UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 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 November 5, 2007
--------------------- ---------------- ----------------
[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: 924
Form 13F Information Table Value Total: $1,297,356
(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
ACE LTD ORD G0070K103 2,333 38,517 X 38,517
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,031 36,924 X 36,924
ACCENTURE LTD BERMUDA CL A G1150G111 1,126 27,983 X 27,983
COOPER INDS LTD CL A G24182100 748 14,645 X 14,645
COVIDIEN LTD COM G2552X108 970 23,364 X 23,364
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 277 6,658 X 6,658
CRYPTOLOGIC LIMITED SHS G3159C109 408 20,400 X 20,400
FRESH DEL MONTE PRODUCE INC ORD G36738105 669 23,286 X 23,286
FRONTLINE LTD SHS G3682E127 473 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 506 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 442 16,436 X 16,436
PARTNERRE LTD COM G6852T105 1,421 17,987 X 17,987
PLATINUM UNDERWRITER HLDGS L COM G7127P100 265 7,383 X 7,383
RENAISSANCERE HOLDINGS LTD COM G7496G103 303 4,638 X 4,638
UTI WORLDWIDE INC ORD G87210103 248 10,798 X 10,798
TRANSOCEAN INC ORD G90078109 1,536 13,584 X 13,584
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 647 9,195 X 9,195
TYCO INTL LTD BERMUDA SHS G9143X208 2,347 52,924 X 52,924
TYCO ELECTRONICS LTD COM NEW G9144P105 828 23,364 X 23,364
GOLAR LNG LTD BERMUDA SHS G9456A100 676 30,304 X 30,304
XL CAP LTD CL A G98255105 1,301 16,428 X 16,428
CELLCOM ISRAEL LTD SHS M2196U109 520 21,363 X 21,363
ASE TEST LTD ORD Y02516105 561 39,063 X 39,063
DIANA SHIPPING INC COM Y2066G104 739 25,944 X 25,944
DOUBLE HULL TANKERS INC COM Y21110104 515 34,559 X 34,559
A C MOORE ARTS & CRAFTS INC COM 00086T103 193 12,223 X 12,223
A D C TELECOMMUNICATIONS COM NEW 000886309 463 23,634 X 23,634
ABM INDS INC COM 000957100 549 27,463 X 27,463
AFC ENTERPRISES INC COM 00104Q107 549 36,452 X 36,452
AFLAC INC COM 001055102 4,805 84,238 X 84,238
AGCO CORP COM 001084102 259 5,108 X 5,108
AGL RES INC COM 001204106 216 5,445 X 5,445
AMAG PHARMACEUTICALS INC COM 00163U106 271 4,744 X 4,744
AMN HEALTHCARE SERVICES INC COM 001744101 755 40,286 X 40,286
AT&T INC COM 00206R102 12,287 290,397 X 290,397
ATMI INC COM 00207R101 1,226 41,212 X 41,212
ATP OIL & GAS CORP COM 00208J108 219 4,660 X 4,660
AZZ INC COM 002474104 584 16,702 X 16,702
ABBOTT LABS COM 002824100 5,272 98,326 X 98,326
ACADIA RLTY TR COM SH BEN INT 004239109 657 24,208 X 24,208
ACCURIDE CORP COM 004398103 422 34,822 X 34,822
ACERGY S A SPONSORED ADR 00443E104 475 15,979 X 15,979
ACI WORLDWIDE INC COM 004498101 647 28,956 X 28,956
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 600 108,685 X 108,685
ACUITY BRANDS INC COM 00508Y102 208 4,126 X 4,126
ADMINISTAFF INC COM 007094105 799 22,022 X 22,022
ADOBE SYS INC COM 00724F101 1,210 27,722 X 27,722
ADTRAN INC COM 00738A106 531 23,037 X 23,037
ADVANCE AMER CASH ADVANCE CT COM 00739W107 440 41,228 X 41,228
AEROPOSTALE COM 007865108 1,371 71,937 X 71,937
AEGON N V ORD AMER REG 007924103 1,415 74,371 X 74,371
ADVENT SOFTWARE INC COM 007974108 233 4,966 X 4,966
AETNA INC NEW COM 00817Y108 1,311 24,154 X 24,154
AIR METHODS CORP COM PAR $.06 009128307 623 13,480 X 13,480
ALABAMA NATL BANCORP DELA COM 010317105 379 4,863 X 4,863
ALASKA COMMUNICATIONS SYS GR COM 01167P101 526 36,420 X 36,420
ALBERTO CULVER CO NEW COM 013078100 524 21,151 X 21,151
ALCAN INC COM 013716105 719 7,186 X 7,186
ALCOA INC COM 013817101 3,800 97,143 X 97,143
ALESCO FINL INC COM 014485106 579 117,629 X 117,629
ALEXION PHARMACEUTICALS INC COM 015351109 233 3,569 X 3,569
ALFA CORP COM 015385107 257 14,140 X 14,140
ALLETE INC COM NEW 018522300 467 10,439 X 10,439
ALLIANCE ONE INTL INC COM 018772103 199 30,361 X 30,361
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 230 18,029 X 18,029
ALLSTATE CORP COM 020002101 4,895 85,598 X 85,598
ALLTEL CORP COM 020039103 1,129 16,209 X 16,209
ALON USA ENERGY INC COM 020520102 710 21,005 X 21,005
ALTRIA GROUP INC COM 02209S103 8,290 119,233 X 119,233
AMAZON COM INC COM 023135106 1,337 14,349 X 14,349
AMBASSADORS GROUP INC COM 023177108 554 14,553 X 14,553
AMCOL INTL CORP COM 02341W103 642 19,393 X 19,393
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,317 50,045 X 50,045
AMERICAN EXPRESS CO COM 025816109 2,899 48,824 X 48,824
AMERICAN FINL GROUP INC OHIO COM 025932104 570 19,994 X 19,994
AMERICAN FINL RLTY TR COM 02607P305 623 77,446 X 77,446
AMERICAN INTL GROUP INC COM 026874107 7,149 105,670 X 105,670
AMERICAN PHYSICIANS CAPITAL COM 028884104 659 16,910 X 16,910
AMERICAN RAILCAR INDS INC COM 02916P103 585 26,575 X 26,575
AMERICAN STS WTR CO COM 029899101 847 21,730 X 21,730
AMERICAN WOODMARK CORP COM 030506109 575 23,188 X 23,188
AMERICREDIT CORP COM 03060R101 409 23,292 X 23,292
AMERIGROUP CORP COM 03073T102 2,414 70,001 X 70,001
AMGEN INC COM 031162100 3,093 54,671 X 54,671
AMIS HLDGS INC COM 031538101 634 65,337 X 65,337
AMKOR TECHNOLOGY INC COM 031652100 519 45,037 X 45,037
AMSURG CORP COM 03232P405 668 28,958 X 28,958
AMTRUST FINANCIAL SERVICES I COM 032359309 577 38,020 X 38,020
ANADARKO PETE CORP COM 032511107 1,176 21,871 X 21,871
ANALOG DEVICES INC COM 032654105 1,256 34,730 X 34,730
ANHEUSER BUSCH COS INC COM 035229103 1,791 35,822 X 35,822
ANSOFT CORP COM 036384105 588 17,819 X 17,819
ANTHRACITE CAP INC COM 037023108 1,237 135,908 X 135,908
APACHE CORP COM 037411105 1,406 15,611 X 15,611
APOGEE ENTERPRISES INC COM 037598109 610 23,525 X 23,525
APOLLO GROUP INC CL A 037604105 534 8,878 X 8,878
APPLE INC COM 037833100 6,258 40,778 X 40,778
APRIA HEALTHCARE GROUP INC COM 037933108 589 22,628 X 22,628
APPLIED MATLS INC COM 038222105 4,111 198,619 X 198,619
AQUILA INC COM 03840P102 499 124,318 X 124,318
ARBITRON INC COM 03875Q108 456 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 789 41,794 X 41,794
ARCH CHEMICALS INC COM 03937R102 704 15,026 X 15,026
ARCHER DANIELS MIDLAND CO COM 039483102 1,018 30,769 X 30,769
ARKANSAS BEST CORP DEL COM 040790107 985 30,146 X 30,146
ARRIS GROUP INC COM 04269Q100 791 64,074 X 64,074
ARTHROCARE CORP COM 043136100 272 4,863 X 4,863
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,157 115,139 X 115,139
ASPREVA PHARMACEUTICALS CORP COM 04538T109 448 21,829 X 21,829
ASSOCIATED BANC CORP COM 045487105 1,811 61,136 X 61,136
ATHEROS COMMUNICATIONS INC COM 04743P108 641 21,390 X 21,390
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 455 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 862 30,453 X 30,453
AUTOLIV INC COM 052800109 1,426 23,865 X 23,865
AUTOMATIC DATA PROCESSING IN COM 053015103 1,198 26,084 X 26,084
AUXILIUM PHARMACEUTICALS INC COM 05334D107 458 21,719 X 21,719
AVID TECHNOLOGY INC COM 05367P100 564 20,842 X 20,842
AVNET INC COM 053807103 719 18,045 X 18,045
AXCELIS TECHNOLOGIES INC COM 054540109 744 145,649 X 145,649
AXCAN PHARMA INC COM 054923107 279 13,411 X 13,411
BB&T CORP COM 054937107 2,393 59,236 X 59,236
BCE INC COM NEW 05534B760 1,421 35,492 X 35,492
BG PLC ADR FIN INST N 055434203 731 8,483 X 8,483
BJS WHOLESALE CLUB INC COM 05548J106 219 6,591 X 6,591
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 436 5,800 X 5,800
BT GROUP PLC ADR 05577E101 2,100 33,429 X 33,429
BADGER METER INC COM 056525108 476 14,852 X 14,852
BAKER MICHAEL CORP COM 057149106 646 13,189 X 13,189
BAKER HUGHES INC COM 057224107 1,365 15,101 X 15,101
BANCORPSOUTH INC COM 059692103 231 9,489 X 9,489
BANK OF AMERICA CORPORATION COM 060505104 14,707 292,569 X 292,569
BANK HAWAII CORP COM 062540109 401 7,586 X 7,586
BANK OF NEW YORK MELLON CORP COM 064058100 2,343 53,084 X 53,084
BARNES & NOBLE INC COM 067774109 246 6,978 X 6,978
BARNES GROUP INC COM 067806109 243 7,618 X 7,618
BAXTER INTL INC COM 071813109 3,713 65,982 X 65,982
BAYER A G SPONSORED ADR 072730302 730 9,196 X 9,196
BEA SYS INC COM 073325102 275 19,863 X 19,863
BEACON ROOFING SUPPLY INC COM 073685109 586 57,318 X 57,318
BEAR STEARNS COS INC COM 073902108 689 5,612 X 5,612
BECTON DICKINSON & CO COM 075887109 948 11,549 X 11,549
BELDEN INC COM 077454106 768 16,370 X 16,370
BELL MICROPRODUCTS INC COM 078137106 733 117,845 X 117,845
BELO CORP COM SER A 080555105 211 12,182 X 12,182
BENCHMARK ELECTRS INC COM 08160H101 691 28,933 X 28,933
BERKLEY W R CORP COM 084423102 682 23,031 X 23,031
BEST BUY INC COM 086516101 859 18,665 X 18,665
BHP BILLITON LTD SPONSORED ADR 088606108 794 10,108 X 10,108
BIG LOTS INC COM 089302103 215 7,213 X 7,213
BIGBAND NETWORKS INC COM 089750509 264 41,293 X 41,293
BIOMARIN PHARMACEUTICAL INC COM 09061G101 514 20,659 X 20,659
BIOGEN IDEC INC COM 09062X103 1,730 26,075 X 26,075
BIOVAIL CORP COM 09067J109 1,974 113,648 X 113,648
BLACK & DECKER CORP COM 091797100 1,190 14,291 X 14,291
BLACK HILLS CORP COM 092113109 220 5,361 X 5,361
BLACKBAUD INC COM 09227Q100 509 20,166 X 20,166
BLOCKBUSTER INC CL A 093679108 497 92,571 X 92,571
BOEING CO COM 097023105 6,278 59,796 X 59,796
BORG WARNER INC COM 099724106 723 7,896 X 7,896
BOSTON BEER INC CL A 100557107 1,264 25,973 X 25,973
BOSTON PRIVATE FINL HLDGS IN COM 101119105 416 14,927 X 14,927
BOSTON SCIENTIFIC CORP COM 101137107 876 62,790 X 62,790
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 256 10,129 X 10,129
BRASIL TELECOM SA SPONS ADR PFD 10553M101 241 8,544 X 8,544
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 538 7,204 X 7,204
BRISTOL MYERS SQUIBB CO COM 110122108 4,587 159,167 X 159,167
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 251 29,269 X 29,269
BRONCO DRILLING CO INC COM 112211107 629 42,525 X 42,525
BROOKFIELD HOMES CORP COM 112723101 382 20,603 X 20,603
BROWN & BROWN INC COM 115236101 360 13,683 X 13,683
BROWN SHOE INC NEW COM 115736100 637 32,831 X 32,831
BUCKLE INC COM 118440106 529 13,949 X 13,949
BUFFALO WILD WINGS INC COM 119848109 247 6,546 X 6,546
BUILDERS FIRSTSOURCE INC COM 12008R107 393 36,428 X 36,428
BUILDING MATLS HLDG CORP COM 120113105 682 64,423 X 64,423
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,188 39,277 X 39,277
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 249 5,557 X 5,557
CBS CORP NEW CL B 124857202 2,281 72,414 X 72,414
CB RICHARD ELLIS GROUP INC CL A 12497T101 714 25,643 X 25,643
CKE RESTAURANTS INC COM 12561E105 435 26,824 X 26,824
CME GROUP INC COM 12572Q105 1,371 2,335 X 2,335
CPI CORP COM 125902106 463 12,018 X 12,018
CSK AUTO CORP COM 125965103 619 58,102 X 58,102
CSG SYS INTL INC COM 126349109 408 19,180 X 19,180
CVS CAREMARK CORPORATION COM 126650100 2,913 73,517 X 73,517
CABOT MICROELECTRONICS CORP COM 12709P103 239 5,586 X 5,586
CACHE INC COM NEW 127150308 706 39,544 X 39,544
CACI INTL INC CL A 127190304 672 13,144 X 13,144
CAL MAINE FOODS INC COM NEW 128030202 296 11,746 X 11,746
CALAMOS ASSET MGMT INC CL A 12811R104 608 21,534 X 21,534
CALIFORNIA MICRO DEVICES COR COM 130439102 280 63,865 X 63,865
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 667 37,934 X 37,934
CALLAWAY GOLF CO COM 131193104 595 37,154 X 37,154
CAPITAL ONE FINL CORP COM 14040H105 1,301 19,592 X 19,592
CAPITAL TRUST INC MD CL A NEW 14052H506 1,374 38,714 X 38,714
CAPITOL BANCORP LTD COM 14056D105 240 9,678 X 9,678
CARDINAL HEALTH INC COM 14149Y108 3,108 49,701 X 49,701
CAREER EDUCATION CORP COM 141665109 665 23,767 X 23,767
CARNIVAL CORP PAIRED CTF 143658300 999 20,630 X 20,630
CARPENTER TECHNOLOGY CORP COM 144285103 1,299 9,988 X 9,988
CARTER INC COM 146229109 217 10,855 X 10,855
CASCADE CORP COM 147195101 488 7,487 X 7,487
CASEYS GEN STORES INC COM 147528103 829 29,939 X 29,939
CATERPILLAR INC DEL COM 149123101 3,743 47,719 X 47,719
CATO CORP NEW CL A 149205106 432 21,150 X 21,150
CBEYOND INC COM 149847105 708 17,346 X 17,346
CELGENE CORP COM 151020104 1,277 17,909 X 17,909
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 638 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 1,701 79,065 X 79,065
CENTERLINE HOLDINGS CO SH BEN INT 15188T108 462 30,124 X 30,124
CENTERPOINT ENERGY INC COM 15189T107 1,319 82,268 X 82,268
CENTRAL PAC FINL CORP COM 154760102 478 16,368 X 16,368
CENTRAL VT PUB SVC CORP COM 155771108 438 11,996 X 11,996
CENTURY ALUM CO COM 156431108 1,283 24,377 X 24,377
CENVEO INC COM 15670S105 707 32,680 X 32,680
CENTURYTEL INC COM 156700106 213 4,600 X 4,600
CEPHALON INC COM 156708109 698 9,556 X 9,556
CERADYNE INC COM 156710105 255 3,369 X 3,369
CHARLOTTE RUSSE HLDG INC COM 161048103 436 29,750 X 29,750
CHEMICAL FINL CORP COM 163731102 391 16,136 X 16,136
CHEROKEE INC DEL NEW COM 16444H102 453 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 9,473 101,230 X 101,230
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 736 17,100 X 17,100
CHILDRENS PL RETAIL STORES I COM 168905107 392 16,156 X 16,156
CHIPOTLE MEXICAN GRILL INC CL A 169656105 713 6,033 X 6,033
CHOICE HOTELS INTL INC COM 169905106 538 14,269 X 14,269
CHOICEPOINT INC COM 170388102 369 9,724 X 9,724
CHUBB CORP COM 171232101 2,345 43,725 X 43,725
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 458 24,790 X 24,790
CIENA CORP COM NEW 171779309 537 14,094 X 14,094
CINCINNATI BELL INC NEW COM 171871106 453 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,353 31,234 X 31,234
CISCO SYS INC COM 17275R102 9,483 286,229 X 286,229
CITIGROUP INC COM 172967101 13,812 295,945 X 295,945
CITIZENS COMMUNICATIONS CO COM 17453B101 454 31,686 X 31,686
CITY HLDG CO COM 177835105 374 10,277 X 10,277
CLEAR CHANNEL COMMUNICATIONS COM 184502102 876 23,401 X 23,401
CLEVELAND CLIFFS INC COM 185896107 1,359 15,451 X 15,451
COCA COLA CO COM 191216100 6,258 108,897 X 108,897
COGENT COMM GROUP INC COM NEW 19239V302 650 27,864 X 27,864
COGNEX CORP COM 192422103 617 34,740 X 34,740
COGNOS INC COM 19244C109 237 5,703 X 5,703
COHEN & STEERS INC COM 19247A100 724 19,539 X 19,539
COLGATE PALMOLIVE CO COM 194162103 1,720 24,115 X 24,115
COMCAST CORP NEW CL A 20030N101 5,509 227,834 X 227,834
COMMERCE BANCSHARES INC COM 200525103 1,305 28,446 X 28,446
COMMERCE GROUP INC MASS COM 200641108 949 32,186 X 32,186
COMMUNITY BK SYS INC COM 203607106 477 24,434 X 24,434
CGG VERITAS SPONSORED ADR 204386106 1,143 17,557 X 17,557
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 848 12,021 X 12,021
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 820 24,170 X 24,170
CONCUR TECHNOLOGIES INC COM 206708109 226 7,169 X 7,169
CONNS INC COM 208242107 585 24,482 X 24,482
CONOCOPHILLIPS COM 20825C104 6,763 77,054 X 77,054
CONSOLIDATED GRAPHICS INC COM 209341106 653 10,402 X 10,402
CONTINENTAL AIRLS INC CL B 210795308 472 14,297 X 14,297
COOPER COS INC COM NEW 216648402 718 13,696 X 13,696
COOPER TIRE & RUBR CO COM 216831107 859 35,221 X 35,221
CORNING INC COM 219350105 1,828 74,147 X 74,147
CORPORATE EXECUTIVE BRD CO COM 21988R102 480 6,469 X 6,469
CORUS BANKSHARES INC COM 220873103 504 38,728 X 38,728
COSTCO WHSL CORP NEW COM 22160K105 3,098 50,485 X 50,485
COUNTRYWIDE FINANCIAL CORP COM 222372104 532 27,977 X 27,977
COVENTRY HEALTH CARE INC COM 222862104 791 12,714 X 12,714
COX RADIO INC CL A 224051102 244 18,712 X 18,712
CROSS TIMBERS RTY TR TR UNIT 22757R109 434 10,874 X 10,874
CTRIP COM INTL LTD ADR 22943F100 665 12,838 X 12,838
CUBIC CORP COM 229669106 267 6,341 X 6,341
CUBIST PHARMACEUTICALS INC COM 229678107 1,354 64,076 X 64,076
CULLEN FROST BANKERS INC COM 229899109 236 4,706 X 4,706
CUMMINS INC COM 231021106 755 5,903 X 5,903
CYBERSOURCE CORP COM 23251J106 206 17,636 X 17,636
CYMER INC COM 232572107 226 5,877 X 5,877
CYNOSURE INC CL A 232577205 669 18,131 X 18,131
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 798 58,276 X 58,276
D R HORTON INC COM 23331A109 1,196 93,343 X 93,343
DSP GROUP INC COM 23332B106 926 58,467 X 58,467
DSW INC CL A 23334L102 935 37,165 X 37,165
DXP ENTERPRISES INC NEW COM NEW 233377407 652 18,353 X 18,353
DADE BEHRING HLDGS INC COM 23342J206 730 9,555 X 9,555
DANAHER CORP DEL COM 235851102 958 11,588 X 11,588
DARLING INTL INC COM 237266101 696 70,400 X 70,400
DECKERS OUTDOOR CORP COM 243537107 499 4,543 X 4,543
DELEK US HLDGS INC COM 246647101 764 30,479 X 30,479
DELL INC COM 24702R101 4,975 180,264 X 180,264
DELUXE CORP COM 248019101 792 21,487 X 21,487
DENNYS CORP COM 24869P104 1,043 260,790 X 260,790
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,432 72,974 X 72,974
DEVON ENERGY CORP NEW COM 25179M103 1,745 20,976 X 20,976
DEVRY INC DEL COM 251893103 259 7,010 X 7,010
DICKS SPORTING GOODS INC COM 253393102 709 10,561 X 10,561
DIGITAL RIV INC COM 25388B104 260 5,799 X 5,799
DIRECTV GROUP INC COM 25459L106 863 35,546 X 35,546
DISNEY WALT CO COM DISNEY 254687106 3,211 93,372 X 93,372
DISCOVER FINL SVCS COM 254709108 517 24,846 X 24,846
DOLBY LABORATORIES INC COM 25659T107 1,293 37,146 X 37,146
DOLLAR TREE STORES INC COM 256747106 271 6,685 X 6,685
DOMINION RES INC VA NEW COM 25746U109 3,204 38,007 X 38,007
DOMINOS PIZZA INC COM 25754A201 424 25,563 X 25,563
DONEGAL GROUP INC CL A 257701201 297 18,330 X 18,330
DOW CHEM CO COM 260543103 5,180 120,306 X 120,306
DOWNEY FINL CORP COM 261018105 384 6,650 X 6,650
DRESS BARN INC COM 261570105 1,218 71,600 X 71,600
DU PONT E I DE NEMOURS & CO COM 263534109 5,463 110,221 X 110,221
DUKE ENERGY CORP NEW COM 26441C105 2,431 130,074 X 130,074
DYNCORP INTL INC CL A 26817C101 694 30,026 X 30,026
E M C CORP MASS COM 268648102 2,058 98,933 X 98,933
EMC INS GROUP INC COM 268664109 269 10,343 X 10,343
ENI S P A SPONSORED ADR 26874R108 2,089 28,324 X 28,324
EOG RES INC COM 26875P101 834 11,529 X 11,529
EASTMAN KODAK CO COM 277461109 1,359 50,767 X 50,767
EATON CORP COM 278058102 1,314 13,269 X 13,269
EBAY INC COM 278642103 4,988 127,825 X 127,825
ECLIPSYS CORP COM 278856109 238 10,203 X 10,203
EDWARDS LIFESCIENCES CORP COM 28176E108 463 9,388 X 9,388
EHEALTH INC COM 28238P109 626 22,612 X 22,612
ELECTRO SCIENTIFIC INDS COM 285229100 1,044 43,558 X 43,558
ELIZABETH ARDEN INC COM 28660G106 812 30,104 X 30,104
ELLIS PERRY INTL INC COM 288853104 640 23,111 X 23,111
EMCOR GROUP INC COM 29084Q100 227 7,244 X 7,244
EMERSON ELEC CO COM 291011104 2,714 50,987 X 50,987
ENCANA CORP COM 292505104 799 12,926 X 12,926
ENCORE WIRE CORP COM 292562105 614 24,422 X 24,422
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 376 17,841 X 17,841
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 458 14,770 X 14,770
ENERGEN CORP COM 29265N108 1,186 20,760 X 20,760
ENTERGY CORP NEW COM 29364G103 1,007 9,299 X 9,299
EPICOR SOFTWARE CORP COM 29426L108 764 55,482 X 55,482
EQUITY LIFESTYLE PPTYS INC COM 29472R108 627 12,103 X 12,103
ERICSSON L M TEL CO ADR B SEK 10 294821608 2,084 52,355 X 52,355
ERIE INDTY CO CL A 29530P102 272 4,450 X 4,450
ESTERLINE TECHNOLOGIES CORP COM 297425100 640 11,219 X 11,219
ETHAN ALLEN INTERIORS INC COM 297602104 396 12,100 X 12,100
EURONET WORLDWIDE INC COM 298736109 266 8,945 X 8,945
EXAR CORP COM 300645108 633 48,448 X 48,448
EXELON CORP COM 30161N101 4,558 60,483 X 60,483
EXPRESSJET HOLDINGS INC CL A 30218U108 304 98,489 X 98,489
EXXON MOBIL CORP COM 30231G102 28,867 311,868 X 311,868
F M C CORP COM NEW 302491303 226 4,345 X 4,345
FPIC INS GROUP INC COM 302563101 456 10,600 X 10,600
FPL GROUP INC COM 302571104 1,166 19,159 X 19,159
FAIR ISAAC CORP COM 303250104 649 17,962 X 17,962
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 530 28,354 X 28,354
FAMILY DLR STORES INC COM 307000109 1,911 71,968 X 71,968
FARO TECHNOLOGIES INC COM 311642102 290 6,561 X 6,561
FEDERAL HOME LN MTG CORP COM 313400301 3,723 63,093 X 63,093
FEDERAL NATL MTG ASSN COM 313586109 2,790 45,873 X 45,873
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 435 4,911 X 4,911
FEDEX CORP COM 31428X106 1,520 14,510 X 14,510
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,226 70,146 X 70,146
FIFTH THIRD BANCORP COM 316773100 879 25,932 X 25,932
FINISH LINE INC CL A 317923100 524 120,790 X 120,790
FIRST AMERN CORP CALIF COM 318522307 1,310 35,778 X 35,778
FIRST BANCORP P R COM 318672102 359 37,737 X 37,737
FIRST BANCORP N C COM 318910106 341 16,737 X 16,737
FIRST CMNTY BANCSHARES INC N COM 31983A103 328 9,055 X 9,055
FIRST MARBLEHEAD CORP COM 320771108 709 18,700 X 18,700
FIRST MERCHANTS CORP COM 320817109 207 9,581 X 9,581
FIRST MIDWEST BANCORP DEL COM 320867104 461 13,487 X 13,487
FIRST NIAGARA FINL GP INC COM 33582V108 647 45,691 X 45,691
FIRSTFED FINL CORP COM 337907109 624 12,584 X 12,584
FIRSTENERGY CORP COM 337932107 910 14,373 X 14,373
FLEETWOOD ENTERPRISES INC COM 339099103 211 24,711 X 24,711
FLOWERS FOODS INC COM 343498101 743 34,091 X 34,091
FOOT LOCKER INC COM 344849104 444 28,931 X 28,931
FORDING CDN COAL TR TR UNIT 345425102 605 15,607 X 15,607
FOREST LABS INC COM 345838106 805 21,588 X 21,588
FOSTER L B CO COM 350060109 394 9,058 X 9,058
FRANCE TELECOM SPONSORED ADR 35177Q105 1,391 41,603 X 41,603
FRANKLIN RES INC COM 354613101 997 7,816 X 7,816
FREDS INC CL A 356108100 606 57,516 X 57,516
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,160 49,195 X 49,195
FREIGHTCAR AMER INC COM 357023100 403 10,541 X 10,541
FREMONT GEN CORP COM 357288109 373 95,517 X 95,517
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 846 183,592 X 183,592
FRONTIER FINL CORP WASH COM 35907K105 361 15,474 X 15,474
FUELCELL ENERGY INC COM 35952H106 438 49,304 X 49,304
FULLER H B CO COM 359694106 456 15,379 X 15,379
G & K SVCS INC CL A 361268105 754 18,750 X 18,750
GAMCO INVESTORS INC COM 361438104 653 11,910 X 11,910
GSI COMMERCE INC COM 36238G102 237 8,908 X 8,908
GANNETT INC COM 364730101 1,202 27,503 X 27,503
GARDNER DENVER INC COM 365558105 756 19,385 X 19,385
GENCORP INC COM 368682100 668 55,835 X 55,835
GENENTECH INC COM NEW 368710406 1,712 21,944 X 21,944
GENERAL DYNAMICS CORP COM 369550108 3,714 43,970 X 43,970
GENERAL ELECTRIC CO COM 369604103 20,161 486,970 X 486,970
GENERAL MLS INC COM 370334104 947 16,331 X 16,331
GENERAL MTRS CORP COM 370442105 834 22,723 X 22,723
GENESIS MICROCHIP INC DEL COM 37184C103 893 113,907 X 113,907
GENWORTH FINL INC COM CL A 37247D106 1,320 42,956 X 42,956
GENZYME CORP COM 372917104 1,558 25,144 X 25,144
GEVITY HR INC COM 374393106 441 43,013 X 43,013
GILEAD SCIENCES INC COM 375558103 2,327 56,942 X 56,942
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,335 25,101 X 25,101
GOLDMAN SACHS GROUP INC COM 38141G104 6,626 30,572 X 30,572
GOODMAN GLOBAL INC COM 38239A100 666 27,894 X 27,894
GOOGLE INC CL A 38259P508 6,131 10,808 X 10,808
GRAFTECH INTL LTD COM 384313102 1,275 71,489 X 71,489
GRAMERCY CAP CORP COM 384871109 1,154 45,850 X 45,850
GRANT PRIDECO INC COM 38821G101 773 14,174 X 14,174
GREATBATCH INC COM 39153L106 204 7,655 X 7,655
GREEN MTN COFFEE ROASTERS IN COM 393122106 523 15,752 X 15,752
GREENHILL & CO INC COM 395259104 658 10,775 X 10,775
GREY WOLF INC COM 397888108 180 27,468 X 27,468
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 646 13,016 X 13,016
GULF ISLAND FABRICATION INC COM 402307102 658 17,137 X 17,137
GULFMARK OFFSHORE INC COM 402629109 263 5,414 X 5,414
GYMBOREE CORP COM 403777105 350 9,921 X 9,921
HCC INS HLDGS INC COM 404132102 1,781 62,181 X 62,181
HLTH CORPORATION COM 40422Y101 231 16,280 X 16,280
HNI CORP COM 404251100 230 6,401 X 6,401
HRPT PPTYS TR COM SH BEN INT 40426W101 205 20,682 X 20,682
HSBC HLDGS PLC SPON ADR NEW 404280406 1,356 14,639 X 14,639
HAIN CELESTIAL GROUP INC COM 405217100 245 7,638 X 7,638
HALLIBURTON CO COM 406216101 2,396 62,394 X 62,394
HANCOCK HLDG CO COM 410120109 460 11,484 X 11,484
HARLEYSVILLE NATL CORP PA COM 412850109 245 15,417 X 15,417
HARTFORD FINL SVCS GROUP INC COM 416515104 2,752 29,736 X 29,736
HEADWATERS INC COM 42210P102 1,603 107,706 X 107,706
HEALTHSPRING INC COM 42224N101 406 20,820 X 20,820
HEALTHWAYS INC COM 422245100 449 8,324 X 8,324
HEARTLAND PMT SYS INC COM 42235N108 666 25,916 X 25,916
HECLA MNG CO COM 422704106 260 29,065 X 29,065
HENRY JACK & ASSOC INC COM 426281101 242 9,375 X 9,375
HEWLETT PACKARD CO COM 428236103 9,595 192,717 X 192,717
HILB ROGAL & HOBBS CO COM 431294107 614 14,174 X 14,174
HILLTOP HOLDINGS INC COM 432748101 774 65,951 X 65,951
HOLOGIC INC COM 436440101 741 12,143 X 12,143
HOME DEPOT INC COM 437076102 3,012 92,855 X 92,855
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 632 18,151 X 18,151
HONDA MOTOR LTD AMERN SHS 438128308 2,169 65,022 X 65,022
HONEYWELL INTL INC COM 438516106 5,121 86,107 X 86,107
HORACE MANN EDUCATORS CORP N COM 440327104 423 21,467 X 21,467
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,353 36,868 X 36,868
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 683 16,795 X 16,795
HOT TOPIC INC COM 441339108 846 113,450 X 113,450
HUBBELL INC CL B 443510201 695 12,159 X 12,159
HUGOTON RTY TR TEX UNIT BEN INT 444717102 384 16,241 X 16,241
HUMANA INC COM 444859102 709 10,144 X 10,144
HUNTINGTON BANCSHARES INC COM 446150104 1,303 76,729 X 76,729
HUTCHINSON TECHNOLOGY INC COM 448407106 610 24,817 X 24,817
ICU MED INC COM 44930G107 1,396 36,020 X 36,020
ISTAR FINL INC COM 45031U101 1,260 37,067 X 37,067
ITT EDUCATIONAL SERVICES INC COM 45068B109 509 4,181 X 4,181
ITT CORP NEW COM 450911102 780 11,488 X 11,488
ICON PUB LTD CO SPONSORED ADR 45103T107 894 17,527 X 17,527
ILLINOIS TOOL WKS INC COM 452308109 3,419 57,321 X 57,321
IMERGENT INC COM 45247Q100 265 11,833 X 11,833
IMPERIAL SUGAR CO NEW COM NEW 453096208 445 17,017 X 17,017
INFINITY PPTY & CAS CORP COM 45665Q103 603 14,985 X 14,985
INFORMATICA CORP COM 45666Q102 510 32,466 X 32,466
ING GROUP N V SPONSORED ADR 456837103 1,385 31,253 X 31,253
INSIGHT ENTERPRISES INC COM 45765U103 691 26,756 X 26,756
INSTEEL INDUSTRIES INC COM 45774W108 513 33,419 X 33,419
INTEL CORP COM 458140100 11,168 431,868 X 431,868
INTERFACE INC CL A 458665106 668 37,008 X 37,008
INTERDIGITAL INC COM 45867G101 480 23,084 X 23,084
INTERMUNE INC COM 45884X103 532 27,829 X 27,829
INTERNATIONAL BANCSHARES COR COM 459044103 1,480 68,214 X 68,214
INTERNATIONAL BUSINESS MACHS COM 459200101 11,712 99,421 X 99,421
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 523 9,900 X 9,900
INTL PAPER CO COM 460146103 737 20,535 X 20,535
INTUITIVE SURGICAL INC COM NEW 46120E602 246 1,069 X 1,069
INVACARE CORP COM 461203101 649 27,747 X 27,747
INVESTORS REAL ESTATE TR SH BEN INT 461730103 233 21,570 X 21,570
IROBOT CORP COM 462726100 717 36,077 X 36,077
ISHARES TR RUSSELL MIDCAP 464287499 67,375 622,800 X 622,800
ISHARES TR RUSSELL 2000 464287655 39,958 499,100 X 499,100
ISHARES TR RUSSELL 3000 464287689 19,358 220,000 X 220,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 241 16,086 X 16,086
JDA SOFTWARE GROUP INC COM 46612K108 690 33,409 X 33,409
JER INVT TR INC COM 46614H301 633 50,862 X 50,862
JP MORGAN CHASE & CO COM 46625H100 11,817 257,897 X 257,897
JACKSON HEWITT TAX SVCS INC COM 468202106 520 18,586 X 18,586
JARDEN CORP COM 471109108 227 7,332 X 7,332
JO-ANN STORES INC COM 47758P307 784 37,180 X 37,180
JOHNSON & JOHNSON COM 478160104 10,372 157,869 X 157,869
JOHNSON CTLS INC COM 478366107 1,098 9,300 X 9,300
JOS A BANK CLOTHIERS INC COM 480838101 803 24,030 X 24,030
KLA-TENCOR CORP COM 482480100 806 14,452 X 14,452
K-SWISS INC CL A 482686102 407 17,784 X 17,784
K V PHARMACEUTICAL CO CL A 482740206 1,407 49,194 X 49,194
KAISER ALUMINUM CORP COM PAR $0.01 483007704 588 8,339 X 8,339
KANSAS CITY SOUTHERN COM NEW 485170302 442 13,737 X 13,737
KB HOME COM 48666K109 368 14,693 X 14,693
KELLOGG CO COM 487836108 624 11,136 X 11,136
KELLY SVCS INC CL A 488152208 216 10,894 X 10,894
KENSEY NASH CORP COM 490057106 677 25,914 X 25,914
KEYCORP NEW COM 493267108 1,272 39,351 X 39,351
KFORCE INC COM 493732101 723 56,212 X 56,212
KIMBERLY CLARK CORP COM 494368103 1,511 21,505 X 21,505
KINDRED HEALTHCARE INC COM 494580103 577 32,192 X 32,192
KINETIC CONCEPTS INC COM NEW 49460W208 746 13,263 X 13,263
KING PHARMACEUTICALS INC COM 495582108 667 56,869 X 56,869
KINROSS GOLD CORP COM NO PAR 496902404 271 18,117 X 18,117
KNOLL INC COM NEW 498904200 394 22,219 X 22,219
KNOLOGY INC COM 499183804 1,139 68,103 X 68,103
KNOT INC COM 499184109 854 40,187 X 40,187
KOHLS CORP COM 500255104 868 15,140 X 15,140
KOPPERS HOLDINGS INC COM 50060P106 682 17,655 X 17,655
KOPIN CORP COM 500600101 486 127,615 X 127,615
KORN FERRY INTL COM NEW 500643200 964 58,408 X 58,408
KRAFT FOODS INC CL A 50075N104 2,610 75,629 X 75,629
KROGER CO COM 501044101 955 33,481 X 33,481
KULICKE & SOFFA INDS INC COM 501242101 1,059 124,937 X 124,937
LSI INDS INC COM 50216C108 676 32,920 X 32,920
LABORATORY CORP AMER HLDGS COM NEW 50540R409 746 9,540 X 9,540
LABOR READY INC COM NEW 505401208 461 24,901 X 24,901
LACLEDE GROUP INC COM 505597104 365 11,321 X 11,321
LADISH INC COM NEW 505754200 698 12,583 X 12,583
LAM RESEARCH CORP COM 512807108 767 14,398 X 14,398
LAMSON & SESSIONS CO COM 513696104 261 9,676 X 9,676
LANDAMERICA FINL GROUP INC COM 514936103 492 12,620 X 12,620
LANDSTAR SYS INC COM 515098101 417 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 656 4,919 X 4,919
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,072 25,478 X 25,478
LAYNE CHRISTENSEN CO COM 521050104 232 4,183 X 4,183
LEGGETT & PLATT INC COM 524660107 200 10,456 X 10,456
LEHMAN BROS HLDGS INC COM 524908100 3,490 56,535 X 56,535
LENNAR CORP CL A 526057104 1,322 58,360 X 58,360
LEXINGTON REALTY TRUST COM 529043101 791 39,555 X 39,555
LEXMARK INTL NEW CL A 529771107 567 13,652 X 13,652
LILLY ELI & CO COM 532457108 4,052 71,183 X 71,183
LINCARE HLDGS INC COM 532791100 260 7,092 X 7,092
LINCOLN NATL CORP IND COM 534187109 2,199 33,334 X 33,334
LIONS GATE ENTMNT CORP COM NEW 535919203 488 47,324 X 47,324
LIQUIDITY SERVICES INC COM 53635B107 433 39,438 X 39,438
LITTELFUSE INC COM 537008104 1,296 36,303 X 36,303
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,324 29,775 X 29,775
LO-JACK CORP COM 539451104 245 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 4,561 42,040 X 42,040
LODGENET ENTMT CORP COM 540211109 388 15,289 X 15,289
LOEWS CORP COM 540424108 993 20,533 X 20,533
LOEWS CORP CAROLNA GP STK 540424207 497 6,048 X 6,048
LOWES COS INC COM 548661107 1,989 70,988 X 70,988
LUBRIZOL CORP COM 549271104 1,034 15,900 X 15,900
LULULEMON ATHLETICA INC COM 550021109 570 13,570 X 13,570
MGIC INVT CORP WIS COM 552848103 1,349 41,743 X 41,743
MGM MIRAGE COM 552953101 499 5,574 X 5,574
MPS GROUP INC COM 553409103 780 69,956 X 69,956
MSC INDL DIRECT INC CL A 553530106 693 13,704 X 13,704
MTS SYS CORP COM 553777103 469 11,270 X 11,270
MACK CALI RLTY CORP COM 554489104 690 16,778 X 16,778
MACYS INC COM 55616P104 700 21,651 X 21,651
MAGMA DESIGN AUTOMATION COM 559181102 1,046 74,371 X 74,371
MAGNA INTL INC CL A 559222401 2,218 23,033 X 23,033
MAGUIRE PPTYS INC COM 559775101 670 25,953 X 25,953
MAINSOURCE FINANCIAL GP INC COM 56062Y102 352 19,967 X 19,967
MANULIFE FINL CORP COM 56501R106 1,370 33,200 X 33,200
MARATHON OIL CORP COM 565849106 1,845 32,361 X 32,361
MARSH & MCLENNAN COS INC COM 571748102 668 26,184 X 26,184
MARRIOTT INTL INC NEW CL A 571903202 675 15,519 X 15,519
MARTEK BIOSCIENCES CORP COM 572901106 1,125 38,770 X 38,770
MARVEL ENTERTAINMENT INC COM 57383T103 434 18,500 X 18,500
MASCO CORP COM 574599106 1,278 55,148 X 55,148
MATSUSHITA ELEC INDL ADR 576879209 1,393 75,078 X 75,078
MATTEL INC COM 577081102 2,187 93,230 X 93,230
MATTSON TECHNOLOGY INC COM 577223100 515 59,515 X 59,515
MAXIM INTEGRATED PRODS INC COM 57772K101 1,227 42,270 X 42,270
MAXIMUS INC COM 577933104 603 13,828 X 13,828
MCAFEE INC COM 579064106 789 22,623 X 22,623
MCDONALDS CORP COM 580135101 6,005 110,252 X 110,252
MCGRAW HILL COS INC COM 580645109 1,650 32,403 X 32,403
MCKESSON CORP COM 58155Q103 824 14,014 X 14,014
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,194 13,209 X 13,209
MEDICINES CO COM 584688105 587 32,950 X 32,950
MEDTRONIC INC COM 585055106 3,056 54,171 X 54,171
MENS WEARHOUSE INC COM 587118100 469 9,276 X 9,276
MERCK & CO INC COM 589331107 9,131 176,650 X 176,650
MERCURY GENL CORP NEW COM 589400100 238 4,405 X 4,405
MEREDITH CORP COM 589433101 223 3,900 X 3,900
MERRILL LYNCH & CO INC COM 590188108 4,978 69,831 X 69,831
METAL MGMT INC COM NEW 591097209 618 11,396 X 11,396
METHANEX CORP COM 59151K108 554 21,806 X 21,806
METHODE ELECTRS INC COM 591520200 661 43,916 X 43,916
METLIFE INC COM 59156R108 3,666 52,574 X 52,574
METTLER TOLEDO INTERNATIONAL COM 592688105 232 2,271 X 2,271
MICREL INC COM 594793101 542 50,145 X 50,145
MICROSOFT CORP COM 594918104 11,385 386,469 X 386,469
MICROSTRATEGY INC CL A NEW 594972408 575 7,241 X 7,241
MICROTUNE INC DEL COM 59514P109 270 44,878 X 44,878
MILLENNIUM PHARMACEUTICALS I COM 599902103 231 22,730 X 22,730
MILLER HERMAN INC COM 600544100 504 18,587 X 18,587
MOLSON COORS BREWING CO CL B 60871R209 291 2,923 X 2,923
MONACO COACH CORP COM 60886R103 519 36,988 X 36,988
MONARCH CASINO & RESORT INC COM 609027107 543 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 4,422 51,569 X 51,569
MOODYS CORP COM 615369105 539 10,690 X 10,690
MORGAN STANLEY COM NEW 617446448 5,104 81,010 X 81,010
MOTOROLA INC COM 620076109 4,081 220,246 X 220,246
MOVE INC COM COM 62458M108 453 164,258 X 164,258
MOVADO GROUP INC COM 624580106 271 8,483 X 8,483
MURPHY OIL CORP COM 626717102 804 11,498 X 11,498
MYLAN LABS INC COM 628530107 978 61,290 X 61,290
MYRIAD GENETICS INC COM 62855J104 317 6,072 X 6,072
NBTY INC COM 628782104 757 18,639 X 18,639
NVR INC COM 62944T105 980 2,084 X 2,084
NYSE EURONEXT COM 629491101 985 12,441 X 12,441
NATIONAL CITY CORP COM 635405103 1,782 71,016 X 71,016
NATIONAL INSTRS CORP COM 636518102 1,040 30,290 X 30,290
NATIONAL OILWELL VARCO INC COM 637071101 828 5,727 X 5,727
NATIONAL PENN BANCSHARES INC COM 637138108 778 47,532 X 47,532
NATIONAL RETAIL PROPERTIES I COM 637417106 684 28,052 X 28,052
NATIONWIDE FINL SVCS INC CL A 638612101 230 4,269 X 4,269
NATIONWIDE HEALTH PPTYS INC COM 638620104 398 13,207 X 13,207
NAVIGATORS GROUP INC COM 638904102 589 10,857 X 10,857
NETEASE COM INC SPONSORED ADR 64110W102 988 58,458 X 58,458
NETGEAR INC COM 64111Q104 644 21,170 X 21,170
NETWORK APPLIANCE INC COM 64120L104 699 25,986 X 25,986
NEWELL RUBBERMAID INC COM 651229106 1,317 45,701 X 45,701
NEWMONT MINING CORP COM 651639106 897 20,049 X 20,049
NEWS CORP CL A 65248E104 4,423 201,147 X 201,147
NIKE INC CL B 654106103 986 16,802 X 16,802
NOKIA CORP SPONSORED ADR 654902204 799 21,054 X 21,054
NORFOLK SOUTHERN CORP COM 655844108 962 18,540 X 18,540
NORSK HYDRO A S SPONSORED ADR 656531605 1,424 32,851 X 32,851
NORTH PITTSBURGH SYS INC COM 661562108 598 25,176 X 25,176
NORTHGATE MINERALS CORP COM 666416102 485 170,798 X 170,798
NORTHROP GRUMMAN CORP COM 666807102 1,269 16,268 X 16,268
NOVA CHEMICALS CORP COM 66977W109 288 7,453 X 7,453
NOVARTIS A G SPONSORED ADR 66987V109 1,330 24,194 X 24,194
NOVELLUS SYS INC COM 670008101 1,029 37,735 X 37,735
NOVEN PHARMACEUTICALS INC COM 670009109 452 28,375 X 28,375
NTELOS HLDGS CORP COM 67020Q107 705 23,947 X 23,947
NUANCE COMMUNICATIONS INC COM 67020Y100 895 46,353 X 46,353
NUCOR CORP COM 670346105 2,162 36,349 X 36,349
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 612 19,699 X 19,699
NVIDIA CORP COM 67066G104 819 22,587 X 22,587
O CHARLEYS INC COM 670823103 661 43,581 X 43,581
OGE ENERGY CORP COM 670837103 224 6,759 X 6,759
OM GROUP INC COM 670872100 1,089 20,615 X 20,615
OBAGI MEDICAL PRODUCTS INC COM 67423R108 636 34,441 X 34,441
OCCIDENTAL PETE CORP DEL COM 674599105 2,519 39,311 X 39,311
OLD REP INTL CORP COM 680223104 1,354 72,255 X 72,255
OLIN CORP COM PAR $1 680665205 973 43,467 X 43,467
OMNICOM GROUP INC COM 681919106 750 15,600 X 15,600
OMNITURE INC COM 68212S109 707 23,324 X 23,324
ON SEMICONDUCTOR CORP COM 682189105 1,710 136,151 X 136,151
ONEOK INC NEW COM 682680103 1,329 28,042 X 28,042
OPEN TEXT CORP COM 683715106 706 27,197 X 27,197
ORACLE CORP COM 68389X105 4,655 215,018 X 215,018
OVERSTOCK COM INC DEL COM 690370101 692 24,030 X 24,030
OXFORD INDS INC COM 691497309 723 20,017 X 20,017
PFF BANCORP INC COM 69331W104 433 28,228 X 28,228
P F CHANGS CHINA BISTRO INC COM 69333Y108 628 21,233 X 21,233
PNC FINL SVCS GROUP INC COM 693475105 2,406 35,331 X 35,331
PPG INDS INC COM 693506107 2,110 27,932 X 27,932
PS BUSINESS PKS INC CALIF COM 69360J107 455 8,008 X 8,008
PACCAR INC COM 693718108 998 11,710 X 11,710
PACER INTL INC TENN COM 69373H106 401 21,029 X 21,029
PACIFIC CAP BANCORP NEW COM 69404P101 1,186 45,102 X 45,102
PACIFIC SUNWEAR CALIF INC COM 694873100 632 42,714 X 42,714
PACKAGING CORP AMER COM 695156109 1,261 43,395 X 43,395
PALL CORP COM 696429307 716 18,404 X 18,404
PAREXEL INTL CORP COM 699462107 574 13,916 X 13,916
PARK NATL CORP COM 700658107 480 5,510 X 5,510
PARKER DRILLING CO COM 701081101 663 81,624 X 81,624
PARKER HANNIFIN CORP COM 701094104 746 6,667 X 6,667
PARTNER COMMUNICATIONS CO LT ADR 70211M109 518 31,254 X 31,254
PEETS COFFEE & TEA INC COM 705560100 820 29,364 X 29,364
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,082 27,797 X 27,797
PEPSI BOTTLING GROUP INC COM 713409100 736 19,798 X 19,798
PEPSICO INC COM 713448108 5,626 76,795 X 76,795
PERFORMANCE FOOD GROUP CO COM 713755106 695 23,055 X 23,055
PERINI CORP COM 713839108 699 12,504 X 12,504
PETMED EXPRESS INC COM 716382106 228 16,290 X 16,290
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 800 10,599 X 10,599
PFIZER INC COM 717081103 9,369 383,484 X 383,484
PHILADELPHIA CONS HLDG CORP COM 717528103 731 17,682 X 17,682
PHOENIX COS INC NEW COM 71902E109 710 50,304 X 50,304
PHOTRONICS INC COM 719405102 495 43,343 X 43,343
PINNACLE WEST CAP CORP COM 723484101 267 6,749 X 6,749
PIPER JAFFRAY COS COM 724078100 670 12,492 X 12,492
PLAINS EXPL& PRODTN CO COM 726505100 615 13,906 X 13,906
PLANTRONICS INC NEW COM 727493108 1,393 48,806 X 48,806
POLARIS INDS INC COM 731068102 417 9,555 X 9,555
POLYONE CORP COM 73179P106 206 27,512 X 27,512
POPULAR INC COM 733174106 1,320 107,470 X 107,470
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,419 26,735 X 26,735
PORTLAND GEN ELEC CO COM NEW 736508847 232 8,343 X 8,343
POZEN INC COM 73941U102 628 56,773 X 56,773
PRAXAIR INC COM 74005P104 1,258 15,025 X 15,025
PRE PAID LEGAL SVCS INC COM 740065107 218 3,927 X 3,927
PREMIER EXIBITIONS INC COM 74051E102 232 15,364 X 15,364
PREMIERE GLOBAL SVCS INC COM 740585104 762 60,271 X 60,271
PRESIDENTIAL LIFE CORP COM 740884101 277 16,338 X 16,338
PROCTER & GAMBLE CO COM 742718109 10,432 148,315 X 148,315
PROGRESSIVE CORP OHIO COM 743315103 674 34,711 X 34,711
PROVIDENCE SVC CORP COM 743815102 661 22,518 X 22,518
PRUDENTIAL FINL INC COM 744320102 4,143 42,455 X 42,455
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,052 11,956 X 11,956
PULTE HOMES INC COM 745867101 245 18,027 X 18,027
QUALCOMM INC COM 747525103 3,321 78,579 X 78,579
QUANEX CORP COM 747620102 709 15,086 X 15,086
QUEST SOFTWARE INC COM 74834T103 790 46,041 X 46,041
QUIKSILVER INC COM 74838C106 732 51,193 X 51,193
RC2 CORP COM 749388104 599 21,648 X 21,648
RLI CORP COM 749607107 752 13,264 X 13,264
RF MICRODEVICES INC COM 749941100 713 105,957 X 105,957
RADIOSHACK CORP COM 750438103 786 38,050 X 38,050
RALCORP HLDGS INC NEW COM 751028101 806 14,441 X 14,441
RAYTHEON CO COM NEW 755111507 1,335 20,923 X 20,923
RED ROBIN GOURMET BURGERS IN COM 75689M101 235 5,474 X 5,474
REGAL ENTMT GROUP CL A 758766109 258 11,738 X 11,738
REGIONS FINANCIAL CORP NEW COM 7591EP100 4,111 139,445 X 139,445
REINSURANCE GROUP AMER INC COM 759351109 377 6,643 X 6,643
REPUBLIC AWYS HLDGS INC COM 760276105 1,390 65,674 X 65,674
REYNOLDS AMERICAN INC COM 761713106 514 8,079 X 8,079
RIGHTNOW TECHNOLOGIES INC COM 76657R106 282 17,506 X 17,506
ROBBINS & MYERS INC COM 770196103 429 7,496 X 7,496
ROCKY BRANDS INC COM 774515100 220 20,700 X 20,700
ROGERS CORP COM 775133101 701 17,028 X 17,028
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 583 9,273 X 9,273
ROWAN COS INC COM 779382100 223 6,106 X 6,106
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,295 15,753 X 15,753
RUSH ENTERPRISES INC CL A 781846209 576 22,737 X 22,737
RYANAIR HLDGS PLC SPONSORED ADR 783513104 708 17,068 X 17,068
RYERSON INC COM 78375P107 498 14,762 X 14,762
RYLAND GROUP INC COM 783764103 388 18,121 X 18,121
SEI INVESTMENTS CO COM 784117103 701 25,713 X 25,713
SLM CORP COM 78442P106 963 19,396 X 19,396
SPSS INC COM 78462K102 1,532 37,248 X 37,248
S1 CORPORATION COM 78463B101 239 26,399 X 26,399
SPX CORP COM 784635104 739 7,989 X 7,989
SRS LABS INC COM 78464M106 290 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 345 7,283 X 7,283
SAFECO CORP COM 786429100 1,378 22,501 X 22,501
SALIX PHARMACEUTICALS INC COM 795435106 264 21,293 X 21,293
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 226 6,687 X 6,687
SANDISK CORP COM 80004C101 701 12,720 X 12,720
SANDY SPRING BANCORP INC COM 800363103 313 10,383 X 10,383
SANOFI AVENTIS SPONSORED ADR 80105N105 1,268 29,899 X 29,899
SCANSOURCE INC COM 806037107 672 23,912 X 23,912
SCHERING PLOUGH CORP COM 806605101 5,106 161,438 X 161,438
SCHLUMBERGER LTD COM 806857108 6,586 62,725 X 62,725
SCHNITZER STL INDS CL A 806882106 710 9,685 X 9,685
SCHOLASTIC CORP COM 807066105 636 18,247 X 18,247
SCHOOL SPECIALTY INC COM 807863105 653 18,853 X 18,853
SCHULMAN A INC COM 808194104 620 31,406 X 31,406
SCHWAB CHARLES CORP NEW COM 808513105 1,032 47,762 X 47,762
SCIELE PHARMA INC COM 808627103 691 26,547 X 26,547
SCRIPPS E W CO OHIO CL A 811054204 243 5,779 X 5,779
SEABRIDGE GOLD INC COM 811916105 451 14,930 X 14,930
SEALY CORP COM 812139301 580 41,336 X 41,336
SEARS HLDGS CORP COM 812350106 484 3,806 X 3,806
SECURE COMPUTING CORP COM 813705100 1,529 157,178 X 157,178
SECURITY BANK CORP COM 814047106 160 12,756 X 12,756
SELECTIVE INS GROUP INC COM 816300107 644 30,257 X 30,257
SEMTECH CORP COM 816850101 250 12,191 X 12,191
SENIOR HSG PPTYS TR SH BEN INT 81721M109 706 32,010 X 32,010
SENSIENT TECHNOLOGIES CORP COM 81725T100 297 10,297 X 10,297
SHERWIN WILLIAMS CO COM 824348106 1,229 18,710 X 18,710
SIERRA HEALTH SVCS INC COM 826322109 481 11,400 X 11,400
SILICON LABORATORIES INC COM 826919102 238 5,705 X 5,705
SIMON PPTY GROUP INC NEW COM 828806109 1,039 10,392 X 10,392
SIMPSON MANUFACTURING CO INC COM 829073105 1,411 44,317 X 44,317
SKECHERS U S A INC CL A 830566105 710 32,137 X 32,137
SKYWORKS SOLUTIONS INC COM 83088M102 648 71,672 X 71,672
SKILLSOFT PLC SPONSORED ADR 830928107 282 31,400 X 31,400
SMITH & WESSON HLDG CORP COM 831756101 584 30,581 X 30,581
SMUCKER J M CO COM NEW 832696405 238 4,451 X 4,451
SNAP ON INC COM 833034101 221 4,459 X 4,459
SOFTBRANDS INC COM 83402A107 20 10,670 X 10,670
SOHU COM INC COM 83408W103 613 16,266 X 16,266
SONIC SOLUTIONS COM 835460106 244 23,331 X 23,331
SONICWALL INC COM 835470105 241 27,592 X 27,592
SONOCO PRODS CO COM 835495102 744 24,666 X 24,666
SONOSITE INC COM 83568G104 894 29,291 X 29,291
SOTHEBYS COM 835898107 1,123 23,501 X 23,501
SOUTH JERSEY INDS INC COM 838518108 232 6,661 X 6,661
SOUTHERN CO COM 842587107 3,084 85,007 X 85,007
SOUTHERN COPPER CORP COM 84265V105 1,196 9,658 X 9,658
SOUTHERN UN CO NEW COM 844030106 235 7,554 X 7,554
SOVRAN SELF STORAGE INC COM 84610H108 652 14,232 X 14,232
SPARTECH CORP COM NEW 847220209 227 13,296 X 13,296
SPRINT NEXTEL CORP COM FON 852061100 2,519 132,600 X 132,600
STANCORP FINL GROUP INC COM 852891100 243 4,904 X 4,904
STANLEY WKS COM 854616109 1,943 34,621 X 34,621
STAPLES INC COM 855030102 725 33,720 X 33,720
STARBUCKS CORP COM 855244109 915 34,925 X 34,925
STATE STR CORP COM 857477103 1,644 24,120 X 24,120
STATS CHIPPAC LTD SPONSORED ADR 85771T104 264 24,510 X 24,510
STEEL DYNAMICS INC COM 858119100 759 16,255 X 16,255
STEELCASE INC CL A 858155203 262 14,596 X 14,596
STIFEL FINL CORP COM 860630102 1,068 18,473 X 18,473
STILLWATER MNG CO COM 86074Q102 640 62,180 X 62,180
STONE ENERGY CORP COM 861642106 1,424 35,582 X 35,582
STRYKER CORP COM 863667101 984 14,309 X 14,309
STURM RUGER & CO INC COM 864159108 461 25,728 X 25,728
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 788 17,745 X 17,745
SUFFOLK BANCORP COM 864739107 207 6,463 X 6,463
SUN COMMUNITIES INC COM 866674104 641 21,295 X 21,295
SUN MICROSYSTEMS INC COM 866810104 946 168,315 X 168,315
SUN HEALTHCARE GROUP INC COM NEW 866933401 661 39,580 X 39,580
SUNCOR ENERGY INC COM 867229106 720 7,591 X 7,591
SUNTRUST BKS INC COM 867914103 3,233 42,730 X 42,730
SUPERIOR ESSEX INC COM 86815V105 679 18,218 X 18,218
SURMODICS INC COM 868873100 525 10,713 X 10,713
SYMANTEC CORP COM 871503108 1,510 77,890 X 77,890
SYNAPTICS INC COM 87157D109 628 13,149 X 13,149
SYNOPSYS INC COM 871607107 263 9,719 X 9,719
SYNIVERSE HLDGS INC COM 87163F106 797 50,102 X 50,102
SYSCO CORP COM 871829107 1,037 29,131 X 29,131
SYSTEMAX INC COM 871851101 460 22,523 X 22,523
TCF FINL CORP COM 872275102 1,361 51,995 X 51,995
TC PIPELINES LP UT COM LTD PRT 87233Q108 591 16,563 X 16,563
TECO ENERGY INC COM 872375100 237 14,419 X 14,419
TJX COS INC NEW COM 872540109 797 27,410 X 27,410
TXU CORP COM 873168108 2,878 42,036 X 42,036
TAM SA SP ADR REP PFD 87484D103 531 19,380 X 19,380
TARGET CORP COM 87612E106 4,593 72,256 X 72,256
TASEKO MINES LTD COM 876511106 274 52,142 X 52,142
TELECOM ARGENTINA S A SPON ADR REP B 879273209 549 22,377 X 22,377
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 1,327 78,241 X 78,241
TELEFLEX INC COM 879369106 474 6,079 X 6,079
TELEFONICA S A SPONSORED ADR 879382208 2,182 26,030 X 26,030
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1,244 37,849 X 37,849
TELEPHONE & DATA SYS INC COM 879433100 502 7,520 X 7,520
TELUS CORP NON-VTG SHS 87971M202 1,313 23,376 X 23,376
TENNANT CO COM 880345103 692 14,209 X 14,209
TERRA NITROGEN CO L P COM UNIT 881005201 675 5,321 X 5,321
TESORO CORP COM 881609101 458 9,958 X 9,958
TEXAS INSTRS INC COM 882508104 2,473 67,591 X 67,591
THE9 LTD ADR 88337K104 385 11,160 X 11,160
THERMO FISHER SCIENTIFIC INC COM 883556102 1,148 19,890 X 19,890
THOR INDS INC COM 885160101 267 5,943 X 5,943
3COM CORP COM 885535104 1,135 229,824 X 229,824
3M CO COM 88579Y101 6,768 72,326 X 72,326
TIBCO SOFTWARE INC COM 88632Q103 193 26,059 X 26,059
TIDEWATER INC COM 886423102 439 6,980 X 6,980
TIME WARNER INC COM 887317105 3,260 177,572 X 177,572
TIME WARNER CABLE INC CL A 88732J108 240 7,321 X 7,321
TOMPKINS FINANCIAL CORPORATI COM 890110109 304 7,663 X 7,663
TORO CO COM 891092108 524 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 684 8,446 X 8,446
TRANSCANADA CORP COM 89353D107 759 20,730 X 20,730
TRAVELERS COMPANIES INC COM 89417E109 4,725 93,861 X 93,861
TRAVELZOO INC COM 89421Q106 811 35,347 X 35,347
TRIDENT MICROSYSTEMS INC COM 895919108 1,222 76,896 X 76,896
TRIAD GTY INC COM 895925105 361 19,009 X 19,009
TRICO MARINE SERVICES INC COM NEW 896106200 386 12,962 X 12,962
TRIMBLE NAVIGATION LTD COM 896239100 301 7,670 X 7,670
TRINITY INDS INC COM 896522109 211 5,627 X 5,627
TRIUMPH GROUP INC NEW COM 896818101 643 7,865 X 7,865
TRUSTMARK CORP COM 898402102 619 22,079 X 22,079
TUESDAY MORNING CORP COM NEW 899035505 590 65,577 X 65,577
TUPPERWARE BRANDS CORP COM 899896104 699 22,206 X 22,206
UCBH HOLDINGS INC COM 90262T308 411 23,497 X 23,497
UGI CORP NEW COM 902681105 215 8,285 X 8,285
US BANCORP DEL COM NEW 902973304 6,028 185,308 X 185,308
USANA HEALTH SCIENCES INC COM 90328M107 1,276 29,163 X 29,163
USEC INC COM 90333E108 203 19,843 X 19,843
USA MOBILITY INC COM 90341G103 373 22,131 X 22,131
ULTIMATE SOFTWARE GROUP INC COM 90385D107 906 25,951 X 25,951
ULTRATECH INC COM 904034105 457 32,979 X 32,979
UMPQUA HLDGS CORP COM 904214103 399 19,921 X 19,921
UNIFIRST CORP MASS COM 904708104 695 18,565 X 18,565
UNION PAC CORP COM 907818108 3,326 29,415 X 29,415
UNIONBANCAL CORP COM 908906100 393 6,735 X 6,735
UNITED NAT FOODS INC COM 911163103 749 27,499 X 27,499
UNITED PARCEL SERVICE INC CL B 911312106 2,376 31,637 X 31,637
UNITED STATES CELLULAR CORP COM 911684108 430 4,375 X 4,375
UNITED TECHNOLOGIES CORP COM 913017109 3,773 46,883 X 46,883
UNITEDHEALTH GROUP INC COM 91324P102 3,060 63,176 X 63,176
UNITRIN INC COM 913275103 256 5,164 X 5,164
UNIVERSAL AMERN FINL CORP COM 913377107 689 30,191 X 30,191
UNIVEST CORP PA COM 915271100 292 12,320 X 12,320
UNUM GROUP COM 91529Y106 1,230 50,264 X 50,264
VALERO ENERGY CORP NEW COM 91913Y100 1,739 25,883 X 25,883
VALSPAR CORP COM 920355104 733 26,925 X 26,925
VALUEVISION MEDIA INC CL A 92047K107 176 23,738 X 23,738
VECTREN CORP COM 92240G101 231 8,480 X 8,480
VEECO INSTRS INC DEL COM 922417100 645 33,303 X 33,303
VERIZON COMMUNICATIONS COM 92343V104 8,575 193,664 X 193,664
VIACOM INC NEW CL B 92553P201 1,119 28,723 X 28,723
VIGNETTE CORP COM NEW 926734401 274 13,630 X 13,630
VIROPHARMA INC COM 928241108 2,369 266,175 X 266,175
VITAL SIGNS INC COM 928469105 471 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 794 21,867 X 21,867
VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 285 9,967 X 9,967
WD-40 CO COM 929236107 418 12,234 X 12,234
W HLDG CO INC COM 929251106 560 249,890 X 249,890
WMS INDS INC COM 929297109 279 8,433 X 8,433
WPP GROUP PLC SPON ADR 0905 929309409 695 10,296 X 10,296
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 523 18,550 X 18,550
WACHOVIA CORP NEW COM 929903102 8,059 160,707 X 160,707
WAL MART STORES INC COM 931142103 4,962 113,675 X 113,675
WALGREEN CO COM 931422109 2,221 47,025 X 47,025
WASHINGTON MUT INC COM 939322103 4,762 134,866 X 134,866
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 654 19,708 X 19,708
WASTE MGMT INC DEL COM 94106L109 921 24,396 X 24,396
WATERS CORP COM 941848103 701 10,482 X 10,482
WATSCO INC COM 942622200 661 14,228 X 14,228
WATSON WYATT WORLDWIDE INC CL A 942712100 760 16,915 X 16,915
WEBSTER FINL CORP CONN COM 947890109 354 8,399 X 8,399
WELLCARE HEALTH PLANS INC COM 94946T106 647 6,135 X 6,135
WELLPOINT INC COM 94973V107 2,283 28,932 X 28,932
WELLS FARGO & CO NEW COM 949746101 9,359 262,751 X 262,751
WENDYS INTL INC COM 950590109 268 7,672 X 7,672
WESCO INTL INC COM 95082P105 748 17,430 X 17,430
WESTAMERICA BANCORPORATION COM 957090103 903 18,128 X 18,128
WESTERN DIGITAL CORP COM 958102105 736 29,070 X 29,070
WESTERN UN CO COM 959802109 764 36,427 X 36,427
WEYERHAEUSER CO COM 962166104 736 10,180 X 10,180
WHIRLPOOL CORP COM 963320106 1,226 13,762 X 13,762
WHITNEY HLDG CORP COM 966612103 726 27,510 X 27,510
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 667 16,132 X 16,132
WILLIAMS SCOTSMAN INTL INC COM 96950G102 652 23,534 X 23,534
WILLIAMS SONOMA INC COM 969904101 217 6,646 X 6,646
WILSHIRE BANCORP INC COM 97186T108 315 28,711 X 28,711
WINNEBAGO INDS INC COM 974637100 459 19,236 X 19,236
WINTRUST FINANCIAL CORP COM 97650W108 1,000 23,433 X 23,433
WOLVERINE WORLD WIDE INC COM 978097103 542 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 732 22,131 X 22,131
WYETH COM 983024100 4,072 91,403 X 91,403
XTO ENERGY INC COM 98385X106 1,074 17,365 X 17,365
XILINX INC COM 983919101 1,383 52,909 X 52,909
YAHOO INC COM 984332106 1,531 57,021 X 57,021
ZALE CORP NEW COM 988858106 490 21,175 X 21,175
ZEBRA TECHNOLOGIES CORP CL A 989207105 209 5,716 X 5,716
ZIMMER HLDGS INC COM 98956P102 904 11,164 X 11,164
ZIONS BANCORPORATION COM 989701107 1,287 18,735 X 18,735
ZORAN CORP COM 98975F101 963 47,655 X 47,655