UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 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 May 7, 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: 743
Form 13F Information Table Value Total: $690,690
(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 478 11,747 X 11,747
AIRCASTLE LTD COM G0129K104 290 62,399 X 62,399
ASSURED GUARANTY LTD COM G0585R106 147 21,778 X 21,778
ACCENTURE LTD BERMUDA CL A G1150G111 1,747 63,547 X 63,547
COOPER INDS LTD CL A G24182100 466 18,013 X 18,013
COVIDIEN LTD COM G2552X108 1,899 57,128 X 57,128
GARMIN LTD ORD G37260109 443 20,905 X 20,905
GLOBAL SOURCES LTD ORD G39300101 146 37,659 X 37,659
HERBALIFE LTD COM USD SHS G4412G101 488 32,592 X 32,592
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 596 40,968 X 40,968
PARTNERRE LTD COM G6852T105 433 6,970 X 6,970
SEAGATE TECHNOLOGY SHS G7945J104 783 130,202 X 130,202
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 203 14,406 X 14,406
TYCO ELECTRONICS LTD COM NEW G9144P105 283 25,649 X 25,649
TRANSOCEAN LTD REG SHS H8817H100 640 10,879 X 10,879
CELLCOM ISRAEL LTD SHS M2196U109 241 11,294 X 11,294
ASM INTL N V COM N07045102 347 42,163 X 42,163
EXCEL MARITIME CARRIERS LTD COM V3267N107 1,863 412,095 X 412,095
GENERAL MARITIME CORP NEW SHS Y2693R101 304 43,378 X 43,378
TEEKAY TANKERS LTD CL A Y8565N102 215 22,629 X 22,629
AAR CORP COM 000361105 341 27,197 X 27,197
AFC ENTERPRISES INC COM 00104Q107 257 56,918 X 56,918
AFLAC INC COM 001055102 976 50,393 X 50,393
AMN HEALTHCARE SERVICES INC COM 001744101 59 11,567 X 11,567
AT&T INC COM 00206R102 8,165 324,004 X 324,004
ATC TECHNOLOGY CORP COM 00211W104 879 78,463 X 78,463
ABBOTT LABS COM 002824100 5,318 111,485 X 111,485
ACADIA RLTY TR COM SH BEN INT 004239109 314 29,552 X 29,552
ACERGY S A SPONSORED ADR 00443E104 94 15,224 X 15,224
ACUITY BRANDS INC COM 00508Y102 472 20,959 X 20,959
ACXIOM CORP COM 005125109 328 44,361 X 44,361
ADOBE SYS INC COM 00724F101 625 29,225 X 29,225
ADTRAN INC COM 00738A106 273 16,859 X 16,859
ADVISORY BRD CO COM 00762W107 170 10,225 X 10,225
AEGON N V NY REGISTRY SH 007924103 418 108,773 X 108,773
ADVANTA CORP CL B 007942204 22 32,907 X 32,907
AETNA INC NEW COM 00817Y108 638 26,209 X 26,209
AIR METHODS CORP COM PAR $.06 009128307 305 18,021 X 18,021
AIR PRODS & CHEMS INC COM 009158106 635 11,281 X 11,281
ALBANY MOLECULAR RESH INC COM 012423109 305 32,342 X 32,342
ALCOA INC COM 013817101 325 44,265 X 44,265
ALEXANDERS INC COM 014752109 203 1,190 X 1,190
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 249 6,840 X 6,840
ALKERMES INC COM 01642T108 133 10,966 X 10,966
ALLEGHENY TECHNOLOGIES INC COM 01741R102 296 13,492 X 13,492
ALLEGIANT TRAVEL CO COM 01748X102 337 7,409 X 7,409
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 278 17,270 X 17,270
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 351 34,100 X 34,100
ALLSTATE CORP COM 020002101 1,956 102,144 X 102,144
ALMOST FAMILY INC COM 020409108 342 17,906 X 17,906
ALPHA NATURAL RESOURCES INC COM 02076X102 430 24,239 X 24,239
ALTRIA GROUP INC COM 02209S103 1,817 113,405 X 113,405
AMAZON COM INC COM 023135106 1,253 17,059 X 17,059
AMEDISYS INC COM 023436108 412 14,970 X 14,970
AMERICAN EQTY INVT LIFE HLD COM 025676206 459 110,315 X 110,315
AMERICAN EXPRESS CO COM 025816109 1,176 86,271 X 86,271
AMERICAN FINL GROUP INC OHIO COM 025932104 2,008 125,135 X 125,135
AMERICAN INTL GROUP INC COM 026874107 167 166,755 X 166,755
AMERICAN MED SYS HLDGS INC COM 02744M108 1,580 141,686 X 141,686
AMERICAN PUBLIC EDUCATION IN COM 02913V103 632 15,029 X 15,029
AMERICAN SUPERCONDUCTOR CORP COM 030111108 412 23,817 X 23,817
AMERICAN VANGUARD CORP COM 030371108 244 18,925 X 18,925
AMERICREDIT CORP COM 03060R101 132 22,490 X 22,490
AMERISTAR CASINOS INC COM 03070Q101 309 24,598 X 24,598
AMERIPRISE FINL INC COM 03076C106 306 14,932 X 14,932
AMGEN INC COM 031162100 2,919 58,945 X 58,945
AMSURG CORP COM 03232P405 647 40,847 X 40,847
AMTRUST FINANCIAL SERVICES I COM 032359309 1,910 200,004 X 200,004
ANADARKO PETE CORP COM 032511107 990 25,459 X 25,459
ANALOG DEVICES INC COM 032654105 450 23,332 X 23,332
ANALOGIC CORP COM PAR $0.05 032657207 325 10,160 X 10,160
ANDERSONS INC COM 034164103 335 23,674 X 23,674
ANGIODYNAMICS INC COM 03475V101 127 11,278 X 11,278
ANNALY CAP MGMT INC COM 035710409 473 34,074 X 34,074
ANWORTH MORTGAGE ASSET CP COM 037347101 295 48,067 X 48,067
APACHE CORP COM 037411105 1,157 18,058 X 18,058
APARTMENT INVT & MGMT CO CL A 03748R101 267 48,777 X 48,777
APOGEE ENTERPRISES INC COM 037598109 288 26,262 X 26,262
APOLLO GROUP INC CL A 037604105 312 3,989 X 3,989
APPLE INC COM 037833100 5,074 48,265 X 48,265
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 132 27,100 X 27,100
APPLIED MATLS INC COM 038222105 1,773 164,908 X 164,908
ARBOR RLTY TR INC COM 038923108 26 36,395 X 36,395
ARCHER DANIELS MIDLAND CO COM 039483102 956 34,410 X 34,410
ARGON ST INC COM 040149106 301 15,866 X 15,866
ARIBA INC COM NEW 04033V203 290 33,244 X 33,244
ARRIS GROUP INC COM 04269Q100 1,794 243,429 X 243,429
ASHFORD HOSPITALITY TR INC COM SHS 044103109 26 17,169 X 17,169
ASHLAND INC NEW COM 044209104 418 40,501 X 40,501
ASSOCIATED BANC CORP COM 045487105 439 28,435 X 28,435
ASTORIA FINL CORP COM 046265104 430 46,810 X 46,810
ATMOS ENERGY CORP COM 049560105 573 24,799 X 24,799
AURIZON MINES LTD COM 05155P106 54 12,000 X 12,000
AUTOLIV INC COM 052800109 569 30,650 X 30,650
AUTOMATIC DATA PROCESSING IN COM 053015103 1,957 55,648 X 55,648
AVERY DENNISON CORP COM 053611109 476 21,319 X 21,319
BB&T CORP COM 054937107 1,362 80,499 X 80,499
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 273 4,198 X 4,198
BT GROUP PLC ADR 05577E101 477 42,718 X 42,718
BADGER METER INC COM 056525108 311 10,763 X 10,763
BAKER HUGHES INC COM 057224107 472 16,547 X 16,547
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 440 54,062 X 54,062
BANK OF AMERICA CORPORATION COM 060505104 3,392 497,411 X 497,411
BANK MONTREAL QUE COM 063671101 445 17,054 X 17,054
BANK OF NEW YORK MELLON CORP COM 064058100 2,979 105,449 X 105,449
BAXTER INTL INC COM 071813109 2,883 56,285 X 56,285
BECTON DICKINSON & CO COM 075887109 870 12,932 X 12,932
BEST BUY INC COM 086516101 718 18,922 X 18,922
BIG LOTS INC COM 089302103 412 19,844 X 19,844
BIOGEN IDEC INC COM 09062X103 2,041 38,926 X 38,926
BIOMED REALTY TRUST INC COM 09063H107 90 13,300 X 13,300
BIOVAIL CORP COM 09067J109 354 32,373 X 32,373
BLACK & DECKER CORP COM 091797100 522 16,551 X 16,551
BLACK BOX CORP DEL COM 091826107 551 23,343 X 23,343
BLOUNT INTL INC NEW COM 095180105 293 63,435 X 63,435
BLUE COAT SYSTEMS INC COM NEW 09534T508 1,307 108,819 X 108,819
BOEING CO COM 097023105 1,447 40,672 X 40,672
BOSTON SCIENTIFIC CORP COM 101137107 637 80,130 X 80,130
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 63 22,025 X 22,025
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 293 8,111 X 8,111
BRIGGS & STRATTON CORP COM 109043109 431 26,093 X 26,093
BRINKER INTL INC COM 109641100 307 20,361 X 20,361
BRISTOL MYERS SQUIBB CO COM 110122108 3,918 178,723 X 178,723
BUCKLE INC COM 118440106 306 9,595 X 9,595
BUFFALO WILD WINGS INC COM 119848109 326 8,925 X 8,925
BUILD A BEAR WORKSHOP COM 120076104 343 56,499 X 56,499
BURLINGTON NORTHN SANTA FE C COM 12189T104 1,898 31,560 X 31,560
CBL & ASSOC PPTYS INC COM 124830100 342 144,763 X 144,763
CBS CORP NEW CL B 124857202 398 103,690 X 103,690
CEC ENTMT INC COM 125137109 1,960 75,727 X 75,727
CH ENERGY GROUP INC COM 12541M102 296 6,316 X 6,316
CIGNA CORP COM 125509109 669 38,020 X 38,020
CKE RESTAURANTS INC COM 12561E105 345 41,130 X 41,130
CME GROUP INC COM 12572Q105 1,895 7,690 X 7,690
CNA FINL CORP COM 126117100 464 50,678 X 50,678
CSX CORP COM 126408103 560 21,673 X 21,673
CVB FINL CORP COM 126600105 70 10,600 X 10,600
CVR ENERGY INC COM 12662P108 387 69,867 X 69,867
CVS CAREMARK CORPORATION COM 126650100 2,111 76,791 X 76,791
CABELAS INC COM 126804301 1,043 114,449 X 114,449
CACI INTL INC CL A 127190304 586 16,057 X 16,057
CAL DIVE INTL INC DEL COM 12802T101 339 50,041 X 50,041
CAL MAINE FOODS INC COM NEW 128030202 1,822 81,390 X 81,390
CALAMOS ASSET MGMT INC CL A 12811R104 53 11,000 X 11,000
CDN IMPERIAL BK OF COMMERCE COM 136069101 1,014 27,918 X 27,918
CAPITAL ONE FINL CORP COM 14040H105 649 53,017 X 53,017
CAPITALSOURCE INC COM 14055X102 76 62,064 X 62,064
CAPSTEAD MTG CORP COM NO PAR 14067E506 300 27,908 X 27,908
CARBO CERAMICS INC COM 140781105 267 9,397 X 9,397
CARDINAL HEALTH INC COM 14149Y108 1,588 50,456 X 50,456
CARNIVAL CORP PAIRED CTF 143658300 499 23,110 X 23,110
CARPENTER TECHNOLOGY CORP COM 144285103 204 14,448 X 14,448
CARTER INC COM 146229109 2,843 151,141 X 151,141
CATERPILLAR INC DEL COM 149123101 924 33,061 X 33,061
CEDAR FAIR L P DEPOSITRY UNIT 150185106 343 36,893 X 36,893
CELGENE CORP COM 151020104 2,139 48,179 X 48,179
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 247 29,905 X 29,905
CENTENE CORP DEL COM 15135B101 2,303 127,820 X 127,820
CENTRAL PAC FINL CORP COM 154760102 377 67,339 X 67,339
CENTURYTEL INC COM 156700106 449 15,980 X 15,980
CERADYNE INC COM 156710105 214 11,826 X 11,826
CHARLOTTE RUSSE HLDG INC COM 161048103 621 76,162 X 76,162
CHATTEM INC COM 162456107 263 4,693 X 4,693
CHESAPEAKE ENERGY CORP COM 165167107 507 29,724 X 29,724
CHEVRON CORP NEW COM 166764100 9,172 136,411 X 136,411
CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 102 10,498 X 10,498
CHOICE HOTELS INTL INC COM 169905106 273 10,558 X 10,558
CHUBB CORP COM 171232101 849 20,066 X 20,066
CHUNGHWA TELECOM CO LTD SPONS ADR NEW 17133Q403 304 16,675 X 16,675
CINCINNATI FINL CORP COM 172062101 480 20,984 X 20,984
CIRCOR INTL INC COM 17273K109 355 15,778 X 15,778
CISCO SYS INC COM 17275R102 5,424 323,417 X 323,417
CIRRUS LOGIC INC COM 172755100 290 77,004 X 77,004
CITIGROUP INC COM 172967101 1,084 428,316 X 428,316
CITY BK LYNNWOOD WASH COM 17770A109 68 20,500 X 20,500
COCA COLA CO COM 191216100 5,593 127,252 X 127,252
COGNEX CORP COM 192422103 705 52,883 X 52,883
COGO GROUP INC COM 192448108 315 47,176 X 47,176
COLGATE PALMOLIVE CO COM 194162103 2,710 45,941 X 45,941
COLONIAL PPTYS TR COM SH BEN INT 195872106 271 71,111 X 71,111
COMCAST CORP NEW CL A 20030N101 3,175 232,791 X 232,791
COMERICA INC COM 200340107 432 23,618 X 23,618
CGG VERITAS SPONSORED ADR 204386106 172 14,886 X 14,886
COMPASS MINERALS INTL INC COM 20451N101 275 4,882 X 4,882
COMPELLENT TECHNOLOGIES INC COM 20452A108 277 25,500 X 25,500
COMPLETE PRODUCTION SERVICES COM 20453E109 281 91,078 X 91,078
COMPUTER PROGRAMS & SYS INC COM 205306103 353 10,600 X 10,600
COMSTOCK RES INC COM NEW 205768203 265 8,907 X 8,907
CONOCOPHILLIPS COM 20825C104 3,264 83,351 X 83,351
COOPER COS INC COM NEW 216648402 348 13,147 X 13,147
CORNING INC COM 219350105 1,137 85,654 X 85,654
COSTCO WHSL CORP NEW COM 22160K105 2,181 47,087 X 47,087
COUSINS PPTYS INC COM 222795106 90 13,900 X 13,900
COX RADIO INC CL A 224051102 75 18,313 X 18,313
CRANE CO COM 224399105 196 11,608 X 11,608
CREDIT SUISSE GROUP SPONSORED ADR 225401108 493 16,164 X 16,164
CROSS TIMBERS RTY TR TR UNIT 22757R109 267 14,702 X 14,702
CRUCELL N V SPONSORED ADR 228769105 213 10,805 X 10,805
CTRIP COM INTL LTD ADR 22943F100 470 17,162 X 17,162
CYBERONICS INC COM 23251P102 1,520 114,568 X 114,568
CYPRESS SEMICONDUCTOR CORP COM 232806109 352 51,927 X 51,927
DCT INDUSTRIAL TRUST INC COM 233153105 166 52,469 X 52,469
D R HORTON INC COM 23331A109 562 57,887 X 57,887
DAKTRONICS INC COM 234264109 318 48,496 X 48,496
DANAHER CORP DEL COM 235851102 752 13,877 X 13,877
DATA DOMAIN INC COM 23767P109 308 24,535 X 24,535
DELL INC COM 24702R101 923 97,311 X 97,311
DELPHI FINL GROUP INC CL A 247131105 154 11,462 X 11,462
DELUXE CORP COM 248019101 336 34,848 X 34,848
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 308 23,271 X 23,271
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 456 36,895 X 36,895
DEVELOPERS DIVERSIFIED RLTY COM 251591103 74 34,551 X 34,551
DEVON ENERGY CORP NEW COM 25179M103 1,077 24,109 X 24,109
DIAMONDROCK HOSPITALITY CO COM 252784301 171 42,739 X 42,739
DIONEX CORP COM 254546104 389 8,224 X 8,224
DIRECTV GROUP INC COM 25459L106 727 31,903 X 31,903
DISNEY WALT CO COM DISNEY 254687106 1,859 102,359 X 102,359
DISCOVER FINL SVCS COM 254709108 428 67,814 X 67,814
DOLLAR FINL CORP COM 256664103 283 29,695 X 29,695
DOMINION RES INC VA NEW COM 25746U109 1,922 62,018 X 62,018
DOMINOS PIZZA INC COM 25754A201 273 41,636 X 41,636
DONNELLEY R R & SONS CO COM 257867101 342 46,701 X 46,701
DORCHESTER MINERALS LP COM UNIT 25820R105 375 22,961 X 22,961
DOUGLAS EMMETT INC COM 25960P109 300 40,591 X 40,591
DOVER CORP COM 260003108 458 17,343 X 17,343
DOW CHEM CO COM 260543103 880 104,386 X 104,386
DRESS BARN INC COM 261570105 384 31,258 X 31,258
DREW INDS INC COM NEW 26168L205 276 31,810 X 31,810
DU PONT E I DE NEMOURS & CO COM 263534109 1,075 48,125 X 48,125
DUKE ENERGY CORP NEW COM 26441C105 1,988 138,826 X 138,826
DYNAMIC MATLS CORP COM 267888105 337 36,831 X 36,831
DYNCORP INTL INC CL A 26817C101 351 26,313 X 26,313
E M C CORP MASS COM 268648102 3,047 267,323 X 267,323
EOG RES INC COM 26875P101 728 13,289 X 13,289
EARTHLINK INC COM 270321102 345 52,585 X 52,585
EAST WEST BANCORP INC COM 27579R104 49 10,742 X 10,742
EASTMAN KODAK CO COM 277461109 105 27,693 X 27,693
EATON CORP COM 278058102 442 11,997 X 11,997
EBAY INC COM 278642103 1,833 145,962 X 145,962
EBIX INC COM NEW 278715206 293 11,784 X 11,784
ECLIPSYS CORP COM 278856109 160 15,805 X 15,805
EDUCATION RLTY TR INC COM 28140H104 72 20,710 X 20,710
EDWARDS LIFESCIENCES CORP COM 28176E108 306 5,047 X 5,047
EMBARQ CORP COM 29078E105 453 11,958 X 11,958
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 2,378 179,182 X 179,182
EMERSON ELEC CO COM 291011104 2,186 76,494 X 76,494
EMULEX CORP COM NEW 292475209 112 22,226 X 22,226
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,280 72,418 X 72,418
ENERGEN CORP COM 29265N108 388 13,303 X 13,303
ENERSYS COM 29275Y102 507 41,801 X 41,801
ENERNOC INC COM 292764107 346 23,801 X 23,801
ENSIGN GROUP INC COM 29358P101 299 19,334 X 19,334
ENTERGY CORP NEW COM 29364G103 698 10,249 X 10,249
ENZON PHARMACEUTICALS INC COM 293904108 130 21,354 X 21,354
ERICSSON L M TEL CO ADR B SEK 10 294821608 442 54,684 X 54,684
ETHAN ALLEN INTERIORS INC COM 297602104 313 27,807 X 27,807
EXACTECH INC COM 30064E109 246 21,427 X 21,427
EXELON CORP COM 30161N101 1,598 35,203 X 35,203
EXTRA SPACE STORAGE INC COM 30225T102 88 15,900 X 15,900
EXXON MOBIL CORP COM 30231G102 22,315 327,680 X 327,680
FEI CO COM 30241L109 480 31,100 X 31,100
FNB CORP PA COM 302520101 257 33,533 X 33,533
FPL GROUP INC COM 302571104 2,881 56,782 X 56,782
FAMILY DLR STORES INC COM 307000109 416 12,453 X 12,453
FEDERAL AGRIC MTG CORP CL C 313148306 86 32,231 X 32,231
FEDERAL HOME LN MTG CORP COM 313400301 26 34,524 X 34,524
FEDERAL NATL MTG ASSN COM 313586109 57 81,532 X 81,532
FEDEX CORP COM 31428X106 1,737 39,034 X 39,034
FELCOR LODGING TR INC COM 31430F101 39 29,000 X 29,000
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 2,265 169,003 X 169,003
FIFTH THIRD BANCORP COM 316773100 102 35,021 X 35,021
FIRST BANCORP P R COM 318672102 194 45,655 X 45,655
FIRST BUSEY CORP COM 319383105 263 33,926 X 33,926
FIRST HORIZON NATL CORP COM 320517105 542 50,427 X 50,427
FIRST MIDWEST BANCORP DEL COM 320867104 170 19,757 X 19,757
FIRST SOLAR INC COM 336433107 305 2,300 X 2,300
FIRST ST BANCORPORATION COM 336453105 52 37,200 X 37,200
FIRSTENERGY CORP COM 337932107 1,665 43,135 X 43,135
FOOT LOCKER INC COM 344849104 396 37,778 X 37,778
FORRESTER RESH INC COM 346563109 451 21,957 X 21,957
FORTUNE BRANDS INC COM 349631101 488 19,893 X 19,893
FRANCE TELECOM SPONSORED ADR 35177Q105 425 18,750 X 18,750
FRANKLIN ELEC INC COM 353514102 323 14,579 X 14,579
FRANKLIN RES INC COM 354613101 452 8,391 X 8,391
FRANKLIN STREET PPTYS CORP COM 35471R106 232 18,886 X 18,886
FREEPORT-MCMORAN COPPER & GO COM 35671D857 771 20,224 X 20,224
FREIGHTCAR AMER INC COM 357023100 218 12,441 X 12,441
FRONTIER COMMUNICATIONS CORP COM 35906A108 486 67,675 X 67,675
FRONTIER FINL CORP WASH COM 35907K105 13 11,800 X 11,800
FUEL SYS SOLUTIONS INC COM 35952W103 334 24,762 X 24,762
GANNETT INC COM 364730101 60 27,246 X 27,246
GARTNER INC COM 366651107 176 15,966 X 15,966
GEN-PROBE INC NEW COM 36866T103 228 4,998 X 4,998
GENERAL DYNAMICS CORP COM 369550108 1,893 45,522 X 45,522
GENERAL ELECTRIC CO COM 369604103 7,031 695,434 X 695,434
GENERAL GROWTH PPTYS INC COM 370021107 72 102,061 X 102,061
GENERAL MLS INC COM 370334104 896 17,958 X 17,958
GENESEE & WYO INC CL A 371559105 229 10,787 X 10,787
GENWORTH FINL INC COM CL A 37247D106 432 227,141 X 227,141
GENZYME CORP COM 372917104 840 14,136 X 14,136
GIANT INTERACTIVE GROUP INC ADR 374511103 261 38,424 X 38,424
GILEAD SCIENCES INC COM 375558103 3,540 76,425 X 76,425
GILDAN ACTIVEWEAR INC COM 375916103 90 11,099 X 11,099
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 435 14,002 X 14,002
GLIMCHER RLTY TR SH BEN INT 379302102 18 13,000 X 13,000
GOLDMAN SACHS GROUP INC COM 38141G104 3,743 35,304 X 35,304
GOOGLE INC CL A 38259P508 5,003 14,373 X 14,373
GRACO INC COM 384109104 336 19,692 X 19,692
GRAFTECH INTL LTD COM 384313102 66 10,699 X 10,699
GRAHAM CORP COM 384556106 254 28,364 X 28,364
GREATBATCH INC COM 39153L106 332 17,160 X 17,160
GREEN MTN COFFEE ROASTERS IN COM 393122106 340 7,080 X 7,080
GROUP 1 AUTOMOTIVE INC COM 398905109 314 22,482 X 22,482
GULFMARK OFFSHORE INC COM 402629109 426 17,865 X 17,865
HNI CORP COM 404251100 319 30,721 X 30,721
HRPT PPTYS TR COM SH BEN INT 40426W101 439 137,711 X 137,711
HSBC HLDGS PLC SPON ADR NEW 404280406 467 16,549 X 16,549
HALLIBURTON CO COM 406216101 727 47,004 X 47,004
HANMI FINL CORP COM 410495105 19 14,503 X 14,503
HARMONIC INC COM 413160102 127 19,554 X 19,554
HARSCO CORP COM 415864107 374 16,879 X 16,879
HARTE-HANKS INC COM 416196103 311 58,177 X 58,177
HARTFORD FINL SVCS GROUP INC COM 416515104 541 68,863 X 68,863
HATTERAS FINL CORP COM 41902R103 307 12,277 X 12,277
HAWAIIAN HOLDINGS INC COM 419879101 367 98,354 X 98,354
HAYNES INTERNATIONAL INC COM NEW 420877201 333 18,694 X 18,694
HEALTHCARE RLTY TR COM 421946104 435 29,010 X 29,010
HEADWATERS INC COM 42210P102 226 72,105 X 72,105
HEALTHSPRING INC COM 42224N101 336 40,096 X 40,096
HEARTLAND EXPRESS INC COM 422347104 321 21,663 X 21,663
HEARTLAND PMT SYS INC COM 42235N108 322 48,703 X 48,703
HESS CORP COM 42809H107 816 15,063 X 15,063
HEWLETT PACKARD CO COM 428236103 5,633 175,690 X 175,690
HHGREGG INC COM 42833L108 656 46,354 X 46,354
HILL ROM HLDGS INC COM 431475102 268 27,133 X 27,133
HILLENBRAND INC COM 431571108 250 15,591 X 15,591
HOME DEPOT INC COM 437076102 2,151 91,290 X 91,290
HONEYWELL INTL INC COM 438516106 1,571 56,386 X 56,386
HOOKER FURNITURE CORP COM 439038100 315 37,350 X 37,350
HORACE MANN EDUCATORS CORP N COM 440327104 332 39,629 X 39,629
HOST HOTELS & RESORTS INC COM 44107P104 400 101,978 X 101,978
HOT TOPIC INC COM 441339108 185 16,558 X 16,558
HUGOTON RTY TR TEX UNIT BEN INT 444717102 249 26,022 X 26,022
HUNTINGTON BANCSHARES INC COM 446150104 128 76,916 X 76,916
HUNTSMAN CORP COM 447011107 300 95,855 X 95,855
ISTAR FINL INC COM 45031U101 110 39,170 X 39,170
ILLINOIS TOOL WKS INC COM 452308109 1,236 40,068 X 40,068
INERGY L P UNIT LTD PTNR 456615103 1,798 82,046 X 82,046
INFORMATICA CORP COM 45666Q102 156 11,750 X 11,750
INNOPHOS HOLDINGS INC COM 45774N108 488 43,256 X 43,256
INTEGRAL SYS INC MD COM 45810H107 117 13,600 X 13,600
INTEGRATED DEVICE TECHNOLOGY COM 458118106 113 24,900 X 24,900
INTEL CORP COM 458140100 6,101 405,954 X 405,954
INTERACTIVE INTELLIGENCE INC COM 45839M103 662 73,044 X 73,044
INTERFACE INC CL A 458665106 265 88,570 X 88,570
INTERMEC INC COM 458786100 305 29,336 X 29,336
INTERNATIONAL BUSINESS MACHS COM 459200101 8,891 91,766 X 91,766
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 302 9,900 X 9,900
INTL PAPER CO COM 460146103 402 57,113 X 57,113
INTERSIL CORP CL A 46069S109 186 16,205 X 16,205
INTERPUBLIC GROUP COS INC COM 460690100 76 18,561 X 18,561
INVESTORS BANCORP INC COM 46146P102 221 26,100 X 26,100
IRIS INTL INC COM 46270W105 288 24,937 X 24,937
IRWIN FINL CORP COM 464119106 39 19,852 X 19,852
ISHARES TR RUSSELL MIDCAP 464287499 47,453 878,599 X 878,599
ISHARES TR RUSSELL 2000 464287655 25,369 603,310 X 603,310
ISHARES TR RUSSELL 3000 464287689 13,443 293,000 X 293,000
I2 TECHNOLOGIES INC COM NEW 465754208 201 25,419 X 25,419
JDA SOFTWARE GROUP INC COM 46612K108 220 19,084 X 19,084
JPMORGAN CHASE & CO COM 46625H100 5,570 209,546 X 209,546
JACKSON HEWITT TAX SVCS INC COM 468202106 669 128,101 X 128,101
JANUS CAP GROUP INC COM 47102X105 135 20,334 X 20,334
JOHNSON & JOHNSON COM 478160104 9,717 184,728 X 184,728
JOHNSON CTLS INC COM 478366107 376 31,369 X 31,369
JOY GLOBAL INC COM 481165108 381 17,900 X 17,900
KBW INC COM 482423100 347 17,045 X 17,045
KLA-TENCOR CORP COM 482480100 445 22,249 X 22,249
KELLOGG CO COM 487836108 474 12,951 X 12,951
KENEXA CORP COM 488879107 78 14,421 X 14,421
KENSEY NASH CORP COM 490057106 290 13,619 X 13,619
KIMBERLY CLARK CORP COM 494368103 1,056 22,902 X 22,902
KIMCO REALTY CORP COM 49446R109 400 52,472 X 52,472
KINDRED HEALTHCARE INC COM 494580103 303 20,254 X 20,254
KINETIC CONCEPTS INC COM NEW 49460W208 1,229 58,170 X 58,170
KITE RLTY GROUP TR COM 49803T102 34 14,052 X 14,052
KNOLL INC COM NEW 498904200 2,021 329,671 X 329,671
KNIGHT TRANSN INC COM 499064103 282 18,587 X 18,587
KNOT INC COM 499184109 90 11,000 X 11,000
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 425 28,602 X 28,602
KOPPERS HOLDINGS INC COM 50060P106 306 21,076 X 21,076
KRAFT FOODS INC CL A 50075N104 1,777 79,725 X 79,725
KROGER CO COM 501044101 763 35,953 X 35,953
LHC GROUP INC COM 50187A107 492 22,102 X 22,102
LANCASTER COLONY CORP COM 513847103 290 6,985 X 6,985
LANDAUER INC COM 51476K103 228 4,498 X 4,498
LANDSTAR SYS INC COM 515098101 332 9,927 X 9,927
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 656 112,327 X 112,327
LEGG MASON INC COM 524901105 470 29,546 X 29,546
LENNAR CORP CL A 526057104 148 19,703 X 19,703
LEXINGTON REALTY TRUST COM 529043101 90 37,800 X 37,800
LEXMARK INTL NEW CL A 529771107 230 13,652 X 13,652
LIFE SCIENCES RESH INC COM 532169109 224 31,600 X 31,600
LILLY ELI & CO COM 532457108 2,259 67,619 X 67,619
LIMITED BRANDS INC COM 532716107 473 54,417 X 54,417
LINCOLN EDL SVCS CORP COM 533535100 327 17,830 X 17,830
LINCOLN ELEC HLDGS INC COM 533900106 446 14,089 X 14,089
LINCOLN NATL CORP IND COM 534187109 309 46,175 X 46,175
LIONS GATE ENTMNT CORP COM NEW 535919203 280 55,516 X 55,516
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 476 118,090 X 118,090
LO-JACK CORP COM 539451104 58 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,372 34,364 X 34,364
LOEWS CORP COM 540424108 385 17,426 X 17,426
LORILLARD INC COM 544147101 279 4,513 X 4,513
LOWES COS INC COM 548661107 1,428 78,247 X 78,247
LULULEMON ATHLETICA INC COM 550021109 345 39,854 X 39,854
M & T BK CORP COM 55261F104 440 9,726 X 9,726
MB FINANCIAL INC NEW COM 55264U108 287 21,104 X 21,104
MFA FINANCIAL INC COM 55272X102 77 13,111 X 13,111
MGIC INVT CORP WIS COM 552848103 64 44,758 X 44,758
MSCI INC CL A 55354G100 297 17,544 X 17,544
MTS SYS CORP COM 553777103 256 11,270 X 11,270
MACK CALI RLTY CORP COM 554489104 401 20,259 X 20,259
MACYS INC COM 55616P104 446 50,138 X 50,138
MAGELLAN HEALTH SVCS INC COM NEW 559079207 688 18,877 X 18,877
MANITOWOC INC COM 563571108 346 105,867 X 105,867
MANULIFE FINL CORP COM 56501R106 461 41,167 X 41,167
MARATHON OIL CORP COM 565849106 2,059 78,326 X 78,326
MARSHALL & ILSLEY CORP NEW COM 571837103 91 16,169 X 16,169
MARTEK BIOSCIENCES CORP COM 572901106 585 32,039 X 32,039
MARTEN TRANS LTD COM 573075108 369 19,749 X 19,749
MASCO CORP COM 574599106 452 64,776 X 64,776
MASTERCARD INC CL A 57636Q104 651 3,890 X 3,890
MATRIXX INITIATIVES INC COM 57685L105 231 14,094 X 14,094
MATRIX SVC CO COM 576853105 156 18,981 X 18,981
MAXIM INTEGRATED PRODS INC COM 57772K101 447 33,849 X 33,849
MAXYGEN INC COM 577776107 297 43,700 X 43,700
MAXIMUS INC COM 577933104 361 9,050 X 9,050
MCDONALDS CORP COM 580135101 3,340 61,201 X 61,201
MCGRAW HILL COS INC COM 580645109 484 21,165 X 21,165
MCKESSON CORP COM 58155Q103 528 15,075 X 15,075
MCMORAN EXPLORATION CO COM 582411104 244 52,001 X 52,001
MECHEL OAO SPONSORED ADR 583840103 83 19,825 X 19,825
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,302 55,684 X 55,684
MEDNAX INC COM 58502B106 617 20,951 X 20,951
MEDTRONIC INC COM 585055106 1,792 60,810 X 60,810
MERCK & CO INC COM 589331107 3,515 131,397 X 131,397
MEREDITH CORP COM 589433101 254 15,289 X 15,289
MESABI TR CTF BEN INT 590672101 275 37,069 X 37,069
METLIFE INC COM 59156R108 1,948 85,558 X 85,558
METTLER TOLEDO INTERNATIONAL COM 592688105 252 4,904 X 4,904
MICREL INC COM 594793101 292 41,475 X 41,475
MICROSOFT CORP COM 594918104 8,047 438,050 X 438,050
MICROSTRATEGY INC CL A NEW 594972408 268 7,835 X 7,835
MILLER HERMAN INC COM 600544100 243 22,805 X 22,805
MOBILE MINI INC COM 60740F105 127 11,000 X 11,000
MOLINA HEALTHCARE INC COM 60855R100 331 17,377 X 17,377
MOLEX INC COM 608554101 180 13,077 X 13,077
MONSANTO CO NEW COM 61166W101 3,662 44,063 X 44,063
MONSTER WORLDWIDE INC COM 611742107 182 22,277 X 22,277
MOOG INC CL A 615394202 295 12,916 X 12,916
MORGAN STANLEY COM NEW 617446448 2,330 102,348 X 102,348
MOSAIC CO COM 61945A107 1,226 29,210 X 29,210
MOTOROLA INC COM 620076109 962 227,470 X 227,470
MUELLER INDS INC COM 624756102 685 31,572 X 31,572
MYLAN INC COM 628530107 1,177 87,791 X 87,791
NCR CORP NEW COM 62886E108 229 28,830 X 28,830
NVE CORP COM NEW 629445206 314 10,914 X 10,914
NYSE EURONEXT COM 629491101 251 14,001 X 14,001
NATIONAL FINL PARTNERS CORP COM 63607P208 45 14,100 X 14,100
NATIONAL OILWELL VARCO INC COM 637071101 1,228 42,767 X 42,767
NATIONAL PENN BANCSHARES INC COM 637138108 336 40,540 X 40,540
NATIONAL RETAIL PROPERTIES I COM 637417106 170 10,714 X 10,714
NATIONAL SEMICONDUCTOR CORP COM 637640103 265 25,814 X 25,814
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 263 11,799 X 11,799
NELNET INC CL A 64031N108 378 42,794 X 42,794
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 811 53,323 X 53,323
NETEASE COM INC SPONSORED ADR 64110W102 434 16,166 X 16,166
NEUSTAR INC CL A 64126X201 288 17,190 X 17,190
NEWCASTLE INVT CORP COM 65105M108 87 133,361 X 133,361
NEWELL RUBBERMAID INC COM 651229106 429 67,270 X 67,270
NEWMARKET CORP COM 651587107 1,780 40,185 X 40,185
NEWMONT MINING CORP COM 651639106 1,056 23,597 X 23,597
NEWS CORP CL A 65248E104 1,815 274,189 X 274,189
NIKE INC CL B 654106103 880 18,773 X 18,773
NOKIA CORP SPONSORED ADR 654902204 447 38,321 X 38,321
NORFOLK SOUTHERN CORP COM 655844108 683 20,236 X 20,236
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 81 11,666 X 11,666
NORTHROP GRUMMAN CORP COM 666807102 1,255 28,751 X 28,751
NOVEN PHARMACEUTICALS INC COM 670009109 781 82,378 X 82,378
NUCOR CORP COM 670346105 2,036 53,333 X 53,333
OSI SYSTEMS INC COM 671044105 287 18,817 X 18,817
OBAGI MEDICAL PRODUCTS INC COM 67423R108 259 48,214 X 48,214
OCCIDENTAL PETE CORP DEL COM 674599105 2,462 44,232 X 44,232
ODYSSEY HEALTHCARE INC COM 67611V101 571 58,853 X 58,853
OLD REP INTL CORP COM 680223104 626 57,850 X 57,850
OMNICOM GROUP INC COM 681919106 402 17,162 X 17,162
OMNICELL INC COM 68213N109 128 16,403 X 16,403
ONE LIBERTY PPTYS INC COM 682406103 36 10,200 X 10,200
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 770 117,762 X 117,762
ORACLE CORP COM 68389X105 3,804 210,517 X 210,517
OSIRIS THERAPEUTICS INC COM 68827R108 226 16,358 X 16,358
OWENS ILL INC COM NEW 690768403 350 24,235 X 24,235
PDL BIOPHARMA INC COM 69329Y104 275 38,792 X 38,792
PHH CORP COM NEW 693320202 349 24,819 X 24,819
PMI GROUP INC COM 69344M101 34 55,254 X 55,254
PNC FINL SVCS GROUP INC COM 693475105 1,076 36,721 X 36,721
PPG INDS INC COM 693506107 468 12,674 X 12,674
PPL CORP COM 69351T106 648 22,580 X 22,580
PS BUSINESS PKS INC CALIF COM 69360J107 308 8,361 X 8,361
PACCAR INC COM 693718108 501 19,461 X 19,461
PACER INTL INC TENN COM 69373H106 223 63,700 X 63,700
PACKAGING CORP AMER COM 695156109 248 19,053 X 19,053
PACTIV CORP COM 695257105 320 21,911 X 21,911
PANTRY INC COM 698657103 335 19,000 X 19,000
PAR PHARMACEUTICAL COS INC COM 69888P106 282 29,812 X 29,812
PARTNER COMMUNICATIONS CO LT ADR 70211M109 335 22,175 X 22,175
PATTERSON UTI ENERGY INC COM 703481101 153 17,105 X 17,105
PEABODY ENERGY CORP COM 704549104 560 22,371 X 22,371
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 43 12,150 X 12,150
PEPSICO INC COM 713448108 5,828 113,203 X 113,203
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 270 19,217 X 19,217
PFIZER INC COM 717081103 6,861 503,762 X 503,762
PHILIP MORRIS INTL INC COM 718172109 4,085 114,821 X 114,821
PHOENIX COS INC NEW COM 71902E109 16 13,800 X 13,800
PINNACLE ENTMT INC COM 723456109 358 50,800 X 50,800
PIPER JAFFRAY COS COM 724078100 302 11,728 X 11,728
PITNEY BOWES INC COM 724479100 458 19,609 X 19,609
PLANTRONICS INC NEW COM 727493108 122 10,105 X 10,105
PLEXUS CORP COM 729132100 581 42,016 X 42,016
POLARIS INDS INC COM 731068102 393 18,315 X 18,315
POPULAR INC COM 733174106 78 35,929 X 35,929
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,871 69,693 X 69,693
POTLATCH CORP NEW COM 737630103 403 17,392 X 17,392
POWELL INDS INC COM 739128106 485 13,747 X 13,747
PRAXAIR INC COM 74005P104 1,123 16,682 X 16,682
PRE PAID LEGAL SVCS INC COM 740065107 211 7,256 X 7,256
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 373 45,622 X 45,622
PROCTER & GAMBLE CO COM 742718109 7,762 164,840 X 164,840
PROLOGIS SH BEN INT 743410102 383 58,870 X 58,870
PROTECTIVE LIFE CORP COM 743674103 103 19,544 X 19,544
PRUDENTIAL FINL INC COM 744320102 913 47,990 X 47,990
PUBLIC SVC ENTERPRISE GROUP COM 744573106 792 26,884 X 26,884
QLOGIC CORP COM 747277101 602 54,170 X 54,170
QUALCOMM INC COM 747525103 3,408 87,591 X 87,591
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,220 247,988 X 247,988
QUIDEL CORP COM 74838J101 240 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 439 128,378 X 128,378
RADIOSHACK CORP COM 750438103 231 26,992 X 26,992
RAYTHEON CO COM NEW 755111507 2,062 52,948 X 52,948
RBC BEARINGS INC COM 75524B104 292 19,126 X 19,126
REALTY INCOME CORP COM 756109104 243 12,893 X 12,893
REGIONS FINANCIAL CORP NEW COM 7591EP100 463 108,773 X 108,773
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,554 59,037 X 59,037
REPUBLIC AWYS HLDGS INC COM 760276105 72 11,152 X 11,152
RES-CARE INC COM 760943100 152 10,466 X 10,466
REYNOLDS AMERICAN INC COM 761713106 325 9,066 X 9,066
ROCKWELL AUTOMATION INC COM 773903109 450 20,621 X 20,621
ROCKY BRANDS INC COM 774515100 72 20,700 X 20,700
ROSETTA RESOURCES INC COM 777779307 156 31,450 X 31,450
ROYAL BK CDA MONTREAL QUE COM 780087102 466 16,108 X 16,108
SL GREEN RLTY CORP COM 78440X101 364 33,714 X 33,714
SPDR TR UNIT SER 1 78462F103 735 9,240 X 9,240
SPSS INC COM 78462K102 371 13,038 X 13,038
S1 CORPORATION COM 78463B101 65 12,700 X 12,700
SVB FINL GROUP COM 78486Q101 219 10,964 X 10,964
SWS GROUP INC COM 78503N107 205 13,175 X 13,175
SABINE ROYALTY TR UNIT BEN INT 785688102 259 7,347 X 7,347
ST JUDE MED INC COM 790849103 1,227 33,778 X 33,778
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 248 17,379 X 17,379
SANOFI AVENTIS SPONSORED ADR 80105N105 462 16,537 X 16,537
SAPIENT CORP COM 803062108 171 38,265 X 38,265
SCANSOURCE INC COM 806037107 761 40,964 X 40,964
SCHERING PLOUGH CORP COM 806605101 3,260 138,413 X 138,413
SCHLUMBERGER LTD COM 806857108 2,638 64,932 X 64,932
SCHWAB CHARLES CORP NEW COM 808513105 791 51,037 X 51,037
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 272 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 596 10,216 X 10,216
SENIOR HSG PPTYS TR SH BEN INT 81721M109 479 34,142 X 34,142
SEPRACOR INC COM 817315104 1,274 86,870 X 86,870
SERVICE CORP INTL COM 817565104 302 86,667 X 86,667
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 456 11,536 X 11,536
SHUTTERFLY INC COM 82568P304 333 35,569 X 35,569
SIEMENS A G SPONSORED ADR 826197501 424 7,451 X 7,451
SIGA TECHNOLOGIES INC COM 826917106 222 43,723 X 43,723
SILICON LABORATORIES INC COM 826919102 239 9,041 X 9,041
SILGAN HOLDINGS INC COM 827048109 285 5,433 X 5,433
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 342 58,996 X 58,996
SIMON PPTY GROUP INC NEW COM 828806109 884 25,532 X 25,532
SKILLED HEALTHCARE GROUP INC CL A 83066R107 274 33,399 X 33,399
SKYWORKS SOLUTIONS INC COM 83088M102 109 13,564 X 13,564
SKILLSOFT PLC SPONSORED ADR 830928107 98 14,700 X 14,700
SMART BALANCE INC COM 83169Y108 288 47,702 X 47,702
SMITH & WESSON HLDG CORP COM 831756101 297 49,365 X 49,365
SMITH MICRO SOFTWARE INC COM 832154108 573 109,525 X 109,525
SOFTBRANDS INC COM 83402A107 3 10,670 X 10,670
SOHU COM INC COM 83408W103 224 5,413 X 5,413
SONIC CORP COM 835451105 354 35,300 X 35,300
SONICWALL INC COM 835470105 90 20,141 X 20,141
SONOCO PRODS CO COM 835495102 442 21,082 X 21,082
SOUTHERN CO COM 842587107 1,264 41,285 X 41,285
SOUTHERN COPPER CORP COM 84265V105 203 11,642 X 11,642
SPARTAN STORES INC COM 846822104 298 19,361 X 19,361
SPECTRA ENERGY PARTNERS LP COM 84756N109 277 12,704 X 12,704
SPRINT NEXTEL CORP COM SER 1 852061100 527 147,662 X 147,662
STAGE STORES INC COM NEW 85254C305 330 32,722 X 32,722
STANDARD PARKING CORP COM 853790103 277 16,900 X 16,900
STANLEY INC COM 854532108 330 12,981 X 12,981
STANLEY WKS COM 854616109 427 14,664 X 14,664
STAPLES INC COM 855030102 677 37,399 X 37,399
STARENT NETWORKS CORP COM 85528P108 1,877 118,780 X 118,780
STATE STR CORP COM 857477103 856 27,811 X 27,811
STEAK N SHAKE CO COM 857873103 326 43,097 X 43,097
STEEL DYNAMICS INC COM 858119100 92 10,401 X 10,401
STERLING BANCSHARES INC COM 858907108 69 10,500 X 10,500
STERLING FINL CORP WASH COM 859319105 310 149,549 X 149,549
STMICROELECTRONICS N V NY REGISTRY 861012102 463 93,420 X 93,420
STRATASYS INC COM 862685104 92 11,110 X 11,110
STRATEGIC HOTELS & RESORTS I COM 86272T106 54 77,893 X 77,893
STRYKER CORP COM 863667101 551 16,195 X 16,195
STURM RUGER & CO INC COM 864159108 293 23,789 X 23,789
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 401 10,968 X 10,968
SUN HEALTHCARE GROUP INC COM NEW 866933401 189 22,402 X 22,402
SUNSTONE HOTEL INVS INC NEW COM 867892101 33 12,667 X 12,667
SUNTRUST BKS INC COM 867914103 645 54,918 X 54,918
SUPERVALU INC COM 868536103 607 42,522 X 42,522
SYKES ENTERPRISES INC COM 871237103 344 20,702 X 20,702
SYMANTEC CORP COM 871503108 682 45,653 X 45,653
SYNOVUS FINL CORP COM 87161C105 436 134,000 X 134,000
SYNTEL INC COM 87162H103 332 16,130 X 16,130
SYNNEX CORP COM 87162W100 326 16,563 X 16,563
SYSCO CORP COM 871829107 733 32,133 X 32,133
T-3 ENERGY SRVCS INC COM 87306E107 250 21,226 X 21,226
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,946 233,059 X 233,059
TAM SA SP ADR REP PFD 87484D103 288 52,357 X 52,357
TARGET CORP COM 87612E106 1,481 43,077 X 43,077
TEAM INC COM 878155100 314 26,832 X 26,832
TECK COMINCO LTD CL B 878742204 258 46,459 X 46,459
TEKELEC COM 879101103 1,751 132,381 X 132,381
TELECOM ARGENTINA S A SPON ADR REP B 879273209 271 34,904 X 34,904
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 439 67,460 X 67,460
TELEFONICA S A SPONSORED ADR 879382208 440 7,386 X 7,386
TELLABS INC COM 879664100 134 29,354 X 29,354
TELETECH HOLDINGS INC COM 879939106 487 44,757 X 44,757
TEMPUR PEDIC INTL INC COM 88023U101 631 86,498 X 86,498
TERADATA CORP DEL COM 88076W103 242 14,941 X 14,941
TERNIUM SA SPON ADR 880890108 255 37,256 X 37,256
TETRA TECHNOLOGIES INC DEL COM 88162F105 611 187,876 X 187,876
TEXAS INSTRS INC COM 882508104 1,193 72,230 X 72,230
TEXTRON INC COM 883203101 425 74,026 X 74,026
THE9 LTD ADR 88337K104 352 26,106 X 26,106
THERMO FISHER SCIENTIFIC INC COM 883556102 792 22,204 X 22,204
THOR INDS INC COM 885160101 297 19,044 X 19,044
3M CO COM 88579Y101 1,901 38,230 X 38,230
TIBCO SOFTWARE INC COM 88632Q103 176 29,998 X 29,998
TIME WARNER CABLE INC COM 88732J207 1,949 78,600 X 78,600
TITANIUM METALS CORP COM NEW 888339207 298 54,563 X 54,563
TIVO INC COM 888706108 173 24,622 X 24,622
TORO CO COM 891092108 239 9,904 X 9,904
TORONTO DOMINION BK ONT COM NEW 891160509 467 13,499 X 13,499
TRACTOR SUPPLY CO COM 892356106 815 22,590 X 22,590
TRADESTATION GROUP INC COM 89267P105 155 23,500 X 23,500
TRAVELERS COMPANIES INC COM 89417E109 2,480 61,027 X 61,027
TRAVELZOO INC COM 89421Q106 260 41,648 X 41,648
TREX INC COM 89531P105 297 38,913 X 38,913
TRIUMPH GROUP INC NEW COM 896818101 598 15,651 X 15,651
TRUEBLUE INC COM 89785X101 91 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 141 23,409 X 23,409
TRUSTMARK CORP COM 898402102 326 17,746 X 17,746
UCBH HOLDINGS INC COM 90262T308 54 35,585 X 35,585
UIL HLDG CORP COM 902748102 377 16,904 X 16,904
US BANCORP DEL COM NEW 902973304 2,892 197,919 X 197,919
USA MOBILITY INC COM 90341G103 290 31,487 X 31,487
UMPQUA HLDGS CORP COM 904214103 122 13,500 X 13,500
UNION PAC CORP COM 907818108 2,171 52,813 X 52,813
UNITED CMNTY FINL CORP OHIO COM 909839102 20 16,534 X 16,534
UNITED BANKSHARES INC WEST V COM 909907107 400 23,177 X 23,177
UNITED ONLINE INC COM 911268100 333 74,735 X 74,735
UNITED PARCEL SERVICE INC CL B 911312106 1,806 36,699 X 36,699
UNITED STATES STL CORP NEW COM 912909108 541 25,601 X 25,601
UNITED TECHNOLOGIES CORP COM 913017109 3,340 77,704 X 77,704
UNITEDHEALTH GROUP INC COM 91324P102 2,526 120,684 X 120,684
UNIVERSAL AMERICAN CORP COM 913377107 296 34,900 X 34,900
UNIVERSAL FST PRODS INC COM 913543104 575 21,601 X 21,601
UNIVERSAL TECHNICAL INST INC COM 913915104 304 25,340 X 25,340
UNUM GROUP COM 91529Y106 444 35,514 X 35,514
VAALCO ENERGY INC COM NEW 91851C201 275 51,927 X 51,927
VAIL RESORTS INC COM 91879Q109 322 15,744 X 15,744
VALERO ENERGY CORP NEW COM 91913Y100 2,004 111,954 X 111,954
VALLEY NATL BANCORP COM 919794107 203 16,408 X 16,408
VALUECLICK INC COM 92046N102 304 35,768 X 35,768
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 411 18,994 X 18,994
VASCO DATA SEC INTL INC COM 92230Y104 440 76,173 X 76,173
VECTOR GROUP LTD COM 92240M108 281 21,638 X 21,638
VEECO INSTRS INC DEL COM 922417100 125 18,745 X 18,745
VERIZON COMMUNICATIONS INC COM 92343V104 6,068 200,912 X 200,912
VIAD CORP COM NEW 92552R406 207 14,674 X 14,674
VIASAT INC COM 92552V100 596 28,646 X 28,646
VIACOM INC NEW CL B 92553P201 532 30,606 X 30,606
VIGNETTE CORP COM NEW 926734401 74 11,073 X 11,073
VIROPHARMA INC COM 928241108 362 68,920 X 68,920
VISA INC COM CL A 92826C839 1,333 23,973 X 23,973
VISIONCHINA MEDIA INC SPONS ADR 92833U103 327 50,700 X 50,700
VMWARE INC CL A COM 928563402 306 12,954 X 12,954
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 453 25,982 X 25,982
VOCUS INC COM 92858J108 176 13,235 X 13,235
W & T OFFSHORE INC COM 92922P106 220 35,796 X 35,796
WD-40 CO COM 929236107 295 12,234 X 12,234
WABCO HLDGS INC COM 92927K102 290 23,527 X 23,527
WPP PLC ADR 92933H101 448 16,028 X 16,028
WAL MART STORES INC COM 931142103 6,404 122,917 X 122,917
WALGREEN CO COM 931422109 1,396 53,763 X 53,763
WALTER INDS INC COM 93317Q105 258 11,289 X 11,289
WASTE MGMT INC DEL COM 94106L109 679 26,505 X 26,505
WEBSTER FINL CORP CONN COM 947890109 148 34,841 X 34,841
WEIGHT WATCHERS INTL INC NEW COM 948626106 343 18,492 X 18,492
WEINGARTEN RLTY INVS SH BEN INT 948741103 291 30,542 X 30,542
WELLPOINT INC COM 94973V107 2,106 55,474 X 55,474
WELLS FARGO & CO NEW COM 949746101 3,258 228,791 X 228,791
WERNER ENTERPRISES INC COM 950755108 340 22,473 X 22,473
WESCO FINL CORP COM 950817106 248 900 X 900
WEST COAST BANCORP ORE NEW COM 952145100 44 20,000 X 20,000
WESTERN REFNG INC COM 959319104 323 27,048 X 27,048
WESTERN UN CO COM 959802109 496 39,441 X 39,441
WHITNEY HLDG CORP COM 966612103 270 23,571 X 23,571
WILLBROS GROUP INC DEL COM 969203108 718 73,998 X 73,998
WILLIAMS COS INC DEL COM 969457100 356 31,296 X 31,296
WILMINGTON TRUST CORP COM 971807102 152 15,724 X 15,724
WIND RIVER SYSTEMS INC COM 973149107 75 11,675 X 11,675
WINDSTREAM CORP COM 97381W104 415 51,447 X 51,447
WOLVERINE WORLD WIDE INC COM 978097103 225 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 2,030 118,688 X 118,688
WORLD FUEL SVCS CORP COM 981475106 401 12,688 X 12,688
WORTHINGTON INDS INC COM 981811102 357 40,975 X 40,975
WRIGHT EXPRESS CORP COM 98233Q105 343 18,806 X 18,806
WYETH COM 983024100 3,123 72,566 X 72,566
XTO ENERGY INC COM 98385X106 894 29,189 X 29,189
XEROX CORP COM 984121103 448 98,505 X 98,505
YAHOO INC COM 984332106 946 73,853 X 73,853
ZEBRA TECHNOLOGIES CORP CL A 989207105 266 13,995 X 13,995
ZIMMER HLDGS INC COM 98956P102 451 12,358 X 12,358
ZIONS BANCORPORATION COM 989701107 409 41,589 X 41,589
ZUMIEZ INC COM 989817101 203 20,900 X 20,900
ZOLL MED CORP COM 989922109 470 32,713 X 32,713