UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2007.
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 11, 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: 879
Form 13F Information Table Value Total: $1,240,763
(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
ACE LTD ORD G0070K103 2,037 32,966 X 32,966
ARGO GROUP INTL HLDGS LTD COM G0464B107 402 9,535 X 9,535
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 210 7,274 X 7,274
ACCENTURE LTD BERMUDA CL A G1150G111 1,061 29,448 X 29,448
COOPER INDS LTD CL A G24182100 778 14,705 X 14,705
COVIDIEN LTD COM G2552X108 1,089 24,587 X 24,587
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 209 5,007 X 5,007
CRYPTOLOGIC LIMITED SHS G3159C109 358 20,400 X 20,400
FRESH DEL MONTE PRODUCE INC ORD G36738105 691 20,564 X 20,564
FRONTLINE LTD SHS G3682E127 470 9,800 X 9,800
HELEN OF TROY CORP LTD COM G4388N106 562 32,814 X 32,814
HERBALIFE LTD COM USD SHS G4412G101 651 16,157 X 16,157
IPC HLDGS LTD ORD G4933P101 573 19,845 X 19,845
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 397 16,436 X 16,436
MONTPELIER RE HOLDINGS LTD SHS G62185106 575 33,779 X 33,779
PARTNERRE LTD COM G6852T105 1,757 21,290 X 21,290
RENAISSANCERE HOLDINGS LTD COM G7496G103 995 16,517 X 16,517
SEAGATE TECHNOLOGY SHS G7945J104 778 30,501 X 30,501
TRANSOCEAN INC NEW SHS G90073100 1,431 9,999 X 9,999
TYCO INTL LTD BERMUDA SHS G9143X208 1,949 49,166 X 49,166
TYCO ELECTRONICS LTD COM NEW G9144P105 913 24,587 X 24,587
GOLAR LNG LTD BERMUDA SHS G9456A100 566 25,605 X 25,605
XOMA LTD ORD G9825R107 614 181,020 X 181,020
XL CAP LTD CL A G98255105 930 18,485 X 18,485
CELLCOM ISRAEL LTD SHS M2196U109 491 15,444 X 15,444
SYNERON MEDICAL LTD ORD SHS M87245102 166 12,433 X 12,433
ASM INTL N V COM N07045102 406 16,963 X 16,963
ASE TEST LTD ORD Y02516105 554 39,063 X 39,063
DIANA SHIPPING INC COM Y2066G104 895 28,443 X 28,443
DRYSHIPS INC SHS Y2109Q101 866 11,190 X 11,190
DOUBLE HULL TANKERS INC COM Y21110104 423 34,559 X 34,559
NAVIOS MARITIME HOLDINGS INC COM Y62196103 665 54,290 X 54,290
QUINTANA MARITIME LTD SHS Y7169G109 551 23,979 X 23,979
A C MOORE ARTS & CRAFTS INC COM 00086T103 168 12,223 X 12,223
A D C TELECOMMUNICATIONS COM NEW 000886309 1,209 77,724 X 77,724
AFC ENTERPRISES INC COM 00104Q107 413 36,452 X 36,452
AFLAC INC COM 001055102 4,468 71,334 X 71,334
AGCO CORP COM 001084102 245 3,601 X 3,601
AGL RES INC COM 001204106 414 10,998 X 10,998
AMAG PHARMACEUTICALS INC COM 00163U106 222 3,693 X 3,693
AMN HEALTHCARE SERVICES INC COM 001744101 1,332 77,560 X 77,560
AT&T INC COM 00206R102 12,769 307,247 X 307,247
ATMI INC COM 00207R101 1,259 39,034 X 39,034
AZZ INC COM 002474104 603 21,276 X 21,276
ABBOTT LABS COM 002824100 5,315 94,653 X 94,653
ACCURIDE CORP COM 004398103 429 54,616 X 54,616
ACI WORLDWIDE INC COM 004498101 699 36,725 X 36,725
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 443 108,685 X 108,685
ADMINISTAFF INC COM 007094105 737 26,075 X 26,075
ADOBE SYS INC COM 00724F101 1,247 29,173 X 29,173
ADTRAN INC COM 00738A106 493 23,037 X 23,037
ADVANCE AMER CASH ADVANCE CT COM 00739W107 419 41,228 X 41,228
AEROPOSTALE COM 007865108 1,533 57,865 X 57,865
AEGON N V ORD AMER REG 007924103 979 55,848 X 55,848
ADVANTA CORP CL B 007942204 416 51,521 X 51,521
AETNA INC NEW COM 00817Y108 1,467 25,417 X 25,417
AFFYMETRIX INC COM 00826T108 579 25,024 X 25,024
ALABAMA NATL BANCORP DELA COM 010317105 308 3,953 X 3,953
ALASKA COMMUNICATIONS SYS GR COM 01167P101 546 36,420 X 36,420
ALBERTO CULVER CO NEW COM 013078100 400 16,287 X 16,287
ALCOA INC COM 013817101 3,344 91,499 X 91,499
ALESCO FINL INC COM 014485106 386 117,629 X 117,629
ALEXION PHARMACEUTICALS INC COM 015351109 268 3,569 X 3,569
ALIGN TECHNOLOGY INC COM 016255101 596 35,719 X 35,719
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 199 18,029 X 18,029
ALLSTATE CORP COM 020002101 4,275 81,857 X 81,857
ALON USA ENERGY INC COM 020520102 620 22,795 X 22,795
ALTRIA GROUP INC COM 02209S103 7,923 104,831 X 104,831
AMAZON COM INC COM 023135106 1,399 15,101 X 15,101
AMBASSADORS GROUP INC COM 023177108 472 25,751 X 25,751
AMEDISYS INC COM 023436108 1,068 22,009 X 22,009
AMERCO COM 023586100 257 3,918 X 3,918
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,181 63,415 X 63,415
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,271 61,194 X 61,194
AMERICAN EXPRESS CO COM 025816109 2,673 51,379 X 51,379
AMERICAN FINL GROUP INC OHIO COM 025932104 511 17,704 X 17,704
AMERICAN GREETINGS CORP CL A 026375105 410 20,216 X 20,216
AMERICAN INTL GROUP INC COM 026874107 6,513 111,722 X 111,722
AMERICAN WOODMARK CORP COM 030506109 511 28,127 X 28,127
AMERIGROUP CORP COM 03073T102 2,278 62,487 X 62,487
AMGEN INC COM 031162100 2,551 54,929 X 54,929
AMIS HLDGS INC COM 031538101 763 76,159 X 76,159
AMKOR TECHNOLOGY INC COM 031652100 268 31,377 X 31,377
AMSURG CORP COM 03232P405 791 29,246 X 29,246
ANADARKO PETE CORP COM 032511107 1,512 23,015 X 23,015
ANALOG DEVICES INC COM 032654105 982 30,977 X 30,977
ANALOGIC CORP COM PAR $0.05 032657207 623 9,195 X 9,195
ANHEUSER BUSCH COS INC COM 035229103 1,973 37,697 X 37,697
ANSOFT CORP COM 036384105 461 17,819 X 17,819
ANTHRACITE CAP INC COM 037023108 1,091 150,713 X 150,713
APACHE CORP COM 037411105 1,767 16,428 X 16,428
APOGEE ENTERPRISES INC COM 037598109 517 30,213 X 30,213
APOLLO GROUP INC CL A 037604105 449 6,406 X 6,406
APPLE INC COM 037833100 11,057 55,819 X 55,819
APRIA HEALTHCARE GROUP INC COM 037933108 662 30,698 X 30,698
APPLERA CORP COM CELERA GRP 038020202 702 44,259 X 44,259
APPLIED MATLS INC COM 038222105 2,904 163,497 X 163,497
AQUILA INC COM 03840P102 394 105,757 X 105,757
ARBITRON INC COM 03875Q108 418 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 351 21,815 X 21,815
ARCHER DANIELS MIDLAND CO COM 039483102 3,381 72,819 X 72,819
ARKANSAS BEST CORP DEL COM 040790107 412 18,766 X 18,766
ARRIS GROUP INC COM 04269Q100 747 74,837 X 74,837
ART TECHNOLOGY GROUP INC COM 04289L107 200 46,288 X 46,288
ASHFORD HOSPITALITY TR INC COM SHS 044103109 299 41,650 X 41,650
ASPREVA PHARMACEUTICALS CORP COM 04538T109 568 21,829 X 21,829
ASSOCIATED BANC CORP COM 045487105 1,326 48,932 X 48,932
ASSURANT INC COM 04621X108 757 11,318 X 11,318
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 478 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 629 22,429 X 22,429
AUTOLIV INC COM 052800109 1,654 31,373 X 31,373
AUTOMATIC DATA PROCESSING IN COM 053015103 1,222 27,449 X 27,449
AUXILIUM PHARMACEUTICALS INC COM 05334D107 482 16,085 X 16,085
AVERY DENNISON CORP COM 053611109 1,040 19,564 X 19,564
AVID TECHNOLOGY INC COM 05367P100 785 27,684 X 27,684
AVNET INC COM 053807103 757 21,650 X 21,650
AXCAN PHARMA INC COM 054923107 211 9,178 X 9,178
BB&T CORP COM 054937107 2,428 79,165 X 79,165
BCE INC COM NEW 05534B760 1,002 25,215 X 25,215
BJS WHOLESALE CLUB INC COM 05548J106 762 22,535 X 22,535
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 465 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,658 30,740 X 30,740
BADGER METER INC COM 056525108 668 14,852 X 14,852
BAKER MICHAEL CORP COM 057149106 542 13,189 X 13,189
BAKER HUGHES INC COM 057224107 1,289 15,891 X 15,891
BALLY TECHNOLOGIES INC COM 05874B107 699 14,067 X 14,067
BANK OF AMERICA CORPORATION COM 060505104 12,520 303,442 X 303,442
BANK HAWAII CORP COM 062540109 316 6,185 X 6,185
BANK OF NEW YORK MELLON CORP COM 064058100 4,624 94,841 X 94,841
BARNES & NOBLE INC COM 067774109 959 27,836 X 27,836
BAXTER INTL INC COM 071813109 3,667 63,174 X 63,174
BEA SYS INC COM 073325102 188 11,919 X 11,919
BEACON ROOFING SUPPLY INC COM 073685109 483 57,318 X 57,318
BEAR STEARNS COS INC COM 073902108 521 5,905 X 5,905
BECTON DICKINSON & CO COM 075887109 1,016 12,153 X 12,153
BELDEN INC COM 077454106 751 16,886 X 16,886
BELL MICROPRODUCTS INC COM 078137106 708 117,845 X 117,845
BENCHMARK ELECTRS INC COM 08160H101 577 32,526 X 32,526
BERKLEY W R CORP COM 084423102 714 23,947 X 23,947
BEST BUY INC COM 086516101 1,034 19,642 X 19,642
BHP BILLITON LTD SPONSORED ADR 088606108 723 10,326 X 10,326
BIG LOTS INC COM 089302103 975 60,946 X 60,946
BIGBAND NETWORKS INC COM 089750509 421 81,868 X 81,868
BIO RAD LABS INC CL A 090572207 734 7,086 X 7,086
BIOMARIN PHARMACEUTICAL INC COM 09061G101 405 11,449 X 11,449
BIOGEN IDEC INC COM 09062X103 1,677 29,455 X 29,455
BIOVAIL CORP COM 09067J109 1,555 115,560 X 115,560
BIOSCRIP INC COM 09069N108 272 35,182 X 35,182
BLACK & DECKER CORP COM 091797100 1,027 14,748 X 14,748
BLACKBAUD INC COM 09227Q100 565 20,166 X 20,166
BLOCKBUSTER INC CL A 093679108 361 92,571 X 92,571
BOEING CO COM 097023105 3,420 39,099 X 39,099
BOIS D ARC ENERGY INC COM 09738U103 1,401 70,589 X 70,589
BORGWARNER INC COM 099724106 768 15,858 X 15,858
BOSTON BEER INC CL A 100557107 539 14,320 X 14,320
BOSTON PRIVATE FINL HLDGS IN COM 101119105 330 12,179 X 12,179
BOSTON SCIENTIFIC CORP COM 101137107 768 66,076 X 66,076
BOWNE & CO INC COM 103043105 193 10,993 X 10,993
BRADY CORP CL A 104674106 725 20,675 X 20,675
BRASIL TELECOM SA SPONS ADR PFD 10553M101 259 8,544 X 8,544
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 537 7,204 X 7,204
BREITBURN ENERGY PARTNERS LP COM UT LTD PTN 106776107 438 15,161 X 15,161
BRIGGS & STRATTON CORP COM 109043109 1,227 54,153 X 54,153
BRISTOL MYERS SQUIBB CO COM 110122108 4,350 164,024 X 164,024
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 752 9,572 X 9,572
BRONCO DRILLING CO INC COM 112211107 599 40,361 X 40,361
BROOKFIELD HOMES CORP COM 112723101 522 33,061 X 33,061
BROWN & BROWN INC COM 115236101 322 13,683 X 13,683
BUCKLE INC COM 118440106 460 13,949 X 13,949
BUILDERS FIRSTSOURCE INC COM 12008R107 447 61,863 X 61,863
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,342 40,155 X 40,155
CBS CORP NEW CL B 124857202 1,865 68,440 X 68,440
CB RICHARD ELLIS GROUP INC CL A 12497T101 767 35,606 X 35,606
CEC ENTMT INC COM 125137109 1,361 52,440 X 52,440
CF INDS HLDGS INC COM 125269100 918 8,338 X 8,338
CKE RESTAURANTS INC COM 12561E105 354 26,824 X 26,824
CME GROUP INC COM 12572Q105 3,805 5,547 X 5,547
CPI CORP COM 125902106 283 12,018 X 12,018
CSG SYS INTL INC COM 126349109 947 64,335 X 64,335
CVS CAREMARK CORPORATION COM 126650100 2,959 74,435 X 74,435
CABELAS INC COM 126804301 711 47,192 X 47,192
CABOT CORP COM 127055101 207 6,194 X 6,194
CABOT MICROELECTRONICS CORP COM 12709P103 201 5,586 X 5,586
CACHE INC COM NEW 127150308 369 39,544 X 39,544
CACI INTL INC CL A 127190304 919 20,533 X 20,533
CAL MAINE FOODS INC COM NEW 128030202 234 8,822 X 8,822
CALAMOS ASSET MGMT INC CL A 12811R104 346 11,609 X 11,609
CALGON CARBON CORP COM 129603106 654 41,189 X 41,189
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 743 47,730 X 47,730
CALLAWAY GOLF CO COM 131193104 648 37,154 X 37,154
CANON INC ADR 138006309 971 21,178 X 21,178
CAPITAL ONE FINL CORP COM 14040H105 954 20,191 X 20,191
CAPITAL TRUST INC MD CL A NEW 14052H506 754 24,614 X 24,614
CARDINAL HEALTH INC COM 14149Y108 2,682 46,435 X 46,435
CAREER EDUCATION CORP COM 141665109 402 15,972 X 15,972
CARNIVAL CORP PAIRED CTF 143658300 966 21,709 X 21,709
CARPENTER TECHNOLOGY CORP COM 144285103 1,354 18,010 X 18,010
CARRIZO OIL & CO INC COM 144577103 220 4,027 X 4,027
CARTER INC COM 146229109 210 10,855 X 10,855
CASEYS GEN STORES INC COM 147528103 886 29,939 X 29,939
CATERPILLAR INC DEL COM 149123101 3,313 45,663 X 45,663
CATO CORP NEW CL A 149205106 331 21,150 X 21,150
CELGENE CORP COM 151020104 871 18,846 X 18,846
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 585 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 1,973 71,888 X 71,888
CENTRAL PAC FINL CORP COM 154760102 302 16,368 X 16,368
CENTURY ALUM CO COM 156431108 536 9,938 X 9,938
CHEMED CORP NEW COM 16359R103 644 11,526 X 11,526
CHEMICAL FINL CORP COM 163731102 384 16,136 X 16,136
CHEROKEE INC DEL NEW COM 16444H102 381 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 12,560 134,576 X 134,576
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 837 13,844 X 13,844
CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 483 17,903 X 17,903
CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 251 3,830 X 3,830
CHINA SEC & SURVE TECH INC COM 16942J105 643 29,462 X 29,462
CHOICE HOTELS INTL INC COM 169905106 474 14,269 X 14,269
CHOICEPOINT INC COM 170388102 279 7,673 X 7,673
CHRISTOPHER & BANKS CORP COM 171046105 1,067 93,210 X 93,210
CHUBB CORP COM 171232101 2,112 38,696 X 38,696
CIENA CORP COM NEW 171779309 398 11,668 X 11,668
CINCINNATI BELL INC NEW COM 171871106 436 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 993 25,125 X 25,125
CISCO SYS INC COM 17275R102 8,192 302,610 X 302,610
CITIGROUP INC COM 172967101 9,331 316,966 X 316,966
CITIZENS COMMUNICATIONS CO COM 17453B101 403 31,686 X 31,686
CLEAR CHANNEL COMMUNICATIONS COM 184502102 850 24,625 X 24,625
CLEVELAND CLIFFS INC COM 185896107 622 6,175 X 6,175
COCA COLA CO COM 191216100 7,066 115,130 X 115,130
COGENT COMM GROUP INC COM NEW 19239V302 990 41,770 X 41,770
COGNEX CORP COM 192422103 677 33,575 X 33,575
COGNOS INC COM 19244C109 247 4,287 X 4,287
COINSTAR INC COM 19259P300 641 22,770 X 22,770
COLGATE PALMOLIVE CO COM 194162103 3,931 50,423 X 50,423
COMFORT SYS USA INC COM 199908104 321 25,134 X 25,134
COMCAST CORP NEW CL A 20030N101 4,549 249,145 X 249,145
COMERICA INC COM 200340107 1,093 25,105 X 25,105
COMMERCE BANCSHARES INC COM 200525103 1,001 22,320 X 22,320
COMMUNITY BK SYS INC COM 203607106 382 19,216 X 19,216
CGG VERITAS SPONSORED ADR 204386106 839 14,975 X 14,975
COMPLETE PRODUCTION SERVICES COM 20453E109 601 33,444 X 33,444
COMSCORE INC COM 20564W105 406 12,452 X 12,452
CON-WAY INC COM 205944101 556 13,380 X 13,380
CONMED CORP COM 207410101 745 32,253 X 32,253
CONOCOPHILLIPS COM 20825C104 7,193 81,465 X 81,465
CONSOLIDATED GRAPHICS INC COM 209341106 574 12,003 X 12,003
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 218 4,293 X 4,293
CONTINENTAL AIRLS INC CL B 210795308 398 17,900 X 17,900
COOPER TIRE & RUBR CO COM 216831107 649 39,142 X 39,142
COPART INC COM 217204106 228 5,355 X 5,355
CORNING INC COM 219350105 1,872 78,029 X 78,029
CORPORATE EXECUTIVE BRD CO COM 21988R102 389 6,469 X 6,469
CORUS BANKSHARES INC COM 220873103 413 38,728 X 38,728
COSTCO WHSL CORP NEW COM 22160K105 1,540 22,082 X 22,082
COUNTRYWIDE FINANCIAL CORP COM 222372104 263 29,441 X 29,441
COVENTRY HEALTH CARE INC COM 222862104 774 13,068 X 13,068
COX RADIO INC CL A 224051102 227 18,712 X 18,712
CREE INC COM 225447101 759 27,625 X 27,625
CROSS CTRY HEALTHCARE INC COM 227483104 364 25,569 X 25,569
CROSS TIMBERS RTY TR TR UNIT 22757R109 449 10,874 X 10,874
CTRIP COM INTL LTD ADR 22943F100 545 9,485 X 9,485
CUBIC CORP COM 229669106 916 23,356 X 23,356
CUBIST PHARMACEUTICALS INC COM 229678107 691 33,709 X 33,709
CULLEN FROST BANKERS INC COM 229899109 210 4,136 X 4,136
CUMMINS INC COM 231021106 857 6,727 X 6,727
CUTERA INC COM 232109108 434 27,639 X 27,639
CYBERSOURCE CORP COM 23251J106 229 12,872 X 12,872
CYMER INC COM 232572107 229 5,877 X 5,877
CYNOSURE INC CL A 232577205 1,197 45,231 X 45,231
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 178 16,153 X 16,153
D R HORTON INC COM 23331A109 979 74,302 X 74,302
DSP GROUP INC COM 23332B106 206 16,852 X 16,852
DSW INC CL A 23334L102 849 45,245 X 45,245
DANAHER CORP DEL COM 235851102 1,070 12,194 X 12,194
DARDEN RESTAURANTS INC COM 237194105 465 16,792 X 16,792
DAWSON GEOPHYSICAL CO COM 239359102 586 8,197 X 8,197
DECKERS OUTDOOR CORP COM 243537107 486 3,134 X 3,134
DELEK US HLDGS INC COM 246647101 855 42,269 X 42,269
DELL INC COM 24702R101 2,750 112,204 X 112,204
DELUXE CORP COM 248019101 680 20,687 X 20,687
DENNYS CORP COM 24869P104 383 102,244 X 102,244
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,734 80,030 X 80,030
DEVON ENERGY CORP NEW COM 25179M103 1,963 22,075 X 22,075
DIGITAL RIV INC COM 25388B104 211 6,386 X 6,386
DIRECTV GROUP INC COM 25459L106 865 37,406 X 37,406
DISNEY WALT CO COM DISNEY 254687106 3,172 98,262 X 98,262
DISCOVER FINL SVCS COM 254709108 381 25,269 X 25,269
DIVX INC COM 255413106 702 50,145 X 50,145
DR REDDYS LABS LTD ADR 256135203 258 14,185 X 14,185
DOLBY LABORATORIES INC COM 25659T107 507 10,192 X 10,192
DOLLAR FINL CORP COM 256664103 618 20,142 X 20,142
DOLLAR TREE STORES INC COM 256747106 383 14,786 X 14,786
DOMINION RES INC VA NEW COM 25746U109 1,370 28,872 X 28,872
DOMINOS PIZZA INC COM 25754A201 338 25,563 X 25,563
DOW CHEM CO COM 260543103 4,611 116,981 X 116,981
DOWNEY FINL CORP COM 261018105 303 9,741 X 9,741
DRESS BARN INC COM 261570105 364 29,117 X 29,117
DU PONT E I DE NEMOURS & CO COM 263534109 3,009 68,253 X 68,253
DUKE ENERGY CORP NEW COM 26441C105 3,959 196,277 X 196,277
E M C CORP MASS COM 268648102 3,705 199,963 X 199,963
EMC INS GROUP INC COM 268664109 245 10,343 X 10,343
ENI S P A SPONSORED ADR 26874R108 1,799 24,836 X 24,836
EOG RES INC COM 26875P101 1,083 12,133 X 12,133
EATON CORP COM 278058102 1,079 11,126 X 11,126
EBAY INC COM 278642103 4,520 136,199 X 136,199
ECLIPSYS CORP COM 278856109 258 10,203 X 10,203
EDWARDS LIFESCIENCES CORP COM 28176E108 432 9,388 X 9,388
ELECTRO SCIENTIFIC INDS COM 285229100 565 28,484 X 28,484
ELLIS PERRY INTL INC COM 288853104 471 30,613 X 30,613
EMERSON ELEC CO COM 291011104 4,071 71,845 X 71,845
ENCANA CORP COM 292505104 763 11,229 X 11,229
ENCORE WIRE CORP COM 292562105 389 24,422 X 24,422
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 501 27,830 X 27,830
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 605 22,703 X 22,703
ENERGEN CORP COM 29265N108 564 8,774 X 8,774
ENTEGRIS INC COM 29362U104 1,019 118,045 X 118,045
ENTERGY CORP NEW COM 29364G103 1,170 9,786 X 9,786
ENZON PHARMACEUTICALS INC COM 293904108 426 44,654 X 44,654
ERICSSON L M TEL CO ADR B SEK 10 294821608 976 41,808 X 41,808
ETHAN ALLEN INTERIORS INC COM 297602104 345 12,100 X 12,100
EXELON CORP COM 30161N101 4,546 55,682 X 55,682
EXPRESSJET HOLDINGS INC CL A 30218U108 390 157,111 X 157,111
EXTRA SPACE STORAGE INC COM 30225T102 272 19,020 X 19,020
EXTREME NETWORKS INC COM 30226D106 723 204,174 X 204,174
EXXON MOBIL CORP COM 30231G102 30,624 326,861 X 326,861
FEI CO COM 30241L109 597 24,060 X 24,060
F M C CORP COM NEW 302491303 237 4,345 X 4,345
FPL GROUP INC COM 302571104 1,367 20,162 X 20,162
FAIR ISAAC CORP COM 303250104 579 18,013 X 18,013
FAMILY DLR STORES INC COM 307000109 1,724 89,663 X 89,663
FEDERAL HOME LN MTG CORP COM 313400301 2,796 82,066 X 82,066
FEDERAL NATL MTG ASSN COM 313586109 3,042 76,091 X 76,091
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 328 3,996 X 3,996
FEDERATED INVS INC PA CL B 314211103 289 7,011 X 7,011
FEDEX CORP COM 31428X106 3,006 33,709 X 33,709
FERRO CORP COM 315405100 610 29,408 X 29,408
FIDELITY NATIONAL FINANCIAL CL A 31620R105 984 67,346 X 67,346
FIFTH THIRD BANCORP COM 316773100 686 27,289 X 27,289
FIRST AMERN CORP CALIF COM 318522307 985 28,871 X 28,871
FIRST MERCHANTS CORP COM 320817109 209 9,581 X 9,581
FIRST MIDWEST BANCORP DEL COM 320867104 413 13,487 X 13,487
FIRST NIAGARA FINL GP INC COM 33582V108 555 46,090 X 46,090
FIRST PL FINL CORP COM 33610T109 169 12,103 X 12,103
FIRST ST BANCORPORATION COM 336453105 198 14,244 X 14,244
FIRSTFED FINL CORP COM 337907109 294 8,210 X 8,210
FIRSTENERGY CORP COM 337932107 1,094 15,124 X 15,124
FLEETWOOD ENTERPRISES INC COM 339099103 148 24,711 X 24,711
FLOTEK INDS INC DEL COM 343389102 581 16,108 X 16,108
FOOT LOCKER INC COM 344849104 373 27,285 X 27,285
FORDING CDN COAL TR TR UNIT 345425102 602 15,607 X 15,607
FOREST LABS INC COM 345838106 787 21,588 X 21,588
FORWARD AIR CORP COM 349853101 548 17,583 X 17,583
FOSTER L B CO COM 350060109 566 10,934 X 10,934
FRANCE TELECOM SPONSORED ADR 35177Q105 1,025 28,775 X 28,775
FRANKLIN RES INC COM 354613101 941 8,224 X 8,224
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,541 54,087 X 54,087
FREIGHTCAR AMER INC COM 357023100 369 10,541 X 10,541
FREMONT GEN CORP COM 357288109 334 95,517 X 95,517
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 323 102,801 X 102,801
FRONTIER FINL CORP WASH COM 35907K105 580 31,250 X 31,250
FUELCELL ENERGY INC COM 35952H106 341 34,394 X 34,394
FULLER H B CO COM 359694106 345 15,379 X 15,379
FULTON FINL CORP PA COM 360271100 181 16,152 X 16,152
FURNITURE BRANDS INTL INC COM 360921100 185 18,345 X 18,345
GAMCO INVESTORS INC COM 361438104 739 10,672 X 10,672
GSI COMMERCE INC COM 36238G102 405 20,761 X 20,761
GANNETT INC COM 364730101 1,001 25,669 X 25,669
GARDNER DENVER INC COM 365558105 748 22,663 X 22,663
GATEHOUSE MEDIA INC COM 367348109 501 57,007 X 57,007
GENENTECH INC COM NEW 368710406 1,549 23,093 X 23,093
GENERAL DYNAMICS CORP COM 369550108 3,722 41,823 X 41,823
GENERAL ELECTRIC CO COM 369604103 19,022 513,135 X 513,135
GENERAL MLS INC COM 370334104 979 17,184 X 17,184
GENERAL MTRS CORP COM 370442105 595 23,912 X 23,912
GENWORTH FINL INC COM CL A 37247D106 1,013 39,820 X 39,820
GENZYME CORP COM 372917104 1,781 23,929 X 23,929
GEVITY HR INC COM 374393106 598 77,720 X 77,720
GIANT INTERACTIVE GROUP INC ADR 374511103 421 32,434 X 32,434
GILEAD SCIENCES INC COM 375558103 2,981 64,782 X 64,782
GLACIER BANCORP INC NEW COM 37637Q105 553 29,511 X 29,511
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 946 18,771 X 18,771
GOLDMAN SACHS GROUP INC COM 38141G104 6,313 29,356 X 29,356
GOOGLE INC CL A 38259P508 7,902 11,427 X 11,427
GRAFTECH INTL LTD COM 384313102 652 36,743 X 36,743
GRAMERCY CAP CORP COM 384871109 792 32,562 X 32,562
GRANT PRIDECO INC COM 38821G101 860 15,487 X 15,487
GREEN MTN COFFEE ROASTERS IN COM 393122106 701 17,224 X 17,224
GREY WOLF INC COM 397888108 146 27,468 X 27,468
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 696 11,364 X 11,364
GYMBOREE CORP COM 403777105 471 15,474 X 15,474
HCC INS HLDGS INC COM 404132102 1,483 51,723 X 51,723
HNI CORP COM 404251100 203 5,800 X 5,800
HRPT PPTYS TR COM SH BEN INT 40426W101 161 20,890 X 20,890
HSBC HLDGS PLC SPON ADR NEW 404280406 1,005 12,010 X 12,010
HAIN CELESTIAL GROUP INC COM 405217100 244 7,638 X 7,638
HALLIBURTON CO COM 406216101 1,719 45,349 X 45,349
HANCOCK HLDG CO COM 410120109 439 11,484 X 11,484
HANMI FINL CORP COM 410495105 290 33,587 X 33,587
HARLEYSVILLE NATL CORP PA COM 412850109 225 15,417 X 15,417
HARMONIC INC COM 413160102 818 78,055 X 78,055
HARTFORD FINL SVCS GROUP INC COM 416515104 2,311 26,501 X 26,501
HASBRO INC COM 418056107 916 35,825 X 35,825
HEADWATERS INC COM 42210P102 2,225 189,505 X 189,505
HEALTH CARE REIT INC COM 42217K106 282 6,317 X 6,317
HEALTHSPRING INC COM 42224N101 397 20,820 X 20,820
HEARTLAND PMT SYS INC COM 42235N108 520 19,393 X 19,393
HECLA MNG CO COM 422704106 195 20,873 X 20,873
HERCULES INC COM 427056106 419 21,632 X 21,632
HERSHEY CO COM 427866108 1,029 26,111 X 26,111
HEWLETT PACKARD CO COM 428236103 9,122 180,704 X 180,704
HEXCEL CORP NEW COM 428291108 557 22,948 X 22,948
HILLTOP HOLDINGS INC COM 432748101 587 53,741 X 53,741
HOME DEPOT INC COM 437076102 2,360 87,598 X 87,598
HONEYWELL INTL INC COM 438516106 5,142 83,520 X 83,520
HORACE MANN EDUCATORS CORP N COM 440327104 407 21,467 X 21,467
HORNBECK OFFSHORE SVCS INC N COM 440543106 643 14,306 X 14,306
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 865 26,855 X 26,855
HOT TOPIC INC COM 441339108 960 164,999 X 164,999
HUGOTON RTY TR TEX UNIT BEN INT 444717102 364 16,241 X 16,241
HUMANA INC COM 444859102 788 10,466 X 10,466
HUTCHINSON TECHNOLOGY INC COM 448407106 608 23,110 X 23,110
ISTAR FINL INC COM 45031U101 1,006 38,614 X 38,614
ITT EDUCATIONAL SERVICES INC COM 45068B109 357 4,181 X 4,181
ITT CORP NEW COM 450911102 790 11,961 X 11,961
ICON PUB LTD CO SPONSORED ADR 45103T107 643 10,395 X 10,395
IDEARC INC COM 451663108 622 35,443 X 35,443
IKON OFFICE SOLUTIONS INC COM 451713101 709 54,479 X 54,479
ILLINOIS TOOL WKS INC COM 452308109 3,139 58,625 X 58,625
INFORMATICA CORP COM 45666Q102 428 23,743 X 23,743
ING GROEP N V SPONSORED ADR 456837103 976 25,081 X 25,081
INLAND REAL ESTATE CORP COM NEW 457461200 619 43,699 X 43,699
INSIGHT ENTERPRISES INC COM 45765U103 583 31,949 X 31,949
INSITUFORM TECHNOLOGIES INC CL A 457667103 722 48,774 X 48,774
INSTEEL INDUSTRIES INC COM 45774W108 392 33,419 X 33,419
INTEL CORP COM 458140100 7,693 288,576 X 288,576
INTERFACE INC CL A 458665106 604 37,008 X 37,008
INTERDIGITAL INC COM 45867G101 539 23,084 X 23,084
INTERMUNE INC COM 45884X103 477 35,797 X 35,797
INTERNATIONAL BANCSHARES COR COM 459044103 855 40,821 X 40,821
INTERNATIONAL BUSINESS MACHS COM 459200101 10,666 98,668 X 98,668
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 476 9,900 X 9,900
INTL PAPER CO COM 460146103 700 21,610 X 21,610
INTUITIVE SURGICAL INC COM NEW 46120E602 254 785 X 785
INVACARE CORP COM 461203101 699 27,747 X 27,747
INVESTORS REAL ESTATE TR SH BEN INT 461730103 157 17,485 X 17,485
IRWIN FINL CORP COM 464119106 170 23,147 X 23,147
ISHARES TR RUSSELL MIDCAP 464287499 77,836 751,749 X 751,749
ISHARES TR RUSSELL 2000 464287655 41,761 550,060 X 550,060
ISHARES TR RUSSELL 3000 464287689 23,632 280,000 X 280,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 433 32,559 X 32,559
JP MORGAN CHASE & CO COM 46625H100 9,743 223,218 X 223,218
JACKSON HEWITT TAX SVCS INC COM 468202106 421 13,273 X 13,273
JAKKS PAC INC COM 47012E106 673 28,505 X 28,505
JETBLUE AWYS CORP COM 477143101 199 33,758 X 33,758
JO-ANN STORES INC COM 47758P307 457 34,964 X 34,964
JOHNSON & JOHNSON COM 478160104 10,563 158,359 X 158,359
JOHNSON CTLS INC COM 478366107 1,058 29,362 X 29,362
JOS A BANK CLOTHIERS INC COM 480838101 1,210 42,522 X 42,522
KLA-TENCOR CORP COM 482480100 728 15,121 X 15,121
K-SWISS INC CL A 482686102 322 17,784 X 17,784
K V PHARMACEUTICAL CO CL A 482740206 816 28,595 X 28,595
KANSAS CITY SOUTHERN COM NEW 485170302 402 11,717 X 11,717
KB HOME COM 48666K109 313 14,491 X 14,491
KELLOGG CO COM 487836108 614 11,718 X 11,718
KELLWOOD CO COM 488044108 718 43,165 X 43,165
KELLY SVCS INC CL A 488152208 203 10,894 X 10,894
KEYCORP NEW COM 493267108 1,024 43,667 X 43,667
KFORCE INC COM 493732101 781 80,059 X 80,059
KIMBERLY CLARK CORP COM 494368103 1,532 22,091 X 22,091
KINETIC CONCEPTS INC COM NEW 49460W208 710 13,263 X 13,263
KING PHARMACEUTICALS INC COM 495582108 845 82,489 X 82,489
KIRBY CORP COM 497266106 573 12,330 X 12,330
KNOLL INC COM NEW 498904200 365 22,219 X 22,219
KNIGHT CAPITAL GROUP INC CL A 499005106 643 44,625 X 44,625
KNOLOGY INC COM 499183804 360 28,131 X 28,131
KOHLS CORP COM 500255104 730 15,931 X 15,931
KOPPERS HOLDINGS INC COM 50060P106 681 15,742 X 15,742
KORN FERRY INTL COM NEW 500643200 741 39,397 X 39,397
KRAFT FOODS INC CL A 50075N104 2,597 79,586 X 79,586
KROGER CO COM 501044101 941 35,233 X 35,233
KULICKE & SOFFA INDS INC COM 501242101 857 124,937 X 124,937
LCA-VISION INC COM PAR $.001 501803308 588 29,454 X 29,454
LHC GROUP INC COM 50187A107 670 26,827 X 26,827
LSI INDS INC COM 50216C108 533 29,301 X 29,301
LSB INDS INC COM 502160104 229 8,112 X 8,112
LABORATORY CORP AMER HLDGS COM NEW 50540R409 824 10,908 X 10,908
LACLEDE GROUP INC COM 505597104 652 19,040 X 19,040
LADISH INC COM NEW 505754200 543 12,583 X 12,583
LAM RESEARCH CORP COM 512807108 749 17,335 X 17,335
LANDAMERICA FINL GROUP INC COM 514936103 422 12,620 X 12,620
LANDSTAR SYS INC COM 515098101 418 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 533 5,175 X 5,175
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 270 8,460 X 8,460
LAYNE CHRISTENSEN CO COM 521050104 206 4,183 X 4,183
LEE ENTERPRISES INC COM 523768109 180 12,311 X 12,311
LEGGETT & PLATT INC COM 524660107 389 22,329 X 22,329
LEHMAN BROS HLDGS INC COM 524908100 3,786 57,849 X 57,849
LENNAR CORP CL A 526057104 1,002 56,015 X 56,015
LEXINGTON REALTY TRUST COM 529043101 297 20,409 X 20,409
LEXMARK INTL NEW CL A 529771107 476 13,652 X 13,652
LIBERTY PPTY TR SH BEN INT 531172104 431 14,972 X 14,972
LILLY ELI & CO COM 532457108 3,661 68,570 X 68,570
LINCARE HLDGS INC COM 532791100 249 7,092 X 7,092
LINCOLN NATL CORP IND COM 534187109 1,762 30,269 X 30,269
LINEAR TECHNOLOGY CORP COM 535678106 1,052 33,045 X 33,045
LIONS GATE ENTMNT CORP COM NEW 535919203 446 47,324 X 47,324
LIQUIDITY SERVICES INC COM 53635B107 509 39,438 X 39,438
LITTELFUSE INC COM 537008104 1,140 34,590 X 34,590
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,051 27,922 X 27,922
LO-JACK CORP COM 539451104 411 24,432 X 24,432
LOCKHEED MARTIN CORP COM 539830109 3,524 33,477 X 33,477
LODGENET ENTMT CORP COM 540211109 417 23,931 X 23,931
LOEWS CORP COM 540424108 1,088 21,607 X 21,607
LOEWS CORP CAROLNA GP STK 540424207 516 6,048 X 6,048
LOWES COS INC COM 548661107 1,690 74,703 X 74,703
LUBRIZOL CORP COM 549271104 804 14,852 X 14,852
LULULEMON ATHLETICA INC COM 550021109 456 9,631 X 9,631
M & T BK CORP COM 55261F104 1,014 12,432 X 12,432
MGIC INVT CORP WIS COM 552848103 460 20,495 X 20,495
MGM MIRAGE COM 552953101 493 5,866 X 5,866
MPS GROUP INC COM 553409103 765 69,956 X 69,956
MSC INDL DIRECT INC CL A 553530106 740 18,276 X 18,276
MTS SYS CORP COM 553777103 481 11,270 X 11,270
MACATAWA BK CORP COM 554225102 167 19,421 X 19,421
MACROVISION CORP COM 555904101 699 38,124 X 38,124
MACYS INC COM 55616P104 579 22,367 X 22,367
MAGELLAN HEALTH SVCS INC COM NEW 559079207 728 15,619 X 15,619
MAGMA DESIGN AUTOMATION COM 559181102 1,234 101,089 X 101,089
MAGNA INTL INC CL A 559222401 1,869 23,240 X 23,240
MANTECH INTL CORP CL A 564563104 857 19,547 X 19,547
MANULIFE FINL CORP COM 56501R106 1,709 41,928 X 41,928
MARATHON OIL CORP COM 565849106 4,072 66,901 X 66,901
MARSH & MCLENNAN COS INC COM 571748102 729 27,555 X 27,555
MARRIOTT INTL INC NEW CL A 571903202 558 16,330 X 16,330
MARTEK BIOSCIENCES CORP COM 572901106 917 30,998 X 30,998
MARVEL ENTERTAINMENT INC COM 57383T103 494 18,500 X 18,500
MASCO CORP COM 574599106 1,002 46,363 X 46,363
MATTEL INC COM 577081102 911 47,854 X 47,854
MATTSON TECHNOLOGY INC COM 577223100 624 72,935 X 72,935
MAXIMUS INC COM 577933104 792 20,516 X 20,516
MCDONALDS CORP COM 580135101 4,240 71,967 X 71,967
MCGRAW HILL COS INC COM 580645109 1,711 39,054 X 39,054
MCKESSON CORP COM 58155Q103 966 14,746 X 14,746
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,409 13,899 X 13,899
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 208 8,019 X 8,019
MEDTRONIC INC COM 585055106 2,866 57,005 X 57,005
MENS WEARHOUSE INC COM 587118100 597 22,109 X 22,109
MERCK & CO INC COM 589331107 9,457 162,748 X 162,748
MEREDITH CORP COM 589433101 406 7,388 X 7,388
MERRILL LYNCH & CO INC COM 590188108 4,119 76,734 X 76,734
METAL MGMT INC COM NEW 591097209 613 13,453 X 13,453
METHANEX CORP COM 59151K108 419 15,175 X 15,175
METLIFE INC COM 59156R108 3,311 53,738 X 53,738
MICREL INC COM 594793101 1,054 124,737 X 124,737
MICROSOFT CORP COM 594918104 18,420 517,423 X 517,423
MICROSTRATEGY INC CL A NEW 594972408 1,301 13,676 X 13,676
MICROCHIP TECHNOLOGY INC COM 595017104 954 30,362 X 30,362
MID-AMER APT CMNTYS INC COM 59522J103 263 6,155 X 6,155
MILLENNIUM PHARMACEUTICALS I COM 599902103 1,006 67,135 X 67,135
MILLER HERMAN INC COM 600544100 2,142 66,133 X 66,133
MINE SAFETY APPLIANCES CO COM 602720104 628 12,102 X 12,102
MOLINA HEALTHCARE INC COM 60855R100 751 19,406 X 19,406
MONACO COACH CORP COM 60886R103 774 87,139 X 87,139
MONARCH CASINO & RESORT INC COM 609027107 460 19,100 X 19,100
MONEYGRAM INTL INC COM 60935Y109 166 10,819 X 10,819
MONSANTO CO NEW COM 61166W101 3,009 26,940 X 26,940
MOODYS CORP COM 615369105 402 11,248 X 11,248
MORGAN STANLEY COM NEW 617446448 4,673 87,990 X 87,990
MOTOROLA INC COM 620076109 3,624 225,959 X 225,959
MOVADO GROUP INC COM 624580106 215 8,483 X 8,483
MUELLER WTR PRODS INC COM SER A 624758108 548 57,596 X 57,596
MURPHY OIL CORP COM 626717102 864 10,188 X 10,188
MYERS INDS INC COM 628464109 206 14,233 X 14,233
MYRIAD GENETICS INC COM 62855J104 211 4,540 X 4,540
NYSE EURONEXT COM 629491101 1,149 13,092 X 13,092
NATIONAL CITY CORP COM 635405103 1,405 85,367 X 85,367
NATIONAL INSTRS CORP COM 636518102 945 28,345 X 28,345
NATIONAL OILWELL VARCO INC COM 637071101 841 11,454 X 11,454
NATIONAL PENN BANCSHARES INC COM 637138108 292 19,316 X 19,316
NATIONAL RETAIL PROPERTIES I COM 637417106 656 28,052 X 28,052
NATIONWIDE HEALTH PPTYS INC COM 638620104 601 19,163 X 19,163
NETEASE COM INC SPONSORED ADR 64110W102 805 42,483 X 42,483
NETGEAR INC COM 64111Q104 672 18,853 X 18,853
NETWORK APPLIANCE INC COM 64120L104 773 30,965 X 30,965
NEWELL RUBBERMAID INC COM 651229106 999 38,618 X 38,618
NEWMARKET CORP COM 651587107 772 13,861 X 13,861
NEWMONT MINING CORP COM 651639106 1,030 21,099 X 21,099
NEWS CORP CL A 65248E104 2,308 112,660 X 112,660
NIKE INC CL B 654106103 1,136 17,681 X 17,681
NOKIA CORP SPONSORED ADR 654902204 808 21,054 X 21,054
NORFOLK SOUTHERN CORP COM 655844108 984 19,509 X 19,509
NORTH PITTSBURGH SYS INC COM 661562108 571 25,176 X 25,176
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 233 17,652 X 17,652
NORTHGATE MINERALS CORP COM 666416102 518 170,798 X 170,798
NORTHROP GRUMMAN CORP COM 666807102 1,346 17,120 X 17,120
NOVATEL WIRELESS INC COM NEW 66987M604 789 48,681 X 48,681
NOVARTIS A G SPONSORED ADR 66987V109 950 17,499 X 17,499
NOVELLUS SYS INC COM 670008101 274 9,946 X 9,946
NOVEN PHARMACEUTICALS INC COM 670009109 837 60,290 X 60,290
NUANCE COMMUNICATIONS INC COM 67020Y100 224 11,986 X 11,986
NUCOR CORP COM 670346105 1,964 33,164 X 33,164
NVIDIA CORP COM 67066G104 780 22,916 X 22,916
NUVASIVE INC COM 670704105 431 10,917 X 10,917
OM GROUP INC COM 670872100 220 3,821 X 3,821
OBAGI MEDICAL PRODUCTS INC COM 67423R108 458 24,992 X 24,992
OCCIDENTAL PETE CORP DEL COM 674599105 4,054 52,662 X 52,662
OLD REP INTL CORP COM 680223104 1,047 67,945 X 67,945
OLIN CORP COM PAR $1 680665205 1,520 78,630 X 78,630
OLYMPIC STEEL INC COM 68162K106 646 20,386 X 20,386
OMNICOM GROUP INC COM 681919106 780 16,414 X 16,414
OMNITURE INC COM 68212S109 640 19,232 X 19,232
ONYX PHARMACEUTICALS INC COM 683399109 206 3,695 X 3,695
OPEN TEXT CORP COM 683715106 735 23,380 X 23,380
ORACLE CORP COM 68389X105 5,228 231,511 X 231,511
OVERSTOCK COM INC DEL COM 690370101 270 17,389 X 17,389
OWENS & MINOR INC NEW COM 690732102 625 14,730 X 14,730
PFF BANCORP INC COM 69331W104 418 34,704 X 34,704
PMI GROUP INC COM 69344M101 305 22,938 X 22,938
PNC FINL SVCS GROUP INC COM 693475105 2,080 31,685 X 31,685
PPG INDS INC COM 693506107 1,038 14,776 X 14,776
PACCAR INC COM 693718108 1,007 18,483 X 18,483
PACER INTL INC TENN COM 69373H106 478 32,714 X 32,714
PACIFIC CAP BANCORP NEW COM 69404P101 382 18,964 X 18,964
PACKAGING CORP AMER COM 695156109 537 19,053 X 19,053
PALL CORP COM 696429307 865 21,455 X 21,455
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 698 45,576 X 45,576
PANERA BREAD CO CL A 69840W108 733 20,454 X 20,454
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 191 10,688 X 10,688
PARK NATL CORP COM 700658107 269 4,166 X 4,166
PARKER HANNIFIN CORP COM 701094104 753 10,000 X 10,000
PARKERVISION INC COM 701354102 265 16,758 X 16,758
PARTNER COMMUNICATIONS CO LT ADR 70211M109 490 22,175 X 22,175
PATTERSON UTI ENERGY INC COM 703481101 197 10,093 X 10,093
PEETS COFFEE & TEA INC COM 705560100 371 12,775 X 12,775
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 289 9,742 X 9,742
PEOPLESUPPORT INC COM 712714302 597 43,613 X 43,613
PEPSI BOTTLING GROUP INC COM 713409100 781 19,798 X 19,798
PEPSICO INC COM 713448108 8,465 111,532 X 111,532
PERFORMANCE FOOD GROUP CO COM 713755106 776 28,885 X 28,885
PERRIGO CO COM 714290103 1,554 44,379 X 44,379
PETMED EXPRESS INC COM 716382106 197 16,290 X 16,290
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 783 6,797 X 6,797
PFIZER INC COM 717081103 8,912 392,059 X 392,059
PHILADELPHIA CONS HLDG CORP COM 717528103 721 18,326 X 18,326
PHOTRONICS INC COM 719405102 230 18,451 X 18,451
PILGRIMS PRIDE CORP COM 721467108 653 22,554 X 22,554
PINNACLE WEST CAP CORP COM 723484101 221 5,215 X 5,215
PIPER JAFFRAY COS COM 724078100 589 12,726 X 12,726
PLAINS EXPL& PRODTN CO COM 726505100 553 10,248 X 10,248
PLANTRONICS INC NEW COM 727493108 792 30,475 X 30,475
POLARIS INDS INC COM 731068102 459 9,614 X 9,614
POLYONE CORP COM 73179P106 181 27,512 X 27,512
POPULAR INC COM 733174106 1,096 103,439 X 103,439
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,410 35,537 X 35,537
PORTLAND GEN ELEC CO COM NEW 736508847 207 7,454 X 7,454
POZEN INC COM 73941U102 627 52,216 X 52,216
PRAXAIR INC COM 74005P104 1,403 15,811 X 15,811
PRE PAID LEGAL SVCS INC COM 740065107 217 3,927 X 3,927
PREFERRED BK LOS ANGELES CA COM 740367107 222 8,548 X 8,548
PREMIER EXIBITIONS INC COM 74051E102 917 83,792 X 83,792
PREMIERE GLOBAL SVCS INC COM 740585104 785 52,893 X 52,893
PRESIDENTIAL LIFE CORP COM 740884101 286 16,338 X 16,338
PROCTER & GAMBLE CO COM 742718109 11,483 156,400 X 156,400
PRIVATEBANCORP INC COM 742962103 299 9,169 X 9,169
PROGRESSIVE CORP OHIO COM 743315103 1,750 91,313 X 91,313
PROSPERITY BANCSHARES INC COM 743606105 312 10,630 X 10,630
PROVIDENCE SVC CORP COM 743815102 634 22,518 X 22,518
PROVIDENT BANKSHARES CORP COM 743859100 322 15,071 X 15,071
PRUDENTIAL FINL INC COM 744320102 4,056 43,597 X 43,597
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,236 12,582 X 12,582
PULTE HOMES INC COM 745867101 143 13,586 X 13,586
QLOGIC CORP COM 747277101 213 14,993 X 14,993
QUALCOMM INC COM 747525103 5,126 130,274 X 130,274
QUEST SOFTWARE INC COM 74834T103 819 44,420 X 44,420
RAIT FINANCIAL TRUST COM 749227104 671 77,868 X 77,868
RC2 CORP COM 749388104 801 28,527 X 28,527
RADIOSHACK CORP COM 750438103 1,030 61,062 X 61,062
RALCORP HLDGS INC NEW COM 751028101 250 4,106 X 4,106
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 339 15,885 X 15,885
RAYTHEON CO COM NEW 755111507 1,337 22,019 X 22,019
RED HAT INC COM 756577102 207 9,924 X 9,924
REGAL BELOIT CORP COM 758750103 558 12,407 X 12,407
REGAL ENTMT GROUP CL A 758766109 895 49,543 X 49,543
REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 645 19,323 X 19,323
REGIONS FINANCIAL CORP NEW COM 7591EP100 3,323 140,509 X 140,509
REINSURANCE GROUP AMER INC COM 759351109 283 5,394 X 5,394
RENT A CTR INC NEW COM 76009N100 564 38,852 X 38,852
REPSOL YPF S A SPONSORED ADR 76026T205 753 21,123 X 21,123
REPUBLIC AWYS HLDGS INC COM 760276105 1,406 71,765 X 71,765
REYNOLDS AMERICAN INC COM 761713106 561 8,502 X 8,502
ROBBINS & MYERS INC COM 770196103 1,081 14,290 X 14,290
ROCK-TENN CO CL A 772739207 560 22,030 X 22,030
ROCKY BRANDS INC COM 774515100 127 20,700 X 20,700
ROGERS CORP COM 775133101 1,226 28,275 X 28,275
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 474 6,821 X 6,821
ROWAN COS INC COM 779382100 241 6,106 X 6,106
RUSH ENTERPRISES INC CL A 781846209 620 34,105 X 34,105
RYANAIR HLDGS PLC SPONSORED ADR 783513104 818 20,746 X 20,746
RYLAND GROUP INC COM 783764103 690 25,031 X 25,031
SLM CORP COM 78442P106 411 20,411 X 20,411
SPDR TR UNIT SER 1 78462F103 1,316 9,000 X 9,000
SPSS INC COM 78462K102 1,699 47,304 X 47,304
S1 CORPORATION COM 78463B101 410 56,173 X 56,173
SRS LABS INC COM 78464M106 212 39,600 X 39,600
SRA INTL INC CL A 78464R105 806 27,364 X 27,364
SVB FINL GROUP COM 78486Q101 297 5,897 X 5,897
SAFECO CORP COM 786429100 1,018 18,275 X 18,275
SALIX PHARMACEUTICALS INC COM 795435106 680 86,302 X 86,302
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 223 6,687 X 6,687
SANDISK CORP COM 80004C101 737 22,233 X 22,233
SANDY SPRING BANCORP INC COM 800363103 289 10,383 X 10,383
SANGAMO BIOSCIENCES INC COM 800677106 394 30,268 X 30,268
SANOFI AVENTIS SPONSORED ADR 80105N105 1,735 38,101 X 38,101
SCANSOURCE INC COM 806037107 1,224 37,843 X 37,843
SCHERING PLOUGH CORP COM 806605101 4,600 172,661 X 172,661
SCHLUMBERGER LTD COM 806857108 5,779 58,744 X 58,744
SCHNITZER STL INDS CL A 806882106 690 9,974 X 9,974
SCHOOL SPECIALTY INC COM 807863105 651 18,853 X 18,853
SCHWAB CHARLES CORP NEW COM 808513105 1,284 50,261 X 50,261
SCIELE PHARMA INC COM 808627103 784 38,318 X 38,318
SEARS HLDGS CORP COM 812350106 409 4,004 X 4,004
SECURE COMPUTING CORP COM 813705100 1,372 142,932 X 142,932
SECURITY BANK CORP COM 814047106 117 12,756 X 12,756
SELECTIVE INS GROUP INC COM 816300107 553 24,034 X 24,034
SEMTECH CORP COM 816850101 189 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 296 13,047 X 13,047
SENSIENT TECHNOLOGIES CORP COM 81725T100 218 7,712 X 7,712
SHERWIN WILLIAMS CO COM 824348106 922 15,888 X 15,888
SIERRA HEALTH SVCS INC COM 826322109 478 11,400 X 11,400
SIERRA WIRELESS INC COM 826516106 760 51,169 X 51,169
SILICON LABORATORIES INC COM 826919102 214 5,705 X 5,705
SIMON PPTY GROUP INC NEW COM 828806109 950 10,937 X 10,937
SKECHERS U S A INC CL A 830566105 588 30,133 X 30,133
SKYWEST INC COM 830879102 615 22,912 X 22,912
SKYWORKS SOLUTIONS INC COM 83088M102 609 71,672 X 71,672
SOFTBRANDS INC COM 83402A107 19 10,670 X 10,670
SOHU COM INC COM 83408W103 619 11,358 X 11,358
SONIC SOLUTIONS COM 835460106 182 17,557 X 17,557
SONICWALL INC COM 835470105 216 20,141 X 20,141
SONOCO PRODS CO COM 835495102 817 24,994 X 24,994
SONOSITE INC COM 83568G104 258 7,659 X 7,659
SOTHEBYS COM 835898107 836 21,945 X 21,945
SOUTHERN CO COM 842587107 1,440 37,166 X 37,166
SOUTHERN COPPER CORP COM 84265V105 2,151 20,457 X 20,457
SOUTHERN UN CO NEW COM 844030106 210 7,149 X 7,149
SPARTECH CORP COM NEW 847220209 187 13,296 X 13,296
SPRINT NEXTEL CORP COM SER 1 852061100 1,832 139,541 X 139,541
STANDARD PAC CORP NEW COM 85375C101 593 177,006 X 177,006
STANLEY INC COM 854532108 645 20,129 X 20,129
STANLEY WKS COM 854616109 1,697 35,007 X 35,007
STAPLES INC COM 855030102 819 35,483 X 35,483
STARBUCKS CORP COM 855244109 752 36,752 X 36,752
STATE STR CORP COM 857477103 1,885 23,211 X 23,211
STATS CHIPPAC LTD SPONSORED ADR 85771T104 237 22,449 X 22,449
STEEL DYNAMICS INC COM 858119100 838 14,072 X 14,072
STEELCASE INC CL A 858155203 232 14,596 X 14,596
STONE ENERGY CORP COM 861642106 613 13,070 X 13,070
STORA ENSO CORP SPON ADR REP R 86210M106 1,048 71,325 X 71,325
STRATEGIC HOTELS & RESORTS I COM 86272T106 252 15,074 X 15,074
STRYKER CORP COM 863667101 1,125 15,059 X 15,059
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 491 12,128 X 12,128
SUN MICROSYSTEMS INC COM NEW 866810203 803 44,281 X 44,281
SUN HEALTHCARE GROUP INC COM NEW 866933401 680 39,580 X 39,580
SUNCOR ENERGY INC COM 867229106 825 7,591 X 7,591
SUNTRUST BKS INC COM 867914103 3,752 60,038 X 60,038
SYMANTEC CORP COM 871503108 1,478 91,572 X 91,572
SYNOPSYS INC COM 871607107 252 9,719 X 9,719
SYNOVUS FINL CORP COM 87161C105 1,048 43,525 X 43,525
SYNTEL INC COM 87162H103 711 18,454 X 18,454
SYSCO CORP COM 871829107 957 30,656 X 30,656
TECO ENERGY INC COM 872375100 248 14,419 X 14,419
TJX COS INC NEW COM 872540109 762 26,522 X 26,522
TALEO CORP CL A 87424N104 612 20,551 X 20,551
TAM SA SP ADR REP PFD 87484D103 467 19,380 X 19,380
TARGET CORP COM 87612E106 2,114 42,286 X 42,286
TEAM INC COM 878155100 686 18,763 X 18,763
TELECOM ARGENTINA S A SPON ADR REP B 879273209 498 22,377 X 22,377
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 995 59,893 X 59,893
TELEFLEX INC COM 879369106 456 7,230 X 7,230
TELEFONICA S A SPONSORED ADR 879382208 1,750 17,934 X 17,934
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1,055 28,629 X 28,629
TELEPHONE & DATA SYS INC COM 879433100 404 6,450 X 6,450
TELUS CORP NON-VTG SHS 87971M202 1,108 22,953 X 22,953
TERRA NITROGEN CO L P COM UNIT 881005201 840 5,617 X 5,617
TESORO CORP COM 881609101 475 9,958 X 9,958
TEXAS INSTRS INC COM 882508104 2,376 71,129 X 71,129
THE9 LTD ADR 88337K104 482 22,606 X 22,606
THERMO FISHER SCIENTIFIC INC COM 883556102 1,207 20,931 X 20,931
THOR INDS INC COM 885160101 385 10,116 X 10,116
3M CO COM 88579Y101 3,006 35,650 X 35,650
TIBCO SOFTWARE INC COM 88632Q103 210 26,059 X 26,059
TIDEWATER INC COM 886423102 459 8,372 X 8,372
TIME WARNER INC COM 887317105 3,085 186,867 X 186,867
TIME WARNER CABLE INC CL A 88732J108 213 7,704 X 7,704
TIVO INC COM 888706108 204 24,509 X 24,509
TORO CO COM 891092108 485 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 832 10,073 X 10,073
TRAVELERS COMPANIES INC COM 89417E109 4,587 85,252 X 85,252
TRAVELZOO INC COM 89421Q106 548 40,059 X 40,059
TRIDENT MICROSYSTEMS INC COM 895919108 1,162 177,185 X 177,185
TRIAD GTY INC COM 895925105 276 28,179 X 28,179
TRICO MARINE SERVICES INC COM NEW 896106200 480 12,962 X 12,962
TRIQUINT SEMICONDUCTOR INC COM 89674K103 839 126,486 X 126,486
TRUSTMARK CORP COM 898402102 394 15,521 X 15,521
UCBH HOLDINGS INC COM 90262T308 264 18,669 X 18,669
UGI CORP NEW COM 902681105 873 32,028 X 32,028
U S GLOBAL INVS INC CL A 902952100 255 15,288 X 15,288
US BANCORP DEL COM NEW 902973304 5,697 179,499 X 179,499
USANA HEALTH SCIENCES INC COM 90328M107 1,201 32,390 X 32,390
USA MOBILITY INC COM 90341G103 316 22,131 X 22,131
U S AIRWAYS GROUP INC COM 90341W108 400 27,207 X 27,207
ULTIMATE SOFTWARE GROUP INC COM 90385D107 432 13,735 X 13,735
UMPQUA HLDGS CORP COM 904214103 306 19,921 X 19,921
UNIFIRST CORP MASS COM 904708104 759 19,974 X 19,974
UNION PAC CORP COM 907818108 3,539 28,171 X 28,171
UNIONBANCAL CORP COM 908906100 1,017 20,798 X 20,798
UNITED NAT FOODS INC COM 911163103 710 22,387 X 22,387
UNITED ONLINE INC COM 911268100 664 56,205 X 56,205
UNITED PARCEL SERVICE INC CL B 911312106 2,355 33,294 X 33,294
UNITED STATIONERS INC COM 913004107 898 19,431 X 19,431
UNITED TECHNOLOGIES CORP COM 913017109 5,734 74,912 X 74,912
UNITED THERAPEUTICS CORP DEL COM 91307C102 697 7,137 X 7,137
UNITEDHEALTH GROUP INC COM 91324P102 6,060 104,126 X 104,126
UNIVERSAL AMERN FINL CORP COM 913377107 832 32,507 X 32,507
UNIVERSAL CORP VA COM 913456109 407 7,937 X 7,937
UNIVERSAL TECHNICAL INST INC COM 913915104 449 26,423 X 26,423
UNIVEST CORP PA COM 915271100 260 12,320 X 12,320
UNUM GROUP COM 91529Y106 995 41,809 X 41,809
VALASSIS COMMUNICATIONS INC COM 918866104 717 61,355 X 61,355
VALEANT PHARMACEUTICALS INTL COM 91911X104 643 53,729 X 53,729
VALERO ENERGY CORP NEW COM 91913Y100 1,907 27,237 X 27,237
VALUEVISION MEDIA INC CL A 92047K107 191 30,373 X 30,373
VECTREN CORP COM 92240G101 246 8,480 X 8,480
VERIZON COMMUNICATIONS COM 92343V104 8,553 195,761 X 195,761
VIAD CORP COM NEW 92552R406 756 23,950 X 23,950
VIACOM INC NEW CL B 92553P201 1,327 30,224 X 30,224
VIGNETTE CORP COM NEW 926734401 199 13,630 X 13,630
VIROPHARMA INC COM 928241108 1,867 235,095 X 235,095
VITAL IMAGES INC COM 92846N104 213 11,807 X 11,807
VITAL SIGNS INC COM 928469105 462 9,033 X 9,033
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 223 7,481 X 7,481
W & T OFFSHORE INC COM 92922P106 675 22,518 X 22,518
WD-40 CO COM 929236107 465 12,234 X 12,234
W HLDG CO INC COM 929251106 289 238,799 X 238,799
WMS INDS INC COM 929297109 875 23,872 X 23,872
WPP GROUP PLC SPON ADR 0905 929309409 798 12,419 X 12,419
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 382 13,072 X 13,072
WACHOVIA CORP NEW COM 929903102 5,683 149,424 X 149,424
WAL MART STORES INC COM 931142103 5,712 120,180 X 120,180
WALGREEN CO COM 931422109 1,884 49,484 X 49,484
WASHINGTON MUT INC COM 939322103 593 43,556 X 43,556
WASTE MGMT INC DEL COM 94106L109 839 25,672 X 25,672
WATERS CORP COM 941848103 844 10,679 X 10,679
WATSON WYATT WORLDWIDE INC CL A 942712100 785 16,915 X 16,915
WATTS WATER TECHNOLOGIES INC CL A 942749102 744 24,972 X 24,972
WEBSTER FINL CORP CONN COM 947890109 473 14,804 X 14,804
WELLCARE HEALTH PLANS INC COM 94946T106 506 11,938 X 11,938
WELLPOINT INC COM 94973V107 4,414 50,318 X 50,318
WELLS FARGO & CO NEW COM 949746101 8,111 268,681 X 268,681
WERNER ENTERPRISES INC COM 950755108 213 12,482 X 12,482
WESCO INTL INC COM 95082P105 1,394 35,170 X 35,170
WESTAMERICA BANCORPORATION COM 957090103 308 6,920 X 6,920
WESTERN UN CO COM 959802109 931 38,333 X 38,333
WEYERHAEUSER CO COM 962166104 790 10,712 X 10,712
WHIRLPOOL CORP COM 963320106 1,018 12,471 X 12,471
WHITNEY HLDG CORP COM 966612103 654 25,007 X 25,007
WILSHIRE BANCORP INC COM 97186T108 225 28,711 X 28,711
WOLVERINE WORLD WIDE INC COM 978097103 485 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 712 26,396 X 26,396
WORTHINGTON INDS INC COM 981811102 493 27,551 X 27,551
WRIGHT EXPRESS CORP COM 98233Q105 606 17,072 X 17,072
WYETH COM 983024100 3,853 87,191 X 87,191
XTO ENERGY INC COM 98385X106 1,173 22,843 X 22,843
XILINX INC COM 983919101 981 44,847 X 44,847
YAHOO INC COM 984332106 1,396 60,005 X 60,005
ZALE CORP NEW COM 988858106 703 43,757 X 43,757
ZIMMER HLDGS INC COM 98956P102 777 11,748 X 11,748
ZIONS BANCORPORATION COM 989701107 880 18,838 X 18,838
ZORAN CORP COM 98975F101 1,572 69,855 X 69,855
ZUMIEZ INC COM 989817101 528 21,676 X 21,676