0001085146-12-000584.txt : 20120423
0001085146-12-000584.hdr.sgml : 20120423
20120423162839
ACCESSION NUMBER: 0001085146-12-000584
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120423
DATE AS OF CHANGE: 20120423
EFFECTIVENESS DATE: 20120423
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: 12773596
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
qs1q2012.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, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: QS Investors, LLC
Address: 880 3rd Avenue
7th FLoor
New York, NY 10022
13F File Number: 028-14009
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Steven R. Ducker
Title: Chief Compliance Officer
Phone: 212.886.9217
Signature, Place, and Date of Signing:
/s/ Steven R. Ducker New York, NY April 20, 2012
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
028-05810 United Services Automobile Association
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 738
Form 13F Information Table Value Total: $6,524,253 (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 2057 23099 SH SOLE 0 0 0
AARONS INC COM PAR $0.50 002535300 24546 947700 SH SOLE 0 0 0
ABBOTT LABS COM 002824100 9739 159304 SH SOLE 0 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1634 25379 SH SOLE 0 0 0
ACE LTD SHS H0023R105 50067 684000 SH SOLE 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 39493 3080500 SH SOLE 0 0 0
ADOBE SYS INC COM 00724F101 1505 43900 SH SOLE 0 0 0
ADVANCE AMER CASH ADVANCE CT COM 00739W107 108 10300 SH SOLE 0 0 0
AES CORP COM 00130H105 1671 128200 SH SOLE 0 0 0
AETNA INC NEW COM 00817Y108 92884 1851900 SH SOLE 0 0 0
AFLAC INC COM 001055102 32251 701300 SH SOLE 0 0 0
AGCO CORP COM 001084102 35041 742200 SH SOLE 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 957 21600 SH SOLE 0 0 0
AGRIUM INC COM 008916108 498 5800 SH SOLE 0 0 0
AIR PRODS & CHEMS INC COM 009158106 1327 14500 SH SOLE 0 0 0
ALAMO GROUP INC COM 011311107 363 12100 SH SOLE 0 0 0
ALASKA AIR GROUP INC COM 011659109 9069 253200 SH SOLE 0 0 0
ALCOA INC COM 013817101 600 60200 SH SOLE 0 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5745 61900 SH SOLE 0 0 0
ALLEGHANY CORP DEL COM 017175100 2369 7200 SH SOLE 0 0 0
ALLERGAN INC COM 018490102 1902 20000 SH SOLE 0 0 0
ALLIANT ENERGY CORP COM 018802108 797 18400 SH SOLE 0 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 8700 126700 SH SOLE 0 0 0
ALLSTATE CORP COM 020002101 12949 393397 SH SOLE 0 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 354 23227 SH SOLE 0 0 0
ALTERA CORP COM 021441100 478 12000 SH SOLE 0 0 0
ALTRIA GROUP INC COM 02209S103 37362 1210603 SH SOLE 0 0 0
AMAZON COM INC COM 023135106 2686 13300 SH SOLE 0 0 0
AMDOCS LTD ORD G02602103 2571 81400 SH SOLE 0 0 0
AMEDISYS INC COM 023436108 1015 70200 SH SOLE 0 0 0
AMEREN CORP COM 023608102 38803 1191100 SH SOLE 0 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 15583 527500 SH SOLE 0 0 0
AMERICAN ELEC PWR INC COM 025537101 3600 93792 SH SOLE 0 0 0
AMERICAN EXPRESS CO COM 025816109 38188 660100 SH SOLE 0 0 0
AMERICAN GREETINGS CORP CL A 026375105 203 13200 SH SOLE 0 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 42551 1380196 SH SOLE 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2312 37100 SH SOLE 0 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2148 63300 SH SOLE 0 0 0
AMERIGROUP CORP COM 03073T102 1164 17300 SH SOLE 0 0 0
AMERIPRISE FINL INC COM 03076C106 680 11920 SH SOLE 0 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3841 96900 SH SOLE 0 0 0
AMETEK INC NEW COM 031100100 553 11400 SH SOLE 0 0 0
AMGEN INC COM 031162100 18099 266420 SH SOLE 0 0 0
AMPHENOL CORP NEW CL A 032095101 472 7900 SH SOLE 0 0 0
ANADARKO PETE CORP COM 032511107 2462 31482 SH SOLE 0 0 0
ANALOG DEVICES INC COM 032654105 350 8700 SH SOLE 0 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 7614 104700 SH SOLE 0 0 0
ANSYS INC COM 03662Q105 6281 96600 SH SOLE 0 0 0
AOL INC COM 00184X105 25396 1338700 SH SOLE 0 0 0
AON CORP COM 037389103 324 6600 SH SOLE 0 0 0
APACHE CORP COM 037411105 55389 551524 SH SOLE 0 0 0
APPLE INC COM 037833100 132095 220403 SH SOLE 0 0 0
APPLIED MATLS INC COM 038222105 46746 3758000 SH SOLE 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1018 32250 SH SOLE 0 0 0
ARCTIC CAT INC COM 039670104 1451 33900 SH SOLE 0 0 0
ARES CAP CORP COM 04010L103 2545 155600 SH SOLE 0 0 0
ARROW ELECTRS INC COM 042735100 11299 269200 SH SOLE 0 0 0
ASCENA RETAIL GROUP INC COM 04351G101 368 8300 SH SOLE 0 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 354 39300 SH SOLE 0 0 0
ASSOCIATED BANC CORP COM 045487105 3596 257600 SH SOLE 0 0 0
ASSURANT INC COM 04621X108 2236 55200 SH SOLE 0 0 0
ASSURED GUARANTY LTD COM G0585R106 9549 578000 SH SOLE 0 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 19246 432600 SH SOLE 0 0 0
AT&T INC COM 00206R102 32643 1049488 SH SOLE 0 0 0
AUTODESK INC COM 052769106 373 8800 SH SOLE 0 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4805 87100 SH SOLE 0 0 0
AUTONATION INC COM 05329W102 8677 252900 SH SOLE 0 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 674 17300 SH SOLE 0 0 0
AVNET INC COM 053807103 13941 383100 SH SOLE 0 0 0
BAKER HUGHES INC COM 057224107 989 23682 SH SOLE 0 0 0
BALL CORP COM 058498106 455 10600 SH SOLE 0 0 0
BALLY TECHNOLOGIES INC COM 05874B107 799 17100 SH SOLE 0 0 0
BANK MONTREAL QUE COM 063671101 835 14152 SH SOLE 0 0 0
BANK MUTUAL CORP NEW COM 063750103 63 15700 SH SOLE 0 0 0
BANK NOVA SCOTIA HALIFAX COM 064149107 1467 26352 SH SOLE 0 0 0
BANK OF AMERICA CORPORATION COM 060505104 4415 462182 SH SOLE 0 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 2288 94912 SH SOLE 0 0 0
BANNER CORP COM NEW 06652V208 469 21300 SH SOLE 0 0 0
BARD C R INC COM 067383109 1033 10500 SH SOLE 0 0 0
BARRICK GOLD CORP COM 067901108 1979 45931 SH SOLE 0 0 0
BAXTER INTL INC COM 071813109 3699 62107 SH SOLE 0 0 0
BB&T CORP COM 054937107 993 31600 SH SOLE 0 0 0
BCE INC COM NEW 05534B760 3018 75849 SH SOLE 0 0 0
BE AEROSPACE INC COM 073302101 223 4800 SH SOLE 0 0 0
BEAM INC COM 073730103 293 5000 SH SOLE 0 0 0
BECTON DICKINSON & CO COM 075887109 1723 22300 SH SOLE 0 0 0
BED BATH & BEYOND INC COM 075896100 670 10200 SH SOLE 0 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3723 45896 SH SOLE 0 0 0
BEST BUY INC COM 086516101 56026 2366000 SH SOLE 0 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 19887 324000 SH SOLE 0 0 0
BIOGEN IDEC INC COM 09062X103 5690 45225 SH SOLE 0 0 0
BLACKROCK INC COM 09247X101 2537 12400 SH SOLE 0 0 0
BMC SOFTWARE INC COM 055921100 5906 147100 SH SOLE 0 0 0
BOEING CO COM 097023105 1805 24307 SH SOLE 0 0 0
BOISE INC COM 09746Y105 1523 185500 SH SOLE 0 0 0
BOSTON PROPERTIES INC COM 101121101 237 2270 SH SOLE 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 984 164967 SH SOLE 0 0 0
BP PLC SPONSORED ADR 055622104 13532 300700 SH SOLE 0 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 131 11400 SH SOLE 0 0 0
BRINKER INTL INC COM 109641100 1716 62300 SH SOLE 0 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 48182 1428024 SH SOLE 0 0 0
BROADCOM CORP CL A 111320107 900 22900 SH SOLE 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 554 96400 SH SOLE 0 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 749 23777 SH SOLE 0 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 156 16700 SH SOLE 0 0 0
BROWN FORMAN CORP CL B 115637209 473 5675 SH SOLE 0 0 0
BUILD A BEAR WORKSHOP COM 120076104 61 11600 SH SOLE 0 0 0
BUNGE LIMITED COM G16962105 21742 317700 SH SOLE 0 0 0
CA INC COM 12673P105 15475 561500 SH SOLE 0 0 0
CACI INTL INC CL A 127190304 6759 108500 SH SOLE 0 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3694 311900 SH SOLE 0 0 0
CAE INC COM 124765108 175 17100 SH SOLE 0 0 0
CAL MAINE FOODS INC COM NEW 128030202 999 26100 SH SOLE 0 0 0
CALPINE CORP COM NEW 131347304 1158 67500 SH SOLE 0 0 0
CAMBREX CORP COM 132011107 160 22838 SH SOLE 0 0 0
CAMECO CORP COM 13321L108 395 18500 SH SOLE 0 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 725 13800 SH SOLE 0 0 0
CAMPBELL SOUP CO COM 134429109 304 9000 SH SOLE 0 0 0
CANADIAN NAT RES LTD COM 136385101 1829 55600 SH SOLE 0 0 0
CANADIAN NATL RY CO COM 136375102 3518 44600 SH SOLE 0 0 0
CANADIAN PAC RY LTD COM 13645T100 1039 13800 SH SOLE 0 0 0
CAPITAL ONE FINL CORP COM 14040H105 49247 883561 SH SOLE 0 0 0
CARDINAL HEALTH INC COM 14149Y108 4094 95100 SH SOLE 0 0 0
CAREFUSION CORP COM 14170T101 668 25850 SH SOLE 0 0 0
CARNIVAL CORP PAIRED CTF 143658300 481 15051 SH SOLE 0 0 0
CATERPILLAR INC DEL COM 149123101 28470 267400 SH SOLE 0 0 0
CBEYOND INC COM 149847105 221 27600 SH SOLE 0 0 0
CBL & ASSOC PPTYS INC COM 124830100 2641 139600 SH SOLE 0 0 0
CBS CORP NEW CL B 124857202 64435 1900250 SH SOLE 0 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 875 11520 SH SOLE 0 0 0
CELANESE CORP DEL COM SER A 150870103 247 5400 SH SOLE 0 0 0
CELGENE CORP COM 151020104 11471 148100 SH SOLE 0 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 2521 324896 SH SOLE 0 0 0
CENOVUS ENERGY INC COM 15135U109 1316 36826 SH SOLE 0 0 0
CENTENE CORP DEL COM 15135B101 524 10700 SH SOLE 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 1341 68300 SH SOLE 0 0 0
CENTURYLINK INC COM 156700106 4307 112003 SH SOLE 0 0 0
CERNER CORP COM 156782104 1854 24400 SH SOLE 0 0 0
CF INDS HLDGS INC COM 125269100 51417 281500 SH SOLE 0 0 0
CHARLES RIV LABS INTL INC COM 159864107 1700 47100 SH SOLE 0 0 0
CHEMTURA CORP COM NEW 163893209 472 27800 SH SOLE 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 794 34389 SH SOLE 0 0 0
CHEVRON CORP NEW COM 166764100 95480 890697 SH SOLE 0 0 0
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 4992 115600 SH SOLE 0 0 0
CHICOS FAS INC COM 168615102 727 48100 SH SOLE 0 0 0
CHINA GERUI ADV MAT GR LTD SHS G21101103 127 35200 SH SOLE 0 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 23954 434900 SH SOLE 0 0 0
CHINACAST EDU CORP COM 16946T109 82 19300 SH SOLE 0 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 6562 15700 SH SOLE 0 0 0
CHUBB CORP COM 171232101 657 9500 SH SOLE 0 0 0
CHURCH & DWIGHT INC COM 171340102 6471 131600 SH SOLE 0 0 0
CIGNA CORPORATION COM 125509109 1503 30640 SH SOLE 0 0 0
CINCINNATI FINL CORP COM 172062101 1064 30820 SH SOLE 0 0 0
CISCO SYS INC COM 17275R102 34765 1643952 SH SOLE 0 0 0
CITIGROUP INC COM NEW 172967424 6234 170926 SH SOLE 0 0 0
CITIZENS REPUBLIC BANCORP IN COM NEW 174420307 773 49500 SH SOLE 0 0 0
CITRIX SYS INC COM 177376100 609 7700 SH SOLE 0 0 0
CITY NATL CORP COM 178566105 6448 122900 SH SOLE 0 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 539 7800 SH SOLE 0 0 0
CLOROX CO DEL COM 189054109 644 9400 SH SOLE 0 0 0
CME GROUP INC COM 12572Q105 828 2870 SH SOLE 0 0 0
CNO FINL GROUP INC COM 12621E103 102 13100 SH SOLE 0 0 0
COACH INC COM 189754104 1389 18000 SH SOLE 0 0 0
COCA COLA CO COM 191216100 7764 105239 SH SOLE 0 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 375 13200 SH SOLE 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1491 19400 SH SOLE 0 0 0
COINSTAR INC COM 19259P300 5562 87500 SH SOLE 0 0 0
COLGATE PALMOLIVE CO COM 194162103 2624 26900 SH SOLE 0 0 0
COMCAST CORP NEW CL A 20030N101 8608 287158 SH SOLE 0 0 0
COMCAST CORP NEW CL A SPL 20030N200 1144 38850 SH SOLE 0 0 0
COMERICA INC COM 200340107 3475 107400 SH SOLE 0 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 978 52500 SH SOLE 0 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 523 23500 SH SOLE 0 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 275 11700 SH SOLE 0 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 573 14600 SH SOLE 0 0 0
COMPUTER SCIENCES CORP COM 205363104 19929 665624 SH SOLE 0 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 4927 151200 SH SOLE 0 0 0
CONAGRA FOODS INC COM 205887102 424 16200 SH SOLE 0 0 0
CONCHO RES INC COM 20605P101 498 4900 SH SOLE 0 0 0
CONOCOPHILLIPS COM 20825C104 82425 1084677 SH SOLE 0 0 0
CONSOL ENERGY INC COM 20854P109 357 10500 SH SOLE 0 0 0
CONSOLIDATED EDISON INC COM 209115104 6191 106200 SH SOLE 0 0 0
COOPER COS INC COM NEW 216648402 1740 21300 SH SOLE 0 0 0
CORE MARK HOLDING CO INC COM 218681104 344 8400 SH SOLE 0 0 0
CORINTHIAN COLLEGES INC COM 218868107 1706 412000 SH SOLE 0 0 0
CORN PRODS INTL INC COM 219023108 818 14200 SH SOLE 0 0 0
CORNING INC COM 219350105 801 57000 SH SOLE 0 0 0
COSAN LTD SHS A G25343107 162 10900 SH SOLE 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 13205 145500 SH SOLE 0 0 0
COVENTRY HEALTH CARE INC COM 222862104 553 15600 SH SOLE 0 0 0
COVIDIEN PLC SHS G2554F113 3092 56775 SH SOLE 0 0 0
CRAY INC COM NEW 225223304 116 15800 SH SOLE 0 0 0
CROWN CASTLE INTL CORP COM 228227104 2965 55800 SH SOLE 0 0 0
CSX CORP COM 126408103 826 38400 SH SOLE 0 0 0
CUBIC CORP COM 229669106 525 11100 SH SOLE 0 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 3507 81100 SH SOLE 0 0 0
CUMMINS INC COM 231021106 26265 218820 SH SOLE 0 0 0
CVR ENERGY INC COM 12662P108 14428 539400 SH SOLE 0 0 0
CVS CAREMARK CORPORATION COM 126650100 73543 1641929 SH SOLE 0 0 0
CYTEC INDS INC COM 232820100 948 15600 SH SOLE 0 0 0
DANA HLDG CORP COM 235825205 4879 314800 SH SOLE 0 0 0
DANAHER CORP DEL COM 235851102 1295 23158 SH SOLE 0 0 0
DATALINK CORP COM 237934104 260 27300 SH SOLE 0 0 0
DAVITA INC COM 23918K108 1059 11800 SH SOLE 0 0 0
DEAN FOODS CO NEW COM 242370104 4016 331700 SH SOLE 0 0 0
DEERE & CO COM 244199105 3882 48000 SH SOLE 0 0 0
DELEK US HLDGS INC COM 246647101 1055 68000 SH SOLE 0 0 0
DELL INC COM 24702R101 90967 5480000 SH SOLE 0 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 10113 1020600 SH SOLE 0 0 0
DENBURY RES INC COM NEW 247916208 9082 498300 SH SOLE 0 0 0
DENTSPLY INTL INC NEW COM 249030107 853 21400 SH SOLE 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 1600 22592 SH SOLE 0 0 0
DILLARDS INC CL A 254067101 37345 592590 SH SOLE 0 0 0
DIRECTV COM CL A 25490A101 2337 47479 SH SOLE 0 0 0
DISCOVER FINL SVCS COM 254709108 63472 1903901 SH SOLE 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 563 11150 SH SOLE 0 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 280 6000 SH SOLE 0 0 0
DISNEY WALT CO COM DISNEY 254687106 7630 174500 SH SOLE 0 0 0
DOMINION RES INC VA NEW COM 25746U109 4615 90500 SH SOLE 0 0 0
DOMTAR CORP COM NEW 257559203 47663 499700 SH SOLE 0 0 0
DONNELLEY R R & SONS CO COM 257867101 4440 358300 SH SOLE 0 0 0
DOW CHEM CO COM 260543103 2224 64700 SH SOLE 0 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4232 105250 SH SOLE 0 0 0
DTE ENERGY CO COM 233331107 22426 407600 SH SOLE 0 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2762 52587 SH SOLE 0 0 0
DUKE ENERGY CORP NEW COM 26441C105 11537 550389 SH SOLE 0 0 0
E M C CORP MASS COM 268648102 2438 81700 SH SOLE 0 0 0
EAGLE MATERIALS INC COM 26969P108 441 12700 SH SOLE 0 0 0
EARTHLINK INC COM 270321102 1719 215200 SH SOLE 0 0 0
EASTMAN CHEM CO COM 277432100 14729 285000 SH SOLE 0 0 0
EATON CORP COM 278058102 17840 358000 SH SOLE 0 0 0
EBAY INC COM 278642103 24751 671000 SH SOLE 0 0 0
ECHOSTAR CORP CL A 278768106 2743 97500 SH SOLE 0 0 0
ECOLAB INC COM 278865100 848 13800 SH SOLE 0 0 0
EDISON INTL COM 281020107 3108 73300 SH SOLE 0 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 955 13200 SH SOLE 0 0 0
EL PASO CORP COM 28336L109 1375 46600 SH SOLE 0 0 0
ELDORADO GOLD CORP NEW COM 284902103 211 15500 SH SOLE 0 0 0
EMCOR GROUP INC COM 29084Q100 4341 156600 SH SOLE 0 0 0
EMERSON ELEC CO COM 291011104 1234 23700 SH SOLE 0 0 0
EMULEX CORP COM NEW 292475209 452 43500 SH SOLE 0 0 0
ENBRIDGE INC COM 29250N105 1207 31320 SH SOLE 0 0 0
ENCANA CORP COM 292505104 686 35126 SH SOLE 0 0 0
ENERGEN CORP COM 29265N108 369 7500 SH SOLE 0 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 798 22100 SH SOLE 0 0 0
ENERGYSOLUTIONS INC COM 292756202 55 11200 SH SOLE 0 0 0
ENERSYS COM 29275Y102 211 6100 SH SOLE 0 0 0
ENTERGY CORP NEW COM 29364G103 2228 33295 SH SOLE 0 0 0
EOG RES INC COM 26875P101 3016 27200 SH SOLE 0 0 0
EQT CORP COM 26884L109 207 4300 SH SOLE 0 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 301 4800 SH SOLE 0 0 0
EXELIS INC COM 30162A108 3386 270400 SH SOLE 0 0 0
EXELON CORP COM 30161N101 11963 305764 SH SOLE 0 0 0
EXPRESS SCRIPTS INC COM 302182100 2930 54300 SH SOLE 0 0 0
EXXON MOBIL CORP COM 30231G102 39459 455750 SH SOLE 0 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 49 13000 SH SOLE 0 0 0
FASTENAL CO COM 311900104 206 3800 SH SOLE 0 0 0
FEDEX CORP COM 31428X106 1057 11500 SH SOLE 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 3028 167900 SH SOLE 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 6695 202200 SH SOLE 0 0 0
FIFTH THIRD BANCORP COM 316773100 225 16000 SH SOLE 0 0 0
FIRST AMERN FINL CORP COM 31847R102 428 25700 SH SOLE 0 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 494 2700 SH SOLE 0 0 0
FIRST FINL HLDGS INC COM 320239106 262 23800 SH SOLE 0 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 705 57100 SH SOLE 0 0 0
FIRST MERCHANTS CORP COM 320817109 612 49600 SH SOLE 0 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2105 63900 SH SOLE 0 0 0
FIRSTENERGY CORP COM 337932107 3960 87233 SH SOLE 0 0 0
FISERV INC COM 337738108 23875 344100 SH SOLE 0 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2205 305100 SH SOLE 0 0 0
FLUOR CORP NEW COM 343412102 8759 145900 SH SOLE 0 0 0
FMC TECHNOLOGIES INC COM 30249U101 724 14400 SH SOLE 0 0 0
FOOT LOCKER INC COM 344849104 11737 378000 SH SOLE 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1603 128512 SH SOLE 0 0 0
FOREST LABS INC COM 345838106 39167 1129100 SH SOLE 0 0 0
FRANKLIN RES INC COM 354613101 1573 12700 SH SOLE 0 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 16761 440878 SH SOLE 0 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 806 194069 SH SOLE 0 0 0
FUSHI COPPERWELD INC COM 36113E107 652 86400 SH SOLE 0 0 0
G & K SVCS INC CL A 361268105 215 6300 SH SOLE 0 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4661 130400 SH SOLE 0 0 0
GAMESTOP CORP NEW CL A 36467W109 22126 1013100 SH SOLE 0 0 0
GARMIN LTD SHS H2906T109 28654 610300 SH SOLE 0 0 0
GENERAL DYNAMICS CORP COM 369550108 24718 336831 SH SOLE 0 0 0
GENERAL ELECTRIC CO COM 369604103 9808 489487 SH SOLE 0 0 0
GENERAL MLS INC COM 370334104 1252 31868 SH SOLE 0 0 0
GENERAL MTRS CO COM 37045V100 76353 2976800 SH SOLE 0 0 0
GIBRALTAR INDS INC COM 374689107 420 27700 SH SOLE 0 0 0
GILDAN ACTIVEWEAR INC COM 375916103 447 16400 SH SOLE 0 0 0
GILEAD SCIENCES INC COM 375558103 2726 56000 SH SOLE 0 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 193 24700 SH SOLE 0 0 0
GLOBAL PMTS INC COM 37940X102 2464 51900 SH SOLE 0 0 0
GOLDCORP INC NEW COM 380956409 1629 36483 SH SOLE 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2428 19560 SH SOLE 0 0 0
GOODRICH CORP COM 382388106 251 2000 SH SOLE 0 0 0
GOOGLE INC CL A 38259P508 5754 8989 SH SOLE 0 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 791 32800 SH SOLE 0 0 0
GRACE W R & CO DEL NEW COM 38388F108 2422 41900 SH SOLE 0 0 0
GRAINGER W W INC COM 384802104 31468 146500 SH SOLE 0 0 0
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