0001097241-11-000022.txt : 20110729
0001097241-11-000022.hdr.sgml : 20110729
20110729100350
ACCESSION NUMBER: 0001097241-11-000022
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110729
DATE AS OF CHANGE: 20110729
EFFECTIVENESS DATE: 20110729
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: 11995725
BUSINESS ADDRESS:
STREET 1: 1200 EAST MAIN STREET
CITY: RICHMOND
STATE: VA
ZIP: 23219
13F-HR
1
vrs2q11.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, 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
July 22, 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: 934
Form 13F Information Table Value Total: $5,365,789(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 18373 310980 SH SOLE 310980 0 0
D AIRCASTLE LTD COM G0129K104 469 36900 SH SOLE 36900 0 0
D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 515 20000 SH SOLE 20000 0 0
D ASSURED GUARANTY LTD COM G0585R106 860 52700 SH SOLE 52700 0 0
D AXIS CAPITAL HOLDINGS SHS G0692U109 4961 160240 SH SOLE 160240 0 0
D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 53392 883683 SH SOLE 883683 0 0
D BUNGE LIMITED COM G16962105 8627 125114 SH SOLE 125114 0 0
D COVIDIEN PLC SHS G2554F113 529 9938 SH SOLE 9938 0 0
D EVEREST RE GROUP LTD COM G3223R108 13954 170693 SH SOLE 170693 0 0
D HELEN OF TROY CORP LTD COM G4388N106 470 13600 SH SOLE 13600 0 0
D INGERSOLL-RAND PLC SHS G47791101 301 6626 SH SOLE 6626 0 0
D INVESCO LTD SHS G491BT108 217 9260 SH SOLE 9260 0 0
D MAIDEN HOLDINGS LTD SHS G5753U112 350 38500 SH SOLE 38500 0 0
D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 392 26525 SH SOLE 26525 0 0
D MONTPELIER RE HOLDINGS LTD SHS G62185106 754 41900 SH SOLE 41900 0 0
D RENAISSANCERE HOLDINGS LTD COM G7496G103 4908 70161 SH SOLE 70161 0 0
D SIGNET JEWELERS LIMITED SHS G81276100 1128 24100 SH SOLE 24100 0 0
D WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 7144 173770 SH SOLE 173770 0 0
D ACE LTD SHS H0023R105 2820 42850 SH SOLE 42850 0 0
D WEATHERFORD INTERNATIONAL LT REG SHS H27013103 280 14935 SH SOLE 14935 0 0
D NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 200 5075 SH SOLE 5075 0 0
D TE CONNECTIVITY LTD REG SHS H84989104 330 8965 SH SOLE 8965 0 0
D TRANSOCEAN LTD REG SHS H8817H100 6027 92774 SH SOLE 92774 0 0
D TYCO INTERNATIONAL LTD SHS H89128104 471 9527 SH SOLE 9527 0 0
D UBS AG SHS NEW H89231338 20746 1139458 SH SOLE 1139458 0 0
D CELLCOM ISRAEL LTD SHS M2196U109 320 11540 SH SOLE 11540 0 0
D ELBIT SYS LTD ORD M3760D101 257 5415 SH SOLE 5415 0 0
D LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 220 5710 SH SOLE 5710 0 0
D ORTHOFIX INTL N V COM N6748L102 365 8600 SH SOLE 8600 0 0
D VISTAPRINT N V SHS N93540107 464 9700 SH SOLE 9700 0 0
D AVAGO TECHNOLOGIES LTD SHS Y0486S104 19518 513620 SH SOLE 513620 0 0
D FLEXTRONICS INTL LTD ORD Y2573F102 98 15290 SH SOLE 15290 0 0
D AFLAC INC COM 001055102 442 9462 SH SOLE 9462 0 0
D AGCO CORP COM 001084102 247 4998 SH SOLE 4998 0 0
D AES CORP COM 00130H105 6404 502674 SH SOLE 502674 0 0
D AK STL HLDG CORP COM 001547108 531 33700 SH SOLE 33700 0 0
D AT&T INC COM 00206R102 107333 3417150 SH SOLE 3417150 0 0
D AVX CORP NEW COM 002444107 334 21900 SH SOLE 21900 0 0
D AZZ INC COM 002474104 357 7800 SH SOLE 7800 0 0
D ABBOTT LABS COM 002824100 15998 304033 SH SOLE 304033 0 0
D ACACIA RESH CORP ACACIA TCH COM 003881307 260 7100 SH SOLE 7100 0 0
D ACTIVISION BLIZZARD INC COM 00507V109 125 10700 SH SOLE 10700 0 0
D ACTUANT CORP CL A NEW 00508X203 247 9200 SH SOLE 9200 0 0
D ADOBE SYS INC COM 00724F101 320 10182 SH SOLE 10182 0 0
D ADTRAN INC COM 00738A106 476 12300 SH SOLE 12300 0 0
D ADVANCE AUTO PARTS INC COM 00751Y106 903 15445 SH SOLE 15445 0 0
D AEROPOSTALE COM 007865108 398 22750 SH SOLE 22750 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 82 11718 SH SOLE 11718 0 0
D AETNA INC NEW COM 00817Y108 21761 493553 SH SOLE 493553 0 0
D AGILENT TECHNOLOGIES INC COM 00846U101 3900 76305 SH SOLE 76305 0 0
D AGNICO EAGLE MINES LTD COM 008474108 2249 35600 SH SOLE 35600 0 0
D AGRIUM INC COM 008916108 2922 33300 SH SOLE 33300 0 0
D AIR PRODS & CHEMS INC COM 009158106 3042 31822 SH SOLE 31822 0 0
D ALBANY MOLECULAR RESH INC COM 012423109 54 11300 SH SOLE 11300 0 0
D ALBEMARLE CORP COM 012653101 858 12400 SH SOLE 12400 0 0
D ALCOA INC COM 013817101 11230 708077 SH SOLE 708077 0 0
D ALEXANDERS INC COM 014752109 278 700 SH SOLE 700 0 0
D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 258 3330 SH SOLE 3330 0 0
D ALEXION PHARMACEUTICALS INC COM 015351109 601 12776 SH SOLE 12776 0 0
D ALKERMES INC COM 01642T108 212 11400 SH SOLE 11400 0 0
D ALLERGAN INC COM 018490102 10918 131152 SH SOLE 131152 0 0
D ALLIANCE DATA SYSTEMS CORP COM 018581108 6521 69326 SH SOLE 69326 0 0
D ALLIANT ENERGY CORP COM 018802108 9345 229832 SH SOLE 229832 0 0
D ALLIANT TECHSYSTEMS INC COM 018804104 407 5700 SH SOLE 5700 0 0
D ALLSTATE CORP COM 020002101 921 30156 SH SOLE 30156 0 0
D ALMOST FAMILY INC COM 020409108 304 11100 SH SOLE 11100 0 0
D ALPHA NATURAL RESOURCES INC COM 02076X102 452 9941 SH SOLE 9941 0 0
D ALTERA CORP COM 021441100 9327 201235 SH SOLE 201235 0 0
D ALTRIA GROUP INC COM 02209S103 56720 2147676 SH SOLE 2147676 0 0
D AMAZON COM INC COM 023135106 7353 35958 SH SOLE 35958 0 0
D AMEREN CORP COM 023608102 5760 199739 SH SOLE 199739 0 0
D AMERICAN CAMPUS CMNTYS INC COM 024835100 1350 38000 SH SOLE 38000 0 0
D AMERICAN CAPITAL AGENCY CORP COM 02503X105 352 12100 SH SOLE 12100 0 0
D AMERICAN ELEC PWR INC COM 025537101 8793 233352 SH SOLE 233352 0 0
D AMERICAN EQTY INVT LIFE HLD COM 025676206 763 60000 SH SOLE 60000 0 0
D AMERICAN EXPRESS CO COM 025816109 13885 268566 SH SOLE 268566 0 0
D AMERICAN GREETINGS CORP CL A 026375105 565 23500 SH SOLE 23500 0 0
D AMERICAN INTL GROUP INC COM NEW 026874784 280 9538 SH SOLE 9538 0 0
D AMERICAN TOWER CORP CL A 029912201 419 8000 SH SOLE 8000 0 0
D AMERICAN WTR WKS CO INC NEW COM 030420103 1886 64025 SH SOLE 64025 0 0
D AMERICAN WOODMARK CORP COM 030506109 310 17900 SH SOLE 17900 0 0
D AMERICAS CAR MART INC COM 03062T105 333 10100 SH SOLE 10100 0 0
D AMERISOURCEBERGEN CORP COM 03073E105 2182 52709 SH SOLE 52709 0 0
D AMERIPRISE FINL INC COM 03076C106 1624 28156 SH SOLE 28156 0 0
D AMETEK INC NEW COM 031100100 246 5488 SH SOLE 5488 0 0
D AMGEN INC COM 031162100 4130 70784 SH SOLE 70784 0 0
D AMKOR TECHNOLOGY INC COM 031652100 160 26000 SH SOLE 26000 0 0
D AMPHENOL CORP NEW CL A 032095101 3879 71839 SH SOLE 71839 0 0
D ANADARKO PETE CORP COM 032511107 1887 24586 SH SOLE 24586 0 0
D ANALOG DEVICES INC COM 032654105 7254 185330 SH SOLE 185330 0 0
D ANGIODYNAMICS INC COM 03475V101 152 10700 SH SOLE 10700 0 0
D ANNALY CAP MGMT INC COM 035710409 2276 126184 SH SOLE 126184 0 0
D AON CORP COM 037389103 309 6031 SH SOLE 6031 0 0
D APACHE CORP COM 037411105 13573 109999 SH SOLE 109999 0 0
D APARTMENT INVT & MGMT CO CL A 03748R101 352 13800 SH SOLE 13800 0 0
D APOLLO GROUP INC CL A 037604105 855 19580 SH SOLE 19580 0 0
D APOLLO INVT CORP COM 03761U106 399 39109 SH SOLE 39109 0 0
D APPLE INC COM 037833100 141492 421521 SH SOLE 421521 0 0
D APPLIED INDL TECHNOLOGIES IN COM 03820C105 737 20700 SH SOLE 20700 0 0
D APPLIED MATLS INC COM 038222105 345 26538 SH SOLE 26538 0 0
D ARCH COAL INC COM 039380100 569 21340 SH SOLE 21340 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 27545 913612 SH SOLE 913612 0 0
D ARES CAP CORP COM 04010L103 396 24659 SH SOLE 24659 0 0
D ARMSTRONG WORLD INDS INC NEW COM 04247X102 337 7400 SH SOLE 7400 0 0
D ARRIS GROUP INC COM 04269Q100 824 71000 SH SOLE 71000 0 0
D ASCENT MEDIA CORP COM SER A 043632108 286 5400 SH SOLE 5400 0 0
D ASHFORD HOSPITALITY TR INC COM SHS 044103109 513 41200 SH SOLE 41200 0 0
D ASSOCIATED BANC CORP COM 045487105 627 45100 SH SOLE 45100 0 0
D ASSURANT INC COM 04621X108 9612 265005 SH SOLE 265005 0 0
D ATMEL CORP COM 049513104 734 52200 SH SOLE 52200 0 0
D ATMOS ENERGY CORP COM 049560105 263 7900 SH SOLE 7900 0 0
D ATWOOD OCEANICS INC COM 050095108 971 22000 SH SOLE 22000 0 0
D AUTOLIV INC COM 052800109 7711 98294 SH SOLE 98294 0 0
D AUTOMATIC DATA PROCESSING IN COM 053015103 526 9981 SH SOLE 9981 0 0
D AUTOZONE INC COM 053332102 22388 75931 SH SOLE 75931 0 0
D AVALONBAY CMNTYS INC COM 053484101 10857 84556 SH SOLE 84556 0 0
D AVON PRODS INC COM 054303102 10042 358646 SH SOLE 358646 0 0
D BB&T CORP COM 054937107 375 13970 SH SOLE 13970 0 0
D B & G FOODS INC NEW COM 05508R106 334 16200 SH SOLE 16200 0 0
D BCE INC COM NEW 05534B760 3174 81000 SH SOLE 81000 0 0
D BGC PARTNERS INC CL A 05541T101 601 77800 SH SOLE 77800 0 0
D BJS WHOLESALE CLUB INC COM 05548J106 423 8400 SH SOLE 8400 0 0
D BRE PROPERTIES INC CL A 05564E106 319 6400 SH SOLE 6400 0 0
D BAKER HUGHES INC COM 057224107 634 8738 SH SOLE 8738 0 0
D BANK OF AMERICA CORPORATION COM 060505104 22718 2072778 SH SOLE 2072778 0 0
D BANK MONTREAL QUE COM 063671101 17113 269200 SH SOLE 269200 0 0
D BANK OF NEW YORK MELLON CORP COM 064058100 812 31682 SH SOLE 31682 0 0
D BANK NOVA SCOTIA HALIFAX COM 064149107 20781 345200 SH SOLE 345200 0 0
D BARRICK GOLD CORP COM 067901108 16344 360202 SH SOLE 360202 0 0
D BAXTER INTL INC COM 071813109 695 11650 SH SOLE 11650 0 0
D BAYTEX ENERGY CORP COM 07317Q105 2436 44600 SH SOLE 44600 0 0
D BECTON DICKINSON & CO COM 075887109 383 4443 SH SOLE 4443 0 0
D BED BATH & BEYOND INC COM 075896100 6048 103622 SH SOLE 103622 0 0
D BELDEN INC COM 077454106 819 23500 SH SOLE 23500 0 0
D BEMIS INC COM 081437105 662 19600 SH SOLE 19600 0 0
D BENCHMARK ELECTRS INC COM 08160H101 335 20300 SH SOLE 20300 0 0
D BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6701 86590 SH SOLE 86590 0 0
D BERRY PETE CO CL A 085789105 489 9200 SH SOLE 9200 0 0
D BEST BUY INC COM 086516101 4069 129544 SH SOLE 129544 0 0
D BIG LOTS INC COM 089302103 630 19000 SH SOLE 19000 0 0
D BIGLARI HLDGS INC COM 08986R101 678 1735 SH SOLE 1735 0 0
D BIOGEN IDEC INC COM 09062X103 53418 499604 SH SOLE 499604 0 0
D BLACKBOARD INC COM 091935502 725 16700 SH SOLE 16700 0 0
D BLACK HILLS CORP COM 092113109 788 26200 SH SOLE 26200 0 0
D BLACKBAUD INC COM 09227Q100 424 15300 SH SOLE 15300 0 0
D BLACKROCK INC COM 09247X101 34468 179697 SH SOLE 179697 0 0
D BLACKROCK KELSO CAPITAL CORP COM 092533108 144751 16137201 SH SOLE 16137201 0 0
D BLUE COAT SYSTEMS INC COM NEW 09534T508 297 13600 SH SOLE 13600 0 0
D BOEING CO COM 097023105 3716 50269 SH SOLE 50269 0 0
D BOSTON BEER INC CL A 100557107 376 4200 SH SOLE 4200 0 0
D BOSTON PROPERTIES INC COM 101121101 5863 55231 SH SOLE 55231 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 1678 242841 SH SOLE 242841 0 0
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 400 34500 SH SOLE 34500 0 0
D BRINKS CO COM 109696104 677 22700 SH SOLE 22700 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 32526 1123153 SH SOLE 1123153 0 0
D BROADCOM CORP CL A 111320107 328 9747 SH SOLE 9747 0 0
D BROADRIDGE FINL SOLUTIONS IN COM 11133T103 255 10600 SH SOLE 10600 0 0
D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3914 117700 SH SOLE 117700 0 0
D BROOKFIELD OFFICE PPTYS INC COM 112900105 4596 238100 SH SOLE 238100 0 0
D BROWN & BROWN INC COM 115236101 937 36500 SH SOLE 36500 0 0
D BROWN SHOE INC NEW COM 115736100 117 11000 SH SOLE 11000 0 0
D BRUNSWICK CORP COM 117043109 241 11800 SH SOLE 11800 0 0
D BUFFALO WILD WINGS INC COM 119848109 398 6000 SH SOLE 6000 0 0
D CAE INC COM 124765108 731 54200 SH SOLE 54200 0 0
D CBL & ASSOC PPTYS INC COM 124830100 359 19800 SH SOLE 19800 0 0
D CBS CORP NEW CL B 124857202 6050 212351 SH SOLE 212351 0 0
D CF INDS HLDGS INC COM 125269100 6389 45098 SH SOLE 45098 0 0
D CH ENERGY GROUP INC COM 12541M102 538 10100 SH SOLE 10100 0 0
D C H ROBINSON WORLDWIDE INC COM NEW 12541W209 263 3339 SH SOLE 3339 0 0
D CIGNA CORP COM 125509109 5789 112556 SH SOLE 112556 0 0
D CIT GROUP INC COM NEW 125581801 1577 35623 SH SOLE 35623 0 0
D CME GROUP INC COM 12572Q105 374 1283 SH SOLE 1283 0 0
D CNO FINL GROUP INC COM 12621E103 920 116300 SH SOLE 116300 0 0
D CSG SYS INTL INC COM 126349109 610 33000 SH SOLE 33000 0 0
D CSX CORP COM 126408103 586 22354 SH SOLE 22354 0 0
D CTC MEDIA INC COM 12642X106 2036 95500 SH SOLE 95500 0 0
D CVR ENERGY INC COM 12662P108 753 30600 SH SOLE 30600 0 0
D CVS CAREMARK CORPORATION COM 126650100 3574 95094 SH SOLE 95094 0 0
D CABOT OIL & GAS CORP COM 127097103 305 4598 SH SOLE 4598 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 972 92000 SH SOLE 92000 0 0
D CALPINE CORP COM NEW 131347304 4095 253860 SH SOLE 253860 0 0
D CAMDEN PPTY TR SH BEN INT 133131102 1298 20400 SH SOLE 20400 0 0
D CAMECO CORP COM 13321L108 2193 83200 SH SOLE 83200 0 0
D CAMERON INTERNATIONAL CORP COM 13342B105 247 4919 SH SOLE 4919 0 0
D CDN IMPERIAL BK OF COMMERCE COM 136069101 11804 149600 SH SOLE 149600 0 0
D CANADIAN NATL RY CO COM 136375102 17145 214500 SH SOLE 214500 0 0
D CANADIAN NAT RES LTD COM 136385101 11742 280300 SH SOLE 280300 0 0
D CANADIAN PAC RY LTD COM 13645T100 2226 35700 SH SOLE 35700 0 0
D CANTEL MEDICAL CORP COM 138098108 355 13200 SH SOLE 13200 0 0
D CAPITAL ONE FINL CORP COM 14040H105 7560 146309 SH SOLE 146309 0 0
D CAPITOL FED FINL INC COM 14057J101 198 16800 SH SOLE 16800 0 0
D CAPSTEAD MTG CORP COM NO PAR 14067E506 489 36500 SH SOLE 36500 0 0
D CARBO CERAMICS INC COM 140781105 277 1700 SH SOLE 1700 0 0
D CARDINAL HEALTH INC COM 14149Y108 320 7040 SH SOLE 7040 0 0
D CARLISLE COS INC COM 142339100 290 5900 SH SOLE 5900 0 0
D CARNIVAL CORP PAIRED CTF 143658300 5978 158865 SH SOLE 158865 0 0
D CATALYST HEALTH SOLUTIONS IN COM 14888B103 346 6200 SH SOLE 6200 0 0
D CATERPILLAR INC DEL COM 149123101 9598 90154 SH SOLE 90154 0 0
D CATHAY GENERAL BANCORP COM 149150104 714 43562 SH SOLE 43562 0 0
D CATO CORP NEW CL A 149205106 337 11700 SH SOLE 11700 0 0
D CELGENE CORP COM 151020104 2326 38558 SH SOLE 38558 0 0
D CENTENE CORP DEL COM 15135B101 689 19400 SH SOLE 19400 0 0
D CENOVUS ENERGY INC COM 15135U109 7143 189400 SH SOLE 189400 0 0
D CENTRAL EUROPEAN DIST CORP COM 153435102 214 19100 SH SOLE 19100 0 0
D CENVEO INC COM 15670S105 181 28300 SH SOLE 28300 0 0
D CENTURYLINK INC COM 156700106 28931 715590 SH SOLE 715590 0 0
D CEPHALON INC COM 156708109 3118 39023 SH SOLE 39023 0 0
D CERADYNE INC COM 156710105 214 5500 SH SOLE 5500 0 0
D CHEESECAKE FACTORY INC COM 163072101 380 12100 SH SOLE 12100 0 0
D CHESAPEAKE ENERGY CORP COM 165167107 391 13156 SH SOLE 13156 0 0
D CHESAPEAKE UTILS CORP COM 165303108 236 5900 SH SOLE 5900 0 0
D CHEVRON CORP NEW COM 166764100 115343 1121576 SH SOLE 1121576 0 0
D CHIPOTLE MEXICAN GRILL INC COM 169656105 439 1425 SH SOLE 1425 0 0
D CHUBB CORP COM 171232101 1517 24233 SH SOLE 24233 0 0
D CHURCH & DWIGHT INC COM 171340102 15007 370170 SH SOLE 370170 0 0
D CIMAREX ENERGY CO COM 171798101 1854 20620 SH SOLE 20620 0 0
D CISCO SYS INC COM 17275R102 9836 630095 SH SOLE 630095 0 0
D CIRRUS LOGIC INC COM 172755100 202 12700 SH SOLE 12700 0 0
D CITIGROUP INC COM NEW 172967424 24394 585819 SH SOLE 585819 0 0
D CITRIX SYS INC COM 177376100 302 3778 SH SOLE 3778 0 0
D CITY NATL CORP COM 178566105 483 8900 SH SOLE 8900 0 0
D CLARCOR INC COM 179895107 818 17300 SH SOLE 17300 0 0
D CLEARWATER PAPER CORP COM 18538R103 501 7342 SH SOLE 7342 0 0
D CLIFFS NATURAL RESOURCES INC COM 18683K101 3467 37506 SH SOLE 37506 0 0
D COACH INC COM 189754104 20544 321351 SH SOLE 321351 0 0
D COCA COLA CO COM 191216100 87262 1296811 SH SOLE 1296811 0 0
D COCA COLA ENTERPRISES INC NE COM 19122T109 30751 1053844 SH SOLE 1053844 0 0
D COEUR D ALENE MINES CORP IDA COM NEW 192108504 580 23900 SH SOLE 23900 0 0
D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 18387 250715 SH SOLE 250715 0 0
D COINSTAR INC COM 19259P300 545 10000 SH SOLE 10000 0 0
D COLGATE PALMOLIVE CO COM 194162103 22312 255256 SH SOLE 255256 0 0
D COMCAST CORP NEW CL A 20030N101 15352 605833 SH SOLE 605833 0 0
D COMCAST CORP NEW CL A SPL 20030N200 339 13985 SH SOLE 13985 0 0
D COMERICA INC COM 200340107 2823 81660 SH SOLE 81660 0 0
D COMMONWEALTH REIT COM SH BEN INT 203233101 868 33596 SH SOLE 33596 0 0
D COMMUNITY HEALTH SYS INC NEW COM 203668108 493 19200 SH SOLE 19200 0 0
D COMPLETE PRODUCTION SERVICES COM 20453E109 200 6000 SH SOLE 6000 0 0
D COMPUTER PROGRAMS & SYS INC COM 205306103 527 8300 SH SOLE 8300 0 0
D COMPUTER SCIENCES CORP COM 205363104 5638 148525 SH SOLE 148525 0 0
D CONAGRA FOODS INC COM 205887102 226 8762 SH SOLE 8762 0 0
D CONCHO RES INC COM 20605P101 1421 15470 SH SOLE 15470 0 0
D CONOCOPHILLIPS COM 20825C104 15798 210107 SH SOLE 210107 0 0
D CONSOL ENERGY INC COM 20854P109 221 4549 SH SOLE 4549 0 0
D CONSOLIDATED EDISON INC COM 209115104 10641 199868 SH SOLE 199868 0 0
D CONSOLIDATED GRAPHICS INC COM 209341106 484 8800 SH SOLE 8800 0 0
D CONSTELLATION BRANDS INC CL A 21036P108 638 30643 SH SOLE 30643 0 0
D COOPER COS INC COM NEW 216648402 705 8900 SH SOLE 8900 0 0
D COPART INC COM 217204106 983 21100 SH SOLE 21100 0 0
D CORN PRODS INTL INC COM 219023108 907 16400 SH SOLE 16400 0 0
D CORNING INC COM 219350105 3152 173686 SH SOLE 173686 0 0
D COSTCO WHSL CORP NEW COM 22160K105 8967 110381 SH SOLE 110381 0 0
D COUSINS PPTYS INC COM 222795106 149 17500 SH SOLE 17500 0 0
D COVENTRY HEALTH CARE INC COM 222862104 4238 116207 SH SOLE 116207 0 0
D CRACKER BARREL OLD CTRY STOR COM 22410J106 478 9700 SH SOLE 9700 0 0
D CROWN CASTLE INTL CORP COM 228227104 239 5853 SH SOLE 5853 0 0
D CUBIST PHARMACEUTICALS INC COM 229678107 558 15500 SH SOLE 15500 0 0
D CUMMINS INC COM 231021106 3589 34679 SH SOLE 34679 0 0
D CYBERONICS INC COM 23251P102 551 19700 SH SOLE 19700 0 0
D CYPRESS SHARPRIDGE INVTS INC COM 23281A307 131 10200 SH SOLE 10200 0 0
D CYTEC INDS INC COM 232820100 555 9700 SH SOLE 9700 0 0
D DCT INDUSTRIAL TRUST INC COM 233153105 134 25600 SH SOLE 25600 0 0
D DPL INC COM 233293109 359 11900 SH SOLE 11900 0 0
D DTE ENERGY CO COM 233331107 13442 268731 SH SOLE 268731 0 0
D DSW INC CL A 23334L102 299 5900 SH SOLE 5900 0 0
D DANAHER CORP DEL COM 235851102 43222 815671 SH SOLE 815671 0 0
D DANVERS BANCORP INC COM 236442109 209 9600 SH SOLE 9600 0 0
D DARDEN RESTAURANTS INC COM 237194105 989 19873 SH SOLE 19873 0 0
D DARLING INTL INC COM 237266101 529 29900 SH SOLE 29900 0 0
D DECKERS OUTDOOR CORP COM 243537107 335 3800 SH SOLE 3800 0 0
D DEERE & CO COM 244199105 23397 283769 SH SOLE 283769 0 0
D DELL INC COM 24702R101 7587 455151 SH SOLE 455151 0 0
D DELUXE CORP COM 248019101 3069 124200 SH SOLE 124200 0 0
D DENDREON CORP COM 24823Q107 387 9800 SH SOLE 9800 0 0
D DEVELOPERS DIVERSIFIED RLTY COM 251591103 1159 82200 SH SOLE 82200 0 0
D DEVON ENERGY CORP NEW COM 25179M103 2251 28561 SH SOLE 28561 0 0
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D WALTER ENERGY INC COM 93317Q105 1151 9943 SH SOLE 9943 0 0
D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1411 43400 SH SOLE 43400 0 0
D WASTE MGMT INC DEL COM 94106L109 339 9084 SH SOLE 9084 0 0
D WATSON PHARMACEUTICALS INC COM 942683103 4380 63726 SH SOLE 63726 0 0
D WAUSAU PAPER CORP COM 943315101 103 15300 SH SOLE 15300 0 0
D WEIGHT WATCHERS INTL INC NEW COM 948626106 257 3400 SH SOLE 3400 0 0
D WEINGARTEN RLTY INVS SH BEN INT 948741103 438 17400 SH SOLE 17400 0 0
D WELLCARE HEALTH PLANS INC COM 94946T106 344 6700 SH SOLE 6700 0 0
D WELLPOINT INC COM 94973V107 595 7554 SH SOLE 7554 0 0
D WELLS FARGO & CO NEW COM 949746101 29894 1065366 SH SOLE 1065366 0 0
D WESCO INTL INC COM 95082P105 449 8300 SH SOLE 8300 0 0
D WESTAR ENERGY INC COM 95709T100 982 36500 SH SOLE 36500 0 0
D WESTERN DIGITAL CORP COM 958102105 5841 160565 SH SOLE 160565 0 0
D WESTERN UN CO COM 959802109 261 13011 SH SOLE 13011 0 0
D WEYERHAEUSER CO COM 962166104 236 10794 SH SOLE 10794 0 0
D WHIRLPOOL CORP COM 963320106 7931 97533 SH SOLE 97533 0 0
D WHITING PETE CORP NEW COM 966387102 4836 84976 SH SOLE 84976 0 0
D WHOLE FOODS MKT INC COM 966837106 5315 83769 SH SOLE 83769 0 0
D WILLIAMS COS INC DEL COM 969457100 357 11788 SH SOLE 11788 0 0
D WILLIAMS SONOMA INC COM 969904101 504 13800 SH SOLE 13800 0 0
D WINDSTREAM CORP COM 97381W104 1600 123450 SH SOLE 123450 0 0
D WISCONSIN ENERGY CORP COM 976657106 317 10100 SH SOLE 10100 0 0
D WOLVERINE WORLD WIDE INC COM 978097103 860 20600 SH SOLE 20600 0 0
D WONDER AUTO TECHNOLOGY INC COM 978166106 170 31400 SH SOLE 31400 0 0
D WORLD ACCEP CORP DEL COM 981419104 262 4000 SH SOLE 4000 0 0
D WRIGHT EXPRESS CORP COM 98233Q105 875 16800 SH SOLE 16800 0 0
D WYNN RESORTS LTD COM 983134107 235 1634 SH SOLE 1634 0 0
D XCEL ENERGY INC COM 98389B100 29110 1197946 SH SOLE 1197946 0 0
D XEROX CORP COM 984121103 293 28155 SH SOLE 28155 0 0
D YAHOO INC COM 984332106 1659 110324 SH SOLE 110324 0 0
D YAMANA GOLD INC COM 98462Y100 2478 212400 SH SOLE 212400 0 0
D YUM BRANDS INC COM 988498101 4375 79203 SH SOLE 79203 0 0
D ZEBRA TECHNOLOGIES CORP CL A 989207105 544 12900 SH SOLE 12900 0 0
D ZIMMER HLDGS INC COM 98956P102 10084 159564 SH SOLE 159564 0 0
D ZIONS BANCORPORATION COM 989701107 555 23100 SH SOLE 23100 0 0
S REPORT SUMMARY 934 DATA RECORDS 5365789 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED