UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 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 August 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: 856
Form 13F Information Table Value Total: $1,119,219
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN AKT D18190898 821 9,620 X 9,620
ACE LTD ORD G0070K103 1,759 31,931 X 31,931
ENERGY XXI (BERMUDA) LTD COM SHS G10082108 575 83,100 X 83,100
ACCENTURE LTD BERMUDA CL A G1150G111 1,234 30,300 X 30,300
COOPER INDS LTD CL A G24182100 1,627 41,192 X 41,192
COVIDIEN LTD COM G2552X108 1,213 25,327 X 25,327
EVEREST RE GROUP LTD COM G3223R108 895 11,232 X 11,232
FRESH DEL MONTE PRODUCE INC ORD G36738105 480 20,379 X 20,379
FRONTLINE LTD SHS G3682E127 801 11,483 X 11,483
HELEN OF TROY CORP LTD COM G4388N106 340 21,076 X 21,076
HERBALIFE LTD COM USD SHS G4412G101 796 20,533 X 20,533
IPC HLDGS LTD ORD G4933P101 440 16,565 X 16,565
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 529 16,436 X 16,436
PARTNERRE LTD COM G6852T105 855 12,375 X 12,375
PLATINUM UNDERWRITER HLDGS L COM G7127P100 828 25,385 X 25,385
RENAISSANCERE HOLDINGS LTD COM G7496G103 842 18,842 X 18,842
SEAGATE TECHNOLOGY SHS G7945J104 847 44,280 X 44,280
TRANSOCEAN INC NEW SHS G90073100 3,302 21,671 X 21,671
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 560 15,108 X 15,108
TYCO INTL LTD BERMUDA SHS G9143X208 993 24,796 X 24,796
TYCO ELECTRONICS LTD COM NEW G9144P105 884 24,667 X 24,667
WEATHERFORD INTERNATIONAL LT COM G95089101 1,735 34,996 X 34,996
XL CAP LTD CL A G98255105 706 34,357 X 34,357
CELLCOM ISRAEL LTD SHS M2196U109 528 15,444 X 15,444
SYNERON MEDICAL LTD ORD SHS M87245102 204 12,433 X 12,433
ASM INTL N V COM N07045102 509 16,963 X 16,963
EXCEL MARITIME CARRIERS LTD COM V3267N107 563 14,336 X 14,336
DIANA SHIPPING INC COM Y2066G104 788 25,651 X 25,651
GENERAL MARITIME CORP SHS Y2692M103 539 20,744 X 20,744
TEEKAY TANKERS LTD CL A Y8565N102 474 20,422 X 20,422
A D C TELECOMMUNICATIONS COM NEW 000886309 192 12,983 X 12,983
AFC ENTERPRISES INC COM 00104Q107 458 57,367 X 57,367
AFLAC INC COM 001055102 4,034 64,233 X 64,233
AMN HEALTHCARE SERVICES INC COM 001744101 628 37,100 X 37,100
APP PHARMACEUTICALS INC COM 00202H108 577 34,535 X 34,535
AT&T INC COM 00206R102 10,307 305,949 X 305,949
ATC TECHNOLOGY CORP COM 00211W104 508 21,828 X 21,828
AZZ INC COM 002474104 502 12,573 X 12,573
ABBOTT LABS COM 002824100 4,173 78,788 X 78,788
ABRAXAS PETE CORP COM 003830106 509 94,038 X 94,038
ACI WORLDWIDE INC COM 004498101 570 32,421 X 32,421
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 375 108,685 X 108,685
ACUITY BRANDS INC COM 00508Y102 391 8,139 X 8,139
ACXIOM CORP COM 005125109 400 34,800 X 34,800
ADOBE SYS INC COM 00724F101 1,916 48,654 X 48,654
ADOLOR CORP COM 00724X102 582 106,134 X 106,134
ADTRAN INC COM 00738A106 549 23,037 X 23,037
ADVANCE AMER CASH ADVANCE CT COM 00739W107 227 44,742 X 44,742
ADVANCED BATTERY TECHNOLOG I COM 00752H102 204 35,400 X 35,400
AEROPOSTALE COM 007865108 1,060 33,828 X 33,828
ADVANTA CORP CL B 007942204 207 32,907 X 32,907
AETNA INC NEW COM 00817Y108 1,022 25,213 X 25,213
AFFYMETRIX INC COM 00826T108 324 31,496 X 31,496
AIR PRODS & CHEMS INC COM 009158106 1,072 10,847 X 10,847
ALBERTO CULVER CO NEW COM 013078100 1,109 42,214 X 42,214
ALCOA INC COM 013817101 3,133 87,957 X 87,957
ALESCO FINL INC COM 014485106 235 117,629 X 117,629
ALKERMES INC COM 01642T108 535 43,300 X 43,300
ALLIANCE ONE INTL INC COM 018772103 166 32,568 X 32,568
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 169 13,414 X 13,414
ALLSTATE CORP COM 020002101 3,684 80,813 X 80,813
ALPHA NATURAL RESOURCES INC COM 02076X102 622 5,967 X 5,967
ALTRIA GROUP INC COM 02209S103 3,050 148,329 X 148,329
AMAZON COM INC COM 023135106 1,165 15,890 X 15,890
AMBAC FINL GROUP INC COM 023139108 233 173,588 X 173,588
AMERCO COM 023586100 253 5,314 X 5,314
AMCORE FINL INC COM 023912108 155 27,359 X 27,359
AMERICAN EXPRESS CO COM 025816109 1,951 51,783 X 51,783
AMERICAN FINL GROUP INC OHIO COM 025932104 474 17,704 X 17,704
AMERICAN INTL GROUP INC COM 026874107 3,874 146,404 X 146,404
AMERICAN PUBLIC EDUCATION IN COM 02913V103 561 14,380 X 14,380
AMERICAN SUPERCONDUCTOR CORP COM 030111108 804 22,414 X 22,414
AMERICAN VANGUARD CORP COM 030371108 337 27,411 X 27,411
AMERICAN WOODMARK CORP COM 030506109 576 27,264 X 27,264
AMERIGROUP CORP COM 03073T102 1,079 51,899 X 51,899
AMGEN INC COM 031162100 2,618 55,520 X 55,520
AMKOR TECHNOLOGY INC COM 031652100 1,374 131,953 X 131,953
AMSURG CORP COM 03232P405 594 24,379 X 24,379
ANADARKO PETE CORP COM 032511107 1,775 23,723 X 23,723
ANALOG DEVICES INC COM 032654105 1,696 53,383 X 53,383
ANGIODYNAMICS INC COM 03475V101 735 53,991 X 53,991
ANHEUSER BUSCH COS INC COM 035229103 2,311 37,210 X 37,210
ANNALY CAP MGMT INC COM 035710409 874 56,343 X 56,343
ANSOFT CORP COM 036384105 485 13,319 X 13,319
ANSYS INC COM 03662Q105 523 11,098 X 11,098
APACHE CORP COM 037411105 3,171 22,813 X 22,813
APOLLO GROUP INC CL A 037604105 447 10,089 X 10,089
APPLE INC COM 037833100 9,751 58,237 X 58,237
APRIA HEALTHCARE GROUP INC COM 037933108 821 42,366 X 42,366
APPLIED INDL TECHNOLOGIES IN COM 03820C105 330 13,652 X 13,652
APPLIED MATLS INC COM 038222105 2,890 151,399 X 151,399
APPROACH RESOURCES INC COM 03834A103 502 18,734 X 18,734
ARBITRON INC COM 03875Q108 477 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 164 18,305 X 18,305
ARCHER DANIELS MIDLAND CO COM 039483102 2,737 81,111 X 81,111
ARKANSAS BEST CORP DEL COM 040790107 1,033 28,183 X 28,183
ARROW ELECTRS INC COM 042735100 225 7,318 X 7,318
ARTHROCARE CORP COM 043136100 1,048 25,674 X 25,674
ARVINMERITOR INC COM 043353101 477 38,216 X 38,216
ASBURY AUTOMOTIVE GROUP INC COM 043436104 466 36,256 X 36,256
ASHFORD HOSPITALITY TR INC COM SHS 044103109 301 65,205 X 65,205
ASSURANT INC COM 04621X108 812 12,316 X 12,316
ASTA FDG INC COM 046220109 532 58,673 X 58,673
ATMOS ENERGY CORP COM 049560105 669 24,255 X 24,255
AUTOLIV INC COM 052800109 1,667 35,759 X 35,759
AUTOMATIC DATA PROCESSING IN COM 053015103 1,970 47,017 X 47,017
AUXILIUM PHARMACEUTICALS INC COM 05334D107 213 6,343 X 6,343
AVERY DENNISON CORP COM 053611109 871 19,823 X 19,823
AVID TECHNOLOGY INC COM 05367P100 539 31,700 X 31,700
AVOCENT CORP COM 053893103 201 10,788 X 10,788
AXCELIS TECHNOLOGIES INC COM 054540109 484 99,100 X 99,100
BB&T CORP COM 054937107 1,682 73,860 X 73,860
BCE INC COM NEW 05534B760 794 22,807 X 22,807
BJS WHOLESALE CLUB INC COM 05548J106 742 19,167 X 19,167
BP PLC SPONSORED ADR 055622104 861 12,380 X 12,380
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 434 4,198 X 4,198
BT GROUP PLC ADR 05577E101 903 22,736 X 22,736
BADGER METER INC COM 056525108 526 10,417 X 10,417
BAKER MICHAEL CORP COM 057149106 289 13,189 X 13,189
BAKER HUGHES INC COM 057224107 1,390 15,914 X 15,914
BALLY TECHNOLOGIES INC COM 05874B107 687 20,332 X 20,332
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,552 81,808 X 81,808
BANK OF AMERICA CORPORATION COM 060505104 7,606 318,660 X 318,660
BANK OF NEW YORK MELLON CORP COM 064058100 3,660 96,743 X 96,743
BANNER CORP COM 06652V109 207 23,321 X 23,321
BARNES & NOBLE INC COM 067774109 643 25,884 X 25,884
BASIC ENERGY SVCS INC NEW COM 06985P100 800 25,404 X 25,404
BAXTER INTL INC COM 071813109 3,756 58,740 X 58,740
BECTON DICKINSON & CO COM 075887109 1,011 12,430 X 12,430
BELDEN INC COM 077454106 813 23,995 X 23,995
BEMIS INC COM 081437105 471 20,995 X 20,995
BENCHMARK ELECTRS INC COM 08160H101 517 31,667 X 31,667
BERKLEY W R CORP COM 084423102 799 33,058 X 33,058
BERRY PETE CO CL A 085789105 1,411 23,958 X 23,958
BEST BUY INC COM 086516101 722 18,236 X 18,236
BHP BILLITON LTD SPONSORED ADR 088606108 855 10,032 X 10,032
BIG LOTS INC COM 089302103 955 30,567 X 30,567
BIOGEN IDEC INC COM 09062X103 1,650 29,516 X 29,516
BIOVAIL CORP COM 09067J109 1,269 131,486 X 131,486
BLACK & DECKER CORP COM 091797100 995 17,310 X 17,310
BLOCKBUSTER INC CL A 093679108 834 333,776 X 333,776
BLOUNT INTL INC NEW COM 095180105 416 35,853 X 35,853
BOEING CO COM 097023105 3,306 50,305 X 50,305
BOIS D ARC ENERGY INC COM 09738U103 1,382 56,841 X 56,841
BORGWARNER INC COM 099724106 783 17,650 X 17,650
BOSTON BEER INC CL A 100557107 546 13,427 X 13,427
BOSTON PRIVATE FINL HLDGS IN COM 101119105 712 125,589 X 125,589
BOSTON SCIENTIFIC CORP COM 101137107 947 77,053 X 77,053
BRADY CORP CL A 104674106 767 22,220 X 22,220
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 342 21,721 X 21,721
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 386 5,267 X 5,267
BRIGHAM EXPLORATION CO COM 109178103 503 31,800 X 31,800
BRIGHTPOINT INC COM NEW 109473405 457 62,635 X 62,635
BRISTOL MYERS SQUIBB CO COM 110122108 2,892 140,888 X 140,888
BROADCOM CORP CL A 111320107 840 30,784 X 30,784
BROWN & BROWN INC COM 115236101 296 17,028 X 17,028
BROWN SHOE INC NEW COM 115736100 164 12,099 X 12,099
BUCKLE INC COM 118440106 980 21,441 X 21,441
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,077 30,808 X 30,808
CBS CORP NEW CL B 124857202 815 41,813 X 41,813
CEC ENTMT INC COM 125137109 844 30,131 X 30,131
CKE RESTAURANTS INC COM 12561E105 1,045 83,790 X 83,790
CKX INC COM 12562M106 167 19,100 X 19,100
CME GROUP INC COM 12572Q105 2,542 6,634 X 6,634
CSG SYS INTL INC COM 126349109 312 28,322 X 28,322
CSX CORP COM 126408103 1,309 20,840 X 20,840
CVR ENERGY INC COM 12662P108 246 12,799 X 12,799
CVS CAREMARK CORPORATION COM 126650100 2,922 73,851 X 73,851
CACI INTL INC CL A 127190304 508 11,099 X 11,099
CALAMOS ASSET MGMT INC CL A 12811R104 239 14,024 X 14,024
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 478 42,741 X 42,741
CALLAWAY GOLF CO COM 131193104 174 14,714 X 14,714
CAPITAL CORP OF THE WEST COM NEW 140065202 79 20,900 X 20,900
CAPITAL ONE FINL CORP COM 14040H105 756 19,897 X 19,897
CAPITAL TRUST INC MD CL A NEW 14052H506 779 40,526 X 40,526
CARBO CERAMICS INC COM 140781105 1,232 21,109 X 21,109
CARDINAL HEALTH INC COM 14149Y108 2,544 49,325 X 49,325
CAREER EDUCATION CORP COM 141665109 171 11,695 X 11,695
CARNIVAL CORP PAIRED CTF 143658300 732 22,212 X 22,212
CARPENTER TECHNOLOGY CORP COM 144285103 353 8,092 X 8,092
CASCADE BANCORP COM 147154108 136 17,661 X 17,661
CASELLA WASTE SYS INC CL A 147448104 479 39,271 X 39,271
CATERPILLAR INC DEL COM 149123101 2,347 31,796 X 31,796
CATHAY GENERAL BANCORP COM 149150104 612 56,343 X 56,343
CATO CORP NEW CL A 149205106 529 37,155 X 37,155
CBEYOND INC COM 149847105 506 31,600 X 31,600
CELGENE CORP COM 151020104 1,420 22,239 X 22,239
CEMEX SAB DE CV SPON ADR NEW 151290889 751 30,412 X 30,412
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 440 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 1,491 88,813 X 88,813
CENTRAL PAC FINL CORP COM 154760102 186 17,422 X 17,422
CENTURY ALUM CO COM 156431108 466 7,002 X 7,002
CEPHEID COM 15670R107 243 8,646 X 8,646
CENVEO INC COM 15670S105 773 79,070 X 79,070
CENTURYTEL INC COM 156700106 399 11,217 X 11,217
CEPHALON INC COM 156708109 233 3,493 X 3,493
CHARLOTTE RUSSE HLDG INC COM 161048103 563 31,689 X 31,689
CHESAPEAKE ENERGY CORP COM 165167107 1,836 27,828 X 27,828
CHEVRON CORP NEW COM 166764100 13,828 139,498 X 139,498
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 763 19,162 X 19,162
CHILDRENS PL RETAIL STORES I COM 168905107 570 15,800 X 15,800
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 398 28,590 X 28,590
CHINDEX INTERNATIONAL INC COM 169467107 546 37,200 X 37,200
CHIPOTLE MEXICAN GRILL INC CL A 169656105 530 6,414 X 6,414
CHOICE HOTELS INTL INC COM 169905106 378 14,269 X 14,269
CHRISTOPHER & BANKS CORP COM 171046105 723 106,394 X 106,394
CHUBB CORP COM 171232101 1,772 36,161 X 36,161
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 419 16,503 X 16,503
CIENA CORP COM NEW 171779309 385 16,616 X 16,616
CIMAREX ENERGY CO COM 171798101 855 12,276 X 12,276
CINCINNATI BELL INC NEW COM 171871106 1,175 295,309 X 295,309
CINCINNATI FINL CORP COM 172062101 770 30,308 X 30,308
CISCO SYS INC COM 17275R102 7,078 304,283 X 304,283
CITIGROUP INC COM 172967101 6,129 365,665 X 365,665
CITI TRENDS INC COM 17306X102 483 21,300 X 21,300
CITIZENS REPUBLIC BANCORP IN COM 174420109 137 48,716 X 48,716
CITIZENS COMMUNICATIONS CO COM 17453B101 159 13,994 X 13,994
CITY BK LYNNWOOD WASH COM 17770A109 97 11,300 X 11,300
CLEAR CHANNEL COMMUNICATIONS COM 184502102 890 25,291 X 25,291
CLOROX CO DEL COM 189054109 825 15,809 X 15,809
COCA COLA CO COM 191216100 6,200 119,283 X 119,283
COGENT COMM GROUP INC COM NEW 19239V302 331 24,687 X 24,687
COLE KENNETH PRODTNS INC CL A 193294105 140 10,994 X 10,994
COLGATE PALMOLIVE CO COM 194162103 3,419 49,486 X 49,486
COLLECTIVE BRANDS INC COM 19421W100 1,313 112,888 X 112,888
COMCAST CORP NEW CL A 20030N101 4,507 237,591 X 237,591
COMERICA INC COM 200340107 756 29,496 X 29,496
CGG VERITAS SPONSORED ADR 204386106 346 7,323 X 7,323
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 806 18,146 X 18,146
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 203 10,039 X 10,039
COMPLETE PRODUCTION SERVICES COM 20453E109 556 15,254 X 15,254
CONCUR TECHNOLOGIES INC COM 206708109 214 6,448 X 6,448
CONMED CORP COM 207410101 592 22,283 X 22,283
CONOCOPHILLIPS COM 20825C104 7,498 79,434 X 79,434
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 222 2,387 X 2,387
COOPER COS INC COM NEW 216648402 589 15,868 X 15,868
CORNING INC COM 219350105 1,845 80,055 X 80,055
COSTCO WHSL CORP NEW COM 22160K105 3,197 45,587 X 45,587
COX RADIO INC CL A 224051102 221 18,712 X 18,712
CRANE CO COM 224399105 777 20,168 X 20,168
CROSS CTRY HEALTHCARE INC COM 227483104 533 36,972 X 36,972
CROSS TIMBERS RTY TR TR UNIT 22757R109 470 7,812 X 7,812
CTRIP COM INTL LTD ADR 22943F100 317 6,929 X 6,929
CUMMINS INC COM 231021106 806 12,305 X 12,305
CUTERA INC COM 232109108 153 16,971 X 16,971
CYBERONICS INC COM 23251P102 530 24,438 X 24,438
CYMER INC COM 232572107 726 27,025 X 27,025
CYNOSURE INC CL A 232577205 1,218 61,448 X 61,448
D R HORTON INC COM 23331A109 785 72,328 X 72,328
DAKTRONICS INC COM 234264109 501 24,819 X 24,819
DANAHER CORP DEL COM 235851102 990 12,803 X 12,803
DARDEN RESTAURANTS INC COM 237194105 389 12,164 X 12,164
DATA DOMAIN INC COM 23767P109 532 22,809 X 22,809
DECKERS OUTDOOR CORP COM 243537107 436 3,134 X 3,134
DELEK US HLDGS INC COM 246647101 443 48,073 X 48,073
DELL INC COM 24702R101 2,046 93,511 X 93,511
DENBURY RES INC COM NEW 247916208 871 23,870 X 23,870
DELUXE CORP COM 248019101 500 28,032 X 28,032
DENNYS CORP COM 24869P104 290 102,244 X 102,244
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 425 7,263 X 7,263
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 849 51,839 X 51,839
DEVON ENERGY CORP NEW COM 25179M103 2,724 22,667 X 22,667
DEVRY INC DEL COM 251893103 206 3,833 X 3,833
DIAMOND FOODS INC COM 252603105 634 27,517 X 27,517
DIAMONDROCK HOSPITALITY CO COM 252784301 227 20,878 X 20,878
DIGITAL RIV INC COM 25388B104 349 9,059 X 9,059
DINEEQUITY INC COM 254423106 743 19,886 X 19,886
DIONEX CORP COM 254546104 373 5,624 X 5,624
DIRECTV GROUP INC COM 25459L106 796 30,703 X 30,703
DISNEY WALT CO COM DISNEY 254687106 3,857 123,619 X 123,619
DISH NETWORK CORP CL A 25470M109 721 24,626 X 24,626
DOLBY LABORATORIES INC COM 25659T107 1,197 29,702 X 29,702
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 382 40,473 X 40,473
DOLLAR TREE INC COM 256746108 940 28,749 X 28,749
DOMINION RES INC VA NEW COM 25746U109 1,404 29,567 X 29,567
DORCHESTER MINERALS LP COM UNIT 25820R105 630 19,812 X 19,812
DOW CHEM CO COM 260543103 4,068 116,524 X 116,524
DRESS BARN INC COM 261570105 588 43,916 X 43,916
DREW INDS INC COM NEW 26168L205 409 25,616 X 25,616
DU PONT E I DE NEMOURS & CO COM 263534109 1,985 46,273 X 46,273
DUKE ENERGY CORP NEW COM 26441C105 2,700 155,357 X 155,357
DYNAMIC MATLS CORP COM 267888105 457 13,860 X 13,860
E M C CORP MASS COM 268648102 2,736 186,264 X 186,264
ENI S P A SPONSORED ADR 26874R108 1,700 22,899 X 22,899
EOG RES INC COM 26875P101 418 3,184 X 3,184
EARTHLINK INC COM 270321102 999 115,440 X 115,440
EAST WEST BANCORP INC COM 27579R104 191 27,013 X 27,013
EBAY INC COM 278642103 3,998 146,288 X 146,288
EDWARDS LIFESCIENCES CORP COM 28176E108 1,430 23,055 X 23,055
EL PASO ELEC CO COM NEW 283677854 527 26,637 X 26,637
ELECTRO SCIENTIFIC INDS COM 285229100 404 28,484 X 28,484
ELECTRONICS FOR IMAGING INC COM 286082102 211 14,461 X 14,461
ELIZABETH ARDEN INC COM 28660G106 512 33,700 X 33,700
EMCOR GROUP INC COM 29084Q100 367 12,875 X 12,875
EMERSON ELEC CO COM 291011104 3,642 73,654 X 73,654
EMULEX CORP COM NEW 292475209 147 12,643 X 12,643
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,528 63,173 X 63,173
ENERGEN CORP COM 29265N108 500 6,404 X 6,404
ENERGY PARTNERS LTD COM 29270U105 471 31,535 X 31,535
ENTEGRIS INC COM 29362U104 386 58,873 X 58,873
ENTERGY CORP NEW COM 29364G103 1,187 9,856 X 9,856
ENZON PHARMACEUTICALS INC COM 293904108 376 52,854 X 52,854
ERICSSON L M TEL CO ADR B SEK 10 294821608 783 75,270 X 75,270
ETHAN ALLEN INTERIORS INC COM 297602104 1,052 42,771 X 42,771
EVERCORE PARTNERS INC CLASS A 29977A105 213 22,392 X 22,392
EXELON CORP COM 30161N101 4,817 53,549 X 53,549
EXIDE TECHNOLOGIES COM NEW 302051206 213 12,691 X 12,691
EXLSERVICE HOLDINGS INC COM 302081104 332 23,635 X 23,635
EXTRA SPACE STORAGE INC COM 30225T102 297 19,315 X 19,315
EXXON MOBIL CORP COM 30231G102 28,511 323,509 X 323,509
FEI CO COM 30241L109 597 26,226 X 26,226
FPL GROUP INC COM 302571104 1,359 20,723 X 20,723
FAIR ISAAC CORP COM 303250104 314 15,124 X 15,124
FAMILY DLR STORES INC COM 307000109 942 47,239 X 47,239
FCSTONE GROUP INC COM 31308T100 510 18,275 X 18,275
FEDERAL HOME LN MTG CORP COM 313400301 544 33,190 X 33,190
FEDERAL NATL MTG ASSN COM 313586109 1,831 93,829 X 93,829
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 272 3,947 X 3,947
FEDEX CORP COM 31428X106 2,835 35,977 X 35,977
FIRST CASH FINL SVCS INC COM 31942D107 539 35,931 X 35,931
FIRST HORIZON NATL CORP COM 320517105 120 16,166 X 16,166
FIRST MIDWEST BANCORP DEL COM 320867104 246 13,166 X 13,166
FIRST SOLAR INC COM 336433107 627 2,300 X 2,300
FIRST ST BANCORPORATION COM 336453105 213 38,728 X 38,728
FIRSTENERGY CORP COM 337932107 1,276 15,504 X 15,504
FLOTEK INDS INC DEL COM 343389102 509 24,692 X 24,692
FORDING CDN COAL TR TR UNIT 345425102 586 6,124 X 6,124
FORWARD AIR CORP COM 349853101 533 15,398 X 15,398
FRANCE TELECOM SPONSORED ADR 35177Q105 980 33,077 X 33,077
FRANKLIN RES INC COM 354613101 740 8,075 X 8,075
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,807 41,015 X 41,015
FREIGHTCAR AMER INC COM 357023100 374 10,541 X 10,541
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 154 102,801 X 102,801
FRONTIER FINL CORP WASH COM 35907K105 193 22,632 X 22,632
FULTON FINL CORP PA COM 360271100 401 39,882 X 39,882
FURNITURE BRANDS INTL INC COM 360921100 184 13,769 X 13,769
G & K SVCS INC CL A 361268105 515 16,917 X 16,917
GAMCO INVESTORS INC COM 361438104 287 5,774 X 5,774
GFI GROUP INC COM 361652209 427 47,426 X 47,426
GANNETT INC COM 364730101 761 35,133 X 35,133
GAP INC DEL COM 364760108 839 50,339 X 50,339
GASCO ENERGY INC COM 367220100 578 139,384 X 139,384
GENENTECH INC COM NEW 368710406 1,795 23,643 X 23,643
GENERAL DYNAMICS CORP COM 369550108 3,365 39,959 X 39,959
GENERAL ELECTRIC CO COM 369604103 13,700 513,300 X 513,300
GENERAL MLS INC COM 370334104 1,049 17,268 X 17,268
GENERAL MTRS CORP COM 370442105 840 73,068 X 73,068
GENESCO INC COM 371532102 1,420 46,007 X 46,007
GENUINE PARTS CO COM 372460105 865 21,792 X 21,792
GENWORTH FINL INC COM CL A 37247D106 803 45,077 X 45,077
GENZYME CORP COM 372917104 1,803 25,077 X 25,077
GETTY IMAGES INC COM 374276103 384 11,324 X 11,324
GIANT INTERACTIVE GROUP INC ADR 374511103 393 32,434 X 32,434
GIBRALTAR INDS INC COM 374689107 800 50,100 X 50,100
GILEAD SCIENCES INC COM 375558103 2,497 47,157 X 47,157
GLACIER BANCORP INC NEW COM 37637Q105 485 30,357 X 30,357
GLATFELTER COM 377316104 182 13,452 X 13,452
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 834 18,853 X 18,853
GMX RES INC COM 38011M108 600 8,100 X 8,100
GOLDMAN SACHS GROUP INC COM 38141G104 5,351 30,597 X 30,597
GOOGLE INC CL A 38259P508 6,400 12,158 X 12,158
GRAHAM CORP COM 384556106 758 10,231 X 10,231
GREEN BANKSHARES INC COM NEW 394361208 157 11,199 X 11,199
GREY WOLF INC COM 397888108 182 20,175 X 20,175
HNI CORP COM 404251100 485 27,453 X 27,453
HRPT PPTYS TR COM SH BEN INT 40426W101 141 20,890 X 20,890
HSBC HLDGS PLC SPON ADR NEW 404280406 818 10,662 X 10,662
HAIN CELESTIAL GROUP INC COM 405217100 556 23,700 X 23,700
HALLIBURTON CO COM 406216101 2,399 45,210 X 45,210
HANCOCK HLDG CO COM 410120109 523 13,300 X 13,300
HANMI FINL CORP COM 410495105 139 26,703 X 26,703
HARMONIC INC COM 413160102 893 93,858 X 93,858
HARTE-HANKS INC COM 416196103 536 46,848 X 46,848
HARTFORD FINL SVCS GROUP INC COM 416515104 1,851 28,673 X 28,673
HEALTH MGMT ASSOC INC NEW CL A 421933102 485 74,559 X 74,559
HEARTLAND EXPRESS INC COM 422347104 441 29,563 X 29,563
HEIDRICK & STRUGGLES INTL IN COM 422819102 597 21,600 X 21,600
HERCULES INC COM 427056106 314 18,522 X 18,522
HERSHA HOSPITALITY TR SH BEN INT A 427825104 149 19,698 X 19,698
HERSHEY CO COM 427866108 838 25,574 X 25,574
HESS CORP COM 42809H107 2,656 21,047 X 21,047
HEWLETT PACKARD CO COM 428236103 7,570 171,217 X 171,217
HHGREGG INC COM 42833L108 382 38,229 X 38,229
HIBBETT SPORTS INC COM 428567101 800 37,900 X 37,900
HILL INTERNATIONAL INC COM 431466101 541 32,923 X 32,923
HILL ROM HLDGS INC COM 431475102 687 25,462 X 25,462
HILLENBRAND INC COM 431571108 456 21,307 X 21,307
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 520 101,602 X 101,602
HOLOGIC INC COM 436440101 829 38,012 X 38,012
HOME DEPOT INC COM 437076102 2,022 86,342 X 86,342
HONEYWELL INTL INC COM 438516106 3,611 71,825 X 71,825
HOOKER FURNITURE CORP COM 439038100 337 19,450 X 19,450
HORACE MANN EDUCATORS CORP N COM 440327104 301 21,467 X 21,467
HORIZON FINL CORP WASH COM 44041F105 103 16,512 X 16,512
HORIZON LINES INC COM 44044K101 446 44,832 X 44,832
HOST HOTELS & RESORTS INC COM 44107P104 808 59,168 X 59,168
HOT TOPIC INC COM 441339108 588 108,684 X 108,684
HUGOTON RTY TR TEX UNIT BEN INT 444717102 601 16,241 X 16,241
HUTCHINSON TECHNOLOGY INC COM 448407106 539 40,085 X 40,085
ISTAR FINL INC COM 45031U101 817 61,819 X 61,819
ITT EDUCATIONAL SERVICES INC COM 45068B109 925 11,197 X 11,197
ITT CORP NEW COM 450911102 928 14,649 X 14,649
IDEARC INC COM 451663108 75 31,850 X 31,850
IKON OFFICE SOLUTIONS INC COM 451713101 552 48,897 X 48,897
ILLINOIS TOOL WKS INC COM 452308109 2,806 59,058 X 59,058
IMATION CORP COM 45245A107 525 22,925 X 22,925
IMPERIAL OIL LTD COM NEW 453038408 826 15,004 X 15,004
INFINERA CORPORATION COM 45667G103 402 45,624 X 45,624
ING GROEP N V SPONSORED ADR 456837103 798 25,280 X 25,280
INSIGHT ENTERPRISES INC COM 45765U103 425 36,224 X 36,224
INNOPHOS HOLDINGS INC COM 45774N108 529 16,569 X 16,569
INSTEEL INDUSTRIES INC COM 45774W108 542 29,584 X 29,584
INTEL CORP COM 458140100 9,311 433,465 X 433,465
INTERACTIVE INTELLIGENCE INC COM 45839M103 840 72,158 X 72,158
INTERACTIVE BROKERS GROUP IN COM 45841N107 578 18,000 X 18,000
INTERNATIONAL BANCSHARES COR COM 459044103 678 31,724 X 31,724
INTERNATIONAL BUSINESS MACHS COM 459200101 10,554 89,038 X 89,038
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 387 9,900 X 9,900
INTERWOVEN INC COM NEW 46114T508 169 14,108 X 14,108
IRWIN FINL CORP COM 464119106 101 37,560 X 37,560
ISHARES TR RUSSELL MIDCAP 464287499 78,491 819,149 X 819,149
ISHARES TR RUSSELL 2000 464287655 41,324 598,460 X 598,460
ISHARES TR RUSSELL 3000 464287689 21,946 293,000 X 293,000
ISIS PHARMACEUTICALS INC COM 464330109 552 40,500 X 40,500
JDS UNIPHASE CORP COM PAR $0.001 46612J507 404 35,539 X 35,539
JDA SOFTWARE GROUP INC COM 46612K108 367 20,254 X 20,254
JP MORGAN CHASE & CO COM 46625H100 6,348 185,017 X 185,017
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 781 33,960 X 33,960
JABIL CIRCUIT INC COM 466313103 188 11,447 X 11,447
JACKSON HEWITT TAX SVCS INC COM 468202106 401 32,797 X 32,797
JAMES RIVER COAL CO COM NEW 470355207 534 9,100 X 9,100
JETBLUE AIRWAYS CORP COM 477143101 142 38,122 X 38,122
JOHNSON & JOHNSON COM 478160104 12,577 195,476 X 195,476
JOHNSON CTLS INC COM 478366107 865 30,149 X 30,149
JOS A BANK CLOTHIERS INC COM 480838101 1,727 64,571 X 64,571
K-SWISS INC CL A 482686102 485 33,000 X 33,000
K12 INC COM 48273U102 447 20,800 X 20,800
KANSAS CITY SOUTHERN COM NEW 485170302 211 4,792 X 4,792
KB HOME COM 48666K109 787 46,479 X 46,479
KELLOGG CO COM 487836108 597 12,436 X 12,436
KELLY SVCS INC CL A 488152208 713 36,871 X 36,871
KENEXA CORP COM 488879107 189 10,052 X 10,052
KIMBERLY CLARK CORP COM 494368103 1,318 22,042 X 22,042
KINETIC CONCEPTS INC COM NEW 49460W208 982 24,615 X 24,615
KING PHARMACEUTICALS INC COM 495582108 858 81,908 X 81,908
KNOLL INC COM NEW 498904200 201 16,574 X 16,574
KRAFT FOODS INC CL A 50075N104 2,244 78,883 X 78,883
KRISPY KREME DOUGHNUTS INC COM 501014104 185 37,085 X 37,085
KROGER CO COM 501044101 999 34,595 X 34,595
KULICKE & SOFFA INDS INC COM 501242101 520 71,300 X 71,300
L-1 IDENTITY SOLUTIONS INC COM 50212A106 171 12,839 X 12,839
LSB INDS INC COM 502160104 238 12,003 X 12,003
LSI CORPORATION COM 502161102 725 118,158 X 118,158
LACLEDE GROUP INC COM 505597104 210 5,195 X 5,195
LANDAUER INC COM 51476K103 460 8,174 X 8,174
LANDRYS RESTAURANTS INC COM 51508L103 504 28,025 X 28,025
LANDSTAR SYS INC COM 515098101 548 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 253 5,343 X 5,343
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 233 9,287 X 9,287
LATTICE SEMICONDUCTOR CORP COM 518415104 476 152,200 X 152,200
LAYNE CHRISTENSEN CO COM 521050104 547 12,492 X 12,492
LEE ENTERPRISES INC COM 523768109 160 40,116 X 40,116
LEGGETT & PLATT INC COM 524660107 1,187 70,783 X 70,783
LEGG MASON INC COM 524901105 811 18,618 X 18,618
LEHMAN BROS HLDGS INC COM 524908100 1,334 67,356 X 67,356
LENNAR CORP CL A 526057104 688 55,729 X 55,729
LEXINGTON REALTY TRUST COM 529043101 284 20,840 X 20,840
LEXMARK INTL NEW CL A 529771107 660 19,745 X 19,745
LIBERTY PPTY TR SH BEN INT 531172104 1,232 37,153 X 37,153
LIFE SCIENCES RESH INC COM 532169109 483 17,100 X 17,100
LILLY ELI & CO COM 532457108 3,218 69,721 X 69,721
LINCARE HLDGS INC COM 532791100 224 7,890 X 7,890
LINCOLN NATL CORP IND COM 534187109 763 16,835 X 16,835
LIONS GATE ENTMNT CORP COM NEW 535919203 490 47,324 X 47,324
LITTELFUSE INC COM 537008104 970 30,758 X 30,758
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 779 31,568 X 31,568
LO-JACK CORP COM 539451104 237 29,748 X 29,748
LOCKHEED MARTIN CORP COM 539830109 3,304 33,487 X 33,487
LOEWS CORP COM 540424108 787 16,781 X 16,781
LORILLARD INC COM 544147101 418 6,048 X 6,048
LOWES COS INC COM 548661107 1,561 75,239 X 75,239
LUBRIZOL CORP COM 549271104 718 15,487 X 15,487
LUFKIN INDS INC COM 549764108 211 2,538 X 2,538
LUMINEX CORP DEL COM 55027E102 532 25,876 X 25,876
M & T BK CORP COM 55261F104 809 11,473 X 11,473
MBIA INC COM 55262C100 539 122,789 X 122,789
MDU RES GROUP INC COM 552690109 873 25,055 X 25,055
MFA MTG INVTS INC COM 55272X102 544 83,463 X 83,463
MGIC INVT CORP WIS COM 552848103 623 101,929 X 101,929
MTS SYS CORP COM 553777103 404 11,270 X 11,270
MWI VETERINARY SUPPLY INC COM 55402X105 506 15,294 X 15,294
MACATAWA BK CORP COM 554225102 155 19,421 X 19,421
MACYS INC COM 55616P104 764 39,352 X 39,352
MADDEN STEVEN LTD COM 556269108 461 25,100 X 25,100
MAGMA DESIGN AUTOMATION COM 559181102 494 81,387 X 81,387
MAGNA INTL INC CL A 559222401 786 13,273 X 13,273
MANULIFE FINL CORP COM 56501R106 848 24,420 X 24,420
MARATHON OIL CORP COM 565849106 4,455 85,897 X 85,897
MARTEK BIOSCIENCES CORP COM 572901106 781 23,174 X 23,174
MARTHA STEWART LIVING OMNIME CL A 573083102 540 72,918 X 72,918
MASCO CORP COM 574599106 842 53,501 X 53,501
MASIMO CORP COM 574795100 574 16,723 X 16,723
MASTERCARD INC CL A 57636Q104 993 3,741 X 3,741
MATRIX SVC CO COM 576853105 562 24,360 X 24,360
MATTEL INC COM 577081102 817 47,709 X 47,709
MCDONALDS CORP COM 580135101 3,310 58,869 X 58,869
MCKESSON CORP COM 58155Q103 811 14,506 X 14,506
MCMORAN EXPLORATION CO COM 582411104 505 18,353 X 18,353
MEDCATH CORP COM 58404W109 489 27,200 X 27,200
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,267 26,851 X 26,851
MEDICAL PPTYS TRUST INC COM 58463J304 734 72,485 X 72,485
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 233 11,231 X 11,231
MEDTRONIC INC COM 585055106 2,983 57,641 X 57,641
MENTOR GRAPHICS CORP COM 587200106 511 32,368 X 32,368
MERCADOLIBRE INC COM 58733R102 490 14,200 X 14,200
MERCK & CO INC COM 589331107 5,035 133,587 X 133,587
MEREDITH CORP COM 589433101 476 16,838 X 16,838
MERIT MED SYS INC COM 589889104 558 37,957 X 37,957
MERITAGE HOMES CORP COM 59001A102 409 26,974 X 26,974
MERRILL LYNCH & CO INC COM 590188108 2,779 87,635 X 87,635
METLIFE INC COM 59156R108 2,605 49,373 X 49,373
MICREL INC COM 594793101 1,079 117,875 X 117,875
MICROS SYS INC COM 594901100 210 6,895 X 6,895
MICROSOFT CORP COM 594918104 13,856 503,674 X 503,674
MICROSTRATEGY INC CL A NEW 594972408 332 5,135 X 5,135
MID-AMER APT CMNTYS INC COM 59522J103 255 4,987 X 4,987
MILLER HERMAN INC COM 600544100 510 20,505 X 20,505
MOLINA HEALTHCARE INC COM 60855R100 562 23,101 X 23,101
MOLEX INC COM 608554101 203 8,334 X 8,334
MONSANTO CO NEW COM 61166W101 3,565 28,197 X 28,197
MONSTER WORLDWIDE INC COM 611742107 355 17,219 X 17,219
MORGAN STANLEY COM NEW 617446448 3,633 100,712 X 100,712
MOSAIC CO COM 61945A107 1,157 7,995 X 7,995
MOTOROLA INC COM 620076109 2,840 386,905 X 386,905
MOVADO GROUP INC COM 624580106 773 39,054 X 39,054
MUELLER INDS INC COM 624756102 808 25,078 X 25,078
MURPHY OIL CORP COM 626717102 932 9,510 X 9,510
NCI BUILDING SYS INC COM 628852105 1,590 43,301 X 43,301
NVR INC COM 62944T105 568 1,136 X 1,136
NYSE EURONEXT COM 629491101 682 13,455 X 13,455
NATIONAL INSTRS CORP COM 636518102 1,240 43,710 X 43,710
NATIONAL OILWELL VARCO INC COM 637071101 2,796 31,514 X 31,514
NATIONAL PENN BANCSHARES INC COM 637138108 253 19,053 X 19,053
NATIONWIDE HEALTH PPTYS INC COM 638620104 549 17,419 X 17,419
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 208 5,049 X 5,049
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 691 28,439 X 28,439
NETAPP INC COM 64110D104 793 36,631 X 36,631
NETFLIX INC COM 64110L106 464 17,806 X 17,806
NETEASE COM INC SPONSORED ADR 64110W102 854 39,206 X 39,206
NETEZZA CORP COM 64111N101 504 43,601 X 43,601
NETGEAR INC COM 64111Q104 496 35,800 X 35,800
NETWORK EQUIP TECHNOLOGIES COM 641208103 399 112,361 X 112,361
NEW YORK & CO INC COM 649295102 529 57,951 X 57,951
NEWCASTLE INVT CORP COM 65105M108 223 31,757 X 31,757
NEWELL RUBBERMAID INC COM 651229106 761 45,295 X 45,295
NEWMARKET CORP COM 651587107 737 11,133 X 11,133
NEWMONT MINING CORP COM 651639106 1,146 21,976 X 21,976
NEWPARK RES INC COM PAR $.01NE 651718504 889 113,060 X 113,060
NEWS CORP CL A 65248E104 1,760 117,041 X 117,041
NEXEN INC COM 65334H102 828 20,818 X 20,818
NICOR INC COM 654086107 513 12,035 X 12,035
NIKE INC CL B 654106103 1,076 18,045 X 18,045
NOKIA CORP SPONSORED ADR 654902204 861 35,154 X 35,154
NOBLE ENERGY INC COM 655044105 824 8,195 X 8,195
NORFOLK SOUTHERN CORP COM 655844108 1,220 19,464 X 19,464
NORTHROP GRUMMAN CORP COM 666807102 1,168 17,458 X 17,458
NOVA CHEMICALS CORP COM 66977W109 967 39,204 X 39,204
NOVATEL WIRELESS INC COM NEW 66987M604 1,074 96,518 X 96,518
NOVARTIS A G SPONSORED ADR 66987V109 858 15,597 X 15,597
NOVEN PHARMACEUTICALS INC COM 670009109 525 49,139 X 49,139
NUCOR CORP COM 670346105 2,072 27,750 X 27,750
NVIDIA CORP COM 67066G104 784 41,891 X 41,891
NUVASIVE INC COM 670704105 440 9,857 X 9,857
OSI PHARMACEUTICALS INC COM 671040103 236 5,706 X 5,706
OBAGI MEDICAL PRODUCTS INC COM 67423R108 1,061 124,105 X 124,105
OCCIDENTAL PETE CORP DEL COM 674599105 4,687 52,164 X 52,164
OFFICEMAX INC DEL COM 67622P101 420 30,208 X 30,208
OLD DOMINION FGHT LINES INC COM 679580100 547 18,213 X 18,213
OLD NATL BANCORP IND COM 680033107 476 33,351 X 33,351
OLD REP INTL CORP COM 680223104 806 68,116 X 68,116
OLIN CORP COM PAR $1 680665205 1,021 38,987 X 38,987
OMNICOM GROUP INC COM 681919106 741 16,504 X 16,504
OMNIVISION TECHNOLOGIES INC COM 682128103 488 40,333 X 40,333
ON SEMICONDUCTOR CORP COM 682189105 883 96,283 X 96,283
OPEN TEXT CORP COM 683715106 825 25,691 X 25,691
ORACLE CORP COM 68389X105 5,006 238,383 X 238,383
ORIENTAL FINL GROUP INC COM 68618W100 466 32,700 X 32,700
OVERSTOCK COM INC DEL COM 690370101 691 26,616 X 26,616
OWENS & MINOR INC NEW COM 690732102 772 16,886 X 16,886
OXFORD INDS INC COM 691497309 501 26,155 X 26,155
PFF BANCORP INC COM 69331W104 39 36,435 X 36,435
P F CHANGS CHINA BISTRO INC COM 69333Y108 1,123 50,248 X 50,248
PMC-SIERRA INC COM 69344F106 727 95,192 X 95,192
PMI GROUP INC COM 69344M101 108 55,179 X 55,179
PNC FINL SVCS GROUP INC COM 693475105 1,003 17,570 X 17,570
PPG INDS INC COM 693506107 856 14,913 X 14,913
PSS WORLD MED INC COM 69366A100 178 10,928 X 10,928
PACCAR INC COM 693718108 781 18,661 X 18,661
PACER INTL INC TENN COM 69373H106 912 42,384 X 42,384
PACKAGING CORP AMER COM 695156109 555 25,823 X 25,823
PACWEST BANCORP DEL COM 695263103 240 16,101 X 16,101
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 164 16,397 X 16,397
PANERA BREAD CO CL A 69840W108 1,085 23,456 X 23,456
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 948 56,852 X 56,852
PARK NATL CORP COM 700658107 476 8,836 X 8,836
PARKER HANNIFIN CORP COM 701094104 767 10,756 X 10,756
PARTNER COMMUNICATIONS CO LT ADR 70211M109 526 22,175 X 22,175
PEABODY ENERGY CORP COM 704549104 1,231 13,981 X 13,981
PEETS COFFEE & TEA INC COM 705560100 267 13,447 X 13,447
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 276 11,949 X 11,949
PEOPLESUPPORT INC COM 712714302 498 58,553 X 58,553
PEP BOYS MANNY MOE & JACK COM 713278109 486 55,775 X 55,775
PEPSICO INC COM 713448108 7,105 111,725 X 111,725
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 480 19,217 X 19,217
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 1,343 50,850 X 50,850
PEROT SYS CORP CL A 714265105 517 34,471 X 34,471
PERRIGO CO COM 714290103 831 26,165 X 26,165
PETMED EXPRESS INC COM 716382106 200 16,290 X 16,290
PFIZER INC COM 717081103 6,926 396,477 X 396,477
PHASE FORWARD INC COM 71721R406 220 12,230 X 12,230
PHILADELPHIA CONS HLDG CORP COM 717528103 779 22,937 X 22,937
PHILIP MORRIS INTL INC COM 718172109 5,365 108,619 X 108,619
PITNEY BOWES INC COM 724479100 830 24,342 X 24,342
PLAINS EXPL& PRODTN CO COM 726505100 825 11,304 X 11,304
PLANTRONICS INC NEW COM 727493108 226 10,105 X 10,105
PLEXUS CORP COM 729132100 534 19,301 X 19,301
POLARIS INDS INC COM 731068102 970 24,032 X 24,032
POPULAR INC COM 733174106 86 13,094 X 13,094
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 833 22,223 X 22,223
PRAXAIR INC COM 74005P104 1,511 16,038 X 16,038
PRE PAID LEGAL SVCS INC COM 740065107 753 18,534 X 18,534
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 780 18,596 X 18,596
PROCTER & GAMBLE CO COM 742718109 9,561 157,223 X 157,223
PROGENICS PHARMACEUTICALS IN COM 743187106 508 32,000 X 32,000
PROGRESSIVE CORP OHIO COM 743315103 823 43,945 X 43,945
PROSPERITY BANCSHARES INC COM 743606105 289 10,804 X 10,804
PROVIDENT BANKSHARES CORP COM 743859100 158 24,710 X 24,710
PRUDENTIAL FINL INC COM 744320102 3,624 60,663 X 60,663
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,187 25,837 X 25,837
PULTE HOMES INC COM 745867101 141 14,631 X 14,631
QLOGIC CORP COM 747277101 1,546 105,941 X 105,941
QUALCOMM INC COM 747525103 3,744 84,383 X 84,383
QUEST SOFTWARE INC COM 74834T103 838 56,613 X 56,613
QUIKSILVER INC COM 74838C106 562 57,218 X 57,218
QUIDEL CORP COM 74838J101 431 26,062 X 26,062
RC2 CORP COM 749388104 534 28,768 X 28,768
R H DONNELLEY CORP COM NEW 74955W307 360 120,007 X 120,007
RADIOSHACK CORP COM 750438103 785 63,939 X 63,939
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 264 12,831 X 12,831
RAYTHEON CO COM NEW 755111507 2,820 50,106 X 50,106
REALTY INCOME CORP COM 756109104 286 12,578 X 12,578
RED HAT INC COM 756577102 205 9,924 X 9,924
RED ROBIN GOURMET BURGERS IN COM 75689M101 905 32,618 X 32,618
REGAL ENTMT GROUP CL A 758766109 334 21,846 X 21,846
REPSOL YPF S A SPONSORED ADR 76026T205 827 21,072 X 21,072
REPUBLIC AWYS HLDGS INC COM 760276105 176 20,283 X 20,283
REYNOLDS AMERICAN INC COM 761713106 1,224 26,233 X 26,233
RIVERBED TECHNOLOGY INC COM 768573107 465 33,915 X 33,915
ROBBINS & MYERS INC COM 770196103 218 4,374 X 4,374
ROCKY BRANDS INC COM 774515100 100 20,700 X 20,700
ROGERS CORP COM 775133101 701 18,641 X 18,641
ROSETTA RESOURCES INC COM 777779307 1,441 50,558 X 50,558
ROYAL BK CDA MONTREAL QUE COM 780087102 831 18,592 X 18,592
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 851 10,420 X 10,420
RUBY TUESDAY INC COM 781182100 139 25,724 X 25,724
RYDER SYS INC COM 783549108 272 3,948 X 3,948
RYLAND GROUP INC COM 783764103 455 20,878 X 20,878
S & T BANCORP INC COM 783859101 471 16,199 X 16,199
SAIC INC COM 78390X101 847 40,701 X 40,701
SJW CORP COM 784305104 463 17,548 X 17,548
SPSS INC COM 78462K102 821 22,560 X 22,560
SRS LABS INC COM 78464M106 255 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 284 5,897 X 5,897
SABINE ROYALTY TR UNIT BEN INT 785688102 501 7,347 X 7,347
SAFECO CORP COM 786429100 821 12,229 X 12,229
SAKS INC COM 79377W108 485 44,194 X 44,194
SALIX PHARMACEUTICALS INC COM 795435106 222 31,642 X 31,642
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 518 11,204 X 11,204
SANOFI AVENTIS SPONSORED ADR 80105N105 1,738 52,300 X 52,300
SAPIENT CORP COM 803062108 187 29,167 X 29,167
SCHERING PLOUGH CORP COM 806605101 3,377 171,525 X 171,525
SCHLUMBERGER LTD COM 806857108 6,570 61,158 X 61,158
SCHWAB CHARLES CORP NEW COM 808513105 1,009 49,137 X 49,137
SCIELE PHARMA INC COM 808627103 803 41,511 X 41,511
SEACOAST BKG CORP FLA COM 811707306 113 14,600 X 14,600
SECURE COMPUTING CORP COM 813705100 148 35,683 X 35,683
SELECTIVE INS GROUP INC COM 816300107 463 24,673 X 24,673
SEMTECH CORP COM 816850101 172 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 261 13,359 X 13,359
SENSIENT TECHNOLOGIES CORP COM 81725T100 217 7,712 X 7,712
SHERWIN WILLIAMS CO COM 824348106 821 17,870 X 17,870
SHUFFLE MASTER INC COM 825549108 1,066 215,760 X 215,760
SIERRA WIRELESS INC COM 826516106 777 53,222 X 53,222
SILICON LABORATORIES INC COM 826919102 206 5,705 X 5,705
SIMON PPTY GROUP INC NEW COM 828806109 1,020 11,344 X 11,344
SKECHERS U S A INC CL A 830566105 791 40,011 X 40,011
SKYWORKS SOLUTIONS INC COM 83088M102 801 81,177 X 81,177
SMITH A O COM 831865209 735 22,395 X 22,395
SOFTBRANDS INC COM 83402A107 11 10,670 X 10,670
SOHU COM INC COM 83408W103 537 7,620 X 7,620
SOMANETICS CORP COM NEW 834445405 988 46,600 X 46,600
SONIC CORP COM 835451105 462 31,195 X 31,195
SONICWALL INC COM 835470105 130 20,141 X 20,141
SONOCO PRODS CO COM 835495102 974 31,459 X 31,459
SOTHEBYS COM 835898107 563 21,353 X 21,353
SOUTH FINL GROUP INC COM 837841105 230 58,762 X 58,762
SOUTHERN CO COM 842587107 1,352 38,708 X 38,708
SOUTHERN COPPER CORP COM 84265V105 1,282 12,027 X 12,027
SPARTECH CORP COM NEW 847220209 201 21,338 X 21,338
SPRINT NEXTEL CORP COM SER 1 852061100 1,349 141,951 X 141,951
STANLEY INC COM 854532108 508 15,163 X 15,163
STANLEY WKS COM 854616109 1,745 38,927 X 38,927
STAPLES INC COM 855030102 855 35,999 X 35,999
STARENT NETWORKS CORP COM 85528P108 1,269 100,900 X 100,900
STATE STR CORP COM 857477103 3,106 48,544 X 48,544
STATOILHYDRO ASA SPONSORED ADR 85771P102 805 21,531 X 21,531
STERLING FINL CORP WASH COM 859319105 186 44,955 X 44,955
STIFEL FINL CORP COM 860630102 827 24,059 X 24,059
STMICROELECTRONICS N V NY REGISTRY 861012102 753 72,853 X 72,853
STONE ENERGY CORP COM 861642106 560 8,492 X 8,492
STRATEGIC HOTELS & RESORTS I COM 86272T106 367 39,146 X 39,146
STRAYER ED INC COM 863236105 536 2,564 X 2,564
STRYKER CORP COM 863667101 979 15,562 X 15,562
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 464 12,128 X 12,128
SUNOCO INC COM 86764P109 942 23,156 X 23,156
SUNTRUST BKS INC COM 867914103 653 18,036 X 18,036
SYMANTEC CORP COM 871503108 1,657 85,652 X 85,652
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 377 41,745 X 41,745
SYNAPTICS INC COM 87157D109 478 12,669 X 12,669
SYNOPSYS INC COM 871607107 232 9,719 X 9,719
SYNOVUS FINL CORP COM 87161C105 845 96,811 X 96,811
SYNNEX CORP COM 87162W100 531 21,172 X 21,172
SYNIVERSE HLDGS INC COM 87163F106 841 51,889 X 51,889
SYSCO CORP COM 871829107 850 30,897 X 30,897
TECO ENERGY INC COM 872375100 225 10,483 X 10,483
THQ INC COM NEW 872443403 555 27,400 X 27,400
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 781 42,292 X 42,292
TNS INC COM 872960109 915 38,177 X 38,177
TALBOTS INC COM 874161102 201 17,320 X 17,320
TAM SA SP ADR REP PFD 87484D103 371 19,380 X 19,380
TARGET CORP COM 87612E106 1,927 41,455 X 41,455
TECUMSEH PRODS CO CL A 878895200 565 17,240 X 17,240
TEKELEC COM 879101103 1,229 83,516 X 83,516
TELECOM ARGENTINA S A SPON ADR REP B 879273209 319 22,377 X 22,377
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 814 60,284 X 60,284
TELEFONICA S A SPONSORED ADR 879382208 908 11,414 X 11,414
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 540 22,802 X 22,802
TELLABS INC COM 879664100 185 39,754 X 39,754
TELUS CORP NON-VTG SHS 87971M202 833 20,656 X 20,656
TENNANT CO COM 880345103 491 16,319 X 16,319
TERADATA CORP DEL COM 88076W103 485 20,970 X 20,970
TERADYNE INC COM 880770102 781 70,581 X 70,581
TERRA INDS INC COM 880915103 1,324 26,819 X 26,819
TERRA NITROGEN CO L P COM UNIT 881005201 515 3,969 X 3,969
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 551 34,432 X 34,432
TEXAS INSTRS INC COM 882508104 1,957 69,508 X 69,508
THE9 LTD ADR 88337K104 510 22,606 X 22,606
THERMO FISHER SCIENTIFIC INC COM 883556102 1,189 21,343 X 21,343
THINKORSWIM GROUP INC COM 88409C105 453 64,301 X 64,301
THOR INDS INC COM 885160101 442 20,807 X 20,807
THORATEC CORP COM NEW 885175307 517 29,709 X 29,709
3M CO COM 88579Y101 3,369 48,412 X 48,412
TIBCO SOFTWARE INC COM 88632Q103 199 26,059 X 26,059
TIDEWATER INC COM 886423102 401 6,167 X 6,167
TIME WARNER INC COM 887317105 2,750 185,785 X 185,785
TIME WARNER CABLE INC CL A 88732J108 209 7,900 X 7,900
TIVO INC COM 888706108 584 94,700 X 94,700
TORO CO COM 891092108 455 13,682 X 13,682
TOTAL S A SPONSORED ADR 89151E109 857 10,047 X 10,047
TRAVELERS COMPANIES INC COM 89417E109 3,801 87,588 X 87,588
TRAVELZOO INC COM 89421Q106 464 54,168 X 54,168
TRIDENT MICROSYSTEMS INC COM 895919108 565 154,923 X 154,923
TRUE RELIGION APPAREL INC COM 89784N104 495 18,567 X 18,567
TRUEBLUE INC COM 89785X101 197 14,891 X 14,891
TWEEN BRANDS INC COM 901166108 467 28,379 X 28,379
UGI CORP NEW COM 902681105 1,522 53,003 X 53,003
U S GLOBAL INVS INC CL A 902952100 298 17,800 X 17,800
US BANCORP DEL COM NEW 902973304 3,973 142,437 X 142,437
USA MOBILITY INC COM 90341G103 429 56,887 X 56,887
ULTIMATE SOFTWARE GROUP INC COM 90385D107 360 10,105 X 10,105
UMPQUA HLDGS CORP COM 904214103 795 65,554 X 65,554
UNION PAC CORP COM 907818108 3,719 49,257 X 49,257
UNIONBANCAL CORP COM 908906100 752 18,610 X 18,610
UNIT CORP COM 909218109 573 6,910 X 6,910
UNITED CMNTY FINL CORP OHIO COM 909839102 121 32,318 X 32,318
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 476 55,746 X 55,746
UNITED NAT FOODS INC COM 911163103 532 27,313 X 27,313
UNITED ONLINE INC COM 911268100 949 94,653 X 94,653
UNITED PARCEL SERVICE INC CL B 911312106 2,122 34,517 X 34,517
UNITED RENTALS INC COM 911363109 493 25,121 X 25,121
U STORE IT TR COM 91274F104 532 44,537 X 44,537
UNITED STATES STL CORP NEW COM 912909108 1,120 6,060 X 6,060
UNITED TECHNOLOGIES CORP COM 913017109 4,847 78,553 X 78,553
UNITEDHEALTH GROUP INC COM 91324P102 3,334 127,016 X 127,016
UNIVERSAL FST PRODS INC COM 913543104 555 18,541 X 18,541
UNIVERSAL TECHNICAL INST INC COM 913915104 501 40,227 X 40,227
UNUM GROUP COM 91529Y106 859 42,018 X 42,018
UTSTARCOM INC COM 918076100 541 98,983 X 98,983
V F CORP COM 918204108 809 11,367 X 11,367
VAALCO ENERGY INC COM NEW 91851C201 811 95,808 X 95,808
VALASSIS COMMUNICATIONS INC COM 918866104 809 64,630 X 64,630
VALERO ENERGY CORP NEW COM 91913Y100 1,124 27,293 X 27,293
VALLEY NATL BANCORP COM 919794107 412 26,098 X 26,098
VASCO DATA SEC INTL INC COM 92230Y104 197 18,683 X 18,683
VECTOR GROUP LTD COM 92240M108 463 28,677 X 28,677
VERIZON COMMUNICATIONS INC COM 92343V104 7,226 204,115 X 204,115
VIASAT INC COM 92552V100 813 40,250 X 40,250
VIACOM INC NEW CL B 92553P201 900 29,455 X 29,455
VIGNETTE CORP COM NEW 926734401 200 16,673 X 16,673
VIROPHARMA INC COM 928241108 710 64,180 X 64,180
VISA INC COM CL A 92826C839 1,874 23,052 X 23,052
VISIONCHINA MEDIA INC SPONS ADR 92833U103 525 33,100 X 33,100
VITAL IMAGES INC COM 92846N104 147 11,807 X 11,807
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 903 30,636 X 30,636
VOLT INFORMATION SCIENCES IN COM 928703107 520 43,640 X 43,640
W & T OFFSHORE INC COM 92922P106 1,485 25,384 X 25,384
WD-40 CO COM 929236107 358 12,234 X 12,234
WMS INDS INC COM 929297109 341 11,441 X 11,441
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 418 20,580 X 20,580
WACHOVIA CORP NEW COM 929903102 2,744 176,676 X 176,676
WAL MART STORES INC COM 931142103 6,494 115,544 X 115,544
WALGREEN CO COM 931422109 1,642 50,515 X 50,515
WARREN RES INC COM 93564A100 521 35,500 X 35,500
WASHINGTON MUT INC COM 939322103 729 147,842 X 147,842
WASTE MGMT INC DEL COM 94106L109 961 25,497 X 25,497
WATERS CORP COM 941848103 916 14,207 X 14,207
WEBSTER FINL CORP CONN COM 947890109 1,039 55,876 X 55,876
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,069 30,026 X 30,026
WELLCARE HEALTH PLANS INC COM 94946T106 468 12,934 X 12,934
WELLPOINT INC COM 94973V107 2,910 61,063 X 61,063
WELLS FARGO & CO NEW COM 949746101 5,922 249,349 X 249,349
WERNER ENTERPRISES INC COM 950755108 614 33,073 X 33,073
WEST COAST BANCORP ORE NEW COM 952145100 167 19,261 X 19,261
WESTERN UN CO COM 959802109 947 38,294 X 38,294
WHIRLPOOL CORP COM 963320106 776 12,566 X 12,566
WHITNEY HLDG CORP COM 966612103 744 40,677 X 40,677
WILLBROS GROUP INC COM 969199108 532 12,153 X 12,153
WILLIAMS COS INC DEL COM 969457100 1,213 30,094 X 30,094
WILLIAMS CLAYTON ENERGY INC COM 969490101 994 9,043 X 9,043
WILMINGTON TRUST CORP COM 971807102 396 14,978 X 14,978
WIND RIVER SYSTEMS INC COM 973149107 880 80,800 X 80,800
WINDSTREAM CORP COM 97381W104 877 71,055 X 71,055
WOLVERINE WORLD WIDE INC COM 978097103 386 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 800 23,770 X 23,770
WORLD WRESTLING ENTMT INC CL A 98156Q108 491 31,709 X 31,709
WORTHINGTON INDS INC COM 981811102 694 33,876 X 33,876
WRIGLEY WM JR CO COM 982526105 953 12,258 X 12,258
WYETH COM 983024100 4,118 85,871 X 85,871
XTO ENERGY INC COM 98385X106 1,800 26,277 X 26,277
XILINX INC COM 983919101 884 35,020 X 35,020
YRC WORLDWIDE INC COM 984249102 485 32,647 X 32,647
YAHOO INC COM 984332106 1,468 71,053 X 71,053
ZEBRA TECHNOLOGIES CORP CL A 989207105 205 6,287 X 6,287
ZIMMER HLDGS INC COM 98956P102 809 11,882 X 11,882
ZIONS BANCORPORATION COM 989701107 817 25,953 X 25,953
ZUMIEZ INC COM 989817101 169 10,200 X 10,200