-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NlzvyOgkGRy7V2t9+u+GDkESWO65x3TSTqEac9WqvuEWKWKNJWZGP4hb81Vtmx6p 4ooul11Nqr4X1Vl+X3aBaw== 0001085146-11-000055.txt : 20110126 0001085146-11-000055.hdr.sgml : 20110126 20110125205408 ACCESSION NUMBER: 0001085146-11-000055 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110126 DATE AS OF CHANGE: 20110125 EFFECTIVENESS DATE: 20110126 FILER: COMPANY DATA: COMPANY CONFORMED NAME: QS Investors, LLC CENTRAL INDEX KEY: 0001501436 IRS NUMBER: 273203566 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14009 FILM NUMBER: 11547678 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 qs4q10.txt QS INVESTORS 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, 2010 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 25, 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: 861 Form 13F Information Table Value Total: $6,766,396(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 38250 443259 SH SOLE 443259 0 0 A H BELO CORP COM CL A 001282102 133 15300 SH SOLE 15300 0 0 AARONS INC COM PAR $0.50 002535300 1451 71200 SH SOLE 71200 0 0 ABBOTT LABS COM 002824100 7246 151398 SH SOLE 151398 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6798 140279 SH SOLE 140279 0 0 ACE LTD SHS H0023R105 40429 649500 SH SOLE 649500 0 0 ACETO CORP COM 004446100 100 11100 SH SOLE 11100 0 0 ACTIVISION BLIZZARD INC COM 00507V109 18377 1477300 SH SOLE 1477300 0 0 ADOBE SYS INC COM 00724F101 1552 50492 SH SOLE 50492 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 19706 297900 SH SOLE 297900 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3173 387846 SH SOLE 387846 0 0 AES CORP COM 00130H105 1616 132903 SH SOLE 132903 0 0 AETNA INC NEW COM 00817Y108 24418 800397 SH SOLE 800397 0 0 AFLAC INC COM 001055102 11969 212066 SH SOLE 212066 0 0 AGCO CORP COM 001084102 476 9400 SH SOLE 9400 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1189 28801 SH SOLE 28801 0 0 AGNICO EAGLE MINES LTD COM 008474108 463 6000 SH SOLE 6000 0 0 AGREE REALTY CORP COM 008492100 479 18300 SH SOLE 18300 0 0 AGRIUM INC COM 008916108 247 2700 SH SOLE 2700 0 0 AIR PRODS & CHEMS INC COM 009158106 1563 17231 SH SOLE 17231 0 0 AIRCASTLE LTD COM G0129K104 3133 299800 SH SOLE 299800 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 855 18197 SH SOLE 18197 0 0 ALAMO GROUP INC COM 011311107 784 28200 SH SOLE 28200 0 0 ALASKA AIR GROUP INC COM 011659109 4864 85800 SH SOLE 85800 0 0 ALBANY MOLECULAR RESH INC COM 012423109 65 11500 SH SOLE 11500 0 0 ALBEMARLE CORP COM 012653101 2727 48900 SH SOLE 48900 0 0 ALCOA INC COM 013817101 2735 177766 SH SOLE 177766 0 0 ALERE INC COM 01449J105 234 6400 SH SOLE 6400 0 0 ALLEGHENY ENERGY INC COM 017361106 715 29599 SH SOLE 29599 0 0 ALLERGAN INC COM 018490102 1896 27635 SH SOLE 27635 0 0 ALLIANT ENERGY CORP COM 018802108 653 17800 SH SOLE 17800 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 20933 352200 SH SOLE 352200 0 0 ALLSTATE CORP COM 020002101 801 25153 SH SOLE 25153 0 0 ALTERA CORP COM 021441100 11667 327962 SH SOLE 327962 0 0 ALTRA HOLDINGS INC COM 02208R106 445 22400 SH SOLE 22400 0 0 ALTRIA GROUP INC COM 02209S103 3086 125495 SH SOLE 125495 0 0 AMAZON COM INC COM 023135106 3989 22185 SH SOLE 22185 0 0 AMEREN CORP COM 023608102 27151 963218 SH SOLE 963218 0 0 AMERICAN CAP LTD COM 02503Y103 2594 342954 SH SOLE 342954 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 18405 1258000 SH SOLE 1258000 0 0 AMERICAN ELEC PWR INC COM 025537101 2869 79891 SH SOLE 79891 0 0 AMERICAN EXPRESS CO COM 025816109 3633 84707 SH SOLE 84707 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 292 5072 SH SOLE 5072 0 0 AMERICAN NATL INS CO COM 028591105 1233 14400 SH SOLE 14400 0 0 AMERICAN TOWER CORP CL A 029912201 4044 78485 SH SOLE 78485 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 800 31700 SH SOLE 31700 0 0 AMERIGROUP CORP COM 03073T102 3917 89200 SH SOLE 89200 0 0 AMERIPRISE FINL INC COM 03076C106 5852 101697 SH SOLE 101697 0 0 AMERISOURCEBERGEN CORP COM 03073E105 55135 1615916 SH SOLE 1615916 0 0 AMGEN INC COM 031162100 4264 77776 SH SOLE 77776 0 0 AMPHENOL CORP NEW CL A 032095101 896 17000 SH SOLE 17000 0 0 AMR CORP COM 001765106 742 95300 SH SOLE 95300 0 0 ANADARKO PETE CORP COM 032511107 2739 36016 SH SOLE 36016 0 0 ANALOG DEVICES INC COM 032654105 29243 776399 SH SOLE 776399 0 0 ANIXTER INTL INC COM 035290105 2993 50100 SH SOLE 50100 0 0 ANNALY CAP MGMT INC COM 035710409 213 11900 SH SOLE 11900 0 0 ANNTAYLOR STORES CORP COM 036115103 2698 98500 SH SOLE 98500 0 0 AOL INC COM 00184X105 19153 807700 SH SOLE 807700 0 0 AON CORP COM 037389103 733 15927 SH SOLE 15927 0 0 APACHE CORP COM 037411105 2965 24893 SH SOLE 24893 0 0 APOGEE ENTERPRISES INC COM 037598109 388 28800 SH SOLE 28800 0 0 APOLLO GROUP INC CL A 037604105 12451 315310 SH SOLE 315310 0 0 APPLE INC COM 037833100 42037 130441 SH SOLE 130441 0 0 APPLIED MATLS INC COM 038222105 1612 115003 SH SOLE 115003 0 0 ARCH CAP GROUP LTD ORD G0450A105 4939 56100 SH SOLE 56100 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 14957 497346 SH SOLE 497346 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 345 9200 SH SOLE 9200 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 1569 36500 SH SOLE 36500 0 0 ARROW ELECTRS INC COM 042735100 26692 779300 SH SOLE 779300 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 2951 305800 SH SOLE 305800 0 0 ASHLAND INC NEW COM 044209104 9735 191400 SH SOLE 191400 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6086 212600 SH SOLE 212600 0 0 ASSOCIATED BANC CORP COM 045487105 2706 178600 SH SOLE 178600 0 0 ASSURANT INC COM 04621X108 3932 102087 SH SOLE 102087 0 0 ASTA FDG INC COM 046220109 91 11200 SH SOLE 11200 0 0 AT&T INC COM 00206R102 50575 1723818 SH SOLE 1723818 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2010 36000 SH SOLE 36000 0 0 ATMEL CORP COM 049513104 3115 252900 SH SOLE 252900 0 0 AUTODESK INC COM 052769106 865 22655 SH SOLE 22655 0 0 AUTOLIV INC COM 052800109 10901 138100 SH SOLE 138100 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 24132 521513 SH SOLE 521513 0 0 AUTOZONE INC COM 053332102 285 1048 SH SOLE 1048 0 0 AVALONBAY CMNTYS INC COM 053484101 324 2878 SH SOLE 2878 0 0 AVNET INC COM 053807103 17473 529000 SH SOLE 529000 0 0 AVON PRODS INC COM 054303102 926 31919 SH SOLE 31919 0 0 AVX CORP NEW COM 002444107 1831 118700 SH SOLE 118700 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 5821 162200 SH SOLE 162200 0 0 BAKER HUGHES INC COM 057224107 1781 31199 SH SOLE 31199 0 0 BALL CORP COM 058498106 491 7224 SH SOLE 7224 0 0 BALLANTYNE STRONG INC COM 058516105 109 14000 SH SOLE 14000 0 0 BANK MONTREAL QUE COM 063671101 754 13052 SH SOLE 13052 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 1327 23152 SH SOLE 23152 0 0 BANK OF AMERICA CORPORATION COM 060505104 35202 2639468 SH SOLE 2639468 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 2375 78728 SH SOLE 78728 0 0 BARD C R INC COM 067383109 5354 58379 SH SOLE 58379 0 0 BARNES & NOBLE INC COM 067774109 3404 240600 SH SOLE 240600 0 0 BARRICK GOLD CORP COM 067901108 12806 240731 SH SOLE 240731 0 0 BAXTER INTL INC COM 071813109 14395 284523 SH SOLE 284523 0 0 BB&T CORP COM 054937107 1036 39375 SH SOLE 39375 0 0 BCE INC COM NEW 05534B760 1873 52749 SH SOLE 52749 0 0 BECKMAN COULTER INC COM 075811109 3414 45400 SH SOLE 45400 0 0 BECTON DICKINSON & CO COM 075887109 2726 32315 SH SOLE 32315 0 0 BED BATH & BEYOND INC COM 075896100 755 15368 SH SOLE 15368 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 6143 51 SH SOLE 51 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13816 172511 SH SOLE 172511 0 0 BERRY PETE CO CL A 085789105 284 6500 SH SOLE 6500 0 0 BEST BUY INC COM 086516101 1488 43426 SH SOLE 43426 0 0 BIOGEN IDEC INC COM 09062X103 35561 530399 SH SOLE 530399 0 0 BJS RESTAURANTS INC COM 09180C106 1566 44200 SH SOLE 44200 0 0 BLACKROCK INC COM 09247X101 10654 55900 SH SOLE 55900 0 0 BLOCK H & R INC COM 093671105 1548 130023 SH SOLE 130023 0 0 BLYTH INC COM NEW 09643P207 1024 29700 SH SOLE 29700 0 0 BMC SOFTWARE INC COM 055921100 3431 72790 SH SOLE 72790 0 0 BOEING CO COM 097023105 2616 40095 SH SOLE 40095 0 0 BOISE INC COM 09746Y105 2295 289300 SH SOLE 289300 0 0 BOSTON PROPERTIES INC COM 101121101 476 5527 SH SOLE 5527 0 0 BOSTON SCIENTIFIC CORP COM 101137107 11908 1573363 SH SOLE 1573363 0 0 BRADY CORP CL A 104674106 303 9300 SH SOLE 9300 0 0 BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 372 18500 SH SOLE 18500 0 0 BRIGHTPOINT INC COM NEW 109473405 232 26600 SH SOLE 26600 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4044 152872 SH SOLE 152872 0 0 BROADCOM CORP CL A 111320107 1818 41822 SH SOLE 41822 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 513 15377 SH SOLE 15377 0 0 BROWN FORMAN CORP CL B 115637209 407 5855 SH SOLE 5855 0 0 BUNGE LIMITED COM G16962105 392 6000 SH SOLE 6000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 463 5780 SH SOLE 5780 0 0 CA INC COM 12673P105 1856 76004 SH SOLE 76004 0 0 CABELAS INC COM 126804301 768 35300 SH SOLE 35300 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 649 19200 SH SOLE 19200 0 0 CABOT CORP COM 127055101 1164 30900 SH SOLE 30900 0 0 CACI INTL INC CL A 127190304 678 12700 SH SOLE 12700 0 0 CAI INTERNATIONAL INC COM 12477X106 257 13100 SH SOLE 13100 0 0 CAL DIVE INTL INC DEL COM 12802T101 173 30500 SH SOLE 30500 0 0 CALPINE CORP COM NEW 131347304 689 51800 SH SOLE 51800 0 0 CAMECO CORP COM 13321L108 769 19000 SH SOLE 19000 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 866 17107 SH SOLE 17107 0 0 CAMPBELL SOUP CO COM 134429109 479 13843 SH SOLE 13843 0 0 CANADIAN NAT RES LTD COM 136385101 1759 39500 SH SOLE 39500 0 0 CANADIAN NATL RY CO COM 136375102 1512 22700 SH SOLE 22700 0 0 CANADIAN PAC RY LTD COM 13645T100 391 6000 SH SOLE 6000 0 0 CAPITAL ONE FINL CORP COM 14040H105 69820 1640519 SH SOLE 1640519 0 0 CARDINAL HEALTH INC COM 14149Y108 80078 2090335 SH SOLE 2090335 0 0 CAREER EDUCATION CORP COM 141665109 8712 420200 SH SOLE 420200 0 0 CAREFUSION CORP COM 14170T101 754 29367 SH SOLE 29367 0 0 CARLISLE COS INC COM 142339100 6316 158900 SH SOLE 158900 0 0 CARNIVAL CORP PAIRED CTF 143658300 1626 35271 SH SOLE 35271 0 0 CASEYS GEN STORES INC COM 147528103 1714 40300 SH SOLE 40300 0 0 CATERPILLAR INC DEL COM 149123101 3726 39810 SH SOLE 39810 0 0 CATHAY GENERAL BANCORP COM 149150104 897 53700 SH SOLE 53700 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 255 12428 SH SOLE 12428 0 0 CBS CORP NEW CL B 124857202 6126 321679 SH SOLE 321679 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 868 11020 SH SOLE 11020 0 0 CELGENE CORP COM 151020104 19871 336083 SH SOLE 336083 0 0 CENOVUS ENERGY INC COM 15135U109 935 28026 SH SOLE 28026 0 0 CENTER FINL CORP CALIF COM 15146E102 116 15300 SH SOLE 15300 0 0 CENTERPOINT ENERGY INC COM 15189T107 952 60658 SH 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COM 172908105 3972 142077 SH SOLE 142077 0 0 CISCO SYS INC COM 17275R102 12620 624648 SH SOLE 624648 0 0 CIT GROUP INC COM NEW 125581801 12420 263700 SH SOLE 263700 0 0 CITIGROUP INC COM 172967101 23970 5069378 SH SOLE 5069378 0 0 CITRIX SYS INC COM 177376100 1239 18155 SH SOLE 18155 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 1004 71500 SH SOLE 71500 0 0 CLEARWATER PAPER CORP COM 18538R103 2851 36400 SH SOLE 36400 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 405 5200 SH SOLE 5200 0 0 CLOROX CO DEL COM 189054109 969 15339 SH SOLE 15339 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 1888 81300 SH SOLE 81300 0 0 CME GROUP INC COM 12572Q105 19449 60452 SH SOLE 60452 0 0 CNH GLOBAL N V SHS NEW N20935206 764 16000 SH SOLE 16000 0 0 CNOOC LTD SPONSORED ADR 126132109 2622 11000 SH SOLE 11000 0 0 COACH INC COM 189754104 23657 427742 SH SOLE 427742 0 0 COCA COLA CO COM 191216100 25393 386267 SH SOLE 386267 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 683 27273 SH SOLE 27273 0 0 COGNIZANT 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19200 SH SOLE 19200 0 0 CONSOLIDATED EDISON INC COM 209115104 2101 42469 SH SOLE 42469 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 737 15200 SH SOLE 15200 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 1157 37810 SH SOLE 37810 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 429 7400 SH SOLE 7400 0 0 CONTINUCARE CORP COM 212172100 278 59300 SH SOLE 59300 0 0 CORE LABORATORIES N V COM N22717107 1736 19500 SH SOLE 19500 0 0 CORE MARK HOLDING CO INC COM 218681104 1213 34100 SH SOLE 34100 0 0 CORELOGIC INC COM 21871D103 700 37800 SH SOLE 37800 0 0 CORN PRODS INTL INC COM 219023108 11155 242500 SH SOLE 242500 0 0 CORNING INC COM 219350105 2602 134959 SH SOLE 134959 0 0 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2210 88200 SH SOLE 88200 0 0 COSTCO WHSL CORP NEW COM 22160K105 3068 42577 SH SOLE 42577 0 0 COVENTRY HEALTH CARE INC COM 222862104 35943 1361456 SH SOLE 1361456 0 0 COVIDIEN PLC SHS G2554F105 2057 45175 SH SOLE 45175 0 0 CREE INC COM 225447101 408 6200 SH SOLE 6200 0 0 CROWN CASTLE INTL CORP COM 228227104 2088 47800 SH SOLE 47800 0 0 CSX CORP COM 126408103 1608 24957 SH SOLE 24957 0 0 CUBIC CORP COM 229669106 688 14600 SH SOLE 14600 0 0 CUMMINS INC COM 231021106 1044 9509 SH SOLE 9509 0 0 CVS CAREMARK CORPORATION COM 126650100 4669 134476 SH SOLE 134476 0 0 CYTEC INDS INC COM 232820100 2361 44500 SH SOLE 44500 0 0 D R HORTON INC COM 23331A109 131 11006 SH SOLE 11006 0 0 DANA HLDG CORP COM 235825205 525 30500 SH SOLE 30500 0 0 DANAHER CORP DEL COM 235851102 28257 599104 SH SOLE 599104 0 0 DARDEN RESTAURANTS INC COM 237194105 210 4527 SH SOLE 4527 0 0 DAVITA INC COM 23918K108 1061 15300 SH SOLE 15300 0 0 DECKERS OUTDOOR CORP COM 243537107 6626 83100 SH SOLE 83100 0 0 DEERE & CO COM 244199105 2041 24602 SH SOLE 24602 0 0 DELL INC COM 24702R101 5931 438089 SH SOLE 438089 0 0 DENBURY RES INC COM NEW 247916208 468 24500 SH SOLE 24500 0 0 DENTSPLY INTL INC NEW COM 249030107 931 27300 SH SOLE 27300 0 0 DEUTSCHE BANK AG NAMEN AKT D18190898 334 6373 SH SOLE 6373 0 0 DEVON 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SH SOLE 129886 0 0 DOW CHEM CO COM 260543103 2682 78636 SH SOLE 78636 0 0 DPL INC COM 233293109 843 32800 SH SOLE 32800 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2874 81750 SH SOLE 81750 0 0 DREW INDS INC COM NEW 26168L205 270 11900 SH SOLE 11900 0 0 DSW INC CL A 23334L102 1479 37800 SH SOLE 37800 0 0 DTE ENERGY CO COM 233331107 1334 29520 SH SOLE 29520 0 0 DTS INC COM 23335C101 231 4700 SH SOLE 4700 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 35564 713029 SH SOLE 713029 0 0 DUCOMMUN INC DEL COM 264147109 442 20300 SH SOLE 20300 0 0 DUKE ENERGY CORP NEW COM 26441C105 45426 2551012 SH SOLE 2551012 0 0 DYCOM INDS INC COM 267475101 895 60700 SH SOLE 60700 0 0 E M C CORP MASS COM 268648102 4216 184439 SH SOLE 184439 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 221 13861 SH SOLE 13861 0 0 EARTHLINK INC COM 270321102 2839 330100 SH SOLE 330100 0 0 EAST WEST BANCORP INC COM 27579R104 1318 67400 SH SOLE 67400 0 0 EASTMAN CHEM CO COM 277432100 401 4773 SH SOLE 4773 0 0 EATON CORP COM 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CORP COM 80004C101 1011 20319 SH SOLE 20319 0 0 SARA LEE CORP COM 803111103 1020 58249 SH SOLE 58249 0 0 SBA COMMUNICATIONS CORP COM 78388J106 854 20900 SH SOLE 20900 0 0 SCANA CORP NEW COM 80589M102 818 20200 SH SOLE 20200 0 0 SCHEIN HENRY INC COM 806407102 670 10900 SH SOLE 10900 0 0 SCHLUMBERGER LTD COM 806857108 7432 89096 SH SOLE 89096 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1261 73823 SH SOLE 73823 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 495 9566 SH SOLE 9566 0 0 SEABOARD CORP COM 811543107 385 193 SH SOLE 193 0 0 SEACOR HOLDINGS INC COM 811904101 8411 83200 SH SOLE 83200 0 0 SEADRILL LIMITED SHS G7945E105 1604 47367 SH SOLE 47367 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 240 16000 SH SOLE 16000 0 0 SEALED AIR CORP NEW COM 81211K100 229 8988 SH SOLE 8988 0 0 SEMPRA ENERGY COM 816851109 2020 38555 SH SOLE 38555 0 0 SFN GROUP INC COM 784153108 196 20100 SH SOLE 20100 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1164 54300 SH SOLE 54300 0 0 SHERWIN WILLIAMS CO COM 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CORP COM 863667101 8136 151605 SH SOLE 151605 0 0 STUDENT LN CORP COM 863902102 363 11200 SH SOLE 11200 0 0 STURM RUGER & CO INC COM 864159108 275 18000 SH SOLE 18000 0 0 SUN LIFE FINL INC COM 866796105 237 7862 SH SOLE 7862 0 0 SUNCOR ENERGY INC NEW COM 867224107 2343 61000 SH SOLE 61000 0 0 SUNPOWER CORP COM CL A 867652109 2589 201800 SH SOLE 201800 0 0 SUNTRUST BKS INC COM 867914103 59681 2022321 SH SOLE 2022321 0 0 SUPERIOR INDS INTL INC COM 868168105 482 22700 SH SOLE 22700 0 0 SUPERVALU INC COM 868536103 235 24373 SH SOLE 24373 0 0 SYMANTEC CORP COM 871503108 8366 499898 SH SOLE 499898 0 0 SYMMETRICOM INC COM 871543104 76 10700 SH SOLE 10700 0 0 SYNNEX CORP COM 87162W100 300 9600 SH SOLE 9600 0 0 SYNOPSYS INC COM 871607107 242 9000 SH SOLE 9000 0 0 SYSCO CORP COM 871829107 1796 61207 SH SOLE 61207 0 0 TALISMAN ENERGY INC COM 87425E103 1000 45000 SH SOLE 45000 0 0 TARGET CORP COM 87612E106 2952 49151 SH SOLE 49151 0 0 TECH DATA CORP COM 878237106 32840 746000 SH SOLE 746000 0 0 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SOLE 51319 0 0 THORATEC CORP COM NEW 885175307 2917 103000 SH SOLE 103000 0 0 TIFFANY & CO NEW COM 886547108 256 4105 SH SOLE 4105 0 0 TIM HORTONS INC COM 88706M103 355 8600 SH SOLE 8600 0 0 TIMBERLAND CO CL A 887100105 1999 81300 SH SOLE 81300 0 0 TIME WARNER CABLE INC COM 88732J207 2294 34811 SH SOLE 34811 0 0 TIME WARNER INC COM NEW 887317303 23839 741247 SH SOLE 741247 0 0 TIMKEN CO COM 887389104 6676 139846 SH SOLE 139846 0 0 TITAN INTL INC ILL COM 88830M102 236 12100 SH SOLE 12100 0 0 TJX COS INC NEW COM 872540109 24067 542221 SH SOLE 542221 0 0 TOMOTHERAPY INC COM 890088107 111 30800 SH SOLE 30800 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1208 16200 SH SOLE 16200 0 0 TRACTOR SUPPLY CO COM 892356106 1232 25400 SH SOLE 25400 0 0 TRANSALTA CORP COM 89346D107 1379 64900 SH SOLE 64900 0 0 TRANSCANADA CORP COM 89353D107 784 20544 SH SOLE 20544 0 0 TRANSOCEAN LTD REG SHS H8817H100 17099 246437 SH SOLE 246437 0 0 TRAVELERS COMPANIES INC COM 89417E109 85288 1530939 SH SOLE 1530939 0 0 TRINITY INDS INC COM 896522109 4955 186200 SH SOLE 186200 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3304 62700 SH SOLE 62700 0 0 TUESDAY MORNING CORP COM NEW 899035505 678 128400 SH SOLE 128400 0 0 TUPPERWARE BRANDS CORP COM 899896104 1615 33900 SH SOLE 33900 0 0 TUTOR PERINI CORP COM 901109108 832 38900 SH SOLE 38900 0 0 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 28904 816600 SH SOLE 816600 0 0 TYCO INTERNATIONAL LTD SHS H89128104 1176 28375 SH SOLE 28375 0 0 TYSON FOODS INC CL A 902494103 40222 2335701 SH SOLE 2335701 0 0 UBS AG SHS NEW H89231338 2796 169942 SH SOLE 169942 0 0 UNILEVER PLC SPON ADR NEW 904767704 2575 83400 SH SOLE 83400 0 0 UNION DRILLING INC COM 90653P105 74 10200 SH SOLE 10200 0 0 UNION PAC CORP COM 907818108 2799 30228 SH SOLE 30228 0 0 UNITED CONTL HLDGS INC COM 910047109 1125 47200 SH SOLE 47200 0 0 UNITED PARCEL SERVICE INC CL B 911312106 69173 953118 SH SOLE 953118 0 0 UNITED STATES CELLULAR CORP COM 911684108 2776 55578 SH SOLE 55578 0 0 UNITED STATES STL CORP NEW COM 912909108 553 9487 SH SOLE 9487 0 0 UNITED TECHNOLOGIES CORP COM 913017109 4041 51367 SH SOLE 51367 0 0 UNITEDHEALTH GROUP INC COM 91324P102 87640 2427309 SH SOLE 2427309 0 0 UNIVERSAL AMERICAN CORP COM 913377107 863 42200 SH SOLE 42200 0 0 UNUM GROUP COM 91529Y106 265 10944 SH SOLE 10944 0 0 URS CORP NEW COM 903236107 2647 63600 SH SOLE 63600 0 0 US BANCORP DEL COM NEW 902973304 2950 109424 SH SOLE 109424 0 0 USA MOBILITY INC COM 90341G103 1711 96300 SH SOLE 96300 0 0 V F CORP COM 918204108 31268 362830 SH SOLE 362830 0 0 VAALCO ENERGY INC COM NEW 91851C201 554 77300 SH SOLE 77300 0 0 VALERO ENERGY CORP NEW COM 91913Y100 37341 1615147 SH SOLE 1615147 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 5088 166300 SH SOLE 166300 0 0 VALUECLICK INC COM 92046N102 446 27800 SH SOLE 27800 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 139104 1732946 SH SOLE 1732946 0 0 VANGUARD INDEX FDS STK MRK ETF 922908769 6443 99229 SH SOLE 99229 0 0 VANGUARD INTL EQUITY INDEX F EMR MKT ETF 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92857W209 10829 409700 SH SOLE 409700 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 532 61500 SH SOLE 61500 0 0 VORNADO RLTY TR SH BEN INT 929042109 5297 63584 SH SOLE 63584 0 0 VULCAN MATLS CO COM 929160109 353 7938 SH SOLE 7938 0 0 W & T OFFSHORE INC COM 92922P106 3322 185900 SH SOLE 185900 0 0 WAL MART STORES INC COM 931142103 64571 1197601 SH SOLE 1197601 0 0 WALGREEN CO COM 931422109 4020 103358 SH SOLE 103358 0 0 WALTER ENERGY INC COM 93317Q105 422 3300 SH SOLE 3300 0 0 WASHINGTON POST CO CL B 939640108 5931 13494 SH SOLE 13494 0 0 WASTE MGMT INC DEL COM 94106L109 907 24672 SH SOLE 24672 0 0 WATERS CORP COM 941848103 4473 57572 SH SOLE 57572 0 0 WATSON PHARMACEUTICALS INC COM 942683103 576 11145 SH SOLE 11145 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 1394 38100 SH SOLE 38100 0 0 WEATHERFORD INTERNATIONAL LT REG H27013103 651 28600 SH SOLE 28600 0 0 WEBSENSE INC COM 947684106 986 48700 SH SOLE 48700 0 0 WELLPOINT INC COM 94973V107 38043 669141 SH SOLE 669141 0 0 WELLS FARGO & CO NEW COM 949746101 60279 1945298 SH SOLE 1945298 0 0 WERNER ENTERPRISES INC COM 950755108 314 13900 SH SOLE 13900 0 0 WESCO FINL CORP COM 950817106 408 1109 SH SOLE 1109 0 0 WESTERN DIGITAL CORP COM 958102105 3421 100900 SH SOLE 100900 0 0 WESTERN REFNG INC COM 959319104 217 20500 SH SOLE 20500 0 0 WESTERN UN CO COM 959802109 29429 1584889 SH SOLE 1584889 0 0 WEYERHAEUSER CO COM 962166104 468 24758 SH SOLE 24758 0 0 WHIRLPOOL CORP COM 963320106 231 2592 SH SOLE 2592 0 0 WHOLE FOODS MKT INC COM 966837106 2064 40852 SH SOLE 40852 0 0 WILLIAMS COS INC DEL COM 969457100 1182 47841 SH SOLE 47841 0 0 WILLIAMS SONOMA INC COM 969904101 625 17500 SH SOLE 17500 0 0 WINDSTREAM CORP COM 97381W104 1446 103856 SH SOLE 103856 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 131 10200 SH SOLE 10200 0 0 WISCONSIN ENERGY CORP COM 976657106 1328 22600 SH SOLE 22600 0 0 WISDOMTREE TRUST EMG MKTS SMCAP 97717W281 5094 93472 SH SOLE 93472 0 0 WRIGHT EXPRESS CORP COM 98233Q105 230 5000 SH SOLE 5000 0 0 WYNN RESORTS LTD COM 983134107 249 2400 SH SOLE 2400 0 0 XCEL ENERGY INC COM 98389B100 1797 76466 SH SOLE 76466 0 0 XEROX CORP COM 984121103 1489 129490 SH SOLE 129490 0 0 XILINX INC COM 983919101 740 25548 SH SOLE 25548 0 0 XL GROUP PLC SHS G98290102 295 13510 SH SOLE 13510 0 0 YAHOO INC COM 984332106 2469 148679 SH SOLE 148679 0 0 YAMANA GOLD INC COM 98462Y100 351 27300 SH SOLE 27300 0 0 YUM BRANDS INC COM 988498101 1553 31680 SH SOLE 31680 0 0 ZIMMER HLDGS INC COM 98956P102 1441 26920 SH SOLE 26920 0 0
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