UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 2008.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
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: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois May 8, 2008
--------------------- ----------------- -----------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 834
Form 13F Information Table Value Total: $1,130,691
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ACE LTD ORD G0070K103 1,849 33,577 X 33,577
ARGO GROUP INTL HLDGS LTD COM G0464B107 339 9,535 X 9,535
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,052 39,861 X 39,861
ACCENTURE LTD BERMUDA CL A G1150G111 1,967 55,916 X 55,916
CHINA NATURAL RESOURCES INC COM G2110U109 455 25,706 X 25,706
COOPER INDS LTD CL A G24182100 1,797 44,756 X 44,756
COVIDIEN LTD COM G2552X108 1,116 25,221 X 25,221
CRYPTOLOGIC LIMITED SHS G3159C109 324 20,400 X 20,400
EVEREST RE GROUP LTD COM G3223R108 886 9,892 X 9,892
FRONTLINE LTD SHS G3682E127 451 9,800 X 9,800
GLOBAL SOURCES LTD ORD G39300101 511 34,443 X 34,443
HELEN OF TROY CORP LTD COM G4388N106 353 21,076 X 21,076
HERBALIFE LTD COM USD SHS G4412G101 899 18,926 X 18,926
IPC HLDGS LTD ORD G4933P101 1,019 36,410 X 36,410
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 439 16,436 X 16,436
PARTNERRE LTD COM G6852T105 824 10,802 X 10,802
RENAISSANCERE HOLDINGS LTD COM G7496G103 857 16,517 X 16,517
SEAGATE TECHNOLOGY SHS G7945J104 1,609 76,836 X 76,836
TRANSOCEAN INC NEW SHS G90073100 2,813 20,806 X 20,806
TYCO INTL LTD BERMUDA SHS G9143X208 2,053 46,599 X 46,599
TYCO ELECTRONICS LTD COM NEW G9144P105 866 25,221 X 25,221
XL CAP LTD CL A G98255105 842 28,490 X 28,490
CELLCOM ISRAEL LTD SHS M2196U109 485 15,444 X 15,444
SYNERON MEDICAL LTD ORD SHS M87245102 181 12,433 X 12,433
ASM INTL N V COM N07045102 314 16,963 X 16,963
ASE TEST LTD ORD Y02516105 414 28,426 X 28,426
DIANA SHIPPING INC COM Y2066G104 813 30,891 X 30,891
DRYSHIPS INC SHS Y2109Q101 806 13,458 X 13,458
DOUBLE HULL TANKERS INC COM Y21110104 367 34,559 X 34,559
A C MOORE ARTS & CRAFTS INC COM 00086T103 180 26,343 X 26,343
A D C TELECOMMUNICATIONS COM NEW 000886309 392 32,438 X 32,438
AFC ENTERPRISES INC COM 00104Q107 516 57,367 X 57,367
AFLAC INC COM 001055102 4,084 62,884 X 62,884
AK STL HLDG CORP COM 001547108 887 16,293 X 16,293
AMN HEALTHCARE SERVICES INC COM 001744101 621 40,286 X 40,286
AT&T INC COM 00206R102 12,123 316,531 X 316,531
ATMI INC COM 00207R101 963 34,615 X 34,615
AZZ INC COM 002474104 485 13,643 X 13,643
ABBOTT LABS COM 002824100 4,343 78,748 X 78,748
ACCURIDE CORP COM 004398103 447 54,616 X 54,616
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 323 108,685 X 108,685
ACTUATE CORP COM 00508B102 171 41,645 X 41,645
ACUITY BRANDS INC COM 00508Y102 350 8,139 X 8,139
ADOBE SYS INC COM 00724F101 1,065 29,925 X 29,925
ADTRAN INC COM 00738A106 426 23,037 X 23,037
AEROPOSTALE COM 007865108 1,509 55,653 X 55,653
ADVANTA CORP CL B 007942204 362 51,521 X 51,521
AETNA INC NEW COM 00817Y108 1,097 26,072 X 26,072
AFTERMARKET TECHNOLOGY CORP COM 008318107 281 14,464 X 14,464
ALASKA COMMUNICATIONS SYS GR COM 01167P101 446 36,420 X 36,420
ALBERTO CULVER CO NEW COM 013078100 1,116 40,709 X 40,709
ALCOA INC COM 013817101 3,084 85,517 X 85,517
ALESCO FINL INC COM 014485106 339 117,629 X 117,629
ALEXANDERS INC COM 014752109 285 804 X 804
ALIGN TECHNOLOGY INC COM 016255101 507 45,599 X 45,599
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 195 18,029 X 18,029
ALLSTATE CORP COM 020002101 3,826 79,613 X 79,613
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 421 17,252 X 17,252
ALPHA NATURAL RESOURCES INC COM 02076X102 473 10,896 X 10,896
ALTRIA GROUP INC COM 02209S103 2,387 107,523 X 107,523
AMAZON COM INC COM 023135106 1,104 15,490 X 15,490
AMBAC FINL GROUP INC COM 023139108 452 78,563 X 78,563
AMBASSADORS GROUP INC COM 023177108 486 25,751 X 25,751
AMERCO COM 023586100 303 5,314 X 5,314
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 388 22,132 X 22,132
AMERICAN EXPRESS CO COM 025816109 2,304 52,704 X 52,704
AMERICAN FINL GROUP INC OHIO COM 025932104 453 17,704 X 17,704
AMERICAN INTL GROUP INC COM 026874107 4,956 114,590 X 114,590
AMERICAN SUPERCONDUCTOR CORP COM 030111108 362 15,631 X 15,631
AMERICAN WOODMARK CORP COM 030506109 561 27,264 X 27,264
AMERIGROUP CORP COM 03073T102 757 27,688 X 27,688
AMGEN INC COM 031162100 2,353 56,320 X 56,320
AMKOR TECHNOLOGY INC COM 031652100 1,419 132,617 X 132,617
AMPCO-PITTSBURGH CORP COM 032037103 347 8,076 X 8,076
AMSURG CORP COM 03232P405 577 24,379 X 24,379
AMTRUST FINANCIAL SERVICES I COM 032359309 863 53,267 X 53,267
ANADARKO PETE CORP COM 032511107 1,488 23,609 X 23,609
ANALOG DEVICES INC COM 032654105 914 30,977 X 30,977
ANGIODYNAMICS INC COM 03475V101 337 29,178 X 29,178
ANHEUSER BUSCH COS INC COM 035229103 1,835 38,668 X 38,668
ANNALY CAP MGMT INC COM 035710409 863 56,343 X 56,343
ANSOFT CORP COM 036384105 544 17,819 X 17,819
ANTHRACITE CAP INC COM 037023108 1,162 176,071 X 176,071
APACHE CORP COM 037411105 2,895 23,963 X 23,963
APOGEE ENTERPRISES INC COM 037598109 571 37,081 X 37,081
APOLLO GROUP INC CL A 037604105 436 10,089 X 10,089
APPLE INC COM 037833100 8,447 58,867 X 58,867
APRIA HEALTHCARE GROUP INC COM 037933108 1,456 73,732 X 73,732
APPLIED INDL TECHNOLOGIES IN COM 03820C105 934 31,256 X 31,256
APPLIED MATLS INC COM 038222105 2,775 142,258 X 142,258
ARBITRON INC COM 03875Q108 434 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 329 21,815 X 21,815
ARCHER DANIELS MIDLAND CO COM 039483102 2,820 68,506 X 68,506
ARKANSAS BEST CORP DEL COM 040790107 1,548 48,602 X 48,602
ARM HLDGS PLC SPONSORED ADR 042068106 150 28,482 X 28,482
ARROW ELECTRS INC COM 042735100 380 11,298 X 11,298
ASBURY AUTOMOTIVE GROUP INC COM 043436104 499 36,256 X 36,256
ASHFORD HOSPITALITY TR INC COM SHS 044103109 370 65,205 X 65,205
ASSOCIATED BANC CORP COM 045487105 880 33,054 X 33,054
ASSURANT INC COM 04621X108 801 13,154 X 13,154
ASTA FDG INC COM 046220109 429 30,769 X 30,769
ATHENAHEALTH INC COM 04685W103 392 16,566 X 16,566
ATMOS ENERGY CORP COM 049560105 572 22,429 X 22,429
AUTOLIV INC COM 052800109 1,889 37,633 X 37,633
AUTOMATIC DATA PROCESSING IN COM 053015103 1,194 28,157 X 28,157
AVATAR HLDGS INC COM 053494100 354 8,130 X 8,130
AVID TECHNOLOGY INC COM 05367P100 558 22,934 X 22,934
AVNET INC COM 053807103 892 27,248 X 27,248
AVOCENT CORP COM 053893103 579 34,250 X 34,250
BB&T CORP COM 054937107 2,367 73,829 X 73,829
BCE INC COM NEW 05534B760 847 25,102 X 25,102
BJS WHOLESALE CLUB INC COM 05548J106 684 19,167 X 19,167
BP PLC SPONSORED ADR 055622104 839 13,827 X 13,827
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 392 4,198 X 4,198
BT GROUP PLC ADR 05577E101 855 19,843 X 19,843
BADGER METER INC COM 056525108 450 10,417 X 10,417
BAKER MICHAEL CORP COM 057149106 296 13,189 X 13,189
BAKER HUGHES INC COM 057224107 1,117 16,301 X 16,301
BALLY TECHNOLOGIES INC COM 05874B107 505 14,694 X 14,694
BANK OF AMERICA CORPORATION COM 060505104 10,588 279,301 X 279,301
BANK OF NEW YORK MELLON CORP COM 064058100 4,018 96,290 X 96,290
BAXTER INTL INC COM 071813109 3,486 60,299 X 60,299
BECTON DICKINSON & CO COM 075887109 1,070 12,466 X 12,466
BELDEN INC COM 077454106 819 23,186 X 23,186
BELL MICROPRODUCTS INC COM 078137106 118 59,380 X 59,380
BERKLEY W R CORP COM 084423102 768 27,729 X 27,729
BERRY PETE CO CL A 085789105 596 12,822 X 12,822
BEST BUY INC COM 086516101 796 19,188 X 19,188
BHP BILLITON LTD SPONSORED ADR 088606108 798 12,124 X 12,124
BIG LOTS INC COM 089302103 369 16,544 X 16,544
BIGBAND NETWORKS INC COM 089750509 469 81,868 X 81,868
BIOGEN IDEC INC COM 09062X103 1,840 29,824 X 29,824
BIOVAIL CORP COM 09067J109 1,253 117,636 X 117,636
BIOSCRIP INC COM 09069N108 463 68,557 X 68,557
BLACK & DECKER CORP COM 091797100 836 12,640 X 12,640
BLACKBOARD INC COM 091935502 588 17,639 X 17,639
BLOCKBUSTER INC CL A 093679108 496 152,043 X 152,043
BOEING CO COM 097023105 3,814 51,284 X 51,284
BOIS D ARC ENERGY INC COM 09738U103 1,322 61,535 X 61,535
BOSTON BEER INC CL A 100557107 434 9,134 X 9,134
BOSTON SCIENTIFIC CORP COM 101137107 872 67,781 X 67,781
BOWNE & CO INC COM 103043105 168 10,993 X 10,993
BRADY CORP CL A 104674106 1,137 34,002 X 34,002
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 345 5,267 X 5,267
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 479 23,853 X 23,853
BRIGGS & STRATTON CORP COM 109043109 611 34,126 X 34,126
BRISTOL MYERS SQUIBB CO COM 110122108 2,945 138,271 X 138,271
BRONCO DRILLING CO INC COM 112211107 529 32,807 X 32,807
BROOKS AUTOMATION INC COM 114340102 543 55,896 X 55,896
BROWN & BROWN INC COM 115236101 238 13,683 X 13,683
BUCKLE INC COM 118440106 959 21,441 X 21,441
BUILDERS FIRSTSOURCE INC COM 12008R107 449 61,863 X 61,863
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,266 35,417 X 35,417
CBL & ASSOC PPTYS INC COM 124830100 936 39,758 X 39,758
CBS CORP NEW CL B 124857202 1,512 68,475 X 68,475
CF INDS HLDGS INC COM 125269100 800 7,723 X 7,723
CKE RESTAURANTS INC COM 12561E105 301 26,824 X 26,824
CME GROUP INC COM 12572Q105 2,855 6,087 X 6,087
CPI CORP COM 125902106 507 29,335 X 29,335
CSS INDS INC COM 125906107 532 15,231 X 15,231
CSG SYS INTL INC COM 126349109 322 28,322 X 28,322
CVS CAREMARK CORPORATION COM 126650100 3,092 76,324 X 76,324
CACHE INC COM NEW 127150308 446 39,544 X 39,544
CACI INTL INC CL A 127190304 648 14,231 X 14,231
CALAMOS ASSET MGMT INC CL A 12811R104 441 27,079 X 27,079
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 560 42,741 X 42,741
CANON INC ADR 138006309 870 18,766 X 18,766
CAPITAL ONE FINL CORP COM 14040H105 1,018 20,692 X 20,692
CAPITAL TRUST INC MD CL A NEW 14052H506 785 29,138 X 29,138
CAPSTEAD MTG CORP COM NO PAR 14067E506 259 22,736 X 22,736
CARDINAL HEALTH INC COM 14149Y108 2,463 46,901 X 46,901
CAREER EDUCATION CORP COM 141665109 149 11,695 X 11,695
CARNIVAL CORP PAIRED CTF 143658300 901 22,269 X 22,269
CARPENTER TECHNOLOGY CORP COM 144285103 1,240 22,146 X 22,146
CASCADE BANCORP COM 147154108 169 17,661 X 17,661
CASTLE A M & CO COM 148411101 580 21,467 X 21,467
CATERPILLAR INC DEL COM 149123101 3,426 43,758 X 43,758
CATO CORP NEW CL A 149205106 316 21,150 X 21,150
CBEYOND INC COM 149847105 557 29,652 X 29,652
CELGENE CORP COM 151020104 1,185 19,332 X 19,332
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 372 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 1,001 71,824 X 71,824
CENTRAL PAC FINL CORP COM 154760102 309 16,368 X 16,368
CENTURY ALUM CO COM 156431108 464 7,002 X 7,002
CEPHALON INC COM 156708109 225 3,493 X 3,493
CHAMPION ENTERPRISES INC COM 158496109 577 57,494 X 57,494
CHEMICAL FINL CORP COM 163731102 607 25,443 X 25,443
CHEROKEE INC DEL NEW COM 16444H102 397 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 12,369 144,901 X 144,901
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 905 23,063 X 23,063
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 334 17,903 X 17,903
CHINA SEC & SURVE TECH INC COM 16942J105 522 29,410 X 29,410
CHIPOTLE MEXICAN GRILL INC CL A 169656105 567 5,000 X 5,000
CHOICE HOTELS INTL INC COM 169905106 487 14,269 X 14,269
CHIQUITA BRANDS INTL INC COM 170032809 534 23,101 X 23,101
CHOICEPOINT INC COM 170388102 291 6,113 X 6,113
CHRISTOPHER & BANKS CORP COM 171046105 605 60,539 X 60,539
CHUBB CORP COM 171232101 1,832 37,026 X 37,026
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 429 16,503 X 16,503
CIENA CORP COM NEW 171779309 430 13,963 X 13,963
CIMAREX ENERGY CO COM 171798101 826 15,089 X 15,089
CINCINNATI BELL INC NEW COM 171871106 391 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 849 22,309 X 22,309
CISCO SYS INC COM 17275R102 7,477 310,379 X 310,379
CITIGROUP INC COM 172967101 7,343 342,807 X 342,807
CITIZENS REPUBLIC BANCORP IN COM 174420109 367 29,504 X 29,504
CITIZENS COMMUNICATIONS CO COM 17453B101 147 13,994 X 13,994
CLEAR CHANNEL COMMUNICATIONS COM 184502102 738 25,260 X 25,260
COCA COLA CO COM 191216100 7,188 118,086 X 118,086
COGENT COMM GROUP INC COM NEW 19239V302 866 47,312 X 47,312
COGNEX CORP COM 192422103 591 27,072 X 27,072
COLE KENNETH PRODTNS INC CL A 193294105 186 10,994 X 10,994
COLGATE PALMOLIVE CO COM 194162103 3,734 47,923 X 47,923
COMCAST CORP NEW CL A 20030N101 4,595 237,591 X 237,591
COMERICA INC COM 200340107 781 22,262 X 22,262
CGG VERITAS SPONSORED ADR 204386106 741 14,975 X 14,975
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 870 24,162 X 24,162
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 216 13,249 X 13,249
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 921 26,597 X 26,597
COMSCORE INC COM 20564W105 421 20,989 X 20,989
CONCUR TECHNOLOGIES INC COM 206708109 200 6,448 X 6,448
CONMED CORP COM 207410101 564 21,990 X 21,990
CONOCOPHILLIPS COM 20825C104 6,368 83,556 X 83,556
CONSOLIDATED COMM HLDGS INC COM 209034107 410 27,118 X 27,118
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 354 5,481 X 5,481
CONTINENTAL RESOURCES INC COM 212015101 888 27,832 X 27,832
COPART INC COM 217204106 208 5,355 X 5,355
CORNING INC COM 219350105 1,924 80,042 X 80,042
COSTCO WHSL CORP NEW COM 22160K105 3,072 47,287 X 47,287
COUNTRYWIDE FINANCIAL CORP COM 222372104 166 30,200 X 30,200
COVENTRY HEALTH CARE INC COM 222862104 796 19,722 X 19,722
COX RADIO INC CL A 224051102 222 18,712 X 18,712
CRANE CO COM 224399105 796 19,723 X 19,723
CROSS CTRY HEALTHCARE INC COM 227483104 538 43,525 X 43,525
CROSS TIMBERS RTY TR TR UNIT 22757R109 383 7,812 X 7,812
CTRIP COM INTL LTD ADR 22943F100 503 9,485 X 9,485
CUBIST PHARMACEUTICALS INC COM 229678107 910 49,412 X 49,412
CUMMINS INC COM 231021106 751 16,050 X 16,050
CUTERA INC COM 232109108 229 16,971 X 16,971
CYNOSURE INC CL A 232577205 1,373 64,483 X 64,483
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 169 23,579 X 23,579
D R HORTON INC COM 23331A109 879 55,832 X 55,832
DSP GROUP INC COM 23332B106 826 64,802 X 64,802
DSW INC CL A 23334L102 290 22,408 X 22,408
DAKTRONICS INC COM 234264109 532 29,679 X 29,679
DANAHER CORP DEL COM 235851102 951 12,509 X 12,509
DARDEN RESTAURANTS INC COM 237194105 396 12,164 X 12,164
DATA DOMAIN INC COM 23767P109 537 22,584 X 22,584
DECKERS OUTDOOR CORP COM 243537107 338 3,134 X 3,134
DELL INC COM 24702R101 2,293 115,111 X 115,111
DELUXE CORP COM 248019101 397 20,687 X 20,687
DENNYS CORP COM 24869P104 305 102,244 X 102,244
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 422 7,263 X 7,263
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 859 51,839 X 51,839
DEVON ENERGY CORP NEW COM 25179M103 3,182 30,497 X 30,497
DIAMONDROCK HOSPITALITY CO COM 252784301 388 30,595 X 30,595
DIGITAL RIV INC COM 25388B104 379 12,224 X 12,224
DIME CMNTY BANCSHARES COM 253922108 577 32,984 X 32,984
DIONEX CORP COM 254546104 433 5,624 X 5,624
DIRECTV GROUP INC COM 25459L106 932 37,603 X 37,603
DISNEY WALT CO COM DISNEY 254687106 4,024 128,224 X 128,224
DISCOVER FINL SVCS COM 254709108 424 25,880 X 25,880
DOLBY LABORATORIES INC COM 25659T107 370 10,192 X 10,192
DOLLAR FINL CORP COM 256664103 595 25,877 X 25,877
DOLLAR TREE INC COM 256746108 346 12,549 X 12,549
DOMINION RES INC VA NEW COM 25746U109 1,210 29,618 X 29,618
DOW CHEM CO COM 260543103 4,250 115,340 X 115,340
DRESS BARN INC COM 261570105 401 31,016 X 31,016
DU PONT E I DE NEMOURS & CO COM 263534109 3,135 67,043 X 67,043
DUKE ENERGY CORP NEW COM 26441C105 2,677 149,994 X 149,994
DYNAMIC MATLS CORP COM 267888105 388 8,973 X 8,973
E M C CORP MASS COM 268648102 2,906 202,648 X 202,648
EMC INS GROUP INC COM 268664109 278 10,343 X 10,343
ENI S P A SPONSORED ADR 26874R108 1,641 24,100 X 24,100
EOG RES INC COM 26875P101 1,494 12,446 X 12,446
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 476 33,056 X 33,056
EARTHLINK INC COM 270321102 412 54,630 X 54,630
EBAY INC COM 278642103 4,256 142,618 X 142,618
EDWARDS LIFESCIENCES CORP COM 28176E108 418 9,388 X 9,388
ELECTRO SCIENTIFIC INDS COM 285229100 469 28,484 X 28,484
EMCOR GROUP INC COM 29084Q100 1,122 50,530 X 50,530
EMERSON ELEC CO COM 291011104 3,749 72,862 X 72,862
EMULEX CORP COM NEW 292475209 205 12,643 X 12,643
ENCANA CORP COM 292505104 865 11,425 X 11,425
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 438 20,546 X 20,546
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 723 30,188 X 30,188
ENERGEN CORP COM 29265N108 547 8,774 X 8,774
ENPRO INDS INC COM 29355X107 871 27,922 X 27,922
ENTEGRIS INC COM 29362U104 423 58,873 X 58,873
ENTERGY CORP NEW COM 29364G103 1,095 10,038 X 10,038
ENZON PHARMACEUTICALS INC COM 293904108 411 44,654 X 44,654
EPICOR SOFTWARE CORP COM 29426L108 1,426 127,308 X 127,308
EQUITY LIFESTYLE PPTYS INC COM 29472R108 294 5,953 X 5,953
ERICSSON L M TEL CO ADR B SEK 10 294821608 954 48,530 X 48,530
ESTERLINE TECHNOLOGIES CORP COM 297425100 483 9,592 X 9,592
ETHAN ALLEN INTERIORS INC COM 297602104 908 31,950 X 31,950
EXELON CORP COM 30161N101 4,595 56,543 X 56,543
EXIDE TECHNOLOGIES COM NEW 302051206 220 16,832 X 16,832
EXLSERVICE HOLDINGS INC COM 302081104 218 9,500 X 9,500
EXTRA SPACE STORAGE INC COM 30225T102 308 19,020 X 19,020
EXXON MOBIL CORP COM 30231G102 28,892 341,597 X 341,597
FEI CO COM 30241L109 1,105 50,615 X 50,615
FNB CORP PA COM 302520101 329 21,061 X 21,061
FPL GROUP INC COM 302571104 1,298 20,682 X 20,682
FAIR ISAAC CORP COM 303250104 315 14,633 X 14,633
FAMILY DLR STORES INC COM 307000109 921 47,239 X 47,239
FCSTONE GROUP INC COM 31308T100 489 17,643 X 17,643
FEDERAL HOME LN MTG CORP COM 313400301 848 33,484 X 33,484
FEDERAL NATL MTG ASSN COM 313586109 2,095 79,582 X 79,582
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 311 3,996 X 3,996
FEDEX CORP COM 31428X106 3,077 33,206 X 33,206
FERRO CORP COM 315405100 437 29,408 X 29,408
FIFTH THIRD BANCORP COM 316773100 586 27,993 X 27,993
FIRST AMERN CORP CALIF COM 318522307 877 25,839 X 25,839
FIRST CMNTY BANCORP CALIF COM 31983B101 304 11,327 X 11,327
FIRST PL FINL CORP COM 33610T109 157 12,103 X 12,103
FIRST ST BANCORPORATION COM 336453105 188 14,028 X 14,028
FIRSTFED FINL CORP COM 337907109 223 8,210 X 8,210
FIRSTENERGY CORP COM 337932107 1,065 15,514 X 15,514
FLEETWOOD ENTERPRISES INC COM 339099103 166 36,128 X 36,128
FLOTEK INDS INC DEL COM 343389102 451 30,933 X 30,933
FOOT LOCKER INC COM 344849104 162 13,737 X 13,737
FORDING CDN COAL TR TR UNIT 345425102 430 8,244 X 8,244
FOREST LABS INC COM 345838106 872 21,807 X 21,807
FORWARD AIR CORP COM 349853101 546 15,398 X 15,398
FOSTER L B CO COM 350060109 955 22,170 X 22,170
FRANCE TELECOM SPONSORED ADR 35177Q105 845 25,174 X 25,174
FRANKLIN RES INC COM 354613101 818 8,436 X 8,436
FREDS INC CL A 356108100 583 56,921 X 56,921
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,551 47,302 X 47,302
FREIGHTCAR AMER INC COM 357023100 362 10,541 X 10,541
FREMONT GEN CORP COM 357288109 46 95,517 X 95,517
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 175 102,801 X 102,801
FRONTIER FINL CORP WASH COM 35907K105 668 37,791 X 37,791
FULTON FINL CORP PA COM 360271100 490 39,882 X 39,882
FURNITURE BRANDS INTL INC COM 360921100 161 13,769 X 13,769
G & K SVCS INC CL A 361268105 766 21,515 X 21,515
GAMCO INVESTORS INC COM 361438104 456 9,063 X 9,063
GSI COMMERCE INC COM 36238G102 452 34,403 X 34,403
GANNETT INC COM 364730101 867 29,857 X 29,857
GAP INC DEL COM 364760108 870 44,188 X 44,188
GARDNER DENVER INC COM 365558105 883 23,812 X 23,812
GENENTECH INC COM NEW 368710406 1,923 23,689 X 23,689
GENERAL DYNAMICS CORP COM 369550108 3,292 39,490 X 39,490
GENERAL ELECTRIC CO COM 369604103 19,521 527,442 X 527,442
GENERAL MLS INC COM 370334104 1,029 17,192 X 17,192
GENERAL MTRS CORP COM 370442105 1,306 68,573 X 68,573
GENUINE PARTS CO COM 372460105 876 21,792 X 21,792
GENWORTH FINL INC COM CL A 37247D106 902 39,820 X 39,820
GENZYME CORP COM 372917104 1,824 24,476 X 24,476
GETTY IMAGES INC COM 374276103 362 11,324 X 11,324
GEVITY HR INC COM 374393106 1,140 131,634 X 131,634
GIANT INTERACTIVE GROUP INC ADR 374511103 410 32,434 X 32,434
GILEAD SCIENCES INC COM 375558103 2,445 47,457 X 47,457
GLACIER BANCORP INC NEW COM 37637Q105 589 30,730 X 30,730
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 796 18,771 X 18,771
GLOBAL PMTS INC COM 37940X102 211 5,110 X 5,110
GOLDMAN SACHS GROUP INC COM 38141G104 5,160 31,199 X 31,199
GOOGLE INC CL A 38259P508 5,162 11,720 X 11,720
GRAMERCY CAP CORP COM 384871109 1,303 62,278 X 62,278
GRANITE CONSTR INC COM 387328107 501 15,327 X 15,327
GRANT PRIDECO INC COM 38821G101 894 18,173 X 18,173
GREEN BANKSHARES INC COM NEW 394361208 390 22,047 X 22,047
GREENHILL & CO INC COM 395259104 281 4,042 X 4,042
GREY WOLF INC COM 397888108 720 106,185 X 106,185
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 543 9,528 X 9,528
GYMBOREE CORP COM 403777105 966 24,222 X 24,222
HCC INS HLDGS INC COM 404132102 1,543 68,006 X 68,006
HNI CORP COM 404251100 520 19,355 X 19,355
HRPT PPTYS TR COM SH BEN INT 40426W101 141 20,890 X 20,890
HSBC HLDGS PLC SPON ADR NEW 404280406 877 10,662 X 10,662
HALLIBURTON CO COM 406216101 1,830 46,518 X 46,518
HANMI FINL CORP COM 410495105 369 49,957 X 49,957
HARBIN ELECTRIC INC COM 41145W109 362 27,647 X 27,647
HARLEY DAVIDSON INC COM 412822108 841 22,419 X 22,419
HARMONIC INC COM 413160102 615 80,895 X 80,895
HARTE-HANKS INC COM 416196103 565 41,353 X 41,353
HARTFORD FINL SVCS GROUP INC COM 416515104 2,156 28,459 X 28,459
HASBRO INC COM 418056107 1,039 37,230 X 37,230
HAWAIIAN ELEC INDUSTRIES COM 419870100 913 38,251 X 38,251
HEALTHCARE SVCS GRP INC COM 421906108 513 24,857 X 24,857
HEADWATERS INC COM 42210P102 992 75,180 X 75,180
HEALTH CARE REIT INC COM 42217K106 285 6,317 X 6,317
HEARTLAND EXPRESS INC COM 422347104 422 29,563 X 29,563
HERCULES INC COM 427056106 339 18,522 X 18,522
HERSHEY CO COM 427866108 932 24,736 X 24,736
HESS CORP COM 42809H107 803 9,109 X 9,109
HEWLETT PACKARD CO COM 428236103 8,180 179,150 X 179,150
HHGREGG INC COM 42833L108 430 38,229 X 38,229
HILLTOP HOLDINGS INC COM 432748101 293 28,153 X 28,153
HOLLY CORP COM PAR $0.01 435758305 803 18,500 X 18,500
HOLOGIC INC COM 436440101 876 15,748 X 15,748
HOME DEPOT INC COM 437076102 2,509 89,705 X 89,705
HONEYWELL INTL INC COM 438516106 3,789 67,154 X 67,154
HORACE MANN EDUCATORS CORP N COM 440327104 375 21,467 X 21,467
HORNBECK OFFSHORE SVCS INC N COM 440543106 638 13,977 X 13,977
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,031 30,303 X 30,303
HOT TOPIC INC COM 441339108 160 37,044 X 37,044
HUGOTON RTY TR TEX UNIT BEN INT 444717102 448 16,241 X 16,241
HUTCHINSON TECHNOLOGY INC COM 448407106 550 34,558 X 34,558
ISTAR FINL INC COM 45031U101 868 61,903 X 61,903
ITT EDUCATIONAL SERVICES INC COM 45068B109 305 6,637 X 6,637
IBERIABANK CORP COM 450828108 281 6,357 X 6,357
ITT CORP NEW COM 450911102 740 14,277 X 14,277
IDEARC INC COM 451663108 116 31,850 X 31,850
IKON OFFICE SOLUTIONS INC COM 451713101 541 71,197 X 71,197
ILLINOIS TOOL WKS INC COM 452308109 2,863 59,358 X 59,358
IMPERIAL OIL LTD COM NEW 453038408 820 15,695 X 15,695
INFORMATICA CORP COM 45666Q102 183 10,753 X 10,753
INFINERA CORPORATION COM 45667G103 488 40,667 X 40,667
INFOSPACE INC COM NEW 45678T201 614 53,075 X 53,075
ING GROEP N V SPONSORED ADR 456837103 940 25,142 X 25,142
INLAND REAL ESTATE CORP COM NEW 457461200 529 34,796 X 34,796
INSIGHT ENTERPRISES INC COM 45765U103 497 28,428 X 28,428
INSITUFORM TECHNOLOGIES INC CL A 457667103 535 38,674 X 38,674
INTEL CORP COM 458140100 9,166 432,758 X 432,758
INTERACTIVE INTELLIGENCE INC COM 45839M103 836 70,988 X 70,988
INTERDIGITAL INC COM 45867G101 457 23,084 X 23,084
INTERMEC INC COM 458786100 507 22,855 X 22,855
INTERNATIONAL BANCSHARES COR COM 459044103 265 11,724 X 11,724
INTERNATIONAL BUSINESS MACHS COM 459200101 10,214 88,709 X 88,709
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 436 9,900 X 9,900
INTL PAPER CO COM 460146103 603 22,167 X 22,167
INTERWOVEN INC COM NEW 46114T508 151 14,108 X 14,108
INTUITIVE SURGICAL INC COM NEW 46120E602 255 785 X 785
INVACARE CORP COM 461203101 1,017 45,653 X 45,653
INVESTOOLS INC COM 46145P103 549 49,917 X 49,917
IRWIN FINL CORP COM 464119106 123 23,147 X 23,147
ISHARES TR RUSSELL MIDCAP 464287499 76,351 816,149 X 816,149
ISHARES TR RUSSELL 2000 464287655 40,801 597,460 X 597,460
ISHARES TR RUSSELL 3000 464287689 22,330 293,000 X 293,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 436 32,559 X 32,559
JP MORGAN CHASE & CO COM 46625H100 9,567 222,748 X 222,748
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 754 33,803 X 33,803
JABIL CIRCUIT INC COM 466313103 108 11,447 X 11,447
JACK IN THE BOX INC COM 466367109 524 19,514 X 19,514
JACKSON HEWITT TAX SVCS INC COM 468202106 376 32,797 X 32,797
JETBLUE AWYS CORP COM 477143101 147 25,321 X 25,321
JOHNSON & JOHNSON COM 478160104 10,541 162,488 X 162,488
JOHNSON CTLS INC COM 478366107 1,018 30,120 X 30,120
JONES LANG LASALLE INC COM 48020Q107 898 11,617 X 11,617
JOS A BANK CLOTHIERS INC COM 480838101 873 42,571 X 42,571
KLA-TENCOR CORP COM 482480100 868 23,397 X 23,397
KB HOME COM 48666K109 394 15,925 X 15,925
KELLOGG CO COM 487836108 632 12,021 X 12,021
KELLY SVCS INC CL A 488152208 224 10,894 X 10,894
KENDLE INTERNATIONAL INC COM 48880L107 538 11,982 X 11,982
KENSEY NASH CORP COM 490057106 285 9,834 X 9,834
KIMBERLY CLARK CORP COM 494368103 1,461 22,636 X 22,636
KINETIC CONCEPTS INC COM NEW 49460W208 812 17,573 X 17,573
KING PHARMACEUTICALS INC COM 495582108 765 87,968 X 87,968
KIRBY CORP COM 497266106 607 10,648 X 10,648
KNOLOGY INC COM 499183804 418 32,259 X 32,259
KOHLS CORP COM 500255104 701 16,343 X 16,343
KOPPERS HOLDINGS INC COM 50060P106 539 12,175 X 12,175
KRAFT FOODS INC CL A 50075N104 2,532 81,638 X 81,638
KROGER CO COM 501044101 900 35,433 X 35,433
LHC GROUP INC COM 50187A107 491 29,251 X 29,251
L-1 IDENTITY SOLUTIONS INC COM 50212A106 581 43,698 X 43,698
LACLEDE GROUP INC COM 505597104 347 9,750 X 9,750
LAM RESEARCH CORP COM 512807108 781 20,425 X 20,425
LANCASTER COLONY CORP COM 513847103 574 14,363 X 14,363
LANDAMERICA FINL GROUP INC COM 514936103 297 7,520 X 7,520
LANDSTAR SYS INC COM 515098101 518 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 391 5,309 X 5,309
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 267 9,287 X 9,287
LEE ENTERPRISES INC COM 523768109 179 17,901 X 17,901
LEGGETT & PLATT INC COM 524660107 341 22,329 X 22,329
LEHMAN BROS HLDGS INC COM 524908100 2,304 61,214 X 61,214
LENNAR CORP CL A 526057104 890 47,332 X 47,332
LEXINGTON REALTY TRUST COM 529043101 294 20,409 X 20,409
LEXMARK INTL NEW CL A 529771107 419 13,652 X 13,652
LIBERTY PPTY TR SH BEN INT 531172104 466 14,972 X 14,972
LILLY ELI & CO COM 532457108 3,467 67,212 X 67,212
LINCOLN NATL CORP IND COM 534187109 1,592 30,615 X 30,615
LIONS GATE ENTMNT CORP COM NEW 535919203 461 47,324 X 47,324
LITTELFUSE INC COM 537008104 1,076 30,758 X 30,758
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 869 24,196 X 24,196
LO-JACK CORP COM 539451104 376 29,748 X 29,748
LOCKHEED MARTIN CORP COM 539830109 3,369 33,927 X 33,927
LODGENET INTERACTIVE CORP COM 540211109 266 43,748 X 43,748
LOEWS CORP COM 540424108 891 22,164 X 22,164
LOEWS CORP CAROLNA GP STK 540424207 439 6,048 X 6,048
LOWES COS INC COM 548661107 1,758 76,630 X 76,630
LUBRIZOL CORP COM 549271104 982 17,694 X 17,694
LUFKIN INDS INC COM 549764108 387 6,061 X 6,061
LULULEMON ATHLETICA INC COM 550021109 419 14,739 X 14,739
LUMINEX CORP DEL COM 55027E102 575 29,276 X 29,276
M & T BK CORP COM 55261F104 815 10,127 X 10,127
MBIA INC COM 55262C100 543 44,417 X 44,417
M D C HLDGS INC COM 552676108 216 4,928 X 4,928
MGIC INVT CORP WIS COM 552848103 775 73,615 X 73,615
MGM MIRAGE COM 552953101 353 6,002 X 6,002
MSC INDL DIRECT INC CL A 553530106 916 21,692 X 21,692
MTS SYS CORP COM 553777103 364 11,270 X 11,270
MACATAWA BK CORP COM 554225102 202 19,421 X 19,421
MACYS INC COM 55616P104 529 22,925 X 22,925
MAGMA DESIGN AUTOMATION COM 559181102 1,363 142,435 X 142,435
MAGNA INTL INC CL A 559222401 1,699 23,545 X 23,545
MANULIFE FINL CORP COM 56501R106 927 24,420 X 24,420
MARATHON OIL CORP COM 565849106 3,092 67,798 X 67,798
MARINEMAX INC COM 567908108 537 43,138 X 43,138
MARSH & MCLENNAN COS INC COM 571748102 672 27,599 X 27,599
MARRIOTT INTL INC NEW CL A 571903202 576 16,751 X 16,751
MARTEK BIOSCIENCES CORP COM 572901106 812 26,574 X 26,574
MASCO CORP COM 574599106 911 45,916 X 45,916
MATTEL INC COM 577081102 808 40,607 X 40,607
MCDONALDS CORP COM 580135101 3,377 60,550 X 60,550
MCGRAW HILL COS INC COM 580645109 1,521 41,151 X 41,151
MCKESSON CORP COM 58155Q103 792 15,126 X 15,126
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,249 28,516 X 28,516
MEDTRONIC INC COM 585055106 2,828 58,476 X 58,476
MENS WEARHOUSE INC COM 587118100 385 16,554 X 16,554
MENTOR GRAPHICS CORP COM 587200106 484 54,768 X 54,768
MERCK & CO INC COM 589331107 6,606 174,072 X 174,072
MEREDITH CORP COM 589433101 399 10,423 X 10,423
MERIT MED SYS INC COM 589889104 636 40,193 X 40,193
MERRILL LYNCH & CO INC COM 590188108 3,172 77,859 X 77,859
METHANEX CORP COM 59151K108 971 37,090 X 37,090
METLIFE INC COM 59156R108 2,992 49,658 X 49,658
MICREL INC COM 594793101 514 55,475 X 55,475
MICROSOFT CORP COM 594918104 15,235 536,839 X 536,839
MICROSTRATEGY INC CL A NEW 594972408 380 5,135 X 5,135
MICROCHIP TECHNOLOGY INC COM 595017104 880 26,888 X 26,888
MID-AMER APT CMNTYS INC COM 59522J103 307 6,155 X 6,155
MILLENNIUM PHARMACEUTICALS I COM 599902103 203 13,110 X 13,110
MILLER HERMAN INC COM 600544100 873 35,513 X 35,513
MOLINA HEALTHCARE INC COM 60855R100 489 20,025 X 20,025
MOLEX INC COM 608554101 349 15,055 X 15,055
MONACO COACH CORP COM 60886R103 488 51,499 X 51,499
MONARCH CASINO & RESORT INC COM 609027107 338 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 3,082 27,637 X 27,637
MOODYS CORP COM 615369105 393 11,297 X 11,297
MORGAN STANLEY COM NEW 617446448 4,083 89,338 X 89,338
MOTOROLA INC COM 620076109 3,456 371,615 X 371,615
MOVADO GROUP INC COM 624580106 373 19,144 X 19,144
MURPHY OIL CORP COM 626717102 855 10,403 X 10,403
MYERS INDS INC COM 628464109 370 28,152 X 28,152
MYRIAD GENETICS INC COM 62855J104 399 9,904 X 9,904
NUCO2 INC COM 629428103 430 15,472 X 15,472
NVR INC COM 62944T105 679 1,136 X 1,136
NYSE EURONEXT COM 629491101 829 13,430 X 13,430
NATIONAL CITY CORP COM 635405103 286 28,748 X 28,748
NATIONAL FINL PARTNERS CORP COM 63607P208 351 15,636 X 15,636
NATIONAL INSTRS CORP COM 636518102 1,207 46,161 X 46,161
NATIONAL OILWELL VARCO INC COM 637071101 935 16,009 X 16,009
NATIONAL PENN BANCSHARES INC COM 637138108 279 15,353 X 15,353
NATIONWIDE HEALTH PPTYS INC COM 638620104 582 17,255 X 17,255
NETEASE COM INC SPONSORED ADR 64110W102 821 42,713 X 42,713
NEWELL RUBBERMAID INC COM 651229106 883 38,618 X 38,618
NEWMARKET CORP COM 651587107 914 12,108 X 12,108
NEWMONT MINING CORP COM 651639106 980 21,643 X 21,643
NEWS CORP CL A 65248E104 2,167 115,576 X 115,576
NIKE INC CL B 654106103 1,233 18,137 X 18,137
NORFOLK SOUTHERN CORP COM 655844108 1,087 20,012 X 20,012
NORTHGATE MINERALS CORP COM 666416102 545 170,798 X 170,798
NORTHROP GRUMMAN CORP COM 666807102 1,366 17,562 X 17,562
NOVA CHEMICALS CORP COM 66977W109 996 41,773 X 41,773
NOVARTIS A G SPONSORED ADR 66987V109 877 17,127 X 17,127
NOVEN PHARMACEUTICALS INC COM 670009109 568 63,209 X 63,209
NUANCE COMMUNICATIONS INC COM 67020Y100 209 11,986 X 11,986
NUCOR CORP COM 670346105 2,645 39,042 X 39,042
NVIDIA CORP COM 67066G104 881 44,542 X 44,542
NUVASIVE INC COM 670704105 395 11,452 X 11,452
OBAGI MEDICAL PRODUCTS INC COM 67423R108 781 90,032 X 90,032
OCCIDENTAL PETE CORP DEL COM 674599105 3,958 54,094 X 54,094
OLD REP INTL CORP COM 680223104 863 66,861 X 66,861
OLIN CORP COM PAR $1 680665205 1,235 62,503 X 62,503
OLYMPIC STEEL INC COM 68162K106 580 12,862 X 12,862
OMNICOM GROUP INC COM 681919106 744 16,837 X 16,837
OMNIVISION TECHNOLOGIES INC COM 682128103 475 28,230 X 28,230
ONEOK INC NEW COM 682680103 796 17,833 X 17,833
OPEN TEXT CORP COM 683715106 889 28,391 X 28,391
ORACLE CORP COM 68389X105 4,666 238,532 X 238,532
ORIENTAL FINL GROUP INC COM 68618W100 542 27,484 X 27,484
OVERSTOCK COM INC DEL COM 690370101 207 17,389 X 17,389
OWENS & MINOR INC NEW COM 690732102 496 12,618 X 12,618
OXFORD INDS INC COM 691497309 596 26,449 X 26,449
PFF BANCORP INC COM 69331W104 471 56,635 X 56,635
P F CHANGS CHINA BISTRO INC COM 69333Y108 605 21,277 X 21,277
PMC-SIERRA INC COM 69344F106 883 154,911 X 154,911
PMI GROUP INC COM 69344M101 321 55,179 X 55,179
PNC FINL SVCS GROUP INC COM 693475105 1,154 17,607 X 17,607
PPG INDS INC COM 693506107 902 14,913 X 14,913
PACCAR INC COM 693718108 853 18,961 X 18,961
PACER INTL INC TENN COM 69373H106 894 54,424 X 54,424
PACKAGING CORP AMER COM 695156109 577 25,823 X 25,823
PALL CORP COM 696429307 752 21,455 X 21,455
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 879 58,235 X 58,235
PANERA BREAD CO CL A 69840W108 1,049 25,047 X 25,047
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 171 10,688 X 10,688
PARKER HANNIFIN CORP COM 701094104 928 13,399 X 13,399
PARKWAY PPTYS INC COM 70159Q104 562 15,208 X 15,208
PARTNER COMMUNICATIONS CO LT ADR 70211M109 498 22,175 X 22,175
PEETS COFFEE & TEA INC COM 705560100 309 13,147 X 13,147
PENSKE AUTOMOTIVE GRP INC COM 70959W103 521 26,767 X 26,767
PEOPLESUPPORT INC COM 712714302 396 43,422 X 43,422
PEPSICO INC COM 713448108 7,984 110,585 X 110,585
PERFICIENT INC COM 71375U101 603 75,933 X 75,933
PERFORMANCE FOOD GROUP CO COM 713755106 618 18,906 X 18,906
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 1,290 58,224 X 58,224
PERRIGO CO COM 714290103 929 24,615 X 24,615
PETMED EXPRESS INC COM 716382106 181 16,290 X 16,290
PFIZER INC COM 717081103 8,399 401,311 X 401,311
PHASE FORWARD INC COM 71721R406 209 12,230 X 12,230
PHILADELPHIA CONS HLDG CORP COM 717528103 801 24,885 X 24,885
PHOTRONICS INC COM 719405102 176 18,451 X 18,451
PIPER JAFFRAY COS COM 724078100 432 12,726 X 12,726
PITNEY BOWES INC COM 724479100 852 24,342 X 24,342
PLANTRONICS INC NEW COM 727493108 195 10,105 X 10,105
PLEXUS CORP COM 729132100 539 19,202 X 19,202
POLARIS INDS INC COM 731068102 986 24,032 X 24,032
POPULAR INC COM 733174106 153 13,094 X 13,094
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 833 19,423 X 19,423
POST PPTYS INC COM 737464107 475 12,312 X 12,312
PRAXAIR INC COM 74005P104 1,366 16,219 X 16,219
PREMIERE GLOBAL SVCS INC COM 740585104 870 60,661 X 60,661
PRESIDENTIAL LIFE CORP COM 740884101 175 10,023 X 10,023
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 915 16,424 X 16,424
PROCTER & GAMBLE CO COM 742718109 11,292 161,152 X 161,152
PROGRESSIVE CORP OHIO COM 743315103 1,482 92,210 X 92,210
PROSPERITY BANCSHARES INC COM 743606105 305 10,630 X 10,630
PROVIDENT BANKSHARES CORP COM 743859100 378 35,161 X 35,161
PRUDENTIAL FINL INC COM 744320102 4,437 56,708 X 56,708
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,037 25,813 X 25,813
QLOGIC CORP COM 747277101 230 14,993 X 14,993
QUAKER CHEM CORP COM 747316107 525 16,767 X 16,767
QUALCOMM INC COM 747525103 3,460 84,383 X 84,383
QUEST SOFTWARE INC COM 74834T103 783 59,938 X 59,938
QUIKSILVER INC COM 74838C106 538 54,855 X 54,855
RC2 CORP COM 749388104 722 34,422 X 34,422
RADIOSHACK CORP COM 750438103 967 59,495 X 59,495
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 335 15,885 X 15,885
RAYTHEON CO COM NEW 755111507 2,976 46,055 X 46,055
REALTY INCOME CORP COM 756109104 317 12,368 X 12,368
RED ROBIN GOURMET BURGERS IN COM 75689M101 785 20,892 X 20,892
REGAL ENTMT GROUP CL A 758766109 604 31,328 X 31,328
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,517 76,834 X 76,834
REINSURANCE GROUP AMER INC COM 759351109 294 5,394 X 5,394
RENT A CTR INC NEW COM 76009N100 888 48,384 X 48,384
REPUBLIC AWYS HLDGS INC COM 760276105 1,444 66,661 X 66,661
REYNOLDS AMERICAN INC COM 761713106 515 8,722 X 8,722
RISKMETRICS GROUP INC COM 767735103 390 20,151 X 20,151
RIVERBED TECHNOLOGY INC COM 768573107 504 33,915 X 33,915
ROCK-TENN CO CL A 772739207 1,524 50,851 X 50,851
ROCKY BRANDS INC COM 774515100 117 20,700 X 20,700
ROGERS CORP COM 775133101 1,054 31,556 X 31,556
ROYAL BK CDA MONTREAL QUE COM 780087102 859 18,475 X 18,475
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 878 12,727 X 12,727
SLM CORP COM 78442P106 350 22,812 X 22,812
SPDR TR UNIT SER 1 78462F103 358 2,716 X 2,716
SPSS INC COM 78462K102 875 22,560 X 22,560
S1 CORPORATION COM 78463B101 340 47,802 X 47,802
SRS LABS INC COM 78464M106 211 39,600 X 39,600
STEC INC COM 784774101 353 56,997 X 56,997
SVB FINL GROUP COM 78486Q101 257 5,897 X 5,897
SAFECO CORP COM 786429100 802 18,275 X 18,275
ST MARY LD & EXPL CO COM 792228108 589 15,287 X 15,287
SALIX PHARMACEUTICALS INC COM 795435106 199 31,642 X 31,642
SALLY BEAUTY HLDGS INC COM 79546E104 455 65,929 X 65,929
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 417 11,204 X 11,204
SANDERSON FARMS INC COM 800013104 531 13,967 X 13,967
SANDY SPRING BANCORP INC COM 800363103 286 10,383 X 10,383
SANOFI AVENTIS SPONSORED ADR 80105N105 902 24,030 X 24,030
SAPIENT CORP COM 803062108 479 68,757 X 68,757
SCANSOURCE INC COM 806037107 1,139 31,477 X 31,477
SCHERING PLOUGH CORP COM 806605101 1,190 82,564 X 82,564
SCHLUMBERGER LTD COM 806857108 5,242 60,253 X 60,253
SCHWAB CHARLES CORP NEW COM 808513105 944 50,137 X 50,137
SCIELE PHARMA INC COM 808627103 1,405 72,032 X 72,032
SEARS HLDGS CORP COM 812350106 408 4,000 X 4,000
SECURE COMPUTING CORP COM 813705100 1,195 185,244 X 185,244
SELECTIVE INS GROUP INC COM 816300107 223 9,339 X 9,339
SEMTECH CORP COM 816850101 175 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 309 13,047 X 13,047
SENSIENT TECHNOLOGIES CORP COM 81725T100 227 7,712 X 7,712
SHERWIN WILLIAMS CO COM 824348106 912 17,870 X 17,870
SHUFFLE MASTER INC COM 825549108 529 98,834 X 98,834
SIERRA WIRELESS INC COM 826516106 849 53,222 X 53,222
SIGMA DESIGNS INC COM 826565103 403 17,793 X 17,793
SIMON PPTY GROUP INC NEW COM 828806109 1,042 11,219 X 11,219
SKECHERS U S A INC CL A 830566105 554 27,416 X 27,416
SKYWEST INC COM 830879102 560 26,528 X 26,528
SKYWORKS SOLUTIONS INC COM 83088M102 1,468 201,692 X 201,692
SOFTBRANDS INC COM 83402A107 11 10,670 X 10,670
SOHU COM INC COM 83408W103 513 11,358 X 11,358
SONIC CORP COM 835451105 542 24,595 X 24,595
SONIC SOLUTIONS COM 835460106 169 17,557 X 17,557
SONICWALL INC COM 835470105 165 20,141 X 20,141
SONOCO PRODS CO COM 835495102 981 34,260 X 34,260
SOUTH FINL GROUP INC COM 837841105 338 22,743 X 22,743
SOUTH JERSEY INDS INC COM 838518108 736 20,966 X 20,966
SOUTHERN CO COM 842587107 1,358 38,129 X 38,129
SOUTHERN COPPER CORP COM 84265V105 1,198 11,542 X 11,542
SPARTECH CORP COM NEW 847220209 180 21,338 X 21,338
SPEEDWAY MOTORSPORTS INC COM 847788106 471 18,788 X 18,788
SPRINT NEXTEL CORP COM SER 1 852061100 958 143,139 X 143,139
STANDARD PAC CORP NEW COM 85375C101 545 112,232 X 112,232
STANLEY WKS COM 854616109 1,692 35,528 X 35,528
STAPLES INC COM 855030102 805 36,399 X 36,399
STARBUCKS CORP COM 855244109 660 37,700 X 37,700
STATE STR CORP COM 857477103 3,378 42,762 X 42,762
STATOILHYDRO ASA SPONSORED ADR 85771P102 1,743 58,346 X 58,346
STMICROELECTRONICS N V NY REGISTRY 861012102 868 81,419 X 81,419
STONE ENERGY CORP COM 861642106 444 8,492 X 8,492
STRATEGIC HOTELS & RESORTS I COM 86272T106 252 19,198 X 19,198
STRAYER ED INC COM 863236105 391 2,564 X 2,564
STRYKER CORP COM 863667101 1,005 15,447 X 15,447
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 471 12,128 X 12,128
SUN MICROSYSTEMS INC COM NEW 866810203 705 45,424 X 45,424
SUNOCO INC COM 86764P109 904 17,229 X 17,229
SUNTRUST BKS INC COM 867914103 3,230 58,577 X 58,577
SUPERTEX INC COM 868532102 520 25,501 X 25,501
SYMANTEC CORP COM 871503108 1,541 92,724 X 92,724
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 541 27,003 X 27,003
SYNOPSYS INC COM 871607107 221 9,719 X 9,719
SYNOVUS FINL CORP COM 87161C105 816 73,742 X 73,742
SYNTEL INC COM 87162H103 492 18,454 X 18,454
SYSCO CORP COM 871829107 913 31,448 X 31,448
SYSTEMAX INC COM 871851101 366 30,353 X 30,353
TECO ENERGY INC COM 872375100 230 14,419 X 14,419
TALEO CORP CL A 87424N104 478 24,614 X 24,614
TAM SA SP ADR REP PFD 87484D103 372 19,380 X 19,380
TARGET CORP COM 87612E106 2,198 43,380 X 43,380
TEJON RANCH CO DEL COM 879080109 284 7,601 X 7,601
TEKELEC COM 879101103 548 44,017 X 44,017
TELECOM ARGENTINA S A SPON ADR REP B 879273209 474 22,377 X 22,377
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 789 53,039 X 53,039
TELEFONICA S A SPONSORED ADR 879382208 1,677 19,386 X 19,386
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 961 25,554 X 25,554
TELUS CORP NON-VTG SHS 87971M202 864 20,656 X 20,656
TERRA INDS INC COM 880915103 399 11,240 X 11,240
TERRA NITROGEN CO L P COM UNIT 881005201 443 3,969 X 3,969
TETRA TECH INC NEW COM 88162G103 543 27,850 X 27,850
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 322 19,051 X 19,051
TEXAS INSTRS INC COM 882508104 3,641 128,778 X 128,778
THE9 LTD ADR 88337K104 463 22,606 X 22,606
THERMO FISHER SCIENTIFIC INC COM 883556102 1,220 21,471 X 21,471
THOR INDS INC COM 885160101 449 15,076 X 15,076
THORATEC CORP COM NEW 885175307 564 39,503 X 39,503
3M CO COM 88579Y101 4,662 58,895 X 58,895
TIBCO SOFTWARE INC COM 88632Q103 186 26,059 X 26,059
TIDEWATER INC COM 886423102 340 6,167 X 6,167
TIME WARNER INC COM 887317105 2,687 191,686 X 191,686
TITAN INTL INC ILL COM 88830M102 447 14,608 X 14,608
TITANIUM METALS CORP COM NEW 888339207 317 21,030 X 21,030
TOMKINS PLC SPONSORED ADR 890030208 192 13,517 X 13,517
TORO CO COM 891092108 368 8,900 X 8,900
TORONTO DOMINION BK ONT COM NEW 891160509 816 13,296 X 13,296
TOTAL S A SPONSORED ADR 89151E109 857 11,585 X 11,585
TRACTOR SUPPLY CO COM 892356106 952 24,096 X 24,096
TRAVELERS COMPANIES INC COM 89417E109 4,120 86,102 X 86,102
TRAVELZOO INC COM 89421Q106 598 54,168 X 54,168
TRIDENT MICROSYSTEMS INC COM 895919108 758 147,168 X 147,168
TRUEBLUE INC COM 89785X101 632 47,023 X 47,023
UGI CORP NEW COM 902681105 597 23,969 X 23,969
US BANCORP DEL COM NEW 902973304 4,597 142,055 X 142,055
USANA HEALTH SCIENCES INC COM 90328M107 306 13,895 X 13,895
USA MOBILITY INC COM 90341G103 406 56,887 X 56,887
U S AIRWAYS GROUP INC COM 90341W108 138 15,463 X 15,463
ULTIMATE SOFTWARE GROUP INC COM 90385D107 413 13,735 X 13,735
ULTRATECH INC COM 904034105 380 39,589 X 39,589
UMPQUA HLDGS CORP COM 904214103 309 19,921 X 19,921
UNION PAC CORP COM 907818108 3,348 26,701 X 26,701
UNISOURCE ENERGY CORP COM 909205106 478 21,489 X 21,489
UNISYS CORP COM 909214108 619 139,662 X 139,662
UNIT CORP COM 909218109 571 10,071 X 10,071
UNITED CMNTY FINL CORP OHIO COM 909839102 200 32,318 X 32,318
UNITED ONLINE INC COM 911268100 1,475 139,632 X 139,632
UNITED PARCEL SERVICE INC CL B 911312106 2,494 34,153 X 34,153
UNITED STATES STL CORP NEW COM 912909108 870 6,856 X 6,856
UNITED STATIONERS INC COM 913004107 359 7,532 X 7,532
UNITED TECHNOLOGIES CORP COM 913017109 5,243 76,184 X 76,184
UNITEDHEALTH GROUP INC COM 91324P102 3,817 111,095 X 111,095
UNIVERSAL AMERICAN CORP COM 913377107 277 26,118 X 26,118
UNIVERSAL CORP VA COM 913456109 380 5,794 X 5,794
UNIVERSAL ELECTRS INC COM 913483103 587 24,263 X 24,263
UNIVERSAL FST PRODS INC COM 913543104 597 18,541 X 18,541
UNIVERSAL TECHNICAL INST INC COM 913915104 310 26,423 X 26,423
UNUM GROUP COM 91529Y106 816 37,089 X 37,089
VAIL RESORTS INC COM 91879Q109 571 11,823 X 11,823
VALASSIS COMMUNICATIONS INC COM 918866104 1,285 118,465 X 118,465
VALENCE TECHNOLOGY INC COM 918914102 185 41,853 X 41,853
VALERO ENERGY CORP NEW COM 91913Y100 1,372 27,939 X 27,939
VALLEY NATL BANCORP COM 919794107 477 24,856 X 24,856
VALUEVISION MEDIA INC CL A 92047K107 552 99,573 X 99,573
VECTOR GROUP LTD COM 92240M108 443 25,164 X 25,164
VERIZON COMMUNICATIONS INC COM 92343V104 7,271 199,476 X 199,476
VIACOM INC NEW CL B 92553P201 1,228 31,005 X 31,005
VIGNETTE CORP COM NEW 926734401 180 13,630 X 13,630
VIROPHARMA INC COM 928241108 2,105 235,508 X 235,508
VITAL IMAGES INC COM 92846N104 175 11,807 X 11,807
VIVUS INC COM 928551100 535 88,706 X 88,706
W & T OFFSHORE INC COM 92922P106 1,951 57,200 X 57,200
WD-40 CO COM 929236107 407 12,234 X 12,234
WGL HLDGS INC COM 92924F106 518 16,163 X 16,163
W-H ENERGY SVCS INC COM 92925E108 550 7,982 X 7,982
WMS INDS INC COM 929297109 719 19,980 X 19,980
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 460 20,580 X 20,580
WACHOVIA CORP NEW COM 929903102 4,312 159,722 X 159,722
WAL MART STORES INC COM 931142103 6,494 123,265 X 123,265
WALGREEN CO COM 931422109 1,934 50,762 X 50,762
WASHINGTON MUT INC COM 939322103 1,318 127,987 X 127,987
WASTE MGMT INC DEL COM 94106L109 884 26,335 X 26,335
WATERS CORP COM 941848103 831 14,919 X 14,919
WATTS WATER TECHNOLOGIES INC CL A 942749102 575 20,506 X 20,506
WEBSTER FINL CORP CONN COM 947890109 413 14,804 X 14,804
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,243 26,834 X 26,834
WELLCARE HEALTH PLANS INC COM 94946T106 307 7,873 X 7,873
WELLPOINT INC COM 94973V107 2,734 61,959 X 61,959
WELLS FARGO & CO NEW COM 949746101 6,786 233,187 X 233,187
WERNER ENTERPRISES INC COM 950755108 614 33,073 X 33,073
WESCO INTL INC COM 95082P105 879 24,092 X 24,092
WEST COAST BANCORP ORE NEW COM 952145100 281 19,261 X 19,261
WEST PHARMACEUTICAL SVSC INC COM 955306105 550 12,437 X 12,437
WESTERN DIGITAL CORP COM 958102105 561 20,746 X 20,746
WESTERN UN CO COM 959802109 836 39,322 X 39,322
WEYERHAEUSER CO COM 962166104 715 10,988 X 10,988
WHIRLPOOL CORP COM 963320106 831 9,573 X 9,573
WHITNEY HLDG CORP COM 966612103 919 37,077 X 37,077
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 489 15,539 X 15,539
WILMINGTON TRUST CORP COM 971807102 466 14,978 X 14,978
WILSHIRE BANCORP INC COM 97186T108 219 28,711 X 28,711
WINDSTREAM CORP COM 97381W104 831 69,511 X 69,511
WOLVERINE WORLD WIDE INC COM 978097103 420 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 804 25,233 X 25,233
WYETH COM 983024100 3,782 90,566 X 90,566
XTO ENERGY INC COM 98385X106 1,476 23,868 X 23,868
XILINX INC COM 983919101 832 35,020 X 35,020
XENOPORT INC COM 98411C100 545 13,473 X 13,473
YAHOO INC COM 984332106 1,781 61,553 X 61,553
ZEBRA TECHNOLOGIES CORP CL A 989207105 209 6,287 X 6,287
ZIMMER HLDGS INC COM 98956P102 938 12,051 X 12,051
ZIONS BANCORPORATION COM 989701107 800 17,566 X 17,566