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 ALBANY MOLECULAR RESH INC COM 012423109 31 10900 SH SOLE 10900 0 0
D ALBEMARLE CORP COM 012653101 489 12100 SH SOLE 12100 0 0
D ALCOA INC COM 013817101 5105 533401 SH SOLE 533401 0 0
D ALEXANDERS INC COM 014752109 361 1000 SH SOLE 1000 0 0
D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 352 5730 SH SOLE 5730 0 0
D ALEXION PHARMACEUTICALS INC COM 015351109 580 9049 SH SOLE 9049 0 0
D ALLERGAN INC COM 018490102 8174 99220 SH SOLE 99220 0 0
D ALLIANCE DATA SYSTEMS CORP COM 018581108 6663 71873 SH SOLE 71873 0 0
D ALLIANT ENERGY CORP COM 018802108 8879 229545 SH SOLE 229545 0 0
D ALLIANT TECHSYSTEMS INC COM 018804104 300 5500 SH SOLE 5500 0 0
D ALLSTATE CORP COM 020002101 520 21960 SH SOLE 21960 0 0
D ALMOST FAMILY INC COM 020409108 171 10300 SH SOLE 10300 0 0
D ALTERA CORP COM 021441100 6956 220616 SH SOLE 220616 0 0
D ALTRIA GROUP INC COM 02209S103 55038 2052890 SH SOLE 2052890 0 0
D AMAZON COM INC COM 023135106 8424 38958 SH SOLE 38958 0 0
D AMEREN CORP COM 023608102 10146 340803 SH SOLE 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 GROUP INC COM 04269Q100 480 46600 SH SOLE 46600 0 0
D ASCENT CAP GROUP INC COM SER A 043632108 208 5300 SH SOLE 5300 0 0
D ASHLAND INC NEW COM 044209104 349 7900 SH SOLE 7900 0 0
D ASSOCIATED BANC CORP COM 045487105 407 43800 SH SOLE 43800 0 0
D ASSURANT INC COM 04621X108 9257 258580 SH SOLE 258580 0 0
D ATMEL CORP COM 049513104 444 55000 SH SOLE 55000 0 0
D ATMOS ENERGY CORP COM 049560105 305 9400 SH SOLE 9400 0 0
D ATWOOD OCEANICS INC COM 050095108 715 20800 SH SOLE 20800 0 0
D AUTOLIV INC COM 052800109 3807 78501 SH SOLE 78501 0 0
D AUTOMATIC DATA PROCESSING IN COM 053015103 264 5607 SH SOLE 5607 0 0
D AUTOZONE INC COM 053332102 32776 102684 SH SOLE 102684 0 0
D AVALONBAY CMNTYS INC COM 053484101 1629 14282 SH SOLE 14282 0 0
D AVISTA CORP COM 05379B107 460 19300 SH SOLE 19300 0 0
D B & G FOODS INC NEW COM 05508R106 220 13200 SH SOLE 13200 0 0
D BCE INC COM NEW 05534B760 3141 83300 SH SOLE 83300 0 0
D BGC PARTNERS INC CL A 05541T101 568 94200 SH SOLE 94200 0 0
D BJS WHOLESALE CLUB 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 17900 SH SOLE 17900 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 37908 1208043 SH SOLE 1208043 0 0
D BROADCOM CORP CL A 111320107 2514 75515 SH SOLE 75515 0 0
D BROADRIDGE FINL SOLUTIONS IN COM 11133T103 205 10200 SH SOLE 10200 0 0
D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3629 130500 SH SOLE 130500 0 0
D BROOKFIELD OFFICE PPTYS INC COM 112900105 1892 136300 SH SOLE 136300 0 0
D BROWN & BROWN INC COM 115236101 627 35200 SH SOLE 35200 0 0
D BUFFALO WILD WINGS INC COM 119848109 209 3500 SH SOLE 3500 0 0
D CAE INC COM 124765108 520 55100 SH SOLE 55100 0 0
D CBL & ASSOC PPTYS INC COM 124830100 560 49300 SH SOLE 49300 0 0
D CBS CORP NEW CL B 124857202 4213 206715 SH SOLE 206715 0 0
D CF INDS HLDGS INC COM 125269100 4895 39670 SH SOLE 39670 0 0
D CH ENERGY GROUP INC COM 12541M102 386 7400 SH SOLE 7400 0 0
D CIGNA CORP COM 125509109 4619 110136 SH SOLE 110136 0 0
D CIT GROUP INC COM NEW 125581801 1049 34538 SH SOLE 34538 0 0
D CLECO CORP NEW COM 12561W105 277 8100 SH SOLE 8100 0 0
D 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 174300 0 0
D CANADIAN NAT RES LTD COM 136385101 9833 333000 SH SOLE 333000 0 0
D CANADIAN PAC RY LTD COM 13645T100 1760 36300 SH SOLE 36300 0 0
D CANTEL MEDICAL CORP COM 138098108 260 12300 SH SOLE 12300 0 0
D CAPITAL ONE FINL CORP COM 14040H105 5641 142348 SH SOLE 142348 0 0
D CAPITOL FED FINL INC COM 14057J101 118 11200 SH SOLE 11200 0 0
D CAPSTEAD MTG CORP COM NO PAR 14067E506 421 36500 SH SOLE 36500 0 0
D CARMAX INC COM 143130102 2042 85634 SH SOLE 85634 0 0
D CARNIVAL CORP PAIRED CTF 143658300 3694 121919 SH SOLE 121919 0 0
D CATALYST HEALTH SOLUTIONS IN COM 14888B103 450 7800 SH SOLE 7800 0 0
D CATERPILLAR INC DEL COM 149123101 6242 84534 SH SOLE 84534 0 0
D CATHAY GENERAL BANCORP COM 149150104 496 43562 SH SOLE 43562 0 0
D CATO CORP NEW CL A 149205106 259 11500 SH SOLE 11500 0 0
D CAVIUM INC COM 14964U108 500 18500 SH SOLE 18500 0 0
D CELGENE CORP COM 151020104 7305 117993 SH SOLE 117993 0 0
D CENTENE CORP DEL COM 15135B101 576 20100 SH SOLE 20100 0 0
D CENOVUS ENERGY INC COM 15135U109 7587 245000 SH SOLE 245000 0 0
D CENTERPOINT ENERGY INC COM 15189T107 942 48029 SH SOLE 48029 0 0
D CENTRAL EUROPEAN DIST CORP COM 153435102 121 17200 SH SOLE 17200 0 0
D CENVEO INC COM 15670S105 51 16900 SH SOLE 16900 0 0
D CENTURYLINK INC COM 156700106 228 6898 SH SOLE 6898 0 0
D CHEESECAKE FACTORY INC COM 163072101 298 12100 SH SOLE 12100 0 0
D CHESAPEAKE UTILS CORP COM 165303108 237 5900 SH SOLE 5900 0 0
D CHEVRON CORP NEW COM 166764100 104958 1133573 SH SOLE 1133573 0 0
D CHICOS FAS INC COM 168615102 234 20500 SH SOLE 20500 0 0
D CHIPOTLE MEXICAN GRILL INC COM 169656105 318 1049 SH SOLE 1049 0 0
D CHUBB CORP COM 171232101 1121 18683 SH SOLE 18683 0 0
D CHURCH & DWIGHT INC COM 171340102 15368 347700 SH SOLE 347700 0 0
D CIMAREX ENERGY CO COM 171798101 560 10060 SH SOLE 10060 0 0
D CISCO SYS INC COM 17275R102 9691 625219 SH SOLE 625219 0 0
D CIRRUS LOGIC INC COM 172755100 187 12700 SH SOLE 12700 0 0
D CITIGROUP INC COM NEW 172967424 14350 560219 SH SOLE 560219 0 0
D CLARCOR INC COM 179895107 608 14700 SH SOLE 14700 0 0
D CLEARWATER PAPER CORP COM 18538R103 353 10384 SH SOLE 10384 0 0
D CLIFFS NATURAL RESOURCES INC COM 18683K101 2125 41523 SH SOLE 41523 0 0
D COACH INC COM 189754104 16134 311295 SH SOLE 311295 0 0
D COCA COLA CO COM 191216100 85897 1271419 SH SOLE 1271419 0 0
D COCA COLA ENTERPRISES INC NE COM 19122T109 26145 1050843 SH SOLE 1050843 0 0
D COEUR D ALENE MINES CORP IDA COM NEW 192108504 611 28500 SH SOLE 28500 0 0
D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6735 107414 SH SOLE 107414 0 0
D COINSTAR INC COM 19259P300 400 10000 SH SOLE 10000 0 0
D COLGATE PALMOLIVE CO COM 194162103 22897 258203 SH SOLE 258203 0 0
D COMCAST CORP NEW CL A 20030N101 13624 651242 SH SOLE 651242 0 0
D COMERICA INC COM 200340107 2360 102755 SH SOLE 102755 0 0
D COMMERCE BANCSHARES INC COM 200525103 351 10100 SH SOLE 10100 0 0
D COMMONWEALTH REIT COM SH BEN INT 203233101 601 31696 SH SOLE 31696 0 0
D COMMUNITY HEALTH SYS INC NEW COM 203668108 203 12200 SH 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
D COVENTRY HEALTH CARE INC COM 222862104 3309 114863 SH SOLE 114863 0 0
D CUBIST PHARMACEUTICALS INC COM 229678107 576 16300 SH SOLE 16300 0 0
D CUMMINS INC COM 231021106 2694 32992 SH SOLE 32992 0 0
D CYBERONICS INC COM 23251P102 543 19200 SH SOLE 19200 0 0
D DCT INDUSTRIAL TRUST INC COM 233153105 148 33600 SH SOLE 33600 0 0
D DDR CORP COM 23317H102 1055 96800 SH SOLE 96800 0 0
D DPL INC COM 233293109 362 12000 SH SOLE 12000 0 0
D DTE ENERGY CO COM 233331107 13099 267220 SH SOLE 267220 0 0
D DSW INC CL A 23334L102 508 11000 SH SOLE 11000 0 0
D DANAHER CORP DEL COM 235851102 26055 621234 SH SOLE 621234 0 0
D DARDEN RESTAURANTS INC COM 237194105 1857 43431 SH SOLE 43431 0 0
D DARLING INTL INC COM 237266101 379 30100 SH SOLE 30100 0 0
D DECKERS OUTDOOR CORP COM 243537107 363 3900 SH SOLE 3900 0 0
D DEERE & CO COM 244199105 17622 272910 SH SOLE 272910 0 0
D DELEK US HLDGS INC COM 246647101 127 11300 SH SOLE 11300 0 0
D DELL INC COM 24702R101 6218 439746 SH SOLE 439746 0 0
D DELPHI FINL 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
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S REPORT SUMMARY 854 DATA RECORDS 4642755 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED