UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 December 2010.
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 February 14, 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: 887
Form 13F Information Table Value Total: $1,322,960
(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
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 539 19,489 X 19,489
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,044 104,018 X 104,018
COVIDIEN PLC SHS G2554F105 1,747 38,268 X 38,268
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 858 18,618 X 18,618
EVEREST RE GROUP LTD COM G3223R108 878 10,347 X 10,347
HELEN OF TROY CORP LTD COM G4388N106 1,134 38,145 X 38,145
HERBALIFE LTD COM USD SHS G4412G101 457 6,686 X 6,686
MAIDEN HOLDINGS LTD SHS G5753U112 264 33,628 X 33,628
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 652 35,138 X 35,138
MONTPELIER RE HOLDINGS LTD SHS G62185106 427 21,402 X 21,402
NABORS INDUSTRIES LTD SHS G6359F103 721 30,715 X 30,715
ORIENT-EXPRESS HOTELS LTD CL A G67743107 533 41,040 X 41,040
PARTNERRE LTD COM G6852T105 897 11,162 X 11,162
RENAISSANCERE HOLDINGS LTD COM G7496G103 389 6,113 X 6,113
SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 114 19,737 X 19,737
VANTAGE DRILLING COMPANY ORD SHS G93205113 243 119,600 X 119,600
XOMA LTD SHS G9825R206 403 78,500 X 78,500
ACE LTD SHS H0023R105 2,465 39,604 X 39,604
ALCON INC COM SHS H01301102 790 4,832 X 4,832
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 826 13,900 X 13,900
GARMIN LTD SHS H2906T109 838 27,025 X 27,025
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 1,690 47,735 X 47,735
TYCO INTERNATIONAL LTD SHS H89128104 1,615 38,979 X 38,979
FLAGSTONE REINSURANCE HOLDIN COM L3466T104 397 31,530 X 31,530
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 893 9,344 X 9,344
CELLCOM ISRAEL LTD SHS M2196U109 369 11,294 X 11,294
CORE LABORATORIES N V COM N22717107 435 4,882 X 4,882
ORTHOFIX INTL N V COM N6748L102 654 22,541 X 22,541
SINOVAC BIOTECH LTD SHS P8696W104 459 101,511 X 101,511
DIANA SHIPPING INC COM Y2066G104 284 23,635 X 23,635
TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 581 15,299 X 15,299
AEP INDS INC COM 001031103 492 18,944 X 18,944
AFC ENTERPRISES INC COM 00104Q107 632 45,478 X 45,478
AFLAC INC COM 001055102 2,911 51,592 X 51,592
AGCO CORP COM 001084102 359 7,094 X 7,094
AOL INC COM 00184X105 464 19,579 X 19,579
AT&T INC COM 00206R102 14,048 478,140 X 478,140
ATMI INC COM 00207R101 408 20,455 X 20,455
AARONS INC COM PAR $0.50 002535300 214 10,518 X 10,518
ABBOTT LABS COM 002824100 5,830 121,689 X 121,689
ABIOMED INC COM 003654100 111 11,533 X 11,533
ACI WORLDWIDE INC COM 004498101 515 19,181 X 19,181
ACTIVISION BLIZZARD INC COM 00507V109 766 61,548 X 61,548
ACXIOM CORP COM 005125109 1,051 61,279 X 61,279
ADOBE SYS INC COM 00724F101 1,944 63,173 X 63,173
ADTRAN INC COM 00738A106 434 11,981 X 11,981
ADVANCE AUTO PARTS INC COM 00751Y106 1,241 18,761 X 18,761
ADVANCED BATTERY TECHNOLOG I COM 00752H102 675 175,425 X 175,425
AEROPOSTALE COM 007865108 979 39,728 X 39,728
ADVANCED ENERGY INDS COM 007973100 157 11,529 X 11,529
AETNA INC NEW COM 00817Y108 1,194 39,128 X 39,128
AFFYMETRIX INC COM 00826T108 136 27,030 X 27,030
AIR PRODS & CHEMS INC COM 009158106 1,474 16,211 X 16,211
AIR TRANSPORT SERVICES GRP I COM 00922R105 546 69,119 X 69,119
AKORN INC COM 009728106 679 111,888 X 111,888
ALCOA INC COM 013817101 1,534 99,660 X 99,660
ALEXANDER & BALDWIN INC COM 014482103 924 23,079 X 23,079
ALIGN TECHNOLOGY INC COM 016255101 928 47,468 X 47,468
ALLERGAN INC COM 018490102 1,594 23,213 X 23,213
ALLIANT TECHSYSTEMS INC COM 018804104 484 6,500 X 6,500
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 88 12,461 X 12,461
ALLSTATE CORP COM 020002101 3,023 94,824 X 94,824
ALTRIA GROUP INC COM 02209S103 3,914 158,987 X 158,987
AMAZON COM INC COM 023135106 6,161 34,227 X 34,227
AMERCO COM 023586100 407 4,243 X 4,243
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,476 114,781 X 114,781
AMERICAN CAPITAL AGENCY CORP COM 02503X105 801 27,878 X 27,878
AMERICAN CAP LTD COM 02503Y103 221 29,250 X 29,250
AMERICAN ELEC PWR INC COM 025537101 1,315 36,557 X 36,557
AMERICAN EXPRESS CO COM 025816109 4,124 96,081 X 96,081
AMERICAN FINL GROUP INC OHIO COM 025932104 1,570 48,617 X 48,617
AMERICAN NATL INS CO COM 028591105 249 2,911 X 2,911
AMERICAN PUBLIC EDUCATION IN COM 02913V103 618 16,589 X 16,589
AMERICAN REPROGRAPHICS CO COM 029263100 378 49,762 X 49,762
AMERICAN TOWER CORP CL A 029912201 1,590 30,798 X 30,798
AMERICAN SUPERCONDUCTOR CORP COM 030111108 327 11,426 X 11,426
AMERIGON INC COM 03070L300 149 13,689 X 13,689
AMERON INTL INC COM 030710107 475 6,221 X 6,221
AMERIGROUP CORP COM 03073T102 694 15,806 X 15,806
AMERIPRISE FINL INC COM 03076C106 744 12,921 X 12,921
AMGEN INC COM 031162100 4,015 73,132 X 73,132
AMSURG CORP COM 03232P405 368 17,560 X 17,560
ANADARKO PETE CORP COM 032511107 2,877 37,770 X 37,770
ANADIGICS INC COM 032515108 444 64,020 X 64,020
ANALOG DEVICES INC COM 032654105 1,600 42,461 X 42,461
ANGIODYNAMICS INC COM 03475V101 156 10,165 X 10,165
ANIXTER INTL INC COM 035290105 860 14,399 X 14,399
ANNALY CAP MGMT INC COM 035710409 793 44,239 X 44,239
APACHE CORP COM 037411105 2,312 19,388 X 19,388
APPLE INC COM 037833100 24,245 75,165 X 75,165
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 324 30,364 X 30,364
APPLIED MATLS INC COM 038222105 3,726 265,231 X 265,231
ARCH CHEMICALS INC COM 03937R102 329 8,673 X 8,673
ARCHER DANIELS MIDLAND CO COM 039483102 1,749 58,143 X 58,143
ARIAD PHARMACEUTICALS INC COM 04033A100 502 98,450 X 98,450
ARKANSAS BEST CORP DEL COM 040790107 537 19,592 X 19,592
ARRIS GROUP INC COM 04269Q100 608 54,202 X 54,202
ARROW ELECTRS INC COM 042735100 328 9,577 X 9,577
ARTHROCARE CORP COM 043136100 656 21,130 X 21,130
ASCENT SOLAR TECHNOLOGIES IN COM 043635101 236 70,234 X 70,234
ASSURANT INC COM 04621X108 877 22,758 X 22,758
ASTORIA FINL CORP COM 046265104 212 15,271 X 15,271
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 664 11,890 X 11,890
ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R108 561 37,412 X 37,412
AURIZON MINES LTD COM 05155P106 86 11,700 X 11,700
AUTODESK INC COM 052769106 704 18,442 X 18,442
AUTOLIV INC COM 052800109 825 10,451 X 10,451
AUTOMATIC DATA PROCESSING IN COM 053015103 2,678 57,856 X 57,856
AUTOZONE INC COM 053332102 759 2,786 X 2,786
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 537 131,604 X 131,604
AVEO PHARMACEUTICALS INC COM 053588109 259 17,692 X 17,692
AVERY DENNISON CORP COM 053611109 945 22,318 X 22,318
AVISTA CORP COM 05379B107 626 27,780 X 27,780
BB&T CORP COM 054937107 1,389 52,827 X 52,827
BCE INC COM NEW 05534B760 870 24,533 X 24,533
BGC PARTNERS INC CL A 05541T101 699 84,106 X 84,106
BOK FINL CORP COM NEW 05561Q201 212 3,977 X 3,977
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 680 5,371 X 5,371
BT GROUP PLC ADR 05577E101 844 29,561 X 29,561
BAKER HUGHES INC COM 057224107 1,875 32,802 X 32,802
BALCHEM CORP COM 057665200 644 19,052 X 19,052
BANCOLOMBIA S A SPON ADR PREF 05968L102 716 11,564 X 11,564
BANCORPSOUTH INC COM 059692103 170 10,645 X 10,645
BANK OF AMERICA CORPORATION COM 060505104 11,492 861,469 X 861,469
BANK HAWAII CORP COM 062540109 319 6,748 X 6,748
BANK OF THE OZARKS INC COM 063904106 227 5,242 X 5,242
BANK OF NEW YORK MELLON CORP COM 064058100 3,755 124,336 X 124,336
BARNES GROUP INC COM 067806109 270 13,063 X 13,063
BASIC ENERGY SVCS INC NEW COM 06985P100 496 30,068 X 30,068
BAXTER INTL INC COM 071813109 2,268 44,796 X 44,796
BEACON ROOFING SUPPLY INC COM 073685109 519 29,024 X 29,024
BECKMAN COULTER INC COM 075811109 220 2,920 X 2,920
BECTON DICKINSON & CO COM 075887109 1,506 17,813 X 17,813
BED BATH & BEYOND INC COM 075896100 740 15,060 X 15,060
BELDEN INC COM 077454106 691 18,765 X 18,765
BELO CORP COM SER A 080555105 341 48,170 X 48,170
BENCHMARK ELECTRS INC COM 08160H101 268 14,763 X 14,763
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,682 145,825 X 145,825
BEST BUY INC COM 086516101 903 26,328 X 26,328
BHP BILLITON LTD SPONSORED ADR 088606108 751 8,086 X 8,086
BIG LOTS INC COM 089302103 338 11,100 X 11,100
BIGLARI HLDGS INC COM 08986R101 295 720 X 720
BIOGEN IDEC INC COM 09062X103 2,337 34,848 X 34,848
BIOTIME INC COM 09066L105 163 19,600 X 19,600
BLACK BOX CORP DEL COM 091826107 214 5,601 X 5,601
BLACKBAUD INC COM 09227Q100 556 21,476 X 21,476
BLACKROCK INC COM 09247X101 1,288 6,756 X 6,756
BLOCK H & R INC COM 093671105 1,053 88,410 X 88,410
BLUE COAT SYSTEMS INC COM NEW 09534T508 202 6,752 X 6,752
BLUE NILE INC COM 09578R103 474 8,302 X 8,302
BOEING CO COM 097023105 5,918 90,687 X 90,687
BOSTON PRIVATE FINL HLDGS IN COM 101119105 130 19,884 X 19,884
BRADY CORP CL A 104674106 291 8,921 X 8,921
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 153 13,135 X 13,135
BRIGGS & STRATTON CORP COM 109043109 280 14,242 X 14,242
BRIGHTPOINT INC COM NEW 109473405 522 59,751 X 59,751
BRINKER INTL INC COM 109641100 810 38,813 X 38,813
BRISTOL MYERS SQUIBB CO COM 110122108 5,152 194,577 X 194,577
BROADCOM CORP CL A 111320107 2,636 60,531 X 60,531
BROOKLINE BANCORP INC DEL COM 11373M107 470 43,339 X 43,339
BROOKS AUTOMATION INC COM 114340102 1,041 114,789 X 114,789
BROWN & BROWN INC COM 115236101 257 10,756 X 10,756
BRUKER CORP COM 116794108 731 44,040 X 44,040
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 547 8,192 X 8,192
BUCKEYE TECHNOLOGIES INC COM 118255108 323 15,350 X 15,350
BUCKLE INC COM 118440106 1,293 34,243 X 34,243
CBL & ASSOC PPTYS INC COM 124830100 722 41,274 X 41,274
CIGNA CORP COM 125509109 672 18,333 X 18,333
CLECO CORP NEW COM 12561W105 514 16,722 X 16,722
CME GROUP INC COM 12572Q105 2,467 7,666 X 7,666
CPI CORP COM 125902106 532 23,571 X 23,571
CNOOC LTD SPONSORED ADR 126132109 738 3,094 X 3,094
CSG SYS INTL INC COM 126349109 1,186 62,644 X 62,644
CSX CORP COM 126408103 2,622 40,582 X 40,582
CVB FINL CORP COM 126600105 227 26,194 X 26,194
CVR ENERGY INC COM 12662P108 1,373 90,474 X 90,474
CVS CAREMARK CORPORATION COM 126650100 2,581 74,240 X 74,240
CABOT MICROELECTRONICS CORP COM 12709P103 733 17,672 X 17,672
CACI INTL INC CL A 127190304 1,088 20,382 X 20,382
CAL DIVE INTL INC DEL COM 12802T101 474 83,656 X 83,656
CAL MAINE FOODS INC COM NEW 128030202 432 13,679 X 13,679
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 372 21,501 X 21,501
CALLAWAY GOLF CO COM 131193104 111 13,741 X 13,741
CALLON PETE CO DEL COM 13123X102 153 25,807 X 25,807
CANON INC ADR 138006309 1,609 31,344 X 31,344
CAPELLA EDUCATION COMPANY COM 139594105 341 5,118 X 5,118
CAPITAL GOLD CORP COM NEW 14018Y205 348 68,700 X 68,700
CAPITAL ONE FINL CORP COM 14040H105 2,221 52,184 X 52,184
CAPSTEAD MTG CORP COM NO PAR 14067E506 521 41,374 X 41,374
CARDINAL HEALTH INC COM 14149Y108 2,202 57,487 X 57,487
CARDTRONICS INC COM 14161H108 595 33,617 X 33,617
CARMIKE CINEMAS INC COM 143436400 363 46,958 X 46,958
CARNIVAL CORP PAIRED CTF 143658300 1,539 33,373 X 33,373
CARTER INC COM 146229109 618 20,929 X 20,929
CASEYS GEN STORES INC COM 147528103 565 13,289 X 13,289
CASH AMER INTL INC COM 14754D100 904 24,485 X 24,485
CATERPILLAR INC DEL COM 149123101 6,663 71,137 X 71,137
CATO CORP NEW CL A 149205106 671 24,490 X 24,490
CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,032 68,041 X 68,041
CELADON GROUP INC COM 150838100 1,083 73,242 X 73,242
CELGENE CORP COM 151020104 2,694 45,560 X 45,560
CEPHEID COM 15670R107 347 15,244 X 15,244
CENTURYLINK INC COM 156700106 925 20,039 X 20,039
CEPHALON INC COM 156708109 618 10,019 X 10,019
CHEESECAKE FACTORY INC COM 163072101 533 17,379 X 17,379
CHELSEA THERAPEUTICS INTL LT COM 163428105 516 68,855 X 68,855
CHEMED CORP NEW COM 16359R103 519 8,165 X 8,165
CHESAPEAKE ENERGY CORP COM 165167107 1,287 49,684 X 49,684
CHEVRON CORP NEW COM 166764100 14,555 159,511 X 159,511
CHICOS FAS INC COM 168615102 155 12,897 X 12,897
CHILDRENS PL RETAIL STORES I COM 168905107 438 8,829 X 8,829
CHINA BIOLOGIC PRODS INC COM 16938C106 533 32,494 X 32,494
CHINA MEDIAEXPRESS HLDGS INC COM 169442100 337 21,244 X 21,244
CHINA INTEGRATED ENERGY INC COM 16948P105 552 75,359 X 75,359
CHOICE HOTELS INTL INC COM 169905106 404 10,558 X 10,558
CHUBB CORP COM 171232101 2,354 39,472 X 39,472
CINCINNATI FINL CORP COM 172062101 874 27,569 X 27,569
CISCO SYS INC COM 17275R102 10,186 503,523 X 503,523
CITIGROUP INC COM 172967101 8,759 1,851,739 X 1,851,739
CITY NATL CORP COM 178566105 232 3,778 X 3,778
CLEAN ENERGY FUELS CORP COM 184499101 152 10,988 X 10,988
CLIFFS NATURAL RESOURCES INC COM 18683K101 761 9,749 X 9,749
CLOUD PEAK ENERGY INC COM 18911Q102 500 21,537 X 21,537
CNINSURE INC SPONSORED ADR 18976M103 176 10,200 X 10,200
COCA COLA CO COM 191216100 10,567 160,662 X 160,662
COGNEX CORP COM 192422103 670 22,781 X 22,781
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,675 22,858 X 22,858
COLGATE PALMOLIVE CO COM 194162103 3,009 37,442 X 37,442
COLONIAL PPTYS TR COM SH BEN INT 195872106 653 36,163 X 36,163
COLUMBIA BKG SYS INC COM 197236102 577 27,403 X 27,403
COMCAST CORP NEW CL A 20030N101 6,715 305,641 X 305,641
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1,180 66,704 X 66,704
COMPLETE PRODUCTION SERVICES COM 20453E109 668 22,617 X 22,617
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 341 12,290 X 12,290
CONNS INC COM 208242107 71 15,185 X 15,185
CONOCOPHILLIPS COM 20825C104 8,482 124,556 X 124,556
CONSOLIDATED GRAPHICS INC COM 209341106 554 11,431 X 11,431
CONSTANT CONTACT INC COM 210313102 382 12,334 X 12,334
CONVERGYS CORP COM 212485106 168 12,755 X 12,755
COOPER COS INC COM NEW 216648402 899 15,956 X 15,956
COOPER TIRE & RUBR CO COM 216831107 559 23,719 X 23,719
CORNING INC COM 219350105 2,302 119,153 X 119,153
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 308 12,292 X 12,292
COSTCO WHSL CORP NEW COM 22160K105 3,712 51,402 X 51,402
COTT CORP QUE COM 22163N106 205 22,803 X 22,803
COUSINS PPTYS INC COM 222795106 744 89,170 X 89,170
COVENTRY HEALTH CARE INC COM 222862104 314 11,889 X 11,889
COWEN GROUP INC NEW CL A 223622101 49 10,413 X 10,413
CRACKER BARREL OLD CTRY STOR COM 22410J106 438 7,988 X 7,988
CROSS TIMBERS RTY TR TR UNIT 22757R109 583 14,614 X 14,614
CUBIST PHARMACEUTICALS INC COM 229678107 765 35,757 X 35,757
CULLEN FROST BANKERS INC COM 229899109 614 10,042 X 10,042
CURTISS WRIGHT CORP COM 231561101 415 12,506 X 12,506
CYMER INC COM 232572107 644 14,292 X 14,292
CYPRESS SHARPRIDGE INVTS INC COM 23281A307 459 35,558 X 35,558
DCT INDUSTRIAL TRUST INC COM 233153105 164 30,897 X 30,897
DDI CORP COM 0.0001 NEW 233162502 554 47,103 X 47,103
DG FASTCHANNEL INC COM 23326R109 220 7,601 X 7,601
DPL INC COM 233293109 270 10,497 X 10,497
DSW INC CL A 23334L102 1,229 31,421 X 31,421
DAKTRONICS INC COM 234264109 209 13,153 X 13,153
DANAHER CORP DEL COM 235851102 1,915 40,596 X 40,596
DECKERS OUTDOOR CORP COM 243537107 438 5,499 X 5,499
DEER CONSUMER PRODS INC COM NEW 24379J200 528 46,943 X 46,943
DEL MONTE FOODS CO COM 24522P103 194 10,321 X 10,321
DELL INC COM 24702R101 2,446 180,539 X 180,539
DELPHI FINL GROUP INC CL A 247131105 844 29,271 X 29,271
DELUXE CORP COM 248019101 1,359 59,035 X 59,035
DENNYS CORP COM 24869P104 457 127,583 X 127,583
DEVON ENERGY CORP NEW COM 25179M103 2,679 34,118 X 34,118
DEVRY INC DEL COM 251893103 315 6,563 X 6,563
DIGITALGLOBE INC COM NEW 25389M877 550 17,338 X 17,338
DIODES INC COM 254543101 482 17,859 X 17,859
DISNEY WALT CO COM DISNEY 254687106 5,608 149,519 X 149,519
DIRECTV COM CL A 25490A101 3,812 95,478 X 95,478
DOLAN CO COM 25659P402 836 60,074 X 60,074
DOMINION RES INC VA NEW COM 25746U109 2,816 65,917 X 65,917
DOMINOS PIZZA INC COM 25754A201 797 49,944 X 49,944
DONALDSON INC COM 257651109 649 11,132 X 11,132
DONNELLEY R R & SONS CO COM 257867101 899 51,453 X 51,453
DOW CHEM CO COM 260543103 4,280 125,363 X 125,363
DU PONT E I DE NEMOURS & CO COM 263534109 6,289 126,073 X 126,073
DUKE ENERGY CORP NEW COM 26441C105 2,905 163,113 X 163,113
DUKE REALTY CORP COM NEW 264411505 1,023 82,069 X 82,069
DYNAVAX TECHNOLOGIES CORP COM 268158102 573 178,942 X 178,942
DYNAVOX INC CL A 26817F104 367 71,460 X 71,460
DYNEX CAP INC COM NEW 26817Q506 725 66,428 X 66,428
E M C CORP MASS COM 268648102 3,777 164,938 X 164,938
EOG RES INC COM 26875P101 763 8,347 X 8,347
EAST WEST BANCORP INC COM 27579R104 214 10,938 X 10,938
EASTMAN KODAK CO COM 277461109 167 31,067 X 31,067
EATON CORP COM 278058102 652 6,426 X 6,426
EBAY INC COM 278642103 3,544 127,340 X 127,340
EL PASO ELEC CO COM NEW 283677854 498 18,082 X 18,082
ELECTRONICS FOR IMAGING INC COM 286082102 567 39,625 X 39,625
ELIZABETH ARDEN INC COM 28660G106 929 40,355 X 40,355
EMERGENT BIOSOLUTIONS INC COM 29089Q105 559 23,807 X 23,807
EMERSON ELEC CO COM 291011104 3,287 57,497 X 57,497
EMPLOYERS HOLDINGS INC COM 292218104 513 29,371 X 29,371
EMULEX CORP COM NEW 292475209 672 57,637 X 57,637
ENCORE CAP GROUP INC COM 292554102 1,054 44,942 X 44,942
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 640 17,918 X 17,918
ENERGEN CORP COM 29265N108 607 12,578 X 12,578
ENERGY CONVERSION DEVICES IN COM 292659109 153 33,165 X 33,165
ENTEGRIS INC COM 29362U104 1,194 159,901 X 159,901
ENTERGY CORP NEW COM 29364G103 2,179 30,759 X 30,759
EQUITY ONE COM 294752100 529 29,105 X 29,105
ERESEARCHTECHNOLOGY INC COM 29481V108 542 73,746 X 73,746
ERICSSON L M TEL CO ADR B SEK 10 294821608 840 72,832 X 72,832
ERIE INDTY CO CL A 29530P102 436 6,663 X 6,663
ESCO TECHNOLOGIES INC COM 296315104 247 6,525 X 6,525
EXACT SCIENCES CORP COM 30063P105 345 57,689 X 57,689
EXAR CORP COM 300645108 85 12,157 X 12,157
EXCEL TR INC COM 30068C109 483 39,885 X 39,885
EXELON CORP COM 30161N101 3,250 78,057 X 78,057
EXETER RES CORP COM 301835104 328 52,800 X 52,800
EXIDE TECHNOLOGIES COM NEW 302051206 748 79,478 X 79,478
EXPEDIA INC DEL COM 30212P105 635 25,306 X 25,306
EXPRESS SCRIPTS INC COM 302182100 1,268 23,456 X 23,456
EXPRESS INC COM 30219E103 1,091 58,048 X 58,048
EXXON MOBIL CORP COM 30231G102 31,322 428,371 X 428,371
FEI CO COM 30241L109 490 18,551 X 18,551
FNB CORP PA COM 302520101 485 49,372 X 49,372
FSI INTL INC COM 302633102 480 108,647 X 108,647
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 999 63,975 X 63,975
FAMILY DLR STORES INC COM 307000109 508 10,228 X 10,228
FEDERAL MOGUL CORP COM 313549404 469 22,714 X 22,714
FEDEX CORP COM 31428X106 3,149 33,853 X 33,853
FELCOR LODGING TR INC COM 31430F101 238 33,736 X 33,736
FERRELLGAS PARTNERS L.P. UNIT LTD PART 315293100 493 19,260 X 19,260
FERRO CORP COM 315405100 200 13,688 X 13,688
FINANCIAL ENGINES INC COM 317485100 572 28,823 X 28,823
FINISH LINE INC CL A 317923100 512 29,776 X 29,776
FIRST COMWLTH FINL CORP PA COM 319829107 352 49,652 X 49,652
FIRST FINL BANKSHARES COM 32020R109 323 6,303 X 6,303
FIRST FINL BANCORP OH COM 320209109 360 19,501 X 19,501
FIRST MIDWEST BANCORP DEL COM 320867104 580 50,346 X 50,346
FIRSTMERIT CORP COM 337915102 357 18,016 X 18,016
FLOWERS FOODS INC COM 343498101 332 12,319 X 12,319
FLY LEASING LTD SPONSORED ADR 34407D109 359 26,297 X 26,297
FOOT LOCKER INC COM 344849104 864 44,055 X 44,055
FORD MTR CO DEL COM PAR $0.01 345370860 5,539 329,900 X 329,900
FOREST CITY ENTERPRISES INC CL A 345550107 253 15,149 X 15,149
FOREST LABS INC COM 345838106 622 19,463 X 19,463
FORWARD AIR CORP COM 349853101 618 21,786 X 21,786
FRANCE TELECOM SPONSORED ADR 35177Q105 838 39,730 X 39,730
FRANKLIN RES INC COM 354613101 1,262 11,349 X 11,349
FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,572 54,722 X 54,722
FRONTIER COMMUNICATIONS CORP COM 35906A108 901 92,629 X 92,629
FUEL SYS SOLUTIONS INC COM 35952W103 310 10,562 X 10,562
G & K SVCS INC CL A 361268105 210 6,800 X 6,800
GAP INC DEL COM 364760108 1,015 45,823 X 45,823
GENERAL COMMUNICATION INC CL A 369385109 389 30,697 X 30,697
GENERAL DYNAMICS CORP COM 369550108 3,071 43,283 X 43,283
GENERAL ELECTRIC CO COM 369604103 16,610 908,152 X 908,152
GENERAL MLS INC COM 370334104 1,803 50,657 X 50,657
GENERAL MOLY INC COM 370373102 355 54,800 X 54,800
GENESCO INC COM 371532102 819 21,841 X 21,841
GENUINE PARTS CO COM 372460105 1,564 30,472 X 30,472
GENTIVA HEALTH SERVICES INC COM 37247A102 476 17,900 X 17,900
GENZYME CORP COM 372917104 1,282 17,999 X 17,999
GILEAD SCIENCES INC COM 375558103 3,024 83,440 X 83,440
GLACIER BANCORP INC NEW COM 37637Q105 203 13,453 X 13,453
GLADSTONE CAPITAL CORP COM 376535100 136 11,779 X 11,779
GLATFELTER COM 377316104 130 10,611 X 10,611
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 831 21,183 X 21,183
GLOBAL CASH ACCESS HLDGS INC COM 378967103 599 187,660 X 187,660
GLOBAL PMTS INC COM 37940X102 475 10,270 X 10,270
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 724 39,922 X 39,922
GOLDMAN SACHS GROUP INC COM 38141G104 7,608 45,245 X 45,245
GOODRICH PETE CORP COM NEW 382410405 183 10,400 X 10,400
GOOGLE INC CL A 38259P508 11,038 18,583 X 18,583
GRACO INC COM 384109104 594 15,063 X 15,063
GRAHAM PACKAGING CO INC COM 384701108 428 32,852 X 32,852
GRAN TIERRA ENERGY INC COM 38500T101 480 59,600 X 59,600
GREEN PLAINS RENEWABLE ENERG COM 393222104 683 60,683 X 60,683
GULFPORT ENERGY CORP COM NEW 402635304 533 24,575 X 24,575
H & E EQUIPMENT SERVICES INC COM 404030108 516 44,635 X 44,635
HCC INS HLDGS INC COM 404132102 852 29,424 X 29,424
HSBC HLDGS PLC SPON ADR NEW 404280406 816 15,990 X 15,990
HSN INC COM 404303109 517 16,863 X 16,863
HALLIBURTON CO COM 406216101 2,824 69,164 X 69,164
HANCOCK HLDG CO COM 410120109 204 5,842 X 5,842
HARRIS CORP DEL COM 413875105 1,490 32,892 X 32,892
HARSCO CORP COM 415864107 648 22,897 X 22,897
HARTE-HANKS INC COM 416196103 432 33,812 X 33,812
HAWAIIAN HOLDINGS INC COM 419879101 713 90,934 X 90,934
HEALTHSPRING INC COM 42224N101 1,345 50,707 X 50,707
HEALTHWAYS INC COM 422245100 155 13,888 X 13,888
HELMERICH & PAYNE INC COM 423452101 747 15,399 X 15,399
HERSHA HOSPITALITY TR SH BEN INT A 427825104 520 78,754 X 78,754
HESS CORP COM 42809H107 1,704 22,257 X 22,257
HEWLETT PACKARD CO COM 428236103 8,806 209,177 X 209,177
HOLLY CORP COM PAR $0.01 435758305 1,361 33,384 X 33,384
HOME DEPOT INC COM 437076102 4,532 129,273 X 129,273
HONDA MOTOR LTD AMERN SHS 438128308 717 18,161 X 18,161
HONEYWELL INTL INC COM 438516106 5,260 98,946 X 98,946
HORACE MANN EDUCATORS CORP N COM 440327104 861 47,720 X 47,720
HORSEHEAD HLDG CORP COM 440694305 567 43,483 X 43,483
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 575 24,975 X 24,975
HOT TOPIC INC COM 441339108 552 87,764 X 87,764
HUBBELL INC CL B 443510201 714 11,882 X 11,882
HUGOTON RTY TR TEX UNIT BEN INT 444717102 475 23,165 X 23,165
HUMANA INC COM 444859102 627 11,453 X 11,453
IDT CORP CL B NEW 448947507 331 12,921 X 12,921
HYPERDYNAMICS CORP COM 448954107 186 37,400 X 37,400
IAC INTERACTIVECORP COM PAR $.001 44919P508 833 29,019 X 29,019
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 549 34,094 X 34,094
ITT EDUCATIONAL SERVICES INC COM 45068B109 813 12,766 X 12,766
IXIA COM 45071R109 513 30,599 X 30,599
IBERIABANK CORP COM 450828108 200 3,387 X 3,387
ICON PUB LTD CO SPONSORED ADR 45103T107 349 15,928 X 15,928
ILLINOIS TOOL WKS INC COM 452308109 1,796 33,641 X 33,641
INCYTE CORP COM 45337C102 168 10,137 X 10,137
INFINITY PPTY & CAS CORP COM 45665Q103 818 13,230 X 13,230
INFINERA CORPORATION COM 45667G103 524 50,721 X 50,721
INFOSPACE INC COM PAR $.0001 45678T300 161 19,421 X 19,421
INNOSPEC INC COM 45768S105 799 39,151 X 39,151
INSPIRE PHARMACEUTICALS INC COM 457733103 380 45,249 X 45,249
INNOPHOS HOLDINGS INC COM 45774N108 424 11,738 X 11,738
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 272 5,741 X 5,741
INTEGRATED DEVICE TECHNOLOGY COM 458118106 470 70,574 X 70,574
INTEL CORP COM 458140100 11,151 530,250 X 530,250
INTERACTIVE INTELLIGENCE INC COM 45839M103 683 26,097 X 26,097
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,087 61,022 X 61,022
INTERFACE INC CL A 458665106 535 34,144 X 34,144
INTERDIGITAL INC COM 45867G101 1,353 32,484 X 32,484
INTERNATIONAL BUSINESS MACHS COM 459200101 15,941 108,617 X 108,617
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,244 22,385 X 22,385
INTERNATIONAL RECTIFIER CORP COM 460254105 510 17,164 X 17,164
INTERNATIONAL TOWER HILL MIN COM 46050R102 323 32,100 X 32,100
INTERNET CAP GROUP INC COM NEW 46059C205 551 38,685 X 38,685
INTERSIL CORP CL A 46069S109 203 13,296 X 13,296
INVESTORS REAL ESTATE TR SH BEN INT 461730103 671 74,753 X 74,753
IRIS INTL INC COM 46270W105 115 11,237 X 11,237
ISHARES TR RUSSELL MIDCAP 464287499 64,868 637,519 X 637,519
ISHARES TR RUSL 2000 VALU 464287630 3,640 51,200 X 51,200
ISHARES TR RUSSELL 2000 464287655 34,149 436,460 X 436,460
ISHARES TR RUSSELL 3000 464287689 32,701 436,300 X 436,300
ITRON INC COM 465741106 988 17,818 X 17,818
J CREW GROUP INC COM 46612H402 591 13,700 X 13,700
JPMORGAN CHASE & CO COM 46625H100 14,350 338,278 X 338,278
JANUS CAP GROUP INC COM 47102X105 461 35,573 X 35,573
JAZZ PHARMACEUTICALS INC COM 472147107 1,603 81,462 X 81,462
JETBLUE AIRWAYS CORP COM 477143101 266 40,314 X 40,314
JO-ANN STORES INC COM 47758P307 583 9,681 X 9,681
JOHNSON & JOHNSON COM 478160104 13,814 223,339 X 223,339
JOHNSON CTLS INC COM 478366107 2,278 59,639 X 59,639
JOY GLOBAL INC COM 481165108 779 8,980 X 8,980
JUNIPER NETWORKS INC COM 48203R104 1,814 49,135 X 49,135
KKR FINANCIAL HLDGS LLC COM 48248A306 1,101 118,337 X 118,337
KLA-TENCOR CORP COM 482480100 1,581 40,920 X 40,920
KADANT INC COM 48282T104 233 9,875 X 9,875
KAPSTONE PAPER & PACKAGING C COM 48562P103 468 30,620 X 30,620
KAYDON CORP COM 486587108 311 7,645 X 7,645
KELLOGG CO COM 487836108 1,005 19,670 X 19,670
KELLY SVCS INC CL A 488152208 706 37,556 X 37,556
KEMET CORP COM NEW 488360207 165 11,333 X 11,333
KIMBERLY CLARK CORP COM 494368103 2,861 45,378 X 45,378
KINDRED HEALTHCARE INC COM 494580103 309 16,795 X 16,795
KINROSS GOLD CORP COM NO PAR 496902404 717 37,826 X 37,826
KIRKLANDS INC COM 497498105 459 32,691 X 32,691
KNOLL INC COM NEW 498904200 481 28,761 X 28,761
KNIGHT TRANSN INC COM 499064103 353 18,587 X 18,587
KODIAK OIL & GAS CORP COM 50015Q100 530 80,300 X 80,300
KOHLBERG CAPITAL CORP COM 500233101 138 19,842 X 19,842
KOHLS CORP COM 500255104 1,273 23,430 X 23,430
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 882 28,733 X 28,733
KOPPERS HOLDINGS INC COM 50060P106 482 13,473 X 13,473
KORN FERRY INTL COM NEW 500643200 545 23,579 X 23,579
KRAFT FOODS INC CL A 50075N104 3,858 122,451 X 122,451
KRATON PERFORMANCE POLYMERS COM 50077C106 554 17,899 X 17,899
KROGER CO COM 501044101 1,405 62,836 X 62,836
LSI CORPORATION COM 502161102 378 63,099 X 63,099
L-3 COMMUNICATIONS HLDGS INC COM 502424104 813 11,529 X 11,529
LAM RESEARCH CORP COM 512807108 732 14,137 X 14,137
LANDSTAR SYS INC COM 515098101 406 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 1,111 24,177 X 24,177
LEAPFROG ENTERPRISES INC CL A 52186N106 613 110,475 X 110,475
LEXMARK INTL NEW CL A 529771107 390 11,187 X 11,187
LIFE TECHNOLOGIES CORP COM 53217V109 719 12,962 X 12,962
LIFEPOINT HOSPITALS INC COM 53219L109 1,138 30,962 X 30,962
LILLY ELI & CO COM 532457108 3,508 100,104 X 100,104
LIMITED BRANDS INC COM 532716107 838 27,270 X 27,270
LINCARE HLDGS INC COM 532791100 676 25,214 X 25,214
LINCOLN EDL SVCS CORP COM 533535100 174 11,225 X 11,225
LINEAR TECHNOLOGY CORP COM 535678106 899 25,987 X 25,987
LITTELFUSE INC COM 537008104 317 6,735 X 6,735
LOCAL COM CORP COM 53954R105 155 23,899 X 23,899
LOCKHEED MARTIN CORP COM 539830109 2,449 35,031 X 35,031
LODGENET INTERACTIVE CORP COM 540211109 539 126,733 X 126,733
LOEWS CORP COM 540424108 853 21,923 X 21,923
LORILLARD INC COM 544147101 1,206 14,702 X 14,702
LOWES COS INC COM 548661107 2,763 110,161 X 110,161
LULULEMON ATHLETICA INC COM 550021109 579 8,457 X 8,457
M & T BK CORP COM 55261F104 913 10,491 X 10,491
MFA FINANCIAL INC COM 55272X102 168 20,642 X 20,642
MGE ENERGY INC COM 55277P104 296 6,914 X 6,914
MI DEVS INC CL A SUB VTG 55304X104 247 9,100 X 9,100
MKS INSTRUMENT INC COM 55306N104 707 28,860 X 28,860
MSCI INC CL A 55354G100 489 12,548 X 12,548
MYR GROUP INC DEL COM 55405W104 533 25,368 X 25,368
MADDEN STEVEN LTD COM 556269108 509 12,198 X 12,198
MAGELLAN HEALTH SVCS INC COM NEW 559079207 305 6,459 X 6,459
MAGNA INTL INC COM 559222401 672 12,923 X 12,923
MANTECH INTL CORP CL A 564563104 816 19,747 X 19,747
MANULIFE FINL CORP COM 56501R106 956 55,675 X 55,675
MARATHON OIL CORP COM 565849106 2,322 62,719 X 62,719
MARINEMAX INC COM 567908108 102 10,869 X 10,869
MARKETAXESS HLDGS INC COM 57060D108 240 11,530 X 11,530
MARTEK BIOSCIENCES CORP COM 572901106 515 16,464 X 16,464
MASTEC INC COM 576323109 835 57,264 X 57,264
MASTERCARD INC CL A 57636Q104 1,665 7,429 X 7,429
MATTEL INC COM 577081102 837 32,908 X 32,908
MAXIM INTEGRATED PRODS INC COM 57772K101 1,539 65,148 X 65,148
MAXLINEAR INC CL A 57776J100 400 37,148 X 37,148
MAXIMUS INC COM 577933104 298 4,550 X 4,550
MCDONALDS CORP COM 580135101 6,310 82,207 X 82,207
MCG CAPITAL CORP COM 58047P107 208 29,901 X 29,901
MCGRAW HILL COS INC COM 580645109 838 23,017 X 23,017
MCKESSON CORP COM 58155Q103 1,793 25,483 X 25,483
MEADOWBROOK INS GROUP INC COM 58319P108 447 43,594 X 43,594
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,092 34,137 X 34,137
MEDICAL ACTION INDS INC COM 58449L100 408 42,638 X 42,638
MEDICINES CO COM 584688105 1,184 83,787 X 83,787
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 677 25,286 X 25,286
MEDIVATION INC COM 58501N101 480 31,625 X 31,625
MEDTRONIC INC COM 585055106 3,990 107,572 X 107,572
MENS WEARHOUSE INC COM 587118100 262 10,473 X 10,473
MERCADOLIBRE INC COM 58733R102 453 6,804 X 6,804
MERCER INTL INC COM 588056101 560 72,309 X 72,309
MERCK & CO INC NEW COM 58933Y105 9,383 260,356 X 260,356
MEREDITH CORP COM 589433101 661 19,067 X 19,067
MERGE HEALTHCARE INC COM 589499102 256 68,738 X 68,738
MERIT MED SYS INC COM 589889104 529 33,441 X 33,441
MESABI TR CTF BEN INT 590672101 504 13,095 X 13,095
METALICO INC COM 591176102 475 80,800 X 80,800
METLIFE INC COM 59156R108 3,963 89,178 X 89,178
METROPCS COMMUNICATIONS INC COM 591708102 189 14,985 X 14,985
METROPOLITAN HEALTH NETWORKS COM 592142103 81 18,100 X 18,100
MICREL INC COM 594793101 1,260 96,971 X 96,971
MICROSOFT CORP COM 594918104 17,856 639,771 X 639,771
MICROSTRATEGY INC CL A NEW 594972408 468 5,476 X 5,476
MICROCHIP TECHNOLOGY INC COM 595017104 861 25,156 X 25,156
MICROMET INC COM 59509C105 178 21,876 X 21,876
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 485 79,435 X 79,435
MIPS TECHNOLOGIES INC COM 604567107 479 31,609 X 31,609
MOBILE MINI INC COM 60740F105 258 13,107 X 13,107
MOLSON COORS BREWING CO CL B 60871R209 668 13,315 X 13,315
MONSANTO CO NEW COM 61166W101 2,900 41,649 X 41,649
MORGAN STANLEY COM NEW 617446448 4,019 147,700 X 147,700
MOSAIC CO COM 61945A107 1,168 15,301 X 15,301
MOTOROLA INC COM 620076109 1,924 212,122 X 212,122
MUELLER INDS INC COM 624756102 212 6,488 X 6,488
MURPHY OIL CORP COM 626717102 755 10,133 X 10,133
MYLAN INC COM 628530107 686 32,456 X 32,456
NIC INC COM 62914B100 518 53,330 X 53,330
NVE CORP COM NEW 629445206 516 8,921 X 8,921
NABI BIOPHARMACEUTICALS COM 629519109 364 62,923 X 62,923
NARA BANCORP INC COM 63080P105 589 59,806 X 59,806
NATIONAL CINEMEDIA INC COM 635309107 707 35,517 X 35,517
NATIONAL GRID PLC SPON ADR NEW 636274300 890 20,052 X 20,052
NATIONAL OILWELL VARCO INC COM 637071101 2,151 31,988 X 31,988
NATIONAL PRESTO INDS INC COM 637215104 227 1,749 X 1,749
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,847 134,222 X 134,222
NEENAH PAPER INC COM 640079109 701 35,595 X 35,595
NELNET INC CL A 64031N108 674 28,445 X 28,445
NETSUITE INC COM 64118Q107 333 13,337 X 13,337
NETSPEND HLDGS INC COM 64118V106 464 36,159 X 36,159
NEUROCRINE BIOSCIENCES INC COM 64125C109 637 83,327 X 83,327
NEUSTAR INC CL A 64126X201 448 17,190 X 17,190
NEVSUN RES LTD COM 64156L101 365 48,500 X 48,500
NEW JERSEY RES COM 646025106 487 11,307 X 11,307
NEW YORK TIMES CO CL A 650111107 343 35,016 X 35,016
NEWALLIANCE BANCSHARES INC COM 650203102 411 27,414 X 27,414
NEWCASTLE INVT CORP COM 65105M108 1,013 151,211 X 151,211
NEWMARKET CORP COM 651587107 825 6,685 X 6,685
NEWMONT MINING CORP COM 651639106 2,333 37,972 X 37,972
NEWPORT CORP COM 651824104 887 50,885 X 50,885
NEWS CORP CL A 65248E104 3,768 258,795 X 258,795
NEXTERA ENERGY INC COM 65339F101 2,718 52,286 X 52,286
NIKE INC CL B 654106103 3,540 41,443 X 41,443
99 CENTS ONLY STORES COM 65440K106 326 20,464 X 20,464
NOKIA CORP SPONSORED ADR 654902204 837 81,117 X 81,117
NORFOLK SOUTHERN CORP COM 655844108 2,448 38,961 X 38,961
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 174 12,200 X 12,200
NORTHERN TR CORP COM 665859104 934 16,848 X 16,848
NORTHROP GRUMMAN CORP COM 666807102 2,634 40,668 X 40,668
NOVARTIS A G SPONSORED ADR 66987V109 1,568 26,593 X 26,593
NOVELLUS SYS INC COM 670008101 743 22,974 X 22,974
NOVO-NORDISK A S ADR 670100205 692 6,145 X 6,145
NU SKIN ENTERPRISES INC CL A 67018T105 635 20,980 X 20,980
NUCOR CORP COM 670346105 283 6,459 X 6,459
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 501 13,798 X 13,798
NUTRI SYS INC NEW COM 67069D108 384 18,249 X 18,249
NXSTAGE MEDICAL INC COM 67072V103 533 21,440 X 21,440
OM GROUP INC COM 670872100 656 17,031 X 17,031
OYO GEOSPACE CORP COM 671074102 496 5,003 X 5,003
OCCIDENTAL PETE CORP DEL COM 674599105 6,088 62,057 X 62,057
OCEANEERING INTL INC COM 675232102 200 2,717 X 2,717
OIL STS INTL INC COM 678026105 1,175 18,335 X 18,335
OLD DOMINION FGHT LINES INC COM 679580100 585 18,292 X 18,292
OLD NATL BANCORP IND COM 680033107 239 20,070 X 20,070
OLD REP INTL CORP COM 680223104 157 11,515 X 11,515
OMNICOM GROUP INC COM 681919106 1,396 30,471 X 30,471
OMNOVA SOLUTIONS INC COM 682129101 683 81,665 X 81,665
ON SEMICONDUCTOR CORP COM 682189105 1,056 106,835 X 106,835
ONYX PHARMACEUTICALS INC COM 683399109 568 15,416 X 15,416
OPNET TECHNOLOGIES INC COM 683757108 702 26,213 X 26,213
ORACLE CORP COM 68389X105 8,090 258,473 X 258,473
OSHKOSH CORP COM 688239201 910 25,837 X 25,837
OTTER TAIL CORP COM 689648103 537 23,803 X 23,803
OVERSTOCK COM INC DEL COM 690370101 546 33,135 X 33,135
OWENS & MINOR INC NEW COM 690732102 309 10,484 X 10,484
OXFORD INDS INC COM 691497309 574 22,420 X 22,420
PG&E CORP COM 69331C108 1,360 28,420 X 28,420
P F CHANGS CHINA BISTRO INC COM 69333Y108 503 10,386 X 10,386
PMC-SIERRA INC COM 69344F106 185 21,544 X 21,544
PNC FINL SVCS GROUP INC COM 693475105 3,419 56,314 X 56,314
PNM RES INC COM 69349H107 507 38,952 X 38,952
PPG INDS INC COM 693506107 915 10,889 X 10,889
PPL CORP COM 69351T106 837 31,817 X 31,817
PRGX GLOBAL INC COM NEW 69357C503 76 12,035 X 12,035
PACCAR INC COM 693718108 1,597 27,857 X 27,857
PAMPA ENERGIA S A SPONS ADR LVL 697660207 796 46,847 X 46,847
PANERA BREAD CO CL A 69840W108 600 5,927 X 5,927
PANTRY INC COM 698657103 485 24,397 X 24,397
PAR PHARMACEUTICAL COS INC COM 69888P106 552 14,337 X 14,337
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 691 30,677 X 30,677
PARKER HANNIFIN CORP COM 701094104 746 8,648 X 8,648
PEARSON PLC SPONSORED ADR 705015105 830 52,229 X 52,229
PEETS COFFEE & TEA INC COM 705560100 423 10,129 X 10,129
PEP BOYS MANNY MOE & JACK COM 713278109 798 59,386 X 59,386
PEPSICO INC COM 713448108 8,050 123,225 X 123,225
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 447 19,721 X 19,721
PFIZER INC COM 717081103 12,763 728,901 X 728,901
PHILIP MORRIS INTL INC COM 718172109 9,093 155,357 X 155,357
PHOTRONICS INC COM 719405102 262 44,254 X 44,254
PIEDMONT NAT GAS INC COM 720186105 291 10,409 X 10,409
PIER 1 IMPORTS INC COM 720279108 1,104 105,172 X 105,172
PIONEER DRILLING CO COM 723655106 98 11,100 X 11,100
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 540 17,990 X 17,990
PITNEY BOWES INC COM 724479100 917 37,932 X 37,932
PLANTRONICS INC NEW COM 727493108 686 18,441 X 18,441
POLARIS INDS INC COM 731068102 1,562 20,023 X 20,023
POLO RALPH LAUREN CORP CL A 731572103 860 7,756 X 7,756
POLYONE CORP COM 73179P106 141 11,278 X 11,278
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 767 10,198 X 10,198
POWER ONE INC NEW COM 73930R102 685 67,173 X 67,173
PRAXAIR INC COM 74005P104 2,230 23,356 X 23,356
PRE PAID LEGAL SVCS INC COM 740065107 599 9,937 X 9,937
PRECISION CASTPARTS CORP COM 740189105 489 3,513 X 3,513
PRICESMART INC COM 741511109 514 13,504 X 13,504
PRIMERICA INC COM 74164M108 557 22,964 X 22,964
PRINCIPAL FINL GROUP INC COM 74251V102 964 29,592 X 29,592
PROCTER & GAMBLE CO COM 742718109 14,131 219,667 X 219,667
PRIVATEBANCORP INC COM 742962103 226 15,744 X 15,744
PROSPECT CAPITAL CORPORATION COM 74348T102 420 38,862 X 38,862
PROSPERITY BANCSHARES INC COM 743606105 204 5,204 X 5,204
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 179 17,900 X 17,900
PROVIDENCE SVC CORP COM 743815102 400 24,861 X 24,861
PROVIDENT FINL SVCS INC COM 74386T105 757 50,032 X 50,032
PRUDENTIAL FINL INC COM 744320102 2,916 49,666 X 49,666
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,524 47,911 X 47,911
PUBLIC STORAGE COM 74460D109 1,086 10,708 X 10,708
QLOGIC CORP COM 747277101 357 20,983 X 20,983
QUAKER CHEM CORP COM 747316107 320 7,675 X 7,675
QUALCOMM INC COM 747525103 6,198 125,228 X 125,228
QUALITY DISTR INC FLA COM 74756M102 95 10,438 X 10,438
QUANTUM CORP COM DSSG 747906204 509 136,725 X 136,725
QUEST SOFTWARE INC COM 74834T103 693 24,994 X 24,994
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 520 35,329 X 35,329
QUESTAR CORP COM 748356102 293 16,809 X 16,809
QUICKSILVER RESOURCES INC COM 74837R104 306 20,750 X 20,750
QUIKSILVER INC COM 74838C106 140 27,630 X 27,630
QUIDEL CORP COM 74838J101 377 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 868 114,078 X 114,078
RTI INTL METALS INC COM 74973W107 445 16,490 X 16,490
RF MICRODEVICES INC COM 749941100 1,122 152,634 X 152,634
RADIOSHACK CORP COM 750438103 382 20,645 X 20,645
RAYTHEON CO COM NEW 755111507 3,374 72,807 X 72,807
REGAL BELOIT CORP COM 758750103 753 11,278 X 11,278
REGAL ENTMT GROUP CL A 758766109 531 45,224 X 45,224
REGIS CORP MINN COM 758932107 694 41,811 X 41,811
RENAISSANCE LEARNING INC COM 75968L105 474 40,017 X 40,017
RENT A CTR INC NEW COM 76009N100 477 14,788 X 14,788
RESEARCH IN MOTION LTD COM 760975102 682 11,739 X 11,739
REVLON INC CL A NEW 761525609 383 38,923 X 38,923
REYNOLDS AMERICAN INC COM 761713106 1,077 33,023 X 33,023
RIGEL PHARMACEUTICALS INC COM NEW 766559603 776 102,997 X 102,997
ROPER INDS INC NEW COM 776696106 677 8,857 X 8,857
ROSS STORES INC COM 778296103 615 9,731 X 9,731
ROYAL BK CDA MONTREAL QUE COM 780087102 869 16,600 X 16,600
RUDOLPH TECHNOLOGIES INC COM 781270103 91 11,070 X 11,070
RYDER SYS INC COM 783549108 269 5,114 X 5,114
S & T BANCORP INC COM 783859101 221 9,782 X 9,782
SFN GROUP INC COM 784153108 640 65,549 X 65,549
SPS COMM INC COM 78463M107 352 22,300 X 22,300
SPDR SERIES TRUST KBW REGN BK ET 78464A698 286 10,800 X 10,800
SRA INTL INC CL A 78464R105 489 23,920 X 23,920
SABINE ROYALTY TR UNIT BEN INT 785688102 501 8,407 X 8,407
SAFETY INS GROUP INC COM 78648T100 359 7,532 X 7,532
SAFEWAY INC COM NEW 786514208 821 36,490 X 36,490
ST JUDE MED INC COM 790849103 1,076 25,179 X 25,179
SANDISK CORP COM 80004C101 700 14,037 X 14,037
SANOFI AVENTIS SPONSORED ADR 80105N105 1,560 48,400 X 48,400
SCANSOURCE INC COM 806037107 614 19,255 X 19,255
SCHLUMBERGER LTD COM 806857108 8,692 104,097 X 104,097
SCHNITZER STL INDS CL A 806882106 740 11,151 X 11,151
SCHOLASTIC CORP COM 807066105 464 15,698 X 15,698
SCHWAB CHARLES CORP NEW COM 808513105 1,292 75,522 X 75,522
SCIENTIFIC GAMES CORP CL A 80874P109 141 14,169 X 14,169
SCOTTS MIRACLE GRO CO CL A 810186106 324 6,388 X 6,388
SCRIPPS E W CO OHIO CL A NEW 811054402 556 54,750 X 54,750
SEACOR HOLDINGS INC COM 811904101 871 8,618 X 8,618
SEALED AIR CORP NEW COM 81211K100 889 34,948 X 34,948
SEATTLE GENETICS INC COM 812578102 430 28,754 X 28,754
SELECT COMFORT CORP COM 81616X103 606 66,354 X 66,354
SELECT MED HLDGS CORP COM 81619Q105 101 13,777 X 13,777
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 412 10,395 X 10,395
SIEMENS A G SPONSORED ADR 826197501 896 7,209 X 7,209
SIERRA WIRELESS INC COM 826516106 896 60,043 X 60,043
SIGMA DESIGNS INC COM 826565103 819 57,790 X 57,790
SIGNATURE BK NEW YORK N Y COM 82669G104 558 11,138 X 11,138
SIGA TECHNOLOGIES INC COM 826917106 560 39,996 X 39,996
SILICON LABORATORIES INC COM 826919102 370 8,037 X 8,037
SILGAN HOLDINGS INC COM 827048109 473 13,214 X 13,214
SILICON IMAGE INC COM 82705T102 628 85,400 X 85,400
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 418 70,289 X 70,289
SIMON PPTY GROUP INC NEW COM 828806109 3,113 31,289 X 31,289
SKYWEST INC COM 830879102 503 32,196 X 32,196
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 517 54,814 X 54,814
SMITH MICRO SOFTWARE INC COM 832154108 723 45,912 X 45,912
SMITHFIELD FOODS INC COM 832248108 888 43,040 X 43,040
SMURFIT-STONE CONTAINER CORP COM 83272A104 570 22,261 X 22,261
SOHU COM INC COM 83408W103 378 5,957 X 5,957
SOLARWINDS INC COM 83416B109 480 24,960 X 24,960
SONIC CORP COM 835451105 419 41,452 X 41,452
SONOCO PRODS CO COM 835495102 479 14,235 X 14,235
SOTHEBYS COM 835898107 201 4,456 X 4,456
SOUFUN HLDGS LTD ADR 836034108 441 6,162 X 6,162
SOUTHERN CO COM 842587107 2,406 62,946 X 62,946
SOUTHWEST GAS CORP COM 844895102 293 7,987 X 7,987
SPRINT NEXTEL CORP COM SER 1 852061100 70 16,540 X 16,540
STANDARD MICROSYSTEMS CORP COM 853626109 847 29,394 X 29,394
STANDARD PARKING CORP COM 853790103 523 27,535 X 27,535
STAPLES INC COM 855030102 1,594 70,023 X 70,023
STARBUCKS CORP COM 855244109 2,152 66,972 X 66,972
STARWOOD PPTY TR INC COM 85571B105 530 24,684 X 24,684
STATE STR CORP COM 857477103 1,775 38,302 X 38,302
STEIN MART INC COM 858375108 167 18,057 X 18,057
STERLING BANCSHARES INC COM 858907108 142 20,200 X 20,200
STEWART ENTERPRISES INC CL A 860370105 74 11,107 X 11,107
STMICROELECTRONICS N V NY REGISTRY 861012102 1,720 164,753 X 164,753
STRAYER ED INC COM 863236105 329 2,161 X 2,161
STRYKER CORP COM 863667101 1,291 24,041 X 24,041
STURM RUGER & CO INC COM 864159108 507 33,159 X 33,159
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 601 10,711 X 10,711
SUN COMMUNITIES INC COM 866674104 667 20,032 X 20,032
SUNOCO INC COM 86764P109 833 20,677 X 20,677
SUNTECH PWR HLDGS CO LTD ADR 86800C104 510 63,693 X 63,693
SUPERIOR ENERGY SVCS INC COM 868157108 693 19,808 X 19,808
SUPERVALU INC COM 868536103 969 100,602 X 100,602
SUSQUEHANNA BANCSHARES INC P COM 869099101 236 24,377 X 24,377
SYMANTEC CORP COM 871503108 932 55,653 X 55,653
SYNOVUS FINL CORP COM 87161C105 160 60,792 X 60,792
SYSCO CORP COM 871829107 1,330 45,252 X 45,252
TFS FINL CORP COM 87240R107 183 20,246 X 20,246
THQ INC COM NEW 872443403 130 21,378 X 21,378
TJX COS INC NEW COM 872540109 1,675 37,730 X 37,730
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 335 6,354 X 6,354
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 687 56,017 X 56,017
TAL ED GROUP ADS REPSTG COM 874080104 534 33,196 X 33,196
TARGET CORP COM 87612E106 2,331 38,768 X 38,768
TATA COMMUNICATIONS LTD SPONS ADR 876564105 163 14,354 X 14,354
TELECOM ARGENTINA S A SPON ADR REP B 879273209 555 22,292 X 22,292
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 142 16,922 X 16,922
TELEFONICA S A SPONSORED ADR 879382208 806 11,773 X 11,773
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 833 51,633 X 51,633
TELEPHONE & DATA SYS INC COM 879433100 294 8,054 X 8,054
TELETECH HOLDINGS INC COM 879939106 545 26,446 X 26,446
TEMPUR PEDIC INTL INC COM 88023U101 577 14,405 X 14,405
TERADATA CORP DEL COM 88076W103 446 10,827 X 10,827
TERADYNE INC COM 880770102 199 14,145 X 14,145
TETRA TECHNOLOGIES INC DEL COM 88162F105 173 14,545 X 14,545
TETRA TECH INC NEW COM 88162G103 252 10,052 X 10,052
TESSERA TECHNOLOGIES INC COM 88164L100 299 13,481 X 13,481
TEXAS INSTRS INC COM 882508104 4,268 131,315 X 131,315
TEXAS ROADHOUSE INC COM 882681109 334 19,440 X 19,440
THERMO FISHER SCIENTIFIC INC COM 883556102 1,734 31,331 X 31,331
THOMAS & BETTS CORP COM 884315102 733 15,171 X 15,171
THOMSON REUTERS CORP COM 884903105 1,064 28,547 X 28,547
THORATEC CORP COM NEW 885175307 594 20,986 X 20,986
3-D SYS CORP DEL COM NEW 88554D205 363 11,525 X 11,525
3M CO COM 88579Y101 6,144 71,198 X 71,198
TIME WARNER INC COM NEW 887317303 2,804 87,149 X 87,149
TIME WARNER CABLE INC COM 88732J207 2,448 37,069 X 37,069
TORCHMARK CORP COM 891027104 1,057 17,691 X 17,691
TORO CO COM 891092108 1,180 19,141 X 19,141
TOTAL SYS SVCS INC COM 891906109 282 18,341 X 18,341
TRAVELERS COMPANIES INC COM 89417E109 4,464 80,130 X 80,130
TREEHOUSE FOODS INC COM 89469A104 303 5,927 X 5,927
TRIMAS CORP COM NEW 896215209 707 34,571 X 34,571
TRINITY INDS INC COM 896522109 206 7,749 X 7,749
TRUSTCO BK CORP N Y COM 898349105 81 12,803 X 12,803
TRUSTMARK CORP COM 898402102 589 23,725 X 23,725
TUESDAY MORNING CORP COM NEW 899035505 141 26,703 X 26,703
TYSON FOODS INC CL A 902494103 700 40,648 X 40,648
UIL HLDG CORP COM 902748102 492 16,415 X 16,415
UMB FINL CORP COM 902788108 591 14,251 X 14,251
US BANCORP DEL COM NEW 902973304 4,931 182,845 X 182,845
USA MOBILITY INC COM 90341G103 626 35,204 X 35,204
U S AIRWAYS GROUP INC COM 90341W108 937 93,616 X 93,616
ULTA SALON COSMETCS & FRAG I COM 90384S303 710 20,880 X 20,880
ULTRATECH INC COM 904034105 493 24,808 X 24,808
UMPQUA HLDGS CORP COM 904214103 152 12,510 X 12,510
UNDER ARMOUR INC CL A 904311107 499 9,108 X 9,108
UNIFIRST CORP MASS COM 904708104 335 6,084 X 6,084
UNION PAC CORP COM 907818108 4,575 49,379 X 49,379
UNITED ONLINE INC COM 911268100 104 15,713 X 15,713
UNITED PARCEL SERVICE INC CL B 911312106 5,247 72,292 X 72,292
UNITED TECHNOLOGIES CORP COM 913017109 6,985 88,734 X 88,734
UNITEDHEALTH GROUP INC COM 91324P102 4,993 138,279 X 138,279
UNIVERSAL AMERICAN CORP COM 913377107 531 25,950 X 25,950
UNIVERSAL FST PRODS INC COM 913543104 583 14,998 X 14,998
UNUM GROUP COM 91529Y106 1,556 64,239 X 64,239
US ECOLOGY INC COM 91732J102 387 22,277 X 22,277
V F CORP COM 918204108 812 9,419 X 9,419
VAIL RESORTS INC COM 91879Q109 527 10,122 X 10,122
VALMONT INDS INC COM 920253101 490 5,526 X 5,526
VALSPAR CORP COM 920355104 718 20,826 X 20,826
VALUECLICK INC COM 92046N102 205 12,782 X 12,782
VARIAN MED SYS INC COM 92220P105 745 10,759 X 10,759
VASCO DATA SEC INTL INC COM 92230Y104 144 17,674 X 17,674
VECTOR GROUP LTD COM 92240M108 413 23,854 X 23,854
VEECO INSTRS INC DEL COM 922417100 354 8,250 X 8,250
VERA BRADLEY INC COM 92335C106 485 14,684 X 14,684
VERIZON COMMUNICATIONS INC COM 92343V104 10,063 281,234 X 281,234
VIACOM INC NEW CL B 92553P201 827 20,870 X 20,870
VIROPHARMA INC COM 928241108 684 39,474 X 39,474
VISA INC COM CL A 92826C839 3,452 49,045 X 49,045
VISHAY INTERTECHNOLOGY INC COM 928298108 848 57,792 X 57,792
VITAMIN SHOPPE INC COM 92849E101 518 15,396 X 15,396
VMWARE INC CL A COM 928563402 757 8,514 X 8,514
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 837 31,647 X 31,647
VOLCANO CORPORATION COM 928645100 322 11,793 X 11,793
WD-40 CO COM 929236107 775 19,238 X 19,238
WADDELL & REED FINL INC CL A 930059100 238 6,758 X 6,758
WAL MART STORES INC COM 931142103 8,402 155,786 X 155,786
WALGREEN CO COM 931422109 4,216 108,208 X 108,208
WALTER ENERGY INC COM 93317Q105 514 4,018 X 4,018
WALTER INVT MGMT CORP COM 93317W102 467 26,006 X 26,006
WARNACO GROUP INC COM NEW 934390402 275 4,997 X 4,997
WARREN RES INC COM 93564A100 149 32,986 X 32,986
WASHINGTON FED INC COM 938824109 520 30,714 X 30,714
WASHINGTON POST CO CL B 939640108 1,395 3,173 X 3,173
WASTE MGMT INC DEL COM 94106L109 1,360 36,874 X 36,874
WATERS CORP COM 941848103 690 8,874 X 8,874
WAUSAU PAPER CORP COM 943315101 554 64,348 X 64,348
WEIGHT WATCHERS INTL INC NEW COM 948626106 547 14,583 X 14,583
WELLPOINT INC COM 94973V107 2,974 52,303 X 52,303
WELLS FARGO & CO NEW COM 949746101 12,745 411,266 X 411,266
WERNER ENTERPRISES INC COM 950755108 940 41,584 X 41,584
WESCO INTL INC COM 95082P105 224 4,237 X 4,237
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 504 16,637 X 16,637
WESTERN REFNG INC COM 959319104 541 51,173 X 51,173
WEYERHAEUSER CO COM 962166104 233 12,334 X 12,334
WHIRLPOOL CORP COM 963320106 866 9,748 X 9,748
WHITNEY HLDG CORP COM 966612103 213 15,061 X 15,061
WILEY JOHN & SONS INC CL A 968223206 301 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 1,330 53,792 X 53,792
WILLIAMS SONOMA INC COM 969904101 715 20,027 X 20,027
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 481 14,599 X 14,599
WINDSTREAM CORP COM 97381W104 921 66,098 X 66,098
WINTRUST FINANCIAL CORP COM 97650W108 704 21,326 X 21,326
WOLVERINE WORLD WIDE INC COM 978097103 461 14,473 X 14,473
WORLD ACCEP CORP DEL COM 981419104 808 15,309 X 15,309
WORLD WRESTLING ENTMT INC CL A 98156Q108 387 27,160 X 27,160
WYNDHAM WORLDWIDE CORP COM 98310W108 846 28,245 X 28,245
XILINX INC COM 983919101 1,575 54,358 X 54,358
XEROX CORP COM 984121103 1,481 128,521 X 128,521
YAHOO INC COM 984332106 2,605 156,632 X 156,632
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 141 14,321 X 14,321
YUM BRANDS INC COM 988498101 1,752 35,716 X 35,716
ZALE CORP NEW COM 988858106 87 20,436 X 20,436
ZEBRA TECHNOLOGIES CORP CL A 989207105 532 13,995 X 13,995
ZOLTEK COS INC COM 98975W104 187 16,201 X 16,201