UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C.  20549

                                    Form 13F

                              Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2011

Check here if Amendment [  ]; 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     August 15, 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:    811

Form 13F Information Table Value Total:    $7,316,858 (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
07   028-13978                     Gartmore Group Ltd

<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    10646   112259 SH       DEFINED 05 06          112259        0        0
ABB LTD                        SPONSORED ADR    000375204     4808   185265 SH       DEFINED 05             163262    20426     1577
ABBOTT LABS                    COM              002824100    11138   211830 SH       DEFINED 05 06          211830        0        0
ABERCROMBIE & FITCH CO         CL A             002896207      644     9632 SH       DEFINED 05 06            9632        0        0
ABERCROMBIE & FITCH CO         CL A             002896207     4617    69000 SH       DEFINED 07              69000        0        0
ABOVENET INC                   COM              00374N107     1042    14810 SH       DEFINED 05 06           14810        0        0
ABOVENET INC                   COM              00374N107     1029    14600 SH       DEFINED 07              14600        0        0
ACHILLION PHARMACEUTICALS IN   COM              00448Q201       62     8312 SH       DEFINED 05 06            8312        0        0
ACHILLION PHARMACEUTICALS IN   COM              00448Q201      310    41688 SH       DEFINED 07              41688        0        0
ACME PACKET INC                COM              004764106     5267    75140 SH       DEFINED 05 06           75140        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1210    37436 SH       DEFINED 07              37436        0        0
ACORDA THERAPEUTICS INC        COM              00484M106     1252    38761 SH       DEFINED 05 06           38761        0        0
ACTIVISION BLIZZARD INC        COM              00507V109      910    77899 SH       DEFINED 05 06           77899        0        0
ACUITY BRANDS INC              COM              00508Y102    14184   254284 SH       DEFINED 05 06          254284        0        0
ADOBE SYS INC                  COM              00724F101    40256  1280408 SH       DEFINED 05 06         1280408        0        0
ADVANCE AUTO PARTS INC         COM              00751Y106      331     5654 SH       DEFINED 05 06            5654        0        0
ADVANCED MICRO DEVICES INC     COM              007903107      515    73788 SH       DEFINED 05 06           73788        0        0
AES CORP                       COM              00130H105     1141    89594 SH       DEFINED 05 06           89594        0        0
AETNA INC NEW                  COM              00817Y108     2001    45412 SH       DEFINED 05 06           45412        0        0
AFLAC INC                      COM              001055102     2483    53187 SH       DEFINED 05 06           53187        0        0
AGCO CORP                      COM              001084102      255     5160 SH       DEFINED 05 06            5160        0        0
AGILENT TECHNOLOGIES INC       COM              00846U101    41960   820975 SH       DEFINED 05 06          820975        0        0
AGL RES INC                    COM              001204106     9676   237620 SH       DEFINED 05 06          237620        0        0
AIR PRODS & CHEMS INC          COM              009158106     2347    24558 SH       DEFINED 05 06           24558        0        0
AIRGAS INC                     COM              009363102      507     7243 SH       DEFINED 05 06            7243        0        0
AKAMAI TECHNOLOGIES INC        COM              00971T101      729    23166 SH       DEFINED 05 06           23166        0        0
ALCATEL-LUCENT                 SPONSORED ADR    013904305     1450   251229 SH       DEFINED 05             221430    27697     2102
ALCOA INC                      COM              013817101     1886   119040 SH       DEFINED 05 06          119040        0        0
ALEXION PHARMACEUTICALS INC    COM              015351109      989    21022 SH       DEFINED 05 06           21022        0        0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      547     8626 SH       DEFINED 05 06            8626        0        0
ALLERGAN INC                   COM              018490102     3023    36319 SH       DEFINED 05 06           36319        0        0
ALLIANCE DATA SYSTEMS CORP     COM              018581108      482     5127 SH       DEFINED 05 06            5127        0        0
ALLIANT ENERGY CORP            COM              018802108      420    10323 SH       DEFINED 05 06           10323        0        0
ALLSCRIPTS HEALTHCARE SOLUTN   COM              01988P108     6206   319585 SH       DEFINED 05 06          319585        0        0
ALLSTATE CORP                  COM              020002101     1880    61594 SH       DEFINED 05 06           61594        0        0
ALPHA NATURAL RESOURCES INC    COM              02076X102      982    21626 SH       DEFINED 05 06           21626        0        0
ALTERA CORP                    COM              021441100    14551   313927 SH       DEFINED 05 06          313927        0        0
ALTRIA GROUP INC               COM              02209S103     2153    81563 SH       DEFINED 05 06           81563        0        0
AMAZON COM INC                 COM              023135106    64218   314116 SH       DEFINED 05 06          314116        0        0
AMDOCS LTD                     ORD              G02602103      301     9892 SH       DEFINED 05 06            9892        0        0
AMEREN CORP                    COM              023608102      836    28993 SH       DEFINED 05 06           28993        0        0
AMERESCO INC                   CL A             02361E108      703    49644 SH       DEFINED 05 06           49644        0        0
AMERICAN CAPITAL AGENCY CORP   COM              02503X105      742    25485 SH       DEFINED 05 06           25485        0        0
AMERICAN CAPITAL AGENCY CORP   COM              02503X105     3625   124515 SH       DEFINED 07             124515        0        0
AMERICAN ELEC PWR INC          COM              025537101     2072    55028 SH       DEFINED 05 06           55028        0        0
AMERICAN EXPRESS CO            COM              025816109     8313   160831 SH       DEFINED 05 06          160831        0        0
AMERICAN INTL GROUP INC        *W EXP 01/19/202 026874156      232    22913 SH       DEFINED 05 06           22913        0        0
AMERICAN INTL GROUP INC        COM NEW          026874784      909    31004 SH       DEFINED 05 06           31004        0        0
AMERICAN PUBLIC EDUCATION IN   COM              02913V103     7324   164775 SH       DEFINED 05 06          164775        0        0
AMERICAN TOWER CORP            CL A             029912201    18014   344504 SH       DEFINED 05 06          344504        0        0
AMERICAN WTR WKS CO INC NEW    COM              030420103      298    10119 SH       DEFINED 05 06           10119        0        0
AMERIPRISE FINL INC            COM              03076C106     3207    55621 SH       DEFINED 05 06           55621        0        0
AMERISOURCEBERGEN CORP         COM              03073E105     1272    30717 SH       DEFINED 05 06           30717        0        0
AMETEK INC NEW                 COM              031100100      804    17916 SH       DEFINED 05 06           17916        0        0
AMGEN INC                      COM              031162100     6874   117852 SH       DEFINED 05 06          117852        0        0
AMPHENOL CORP NEW              CL A             032095101     2041    37821 SH       DEFINED 05 06           37821        0        0
AMYRIS INC                     COM              03236M101     2123    75648 SH       DEFINED 05 06           75648        0        0
ANADARKO PETE CORP             COM              032511107    21680   282554 SH       DEFINED 05 06          282554        0        0
ANALOG DEVICES INC             COM              032654105    16186   413532 SH       DEFINED 05 06          413532        0        0
ANHEUSER BUSCH INBEV SA/NV     SPONSORED ADR    03524A108     3239    55842 SH       DEFINED 05              48981     6394      467
ANNALY CAP MGMT INC            COM              035710409     1592    88348 SH       DEFINED 05 06           88348        0        0
ANSYS INC                      COM              03662Q105     6209   113578 SH       DEFINED 05 06          113578        0        0
AON CORP                       COM              037389103     6426   125341 SH       DEFINED 05 06          125341        0        0
APACHE CORP                    COM              037411105     5469    44339 SH       DEFINED 05 06           44339        0        0
APOLLO GROUP INC               CL A             037604105      809    18525 SH       DEFINED 05 06           18525        0        0
APPLE INC                      COM              037833100   506989  1510919 SH       DEFINED 05 06         1510919        0        0
APPLE INC                      COM              037833100     3715    11066 SH       DEFINED 07              11066        0        0
APPLIED MATLS INC              COM              038222105     8571   658827 SH       DEFINED 05 06          658827        0        0
ARCH CAP GROUP LTD             ORD              G0450A105      263     8249 SH       DEFINED 05 06            8249        0        0
ARCH COAL INC                  COM              039380100      242     9065 SH       DEFINED 05 06            9065        0        0
ARCHER DANIELS MIDLAND CO      COM              039483102     2613    86743 SH       DEFINED 05 06           86743        0        0
ARROW ELECTRS INC              COM              042735100      476    11490 SH       DEFINED 05 06           11490        0        0
ASHLAND INC NEW                COM              044209104      192     2966 SH       DEFINED 05 06            2966        0        0
ASSURANT INC                   COM              04621X108      387    10679 SH       DEFINED 05 06           10679        0        0
AT&T INC                       COM              00206R102     4508   143609 SH       DEFINED 05 06          143609        0        0
AUTODESK INC                   COM              052769106     1100    28504 SH       DEFINED 05 06           28504        0        0
AUTOLIV INC                    COM              052800109      867    11047 SH       DEFINED 05 06           11047        0        0
AUTOMATIC DATA PROCESSING IN   COM              053015103     3627    68882 SH       DEFINED 05 06           68882        0        0
AUTOZONE INC                   COM              053332102     1003     3402 SH       DEFINED 05 06            3402        0        0
AVALONBAY CMNTYS INC           COM              053484101    21560   167912 SH       DEFINED 05 06          167912        0        0
AVEO PHARMACEUTICALS INC       COM              053588109      593    28777 SH       DEFINED 05 06           28777        0        0
AVEO PHARMACEUTICALS INC       COM              053588109     3014   146223 SH       DEFINED 07             146223        0        0
AVERY DENNISON CORP            COM              053611109      397    10283 SH       DEFINED 05 06           10283        0        0
AVNET INC                      COM              053807103      534    16770 SH       DEFINED 05 06           16770        0        0
AVON PRODS INC                 COM              054303102     1395    49841 SH       DEFINED 05 06           49841        0        0
BABCOCK & WILCOX CO NEW        COM              05615F102      208     7495 SH       DEFINED 05 06            7495        0        0
BAKER HUGHES INC               COM              057224107     1144    15760 SH       DEFINED 07              15760        0        0
BAKER HUGHES INC               COM              057224107    85880  1183901 SH       DEFINED 05 06         1183901        0        0
BALL CORP                      COM              058498106      803    20896 SH       DEFINED 05 06           20896        0        0
BANK OF AMERICA CORPORATION    7.25%CNV PFD L   060505682      501      500 SH       DEFINED 05 06             500        0        0
BANK OF AMERICA CORPORATION    COM              060505104     6028   550000 SH       DEFINED 07             550000        0        0
BANK OF AMERICA CORPORATION    COM              060505104    16347  1492873 SH       DEFINED 05 06         1492873        0        0
BANK OF NEW YORK MELLON CORP   COM              064058100     3527   137703 SH       DEFINED 05 06          137703        0        0
BARD C R INC                   COM              067383109     1117    10165 SH       DEFINED 05 06           10165        0        0
BAXTER INTL INC                COM              071813109     7079   118688 SH       DEFINED 05 06          118688        0        0
BB&T CORP                      COM              054937107    13213   492295 SH       DEFINED 05 06          492295        0        0
BECKMAN COULTER INC            COM              075811109      572     6851 SH       DEFINED 05 06            6851        0        0
BECTON DICKINSON & CO          COM              075887109     8683   100774 SH       DEFINED 05 06          100774        0        0
BED BATH & BEYOND INC          COM              075896100     1655    28363 SH       DEFINED 05 06           28363        0        0
BED BATH & BEYOND INC          COM              075896100     5487    94000 SH       DEFINED 07              94000        0        0
BERKLEY W R CORP               COM              084423102      498    15352 SH       DEFINED 05 06           15352        0        0
BERKSHIRE HATHAWAY INC DEL     CL A             084670108     3942       34 SH       DEFINED 05 06              34        0        0
BERKSHIRE HATHAWAY INC DEL     CL B NEW         084670702    49972   645970 SH       DEFINED 05 06          645970        0        0
BEST BUY INC                   COM              086516101     1426    45404 SH       DEFINED 05 06           45404        0        0
BHP BILLITON PLC               SPONSORED ADR    05545E209     8143   103830 SH       DEFINED 07             103830        0        0
BIOGEN IDEC INC                COM              09062X103    14100   131887 SH       DEFINED 05 06          131887        0        0
BIOMED REALTY TRUST INC        COM              09063H107     8880   462030 SH       DEFINED 05 06          462030        0        0
BJS WHOLESALE CLUB INC         COM              05548J106     4903    97437 SH       DEFINED 05 06           97437        0        0
BLACKROCK INC                  COM              09247X101     2137    11145 SH       DEFINED 05 06           11145        0        0
BLACKSTONE GROUP L P           COM UNIT LTD     09253U108     1524    92204 SH       DEFINED 05 06           92204        0        0
BLOCK H & R INC                COM              093671105      633    39481 SH       DEFINED 05 06           39481        0        0
BMC SOFTWARE INC               COM              055921100     1026    18750 SH       DEFINED 07              18750        0        0
BMC SOFTWARE INC               COM              055921100     2237    40901 SH       DEFINED 05 06           40901        0        0
BOEING CO                      COM              097023105     6934    93798 SH       DEFINED 05 06           93798        0        0
BORGWARNER INC                 COM              099724106     6234    77194 SH       DEFINED 05 06           77194        0        0
BOSTON PROPERTIES INC          COM              101121101     1658    15618 SH       DEFINED 05 06           15618        0        0
BOSTON SCIENTIFIC CORP         COM              101137107     1346   194830 SH       DEFINED 05 06          194830        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108      523    18069 SH       DEFINED 05 06           18069        0        0
BRITISH AMERN TOB PLC          SPONSORED ADR    110448107      222     2528 SH       DEFINED 05               2052      476        0
BROADCOM CORP                  CL A             111320107    12169   361855 SH       DEFINED 05 06          361855        0        0
BROWN FORMAN CORP              CL B             115637209      722     9678 SH       DEFINED 05 06            9678        0        0
BUCYRUS INTL INC NEW           COM              118759109      831     9065 SH       DEFINED 05 06            9065        0        0
BUNGE LIMITED                  COM              G16962105     1032    14967 SH       DEFINED 05 06           14967        0        0
C H ROBINSON WORLDWIDE INC     COM NEW          12541W209     1518    19262 SH       DEFINED 05 06           19262        0        0
CA INC                         COM              12673P105     1122    49116 SH       DEFINED 05 06           49116        0        0
CABLEVISION SYS CORP           CL A NY CABLVS   12686C109      873    24119 SH       DEFINED 05 06           24119        0        0
CABOT OIL & GAS CORP           COM              127097103      379     5718 SH       DEFINED 05 06            5718        0        0
CALPINE CORP                   COM NEW          131347304      301    18659 SH       DEFINED 05 06           18659        0        0
CAMERON INTERNATIONAL CORP     COM              13342B105     1367    27184 SH       DEFINED 05 06           27184        0        0
CAMPBELL SOUP CO               COM              134429109     1067    30907 SH       DEFINED 05 06           30907        0        0
CANON INC                      ADR              138006309     3453    72561 SH       DEFINED 05              61722    10319      520
CAPITAL ONE FINL CORP          COM              14040H105     2581    49946 SH       DEFINED 05 06           49946        0        0
CARDINAL HEALTH INC            COM              14149Y108     1904    41931 SH       DEFINED 05 06           41931        0        0
CAREFUSION CORP                COM              14170T101      741    27300 SH       DEFINED 05 06           27300        0        0
CARMAX INC                     COM              143130102      858    25935 SH       DEFINED 05 06           25935        0        0
CARNIVAL CORP                  PAIRED CTF       143658300    15690   416962 SH       DEFINED 05 06          416962        0        0
CATERPILLAR INC DEL            COM              149123101    13325   125198 SH       DEFINED 05 06          125198        0        0
CB RICHARD ELLIS GROUP INC     CL A             12497T101      884    35247 SH       DEFINED 05 06           35247        0        0
CBL & ASSOC PPTYS INC          COM              124830100    13933   768504 SH       DEFINED 05 06          768504        0        0
CBS CORP NEW                   CL B             124857202     3297   115711 SH       DEFINED 07             115711        0        0
CBS CORP NEW                   CL B             124857202    73728  2589656 SH       DEFINED 05 06         2589656        0        0
CELANESE CORP DEL              COM SER A        150870103    12544   235348 SH       DEFINED 05 06          235348        0        0
CELGENE CORP                   COM              151020104     3374    55985 SH       DEFINED 05 06           55985        0        0
CELGENE CORP                   RIGHT 12/31/2011 151020112       92    45220 SH       DEFINED 05 06           45220        0        0
CELGENE CORP                   RIGHT 12/31/2011 151020112      195    95160 SH       DEFINED 07              95160        0        0
CENTERPOINT ENERGY INC         COM              15189T107      967    49969 SH       DEFINED 05 06           49969        0        0
CENTURYLINK INC                COM              156700106     2602    64392 SH       DEFINED 05 06           64392        0        0
CEPHALON INC                   COM              156708109      786     9834 SH       DEFINED 05 06            9834        0        0
CERNER CORP                    COM              156782104     1213    19862 SH       DEFINED 05 06           19862        0        0
CF INDS HLDGS INC              COM              125269100     1128     7965 SH       DEFINED 05 06            7965        0        0
CHESAPEAKE ENERGY CORP         COM              165167107     2655    89489 SH       DEFINED 05 06           89489        0        0
CHEVRON CORP NEW               COM              166764100     3855    37518 SH       DEFINED 05 06           37518        0        0
CHIPOTLE MEXICAN GRILL INC     COM              169656105     3133    10171 SH       DEFINED 05 06           10171        0        0
CHUBB CORP                     COM              171232101     6793   108504 SH       DEFINED 05 06          108504        0        0
CHURCH & DWIGHT INC            COM              171340102      383     9460 SH       DEFINED 05 06            9460        0        0
CIENA CORP                     NOTE 0.250% 5/0  171779AB7     1948  2000000 SH       DEFINED 05 06         2000000        0        0
CIGNA CORP                     COM              125509109     1616    31386 SH       DEFINED 05 06           31386        0        0
CIMAREX ENERGY CO              COM              171798101      871     9687 SH       DEFINED 05 06            9687        0        0
CINCINNATI FINL CORP           COM              172062101      549    18834 SH       DEFINED 05 06           18834        0        0
CINTAS CORP                    COM              172908105      443    13404 SH       DEFINED 05 06           13404        0        0
CISCO SYS INC                  COM              17275R102    32078  2056281 SH       DEFINED 05 06         2056281        0        0
CIT GROUP INC                  COM NEW          125581801     1008    22800 SH       DEFINED 05 06           22800        0        0
CITIGROUP INC                  COM NEW          172967424    79776  1917689 SH       DEFINED 05 06         1917689        0        0
CITIGROUP INC                  COM NEW          172967424    16560   397693 SH       DEFINED 07             397693        0        0
CITRIX SYS INC                 COM              177376100      549     6860 SH       DEFINED 07               6860        0        0
CITRIX SYS INC                 COM              177376100     1700    21257 SH       DEFINED 05 06           21257        0        0
CITY NATL CORP                 COM              178566105     5642   104037 SH       DEFINED 05 06          104037        0        0
CLIFFS NATURAL RESOURCES INC   COM              18683K101     1417    15323 SH       DEFINED 05 06           15323        0        0
CLOROX CO DEL                  COM              189054109     1082    16043 SH       DEFINED 05 06           16043        0        0
CME GROUP INC                  COM              12572Q105     2308     7915 SH       DEFINED 05 06            7915        0        0
COACH INC                      COM              189754104    10628   166252 SH       DEFINED 05 06          166252        0        0
COACH INC                      COM              189754104     5178    81000 SH       DEFINED 07              81000        0        0
COCA COLA CO                   COM              191216100    26842   398965 SH       DEFINED 05 06          398965        0        0
COCA COLA CO                   COM              191216100      680    10100 SH       DEFINED 07              10100        0        0
COCA COLA ENTERPRISES INC NE   COM              19122T109     1119    38357 SH       DEFINED 05 06           38357        0        0
CODEXIS INC                    COM              192005106     3495   363706 SH       DEFINED 05 06          363706        0        0
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102    67817   924699 SH       DEFINED 05 06          924699        0        0
COLGATE PALMOLIVE CO           COM              194162103     5462    62512 SH       DEFINED 05 06           62512        0        0
COLONY FINL INC                COM              19624R106     2465   136655 SH       DEFINED 05 06          136655        0        0
COLUMBIA BKG SYS INC           COM              197236102     2595   150756 SH       DEFINED 05 06          150756        0        0
COMCAST CORP NEW               CL A             20030N101     4910   193828 SH       DEFINED 05 06          193828        0        0
COMCAST CORP NEW               CL A SPL         20030N200     3925   162056 SH       DEFINED 05 06          162056        0        0
COMCAST CORP NEW               CL A SPL         20030N200     3318   136920 SH       DEFINED 07             136920        0        0
COMERICA INC                   COM              200340107      812    23485 SH       DEFINED 05 06           23485        0        0
COMPUTER SCIENCES CORP         COM              205363104      771    20300 SH       DEFINED 05 06           20300        0        0
CONAGRA FOODS INC              COM              205887102     1285    49856 SH       DEFINED 05 06           49856        0        0
CONCHO RES INC                 COM              20605P101     1030    11211 SH       DEFINED 05 06           11211        0        0
CONOCOPHILLIPS                 COM              20825C104     1788    23791 SH       DEFINED 05 06           23791        0        0
CONSOL ENERGY INC              COM              20854P109     1349    27828 SH       DEFINED 05 06           27828        0        0
CONSOLIDATED EDISON INC        COM              209115104     1672    31428 SH       DEFINED 05 06           31428        0        0
CONSTELLATION BRANDS INC       CL A             21036P108      381    18306 SH       DEFINED 05 06           18306        0        0
CONSTELLATION ENERGY GROUP I   COM              210371100      872    22975 SH       DEFINED 05 06           22975        0        0
CONTINENTAL RESOURCES INC      COM              212015101     5241    80782 SH       DEFINED 05 06           80782        0        0
CORNING INC                    COM              219350105     3204   176651 SH       DEFINED 05 06          176651        0        0
COSTCO WHSL CORP NEW           COM              22160K105     4087    50311 SH       DEFINED 05 06           50311        0        0
COVANCE INC                    COM              222816100      244     4115 SH       DEFINED 05 06            4115        0        0
COVANTA HLDG CORP              COM              22282E102     8846   536772 SH       DEFINED 05 06          536772        0        0
COVENTRY HEALTH CARE INC       COM              222862104      477    13079 SH       DEFINED 05 06           13079        0        0
CREDIT SUISSE GROUP            SPONSORED ADR    225401108     3268    83759 SH       DEFINED 05              72652    10446      661
CREE INC                       COM              225447101     4113   122412 SH       DEFINED 05 06          122412        0        0
CROWN CASTLE INTL CORP         COM              228227104    13680   335377 SH       DEFINED 05 06          335377        0        0
CROWN HOLDINGS INC             COM              228368106      341     8782 SH       DEFINED 05 06            8782        0        0
CSX CORP                       COM              126408103     9819   374621 SH       DEFINED 05 06          374621        0        0
CUMMINS INC                    COM              231021106    18725   181041 SH       DEFINED 05 06          181041        0        0
CVS CAREMARK CORPORATION       COM              126650100     6394   170269 SH       DEFINED 05 06          170269        0        0
CYTRX CORP                     COM NEW          232828301        6     8106 SH       DEFINED 05 06            8106        0        0
D R HORTON INC                 COM              23331A109      480    41680 SH       DEFINED 05 06           41680        0        0
DANAHER CORP DEL               COM              235851102    30180   569650 SH       DEFINED 05 06          569650        0        0
DARDEN RESTAURANTS INC         COM              237194105      941    18916 SH       DEFINED 05 06           18916        0        0
DAVITA INC                     COM              23918K108     8335    96275 SH       DEFINED 05 06           96275        0        0
DEERE & CO                     COM              244199105     4450    53971 SH       DEFINED 05 06           53971        0        0
DELL INC                       COM              24702R101    38305  2297826 SH       DEFINED 05 06         2297826        0        0
DELL INC                       COM              24702R101      997    59835 SH       DEFINED 07              59835        0        0
DELTA AIR LINES INC DEL        COM NEW          247361702      557    60769 SH       DEFINED 05 06           60769        0        0
DENBURY RES INC                COM NEW          247916208      951    47641 SH       DEFINED 05 06           47641        0        0
DENDREON CORP                  COM              24823Q107      277     7027 SH       DEFINED 05 06            7027        0        0
DENTSPLY INTL INC NEW          COM              249030107      794    20853 SH       DEFINED 05 06           20853        0        0
DEVON ENERGY CORP NEW          COM              25179M103     3794    48159 SH       DEFINED 05 06           48159        0        0
DEVRY INC DEL                  COM              251893103      245     4152 SH       DEFINED 05 06            4152        0        0
DIAMOND OFFSHORE DRILLING IN   COM              25271C102     2471    35108 SH       DEFINED 05 06           35108        0        0
DIGITAL RLTY TR INC            COM              253868103    18873   305495 SH       DEFINED 05 06          305495        0        0
DIRECTV                        COM CL A         25490A101    16046   315745 SH       DEFINED 05 06          315745        0        0
DISCOVER FINL SVCS             COM              254709108     1665    62283 SH       DEFINED 05 06           62283        0        0
DISCOVERY COMMUNICATNS NEW     COM SER A        25470F104      418    10211 SH       DEFINED 05 06           10211        0        0
DISCOVERY COMMUNICATNS NEW     COM SER C        25470F302      919    25158 SH       DEFINED 05 06           25158        0        0
DISCOVERY COMMUNICATNS NEW     COM SER C        25470F302     3751   102614 SH       DEFINED 07             102614        0        0
DISH NETWORK CORP              CL A             25470M109      677    22079 SH       DEFINED 05 06           22079        0        0
DISNEY WALT CO                 COM DISNEY       254687106    37978   973308 SH       DEFINED 05 06          973308        0        0
DOLBY LABORATORIES INC         COM              25659T107      172     4049 SH       DEFINED 05 06            4049        0        0
DOLLAR GEN CORP NEW            COM              256677105     9531   281221 SH       DEFINED 05 06          281221        0        0
DOLLAR TREE INC                COM              256746108      927    13919 SH       DEFINED 05 06           13919        0        0
DOMINION RES INC VA NEW        COM              25746U109     4293    88953 SH       DEFINED 05 06           88953        0        0
DONNELLEY R R & SONS CO        COM              257867101      213    10887 SH       DEFINED 05 06           10887        0        0
DOVER CORP                     COM              260003108     1402    20687 SH       DEFINED 05 06           20687        0        0
DOW CHEM CO                    COM              260543103    23448   651331 SH       DEFINED 05 06          651331        0        0
DR PEPPER SNAPPLE GROUP INC    COM              26138E109     1215    28984 SH       DEFINED 05 06           28984        0        0
DRESSER-RAND GROUP INC         COM              261608103      438     8150 SH       DEFINED 07               8150        0        0
DTE ENERGY CO                  COM              233331107     1066    21314 SH       DEFINED 05 06           21314        0        0
DU PONT E I DE NEMOURS & CO    COM              263534109     3988    73812 SH       DEFINED 05 06           73812        0        0
DUKE ENERGY CORP NEW           COM              26441C105    10784   573338 SH       DEFINED 05 06          573338        0        0
DUKE REALTY CORP               COM NEW          264411505      160    11452 SH       DEFINED 05 06           11452        0        0
DUN & BRADSTREET CORP DEL NE   COM              26483E100      457     6054 SH       DEFINED 05 06            6054        0        0
DUPONT FABROS TECHNOLOGY INC   COM              26613Q106    10652   422531 SH       DEFINED 05 06          422531        0        0
E M C CORP MASS                COM              268648102    17762   644708 SH       DEFINED 05 06          644708        0        0
EASTGROUP PPTY INC             COM              277276101     7544   177553 SH       DEFINED 05 06          177553        0        0
EASTMAN CHEM CO                COM              277432100      824     8076 SH       DEFINED 05 06            8076        0        0
EATON CORP                     COM              278058102    12577   244546 SH       DEFINED 05 06          244546        0        0
EATON VANCE CORP               COM NON VTG      278265103      224     7428 SH       DEFINED 05 06            7428        0        0
EBAY INC                       COM              278642103    31983   991410 SH       DEFINED 05 06          991410        0        0
ECOLAB INC                     COM              278865100     6345   112593 SH       DEFINED 05 06          112593        0        0
EDISON INTL                    COM              281020107     1417    36584 SH       DEFINED 05 06           36584        0        0
EDWARDS LIFESCIENCES CORP      COM              28176E108     1180    13532 SH       DEFINED 05 06           13532        0        0
EL PASO CORP                   COM              28336L109     1644    81460 SH       DEFINED 05 06           81460        0        0
ELECTRONIC ARTS INC            COM              285512109      900    38155 SH       DEFINED 05 06           38155        0        0
EMERSON ELEC CO                COM              291011104    30805   547848 SH       DEFINED 05 06          547848        0        0
ENERGEN CORP                   COM              29265N108      215     3805 SH       DEFINED 05 06            3805        0        0
ENERGIZER HLDGS INC            COM              29266R108      522     7219 SH       DEFINED 05 06            7219        0        0
ENTERGY CORP NEW               COM              29364G103     1570    22991 SH       DEFINED 05 06           22991        0        0
ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105     9815   210219 SH       DEFINED 05 06          210219        0        0
EOG RES INC                    COM              26875P101     9529    91182 SH       DEFINED 05 06           91182        0        0
EQT CORP                       COM              26884L109      805    15321 SH       DEFINED 05 06           15321        0        0
EQUIFAX INC                    COM              294429105      420    12107 SH       DEFINED 05 06           12107        0        0
EQUINIX INC                    COM NEW          29444U502     1018    10080 SH       DEFINED 07              10080        0        0
EQUINIX INC                    COM NEW          29444U502    10370   102656 SH       DEFINED 05 06          102656        0        0
EQUITY RESIDENTIAL             SH BEN INT       29476L107     1905    31755 SH       DEFINED 05 06           31755        0        0
ERICSSON L M TEL CO            ADR B SEK 10     294821608     3001   208697 SH       DEFINED 05             183575    23386     1736
EVEREST RE GROUP LTD           COM              G3223R108      641     7843 SH       DEFINED 05 06            7843        0        0
EXCO RESOURCES INC             COM              269279402     1481    83977 SH       DEFINED 05 06           83977        0        0
EXCO RESOURCES INC             COM              269279402     1730    98043 SH       DEFINED 07              98043        0        0
EXELON CORP                    COM              30161N101     4909   114619 SH       DEFINED 05 06          114619        0        0
EXPEDIA INC DEL                COM              30212P105      851    29364 SH       DEFINED 05 06           29364        0        0
EXPEDITORS INTL WASH INC       COM              302130109     5293   103405 SH       DEFINED 05 06          103405        0        0
EXPRESS SCRIPTS INC            COM              302182100    13693   253708 SH       DEFINED 05 06          253708        0        0
EXXON MOBIL CORP               COM              30231G102    45467   559181 SH       DEFINED 05 06          559181        0        0
F M C CORP                     COM NEW          302491303      376     4371 SH       DEFINED 05 06            4371        0        0
F5 NETWORKS INC                COM              315616102    39631   359494 SH       DEFINED 05 06          359494        0        0
FAMILY DLR STORES INC          COM              307000109     1737    33065 SH       DEFINED 05 06           33065        0        0
FAMILY DLR STORES INC          COM              307000109     1007    19160 SH       DEFINED 07              19160        0        0
FASTENAL CO                    COM              311900104     1278    35522 SH       DEFINED 05 06           35522        0        0
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206      554     6508 SH       DEFINED 05 06            6508        0        0
FEDEX CORP                     COM              31428X106     3906    41187 SH       DEFINED 05 06           41187        0        0
FIDELITY NATIONAL FINANCIAL    CL A             31620R105      175    11111 SH       DEFINED 05 06           11111        0        0
FIDELITY NATL INFORMATION SV   COM              31620M106      926    30072 SH       DEFINED 05 06           30072        0        0
FIFTH STREET FINANCE CORP      COM              31678A103      405    34914 SH       DEFINED 05 06           34914        0        0
FIFTH STREET FINANCE CORP      COM              31678A103     2031   175086 SH       DEFINED 07             175086        0        0
FIFTH THIRD BANCORP            COM              316773100     1376   107907 SH       DEFINED 05 06          107907        0        0
FIFTH THIRD BANCORP            COM              316773100     5903   463000 SH       DEFINED 07             463000        0        0
FIRST HORIZON NATL CORP        COM              320517105    10741  1128250 SH       DEFINED 05 06         1128250        0        0
FIRST NIAGARA FINL GP INC      COM              33582V108    14432  1093348 SH       DEFINED 05 06         1093348        0        0
FIRST SOLAR INC                COM              336433107      971     7338 SH       DEFINED 05 06            7338        0        0
FIRSTENERGY CORP               COM              337932107     2247    50889 SH       DEFINED 05 06           50889        0        0
FISERV INC                     COM              337738108     1056    16862 SH       DEFINED 05 06           16862        0        0
FLIR SYS INC                   COM              302445101      327     9697 SH       DEFINED 05 06            9697        0        0
FLOWSERVE CORP                 COM              34354P105      697     6346 SH       DEFINED 05 06            6346        0        0
FLUOR CORP NEW                 COM              343412102     1409    21788 SH       DEFINED 05 06           21788        0        0
FMC TECHNOLOGIES INC           COM              30249U101     1420    31718 SH       DEFINED 05 06           31718        0        0
FOOT LOCKER INC                COM              344849104      420    17690 SH       DEFINED 07              17690        0        0
FORD MTR CO DEL                COM PAR $0.01    345370860     4021   291610 SH       DEFINED 05 06          291610        0        0
FORD MTR CO DEL                NOTE 4.250%11/1  345370CN8     2065  1201000 SH       DEFINED 05 06         1201000        0        0
FOREST LABS INC                COM              345838106     1281    32559 SH       DEFINED 05 06           32559        0        0
FORTRESS INVESTMENT GROUP LL   CL A             34958B106     2899   601511 SH       DEFINED 07             601511        0        0
FORTUNE BRANDS INC             COM              349631101      952    14945 SH       DEFINED 05 06           14945        0        0
FRANKLIN RES INC               COM              354613101     2448    18648 SH       DEFINED 05 06           18648        0        0
FREEPORT-MCMORAN COPPER & GO   COM              35671D857    19001   359328 SH       DEFINED 05 06          359328        0        0
FRONTIER COMMUNICATIONS CORP   COM              35906A108      154    19072 SH       DEFINED 05 06           19072        0        0
FULTON FINL CORP PA            COM              360271100     7485   698871 SH       DEFINED 05 06          698871        0        0
FUSION-IO INC                  COM              36112J107    12510   414638 SH       DEFINED 05 06          414638        0        0
GAMESTOP CORP NEW              CL A             36467W109      619    23223 SH       DEFINED 05 06           23223        0        0
GAP INC DEL                    COM              364760108      939    51882 SH       DEFINED 05 06           51882        0        0
GARTNER INC                    COM              366651107    22430   556841 SH       DEFINED 05 06          556841        0        0
GENERAL DYNAMICS CORP          COM              369550108     7405    99360 SH       DEFINED 05 06           99360        0        0
GENERAL ELECTRIC CO            COM              369604103    10929   580094 SH       DEFINED 05 06          580094        0        0
GENERAL GROWTH PPTYS INC NEW   COM              370023103      488    29219 SH       DEFINED 05 06           29219        0        0
GENERAL MLS INC                COM              370334104     2654    71335 SH       DEFINED 05 06           71335        0        0
GENERAL MTRS CO                COM              37045V100    17910   589715 SH       DEFINED 05 06          589715        0        0
GENERAL MTRS CO                JR PFD CNV SRB   37045V209      900    18500 SH       DEFINED 05 06           18500        0        0
GENMARK DIAGNOSTICS INC        COM              372309104      162    27783 SH       DEFINED 07              27783        0        0
GENMARK DIAGNOSTICS INC        COM              372309104     3630   622686 SH       DEFINED 05 06          622686        0        0
GEN-PROBE INC NEW              COM              36866T103     1473    21300 SH       DEFINED 05 06           21300        0        0
GEN-PROBE INC NEW              COM              36866T103     1611    23290 SH       DEFINED 07              23290        0        0
GENTEX CORP                    COM              371901109    12027   397850 SH       DEFINED 05 06          397850        0        0
GENUINE PARTS CO               COM              372460105      914    16815 SH       DEFINED 05 06           16815        0        0
GENWORTH FINL INC              COM CL A         37247D106      602    58658 SH       DEFINED 05 06           58658        0        0
GENWORTH FINL INC              COM CL A         37247D106     7311   711225 SH       DEFINED 07             711225        0        0
GILEAD SCIENCES INC            COM              375558103     3308    79900 SH       DEFINED 05 06           79900        0        0
GLACIER BANCORP INC NEW        COM              37637Q105     2796   207745 SH       DEFINED 05 06          207745        0        0
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105      253     5888 SH       DEFINED 05               4762     1126        0
GOLDMAN SACHS GROUP INC        COM              38141G104    57731   434032 SH       DEFINED 05 06          434032        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104      785     5900 SH       DEFINED 07               5900        0        0
GOODRICH CORP                  COM              382388106     1256    13150 SH       DEFINED 05 06           13150        0        0
GOODYEAR TIRE & RUBR CO        COM              382550101      213    12675 SH       DEFINED 05 06           12675        0        0
GOOGLE INC                     CL A             38259P508   206628   408267 SH       DEFINED 05 06          408267        0        0
GOOGLE INC                     CL A             38259P508      778     1537 SH       DEFINED 07               1537        0        0
GRAHAM PACKAGING CO INC        COM              384701108     1473    58400 SH       DEFINED 05 06           58400        0        0
GRAHAM PACKAGING CO INC        COM              384701108     1541    61100 SH       DEFINED 07              61100        0        0
GRAINGER W W INC               COM              384802104     1147     7465 SH       DEFINED 05 06            7465        0        0
GREEN MTN COFFEE ROASTERS IN   COM              393122106     6719    75269 SH       DEFINED 05 06           75269        0        0
HALLIBURTON CO                 COM              406216101    16279   319259 SH       DEFINED 05 06          319259        0        0
HANSEN NAT CORP                COM              411310105      385     4754 SH       DEFINED 05 06            4754        0        0
HARLEY DAVIDSON INC            COM              412822108     1132    27637 SH       DEFINED 05 06           27637        0        0
HARRIS CORP DEL                COM              413875105      704    15621 SH       DEFINED 05 06           15621        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104     3594   136378 SH       DEFINED 05 06          136378        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104    12578   476965 SH       DEFINED 07             476965        0        0
HASBRO INC                     COM              418056107      743    16912 SH       DEFINED 05 06           16912        0        0
HCA HOLDINGS INC               COM              40412C101      247     7497 SH       DEFINED 05 06            7497        0        0
HCP INC                        COM              40414L109    22096   602082 SH       DEFINED 05 06          602082        0        0
HEALTH CARE REIT INC           COM              42217K106    17008   324386 SH       DEFINED 05 06          324386        0        0
HEALTHWAYS INC                 COM              422245100     4189   276329 SH       DEFINED 05 06          276329        0        0
HEINZ H J CO                   COM              423074103    18153   340775 SH       DEFINED 05 06          340775        0        0
HELMERICH & PAYNE INC          COM              423452101      486     7353 SH       DEFINED 05 06            7353        0        0
HERSHEY CO                     COM              427866108     1044    18347 SH       DEFINED 05 06           18347        0        0
HERTZ GLOBAL HOLDINGS INC      COM              42805T105      178    11182 SH       DEFINED 05 06           11182        0        0
HESS CORP                      COM              42809H107    15394   205945 SH       DEFINED 05 06          205945        0        0
HEWLETT PACKARD CO             COM              428236103    56155  1542707 SH       DEFINED 05 06         1542707        0        0
HMS HLDGS CORP                 COM              40425J101     8675   112950 SH       DEFINED 05 06          112950        0        0
HOLOGIC INC                    COM              436440101      304    15078 SH       DEFINED 05 06           15078        0        0
HOME DEPOT INC                 COM              437076102     8666   239450 SH       DEFINED 05 06          239450        0        0
HOME PROPERTIES INC            COM              437306103    14100   231800 SH       DEFINED 05 06          231800        0        0
HONEYWELL INTL INC             COM              438516106    15808   265454 SH       DEFINED 05 06          265454        0        0
HORMEL FOODS CORP              COM              440452100      589    19758 SH       DEFINED 05 06           19758        0        0
HOSPIRA INC                    COM              441060100     1936    34179 SH       DEFINED 05 06           34179        0        0
HOST HOTELS & RESORTS INC      COM              44107P104     1409    83152 SH       DEFINED 05 06           83152        0        0
HUDSON CITY BANCORP            COM              443683107      525    64198 SH       DEFINED 05 06           64198        0        0
HUMAN GENOME SCIENCES INC      COM              444903108      479    19506 SH       DEFINED 05 06           19506        0        0
HUMANA INC                     COM              444859102     1724    21419 SH       DEFINED 05 06           21419        0        0
HUNT J B TRANS SVCS INC        COM              445658107     9142   194133 SH       DEFINED 05 06          194133        0        0
HUNTINGTON BANCSHARES INC      COM              446150104     1556   237538 SH       DEFINED 05 06          237538        0        0
HUNTINGTON INGALLS INDS INC    COM              446413106       82     2378 SH       DEFINED 05 06            2378        0        0
IAC INTERACTIVECORP            COM PAR $.001    44919P508      109     2848 SH       DEFINED 05 06            2848        0        0
IHS INC                        CL A             451734107      232     2782 SH       DEFINED 05 06            2782        0        0
ILLINOIS TOOL WKS INC          COM              452308109     3038    53797 SH       DEFINED 05 06           53797        0        0
ILLUMINA INC                   COM              452327109     1095    14573 SH       DEFINED 05 06           14573        0        0
INFORMATICA CORP               COM              45666Q102     6180   105773 SH       DEFINED 05 06          105773        0        0
INGERSOLL-RAND PLC             SHS              G47791101     1642    36155 SH       DEFINED 05 06           36155        0        0
INGRAM MICRO INC               CL A             457153104    23372  1288443 SH       DEFINED 05 06         1288443        0        0
INLAND REAL ESTATE CORP        COM NEW          457461200     6964   790469 SH       DEFINED 05 06          790469        0        0
INTEGRYS ENERGY GROUP INC      COM              45822P105      266     5131 SH       DEFINED 05 06            5131        0        0
INTEL CORP                     COM              458140100    51953  2346578 SH       DEFINED 05 06         2346578        0        0
INTERCONTINENTALEXCHANGE INC   COM              45865V100      967     7752 SH       DEFINED 05 06            7752        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   159929   932966 SH       DEFINED 05 06          932966        0        0
INTERNATIONAL FLAVORS&FRAGRA   COM              459506101      532     8284 SH       DEFINED 05 06            8284        0        0
INTERNATIONAL GAME TECHNOLOG   COM              459902102      656    37307 SH       DEFINED 05 06           37307        0        0
INTERPUBLIC GROUP COS INC      COM              460690100      673    53865 SH       DEFINED 05 06           53865        0        0
INTL PAPER CO                  COM              460146103     1370    46002 SH       DEFINED 05 06           46002        0        0
INTUIT                         COM              461202103    59627  1150658 SH       DEFINED 05 06         1150658        0        0
INTUITIVE SURGICAL INC         COM NEW          46120E602    25059    67398 SH       DEFINED 05 06           67398        0        0
INVESCO MORTGAGE CAPITAL INC   COM              46131B100      351    16625 SH       DEFINED 05 06           16625        0        0
INVESCO MORTGAGE CAPITAL INC   COM              46131B100     1762    83375 SH       DEFINED 07              83375        0        0
IPC THE HOSPITALIST CO INC     COM              44984A105     6806   147028 SH       DEFINED 05 06          147028        0        0
IRON MTN INC                   COM              462846106      858    25180 SH       DEFINED 05 06           25180        0        0
ITT CORP NEW                   COM              450911102     1260    21394 SH       DEFINED 05 06           21394        0        0
JABIL CIRCUIT INC              COM              466313103      165     8160 SH       DEFINED 05 06            8160        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107      674    15597 SH       DEFINED 05 06           15597        0        0
JEFFERIES GROUP INC NEW        COM              472319102     9735   477212 SH       DEFINED 05 06          477212        0        0
JOHNSON & JOHNSON              COM              478160104    21402   322026 SH       DEFINED 05 06          322026        0        0
JOHNSON & JOHNSON              COM              478160104     2771    41655 SH       DEFINED 07              41655        0        0
JOHNSON CTLS INC               COM              478366107    26177   628803 SH       DEFINED 05 06          628803        0        0
JONES LANG LASALLE INC         COM              48020Q107    14680   155659 SH       DEFINED 05 06          155659        0        0
JOY GLOBAL INC                 COM              481165108    68022   714221 SH       DEFINED 05 06          714221        0        0
JOY GLOBAL INC                 COM              481165108      940     9870 SH       DEFINED 07               9870        0        0
JPMORGAN CHASE & CO            COM              46625H100    94547  2311100 SH       DEFINED 05 06         2311100        0        0
JPMORGAN CHASE & CO            COM              46625H100    12513   305652 SH       DEFINED 07             305652        0        0
JUNIPER NETWORKS INC           COM              48203R104    15939   506012 SH       DEFINED 05 06          506012        0        0
KANSAS CITY SOUTHERN           COM NEW          485170302    12667   213503 SH       DEFINED 05 06          213503        0        0
KBR INC                        COM              48242W106      355     9424 SH       DEFINED 05 06            9424        0        0
KELLOGG CO                     COM              487836108    12853   232469 SH       DEFINED 05 06          232469        0        0
KEYCORP NEW                    COM              493267108      879   105655 SH       DEFINED 05 06          105655        0        0
KEYCORP NEW                    COM              493267108     5956   715000 SH       DEFINED 07             715000        0        0
KIMBERLY CLARK CORP            COM              494368103     3094    46501 SH       DEFINED 05 06           46501        0        0
KIMCO RLTY CORP                COM              49446R109    18233   978679 SH       DEFINED 05 06          978679        0        0
KINDER MORGAN INC DEL          COM              49456B101      104     3614 SH       DEFINED 05 06            3614        0        0
KINDER MORGAN MANAGEMENT LLC   SHS              49455U100      605     9227 SH       DEFINED 05 06            9227        0        0
KINETIC CONCEPTS INC           COM NEW          49460W208      155     2683 SH       DEFINED 05 06            2683        0        0
KKR & CO L P DEL               COM UNITS        48248M102    12442   761937 SH       DEFINED 05 06          761937        0        0
KLA-TENCOR CORP                COM              482480100      774    19142 SH       DEFINED 05 06           19142        0        0
KOHLS CORP                     COM              500255104     1778    35549 SH       DEFINED 05 06           35549        0        0
KRAFT FOODS INC                CL A             50075N104    14243   404391 SH       DEFINED 05 06          404391        0        0
KROGER CO                      COM              501044101     1804    72710 SH       DEFINED 05 06           72710        0        0
KUBOTA CORP                    ADR              501173207     3825    85921 SH       DEFINED 05              74006    11264      651
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     1119    12799 SH       DEFINED 05 06           12799        0        0
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    21383   221011 SH       DEFINED 05 06          221011        0        0
LAM RESEARCH CORP              COM              512807108      629    14219 SH       DEFINED 05 06           14219        0        0
LAS VEGAS SANDS CORP           COM              517834107     1588    37630 SH       DEFINED 05 06           37630        0        0
LASALLE HOTEL PPTYS            COM SH BEN INT   517942108     9474   360100 SH       DEFINED 05 06          360100        0        0
LAUDER ESTEE COS INC           CL A             518439104    10143    96427 SH       DEFINED 05 06           96427        0        0
LAZARD LTD                     SHS A            G54050102    11719   316121 SH       DEFINED 05 06          316121        0        0
LEGG MASON INC                 COM              524901105      465    14203 SH       DEFINED 05 06           14203        0        0
LEGGETT & PLATT INC            COM              524660107      229     9417 SH       DEFINED 05 06            9417        0        0
LENDER PROCESSING SVCS INC     COM              52602E102      158     7573 SH       DEFINED 05 06            7573        0        0
LEUCADIA NATL CORP             COM              527288104      740    21694 SH       DEFINED 05 06           21694        0        0
LIBERTY GLOBAL INC             COM SER A        530555101      526    11680 SH       DEFINED 05 06           11680        0        0
LIBERTY GLOBAL INC             COM SER C        530555309      483    11318 SH       DEFINED 05 06           11318        0        0
LIBERTY GLOBAL INC             COM SER C        530555309     4024    94229 SH       DEFINED 07              94229        0        0
LIBERTY MEDIA CORP NEW         INT COM SER A    53071M104     1210    72218 SH       DEFINED 05 06           72218        0        0
LIBERTY MEDIA CORP NEW         LIB STAR COM A   53071M708      278     3694 SH       DEFINED 05 06            3694        0        0
LIBERTY PPTY TR                SH BEN INT       531172104    10405   319456 SH       DEFINED 05 06          319456        0        0
LIFE TECHNOLOGIES CORP         COM              53217V109     7223   138742 SH       DEFINED 05 06          138742        0        0
LILLY ELI & CO                 COM              532457108     1357    36177 SH       DEFINED 05 06           36177        0        0
LIMITED BRANDS INC             COM              532716107     1280    33287 SH       DEFINED 05 06           33287        0        0
LINCOLN NATL CORP IND          COM              534187109     4263   149781 SH       DEFINED 05 06          149781        0        0
LINCOLN NATL CORP IND          COM              534187109     9371   328919 SH       DEFINED 07             328919        0        0
LINEAR TECHNOLOGY CORP         COM              535678106      899    27229 SH       DEFINED 05 06           27229        0        0
LINKEDIN CORP                  COM CL A         53578A108      556     6181 SH       DEFINED 05 06            6181        0        0
LKQ CORP                       COM              501889208     9720   372561 SH       DEFINED 05 06          372561        0        0
LOCKHEED MARTIN CORP           COM              539830109     3011    37186 SH       DEFINED 05 06           37186        0        0
LOEWS CORP                     COM              540424108     1866    44339 SH       DEFINED 05 06           44339        0        0
LORILLARD INC                  COM              544147101     1766    16221 SH       DEFINED 05 06           16221        0        0
LOWES COS INC                  COM              548661107    12812   549620 SH       DEFINED 05 06          549620        0        0
LSI CORPORATION                COM              502161102      445    62536 SH       DEFINED 05 06           62536        0        0
LUBRIZOL CORP                  COM              549271104     1004     7478 SH       DEFINED 05 06            7478        0        0
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202     2768    86215 SH       DEFINED 05              75756     9738      721
M & T BK CORP                  COM              55261F104     1038    11810 SH       DEFINED 05 06           11810        0        0
M D C HLDGS INC                COM              552676108     1797    72891 SH       DEFINED 05 06           72891        0        0
MACERICH CO                    COM              554382101      787    14727 SH       DEFINED 05 06           14727        0        0
MACYS INC                      COM              55616P104     5750   196781 SH       DEFINED 05 06          196781        0        0
MACYS INC                      COM              55616P104     5510   188440 SH       DEFINED 07             188440        0        0
MAKITA CORP                    ADR NEW          560877300     5628   120417 SH       DEFINED 05             103646    15856      915
MANPOWERGROUP INC              COM              56418H100      466     8698 SH       DEFINED 05 06            8698        0        0
MARATHON OIL CORP              COM              565849106     4171    79264 SH       DEFINED 05 06           79264        0        0
MARRIOTT INTL INC NEW          CL A             571903202     1250    35209 SH       DEFINED 05 06           35209        0        0
MARSH & MCLENNAN COS INC       COM              571748102     3681   118096 SH       DEFINED 05 06          118096        0        0
MARSHALL & ILSLEY CORP NEW     COM              571837103      373    46892 SH       DEFINED 05 06           46892        0        0
MARTIN MARIETTA MATLS INC      COM              573284106      236     2950 SH       DEFINED 05 06            2950        0        0
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105     1139    77201 SH       DEFINED 05 06           77201        0        0
MASCO CORP                     COM              574599106      423    35237 SH       DEFINED 05 06           35237        0        0
MASTERCARD INC                 CL A             57636Q104     4488    14907 SH       DEFINED 05 06           14907        0        0
MATTEL INC                     COM              577081102     1218    44310 SH       DEFINED 05 06           44310        0        0
MAXIM INTEGRATED PRODS INC     COM              57772K101      877    34303 SH       DEFINED 05 06           34303        0        0
MCCORMICK & CO INC             COM NON VTG      579780206      675    13624 SH       DEFINED 05 06           13624        0        0
MCDERMOTT INTL INC             COM              580037109      359    18131 SH       DEFINED 05 06           18131        0        0
MCDONALDS CORP                 COM              580135101    24124   286235 SH       DEFINED 05 06          286235        0        0
MCDONALDS CORP                 COM              580135101     6403    75941 SH       DEFINED 07              75941        0        0
MCGRAW HILL COS INC            COM              580645109    12093   288543 SH       DEFINED 05 06          288543        0        0
MCKESSON CORP                  COM              58155Q103     2462    29434 SH       DEFINED 05 06           29434        0        0
MDU RES GROUP INC              COM              552690109      414    18418 SH       DEFINED 05 06           18418        0        0
MEAD JOHNSON NUTRITION CO      COM              582839106    20856   308746 SH       DEFINED 05 06          308746        0        0
MEADWESTVACO CORP              COM              583334107      616    18509 SH       DEFINED 05 06           18509        0        0
MEDCO HEALTH SOLUTIONS INC     COM              58405U102     2629    46520 SH       DEFINED 05 06           46520        0        0
MEDICAL PPTYS TRUST INC        COM              58463J304    13361  1162826 SH       DEFINED 05 06         1162826        0        0
MEDNAX INC                     COM              58502B106    20150   279042 SH       DEFINED 05 06          279042        0        0
MEDTRONIC INC                  COM              585055106     5129   133221 SH       DEFINED 05 06          133221        0        0
MEMC ELECTR MATLS INC          COM              552715104       28     3331 SH       DEFINED 05 06            3331        0        0
MERCADOLIBRE INC               COM              58733R102    35189   443524 SH       DEFINED 05 06          443524        0        0
MERCK & CO INC NEW             COM              58933Y105     4230   119922 SH       DEFINED 05 06          119922        0        0
METLIFE INC                    COM              59156R108     3316    75617 SH       DEFINED 05 06           75617        0        0
METLIFE INC                    UNIT 99/99/9999  59156R116     1665    20250 SH       DEFINED 05 06           20250        0        0
METROPCS COMMUNICATIONS INC    COM              591708102      568    33043 SH       DEFINED 05 06           33043        0        0
METROPCS COMMUNICATIONS INC    COM              591708102      264    15340 SH       DEFINED 07              15340        0        0
MGIC INVT CORP WIS             COM              552848103     4204   706500 SH       DEFINED 07             706500        0        0
MGM RESORTS INTERNATIONAL      COM              552953101      437    33072 SH       DEFINED 05 06           33072        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104      735    19387 SH       DEFINED 05 06           19387        0        0
MICRON TECHNOLOGY INC          COM              595112103      894   119656 SH       DEFINED 05 06          119656        0        0
MICROS SYS INC                 COM              594901100    47994   965472 SH       DEFINED 05 06          965472        0        0
MICROSOFT CORP                 COM              594918104   218164  8397394 SH       DEFINED 05 06         8397394        0        0
MICROSOFT CORP                 COM              594918104     1318    50683 SH       DEFINED 07              50683        0        0
MID-AMER APT CMNTYS INC        COM              59522J103    12812   190003 SH       DEFINED 05 06          190003        0        0
MOHAWK INDS INC                COM              608190104      353     5880 SH       DEFINED 05 06            5880        0        0
MOLEX INC                      CL A             608554200     3206   149272 SH       DEFINED 07             149272        0        0
MOLSON COORS BREWING CO        CL B             60871R209      914    20415 SH       DEFINED 05 06           20415        0        0
MONSANTO CO NEW                COM              61166W101    20624   284358 SH       DEFINED 05 06          284358        0        0
MOODYS CORP                    COM              615369105      946    24681 SH       DEFINED 05 06           24681        0        0
MORGAN STANLEY                 COM NEW          617446448     3734   162197 SH       DEFINED 05 06          162197        0        0
MOSAIC CO NEW                  COM              61945C103     1782    26322 SH       DEFINED 05 06           26322        0        0
MOTOROLA MOBILITY HLDGS INC    COM              620097105      734    33367 SH       DEFINED 05 06           33367        0        0
MOTOROLA SOLUTIONS INC         COM NEW          620076307     1796    39029 SH       DEFINED 05 06           39029        0        0
MURPHY OIL CORP                COM              626717102     1507    22953 SH       DEFINED 05 06           22953        0        0
MYLAN INC                      COM              628530107      990    40139 SH       DEFINED 05 06           40139        0        0
NABORS INDUSTRIES LTD          SHS              G6359F103      690    28010 SH       DEFINED 05 06           28010        0        0
NALCO HOLDING COMPANY          COM              62985Q101    13896   500224 SH       DEFINED 05 06          500224        0        0
NASDAQ OMX GROUP INC           COM              631103108      180     7113 SH       DEFINED 05 06            7113        0        0
NATIONAL OILWELL VARCO INC     COM              637071101    19673   251760 SH       DEFINED 05 06          251760        0        0
NATIONAL OILWELL VARCO INC     COM              637071101      477     6100 SH       DEFINED 07               6100        0        0
NATIONAL SEMICONDUCTOR CORP    COM              637640103      587    23867 SH       DEFINED 05 06           23867        0        0
NAVISTAR INTL CORP NEW         COM              63934E108     2823    50000 SH       DEFINED 05 06           50000        0        0
NETAPP INC                     COM              64110D104   117284  2221715 SH       DEFINED 05 06         2221715        0        0
NETFLIX INC                    COM              64110L106    40981   156006 SH       DEFINED 05 06          156006        0        0
NEW YORK CMNTY BANCORP INC     COM              649445103    25551  1704540 SH       DEFINED 05 06         1704540        0        0
NEWELL RUBBERMAID INC          COM              651229106      475    30152 SH       DEFINED 05 06           30152        0        0
NEWFIELD EXPL CO               COM              651290108      970    14269 SH       DEFINED 05 06           14269        0        0
NEWMONT MINING CORP            COM              651639106     3157    58509 SH       DEFINED 05 06           58509        0        0
NEWS CORP                      CL A             65248E104     8944   505623 SH       DEFINED 05 06          505623        0        0
NEWS CORP                      CL B             65248E203     1795    99357 SH       DEFINED 05 06           99357        0        0
NEWS CORP                      CL B             65248E203     3551   196400 SH       DEFINED 07             196400        0        0
NEXTERA ENERGY INC             COM              65339F101     2660    46320 SH       DEFINED 05 06           46320        0        0
NII HLDGS INC                  CL B NEW         62913F201     1103    26029 SH       DEFINED 05 06           26029        0        0
NIKE INC                       CL B             654106103    18336   203842 SH       DEFINED 05 06          203842        0        0
NISOURCE INC                   COM              65473P105      606    29905 SH       DEFINED 05 06           29905        0        0
NOBLE ENERGY INC               COM              655044105     1855    20701 SH       DEFINED 05 06           20701        0        0
NORDSTROM INC                  COM              655664100     1087    23161 SH       DEFINED 05 06           23161        0        0
NORFOLK SOUTHERN CORP          COM              655844108     4632    61837 SH       DEFINED 05 06           61837        0        0
NORTHEAST UTILS                COM              664397106      796    22636 SH       DEFINED 05 06           22636        0        0
NORTHERN TR CORP               COM              665859104     1134    24667 SH       DEFINED 05 06           24667        0        0
NORTHROP GRUMMAN CORP          COM              666807102     2268    32697 SH       DEFINED 05 06           32697        0        0
NRG ENERGY INC                 COM NEW          629377508      715    29117 SH       DEFINED 05 06           29117        0        0
NSTAR                          COM              67019E107      638    13877 SH       DEFINED 05 06           13877        0        0
NUANCE COMMUNICATIONS INC      COM              67020Y100    19973   930700 SH       DEFINED 05 06          930700        0        0
NUCOR CORP                     COM              670346105     1377    33406 SH       DEFINED 05 06           33406        0        0
NVIDIA CORP                    COM              67066G104     1068    67019 SH       DEFINED 05 06           67019        0        0
NVR INC                        COM              62944T105      161      222 SH       DEFINED 05 06             222        0        0
NXSTAGE MEDICAL INC            COM              67072V103     6310   303374 SH       DEFINED 05 06          303374        0        0
NYSE EURONEXT                  COM              629491101     2084    60895 SH       DEFINED 05 06           60895        0        0
O REILLY AUTOMOTIVE INC NEW    COM              67103H107     2942    44913 SH       DEFINED 05 06           44913        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105     1192    11460 SH       DEFINED 07              11460        0        0
OCCIDENTAL PETE CORP DEL       COM              674599105   139414  1340266 SH       DEFINED 05 06         1340266        0        0
OCEAN PWR TECHNOLOGIES INC     COM NEW          674870308      940   263982 SH       DEFINED 05 06          263982        0        0
OLD REP INTL CORP              COM              680223104      140    11929 SH       DEFINED 05 06           11929        0        0
OMNICARE INC                   COM              681904108      192     6020 SH       DEFINED 05 06            6020        0        0
OMNICOM GROUP INC              COM              681919106     1760    36551 SH       DEFINED 05 06           36551        0        0
ONEOK INC NEW                  COM              682680103      484     6542 SH       DEFINED 05 06            6542        0        0
OPENTABLE INC                  COM              68372A104    37771   454684 SH       DEFINED 05 06          454684        0        0
ORACLE CORP                    COM              68389X105   297686  9050965 SH       DEFINED 05 06         9050965        0        0
ORACLE CORP                    COM              68389X105     1070    32500 SH       DEFINED 07              32500        0        0
OWENS ILL INC                  COM NEW          690768403     5578   216385 SH       DEFINED 05 06          216385        0        0
PACCAR INC                     COM              693718108     2529    49492 SH       DEFINED 05 06           49492        0        0
PACIFIC BIOSCIENCES CALIF IN   COM              69404D108      885    75724 SH       DEFINED 05 06           75724        0        0
PALL CORP                      COM              696429307     2090    37160 SH       DEFINED 07              37160        0        0
PALL CORP                      COM              696429307     5151    91637 SH       DEFINED 05 06           91637        0        0
PARKER HANNIFIN CORP           COM              701094104     1550    17270 SH       DEFINED 05 06           17270        0        0
PARTNERRE LTD                  COM              G6852T105      526     7654 SH       DEFINED 05 06            7654        0        0
PATTERSON COMPANIES INC        COM              703395103      348    10569 SH       DEFINED 05 06           10569        0        0
PATTERSON UTI ENERGY INC       COM              703481101      184     5815 SH       DEFINED 05 06            5815        0        0
PAYCHEX INC                    COM              704326107     1202    39163 SH       DEFINED 05 06           39163        0        0
PEABODY ENERGY CORP            COM              704549104     2116    35929 SH       DEFINED 05 06           35929        0        0
PENNEY J C INC                 COM              708160106      918    26592 SH       DEFINED 05 06           26592        0        0
PENNSYLVANIA RL ESTATE INVT    SH BEN INT       709102107     7078   451145 SH       DEFINED 05 06          451145        0        0
PENTAIR INC                    COM              709631105     9878   244678 SH       DEFINED 05 06          244678        0        0
PEOPLES UNITED FINANCIAL INC   COM              712704105      650    48383 SH       DEFINED 05 06           48383        0        0
PEPCO HOLDINGS INC             COM              713291102      443    22598 SH       DEFINED 05 06           22598        0        0
PEPSICO INC                    COM              713448108   101563  1443068 SH       DEFINED 05 06         1443068        0        0
PEPSICO INC                    COM              713448108     3845    54594 SH       DEFINED 07              54594        0        0
PERRIGO CO                     COM              714290103      863     9823 SH       DEFINED 05 06            9823        0        0
PETROHAWK ENERGY CORP          COM              716495106      923    37406 SH       DEFINED 05 06           37406        0        0
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408     3867   114203 SH       DEFINED 05             101733    11457     1013
PETSMART INC                   COM              716768106      518    11408 SH       DEFINED 05 06           11408        0        0
PFIZER INC                     COM              717081103    92824  4508215 SH       DEFINED 05 06         4508215        0        0
PFIZER INC                     COM              717081103     1084    52600 SH       DEFINED 07              52600        0        0
PG&E CORP                      COM              69331C108     1900    45230 SH       DEFINED 05 06           45230        0        0
PHARMACEUTICAL PROD DEV INC    COM              717124101      161     6015 SH       DEFINED 05 06            6015        0        0
PHARMASSET INC                 COM              71715N106      274     2446 SH       DEFINED 05 06            2446        0        0
PHARMASSET INC                 COM              71715N106      287     2554 SH       DEFINED 07               2554        0        0
PHILIP MORRIS INTL INC         COM              718172109     5008    75039 SH       DEFINED 05 06           75039        0        0
PINNACLE WEST CAP CORP         COM              723484101      477    10708 SH       DEFINED 05 06           10708        0        0
PIONEER NAT RES CO             COM              723787107     1093    12201 SH       DEFINED 05 06           12201        0        0
PITNEY BOWES INC               COM              724479100     9513   414162 SH       DEFINED 05 06          414162        0        0
PLAINS EXPL& PRODTN CO         COM              726505100      626    16430 SH       DEFINED 05 06           16430        0        0
PLUM CREEK TIMBER CO INC       COM              729251108      911    22481 SH       DEFINED 05 06           22481        0        0
PNC FINL SVCS GROUP INC        COM              693475105    42664   716077 SH       DEFINED 05 06          716077        0        0
PNC FINL SVCS GROUP INC        COM              693475105      210     3530 SH       DEFINED 07               3530        0        0
POLO RALPH LAUREN CORP         CL A             731572103   113665   857524 SH       DEFINED 05 06          857524        0        0
POLO RALPH LAUREN CORP         CL A             731572103     1240     9349 SH       DEFINED 07               9349        0        0
POLYCOM INC                    COM              73172K104    55781   867917 SH       DEFINED 05 06          867917        0        0
POLYPORE INTL INC              COM              73179V103    41983   619039 SH       DEFINED 05 06          619039        0        0
POPULAR INC                    COM              733174106     1442   522358 SH       DEFINED 07             522358        0        0
POWERSHS DB MULTI SECT COMM    DB AGRICULT FD   73936B408      317    10000 SH       DEFINED 07              10000        0        0
PPG INDS INC                   COM              693506107    16478   181554 SH       DEFINED 05 06          181554        0        0
PPL CORP                       COM              69351T106     1833    65861 SH       DEFINED 05 06           65861        0        0
PRAXAIR INC                    COM              74005P104      500     4610 SH       DEFINED 07               4610        0        0
PRAXAIR INC                    COM              74005P104   104891   968072 SH       DEFINED 05 06          968072        0        0
PRECISION CASTPARTS CORP       COM              740189105    27538   167353 SH       DEFINED 05 06          167353        0        0
PRICE T ROWE GROUP INC         COM              74144T108     1797    29789 SH       DEFINED 05 06           29789        0        0
PRICELINE COM INC              COM NEW          741503403   124249   242712 SH       DEFINED 05 06          242712        0        0
PRINCIPAL FINL GROUP INC       COM              74251V102     1269    41687 SH       DEFINED 05 06           41687        0        0
PROCTER & GAMBLE CO            COM              742718109    20718   326165 SH       DEFINED 05 06          326165        0        0
PROGRESS ENERGY INC            COM              743263105    13835   288221 SH       DEFINED 05 06          288221        0        0
PROGRESSIVE CORP OHIO          COM              743315103     1648    77148 SH       DEFINED 05 06           77148        0        0
PROLOGIS INC                   COM              74340W103     1796    50178 SH       DEFINED 05 06           50178        0        0
PROSPECT CAPITAL CORPORATION   COM              74348T102     3372   333496 SH       DEFINED 07             333496        0        0
PROSPECT CAPITAL CORPORATION   COM              74348T102      671    66504 SH       DEFINED 05 06           66504        0        0
PRUDENTIAL FINL INC            COM              744320102    17549   276014 SH       DEFINED 05 06          276014        0        0
PS BUSINESS PKS INC CALIF      COM              69360J107     7126   129288 SH       DEFINED 05 06          129288        0        0
PUBLIC STORAGE                 COM              74460D109     1769    15518 SH       DEFINED 05 06           15518        0        0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     1938    59413 SH       DEFINED 05 06           59413        0        0
PULTE GROUP INC                COM              745867101      180    23558 SH       DEFINED 05 06           23558        0        0
QEP RES INC                    COM              74733V100      780    18662 SH       DEFINED 05 06           18662        0        0
QUALCOMM INC                   COM              747525103   134068  2362024 SH       DEFINED 05 06         2362024        0        0
QUANTA SVCS INC                COM              74762E102    13805   684078 SH       DEFINED 05 06          684078        0        0
QUEST DIAGNOSTICS INC          COM              74834L100     1170    19810 SH       DEFINED 05 06           19810        0        0
QUESTAR CORP                   COM              748356102      203    11481 SH       DEFINED 05 06           11481        0        0
RADIAN GROUP INC               COM              750236101     4415  1043839 SH       DEFINED 07            1043839        0        0
RALCORP HLDGS INC NEW          COM              751028101      278     3207 SH       DEFINED 05 06            3207        0        0
RAM ENERGY RESOURCES INC       COM              75130P109     4068 13559322 SH       DEFINED 07           13559322        0        0
RANGE RES CORP                 COM              75281A109     5101    91944 SH       DEFINED 05 06           91944        0        0
RAYONIER INC                   COM              754907103      331     5069 SH       DEFINED 05 06            5069        0        0
RAYTHEON CO                    COM NEW          755111507     2138    42909 SH       DEFINED 05 06           42909        0        0
RED HAT INC                    COM              756577102      927    20196 SH       DEFINED 05 06           20196        0        0
REGAL BELOIT CORP              COM              758750103    12104   181227 SH       DEFINED 05 06          181227        0        0
REGENCY CTRS CORP              COM              758849103      222     5055 SH       DEFINED 05 06            5055        0        0
REGIONS FINANCIAL CORP NEW     COM              7591EP100     1728   279224 SH       DEFINED 05 06          279224        0        0
RENAISSANCERE HOLDINGS LTD     COM              G7496G103      388     5555 SH       DEFINED 05 06            5555        0        0
REPUBLIC SVCS INC              COM              760759100     1144    37107 SH       DEFINED 05 06           37107        0        0
REYNOLDS AMERICAN INC          COM              761713106    10532   284498 SH       DEFINED 05 06          284498        0        0
REYNOLDS AMERICAN INC          COM              761713106     5224   141000 SH       DEFINED 07             141000        0        0
RIO TINTO PLC                  SPONSORED ADR    767204100     4477    61905 SH       DEFINED 05              54330     7057      518
ROBERT HALF INTL INC           COM              770323103      376    13911 SH       DEFINED 05 06           13911        0        0
ROCK-TENN CO                   CL A             772739207      212     3195 SH       DEFINED 05 06            3195        0        0
ROCKWELL AUTOMATION INC        COM              773903109    14663   169062 SH       DEFINED 05 06          169062        0        0
ROCKWELL COLLINS INC           COM              774341101     1190    19285 SH       DEFINED 05 06           19285        0        0
ROPER INDS INC NEW             COM              776696106    21925   263335 SH       DEFINED 05 06          263335        0        0
ROSS STORES INC                COM              778296103    10566   131823 SH       DEFINED 05 06          131823        0        0
ROVI CORP                      COM              779376102    49027   854724 SH       DEFINED 05 06          854724        0        0
ROVI CORP                      COM              779376102      677    11800 SH       DEFINED 07              11800        0        0
ROWAN COS INC                  COM              779382100      537    13852 SH       DEFINED 05 06           13852        0        0
ROYAL DUTCH SHELL PLC          SPON ADR B       780259107      266     3710 SH       DEFINED 05               3001      709        0
RPX CORP                       COM              74972G103      969    34574 SH       DEFINED 05 06           34574        0        0
RUBICON MINERALS CORP          COM              780911103     1315   373710 SH       DEFINED 07             373710        0        0
RUE21 INC                      COM              781295100     3745   115223 SH       DEFINED 05 06          115223        0        0
SAFEWAY INC                    COM NEW          786514208      975    41751 SH       DEFINED 05 06           41751        0        0
SAIC INC                       COM              78390X101      646    38377 SH       DEFINED 05 06           38377        0        0
SAKS INC                       COM              79377W108      932    83400 SH       DEFINED 05 06           83400        0        0
SAKS INC                       COM              79377W108      991    88730 SH       DEFINED 07              88730        0        0
SALESFORCE COM INC             COM              79466L302    12178    81733 SH       DEFINED 05 06           81733        0        0
SANDISK CORP                   COM              80004C101     1079    25988 SH       DEFINED 05 06           25988        0        0
SARA LEE CORP                  COM              803111103     2397   126332 SH       DEFINED 05 06          126332        0        0
SARA LEE CORP                  COM              803111103      983    51790 SH       DEFINED 07              51790        0        0
SAVVIS INC                     COM NEW          805423308      517    13070 SH       DEFINED 05 06           13070        0        0
SAVVIS INC                     COM NEW          805423308     1013    25628 SH       DEFINED 07              25628        0        0
SBA COMMUNICATIONS CORP        COM              78388J106      221     5780 SH       DEFINED 05 06            5780        0        0
SCANA CORP NEW                 COM              80589M102      663    16860 SH       DEFINED 05 06           16860        0        0
SCHEIN HENRY INC               COM              806407102      800    11169 SH       DEFINED 05 06           11169        0        0
SCHLUMBERGER LTD               COM              806857108    22958   265872 SH       DEFINED 05 06          265872        0        0
SCHWAB CHARLES CORP NEW        COM              808513105     2088   127063 SH       DEFINED 05 06          127063        0        0
SCRIPPS NETWORKS INTERACT IN   CL A COM         811065101      424     8682 SH       DEFINED 05 06            8682        0        0
SEADRILL LIMITED               SHS              G7945E105     3266    92572 SH       DEFINED 05              78775    13138      659
SEALED AIR CORP NEW            COM              81211K100      372    15638 SH       DEFINED 05 06           15638        0        0
SEARS HLDGS CORP               COM              812350106      454     6362 SH       DEFINED 05 06            6362        0        0
SEI INVESTMENTS CO             COM              784117103      189     8415 SH       DEFINED 05 06            8415        0        0
SEMPRA ENERGY                  COM              816851109     1401    26504 SH       DEFINED 05 06           26504        0        0
SHERWIN WILLIAMS CO            COM              824348106     1052    12537 SH       DEFINED 05 06           12537        0        0
SHIRE PLC                      SPONSORED ADR    82481R106     3392    36008 SH       DEFINED 05              30729     5014      265
SIGMA ALDRICH CORP             COM              826552101     1039    14159 SH       DEFINED 05 06           14159        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    40263   346380 SH       DEFINED 05 06          346380        0        0
SIRIUS XM RADIO INC            COM              82967N108      694   317117 SH       DEFINED 05 06          317117        0        0
SIRONA DENTAL SYSTEMS INC      COM              82966C103     6336   119403 SH       DEFINED 05 06          119403        0        0
SKYWORKS SOLUTIONS INC         COM              83088M102    26964  1173884 SH       DEFINED 05 06         1173884        0        0
SL GREEN RLTY CORP             COM              78440X101    12957   156338 SH       DEFINED 05 06          156338        0        0
SLM CORP                       COM              78442P106     1872   111268 SH       DEFINED 05 06          111268        0        0
SLM CORP                       COM              78442P106     1036    61650 SH       DEFINED 07              61650        0        0
SMUCKER J M CO                 COM NEW          832696405     1176    15397 SH       DEFINED 05 06           15397        0        0
SOLAZYME INC                   COM              83415T101     1447    62989 SH       DEFINED 05 06           62989        0        0
SOTHEBYS                       COM              835898107     1995    45857 SH       DEFINED 05 06           45857        0        0
SOTHEBYS                       COM              835898107      683    15710 SH       DEFINED 07              15710        0        0
SOUTHERN CO                    COM              842587107     2893    71673 SH       DEFINED 05 06           71673        0        0
SOUTHWEST AIRLS CO             COM              844741108      602    52669 SH       DEFINED 05 06           52669        0        0
SOUTHWESTERN ENERGY CO         COM              845467109     1745    40734 SH       DEFINED 05 06           40734        0        0
SPECTRA ENERGY CORP            COM              847560109     2092    76339 SH       DEFINED 05 06           76339        0        0
SPRINT NEXTEL CORP             COM SER 1        852061100     1831   340409 SH       DEFINED 05 06          340409        0        0
SPROTT PHYSICAL GOLD TRUST     UNIT             85207H104     5834   447023 SH       DEFINED 07             447023        0        0
SPX CORP                       COM              784635104      453     5481 SH       DEFINED 05 06            5481        0        0
ST JUDE MED INC                COM              790849103     1834    38478 SH       DEFINED 05 06           38478        0        0
STAG INDL INC                  COM              85254J102     6665   545000 SH       DEFINED 05 06          545000        0        0
STANLEY BLACK & DECKER INC     COM              854502101     1477    20513 SH       DEFINED 05 06           20513        0        0
STAPLES INC                    COM              855030102     1429    90465 SH       DEFINED 05 06           90465        0        0
STARBUCKS CORP                 COM              855244109    15802   400142 SH       DEFINED 05 06          400142        0        0
STARWOOD HOTELS&RESORTS WRLD   COM              85590A401     9370   167181 SH       DEFINED 05 06          167181        0        0
STATE STR CORP                 COM              857477103    12054   267445 SH       DEFINED 05 06          267445        0        0
STERICYCLE INC                 COM              858912108    10454   117315 SH       DEFINED 05 06          117315        0        0
STRYKER CORP                   COM              863667101     2070    35290 SH       DEFINED 05 06           35290        0        0
SUCCESSFACTORS INC             COM              864596101      785    26700 SH       DEFINED 07              26700        0        0
SUN COMMUNITIES INC            COM              866674104     7020   188405 SH       DEFINED 05 06          188405        0        0
SUNOCO INC                     COM              86764P109      643    15431 SH       DEFINED 05 06           15431        0        0
SUNTRUST BKS INC               COM              867914103     1521    59015 SH       DEFINED 05 06           59015        0        0
SUPERVALU INC                  COM              868536103       38     4077 SH       DEFINED 05 06            4077        0        0
SUSQUEHANNA BANCSHARES INC P   COM              869099101     4480   560000 SH       DEFINED 07             560000        0        0
SYMANTEC CORP                  COM              871503108     2016   102336 SH       DEFINED 05 06          102336        0        0
SYNOPSYS INC                   COM              871607107      362    14069 SH       DEFINED 05 06           14069        0        0
SYSCO CORP                     COM              871829107     2180    69887 SH       DEFINED 05 06           69887        0        0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100     8560   678818 SH       DEFINED 07             678818        0        0
TAM SA                         SP ADR REP PFD   87484D103     4078   186828 SH       DEFINED 07             186828        0        0
TARGET CORP                    COM              87612E106     4178    89085 SH       DEFINED 05 06           89085        0        0
TD AMERITRADE HLDG CORP        COM              87236Y108      668    34241 SH       DEFINED 05 06           34241        0        0
TECH DATA CORP                 COM              878237106    28367   580579 SH       DEFINED 05 06          580579        0        0
TECK RESOURCES LTD             CL B             878742204     1001    19734 SH       DEFINED 07              19734        0        0
TECO ENERGY INC                COM              872375100      153     8082 SH       DEFINED 05 06            8082        0        0
TELEPHONE & DATA SYS INC       SPL COM          879433860     3645   135364 SH       DEFINED 07             135364        0        0
TEMPUR PEDIC INTL INC          COM              88023U101    15841   233540 SH       DEFINED 05 06          233540        0        0
TEMPUR PEDIC INTL INC          COM              88023U101     2306    34000 SH       DEFINED 07              34000        0        0
TENET HEALTHCARE CORP          COM              88033G100     1021   163806 SH       DEFINED 05 06          163806        0        0
TENET HEALTHCARE CORP          COM              88033G100      987   158224 SH       DEFINED 07             158224        0        0
TERADATA CORP DEL              COM              88076W103    36430   605153 SH       DEFINED 05 06          605153        0        0
TESLA MTRS INC                 COM              88160R101     1498    51455 SH       DEFINED 05 06           51455        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     2790    57857 SH       DEFINED 05              50627     6750      480
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     1059    21970 SH       DEFINED 07              21970        0        0
TEXAS INSTRS INC               COM              882508104    16593   505889 SH       DEFINED 05 06          505889        0        0
TEXTRON INC                    COM              883203101      651    27562 SH       DEFINED 05 06           27562        0        0
THERMO FISHER SCIENTIFIC INC   COM              883556102    36781   571404 SH       DEFINED 05 06          571404        0        0
TIFFANY & CO NEW               COM              886547108    12357   157448 SH       DEFINED 05 06          157448        0        0
TIFFANY & CO NEW               COM              886547108     3141    40000 SH       DEFINED 07              40000        0        0
TIME WARNER CABLE INC          COM              88732J207     3015    38627 SH       DEFINED 05 06           38627        0        0
TIME WARNER INC                COM NEW          887317303    23719   652153 SH       DEFINED 05 06          652153        0        0
TJX COS INC NEW                COM              872540109    21276   405258 SH       DEFINED 05 06          405258        0        0
TOLL BROTHERS INC              COM              889478103      185     8913 SH       DEFINED 05 06            8913        0        0
TORCHMARK CORP                 COM              891027104      564     8788 SH       DEFINED 05 06            8788        0        0
TOTAL SYS SVCS INC             COM              891906109      423    22779 SH       DEFINED 05 06           22779        0        0
TRAVELERS COMPANIES INC        COM              89417E109     3010    51564 SH       DEFINED 05 06           51564        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    10007   252458 SH       DEFINED 05 06          252458        0        0
TRW AUTOMOTIVE HLDGS CORP      COM              87264S106      376     6370 SH       DEFINED 05 06            6370        0        0
TYSON FOODS INC                CL A             902494103      762    39255 SH       DEFINED 05 06           39255        0        0
UDR INC                        COM              902653104    16222   660773 SH       DEFINED 05 06          660773        0        0
ULTA SALON COSMETCS & FRAG I   COM              90384S303     4250    65890 SH       DEFINED 05 06           65890        0        0
ULTRA PETROLEUM CORP           COM              903914109    10332   225892 SH       DEFINED 05 06          225892        0        0
UNILEVER N V                   N Y SHS NEW      904784709     5065   154200 SH       DEFINED 05             132711    20352     1137
UNION PAC CORP                 COM              907818108    38102   365067 SH       DEFINED 05 06          365067        0        0
UNITED CONTL HLDGS INC         COM              910047109     3834   169430 SH       DEFINED 05 06          169430        0        0
UNITED CONTL HLDGS INC         COM              910047109     1859    82150 SH       DEFINED 07              82150        0        0
UNITED PARCEL SERVICE INC      CL B             911312106    37679   516649 SH       DEFINED 05 06          516649        0        0
UNITED PARCEL SERVICE INC      CL B             911312106      868    11900 SH       DEFINED 07              11900        0        0
UNITED STATES STL CORP NEW     COM              912909108      917    19923 SH       DEFINED 05 06           19923        0        0
UNITED TECHNOLOGIES CORP       COM              913017109     9614   108630 SH       DEFINED 05 06          108630        0        0
UNITEDHEALTH GROUP INC         COM              91324P102     6974   135183 SH       DEFINED 05 06          135183        0        0
UNIVERSAL HLTH SVCS INC        CL B             913903100      174     3371 SH       DEFINED 05 06            3371        0        0
UNUM GROUP                     COM              91529Y106      922    36164 SH       DEFINED 05 06           36164        0        0
URBAN OUTFITTERS INC           COM              917047102      210     7449 SH       DEFINED 05 06            7449        0        0
URS CORP NEW                   COM              903236107      218     4863 SH       DEFINED 05 06            4863        0        0
US BANCORP DEL                 COM NEW          902973304    19500   764701 SH       DEFINED 05 06          764701        0        0
V F CORP                       COM              918204108     1171    10790 SH       DEFINED 05 06           10790        0        0
VAIL RESORTS INC               COM              91879Q109     3269    70704 SH       DEFINED 05 06           70704        0        0
VALERO ENERGY CORP NEW         COM              91913Y100     1617    63230 SH       DEFINED 05 06           63230        0        0
VARIAN MED SYS INC             COM              92220P105      993    14192 SH       DEFINED 05 06           14192        0        0
VARIAN SEMICONDUCTOR EQUIPMN   COM              922207105     1020    16596 SH       DEFINED 07              16596        0        0
VARIAN SEMICONDUCTOR EQUIPMN   COM              922207105      516     8404 SH       DEFINED 05 06            8404        0        0
VEECO INSTRS INC DEL           COM              922417100    11785   243643 SH       DEFINED 05 06          243643        0        0
VERISIGN INC                   COM              92343E102      769    22995 SH       DEFINED 05 06           22995        0        0
VERISK ANALYTICS INC           CL A             92345Y106      256     7381 SH       DEFINED 05 06            7381        0        0
VERIZON COMMUNICATIONS INC     COM              92343V104      216     5797 SH       DEFINED 05               4698     1099        0
VERIZON COMMUNICATIONS INC     COM              92343V104    31476   845900 SH       DEFINED 05 06          845900        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100     1350    25959 SH       DEFINED 05 06           25959        0        0
VIACOM INC NEW                 CL B             92553P201     3120    61213 SH       DEFINED 05 06           61213        0        0
VIMPELCOM LTD                  SPONSORED ADR    92719A106     3177   248970 SH       DEFINED 07             248970        0        0
VIRGIN MEDIA INC               COM              92769L101     3143   145927 SH       DEFINED 05 06          145927        0        0
VISA INC                       COM CL A         92826C839     8352    99112 SH       DEFINED 05 06           99112        0        0
VMWARE INC                     CL A COM         928563402    28268   282231 SH       DEFINED 05 06          282231        0        0
VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W209      242     9069 SH       DEFINED 05               7344     1725        0
VORNADO RLTY TR                SH BEN INT       929042109    25438   273000 SH       DEFINED 05 06          273000        0        0
VULCAN MATLS CO                COM              929160109      606    15750 SH       DEFINED 05 06           15750        0        0
WAL MART STORES INC            COM              931142103    14509   273195 SH       DEFINED 05 06          273195        0        0
WAL MART STORES INC            COM              931142103     2126    40000 SH       DEFINED 07              40000        0        0
WALGREEN CO                    COM              931422109     4596   108273 SH       DEFINED 05 06          108273        0        0
WALTER ENERGY INC              COM              93317Q105      415     3587 SH       DEFINED 05 06            3587        0        0
WASHINGTON POST CO             CL B             939640108      128      306 SH       DEFINED 05 06             306        0        0
WASTE MGMT INC DEL             COM              94106L109     1933    51884 SH       DEFINED 05 06           51884        0        0
WATERS CORP                    COM              941848103      935     9764 SH       DEFINED 05 06            9764        0        0
WATSON PHARMACEUTICALS INC     COM              942683103      931    13547 SH       DEFINED 05 06           13547        0        0
WEATHERFORD INTERNATIONAL LT   REG SHS          H27013103     1481    78979 SH       DEFINED 05 06           78979        0        0
WEBMD HEALTH CORP              COM              94770V102    12007   263490 SH       DEFINED 05 06          263490        0        0
WEINGARTEN RLTY INVS           SH BEN INT       948741103    10221   406076 SH       DEFINED 05 06          406076        0        0
WELLPOINT INC                  COM              94973V107     3832    48658 SH       DEFINED 05 06           48658        0        0
WELLS FARGO & CO NEW           COM              949746101    19954   711385 SH       DEFINED 05 06          711385        0        0
WELLS FARGO & CO NEW           COM              949746101    14639   521714 SH       DEFINED 07             521714        0        0
WENDYS ARBYS GROUP INC         COM              950587105     7202  1420425 SH       DEFINED 05 06         1420425        0        0
WESTERN DIGITAL CORP           COM              958102105     1117    30729 SH       DEFINED 05 06           30729        0        0
WESTERN UN CO                  COM              959802109     1489    74374 SH       DEFINED 05 06           74374        0        0
WEYERHAEUSER CO                COM              962166104      228    10429 SH       DEFINED 05 06           10429        0        0
WHIRLPOOL CORP                 COM              963320106      770     9475 SH       DEFINED 05 06            9475        0        0
WHITING PETE CORP NEW          COM              966387102      352     6179 SH       DEFINED 05 06            6179        0        0
WHOLE FOODS MKT INC            COM              966837106     1274    20085 SH       DEFINED 05 06           20085        0        0
WILLIAMS COS INC DEL           COM              969457100     3192   105593 SH       DEFINED 05 06          105593        0        0
WILLIAMS COS INC DEL           COM              969457100     1016    33580 SH       DEFINED 07              33580        0        0
WILLIAMS SONOMA INC            COM              969904101    17917   490749 SH       DEFINED 05 06          490749        0        0
WINDSTREAM CORP                COM              97381W104      755    58282 SH       DEFINED 05 06           58282        0        0
WISCONSIN ENERGY CORP          COM              976657106      775    24734 SH       DEFINED 05 06           24734        0        0
WYNDHAM WORLDWIDE CORP         COM              98310W108      287     8534 SH       DEFINED 05 06            8534        0        0
WYNN RESORTS LTD               COM              983134107    27021   188249 SH       DEFINED 05 06          188249        0        0
XCEL ENERGY INC                COM              98389B100     1358    55915 SH       DEFINED 05 06           55915        0        0
XEROX CORP                     COM              984121103     1663   159789 SH       DEFINED 05 06          159789        0        0
XILINX INC                     COM              983919101    23776   651931 SH       DEFINED 05 06          651931        0        0
YAHOO INC                      COM              984332106     3116   207336 SH       DEFINED 05 06          207336        0        0
YAHOO INC                      COM              984332106      951    63250 SH       DEFINED 07              63250        0        0
YUM BRANDS INC                 COM              988498101    13347   241747 SH       DEFINED 05 06          241747        0        0
ZIMMER HLDGS INC               COM              98956P102     1487    23540 SH       DEFINED 05 06           23540        0        0
ZIONS BANCORPORATION           COM              989701107     1472    61345 SH       DEFINED 05 06           61345        0        0
ZIPCAR INC                     COM              98974X103     1703    83616 SH       DEFINED 05 06           83616        0        0
</TABLE>