UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 2011.
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 May 12, 2011
--------------------- ----------------- -----------------
[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: 859
Form 13F Information Table Value Total: $1,315,446
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,595 83,587 X 83,587
EVEREST RE GROUP LTD COM G3223R108 912 10,347 X 10,347
HELEN OF TROY CORP LTD COM G4388N106 1,099 37,377 X 37,377
HERBALIFE LTD COM USD SHS G4412G101 544 6,686 X 6,686
MAIDEN HOLDINGS LTD SHS G5753U112 252 33,628 X 33,628
MONTPELIER RE HOLDINGS LTD SHS G62185106 522 29,517 X 29,517
ORIENT-EXPRESS HOTELS LTD CL A G67743107 508 41,040 X 41,040
PARTNERRE LTD COM G6852T105 884 11,162 X 11,162
XOMA LTD SHS G9825R206 436 156,306 X 156,306
ACE LTD SHS H0023R105 2,516 38,887 X 38,887
ALCON INC COM SHS H01301102 775 4,685 X 4,685
GARMIN LTD SHS H2906T109 915 27,025 X 27,025
TYCO INTERNATIONAL LTD SHS H89128104 1,676 37,434 X 37,434
UBS AG SHS NEW H89231338 682 37,794 X 37,794
FLAGSTONE REINSURANCE HOLDIN COM L3466T104 409 45,385 X 45,385
CELLCOM ISRAEL LTD SHS M2196U109 374 11,294 X 11,294
CORE LABORATORIES N V COM N22717107 499 4,882 X 4,882
SINOVAC BIOTECH LTD SHS P8696W104 460 101,511 X 101,511
DIANA SHIPPING INC COM Y2066G104 360 30,378 X 30,378
AFC ENTERPRISES INC COM 00104Q107 688 45,478 X 45,478
AFLAC INC COM 001055102 2,797 52,997 X 52,997
AOL INC COM 00184X105 382 19,579 X 19,579
AT&T INC COM 00206R102 14,394 470,238 X 470,238
ATMI INC COM 00207R101 258 13,641 X 13,641
AARONS INC COM PAR $0.50 002535300 267 10,518 X 10,518
ABBOTT LABS COM 002824100 6,605 134,656 X 134,656
ABIOMED INC COM 003654100 386 26,584 X 26,584
ACI WORLDWIDE INC COM 004498101 690 21,042 X 21,042
ACTIVISION BLIZZARD INC COM 00507V109 1,577 143,801 X 143,801
ACTUANT CORP CL A NEW 00508X203 762 26,280 X 26,280
ACXIOM CORP COM 005125109 1,003 69,911 X 69,911
ADOBE SYS INC COM 00724F101 1,914 57,719 X 57,719
ADVANCE AUTO PARTS INC COM 00751Y106 1,231 18,761 X 18,761
ADVANCED BATTERY TECHNOLOG I COM 00752H102 389 200,425 X 200,425
ADVANTAGE OIL & GAS LTD COM 00765F101 194 21,615 X 21,615
AEROPOSTALE COM 007865108 1,464 60,215 X 60,215
ADVANCED ENERGY INDS COM 007973100 768 46,985 X 46,985
AETNA INC NEW COM 00817Y108 1,390 37,144 X 37,144
AFFYMETRIX INC COM 00826T108 141 27,030 X 27,030
AIR PRODS & CHEMS INC COM 009158106 1,421 15,762 X 15,762
AKORN INC COM 009728106 186 32,287 X 32,287
ALASKA AIR GROUP INC COM 011659109 780 12,295 X 12,295
ALASKA COMMUNICATIONS SYS GR COM 01167P101 514 48,368 X 48,368
ALCOA INC COM 013817101 1,687 95,550 X 95,550
ALIGN TECHNOLOGY INC COM 016255101 681 33,254 X 33,254
ALKERMES INC COM 01642T108 475 36,693 X 36,693
ALLEGHANY CORP DEL COM 017175100 419 1,265 X 1,265
ALLERGAN INC COM 018490102 1,603 22,570 X 22,570
ALLETE INC COM NEW 018522300 654 16,782 X 16,782
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 869 10,676 X 10,676
ALLIANT TECHSYSTEMS INC COM 018804104 337 4,764 X 4,764
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 347 16,522 X 16,522
ALLSTATE CORP COM 020002101 2,977 93,686 X 93,686
ALMOST FAMILY INC COM 020409108 370 9,839 X 9,839
ALTRA HOLDINGS INC COM 02208R106 803 34,004 X 34,004
ALTRIA GROUP INC COM 02209S103 4,024 154,581 X 154,581
AMAZON COM INC COM 023135106 6,032 33,487 X 33,487
AMERCO COM 023586100 573 5,909 X 5,909
AMERICAN AXLE & MFG HLDGS IN COM 024061103 174 13,846 X 13,846
AMERICAN CAPITAL AGENCY CORP COM 02503X105 653 22,414 X 22,414
AMERICAN CAP LTD COM 02503Y103 290 29,250 X 29,250
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 680 42,802 X 42,802
AMERICAN ELEC PWR INC COM 025537101 1,249 35,544 X 35,544
AMERICAN EXPRESS CO COM 025816109 4,243 93,863 X 93,863
AMERICAN FINL GROUP INC OHIO COM 025932104 1,703 48,617 X 48,617
AMERICAN MED SYS HLDGS INC COM 02744M108 506 23,404 X 23,404
AMERICAN PUBLIC EDUCATION IN COM 02913V103 203 5,017 X 5,017
AMERICAN TOWER CORP CL A 029912201 1,552 29,945 X 29,945
AMERIGON INC COM 03070L300 209 13,689 X 13,689
AMERISTAR CASINOS INC COM 03070Q101 568 31,994 X 31,994
AMERIGROUP CORP COM 03073T102 1,318 20,516 X 20,516
AMERIPRISE FINL INC COM 03076C106 657 10,757 X 10,757
AMGEN INC COM 031162100 3,801 71,105 X 71,105
AMSURG CORP COM 03232P405 452 17,762 X 17,762
AMYLIN PHARMACEUTICALS INC COM 032346108 210 18,476 X 18,476
ANADARKO PETE CORP COM 032511107 3,008 36,723 X 36,723
ANADIGICS INC COM 032515108 352 78,829 X 78,829
ANALOG DEVICES INC COM 032654105 1,545 39,230 X 39,230
ANGIODYNAMICS INC COM 03475V101 154 10,165 X 10,165
ANIXTER INTL INC COM 035290105 689 9,861 X 9,861
ANNALY CAP MGMT INC COM 035710409 878 50,302 X 50,302
APACHE CORP COM 037411105 1,669 12,747 X 12,747
APPLE INC COM 037833100 25,580 73,399 X 73,399
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 401 38,591 X 38,591
APPLIED MATLS INC COM 038222105 4,442 284,353 X 284,353
ARCHER DANIELS MIDLAND CO COM 039483102 2,045 56,782 X 56,782
ARIAD PHARMACEUTICALS INC COM 04033A100 549 72,949 X 72,949
ARKANSAS BEST CORP DEL COM 040790107 567 21,862 X 21,862
ARLINGTON ASSET INVT CORP CL A NEW 041356205 223 7,341 X 7,341
ARTHROCARE CORP COM 043136100 1,847 55,418 X 55,418
ASCENA RETAIL GROUP INC COM 04351G101 711 21,927 X 21,927
ASSOCIATED BANC CORP COM 045487105 156 10,521 X 10,521
ASSURANT INC COM 04621X108 876 22,758 X 22,758
ASTEC INDS INC COM 046224101 290 7,768 X 7,768
ASTORIA FINL CORP COM 046265104 960 66,806 X 66,806
ASTRAZENECA PLC SPONSORED ADR 046353108 864 18,735 X 18,735
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 697 9,995 X 9,995
ATLAS ENERGY LP COM UNITS LP 04930A104 568 25,406 X 25,406
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 205 5,933 X 5,933
AURIZON MINES LTD COM 05155P106 82 11,700 X 11,700
AUTODESK INC COM 052769106 813 18,442 X 18,442
AUTOLIV INC COM 052800109 914 12,316 X 12,316
AUTOMATIC DATA PROCESSING IN COM 053015103 2,914 56,792 X 56,792
AUTOZONE INC COM 053332102 762 2,786 X 2,786
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 174 42,618 X 42,618
AVERY DENNISON CORP COM 053611109 936 22,318 X 22,318
AVISTA CORP COM 05379B107 654 28,273 X 28,273
BB&T CORP COM 054937107 1,410 51,363 X 51,363
B & G FOODS INC NEW COM 05508R106 684 36,463 X 36,463
BCE INC COM NEW 05534B760 892 24,533 X 24,533
BGC PARTNERS INC CL A 05541T101 626 67,427 X 67,427
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 644 5,371 X 5,371
BT GROUP PLC ADR 05577E101 969 32,215 X 32,215
BAKER HUGHES INC COM 057224107 2,342 31,895 X 31,895
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 893 74,424 X 74,424
BANCOLOMBIA S A SPON ADR PREF 05968L102 846 13,495 X 13,495
BANCORPSOUTH INC COM 059692103 164 10,645 X 10,645
BANK OF AMERICA CORPORATION COM 060505104 11,051 829,009 X 829,009
BANK HAWAII CORP COM 062540109 399 8,339 X 8,339
BANK OF THE OZARKS INC COM 063904106 330 7,551 X 7,551
BANK OF NEW YORK MELLON CORP COM 064058100 3,637 121,769 X 121,769
BARRICK GOLD CORP COM 067901108 684 13,180 X 13,180
BASIC ENERGY SVCS INC NEW COM 06985P100 628 24,621 X 24,621
BAXTER INTL INC COM 071813109 3,366 62,594 X 62,594
BEACON ROOFING SUPPLY INC COM 073685109 509 24,843 X 24,843
BECTON DICKINSON & CO COM 075887109 2,297 28,849 X 28,849
BED BATH & BEYOND INC COM 075896100 727 15,060 X 15,060
BELO CORP COM SER A 080555105 1,278 145,082 X 145,082
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,899 142,280 X 142,280
BEST BUY INC COM 086516101 1,614 56,212 X 56,212
BIG LOTS INC COM 089302103 482 11,100 X 11,100
BIGLARI HLDGS INC COM 08986R101 388 915 X 915
BIOGEN IDEC INC COM 09062X103 2,523 34,336 X 34,336
BIOTIME INC COM 09066L105 146 19,600 X 19,600
BLACKBAUD INC COM 09227Q100 585 21,476 X 21,476
BLACKROCK INC COM 09247X101 1,319 6,562 X 6,562
BLOCK H & R INC COM 093671105 1,348 80,543 X 80,543
BLUE NILE INC COM 09578R103 448 8,302 X 8,302
BOB EVANS FARMS INC COM 096761101 510 15,638 X 15,638
BODY CENT CORP COM 09689U102 547 23,535 X 23,535
BOEING CO COM 097023105 5,166 69,883 X 69,883
BOISE INC COM 09746Y105 530 57,839 X 57,839
BOSTON BEER INC CL A 100557107 487 5,253 X 5,253
BRADY CORP CL A 104674106 318 8,921 X 8,921
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 159 13,135 X 13,135
BRIDGEPOINT ED INC COM 10807M105 497 29,048 X 29,048
BRIGGS & STRATTON CORP COM 109043109 323 14,242 X 14,242
BRIGHTPOINT INC COM NEW 109473405 463 42,745 X 42,745
BRINKER INTL INC COM 109641100 796 31,447 X 31,447
BRINKS CO COM 109696104 559 16,880 X 16,880
BRISTOL MYERS SQUIBB CO COM 110122108 5,300 200,543 X 200,543
BROADCOM CORP CL A 111320107 1,720 43,671 X 43,671
BRONCO DRILLING CO INC COM 112211107 622 55,073 X 55,073
BROOKLINE BANCORP INC DEL COM 11373M107 218 20,750 X 20,750
BROOKS AUTOMATION INC COM 114340102 980 71,411 X 71,411
BROWN & BROWN INC COM 115236101 278 10,756 X 10,756
BROWN SHOE INC NEW COM 115736100 125 10,262 X 10,262
BRUKER CORP COM 116794108 759 36,412 X 36,412
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 521 8,192 X 8,192
BUCKEYE TECHNOLOGIES INC COM 118255108 484 17,758 X 17,758
BUCKLE INC COM 118440106 1,383 34,243 X 34,243
CBS CORP NEW CL B 124857202 694 27,731 X 27,731
CIGNA CORP COM 125509109 812 18,333 X 18,333
CME GROUP INC COM 12572Q105 2,424 8,039 X 8,039
CPI CORP COM 125902106 531 23,571 X 23,571
CNOOC LTD SPONSORED ADR 126132109 783 3,094 X 3,094
CSG SYS INTL INC COM 126349109 743 37,282 X 37,282
CSX CORP COM 126408103 2,953 37,566 X 37,566
CVR ENERGY INC COM 12662P108 806 34,817 X 34,817
CVS CAREMARK CORPORATION COM 126650100 3,476 101,288 X 101,288
CACI INTL INC CL A 127190304 1,411 23,018 X 23,018
CAL MAINE FOODS INC COM NEW 128030202 404 13,679 X 13,679
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 363 21,501 X 21,501
CALLAWAY GOLF CO COM 131193104 94 13,741 X 13,741
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 515 24,253 X 24,253
CANON INC ADR 138006309 1,464 33,783 X 33,783
CAPELLA EDUCATION COMPANY COM 139594105 205 4,118 X 4,118
CAPITAL ONE FINL CORP COM 14040H105 2,517 48,448 X 48,448
CARDINAL HEALTH INC COM 14149Y108 2,306 56,077 X 56,077
CARDTRONICS INC COM 14161H108 684 33,617 X 33,617
CARMIKE CINEMAS INC COM 143436400 336 46,958 X 46,958
CASELLA WASTE SYS INC CL A 147448104 498 69,481 X 69,481
CASH AMER INTL INC COM 14754D100 686 14,907 X 14,907
CATERPILLAR INC DEL COM 149123101 7,450 66,905 X 66,905
CATO CORP NEW CL A 149205106 1,327 54,143 X 54,143
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,208 62,913 X 62,913
CELADON GROUP INC COM 150838100 581 35,787 X 35,787
CELGENE CORP COM 151020104 2,708 47,029 X 47,029
CENTENE CORP DEL COM 15135B101 589 17,872 X 17,872
CENTERSTATE BANKS INC COM 15201P109 73 10,456 X 10,456
CEPHEID COM 15670R107 427 15,244 X 15,244
CENTURYLINK INC COM 156700106 950 22,873 X 22,873
CEPHALON INC COM 156708109 971 12,758 X 12,758
CHEESECAKE FACTORY INC COM 163072101 523 17,379 X 17,379
CHESAPEAKE ENERGY CORP COM 165167107 1,619 48,306 X 48,306
CHEVRON CORP NEW COM 166764100 17,955 167,036 X 167,036
CHICOS FAS INC COM 168615102 729 48,940 X 48,940
CHILDRENS PL RETAIL STORES I COM 168905107 440 8,829 X 8,829
CHINA BIOLOGIC PRODS INC COM 16938C106 519 32,494 X 32,494
CHINA SHEN ZHOU MNG & RES IN COM 16942H109 115 23,631 X 23,631
CHINA MEDIAEXPRESS HLDGS INC COM 169442100 396 33,344 X 33,344
CHINA XD PLASTICS CO LTD COM 16948F107 467 89,711 X 89,711
CHOICE HOTELS INTL INC COM 169905106 410 10,558 X 10,558
CHIQUITA BRANDS INTL INC COM 170032809 579 37,730 X 37,730
CHUBB CORP COM 171232101 2,359 38,473 X 38,473
CINCINNATI FINL CORP COM 172062101 904 27,569 X 27,569
CISCO SYS INC COM 17275R102 6,758 394,027 X 394,027
CITIGROUP INC COM 172967101 7,987 1,806,979 X 1,806,979
CITY NATL CORP COM 178566105 216 3,778 X 3,778
CLEAN ENERGY FUELS CORP COM 184499101 180 10,988 X 10,988
CLIFFS NATURAL RESOURCES INC COM 18683K101 657 6,685 X 6,685
CLOUD PEAK ENERGY INC COM 18911Q102 992 45,959 X 45,959
CNINSURE INC SPONSORED ADR 18976M103 516 39,840 X 39,840
COCA COLA CO COM 191216100 10,372 156,345 X 156,345
COGNEX CORP COM 192422103 411 14,558 X 14,558
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,176 26,738 X 26,738
COINSTAR INC COM 19259P300 923 20,091 X 20,091
COLGATE PALMOLIVE CO COM 194162103 2,940 36,405 X 36,405
COMCAST CORP NEW CL A 20030N101 7,275 294,295 X 294,295
COMMERCE BANCSHARES INC COM 200525103 430 10,636 X 10,636
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 434 29,455 X 29,455
COMPLETE PRODUCTION SERVICES COM 20453E109 728 22,888 X 22,888
COMPUTER PROGRAMS & SYS INC COM 205306103 706 10,979 X 10,979
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 410 15,066 X 15,066
CONNS INC COM 208242107 68 15,185 X 15,185
CONOCOPHILLIPS COM 20825C104 10,727 134,318 X 134,318
CONSOLIDATED GRAPHICS INC COM 209341106 624 11,431 X 11,431
CONSTANT CONTACT INC COM 210313102 430 12,334 X 12,334
CONSTELLATION BRANDS INC CL A 21036P108 585 28,859 X 28,859
CONTINUCARE CORP COM 212172100 67 12,573 X 12,573
COOPER COS INC COM NEW 216648402 923 13,284 X 13,284
CORN PRODS INTL INC COM 219023108 774 14,932 X 14,932
CORNING INC COM 219350105 3,112 150,843 X 150,843
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 377 15,467 X 15,467
COSTCO WHSL CORP NEW COM 22160K105 3,700 50,470 X 50,470
COTT CORP QUE COM 22163N106 192 22,803 X 22,803
COVENTRY HEALTH CARE INC COM 222862104 379 11,889 X 11,889
COWEN GROUP INC NEW CL A 223622101 42 10,413 X 10,413
CRACKER BARREL OLD CTRY STOR COM 22410J106 393 7,988 X 7,988
CREXUS INVT CORP COM 226553105 603 52,789 X 52,789
CROSS TIMBERS RTY TR TR UNIT 22757R109 690 14,614 X 14,614
CUBIC CORP COM 229669106 566 9,851 X 9,851
CULLEN FROST BANKERS INC COM 229899109 410 6,946 X 6,946
CURTISS WRIGHT CORP COM 231561101 277 7,879 X 7,879
CYPRESS SEMICONDUCTOR CORP COM 232806109 504 25,984 X 25,984
DCT INDUSTRIAL TRUST INC COM 233153105 171 30,897 X 30,897
DDI CORP COM 0.0001 NEW 233162502 636 60,204 X 60,204
DG FASTCHANNEL INC COM 23326R109 826 25,670 X 25,670
DPL INC COM 233293109 288 10,497 X 10,497
DSW INC CL A 23334L102 1,360 34,022 X 34,022
DTS INC COM 23335C101 694 14,879 X 14,879
DANAHER CORP DEL COM 235851102 2,049 39,471 X 39,471
DELL INC COM 24702R101 1,836 126,539 X 126,539
DELPHI FINL GROUP INC CL A 247131105 899 29,271 X 29,271
DENNYS CORP COM 24869P104 518 127,583 X 127,583
DESTINATION MATERNITY CORP COM 25065D100 629 27,274 X 27,274
DEVON ENERGY CORP NEW COM 25179M103 3,044 33,172 X 33,172
DEVRY INC DEL COM 251893103 361 6,563 X 6,563
DIGITALGLOBE INC COM NEW 25389M877 486 17,338 X 17,338
DIODES INC COM 254543101 364 10,695 X 10,695
DISNEY WALT CO COM DISNEY 254687106 6,264 145,375 X 145,375
DISH NETWORK CORP CL A 25470M109 688 28,232 X 28,232
DIRECTV COM CL A 25490A101 4,190 89,522 X 89,522
DOMINION RES INC VA NEW COM 25746U109 2,890 64,656 X 64,656
DOMINOS PIZZA INC COM 25754A201 920 49,944 X 49,944
DOMTAR CORP COM NEW 257559203 513 5,593 X 5,593
DONALDSON INC COM 257651109 497 8,115 X 8,115
DONNELLEY R R & SONS CO COM 257867101 973 51,453 X 51,453
DORCHESTER MINERALS LP COM UNIT 25820R105 259 8,844 X 8,844
DOVER CORP COM 260003108 765 11,634 X 11,634
DOW CHEM CO COM 260543103 5,382 142,580 X 142,580
DU PONT E I DE NEMOURS & CO COM 263534109 6,825 124,157 X 124,157
DUKE ENERGY CORP NEW COM 26441C105 2,910 160,335 X 160,335
DUKE REALTY CORP COM NEW 264411505 1,229 87,733 X 87,733
DYCOM INDS INC COM 267475101 189 10,888 X 10,888
DYNAVAX TECHNOLOGIES CORP COM 268158102 551 199,534 X 199,534
DYNAVOX INC CL A 26817F104 394 71,460 X 71,460
DYNEX CAP INC COM NEW 26817Q506 668 66,428 X 66,428
E M C CORP MASS COM 268648102 5,366 202,023 X 202,023
ENI S P A SPONSORED ADR 26874R108 972 19,784 X 19,784
EOG RES INC COM 26875P101 2,235 18,857 X 18,857
EAST WEST BANCORP INC COM 27579R104 240 10,938 X 10,938
EASTMAN CHEM CO COM 277432100 807 8,125 X 8,125
EATON CORP COM 278058102 713 12,852 X 12,852
EBAY INC COM 278642103 3,877 124,907 X 124,907
ECHOSTAR CORP CL A 278768106 578 15,258 X 15,258
EL PASO ELEC CO COM NEW 283677854 550 18,082 X 18,082
ELECTRONICS FOR IMAGING INC COM 286082102 583 39,625 X 39,625
ELIZABETH ARDEN INC COM 28660G106 915 30,498 X 30,498
EMERGENT BIOSOLUTIONS INC COM 29089Q105 508 21,023 X 21,023
EMERSON ELEC CO COM 291011104 1,310 22,416 X 22,416
EMPLOYERS HOLDINGS INC COM 292218104 541 26,170 X 26,170
ENCORE CAP GROUP INC COM 292554102 774 32,707 X 32,707
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 1,004 42,754 X 42,754
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 683 17,900 X 17,900
ENERGEN CORP COM 29265N108 794 12,578 X 12,578
ENTEGRIS INC COM 29362U104 1,534 174,751 X 174,751
ENTERCOM COMMUNICATIONS CORP CL A 293639100 406 36,842 X 36,842
ENTERGY CORP NEW COM 29364G103 2,154 32,048 X 32,048
ENTROPIC COMMUNICATIONS INC COM 29384R105 632 74,838 X 74,838
EQUITY ONE COM 294752100 546 29,105 X 29,105
ERESEARCHTECHNOLOGY INC COM 29481V108 72 10,672 X 10,672
ERICSSON L M TEL CO ADR B SEK 10 294821608 937 72,832 X 72,832
ERIE INDTY CO CL A 29530P102 474 6,663 X 6,663
ESCO TECHNOLOGIES INC COM 296315104 503 13,174 X 13,174
ETHAN ALLEN INTERIORS INC COM 297602104 485 22,155 X 22,155
EXELON CORP COM 30161N101 3,161 76,659 X 76,659
EXETER RES CORP COM 301835104 370 69,300 X 69,300
EXFO INC SUB VTG SHS 302046107 586 53,636 X 53,636
EXIDE TECHNOLOGIES COM NEW 302051206 896 80,248 X 80,248
EXPEDIA INC DEL COM 30212P105 970 42,813 X 42,813
EXPRESS SCRIPTS INC COM 302182100 2,270 40,819 X 40,819
EXPRESS INC COM 30219E103 1,146 58,644 X 58,644
EXXON MOBIL CORP COM 30231G102 34,982 415,807 X 415,807
FEI CO COM 30241L109 835 24,758 X 24,758
FNB CORP PA COM 302520101 520 49,372 X 49,372
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,004 55,164 X 55,164
FAMILY DLR STORES INC COM 307000109 525 10,228 X 10,228
FEDEX CORP COM 31428X106 3,105 33,191 X 33,191
FELCOR LODGING TR INC COM 31430F101 207 33,736 X 33,736
FERRO CORP COM 315405100 387 23,340 X 23,340
FINISAR CORP COM NEW 31787A507 207 8,415 X 8,415
FINISH LINE INC CL A 317923100 1,399 70,473 X 70,473
FIRST CASH FINL SVCS INC COM 31942D107 247 6,389 X 6,389
FIRST CTZNS BANCSHARES INC N CL A 31946M103 253 1,259 X 1,259
FIRST COMWLTH FINL CORP PA COM 319829107 340 49,652 X 49,652
FIRST FINL BANKSHARES COM 32020R109 324 6,303 X 6,303
FIRST MIDWEST BANCORP DEL COM 320867104 135 11,464 X 11,464
FLOWERS FOODS INC COM 343498101 335 12,319 X 12,319
FLY LEASING LTD SPONSORED ADR 34407D109 364 26,297 X 26,297
FOOT LOCKER INC COM 344849104 906 45,918 X 45,918
FORD MTR CO DEL COM PAR $0.01 345370860 5,357 359,276 X 359,276
FOREST CITY ENTERPRISES INC CL A 345550107 285 15,149 X 15,149
FRANCE TELECOM SPONSORED ADR 35177Q105 1,559 69,267 X 69,267
FRANKLIN RES INC COM 354613101 1,380 11,034 X 11,034
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,987 107,768 X 107,768
FRESH MKT INC COM 35804H106 506 13,401 X 13,401
FRONTIER COMMUNICATIONS CORP COM 35906A108 999 121,566 X 121,566
FRONTIER OIL CORP COM 35914P105 740 25,224 X 25,224
FUEL SYS SOLUTIONS INC COM 35952W103 224 7,426 X 7,426
G & K SVCS INC CL A 361268105 298 8,953 X 8,953
GT SOLAR INTL INC COM 3623E0209 1,805 169,210 X 169,210
GAP INC DEL COM 364760108 1,018 44,922 X 44,922
GENERAL COMMUNICATION INC CL A 369385109 493 45,106 X 45,106
GENERAL DYNAMICS CORP COM 369550108 4,139 54,065 X 54,065
GENERAL ELECTRIC CO COM 369604103 17,642 879,900 X 879,900
GENERAL MLS INC COM 370334104 1,800 49,253 X 49,253
GENESIS ENERGY L P UNIT LTD PARTN 371927104 517 18,255 X 18,255
GENOMIC HEALTH INC COM 37244C101 213 8,644 X 8,644
GENUINE PARTS CO COM 372460105 1,635 30,472 X 30,472
GENZYME CORP COM 372917104 1,328 17,435 X 17,435
GEORGIA GULF CORP COM PAR$0.01 N 373200302 570 15,393 X 15,393
GILEAD SCIENCES INC COM 375558103 2,761 65,015 X 65,015
GLACIER BANCORP INC NEW COM 37637Q105 282 18,753 X 18,753
GLADSTONE CAPITAL CORP COM 376535100 133 11,779 X 11,779
GLATFELTER COM 377316104 141 10,611 X 10,611
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 891 23,191 X 23,191
GLOBAL CASH ACCESS HLDGS INC COM 378967103 409 124,995 X 124,995
GLOBAL PMTS INC COM 37940X102 502 10,270 X 10,270
GLOBAL GEOPHYSICAL SVCS INC COM 37946S107 521 36,065 X 36,065
GOLDMAN SACHS GROUP INC COM 38141G104 7,132 44,968 X 44,968
GOODRICH PETE CORP COM NEW 382410405 231 10,400 X 10,400
GOOGLE INC CL A 38259P508 10,552 17,983 X 17,983
GRACE W R & CO DEL NEW COM 38388F108 210 5,494 X 5,494
GRAN TIERRA ENERGY INC COM 38500T101 481 59,600 X 59,600
GREEN MTN COFFEE ROASTERS IN COM 393122106 226 3,495 X 3,495
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 579 9,844 X 9,844
GULFMARK OFFSHORE INC CL A NEW 402629208 550 12,358 X 12,358
GULFPORT ENERGY CORP COM NEW 402635304 588 16,280 X 16,280
HCC INS HLDGS INC COM 404132102 921 29,424 X 29,424
HSBC HLDGS PLC SPON ADR NEW 404280406 938 18,102 X 18,102
HSN INC COM 404303109 1,094 34,146 X 34,146
HALLIBURTON CO COM 406216101 3,351 67,242 X 67,242
HANCOCK HLDG CO COM 410120109 274 8,340 X 8,340
HARBIN ELECTRIC INC COM 41145W109 208 10,040 X 10,040
HARLEY DAVIDSON INC COM 412822108 651 15,325 X 15,325
HARRIS CORP DEL COM 413875105 909 18,329 X 18,329
HARSCO CORP COM 415864107 608 17,241 X 17,241
HAWAIIAN HOLDINGS INC COM 419879101 456 75,931 X 75,931
HEALTHSPRING INC COM 42224N101 813 21,756 X 21,756
HEALTHWAYS INC COM 422245100 213 13,888 X 13,888
HEARTLAND EXPRESS INC COM 422347104 518 29,526 X 29,526
HECLA MNG CO COM 422704106 475 52,320 X 52,320
HEICO CORP NEW COM 422806109 652 10,427 X 10,427
HENRY JACK & ASSOC INC COM 426281101 820 24,191 X 24,191
HESS CORP COM 42809H107 1,852 21,737 X 21,737
HEWLETT PACKARD CO COM 428236103 8,034 196,083 X 196,083
HI-TECH PHARMACAL INC COM 42840B101 202 10,055 X 10,055
HIGHWOODS PPTYS INC COM 431284108 547 15,622 X 15,622
HOLLY CORP COM PAR $0.01 435758305 1,363 22,434 X 22,434
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 628 10,834 X 10,834
HOME DEPOT INC COM 437076102 4,658 125,691 X 125,691
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 522 13,185 X 13,185
HONDA MOTOR LTD AMERN SHS 438128308 687 18,324 X 18,324
HONEYWELL INTL INC COM 438516106 5,811 97,325 X 97,325
HORACE MANN EDUCATORS CORP N COM 440327104 685 40,802 X 40,802
HORSEHEAD HLDG CORP COM 440694305 504 29,562 X 29,562
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 413 17,827 X 17,827
HOT TOPIC INC COM 441339108 500 87,764 X 87,764
HUGOTON RTY TR TEX UNIT BEN INT 444717102 551 23,165 X 23,165
HUMANA INC COM 444859102 801 11,453 X 11,453
HYPERDYNAMICS CORP COM 448954107 133 28,800 X 28,800
IAC INTERACTIVECORP COM PAR $.001 44919P508 736 23,815 X 23,815
ICU MED INC COM 44930G107 537 12,269 X 12,269
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 223 16,118 X 16,118
ITT EDUCATIONAL SERVICES INC COM 45068B109 640 8,864 X 8,864
IXIA COM 45071R109 486 30,599 X 30,599
ICON PUB LTD CO SPONSORED ADR 45103T107 344 15,928 X 15,928
ILLINOIS TOOL WKS INC COM 452308109 1,757 32,709 X 32,709
IMMUCOR INC COM 452526106 365 18,444 X 18,444
INCYTE CORP COM 45337C102 161 10,137 X 10,137
INFINITY PPTY & CAS CORP COM 45665Q103 864 14,517 X 14,517
INFINERA CORPORATION COM 45667G103 520 61,967 X 61,967
INFOSPACE INC COM PAR $.0001 45678T300 243 28,024 X 28,024
INSIGHT ENTERPRISES INC COM 45765U103 679 39,843 X 39,843
INSPIRE PHARMACEUTICALS INC COM 457733103 175 44,125 X 44,125
INNOPHOS HOLDINGS INC COM 45774N108 1,155 25,051 X 25,051
INTEL CORP COM 458140100 10,713 530,855 X 530,855
INTERACTIVE BROKERS GROUP IN COM 45841N107 472 29,732 X 29,732
INTERMEC INC COM 458786100 636 58,970 X 58,970
INTERNATIONAL BUSINESS MACHS COM 459200101 17,251 105,789 X 105,789
INTERNATIONAL RECTIFIER CORP COM 460254105 988 29,883 X 29,883
INTERNATIONAL TOWER HILL MIN COM 46050R102 404 40,300 X 40,300
INTERSIL CORP CL A 46069S109 166 13,296 X 13,296
ION GEOPHYSICAL CORP COM 462044108 706 55,649 X 55,649
IROBOT CORP COM 462726100 202 6,145 X 6,145
ISHARES TR RUSSELL MIDCAP 464287499 61,647 565,619 X 565,619
ISHARES TR RUSL 2000 VALU 464287630 3,882 51,500 X 51,500
ISHARES TR RUSSELL 2000 464287655 32,924 391,160 X 391,160
ITRON INC COM 465741106 844 14,952 X 14,952
JPMORGAN CHASE & CO COM 46625H100 15,293 331,739 X 331,739
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 760 25,755 X 25,755
JANUS CAP GROUP INC COM 47102X105 515 41,330 X 41,330
JAZZ PHARMACEUTICALS INC COM 472147107 234 7,340 X 7,340
JETBLUE AIRWAYS CORP COM 477143101 714 113,797 X 113,797
JOHNSON & JOHNSON COM 478160104 13,009 219,560 X 219,560
JOHNSON CTLS INC COM 478366107 2,420 58,215 X 58,215
JOY GLOBAL INC COM 481165108 696 7,042 X 7,042
JUNIPER NETWORKS INC COM 48203R104 1,974 46,907 X 46,907
KLA-TENCOR CORP COM 482480100 850 17,954 X 17,954
KADANT INC COM 48282T104 259 9,875 X 9,875
KAISER ALUMINUM CORP COM PAR $0.01 483007704 671 13,618 X 13,618
KAPSTONE PAPER & PACKAGING C COM 48562P103 526 30,620 X 30,620
KAYDON CORP COM 486587108 300 7,645 X 7,645
KELLOGG CO COM 487836108 1,032 19,125 X 19,125
KELLY SVCS INC CL A 488152208 751 34,608 X 34,608
KEMET CORP COM NEW 488360207 168 11,333 X 11,333
KERYX BIOPHARMACEUTICALS INC COM 492515101 209 41,774 X 41,774
KIMBERLY CLARK CORP COM 494368103 2,905 44,502 X 44,502
KIRKLANDS INC COM 497498105 505 32,691 X 32,691
KNOLL INC COM NEW 498904200 734 35,000 X 35,000
KOHLBERG CAPITAL CORP COM 500233101 164 19,842 X 19,842
KOHLS CORP COM 500255104 1,208 22,781 X 22,781
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 924 28,733 X 28,733
KORN FERRY INTL COM NEW 500643200 525 23,579 X 23,579
KRAFT FOODS INC CL A 50075N104 3,734 119,057 X 119,057
KROGER CO COM 501044101 1,473 61,471 X 61,471
LSB INDS INC COM 502160104 679 17,120 X 17,120
LSI CORPORATION COM 502161102 429 63,099 X 63,099
LTX-CREDENCE CORP COM NEW 502403207 564 61,759 X 61,759
L-3 COMMUNICATIONS HLDGS INC COM 502424104 903 11,529 X 11,529
LABORATORY CORP AMER HLDGS COM NEW 50540R409 685 7,434 X 7,434
LAM RESEARCH CORP COM 512807108 655 11,559 X 11,559
LAS VEGAS SANDS CORP COM 517834107 993 23,508 X 23,508
LIFE TECHNOLOGIES CORP COM 53217V109 679 12,962 X 12,962
LIFEPOINT HOSPITALS INC COM 53219L109 1,089 27,086 X 27,086
LILLY ELI & CO COM 532457108 3,542 100,724 X 100,724
LINCOLN EDL SVCS CORP COM 533535100 178 11,225 X 11,225
LINEAR TECHNOLOGY CORP COM 535678106 874 25,987 X 25,987
LITHIA MTRS INC CL A 536797103 530 36,382 X 36,382
LITTELFUSE INC COM 537008104 385 6,735 X 6,735
LIVE NATION ENTERTAINMENT IN COM 538034109 446 44,577 X 44,577
LOCAL COM CORP COM 53954R105 382 98,121 X 98,121
LOCKHEED MARTIN CORP COM 539830109 2,764 34,377 X 34,377
LODGENET INTERACTIVE CORP COM 540211109 461 126,733 X 126,733
LOEWS CORP COM 540424108 916 21,257 X 21,257
LORILLARD INC COM 544147101 975 10,263 X 10,263
LOWES COS INC COM 548661107 2,831 107,107 X 107,107
LULULEMON ATHLETICA INC COM 550021109 530 5,952 X 5,952
M & T BK CORP COM 55261F104 928 10,491 X 10,491
MFA FINANCIAL INC COM 55272X102 169 20,642 X 20,642
MGE ENERGY INC COM 55277P104 892 22,018 X 22,018
MKS INSTRUMENT INC COM 55306N104 789 23,698 X 23,698
MYR GROUP INC DEL COM 55405W104 496 20,729 X 20,729
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 631 10,545 X 10,545
MANTECH INTL CORP CL A 564563104 684 16,132 X 16,132
MANULIFE FINL CORP COM 56501R106 865 48,893 X 48,893
MARATHON OIL CORP COM 565849106 4,871 91,376 X 91,376
MARINEMAX INC COM 567908108 107 10,869 X 10,869
MARKETAXESS HLDGS INC COM 57060D108 279 11,530 X 11,530
MASTEC INC COM 576323109 378 18,175 X 18,175
MASTERCARD INC CL A 57636Q104 1,818 7,223 X 7,223
MATERION CORP COM 576690101 500 12,243 X 12,243
MAXIM INTEGRATED PRODS INC COM 57772K101 1,685 65,811 X 65,811
MAXIMUS INC COM 577933104 908 11,191 X 11,191
MCDONALDS CORP COM 580135101 6,082 79,931 X 79,931
MCG CAPITAL CORP COM 58047P107 78 11,959 X 11,959
MCGRAW HILL COS INC COM 580645109 907 23,017 X 23,017
MCKESSON CORP COM 58155Q103 1,912 24,186 X 24,186
MEADOWBROOK INS GROUP INC COM 58319P108 451 43,594 X 43,594
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,866 33,219 X 33,219
MEDICAL ACTION INDS INC COM 58449L100 358 42,638 X 42,638
MEDICINES CO COM 584688105 1,140 69,992 X 69,992
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 655 20,456 X 20,456
MEDTRONIC INC COM 585055106 4,141 105,242 X 105,242
MENS WEARHOUSE INC COM 587118100 283 10,473 X 10,473
MERCADOLIBRE INC COM 58733R102 555 6,804 X 6,804
MERCER INTL INC COM 588056101 529 39,007 X 39,007
MERCK & CO INC NEW COM 58933Y105 8,538 258,634 X 258,634
MEREDITH CORP COM 589433101 806 23,765 X 23,765
MERGE HEALTHCARE INC COM 589499102 545 111,854 X 111,854
MESABI TR CTF BEN INT 590672101 539 13,095 X 13,095
METALICO INC COM 591176102 503 80,800 X 80,800
METLIFE INC COM 59156R108 3,927 87,801 X 87,801
METROPCS COMMUNICATIONS INC COM 591708102 243 14,985 X 14,985
METROPOLITAN HEALTH NETWORKS COM 592142103 86 18,100 X 18,100
METTLER TOLEDO INTERNATIONAL COM 592688105 207 1,202 X 1,202
MICREL INC COM 594793101 1,307 96,971 X 96,971
MICROS SYS INC COM 594901100 737 14,901 X 14,901
MICROSOFT CORP COM 594918104 15,322 603,459 X 603,459
MICROSTRATEGY INC CL A NEW 594972408 508 3,779 X 3,779
MICROCHIP TECHNOLOGY INC COM 595017104 956 25,156 X 25,156
MICRON TECHNOLOGY INC COM 595112103 704 61,342 X 61,342
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 209 24,721 X 24,721
MINEFINDERS LTD COM 602900102 216 16,400 X 16,400
MIPS TECHNOLOGIES INC COM 604567107 332 31,609 X 31,609
MITSUI & CO LTD ADR 606827202 637 1,774 X 1,774
MOBILE MINI INC COM 60740F105 315 13,107 X 13,107
MOLEX INC COM 608554101 728 28,962 X 28,962
MOLSON COORS BREWING CO CL B 60871R209 765 16,318 X 16,318
MONOLITHIC PWR SYS INC COM 609839105 548 38,638 X 38,638
MONSANTO CO NEW COM 61166W101 910 12,587 X 12,587
MORGAN STANLEY COM NEW 617446448 3,948 144,524 X 144,524
MOSAIC CO COM 61945A107 1,143 14,520 X 14,520
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,468 32,846 X 32,846
MOTOROLA MOBILITY HLDGS INC COM 620097105 527 21,605 X 21,605
MUELLER INDS INC COM 624756102 238 6,488 X 6,488
MYLAN INC COM 628530107 735 32,456 X 32,456
NGP CAP RES CO COM 62912R107 164 16,991 X 16,991
NIC INC COM 62914B100 752 60,333 X 60,333
NVE CORP COM NEW 629445206 503 8,921 X 8,921
NABI BIOPHARMACEUTICALS COM 629519109 366 62,923 X 62,923
NARA BANCORP INC COM 63080P105 499 51,820 X 51,820
NATIONAL FINL PARTNERS CORP COM 63607P208 284 19,285 X 19,285
NATIONAL GRID PLC SPON ADR NEW 636274300 963 20,052 X 20,052
NATIONAL HEALTH INVS INC COM 63633D104 285 5,944 X 5,944
NATIONAL OILWELL VARCO INC COM 637071101 2,465 31,102 X 31,102
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,223 85,296 X 85,296
NELNET INC CL A 64031N108 621 28,445 X 28,445
NETSUITE INC COM 64118Q107 388 13,337 X 13,337
NETSPEND HLDGS INC COM 64118V106 623 59,187 X 59,187
NEUROCRINE BIOSCIENCES INC COM 64125C109 601 79,139 X 79,139
NEVSUN RES LTD COM 64156L101 353 62,400 X 62,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 552 5,513 X 5,513
NEW YORK & CO INC COM 649295102 593 84,530 X 84,530
NEW YORK TIMES CO CL A 650111107 332 35,016 X 35,016
NEWALLIANCE BANCSHARES INC COM 650203102 228 15,367 X 15,367
NEWCASTLE INVT CORP COM 65105M108 973 161,169 X 161,169
NEWMARKET CORP COM 651587107 1,058 6,685 X 6,685
NEWMONT MINING CORP COM 651639106 2,264 41,486 X 41,486
NEWPARK RES INC COM PAR $.01NE 651718504 777 98,846 X 98,846
NEWPORT CORP COM 651824104 821 46,014 X 46,014
NEWS CORP CL A 65248E104 4,288 243,921 X 243,921
NEXTERA ENERGY INC COM 65339F101 2,834 51,409 X 51,409
NIKE INC CL B 654106103 2,027 26,782 X 26,782
99 CENTS ONLY STORES COM 65440K106 203 10,366 X 10,366
NOKIA CORP SPONSORED ADR 654902204 930 109,328 X 109,328
NORFOLK SOUTHERN CORP COM 655844108 2,645 38,178 X 38,178
NORTHERN TR CORP COM 665859104 829 16,336 X 16,336
NORTHROP GRUMMAN CORP COM 666807102 2,510 40,030 X 40,030
NORTHWESTERN CORP COM NEW 668074305 547 18,038 X 18,038
NOVATEL WIRELESS INC COM NEW 66987M604 149 27,289 X 27,289
NOVARTIS A G SPONSORED ADR 66987V109 1,570 28,891 X 28,891
NOVELLUS SYS INC COM 670008101 713 19,203 X 19,203
NOVO-NORDISK A S ADR 670100205 770 6,145 X 6,145
NU SKIN ENTERPRISES INC CL A 67018T105 603 20,980 X 20,980
NUCOR CORP COM 670346105 2,121 46,079 X 46,079
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 503 13,798 X 13,798
NUTRI SYS INC NEW COM 67069D108 523 36,071 X 36,071
NXSTAGE MEDICAL INC COM 67072V103 598 27,191 X 27,191
OM GROUP INC COM 670872100 882 24,136 X 24,136
OYO GEOSPACE CORP COM 671074102 1,152 11,684 X 11,684
OCCIDENTAL PETE CORP DEL COM 674599105 6,305 60,339 X 60,339
OCEANEERING INTL INC COM 675232102 243 2,717 X 2,717
OLD DOMINION FGHT LINES INC COM 679580100 543 15,484 X 15,484
OLD NATL BANCORP IND COM 680033107 507 47,325 X 47,325
OLD REP INTL CORP COM 680223104 146 11,515 X 11,515
OMNICOM GROUP INC COM 681919106 1,463 29,821 X 29,821
OMEGA PROTEIN CORP COM 68210P107 275 20,376 X 20,376
ON SEMICONDUCTOR CORP COM 682189105 702 71,200 X 71,200
ONE LIBERTY PPTYS INC COM 682406103 216 14,355 X 14,355
ONYX PHARMACEUTICALS INC COM 683399109 487 13,851 X 13,851
ORACLE CORP COM 68389X105 8,165 244,232 X 244,232
ORITANI FINL CORP DEL COM 68633D103 268 21,128 X 21,128
OTTER TAIL CORP COM 689648103 541 23,803 X 23,803
OWENS & MINOR INC NEW COM 690732102 341 10,484 X 10,484
OXFORD INDS INC COM 691497309 517 15,110 X 15,110
PDL BIOPHARMA INC COM 69329Y104 530 91,345 X 91,345
PG&E CORP COM 69331C108 1,233 27,909 X 27,909
P F CHANGS CHINA BISTRO INC COM 69333Y108 480 10,386 X 10,386
PNC FINL SVCS GROUP INC COM 693475105 3,477 55,202 X 55,202
PPG INDS INC COM 693506107 1,037 10,889 X 10,889
PRGX GLOBAL INC COM NEW 69357C503 73 12,035 X 12,035
PACCAR INC COM 693718108 1,418 27,085 X 27,085
PAMPA ENERGIA S A SPONS ADR LVL 697660207 384 27,122 X 27,122
PANERA BREAD CO CL A 69840W108 531 4,181 X 4,181
PAR PHARMACEUTICAL COS INC COM 69888P106 528 16,995 X 16,995
PARK NATL CORP COM 700658107 581 8,700 X 8,700
PARKER HANNIFIN CORP COM 701094104 819 8,648 X 8,648
PEABODY ENERGY CORP COM 704549104 747 10,384 X 10,384
PEARSON PLC SPONSORED ADR 705015105 930 52,229 X 52,229
PEETS COFFEE & TEA INC COM 705560100 487 10,129 X 10,129
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,198 59,832 X 59,832
PEP BOYS MANNY MOE & JACK COM 713278109 837 65,876 X 65,876
PEPSICO INC COM 713448108 7,717 119,813 X 119,813
PETROQUEST ENERGY INC COM 716748108 536 57,284 X 57,284
PFIZER INC COM 717081103 14,834 730,379 X 730,379
PHARMERICA CORP COM 71714F104 475 41,489 X 41,489
PHILIP MORRIS INTL INC COM 718172109 10,317 157,192 X 157,192
PHOTRONICS INC COM 719405102 953 106,213 X 106,213
PIER 1 IMPORTS INC COM 720279108 1,067 105,172 X 105,172
PINNACLE ENTMT INC COM 723456109 544 39,965 X 39,965
PIONEER DRILLING CO COM 723655106 153 11,100 X 11,100
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 619 17,990 X 17,990
PITNEY BOWES INC COM 724479100 974 37,932 X 37,932
PLANTRONICS INC NEW COM 727493108 675 18,441 X 18,441
POLARIS INDS INC COM 731068102 1,525 17,529 X 17,529
POLO RALPH LAUREN CORP CL A 731572103 225 1,822 X 1,822
POLYONE CORP COM 73179P106 714 50,216 X 50,216
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 723 8,490 X 8,490
PORTLAND GEN ELEC CO COM NEW 736508847 675 28,385 X 28,385
POTLATCH CORP NEW COM 737630103 565 14,043 X 14,043
POWER ONE INC NEW COM 73930R102 514 58,770 X 58,770
PRAXAIR INC COM 74005P104 2,307 22,709 X 22,709
PRE PAID LEGAL SVCS INC COM 740065107 656 9,937 X 9,937
PRINCIPAL FINL GROUP INC COM 74251V102 958 29,849 X 29,849
PROCTER & GAMBLE CO COM 742718109 13,168 213,765 X 213,765
PRIVATEBANCORP INC COM 742962103 796 52,084 X 52,084
PROSPERITY BANCSHARES INC COM 743606105 223 5,204 X 5,204
PROVIDENCE SVC CORP COM 743815102 372 24,861 X 24,861
PROVIDENT FINL SVCS INC COM 74386T105 847 57,258 X 57,258
PRUDENTIAL FINL INC COM 744320102 3,876 62,950 X 62,950
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,476 46,840 X 46,840
PUBLIC STORAGE COM 74460D109 1,155 10,411 X 10,411
QLOGIC CORP COM 747277101 389 20,983 X 20,983
QUALCOMM INC COM 747525103 6,676 121,758 X 121,758
QUALITY DISTR INC FLA COM 74756M102 124 10,438 X 10,438
QUANTUM CORP COM DSSG 747906204 345 136,725 X 136,725
QUEST SOFTWARE INC COM 74834T103 644 25,358 X 25,358
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 509 35,329 X 35,329
QUESTAR CORP COM 748356102 293 16,809 X 16,809
QUICKSILVER RESOURCES INC COM 74837R104 370 25,842 X 25,842
QWEST COMMUNICATIONS INTL IN COM 749121109 909 133,090 X 133,090
RTI INTL METALS INC COM 74973W107 514 16,490 X 16,490
RF MICRODEVICES INC COM 749941100 405 63,113 X 63,113
RAMBUS INC DEL COM 750917106 498 25,215 X 25,215
RAVEN INDS INC COM 754212108 654 10,642 X 10,642
RAYTHEON CO COM NEW 755111507 3,548 69,747 X 69,747
REACHLOCAL INC COM 75525F104 504 25,193 X 25,193
RED ROBIN GOURMET BURGERS IN COM 75689M101 952 35,391 X 35,391
REGAL ENTMT GROUP CL A 758766109 472 34,988 X 34,988
REGIS CORP MINN COM 758932107 178 10,034 X 10,034
RELIANCE STEEL & ALUMINUM CO COM 759509102 700 12,108 X 12,108
RENAISSANCE LEARNING INC COM 75968L105 470 40,017 X 40,017
RENESOLA LTD SPONS ADS 75971T103 534 50,616 X 50,616
RENT A CTR INC NEW COM 76009N100 289 8,286 X 8,286
RESEARCH IN MOTION LTD COM 760975102 718 12,694 X 12,694
RETAIL VENTURES INC COM 76128Y102 522 30,255 X 30,255
REVLON INC CL A NEW 761525609 956 60,232 X 60,232
REYNOLDS AMERICAN INC COM 761713106 1,148 32,312 X 32,312
RICHARDSON ELECTRS LTD COM 763165107 179 13,593 X 13,593
RIGEL PHARMACEUTICALS INC COM NEW 766559603 812 114,272 X 114,272
ROCK-TENN CO CL A 772739207 635 9,158 X 9,158
ROPER INDS INC NEW COM 776696106 766 8,857 X 8,857
RUDDICK CORP COM 781258108 358 9,282 X 9,282
RUDOLPH TECHNOLOGIES INC COM 781270103 121 11,070 X 11,070
RYDER SYS INC COM 783549108 259 5,114 X 5,114
S & T BANCORP INC COM 783859101 308 14,265 X 14,265
SPS COMM INC COM 78463M107 346 22,300 X 22,300
SPDR SERIES TRUST KBW REGN BK ET 78464A698 282 10,600 X 10,600
SABINE ROYALTY TR UNIT BEN INT 785688102 510 8,407 X 8,407
SAFETY INS GROUP INC COM 78648T100 347 7,532 X 7,532
SAFEWAY INC COM NEW 786514208 990 42,052 X 42,052
ST JUDE MED INC COM 790849103 1,258 24,539 X 24,539
SALIX PHARMACEUTICALS INC COM 795435106 538 15,363 X 15,363
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 549 19,940 X 19,940
SANDRIDGE ENERGY INC COM 80007P307 218 17,011 X 17,011
SANOFI AVENTIS SPONSORED ADR 80105N105 936 26,569 X 26,569
SAP AG SPON ADR 803054204 646 10,525 X 10,525
SAPIENT CORP COM 803062108 505 44,135 X 44,135
SAUER-DANFOSS INC COM 804137107 575 11,296 X 11,296
SAVVIS INC COM NEW 805423308 572 15,420 X 15,420
SCANSOURCE INC COM 806037107 620 16,323 X 16,323
SCHLUMBERGER LTD COM 806857108 9,439 101,207 X 101,207
SCHNITZER STL INDS CL A 806882106 1,246 19,164 X 19,164
SCHOLASTIC CORP COM 807066105 424 15,698 X 15,698
SCHWAB CHARLES CORP NEW COM 808513105 1,324 73,428 X 73,428
SCIENTIFIC GAMES CORP CL A 80874P109 124 14,169 X 14,169
SCRIPPS E W CO OHIO CL A NEW 811054402 542 54,750 X 54,750
SEALED AIR CORP NEW COM 81211K100 932 34,948 X 34,948
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,906 116,300 X 116,300
SELECT COMFORT CORP COM 81616X103 800 66,354 X 66,354
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 436 10,395 X 10,395
SHUTTERFLY INC COM 82568P304 819 15,642 X 15,642
SIEMENS A G SPONSORED ADR 826197501 990 7,209 X 7,209
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 425 70,289 X 70,289
SIMON PPTY GROUP INC NEW COM 828806109 3,286 30,669 X 30,669
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,187 94,669 X 94,669
SKYWEST INC COM 830879102 919 54,309 X 54,309
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 560 54,814 X 54,814
SMITH MICRO SOFTWARE INC COM 832154108 141 15,097 X 15,097
SMITHFIELD FOODS INC COM 832248108 876 36,410 X 36,410
SOHU COM INC COM 83408W103 532 5,957 X 5,957
SOLERA HOLDINGS INC COM 83421A104 472 9,228 X 9,228
SONIC AUTOMOTIVE INC CL A 83545G102 640 45,698 X 45,698
SONIC CORP COM 835451105 375 41,452 X 41,452
SOUFUN HLDGS LTD ADR 836034108 460 24,648 X 24,648
SOUTHERN CO COM 842587107 2,332 61,201 X 61,201
SOUTHERN COPPER CORP COM 84265V105 1,968 48,882 X 48,882
SOUTHWEST GAS CORP COM 844895102 388 9,950 X 9,950
SPARTAN STORES INC COM 846822104 209 14,117 X 14,117
SPECTRUM PHARMACEUTICALS INC COM 84763A108 835 93,935 X 93,935
SPRINT NEXTEL CORP COM SER 1 852061100 1,018 219,448 X 219,448
STANDARD PARKING CORP COM 853790103 489 27,535 X 27,535
STAPLES INC COM 855030102 1,330 68,479 X 68,479
STARBUCKS CORP COM 855244109 2,416 65,396 X 65,396
STATE STR CORP COM 857477103 1,674 37,241 X 37,241
STATOIL ASA SPONSORED ADR 85771P102 687 24,857 X 24,857
STEIN MART INC COM 858375108 183 18,057 X 18,057
STERIS CORP COM 859152100 546 15,813 X 15,813
STEWART ENTERPRISES INC CL A 860370105 85 11,107 X 11,107
STMICROELECTRONICS N V NY REGISTRY 861012102 881 70,899 X 70,899
STRAYER ED INC COM 863236105 352 2,696 X 2,696
STRYKER CORP COM 863667101 1,421 23,375 X 23,375
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 604 10,711 X 10,711
SUN COMMUNITIES INC COM 866674104 714 20,032 X 20,032
SUNPOWER CORP COM CL A 867652109 853 49,780 X 49,780
SUNTECH PWR HLDGS CO LTD ADR 86800C104 732 74,232 X 74,232
SUPERIOR ENERGY SVCS INC COM 868157108 812 19,808 X 19,808
SUPERIOR INDS INTL INC COM 868168105 707 27,558 X 27,558
SUPERVALU INC COM 868536103 188 21,060 X 21,060
SUSQUEHANNA BANCSHARES INC P COM 869099101 228 24,377 X 24,377
SWIFT TRANSN CO CL A 87074U101 348 23,700 X 23,700
SYMANTEC CORP COM 871503108 1,000 53,962 X 53,962
SYNAPTICS INC COM 87157D109 840 31,105 X 31,105
SYNOVUS FINL CORP COM 87161C105 146 60,792 X 60,792
TFS FINL CORP COM 87240R107 215 20,246 X 20,246
THQ INC COM NEW 872443403 449 98,467 X 98,467
TJX COS INC NEW COM 872540109 1,833 36,867 X 36,867
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 350 6,354 X 6,354
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 725 47,154 X 47,154
TAL ED GROUP ADS REPSTG COM 874080104 363 33,196 X 33,196
TANZANIAN ROYALTY EXPL CORP COM 87600U104 155 24,500 X 24,500
TARGET CORP COM 87612E106 731 14,627 X 14,627
TASEKO MINES LTD COM 876511106 537 90,600 X 90,600
TATA COMMUNICATIONS LTD SPONS ADR 876564105 156 14,354 X 14,354
TEAM INC COM 878155100 216 8,242 X 8,242
TEAM HEALTH HOLDINGS INC COM 87817A107 521 29,834 X 29,834
TELECOM ARGENTINA S A SPON ADR REP B 879273209 553 22,292 X 22,292
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 130 16,922 X 16,922
TELEFONICA S A SPONSORED ADR 879382208 891 35,319 X 35,319
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 943 51,633 X 51,633
TELEPHONE & DATA SYS INC COM 879433100 271 8,054 X 8,054
TELETECH HOLDINGS INC COM 879939106 513 26,446 X 26,446
TERADYNE INC COM 880770102 1,641 92,123 X 92,123
TERRA NITROGEN CO L P COM UNIT 881005201 807 6,905 X 6,905
TESCO CORP COM 88157K101 844 38,481 X 38,481
TETRA TECHNOLOGIES INC DEL COM 88162F105 389 25,264 X 25,264
TETRA TECH INC NEW COM 88162G103 325 13,169 X 13,169
TESSERA TECHNOLOGIES INC COM 88164L100 838 45,883 X 45,883
TEXAS INSTRS INC COM 882508104 4,449 128,729 X 128,729
THERMO FISHER SCIENTIFIC INC COM 883556102 1,692 30,462 X 30,462
THOMSON REUTERS CORP COM 884903105 1,089 27,756 X 27,756
3M CO COM 88579Y101 5,836 62,418 X 62,418
TIBCO SOFTWARE INC COM 88632Q103 246 9,013 X 9,013
TIME WARNER INC COM NEW 887317303 3,025 84,737 X 84,737
TIME WARNER CABLE INC COM 88732J207 2,591 36,319 X 36,319
TORCHMARK CORP COM 891027104 255 3,841 X 3,841
TORO CO COM 891092108 1,268 19,141 X 19,141
TRAVELERS COMPANIES INC COM 89417E109 4,528 76,122 X 76,122
TREX CO INC COM 89531P105 517 15,861 X 15,861
TRIMAS CORP COM NEW 896215209 940 43,742 X 43,742
TRUE RELIGION APPAREL INC COM 89784N104 343 14,613 X 14,613
TRUSTCO BK CORP N Y COM 898349105 76 12,803 X 12,803
TRUSTMARK CORP COM 898402102 556 23,725 X 23,725
TYSON FOODS INC CL A 902494103 780 40,648 X 40,648
UMB FINL CORP COM 902788108 358 9,572 X 9,572
US BANCORP DEL COM NEW 902973304 4,725 178,789 X 178,789
USA MOBILITY INC COM 90341G103 510 35,204 X 35,204
U S AIRWAYS GROUP INC COM 90341W108 985 113,068 X 113,068
ULTA SALON COSMETCS & FRAG I COM 90384S303 764 15,884 X 15,884
UMPQUA HLDGS CORP COM 904214103 143 12,510 X 12,510
UNION PAC CORP COM 907818108 4,750 48,309 X 48,309
UNITED PARCEL SERVICE INC CL B 911312106 5,260 70,781 X 70,781
UNITED STATIONERS INC COM 913004107 604 8,508 X 8,508
UNITED TECHNOLOGIES CORP COM 913017109 7,344 86,760 X 86,760
UNITEDHEALTH GROUP INC COM 91324P102 5,885 130,193 X 130,193
UNIVERSAL DISPLAY CORP COM 91347P105 472 8,581 X 8,581
UNUM GROUP COM 91529Y106 755 28,768 X 28,768
US ECOLOGY INC COM 91732J102 388 22,277 X 22,277
V F CORP COM 918204108 1,611 16,346 X 16,346
VAALCO ENERGY INC COM NEW 91851C201 1,344 173,195 X 173,195
VAIL RESORTS INC COM 91879Q109 494 10,122 X 10,122
VALE S A ADR 91912E105 692 20,744 X 20,744
VALERO ENERGY CORP NEW COM 91913Y100 719 24,107 X 24,107
VALLEY NATL BANCORP COM 919794107 171 12,272 X 12,272
VALSPAR CORP COM 920355104 671 17,154 X 17,154
VALUECLICK INC COM 92046N102 829 57,351 X 57,351
VARIAN MED SYS INC COM 92220P105 728 10,759 X 10,759
VASCO DATA SEC INTL INC COM 92230Y104 243 17,674 X 17,674
VEECO INSTRS INC DEL COM 922417100 1,085 21,335 X 21,335
VERA BRADLEY INC COM 92335C106 620 14,684 X 14,684
VERIZON COMMUNICATIONS INC COM 92343V104 10,608 275,254 X 275,254
VIACOM INC NEW CL B 92553P201 2,103 45,207 X 45,207
VISA INC COM CL A 92826C839 3,538 48,057 X 48,057
VISHAY INTERTECHNOLOGY INC COM 928298108 1,186 66,833 X 66,833
VMWARE INC CL A COM 928563402 682 8,358 X 8,358
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 910 31,647 X 31,647
VOLCANO CORPORATION COM 928645100 463 18,075 X 18,075
VONAGE HLDGS CORP COM 92886T201 538 118,085 X 118,085
WD-40 CO COM 929236107 518 12,234 X 12,234
WAL MART STORES INC COM 931142103 7,567 145,370 X 145,370
WALGREEN CO COM 931422109 4,778 119,028 X 119,028
WALTER INVT MGMT CORP COM 93317W102 432 26,806 X 26,806
WARNACO GROUP INC COM NEW 934390402 854 14,939 X 14,939
WARREN RES INC COM 93564A100 169 32,986 X 32,986
WASHINGTON POST CO CL B 939640108 1,310 2,994 X 2,994
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 537 17,286 X 17,286
WASTE MGMT INC DEL COM 94106L109 1,339 35,852 X 35,852
WATERS CORP COM 941848103 771 8,874 X 8,874
WEIGHT WATCHERS INTL INC NEW COM 948626106 538 7,673 X 7,673
WELLPOINT INC COM 94973V107 3,426 49,089 X 49,089
WELLS FARGO & CO NEW COM 949746101 12,715 400,971 X 400,971
WERNER ENTERPRISES INC COM 950755108 470 17,766 X 17,766
WESCO FINL CORP COM 950817106 272 700 X 700
WESTAMERICA BANCORPORATION COM 957090103 204 3,965 X 3,965
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 581 16,637 X 16,637
WEYERHAEUSER CO COM 962166104 303 12,334 X 12,334
WHIRLPOOL CORP COM 963320106 897 10,505 X 10,505
WILEY JOHN & SONS INC CL A 968223206 339 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 1,736 55,677 X 55,677
WILLIAMS SONOMA INC COM 969904101 811 20,027 X 20,027
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 489 14,599 X 14,599
WINDSTREAM CORP COM 97381W104 967 75,043 X 75,043
WONDER AUTO TECHNOLOGY INC COM 978166106 407 75,048 X 75,048
WORLD ACCEP CORP DEL COM 981419104 827 12,685 X 12,685
WORTHINGTON INDS INC COM 981811102 555 26,518 X 26,518
WRIGHT MED GROUP INC COM 98235T107 181 10,640 X 10,640
WYNDHAM WORLDWIDE CORP COM 98310W108 898 28,245 X 28,245
XILINX INC COM 983919101 962 29,337 X 29,337
XEROX CORP COM 984121103 1,641 154,125 X 154,125
YAHOO INC COM 984332106 1,684 100,969 X 100,969
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 185 14,321 X 14,321
YUM BRANDS INC COM 988498101 2,123 41,320 X 41,320
ZALE CORP NEW COM 988858106 82 20,436 X 20,436
ZEBRA TECHNOLOGIES CORP CL A 989207105 549 13,995 X 13,995
ZHONGPIN INC COM 98952K107 688 45,402 X 45,402
ZIMMER HLDGS INC COM 98956P102 832 13,738 X 13,738
ZOLTEK COS INC COM 98975W104 147 10,918 X 10,918