0001097241-11-000030.txt : 20111110 0001097241-11-000030.hdr.sgml : 20111110 20111110172110 ACCESSION NUMBER: 0001097241-11-000030 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111110 DATE AS OF CHANGE: 20111110 EFFECTIVENESS DATE: 20111110 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: 111196443 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 13F-HR 1 vrs3q11b.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: September 30, 2011 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: Curtis M. Mattson Title: Chief Administrative Officer - Investments Phone: 804-344-3129 Signature, Place, and Date of Signing: /s/ Curtis M. Mattson Richmond, VA November 10, 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: 854 Form 13F Information Table Value Total: $4,642,755(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 11098 314280 SH SOLE 314280 0 0 D AIRCASTLE LTD COM G0129K104 280 29400 SH SOLE 29400 0 0 D ASPEN INSURANCE HOLDINGS LTD ORD G05384105 461 20000 SH SOLE 20000 0 0 D ASSURED GUARANTY LTD COM G0585R106 346 31500 SH SOLE 31500 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 4134 159376 SH SOLE 159376 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 46289 878686 SH SOLE 878686 0 0 D BUNGE LIMITED COM G16962105 7219 123852 SH SOLE 123852 0 0 D COVIDIEN PLC SHS G2554F113 245 5563 SH SOLE 5563 0 0 D EVEREST RE GROUP LTD COM G3223R108 13511 170209 SH SOLE 170209 0 0 D HELEN OF TROY CORP LTD COM G4388N106 364 14500 SH SOLE 14500 0 0 D MAIDEN HOLDINGS LTD SHS G5753U112 295 39900 SH SOLE 39900 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3342 230224 SH SOLE 230224 0 0 D MONTPELIER RE HOLDINGS LTD SHS G62185106 548 31000 SH SOLE 31000 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 4075 63879 SH SOLE 63879 0 0 D SEADRILL LIMITED SHS G7945E105 2813 100475 SH SOLE 100475 0 0 D SIGNET JEWELERS LIMITED SHS G81276100 767 22700 SH SOLE 22700 0 0 D WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 5923 172334 SH SOLE 172334 0 0 D ACE LTD SHS H0023R105 2217 36586 SH SOLE 36586 0 0 D TRANSOCEAN LTD REG SHS H8817H100 4561 93280 SH SOLE 93280 0 0 D TYCO INTERNATIONAL LTD SHS H89128104 214 5262 SH SOLE 5262 0 0 D UBS AG SHS NEW H89231338 11372 980037 SH SOLE 980037 0 0 D CELLCOM ISRAEL LTD SHS M2196U109 240 11534 SH SOLE 11534 0 0 D ELBIT SYS LTD ORD M3760D101 552 13866 SH SOLE 13866 0 0 D LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 586 23985 SH SOLE 23985 0 0 D ORTHOFIX INTL N V COM N6748L102 290 8400 SH SOLE 8400 0 0 D SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 206 7800 SH SOLE 7800 0 0 D VISTAPRINT N V SHS N93540107 295 10900 SH SOLE 10900 0 0 D AVAGO TECHNOLOGIES LTD SHS Y0486S104 16620 507183 SH SOLE 507183 0 0 D AFLAC INC COM 001055102 1595 45648 SH SOLE 45648 0 0 D AES CORP COM 00130H105 6177 632856 SH SOLE 632856 0 0 D AK STL HLDG CORP COM 001547108 245 37400 SH SOLE 37400 0 0 D AT&T INC COM 00206R102 96365 3378862 SH SOLE 3378862 0 0 D AVX CORP NEW COM 002444107 217 18300 SH SOLE 18300 0 0 D ABBOTT LABS COM 002824100 12240 239341 SH SOLE 239341 0 0 D ACACIA RESH CORP ACACIA TCH COM 003881307 256 7100 SH SOLE 7100 0 0 D ADOBE SYS INC COM 00724F101 4722 195361 SH SOLE 195361 0 0 D ADTRAN INC COM 00738A106 320 12100 SH SOLE 12100 0 0 D ADVANCE AUTO PARTS INC COM 00751Y106 805 13858 SH SOLE 13858 0 0 D AEROPOSTALE COM 007865108 163 15050 SH SOLE 15050 0 0 D AETNA INC NEW COM 00817Y108 25819 710475 SH SOLE 710475 0 0 D AGNICO EAGLE MINES LTD COM 008474108 2934 48800 SH SOLE 48800 0 0 D AGREE REALTY CORP COM 008492100 290 13300 SH SOLE 13300 0 0 D AGRIUM INC COM 008916108 3220 48100 SH SOLE 48100 0 0 D AIR PRODS & CHEMS INC COM 009158106 2274 29778 SH SOLE 29778 0 0 D 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340803 0 0 D AMERICAN AXLE & MFG HLDGS IN COM 024061103 114 14900 SH SOLE 14900 0 0 D AMERICAN CAMPUS CMNTYS INC COM 024835100 1299 34900 SH SOLE 34900 0 0 D AMERICAN CAPITAL AGENCY CORP COM 02503X105 474 17500 SH SOLE 17500 0 0 D AMERICAN CAP LTD COM 02503Y103 240 35200 SH SOLE 35200 0 0 D AMERICAN ELEC PWR INC COM 025537101 7447 195879 SH SOLE 195879 0 0 D AMERICAN EQTY INVT LIFE HLD COM 025676206 577 65900 SH SOLE 65900 0 0 D AMERICAN EXPRESS CO COM 025816109 9305 207241 SH SOLE 207241 0 0 D AMERICAN GREETINGS CORP CL A 026375105 420 22700 SH SOLE 22700 0 0 D AMERICAN TOWER CORP CL A 029912201 239 4451 SH SOLE 4451 0 0 D AMERICAN WTR WKS CO INC NEW COM 030420103 1885 62468 SH SOLE 62468 0 0 D AMERICAN WOODMARK CORP COM 030506109 202 16700 SH SOLE 16700 0 0 D AMERICAS CAR MART INC COM 03062T105 258 8900 SH SOLE 8900 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 1874 50274 SH SOLE 50274 0 0 D AMERIPRISE FINL INC COM 03076C106 851 21619 SH SOLE 21619 0 0 D AMGEN INC COM 031162100 3504 63761 SH SOLE 63761 0 0 D AMKOR TECHNOLOGY INC COM 031652100 136 31200 SH SOLE 31200 0 0 D ANADARKO PETE CORP COM 032511107 1273 20183 SH SOLE 20183 0 0 D ANALOG DEVICES INC COM 032654105 2046 65462 SH SOLE 65462 0 0 D ANNALY CAP MGMT INC COM 035710409 2007 120672 SH SOLE 120672 0 0 D APACHE CORP COM 037411105 9621 119903 SH SOLE 119903 0 0 D APARTMENT INVT & MGMT CO CL A 03748R101 1369 61900 SH SOLE 61900 0 0 D APOLLO GROUP INC CL A 037604105 730 18425 SH SOLE 18425 0 0 D APOLLO INVT CORP COM 03761U106 291 38709 SH SOLE 38709 0 0 D APPLE INC COM 037833100 156904 411477 SH SOLE 411477 0 0 D APPLIED INDL TECHNOLOGIES IN COM 03820C105 315 11600 SH SOLE 11600 0 0 D APPLIED MATLS INC COM 038222105 153 14797 SH SOLE 14797 0 0 D ARCH COAL INC COM 039380100 1100 75459 SH SOLE 75459 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 4098 165158 SH SOLE 165158 0 0 D ARES CAP CORP COM 04010L103 340 24659 SH SOLE 24659 0 0 D ARMSTRONG WORLD INDS INC NEW COM 04247X102 255 7400 SH SOLE 7400 0 0 D ARRIS 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INC COM 05548J106 430 8400 SH SOLE 8400 0 0 D BRE PROPERTIES INC CL A 05564E106 656 15500 SH SOLE 15500 0 0 D BAKER HUGHES INC COM 057224107 2094 45377 SH SOLE 45377 0 0 D BANK OF AMERICA CORPORATION COM 060505104 12136 1983007 SH SOLE 1983007 0 0 D BANK MONTREAL QUE COM 063671101 15019 266855 SH SOLE 266855 0 0 D BANK OF NEW YORK MELLON CORP COM 064058100 259 13934 SH SOLE 13934 0 0 D BANK NOVA SCOTIA HALIFAX COM 064149107 17647 348800 SH SOLE 348800 0 0 D BARRICK GOLD CORP COM 067901108 15576 330502 SH SOLE 330502 0 0 D BAXTER INTL INC COM 071813109 359 6400 SH SOLE 6400 0 0 D BAYTEX ENERGY CORP COM 07317Q105 1038 24700 SH SOLE 24700 0 0 D BED BATH & BEYOND INC COM 075896100 8281 144496 SH SOLE 144496 0 0 D BELDEN INC COM 077454106 606 23500 SH SOLE 23500 0 0 D BEMIS INC COM 081437105 293 10000 SH SOLE 10000 0 0 D BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 5749 80927 SH SOLE 80927 0 0 D BERRY PETE CO CL A 085789105 322 9100 SH SOLE 9100 0 0 D BEST BUY INC COM 086516101 3125 134103 SH SOLE 134103 0 0 D BIG LOTS INC COM 089302103 533 15300 SH SOLE 15300 0 0 D BIGLARI HLDGS INC COM 08986R101 514 1735 SH SOLE 1735 0 0 D BIOGEN IDEC INC COM 09062X103 46098 494876 SH SOLE 494876 0 0 D BLACKBOARD INC COM 091935502 375 8400 SH SOLE 8400 0 0 D BLACK HILLS CORP COM 092113109 723 23600 SH SOLE 23600 0 0 D BLACKBAUD INC COM 09227Q100 252 11300 SH SOLE 11300 0 0 D BLACKROCK INC COM 09247X101 26476 178877 SH SOLE 178877 0 0 D BLACKROCK KELSO CAPITAL CORP COM 092533108 117802 16137201 SH SOLE 16137201 0 0 D BOEING CO COM 097023105 2243 37070 SH SOLE 37070 0 0 D BORGWARNER INC COM 099724106 1975 32627 SH SOLE 32627 0 0 D BOSTON BEER INC CL A 100557107 291 4000 SH SOLE 4000 0 0 D BOSTON PROPERTIES INC COM 101121101 5034 56495 SH SOLE 56495 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 1355 229328 SH SOLE 229328 0 0 D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 628 78400 SH SOLE 78400 0 0 D BRIGHTPOINT INC COM NEW 109473405 121 13100 SH SOLE 13100 0 0 D BRINKS CO COM 109696104 417 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CME GROUP INC COM 12572Q105 1778 7215 SH SOLE 7215 0 0 D CNO FINL GROUP INC COM 12621E103 631 116600 SH SOLE 116600 0 0 D CSG SYS INTL INC COM 126349109 350 27700 SH SOLE 27700 0 0 D CSX CORP COM 126408103 231 12374 SH SOLE 12374 0 0 D CTC MEDIA INC COM 12642X106 850 95500 SH SOLE 95500 0 0 D CVR ENERGY INC COM 12662P108 402 19000 SH SOLE 19000 0 0 D CVS CAREMARK CORPORATION COM 126650100 4363 129887 SH SOLE 129887 0 0 D CYS INVTS INC COM 12673A108 123 10200 SH SOLE 10200 0 0 D CABOT OIL & GAS CORP COM 127097103 710 11471 SH SOLE 11471 0 0 D CACI INTL INC CL A 127190304 609 12200 SH SOLE 12200 0 0 D CADENCE DESIGN SYSTEM INC COM 127387108 864 93500 SH SOLE 93500 0 0 D CALPINE CORP COM NEW 131347304 3103 220402 SH SOLE 220402 0 0 D CAMDEN PPTY TR SH BEN INT 133131102 1105 20000 SH SOLE 20000 0 0 D CAMECO CORP COM 13321L108 1913 103600 SH SOLE 103600 0 0 D CDN IMPERIAL BK OF COMMERCE COM 136069101 10168 144400 SH SOLE 144400 0 0 D CANADIAN NATL RY CO COM 136375102 11714 174300 SH SOLE 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SOLE 12200 0 0 D COMPLETE PRODUCTION SERVICES COM 20453E109 217 11500 SH SOLE 11500 0 0 D COMPUTER PROGRAMS & SYS INC COM 205306103 562 8500 SH SOLE 8500 0 0 D COMPUTER SCIENCES CORP COM 205363104 3529 131440 SH SOLE 131440 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 382 13600 SH SOLE 13600 0 0 D CONCHO RES INC COM 20605P101 1039 14601 SH SOLE 14601 0 0 D CONOCOPHILLIPS COM 20825C104 12528 197858 SH SOLE 197858 0 0 D CONSOL ENERGY INC COM 20854P109 904 26640 SH SOLE 26640 0 0 D CONSOLIDATED EDISON INC COM 209115104 11249 197283 SH SOLE 197283 0 0 D CONSTELLATION BRANDS INC CL A 21036P108 522 29020 SH SOLE 29020 0 0 D COOPER COS INC COM NEW 216648402 530 6700 SH SOLE 6700 0 0 D COPART INC COM 217204106 798 20400 SH SOLE 20400 0 0 D CORN PRODS INTL INC COM 219023108 636 16200 SH SOLE 16200 0 0 D CORNING INC COM 219350105 3943 319016 SH SOLE 319016 0 0 D COSTCO WHSL CORP NEW COM 22160K105 8919 108602 SH SOLE 108602 0 0 D COUSINS PPTYS INC COM 222795106 145 24800 SH SOLE 24800 0 0 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GROUP INC CL A 247131105 243 11300 SH SOLE 11300 0 0 D DELTA AIR LINES INC DEL COM NEW 247361702 202 26965 SH SOLE 26965 0 0 D DELUXE CORP COM 248019101 2318 124600 SH SOLE 124600 0 0 D DENTSPLY INTL INC NEW COM 249030107 1061 34580 SH SOLE 34580 0 0 D DEPOMED INC COM 249908104 201 37300 SH SOLE 37300 0 0 D DEVON ENERGY CORP NEW COM 25179M103 1381 24909 SH SOLE 24909 0 0 D DEVRY INC DEL COM 251893103 382 10331 SH SOLE 10331 0 0 D DIAMOND OFFSHORE DRILLING IN COM 25271C102 2112 38578 SH SOLE 38578 0 0 D DIAMONDROCK HOSPITALITY CO COM 252784301 470 67300 SH SOLE 67300 0 0 D DIGITAL RLTY TR INC COM 253868103 1424 25807 SH SOLE 25807 0 0 D DILLARDS INC CL A 254067101 565 13000 SH SOLE 13000 0 0 D DISNEY WALT CO COM DISNEY 254687106 4441 147249 SH SOLE 147249 0 0 D DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 12195 324161 SH SOLE 324161 0 0 D DISH NETWORK CORP CL A 25470M109 8314 331915 SH SOLE 331915 0 0 D DISCOVER FINL SVCS COM 254709108 7645 333271 SH SOLE 333271 0 0 D DIRECTV COM CL A 25490A101 41996 993515 SH SOLE 993515 0 0 D DOLAN CO COM 25659P402 148 16500 SH SOLE 16500 0 0 D DOLLAR TREE INC COM 256746108 11569 153972 SH SOLE 153972 0 0 D DOMINION RES INC VA NEW COM 25746U109 16652 327980 SH SOLE 327980 0 0 D DOMTAR CORP COM NEW 257559203 798 11700 SH SOLE 11700 0 0 D DONALDSON INC COM 257651109 778 14200 SH SOLE 14200 0 0 D DOUGLAS EMMETT INC COM 25960P109 1040 60800 SH SOLE 60800 0 0 D DOW CHEM CO COM 260543103 1397 62191 SH SOLE 62191 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 4569 114321 SH SOLE 114321 0 0 D DUKE ENERGY CORP NEW COM 26441C105 1354 67739 SH SOLE 67739 0 0 D DUKE REALTY CORP COM NEW 264411505 690 65736 SH SOLE 65736 0 0 D DUPONT FABROS TECHNOLOGY INC COM 26613Q106 258 13118 SH SOLE 13118 0 0 D E M C CORP MASS COM 268648102 7357 350488 SH SOLE 350488 0 0 D EOG RES INC COM 26875P101 214 3012 SH SOLE 3012 0 0 D EQT CORP COM 26884L109 213 3991 SH SOLE 3991 0 0 D E TRADE FINANCIAL CORP COM NEW 269246401 346 38000 SH SOLE 38000 0 0 D EARTHLINK 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SH SOLE 249062 0 0 D MYLAN INC COM 628530107 1307 76923 SH SOLE 76923 0 0 D MYRIAD GENETICS INC COM 62855J104 613 32700 SH SOLE 32700 0 0 D NII HLDGS INC CL B NEW 62913F201 811 30110 SH SOLE 30110 0 0 D NATIONAL CINEMEDIA INC COM 635309107 274 18900 SH SOLE 18900 0 0 D NATIONAL FINL PARTNERS CORP COM 63607P208 423 38700 SH SOLE 38700 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 813 16700 SH SOLE 16700 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 5373 104894 SH SOLE 104894 0 0 D NATIONAL PENN BANCSHARES INC COM 637138108 194 27700 SH SOLE 27700 0 0 D NATIONAL PRESTO INDS INC COM 637215104 243 2800 SH SOLE 2800 0 0 D NAVISTAR INTL CORP NEW COM 63934E108 626 19500 SH SOLE 19500 0 0 D NELNET INC CL A 64031N108 319 17000 SH SOLE 17000 0 0 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 85 13000 SH SOLE 13000 0 0 D NETAPP INC COM 64110D104 2322 68428 SH SOLE 68428 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 194 32400 SH SOLE 32400 0 0 D NEUSTAR INC CL A 64126X201 2871 114200 SH SOLE 114200 0 0 D NEUTRAL TANDEM INC COM 64128B108 154 15900 SH SOLE 15900 0 0 D NEW GOLD INC CDA COM 644535106 1648 158700 SH SOLE 158700 0 0 D NEWELL RUBBERMAID INC COM 651229106 3023 254658 SH SOLE 254658 0 0 D NEWMARKET CORP COM 651587107 607 4000 SH SOLE 4000 0 0 D NEWMONT MINING CORP COM 651639106 7978 126740 SH SOLE 126740 0 0 D NEWS CORP CL A 65248E104 3901 252014 SH SOLE 252014 0 0 D NEXEN INC COM 65334H102 3013 192600 SH SOLE 192600 0 0 D NEXTERA ENERGY INC COM 65339F101 243 4498 SH SOLE 4498 0 0 D NIKE INC CL B 654106103 1718 20095 SH SOLE 20095 0 0 D NISOURCE INC COM 65473P105 18285 855237 SH SOLE 855237 0 0 D NOBLE ENERGY INC COM 655044105 558 7880 SH SOLE 7880 0 0 D NORDSON CORP COM 655663102 536 13500 SH SOLE 13500 0 0 D NORDSTROM INC COM 655664100 392 8571 SH SOLE 8571 0 0 D NORFOLK SOUTHERN CORP COM 655844108 9169 150264 SH SOLE 150264 0 0 D NORTHROP GRUMMAN CORP COM 666807102 1504 28820 SH SOLE 28820 0 0 D NOVELLUS SYS INC COM 670008101 363 13300 SH SOLE 13300 0 0 D NU SKIN ENTERPRISES INC CL A 67018T105 835 20600 SH SOLE 20600 0 0 D NSTAR COM 67019E107 4027 89862 SH SOLE 89862 0 0 D OGE ENERGY CORP COM 670837103 1051 22000 SH SOLE 22000 0 0 D O REILLY AUTOMOTIVE INC NEW COM 67103H107 12989 194947 SH SOLE 194947 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 12114 169421 SH SOLE 169421 0 0 D OCEANEERING INTL INC COM 675232102 459 13000 SH SOLE 13000 0 0 D OIL STS INTL INC COM 678026105 489 9600 SH SOLE 9600 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 458 15800 SH SOLE 15800 0 0 D OLD NATL BANCORP IND COM 680033107 171 18400 SH SOLE 18400 0 0 D OMEGA HEALTHCARE INVS INC COM 681936100 667 41900 SH SOLE 41900 0 0 D OMNIVISION TECHNOLOGIES INC COM 682128103 143 10200 SH SOLE 10200 0 0 D ON SEMICONDUCTOR CORP COM 682189105 302 42000 SH SOLE 42000 0 0 D OPEN TEXT CORP COM 683715106 1983 37778 SH SOLE 37778 0 0 D ORACLE CORP COM 68389X105 35753 1244018 SH SOLE 1244018 0 0 D ORBITAL SCIENCES CORP COM 685564106 270 21100 SH SOLE 21100 0 0 D ORITANI FINL CORP DEL COM 68633D103 359 27900 SH SOLE 27900 0 0 D OWENS CORNING NEW COM 690742101 590 27200 SH SOLE 27200 0 0 D PDL BIOPHARMA INC COM 69329Y104 134 24200 SH SOLE 24200 0 0 D PG&E CORP COM 69331C108 290 6865 SH SOLE 6865 0 0 D PNC FINL SVCS GROUP INC COM 693475105 4549 94406 SH SOLE 94406 0 0 D PNM RES INC COM 69349H107 547 33300 SH SOLE 33300 0 0 D PPG INDS INC COM 693506107 3249 45975 SH SOLE 45975 0 0 D PPL CORP COM 69351T106 248 8676 SH SOLE 8676 0 0 D PS BUSINESS PKS INC CALIF COM 69360J107 659 13300 SH SOLE 13300 0 0 D PACCAR INC COM 693718108 1075 31791 SH SOLE 31791 0 0 D PAN AMERICAN SILVER CORP COM 697900108 1495 55200 SH SOLE 55200 0 0 D PANERA BREAD CO CL A 69840W108 863 8300 SH SOLE 8300 0 0 D PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 623 40500 SH SOLE 40500 0 0 D PARKER DRILLING CO COM 701081101 85 19300 SH SOLE 19300 0 0 D PARKER HANNIFIN CORP COM 701094104 5070 80318 SH SOLE 80318 0 0 D PARKWAY PPTYS INC COM 70159Q104 156 14200 SH SOLE 14200 0 0 D PATTERSON UTI ENERGY INC COM 703481101 702 40500 SH SOLE 40500 0 0 D PENGROWTH ENERGY CORP COM 70706P104 2969 326674 SH SOLE 326674 0 0 D PENN VA CORP COM 707882106 64 11500 SH SOLE 11500 0 0 D PENN WEST PETE LTD NEW COM 707887105 3002 201200 SH SOLE 201200 0 0 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 119 15400 SH SOLE 15400 0 0 D PEPCO HOLDINGS INC COM 713291102 6450 340933 SH SOLE 340933 0 0 D PEPSICO INC COM 713448108 20969 338749 SH SOLE 338749 0 0 D PETSMART INC COM 716768106 8243 193272 SH SOLE 193272 0 0 D PFIZER INC COM 717081103 25628 1449556 SH SOLE 1449556 0 0 D PHARMASSET INC COM 71715N106 379 4600 SH SOLE 4600 0 0 D PHILIP MORRIS INTL INC COM 718172109 73861 1184056 SH SOLE 1184056 0 0 D PHOENIX COS INC NEW COM 71902E109 16 12900 SH SOLE 12900 0 0 D PHOTRONICS INC COM 719405102 198 39800 SH SOLE 39800 0 0 D PIER 1 IMPORTS INC COM 720279108 372 38000 SH SOLE 38000 0 0 D PINNACLE WEST CAP CORP COM 723484101 15704 365723 SH SOLE 365723 0 0 D PLAINS EXPL& PRODTN CO COM 726505100 2552 112378 SH SOLE 112378 0 0 D PLANTRONICS INC NEW COM 727493108 330 11600 SH SOLE 11600 0 0 D POLARIS INDS INC COM 731068102 660 13200 SH SOLE 13200 0 0 D POLYCOM INC COM 73172K104 360 19600 SH SOLE 19600 0 0 D PORTLAND GEN ELEC CO COM NEW 736508847 474 20000 SH SOLE 20000 0 0 D POST PPTYS INC COM 737464107 917 26400 SH SOLE 26400 0 0 D POTASH CORP SASK INC COM 73755L107 12449 285100 SH SOLE 285100 0 0 D PRAXAIR INC COM 74005P104 3684 39412 SH SOLE 39412 0 0 D PRECISION CASTPARTS CORP COM 740189105 45940 295510 SH SOLE 295510 0 0 D PRECISION DRILLING CORP COM 2010 74022D308 624 74500 SH SOLE 74500 0 0 D PREMIERE GLOBAL SVCS INC COM 740585104 135 21000 SH SOLE 21000 0 0 D PRESIDENTIAL LIFE CORP COM 740884101 130 15800 SH SOLE 15800 0 0 D PRESTIGE BRANDS HLDGS INC COM 74112D101 218 24100 SH SOLE 24100 0 0 D PRICELINE COM INC COM NEW 741503403 5644 12557 SH SOLE 12557 0 0 D PRINCIPAL FINL GROUP INC COM 74251V102 360 15901 SH SOLE 15901 0 0 D PROCTER & GAMBLE CO COM 742718109 26197 414644 SH SOLE 414644 0 0 D PROGENICS PHARMACEUTICALS IN COM 743187106 130 22600 SH SOLE 22600 0 0 D PROLOGIS INC COM 74340W103 3375 139159 SH SOLE 139159 0 0 D PROTECTIVE LIFE CORP COM 743674103 636 40700 SH SOLE 40700 0 0 D PRUDENTIAL FINL INC COM 744320102 6141 131054 SH SOLE 131054 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 4881 146277 SH SOLE 146277 0 0 D PUBLIC STORAGE COM 74460D109 2475 22228 SH SOLE 22228 0 0 D QEP RES INC COM 74733V100 1383 51083 SH SOLE 51083 0 0 D QUALCOMM INC COM 747525103 47056 967631 SH SOLE 967631 0 0 D QUEST SOFTWARE INC COM 74834T103 651 41000 SH SOLE 41000 0 0 D QUESTCOR PHARMACEUTICALS INC COM 74835Y101 259 9500 SH SOLE 9500 0 0 D QUESTAR CORP COM 748356102 579 32700 SH SOLE 32700 0 0 D RPC INC COM 749660106 343 21025 SH SOLE 21025 0 0 D RALCORP HLDGS INC NEW COM 751028101 354 4616 SH SOLE 4616 0 0 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 121 14800 SH SOLE 14800 0 0 D RAVEN INDS INC COM 754212108 424 8800 SH SOLE 8800 0 0 D RAYTHEON CO COM NEW 755111507 3539 86597 SH SOLE 86597 0 0 D RED ROBIN GOURMET BURGERS IN COM 75689M101 364 15100 SH SOLE 15100 0 0 D REGAL BELOIT CORP COM 758750103 540 11900 SH SOLE 11900 0 0 D REGENCY CTRS CORP COM 758849103 3716 105191 SH SOLE 105191 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 758 227604 SH SOLE 227604 0 0 D REINSURANCE GROUP AMER INC COM NEW 759351604 841 18300 SH SOLE 18300 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 296 8700 SH SOLE 8700 0 0 D REPUBLIC BANCORP KY CL A 760281204 350 19764 SH SOLE 19764 0 0 D RESEARCH IN MOTION LTD COM 760975102 4489 219000 SH SOLE 219000 0 0 D REYNOLDS AMERICAN INC COM 761713106 18531 494424 SH SOLE 494424 0 0 D RIGEL PHARMACEUTICALS INC COM NEW 766559603 185 25100 SH SOLE 25100 0 0 D RITCHIE BROS AUCTIONEERS COM 767744105 418 20500 SH SOLE 20500 0 0 D ROCK-TENN CO CL A 772739207 250 5128 SH SOLE 5128 0 0 D ROGERS COMMUNICATIONS INC CL B 775109200 4344 126200 SH SOLE 126200 0 0 D ROPER INDS INC NEW COM 776696106 28182 408975 SH SOLE 408975 0 0 D ROSETTA RESOURCES INC COM 777779307 212 6200 SH SOLE 6200 0 0 D ROSS STORES INC COM 778296103 38630 490919 SH SOLE 490919 0 0 D ROVI CORP COM 779376102 223 5200 SH SOLE 5200 0 0 D ROYAL BK CDA MONTREAL QUE COM 780087102 19039 412800 SH SOLE 412800 0 0 D RUDDICK CORP COM 781258108 378 9700 SH SOLE 9700 0 0 D RUDOLPH TECHNOLOGIES INC COM 781270103 80 11900 SH SOLE 11900 0 0 D RYDER SYS INC COM 783549108 323 8600 SH SOLE 8600 0 0 D SL GREEN RLTY CORP COM 78440X101 3269 56214 SH SOLE 56214 0 0 D SLM CORP COM 78442P106 1068 85818 SH SOLE 85818 0 0 D SM ENERGY CO COM 78454L100 431 7100 SH SOLE 7100 0 0 D SPDR S&P 500 ETF TR TR UNIT 78462F103 3080 27221 SH SOLE 27221 0 0 D SS&C TECHNOLOGIES HLDGS INC COM 78467J100 512 35800 SH SOLE 35800 0 0 D SAFEWAY INC COM NEW 786514208 2911 175073 SH SOLE 175073 0 0 D ST JUDE MED INC COM 790849103 3897 107690 SH SOLE 107690 0 0 D SALLY BEAUTY HLDGS INC COM 79546E104 691 41600 SH SOLE 41600 0 0 D SANDISK CORP COM 80004C101 3833 94972 SH SOLE 94972 0 0 D SANDRIDGE ENERGY INC COM 80007P307 120 21500 SH SOLE 21500 0 0 D SANMINA SCI CORP COM NEW 800907206 120 18000 SH SOLE 18000 0 0 D SCHEIN HENRY INC COM 806407102 15220 245447 SH SOLE 245447 0 0 D SCHLUMBERGER LTD COM 806857108 10359 173426 SH SOLE 173426 0 0 D SCHULMAN A INC COM 808194104 352 20700 SH SOLE 20700 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 136 12086 SH SOLE 12086 0 0 D SCRIPPS E W CO OHIO CL A NEW 811054402 97 13900 SH SOLE 13900 0 0 D SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3559 95748 SH SOLE 95748 0 0 D SEACHANGE INTL INC COM 811699107 96 12500 SH SOLE 12500 0 0 D SEALED AIR CORP NEW COM 81211K100 484 28992 SH SOLE 28992 0 0 D SELECT COMFORT CORP COM 81616X103 529 37900 SH SOLE 37900 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 1289 59825 SH SOLE 59825 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 1622 79500 SH SOLE 79500 0 0 D SIGMA ALDRICH CORP COM 826552101 5423 87765 SH SOLE 87765 0 0 D SIGMA DESIGNS INC COM 826565103 379 48400 SH SOLE 48400 0 0 D SILVER WHEATON CORP COM 828336107 4195 141300 SH SOLE 141300 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 6808 61904 SH SOLE 61904 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 428 10100 SH SOLE 10100 0 0 D SIRIUS XM RADIO INC COM 82967N108 64 42070 SH SOLE 42070 0 0 D SKILLED HEALTHCARE GROUP INC CL A 83066R107 55 15300 SH SOLE 15300 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 523 29100 SH SOLE 29100 0 0 D SMART BALANCE INC COM 83169Y108 123 20800 SH SOLE 20800 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 37 24400 SH SOLE 24400 0 0 D SMITHFIELD FOODS INC COM 832248108 620 31800 SH SOLE 31800 0 0 D SMUCKER J M CO COM NEW 832696405 13193 181000 SH SOLE 181000 0 0 D SOLUTIA INC COM NEW 834376501 145 11300 SH SOLE 11300 0 0 D SOTHEBYS COM 835898107 306 11100 SH SOLE 11100 0 0 D SOUTHERN CO COM 842587107 41253 973628 SH SOLE 973628 0 0 D SOUTHWEST AIRLS CO COM 844741108 105 13119 SH SOLE 13119 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 2447 73404 SH SOLE 73404 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 485 13057 SH SOLE 13057 0 0 D SPANSION INC COM CL A NEW 84649R200 142 11600 SH SOLE 11600 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 102 33569 SH SOLE 33569 0 0 D STAPLES INC COM 855030102 653 49102 SH SOLE 49102 0 0 D STARBUCKS CORP COM 855244109 4908 131611 SH SOLE 131611 0 0 D STARWOOD PPTY TR INC COM 85571B105 223 13000 SH SOLE 13000 0 0 D STATE STR CORP COM 857477103 1729 53756 SH SOLE 53756 0 0 D STEEL DYNAMICS INC COM 858119100 641 64600 SH SOLE 64600 0 0 D STEPAN CO COM 858586100 517 7700 SH SOLE 7700 0 0 D STERICYCLE INC COM 858912108 2092 25915 SH SOLE 25915 0 0 D STERIS CORP COM 859152100 334 11400 SH SOLE 11400 0 0 D STONE ENERGY CORP COM 861642106 196 12100 SH SOLE 12100 0 0 D STRYKER CORP COM 863667101 6790 144065 SH SOLE 144065 0 0 D STURM RUGER & CO INC COM 864159108 447 17200 SH SOLE 17200 0 0 D SUN LIFE FINL INC COM 866796105 4408 183500 SH SOLE 183500 0 0 D SUNCOR ENERGY INC NEW COM 867224107 12728 495620 SH SOLE 495620 0 0 D SUNTRUST BKS INC COM 867914103 6838 380925 SH SOLE 380925 0 0 D SUPERVALU INC COM 868536103 214 32100 SH SOLE 32100 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 127 23300 SH SOLE 23300 0 0 D SWIFT ENERGY CO COM 870738101 253 10400 SH SOLE 10400 0 0 D SYMANTEC CORP COM 871503108 7923 486078 SH SOLE 486078 0 0 D SYNOPSYS INC COM 871607107 647 26541 SH SOLE 26541 0 0 D SYNTEL INC COM 87162H103 337 7800 SH SOLE 7800 0 0 D SYSCO CORP COM 871829107 4731 182647 SH SOLE 182647 0 0 D TJX COS INC NEW COM 872540109 43507 784333 SH SOLE 784333 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2608 79679 SH SOLE 79679 0 0 D TTM TECHNOLOGIES INC COM 87305R109 224 23600 SH SOLE 23600 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 179 14100 SH SOLE 14100 0 0 D TALISMAN ENERGY INC COM 87425E103 3426 277200 SH SOLE 277200 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 572 22000 SH SOLE 22000 0 0 D TARGACEPT INC COM 87611R306 366 24400 SH SOLE 24400 0 0 D TARGET CORP COM 87612E106 360 7346 SH SOLE 7346 0 0 D TECH DATA CORP COM 878237106 467 10800 SH SOLE 10800 0 0 D TECK RESOURCES LTD CL B 878742204 5255 177100 SH SOLE 177100 0 0 D TECUMSEH PRODS CO CL A 878895200 203 27800 SH SOLE 27800 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 474 9700 SH SOLE 9700 0 0 D TELEFLEX INC COM 879369106 446 8300 SH SOLE 8300 0 0 D TELUS CORP NON-VTG SHS 87971M202 3947 84200 SH SOLE 84200 0 0 D TEMPLE INLAND INC COM 879868107 317 10100 SH SOLE 10100 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 789 15000 SH SOLE 15000 0 0 D TENET HEALTHCARE CORP COM 88033G100 138 33500 SH SOLE 33500 0 0 D TENNECO INC COM 880349105 213 8300 SH SOLE 8300 0 0 D TERADATA CORP DEL COM 88076W103 7124 133092 SH SOLE 133092 0 0 D TERADYNE INC COM 880770102 589 53500 SH SOLE 53500 0 0 D TEREX CORP NEW COM 880779103 123 12000 SH SOLE 12000 0 0 D TESORO CORP COM 881609101 787 40400 SH SOLE 40400 0 0 D TESSERA TECHNOLOGIES INC COM 88164L100 306 25600 SH SOLE 25600 0 0 D TEXAS INSTRS INC COM 882508104 1749 65630 SH SOLE 65630 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 26854 530301 SH SOLE 530301 0 0 D THOMAS & BETTS CORP COM 884315102 595 14900 SH SOLE 14900 0 0 D THOMSON REUTERS CORP COM 884903105 2197 80600 SH SOLE 80600 0 0 D 3M CO COM 88579Y101 12727 177275 SH SOLE 177275 0 0 D TIBCO SOFTWARE INC COM 88632Q103 305 13600 SH SOLE 13600 0 0 D TIM HORTONS INC COM 88706M103 7488 160200 SH SOLE 160200 0 0 D TIME WARNER INC COM NEW 887317303 360 12016 SH SOLE 12016 0 0 D TIME WARNER CABLE INC COM 88732J207 1559 24875 SH SOLE 24875 0 0 D TIMKEN CO COM 887389104 798 24300 SH SOLE 24300 0 0 D TORO CO COM 891092108 581 11800 SH SOLE 11800 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 18990 265300 SH SOLE 265300 0 0 D TOTAL SYS SVCS INC COM 891906109 2491 147132 SH SOLE 147132 0 0 D TRACTOR SUPPLY CO COM 892356106 319 5100 SH SOLE 5100 0 0 D TRANSALTA CORP COM 89346D107 1729 79000 SH SOLE 79000 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 650 13400 SH SOLE 13400 0 0 D TRANSCANADA CORP COM 89353D107 7483 183300 SH SOLE 183300 0 0 D TRANSDIGM GROUP INC COM 893641100 931 11400 SH SOLE 11400 0 0 D TRAVELERS COMPANIES INC COM 89417E109 8417 172721 SH SOLE 172721 0 0 D TREEHOUSE FOODS INC COM 89469A104 266 4300 SH SOLE 4300 0 0 D TRIUMPH GROUP INC NEW COM 896818101 634 13000 SH SOLE 13000 0 0 D TUPPERWARE BRANDS CORP COM 899896104 392 7300 SH SOLE 7300 0 0 D TWO HBRS INVT CORP COM 90187B101 185 20900 SH SOLE 20900 0 0 D TYSON FOODS INC CL A 902494103 3697 212973 SH SOLE 212973 0 0 D UDR INC COM 902653104 1551 70060 SH SOLE 70060 0 0 D UMB FINL CORP COM 902788108 321 10000 SH SOLE 10000 0 0 D US BANCORP DEL COM NEW 902973304 8687 369019 SH SOLE 369019 0 0 D URS CORP NEW COM 903236107 2372 79980 SH SOLE 79980 0 0 D USA MOBILITY INC COM 90341G103 391 29600 SH SOLE 29600 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 548 8800 SH SOLE 8800 0 0 D ULTRA PETROLEUM CORP COM 903914109 510 18416 SH SOLE 18416 0 0 D UNION PAC CORP COM 907818108 8829 108106 SH SOLE 108106 0 0 D UNIT CORP COM 909218109 3537 95800 SH SOLE 95800 0 0 D UNITED FIRE & CAS CO COM 910331107 302 17100 SH SOLE 17100 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 9806 155279 SH SOLE 155279 0 0 D UNITED RENTALS INC COM 911363109 246 14600 SH SOLE 14600 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 13703 194757 SH SOLE 194757 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 409 10900 SH SOLE 10900 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 11919 258437 SH SOLE 258437 0 0 D UNIVERSAL CORP VA COM 913456109 620 17300 SH SOLE 17300 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 313 9200 SH SOLE 9200 0 0 D UNUM GROUP COM 91529Y106 3677 175450 SH SOLE 175450 0 0 D US ECOLOGY INC COM 91732J102 183 11800 SH SOLE 11800 0 0 D VCA ANTECH INC COM 918194101 313 19600 SH SOLE 19600 0 0 D V F CORP COM 918204108 29442 242282 SH SOLE 242282 0 0 D VALASSIS COMMUNICATIONS INC COM 918866104 204 10900 SH SOLE 10900 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 2358 62900 SH SOLE 62900 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 6193 348299 SH SOLE 348299 0 0 D VALLEY NATL BANCORP COM 919794107 334 31519 SH SOLE 31519 0 0 D VALSPAR CORP COM 920355104 212 6800 SH SOLE 6800 0 0 D VALUECLICK INC COM 92046N102 602 38700 SH SOLE 38700 0 0 D VARIAN MED SYS INC COM 92220P105 4419 84716 SH SOLE 84716 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 416 6800 SH SOLE 6800 0 0 D VENTAS INC COM 92276F100 5919 119827 SH SOLE 119827 0 0 D VERIFONE SYS INC COM 92342Y109 343 9800 SH SOLE 9800 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 62253 1691646 SH SOLE 1691646 0 0 D VERINT SYS INC COM 92343X100 475 18100 SH SOLE 18100 0 0 D VIACOM INC NEW CL B 92553P201 19584 505520 SH SOLE 505520 0 0 D VIROPHARMA INC COM 928241108 202 11200 SH SOLE 11200 0 0 D VISA INC COM CL A 92826C839 14741 171971 SH SOLE 171971 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 518 62000 SH SOLE 62000 0 0 D VMWARE INC CL A COM 928563402 1780 22139 SH SOLE 22139 0 0 D VORNADO RLTY TR SH BEN INT 929042109 6300 84424 SH SOLE 84424 0 0 D W & T OFFSHORE INC COM 92922P106 384 27900 SH SOLE 27900 0 0 D WADDELL & REED FINL INC CL A 930059100 673 26900 SH SOLE 26900 0 0 D WAL MART STORES INC COM 931142103 72542 1397731 SH SOLE 1397731 0 0 D WALGREEN CO COM 931422109 8488 258073 SH SOLE 258073 0 0 D WALTER ENERGY INC COM 93317Q105 312 5199 SH SOLE 5199 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 595 21100 SH SOLE 21100 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 4274 62618 SH SOLE 62618 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 466 8000 SH SOLE 8000 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 432 20400 SH SOLE 20400 0 0 D WELLCARE HEALTH PLANS INC COM 94946T106 353 9300 SH SOLE 9300 0 0 D WELLPOINT INC COM 94973V107 308 4720 SH SOLE 4720 0 0 D WELLS FARGO & CO NEW COM 949746101 25050 1038542 SH SOLE 1038542 0 0 D WESCO INTL INC COM 95082P105 278 8300 SH SOLE 8300 0 0 D WESTAR ENERGY INC COM 95709T100 911 34500 SH SOLE 34500 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 153 28000 SH SOLE 28000 0 0 D WESTERN DIGITAL CORP COM 958102105 4236 164708 SH SOLE 164708 0 0 D WESTERN UN CO COM 959802109 504 32995 SH SOLE 32995 0 0 D WHIRLPOOL CORP COM 963320106 5153 103253 SH SOLE 103253 0 0 D WHITING PETE CORP NEW COM 966387102 2968 84617 SH SOLE 84617 0 0 D WHOLE FOODS MKT INC COM 966837106 4629 70876 SH SOLE 70876 0 0 D WILLIAMS SONOMA INC COM 969904101 425 13800 SH SOLE 13800 0 0 D WINDSTREAM CORP COM 97381W104 1387 119022 SH SOLE 119022 0 0 D WISCONSIN ENERGY CORP COM 976657106 251 8023 SH SOLE 8023 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 722 21700 SH SOLE 21700 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 696 18300 SH SOLE 18300 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 202 7100 SH SOLE 7100 0 0 D XCEL ENERGY INC COM 98389B100 29474 1193769 SH SOLE 1193769 0 0 D XEROX CORP COM 984121103 110 15720 SH SOLE 15720 0 0 D YAHOO INC COM 984332106 183 13890 SH SOLE 13890 0 0 D YAMANA GOLD INC COM 98462Y100 3465 251100 SH SOLE 251100 0 0 D YUM BRANDS INC COM 988498101 2081 42124 SH SOLE 42124 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 399 12900 SH SOLE 12900 0 0 D ZIMMER HLDGS INC COM 98956P102 7217 134954 SH SOLE 134954 0 0 D ZIONS BANCORPORATION COM 989701107 325 23100 SH SOLE 23100 0 0 S REPORT SUMMARY 854 DATA RECORDS 4642755 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED