 0 0 BALL CORP COM 058498106 378 10600 SH SOLE 10600 0 0 BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 4008 492500 SH SOLE 492500 0 0 BANK HAWAII CORP COM 062540109 2118 47600 SH SOLE 47600 0 0 BANK MONTREAL QUE COM 063671101 5076 92652 SH SOLE 92652 0 0 BANK MUTUAL CORP NEW COM 063750103 78 24400 SH SOLE 24400 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1312 26352 SH SOLE 26352 0 0 BANK OF AMERICA CORPORATION COM 060505104 20279 3647682 SH SOLE 3647682 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 14968 751912 SH SOLE 751912 0 0 BARD C R INC COM 067383109 844 9900 SH SOLE 9900 0 0 BARRICK GOLD CORP COM 067901108 1929 42731 SH SOLE 42731 0 0 BAXTER INTL INC COM 071813109 2874 58207 SH SOLE 58207 0 0 BB&T CORP COM 054937107 16260 646000 SH SOLE 646000 0 0 BCE INC COM NEW 05534B760 2890 69549 SH SOLE 69549 0 0 BEAM INC COM 073730103 256 5000 SH SOLE 5000 0 0 BECTON DICKINSON & CO COM 075887109 1573 21100 SH SOLE 21100 0 0 BED BATH & BEYOND INC COM 075896100 793 13700 SH SOLE 13700 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7193 94296 SH SOLE 94296 0 0 BEST BUY INC COM 086516101 47404 2028400 SH SOLE 2028400 0 0 BHP 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A 111320107 549 18700 SH SOLE 18700 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 127 24400 SH SOLE 24400 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 574 20877 SH SOLE 20877 0 0 BROWN FORMAN CORP CL B 115637209 344 4275 SH SOLE 4275 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 659 19700 SH SOLE 19700 0 0 BUILD A BEAR WORKSHOP COM 120076104 98 11600 SH SOLE 11600 0 0 BUNGE LIMITED COM G16962105 12371 216300 SH SOLE 216300 0 0 CA INC COM 12673P105 349 17300 SH SOLE 17300 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 143 10100 SH SOLE 10100 0 0 CACI INTL INC CL A 127190304 3321 59400 SH SOLE 59400 0 0 CAE INC COM 124765108 167 17100 SH SOLE 17100 0 0 CAL MAINE FOODS INC COM NEW 128030202 955 26100 SH SOLE 26100 0 0 CALPINE CORP COM NEW 131347304 1101 67500 SH SOLE 67500 0 0 CAMBREX CORP COM 132011107 164 22838 SH SOLE 22838 0 0 CAMECO CORP COM 13321L108 296 16400 SH SOLE 16400 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 604 12300 SH SOLE 12300 0 0 CAMPBELL SOUP CO COM 134429109 606 18300 SH SOLE 18300 0 0 CANADIAN NAT RES LTD COM 136385101 14777 395500 SH SOLE 395500 0 0 CANADIAN NATL RY CO COM 136375102 3648 46500 SH SOLE 46500 0 0 CANADIAN PAC RY LTD COM 13645T100 984 14600 SH SOLE 14600 0 0 CAPITAL ONE FINL CORP COM 14040H105 64500 1525261 SH SOLE 1525261 0 0 CARDINAL HEALTH INC COM 14149Y108 7380 181800 SH SOLE 181800 0 0 CAREER EDUCATION CORP COM 141665109 711 89300 SH SOLE 89300 0 0 CAREFUSION CORP COM 14170T101 591 23250 SH SOLE 23250 0 0 CARNIVAL CORP PAIRED CTF 143658300 7025 215251 SH SOLE 215251 0 0 CATERPILLAR INC DEL COM 149123101 17695 195400 SH SOLE 195400 0 0 CBEYOND INC COM 149847105 221 27600 SH SOLE 27600 0 0 CBOE HLDGS INC COM 12503M108 248 9600 SH SOLE 9600 0 0 CBRE GROUP INC CL A 12504L109 224 14700 SH SOLE 14700 0 0 CBS CORP NEW CL B 124857202 48951 1803650 SH SOLE 1803650 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 831 11520 SH SOLE 11520 0 0 CELGENE CORP COM 151020104 2017 29900 SH SOLE 29900 0 0 CENOVUS ENERGY INC COM 15135U109 1240 37426 SH SOLE 37426 0 0 CENTERPOINT ENERGY INC COM 15189T107 2638 131500 SH SOLE 131500 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 97 11700 SH SOLE 11700 0 0 CENTURYLINK INC COM 156700106 4197 113203 SH SOLE 113203 0 0 CERNER CORP COM 156782104 1664 27200 SH SOLE 27200 0 0 CF INDS HLDGS INC COM 125269100 69658 480500 SH SOLE 480500 0 0 CHEMTURA CORP COM NEW 163893209 378 33300 SH SOLE 33300 0 0 CHESAPEAKE ENERGY CORP COM 165167107 765 34389 SH SOLE 34389 0 0 CHEVRON CORP NEW COM 166764100 109854 1032697 SH SOLE 1032697 0 0 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 16434 434800 SH SOLE 434800 0 0 CHINA GERUI ADV MAT GR LTD SHS G21101103 57 16900 SH SOLE 16900 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6798 140200 SH SOLE 140200 0 0 CHINACAST EDU CORP COM 16946T109 118 19300 SH SOLE 19300 0 0 CHUBB CORP COM 171232101 26075 376700 SH SOLE 376700 0 0 CHURCH & DWIGHT INC COM 171340102 626 13700 SH SOLE 13700 0 0 CIGNA CORPORATION COM 125509109 2590 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CORP NEW CL A SPL 20030N200 903 38450 SH SOLE 38450 0 0 COMERICA INC COM 200340107 12056 467300 SH SOLE 467300 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 1566 94100 SH SOLE 94100 0 0 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 631 30100 SH SOLE 30100 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 549 14600 SH SOLE 14600 0 0 COMPUTER SCIENCES CORP COM 205363104 19938 841324 SH SOLE 841324 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 4171 145700 SH SOLE 145700 0 0 CONAGRA FOODS INC COM 205887102 426 16200 SH SOLE 16200 0 0 CONCHO RES INC COM 20605P101 460 4900 SH SOLE 4900 0 0 CONOCOPHILLIPS COM 20825C104 105358 1445977 SH SOLE 1445977 0 0 CONSOL ENERGY INC COM 20854P109 473 12900 SH SOLE 12900 0 0 CONSOLIDATED EDISON INC COM 209115104 3658 59100 SH SOLE 59100 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1378 34800 SH SOLE 34800 0 0 CONVERGYS CORP COM 212485106 258 20200 SH SOLE 20200 0 0 COOPER COS INC COM NEW 216648402 233 3300 SH SOLE 3300 0 0 CORE MARK 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COM 268648102 2162 100400 SH SOLE 100400 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 7071 888450 SH SOLE 888450 0 0 EARTHLINK INC COM 270321102 1719 267000 SH SOLE 267000 0 0 EASTMAN CHEM CO COM 277432100 578 14800 SH SOLE 14800 0 0 EATON CORP COM 278058102 375 8600 SH SOLE 8600 0 0 EBAY INC COM 278642103 43548 1435800 SH SOLE 1435800 0 0 ECHOSTAR CORP CL A 278768106 3120 149000 SH SOLE 149000 0 0 ECOLAB INC COM 278865100 641 11100 SH SOLE 11100 0 0 EDISON INTL COM 281020107 2318 56100 SH SOLE 56100 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 882 12500 SH SOLE 12500 0 0 EL PASO CORP COM 28336L109 1235 46600 SH SOLE 46600 0 0 ELDORADO GOLD CORP NEW COM 284902103 212 15500 SH SOLE 15500 0 0 ELECTRONIC ARTS INC COM 285512109 20801 1009800 SH SOLE 1009800 0 0 EMCOR GROUP INC COM 29084Q100 5753 214600 SH SOLE 214600 0 0 EMERSON ELEC CO COM 291011104 1102 23700 SH SOLE 23700 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 234 5277 SH SOLE 5277 0 0 EMULEX CORP COM NEW 292475209 73 10600 SH SOLE 10600 0 0 ENBRIDGE INC COM 29250N105 1104 29620 SH SOLE 29620 0 0 ENCANA CORP COM 292505104 651 35126 SH SOLE 35126 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 781 22600 SH SOLE 22600 0 0 ENERGEN CORP COM 29265N108 424 8500 SH SOLE 8500 0 0 ENERGIZER HLDGS INC COM 29266R108 340 4400 SH SOLE 4400 0 0 ENERGYSOLUTIONS INC COM 292756202 47 15100 SH SOLE 15100 0 0 ENERSIS S A SPONSORED ADR 29274F104 189 10731 SH SOLE 10731 0 0 ENTERGY CORP NEW COM 29364G103 2325 31895 SH SOLE 31895 0 0 EOG RES INC COM 26875P101 1358 13800 SH SOLE 13800 0 0 EQT CORP COM 26884L109 256 4700 SH SOLE 4700 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 565 9900 SH SOLE 9900 0 0 ERIE INDTY CO CL A 29530P102 516 6600 SH SOLE 6600 0 0 EXELON CORP COM 30161N101 5377 124300 SH SOLE 124300 0 0 EXPEDIA INC DEL COM NEW 30212P303 235 8100 SH SOLE 8100 0 0 EXPRESS SCRIPTS INC COM 302182100 2297 51500 SH SOLE 51500 0 0 EXTERRAN HLDGS INC COM 30225X103 287 31400 SH SOLE 31400 0 0 EXTRA SPACE STORAGE INC COM 30225T102 225 9300 SH SOLE 9300 0 0 EXXON MOBIL CORP COM 30231G102 44224 522250 SH SOLE 522250 0 0 F5 NETWORKS INC COM 315616102 1316 12400 SH SOLE 12400 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 60 13800 SH SOLE 13800 0 0 FEDEX CORP COM 31428X106 1351 16200 SH SOLE 16200 0 0 FELCOR LODGING TR INC COM 31430F101 42 13800 SH SOLE 13800 0 0 FERRO CORP COM 315405100 296 60700 SH SOLE 60700 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 1686 105800 SH SOLE 105800 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 523 19700 SH SOLE 19700 0 0 FIFTH THIRD BANCORP COM 316773100 344 27000 SH SOLE 27000 0 0 FIRST FINL HLDGS INC COM 320239106 213 23800 SH SOLE 23800 0 0 FIRST MERCHANTS CORP COM 320817109 260 30700 SH SOLE 30700 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 186 18400 SH SOLE 18400 0 0 FIRSTENERGY CORP COM 337932107 3021 68433 SH SOLE 68433 0 0 FISERV INC COM 337738108 17686 301100 SH SOLE 301100 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 59 19500 SH SOLE 19500 0 0 FLUOR CORP 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COM 812350106 6541 205800 SH SOLE 205800 0 0 SELECT COMFORT CORP COM 81616X103 892 41100 SH SOLE 41100 0 0 SEMPRA ENERGY COM 816851109 1988 36200 SH SOLE 36200 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1499 75600 SH SOLE 75600 0 0 SIGMA ALDRICH CORP COM 826552101 411 6600 SH SOLE 6600 0 0 SILVER WHEATON CORP COM 828336107 329 11400 SH SOLE 11400 0 0 SIMON PPTY GROUP INC NEW COM 828806109 15827 122761 SH SOLE 122761 0 0 SIRIUS XM RADIO INC COM 82967N108 259 142500 SH SOLE 142500 0 0 SKYWEST INC COM 830879102 393 31200 SH SOLE 31200 0 0 SMITHFIELD FOODS INC COM 832248108 13892 572100 SH SOLE 572100 0 0 SMUCKER J M CO COM NEW 832696405 398 5100 SH SOLE 5100 0 0 SOLARWINDS INC COM 83416B109 1473 52700 SH SOLE 52700 0 0 SORL AUTO PTS INC COM 78461U101 59 25300 SH SOLE 25300 0 0 SOUTHERN CO COM 842587107 6042 130953 SH SOLE 130953 0 0 SOUTHERN COPPER CORP COM 84265V105 569 19200 SH SOLE 19200 0 0 SOUTHWEST AIRLS CO COM 844741108 15819 1848200 SH SOLE 1848200 0 0 SOUTHWESTERN ENERGY CO COM 845467109 680 21300 SH SOLE 21300 0 0 SPARTECH CORP COM NEW 847220209 73 15400 SH SOLE 15400 0 0 SPDR SERIES TRUST BRCLYS CAP CONV 78464A359 22005 608381 SH SOLE 608381 0 0 SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 65558 1114368 SH SOLE 1114368 0 0 SPECTRA ENERGY CORP COM 847560109 1097 35749 SH SOLE 35749 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 7950 3398832 SH SOLE 3398832 0 0 SPX CORP COM 784635104 3850 63900 SH SOLE 63900 0 0 ST JUDE MED INC COM 790849103 1330 38900 SH SOLE 38900 0 0 STAPLES INC COM 855030102 316 22800 SH SOLE 22800 0 0 STARBUCKS CORP COM 855244109 32849 714000 SH SOLE 714000 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 601 12500 SH SOLE 12500 0 0 STATE STR CORP COM 857477103 44454 1102800 SH SOLE 1102800 0 0 STERLING CONSTRUCTION CO INC COM 859241101 256 23800 SH SOLE 23800 0 0 STEWART INFORMATION SVCS COR COM 860372101 414 35800 SH SOLE 35800 0 0 STONE ENERGY CORP COM 861642106 1351 51200 SH SOLE 51200 0 0 STRYKER CORP COM 863667101 2597 52300 SH SOLE 52300 0 0 STURM RUGER & CO INC COM 864159108 305 9100 SH SOLE 9100 0 0 SUN LIFE FINL INC COM 866796105 187 10100 SH SOLE 10100 0 0 SUNCOR ENERGY INC NEW COM 867224107 2289 79600 SH SOLE 79600 0 0 SUNPOWER CORP COM 867652406 1232 197900 SH SOLE 197900 0 0 SUNTRUST BKS INC COM 867914103 8996 508200 SH SOLE 508200 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 1104 131800 SH SOLE 131800 0 0 SYKES ENTERPRISES INC COM 871237103 764 48800 SH SOLE 48800 0 0 SYMANTEC CORP COM 871503108 986 63000 SH SOLE 63000 0 0 SYNOPSYS INC COM 871607107 245 9000 SH SOLE 9000 0 0 SYSCO CORP COM 871829107 1257 42900 SH SOLE 42900 0 0 TALISMAN ENERGY INC COM 87425E103 5656 443700 SH SOLE 443700 0 0 TARGET CORP COM 87612E106 1810 35400 SH SOLE 35400 0 0 TE CONNECTIVITY LTD REG SHS H84989104 720 23400 SH SOLE 23400 0 0 TECH DATA CORP COM 878237106 16779 339600 SH SOLE 339600 0 0 TECK RESOURCES LTD CL B 878742204 931 26524 SH SOLE 26524 0 0 TELEPHONE & DATA SYS INC COM 879433100 11832 457000 SH SOLE 457000 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 214 9000 SH SOLE 9000 0 0 TELUS CORP NON-VTG SHS 87971M202 2532 47400 SH SOLE 47400 0 0 TEMPUR PEDIC INTL INC COM 88023U101 341 6500 SH SOLE 6500 0 0 TERADATA CORP DEL COM 88076W103 339 7000 SH SOLE 7000 0 0 TESORO CORP COM 881609101 48308 2068000 SH SOLE 2068000 0 0 TESSCO TECHNOLOGIES INC COM 872386107 263 19000 SH SOLE 19000 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 652 38900 SH SOLE 38900 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 315 33700 SH SOLE 33700 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5654 140100 SH SOLE 140100 0 0 TEXAS INSTRS INC COM 882508104 1489 51200 SH SOLE 51200 0 0 TGC INDS INC COM NEW 872417308 93 13000 SH SOLE 13000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1106 24700 SH SOLE 24700 0 0 THOMSON REUTERS CORP COM 884903105 1767 66319 SH SOLE 66319 0 0 TIM HORTONS INC COM 88706M103 1082 22400 SH SOLE 22400 0 0 TIME WARNER CABLE INC COM 88732J207 1426 22455 SH SOLE 22455 0 0 TIME WARNER INC COM NEW 887317303 26058 721132 SH SOLE 721132 0 0 TIMKEN CO COM 887389104 6740 174100 SH SOLE 174100 0 0 TJX COS INC NEW COM 872540109 1238 19200 SH SOLE 19200 0 0 TORCHMARK CORP COM 891027104 6553 151000 SH SOLE 151000 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1589 21300 SH SOLE 21300 0 0 TOTAL SYS SVCS INC COM 891906109 9906 506493 SH SOLE 506493 0 0 TOWERS WATSON & CO CL A 891894107 3027 50500 SH SOLE 50500 0 0 TPC GROUP INC COM 89236Y104 243 10400 SH SOLE 10400 0 0 TRANSALTA CORP COM 89346D107 2463 119700 SH SOLE 119700 0 0 TRANSCANADA CORP COM 89353D107 1186 27244 SH SOLE 27244 0 0 TRANSOCEAN LTD REG SHS H8817H100 15794 411103 SH SOLE 411103 0 0 TRAVELCENTERS OF AMERICA LLC COM 894174101 255 60100 SH SOLE 60100 0 0 TRAVELERS COMPANIES INC COM 89417E109 19448 328701 SH SOLE 328701 0 0 TRIPADVISOR INC COM 896945201 267 10600 SH SOLE 10600 0 0 TRIUMPH GROUP INC NEW COM 896818101 327 5600 SH SOLE 5600 0 0 TRUE RELIGION APPAREL INC COM 89784N104 775 22400 SH SOLE 22400 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1835 56300 SH SOLE 56300 0 0 TUESDAY MORNING CORP COM NEW 899035505 470 136400 SH SOLE 136400 0 0 TUTOR PERINI CORP COM 901109108 307 24900 SH SOLE 24900 0 0 TYCO INTERNATIONAL LTD SHS H89128104 39545 846575 SH SOLE 846575 0 0 TYSON FOODS INC CL A 902494103 57697 2795500 SH SOLE 2795500 0 0 UBS AG SHS NEW H89231338 1748 146907 SH SOLE 146907 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 448 6900 SH SOLE 6900 0 0 UNION PAC CORP COM 907818108 2164 20442 SH SOLE 20442 0 0 UNISYS CORP COM NEW 909214306 1612 81800 SH SOLE 81800 0 0 UNIT CORP COM 909218109 334 7200 SH SOLE 7200 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 185 26500 SH SOLE 26500 0 0 UNITED CONTL HLDGS INC COM 910047109 10034 531800 SH SOLE 531800 0 0 UNITED ONLINE INC COM 911268100 297 54600 SH SOLE 54600 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1764 24113 SH SOLE 24113 0 0 UNITED STATES CELLULAR CORP COM 911684108 1810 41500 SH SOLE 41500 0 0 UNITED STATES STL CORP NEW COM 912909108 16320 616763 SH SOLE 616763 0 0 UNITED TECHNOLOGIES CORP COM 913017109 2750 37704 SH SOLE 37704 0 0 UNITEDHEALTH GROUP INC COM 91324P102 85427 1685922 SH SOLE 1685922 0 0 URS CORP NEW COM 903236107 4597 130900 SH SOLE 130900 0 0 US BANCORP DEL COM NEW 902973304 1469 54400 SH SOLE 54400 0 0 USA MOBILITY INC COM 90341G103 598 43100 SH SOLE 43100 0 0 V F CORP COM 918204108 44143 347600 SH SOLE 347600 0 0 VAALCO ENERGY INC COM NEW 91851C201 292 48300 SH SOLE 48300 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 4394 94200 SH SOLE 94200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 71180 3381600 SH SOLE 3381600 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 8143 258500 SH SOLE 258500 0 0 VALSPAR CORP COM 920355104 1605 41200 SH SOLE 41200 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 21038 251827 SH SOLE 251827 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 4799 74639 SH SOLE 74639 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 30813 397332 SH SOLE 397332 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 60112 1573193 SH SOLE 1573193 0 0 VANGUARD STAR FD INTL STK IDXFD 921909768 1241 30350 SH SOLE 30350 0 0 VANGUARD TAX MANAGED INTL FD MSCI EAFE ETF 921943858 1373 44831 SH SOLE 44831 0 0 VARIAN MED SYS INC COM 92220P105 911 13600 SH SOLE 13600 0 0 VENTAS INC COM 92276F100 1269 23000 SH SOLE 23000 0 0 VERISIGN INC COM 92343E102 286 8000 SH SOLE 8000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 40325 1006458 SH SOLE 1006458 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 238 7200 SH SOLE 7200 0 0 VIACOM INC NEW CL B 92553P201 26273 578650 SH SOLE 578650 0 0 VIRGIN MEDIA INC COM 92769L101 314 14700 SH SOLE 14700 0 0 VIROPHARMA INC COM 928241108 10058 367200 SH SOLE 367200 0 0 VISA INC COM CL A 92826C839 8050 79300 SH SOLE 79300 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 18408 2047700 SH SOLE 2047700 0 0 VORNADO RLTY TR SH BEN INT 929042109 438 5718 SH SOLE 5718 0 0 W & T OFFSHORE INC COM 92922P106 6332 298600 SH SOLE 298600 0 0 WABTEC CORP COM 929740108 343 4900 SH SOLE 4900 0 0 WAL MART STORES INC COM 931142103 8348 139888 SH SOLE 139888 0 0 WALGREEN CO COM 931422109 2119 64200 SH SOLE 64200 0 0 WASHINGTON POST CO CL B 939640108 941 2500 SH SOLE 2500 0 0 WASTE MGMT INC DEL COM 94106L109 389 11900 SH SOLE 11900 0 0 WATERS CORP COM 941848103 421 5700 SH SOLE 5700 0 0 WATSON PHARMACEUTICALS INC COM 942683103 8476 140500 SH SOLE 140500 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 486 33200 SH SOLE 33200 0 0 WEBSTER FINL CORP CONN COM 947890109 907 44500 SH SOLE 44500 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 2126 40500 SH SOLE 40500 0 0 WELLPOINT INC COM 94973V107 61244 924550 SH SOLE 924550 0 0 WELLS FARGO & CO NEW COM 949746101 6508 236424 SH SOLE 236424 0 0 WESCO INTL INC COM 95082P105 1807 34100 SH SOLE 34100 0 0 WESTAR ENERGY INC COM 95709T100 2112 73400 SH SOLE 73400 0 0 WESTERN DIGITAL CORP COM 958102105 41102 1328000 SH SOLE 1328000 0 0 WESTERN REFNG INC COM 959319104 7734 582000 SH SOLE 582000 0 0 WESTERN UN CO COM 959802109 6915 378700 SH SOLE 378700 0 0 WEYERHAEUSER CO COM 962166104 13079 700560 SH SOLE 700560 0 0 WGL HLDGS INC COM 92924F106 1411 31900 SH SOLE 31900 0 0 WHIRLPOOL CORP COM 963320106 12630 266200 SH SOLE 266200 0 0 WHOLE FOODS MKT INC COM 966837106 14200 204100 SH SOLE 204100 0 0 WILLBROS GROUP INC DEL COM 969203108 113 30700 SH SOLE 30700 0 0 WILLIAMS COS INC DEL COM 969457100 1095 33200 SH SOLE 33200 0 0 WILLIAMS SONOMA INC COM 969904101 227 5900 SH SOLE 5900 0 0 WILSHIRE BANCORP INC COM 97186T108 140 38600 SH SOLE 38600 0 0 WINDSTREAM CORP COM 97381W104 1152 98300 SH SOLE 98300 0 0 WINN DIXIE STORES INC COM NEW 974280307 860 91700 SH SOLE 91700 0 0 WISCONSIN ENERGY CORP COM 976657106 1462 41900 SH SOLE 41900 0 0 WISDOMTREE TR EM LCL DEBT FD 97717X867 25870 531857 SH SOLE 531857 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 18004 475900 SH SOLE 475900 0 0 XCEL ENERGY INC COM 98389B100 2096 76000 SH SOLE 76000 0 0 XEROX CORP COM 984121103 6226 782148 SH SOLE 782148 0 0 XILINX INC COM 983919101 305 9500 SH SOLE 9500 0 0 XYLEM INC COM 98419M100 208 8100 SH SOLE 8100 0 0 YAHOO INC COM 984332106 26944 1670400 SH SOLE 1670400 0 0 YAMANA GOLD INC COM 98462Y100 443 30100 SH SOLE 30100 0 0 YUM BRANDS INC COM 988498101 2312 39200 SH SOLE 39200 0 0 ZIMMER HLDGS INC COM 98956P102 1092 20520 SH SOLE 20520 0 0 ZIONS BANCORPORATION COM 989701107 49256 3025500 SH SOLE 3025500 0 0