-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DNUMxh0Af9v8Br3Fi0+HbVitL/41CrbClVgquYSm6hkOvkxHEgU6/lrAYqIS8udm AMFuEEvTr0REF0l418gaVg== 0000315189-09-000005.txt : 20090213 0000315189-09-000005.hdr.sgml : 20090213 20090212181554 ACCESSION NUMBER: 0000315189-09-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090213 DATE AS OF CHANGE: 20090212 EFFECTIVENESS DATE: 20090213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00850 FILM NUMBER: 09596685 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 BUSINESS PHONE: (309) 765-5688 MAIL ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 13F-HR 1 dec0813f.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: 31 December 2008. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois February 12, 2009 - --------------------- ----------------- ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 760 Form 13F Information Table Value Total: $798,811 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION FAIR MKT --------------------- CUSIP VALUE PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY DEUTSCHE BANK AG NAMEN AKT D18190898 609 14,973 X 14,973 ACCENTURE LTD BERMUDA CL A G1150G111 2,217 67,612 X 67,612 COOPER INDS LTD CL A G24182100 527 18,013 X 18,013 COVIDIEN LTD COM G2552X108 2,045 56,427 X 56,427 FRESH DEL MONTE PRODUCE INC ORD G36738105 310 13,808 X 13,808 GLOBAL SOURCES LTD ORD G39300101 134 24,535 X 24,535 HERBALIFE LTD COM USD SHS G4412G101 707 32,592 X 32,592 IPC HLDGS LTD ORD G4933P101 289 9,665 X 9,665 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 266 18,136 X 18,136 NORDIC AMERICAN TANKER SHIPP COM G65773106 1,322 39,158 X 39,158 SEAGATE TECHNOLOGY SHS G7945J104 863 194,703 X 194,703 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 1,474 80,472 X 80,472 TYCO INTL LTD BERMUDA SHS G9143X208 557 25,788 X 25,788 TYCO ELECTRONICS LTD COM NEW G9144P105 416 25,649 X 25,649 VISTAPRINT LIMITED SHS G93762204 571 30,700 X 30,700 WEATHERFORD INTERNATIONAL LT COM G95089101 394 36,395 X 36,395 CELLCOM ISRAEL LTD SHS M2196U109 250 11,294 X 11,294 ASM INTL N V COM N07045102 367 42,163 X 42,163 EXCEL MARITIME CARRIERS LTD COM V3267N107 1,437 204,139 X 204,139 DIANA SHIPPING INC COM Y2066G104 514 40,286 X 40,286 TEEKAY TANKERS LTD CL A Y8565N102 391 30,808 X 30,808 A D C TELECOMMUNICATIONS COM NEW 000886309 91 16,683 X 16,683 AFC ENTERPRISES INC COM 00104Q107 313 66,667 X 66,667 AFLAC INC COM 001055102 1,725 37,627 X 37,627 AT&T INC COM 00206R102 9,150 321,041 X 321,041 ATC TECHNOLOGY CORP COM 00211W104 578 39,528 X 39,528 ABBOTT LABS COM 002824100 4,451 83,397 X 83,397 ACADIA RLTY TR COM SH BEN INT 004239109 328 23,019 X 23,019 ACERGY S A SPONSORED ADR 00443E104 377 65,300 X 65,300 ACI WORLDWIDE INC COM 004498101 1,372 86,300 X 86,300 ACUITY BRANDS INC COM 00508Y102 521 14,925 X 14,925 ACXIOM CORP COM 005125109 396 48,800 X 48,800 ADOBE SYS INC COM 00724F101 622 29,225 X 29,225 ADTRAN INC COM 00738A106 431 28,937 X 28,937 ADVANCED MEDICAL OPTICS INC COM 00763M108 322 48,767 X 48,767 AEROPOSTALE COM 007865108 164 10,200 X 10,200 AEGON N V NY REGISTRY SH 007924103 451 74,525 X 74,525 ADVANTA CORP CL B 007942204 69 32,907 X 32,907 ADVANCED ENERGY INDS COM 007973100 115 11,600 X 11,600 AETNA INC NEW COM 00817Y108 747 26,209 X 26,209 AIR PRODS & CHEMS INC COM 009158106 567 11,281 X 11,281 ALCOA INC COM 013817101 498 44,265 X 44,265 ALEXANDERS INC COM 014752109 425 1,667 X 1,667 ALIGN TECHNOLOGY INC COM 016255101 144 16,400 X 16,400 ALKERMES INC COM 01642T108 232 21,800 X 21,800 ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 85 15,387 X 15,387 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 338 34,100 X 34,100 ALLSTATE CORP COM 020002101 2,803 85,561 X 85,561 ALMOST FAMILY INC COM 020409108 301 6,700 X 6,700 ALPHA NATURAL RESOURCES INC COM 02076X102 286 17,687 X 17,687 ALTRIA GROUP INC COM 02209S103 1,679 111,491 X 111,491 AMAZON COM INC COM 023135106 846 16,490 X 16,490 AMCORE FINL INC COM 023912108 101 27,812 X 27,812 AMERICAN CAPITAL AGENCY CORP COM 02503X105 331 15,500 X 15,500 AMERICAN COMMERCIAL LINES COM NEW 025195207 1,994 407,000 X 407,000 AMERICAN EXPRESS CO COM 025816109 999 53,852 X 53,852 AMERICAN FINL GROUP INC OHIO COM 025932104 269 11,751 X 11,751 AMERICAN INTL GROUP INC COM 026874107 262 166,755 X 166,755 AMERICAN MED SYS HLDGS INC COM 02744M108 1,002 111,500 X 111,500 AMERICAN PUBLIC EDUCATION IN COM 02913V103 282 7,580 X 7,580 AMERICAN REPROGRAPHICS CO COM 029263100 167 24,147 X 24,147 AMERICAN SCIENCE & ENGR INC COM 029429107 370 5,000 X 5,000 AMERICAN VANGUARD CORP COM 030371108 306 26,137 X 26,137 AMERICANWEST BANCORPORATION COM 03058P109 12 16,300 X 16,300 AMERICREDIT CORP COM 03060R101 155 20,344 X 20,344 AMGEN INC COM 031162100 3,374 58,420 X 58,420 AMSURG CORP COM 03232P405 564 24,179 X 24,179 ANADARKO PETE CORP COM 032511107 952 24,686 X 24,686 ANALOG DEVICES INC COM 032654105 559 29,389 X 29,389 ANNALY CAP MGMT INC COM 035710409 534 33,675 X 33,675 ANNTAYLOR STORES CORP COM 036115103 516 89,424 X 89,424 ANSYS INC COM 03662Q105 403 14,450 X 14,450 APACHE CORP COM 037411105 1,312 17,603 X 17,603 APARTMENT INVT & MGMT CO CL A 03748R101 515 44,616 X 44,616 APOGEE ENTERPRISES INC COM 037598109 380 36,700 X 36,700 APOLLO GROUP INC CL A 037604105 306 3,989 X 3,989 APPLE INC COM 037833100 4,066 47,637 X 47,637 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 107 27,100 X 27,100 APPLIED MATLS INC COM 038222105 1,944 191,899 X 191,899 ARBITRON INC COM 03875Q108 733 55,186 X 55,186 ARBOR RLTY TR INC COM 038923108 107 36,395 X 36,395 ARCHER DANIELS MIDLAND CO COM 039483102 992 34,410 X 34,410 ARIBA INC COM NEW 04033V203 341 47,300 X 47,300 ARKANSAS BEST CORP DEL COM 040790107 415 13,776 X 13,776 ARRIS GROUP INC COM 04269Q100 1,766 222,100 X 222,100 ASHFORD HOSPITALITY TR INC COM SHS 044103109 75 65,169 X 65,169 ASHLAND INC NEW COM 044209104 396 37,688 X 37,688 ASSOCIATED BANC CORP COM 045487105 573 27,400 X 27,400 ASSURANT INC COM 04621X108 596 19,856 X 19,856 ATHENAHEALTH INC COM 04685W103 361 9,600 X 9,600 ATMOS ENERGY CORP COM 049560105 583 24,592 X 24,592 AUTOLIV INC COM 052800109 746 34,746 X 34,746 AUTOMATIC DATA PROCESSING IN COM 053015103 2,340 59,470 X 59,470 AVERY DENNISON CORP COM 053611109 613 18,720 X 18,720 AVISTA CORP COM 05379B107 583 30,088 X 30,088 BB&T CORP COM 054937107 797 29,012 X 29,012 BP PLC SPONSORED ADR 055622104 1,290 27,594 X 27,594 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 308 4,198 X 4,198 BT GROUP PLC ADR 05577E101 495 24,794 X 24,794 BADGER METER INC COM 056525108 337 11,627 X 11,627 BAKER HUGHES INC COM 057224107 531 16,547 X 16,547 BALLY TECHNOLOGIES INC COM 05874B107 1,360 56,589 X 56,589 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 602 48,207 X 48,207 BANK OF AMERICA CORPORATION COM 060505104 5,773 409,998 X 409,998 BANK MONTREAL QUE COM 063671101 577 22,443 X 22,443 BANK OF NEW YORK MELLON CORP COM 064058100 2,990 105,540 X 105,540 BAXTER INTL INC COM 071813109 3,119 58,197 X 58,197 BE AEROSPACE INC COM 073302101 433 56,300 X 56,300 BEBE STORES INC COM 075571109 86 11,500 X 11,500 BECTON DICKINSON & CO COM 075887109 884 12,932 X 12,932 BEST BUY INC COM 086516101 532 18,922 X 18,922 BIG LOTS INC COM 089302103 373 25,755 X 25,755 BIOGEN IDEC INC COM 09062X103 2,082 43,716 X 43,716 BIOVAIL CORP COM 09067J109 838 88,657 X 88,657 BLACK & DECKER CORP COM 091797100 611 14,622 X 14,622 BLACK BOX CORP DEL COM 091826107 721 27,600 X 27,600 BLACKBOARD INC COM 091935502 472 18,000 X 18,000 BLOUNT INTL INC NEW COM 095180105 340 35,853 X 35,853 BOB EVANS FARMS INC COM 096761101 355 17,400 X 17,400 BOEING CO COM 097023105 2,289 53,652 X 53,652 BOSTON BEER INC CL A 100557107 280 9,874 X 9,874 BOSTON SCIENTIFIC CORP COM 101137107 620 80,130 X 80,130 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 441 57,247 X 57,247 BRASIL TELECOM SA SPONS ADR PFD 10553M101 180 10,065 X 10,065 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 313 8,111 X 8,111 BRINKER INTL INC COM 109641100 305 28,951 X 28,951 BRISTOL MYERS SQUIBB CO COM 110122108 4,365 187,731 X 187,731 BRUNSWICK CORP COM 117043109 124 29,410 X 29,410 BRUSH ENGINEERED MATLS INC COM 117421107 329 25,900 X 25,900 BUCKLE INC COM 118440106 285 13,079 X 13,079 BURLINGTON NORTHN SANTA FE C COM 12189T104 2,389 31,560 X 31,560 CBL & ASSOC PPTYS INC COM 124830100 293 45,090 X 45,090 CBS CORP NEW CL B 124857202 615 75,093 X 75,093 CEC ENTMT INC COM 125137109 1,401 57,786 X 57,786 CF INDS HLDGS INC COM 125269100 1,326 26,982 X 26,982 CKE RESTAURANTS INC COM 12561E105 357 41,130 X 41,130 CME GROUP INC COM 12572Q105 1,875 9,009 X 9,009 CNA FINL CORP COM 126117100 583 35,454 X 35,454 CSX CORP COM 126408103 704 21,673 X 21,673 CTC MEDIA INC COM 12642X106 349 72,800 X 72,800 CVS CAREMARK CORPORATION COM 126650100 2,207 76,791 X 76,791 CV THERAPEUTICS INC COM 126667104 479 52,000 X 52,000 CACI INTL INC CL A 127190304 602 13,351 X 13,351 CAL DIVE INTL INC DEL COM 12802T101 347 53,363 X 53,363 CALAMOS ASSET MGMT INC CL A 12811R104 533 72,074 X 72,074 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 951 88,741 X 88,741 CAMERON INTERNATIONAL CORP COM 13342B105 1,357 66,173 X 66,173 CAPITAL CORP OF THE WEST COM NEW 140065202 20 20,900 X 20,900 CAPITAL ONE FINL CORP COM 14040H105 1,261 39,553 X 39,553 CAPITALSOURCE INC COM 14055X102 77 16,646 X 16,646 CAPSTEAD MTG CORP COM NO PAR 14067E506 570 52,940 X 52,940 CARBO CERAMICS INC COM 140781105 392 11,043 X 11,043 CARDINAL HEALTH INC COM 14149Y108 1,888 54,768 X 54,768 CARNIVAL CORP PAIRED CTF 143658300 562 23,110 X 23,110 CARPENTER TECHNOLOGY CORP COM 144285103 419 20,407 X 20,407 CARTER INC COM 146229109 1,627 84,468 X 84,468 CASEYS GEN STORES INC COM 147528103 592 26,000 X 26,000 CATERPILLAR INC DEL COM 149123101 1,477 33,061 X 33,061 CATO CORP NEW CL A 149205106 896 59,319 X 59,319 CEDAR FAIR L P DEPOSITRY UNIT 150185106 330 26,374 X 26,374 CELGENE CORP COM 151020104 2,595 46,939 X 46,939 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 626 77,617 X 77,617 CENTENE CORP DEL COM 15135B101 1,432 72,645 X 72,645 CENTRAL PAC FINL CORP COM 154760102 490 48,782 X 48,782 CENTURY ALUM CO COM 156431108 707 70,702 X 70,702 CENTURYTEL INC COM 156700106 564 20,641 X 20,641 CHARLOTTE RUSSE HLDG INC COM 161048103 313 48,200 X 48,200 CHART INDS INC COM PAR $0.01 16115Q308 321 30,200 X 30,200 CHESAPEAKE ENERGY CORP COM 165167107 481 29,724 X 29,724 CHEVRON CORP NEW COM 166764100 9,986 135,006 X 135,006 CHILDRENS PL RETAIL STORES I COM 168905107 338 15,600 X 15,600 CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 89 10,498 X 10,498 CHOICE HOTELS INTL INC COM 169905106 429 14,269 X 14,269 CHUBB CORP COM 171232101 1,023 20,066 X 20,066 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 311 19,962 X 19,962 CIENA CORP COM NEW 171779309 117 17,399 X 17,399 CINCINNATI FINL CORP COM 172062101 483 16,608 X 16,608 CISCO SYS INC COM 17275R102 5,203 319,183 X 319,183 CITIGROUP INC COM 172967101 3,640 542,529 X 542,529 CITIZENS REPUBLIC BANCORP IN COM 174420109 255 85,616 X 85,616 CITY BK LYNNWOOD WASH COM 17770A109 59 11,300 X 11,300 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 323 52,449 X 52,449 COCA COLA CO COM 191216100 5,690 125,688 X 125,688 COGNEX CORP COM 192422103 771 52,100 X 52,100 COINSTAR INC COM 19259P300 640 32,800 X 32,800 COLE KENNETH PRODTNS INC CL A 193294105 78 10,994 X 10,994 COLGATE PALMOLIVE CO COM 194162103 3,149 45,941 X 45,941 COMCAST CORP NEW CL A 20030N101 3,930 232,791 X 232,791 COMERICA INC COM 200340107 562 28,337 X 28,337 CGG VERITAS SPONSORED ADR 204386106 173 11,513 X 11,513 COMPELLENT TECHNOLOGIES INC COM 20452A108 316 32,800 X 32,800 COMPLETE PRODUCTION SERVICES COM 20453E109 266 32,695 X 32,695 COMPUTER PROGRAMS & SYS INC COM 205306103 284 10,600 X 10,600 CONMED CORP COM 207410101 570 23,800 X 23,800 CONOCOPHILLIPS COM 20825C104 5,606 108,220 X 108,220 CONSECO INC COM NEW 208464883 534 103,143 X 103,143 CONSOLIDATED COMM HLDGS INC COM 209034107 364 30,600 X 30,600 CONSOLIDATED GRAPHICS INC COM 209341106 533 23,540 X 23,540 CORNING INC COM 219350105 794 83,296 X 83,296 COSTCO WHSL CORP NEW COM 22160K105 2,472 47,087 X 47,087 COX RADIO INC CL A 224051102 81 13,527 X 13,527 CRANE CO COM 224399105 200 11,608 X 11,608 CREDIT SUISSE GROUP SPONSORED ADR 225401108 573 20,288 X 20,288 CROSS TIMBERS RTY TR TR UNIT 22757R109 343 12,323 X 12,323 CTRIP COM INTL LTD ADR 22943F100 453 19,029 X 19,029 CYBERONICS INC COM 23251P102 1,832 110,538 X 110,538 CYNOSURE INC CL A 232577205 365 40,000 X 40,000 DCT INDUSTRIAL TRUST INC COM 233153105 114 22,569 X 22,569 D R HORTON INC COM 23331A109 588 83,227 X 83,227 DAKTRONICS INC COM 234264109 540 57,700 X 57,700 DANAHER CORP DEL COM 235851102 755 13,330 X 13,330 DARLING INTL INC COM 237266101 86 15,721 X 15,721 DECKERS OUTDOOR CORP COM 243537107 386 4,834 X 4,834 DELL INC COM 24702R101 996 97,311 X 97,311 DELPHI FINL GROUP INC CL A 247131105 287 15,562 X 15,562 DELUXE CORP COM 248019101 521 34,848 X 34,848 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 340 14,888 X 14,888 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 556 36,322 X 36,322 DEVELOPERS DIVERSIFIED RLTY COM 251591103 325 66,581 X 66,581 DEVON ENERGY CORP NEW COM 25179M103 1,584 24,109 X 24,109 DIAMONDROCK HOSPITALITY CO COM 252784301 207 40,913 X 40,913 DIONEX CORP COM 254546104 369 8,224 X 8,224 DIRECTV GROUP INC COM 25459L106 731 31,903 X 31,903 DISNEY WALT CO COM DISNEY 254687106 2,323 102,359 X 102,359 DISCOVER FINL SVCS COM 254709108 514 53,953 X 53,953 DOLAN MEDIA CO COM 25659P402 362 55,007 X 55,007 DOLLAR FINL CORP COM 256664103 171 16,600 X 16,600 DOMINION RES INC VA NEW COM 25746U109 2,369 66,108 X 66,108 DONNELLEY R R & SONS CO COM 257867101 620 45,680 X 45,680 DORCHESTER MINERALS LP COM UNIT 25820R105 221 13,939 X 13,939 DOVER CORP COM 260003108 563 17,107 X 17,107 DOW CHEM CO COM 260543103 2,053 136,031 X 136,031 DRESS BARN INC COM 261570105 895 83,316 X 83,316 DREW INDS INC COM NEW 26168L205 307 25,616 X 25,616 DRIL-QUIP INC COM 262037104 345 16,812 X 16,812 DU PONT E I DE NEMOURS & CO COM 263534109 1,218 48,125 X 48,125 DUKE ENERGY CORP NEW COM 26441C105 2,224 148,194 X 148,194 DYCOM INDS INC COM 267475101 96 11,661 X 11,661 DYNCORP INTL INC CL A 26817C101 316 20,850 X 20,850 E M C CORP MASS COM 268648102 2,353 224,735 X 224,735 EOG RES INC COM 26875P101 885 13,289 X 13,289 EARTHLINK INC COM 270321102 454 67,230 X 67,230 EASTMAN KODAK CO COM 277461109 548 83,345 X 83,345 EATON CORP COM 278058102 569 11,443 X 11,443 EBAY INC COM 278642103 2,038 145,962 X 145,962 ECLIPSYS CORP COM 278856109 187 13,149 X 13,149 EDUCATION RLTY TR INC COM 28140H104 173 33,210 X 33,210 EDWARDS LIFESCIENCES CORP COM 28176E108 1,691 30,767 X 30,767 EL PASO ELEC CO COM NEW 283677854 622 34,387 X 34,387 ELECTRO SCIENTIFIC INDS COM 285229100 193 28,484 X 28,484 ELECTRONICS FOR IMAGING INC COM 286082102 138 14,461 X 14,461 ELIZABETH ARDEN INC COM 28660G106 290 23,000 X 23,000 EMBARQ CORP COM 29078E105 615 17,105 X 17,105 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,783 109,972 X 109,972 EMCOR GROUP INC COM 29084Q100 1,606 71,579 X 71,579 EMERSON ELEC CO COM 291011104 2,800 76,494 X 76,494 EMULEX CORP COM NEW 292475209 106 15,136 X 15,136 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 1,927 74,473 X 74,473 ENERGEN CORP COM 29265N108 390 13,303 X 13,303 ENERSYS COM 29275Y102 410 37,252 X 37,252 ENGLOBAL CORP COM 293306106 260 80,100 X 80,100 ENTERGY CORP NEW COM 29364G103 852 10,249 X 10,249 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1,749 58,700 X 58,700 ENZON PHARMACEUTICALS INC COM 293904108 124 21,354 X 21,354 ERESEARCHTECHNOLOGY INC COM 29481V108 93 14,100 X 14,100 ERICSSON L M TEL CO ADR B SEK 10 294821608 542 69,400 X 69,400 ETHAN ALLEN INTERIORS INC COM 297602104 260 18,123 X 18,123 EVERCORE PARTNERS INC CLASS A 29977A105 155 12,428 X 12,428 EXACTECH INC COM 30064E109 264 15,700 X 15,700 EXELON CORP COM 30161N101 1,958 35,203 X 35,203 EXIDE TECHNOLOGIES COM NEW 302051206 106 20,091 X 20,091 EXXON MOBIL CORP COM 30231G102 25,821 323,448 X 323,448 FNB CORP PA COM 302520101 260 19,660 X 19,660 FPL GROUP INC COM 302571104 1,085 21,562 X 21,562 FAIR ISAAC CORP COM 303250104 203 12,020 X 12,020 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 123 25,172 X 25,172 FAMILY DLR STORES INC COM 307000109 356 13,655 X 13,655 FEDERAL AGRIC MTG CORP CL C 313148306 113 32,231 X 32,231 FEDERAL HOME LN MTG CORP COM 313400301 25 34,524 X 34,524 FEDERAL NATL MTG ASSN COM 313586109 62 81,532 X 81,532 FEDERAL SIGNAL CORP COM 313855108 373 45,406 X 45,406 FEDEX CORP COM 31428X106 2,321 36,182 X 36,182 FELCOR LODGING TR INC COM 31430F101 218 118,520 X 118,520 FIFTH THIRD BANCORP COM 316773100 620 75,100 X 75,100 FIRST BANCORP P R COM 318672102 327 29,355 X 29,355 FIRST BUSEY CORP COM 319383105 379 20,800 X 20,800 FIRST HORIZON NATL CORP COM 320517105 372 35,170 X 35,170 FIRST MIDWEST BANCORP DEL COM 320867104 359 17,966 X 17,966 FIRST SOLAR INC COM 336433107 317 2,300 X 2,300 FIRST ST BANCORPORATION COM 336453105 82 49,828 X 49,828 FIRSTENERGY CORP COM 337932107 1,892 38,951 X 38,951 FLOTEK INDS INC DEL COM 343389102 295 116,900 X 116,900 FRANCE TELECOM SPONSORED ADR 35177Q105 586 20,863 X 20,863 FRANKLIN RES INC COM 354613101 535 8,391 X 8,391 FRANKLIN STREET PPTYS CORP COM 35471R106 215 14,586 X 14,586 FREDS INC CL A 356108100 316 29,400 X 29,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,081 44,220 X 44,220 FREIGHTCAR AMER INC COM 357023100 227 12,441 X 12,441 FRONTIER COMMUNICATIONS CORP COM 35906A108 560 64,124 X 64,124 FRONTIER FINL CORP WASH COM 35907K105 169 38,832 X 38,832 GAFISA S A SPONS ADR 362607301 353 38,140 X 38,140 GANNETT INC COM 364730101 554 69,295 X 69,295 GAP INC DEL COM 364760108 543 40,588 X 40,588 GARTNER INC COM 366651107 217 12,151 X 12,151 GEN-PROBE INC NEW COM 36866T103 253 5,900 X 5,900 GENENTECH INC COM NEW 368710406 2,075 25,026 X 25,026 GENERAL DYNAMICS CORP COM 369550108 2,550 44,280 X 44,280 GENERAL ELECTRIC CO COM 369604103 9,240 570,374 X 570,374 GENERAL GROWTH PPTYS INC COM 370021107 35 27,034 X 27,034 GENERAL MLS INC COM 370334104 1,091 17,958 X 17,958 GENESCO INC COM 371532102 449 26,564 X 26,564 GENESEE & WYO INC CL A 371559105 329 10,787 X 10,787 GENESIS LEASE LTD ADR 37183T107 334 118,009 X 118,009 GENTEX CORP COM 371901109 99 11,200 X 11,200 GENWORTH FINL INC COM CL A 37247D106 358 126,627 X 126,627 GENZYME CORP COM 372917104 938 14,136 X 14,136 GIANT INTERACTIVE GROUP INC ADR 374511103 343 52,867 X 52,867 GIBRALTAR INDS INC COM 374689107 190 15,900 X 15,900 GILEAD SCIENCES INC COM 375558103 2,545 49,757 X 49,757 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 528 14,164 X 14,164 GLIMCHER RLTY TR SH BEN INT 379302102 88 31,317 X 31,317 GOLDMAN SACHS GROUP INC COM 38141G104 3,183 37,722 X 37,722 GOOGLE INC CL A 38259P508 3,925 12,758 X 12,758 GRAFTECH INTL LTD COM 384313102 453 54,429 X 54,429 GRAHAM CORP COM 384556106 307 28,364 X 28,364 GULF ISLAND FABRICATION INC COM 402307102 393 27,300 X 27,300 GULFMARK OFFSHORE INC COM 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INTERNATIONAL GAME TECHNOLOG COM 459902102 559 47,001 X 47,001 INTL PAPER CO COM 460146103 547 46,394 X 46,394 INTERNATIONAL RECTIFIER CORP COM 460254105 374 27,674 X 27,674 INTERSIL CORP CL A 46069S109 177 19,300 X 19,300 INVACARE CORP COM 461203101 609 39,235 X 39,235 INVENTIV HEALTH INC COM 46122E105 328 28,400 X 28,400 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 393 17,281 X 17,281 INVESTORS BANCORP INC COM 46146P102 500 37,200 X 37,200 ION GEOPHYSICAL CORP COM 462044108 354 103,132 X 103,132 IRWIN FINL CORP COM 464119106 48 37,560 X 37,560 ISHARES TR RUSSELL MIDCAP 464287499 51,831 867,899 X 867,899 ISHARES TR RUSSELL 2000 464287655 29,707 603,310 X 603,310 ISHARES TR RUSSELL 3000 464287689 15,236 293,000 X 293,000 I2 TECHNOLOGIES INC COM NEW 465754208 422 66,100 X 66,100 JDS UNIPHASE CORP COM PAR $0.001 46612J507 357 97,900 X 97,900 JDA SOFTWARE GROUP INC COM 46612K108 576 43,900 X 43,900 JPMORGAN & CHASE & CO COM 46625H100 6,805 215,815 X 215,815 J2 GLOBAL COMMUNICATIONS INC COM 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FERRY INTL COM NEW 500643200 167 14,652 X 14,652 KRAFT FOODS INC CL A 50075N104 2,141 79,725 X 79,725 KROGER CO COM 501044101 950 35,953 X 35,953 LANCASTER COLONY CORP COM 513847103 333 9,700 X 9,700 LANDAUER INC COM 51476K103 445 6,077 X 6,077 LANDSTAR SYS INC COM 515098101 381 9,927 X 9,927 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 808 73,087 X 73,087 LENNAR CORP CL A 526057104 228 26,270 X 26,270 LEXMARK INTL NEW CL A 529771107 367 13,652 X 13,652 LIBERTY PPTY TR SH BEN INT 531172104 1,479 64,798 X 64,798 LIFE SCIENCES RESH INC COM 532169109 295 31,600 X 31,600 LIFE TECHNOLOGIES CORP COM 53217V109 1,359 58,300 X 58,300 LILLY ELI & CO COM 532457108 2,722 67,606 X 67,606 LIMITED BRANDS INC COM 532716107 552 54,937 X 54,937 LINCOLN ELEC HLDGS INC COM 533900106 209 4,100 X 4,100 LINCOLN NATL CORP IND COM 534187109 557 29,558 X 29,558 LINDSAY CORP COM 535555106 301 9,468 X 9,468 LIONS GATE ENTMNT CORP COM NEW 535919203 260 47,324 X 47,324 LITTELFUSE INC COM 537008104 994 59,858 X 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X 28,269 METLIFE INC COM 59156R108 2,476 71,028 X 71,028 MICREL INC COM 594793101 303 41,475 X 41,475 MICROS SYS INC COM 594901100 191 11,695 X 11,695 MICROSOFT CORP COM 594918104 8,438 434,074 X 434,074 MICROSTRATEGY INC CL A NEW 594972408 387 10,435 X 10,435 MICROCHIP TECHNOLOGY INC COM 595017104 551 28,200 X 28,200 MID-AMER APT CMNTYS INC COM 59522J103 312 8,401 X 8,401 MILLER HERMAN INC COM 600544100 297 22,805 X 22,805 MOBILE MINI INC COM 60740F105 159 11,000 X 11,000 MOLINA HEALTHCARE INC COM 60855R100 581 32,969 X 32,969 MOLEX INC COM 608554101 316 21,834 X 21,834 MONSANTO CO NEW COM 61166W101 3,334 47,397 X 47,397 MONSTER WORLDWIDE INC COM 611742107 208 17,219 X 17,219 MORGAN STANLEY COM NEW 617446448 2,127 132,585 X 132,585 MOSAIC CO COM 61945A107 1,358 39,246 X 39,246 MOTOROLA INC COM 620076109 1,070 241,557 X 241,557 MUELLER INDS INC COM 624756102 374 14,905 X 14,905 MURPHY OIL CORP COM 626717102 1,340 30,209 X 30,209 NVR INC COM 62944T105 355 779 X 779 NVE CORP COM NEW 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43,891 ORACLE CORP COM 68389X105 3,732 210,517 X 210,517 OSHKOSH CORP COM 688239201 375 42,227 X 42,227 P F CHANGS CHINA BISTRO INC COM 69333Y108 966 46,148 X 46,148 PMI GROUP INC COM 69344M101 194 99,564 X 99,564 PNC FINL SVCS GROUP INC COM 693475105 1,504 30,690 X 30,690 PNM RES INC COM 69349H107 111 10,977 X 10,977 PPG INDS INC COM 693506107 538 12,674 X 12,674 PACCAR INC COM 693718108 557 19,461 X 19,461 PACER INTL INC TENN COM 69373H106 543 52,084 X 52,084 PACKAGING CORP AMER COM 695156109 256 19,053 X 19,053 PACWEST BANCORP DEL COM 695263103 309 11,501 X 11,501 PANASONIC CORP ADR 69832A205 566 45,517 X 45,517 PANERA BREAD CO CL A 69840W108 332 6,361 X 6,361 PANTRY INC COM 698657103 408 19,000 X 19,000 PAR PHARMACEUTICAL COS INC COM 69888P106 945 70,451 X 70,451 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1,424 112,564 X 112,564 PARK ELECTROCHEMICAL CORP COM 700416209 335 17,656 X 17,656 PARK NATL CORP COM 700658107 309 4,312 X 4,312 PARKWAY PPTYS INC COM 70159Q104 318 17,656 X 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11,929 X 11,929 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 623 27,621 X 27,621 PROCTER & GAMBLE CO COM 742718109 10,089 163,193 X 163,193 PROLOGIS SH BEN INT 743410102 1,215 87,444 X 87,444 PROTECTIVE LIFE CORP COM 743674103 497 34,631 X 34,631 PROVIDENT BANKSHARES CORP COM 743859100 267 27,610 X 27,610 PRUDENTIAL FINL INC COM 744320102 1,256 41,511 X 41,511 PUBLIC SVC ENTERPRISE GROUP COM 744573106 784 26,884 X 26,884 QLOGIC CORP COM 747277101 673 50,100 X 50,100 QUALCOMM INC COM 747525103 3,106 86,683 X 86,683 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 1,624 174,464 X 174,464 QUIDEL CORP COM 74838J101 341 26,062 X 26,062 QWEST COMMUNICATIONS INTL IN COM 749121109 622 170,763 X 170,763 RADIOSHACK CORP COM 750438103 1,731 145,016 X 145,016 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 97 15,654 X 15,654 RAYTHEON CO COM NEW 755111507 2,301 45,086 X 45,086 RED HAT INC COM 756577102 210 15,887 X 15,887 REGAL ENTMT GROUP CL A 758766109 339 33,233 X 33,233 REHABCARE GROUP INC COM 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39,745 X 39,745 SALIX PHARMACEUTICALS INC COM 795435106 113 12,842 X 12,842 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 347 11,204 X 11,204 SANOFI AVENTIS SPONSORED ADR 80105N105 580 18,048 X 18,048 SAPIENT CORP COM 803062108 212 47,767 X 47,767 SCANSOURCE INC COM 806037107 798 41,400 X 41,400 SCHERING PLOUGH CORP COM 806605101 2,778 163,109 X 163,109 SCHLUMBERGER LTD COM 806857108 2,717 64,180 X 64,180 SCHWAB CHARLES CORP NEW COM 808513105 825 51,037 X 51,037 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 266 12,083 X 12,083 SEACOR HOLDINGS INC COM 811904101 607 9,102 X 9,102 SEMTECH CORP COM 816850101 137 12,191 X 12,191 SENIOR HSG PPTYS TR SH BEN INT 81721M109 383 21,397 X 21,397 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 537 16,600 X 16,600 SIEMENS A G SPONSORED ADR 826197501 603 7,955 X 7,955 SIERRA WIRELESS INC COM 826516106 96 16,400 X 16,400 SILICON LABORATORIES INC COM 826919102 260 10,505 X 10,505 SILICON IMAGE INC COM 82705T102 112 26,700 X 26,700 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 357 80,100 X 80,100 SIMON PPTY GROUP INC NEW COM 828806109 627 11,807 X 11,807 SINCLAIR BROADCAST GROUP INC CL A 829226109 371 119,700 X 119,700 SKECHERS U S A INC CL A 830566105 626 48,814 X 48,814 SKILLED HEALTHCARE GROUP INC CL A 83066R107 253 29,983 X 29,983 SKILLSOFT PLC SPONSORED ADR 830928107 105 14,700 X 14,700 SMITH A O COM 831865209 753 25,504 X 25,504 SOFTBRANDS INC COM 83402A107 4 10,670 X 10,670 SOMANETICS CORP COM NEW 834445405 213 12,900 X 12,900 SONIC AUTOMOTIVE INC CL A 83545G102 328 82,498 X 82,498 SONICWALL INC COM 835470105 80 20,141 X 20,141 SONOCO PRODS CO COM 835495102 517 22,338 X 22,338 SOUTH FINL GROUP INC COM 837841105 252 58,262 X 58,262 SOUTHERN CO COM 842587107 1,528 41,285 X 41,285 SOUTHERN COPPER CORP COM 84265V105 187 11,642 X 11,642 SOUTHWEST GAS CORP COM 844895102 584 23,164 X 23,164 SOVEREIGN BANCORP INC COM 845905108 105 35,163 X 35,163 SPARTAN STORES INC COM 846822104 344 14,800 X 14,800 SPARTECH CORP COM NEW 847220209 97 15,561 X 15,561 SPRINT NEXTEL CORP COM SER 1 852061100 270 147,662 X 147,662 STAGE STORES INC COM NEW 85254C305 661 80,148 X 80,148 STANDARD PARKING CORP COM 853790103 327 16,900 X 16,900 STANLEY INC COM 854532108 357 9,858 X 9,858 STANLEY WKS COM 854616109 569 16,682 X 16,682 STAPLES INC COM 855030102 670 37,399 X 37,399 STATE STR CORP COM 857477103 2,235 56,817 X 56,817 STONE ENERGY CORP COM 861642106 374 33,955 X 33,955 STRATEGIC HOTELS & RESORTS I COM 86272T106 302 179,665 X 179,665 STRAYER ED INC COM 863236105 292 1,364 X 1,364 STRYKER CORP COM 863667101 647 16,195 X 16,195 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 430 12,128 X 12,128 SUNOCO INC COM 86764P109 1,352 31,115 X 31,115 SUNSTONE HOTEL INVS INC NEW COM 867892101 748 120,893 X 120,893 SUNTRUST BKS INC COM 867914103 1,080 36,562 X 36,562 SUPER MICRO COMPUTER INC COM 86800U104 367 57,950 X 57,950 SYMANTEC CORP COM 871503108 617 45,653 X 45,653 SYNOVUS FINL CORP COM 87161C105 560 67,424 X 67,424 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4,352 TEXAS INSTRS INC COM 882508104 1,631 105,112 X 105,112 TEXTRON INC COM 883203101 476 34,354 X 34,354 THE9 LTD ADR 88337K104 445 33,406 X 33,406 THERMO FISHER SCIENTIFIC INC COM 883556102 756 22,204 X 22,204 THINKORSWIM GROUP INC COM 88409C105 1,196 212,800 X 212,800 THOR INDS INC COM 885160101 225 17,054 X 17,054 3M CO COM 88579Y101 2,163 37,591 X 37,591 TIBCO SOFTWARE INC COM 88632Q103 91 17,559 X 17,559 TIMBERLAND CO CL A 887100105 196 16,932 X 16,932 TIME WARNER INC COM 887317105 1,943 193,149 X 193,149 TIVO INC COM 888706108 621 86,700 X 86,700 TORO CO COM 891092108 327 9,904 X 9,904 TORONTO DOMINION BK ONT COM NEW 891160509 574 16,008 X 16,008 TRADESTATION GROUP INC COM 89267P105 152 23,500 X 23,500 TRAVELERS COMPANIES INC COM 89417E109 2,758 61,027 X 61,027 TRAVELZOO INC COM 89421Q106 289 51,934 X 51,934 TREX INC COM 89531P105 371 22,520 X 22,520 TRICO MARINE SERVICES INC COM NEW 896106200 376 84,200 X 84,200 TRIUMPH GROUP INC NEW COM 896818101 374 8,811 X 8,811 TRUEBLUE 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120,811 WALGREEN CO COM 931422109 1,297 52,554 X 52,554 WASTE MGMT INC DEL COM 94106L109 878 26,505 X 26,505 WEBSTER FINL CORP CONN COM 947890109 435 31,583 X 31,583 WEIGHT WATCHERS INTL INC NEW COM 948626106 272 9,244 X 9,244 WELLCARE HEALTH PLANS INC COM 94946T106 374 29,114 X 29,114 WELLPOINT INC COM 94973V107 2,476 58,768 X 58,768 WELLS FARGO & CO NEW COM 949746101 6,754 229,103 X 229,103 WERNER ENTERPRISES INC COM 950755108 390 22,473 X 22,473 WEST COAST BANCORP ORE NEW COM 952145100 84 12,700 X 12,700 WESTERN UN CO COM 959802109 566 39,441 X 39,441 WET SEAL INC CL A 961840105 351 118,200 X 118,200 WHIRLPOOL CORP COM 963320106 579 13,999 X 13,999 WHITNEY HLDG CORP COM 966612103 438 27,377 X 27,377 WILLBROS GROUP INC COM 969199108 404 47,652 X 47,652 WILLIAMS COS INC DEL COM 969457100 453 31,296 X 31,296 WILLIAMS PARTNERS L P COM UNIT L P 96950F104 289 24,195 X 24,195 WILLIAMS SONOMA INC COM 969904101 79 10,055 X 10,055 WILMINGTON TRUST CORP COM 971807102 215 9,655 X 9,655 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