UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 2009.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois November 6, 2009
--------------------- ----------------- -----------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 877
Form 13F Information Table Value Total: $940,079
(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
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,857 76,659 X 76,659
CONSOLIDATED WATER CO INC ORD G23773107 436 26,681 X 26,681
COOPER INDUSTRIES PLC SHS G24140108 698 18,569 X 18,569
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 602 16,518 X 16,518
EVEREST RE GROUP LTD COM G3223R108 470 5,360 X 5,360
FRESH DEL MONTE PRODUCE INC ORD G36738105 446 19,735 X 19,735
GARMIN LTD ORD G37260109 781 20,703 X 20,703
GLOBAL CROSSING LTD SHS NEW G3921A175 468 32,738 X 32,738
HELEN OF TROY CORP LTD COM G4388N106 463 23,805 X 23,805
HERBALIFE LTD COM USD SHS G4412G101 545 16,661 X 16,661
INGERSOLL-RAND PLC SHS G47791101 498 16,224 X 16,224
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 236 18,136 X 18,136
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 486 29,996 X 29,996
MAX CAPITAL GROUP LTD SHS G6052F103 210 9,813 X 9,813
MONTPELIER RE HOLDINGS LTD SHS G62185106 206 12,628 X 12,628
ONEBEACON INSURANCE GROUP LT CL A G67742109 457 33,233 X 33,233
PARTNERRE LTD COM G6852T105 763 9,923 X 9,923
PLATINUM UNDERWRITER HLDGS L COM G7127P100 654 18,240 X 18,240
WARNER CHILCOTT PLC IRELAND SHS A G94368100 490 22,643 X 22,643
WHITE MTNS INS GROUP LTD COM G9618E107 202 657 X 657
ACE LTD SHS H0023R105 765 14,310 X 14,310
TRANSOCEAN LTD REG SHS H8817H100 557 6,516 X 6,516
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 678 30,444 X 30,444
TYCO INTERNATIONAL LTD SHS H89128104 543 15,736 X 15,736
CELLCOM ISRAEL LTD SHS M2196U109 344 11,294 X 11,294
ORTHOFIX INTL N V COM N6748L102 526 17,911 X 17,911
STEINER LEISURE LTD ORD P8744Y102 551 15,401 X 15,401
DIANA SHIPPING INC COM Y2066G104 582 44,764 X 44,764
GENCO SHIPPING & TRADING LTD SHS Y2685T107 471 22,668 X 22,668
TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J101 506 30,707 X 30,707
TEEKAY TANKERS LTD CL A Y8565N102 480 57,438 X 57,438
AAON INC COM PAR $0.004 000360206 240 11,962 X 11,962
ACCO BRANDS CORP COM 00081T108 503 69,643 X 69,643
AFC ENTERPRISES INC COM 00104Q107 344 40,822 X 40,822
AFLAC INC COM 001055102 1,804 42,214 X 42,214
AMB PROPERTY CORP COM 00163T109 725 31,607 X 31,607
AMN HEALTHCARE SERVICES INC COM 001744101 301 31,610 X 31,610
APAC CUSTOMER SERVICES INC COM 00185E106 302 51,005 X 51,005
AT&T INC COM 00206R102 9,250 342,453 X 342,453
ATC TECHNOLOGY CORP COM 00211W104 985 49,829 X 49,829
AZZ INC COM 002474104 757 18,849 X 18,849
ABBOTT LABS COM 002824100 4,861 98,264 X 98,264
ACADIA RLTY TR COM SH BEN INT 004239109 672 44,602 X 44,602
ACERGY S A SPONSORED ADR 00443E104 276 21,845 X 21,845
ACI WORLDWIDE INC COM 004498101 481 31,822 X 31,822
ACTIVISION BLIZZARD INC COM 00507V109 369 29,801 X 29,801
ACTUATE CORP COM 00508B102 127 22,089 X 22,089
ACTUANT CORP CL A NEW 00508X203 433 26,985 X 26,985
ACUITY BRANDS INC COM 00508Y102 317 9,837 X 9,837
ACXIOM CORP COM 005125109 420 44,361 X 44,361
ADOBE SYS INC COM 00724F101 924 27,952 X 27,952
ADTRAN INC COM 00738A106 414 16,859 X 16,859
ADVANCE AMER CASH ADVANCE CT COM 00739W107 96 17,093 X 17,093
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 411 103,567 X 103,567
ADVISORY BRD CO COM 00762W107 225 8,969 X 8,969
AETNA INC NEW COM 00817Y108 664 23,852 X 23,852
AIR METHODS CORP COM PAR $.06 009128307 430 13,208 X 13,208
AIR PRODS & CHEMS INC COM 009158106 869 11,198 X 11,198
AIR TRANSPORT SERVICES GRP I COM 00922R105 365 105,461 X 105,461
ALBANY INTL CORP CL A 012348108 937 48,275 X 48,275
ALCOA INC COM 013817101 682 51,996 X 51,996
ALEXANDER & BALDWIN INC COM 014482103 483 15,049 X 15,049
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 385 7,088 X 7,088
ALLEGHENY TECHNOLOGIES INC COM 01741R102 331 9,452 X 9,452
ALLERGAN INC COM 018490102 922 16,249 X 16,249
ALLIANT TECHSYSTEMS INC COM 018804104 673 8,644 X 8,644
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 237 8,695 X 8,695
ALLIED CAP CORP NEW COM 01903Q108 122 39,668 X 39,668
ALLSTATE CORP COM 020002101 3,146 102,741 X 102,741
ALPHA NATURAL RESOURCES INC COM 02076X102 463 13,200 X 13,200
ALTRA HOLDINGS INC COM 02208R106 503 44,988 X 44,988
ALTRIA GROUP INC COM 02209S103 4,150 233,011 X 233,011
AMAZON COM INC COM 023135106 1,638 17,540 X 17,540
AMCOL INTL CORP COM 02341W103 725 31,657 X 31,657
AMEDISYS INC COM 023436108 613 14,057 X 14,057
AMERICAN ELEC PWR INC COM 025537101 788 25,442 X 25,442
AMERICAN EXPRESS CO COM 025816109 1,836 54,148 X 54,148
AMERICAN FINL GROUP INC OHIO COM 025932104 1,421 55,720 X 55,720
AMERICAN GREETINGS CORP CL A 026375105 486 21,779 X 21,779
AMERICAN MED SYS HLDGS INC COM 02744M108 502 29,642 X 29,642
AMERICAN PUBLIC EDUCATION IN COM 02913V103 263 7,580 X 7,580
AMERICAN TOWER CORP CL A 029912201 773 21,223 X 21,223
AMERICAN SUPERCONDUCTOR CORP COM 030111108 255 7,596 X 7,596
AMERICREDIT CORP COM 03060R101 197 12,471 X 12,471
AMERON INTL INC COM 030710107 990 14,146 X 14,146
AMGEN INC COM 031162100 3,756 62,361 X 62,361
AMKOR TECHNOLOGY INC COM 031652100 445 64,694 X 64,694
AMSURG CORP COM 03232P405 540 25,443 X 25,443
ANADARKO PETE CORP COM 032511107 1,671 26,639 X 26,639
ANDERSONS INC COM 034164103 474 13,461 X 13,461
ANGIODYNAMICS INC COM 03475V101 155 11,278 X 11,278
ANIXTER INTL INC COM 035290105 422 10,512 X 10,512
ANNALY CAP MGMT INC COM 035710409 1,176 64,837 X 64,837
ANWORTH MORTGAGE ASSET CP COM 037347101 756 95,905 X 95,905
APACHE CORP COM 037411105 2,178 23,717 X 23,717
APOGEE ENTERPRISES INC COM 037598109 867 57,704 X 57,704
APOLLO GROUP INC CL A 037604105 294 3,989 X 3,989
APPLE INC COM 037833100 8,824 47,609 X 47,609
APPLIED MATLS INC COM 038222105 2,389 178,525 X 178,525
ARCHER DANIELS MIDLAND CO COM 039483102 1,001 34,261 X 34,261
ARES CAP CORP COM 04010L103 138 12,567 X 12,567
ARGON ST INC COM 040149106 583 30,609 X 30,609
ARMSTRONG WORLD INDS INC NEW COM 04247X102 485 14,081 X 14,081
ARRIS GROUP INC COM 04269Q100 480 36,926 X 36,926
ARROW ELECTRS INC COM 042735100 241 8,547 X 8,547
ARVINMERITOR INC COM 043353101 436 55,766 X 55,766
ASSOCIATED BANC CORP COM 045487105 206 18,030 X 18,030
ATLANTIC TELE NETWORK INC COM NEW 049079205 523 9,794 X 9,794
AURIZON MINES LTD COM 05155P106 316 72,500 X 72,500
AUTOLIV INC COM 052800109 834 24,812 X 24,812
AUTOMATIC DATA PROCESSING IN COM 053015103 3,250 82,709 X 82,709
AVERY DENNISON CORP COM 053611109 1,301 36,128 X 36,128
AVISTA CORP COM 05379B107 446 22,070 X 22,070
AVOCENT CORP COM 053893103 660 32,546 X 32,546
BB&T CORP COM 054937107 940 34,522 X 34,522
BCE INC COM NEW 05534B760 713 28,921 X 28,921
BGC PARTNERS INC CL A 05541T101 100 23,256 X 23,256
BP PLC SPONSORED ADR 055622104 490 9,206 X 9,206
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 313 4,198 X 4,198
BT GROUP PLC ADR 05577E101 653 31,377 X 31,377
BAKER HUGHES INC COM 057224107 705 16,526 X 16,526
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 496 27,786 X 27,786
BANK OF AMERICA CORPORATION COM 060505104 10,266 606,753 X 606,753
BANK HAWAII CORP COM 062540109 403 9,697 X 9,697
BANK MONTREAL QUE COM 063671101 662 13,079 X 13,079
BANK OF NEW YORK MELLON CORP COM 064058100 3,445 118,835 X 118,835
BARE ESCENTUALS INC COM 067511105 493 41,490 X 41,490
BARNES & NOBLE INC COM 067774109 757 34,081 X 34,081
BAXTER INTL INC COM 071813109 1,842 32,310 X 32,310
BECTON DICKINSON & CO COM 075887109 892 12,784 X 12,784
BEMIS INC COM 081437105 1,420 54,796 X 54,796
BERRY PETE CO CL A 085789105 475 17,725 X 17,725
BEST BUY INC COM 086516101 674 17,973 X 17,973
BHP BILLITON LTD SPONSORED ADR 088606108 528 8,002 X 8,002
BIG 5 SPORTING GOODS CORP COM 08915P101 658 43,587 X 43,587
BIG LOTS INC COM 089302103 369 14,743 X 14,743
BIOCRYST PHARMACEUTICALS COM 09058V103 147 17,858 X 17,858
BIOGEN IDEC INC COM 09062X103 778 15,400 X 15,400
BIOMED REALTY TRUST INC COM 09063H107 184 13,300 X 13,300
BIOVAIL CORP COM 09067J109 537 34,825 X 34,825
BLACKROCK INC COM 09247X101 233 1,073 X 1,073
BLACKROCK KELSO CAPITAL CORP COM 092533108 108 14,551 X 14,551
BLOCK H & R INC COM 093671105 740 40,269 X 40,269
BLUE COAT SYSTEMS INC COM NEW 09534T508 576 25,489 X 25,489
BOEING CO COM 097023105 2,099 38,757 X 38,757
BOSTON BEER INC CL A 100557107 448 12,071 X 12,071
BOSTON SCIENTIFIC CORP COM 101137107 851 80,390 X 80,390
BRADY CORP CL A 104674106 371 12,924 X 12,924
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 132 11,922 X 11,922
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 432 8,111 X 8,111
BRIDGEPOINT ED INC COM 10807M105 253 16,566 X 16,566
BRIGHAM EXPLORATION CO COM 109178103 477 52,575 X 52,575
BRISTOL MYERS SQUIBB CO COM 110122108 4,660 206,927 X 206,927
BROADCOM CORP CL A 111320107 1,312 42,753 X 42,753
BROADPOINT GLEACHER SECS GRO COM 11134A103 479 57,444 X 57,444
BROWN SHOE INC NEW COM 115736100 438 54,593 X 54,593
BUCKLE INC COM 118440106 328 9,595 X 9,595
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,563 32,103 X 32,103
BWAY HOLDING COMPANY COM 12429T104 504 27,217 X 27,217
CBL & ASSOC PPTYS INC COM 124830100 121 12,464 X 12,464
CH ENERGY GROUP INC COM 12541M102 473 10,674 X 10,674
CKE RESTAURANTS INC COM 12561E105 318 30,289 X 30,289
CKX INC COM 12562M106 319 47,575 X 47,575
CME GROUP INC COM 12572Q105 2,608 8,463 X 8,463
CNOOC LTD SPONSORED ADR 126132109 501 3,697 X 3,697
CNX GAS CORP COM 12618H309 526 17,124 X 17,124
CSG SYS INTL INC COM 126349109 508 31,731 X 31,731
CSX CORP COM 126408103 875 20,892 X 20,892
CVB FINL CORP COM 126600105 282 37,179 X 37,179
CVR ENERGY INC COM 12662P108 500 40,224 X 40,224
CVS CAREMARK CORPORATION COM 126650100 2,777 77,695 X 77,695
CA INC COM 12673P105 484 22,029 X 22,029
CABELAS INC COM 126804301 940 70,465 X 70,465
CACI INTL INC CL A 127190304 441 9,331 X 9,331
CAL DIVE INTL INC DEL COM 12802T101 900 90,951 X 90,951
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 472 29,791 X 29,791
CAMERON INTERNATIONAL CORP COM 13342B105 524 13,847 X 13,847
CDN IMPERIAL BK OF COMMERCE COM 136069101 700 11,475 X 11,475
CAPITAL ONE FINL CORP COM 14040H105 1,573 44,038 X 44,038
CAPITALSOURCE INC COM 14055X102 138 31,892 X 31,892
CAPSTEAD MTG CORP COM NO PAR 14067E506 166 11,902 X 11,902
CARBO CERAMICS INC COM 140781105 966 18,745 X 18,745
CARDINAL HEALTH INC COM 14149Y108 515 19,217 X 19,217
CARDIOME PHARMA CORP COM NEW 14159U202 143 32,935 X 32,935
CAREFUSION CORP COM 14170T101 209 9,609 X 9,609
CARLISLE COS INC COM 142339100 625 18,425 X 18,425
CARNIVAL CORP PAIRED CTF 143658300 778 23,380 X 23,380
CARTER INC COM 146229109 658 24,626 X 24,626
CASCADE CORP COM 147195101 560 20,952 X 20,952
CASH AMER INTL INC COM 14754D100 466 15,463 X 15,463
CATERPILLAR INC DEL COM 149123101 1,648 32,114 X 32,114
CELGENE CORP COM 151020104 1,373 24,564 X 24,564
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 524 65,652 X 65,652
CENTENE CORP DEL COM 15135B101 1,104 58,314 X 58,314
CENTURYTEL INC COM 156700106 1,262 37,569 X 37,569
CERADYNE INC COM 156710105 544 29,698 X 29,698
CHARLOTTE RUSSE HLDG INC COM 161048103 873 49,880 X 49,880
CHATTEM INC COM 162456107 312 4,693 X 4,693
CHECKPOINT SYS INC COM 162825103 459 27,915 X 27,915
CHEESECAKE FACTORY INC COM 163072101 609 32,899 X 32,899
CHESAPEAKE ENERGY CORP COM 165167107 949 33,415 X 33,415
CHEVRON CORP NEW COM 166764100 9,504 134,943 X 134,943
CHILDRENS PL RETAIL STORES I COM 168905107 323 10,795 X 10,795
CHIMERA INVT CORP COM 16934Q109 528 138,175 X 138,175
CHOICE HOTELS INTL INC COM 169905106 328 10,558 X 10,558
CHRISTOPHER & BANKS CORP COM 171046105 209 30,902 X 30,902
CHUBB CORP COM 171232101 2,177 43,185 X 43,185
CINCINNATI BELL INC NEW COM 171871106 521 148,794 X 148,794
CIRCOR INTL INC COM 17273K109 446 15,778 X 15,778
CISCO SYS INC COM 17275R102 7,246 307,810 X 307,810
CIRRUS LOGIC INC COM 172755100 455 81,840 X 81,840
CITIGROUP INC COM 172967101 4,820 995,885 X 995,885
CITY NATL CORP COM 178566105 292 7,497 X 7,497
CNINSURE INC SPONSORED ADR 18976M103 464 20,216 X 20,216
COCA COLA CO COM 191216100 6,634 123,542 X 123,542
COGENT COMM GROUP INC COM NEW 19239V302 124 10,963 X 10,963
COGNEX CORP COM 192422103 221 13,486 X 13,486
COLGATE PALMOLIVE CO COM 194162103 3,674 48,170 X 48,170
COMCAST CORP NEW CL A 20030N101 4,791 283,842 X 283,842
CGG VERITAS SPONSORED ADR 204386106 234 10,016 X 10,016
COMPASS MINERALS INTL INC COM 20451N101 301 4,882 X 4,882
COMPUTER PROGRAMS & SYS INC COM 205306103 439 10,600 X 10,600
COMSTOCK RES INC COM NEW 205768203 357 8,907 X 8,907
CON-WAY INC COM 205944101 517 13,492 X 13,492
CONMED CORP COM 207410101 419 21,855 X 21,855
CONOCOPHILLIPS COM 20825C104 3,571 79,067 X 79,067
CONSOLIDATED GRAPHICS INC COM 209341106 523 20,965 X 20,965
CONVERGYS CORP COM 212485106 116 11,663 X 11,663
COOPER TIRE & RUBR CO COM 216831107 519 29,500 X 29,500
CORINTHIAN COLLEGES INC COM 218868107 386 20,789 X 20,789
CORNING INC COM 219350105 1,270 82,925 X 82,925
COSTCO WHSL CORP NEW COM 22160K105 2,934 52,041 X 52,041
COVENTRY HEALTH CARE INC COM 222862104 650 32,561 X 32,561
CRESUD S A C I F Y A SPONSORED ADR 226406106 233 18,080 X 18,080
CROSS TIMBERS RTY TR TR UNIT 22757R109 453 14,702 X 14,702
CRUCELL N V SPONSORED ADR 228769105 259 11,326 X 11,326
CRYOLIFE INC COM 228903100 434 54,491 X 54,491
CUBIC CORP COM 229669106 648 16,405 X 16,405
CYBERONICS INC COM 23251P102 662 41,524 X 41,524
CYMER INC COM 232572107 477 12,281 X 12,281
DCT INDUSTRIAL TRUST INC COM 233153105 115 22,569 X 22,569
DAKTRONICS INC COM 234264109 786 91,707 X 91,707
DANAHER CORP DEL COM 235851102 929 13,793 X 13,793
DARLING INTL INC COM 237266101 448 60,907 X 60,907
DEL MONTE FOODS CO COM 24522P103 490 42,312 X 42,312
DELL INC COM 24702R101 1,395 91,419 X 91,419
DELPHI FINL GROUP INC CL A 247131105 646 28,530 X 28,530
DELUXE CORP COM 248019101 1,083 63,310 X 63,310
DENNYS CORP COM 24869P104 279 104,818 X 104,818
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,192 87,281 X 87,281
DEVELOPERS DIVERSIFIED RLTY COM 251591103 117 12,653 X 12,653
DEVON ENERGY CORP NEW COM 25179M103 1,595 23,690 X 23,690
DIAMOND FOODS INC COM 252603105 630 19,863 X 19,863
DIAMONDROCK HOSPITALITY CO COM 252784301 203 25,077 X 25,077
DIODES INC COM 254543101 437 24,154 X 24,154
DIONEX CORP COM 254546104 365 5,624 X 5,624
DIRECTV GROUP INC COM 25459L106 677 24,531 X 24,531
DISNEY WALT CO COM DISNEY 254687106 2,721 99,088 X 99,088
DOLAN MEDIA CO COM 25659P402 517 43,096 X 43,096
DOLBY LABORATORIES INC COM 25659T107 643 16,831 X 16,831
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 202 8,214 X 8,214
DOMINION RES INC VA NEW COM 25746U109 2,597 75,282 X 75,282
DOMINOS PIZZA INC COM 25754A201 879 99,389 X 99,389
DONNELLEY R R & SONS CO COM 257867101 744 35,003 X 35,003
DORAL FINL CORP COM NEW 25811P886 347 93,773 X 93,773
DORCHESTER MINERALS LP COM UNIT 25820R105 315 13,939 X 13,939
DOVER CORP COM 260003108 679 17,507 X 17,507
DOW CHEM CO COM 260543103 2,310 88,616 X 88,616
DRESS BARN INC COM 261570105 408 22,734 X 22,734
DREW INDS INC COM NEW 26168L205 528 24,356 X 24,356
DU PONT E I DE NEMOURS & CO COM 263534109 2,175 67,677 X 67,677
DUKE ENERGY CORP NEW COM 26441C105 2,486 157,941 X 157,941
DUOYUAN GLOBAL WTR INC SPONSORED ADR 266043108 480 14,542 X 14,542
E M C CORP MASS COM 268648102 3,913 229,608 X 229,608
ENI S P A SPONSORED ADR 26874R108 1,221 24,500 X 24,500
EOG RES INC COM 26875P101 1,115 13,356 X 13,356
EPIQ SYS INC COM 26882D109 917 63,269 X 63,269
EV3 INC COM 26928A200 507 41,149 X 41,149
EAGLE MATERIALS INC COM 26969P108 531 18,579 X 18,579
EARTHLINK INC COM 270321102 442 52,585 X 52,585
EASTGROUP PPTY INC COM 277276101 221 5,782 X 5,782
EASTMAN CHEM CO COM 277432100 713 13,316 X 13,316
EATON CORP COM 278058102 640 11,302 X 11,302
EBAY INC COM 278642103 3,457 146,464 X 146,464
EBIX INC COM NEW 278715206 216 3,903 X 3,903
EDWARDS LIFESCIENCES CORP COM 28176E108 353 5,047 X 5,047
EL PASO ELEC CO COM NEW 283677854 435 24,646 X 24,646
ELECTRO OPTICAL SCIENCES INC COM 285192100 158 16,500 X 16,500
ELLIS PERRY INTL INC COM 288853104 239 14,871 X 14,871
EMCOR GROUP INC COM 29084Q100 627 24,777 X 24,777
EMERITUS CORP COM 291005106 496 22,588 X 22,588
EMERSON ELEC CO COM 291011104 1,607 40,103 X 40,103
ENCANA CORP COM 292505104 466 8,092 X 8,092
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 809 35,731 X 35,731
ENERGEN CORP COM 29265N108 573 13,303 X 13,303
ENERSYS COM 29275Y102 238 10,759 X 10,759
ENERGYSOLUTIONS INC COM 292756202 494 53,617 X 53,617
ENTERGY CORP NEW COM 29364G103 836 10,465 X 10,465
EPICOR SOFTWARE CORP COM 29426L108 302 47,461 X 47,461
EQUITY LIFESTYLE PPTYS INC COM 29472R108 220 5,135 X 5,135
EQUITY ONE COM 294752100 220 14,015 X 14,015
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,162 115,957 X 115,957
ESTERLINE TECHNOLOGIES CORP COM 297425100 509 12,981 X 12,981
ETHAN ALLEN INTERIORS INC COM 297602104 449 27,239 X 27,239
EXELON CORP COM 30161N101 2,447 49,311 X 49,311
EXELIXIS INC COM 30161Q104 471 73,863 X 73,863
EXPRESS SCRIPTS INC COM 302182100 1,026 13,225 X 13,225
EXXON MOBIL CORP COM 30231G102 20,837 303,708 X 303,708
FBL FINL GROUP INC CL A 30239F106 542 27,910 X 27,910
FEI CO COM 30241L109 578 23,459 X 23,459
FNB CORP PA COM 302520101 353 49,587 X 49,587
FPL GROUP INC COM 302571104 3,169 57,370 X 57,370
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 469 45,803 X 45,803
FAMILY DLR STORES INC COM 307000109 767 29,056 X 29,056
FARO TECHNOLOGIES INC COM 311642102 516 30,023 X 30,023
FEDEX CORP COM 31428X106 2,835 37,692 X 37,692
FEMALE HEALTH CO COM 314462102 101 19,905 X 19,905
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 372 18,667 X 18,667
FIDELITY NATL INFORMATION SV COM 31620M106 514 20,133 X 20,133
FINISH LINE INC CL A 317923100 454 44,659 X 44,659
FIRST FINL BANKSHARES COM 32020R109 508 10,264 X 10,264
FIRST FINL BANCORP OH COM 320209109 205 17,015 X 17,015
FIRST MERCURY FINANCIAL CORP COM 320841109 200 15,016 X 15,016
FIRST MIDWEST BANCORP DEL COM 320867104 142 12,587 X 12,587
FIRST SOLAR INC COM 336433107 419 2,739 X 2,739
FIRSTENERGY CORP COM 337932107 2,263 49,495 X 49,495
FORCE PROTECTION INC COM NEW 345203202 483 88,449 X 88,449
FORD MTR CO DEL COM PAR $0.01 345370860 2,670 370,254 X 370,254
FORRESTER RESH INC COM 346563109 359 13,483 X 13,483
FORTUNE BRANDS INC COM 349631101 656 15,268 X 15,268
FRANCE TELECOM SPONSORED ADR 35177Q105 661 24,549 X 24,549
FRANKLIN RES INC COM 354613101 809 8,040 X 8,040
FRANKLIN STREET PPTYS CORP COM 35471R106 186 14,200 X 14,200
FREDS INC CL A 356108100 409 32,153 X 32,153
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,508 21,974 X 21,974
FREIGHTCAR AMER INC COM 357023100 469 19,317 X 19,317
FRONTIER COMMUNICATIONS CORP COM 35906A108 756 100,235 X 100,235
FULLER H B CO COM 359694106 490 23,422 X 23,422
FURNITURE BRANDS INTL INC COM 360921100 475 85,960 X 85,960
G & K SVCS INC CL A 361268105 280 12,656 X 12,656
G-III APPAREL GROUP LTD COM 36237H101 455 32,163 X 32,163
GANNETT INC COM 364730101 188 15,000 X 15,000
GAP INC DEL COM 364760108 1,036 48,403 X 48,403
GARTNER INC COM 366651107 251 13,763 X 13,763
GAYLORD ENTMT CO NEW COM 367905106 420 20,879 X 20,879
GEN-PROBE INC NEW COM 36866T103 300 7,247 X 7,247
GENCORP INC COM 368682100 174 32,417 X 32,417
GENERAL DYNAMICS CORP COM 369550108 2,740 42,422 X 42,422
GENERAL ELECTRIC CO COM 369604103 10,003 609,207 X 609,207
GENERAL MLS INC COM 370334104 1,130 17,557 X 17,557
GENUINE PARTS CO COM 372460105 711 18,669 X 18,669
GENWORTH FINL INC COM CL A 37247D106 655 54,773 X 54,773
GENZYME CORP COM 372917104 817 14,396 X 14,396
GERDAU AMERISTEEL CORP COM 37373P105 377 47,611 X 47,611
GILEAD SCIENCES INC COM 375558103 2,252 48,437 X 48,437
GLADSTONE CAPITAL CORP COM 376535100 136 15,238 X 15,238
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 730 18,487 X 18,487
GLOBAL INDS LTD COM 379336100 456 47,986 X 47,986
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 499 48,588 X 48,588
GOLDMAN SACHS GROUP INC COM 38141G104 6,926 37,569 X 37,569
GOOGLE INC CL A 38259P508 6,337 12,780 X 12,780
GRACO INC COM 384109104 420 15,063 X 15,063
GRAHAM CORP COM 384556106 441 28,364 X 28,364
GREAT LAKES DREDGE & DOCK CO COM 390607109 491 70,410 X 70,410
GREIF INC CL A 397624107 529 9,609 X 9,609
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 518 18,390 X 18,390
GULF ISLAND FABRICATION INC COM 402307102 212 11,327 X 11,327
H & E EQUIPMENT SERVICES INC COM 404030108 506 44,635 X 44,635
HCC INS HLDGS INC COM 404132102 694 25,383 X 25,383
HNI CORP COM 404251100 555 23,497 X 23,497
HRPT PPTYS TR COM SH BEN INT 40426W101 483 64,255 X 64,255
HSBC HLDGS PLC SPON ADR NEW 404280406 661 11,529 X 11,529
HALLIBURTON CO COM 406216101 1,298 47,874 X 47,874
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 452 32,601 X 32,601
HANSEN NAT CORP COM 411310105 427 11,618 X 11,618
HARRIS CORP DEL COM 413875105 673 17,899 X 17,899
HARSCO CORP COM 415864107 598 16,879 X 16,879
HARTE-HANKS INC COM 416196103 618 44,650 X 44,650
HARTFORD FINL SVCS GROUP INC COM 416515104 655 24,734 X 24,734
HASBRO INC COM 418056107 714 25,726 X 25,726
HATTERAS FINL CORP COM 41902R103 329 10,967 X 10,967
HAWKINS INC COM 420261109 218 9,319 X 9,319
HEALTHSPRING INC COM 42224N101 426 34,805 X 34,805
HEALTHWAYS INC COM 422245100 392 25,575 X 25,575
HEARTLAND EXPRESS INC COM 422347104 312 21,663 X 21,663
HEIDRICK & STRUGGLES INTL IN COM 422819102 415 17,837 X 17,837
HENRY JACK & ASSOC INC COM 426281101 242 10,299 X 10,299
HERCULES TECH GROWTH CAP INC COM 427096508 126 12,867 X 12,867
HESS CORP COM 42809H107 828 15,497 X 15,497
HEWLETT PACKARD CO COM 428236103 8,047 170,450 X 170,450
HHGREGG INC COM 42833L108 507 29,906 X 29,906
HILLENBRAND INC COM 431571108 318 15,591 X 15,591
HOME DEPOT INC COM 437076102 2,411 90,519 X 90,519
HONEYWELL INTL INC COM 438516106 2,099 56,498 X 56,498
HORACE MANN EDUCATORS CORP N COM 440327104 197 14,068 X 14,068
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 490 24,031 X 24,031
HOT TOPIC INC COM 441339108 567 75,687 X 75,687
HUBBELL INC CL B 443510201 756 18,000 X 18,000
HUGOTON RTY TR TEX UNIT BEN INT 444717102 466 26,022 X 26,022
HUNTINGTON BANCSHARES INC COM 446150104 112 23,821 X 23,821
HUNTSMAN CORP COM 447011107 178 19,578 X 19,578
HUTCHINSON TECHNOLOGY INC COM 448407106 381 53,594 X 53,594
ICU MED INC COM 44930G107 262 7,104 X 7,104
IPCS INC COM NEW 44980Y305 510 29,316 X 29,316
ISTAR FINL INC COM 45031U101 119 39,170 X 39,170
ITT CORP NEW COM 450911102 512 9,817 X 9,817
ILLINOIS TOOL WKS INC COM 452308109 2,232 52,253 X 52,253
INDEPENDENT BANK CORP MASS COM 453836108 602 27,203 X 27,203
INFINITY PPTY & CAS CORP COM 45665Q103 604 14,229 X 14,229
INFOSPACE INC COM PAR $.0001 45678T300 482 62,485 X 62,485
INSIGHT ENTERPRISES INC COM 45765U103 436 35,677 X 35,677
INNOSPEC INC COM 45768S105 419 28,430 X 28,430
INSTEEL INDUSTRIES INC COM 45774W108 521 43,558 X 43,558
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 591 17,317 X 17,317
INTEGRATED DEVICE TECHNOLOGY COM 458118106 168 24,900 X 24,900
INTEL CORP COM 458140100 7,746 395,801 X 395,801
INTERFACE INC CL A 458665106 770 92,789 X 92,789
INTERDIGITAL INC COM 45867G101 1,023 44,172 X 44,172
INTERLINE BRANDS INC COM 458743101 496 29,415 X 29,415
INTERMEC INC COM 458786100 343 24,324 X 24,324
INTERNATIONAL BUSINESS MACHS COM 459200101 10,581 88,466 X 88,466
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 376 9,900 X 9,900
INTL PAPER CO COM 460146103 653 29,363 X 29,363
INVESTORS REAL ESTATE TR SH BEN INT 461730103 115 12,760 X 12,760
IRIS INTL INC COM 46270W105 127 11,237 X 11,237
ISHARES TR INDEX RUSSELL MIDCAP 464287499 60,473 773,019 X 773,019
ISHARES TR INDEX RUSSELL 2000 464287655 32,087 532,660 X 532,660
ISHARES TR INDEX RUSSELL 3000 464287689 18,163 293,000 X 293,000
JDA SOFTWARE GROUP INC COM 46612K108 457 20,827 X 20,827
JPMORGAN CHASE & CO COM 46625H100 8,979 204,896 X 204,896
JACK IN THE BOX INC COM 466367109 411 20,068 X 20,068
JANUS CAP GROUP INC COM 47102X105 221 15,597 X 15,597
JAZZ PHARMACEUTICALS INC COM 472147107 409 50,957 X 50,957
JOHN BEAN TECHNOLOGIES CORP COM 477839104 469 25,824 X 25,824
JOHNSON & JOHNSON COM 478160104 11,769 193,281 X 193,281
JOHNSON CTLS INC COM 478366107 811 31,714 X 31,714
JONES APPAREL GROUP INC COM 480074103 517 28,861 X 28,861
JOS A BANK CLOTHIERS INC COM 480838101 223 4,990 X 4,990
JOY GLOBAL INC COM 481165108 615 12,571 X 12,571
JUNIPER NETWORKS INC COM 48203R104 754 27,919 X 27,919
KBW INC COM 482423100 492 15,268 X 15,268
KAPSTONE PAPER & PACKAGING C COM 48562P103 635 77,983 X 77,983
KELLOGG CO COM 487836108 668 13,575 X 13,575
KENDLE INTERNATIONAL INC COM 48880L107 404 24,137 X 24,137
KENEXA CORP COM 488879107 135 10,036 X 10,036
KILROY RLTY CORP COM 49427F108 326 11,767 X 11,767
KIMBERLY CLARK CORP COM 494368103 4,070 69,001 X 69,001
KIMCO REALTY CORP COM 49446R109 684 52,472 X 52,472
KINDRED HEALTHCARE INC COM 494580103 984 60,613 X 60,613
KINETIC CONCEPTS INC COM NEW 49460W208 750 20,271 X 20,271
KING PHARMACEUTICALS INC COM 495582108 519 48,173 X 48,173
KIRBY CORP COM 497266106 360 9,786 X 9,786
KIRKLANDS INC COM 497498105 363 25,504 X 25,504
KNOLL INC COM NEW 498904200 425 40,737 X 40,737
KNIGHT TRANSN INC COM 499064103 312 18,587 X 18,587
KNOT INC COM 499184109 508 46,524 X 46,524
KOHLS CORP COM 500255104 928 16,261 X 16,261
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 654 26,849 X 26,849
KOPPERS HOLDINGS INC COM 50060P106 859 28,985 X 28,985
KOPIN CORP COM 500600101 281 58,502 X 58,502
KRAFT FOODS INC CL A 50075N104 2,065 78,596 X 78,596
KROGER CO COM 501044101 719 34,816 X 34,816
LHC GROUP INC COM 50187A107 661 22,074 X 22,074
LA Z BOY INC COM 505336107 134 15,463 X 15,463
LACLEDE GROUP INC COM 505597104 388 12,078 X 12,078
LANCASTER COLONY CORP COM 513847103 968 18,881 X 18,881
LANDAUER INC COM 51476K103 247 4,498 X 4,498
LANDSTAR SYS INC COM 515098101 378 9,927 X 9,927
LAYNE CHRISTENSEN CO COM 521050104 524 16,341 X 16,341
LEGG MASON INC COM 524901105 716 23,067 X 23,067
LENDER PROCESSING SVCS INC COM 52602E102 543 14,218 X 14,218
LEXMARK INTL NEW CL A 529771107 492 22,831 X 22,831
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 861 27,660 X 27,660
LIFE TECHNOLOGIES CORP COM 53217V109 511 10,972 X 10,972
LIFEPOINT HOSPITALS INC COM 53219L109 625 23,098 X 23,098
LILLY ELI & CO COM 532457108 2,490 75,388 X 75,388
LINCOLN ELEC HLDGS INC COM 533900106 540 11,379 X 11,379
LINCOLN NATL CORP IND COM 534187109 743 28,694 X 28,694
LINDSAY CORP COM 535555106 228 5,780 X 5,780
LINN ENERGY LLC UNIT LTD LIAB 536020100 240 10,490 X 10,490
LITTELFUSE INC COM 537008104 390 14,876 X 14,876
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 675 101,205 X 101,205
LO-JACK CORP COM 539451104 66 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 1,978 25,337 X 25,337
LODGENET INTERACTIVE CORP COM 540211109 472 62,545 X 62,545
LOEWS CORP COM 540424108 599 17,488 X 17,488
LORILLARD INC COM 544147101 335 4,513 X 4,513
LOUISIANA PAC CORP COM 546347105 459 68,801 X 68,801
LOWES COS INC COM 548661107 1,647 78,661 X 78,661
M & T BK CORP COM 55261F104 727 11,671 X 11,671
MFA FINANCIAL INC COM 55272X102 726 91,193 X 91,193
MGE ENERGY INC COM 55277P104 484 13,277 X 13,277
MSC INDL DIRECT INC CL A 553530106 261 5,999 X 5,999
MSCI INC CL A 55354G100 372 12,548 X 12,548
MTS SYS CORP COM 553777103 1,097 37,556 X 37,556
MYR GROUP INC DEL COM 55405W104 523 24,810 X 24,810
MACK CALI RLTY CORP COM 554489104 361 11,164 X 11,164
MADDEN STEVEN LTD COM 556269108 381 10,347 X 10,347
MAGELLAN HEALTH SVCS INC COM NEW 559079207 366 11,778 X 11,778
MANTECH INTL CORP CL A 564563104 439 9,314 X 9,314
MANULIFE FINL CORP COM 56501R106 703 33,555 X 33,555
MAP PHARMACEUTICALS INC COM 56509R108 482 46,106 X 46,106
MARATHON OIL CORP COM 565849106 1,205 37,772 X 37,772
MARCUS CORP COM 566330106 185 14,471 X 14,471
MARSHALL & ILSLEY CORP NEW COM 571837103 130 16,169 X 16,169
MARTEK BIOSCIENCES CORP COM 572901106 525 23,255 X 23,255
MARTEN TRANS LTD COM 573075108 269 15,762 X 15,762
MASCO CORP COM 574599106 1,079 83,545 X 83,545
MASTEC INC COM 576323109 152 12,529 X 12,529
MASTERCARD INC CL A 57636Q104 918 4,542 X 4,542
MATRIXX INITIATIVES INC COM 57685L105 80 14,094 X 14,094
MATTEL INC COM 577081102 1,229 66,553 X 66,553
MAXIM INTEGRATED PRODS INC COM 57772K101 731 40,291 X 40,291
MAXYGEN INC COM 577776107 288 43,000 X 43,000
MAXIMUS INC COM 577933104 422 9,050 X 9,050
MCDONALDS CORP COM 580135101 3,360 58,878 X 58,878
MCGRATH RENTCORP COM 580589109 713 33,530 X 33,530
MCGRAW HILL COS INC COM 580645109 511 20,316 X 20,316
MCKESSON CORP COM 58155Q103 863 14,487 X 14,487
MCMORAN EXPLORATION CO COM 582411104 393 52,001 X 52,001
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,009 54,410 X 54,410
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 542 94,064 X 94,064
MEDICINES CO COM 584688105 144 13,058 X 13,058
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 573 26,837 X 26,837
MEDIFAST INC COM 58470H101 472 21,747 X 21,747
MEDTRONIC INC COM 585055106 2,198 59,732 X 59,732
MENS WEARHOUSE INC COM 587118100 893 36,145 X 36,145
MENTOR GRAPHICS CORP COM 587200106 520 55,881 X 55,881
MERCK & CO INC COM 589331107 4,248 134,316 X 134,316
MERIDIAN BIOSCIENCE INC COM 589584101 506 20,250 X 20,250
METALICO INC COM 591176102 113 27,000 X 27,000
METLIFE INC COM 59156R108 2,716 71,340 X 71,340
METTLER TOLEDO INTERNATIONAL COM 592688105 361 3,984 X 3,984
MICREL INC COM 594793101 338 41,475 X 41,475
MICROSOFT CORP COM 594918104 10,579 411,300 X 411,300
MICROSTRATEGY INC CL A NEW 594972408 910 12,715 X 12,715
MICROSEMI CORP COM 595137100 393 24,876 X 24,876
MID-AMER APT CMNTYS INC COM 59522J103 216 4,780 X 4,780
MILLER HERMAN INC COM 600544100 386 22,805 X 22,805
MOBILE MINI INC COM 60740F105 191 11,000 X 11,000
MOHAWK INDS INC COM 608190104 447 9,376 X 9,376
MONSANTO CO NEW COM 61166W101 2,254 29,126 X 29,126
MOOG INC CL A 615394202 404 13,707 X 13,707
MORGAN STANLEY COM NEW 617446448 4,519 146,338 X 146,338
MOSAIC CO COM 61945A107 406 8,442 X 8,442
MOTOROLA INC COM 620076109 1,051 122,335 X 122,335
MOVADO GROUP INC COM 624580106 205 14,103 X 14,103
MUELLER INDS INC COM 624756102 370 15,509 X 15,509
MURPHY OIL CORP COM 626717102 490 8,509 X 8,509
NCI BUILDING SYS INC COM 628852105 389 121,454 X 121,454
NCR CORP NEW COM 62886E108 504 36,444 X 36,444
NVE CORP COM NEW 629445206 409 7,703 X 7,703
NATIONAL FINL PARTNERS CORP COM 63607P208 404 46,327 X 46,327
NATIONAL OILWELL VARCO INC COM 637071101 962 22,314 X 22,314
NATIONAL PRESTO INDS INC COM 637215104 235 2,713 X 2,713
NATIONAL RETAIL PROPERTIES I COM 637417106 1,036 48,239 X 48,239
NATIONAL SEMICONDUCTOR CORP COM 637640103 368 25,814 X 25,814
NATIONWIDE HEALTH PPTYS INC COM 638620104 201 6,479 X 6,479
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 433 20,733 X 20,733
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 586 27,959 X 27,959
NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 410 35,553 X 35,553
NETEASE COM INC SPONSORED ADR 64110W102 519 11,366 X 11,366
NETGEAR INC COM 64111Q104 479 26,129 X 26,129
NEUSTAR INC CL A 64126X201 388 17,190 X 17,190
NEUTRAL TANDEM INC COM 64128B108 470 20,660 X 20,660
NEW JERSEY RES COM 646025106 245 6,760 X 6,760
NEWELL RUBBERMAID INC COM 651229106 712 45,353 X 45,353
NEWMARKET CORP COM 651587107 493 5,298 X 5,298
NEWMONT MINING CORP COM 651639106 1,124 25,545 X 25,545
NEWS CORP CL A 65248E104 3,061 255,930 X 255,930
NIKE INC CL B 654106103 1,248 19,282 X 19,282
NOKIA CORP SPONSORED ADR 654902204 730 49,953 X 49,953
NORFOLK SOUTHERN CORP COM 655844108 844 19,588 X 19,588
NORTHERN TR CORP COM 665859104 748 12,859 X 12,859
NORTHROP GRUMMAN CORP COM 666807102 1,554 30,036 X 30,036
NORTHSTAR RLTY FIN CORP COM 66704R100 164 46,627 X 46,627
NORTHWEST PIPE CO COM 667746101 456 13,611 X 13,611
NOVARTIS A G SPONSORED ADR 66987V109 693 13,750 X 13,750
NOVO-NORDISK A S ADR 670100205 518 8,229 X 8,229
NU SKIN ENTERPRISES INC CL A 67018T105 522 28,144 X 28,144
NUCOR CORP COM 670346105 788 16,772 X 16,772
NUTRI SYS INC NEW COM 67069D108 292 19,160 X 19,160
NUVASIVE INC COM 670704105 298 7,132 X 7,132
O CHARLEYS INC COM 670823103 461 49,178 X 49,178
OCCIDENTAL PETE CORP DEL COM 674599105 3,392 43,259 X 43,259
OCWEN FINL CORP COM NEW 675746309 405 35,804 X 35,804
ODYSSEY HEALTHCARE INC COM 67611V101 490 39,205 X 39,205
OFFICEMAX INC DEL COM 67622P101 513 40,787 X 40,787
OLD NATL BANCORP IND COM 680033107 145 12,978 X 12,978
OLD REP INTL CORP COM 680223104 647 53,154 X 53,154
OMNICOM GROUP INC COM 681919106 613 16,591 X 16,591
OMEGA HEALTHCARE INVS INC COM 681936100 202 12,582 X 12,582
OMNIVISION TECHNOLOGIES INC COM 682128103 466 28,641 X 28,641
OMNOVA SOLUTIONS INC COM 682129101 110 17,000 X 17,000
ON SEMICONDUCTOR CORP COM 682189105 484 58,675 X 58,675
ONE LIBERTY PPTYS INC COM 682406103 95 10,521 X 10,521
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 498 26,626 X 26,626
ORACLE CORP COM 68389X105 4,251 203,981 X 203,981
ORIENTAL FINL GROUP INC COM 68618W100 609 47,937 X 47,937
ORTHOVITA INC COM 68750U102 129 29,314 X 29,314
OWENS ILL INC COM NEW 690768403 466 12,624 X 12,624
PDL BIOPHARMA INC COM 69329Y104 566 71,807 X 71,807
PG&E CORP COM 69331C108 796 19,657 X 19,657
P F CHANGS CHINA BISTRO INC COM 69333Y108 744 21,892 X 21,892
PNC FINL SVCS GROUP INC COM 693475105 1,922 39,556 X 39,556
PPG INDS INC COM 693506107 676 11,612 X 11,612
PS BUSINESS PKS INC CALIF COM 69360J107 527 10,272 X 10,272
PACCAR INC COM 693718108 731 19,381 X 19,381
PACER INTL INC TENN COM 69373H106 438 113,566 X 113,566
PACIFIC SUNWEAR CALIF INC COM 694873100 446 86,599 X 86,599
PACKAGING CORP AMER COM 695156109 389 19,053 X 19,053
PACTIV CORP COM 695257105 883 33,912 X 33,912
PAPA JOHNS INTL INC COM 698813102 229 9,323 X 9,323
PAR PHARMACEUTICAL COS INC COM 69888P106 456 21,196 X 21,196
PAREXEL INTL CORP COM 699462107 520 38,287 X 38,287
PARK NATL CORP COM 700658107 665 11,400 X 11,400
PARTNER COMMUNICATIONS CO LT ADR 70211M109 417 22,175 X 22,175
PATTERSON UTI ENERGY INC COM 703481101 258 17,105 X 17,105
PEABODY ENERGY CORP COM 704549104 531 14,269 X 14,269
PEARSON PLC SPONSORED ADR 705015105 725 58,353 X 58,353
PENNEY J C INC COM 708160106 545 16,140 X 16,140
PEPSICO INC COM 713448108 6,740 114,891 X 114,891
PERRIGO CO COM 714290103 894 26,293 X 26,293
PETMED EXPRESS INC COM 716382106 466 24,742 X 24,742
PETSMART INC COM 716768106 725 33,342 X 33,342
PFIZER INC COM 717081103 8,556 516,964 X 516,964
PHILIP MORRIS INTL INC COM 718172109 5,102 104,683 X 104,683
PIEDMONT NAT GAS INC COM 720186105 384 16,032 X 16,032
PITNEY BOWES INC COM 724479100 689 27,710 X 27,710
PLEXUS CORP COM 729132100 515 19,562 X 19,562
POLARIS INDS INC COM 731068102 596 14,603 X 14,603
POLYONE CORP COM 73179P106 580 86,939 X 86,939
POOL CORPORATION COM 73278L105 446 20,077 X 20,077
POPULAR INC COM 733174106 143 50,580 X 50,580
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 498 10,991 X 10,991
POTLATCH CORP NEW COM 737630103 210 7,383 X 7,383
POWELL INDS INC COM 739128106 260 6,785 X 6,785
PRAXAIR INC COM 74005P104 1,340 16,409 X 16,409
PRE PAID LEGAL SVCS INC COM 740065107 369 7,256 X 7,256
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 706 25,773 X 25,773
PROCTER & GAMBLE CO COM 742718109 9,009 155,548 X 155,548
PROLOGIS SH BEN INT 743410102 699 58,643 X 58,643
PROVIDENT ENERGY TR TR UNIT 74386K104 129 22,480 X 22,480
PRUDENTIAL FINL INC COM 744320102 1,129 22,622 X 22,622
PUBLIC SVC ENTERPRISE GROUP COM 744573106 849 27,002 X 27,002
QLOGIC CORP COM 747277101 538 31,303 X 31,303
QUALCOMM INC COM 747525103 3,973 88,322 X 88,322
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 311 56,351 X 56,351
QUIDEL CORP COM 74838J101 423 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 774 203,098 X 203,098
RCN CORP COM NEW 749361200 131 14,076 X 14,076
RPC INC COM 749660106 464 44,228 X 44,228
RTI INTL METALS INC COM 74973W107 403 16,176 X 16,176
RADIOSHACK CORP COM 750438103 936 56,517 X 56,517
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 217 24,291 X 24,291
RAYTHEON CO COM NEW 755111507 3,137 65,395 X 65,395
RED ROBIN GOURMET BURGERS IN COM 75689M101 435 21,311 X 21,311
REDWOOD TR INC COM 758075402 297 19,130 X 19,130
REGAL ENTMT GROUP CL A 758766109 128 10,392 X 10,392
REGIONS FINANCIAL CORP NEW COM 7591EP100 516 83,046 X 83,046
RENT A CTR INC NEW COM 76009N100 369 19,525 X 19,525
REVLON INC CL A NEW 761525609 319 65,733 X 65,733
REYNOLDS AMERICAN INC COM 761713106 1,599 35,911 X 35,911
ROBBINS & MYERS INC COM 770196103 232 9,898 X 9,898
ROCKWELL AUTOMATION INC COM 773903109 656 15,410 X 15,410
ROCKY BRANDS INC COM 774515100 128 20,700 X 20,700
ROSETTA STONE INC COM 777780107 496 21,601 X 21,601
ROSS STORES INC COM 778296103 484 10,132 X 10,132
RUBICON MINERALS CORP COM 780911103 248 59,600 X 59,600
RUBY TUESDAY INC COM 781182100 482 57,251 X 57,251
S & T BANCORP INC COM 783859101 289 22,284 X 22,284
SPSS INC COM 78462K102 470 9,411 X 9,411
SWS GROUP INC COM 78503N107 502 34,875 X 34,875
SABINE ROYALTY TR UNIT BEN INT 785688102 297 7,347 X 7,347
SAFETY INS GROUP INC COM 78648T100 229 6,966 X 6,966
ST JUDE MED INC COM 790849103 1,200 30,771 X 30,771
ST MARY LD & EXPL CO COM 792228108 488 15,037 X 15,037
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 314 17,379 X 17,379
SANDERSON FARMS INC COM 800013104 576 15,297 X 15,297
SANOFI AVENTIS SPONSORED ADR 80105N105 1,233 33,374 X 33,374
SAPIENT CORP COM 803062108 142 17,682 X 17,682
SAVVIS INC COM NEW 805423308 438 27,710 X 27,710
SCANSOURCE INC COM 806037107 261 9,200 X 9,200
SCHERING PLOUGH CORP COM 806605101 2,460 87,096 X 87,096
SCHLUMBERGER LTD COM 806857108 3,805 63,847 X 63,847
SCHNITZER STL INDS CL A 806882106 461 8,651 X 8,651
SCHWAB CHARLES CORP NEW COM 808513105 970 50,671 X 50,671
SCICLONE PHARMACEUTICALS INC COM 80862K104 539 126,822 X 126,822
SCRIPPS E W CO OHIO CL A NEW 811054402 211 28,150 X 28,150
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 446 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 463 5,667 X 5,667
SEABRIDGE GOLD INC COM 811916105 257 9,000 X 9,000
SELECT COMFORT CORP COM 81616X103 480 101,077 X 101,077
SENSIENT TECHNOLOGIES CORP COM 81725T100 643 23,144 X 23,144
SEPRACOR INC COM 817315104 449 19,614 X 19,614
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 292 5,710 X 5,710
SIEMENS A G SPONSORED ADR 826197501 531 5,711 X 5,711
SIGMA DESIGNS INC COM 826565103 398 27,360 X 27,360
SIGA TECHNOLOGIES INC COM 826917106 149 18,893 X 18,893
SILGAN HOLDINGS INC COM 827048109 286 5,433 X 5,433
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 299 41,710 X 41,710
SIMON PPTY GROUP INC NEW COM 828806109 1,593 22,949 X 22,949
SKYWEST INC COM 830879102 463 27,902 X 27,902
SKYWORKS SOLUTIONS INC COM 83088M102 180 13,564 X 13,564
SKILLSOFT PLC SPONSORED ADR 830928107 262 27,324 X 27,324
SMITH & WESSON HLDG CORP COM 831756101 98 18,722 X 18,722
SMITH A O COM 831865209 490 12,861 X 12,861
SMITH MICRO SOFTWARE INC COM 832154108 494 40,002 X 40,002
SMUCKER J M CO COM NEW 832696405 508 9,585 X 9,585
SOHU COM INC COM 83408W103 372 5,413 X 5,413
SOMANETICS CORP COM NEW 834445405 171 10,598 X 10,598
SONOCO PRODS CO COM 835495102 657 23,869 X 23,869
SONOSITE INC COM 83568G104 274 10,362 X 10,362
SONUS NETWORKS INC COM 835916107 467 220,147 X 220,147
SOURCEFIRE INC COM 83616T108 486 22,650 X 22,650
SOUTHERN CO COM 842587107 1,322 41,754 X 41,754
SOUTHERN COPPER CORP COM 84265V105 288 9,392 X 9,392
SOUTHWEST GAS CORP COM 844895102 525 20,519 X 20,519
SOUTHWESTERN ENERGY CO COM 845467109 783 18,338 X 18,338
SPECTRUM CTL INC COM 847615101 258 30,414 X 30,414
SPRINT NEXTEL CORP COM SER 1 852061100 590 149,248 X 149,248
STAGE STORES INC COM NEW 85254C305 373 28,810 X 28,810
STANDARD PARKING CORP COM 853790103 296 16,900 X 16,900
STAPLES INC COM 855030102 886 38,174 X 38,174
STARBUCKS CORP COM 855244109 811 39,273 X 39,273
STATE STR CORP COM 857477103 1,575 29,938 X 29,938
STEAK N SHAKE CO COM 857873103 130 11,039 X 11,039
STEIN MART INC COM 858375108 127 10,000 X 10,000
STEPAN CO COM 858586100 457 7,609 X 7,609
STERLING BANCSHARES INC COM 858907108 77 10,500 X 10,500
STERLING CONSTRUCTION CO INC COM 859241101 487 27,190 X 27,190
STMICROELECTRONICS N V NY REGISTRY 861012102 683 72,423 X 72,423
STONE ENERGY CORP COM 861642106 444 27,242 X 27,242
STRYKER CORP COM 863667101 820 18,057 X 18,057
STURM RUGER & CO INC COM 864159108 520 40,200 X 40,200
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 574 13,716 X 13,716
SUCCESSFACTORS INC COM 864596101 533 37,916 X 37,916
SUN COMMUNITIES INC COM 866674104 526 24,431 X 24,431
SURMODICS INC COM 868873100 238 9,688 X 9,688
SYMANTEC CORP COM 871503108 722 43,815 X 43,815
SYNOVUS FINL CORP COM 87161C105 104 27,817 X 27,817
SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 246 17,852 X 17,852
SYNNEX CORP COM 87162W100 611 20,062 X 20,062
SYSCO CORP COM 871829107 782 31,481 X 31,481
TCF FINL CORP COM 872275102 239 18,357 X 18,357
THQ INC COM NEW 872443403 429 62,776 X 62,776
TNS INC COM 872960109 435 15,886 X 15,886
TTM TECHNOLOGIES INC COM 87305R109 765 66,669 X 66,669
T-3 ENERGY SRVCS INC COM 87306E107 844 42,829 X 42,829
TW TELECOM INC COM 87311L104 275 20,464 X 20,464
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 432 38,529 X 38,529
TARGACEPT INC COM 87611R306 476 22,291 X 22,291
TARGET CORP COM 87612E106 1,873 40,132 X 40,132
TASER INTL INC COM 87651B104 142 30,042 X 30,042
TECHNITROL INC COM 878555101 516 55,979 X 55,979
TEKELEC COM 879101103 812 49,439 X 49,439
TELECOM ARGENTINA S A SPON ADR REP B 879273209 401 25,063 X 25,063
TELECOMMUNICATION SYS INC CL A 87929J103 601 71,926 X 71,926
TELEFONICA S A SPONSORED ADR 879382208 687 8,282 X 8,282
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 671 38,460 X 38,460
TELUS CORP NON-VTG SHS 87971M202 751 24,153 X 24,153
TEMPLE INLAND INC COM 879868107 928 56,496 X 56,496
TELETECH HOLDINGS INC COM 879939106 612 35,845 X 35,845
TEMPUR PEDIC INTL INC COM 88023U101 1,087 57,413 X 57,413
TENET HEALTHCARE CORP COM 88033G100 782 133,057 X 133,057
TENNANT CO COM 880345103 398 13,685 X 13,685
TENNECO INC COM 880349105 404 30,982 X 30,982
TERADATA CORP DEL COM 88076W103 892 32,410 X 32,410
TERNIUM SA SPON ADR 880890108 391 14,702 X 14,702
TETRA TECHNOLOGIES INC DEL COM 88162F105 826 85,217 X 85,217
TETRA TECH INC NEW COM 88162G103 205 7,742 X 7,742
TESSERA TECHNOLOGIES INC COM 88164L100 554 19,863 X 19,863
TEXAS INSTRS INC COM 882508104 1,610 67,960 X 67,960
TEXAS ROADHOUSE INC CL A 882681109 527 49,619 X 49,619
THE9 LTD ADR 88337K104 262 33,782 X 33,782
THERMO FISHER SCIENTIFIC INC COM 883556102 975 22,324 X 22,324
THOMAS & BETTS CORP COM 884315102 395 13,146 X 13,146
THOR INDS INC COM 885160101 419 13,553 X 13,553
3COM CORP COM 885535104 559 106,952 X 106,952
3M CO COM 88579Y101 2,735 37,058 X 37,058
TIBCO SOFTWARE INC COM 88632Q103 121 12,757 X 12,757
TIME WARNER INC COM NEW 887317303 1,838 63,849 X 63,849
TIME WARNER CABLE INC COM 88732J207 810 18,802 X 18,802
TIMKEN CO COM 887389104 529 22,561 X 22,561
TITANIUM METALS CORP COM NEW 888339207 148 15,441 X 15,441
TIVO INC COM 888706108 109 10,487 X 10,487
TORCHMARK CORP COM 891027104 201 4,629 X 4,629
TOREADOR RES CORP COM 891050106 157 15,737 X 15,737
TORO CO COM 891092108 394 9,904 X 9,904
TORONTO DOMINION BK ONT COM NEW 891160509 672 10,424 X 10,424
TOTAL S A SPONSORED ADR 89151E109 651 10,993 X 10,993
TOWER GROUP INC COM 891777104 221 9,068 X 9,068
TRANSATLANTIC HLDGS INC COM 893521104 205 4,087 X 4,087
TRANSCEND SERVICES INC COM NEW 893929208 453 25,947 X 25,947
TRAVELERS COMPANIES INC COM 89417E109 3,178 64,554 X 64,554
TRIQUINT SEMICONDUCTOR INC COM 89674K103 512 66,368 X 66,368
TRIPLE-S MGMT CORP CL B 896749108 452 26,952 X 26,952
TRIUMPH GROUP INC NEW COM 896818101 960 19,998 X 19,998
TRUEBLUE INC COM 89785X101 155 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 146 23,409 X 23,409
TWEEN BRANDS INC COM 901166108 708 84,412 X 84,412
TYSON FOODS INC CL A 902494103 521 41,224 X 41,224
UDR INC COM 902653104 737 46,849 X 46,849
US BANCORP DEL COM NEW 902973304 3,760 172,025 X 172,025
USA MOBILITY INC COM 90341G103 406 31,487 X 31,487
ULTRA PETROLEUM CORP COM 903914109 525 10,719 X 10,719
UNION PAC CORP COM 907818108 3,081 52,806 X 52,806
UNITED NAT FOODS INC COM 911163103 665 27,803 X 27,803
UNITED ONLINE INC COM 911268100 552 68,612 X 68,612
UNITED PARCEL SERVICE INC CL B 911312106 2,739 48,502 X 48,502
UNITED STATES CELLULAR CORP COM 911684108 592 15,165 X 15,165
UNITED STATIONERS INC COM 913004107 909 19,091 X 19,091
UNITED TECHNOLOGIES CORP COM 913017109 4,412 72,406 X 72,406
UNITEDHEALTH GROUP INC COM 91324P102 3,011 120,241 X 120,241
UNITRIN INC COM 913275103 463 23,776 X 23,776
UNIVERSAL AMERICAN CORP COM 913377107 453 48,037 X 48,037
UNIVERSAL ELECTRS INC COM 913483103 316 15,468 X 15,468
UNIVERSAL FST PRODS INC COM 913543104 1,111 28,160 X 28,160
UNIVERSAL INS HLDGS INC COM 91359V107 110 21,925 X 21,925
UNUM GROUP COM 91529Y106 473 22,078 X 22,078
URANIUM ENERGY CORP COM 916896103 239 81,000 X 81,000
VAALCO ENERGY INC COM NEW 91851C201 411 89,307 X 89,307
VALEANT PHARMACEUTICALS INTL COM 91911X104 493 17,552 X 17,552
VALERO ENERGY CORP NEW COM 91913Y100 534 27,560 X 27,560
VALSPAR CORP COM 920355104 509 18,504 X 18,504
VALUECLICK INC COM 92046N102 472 35,768 X 35,768
VANDA PHARMACEUTICALS INC COM 921659108 393 33,732 X 33,732
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 427 13,005 X 13,005
VASCO DATA SEC INTL INC COM 92230Y104 131 17,674 X 17,674
VECTOR GROUP LTD COM 92240M108 854 54,831 X 54,831
VEECO INSTRS INC DEL COM 922417100 297 12,745 X 12,745
VERIFONE HLDGS INC COM 92342Y109 1,146 72,092 X 72,092
VERIZON COMMUNICATIONS INC COM 92343V104 7,070 233,563 X 233,563
VIACOM INC NEW CL B 92553P201 812 28,967 X 28,967
VICAL INC COM 925602104 492 115,417 X 115,417
VIRGIN MOBILE USA INC CL A 92769R108 463 92,546 X 92,546
VISA INC COM CL A 92826C839 1,657 23,978 X 23,978
VISIONCHINA MEDIA INC SPONS ADR 92833U103 404 50,700 X 50,700
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 645 28,668 X 28,668
WD-40 CO COM 929236107 347 12,234 X 12,234
WABCO HLDGS INC COM 92927K102 494 23,527 X 23,527
WMS INDS INC COM 929297109 241 5,407 X 5,407
WPP PLC ADR 92933H101 512 11,904 X 11,904
WAL MART STORES INC COM 931142103 5,792 117,981 X 117,981
WALGREEN CO COM 931422109 1,983 52,924 X 52,924
WALTER ENERGY INC COM 93317Q105 478 7,956 X 7,956
WASTE MGMT INC DEL COM 94106L109 783 26,256 X 26,256
WATSON PHARMACEUTICALS INC COM 942683103 472 12,895 X 12,895
WATSON WYATT WORLDWIDE INC CL A 942712100 618 14,181 X 14,181
WEIGHT WATCHERS INTL INC NEW COM 948626106 507 18,492 X 18,492
WELLPOINT INC COM 94973V107 2,637 55,682 X 55,682
WELLS FARGO & CO NEW COM 949746101 9,175 325,596 X 325,596
WERNER ENTERPRISES INC COM 950755108 331 17,766 X 17,766
WESTERN UN CO COM 959802109 708 37,427 X 37,427
WHITNEY HLDG CORP COM 966612103 123 12,896 X 12,896
WILEY JOHN & SONS INC CL A 968223206 282 8,113 X 8,113
WILLBROS GROUP INC DEL COM 969203108 447 29,370 X 29,370
WILLIAMS COS INC DEL COM 969457100 553 30,958 X 30,958
WILMINGTON TRUST CORP COM 971807102 312 21,988 X 21,988
WILSHIRE BANCORP INC COM 97186T108 103 14,079 X 14,079
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 403 5,642 X 5,642
WINDSTREAM CORP COM 97381W104 737 72,718 X 72,718
WOLVERINE WORLD WIDE INC COM 978097103 360 14,473 X 14,473
WONDER AUTO TECHNOLOGY INC COM 978166106 494 41,151 X 41,151
WORLD ACCEP CORP DEL COM 981419104 810 32,137 X 32,137
WORLD FUEL SVCS CORP COM 981475106 267 5,562 X 5,562
WYETH COM 983024100 5,068 104,313 X 104,313
XTO ENERGY INC COM 98385X106 1,278 30,935 X 30,935
XEROX CORP COM 984121103 446 57,675 X 57,675
YAHOO INC COM 984332106 1,129 63,383 X 63,383
YOUBET COM INC COM 987413101 269 128,297 X 128,297
YUM BRANDS INC COM 988498101 832 24,632 X 24,632
ZALE CORP NEW COM 988858106 381 53,319 X 53,319
ZEBRA TECHNOLOGIES CORP CL A 989207105 363 13,995 X 13,995
ZIMMER HLDGS INC COM 98956P102 614 11,480 X 11,480
ZIONS BANCORPORATION COM 989701107 670 37,272 X 37,272
ZUMIEZ INC COM 989817101 397 24,187 X 24,187