0001097241-12-000012.txt : 20120508
0001097241-12-000012.hdr.sgml : 20120508
20120508095630
ACCESSION NUMBER: 0001097241-12-000012
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120508
DATE AS OF CHANGE: 20120508
EFFECTIVENESS DATE: 20120508
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: 12819929
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
vrs1q12.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, 2012
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
May 7, 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: 849
Form 13F Information Table Value Total: $5,491,374(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 12413 249874 SH SOLE 249874 0 0
D AIRCASTLE LTD COM G0129K104 360 29400 SH SOLE 29400 0 0
D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 559 20000 SH SOLE 20000 0 0
D ASSURED GUARANTY LTD COM G0585R106 529 32000 SH SOLE 32000 0 0
D AXIS CAPITAL HOLDINGS SHS G0692U109 6042 182147 SH SOLE 182147 0 0
D ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 924 25600 SH SOLE 25600 0 0
D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 55481 860175 SH SOLE 860175 0 0
D BUNGE LIMITED COM G16962105 3983 58197 SH SOLE 58197 0 0
D COVIDIEN PLC SHS G2554F113 308 5627 SH SOLE 5627 0 0
D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 305 7500 SH SOLE 7500 0 0
D EVEREST RE GROUP LTD COM G3223R108 16610 179526 SH SOLE 179526 0 0
D HELEN OF TROY CORP LTD COM G4388N106 493 14500 SH SOLE 14500 0 0
D JAZZ PHARMACEUTICALS PLC SHS USD G50871105 834 17200 SH SOLE 17200 0 0
D MAIDEN HOLDINGS LTD SHS G5753U112 359 39900 SH SOLE 39900 0 0
D MONTPELIER RE HOLDINGS LTD SHS G62185106 599 31000 SH SOLE 31000 0 0
D PARTNERRE LTD COM G6852T105 316 4651 SH SOLE 4651 0 0
D PLATINUM UNDERWRITER HLDGS L COM G7127P100 219 6000 SH SOLE 6000 0 0
D RENAISSANCERE HOLDINGS LTD COM G7496G103 2689 35504 SH SOLE 35504 0 0
D SEADRILL LIMITED SHS G7945E105 2657 71014 SH SOLE 71014 0 0
D SEAGATE TECHNOLOGY PLC SHS G7945M107 4294 159297 SH SOLE 159297 0 0
D SIGNET JEWELERS LIMITED SHS G81276100 950 20100 SH SOLE 20100 0 0
D WHITE MTNS INS GROUP LTD COM G9618E107 702 1400 SH SOLE 1400 0 0
D WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 6017 172023 SH SOLE 172023 0 0
D ACE LTD SHS H0023R105 2688 36728 SH SOLE 36728 0 0
D TRANSOCEAN LTD REG SHS H8817H100 5509 101102 SH SOLE 101102 0 0
D TYCO INTERNATIONAL LTD SHS H89128104 303 5388 SH SOLE 5388 0 0
D UBS AG SHS NEW H89231338 13747 982237 SH SOLE 982237 0 0
D CELLCOM ISRAEL LTD SHS M2196U109 150 11829 SH SOLE 11829 0 0
D CORE LABORATORIES N V COM N22717107 579 4400 SH SOLE 4400 0 0
D ORTHOFIX INTL N V COM N6748L102 365 9700 SH SOLE 9700 0 0
D SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 278 8300 SH SOLE 8300 0 0
D VISTAPRINT N V SHS N93540107 491 12700 SH SOLE 12700 0 0
D AVAGO TECHNOLOGIES LTD SHS Y0486S104 8845 226977 SH SOLE 226977 0 0
D AFLAC INC COM 001055102 1202 26144 SH SOLE 26144 0 0
D AES CORP COM 00130H105 5838 446706 SH SOLE 446706 0 0
D AK STL HLDG CORP COM 001547108 189 25000 SH SOLE 25000 0 0
D AT&T INC COM 00206R102 75937 2431525 SH SOLE 2431525 0 0
D AARONS INC COM PAR $0.50 002535300 875 33800 SH SOLE 33800 0 0
D ABBOTT LABS COM 002824100 19721 321768 SH SOLE 321768 0 0
D ACETO CORP COM 004446100 189 19900 SH SOLE 19900 0 0
D ADOBE SYS INC COM 00724F101 10095 294225 SH SOLE 294225 0 0
D ADTRAN INC COM 00738A106 377 12100 SH SOLE 12100 0 0
D ADVANCE AUTO PARTS INC COM 00751Y106 16469 185945 SH SOLE 185945 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 451 56211 SH SOLE 56211 0 0
D AETNA INC NEW COM 00817Y108 31994 637842 SH SOLE 637842 0 0
D AGNICO EAGLE MINES LTD COM 008474108 1227 36900 SH SOLE 36900 0 0
D AGREE REALTY CORP COM 008492100 386 17100 SH SOLE 17100 0 0
D AGRIUM INC COM 008916108 8097 94000 SH SOLE 94000 0 0
D AIR METHODS CORP COM PAR $.06 009128307 244 2800 SH SOLE 2800 0 0
D AIR PRODS & CHEMS INC COM 009158106 2741 29855 SH SOLE 29855 0 0
D AIR TRANSPORT SERVICES GRP I COM 00922R105 138 23900 SH SOLE 23900 0 0
D ALBEMARLE CORP COM 012653101 710 11100 SH SOLE 11100 0 0
D ALCOA INC COM 013817101 4318 430911 SH SOLE 430911 0 0
D ALEXION PHARMACEUTICALS INC COM 015351109 200 2159 SH SOLE 2159 0 0
D ALIGN TECHNOLOGY INC COM 016255101 526 19100 SH SOLE 19100 0 0
D ALLEGIANT TRAVEL CO COM 01748X102 267 4900 SH SOLE 4900 0 0
D ALLERGAN INC COM 018490102 340 3558 SH SOLE 3558 0 0
D ALLIANCE DATA SYSTEMS CORP COM 018581108 26349 209183 SH SOLE 209183 0 0
D ALLIANT ENERGY CORP COM 018802108 9916 228894 SH SOLE 228894 0 0
D ALLSTATE CORP COM 020002101 10123 307494 SH SOLE 307494 0 0
D ALTRIA GROUP INC COM 02209S103 62872 2036684 SH SOLE 2036684 0 0
D AMAZON COM INC COM 023135106 6327 31243 SH SOLE 31243 0 0
D AMEREN CORP COM 023608102 11664 358025 SH SOLE 358025 0 0
D AMERICAN AXLE & MFG HLDGS IN COM 024061103 778 66400 SH SOLE 66400 0 0
D AMERICAN CAMPUS CMNTYS INC COM 024835100 1185 26500 SH SOLE 26500 0 0
D AMERICAN CAPITAL AGENCY CORP COM 02503X105 880 29800 SH SOLE 29800 0 0
D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 483 28100 SH SOLE 28100 0 0
D AMERICAN ELEC PWR INC COM 025537101 1359 35232 SH SOLE 35232 0 0
D AMERICAN EQTY INVT LIFE HLD COM 025676206 769 60200 SH SOLE 60200 0 0
D AMERICAN EXPRESS CO COM 025816109 10733 185492 SH SOLE 185492 0 0
D AMERICAN GREETINGS CORP CL A 026375105 348 22700 SH SOLE 22700 0 0
D AMERICAN TOWER CORP NEW COM 03027X100 33229 527284 SH SOLE 527284 0 0
D AMERICAN WTR WKS CO INC NEW COM 030420103 2356 69247 SH SOLE 69247 0 0
D AMERICAN WOODMARK CORP COM 030506109 214 11900 SH SOLE 11900 0 0
D AMERICAS CAR MART INC COM 03062T105 255 5800 SH SOLE 5800 0 0
D AMERISOURCEBERGEN CORP COM 03073E105 3090 77913 SH SOLE 77913 0 0
D AMETEK INC NEW COM 031100100 1459 30068 SH SOLE 30068 0 0
D AMGEN INC COM 031162100 9725 143082 SH SOLE 143082 0 0
D AMKOR TECHNOLOGY INC COM 031652100 156 25400 SH SOLE 25400 0 0
D AMPHENOL CORP NEW CL A 032095101 4120 68933 SH SOLE 68933 0 0
D ANADARKO PETE CORP COM 032511107 1043 13308 SH SOLE 13308 0 0
D ANGIODYNAMICS INC COM 03475V101 439 35800 SH SOLE 35800 0 0
D ANIXTER INTL INC COM 035290105 261 3600 SH SOLE 3600 0 0
D ANNALY CAP MGMT INC COM 035710409 1919 121314 SH SOLE 121314 0 0
D ANSYS INC COM 03662Q105 1294 19900 SH SOLE 19900 0 0
D APACHE CORP COM 037411105 13668 136079 SH SOLE 136079 0 0
D APOLLO GROUP INC CL A 037604105 710 18366 SH SOLE 18366 0 0
D APOLLO INVT CORP COM 03761U106 271 37809 SH SOLE 37809 0 0
D APPLE INC COM 037833100 238525 397840 SH SOLE 397840 0 0
D APPLIED INDL TECHNOLOGIES IN COM 03820C105 403 9800 SH SOLE 9800 0 0
D APPLIED MATLS INC COM 038222105 820 65867 SH SOLE 65867 0 0
D APTARGROUP INC COM 038336103 466 8500 SH SOLE 8500 0 0
D ARCH COAL INC COM 039380100 403 37665 SH SOLE 37665 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 5249 165791 SH SOLE 165791 0 0
D ARCTIC CAT INC COM 039670104 308 7200 SH SOLE 7200 0 0
D ARES CAP CORP COM 04010L103 403 24659 SH SOLE 24659 0 0
D ARRIS GROUP INC COM 04269Q100 533 47200 SH SOLE 47200 0 0
D ASSOCIATED BANC CORP COM 045487105 903 64700 SH SOLE 64700 0 0
D ASSURANT INC COM 04621X108 10626 262374 SH SOLE 262374 0 0
D ATMEL CORP COM 049513104 657 66600 SH SOLE 66600 0 0
D ATMOS ENERGY CORP COM 049560105 588 18700 SH SOLE 18700 0 0
D ATWOOD OCEANICS INC COM 050095108 382 8500 SH SOLE 8500 0 0
D AUTODESK INC COM 052769106 1940 45843 SH SOLE 45843 0 0
D AUTOLIV INC COM 052800109 459 6841 SH SOLE 6841 0 0
D AUTOMATIC DATA PROCESSING IN COM 053015103 315 5700 SH SOLE 5700 0 0
D AUTOZONE INC COM 053332102 39849 107179 SH SOLE 107179 0 0
D AVALONBAY CMNTYS INC COM 053484101 2790 19736 SH SOLE 19736 0 0
D AVISTA CORP COM 05379B107 466 18200 SH SOLE 18200 0 0
D BB&T CORP COM 054937107 293 9330 SH SOLE 9330 0 0
D B & G FOODS INC NEW COM 05508R106 243 10800 SH SOLE 10800 0 0
D BCE INC COM NEW 05534B760 2218 55500 SH SOLE 55500 0 0
D BGC PARTNERS INC CL A 05541T101 745 100600 SH SOLE 100600 0 0
D BRE PROPERTIES INC CL A 05564E106 324 6400 SH SOLE 6400 0 0
D BAKER HUGHES INC COM 057224107 213 5090 SH SOLE 5090 0 0
D BANK OF AMERICA CORPORATION COM 060505104 19021 1987517 SH SOLE 1987517 0 0
D BANK MONTREAL QUE COM 063671101 14768 248900 SH SOLE 248900 0 0
D BANK OF NEW YORK MELLON CORP COM 064058100 341 14143 SH SOLE 14143 0 0
D BANK NOVA SCOTIA HALIFAX COM 064149107 18579 332300 SH SOLE 332300 0 0
D BARRICK GOLD CORP COM 067901108 14808 341402 SH SOLE 341402 0 0
D BAXTER INTL INC COM 071813109 393 6574 SH SOLE 6574 0 0
D BAYTEX ENERGY CORP COM 07317Q105 1316 25400 SH SOLE 25400 0 0
D BBCN BANCORP INC COM 073295107 388 34900 SH SOLE 34900 0 0
D BED BATH & BEYOND INC COM 075896100 29725 451953 SH SOLE 451953 0 0
D BELDEN INC COM 077454106 770 20300 SH SOLE 20300 0 0
D BELO CORP COM SER A 080555105 166 23200 SH SOLE 23200 0 0
D BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7131 87880 SH SOLE 87880 0 0
D BEST BUY INC COM 086516101 3173 133992 SH SOLE 133992 0 0
D BIG LOTS INC COM 089302103 714 16600 SH SOLE 16600 0 0
D BIGLARI HLDGS INC COM 08986R101 699 1735 SH SOLE 1735 0 0
D BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 769 32700 SH SOLE 32700 0 0
D BIOGEN IDEC INC COM 09062X103 26333 208991 SH SOLE 208991 0 0
D BLACK HILLS CORP COM 092113109 533 15900 SH SOLE 15900 0 0
D BLACKROCK INC COM 09247X101 3310 16154 SH SOLE 16154 0 0
D BLACKROCK KELSO CAPITAL CORP COM 092533108 158057 16095435 SH SOLE 16095435 0 0
D BLOUNT INTL INC NEW COM 095180105 489 29300 SH SOLE 29300 0 0
D BOB EVANS FARMS INC COM 096761101 807 21400 SH SOLE 21400 0 0
D BOEING CO COM 097023105 3022 40635 SH SOLE 40635 0 0
D BORGWARNER INC COM 099724106 3937 46680 SH SOLE 46680 0 0
D BOSTON PRIVATE FINL HLDGS IN COM 101119105 109 11000 SH SOLE 11000 0 0
D BOSTON PROPERTIES INC COM 101121101 3515 33483 SH SOLE 33483 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 103 17278 SH SOLE 17278 0 0
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 975 84900 SH SOLE 84900 0 0
D BRIGHTPOINT INC COM NEW 109473405 245 30400 SH SOLE 30400 0 0
D BRINKER INTL INC COM 109641100 499 18100 SH SOLE 18100 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 33340 987863 SH SOLE 987863 0 0
D BROADCOM CORP CL A 111320107 10433 265468 SH SOLE 265468 0 0
D BROCADE COMMUNICATIONS SYS I COM NEW 111621306 281 48800 SH SOLE 48800 0 0
D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3810 121000 SH SOLE 121000 0 0
D BROOKFIELD OFFICE PPTYS INC COM 112900105 1861 107200 SH SOLE 107200 0 0
D BUFFALO WILD WINGS INC COM 119848109 453 5000 SH SOLE 5000 0 0
D CAE INC COM 124765108 570 55700 SH SOLE 55700 0 0
D CBL & ASSOC PPTYS INC COM 124830100 1533 81000 SH SOLE 81000 0 0
D CBS CORP NEW CL B 124857202 242 7126 SH SOLE 7126 0 0
D CBOE HLDGS INC COM 12503M108 475 16700 SH SOLE 16700 0 0
D CF INDS HLDGS INC COM 125269100 6618 36231 SH SOLE 36231 0 0
D CH ENERGY GROUP INC COM 12541M102 374 5600 SH SOLE 5600 0 0
D CIGNA CORPORATION COM 125509109 4862 98729 SH SOLE 98729 0 0
D CIT GROUP INC COM NEW 125581801 1457 35323 SH SOLE 35323 0 0
D CLECO CORP NEW COM 12561W105 515 13000 SH SOLE 13000 0 0
D CME GROUP INC COM 12572Q105 618 2136 SH SOLE 2136 0 0
D CNO FINL GROUP INC COM 12621E103 878 112900 SH SOLE 112900 0 0
D CSG SYS INTL INC COM 126349109 304 20100 SH SOLE 20100 0 0
D CSX CORP COM 126408103 264 12246 SH SOLE 12246 0 0
D CTC MEDIA INC COM 12642X106 864 74300 SH SOLE 74300 0 0
D CVB FINL CORP COM 126600105 154 13100 SH SOLE 13100 0 0
D CVR ENERGY INC COM 12662P108 848 31700 SH SOLE 31700 0 0
D CVS CAREMARK CORPORATION COM 126650100 10835 241853 SH SOLE 241853 0 0
D CYS INVTS INC COM 12673A108 134 10200 SH SOLE 10200 0 0
D CA INC COM 12673P105 1425 51704 SH SOLE 51704 0 0
D CACI INTL INC CL A 127190304 860 13800 SH SOLE 13800 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 958 80900 SH SOLE 80900 0 0
D CALAMOS ASSET MGMT INC CL A 12811R104 315 24000 SH SOLE 24000 0 0
D CAMBREX CORP COM 132011107 97 13900 SH SOLE 13900 0 0
D CAMDEN PPTY TR SH BEN INT 133131102 1769 26900 SH SOLE 26900 0 0
D CAMECO CORP COM 13321L108 1827 85300 SH SOLE 85300 0 0
D CDN IMPERIAL BK OF COMMERCE COM 136069101 8841 115900 SH SOLE 115900 0 0
D CANADIAN NATL RY CO COM 136375102 11453 144400 SH SOLE 144400 0 0
D CANADIAN NAT RES LTD COM 136385101 11306 341800 SH SOLE 341800 0 0
D CANADIAN PAC RY LTD COM 13645T100 2780 36700 SH SOLE 36700 0 0
D CANTEL MEDICAL CORP COM 138098108 305 12150 SH SOLE 12150 0 0
D CAPITAL ONE FINL CORP COM 14040H105 9599 172213 SH SOLE 172213 0 0
D CAPSTEAD MTG CORP COM NO PAR 14067E506 479 36500 SH SOLE 36500 0 0
D CARBO CERAMICS INC COM 140781105 274 2600 SH SOLE 2600 0 0
D CARLISLE COS INC COM 142339100 290 5800 SH SOLE 5800 0 0
D CATALYST HEALTH SOLUTIONS IN COM 14888B103 395 6200 SH SOLE 6200 0 0
D CATERPILLAR INC DEL COM 149123101 6907 64841 SH SOLE 64841 0 0
D CATHAY GENERAL BANCORP COM 149150104 417 23562 SH SOLE 23562 0 0
D CATO CORP NEW CL A 149205106 229 8300 SH SOLE 8300 0 0
D CAVIUM INC COM 14964U108 254 8200 SH SOLE 8200 0 0
D CEDAR REALTY TRUST INC COM NEW 150602209 54 10600 SH SOLE 10600 0 0
D CELGENE CORP COM 151020104 52487 677078 SH SOLE 677078 0 0
D CENTENE CORP DEL COM 15135B101 975 19900 SH SOLE 19900 0 0
D CENOVUS ENERGY INC COM 15135U109 9292 258700 SH SOLE 258700 0 0
D CENVEO INC COM 15670S105 57 16900 SH SOLE 16900 0 0
D CENTURYLINK INC COM 156700106 29150 754203 SH SOLE 754203 0 0
D CHEESECAKE FACTORY INC COM 163072101 356 12100 SH SOLE 12100 0 0
D CHEMED CORP NEW COM 16359R103 608 9700 SH SOLE 9700 0 0
D CHEMICAL FINL CORP COM 163731102 241 10300 SH SOLE 10300 0 0
D CHEMTURA CORP COM NEW 163893209 389 22900 SH SOLE 22900 0 0
D CHESAPEAKE UTILS CORP COM 165303108 341 8300 SH SOLE 8300 0 0
D CHEVRON CORP NEW COM 166764100 115684 1079043 SH SOLE 1079043 0 0
D CHIPOTLE MEXICAN GRILL INC COM 169656105 403 965 SH SOLE 965 0 0
D CHUBB CORP COM 171232101 224 3243 SH SOLE 3243 0 0
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D CLEARWATER PAPER CORP COM 18538R103 418 12584 SH SOLE 12584 0 0
D COACH INC COM 189754104 44204 572004 SH SOLE 572004 0 0
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D COCA COLA ENTERPRISES INC NE COM 19122T109 26150 914339 SH SOLE 914339 0 0
D COEUR D ALENE MINES CORP IDA COM NEW 192108504 888 37400 SH SOLE 37400 0 0
D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11206 145624 SH SOLE 145624 0 0
D COINSTAR INC COM 19259P300 470 7400 SH SOLE 7400 0 0
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D COMCAST CORP NEW CL A 20030N101 18635 620959 SH SOLE 620959 0 0
D COMCAST CORP NEW CL A SPL 20030N200 224 7581 SH SOLE 7581 0 0
D COMERICA INC COM 200340107 3088 95417 SH SOLE 95417 0 0
D COMMONWEALTH REIT COM SH BEN INT 203233101 199 10696 SH SOLE 10696 0 0
D COMMUNITY HEALTH SYS INC NEW COM 203668108 696 31300 SH SOLE 31300 0 0
D COMPUTER PROGRAMS & SYS INC COM 205306103 509 9000 SH SOLE 9000 0 0
D CONAGRA FOODS INC COM 205887102 3756 143034 SH SOLE 143034 0 0
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D COPART INC COM 217204106 980 37600 SH SOLE 37600 0 0
D CORN PRODS INTL INC COM 219023108 830 14400 SH SOLE 14400 0 0
D CORNING INC COM 219350105 258 18328 SH SOLE 18328 0 0
D CORRECTIONS CORP AMER NEW COM NEW 22025Y407 601 22000 SH SOLE 22000 0 0
D COSTCO WHSL CORP NEW COM 22160K105 513 5654 SH SOLE 5654 0 0
D COUSINS PPTYS INC COM 222795106 258 34000 SH SOLE 34000 0 0
D COVENTRY HEALTH CARE INC COM 222862104 1561 43883 SH SOLE 43883 0 0
D CUBESMART COM 229663109 211 17700 SH SOLE 17700 0 0
D CUBIST PHARMACEUTICALS INC COM 229678107 964 22300 SH SOLE 22300 0 0
D CUMMINS INC COM 231021106 2609 21737 SH SOLE 21737 0 0
D CURTISS WRIGHT CORP COM 231561101 278 7500 SH SOLE 7500 0 0
D CYPRESS SEMICONDUCTOR CORP COM 232806109 261 16700 SH SOLE 16700 0 0
D DCT INDUSTRIAL TRUST INC COM 233153105 379 64300 SH SOLE 64300 0 0
D DDR CORP COM 23317H102 1215 83200 SH SOLE 83200 0 0
D DTE ENERGY CO COM 233331107 12915 234696 SH SOLE 234696 0 0
D DSW INC CL A 23334L102 361 6600 SH SOLE 6600 0 0
D DANAHER CORP DEL COM 235851102 19113 341304 SH SOLE 341304 0 0
D DARLING INTL INC COM 237266101 244 14000 SH SOLE 14000 0 0
D DECKERS OUTDOOR CORP COM 243537107 252 4000 SH SOLE 4000 0 0
D DEERE & CO COM 244199105 8837 109228 SH SOLE 109228 0 0
D DELL INC COM 24702R101 9724 585957 SH SOLE 585957 0 0
D DELPHI FINL GROUP INC CL A 247131105 421 9400 SH SOLE 9400 0 0
D DELTA AIR LINES INC DEL COM NEW 247361702 223 22475 SH SOLE 22475 0 0
D DELUXE CORP COM 248019101 2927 125000 SH SOLE 125000 0 0
D DEVON ENERGY CORP NEW COM 25179M103 7608 106975 SH SOLE 106975 0 0
D DEVRY INC DEL COM 251893103 325 9600 SH SOLE 9600 0 0
D DIAMOND OFFSHORE DRILLING IN COM 25271C102 1543 23111 SH SOLE 23111 0 0
D DIAMONDROCK HOSPITALITY CO COM 252784301 651 63300 SH SOLE 63300 0 0
D DIGITAL RLTY TR INC COM 253868103 809 10931 SH SOLE 10931 0 0
D DIGITAL GENERATION INC COM 25400B108 463 45300 SH SOLE 45300 0 0
D DILLARDS INC CL A 254067101 914 14500 SH SOLE 14500 0 0
D DISNEY WALT CO COM DISNEY 254687106 7176 163905 SH SOLE 163905 0 0
D DISH NETWORK CORP CL A 25470M109 4871 147922 SH SOLE 147922 0 0
D DISCOVER FINL SVCS COM 254709108 10817 324460 SH SOLE 324460 0 0
D DIRECTV COM CL A 25490A101 40993 830829 SH SOLE 830829 0 0
D DOLAN CO COM 25659P402 218 23900 SH SOLE 23900 0 0
D DOLLAR TREE INC COM 256746108 6453 68288 SH SOLE 68288 0 0
D DOMINION RES INC VA NEW COM 25746U109 16795 327962 SH SOLE 327962 0 0
D DOMINOS PIZZA INC COM 25754A201 788 21700 SH SOLE 21700 0 0
D DOMTAR CORP COM NEW 257559203 1040 10900 SH SOLE 10900 0 0
D DONALDSON INC COM 257651109 1058 29600 SH SOLE 29600 0 0
D DONNELLEY R R & SONS CO COM 257867101 487 39300 SH SOLE 39300 0 0
D DOUGLAS EMMETT INC COM 25960P109 349 15300 SH SOLE 15300 0 0
D DOVER CORP COM 260003108 2119 33662 SH SOLE 33662 0 0
D DOW CHEM CO COM 260543103 696 20083 SH SOLE 20083 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 6066 114676 SH SOLE 114676 0 0
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S REPORT SUMMARY 849 DATA RECORDS 5491374 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED