UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2009.
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 January 26, 2010
--------------------- ----------------- -----------------
[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: 870
Form 13F Information Table Value Total: $990,690
(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 412 5,814 X 5,814
ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 408 8,846 X 8,846
COOPER INDUSTRIES PLC SHS G24140108 792 18,569 X 18,569
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 615 16,518 X 16,518
EVEREST RE GROUP LTD COM G3223R108 459 5,360 X 5,360
GARMIN LTD ORD G37260109 1,271 41,400 X 41,400
HELEN OF TROY CORP LTD COM G4388N106 478 19,537 X 19,537
HERBALIFE LTD COM USD SHS G4412G101 530 13,065 X 13,065
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 399 30,065 X 30,065
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 509 24,538 X 24,538
MAX CAPITAL GROUP LTD SHS G6052F103 219 9,813 X 9,813
MONTPELIER RE HOLDINGS LTD SHS G62185106 219 12,628 X 12,628
ONEBEACON INSURANCE GROUP LT CL A G67742109 458 33,233 X 33,233
PARTNERRE LTD COM G6852T105 1,175 15,741 X 15,741
PLATINUM UNDERWRITER HLDGS L COM G7127P100 698 18,240 X 18,240
SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 478 75,961 X 75,961
WARNER CHILCOTT PLC IRELAND SHS A G94368100 976 34,295 X 34,295
WHITE MTNS INS GROUP LTD COM G9618E107 219 657 X 657
ACE LTD SHS H0023R105 808 16,032 X 16,032
TRANSOCEAN LTD REG SHS H8817H100 398 4,804 X 4,804
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 836 34,050 X 34,050
CELLCOM ISRAEL LTD SHS M2196U109 362 11,294 X 11,294
ORTHOFIX INTL N V COM N6748L102 416 13,451 X 13,451
STEINER LEISURE LTD ORD P8744Y102 963 24,220 X 24,220
DIANA SHIPPING INC COM Y2066G104 616 42,527 X 42,527
GENCO SHIPPING & TRADING LTD SHS Y2685T107 448 20,018 X 20,018
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 479 23,985 X 23,985
TEEKAY TANKERS LTD CL A Y8565N102 490 57,438 X 57,438
AAON INC COM PAR $0.004 000360206 233 11,962 X 11,962
ACCO BRANDS CORP COM 00081T108 507 69,643 X 69,643
AFC ENTERPRISES INC COM 00104Q107 333 40,822 X 40,822
AFLAC INC COM 001055102 1,952 42,214 X 42,214
AGL RES INC COM 001204106 262 7,193 X 7,193
AMN HEALTHCARE SERVICES INC COM 001744101 105 11,567 X 11,567
APAC CUSTOMER SERVICES INC COM 00185E106 304 51,005 X 51,005
AT&T INC COM 00206R102 9,788 349,198 X 349,198
ATC TECHNOLOGY CORP COM 00211W104 1,090 45,714 X 45,714
AZZ INC COM 002474104 616 18,849 X 18,849
ABBOTT LABS COM 002824100 4,458 82,568 X 82,568
ACERGY S A SPONSORED ADR 00443E104 275 17,622 X 17,622
ACTIVISION BLIZZARD INC COM 00507V109 331 29,801 X 29,801
ACXIOM CORP COM 005125109 467 34,800 X 34,800
ADOBE SYS INC COM 00724F101 1,028 27,952 X 27,952
ADTRAN INC COM 00738A106 380 16,859 X 16,859
ADVANCE AMER CASH ADVANCE CT COM 00739W107 580 104,267 X 104,267
ADVANCED ENERGY INDS COM 007973100 536 35,549 X 35,549
AETNA INC NEW COM 00817Y108 756 23,852 X 23,852
AIR METHODS CORP COM PAR $.06 009128307 441 13,108 X 13,108
AIR PRODS & CHEMS INC COM 009158106 908 11,198 X 11,198
AIR TRANSPORT SERVICES GRP I COM 00922R105 313 118,450 X 118,450
ALASKA AIR GROUP INC COM 011659109 466 13,492 X 13,492
ALBANY INTL CORP CL A 012348108 746 33,205 X 33,205
ALCOA INC COM 013817101 838 51,996 X 51,996
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 383 5,959 X 5,959
ALLEGHENY TECHNOLOGIES INC COM 01741R102 423 9,452 X 9,452
ALLERGAN INC COM 018490102 1,024 16,249 X 16,249
ALLIANCE ONE INTL INC COM 018772103 126 25,860 X 25,860
ALLIANT TECHSYSTEMS INC COM 018804104 555 6,293 X 6,293
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 645 22,968 X 22,968
ALLSTATE CORP COM 020002101 3,272 108,905 X 108,905
ALON USA ENERGY INC COM 020520102 430 62,878 X 62,878
ALPHA NATURAL RESOURCES INC COM 02076X102 922 21,259 X 21,259
ALTRA HOLDINGS INC COM 02208R106 556 44,988 X 44,988
ALTRIA GROUP INC COM 02209S103 2,173 110,707 X 110,707
AMAZON COM INC COM 023135106 4,031 29,965 X 29,965
AMCOL INTL CORP COM 02341W103 492 17,325 X 17,325
AMEDISYS INC COM 023436108 683 14,057 X 14,057
AMERICAN ELEC PWR INC COM 025537101 885 25,442 X 25,442
AMERICAN EQTY INVT LIFE HLD COM 025676206 673 90,489 X 90,489
AMERICAN EXPRESS CO COM 025816109 2,194 54,148 X 54,148
AMERICAN FINL GROUP INC OHIO COM 025932104 1,437 57,615 X 57,615
AMERICAN GREETINGS CORP CL A 026375105 475 21,779 X 21,779
AMERICAN MED SYS HLDGS INC COM 02744M108 465 24,116 X 24,116
AMERICAN PUBLIC EDUCATION IN COM 02913V103 427 12,413 X 12,413
AMERICAN STS WTR CO COM 029899101 479 13,522 X 13,522
AMERICAN TOWER CORP CL A 029912201 917 21,223 X 21,223
AMERICAN SUPERCONDUCTOR CORP COM 030111108 254 6,217 X 6,217
AMERISTAR CASINOS INC COM 03070Q101 423 27,799 X 27,799
AMGEN INC COM 031162100 3,056 54,028 X 54,028
AMKOR TECHNOLOGY INC COM 031652100 905 126,335 X 126,335
AMSURG CORP COM 03232P405 530 24,060 X 24,060
ANADARKO PETE CORP COM 032511107 1,663 26,639 X 26,639
ANIXTER INTL INC COM 035290105 391 8,307 X 8,307
ANNALY CAP MGMT INC COM 035710409 1,240 71,498 X 71,498
ANWORTH MORTGAGE ASSET CP COM 037347101 204 29,115 X 29,115
APACHE CORP COM 037411105 2,281 22,109 X 22,109
APOGEE ENTERPRISES INC COM 037598109 407 29,056 X 29,056
APOLLO INVT CORP COM 03761U106 129 13,548 X 13,548
APPLE INC COM 037833100 12,643 59,995 X 59,995
APPLIED MATLS INC COM 038222105 2,678 192,144 X 192,144
ARCHER DANIELS MIDLAND CO COM 039483102 1,073 34,261 X 34,261
ARES CAP CORP COM 04010L103 156 12,567 X 12,567
ARIBA INC COM NEW 04033V203 126 10,050 X 10,050
ARKANSAS BEST CORP DEL COM 040790107 384 13,044 X 13,044
ARRIS GROUP INC COM 04269Q100 508 44,410 X 44,410
ARROW ELECTRS INC COM 042735100 253 8,547 X 8,547
ASSOCIATED BANC CORP COM 045487105 151 13,678 X 13,678
ASTORIA FINL CORP COM 046265104 511 41,137 X 41,137
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 496 13,312 X 13,312
AURIZON MINES LTD COM 05155P106 326 72,500 X 72,500
AUTOMATIC DATA PROCESSING IN COM 053015103 1,149 26,824 X 26,824
AVERY DENNISON CORP COM 053611109 1,174 32,170 X 32,170
AVNET INC COM 053807103 524 17,369 X 17,369
BB&T CORP COM 054937107 876 34,522 X 34,522
BCE INC COM NEW 05534B760 900 32,580 X 32,580
BGC PARTNERS INC CL A 05541T101 107 23,256 X 23,256
BP PLC SPONSORED ADR 055622104 471 8,127 X 8,127
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 348 4,198 X 4,198
BT GROUP PLC ADR 05577E101 1,156 53,171 X 53,171
BADGER METER INC COM 056525108 261 6,551 X 6,551
BAKER HUGHES INC COM 057224107 669 16,526 X 16,526
BANK OF AMERICA CORPORATION COM 060505104 9,861 654,783 X 654,783
BANK HAWAII CORP COM 062540109 488 10,368 X 10,368
BANK MONTREAL QUE COM 063671101 876 16,504 X 16,504
BANK OF NEW YORK MELLON CORP COM 064058100 3,546 126,777 X 126,777
BARNES & NOBLE INC COM 067774109 205 10,751 X 10,751
BASIC ENERGY SVCS INC NEW COM 06985P100 430 48,327 X 48,327
BAXTER INTL INC COM 071813109 1,896 32,310 X 32,310
BECTON DICKINSON & CO COM 075887109 1,008 12,784 X 12,784
BEMIS INC COM 081437105 1,425 48,053 X 48,053
BERRY PETE CO CL A 085789105 960 32,936 X 32,936
BEST BUY INC COM 086516101 709 17,973 X 17,973
BIG 5 SPORTING GOODS CORP COM 08915P101 556 32,367 X 32,367
BIG LOTS INC COM 089302103 875 30,192 X 30,192
BIOGEN IDEC INC COM 09062X103 824 15,400 X 15,400
BIOMED REALTY TRUST INC COM 09063H107 367 23,271 X 23,271
BIOVAIL CORP COM 09067J109 486 34,825 X 34,825
BLACKROCK INC COM 09247X101 249 1,073 X 1,073
BLOCK H & R INC COM 093671105 931 41,180 X 41,180
BOEING CO COM 097023105 2,869 53,005 X 53,005
BOSTON BEER INC CL A 100557107 706 15,160 X 15,160
BOSTON SCIENTIFIC CORP COM 101137107 724 80,390 X 80,390
BOYD GAMING CORP COM 103304101 479 57,228 X 57,228
BRADY CORP CL A 104674106 409 13,635 X 13,635
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 136 11,922 X 11,922
BRASIL TELECOM SA SPONS ADR PFD 10553M101 358 12,296 X 12,296
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 418 39,513 X 39,513
BRIDGEPOINT ED INC COM 10807M105 796 52,983 X 52,983
BRINKER INTL INC COM 109641100 269 17,999 X 17,999
BRISTOL MYERS SQUIBB CO COM 110122108 3,206 126,972 X 126,972
BROADCOM CORP CL A 111320107 1,345 42,753 X 42,753
BRONCO DRILLING CO INC COM 112211107 430 84,865 X 84,865
BROWN SHOE INC NEW COM 115736100 194 19,702 X 19,702
BRUKER CORP COM 116794108 460 38,132 X 38,132
BRUNSWICK CORP COM 117043109 527 41,472 X 41,472
BUCKLE INC COM 118440106 281 9,595 X 9,595
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,947 29,886 X 29,886
CBL & ASSOC PPTYS INC COM 124830100 312 32,236 X 32,236
CBS CORP NEW CL B 124857202 457 32,515 X 32,515
CKE RESTAURANTS INC COM 12561E105 428 50,534 X 50,534
CKX INC COM 12562M106 251 47,575 X 47,575
CME GROUP INC COM 12572Q105 2,910 8,662 X 8,662
CNOOC LTD SPONSORED ADR 126132109 469 3,015 X 3,015
CNX GAS CORP COM 12618H309 425 14,410 X 14,410
CSG SYS INTL INC COM 126349109 506 26,531 X 26,531
CSX CORP COM 126408103 1,013 20,892 X 20,892
CVB FINL CORP COM 126600105 92 10,600 X 10,600
CVS CAREMARK CORPORATION COM 126650100 2,503 77,695 X 77,695
CA INC COM 12673P105 495 22,029 X 22,029
CABELAS INC COM 126804301 957 67,096 X 67,096
CACI INTL INC CL A 127190304 482 9,877 X 9,877
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 457 24,926 X 24,926
CDN IMPERIAL BK OF COMMERCE COM 136069101 834 12,906 X 12,906
CANTEL MEDICAL CORP COM 138098108 662 32,815 X 32,815
CAPITAL ONE FINL CORP COM 14040H105 1,372 35,788 X 35,788
CAPITALSOURCE INC COM 14055X102 127 31,892 X 31,892
CAPSTEAD MTG CORP COM NO PAR 14067E506 162 11,902 X 11,902
CARBO CERAMICS INC COM 140781105 442 6,491 X 6,491
CARDINAL HEALTH INC COM 14149Y108 1,068 33,115 X 33,115
CAREFUSION CORP COM 14170T101 240 9,609 X 9,609
CARLISLE COS INC COM 142339100 631 18,425 X 18,425
CARNIVAL CORP PAIRED CTF 143658300 741 23,380 X 23,380
CARPENTER TECHNOLOGY CORP COM 144285103 528 19,601 X 19,601
CARTER INC COM 146229109 711 27,099 X 27,099
CASCADE CORP COM 147195101 576 20,952 X 20,952
CASH AMER INTL INC COM 14754D100 451 12,897 X 12,897
CATERPILLAR INC DEL COM 149123101 1,830 32,114 X 32,114
CATO CORP NEW CL A 149205106 626 31,217 X 31,217
CELGENE CORP COM 151020104 1,368 24,564 X 24,564
CENTENE CORP DEL COM 15135B101 1,151 54,390 X 54,390
CEPHEID COM 15670R107 235 18,867 X 18,867
CENTURYTEL INC COM 156700106 795 21,951 X 21,951
CERADYNE INC COM 156710105 580 30,167 X 30,167
CHARMING SHOPPES INC COM 161133103 165 25,508 X 25,508
CHATTEM INC COM 162456107 438 4,693 X 4,693
CHECKPOINT SYS INC COM 162825103 263 17,272 X 17,272
CHEESECAKE FACTORY INC COM 163072101 635 29,428 X 29,428
CHESAPEAKE ENERGY CORP COM 165167107 865 33,415 X 33,415
CHEVRON CORP NEW COM 166764100 10,923 141,877 X 141,877
CHILDRENS PL RETAIL STORES I COM 168905107 356 10,795 X 10,795
CHIMERA INVT CORP COM 16934Q109 479 123,330 X 123,330
CHINA SEC & SURVE TECH INC COM 16942J105 488 63,910 X 63,910
CHINDEX INTERNATIONAL INC COM 169467107 445 31,463 X 31,463
CHIPOTLE MEXICAN GRILL INC CL A 169656105 270 3,060 X 3,060
CHOICE HOTELS INTL INC COM 169905106 334 10,558 X 10,558
CHIQUITA BRANDS INTL INC COM 170032809 496 27,521 X 27,521
CHRISTOPHER & BANKS CORP COM 171046105 235 30,902 X 30,902
CHUBB CORP COM 171232101 2,230 45,350 X 45,350
CINCINNATI BELL INC NEW COM 171871106 513 148,794 X 148,794
CIRCOR INTL INC COM 17273K109 597 23,715 X 23,715
CISCO SYS INC COM 17275R102 7,369 307,810 X 307,810
CIRRUS LOGIC INC COM 172755100 470 68,902 X 68,902
CITIGROUP INC COM 172967101 3,396 1,025,845 X 1,025,845
CITY NATL CORP COM 178566105 282 6,188 X 6,188
CNINSURE INC SPONSORED ADR 18976M103 423 21,058 X 21,058
COCA COLA CO COM 191216100 7,042 123,542 X 123,542
COGENT COMM GROUP INC COM NEW 19239V302 108 10,963 X 10,963
COGNEX CORP COM 192422103 216 12,182 X 12,182
COHEN & STEERS INC COM 19247A100 227 9,922 X 9,922
COINSTAR INC COM 19259P300 499 17,947 X 17,947
COLGATE PALMOLIVE CO COM 194162103 3,846 46,817 X 46,817
COLUMBIA SPORTSWEAR CO COM 198516106 614 15,722 X 15,722
COMFORT SYS USA INC COM 199908104 136 11,001 X 11,001
COMCAST CORP NEW CL A 20030N101 4,698 278,646 X 278,646
COMMERCE BANCSHARES INC COM 200525103 434 11,221 X 11,221
COMMERCIAL METALS CO COM 201723103 239 15,291 X 15,291
COMPASS MINERALS INTL INC COM 20451N101 328 4,882 X 4,882
COMPUTER PROGRAMS & SYS INC COM 205306103 488 10,600 X 10,600
COMSTOCK RES INC COM NEW 205768203 361 8,907 X 8,907
CONMED CORP COM 207410101 438 19,189 X 19,189
CONOCOPHILLIPS COM 20825C104 4,038 79,067 X 79,067
CONSOLIDATED COMM HLDGS INC COM 209034107 1,004 57,410 X 57,410
CONSOLIDATED GRAPHICS INC COM 209341106 837 23,903 X 23,903
CONSTELLATION ENERGY GROUP I COM 210371100 839 23,851 X 23,851
CONVERGYS CORP COM 212485106 514 47,832 X 47,832
COOPER COS INC COM NEW 216648402 942 24,715 X 24,715
COOPER TIRE & RUBR CO COM 216831107 679 33,884 X 33,884
COPART INC COM 217204106 257 7,007 X 7,007
CORINTHIAN COLLEGES INC COM 218868107 492 35,739 X 35,739
CORNELL COMPANIES INC COM 219141108 477 21,002 X 21,002
CORNING INC COM 219350105 1,601 82,925 X 82,925
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 255 10,401 X 10,401
COSTCO WHSL CORP NEW COM 22160K105 3,079 52,041 X 52,041
COTT CORP QUE COM 22163N106 111 13,566 X 13,566
COVENTRY HEALTH CARE INC COM 222862104 637 26,205 X 26,205
CRACKER BARREL OLD CTRY STOR COM 22410J106 449 11,829 X 11,829
CROSS TIMBERS RTY TR TR UNIT 22757R109 496 14,702 X 14,702
CYBERONICS INC COM 23251P102 591 28,898 X 28,898
CYMER INC COM 232572107 471 12,281 X 12,281
DCT INDUSTRIAL TRUST INC COM 233153105 113 22,569 X 22,569
D R HORTON INC COM 23331A109 845 77,724 X 77,724
DTE ENERGY CO COM 233331107 507 11,639 X 11,639
DAKTRONICS INC COM 234264109 845 91,707 X 91,707
DANAHER CORP DEL COM 235851102 1,037 13,793 X 13,793
DARLING INTL INC COM 237266101 510 60,907 X 60,907
DAWSON GEOPHYSICAL CO COM 239359102 422 18,263 X 18,263
DEL MONTE FOODS CO COM 24522P103 604 53,289 X 53,289
DELL INC COM 24702R101 1,313 91,419 X 91,419
DELPHI FINL GROUP INC CL A 247131105 757 33,820 X 33,820
DELUXE CORP COM 248019101 1,033 69,872 X 69,872
DENNYS CORP COM 24869P104 385 175,734 X 175,734
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,220 83,020 X 83,020
DEVON ENERGY CORP NEW COM 25179M103 1,741 23,690 X 23,690
DIAMOND FOODS INC COM 252603105 786 22,119 X 22,119
DIAMONDROCK HOSPITALITY CO COM 252784301 212 25,077 X 25,077
DIEDRICH COFFEE INC COM NEW 253675201 253 7,261 X 7,261
DIODES INC COM 254543101 493 24,154 X 24,154
DIONEX CORP COM 254546104 416 5,624 X 5,624
DISNEY WALT CO COM DISNEY 254687106 3,196 99,088 X 99,088
DIRECTV COM CL A 25490A101 1,741 52,195 X 52,195
DOLAN MEDIA CO COM 25659P402 397 38,880 X 38,880
DOLBY LABORATORIES INC COM 25659T107 446 9,342 X 9,342
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 375 14,662 X 14,662
DOLLAR TREE INC COM 256746108 518 10,724 X 10,724
DOMINION RES INC VA NEW COM 25746U109 2,923 75,101 X 75,101
DOMINOS PIZZA INC COM 25754A201 831 99,206 X 99,206
DONALDSON INC COM 257651109 604 14,200 X 14,200
DONNELLEY R R & SONS CO COM 257867101 1,257 56,461 X 56,461
DORAL FINL CORP COM NEW 25811P886 520 143,334 X 143,334
DORCHESTER MINERALS LP COM UNIT 25820R105 297 13,939 X 13,939
DOW CHEM CO COM 260543103 2,066 74,782 X 74,782
DRESS BARN INC COM 261570105 525 22,734 X 22,734
DREW INDS INC COM NEW 26168L205 425 20,569 X 20,569
DU PONT E I DE NEMOURS & CO COM 263534109 2,947 87,513 X 87,513
DUKE ENERGY CORP NEW COM 26441C105 2,814 163,524 X 163,524
DUOYUAN GLOBAL WTR INC SPONSORED ADR 266043108 361 10,081 X 10,081
E M C CORP MASS COM 268648102 3,678 210,525 X 210,525
ENI S P A SPONSORED ADR 26874R108 1,256 24,816 X 24,816
EOG RES INC COM 26875P101 1,300 13,356 X 13,356
EPIQ SYS INC COM 26882D109 447 31,944 X 31,944
EV3 INC COM 26928A200 493 36,947 X 36,947
EAGLE MATERIALS INC COM 26969P108 484 18,579 X 18,579
EARTHLINK INC COM 270321102 437 52,585 X 52,585
EASTGROUP PPTY INC COM 277276101 221 5,782 X 5,782
EASTMAN CHEM CO COM 277432100 802 13,316 X 13,316
EATON CORP COM 278058102 1,274 20,027 X 20,027
EBAY INC COM 278642103 3,569 151,679 X 151,679
EDWARDS LIFESCIENCES CORP COM 28176E108 438 5,047 X 5,047
EL PASO ELEC CO COM NEW 283677854 929 45,801 X 45,801
ELIZABETH ARDEN INC COM 28660G106 592 41,013 X 41,013
ELLIS PERRY INTL INC COM 288853104 194 12,850 X 12,850
EMCOR GROUP INC COM 29084Q100 586 21,800 X 21,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 509 37,467 X 37,467
EMERSON ELEC CO COM 291011104 1,708 40,103 X 40,103
ENCORE CAP GROUP INC COM 292554102 594 34,146 X 34,146
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 685 33,362 X 33,362
ENERGEN CORP COM 29265N108 623 13,303 X 13,303
ENDOLOGIX INC COM 29266S106 520 98,538 X 98,538
ENERSYS COM 29275Y102 235 10,759 X 10,759
ENERGYSOLUTIONS INC COM 292756202 402 47,328 X 47,328
ENPRO INDS INC COM 29355X107 520 19,695 X 19,695
ENTERGY CORP NEW COM 29364G103 856 10,465 X 10,465
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 220 6,240 X 6,240
EQUITY LIFESTYLE PPTYS INC COM 29472R108 259 5,135 X 5,135
EQUITY ONE COM 294752100 227 14,015 X 14,015
ERICSSON L M TEL CO ADR B SEK 10 294821608 788 85,707 X 85,707
ESTERLINE TECHNOLOGIES CORP COM 297425100 548 13,429 X 13,429
EURONET WORLDWIDE INC COM 298736109 428 19,501 X 19,501
EVERCORE PARTNERS INC CLASS A 29977A105 217 7,139 X 7,139
EXELON CORP COM 30161N101 2,504 51,245 X 51,245
EXELIXIS INC COM 30161Q104 464 62,955 X 62,955
EXETER RES CORP COM 301835104 239 33,700 X 33,700
EXPRESS SCRIPTS INC COM 302182100 1,241 14,356 X 14,356
EXXON MOBIL CORP COM 30231G102 21,029 308,386 X 308,386
FBL FINL GROUP INC CL A 30239F106 539 29,119 X 29,119
FEI CO COM 30241L109 548 23,459 X 23,459
FNB CORP PA COM 302520101 276 40,587 X 40,587
FPL GROUP INC COM 302571104 3,213 60,826 X 60,826
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 483 48,384 X 48,384
FAMILY DLR STORES INC COM 307000109 733 26,321 X 26,321
FEDERAL MOGUL CORP COM 313549404 503 29,079 X 29,079
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 202 2,990 X 2,990
FEDEX CORP COM 31428X106 2,972 35,616 X 35,616
FIDELITY NATIONAL FINANCIAL CL A 31620R105 794 58,985 X 58,985
FIRST FINL BANKSHARES COM 32020R109 469 8,656 X 8,656
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 541 103,537 X 103,537
FIRST MIDWEST BANCORP DEL COM 320867104 137 12,587 X 12,587
FIRST SOLAR INC COM 336433107 371 2,739 X 2,739
FIRSTENERGY CORP COM 337932107 756 16,269 X 16,269
FORD MTR CO DEL COM PAR $0.01 345370860 3,502 350,212 X 350,212
FOREST CITY ENTERPRISES INC CL A 345550107 167 14,165 X 14,165
FORRESTER RESH INC COM 346563109 583 22,467 X 22,467
FOSSIL INC COM 349882100 249 7,426 X 7,426
FRANCE TELECOM SPONSORED ADR 35177Q105 783 31,027 X 31,027
FRANKLIN RES INC COM 354613101 2,374 22,534 X 22,534
FREDS INC CL A 356108100 381 37,305 X 37,305
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,895 48,506 X 48,506
FRONTIER COMMUNICATIONS CORP COM 35906A108 772 98,815 X 98,815
FUEL SYS SOLUTIONS INC COM 35952W103 419 10,156 X 10,156
FULLER H B CO COM 359694106 533 23,422 X 23,422
FURNITURE BRANDS INTL INC COM 360921100 469 85,960 X 85,960
G & K SVCS INC CL A 361268105 318 12,656 X 12,656
GANNETT INC COM 364730101 847 57,062 X 57,062
GAP INC DEL COM 364760108 539 25,729 X 25,729
GARTNER INC COM 366651107 248 13,763 X 13,763
GEN-PROBE INC NEW COM 36866T103 311 7,247 X 7,247
GENCORP INC COM 368682100 109 15,509 X 15,509
GENERAL DYNAMICS CORP COM 369550108 2,892 42,422 X 42,422
GENERAL ELECTRIC CO COM 369604103 9,818 648,918 X 648,918
GENERAL MLS INC COM 370334104 1,243 17,557 X 17,557
GENESCO INC COM 371532102 1,103 40,185 X 40,185
GENUINE PARTS CO COM 372460105 801 21,100 X 21,100
GENWORTH FINL INC COM CL A 37247D106 442 38,981 X 38,981
GENZYME CORP COM 372917104 706 14,396 X 14,396
GERDAU AMERISTEEL CORP COM 37373P105 393 47,611 X 47,611
GETTY RLTY CORP NEW COM 374297109 210 8,916 X 8,916
GILEAD SCIENCES INC COM 375558103 2,534 58,553 X 58,553
GLADSTONE CAPITAL CORP COM 376535100 117 15,238 X 15,238
GLATFELTER COM 377316104 129 10,611 X 10,611
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 776 18,364 X 18,364
GOLDMAN SACHS GROUP INC COM 38141G104 6,343 37,569 X 37,569
GOOGLE INC CL A 38259P508 7,923 12,780 X 12,780
GRACO INC COM 384109104 553 19,368 X 19,368
GRAHAM CORP COM 384556106 1,008 48,685 X 48,685
GREAT ATLANTIC & PAC TEA INC COM 390064103 143 12,138 X 12,138
GREAT LAKES DREDGE & DOCK CO COM 390607109 456 70,410 X 70,410
GREATBATCH INC COM 39153L106 432 22,469 X 22,469
GREIF INC CL A 397624107 459 8,494 X 8,494
GULF ISLAND FABRICATION INC COM 402307102 238 11,327 X 11,327
H & E EQUIPMENT SERVICES INC COM 404030108 469 44,635 X 44,635
HCC INS HLDGS INC COM 404132102 811 28,999 X 28,999
HNI CORP COM 404251100 649 23,497 X 23,497
HRPT PPTYS TR COM SH BEN INT 40426W101 910 140,596 X 140,596
HSBC HLDGS PLC SPON ADR NEW 404280406 738 12,928 X 12,928
HSN INC COM 404303109 506 25,061 X 25,061
HAEMONETICS CORP COM 405024100 600 10,885 X 10,885
HAIN CELESTIAL GROUP INC COM 405217100 463 27,239 X 27,239
HALLIBURTON CO COM 406216101 1,441 47,874 X 47,874
HANSEN NAT CORP COM 411310105 446 11,618 X 11,618
HARRIS CORP DEL COM 413875105 864 18,175 X 18,175
HARSCO CORP COM 415864107 427 13,255 X 13,255
HARTE-HANKS INC COM 416196103 481 44,650 X 44,650
HARTFORD FINL SVCS GROUP INC COM 416515104 761 32,720 X 32,720
HATTERAS FINL CORP COM 41902R103 307 10,967 X 10,967
HAWKINS INC COM 420261109 264 12,074 X 12,074
HAYNES INTERNATIONAL INC COM NEW 420877201 551 16,722 X 16,722
HEALTHCARE SVCS GRP INC COM 421906108 489 22,782 X 22,782
HEALTHSPRING INC COM 42224N101 440 24,963 X 24,963
HEALTHWAYS INC COM 422245100 493 26,866 X 26,866
HEARTLAND EXPRESS INC COM 422347104 331 21,663 X 21,663
HERCULES TECH GROWTH CAP INC COM 427096508 610 58,742 X 58,742
HESS CORP COM 42809H107 938 15,497 X 15,497
HEWLETT PACKARD CO COM 428236103 8,780 170,450 X 170,450
HI-TECH PHARMACAL INC COM 42840B101 780 27,800 X 27,800
HILLENBRAND INC COM 431571108 427 22,644 X 22,644
HOME DEPOT INC COM 437076102 2,619 90,519 X 90,519
HONEYWELL INTL INC COM 438516106 2,305 58,805 X 58,805
HORACE MANN EDUCATORS CORP N COM 440327104 176 14,068 X 14,068
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 376 15,850 X 15,850
HOT TOPIC INC COM 441339108 540 85,002 X 85,002
HUBBELL INC CL B 443510201 767 16,222 X 16,222
HUGOTON RTY TR TEX UNIT BEN INT 444717102 418 26,022 X 26,022
HUNTINGTON BANCSHARES INC COM 446150104 822 225,193 X 225,193
HUNTSMAN CORP COM 447011107 133 11,820 X 11,820
HUTCHINSON TECHNOLOGY INC COM 448407106 550 53,609 X 53,609
ICU MED INC COM 44930G107 552 15,141 X 15,141
ITT CORP NEW COM 450911102 427 8,594 X 8,594
ILLINOIS TOOL WKS INC COM 452308109 1,150 23,957 X 23,957
IMATION CORP COM 45245A107 497 56,945 X 56,945
INDEPENDENT BANK CORP MASS COM 453836108 567 27,203 X 27,203
INFINITY PPTY & CAS CORP COM 45665Q103 578 14,229 X 14,229
INSIGHT ENTERPRISES INC COM 45765U103 421 36,866 X 36,866
INNOSPEC INC COM 45768S105 287 28,430 X 28,430
INSPIRE PHARMACEUTICALS INC COM 457733103 144 26,011 X 26,011
INSTEEL INDUSTRIES INC COM 45774W108 476 36,625 X 36,625
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 638 17,317 X 17,317
INTEGRATED DEVICE TECHNOLOGY COM 458118106 161 24,900 X 24,900
INTEL CORP COM 458140100 8,118 397,927 X 397,927
INTERACTIVE INTELLIGENCE INC COM 45839M103 568 30,770 X 30,770
INTERFACE INC CL A 458665106 366 44,085 X 44,085
INTERMEC INC COM 458786100 573 44,541 X 44,541
INTERNATIONAL BUSINESS MACHS COM 459200101 11,699 89,374 X 89,374
INTERNATIONAL COAL GRP INC N COM 45928H106 421 109,026 X 109,026
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 407 9,900 X 9,900
INTL PAPER CO COM 460146103 786 29,363 X 29,363
INTERVAL LEISURE GROUP INC COM 46113M108 508 40,718 X 40,718
INVESCO MORTGAGE CAPITAL INC COM 46131B100 464 20,367 X 20,367
IRIS INTL INC COM 46270W105 139 11,237 X 11,237
ISHARES TR INDEX RUSSELL MIDCAP 464287499 64,318 779,519 X 779,519
ISHARES TR INDEX RUSSELL 2000 464287655 33,540 537,160 X 537,160
ISHARES TR INDEX RUSSELL 3000 464287689 19,127 293,000 X 293,000
J & J SNACK FOODS CORP COM 466032109 268 6,705 X 6,705
JDA SOFTWARE GROUP INC COM 46612K108 444 17,415 X 17,415
JPMORGAN CHASE & CO COM 46625H100 10,840 260,144 X 260,144
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 226 11,119 X 11,119
JABIL CIRCUIT INC COM 466313103 456 26,263 X 26,263
JACKSON HEWITT TAX SVCS INC COM 468202106 423 96,248 X 96,248
JANUS CAP GROUP INC COM 47102X105 160 11,912 X 11,912
JARDEN CORP COM 471109108 635 20,537 X 20,537
JOHN BEAN TECHNOLOGIES CORP COM 477839104 863 50,734 X 50,734
JOHNSON & JOHNSON COM 478160104 10,441 162,105 X 162,105
JOHNSON CTLS INC COM 478366107 864 31,714 X 31,714
JONES APPAREL GROUP INC COM 480074103 516 32,116 X 32,116
JOS A BANK CLOTHIERS INC COM 480838101 394 9,328 X 9,328
JOY GLOBAL INC COM 481165108 507 9,830 X 9,830
JUNIPER NETWORKS INC COM 48203R104 745 27,919 X 27,919
KHD HUMBOLDT WEDAG INTL LTD COM 482462108 524 38,496 X 38,496
KKR FINANCIAL HLDGS LLC COM 48248A306 643 110,843 X 110,843
KAMAN CORP COM 483548103 594 25,718 X 25,718
KAYDON CORP COM 486587108 931 26,027 X 26,027
KELLOGG CO COM 487836108 722 13,575 X 13,575
KENDLE INTERNATIONAL INC COM 48880L107 628 34,296 X 34,296
KENEXA CORP COM 488879107 131 10,036 X 10,036
KENSEY NASH CORP COM 490057106 252 9,882 X 9,882
KILROY RLTY CORP COM 49427F108 212 6,901 X 6,901
KIMBERLY CLARK CORP COM 494368103 1,900 29,816 X 29,816
KINDRED HEALTHCARE INC COM 494580103 959 51,928 X 51,928
KINETIC CONCEPTS INC COM NEW 49460W208 634 16,830 X 16,830
KING PHARMACEUTICALS INC COM 495582108 521 42,490 X 42,490
KIRKLANDS INC COM 497498105 443 25,504 X 25,504
KNOLL INC COM NEW 498904200 421 40,737 X 40,737
KNIGHT TRANSN INC COM 499064103 359 18,587 X 18,587
KOHLS CORP COM 500255104 1,312 24,324 X 24,324
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 793 26,933 X 26,933
KOPPERS HOLDINGS INC COM 50060P106 410 13,473 X 13,473
KOPIN CORP COM 500600101 245 58,502 X 58,502
KRAFT FOODS INC CL A 50075N104 2,136 78,596 X 78,596
KROGER CO COM 501044101 715 34,816 X 34,816
LA Z BOY INC COM 505336107 147 15,463 X 15,463
LACLEDE GROUP INC COM 505597104 951 28,168 X 28,168
LAKELAND FINL CORP COM 511656100 315 18,268 X 18,268
LANCASTER COLONY CORP COM 513847103 935 18,829 X 18,829
LANDAUER INC COM 51476K103 460 7,495 X 7,495
LANDSTAR SYS INC COM 515098101 385 9,927 X 9,927
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 203 9,571 X 9,571
LEGG MASON INC COM 524901105 1,274 42,246 X 42,246
LENDER PROCESSING SVCS INC COM 52602E102 454 11,157 X 11,157
LEXMARK INTL NEW CL A 529771107 865 33,282 X 33,282
LIFE TECHNOLOGIES CORP COM 53217V109 511 9,790 X 9,790
LIHUA INTL INC COM 532352101 389 37,211 X 37,211
LILLY ELI & CO COM 532457108 2,692 75,388 X 75,388
LIMITED BRANDS INC COM 532716107 1,327 68,987 X 68,987
LINCOLN ELEC HLDGS INC COM 533900106 608 11,379 X 11,379
LINN ENERGY LLC UNIT LTD LIAB 536020100 292 10,490 X 10,490
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 804 245,867 X 245,867
LO-JACK CORP COM 539451104 52 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,109 27,991 X 27,991
LODGENET INTERACTIVE CORP COM 540211109 346 62,545 X 62,545
LOEWS CORP COM 540424108 636 17,488 X 17,488
LORILLARD INC COM 544147101 362 4,513 X 4,513
LOWES COS INC COM 548661107 1,840 78,661 X 78,661
M & T BK CORP COM 55261F104 1,272 19,014 X 19,014
MDU RES GROUP INC COM 552690109 463 19,623 X 19,623
MFA FINANCIAL INC COM 55272X102 270 36,793 X 36,793
MGE ENERGY INC COM 55277P104 475 13,277 X 13,277
MSC INDL DIRECT INC CL A 553530106 519 11,049 X 11,049
MSCI INC CL A 55354G100 399 12,548 X 12,548
MWI VETERINARY SUPPLY INC COM 55402X105 217 5,758 X 5,758
MACK CALI RLTY CORP COM 554489104 386 11,164 X 11,164
MADDEN STEVEN LTD COM 556269108 427 10,347 X 10,347
MAGELLAN HEALTH SVCS INC COM NEW 559079207 480 11,778 X 11,778
MAIDENFORM BRANDS INC COM 560305104 429 25,703 X 25,703
MANULIFE FINL CORP COM 56501R106 808 44,047 X 44,047
MARATHON OIL CORP COM 565849106 1,179 37,772 X 37,772
MARSHALL & ILSLEY CORP NEW COM 571837103 88 16,169 X 16,169
MARTEK BIOSCIENCES CORP COM 572901106 600 31,675 X 31,675
MARTEN TRANS LTD COM 573075108 283 15,762 X 15,762
MASCO CORP COM 574599106 1,296 93,875 X 93,875
MASTEC INC COM 576323109 157 12,529 X 12,529
MASTERCARD INC CL A 57636Q104 2,921 11,413 X 11,413
MATRIXX INITIATIVES INC COM 57685L105 60 14,094 X 14,094
MATRIX SVC CO COM 576853105 214 20,104 X 20,104
MATTEL INC COM 577081102 788 39,450 X 39,450
MAXIM INTEGRATED PRODS INC COM 57772K101 830 40,822 X 40,822
MAXYGEN INC COM 577776107 437 71,826 X 71,826
MCDONALDS CORP COM 580135101 3,676 58,878 X 58,878
MCGRATH RENTCORP COM 580589109 693 31,015 X 31,015
MCGRAW HILL COS INC COM 580645109 785 23,433 X 23,433
MCKESSON CORP COM 58155Q103 905 14,487 X 14,487
MCMORAN EXPLORATION CO COM 582411104 417 52,001 X 52,001
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,277 51,279 X 51,279
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 420 94,064 X 94,064
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 510 18,836 X 18,836
MEDIDATA SOLUTIONS INC COM 58471A105 426 27,296 X 27,296
MEDTRONIC INC COM 585055106 2,627 59,732 X 59,732
MENS WEARHOUSE INC COM 587118100 510 24,237 X 24,237
MENTOR GRAPHICS CORP COM 587200106 493 55,881 X 55,881
MERCK & CO INC NEW COM 58933Y105 5,947 162,743 X 162,743
METLIFE INC COM 59156R108 2,701 76,419 X 76,419
METTLER TOLEDO INTERNATIONAL COM 592688105 271 2,580 X 2,580
MICREL INC COM 594793101 839 102,365 X 102,365
MICROSOFT CORP COM 594918104 12,647 414,941 X 414,941
MICROSTRATEGY INC CL A NEW 594972408 983 10,451 X 10,451
MILLER HERMAN INC COM 600544100 365 22,805 X 22,805
MIPS TECHNOLOGIES INC COM 604567107 432 98,818 X 98,818
MOBILE MINI INC COM 60740F105 155 11,000 X 11,000
MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 131 13,903 X 13,903
MOHAWK INDS INC COM 608190104 478 10,050 X 10,050
MOLEX INC COM 608554101 663 30,757 X 30,757
MONSANTO CO NEW COM 61166W101 2,381 29,126 X 29,126
MOOG INC CL A 615394202 425 14,535 X 14,535
MORGAN STANLEY COM NEW 617446448 3,696 124,880 X 124,880
MOSAIC CO COM 61945A107 504 8,442 X 8,442
MOTOROLA INC COM 620076109 949 122,335 X 122,335
MUELLER INDS INC COM 624756102 441 17,740 X 17,740
NCI BUILDING SYS INC COM 628852105 270 149,110 X 149,110
NVE CORP COM NEW 629445206 318 7,703 X 7,703
NASH FINCH CO COM 631158102 904 24,380 X 24,380
NATIONAL FINL PARTNERS CORP COM 63607P208 162 19,995 X 19,995
NATIONAL HEALTH INVS INC COM 63633D104 205 5,550 X 5,550
NATIONAL OILWELL VARCO INC COM 637071101 984 22,314 X 22,314
NATIONAL PRESTO INDS INC COM 637215104 296 2,713 X 2,713
NATIONAL RETAIL PROPERTIES I COM 637417106 402 18,952 X 18,952
NATIONAL SEMICONDUCTOR CORP COM 637640103 397 25,814 X 25,814
NATURAL GAS SERVICES GROUP COM 63886Q109 523 27,730 X 27,730
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 503 20,733 X 20,733
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 542 27,959 X 27,959
NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 481 35,553 X 35,553
NETEASE COM INC SPONSORED ADR 64110W102 311 8,273 X 8,273
NETGEAR INC COM 64111Q104 490 22,589 X 22,589
NEUROGESX INC COM 641252101 160 20,750 X 20,750
NEUSTAR INC CL A 64126X201 396 17,190 X 17,190
NEW JERSEY RES COM 646025106 249 6,667 X 6,667
NEW YORK TIMES CO CL A 650111107 546 44,203 X 44,203
NEWELL RUBBERMAID INC COM 651229106 792 52,793 X 52,793
NEWFIELD EXPL CO COM 651290108 500 10,373 X 10,373
NEWMARKET CORP COM 651587107 740 6,448 X 6,448
NEWMONT MINING CORP COM 651639106 1,209 25,545 X 25,545
NEWS CORP CL A 65248E104 3,301 241,118 X 241,118
NIKE INC CL B 654106103 1,274 19,282 X 19,282
NISOURCE INC COM 65473P105 831 54,020 X 54,020
NOKIA CORP SPONSORED ADR 654902204 830 64,579 X 64,579
NORFOLK SOUTHERN CORP COM 655844108 1,027 19,588 X 19,588
NORTHERN TR CORP COM 665859104 674 12,859 X 12,859
NORTHROP GRUMMAN CORP COM 666807102 1,782 31,905 X 31,905
NORTHSTAR RLTY FIN CORP COM 66704R100 645 188,005 X 188,005
NORTHWEST PIPE CO COM 667746101 366 13,611 X 13,611
NOVATEL WIRELESS INC COM NEW 66987M604 538 67,550 X 67,550
NOVARTIS A G SPONSORED ADR 66987V109 1,327 24,372 X 24,372
NOVO-NORDISK A S ADR 670100205 467 7,313 X 7,313
NUCOR CORP COM 670346105 782 16,772 X 16,772
NUTRI SYS INC NEW COM 67069D108 412 13,203 X 13,203
NUVASIVE INC COM 670704105 297 9,286 X 9,286
O CHARLEYS INC COM 670823103 408 62,293 X 62,293
OSI SYSTEMS INC COM 671044105 235 8,608 X 8,608
OCCIDENTAL PETE CORP DEL COM 674599105 3,519 43,259 X 43,259
OCEANFIRST FINL CORP COM 675234108 561 49,674 X 49,674
ODYSSEY HEALTHCARE INC COM 67611V101 986 63,270 X 63,270
OFFICEMAX INC DEL COM 67622P101 449 35,388 X 35,388
OIL STS INTL INC COM 678026105 387 9,859 X 9,859
OLD NATL BANCORP IND COM 680033107 161 12,978 X 12,978
OLD REP INTL CORP COM 680223104 766 76,340 X 76,340
OLYMPIC STEEL INC COM 68162K106 531 16,308 X 16,308
OMNICOM GROUP INC COM 681919106 650 16,591 X 16,591
OMEGA HEALTHCARE INVS INC COM 681936100 245 12,582 X 12,582
OMNIVISION TECHNOLOGIES INC COM 682128103 514 35,424 X 35,424
OMNOVA SOLUTIONS INC COM 682129101 211 34,340 X 34,340
ONE LIBERTY PPTYS INC COM 682406103 95 10,794 X 10,794
ORACLE CORP COM 68389X105 5,004 203,981 X 203,981
ORIENTAL FINL GROUP INC COM 68618W100 616 57,024 X 57,024
OSHKOSH CORP COM 688239201 433 11,694 X 11,694
OVERSTOCK COM INC DEL COM 690370101 489 36,031 X 36,031
OWENS ILL INC COM NEW 690768403 415 12,624 X 12,624
PDL BIOPHARMA INC COM 69329Y104 493 71,807 X 71,807
PG&E CORP COM 69331C108 878 19,657 X 19,657
P F CHANGS CHINA BISTRO INC COM 69333Y108 468 12,345 X 12,345
PNC FINL SVCS GROUP INC COM 693475105 2,088 39,557 X 39,557
PPG INDS INC COM 693506107 783 13,378 X 13,378
PS BUSINESS PKS INC CALIF COM 69360J107 322 6,432 X 6,432
PACCAR INC COM 693718108 703 19,381 X 19,381
PACER INTL INC TENN COM 69373H106 359 113,566 X 113,566
PACIFIC SUNWEAR CALIF INC COM 694873100 297 74,651 X 74,651
PACKAGING CORP AMER COM 695156109 438 19,053 X 19,053
PACTIV CORP COM 695257105 346 14,327 X 14,327
PAPA JOHNS INTL INC COM 698813102 218 9,323 X 9,323
PAR PHARMACEUTICAL COS INC COM 69888P106 515 19,029 X 19,029
PARAGON SHIPPING INC CL A 69913R309 409 89,928 X 89,928
PAREXEL INTL CORP COM 699462107 540 38,287 X 38,287
PARTNER COMMUNICATIONS CO LT ADR 70211M109 452 22,175 X 22,175
PEABODY ENERGY CORP COM 704549104 1,098 24,281 X 24,281
PEARSON PLC SPONSORED ADR 705015105 838 58,361 X 58,361
PEP BOYS MANNY MOE & JACK COM 713278109 411 48,640 X 48,640
PEPSICO INC COM 713448108 5,055 83,141 X 83,141
PERRIGO CO COM 714290103 690 17,328 X 17,328
PETROQUEST ENERGY INC COM 716748108 465 75,817 X 75,817
PETSMART INC COM 716768106 730 27,350 X 27,350
PFIZER INC COM 717081103 10,864 597,256 X 597,256
PHASE FORWARD INC COM 71721R406 402 26,201 X 26,201
PHILIP MORRIS INTL INC COM 718172109 5,045 104,683 X 104,683
PIEDMONT NAT GAS INC COM 720186105 446 16,668 X 16,668
PIER 1 IMPORTS INC COM 720279108 549 107,947 X 107,947
PITNEY BOWES INC COM 724479100 802 35,227 X 35,227
PLEXUS CORP COM 729132100 480 16,853 X 16,853
POLARIS INDS INC COM 731068102 493 11,303 X 11,303
POLO RALPH LAUREN CORP CL A 731572103 585 7,227 X 7,227
POLYONE CORP COM 73179P106 127 17,000 X 17,000
POPULAR INC COM 733174106 114 50,580 X 50,580
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 437 9,752 X 9,752
POTLATCH CORP NEW COM 737630103 235 7,383 X 7,383
POWELL INDS INC COM 739128106 412 13,060 X 13,060
PRAXAIR INC COM 74005P104 1,318 16,409 X 16,409
PRE PAID LEGAL SVCS INC COM 740065107 493 12,011 X 12,011
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 796 33,110 X 33,110
PROCTER & GAMBLE CO COM 742718109 9,517 156,969 X 156,969
PROTECTIVE LIFE CORP COM 743674103 595 35,948 X 35,948
PROVIDENCE SVC CORP COM 743815102 462 29,272 X 29,272
PRUDENTIAL FINL INC COM 744320102 1,204 24,204 X 24,204
PUBLIC SVC ENTERPRISE GROUP COM 744573106 898 27,002 X 27,002
QLOGIC CORP COM 747277101 534 28,283 X 28,283
QUALCOMM INC COM 747525103 4,086 88,322 X 88,322
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 481 101,345 X 101,345
QUIKSILVER INC COM 74838C106 455 225,315 X 225,315
QUIDEL CORP COM 74838J101 1,365 99,083 X 99,083
QWEST COMMUNICATIONS INTL IN COM 749121109 855 203,098 X 203,098
RCN CORP COM NEW 749361200 153 14,076 X 14,076
RPM INTL INC COM 749685103 908 44,682 X 44,682
RF MICRODEVICES INC COM 749941100 427 89,521 X 89,521
RADIOSHACK CORP COM 750438103 526 26,992 X 26,992
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 106 11,152 X 11,152
RAYTHEON CO COM NEW 755111507 3,445 66,875 X 66,875
REDWOOD TR INC COM 758075402 677 46,853 X 46,853
REGAL ENTMT GROUP CL A 758766109 150 10,392 X 10,392
REGIS CORP MINN COM 758932107 479 30,772 X 30,772
REGIONS FINANCIAL CORP NEW COM 7591EP100 800 151,267 X 151,267
RENT A CTR INC NEW COM 76009N100 346 19,525 X 19,525
REPSOL YPF S A SPONSORED ADR 76026T205 428 16,039 X 16,039
RESOURCE CAP CORP COM 76120W302 223 45,291 X 45,291
RETAIL VENTURES INC COM 76128Y102 134 15,081 X 15,081
REVLON INC CL A NEW 761525609 525 30,841 X 30,841
REYNOLDS AMERICAN INC COM 761713106 1,756 33,147 X 33,147
RIGHTNOW TECHNOLOGIES INC COM 76657R106 528 30,424 X 30,424
ROCKY BRANDS INC COM 774515100 158 20,700 X 20,700
ROSETTA STONE INC COM 777780107 483 26,922 X 26,922
ROSS STORES INC COM 778296103 433 10,132 X 10,132
RYDER SYS INC COM 783549108 203 4,927 X 4,927
S & T BANCORP INC COM 783859101 379 22,284 X 22,284
SPDR TR UNIT SER 1 78462F103 2,155 19,340 X 19,340
STEC INC COM 784774101 318 19,479 X 19,479
SWS GROUP INC COM 78503N107 219 18,138 X 18,138
SABINE ROYALTY TR UNIT BEN INT 785688102 301 7,347 X 7,347
ST JUDE MED INC COM 790849103 680 18,483 X 18,483
ST MARY LD & EXPL CO COM 792228108 447 13,053 X 13,053
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 300 17,379 X 17,379
SANDERSON FARMS INC COM 800013104 570 13,530 X 13,530
SANOFI AVENTIS SPONSORED ADR 80105N105 1,321 33,648 X 33,648
SANTARUS INC COM 802817304 894 193,519 X 193,519
SAVVIS INC COM NEW 805423308 488 34,766 X 34,766
SCANSOURCE INC COM 806037107 493 18,483 X 18,483
SCHLUMBERGER LTD COM 806857108 4,156 63,847 X 63,847
SCHWAB CHARLES CORP NEW COM 808513105 954 50,671 X 50,671
SCICLONE PHARMACEUTICALS INC COM 80862K104 407 174,796 X 174,796
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 501 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 405 5,312 X 5,312
SEABRIDGE GOLD INC COM 811916105 233 9,600 X 9,600
SELECTIVE INS GROUP INC COM 816300107 802 48,736 X 48,736
SENSIENT TECHNOLOGIES CORP COM 81725T100 508 19,299 X 19,299
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 300 5,710 X 5,710
SHERWIN WILLIAMS CO COM 824348106 766 12,427 X 12,427
SHOE CARNIVAL INC COM 824889109 496 24,253 X 24,253
SIEMENS A G SPONSORED ADR 826197501 457 4,981 X 4,981
SIGA TECHNOLOGIES INC COM 826917106 254 43,770 X 43,770
SILGAN HOLDINGS INC COM 827048109 314 5,433 X 5,433
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 292 41,710 X 41,710
SIMON PPTY GROUP INC NEW COM 828806109 1,022 12,807 X 12,807
SIMPSON MANUFACTURING CO INC COM 829073105 501 18,640 X 18,640
SKECHERS U S A INC CL A 830566105 514 17,491 X 17,491
SKYWEST INC COM 830879102 397 23,489 X 23,489
SKILLSOFT PLC SPONSORED ADR 830928107 720 68,675 X 68,675
SMITH & WESSON HLDG CORP COM 831756101 77 18,722 X 18,722
SMITH A O COM 831865209 492 11,345 X 11,345
SMITH MICRO SOFTWARE INC COM 832154108 510 55,785 X 55,785
SMUCKER J M CO COM NEW 832696405 523 8,467 X 8,467
SOHU COM INC COM 83408W103 310 5,413 X 5,413
SOMANETICS CORP COM NEW 834445405 186 10,598 X 10,598
SONIC AUTOMOTIVE INC CL A 83545G102 470 45,269 X 45,269
SONIC CORP COM 835451105 417 41,452 X 41,452
SONOCO PRODS CO COM 835495102 1,283 43,855 X 43,855
SOURCEFIRE INC COM 83616T108 495 18,514 X 18,514
SOUTHERN CO COM 842587107 1,391 41,754 X 41,754
SOUTHERN COPPER CORP COM 84265V105 309 9,392 X 9,392
SOUTHWEST GAS CORP COM 844895102 767 26,885 X 26,885
SOUTHWESTERN ENERGY CO COM 845467109 884 18,338 X 18,338
SPECTRUM CTL INC COM 847615101 288 30,414 X 30,414
SPRINT NEXTEL CORP COM SER 1 852061100 1,009 275,739 X 275,739
STAGE STORES INC COM NEW 85254C305 1,016 82,213 X 82,213
STANDARD MICROSYSTEMS CORP COM 853626109 429 20,623 X 20,623
STANDARD PARKING CORP COM 853790103 268 16,900 X 16,900
STAPLES INC COM 855030102 939 38,174 X 38,174
STARBUCKS CORP COM 855244109 906 39,273 X 39,273
STATE STR CORP COM 857477103 1,304 29,938 X 29,938
STEIN MART INC COM 858375108 566 53,101 X 53,101
STERLING BANCSHARES INC COM 858907108 527 102,662 X 102,662
STERIS CORP COM 859152100 274 9,791 X 9,791
STERLING CONSTRUCTION CO INC COM 859241101 247 12,900 X 12,900
STMICROELECTRONICS N V NY REGISTRY 861012102 865 93,358 X 93,358
STONE ENERGY CORP COM 861642106 394 21,842 X 21,842
STRYKER CORP COM 863667101 910 18,057 X 18,057
STURM RUGER & CO INC COM 864159108 383 39,440 X 39,440
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 684 14,526 X 14,526
SUCCESSFACTORS INC COM 864596101 483 29,139 X 29,139
SUPERVALU INC COM 868536103 745 58,601 X 58,601
SUSQUEHANNA BANCSHARES INC P COM 869099101 186 31,591 X 31,591
SYMANTEC CORP COM 871503108 784 43,815 X 43,815
SYNOVUS FINL CORP COM 87161C105 127 61,892 X 61,892
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 489 37,910 X 37,910
SYNNEX CORP COM 87162W100 615 20,062 X 20,062
SYSCO CORP COM 871829107 880 31,481 X 31,481
THQ INC COM NEW 872443403 398 78,973 X 78,973
TNS INC COM 872960109 408 15,886 X 15,886
TTM TECHNOLOGIES INC COM 87305R109 373 32,360 X 32,360
T-3 ENERGY SRVCS INC COM 87306E107 509 19,952 X 19,952
TW TELECOM INC COM 87311L104 286 16,649 X 16,649
TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 509 20,918 X 20,918
TARGET CORP COM 87612E106 2,396 49,544 X 49,544
TEAM INC COM 878155100 508 26,994 X 26,994
TECHWELL INC COM 87874D101 411 31,095 X 31,095
TEKELEC COM 879101103 677 44,333 X 44,333
TELECOM ARGENTINA S A SPON ADR REP B 879273209 422 25,063 X 25,063
TELEFONICA S A SPONSORED ADR 879382208 1,209 14,475 X 14,475
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 725 43,703 X 43,703
TEMPLE INLAND INC COM 879868107 433 20,514 X 20,514
TELETECH HOLDINGS INC COM 879939106 718 35,845 X 35,845
TEMPUR PEDIC INTL INC COM 88023U101 477 20,166 X 20,166
TENET HEALTHCARE CORP COM 88033G100 127 23,539 X 23,539
TENNECO INC COM 880349105 460 25,929 X 25,929
TERADATA CORP DEL COM 88076W103 955 30,380 X 30,380
TERNIUM SA SPON ADR 880890108 521 14,702 X 14,702
TETRA TECHNOLOGIES INC DEL COM 88162F105 552 49,818 X 49,818
TEXAS INSTRS INC COM 882508104 2,202 84,484 X 84,484
TEXAS ROADHOUSE INC COM 882681109 467 41,580 X 41,580
THE9 LTD ADR 88337K104 448 62,095 X 62,095
THERMO FISHER SCIENTIFIC INC COM 883556102 1,065 22,324 X 22,324
THOMAS & BETTS CORP COM 884315102 921 25,728 X 25,728
3COM CORP COM 885535104 264 35,250 X 35,250
3M CO COM 88579Y101 3,064 37,058 X 37,058
TIBCO SOFTWARE INC COM 88632Q103 123 12,757 X 12,757
TIME WARNER INC COM NEW 887317303 1,861 63,849 X 63,849
TIME WARNER CABLE INC COM 88732J207 778 18,802 X 18,802
TIMKEN CO COM 887389104 535 22,561 X 22,561
TITANIUM METALS CORP COM NEW 888339207 129 10,327 X 10,327
TORCHMARK CORP COM 891027104 203 4,629 X 4,629
TORO CO COM 891092108 414 9,904 X 9,904
TORONTO DOMINION BK ONT COM NEW 891160509 829 13,216 X 13,216
TOTAL S A SPONSORED ADR 89151E109 793 12,380 X 12,380
TOWER GROUP INC COM 891777104 212 9,068 X 9,068
TRANSCEND SERVICES INC COM NEW 893929208 554 25,947 X 25,947
TRAVELERS COMPANIES INC COM 89417E109 4,461 89,473 X 89,473
TRINITY INDS INC COM 896522109 462 26,478 X 26,478
TRIQUINT SEMICONDUCTOR INC COM 89674K103 504 84,058 X 84,058
TRIPLE-S MGMT CORP CL B 896749108 474 26,952 X 26,952
TRIUMPH GROUP INC NEW COM 896818101 501 10,387 X 10,387
TRUEBLUE INC COM 89785X101 164 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 147 23,409 X 23,409
TUTOR PERINI CORP COM 901109108 524 28,997 X 28,997
TYSON FOODS INC CL A 902494103 436 35,503 X 35,503
UGI CORP NEW COM 902681105 380 15,729 X 15,729
UIL HLDG CORP COM 902748102 506 18,024 X 18,024
UMB FINL CORP COM 902788108 442 11,234 X 11,234
US BANCORP DEL COM NEW 902973304 3,872 172,025 X 172,025
USA MOBILITY INC COM 90341G103 347 31,487 X 31,487
ULTA SALON COSMETCS & FRAG I COM 90384S303 483 26,584 X 26,584
ULTRA PETROLEUM CORP COM 903914109 457 9,157 X 9,157
UNION PAC CORP COM 907818108 3,363 52,634 X 52,634
UNITED NAT FOODS INC COM 911163103 235 8,775 X 8,775
UNITED ONLINE INC COM 911268100 350 48,624 X 48,624
UNITED PARCEL SERVICE INC CL B 911312106 2,117 36,907 X 36,907
UNITED STATIONERS INC COM 913004107 530 9,323 X 9,323
UNITED TECHNOLOGIES CORP COM 913017109 5,026 72,406 X 72,406
UNITEDHEALTH GROUP INC COM 91324P102 3,591 117,823 X 117,823
UNITRIN INC COM 913275103 462 20,973 X 20,973
UNIVERSAL ELECTRS INC COM 913483103 359 15,468 X 15,468
UNIVERSAL FST PRODS INC COM 913543104 1,119 30,389 X 30,389
UNIVERSAL INS HLDGS INC COM 91359V107 129 21,925 X 21,925
UNUM GROUP COM 91529Y106 431 22,078 X 22,078
VAALCO ENERGY INC COM NEW 91851C201 406 89,307 X 89,307
VALERO ENERGY CORP NEW COM 91913Y100 462 27,560 X 27,560
VALSPAR CORP COM 920355104 433 15,947 X 15,947
VALUECLICK INC COM 92046N102 491 48,550 X 48,550
VANDA PHARMACEUTICALS INC COM 921659108 140 12,464 X 12,464
VASCO DATA SEC INTL INC COM 92230Y104 111 17,674 X 17,674
VECTOR GROUP LTD COM 92240M108 318 22,719 X 22,719
VEECO INSTRS INC DEL COM 922417100 289 8,747 X 8,747
VERIFONE HLDGS INC COM 92342Y109 1,091 66,630 X 66,630
VERIZON COMMUNICATIONS INC COM 92343V104 7,755 234,073 X 234,073
VIACOM INC NEW CL B 92553P201 861 28,967 X 28,967
VISA INC COM CL A 92826C839 3,933 44,970 X 44,970
VISIONCHINA MEDIA INC SPONS ADR 92833U103 455 41,652 X 41,652
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,197 51,823 X 51,823
WD-40 CO COM 929236107 396 12,234 X 12,234
WABCO HLDGS INC COM 92927K102 432 16,743 X 16,743
WPP PLC ADR 92933H101 425 8,739 X 8,739
WAL MART STORES INC COM 931142103 6,306 117,981 X 117,981
WALGREEN CO COM 931422109 3,611 98,329 X 98,329
WALTER ENERGY INC COM 93317Q105 429 5,693 X 5,693
WALTER INVT MGMT CORP COM 93317W102 537 37,500 X 37,500
WASTE MGMT INC DEL COM 94106L109 888 26,256 X 26,256
WASTE SERVICES INC DEL COM NEW 941075202 155 17,004 X 17,004
WATSON PHARMACEUTICALS INC COM 942683103 511 12,895 X 12,895
WATSON WYATT WORLDWIDE INC CL A 942712100 605 12,730 X 12,730
WEIGHT WATCHERS INTL INC NEW COM 948626106 555 19,049 X 19,049
WELLPOINT INC COM 94973V107 3,088 52,985 X 52,985
WELLS FARGO & CO NEW COM 949746101 8,978 332,647 X 332,647
WERNER ENTERPRISES INC COM 950755108 352 17,766 X 17,766
WESCO FINL CORP COM 950817106 206 600 X 600
WESTERN DIGITAL CORP COM 958102105 501 11,350 X 11,350
WESTERN UN CO COM 959802109 705 37,427 X 37,427
WILEY JOHN & SONS INC CL A 968223206 279 6,661 X 6,661
WILLBROS GROUP INC DEL COM 969203108 495 29,370 X 29,370
WILLIAMS COS INC DEL COM 969457100 653 30,958 X 30,958
WILMINGTON TRUST CORP COM 971807102 271 21,988 X 21,988
WILSHIRE BANCORP INC COM 97186T108 115 14,079 X 14,079
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 538 22,568 X 22,568
WINDSTREAM CORP COM 97381W104 806 73,367 X 73,367
WOLVERINE WORLD WIDE INC COM 978097103 394 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 851 23,754 X 23,754
WORLD FUEL SVCS CORP COM 981475106 241 8,996 X 8,996
WORLD WRESTLING ENTMT INC CL A 98156Q108 541 35,311 X 35,311
WORTHINGTON INDS INC COM 981811102 602 46,048 X 46,048
XTO ENERGY INC COM 98385X106 1,439 30,935 X 30,935
XILINX INC COM 983919101 500 19,953 X 19,953
XEROX CORP COM 984121103 1,298 153,427 X 153,427
YAHOO INC COM 984332106 2,856 170,206 X 170,206
YOUBET COM INC COM 987413101 368 128,297 X 128,297
YUM BRANDS INC COM 988498101 861 24,632 X 24,632
ZALE CORP NEW COM 988858106 342 125,779 X 125,779
ZEBRA TECHNOLOGIES CORP CL A 989207105 397 13,995 X 13,995
ZIMMER HLDGS INC COM 98956P102 679 11,480 X 11,480
ZIONS BANCORPORATION COM 989701107 790 61,597 X 61,597
ZUMIEZ INC COM 989817101 487 38,293 X 38,293
ZYMOGENETICS INC COM 98985T109 548 85,730 X 85,730