0001085146-11-000451.txt : 20110414 0001085146-11-000451.hdr.sgml : 20110414 20110413214514 ACCESSION NUMBER: 0001085146-11-000451 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110414 DATE AS OF CHANGE: 20110413 EFFECTIVENESS DATE: 20110414 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: 11758190 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 qs1q2011.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: March 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 April 13, 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: 866 Form 13F Information Table Value Total: $6,983,445 (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 44705 478159 SH SOLE 478159 0 0 A H BELO CORP COM CL A 001282102 113 13500 SH SOLE 13500 0 0 AARONS INC COM PAR $0.50 002535300 634 25000 SH SOLE 25000 0 0 ABBOTT LABS COM 002824100 6357 129798 SH SOLE 129798 0 0 ABERCROMBIE & FITCH CO CL A 002896207 793 13500 SH SOLE 13500 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10677 194379 SH SOLE 194379 0 0 ACE LTD SHS H0023R105 31138 481300 SH SOLE 481300 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5521 503400 SH SOLE 503400 0 0 ACTUANT CORP CL A NEW 00508X203 302 10400 SH SOLE 10400 0 0 ADOBE SYS INC COM 00724F101 1624 49092 SH SOLE 49092 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 2428 37000 SH SOLE 37000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 161 18646 SH SOLE 18646 0 0 AES CORP COM 00130H105 1724 132903 SH SOLE 132903 0 0 AETNA INC NEW COM 00817Y108 28581 763697 SH SOLE 763697 0 0 AFFYMETRIX INC COM 00826T108 108 20800 SH SOLE 20800 0 0 AFLAC INC COM 001055102 18812 356466 SH SOLE 356466 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 2665 59601 SH SOLE 59601 0 0 AGNICO EAGLE MINES LTD COM 008474108 396 6000 SH SOLE 6000 0 0 AGRIUM INC COM 008916108 246 2700 SH SOLE 2700 0 0 AIR PRODS & CHEMS INC COM 009158106 1551 17231 SH SOLE 17231 0 0 AIRCASTLE LTD COM G0129K104 2628 217800 SH SOLE 217800 0 0 AIRGAS INC COM 009363102 200 3000 SH SOLE 3000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 689 18197 SH SOLE 18197 0 0 ALAMO GROUP INC COM 011311107 522 19000 SH SOLE 19000 0 0 ALASKA AIR GROUP INC COM 011659109 8078 127400 SH SOLE 127400 0 0 ALBANY MOLECULAR RESH INC COM 012423109 58 13700 SH SOLE 13700 0 0 ALBEMARLE CORP COM 012653101 245 4100 SH SOLE 4100 0 0 ALCOA INC COM 013817101 19437 1101366 SH SOLE 1101366 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 561 5700 SH SOLE 5700 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 209 3091 SH SOLE 3091 0 0 ALLERGAN INC COM 018490102 1961 27635 SH SOLE 27635 0 0 ALLIANT ENERGY CORP COM 018802108 692 17800 SH SOLE 17800 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 18087 288500 SH SOLE 288500 0 0 ALLSTATE CORP COM 020002101 799 25153 SH SOLE 25153 0 0 ALTERA CORP COM 021441100 1236 28162 SH SOLE 28162 0 0 ALTRA HOLDINGS INC COM 02208R106 279 11800 SH SOLE 11800 0 0 ALTRIA GROUP INC COM 02209S103 3261 125495 SH SOLE 125495 0 0 AMAZON COM INC COM 023135106 3989 22185 SH SOLE 22185 0 0 AMERCO COM 023586100 369 3800 SH SOLE 3800 0 0 AMEREN CORP COM 023608102 27188 968618 SH SOLE 968618 0 0 AMERICAN CAP LTD COM 02503Y103 4863 491254 SH SOLE 491254 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1815 62300 SH SOLE 62300 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 288 18100 SH SOLE 18100 0 0 AMERICAN ELEC PWR INC COM 025537101 2799 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ASSET CP COM 037347101 538 75900 SH SOLE 75900 0 0 AOL INC COM 00184X105 13772 705100 SH SOLE 705100 0 0 AON CORP COM 037389103 843 15927 SH SOLE 15927 0 0 APACHE CORP COM 037411105 16490 125993 SH SOLE 125993 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 2188 85878 SH SOLE 85878 0 0 APOLLO GROUP INC CL A 037604105 8387 201110 SH SOLE 201110 0 0 APPLE INC COM 037833100 49783 143041 SH SOLE 143041 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 223 6700 SH SOLE 6700 0 0 APPLIED MATLS INC COM 038222105 54546 3492303 SH SOLE 3492303 0 0 ARCH CHEMICALS INC COM 03937R102 312 7500 SH SOLE 7500 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 24842 689946 SH SOLE 689946 0 0 ARCTIC CAT INC COM 039670104 199 12800 SH SOLE 12800 0 0 ARROW ELECTRS INC COM 042735100 27971 667900 SH SOLE 667900 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 2708 245700 SH SOLE 245700 0 0 ASHLAND INC NEW COM 044209104 4667 80800 SH SOLE 80800 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1128 40900 SH SOLE 40900 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 260 16400 SH SOLE 16400 0 0 AT&T INC COM 00206R102 37406 1225858 SH SOLE 1225858 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 565 8100 SH SOLE 8100 0 0 AUTODESK INC COM 052769106 1010 22955 SH SOLE 22955 0 0 AUTOLIV INC COM 052800109 14384 193800 SH SOLE 193800 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 34787 678013 SH SOLE 678013 0 0 AUTOZONE INC COM 053332102 2284 8348 SH SOLE 8348 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 255 8200 SH SOLE 8200 0 0 AVALONBAY CMNTYS INC COM 053484101 8019 66778 SH SOLE 66778 0 0 AVIS BUDGET GROUP COM 053774105 1127 62900 SH SOLE 62900 0 0 AVNET INC COM 053807103 11887 348700 SH SOLE 348700 0 0 AVON PRODS INC COM 054303102 861 31919 SH SOLE 31919 0 0 AVX CORP NEW COM 002444107 1464 98200 SH SOLE 98200 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 4313 123500 SH SOLE 123500 0 0 B & G FOODS INC NEW COM 05508R106 477 25400 SH SOLE 25400 0 0 BAIDU INC SPON ADR REP A 056752108 19500 141500 SH SOLE 141500 0 0 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COM NEW 131347304 820 51800 SH SOLE 51800 0 0 CAMECO CORP COM 13321L108 542 18100 SH SOLE 18100 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1022 17907 SH SOLE 17907 0 0 CAMPBELL SOUP CO COM 134429109 457 13843 SH SOLE 13843 0 0 CANADIAN NAT RES LTD COM 136385101 1811 36900 SH SOLE 36900 0 0 CANADIAN NATL RY CO COM 136375102 1668 22200 SH SOLE 22200 0 0 CANADIAN PAC RY LTD COM 13645T100 384 6000 SH SOLE 6000 0 0 CAPITAL ONE FINL CORP COM 14040H105 65172 1254319 SH SOLE 1254319 0 0 CAPITOL FED FINL INC COM 14057J101 1339 118800 SH SOLE 118800 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 719 56200 SH SOLE 56200 0 0 CARDINAL HEALTH INC COM 14149Y108 61351 1491735 SH SOLE 1491735 0 0 CAREER EDUCATION CORP COM 141665109 4024 177100 SH SOLE 177100 0 0 CAREFUSION CORP COM 14170T101 826 29367 SH SOLE 29367 0 0 CARLISLE COS INC COM 142339100 3587 80500 SH SOLE 80500 0 0 CARNIVAL CORP PAIRED CTF 143658300 1024 26771 SH SOLE 26771 0 0 CASEYS GEN STORES INC COM 147528103 522 13400 SH SOLE 13400 0 0 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30222 545170 SH SOLE 545170 0 0 EBAY INC COM 278642103 3812 123106 SH SOLE 123106 0 0 ECHOSTAR CORP CL A 278768106 6434 170000 SH SOLE 170000 0 0 ECOLAB INC COM 278865100 727 14262 SH SOLE 14262 0 0 EDISON INTL COM 281020107 2011 55127 SH SOLE 55127 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1434 16500 SH SOLE 16500 0 0 EL PASO CORP COM 28336L109 808 45025 SH SOLE 45025 0 0 ELECTRONIC ARTS INC COM 285512109 822 42149 SH SOLE 42149 0 0 ELIZABETH ARDEN INC COM 28660G106 834 27800 SH SOLE 27800 0 0 ELLIS PERRY INTL INC COM 288853104 815 29600 SH SOLE 29600 0 0 EMCOR GROUP INC COM 29084Q100 7467 241100 SH SOLE 241100 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 215 8900 SH SOLE 8900 0 0 EMERSON ELEC CO COM 291011104 3832 65630 SH SOLE 65630 0 0 ENBRIDGE INC COM 29250N105 597 9810 SH SOLE 9810 0 0 ENCANA CORP COM 292505104 1107 32226 SH SOLE 32226 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 18176 476300 SH SOLE 476300 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 2660 54500 SH SOLE 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PROLOGIS SH BEN INT 743410102 352 21994 SH SOLE 21994 0 0 PROSPERITY BANCSHARES INC COM 743606105 424 9900 SH SOLE 9900 0 0 PRUDENTIAL FINL INC COM 744320102 1826 29665 SH SOLE 29665 0 0 PUBLIC STORAGE COM 74460D109 4822 43457 SH SOLE 43457 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2581 82131 SH SOLE 82131 0 0 PULTE GROUP INC COM 745867101 100 13447 SH SOLE 13447 0 0 QEP RES INC COM 74733V100 268 6609 SH SOLE 6609 0 0 QIAGEN N V ORD N72482107 1039 52138 SH SOLE 52138 0 0 QLOGIC CORP COM 747277101 10295 555000 SH SOLE 555000 0 0 QUALCOMM INC COM 747525103 7760 141835 SH SOLE 141835 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2881 50002 SH SOLE 50002 0 0 QUESTAR CORP COM 748356102 341 19500 SH SOLE 19500 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 2155 316432 SH SOLE 316432 0 0 RANDGOLD RES LTD ADR 752344309 220 2700 SH SOLE 2700 0 0 RANGE RES CORP COM 75281A109 390 6657 SH SOLE 6657 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 317 8300 SH SOLE 8300 0 0 RAYONIER INC COM 754907103 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INC COM NEW 887317303 46079 1290947 SH SOLE 1290947 0 0 TIMKEN CO COM 887389104 2595 49600 SH SOLE 49600 0 0 TITAN INTL INC ILL COM 88830M102 1090 41000 SH SOLE 41000 0 0 TJX COS INC NEW COM 872540109 51136 1028321 SH SOLE 1028321 0 0 TOMOTHERAPY INC COM 890088107 84 18300 SH SOLE 18300 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 1423 16200 SH SOLE 16200 0 0 TPC GROUP INC COM 89236Y104 285 9900 SH SOLE 9900 0 0 TRANSALTA CORP COM 89346D107 1362 64900 SH SOLE 64900 0 0 TRANSCANADA CORP COM 89353D107 827 20544 SH SOLE 20544 0 0 TRANSOCEAN LTD REG SHS H8817H100 2426 30829 SH SOLE 30829 0 0 TRAVELERS COMPANIES INC COM 89417E109 91623 1540439 SH SOLE 1540439 0 0 TRINITY INDS INC COM 896522109 1551 42300 SH SOLE 42300 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2341 42500 SH SOLE 42500 0 0 TUESDAY MORNING CORP COM NEW 899035505 959 195600 SH SOLE 195600 0 0 TUPPERWARE BRANDS CORP COM 899896104 1976 33100 SH SOLE 33100 0 0 TUTOR PERINI CORP COM 901109108 1590 65300 SH SOLE 65300 0 0 TYCO INTERNATIONAL LTD SHS H89128104 26869 600175 SH SOLE 600175 0 0 TYSON FOODS INC CL A 902494103 58296 3037901 SH SOLE 3037901 0 0 UBS AG SHS NEW H89231338 2963 164814 SH SOLE 164814 0 0 UNILEVER PLC SPON ADR NEW 904767704 2555 83400 SH SOLE 83400 0 0 UNION DRILLING INC COM 90653P105 171 16700 SH SOLE 16700 0 0 UNION PAC CORP COM 907818108 16609 168928 SH SOLE 168928 0 0 UNITED PARCEL SERVICE INC CL B 911312106 7949 107018 SH SOLE 107018 0 0 UNITED STATES CELLULAR CORP COM 911684108 2168 42100 SH SOLE 42100 0 0 UNITED STATES STL CORP NEW COM 912909108 511 9487 SH SOLE 9487 0 0 UNITED STATIONERS INC COM 913004107 277 3900 SH SOLE 3900 0 0 UNITED TECHNOLOGIES CORP COM 913017109 4766 56367 SH SOLE 56367 0 0 UNITEDHEALTH GROUP INC COM 91324P102 89186 1973509 SH SOLE 1973509 0 0 UNIVERSAL AMERICAN CORP COM 913377107 551 24100 SH SOLE 24100 0 0 UNIVERSAL CORP VA COM 913456109 261 6000 SH SOLE 6000 0 0 UNUM GROUP COM 91529Y106 288 10944 SH SOLE 10944 0 0 URS CORP NEW COM 903236107 5995 130200 SH SOLE 130200 0 0 US BANCORP DEL COM NEW 902973304 2570 97324 SH SOLE 97324 0 0 USA MOBILITY INC COM 90341G103 1178 81300 SH SOLE 81300 0 0 V F CORP COM 918204108 45592 462730 SH SOLE 462730 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 755 15200 SH SOLE 15200 0 0 VALERO ENERGY CORP NEW COM 91913Y100 49095 1646447 SH SOLE 1646447 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1363 40900 SH SOLE 40900 0 0 VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 154386 1929338 SH SOLE 1929338 0 0 VANGUARD INDEX FDS STK MRK ETF 922908769 7867 114489 SH SOLE 114489 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 12337 121036 SH SOLE 121036 0 0 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 73238 1497075 SH SOLE 1497075 0 0 VANGUARD TAX-MANAGED FD MSCI EAFE ETF 921943858 3566 95581 SH SOLE 95581 0 0 VARIAN MED SYS INC COM 92220P105 1199 17779 SH SOLE 17779 0 0 VENTAS INC COM 92276F100 1467 27000 SH SOLE 27000 0 0 VERIFONE SYS INC COM 92342Y109 5121 93200 SH SOLE 93200 0 0 VERISIGN INC COM 92343E102 634 17510 SH SOLE 17510 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 126838 3292695 SH SOLE 3292695 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 583 12200 SH SOLE 12200 0 0 VIACOM INC NEW CL B 92553P201 4765 102593 SH SOLE 102593 0 0 VIRGIN MEDIA INC COM 92769L101 512 18500 SH SOLE 18500 0 0 VIROPHARMA INC COM 928241108 9491 476900 SH SOLE 476900 0 0 VISA INC COM CL A 92826C839 29750 404200 SH SOLE 404200 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 27315 1539800 SH SOLE 1539800 0 0 VMWARE INC CL A COM 928563402 422 5200 SH SOLE 5200 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 20107 699400 SH SOLE 699400 0 0 VONAGE HLDGS CORP COM 92886T201 130 28600 SH SOLE 28600 0 0 VORNADO RLTY TR SH BEN INT 929042109 874 9984 SH SOLE 9984 0 0 VULCAN MATLS CO COM 929160109 361 7938 SH SOLE 7938 0 0 W & T OFFSHORE INC COM 92922P106 297 13000 SH SOLE 13000 0 0 WAL MART STORES INC COM 931142103 35787 687901 SH SOLE 687901 0 0 WALGREEN CO COM 931422109 19045 474658 SH SOLE 474658 0 0 WALTER ENERGY INC COM 93317Q105 1110 8200 SH SOLE 8200 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 2510 107800 SH SOLE 107800 0 0 WASHINGTON FED INC COM 938824109 217 12500 SH SOLE 12500 0 0 WASHINGTON POST CO CL B 939640108 2043 4671 SH SOLE 4671 0 0 WASTE MGMT INC DEL COM 94106L109 918 24672 SH SOLE 24672 0 0 WATERS CORP COM 941848103 786 9072 SH SOLE 9072 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2882 51445 SH SOLE 51445 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 374 9800 SH SOLE 9800 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 381 16900 SH SOLE 16900 0 0 WEBSENSE INC COM 947684106 274 11900 SH SOLE 11900 0 0 WELLPOINT INC COM 94973V107 3554 51041 SH SOLE 51041 0 0 WELLS FARGO & CO NEW COM 949746101 11779 371798 SH SOLE 371798 0 0 WESCO FINL CORP COM 950817106 208 534 SH SOLE 534 0 0 WESTERN DIGITAL CORP COM 958102105 21472 575900 SH SOLE 575900 0 0 WESTERN UN CO COM 959802109 3155 152089 SH SOLE 152089 0 0 WESTLAKE CHEM CORP COM 960413102 776 13800 SH SOLE 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