13F-HR 1 jun0813f.txt DEERE & COMPANY 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Quarter Ended: 30 June 2008. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois August 8, 2008 --------------------- ----------------- -------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 856 Form 13F Information Table Value Total: $1,119,219 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION --------------------- CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY DEUTSCHE BANK AG NAMEN AKT D18190898 821 9,620 X 9,620 ACE LTD ORD G0070K103 1,759 31,931 X 31,931 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 575 83,100 X 83,100 ACCENTURE LTD BERMUDA CL A G1150G111 1,234 30,300 X 30,300 COOPER INDS LTD CL A G24182100 1,627 41,192 X 41,192 COVIDIEN LTD COM G2552X108 1,213 25,327 X 25,327 EVEREST RE GROUP LTD COM G3223R108 895 11,232 X 11,232 FRESH DEL MONTE PRODUCE INC ORD G36738105 480 20,379 X 20,379 FRONTLINE LTD SHS G3682E127 801 11,483 X 11,483 HELEN OF TROY CORP LTD COM G4388N106 340 21,076 X 21,076 HERBALIFE LTD COM USD SHS G4412G101 796 20,533 X 20,533 IPC HLDGS LTD ORD G4933P101 440 16,565 X 16,565 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 529 16,436 X 16,436 PARTNERRE LTD COM G6852T105 855 12,375 X 12,375 PLATINUM UNDERWRITER HLDGS L COM G7127P100 828 25,385 X 25,385 RENAISSANCERE HOLDINGS LTD COM G7496G103 842 18,842 X 18,842 SEAGATE TECHNOLOGY SHS G7945J104 847 44,280 X 44,280 TRANSOCEAN INC NEW SHS G90073100 3,302 21,671 X 21,671 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 560 15,108 X 15,108 TYCO INTL LTD BERMUDA SHS G9143X208 993 24,796 X 24,796 TYCO ELECTRONICS LTD COM NEW G9144P105 884 24,667 X 24,667 WEATHERFORD INTERNATIONAL LT COM G95089101 1,735 34,996 X 34,996 XL CAP LTD CL A G98255105 706 34,357 X 34,357 CELLCOM ISRAEL LTD SHS M2196U109 528 15,444 X 15,444 SYNERON MEDICAL LTD ORD SHS M87245102 204 12,433 X 12,433 ASM INTL N V COM N07045102 509 16,963 X 16,963 EXCEL MARITIME CARRIERS LTD COM V3267N107 563 14,336 X 14,336 DIANA SHIPPING INC COM Y2066G104 788 25,651 X 25,651 GENERAL MARITIME CORP SHS Y2692M103 539 20,744 X 20,744 TEEKAY TANKERS LTD CL A Y8565N102 474 20,422 X 20,422 A D C TELECOMMUNICATIONS COM NEW 000886309 192 12,983 X 12,983 AFC ENTERPRISES INC COM 00104Q107 458 57,367 X 57,367 AFLAC INC COM 001055102 4,034 64,233 X 64,233 AMN HEALTHCARE SERVICES INC COM 001744101 628 37,100 X 37,100 APP PHARMACEUTICALS INC COM 00202H108 577 34,535 X 34,535 AT&T INC COM 00206R102 10,307 305,949 X 305,949 ATC TECHNOLOGY CORP COM 00211W104 508 21,828 X 21,828 AZZ INC COM 002474104 502 12,573 X 12,573 ABBOTT LABS COM 002824100 4,173 78,788 X 78,788 ABRAXAS PETE CORP COM 003830106 509 94,038 X 94,038 ACI WORLDWIDE INC COM 004498101 570 32,421 X 32,421 ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 375 108,685 X 108,685 ACUITY BRANDS INC COM 00508Y102 391 8,139 X 8,139 ACXIOM CORP COM 005125109 400 34,800 X 34,800 ADOBE SYS INC COM 00724F101 1,916 48,654 X 48,654 ADOLOR CORP COM 00724X102 582 106,134 X 106,134 ADTRAN INC COM 00738A106 549 23,037 X 23,037 ADVANCE AMER CASH ADVANCE CT COM 00739W107 227 44,742 X 44,742 ADVANCED BATTERY TECHNOLOG I COM 00752H102 204 35,400 X 35,400 AEROPOSTALE COM 007865108 1,060 33,828 X 33,828 ADVANTA CORP CL B 007942204 207 32,907 X 32,907 AETNA INC NEW COM 00817Y108 1,022 25,213 X 25,213 AFFYMETRIX INC COM 00826T108 324 31,496 X 31,496 AIR PRODS & CHEMS INC COM 009158106 1,072 10,847 X 10,847 ALBERTO CULVER CO NEW COM 013078100 1,109 42,214 X 42,214 ALCOA INC COM 013817101 3,133 87,957 X 87,957 ALESCO FINL INC COM 014485106 235 117,629 X 117,629 ALKERMES INC COM 01642T108 535 43,300 X 43,300 ALLIANCE ONE INTL INC COM 018772103 166 32,568 X 32,568 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 169 13,414 X 13,414 ALLSTATE CORP COM 020002101 3,684 80,813 X 80,813 ALPHA NATURAL RESOURCES INC COM 02076X102 622 5,967 X 5,967 ALTRIA GROUP INC COM 02209S103 3,050 148,329 X 148,329 AMAZON COM INC COM 023135106 1,165 15,890 X 15,890 AMBAC FINL GROUP INC COM 023139108 233 173,588 X 173,588 AMERCO COM 023586100 253 5,314 X 5,314 AMCORE FINL INC COM 023912108 155 27,359 X 27,359 AMERICAN EXPRESS CO COM 025816109 1,951 51,783 X 51,783 AMERICAN FINL GROUP INC OHIO COM 025932104 474 17,704 X 17,704 AMERICAN INTL GROUP INC COM 026874107 3,874 146,404 X 146,404 AMERICAN PUBLIC EDUCATION IN COM 02913V103 561 14,380 X 14,380 AMERICAN SUPERCONDUCTOR CORP COM 030111108 804 22,414 X 22,414 AMERICAN VANGUARD CORP COM 030371108 337 27,411 X 27,411 AMERICAN WOODMARK CORP COM 030506109 576 27,264 X 27,264 AMERIGROUP CORP COM 03073T102 1,079 51,899 X 51,899 AMGEN INC COM 031162100 2,618 55,520 X 55,520 AMKOR TECHNOLOGY INC COM 031652100 1,374 131,953 X 131,953 AMSURG CORP COM 03232P405 594 24,379 X 24,379 ANADARKO PETE CORP COM 032511107 1,775 23,723 X 23,723 ANALOG DEVICES INC COM 032654105 1,696 53,383 X 53,383 ANGIODYNAMICS INC COM 03475V101 735 53,991 X 53,991 ANHEUSER BUSCH COS INC COM 035229103 2,311 37,210 X 37,210 ANNALY CAP MGMT INC COM 035710409 874 56,343 X 56,343 ANSOFT CORP COM 036384105 485 13,319 X 13,319 ANSYS INC COM 03662Q105 523 11,098 X 11,098 APACHE CORP COM 037411105 3,171 22,813 X 22,813 APOLLO GROUP INC CL A 037604105 447 10,089 X 10,089 APPLE INC COM 037833100 9,751 58,237 X 58,237 APRIA HEALTHCARE GROUP INC COM 037933108 821 42,366 X 42,366 APPLIED INDL TECHNOLOGIES IN COM 03820C105 330 13,652 X 13,652 APPLIED MATLS INC COM 038222105 2,890 151,399 X 151,399 APPROACH RESOURCES INC COM 03834A103 502 18,734 X 18,734 ARBITRON INC COM 03875Q108 477 10,050 X 10,050 ARBOR RLTY TR INC COM 038923108 164 18,305 X 18,305 ARCHER DANIELS MIDLAND CO COM 039483102 2,737 81,111 X 81,111 ARKANSAS BEST CORP DEL COM 040790107 1,033 28,183 X 28,183 ARROW ELECTRS INC COM 042735100 225 7,318 X 7,318 ARTHROCARE CORP COM 043136100 1,048 25,674 X 25,674 ARVINMERITOR INC COM 043353101 477 38,216 X 38,216 ASBURY AUTOMOTIVE GROUP INC COM 043436104 466 36,256 X 36,256 ASHFORD HOSPITALITY TR INC COM SHS 044103109 301 65,205 X 65,205 ASSURANT INC COM 04621X108 812 12,316 X 12,316 ASTA FDG INC COM 046220109 532 58,673 X 58,673 ATMOS ENERGY CORP COM 049560105 669 24,255 X 24,255 AUTOLIV INC COM 052800109 1,667 35,759 X 35,759 AUTOMATIC DATA PROCESSING IN COM 053015103 1,970 47,017 X 47,017 AUXILIUM PHARMACEUTICALS INC COM 05334D107 213 6,343 X 6,343 AVERY DENNISON CORP COM 053611109 871 19,823 X 19,823 AVID TECHNOLOGY INC COM 05367P100 539 31,700 X 31,700 AVOCENT CORP COM 053893103 201 10,788 X 10,788 AXCELIS TECHNOLOGIES INC COM 054540109 484 99,100 X 99,100 BB&T CORP COM 054937107 1,682 73,860 X 73,860 BCE INC COM NEW 05534B760 794 22,807 X 22,807 BJS WHOLESALE CLUB INC COM 05548J106 742 19,167 X 19,167 BP PLC SPONSORED ADR 055622104 861 12,380 X 12,380 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 434 4,198 X 4,198 BT GROUP PLC ADR 05577E101 903 22,736 X 22,736 BADGER METER INC COM 056525108 526 10,417 X 10,417 BAKER MICHAEL CORP COM 057149106 289 13,189 X 13,189 BAKER HUGHES INC COM 057224107 1,390 15,914 X 15,914 BALLY TECHNOLOGIES INC COM 05874B107 687 20,332 X 20,332 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,552 81,808 X 81,808 BANK OF AMERICA CORPORATION COM 060505104 7,606 318,660 X 318,660 BANK OF NEW YORK MELLON CORP COM 064058100 3,660 96,743 X 96,743 BANNER CORP COM 06652V109 207 23,321 X 23,321 BARNES & NOBLE INC COM 067774109 643 25,884 X 25,884 BASIC ENERGY SVCS INC NEW COM 06985P100 800 25,404 X 25,404 BAXTER INTL INC COM 071813109 3,756 58,740 X 58,740 BECTON DICKINSON & CO COM 075887109 1,011 12,430 X 12,430 BELDEN INC COM 077454106 813 23,995 X 23,995 BEMIS INC COM 081437105 471 20,995 X 20,995 BENCHMARK ELECTRS INC COM 08160H101 517 31,667 X 31,667 BERKLEY W R CORP COM 084423102 799 33,058 X 33,058 BERRY PETE CO CL A 085789105 1,411 23,958 X 23,958 BEST BUY INC COM 086516101 722 18,236 X 18,236 BHP BILLITON LTD SPONSORED ADR 088606108 855 10,032 X 10,032 BIG LOTS INC COM 089302103 955 30,567 X 30,567 BIOGEN IDEC INC COM 09062X103 1,650 29,516 X 29,516 BIOVAIL CORP COM 09067J109 1,269 131,486 X 131,486 BLACK & DECKER CORP COM 091797100 995 17,310 X 17,310 BLOCKBUSTER INC CL A 093679108 834 333,776 X 333,776 BLOUNT INTL INC NEW COM 095180105 416 35,853 X 35,853 BOEING CO COM 097023105 3,306 50,305 X 50,305 BOIS D ARC ENERGY INC COM 09738U103 1,382 56,841 X 56,841 BORGWARNER INC COM 099724106 783 17,650 X 17,650 BOSTON BEER INC CL A 100557107 546 13,427 X 13,427 BOSTON PRIVATE FINL HLDGS IN COM 101119105 712 125,589 X 125,589 BOSTON SCIENTIFIC CORP COM 101137107 947 77,053 X 77,053 BRADY CORP CL A 104674106 767 22,220 X 22,220 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 342 21,721 X 21,721 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 386 5,267 X 5,267 BRIGHAM EXPLORATION CO COM 109178103 503 31,800 X 31,800 BRIGHTPOINT INC COM NEW 109473405 457 62,635 X 62,635 BRISTOL MYERS SQUIBB CO COM 110122108 2,892 140,888 X 140,888 BROADCOM CORP CL A 111320107 840 30,784 X 30,784 BROWN & BROWN INC COM 115236101 296 17,028 X 17,028 BROWN SHOE INC NEW COM 115736100 164 12,099 X 12,099 BUCKLE INC COM 118440106 980 21,441 X 21,441 BURLINGTON NORTHN SANTA FE C COM 12189T104 3,077 30,808 X 30,808 CBS CORP NEW CL B 124857202 815 41,813 X 41,813 CEC ENTMT INC COM 125137109 844 30,131 X 30,131 CKE RESTAURANTS INC COM 12561E105 1,045 83,790 X 83,790 CKX INC COM 12562M106 167 19,100 X 19,100 CME GROUP INC COM 12572Q105 2,542 6,634 X 6,634 CSG SYS INTL INC COM 126349109 312 28,322 X 28,322 CSX CORP COM 126408103 1,309 20,840 X 20,840 CVR ENERGY INC COM 12662P108 246 12,799 X 12,799 CVS CAREMARK CORPORATION COM 126650100 2,922 73,851 X 73,851 CACI INTL INC CL A 127190304 508 11,099 X 11,099 CALAMOS ASSET MGMT INC CL A 12811R104 239 14,024 X 14,024 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 478 42,741 X 42,741 CALLAWAY GOLF CO COM 131193104 174 14,714 X 14,714 CAPITAL CORP OF THE WEST COM NEW 140065202 79 20,900 X 20,900 CAPITAL ONE FINL CORP COM 14040H105 756 19,897 X 19,897 CAPITAL TRUST INC MD CL A NEW 14052H506 779 40,526 X 40,526 CARBO CERAMICS INC COM 140781105 1,232 21,109 X 21,109 CARDINAL HEALTH INC COM 14149Y108 2,544 49,325 X 49,325 CAREER EDUCATION CORP COM 141665109 171 11,695 X 11,695 CARNIVAL CORP PAIRED CTF 143658300 732 22,212 X 22,212 CARPENTER TECHNOLOGY CORP COM 144285103 353 8,092 X 8,092 CASCADE BANCORP COM 147154108 136 17,661 X 17,661 CASELLA WASTE SYS INC CL A 147448104 479 39,271 X 39,271 CATERPILLAR INC DEL COM 149123101 2,347 31,796 X 31,796 CATHAY GENERAL BANCORP COM 149150104 612 56,343 X 56,343 CATO CORP NEW CL A 149205106 529 37,155 X 37,155 CBEYOND INC COM 149847105 506 31,600 X 31,600 CELGENE CORP COM 151020104 1,420 22,239 X 22,239 CEMEX SAB DE CV SPON ADR NEW 151290889 751 30,412 X 30,412 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 440 63,017 X 63,017 CENTENE CORP DEL COM 15135B101 1,491 88,813 X 88,813 CENTRAL PAC FINL CORP COM 154760102 186 17,422 X 17,422 CENTURY ALUM CO COM 156431108 466 7,002 X 7,002 CEPHEID COM 15670R107 243 8,646 X 8,646 CENVEO INC COM 15670S105 773 79,070 X 79,070 CENTURYTEL INC COM 156700106 399 11,217 X 11,217 CEPHALON INC COM 156708109 233 3,493 X 3,493 CHARLOTTE RUSSE HLDG INC COM 161048103 563 31,689 X 31,689 CHESAPEAKE ENERGY CORP COM 165167107 1,836 27,828 X 27,828 CHEVRON CORP NEW COM 166764100 13,828 139,498 X 139,498 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 763 19,162 X 19,162 CHILDRENS PL RETAIL STORES I COM 168905107 570 15,800 X 15,800 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 398 28,590 X 28,590 CHINDEX INTERNATIONAL INC COM 169467107 546 37,200 X 37,200 CHIPOTLE MEXICAN GRILL INC CL A 169656105 530 6,414 X 6,414 CHOICE HOTELS INTL INC COM 169905106 378 14,269 X 14,269 CHRISTOPHER & BANKS CORP COM 171046105 723 106,394 X 106,394 CHUBB CORP COM 171232101 1,772 36,161 X 36,161 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 419 16,503 X 16,503 CIENA CORP COM NEW 171779309 385 16,616 X 16,616 CIMAREX ENERGY CO COM 171798101 855 12,276 X 12,276 CINCINNATI BELL INC NEW COM 171871106 1,175 295,309 X 295,309 CINCINNATI FINL CORP COM 172062101 770 30,308 X 30,308 CISCO SYS INC COM 17275R102 7,078 304,283 X 304,283 CITIGROUP INC COM 172967101 6,129 365,665 X 365,665 CITI TRENDS INC COM 17306X102 483 21,300 X 21,300 CITIZENS REPUBLIC BANCORP IN COM 174420109 137 48,716 X 48,716 CITIZENS COMMUNICATIONS CO COM 17453B101 159 13,994 X 13,994 CITY BK LYNNWOOD WASH COM 17770A109 97 11,300 X 11,300 CLEAR CHANNEL COMMUNICATIONS COM 184502102 890 25,291 X 25,291 CLOROX CO DEL COM 189054109 825 15,809 X 15,809 COCA COLA CO COM 191216100 6,200 119,283 X 119,283 COGENT COMM GROUP INC COM NEW 19239V302 331 24,687 X 24,687 COLE KENNETH PRODTNS INC CL A 193294105 140 10,994 X 10,994 COLGATE PALMOLIVE CO COM 194162103 3,419 49,486 X 49,486 COLLECTIVE BRANDS INC COM 19421W100 1,313 112,888 X 112,888 COMCAST CORP NEW CL A 20030N101 4,507 237,591 X 237,591 COMERICA INC COM 200340107 756 29,496 X 29,496 CGG VERITAS SPONSORED ADR 204386106 346 7,323 X 7,323 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 806 18,146 X 18,146 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 203 10,039 X 10,039 COMPLETE PRODUCTION SERVICES COM 20453E109 556 15,254 X 15,254 CONCUR TECHNOLOGIES INC COM 206708109 214 6,448 X 6,448 CONMED CORP COM 207410101 592 22,283 X 22,283 CONOCOPHILLIPS COM 20825C104 7,498 79,434 X 79,434 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 222 2,387 X 2,387 COOPER COS INC COM NEW 216648402 589 15,868 X 15,868 CORNING INC COM 219350105 1,845 80,055 X 80,055 COSTCO WHSL CORP NEW COM 22160K105 3,197 45,587 X 45,587 COX RADIO INC CL A 224051102 221 18,712 X 18,712 CRANE CO COM 224399105 777 20,168 X 20,168 CROSS CTRY HEALTHCARE INC COM 227483104 533 36,972 X 36,972 CROSS TIMBERS RTY TR TR UNIT 22757R109 470 7,812 X 7,812 CTRIP COM INTL LTD ADR 22943F100 317 6,929 X 6,929 CUMMINS INC COM 231021106 806 12,305 X 12,305 CUTERA INC COM 232109108 153 16,971 X 16,971 CYBERONICS INC COM 23251P102 530 24,438 X 24,438 CYMER INC COM 232572107 726 27,025 X 27,025 CYNOSURE INC CL A 232577205 1,218 61,448 X 61,448 D R HORTON INC COM 23331A109 785 72,328 X 72,328 DAKTRONICS INC COM 234264109 501 24,819 X 24,819 DANAHER CORP DEL COM 235851102 990 12,803 X 12,803 DARDEN RESTAURANTS INC COM 237194105 389 12,164 X 12,164 DATA DOMAIN INC COM 23767P109 532 22,809 X 22,809 DECKERS OUTDOOR CORP COM 243537107 436 3,134 X 3,134 DELEK US HLDGS INC COM 246647101 443 48,073 X 48,073 DELL INC COM 24702R101 2,046 93,511 X 93,511 DENBURY RES INC COM NEW 247916208 871 23,870 X 23,870 DELUXE CORP COM 248019101 500 28,032 X 28,032 DENNYS CORP COM 24869P104 290 102,244 X 102,244 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 425 7,263 X 7,263 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 849 51,839 X 51,839 DEVON ENERGY CORP NEW COM 25179M103 2,724 22,667 X 22,667 DEVRY INC DEL COM 251893103 206 3,833 X 3,833 DIAMOND FOODS INC COM 252603105 634 27,517 X 27,517 DIAMONDROCK HOSPITALITY CO COM 252784301 227 20,878 X 20,878 DIGITAL RIV INC COM 25388B104 349 9,059 X 9,059 DINEEQUITY INC COM 254423106 743 19,886 X 19,886 DIONEX CORP COM 254546104 373 5,624 X 5,624 DIRECTV GROUP INC COM 25459L106 796 30,703 X 30,703 DISNEY WALT CO COM DISNEY 254687106 3,857 123,619 X 123,619 DISH NETWORK CORP CL A 25470M109 721 24,626 X 24,626 DOLBY LABORATORIES INC COM 25659T107 1,197 29,702 X 29,702 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 382 40,473 X 40,473 DOLLAR TREE INC COM 256746108 940 28,749 X 28,749 DOMINION RES INC VA NEW COM 25746U109 1,404 29,567 X 29,567 DORCHESTER MINERALS LP COM UNIT 25820R105 630 19,812 X 19,812 DOW CHEM CO COM 260543103 4,068 116,524 X 116,524 DRESS BARN INC COM 261570105 588 43,916 X 43,916 DREW INDS INC COM NEW 26168L205 409 25,616 X 25,616 DU PONT E I DE NEMOURS & CO COM 263534109 1,985 46,273 X 46,273 DUKE ENERGY CORP NEW COM 26441C105 2,700 155,357 X 155,357 DYNAMIC MATLS CORP COM 267888105 457 13,860 X 13,860 E M C CORP MASS COM 268648102 2,736 186,264 X 186,264 ENI S P A SPONSORED ADR 26874R108 1,700 22,899 X 22,899 EOG RES INC COM 26875P101 418 3,184 X 3,184 EARTHLINK INC COM 270321102 999 115,440 X 115,440 EAST WEST BANCORP INC COM 27579R104 191 27,013 X 27,013 EBAY INC COM 278642103 3,998 146,288 X 146,288 EDWARDS LIFESCIENCES CORP COM 28176E108 1,430 23,055 X 23,055 EL PASO ELEC CO COM NEW 283677854 527 26,637 X 26,637 ELECTRO SCIENTIFIC INDS COM 285229100 404 28,484 X 28,484 ELECTRONICS FOR IMAGING INC COM 286082102 211 14,461 X 14,461 ELIZABETH ARDEN INC COM 28660G106 512 33,700 X 33,700 EMCOR GROUP INC COM 29084Q100 367 12,875 X 12,875 EMERSON ELEC CO COM 291011104 3,642 73,654 X 73,654 EMULEX CORP COM NEW 292475209 147 12,643 X 12,643 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,528 63,173 X 63,173 ENERGEN CORP COM 29265N108 500 6,404 X 6,404 ENERGY PARTNERS LTD COM 29270U105 471 31,535 X 31,535 ENTEGRIS INC COM 29362U104 386 58,873 X 58,873 ENTERGY CORP NEW COM 29364G103 1,187 9,856 X 9,856 ENZON PHARMACEUTICALS INC COM 293904108 376 52,854 X 52,854 ERICSSON L M TEL CO ADR B SEK 10 294821608 783 75,270 X 75,270 ETHAN ALLEN INTERIORS INC COM 297602104 1,052 42,771 X 42,771 EVERCORE PARTNERS INC CLASS A 29977A105 213 22,392 X 22,392 EXELON CORP COM 30161N101 4,817 53,549 X 53,549 EXIDE TECHNOLOGIES COM NEW 302051206 213 12,691 X 12,691 EXLSERVICE HOLDINGS INC COM 302081104 332 23,635 X 23,635 EXTRA SPACE STORAGE INC COM 30225T102 297 19,315 X 19,315 EXXON MOBIL CORP COM 30231G102 28,511 323,509 X 323,509 FEI CO COM 30241L109 597 26,226 X 26,226 FPL GROUP INC COM 302571104 1,359 20,723 X 20,723 FAIR ISAAC CORP COM 303250104 314 15,124 X 15,124 FAMILY DLR STORES INC COM 307000109 942 47,239 X 47,239 FCSTONE GROUP INC COM 31308T100 510 18,275 X 18,275 FEDERAL HOME LN MTG CORP COM 313400301 544 33,190 X 33,190 FEDERAL NATL MTG ASSN COM 313586109 1,831 93,829 X 93,829 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 272 3,947 X 3,947 FEDEX CORP COM 31428X106 2,835 35,977 X 35,977 FIRST CASH FINL SVCS INC COM 31942D107 539 35,931 X 35,931 FIRST HORIZON NATL CORP COM 320517105 120 16,166 X 16,166 FIRST MIDWEST BANCORP DEL COM 320867104 246 13,166 X 13,166 FIRST SOLAR INC COM 336433107 627 2,300 X 2,300 FIRST ST BANCORPORATION COM 336453105 213 38,728 X 38,728 FIRSTENERGY CORP COM 337932107 1,276 15,504 X 15,504 FLOTEK INDS INC DEL COM 343389102 509 24,692 X 24,692 FORDING CDN COAL TR TR UNIT 345425102 586 6,124 X 6,124 FORWARD AIR CORP COM 349853101 533 15,398 X 15,398 FRANCE TELECOM SPONSORED ADR 35177Q105 980 33,077 X 33,077 FRANKLIN RES INC COM 354613101 740 8,075 X 8,075 FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,807 41,015 X 41,015 FREIGHTCAR AMER INC COM 357023100 374 10,541 X 10,541 FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 154 102,801 X 102,801 FRONTIER FINL CORP WASH COM 35907K105 193 22,632 X 22,632 FULTON FINL CORP PA COM 360271100 401 39,882 X 39,882 FURNITURE BRANDS INTL INC COM 360921100 184 13,769 X 13,769 G & K SVCS INC CL A 361268105 515 16,917 X 16,917 GAMCO INVESTORS INC COM 361438104 287 5,774 X 5,774 GFI GROUP INC COM 361652209 427 47,426 X 47,426 GANNETT INC COM 364730101 761 35,133 X 35,133 GAP INC DEL COM 364760108 839 50,339 X 50,339 GASCO ENERGY INC COM 367220100 578 139,384 X 139,384 GENENTECH INC COM NEW 368710406 1,795 23,643 X 23,643 GENERAL DYNAMICS CORP COM 369550108 3,365 39,959 X 39,959 GENERAL ELECTRIC CO COM 369604103 13,700 513,300 X 513,300 GENERAL MLS INC COM 370334104 1,049 17,268 X 17,268 GENERAL MTRS CORP COM 370442105 840 73,068 X 73,068 GENESCO INC COM 371532102 1,420 46,007 X 46,007 GENUINE PARTS CO COM 372460105 865 21,792 X 21,792 GENWORTH FINL INC COM CL A 37247D106 803 45,077 X 45,077 GENZYME CORP COM 372917104 1,803 25,077 X 25,077 GETTY IMAGES INC COM 374276103 384 11,324 X 11,324 GIANT INTERACTIVE GROUP INC ADR 374511103 393 32,434 X 32,434 GIBRALTAR INDS INC COM 374689107 800 50,100 X 50,100 GILEAD SCIENCES INC COM 375558103 2,497 47,157 X 47,157 GLACIER BANCORP INC NEW COM 37637Q105 485 30,357 X 30,357 GLATFELTER COM 377316104 182 13,452 X 13,452 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 834 18,853 X 18,853 GMX RES INC COM 38011M108 600 8,100 X 8,100 GOLDMAN SACHS GROUP INC COM 38141G104 5,351 30,597 X 30,597 GOOGLE INC CL A 38259P508 6,400 12,158 X 12,158 GRAHAM CORP COM 384556106 758 10,231 X 10,231 GREEN BANKSHARES INC COM NEW 394361208 157 11,199 X 11,199 GREY WOLF INC COM 397888108 182 20,175 X 20,175 HNI CORP COM 404251100 485 27,453 X 27,453 HRPT PPTYS TR COM SH BEN INT 40426W101 141 20,890 X 20,890 HSBC HLDGS PLC SPON ADR NEW 404280406 818 10,662 X 10,662 HAIN CELESTIAL GROUP INC COM 405217100 556 23,700 X 23,700 HALLIBURTON CO COM 406216101 2,399 45,210 X 45,210 HANCOCK HLDG CO COM 410120109 523 13,300 X 13,300 HANMI FINL CORP COM 410495105 139 26,703 X 26,703 HARMONIC INC COM 413160102 893 93,858 X 93,858 HARTE-HANKS INC COM 416196103 536 46,848 X 46,848 HARTFORD FINL SVCS GROUP INC COM 416515104 1,851 28,673 X 28,673 HEALTH MGMT ASSOC INC NEW CL A 421933102 485 74,559 X 74,559 HEARTLAND EXPRESS INC COM 422347104 441 29,563 X 29,563 HEIDRICK & STRUGGLES INTL IN COM 422819102 597 21,600 X 21,600 HERCULES INC COM 427056106 314 18,522 X 18,522 HERSHA HOSPITALITY TR SH BEN INT A 427825104 149 19,698 X 19,698 HERSHEY CO COM 427866108 838 25,574 X 25,574 HESS CORP COM 42809H107 2,656 21,047 X 21,047 HEWLETT PACKARD CO COM 428236103 7,570 171,217 X 171,217 HHGREGG INC COM 42833L108 382 38,229 X 38,229 HIBBETT SPORTS INC COM 428567101 800 37,900 X 37,900 HILL INTERNATIONAL INC COM 431466101 541 32,923 X 32,923 HILL ROM HLDGS INC COM 431475102 687 25,462 X 25,462 HILLENBRAND INC COM 431571108 456 21,307 X 21,307 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 520 101,602 X 101,602 HOLOGIC INC COM 436440101 829 38,012 X 38,012 HOME DEPOT INC COM 437076102 2,022 86,342 X 86,342 HONEYWELL INTL INC COM 438516106 3,611 71,825 X 71,825 HOOKER FURNITURE CORP COM 439038100 337 19,450 X 19,450 HORACE MANN EDUCATORS CORP N COM 440327104 301 21,467 X 21,467 HORIZON FINL CORP WASH COM 44041F105 103 16,512 X 16,512 HORIZON LINES INC COM 44044K101 446 44,832 X 44,832 HOST HOTELS & RESORTS INC COM 44107P104 808 59,168 X 59,168 HOT TOPIC INC COM 441339108 588 108,684 X 108,684 HUGOTON RTY TR TEX UNIT BEN INT 444717102 601 16,241 X 16,241 HUTCHINSON TECHNOLOGY INC COM 448407106 539 40,085 X 40,085 ISTAR FINL INC COM 45031U101 817 61,819 X 61,819 ITT EDUCATIONAL SERVICES INC COM 45068B109 925 11,197 X 11,197 ITT CORP NEW COM 450911102 928 14,649 X 14,649 IDEARC INC COM 451663108 75 31,850 X 31,850 IKON OFFICE SOLUTIONS INC COM 451713101 552 48,897 X 48,897 ILLINOIS TOOL WKS INC COM 452308109 2,806 59,058 X 59,058 IMATION CORP COM 45245A107 525 22,925 X 22,925 IMPERIAL OIL LTD COM NEW 453038408 826 15,004 X 15,004 INFINERA CORPORATION COM 45667G103 402 45,624 X 45,624 ING GROEP N V SPONSORED ADR 456837103 798 25,280 X 25,280 INSIGHT ENTERPRISES INC COM 45765U103 425 36,224 X 36,224 INNOPHOS HOLDINGS INC COM 45774N108 529 16,569 X 16,569 INSTEEL INDUSTRIES INC COM 45774W108 542 29,584 X 29,584 INTEL CORP COM 458140100 9,311 433,465 X 433,465 INTERACTIVE INTELLIGENCE INC COM 45839M103 840 72,158 X 72,158 INTERACTIVE BROKERS GROUP IN COM 45841N107 578 18,000 X 18,000 INTERNATIONAL BANCSHARES COR COM 459044103 678 31,724 X 31,724 INTERNATIONAL BUSINESS MACHS COM 459200101 10,554 89,038 X 89,038 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 387 9,900 X 9,900 INTERWOVEN INC COM NEW 46114T508 169 14,108 X 14,108 IRWIN FINL CORP COM 464119106 101 37,560 X 37,560 ISHARES TR RUSSELL MIDCAP 464287499 78,491 819,149 X 819,149 ISHARES TR RUSSELL 2000 464287655 41,324 598,460 X 598,460 ISHARES TR RUSSELL 3000 464287689 21,946 293,000 X 293,000 ISIS PHARMACEUTICALS INC COM 464330109 552 40,500 X 40,500 JDS UNIPHASE CORP COM PAR $0.001 46612J507 404 35,539 X 35,539 JDA SOFTWARE GROUP INC COM 46612K108 367 20,254 X 20,254 JP MORGAN CHASE & CO COM 46625H100 6,348 185,017 X 185,017 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 781 33,960 X 33,960 JABIL CIRCUIT INC COM 466313103 188 11,447 X 11,447 JACKSON HEWITT TAX SVCS INC COM 468202106 401 32,797 X 32,797 JAMES RIVER COAL CO COM NEW 470355207 534 9,100 X 9,100 JETBLUE AIRWAYS CORP COM 477143101 142 38,122 X 38,122 JOHNSON & JOHNSON COM 478160104 12,577 195,476 X 195,476 JOHNSON CTLS INC COM 478366107 865 30,149 X 30,149 JOS A BANK CLOTHIERS INC COM 480838101 1,727 64,571 X 64,571 K-SWISS INC CL A 482686102 485 33,000 X 33,000 K12 INC COM 48273U102 447 20,800 X 20,800 KANSAS CITY SOUTHERN COM NEW 485170302 211 4,792 X 4,792 KB HOME COM 48666K109 787 46,479 X 46,479 KELLOGG CO COM 487836108 597 12,436 X 12,436 KELLY SVCS INC CL A 488152208 713 36,871 X 36,871 KENEXA CORP COM 488879107 189 10,052 X 10,052 KIMBERLY CLARK CORP COM 494368103 1,318 22,042 X 22,042 KINETIC CONCEPTS INC COM NEW 49460W208 982 24,615 X 24,615 KING PHARMACEUTICALS INC COM 495582108 858 81,908 X 81,908 KNOLL INC COM NEW 498904200 201 16,574 X 16,574 KRAFT FOODS INC CL A 50075N104 2,244 78,883 X 78,883 KRISPY KREME DOUGHNUTS INC COM 501014104 185 37,085 X 37,085 KROGER CO COM 501044101 999 34,595 X 34,595 KULICKE & SOFFA INDS INC COM 501242101 520 71,300 X 71,300 L-1 IDENTITY SOLUTIONS INC COM 50212A106 171 12,839 X 12,839 LSB INDS INC COM 502160104 238 12,003 X 12,003 LSI CORPORATION COM 502161102 725 118,158 X 118,158 LACLEDE GROUP INC COM 505597104 210 5,195 X 5,195 LANDAUER INC COM 51476K103 460 8,174 X 8,174 LANDRYS RESTAURANTS INC COM 51508L103 504 28,025 X 28,025 LANDSTAR SYS INC COM 515098101 548 9,927 X 9,927 LAS VEGAS SANDS CORP COM 517834107 253 5,343 X 5,343 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 233 9,287 X 9,287 LATTICE SEMICONDUCTOR CORP COM 518415104 476 152,200 X 152,200 LAYNE CHRISTENSEN CO COM 521050104 547 12,492 X 12,492 LEE ENTERPRISES INC COM 523768109 160 40,116 X 40,116 LEGGETT & PLATT INC COM 524660107 1,187 70,783 X 70,783 LEGG MASON INC COM 524901105 811 18,618 X 18,618 LEHMAN BROS HLDGS INC COM 524908100 1,334 67,356 X 67,356 LENNAR CORP CL A 526057104 688 55,729 X 55,729 LEXINGTON REALTY TRUST COM 529043101 284 20,840 X 20,840 LEXMARK INTL NEW CL A 529771107 660 19,745 X 19,745 LIBERTY PPTY TR SH BEN INT 531172104 1,232 37,153 X 37,153 LIFE SCIENCES RESH INC COM 532169109 483 17,100 X 17,100 LILLY ELI & CO COM 532457108 3,218 69,721 X 69,721 LINCARE HLDGS INC COM 532791100 224 7,890 X 7,890 LINCOLN NATL CORP IND COM 534187109 763 16,835 X 16,835 LIONS GATE ENTMNT CORP COM NEW 535919203 490 47,324 X 47,324 LITTELFUSE INC COM 537008104 970 30,758 X 30,758 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 779 31,568 X 31,568 LO-JACK CORP COM 539451104 237 29,748 X 29,748 LOCKHEED MARTIN CORP COM 539830109 3,304 33,487 X 33,487 LOEWS CORP COM 540424108 787 16,781 X 16,781 LORILLARD INC COM 544147101 418 6,048 X 6,048 LOWES COS INC COM 548661107 1,561 75,239 X 75,239 LUBRIZOL CORP COM 549271104 718 15,487 X 15,487 LUFKIN INDS INC COM 549764108 211 2,538 X 2,538 LUMINEX CORP DEL COM 55027E102 532 25,876 X 25,876 M & T BK CORP COM 55261F104 809 11,473 X 11,473 MBIA INC COM 55262C100 539 122,789 X 122,789 MDU RES GROUP INC COM 552690109 873 25,055 X 25,055 MFA MTG INVTS INC COM 55272X102 544 83,463 X 83,463 MGIC INVT CORP WIS COM 552848103 623 101,929 X 101,929 MTS SYS CORP COM 553777103 404 11,270 X 11,270 MWI VETERINARY SUPPLY INC COM 55402X105 506 15,294 X 15,294 MACATAWA BK CORP COM 554225102 155 19,421 X 19,421 MACYS INC COM 55616P104 764 39,352 X 39,352 MADDEN STEVEN LTD COM 556269108 461 25,100 X 25,100 MAGMA DESIGN AUTOMATION COM 559181102 494 81,387 X 81,387 MAGNA INTL INC CL A 559222401 786 13,273 X 13,273 MANULIFE FINL CORP COM 56501R106 848 24,420 X 24,420 MARATHON OIL CORP COM 565849106 4,455 85,897 X 85,897 MARTEK BIOSCIENCES CORP COM 572901106 781 23,174 X 23,174 MARTHA STEWART LIVING OMNIME CL A 573083102 540 72,918 X 72,918 MASCO CORP COM 574599106 842 53,501 X 53,501 MASIMO CORP COM 574795100 574 16,723 X 16,723 MASTERCARD INC CL A 57636Q104 993 3,741 X 3,741 MATRIX SVC CO COM 576853105 562 24,360 X 24,360 MATTEL INC COM 577081102 817 47,709 X 47,709 MCDONALDS CORP COM 580135101 3,310 58,869 X 58,869 MCKESSON CORP COM 58155Q103 811 14,506 X 14,506 MCMORAN EXPLORATION CO COM 582411104 505 18,353 X 18,353 MEDCATH CORP COM 58404W109 489 27,200 X 27,200 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,267 26,851 X 26,851 MEDICAL PPTYS TRUST INC COM 58463J304 734 72,485 X 72,485 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 233 11,231 X 11,231 MEDTRONIC INC COM 585055106 2,983 57,641 X 57,641 MENTOR GRAPHICS CORP COM 587200106 511 32,368 X 32,368 MERCADOLIBRE INC COM 58733R102 490 14,200 X 14,200 MERCK & CO INC COM 589331107 5,035 133,587 X 133,587 MEREDITH CORP COM 589433101 476 16,838 X 16,838 MERIT MED SYS INC COM 589889104 558 37,957 X 37,957 MERITAGE HOMES CORP COM 59001A102 409 26,974 X 26,974 MERRILL LYNCH & CO INC COM 590188108 2,779 87,635 X 87,635 METLIFE INC COM 59156R108 2,605 49,373 X 49,373 MICREL INC COM 594793101 1,079 117,875 X 117,875 MICROS SYS INC COM 594901100 210 6,895 X 6,895 MICROSOFT CORP COM 594918104 13,856 503,674 X 503,674 MICROSTRATEGY INC CL A NEW 594972408 332 5,135 X 5,135 MID-AMER APT CMNTYS INC COM 59522J103 255 4,987 X 4,987 MILLER HERMAN INC COM 600544100 510 20,505 X 20,505 MOLINA HEALTHCARE INC COM 60855R100 562 23,101 X 23,101 MOLEX INC COM 608554101 203 8,334 X 8,334 MONSANTO CO NEW COM 61166W101 3,565 28,197 X 28,197 MONSTER WORLDWIDE INC COM 611742107 355 17,219 X 17,219 MORGAN STANLEY COM NEW 617446448 3,633 100,712 X 100,712 MOSAIC CO COM 61945A107 1,157 7,995 X 7,995 MOTOROLA INC COM 620076109 2,840 386,905 X 386,905 MOVADO GROUP INC COM 624580106 773 39,054 X 39,054 MUELLER INDS INC COM 624756102 808 25,078 X 25,078 MURPHY OIL CORP COM 626717102 932 9,510 X 9,510 NCI BUILDING SYS INC COM 628852105 1,590 43,301 X 43,301 NVR INC COM 62944T105 568 1,136 X 1,136 NYSE EURONEXT COM 629491101 682 13,455 X 13,455 NATIONAL INSTRS CORP COM 636518102 1,240 43,710 X 43,710 NATIONAL OILWELL VARCO INC COM 637071101 2,796 31,514 X 31,514 NATIONAL PENN BANCSHARES INC COM 637138108 253 19,053 X 19,053 NATIONWIDE HEALTH PPTYS INC COM 638620104 549 17,419 X 17,419 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 208 5,049 X 5,049 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 691 28,439 X 28,439 NETAPP INC COM 64110D104 793 36,631 X 36,631 NETFLIX INC COM 64110L106 464 17,806 X 17,806 NETEASE COM INC SPONSORED ADR 64110W102 854 39,206 X 39,206 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8,836 X 8,836 PARKER HANNIFIN CORP COM 701094104 767 10,756 X 10,756 PARTNER COMMUNICATIONS CO LT ADR 70211M109 526 22,175 X 22,175 PEABODY ENERGY CORP COM 704549104 1,231 13,981 X 13,981 PEETS COFFEE & TEA INC COM 705560100 267 13,447 X 13,447 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 276 11,949 X 11,949 PEOPLESUPPORT INC COM 712714302 498 58,553 X 58,553 PEP BOYS MANNY MOE & JACK COM 713278109 486 55,775 X 55,775 PEPSICO INC COM 713448108 7,105 111,725 X 111,725 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 480 19,217 X 19,217 PERMIAN BASIN RTY TR UNIT BEN INT 714236106 1,343 50,850 X 50,850 PEROT SYS CORP CL A 714265105 517 34,471 X 34,471 PERRIGO CO COM 714290103 831 26,165 X 26,165 PETMED EXPRESS INC COM 716382106 200 16,290 X 16,290 PFIZER INC COM 717081103 6,926 396,477 X 396,477 PHASE FORWARD INC COM 71721R406 220 12,230 X 12,230 PHILADELPHIA CONS HLDG CORP COM 717528103 779 22,937 X 22,937 PHILIP MORRIS INTL INC COM 718172109 5,365 108,619 X 108,619 PITNEY BOWES INC COM 724479100 830 24,342 X 24,342 PLAINS EXPL& PRODTN CO COM 726505100 825 11,304 X 11,304 PLANTRONICS INC NEW COM 727493108 226 10,105 X 10,105 PLEXUS CORP COM 729132100 534 19,301 X 19,301 POLARIS INDS INC COM 731068102 970 24,032 X 24,032 POPULAR INC COM 733174106 86 13,094 X 13,094 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 833 22,223 X 22,223 PRAXAIR INC COM 74005P104 1,511 16,038 X 16,038 PRE PAID LEGAL SVCS INC COM 740065107 753 18,534 X 18,534 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 780 18,596 X 18,596 PROCTER & GAMBLE CO COM 742718109 9,561 157,223 X 157,223 PROGENICS PHARMACEUTICALS IN COM 743187106 508 32,000 X 32,000 PROGRESSIVE CORP OHIO COM 743315103 823 43,945 X 43,945 PROSPERITY BANCSHARES INC COM 743606105 289 10,804 X 10,804 PROVIDENT BANKSHARES CORP COM 743859100 158 24,710 X 24,710 PRUDENTIAL FINL INC COM 744320102 3,624 60,663 X 60,663 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,187 25,837 X 25,837 PULTE HOMES INC COM 745867101 141 14,631 X 14,631 QLOGIC CORP COM 747277101 1,546 105,941 X 105,941 QUALCOMM INC COM 747525103 3,744 84,383 X 84,383 QUEST SOFTWARE INC COM 74834T103 838 56,613 X 56,613 QUIKSILVER INC COM 74838C106 562 57,218 X 57,218 QUIDEL CORP COM 74838J101 431 26,062 X 26,062 RC2 CORP COM 749388104 534 28,768 X 28,768 R H DONNELLEY CORP COM NEW 74955W307 360 120,007 X 120,007 RADIOSHACK CORP COM 750438103 785 63,939 X 63,939 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 264 12,831 X 12,831 RAYTHEON CO COM NEW 755111507 2,820 50,106 X 50,106 REALTY INCOME CORP COM 756109104 286 12,578 X 12,578 RED HAT INC COM 756577102 205 9,924 X 9,924 RED ROBIN GOURMET BURGERS IN COM 75689M101 905 32,618 X 32,618 REGAL ENTMT GROUP CL A 758766109 334 21,846 X 21,846 REPSOL YPF S A SPONSORED ADR 76026T205 827 21,072 X 21,072 REPUBLIC AWYS HLDGS INC COM 760276105 176 20,283 X 20,283 REYNOLDS AMERICAN INC COM 761713106 1,224 26,233 X 26,233 RIVERBED TECHNOLOGY INC COM 768573107 465 33,915 X 33,915 ROBBINS & MYERS INC COM 770196103 218 4,374 X 4,374 ROCKY BRANDS INC COM 774515100 100 20,700 X 20,700 ROGERS CORP COM 775133101 701 18,641 X 18,641 ROSETTA RESOURCES INC COM 777779307 1,441 50,558 X 50,558 ROYAL BK CDA MONTREAL QUE COM 780087102 831 18,592 X 18,592 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 851 10,420 X 10,420 RUBY TUESDAY INC COM 781182100 139 25,724 X 25,724 RYDER SYS INC COM 783549108 272 3,948 X 3,948 RYLAND GROUP INC COM 783764103 455 20,878 X 20,878 S & T BANCORP INC COM 783859101 471 16,199 X 16,199 SAIC INC COM 78390X101 847 40,701 X 40,701 SJW CORP COM 784305104 463 17,548 X 17,548 SPSS INC COM 78462K102 821 22,560 X 22,560 SRS LABS INC COM 78464M106 255 39,600 X 39,600 SVB FINL GROUP COM 78486Q101 284 5,897 X 5,897 SABINE ROYALTY TR UNIT BEN INT 785688102 501 7,347 X 7,347 SAFECO CORP COM 786429100 821 12,229 X 12,229 SAKS INC COM 79377W108 485 44,194 X 44,194 SALIX PHARMACEUTICALS INC COM 795435106 222 31,642 X 31,642 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 518 11,204 X 11,204 SANOFI AVENTIS SPONSORED ADR 80105N105 1,738 52,300 X 52,300 SAPIENT CORP COM 803062108 187 29,167 X 29,167 SCHERING PLOUGH CORP COM 806605101 3,377 171,525 X 171,525 SCHLUMBERGER LTD COM 806857108 6,570 61,158 X 61,158 SCHWAB CHARLES CORP NEW COM 808513105 1,009 49,137 X 49,137 SCIELE PHARMA INC COM 808627103 803 41,511 X 41,511 SEACOAST BKG CORP FLA COM 811707306 113 14,600 X 14,600 SECURE COMPUTING CORP COM 813705100 148 35,683 X 35,683 SELECTIVE INS GROUP INC COM 816300107 463 24,673 X 24,673 SEMTECH CORP COM 816850101 172 12,191 X 12,191 SENIOR HSG PPTYS TR SH BEN INT 81721M109 261 13,359 X 13,359 SENSIENT TECHNOLOGIES CORP COM 81725T100 217 7,712 X 7,712 SHERWIN WILLIAMS CO COM 824348106 821 17,870 X 17,870 SHUFFLE MASTER INC COM 825549108 1,066 215,760 X 215,760 SIERRA WIRELESS INC COM 826516106 777 53,222 X 53,222 SILICON LABORATORIES INC COM 826919102 206 5,705 X 5,705 SIMON PPTY GROUP INC NEW COM 828806109 1,020 11,344 X 11,344 SKECHERS U S A INC CL A 830566105 791 40,011 X 40,011 SKYWORKS SOLUTIONS INC COM 83088M102 801 81,177 X 81,177 SMITH A O COM 831865209 735 22,395 X 22,395 SOFTBRANDS INC COM 83402A107 11 10,670 X 10,670 SOHU COM INC COM 83408W103 537 7,620 X 7,620 SOMANETICS CORP COM NEW 834445405 988 46,600 X 46,600 SONIC CORP COM 835451105 462 31,195 X 31,195 SONICWALL INC COM 835470105 130 20,141 X 20,141 SONOCO PRODS CO COM 835495102 974 31,459 X 31,459 SOTHEBYS COM 835898107 563 21,353 X 21,353 SOUTH FINL GROUP INC COM 837841105 230 58,762 X 58,762 SOUTHERN CO COM 842587107 1,352 38,708 X 38,708 SOUTHERN COPPER CORP COM 84265V105 1,282 12,027 X 12,027 SPARTECH CORP COM NEW 847220209 201 21,338 X 21,338 SPRINT NEXTEL CORP COM SER 1 852061100 1,349 141,951 X 141,951 STANLEY INC COM 854532108 508 15,163 X 15,163 STANLEY WKS COM 854616109 1,745 38,927 X 38,927 STAPLES INC COM 855030102 855 35,999 X 35,999 STARENT NETWORKS CORP COM 85528P108 1,269 100,900 X 100,900 STATE STR CORP COM 857477103 3,106 48,544 X 48,544 STATOILHYDRO ASA SPONSORED ADR 85771P102 805 21,531 X 21,531 STERLING FINL CORP WASH COM 859319105 186 44,955 X 44,955 STIFEL FINL CORP COM 860630102 827 24,059 X 24,059 STMICROELECTRONICS N V NY REGISTRY 861012102 753 72,853 X 72,853 STONE ENERGY CORP COM 861642106 560 8,492 X 8,492 STRATEGIC HOTELS & RESORTS I COM 86272T106 367 39,146 X 39,146 STRAYER ED INC COM 863236105 536 2,564 X 2,564 STRYKER CORP COM 863667101 979 15,562 X 15,562 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 464 12,128 X 12,128 SUNOCO INC COM 86764P109 942 23,156 X 23,156 SUNTRUST BKS INC COM 867914103 653 18,036 X 18,036 SYMANTEC CORP COM 871503108 1,657 85,652 X 85,652 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 377 41,745 X 41,745 SYNAPTICS INC COM 87157D109 478 12,669 X 12,669 SYNOPSYS INC COM 871607107 232 9,719 X 9,719 SYNOVUS FINL CORP COM 87161C105 845 96,811 X 96,811 SYNNEX CORP COM 87162W100 531 21,172 X 21,172 SYNIVERSE HLDGS INC COM 87163F106 841 51,889 X 51,889 SYSCO CORP COM 871829107 850 30,897 X 30,897 TECO ENERGY INC COM 872375100 225 10,483 X 10,483 THQ INC COM NEW 872443403 555 27,400 X 27,400 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 781 42,292 X 42,292 TNS INC COM 872960109 915 38,177 X 38,177 TALBOTS INC COM 874161102 201 17,320 X 17,320 TAM SA SP ADR REP PFD 87484D103 371 19,380 X 19,380 TARGET CORP COM 87612E106 1,927 41,455 X 41,455 TECUMSEH PRODS CO CL A 878895200 565 17,240 X 17,240 TEKELEC COM 879101103 1,229 83,516 X 83,516 TELECOM ARGENTINA S A SPON ADR REP B 879273209 319 22,377 X 22,377 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 814 60,284 X 60,284 TELEFONICA S A SPONSORED ADR 879382208 908 11,414 X 11,414 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 540 22,802 X 22,802 TELLABS INC COM 879664100 185 39,754 X 39,754 TELUS CORP NON-VTG SHS 87971M202 833 20,656 X 20,656 TENNANT CO COM 880345103 491 16,319 X 16,319 TERADATA CORP DEL COM 88076W103 485 20,970 X 20,970 TERADYNE INC COM 880770102 781 70,581 X 70,581 TERRA INDS INC COM 880915103 1,324 26,819 X 26,819 TERRA NITROGEN CO L P COM UNIT 881005201 515 3,969 X 3,969 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 551 34,432 X 34,432 TEXAS INSTRS INC COM 882508104 1,957 69,508 X 69,508 THE9 LTD ADR 88337K104 510 22,606 X 22,606 THERMO FISHER SCIENTIFIC INC COM 883556102 1,189 21,343 X 21,343 THINKORSWIM GROUP INC COM 88409C105 453 64,301 X 64,301 THOR INDS INC COM 885160101 442 20,807 X 20,807 THORATEC CORP COM NEW 885175307 517 29,709 X 29,709 3M CO COM 88579Y101 3,369 48,412 X 48,412 TIBCO SOFTWARE INC COM 88632Q103 199 26,059 X 26,059 TIDEWATER INC COM 886423102 401 6,167 X 6,167 TIME WARNER INC COM 887317105 2,750 185,785 X 185,785 TIME WARNER CABLE INC CL A 88732J108 209 7,900 X 7,900 TIVO INC COM 888706108 584 94,700 X 94,700 TORO CO COM 891092108 455 13,682 X 13,682 TOTAL S A SPONSORED ADR 89151E109 857 10,047 X 10,047 TRAVELERS COMPANIES INC COM 89417E109 3,801 87,588 X 87,588 TRAVELZOO INC COM 89421Q106 464 54,168 X 54,168 TRIDENT MICROSYSTEMS INC COM 895919108 565 154,923 X 154,923 TRUE RELIGION APPAREL INC COM 89784N104 495 18,567 X 18,567 TRUEBLUE INC COM 89785X101 197 14,891 X 14,891 TWEEN BRANDS INC COM 901166108 467 28,379 X 28,379 UGI CORP NEW COM 902681105 1,522 53,003 X 53,003 U S GLOBAL INVS INC CL A 902952100 298 17,800 X 17,800 US BANCORP DEL COM NEW 902973304 3,973 142,437 X 142,437 USA MOBILITY INC COM 90341G103 429 56,887 X 56,887 ULTIMATE SOFTWARE GROUP INC COM 90385D107 360 10,105 X 10,105 UMPQUA HLDGS CORP COM 904214103 795 65,554 X 65,554 UNION PAC CORP COM 907818108 3,719 49,257 X 49,257 UNIONBANCAL CORP COM 908906100 752 18,610 X 18,610 UNIT CORP COM 909218109 573 6,910 X 6,910 UNITED CMNTY FINL CORP OHIO COM 909839102 121 32,318 X 32,318 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 476 55,746 X 55,746 UNITED NAT FOODS INC COM 911163103 532 27,313 X 27,313 UNITED ONLINE INC COM 911268100 949 94,653 X 94,653 UNITED PARCEL SERVICE INC CL B 911312106 2,122 34,517 X 34,517 UNITED RENTALS INC COM 911363109 493 25,121 X 25,121 U STORE IT TR COM 91274F104 532 44,537 X 44,537 UNITED STATES STL CORP NEW COM 912909108 1,120 6,060 X 6,060 UNITED TECHNOLOGIES CORP COM 913017109 4,847 78,553 X 78,553 UNITEDHEALTH GROUP INC COM 91324P102 3,334 127,016 X 127,016 UNIVERSAL FST PRODS INC COM 913543104 555 18,541 X 18,541 UNIVERSAL TECHNICAL INST INC COM 913915104 501 40,227 X 40,227 UNUM GROUP COM 91529Y106 859 42,018 X 42,018 UTSTARCOM INC COM 918076100 541 98,983 X 98,983 V F CORP COM 918204108 809 11,367 X 11,367 VAALCO ENERGY INC COM NEW 91851C201 811 95,808 X 95,808 VALASSIS COMMUNICATIONS INC COM 918866104 809 64,630 X 64,630 VALERO ENERGY CORP NEW COM 91913Y100 1,124 27,293 X 27,293 VALLEY NATL BANCORP COM 919794107 412 26,098 X 26,098 VASCO DATA SEC INTL INC COM 92230Y104 197 18,683 X 18,683 VECTOR GROUP LTD COM 92240M108 463 28,677 X 28,677 VERIZON COMMUNICATIONS INC COM 92343V104 7,226 204,115 X 204,115 VIASAT INC COM 92552V100 813 40,250 X 40,250 VIACOM INC NEW CL B 92553P201 900 29,455 X 29,455 VIGNETTE CORP COM NEW 926734401 200 16,673 X 16,673 VIROPHARMA INC COM 928241108 710 64,180 X 64,180 VISA INC COM CL A 92826C839 1,874 23,052 X 23,052 VISIONCHINA MEDIA INC SPONS ADR 92833U103 525 33,100 X 33,100 VITAL IMAGES INC COM 92846N104 147 11,807 X 11,807 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 903 30,636 X 30,636 VOLT INFORMATION SCIENCES IN COM 928703107 520 43,640 X 43,640 W & T OFFSHORE INC COM 92922P106 1,485 25,384 X 25,384 WD-40 CO COM 929236107 358 12,234 X 12,234 WMS INDS INC COM 929297109 341 11,441 X 11,441 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 418 20,580 X 20,580 WACHOVIA CORP NEW COM 929903102 2,744 176,676 X 176,676 WAL MART STORES INC COM 931142103 6,494 115,544 X 115,544 WALGREEN CO COM 931422109 1,642 50,515 X 50,515 WARREN RES INC COM 93564A100 521 35,500 X 35,500 WASHINGTON MUT INC COM 939322103 729 147,842 X 147,842 WASTE MGMT INC DEL COM 94106L109 961 25,497 X 25,497 WATERS CORP COM 941848103 916 14,207 X 14,207 WEBSTER FINL CORP CONN COM 947890109 1,039 55,876 X 55,876 WEIGHT WATCHERS INTL INC NEW COM 948626106 1,069 30,026 X 30,026 WELLCARE HEALTH PLANS INC COM 94946T106 468 12,934 X 12,934 WELLPOINT INC COM 94973V107 2,910 61,063 X 61,063 WELLS FARGO & CO NEW COM 949746101 5,922 249,349 X 249,349 WERNER ENTERPRISES INC COM 950755108 614 33,073 X 33,073 WEST COAST BANCORP ORE NEW COM 952145100 167 19,261 X 19,261 WESTERN UN CO COM 959802109 947 38,294 X 38,294 WHIRLPOOL CORP COM 963320106 776 12,566 X 12,566 WHITNEY HLDG CORP COM 966612103 744 40,677 X 40,677 WILLBROS GROUP INC COM 969199108 532 12,153 X 12,153 WILLIAMS COS INC DEL COM 969457100 1,213 30,094 X 30,094 WILLIAMS CLAYTON ENERGY INC COM 969490101 994 9,043 X 9,043 WILMINGTON TRUST CORP COM 971807102 396 14,978 X 14,978 WIND RIVER SYSTEMS INC COM 973149107 880 80,800 X 80,800 WINDSTREAM CORP COM 97381W104 877 71,055 X 71,055 WOLVERINE WORLD WIDE INC COM 978097103 386 14,473 X 14,473 WORLD ACCEP CORP DEL COM 981419104 800 23,770 X 23,770 WORLD WRESTLING ENTMT INC CL A 98156Q108 491 31,709 X 31,709 WORTHINGTON INDS INC COM 981811102 694 33,876 X 33,876 WRIGLEY WM JR CO COM 982526105 953 12,258 X 12,258 WYETH COM 983024100 4,118 85,871 X 85,871 XTO ENERGY INC COM 98385X106 1,800 26,277 X 26,277 XILINX INC COM 983919101 884 35,020 X 35,020 YRC WORLDWIDE INC COM 984249102 485 32,647 X 32,647 YAHOO INC COM 984332106 1,468 71,053 X 71,053 ZEBRA TECHNOLOGIES CORP CL A 989207105 205 6,287 X 6,287 ZIMMER HLDGS INC COM 98956P102 809 11,882 X 11,882 ZIONS BANCORPORATION COM 989701107 817 25,953 X 25,953 ZUMIEZ INC COM 989817101 169 10,200 X 10,200