UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 2007.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois August 10, 2007
--------------------- ---------------- ---------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 934
Form 13F Information Table Value Total: $1,296,779
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ACE LTD ORD G0070K103 2,251 35,999 X 35,999
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 888 31,624 X 31,624
ACCENTURE LTD BERMUDA CL A G1150G111 1,200 27,983 X 27,983
COOPER INDS LTD CL A G24182100 697 12,214 X 12,214
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 267 6,658 X 6,658
CRYPTOLOGIC LIMITED SHS G3159C109 498 20,400 X 20,400
FOSTER WHEELER LTD SHS NEW G36535139 297 2,775 X 2,775
FRESH DEL MONTE PRODUCE INC ORD G36738105 712 28,442 X 28,442
FRONTLINE LTD SHS G3682E127 449 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 441 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 501 16,436 X 16,436
PARTNERRE LTD COM G6852T105 1,302 16,800 X 16,800
PLATINUM UNDERWRITER HLDGS L COM G7127P100 257 7,383 X 7,383
RENAISSANCERE HOLDINGS LTD COM G7496G103 288 4,638 X 4,638
TRANSOCEAN INC ORD G90078109 1,440 13,584 X 13,584
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 728 10,407 X 10,407
XL CAP LTD CL A G98255105 1,385 16,428 X 16,428
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 712 7,770 X 7,770
CELLCOM ISRAEL LTD SHS M2196U109 565 21,363 X 21,363
GIVEN IMAGING ORD SHS M52020100 723 23,017 X 23,017
EXCEL MARITIME CARRIERS LTD COM V3267N107 682 27,093 X 27,093
DRYSHIPS INC SHS Y2109Q101 671 15,458 X 15,458
DOUBLE HULL TANKERS INC COM Y21110104 539 34,559 X 34,559
VERIGY LTD SHS Y93691106 645 22,561 X 22,561
A D C TELECOMMUNICATIONS COM NEW 000886309 563 30,719 X 30,719
ABM INDS INC COM 000957100 509 19,729 X 19,729
AFC ENTERPRISES INC COM 00104Q107 415 23,998 X 23,998
AFLAC INC COM 001055102 4,379 85,204 X 85,204
AGCO CORP COM 001084102 288 6,636 X 6,636
AGL RES INC COM 001204106 220 5,445 X 5,445
AMN HEALTHCARE SERVICES INC COM 001744101 1,313 59,660 X 59,660
AT&T INC COM 00206R102 12,063 290,675 X 290,675
ATMI INC COM 00207R101 920 30,674 X 30,674
ATP OIL & GAS CORP COM 00208J108 299 6,154 X 6,154
ABBOTT LABS COM 002824100 5,205 97,199 X 97,199
ACADIA RLTY TR COM SH BEN INT 004239109 628 24,208 X 24,208
ACCURIDE CORP COM 004398103 537 34,822 X 34,822
ACERGY S A SPONSORED ADR 00443E104 564 25,094 X 25,094
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 406 66,040 X 66,040
ADOBE SYS INC COM 00724F101 1,113 27,722 X 27,722
ADTRAN INC COM 00738A106 392 15,104 X 15,104
AEROFLEX INC COM 007768104 647 45,683 X 45,683
AEROPOSTALE COM 007865108 1,167 27,994 X 27,994
AEGON N V ORD AMER REG 007924103 1,305 66,424 X 66,424
ADVANCED ENERGY INDS COM 007973100 979 43,194 X 43,194
AETNA INC NEW COM 00817Y108 1,193 24,154 X 24,154
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 665 56,253 X 56,253
AIR METHODS CORP COM PAR $.06 009128307 702 19,135 X 19,135
AKZO NOBEL NV SPONSORED ADR 010199305 1,404 16,353 X 16,353
ALASKA COMMUNICATIONS SYS GR COM 01167P101 577 36,420 X 36,420
ALBERTO CULVER CO NEW COM 013078100 502 21,151 X 21,151
ALCAN INC COM 013716105 584 7,186 X 7,186
ALCOA INC COM 013817101 3,644 89,909 X 89,909
ALESCO FINL INC COM 014485106 571 70,216 X 70,216
ALEXANDERS INC COM 014752109 461 1,141 X 1,141
ALEXION PHARMACEUTICALS INC COM 015351109 285 6,332 X 6,332
ALFA CORP COM 015385107 220 14,140 X 14,140
ALLEGHANY CORP DEL COM 017175100 951 2,340 X 2,340
ALLETE INC COM NEW 018522300 1,292 27,459 X 27,459
ALLIANCE ONE INTL INC COM 018772103 273 27,193 X 27,193
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 638 27,732 X 27,732
ALLSTATE CORP COM 020002101 4,976 80,899 X 80,899
ALLTEL CORP COM 020039103 1,095 16,209 X 16,209
ALON USA ENERGY INC COM 020520102 739 16,795 X 16,795
ALTRIA GROUP INC COM 02209S103 8,200 116,907 X 116,907
AMAZON COM INC COM 023135106 982 14,349 X 14,349
AMBASSADORS GROUP INC COM 023177108 517 14,553 X 14,553
AMCOL INTL CORP COM 02341W103 735 26,906 X 26,906
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 951 37,063 X 37,063
AMERICAN EQTY INVT LIFE HLD COM 025676206 692 57,316 X 57,316
AMERICAN EXPRESS CO COM 025816109 2,987 48,824 X 48,824
AMERICAN FINL GROUP INC OHIO COM 025932104 691 20,220 X 20,220
AMERICAN HOME MTG INVT CORP COM 02660R107 386 21,004 X 21,004
AMERICAN INTL GROUP INC COM 026874107 7,400 105,670 X 105,670
AMERICAN RAILCAR INDS INC COM 02916P103 649 16,635 X 16,635
AMERICAN WOODMARK CORP COM 030506109 211 6,092 X 6,092
AMERICREDIT CORP COM 03060R101 1,140 42,950 X 42,950
AMERISAFE INC COM 03071H100 711 36,195 X 36,195
AMERIGROUP CORP COM 03073T102 1,453 61,050 X 61,050
AMETEK INC NEW COM 031100100 684 17,236 X 17,236
AMGEN INC COM 031162100 3,023 54,671 X 54,671
AMIS HLDGS INC COM 031538101 785 62,722 X 62,722
AMKOR TECHNOLOGY INC COM 031652100 588 37,310 X 37,310
AMPCO-PITTSBURGH CORP COM 032037103 287 7,155 X 7,155
AMSURG CORP COM 03232P405 699 28,958 X 28,958
AMTRUST FINANCIAL SERVICES I COM 032359309 708 37,694 X 37,694
ANADARKO PETE CORP COM 032511107 1,137 21,871 X 21,871
ANALOG DEVICES INC COM 032654105 1,307 34,730 X 34,730
ANHEUSER BUSCH COS INC COM 035229103 1,868 35,822 X 35,822
ANNALY CAP MGMT INC COM 035710409 873 60,508 X 60,508
ANSOFT CORP COM 036384105 525 17,819 X 17,819
ANTHRACITE CAP INC COM 037023108 1,225 104,663 X 104,663
APACHE CORP COM 037411105 1,274 15,611 X 15,611
APOGEE ENTERPRISES INC COM 037598109 654 23,525 X 23,525
APOLLO GROUP INC CL A 037604105 1,305 22,328 X 22,328
APPLE INC COM 037833100 4,977 40,778 X 40,778
APRIA HEALTHCARE GROUP INC COM 037933108 651 22,628 X 22,628
APPLERA CORP COM AP BIO GRP 038020103 648 21,232 X 21,232
APPLIED MATLS INC COM 038222105 3,827 192,595 X 192,595
AQUILA INC COM 03840P102 508 124,318 X 124,318
ARBITRON INC COM 03875Q108 518 10,050 X 10,050
ARBOR RLTY TR INC COM 038923108 516 19,979 X 19,979
ARCHER DANIELS MIDLAND CO COM 039483102 2,892 87,387 X 87,387
ARKANSAS BEST CORP DEL COM 040790107 1,175 30,146 X 30,146
ARRIS GROUP INC COM 04269Q100 723 41,094 X 41,094
ARTHROCARE CORP COM 043136100 273 6,208 X 6,208
ASHFORD HOSPITALITY TR INC COM SHS 044103109 662 56,260 X 56,260
ASIAINFO HLDGS INC COM 04518A104 557 57,376 X 57,376
ASPEN TECHNOLOGY INC COM 045327103 629 44,940 X 44,940
ASPREVA PHARMACEUTICALS CORP COM 04538T109 378 21,829 X 21,829
ASSOCIATED BANC CORP COM 045487105 1,735 53,059 X 53,059
ASTA FDG INC COM 046220109 661 17,206 X 17,206
ASTEC INDS INC COM 046224101 731 17,305 X 17,305
ATHEROS COMMUNICATIONS INC COM 04743P108 660 21,390 X 21,390
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 519 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 915 30,453 X 30,453
AUTOLIV INC COM 052800109 1,197 21,055 X 21,055
AUTOMATIC DATA PROCESSING IN COM 053015103 1,264 26,084 X 26,084
AVNET INC COM 053807103 595 15,018 X 15,018
AXCAN PHARMA INC COM 054923107 259 13,411 X 13,411
BB&T CORP COM 054937107 2,245 55,185 X 55,185
BCE INC COM NEW 05534B760 1,341 35,492 X 35,492
BG PLC ADR FIN INST N 055434203 694 8,483 X 8,483
BP PLC SPONSORED ADR 055622104 1,406 19,483 X 19,483
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 419 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,998 30,015 X 30,015
BADGER METER INC COM 056525108 575 20,340 X 20,340
BAKER HUGHES INC COM 057224107 1,270 15,101 X 15,101
BANCORPSOUTH INC COM 059692103 232 9,489 X 9,489
BANK OF AMERICA CORPORATION COM 060505104 14,314 292,770 X 292,770
BANK NEW YORK INC COM 064057102 3,461 83,510 X 83,510
BAXTER INTL INC COM 071813109 4,333 76,904 X 76,904
BAYER A G SPONSORED ADR 072730302 692 9,196 X 9,196
BEA SYS INC COM 073325102 272 19,863 X 19,863
BEAR STEARNS COS INC COM 073902108 786 5,612 X 5,612
BEAZER HOMES USA INC COM 07556Q105 509 20,614 X 20,614
BECTON DICKINSON & CO COM 075887109 860 11,549 X 11,549
BELL MICROPRODUCTS INC COM 078137106 768 117,845 X 117,845
BELO CORP COM SER A 080555105 251 12,182 X 12,182
BERKLEY W R CORP COM 084423102 613 18,845 X 18,845
BEST BUY INC COM 086516101 871 18,665 X 18,665
BHP BILLITON LTD SPONSORED ADR 088606108 740 12,377 X 12,377
BIG LOTS INC COM 089302103 285 9,690 X 9,690
BIGBAND NETWORKS INC COM 089750509 353 26,931 X 26,931
BIOMARIN PHARMACEUTICAL INC COM 09061G101 564 31,457 X 31,457
BIOGEN IDEC INC COM 09062X103 1,574 29,428 X 29,428
BIOVAIL CORP COM 09067J109 2,012 79,165 X 79,165
BLACK & DECKER CORP COM 091797100 1,262 14,291 X 14,291
BLACK HILLS CORP COM 092113109 596 14,982 X 14,982
BLACKBAUD INC COM 09227Q100 445 20,166 X 20,166
BLOCKBUSTER INC CL A 093679108 376 87,247 X 87,247
BOEING CO COM 097023105 3,570 37,123 X 37,123
BON-TON STORES INC COM 09776J101 594 14,821 X 14,821
BORG WARNER INC COM 099724106 679 7,896 X 7,896
BOSTON BEER INC CL A 100557107 497 12,631 X 12,631
BOSTON PRIVATE FINL HLDGS IN COM 101119105 401 14,927 X 14,927
BOSTON SCIENTIFIC CORP COM 101137107 963 62,790 X 62,790
BRIGGS & STRATTON CORP COM 109043109 704 22,319 X 22,319
BRISTOL MYERS SQUIBB CO COM 110122108 5,023 159,167 X 159,167
BROOKFIELD HOMES CORP COM 112723101 426 14,645 X 14,645
BROOKS AUTOMATION INC COM 114340102 1,370 75,497 X 75,497
BROWN & BROWN INC COM 115236101 409 16,258 X 16,258
BRUNSWICK CORP COM 117043109 243 7,448 X 7,448
BUCKLE INC COM 118440106 550 13,949 X 13,949
BUFFALO WILD WINGS INC COM 119848109 272 6,546 X 6,546
BUILDERS FIRSTSOURCE INC COM 12008R107 431 26,828 X 26,828
BURLINGTON NORTHN SANTA FE C COM 12189T104 3,344 39,277 X 39,277
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 216 5,557 X 5,557
CBS CORP NEW CL B 124857202 2,331 69,959 X 69,959
C D I CORP COM 125071100 653 20,271 X 20,271
CF INDS HLDGS INC COM 125269100 771 12,881 X 12,881
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 588 11,188 X 11,188
CKE RESTAURANTS INC COM 12561E105 992 49,417 X 49,417
CMS ENERGY CORP COM 125896100 214 12,470 X 12,470
CPI CORP COM 125902106 357 5,137 X 5,137
CNOOC LTD SPONSORED ADR 126132109 739 6,497 X 6,497
CSG SYS INTL INC COM 126349109 247 9,309 X 9,309
CVS CAREMARK CORPORATION COM 126650100 2,680 73,517 X 73,517
CABOT MICROELECTRONICS CORP COM 12709P103 981 27,629 X 27,629
CALAMOS ASSET MGMT INC CL A 12811R104 712 27,866 X 27,866
CALGON CARBON CORP COM 129603106 655 56,457 X 56,457
CALIFORNIA MICRO DEVICES COR COM 130439102 192 47,367 X 47,367
CALLAWAY GOLF CO COM 131193104 662 37,154 X 37,154
CAMBREX CORP COM 132011107 672 50,665 X 50,665
CAPITAL ONE FINL CORP COM 14040H105 1,537 19,592 X 19,592
CAPITAL TRUST INC MD CL A NEW 14052H506 942 27,605 X 27,605
CAPITOL BANCORP LTD COM 14056D105 369 13,485 X 13,485
CAPTARIS INC COM 14071N104 289 56,407 X 56,407
CARBO CERAMICS INC COM 140781105 678 15,473 X 15,473
CARDINAL HEALTH INC COM 14149Y108 3,228 45,696 X 45,696
CAREER EDUCATION CORP COM 141665109 803 23,767 X 23,767
CARNIVAL CORP PAIRED CTF 143658300 1,006 20,630 X 20,630
CARPENTER TECHNOLOGY CORP COM 144285103 639 4,905 X 4,905
CASCADE CORP COM 147195101 260 3,319 X 3,319
CASTLE A M & CO COM 148411101 254 7,075 X 7,075
CATERPILLAR INC DEL COM 149123101 3,664 46,791 X 46,791
CATO CORP NEW CL A 149205106 464 21,150 X 21,150
CBEYOND INC COM 149847105 668 17,346 X 17,346
CELGENE CORP COM 151020104 1,027 17,909 X 17,909
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 598 63,017 X 63,017
CENTENE CORP DEL COM 15135B101 1,417 66,159 X 66,159
CENTERPOINT ENERGY INC COM 15189T107 1,251 71,920 X 71,920
CENTURY ALUM CO COM 156431108 1,188 21,739 X 21,739
CENTURYTEL INC COM 156700106 226 4,600 X 4,600
CEPHALON INC COM 156708109 630 7,834 X 7,834
CERADYNE INC COM 156710105 318 4,298 X 4,298
CHAPARRAL STL CO DEL COM 159423102 1,230 17,108 X 17,108
CHARLOTTE RUSSE HLDG INC COM 161048103 400 14,874 X 14,874
CHEMICAL FINL CORP COM 163731102 600 23,181 X 23,181
CHEROKEE INC DEL NEW COM 16444H102 431 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 9,979 118,459 X 118,459
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 935 24,778 X 24,778
CHICAGO MERCANTILE HLDGS INC CL A 167760107 878 1,643 X 1,643
CHILDRENS PL RETAIL STORES I COM 168905107 334 6,468 X 6,468
CHIPOTLE MEXICAN GRILL INC CL A 169656105 733 8,592 X 8,592
CHOICE HOTELS INTL INC COM 169905106 564 14,269 X 14,269
CHOICEPOINT INC COM 170388102 496 11,690 X 11,690
CHRISTOPHER & BANKS CORP COM 171046105 778 45,351 X 45,351
CHUBB CORP COM 171232101 2,367 43,725 X 43,725
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 425 22,537 X 22,537
CIENA CORP COM NEW 171779309 582 16,122 X 16,122
CINCINNATI BELL INC NEW COM 171871106 531 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,178 27,145 X 27,145
CISCO SYS INC COM 17275R102 7,971 286,229 X 286,229
CITIGROUP INC COM 172967101 14,915 290,795 X 290,795
CITIZENS COMMUNICATIONS CO COM 17453B101 484 31,686 X 31,686
CITY HLDG CO COM 177835105 394 10,277 X 10,277
CLEAR CHANNEL COMMUNICATIONS COM 184502102 885 23,401 X 23,401
CLEVELAND CLIFFS INC COM 185896107 480 6,175 X 6,175
COCA COLA CO COM 191216100 5,696 108,897 X 108,897
COGNOS INC COM 19244C109 226 5,703 X 5,703
COHEN & STEERS INC COM 19247A100 659 15,164 X 15,164
COLGATE PALMOLIVE CO COM 194162103 1,564 24,115 X 24,115
COLUMBUS MCKINNON CORP N Y COM 199333105 324 10,058 X 10,058
COMCAST CORP NEW CL A 20030N101 6,123 217,763 X 217,763
COMMERCE BANCSHARES INC COM 200525103 1,289 28,446 X 28,446
COMMERCE GROUP INC MASS COM 200641108 255 7,354 X 7,354
COMMUNITY BK SYS INC COM 203607106 633 31,595 X 31,595
CGG VERITAS SPONSORED ADR 204386106 1,278 25,708 X 25,708
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 622 12,021 X 12,021
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 612 35,726 X 35,726
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 654 14,675 X 14,675
COMPUCREDIT CORP COM 20478N100 576 16,440 X 16,440
CONCUR TECHNOLOGIES INC COM 206708109 299 13,076 X 13,076
CONMED CORP COM 207410101 596 20,348 X 20,348
CONNS INC COM 208242107 658 23,052 X 23,052
CONOCOPHILLIPS COM 20825C104 7,468 95,135 X 95,135
CONTINENTAL AIRLS INC CL B 210795308 570 16,838 X 16,838
COOPER COS INC COM NEW 216648402 729 13,678 X 13,678
COOPER TIRE & RUBR CO COM 216831107 689 24,954 X 24,954
CORNING INC COM 219350105 1,894 74,147 X 74,147
CORPORATE EXECUTIVE BRD CO COM 21988R102 420 6,469 X 6,469
CORUS BANKSHARES INC COM 220873103 641 37,140 X 37,140
COSTCO WHSL CORP NEW COM 22160K105 3,190 54,518 X 54,518
COTT CORP QUE COM 22163N106 234 16,293 X 16,293
COUNTRYWIDE FINANCIAL CORP COM 222372104 1,017 27,977 X 27,977
COVANSYS CORP COM 22281W103 633 18,654 X 18,654
COVENTRY HEALTH CARE INC COM 222862104 616 10,678 X 10,678
COX RADIO INC CL A 224051102 266 18,712 X 18,712
CREDENCE SYS CORP COM 225302108 657 182,526 X 182,526
CROSS CTRY HEALTHCARE INC COM 227483104 630 37,763 X 37,763
CROSS TIMBERS RTY TR TR UNIT 22757R109 462 10,874 X 10,874
CTRIP COM INTL LTD ADR 22943F100 505 6,419 X 6,419
CUBIST PHARMACEUTICALS INC COM 229678107 655 33,221 X 33,221
CULLEN FROST BANKERS INC COM 229899109 252 4,706 X 4,706
CUMMINS INC COM 231021106 719 7,104 X 7,104
CYBERSOURCE CORP COM 23251J106 213 17,636 X 17,636
CYNOSURE INC CL A 232577205 682 18,726 X 18,726
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 279 21,047 X 21,047
DSP GROUP INC COM 23332B106 963 47,061 X 47,061
DSW INC CL A 23334L102 499 14,328 X 14,328
DXP ENTERPRISES INC NEW COM NEW 233377407 650 15,208 X 15,208
DADE BEHRING HLDGS INC COM 23342J206 660 12,418 X 12,418
DANAHER CORP DEL COM 235851102 875 11,588 X 11,588
DAWSON GEOPHYSICAL CO COM 239359102 708 11,530 X 11,530
DECKERS OUTDOOR CORP COM 243537107 458 4,543 X 4,543
DEL MONTE FOODS CO COM 24522P103 258 21,183 X 21,183
DELEK US HLDGS INC COM 246647101 1,329 49,879 X 49,879
DELL INC COM 24702R101 3,058 107,094 X 107,094
DELUXE CORP COM 248019101 873 21,487 X 21,487
DENNYS CORP COM 24869P104 1,060 238,154 X 238,154
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,343 72,974 X 72,974
DEVON ENERGY CORP NEW COM 25179M103 1,642 20,976 X 20,976
DEVRY INC DEL COM 251893103 310 9,122 X 9,122
DIGITAL RIV INC COM 25388B104 262 5,799 X 5,799
DIRECTV GROUP INC COM 25459L106 821 35,546 X 35,546
DISNEY WALT CO COM DISNEY 254687106 5,302 155,292 X 155,292
DOLBY LABORATORIES INC COM 25659T107 1,178 33,264 X 33,264
DOLLAR TREE STORES INC COM 256747106 291 6,685 X 6,685
DOMINION RES INC VA NEW COM 25746U109 3,489 40,420 X 40,420
DOMINOS PIZZA INC COM 25754A201 467 25,563 X 25,563
DONEGAL GROUP INC CL A 257701201 348 23,330 X 23,330
DOW CHEM CO COM 260543103 5,243 118,563 X 118,563
DOWNEY FINL CORP COM 261018105 429 6,495 X 6,495
DRESS BARN INC COM 261570105 983 47,905 X 47,905
DU PONT E I DE NEMOURS & CO COM 263534109 5,409 106,384 X 106,384
DUKE ENERGY CORP NEW COM 26441C105 2,355 128,700 X 128,700
E M C CORP MASS COM 268648102 1,791 98,933 X 98,933
EMC INS GROUP INC COM 268664109 434 17,483 X 17,483
ENI S P A SPONSORED ADR 26874R108 2,049 28,324 X 28,324
EOG RES INC COM 26875P101 842 11,529 X 11,529
EASTMAN KODAK CO COM 277461109 1,258 45,208 X 45,208
EATON CORP COM 278058102 1,371 14,737 X 14,737
EBAY INC COM 278642103 2,324 72,228 X 72,228
ECLIPSYS CORP COM 278856109 657 33,163 X 33,163
ECOLLEGE COM COM 27887E100 281 12,615 X 12,615
EDO CORP COM 281347104 769 23,392 X 23,392
EDWARDS LIFESCIENCES CORP COM 28176E108 463 9,388 X 9,388
ELECTRO SCIENTIFIC INDS COM 285229100 1,456 70,015 X 70,015
ELIZABETH ARDEN INC COM 28660G106 644 26,536 X 26,536
EMCOR GROUP INC COM 29084Q100 264 3,622 X 3,622
EMERSON ELEC CO COM 291011104 2,386 50,987 X 50,987
ENCORE WIRE CORP COM 292562105 740 25,139 X 25,139
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 506 14,770 X 14,770
ENERGEN CORP COM 29265N108 482 8,774 X 8,774
ENERSYS COM 29275Y102 615 33,622 X 33,622
ENTEGRIS INC COM 29362U104 703 59,156 X 59,156
ENTERGY CORP NEW COM 29364G103 998 9,299 X 9,299
EQUITY LIFESTYLE PPTYS INC COM 29472R108 632 12,103 X 12,103
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,959 49,102 X 49,102
ERIE INDTY CO CL A 29530P102 240 4,450 X 4,450
ESTERLINE TECHNOLOGIES CORP COM 297425100 654 13,533 X 13,533
ETHAN ALLEN INTERIORS INC COM 297602104 414 12,100 X 12,100
EURONET WORLDWIDE INC COM 298736109 261 8,945 X 8,945
EXAR CORP COM 300645108 805 60,039 X 60,039
EXELON CORP COM 30161N101 4,391 60,483 X 60,483
EXELIXIS INC COM 30161Q104 667 55,150 X 55,150
EXPRESSJET HOLDINGS INC CL A 30218U108 380 63,555 X 63,555
EXTRA SPACE STORAGE INC COM 30225T102 665 40,314 X 40,314
EXXON MOBIL CORP COM 30231G102 27,574 328,737 X 328,737
FEI CO COM 30241L109 583 17,965 X 17,965
F M C CORP COM NEW 302491303 927 10,375 X 10,375
FPIC INS GROUP INC COM 302563101 432 10,600 X 10,600
FPL GROUP INC COM 302571104 1,087 19,159 X 19,159
FAIR ISAAC CORP COM 303250104 295 7,361 X 7,361
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 548 28,354 X 28,354
FAMILY DLR STORES INC COM 307000109 1,186 34,570 X 34,570
FARO TECHNOLOGIES INC COM 311642102 271 8,500 X 8,500
FEDERAL HOME LN MTG CORP COM 313400301 3,830 63,093 X 63,093
FEDERAL NATL MTG ASSN COM 313586109 2,997 45,873 X 45,873
FEDEX CORP COM 31428X106 1,610 14,510 X 14,510
FERRO CORP COM 315405100 683 27,416 X 27,416
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,202 50,708 X 50,708
FIFTH THIRD BANCORP COM 316773100 1,031 25,932 X 25,932
FINANCIAL FED CORP COM 317492106 661 22,162 X 22,162
FIRST BANCORP P R COM 318672102 410 37,352 X 37,352
FIRST BANCORP N C COM 318910106 313 16,737 X 16,737
FIRST CMNTY BANCSHARES INC N COM 31983A103 334 10,693 X 10,693
FIRST DATA CORP COM 319963104 1,162 35,567 X 35,567
FIRST MERCHANTS CORP COM 320817109 411 17,119 X 17,119
FIRST NIAGARA FINL GP INC COM 33582V108 234 17,888 X 17,888
FIRSTFED FINL CORP COM 337907109 993 17,506 X 17,506
FLAGSTAR BANCORP INC COM 337930101 231 19,190 X 19,190
FIRSTENERGY CORP COM 337932107 930 14,373 X 14,373
FLEETWOOD ENTERPRISES INC COM 339099103 728 80,472 X 80,472
FLOW INTL CORP COM 343468104 534 42,406 X 42,406
FORD MTR CO DEL COM PAR $0.01 345370860 1,462 155,180 X 155,180
FORDING CDN COAL TR TR UNIT 345425102 683 20,850 X 20,850
FOREST LABS INC COM 345838106 673 14,741 X 14,741
FRANCE TELECOM SPONSORED ADR 35177Q105 1,850 67,338 X 67,338
FRANKLIN RES INC COM 354613101 1,035 7,816 X 7,816
FREDS INC CL A 356108100 770 57,516 X 57,516
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,619 43,701 X 43,701
FREIGHTCAR AMER INC COM 357023100 504 10,541 X 10,541
FREMONT GEN CORP COM 357288109 630 58,543 X 58,543
FULLER H B CO COM 359694106 609 20,391 X 20,391
G & K SVCS INC CL A 361268105 741 18,750 X 18,750
GSI COMMERCE INC COM 36238G102 278 12,240 X 12,240
GANNETT INC COM 364730101 1,189 21,637 X 21,637
GENCORP INC COM 368682100 642 49,154 X 49,154
GENENTECH INC COM NEW 368710406 1,660 21,944 X 21,944
GENERAL DYNAMICS CORP COM 369550108 3,439 43,970 X 43,970
GENERAL ELECTRIC CO COM 369604103 18,567 485,033 X 485,033
GENERAL MLS INC COM 370334104 954 16,331 X 16,331
GENERAL MTRS CORP COM 370442105 859 22,723 X 22,723
GENESIS MICROCHIP INC DEL COM 37184C103 291 31,091 X 31,091
GENZYME CORP COM 372917104 1,418 22,024 X 22,024
GEVITY HR INC COM 374393106 347 17,930 X 17,930
GILEAD SCIENCES INC COM 375558103 1,444 37,228 X 37,228
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,315 25,101 X 25,101
GLIMCHER RLTY TR SH BEN INT 379302102 378 15,121 X 15,121
GLOBAL INDS LTD COM 379336100 765 28,506 X 28,506
GLOBAL PMTS INC COM 37940X102 349 8,792 X 8,792
GOLDMAN SACHS GROUP INC COM 38141G104 6,339 29,246 X 29,246
GOOGLE INC CL A 38259P508 5,649 10,808 X 10,808
GRAFTECH INTL LTD COM 384313102 1,610 95,634 X 95,634
GRAMERCY CAP CORP COM 384871109 1,910 69,368 X 69,368
GRANT PRIDECO INC COM 38821G101 636 11,822 X 11,822
GREATBATCH INC COM 39153L106 1,816 56,063 X 56,063
GREEN MTN COFFEE ROASTERS IN COM 393122106 658 8,352 X 8,352
GREIF INC CL A 397624107 980 16,445 X 16,445
GREY WOLF INC COM 397888108 226 27,468 X 27,468
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 437 45,619 X 45,619
GRUPO SIMEC S A B DE C V ADR 400491106 241 19,304 X 19,304
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 686 13,016 X 13,016
GUITAR CTR MGMT INC COM 402040109 876 14,643 X 14,643
GULF ISLAND FABRICATION INC COM 402307102 713 20,537 X 20,537
GULFMARK OFFSHORE INC COM 402629109 277 5,414 X 5,414
GYMBOREE CORP COM 403777105 958 24,310 X 24,310
HCC INS HLDGS INC COM 404132102 1,855 55,512 X 55,512
HLTH CORPORATION COM 40422Y101 228 16,280 X 16,280
HRPT PPTYS TR COM SH BEN INT 40426W101 215 20,682 X 20,682
HSBC HLDGS PLC SPON ADR NEW 404280406 1,276 13,901 X 13,901
HAIN CELESTIAL GROUP INC COM 405217100 896 33,032 X 33,032
HALLIBURTON CO COM 406216101 1,487 43,093 X 43,093
HARLEYSVILLE NATL CORP PA COM 412850109 425 26,358 X 26,358
HARTFORD FINL SVCS GROUP INC COM 416515104 2,685 27,257 X 27,257
HAYNES INTERNATIONAL INC COM NEW 420877201 627 7,427 X 7,427
HEADWATERS INC COM 42210P102 974 56,375 X 56,375
HEALTHSPRING INC COM 42224N101 397 20,820 X 20,820
HEALTHWAYS INC COM 422245100 661 13,955 X 13,955
HEARTLAND EXPRESS INC COM 422347104 1,244 76,339 X 76,339
HEARTLAND PMT SYS INC COM 42235N108 668 22,778 X 22,778
HEIDRICK & STRUGGLES INTL IN COM 422819102 688 13,422 X 13,422
HENRY JACK & ASSOC INC COM 426281101 241 9,375 X 9,375
HERCULES OFFSHORE INC COM 427093109 608 18,784 X 18,784
HEWLETT PACKARD CO COM 428236103 8,599 192,717 X 192,717
HOLOGIC INC COM 436440101 672 12,143 X 12,143
HOME DEPOT INC COM 437076102 3,654 92,855 X 92,855
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 722 22,408 X 22,408
HONDA MOTOR LTD AMERN SHS 438128308 1,395 38,444 X 38,444
HONEYWELL INTL INC COM 438516106 4,723 83,926 X 83,926
HORACE MANN EDUCATORS CORP N COM 440327104 793 37,343 X 37,343
HORNBECK OFFSHORE SVCS INC N COM 440543106 747 19,274 X 19,274
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 574 13,834 X 13,834
HOT TOPIC INC COM 441339108 1,028 94,601 X 94,601
HUGOTON RTY TR TEX UNIT BEN INT 444717102 410 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 1,242 54,623 X 54,623
HURON CONSULTING GROUP INC COM 447462102 744 10,194 X 10,194
IPG PHOTONICS CORP COM 44980X109 378 18,950 X 18,950
ISTAR FINL INC COM 45031U101 1,247 28,126 X 28,126
ITT EDUCATIONAL SERVICES INC COM 45068B109 663 5,645 X 5,645
ITT CORP NEW COM 450911102 651 9,528 X 9,528
ICON PUB LTD CO SPONSORED ADR 45103T107 225 5,142 X 5,142
IDEXX LABS INC COM 45168D104 669 7,073 X 7,073
ILLINOIS TOOL WKS INC COM 452308109 3,166 58,427 X 58,427
IMMUCOR INC COM 452526106 446 15,929 X 15,929
IMPAC MTG HLDGS INC COM 45254P102 515 111,757 X 111,757
IMPERIAL OIL LTD COM NEW 453038408 633 13,625 X 13,625
IMPERIAL SUGAR CO NEW COM NEW 453096208 1,360 44,176 X 44,176
INFINITY PPTY & CAS CORP COM 45665Q103 627 12,368 X 12,368
INFORMATICA CORP COM 45666Q102 554 37,515 X 37,515
INFOSPACE INC COM NEW 45678T201 751 32,361 X 32,361
ING GROEP N V SPONSORED ADR 456837103 1,223 27,818 X 27,818
INLAND REAL ESTATE CORP COM NEW 457461200 629 37,057 X 37,057
INSIGHT ENTERPRISES INC COM 45765U103 252 11,181 X 11,181
INNOSPEC INC COM 45768S105 637 10,758 X 10,758
INSTEEL INDUSTRIES INC COM 45774W108 520 28,903 X 28,903
INTEL CORP COM 458140100 10,253 431,868 X 431,868
INTERACTIVE DATA CORP COM 45840J107 572 21,362 X 21,362
INTERDIGITAL COMMUNICATIONS COM 45866A105 479 14,895 X 14,895
INTERMUNE INC COM 45884X103 589 22,694 X 22,694
INTERNATIONAL BANCSHARES COR COM 459044103 235 9,190 X 9,190
INTERNATIONAL BUSINESS MACHS COM 459200101 11,266 107,042 X 107,042
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 516 9,900 X 9,900
INTL PAPER CO COM 460146103 802 20,535 X 20,535
INTEVAC INC COM 461148108 852 40,062 X 40,062
INTUITIVE SURGICAL INC COM NEW 46120E602 275 1,985 X 1,985
INVESTORS REAL ESTATE TR SH BEN INT 461730103 378 36,584 X 36,584
INVESTORS FINL SERVICES CORP COM 461915100 420 6,806 X 6,806
IRIS INTL INC COM 46270W105 659 39,161 X 39,161
ISHARES TR RUSSELL MIDCAP 464287499 67,823 622,800 X 622,800
ISHARES TR RUSSELL 2000 464287655 41,405 499,100 X 499,100
ISHARES TR RUSSELL 3000 464287689 19,147 220,000 X 220,000
JDS UNIPHASE CORP COM PAR $0.001 46612J507 198 14,724 X 14,724
JDA SOFTWARE GROUP INC COM 46612K108 682 34,748 X 34,748
JP MORGAN CHASE & CO COM 46625H100 12,138 250,536 X 250,536
JACKSON HEWITT TAX SVCS INC COM 468202106 522 18,586 X 18,586
JOHNSON & JOHNSON COM 478160104 9,664 156,829 X 156,829
JOHNSON CTLS INC COM 478366107 1,077 9,300 X 9,300
JOS A BANK CLOTHIERS INC COM 480838101 274 6,615 X 6,615
KLA-TENCOR CORP COM 482480100 658 11,976 X 11,976
K-SWISS INC CL A 482686102 1,243 43,888 X 43,888
K V PHARMACEUTICAL CO CL A 482740206 1,340 49,194 X 49,194
KB HOME COM 48666K109 475 12,072 X 12,072
KELLOGG CO COM 487836108 577 11,136 X 11,136
KELLY SVCS INC CL A 488152208 206 7,513 X 7,513
KENSEY NASH CORP COM 490057106 367 13,702 X 13,702
KEYCORP NEW COM 493267108 1,186 34,554 X 34,554
KFORCE INC COM 493732101 656 41,040 X 41,040
KIMBERLY CLARK CORP COM 494368103 1,438 21,505 X 21,505
KINDRED HEALTHCARE INC COM 494580103 624 20,304 X 20,304
KINETIC CONCEPTS INC COM NEW 49460W208 659 12,683 X 12,683
KING PHARMACEUTICALS INC COM 495582108 560 27,370 X 27,370
KINROSS GOLD CORP COM NO PAR 496902404 274 23,424 X 23,424
KNOLL INC COM NEW 498904200 498 22,219 X 22,219
KNOLOGY INC COM 499183804 712 40,985 X 40,985
KNOT INC COM 499184109 606 30,028 X 30,028
KOHLS CORP COM 500255104 1,075 15,140 X 15,140
KONGZHONG CORP SPONSORED ADR 50047P104 386 74,451 X 74,451
KOPPERS HOLDINGS INC COM 50060P106 663 19,691 X 19,691
KOPIN CORP COM 500600101 498 127,615 X 127,615
KORN FERRY INTL COM NEW 500643200 671 25,536 X 25,536
KRAFT FOODS INC CL A 50075N104 2,666 75,629 X 75,629
KROGER CO COM 501044101 1,546 54,975 X 54,975
KULICKE & SOFFA INDS INC COM 501242101 570 54,450 X 54,450
LCA-VISION INC COM PAR $.001 501803308 671 14,202 X 14,202
LA Z BOY INC COM 505336107 814 70,998 X 70,998
LABORATORY CORP AMER HLDGS COM NEW 50540R409 625 7,992 X 7,992
LABOR READY INC COM NEW 505401208 575 24,901 X 24,901
LACLEDE GROUP INC COM 505597104 750 23,512 X 23,512
LAM RESEARCH CORP COM 512807108 598 11,641 X 11,641
LAMSON & SESSIONS CO COM 513696104 257 9,676 X 9,676
LANDSTAR SYS INC COM 515098101 479 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 376 4,919 X 4,919
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 445 10,259 X 10,259
LAYNE CHRISTENSEN CO COM 521050104 1,146 27,996 X 27,996
LEGGETT & PLATT INC COM 524660107 231 10,456 X 10,456
LEHMAN BROS HLDGS INC COM 524908100 3,802 51,018 X 51,018
LENNAR CORP CL A 526057104 1,081 29,555 X 29,555
LEXINGTON REALTY TRUST COM 529043101 759 36,472 X 36,472
LIBERTY PPTY TR SH BEN INT 531172104 619 14,098 X 14,098
LILLY ELI & CO COM 532457108 3,824 68,437 X 68,437
LINCARE HLDGS INC COM 532791100 283 7,092 X 7,092
LINCOLN NATL CORP IND COM 534187109 2,196 30,950 X 30,950
LIONS GATE ENTMNT CORP COM NEW 535919203 522 47,324 X 47,324
LIQUIDITY SERVICES INC COM 53635B107 452 24,044 X 24,044
LITTELFUSE INC COM 537008104 726 21,503 X 21,503
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,216 27,195 X 27,195
LO-JACK CORP COM 539451104 288 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 3,525 37,453 X 37,453
LODGENET ENTMT CORP COM 540211109 490 15,289 X 15,289
LOEWS CORP COM 540424108 1,047 20,533 X 20,533
LOEWS CORP CAROLNA GP STK 540424207 467 6,048 X 6,048
LOWES COS INC COM 548661107 2,179 70,988 X 70,988
LUBRIZOL CORP COM 549271104 903 13,985 X 13,985
LUMINENT MTG CAP INC COM 550278303 662 65,590 X 65,590
LYONDELL CHEMICAL CO COM 552078107 698 18,817 X 18,817
M D C HLDGS INC COM 552676108 221 4,572 X 4,572
MGIC INVT CORP WIS COM 552848103 1,179 20,733 X 20,733
MGM MIRAGE COM 552953101 460 5,574 X 5,574
MPS GROUP INC COM 553409103 613 45,816 X 45,816
MTS SYS CORP COM 553777103 503 11,270 X 11,270
MACROVISION CORP COM 555904101 702 23,350 X 23,350
MACYS INC COM 55616P104 861 21,651 X 21,651
MAGMA DESIGN AUTOMATION COM 559181102 904 64,405 X 64,405
MAGNA INTL INC CL A 559222401 1,918 21,083 X 21,083
MAINSOURCE FINANCIAL GP INC COM 56062Y102 415 24,746 X 24,746
MANULIFE FINL CORP COM 56501R106 1,239 33,200 X 33,200
MARATHON OIL CORP COM 565849106 970 16,171 X 16,171
MARSH & MCLENNAN COS INC COM 571748102 809 26,184 X 26,184
MARRIOTT INTL INC NEW CL A 571903202 671 15,519 X 15,519
MARTEK BIOSCIENCES CORP COM 572901106 1,082 41,653 X 41,653
MARVEL ENTERTAINMENT INC COM 57383T103 471 18,500 X 18,500
MASCO CORP COM 574599106 1,230 43,200 X 43,200
MATRIA HEALTHCARE INC COM NEW 576817209 653 21,563 X 21,563
MATTEL INC COM 577081102 1,902 75,214 X 75,214
MATTSON TECHNOLOGY INC COM 577223100 432 44,529 X 44,529
MAXIM INTEGRATED PRODS INC COM 57772K101 1,319 39,470 X 39,470
MAXIMUS INC COM 577933104 728 16,790 X 16,790
MCAFEE INC COM 579064106 657 18,666 X 18,666
MCDONALDS CORP COM 580135101 5,596 110,252 X 110,252
MCGRAW HILL COS INC COM 580645109 1,725 25,332 X 25,332
MCKESSON CORP COM 58155Q103 836 14,014 X 14,014
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,030 13,209 X 13,209
MEDICINES CO COM 584688105 581 32,950 X 32,950
MEDTRONIC INC COM 585055106 2,809 54,171 X 54,171
MELLON FINL CORP COM 58551A108 864 19,627 X 19,627
MENS WEARHOUSE INC COM 587118100 884 17,305 X 17,305
MERCK & CO INC COM 589331107 8,644 173,577 X 173,577
MERCURY GENL CORP NEW COM 589400100 243 4,405 X 4,405
MEREDITH CORP COM 589433101 240 3,900 X 3,900
MERRILL LYNCH & CO INC COM 590188108 5,537 66,251 X 66,251
METHODE ELECTRS INC COM 591520200 958 61,191 X 61,191
METLIFE INC COM 59156R108 3,390 52,574 X 52,574
METTLER TOLEDO INTERNATIONAL COM 592688105 277 2,900 X 2,900
MICREL INC COM 594793101 408 32,100 X 32,100
MICROSOFT CORP COM 594918104 14,340 486,583 X 486,583
MICROSTRATEGY INC CL A NEW 594972408 382 4,047 X 4,047
MICROTUNE INC DEL COM 59514P109 303 57,982 X 57,982
MILLENNIUM PHARMACEUTICALS I COM 599902103 240 22,730 X 22,730
MILLER HERMAN INC COM 600544100 386 12,200 X 12,200
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 571 18,693 X 18,693
MOBILE MINI INC COM 60740F105 625 21,410 X 21,410
MOLEX INC COM 608554101 538 17,919 X 17,919
MOLSON COORS BREWING CO CL B 60871R209 270 2,923 X 2,923
MONACO COACH CORP COM 60886R103 605 42,195 X 42,195
MONARCH CASINO & RESORT INC COM 609027107 513 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 3,699 54,764 X 54,764
MOODYS CORP COM 615369105 665 10,690 X 10,690
MORGAN STANLEY COM NEW 617446448 6,363 75,858 X 75,858
MOTOROLA INC COM 620076109 3,898 220,246 X 220,246
MOVE INC COM COM 62458M108 736 164,258 X 164,258
MOVADO GROUP INC COM 624580106 286 8,483 X 8,483
MUELLER WTR PRODS INC COM SER A 624758108 588 34,474 X 34,474
MYLAN LABS INC COM 628530107 643 35,327 X 35,327
MYRIAD GENETICS INC COM 62855J104 226 6,072 X 6,072
NBTY INC COM 628782104 661 15,308 X 15,308
NDS GROUP PLC SPONSORED ADR 628891103 470 10,020 X 10,020
NVR INC COM 62944T105 908 1,336 X 1,336
NYSE EURONEXT COM 629491101 916 12,441 X 12,441
NACCO INDS INC CL A 629579103 249 1,601 X 1,601
NATIONAL CITY CORP COM 635405103 1,992 59,783 X 59,783
NATIONAL INSTRS CORP COM 636518102 1,012 31,070 X 31,070
NATIONAL OILWELL VARCO INC COM 637071101 727 6,978 X 6,978
NATIONAL RETAIL PROPERTIES I COM 637417106 613 28,052 X 28,052
NATIONWIDE FINL SVCS INC CL A 638612101 270 4,269 X 4,269
NATIONWIDE HEALTH PPTYS INC COM 638620104 430 15,803 X 15,803
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 407 16,841 X 16,841
NETEASE COM INC SPONSORED ADR 64110W102 1,062 62,384 X 62,384
NEWCASTLE INVT CORP COM 65105M108 1,243 49,597 X 49,597
NEWELL RUBBERMAID INC COM 651229106 1,330 45,192 X 45,192
NEWMONT MINING CORP COM 651639106 783 20,049 X 20,049
NEWS CORP CL A 65248E104 4,266 201,147 X 201,147
NIKE INC CL B 654106103 979 16,802 X 16,802
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 679 37,632 X 37,632
NOKIA CORP SPONSORED ADR 654902204 2,134 75,917 X 75,917
NORDSTROM INC COM 655664100 586 11,454 X 11,454
NORFOLK SOUTHERN CORP COM 655844108 975 18,540 X 18,540
NORSK HYDRO A S SPONSORED ADR 656531605 1,332 34,796 X 34,796
NORTH PITTSBURGH SYS INC COM 661562108 535 25,176 X 25,176
NORTHGATE MINERALS CORP COM 666416102 495 170,798 X 170,798
NORTHROP GRUMMAN CORP COM 666807102 1,267 16,268 X 16,268
NOVA CHEMICALS CORP COM 66977W109 265 7,453 X 7,453
NOVATEL WIRELESS INC COM NEW 66987M604 716 27,511 X 27,511
NOVARTIS A G SPONSORED ADR 66987V109 1,357 24,194 X 24,194
NOVELLUS SYS INC COM 670008101 869 30,622 X 30,622
NOVEN PHARMACEUTICALS INC COM 670009109 715 30,509 X 30,509
NOVO-NORDISK A S ADR 670100205 651 5,996 X 5,996
NTELOS HLDGS CORP COM 67020Q107 663 23,970 X 23,970
NUANCE COMMUNICATIONS INC COM 67020Y100 953 56,984 X 56,984
NUCOR CORP COM 670346105 2,096 35,729 X 35,729
NVIDIA CORP COM 67066G104 754 18,254 X 18,254
NUTRI SYS INC NEW COM 67069D108 740 10,594 X 10,594
O CHARLEYS INC COM 670823103 993 49,259 X 49,259
OM GROUP INC COM 670872100 855 16,149 X 16,149
OYO GEOSPACE CORP COM 671074102 656 8,847 X 8,847
OBAGI MEDICAL PRODUCTS INC COM 67423R108 448 25,300 X 25,300
OCCIDENTAL PETE CORP DEL COM 674599105 2,275 39,311 X 39,311
ODYSSEY RE HLDGS CORP COM 67612W108 467 10,885 X 10,885
OLD REP INTL CORP COM 680223104 1,297 61,017 X 61,017
OLIN CORP COM PAR $1 680665205 234 11,139 X 11,139
OMNICOM GROUP INC COM 681919106 826 15,600 X 15,600
OMNIVISION TECHNOLOGIES INC COM 682128103 677 37,361 X 37,361
ON SEMICONDUCTOR CORP COM 682189105 1,480 138,073 X 138,073
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 252 3,676 X 3,676
ONEOK INC NEW COM 682680103 1,246 24,711 X 24,711
OPEN TEXT CORP COM 683715106 584 26,830 X 26,830
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 1,113 74,223 X 74,223
ORACLE CORP COM 68389X105 4,238 215,018 X 215,018
OVERSTOCK COM INC DEL COM 690370101 652 35,677 X 35,677
P F CHANGS CHINA BISTRO INC COM 69333Y108 747 21,233 X 21,233
PMC-SIERRA INC COM 69344F106 1,293 167,234 X 167,234
PNC FINL SVCS GROUP INC COM 693475105 2,371 33,125 X 33,125
PPG INDS INC COM 693506107 1,998 26,254 X 26,254
PRA INTL COM 69353C101 736 29,096 X 29,096
PS BUSINESS PKS INC CALIF COM 69360J107 687 10,838 X 10,838
PSS WORLD MED INC COM 69366A100 274 15,044 X 15,044
PACCAR INC COM 693718108 1,019 11,710 X 11,710
PACER INTL INC TENN COM 69373H106 495 21,029 X 21,029
PACIFIC CAP BANCORP NEW COM 69404P101 1,422 52,703 X 52,703
PACKAGING CORP AMER COM 695156109 1,098 43,395 X 43,395
PALL CORP COM 696429307 694 15,097 X 15,097
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 1,376 39,647 X 39,647
PANTRY INC COM 698657103 695 15,079 X 15,079
PAR PHARMACEUTICAL COS INC COM 69888P106 686 24,317 X 24,317
PAREXEL INTL CORP COM 699462107 704 16,736 X 16,736
PARKER HANNIFIN CORP COM 701094104 653 6,667 X 6,667
PARTNER COMMUNICATIONS CO LT ADR 70211M109 504 31,254 X 31,254
PEDIATRIX MED GROUP COM 705324101 591 10,714 X 10,714
PEETS COFFEE & TEA INC COM 705560100 372 15,108 X 15,108
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,355 30,555 X 30,555
PEPSICO INC COM 713448108 4,980 76,795 X 76,795
PERFORMANCE FOOD GROUP CO COM 713755106 1,378 42,426 X 42,426
PETMED EXPRESS INC COM 716382106 270 21,046 X 21,046
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 758 6,249 X 6,249
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 503 20,376 X 20,376
PETROQUEST ENERGY INC COM 716748108 703 48,351 X 48,351
PFIZER INC COM 717081103 9,654 377,564 X 377,564
PHARMANET DEV GROUP INC COM 717148100 1,098 34,448 X 34,448
PHASE FORWARD INC COM 71721R406 727 43,198 X 43,198
PHILADELPHIA CONS HLDG CORP COM 717528103 603 14,433 X 14,433
PIONEER COS INC COM NEW 723643300 571 16,611 X 16,611
PIONEER DRILLING CO COM 723655106 226 15,168 X 15,168
PLAINS EXPL& PRODTN CO COM 726505100 481 10,066 X 10,066
PLANTRONICS INC NEW COM 727493108 735 28,041 X 28,041
POLARIS INDS INC COM 731068102 517 9,555 X 9,555
POLYMEDICA CORP COM 731738100 666 16,314 X 16,314
POLYONE CORP COM 73179P106 952 132,399 X 132,399
POPULAR INC COM 733174106 1,263 78,620 X 78,620
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 619 10,321 X 10,321
PORTLAND GEN ELEC CO COM NEW 736508847 229 8,343 X 8,343
POTLATCH CORP NEW COM 737630103 682 15,843 X 15,843
PRAXAIR INC COM 74005P104 1,082 15,025 X 15,025
PRE PAID LEGAL SVCS INC COM 740065107 270 4,194 X 4,194
PREMIERE GLOBAL SVCS INC COM 740585104 652 50,077 X 50,077
PRESIDENTIAL LIFE CORP COM 740884101 321 16,338 X 16,338
PROCTER & GAMBLE CO COM 742718109 9,084 148,457 X 148,457
PROGRESSIVE CORP OHIO COM 743315103 831 34,711 X 34,711
PROTECTIVE LIFE CORP COM 743674103 252 5,273 X 5,273
PROVIDENCE SVC CORP COM 743815102 721 26,977 X 26,977
PRUDENTIAL FINL INC COM 744320102 4,128 42,455 X 42,455
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,049 11,956 X 11,956
QUALCOMM INC COM 747525103 3,410 78,579 X 78,579
QUALITY SYS INC COM 747582104 409 10,774 X 10,774
QUANEX CORP COM 747620102 773 15,873 X 15,873
QUANTUM CORP COM DSSG 747906204 360 113,447 X 113,447
QUIKSILVER INC COM 74838C106 723 51,193 X 51,193
RAIT FINANCIAL TRUST COM 749227104 579 22,244 X 22,244
RCN CORP COM NEW 749361200 462 24,563 X 24,563
RLI CORP COM 749607107 696 12,433 X 12,433
RF MICRODEVICES INC COM 749941100 584 93,524 X 93,524
RADIAN GROUP INC COM 750236101 378 6,998 X 6,998
RADIOSHACK CORP COM 750438103 566 17,068 X 17,068
RALCORP HLDGS INC NEW COM 751028101 285 5,334 X 5,334
RAYTHEON CO COM NEW 755111507 1,128 20,923 X 20,923
REALNETWORKS INC COM 75605L104 246 30,095 X 30,095
RED HAT INC COM 756577102 221 9,924 X 9,924
RED ROBIN GOURMET BURGERS IN COM 75689M101 221 5,474 X 5,474
REDIFF COM INDIA LTD SPONSORED ADR 757479100 214 11,951 X 11,951
REGAL ENTMT GROUP CL A 758766109 879 40,064 X 40,064
REGENERON PHARMACEUTICALS COM 75886F107 433 24,154 X 24,154
REGIS CORP MINN COM 758932107 211 5,516 X 5,516
REGIONS FINANCIAL CORP NEW COM 7591EP100 4,182 126,333 X 126,333
REINSURANCE GROUP AMER INC COM 759351109 396 6,574 X 6,574
REPUBLIC AWYS HLDGS INC COM 760276105 608 29,871 X 29,871
REYNOLDS AMERICAN INC COM 761713106 1,170 17,952 X 17,952
ROCKY BRANDS INC COM 774515100 383 20,700 X 20,700
ROHM & HAAS CO COM 775371107 1,381 25,255 X 25,255
ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 529 9,273 X 9,273
RUDOLPH TECHNOLOGIES INC COM 781270103 622 37,432 X 37,432
SEI INVESTMENTS CO COM 784117103 614 21,158 X 21,158
SI INTL INC COM 78427V102 783 23,725 X 23,725
SLM CORP COM 78442P106 1,117 19,396 X 19,396
SPSS INC COM 78462K102 865 19,597 X 19,597
SRS LABS INC COM 78464M106 386 39,600 X 39,600
SVB FINL GROUP COM 78486Q101 457 8,602 X 8,602
SAFECO CORP COM 786429100 1,214 19,491 X 19,491
SALIX PHARMACEUTICALS INC COM 795435106 592 48,126 X 48,126
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 551 17,323 X 17,323
SANOFI AVENTIS SPONSORED ADR 80105N105 1,184 29,403 X 29,403
SCANSOURCE INC COM 806037107 765 23,912 X 23,912
SCHERING PLOUGH CORP COM 806605101 4,789 157,342 X 157,342
SCHLUMBERGER LTD COM 806857108 5,436 64,004 X 64,004
SCHNITZER STL INDS CL A 806882106 664 13,846 X 13,846
SCHOLASTIC CORP COM 807066105 656 18,247 X 18,247
SCHWAB CHARLES CORP NEW COM 808513105 980 47,762 X 47,762
SCIELE PHARMA INC COM 808627103 625 26,547 X 26,547
SCRIPPS E W CO OHIO CL A 811054204 264 5,779 X 5,779
SEARS HLDGS CORP COM 812350106 645 3,806 X 3,806
SECURE COMPUTING CORP COM 813705100 1,348 177,609 X 177,609
SELECT COMFORT CORP COM 81616X103 649 40,028 X 40,028
SELECTIVE INS GROUP INC COM 816300107 1,009 37,528 X 37,528
SEMTECH CORP COM 816850101 283 16,324 X 16,324
SENIOR HSG PPTYS TR SH BEN INT 81721M109 553 27,198 X 27,198
SENSIENT TECHNOLOGIES CORP COM 81725T100 261 10,297 X 10,297
SHERWIN WILLIAMS CO COM 824348106 1,217 18,304 X 18,304
SIERRA HEALTH SVCS INC COM 826322109 474 11,400 X 11,400
SIERRA PAC RES NEW COM 826428104 550 31,339 X 31,339
SIGMA DESIGNS INC COM 826565103 703 26,962 X 26,962
SILICON LABORATORIES INC COM 826919102 258 7,467 X 7,467
SILICON IMAGE INC COM 82705T102 658 76,731 X 76,731
SIMON PPTY GROUP INC NEW COM 828806109 967 10,392 X 10,392
SIMPSON MANUFACTURING CO INC COM 829073105 710 21,038 X 21,038
SIRONA DENTAL SYSTEMS INC COM 82966C103 655 17,312 X 17,312
SIRF TECHNOLOGY HLDGS INC COM 82967H101 659 31,784 X 31,784
SKYWORKS SOLUTIONS INC COM 83088M102 699 95,102 X 95,102
SKILLSOFT PLC SPONSORED ADR 830928107 292 31,400 X 31,400
SMITH & WESSON HLDG CORP COM 831756101 702 41,899 X 41,899
SMITHFIELD FOODS INC COM 832248108 523 16,992 X 16,992
SMUCKER J M CO COM NEW 832696405 283 4,451 X 4,451
SNAP ON INC COM 833034101 225 4,459 X 4,459
SOFTBRANDS INC COM 83402A107 22 10,670 X 10,670
SONIC SOLUTIONS COM 835460106 214 16,954 X 16,954
SONICWALL INC COM 835470105 237 27,592 X 27,592
SONOCO PRODS CO COM 835495102 1,126 26,293 X 26,293
SONOSITE INC COM 83568G104 322 10,237 X 10,237
SOTHEBYS COM 835898107 675 14,663 X 14,663
SONUS NETWORKS INC COM 835916107 556 65,279 X 65,279
SOUTHERN CO COM 842587107 3,147 91,786 X 91,786
SOUTHERN COPPER CORP COM 84265V105 1,015 10,768 X 10,768
SOVRAN SELF STORAGE INC COM 84610H108 639 13,270 X 13,270
SPARTAN MTRS INC COM 846819100 490 28,785 X 28,785
SPARTECH CORP COM NEW 847220209 552 20,809 X 20,809
SPRINT NEXTEL CORP COM FON 852061100 2,746 132,600 X 132,600
STANCORP FINL GROUP INC COM 852891100 257 4,904 X 4,904
STANDARD MICROSYSTEMS CORP COM 853626109 1,333 38,826 X 38,826
STANLEY WKS COM 854616109 1,971 32,463 X 32,463
STAPLES INC COM 855030102 800 33,720 X 33,720
STARBUCKS CORP COM 855244109 916 34,925 X 34,925
STATE STR CORP COM 857477103 1,085 15,857 X 15,857
STATOIL ASA SPONSORED ADR 85771P102 1,433 46,203 X 46,203
STATS CHIPPAC LTD SPONSORED ADR 85771T104 779 69,301 X 69,301
STEEL DYNAMICS INC COM 858119100 681 16,255 X 16,255
STEIN MART INC COM 858375108 642 52,358 X 52,358
STEWART INFORMATION SVCS COR COM 860372101 708 17,771 X 17,771
STIFEL FINL CORP COM 860630102 482 8,181 X 8,181
STONE ENERGY CORP COM 861642106 1,448 42,252 X 42,252
STORA ENSO CORP SPON ADR REP R 86210M106 625 33,358 X 33,358
STRATASYS INC COM 862685104 667 14,197 X 14,197
STRYKER CORP COM 863667101 903 14,309 X 14,309
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 849 17,745 X 17,745
SUN MICROSYSTEMS INC COM 866810104 885 168,315 X 168,315
SUNCOR ENERGY INC COM 867229106 683 7,591 X 7,591
SUNOCO INC COM 86764P109 639 8,018 X 8,018
SUNTRUST BKS INC COM 867914103 3,344 39,007 X 39,007
SUPERIOR INDS INTL INC COM 868168105 698 32,059 X 32,059
SURMODICS INC COM 868873100 536 10,713 X 10,713
SUSQUEHANNA BANCSHARES INC P COM 869099101 657 29,374 X 29,374
SYMANTEC CORP COM 871503108 858 42,477 X 42,477
SYNAPTICS INC COM 87157D109 712 19,898 X 19,898
SYNOPSYS INC COM 871607107 257 9,719 X 9,719
SYNIVERSE HLDGS INC COM 87163F106 638 49,614 X 49,614
SYSCO CORP COM 871829107 961 29,131 X 29,131
TCF FINL CORP COM 872275102 1,219 43,843 X 43,843
THQ INC COM NEW 872443403 206 6,758 X 6,758
TJX COS INC NEW COM 872540109 626 22,768 X 22,768
TXU CORP COM 873168108 4,669 69,374 X 69,374
TALEO CORP CL A 87424N104 666 29,556 X 29,556
TANGER FACTORY OUTLET CTRS I COM 875465106 619 16,542 X 16,542
TARGET CORP COM 87612E106 4,595 72,256 X 72,256
TECHWELL INC COM 87874D101 596 45,474 X 45,474
TELECOM ARGENTINA S A SPON ADR REP B 879273209 558 22,377 X 22,377
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 1,263 45,238 X 45,238
TELEFLEX INC COM 879369106 235 2,869 X 2,869
TELEFONICA S A SPONSORED ADR 879382208 1,871 28,027 X 28,027
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1,260 33,255 X 33,255
TELEPHONE & DATA SYS INC COM 879433100 556 8,889 X 8,889
TELUS CORP NON-VTG SHS 87971M202 1,307 22,177 X 22,177
TELETECH HOLDINGS INC COM 879939106 658 20,280 X 20,280
TEMPUR PEDIC INTL INC COM 88023U101 633 24,456 X 24,456
TERRA NITROGEN CO L P COM UNIT 881005201 676 5,321 X 5,321
TESORO CORP COM 881609101 569 9,958 X 9,958
TETRA TECH INC NEW COM 88162G103 684 31,730 X 31,730
TEXAS INSTRS INC COM 882508104 2,543 67,591 X 67,591
THERMO FISHER SCIENTIFIC INC COM 883556102 1,029 19,890 X 19,890
THOR INDS INC COM 885160101 268 5,943 X 5,943
3M CO COM 88579Y101 4,288 49,410 X 49,410
TIBCO SOFTWARE INC COM 88632Q103 236 26,059 X 26,059
TIDEWATER INC COM 886423102 574 8,093 X 8,093
TIME WARNER INC COM 887317105 3,736 177,572 X 177,572
TIME WARNER CABLE INC CL A 88732J108 287 7,321 X 7,321
TITAN INTL INC ILL COM 88830M102 648 20,487 X 20,487
TODCO COM 88889T107 499 10,566 X 10,566
TOMPKINS FINANCIAL CORPORATI COM 890110109 287 7,663 X 7,663
TORO CO COM 891092108 524 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 684 8,446 X 8,446
TRACTOR SUPPLY CO COM 892356106 703 13,506 X 13,506
TRANSCANADA CORP COM 89353D107 593 17,229 X 17,229
TRAVELERS COMPANIES INC COM 89417E109 5,022 93,861 X 93,861
TRAVELZOO INC COM 89421Q106 248 9,322 X 9,322
TRIAD GTY INC COM 895925105 445 11,138 X 11,138
TRICO MARINE SERVICES INC COM NEW 896106200 530 12,962 X 12,962
TRIMBLE NAVIGATION LTD COM 896239100 247 7,670 X 7,670
TRIMERIS INC COM 896263100 512 74,896 X 74,896
TRINITY INDS INC COM 896522109 245 5,627 X 5,627
TRIUMPH GROUP INC NEW COM 896818101 709 10,835 X 10,835
TUESDAY MORNING CORP COM NEW 899035505 605 48,962 X 48,962
TUPPERWARE BRANDS CORP COM 899896104 638 22,206 X 22,206
II VI INC COM 902104108 445 16,370 X 16,370
TYCO INTL LTD NEW COM 902124106 3,158 93,461 X 93,461
UCBH HOLDINGS INC COM 90262T308 429 23,497 X 23,497
UGI CORP NEW COM 902681105 226 8,285 X 8,285
UST INC COM 902911106 1,268 23,610 X 23,610
U S GLOBAL INVS INC CL A 902952100 441 19,464 X 19,464
US BANCORP DEL COM NEW 902973304 5,954 180,693 X 180,693
USANA HEALTH SCIENCES INC COM 90328M107 1,271 28,417 X 28,417
USEC INC COM 90333E108 300 13,635 X 13,635
USA MOBILITY INC COM 90341G103 592 22,131 X 22,131
U S AIRWAYS GROUP INC COM 90341W108 536 17,722 X 17,722
U.S. AUTO PARTS NETWORK INC COM 90343C100 585 61,852 X 61,852
ULTIMATE SOFTWARE GROUP INC COM 90385D107 248 8,558 X 8,558
ULTRA PETROLEUM CORP COM 903914109 556 10,071 X 10,071
ULTRATECH INC COM 904034105 359 26,947 X 26,947
UNIFIRST CORP MASS COM 904708104 663 15,062 X 15,062
UNION PAC CORP COM 907818108 3,387 29,415 X 29,415
UNIONBANCAL CORP COM 908906100 402 6,735 X 6,735
UNIT CORP COM 909218109 699 11,111 X 11,111
UNITED NAT FOODS INC COM 911163103 713 26,841 X 26,841
UNITED PARCEL SERVICE INC CL B 911312106 2,361 32,338 X 32,338
UNITED STATES CELLULAR CORP COM 911684108 538 5,939 X 5,939
U STORE IT TR COM 91274F104 607 37,050 X 37,050
UNITED TECHNOLOGIES CORP COM 913017109 4,641 65,426 X 65,426
UNITEDHEALTH GROUP INC COM 91324P102 3,837 75,038 X 75,038
UNITRIN INC COM 913275103 254 5,164 X 5,164
UNIVERSAL AMERN FINL CORP COM 913377107 642 30,191 X 30,191
UNIVEST CORP PA COM 915271100 277 12,320 X 12,320
UNUM GROUP COM 91529Y106 1,312 50,264 X 50,264
URANIUM RES INC COM PAR $0.001 916901507 291 26,386 X 26,386
VALERO ENERGY CORP NEW COM 91913Y100 1,912 25,883 X 25,883
VALSPAR CORP COM 920355104 641 22,556 X 22,556
VALUECLICK INC COM 92046N102 250 8,478 X 8,478
VALUEVISION MEDIA INC CL A 92047K107 887 78,323 X 78,323
VECTOR GROUP LTD COM 92240M108 655 29,055 X 29,055
VERIZON COMMUNICATIONS COM 92343V104 7,973 193,664 X 193,664
VIACOM INC NEW CL B 92553P201 1,196 28,723 X 28,723
VIGNETTE CORP COM NEW 926734401 261 13,630 X 13,630
VIROPHARMA INC COM 928241108 1,475 106,890 X 106,890
VITAL SIGNS INC COM 928469105 1,164 20,962 X 20,962
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2,130 63,333 X 63,333
VOLVO AKTIEBOLAGET ADR B 928856400 662 33,290 X 33,290
WD-40 CO COM 929236107 981 29,851 X 29,851
W HLDG CO INC COM 929251106 496 187,776 X 187,776
WMS INDS INC COM 929297109 243 8,433 X 8,433
WPP GROUP PLC SPON ADR 0905 929309409 630 8,430 X 8,430
WACHOVIA CORP NEW COM 929903102 8,080 157,654 X 157,654
WAL MART STORES INC COM 931142103 5,469 113,675 X 113,675
WALGREEN CO COM 931422109 2,047 47,025 X 47,025
WASHINGTON MUT INC COM 939322103 4,998 117,214 X 117,214
WASHINGTON POST CO CL B 939640108 639 823 X 823
WASTE MGMT INC DEL COM 94106L109 953 24,396 X 24,396
WATERS CORP COM 941848103 622 10,482 X 10,482
WATSON WYATT WORLDWIDE INC CL A 942712100 645 12,772 X 12,772
WELLCARE HEALTH PLANS INC COM 94946T106 555 6,135 X 6,135
WELLPOINT INC COM 94973V107 2,310 28,932 X 28,932
WELLS FARGO & CO NEW COM 949746101 9,241 262,751 X 262,751
WESCO INTL INC COM 95082P105 594 9,827 X 9,827
WEST PHARMACEUTICAL SVSC INC COM 955306105 229 4,867 X 4,867
WESTAR ENERGY INC COM 95709T100 554 22,810 X 22,810
WESTAMERICA BANCORPORATION COM 957090103 1,195 27,007 X 27,007
WESTERN DIGITAL CORP COM 958102105 665 34,350 X 34,350
WESTERN REFNG INC COM 959319104 777 13,442 X 13,442
WESTERN UN CO COM 959802109 759 36,427 X 36,427
WEYERHAEUSER CO COM 962166104 804 10,180 X 10,180
WHIRLPOOL CORP COM 963320106 1,361 12,236 X 12,236
WILEY JOHN & SONS INC CL A 968223206 478 9,900 X 9,900
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 676 14,001 X 14,001
WILLIAMS SCOTSMAN INTL INC COM 96950G102 728 30,571 X 30,571
WILLIAMS SONOMA INC COM 969904101 272 8,625 X 8,625
WINNEBAGO INDS INC COM 974637100 372 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 559 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 418 9,530 X 9,530
WOLVERINE WORLD WIDE INC COM 978097103 548 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 1,296 30,339 X 30,339
WYETH COM 983024100 3,636 63,417 X 63,417
XTO ENERGY INC COM 98385X106 1,044 17,365 X 17,365
XILINX INC COM 983919101 1,262 47,146 X 47,146
XENOPORT INC COM 98411C100 667 15,025 X 15,025
YAHOO INC COM 984332106 1,547 57,021 X 57,021
ZALE CORP NEW COM 988858106 1,089 45,736 X 45,736
ZEBRA TECHNOLOGIES CORP CL A 989207105 221 5,716 X 5,716
ZIMMER HLDGS INC COM 98956P102 948 11,164 X 11,164
ZIONS BANCORPORATION COM 989701107 1,188 15,447 X 15,447
ZORAN CORP COM 98975F101 252 12,594 X 12,594