5/31/2009 Total Investments By Asset Type
Security Name	Shares	Book Value	Market Value	Type
ABBEY NAT'L TREASURY	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
ALLIANCEBERNSTEIN	45,000,000	44,990,678	44,990,678	CASH EQUIVALENTS
AMERICAN HONDA FIN CORP MTN	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
BANK OF AMERICA NA	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
BANK OF AMERICA	16,016,000	16,583,213	16,583,213	CASH EQUIVALENTS
BB + T BRH BKG + TR CO GLOBAL	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
BEAR STEARNS COS INC MTN	20,000,000	19,993,592	19,993,592	CASH EQUIVALENTS
BGI INSTITUTIONAL MMF	15,000,000	15,000,000	15,000,000	CASH EQUIVALENTS
BLACKROCK MONEY MARKET	100,000,000	100,000,000	100,000,000	CASH EQUIVALENTS
BNP PARIBAS FIN INC	25,000,000	24,991,500	24,991,500	CASH EQUIVALENTS
BUNGE ASSET FDG. COR	45,000,000	44,950,375	44,950,375	CASH EQUIVALENTS
CALYON NORTH AMERICA I	25,000,000	24,993,646	24,993,646	CASH EQUIVALENTS
CHARTA LLC	10,000,000	9,997,250	9,997,250	CASH EQUIVALENTS
CIESCO LLC	40,000,000	39,991,833	39,991,833	CASH EQUIVALENTS
CITIGROUP FDG INC	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
CITIGROUP FUNDING	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
CITIGROUP INC FDIC GTD TLGP	35,000,000	35,341,154	35,341,154	CASH EQUIVALENTS
CITIGROUP INC	45,000,000	44,452,961	44,452,961	CASH EQUIVALENTS
CON0COPHILLIPS	30,000,000	29,999,688	29,999,688	CASH EQUIVALENTS
CREDIT SUISSE FIRST BOSTON USA	16,862,000	16,470,313	16,470,313	CASH EQUIVALENTS
CREDIT SUISSE USA INC	20,000,000	19,662,596	19,662,596	CASH EQUIVALENTS
DANSKE CORP.	25,000,000	24,988,333	24,988,333	CASH EQUIVALENTS
ENTERPRISE FDG CO LLC	21,002,000	20,995,524	20,995,524	CASH EQUIVALENTS
FANNIE MAE	75,000,000	75,000,000	75,000,000	CASH EQUIVALENTS
FEDERAL HOME LN BK CONS DSC NT	50,000,000	49,852,556	49,852,556	CASH EQUIVALENTS
FEDERAL HOME LN BKS	105,900,000	106,221,867	106,221,867	CASH EQUIVALENTS
FEDERAL HOME LN MTG CORP	50,000,000	49,993,443	49,993,443	CASH EQUIVALENTS
FEDERAL HOME LN MTG DISC NTS	25,000,000	24,897,236	24,897,236	CASH EQUIVALENTS
FEDERAL HOME LOAN BANK	100,000,000	99,938,190	99,938,190	CASH EQUIVALENTS
FEDERAL HOME NTG CORP	50,000,000	50,000,000	50,000,000	CASH EQUIVALENTS
FEDERAL NATL MTG ASSN DISC NTS	50,000,000	49,487,847	49,487,847	CASH EQUIVALENTS
FEDERAL NATL MTG ASSN	75,000,000	74,900,608	74,900,609	CASH EQUIVALENTS
FIDELITY INSTL MONEY MARKET	110,000,000	110,000,000	110,000,000	CASH EQUIVALENTS
FORRESTAL CERT FDG T	40,000,000	39,982,156	39,982,156	CASH EQUIVALENTS
FREDDIE MAC	97,500,000	97,484,662	97,484,662	CASH EQUIVALENTS
GENERAL ELEC CAP CORP FDIC GTD	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
GENERAL ELEC CAP CORP MTN	20,000,000	19,948,831	19,948,831	CASH EQUIVALENTS
GENERAL ELECTRIC CO	20,000,000	19,994,400	19,994,400	CASH EQUIVALENTS
GOLDEN FUNDING CORP	35,925,000	35,901,769	35,901,769	CASH EQUIVALENTS
GOLDMAN SACHS GROUP INC FDIC	50,000,000	50,340,070	50,340,070	CASH EQUIVALENTS
GOLDMAN SACHS GROUP INC SERFRN	25,000,000	25,000,000	25,000,000	CASH EQUIVALENTS
GOTHAM FDG CORP	40,000,000	39,986,444	39,986,444	CASH EQUIVALENTS
ING BK NV LONDON BRH	40,000,000	40,000,000	40,000,000	CASH EQUIVALENTS
JP MORGAN CHASE + CO	25,000,000	24,999,669	24,999,670	CASH EQUIVALENTS
JPMORGAN CHASE + CO FDIC	8,000,000	8,000,000	8,000,000	CASH EQUIVALENTS
LLOYDS BANK PLC	15,000,000	14,989,500	14,989,500	CASH EQUIVALENTS
MARKET ST FNDG CORP	30,000,000	29,992,500	29,992,500	CASH EQUIVALENTS
MITSUBISHI INT'L CO	30,000,000	29,993,861	29,993,861	CASH EQUIVALENTS
PROCTER + GAMBLE CO	45,000,000	44,980,414	44,980,414	CASH EQUIVALENTS
ROYAL BK OF SCOTLAND	20,000,000	19,993,000	19,993,000	CASH EQUIVALENTS
SOCIETE GEN NO AMER	25,000,000	24,992,708	24,992,708	CASH EQUIVALENTS
SOCIETE GENERALE NY	10,000,000	10,000,659	10,000,659	CASH EQUIVALENTS
STATE STR INSTL LIQUID RESVS	75,000,000	75,000,000	75,000,000	CASH EQUIVALENTS
STATE STREET BANK + TRUST CO	84,999,699	84,999,699	84,999,699	CASH EQUIVALENTS
TICONDEROGA & TICOND	12,000,000	11,996,280	11,996,280	CASH EQUIVALENTS
TORONTO DOMIN HOLDING	15,000,000	14,997,250	14,997,250	CASH EQUIVALENTS
TOYOTA MTR CR CORP MTN BK ENT	25,000,000	24,998,765	24,998,765	CASH EQUIVALENTS
TREASURERS CASH	(61,800)	(61,800)	(61,800)	CASH EQUIVALENTS
UNION BK N A FDIC GTD TLGP	7,000,000	7,000,000	7,000,000	CASH EQUIVALENTS
US BANK SWEEP REPO	19,737,256	19,737,256	19,737,256	CASH EQUIVALENTS
WELLS FARGO + CO NEW	25,130,000	24,607,911	24,607,911	CASH EQUIVALENTS
WELLS FARGO CO NEW	20,000,000	19,798,956	19,798,956	CASH EQUIVALENTS
CASH EQUIVALENTS Total	2,320,010,155	2,318,349,363	2,318,349,363	CASH EQUIVALENTS
AES EASTN ENERGY LP	545,400	561,507	507,222	CORE PLUS BONDS
AFLAC INC	1,090,000	1,125,966	1,144,566	CORE PLUS BONDS
AIG SUNAMERICA GLOBAL FING VI	350,000	293,529	306,381	CORE PLUS BONDS
ALCOA INC	2,815,000	2,063,068	2,178,000	CORE PLUS BONDS
ALLSTATE CORP	1,375,000	1,379,611	1,452,209	CORE PLUS BONDS
AMB PPTY L P MEDIUM TERM NTS	1,200,000	1,168,230	1,080,000	CORE PLUS BONDS
AMERICAN EXPRESS CO	1,965,000	1,980,423	2,012,889	CORE PLUS BONDS
AMERICAN GEN FIN CORP MTN	1,275,000	746,721	686,750	CORE PLUS BONDS
AMERICAN GEN FIN CORP	1,840,000	803,590	892,400	CORE PLUS BONDS
AOL TIME WARNER INC	1,000,000	886,322	912,455	CORE PLUS BONDS
ASIF GLOBAL FINANCNG XIX	160,000	115,277	122,700	CORE PLUS BONDS
ASIF I	135,000	113,400	110,703	CORE PLUS BONDS
BANC AMER COML MTG TR	6,445,000	5,567,483	5,420,638	CORE PLUS BONDS
BANK AMER CORP	1,630,000	1,308,218	1,330,336	CORE PLUS BONDS
BANK AMER FDG CORP	2,650,000	2,333,788	2,379,983	CORE PLUS BONDS
BARCLAYS BANK PLC	1,770,000	1,766,195	1,760,030	CORE PLUS BONDS
BARCLAYS BK PLC	1,950,000	1,558,583	1,652,698	CORE PLUS BONDS
BB+T CORPORATION	2,620,000	2,579,152	2,579,538	CORE PLUS BONDS
BORGER ENERGY ASSOCS L P CORP	1,718,708	1,603,492	1,478,089	CORE PLUS BONDS
BRITISH TELECOMMUNICATIONS PLC	1,940,000	1,667,751	1,698,908	CORE PLUS BONDS
CD MTG TR	2,385,000	1,896,786	1,951,697	CORE PLUS BONDS
CHRYSLER LLC	2,984,848	1,344,986	812,297	CORE PLUS BONDS
CIT GROUP INC MEDIUM TERM	140,000	83,354	88,900	CORE PLUS BONDS
CIT GROUP INC REORGANIZED AS	990,000	782,749	772,200	CORE PLUS BONDS
CIT GROUP INC	4,110,000	2,727,140	3,226,600	CORE PLUS BONDS
CITIGROUP COML MTG TR	1,535,000	1,321,812	1,203,841	CORE PLUS BONDS
CITIGROUP INC	5,665,000	5,431,411	5,558,177	CORE PLUS BONDS
CITIGROUP/DEUTSCHE BK COMM MOR	860,000	605,320	711,111	CORE PLUS BONDS
COBALT CMBS COML MTG TR	2,710,000	2,556,722	2,527,995	CORE PLUS BONDS
COMM 2006 C7 MTG TR	2,075,000	1,643,723	1,743,347	CORE PLUS BONDS
COMMERCIAL MTG TR	3,765,000	3,444,511	3,306,981	CORE PLUS BONDS
CONTINENTAL AIRLS	2,020,000	1,485,249	1,656,400	CORE PLUS BONDS
CREDIT SUISSE COML MTG TR	1,000,000	942,662	861,053	CORE PLUS BONDS
CREDIT SUISSE FIRST BOSTON MTG	360,000	278,307	308,059	CORE PLUS BONDS
CREDIT SUISSE N Y	2,200,000	1,795,409	2,015,368	CORE PLUS BONDS
CVS CAREMARK CORP	92,473	73,266	73,510	CORE PLUS BONDS
CWHEQ HOME EQUITY LN TR	900,644	365,255	188,831	CORE PLUS BONDS
CWHEQ INC	1,438,701	262,895	242,997	CORE PLUS BONDS
DELTA AIR LINES INC DEL PASS T	4,198,303	2,723,654	3,190,710	CORE PLUS BONDS
DEUTSCHE BK FINL LLC MTN	1,805,000	1,551,205	1,680,117	CORE PLUS BONDS
ENTERGY LA LLC	140,000	135,385	120,617	CORE PLUS BONDS
ERAC USA FIN CO	3,375,000	2,610,208	2,694,928	CORE PLUS BONDS
FARMERS EXCHANGE CAP	1,255,000	768,819	803,356	CORE PLUS BONDS
FIRST UN CORP	1,305,000	1,118,276	1,190,760	CORE PLUS BONDS
FORD MTR CR CO	3,310,000	2,000,824	2,665,650	CORE PLUS BONDS
GE COML MTG CORP	2,405,000	1,979,935	2,079,409	CORE PLUS BONDS
GENERAL MTRS ACCEP CORP	1,710,000	1,083,672	1,419,300	CORE PLUS BONDS
GENWORTH GLOBAL FDG TRS	105,000	81,145	87,150	CORE PLUS BONDS
GENWORTH LIFE INST FUND	1,510,000	1,199,870	989,944	CORE PLUS BONDS
GMAC COML MTG SEC INC	1,330,000	894,636	1,133,595	CORE PLUS BONDS
GMAC LLC	1,152,000	842,221	956,160	CORE PLUS BONDS
GMAC MTG CORP LN TR	1,105,000	609,421	212,558	CORE PLUS BONDS
GMACM HOME EQUITY LN TR	970,000	478,240	255,200	CORE PLUS BONDS
GOLDMAN SACHS GROUP INC	1,580,000	1,354,795	1,520,714	CORE PLUS BONDS
GREAT RIV ENERGY	135,000	148,067	114,308	CORE PLUS BONDS
GULFSTREAM NAT GAS SYS LLC	0	(66)	0	CORE PLUS BONDS
HARTFORD FINL SVCS GROUP INC	2,540,000	1,681,333	1,988,600	CORE PLUS BONDS
HARTFORD LIFE GLOBAL FDG TRS	200,000	169,488	172,892	CORE PLUS BONDS
HERTZ VEH FING LLC	2,000,000	1,790,426	1,467,204	CORE PLUS BONDS
HOMER CITY FDG LLC	330,600	340,070	286,382	CORE PLUS BONDS
INTERNATIONAL LEASE FIN CORP	405,000	252,866	315,900	CORE PLUS BONDS
INTL LEASE FIN CORP MTN	3,215,000	2,219,470	2,443,350	CORE PLUS BONDS
JPMORGAN CHASE + CO FORMERLY	2,885,000	2,855,958	2,833,773	CORE PLUS BONDS
KIOWA PWR PARTNERS LLC	63,248	63,090	61,296	CORE PLUS BONDS
LB COML MTG TR	1,850,000	1,369,602	1,453,961	CORE PLUS BONDS
LB UBS COML MTG	972,000	699,107	721,851	CORE PLUS BONDS
LB UBS COML MTG TR	9,710,000	8,367,876	7,916,077	CORE PLUS BONDS
LB UBS	1,950,000	1,574,331	1,563,529	CORE PLUS BONDS
LEAR CORP	1,970,000	966,869	512,200	CORE PLUS BONDS
LIBERTY MUT INS CO	165,000	126,019	122,602	CORE PLUS BONDS
LIBERTY PPTY LTD PARTNERSHIP	1,275,000	1,115,708	1,007,250	CORE PLUS BONDS
M + I MARSHALL + ILSLEY BK	3,390,000	2,797,286	2,220,833	CORE PLUS BONDS
MACKINAW PWR LLC	603,834	494,736	483,518	CORE PLUS BONDS
MANUFACTURERS + TRADERS TR CO	1,425,000	1,226,527	1,090,188	CORE PLUS BONDS
MARSH + MCLENNAN COS INC	5,500,000	5,503,889	5,505,737	CORE PLUS BONDS
MERRILL LYNCH MTG TR 2007 C1	945,000	783,690	805,298	CORE PLUS BONDS
METLIFE INC	2,035,000	1,734,587	2,055,279	CORE PLUS BONDS
ML CFC COML MTG TR	910,000	687,343	669,974	CORE PLUS BONDS
MONUMENTAL GLOBAL FDG III	820,000	637,300	702,483	CORE PLUS BONDS
MONUMENTAL GLOBAL FDS III	780,000	747,539	707,484	CORE PLUS BONDS
MORGAN STANLEY CAP I TR	1,730,000	1,429,431	1,444,531	CORE PLUS BONDS
MORGAN STANLEY GROUP INC	2,490,000	1,694,165	2,313,619	CORE PLUS BONDS
NATIONSBANK CORP	1,532,000	1,043,964	1,324,479	CORE PLUS BONDS
NATIONWIDE LIFE GBL FUND	200,000	161,168	170,892	CORE PLUS BONDS
NATIONWIDE LIFE GLOBAL FDG	1,835,000	1,658,845	1,679,948	CORE PLUS BONDS
NATIONWIDE MUT INS CO	850,000	541,838	602,960	CORE PLUS BONDS
NORTHWEST AIRLS PASS THRU TRS	2,995,591	1,952,332	2,156,826	CORE PLUS BONDS
PRICOA GLOBAL FDG I	880,000	853,154	858,378	CORE PLUS BONDS
PRICOA GLOBAL FUNDING 1	1,855,000	1,430,227	1,618,437	CORE PLUS BONDS
PROLOGIS	575,000	506,935	442,750	CORE PLUS BONDS
PROTECTIVE LIFE SECD TRS SECD	300,000	281,709	287,209	CORE PLUS BONDS
PRUDENTIAL FINL INC MED TERM	1,335,000	1,022,238	1,214,850	CORE PLUS BONDS
PRUDENTIAL FINL INC	790,000	525,534	720,550	CORE PLUS BONDS
RALI TR	3,148,567	2,607,297	2,616,201	CORE PLUS BONDS
REGENCY CTRS L P	975,000	695,894	711,750	CORE PLUS BONDS
REGIONS BK BIRMINGHAM ALA	1,040,000	881,177	876,582	CORE PLUS BONDS
RESIDENTIAL FUNDING MRTG SEC	1,690,898	685,150	503,306	CORE PLUS BONDS
SIMON PPTY GROUP L P	745,000	664,128	655,600	CORE PLUS BONDS
SOURCE GAS LLC	190,000	161,192	137,412	CORE PLUS BONDS
SOUTHERN STAR CENT GAS	40,000	38,123	37,783	CORE PLUS BONDS
SUNTRUST BK ATLANTA GA	0	(256)	0	CORE PLUS BONDS
TELECOM ITALIA CAP	1,100,000	988,934	1,057,825	CORE PLUS BONDS
TENNESSEE GAS PIPELINE CO	550,000	548,486	557,425	CORE PLUS BONDS
TIME WARNER COS INC	185,000	189,158	191,119	CORE PLUS BONDS
TRW AUTOMOTIVE INC	450,000	316,991	319,500	CORE PLUS BONDS
TYCO ELECTRONICS GROUP S A	1,045,000	1,034,739	942,230	CORE PLUS BONDS
U S WEST COMMUNICATIONS INC	1,520,000	1,007,576	1,029,800	CORE PLUS BONDS
UNITED AIR LINES	2,537,058	1,656,669	1,877,423	CORE PLUS BONDS
UNITED STATES STL CORP	230,000	168,401	184,000	CORE PLUS BONDS
UNITED STATES TREAS BDS	245,000	302,619	251,689	CORE PLUS BONDS
UNITED STATES TREAS BILLS	12,620,000	12,601,530	12,601,530	CORE PLUS BONDS
UNITED STS STL CORP NEW	1,300,000	1,143,491	1,099,427	CORE PLUS BONDS
USG CORP	525,000	429,507	413,438	CORE PLUS BONDS
USX MARATHON GROUP	0	(5)	0	CORE PLUS BONDS
VALERO ENERGY CORP	1,475,000	1,201,261	1,190,538	CORE PLUS BONDS
VIACOM INC	1,290,000	1,148,056	1,243,147	CORE PLUS BONDS
WACHOVIA BK COML MTG TR	10,455,000	8,715,613	8,416,381	CORE PLUS BONDS
WELLS FARGO + CO NEW	2,430,000	2,320,043	2,320,157	CORE PLUS BONDS
WELLS FARGO MTG BACKED SECS	1,032,045	881,178	796,945	CORE PLUS BONDS
WI TREASURY SEC	3,030,000	2,994,031	2,951,523	CORE PLUS BONDS
WINDSOR FING LLC	641,400	583,000	567,113	CORE PLUS BONDS
CORE PLUS BONDS Total	210,893,317	171,514,799	173,563,265	CORE PLUS BONDS
AA / FT WORTH HQ FIN TR	6,969,150	6,969,150	6,890,050	DOMESTIC BONDS
ABBOTT LABS	5,000,000	4,974,104	5,040,288	DOMESTIC BONDS
AERO 1 HQ FIN TR	15,000,000	15,000,000	14,412,300	DOMESTIC BONDS
ALCOA INC	3,000,000	2,935,332	3,000,000	DOMESTIC BONDS
ALLSTATE LIFE GBL FDG SECD	5,000,000	4,996,087	5,092,637	DOMESTIC BONDS
ALTRIA GROUP INC	5,000,000	5,013,656	5,619,528	DOMESTIC BONDS
AMERICA WEST AIRLS TR	6,145,159	6,145,159	4,731,773	DOMESTIC BONDS
AMERICAN EXPRESS BK FSB	5,000,000	4,181,215	4,502,143	DOMESTIC BONDS
AMERICAN EXPRESS BK	9,000,000	8,981,735	8,090,493	DOMESTIC BONDS
AMERICAN EXPRESS CENTURION BK	2,000,000	1,997,265	1,998,936	DOMESTIC BONDS
AMERICAN EXPRESS CO	10,000,000	9,968,223	9,364,311	DOMESTIC BONDS
AMERICAN EXPRESS CR CORP	15,000,000	13,978,935	14,513,772	DOMESTIC BONDS
AMERICAN GEN FIN CORP MTN	18,200,000	18,170,020	10,978,001	DOMESTIC BONDS
AMERICAN PRESIDENT COS LTD	5,000,000	4,804,101	3,537,500	DOMESTIC BONDS
ANHEUSER BUSCH COS INC	5,000,000	5,014,767	4,738,028	DOMESTIC BONDS
AOL TIME WARNER INC	9,000,000	9,156,394	9,412,695	DOMESTIC BONDS
ARIA CDO II JERSEY NO 1 LTD	35,000,000	35,000,000	10,500,000	DOMESTIC BONDS
AT+T INC	5,000,000	4,984,951	5,161,021	DOMESTIC BONDS
B J SERVICES	5,000,000	4,997,371	5,039,850	DOMESTIC BONDS
BANC AMER COML MTG INC COML	30,000,000	30,079,373	27,209,423	DOMESTIC BONDS
BANC AMER COML MTG TR 2007 2	20,000,000	20,058,681	18,008,852	DOMESTIC BONDS
BANC AMER COML MTG TR	80,758,251	80,877,305	73,760,230	DOMESTIC BONDS
BANK AMER CORP MEDIUM TERM	17,000,000	16,988,023	17,152,016	DOMESTIC BONDS
BANK AMER CORP	10,000,000	9,699,181	9,945,464	DOMESTIC BONDS
BANK OF NEW YORK MELLON	3,000,000	2,999,051	3,006,791	DOMESTIC BONDS
BEAR STEARNS COML MTG SECS TR	12,233,095	12,245,568	12,418,718	DOMESTIC BONDS
BEAR STEARNS TR	8,385,000	5,967,702	7,446,494	DOMESTIC BONDS
BELLSOUTH TELECOMM  INC	17,343,550	18,310,345	16,744,837	DOMESTIC BONDS
BISHOPSGATE CDO LTD	35,000,000	35,000,000	28,000,000	DOMESTIC BONDS
BUNGE NA FINANCE LP	5,000,000	4,995,548	4,425,000	DOMESTIC BONDS
BURLINGTON NORTHN SANTA FE RY	13,910,199	13,910,199	15,007,192	DOMESTIC BONDS
BURLINGTON NORTHN SANTA FE	3,000,000	2,999,539	3,259,923	DOMESTIC BONDS
CANADIAN PAC LTD	5,000,000	5,100,148	5,227,949	DOMESTIC BONDS
CAPITAL ONE FINL CORP	14,000,000	13,978,422	13,301,819	DOMESTIC BONDS
CATERPILLAR FINL SVCS	20,000,000	18,018,638	19,153,750	DOMESTIC BONDS
CATERPILLAR INC	2,000,000	1,999,567	2,173,389	DOMESTIC BONDS
CIT GROUP EQUIP FING INC	13,237,500	13,237,500	8,538,188	DOMESTIC BONDS
CIT GROUP INC	7,000,000	7,014,522	5,495,000	DOMESTIC BONDS
CITIGROUP INC	15,000,000	15,020,844	14,492,261	DOMESTIC BONDS
COMCAST CORP NEW	5,000,000	5,003,096	5,200,387	DOMESTIC BONDS
COMCAST CORP	4,000,000	4,323,712	4,009,443	DOMESTIC BONDS
COMM MTG TR	9,520,136	9,520,134	9,553,994	DOMESTIC BONDS
CONOCOPHILLIPS CDA FDG CO I	9,250,000	9,249,455	9,505,572	DOMESTIC BONDS
CONOCOPHILLIPS	5,000,000	4,996,111	5,142,023	DOMESTIC BONDS
CONTINENTAL AIRLS PASS THRU TR	10,857,148	10,857,148	9,717,147	DOMESTIC BONDS
CONTINENTAL AIRLS	5,000,000	5,007,649	4,500,000	DOMESTIC BONDS
CORPORATE PPTY INVS	13,000,000	13,021,596	13,069,408	DOMESTIC BONDS
CRP	880,150	880,150	880,150	DOMESTIC BONDS
CSX CORP	11,000,000	10,980,456	11,111,205	DOMESTIC BONDS
CVS CAREMARK CORP	14,000,000	13,406,641	13,885,805	DOMESTIC BONDS
CYPRESSTREE SYNTHETIC CDO LTD	40,000,000	40,000,000	16,000,000	DOMESTIC BONDS
DEERE JOHN CAP CORP MTN BK ENT	4,100,000	3,992,795	4,029,367	DOMESTIC BONDS
DETROIT EDISON CO	5,000,000	4,976,632	5,008,674	DOMESTIC BONDS
DONNELLEY R R + SONS CO	15,000,000	14,491,857	12,300,000	DOMESTIC BONDS
DOT HEADQUARTERS II LEASE MTG	50,000,000	50,000,000	39,061,500	DOMESTIC BONDS
DU PONT E I DE NEMOURS + CO	7,000,000	6,970,188	7,503,085	DOMESTIC BONDS
DUN + BRADSTREET CORP DEL NEW	5,000,000	5,000,928	5,134,477	DOMESTIC BONDS
EASTERN ENERGY LTD	15,000,000	14,898,833	14,732,447	DOMESTIC BONDS
EDERAL FARM CR BKS	20,000,000	19,778,424	21,401,120	DOMESTIC BONDS
EL PASO NAT GAS CO	5,000,000	5,146,866	5,193,041	DOMESTIC BONDS
ENSCO OFFSHORE CO	7,000,421	7,000,421	7,445,018	DOMESTIC BONDS
ENTERGY ARK INC	13,000,000	12,988,500	12,757,014	DOMESTIC BONDS
FED HM LN PC POOL A36931	21,550,571	22,076,602	22,311,575	DOMESTIC BONDS
FED HM LN PC POOL A76923	18,028,504	18,517,719	18,624,798	DOMESTIC BONDS
FED HM LN PC POOL A77211	12,986,329	13,599,989	13,578,487	DOMESTIC BONDS
FED HM LN PC POOL A82927	19,665,615	20,143,193	20,316,057	DOMESTIC BONDS
FED HM LN PC POOL A85005	27,923,732	28,427,577	28,129,626	DOMESTIC BONDS
FED HM LN PC POOL C01523	10,990,484	10,914,194	11,291,746	DOMESTIC BONDS
FED HM LN PC POOL C90973	29,090,927	28,877,294	30,545,867	DOMESTIC BONDS
FED HM LN PC POOL E00540	424,024	423,510	448,162	DOMESTIC BONDS
FED HM LN PC POOL E00659	1,013,462	1,013,112	1,072,274	DOMESTIC BONDS
FED HM LN PC POOL E01425	21,356,693	21,319,657	22,101,354	DOMESTIC BONDS
FED HM LN PC POOL E99081	21,297,692	21,212,332	22,040,297	DOMESTIC BONDS
FED HM LN PC POOL G02070	33,294,012	32,632,853	34,403,265	DOMESTIC BONDS
FED HM LN PC POOL G03037	38,561,084	38,400,683	39,842,114	DOMESTIC BONDS
FED HM LN PC POOL G03150	12,596,528	12,221,017	13,014,995	DOMESTIC BONDS
FED HM LN PC POOL G03458	38,512,870	38,661,632	39,792,299	DOMESTIC BONDS
FED HM LN PC POOL G03511	11,986,367	12,081,083	12,537,351	DOMESTIC BONDS
FED HM LN PC POOL G04332	13,675,606	12,999,931	13,996,848	DOMESTIC BONDS
FED HM LN PC POOL G08269	20,728,153	20,431,106	21,413,738	DOMESTIC BONDS
FED HM LN PC POOL G10814	865,872	865,615	909,164	DOMESTIC BONDS
FED HM LN PC POOL G11670	19,144,462	18,961,416	19,454,332	DOMESTIC BONDS
FED HM LN PC POOL G11812	29,207,123	28,884,378	30,312,461	DOMESTIC BONDS
FED HM LN PC POOL G12310	5,477,937	5,482,761	5,714,243	DOMESTIC BONDS
FED HM LN PC POOL G13081	7,908,108	7,908,108	8,180,772	DOMESTIC BONDS
FED HM LN PC POOL G18244	7,837,784	7,696,547	8,029,109	DOMESTIC BONDS
FED HM LN PC POOL G30006	204,623	204,931	214,865	DOMESTIC BONDS
FED HM LN PC POOL J08160	8,347,111	8,337,131	8,635,687	DOMESTIC BONDS
FEDERAL EXPRESS CORP PSTHR TR	8,825,719	8,803,811	8,476,628	DOMESTIC BONDS
FEDERAL FARM CR BKS CONS SYSTE	2,000,000	2,005,043	2,083,040	DOMESTIC BONDS
FEDERAL FARM CR BKS CONS	53,000,000	55,599,170	55,641,174	DOMESTIC BONDS
FEDERAL FARM CR BKS	7,000,000	6,856,060	7,508,138	DOMESTIC BONDS
FEDERAL FARM CREDIT BANK	24,000,000	23,995,137	24,685,813	DOMESTIC BONDS
FEDERAL HOME LN BANKS	15,000,000	14,887,382	16,035,230	DOMESTIC BONDS
FEDERAL HOME LN BK	1,500,000	1,503,883	1,522,316	DOMESTIC BONDS
FEDERAL HOME LN BKS	87,500,000	87,791,598	93,742,825	DOMESTIC BONDS
FEDERAL HOME LN MTG CORP	163,000,000	77,337,033	82,652,283	DOMESTIC BONDS
FEDERAL HOME LN MTG PC GTD	81,052	79,952	87,056	DOMESTIC BONDS
FEDERAL HOME LOAN BANK	47,900,000	47,709,764	50,880,067	DOMESTIC BONDS
FEDERAL HOME LOAN BKS	4,900,000	4,872,639	5,250,421	DOMESTIC BONDS
FEDERAL NATL MTG ASSN REMIC	175,838	171,833	197,011	DOMESTIC BONDS
FEDERAL NATL MTG ASSN	174,600,000	149,048,019	149,350,108	DOMESTIC BONDS
FEDERAL NATL MTG ASSOC	100,000,000	14,409,455	14,016,100	DOMESTIC BONDS
FIFTH THIRD BANCORP	5,000,000	4,986,753	3,703,673	DOMESTIC BONDS
FLORIDA GAS TRANSMISSION CO	14,200,000	14,169,027	14,891,959	DOMESTIC BONDS
FNMA POOL 190353	17,774,509	18,392,495	18,251,533	DOMESTIC BONDS
FNMA POOL 190375	6,865,672	6,874,086	7,102,767	DOMESTIC BONDS
FNMA POOL 190985	9,629	9,629	9,799	DOMESTIC BONDS
FNMA POOL 254140	3,576,678	3,568,214	3,758,974	DOMESTIC BONDS
FNMA POOL 254233	5,925,940	5,813,684	6,177,151	DOMESTIC BONDS
FNMA POOL 254476	9,781,692	10,188,331	10,152,330	DOMESTIC BONDS
FNMA POOL 254631	6,358,355	6,323,103	6,640,595	DOMESTIC BONDS
FNMA POOL 256083	28,817,569	28,726,249	30,267,442	DOMESTIC BONDS
FNMA POOL 256600	13,940,266	13,950,676	14,463,181	DOMESTIC BONDS
FNMA POOL 256714	25,807,999	25,693,247	26,776,087	DOMESTIC BONDS
FNMA POOL 256895	9,741,529	9,673,252	10,072,692	DOMESTIC BONDS
FNMA POOL 257160	9,117,958	8,672,974	9,339,349	DOMESTIC BONDS
FNMA POOL 303125	9,531	9,528	9,587	DOMESTIC BONDS
FNMA POOL 303202	622,304	619,805	653,637	DOMESTIC BONDS
FNMA POOL 303590	132,029	132,030	134,039	DOMESTIC BONDS
FNMA POOL 313999	570,362	569,313	602,935	DOMESTIC BONDS
FNMA POOL 572220	765,642	764,506	813,685	DOMESTIC BONDS
FNMA POOL 592327	1,236,303	1,221,099	1,299,315	DOMESTIC BONDS
FNMA POOL 723551	582,968	590,373	591,694	DOMESTIC BONDS
FNMA POOL 725232	25,989,183	24,701,132	26,698,617	DOMESTIC BONDS
FNMA POOL 725425	21,992,164	21,437,153	22,816,301	DOMESTIC BONDS
FNMA POOL 735578	9,753,374	9,258,076	10,009,363	DOMESTIC BONDS
FNMA POOL 735989	17,713,009	17,651,090	18,376,789	DOMESTIC BONDS
FNMA POOL 745250	29,303,421	29,203,557	30,408,640	DOMESTIC BONDS
FNMA POOL 745275	22,813,182	21,487,689	23,411,944	DOMESTIC BONDS
FNMA POOL 745327	13,453,690	13,511,862	14,121,393	DOMESTIC BONDS
FNMA POOL 745515	31,243,929	29,726,551	32,063,966	DOMESTIC BONDS
FNMA POOL 780956	14,799,107	14,796,271	15,289,182	DOMESTIC BONDS
FNMA POOL 844915	5,687,318	5,656,572	5,858,661	DOMESTIC BONDS
FNMA POOL 888932	3,853,132	3,853,132	3,969,216	DOMESTIC BONDS
FNMA POOL 899502	17,280,359	17,275,199	17,699,546	DOMESTIC BONDS
FNMA POOL 929842	37,891,496	38,458,133	39,663,389	DOMESTIC BONDS
FNMA POOL 933853	14,111,190	14,158,262	14,771,062	DOMESTIC BONDS
FNMA POOL 936499	16,834,443	17,098,580	17,634,093	DOMESTIC BONDS
FNMA POOL 941028	9,861,514	10,157,319	10,508,272	DOMESTIC BONDS
FNMA POOL 944622	11,887,868	12,245,395	12,291,996	DOMESTIC BONDS
FNMA POOL 954878	21,150,471	22,476,430	22,537,604	DOMESTIC BONDS
FNMA POOL 962078	8,600,412	8,553,556	8,816,339	DOMESTIC BONDS
FNMA POOL 962533	9,311,049	9,581,029	9,627,185	DOMESTIC BONDS
FNMA POOL 968044	10,241,398	10,527,064	10,911,396	DOMESTIC BONDS
FNMA POOL 972399	15,983,057	16,683,014	16,730,461	DOMESTIC BONDS
FNMA POOL 972562	17,838,052	18,474,199	18,672,200	DOMESTIC BONDS
FNMA POOL 982043	18,610,072	18,660,865	19,480,322	DOMESTIC BONDS
FNMA POOL 985023	10,342,253	10,667,807	10,693,402	DOMESTIC BONDS
FNMA POOL 985121	12,221,439	12,198,242	12,792,942	DOMESTIC BONDS
FNMA POOL 990939	5,342,126	5,609,708	5,691,610	DOMESTIC BONDS
FNMA POOL 995118	12,747,599	13,262,548	13,559,462	DOMESTIC BONDS
FORD MTR CR CO	15,000,000	15,000,999	14,550,000	DOMESTIC BONDS
FORTUNE BRANDS INC	9,000,000	8,961,745	8,028,813	DOMESTIC BONDS
FPL ENERGY NATL WIND LLC	2,320,440	2,320,440	1,916,553	DOMESTIC BONDS
FREDDIE MAC	10,000,000	10,000,000	9,957,330	DOMESTIC BONDS
GALENA CDO I CAYMAN IS NO 1LTD	25,000,000	2,500,000	2,500,000	DOMESTIC BONDS
GATX CORP	25,000,000	24,974,131	25,000,000	DOMESTIC BONDS
GAZPROM INTL S A	3,755,277	3,805,008	3,454,855	DOMESTIC BONDS
GE COML MTG CORP TR	35,000,000	35,096,524	29,757,768	DOMESTIC BONDS
GENERAL ELEC CAP CORP FDIC GTD	5,000,000	4,987,930	5,179,000	DOMESTIC BONDS
GENERAL ELEC CAP CORP MTN	39,950,000	35,943,667	36,740,700	DOMESTIC BONDS
GENERAL ELEC CO	5,000,000	5,010,318	4,926,403	DOMESTIC BONDS
GENWORTH FINL INC	7,400,000	7,392,935	4,958,000	DOMESTIC BONDS
GENWORTH GLOBAL FDG TRS SECD	9,000,000	8,990,930	8,366,757	DOMESTIC BONDS
GEORGIA PWR CO	5,000,000	5,000,196	5,133,803	DOMESTIC BONDS
GLOBAL INDS LTD	16,000,000	16,000,000	16,133,120	DOMESTIC BONDS
GNMA II POOL 001254	16,527	16,479	18,567	DOMESTIC BONDS
GNMA POOL 038164	3,167	3,165	3,216	DOMESTIC BONDS
GNMA POOL 039321	1,953	1,952	1,977	DOMESTIC BONDS
GNMA POOL 046249	1,631	1,637	1,701	DOMESTIC BONDS
GNMA POOL 135544	23,255	23,195	25,813	DOMESTIC BONDS
GNMA POOL 281467	6,079	6,063	6,695	DOMESTIC BONDS
GNMA POOL 568140	2,219,440	2,301,407	2,305,741	DOMESTIC BONDS
GNMA POOL 673009	12,411,414	12,534,898	12,966,271	DOMESTIC BONDS
GNMA POOL 688143	26,564,612	27,656,153	27,752,193	DOMESTIC BONDS
GNMA POOL 697855	48,632,298	50,676,062	50,523,331	DOMESTIC BONDS
GNMA POOL 701864	24,968,301	25,926,878	25,738,857	DOMESTIC BONDS
GOLDMAN SACHS GROUP INC	20,000,000	16,011,230	17,356,462	DOMESTIC BONDS
GOLDMAN SACHS GROUP	8,750,000	8,745,529	8,836,182	DOMESTIC BONDS
GOODRICH CORP	4,050,000	3,991,340	3,949,990	DOMESTIC BONDS
GREAT RIV ENERGY	9,603,634	9,603,634	9,627,835	DOMESTIC BONDS
GS MTG SECS CORP II	10,000,000	7,819,339	8,686,091	DOMESTIC BONDS
GSPA MONETIZATION TR	24,896,610	25,096,529	20,034,053	DOMESTIC BONDS
HARTFORD FINL SVCS GROUP INC	10,000,000	9,994,193	8,200,000	DOMESTIC BONDS
HAWAIIAN ELEC INDS INC MEDIUM	6,000,000	6,000,000	6,261,984	DOMESTIC BONDS
HERSHEY FOODS CORP	1,000,000	999,120	1,064,820	DOMESTIC BONDS
HSBC FIN CORP	28,000,000	27,422,576	26,416,566	DOMESTIC BONDS
ING SEC LIFE INSTL FDG	14,000,000	13,996,178	13,614,384	DOMESTIC BONDS
INTERNATIONAL LEASE FIN CORP	5,000,000	4,994,398	4,650,000	DOMESTIC BONDS
INTL LEASE FIN CORP MTN	10,000,000	10,011,196	9,575,000	DOMESTIC BONDS
J P MORGAN CHASE COML MTG SECS	8,564,635	8,598,931	8,491,035	DOMESTIC BONDS
J P MORGAN CHASE COML MTG	14,147,013	14,113,859	14,107,088	DOMESTIC BONDS
JERSEY CENT PWR + LT CO	11,000,000	10,969,297	10,444,583	DOMESTIC BONDS
JOHNSON CTLS INC	1,000,000	996,873	997,258	DOMESTIC BONDS
JP MORGAN CHASE	10,822,127	10,828,792	10,888,652	DOMESTIC BONDS
JPMORGAN CHASE + CO FDIC	7,000,000	6,996,012	7,088,161	DOMESTIC BONDS
JPMORGAN CHASE + CO	30,000,000	29,949,883	30,021,183	DOMESTIC BONDS
KCT INTERMODAL TRANSN CORP	6,961,333	6,961,333	7,276,176	DOMESTIC BONDS
KELLWOOD CO	18,550,000	1,855,381	834,750	DOMESTIC BONDS
KERR MCGEE CORP	10,000,000	10,096,410	7,492,808	DOMESTIC BONDS
KEYBANK NATL ASSN CLEVELAND OH	14,000,000	13,998,713	13,720,000	DOMESTIC BONDS
KEYBANK NATL ASSN MTN	18,000,000	17,997,083	14,067,433	DOMESTIC BONDS
KRAFT FOODS INC	5,000,000	5,213,415	5,318,708	DOMESTIC BONDS
LB UBS COML MTG TR	10,000,000	7,698,793	8,375,643	DOMESTIC BONDS
LEHMAN BROTHERS HLDGS INC	15,000,000	2,977,700	2,187,500	DOMESTIC BONDS
LILLY ELI + CO	2,000,000	1,999,143	2,056,576	DOMESTIC BONDS
LOCKHEED MARTIN CORP	12,000,000	11,846,440	12,240,948	DOMESTIC BONDS
MACMILLAN BLOEDEL LTD	14,000,000	13,801,733	11,568,248	DOMESTIC BONDS
MARATHON OIL CORP	5,000,000	4,985,578	4,778,927	DOMESTIC BONDS
MARSH + MCLENNAN COS INC	8,000,000	8,000,439	8,008,344	DOMESTIC BONDS
MCKESSON CORP NEW	3,000,000	2,992,116	3,030,394	DOMESTIC BONDS
MEAD CORP	14,000,000	13,993,944	11,900,000	DOMESTIC BONDS
MED MAP L L C COLO REV	10,135,000	10,135,000	9,941,726	DOMESTIC BONDS
MED MAP L L C	12,600,000	12,600,000	12,428,388	DOMESTIC BONDS
MELLON FDG CORP	5,000,000	5,000,000	4,352,377	DOMESTIC BONDS
MERIDIAN TRAILER TRAIN	16,404	16,404	17,277	DOMESTIC BONDS
MERRILL LYNCH + CO INC	30,000,000	26,951,260	26,797,148	DOMESTIC BONDS
METLIFE INC	25,000,000	24,911,731	24,632,010	DOMESTIC BONDS
METROPOLITAN LIFE GLOBAL FDG I	1,000,000	942,858	952,296	DOMESTIC BONDS
METROPOLITAN LIFE GOLBAL MTN	2,000,000	1,999,968	2,002,440	DOMESTIC BONDS
MIDAMERICAN ENERGY HLDGS CO N	5,000,000	4,435,887	4,685,874	DOMESTIC BONDS
ML CFC COML MTG TR	35,644,795	35,743,689	31,472,286	DOMESTIC BONDS
MONTANA ST BRD HSG	1,110,000	1,110,000	1,097,846	DOMESTIC BONDS
MORGAN STANLEY GROUP INC	0	464	0	DOMESTIC BONDS
MORGAN STANLEY	14,750,000	13,453,651	13,935,403	DOMESTIC BONDS
NATIONAL CITY BK CLEVELAND OH	4,000,000	3,986,345	3,547,487	DOMESTIC BONDS
NATIONWIDE FINL SVCS INC	5,000,000	5,100,884	4,500,000	DOMESTIC BONDS
NATNL CITY BK CLEVELAND OH	5,000,000	4,996,497	4,304,232	DOMESTIC BONDS
NEWS AMER INC	9,000,000	9,097,234	7,213,473	DOMESTIC BONDS
NORFOLK SOUTHN CORP	2,000,000	1,991,615	1,987,005	DOMESTIC BONDS
NORTHWESTERN CORP	5,000,000	4,996,711	4,917,559	DOMESTIC BONDS
NOVARTIS SECS INVT LTD	5,000,000	4,991,371	4,983,227	DOMESTIC BONDS
OCCIDENTAL PETE CORP	5,000,000	4,983,183	5,677,712	DOMESTIC BONDS
ONEOK PARTERS LP	5,000,000	5,151,832	4,199,550	DOMESTIC BONDS
PACCAR FINL CORP MTN BK ENT	5,000,000	5,000,000	4,990,790	DOMESTIC BONDS
PACCAR INC	1,000,000	999,026	1,072,598	DOMESTIC BONDS
PACIFIC BELL	10,000,000	9,948,216	8,942,745	DOMESTIC BONDS
PACIFIC LIFE GLOBAL FDG	3,000,000	2,998,885	2,979,354	DOMESTIC BONDS
PANAMERICAN BEVERAGES INC	19,000,000	19,003,768	19,167,200	DOMESTIC BONDS
PENNSYLVANIA ELEC CO	5,000,000	4,987,754	4,775,113	DOMESTIC BONDS
POTASH CORP SASKATCHEWAN	2,000,000	1,998,334	2,080,255	DOMESTIC BONDS
PPL ELEC UTILS CORP	4,000,000	3,998,985	3,783,716	DOMESTIC BONDS
PPL ENERGY SUPPLY LLC	3,000,000	2,991,050	2,869,312	DOMESTIC BONDS
PPL MONT LLC	35,780,103	35,874,313	34,395,070	DOMESTIC BONDS
PRINCIPAL LIFE GLOBAL FDG MTN	5,000,000	4,996,787	4,730,192	DOMESTIC BONDS
PROTECTIVE LIFE SECD TRS SECD	16,000,000	15,979,207	15,317,838	DOMESTIC BONDS
PRUDENTIAL FINL INC	18,000,000	17,749,447	16,200,000	DOMESTIC BONDS
PUBLIC SVC CO COLO	9,000,000	9,200,492	9,393,808	DOMESTIC BONDS
PUGET SOUND PWR + LT CO	11,000,000	10,840,513	9,839,924	DOMESTIC BONDS
RAS LAFFAN LIQUEFIED NAT GAS	25,000,000	24,101,765	21,975,000	DOMESTIC BONDS
REINAUER MARITIME CO LLC	16,068,000	16,068,000	16,813,234	DOMESTIC BONDS
ROWAN COS INC	6,815,000	6,815,000	7,061,703	DOMESTIC BONDS
SAN DIEGO GAS + ELEC CO	1,000,000	997,057	1,026,738	DOMESTIC BONDS
SBC COMMUNICATIONS INC	5,000,000	4,996,839	5,149,916	DOMESTIC BONDS
SCHERING PLOUGH CORP	5,000,000	4,979,722	5,208,573	DOMESTIC BONDS
SEARIVER MARITIME FINL HLDGS	20,000,000	17,267,364	18,066,283	DOMESTIC BONDS
SECURITY CAP GROUP INC	5,000,000	5,697,954	4,491,430	DOMESTIC BONDS
SEMPRA ENERGY	10,000,000	9,759,954	9,457,496	DOMESTIC BONDS
SLM CORP	18,000,000	17,578,691	14,180,000	DOMESTIC BONDS
SMALL BUSINESS ADMIN	3,000,000	3,000,000	3,153,004	DOMESTIC BONDS
SOUTHERN POWERCO	5,000,000	4,218,370	3,970,699	DOMESTIC BONDS
SOUTHERN UN CO NEW	14,000,000	13,469,559	12,084,702	DOMESTIC BONDS
SOUTHWEST GAS CORP	4,000,000	3,998,956	4,033,816	DOMESTIC BONDS
SOUTHWESTERN BELL TEL CO	5,000,000	4,995,757	4,375,904	DOMESTIC BONDS
ST PAUL TRAVELERS COS INC	8,000,000	8,128,785	8,361,547	DOMESTIC BONDS
SUNCOR ENERGY INC	5,000,000	5,013,988	4,144,824	DOMESTIC BONDS
T T BARGE SERVICES	815,200	815,200	862,881	DOMESTIC BONDS
TENNESSEE VALLEY AUTH FBE STRP	7,125,000	3,043,137	2,714,583	DOMESTIC BONDS
TEXAS GAS TRANSMISSION CORP	5,000,000	4,697,813	3,746,810	DOMESTIC BONDS
TIME WARNER INC	9,000,000	9,262,255	7,370,448	DOMESTIC BONDS
TRANSCANADA PIPELINES LTD	9,000,000	9,053,645	9,812,501	DOMESTIC BONDS
TRANSCONTINENTAL GAS PIPE LINE	5,000,000	5,000,114	4,619,297	DOMESTIC BONDS
TRAVELERS LIFE ANNUITY GLOBAL	10,000,000	10,023,643	9,673,430	DOMESTIC BONDS
TRISTATE GEN + TRANS ASSN	11,431,800	11,498,386	11,076,957	DOMESTIC BONDS
TTX CO MEDIUM TERM NTS BOOK	5,000,000	4,993,092	4,683,000	DOMESTIC BONDS
U S ARMY HOSPTLTY CASH MGT FD	22,964,815	22,964,815	20,450,397	DOMESTIC BONDS
ULTRAMAR DIAMOND SHAMROCK CORP	4,000,000	3,984,526	3,945,128	DOMESTIC BONDS
UNION BK CALIF	5,000,000	5,002,967	4,723,140	DOMESTIC BONDS
UNION PAC CORP	13,000,000	12,497,661	12,109,607	DOMESTIC BONDS
UNION PAC RES GROUP INC	6,000,000	5,961,791	5,973,386	DOMESTIC BONDS
UNION TANK CAR CO	5,000,000	5,000,000	5,000,000	DOMESTIC BONDS
UNITED PARCEL SVC INC	5,000,000	4,991,463	5,202,047	DOMESTIC BONDS
UNITED STATE TREAS NTS	35,000,000	34,944,199	34,233,149	DOMESTIC BONDS
UNITED STATES TREAS BDS	37,000,000	36,194,493	33,708,460	DOMESTIC BONDS
UNITED STATES TREAS NTS	240,000,000	243,913,937	249,827,038	DOMESTIC BONDS
UNITED STATES TRES SC STRP INT	17,890,000	12,086,378	12,776,085	DOMESTIC BONDS
UNITEDHEALTH GROUP INC	5,000,000	4,844,507	4,961,225	DOMESTIC BONDS
US TREASURY BDS	10,000,000	9,947,055	10,243,600	DOMESTIC BONDS
US TREASURY N/B	15,000,000	15,352,422	15,866,099	DOMESTIC BONDS
US TREASURY NOTE	12,000,000	11,882,285	11,655,360	DOMESTIC BONDS
US TREASURY NTS	14,000,000	14,595,088	15,233,841	DOMESTIC BONDS
USX MARATHON GROUP	5,000,000	5,380,669	5,654,918	DOMESTIC BONDS
VERIZON COMMUNICATIONS INC	9,000,000	8,784,876	9,007,520	DOMESTIC BONDS
VERIZON NEW JERSEY INC	5,000,000	5,107,832	5,124,905	DOMESTIC BONDS
VERIZON NORTH INC	3,000,000	2,907,138	2,594,430	DOMESTIC BONDS
VESSEL MGMT SVCS INC	14,472,000	14,472,000	15,472,594	DOMESTIC BONDS
VIRGINIA ELEC + PWR CO	5,000,000	4,978,614	5,091,973	DOMESTIC BONDS
WACHOVIA CORP NEW	5,000,000	4,985,848	4,292,994	DOMESTIC BONDS
WASHOVIA BK NATL ASSN	14,000,000	13,986,907	12,453,583	DOMESTIC BONDS
WELLPOINT INC	13,550,000	13,438,116	12,808,359	DOMESTIC BONDS
WELLS FARGO + CO NEW	14,000,000	13,150,526	12,964,342	DOMESTIC BONDS
WELLS FARGO CO NEW	10,000,000	9,994,110	10,510,080	DOMESTIC BONDS
WESTVACO CORP	12,513,000	12,474,862	10,088,606	DOMESTIC BONDS
WEYERHAEUSER CO	14,000,000	15,134,804	11,657,680	DOMESTIC BONDS
WI TREASURY SEC	10,000,000	9,822,347	9,741,000	DOMESTIC BONDS
WILMINGTON TR CORP	2,000,000	2,000,000	2,111,805	DOMESTIC BONDS
WYETH	5,000,000	4,995,481	5,327,430	DOMESTIC BONDS
WYNDHAM WORLDWIDE CORP	5,000,000	4,982,767	3,712,500	DOMESTIC BONDS
XANTERRA SOUTH RIM LLC	18,000,000	18,000,000	17,701,200	DOMESTIC BONDS
ZIONS BANCORPORATION	8,000,000	7,953,528	5,581,098	DOMESTIC BONDS
DOMESTIC BONDS Total	4,392,942,144	4,115,986,427	4,013,607,793	DOMESTIC BONDS
3COM CORP	8,065	34,840	34,840	DOMESTIC STOCK
3M CO	60,160	3,734,434	3,435,131	DOMESTIC STOCK
99 CENTS ONLY STORES	978	9,164	9,164	DOMESTIC STOCK
AARON S INC	15,550	406,613	506,464	DOMESTIC STOCK
ABB LTD	46,300	1,348,987	762,098	DOMESTIC STOCK
ABBOTT LABS	330,534	16,395,783	14,893,875	DOMESTIC STOCK
ABERCROMBIE + FITCH CO	21,674	917,227	652,608	DOMESTIC STOCK
ACCENTURE LTD BERMUDA	131,821	5,146,749	3,945,403	DOMESTIC STOCK
ACE LIMITED	25,397	1,256,556	1,117,214	DOMESTIC STOCK
ACI WORLDWIDE INC	736	10,970	10,970	DOMESTIC STOCK
ACTIVISION BLIZZARD INC	293,064	5,057,497	3,540,213	DOMESTIC STOCK
ACTUANT CORP	19,825	423,100	243,451	DOMESTIC STOCK
ACUITY BRANDS INC	30,800	1,214,480	837,144	DOMESTIC STOCK
ACXIOM CORP	1,410	15,074	15,074	DOMESTIC STOCK
ADC TELECOMMUNICATIONS INC	(44,894)	(189,958)	(316,054)	DOMESTIC STOCK
ADOBE SYS INC	68,274	1,636,632	1,923,951	DOMESTIC STOCK
ADTRAN INC	1,144	23,780	23,780	DOMESTIC STOCK
ADVANCE AUTO PARTS	59,820	2,165,102	2,547,721	DOMESTIC STOCK
ADVANCED MICRO DEVICES INC	65,588	269,711	297,770	DOMESTIC STOCK
ADVENT SOFTWARE INC	322	9,895	9,895	DOMESTIC STOCK
AECOM TECHNOLOGY CORP	14,357	381,372	458,140	DOMESTIC STOCK
AEROPOSTALE	1,391	48,151	48,151	DOMESTIC STOCK
AES CORP	230,087	3,393,783	2,298,568	DOMESTIC STOCK
AETNA INC	167,352	4,573,973	4,481,674	DOMESTIC STOCK
AFFILIATED COMPUTER SVCS INC	72,269	3,469,851	3,247,776	DOMESTIC STOCK
AFFILIATED MANAGERS GROUP INC	(5,034)	(144,059)	(282,465)	DOMESTIC STOCK
AFFYMETRIX INC	1,473	7,085	7,085	DOMESTIC STOCK
AFLAC INC	83,830	2,720,692	2,975,960	DOMESTIC STOCK
AGCO CORP	32,406	625,540	935,226	DOMESTIC STOCK
AGILENT TECHNOLOGIES INC	47,056	974,580	857,838	DOMESTIC STOCK
AGL RES INC	1,601	46,295	46,295	DOMESTIC STOCK
AIR PRODS + CHEMS INC	13,952	903,812	903,812	DOMESTIC STOCK
AIRGAS INC	20,270	863,801	856,603	DOMESTIC STOCK
AIRTRAN HOLDINGS INC	2,532	12,839	12,839	DOMESTIC STOCK
AK STL HLDG CORP	17,175	256,267	245,597	DOMESTIC STOCK
AKAMAI TECHNOLOGIES INC	15,647	341,786	348,313	DOMESTIC STOCK
ALASKA AIR GROUP INC	751	11,691	11,691	DOMESTIC STOCK
ALBEMARLE CORP	1,912	53,947	53,947	DOMESTIC STOCK
ALBERTO CULVER CO NEW	1,777	41,292	41,292	DOMESTIC STOCK
ALCOA INC	190,041	3,143,286	1,752,182	DOMESTIC STOCK
ALCON INC	9,315	1,111,557	1,010,678	DOMESTIC STOCK
ALEXANDER + BALDWIN INC	20,254	1,008,641	501,274	DOMESTIC STOCK
ALEXANDRIA REAL ESTATE EQUIT	2,002	70,801	71,869	DOMESTIC STOCK
ALEXION PHARMACEUTICALS INC	9,953	355,329	363,285	DOMESTIC STOCK
ALLEGHANY CORP DEL	5,448	2,099,789	1,416,480	DOMESTIC STOCK
ALLEGHENY ENERGY INC	14,613	436,333	365,322	DOMESTIC STOCK
ALLEGHENY TECHNOLOGIES INC	18,588	686,753	658,195	DOMESTIC STOCK
ALLERGAN INC	56,334	2,809,522	2,486,034	DOMESTIC STOCK
ALLIANCE DATA SYSTEMS CORP	53,649	2,479,829	2,172,803	DOMESTIC STOCK
ALLIANCE HEALTHCARE SERVICES I	34,623	271,922	238,899	DOMESTIC STOCK
ALLIANT ENERGY CORP	2,310	54,812	54,812	DOMESTIC STOCK
ALLIANT TECHSYSTEMS INC	8,284	733,430	714,799	DOMESTIC STOCK
ALLIED WORLD ASSURANCE COMPANY	29,342	1,197,747	1,107,661	DOMESTIC STOCK
ALLSTATE CORP	72,526	3,152,347	1,866,084	DOMESTIC STOCK
ALPHA NAT RES INC	3,800	72,035	104,690	DOMESTIC STOCK
ALTERA CORP	82,833	1,362,677	1,409,824	DOMESTIC STOCK
ALTRIA GROUP INC	430,330	7,918,962	7,354,345	DOMESTIC STOCK
AMAZON COM INC	113,284	8,408,875	8,835,032	DOMESTIC STOCK
AMB PPTY CORP	2,928	52,267	52,267	DOMESTIC STOCK
AMDOCS LTD	85,400	2,893,534	1,848,056	DOMESTIC STOCK
AMEREN CORP	31,782	765,968	739,238	DOMESTIC STOCK
AMERICAN EAGLE OUTFITTERS INC	4,306	63,772	63,772	DOMESTIC STOCK
AMERICAN ELEC PWR INC	85,505	2,941,310	2,252,205	DOMESTIC STOCK
AMERICAN EXPRESS CO	205,981	7,602,237	5,118,628	DOMESTIC STOCK
AMERICAN FINL GROUP INC OHIO	26,183	510,573	560,843	DOMESTIC STOCK
AMERICAN GREETINGS CORP	848	5,810	5,810	DOMESTIC STOCK
AMERICAN INTL GROUP INC	179,060	302,612	302,611	DOMESTIC STOCK
AMERICAN TOWER CORP	138,506	4,771,594	4,414,190	DOMESTIC STOCK
AMERICAN WATER WORKS	(14,441)	(287,311)	(249,540)	DOMESTIC STOCK
AMERICREDIT CORP	11,350	130,656	144,252	DOMESTIC STOCK
AMERIPRISE FINL INC	30,271	1,143,800	914,184	DOMESTIC STOCK
AMERISOURCEBERGEN CORP	33,351	1,236,738	1,237,309	DOMESTIC STOCK
AMETEK INC NEW	25,256	828,154	794,306	DOMESTIC STOCK
AMGEN INC	251,159	13,315,417	12,542,878	DOMESTIC STOCK
AMPHENOL CORP NEW	104,956	3,167,113	3,504,481	DOMESTIC STOCK
AMR CORP DEL	(24,600)	(79,444)	(109,470)	DOMESTIC STOCK
ANADARKO PETE CORP	75,195	3,786,669	3,592,809	DOMESTIC STOCK
ANALOG DEVICES INC	125,907	3,497,054	3,073,379	DOMESTIC STOCK
ANNALY CAPITAL MANAGEMENT INC	248,650	3,692,492	3,466,181	DOMESTIC STOCK
ANNTAYLOR STORES CORP	1,217	8,910	8,910	DOMESTIC STOCK
ANSYS INC	(2,982)	(81,421)	(89,041)	DOMESTIC STOCK
AON CORP	56,223	2,275,398	2,024,041	DOMESTIC STOCK
APACHE CORP	97,155	9,807,343	8,186,313	DOMESTIC STOCK
APARTMENT INVT + MGMT CO	7,823	73,932	73,932	DOMESTIC STOCK
APOLLO GROUP INC	73,278	4,540,907	4,330,753	DOMESTIC STOCK
APOLLO INVT CORP	3,000	16,531	16,531	DOMESTIC STOCK
APPLE INC	181,793	23,199,356	24,689,349	DOMESTIC STOCK
APPLIED MATERIALS INC	273,766	4,720,286	3,082,602	DOMESTIC STOCK
APTARGROUP INC	1,411	43,761	43,761	DOMESTIC STOCK
AQUA AMER INC	2,819	46,481	46,481	DOMESTIC STOCK
ARCH CAP GROUP LTD	20,900	1,333,846	1,189,419	DOMESTIC STOCK
ARCH COAL INC	5,241	145,085	97,116	DOMESTIC STOCK
ARCHER DANIELS MIDLAND CO	96,317	2,796,627	2,650,635	DOMESTIC STOCK
ARENA RES INC	23,790	675,342	852,158	DOMESTIC STOCK
ARGO GROUP INTERNATIONAL HOLD	6,830	218,661	191,513	DOMESTIC STOCK
ARROW ELECTRS INC	98,494	2,663,399	2,382,581	DOMESTIC STOCK
ASCENT MEDIA CORP	690	25,437	19,955	DOMESTIC STOCK
ASHLAND INC NEW	12,720	200,388	340,884	DOMESTIC STOCK
ASML HOLDING N V	33,500	690,116	693,450	DOMESTIC STOCK
ASPEN INSURANCE HOLDINGS LTD	19,425	464,514	448,523	DOMESTIC STOCK
ASSOCIATED BANC CORP	2,664	38,547	38,547	DOMESTIC STOCK
ASSURANT INC	10,844	306,919	256,238	DOMESTIC STOCK
ASTORIA FINL CORP	25,401	517,120	195,839	DOMESTIC STOCK
AT+T INC	1,070,630	33,084,736	26,540,908	DOMESTIC STOCK
ATLAS AIR WORLDWIDE HLDGS INC	20,577	390,931	532,533	DOMESTIC STOCK
ATMEL CORP	41,657	148,025	160,378	DOMESTIC STOCK
ATMOS ENERGY CORP	20,600	507,800	494,400	DOMESTIC STOCK
AUTODESK INCORPORATED	93,759	2,009,402	2,012,064	DOMESTIC STOCK
AUTOLIV	13,075	326,165	363,224	DOMESTIC STOCK
AUTOMATIC DATA PROCESSING INC	59,400	2,292,246	2,257,776	DOMESTIC STOCK
AUTONATION INC DEL	76,176	1,247,305	1,209,682	DOMESTIC STOCK
AUTOZONE INC	26,619	3,368,663	4,050,070	DOMESTIC STOCK
AVALONBAY CMNTYS INC	4,923	318,224	302,656	DOMESTIC STOCK
AVERY DENNISON CORP	72,606	3,671,346	2,001,022	DOMESTIC STOCK
AVNET INC	109,729	2,826,833	2,524,861	DOMESTIC STOCK
AVOCENT CORP	19,260	281,812	269,637	DOMESTIC STOCK
AVON PRODS INC	89,483	2,756,150	2,376,657	DOMESTIC STOCK
AVX CORP NEW	44,067	547,264	408,942	DOMESTIC STOCK
AXIS CAPITAL HOLDINGS LTD	78,938	2,620,995	1,885,039	DOMESTIC STOCK
BAKER HUGHES INC	51,314	2,387,764	2,004,326	DOMESTIC STOCK
BALL CORP	25,842	1,155,069	1,028,501	DOMESTIC STOCK
BANCORPSOUTH INC	21,314	476,522	474,022	DOMESTIC STOCK
BANK AMER CORP	1,205,206	22,113,017	13,582,677	DOMESTIC STOCK
BANK HAWAII CORP	8,324	357,615	311,569	DOMESTIC STOCK
BANK NEW YORK MELLON CORP	187,913	5,794,424	5,220,209	DOMESTIC STOCK
BARD C R INC	11,870	889,159	848,578	DOMESTIC STOCK
BARE ESCENTUALS INC	19,293	126,204	168,814	DOMESTIC STOCK
BARNES + NOBLE INC	5,639	99,291	139,351	DOMESTIC STOCK
BARRETT BILL CORP	774	26,353	26,353	DOMESTIC STOCK
BAXTER INTL INC	218,723	12,142,554	11,196,418	DOMESTIC STOCK
BB+T CORP	125,568	3,047,702	2,815,243	DOMESTIC STOCK
BE AEROSPACE INC	(8,437)	(119,063)	(125,536)	DOMESTIC STOCK
BECKMAN COULTER INC	12,017	554,909	651,331	DOMESTIC STOCK
BECTON DICKINSON + CO	49,115	3,711,014	3,324,127	DOMESTIC STOCK
BED BATH + BEYOND INC	60,378	1,986,764	1,697,227	DOMESTIC STOCK
BEMIS CO INC	20,153	480,227	505,637	DOMESTIC STOCK
BERKLEY W R CORP	2,898	62,853	62,853	DOMESTIC STOCK
BERRY PETE CO	12,489	138,377	243,785	DOMESTIC STOCK
BEST BUY CO INC	175,780	6,639,506	6,169,863	DOMESTIC STOCK
BGI EQUITY INDEX FUND B	606,661	84,406,677	81,553,172	DOMESTIC STOCK
BGI EQUITY INDEX FUND	1,967,009	591,551,226	537,149,485	DOMESTIC STOCK
BGI MIDCAP EQUITY INDEX FUND	1,021,487	17,955,912	15,451,071	DOMESTIC STOCK
BIG LOTS INC	54,856	1,201,367	1,262,239	DOMESTIC STOCK
BIO RAD LABORATORIES INC	399	29,735	29,735	DOMESTIC STOCK
BIO REFERENCE LABS INC	7,405	182,360	201,490	DOMESTIC STOCK
BIOGEN IDEC INC	27,414	1,498,963	1,419,753	DOMESTIC STOCK
BIOMARIN PHARMACEUTICAL INC	(13,247)	(317,839)	(185,193)	DOMESTIC STOCK
BJ SVCS CO	56,206	1,208,696	879,058	DOMESTIC STOCK
BJS WHSL CLUB INC	13,667	409,993	481,614	DOMESTIC STOCK
BLACK + DECKER CORPORATION	14,496	951,694	464,871	DOMESTIC STOCK
BLACK HILLS CORP	804	17,216	17,216	DOMESTIC STOCK
BLACKROCK INC CLA	13,524	1,904,613	2,157,078	DOMESTIC STOCK
BLOCK H + R INC	291,953	5,724,131	4,262,510	DOMESTIC STOCK
BLUE COAT SYS INC	14,461	189,379	204,912	DOMESTIC STOCK
BLYTH INC	130	4,315	4,315	DOMESTIC STOCK
BMC SOFTWARE INC	12,288	419,008	419,008	DOMESTIC STOCK
BOB EVANS FARMS INC	636	16,408	16,408	DOMESTIC STOCK
BOEING CO	85,553	5,547,100	3,837,042	DOMESTIC STOCK
BOK FINL CORP	3,113	121,237	126,263	DOMESTIC STOCK
BORG WARNER INC	31,109	616,616	1,003,251	DOMESTIC STOCK
BOSTON PPTYS INC	9,835	711,943	475,245	DOMESTIC STOCK
BOSTON SCIENTIFIC CORP	323,925	2,816,016	3,044,896	DOMESTIC STOCK
BOYD GAMING CORP	1,175	11,795	11,795	DOMESTIC STOCK
BP PLC	20,500	846,501	1,014,750	DOMESTIC STOCK
BPZ ENERGY INC	40,779	185,181	291,570	DOMESTIC STOCK
BRE PPTYS INC	1,073	26,791	26,791	DOMESTIC STOCK
BRINKER INTL INC	52,132	754,793	933,166	DOMESTIC STOCK
BRINKS CO	31,548	787,295	838,852	DOMESTIC STOCK
BRINKS HOME SEC HLDGS INC	853	24,561	24,561	DOMESTIC STOCK
BRISTOL MYERS SQUIBB CO	492,016	11,655,921	9,800,951	DOMESTIC STOCK
BROADCOM CORP	267,211	5,734,866	6,808,549	DOMESTIC STOCK
BROADRIDGE FINL SOLUTIONS INC	65,337	1,323,578	1,081,984	DOMESTIC STOCK
BROCADE COMMUNICATIONS SYS INC	(12,700)	(82,933)	(93,218)	DOMESTIC STOCK
BROWN + BROWN INC	46,116	997,227	889,124	DOMESTIC STOCK
BROWN FORMAN CORP	31,808	1,643,733	1,394,764	DOMESTIC STOCK
BRUKER CORP	62,572	456,212	408,595	DOMESTIC STOCK
BUCYRUS INTL INC NEW	26,034	467,118	746,642	DOMESTIC STOCK
BUNGE LIMITED	22,918	1,016,490	1,450,022	DOMESTIC STOCK
BURLINGTON NORTHN SANTA FE	52,721	4,168,936	3,819,085	DOMESTIC STOCK
C H ROBINSON WORLDWIDE INC	31,368	1,577,879	1,594,126	DOMESTIC STOCK
CA INC	139,842	3,136,531	2,440,247	DOMESTIC STOCK
CABLEVISION SYS CORP	10,400	275,437	197,912	DOMESTIC STOCK
CABOT CORP	1,370	21,874	21,874	DOMESTIC STOCK
CABOT OIL + GAS CORP	20,266	569,422	711,934	DOMESTIC STOCK
CACI INTL INC	9,475	453,263	363,556	DOMESTIC STOCK
CADENCE DESIGN SYS INC	(11,788)	(38,430)	(66,604)	DOMESTIC STOCK
CAL DIVE INTERNATIONAL INC	35,314	229,303	356,318	DOMESTIC STOCK
CALLAWAY GOLF CO	1,368	9,738	9,738	DOMESTIC STOCK
CALPINE CORP	27,630	399,281	374,387	DOMESTIC STOCK
CAMDEN PPTY TR	1,299	38,984	38,984	DOMESTIC STOCK
CAMERON INTL CORP	42,034	1,485,888	1,312,723	DOMESTIC STOCK
CAMPBELL SOUP CO	72,330	1,941,977	2,004,997	DOMESTIC STOCK
CAPITAL ONE FINL CORP	233,048	7,760,307	5,695,692	DOMESTIC STOCK
CARDINAL HEALTH INC	160,529	6,546,927	5,738,928	DOMESTIC STOCK
CAREER ED CORP	1,536	30,835	30,835	DOMESTIC STOCK
CARLISLE COS INC	22,374	470,500	511,687	DOMESTIC STOCK
CARMAX INC	27,967	285,265	313,508	DOMESTIC STOCK
CARNIVAL CORP	188,142	6,257,638	4,786,337	DOMESTIC STOCK
CARPENTER TECHNOLOGY CORP	926	20,807	20,807	DOMESTIC STOCK
CATERPILLAR INC	79,687	2,866,778	2,825,689	DOMESTIC STOCK
CATHAY GENERAL BANCORP	1,035	10,721	10,721	DOMESTIC STOCK
CB RICHARD ELLIS GROUP INC	(2,657)	69,497	(19,399)	DOMESTIC STOCK
CBS CORP NEW	32,857	890,096	242,487	DOMESTIC STOCK
CELADON GROUP INC	24,664	191,621	187,200	DOMESTIC STOCK
CELANESE CORP DE	28,000	575,372	574,280	DOMESTIC STOCK
CELGENE CORP	91,471	4,532,574	3,863,714	DOMESTIC STOCK
CENTERPOINT ENERGY INC	191,824	2,755,424	1,941,263	DOMESTIC STOCK
CENTEX CORP	18,152	172,025	153,021	DOMESTIC STOCK
CENTRAL EUROPEAN DISTR CORP	23,297	323,577	586,385	DOMESTIC STOCK
CENTRAL GARDEN + PET CO	26,291	209,523	279,999	DOMESTIC STOCK
CENTURY ALUM CO	(31,548)	(653,001)	(189,603)	DOMESTIC STOCK
CENTURYTEL INC	33,879	1,250,331	1,045,176	DOMESTIC STOCK
CEPHALON INC	31,327	2,085,561	1,826,661	DOMESTIC STOCK
CERNER CORP	1,411	82,235	82,235	DOMESTIC STOCK
CF INDS HLDGS INC	4,221	364,058	327,701	DOMESTIC STOCK
CHARLES RIV LABORATORIES INTL	1,390	43,695	43,695	DOMESTIC STOCK
CHECK POINT SOFTWARE	44,010	1,025,592	1,027,634	DOMESTIC STOCK
CHEESECAKE FACTORY	1,245	21,301	21,301	DOMESTIC STOCK
CHESAPEAKE ENERGY CORP	151,548	4,367,276	3,434,078	DOMESTIC STOCK
CHEVRON CORP	355,528	26,597,513	23,703,053	DOMESTIC STOCK
CHICOS FAS INC	3,702	36,127	36,127	DOMESTIC STOCK
CHIMERA INVT CORP	108,900	367,337	380,061	DOMESTIC STOCK
CHINA FIRE + SEC GROUP INC	14,082	158,926	171,800	DOMESTIC STOCK
CHIPOTLE MEXICAN GRILL INC	688	54,444	54,444	DOMESTIC STOCK
CHUBB CORP	62,735	2,791,300	2,487,423	DOMESTIC STOCK
CHURCH AND DWIGHT INC	1,468	73,796	73,796	DOMESTIC STOCK
CIENA CORP	(4,597)	(29,805)	(50,569)	DOMESTIC STOCK
CIGNA CORP	167,037	5,800,280	3,703,206	DOMESTIC STOCK
CIMAREX ENERGY CO	36,847	1,189,518	1,201,933	DOMESTIC STOCK
CINCINNATI BELL INC NEW	4,444	12,399	12,399	DOMESTIC STOCK
CINCINNATI FINL CORP	15,716	360,331	355,344	DOMESTIC STOCK
CINTAS CORP	54,748	1,514,396	1,275,075	DOMESTIC STOCK
CISCO SYS INC	1,215,247	27,217,275	22,482,077	DOMESTIC STOCK
CIT GROUP INC NEW	33,544	125,590	128,474	DOMESTIC STOCK
CITIGROUP INC	518,997	6,707,536	1,930,669	DOMESTIC STOCK
CITRIX SYS INC	31,996	961,033	1,004,996	DOMESTIC STOCK
CITY NATL CORP	893	32,663	32,663	DOMESTIC STOCK
CLEAN HBRS INC	423	23,085	23,085	DOMESTIC STOCK
CLECO CORP NEW	1,260	25,779	25,779	DOMESTIC STOCK
CLIFFS NAT RES INC	21,352	460,001	581,837	DOMESTIC STOCK
CLOROX CO	22,352	1,191,231	1,172,116	DOMESTIC STOCK
CME GROUP INC	6,812	2,451,301	2,191,062	DOMESTIC STOCK
CMS ENERGY CORP	15,096	171,183	171,183	DOMESTIC STOCK
COACH INC	112,797	3,899,980	2,963,173	DOMESTIC STOCK
COCA COLA CO	260,223	13,346,264	12,792,582	DOMESTIC STOCK
COCA COLA ENTERPRISES INC	150,360	2,088,977	2,504,991	DOMESTIC STOCK
COGNIZANT TECHNOLOGY SOLUTIONS	56,231	1,687,192	1,416,455	DOMESTIC STOCK
COLDWATER CREEK INC	974	3,699	3,699	DOMESTIC STOCK
COLGATE PALMOLIVE CO	98,002	6,579,420	6,463,227	DOMESTIC STOCK
COLLECTIVE BRANDS INC	1,340	19,774	19,774	DOMESTIC STOCK
COLONIAL BANCGROUPINC	4,264	5,543	5,543	DOMESTIC STOCK
COMCAST CORP NEW	393,328	5,976,013	5,416,120	DOMESTIC STOCK
COMERICA INC	23,108	848,687	500,986	DOMESTIC STOCK
COMMERCE BANCSHARES INC	1,375	43,262	43,262	DOMESTIC STOCK
COMMERCIAL METALS CO	(1,228)	79,576	(20,839)	DOMESTIC STOCK
COMMINGLED FUND LOOK	1,895,254	1,895,254	1,895,254	DOMESTIC STOCK
COMMSCOPE INC	31,400	679,438	823,938	DOMESTIC STOCK
COMMUNITY HEALTH SYS INC NEW	29,218	736,043	771,070	DOMESTIC STOCK
COMPUTER SCIENCES CORP	79,922	4,238,296	3,393,485	DOMESTIC STOCK
COMPUWARE CORP	93,106	706,923	710,398	DOMESTIC STOCK
COMSTOCK RES INC	968	38,540	38,540	DOMESTIC STOCK
COMTECH TELECOMMUNICATIONS	16,215	501,132	472,505	DOMESTIC STOCK
CON WAY INC	6,166	274,311	197,915	DOMESTIC STOCK
CONAGRA INC	49,454	1,168,640	919,350	DOMESTIC STOCK
CONCHO RES INC	20,300	467,873	650,615	DOMESTIC STOCK
CONOCOPHILLIPS	239,194	14,194,360	10,964,661	DOMESTIC STOCK
CONSECO INC	(15,441)	(140,949)	(37,213)	DOMESTIC STOCK
CONSOL ENERGY INC	54,277	2,673,431	2,234,056	DOMESTIC STOCK
CONSOLIDATED EDISON INC	43,524	1,740,319	1,543,361	DOMESTIC STOCK
CONSTELLATION BRANDS INC	96,075	1,515,964	1,110,627	DOMESTIC STOCK
CONSTELLATION ENERGY GROUP INC	18,551	535,514	506,081	DOMESTIC STOCK
CONTINENTAL AIRLS INC	(4,286)	(57,620)	(39,946)	DOMESTIC STOCK
CONVERGYS CORP	124,324	1,506,093	1,149,997	DOMESTIC STOCK
COOPER INDUSTRIES LTD	22,021	674,124	722,716	DOMESTIC STOCK
COPART INC	21,618	684,700	663,450	DOMESTIC STOCK
CORINTHIAN COLLEGES INC	1,800	27,687	27,687	DOMESTIC STOCK
CORN PRODUCTS INTL INC	(5,798)	(153,016)	(153,124)	DOMESTIC STOCK
CORNING INC	577,642	8,667,584	8,491,330	DOMESTIC STOCK
CORPORATE EXECUTIVE BRD CO	706	12,273	12,273	DOMESTIC STOCK
CORPORATE OFFICE PPTYS TR	1,194	35,441	35,441	DOMESTIC STOCK
CORRECTIONS CORP AMER NEW	2,498	38,350	38,350	DOMESTIC STOCK
COSTCO WHSL CORP NEW	57,168	2,973,543	2,773,777	DOMESTIC STOCK
COUSINS PPTYS INC	607	5,462	5,462	DOMESTIC STOCK
COVANCE INC	13,725	306,405	576,719	DOMESTIC STOCK
COVENTRY HEALTH CARE INC	113,014	3,965,185	2,039,905	DOMESTIC STOCK
COVIDIEN LTD	77,694	2,984,331	2,775,235	DOMESTIC STOCK
CRANE CO	992	23,386	23,386	DOMESTIC STOCK
CREE INC	1,854	56,405	56,405	DOMESTIC STOCK
CROWN CASTLE INTL CORP	4,200	232,456	101,892	DOMESTIC STOCK
CROWN HLDGS INC	45,100	797,361	1,059,850	DOMESTIC STOCK
CSX CORP	119,473	4,462,094	3,794,449	DOMESTIC STOCK
CUBIST PHARMACEUTICALS INC	10,988	221,806	187,455	DOMESTIC STOCK
CULLEN FROST BANKERS INC	17,866	885,771	874,540	DOMESTIC STOCK
CUMMINS INC	27,199	983,657	882,078	DOMESTIC STOCK
CVS CAREMARK CORP	276,941	9,363,294	8,252,829	DOMESTIC STOCK
CYPRESS SEMICONDUCTOR CORP	1,906	(3,766)	16,392	DOMESTIC STOCK
CYTEC INDS INC	989	21,242	21,242	DOMESTIC STOCK
D R HORTON INC	67,471	584,313	621,408	DOMESTIC STOCK
DANAHER CORP	30,067	1,900,382	1,814,555	DOMESTIC STOCK
DANVERS BANCORP	10,000	131,218	147,800	DOMESTIC STOCK
DARDEN RESTAURANTS INC	70,541	1,996,604	2,551,472	DOMESTIC STOCK
DAVITA INC	71,938	3,930,194	3,245,133	DOMESTIC STOCK
DEAN FOODS CO NEW	69,178	1,319,028	1,300,551	DOMESTIC STOCK
DEERE + CO	73,903	3,522,654	3,212,571	DOMESTIC STOCK
DEL MONTE FOODS CO	136,600	1,022,279	1,117,388	DOMESTIC STOCK
DELL INC	345,519	6,035,841	4,001,109	DOMESTIC STOCK
DELTA AIR LINES INC DE	19,600	158,721	113,876	DOMESTIC STOCK
DELUXE CORP	1,067	15,092	15,092	DOMESTIC STOCK
DENBURY RES INC	84,231	1,272,389	1,447,929	DOMESTIC STOCK
DENNYS CORP	147,969	381,915	372,882	DOMESTIC STOCK
DENTSPLY INTL INC NEW	10,189	300,569	298,127	DOMESTIC STOCK
DEVELOPERS DIVERSIFIED RLTY	744	2,083	3,653	DOMESTIC STOCK
DEVON ENERGY CORPORATION NEW	107,244	7,256,255	6,782,126	DOMESTIC STOCK
DEVRY INC DEL	(7,844)	(330,315)	(341,776)	DOMESTIC STOCK
DIAGEO PLC	15,800	1,292,914	862,048	DOMESTIC STOCK
DIAMOND OFFSHORE DRILLING INC	12,825	905,843	1,080,896	DOMESTIC STOCK
DICKS SPORTING GOODS INC	1,775	31,591	31,591	DOMESTIC STOCK
DIEBOLD INC	1,380	34,113	34,113	DOMESTIC STOCK
DIGITAL RIV INC	774	29,502	29,502	DOMESTIC STOCK
DIMENSIONAL FUND ADVISORS INC	52,279	35,190,238	40,402,065	DOMESTIC STOCK
DIRECTV GROUP INC	108,922	2,668,549	2,450,755	DOMESTIC STOCK
DISCOVER FINL SVCS	80,745	783,554	771,924	DOMESTIC STOCK
DISCOVERY COMMUNICATIONS INC	88,000	1,319,758	1,842,614	DOMESTIC STOCK
DISH NETWORK CORP	90,125	2,070,173	1,478,050	DOMESTIC STOCK
DISNEY WALT CO	307,415	7,568,318	7,445,582	DOMESTIC STOCK
DOLBY LABORATORIES INC	10,936	381,582	394,352	DOMESTIC STOCK
DOLLAR TREE INC	70,419	2,799,046	3,152,680	DOMESTIC STOCK
DOMINION RES INC VA NEW	85,220	3,230,227	2,709,138	DOMESTIC STOCK
DONALDSON CO INC	1,613	54,333	54,333	DOMESTIC STOCK
DONNELLEY R R + SONS CO	59,866	1,653,505	806,995	DOMESTIC STOCK
DOUBLE TAKE SOFTWARE	51,079	518,868	470,438	DOMESTIC STOCK
DOVER CORP	63,313	2,839,822	1,990,551	DOMESTIC STOCK
DOW CHEM CO	266,513	5,217,308	4,711,948	DOMESTIC STOCK
DPL INC	8,426	202,794	183,348	DOMESTIC STOCK
DR PEPPER SNAPPLE GROUP INC	18,682	390,885	405,961	DOMESTIC STOCK
DREAMWORKS ANIMATION SKG	1,600	44,567	44,567	DOMESTIC STOCK
DRESSER RAND GROUP INC	14,700	378,202	411,600	DOMESTIC STOCK
DST SYS INC DEL	850	32,566	32,566	DOMESTIC STOCK
DTE ENERGY CO	70,564	2,681,661	2,134,568	DOMESTIC STOCK
DU PONT E I DE NEMOURS + CO	160,451	5,610,411	4,568,040	DOMESTIC STOCK
DUKE ENERGY HLDG CORP	208,259	3,348,103	2,946,858	DOMESTIC STOCK
DUKE RLTY CORP	4,453	42,350	42,350	DOMESTIC STOCK
DUN + BRADSTREET CORP DEL NEW	14,892	1,271,198	1,218,049	DOMESTIC STOCK
DYCOM INDS INC	827	9,663	9,663	DOMESTIC STOCK
DYNEGY INC DEL	41,698	83,813	83,813	DOMESTIC STOCK
E TRADE FINL CORP	38,200	55,008	55,008	DOMESTIC STOCK
EAGLE MATLS INC	(16,155)	(433,431)	(397,413)	DOMESTIC STOCK
EASTMAN CHEM CO	17,158	979,599	711,012	DOMESTIC STOCK
EASTMAN KODAK CO	17,912	46,751	46,751	DOMESTIC STOCK
EATON CORP	56,494	4,323,771	2,457,474	DOMESTIC STOCK
EATON VANCE CORP	2,440	66,112	66,112	DOMESTIC STOCK
EBAY INC	136,345	2,769,664	2,402,391	DOMESTIC STOCK
ECHOSTAR CORP	(13,000)	(391,509)	(208,390)	DOMESTIC STOCK
ECOLAB INC	57,061	2,120,815	2,131,220	DOMESTIC STOCK
EDISON INTL	55,086	1,983,252	1,610,715	DOMESTIC STOCK
EDWARDS LIFESCIENCES CORP	1,170	74,680	74,680	DOMESTIC STOCK
EL PASO CORP	206,602	3,548,202	2,014,368	DOMESTIC STOCK
ELECTRONIC ARTS INC	51,289	981,189	1,179,141	DOMESTIC STOCK
EMBARQ CORP	15,989	619,409	671,842	DOMESTIC STOCK
EMC CORP	473,841	5,743,683	5,567,635	DOMESTIC STOCK
EMERSON ELEC CO	119,847	4,504,611	3,845,876	DOMESTIC STOCK
ENCORE AQUISITION CO	10,880	229,275	386,129	DOMESTIC STOCK
ENDO PHARMACEUTICALS HLDGS	11,730	195,093	186,853	DOMESTIC STOCK
ENERGEN CORP	8,891	279,896	330,931	DOMESTIC STOCK
ENERGIZER HLDGS INC	9,409	664,026	491,706	DOMESTIC STOCK
ENSCO INTL INC	44,277	1,916,285	1,721,918	DOMESTIC STOCK
ENTERGY CORP NEW	54,957	4,924,732	4,100,858	DOMESTIC STOCK
EOG RESOURCES INC	61,526	4,165,229	4,503,121	DOMESTIC STOCK
EQT CORP	19,683	624,816	733,203	DOMESTIC STOCK
EQUIFAX INC	39,519	929,974	1,075,717	DOMESTIC STOCK
EQUINIX INC	(3,600)	(183,894)	(267,840)	DOMESTIC STOCK
EQUITY ONE INC	748	10,799	10,799	DOMESTIC STOCK
EQUITY RESIDENTIAL	39,854	1,341,285	970,039	DOMESTIC STOCK
ERIE INDTY CO	(1,089)	(37,232)	(37,679)	DOMESTIC STOCK
ESSEX PROPERTY TRUST	559	38,066	38,066	DOMESTIC STOCK
EVEREST REINSURANCE GROUP LTD	179	12,358	12,382	DOMESTIC STOCK
EXELON CORP	72,608	4,181,207	3,485,913	DOMESTIC STOCK
EXPEDIA INC DEL	88,264	1,137,378	1,527,842	DOMESTIC STOCK
EXPEDITORS INTL WA INC	96,876	3,720,382	3,178,490	DOMESTIC STOCK
EXPRESS SCRIPTS INC	92,369	5,400,578	5,916,261	DOMESTIC STOCK
EXTERRAN HLDGS INC	1,291	25,705	25,705	DOMESTIC STOCK
EXXON MOBIL CORP	797,572	60,430,757	55,311,607	DOMESTIC STOCK
F5 NETWORKS INC	15,254	432,269	484,476	DOMESTIC STOCK
FACTSET RESH SYS INC	10,923	415,278	577,815	DOMESTIC STOCK
FAIR ISAAC CORPORATION	1,028	18,073	18,073	DOMESTIC STOCK
FAIRCHILD SEMICONDUCTOR INTL	2,590	18,284	18,284	DOMESTIC STOCK
FAMILY DLR STORES INC	108,611	2,630,887	3,287,646	DOMESTIC STOCK
FASTENAL CO	38,199	1,372,919	1,268,980	DOMESTIC STOCK
FEDERAL MOGUL CORP	59,900	564,009	599,000	DOMESTIC STOCK
FEDERAL RLTY INVT TR	1,233	64,917	64,917	DOMESTIC STOCK
FEDERAL SIGNAL CORP	1,011	8,678	8,678	DOMESTIC STOCK
FEDERATED INVS INC PA	5,764	125,670	144,268	DOMESTIC STOCK
FEDEX CORP	47,826	2,572,397	2,650,992	DOMESTIC STOCK
FIDELITY NATL FINL INC	124,886	2,205,069	1,740,905	DOMESTIC STOCK
FIDELITY NATL INFORMATION SVC	19,107	364,972	368,009	DOMESTIC STOCK
FIFTH THIRD BANCORP	74,526	553,599	514,229	DOMESTIC STOCK
FIRST AMERICAN CORP	1,936	44,177	44,177	DOMESTIC STOCK
FIRST CASH FINANCIAL SERVICES	40,150	725,717	606,667	DOMESTIC STOCK
FIRST HORIZON NATL CORP	108,172	1,152,852	1,313,204	DOMESTIC STOCK
FIRST NIAGARA FINL GROUP INC	31,115	393,680	394,851	DOMESTIC STOCK
FIRST SOLAR INC	11,400	2,499,190	2,166,000	DOMESTIC STOCK
FIRSTENERGY CORP	48,740	2,373,463	1,841,891	DOMESTIC STOCK
FIRSTMERIT CORP	(5,813)	(91,384)	(101,204)	DOMESTIC STOCK
FISERV INC	36,035	1,231,215	1,526,459	DOMESTIC STOCK
FLIR SYS INC	11,138	260,268	250,159	DOMESTIC STOCK
FLOWERS FOODS INC	1,648	34,887	34,887	DOMESTIC STOCK
FLOWSERVE CORP	39,642	3,641,752	2,916,483	DOMESTIC STOCK
FLUOR CORP NEW	121,706	5,990,932	5,717,754	DOMESTIC STOCK
FMC CORP	11,017	428,375	598,775	DOMESTIC STOCK
FMC TECHNOLOGIES INC	11,526	424,526	479,721	DOMESTIC STOCK
FOOT LOCKER INC	25,530	284,261	283,636	DOMESTIC STOCK
FORD MTR CO DEL	325,285	1,788,634	1,870,388	DOMESTIC STOCK
FOREST LABS INC	51,010	1,373,492	1,208,417	DOMESTIC STOCK
FOREST OIL CORP	38,690	1,464,057	735,502	DOMESTIC STOCK
FORTUNE BRANDS INC	27,692	1,700,916	969,500	DOMESTIC STOCK
FOSTER WHEELER AG	42,600	965,115	1,129,752	DOMESTIC STOCK
FPL GROUP INC	44,390	2,493,051	2,509,354	DOMESTIC STOCK
FRANKLIN RES INC	27,653	1,923,927	1,848,615	DOMESTIC STOCK
FREEPORT MCMORAN COPPER + GOLD	131,191	5,889,410	7,140,722	DOMESTIC STOCK
FRONTIER COMMUNICATIONS CORP	65,043	493,933	473,516	DOMESTIC STOCK
FRONTIER OIL CORP	2,165	37,829	37,829	DOMESTIC STOCK
FTI CONSULTING INC	(10,357)	(525,184)	(520,108)	DOMESTIC STOCK
FUEL SYS SOLUTIONS INC	17,090	376,652	361,283	DOMESTIC STOCK
FULTON FINL CORP PA	3,645	21,175	21,175	DOMESTIC STOCK
G III APPAREL GROUP LTD	54,460	576,813	364,337	DOMESTIC STOCK
GALLAGHER ARTHUR J + CO	14,407	335,851	301,830	DOMESTIC STOCK
GAMESTOP CORP NEW	177,013	5,705,444	4,416,467	DOMESTIC STOCK
GANNETT INC	30,593	1,121,278	145,929	DOMESTIC STOCK
GAP INC	124,615	2,111,495	2,224,373	DOMESTIC STOCK
GARDNER DENVER INC	25,839	922,381	732,277	DOMESTIC STOCK
GARMIN LTD	2,600	42,436	54,288	DOMESTIC STOCK
GARTNER INC	1,247	19,136	19,136	DOMESTIC STOCK
GATX CORPORATION	29,119	1,265,947	733,208	DOMESTIC STOCK
GEN PROBE INC NEW	1,089	46,443	46,443	DOMESTIC STOCK
GENERAL DYNAMICS CORP	105,952	6,948,224	6,028,681	DOMESTIC STOCK
GENERAL ELEC CO	1,481,219	31,446,045	19,966,829	DOMESTIC STOCK
GENERAL MLS INC	99,209	5,542,602	5,077,516	DOMESTIC STOCK
GENERAL MTRS CORP	40,638	30,479	30,479	DOMESTIC STOCK
GENERALE CABLE CORP	18,225	634,561	696,924	DOMESTIC STOCK
GENESEE + WYO INC	10,635	282,782	307,564	DOMESTIC STOCK
GENOPTIX INC	10,222	276,233	297,256	DOMESTIC STOCK
GENPACT LTD	8,156	66,265	85,312	DOMESTIC STOCK
GENTEX CORP	(19,429)	(335,638)	(229,068)	DOMESTIC STOCK
GENUINE PARTS CO	19,710	637,836	659,906	DOMESTIC STOCK
GENWORTH FINL INC	8,284	122,045	49,042	DOMESTIC STOCK
GENZYME CORP	30,077	1,794,872	1,778,758	DOMESTIC STOCK
GILEAD SCIENCES INC	245,218	10,323,778	10,568,887	DOMESTIC STOCK
GLOBAL PMTS INC	26,879	1,037,391	966,565	DOMESTIC STOCK
GMX RES INC	17,576	199,621	310,568	DOMESTIC STOCK
GOLDMAN SACHS ENHANCED LARGE	9,330,103	125,956,387	93,114,425	DOMESTIC STOCK
GOLDMAN SACHS GROUP INC	104,460	14,968,603	15,101,833	DOMESTIC STOCK
GOODRICH CORP	80,036	5,071,842	3,884,964	DOMESTIC STOCK
GOODYEAR TIRE AND RUBBER	13,573	164,610	155,414	DOMESTIC STOCK
GOOGLE INC	47,185	20,664,361	19,686,853	DOMESTIC STOCK
GRACO INC	1,244	27,737	27,737	DOMESTIC STOCK
GRAINGER W W INC	5,268	376,986	415,289	DOMESTIC STOCK
GRANITE CONSTR INC	689	25,172	25,172	DOMESTIC STOCK
GREAT PLAINS ENERGY INC	2,690	40,541	40,541	DOMESTIC STOCK
GREATBATCH INC	12,056	287,307	249,077	DOMESTIC STOCK
GREIF INC	713	34,447	34,447	DOMESTIC STOCK
GUESS INC	14,970	293,874	386,516	DOMESTIC STOCK
HALLIBURTON CO	143,029	3,180,412	3,279,666	DOMESTIC STOCK
HANESBRANDS INC	130,352	2,941,432	2,202,949	DOMESTIC STOCK
HANOVER INS GROUP INC	1,066	36,578	36,578	DOMESTIC STOCK
HANSEN NAT CORP	35,209	1,296,800	1,291,475	DOMESTIC STOCK
HARLEY DAVIDSON INC	39,446	1,272,589	669,400	DOMESTIC STOCK
HARLEYSVILLE NATL CORP PA	22,471	198,047	141,792	DOMESTIC STOCK
HARMAN INTL INDS INC NEW	8,699	193,273	162,157	DOMESTIC STOCK
HARRIS CORP DEL	86,725	3,181,696	2,695,417	DOMESTIC STOCK
HARRIS STRATEX NETWORKS	19,335	116,011	92,229	DOMESTIC STOCK
HARSCO CORP	69,892	3,409,170	2,031,064	DOMESTIC STOCK
HARTE HANKS INC	797	6,721	6,721	DOMESTIC STOCK
HARTFORD FINANCIAL SVCS GRP	22,040	1,173,095	316,052	DOMESTIC STOCK
HASBRO INC	27,953	774,524	710,295	DOMESTIC STOCK
HAWAIIAN ELEC INDS INC	1,891	32,617	32,617	DOMESTIC STOCK
HCC INS HLDGS INC	38,924	1,051,241	961,027	DOMESTIC STOCK
HCP INC	28,396	738,782	659,642	DOMESTIC STOCK
HEALTH CARE REIT INC	20,308	694,555	695,562	DOMESTIC STOCK
HEALTH MGMT ASSOC	117,332	677,100	681,699	DOMESTIC STOCK
HEALTH NET INC	12,154	167,872	182,061	DOMESTIC STOCK
HEALTHCARE SVCS GROUP INC	24,375	484,131	426,075	DOMESTIC STOCK
HEARTLAND EXPRESS INC	(24,153)	(341,249)	(379,202)	DOMESTIC STOCK
HEINZ H J CO	62,506	2,205,801	2,286,472	DOMESTIC STOCK
HELIX ENERGY SOLUTIONS GROUP	(7,228)	(15,475)	(81,312)	DOMESTIC STOCK
HELMERICH AND PAYNE INC	2,196	76,797	76,797	DOMESTIC STOCK
HENRY JACK + ASSOC INC	1,752	32,184	32,184	DOMESTIC STOCK
HERBALIFE LTD	45,100	1,486,940	1,317,371	DOMESTIC STOCK
HERSHEY CO / THE	31,627	1,133,182	1,113,909	DOMESTIC STOCK
HESS CORP	70,787	4,618,736	4,713,716	DOMESTIC STOCK
HEWITT ASSOCS INC	57,073	1,881,911	1,655,105	DOMESTIC STOCK
HEWLETT PACKARD CO	687,876	27,891,449	23,628,528	DOMESTIC STOCK
HIGHWOODS PPTYS INC	1,450	32,801	32,801	DOMESTIC STOCK
HILL INTL INC	61,587	599,396	250,043	DOMESTIC STOCK
HILL ROM HLDGS	21,213	368,759	342,809	DOMESTIC STOCK
HILLENBRAND INC	18,586	305,885	318,936	DOMESTIC STOCK
HLTH CORP	(8,334)	(95,802)	(98,258)	DOMESTIC STOCK
HNI CORP	928	16,103	16,103	DOMESTIC STOCK
HOLOGIC INC	(37,441)	(450,351)	(474,375)	DOMESTIC STOCK
HOME DEPOT INC	297,972	8,572,062	6,901,041	DOMESTIC STOCK
HOME PROPERTIES INC	(6,670)	(344,156)	(222,111)	DOMESTIC STOCK
HONEYWELL INTL INC	172,925	8,349,973	5,734,198	DOMESTIC STOCK
HORACE MANN EDUCATORS CORP NEW	805	7,271	7,271	DOMESTIC STOCK
HORIZON LINES INC	72,043	976,690	383,269	DOMESTIC STOCK
HORMEL FOODS CORP	5,190	178,636	180,287	DOMESTIC STOCK
HOSPIRA INC	13,823	501,001	476,885	DOMESTIC STOCK
HOSPITALITY PPTYS TR	45,666	552,802	637,956	DOMESTIC STOCK
HOST HOTELS + RESORTS INC	43,060	400,260	403,900	DOMESTIC STOCK
HSN INC DEL	11,000	75,988	124,300	DOMESTIC STOCK
HUBBELL INC	28,175	1,331,644	935,679	DOMESTIC STOCK
HUDSON CITY BANCORP INC	116,899	1,675,474	1,499,808	DOMESTIC STOCK
HUMANA INC	47,937	1,711,811	1,501,860	DOMESTIC STOCK
HUNT J B TRANS SVCS INC	1,706	52,428	52,428	DOMESTIC STOCK
HUNTINGTON BANCSHARES INC	26,710	104,702	104,702	DOMESTIC STOCK
HUNTSMAN CORP	39,028	225,548	246,657	DOMESTIC STOCK
ICONIX BRAND GROUP INC	26,612	412,711	430,848	DOMESTIC STOCK
ICU MEDICAL INC	11,498	381,985	415,768	DOMESTIC STOCK
IDACORP INC	984	22,887	22,887	DOMESTIC STOCK
IDEX CORP	1,673	39,056	39,056	DOMESTIC STOCK
IDEXX LABS INC	1,239	51,859	51,859	DOMESTIC STOCK
IHS INC	(127)	(6,203)	(6,096)	DOMESTIC STOCK
ILLINOIS TOOL WKS INC	108,278	5,344,283	3,496,304	DOMESTIC STOCK
ILLUMINA INC	12,000	450,849	440,520	DOMESTIC STOCK
IMATION CORP	633	6,112	6,112	DOMESTIC STOCK
IMMUCOR CORP	1,475	22,194	22,194	DOMESTIC STOCK
IMS HEALTH INC	97,141	1,664,672	1,169,584	DOMESTIC STOCK
INGERSOLL RAND COMPANY LIMITED	40,198	1,386,158	813,196	DOMESTIC STOCK
INGRAM MICRO INC	144,168	2,333,638	2,381,652	DOMESTIC STOCK
INTEGRATED DEVICE TECHNOLOGY	66,603	630,123	374,973	DOMESTIC STOCK
INTEGRYS ENERGY GROUP INC	7,178	258,691	194,452	DOMESTIC STOCK
INTEL CORP	1,054,620	17,755,688	16,578,631	DOMESTIC STOCK
INTERCONTINENTALEXCHANGE INC	15,195	1,602,274	1,637,828	DOMESTIC STOCK
INTERNATIONAL BANCSHARES CORP	1,068	11,982	11,982	DOMESTIC STOCK
INTERNATIONAL BUSINESS MACHS	221,913	23,897,470	23,584,923	DOMESTIC STOCK
INTERNATIONAL GAME TECHNOLOGY	238,691	4,775,413	4,143,674	DOMESTIC STOCK
INTERNATIONAL PAPER CO	104,467	2,473,552	1,501,186	DOMESTIC STOCK
INTERNATIONAL RECTIFIER CORP	(37,424)	(465,502)	(541,524)	DOMESTIC STOCK
INTERNATIONAL SPEEDWAY CORP	5,213	123,931	129,234	DOMESTIC STOCK
INTERPUBLIC GROUP COS INC	34,639	192,164	181,511	DOMESTIC STOCK
INTERSIL CORP	160,557	2,101,836	1,966,821	DOMESTIC STOCK
INTRNTNL FLAVRS + FRAGRNCS INC	10,142	329,342	323,544	DOMESTIC STOCK
INTUIT	65,477	1,745,152	1,782,273	DOMESTIC STOCK
INTUITIVE SURGICAL INC	11,182	2,257,439	1,673,679	DOMESTIC STOCK
INVERNESS MED INNOVATIONS INC	5,636	125,851	183,339	DOMESTIC STOCK
INVESCO LTD	110,622	2,264,537	1,731,233	DOMESTIC STOCK
INVESTMENT TECHNOLOGY GROUP	46,686	1,269,614	971,069	DOMESTIC STOCK
IPC HOLDINGS LTD BERMUDA	21,125	552,704	524,956	DOMESTIC STOCK
IPCS INC DEL	25,673	321,498	465,195	DOMESTIC STOCK
IRON MTN INC PA	22,953	645,228	625,468	DOMESTIC STOCK
ISHARES RUSSELL	39,775	1,633,213	1,853,913	DOMESTIC STOCK
ISHARES TR	8,422	258,590	284,411	DOMESTIC STOCK
ITRON INC	(1,837)	(93,431)	(107,196)	DOMESTIC STOCK
ITT CORP NEW	32,491	1,728,223	1,337,993	DOMESTIC STOCK
ITT EDL SVCS INC	24,207	2,367,087	2,221,953	DOMESTIC STOCK
J C PENNEY  INC	27,340	884,122	713,293	DOMESTIC STOCK
J CREW GROUP INC	1,080	27,932	27,932	DOMESTIC STOCK
J2 GLOBAL COMMUNICATIONS	11,086	248,774	247,218	DOMESTIC STOCK
JABIL CIRCUIT INC	130,308	1,646,888	1,020,314	DOMESTIC STOCK
JACK IN THE BOX INC	17,687	409,892	465,168	DOMESTIC STOCK
JACOBS ENGR GROUP INC	21,670	1,039,503	929,631	DOMESTIC STOCK
JANUS CAP GROUP INC	17,626	155,842	178,727	DOMESTIC STOCK
JARDEN CORP	5,992	165,832	106,538	DOMESTIC STOCK
JDA SOFTWARE GROUP INC	30,458	443,944	453,824	DOMESTIC STOCK
JDS UNIPHASE CORP	45,727	393,191	246,471	DOMESTIC STOCK
JEFFRIES GROUP INC NEW	(19,788)	(246,770)	(428,009)	DOMESTIC STOCK
JETBLUE AWYS CORP	3,873	17,544	17,544	DOMESTIC STOCK
JOHNSON + JOHNSON	440,937	25,820,405	24,322,084	DOMESTIC STOCK
JOHNSON CTLS INC	170,036	4,100,637	3,388,815	DOMESTIC STOCK
JONES APPAREL GROUP INC	37,379	526,712	340,149	DOMESTIC STOCK
JONES LANG LASALLE INC	724	25,388	25,388	DOMESTIC STOCK
JOY GLOBAL INC	2,133	73,522	73,522	DOMESTIC STOCK
JPMORGAN CHASE + CO	721,898	27,943,238	26,638,048	DOMESTIC STOCK
JUNIPER NETWORKS INC	216,897	4,418,629	5,363,865	DOMESTIC STOCK
KANSAS CITY SOUTHERN	1,911	31,517	31,517	DOMESTIC STOCK
KAYDON CORP	13,200	499,680	454,080	DOMESTIC STOCK
KB HOME	58,564	824,053	878,463	DOMESTIC STOCK
KBR INC	68,796	1,284,763	1,267,216	DOMESTIC STOCK
KELLOGG CO	82,345	3,712,564	3,561,438	DOMESTIC STOCK
KELLY SVCS INC	573	6,110	6,110	DOMESTIC STOCK
KENNAMETAL INC	1,528	28,844	28,844	DOMESTIC STOCK
KEY ENERGY SVCS INC	38,109	261,496	245,803	DOMESTIC STOCK
KEYCORP NEW	92,597	735,359	462,984	DOMESTIC STOCK
KIMBERLY CLARK CORP	47,238	2,587,933	2,451,204	DOMESTIC STOCK
KIMCO RLTY CORP	54,241	484,401	634,076	DOMESTIC STOCK
KINDRED HEALTHCARE INC	640	8,407	8,407	DOMESTIC STOCK
KINETIC CONCEPTS INC	28,171	1,370,798	730,464	DOMESTIC STOCK
KING PHARMACEUTICALS INC	22,925	677,708	216,873	DOMESTIC STOCK
KLA TENCOR CORP	684	254,006	18,472	DOMESTIC STOCK
KNIGHT TRANSN INC	(16,930)	(263,350)	(300,338)	DOMESTIC STOCK
KOHLS CORP	129,575	5,404,436	5,503,068	DOMESTIC STOCK
KORN / FERRY INTL	923	10,240	10,240	DOMESTIC STOCK
KRAFT FOODS INC	209,894	5,852,909	5,480,326	DOMESTIC STOCK
KROGER CO	177,942	4,369,522	4,057,069	DOMESTIC STOCK
L 3 COMMUNICATIONS HLDG CORP	85,292	7,730,990	6,269,783	DOMESTIC STOCK
LABORATORY CORP AMER HLDGS	19,347	1,282,324	1,179,398	DOMESTIC STOCK
LAM RESH CORP	10,261	468,320	268,747	DOMESTIC STOCK
LAMAR ADVERTISING CO	4,286	188,151	79,600	DOMESTIC STOCK
LANCASTER COLONY CORP	413	19,024	19,024	DOMESTIC STOCK
LANDSTAR SYS INC	7,752	269,639	294,562	DOMESTIC STOCK
LAS VEGAS SANDS CORP	15,215	83,899	150,781	DOMESTIC STOCK
LAUDER ESTEE COS INC	42,919	1,440,169	1,419,746	DOMESTIC STOCK
LAZARD LTD	(15,188)	(388,298)	(429,517)	DOMESTIC STOCK
LEGG MASON INC	(13,199)	(246,585)	(254,486)	DOMESTIC STOCK
LEGGETT + PLATT INC	47,752	831,644	700,994	DOMESTIC STOCK
LENDERPROCESSING SVCS INC	28,557	795,673	829,594	DOMESTIC STOCK
LENNAR CORP	31,591	411,282	300,435	DOMESTIC STOCK
LENNOX INTL INC	979	30,343	30,343	DOMESTIC STOCK
LEUCADIA NATL CORP	12,264	368,043	256,080	DOMESTIC STOCK
LEXMARK INTL INC	47,415	1,249,915	774,757	DOMESTIC STOCK
LIBERTY GLOBAL INC	8,990	152,955	124,242	DOMESTIC STOCK
LIBERTY MEDIA CORP NEW	(33,049)	(692,606)	(685,977)	DOMESTIC STOCK
LIBERTY PROPERTY	26,210	871,213	610,162	DOMESTIC STOCK
LIFE TECHNOLOGIES CORP	23,866	849,590	925,523	DOMESTIC STOCK
LIFE TIME FITNESS INC	734	13,560	13,560	DOMESTIC STOCK
LIFEPOINT HOSPS INC	1,088	29,645	29,645	DOMESTIC STOCK
LILLY ELI + CO	151,559	6,788,332	5,239,379	DOMESTIC STOCK
LIMITED BRANDS INC	60,013	809,807	750,757	DOMESTIC STOCK
LINCARE HLDGS INC	1,438	31,317	31,317	DOMESTIC STOCK
LINCOLN ELEC HLDGS INC	15,511	896,882	632,852	DOMESTIC STOCK
LINCOLN NATL CORP IN	38,739	992,575	734,100	DOMESTIC STOCK
LINDSAY CORP	10,375	266,564	330,548	DOMESTIC STOCK
LINEAR TECHNOLOGY CORP	8,653	213,962	202,567	DOMESTIC STOCK
LIZ CLAIBORNE INC	22,000	778,580	99,000	DOMESTIC STOCK
LKQ CORP	2,913	44,537	44,537	DOMESTIC STOCK
LOCKHEED MARTIN CORP	74,615	7,083,839	6,240,053	DOMESTIC STOCK
LOEWS CORP	80,535	2,969,037	2,178,463	DOMESTIC STOCK
LORILLARD INC	27,785	1,980,149	1,898,557	DOMESTIC STOCK
LOUISIANA PAC CORP	1,874	8,135	8,135	DOMESTIC STOCK
LOWES COS INC	322,379	6,954,763	6,128,423	DOMESTIC STOCK
LSI CORP	212,706	786,259	950,796	DOMESTIC STOCK
LUBRIZOL CORP	2,315	103,958	103,428	DOMESTIC STOCK
LUMBER LIQUIDATORS INC	19,951	179,785	302,258	DOMESTIC STOCK
M + T BK CORP	9,342	525,409	469,879	DOMESTIC STOCK
M.D.C. HOLDINGS INC	4,521	138,596	138,832	DOMESTIC STOCK
MACERICH CO	1,610	27,174	27,174	DOMESTIC STOCK
MACK CA RLTY CORP	31,992	1,146,304	790,517	DOMESTIC STOCK
MACROVISION SOLUTIONS CORP	23,408	368,191	528,318	DOMESTIC STOCK
MACYS INC	118,687	1,997,076	1,386,265	DOMESTIC STOCK
MANITOWOC INC	13,852	89,256	90,313	DOMESTIC STOCK
MANPOWER INC WIS	24,133	1,269,053	1,025,904	DOMESTIC STOCK
MANTECH INTL CORP	435	16,684	16,684	DOMESTIC STOCK
MARATHON OIL CORP	137,037	5,522,094	4,368,729	DOMESTIC STOCK
MARINER ENERGY INC	1,893	27,375	27,375	DOMESTIC STOCK
MARKEL CORP	(133)	(37,804)	(37,905)	DOMESTIC STOCK
MARRIOTT INTL INC NEW	30,316	967,249	708,184	DOMESTIC STOCK
MARSH + MCLENNAN COS INC	54,971	1,153,057	1,040,052	DOMESTIC STOCK
MARSHALL + ILSLEY CORP NEW	40,228	481,684	264,701	DOMESTIC STOCK
MARTEK BIOSCIENCES CORP	16,919	380,481	358,514	DOMESTIC STOCK
MARTIN MARIETTA MATLS INC	6,931	679,599	564,686	DOMESTIC STOCK
MARVEL ENTMT INC	31,319	887,735	1,039,175	DOMESTIC STOCK
MARVELL TECHNOLOGY GROUP LTD	165,100	1,595,105	1,887,093	DOMESTIC STOCK
MASCO CORP	80,228	1,573,644	831,163	DOMESTIC STOCK
MASIMO CORPORATION	1,010	24,179	24,179	DOMESTIC STOCK
MASSEY ENERGY CORP	13,680	425,608	313,146	DOMESTIC STOCK
MASTEC INC	19,769	185,493	256,009	DOMESTIC STOCK
MASTERCARD INC	36,756	6,274,363	6,481,193	DOMESTIC STOCK
MATTEL INC	107,155	1,926,001	1,672,687	DOMESTIC STOCK
MATTHEWS INTL CORP	639	18,251	18,251	DOMESTIC STOCK
MAXIM INTEGRATED PRODS INC	(14,235)	(191,290)	(231,034)	DOMESTIC STOCK
MBIA INC	72,010	415,948	464,465	DOMESTIC STOCK
MCAFEE INC	21,630	759,566	848,542	DOMESTIC STOCK
MCCORMICK + CO INC	12,259	377,111	374,137	DOMESTIC STOCK
MCDERMOTT INTL INC	3,300	38,386	72,501	DOMESTIC STOCK
MCDONALDS CORP	229,898	12,260,919	13,561,691	DOMESTIC STOCK
MCGRAW HILL COS INC	53,783	1,537,356	1,618,344	DOMESTIC STOCK
MCKESSON CORP	72,154	3,480,812	2,969,135	DOMESTIC STOCK
MDU RES GROUP INC	67,831	1,844,465	1,252,165	DOMESTIC STOCK
MEAD JOHNSON NUTRITION CO	20,860	552,107	649,998	DOMESTIC STOCK
MEADWESTVACO CORP	23,628	421,357	377,341	DOMESTIC STOCK
MEDCO HEALTH SOLUTIONS INC	60,377	2,621,690	2,770,695	DOMESTIC STOCK
MEDICIS PHARMACEUTICAL CORP	1,194	18,762	18,762	DOMESTIC STOCK
MEDNAX INC	12,225	633,085	495,113	DOMESTIC STOCK
MEDTRONIC INC	190,204	7,438,700	6,533,519	DOMESTIC STOCK
MEMC ELECTR MATLS INC	61,971	1,681,895	1,195,427	DOMESTIC STOCK
MENTOR GRAPHICS CORP	1,953	10,978	10,978	DOMESTIC STOCK
MERCK + CO INC	432,421	14,941,553	11,926,157	DOMESTIC STOCK
MERCURY GEN CORP	(7,953)	(390,299)	(263,577)	DOMESTIC STOCK
MEREDITH CORP	18,302	572,721	493,420	DOMESTIC STOCK
MERIT MED SYS INC	22,719	280,278	311,023	DOMESTIC STOCK
METAVANTE TECHNOLOGIES INC	47,371	1,096,764	1,215,055	DOMESTIC STOCK
METLIFE INC	69,696	2,407,201	2,195,426	DOMESTIC STOCK
METROPCS COMMUNICATIONS INC	23,900	644,082	409,407	DOMESTIC STOCK
METTLER TOLEDO INTL INC	703	50,049	50,049	DOMESTIC STOCK
MF GLOBAL LTD	(16,592)	(61,436)	(100,879)	DOMESTIC STOCK
MFA FINANCIAL INC	104,300	672,125	652,918	DOMESTIC STOCK
MGIC INVT CORP WIS	31,508	144,694	137,375	DOMESTIC STOCK
MGM MIRAGEINC	30,101	507,950	224,553	DOMESTIC STOCK
MICROCHIP TECHNOLOGY INC	59,422	1,236,842	1,281,729	DOMESTIC STOCK
MICRON TECHNOLOGY INC	100,088	475,903	506,446	DOMESTIC STOCK
MICROS SYS INC	39,805	871,217	1,039,707	DOMESTIC STOCK
MICROSEMI CORP	74,594	1,077,272	1,004,035	DOMESTIC STOCK
MICROSOFT CORP	1,390,298	33,116,106	29,043,316	DOMESTIC STOCK
MILLER HERMAN INC	1,117	15,894	15,894	DOMESTIC STOCK
MILLIPORE CORP	3,687	231,895	231,895	DOMESTIC STOCK
MINDRAY MED INTL LTD	12,800	423,010	294,528	DOMESTIC STOCK
MINE SAFETY APPLIANCES CO	623	14,596	14,596	DOMESTIC STOCK
MINERALS TECHNOLOGIES INC	392	15,348	15,348	DOMESTIC STOCK
MIRANT CORP NEW	42,064	547,786	656,619	DOMESTIC STOCK
MOEBT	1,005,150	1,005,150	1,005,149	DOMESTIC STOCK
MOHAWK INDS INC	21,268	1,719,535	813,936	DOMESTIC STOCK
MOLEX INC	23,868	327,875	364,703	DOMESTIC STOCK
MOLSON COORS BREWING CO	10,973	478,769	482,685	DOMESTIC STOCK
MONRO MUFFLER BRAKE INC	5,680	138,014	151,770	DOMESTIC STOCK
MONSANTO CO NEW	99,838	8,254,779	8,201,730	DOMESTIC STOCK
MONSTER WORLDWIDE INC	(3,498)	10,548	(40,855)	DOMESTIC STOCK
MOODYS CORP	16,578	566,254	454,071	DOMESTIC STOCK
MORGAN STANLEY	324,897	8,920,521	9,850,890	DOMESTIC STOCK
MOSAIC CO	41,747	1,680,657	2,283,561	DOMESTIC STOCK
MOTOROLA INC	399,460	2,700,736	2,420,729	DOMESTIC STOCK
MPS GROUP INC	1,903	14,446	14,446	DOMESTIC STOCK
MSC INDL DIRECT INC	(1,094)	(33,548)	(39,811)	DOMESTIC STOCK
MSCI INC	15,171	349,160	322,687	DOMESTIC STOCK
MULTI FINELINE ELECTRONIX INC	23,235	402,768	444,950	DOMESTIC STOCK
MURPHY OIL CORP	159,755	9,440,766	9,427,160	DOMESTIC STOCK
MWI VETERINARY SUPPLY INC	13,001	375,600	380,019	DOMESTIC STOCK
MYLAN INC	130,479	1,715,334	1,723,621	DOMESTIC STOCK
MYRIAD GENETICS INC	48,599	1,916,920	1,757,340	DOMESTIC STOCK
NABORS INDUSTRIES LTD	124,628	2,823,897	2,228,351	DOMESTIC STOCK
NALCO HLDG CO	45,400	500,843	788,144	DOMESTIC STOCK
NASDAQ OMX GROUP INC	14,144	298,849	298,573	DOMESTIC STOCK
NATIONAL CINEMEDIA INC	39,200	978,773	490,392	DOMESTIC STOCK
NATIONAL FUEL GAS CO N J	10,463	300,729	350,837	DOMESTIC STOCK
NATIONAL INSTRS CORP	(11,029)	(248,559)	(233,918)	DOMESTIC STOCK
NATIONAL INTST CORP	20,056	418,862	320,695	DOMESTIC STOCK
NATIONAL OILWELL VARCO INC	40,476	1,761,807	1,563,167	DOMESTIC STOCK
NATIONAL PRESTO INDS INC	3,690	230,151	300,661	DOMESTIC STOCK
NATIONAL SEMICONDUCTOR CORP	223,397	3,216,066	3,100,745	DOMESTIC STOCK
NATIONWIDE HEALTH PPTYS INC	2,140	56,865	56,865	DOMESTIC STOCK
NAVIGANT CONSULTING CO	987	11,756	11,756	DOMESTIC STOCK
NBTY INC	1,145	28,279	28,279	DOMESTIC STOCK
NCR CORP NEW	3,298	35,419	35,419	DOMESTIC STOCK
NETAPP INC	94,362	1,620,184	1,840,060	DOMESTIC STOCK
NETFLIX COM INC	869	34,240	34,240	DOMESTIC STOCK
NEUSTAR INC	62,450	1,792,332	1,252,116	DOMESTIC STOCK
NEW YORK CMNTY BANCORP INC	79,320	1,146,031	877,282	DOMESTIC STOCK
NEW YORK TIMES CO	(1,352)	(12,353)	(8,926)	DOMESTIC STOCK
NEWALLIANCE BANCSHARES INC	2,234	28,904	28,904	DOMESTIC STOCK
NEWELL RUBBERMAID INC	61,256	982,382	705,052	DOMESTIC STOCK
NEWFIELD EXPL CO	4,497	286,894	162,418	DOMESTIC STOCK
NEWMONT MNG CORP	104,255	4,434,242	5,094,950	DOMESTIC STOCK
NEWS CORP	160,850	1,750,188	1,547,738	DOMESTIC STOCK
NICE SYS LTD	25,750	596,850	591,220	DOMESTIC STOCK
NICOR INC	13,203	504,876	415,238	DOMESTIC STOCK
NII HLDGS INC	95,818	1,819,271	1,960,436	DOMESTIC STOCK
NIKE INC	121,308	7,055,287	6,920,649	DOMESTIC STOCK
NISOURCE INC	57,365	982,233	613,233	DOMESTIC STOCK
NOBLE CORPORATION BAAR	7,600	234,725	261,212	DOMESTIC STOCK
NOBLE ENERGY INC	12,307	737,036	732,024	DOMESTIC STOCK
NOKIA CORP	66,300	1,781,571	1,014,390	DOMESTIC STOCK
NORDSON CORP	6,430	254,248	246,900	DOMESTIC STOCK
NORDSTROM INC	(1,068)	30,926	(21,034)	DOMESTIC STOCK
NORFOLK SOUTHN CORP	189,844	9,249,973	7,062,207	DOMESTIC STOCK
NORTHEAST UTILS	16,162	335,939	336,005	DOMESTIC STOCK
NORTHERN TRUST CORP	53,488	3,171,222	3,083,591	DOMESTIC STOCK
NORTHROP GRUMMAN CORP	60,289	3,641,679	2,870,974	DOMESTIC STOCK
NOVELL INC	22,882	95,191	95,191	DOMESTIC STOCK
NOVELLUS SYS INC	18,425	353,354	330,361	DOMESTIC STOCK
NRG ENERGY INC	59,426	1,726,356	1,337,085	DOMESTIC STOCK
NSTAR	18,828	589,726	566,169	DOMESTIC STOCK
NUANCE COMMUNICATIONS INC	(35,306)	(400,524)	(437,794)	DOMESTIC STOCK
NUCOR CORP	44,498	1,760,159	1,953,912	DOMESTIC STOCK
NV ENERGY INC	56,786	699,585	567,863	DOMESTIC STOCK
NVIDIA CORP	68,140	698,814	710,700	DOMESTIC STOCK
NVR INC	219	109,540	108,497	DOMESTIC STOCK
NYSE EURONEXT	20,436	592,160	613,074	DOMESTIC STOCK
O REILLY AUTOMOTIVE INC	3,750	192,386	135,177	DOMESTIC STOCK
OCCIDENTAL PETE CORP	241,413	15,324,081	16,201,232	DOMESTIC STOCK
OCEANEERING INTL INC	1,142	58,718	58,718	DOMESTIC STOCK
OFFICE DEPOT INC	26,109	118,313	121,668	DOMESTIC STOCK
OGE ENERGY CORP	1,983	51,190	51,190	DOMESTIC STOCK
OIL STATES INTL INC	10,761	254,462	281,185	DOMESTIC STOCK
OLD DOMINION FREIGHT LINE INC	4,435	101,987	130,611	DOMESTIC STOCK
OLD REP INTL CORP	19,711	223,413	201,639	DOMESTIC STOCK
OLIN CORP	(2,996)	(45,079)	(40,023)	DOMESTIC STOCK
OM GROUP INC	(15,938)	(260,708)	(422,357)	DOMESTIC STOCK
OMEGA HEALTHCARE INVESTORS	1,725	27,542	27,542	DOMESTIC STOCK
OMNICARE INC	97,974	3,091,386	2,648,244	DOMESTIC STOCK
OMNICOM GROUP	59,672	2,534,022	1,819,991	DOMESTIC STOCK
ON ASSIGNMENT INC	73,231	693,297	261,435	DOMESTIC STOCK
ON SEMICONDUCTOR CORP	(38,225)	(168,871)	(261,841)	DOMESTIC STOCK
ONEBEACON INSURANCE GROUP LTD	(3,786)	(59,942)	(41,116)	DOMESTIC STOCK
ONEOK INC NEW	2,198	64,403	64,403	DOMESTIC STOCK
ORACLE CORP	663,932	12,825,155	13,006,423	DOMESTIC STOCK
OSHKOSH CORP	8,198	54,953	97,312	DOMESTIC STOCK
OSI PHARMACEUTICALS INC	(935)	(39,138)	(31,615)	DOMESTIC STOCK
OVERSEAS SHIPHOLDING GROUP INC	496	16,768	16,768	DOMESTIC STOCK
OWENS + MINOR INC NEW	864	30,304	30,304	DOMESTIC STOCK
OWENS CORNING NEW	(18,066)	(210,060)	(251,659)	DOMESTIC STOCK
OWENS ILL INC	44,723	1,317,256	1,280,426	DOMESTIC STOCK
PACCAR INC	66,449	2,367,301	1,983,515	DOMESTIC STOCK
PACKAGING CORP AMER	2,136	34,428	34,428	DOMESTIC STOCK
PACTIV CORP	119,743	2,369,150	2,682,253	DOMESTIC STOCK
PACWEST BANCORP DEL	503	7,110	7,110	DOMESTIC STOCK
PALL CORP	36,362	945,483	933,787	DOMESTIC STOCK
PALM INC NEW	2,802	34,186	34,186	DOMESTIC STOCK
PANERA BREAD CO	645	34,322	34,322	DOMESTIC STOCK
PARAMETRIC TECHNOLOGY CORP	2,416	27,975	27,975	DOMESTIC STOCK
PARKER HANNIFIN CORP	37,618	1,737,954	1,589,735	DOMESTIC STOCK
PARTNERRE LTD	(1,863)	(123,101)	(121,579)	DOMESTIC STOCK
PATRIOT COAL CORPORATION	4,894	43,102	44,341	DOMESTIC STOCK
PATTERSON COS INC	40,029	885,532	824,187	DOMESTIC STOCK
PATTERSON UTI ENERGY INC	43,541	515,595	624,375	DOMESTIC STOCK
PAYCHEX INC	73,158	1,881,180	2,002,345	DOMESTIC STOCK
PEABODY ENERGY CORP	29,192	1,069,663	991,958	DOMESTIC STOCK
PENTAIR INC	2,056	51,458	51,458	DOMESTIC STOCK
PEOPLES UTD FINL INC	117,274	1,870,686	1,852,922	DOMESTIC STOCK
PEPCO HLDGS INC	14,592	189,404	189,404	DOMESTIC STOCK
PEPSI BOTTLING GROUP INC	32,711	1,068,065	1,074,894	DOMESTIC STOCK
PEPSIAMERICAS INC	1,196	31,459	31,459	DOMESTIC STOCK
PEPSICO INC	267,013	15,291,598	13,898,042	DOMESTIC STOCK
PERKINELMER INC	9,223	156,048	150,060	DOMESTIC STOCK
PERRIGO CO	5,936	157,945	159,446	DOMESTIC STOCK
PETROHAWK ENERGY CORP	(10,400)	(179,828)	(262,080)	DOMESTIC STOCK
PETROLEUM DEV CORP	15,100	268,687	273,461	DOMESTIC STOCK
PETSMART INC	8,656	148,247	176,243	DOMESTIC STOCK
PFIZER INC	1,192,694	22,045,434	18,117,014	DOMESTIC STOCK
PG+E CORP	65,941	2,420,913	2,420,691	DOMESTIC STOCK
PHARMACEUTICAL PROD DEV INC	2,470	49,483	49,483	DOMESTIC STOCK
PHILIP MORRIS INTL ORD SHR	334,441	15,139,058	14,260,581	DOMESTIC STOCK
PHILLIPS VAN HEUSEN CORP	40,750	1,221,473	1,200,916	DOMESTIC STOCK
PINNACLE WEST CAP CORP	87,026	3,102,074	2,406,258	DOMESTIC STOCK
PIONEER NAT RES CO	44,948	883,145	1,263,926	DOMESTIC STOCK
PITNEY BOWES INC	87,700	2,843,510	2,006,576	DOMESTIC STOCK
PLAINS EXPL + PRODTN CO	(14,661)	423,485	(414,616)	DOMESTIC STOCK
PLANTRONICS INC NEW	1,012	18,061	18,061	DOMESTIC STOCK
PLUM CREEK TIMBER CO INC	4,569	190,504	158,330	DOMESTIC STOCK
PNC FINL SVCS GROUP INC	118,325	5,860,745	5,389,690	DOMESTIC STOCK
PNM RES INC	1,822	16,856	16,856	DOMESTIC STOCK
POLO RALPH LAUREN CORP	9,661	482,133	519,964	DOMESTIC STOCK
POLYCOM INC	1,745	30,200	30,200	DOMESTIC STOCK
POOL CORP	39,100	1,197,972	681,513	DOMESTIC STOCK
POTASH CORP SASK INC	7,800	654,903	903,552	DOMESTIC STOCK
POTLATCH CORP NEW	834	21,822	21,822	DOMESTIC STOCK
PPG INDS INC	36,629	1,895,357	1,628,905	DOMESTIC STOCK
PPL CORP	82,985	2,837,359	2,694,510	DOMESTIC STOCK
PRAXAIR INC	91,513	6,483,508	6,698,748	DOMESTIC STOCK
PRECISION CASTPARTS CORP	35,517	3,907,044	2,932,672	DOMESTIC STOCK
PRICE T ROWE GROUP INC	34,857	1,767,056	1,414,164	DOMESTIC STOCK
PRICELINE COM INC	13,957	1,229,955	1,536,752	DOMESTIC STOCK
PRIDE INTERNATIONAL INC	40,530	872,586	981,648	DOMESTIC STOCK
PRINCIPAL FINANCIAL GROUP	82,484	1,535,144	1,831,139	DOMESTIC STOCK
PRIVATEBANKCORP INC	16,575	365,290	331,997	DOMESTIC STOCK
PROCTER AND GAMBLE CO	412,760	23,465,202	21,438,759	DOMESTIC STOCK
PROGRESS ENERGY INC	38,740	1,450,789	1,375,647	DOMESTIC STOCK
PROGRESSIVE CORP OHIO	159,222	2,937,425	2,568,248	DOMESTIC STOCK
PROLOGIS	49,154	410,835	417,318	DOMESTIC STOCK
PROSPERITY BANCSHARES INC	30,275	896,835	849,517	DOMESTIC STOCK
PROTECTIVE LIFE CORP	(11,913)	(90,996)	(147,244)	DOMESTIC STOCK
PRUDENTIAL FINL INC	58,087	2,048,293	2,318,271	DOMESTIC STOCK
PSYCHIATRIC SOLUTIONS INC	1,171	21,614	21,614	DOMESTIC STOCK
PUBLIC STORAGE	24,188	1,757,925	1,611,186	DOMESTIC STOCK
PUBLIC SVC ENTERPRISE GROUP	97,323	2,936,054	3,101,689	DOMESTIC STOCK
PULTE HOMES INC	77,464	773,147	681,686	DOMESTIC STOCK
QLOGIC CORP	12,055	169,426	164,557	DOMESTIC STOCK
QUALCOMM INC	360,798	15,474,684	15,727,177	DOMESTIC STOCK
QUANTA SERVICES INC	5,275	128,695	120,331	DOMESTIC STOCK
QUEST DIAGNOSTICS INC	53,741	2,869,705	2,806,338	DOMESTIC STOCK
QUESTAR CORP	13,253	481,421	449,134	DOMESTIC STOCK
QUICKSILVER RES INC	(38,761)	(163,343)	(436,056)	DOMESTIC STOCK
QUIDEL CORP	19,223	218,888	244,709	DOMESTIC STOCK
QWEST COMMUNICATIONS INTL INC	115,197	497,506	502,257	DOMESTIC STOCK
RADIANT SYS INC	78,506	775,111	592,720	DOMESTIC STOCK
RADIOSHACK CORP	60,573	792,731	814,100	DOMESTIC STOCK
RALCORP HLDGS INC NEW	1,179	67,522	67,522	DOMESTIC STOCK
RAMBUS INC DEL	(14,132)	(171,788)	(183,009)	DOMESTIC STOCK
RANGE RES CORP	27,095	964,147	1,241,227	DOMESTIC STOCK
RAYMOND JAMES FINANCIAL INC	2,046	32,528	32,528	DOMESTIC STOCK
RAYONIER INC	18,511	744,156	740,449	DOMESTIC STOCK
RAYTHEON CO	85,729	4,018,280	3,827,811	DOMESTIC STOCK
REALTY INCOME CORP	2,171	46,622	46,622	DOMESTIC STOCK
RED HAT INC	32,500	628,398	648,375	DOMESTIC STOCK
REGENCY CTRS CORP	1,646	58,640	58,640	DOMESTIC STOCK
REGIONS FINL CORP NEW	99,044	1,093,365	414,994	DOMESTIC STOCK
REGIS CORP MINNESOTA	898	15,744	15,744	DOMESTIC STOCK
REINSURANCE GROUP AMER INC	1,522	55,969	55,969	DOMESTIC STOCK
RELIANCE STL + ALUM CO	1,337	50,792	50,792	DOMESTIC STOCK
RENAISSANCERE HOLDINGS LTD	63,813	3,420,984	2,920,721	DOMESTIC STOCK
RENT A CTR INC NEW	1,381	26,962	26,962	DOMESTIC STOCK
REPUBLIC SVCS INC	72,476	1,687,949	1,651,732	DOMESTIC STOCK
RESEARCH IN MOTION LTD	45,795	2,785,796	3,601,319	DOMESTIC STOCK
RESMED INC	35,284	1,418,907	1,307,989	DOMESTIC STOCK
REYNOLDS AMERN INC	37,850	2,060,229	1,512,848	DOMESTIC STOCK
RF MICRO DEVICES INC	123,552	182,402	352,122	DOMESTIC STOCK
ROBBINS + MYERS INC	16,625	287,401	318,203	DOMESTIC STOCK