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geform13-f.txt
                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    FORM 13F

                               FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2012

Check here if Amendment [ ]; Amendment Number:

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

Institutional Investment Manager Filing this Report:

General Electric Company
3135 Easton Turnpike
Fairfield, CT 06828

13F File Number:  028-01502

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:     Robert R. DeGennaro
Title:    Assistant Controller
Phone:    (203) 373-2535

Signature, Place, and Date of Signing:


Robert R. DeGennaro     Fairfield, CT  06828          August 3, 2012
-------------------     -------------  -----          -----------------
   (Signature)          (City, State)  (Zip)              (Date)



Report Type (Check only one.):

[X]  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
     are reported in this report).)

[ ]  13F NOTICE. (Check here if no holdings reported are in this report, and
     all holdings are reported by other reporting manager(s).)

[ ]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this
     reporting manager are reported in this report and a portion are reported by
     other reporting manager(s).)




                              FORM 13F SUMMARY PAGE


Report Summary:

Number of Other Included Managers: 1

Form 13F Information Table Entry Total: 639

Form 13F Information Table Value Total:  $23,375,584

                                         (thousands)

List of Other Included Managers:

No. Form 13F File Number  Name
--  --------------------  ----

001  028-05827             GE Asset Management






     FROM 13F INFORMATION TABLE
                                                                                           
COLUMN 1                         COLUMN 2          COLUMN 3   COLUMN 4   COLUMN 5           COLUMN 6  COLUMN 7      COLUMN 8
--------------                --------------      ---------   --------   --------- -------- ---------  --------  -------------------
                                TITLE OF                       VALUE     SHRS OR SH/ PUT/ INVESTMENT  OTHER    ---VOTING AUTHORITY
NAME OF ISSUER                  CLASS              CUSIP      (x$1000)   PRN AMT PRN CALL DISCRETION  MANAGERS  SOLE   SHARED  NONE
--------------                  --------------    ---------   -------   -------- --- ---- ----------  -------- -------- ------ -----
ALTERRA CAPITAL HOLDINGS LIM    COM               G0229R108     22048     944225  SH       DEFINED      01      944225
AON PLC                         SHS CL A          G0408V102      2079      44442  SH       DEFINED      01       44442
ARCOS DORADOS HOLDINGS INC      SHS CLASS -A -    G0457F107     14936    1010573  SH       DEFINED      01     1010573
ACCENTURE PLC IRELAND           SHS CLASS A       G1151C101      5272      87741  SH       DEFINED      01       87741
COOPER INDUSTRIES PLC           SHS               G24140108     71781    1052816  SH       DEFINED      01     1052816
CREDICORP LTD                   COM               G2519Y108     40578     322326  SH       DEFINED      01      322326
COVIDIEN PLC                    SHS               G2554F113    461555    8627197  SH       DEFINED      01     8627197
GENPACT LIMITED                 SHS               G3922B107    180392   10847364  SH       SOLE               10847364
HOLLYSYS AUTOMATION TECHNOLO    SHS               G45667105      5585     655555  SH       DEFINED      01      655555
INGERSOLL-RAND PLC              SHS               G47791101      1716      40671  SH       DEFINED      01       40671
INVESCO LTD                     SHS               G491BT108    191025    8452418  SH       DEFINED      01     8452418
MARVELL TECHNOLOGY GROUP LTD    ORD               G5876H105     10237     907521  SH       DEFINED      01      907521
NABORS INDUSTRIES LTD           SHS               G6359F103       569      39525  SH       DEFINED      01       39525
PARTNERRE LTD                   COM               G6852T105     21671     286391  SH       DEFINED      01      286391
RENAISSANCERE HOLDINGS LTD      COM               G7496G103      3188      41940  SH       DEFINED      01       41940
ROWAN COMPANIES PLC             SHS CL A          G7665A101       547      16907  SH       DEFINED      01       16907
SEAGATE TECHNOLOGY PLC          SHS               G7945M107      1276      51600  SH       DEFINED      01       51600
XL GROUP PLC                    SHS               G98290102       893      42438  SH       DEFINED      01       42438
ACE LTD                         SHS               H0023R105    191713    2586175  SH       DEFINED      01     2586175
WEATHERFORD INTERNATIONAL LT    REG SHS           H27013103     13243    1048566  SH       DEFINED      01     1048566
NOBLE CORPORATION BAAR          NAMEN -AKT        H5833N103     13838     425390  SH       DEFINED      01      425390
TE CONNECTIVITY LTD             REG SHS           H84989104      1858      58214  SH       DEFINED      01       58214
TYCO INTERNATIONAL LTD          SHS               H89128104      3331      63018  SH       DEFINED      01       63018
NIELSEN HOLDINGS N V            COM               N63218106     80627    3075027  SH       DEFINED      01     3075027
ROYAL CARIBBEAN CRUISES LTD     COM               V7780T103     12712     488366  SH       DEFINED      01      488366
ABB LTD                         SPONSORED ADR     000375204     22594    1384437  SH       DEFINED      01     1384437
AFLAC INC                       COM               001055102      2712      63667  SH       DEFINED      01       63667
AGL RES INC                     COM               001204106       619      15972  SH       DEFINED      01       15972
AES CORP                        COM               00130H105    138607   10803313  SH       DEFINED      01    10803313
AMN HEALTHCARE SERVICES INC     COM               001744101       536      90365  SH       SOLE                  90365
AT&T INC                        COM               00206R102     87517    2454203  SH       DEFINED      01     2454203
ABBOTT LABS                     COM               002824100     13810     214215  SH       DEFINED      01      214215
ABERCROMBIE & FITCH CO          CL A              002896207       384      11239  SH       DEFINED      01       11239
ACTIVISION BLIZZARD INC         COM               00507V109     16605    1384898  SH       DEFINED      01     1384898
ADOBE SYS INC                   COM               00724F101      2186      67547  SH       DEFINED      01       67547
ADVANCED MICRO DEVICES INC      COM               007903107       460      80210  SH       DEFINED      01       80210
AETNA INC NEW                   COM               00817Y108      3206      82699  SH       DEFINED      01       82699
AFFILIATED MANAGERS GROUP       COM               008252108     23560     215262  SH       DEFINED      01      215262
AGILENT TECHNOLOGIES INC        COM               00846U101     98047    2498643  SH       DEFINED      01     2498643
AIR PRODS & CHEMS INC           COM               009158106      2324      28786  SH       DEFINED      01       28786
AIRGAS INC                      COM               009363102       792       9423  SH       DEFINED      01        9423
AKAMAI TECHNOLOGIES INC         COM               00971T101       775      24396  SH       DEFINED      01       24396
ALBEMARLE CORP                  COM               012653101       256       4291  SH       DEFINED      01        4291
ALCOA INC                       COM               013817101      1271     145230  SH       DEFINED      01      145230
ALEXION PHARMACEUTICALS INC     COM               015351109     31678     319016  SH       DEFINED      01      319016
ALLEGHANY CORP DEL              COM               017175100     10193      30000  SH       DEFINED      01       30000
ALLEGHENY TECHNOLOGIES INC      COM               01741R102     74925    2349478  SH       DEFINED      01     2349478
ALLERGAN INC                    COM               018490102      3876      41870  SH       DEFINED      01       41870
ALLIANCE HEALTHCARE SRVCS IN    COM NEW           018606202      1118    1120160  SH       SOLE                1120160
ALLSTATE CORP                   COM               020002101      3345      95333  SH       DEFINED      01       95333
ALPHA NATURAL RESOURCES INC     COM               02076X102       261      29991  SH       DEFINED      01       29991
ALTERA CORP                     COM               021441100     23784     702845  SH       DEFINED      01      702845
ALTRIA GROUP INC                COM               02209S103     86812    2512645  SH       DEFINED      01     2512645
AMAZON COM INC                  COM               023135106    115704     506698  SH       DEFINED      01      506698
AMEREN CORP                     COM               023608102      1108      33034  SH       DEFINED      01       33034
AMERICA MOVIL SAB DE CV         SPON ADR L SHS    02364W105     56375    2163288  SH       DEFINED      01     2163288
AMERICAN ELEC PWR INC           COM               025537101      3322      83249  SH       DEFINED      01       83249
AMERICAN EXPRESS CO             COM               025816109    167332    2874632  SH       DEFINED      01     2874632
AMERICAN INTL GROUP INC         COM NEW           026874784     42239    1316253  SH       DEFINED      01     1316253
AMERICAN TOWER CORP NEW         COM               03027X100    291065    4163421  SH       DEFINED      01     4163421
AMERICAN WTR WKS CO INC NEW     COM               030420103      6479     189011  SH       DEFINED      01      189011
AMERISOURCEBERGEN CORP          COM               03073E105      1344      34146  SH       DEFINED      01       34146
AMERIPRISE FINL INC             COM               03076C106    158567    3034190  SH       DEFINED      01     3034190
AMGEN INC                       COM               031162100    307916    4223235  SH       DEFINED      01     4223235
AMPHENOL CORP NEW               CL A              032095101      1211      22058  SH       DEFINED      01       22058
ANADARKO PETE CORP              COM               032511107    215526    3255686  SH       DEFINED      01     3255686
ANALOG DEVICES INC              COM               032654105     32254     856225  SH       DEFINED      01      856225
A123 SYS INC                    COM               03739T108      9290    7372744  SH       SOLE                7372744
APACHE CORP                     COM               037411105      6390      72700  SH       DEFINED      01       72700
APARTMENT INVT & MGMT CO        CL A              03748R101       487      18026  SH       DEFINED      01       18026
APOLLO GROUP INC                CL A              037604105       529      14619  SH       DEFINED      01       14619
APPLE INC                       COM               037833100    893184    1529424  SH       DEFINED      01     1529424
APPLIED MATLS INC               COM               038222105      2373     207300  SH       DEFINED      01      207300
ARCHER DANIELS MIDLAND CO       COM               039483102    174414    5908345  SH       DEFINED      01     5908345
ASSURANT INC                    COM               04621X108       407      11675  SH       DEFINED      01       11675
ATRICURE INC                    COM               04963C209       168      17500  SH       DEFINED      01       17500
AUTODESK INC                    COM               052769106      1095      31287  SH       DEFINED      01       31287
AUTOMATIC DATA PROCESSING IN    COM               053015103     16230     291588  SH       DEFINED      01      291588
AUTONAVI HLDGS LTD              SPONSORED ADR     05330F106      1227      91475  SH       DEFINED      01       91475
AUTOZONE INC                    COM               053332102     30096      81967  SH       DEFINED      01       81967
AVALONBAY CMNTYS INC            COM               053484101      2468      17444  SH       DEFINED      01       17444
AVERY DENNISON CORP             COM               053611109       386      14110  SH       DEFINED      01       14110
AVON PRODS INC                  COM               054303102       953      58789  SH       DEFINED      01       58789
BB&T CORP                       COM               054937107      2934      95119  SH       DEFINED      01       95119
BMC SOFTWARE INC                COM               055921100       936      21931  SH       DEFINED      01       21931
BAIDU INC                       SPON ADR REP A    056752108    495300    4307706  SH       DEFINED      01     4307706
BAKER HUGHES INC                COM               057224107      3401      82761  SH       DEFINED      01       82761
BALL CORP                       COM               058498106       876      21332  SH       DEFINED      01       21332
BANCO SANTANDER CHILE NEW       SP ADR REP COM    05965X109     27805     358821  SH       DEFINED      01      358821
BANK OF AMERICA CORPORATION     COM               060505104     25889    3164860  SH       DEFINED      01     3164860
BANK OF NEW YORK MELLON CORP    COM               064058100      3564     162386  SH       DEFINED      01      162386
BANKUNITED INC                  COM               06652K103      8253     349983  SH       DEFINED      01      349983
BARD C R INC                    COM               067383109      1228      11427  SH       DEFINED      01       11427
BAXTER INTL INC                 COM               071813109      7469     140529  SH       DEFINED      01      140529
BEAM INC                        COM               073730103      1733      27725  SH       DEFINED      01       27725
BECTON DICKINSON & CO           COM               075887109      2063      27597  SH       DEFINED      01       27597
BED BATH & BEYOND INC           COM               075896100    147658    2389284  SH       DEFINED      01     2389284
BEMIS INC                       COM               081437105       440      14036  SH       DEFINED      01       14036
BERKSHIRE HATHAWAY INC DEL      CL B NEW          084670702     25216     302606  SH       DEFINED      01      302606
BEST BUY INC                    COM               086516101      1230      58692  SH       DEFINED      01       58692
BG MEDICINE INC                 COM               08861T107     10228    1465276  SH       DEFINED      01     1465276
BG MEDICINE INC                 COM               08861T107        98      14015  SH       SOLE                  14015
BIG LOTS INC                    COM               089302103       354       8673  SH       DEFINED      01        8673
BIOGEN IDEC INC                 COM               09062X103      4709      32616  SH       DEFINED      01       32616
BLACKROCK INC                   COM               09247X101      3800      22379  SH       DEFINED      01       22379
BLOCK H & R INC                 COM               093671105       639      39968  SH       DEFINED      01       39968
BOEING CO                       COM               097023105     15706     211391  SH       DEFINED      01      211391
BORGWARNER INC                  COM               099724106      1024      15605  SH       DEFINED      01       15605
BOSTON PROPERTIES INC           COM               101121101      2873      26511  SH       DEFINED      01       26511
BOSTON SCIENTIFIC CORP          COM               101137107      1103     194596  SH       DEFINED      01      194596
BRISTOL MYERS SQUIBB CO         COM               110122108    108363    3014278  SH       DEFINED      01     3014278
BROADCOM CORP                   CL A              111320107      2809      83201  SH       DEFINED      01       83201
BROWN FORMAN CORP               CL B              115637209      1311      13534  SH       DEFINED      01       13534
CBS CORP NEW                    CL B              124857202     31811     970444  SH       DEFINED      01      970444
CBRE GROUP INC                  CL A              12504L109     69433    4244073  SH       DEFINED      01     4244073
CF INDS HLDGS INC               COM               125269100      2061      10637  SH       DEFINED      01       10637
C H ROBINSON WORLDWIDE INC      COM NEW           12541W209      1296      22140  SH       DEFINED      01       22140
CIGNA CORPORATION               COM               125509109      1727      39254  SH       DEFINED      01       39254
CME GROUP INC                   COM               12572Q105    270009    1007082  SH       DEFINED      01     1007082
CMS ENERGY CORP                 COM               125896100       833      35440  SH       DEFINED      01       35440
CSX CORP                        COM               126408103      5691     254515  SH       DEFINED      01      254515
CVS CAREMARK CORPORATION        COM               126650100     62026    1327331  SH       DEFINED      01     1327331
CA INC                          COM               12673P105      1305      48181  SH       DEFINED      01       48181
CABLEVISION SYS CORP            CL A NY CABLVS    12686C109       388      29159  SH       DEFINED      01       29159
CABOT OIL & GAS CORP            COM               127097103      1126      28568  SH       DEFINED      01       28568
CALPINE CORP                    COM NEW           131347304     42370    2566329  SH       DEFINED      01     2566329
CAMERON INTERNATIONAL CORP      COM               13342B105      8312     194623  SH       DEFINED      01      194623
CAMPBELL SOUP CO                COM               134429109       804      24093  SH       DEFINED      01       24093
CAPITAL ONE FINL CORP           COM               14040H105      5864     107276  SH       DEFINED      01      107276
CARDINAL HEALTH INC             COM               14149Y108      2822      67181  SH       DEFINED      01       67181
CAREFUSION CORP                 COM               14170T101       776      30214  SH       DEFINED      01       30214
CARMAX INC                      COM               143130102       806      31068  SH       DEFINED      01       31068
CARNIVAL CORP                   PAIRED CTF        143658300      3063      89379  SH       DEFINED      01       89379
CATALYST HEALTH SOLUTIONS IN    COM               14888B103     28149     301256  SH       DEFINED      01      301256
CATERPILLAR INC DEL             COM               149123101     37269     438923  SH       DEFINED      01      438923
CELGENE CORP                    COM               151020104      3848      59973  SH       DEFINED      01       59973
CEMEX SAB DE CV                 SPON ADR NEW      151290889        79      11771  SH       DEFINED      01       11771
CENTERPOINT ENERGY INC          COM               15189T107      1202      58176  SH       DEFINED      01       58176
CENTURYLINK INC                 COM               156700106      3340      84581  SH       DEFINED      01       84581
CERNER CORP                     COM               156782104      1650      19958  SH       DEFINED      01       19958
CHESAPEAKE ENERGY CORP          COM               165167107      2115     113719  SH       DEFINED      01      113719
CHEVRON CORP NEW                COM               166764100    346770    3286924  SH       DEFINED      01     3286924
CHIPOTLE MEXICAN GRILL INC      COM               169656105      2108       5549  SH       DEFINED      01        5549
CHUBB CORP                      COM               171232101      3305      45382  SH       DEFINED      01       45382
CINCINNATI FINL CORP            COM               172062101       841      22101  SH       DEFINED      01       22101
CINEMARK HOLDINGS INC           COM               17243V102       236      10319  SH       SOLE                  10319
CISCO SYS INC                   COM               17275R102    328304   19120809  SH       DEFINED      01    19120809
CINTAS CORP                     COM               172908105       580      15021  SH       DEFINED      01       15021
CITIGROUP INC                   COM NEW           172967424     91559    3340352  SH       DEFINED      01     3340352
CITRIX SYS INC                  COM               177376100     24450     291277  SH       DEFINED      01      291277
CLIFFS NATURAL RESOURCES INC    COM               18683K101      1131      22947  SH       DEFINED      01       22947
CLOROX CO DEL                   COM               189054109     33333     460019  SH       DEFINED      01      460019
COACH INC                       COM               189754104     19851     339454  SH       DEFINED      01      339454
COCA COLA CO                    COM               191216100     31195     398966  SH       DEFINED      01      398966
COCA COLA ENTERPRISES INC NE    COM               19122T109    116611    4158732  SH       DEFINED      01     4158732
COGNIZANT TECHNOLOGY SOLUTIO    CL A              192446102      6814     113563  SH       DEFINED      01      113563
COLGATE PALMOLIVE CO            COM               194162103      8900      85499  SH       DEFINED      01       85499
COMCAST CORP NEW                CL A              20030N101    169012    5286570  SH       DEFINED      01     5286570
COMCAST CORP NEW                CL A SPL          20030N200     39250    1250000  SH       DEFINED      01     1250000
COMERICA INC                    COM               200340107     10669     347397  SH       DEFINED      01      347397
COMPUTER SCIENCES CORP          COM               205363104       524      21131  SH       DEFINED      01       21131
CONAGRA FOODS INC               COM               205887102      1466      56551  SH       DEFINED      01       56551
CONCORD MED SVCS HLDGS LTD      SPONSORED ADR     206277105      1136     387747  SH       DEFINED      01      387747
CONOCOPHILLIPS                  COM               20825C104     12497     223638  SH       DEFINED      01      223638
CONSOL ENERGY INC               COM               20854P109       937      30980  SH       DEFINED      01       30980
CONSOLIDATED EDISON INC         COM               209115104      2480      39878  SH       DEFINED      01       39878
CONSTELLATION BRANDS INC        CL A              21036P108       598      22115  SH       DEFINED      01       22115
CORNING INC                     COM               219350105      2672     206618  SH       DEFINED      01      206618
CORRECTIONS CORP AMER NEW       COM NEW           22025Y407     23044     782467  SH       DEFINED      01      782467
COSTCO WHSL CORP NEW            COM               22160K105      7383      77714  SH       DEFINED      01       77714
COVANCE INC                     COM               222816100     11932     249365  SH       DEFINED      01      249365
COVENTRY HEALTH CARE INC        COM               222862104       618      19450  SH       DEFINED      01       19450
CROWN CASTLE INTL CORP          COM               228227104      2719      46360  SH       DEFINED      01       46360
CTRIP COM INTL LTD              AMERICAN DEP SHS  22943F100      6943     414280  SH       DEFINED      01      414280
CUMMINS INC                     COM               231021106     42871     442376  SH       DEFINED      01      442376
CUMULUS MEDIA INC               CL A              231082108       801     266109  SH       SOLE                 266109
CYTEC INDS INC                  COM               232820100     12015     204897  SH       DEFINED      01      204897
D R HORTON INC                  COM               23331A109       701      38144  SH       DEFINED      01       38144
DTE ENERGY CO                   COM               233331107      1374      23160  SH       DEFINED      01       23160
DANAHER CORP DEL                COM               235851102      6307     121098  SH       DEFINED      01      121098
DARDEN RESTAURANTS INC          COM               237194105     11505     227239  SH       DEFINED      01      227239
DAVITA INC                      COM               23918K108      1787      18191  SH       DEFINED      01       18191
DEAN FOODS CO NEW               COM               242370104       428      25120  SH       DEFINED      01       25120
DEERE & CO                      COM               244199105     69076     854156  SH       DEFINED      01      854156
DELL INC                        COM               24702R101      2532     202406  SH       DEFINED      01      202406
DENBURY RES INC                 COM NEW           247916208       804      53184  SH       DEFINED      01       53184
DENTSPLY INTL INC NEW           COM               249030107      2998      79299  SH       DEFINED      01       79299
DEVON ENERGY CORP NEW           COM               25179M103      3879      66891  SH       DEFINED      01       66891
DEVRY INC DEL                   COM               251893103       248       8023  SH       DEFINED      01        8023
DIAGEO P L C                    SPON ADR NEW      25243Q205      7527      73027  SH       DEFINED      01       73027
DIAMOND OFFSHORE DRILLING IN    COM               25271C102       560       9464  SH       DEFINED      01        9464
DICKS SPORTING GOODS INC        COM               253393102     72037    1500761  SH       DEFINED      01     1500761
DISNEY WALT CO                  COM DISNEY        254687106    152840    3151343  SH       DEFINED      01     3151343
DISCOVER FINL SVCS              COM               254709108      5747     166183  SH       DEFINED      01      166183
DISCOVERY COMMUNICATNS NEW      COM SER A         25470F104      7549     139792  SH       DEFINED      01      139792
DISCOVERY COMMUNICATNS NEW      COM SER C         25470F302    148175    2958168  SH       DEFINED      01     2958168
DIRECTV                         COM CL A          25490A101    213515    4373520  SH       DEFINED      01     4373520
DOLLAR TREE INC                 COM               256746108      1699      31580  SH       DEFINED      01       31580
DOMINION RES INC VA NEW         COM               25746U109     20949     387942  SH       DEFINED      01      387942
DONNELLEY R R & SONS CO         COM               257867101       289      24543  SH       DEFINED      01       24543
DORAL FINL CORP                 COM NEW           25811P886      2870    1913545  SH       DEFINED      01     1913545
DOUGLAS EMMETT INC              COM               25960P109     11826     511931  SH       DEFINED      01      511931
DOUGLAS EMMETT INC              COM               25960P109      1998      86506  SH       SOLE                  86506
DOVER CORP                      COM               260003108    159336    2972133  SH       DEFINED      01     2972133
DOW CHEM CO                     COM               260543103      6121     194322  SH       DEFINED      01      194322
DR PEPPER SNAPPLE GROUP INC     COM               26138E109      1262      28840  SH       DEFINED      01       28840
DU PONT E I DE NEMOURS & CO     COM               263534109     55293    1093389  SH       DEFINED      01     1093389
DUKE ENERGY CORP NEW            COM               26441C105      8126     352377  SH       DEFINED      01      352377
DUN & BRADSTREET CORP DEL NE    COM               26483E100       464       6517  SH       DEFINED      01        6517
E M C CORP MASS                 COM               268648102      8535     333013  SH       DEFINED      01      333013
EOG RES INC                     COM               26875P101      4208      46694  SH       DEFINED      01       46694
EQT CORP                        COM               26884L109      1092      20364  SH       DEFINED      01       20364
E TRADE FINANCIAL CORP          COM NEW           269246401       278      34617  SH       DEFINED      01       34617
EASTMAN CHEM CO                 COM               277432100       946      18781  SH       DEFINED      01       18781
EATON CORP                      COM               278058102     31493     794681  SH       DEFINED      01      794681
EBAY INC                        COM               278642103    290263    6909370  SH       DEFINED      01     6909370
ECOLAB INC                      COM               278865100     20321     296531  SH       DEFINED      01      296531
EDGEN GROUP INC                 CL A              28014Q107     31798    4228400  SH       DEFINED      01     4228400
EDISON INTL                     COM               281020107      2949      63827  SH       DEFINED      01       63827
EDUCATION MGMT CORP NEW         COM               28140M103     12437    1789480  SH       DEFINED      01     1789480
EDWARDS LIFESCIENCES CORP       COM               28176E108      2537      24564  SH       DEFINED      01       24564
ELECTRONIC ARTS INC             COM               285512109       534      43277  SH       DEFINED      01       43277
EMERSON ELEC CO                 COM               291011104      6710     144057  SH       DEFINED      01      144057
ENTERGY CORP NEW                COM               29364G103      2035      29977  SH       DEFINED      01       29977
EQUIFAX INC                     COM               294429105       764      16390  SH       DEFINED      01       16390
EQUINIX INC                     COM NEW           29444U502     29713     169158  SH       DEFINED      01      169158
EQUINIX INC                     COM NEW           29444U502       357       2033  SH       SOLE                   2033
EQUITY RESIDENTIAL              SH BEN INT        29476L107      3381      54218  SH       DEFINED      01       54218
ERICSSON                        ADR B SEK 10      294821608       153      16715  SH       DEFINED      01       16715
ESSEX RENT CORP                 COM               297187106        44      12623  SH       SOLE                  12623
EXELON CORP                     COM               30161N101     52214    1387933  SH       DEFINED      01     1387933
EXPEDIA INC DEL                 COM NEW           30212P303       591      12285  SH       DEFINED      01       12285
EXPEDITORS INTL WASH INC        COM               302130109      1121      28919  SH       DEFINED      01       28919
EXPRESS SCRIPTS HLDG CO         COM               30219G108    516824    9257101  SH       DEFINED      01     9257101
EXXON MOBIL CORP                COM               30231G102    204718    2392400  SH       DEFINED      01     2392400
FLIR SYS INC                    COM               302445101       409      20995  SH       DEFINED      01       20995
F M C CORP                      COM NEW           302491303       999      18671  SH       DEFINED      01       18671
FMC TECHNOLOGIES INC            COM               30249U101      1277      32554  SH       DEFINED      01       32554
FTI CONSULTING INC              COM               302941109      9925     345233  SH       DEFINED      01      345233
FACEBOOK INC                    CL A              30303M102       602      19358  SH       DEFINED      01       19358
FAMILY DLR STORES INC           COM               307000109      1057      15893  SH       DEFINED      01       15893
FASTENAL CO                     COM               311900104      1621      40208  SH       DEFINED      01       40208
FEDERATED INVS INC PA           CL B              314211103       276      12623  SH       DEFINED      01       12623
FEDEX CORP                      COM               31428X106     26150     285453  SH       DEFINED      01      285453
F5 NETWORKS INC                 COM               315616102      1718      17260  SH       DEFINED      01       17260
FIDELITY NATL INFORMATION SV    COM               31620M106      1108      32511  SH       DEFINED      01       32511
FIFTH THIRD BANCORP             COM               316773100      1679     125264  SH       DEFINED      01      125264
FINANCIAL ENGINES INC           COM               317485100      2362     110120  SH       DEFINED      01      110120
FIRST HORIZON NATL CORP         COM               320517105       298      34400  SH       DEFINED      01       34400
FISERV INC                      COM               337738108      1342      18582  SH       DEFINED      01       18582
FIRSTENERGY CORP                COM               337932107     67551    1373272  SH       DEFINED      01     1373272
FLUOR CORP NEW                  COM               343412102      1136      23025  SH       DEFINED      01       23025
FLOWSERVE CORP                  COM               34354P105       854       7442  SH       DEFINED      01        7442
FLUIDIGM CORP DEL               COM               34385P108      2328     154814  SH       SOLE                 154814
FORD MTR CO DEL                 COM PAR $0.01     345370860     33088    3450239  SH       DEFINED      01     3450239
FOREST LABS INC                 COM               345838106      2430      69452  SH       DEFINED      01       69452
FOREST OIL CORP                 COM PAR $0.01     346091705      4055     553201  SH       DEFINED      01      553201
FORTINET INC                    COM               34959E109      9965     429138  SH       DEFINED      01      429138
FOSSIL INC                      COM               349882100       542       7083  SH       DEFINED      01        7083
FRANKLIN RES INC                COM               354613101      7851      70733  SH       DEFINED      01       70733
FREEPORT-MCMORAN COPPER & GO    COM               35671D857     92276    2708433  SH       DEFINED      01     2708433
FRONTIER COMMUNICATIONS CORP    COM               35906A108       521     135937  SH       DEFINED      01      135937
GAMESTOP CORP NEW               CL A              36467W109       326      17739  SH       DEFINED      01       17739
GANNETT INC                     COM               364730101       471      31989  SH       DEFINED      01       31989
GAP INC DEL                     COM               364760108      1239      45292  SH       DEFINED      01       45292
GEN-PROBE INC NEW               COM               36866T103      9285     112957  SH       DEFINED      01      112957
GENERAL DYNAMICS CORP           COM               369550108      3238      49096  SH       DEFINED      01       49096
GENERAL ELECTRIC CO             COM               369604103   1970263   94542365  SH       DEFINED       01          0   0  94542365
GENERAL MLS INC                 COM               370334104      3397      88130  SH       DEFINED      01       88130
GENUINE PARTS CO                COM               372460105      9680     160656  SH       DEFINED      01      160656
GENWORTH FINL INC               COM CL A          37247D106       379      66917  SH       DEFINED      01       66917
GILEAD SCIENCES INC             COM               375558103    158735    3095456  SH       DEFINED      01     3095456
GOLDMAN SACHS GROUP INC         COM               38141G104    184684    1926603  SH       DEFINED      01     1926603
GOODRICH CORP                   COM               382388106      2176      17144  SH       DEFINED      01       17144
GOODYEAR TIRE & RUBR CO         COM               382550101       393      33317  SH       DEFINED      01       33317
GOOGLE INC                      CL A              38259P508    126078     217349  SH       DEFINED      01      217349
GRAINGER W W INC                COM               384802104      1589       8308  SH       DEFINED      01        8308
HCA HOLDINGS INC                COM               40412C101     31368    1030836  SH       DEFINED      01     1030836
HCC INS HLDGS INC               COM               404132102     26822     854198  SH       DEFINED      01      854198
HCP INC                         COM               40414L109      9921     224718  SH       DEFINED      01      224718
HALLIBURTON CO                  COM               406216101      4395     154801  SH       DEFINED      01      154801
HARLEY DAVIDSON INC             COM               412822108      1441      31521  SH       DEFINED      01       31521
HARMAN INTL INDS INC            COM               413086109       380       9596  SH       DEFINED      01        9596
HARRIS CORP DEL                 COM               413875105       648      15491  SH       DEFINED      01       15491
HARSCO CORP                     COM               415864107     15734     772024  SH       DEFINED      01      772024
HARTFORD FINL SVCS GROUP INC    COM               416515104     13303     754576  SH       DEFINED      01      754576
HASBRO INC                      COM               418056107       538      15889  SH       DEFINED      01       15889
HEALTH CARE REIT INC            COM               42217K106      2174      37297  SH       DEFINED      01       37297
HEINZ H J CO                    COM               423074103      2368      43553  SH       DEFINED      01       43553
HELMERICH & PAYNE INC           COM               423452101       636      14625  SH       DEFINED      01       14625
HERSHEY CO                      COM               427866108      1491      20706  SH       DEFINED      01       20706
HESS CORP                       COM               42809H107     59823    1376819  SH       DEFINED      01     1376819
HEWLETT PACKARD CO              COM               428236103      6839     340103  SH       DEFINED      01      340103
HEXCEL CORP NEW                 COM               428291108     12837     497743  SH       DEFINED      01      497743
HITTITE MICROWAVE CORP          COM               43365Y104     15029     293991  SH       DEFINED      01      293991
HOME DEPOT INC                  COM               437076102     34430     649745  SH       DEFINED      01      649745
HONEYWELL INTL INC              COM               438516106    255384    4573496  SH       DEFINED      01     4573496
HORMEL FOODS CORP               COM               440452100       568      18666  SH       DEFINED      01       18666
HOSPIRA INC                     COM               441060100      2332      66657  SH       DEFINED      01       66657
HOST HOTELS & RESORTS INC       COM               44107P104      1982     125304  SH       DEFINED      01      125304
HUDSON CITY BANCORP             COM               443683107       458      71905  SH       DEFINED      01       71905
HUMANA INC                      COM               444859102      1720      22217  SH       DEFINED      01       22217
HUMAN GENOME SCIENCES INC       COM               444903108      5286     402575  SH       DEFINED      01      402575
HUNTINGTON BANCSHARES INC       COM               446150104       753     117724  SH       DEFINED      01      117724
ICICI BK LTD                    ADR               45104G104     17544     541316  SH       DEFINED      01      541316
IHS INC                         CL A              451734107     22803     211670  SH       DEFINED      01      211670
ILLINOIS TOOL WKS INC           COM               452308109      3437      64991  SH       DEFINED      01       64991
ILLUMINA INC                    COM               452327109     12695     314301  SH       DEFINED      01      314301
IMPERVA INC                     COM               45321L100       432      15000  SH       DEFINED      01       15000
INCYTE CORP                     COM               45337C102     11128     490208  SH       DEFINED      01      490208
INFOSYS LTD                     SPONSORED ADR     456788108     12279     272500  SH       DEFINED      01      272500
ING GROEP N V                   SPONSORED ADR     456837103      2823     422551  SH       DEFINED      01      422551
INSULET CORP                    COM               45784P101      7232     338400  SH       DEFINED      01      338400
INTEL CORP                      COM               458140100    161229    6049886  SH       DEFINED      01     6049886
INTEGRYS ENERGY GROUP INC       COM               45822P105       603      10608  SH       DEFINED      01       10608
INTERCONTINENTALEXCHANGE INC    COM               45865V100      1347       9905  SH       DEFINED      01        9905
INTERMUNE INC                   COM               45884X103      2164     181087  SH       DEFINED      01      181087
INTERNATIONAL BUSINESS MACHS    COM               459200101    196398    1004180  SH       DEFINED      01     1004180
INTERNATIONAL FLAVORS&FRAGRA    COM               459506101       605      11037  SH       DEFINED      01       11037
INTERNATIONAL GAME TECHNOLOG    COM               459902102       633      40191  SH       DEFINED      01       40191
INTL PAPER CO                   COM               460146103      2047      70821  SH       DEFINED      01       70821
INTERPUBLIC GROUP COS INC       COM               460690100       654      60320  SH       DEFINED      01       60320
INTUIT                          COM               461202103     74444    1254326  SH       DEFINED      01     1254326
INTUITIVE SURGICAL INC          COM NEW           46120E602      2993       5405  SH       DEFINED      01        5405
INTREPID POTASH INC             COM               46121Y102      6918     303958  SH       DEFINED      01      303958
IRON MTN INC                    COM               462846106       768      23309  SH       DEFINED      01       23309
ISHARES INC                     MSCI EMU INDEX    464286608      3977     144886  SH       DEFINED      01      144886
ISHARES TR                      MSCI EMERG MKT    464287234    114892    2935796  SH       DEFINED      01     2935796
ISHARES TR                      MSCI EAFE INDEX   464287465     11057     221308  SH       DEFINED      01      221308
ISIS PHARMACEUTICALS INC        COM               464330109      5744     478698  SH       DEFINED      01      478698
ITC HLDGS CORP                  COM               465685105     28786     417729  SH       DEFINED      01      417729
JDS UNIPHASE CORP               COM PAR $0.001    46612J507       347      31521  SH       DEFINED      01       31521
JPMORGAN CHASE & CO             COM               46625H100    203201    5687130  SH       DEFINED      01     5687130
JABIL CIRCUIT INC               COM               466313103       503      24762  SH       DEFINED      01       24762
JACOBS ENGR GROUP INC DEL       COM               469814107       665      17567  SH       DEFINED      01       17567
JOHNSON & JOHNSON               COM               478160104    283161    4191250  SH       DEFINED      01     4191250
JOHNSON CTLS INC                COM               478366107      2566      92608  SH       DEFINED      01       92608
JOY GLOBAL INC                  COM               481165108       817      14410  SH       DEFINED      01       14410
JUNIPER NETWORKS INC            COM               48203R104      9553     585694  SH       DEFINED      01      585694
KLA-TENCOR CORP                 COM               482480100      1122      22781  SH       DEFINED      01       22781
KELLOGG CO                      COM               487836108      4275      86667  SH       DEFINED      01       86667
KEYCORP NEW                     COM               493267108      1004     129768  SH       DEFINED      01      129768
KIMBERLY CLARK CORP             COM               494368103     19586     233806  SH       DEFINED      01      233806
KIMCO RLTY CORP                 COM               49446R109      1374      72196  SH       DEFINED      01       72196
KINDER MORGAN INC DEL           COM               49456B101      3038      94291  SH       DEFINED      01       94291
KINDER MORGAN INC DEL           *W EXP 05/25/201  49456B119        83      38629  SH       DEFINED      01       38629
KOHLS CORP                      COM               500255104      1485      32647  SH       DEFINED      01       32647
KRAFT FOODS INC                 CL A              50075N104    252751    6544561  SH       DEFINED      01     6544561
KROGER CO                       COM               501044101      1771      76375  SH       DEFINED      01       76375
LSI CORPORATION                 COM               502161102       493      77456  SH       DEFINED      01       77456
L-3 COMMUNICATIONS HLDGS INC    COM               502424104       982      13264  SH       DEFINED      01       13264
LABORATORY CORP AMER HLDGS      COM NEW           50540R409      1221      13179  SH       DEFINED      01       13179
LAM RESEARCH CORP               COM               512807108      1035      27428  SH       DEFINED      01       27428
LAS VEGAS SANDS CORP            COM               517834107     70401    1618782  SH       DEFINED      01     1618782
LAUDER ESTEE COS INC            CL A              518439104      1661      30697  SH       DEFINED      01       30697
LEGGETT & PLATT INC             COM               524660107       403      19085  SH       DEFINED      01       19085
LEGG MASON INC                  COM               524901105       451      17108  SH       DEFINED      01       17108
LENNAR CORP                     CL A              526057104       685      22154  SH       DEFINED      01       22154
LEUCADIA NATL CORP              COM               527288104       576      27096  SH       DEFINED      01       27096
LEXMARK INTL NEW                CL A              529771107       257       9685  SH       DEFINED      01        9685
LIBERTY MEDIA CORPORATION       LIB CAP COM A     530322106     14680     166992  SH       DEFINED      01      166992
LIBERTY GLOBAL INC              COM SER C         530555309    241622    5060140  SH       DEFINED      01     5060140
LIFE TECHNOLOGIES CORP          COM               53217V109      1094      24313  SH       DEFINED      01       24313
LIFE TECHNOLOGIES CORP          COM               53217V109       126       2809  SH       SOLE                   2809
LILLY ELI & CO                  COM               532457108      7763     180925  SH       DEFINED      01      180925
LIMITED BRANDS INC              COM               532716107      1399      32897  SH       DEFINED      01       32897
LINCARE HLDGS INC               COM               532791100     19051     560000  SH       DEFINED      01      560000
LINCOLN NATL CORP IND           COM               534187109       850      38859  SH       DEFINED      01       38859
LINEAR TECHNOLOGY CORP          COM               535678106       982      31342  SH       DEFINED      01       31342
LOCKHEED MARTIN CORP            COM               539830109      3156      36243  SH       DEFINED      01       36243
LOEWS CORP                      COM               540424108      1702      41602  SH       DEFINED      01       41602
LORILLARD INC                   COM               544147101      2345      17770  SH       DEFINED      01       17770
LOWES COS INC                   COM               548661107    318351   11193772  SH       DEFINED      01    11193772
M & T BK CORP                   COM               55261F104      1423      17231  SH       DEFINED      01       17231
M D C HLDGS INC                 COM               552676108     61152    1871798  SH       DEFINED      01     1871798
MSC INDL DIRECT INC             CL A              553530106     15542     237108  SH       DEFINED      01      237108
MSCI INC                        COM               55354G100      7543     221722  SH       DEFINED      01      221722
MACYS INC                       COM               55616P104     52789    1536804  SH       DEFINED      01     1536804
MACYS INC                       COM               55616P104         5        158  SH       SOLE                    158
MARATHON OIL CORP               COM               565849106      2922     114270  SH       DEFINED      01      114270
MARATHON PETE CORP              COM               56585A102     26638     593018  SH       DEFINED      01      593018
MARSH & MCLENNAN COS INC        COM               571748102     52462    1627736  SH       DEFINED      01     1627736
MARRIOTT INTL INC NEW           CL A              571903202      2170      55355  SH       DEFINED      01       55355
MASCO CORP                      COM               574599106       674      48619  SH       DEFINED      01       48619
MASTERCARD INC                  CL A              57636Q104      6216      14453  SH       DEFINED      01       14453
MATTEL INC                      COM               577081102      1504      46369  SH       DEFINED      01       46369
MCCORMICK & CO INC              COM NON VTG       579780206     15204     250690  SH       DEFINED      01      250690
MCDERMOTT INTL INC              COM               580037109      8883     797400  SH       DEFINED      01      797400
MCDONALDS CORP                  COM               580135101     29140     329149  SH       DEFINED      01      329149
MCGRAW HILL COS INC             COM               580645109      1714      38081  SH       DEFINED      01       38081
MCKESSON CORP                   COM               58155Q103      4227      45085  SH       DEFINED      01       45085
MEAD JOHNSON NUTRITION CO       COM               582839106     15331     190427  SH       DEFINED      01      190427
MEADWESTVACO CORP               COM               583334107       675      23465  SH       DEFINED      01       23465
MECHEL OAO                      SPON ADR PFD      583840509        97      38066  SH       DEFINED      01       38066
MEDASSETS INC                   COM               584045108      1922     142887  SH       SOLE                 142887
MEDTRONIC INC                   COM               585055106     48779    1259460  SH       DEFINED      01     1259460
MERCADOLIBRE INC                COM               58733R102     12636     166701  SH       DEFINED      01      166701
MERCK & CO INC NEW              COM               58933Y105     37307     893583  SH       DEFINED      01      893583
MERRIMACK PHARMACEUTICALS IN    COM               590328100       163      22375  SH       SOLE                  22375
METLIFE INC                     COM               59156R108     37257    1207693  SH       DEFINED      01     1207693
METROPCS COMMUNICATIONS INC     COM               591708102       242      40052  SH       DEFINED      01       40052
METTLER TOLEDO INTERNATIONAL    COM               592688105      9695      62210  SH       DEFINED      01       62210
MICROSOFT CORP                  COM               594918104    464980   15200388  SH       DEFINED      01    15200388
MICROCHIP TECHNOLOGY INC        COM               595017104      6034     182402  SH       DEFINED      01      182402
MICRON TECHNOLOGY INC           COM               595112103       850     134736  SH       DEFINED      01      134736
MOBILE TELESYSTEMS OJSC         SPONSORED ADR     607409109     19959    1160391  SH       DEFINED      01     1160391
MOLEX INC                       COM               608554101       448      18729  SH       DEFINED      01       18729
MOLEX INC                       CL A              608554200     13150     650000  SH       DEFINED      01      650000
MOLSON COORS BREWING CO         CL B              60871R209      6077     146037  SH       DEFINED      01      146037
MOLYCORP INC DEL                COM               608753109      4684     217378  SH       DEFINED      01      217378
MONSANTO CO NEW                 COM               61166W101    274432    3315196  SH       DEFINED      01     3315196
MONSTER BEVERAGE CORP           COM               611740101      1509      21200  SH       DEFINED      01       21200
MOODYS CORP                     COM               615369105       984      26921  SH       DEFINED      01       26921
MORGAN STANLEY                  COM NEW           617446448      3025     207339  SH       DEFINED      01      207339
MOSAIC CO NEW                   COM               61945C103      4315      78796  SH       DEFINED      01       78796
MOTOROLA SOLUTIONS INC          COM NEW           620076307      2521      52408  SH       DEFINED      01       52408
MURPHY OIL CORP                 COM               626717102      1329      26436  SH       DEFINED      01       26436
MYLAN INC                       COM               628530107      1247      58359  SH       DEFINED      01       58359
NRG ENERGY INC                  COM NEW           629377508      1105      63636  SH       DEFINED      01       63636
NYSE EURONEXT                   COM               629491101       885      34582  SH       DEFINED      01       34582
NASDAQ OMX GROUP INC            COM               631103108       378      16667  SH       DEFINED      01       16667
NATIONAL OILWELL VARCO INC      COM               637071101     14950     232002  SH       DEFINED      01      232002
NETAPP INC                      COM               64110D104      2033      63879  SH       DEFINED      01       63879
NETFLIX INC                     COM               64110L106       518       7558  SH       DEFINED      01        7558
NEWCASTLE INVT CORP             COM               65105M108      5025     750000  SH       DEFINED      01      750000
NEWELL RUBBERMAID INC           COM               651229106       716      39469  SH       DEFINED      01       39469
NEWFIELD EXPL CO                COM               651290108       538      18354  SH       DEFINED      01       18354
NEWMONT MINING CORP             COM               651639106      4578      94365  SH       DEFINED      01       94365
NEWS CORP                       CL A              65248E104      8449     379058  SH       DEFINED      01      379058
NEXEN INC                       COM               65334H102       522      30918  SH       DEFINED      01       30918
NEXTERA ENERGY INC              COM               65339F101      4982      72404  SH       DEFINED      01       72404
NIKE INC                        CL B              654106103      5141      58563  SH       DEFINED      01       58563
NISOURCE INC                    COM               65473P105       957      38679  SH       DEFINED      01       38679
NOBLE ENERGY INC                COM               655044105      2053      24205  SH       DEFINED      01       24205
NORDSTROM INC                   COM               655664100      1084      21807  SH       DEFINED      01       21807
NORFOLK SOUTHERN CORP           COM               655844108      3183      44352  SH       DEFINED      01       44352
NORTHEAST UTILS                 COM               664397106      1924      49564  SH       DEFINED      01       49564
NORTHERN TR CORP                COM               665859104      1511      32832  SH       DEFINED      01       32832
NORTHROP GRUMMAN CORP           COM               666807102      2184      34242  SH       DEFINED      01       34242
NOVARTIS A G                    SPONSORED ADR     66987V109     29859     534151  SH       DEFINED      01      534151
NUCOR CORP                      COM               670346105      1636      43166  SH       DEFINED      01       43166
NVIDIA CORP                     COM               67066G104      1691     122339  SH       DEFINED      01      122339
O REILLY AUTOMOTIVE INC NEW     COM               67103H107     19302     230418  SH       DEFINED      01      230418
OCCIDENTAL PETE CORP DEL        COM               674599105    158198    1844449  SH       DEFINED      01     1844449
OMNICOM GROUP INC               COM               681919106    132192    2719999  SH       DEFINED      01     2719999
ONEOK INC NEW                   COM               682680103      1197      28299  SH       DEFINED      01       28299
ORACLE CORP                     COM               68389X105    294631    9920245  SH       DEFINED      01     9920245
ORION ENERGY SYSTEMS INC        COM               686275108      3456    1570990  SH       SOLE                1570990
OWENS ILL INC                   COM NEW           690768403       430      22454  SH       DEFINED      01       22454
PG&E CORP                       COM               69331C108      3240      71566  SH       DEFINED      01       71566
PNC FINL SVCS GROUP INC         COM               693475105      4399      71993  SH       DEFINED      01       71993
PPG INDS INC                    COM               693506107      5915      55739  SH       DEFINED      01       55739
PPL CORP                        COM               69351T106      2923     105115  SH       DEFINED      01      105115
PACCAR INC                      COM               693718108      1903      48562  SH       DEFINED      01       48562
PALL CORP                       COM               696429307       864      15766  SH       DEFINED      01       15766
PARKER HANNIFIN CORP            COM               701094104      1581      20565  SH       DEFINED      01       20565
PATTERSON COMPANIES INC         COM               703395103       411      11936  SH       DEFINED      01       11936
PAYCHEX INC                     COM               704326107    208400    6634814  SH       DEFINED      01     6634814
PEABODY ENERGY CORP             COM               704549104      7986     325697  SH       DEFINED      01      325697
PENN NATL GAMING INC            COM               707569109     18453     413841  SH       DEFINED      01      413841
PENNEY J C INC                  COM               708160106       465      19939  SH       DEFINED      01       19939
PEOPLES UNITED FINANCIAL INC    COM               712704105     15640    1347106  SH       DEFINED      01     1347106
PEPCO HOLDINGS INC              COM               713291102       608      31080  SH       DEFINED      01       31080
PEPSICO INC                     COM               713448108    492856    6975042  SH       DEFINED      01     6975042
PERKINELMER INC                 COM               714046109     74483    2886951  SH       DEFINED      01     2886951
PERRIGO CO                      COM               714290103      1500      12719  SH       DEFINED      01       12719
PETROLEO BRASILEIRO SA PETRO    SP ADR NON VTG    71654V101     64907    3578115  SH       DEFINED      01     3578115
PFIZER INC                      COM               717081103    228204    9921927  SH       DEFINED      01     9921927
PHILIP MORRIS INTL INC          COM               718172109     47098     539747  SH       DEFINED      01      539747
PHILLIPS 66                     COM               718546104      3685     110865  SH       DEFINED      01      110865
PINNACLE WEST CAP CORP          COM               723484101       771      14905  SH       DEFINED      01       14905
PIONEER NAT RES CO              COM               723787107     12690     143866  SH       DEFINED      01      143866
PITNEY BOWES INC                COM               724479100       408      27259  SH       DEFINED      01       27259
PLUM CREEK TIMBER CO INC        COM               729251108       873      21987  SH       DEFINED      01       21987
POTASH CORP SASK INC            COM               73755L107     40189     919878  SH       DEFINED      01      919878
PRAXAIR INC                     COM               74005P104    105587     971090  SH       DEFINED      01      971090
PRECISION CASTPARTS CORP        COM               740189105      5224      31757  SH       DEFINED      01       31757
PRICE T ROWE GROUP INC          COM               74144T108      3285      52174  SH       DEFINED      01       52174
PRICELINE COM INC               COM NEW           741503403      4505       6779  SH       DEFINED      01        6779
PRINCIPAL FINL GROUP INC        COM               74251V102      1072      40863  SH       DEFINED      01       40863
PROCTER & GAMBLE CO             COM               742718109     29505     481713  SH       DEFINED      01      481713
PROGRESSIVE CORP OHIO           COM               743315103      1729      83010  SH       DEFINED      01       83010
PROLOGIS INC                    COM               74340W103      2772      83433  SH       DEFINED      01       83433
PRUDENTIAL FINL INC             COM               744320102     71141    1468944  SH       DEFINED      01     1468944
PUBLIC SVC ENTERPRISE GROUP     COM               744573106      3224      99193  SH       DEFINED      01       99193
PUBLIC STORAGE                  COM               74460D109     11999      83087  SH       DEFINED      01       83087
PULTE GROUP INC                 COM               745867101       492      45965  SH       DEFINED      01       45965
QEP RES INC                     COM               74733V100       728      24287  SH       DEFINED      01       24287
QUALCOMM INC                    COM               747525103    463739    8328645  SH       DEFINED      01     8328645
QUANTA SVCS INC                 COM               74762E102     15465     642516  SH       DEFINED      01      642516
QUEST DIAGNOSTICS INC           COM               74834L100      1294      21600  SH       DEFINED      01       21600
RLJ LODGING TR                  COM               74965L101    133843    7382424  SH       DEFINED      01     7382424
RLJ LODGING TR                  COM               74965L101     51016    2813915  SH       SOLE                2813915
RADNET INC                      COM               750491102       554     208333  SH       SOLE                 208333
RALPH LAUREN CORP               CL A              751212101      1238       8836  SH       DEFINED      01        8836
RANGE RES CORP                  COM               75281A109     20238     327111  SH       DEFINED      01      327111
RAYONIER INC                    COM               754907103      6944     154645  SH       DEFINED      01      154645
RAYTHEON CO                     COM NEW           755111507      2568      45383  SH       DEFINED      01       45383
RED HAT INC                     COM               756577102      1483      26257  SH       DEFINED      01       26257
REGIONS FINANCIAL CORP NEW      COM               7591EP100     78109   11571744  SH       DEFINED      01    11571744
REPUBLIC SVCS INC               COM               760759100      1134      42845  SH       DEFINED      01       42845
RESMED INC                      COM               761152107       675      21640  SH       DEFINED      01       21640
REXNORD CORP NEW                COM               76169B102     13679     682560  SH       DEFINED      01      682560
REYNOLDS AMERICAN INC           COM               761713106      2025      45130  SH       DEFINED      01       45130
ROBERT HALF INTL INC            COM               770323103       556      19466  SH       DEFINED      01       19466
ROCKWELL AUTOMATION INC         COM               773903109      7953     120395  SH       DEFINED      01      120395
ROCKWELL COLLINS INC            COM               774341101      1365      27660  SH       DEFINED      01       27660
ROPER INDS INC NEW              COM               776696106      1308      13265  SH       DEFINED      01       13265
ROSS STORES INC                 COM               778296103      1919      30712  SH       DEFINED      01       30712
ROVI CORP                       COM               779376102     11036     562482  SH       DEFINED      01      562482
ROYAL DUTCH SHELL PLC           SPONS ADR A       780259206     11586     171829  SH       DEFINED      01      171829
RYDER SYS INC                   COM               783549108       251       6981  SH       DEFINED      01        6981
SAIC INC                        COM               78390X101       457      37669  SH       DEFINED      01       37669
SL GREEN RLTY CORP              COM               78440X101      8579     106913  SH       DEFINED      01      106913
SLM CORP                        COM               78442P106      1299      82670  SH       DEFINED      01       82670
SPDR S&P 500 ETF TR             TR UNIT           78462F103     13069      96023  SH       DEFINED      01       96023
SPDR S&P MIDCAP 400 ETF TR      UTSER1 S&PDCRP    78467Y107    257382    1502520  SH       DEFINED      01     1502520
SAFEWAY INC                     COM NEW           786514208      1430      78791  SH       DEFINED      01       78791
ST JUDE MED INC                 COM               790849103      2236      56024  SH       DEFINED      01       56024
SALESFORCE COM INC              COM               79466L302      3388      24501  SH       DEFINED      01       24501
SANDISK CORP                    COM               80004C101      1567      42966  SH       DEFINED      01       42966
SANOFI                          RIGHT 12/31/2020  80105N113        31      22234  SH       DEFINED      01       22234
SCANA CORP NEW                  COM               80589M102       758      15848  SH       DEFINED      01       15848
SCHLUMBERGER LTD                COM               806857108    414798    6390354  SH       DEFINED      01     6390354
SCHWAB CHARLES CORP NEW         COM               808513105      1905     147323  SH       DEFINED      01      147323
SCRIPPS NETWORKS INTERACT IN    CL A COM          811065101       718      12620  SH       DEFINED      01       12620
SEALED AIR CORP NEW             COM               81211K100       408      26426  SH       DEFINED      01       26426
SEARS HLDGS CORP                COM               812350106       311       5217  SH       DEFINED      01        5217
SELECT SECTOR SPDR TR           SBI INT-FINL      81369Y605      6638     453555  SH       DEFINED      01      453555
SELECT SECTOR SPDR TR           SBI INT-INDS      81369Y704     26031     729767  SH       DEFINED      01      729767
SEMPRA ENERGY                   COM               816851109      2922      42424  SH       DEFINED      01       42424
SHERWIN WILLIAMS CO             COM               824348106      1545      11671  SH       DEFINED      01       11671
SIGMA ALDRICH CORP              COM               826552101      1217      16459  SH       DEFINED      01       16459
SIMON PPTY GROUP INC NEW        COM               828806109     20820     133753  SH       DEFINED      01      133753
SIRIUS XM RADIO INC             COM               82967N108      5550    3000000  SH       DEFINED      01     3000000
SMUCKER J M CO                  COM NEW           832696405      1166      15435  SH       DEFINED      01       15435
SNAP ON INC                     COM               833034101       492       7911  SH       DEFINED      01        7911
SOCIEDAD QUIMICA MINERA DE C    SPON ADR SER B    833635105     69568    1249658  SH       DEFINED      01     1249658
SOUTHERN CO                     COM               842587107     19968     431285  SH       DEFINED      01      431285
SOUTHWEST AIRLS CO              COM               844741108       964     104519  SH       DEFINED      01      104519
SOUTHWESTERN ENERGY CO          COM               845467109     30049     941105  SH       DEFINED      01      941105
SPECTRA ENERGY CORP             COM               847560109      9623     331148  SH       DEFINED      01      331148
SPLUNK INC                      COM               848637104      6791     241670  SH       DEFINED      01      241670
SPRINT NEXTEL CORP              COM SER 1         852061100      1590     487764  SH       DEFINED      01      487764
STANLEY BLACK & DECKER INC      COM               854502101      1497      23267  SH       DEFINED      01       23267
STAPLES INC                     COM               855030102      1224      93830  SH       DEFINED      01       93830
STARBUCKS CORP                  COM               855244109      7301     136922  SH       DEFINED      01      136922
STARWOOD HOTELS&RESORTS WRLD    COM               85590A401      1427      26909  SH       DEFINED      01       26909
STATE STR CORP                  COM               857477103    289360    6482087  SH       DEFINED      01     6482087
STERICYCLE INC                  COM               858912108     17370     189484  SH       DEFINED      01      189484
STRYKER CORP                    COM               863667101      2429      44084  SH       DEFINED      01       44084
SUNCOR ENERGY INC NEW           COM               867224107     24845     858212  SH       DEFINED      01      858212
SUNOCO INC                      COM               86764P109       685      14418  SH       DEFINED      01       14418
SUNTRUST BKS INC                COM               867914103      1775      73271  SH       DEFINED      01       73271
SUPERMEDIA INC                  COM               868447103      1149     459495  SH       SOLE                 459495
SYMANTEC CORP                   COM               871503108      1434      98128  SH       DEFINED      01       98128
SYNAPTICS INC                   COM               87157D109     11429     399180  SH       DEFINED      01      399180
SYSCO CORP                      COM               871829107      4250     142580  SH       DEFINED      01      142580
TECO ENERGY INC                 COM               872375100       531      29381  SH       DEFINED      01       29381
TJX COS INC NEW                 COM               872540109      4331     100879  SH       DEFINED      01      100879
TAIWAN SEMICONDUCTOR MFG LTD    SPONSORED ADR     874039100     99379    7118843  SH       DEFINED      01     7118843
TARGET CORP                     COM               87612E106    162330    2789658  SH       DEFINED      01     2789658
TENET HEALTHCARE CORP           COM               88033G100       401      76526  SH       DEFINED      01       76526
TERADATA CORP DEL               COM               88076W103      1654      22968  SH       DEFINED      01       22968
TERADYNE INC                    COM               880770102       357      25415  SH       DEFINED      01       25415
TESORO CORP                     COM               881609101       477      19106  SH       DEFINED      01       19106
TEVA PHARMACEUTICAL INDS LTD    ADR               881624209      1623      41159  SH       DEFINED      01       41159
TEXAS INSTRS INC                COM               882508104    115659    4031338  SH       DEFINED      01     4031338
TEXTRON INC                     COM               883203101       949      38160  SH       DEFINED      01       38160
THERMO FISHER SCIENTIFIC INC    COM               883556102     41527     799972  SH       DEFINED      01      799972
3M CO                           COM               88579Y101      8923      99582  SH       DEFINED      01       99582
THRESHOLD PHARMACEUTICAL INC    COM NEW           885807206        98      13304  SH       DEFINED      01       13304
TIFFANY & CO NEW                COM               886547108       914      17254  SH       DEFINED      01       17254
TIME WARNER INC                 COM NEW           887317303    207769    5396586  SH       DEFINED      01     5396586
TIME WARNER CABLE INC           COM               88732J207      4220      51399  SH       DEFINED      01       51399
TIMKEN CO                       COM               887389104     17331     378495  SH       DEFINED      01      378495
TITANIUM METALS CORP            COM NEW           888339207       127      11210  SH       DEFINED      01       11210
TORCHMARK CORP                  COM               891027104       678      13404  SH       DEFINED      01       13404
TOTAL SYS SVCS INC              COM               891906109       524      21882  SH       DEFINED      01       21882
TRAVELERS COMPANIES INC         COM               89417E109      4705      73701  SH       DEFINED      01       73701
TRIPADVISOR INC                 COM               896945201       580      12973  SH       DEFINED      01       12973
TYSON FOODS INC                 CL A              902494103       740      39316  SH       DEFINED      01       39316
US BANCORP DEL                  COM NEW           902973304     28430     884017  SH       DEFINED      01      884017
UNION PAC CORP                  COM               907818108     26928     225696  SH       DEFINED      01      225696
UNITED PARCEL SERVICE INC       CL B              911312106    391719    4973581  SH       DEFINED      01     4973581
UNITED STATES STL CORP NEW      COM               912909108       404      19606  SH       DEFINED      01       19606
UNITED TECHNOLOGIES CORP        COM               913017109     35699     472641  SH       DEFINED      01      472641
UNITEDHEALTH GROUP INC          COM               91324P102     29398     502528  SH       DEFINED      01      502528
UNIVERSAL HLTH SVCS INC         CL B              913903100     15537     359987  SH       DEFINED      01      359987
UNUM GROUP                      COM               91529Y106       745      38918  SH       DEFINED      01       38918
URBAN OUTFITTERS INC            COM               917047102     10012     362884  SH       DEFINED      01      362884
V F CORP                        COM               918204108      1573      11785  SH       DEFINED      01       11785
VALE S A                        ADR REPSTG PFD    91912E204       680      34857  SH       DEFINED      01       34857
VALERO ENERGY CORP NEW          COM               91913Y100      1818      75273  SH       DEFINED      01       75273
VANGUARD BD INDEX FD INC        SHORT TRM BOND    921937827       325       4000  SH       DEFINED      01        4000
VANGUARD INTL EQUITY INDEX F    MSCI EMR MKT ETF  922042858    305447    7649568  SH       DEFINED      01     7649568
VANGUARD INTL EQUITY INDEX F    MSCI EUROPE ETF   922042874       398       9304  SH       DEFINED      01        9304
VARIAN MED SYS INC              COM               92220P105       923      15181  SH       DEFINED      01       15181
VENTAS INC                      COM               92276F100      3237      51277  SH       DEFINED      01       51277
VANGUARD INDEX FDS              REIT ETF          922908553     15461     236304  SH       DEFINED      01      236304
VERIFONE SYS INC                COM               92342Y109      1084      32757  SH       DEFINED      01       32757
VERISIGN INC                    COM               92343E102       937      21510  SH       DEFINED      01       21510
VERIZON COMMUNICATIONS INC      COM               92343V104     55944    1258856  SH       DEFINED      01     1258856
VERTEX PHARMACEUTICALS INC      COM               92532F100     13709     245147  SH       DEFINED      01      245147
VIACOM INC NEW                  CL B              92553P201      5243     111510  SH       DEFINED      01      111510
VIRTUALSCOPICS INC              COM               928269109      1078    1218467  SH       SOLE                1218467
VISA INC                        COM CL A          92826C839    349086    2823632  SH       DEFINED      01     2823632
VODAFONE GROUP PLC NEW          SPONS ADR NEW     92857W209      2596      92106  SH       DEFINED      01       92106
VORNADO RLTY TR                 SH BEN INT        929042109      2793      33252  SH       DEFINED      01       33252
VULCAN MATLS CO                 COM               929160109      1278      32195  SH       DEFINED      01       32195
WABTEC CORP                     COM               929740108      1877      24065  SH       DEFINED      01       24065
WAL-MART STORES INC             COM               931142103     22060     316403  SH       DEFINED      01      316403
WALGREEN CO                     COM               931422109      4553     153911  SH       DEFINED      01      153911
WASHINGTON POST CO              CL B              939640108       244        654  SH       DEFINED      01         654
WASTE MGMT INC DEL              COM               94106L109      2104      62992  SH       DEFINED      01       62992
WATERS CORP                     COM               941848103       962      12100  SH       DEFINED      01       12100
WATSON PHARMACEUTICALS INC      COM               942683103      1284      17347  SH       DEFINED      01       17347
WELLPOINT INC                   COM               94973V107      2873      45042  SH       DEFINED      01       45042
WELLS FARGO & CO NEW            COM               949746101    337018   10078277  SH       DEFINED      01    10078277
WESTERN DIGITAL CORP            COM               958102105      1220      40019  SH       DEFINED      01       40019
WESTERN UN CO                   COM               959802109    318482   18912209  SH       DEFINED      01    18912209
WEYERHAEUSER CO                 COM               962166104      2069      92542  SH       DEFINED      01       92542
WHIRLPOOL CORP                  COM               963320106       643      10518  SH       DEFINED      01       10518
WHOLE FOODS MKT INC             COM               966837106      2120      22243  SH       DEFINED      01       22243
WILLIAMS COS INC DEL            COM               969457100     22221     771014  SH       DEFINED      01      771014
WINDSTREAM CORP                 COM               97381W104       774      80104  SH       DEFINED      01       80104
WISCONSIN ENERGY CORP           COM               976657106      1242      31376  SH       DEFINED      01       31376
WISDOMTREE TRUST                INDIA ERNGS FD    97717W422      7086     411234  SH       DEFINED      01      411234
WPX ENERGY INC                  COM               98212B103       438      27055  SH       DEFINED      01       27055
WYNDHAM WORLDWIDE CORP          COM               98310W108      1048      19865  SH       DEFINED      01       19865
WYNN RESORTS LTD                COM               983134107      1121      10811  SH       DEFINED      01       10811
XCEL ENERGY INC                 COM               98389B100      1883      66297  SH       DEFINED      01       66297
XILINX INC                      COM               983919101      1206      35930  SH       DEFINED      01       35930
XEROX CORP                      COM               984121103      1444     183494  SH       DEFINED      01      183494
XYLEM INC                       COM               98419M100       635      25247  SH       DEFINED      01       25247
YAHOO INC                       COM               984332106      3142     198463  SH       DEFINED      01      198463
YUM BRANDS INC                  COM               988498101     33007     512377  SH       DEFINED      01      512377
ZIMMER HLDGS INC                COM               98956P102      1855      28828  SH       DEFINED      01       28828
ZIONS BANCORPORATION            COM               989701107     12491     643189  SH       DEFINED      01      643189