0001097241-12-000013.txt : 20120727 0001097241-12-000013.hdr.sgml : 20120727 20120727164318 ACCESSION NUMBER: 0001097241-12-000013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120727 DATE AS OF CHANGE: 20120727 EFFECTIVENESS DATE: 20120727 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: 12991126 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 vrs2q12.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: June 30, 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 July 26, 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: 832 Form 13F Information Table Value Total: $4,922,304(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 7491 207113 SH SOLE 207113 0 0 D AIRCASTLE LTD COM G0129K104 304 25200 SH SOLE 25200 0 0 D AON PLC SHS CL A G0408V102 2953 63127 SH SOLE 63127 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 578 20000 SH SOLE 20000 0 0 D ASSURED GUARANTY LTD COM G0585R106 451 32000 SH SOLE 32000 0 0 D AXIS CAPITAL HOLDINGS INV SHS G0692U109 5985 183883 SH SOLE 183883 0 0 D ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 795 25400 SH SOLE 25400 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 45290 753698 SH SOLE 753698 0 0 D BUNGE LIMITED COM G16962105 8138 129710 SH SOLE 129710 0 0 D COVIDIEN PLC SHS G2554F113 304 5674 SH SOLE 5674 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 287 7500 SH SOLE 7500 0 0 D EVEREST RE GROUP LTD COM G3223R108 25845 249731 SH SOLE 249731 0 0 D HELEN OF TROY CORP LTD COM G4388N106 590 17400 SH SOLE 17400 0 0 D INVESCO LTD SHS G491BT108 263 11638 SH SOLE 11638 0 0 D JAZZ PHARMACEUTICALS PLC SHS USD G50871105 851 18900 SH SOLE 18900 0 0 D MAIDEN HOLDINGS LTD SHS G5753U112 359 41400 SH SOLE 41400 0 0 D MONTPELIER RE HOLDINGS LTD SHS G62185106 660 31000 SH SOLE 31000 0 0 D PARTNERRE LTD COM G6852T105 353 4668 SH SOLE 4668 0 0 D PLATINUM UNDERWRITER HLDGS L COM G7127P100 229 6000 SH SOLE 6000 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 2691 35405 SH SOLE 35405 0 0 D SEADRILL LIMITED SHS G7945E105 2172 61163 SH SOLE 61163 0 0 D SEAGATE TECHNOLOGY PLC SHS G7945M107 3493 141241 SH SOLE 141241 0 0 D SIGNET JEWELERS LIMITED SHS G81276100 810 18400 SH SOLE 18400 0 0 D WHITE MTNS INS GROUP LTD COM G9618E107 991 1900 SH SOLE 1900 0 0 D ACE LTD SHS H0023R105 2710 36558 SH SOLE 36558 0 0 D TRANSOCEAN LTD REG SHS H8817H100 3577 80182 SH SOLE 80182 0 0 D TYCO INTERNATIONAL LTD SHS H89128104 286 5412 SH SOLE 5412 0 0 D UBS AG SHS NEW H89231338 9666 827917 SH SOLE 827917 0 0 D CORE LABORATORIES N V COM N22717107 4666 40259 SH SOLE 40259 0 0 D ORTHOFIX INTL N V COM N6748L102 404 9800 SH SOLE 9800 0 0 D VISTAPRINT N V SHS N93540107 304 9400 SH SOLE 9400 0 0 D AVAGO TECHNOLOGIES LTD SHS Y0486S104 4154 115720 SH SOLE 115720 0 0 D ACCO BRANDS CORP COM 00081T108 881 85200 SH SOLE 85200 0 0 D AFLAC INC COM 001055102 234 5484 SH SOLE 5484 0 0 D AES CORP COM 00130H105 5693 443746 SH SOLE 443746 0 0 D AK STL HLDG CORP COM 001547108 539 91800 SH SOLE 91800 0 0 D AT&T INC COM 00206R102 80510 2257714 SH SOLE 2257714 0 0 D AZZ INC COM 002474104 282 4600 SH SOLE 4600 0 0 D AARONS INC COM PAR $0.50 002535300 931 32900 SH SOLE 32900 0 0 D ABBOTT LABS COM 002824100 65364 1013860 SH SOLE 1013860 0 0 D ACETO CORP COM 004446100 180 19900 SH SOLE 19900 0 0 D ACI WORLDWIDE INC COM 004498101 212 4800 SH SOLE 4800 0 0 D ACTUANT CORP CL A NEW 00508X203 559 20600 SH SOLE 20600 0 0 D ADOBE SYS INC COM 00724F101 5131 158497 SH SOLE 158497 0 0 D ADVANCE AUTO PARTS INC COM 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675232102 737 15400 SH SOLE 15400 0 0 D OIL STS INTL INC COM 678026105 900 13600 SH SOLE 13600 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 792 18300 SH SOLE 18300 0 0 D OLD NATL BANCORP IND COM 680033107 542 45100 SH SOLE 45100 0 0 D OMNICARE INC COM 681904108 2153 68934 SH SOLE 68934 0 0 D OMEGA HEALTHCARE INVS INC COM 681936100 610 27100 SH SOLE 27100 0 0 D OPEN TEXT CORP COM 683715106 1654 33078 SH SOLE 33078 0 0 D ORACLE CORP COM 68389X105 23113 778203 SH SOLE 778203 0 0 D OWENS CORNING NEW COM 690742101 442 15500 SH SOLE 15500 0 0 D PDL BIOPHARMA INC COM 69329Y104 160 24200 SH SOLE 24200 0 0 D PG&E CORP COM 69331C108 219 4847 SH SOLE 4847 0 0 D PMC-SIERRA INC COM 69344F106 474 77200 SH SOLE 77200 0 0 D PNC FINL SVCS GROUP INC COM 693475105 1216 19894 SH SOLE 19894 0 0 D PNM RES INC COM 69349H107 614 31400 SH SOLE 31400 0 0 D PPG INDS INC COM 693506107 8944 84285 SH SOLE 84285 0 0 D PACWEST BANCORP DEL COM 695263103 388 16400 SH SOLE 16400 0 0 D PAN AMERICAN SILVER CORP COM 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35900 0 0 D PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 386 22400 SH SOLE 22400 0 0 D PIER 1 IMPORTS INC COM 720279108 488 29700 SH SOLE 29700 0 0 D PINNACLE WEST CAP CORP COM 723484101 28813 556883 SH SOLE 556883 0 0 D POLARIS INDS INC COM 731068102 843 11800 SH SOLE 11800 0 0 D POLYCOM INC COM 73172K104 422 40100 SH SOLE 40100 0 0 D PORTLAND GEN ELEC CO COM NEW 736508847 517 19400 SH SOLE 19400 0 0 D POST PPTYS INC COM 737464107 1635 33400 SH SOLE 33400 0 0 D POTASH CORP SASK INC COM 73755L107 10956 251000 SH SOLE 251000 0 0 D PRAXAIR INC COM 74005P104 4273 39303 SH SOLE 39303 0 0 D PRECISION CASTPARTS CORP COM 740189105 36238 220304 SH SOLE 220304 0 0 D PRECISION DRILLING CORP COM 2010 74022D308 761 112000 SH SOLE 112000 0 0 D PRESTIGE BRANDS HLDGS INC COM 74112D101 332 21000 SH SOLE 21000 0 0 D PRICE T ROWE GROUP INC COM 74144T108 647 10276 SH SOLE 10276 0 0 D PRICELINE COM INC COM NEW 741503403 21321 32085 SH SOLE 32085 0 0 D PRINCIPAL FINL GROUP INC COM 74251V102 617 23539 SH SOLE 23539 0 0 D PROCTER & GAMBLE CO COM 742718109 23095 377059 SH SOLE 377059 0 0 D PROGENICS PHARMACEUTICALS IN COM 743187106 283 28900 SH SOLE 28900 0 0 D PROGRESS ENERGY INC COM 743263105 209 3466 SH SOLE 3466 0 0 D PROLOGIS INC COM 74340W103 3893 117151 SH SOLE 117151 0 0 D PROTECTIVE LIFE CORP COM 743674103 1009 34300 SH SOLE 34300 0 0 D PRUDENTIAL FINL INC COM 744320102 6228 128594 SH SOLE 128594 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 3892 119741 SH SOLE 119741 0 0 D PUBLIC STORAGE COM 74460D109 3640 25209 SH SOLE 25209 0 0 D QLOGIC CORP COM 747277101 620 45300 SH SOLE 45300 0 0 D QEP RES INC COM 74733V100 4519 150784 SH SOLE 150784 0 0 D QUALCOMM INC COM 747525103 22091 396757 SH SOLE 396757 0 0 D QUEST SOFTWARE INC COM 74834T103 851 30600 SH SOLE 30600 0 0 D QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1230 23100 SH SOLE 23100 0 0 D RAIT FINANCIAL TRUST COM NEW 749227609 267 57800 SH SOLE 57800 0 0 D RLI CORP COM 749607107 321 4700 SH SOLE 4700 0 0 D RPC INC COM 749660106 400 33637 SH SOLE 33637 0 0 D RADIAN GROUP INC COM 750236101 45 13600 SH SOLE 13600 0 0 D RADISYS CORP COM 750459109 65 10400 SH SOLE 10400 0 0 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 524 41700 SH SOLE 41700 0 0 D RAVEN INDS INC COM 754212108 668 9600 SH SOLE 9600 0 0 D RAYTHEON CO COM NEW 755111507 226 3990 SH SOLE 3990 0 0 D RED ROBIN GOURMET BURGERS IN COM 75689M101 348 11400 SH SOLE 11400 0 0 D REGAL BELOIT CORP COM 758750103 598 9600 SH SOLE 9600 0 0 D REGAL ENTMT GROUP CL A 758766109 355 25800 SH SOLE 25800 0 0 D REGENCY CTRS CORP COM 758849103 8579 180341 SH SOLE 180341 0 0 D REGENERON PHARMACEUTICALS COM 75886F107 304 2662 SH SOLE 2662 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 1498 221984 SH SOLE 221984 0 0 D REINSURANCE GROUP AMER INC COM NEW 759351604 1022 19200 SH SOLE 19200 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 803 15900 SH SOLE 15900 0 0 D REPUBLIC BANCORP KY CL A 760281204 440 19764 SH SOLE 19764 0 0 D RESEARCH IN MOTION LTD COM 760975102 1130 152800 SH SOLE 152800 0 0 D RESMED INC COM 761152107 399 12800 SH SOLE 12800 0 0 D REYNOLDS AMERICAN INC COM 761713106 22191 494558 SH SOLE 494558 0 0 D RITCHIE BROS AUCTIONEERS COM 767744105 336 15700 SH SOLE 15700 0 0 D ROBBINS & MYERS INC COM 770196103 397 9500 SH SOLE 9500 0 0 D ROCKVILLE FINL INC NEW COM 774188106 127 11000 SH SOLE 11000 0 0 D ROGERS COMMUNICATIONS INC CL B 775109200 3552 98100 SH SOLE 98100 0 0 D ROPER INDS INC NEW COM 776696106 7565 76738 SH SOLE 76738 0 0 D ROSETTA RESOURCES INC COM 777779307 564 15400 SH SOLE 15400 0 0 D ROSS STORES INC COM 778296103 33851 541884 SH SOLE 541884 0 0 D ROYAL BK CDA MONTREAL QUE COM 780087102 24789 484500 SH SOLE 484500 0 0 D RUDOLPH TECHNOLOGIES INC COM 781270103 95 10900 SH SOLE 10900 0 0 D RYDER SYS INC COM 783549108 310 8600 SH SOLE 8600 0 0 D RYLAND GROUP INC COM 783764103 911 35600 SH SOLE 35600 0 0 D SAIC INC COM 78390X101 1027 84700 SH SOLE 84700 0 0 D SL GREEN RLTY CORP COM 78440X101 5603 69828 SH SOLE 69828 0 0 D SLM CORP COM 78442P106 1245 79279 SH SOLE 79279 0 0 D SS&C TECHNOLOGIES HLDGS INC COM 78467J100 790 31600 SH SOLE 31600 0 0 D SXC HEALTH SOLUTIONS CORP COM 78505P100 1071 10800 SH SOLE 10800 0 0 D SAFEWAY INC COM NEW 786514208 2026 111646 SH SOLE 111646 0 0 D ST JUDE MED INC COM 790849103 8790 220245 SH SOLE 220245 0 0 D SALESFORCE COM INC COM 79466L302 210 1517 SH SOLE 1517 0 0 D SALLY BEAUTY HLDGS INC COM 79546E104 790 30700 SH SOLE 30700 0 0 D SCHEIN HENRY INC COM 806407102 7288 92854 SH SOLE 92854 0 0 D SCHLUMBERGER LTD COM 806857108 9007 138765 SH SOLE 138765 0 0 D SCHULMAN A INC COM 808194104 242 12200 SH SOLE 12200 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 164 12686 SH SOLE 12686 0 0 D SCRIPPS E W CO OHIO CL A NEW 811054402 389 40500 SH SOLE 40500 0 0 D SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7106 124982 SH SOLE 124982 0 0 D SEALED AIR CORP NEW COM 81211K100 217 14041 SH SOLE 14041 0 0 D SELECT COMFORT CORP COM 81616X103 383 18300 SH SOLE 18300 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 1396 62525 SH SOLE 62525 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 1270 67300 SH SOLE 67300 0 0 D SHERWIN WILLIAMS CO COM 824348106 641 4840 SH SOLE 4840 0 0 D SIGMA ALDRICH CORP COM 826552101 6448 87217 SH SOLE 87217 0 0 D SIGMA DESIGNS INC COM 826565103 122 19100 SH SOLE 19100 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 244 4000 SH SOLE 4000 0 0 D SIGA TECHNOLOGIES INC COM 826917106 55 19400 SH SOLE 19400 0 0 D SILICON GRAPHICS INTL CORP COM 82706L108 150 23400 SH SOLE 23400 0 0 D SILVER WHEATON CORP COM 828336107 3992 148700 SH SOLE 148700 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 10493 67408 SH SOLE 67408 0 0 D SINCLAIR BROADCAST GROUP INC CL A 829226109 399 44000 SH SOLE 44000 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 882 19600 SH SOLE 19600 0 0 D SIRIUS XM RADIO INC COM 82967N108 82 44090 SH SOLE 44090 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 1251 45800 SH SOLE 45800 0 0 D SMART BALANCE INC COM 83169Y108 195 20800 SH SOLE 20800 0 0 D SMITHFIELD FOODS INC COM 832248108 1032 47700 SH SOLE 47700 0 0 D SMUCKER J M CO COM NEW 832696405 3741 49531 SH SOLE 49531 0 0 D SOLUTIA INC COM NEW 834376501 317 11300 SH SOLE 11300 0 0 D SONOCO PRODS CO COM 835495102 202 6700 SH SOLE 6700 0 0 D SOUTHERN CO COM 842587107 33587 725419 SH SOLE 725419 0 0 D SOUTHWEST GAS CORP COM 844895102 319 7300 SH SOLE 7300 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 1255 25057 SH SOLE 25057 0 0 D SPECTRA ENERGY CORP COM 847560109 222 7645 SH SOLE 7645 0 0 D SPECTRUM PHARMACEUTICALS INC COM 84763A108 1005 64600 SH SOLE 64600 0 0 D SPECTRUM BRANDS HLDGS INC COM 84763R101 358 11000 SH SOLE 11000 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 115 35189 SH SOLE 35189 0 0 D STAAR SURGICAL CO COM PAR $0.01 852312305 86 11100 SH SOLE 11100 0 0 D STARBUCKS CORP COM 855244109 12298 230645 SH SOLE 230645 0 0 D STARWOOD PPTY TR INC COM 85571B105 256 12000 SH SOLE 12000 0 0 D STATE STR CORP COM 857477103 256 5727 SH SOLE 5727 0 0 D STEEL DYNAMICS INC COM 858119100 226 19300 SH SOLE 19300 0 0 D STEPAN CO COM 858586100 622 6600 SH SOLE 6600 0 0 D STONE ENERGY CORP COM 861642106 307 12100 SH SOLE 12100 0 0 D STRATEGIC HOTELS & RESORTS I COM 86272T106 79 12200 SH SOLE 12200 0 0 D STRYKER CORP COM 863667101 8429 152979 SH SOLE 152979 0 0 D STURM RUGER & CO INC COM 864159108 763 19000 SH SOLE 19000 0 0 D SUN COMMUNITIES INC COM 866674104 204 4600 SH SOLE 4600 0 0 D SUN LIFE FINL INC COM 866796105 3570 164300 SH SOLE 164300 0 0 D SUNCOR ENERGY INC NEW COM 867224107 16016 554620 SH SOLE 554620 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 934 85000 SH SOLE 85000 0 0 D SUNTRUST BKS INC COM 867914103 5522 227897 SH SOLE 227897 0 0 D SUPERIOR ENERGY SVCS INC COM 868157108 569 28117 SH SOLE 28117 0 0 D SUPERVALU INC COM 868536103 166 32100 SH SOLE 32100 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 239 23300 SH SOLE 23300 0 0 D SUSSER HLDGS CORP COM 869233106 877 23600 SH SOLE 23600 0 0 D SYMETRA FINL CORP COM 87151Q106 753 59700 SH SOLE 59700 0 0 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 229 12400 SH SOLE 12400 0 0 D SYNOPSYS INC COM 871607107 733 24891 SH SOLE 24891 0 0 D SYNTEL INC COM 87162H103 771 12700 SH SOLE 12700 0 0 D SYSCO CORP COM 871829107 7246 243063 SH SOLE 243063 0 0 D TJX COS INC NEW COM 872540109 39382 917355 SH SOLE 917355 0 0 D TNS INC COM 872960109 484 27000 SH SOLE 27000 0 0 D TTM TECHNOLOGIES INC COM 87305R109 99 10500 SH SOLE 10500 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 429 45300 SH SOLE 45300 0 0 D TALISMAN ENERGY INC COM 87425E103 2056 179600 SH SOLE 179600 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 1058 33000 SH SOLE 33000 0 0 D TARGACEPT INC COM 87611R306 146 34000 SH SOLE 34000 0 0 D TARGET CORP COM 87612E106 2686 46165 SH SOLE 46165 0 0 D TAUBMAN CTRS INC COM 876664103 1775 23000 SH SOLE 23000 0 0 D TEAM HEALTH HOLDINGS INC COM 87817A107 243 10100 SH SOLE 10100 0 0 D TECH DATA CORP COM 878237106 650 13500 SH SOLE 13500 0 0 D TECHNE CORP COM 878377100 208 2800 SH SOLE 2800 0 0 D TECK RESOURCES LTD CL B 878742204 4531 146500 SH SOLE 146500 0 0 D TELECOMMUNICATION SYS INC CL A 87929J103 15 12400 SH SOLE 12400 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 888 14400 SH SOLE 14400 0 0 D TELEFLEX INC COM 879369106 548 9000 SH SOLE 9000 0 0 D TELUS CORP NON-VTG SHS 87971M202 5563 95200 SH SOLE 95200 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 398 17000 SH SOLE 17000 0 0 D TENET HEALTHCARE CORP COM 88033G100 150 28700 SH SOLE 28700 0 0 D TERADATA CORP DEL COM 88076W103 8171 113465 SH SOLE 113465 0 0 D TERADYNE INC COM 880770102 939 66800 SH SOLE 66800 0 0 D TEREX CORP NEW COM 880779103 193 10800 SH SOLE 10800 0 0 D TESORO CORP COM 881609101 1123 45000 SH SOLE 45000 0 0 D TETRA TECH INC NEW COM 88162G103 540 20700 SH SOLE 20700 0 0 D TEXAS INSTRS INC COM 882508104 386 13442 SH SOLE 13442 0 0 D TEXTRON INC COM 883203101 7199 289483 SH SOLE 289483 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 9063 174595 SH SOLE 174595 0 0 D THOMSON REUTERS CORP COM 884903105 1841 64800 SH SOLE 64800 0 0 D THORATEC CORP COM NEW 885175307 682 20300 SH SOLE 20300 0 0 D 3M CO COM 88579Y101 16508 184246 SH SOLE 184246 0 0 D TIBCO SOFTWARE INC COM 88632Q103 365 12200 SH SOLE 12200 0 0 D TIM HORTONS INC COM 88706M103 5575 105900 SH SOLE 105900 0 0 D TIME WARNER INC COM NEW 887317303 438 11384 SH SOLE 11384 0 0 D TIME WARNER CABLE INC COM 88732J207 7191 87587 SH SOLE 87587 0 0 D TIMKEN CO COM 887389104 994 21700 SH SOLE 21700 0 0 D TITAN INTL INC ILL COM 88830M102 240 9800 SH SOLE 9800 0 0 D TORO CO COM 891092108 645 8800 SH SOLE 8800 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 20978 268400 SH SOLE 268400 0 0 D TOWERS WATSON & CO CL A 891894107 1036 17300 SH SOLE 17300 0 0 D TOTAL SYS SVCS INC COM 891906109 490 20485 SH SOLE 20485 0 0 D TRANSALTA CORP COM 89346D107 660 39000 SH SOLE 39000 0 0 D TRANSCANADA CORP COM 89353D107 6479 154800 SH SOLE 154800 0 0 D TRANSDIGM GROUP INC COM 893641100 15319 114065 SH SOLE 114065 0 0 D TRAVELERS COMPANIES INC COM 89417E109 11634 182236 SH SOLE 182236 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 725 15761 SH SOLE 15761 0 0 D TRIUMPH GROUP INC NEW COM 896818101 675 12000 SH SOLE 12000 0 0 D TRIPADVISOR INC COM 896945201 518 11600 SH SOLE 11600 0 0 D TWO HBRS INVT CORP COM 90187B101 217 20900 SH SOLE 20900 0 0 D TYSON FOODS INC CL A 902494103 20218 1073710 SH SOLE 1073710 0 0 D UDR INC COM 902653104 376 14539 SH SOLE 14539 0 0 D US BANCORP DEL COM NEW 902973304 12019 373734 SH SOLE 373734 0 0 D URS CORP NEW COM 903236107 5962 170935 SH SOLE 170935 0 0 D USA MOBILITY INC COM 90341G103 251 19500 SH SOLE 19500 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 756 8101 SH SOLE 8101 0 0 D UMPQUA HLDGS CORP COM 904214103 570 43300 SH SOLE 43300 0 0 D UNION PAC CORP COM 907818108 12830 107536 SH SOLE 107536 0 0 D UNIT CORP COM 909218109 3674 99600 SH SOLE 99600 0 0 D UNITED FIRE GROUP INC COM 910340108 269 12600 SH SOLE 12600 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 12750 161885 SH SOLE 161885 0 0 D UNITED RENTALS INC COM 911363109 722 21200 SH SOLE 21200 0 0 D UNITED STATES STL CORP NEW COM 912909108 5411 262672 SH SOLE 262672 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5200 68851 SH SOLE 68851 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 1002 20300 SH SOLE 20300 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 30394 519548 SH SOLE 519548 0 0 D UNIVERSAL CORP VA COM 913456109 672 14500 SH SOLE 14500 0 0 D V F CORP COM 918204108 11495 86139 SH SOLE 86139 0 0 D VAALCO ENERGY INC COM NEW 91851C201 98 11400 SH SOLE 11400 0 0 D VALASSIS COMMUNICATIONS INC COM 918866104 346 15900 SH SOLE 15900 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 3790 84600 SH SOLE 84600 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 8330 344917 SH SOLE 344917 0 0 D VALSPAR CORP COM 920355104 593 11300 SH SOLE 11300 0 0 D VALUECLICK INC COM 92046N102 742 45300 SH SOLE 45300 0 0 D VARIAN MED SYS INC COM 92220P105 992 16326 SH SOLE 16326 0 0 D VENTAS INC COM 92276F100 7349 116435 SH SOLE 116435 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 45902 1032889 SH SOLE 1032889 0 0 D VERINT SYS INC COM 92343X100 732 24800 SH SOLE 24800 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 4231 75669 SH SOLE 75669 0 0 D VIACOM INC NEW CL B 92553P201 10022 213143 SH SOLE 213143 0 0 D VISA INC COM CL A 92826C839 18528 149867 SH SOLE 149867 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 546 57900 SH SOLE 57900 0 0 D VMWARE INC CL A COM 928563402 6824 74955 SH SOLE 74955 0 0 D VORNADO RLTY TR SH BEN INT 929042109 5284 62919 SH SOLE 62919 0 0 D W & T OFFSHORE INC COM 92922P106 728 47600 SH SOLE 47600 0 0 D WGL HLDGS INC COM 92924F106 318 8000 SH SOLE 8000 0 0 D WABTEC CORP COM 929740108 850 10900 SH SOLE 10900 0 0 D WADDELL & REED FINL INC CL A 930059100 451 14900 SH SOLE 14900 0 0 D WAL-MART STORES INC COM 931142103 69756 1000513 SH SOLE 1000513 0 0 D WALGREEN CO COM 931422109 303 10255 SH SOLE 10255 0 0 D WASHINGTON FED INC COM 938824109 432 25600 SH SOLE 25600 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 5393 72893 SH SOLE 72893 0 0 D WAUSAU PAPER CORP COM 943315101 126 12900 SH SOLE 12900 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 402 7800 SH SOLE 7800 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 474 18000 SH SOLE 18000 0 0 D WELLCARE HEALTH PLANS INC COM 94946T106 869 16400 SH SOLE 16400 0 0 D WELLPOINT INC COM 94973V107 289 4530 SH SOLE 4530 0 0 D WELLS FARGO & CO NEW COM 949746101 34586 1034272 SH SOLE 1034272 0 0 D WENDYS CO COM 95058W100 437 92500 SH SOLE 92500 0 0 D WESCO INTL INC COM 95082P105 495 8600 SH SOLE 8600 0 0 D WESTAR ENERGY INC COM 95709T100 1069 35700 SH SOLE 35700 0 0 D WESTERN DIGITAL CORP COM 958102105 4187 137358 SH SOLE 137358 0 0 D WESTERN REFNG INC COM 959319104 203 9100 SH SOLE 9100 0 0 D WEYERHAEUSER CO COM 962166104 937 41902 SH SOLE 41902 0 0 D WHIRLPOOL CORP COM 963320106 6887 112599 SH SOLE 112599 0 0 D WHITING PETE CORP NEW COM 966387102 4572 111179 SH SOLE 111179 0 0 D WILLIAMS COS INC DEL COM 969457100 200 6952 SH SOLE 6952 0 0 D WILLIAMS SONOMA INC COM 969904101 409 11700 SH SOLE 11700 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 776 20000 SH SOLE 20000 0 0 D WOODWARD INC COM 980745103 588 14916 SH SOLE 14916 0 0 D WPX ENERGY INC COM 98212B103 214 13200 SH SOLE 13200 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 981 15900 SH SOLE 15900 0 0 D XCEL ENERGY INC COM 98389B100 33559 1181251 SH SOLE 1181251 0 0 D XEROX CORP COM 984121103 123 15640 SH SOLE 15640 0 0 D XYLEM INC COM 98419M100 812 32269 SH SOLE 32269 0 0 D YAHOO INC COM 984332106 4025 254237 SH SOLE 254237 0 0 D YAMANA GOLD INC COM 98462Y100 3833 248700 SH SOLE 248700 0 0 D YUM BRANDS INC COM 988498101 6004 93205 SH SOLE 93205 0 0 D ZIMMER HLDGS INC COM 98956P102 6918 107491 SH SOLE 107491 0 0 S REPORT SUMMARY 832 DATA RECORDS 4922304 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED