UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 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 February 12, 2009
--------------------- ----------------- -----------------
[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: 760
Form 13F Information Table Value Total: $798,811
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN AKT D18190898 609 14,973 X 14,973
ACCENTURE LTD BERMUDA CL A G1150G111 2,217 67,612 X 67,612
COOPER INDS LTD CL A G24182100 527 18,013 X 18,013
COVIDIEN LTD COM G2552X108 2,045 56,427 X 56,427
FRESH DEL MONTE PRODUCE INC ORD G36738105 310 13,808 X 13,808
GLOBAL SOURCES LTD ORD G39300101 134 24,535 X 24,535
HERBALIFE LTD COM USD SHS G4412G101 707 32,592 X 32,592
IPC HLDGS LTD ORD G4933P101 289 9,665 X 9,665
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 266 18,136 X 18,136
NORDIC AMERICAN TANKER SHIPP COM G65773106 1,322 39,158 X 39,158
SEAGATE TECHNOLOGY SHS G7945J104 863 194,703 X 194,703
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,474 80,472 X 80,472
TYCO INTL LTD BERMUDA SHS G9143X208 557 25,788 X 25,788
TYCO ELECTRONICS LTD COM NEW G9144P105 416 25,649 X 25,649
VISTAPRINT LIMITED SHS G93762204 571 30,700 X 30,700
WEATHERFORD INTERNATIONAL LT COM G95089101 394 36,395 X 36,395
CELLCOM ISRAEL LTD SHS M2196U109 250 11,294 X 11,294
ASM INTL N V COM N07045102 367 42,163 X 42,163
EXCEL MARITIME CARRIERS LTD COM V3267N107 1,437 204,139 X 204,139
DIANA SHIPPING INC COM Y2066G104 514 40,286 X 40,286
TEEKAY TANKERS LTD CL A Y8565N102 391 30,808 X 30,808
A D C TELECOMMUNICATIONS COM NEW 000886309 91 16,683 X 16,683
AFC ENTERPRISES INC COM 00104Q107 313 66,667 X 66,667
AFLAC INC COM 001055102 1,725 37,627 X 37,627
AT&T INC COM 00206R102 9,150 321,041 X 321,041
ATC TECHNOLOGY CORP COM 00211W104 578 39,528 X 39,528
ABBOTT LABS COM 002824100 4,451 83,397 X 83,397
ACADIA RLTY TR COM SH BEN INT 004239109 328 23,019 X 23,019
ACERGY S A SPONSORED ADR 00443E104 377 65,300 X 65,300
ACI WORLDWIDE INC COM 004498101 1,372 86,300 X 86,300
ACUITY BRANDS INC COM 00508Y102 521 14,925 X 14,925
ACXIOM CORP COM 005125109 396 48,800 X 48,800
ADOBE SYS INC COM 00724F101 622 29,225 X 29,225
ADTRAN INC COM 00738A106 431 28,937 X 28,937
ADVANCED MEDICAL OPTICS INC COM 00763M108 322 48,767 X 48,767
AEROPOSTALE COM 007865108 164 10,200 X 10,200
AEGON N V NY REGISTRY SH 007924103 451 74,525 X 74,525
ADVANTA CORP CL B 007942204 69 32,907 X 32,907
ADVANCED ENERGY INDS COM 007973100 115 11,600 X 11,600
AETNA INC NEW COM 00817Y108 747 26,209 X 26,209
AIR PRODS & CHEMS INC COM 009158106 567 11,281 X 11,281
ALCOA INC COM 013817101 498 44,265 X 44,265
ALEXANDERS INC COM 014752109 425 1,667 X 1,667
ALIGN TECHNOLOGY INC COM 016255101 144 16,400 X 16,400
ALKERMES INC COM 01642T108 232 21,800 X 21,800
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 85 15,387 X 15,387
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 338 34,100 X 34,100
ALLSTATE CORP COM 020002101 2,803 85,561 X 85,561
ALMOST FAMILY INC COM 020409108 301 6,700 X 6,700
ALPHA NATURAL RESOURCES INC COM 02076X102 286 17,687 X 17,687
ALTRIA GROUP INC COM 02209S103 1,679 111,491 X 111,491
AMAZON COM INC COM 023135106 846 16,490 X 16,490
AMCORE FINL INC COM 023912108 101 27,812 X 27,812
AMERICAN CAPITAL AGENCY CORP COM 02503X105 331 15,500 X 15,500
AMERICAN COMMERCIAL LINES COM NEW 025195207 1,994 407,000 X 407,000
AMERICAN EXPRESS CO COM 025816109 999 53,852 X 53,852
AMERICAN FINL GROUP INC OHIO COM 025932104 269 11,751 X 11,751
AMERICAN INTL GROUP INC COM 026874107 262 166,755 X 166,755
AMERICAN MED SYS HLDGS INC COM 02744M108 1,002 111,500 X 111,500
AMERICAN PUBLIC EDUCATION IN COM 02913V103 282 7,580 X 7,580
AMERICAN REPROGRAPHICS CO COM 029263100 167 24,147 X 24,147
AMERICAN SCIENCE & ENGR INC COM 029429107 370 5,000 X 5,000
AMERICAN VANGUARD CORP COM 030371108 306 26,137 X 26,137
AMERICANWEST BANCORPORATION COM 03058P109 12 16,300 X 16,300
AMERICREDIT CORP COM 03060R101 155 20,344 X 20,344
AMGEN INC COM 031162100 3,374 58,420 X 58,420
AMSURG CORP COM 03232P405 564 24,179 X 24,179
ANADARKO PETE CORP COM 032511107 952 24,686 X 24,686
ANALOG DEVICES INC COM 032654105 559 29,389 X 29,389
ANNALY CAP MGMT INC COM 035710409 534 33,675 X 33,675
ANNTAYLOR STORES CORP COM 036115103 516 89,424 X 89,424
ANSYS INC COM 03662Q105 403 14,450 X 14,450
APACHE CORP COM 037411105 1,312 17,603 X 17,603
APARTMENT INVT & MGMT CO CL A 03748R101 515 44,616 X 44,616
APOGEE ENTERPRISES INC COM 037598109 380 36,700 X 36,700
APOLLO GROUP INC CL A 037604105 306 3,989 X 3,989
APPLE INC COM 037833100 4,066 47,637 X 47,637
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 107 27,100 X 27,100
APPLIED MATLS INC COM 038222105 1,944 191,899 X 191,899
ARBITRON INC COM 03875Q108 733 55,186 X 55,186
ARBOR RLTY TR INC COM 038923108 107 36,395 X 36,395
ARCHER DANIELS MIDLAND CO COM 039483102 992 34,410 X 34,410
ARIBA INC COM NEW 04033V203 341 47,300 X 47,300
ARKANSAS BEST CORP DEL COM 040790107 415 13,776 X 13,776
ARRIS GROUP INC COM 04269Q100 1,766 222,100 X 222,100
ASHFORD HOSPITALITY TR INC COM SHS 044103109 75 65,169 X 65,169
ASHLAND INC NEW COM 044209104 396 37,688 X 37,688
ASSOCIATED BANC CORP COM 045487105 573 27,400 X 27,400
ASSURANT INC COM 04621X108 596 19,856 X 19,856
ATHENAHEALTH INC COM 04685W103 361 9,600 X 9,600
ATMOS ENERGY CORP COM 049560105 583 24,592 X 24,592
AUTOLIV INC COM 052800109 746 34,746 X 34,746
AUTOMATIC DATA PROCESSING IN COM 053015103 2,340 59,470 X 59,470
AVERY DENNISON CORP COM 053611109 613 18,720 X 18,720
AVISTA CORP COM 05379B107 583 30,088 X 30,088
BB&T CORP COM 054937107 797 29,012 X 29,012
BP PLC SPONSORED ADR 055622104 1,290 27,594 X 27,594
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 308 4,198 X 4,198
BT GROUP PLC ADR 05577E101 495 24,794 X 24,794
BADGER METER INC COM 056525108 337 11,627 X 11,627
BAKER HUGHES INC COM 057224107 531 16,547 X 16,547
BALLY TECHNOLOGIES INC COM 05874B107 1,360 56,589 X 56,589
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 602 48,207 X 48,207
BANK OF AMERICA CORPORATION COM 060505104 5,773 409,998 X 409,998
BANK MONTREAL QUE COM 063671101 577 22,443 X 22,443
BANK OF NEW YORK MELLON CORP COM 064058100 2,990 105,540 X 105,540
BAXTER INTL INC COM 071813109 3,119 58,197 X 58,197
BE AEROSPACE INC COM 073302101 433 56,300 X 56,300
BEBE STORES INC COM 075571109 86 11,500 X 11,500
BECTON DICKINSON & CO COM 075887109 884 12,932 X 12,932
BEST BUY INC COM 086516101 532 18,922 X 18,922
BIG LOTS INC COM 089302103 373 25,755 X 25,755
BIOGEN IDEC INC COM 09062X103 2,082 43,716 X 43,716
BIOVAIL CORP COM 09067J109 838 88,657 X 88,657
BLACK & DECKER CORP COM 091797100 611 14,622 X 14,622
BLACK BOX CORP DEL COM 091826107 721 27,600 X 27,600
BLACKBOARD INC COM 091935502 472 18,000 X 18,000
BLOUNT INTL INC NEW COM 095180105 340 35,853 X 35,853
BOB EVANS FARMS INC COM 096761101 355 17,400 X 17,400
BOEING CO COM 097023105 2,289 53,652 X 53,652
BOSTON BEER INC CL A 100557107 280 9,874 X 9,874
BOSTON SCIENTIFIC CORP COM 101137107 620 80,130 X 80,130
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 441 57,247 X 57,247
BRASIL TELECOM SA SPONS ADR PFD 10553M101 180 10,065 X 10,065
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 313 8,111 X 8,111
BRINKER INTL INC COM 109641100 305 28,951 X 28,951
BRISTOL MYERS SQUIBB CO COM 110122108 4,365 187,731 X 187,731
BRUNSWICK CORP COM 117043109 124 29,410 X 29,410
BRUSH ENGINEERED MATLS INC COM 117421107 329 25,900 X 25,900
BUCKLE INC COM 118440106 285 13,079 X 13,079
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,389 31,560 X 31,560
CBL & ASSOC PPTYS INC COM 124830100 293 45,090 X 45,090
CBS CORP NEW CL B 124857202 615 75,093 X 75,093
CEC ENTMT INC COM 125137109 1,401 57,786 X 57,786
CF INDS HLDGS INC COM 125269100 1,326 26,982 X 26,982
CKE RESTAURANTS INC COM 12561E105 357 41,130 X 41,130
CME GROUP INC COM 12572Q105 1,875 9,009 X 9,009
CNA FINL CORP COM 126117100 583 35,454 X 35,454
CSX CORP COM 126408103 704 21,673 X 21,673
CTC MEDIA INC COM 12642X106 349 72,800 X 72,800
CVS CAREMARK CORPORATION COM 126650100 2,207 76,791 X 76,791
CV THERAPEUTICS INC COM 126667104 479 52,000 X 52,000
CACI INTL INC CL A 127190304 602 13,351 X 13,351
CAL DIVE INTL INC DEL COM 12802T101 347 53,363 X 53,363
CALAMOS ASSET MGMT INC CL A 12811R104 533 72,074 X 72,074
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 951 88,741 X 88,741
CAMERON INTERNATIONAL CORP COM 13342B105 1,357 66,173 X 66,173
CAPITAL CORP OF THE WEST COM NEW 140065202 20 20,900 X 20,900
CAPITAL ONE FINL CORP COM 14040H105 1,261 39,553 X 39,553
CAPITALSOURCE INC COM 14055X102 77 16,646 X 16,646
CAPSTEAD MTG CORP COM NO PAR 14067E506 570 52,940 X 52,940
CARBO CERAMICS INC COM 140781105 392 11,043 X 11,043
CARDINAL HEALTH INC COM 14149Y108 1,888 54,768 X 54,768
CARNIVAL CORP PAIRED CTF 143658300 562 23,110 X 23,110
CARPENTER TECHNOLOGY CORP COM 144285103 419 20,407 X 20,407
CARTER INC COM 146229109 1,627 84,468 X 84,468
CASEYS GEN STORES INC COM 147528103 592 26,000 X 26,000
CATERPILLAR INC DEL COM 149123101 1,477 33,061 X 33,061
CATO CORP NEW CL A 149205106 896 59,319 X 59,319
CEDAR FAIR L P DEPOSITRY UNIT 150185106 330 26,374 X 26,374
CELGENE CORP COM 151020104 2,595 46,939 X 46,939
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 626 77,617 X 77,617
CENTENE CORP DEL COM 15135B101 1,432 72,645 X 72,645
CENTRAL PAC FINL CORP COM 154760102 490 48,782 X 48,782
CENTURY ALUM CO COM 156431108 707 70,702 X 70,702
CENTURYTEL INC COM 156700106 564 20,641 X 20,641
CHARLOTTE RUSSE HLDG INC COM 161048103 313 48,200 X 48,200
CHART INDS INC COM PAR $0.01 16115Q308 321 30,200 X 30,200
CHESAPEAKE ENERGY CORP COM 165167107 481 29,724 X 29,724
CHEVRON CORP NEW COM 166764100 9,986 135,006 X 135,006
CHILDRENS PL RETAIL STORES I COM 168905107 338 15,600 X 15,600
CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 89 10,498 X 10,498
CHOICE HOTELS INTL INC COM 169905106 429 14,269 X 14,269
CHUBB CORP COM 171232101 1,023 20,066 X 20,066
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 311 19,962 X 19,962
CIENA CORP COM NEW 171779309 117 17,399 X 17,399
CINCINNATI FINL CORP COM 172062101 483 16,608 X 16,608
CISCO SYS INC COM 17275R102 5,203 319,183 X 319,183
CITIGROUP INC COM 172967101 3,640 542,529 X 542,529
CITIZENS REPUBLIC BANCORP IN COM 174420109 255 85,616 X 85,616
CITY BK LYNNWOOD WASH COM 17770A109 59 11,300 X 11,300
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 323 52,449 X 52,449
COCA COLA CO COM 191216100 5,690 125,688 X 125,688
COGNEX CORP COM 192422103 771 52,100 X 52,100
COINSTAR INC COM 19259P300 640 32,800 X 32,800
COLE KENNETH PRODTNS INC CL A 193294105 78 10,994 X 10,994
COLGATE PALMOLIVE CO COM 194162103 3,149 45,941 X 45,941
COMCAST CORP NEW CL A 20030N101 3,930 232,791 X 232,791
COMERICA INC COM 200340107 562 28,337 X 28,337
CGG VERITAS SPONSORED ADR 204386106 173 11,513 X 11,513
COMPELLENT TECHNOLOGIES INC COM 20452A108 316 32,800 X 32,800
COMPLETE PRODUCTION SERVICES COM 20453E109 266 32,695 X 32,695
COMPUTER PROGRAMS & SYS INC COM 205306103 284 10,600 X 10,600
CONMED CORP COM 207410101 570 23,800 X 23,800
CONOCOPHILLIPS COM 20825C104 5,606 108,220 X 108,220
CONSECO INC COM NEW 208464883 534 103,143 X 103,143
CONSOLIDATED COMM HLDGS INC COM 209034107 364 30,600 X 30,600
CONSOLIDATED GRAPHICS INC COM 209341106 533 23,540 X 23,540
CORNING INC COM 219350105 794 83,296 X 83,296
COSTCO WHSL CORP NEW COM 22160K105 2,472 47,087 X 47,087
COX RADIO INC CL A 224051102 81 13,527 X 13,527
CRANE CO COM 224399105 200 11,608 X 11,608
CREDIT SUISSE GROUP SPONSORED ADR 225401108 573 20,288 X 20,288
CROSS TIMBERS RTY TR TR UNIT 22757R109 343 12,323 X 12,323
CTRIP COM INTL LTD ADR 22943F100 453 19,029 X 19,029
CYBERONICS INC COM 23251P102 1,832 110,538 X 110,538
CYNOSURE INC CL A 232577205 365 40,000 X 40,000
DCT INDUSTRIAL TRUST INC COM 233153105 114 22,569 X 22,569
D R HORTON INC COM 23331A109 588 83,227 X 83,227
DAKTRONICS INC COM 234264109 540 57,700 X 57,700
DANAHER CORP DEL COM 235851102 755 13,330 X 13,330
DARLING INTL INC COM 237266101 86 15,721 X 15,721
DECKERS OUTDOOR CORP COM 243537107 386 4,834 X 4,834
DELL INC COM 24702R101 996 97,311 X 97,311
DELPHI FINL GROUP INC CL A 247131105 287 15,562 X 15,562
DELUXE CORP COM 248019101 521 34,848 X 34,848
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 340 14,888 X 14,888
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 556 36,322 X 36,322
DEVELOPERS DIVERSIFIED RLTY COM 251591103 325 66,581 X 66,581
DEVON ENERGY CORP NEW COM 25179M103 1,584 24,109 X 24,109
DIAMONDROCK HOSPITALITY CO COM 252784301 207 40,913 X 40,913
DIONEX CORP COM 254546104 369 8,224 X 8,224
DIRECTV GROUP INC COM 25459L106 731 31,903 X 31,903
DISNEY WALT CO COM DISNEY 254687106 2,323 102,359 X 102,359
DISCOVER FINL SVCS COM 254709108 514 53,953 X 53,953
DOLAN MEDIA CO COM 25659P402 362 55,007 X 55,007
DOLLAR FINL CORP COM 256664103 171 16,600 X 16,600
DOMINION RES INC VA NEW COM 25746U109 2,369 66,108 X 66,108
DONNELLEY R R & SONS CO COM 257867101 620 45,680 X 45,680
DORCHESTER MINERALS LP COM UNIT 25820R105 221 13,939 X 13,939
DOVER CORP COM 260003108 563 17,107 X 17,107
DOW CHEM CO COM 260543103 2,053 136,031 X 136,031
DRESS BARN INC COM 261570105 895 83,316 X 83,316
DREW INDS INC COM NEW 26168L205 307 25,616 X 25,616
DRIL-QUIP INC COM 262037104 345 16,812 X 16,812
DU PONT E I DE NEMOURS & CO COM 263534109 1,218 48,125 X 48,125
DUKE ENERGY CORP NEW COM 26441C105 2,224 148,194 X 148,194
DYCOM INDS INC COM 267475101 96 11,661 X 11,661
DYNCORP INTL INC CL A 26817C101 316 20,850 X 20,850
E M C CORP MASS COM 268648102 2,353 224,735 X 224,735
EOG RES INC COM 26875P101 885 13,289 X 13,289
EARTHLINK INC COM 270321102 454 67,230 X 67,230
EASTMAN KODAK CO COM 277461109 548 83,345 X 83,345
EATON CORP COM 278058102 569 11,443 X 11,443
EBAY INC COM 278642103 2,038 145,962 X 145,962
ECLIPSYS CORP COM 278856109 187 13,149 X 13,149
EDUCATION RLTY TR INC COM 28140H104 173 33,210 X 33,210
EDWARDS LIFESCIENCES CORP COM 28176E108 1,691 30,767 X 30,767
EL PASO ELEC CO COM NEW 283677854 622 34,387 X 34,387
ELECTRO SCIENTIFIC INDS COM 285229100 193 28,484 X 28,484
ELECTRONICS FOR IMAGING INC COM 286082102 138 14,461 X 14,461
ELIZABETH ARDEN INC COM 28660G106 290 23,000 X 23,000
EMBARQ CORP COM 29078E105 615 17,105 X 17,105
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,783 109,972 X 109,972
EMCOR GROUP INC COM 29084Q100 1,606 71,579 X 71,579
EMERSON ELEC CO COM 291011104 2,800 76,494 X 76,494
EMULEX CORP COM NEW 292475209 106 15,136 X 15,136
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,927 74,473 X 74,473
ENERGEN CORP COM 29265N108 390 13,303 X 13,303
ENERSYS COM 29275Y102 410 37,252 X 37,252
ENGLOBAL CORP COM 293306106 260 80,100 X 80,100
ENTERGY CORP NEW COM 29364G103 852 10,249 X 10,249
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1,749 58,700 X 58,700
ENZON PHARMACEUTICALS INC COM 293904108 124 21,354 X 21,354
ERESEARCHTECHNOLOGY INC COM 29481V108 93 14,100 X 14,100
ERICSSON L M TEL CO ADR B SEK 10 294821608 542 69,400 X 69,400
ETHAN ALLEN INTERIORS INC COM 297602104 260 18,123 X 18,123
EVERCORE PARTNERS INC CLASS A 29977A105 155 12,428 X 12,428
EXACTECH INC COM 30064E109 264 15,700 X 15,700
EXELON CORP COM 30161N101 1,958 35,203 X 35,203
EXIDE TECHNOLOGIES COM NEW 302051206 106 20,091 X 20,091
EXXON MOBIL CORP COM 30231G102 25,821 323,448 X 323,448
FNB CORP PA COM 302520101 260 19,660 X 19,660
FPL GROUP INC COM 302571104 1,085 21,562 X 21,562
FAIR ISAAC CORP COM 303250104 203 12,020 X 12,020
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 123 25,172 X 25,172
FAMILY DLR STORES INC COM 307000109 356 13,655 X 13,655
FEDERAL AGRIC MTG CORP CL C 313148306 113 32,231 X 32,231
FEDERAL HOME LN MTG CORP COM 313400301 25 34,524 X 34,524
FEDERAL NATL MTG ASSN COM 313586109 62 81,532 X 81,532
FEDERAL SIGNAL CORP COM 313855108 373 45,406 X 45,406
FEDEX CORP COM 31428X106 2,321 36,182 X 36,182
FELCOR LODGING TR INC COM 31430F101 218 118,520 X 118,520
FIFTH THIRD BANCORP COM 316773100 620 75,100 X 75,100
FIRST BANCORP P R COM 318672102 327 29,355 X 29,355
FIRST BUSEY CORP COM 319383105 379 20,800 X 20,800
FIRST HORIZON NATL CORP COM 320517105 372 35,170 X 35,170
FIRST MIDWEST BANCORP DEL COM 320867104 359 17,966 X 17,966
FIRST SOLAR INC COM 336433107 317 2,300 X 2,300
FIRST ST BANCORPORATION COM 336453105 82 49,828 X 49,828
FIRSTENERGY CORP COM 337932107 1,892 38,951 X 38,951
FLOTEK INDS INC DEL COM 343389102 295 116,900 X 116,900
FRANCE TELECOM SPONSORED ADR 35177Q105 586 20,863 X 20,863
FRANKLIN RES INC COM 354613101 535 8,391 X 8,391
FRANKLIN STREET PPTYS CORP COM 35471R106 215 14,586 X 14,586
FREDS INC CL A 356108100 316 29,400 X 29,400
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,081 44,220 X 44,220
FREIGHTCAR AMER INC COM 357023100 227 12,441 X 12,441
FRONTIER COMMUNICATIONS CORP COM 35906A108 560 64,124 X 64,124
FRONTIER FINL CORP WASH COM 35907K105 169 38,832 X 38,832
GAFISA S A SPONS ADR 362607301 353 38,140 X 38,140
GANNETT INC COM 364730101 554 69,295 X 69,295
GAP INC DEL COM 364760108 543 40,588 X 40,588
GARTNER INC COM 366651107 217 12,151 X 12,151
GEN-PROBE INC NEW COM 36866T103 253 5,900 X 5,900
GENENTECH INC COM NEW 368710406 2,075 25,026 X 25,026
GENERAL DYNAMICS CORP COM 369550108 2,550 44,280 X 44,280
GENERAL ELECTRIC CO COM 369604103 9,240 570,374 X 570,374
GENERAL GROWTH PPTYS INC COM 370021107 35 27,034 X 27,034
GENERAL MLS INC COM 370334104 1,091 17,958 X 17,958
GENESCO INC COM 371532102 449 26,564 X 26,564
GENESEE & WYO INC CL A 371559105 329 10,787 X 10,787
GENESIS LEASE LTD ADR 37183T107 334 118,009 X 118,009
GENTEX CORP COM 371901109 99 11,200 X 11,200
GENWORTH FINL INC COM CL A 37247D106 358 126,627 X 126,627
GENZYME CORP COM 372917104 938 14,136 X 14,136
GIANT INTERACTIVE GROUP INC ADR 374511103 343 52,867 X 52,867
GIBRALTAR INDS INC COM 374689107 190 15,900 X 15,900
GILEAD SCIENCES INC COM 375558103 2,545 49,757 X 49,757
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 528 14,164 X 14,164
GLIMCHER RLTY TR SH BEN INT 379302102 88 31,317 X 31,317
GOLDMAN SACHS GROUP INC COM 38141G104 3,183 37,722 X 37,722
GOOGLE INC CL A 38259P508 3,925 12,758 X 12,758
GRAFTECH INTL LTD COM 384313102 453 54,429 X 54,429
GRAHAM CORP COM 384556106 307 28,364 X 28,364
GULF ISLAND FABRICATION INC COM 402307102 393 27,300 X 27,300
GULFMARK OFFSHORE INC COM 402629109 319 13,413 X 13,413
HNI CORP COM 404251100 487 30,721 X 30,721
HRPT PPTYS TR COM SH BEN INT 40426W101 1,256 372,757 X 372,757
HSBC HLDGS PLC SPON ADR NEW 404280406 589 12,092 X 12,092
HALLIBURTON CO COM 406216101 855 47,004 X 47,004
HANMI FINL CORP COM 410495105 62 30,303 X 30,303
HARMAN INTL INDS INC COM 413086109 198 11,853 X 11,853
HARMONIC INC COM 413160102 110 19,554 X 19,554
HARTE-HANKS INC COM 416196103 394 63,204 X 63,204
HARTFORD FINL SVCS GROUP INC COM 416515104 852 51,863 X 51,863
HATTERAS FINL CORP COM 41902R103 346 13,012 X 13,012
HAYNES INTERNATIONAL INC COM NEW 420877201 355 14,400 X 14,400
HEALTHCARE RLTY TR COM 421946104 404 17,195 X 17,195
HEALTH NET INC COM 42222G108 360 33,090 X 33,090
HEALTHSPRING INC COM 42224N101 377 18,897 X 18,897
HEARTLAND EXPRESS INC COM 422347104 341 21,663 X 21,663
HERSHA HOSPITALITY TR SH BEN INT A 427825104 59 19,698 X 19,698
HESS CORP COM 42809H107 808 15,063 X 15,063
HEWLETT PACKARD CO COM 428236103 6,306 173,760 X 173,760
HHGREGG INC COM 42833L108 374 43,135 X 43,135
HILL ROM HLDGS INC COM 431475102 170 10,350 X 10,350
HILLENBRAND INC COM 431571108 355 21,307 X 21,307
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 255 11,949 X 11,949
HOME DEPOT INC COM 437076102 2,101 91,290 X 91,290
HONEYWELL INTL INC COM 438516106 1,902 57,922 X 57,922
HOOKER FURNITURE CORP COM 439038100 286 37,350 X 37,350
HORACE MANN EDUCATORS CORP N COM 440327104 264 28,779 X 28,779
HORIZON FINL CORP WASH COM 44041F105 78 16,512 X 16,512
HORIZON LINES INC COM 44044K101 312 89,420 X 89,420
HOST HOTELS & RESORTS INC COM 44107P104 528 69,728 X 69,728
HOT TOPIC INC COM 441339108 191 20,644 X 20,644
HUGOTON RTY TR TEX UNIT BEN INT 444717102 261 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 530 69,200 X 69,200
HUTCHINSON TECHNOLOGY INC COM 448407106 120 34,385 X 34,385
ICU MED INC COM 44930G107 298 9,000 X 9,000
ISTAR FINL INC COM 45031U101 87 39,170 X 39,170
ITT EDUCATIONAL SERVICES INC COM 45068B109 344 3,621 X 3,621
ILLINOIS TOOL WKS INC COM 452308109 1,466 41,840 X 41,840
IMPERIAL CAP BANCORP INC COM 452680101 31 14,090 X 14,090
INDEVUS PHARMACEUTICALS INC COM 454072109 386 122,900 X 122,900
INFINITY PPTY & CAS CORP COM 45665Q103 299 6,400 X 6,400
INFORMATICA CORP COM 45666Q102 161 11,750 X 11,750
INFINERA CORPORATION COM 45667G103 331 36,924 X 36,924
INSITUFORM TECHNOLOGIES INC CL A 457667103 461 23,400 X 23,400
INNERWORKINGS INC COM 45773Y105 385 58,800 X 58,800
INNOPHOS HOLDINGS INC COM 45774N108 752 37,969 X 37,969
INTEGRATED DEVICE TECHNOLOGY COM 458118106 140 24,900 X 24,900
INTEL CORP COM 458140100 6,585 449,165 X 449,165
INTERACTIVE INTELLIGENCE INC COM 45839M103 151 23,543 X 23,543
INTERACTIVE BROKERS GROUP IN COM 45841N107 324 18,100 X 18,100
INTERMEC INC COM 458786100 218 16,388 X 16,388
INTERNATIONAL BANCSHARES COR COM 459044103 562 25,724 X 25,724
INTERNATIONAL BUSINESS MACHS COM 459200101 7,981 94,831 X 94,831
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 294 9,900 X 9,900
INTERNATIONAL GAME TECHNOLOG COM 459902102 559 47,001 X 47,001
INTL PAPER CO COM 460146103 547 46,394 X 46,394
INTERNATIONAL RECTIFIER CORP COM 460254105 374 27,674 X 27,674
INTERSIL CORP CL A 46069S109 177 19,300 X 19,300
INVACARE CORP COM 461203101 609 39,235 X 39,235
INVENTIV HEALTH INC COM 46122E105 328 28,400 X 28,400
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 393 17,281 X 17,281
INVESTORS BANCORP INC COM 46146P102 500 37,200 X 37,200
ION GEOPHYSICAL CORP COM 462044108 354 103,132 X 103,132
IRWIN FINL CORP COM 464119106 48 37,560 X 37,560
ISHARES TR RUSSELL MIDCAP 464287499 51,831 867,899 X 867,899
ISHARES TR RUSSELL 2000 464287655 29,707 603,310 X 603,310
ISHARES TR RUSSELL 3000 464287689 15,236 293,000 X 293,000
I2 TECHNOLOGIES INC COM NEW 465754208 422 66,100 X 66,100
JDS UNIPHASE CORP COM PAR $0.001 46612J507 357 97,900 X 97,900
JDA SOFTWARE GROUP INC COM 46612K108 576 43,900 X 43,900
JPMORGAN & CHASE & CO COM 46625H100 6,805 215,815 X 215,815
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 578 28,860 X 28,860
JACKSON HEWITT TAX SVCS INC COM 468202106 384 24,495 X 24,495
JANUS CAP GROUP INC COM 47102X105 146 18,161 X 18,161
JETBLUE AIRWAYS CORP COM 477143101 200 28,222 X 28,222
JOHNSON & JOHNSON COM 478160104 10,950 183,018 X 183,018
JOHNSON CTLS INC COM 478366107 570 31,369 X 31,369
KBW INC COM 482423100 292 12,685 X 12,685
KLA-TENCOR CORP COM 482480100 549 25,200 X 25,200
K-SWISS INC CL A 482686102 570 50,000 X 50,000
KELLOGG CO COM 487836108 568 12,951 X 12,951
KELLY SVCS INC CL A 488152208 428 32,894 X 32,894
KENEXA CORP COM 488879107 213 26,652 X 26,652
KENSEY NASH CORP COM 490057106 675 34,800 X 34,800
KEY ENERGY SVCS INC COM 492914106 429 97,201 X 97,201
KIMBERLY CLARK CORP COM 494368103 1,208 22,902 X 22,902
KINETIC CONCEPTS INC COM NEW 49460W208 1,267 66,064 X 66,064
KING PHARMACEUTICALS INC COM 495582108 321 30,216 X 30,216
KIRBY CORP COM 497266106 643 23,498 X 23,498
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 568 28,591 X 28,591
KORN FERRY INTL COM NEW 500643200 167 14,652 X 14,652
KRAFT FOODS INC CL A 50075N104 2,141 79,725 X 79,725
KROGER CO COM 501044101 950 35,953 X 35,953
LANCASTER COLONY CORP COM 513847103 333 9,700 X 9,700
LANDAUER INC COM 51476K103 445 6,077 X 6,077
LANDSTAR SYS INC COM 515098101 381 9,927 X 9,927
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 808 73,087 X 73,087
LENNAR CORP CL A 526057104 228 26,270 X 26,270
LEXMARK INTL NEW CL A 529771107 367 13,652 X 13,652
LIBERTY PPTY TR SH BEN INT 531172104 1,479 64,798 X 64,798
LIFE SCIENCES RESH INC COM 532169109 295 31,600 X 31,600
LIFE TECHNOLOGIES CORP COM 53217V109 1,359 58,300 X 58,300
LILLY ELI & CO COM 532457108 2,722 67,606 X 67,606
LIMITED BRANDS INC COM 532716107 552 54,937 X 54,937
LINCOLN ELEC HLDGS INC COM 533900106 209 4,100 X 4,100
LINCOLN NATL CORP IND COM 534187109 557 29,558 X 29,558
LINDSAY CORP COM 535555106 301 9,468 X 9,468
LIONS GATE ENTMNT CORP COM NEW 535919203 260 47,324 X 47,324
LITTELFUSE INC COM 537008104 994 59,858 X 59,858
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 531 68,957 X 68,957
LO-JACK CORP COM 539451104 135 32,648 X 32,648
LOCKHEED MARTIN CORP COM 539830109 2,886 34,325 X 34,325
LOEWS CORP COM 540424108 492 17,426 X 17,426
LORILLARD INC COM 544147101 254 4,513 X 4,513
LOWES COS INC COM 548661107 1,684 78,247 X 78,247
LUBRIZOL CORP COM 549271104 1,347 37,003 X 37,003
LUMINEX CORP DEL COM 55027E102 480 22,476 X 22,476
M & T BK CORP COM 55261F104 534 9,304 X 9,304
MFA MTG INVTS INC COM 55272X102 101 17,126 X 17,126
MGIC INVT CORP WIS COM 552848103 839 241,212 X 241,212
MTS SYS CORP COM 553777103 612 22,970 X 22,970
MACATAWA BK CORP COM 554225102 67 19,421 X 19,421
MACK CALI RLTY CORP COM 554489104 478 19,519 X 19,519
MACYS INC COM 55616P104 583 56,345 X 56,345
MAGELLAN HEALTH SVCS INC COM NEW 559079207 658 16,800 X 16,800
MAGNA INTL INC CL A 559222401 570 19,061 X 19,061
MANULIFE FINL CORP COM 56501R106 528 31,017 X 31,017
MARATHON OIL CORP COM 565849106 2,297 83,957 X 83,957
MARCHEX INC CL B 56624R108 82 14,000 X 14,000
MARTEK BIOSCIENCES CORP COM 572901106 237 7,812 X 7,812
MASCO CORP COM 574599106 556 49,979 X 49,979
MASIMO CORP COM 574795100 338 11,323 X 11,323
MASTEC INC COM 576323109 125 10,802 X 10,802
MASTERCARD INC CL A 57636Q104 556 3,890 X 3,890
MATRIX SVC CO COM 576853105 176 22,900 X 22,900
MAXIM INTEGRATED PRODS INC COM 57772K101 483 42,270 X 42,270
MAXYGEN INC COM 577776107 390 43,700 X 43,700
MAXIMUS INC COM 577933104 638 18,161 X 18,161
MCDONALDS CORP COM 580135101 3,806 61,201 X 61,201
MCGRAW HILL COS INC COM 580645109 482 20,769 X 20,769
MCKESSON CORP COM 58155Q103 584 15,075 X 15,075
MCMORAN EXPLORATION CO COM 582411104 369 37,681 X 37,681
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,169 27,893 X 27,893
MEDTRONIC INC COM 585055106 1,884 59,951 X 59,951
MERCK & CO INC COM 589331107 4,145 136,351 X 136,351
MEREDITH CORP COM 589433101 297 17,320 X 17,320
MERRILL LYNCH & CO INC COM 590188108 2,519 216,373 X 216,373
MESABI TR CTF BEN INT 590672101 245 28,269 X 28,269
METLIFE INC COM 59156R108 2,476 71,028 X 71,028
MICREL INC COM 594793101 303 41,475 X 41,475
MICROS SYS INC COM 594901100 191 11,695 X 11,695
MICROSOFT CORP COM 594918104 8,438 434,074 X 434,074
MICROSTRATEGY INC CL A NEW 594972408 387 10,435 X 10,435
MICROCHIP TECHNOLOGY INC COM 595017104 551 28,200 X 28,200
MID-AMER APT CMNTYS INC COM 59522J103 312 8,401 X 8,401
MILLER HERMAN INC COM 600544100 297 22,805 X 22,805
MOBILE MINI INC COM 60740F105 159 11,000 X 11,000
MOLINA HEALTHCARE INC COM 60855R100 581 32,969 X 32,969
MOLEX INC COM 608554101 316 21,834 X 21,834
MONSANTO CO NEW COM 61166W101 3,334 47,397 X 47,397
MONSTER WORLDWIDE INC COM 611742107 208 17,219 X 17,219
MORGAN STANLEY COM NEW 617446448 2,127 132,585 X 132,585
MOSAIC CO COM 61945A107 1,358 39,246 X 39,246
MOTOROLA INC COM 620076109 1,070 241,557 X 241,557
MUELLER INDS INC COM 624756102 374 14,905 X 14,905
MURPHY OIL CORP COM 626717102 1,340 30,209 X 30,209
NVR INC COM 62944T105 355 779 X 779
NVE CORP COM NEW 629445206 364 13,937 X 13,937
NYSE EURONEXT COM 629491101 383 14,001 X 14,001
NATIONAL CITY CORP COM 635405103 457 252,566 X 252,566
NATIONAL FINL PARTNERS CORP COM 63607P208 233 76,794 X 76,794
NATIONAL OILWELL VARCO INC COM 637071101 1,914 78,304 X 78,304
NATIONAL PENN BANCSHARES INC COM 637138108 328 22,600 X 22,600
NATIONAL SEMICONDUCTOR CORP COM 637640103 260 25,814 X 25,814
NAVISTAR INTL CORP NEW COM 63934E108 1,240 57,999 X 57,999
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 369 26,900 X 26,900
NETEASE COM INC SPONSORED ADR 64110W102 451 20,406 X 20,406
NEWCASTLE INVT CORP COM 65105M108 112 133,361 X 133,361
NEWELL RUBBERMAID INC COM 651229106 576 58,873 X 58,873
NEWMARKET CORP COM 651587107 1,269 36,362 X 36,362
NEWMONT MINING CORP COM 651639106 931 22,874 X 22,874
NEWS CORP CL A 65248E104 2,451 269,689 X 269,689
NIKE INC CL B 654106103 957 18,773 X 18,773
NOKIA CORP SPONSORED ADR 654902204 598 38,321 X 38,321
NORFOLK SOUTHERN CORP COM 655844108 952 20,236 X 20,236
NORTHROP GRUMMAN CORP COM 666807102 1,420 31,527 X 31,527
NORTHWESTERN CORP COM NEW 668074305 343 14,602 X 14,602
NOVA CHEMICALS CORP COM 66977W109 155 32,399 X 32,399
NOVATEL WIRELESS INC COM NEW 66987M604 324 69,818 X 69,818
NOVELLUS SYS INC COM 670008101 131 10,621 X 10,621
NU SKIN ENTERPRISES INC CL A 67018T105 386 36,969 X 36,969
NUCOR CORP COM 670346105 2,137 46,255 X 46,255
OBAGI MEDICAL PRODUCTS INC COM 67423R108 360 48,214 X 48,214
OCCIDENTAL PETE CORP DEL COM 674599105 2,653 44,232 X 44,232
ODYSSEY HEALTHCARE INC COM 67611V101 311 33,600 X 33,600
OFFICEMAX INC DEL COM 67622P101 354 46,349 X 46,349
OIL STS INTL INC COM 678026105 392 20,994 X 20,994
OLD REP INTL CORP COM 680223104 820 68,765 X 68,765
OMNICOM GROUP INC COM 681919106 462 17,162 X 17,162
OMNIVISION TECHNOLOGIES INC COM 682128103 122 23,200 X 23,200
ONYX PHARMACEUTICALS INC COM 683399109 279 8,158 X 8,158
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 486 67,876 X 67,876
OPEN TEXT CORP COM 683715106 1,322 43,891 X 43,891
ORACLE CORP COM 68389X105 3,732 210,517 X 210,517
OSHKOSH CORP COM 688239201 375 42,227 X 42,227
P F CHANGS CHINA BISTRO INC COM 69333Y108 966 46,148 X 46,148
PMI GROUP INC COM 69344M101 194 99,564 X 99,564
PNC FINL SVCS GROUP INC COM 693475105 1,504 30,690 X 30,690
PNM RES INC COM 69349H107 111 10,977 X 10,977
PPG INDS INC COM 693506107 538 12,674 X 12,674
PACCAR INC COM 693718108 557 19,461 X 19,461
PACER INTL INC TENN COM 69373H106 543 52,084 X 52,084
PACKAGING CORP AMER COM 695156109 256 19,053 X 19,053
PACWEST BANCORP DEL COM 695263103 309 11,501 X 11,501
PANASONIC CORP ADR 69832A205 566 45,517 X 45,517
PANERA BREAD CO CL A 69840W108 332 6,361 X 6,361
PANTRY INC COM 698657103 408 19,000 X 19,000
PAR PHARMACEUTICAL COS INC COM 69888P106 945 70,451 X 70,451
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,424 112,564 X 112,564
PARK ELECTROCHEMICAL CORP COM 700416209 335 17,656 X 17,656
PARK NATL CORP COM 700658107 309 4,312 X 4,312
PARKWAY PPTYS INC COM 70159Q104 318 17,656 X 17,656
PARTNER COMMUNICATIONS CO LT ADR 70211M109 366 22,175 X 22,175
PEABODY ENERGY CORP COM 704549104 331 14,540 X 14,540
PEDIATRIX MED GROUP COM 705324101 671 21,170 X 21,170
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 461 61,862 X 61,862
PEPSICO INC COM 713448108 6,122 111,780 X 111,780
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 331 19,217 X 19,217
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 258 18,858 X 18,858
PFIZER INC COM 717081103 8,637 487,690 X 487,690
PHILIP MORRIS INTL INC COM 718172109 4,959 113,983 X 113,983
PHOENIX COS INC NEW COM 71902E109 213 64,991 X 64,991
PIONEER DRILLING CO COM 723655106 78 14,000 X 14,000
PITNEY BOWES INC COM 724479100 579 22,730 X 22,730
PLANTRONICS INC NEW COM 727493108 133 10,105 X 10,105
POLARIS INDS INC COM 731068102 555 19,376 X 19,376
POPULAR INC COM 733174106 69 13,294 X 13,294
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,280 37,823 X 37,823
PRAXAIR INC COM 74005P104 990 16,682 X 16,682
PRE PAID LEGAL SVCS INC COM 740065107 445 11,929 X 11,929
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 623 27,621 X 27,621
PROCTER & GAMBLE CO COM 742718109 10,089 163,193 X 163,193
PROLOGIS SH BEN INT 743410102 1,215 87,444 X 87,444
PROTECTIVE LIFE CORP COM 743674103 497 34,631 X 34,631
PROVIDENT BANKSHARES CORP COM 743859100 267 27,610 X 27,610
PRUDENTIAL FINL INC COM 744320102 1,256 41,511 X 41,511
PUBLIC SVC ENTERPRISE GROUP COM 744573106 784 26,884 X 26,884
QLOGIC CORP COM 747277101 673 50,100 X 50,100
QUALCOMM INC COM 747525103 3,106 86,683 X 86,683
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,624 174,464 X 174,464
QUIDEL CORP COM 74838J101 341 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 622 170,763 X 170,763
RADIOSHACK CORP COM 750438103 1,731 145,016 X 145,016
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 97 15,654 X 15,654
RAYTHEON CO COM NEW 755111507 2,301 45,086 X 45,086
RED HAT INC COM 756577102 210 15,887 X 15,887
REGAL ENTMT GROUP CL A 758766109 339 33,233 X 33,233
REHABCARE GROUP INC COM 759148109 565 37,274 X 37,274
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,313 65,824 X 65,824
REPUBLIC AWYS HLDGS INC COM 760276105 1,401 131,283 X 131,283
RESOURCE CAP CORP COM 76120W302 107 27,892 X 27,892
REVLON INC CL A NEW 761525609 233 34,867 X 34,867
REYNOLDS AMERICAN INC COM 761713106 365 9,066 X 9,066
RISKMETRICS GROUP INC COM 767735103 325 21,818 X 21,818
ROCKWELL AUTOMATION INC COM 773903109 568 17,631 X 17,631
ROCKWOOD HLDGS INC COM 774415103 451 41,768 X 41,768
ROCKY BRANDS INC COM 774515100 84 20,700 X 20,700
ROSETTA RESOURCES INC COM 777779307 223 31,450 X 31,450
ROYAL BK CDA MONTREAL QUE COM 780087102 569 19,184 X 19,184
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,270 23,994 X 23,994
ROYAL GOLD INC COM 780287108 379 7,700 X 7,700
SL GREEN RLTY CORP COM 78440X101 363 14,031 X 14,031
SPSS INC COM 78462K102 438 16,238 X 16,238
S1 CORPORATION COM 78463B101 100 12,700 X 12,700
SABINE ROYALTY TR UNIT BEN INT 785688102 380 9,269 X 9,269
ST JUDE MED INC COM 790849103 1,310 39,745 X 39,745
SALIX PHARMACEUTICALS INC COM 795435106 113 12,842 X 12,842
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 347 11,204 X 11,204
SANOFI AVENTIS SPONSORED ADR 80105N105 580 18,048 X 18,048
SAPIENT CORP COM 803062108 212 47,767 X 47,767
SCANSOURCE INC COM 806037107 798 41,400 X 41,400
SCHERING PLOUGH CORP COM 806605101 2,778 163,109 X 163,109
SCHLUMBERGER LTD COM 806857108 2,717 64,180 X 64,180
SCHWAB CHARLES CORP NEW COM 808513105 825 51,037 X 51,037
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 266 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 607 9,102 X 9,102
SEMTECH CORP COM 816850101 137 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 383 21,397 X 21,397
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 537 16,600 X 16,600
SIEMENS A G SPONSORED ADR 826197501 603 7,955 X 7,955
SIERRA WIRELESS INC COM 826516106 96 16,400 X 16,400
SILICON LABORATORIES INC COM 826919102 260 10,505 X 10,505
SILICON IMAGE INC COM 82705T102 112 26,700 X 26,700
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 357 80,100 X 80,100
SIMON PPTY GROUP INC NEW COM 828806109 627 11,807 X 11,807
SINCLAIR BROADCAST GROUP INC CL A 829226109 371 119,700 X 119,700
SKECHERS U S A INC CL A 830566105 626 48,814 X 48,814
SKILLED HEALTHCARE GROUP INC CL A 83066R107 253 29,983 X 29,983
SKILLSOFT PLC SPONSORED ADR 830928107 105 14,700 X 14,700
SMITH A O COM 831865209 753 25,504 X 25,504
SOFTBRANDS INC COM 83402A107 4 10,670 X 10,670
SOMANETICS CORP COM NEW 834445405 213 12,900 X 12,900
SONIC AUTOMOTIVE INC CL A 83545G102 328 82,498 X 82,498
SONICWALL INC COM 835470105 80 20,141 X 20,141
SONOCO PRODS CO COM 835495102 517 22,338 X 22,338
SOUTH FINL GROUP INC COM 837841105 252 58,262 X 58,262
SOUTHERN CO COM 842587107 1,528 41,285 X 41,285
SOUTHERN COPPER CORP COM 84265V105 187 11,642 X 11,642
SOUTHWEST GAS CORP COM 844895102 584 23,164 X 23,164
SOVEREIGN BANCORP INC COM 845905108 105 35,163 X 35,163
SPARTAN STORES INC COM 846822104 344 14,800 X 14,800
SPARTECH CORP COM NEW 847220209 97 15,561 X 15,561
SPRINT NEXTEL CORP COM SER 1 852061100 270 147,662 X 147,662
STAGE STORES INC COM NEW 85254C305 661 80,148 X 80,148
STANDARD PARKING CORP COM 853790103 327 16,900 X 16,900
STANLEY INC COM 854532108 357 9,858 X 9,858
STANLEY WKS COM 854616109 569 16,682 X 16,682
STAPLES INC COM 855030102 670 37,399 X 37,399
STATE STR CORP COM 857477103 2,235 56,817 X 56,817
STONE ENERGY CORP COM 861642106 374 33,955 X 33,955
STRATEGIC HOTELS & RESORTS I COM 86272T106 302 179,665 X 179,665
STRAYER ED INC COM 863236105 292 1,364 X 1,364
STRYKER CORP COM 863667101 647 16,195 X 16,195
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 430 12,128 X 12,128
SUNOCO INC COM 86764P109 1,352 31,115 X 31,115
SUNSTONE HOTEL INVS INC NEW COM 867892101 748 120,893 X 120,893
SUNTRUST BKS INC COM 867914103 1,080 36,562 X 36,562
SUPER MICRO COMPUTER INC COM 86800U104 367 57,950 X 57,950
SYMANTEC CORP COM 871503108 617 45,653 X 45,653
SYNOVUS FINL CORP COM 87161C105 560 67,424 X 67,424
SYNTEL INC COM 87162H103 301 13,000 X 13,000
SYNIVERSE HLDGS INC COM 87163F106 120 10,079 X 10,079
SYSCO CORP COM 871829107 737 32,133 X 32,133
TNS INC COM 872960109 235 24,975 X 24,975
T-3 ENERGY SRVCS INC COM 87306E107 294 31,100 X 31,100
TW TELECOM INC COM 87311L104 352 41,600 X 41,600
TARGET CORP COM 87612E106 1,487 43,077 X 43,077
TECH DATA CORP COM 878237106 366 20,500 X 20,500
TECK COMINCO LTD CL B 878742204 319 64,899 X 64,899
TEKELEC COM 879101103 1,801 135,027 X 135,027
TELECOM ARGENTINA S A SPON ADR REP B 879273209 265 34,904 X 34,904
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 510 76,155 X 76,155
TELECOMMUNICATION SYS INC CL A 87929J103 121 14,100 X 14,100
TELEFONICA S A SPONSORED ADR 879382208 564 8,371 X 8,371
TELLABS INC COM 879664100 121 29,354 X 29,354
TELUS CORP NON-VTG SHS 87971M202 570 20,067 X 20,067
TERADATA CORP DEL COM 88076W103 311 20,970 X 20,970
TERRA INDS INC COM 880915103 1,727 103,593 X 103,593
TERRA NITROGEN CO L P COM UNIT 881005201 410 4,352 X 4,352
TEXAS INSTRS INC COM 882508104 1,631 105,112 X 105,112
TEXTRON INC COM 883203101 476 34,354 X 34,354
THE9 LTD ADR 88337K104 445 33,406 X 33,406
THERMO FISHER SCIENTIFIC INC COM 883556102 756 22,204 X 22,204
THINKORSWIM GROUP INC COM 88409C105 1,196 212,800 X 212,800
THOR INDS INC COM 885160101 225 17,054 X 17,054
3M CO COM 88579Y101 2,163 37,591 X 37,591
TIBCO SOFTWARE INC COM 88632Q103 91 17,559 X 17,559
TIMBERLAND CO CL A 887100105 196 16,932 X 16,932
TIME WARNER INC COM 887317105 1,943 193,149 X 193,149
TIVO INC COM 888706108 621 86,700 X 86,700
TORO CO COM 891092108 327 9,904 X 9,904
TORONTO DOMINION BK ONT COM NEW 891160509 574 16,008 X 16,008
TRADESTATION GROUP INC COM 89267P105 152 23,500 X 23,500
TRAVELERS COMPANIES INC COM 89417E109 2,758 61,027 X 61,027
TRAVELZOO INC COM 89421Q106 289 51,934 X 51,934
TREX INC COM 89531P105 371 22,520 X 22,520
TRICO MARINE SERVICES INC COM NEW 896106200 376 84,200 X 84,200
TRIUMPH GROUP INC NEW COM 896818101 374 8,811 X 8,811
TRUEBLUE INC COM 89785X101 106 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 300 31,500 X 31,500
UGI CORP NEW COM 902681105 1,322 54,130 X 54,130
US BANCORP DEL COM NEW 902973304 3,542 141,623 X 141,623
USA MOBILITY INC COM 90341G103 364 31,487 X 31,487
UNION PAC CORP COM 907818108 2,653 55,496 X 55,496
UNITED CMNTY FINL CORP OHIO COM 909839102 30 33,223 X 33,223
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 190 14,020 X 14,020
UNITED ONLINE INC COM 911268100 1,649 271,637 X 271,637
UNITED PARCEL SERVICE INC CL B 911312106 2,024 36,699 X 36,699
UNITED RENTALS INC COM 911363109 384 42,074 X 42,074
U STORE IT TR COM 91274F104 520 116,854 X 116,854
UNITED STATES STL CORP NEW COM 912909108 1,605 43,153 X 43,153
UNITED STATIONERS INC COM 913004107 586 17,500 X 17,500
UNITED TECHNOLOGIES CORP COM 913017109 4,318 80,555 X 80,555
UNITEDHEALTH GROUP INC COM 91324P102 3,122 117,377 X 117,377
VALERO ENERGY CORP NEW COM 91913Y100 1,932 89,290 X 89,290
VALLEY NATL BANCORP COM 919794107 268 13,236 X 13,236
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 312 17,200 X 17,200
VECTOR GROUP LTD COM 92240M108 295 21,638 X 21,638
VEECO INSTRS INC DEL COM 922417100 425 67,000 X 67,000
VERIZON COMMUNICATIONS INC COM 92343V104 6,764 199,520 X 199,520
VIACOM INC NEW CL B 92553P201 583 30,606 X 30,606
VIGNETTE CORP COM NEW 926734401 104 11,073 X 11,073
VIROPHARMA INC COM 928241108 1,761 135,269 X 135,269
VISA INC COM CL A 92826C839 1,257 23,973 X 23,973
VISHAY INTERTECHNOLOGY INC COM 928298108 88 25,778 X 25,778
VISIONCHINA MEDIA INC SPONS ADR 92833U103 326 59,700 X 59,700
VNUS MED TECHNOLOGIES INC COM 928566108 367 22,600 X 22,600
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 523 25,570 X 25,570
W & T OFFSHORE INC COM 92922P106 449 31,366 X 31,366
WD-40 CO COM 929236107 346 12,234 X 12,234
WPP PLC ADR 92933H101 592 20,000 X 20,000
WACHOVIA CORP NEW COM 929903102 518 93,543 X 93,543
WADDELL & REED FINL INC CL A 930059100 210 13,598 X 13,598
WAL MART STORES INC COM 931142103 6,773 120,811 X 120,811
WALGREEN CO COM 931422109 1,297 52,554 X 52,554
WASTE MGMT INC DEL COM 94106L109 878 26,505 X 26,505
WEBSTER FINL CORP CONN COM 947890109 435 31,583 X 31,583
WEIGHT WATCHERS INTL INC NEW COM 948626106 272 9,244 X 9,244
WELLCARE HEALTH PLANS INC COM 94946T106 374 29,114 X 29,114
WELLPOINT INC COM 94973V107 2,476 58,768 X 58,768
WELLS FARGO & CO NEW COM 949746101 6,754 229,103 X 229,103
WERNER ENTERPRISES INC COM 950755108 390 22,473 X 22,473
WEST COAST BANCORP ORE NEW COM 952145100 84 12,700 X 12,700
WESTERN UN CO COM 959802109 566 39,441 X 39,441
WET SEAL INC CL A 961840105 351 118,200 X 118,200
WHIRLPOOL CORP COM 963320106 579 13,999 X 13,999
WHITNEY HLDG CORP COM 966612103 438 27,377 X 27,377
WILLBROS GROUP INC COM 969199108 404 47,652 X 47,652
WILLIAMS COS INC DEL COM 969457100 453 31,296 X 31,296
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 289 24,195 X 24,195
WILLIAMS SONOMA INC COM 969904101 79 10,055 X 10,055
WILMINGTON TRUST CORP COM 971807102 215 9,655 X 9,655
WINDSTREAM CORP COM 97381W104 539 58,578 X 58,578
WOLVERINE WORLD WIDE INC COM 978097103 305 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 1,246 63,070 X 63,070
WORLD FUEL SVCS CORP COM 981475106 1,393 37,654 X 37,654
WORLD WRESTLING ENTMT INC CL A 98156Q108 257 23,199 X 23,199
WYETH COM 983024100 2,693 71,806 X 71,806
XTO ENERGY INC COM 98385X106 1,029 29,189 X 29,189
XILINX INC COM 983919101 596 33,420 X 33,420
YAHOO INC COM 984332106 901 73,853 X 73,853
ZIMMER HLDGS INC COM 98956P102 500 12,358 X 12,358
ZIONS BANCORPORATION COM 989701107 516 21,053 X 21,053
ZUMIEZ INC COM 989817101 156 20,900 X 20,900