UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 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 August 11, 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: 786
Form 13F Information Table Value Total: $841,461
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN AKT D18190898 629 10,305 X 10,305
AIRCASTLE LTD COM G0129K104 498 67,754 X 67,754
ACCENTURE LTD BERMUDA CL A G1150G111 2,354 70,341 X 70,341
CONSOLIDATED WATER CO INC ORD G23773107 706 44,544 X 44,544
COOPER INDS LTD CL A G24182100 634 20,405 X 20,405
COVIDIEN PLC SHS G2554F105 2,314 61,816 X 61,816
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 833 28,427 X 28,427
FRESH DEL MONTE PRODUCE INC ORD G36738105 472 29,007 X 29,007
GARMIN LTD ORD G37260109 695 29,187 X 29,187
HERBALIFE LTD COM USD SHS G4412G101 640 20,298 X 20,298
IPC HLDGS LTD ORD G4933P101 233 8,518 X 8,518
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 247 18,136 X 18,136
ONEBEACON INSURANCE GROUP LT CL A G67742109 518 44,326 X 44,326
PARTNERRE LTD COM G6852T105 656 10,102 X 10,102
SEAGATE TECHNOLOGY SHS G7945J104 1,055 100,907 X 100,907
WARNER CHILCOTT LIMITED COM CL A G9435N108 418 31,825 X 31,825
ACE LTD SHS H0023R105 688 15,553 X 15,553
TRANSOCEAN LTD REG SHS H8817H100 716 9,642 X 9,642
CELLCOM ISRAEL LTD SHS M2196U109 300 11,294 X 11,294
ORTHOFIX INTL N V COM N6748L102 1,131 45,213 X 45,213
STEINER LEISURE LTD ORD P8744Y102 470 15,401 X 15,401
DIANA SHIPPING INC COM Y2066G104 596 44,764 X 44,764
GENCO SHIPPING & TRADING LTD SHS Y2685T107 476 21,931 X 21,931
AAON INC COM PAR $0.004 000360206 238 11,962 X 11,962
AFC ENTERPRISES INC COM 00104Q107 384 56,918 X 56,918
AFLAC INC COM 001055102 1,364 43,879 X 43,879
AMN HEALTHCARE SERVICES INC COM 001744101 74 11,567 X 11,567
APAC CUSTOMER SERVICES INC COM 00185E106 262 51,005 X 51,005
AT&T INC COM 00206R102 8,784 353,610 X 353,610
ATC TECHNOLOGY CORP COM 00211W104 258 17,787 X 17,787
ABBOTT LABS COM 002824100 5,468 116,232 X 116,232
ACADIA RLTY TR COM SH BEN INT 004239109 427 32,743 X 32,743
ACERGY S A SPONSORED ADR 00443E104 103 10,479 X 10,479
ACUITY BRANDS INC COM 00508Y102 393 14,028 X 14,028
ACXIOM CORP COM 005125109 392 44,361 X 44,361
ADOBE SYS INC COM 00724F101 827 29,225 X 29,225
ADTRAN INC COM 00738A106 362 16,859 X 16,859
ADVANCE AMER CASH ADVANCE CT COM 00739W107 76 17,093 X 17,093
ADVISORY BRD CO COM 00762W107 231 8,969 X 8,969
AEGON N V NY REGISTRY SH 007924103 1,409 228,773 X 228,773
AETNA INC NEW COM 00817Y108 657 26,209 X 26,209
AIR PRODS & CHEMS INC COM 009158106 729 11,281 X 11,281
ALBANY INTL CORP CL A 012348108 331 29,045 X 29,045
ALCOA INC COM 013817101 535 51,750 X 51,750
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,115 31,162 X 31,162
ALLEGHENY TECHNOLOGIES INC COM 01741R102 330 9,452 X 9,452
ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 393 24,798 X 24,798
ALLSTATE CORP COM 020002101 2,614 107,146 X 107,146
ALPHA NATURAL RESOURCES INC COM 02076X102 1,649 62,790 X 62,790
ALTRA HOLDINGS INC COM 02208R106 337 44,988 X 44,988
ALTRIA GROUP INC COM 02209S103 3,145 191,868 X 191,868
AMAZON COM INC COM 023135106 1,427 17,059 X 17,059
AMCOL INTL CORP COM 02341W103 449 20,805 X 20,805
AMERICAN CAPITAL AGENCY CORP COM 02503X105 501 21,830 X 21,830
AMERICAN EQTY INVT LIFE HLD COM 025676206 58 10,400 X 10,400
AMERICAN EXPRESS CO COM 025816109 1,252 53,852 X 53,852
AMERICAN FINL GROUP INC OHIO COM 025932104 980 45,396 X 45,396
AMERICAN INTL GROUP INC COM 026874107 144 124,412 X 124,412
AMERICAN ITALIAN PASTA CO CL A 027070101 538 18,444 X 18,444
AMERICAN MED SYS HLDGS INC COM 02744M108 656 41,389 X 41,389
AMERICAN PHYSICIANS CAPITAL COM 028884104 495 12,652 X 12,652
AMERICAN PUBLIC EDUCATION IN COM 02913V103 300 7,580 X 7,580
AMERICAN REPROGRAPHICS CO COM 029263100 239 28,666 X 28,666
AMERICAN SUPERCONDUCTOR CORP COM 030111108 244 9,278 X 9,278
AMERICREDIT CORP COM 03060R101 169 12,471 X 12,471
AMERON INTL INC COM 030710107 786 11,720 X 11,720
AMGEN INC COM 031162100 3,018 57,008 X 57,008
AMKOR TECHNOLOGY INC COM 031652100 441 93,468 X 93,468
AMSURG CORP COM 03232P405 545 25,443 X 25,443
ANADARKO PETE CORP COM 032511107 1,156 25,459 X 25,459
ANALOG DEVICES INC COM 032654105 660 26,647 X 26,647
ANGIODYNAMICS INC COM 03475V101 150 11,278 X 11,278
ANIXTER INTL INC COM 035290105 395 10,512 X 10,512
ANNALY CAP MGMT INC COM 035710409 1,326 87,569 X 87,569
ANWORTH MORTGAGE ASSET CP COM 037347101 825 114,439 X 114,439
APACHE CORP COM 037411105 1,303 18,058 X 18,058
APOLLO GROUP INC CL A 037604105 284 3,989 X 3,989
APPLE INC COM 037833100 6,874 48,265 X 48,265
APPLIED MATLS INC COM 038222105 1,960 178,061 X 178,061
ARCHER DANIELS MIDLAND CO COM 039483102 921 34,410 X 34,410
ARGON ST INC COM 040149106 450 21,862 X 21,862
ARMSTRONG WORLD INDS INC NEW COM 04247X102 639 38,776 X 38,776
ARRIS GROUP INC COM 04269Q100 688 56,506 X 56,506
ARROW ELECTRS INC COM 042735100 218 10,252 X 10,252
ASHLAND INC NEW COM 044209104 808 28,820 X 28,820
ASSOCIATED BANC CORP COM 045487105 503 40,262 X 40,262
ATHENAHEALTH INC COM 04685W103 403 10,890 X 10,890
AURIZON MINES LTD COM 05155P106 257 72,500 X 72,500
AUTOLIV INC COM 052800109 796 27,674 X 27,674
AUTOMATIC DATA PROCESSING IN COM 053015103 2,270 64,051 X 64,051
AVERY DENNISON CORP COM 053611109 609 23,702 X 23,702
AVIS BUDGET GROUP COM 053774105 527 93,273 X 93,273
AVISTA CORP COM 05379B107 393 22,070 X 22,070
AVNET INC COM 053807103 321 15,252 X 15,252
AVOCENT CORP COM 053893103 808 57,894 X 57,894
BB&T CORP COM 054937107 638 29,012 X 29,012
BP PLC SPONSORED ADR 055622104 1,333 27,953 X 27,953
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 290 4,198 X 4,198
BT GROUP PLC ADR 05577E101 687 40,911 X 40,911
BADGER METER INC COM 056525108 480 11,709 X 11,709
BAKER HUGHES INC COM 057224107 603 16,547 X 16,547
BANCFIRST CORP COM 05945F103 328 9,480 X 9,480
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1,374 109,377 X 109,377
BANK OF AMERICA CORPORATION COM 060505104 6,873 520,715 X 520,715
BANK HAWAII CORP COM 062540109 270 7,537 X 7,537
BANK MONTREAL QUE COM 063671101 640 15,178 X 15,178
BANK OF NEW YORK MELLON CORP COM 064058100 3,106 105,978 X 105,978
BARNES & NOBLE INC COM 067774109 741 35,902 X 35,902
BAXTER INTL INC COM 071813109 3,163 59,721 X 59,721
BECTON DICKINSON & CO COM 075887109 922 12,932 X 12,932
BEMIS INC COM 081437105 230 9,141 X 9,141
BERRY PETE CO CL A 085789105 510 27,434 X 27,434
BEST BUY INC COM 086516101 634 18,922 X 18,922
BHP BILLITON LTD SPONSORED ADR 088606108 715 13,056 X 13,056
BIG 5 SPORTING GOODS CORP COM 08915P101 758 68,508 X 68,508
BIG LOTS INC COM 089302103 417 19,844 X 19,844
BIODELIVERY SCIENCES INTL IN COM 09060J106 529 79,255 X 79,255
BIOGEN IDEC INC COM 09062X103 1,375 30,461 X 30,461
BIOMED REALTY TRUST INC COM 09063H107 657 64,198 X 64,198
BIOVAIL CORP COM 09067J109 341 25,353 X 25,353
BLACK & DECKER CORP COM 091797100 741 25,854 X 25,854
BLOCK H & R INC COM 093671105 785 45,539 X 45,539
BLUE COAT SYSTEMS INC COM NEW 09534T508 650 39,303 X 39,303
BLUE NILE INC COM 09578R103 383 8,908 X 8,908
BLYTH INC COM NEW 09643P207 527 16,064 X 16,064
BOEING CO COM 097023105 1,729 40,672 X 40,672
BOSTON SCIENTIFIC CORP COM 101137107 813 80,130 X 80,130
BOYD GAMING CORP COM 103304101 436 51,253 X 51,253
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 89 11,922 X 11,922
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 311 8,111 X 8,111
BRIDGEPOINT ED INC COM 10807M105 282 16,566 X 16,566
BRIGHAM EXPLORATION CO COM 109178103 441 125,940 X 125,940
BRINKER INTL INC COM 109641100 347 20,361 X 20,361
BRINKS CO COM 109696104 222 7,655 X 7,655
BRISTOL MYERS SQUIBB CO COM 110122108 4,241 208,815 X 208,815
BROADCOM CORP CL A 111320107 703 28,375 X 28,375
BROOKDALE SR LIVING INC COM 112463104 338 34,655 X 34,655
BROWN SHOE INC NEW COM 115736100 886 122,352 X 122,352
BUCKLE INC COM 118440106 305 9,595 X 9,595
BURLINGTON NORTHN SANTA FE C COM 12189T104 2,321 31,560 X 31,560
CBL & ASSOC PPTYS INC COM 124830100 67 12,464 X 12,464
C D I CORP COM 125071100 482 43,208 X 43,208
CEC ENTMT INC COM 125137109 643 21,815 X 21,815
CH ENERGY GROUP INC COM 12541M102 561 12,004 X 12,004
CKE RESTAURANTS INC COM 12561E105 745 87,863 X 87,863
CKX INC COM 12562M106 338 47,575 X 47,575
CME GROUP INC COM 12572Q105 2,432 7,818 X 7,818
CNA FINL CORP COM 126117100 611 39,508 X 39,508
CNOOC LTD SPONSORED ADR 126132109 706 5,741 X 5,741
CNX GAS CORP COM 12618H309 697 26,528 X 26,528
CSX CORP COM 126408103 1,446 41,755 X 41,755
CVB FINL CORP COM 126600105 63 10,600 X 10,600
CVR ENERGY INC COM 12662P108 337 45,963 X 45,963
CVS CAREMARK CORPORATION COM 126650100 2,483 77,898 X 77,898
CABELAS INC COM 126804301 1,516 123,246 X 123,246
CACI INTL INC CL A 127190304 399 9,331 X 9,331
CAL DIVE INTL INC DEL COM 12802T101 703 81,409 X 81,409
CALLAWAY GOLF CO COM 131193104 349 68,801 X 68,801
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 509 32,811 X 32,811
CAMERON INTERNATIONAL CORP COM 13342B105 674 23,804 X 23,804
CDN IMPERIAL BK OF COMMERCE COM 136069101 694 13,857 X 13,857
CANTEL MEDICAL CORP COM 138098108 655 40,329 X 40,329
CAPITAL ONE FINL CORP COM 14040H105 1,136 51,900 X 51,900
CAPITALSOURCE INC COM 14055X102 156 31,892 X 31,892
CAPSTEAD MTG CORP COM NO PAR 14067E506 457 35,995 X 35,995
CARBO CERAMICS INC COM 140781105 726 21,223 X 21,223
CARDINAL HEALTH INC COM 14149Y108 1,772 58,012 X 58,012
CARLISLE COS INC COM 142339100 665 27,665 X 27,665
CARNIVAL CORP PAIRED CTF 143658300 596 23,110 X 23,110
CARPENTER TECHNOLOGY CORP COM 144285103 301 14,448 X 14,448
CARTER INC COM 146229109 1,956 79,498 X 79,498
CASCADE CORP COM 147195101 216 13,707 X 13,707
CASH AMER INTL INC COM 14754D100 670 28,651 X 28,651
CATERPILLAR INC DEL COM 149123101 1,092 33,061 X 33,061
CATO CORP NEW CL A 149205106 450 25,783 X 25,783
CEDAR SHOPPING CTRS INC COM NEW 150602209 52 11,527 X 11,527
CELGENE CORP COM 151020104 1,169 24,438 X 24,438
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 251 29,905 X 29,905
CENTENE CORP DEL COM 15135B101 1,143 57,215 X 57,215
CENTRAL PAC FINL CORP COM 154760102 114 30,416 X 30,416
CENTURYTEL INC COM 156700106 641 20,893 X 20,893
CHARLOTTE RUSSE HLDG INC COM 161048103 830 64,948 X 64,948
CHART INDS INC COM PAR $0.01 16115Q308 606 33,328 X 33,328
CHATTEM INC COM 162456107 320 4,693 X 4,693
CHEESECAKE FACTORY INC COM 163072101 833 48,151 X 48,151
CHESAPEAKE ENERGY CORP COM 165167107 628 31,683 X 31,683
CHEVRON CORP NEW COM 166764100 9,375 141,509 X 141,509
CHILDRENS PL RETAIL STORES I COM 168905107 285 10,795 X 10,795
CHIMERA INVT CORP COM 16934Q109 917 262,637 X 262,637
CHINA GREEN AGRICULTURE INC COM 16943W105 277 34,287 X 34,287
CHOICE HOTELS INTL INC COM 169905106 281 10,558 X 10,558
CHRISTOPHER & BANKS CORP COM 171046105 398 59,306 X 59,306
CHUBB CORP COM 171232101 1,393 34,933 X 34,933
CIRCOR INTL INC COM 17273K109 373 15,778 X 15,778
CISCO SYS INC COM 17275R102 6,032 323,417 X 323,417
CITIGROUP INC COM 172967101 2,502 842,411 X 842,411
COCA COLA CO COM 191216100 6,107 127,252 X 127,252
COGNEX CORP COM 192422103 399 28,247 X 28,247
COLGATE PALMOLIVE CO COM 194162103 3,250 45,941 X 45,941
COMCAST CORP NEW CL A 20030N101 4,250 293,948 X 293,948
CGG VERITAS SPONSORED ADR 204386106 221 12,243 X 12,243
COMPASS MINERALS INTL INC COM 20451N101 268 4,882 X 4,882
COMPELLENT TECHNOLOGIES INC COM 20452A108 497 32,616 X 32,616
COMPUTER PROGRAMS & SYS INC COM 205306103 406 10,600 X 10,600
COMPUWARE CORP COM 205638109 195 28,400 X 28,400
COMSTOCK RES INC COM NEW 205768203 294 8,907 X 8,907
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 296 9,298 X 9,298
CON-WAY INC COM 205944101 695 19,690 X 19,690
CONMED CORP COM 207410101 418 26,938 X 26,938
CONOCOPHILLIPS COM 20825C104 4,257 101,208 X 101,208
CONVERGYS CORP COM 212485106 711 76,658 X 76,658
COOPER TIRE & RUBR CO COM 216831107 539 54,379 X 54,379
CORNELL COMPANIES INC COM 219141108 512 31,569 X 31,569
CORNING INC COM 219350105 1,376 85,654 X 85,654
COSTCO WHSL CORP NEW COM 22160K105 2,304 50,319 X 50,319
CRACKER BARREL OLD CTRY STOR COM 22410J106 497 17,799 X 17,799
CRANE CO COM 224399105 259 11,608 X 11,608
CREDIT SUISSE GROUP SPONSORED ADR 225401108 656 14,355 X 14,355
CROSS TIMBERS RTY TR TR UNIT 22757R109 366 14,702 X 14,702
CROSSTEX ENERGY INC COM 22765Y104 412 98,835 X 98,835
CRUCELL N V SPONSORED ADR 228769105 318 13,217 X 13,217
CURTISS WRIGHT CORP COM 231561101 398 13,383 X 13,383
CYBERSOURCE CORP COM 23251J106 432 28,215 X 28,215
DCT INDUSTRIAL TRUST INC COM 233153105 214 52,469 X 52,469
D R HORTON INC COM 23331A109 733 78,362 X 78,362
DAKTRONICS INC COM 234264109 373 48,496 X 48,496
DANAHER CORP DEL COM 235851102 857 13,877 X 13,877
DARLING INTL INC COM 237266101 402 60,907 X 60,907
DECKERS OUTDOOR CORP COM 243537107 531 7,557 X 7,557
DEL MONTE FOODS CO COM 24522P103 677 72,132 X 72,132
DELL INC COM 24702R101 1,336 97,311 X 97,311
DELUXE CORP COM 248019101 1,114 86,953 X 86,953
DENNYS CORP COM 24869P104 673 313,118 X 313,118
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 328 11,768 X 11,768
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 691 58,523 X 58,523
DEVELOPERS DIVERSIFIED RLTY COM 251591103 791 162,075 X 162,075
DEVON ENERGY CORP NEW COM 25179M103 1,924 35,298 X 35,298
DIAMOND FOODS INC COM 252603105 598 21,437 X 21,437
DIAMONDROCK HOSPITALITY CO COM 252784301 157 25,077 X 25,077
DIONEX CORP COM 254546104 502 8,224 X 8,224
DIRECTV GROUP INC COM 25459L106 788 31,903 X 31,903
DISNEY WALT CO COM DISNEY 254687106 2,424 103,887 X 103,887
DISCOVER FINL SVCS COM 254709108 630 61,334 X 61,334
DOLBY LABORATORIES INC COM 25659T107 867 23,249 X 23,249
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 163 11,654 X 11,654
DOMINION RES INC VA NEW COM 25746U109 2,234 66,856 X 66,856
DOMINOS PIZZA INC COM 25754A201 1,005 134,142 X 134,142
DONNELLEY R R & SONS CO COM 257867101 650 55,972 X 55,972
DORCHESTER MINERALS LP COM UNIT 25820R105 318 13,939 X 13,939
DOW CHEM CO COM 260543103 1,420 87,994 X 87,994
DRESS BARN INC COM 261570105 325 22,734 X 22,734
DREW INDS INC COM NEW 26168L205 342 28,108 X 28,108
DU PONT E I DE NEMOURS & CO COM 263534109 1,926 75,157 X 75,157
DUKE ENERGY CORP NEW COM 26441C105 2,173 148,936 X 148,936
DYNAMIC MATLS CORP COM 267888105 533 27,660 X 27,660
E M C CORP MASS COM 268648102 2,787 212,718 X 212,718
ENI S P A SPONSORED ADR 26874R108 1,327 27,980 X 27,980
EOG RES INC COM 26875P101 903 13,289 X 13,289
EV3 INC COM 26928A200 537 49,956 X 49,956
EAGLE MATERIALS INC COM 26969P108 717 28,417 X 28,417
EARTHLINK INC COM 270321102 390 52,585 X 52,585
EASTMAN KODAK CO COM 277461109 82 27,693 X 27,693
EATON CORP COM 278058102 633 14,183 X 14,183
EBAY INC COM 278642103 3,038 177,368 X 177,368
EBIX INC COM NEW 278715206 322 10,286 X 10,286
EDWARDS LIFESCIENCES CORP COM 28176E108 343 5,047 X 5,047
EL PASO ELEC CO COM NEW 283677854 435 31,176 X 31,176
ELECTRONIC ARTS INC COM 285512109 341 15,695 X 15,695
EMBARQ CORP COM 29078E105 1,332 31,671 X 31,671
EMERGENT BIOSOLUTIONS INC COM 29089Q105 679 47,391 X 47,391
EMERSON ELEC CO COM 291011104 1,385 42,757 X 42,757
EMULEX CORP COM NEW 292475209 123 12,580 X 12,580
ENCANA CORP COM 292505104 647 13,083 X 13,083
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 840 46,885 X 46,885
ENERGEN CORP COM 29265N108 531 13,303 X 13,303
ENERSYS COM 29275Y102 475 26,110 X 26,110
ENERNOC INC COM 292764107 488 22,497 X 22,497
ENPRO INDS INC COM 29355X107 370 20,526 X 20,526
ENTERGY CORP NEW COM 29364G103 795 10,249 X 10,249
EPICOR SOFTWARE CORP COM 29426L108 200 37,805 X 37,805
ERESEARCHTECHNOLOGY INC COM 29481V108 104 16,854 X 16,854
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,420 145,172 X 145,172
ETHAN ALLEN INTERIORS INC COM 297602104 647 62,424 X 62,424
EXELON CORP COM 30161N101 2,494 48,704 X 48,704
EXPEDIA INC DEL COM 30212P105 624 41,295 X 41,295
EXXON MOBIL CORP COM 30231G102 22,046 315,354 X 315,354
FEI CO COM 30241L109 537 23,459 X 23,459
FNB CORP PA COM 302520101 243 39,300 X 39,300
FPL GROUP INC COM 302571104 3,212 56,482 X 56,482
FAMILY DLR STORES INC COM 307000109 945 33,377 X 33,377
FEDERAL HOME LN MTG CORP COM 313400301 21 34,524 X 34,524
FEDERAL NATL MTG ASSN COM 313586109 33 56,999 X 56,999
FEDERAL SIGNAL CORP COM 313855108 738 96,482 X 96,482
FEDEX CORP COM 31428X106 2,180 39,190 X 39,190
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 424 26,101 X 26,101
FINISH LINE INC CL A 317923100 661 89,044 X 89,044
FIRST BANCORP P R COM 318672102 64 16,300 X 16,300
FIRST FINL BANKSHARES COM 32020R109 517 10,264 X 10,264
FIRST MIDWEST BANCORP DEL COM 320867104 144 19,757 X 19,757
FIRST SOLAR INC COM 336433107 373 2,300 X 2,300
FIRSTENERGY CORP COM 337932107 1,887 48,694 X 48,694
FOOT LOCKER INC COM 344849104 881 84,130 X 84,130
FORCE PROTECTION INC COM NEW 345203202 511 57,829 X 57,829
FORTUNE BRANDS INC COM 349631101 669 19,268 X 19,268
FOSSIL INC COM 349882100 419 17,403 X 17,403
FRANCE TELECOM SPONSORED ADR 35177Q105 665 29,148 X 29,148
FRANKLIN ELEC INC COM 353514102 501 19,329 X 19,329
FRANKLIN RES INC COM 354613101 604 8,391 X 8,391
FRANKLIN STREET PPTYS CORP COM 35471R106 250 18,886 X 18,886
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,116 22,271 X 22,271
FRONTIER COMMUNICATIONS CORP COM 35906A108 668 93,495 X 93,495
FULLER H B CO COM 359694106 531 28,313 X 28,313
FULTON FINL CORP PA COM 360271100 88 16,932 X 16,932
FUQI INTERNATIONAL INC COM NEW 36102A207 588 28,405 X 28,405
G-III APPAREL GROUP LTD COM 36237H101 692 60,214 X 60,214
GANNETT INC COM 364730101 97 27,246 X 27,246
GAP INC DEL COM 364760108 693 42,230 X 42,230
GARTNER INC COM 366651107 244 15,966 X 15,966
GAYLORD ENTMT CO NEW COM 367905106 304 23,925 X 23,925
GEN-PROBE INC NEW COM 36866T103 261 6,078 X 6,078
GENERAL DYNAMICS CORP COM 369550108 2,367 42,735 X 42,735
GENERAL ELECTRIC CO COM 369604103 7,921 675,826 X 675,826
GENERAL MLS INC COM 370334104 1,006 17,958 X 17,958
GENTIVA HEALTH SERVICES INC COM 37247A102 664 40,331 X 40,331
GENWORTH FINL INC COM CL A 37247D106 159 22,797 X 22,797
GENZYME CORP COM 372917104 787 14,136 X 14,136
GERDAU AMERISTEEL CORP COM 37373P105 325 47,611 X 47,611
GILEAD SCIENCES INC COM 375558103 3,747 79,990 X 79,990
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 624 17,669 X 17,669
GLOBAL INDS LTD COM 379336100 348 61,494 X 61,494
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 479 84,519 X 84,519
GOLDMAN SACHS GROUP INC COM 38141G104 5,679 38,514 X 38,514
GOOGLE INC CL A 38259P508 5,462 12,956 X 12,956
GRACO INC COM 384109104 332 15,063 X 15,063
GRAFTECH INTL LTD COM 384313102 121 10,699 X 10,699
GRAHAM CORP COM 384556106 377 28,364 X 28,364
GROUP 1 AUTOMOTIVE INC COM 398905109 428 16,431 X 16,431
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 480 18,723 X 18,723
GULF ISLAND FABRICATION INC COM 402307102 960 60,675 X 60,675
H & E EQUIPMENT SERVICES INC COM 404030108 417 44,635 X 44,635
HNI CORP COM 404251100 424 23,497 X 23,497
HRPT PPTYS TR COM SH BEN INT 40426W101 267 65,742 X 65,742
HSBC HLDGS PLC SPON ADR NEW 404280406 635 15,201 X 15,201
HALLIBURTON CO COM 406216101 973 47,004 X 47,004
HANGER ORTHOPEDIC GROUP INC COM NEW 41043F208 532 39,116 X 39,116
HARSCO CORP COM 415864107 478 16,879 X 16,879
HARTE-HANKS INC COM 416196103 413 44,650 X 44,650
HARTFORD FINL SVCS GROUP INC COM 416515104 680 57,266 X 57,266
HASBRO INC COM 418056107 647 26,705 X 26,705
HATTERAS FINL CORP COM 41902R103 541 18,923 X 18,923
HEALTHSOUTH CORP COM NEW 421924309 147 10,186 X 10,186
HEALTHCARE RLTY TR COM 421946104 176 10,483 X 10,483
HEARTLAND EXPRESS INC COM 422347104 319 21,663 X 21,663
HEIDRICK & STRUGGLES INTL IN COM 422819102 439 24,059 X 24,059
HENRY JACK & ASSOC INC COM 426281101 259 12,504 X 12,504
HESS CORP COM 42809H107 1,469 27,325 X 27,325
HEWLETT PACKARD CO COM 428236103 6,981 180,615 X 180,615
HILL ROM HLDGS INC COM 431475102 213 13,118 X 13,118
HILLENBRAND INC COM 431571108 259 15,591 X 15,591
HOME DEPOT INC COM 437076102 2,157 91,290 X 91,290
HONEYWELL INTL INC COM 438516106 1,918 61,089 X 61,089
HORACE MANN EDUCATORS CORP N COM 440327104 315 31,611 X 31,611
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 406 34,179 X 34,179
HOST HOTELS & RESORTS INC COM 44107P104 612 72,892 X 72,892
HOT TOPIC INC COM 441339108 641 87,728 X 87,728
HUGOTON RTY TR TEX UNIT BEN INT 444717102 376 26,022 X 26,022
HUNTINGTON BANCSHARES INC COM 446150104 100 23,821 X 23,821
HUNTSMAN CORP COM 447011107 98 19,578 X 19,578
ICU MED INC COM 44930G107 292 7,104 X 7,104
IPCS INC COM NEW 44980Y305 497 33,252 X 33,252
ISTAR FINL INC COM 45031U101 111 39,170 X 39,170
ICON PUB LTD CO SPONSORED ADR 45103T107 529 24,517 X 24,517
ILLINOIS TOOL WKS INC COM 452308109 2,308 61,809 X 61,809
IMMUCOR INC COM 452526106 298 21,682 X 21,682
INFINITY PPTY & CAS CORP COM 45665Q103 613 16,812 X 16,812
INLAND REAL ESTATE CORP COM NEW 457461200 123 17,637 X 17,637
INSIGHT ENTERPRISES INC COM 45765U103 412 42,663 X 42,663
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 583 21,995 X 21,995
INTEGRATED DEVICE TECHNOLOGY COM 458118106 150 24,900 X 24,900
INTEL CORP COM 458140100 6,876 415,490 X 415,490
INTERACTIVE INTELLIGENCE INC COM 45839M103 806 65,708 X 65,708
INTERFACE INC CL A 458665106 389 62,532 X 62,532
INTERDIGITAL INC COM 45867G101 321 13,125 X 13,125
INTERMEC INC COM 458786100 541 41,966 X 41,966
INTERNATIONAL BUSINESS MACHS COM 459200101 9,629 92,216 X 92,216
INTERNATIONAL COAL GRP INC N COM 45928H106 521 182,173 X 182,173
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 324 9,900 X 9,900
INTL PAPER CO COM 460146103 688 45,453 X 45,453
INTERSIL CORP CL A 46069S109 204 16,205 X 16,205
INTERPUBLIC GROUP COS INC COM 460690100 94 18,561 X 18,561
INVENTIV HEALTH INC COM 46122E105 429 31,718 X 31,718
INVESTORS REAL ESTATE TR SH BEN INT 461730103 113 12,760 X 12,760
IRIS INTL INC COM 46270W105 133 11,237 X 11,237
ISHARES TR RUSSELL MIDCAP 464287499 57,781 882,019 X 882,019
ISHARES TR RUSSELL 2000 464287655 30,937 605,660 X 605,660
ISHARES TR RUSSELL 3000 464287689 15,784 293,000 X 293,000
I2 TECHNOLOGIES INC COM NEW 465754208 128 10,200 X 10,200
JPMORGAN CHASE & CO COM 46625H100 7,157 209,830 X 209,830
JACKSON HEWITT TAX SVCS INC COM 468202106 450 71,840 X 71,840
JANUS CAP GROUP INC COM 47102X105 178 15,597 X 15,597
JAZZ PHARMACEUTICALS INC COM 472147107 412 111,307 X 111,307
JOHNSON & JOHNSON COM 478160104 10,740 189,084 X 189,084
JOHNSON CTLS INC COM 478366107 681 31,369 X 31,369
JOS A BANK CLOTHIERS INC COM 480838101 342 9,917 X 9,917
JOY GLOBAL INC COM 481165108 449 12,571 X 12,571
KELLOGG CO COM 487836108 603 12,951 X 12,951
KENDLE INTERNATIONAL INC COM 48880L107 404 33,020 X 33,020
KENEXA CORP COM 488879107 116 10,036 X 10,036
KIMBERLY CLARK CORP COM 494368103 1,201 22,902 X 22,902
KIMCO REALTY CORP COM 49446R109 527 52,472 X 52,472
KINETIC CONCEPTS INC COM NEW 49460W208 676 24,795 X 24,795
KING PHARMACEUTICALS INC COM 495582108 720 74,793 X 74,793
KIRBY CORP COM 497266106 391 12,314 X 12,314
KIRKLANDS INC COM 497498105 437 36,389 X 36,389
KNOLL INC COM NEW 498904200 423 55,761 X 55,761
KNIGHT TRANSN INC COM 499064103 308 18,587 X 18,587
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 604 32,800 X 32,800
KOPPERS HOLDINGS INC COM 50060P106 831 31,530 X 31,530
KOPIN CORP COM 500600101 297 80,362 X 80,362
KRAFT FOODS INC CL A 50075N104 2,055 81,092 X 81,092
KROGER CO COM 501044101 793 35,953 X 35,953
LHC GROUP INC COM 50187A107 889 40,019 X 40,019
LSB INDS INC COM 502160104 455 28,146 X 28,146
LA Z BOY INC COM 505336107 580 122,785 X 122,785
LACLEDE GROUP INC COM 505597104 410 12,384 X 12,384
LANCASTER COLONY CORP COM 513847103 308 6,985 X 6,985
LANDAUER INC COM 51476K103 276 4,498 X 4,498
LANDSTAR SYS INC COM 515098101 357 9,927 X 9,927
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 338 27,405 X 27,405
LENNAR CORP CL A 526057104 120 12,417 X 12,417
LEXMARK INTL NEW CL A 529771107 216 13,652 X 13,652
LIFEPOINT HOSPITALS INC COM 53219L109 778 29,623 X 29,623
LILLY ELI & CO COM 532457108 3,890 112,303 X 112,303
LIMITED BRANDS INC COM 532716107 1,349 112,668 X 112,668
LINCOLN ELEC HLDGS INC COM 533900106 410 11,379 X 11,379
LINCOLN NATL CORP IND COM 534187109 678 39,401 X 39,401
LINN ENERGY LLC UNIT LTD LIAB 536020100 251 12,848 X 12,848
LITTELFUSE INC COM 537008104 412 20,644 X 20,644
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 589 123,377 X 123,377
LO-JACK CORP COM 539451104 54 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 3,262 40,446 X 40,446
LODGENET INTERACTIVE CORP COM 540211109 305 89,307 X 89,307
LOEWS CORP COM 540424108 477 17,426 X 17,426
LORILLARD INC COM 544147101 306 4,513 X 4,513
LOUISIANA PAC CORP COM 546347105 365 106,729 X 106,729
LOWES COS INC COM 548661107 1,519 78,247 X 78,247
M & T BK CORP COM 55261F104 495 9,726 X 9,726
MDU RES GROUP INC COM 552690109 740 38,989 X 38,989
MFA FINANCIAL INC COM 55272X102 255 36,793 X 36,793
MKS INSTRUMENT INC COM 55306N104 542 41,251 X 41,251
MSC INDL DIRECT INC CL A 553530106 213 5,999 X 5,999
MSCI INC CL A 55354G100 429 17,544 X 17,544
MTS SYS CORP COM 553777103 627 30,369 X 30,369
MACYS INC COM 55616P104 1,372 116,658 X 116,658
MADDEN STEVEN LTD COM 556269108 262 10,347 X 10,347
MAGELLAN HEALTH SVCS INC COM NEW 559079207 472 14,380 X 14,380
MANULIFE FINL CORP COM 56501R106 627 36,146 X 36,146
MAP PHARMACEUTICALS INC COM 56509R108 523 42,838 X 42,838
MARATHON OIL CORP COM 565849106 1,857 61,640 X 61,640
MARCUS CORP COM 566330106 152 14,471 X 14,471
MARINER ENERGY INC COM 56845T305 402 34,225 X 34,225
MARSHALL & ILSLEY CORP NEW COM 571837103 78 16,169 X 16,169
MARTEK BIOSCIENCES CORP COM 572901106 729 34,468 X 34,468
MARTEN TRANS LTD COM 573075108 773 37,216 X 37,216
MASCO CORP COM 574599106 690 72,014 X 72,014
MASTEC INC COM 576323109 204 17,374 X 17,374
MASTERCARD INC CL A 57636Q104 651 3,890 X 3,890
MATRIXX INITIATIVES INC COM 57685L105 79 14,094 X 14,094
MAXIM INTEGRATED PRODS INC COM 57772K101 617 39,318 X 39,318
MAXYGEN INC COM 577776107 289 43,000 X 43,000
MAXIMUS INC COM 577933104 373 9,050 X 9,050
MCDONALDS CORP COM 580135101 3,588 62,404 X 62,404
MCGRATH RENTCORP COM 580589109 466 24,452 X 24,452
MCKESSON CORP COM 58155Q103 663 15,075 X 15,075
MCMORAN EXPLORATION CO COM 582411104 310 52,001 X 52,001
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,540 55,684 X 55,684
MEDTRONIC INC COM 585055106 2,122 60,810 X 60,810
MENS WEARHOUSE INC COM 587118100 916 47,769 X 47,769
MERCK & CO INC COM 589331107 3,930 140,559 X 140,559
MEREDITH CORP COM 589433101 251 9,826 X 9,826
METLIFE INC COM 59156R108 2,032 67,703 X 67,703
METTLER TOLEDO INTERNATIONAL COM 592688105 338 4,377 X 4,377
MICREL INC COM 594793101 304 41,475 X 41,475
MICROSOFT CORP COM 594918104 10,496 441,546 X 441,546
MICROSTRATEGY INC CL A NEW 594972408 393 7,835 X 7,835
MICROSEMI CORP COM 595137100 433 31,384 X 31,384
MID-AMER APT CMNTYS INC COM 59522J103 290 7,893 X 7,893
MILLER HERMAN INC COM 600544100 350 22,805 X 22,805
MINERALS TECHNOLOGIES INC COM 603158106 226 6,281 X 6,281
MIRANT CORP NEW COM 60467R100 732 46,478 X 46,478
MOBILE MINI INC COM 60740F105 161 11,000 X 11,000
MOLINA HEALTHCARE INC COM 60855R100 950 39,712 X 39,712
MOLEX INC COM 608554101 203 13,077 X 13,077
MONSANTO CO NEW COM 61166W101 2,216 29,815 X 29,815
MOOG INC CL A 615394202 448 17,351 X 17,351
MORGAN STANLEY COM NEW 617446448 3,678 129,010 X 129,010
MOSAIC CO COM 61945A107 370 8,348 X 8,348
MOTOROLA INC COM 620076109 1,455 219,442 X 219,442
MUELLER INDS INC COM 624756102 310 14,905 X 14,905
NVE CORP COM NEW 629445206 374 7,703 X 7,703
NYSE EURONEXT COM 629491101 382 14,001 X 14,001
NATIONAL FINL PARTNERS CORP COM 63607P208 193 26,431 X 26,431
NATIONAL OILWELL VARCO INC COM 637071101 726 22,233 X 22,233
NATIONAL RETAIL PROPERTIES I COM 637417106 186 10,714 X 10,714
NATIONAL SEMICONDUCTOR CORP COM 637640103 324 25,814 X 25,814
NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 248 11,799 X 11,799
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 379 27,896 X 27,896
NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 348 35,553 X 35,553
NETEASE COM INC SPONSORED ADR 64110W102 522 14,847 X 14,847
NEUSTAR INC CL A 64126X201 381 17,190 X 17,190
NEUTRAL TANDEM INC COM 64128B108 513 17,386 X 17,386
NEWELL RUBBERMAID INC COM 651229106 653 62,701 X 62,701
NEWMARKET CORP COM 651587107 524 7,788 X 7,788
NEWMONT MINING CORP COM 651639106 1,055 25,817 X 25,817
NEWS CORP CL A 65248E104 2,370 260,161 X 260,161
NIKE INC CL B 654106103 972 18,773 X 18,773
99 CENTS ONLY STORES COM 65440K106 506 37,274 X 37,274
NOKIA CORP SPONSORED ADR 654902204 646 44,301 X 44,301
NORDSTROM INC COM 655664100 676 33,970 X 33,970
NORFOLK SOUTHERN CORP COM 655844108 762 20,236 X 20,236
NORTHROP GRUMMAN CORP COM 666807102 1,458 31,912 X 31,912
NORTHSTAR RLTY FIN CORP COM 66704R100 57 20,194 X 20,194
NORTHWEST PIPE CO COM 667746101 473 13,611 X 13,611
NOVARTIS A G SPONSORED ADR 66987V109 652 15,981 X 15,981
NOVEN PHARMACEUTICALS INC COM 670009109 1,424 99,556 X 99,556
NU SKIN ENTERPRISES INC CL A 67018T105 673 43,990 X 43,990
NTELOS HLDGS CORP COM 67020Q107 549 29,815 X 29,815
NUCOR CORP COM 670346105 766 17,233 X 17,233
NUSTAR ENERGY LP UNIT COM 67058H102 734 13,585 X 13,585
NUTRI SYS INC NEW COM 67069D108 278 19,160 X 19,160
O CHARLEYS INC COM 670823103 528 57,120 X 57,120
OSI SYSTEMS INC COM 671044105 529 25,384 X 25,384
OCCIDENTAL PETE CORP DEL COM 674599105 2,947 44,788 X 44,788
OCWEN FINL CORP COM NEW 675746309 674 51,987 X 51,987
ODYSSEY HEALTHCARE INC COM 67611V101 201 19,519 X 19,519
OIL STS INTL INC COM 678026105 435 17,950 X 17,950
OLD REP INTL CORP COM 680223104 592 60,101 X 60,101
OMNICOM GROUP INC COM 681919106 542 17,162 X 17,162
OMNICELL INC COM 68213N109 200 18,622 X 18,622
ONE LIBERTY PPTYS INC COM 682406103 59 10,200 X 10,200
OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 647 54,958 X 54,958
ORACLE CORP COM 68389X105 4,587 214,137 X 214,137
ORIENTAL FINL GROUP INC COM 68618W100 565 58,240 X 58,240
OWENS ILL INC COM NEW 690768403 354 12,624 X 12,624
PDL BIOPHARMA INC COM 69329Y104 306 38,792 X 38,792
P F CHANGS CHINA BISTRO INC COM 69333Y108 938 29,261 X 29,261
PNC FINL SVCS GROUP INC COM 693475105 1,500 38,659 X 38,659
PPG INDS INC COM 693506107 644 14,659 X 14,659
PPL CORP COM 69351T106 649 19,691 X 19,691
PS BUSINESS PKS INC CALIF COM 69360J107 405 8,361 X 8,361
PACCAR INC COM 693718108 631 19,461 X 19,461
PACIFIC SUNWEAR CALIF INC COM 694873100 373 110,351 X 110,351
PACKAGING CORP AMER COM 695156109 309 19,053 X 19,053
PACTIV CORP COM 695257105 311 14,327 X 14,327
PAR PHARMACEUTICAL COS INC COM 69888P106 404 26,698 X 26,698
PAREXEL INTL CORP COM 699462107 537 37,347 X 37,347
PARTNER COMMUNICATIONS CO LT ADR 70211M109 379 22,175 X 22,175
PATTERSON UTI ENERGY INC COM 703481101 220 17,105 X 17,105
PEABODY ENERGY CORP COM 704549104 1,014 33,633 X 33,633
PEARSON PLC SPONSORED ADR 705015105 695 68,763 X 68,763
PENNEY J C INC COM 708160106 714 24,868 X 24,868
PEPSICO INC COM 713448108 6,438 117,144 X 117,144
PERRIGO CO COM 714290103 829 29,827 X 29,827
PETSMART INC COM 716768106 914 42,588 X 42,588
PFIZER INC COM 717081103 7,898 526,564 X 526,564
PHILIP MORRIS INTL INC COM 718172109 4,833 110,791 X 110,791
PIPER JAFFRAY COS COM 724078100 345 7,900 X 7,900
PITNEY BOWES INC COM 724479100 693 31,623 X 31,623
PLANTRONICS INC NEW COM 727493108 191 10,105 X 10,105
POLARIS INDS INC COM 731068102 588 18,315 X 18,315
POLO RALPH LAUREN CORP CL A 731572103 225 4,200 X 4,200
POPULAR INC COM 733174106 29 13,294 X 13,294
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 762 19,671 X 19,671
POWELL INDS INC COM 739128106 718 19,361 X 19,361
PRAXAIR INC COM 74005P104 1,186 16,682 X 16,682
PRE PAID LEGAL SVCS INC COM 740065107 526 12,077 X 12,077
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 668 35,477 X 35,477
PROCTER & GAMBLE CO COM 742718109 8,490 166,153 X 166,153
PROLOGIS SH BEN INT 743410102 474 58,870 X 58,870
PRUDENTIAL FINL INC COM 744320102 875 23,519 X 23,519
PUBLIC SVC ENTERPRISE GROUP COM 744573106 877 26,884 X 26,884
QLOGIC CORP COM 747277101 397 31,303 X 31,303
QUAKER CHEM CORP COM 747316107 219 16,464 X 16,464
QUALCOMM INC COM 747525103 4,031 89,174 X 89,174
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 282 56,351 X 56,351
QUIDEL CORP COM 74838J101 379 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 669 161,230 X 161,230
RF MICRODEVICES INC COM 749941100 1,183 314,522 X 314,522
RACKSPACE HOSTING INC COM 750086100 531 38,315 X 38,315
RADIOSHACK CORP COM 750438103 1,117 80,031 X 80,031
RAVEN INDS INC COM 754212108 525 20,522 X 20,522
RAYTHEON CO COM NEW 755111507 2,199 49,494 X 49,494
RED HAT INC COM 756577102 250 12,438 X 12,438
RED ROBIN GOURMET BURGERS IN COM 75689M101 400 21,311 X 21,311
REDWOOD TR INC COM 758075402 349 23,658 X 23,658
REGIS CORP MINN COM 758932107 812 46,667 X 46,667
REGIONS FINANCIAL CORP NEW COM 7591EP100 336 83,046 X 83,046
REVLON INC CL A NEW 761525609 358 65,733 X 65,733
REX ENERGY CORPORATION COM 761565100 536 94,062 X 94,062
REYNOLDS AMERICAN INC COM 761713106 1,026 26,571 X 26,571
ROBBINS & MYERS INC COM 770196103 227 11,805 X 11,805
ROCKWELL AUTOMATION INC COM 773903109 667 20,754 X 20,754
ROCKY BRANDS INC COM 774515100 81 20,700 X 20,700
ROGERS CORP COM 775133101 374 18,498 X 18,498
ROSS STORES INC COM 778296103 685 17,757 X 17,757
ROYAL BK CDA MONTREAL QUE COM 780087102 658 16,108 X 16,108
RUBY TUESDAY INC COM 781182100 1,234 185,259 X 185,259
S & T BANCORP INC COM 783859101 200 16,456 X 16,456
SPDR TR UNIT SER 1 78462F103 2,155 23,440 X 23,440
SPSS INC COM 78462K102 314 9,411 X 9,411
S1 CORPORATION COM 78463B101 248 35,804 X 35,804
SVB FINL GROUP COM 78486Q101 250 9,181 X 9,181
SWS GROUP INC COM 78503N107 369 26,406 X 26,406
SABINE ROYALTY TR UNIT BEN INT 785688102 325 7,347 X 7,347
ST JUDE MED INC COM 790849103 661 16,071 X 16,071
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 250 17,379 X 17,379
SANDERSON FARMS INC COM 800013104 476 10,570 X 10,570
SANOFI AVENTIS SPONSORED ADR 80105N105 688 23,338 X 23,338
SAPIENT CORP COM 803062108 233 36,964 X 36,964
SATYAM COMPUTER SERVICES LTD ADR 804098101 99 31,919 X 31,919
SCANSOURCE INC COM 806037107 226 9,200 X 9,200
SCHERING PLOUGH CORP COM 806605101 2,211 88,012 X 88,012
SCHLUMBERGER LTD COM 806857108 3,548 65,562 X 65,562
SCHWAB CHARLES CORP NEW COM 808513105 895 51,037 X 51,037
SCHWEITZER-MAUDUIT INTL INC COM 808541106 580 21,320 X 21,320
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 336 12,083 X 12,083
SEACOR HOLDINGS INC COM 811904101 431 5,722 X 5,722
SEALED AIR CORP NEW COM 81211K100 797 43,207 X 43,207
SEALY CORP COM 812139301 914 466,552 X 466,552
SELECTIVE INS GROUP INC COM 816300107 168 13,177 X 13,177
SENIOR HSG PPTYS TR SH BEN INT 81721M109 402 24,617 X 24,617
SEPRACOR INC COM 817315104 719 41,470 X 41,470
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 401 7,656 X 7,656
SIEMENS A G SPONSORED ADR 826197501 1,321 19,088 X 19,088
SIGMA DESIGNS INC COM 826565103 637 39,734 X 39,734
SIGA TECHNOLOGIES INC COM 826917106 296 35,112 X 35,112
SILGAN HOLDINGS INC COM 827048109 266 5,433 X 5,433
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 258 41,710 X 41,710
SIMON PPTY GROUP INC NEW COM 828806109 2,050 39,859 X 39,859
SKYWORKS SOLUTIONS INC COM 83088M102 133 13,564 X 13,564
SKILLSOFT PLC SPONSORED ADR 830928107 213 27,324 X 27,324
SMITH MICRO SOFTWARE INC COM 832154108 678 69,205 X 69,205
SOFTBRANDS INC COM 83402A107 10 10,670 X 10,670
SOHU COM INC COM 83408W103 340 5,413 X 5,413
SONIC AUTOMOTIVE INC CL A 83545G102 467 45,991 X 45,991
SONOCO PRODS CO COM 835495102 624 26,075 X 26,075
SONOSITE INC COM 83568G104 287 14,327 X 14,327
SOURCEFIRE INC COM 83616T108 467 37,682 X 37,682
SOUTHERN CO COM 842587107 1,286 41,285 X 41,285
SOUTHERN COPPER CORP COM 84265V105 238 11,642 X 11,642
SPARTAN MTRS INC COM 846819100 503 44,374 X 44,374
SPRINT NEXTEL CORP COM SER 1 852061100 710 147,662 X 147,662
STAGE STORES INC COM NEW 85254C305 392 35,305 X 35,305
STANDARD PARKING CORP COM 853790103 275 16,900 X 16,900
STAPLES INC COM 855030102 755 37,399 X 37,399
STATE STR CORP COM 857477103 1,251 26,506 X 26,506
STEAK N SHAKE CO COM 857873103 649 74,215 X 74,215
STEIN MART INC COM 858375108 586 66,087 X 66,087
STERLING BANCSHARES INC COM 858907108 66 10,500 X 10,500
STMICROELECTRONICS N V NY REGISTRY 861012102 706 93,981 X 93,981
STONE ENERGY CORP COM 861642106 309 41,652 X 41,652
STRYKER CORP COM 863667101 644 16,195 X 16,195
STURM RUGER & CO INC COM 864159108 296 23,789 X 23,789
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 578 13,716 X 13,716
SUN HEALTHCARE GROUP INC COM NEW 866933401 189 22,402 X 22,402
SUNTRUST BKS INC COM 867914103 968 58,864 X 58,864
SURMODICS INC COM 868873100 545 24,079 X 24,079
SYKES ENTERPRISES INC COM 871237103 470 25,960 X 25,960
SYMANTEC CORP COM 871503108 711 45,653 X 45,653
SYNOVUS FINL CORP COM 87161C105 636 212,873 X 212,873
SYNNEX CORP COM 87162W100 512 20,471 X 20,471
SYSCO CORP COM 871829107 722 32,133 X 32,133
TCF FINL CORP COM 872275102 245 18,357 X 18,357
THQ INC COM NEW 872443403 362 50,523 X 50,523
TNS INC COM 872960109 416 22,189 X 22,189
TTM TECHNOLOGIES INC COM 87305R109 746 93,760 X 93,760
T-3 ENERGY SRVCS INC COM 87306E107 198 16,626 X 16,626
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 563 59,429 X 59,429
TALBOTS INC COM 874161102 397 73,546 X 73,546
TARGET CORP COM 87612E106 1,700 43,077 X 43,077
TEKELEC COM 879101103 969 57,566 X 57,566
TELECOM ARGENTINA S A SPON ADR REP B 879273209 448 34,904 X 34,904
TELECOMMUNICATION SYS INC CL A 87929J103 113 15,837 X 15,837
TELEFONICA S A SPONSORED ADR 879382208 709 10,446 X 10,446
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 694 42,808 X 42,808
TELLABS INC COM 879664100 168 29,354 X 29,354
TEMPLE INLAND INC COM 879868107 427 32,567 X 32,567
TELETECH HOLDINGS INC COM 879939106 734 48,475 X 48,475
TEMPUR PEDIC INTL INC COM 88023U101 368 28,147 X 28,147
TENET HEALTHCARE CORP COM 88033G100 393 139,456 X 139,456
TENNANT CO COM 880345103 504 27,423 X 27,423
TENNECO INC COM 880349105 558 52,660 X 52,660
TERADATA CORP DEL COM 88076W103 1,046 44,660 X 44,660
TERNIUM SA SPON ADR 880890108 354 20,489 X 20,489
TETRA TECHNOLOGIES INC DEL COM 88162F105 791 99,347 X 99,347
TEXAS INSTRS INC COM 882508104 1,538 72,230 X 72,230
TEXAS ROADHOUSE INC CL A 882681109 523 47,903 X 47,903
THE9 LTD ADR 88337K104 459 45,245 X 45,245
THERMO FISHER SCIENTIFIC INC COM 883556102 905 22,204 X 22,204
THOR INDS INC COM 885160101 249 13,553 X 13,553
3M CO COM 88579Y101 2,298 38,230 X 38,230
TIBCO SOFTWARE INC COM 88632Q103 215 29,998 X 29,998
TIME WARNER INC COM NEW 887317303 1,622 64,382 X 64,382
TIME WARNER CABLE INC COM 88732J207 598 18,897 X 18,897
TITANIUM METALS CORP COM NEW 888339207 206 22,413 X 22,413
TIVO INC COM 888706108 110 10,487 X 10,487
TOMPKINS FINANCIAL CORPORATI COM 890110109 218 4,550 X 4,550
TORO CO COM 891092108 296 9,904 X 9,904
TORONTO DOMINION BK ONT COM NEW 891160509 698 13,499 X 13,499
TOTAL S A SPONSORED ADR 89151E109 718 13,231 X 13,231
TRACTOR SUPPLY CO COM 892356106 244 5,900 X 5,900
TRADESTATION GROUP INC COM 89267P105 199 23,500 X 23,500
TRAVELERS COMPANIES INC COM 89417E109 2,672 65,113 X 65,113
TRIUMPH GROUP INC NEW COM 896818101 467 11,673 X 11,673
TRUEBLUE INC COM 89785X101 93 11,051 X 11,051
TRUSTCO BK CORP N Y COM 898349105 138 23,409 X 23,409
TRUSTMARK CORP COM 898402102 234 12,133 X 12,133
TWEEN BRANDS INC COM 901166108 249 37,286 X 37,286
UGI CORP NEW COM 902681105 245 9,593 X 9,593
US BANCORP DEL COM NEW 902973304 3,700 206,491 X 206,491
USA MOBILITY INC COM 90341G103 402 31,487 X 31,487
ULTRA PETROLEUM CORP COM 903914109 628 16,111 X 16,111
UNION PAC CORP COM 907818108 2,749 52,813 X 52,813
UNITED NAT FOODS INC COM 911163103 230 8,775 X 8,775
UNITED ONLINE INC COM 911268100 722 110,963 X 110,963
UNITED PARCEL SERVICE INC CL B 911312106 1,864 37,288 X 37,288
UNITED STATES CELLULAR CORP COM 911684108 832 21,635 X 21,635
UNITED STATES STL CORP NEW COM 912909108 225 6,303 X 6,303
UNITED STATIONERS INC COM 913004107 849 24,335 X 24,335
UNITED TECHNOLOGIES CORP COM 913017109 4,037 77,704 X 77,704
UNITEDHEALTH GROUP INC COM 91324P102 3,077 123,168 X 123,168
UNIVERSAL FST PRODS INC COM 913543104 815 24,615 X 24,615
URANIUM ENERGY CORP COM 916896103 235 81,000 X 81,000
VAALCO ENERGY INC COM NEW 91851C201 378 89,307 X 89,307
VALASSIS COMMUNICATIONS INC COM 918866104 670 109,696 X 109,696
VALE S A ADR 91912E105 667 37,811 X 37,811
VALERO ENERGY CORP NEW COM 91913Y100 479 28,380 X 28,380
VALLEY NATL BANCORP COM 919794107 202 17,228 X 17,228
VALUECLICK INC COM 92046N102 376 35,768 X 35,768
VANDA PHARMACEUTICALS INC COM 921659108 525 44,619 X 44,619
VARIAN INC COM 922206107 295 7,475 X 7,475
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 456 18,994 X 18,994
VASCO DATA SEC INTL INC COM 92230Y104 656 89,724 X 89,724
VECTOR GROUP LTD COM 92240M108 309 21,638 X 21,638
VEECO INSTRS INC DEL COM 922417100 161 13,860 X 13,860
VERIFONE HLDGS INC COM 92342Y109 445 59,219 X 59,219
VERIZON COMMUNICATIONS INC COM 92343V104 6,494 211,310 X 211,310
VIACOM INC NEW CL B 92553P201 695 30,606 X 30,606
VIGNETTE CORP COM NEW 926734401 146 11,073 X 11,073
VIRGIN MOBILE USA INC CL A 92769R108 372 92,546 X 92,546
VISA INC COM CL A 92826C839 1,493 23,973 X 23,973
VISIONCHINA MEDIA INC SPONS ADR 92833U103 310 50,700 X 50,700
VMWARE INC CL A COM 928563402 368 13,512 X 13,512
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 698 35,821 X 35,821
VOCUS INC COM 92858J108 213 10,753 X 10,753
WD-40 CO COM 929236107 355 12,234 X 12,234
WABCO HLDGS INC COM 92927K102 416 23,527 X 23,527
WMS INDS INC COM 929297109 244 7,746 X 7,746
WAL MART STORES INC COM 931142103 5,954 122,917 X 122,917
WALGREEN CO COM 931422109 1,581 53,763 X 53,763
WALTER ENERGY INC COM 93317Q105 409 11,289 X 11,289
WASTE MGMT INC DEL COM 94106L109 746 26,505 X 26,505
WEBSTER FINL CORP CONN COM 947890109 109 13,521 X 13,521
WEIGHT WATCHERS INTL INC NEW COM 948626106 477 18,492 X 18,492
WELLPOINT INC COM 94973V107 2,778 54,596 X 54,596
WELLS FARGO & CO NEW COM 949746101 5,649 232,834 X 232,834
WERNER ENTERPRISES INC COM 950755108 407 22,473 X 22,473
WESTERN UN CO COM 959802109 647 39,441 X 39,441
WILLBROS GROUP INC DEL COM 969203108 820 65,522 X 65,522
WILLIAMS COS INC DEL COM 969457100 489 31,296 X 31,296
WILMINGTON TRUST CORP COM 971807102 215 15,724 X 15,724
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 310 5,642 X 5,642
WIND RIVER SYSTEMS INC COM 973149107 134 11,675 X 11,675
WINDSTREAM CORP COM 97381W104 667 79,726 X 79,726
WOLVERINE WORLD WIDE INC COM 978097103 319 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 1,100 55,254 X 55,254
WORLD FUEL SVCS CORP COM 981475106 229 5,562 X 5,562
WYETH COM 983024100 3,329 73,351 X 73,351
XTO ENERGY INC COM 98385X106 1,113 29,189 X 29,189
XEROX CORP COM 984121103 638 98,505 X 98,505
YAHOO INC COM 984332106 1,157 73,853 X 73,853
YOUBET COM INC COM 987413101 314 95,110 X 95,110
ZEBRA TECHNOLOGIES CORP CL A 989207105 331 13,995 X 13,995
ZIMMER HLDGS INC COM 98956P102 526 12,358 X 12,358
ZIONS BANCORPORATION COM 989701107 569 49,222 X 49,222
ZUMIEZ INC COM 989817101 372 46,407 X 46,407