-----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, PjTxlPxkVK/9gJ2UCQFqmF28KKFDydJ3WcGCXQ5wX3aXTnn1qrES3SfcIvvbh9su A66T0T7hGtfcaf7Vg0d0ww== 0001097241-11-000004.txt : 20110207 0001097241-11-000004.hdr.sgml : 20110207 20110207093544 ACCESSION NUMBER: 0001097241-11-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110207 DATE AS OF CHANGE: 20110207 EFFECTIVENESS DATE: 20110207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VIRGINIA RETIREMENT SYSTEMS ET AL CENTRAL INDEX KEY: 0001005354 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05994 FILM NUMBER: 11576708 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 13F-HR 1 vrs4q10.txt 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: Not an Amendment. Amendment Number: Not an Amendment. This Amendment is a restatement(Check only one.): Not an Amendment. Or This Amendment adds new holding entries: Not an Amendment. Institutional Investment Manager Filing this Report: Name: Virginia Retirement System Address: 1200 East Main Street Richmond, VA 23219 Form 13F File Number: 028-5994 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: Larry D. Kicher, CFA Title: Chief Operating Officer Phone: 804-344-3146 Signature, Place, and Date of Signing: /s/ Larry D. Kicher, CFA Richmond, VA February 4, 2011 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,088 Form 13F Information Table Value Total: $4,795,642(x1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DEUTSCHE BANK AG NAMEN AKT D18190898 15673 299095 SH SOLE 299095 0 0 D AIRCASTLE LTD COM G0129K104 1336 127800 SH SOLE 127800 0 0 D ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 344 15900 SH SOLE 15900 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2633 92000 SH SOLE 92000 0 0 D ASSURED GUARANTY LTD COM G0585R106 2936 165900 SH SOLE 165900 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 5721 159450 SH SOLE 159450 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7695 158700 SH SOLE 158700 0 0 D COVIDIEN PLC SHS G2554F105 292 6400 SH SOLE 6400 0 0 D EVEREST RE GROUP LTD COM G3223R108 13140 154920 SH SOLE 154920 0 0 D GLOBAL CROSSING LTD SHS NEW G3921A175 324 25100 SH SOLE 25100 0 0 D HELEN OF TROY CORP LTD COM G4388N106 363 12200 SH SOLE 12200 0 0 D MAIDEN HOLDINGS LTD SHS G5753U112 670 85300 SH SOLE 85300 0 0 D MARVELL 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ILLUMINA INC COM 452327109 2551 40275 SH SOLE 40275 0 0 D IMATION CORP COM 45245A107 194 18800 SH SOLE 18800 0 0 D IMMUCOR INC COM 452526106 2390 120500 SH SOLE 120500 0 0 D IMPAX LABORATORIES INC COM 45256B101 1307 65000 SH SOLE 65000 0 0 D IMPERIAL OIL LTD COM NEW 453038408 3337 81700 SH SOLE 81700 0 0 D INFINITY PHARMACEUTICALS INC COM 45665G303 129 21800 SH SOLE 21800 0 0 D INFINITY PPTY & CAS CORP COM 45665Q103 766 12400 SH SOLE 12400 0 0 D INFORMATICA CORP COM 45666Q102 396 9000 SH SOLE 9000 0 0 D INGRAM MICRO INC CL A 457153104 6567 344000 SH SOLE 344000 0 0 D INLAND REAL ESTATE CORP COM NEW 457461200 1991 226200 SH SOLE 226200 0 0 D INSITUFORM TECHNOLOGIES INC CL A 457667103 201 7600 SH SOLE 7600 0 0 D INNOSPEC INC COM 45768S105 869 42600 SH SOLE 42600 0 0 D INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1778 37600 SH SOLE 37600 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 1238 185900 SH SOLE 185900 0 0 D INTEL CORP COM 458140100 47721 2269209 SH SOLE 2269209 0 0 D INTEGRYS 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COM 780087102 25153 477700 SH SOLE 477700 0 0 D RUDOLPH TECHNOLOGIES INC COM 781270103 96 11700 SH SOLE 11700 0 0 D SEI INVESTMENTS CO COM 784117103 237 9978 SH SOLE 9978 0 0 D SL GREEN RLTY CORP COM 78440X101 5354 79314 SH SOLE 79314 0 0 D SLM CORP COM 78442P106 1083 86048 SH SOLE 86048 0 0 D SPDR S&P 500 ETF TR TR UNIT 78462F103 3119 24800 SH SOLE 24800 0 0 D SAFEGUARD SCIENTIFICS INC COM NEW 786449207 266 15600 SH SOLE 15600 0 0 D ST JUDE MED INC COM 790849103 19301 451481 SH SOLE 451481 0 0 D SALLY BEAUTY HLDGS INC COM 79546E104 2700 185800 SH SOLE 185800 0 0 D SANDERSON FARMS INC COM 800013104 1977 50500 SH SOLE 50500 0 0 D SANDY SPRING BANCORP INC COM 800363103 402 21800 SH SOLE 21800 0 0 D SANMINA SCI CORP COM NEW 800907206 1282 111700 SH SOLE 111700 0 0 D SAUER-DANFOSS INC COM 804137107 701 24800 SH SOLE 24800 0 0 D SCANA CORP NEW COM 80589M102 3364 82848 SH SOLE 82848 0 0 D SCANSOURCE INC COM 806037107 293 9200 SH SOLE 9200 0 0 D SCHEIN HENRY INC COM 806407102 12730 207370 SH 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25400 SH SOLE 25400 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 2991 71600 SH SOLE 71600 0 0 D SMART BALANCE INC COM 83169Y108 334 77200 SH SOLE 77200 0 0 D SMARTHEAT INC COM 83172F104 209 39600 SH SOLE 39600 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 1483 94200 SH SOLE 94200 0 0 D SMITHFIELD FOODS INC COM 832248108 2174 105400 SH SOLE 105400 0 0 D SMUCKER J M CO COM NEW 832696405 10269 156416 SH SOLE 156416 0 0 D SMURFIT-STONE CONTAINER CORP COM 83272A104 271 10600 SH SOLE 10600 0 0 D SOHU COM INC COM 83408W103 705 11100 SH SOLE 11100 0 0 D SOLERA HOLDINGS INC COM 83421A104 344 6700 SH SOLE 6700 0 0 D SOLUTIA INC COM NEW 834376501 2959 128200 SH SOLE 128200 0 0 D SOTHEBYS COM 835898107 2282 50700 SH SOLE 50700 0 0 D SOUTHERN CO COM 842587107 15027 393068 SH SOLE 393068 0 0 D SOUTHERN UN CO NEW COM 844030106 746 31000 SH SOLE 31000 0 0 D SOUTHSIDE BANCSHARES INC COM 84470P109 302 14310 SH SOLE 14310 0 0 D SOUTHWEST AIRLS CO COM 844741108 1299 100063 SH SOLE 100063 0 0 D SOUTHWEST BANCORP INC OKLA COM 844767103 269 21700 SH SOLE 21700 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 567 15400 SH SOLE 15400 0 0 D SPARTECH CORP COM NEW 847220209 347 37100 SH SOLE 37100 0 0 D SPECTRA ENERGY CORP COM 847560109 206 8259 SH SOLE 8259 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 3071 726044 SH SOLE 726044 0 0 D STANCORP FINL GROUP INC COM 852891100 763 16900 SH SOLE 16900 0 0 D STANDEX INTL CORP COM 854231107 230 7700 SH SOLE 7700 0 0 D STAPLES INC COM 855030102 211 9262 SH SOLE 9262 0 0 D STARBUCKS CORP COM 855244109 302 9414 SH SOLE 9414 0 0 D STARWOOD PPTY TR INC COM 85571B105 453 21100 SH SOLE 21100 0 0 D STATE STR CORP COM 857477103 296 6389 SH SOLE 6389 0 0 D STEIN MART INC COM 858375108 331 35800 SH SOLE 35800 0 0 D STEPAN CO COM 858586100 1434 18800 SH SOLE 18800 0 0 D STERICYCLE INC COM 858912108 383 4733 SH SOLE 4733 0 0 D STERIS CORP COM 859152100 689 18900 SH SOLE 18900 0 0 D STILLWATER MNG CO COM 86074Q102 241 11300 SH SOLE 11300 0 0 D STONE ENERGY CORP COM 861642106 1739 78000 SH SOLE 78000 0 0 D STRAYER ED INC COM 863236105 1081 7100 SH SOLE 7100 0 0 D STRYKER CORP COM 863667101 1019 18967 SH SOLE 18967 0 0 D STUDENT LN CORP COM 863902102 305 9400 SH SOLE 9400 0 0 D STURM RUGER & CO INC COM 864159108 1442 94300 SH SOLE 94300 0 0 D SUFFOLK BANCORP COM 864739107 313 12700 SH SOLE 12700 0 0 D SUN BANCORP INC COM 86663B102 52 11138 SH SOLE 11138 0 0 D SUN COMMUNITIES INC COM 866674104 896 26900 SH SOLE 26900 0 0 D SUN LIFE FINL INC COM 866796105 5094 168100 SH SOLE 168100 0 0 D SUNCOR ENERGY INC NEW COM 867224107 18493 480020 SH SOLE 480020 0 0 D SUNOCO INC COM 86764P109 3546 87970 SH SOLE 87970 0 0 D SUNPOWER CORP COM CL B 867652307 1394 112200 SH SOLE 112200 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 1163 112600 SH SOLE 112600 0 0 D SUNTRUST BKS INC COM 867914103 2632 89184 SH SOLE 89184 0 0 D SUPER MICRO COMPUTER INC COM 86800U104 171 14800 SH SOLE 14800 0 0 D SUPERVALU INC COM 868536103 2744 284978 SH SOLE 284978 0 0 D SUREWEST COMMUNICATIONS COM 868733106 178 16632 SH SOLE 16632 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 1201 124100 SH SOLE 124100 0 0 D SWIFT ENERGY CO COM 870738101 2772 70800 SH SOLE 70800 0 0 D SYMANTEC CORP COM 871503108 168 10016 SH SOLE 10016 0 0 D SYNAPTICS INC COM 87157D109 345 11750 SH SOLE 11750 0 0 D SYNOPSYS INC COM 871607107 710 26380 SH SOLE 26380 0 0 D SYNTEL INC COM 87162H103 2543 53200 SH SOLE 53200 0 0 D SYNIVERSE HLDGS INC COM 87163F106 3097 100400 SH SOLE 100400 0 0 D SYSCO CORP COM 871829107 7545 256640 SH SOLE 256640 0 0 D TICC CAPITAL CORP COM 87244T109 128 11400 SH SOLE 11400 0 0 D TJX COS INC NEW COM 872540109 13107 295278 SH SOLE 295278 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4927 93500 SH SOLE 93500 0 0 D TTM TECHNOLOGIES INC COM 87305R109 807 54100 SH SOLE 54100 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 881 71800 SH SOLE 71800 0 0 D TALECRIS BIOTHERAPEUTICS HLD COM 874227101 256 11000 SH SOLE 11000 0 0 D TALEO CORP CL A 87424N104 647 23400 SH SOLE 23400 0 0 D TALISMAN ENERGY INC COM 87425E103 6247 280600 SH SOLE 280600 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 1008 19700 SH SOLE 19700 0 0 D TARGET CORP COM 87612E106 5261 87496 SH SOLE 87496 0 0 D TAUBMAN CTRS INC COM 876664103 3306 65500 SH SOLE 65500 0 0 D TECH DATA CORP COM 878237106 3037 69000 SH SOLE 69000 0 0 D TECK RESOURCES LTD CL B 878742204 12966 208500 SH SOLE 208500 0 0 D TECUMSEH PRODS CO CL A 878895200 776 59500 SH SOLE 59500 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 277 6300 SH SOLE 6300 0 0 D TELEFLEX INC COM 879369106 1577 29300 SH SOLE 29300 0 0 D TELUS CORP NON-VTG SHS 87971M202 2895 66500 SH SOLE 66500 0 0 D TEMPLE INLAND INC COM 879868107 752 35400 SH SOLE 35400 0 0 D TELETECH HOLDINGS INC COM 879939106 519 25200 SH SOLE 25200 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 1414 35300 SH SOLE 35300 0 0 D TENNECO INC COM 880349105 519 12600 SH SOLE 12600 0 0 D TERADATA CORP DEL COM 88076W103 6888 167342 SH SOLE 167342 0 0 D TERADYNE INC COM 880770102 3287 234100 SH SOLE 234100 0 0 D TESORO CORP COM 881609101 2807 151400 SH SOLE 151400 0 0 D TETRA TECH INC NEW COM 88162G103 1245 49700 SH SOLE 49700 0 0 D TESSERA TECHNOLOGIES INC COM 88164L100 2693 121600 SH SOLE 121600 0 0 D TEXAS INSTRS INC COM 882508104 9633 296403 SH SOLE 296403 0 0 D TEXTRON INC COM 883203101 1299 54950 SH SOLE 54950 0 0 D THERAVANCE INC COM 88338T104 5778 230465 SH SOLE 230465 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 287 5178 SH SOLE 5178 0 0 D THOMAS & BETTS CORP COM 884315102 2685 55600 SH SOLE 55600 0 0 D THOMSON REUTERS CORP COM 884903105 3864 103100 SH SOLE 103100 0 0 D THOR INDS INC COM 885160101 1484 43700 SH SOLE 43700 0 0 D 3M CO COM 88579Y101 11719 135795 SH SOLE 135795 0 0 D TIBCO SOFTWARE INC COM 88632Q103 836 42400 SH SOLE 42400 0 0 D TIDEWATER INC COM 886423102 985 18300 SH SOLE 18300 0 0 D TIM HORTONS INC COM 88706M103 2089 50500 SH SOLE 50500 0 0 D TIME WARNER INC COM NEW 887317303 460 14286 SH SOLE 14286 0 0 D TIME WARNER CABLE INC COM 88732J207 9588 145202 SH SOLE 145202 0 0 D TIMKEN CO COM 887389104 3756 78700 SH SOLE 78700 0 0 D TITANIUM METALS CORP COM NEW 888339207 1965 114400 SH SOLE 114400 0 0 D TOMPKINS FINANCIAL CORPORATI COM 890110109 310 7915 SH SOLE 7915 0 0 D TORCHMARK CORP COM 891027104 1621 27135 SH SOLE 27135 0 0 D TORO CO COM 891092108 1498 24300 SH SOLE 24300 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 21820 292000 SH SOLE 292000 0 0 D TOTAL SYS SVCS INC COM 891906109 2968 192994 SH SOLE 192994 0 0 D TRACTOR SUPPLY CO COM 892356106 2934 60500 SH SOLE 60500 0 0 D TRANSALTA CORP COM 89346D107 1288 60500 SH SOLE 60500 0 0 D TRANSCANADA CORP COM 89353D107 8824 230800 SH SOLE 230800 0 0 D TRANSDIGM GROUP INC COM 893641100 3593 49900 SH SOLE 49900 0 0 D TRAVELERS COMPANIES INC COM 89417E109 10501 188497 SH SOLE 188497 0 0 D TREEHOUSE FOODS INC COM 89469A104 1466 28700 SH SOLE 28700 0 0 D TRINITY INDS INC COM 896522109 468 17600 SH SOLE 17600 0 0 D TRIUMPH GROUP INC NEW COM 896818101 2441 27300 SH SOLE 27300 0 0 D TRUSTMARK CORP COM 898402102 1220 49100 SH SOLE 49100 0 0 D TUPPERWARE BRANDS CORP COM 899896104 596 12500 SH SOLE 12500 0 0 D TUTOR PERINI CORP COM 901109108 441 20600 SH SOLE 20600 0 0 D TWO HBRS INVT CORP COM 90187B101 333 34000 SH SOLE 34000 0 0 D TYSON FOODS INC CL A 902494103 11320 657363 SH SOLE 657363 0 0 D UDR INC COM 902653104 2941 125060 SH SOLE 125060 0 0 D UGI CORP NEW COM 902681105 1431 45300 SH SOLE 45300 0 0 D UMB FINL CORP COM 902788108 419 10100 SH SOLE 10100 0 0 D US BANCORP DEL COM NEW 902973304 10025 371716 SH SOLE 371716 0 0 D USA MOBILITY INC COM 90341G103 777 43700 SH SOLE 43700 0 0 D U S AIRWAYS GROUP INC COM 90341W108 2192 219000 SH SOLE 219000 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 2526 74300 SH SOLE 74300 0 0 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 370 7600 SH SOLE 7600 0 0 D UMPQUA HLDGS CORP COM 904214103 642 52715 SH SOLE 52715 0 0 D UNDER ARMOUR INC CL A 904311107 2484 45300 SH SOLE 45300 0 0 D UNIFIRST CORP MASS COM 904708104 584 10600 SH SOLE 10600 0 0 D UNION PAC CORP COM 907818108 16570 178822 SH SOLE 178822 0 0 D UNISOURCE ENERGY CORP COM 909205106 2480 69200 SH SOLE 69200 0 0 D UNIT CORP COM 909218109 6038 129900 SH SOLE 129900 0 0 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 26 13243 SH SOLE 13243 0 0 D UNITED FIRE & CAS CO COM 910331107 819 36700 SH SOLE 36700 0 0 D UNITED ONLINE INC COM 911268100 144 21777 SH SOLE 21777 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 12223 168408 SH SOLE 168408 0 0 D UNITED RENTALS INC COM 911363109 774 34000 SH SOLE 34000 0 0 D U STORE IT TR COM 91274F104 943 98900 SH SOLE 98900 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 18177 230908 SH SOLE 230908 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 18902 523455 SH SOLE 523455 0 0 D UNIVERSAL AMERICAN CORP COM 913377107 292 14300 SH SOLE 14300 0 0 D UNIVERSAL CORP VA COM 913456109 2259 55500 SH SOLE 55500 0 0 D UNIVERSAL FST PRODS INC COM 913543104 494 12700 SH SOLE 12700 0 0 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 610 16690 SH SOLE 16690 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 986 22700 SH SOLE 22700 0 0 D UNIVERSAL TECHNICAL INST INC COM 913915104 429 19500 SH SOLE 19500 0 0 D UNUM GROUP COM 91529Y106 6643 274286 SH SOLE 274286 0 0 D US ECOLOGY INC COM 91732J102 582 33500 SH SOLE 33500 0 0 D V F CORP COM 918204108 15805 183398 SH SOLE 183398 0 0 D VSE CORP COM 918284100 208 6300 SH SOLE 6300 0 0 D VAALCO ENERGY INC COM NEW 91851C201 472 65900 SH SOLE 65900 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 4285 150984 SH SOLE 150984 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 9368 405180 SH SOLE 405180 0 0 D VALLEY NATL BANCORP COM 919794107 1185 82885 SH SOLE 82885 0 0 D VALMONT INDS INC COM 920253101 852 9600 SH SOLE 9600 0 0 D VALUECLICK INC COM 92046N102 2695 168100 SH SOLE 168100 0 0 D VARIAN MED SYS INC COM 92220P105 1638 23639 SH SOLE 23639 0 0 D VEECO INSTRS INC DEL COM 922417100 498 11600 SH SOLE 11600 0 0 D VENTAS INC COM 92276F100 7160 136439 SH SOLE 136439 0 0 D VERIFONE SYS INC COM 92342Y109 1650 42800 SH SOLE 42800 0 0 D VERISIGN INC COM 92343E102 5434 166325 SH SOLE 166325 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 32774 916000 SH SOLE 916000 0 0 D VERINT SYS INC COM 92343X100 298 9400 SH SOLE 9400 0 0 D VIACOM INC NEW CL B 92553P201 280 7061 SH SOLE 7061 0 0 D VISA INC COM CL A 92826C839 11979 170200 SH SOLE 170200 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 612 41700 SH SOLE 41700 0 0 D VMWARE INC CL A COM 928563402 517 5810 SH SOLE 5810 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 1348 58200 SH SOLE 58200 0 0 D VORNADO RLTY TR SH BEN INT 929042109 14969 179634 SH SOLE 179634 0 0 D W & T OFFSHORE INC COM 92922P106 2470 138200 SH SOLE 138200 0 0 D WABCO HLDGS INC COM 92927K102 372 6100 SH SOLE 6100 0 0 D WMS INDS INC COM 929297109 959 21200 SH SOLE 21200 0 0 D WADDELL & REED FINL INC CL A 930059100 2103 59600 SH SOLE 59600 0 0 D WAL MART STORES INC COM 931142103 51801 960524 SH SOLE 960524 0 0 D WALGREEN CO COM 931422109 2618 67194 SH SOLE 67194 0 0 D WALTER ENERGY INC COM 93317Q105 5075 39700 SH SOLE 39700 0 0 D WASHINGTON FED INC COM 938824109 1343 79400 SH SOLE 79400 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1745 56300 SH SOLE 56300 0 0 D WASTE MGMT INC DEL COM 94106L109 212 5744 SH SOLE 5744 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 9270 179483 SH SOLE 179483 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 626 17100 SH SOLE 17100 0 0 D WAUSAU PAPER CORP COM 943315101 579 67300 SH SOLE 67300 0 0 D WEBSTER FINL CORP CONN COM 947890109 563 28600 SH SOLE 28600 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 1552 65300 SH SOLE 65300 0 0 D WEIS MKTS INC COM 948849104 702 17400 SH SOLE 17400 0 0 D WELLPOINT INC COM 94973V107 3592 63177 SH SOLE 63177 0 0 D WELLS FARGO & CO NEW COM 949746101 31855 1027901 SH SOLE 1027901 0 0 D WERNER ENTERPRISES INC COM 950755108 233 10300 SH SOLE 10300 0 0 D WESCO INTL INC COM 95082P105 3194 60500 SH SOLE 60500 0 0 D WESTAR ENERGY INC COM 95709T100 2378 94500 SH SOLE 94500 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 104 14100 SH SOLE 14100 0 0 D WESTERN DIGITAL CORP COM 958102105 5164 152335 SH SOLE 152335 0 0 D WESTLAKE CHEM CORP COM 960413102 830 19100 SH SOLE 19100 0 0 D WEYERHAEUSER CO COM 962166104 835 44123 SH SOLE 44123 0 0 D WHIRLPOOL CORP COM 963320106 5709 64270 SH SOLE 64270 0 0 D WHITING PETE CORP NEW COM 966387102 8965 76500 SH SOLE 76500 0 0 D WHOLE FOODS MKT INC COM 966837106 8989 177682 SH SOLE 177682 0 0 D WILLIAMS CLAYTON ENERGY INC COM 969490101 1469 17500 SH SOLE 17500 0 0 D WILLIAMS SONOMA INC COM 969904101 1042 29200 SH SOLE 29200 0 0 D WISCONSIN ENERGY CORP COM 976657106 247 4195 SH SOLE 4195 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 2512 78800 SH SOLE 78800 0 0 D WONDER AUTO TECHNOLOGY INC COM 978166106 328 43500 SH SOLE 43500 0 0 D WOODWARD GOVERNOR CO COM 980745103 789 21016 SH SOLE 21016 0 0 D WORLD ACCEP CORP DEL COM 981419104 2751 52100 SH SOLE 52100 0 0 D WORTHINGTON INDS INC COM 981811102 696 37800 SH SOLE 37800 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 1173 25500 SH SOLE 25500 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 1899 63400 SH SOLE 63400 0 0 D XCEL ENERGY INC COM 98389B100 20245 859676 SH SOLE 859676 0 0 D XEROX CORP COM 984121103 492 42670 SH SOLE 42670 0 0 D YAHOO INC COM 984332106 271 16274 SH SOLE 16274 0 0 D YAMANA GOLD INC COM 98462Y100 2638 205300 SH SOLE 205300 0 0 D YUM BRANDS INC COM 988498101 9650 196734 SH SOLE 196734 0 0 D ZIMMER HLDGS INC COM 98956P102 8033 149644 SH SOLE 149644 0 0 D ZIONS BANCORPORATION COM 989701107 2825 116600 SH SOLE 116600 0 0 D ZYGO CORP COM 989855101 358 29200 SH SOLE 29200 0 0 S REPORT SUMMARY 1088 DATA RECORDS 4795642 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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