0001097241-11-000017.txt : 20110511 0001097241-11-000017.hdr.sgml : 20110511 20110511143432 ACCESSION NUMBER: 0001097241-11-000017 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110511 DATE AS OF CHANGE: 20110511 EFFECTIVENESS DATE: 20110511 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: 11831521 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 13F-HR 1 vrs1q11.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: March 31, 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: Cynthia W. Comer Title: Chief Administrative Officer Phone: 804-344-3146 Signature, Place, and Date of Signing: /s/ Cynthia W. Comer Richmond, VA May 06, 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: 1,079 Form 13F Information Table Value Total: $5,417,271(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 15810 267290 SH SOLE 267290 0 0 D AIRCASTLE LTD COM G0129K104 1543 127800 SH SOLE 127800 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1185 43000 SH SOLE 43000 0 0 D ASSURED GUARANTY LTD COM G0585R106 3028 203200 SH SOLE 203200 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 5570 159500 SH SOLE 159500 0 0 D ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 222 6500 SH SOLE 6500 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15254 277500 SH SOLE 277500 0 0 D BUNGE LIMITED COM G16962105 5132 70950 SH SOLE 70950 0 0 D EVEREST RE GROUP LTD COM G3223R108 14955 169595 SH SOLE 169595 0 0 D GLOBAL CROSSING LTD SHS NEW G3921A175 290 20800 SH SOLE 20800 0 0 D HELEN OF TROY CORP LTD COM G4388N106 238 8100 SH SOLE 8100 0 0 D INGERSOLL-RAND PLC SHS G47791101 200 4150 SH SOLE 4150 0 0 D MAIDEN 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0 0 D EBAY INC COM 278642103 9145 294605 SH SOLE 294605 0 0 D EBIX INC COM NEW 278715206 336 14200 SH SOLE 14200 0 0 D ECHOSTAR CORP CL A 278768106 2385 63000 SH SOLE 63000 0 0 D EDUCATION RLTY TR INC COM 28140H104 360 44800 SH SOLE 44800 0 0 D EDUCATION MGMT CORP NEW COM 28140M103 570 27200 SH SOLE 27200 0 0 D EL PASO CORP COM 28336L109 2380 132212 SH SOLE 132212 0 0 D EL PASO ELEC CO COM NEW 283677854 2520 82900 SH SOLE 82900 0 0 D ELDORADO GOLD CORP NEW COM 284902103 1994 122700 SH SOLE 122700 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 604 34800 SH SOLE 34800 0 0 D ELECTRONICS FOR IMAGING INC COM 286082102 438 29800 SH SOLE 29800 0 0 D ELLIS PERRY INTL INC COM 288853104 810 29450 SH SOLE 29450 0 0 D EMDEON INC CL A 29084T104 586 36400 SH SOLE 36400 0 0 D EMERGENT BIOSOLUTIONS INC COM 29089Q105 2020 83600 SH SOLE 83600 0 0 D EMERSON ELEC CO COM 291011104 13838 236830 SH SOLE 236830 0 0 D EMULEX CORP COM NEW 292475209 2433 228000 SH SOLE 228000 0 0 D ENBRIDGE INC COM 29250N105 4972 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SH SOLE 56019 0 0 D FELCOR LODGING TR INC COM 31430F101 838 136699 SH SOLE 136699 0 0 D FERRO CORP COM 315405100 1271 76600 SH SOLE 76600 0 0 D F5 NETWORKS INC COM 315616102 3481 33940 SH SOLE 33940 0 0 D FIFTH THIRD BANCORP COM 316773100 182 13120 SH SOLE 13120 0 0 D FIFTH STREET FINANCE CORP COM 31678A103 993 74400 SH SOLE 74400 0 0 D FINISH LINE INC CL A 317923100 1600 80600 SH SOLE 80600 0 0 D FIRST CTZNS BANCSHARES INC N CL A 31946M103 1083 5400 SH SOLE 5400 0 0 D FIRST FINL BANKSHARES COM 32020R109 1318 25666 SH SOLE 25666 0 0 D FIRST FINL BANCORP OH COM 320209109 1260 75500 SH SOLE 75500 0 0 D FIRST FINL CORP IND COM 320218100 239 7200 SH SOLE 7200 0 0 D FIRST INDUSTRIAL REALTY TRUS COM 32054K103 566 47600 SH SOLE 47600 0 0 D FIRST MERCHANTS CORP COM 320817109 136 16500 SH SOLE 16500 0 0 D FIRST MIDWEST BANCORP DEL COM 320867104 253 21500 SH SOLE 21500 0 0 D FIRST NIAGARA FINL GP INC COM 33582V108 3402 250490 SH SOLE 250490 0 0 D FIRST POTOMAC RLTY TR COM 33610F109 296 18800 SH SOLE 18800 0 0 D 1ST SOURCE CORP COM 336901103 259 12900 SH SOLE 12900 0 0 D FIRSTMERIT CORP COM 337915102 201 11800 SH SOLE 11800 0 0 D FIRSTENERGY CORP COM 337932107 328 8849 SH SOLE 8849 0 0 D FLOWERS FOODS INC COM 343498101 471 17300 SH SOLE 17300 0 0 D FOOT LOCKER INC COM 344849104 3723 188800 SH SOLE 188800 0 0 D FORCE PROTECTION INC COM NEW 345203202 410 83600 SH SOLE 83600 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 5294 355053 SH SOLE 355053 0 0 D FOREST LABS INC COM 345838106 31288 968657 SH SOLE 968657 0 0 D FOSSIL INC COM 349882100 3690 39400 SH SOLE 39400 0 0 D FOSTER L B CO COM 350060109 802 18600 SH SOLE 18600 0 0 D FRANKLIN RES INC COM 354613101 2703 21614 SH SOLE 21614 0 0 D FRANKLIN STREET PPTYS CORP COM 35471R106 2511 178500 SH SOLE 178500 0 0 D FREEPORT-MCMORAN COPPER & GO COM 35671D857 11507 207141 SH SOLE 207141 0 0 D FRONTIER COMMUNICATIONS CORP COM 35906A108 2234 271812 SH SOLE 271812 0 0 D FRONTIER OIL CORP COM 35914P105 3756 128100 SH SOLE 128100 0 0 D FULLER H B CO COM 359694106 1334 62100 SH SOLE 62100 0 0 D FULTON FINL CORP PA COM 360271100 3360 302400 SH SOLE 302400 0 0 D FUSHI COPPERWELD INC COM 36113E107 346 43100 SH SOLE 43100 0 0 D GEO GROUP INC COM 36159R103 627 24440 SH SOLE 24440 0 0 D G-III APPAREL GROUP LTD COM 36237H101 680 18100 SH SOLE 18100 0 0 D GAMESTOP CORP NEW CL A 36467W109 1935 85930 SH SOLE 85930 0 0 D GANNETT INC COM 364730101 1735 113900 SH SOLE 113900 0 0 D GAP INC DEL COM 364760108 631 27842 SH SOLE 27842 0 0 D GENERAL CABLE CORP DEL NEW COM 369300108 1784 41200 SH SOLE 41200 0 0 D GENERAL DYNAMICS CORP COM 369550108 15496 202407 SH SOLE 202407 0 0 D GENERAL ELECTRIC CO COM 369604103 40859 2037855 SH SOLE 2037855 0 0 D GENERAL GROWTH PPTYS INC NEW COM 370023103 2783 179799 SH SOLE 179799 0 0 D GENERAL MLS INC COM 370334104 300 8196 SH SOLE 8196 0 0 D GENERAL MTRS CO COM 37045V100 209 6725 SH SOLE 6725 0 0 D GENOMIC HEALTH INC COM 37244C101 396 16100 SH SOLE 16100 0 0 D GENUINE PARTS CO COM 372460105 5187 96705 SH SOLE 96705 0 0 D GEOEYE INC COM 37250W108 441 10600 SH SOLE 10600 0 0 D GENZYME CORP COM 372917104 252 3312 SH SOLE 3312 0 0 D GEORGIA GULF CORP COM PAR$0.01 N 373200302 703 19000 SH SOLE 19000 0 0 D GETTY RLTY CORP NEW COM 374297109 359 15700 SH SOLE 15700 0 0 D GILEAD SCIENCES INC COM 375558103 22211 522972 SH SOLE 522972 0 0 D GILDAN ACTIVEWEAR INC COM 375916103 1554 47500 SH SOLE 47500 0 0 D GLACIER BANCORP INC NEW COM 37637Q105 351 23300 SH SOLE 23300 0 0 D GLADSTONE CAPITAL CORP COM 376535100 368 32500 SH SOLE 32500 0 0 D GLATFELTER COM 377316104 829 62200 SH SOLE 62200 0 0 D GLIMCHER RLTY TR SH BEN INT 379302102 998 107900 SH SOLE 107900 0 0 D GLOBAL PMTS INC COM 37940X102 4589 93800 SH SOLE 93800 0 0 D GOLD RESOURCE CORP COM 38068T105 626 23500 SH SOLE 23500 0 0 D GOLDCORP INC NEW COM 380956409 8811 177300 SH SOLE 177300 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 15401 97107 SH SOLE 97107 0 0 D GOODRICH CORP COM 382388106 1455 17008 SH SOLE 17008 0 0 D GOODRICH PETE CORP COM NEW 382410405 2693 121200 SH SOLE 121200 0 0 D GOOGLE INC CL A 38259P508 71101 121175 SH SOLE 121175 0 0 D GORMAN RUPP CO COM 383082104 819 20787 SH SOLE 20787 0 0 D GOVERNMENT PPTYS INCOME TR COM SHS BEN IN 38376A103 806 30000 SH SOLE 30000 0 0 D GRACO INC COM 384109104 323 7100 SH SOLE 7100 0 0 D GRAFTECH INTL LTD COM 384313102 1211 58700 SH SOLE 58700 0 0 D GRAHAM CORP COM 384556106 1633 68200 SH SOLE 68200 0 0 D GRAINGER W W INC COM 384802104 8225 59739 SH SOLE 59739 0 0 D GREEN MTN COFFEE ROASTERS IN COM 393122106 1001 15500 SH SOLE 15500 0 0 D GREENBRIER COS INC COM 393657101 412 14500 SH SOLE 14500 0 0 D GRIFFON CORP COM 398433102 470 35800 SH SOLE 35800 0 0 D GROUPE CGI INC CL A SUB VTG 39945C109 1114 53300 SH SOLE 53300 0 0 D GULFPORT ENERGY CORP COM NEW 402635304 3132 86700 SH SOLE 86700 0 0 D HCP INC COM 40414L109 12138 319934 SH SOLE 319934 0 0 D HALLIBURTON CO COM 406216101 16499 331038 SH SOLE 331038 0 0 D HARMAN INTL INDS INC COM 413086109 2865 61200 SH SOLE 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BEN INT A 427825104 716 120500 SH SOLE 120500 0 0 D HERSHEY CO COM 427866108 12860 236622 SH SOLE 236622 0 0 D HERTZ GLOBAL HOLDINGS INC COM 42805T105 211 13500 SH SOLE 13500 0 0 D HESS CORP COM 42809H107 4268 50089 SH SOLE 50089 0 0 D HEWLETT PACKARD CO COM 428236103 10614 259077 SH SOLE 259077 0 0 D HEXCEL CORP NEW COM 428291108 254 12900 SH SOLE 12900 0 0 D HI-TECH PHARMACAL INC COM 42840B101 717 35600 SH SOLE 35600 0 0 D HIGHER ONE HLDGS INC COM 42983D104 519 35900 SH SOLE 35900 0 0 D HILL ROM HLDGS INC COM 431475102 1884 49600 SH SOLE 49600 0 0 D HILLENBRAND INC COM 431571108 1625 75600 SH SOLE 75600 0 0 D HOME DEPOT INC COM 437076102 4902 132284 SH SOLE 132284 0 0 D HOME PROPERTIES INC COM 437306103 324 5500 SH SOLE 5500 0 0 D HONEYWELL INTL INC COM 438516106 1510 25281 SH SOLE 25281 0 0 D HORACE MANN EDUCATORS CORP N COM 440327104 946 56300 SH SOLE 56300 0 0 D HORMEL FOODS CORP COM 440452100 12140 436059 SH SOLE 436059 0 0 D HORSEHEAD HLDG CORP COM 440694305 315 18500 SH SOLE 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120300 SH SOLE 120300 0 0 D IMPAX LABORATORIES INC COM 45256B101 1280 50300 SH SOLE 50300 0 0 D IMPERIAL OIL LTD COM NEW 453038408 3387 66500 SH SOLE 66500 0 0 D INDEPENDENT BANK CORP MASS COM 453836108 216 8000 SH SOLE 8000 0 0 D INFINITY PHARMACEUTICALS INC COM 45665G303 128 21800 SH SOLE 21800 0 0 D INFINITY PPTY & CAS CORP COM 45665Q103 761 12800 SH SOLE 12800 0 0 D INGRAM MICRO INC CL A 457153104 3769 179200 SH SOLE 179200 0 0 D INLAND REAL ESTATE CORP COM NEW 457461200 2431 254800 SH SOLE 254800 0 0 D INSITUFORM TECHNOLOGIES INC CL A 457667103 203 7600 SH SOLE 7600 0 0 D INNOSPEC INC COM 45768S105 1364 42700 SH SOLE 42700 0 0 D INNOPHOS HOLDINGS INC COM 45774N108 244 5300 SH SOLE 5300 0 0 D INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1764 37200 SH SOLE 37200 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 2973 403100 SH SOLE 403100 0 0 D INTEL CORP COM 458140100 59190 2933119 SH SOLE 2933119 0 0 D INTEGRYS ENERGY GROUP INC COM 45822P105 4424 87589 SH SOLE 87589 0 0 D INTERACTIVE INTELLIGENCE INC COM 45839M103 1246 32200 SH SOLE 32200 0 0 D INTERACTIVE BROKERS GROUP IN COM 45841N107 472 29700 SH SOLE 29700 0 0 D INTERCONTINENTALEXCHANGE INC COM 45865V100 3780 30600 SH SOLE 30600 0 0 D INTERDIGITAL INC COM 45867G101 391 8200 SH SOLE 8200 0 0 D INTERNATIONAL BANCSHARES COR COM 459044103 734 40000 SH SOLE 40000 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 75449 462679 SH SOLE 462679 0 0 D INTL PAPER CO COM 460146103 3522 116712 SH SOLE 116712 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 228 6900 SH SOLE 6900 0 0 D INTERNATIONAL SPEEDWAY CORP CL A 460335201 346 11600 SH SOLE 11600 0 0 D INTERNET CAP GROUP INC COM NEW 46059C205 616 43400 SH SOLE 43400 0 0 D INTEVAC INC COM 461148108 1203 96900 SH SOLE 96900 0 0 D INTUIT COM 461202103 202 3810 SH SOLE 3810 0 0 D INVACARE CORP COM 461203101 1877 60300 SH SOLE 60300 0 0 D INVESCO MORTGAGE CAPITAL INC COM 46131B100 1503 68800 SH SOLE 68800 0 0 D IRIDIUM COMMUNICATIONS INC COM 46269C102 297 37200 SH 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33800 SH SOLE 33800 0 0 D SELECT COMFORT CORP COM 81616X103 627 52000 SH SOLE 52000 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 6896 299325 SH SOLE 299325 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 1647 78400 SH SOLE 78400 0 0 D SIGMA ALDRICH CORP COM 826552101 5598 87960 SH SOLE 87960 0 0 D SIGMA DESIGNS INC COM 826565103 1528 118000 SH SOLE 118000 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 1703 30200 SH SOLE 30200 0 0 D SILVER WHEATON CORP COM 828336107 6551 151300 SH SOLE 151300 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 21749 202956 SH SOLE 202956 0 0 D SINCLAIR BROADCAST GROUP INC CL A 829226109 298 23800 SH SOLE 23800 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 3321 66200 SH SOLE 66200 0 0 D SKILLED HEALTHCARE GROUP INC CL A 83066R107 918 63800 SH SOLE 63800 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 535 16500 SH SOLE 16500 0 0 D SMART BALANCE INC COM 83169Y108 354 77200 SH SOLE 77200 0 0 D SMARTHEAT INC COM 83172F104 72 25400 SH SOLE 25400 0 0 D SMITH MICRO SOFTWARE INC COM 832154108 1262 134800 SH SOLE 134800 0 0 D SMITHFIELD FOODS INC COM 832248108 3903 162200 SH SOLE 162200 0 0 D SMUCKER J M CO COM NEW 832696405 7354 103016 SH SOLE 103016 0 0 D SMURFIT-STONE CONTAINER CORP COM 83272A104 727 18800 SH SOLE 18800 0 0 D SOHU COM INC COM 83408W103 992 11100 SH SOLE 11100 0 0 D SOLUTIA INC COM NEW 834376501 3678 144800 SH SOLE 144800 0 0 D SOTHEBYS COM 835898107 2667 50700 SH SOLE 50700 0 0 D SOUTHERN CO COM 842587107 27345 717518 SH SOLE 717518 0 0 D SOUTHSIDE BANCSHARES INC COM 84470P109 306 14310 SH SOLE 14310 0 0 D SOUTHWEST BANCORP INC OKLA COM 844767103 308 21700 SH SOLE 21700 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 427 10800 SH SOLE 10800 0 0 D SPANSION INC COM CL A NEW 84649R200 1191 63800 SH SOLE 63800 0 0 D SPARTECH CORP COM NEW 847220209 125 17300 SH SOLE 17300 0 0 D SPECTRA ENERGY CORP COM 847560109 225 8284 SH SOLE 8284 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 3159 680844 SH SOLE 680844 0 0 D STANCORP FINL GROUP INC COM 852891100 526 11400 SH SOLE 11400 0 0 D STANDEX INTL CORP COM 854231107 277 7300 SH SOLE 7300 0 0 D STARBUCKS CORP COM 855244109 2682 72589 SH SOLE 72589 0 0 D STARWOOD PPTY TR INC COM 85571B105 1079 48400 SH SOLE 48400 0 0 D STATE STR CORP COM 857477103 289 6429 SH SOLE 6429 0 0 D STEEL DYNAMICS INC COM 858119100 2142 114100 SH SOLE 114100 0 0 D STEIN MART INC COM 858375108 272 26900 SH SOLE 26900 0 0 D STEPAN CO COM 858586100 1363 18800 SH SOLE 18800 0 0 D STERICYCLE INC COM 858912108 420 4733 SH SOLE 4733 0 0 D STERIS CORP COM 859152100 843 24400 SH SOLE 24400 0 0 D STILLWATER MNG CO COM 86074Q102 587 25600 SH SOLE 25600 0 0 D STONE ENERGY CORP COM 861642106 3257 97600 SH SOLE 97600 0 0 D STONERIDGE INC COM 86183P102 221 15100 SH SOLE 15100 0 0 D STRAYER ED INC COM 863236105 796 6100 SH SOLE 6100 0 0 D STRYKER CORP COM 863667101 6434 105817 SH SOLE 105817 0 0 D STURM RUGER & CO INC COM 864159108 2173 94600 SH SOLE 94600 0 0 D SUFFOLK BANCORP COM 864739107 266 12700 SH SOLE 12700 0 0 D SUN COMMUNITIES INC COM 866674104 945 26500 SH SOLE 26500 0 0 D SUN LIFE FINL INC COM 866796105 5879 187700 SH SOLE 187700 0 0 D SUNCOR ENERGY INC NEW COM 867224107 18680 417920 SH SOLE 417920 0 0 D SUNPOWER CORP COM CL B 867652307 2831 170000 SH SOLE 170000 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 1706 167400 SH SOLE 167400 0 0 D SUNTRUST BKS INC COM 867914103 7261 251754 SH SOLE 251754 0 0 D SUPERVALU INC COM 868536103 1618 181200 SH SOLE 181200 0 0 D SUREWEST COMMUNICATIONS COM 868733106 239 16632 SH SOLE 16632 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 1041 111300 SH SOLE 111300 0 0 D SWIFT ENERGY CO COM 870738101 3235 75800 SH SOLE 75800 0 0 D SYMANTEC CORP COM 871503108 4437 239316 SH SOLE 239316 0 0 D SYNAPTICS INC COM 87157D109 247 9150 SH SOLE 9150 0 0 D SYNTEL INC COM 87162H103 2544 48700 SH SOLE 48700 0 0 D SYSCO CORP COM 871829107 5109 184440 SH SOLE 184440 0 0 D TFS FINL CORP COM 87240R107 770 72500 SH SOLE 72500 0 0 D TICC CAPITAL CORP COM 87244T109 124 11400 SH SOLE 11400 0 0 D TJX COS INC NEW COM 872540109 14634 294268 SH SOLE 294268 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6286 114120 SH SOLE 114120 0 0 D TTM TECHNOLOGIES INC COM 87305R109 1382 76100 SH SOLE 76100 0 0 D TALECRIS BIOTHERAPEUTICS HLD COM 874227101 295 11000 SH SOLE 11000 0 0 D TALISMAN ENERGY INC COM 87425E103 5631 228500 SH SOLE 228500 0 0 D TARGET CORP COM 87612E106 3545 70891 SH SOLE 70891 0 0 D TAUBMAN CTRS INC COM 876664103 2904 54200 SH SOLE 54200 0 0 D TECH DATA CORP COM 878237106 3428 67400 SH SOLE 67400 0 0 D TECK RESOURCES LTD CL B 878742204 11976 226700 SH SOLE 226700 0 0 D TECUMSEH PRODS CO CL A 878895200 599 59800 SH SOLE 59800 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 300 5800 SH SOLE 5800 0 0 D TELEFLEX INC COM 879369106 678 11700 SH SOLE 11700 0 0 D TELUS CORP NON-VTG SHS 87971M202 3985 82300 SH SOLE 82300 0 0 D TEMPLE INLAND INC COM 879868107 878 37500 SH SOLE 37500 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 1788 35300 SH SOLE 35300 0 0 D TENET HEALTHCARE CORP COM 88033G100 206 27600 SH SOLE 27600 0 0 D TENNECO INC COM 880349105 1252 29500 SH SOLE 29500 0 0 D TERADATA CORP DEL COM 88076W103 7962 157042 SH SOLE 157042 0 0 D TERADYNE INC COM 880770102 3692 207300 SH SOLE 207300 0 0 D TESORO CORP COM 881609101 3960 147600 SH SOLE 147600 0 0 D TESSERA TECHNOLOGIES INC COM 88164L100 2224 121800 SH SOLE 121800 0 0 D TEXAS INSTRS INC COM 882508104 30040 869203 SH SOLE 869203 0 0 D THERAVANCE INC COM 88338T104 3303 136355 SH SOLE 136355 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 10764 193778 SH SOLE 193778 0 0 D THOMAS & BETTS CORP COM 884315102 3699 62200 SH SOLE 62200 0 0 D THOMSON REUTERS CORP COM 884903105 3282 83900 SH SOLE 83900 0 0 D 3M CO COM 88579Y101 12893 137895 SH SOLE 137895 0 0 D TIBCO SOFTWARE INC COM 88632Q103 1779 65300 SH SOLE 65300 0 0 D TIM HORTONS INC COM 88706M103 4371 96700 SH SOLE 96700 0 0 D TIME WARNER INC COM NEW 887317303 1060 29686 SH SOLE 29686 0 0 D TIME WARNER CABLE INC COM 88732J207 6373 89337 SH SOLE 89337 0 0 D TIMKEN CO COM 887389104 4158 79500 SH SOLE 79500 0 0 D TITANIUM METALS CORP COM NEW 888339207 2172 116900 SH SOLE 116900 0 0 D TOMPKINS FINANCIAL CORPORATI COM 890110109 283 6815 SH SOLE 6815 0 0 D TORO CO COM 891092108 1642 24800 SH SOLE 24800 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 23859 270500 SH SOLE 270500 0 0 D TOTAL SYS SVCS INC COM 891906109 3646 202319 SH SOLE 202319 0 0 D TRACTOR SUPPLY CO COM 892356106 1353 22600 SH SOLE 22600 0 0 D TRANSALTA CORP COM 89346D107 1038 49400 SH SOLE 49400 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 546 11216 SH SOLE 11216 0 0 D TRANSCANADA CORP COM 89353D107 6300 155900 SH SOLE 155900 0 0 D TRANSDIGM GROUP INC COM 893641100 3974 47400 SH SOLE 47400 0 0 D TRAVELERS COMPANIES INC COM 89417E109 26946 453022 SH SOLE 453022 0 0 D TREEHOUSE FOODS INC COM 89469A104 2366 41600 SH SOLE 41600 0 0 D TRINITY INDS INC COM 896522109 3407 92900 SH SOLE 92900 0 0 D TRIUMPH GROUP INC NEW COM 896818101 1123 12700 SH SOLE 12700 0 0 D TRUSTMARK CORP COM 898402102 988 42200 SH SOLE 42200 0 0 D TUTOR PERINI CORP COM 901109108 1006 41300 SH SOLE 41300 0 0 D TWO HBRS INVT CORP COM 90187B101 812 77600 SH SOLE 77600 0 0 D TYSON FOODS INC CL A 902494103 9032 470688 SH SOLE 470688 0 0 D UDR INC COM 902653104 5911 242560 SH SOLE 242560 0 0 D UMB FINL CORP COM 902788108 1446 38700 SH SOLE 38700 0 0 D US BANCORP DEL COM NEW 902973304 9830 371921 SH SOLE 371921 0 0 D USA MOBILITY INC COM 90341G103 921 63600 SH SOLE 63600 0 0 D U S AIRWAYS GROUP INC COM 90341W108 1907 219000 SH SOLE 219000 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 2204 45800 SH SOLE 45800 0 0 D UNION PAC CORP COM 907818108 20354 207002 SH SOLE 207002 0 0 D UNISOURCE ENERGY CORP COM 909205106 1770 49000 SH SOLE 49000 0 0 D UNIT CORP COM 909218109 8091 130600 SH SOLE 130600 0 0 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 31 13243 SH SOLE 13243 0 0 D UNITED FIRE & CAS CO COM 910331107 748 37000 SH SOLE 37000 0 0 D UNITED ONLINE INC COM 911268100 127 20177 SH SOLE 20177 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 11618 156323 SH SOLE 156323 0 0 D UNITED RENTALS INC COM 911363109 1032 31000 SH SOLE 31000 0 0 D U STORE IT TR COM 91274F104 1058 100606 SH SOLE 100606 0 0 D UNITED STATES STL CORP NEW COM 912909108 2365 43841 SH SOLE 43841 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 19547 230913 SH SOLE 230913 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 1200 17900 SH SOLE 17900 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 29866 660755 SH SOLE 660755 0 0 D UNIVERSAL AMERICAN CORP COM 913377107 1691 73800 SH SOLE 73800 0 0 D UNIVERSAL CORP VA COM 913456109 2225 51100 SH SOLE 51100 0 0 D UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 486 11990 SH SOLE 11990 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 4234 85700 SH SOLE 85700 0 0 D UNIVERSAL TECHNICAL INST INC COM 913915104 278 14300 SH SOLE 14300 0 0 D UNUM GROUP COM 91529Y106 6984 266061 SH SOLE 266061 0 0 D US ECOLOGY INC COM 91732J102 584 33500 SH SOLE 33500 0 0 D V F CORP COM 918204108 18977 192598 SH SOLE 192598 0 0 D VAALCO ENERGY INC COM NEW 91851C201 192 24700 SH SOLE 24700 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 3319 66700 SH SOLE 66700 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 10226 342940 SH SOLE 342940 0 0 D VALLEY NATL BANCORP COM 919794107 2245 160785 SH SOLE 160785 0 0 D VALUECLICK INC COM 92046N102 2906 201100 SH SOLE 201100 0 0 D VARIAN MED SYS INC COM 92220P105 5777 85414 SH SOLE 85414 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 3402 69900 SH SOLE 69900 0 0 D VEECO INSTRS INC DEL COM 922417100 590 11600 SH SOLE 11600 0 0 D VENTAS INC COM 92276F100 7137 131439 SH SOLE 131439 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 51164 1327555 SH SOLE 1327555 0 0 D VERINT SYS INC COM 92343X100 498 13900 SH SOLE 13900 0 0 D VIACOM INC NEW CL B 92553P201 331 7121 SH SOLE 7121 0 0 D VISA INC COM CL A 92826C839 13086 177745 SH SOLE 177745 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 2487 140200 SH SOLE 140200 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 1237 49800 SH SOLE 49800 0 0 D VORNADO RLTY TR SH BEN INT 929042109 14503 165754 SH SOLE 165754 0 0 D W & T OFFSHORE INC COM 92922P106 2958 129800 SH SOLE 129800 0 0 D WGL HLDGS INC COM 92924F106 222 5700 SH SOLE 5700 0 0 D WMS INDS INC COM 929297109 746 21100 SH SOLE 21100 0 0 D WADDELL & REED FINL INC CL A 930059100 3858 95000 SH SOLE 95000 0 0 D WAL MART STORES INC COM 931142103 57055 1096154 SH SOLE 1096154 0 0 D WALGREEN CO COM 931422109 11084 276134 SH SOLE 276134 0 0 D WALTER ENERGY INC COM 93317Q105 5363 39600 SH SOLE 39600 0 0 D WASHINGTON FED INC COM 938824109 1481 85400 SH SOLE 85400 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3578 115100 SH SOLE 115100 0 0 D WASTE MGMT INC DEL COM 94106L109 216 5774 SH SOLE 5774 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 10053 179483 SH SOLE 179483 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 642 16800 SH SOLE 16800 0 0 D WAUSAU PAPER CORP COM 943315101 434 56800 SH SOLE 56800 0 0 D WEBSTER FINL CORP CONN COM 947890109 613 28600 SH SOLE 28600 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 1641 65500 SH SOLE 65500 0 0 D WEIS MKTS INC COM 948849104 688 17000 SH SOLE 17000 0 0 D WELLPOINT INC COM 94973V107 352 5037 SH SOLE 5037 0 0 D WELLS FARGO & CO NEW COM 949746101 32614 1028516 SH SOLE 1028516 0 0 D WESCO INTL INC COM 95082P105 1013 16200 SH SOLE 16200 0 0 D WESTAR ENERGY INC COM 95709T100 1487 56300 SH SOLE 56300 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 90 10900 SH SOLE 10900 0 0 D WESTERN DIGITAL CORP COM 958102105 6035 161835 SH SOLE 161835 0 0 D WESTLAKE CHEM CORP COM 960413102 1905 33900 SH SOLE 33900 0 0 D WHIRLPOOL CORP COM 963320106 7552 88470 SH SOLE 88470 0 0 D WHITING PETE CORP NEW COM 966387102 12163 165600 SH SOLE 165600 0 0 D WHOLE FOODS MKT INC COM 966837106 8507 129082 SH SOLE 129082 0 0 D WILLIAMS COS INC DEL COM 969457100 233 7488 SH SOLE 7488 0 0 D WILLIAMS CLAYTON ENERGY INC COM 969490101 1765 16700 SH SOLE 16700 0 0 D WILLIAMS SONOMA INC COM 969904101 1296 32000 SH SOLE 32000 0 0 D WINDSTREAM CORP COM 97381W104 2581 200390 SH SOLE 200390 0 0 D WISCONSIN ENERGY CORP COM 976657106 256 8390 SH SOLE 8390 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 2740 73500 SH SOLE 73500 0 0 D WONDER AUTO TECHNOLOGY INC COM 978166106 170 31400 SH SOLE 31400 0 0 D WOODWARD INC COM 980745103 730 21116 SH SOLE 21116 0 0 D WORLD ACCEP CORP DEL COM 981419104 2073 31800 SH SOLE 31800 0 0 D WORTHINGTON INDS INC COM 981811102 297 14200 SH SOLE 14200 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 1659 32000 SH SOLE 32000 0 0 D WRIGHT MED GROUP INC COM 98235T107 209 12300 SH SOLE 12300 0 0 D XCEL ENERGY INC COM 98389B100 20539 859726 SH SOLE 859726 0 0 D XEROX CORP COM 984121103 189 17745 SH SOLE 17745 0 0 D YAHOO INC COM 984332106 264 15824 SH SOLE 15824 0 0 D YAMANA GOLD INC COM 98462Y100 2735 222100 SH SOLE 222100 0 0 D YUM BRANDS INC COM 988498101 7937 154484 SH SOLE 154484 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 1676 42700 SH SOLE 42700 0 0 D ZIMMER HLDGS INC COM 98956P102 9910 163724 SH SOLE 163724 0 0 D ZIONS BANCORPORATION COM 989701107 1983 86000 SH SOLE 86000 0 0 D ZYGO CORP COM 989855101 411 28100 SH SOLE 28100 0 0 S REPORT SUMMARY 1079 DATA RECORDS 5417271 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED