0001097241-12-000003.txt : 20120209
0001097241-12-000003.hdr.sgml : 20120209
20120209162827
ACCESSION NUMBER: 0001097241-12-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120209
DATE AS OF CHANGE: 20120209
EFFECTIVENESS DATE: 20120209
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRGINIA RETIREMENT SYSTEMS ET AL
CENTRAL INDEX KEY: 0001005354
IRS NUMBER: 000000000
STATE OF INCORPORATION: VA
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05994
FILM NUMBER: 12587543
BUSINESS ADDRESS:
STREET 1: 1200 EAST MAIN STREET
CITY: RICHMOND
STATE: VA
ZIP: 23219
BUSINESS PHONE: 1-804-344-3149
MAIL ADDRESS:
STREET 1: P.O. BOX 2500
CITY: RICHMOND
STATE: VA
ZIP: 23218
13F-HR
1
vrs4q11.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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
February 9, 2012
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: 862
Form 13F Information Table Value Total: $5,177,354(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 11169 292293 SH SOLE 292293 0 0
D AIRCASTLE LTD COM G0129K104 374 29400 SH SOLE 29400 0 0
D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 530 20000 SH SOLE 20000 0 0
D ASSURED GUARANTY LTD COM G0585R106 420 32000 SH SOLE 32000 0 0
D AXIS CAPITAL HOLDINGS SHS G0692U109 5162 161521 SH SOLE 161521 0 0
D ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 743 23300 SH SOLE 23300 0 0
D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 47777 897556 SH SOLE 897556 0 0
D BUNGE LIMITED COM G16962105 9313 162806 SH SOLE 162806 0 0
D COVIDIEN PLC SHS G2554F113 257 5709 SH SOLE 5709 0 0
D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 287 7500 SH SOLE 7500 0 0
D EVEREST RE GROUP LTD COM G3223R108 14979 178129 SH SOLE 178129 0 0
D HELEN OF TROY CORP LTD COM G4388N106 445 14500 SH SOLE 14500 0 0
D MAIDEN HOLDINGS LTD SHS G5753U112 350 39900 SH SOLE 39900 0 0
D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2499 180413 SH SOLE 180413 0 0
D MONTPELIER RE HOLDINGS LTD SHS G62185106 550 31000 SH SOLE 31000 0 0
D PARTNERRE LTD COM G6852T105 311 4845 SH SOLE 4845 0 0
D PLATINUM UNDERWRITER HLDGS L COM G7127P100 205 6000 SH SOLE 6000 0 0
D RENAISSANCERE HOLDINGS LTD COM G7496G103 2729 36699 SH SOLE 36699 0 0
D SEADRILL LIMITED SHS G7945E105 2928 87368 SH SOLE 87368 0 0
D SIGNET JEWELERS LIMITED SHS G81276100 888 20200 SH SOLE 20200 0 0
D VALIDUS HOLDINGS LTD COM SHS G9319H102 243 7700 SH SOLE 7700 0 0
D WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 6674 172002 SH SOLE 172002 0 0
D ACE LTD SHS H0023R105 2574 36710 SH SOLE 36710 0 0
D NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 3691 122123 SH SOLE 122123 0 0
D TRANSOCEAN LTD REG SHS H8817H100 4302 110903 SH SOLE 110903 0 0
D TYCO INTERNATIONAL LTD SHS H89128104 251 5373 SH SOLE 5373 0 0
D UBS AG SHS NEW H89231338 11686 977402 SH SOLE 977402 0 0
D CELLCOM ISRAEL LTD SHS M2196U109 196 11756 SH SOLE 11756 0 0
D ELBIT SYS LTD ORD M3760D101 207 5062 SH SOLE 5062 0 0
D ORTHOFIX INTL N V COM N6748L102 342 9700 SH SOLE 9700 0 0
D SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 218 8300 SH SOLE 8300 0 0
D VISTAPRINT N V SHS N93540107 370 12100 SH SOLE 12100 0 0
D AVAGO TECHNOLOGIES LTD SHS Y0486S104 6775 234760 SH SOLE 234760 0 0
D AFLAC INC COM 001055102 1999 46205 SH SOLE 46205 0 0
D AES CORP COM 00130H105 7483 631996 SH SOLE 631996 0 0
D AK STL HLDG CORP COM 001547108 202 24400 SH SOLE 24400 0 0
D AT&T INC COM 00206R102 92413 3055971 SH SOLE 3055971 0 0
D AARONS INC COM PAR $0.50 002535300 768 28800 SH SOLE 28800 0 0
D ABBOTT LABS COM 002824100 15874 282309 SH SOLE 282309 0 0
D ACTIVISION BLIZZARD INC COM 00507V109 703 57054 SH SOLE 57054 0 0
D ADOBE SYS INC COM 00724F101 7891 279114 SH SOLE 279114 0 0
D ADTRAN INC COM 00738A106 365 12100 SH SOLE 12100 0 0
D ADVANCE AUTO PARTS INC COM 00751Y106 944 13553 SH SOLE 13553 0 0
D AETNA INC NEW COM 00817Y108 30150 714631 SH SOLE 714631 0 0
D AGNICO EAGLE MINES LTD COM 008474108 1321 36300 SH SOLE 36300 0 0
D AGREE REALTY CORP COM 008492100 417 17100 SH SOLE 17100 0 0
D AGRIUM INC COM 008916108 4506 67100 SH SOLE 67100 0 0
D AIR METHODS CORP COM PAR $.06 009128307 228 2700 SH SOLE 2700 0 0
D AIR PRODS & CHEMS INC COM 009158106 2544 29866 SH SOLE 29866 0 0
D AIR TRANSPORT SERVICES GRP I COM 00922R105 110 23200 SH SOLE 23200 0 0
D AKAMAI TECHNOLOGIES INC COM 00971T101 2583 80033 SH SOLE 80033 0 0
D ALBEMARLE CORP COM 012653101 551 10700 SH SOLE 10700 0 0
D ALCOA INC COM 013817101 3727 430811 SH SOLE 430811 0 0
D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 340 4930 SH SOLE 4930 0 0
D ALEXION PHARMACEUTICALS INC COM 015351109 553 7735 SH SOLE 7735 0 0
D ALLERGAN INC COM 018490102 312 3558 SH SOLE 3558 0 0
D ALLIANCE DATA SYSTEMS CORP COM 018581108 22003 211889 SH SOLE 211889 0 0
D ALLIANT ENERGY CORP COM 018802108 10127 229584 SH SOLE 229584 0 0
D ALLIANT TECHSYSTEMS INC COM 018804104 314 5500 SH SOLE 5500 0 0
D ALLSTATE CORP COM 020002101 1011 36877 SH SOLE 36877 0 0
D ALTERA CORP COM 021441100 7121 191949 SH SOLE 191949 0 0
D ALTRIA GROUP INC COM 02209S103 63020 2125463 SH SOLE 2125463 0 0
D AMAZON COM INC COM 023135106 6145 35501 SH SOLE 35501 0 0
D AMEREN CORP COM 023608102 11181 337496 SH SOLE 337496 0 0
D AMERICAN AXLE & MFG HLDGS IN COM 024061103 790 79900 SH SOLE 79900 0 0
D AMERICAN CAMPUS CMNTYS INC COM 024835100 881 21000 SH SOLE 21000 0 0
D AMERICAN CAPITAL AGENCY CORP COM 02503X105 626 22300 SH SOLE 22300 0 0
D AMERICAN CAP LTD COM 02503Y103 185 27500 SH SOLE 27500 0 0
D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 812 53100 SH SOLE 53100 0 0
D AMERICAN ELEC PWR INC COM 025537101 7653 185253 SH SOLE 185253 0 0
D AMERICAN EQTY INVT LIFE HLD COM 025676206 630 60600 SH SOLE 60600 0 0
D AMERICAN EXPRESS CO COM 025816109 8761 185730 SH SOLE 185730 0 0
D AMERICAN GREETINGS CORP CL A 026375105 284 22700 SH SOLE 22700 0 0
D AMERICAN TOWER CORP CL A 029912201 275 4579 SH SOLE 4579 0 0
D AMERICAN WTR WKS CO INC NEW COM 030420103 2206 69230 SH SOLE 69230 0 0
D AMERICAN WOODMARK CORP COM 030506109 178 13000 SH SOLE 13000 0 0
D AMERICAS CAR MART INC COM 03062T105 259 6600 SH SOLE 6600 0 0
D AMERISOURCEBERGEN CORP COM 03073E105 2890 77715 SH SOLE 77715 0 0
D AMERIGROUP CORP COM 03073T102 278 4700 SH SOLE 4700 0 0
D AMERIPRISE FINL INC COM 03076C106 1074 21631 SH SOLE 21631 0 0
D AMETEK INC NEW COM 031100100 1236 29368 SH SOLE 29368 0 0
D AMGEN INC COM 031162100 4155 64708 SH SOLE 64708 0 0
D AMKOR TECHNOLOGY INC COM 031652100 122 27900 SH SOLE 27900 0 0
D ANADARKO PETE CORP COM 032511107 1241 16259 SH SOLE 16259 0 0
D ANGIODYNAMICS INC COM 03475V101 255 17200 SH SOLE 17200 0 0
D ANNALY CAP MGMT INC COM 035710409 1935 121212 SH SOLE 121212 0 0
D ANSYS INC COM 03662Q105 579 10100 SH SOLE 10100 0 0
D APACHE CORP COM 037411105 10873 120042 SH SOLE 120042 0 0
D APARTMENT INVT & MGMT CO CL A 03748R101 992 43300 SH SOLE 43300 0 0
D APOLLO GROUP INC CL A 037604105 993 18429 SH SOLE 18429 0 0
D APOLLO INVT CORP COM 03761U106 243 37809 SH SOLE 37809 0 0
D APPLE INC COM 037833100 170070 419926 SH SOLE 419926 0 0
D APPLIED INDL TECHNOLOGIES IN COM 03820C105 345 9800 SH SOLE 9800 0 0
D APPLIED MATLS INC COM 038222105 163 15247 SH SOLE 15247 0 0
D APTARGROUP INC COM 038336103 459 8800 SH SOLE 8800 0 0
D ARCH COAL INC COM 039380100 886 61065 SH SOLE 61065 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 4742 165819 SH SOLE 165819 0 0
D ARES CAP CORP COM 04010L103 381 24659 SH SOLE 24659 0 0
D ARMSTRONG WORLD INDS INC NEW COM 04247X102 338 7700 SH SOLE 7700 0 0
D ARRIS GROUP INC COM 04269Q100 593 54800 SH SOLE 54800 0 0
D ASCENT CAP GROUP INC COM SER A 043632108 269 5300 SH SOLE 5300 0 0
D ASHLAND INC NEW COM 044209104 452 7900 SH SOLE 7900 0 0
D ASSOCIATED BANC CORP COM 045487105 335 30000 SH SOLE 30000 0 0
D ASSURANT INC COM 04621X108 10474 255093 SH SOLE 255093 0 0
D ATMEL CORP COM 049513104 408 50400 SH SOLE 50400 0 0
D ATMOS ENERGY CORP COM 049560105 313 9400 SH SOLE 9400 0 0
D ATWOOD OCEANICS INC COM 050095108 812 20400 SH SOLE 20400 0 0
D AUTOLIV INC COM 052800109 3971 74233 SH SOLE 74233 0 0
D AUTOMATIC DATA PROCESSING IN COM 053015103 306 5665 SH SOLE 5665 0 0
D AUTOZONE INC COM 053332102 40390 124289 SH SOLE 124289 0 0
D AVALONBAY CMNTYS INC COM 053484101 2118 16215 SH SOLE 16215 0 0
D AVISTA CORP COM 05379B107 469 18200 SH SOLE 18200 0 0
D BB&T CORP COM 054937107 203 8065 SH SOLE 8065 0 0
D BCE INC COM NEW 05534B760 2298 55100 SH SOLE 55100 0 0
D BGC PARTNERS INC CL A 05541T101 619 104200 SH SOLE 104200 0 0
D BRE PROPERTIES INC CL A 05564E106 510 10100 SH SOLE 10100 0 0
D BAKER HUGHES INC COM 057224107 1175 24147 SH SOLE 24147 0 0
D BANK OF AMERICA CORPORATION COM 060505104 11045 1986557 SH SOLE 1986557 0 0
D BANK MONTREAL QUE COM 063671101 13582 247500 SH SOLE 247500 0 0
D BANK OF NEW YORK MELLON CORP COM 064058100 284 14262 SH SOLE 14262 0 0
D BANK NOVA SCOTIA HALIFAX COM 064149107 16483 330200 SH SOLE 330200 0 0
D BARRICK GOLD CORP COM 067901108 15460 341102 SH SOLE 341102 0 0
D BAXTER INTL INC COM 071813109 325 6574 SH SOLE 6574 0 0
D BAYTEX ENERGY CORP COM 07317Q105 1399 25000 SH SOLE 25000 0 0
D BBCN BANCORP INC COM 073295107 334 35300 SH SOLE 35300 0 0
D BED BATH & BEYOND INC COM 075896100 18260 314984 SH SOLE 314984 0 0
D BELDEN INC COM 077454106 769 23100 SH SOLE 23100 0 0
D BELO CORP COM SER A 080555105 156 24700 SH SOLE 24700 0 0
D BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6699 87793 SH SOLE 87793 0 0
D BEST BUY INC COM 086516101 3133 134077 SH SOLE 134077 0 0
D BIG LOTS INC COM 089302103 687 18200 SH SOLE 18200 0 0
D BIGLARI HLDGS INC COM 08986R101 639 1735 SH SOLE 1735 0 0
D BIOGEN IDEC INC COM 09062X103 23206 210866 SH SOLE 210866 0 0
D BLACK HILLS CORP COM 092113109 735 21900 SH SOLE 21900 0 0
D BLACKBAUD INC COM 09227Q100 310 11200 SH SOLE 11200 0 0
D BLACKROCK INC COM 09247X101 3392 19032 SH SOLE 19032 0 0
D BLACKROCK KELSO CAPITAL CORP COM 092533108 131680 16137201 SH SOLE 16137201 0 0
D BLOUNT INTL INC NEW COM 095180105 436 30000 SH SOLE 30000 0 0
D BOEING CO COM 097023105 3187 43445 SH SOLE 43445 0 0
D BORGWARNER INC COM 099724106 2082 32668 SH SOLE 32668 0 0
D BOSTON BEER INC CL A 100557107 434 4000 SH SOLE 4000 0 0
D BOSTON PRIVATE FINL HLDGS IN COM 101119105 83 10400 SH SOLE 10400 0 0
D BOSTON PROPERTIES INC COM 101121101 4488 45061 SH SOLE 45061 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 1228 229908 SH SOLE 229908 0 0
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1030 108400 SH SOLE 108400 0 0
D BRIGHTPOINT INC COM NEW 109473405 327 30400 SH SOLE 30400 0 0
D BRINKS CO COM 109696104 481 17900 SH SOLE 17900 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 34653 983334 SH SOLE 983334 0 0
D BROADCOM CORP CL A 111320107 3921 133565 SH SOLE 133565 0 0
D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3340 121300 SH SOLE 121300 0 0
D BROOKFIELD OFFICE PPTYS INC COM 112900105 1677 106900 SH SOLE 106900 0 0
D BROWN & BROWN INC COM 115236101 450 19900 SH SOLE 19900 0 0
D BUFFALO WILD WINGS INC COM 119848109 236 3500 SH SOLE 3500 0 0
D CAE INC COM 124765108 537 55300 SH SOLE 55300 0 0
D CBL & ASSOC PPTYS INC COM 124830100 702 44700 SH SOLE 44700 0 0
D CBS CORP NEW CL B 124857202 5617 206948 SH SOLE 206948 0 0
D CBOE HLDGS INC COM 12503M108 432 16700 SH SOLE 16700 0 0
D CF INDS HLDGS INC COM 125269100 16527 113998 SH SOLE 113998 0 0
D CH ENERGY GROUP INC COM 12541M102 432 7400 SH SOLE 7400 0 0
D CIGNA CORPORATION COM 125509109 4918 117103 SH SOLE 117103 0 0
D CIT GROUP INC COM NEW 125581801 1214 34805 SH SOLE 34805 0 0
D CLECO CORP NEW COM 12561W105 495 13000 SH SOLE 13000 0 0
D CME GROUP INC COM 12572Q105 4248 17435 SH SOLE 17435 0 0
D CNO FINL GROUP INC COM 12621E103 779 123400 SH SOLE 123400 0 0
D CSG SYS INTL INC COM 126349109 319 21700 SH SOLE 21700 0 0
D CSX CORP COM 126408103 267 12672 SH SOLE 12672 0 0
D CTC MEDIA INC COM 12642X106 838 95500 SH SOLE 95500 0 0
D CVB FINL CORP COM 126600105 144 14400 SH SOLE 14400 0 0
D CVR ENERGY INC COM 12662P108 627 33500 SH SOLE 33500 0 0
D CVS CAREMARK CORPORATION COM 126650100 7758 190231 SH SOLE 190231 0 0
D CYS INVTS INC COM 12673A108 134 10200 SH SOLE 10200 0 0
D CACI INTL INC CL A 127190304 777 13900 SH SOLE 13900 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 841 80900 SH SOLE 80900 0 0
D CAMDEN PPTY TR SH BEN INT 133131102 2247 36100 SH SOLE 36100 0 0
D CAMECO CORP COM 13321L108 1533 84800 SH SOLE 84800 0 0
D CDN IMPERIAL BK OF COMMERCE COM 136069101 8334 115000 SH SOLE 115000 0 0
D CANADIAN NATL RY CO COM 136375102 11413 145000 SH SOLE 145000 0 0
D CANADIAN NAT RES LTD COM 136385101 13293 354800 SH SOLE 354800 0 0
D CANADIAN PAC RY LTD COM 13645T100 2467 36400 SH SOLE 36400 0 0
D CANTEL MEDICAL CORP COM 138098108 344 12300 SH SOLE 12300 0 0
D CAPITAL ONE FINL CORP COM 14040H105 8133 192316 SH SOLE 192316 0 0
D CAPSTEAD MTG CORP COM NO PAR 14067E506 454 36500 SH SOLE 36500 0 0
D CARBO CERAMICS INC COM 140781105 469 3800 SH SOLE 3800 0 0
D CARLISLE COS INC COM 142339100 239 5400 SH SOLE 5400 0 0
D CARNIVAL CORP PAIRED CTF 143658300 3260 99879 SH SOLE 99879 0 0
D CATALYST HEALTH SOLUTIONS IN COM 14888B103 333 6400 SH SOLE 6400 0 0
D CATERPILLAR INC DEL COM 149123101 7681 84775 SH SOLE 84775 0 0
D CATHAY GENERAL BANCORP COM 149150104 355 23762 SH SOLE 23762 0 0
D CATO CORP NEW CL A 149205106 201 8300 SH SOLE 8300 0 0
D CAVIUM INC COM 14964U108 532 18700 SH SOLE 18700 0 0
D CEDAR REALTY TRUST INC COM NEW 150602209 132 30600 SH SOLE 30600 0 0
D CELGENE CORP COM 151020104 26020 384908 SH SOLE 384908 0 0
D CENTENE CORP DEL COM 15135B101 554 14000 SH SOLE 14000 0 0
D CENOVUS ENERGY INC COM 15135U109 8565 257800 SH SOLE 257800 0 0
D CENVEO INC COM 15670S105 57 16900 SH SOLE 16900 0 0
D CENTURYLINK INC COM 156700106 23910 642732 SH SOLE 642732 0 0
D CHEESECAKE FACTORY INC COM 163072101 355 12100 SH SOLE 12100 0 0
D CHEMED CORP NEW COM 16359R103 205 4000 SH SOLE 4000 0 0
D CHEMICAL FINL CORP COM 163731102 211 9900 SH SOLE 9900 0 0
D CHESAPEAKE UTILS CORP COM 165303108 264 6100 SH SOLE 6100 0 0
D CHEVRON CORP NEW COM 166764100 118550 1114190 SH SOLE 1114190 0 0
D CHIPOTLE MEXICAN GRILL INC COM 169656105 325 963 SH SOLE 963 0 0
D CHUBB CORP COM 171232101 229 3308 SH SOLE 3308 0 0
D CHURCH & DWIGHT INC COM 171340102 15914 347761 SH SOLE 347761 0 0
D CIMAREX ENERGY CO COM 171798101 625 10090 SH SOLE 10090 0 0
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D CISCO SYS INC COM 17275R102 18263 1010135 SH SOLE 1010135 0 0
D CIRRUS LOGIC INC COM 172755100 201 12700 SH SOLE 12700 0 0
D CITIGROUP INC COM NEW 172967424 15004 570269 SH SOLE 570269 0 0
D CLARCOR INC COM 179895107 690 13800 SH SOLE 13800 0 0
D CLEARWATER PAPER CORP COM 18538R103 480 13484 SH SOLE 13484 0 0
D CLIFFS NATURAL RESOURCES INC COM 18683K101 3478 55789 SH SOLE 55789 0 0
D COACH INC COM 189754104 34911 571944 SH SOLE 571944 0 0
D COCA COLA CO COM 191216100 78724 1125108 SH SOLE 1125108 0 0
D COCA COLA ENTERPRISES INC NE COM 19122T109 27092 1050890 SH SOLE 1050890 0 0
D COEUR D ALENE MINES CORP IDA COM NEW 192108504 591 24500 SH SOLE 24500 0 0
D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6741 104813 SH SOLE 104813 0 0
D COINSTAR INC COM 19259P300 484 10600 SH SOLE 10600 0 0
D COLGATE PALMOLIVE CO COM 194162103 23869 258346 SH SOLE 258346 0 0
D COMCAST CORP NEW CL A 20030N101 19547 824429 SH SOLE 824429 0 0
D COMERICA INC COM 200340107 2557 99125 SH SOLE 99125 0 0
D COMMERCE BANCSHARES INC COM 200525103 404 10605 SH SOLE 10605 0 0
D COMMONWEALTH REIT COM SH BEN INT 203233101 391 23496 SH SOLE 23496 0 0
D COMMUNITY HEALTH SYS INC NEW COM 203668108 525 30100 SH SOLE 30100 0 0
D COMPLETE PRODUCTION SERVICES COM 20453E109 386 11500 SH SOLE 11500 0 0
D COMPUTER PROGRAMS & SYS INC COM 205306103 450 8800 SH SOLE 8800 0 0
D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 358 12500 SH SOLE 12500 0 0
D CONOCOPHILLIPS COM 20825C104 11366 155981 SH SOLE 155981 0 0
D CONSOL ENERGY INC COM 20854P109 981 26723 SH SOLE 26723 0 0
D CONSOLIDATED EDISON INC COM 209115104 12244 197388 SH SOLE 197388 0 0
D CONSTELLATION BRANDS INC CL A 21036P108 2898 140208 SH SOLE 140208 0 0
D COOPER COS INC COM NEW 216648402 635 9000 SH SOLE 9000 0 0
D COPART INC COM 217204106 943 19700 SH SOLE 19700 0 0
D CORESITE RLTY CORP COM 21870Q105 226 12700 SH SOLE 12700 0 0
D CORN PRODS INTL INC COM 219023108 668 12700 SH SOLE 12700 0 0
D CORNING INC COM 219350105 236 18178 SH SOLE 18178 0 0
D COSTCO WHSL CORP NEW COM 22160K105 805 9665 SH SOLE 9665 0 0
D COVENTRY HEALTH CARE INC COM 222862104 2421 79719 SH SOLE 79719 0 0
D CUBESMART COM 229663109 355 33400 SH SOLE 33400 0 0
D CUBIST PHARMACEUTICALS INC COM 229678107 895 22600 SH SOLE 22600 0 0
D CUMMINS INC COM 231021106 2186 24840 SH SOLE 24840 0 0
D CYBERONICS INC COM 23251P102 281 8400 SH SOLE 8400 0 0
D DCT INDUSTRIAL TRUST INC COM 233153105 125 24400 SH SOLE 24400 0 0
D DDR CORP COM 23317H102 1289 105900 SH SOLE 105900 0 0
D DTE ENERGY CO COM 233331107 12778 234681 SH SOLE 234681 0 0
D DSW INC CL A 23334L102 225 5100 SH SOLE 5100 0 0
D DANAHER CORP DEL COM 235851102 13771 292742 SH SOLE 292742 0 0
D DARLING INTL INC COM 237266101 280 21100 SH SOLE 21100 0 0
D DECKERS OUTDOOR CORP COM 243537107 295 3900 SH SOLE 3900 0 0
D DEERE & CO COM 244199105 18200 235289 SH SOLE 235289 0 0
D DELEK US HLDGS INC COM 246647101 169 14800 SH SOLE 14800 0 0
D DELL INC COM 24702R101 6295 430297 SH SOLE 430297 0 0
D DELPHI FINL GROUP INC CL A 247131105 416 9400 SH SOLE 9400 0 0
D DELTA AIR LINES INC DEL COM NEW 247361702 219 27045 SH SOLE 27045 0 0
D DELUXE CORP COM 248019101 2831 124400 SH SOLE 124400 0 0
D DEVON ENERGY CORP NEW COM 25179M103 3681 59378 SH SOLE 59378 0 0
D DEVRY INC DEL COM 251893103 398 10352 SH SOLE 10352 0 0
D DIAMOND OFFSHORE DRILLING IN COM 25271C102 3642 65904 SH SOLE 65904 0 0
D DIAMONDROCK HOSPITALITY CO COM 252784301 501 52000 SH SOLE 52000 0 0
D DIGITAL RLTY TR INC COM 253868103 831 12457 SH SOLE 12457 0 0
D DILLARDS INC CL A 254067101 583 13000 SH SOLE 13000 0 0
D DISNEY WALT CO COM DISNEY 254687106 5910 157600 SH SOLE 157600 0 0
D DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 11465 279829 SH SOLE 279829 0 0
D DISH NETWORK CORP CL A 25470M109 9418 330703 SH SOLE 330703 0 0
D DISCOVER FINL SVCS COM 254709108 8438 351563 SH SOLE 351563 0 0
D DIRECTV COM CL A 25490A101 42210 987142 SH SOLE 987142 0 0
D DOLAN CO COM 25659P402 192 22500 SH SOLE 22500 0 0
D DOLLAR TREE INC COM 256746108 7165 86212 SH SOLE 86212 0 0
D DOMINION RES INC VA NEW COM 25746U109 17416 328105 SH SOLE 328105 0 0
D DOMINOS PIZZA INC COM 25754A201 506 14900 SH SOLE 14900 0 0
D DOMTAR CORP COM NEW 257559203 952 11900 SH SOLE 11900 0 0
D DONALDSON INC COM 257651109 1008 14800 SH SOLE 14800 0 0
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S REPORT SUMMARY 862 DATA RECORDS 5177354 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED