0001097241-12-000016.txt : 20121108 0001097241-12-000016.hdr.sgml : 20121108 20121108140120 ACCESSION NUMBER: 0001097241-12-000016 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121108 DATE AS OF CHANGE: 20121108 EFFECTIVENESS DATE: 20121108 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: 121189507 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 vrs3q12.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, 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 November 6, 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: 821 Form 13F Information Table Value Total: $4,873,123(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 8133 205610 SH SOLE 205610 0 0 D AIRCASTLE LTD COM G0129K104 177 15600 SH SOLE 15600 0 0 D AON PLC SHS CL A G0408V102 3301 63127 SH SOLE 63127 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 717 23500 SH SOLE 23500 0 0 D ASSURED GUARANTY LTD COM G0585R106 436 32000 SH SOLE 32000 0 0 D AXIS CAPITAL HOLDINGS INV SHS G0692U109 6358 182066 SH SOLE 182066 0 0 D ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 888 25400 SH SOLE 25400 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 49599 708260 SH SOLE 708260 0 0 D BUNGE LIMITED COM G16962105 8409 125410 SH SOLE 125410 0 0 D COVIDIEN PLC SHS G2554F113 336 5658 SH SOLE 5658 0 0 D EVEREST RE GROUP LTD COM G3223R108 25833 241519 SH SOLE 241519 0 0 D HELEN OF TROY CORP LTD COM G4388N106 808 25400 SH SOLE 25400 0 0 D JAZZ PHARMACEUTICALS PLC 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COM NEW 617446448 6162 368099 SH SOLE 368099 0 0 D MORNINGSTAR INC COM 617700109 345 5500 SH SOLE 5500 0 0 D MOSAIC CO NEW COM 61945C103 201 3483 SH SOLE 3483 0 0 D MOVADO GROUP INC COM 624580106 435 12900 SH SOLE 12900 0 0 D MURPHY OIL CORP COM 626717102 6011 111962 SH SOLE 111962 0 0 D MYERS INDS INC COM 628464109 237 15200 SH SOLE 15200 0 0 D MYRIAD GENETICS INC COM 62855J104 978 36300 SH SOLE 36300 0 0 D NCR CORP NEW COM 62886E108 254 10900 SH SOLE 10900 0 0 D NATIONAL FINL PARTNERS CORP COM 63607P208 884 52300 SH SOLE 52300 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 665 12300 SH SOLE 12300 0 0 D NATIONAL HEALTH INVS INC COM 63633D104 376 7300 SH SOLE 7300 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 7766 96947 SH SOLE 96947 0 0 D NATIONAL PENN BANCSHARES INC COM 637138108 150 16500 SH SOLE 16500 0 0 D NATIONAL RETAIL PPTYS INC COM 637417106 1049 34400 SH SOLE 34400 0 0 D NELNET INC CL A 64031N108 292 12300 SH SOLE 12300 0 0 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 124 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NORFOLK SOUTHERN CORP COM 655844108 9011 141622 SH SOLE 141622 0 0 D NORTHEAST UTILS COM 664397106 1084 28350 SH SOLE 28350 0 0 D NU SKIN ENTERPRISES INC CL A 67018T105 342 8800 SH SOLE 8800 0 0 D NVIDIA CORP COM 67066G104 6196 464462 SH SOLE 464462 0 0 D OGE ENERGY CORP COM 670837103 1154 20800 SH SOLE 20800 0 0 D O REILLY AUTOMOTIVE INC NEW COM 67103H107 3828 45779 SH SOLE 45779 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 16533 192115 SH SOLE 192115 0 0 D OCEANEERING INTL INC COM 675232102 851 15400 SH SOLE 15400 0 0 D OIL STS INTL INC COM 678026105 1081 13600 SH SOLE 13600 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 922 30600 SH SOLE 30600 0 0 D OLD NATL BANCORP IND COM 680033107 706 51900 SH SOLE 51900 0 0 D OMNICARE INC COM 681904108 1988 58525 SH SOLE 58525 0 0 D OMEGA HEALTHCARE INVS INC COM 681936100 491 21600 SH SOLE 21600 0 0 D OPEN TEXT CORP COM 683715106 3531 64078 SH SOLE 64078 0 0 D ORACLE CORP COM 68389X105 54076 1718892 SH SOLE 1718892 0 0 D OWENS CORNING NEW COM 690742101 519 15500 SH SOLE 15500 0 0 D PDL BIOPHARMA INC COM 69329Y104 186 24200 SH SOLE 24200 0 0 D PG&E CORP COM 69331C108 211 4954 SH SOLE 4954 0 0 D PMC-SIERRA INC COM 69344F106 660 117700 SH SOLE 117700 0 0 D PNC FINL SVCS GROUP INC COM 693475105 1256 19903 SH SOLE 19903 0 0 D PNM RES INC COM 69349H107 660 31400 SH SOLE 31400 0 0 D PPG INDS INC COM 693506107 9416 81990 SH SOLE 81990 0 0 D PPL CORP COM 69351T106 3919 134900 SH SOLE 134900 0 0 D PACWEST BANCORP DEL COM 695263103 383 16400 SH SOLE 16400 0 0 D PAN AMERICAN SILVER CORP COM 697900108 568 26500 SH SOLE 26500 0 0 D PANERA BREAD CO CL A 69840W108 1299 7600 SH SOLE 7600 0 0 D PAPA JOHNS INTL INC COM 698813102 336 6300 SH SOLE 6300 0 0 D PAR PHARMACEUTICAL COS INC COM 69888P106 465 9300 SH SOLE 9300 0 0 D PARKER HANNIFIN CORP COM 701094104 6835 81772 SH SOLE 81772 0 0 D PARKWAY PPTYS INC COM 70159Q104 201 15000 SH SOLE 15000 0 0 D PATTERSON UTI ENERGY INC COM 703481101 997 63000 SH SOLE 63000 0 0 D PEMBINA PIPELINE CORP COM 706327103 1383 49300 SH SOLE 49300 0 0 D PENGROWTH ENERGY CORP COM 70706P104 1157 171774 SH SOLE 171774 0 0 D PENN WEST PETE LTD NEW COM 707887105 1962 138000 SH SOLE 138000 0 0 D PEPCO HOLDINGS INC COM 713291102 6403 338772 SH SOLE 338772 0 0 D PEPSICO INC COM 713448108 13090 184959 SH SOLE 184959 0 0 D PETSMART INC COM 716768106 5827 84472 SH SOLE 84472 0 0 D PFIZER INC COM 717081103 31198 1255442 SH SOLE 1255442 0 0 D PHARMERICA CORP COM 71714F104 158 12500 SH SOLE 12500 0 0 D PHILIP MORRIS INTL INC COM 718172109 59982 666909 SH SOLE 666909 0 0 D PHILLIPS 66 COM 718546104 3182 68614 SH SOLE 68614 0 0 D PHOTRONICS INC COM 719405102 193 35900 SH SOLE 35900 0 0 D PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1169 67400 SH SOLE 67400 0 0 D PIER 1 IMPORTS INC COM 720279108 379 20200 SH SOLE 20200 0 0 D PINNACLE WEST CAP CORP COM 723484101 28046 531183 SH SOLE 531183 0 0 D POLARIS INDS INC COM 731068102 954 11800 SH SOLE 11800 0 0 D PORTLAND GEN ELEC CO COM NEW 736508847 525 19400 SH SOLE 19400 0 0 D POST PPTYS INC COM 737464107 1683 35100 SH SOLE 35100 0 0 D POTASH CORP SASK INC COM 73755L107 10436 240300 SH SOLE 240300 0 0 D PRAXAIR INC COM 74005P104 4083 39303 SH SOLE 39303 0 0 D PRECISION CASTPARTS CORP COM 740189105 34465 211003 SH SOLE 211003 0 0 D PRECISION DRILLING CORP COM 2010 74022D308 1491 189800 SH SOLE 189800 0 0 D PRESTIGE BRANDS HLDGS INC COM 74112D101 770 45400 SH SOLE 45400 0 0 D PRICE T ROWE GROUP INC COM 74144T108 652 10293 SH SOLE 10293 0 0 D PRICELINE COM INC COM NEW 741503403 7171 11584 SH SOLE 11584 0 0 D PROCTER & GAMBLE CO COM 742718109 26361 380067 SH SOLE 380067 0 0 D PROGENICS PHARMACEUTICALS IN COM 743187106 107 37200 SH SOLE 37200 0 0 D PROLOGIS INC COM 74340W103 10119 288861 SH SOLE 288861 0 0 D PROTECTIVE LIFE CORP COM 743674103 886 33800 SH SOLE 33800 0 0 D PRUDENTIAL FINL INC COM 744320102 7009 128579 SH SOLE 128579 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 3853 119735 SH SOLE 119735 0 0 D PUBLIC STORAGE COM 74460D109 3787 27209 SH SOLE 27209 0 0 D QLOGIC CORP COM 747277101 384 33600 SH SOLE 33600 0 0 D QEP RES INC COM 74733V100 4309 136093 SH SOLE 136093 0 0 D QUALCOMM INC COM 747525103 25145 402511 SH SOLE 402511 0 0 D QUEST SOFTWARE INC COM 74834T103 409 14600 SH SOLE 14600 0 0 D QUESTCOR PHARMACEUTICALS INC COM 74835Y101 425 23000 SH SOLE 23000 0 0 D RAIT FINANCIAL TRUST COM NEW 749227609 303 57800 SH SOLE 57800 0 0 D RLI CORP COM 749607107 773 11600 SH SOLE 11600 0 0 D RLJ LODGING TR COM 74965L101 252 13300 SH SOLE 13300 0 0 D RADIAN GROUP INC COM 750236101 66 15100 SH SOLE 15100 0 0 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 510 40700 SH SOLE 40700 0 0 D RAVEN INDS INC COM 754212108 571 19400 SH SOLE 19400 0 0 D RAYTHEON CO COM NEW 755111507 9243 161711 SH SOLE 161711 0 0 D REALTY INCOME CORP COM 756109104 2096 51265 SH SOLE 51265 0 0 D RED ROBIN GOURMET BURGERS IN COM 75689M101 290 8900 SH SOLE 8900 0 0 D REGAL BELOIT CORP COM 758750103 677 9600 SH SOLE 9600 0 0 D REGAL ENTMT GROUP CL A 758766109 279 19800 SH SOLE 19800 0 0 D REGENCY CTRS CORP COM 758849103 3999 82056 SH SOLE 82056 0 0 D REGENERON PHARMACEUTICALS COM 75886F107 4820 31573 SH SOLE 31573 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 1770 245984 SH SOLE 245984 0 0 D REINSURANCE GROUP AMER INC COM NEW 759351604 1181 20400 SH SOLE 20400 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 832 15900 SH SOLE 15900 0 0 D REPUBLIC BANCORP KY CL A 760281204 434 19764 SH SOLE 19764 0 0 D RESEARCH IN MOTION LTD COM 760975102 1235 161600 SH SOLE 161600 0 0 D RESMED INC COM 761152107 518 12800 SH SOLE 12800 0 0 D RESOLUTE FST PRODS INC COM 76117W109 399 30700 SH SOLE 30700 0 0 D RETAIL PPTYS AMER INC CL A 76131V202 216 19100 SH SOLE 19100 0 0 D REYNOLDS AMERICAN INC COM 761713106 2250 51923 SH SOLE 51923 0 0 D RITCHIE BROS AUCTIONEERS COM 767744105 300 15600 SH SOLE 15600 0 0 D ROBBINS & MYERS INC COM 770196103 566 9500 SH SOLE 9500 0 0 D ROCKVILLE FINL INC NEW COM 774188106 135 11000 SH SOLE 11000 0 0 D ROGERS COMMUNICATIONS INC CL B 775109200 5145 127200 SH SOLE 127200 0 0 D ROPER INDS INC NEW COM 776696106 8807 80143 SH SOLE 80143 0 0 D ROSETTA RESOURCES INC COM 777779307 738 15400 SH SOLE 15400 0 0 D ROSS STORES INC COM 778296103 36755 569058 SH SOLE 569058 0 0 D ROYAL BK CDA MONTREAL QUE COM 780087102 27812 484000 SH SOLE 484000 0 0 D RYLAND GROUP INC COM 783764103 960 32000 SH SOLE 32000 0 0 D SAIC INC COM 78390X101 1669 138600 SH SOLE 138600 0 0 D SL GREEN RLTY CORP COM 78440X101 5635 70374 SH SOLE 70374 0 0 D SLM CORP COM 78442P106 1242 79022 SH SOLE 79022 0 0 D SS&C TECHNOLOGIES HLDGS INC COM 78467J100 749 29700 SH SOLE 29700 0 0 D SABRA HEALTH CARE REIT INC COM 78573L106 818 40900 SH SOLE 40900 0 0 D SAFEWAY INC COM NEW 786514208 1791 111320 SH SOLE 111320 0 0 D ST JUDE MED INC COM 790849103 8964 212779 SH SOLE 212779 0 0 D SALESFORCE COM INC COM 79466L302 235 1538 SH SOLE 1538 0 0 D SALLY BEAUTY HLDGS INC COM 79546E104 770 30700 SH SOLE 30700 0 0 D SCHEIN HENRY INC COM 806407102 6999 88354 SH SOLE 88354 0 0 D SCHLUMBERGER LTD COM 806857108 10578 146244 SH SOLE 146244 0 0 D SCHULMAN A INC COM 808194104 207 8700 SH SOLE 8700 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 162 12686 SH SOLE 12686 0 0 D SCRIPPS E W CO OHIO CL A NEW 811054402 392 36800 SH SOLE 36800 0 0 D SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 24440 399149 SH SOLE 399149 0 0 D SELECT COMFORT CORP COM 81616X103 577 18300 SH SOLE 18300 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 823 37800 SH SOLE 37800 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 1368 66900 SH SOLE 66900 0 0 D SHERWIN WILLIAMS CO COM 824348106 764 5130 SH SOLE 5130 0 0 D SIGMA ALDRICH CORP COM 826552101 4737 65817 SH SOLE 65817 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 268 4000 SH SOLE 4000 0 0 D SIGA TECHNOLOGIES INC COM 826917106 62 19400 SH SOLE 19400 0 0 D SILICON GRAPHICS INTL CORP COM 82706L108 213 23400 SH SOLE 23400 0 0 D SILVER WHEATON CORP COM 828336107 6680 168200 SH SOLE 168200 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 10364 68268 SH SOLE 68268 0 0 D SINCLAIR BROADCAST GROUP INC CL A 829226109 733 65400 SH SOLE 65400 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 1111 19500 SH SOLE 19500 0 0 D SIRIUS XM RADIO INC COM 82967N108 115 44590 SH SOLE 44590 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 1072 45500 SH SOLE 45500 0 0 D SMART BALANCE INC COM 83169Y108 251 20800 SH SOLE 20800 0 0 D SMITH & WESSON HLDG CORP COM 831756101 387 35100 SH SOLE 35100 0 0 D SMITHFIELD FOODS INC COM 832248108 664 33800 SH SOLE 33800 0 0 D SMUCKER J M CO COM NEW 832696405 4326 50114 SH SOLE 50114 0 0 D SONOCO PRODS CO COM 835495102 208 6700 SH SOLE 6700 0 0 D SOUTHERN CO COM 842587107 31737 688591 SH SOLE 688591 0 0 D SOUTHWEST AIRLS CO COM 844741108 258 29449 SH SOLE 29449 0 0 D SOUTHWEST GAS CORP COM 844895102 323 7300 SH SOLE 7300 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 1276 22057 SH SOLE 22057 0 0 D SPECTRA ENERGY CORP COM 847560109 225 7658 SH SOLE 7658 0 0 D SPECTRUM PHARMACEUTICALS INC COM 84763A108 302 25800 SH SOLE 25800 0 0 D SPECTRUM BRANDS HLDGS INC COM 84763R101 684 17100 SH SOLE 17100 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 2267 410689 SH SOLE 410689 0 0 D STAAR SURGICAL CO COM PAR $0.01 852312305 76 10100 SH SOLE 10100 0 0 D STAR SCIENTIFIC INC COM 85517P101 249 71900 SH SOLE 71900 0 0 D STARBUCKS CORP COM 855244109 3565 70298 SH SOLE 70298 0 0 D STARWOOD PPTY TR INC COM 85571B105 279 12000 SH SOLE 12000 0 0 D STATE STR CORP COM 857477103 241 5732 SH SOLE 5732 0 0 D STEPAN CO COM 858586100 634 6600 SH SOLE 6600 0 0 D STERLING FINL CORP WASH COM NEW 859319303 503 22600 SH SOLE 22600 0 0 D STONE ENERGY CORP COM 861642106 304 12100 SH SOLE 12100 0 0 D STRATEGIC HOTELS & RESORTS I COM 86272T106 203 33700 SH SOLE 33700 0 0 D STRYKER CORP COM 863667101 8487 152475 SH SOLE 152475 0 0 D SUN COMMUNITIES INC COM 866674104 203 4600 SH SOLE 4600 0 0 D SUN LIFE FINL INC COM 866796105 3799 163800 SH SOLE 163800 0 0 D SUNCOR ENERGY INC NEW COM 867224107 18065 549620 SH SOLE 549620 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 333 30300 SH SOLE 30300 0 0 D SUNTRUST BKS INC COM 867914103 6443 227913 SH SOLE 227913 0 0 D SUPERIOR ENERGY SVCS INC COM 868157108 505 24617 SH SOLE 24617 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 243 23300 SH SOLE 23300 0 0 D SUSSER HLDGS CORP COM 869233106 727 20100 SH SOLE 20100 0 0 D SYKES ENTERPRISES INC COM 871237103 352 26200 SH SOLE 26200 0 0 D SYMETRA FINL CORP COM 87151Q106 733 59600 SH SOLE 59600 0 0 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 284 12400 SH SOLE 12400 0 0 D SYNOPSYS INC COM 871607107 826 25026 SH SOLE 25026 0 0 D SYNTEL INC COM 87162H103 836 13400 SH SOLE 13400 0 0 D SYNNEX CORP COM 87162W100 469 14400 SH SOLE 14400 0 0 D SYSCO CORP COM 871829107 7601 243072 SH SOLE 243072 0 0 D TJX COS INC NEW COM 872540109 40400 901992 SH SOLE 901992 0 0 D TNS INC COM 872960109 411 27500 SH SOLE 27500 0 0 D TALISMAN ENERGY INC COM 87425E103 2372 177600 SH SOLE 177600 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 543 16800 SH SOLE 16800 0 0 D TARGACEPT INC COM 87611R306 166 34000 SH SOLE 34000 0 0 D TARGET CORP COM 87612E106 2905 45769 SH SOLE 45769 0 0 D TAUBMAN CTRS INC COM 876664103 1818 23700 SH SOLE 23700 0 0 D TEAM HEALTH HOLDINGS INC COM 87817A107 282 10400 SH SOLE 10400 0 0 D TECH DATA CORP COM 878237106 611 13500 SH SOLE 13500 0 0 D TECHNE CORP COM 878377100 201 2800 SH SOLE 2800 0 0 D TECK RESOURCES LTD CL B 878742204 4027 136600 SH SOLE 136600 0 0 D TELECOMMUNICATION SYS INC CL A 87929J103 27 12400 SH SOLE 12400 0 0 D TELEDYNE TECHNOLOGIES INC COM 879360105 938 14800 SH SOLE 14800 0 0 D TELEPHONE & DATA SYS INC COM NEW 879433829 710 27713 SH SOLE 27713 0 0 D TELUS CORP NON-VTG SHS 87971M202 4125 66000 SH SOLE 66000 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 556 18600 SH SOLE 18600 0 0 D TENET HEALTHCARE CORP COM 88033G100 180 28700 SH SOLE 28700 0 0 D TERADATA CORP DEL COM 88076W103 19507 258679 SH SOLE 258679 0 0 D TERADYNE INC COM 880770102 936 65800 SH SOLE 65800 0 0 D TEREX CORP NEW COM 880779103 244 10800 SH SOLE 10800 0 0 D TESORO CORP COM 881609101 1404 33500 SH SOLE 33500 0 0 D TETRA TECH INC NEW COM 88162G103 612 23300 SH SOLE 23300 0 0 D TEXAS INSTRS INC COM 882508104 370 13425 SH SOLE 13425 0 0 D TEXTRON INC COM 883203101 7508 286883 SH SOLE 286883 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 6331 107609 SH SOLE 107609 0 0 D THOMSON REUTERS CORP COM 884903105 1854 64200 SH SOLE 64200 0 0 D THORATEC CORP COM NEW 885175307 799 23100 SH SOLE 23100 0 0 D 3M CO COM 88579Y101 17221 186333 SH SOLE 186333 0 0 D TIBCO SOFTWARE INC COM 88632Q103 940 31100 SH SOLE 31100 0 0 D TIM HORTONS INC COM 88706M103 5480 105400 SH SOLE 105400 0 0 D TIME WARNER INC COM NEW 887317303 778 17161 SH SOLE 17161 0 0 D TIME WARNER CABLE INC COM 88732J207 9313 97966 SH SOLE 97966 0 0 D TIMKEN CO COM 887389104 992 26700 SH SOLE 26700 0 0 D TORO CO COM 891092108 967 24300 SH SOLE 24300 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 22307 267700 SH SOLE 267700 0 0 D TOWERS WATSON & CO CL A 891894107 1045 19700 SH SOLE 19700 0 0 D TRANSALTA CORP COM 89346D107 656 42900 SH SOLE 42900 0 0 D TRANSCANADA CORP COM 89353D107 8080 177700 SH SOLE 177700 0 0 D TRANSDIGM GROUP INC COM 893641100 28086 197969 SH SOLE 197969 0 0 D TRAVELERS COMPANIES INC COM 89417E109 34539 505985 SH SOLE 505985 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 5103 107064 SH SOLE 107064 0 0 D TRIUMPH GROUP INC NEW COM 896818101 769 12300 SH SOLE 12300 0 0 D TRIPADVISOR INC COM 896945201 622 18900 SH SOLE 18900 0 0 D TURQUOISE HILL RES LTD COM 900435108 586 68900 SH SOLE 68900 0 0 D TWO HBRS INVT CORP COM 90187B101 246 20900 SH SOLE 20900 0 0 D TYSON FOODS INC CL A 902494103 2340 146067 SH SOLE 146067 0 0 D UDR INC COM 902653104 786 31662 SH SOLE 31662 0 0 D US BANCORP DEL COM NEW 902973304 12812 373521 SH SOLE 373521 0 0 D URS CORP NEW COM 903236107 6034 170888 SH SOLE 170888 0 0 D USA MOBILITY INC COM 90341G103 218 18400 SH SOLE 18400 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 511 5301 SH SOLE 5301 0 0 D UMPQUA HLDGS CORP COM 904214103 559 43300 SH SOLE 43300 0 0 D UNION PAC CORP COM 907818108 13605 114616 SH SOLE 114616 0 0 D UNIT CORP COM 909218109 4158 100200 SH SOLE 100200 0 0 D UNITED FIRE GROUP INC COM 910340108 337 13400 SH SOLE 13400 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 10479 146414 SH SOLE 146414 0 0 D UNITED RENTALS INC COM 911363109 693 21200 SH SOLE 21200 0 0 D UNITED STATES STL CORP NEW COM 912909108 5984 313789 SH SOLE 313789 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 5414 69157 SH SOLE 69157 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 1011 18100 SH SOLE 18100 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 27913 503751 SH SOLE 503751 0 0 D UNIVERSAL CORP VA COM 913456109 881 17300 SH SOLE 17300 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 645 14100 SH SOLE 14100 0 0 D V F CORP COM 918204108 9805 61528 SH SOLE 61528 0 0 D VAALCO ENERGY INC COM NEW 91851C201 101 11800 SH SOLE 11800 0 0 D VALASSIS COMMUNICATIONS INC COM 918866104 788 31900 SH SOLE 31900 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 4974 90200 SH SOLE 90200 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 9567 301986 SH SOLE 301986 0 0 D VALSPAR CORP COM 920355104 954 17000 SH SOLE 17000 0 0 D VALUECLICK INC COM 92046N102 903 52600 SH SOLE 52600 0 0 D VENTAS INC COM 92276F100 5478 87995 SH SOLE 87995 0 0 D VERA BRADLEY INC COM 92335C106 382 16000 SH SOLE 16000 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 62104 1362829 SH SOLE 1362829 0 0 D VERINT SYS INC COM 92343X100 755 27500 SH SOLE 27500 0 0 D VIACOM INC NEW CL B 92553P201 3418 63789 SH SOLE 63789 0 0 D VISA INC COM CL A 92826C839 34388 256094 SH SOLE 256094 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 540 54900 SH SOLE 54900 0 0 D VORNADO RLTY TR SH BEN INT 929042109 5027 62023 SH SOLE 62023 0 0 D W & T OFFSHORE INC COM 92922P106 819 43600 SH SOLE 43600 0 0 D WGL HLDGS INC COM 92924F106 322 8000 SH SOLE 8000 0 0 D WMS INDS INC COM 929297109 580 35400 SH SOLE 35400 0 0 D WABASH NATL CORP COM 929566107 445 62400 SH SOLE 62400 0 0 D WABTEC CORP COM 929740108 1156 14400 SH SOLE 14400 0 0 D WAL-MART STORES INC COM 931142103 75020 1016532 SH SOLE 1016532 0 0 D WALGREEN CO COM 931422109 4173 114521 SH SOLE 114521 0 0 D WASHINGTON FED INC COM 938824109 420 25200 SH SOLE 25200 0 0 D WEB COM GROUP INC COM 94733A104 675 37600 SH SOLE 37600 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 412 7800 SH SOLE 7800 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 1242 44200 SH SOLE 44200 0 0 D WELLCARE HEALTH PLANS INC COM 94946T106 973 17200 SH SOLE 17200 0 0 D WELLPOINT INC COM 94973V107 225 3881 SH SOLE 3881 0 0 D WELLS FARGO & CO NEW COM 949746101 59093 1711363 SH SOLE 1711363 0 0 D WESCO INTL INC COM 95082P105 561 9800 SH SOLE 9800 0 0 D WESTAR ENERGY INC COM 95709T100 1059 35700 SH SOLE 35700 0 0 D WESTERN DIGITAL CORP COM 958102105 5319 137345 SH SOLE 137345 0 0 D WESTERN REFNG INC COM 959319104 728 27800 SH SOLE 27800 0 0 D WESTERN UN CO COM 959802109 10491 575791 SH SOLE 575791 0 0 D WEYERHAEUSER CO COM 962166104 1095 41902 SH SOLE 41902 0 0 D WHIRLPOOL CORP COM 963320106 7802 94106 SH SOLE 94106 0 0 D WHITING PETE CORP NEW COM 966387102 3681 77684 SH SOLE 77684 0 0 D WHOLE FOODS MKT INC COM 966837106 910 9346 SH SOLE 9346 0 0 D WILLIAMS COS INC DEL COM 969457100 257 7340 SH SOLE 7340 0 0 D WILLIAMS SONOMA INC COM 969904101 400 9100 SH SOLE 9100 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 887 20000 SH SOLE 20000 0 0 D WOODWARD INC COM 980745103 911 26816 SH SOLE 26816 0 0 D WORTHINGTON INDS INC COM 981811102 550 25400 SH SOLE 25400 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 1025 14700 SH SOLE 14700 0 0 D XCEL ENERGY INC COM 98389B100 31455 1135151 SH SOLE 1135151 0 0 D XEROX CORP COM 984121103 116 15810 SH SOLE 15810 0 0 D XYLEM INC COM 98419M100 585 23269 SH SOLE 23269 0 0 D YAHOO INC COM 984332106 299 18687 SH SOLE 18687 0 0 D YAMANA GOLD INC COM 98462Y100 4741 248400 SH SOLE 248400 0 0 D YUM BRANDS INC COM 988498101 6608 99605 SH SOLE 99605 0 0 D ZIMMER HLDGS INC COM 98956P102 7165 105966 SH SOLE 105966 0 0 S REPORT SUMMARY 821 DATA RECORDS 4873123 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED