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, 2011

Check here if Amendment [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    Henderson Group Plc
Address: 201 Bishopsgate
         London, UK  EC2M 3AE

13F File Number:  028-10904

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:      Brian Rowe
Title:     Global Head of Compliance
Phone:     [44] 020 7818 5358

Signature, Place, and Date of Signing:

  /s/  Brian Rowe     London, UK     May 16, 2011

Report Type (Check only one.):

[ X]         13F HOLDINGS REPORT.

[  ]         13F NOTICE.

[  ]         13F COMBINATION REPORT.

<PAGE>

                              FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:         7

Form 13F Information Table Entry Total:    680

Form 13F Information Table Value Total:    $6,503,330 (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.

No.  13F File Number               Name

01   028-07704                     Henderson Fund Management PLC
03   028-10905                     Henderson Global Investors Holdings PLC
04   028-10906                     Henderson Global Investors Ltd
05   028-11183                     Henderson Global Investors (N.A.) Inc.
06   028-11187                     Henderson Investment Management Limited
07   028-13597                     Henderson Alternative Investment Advisor
08   028-11235                     New Star Institutional Managers Limited

<PAGE>

<TABLE>                       <C>             <C>
                                                     FORM 13F INFORMATION TABLE
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO                          COM              88579Y101    16338   174831 SH       DEFINED 05 06 08       174831        0        0
ABB LTD                        SPONSORED ADR    000375204     4695   194068 SH       DEFINED 05             172132    20124     1812
ABBOTT LABS                    COM              002824100    16746   341399 SH       DEFINED 05 06 08       341399        0        0
ABERCROMBIE & FITCH CO         CL A             002896207     1377    23451 SH       DEFINED 05 06 08        23451        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1025    44221 SH       DEFINED 05 06 08        44221        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1991    85836 SH       DEFINED 07              85836        0        0
ACTIVISION BLIZZARD INC        COM              00507V109     1487   135522 SH       DEFINED 05 06 08       135522        0        0
ACUITY BRANDS INC              COM              00508Y102    15330   262057 SH       DEFINED 05 06 08       262057        0        0
ADOBE SYS INC                  COM              00724F101    67528  2036417 SH       DEFINED 05 06 08      2036417        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106     1104    16833 SH       DEFINED 05 06 08        16833        0        0
ADVANCED MICRO DEVICES INC     COM              007903107     1052   122603 SH       DEFINED 05 06 08       122603        0        0
AES CORP                       COM              00130H105     2102   161798 SH       DEFINED 05 06 08       161798        0        0
AETNA INC NEW                  COM              00817Y108     3131    83703 SH       DEFINED 05 06 08        83703        0        0
AFLAC INC                      COM              001055102     5341   101197 SH       DEFINED 05 06 08       101197        0        0
AGCO CORP                      COM              001084102      714    12995 SH       DEFINED 05 06 08        12995        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101    27657   617482 SH       DEFINED 05 06 08       617482        0        0
AGL RES INC                    COM              001204106     9457   237620 SH       DEFINED 05 06 08       237620        0        0
AIR PRODS & CHEMS INC          COM              009158106     4237    46976 SH       DEFINED 05 06 08        46976        0        0
AIRGAS INC                     COM              009363102      986    14842 SH       DEFINED 05 06 08        14842        0        0
AIRTRAN HLDGS INC              COM              00949P108     1538   206600 SH       DEFINED 05 06 08       206600        0        0
AKAMAI TECHNOLOGIES INC        COM              00971T101     1562    41121 SH       DEFINED 05 06 08        41121        0        0
ALCATEL-LUCENT                 SPONSORED ADR    013904305     1530   263329 SH       DEFINED 05             233359    27556     2414
ALCOA INC                      COM              013817101     3809   215823 SH       DEFINED 05 06 08       215823        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109     2122    21527 SH       DEFINED 05 06 08        21527        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     1219    18003 SH       DEFINED 05 06 08        18003        0        0
ALLERGAN INC                   COM              018490102     5031    70856 SH       DEFINED 05 06 08        70856        0        0
ALLIANCE DATA SYSTEMS CORP     COM              018581108      693     8069 SH       DEFINED 05 06 08         8069        0        0
ALLIANCE HOLDINGS GP LP        COM UNITS LP     01861G100     2627    50000 SH       DEFINED 05 06 08        50000        0        0
ALLIANT ENERGY CORP            COM              018802108      605    15547 SH       DEFINED 05 06 08        15547        0        0
ALLSTATE CORP                  COM              020002101     3775   118797 SH       DEFINED 05 06 08       118797        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102     1107    18632 SH       DEFINED 05 06 08        18632        0        0
ALTERA CORP                    COM              021441100    11118   252693 SH       DEFINED 05 06 08       252693        0        0
ALTRIA GROUP INC               COM              02209S103     3573   137322 SH       DEFINED 05 06 08       137322        0        0
AMAZON COM INC                 COM              023135106    51823   287696 SH       DEFINED 05 06 08       287696        0        0
AMB PROPERTY CORP              COM              00163T109     1159    32231 SH       DEFINED 05 06 08        32231        0        0
AMEREN CORP                    COM              023608102     1613    57477 SH       DEFINED 05 06 08        57477        0        0
AMERESCO INC                   CL A             02361E108     5861   415073 SH       DEFINED 05 06 08       415073        0        0
AMERICAN EAGLE OUTFITTERS NE   COM              02553E106      410    25826 SH       DEFINED 05 06 08        25826        0        0
AMERICAN ELEC PWR INC          COM              025537101     3677   104651 SH       DEFINED 05 06 08       104651        0        0
AMERICAN EXPRESS CO            COM              025816109    11297   249925 SH       DEFINED 05 06 08       249925        0        0
AMERICAN INTL GROUP INC        *W EXP 01/19/202 026874156      255    22912 SH       DEFINED 05 06 08        22912        0        0
AMERICAN INTL GROUP INC        COM NEW          026874784      460    13093 SH       DEFINED 05 06 08        13093        0        0
AMERICAN PUBLIC EDUCATION IN   COM              02913V103     6805   168429 SH       DEFINED 05 06 08       168429        0        0
AMERICAN TOWER CORP            CL A             029912201    20539   396347 SH       DEFINED 05 06 08       396347        0        0
AMERICAN WTR WKS CO INC NEW    COM              030420103      857    30549 SH       DEFINED 05 06 08        30549        0        0
AMERIPRISE FINL INC            COM              03076C106     3456    56576 SH       DEFINED 05 06 08        56576        0        0
AMERISOURCEBERGEN CORP         COM              03073E105     2257    57109 SH       DEFINED 05 06 08        57109        0        0
AMETEK INC NEW                 COM              031100100     1469    33505 SH       DEFINED 05 06 08        33505        0        0
AMGEN INC                      COM              031162100    11355   212393 SH       DEFINED 05 06 08       212393        0        0
AMPHENOL CORP NEW              CL A             032095101     2125    39067 SH       DEFINED 05 06 08        39067        0        0
ANADARKO PETE CORP             COM              032511107    22802   278142 SH       DEFINED 05 06 08       278142        0        0
ANALOG DEVICES INC             COM              032654105    19155   486297 SH       DEFINED 05 06 08       486297        0        0
ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A108     2032    35543 SH       DEFINED 05              31383     3835      325
ANNALY CAP MGMT INC            COM              035710409     2988   171312 SH       DEFINED 05 06 08       171312        0        0
AON CORP                       COM              037389103     6186   116853 SH       DEFINED 05 06 08       116853        0        0
APACHE CORP                    COM              037411105    11331    86540 SH       DEFINED 05 06 08        86540        0        0
APOLLO GROUP INC               CL A             037604105     1382    33159 SH       DEFINED 05 06 08        33159        0        0
APPLE INC                      COM              037833100   421511  1209639 SH       DEFINED 05 06 08      1209639        0        0
APPLIED MATLS INC              COM              038222105    12419   795068 SH       DEFINED 05 06 08       795068        0        0
ARCH COAL INC                  COM              039380100      823    22828 SH       DEFINED 05 06 08        22828        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102     4997   138759 SH       DEFINED 05 06 08       138759        0        0
ARROW ELECTRS INC              COM              042735100      752    17964 SH       DEFINED 05 06 08        17964        0        0
ASSURANT INC                   COM              04621X108      647    16801 SH       DEFINED 05 06 08        16801        0        0
AT&T INC                       COM              00206R102    13793   450593 SH       DEFINED 05 06 08       450593        0        0
AUTODESK INC                   COM              052769106     2355    53396 SH       DEFINED 05 06 08        53396        0        0
AUTOLIV INC                    COM              052800109     1620    21834 SH       DEFINED 05 06 08        21834        0        0
AUTOMATIC DATA PROCESSING IN   COM              053015103     5597   109108 SH       DEFINED 05 06 08       109108        0        0
AUTOZONE INC                   COM              053332102     1602     5861 SH       DEFINED 05 06 08         5861        0        0
AVALONBAY CMNTYS INC           COM              053484101     2227    18549 SH       DEFINED 05 06 08        18549        0        0
AVEO PHARMACEUTICALS INC       COM              053588109     2008   150000 SH       DEFINED 05 06 08       150000        0        0
AVERY DENNISON CORP            COM              053611109      643    15330 SH       DEFINED 05 06 08        15330        0        0
AVIVA PLC                      ADR              05382A104      189    13352 SH       DEFINED 05              11074     2278        0
AVNET INC                      COM              053807103    22079   647869 SH       DEFINED 05 06 08       647869        0        0
AVON PRODS INC                 COM              054303102     2560    94773 SH       DEFINED 05 06 08        94773        0        0
BABCOCK & WILCOX CO NEW        COM              05615F102      250     7495 SH       DEFINED 05 06 08         7495        0        0
BAKER HUGHES INC               COM              057224107     6678    90918 SH       DEFINED 05 06 08        90918        0        0
BALL CORP                      COM              058498106     1648    45930 SH       DEFINED 05 06 08        45930        0        0
BANK OF AMERICA CORPORATION    COM              060505104    29543  2216309 SH       DEFINED 05 06 08      2216309        0        0
BANK OF AMERICA CORPORATION    7.25%CNV PFD L   060505682      506      500 SH       DEFINED 05 06 08          500        0        0
BANK OF NEW YORK MELLON CORP   COM              064058100     8071   270128 SH       DEFINED 05 06 08       270128        0        0
BARCLAYS PLC                   ADR              06738E204     3113   171630 SH       DEFINED 05             151927    18136     1567
BARD C R INC                   COM              067383109     2115    21301 SH       DEFINED 05 06 08        21301        0        0
BAXTER INTL INC                COM              071813109     6927   128871 SH       DEFINED 05 06 08       128871        0        0
BB&T CORP                      COM              054937107     4257   155035 SH       DEFINED 05 06 08       155035        0        0
BECKMAN COULTER INC            COM              075811109      727     8750 SH       DEFINED 05 06 08         8750        0        0
BECTON DICKINSON & CO          COM              075887109    10147   127430 SH       DEFINED 05 06 08       127430        0        0
BED BATH & BEYOND INC          COM              075896100     2664    55183 SH       DEFINED 05 06 08        55183        0        0
BERKLEY W R CORP               COM              084423102     1116    34664 SH       DEFINED 05 06 08        34664        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108     4269       34 SH       DEFINED 05 06 08           34        0        0
BERKSHIRE HATHAWAY INC DEL     CL B NEW         084670702    44914   536735 SH       DEFINED 05 06 08       536735        0        0
BEST BUY INC                   COM              086516101     2393    83377 SH       DEFINED 05 06 08        83377        0        0
BIOGEN IDEC INC                COM              09062X103     3770    51365 SH       DEFINED 05 06 08        51365        0        0
BIOMARIN PHARMACEUTICAL INC    COM              09061G101     3512   139780 SH       DEFINED 05 06 08       139780        0        0
BIOMED REALTY TRUST INC        COM              09063H107     8558   449730 SH       DEFINED 05 06 08       449730        0        0
BLACKROCK INC                  COM              09247X101     3980    19803 SH       DEFINED 05 06 08        19803        0        0
BLACKSTONE GROUP L P           COM UNIT LTD     09253U108     2194   122724 SH       DEFINED 05 06 08       122724        0        0
BLOCK H & R INC                COM              093671105     1108    66181 SH       DEFINED 05 06 08        66181        0        0
BMC SOFTWARE INC               COM              055921100     4698    94462 SH       DEFINED 05 06 08        94462        0        0
BOEING CO                      COM              097023105    11449   154867 SH       DEFINED 05 06 08       154867        0        0
BORGWARNER INC                 COM              099724106     1724    21642 SH       DEFINED 05 06 08        21642        0        0
BOSTON PROPERTIES INC          COM              101121101     2872    30290 SH       DEFINED 05 06 08        30290        0        0
BOSTON SCIENTIFIC CORP         COM              101137107     2441   340393 SH       DEFINED 05 06 08       340393        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108     4357   164841 SH       DEFINED 05 06 08       164841        0        0
BROADCOM CORP                  CL A             111320107    19345   491246 SH       DEFINED 05 06 08       491246        0        0
BROWN FORMAN CORP              CL B             115637209     1331    19466 SH       DEFINED 05 06 08        19466        0        0
BUCYRUS INTL INC NEW           COM              118759109     1655    18108 SH       DEFINED 05 06 08        18108        0        0
C H ROBINSON WORLDWIDE INC     COM NEW          12541W209     2750    37118 SH       DEFINED 05 06 08        37118        0        0
CA INC                         COM              12673P105     2152    89039 SH       DEFINED 05 06 08        89039        0        0
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109     1973    57086 SH       DEFINED 05 06 08        57086        0        0
CABOT OIL & GAS CORP           COM              127097103      763    14399 SH       DEFINED 05 06 08        14399        0        0
CALPINE CORP                   COM NEW          131347304      746    46987 SH       DEFINED 05 06 08        46987        0        0
CAMERON INTERNATIONAL CORP     COM              13342B105     2888    50620 SH       DEFINED 05 06 08        50620        0        0
CAMPBELL SOUP CO               COM              134429109     1680    50724 SH       DEFINED 05 06 08        50724        0        0
CANON INC                      ADR              138006309     3295    76003 SH       DEFINED 05              65282    10091      630
CAPITAL ONE FINL CORP          COM              14040H105     5299   102014 SH       DEFINED 05 06 08       102014        0        0
CARDINAL HEALTH INC            COM              14149Y108     3288    79991 SH       DEFINED 05 06 08        79991        0        0
CAREFUSION CORP                COM              14170T101     1324    46997 SH       DEFINED 05 06 08        46997        0        0
CARMAX INC                     COM              143130102     1675    52194 SH       DEFINED 05 06 08        52194        0        0
CARNIVAL CORP                  PAIRED CTF       143658300    17977   468650 SH       DEFINED 05 06 08       468650        0        0
CATERPILLAR INC DEL            COM              149123101    19990   179568 SH       DEFINED 05 06 08       179568        0        0
CAVIUM NETWORKS INC            COM              14965A101    28738   639607 SH       DEFINED 05 06 08       639607        0        0
CB RICHARD ELLIS GROUP INC     CL A             12497T101     1945    72875 SH       DEFINED 05 06 08        72875        0        0
CBL & ASSOC PPTYS INC          COM              124830100    21352  1226400 SH       DEFINED 05 06 08      1226400        0        0
CBS CORP NEW                   CL B             124857202     3393   135554 SH       DEFINED 05 06 08       135554        0        0
CELANESE CORP DEL              COM SER A        150870103    13631   307289 SH       DEFINED 05 06 08       307289        0        0
CELGENE CORP                   COM              151020104     6243   108525 SH       DEFINED 05 06 08       108525        0        0
CELGENE CORP                   RIGHT 12/31/2011 151020112      347   140380 SH       DEFINED 05 06 08       140380        0        0
CENTERPOINT ENERGY INC         COM              15189T107     1506    85773 SH       DEFINED 05 06 08        85773        0        0
CENTRAL FD CDA LTD             CL A             153501101    14541   650000 SH       DEFINED 05 06 08       650000        0        0
CENTURYLINK INC                COM              156700106     2049    49449 SH       DEFINED 05 06 08        49449        0        0
CEPHALON INC                   COM              156708109     1323    17464 SH       DEFINED 05 06 08        17464        0        0
CERNER CORP                    COM              156782104     2047    18412 SH       DEFINED 05 06 08        18412        0        0
CF INDS HLDGS INC              COM              125269100     2113    15440 SH       DEFINED 05 06 08        15440        0        0
CHESAPEAKE ENERGY CORP         COM              165167107     4821   143900 SH       DEFINED 05 06 08       143900        0        0
CHEVRON CORP NEW               COM              166764100    16364   152283 SH       DEFINED 05 06 08       152283        0        0
CHIPOTLE MEXICAN GRILL INC     COM              169656105     2004     7361 SH       DEFINED 05 06 08         7361        0        0
CHUBB CORP                     COM              171232101    10492   171215 SH       DEFINED 05 06 08       171215        0        0
CHURCH & DWIGHT INC            COM              171340102     1062    13393 SH       DEFINED 05 06 08        13393        0        0
CIENA CORP                     NOTE 0.250% 5/0  171779AB7     2042  2000000 SH       DEFINED 05 06 08      2000000        0        0
CIGNA CORP                     COM              125509109     2752    62142 SH       DEFINED 05 06 08        62142        0        0
CIMAREX ENERGY CO              COM              171798101     1985    17236 SH       DEFINED 05 06 08        17236        0        0
CINCINNATI FINL CORP           COM              172062101     1154    35186 SH       DEFINED 05 06 08        35186        0        0
CINTAS CORP                    COM              172908105      760    25122 SH       DEFINED 05 06 08        25122        0        0
CISCO SYS INC                  COM              17275R102    41153  2399571 SH       DEFINED 05 06 08      2399571        0        0
CIT GROUP INC                  COM NEW          125581801     1926    45308 SH       DEFINED 05 06 08        45308        0        0
CITIGROUP INC                  COM              172967101    39473  8910286 SH       DEFINED 05 06 08      8910286        0        0
CITRIX SYS INC                 COM              177376100     3015    41045 SH       DEFINED 05 06 08        41045        0        0
CLIFFS NATURAL RESOURCES INC   COM              18683K101     2717    27634 SH       DEFINED 05 06 08        27634        0        0
CLOROX CO DEL                  COM              189054109     2168    30956 SH       DEFINED 05 06 08        30956        0        0
CME GROUP INC                  COM              12572Q105     4478    14851 SH       DEFINED 05 06 08        14851        0        0
COACH INC                      COM              189754104     3270    62882 SH       DEFINED 05 06 08        62882        0        0
COCA COLA CO                   COM              191216100    40567   611498 SH       DEFINED 05 06 08       611498        0        0
COCA COLA ENTERPRISES INC NE   COM              19122T109     2081    76232 SH       DEFINED 05 06 08        76232        0        0
CODEXIS INC                    COM              192005106     2769   234039 SH       DEFINED 05 06 08       234039        0        0
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102    69342   851977 SH       DEFINED 05 06 08       851977        0        0
COLGATE PALMOLIVE CO           COM              194162103     8856   109696 SH       DEFINED 05 06 08       109696        0        0
COMCAST CORP NEW               CL A             20030N101     8981   363313 SH       DEFINED 05 06 08       363313        0        0
COMCAST CORP NEW               CL A SPL         20030N200    12516   539011 SH       DEFINED 05 06 08       539011        0        0
COMERICA INC                   COM              200340107     1610    43835 SH       DEFINED 05 06 08        43835        0        0
COMPUTER SCIENCES CORP         COM              205363104     1750    35944 SH       DEFINED 05 06 08        35944        0        0
COMSCORE INC                   COM              20564W105     8173   277144 SH       DEFINED 05 06 08       277144        0        0
CONAGRA FOODS INC              COM              205887102     2256    95049 SH       DEFINED 05 06 08        95049        0        0
CONCHO RES INC                 COM              20605P101     2325    21687 SH       DEFINED 05 06 08        21687        0        0
CONOCOPHILLIPS                 COM              20825C104     6336    79331 SH       DEFINED 05 06 08        79331        0        0
CONSOL ENERGY INC              COM              20854P109     2773    51673 SH       DEFINED 05 06 08        51673        0        0
CONSOLIDATED EDISON INC        COM              209115104     2985    58832 SH       DEFINED 05 06 08        58832        0        0
CONSTELLATION BRANDS INC       CL A             21036P108      721    35530 SH       DEFINED 05 06 08        35530        0        0
CONSTELLATION ENERGY GROUP I   COM              210371100     1275    41000 SH       DEFINED 05 06 08        41000        0        0
CORNING INC                    COM              219350105     7231   350177 SH       DEFINED 05 06 08       350177        0        0
COSTCO WHSL CORP NEW           COM              22160K105     7274    99194 SH       DEFINED 05 06 08        99194        0        0
COVANCE INC                    COM              222816100      567    10361 SH       DEFINED 05 06 08        10361        0        0
COVANTA HLDG CORP              COM              22282E102     9425   552443 SH       DEFINED 05 06 08       552443        0        0
COVENTRY HEALTH CARE INC       COM              222862104      597    18752 SH       DEFINED 05 06 08        18752        0        0
CREDIT SUISSE GROUP            SPONSORED ADR    225401108     1919    45075 SH       DEFINED 05              39855     4810      410
CREE INC                       COM              225447101     6274   135949 SH       DEFINED 05 06 08       135949        0        0
CROWN CASTLE INTL CORP         COM              228227104    15073   354408 SH       DEFINED 05 06 08       354408        0        0
CROWN HOLDINGS INC             COM              228368106      852    22116 SH       DEFINED 05 06 08        22116        0        0
CSX CORP                       COM              126408103    14137   179765 SH       DEFINED 05 06 08       179765        0        0
CUMMINS INC                    COM              231021106    21666   197614 SH       DEFINED 05 06 08       197614        0        0
CVS CAREMARK CORPORATION       COM              126650100    10463   305134 SH       DEFINED 05 06 08       305134        0        0
D R HORTON INC                 COM              23331A109      983    84437 SH       DEFINED 05 06 08        84437        0        0
DANAHER CORP DEL               COM              235851102    21942   423110 SH       DEFINED 05 06 08       423110        0        0
DARDEN RESTAURANTS INC         COM              237194105     1555    31642 SH       DEFINED 05 06 08        31642        0        0
DAVITA INC                     COM              23918K108     8461    98924 SH       DEFINED 05 06 08        98924        0        0
DEERE & CO                     COM              244199105     9221    95200 SH       DEFINED 05 06 08        95200        0        0
DELL INC                       COM              24702R101    38717  2670130 SH       DEFINED 05 06 08      2670130        0        0
DELTA AIR LINES INC DEL        COM NEW          247361702      782    79681 SH       DEFINED 05 06 08        79681        0        0
DENBURY RES INC                COM NEW          247916208     2129    87184 SH       DEFINED 05 06 08        87184        0        0
DENTSPLY INTL INC NEW          COM              249030107     1304    35262 SH       DEFINED 05 06 08        35262        0        0
DEVON ENERGY CORP NEW          COM              25179M103     8319    90648 SH       DEFINED 05 06 08        90648        0        0
DEVRY INC DEL                  COM              251893103      575    10456 SH       DEFINED 05 06 08        10456        0        0
DIAMOND OFFSHORE DRILLING IN   COM              25271C102    12838   165141 SH       DEFINED 05 06 08       165141        0        0
DIGITAL RLTY TR INC            COM              253868103    23417   403120 SH       DEFINED 05 06 08       403120        0        0
DIRECTV                        COM CL A         25490A101    19711   421182 SH       DEFINED 05 06 08       421182        0        0
DISCOVER FINL SVCS             COM              254709108     3022   125399 SH       DEFINED 05 06 08       125399        0        0
DISCOVERY COMMUNICATNS NEW     COM SER A        25470F104      969    24271 SH       DEFINED 05 06 08        24271        0        0
DISCOVERY COMMUNICATNS NEW     COM SER C        25470F302     9684   275062 SH       DEFINED 05 06 08       275062        0        0
DISH NETWORK CORP              CL A             25470M109     1355    55599 SH       DEFINED 05 06 08        55599        0        0
DISNEY WALT CO                 COM DISNEY       254687106    30033   696992 SH       DEFINED 05 06 08       696992        0        0
DOLBY LABORATORIES INC         COM              25659T107      502    10196 SH       DEFINED 05 06 08        10196        0        0
DOLLAR GEN CORP NEW            COM              256677105      491    15666 SH       DEFINED 05 06 08        15666        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     1015    55270 SH       DEFINED 05 06 08        55270        0        0
DOLLAR TREE INC                COM              256746108     1480    26665 SH       DEFINED 05 06 08        26665        0        0
DOMINION RES INC VA NEW        COM              25746U109     4673   104574 SH       DEFINED 05 06 08       104574        0        0
DONNELLEY R R & SONS CO        COM              257867101      518    27417 SH       DEFINED 05 06 08        27417        0        0
DOVER CORP                     COM              260003108     2650    40315 SH       DEFINED 05 06 08        40315        0        0
DOW CHEM CO                    COM              260543103     9855   261190 SH       DEFINED 05 06 08       261190        0        0
DR PEPPER SNAPPLE GROUP INC    COM              26138E109     2201    59239 SH       DEFINED 05 06 08        59239        0        0
DTE ENERGY CO                  COM              233331107     1919    39211 SH       DEFINED 05 06 08        39211        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109     9049   164685 SH       DEFINED 05 06 08       164685        0        0
DUKE ENERGY CORP NEW           COM              26441C105    12806   706370 SH       DEFINED 05 06 08       706370        0        0
DUKE REALTY CORP               COM NEW          264411505      404    28840 SH       DEFINED 05 06 08        28840        0        0
DUN & BRADSTREET CORP DEL NE   COM              26483E100     1014    12636 SH       DEFINED 05 06 08        12636        0        0
DUPONT FABROS TECHNOLOGY INC   COM              26613Q106     9568   394731 SH       DEFINED 05 06 08       394731        0        0
E M C CORP MASS                COM              268648102    23578   888071 SH       DEFINED 05 06 08       888071        0        0
EASTGROUP PPTY INC             COM              277276101     7183   163253 SH       DEFINED 05 06 08       163253        0        0
EASTMAN CHEM CO                COM              277432100     1444    14534 SH       DEFINED 05 06 08        14534        0        0
EATON CORP                     COM              278058102     3934    70932 SH       DEFINED 05 06 08        70932        0        0
EATON VANCE CORP               COM NON VTG      278265103      603    18705 SH       DEFINED 05 06 08        18705        0        0
EBAY INC                       COM              278642103     8383   270077 SH       DEFINED 05 06 08       270077        0        0
ECOLAB INC                     COM              278865100     6650   130442 SH       DEFINED 05 06 08       130442        0        0
EDISON INTL                    COM              281020107     2618    71585 SH       DEFINED 05 06 08        71585        0        0
EDWARDS LIFESCIENCES CORP      COM              28176E108     2126    24426 SH       DEFINED 05 06 08        24426        0        0
EL PASO CORP                   COM              28336L109     2785   154735 SH       DEFINED 05 06 08       154735        0        0
ELECTRONIC ARTS INC            COM              285512109     1412    72280 SH       DEFINED 05 06 08        72280        0        0
EMERSON ELEC CO                COM              291011104    37073   634481 SH       DEFINED 05 06 08       634481        0        0
ENERGEN CORP                   COM              29265N108      605     9582 SH       DEFINED 05 06 08         9582        0        0
ENERGIZER HLDGS INC            COM              29266R108      821    11547 SH       DEFINED 05 06 08        11547        0        0
ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R109     2588    50000 SH       DEFINED 05 06 08        50000        0        0
ENTERGY CORP NEW               COM              29364G103     3019    44905 SH       DEFINED 05 06 08        44905        0        0
ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105     9423   201219 SH       DEFINED 05 06 08       201219        0        0
EOG RES INC                    COM              26875P101     6404    54035 SH       DEFINED 05 06 08        54035        0        0
EQT CORP                       COM              26884L109     1593    31937 SH       DEFINED 05 06 08        31937        0        0
EQUIFAX INC                    COM              294429105      895    23035 SH       DEFINED 05 06 08        23035        0        0
EQUINIX INC                    COM NEW          29444U502    12581   138186 SH       DEFINED 05 06 08       138186        0        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107    26192   464564 SH       DEFINED 05 06 08       464564        0        0
ERICSSON L M TEL CO            ADR B SEK 10     294821608     2809   218468 SH       DEFINED 05             193521    22952     1995
EXCO RESOURCES INC             COM              269279402     4778   231250 SH       DEFINED 05 06 08       231250        0        0
EXELON CORP                    COM              30161N101     6100   147987 SH       DEFINED 05 06 08       147987        0        0
EXPEDIA INC DEL                COM              30212P105     1260    55615 SH       DEFINED 05 06 08        55615        0        0
EXPEDITORS INTL WASH INC       COM              302130109     2349    46853 SH       DEFINED 05 06 08        46853        0        0
EXPRESS SCRIPTS INC            COM              302182100    16776   301671 SH       DEFINED 05 06 08       301671        0        0
EXXON MOBIL CORP               COM              30231G102    90636  1076824 SH       DEFINED 05 06 08      1076824        0        0
F M C CORP                     COM NEW          302491303      935    11006 SH       DEFINED 05 06 08        11006        0        0
F5 NETWORKS INC                COM              315616102    36512   356006 SH       DEFINED 05 06 08       356006        0        0
FAMILY DLR STORES INC          COM              307000109     4190    81646 SH       DEFINED 05 06 08        81646        0        0
FASTENAL CO                    COM              311900104     1984    30612 SH       DEFINED 05 06 08        30612        0        0
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     1702    20884 SH       DEFINED 05 06 08        20884        0        0
FEDEX CORP                     COM              31428X106     6389    68281 SH       DEFINED 05 06 08        68281        0        0
FIDELITY NATIONAL FINANCIAL    CL A             31620R105      395    27980 SH       DEFINED 05 06 08        27980        0        0
FIDELITY NATL INFORMATION SV   COM              31620M106     1790    54805 SH       DEFINED 05 06 08        54805        0        0
FIFTH THIRD BANCORP            COM              316773100     2685   193448 SH       DEFINED 05 06 08       193448        0        0
FIRST POTOMAC RLTY TR          COM              33610F109     6735   428442 SH       DEFINED 05 06 08       428442        0        0
FIRST SOLAR INC                COM              336433107     2067    12854 SH       DEFINED 05 06 08        12854        0        0
FIRSTENERGY CORP               COM              337932107     3472    93656 SH       DEFINED 05 06 08        93656        0        0
FISERV INC                     COM              337738108     2167    34557 SH       DEFINED 05 06 08        34557        0        0
FLIR SYS INC                   COM              302445101      845    24421 SH       DEFINED 05 06 08        24421        0        0
FLOWSERVE CORP                 COM              34354P105     1625    12619 SH       DEFINED 05 06 08        12619        0        0
FLUOR CORP NEW                 COM              343412102     3133    42521 SH       DEFINED 05 06 08        42521        0        0
FMC TECHNOLOGIES INC           COM              30249U101     2751    29111 SH       DEFINED 05 06 08        29111        0        0
FORD MTR CO DEL                COM PAR $0.01    345370860     8476   568873 SH       DEFINED 05 06 08       568873        0        0
FORD MTR CO DEL                NOTE 4.250%11/1  345370CN8     5463  3000000 SH       DEFINED 05 06 08      3000000        0        0
FOREST LABS INC                COM              345838106     2150    66597 SH       DEFINED 05 06 08        66597        0        0
FORTUNE BRANDS INC             COM              349631101     1976    31935 SH       DEFINED 05 06 08        31935        0        0
FRANKLIN RES INC               COM              354613101     4136    33090 SH       DEFINED 05 06 08        33090        0        0
FREEPORT-MCMORAN COPPER & GO   COM              35671D857    10594   190715 SH       DEFINED 05 06 08       190715        0        0
FRONTIER COMMUNICATIONS CORP   COM              35906A108      731    89179 SH       DEFINED 05 06 08        89179        0        0
GAMESTOP CORP NEW              CL A             36467W109      861    38238 SH       DEFINED 05 06 08        38238        0        0
GAP INC DEL                    COM              364760108     2412   106481 SH       DEFINED 05 06 08       106481        0        0
GARTNER INC                    COM              366651107    20807   499804 SH       DEFINED 05 06 08       499804        0        0
GENERAL DYNAMICS CORP          COM              369550108     5664    74002 SH       DEFINED 05 06 08        74002        0        0
GENERAL ELECTRIC CO            COM              369604103    25759  1286016 SH       DEFINED 05 06 08      1286016        0        0
GENERAL GROWTH PPTYS INC NEW   COM              370023103     1266    81796 SH       DEFINED 05 06 08        81796        0        0
GENERAL MLS INC                COM              370334104     4966   135876 SH       DEFINED 05 06 08       135876        0        0
GENERAL MTRS CO                COM              37045V100     7984   257201 SH       DEFINED 05 06 08       257201        0        0
GENTEX CORP                    COM              371901109    12247   404995 SH       DEFINED 05 06 08       404995        0        0
GENUINE PARTS CO               COM              372460105     1858    34649 SH       DEFINED 05 06 08        34649        0        0
GENWORTH FINL INC              COM CL A         37247D106     1441   107244 SH       DEFINED 05 06 08       107244        0        0
GENZYME CORP                   COM              372917104     4423    58086 SH       DEFINED 05 06 08        58086        0        0
GILEAD SCIENCES INC            COM              375558103     6377   150213 SH       DEFINED 05 06 08       150213        0        0
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105      214     5583 SH       DEFINED 05               4613      970        0
GOLDMAN SACHS GROUP INC        COM              38141G104    20334   128209 SH       DEFINED 05 06 08       128209        0        0
GOODRICH CORP                  COM              382388106     2266    26501 SH       DEFINED 05 06 08        26501        0        0
GOODYEAR TIRE & RUBR CO        COM              382550101     4716   314819 SH       DEFINED 05 06 08       314819        0        0
GOOGLE INC                     CL A             38259P508   230340   392924 SH       DEFINED 05 06 08       392924        0        0
GRAINGER W W INC               COM              384802104     2026    14725 SH       DEFINED 05 06 08        14725        0        0
HALLIBURTON CO                 COM              406216101    10094   202487 SH       DEFINED 05 06 08       202487        0        0
HANCOCK HLDG CO                COM              410120109     1642    50000 SH       DEFINED 05 06 08        50000        0        0
HANSEN NAT CORP                COM              411310105      721    11971 SH       DEFINED 05 06 08        11971        0        0
HARLEY DAVIDSON INC            COM              412822108     2154    50717 SH       DEFINED 05 06 08        50717        0        0
HARRIS CORP DEL                COM              413875105     1424    28711 SH       DEFINED 05 06 08        28711        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104     2600    96570 SH       DEFINED 05 06 08        96570        0        0
HASBRO INC                     COM              418056107     1495    31923 SH       DEFINED 05 06 08        31923        0        0
HATTERAS FINL CORP             COM              41902R103     1125    40000 SH       DEFINED 05 06 08        40000        0        0
HCP INC                        COM              40414L109     4667   123042 SH       DEFINED 05 06 08       123042        0        0
HEALTH CARE REIT INC           COM              42217K106    16035   306002 SH       DEFINED 05 06 08       306002        0        0
HEALTHCARE RLTY TR             COM              421946104     8720   384306 SH       DEFINED 05 06 08       384306        0        0
HEINZ H J CO                   COM              423074103    18124   371232 SH       DEFINED 05 06 08       371232        0        0
HELMERICH & PAYNE INC          COM              423452101     1354    19704 SH       DEFINED 05 06 08        19704        0        0
HERSHEY CO                     COM              427866108     1954    35937 SH       DEFINED 05 06 08        35937        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105     5860   375000 SH       DEFINED 05 06 08       375000        0        0
HESS CORP                      COM              42809H107    20172   236839 SH       DEFINED 05 06 08       236839        0        0
HEWLETT PACKARD CO             COM              428236103    77840  1899915 SH       DEFINED 05 06 08      1899915        0        0
HMS HLDGS CORP                 COM              40425J101     9430   115213 SH       DEFINED 05 06 08       115213        0        0
HOLOGIC INC                    COM              436440101     1010    45530 SH       DEFINED 05 06 08        45530        0        0
HOME DEPOT INC                 COM              437076102    13770   371555 SH       DEFINED 05 06 08       371555        0        0
HOME PROPERTIES INC            COM              437306103    12966   220100 SH       DEFINED 05 06 08       220100        0        0
HONEYWELL INTL INC             COM              438516106     9994   167371 SH       DEFINED 05 06 08       167371        0        0
HORMEL FOODS CORP              COM              440452100      702    25208 SH       DEFINED 05 06 08        25208        0        0
HOSPIRA INC                    COM              441060100     2116    38337 SH       DEFINED 05 06 08        38337        0        0
HOST HOTELS & RESORTS INC      COM              44107P104     2534   143869 SH       DEFINED 05 06 08       143869        0        0
HSBC HLDGS PLC                 SPON ADR NEW     404280406     4536    87571 SH       DEFINED 05              76910     9882      779
HUDSON CITY BANCORP            COM              443683107     1104   114204 SH       DEFINED 05 06 08       114204        0        0
HUMAN GENOME SCIENCES INC      COM              444903108      716    26091 SH       DEFINED 05 06 08        26091        0        0
HUMANA INC                     COM              444859102     2581    36922 SH       DEFINED 05 06 08        36922        0        0
HUNT J B TRANS SVCS INC        COM              445658107     9189   202360 SH       DEFINED 05 06 08       202360        0        0
HUNTINGTON BANCSHARES INC      COM              446150104     1764   265636 SH       DEFINED 05 06 08       265636        0        0
IHS INC                        CL A             451734107      621     7005 SH       DEFINED 05 06 08         7005        0        0
ILLINOIS TOOL WKS INC          COM              452308109     5342    99444 SH       DEFINED 05 06 08        99444        0        0
ILLUMINA INC                   COM              452327109     1833    26160 SH       DEFINED 05 06 08        26160        0        0
INGRAM MICRO INC               CL A             457153104    31983  1521546 SH       DEFINED 05 06 08      1521546        0        0
INLAND REAL ESTATE CORP        COM NEW          457461200     6673   700919 SH       DEFINED 05 06 08       700919        0        0
INTEGRYS ENERGY GROUP INC      COM              45822P105      652    12922 SH       DEFINED 05 06 08        12922        0        0
INTEL CORP                     COM              458140100    60408  2994950 SH       DEFINED 05 06 08      2994950        0        0
INTERCONTINENTALEXCHANGE INC   COM              45865V100     1995    16151 SH       DEFINED 05 06 08        16151        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   175844  1077214 SH       DEFINED 05 06 08      1077214        0        0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101      691    11082 SH       DEFINED 05 06 08        11082        0        0
INTERNATIONAL GAME TECHNOLOG   COM              459902102     1168    71935 SH       DEFINED 05 06 08        71935        0        0
INTERPUBLIC GROUP COS INC      COM              460690100     1101    87588 SH       DEFINED 05 06 08        87588        0        0
INTL PAPER CO                  COM              460146103     2708    89696 SH       DEFINED 05 06 08        89696        0        0
INTUIT                         COM              461202103    61930  1166941 SH       DEFINED 05 06 08      1166941        0        0
INTUITIVE SURGICAL INC         COM NEW          46120E602    14586    43735 SH       DEFINED 05 06 08        43735        0        0
INVESCO MORTGAGE CAPITAL INC   COM              46131B100     4370   200000 SH       DEFINED 05 06 08       200000        0        0
IPC THE HOSPITALIST CO INC     COM              44984A105     5562   122757 SH       DEFINED 05 06 08       122757        0        0
IRON MTN INC                   COM              462846106     1476    47294 SH       DEFINED 05 06 08        47294        0        0
ISHARES TR                     S&P GBL ENER     464287341     9698   219811 SH       DEFINED 05 06 08       219811        0        0
ITT CORP NEW                   COM              450911102     2517    41923 SH       DEFINED 05 06 08        41923        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107     1390    27026 SH       DEFINED 05 06 08        27026        0        0
JAMES RIVER COAL CO            COM NEW          470355207     1208    50000 SH       DEFINED 05 06 08        50000        0        0
JEFFERIES GROUP INC NEW        COM              472319102      433    17370 SH       DEFINED 05 06 08        17370        0        0
JOHNSON & JOHNSON              COM              478160104    25626   432355 SH       DEFINED 05 06 08       432355        0        0
JOHNSON CTLS INC               COM              478366107    29283   704429 SH       DEFINED 05 06 08       704429        0        0
JOY GLOBAL INC                 COM              481165108     2371    24010 SH       DEFINED 05 06 08        24010        0        0
JPMORGAN CHASE & CO            COM              46625H100    44405   962806 SH       DEFINED 05 06 08       962806        0        0
JUNIPER NETWORKS INC           COM              48203R104    29248   694894 SH       DEFINED 05 06 08       694894        0        0
KANSAS CITY SOUTHERN           COM NEW          485170302    15096   277503 SH       DEFINED 05 06 08       277503        0        0
KBR INC                        COM              48242W106      896    23732 SH       DEFINED 05 06 08        23732        0        0
KELLOGG CO                     COM              487836108    13464   249330 SH       DEFINED 05 06 08       249330        0        0
KEYCORP NEW                    COM              493267108     3476   391475 SH       DEFINED 05 06 08       391475        0        0
KIMBERLY CLARK CORP            COM              494368103     6048    92698 SH       DEFINED 05 06 08        92698        0        0
KIMCO RLTY CORP                COM              49446R109    20723  1130572 SH       DEFINED 05 06 08      1130572        0        0
KINDER MORGAN INC DEL          COM              49456B101      617    20876 SH       DEFINED 05 06 08        20876        0        0
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100      751    11446 SH       DEFINED 05 06 08        11446        0        0
KKR & CO L P DEL               COM UNITS        48248M102    11992   729412 SH       DEFINED 05 06 08       729412        0        0
KLA-TENCOR CORP                COM              482480100     1790    37803 SH       DEFINED 05 06 08        37803        0        0
KOHLS CORP                     COM              500255104     3719    70151 SH       DEFINED 05 06 08        70151        0        0
KRAFT FOODS INC                CL A             50075N104    17397   554748 SH       DEFINED 05 06 08       554748        0        0
KROGER CO                      COM              501044101     3250   135583 SH       DEFINED 05 06 08       135583        0        0
KUBOTA CORP                    ADR              501173207     4237    89948 SH       DEFINED 05              78129    11052      767
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     2128    27169 SH       DEFINED 05 06 08        27169        0        0
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    21810   236855 SH       DEFINED 05 06 08       236855        0        0
LAM RESEARCH CORP              COM              512807108    13463   237611 SH       DEFINED 05 06 08       237611        0        0
LAS VEGAS SANDS CORP           COM              517834107     2952    70012 SH       DEFINED 05 06 08        70012        0        0
LASALLE HOTEL PPTYS            COM SH BEN INT   517942108     8820   326900 SH       DEFINED 05 06 08       326900        0        0
LAUDER ESTEE COS INC           CL A             518439104     2269    23545 SH       DEFINED 05 06 08        23545        0        0
LEGG MASON INC                 COM              524901105     1217    33730 SH       DEFINED 05 06 08        33730        0        0
LEGGETT & PLATT INC            COM              524660107      581    23715 SH       DEFINED 05 06 08        23715        0        0
LENDER PROCESSING SVCS INC     COM              52602E102      672    20849 SH       DEFINED 05 06 08        20849        0        0
LEUCADIA NATL CORP             COM              527288104     1491    39716 SH       DEFINED 05 06 08        39716        0        0
LIBERTY GLOBAL INC             COM SER A        530555101      750    18096 SH       DEFINED 05 06 08        18096        0        0
LIBERTY GLOBAL INC             COM SER C        530555309     6389   159761 SH       DEFINED 05 06 08       159761        0        0
LIBERTY MEDIA CORP NEW         INT COM SER A    53071M104     2193   136802 SH       DEFINED 05 06 08       136802        0        0
LIBERTY MEDIA CORP NEW         LIB STAR COM A   53071M708      287     3694 SH       DEFINED 05 06 08         3694        0        0
LIBERTY PPTY TR                SH BEN INT       531172104    13669   415725 SH       DEFINED 05 06 08       415725        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109     8673   165443 SH       DEFINED 05 06 08       165443        0        0
LILLY ELI & CO                 COM              532457108     3716   105688 SH       DEFINED 05 06 08       105688        0        0
LIMITED BRANDS INC             COM              532716107     1959    59534 SH       DEFINED 05 06 08        59534        0        0
LINCOLN NATL CORP IND          COM              534187109     2193    72962 SH       DEFINED 05 06 08        72962        0        0
LINEAR TECHNOLOGY CORP         COM              535678106     1771    52675 SH       DEFINED 05 06 08        52675        0        0
LKQ CORP                       COM              501889208     8980   372773 SH       DEFINED 05 06 08       372773        0        0
LOCKHEED MARTIN CORP           COM              539830109     5407    67270 SH       DEFINED 05 06 08        67270        0        0
LOEWS CORP                     COM              540424108     3393    78749 SH       DEFINED 05 06 08        78749        0        0
LORILLARD INC                  COM              544147101     2983    31393 SH       DEFINED 05 06 08        31393        0        0
LOWES COS INC                  COM              548661107    20194   764056 SH       DEFINED 05 06 08       764056        0        0
LSI CORPORATION                COM              502161102      673    99087 SH       DEFINED 05 06 08        99087        0        0
LTC PPTYS INC                  COM              502175102     1133    40000 SH       DEFINED 05 06 08        40000        0        0
LUBRIZOL CORP                  COM              549271104     1797    13416 SH       DEFINED 05 06 08        13416        0        0
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202     2962    90352 SH       DEFINED 05              79871     9654      827
M & T BK CORP                  COM              55261F104     1620    18310 SH       DEFINED 05 06 08        18310        0        0
MACERICH CO                    COM              554382101    13954   281838 SH       DEFINED 05 06 08       281838        0        0
MACK CALI RLTY CORP            COM              554489104     8840   261000 SH       DEFINED 05 06 08       261000        0        0
MACYS INC                      COM              55616P104     2181    89942 SH       DEFINED 05 06 08        89942        0        0
MAKITA CORP                    ADR NEW          560877300     5916   126198 SH       DEFINED 05             109504    15617     1077
MANPOWER INC                   COM              56418H100      913    14536 SH       DEFINED 05 06 08        14536        0        0
MARATHON OIL CORP              COM              565849106     8086   151626 SH       DEFINED 05 06 08       151626        0        0
MARRIOTT INTL INC NEW          CL A             571903202     2417    67957 SH       DEFINED 05 06 08        67957        0        0
MARSH & MCLENNAN COS INC       COM              571748102     5155   172872 SH       DEFINED 05 06 08       172872        0        0
MARSHALL & ILSLEY CORP NEW     COM              571837103      546    68389 SH       DEFINED 05 06 08        68389        0        0
MARTIN MARIETTA MATLS INC      COM              573284106      666     7429 SH       DEFINED 05 06 08         7429        0        0
MASCO CORP                     COM              574599106     1001    71935 SH       DEFINED 05 06 08        71935        0        0
MASSEY ENERGY COMPANY          COM              576206106     2367    34625 SH       DEFINED 05 06 08        34625        0        0
MASTERCARD INC                 CL A             57636Q104     6005    23853 SH       DEFINED 05 06 08        23853        0        0
MATTEL INC                     COM              577081102     2081    83516 SH       DEFINED 05 06 08        83516        0        0
MAXIM INTEGRATED PRODS INC     COM              57772K101     1817    70954 SH       DEFINED 05 06 08        70954        0        0
MCCORMICK & CO INC             COM NON VTG      579780206     1027    21455 SH       DEFINED 05 06 08        21455        0        0
MCDERMOTT INTL INC             COM              580037109      460    18131 SH       DEFINED 05 06 08        18131        0        0
MCDONALDS CORP                 COM              580135101    17539   230468 SH       DEFINED 05 06 08       230468        0        0
MCGRAW HILL COS INC            COM              580645109    12805   325172 SH       DEFINED 05 06 08       325172        0        0
MCKESSON CORP                  COM              58155Q103     4597    58151 SH       DEFINED 05 06 08        58151        0        0
MDU RES GROUP INC              COM              552690109      841    36668 SH       DEFINED 05 06 08        36668        0        0
MEAD JOHNSON NUTRITION CO      COM              582839106    13907   240191 SH       DEFINED 05 06 08       240191        0        0
MEADWESTVACO CORP              COM              583334107      936    30856 SH       DEFINED 05 06 08        30856        0        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102     5315    94646 SH       DEFINED 05 06 08        94646        0        0
MEDICAL PPTYS TRUST INC        COM              58463J304    13358  1154500 SH       DEFINED 05 06 08      1154500        0        0
MEDNAX INC                     COM              58502B106    18914   284170 SH       DEFINED 05 06 08       284170        0        0
MEDTRONIC INC                  COM              585055106     9273   235764 SH       DEFINED 05 06 08       235764        0        0
MEMC ELECTR MATLS INC          COM              552715104      578    44636 SH       DEFINED 05 06 08        44636        0        0
MERCADOLIBRE INC               COM              58733R102    33697   412957 SH       DEFINED 05 06 08       412957        0        0
MERCK & CO INC NEW             COM              58933Y105    12104   366673 SH       DEFINED 05 06 08       366673        0        0
METLIFE INC                    COM              59156R108     8509   190454 SH       DEFINED 05 06 08       190454        0        0
METLIFE INC                    UNIT 99/99/9999  59156R116     5080    59950 SH       DEFINED 05 06 08        59950        0        0
METROPCS COMMUNICATIONS INC    COM              591708102      941    57967 SH       DEFINED 05 06 08        57967        0        0
MGM RESORTS INTERNATIONAL      COM              552953101      639    48583 SH       DEFINED 05 06 08        48583        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104     1342    35296 SH       DEFINED 05 06 08        35296        0        0
MICRON TECHNOLOGY INC          COM              595112103     2597   226644 SH       DEFINED 05 06 08       226644        0        0
MICROS SYS INC                 COM              594901100    47723   965472 SH       DEFINED 05 06 08       965472        0        0
MICROSOFT CORP                 COM              594918104   228810  9022476 SH       DEFINED 05 06 08      9022476        0        0
MID-AMER APT CMNTYS INC        COM              59522J103     9183   143103 SH       DEFINED 05 06 08       143103        0        0
MOHAWK INDS INC                COM              608190104      665    10881 SH       DEFINED 05 06 08        10881        0        0
MOLEX INC                      CL A             608554200     3088   149272 SH       DEFINED 05 06 08       149272        0        0
MOLSON COORS BREWING CO        CL B             60871R209     1854    39516 SH       DEFINED 05 06 08        39516        0        0
MONSANTO CO NEW                COM              61166W101     8850   122529 SH       DEFINED 05 06 08       122529        0        0
MOODYS CORP                    COM              615369105     1674    49325 SH       DEFINED 05 06 08        49325        0        0
MORGAN STANLEY                 COM NEW          617446448     8304   303938 SH       DEFINED 05 06 08       303938        0        0
MOSAIC CO                      COM              61945A107     2803    35639 SH       DEFINED 05 06 08        35639        0        0
MOTOROLA MOBILITY HLDGS INC    COM              620097105     1462    59917 SH       DEFINED 05 06 08        59917        0        0
MOTOROLA SOLUTIONS INC         COM NEW          620076307     3154    70572 SH       DEFINED 05 06 08        70572        0        0
MURPHY OIL CORP                COM              626717102     3183    43365 SH       DEFINED 05 06 08        43365        0        0
MYLAN INC                      COM              628530107     1686    74423 SH       DEFINED 05 06 08        74423        0        0
NALCO HOLDING COMPANY          COM              62985Q101    13621   498942 SH       DEFINED 05 06 08       498942        0        0
NASDAQ OMX GROUP INC           COM              631103108      463    17911 SH       DEFINED 05 06 08        17911        0        0
NATIONAL OILWELL VARCO INC     COM              637071101    22030   277911 SH       DEFINED 05 06 08       277911        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103      745    52052 SH       DEFINED 05 06 08        52052        0        0
NETAPP INC                     COM              64110D104    73449  1524471 SH       DEFINED 05 06 08      1524471        0        0
NETFLIX INC                    COM              64110L106    42657   179737 SH       DEFINED 05 06 08       179737        0        0
NEW YORK CMNTY BANCORP INC     COM              649445103    16583   961881 SH       DEFINED 05 06 08       961881        0        0
NEWELL RUBBERMAID INC          COM              651229106     1014    53045 SH       DEFINED 05 06 08        53045        0        0
NEWFIELD EXPL CO               COM              651290108     2286    30067 SH       DEFINED 05 06 08        30067        0        0
NEWMONT MINING CORP            COM              651639106     6204   113666 SH       DEFINED 05 06 08       113666        0        0
NEWS CORP                      CL A             65248E104     7200   410035 SH       DEFINED 05 06 08       410035        0        0
NEWS CORP                      CL B             65248E203     2044   109793 SH       DEFINED 05 06 08       109793        0        0
NEXTERA ENERGY INC             COM              65339F101     4779    86708 SH       DEFINED 05 06 08        86708        0        0
NII HLDGS INC                  CL B NEW         62913F201     1840    44153 SH       DEFINED 05 06 08        44153        0        0
NIKE INC                       CL B             654106103     6143    81160 SH       DEFINED 05 06 08        81160        0        0
NISOURCE INC                   COM              65473P105      741    38695 SH       DEFINED 05 06 08        38695        0        0
NOBLE ENERGY INC               COM              655044105     3746    38753 SH       DEFINED 05 06 08        38753        0        0
NORDSTROM INC                  COM              655664100     1791    39925 SH       DEFINED 05 06 08        39925        0        0
NORFOLK SOUTHERN CORP          COM              655844108     5836    84301 SH       DEFINED 05 06 08        84301        0        0
NORTHEAST UTILS                COM              664397106     1364    39410 SH       DEFINED 05 06 08        39410        0        0
NORTHERN TR CORP               COM              665859104     2515    49577 SH       DEFINED 05 06 08        49577        0        0
NORTHROP GRUMMAN CORP          COM              666807102     3647    58190 SH       DEFINED 05 06 08        58190        0        0
NRG ENERGY INC                 COM NEW          629377508     1239    57511 SH       DEFINED 05 06 08        57511        0        0
NSTAR                          COM              67019E107     1117    24164 SH       DEFINED 05 06 08        24164        0        0
NUANCE COMMUNICATIONS INC      COM              67020Y100    19034   973619 SH       DEFINED 05 06 08       973619        0        0
NUCOR CORP                     COM              670346105     3064    66527 SH       DEFINED 05 06 08        66527        0        0
NVIDIA CORP                    COM              67066G104     2278   123481 SH       DEFINED 05 06 08       123481        0        0
NXSTAGE MEDICAL INC            COM              67072V103     6894   313952 SH       DEFINED 05 06 08       313952        0        0
NYSE EURONEXT                  COM              629491101     7623   216894 SH       DEFINED 05 06 08       216894        0        0
O REILLY AUTOMOTIVE INC NEW    COM              67103H107     1634    28440 SH       DEFINED 05 06 08        28440        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105    18561   177639 SH       DEFINED 05 06 08       177639        0        0
OCEAN PWR TECHNOLOGIES INC     COM NEW          674870308     1452   263982 SH       DEFINED 05 06 08       263982        0        0
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106     2679    16300 SH       DEFINED 05 06 08        16300        0        0
OLD REP INTL CORP              COM              680223104      381    30040 SH       DEFINED 05 06 08        30040        0        0
OMEGA HEALTHCARE INVS INC      COM              681936100    14275   639578 SH       DEFINED 05 06 08       639578        0        0
OMNICARE INC                   COM              681904108      454    15159 SH       DEFINED 05 06 08        15159        0        0
OMNICOM GROUP INC              COM              681919106     3452    70403 SH       DEFINED 05 06 08        70403        0        0
ONEOK INC NEW                  COM              682680103      998    14925 SH       DEFINED 05 06 08        14925        0        0
OPENTABLE INC                  COM              68372A104    33918   318899 SH       DEFINED 05 06 08       318899        0        0
ORACLE CORP                    COM              68389X105   220307  6601954 SH       DEFINED 05 06 08      6601954        0        0
OWENS ILL INC                  COM NEW          690768403      801    26530 SH       DEFINED 05 06 08        26530        0        0
PACCAR INC                     COM              693718108     3995    76307 SH       DEFINED 05 06 08        76307        0        0
PALL CORP                      COM              696429307     1293    22449 SH       DEFINED 05 06 08        22449        0        0
PARKER HANNIFIN CORP           COM              701094104     3211    33901 SH       DEFINED 05 06 08        33901        0        0
PATTERSON COMPANIES INC        COM              703395103      630    19569 SH       DEFINED 05 06 08        19569        0        0
PAYCHEX INC                    COM              704326107    10707   341322 SH       DEFINED 05 06 08       341322        0        0
PEABODY ENERGY CORP            COM              704549104     4306    59837 SH       DEFINED 05 06 08        59837        0        0
PENNEY J C INC                 COM              708160106     1717    47773 SH       DEFINED 05 06 08        47773        0        0
PENTAIR INC                    COM              709631105     9248   244587 SH       DEFINED 05 06 08       244587        0        0
PEOPLES UNITED FINANCIAL INC   COM              712704105     1047    83262 SH       DEFINED 05 06 08        83262        0        0
PEPCO HOLDINGS INC             COM              713291102      664    35582 SH       DEFINED 05 06 08        35582        0        0
PEPSICO INC                    COM              713448108    22289   346050 SH       DEFINED 05 06 08       346050        0        0
PERRIGO CO                     COM              714290103     1480    18628 SH       DEFINED 05 06 08        18628        0        0
PETROHAWK ENERGY CORP          COM              716495106     1541    62872 SH       DEFINED 05 06 08        62872        0        0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408     4832   119520 SH       DEFINED 05             107041    11344     1135
PETSMART INC                   COM              716768106      717    17520 SH       DEFINED 05 06 08        17520        0        0
PFIZER INC                     COM              717081103    29155  1435522 SH       DEFINED 05 06 08      1435522        0        0
PG&E CORP                      COM              69331C108     3802    86122 SH       DEFINED 05 06 08        86122        0        0
PHARMACEUTICAL PROD DEV INC    COM              717124101      420    15148 SH       DEFINED 05 06 08        15148        0        0
PHILIP MORRIS INTL INC         COM              718172109     5508    83958 SH       DEFINED 05 06 08        83958        0        0
PINNACLE WEST CAP CORP         COM              723484101      853    19933 SH       DEFINED 05 06 08        19933        0        0
PIONEER NAT RES CO             COM              723787107     2583    25340 SH       DEFINED 05 06 08        25340        0        0
PITNEY BOWES INC               COM              724479100    11344   441764 SH       DEFINED 05 06 08       441764        0        0
PLAINS EXPL& PRODTN CO         COM              726505100      877    24223 SH       DEFINED 05 06 08        24223        0        0
PLUM CREEK TIMBER CO INC       COM              729251108     1659    38044 SH       DEFINED 05 06 08        38044        0        0
PNC FINL SVCS GROUP INC        COM              693475105    14723   233854 SH       DEFINED 05 06 08       233854        0        0
POLO RALPH LAUREN CORP         CL A             731572103     1740    14079 SH       DEFINED 05 06 08        14079        0        0
POLYCOM INC                    COM              73172K104    46578   898486 SH       DEFINED 05 06 08       898486        0        0
POLYPORE INTL INC              COM              73179V103    19894   345629 SH       DEFINED 05 06 08       345629        0        0
PPG INDS INC                   COM              693506107     3428    35998 SH       DEFINED 05 06 08        35998        0        0
PPL CORP                       COM              69351T106     2731   108024 SH       DEFINED 05 06 08       108024        0        0
PRAXAIR INC                    COM              74005P104    21784   214345 SH       DEFINED 05 06 08       214345        0        0
PRECISION CASTPARTS CORP       COM              740189105     4594    31214 SH       DEFINED 05 06 08        31214        0        0
PRICE T ROWE GROUP INC         COM              74144T108     5025    75730 SH       DEFINED 05 06 08        75730        0        0
PRICELINE COM INC              COM NEW          741503403   115693   228443 SH       DEFINED 05 06 08       228443        0        0
PRIDE INTL INC DEL             COM              74153Q102     1823    42439 SH       DEFINED 05 06 08        42439        0        0
PRINCIPAL FINL GROUP INC       COM              74251V102     2465    76850 SH       DEFINED 05 06 08        76850        0        0
PROCTER & GAMBLE CO            COM              742718109    37604   610256 SH       DEFINED 05 06 08       610256        0        0
PROGRESS ENERGY INC            COM              743263105    14795   320787 SH       DEFINED 05 06 08       320787        0        0
PROGRESSIVE CORP OHIO          COM              743315103     3074   145397 SH       DEFINED 05 06 08       145397        0        0
PROLOGIS                       SH BEN INT       743410102     2109   132135 SH       DEFINED 05 06 08       132135        0        0
PRUDENTIAL FINL INC            COM              744320102    20672   335865 SH       DEFINED 05 06 08       335865        0        0
PUBLIC STORAGE                 COM              74460D109     3304    29783 SH       DEFINED 05 06 08        29783        0        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     3542   112323 SH       DEFINED 05 06 08       112323        0        0
PULTE GROUP INC                COM              745867101      368    49764 SH       DEFINED 05 06 08        49764        0        0
QEP RES INC                    COM              74733V100     1432    35325 SH       DEFINED 05 06 08        35325        0        0
QUALCOMM INC                   COM              747525103   141190  2575044 SH       DEFINED 05 06 08      2575044        0        0
QUANTA SVCS INC                COM              74762E102    23489  1047667 SH       DEFINED 05 06 08      1047667        0        0
QUEST DIAGNOSTICS INC          COM              74834L100     2267    39274 SH       DEFINED 05 06 08        39274        0        0
QUESTAR CORP                   COM              748356102      200    11481 SH       DEFINED 05 06 08        11481        0        0
QWEST COMMUNICATIONS INTL IN   COM              749121109     7774  1137041 SH       DEFINED 05 06 08      1137041        0        0
RALCORP HLDGS INC NEW          COM              751028101      552     8075 SH       DEFINED 05 06 08         8075        0        0
RANGE RES CORP                 COM              75281A109     8829   151107 SH       DEFINED 05 06 08       151107        0        0
RAYONIER INC                   COM              754907103      795    12765 SH       DEFINED 05 06 08        12765        0        0
RAYTHEON CO                    COM NEW          755111507     4215    82876 SH       DEFINED 05 06 08        82876        0        0
RED HAT INC                    COM              756577102     1920    42283 SH       DEFINED 05 06 08        42283        0        0
REGAL BELOIT CORP              COM              758750103    13688   185454 SH       DEFINED 05 06 08       185454        0        0
REGENCY CTRS CORP              COM              758849103      553    12730 SH       DEFINED 05 06 08        12730        0        0
REGIONS FINANCIAL CORP NEW     COM              7591EP100     2013   277596 SH       DEFINED 05 06 08       277596        0        0
REPUBLIC SVCS INC              COM              760759100     2392    79663 SH       DEFINED 05 06 08        79663        0        0
REYNOLDS AMERICAN INC          COM              761713106    16585   466908 SH       DEFINED 05 06 08       466908        0        0
RIO TINTO PLC                  SPONSORED ADR    767204100     5889    82807 SH       DEFINED 05              73342     8707      758
ROBERT HALF INTL INC           COM              770323103      812    26513 SH       DEFINED 05 06 08        26513        0        0
ROCKWELL AUTOMATION INC        COM              773903109     2968    31355 SH       DEFINED 05 06 08        31355        0        0
ROCKWELL COLLINS INC           COM              774341101     2390    36885 SH       DEFINED 05 06 08        36885        0        0
ROPER INDS INC NEW             COM              776696106    23793   275260 SH       DEFINED 05 06 08       275260        0        0
ROSS STORES INC                COM              778296103     1914    26912 SH       DEFINED 05 06 08        26912        0        0
ROVI CORP                      COM              779376102     4196    78204 SH       DEFINED 05 06 08        78204        0        0
ROWAN COS INC                  COM              779382100     1035    23441 SH       DEFINED 05 06 08        23441        0        0
ROYAL DUTCH SHELL PLC          SPON ADR B       780259107      251     3427 SH       DEFINED 05               2820      607        0
SAFEWAY INC                    COM NEW          786514208     1923    81737 SH       DEFINED 05 06 08        81737        0        0
SAIC INC                       COM              78390X101     1167    68903 SH       DEFINED 05 06 08        68903        0        0
SAKS INC                       COM              79377W108     2830   250300 SH       DEFINED 05 06 08       250300        0        0
SALESFORCE COM INC             COM              79466L302     3566    26684 SH       DEFINED 05 06 08        26684        0        0
SANDISK CORP                   COM              80004C101     1812    39299 SH       DEFINED 05 06 08        39299        0        0
SANDISK CORP                   NOTE 1.500% 8/1  80004CAD3     6777  5970000 SH       DEFINED 05 06 08      5970000        0        0
SARA LEE CORP                  COM              803111103     8286   469047 SH       DEFINED 05 06 08       469047        0        0
SBA COMMUNICATIONS CORP        COM              78388J106      577    14557 SH       DEFINED 05 06 08        14557        0        0
SCANA CORP NEW                 COM              80589M102     1142    29019 SH       DEFINED 05 06 08        29019        0        0
SCHEIN HENRY INC               COM              806407102     1119    15950 SH       DEFINED 05 06 08        15950        0        0
SCHWAB CHARLES CORP NEW        COM              808513105     5083   281905 SH       DEFINED 05 06 08       281905        0        0
SCRIPPS NETWORKS INTERACT IN   CL A COM         811065101      630    12585 SH       DEFINED 05 06 08        12585        0        0
SEALED AIR CORP NEW            COM              81211K100      812    30459 SH       DEFINED 05 06 08        30459        0        0
SEARS HLDGS CORP               COM              812350106     1013    12273 SH       DEFINED 05 06 08        12273        0        0
SEI INVESTMENTS CO             COM              784117103      666    27884 SH       DEFINED 05 06 08        27884        0        0
SEMPRA ENERGY                  COM              816851109     2733    51094 SH       DEFINED 05 06 08        51094        0        0
SHERWIN WILLIAMS CO            COM              824348106     1969    23456 SH       DEFINED 05 06 08        23456        0        0
SHIRE PLC                      SPONSORED ADR    82481R106     4021    46197 SH       DEFINED 05              40869     4905      423
SIGMA ALDRICH CORP             COM              826552101     1757    27612 SH       DEFINED 05 06 08        27612        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    30795   287482 SH       DEFINED 05 06 08       287482        0        0
SIRIUS XM RADIO INC            COM              82967N108      154    93500 SH       DEFINED 05 06 08        93500        0        0
SIRONA DENTAL SYSTEMS INC      COM              82966C103    10032   200007 SH       DEFINED 05 06 08       200007        0        0
SKYWORKS SOLUTIONS INC         COM              83088M102    43322  1336691 SH       DEFINED 05 06 08      1336691        0        0
SLM CORP                       COM              78442P106     5163   337568 SH       DEFINED 05 06 08       337568        0        0
SMUCKER J M CO                 COM NEW          832696405     1875    26255 SH       DEFINED 05 06 08        26255        0        0
SOUTHERN CO                    COM              842587107     5844   153416 SH       DEFINED 05 06 08       153416        0        0
SOUTHWEST AIRLS CO             COM              844741108      703    55622 SH       DEFINED 05 06 08        55622        0        0
SOUTHWESTERN ENERGY CO         COM              845467109     3300    76811 SH       DEFINED 05 06 08        76811        0        0
SPDR SERIES TRUST              S&P HOMEBUILD    78464A888      830    45829 SH       DEFINED 05 06 08        45829        0        0
SPECTRA ENERGY CORP            COM              847560109     4040   148632 SH       DEFINED 05 06 08       148632        0        0
SPRINT NEXTEL CORP             COM SER 1        852061100     3061   658292 SH       DEFINED 05 06 08       658292        0        0
SPROTT PHYSICAL GOLD TRUST     UNIT             85207H104     9739   770478 SH       DEFINED 05 06 08       770478        0        0
SPX CORP                       COM              784635104      715     9010 SH       DEFINED 05 06 08         9010        0        0
SRA INTL INC                   CL A             78464R105     2427    85600 SH       DEFINED 05 06 08        85600        0        0
ST JUDE MED INC                COM              790849103     3564    69585 SH       DEFINED 05 06 08        69585        0        0
STANLEY BLACK & DECKER INC     COM              854502101     2705    35333 SH       DEFINED 05 06 08        35333        0        0
STAPLES INC                    COM              855030102     3221   165942 SH       DEFINED 05 06 08       165942        0        0
STARBUCKS CORP                 COM              855244109     6072   164294 SH       DEFINED 05 06 08       164294        0        0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401     8513   146453 SH       DEFINED 05 06 08       146453        0        0
STATE STR CORP                 COM              857477103     5100   113445 SH       DEFINED 05 06 08       113445        0        0
STERICYCLE INC                 COM              858912108    14786   166769 SH       DEFINED 05 06 08       166769        0        0
STRYKER CORP                   COM              863667101     4066    66902 SH       DEFINED 05 06 08        66902        0        0
SUMITOMO MITSUI FINL GROUP I   SPONSORED ADR    86562M209       81    12991 SH       DEFINED 05              10691     2300        0
SUNOCO INC                     COM              86764P109     1217    26685 SH       DEFINED 05 06 08        26685        0        0
SUNPOWER CORP                  COM CL B         867652307     3788   227210 SH       DEFINED 05 06 08       227210        0        0
SUNSTONE HOTEL INVS INC NEW    COM              867892101     7187   706000 SH       DEFINED 05 06 08       706000        0        0
SUNTRUST BKS INC               COM              867914103     4824   167186 SH       DEFINED 05 06 08       167186        0        0
SYMANTEC CORP                  COM              871503108     3213   173289 SH       DEFINED 05 06 08       173289        0        0
SYNOPSYS INC                   COM              871607107      750    27139 SH       DEFINED 05 06 08        27139        0        0
SYSCO CORP                     COM              871829107     3649   131867 SH       DEFINED 05 06 08       131867        0        0
TAL INTL GROUP INC             COM              874083108      266     7316 SH       DEFINED 05 06 08         7316        0        0
TARGET CORP                    COM              87612E106    15168   303424 SH       DEFINED 05 06 08       303424        0        0
TD AMERITRADE HLDG CORP        COM              87236Y108     3290   157704 SH       DEFINED 05 06 08       157704        0        0
TECH DATA CORP                 COM              878237106    31415   617674 SH       DEFINED 05 06 08       617674        0        0
TELEPHONE & DATA SYS INC       COM              879433100      355    10541 SH       DEFINED 05 06 08        10541        0        0
TELEPHONE & DATA SYS INC       SPL COM          879433860     7827   265149 SH       DEFINED 05 06 08       265149        0        0
TEMPUR PEDIC INTL INC          COM              88023U101    12685   250540 SH       DEFINED 05 06 08       250540        0        0
TENET HEALTHCARE CORP          COM              88033G100     5140   690000 SH       DEFINED 05 06 08       690000        0        0
TERADATA CORP DEL              COM              88076W103    32056   632522 SH       DEFINED 05 06 08       632522        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     3030    60399 SH       DEFINED 05              53305     6542      552
TEXAS INSTRS INC               COM              882508104    27328   790734 SH       DEFINED 05 06 08       790734        0        0
TEXTRON INC                    COM              883203101     1670    61035 SH       DEFINED 05 06 08        61035        0        0
THERMO FISHER SCIENTIFIC INC   COM              883556102    34796   626286 SH       DEFINED 05 06 08       626286        0        0
TIFFANY & CO NEW               COM              886547108     1743    28362 SH       DEFINED 05 06 08        28362        0        0
TIME WARNER CABLE INC          COM              88732J207     5429    76099 SH       DEFINED 05 06 08        76099        0        0
TIME WARNER INC                COM NEW          887317303     9048   253369 SH       DEFINED 05 06 08       253369        0        0
TJX COS INC NEW                COM              872540109     4378    88053 SH       DEFINED 05 06 08        88053        0        0
TOLL BROTHERS INC              COM              889478103      443    22444 SH       DEFINED 05 06 08        22444        0        0
TORCHMARK CORP                 COM              891027104      810    12200 SH       DEFINED 05 06 08        12200        0        0
TOTAL SYS SVCS INC             COM              891906109      667    37009 SH       DEFINED 05 06 08        37009        0        0
TRANSATLANTIC HLDGS INC        COM              893521104      499    10256 SH       DEFINED 05 06 08        10256        0        0
TRAVELERS COMPANIES INC        COM              89417E109     7668   128940 SH       DEFINED 05 06 08       128940        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    11951   236521 SH       DEFINED 05 06 08       236521        0        0
TRW AUTOMOTIVE HLDGS CORP      COM              87264S106     1101    20002 SH       DEFINED 05 06 08        20002        0        0
TYSON FOODS INC                CL A             902494103     1235    64400 SH       DEFINED 05 06 08        64400        0        0
UDR INC                        COM              902653104    15293   627773 SH       DEFINED 05 06 08       627773        0        0
ULTRA PETROLEUM CORP           COM              903914109     1923    39052 SH       DEFINED 05 06 08        39052        0        0
UNILEVER N V                   N Y SHS NEW      904784709     5030   160386 SH       DEFINED 05             139253    19799     1334
UNION PAC CORP                 COM              907818108    26579   270303 SH       DEFINED 05 06 08       270303        0        0
UNITED CONTL HLDGS INC         COM              910047109      404    17545 SH       DEFINED 05 06 08        17545        0        0
UNITED PARCEL SERVICE INC      CL B             911312106    41561   559449 SH       DEFINED 05 06 08       559449        0        0
UNITED STATES STL CORP NEW     COM              912909108     1859    34451 SH       DEFINED 05 06 08        34451        0        0
UNITED TECHNOLOGIES CORP       COM              913017109    16727   197648 SH       DEFINED 05 06 08       197648        0        0
UNITEDHEALTH GROUP INC         COM              91324P102    10763   238109 SH       DEFINED 05 06 08       238109        0        0
UNUM GROUP                     COM              91529Y106     2030    77285 SH       DEFINED 05 06 08        77285        0        0
URBAN OUTFITTERS INC           COM              917047102      559    18759 SH       DEFINED 05 06 08        18759        0        0
URS CORP NEW                   COM              903236107      788    17117 SH       DEFINED 05 06 08        17117        0        0
US BANCORP DEL                 COM NEW          902973304    11363   430092 SH       DEFINED 05 06 08       430092        0        0
V F CORP                       COM              918204108     2108    21408 SH       DEFINED 05 06 08        21408        0        0
VALERO ENERGY CORP NEW         COM              91913Y100     3677   123306 SH       DEFINED 05 06 08       123306        0        0
VARIAN MED SYS INC             COM              92220P105     1742    25756 SH       DEFINED 05 06 08        25756        0        0
VEECO INSTRS INC DEL           COM              922417100    12573   247345 SH       DEFINED 05 06 08       247345        0        0
VENTAS INC                     COM              92276F100     2147    39516 SH       DEFINED 05 06 08        39516        0        0
VERISIGN INC                   COM              92343E102     1680    46386 SH       DEFINED 05 06 08        46386        0        0
VERISK ANALYTICS INC           CL A             92345Y106      751    22980 SH       DEFINED 05 06 08        22980        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104    37414   970530 SH       DEFINED 05 06 08       970530        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100     2375    49566 SH       DEFINED 05 06 08        49566        0        0
VIACOM INC NEW                 CL B             92553P201     5709   122783 SH       DEFINED 05 06 08       122783        0        0
VIRGIN MEDIA INC               COM              92769L101     1918    69029 SH       DEFINED 05 06 08        69029        0        0
VISA INC                       COM CL A         92826C839     8112   110177 SH       DEFINED 05 06 08       110177        0        0
VMWARE INC                     CL A COM         928563402    23369   286702 SH       DEFINED 05 06 08       286702        0        0
VORNADO RLTY TR                SH BEN INT       929042109    26868   307209 SH       DEFINED 05 06 08       307209        0        0
VULCAN MATLS CO                COM              929160109     1200    26333 SH       DEFINED 05 06 08        26333        0        0
WAL MART STORES INC            COM              931142103    24011   461133 SH       DEFINED 05 06 08       461133        0        0
WALGREEN CO                    COM              931422109     8077   201178 SH       DEFINED 05 06 08       201178        0        0
WASHINGTON POST CO             CL B             939640108      528     1201 SH       DEFINED 05 06 08         1201        0        0
WASTE MGMT INC DEL             COM              94106L109     3898   104387 SH       DEFINED 05 06 08       104387        0        0
WATERS CORP                    COM              941848103     1817    20907 SH       DEFINED 05 06 08        20907        0        0
WATSON PHARMACEUTICALS INC     COM              942683103     1077    19236 SH       DEFINED 05 06 08        19236        0        0
WEBMD HEALTH CORP              COM              94770V102    38310   717682 SH       DEFINED 05 06 08       717682        0        0
WEINGARTEN RLTY INVS           SH BEN INT       948741103    10456   417576 SH       DEFINED 05 06 08       417576        0        0
WELLPOINT INC                  COM              94973V107     5707    81768 SH       DEFINED 05 06 08        81768        0        0
WELLS FARGO & CO NEW           COM              949746101    39173  1235747 SH       DEFINED 05 06 08      1235747        0        0
WESTERN DIGITAL CORP           COM              958102105     2003    53707 SH       DEFINED 05 06 08        53707        0        0
WESTERN UN CO                  COM              959802109     2795   134356 SH       DEFINED 05 06 08       134356        0        0
WEYERHAEUSER CO                COM              962166104      798    32445 SH       DEFINED 05 06 08        32445        0        0
WHIRLPOOL CORP                 COM              963320106     1551    18179 SH       DEFINED 05 06 08        18179        0        0
WHOLE FOODS MKT INC            COM              966837106     2474    37546 SH       DEFINED 05 06 08        37546        0        0
WILLIAMS COS INC DEL           COM              969457100     7359   236025 SH       DEFINED 05 06 08       236025        0        0
WILLIAMS SONOMA INC            COM              969904101     7288   180000 SH       DEFINED 05 06 08       180000        0        0
WINDSTREAM CORP                COM              97381W104     1343   104339 SH       DEFINED 05 06 08       104339        0        0
WISCONSIN ENERGY CORP          COM              976657106     1558    51108 SH       DEFINED 05 06 08        51108        0        0
WYNN RESORTS LTD               COM              983134107     8282    65093 SH       DEFINED 05 06 08        65093        0        0
XCEL ENERGY INC                COM              98389B100     2387    99994 SH       DEFINED 05 06 08        99994        0        0
XEROX CORP                     COM              984121103     3324   312382 SH       DEFINED 05 06 08       312382        0        0
XILINX INC                     COM              983919101    24225   738797 SH       DEFINED 05 06 08       738797        0        0
YAHOO INC                      COM              984332106     7741   464917 SH       DEFINED 05 06 08       464917        0        0
YUM BRANDS INC                 COM              988498101     5320   103482 SH       DEFINED 05 06 08       103482        0        0
ZIMMER HLDGS INC               COM              98956P102     2722    44966 SH       DEFINED 05 06 08        44966        0        0
ZIONS BANCORPORATION           COM              989701107     1719    74593 SH       DEFINED 05 06 08        74593        0        0
ZORAN CORP                     COM              98975F101     6307   606980 SH       DEFINED 05 06 08       606980        0        0
</TABLE>