UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 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 October 29, 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: 859
Form 13F Information Table Value Total: $1,029,881
(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 622 8,551 X 8,551
ACCENTURE LTD BERMUDA CL A G1150G111 1,151 30,300 X 30,300
COOPER INDS LTD CL A G24182100 1,382 34,604 X 34,604
COVIDIEN LTD COM G2552X108 2,978 55,398 X 55,398
EVEREST RE GROUP LTD COM G3223R108 757 8,744 X 8,744
FRESH DEL MONTE PRODUCE INC ORD G36738105 528 23,782 X 23,782
GLOBAL SOURCES LTD ORD G39300101 335 33,300 X 33,300
HELEN OF TROY CORP LTD COM G4388N106 202 8,876 X 8,876
HERBALIFE LTD COM USD SHS G4412G101 750 18,975 X 18,975
IPC HLDGS LTD ORD G4933P101 579 19,165 X 19,165
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 435 16,436 X 16,436
MONTPELIER RE HOLDINGS LTD SHS G62185106 602 36,477 X 36,477
NORDIC AMERICAN TANKER SHIPP COM G65773106 653 20,382 X 20,382
PARTNERRE LTD COM G6852T105 704 10,340 X 10,340
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,011 19,446 X 19,446
SEAGATE TECHNOLOGY SHS G7945J104 659 54,396 X 54,396
TRANSOCEAN INC NEW SHS G90073100 1,774 16,150 X 16,150
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,152 38,849 X 38,849
TYCO INTL LTD BERMUDA SHS G9143X208 868 24,796 X 24,796
TYCO ELECTRONICS LTD COM NEW G9144P105 682 24,667 X 24,667
WEATHERFORD INTERNATIONAL LT COM G95089101 880 34,996 X 34,996
XL CAP LTD CL A G98255105 688 38,359 X 38,359
ACE LTD SHS H0023R105 680 12,571 X 12,571
CELLCOM ISRAEL LTD SHS M2196U109 464 15,444 X 15,444
SYNERON MEDICAL LTD ORD SHS M87245102 177 12,433 X 12,433
ASM INTL N V COM N07045102 317 16,963 X 16,963
EXCEL MARITIME CARRIERS LTD COM V3267N107 1,137 75,380 X 75,380
DIANA SHIPPING INC COM Y2066G104 720 36,557 X 36,557
GENERAL MARITIME CORP SHS Y2692M103 625 32,092 X 32,092
TEEKAY TANKERS LTD CL A Y8565N102 346 20,422 X 20,422
A D C TELECOMMUNICATIONS COM NEW 000886309 644 76,183 X 76,183
AFC ENTERPRISES INC COM 00104Q107 416 57,367 X 57,367
AFLAC INC COM 001055102 3,583 60,979 X 60,979
AMN HEALTHCARE SERVICES INC COM 001744101 511 29,077 X 29,077
AT&T INC COM 00206R102 9,198 329,436 X 329,436
ATMI INC COM 00207R101 340 18,900 X 18,900
ATC TECHNOLOGY CORP COM 00211W104 518 21,828 X 21,828
ABBOTT LABS COM 002824100 4,585 79,631 X 79,631
ABRAXAS PETE CORP COM 003830106 310 118,838 X 118,838
ACUITY BRANDS INC COM 00508Y102 340 8,139 X 8,139
ACXIOM CORP COM 005125109 436 34,800 X 34,800
ADOBE SYS INC COM 00724F101 1,110 28,125 X 28,125
ADTRAN INC COM 00738A106 449 23,037 X 23,037
ADVANCED MEDICAL OPTICS INC COM 00763M108 431 24,228 X 24,228
AEROPOSTALE COM 007865108 783 24,376 X 24,376
AEGON N V NY REGISTRY SH 007924103 589 67,033 X 67,033
ADVANTA CORP CL B 007942204 271 32,907 X 32,907
AETNA INC NEW COM 00817Y108 910 25,213 X 25,213
AFFYMETRIX INC COM 00826T108 244 31,496 X 31,496
AIR PRODS & CHEMS INC COM 009158106 743 10,847 X 10,847
ALBANY INTL CORP CL A 012348108 441 16,143 X 16,143
ALBERTO CULVER CO NEW COM 013078100 214 7,853 X 7,853
ALCOA INC COM 013817101 2,349 104,049 X 104,049
ALEXANDERS INC COM 014752109 488 1,220 X 1,220
ALEXION PHARMACEUTICALS INC COM 015351109 214 5,434 X 5,434
ALKERMES INC COM 01642T108 999 75,100 X 75,100
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 149 13,414 X 13,414
ALLOS THERAPEUTICS INC COM 019777101 179 24,200 X 24,200
ALLSTATE CORP COM 020002101 3,622 78,542 X 78,542
ALMOST FAMILY INC COM 020409108 502 12,700 X 12,700
ALPHA NATURAL RESOURCES INC COM 02076X102 355 6,912 X 6,912
ALTRIA GROUP INC COM 02209S103 2,854 143,844 X 143,844
AMAZON COM INC COM 023135106 1,156 15,890 X 15,890
AMBAC FINL GROUP INC COM 023139108 158 67,794 X 67,794
AMCORE FINL INC COM 023912108 261 27,812 X 27,812
AMERICAN COMMERCIAL LINES COM NEW 025195207 538 50,600 X 50,600
AMERICAN ECOLOGY CORP COM NEW 025533407 526 19,000 X 19,000
AMERICAN EXPRESS CO COM 025816109 1,835 51,783 X 51,783
AMERICAN FINL GROUP INC OHIO COM 025932104 387 13,126 X 13,126
AMERICAN INTL GROUP INC COM 026874107 539 161,976 X 161,976
AMERICAN PUBLIC EDUCATION IN COM 02913V103 511 10,580 X 10,580
AMERICAN VANGUARD CORP COM 030371108 460 30,508 X 30,508
AMERICANWEST BANCORPORATION COM 03058P109 21 16,300 X 16,300
AMERIGROUP CORP COM 03073T102 1,333 52,820 X 52,820
AMGEN INC COM 031162100 3,332 56,220 X 56,220
AMKOR TECHNOLOGY INC COM 031652100 1,192 187,153 X 187,153
AMSURG CORP COM 03232P405 514 20,179 X 20,179
ANADARKO PETE CORP COM 032511107 1,151 23,723 X 23,723
ANALOG DEVICES INC COM 032654105 1,360 51,628 X 51,628
ANGIODYNAMICS INC COM 03475V101 203 12,821 X 12,821
ANHEUSER BUSCH COS INC COM 035229103 2,414 37,210 X 37,210
ANNALY CAP MGMT INC COM 035710409 620 46,083 X 46,083
ANNTAYLOR STORES CORP COM 036115103 273 13,250 X 13,250
ANSYS INC COM 03662Q105 396 10,450 X 10,450
APACHE CORP COM 037411105 2,445 23,442 X 23,442
APARTMENT INVT & MGMT CO CL A 03748R101 385 10,986 X 10,986
APOLLO GROUP INC CL A 037604105 444 7,489 X 7,489
APPLE INC COM 037833100 6,960 61,237 X 61,237
APRIA HEALTHCARE GROUP INC COM 037933108 679 37,223 X 37,223
APPLIED INDL TECHNOLOGIES IN COM 03820C105 312 11,580 X 11,580
APPLIED MATLS INC COM 038222105 2,546 168,299 X 168,299
AQUA AMERICA INC COM 03836W103 191 10,721 X 10,721
ARBITRON INC COM 03875Q108 449 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 364 36,395 X 36,395
ARCHER DANIELS MIDLAND CO COM 039483102 725 33,086 X 33,086
ARKANSAS BEST CORP DEL COM 040790107 464 13,776 X 13,776
ARRIS GROUP INC COM 04269Q100 680 88,000 X 88,000
ARUBA NETWORKS INC COM 043176106 563 109,683 X 109,683
ARVINMERITOR INC COM 043353101 519 39,771 X 39,771
ASHFORD HOSPITALITY TR INC COM SHS 044103109 264 65,205 X 65,205
ASHLAND INC NEW COM 044209104 652 22,300 X 22,300
ATHENAHEALTH INC COM 04685W103 496 14,900 X 14,900
ATMEL CORP COM 049513104 477 140,600 X 140,600
ATMOS ENERGY CORP COM 049560105 490 18,405 X 18,405
AUTOLIV INC COM 052800109 941 27,876 X 27,876
AUTOMATIC DATA PROCESSING IN COM 053015103 1,838 42,994 X 42,994
AUTONATION INC COM 05329W102 649 57,762 X 57,762
AUXILIUM PHARMACEUTICALS INC COM 05334D107 206 6,343 X 6,343
AVERY DENNISON CORP COM 053611109 711 15,983 X 15,983
AVID TECHNOLOGY INC COM 05367P100 498 20,700 X 20,700
AVIS BUDGET GROUP COM 053774105 253 44,050 X 44,050
BB&T CORP COM 054937107 1,054 27,887 X 27,887
BP PLC SPONSORED ADR 055622104 716 14,270 X 14,270
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 390 4,198 X 4,198
BT GROUP PLC ADR 05577E101 723 24,926 X 24,926
BADGER METER INC COM 056525108 489 10,417 X 10,417
BAKER HUGHES INC COM 057224107 1,691 27,930 X 27,930
BALLY TECHNOLOGIES INC COM 05874B107 734 24,246 X 24,246
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 688 42,549 X 42,549
BANK OF AMERICA CORPORATION COM 060505104 11,007 314,496 X 314,496
BANK OF NEW YORK MELLON CORP COM 064058100 4,359 133,779 X 133,779
BASIC ENERGY SVCS INC NEW COM 06985P100 652 30,632 X 30,632
BAXTER INTL INC COM 071813109 3,855 58,740 X 58,740
BE AEROSPACE INC COM 073302101 337 21,300 X 21,300
BECTON DICKINSON & CO COM 075887109 998 12,430 X 12,430
BELO CORP COM SER A 080555105 150 25,145 X 25,145
BERRY PETE CO CL A 085789105 705 18,201 X 18,201
BEST BUY INC COM 086516101 684 18,236 X 18,236
BIG LOTS INC COM 089302103 524 18,814 X 18,814
BIOMARIN PHARMACEUTICAL INC COM 09061G101 220 8,300 X 8,300
BIOGEN IDEC INC COM 09062X103 1,535 30,516 X 30,516
BIOVAIL CORP COM 09067J109 1,186 121,377 X 121,377
BLACK & DECKER CORP COM 091797100 871 14,338 X 14,338
BLACK BOX CORP DEL COM 091826107 342 9,900 X 9,900
BLOUNT INTL INC NEW COM 095180105 399 35,853 X 35,853
BOEING CO COM 097023105 2,918 50,888 X 50,888
BORDERS GROUP INC COM 099709107 467 71,220 X 71,220
BORGWARNER INC COM 099724106 693 21,160 X 21,160
BOSTON BEER INC CL A 100557107 469 9,874 X 9,874
BOSTON SCIENTIFIC CORP COM 101137107 945 77,053 X 77,053
BRADY CORP CL A 104674106 664 18,835 X 18,835
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 481 29,994 X 29,994
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 396 8,111 X 8,111
BRIGHTPOINT INC COM NEW 109473405 451 62,635 X 62,635
BRINKER INTL INC COM 109641100 301 16,840 X 16,840
BRISTOL MYERS SQUIBB CO COM 110122108 2,806 134,586 X 134,586
BROADCOM CORP CL A 111320107 717 38,484 X 38,484
BROWN & BROWN INC COM 115236101 235 10,877 X 10,877
BROWN SHOE INC NEW COM 115736100 198 12,099 X 12,099
BRUNSWICK CORP COM 117043109 561 43,895 X 43,895
BUCKLE INC COM 118440106 428 7,699 X 7,699
BUFFALO WILD WINGS INC COM 119848109 531 13,200 X 13,200
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,848 30,808 X 30,808
CBS CORP NEW CL B 124857202 698 47,866 X 47,866
CEC ENTMT INC COM 125137109 1,357 40,865 X 40,865
CF INDS HLDGS INC COM 125269100 424 4,633 X 4,633
CKE RESTAURANTS INC COM 12561E105 888 83,790 X 83,790
CKX INC COM 12562M106 137 22,300 X 22,300
CME GROUP INC COM 12572Q105 2,901 7,809 X 7,809
CNA FINL CORP COM 126117100 722 27,497 X 27,497
CSG SYS INTL INC COM 126349109 307 17,522 X 17,522
CSX CORP COM 126408103 1,137 20,840 X 20,840
CVS CAREMARK CORPORATION COM 126650100 2,486 73,851 X 73,851
CV THERAPEUTICS INC COM 126667104 705 65,300 X 65,300
CACI INTL INC CL A 127190304 556 11,099 X 11,099
CADENCE DESIGN SYSTEM INC COM 127387108 360 53,200 X 53,200
CALAMOS ASSET MGMT INC CL A 12811R104 251 14,024 X 14,024
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 441 34,241 X 34,241
CALLAWAY GOLF CO COM 131193104 207 14,714 X 14,714
CAMERON INTERNATIONAL CORP COM 13342B105 677 17,554 X 17,554
CDN IMPERIAL BK OF COMMERCE COM 136069101 769 13,036 X 13,036
CANON INC ADR 138006309 668 17,699 X 17,699
CAPITAL CORP OF THE WEST COM NEW 140065202 83 20,900 X 20,900
CAPITAL ONE FINL CORP COM 14040H105 1,015 19,897 X 19,897
CAPITALSOURCE INC COM 14055X102 153 12,400 X 12,400
CAPSTEAD MTG CORP COM NO PAR 14067E506 724 66,137 X 66,137
CARBO CERAMICS INC COM 140781105 487 9,436 X 9,436
CARDINAL HEALTH INC COM 14149Y108 2,431 49,325 X 49,325
CARNIVAL CORP PAIRED CTF 143658300 785 22,212 X 22,212
CARPENTER TECHNOLOGY CORP COM 144285103 329 12,813 X 12,813
CASH AMER INTL INC COM 14754D100 493 13,686 X 13,686
CATERPILLAR INC DEL COM 149123101 1,895 31,796 X 31,796
CEDAR FAIR L P DEPOSITRY UNIT 150185106 576 27,827 X 27,827
CELGENE CORP COM 151020104 2,882 45,539 X 45,539
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 950 152,317 X 152,317
CENTENE CORP DEL COM 15135B101 1,204 58,697 X 58,697
CENTRAL PAC FINL CORP COM 154760102 335 19,955 X 19,955
CENTURY ALUM CO COM 156431108 363 13,102 X 13,102
CENVEO INC COM 15670S105 731 95,008 X 95,008
CENTURYTEL INC COM 156700106 350 9,553 X 9,553
CEPHALON INC COM 156708109 209 2,693 X 2,693
CERADYNE INC COM 156710105 202 5,522 X 5,522
CHARLOTTE RUSSE HLDG INC COM 161048103 325 31,689 X 31,689
CHART INDS INC COM PAR $0.01 16115Q308 548 19,200 X 19,200
CHESAPEAKE ENERGY CORP COM 165167107 998 27,828 X 27,828
CHEVRON CORP NEW COM 166764100 11,816 143,265 X 143,265
CHILDRENS PL RETAIL STORES I COM 168905107 497 14,900 X 14,900
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 367 44,839 X 44,839
CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 152 15,654 X 15,654
CHINA SEC & SURVE TECH INC COM 16942J105 490 35,300 X 35,300
CHINDEX INTERNATIONAL INC COM 169467107 530 48,800 X 48,800
CHIPOTLE MEXICAN GRILL INC CL A 169656105 445 8,012 X 8,012
CHOICE HOTELS INTL INC COM 169905106 573 21,156 X 21,156
CHRISTOPHER & BANKS CORP COM 171046105 141 18,401 X 18,401
CHUBB CORP COM 171232101 1,778 32,388 X 32,388
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 391 16,503 X 16,503
CIENA CORP COM NEW 171779309 175 17,399 X 17,399
CINCINNATI BELL INC NEW COM 171871106 976 315,760 X 315,760
CINCINNATI FINL CORP COM 172062101 640 22,508 X 22,508
CINEMARK HOLDINGS INC COM 17243V102 502 36,887 X 36,887
CISCO SYS INC COM 17275R102 6,865 304,283 X 304,283
CITIGROUP INC COM 172967101 8,570 417,865 X 417,865
CITIZENS REPUBLIC BANCORP IN COM 174420109 264 85,616 X 85,616
CITY BK LYNNWOOD WASH COM 17770A109 176 11,300 X 11,300
CITY HLDG CO COM 177835105 494 11,700 X 11,700
COCA COLA CO COM 191216100 6,308 119,283 X 119,283
COGENT COMM GROUP INC COM NEW 19239V302 470 60,900 X 60,900
COGENT INC COM 19239Y108 485 47,500 X 47,500
COGNEX CORP COM 192422103 478 23,700 X 23,700
COLE KENNETH PRODTNS INC CL A 193294105 162 10,994 X 10,994
COLGATE PALMOLIVE CO COM 194162103 3,537 46,936 X 46,936
COLLECTIVE BRANDS INC COM 19421W100 492 26,896 X 26,896
COLUMBIA BKG SYS INC COM 197236102 1,045 58,944 X 58,944
COMFORT SYS USA INC COM 199908104 710 53,117 X 53,117
COMCAST CORP NEW CL A 20030N101 4,664 237,591 X 237,591
COMERICA INC COM 200340107 643 19,619 X 19,619
CGG VERITAS SPONSORED ADR 204386106 292 9,187 X 9,187
COMPLETE PRODUCTION SERVICES COM 20453E109 411 20,439 X 20,439
COMPUTER PROGRAMS & SYS INC COM 205306103 440 15,200 X 15,200
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 571 11,600 X 11,600
CONCUR TECHNOLOGIES INC COM 206708109 262 6,848 X 6,848
CONMED CORP COM 207410101 765 23,900 X 23,900
CONOCOPHILLIPS COM 20825C104 6,546 89,361 X 89,361
COOPER COS INC COM NEW 216648402 552 15,868 X 15,868
CORNING INC COM 219350105 1,252 80,055 X 80,055
CORPORATE EXECUTIVE BRD CO COM 21988R102 516 16,500 X 16,500
COSTCO WHSL CORP NEW COM 22160K105 2,999 46,187 X 46,187
COX RADIO INC CL A 224051102 198 18,712 X 18,712
CRANE CO COM 224399105 273 9,190 X 9,190
CREDIT SUISSE GROUP SPONSORED ADR 225401108 718 14,868 X 14,868
CROSS CTRY HEALTHCARE INC COM 227483104 452 27,772 X 27,772
CROSS TIMBERS RTY TR TR UNIT 22757R109 360 7,812 X 7,812
CTRIP COM INTL LTD ADR 22943F100 410 10,629 X 10,629
CUBIST PHARMACEUTICALS INC COM 229678107 734 33,000 X 33,000
CUMMINS INC COM 231021106 703 16,070 X 16,070
CUTERA INC COM 232109108 180 16,971 X 16,971
CYBERONICS INC COM 23251P102 1,349 79,338 X 79,338
CYNOSURE INC CL A 232577205 1,111 61,948 X 61,948
DCT INDUSTRIAL TRUST INC COM 233153105 134 17,925 X 17,925
D R HORTON INC COM 23331A109 846 65,012 X 65,012
DTS INC COM 23335C101 477 17,133 X 17,133
DAKTRONICS INC COM 234264109 372 22,300 X 22,300
DANAHER CORP DEL COM 235851102 889 12,803 X 12,803
DECKERS OUTDOOR CORP COM 243537107 326 3,134 X 3,134
DELL INC COM 24702R101 1,541 93,511 X 93,511
DELUXE CORP COM 248019101 403 28,032 X 28,032
DENNYS CORP COM 24869P104 264 102,244 X 102,244
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 321 7,263 X 7,263
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 702 46,113 X 46,113
DEVON ENERGY CORP NEW COM 25179M103 2,067 22,667 X 22,667
DIAMONDROCK HOSPITALITY CO COM 252784301 320 35,217 X 35,217
DIGITAL RIV INC COM 25388B104 248 7,659 X 7,659
DIONEX CORP COM 254546104 357 5,624 X 5,624
DIRECTV GROUP INC COM 25459L106 804 30,703 X 30,703
DISNEY WALT CO COM DISNEY 254687106 3,021 98,439 X 98,439
DISH NETWORK CORP CL A 25470M109 670 31,926 X 31,926
DOLBY LABORATORIES INC COM 25659T107 1,041 29,576 X 29,576
DOLLAR FINL CORP COM 256664103 197 12,800 X 12,800
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 118 61,141 X 61,141
DOLLAR TREE INC COM 256746108 849 23,349 X 23,349
DOMINION RES INC VA NEW COM 25746U109 1,265 29,567 X 29,567
DONNELLEY R R & SONS CO COM 257867101 715 29,157 X 29,157
DORCHESTER MINERALS LP COM UNIT 25820R105 322 13,939 X 13,939
DOW CHEM CO COM 260543103 3,620 113,899 X 113,899
DRESS BARN INC COM 261570105 671 43,916 X 43,916
DREW INDS INC COM NEW 26168L205 924 54,008 X 54,008
DU PONT E I DE NEMOURS & CO COM 263534109 1,865 46,273 X 46,273
DUKE ENERGY CORP NEW COM 26441C105 2,708 155,357 X 155,357
DYCOM INDS INC COM 267475101 152 11,661 X 11,661
DYNAMIC MATLS CORP COM 267888105 384 16,560 X 16,560
E M C CORP MASS COM 268648102 2,844 237,769 X 237,769
ENI S P A SPONSORED ADR 26874R108 679 12,827 X 12,827
EOG RES INC COM 26875P101 1,143 12,775 X 12,775
EPIQ SYS INC COM 26882D109 498 36,600 X 36,600
EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 452 42,900 X 42,900
EARTHLINK INC COM 270321102 981 115,440 X 115,440
EAST WEST BANCORP INC COM 27579R104 370 27,013 X 27,013
EATON CORP COM 278058102 630 11,217 X 11,217
EBAY INC COM 278642103 3,569 159,488 X 159,488
EDWARDS LIFESCIENCES CORP COM 28176E108 1,077 18,649 X 18,649
EHEALTH INC COM 28238P109 483 30,200 X 30,200
EL PASO ELEC CO COM NEW 283677854 559 26,637 X 26,637
ELECTRO SCIENTIFIC INDS COM 285229100 405 28,484 X 28,484
ELECTRONICS FOR IMAGING INC COM 286082102 201 14,461 X 14,461
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,334 49,378 X 49,378
EMCOR GROUP INC COM 29084Q100 950 36,112 X 36,112
EMERGENT BIOSOLUTIONS INC COM 29089Q105 451 34,484 X 34,484
EMERSON ELEC CO COM 291011104 3,962 97,131 X 97,131
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,331 66,573 X 66,573
ENERGEN CORP COM 29265N108 441 9,735 X 9,735
ENERGY PARTNERS LTD COM 29270U105 453 52,226 X 52,226
ENGLOBAL CORP COM 293306106 483 36,400 X 36,400
ENPRO INDS INC COM 29355X107 683 18,375 X 18,375
ENTEGRIS INC COM 29362U104 159 32,873 X 32,873
ENTERGY CORP NEW COM 29364G103 877 9,856 X 9,856
ENZON PHARMACEUTICALS INC COM 293904108 402 54,454 X 54,454
ERESEARCHTECHNOLOGY INC COM 29481V108 168 14,100 X 14,100
ERICSSON L M TEL CO ADR B SEK 10 294821608 636 67,470 X 67,470
ETHAN ALLEN INTERIORS INC COM 297602104 508 18,123 X 18,123
EVERCORE PARTNERS INC CLASS A 29977A105 364 20,266 X 20,266
EXACTECH INC COM 30064E109 349 15,700 X 15,700
EXELON CORP COM 30161N101 2,120 33,854 X 33,854
EXIDE TECHNOLOGIES COM NEW 302051206 148 20,091 X 20,091
EXTREME NETWORKS INC COM 30226D106 911 270,300 X 270,300
EXXON MOBIL CORP COM 30231G102 25,399 327,059 X 327,059
FBL FINL GROUP INC CL A 30239F106 200 7,178 X 7,178
FPL GROUP INC COM 302571104 1,042 20,723 X 20,723
FAIR ISAAC CORP COM 303250104 349 15,124 X 15,124
FAMILY DLR STORES INC COM 307000109 1,382 58,296 X 58,296
FEDERAL HOME LN MTG CORP COM 313400301 57 33,190 X 33,190
FEDERAL NATL MTG ASSN COM 313586109 121 79,342 X 79,342
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 268 3,131 X 3,131
FEDERAL SIGNAL CORP COM 313855108 482 35,165 X 35,165
FEDEX CORP COM 31428X106 2,640 33,395 X 33,395
FELCOR LODGING TR INC COM 31430F101 527 73,651 X 73,651
FIFTH THIRD BANCORP COM 316773100 840 70,600 X 70,600
FINISH LINE INC CL A 317923100 681 68,200 X 68,200
FIRST CASH FINL SVCS INC COM 31942D107 447 29,831 X 29,831
FIRST HORIZON NATL CORP COM 320517105 372 39,746 X 39,746
FIRST MIDWEST BANCORP DEL COM 320867104 797 32,866 X 32,866
FIRST SOLAR INC COM 336433107 434 2,300 X 2,300
FIRST ST BANCORPORATION COM 336453105 98 18,328 X 18,328
FIRSTMERIT CORP COM 337915102 452 21,522 X 21,522
FIRSTENERGY CORP COM 337932107 1,039 15,504 X 15,504
FLOTEK INDS INC DEL COM 343389102 523 47,564 X 47,564
FLUOR CORP NEW COM 343412102 714 12,827 X 12,827
FORDING CDN COAL TR TR UNIT 345425102 508 6,124 X 6,124
FOSSIL INC COM 349882100 460 16,300 X 16,300
FOUNDATION COAL HLDGS INC COM 35039W100 550 15,447 X 15,447
FRANCE TELECOM SPONSORED ADR 35177Q105 657 23,441 X 23,441
FRANKLIN RES INC COM 354613101 712 8,075 X 8,075
FRANKLIN STREET PPTYS CORP COM 35471R106 243 18,686 X 18,686
FREDS INC CL A 356108100 518 36,400 X 36,400
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,416 42,491 X 42,491
FREIGHTCAR AMER INC COM 357023100 364 12,441 X 12,441
FRESENIUS KABI PHARMACEUTHLD RIGHT 99/99/99 35802M115 12 18,335 X 18,335
FRONTIER COMMUNICATIONS CORP COM 35906A108 696 60,537 X 60,537
FRONTIER FINL CORP WASH COM 35907K105 304 22,632 X 22,632
FUEL TECH INC COM 359523107 412 22,800 X 22,800
FURNITURE BRANDS INTL INC COM 360921100 145 13,769 X 13,769
G & K SVCS INC CL A 361268105 424 12,817 X 12,817
GAMCO INVESTORS INC COM 361438104 265 4,473 X 4,473
GANNETT INC COM 364730101 662 39,158 X 39,158
GAP INC DEL COM 364760108 701 39,448 X 39,448
GEN-PROBE INC NEW COM 36866T103 212 4,000 X 4,000
GENENTECH INC COM NEW 368710406 2,097 23,643 X 23,643
GENERAL DYNAMICS CORP COM 369550108 2,942 39,959 X 39,959
GENERAL ELECTRIC CO COM 369604103 13,847 543,015 X 543,015
GENERAL GROWTH PPTYS INC COM 370021107 1,346 89,160 X 89,160
GENERAL MLS INC COM 370334104 1,187 17,268 X 17,268
GENESCO INC COM 371532102 1,276 38,100 X 38,100
GENESEE & WYO INC CL A 371559105 518 13,811 X 13,811
GENUINE PARTS CO COM 372460105 679 16,889 X 16,889
GENWORTH FINL INC COM CL A 37247D106 427 49,647 X 49,647
GEOEYE INC COM 37250W108 474 21,400 X 21,400
GENZYME CORP COM 372917104 1,883 23,277 X 23,277
GIANT INTERACTIVE GROUP INC ADR 374511103 352 52,867 X 52,867
GIBRALTAR INDS INC COM 374689107 544 29,100 X 29,100
GILEAD SCIENCES INC COM 375558103 2,152 47,157 X 47,157
GLACIER BANCORP INC NEW COM 37637Q105 514 20,757 X 20,757
GLATFELTER COM 377316104 182 13,452 X 13,452
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 727 16,723 X 16,723
GLIMCHER RLTY TR SH BEN INT 379302102 542 51,911 X 51,911
GOLDMAN SACHS GROUP INC COM 38141G104 4,297 33,574 X 33,574
GOOGLE INC CL A 38259P508 4,870 12,158 X 12,158
GRAFTECH INTL LTD COM 384313102 162 10,699 X 10,699
GRAHAM CORP COM 384556106 419 7,752 X 7,752
GRIFFON CORP COM 398433102 366 40,531 X 40,531
GULF ISLAND FABRICATION INC COM 402307102 527 15,300 X 15,300
GULFMARK OFFSHORE INC COM 402629109 483 10,768 X 10,768
GYMBOREE CORP COM 403777105 479 13,500 X 13,500
HNI CORP COM 404251100 517 20,416 X 20,416
HRPT PPTYS TR COM SH BEN INT 40426W101 144 20,890 X 20,890
HSBC HLDGS PLC SPON ADR NEW 404280406 668 8,265 X 8,265
HALLIBURTON CO COM 406216101 1,464 45,210 X 45,210
HANCOCK HLDG CO COM 410120109 495 9,700 X 9,700
HANMI FINL CORP COM 410495105 258 51,103 X 51,103
HARMONIC INC COM 413160102 405 47,954 X 47,954
HARTE-HANKS INC COM 416196103 486 46,848 X 46,848
HARTFORD FINL SVCS GROUP INC COM 416515104 1,175 28,673 X 28,673
HAYNES INTERNATIONAL INC COM NEW 420877201 459 9,800 X 9,800
HEALTHCARE RLTY TR COM 421946104 577 19,809 X 19,809
HEADWATERS INC COM 42210P102 464 34,793 X 34,793
HEARTLAND EXPRESS INC COM 422347104 976 62,863 X 62,863
HEIDRICK & STRUGGLES INTL IN COM 422819102 513 17,000 X 17,000
HERSHA HOSPITALITY TR SH BEN INT A 427825104 147 19,698 X 19,698
HESS CORP COM 42809H107 1,911 23,288 X 23,288
HEWLETT PACKARD CO COM 428236103 7,919 171,258 X 171,258
HHGREGG INC COM 42833L108 373 38,229 X 38,229
HIBBETT SPORTS INC COM 428567101 737 36,800 X 36,800
HILL ROM HLDGS INC COM 431475102 393 12,962 X 12,962
HILLENBRAND INC COM 431571108 430 21,307 X 21,307
HOLOGIC INC COM 436440101 779 40,312 X 40,312
HOME DEPOT INC COM 437076102 2,235 86,342 X 86,342
HONEYWELL INTL INC COM 438516106 2,257 54,314 X 54,314
HOOKER FURNITURE CORP COM 439038100 345 19,450 X 19,450
HORACE MANN EDUCATORS CORP N COM 440327104 276 21,467 X 21,467
HORIZON FINL CORP WASH COM 44041F105 150 16,512 X 16,512
HORIZON LINES INC COM 44044K101 442 44,832 X 44,832
HOST HOTELS & RESORTS INC COM 44107P104 561 42,215 X 42,215
HOT TOPIC INC COM 441339108 318 48,144 X 48,144
HUBBELL INC CL B 443510201 261 7,447 X 7,447
HUGOTON RTY TR TEX UNIT BEN INT 444717102 436 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 718 89,900 X 89,900
HUTCHINSON TECHNOLOGY INC COM 448407106 850 73,385 X 73,385
ICU MED INC COM 44930G107 1,058 34,800 X 34,800
IPCS INC COM NEW 44980Y305 521 23,400 X 23,400
ISTAR FINL INC COM 45031U101 42 16,028 X 16,028
ITT EDUCATIONAL SERVICES INC COM 45068B109 392 4,849 X 4,849
ITT CORP NEW COM 450911102 714 12,847 X 12,847
IAMGOLD CORP COM 450913108 163 28,984 X 28,984
IDEARC INC COM 451663108 135 107,919 X 107,919
ILLINOIS TOOL WKS INC COM 452308109 2,437 54,818 X 54,818
IMATION CORP COM 45245A107 536 23,712 X 23,712
IMPERIAL CAP BANCORP INC COM 452680101 121 14,090 X 14,090
INDEVUS PHARMACEUTICALS INC COM 454072109 174 52,000 X 52,000
INFORMATICA CORP COM 45666Q102 289 22,250 X 22,250
INFINERA CORPORATION COM 45667G103 436 45,624 X 45,624
INFOSPACE INC COM NEW 45678T201 508 46,800 X 46,800
ING GROEP N V SPONSORED ADR 456837103 608 28,427 X 28,427
INSIGHT ENTERPRISES INC COM 45765U103 1,140 85,024 X 85,024
INSITUFORM TECHNOLOGIES INC CL A 457667103 396 26,500 X 26,500
INNOPHOS HOLDINGS INC COM 45774N108 716 29,369 X 29,369
INSTEEL INDUSTRIES INC COM 45774W108 452 33,284 X 33,284
INTEL CORP COM 458140100 8,207 438,165 X 438,165
INTERACTIVE INTELLIGENCE INC COM 45839M103 319 35,343 X 35,343
INTERACTIVE BROKERS GROUP IN COM 45841N107 492 22,200 X 22,200
INTERNATIONAL BANCSHARES COR COM 459044103 692 25,624 X 25,624
INTERNATIONAL BUSINESS MACHS COM 459200101 10,459 89,420 X 89,420
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 391 9,900 X 9,900
INTERNATIONAL GAME TECHNOLOG COM 459902102 664 38,648 X 38,648
INTERWOVEN INC COM NEW 46114T508 199 14,108 X 14,108
INVACARE CORP COM 461203101 523 21,654 X 21,654
INVENTIV HEALTH INC COM 46122E105 494 28,000 X 28,000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 526 17,281 X 17,281
INVESTORS BANCORP INC COM 46146P102 570 37,900 X 37,900
INVITROGEN CORP COM 46185R100 673 17,800 X 17,800
IRWIN FINL CORP COM 464119106 148 37,560 X 37,560
ISHARES TR RUSSELL MIDCAP 464287499 67,568 822,399 X 822,399
ISHARES TR RUSSELL 2000 464287655 40,855 600,810 X 600,810
ISHARES TR RUSSELL 3000 464287689 20,155 293,000 X 293,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 185 21,839 X 21,839
JPMORGAN & CHASE & CO COM 46625H100 8,615 184,480 X 184,480
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 732 31,360 X 31,360
JABIL CIRCUIT INC COM 466313103 105 10,962 X 10,962
JACKSON HEWITT TAX SVCS INC COM 468202106 503 32,797 X 32,797
JACOBS ENGR GROUP INC DEL COM 469814107 764 14,075 X 14,075
JETBLUE AIRWAYS CORP COM 477143101 139 28,022 X 28,022
JOHNSON & JOHNSON COM 478160104 13,226 190,906 X 190,906
JOHNSON CTLS INC COM 478366107 914 30,149 X 30,149
JOS A BANK CLOTHIERS INC COM 480838101 310 9,220 X 9,220
KLA-TENCOR CORP COM 482480100 658 20,800 X 20,800
K-SWISS INC CL A 482686102 430 24,700 X 24,700
K12 INC COM 48273U102 408 15,400 X 15,400
KB HOME COM 48666K109 313 15,925 X 15,925
KELLOGG CO COM 487836108 698 12,436 X 12,436
KELLY SVCS INC CL A 488152208 208 10,894 X 10,894
KENEXA CORP COM 488879107 329 20,852 X 20,852
KIMBERLY CLARK CORP COM 494368103 1,429 22,042 X 22,042
KINETIC CONCEPTS INC COM NEW 49460W208 791 27,674 X 27,674
KING PHARMACEUTICALS INC COM 495582108 398 41,497 X 41,497
KNOLL INC COM NEW 498904200 184 12,180 X 12,180
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 651 23,874 X 23,874
KRAFT FOODS INC CL A 50075N104 2,547 77,771 X 77,771
KROGER CO COM 501044101 951 34,595 X 34,595
L-1 IDENTITY SOLUTIONS INC COM 50212A106 196 12,839 X 12,839
LANCASTER COLONY CORP COM 513847103 493 13,100 X 13,100
LANDAUER INC COM 51476K103 442 6,077 X 6,077
LANDRYS RESTAURANTS INC COM 51508L103 387 24,919 X 24,919
LANDSTAR SYS INC COM 515098101 437 9,927 X 9,927
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 209 8,952 X 8,952
LAYNE CHRISTENSEN CO COM 521050104 368 10,400 X 10,400
LEGGETT & PLATT INC COM 524660107 1,038 47,622 X 47,622
LENNAR CORP CL A 526057104 798 52,548 X 52,548
LEXMARK INTL NEW CL A 529771107 643 19,745 X 19,745
LIBERTY PPTY TR SH BEN INT 531172104 288 7,641 X 7,641
LIFE SCIENCES RESH INC COM 532169109 442 12,300 X 12,300
LILLY ELI & CO COM 532457108 2,919 66,298 X 66,298
LIONS GATE ENTMNT CORP COM NEW 535919203 431 47,324 X 47,324
LITTELFUSE INC COM 537008104 810 27,258 X 27,258
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 630 37,648 X 37,648
LO-JACK CORP COM 539451104 279 41,748 X 41,748
LOCKHEED MARTIN CORP COM 539830109 3,473 31,667 X 31,667
LOEWS CORP COM 540424108 663 16,781 X 16,781
LORILLARD INC COM 544147101 430 6,048 X 6,048
LOWES COS INC COM 548661107 1,782 75,239 X 75,239
LUBRIZOL CORP COM 549271104 699 16,200 X 16,200
LUMINEX CORP DEL COM 55027E102 532 21,276 X 21,276
M & T BK CORP COM 55261F104 695 7,789 X 7,789
MDU RES GROUP INC COM 552690109 727 25,055 X 25,055
MGIC INVT CORP WIS COM 552848103 807 114,835 X 114,835
MTS SYS CORP COM 553777103 1,055 25,070 X 25,070
MACATAWA BK CORP COM 554225102 136 19,421 X 19,421
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 645 48,789 X 48,789
MACYS INC COM 55616P104 621 34,537 X 34,537
MAGELLAN HEALTH SVCS INC COM NEW 559079207 439 10,700 X 10,700
MAGNA INTL INC CL A 559222401 679 13,273 X 13,273
MANHATTAN ASSOCS INC COM 562750109 307 13,754 X 13,754
MANULIFE FINL CORP COM 56501R106 638 17,378 X 17,378
MARATHON OIL CORP COM 565849106 2,941 73,768 X 73,768
MARTEK BIOSCIENCES CORP COM 572901106 1,561 49,674 X 49,674
MASCO CORP COM 574599106 724 40,329 X 40,329
MASIMO CORP COM 574795100 529 14,223 X 14,223
MASTERCARD INC CL A 57636Q104 663 3,741 X 3,741
MATRIX SVC CO COM 576853105 545 28,560 X 28,560
MATTEL INC COM 577081102 653 36,186 X 36,186
MCDONALDS CORP COM 580135101 3,632 58,869 X 58,869
MCGRAW HILL COS INC COM 580645109 677 21,431 X 21,431
MCKESSON CORP COM 58155Q103 781 14,506 X 14,506
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,208 26,851 X 26,851
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 418 70,667 X 70,667
MEDICAL PPTYS TRUST INC COM 58463J304 575 50,641 X 50,641
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 332 22,284 X 22,284
MEDTRONIC INC COM 585055106 2,888 57,641 X 57,641
MENS WEARHOUSE INC COM 587118100 1,008 47,456 X 47,456
MERCK & CO INC COM 589331107 4,207 133,309 X 133,309
MEREDITH CORP COM 589433101 472 16,838 X 16,838
MERITAGE HOMES CORP COM 59001A102 509 20,600 X 20,600
MERRILL LYNCH & CO INC COM 590188108 2,825 111,643 X 111,643
METLIFE INC COM 59156R108 2,843 50,760 X 50,760
MICREL INC COM 594793101 948 104,475 X 104,475
MICROSOFT CORP COM 594918104 11,041 413,674 X 413,674
MICROSTRATEGY INC CL A NEW 594972408 466 7,835 X 7,835
MID-AMER APT CMNTYS INC COM 59522J103 487 9,909 X 9,909
MILLER HERMAN INC COM 600544100 370 15,105 X 15,105
MOLINA HEALTHCARE INC COM 60855R100 446 14,388 X 14,388
MOLEX INC COM 608554101 454 20,234 X 20,234
MONOLITHIC PWR SYS INC COM 609839105 533 30,700 X 30,700
MONSANTO CO NEW COM 61166W101 2,791 28,197 X 28,197
MONSTER WORLDWIDE INC COM 611742107 257 17,219 X 17,219
MOOG INC CL A 615394202 548 12,769 X 12,769
MORGAN STANLEY COM NEW 617446448 2,316 100,712 X 100,712
MOSAIC CO COM 61945A107 1,756 25,813 X 25,813
MOTOROLA INC COM 620076109 1,538 215,456 X 215,456
MURPHY OIL CORP COM 626717102 621 9,683 X 9,683
NCI BUILDING SYS INC COM 628852105 1,260 39,685 X 39,685
NVR INC COM 62944T105 594 1,039 X 1,039
NVE CORP COM NEW 629445206 395 13,937 X 13,937
NYSE EURONEXT COM 629491101 527 13,455 X 13,455
NATIONAL CITY CORP COM 635405103 236 134,958 X 134,958
NATIONAL OILWELL VARCO INC COM 637071101 1,752 34,875 X 34,875
NATIONAL PENN BANCSHARES INC COM 637138108 726 49,753 X 49,753
NATIONAL SEMICONDUCTOR CORP COM 637640103 444 25,814 X 25,814
NATIONWIDE HEALTH PPTYS INC COM 638620104 499 13,872 X 13,872
NAVISTAR INTL CORP NEW COM 63934E108 677 12,501 X 12,501
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,026 45,939 X 45,939
NETAPP INC COM 64110D104 677 37,131 X 37,131
NETEASE COM INC SPONSORED ADR 64110W102 639 28,006 X 28,006
NETGEAR INC COM 64111Q104 459 30,600 X 30,600
NEW JERSEY RES COM 646025106 524 14,610 X 14,610
NEW YORK & CO INC COM 649295102 484 50,771 X 50,771
NEWCASTLE INVT CORP COM 65105M108 744 117,220 X 117,220
NEWMARKET CORP COM 651587107 728 13,852 X 13,852
NEWMONT MINING CORP COM 651639106 852 21,976 X 21,976
NEWPARK RES INC COM PAR $.01NE 651718504 764 104,615 X 104,615
NEWPORT CORP COM 651824104 478 44,300 X 44,300
NEWS CORP CL A 65248E104 2,870 239,337 X 239,337
NIKE INC CL B 654106103 1,207 18,045 X 18,045
NOKIA CORP SPONSORED ADR 654902204 691 37,038 X 37,038
NOBLE ENERGY INC COM 655044105 728 13,091 X 13,091
NORDSON CORP COM 655663102 550 11,200 X 11,200
NORFOLK SOUTHERN CORP COM 655844108 1,289 19,464 X 19,464
NORTHROP GRUMMAN CORP COM 666807102 1,057 17,458 X 17,458
NOVATEL WIRELESS INC COM NEW 66987M604 847 139,818 X 139,818
NOVARTIS A G SPONSORED ADR 66987V109 639 12,088 X 12,088
NOVELLUS SYS INC COM 670008101 209 10,621 X 10,621
NOVO-NORDISK A S ADR 670100205 656 12,809 X 12,809
NTELOS HLDGS CORP COM 67020Q107 497 18,500 X 18,500
NUCOR CORP COM 670346105 1,861 47,113 X 47,113
NUVASIVE INC COM 670704105 412 8,357 X 8,357
OM GROUP INC COM 670872100 526 23,376 X 23,376
OSI PHARMACEUTICALS INC COM 671040103 897 18,206 X 18,206
OBAGI MEDICAL PRODUCTS INC COM 67423R108 481 48,214 X 48,214
OCCIDENTAL PETE CORP DEL COM 674599105 3,672 52,128 X 52,128
OLD DOMINION FGHT LINES INC COM 679580100 468 16,513 X 16,513
OLD REP INTL CORP COM 680223104 792 62,121 X 62,121
OLYMPIC STEEL INC COM 68162K106 413 14,000 X 14,000
OMNICOM GROUP INC COM 681919106 636 16,504 X 16,504
OMEGA PROTEIN CORP COM 68210P107 300 25,550 X 25,550
ON SEMICONDUCTOR CORP COM 682189105 681 100,683 X 100,683
ONYX PHARMACEUTICALS INC COM 683399109 203 5,608 X 5,608
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 654 32,195 X 32,195
OPEN TEXT CORP COM 683715106 674 19,491 X 19,491
ORACLE CORP COM 68389X105 4,075 200,617 X 200,617
OSHKOSH CORP COM 688239201 643 48,886 X 48,886
OWENS & MINOR INC NEW COM 690732102 207 4,268 X 4,268
OXFORD INDS INC COM 691497309 518 20,041 X 20,041
P F CHANGS CHINA BISTRO INC COM 69333Y108 1,093 46,448 X 46,448
PMC-SIERRA INC COM 69344F106 645 86,892 X 86,892
PMI GROUP INC COM 69344M101 294 99,564 X 99,564
PNC FINL SVCS GROUP INC COM 693475105 1,312 17,570 X 17,570
PPG INDS INC COM 693506107 675 11,575 X 11,575
PACCAR INC COM 693718108 713 18,661 X 18,661
PACER INTL INC TENN COM 69373H106 715 43,384 X 43,384
PACKAGING CORP AMER COM 695156109 442 19,053 X 19,053
PACWEST BANCORP DEL COM 695263103 329 11,501 X 11,501
PANERA BREAD CO CL A 69840W108 538 10,561 X 10,561
PANTRY INC COM 698657103 559 26,400 X 26,400
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 739 40,164 X 40,164
PARK NATL CORP COM 700658107 728 9,328 X 9,328
PARKERVISION INC COM 701354102 151 15,100 X 15,100
PARTNER COMMUNICATIONS CO LT ADR 70211M109 408 22,175 X 22,175
PEABODY ENERGY CORP COM 704549104 629 13,981 X 13,981
PEETS COFFEE & TEA INC COM 705560100 375 13,447 X 13,447
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 486 25,774 X 25,774
PEP BOYS MANNY MOE & JACK COM 713278109 371 59,997 X 59,997
PEPSICO INC COM 713448108 7,963 111,725 X 111,725
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 431 19,217 X 19,217
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 1,178 50,688 X 50,688
PEROT SYS CORP CL A 714265105 571 32,906 X 32,906
PERRIGO CO COM 714290103 652 16,965 X 16,965
PETMED EXPRESS INC COM 716382106 187 11,890 X 11,890
PFIZER INC COM 717081103 7,096 384,822 X 384,822
PHILADELPHIA CONS HLDG CORP COM 717528103 752 12,837 X 12,837
PHILIP MORRIS INTL INC COM 718172109 5,225 108,619 X 108,619
PIONEER DRILLING CO COM 723655106 676 50,794 X 50,794
PITNEY BOWES INC COM 724479100 694 20,873 X 20,873
PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 696 17,568 X 17,568
PLANTRONICS INC NEW COM 727493108 228 10,105 X 10,105
POLARIS INDS INC COM 731068102 954 20,970 X 20,970
POPULAR INC COM 733174106 109 13,094 X 13,094
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 828 17,023 X 17,023
PORTLAND GEN ELEC CO COM NEW 736508847 541 22,871 X 22,871
POWELL INDS INC COM 739128106 718 17,600 X 17,600
POWERWAVE TECHNOLOGIES INC COM 739363109 440 111,200 X 111,200
PRAXAIR INC COM 74005P104 1,151 16,038 X 16,038
PRE PAID LEGAL SVCS INC COM 740065107 765 18,534 X 18,534
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 683 15,704 X 15,704
PROCTER & GAMBLE CO COM 742718109 10,957 157,223 X 157,223
PROGRESSIVE CORP OHIO COM 743315103 703 40,413 X 40,413
PROSPERITY BANCSHARES INC COM 743606105 235 6,904 X 6,904
PROVIDENCE SVC CORP COM 743815102 145 14,800 X 14,800
PROVIDENT BANKSHARES CORP COM 743859100 290 29,910 X 29,910
PROVIDENT ENERGY TR TR UNIT 74386K104 150 16,743 X 16,743
PRUDENTIAL FINL INC COM 744320102 3,053 42,400 X 42,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 847 25,837 X 25,837
QLOGIC CORP COM 747277101 487 31,700 X 31,700
QUALCOMM INC COM 747525103 3,583 83,383 X 83,383
QUEST SOFTWARE INC COM 74834T103 718 56,613 X 56,613
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 453 61,664 X 61,664
QUIKSILVER INC COM 74838C106 329 57,350 X 57,350
QUIDEL CORP COM 74838J101 428 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 684 211,754 X 211,754
RC2 CORP COM 749388104 506 25,276 X 25,276
RPC INC COM 749660106 501 35,659 X 35,659
RF MICRODEVICES INC COM 749941100 651 223,100 X 223,100
RADIOSHACK CORP COM 750438103 1,483 85,807 X 85,807
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 351 15,654 X 15,654
RAYTHEON CO COM NEW 755111507 2,681 50,106 X 50,106
REALTY INCOME CORP COM 756109104 259 10,107 X 10,107
RED HAT INC COM 756577102 293 19,426 X 19,426
RED ROBIN GOURMET BURGERS IN COM 75689M101 638 23,800 X 23,800
REGAL ENTMT GROUP CL A 758766109 345 21,846 X 21,846
REGENERON PHARMACEUTICALS COM 75886F107 548 25,100 X 25,100
RELIANCE STEEL & ALUMINUM CO COM 759509102 629 16,557 X 16,557
REPUBLIC AWYS HLDGS INC COM 760276105 841 82,483 X 82,483
RESOURCE CAP CORP COM 76120W302 91 15,091 X 15,091
REYNOLDS AMERICAN INC COM 761713106 424 8,714 X 8,714
ROCKWELL AUTOMATION INC COM 773903109 668 17,895 X 17,895
ROCKY BRANDS INC COM 774515100 69 20,700 X 20,700
ROGERS CORP COM 775133101 572 15,479 X 15,479
ROSETTA RESOURCES INC COM 777779307 1,084 59,058 X 59,058
ROYAL BK CDA MONTREAL QUE COM 780087102 1,046 21,784 X 21,784
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,391 23,569 X 23,569
RUBY TUESDAY INC COM 781182100 543 93,749 X 93,749
RYDER SYS INC COM 783549108 245 3,948 X 3,948
SAIC INC COM 78390X101 715 35,323 X 35,323
SPDR TR UNIT SER 1 78462F103 1,212 10,450 X 10,450
SPSS INC COM 78462K102 383 13,038 X 13,038
SVB FINL GROUP COM 78486Q101 278 4,797 X 4,797
SABINE ROYALTY TR UNIT BEN INT 785688102 411 7,347 X 7,347
ST JUDE MED INC COM 790849103 731 16,804 X 16,804
SALIX PHARMACEUTICALS INC COM 795435106 673 104,942 X 104,942
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 426 11,204 X 11,204
SANDY SPRING BANCORP INC COM 800363103 352 15,936 X 15,936
SANMINA SCI CORP COM 800907107 607 433,764 X 433,764
SANOFI AVENTIS SPONSORED ADR 80105N105 1,415 43,051 X 43,051
SAPIENT CORP COM 803062108 157 21,167 X 21,167
SCANSOURCE INC COM 806037107 331 11,500 X 11,500
SCHERING PLOUGH CORP COM 806605101 2,997 162,280 X 162,280
SCHLUMBERGER LTD COM 806857108 4,776 61,158 X 61,158
SCHOOL SPECIALTY INC COM 807863105 468 15,000 X 15,000
SCHWAB CHARLES CORP NEW COM 808513105 1,278 49,137 X 49,137
SCRIPPS E W CO OHIO CL A NEW 811054402 443 62,720 X 62,720
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 439 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 417 5,279 X 5,279
SECURE COMPUTING CORP COM 813705100 196 35,683 X 35,683
SEMTECH CORP COM 816850101 170 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 256 10,725 X 10,725
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 606 23,700 X 23,700
SHERWIN WILLIAMS CO COM 824348106 711 12,442 X 12,442
SHUFFLE MASTER INC COM 825549108 170 33,400 X 33,400
SIEMENS A G SPONSORED ADR 826197501 734 7,815 X 7,815
SIERRA WIRELESS INC COM 826516106 164 16,400 X 16,400
SILICON LABORATORIES INC COM 826919102 992 32,305 X 32,305
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 462 80,100 X 80,100
SIMON PPTY GROUP INC NEW COM 828806109 1,100 11,344 X 11,344
SIMPSON MANUFACTURING CO INC COM 829073105 588 21,698 X 21,698
SKYWORKS SOLUTIONS INC COM 83088M102 708 84,677 X 84,677
SOFTBRANDS INC COM 83402A107 10 10,670 X 10,670
SONIC AUTOMOTIVE INC CL A 83545G102 307 36,251 X 36,251
SONIC CORP COM 835451105 548 37,595 X 37,595
SONICWALL INC COM 835470105 106 20,141 X 20,141
SONOCO PRODS CO COM 835495102 828 27,885 X 27,885
SOUTH FINL GROUP INC COM 837841105 273 37,262 X 37,262
SOUTHERN CO COM 842587107 1,459 38,708 X 38,708
SOUTHERN COPPER CORP COM 84265V105 869 45,533 X 45,533
SOUTHERN UN CO NEW COM 844030106 405 19,624 X 19,624
SOVEREIGN BANCORP INC COM 845905108 79 20,000 X 20,000
SPARTECH CORP COM NEW 847220209 154 15,561 X 15,561
SPECTRA ENERGY CORP COM 847560109 673 28,272 X 28,272
SPRINT NEXTEL CORP COM SER 1 852061100 866 141,951 X 141,951
STAGE STORES INC COM NEW 85254C305 1,104 80,798 X 80,798
STANLEY INC COM 854532108 553 14,990 X 14,990
STANLEY WKS COM 854616109 1,320 31,628 X 31,628
STAPLES INC COM 855030102 810 35,999 X 35,999
STARENT NETWORKS CORP COM 85528P108 1,337 103,300 X 103,300
STATE STR CORP COM 857477103 3,175 55,819 X 55,819
STATOILHYDRO ASA SPONSORED ADR 85771P102 681 28,600 X 28,600
STIFEL FINL CORP COM 860630102 282 5,642 X 5,642
STMICROELECTRONICS N V NY REGISTRY 861012102 599 58,812 X 58,812
STONE ENERGY CORP COM 861642106 359 8,492 X 8,492
STRATEGIC HOTELS & RESORTS I COM 86272T106 418 55,366 X 55,366
STRAYER ED INC COM 863236105 513 2,564 X 2,564
STRYKER CORP COM 863667101 970 15,562 X 15,562
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 407 12,128 X 12,128
SUNOCO INC COM 86764P109 1,299 36,512 X 36,512
SUNSTONE HOTEL INVS INC NEW COM 867892101 496 36,713 X 36,713
SUNTRUST BKS INC COM 867914103 1,398 31,073 X 31,073
SUPER MICRO COMPUTER INC COM 86800U104 516 57,250 X 57,250
SYMANTEC CORP COM 871503108 1,565 79,952 X 79,952
SYNOVUS FINL CORP COM 87161C105 722 69,756 X 69,756
SYSCO CORP COM 871829107 953 30,897 X 30,897
TECO ENERGY INC COM 872375100 165 10,483 X 10,483
TNS INC COM 872960109 484 24,975 X 24,975
TTM TECHNOLOGIES INC COM 87305R109 459 46,300 X 46,300
T-3 ENERGY SRVCS INC COM 87306E107 382 10,300 X 10,300
TW TELECOM INC COM 87311L104 511 49,200 X 49,200
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 340 20,733 X 20,733
TALBOTS INC COM 874161102 163 12,435 X 12,435
TARGET CORP COM 87612E106 2,033 41,455 X 41,455
TECHNITROL INC COM 878555101 527 35,660 X 35,660
TEKELEC COM 879101103 889 63,527 X 63,527
TELECOM ARGENTINA S A SPON ADR REP B 879273209 428 34,904 X 34,904
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 639 69,501 X 69,501
TELECOMMUNICATION SYS INC CL A 87929J103 750 108,500 X 108,500
TELEFONICA S A SPONSORED ADR 879382208 725 10,141 X 10,141
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 655 25,454 X 25,454
TELLABS INC COM 879664100 161 39,754 X 39,754
TELUS CORP NON-VTG SHS 87971M202 735 20,656 X 20,656
TERADATA CORP DEL COM 88076W103 409 20,970 X 20,970
TERRA INDS INC COM 880915103 875 29,751 X 29,751
TERRA NITROGEN CO L P COM UNIT 881005201 597 5,434 X 5,434
TEXAS INSTRS INC COM 882508104 2,174 101,114 X 101,114
TEXTRON INC COM 883203101 656 22,398 X 22,398
THE9 LTD ADR 88337K104 1,174 69,906 X 69,906
THERMO FISHER SCIENTIFIC INC COM 883556102 1,174 21,343 X 21,343
THINKORSWIM GROUP INC COM 88409C105 656 78,800 X 78,800
THOR INDS INC COM 885160101 546 22,014 X 22,014
THORATEC CORP COM NEW 885175307 481 18,309 X 18,309
3M CO COM 88579Y101 3,131 45,838 X 45,838
TIBCO SOFTWARE INC COM 88632Q103 191 26,059 X 26,059
TIDEWATER INC COM 886423102 341 6,167 X 6,167
TIME WARNER INC COM 887317105 2,436 185,785 X 185,785
TIVO INC COM 888706108 693 94,700 X 94,700
TORO CO COM 891092108 565 13,682 X 13,682
TORONTO DOMINION BK ONT COM NEW 891160509 705 11,555 X 11,555
TOTAL S A SPONSORED ADR 89151E109 703 11,590 X 11,590
TRACTOR SUPPLY CO COM 892356106 298 7,096 X 7,096
TRAVELERS COMPANIES INC COM 89417E109 3,913 86,566 X 86,566
TRAVELZOO INC COM 89421Q106 490 61,834 X 61,834
TREX INC COM 89531P105 529 29,211 X 29,211
TRIUMPH GROUP INC NEW COM 896818101 439 9,605 X 9,605
TRUEBLUE INC COM 89785X101 179 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 478 40,800 X 40,800
UGI CORP NEW COM 902681105 1,147 44,481 X 44,481
US BANCORP DEL COM NEW 902973304 5,184 143,918 X 143,918
URS CORP NEW COM 903236107 730 19,898 X 19,898
USA MOBILITY INC COM 90341G103 464 42,187 X 42,187
ULTRA PETROLEUM CORP COM 903914109 692 12,504 X 12,504
UMPQUA HLDGS CORP COM 904214103 282 19,154 X 19,154
UNION PAC CORP COM 907818108 3,505 49,257 X 49,257
UNISOURCE ENERGY CORP COM 909205106 440 15,063 X 15,063
UNITED CMNTY FINL CORP OHIO COM 909839102 162 32,318 X 32,318
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 231 17,414 X 17,414
UNITED FIRE & CAS CO COM 910331107 249 8,700 X 8,700
UNITED NAT FOODS INC COM 911163103 530 21,213 X 21,213
UNITED ONLINE INC COM 911268100 891 94,653 X 94,653
UNITED PARCEL SERVICE INC CL B 911312106 2,220 35,292 X 35,292
UNITED RENTALS INC COM 911363109 490 32,182 X 32,182
U STORE IT TR COM 91274F104 546 44,537 X 44,537
UNITED STATES STL CORP NEW COM 912909108 1,102 14,202 X 14,202
UNITED TECHNOLOGIES CORP COM 913017109 4,718 78,553 X 78,553
UNITEDHEALTH GROUP INC COM 91324P102 3,266 128,629 X 128,629
UNIVERSAL FST PRODS INC COM 913543104 707 20,241 X 20,241
UNIVERSAL TECHNICAL INST INC COM 913915104 495 29,021 X 29,021
VAALCO ENERGY INC COM NEW 91851C201 551 80,584 X 80,584
VALASSIS COMMUNICATIONS INC COM 918866104 507 58,489 X 58,489
VALERO ENERGY CORP NEW COM 91913Y100 1,482 48,898 X 48,898
VALLEY NATL BANCORP COM 919794107 409 19,503 X 19,503
VASCO DATA SEC INTL INC COM 92230Y104 127 12,283 X 12,283
VECTOR GROUP LTD COM 92240M108 532 30,110 X 30,110
VEECO INSTRS INC DEL COM 922417100 421 28,400 X 28,400
VERIZON COMMUNICATIONS INC COM 92343V104 6,550 204,115 X 204,115
VIASAT INC COM 92552V100 658 27,896 X 27,896
VIACOM INC NEW CL B 92553P201 732 29,455 X 29,455
VIGNETTE CORP COM NEW 926734401 179 16,673 X 16,673
VIROPHARMA INC COM 928241108 1,153 87,869 X 87,869
VISA INC COM CL A 92826C839 1,415 23,052 X 23,052
VISIONCHINA MEDIA INC SPONS ADR 92833U103 424 28,800 X 28,800
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 655 29,641 X 29,641
W & T OFFSHORE INC COM 92922P106 1,189 43,572 X 43,572
WD-40 CO COM 929236107 440 12,234 X 12,234
WMS INDS INC COM 929297109 350 11,441 X 11,441
WACHOVIA CORP NEW COM 929903102 618 176,676 X 176,676
WAL MART STORES INC COM 931142103 6,920 115,544 X 115,544
WALGREEN CO COM 931422109 1,564 50,515 X 50,515
WASHINGTON MUT INC COM 939322103 15 182,651 X 182,651
WASTE MGMT INC DEL COM 94106L109 803 25,497 X 25,497
WATERS CORP COM 941848103 723 12,420 X 12,420
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,105 40,386 X 40,386
WEBSTER FINL CORP CONN COM 947890109 809 32,020 X 32,020
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,000 27,312 X 27,312
WELLCARE HEALTH PLANS INC COM 94946T106 466 12,934 X 12,934
WELLPOINT INC COM 94973V107 2,876 61,501 X 61,501
WELLS FARGO & CO NEW COM 949746101 8,521 227,041 X 227,041
WERNER ENTERPRISES INC COM 950755108 536 24,673 X 24,673
WESTERN UN CO COM 959802109 945 38,294 X 38,294
WHIRLPOOL CORP COM 963320106 676 8,528 X 8,528
WHITNEY HLDG CORP COM 966612103 725 29,877 X 29,877
WILLBROS GROUP INC COM 969199108 382 14,421 X 14,421
WILLIAMS COS INC DEL COM 969457100 712 30,094 X 30,094
WILLIAMS CLAYTON ENERGY INC COM 969490101 751 10,643 X 10,643
WILMINGTON TRUST CORP COM 971807102 379 13,147 X 13,147
WINDSTREAM CORP COM 97381W104 700 63,975 X 63,975
WOLVERINE WORLD WIDE INC COM 978097103 383 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 737 20,470 X 20,470
WORLD FUEL SVCS CORP COM 981475106 378 16,412 X 16,412
WORLD WRESTLING ENTMT INC CL A 98156Q108 490 31,709 X 31,709
WORTHINGTON INDS INC COM 981811102 761 50,935 X 50,935
WRIGLEY WM JR CO COM 982526105 973 12,258 X 12,258
WYETH COM 983024100 3,199 86,613 X 86,613
XTO ENERGY INC COM 98385X106 1,222 26,277 X 26,277
XILINX INC COM 983919101 1,412 60,220 X 60,220
YAHOO INC COM 984332106 1,229 71,053 X 71,053
ZALE CORP NEW COM 988858106 732 29,275 X 29,275
ZIMMER HLDGS INC COM 98956P102 767 11,882 X 11,882
ZIONS BANCORPORATION COM 989701107 726 18,753 X 18,753
ZUMIEZ INC COM 989817101 168 10,200 X 10,200