-----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, ATHi6bk4Lqs7krj9HXReFVlci3EhkaY/883a3Rv7TK91MJ1hMSqrSkXW0PYgtHhJ O7ZnTm1EBDfuTG6IPculDg== 0001097241-10-000045.txt : 20100805 0001097241-10-000045.hdr.sgml : 20100805 20100805092520 ACCESSION NUMBER: 0001097241-10-000045 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100805 DATE AS OF CHANGE: 20100805 EFFECTIVENESS DATE: 20100805 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: 10992908 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 13F-HR 1 vrs2q10.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: June 30, 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 August 4, 2010 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: 1,037 Form 13F Information Table Value Total: $4,236,382(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 11139 195098 SH SOLE 195098 0 0 D AIRCASTLE LTD COM G0129K104 1003 127800 SH SOLE 127800 0 0 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 2514 55400 SH SOLE 55400 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2479 100200 SH SOLE 100200 0 0 D ASSURED GUARANTY LTD COM G0585R106 2390 180100 SH SOLE 180100 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 4908 165150 SH SOLE 165150 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4534 117300 SH SOLE 117300 0 0 D BUNGE LIMITED COM G16962105 2359 47950 SH SOLE 47950 0 0 D COVIDIEN PLC SHS G2554F105 253 6300 SH SOLE 6300 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 2214 59000 SH SOLE 59000 0 0 D EVEREST RE GROUP LTD COM G3223R108 2840 40160 SH SOLE 40160 0 0 D FRESH DEL MONTE PRODUCE INC ORD G36738105 575 28400 SH SOLE 28400 0 0 D GLOBAL 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0 0 D HEALTH MGMT ASSOC INC NEW CL A 421933102 590 75900 SH SOLE 75900 0 0 D HEALTHCARE RLTY TR COM 421946104 341 15500 SH SOLE 15500 0 0 D HEALTH CARE REIT INC COM 42217K106 1895 44990 SH SOLE 44990 0 0 D HEALTH NET INC COM 42222G108 1153 47300 SH SOLE 47300 0 0 D HEALTHSPRING INC COM 42224N101 1985 128000 SH SOLE 128000 0 0 D HEALTHWAYS INC COM 422245100 509 42700 SH SOLE 42700 0 0 D HEARTLAND EXPRESS INC COM 422347104 151 10400 SH SOLE 10400 0 0 D HECLA MNG CO COM 422704106 188 36100 SH SOLE 36100 0 0 D HELIX ENERGY SOLUTIONS GRP I COM 42330P107 791 73400 SH SOLE 73400 0 0 D HELMERICH & PAYNE INC COM 423452101 6597 180650 SH SOLE 180650 0 0 D HENRY JACK & ASSOC INC COM 426281101 1576 66000 SH SOLE 66000 0 0 D HERLEY INDS INC DEL COM 427398102 215 15100 SH SOLE 15100 0 0 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 531 117500 SH SOLE 117500 0 0 D HERSHEY CO COM 427866108 7880 164402 SH SOLE 164402 0 0 D HERTZ GLOBAL HOLDINGS INC COM 42805T105 464 49000 SH SOLE 49000 0 0 D HESS CORP 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45500 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 30482 246854 SH SOLE 246854 0 0 D INTL PAPER CO COM 460146103 3210 141837 SH SOLE 141837 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 2151 115600 SH SOLE 115600 0 0 D INTERNET CAP GROUP INC COM NEW 46059C205 413 54300 SH SOLE 54300 0 0 D INTEVAC INC COM 461148108 1085 101700 SH SOLE 101700 0 0 D INTUITIVE SURGICAL INC COM NEW 46120E602 2708 8580 SH SOLE 8580 0 0 D INTUIT COM 461202103 17891 514560 SH SOLE 514560 0 0 D INVACARE CORP COM 461203101 1249 60200 SH SOLE 60200 0 0 D INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 1196 6067 SH SOLE 6067 0 0 D INVESCO MORTGAGE CAPITAL INC COM 46131B100 362 18100 SH SOLE 18100 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 451 28100 SH SOLE 28100 0 0 D INVESTORS BANCORP INC COM 46146P102 668 50900 SH SOLE 50900 0 0 D IRIDIUM COMMUNICATIONS INC COM 46269C102 177 17600 SH SOLE 17600 0 0 D ISHARES INC MSCI CDA INDEX 464286509 2868 115300 SH SOLE 115300 0 0 D ISHARES TR INDEX MSCI 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NEW YORK N Y COM 82669G104 327 8600 SH SOLE 8600 0 0 D SILVER WHEATON CORP COM 828336107 2051 102200 SH SOLE 102200 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 15707 194516 SH SOLE 194516 0 0 D SINCLAIR BROADCAST GROUP INC CL A 829226109 68 11700 SH SOLE 11700 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 2421 69500 SH SOLE 69500 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 557 33200 SH SOLE 33200 0 0 D SMART BALANCE INC COM 83169Y108 316 77200 SH SOLE 77200 0 0 D SMARTHEAT INC COM 83172F104 293 51400 SH SOLE 51400 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 414 43500 SH SOLE 43500 0 0 D SMUCKER J M CO COM NEW 832696405 5997 99591 SH SOLE 99591 0 0 D SOHU COM INC COM 83408W103 456 11100 SH SOLE 11100 0 0 D SOLUTIA INC COM NEW 834376501 814 62100 SH SOLE 62100 0 0 D SOTHEBYS COM 835898107 1006 44000 SH SOLE 44000 0 0 D SOUTHERN CO COM 842587107 14542 436968 SH SOLE 436968 0 0 D SOUTHERN UN CO NEW COM 844030106 1924 88000 SH SOLE 88000 0 0 D SOUTHSIDE BANCSHARES INC COM 84470P109 254 12910 SH SOLE 12910 0 0 D SOUTHWEST AIRLS CO COM 844741108 5578 502063 SH SOLE 502063 0 0 D SOUTHWEST BANCORP INC OKLA COM 844767103 274 20600 SH SOLE 20600 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 899 26100 SH SOLE 26100 0 0 D SPARTECH CORP COM NEW 847220209 702 68500 SH SOLE 68500 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 3888 917044 SH SOLE 917044 0 0 D STARBUCKS CORP COM 855244109 3699 152214 SH SOLE 152214 0 0 D STARWOOD PPTY TR INC COM 85571B105 241 14200 SH SOLE 14200 0 0 D STATE STR CORP COM 857477103 213 6289 SH SOLE 6289 0 0 D STEEL DYNAMICS INC COM 858119100 2678 203000 SH SOLE 203000 0 0 D STEIN MART INC COM 858375108 186 29800 SH SOLE 29800 0 0 D STEPAN CO COM 858586100 1286 18800 SH SOLE 18800 0 0 D STERICYCLE INC COM 858912108 3070 46808 SH SOLE 46808 0 0 D STILLWATER MNG CO COM 86074Q102 128 11000 SH SOLE 11000 0 0 D STONE ENERGY CORP COM 861642106 905 81100 SH SOLE 81100 0 0 D STRAYER ED INC COM 863236105 1455 7000 SH SOLE 7000 0 0 D STRYKER CORP COM 863667101 3136 62642 SH SOLE 62642 0 0 D STURM RUGER & CO INC COM 864159108 1346 93900 SH SOLE 93900 0 0 D SUFFOLK BANCORP COM 864739107 393 12700 SH SOLE 12700 0 0 D SUN BANCORP INC COM 86663B102 55 14638 SH SOLE 14638 0 0 D SUN COMMUNITIES INC COM 866674104 729 28100 SH SOLE 28100 0 0 D SUN LIFE FINL INC COM 866796105 4668 177400 SH SOLE 177400 0 0 D SUNCOR ENERGY INC NEW COM 867224107 14441 489820 SH SOLE 489820 0 0 D SUNPOWER CORP COM CL B 867652307 162 15000 SH SOLE 15000 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 1272 128104 SH SOLE 128104 0 0 D SUPER MICRO COMPUTER INC COM 86800U104 188 13900 SH SOLE 13900 0 0 D SUPERVALU INC COM 868536103 2246 207174 SH SOLE 207174 0 0 D SUREWEST COMMUNICATIONS COM 868733106 105 16632 SH SOLE 16632 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 1267 152100 SH SOLE 152100 0 0 D SWIFT ENERGY CO COM 870738101 1927 71600 SH SOLE 71600 0 0 D SYMANTEC CORP COM 871503108 142 10216 SH SOLE 10216 0 0 D SYNAPTICS INC COM 87157D109 323 11750 SH SOLE 11750 0 0 D SYNTEL INC COM 87162H103 1426 42000 SH SOLE 42000 0 0 D SYNIVERSE HLDGS INC COM 87163F106 2515 123000 SH SOLE 123000 0 0 D SYSCO CORP COM 871829107 21094 738340 SH SOLE 738340 0 0 D TJX COS INC NEW COM 872540109 9188 219028 SH SOLE 219028 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2390 86700 SH SOLE 86700 0 0 D TNS INC COM 872960109 942 54000 SH SOLE 54000 0 0 D TALECRIS BIOTHERAPEUTICS HLD COM 874227101 546 25900 SH SOLE 25900 0 0 D TALISMAN ENERGY INC COM 87425E103 4850 320100 SH SOLE 320100 0 0 D TARGET CORP COM 87612E106 4450 90496 SH SOLE 90496 0 0 D TAUBMAN CTRS INC COM 876664103 1889 50200 SH SOLE 50200 0 0 D TECH DATA CORP COM 878237106 2301 64600 SH SOLE 64600 0 0 D TECK RESOURCES LTD CL B 878742204 4589 154900 SH SOLE 154900 0 0 D TECUMSEH PRODS CO CL A 878895200 657 59100 SH SOLE 59100 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 324 8400 SH SOLE 8400 0 0 D TELEFLEX INC COM 879369106 2535 46700 SH SOLE 46700 0 0 D TELEPHONE & DATA SYS INC COM 879433100 1530 50357 SH SOLE 50357 0 0 D TELUS CORP NON-VTG SHS 87971M202 1635 45100 SH SOLE 45100 0 0 D TEMPLE INLAND INC COM 879868107 740 35800 SH SOLE 35800 0 0 D TELETECH HOLDINGS INC COM 879939106 797 61800 SH SOLE 61800 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 1085 35300 SH SOLE 35300 0 0 D TERADATA CORP DEL COM 88076W103 15684 514571 SH SOLE 514571 0 0 D TERADYNE INC COM 880770102 1765 181000 SH SOLE 181000 0 0 D TETRA TECH INC NEW COM 88162G103 2087 106400 SH SOLE 106400 0 0 D TESSERA TECHNOLOGIES INC COM 88164L100 1955 121800 SH SOLE 121800 0 0 D TEXAS INSTRS INC COM 882508104 29396 1262703 SH SOLE 1262703 0 0 D TEXTRON INC COM 883203101 710 41850 SH SOLE 41850 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 3457 70478 SH SOLE 70478 0 0 D THOMAS & BETTS CORP COM 884315102 1884 54300 SH SOLE 54300 0 0 D THOMSON REUTERS CORP COM 884903105 4207 117331 SH SOLE 117331 0 0 D THOR INDS INC COM 885160101 2066 87000 SH SOLE 87000 0 0 D 3M CO COM 88579Y101 28481 360570 SH SOLE 360570 0 0 D TIBCO SOFTWARE INC COM 88632Q103 484 40100 SH SOLE 40100 0 0 D TIDEWATER INC COM 886423102 705 18200 SH SOLE 18200 0 0 D TIM HORTONS INC COM 88706M103 1806 56300 SH SOLE 56300 0 0 D TIME WARNER INC COM NEW 887317303 1418 49052 SH SOLE 49052 0 0 D TIME WARNER CABLE INC COM 88732J207 229 4402 SH SOLE 4402 0 0 D TIMKEN CO COM 887389104 2196 84500 SH SOLE 84500 0 0 D TITANIUM METALS CORP COM NEW 888339207 821 46700 SH SOLE 46700 0 0 D TOMPKINS FINANCIAL CORPORATI COM 890110109 303 8015 SH SOLE 8015 0 0 D TORCHMARK CORP COM 891027104 2498 50460 SH SOLE 50460 0 0 D TORO CO COM 891092108 609 12400 SH SOLE 12400 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 17598 271100 SH SOLE 271100 0 0 D TOTAL SYS SVCS INC COM 891906109 1469 107994 SH SOLE 107994 0 0 D TRACTOR SUPPLY CO COM 892356106 1853 30400 SH SOLE 30400 0 0 D TRANSALTA CORP COM 89346D107 1275 68700 SH SOLE 68700 0 0 D TRANSCANADA CORP COM 89353D107 7232 215800 SH SOLE 215800 0 0 D TRANSDIGM GROUP INC COM 893641100 2679 52500 SH SOLE 52500 0 0 D TRAVELERS COMPANIES INC COM 89417E109 11603 235597 SH SOLE 235597 0 0 D TREEHOUSE FOODS INC COM 89469A104 374 8200 SH SOLE 8200 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 675 24100 SH SOLE 24100 0 0 D TRIUMPH GROUP INC NEW COM 896818101 1239 18600 SH SOLE 18600 0 0 D TUPPERWARE BRANDS CORP COM 899896104 2112 53000 SH SOLE 53000 0 0 D TUTOR PERINI CORP COM 901109108 626 38000 SH SOLE 38000 0 0 D II VI INC COM 902104108 385 13000 SH SOLE 13000 0 0 D TYSON FOODS INC CL A 902494103 17370 1059763 SH SOLE 1059763 0 0 D UAL CORP COM NEW 902549807 257 12500 SH SOLE 12500 0 0 D UDR INC COM 902653104 2677 139960 SH SOLE 139960 0 0 D UGI CORP NEW COM 902681105 2826 111100 SH SOLE 111100 0 0 D US BANCORP DEL COM NEW 902973304 8579 383866 SH SOLE 383866 0 0 D USA MOBILITY INC COM 90341G103 559 43300 SH SOLE 43300 0 0 D U S AIRWAYS GROUP INC COM 90341W108 1709 198500 SH SOLE 198500 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 374 15800 SH SOLE 15800 0 0 D UMPQUA HLDGS CORP COM 904214103 1052 91615 SH SOLE 91615 0 0 D UNDER ARMOUR INC CL A 904311107 828 25000 SH SOLE 25000 0 0 D UNIFIRST CORP MASS COM 904708104 418 9500 SH SOLE 9500 0 0 D UNION PAC CORP COM 907818108 9208 132472 SH SOLE 132472 0 0 D UNISOURCE ENERGY CORP COM 909205106 2242 74300 SH SOLE 74300 0 0 D UNIT CORP COM 909218109 4765 117400 SH SOLE 117400 0 0 D UNITED AMER INDEMNITY LTD CL A 90933T109 119 16200 SH SOLE 16200 0 0 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 52 13243 SH SOLE 13243 0 0 D UNITED FINANCIAL BANCORP INC COM 91030T109 141 10300 SH SOLE 10300 0 0 D UNITED FIRE & CAS CO COM 910331107 719 36300 SH SOLE 36300 0 0 D UNITED ONLINE INC COM 911268100 125 21777 SH SOLE 21777 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 11622 204283 SH SOLE 204283 0 0 D UNITED STATES STL CORP NEW COM 912909108 211 5466 SH SOLE 5466 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 18159 279758 SH SOLE 279758 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 10613 373705 SH SOLE 373705 0 0 D UNIVERSAL CORP VA COM 913456109 2119 53400 SH SOLE 53400 0 0 D UNIVERSAL FST PRODS INC COM 913543104 770 25400 SH SOLE 25400 0 0 D UNIVERSAL TECHNICAL INST INC COM 913915104 314 13300 SH SOLE 13300 0 0 D UNUM GROUP COM 91529Y106 6379 293986 SH SOLE 293986 0 0 D US ECOLOGY INC COM 91732J102 482 33100 SH SOLE 33100 0 0 D V F CORP COM 918204108 3405 47838 SH SOLE 47838 0 0 D VAALCO ENERGY INC COM NEW 91851C201 159 28400 SH SOLE 28400 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911X104 3247 62100 SH SOLE 62100 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 5435 302280 SH SOLE 302280 0 0 D VALLEY NATL BANCORP COM 919794107 940 68985 SH SOLE 68985 0 0 D VALMONT INDS INC COM 920253101 247 3400 SH SOLE 3400 0 0 D VALUECLICK INC COM 92046N102 1489 139300 SH SOLE 139300 0 0 D VARIAN MED SYS INC COM 92220P105 8840 169089 SH SOLE 169089 0 0 D VEECO INSTRS INC DEL COM 922417100 333 9700 SH SOLE 9700 0 0 D VENTAS INC COM 92276F100 5178 110289 SH SOLE 110289 0 0 D VERIFONE SYS INC COM 92342Y109 835 44100 SH SOLE 44100 0 0 D VERISIGN INC COM 92343E102 3507 132075 SH SOLE 132075 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 10921 389775 SH SOLE 389775 0 0 D VIACOM INC NEW CL B 92553P201 4958 158061 SH SOLE 158061 0 0 D VIROPHARMA INC COM 928241108 1129 100700 SH SOLE 100700 0 0 D VISA INC COM CL A 92826C839 16332 230840 SH SOLE 230840 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 228 29400 SH SOLE 29400 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 1347 58400 SH SOLE 58400 0 0 D VORNADO RLTY TR SH BEN INT 929042109 13079 179284 SH SOLE 179284 0 0 D W & T OFFSHORE INC COM 92922P106 1448 153100 SH SOLE 153100 0 0 D WMS INDS INC COM 929297109 2449 62400 SH SOLE 62400 0 0 D WADDELL & REED FINL INC CL A 930059100 560 25600 SH SOLE 25600 0 0 D WAL MART STORES INC COM 931142103 54504 1133849 SH SOLE 1133849 0 0 D WALGREEN CO COM 931422109 836 31294 SH SOLE 31294 0 0 D WALTER ENERGY INC COM 93317Q105 2744 45100 SH SOLE 45100 0 0 D WARNACO GROUP INC COM NEW 934390402 578 16000 SH SOLE 16000 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2464 89300 SH SOLE 89300 0 0 D WATERS CORP COM 941848103 3161 48860 SH SOLE 48860 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 7350 181158 SH SOLE 181158 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 456 15900 SH SOLE 15900 0 0 D WAUSAU PAPER CORP COM 943315101 434 64100 SH SOLE 64100 0 0 D WEBSTER FINL CORP CONN COM 947890109 513 28600 SH SOLE 28600 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 3019 158500 SH SOLE 158500 0 0 D WEIS MKTS INC COM 948849104 589 17900 SH SOLE 17900 0 0 D WELLPOINT INC COM 94973V107 9872 201752 SH SOLE 201752 0 0 D WELLS FARGO & CO NEW COM 949746101 27158 1060851 SH SOLE 1060851 0 0 D WESCO INTL INC COM 95082P105 1003 29800 SH SOLE 29800 0 0 D WESTAR ENERGY INC COM 95709T100 735 34000 SH SOLE 34000 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 145 20200 SH SOLE 20200 0 0 D WESTERN DIGITAL CORP COM 958102105 9884 327735 SH SOLE 327735 0 0 D WESTLAKE CHEM CORP COM 960413102 353 19000 SH SOLE 19000 0 0 D WEYERHAEUSER CO COM 962166104 872 24760 SH SOLE 24760 0 0 D WHIRLPOOL CORP COM 963320106 9471 107845 SH SOLE 107845 0 0 D WHITING PETE CORP NEW COM 966387102 4650 59300 SH SOLE 59300 0 0 D WHITNEY HLDG CORP COM 966612103 311 33600 SH SOLE 33600 0 0 D WHOLE FOODS MKT INC COM 966837106 6778 188182 SH SOLE 188182 0 0 D WILLIAMS CLAYTON ENERGY INC COM 969490101 767 18200 SH SOLE 18200 0 0 D WISCONSIN ENERGY CORP COM 976657106 741 14595 SH SOLE 14595 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 2086 82700 SH SOLE 82700 0 0 D WONDER AUTO TECHNOLOGY INC COM 978166106 234 32000 SH SOLE 32000 0 0 D WOODWARD GOVERNOR CO COM 980745103 743 29116 SH SOLE 29116 0 0 D WORLD ACCEP CORP DEL COM 981419104 1900 49600 SH SOLE 49600 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 677 22800 SH SOLE 22800 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 1094 54300 SH SOLE 54300 0 0 D XCEL ENERGY INC COM 98389B100 16442 797776 SH SOLE 797776 0 0 D XILINX INC COM 983919101 3019 119529 SH SOLE 119529 0 0 D XEROX CORP COM 984121103 343 42670 SH SOLE 42670 0 0 D YAHOO INC COM 984332106 232 16774 SH SOLE 16774 0 0 D YAMANA GOLD INC COM 98462Y100 2369 230500 SH SOLE 230500 0 0 D YUM BRANDS INC COM 988498101 9841 252084 SH SOLE 252084 0 0 D ZHONGPIN INC COM 98952K107 227 19300 SH SOLE 19300 0 0 D ZIMMER HLDGS INC COM 98956P102 10599 196094 SH SOLE 196094 0 0 D ZIONS BANCORPORATION COM 989701107 1898 88000 SH SOLE 88000 0 0 D ZORAN CORP COM 98975F101 1496 156800 SH SOLE 156800 0 0 D ZYGO CORP COM 989855101 246 30300 SH SOLE 30300 0 0 S REPORT SUMMARY 1037 DATA RECORDS 4236382 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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