UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 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 August 9, 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: 872
Form 13F Information Table Value Total: $1,328,703
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
---------------------
CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ARGO GROUP INTL HLDGS LTD COM G0464B107 621 20,897 X 20,897
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,164 68,910 X 68,910
CHINA NATURAL RESOURCES INC COM G2110U109 145 15,011 X 15,011
COVIDIEN PLC SHS G2554F113 2,789 52,396 X 52,396
EVEREST RE GROUP LTD COM G3223R108 826 10,107 X 10,107
FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 547 29,737 X 29,737
HELEN OF TROY CORP LTD COM G4388N106 1,136 32,911 X 32,911
HERBALIFE LTD COM USD SHS G4412G101 537 9,318 X 9,318
MAIDEN HOLDINGS LTD SHS G5753U112 180 19,776 X 19,776
MONTPELIER RE HOLDINGS LTD SHS G62185106 513 28,495 X 28,495
PARTNERRE LTD COM G6852T105 829 12,037 X 12,037
SEACUBE CONTAINER LEASING LT SHS G79978105 627 36,516 X 36,516
XYRATEX LTD COM G98268108 861 83,916 X 83,916
ACE LTD SHS H0023R105 2,405 36,546 X 36,546
GARMIN LTD SHS H2906T109 1,635 49,505 X 49,505
TE CONNECTIVITY LTD REG SHS H84989104 1,576 42,876 X 42,876
TYCO INTERNATIONAL LTD SHS H89128104 1,836 37,141 X 37,141
FLAGSTONE REINSURANCE HOLDIN COM L3466T104 186 22,121 X 22,121
CELLCOM ISRAEL LTD SHS M2196U109 313 11,294 X 11,294
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 399 40,409 X 40,409
CORE LABORATORIES N V COM N22717107 545 4,882 X 4,882
ORTHOFIX INTL N V COM N6748L102 246 5,786 X 5,786
COPA HOLDINGS SA CL A P31076105 759 11,367 X 11,367
DIANA SHIPPING INC COM Y2066G104 194 17,740 X 17,740
DRYSHIPS INC SHS Y2109Q101 625 149,124 X 149,124
TEEKAY TANKERS LTD CL A Y8565N102 688 73,231 X 73,231
AFC ENTERPRISES INC COM 00104Q107 748 45,478 X 45,478
AFLAC INC COM 001055102 2,398 51,372 X 51,372
AOL INC COM 00184X105 389 19,579 X 19,579
AT&T INC COM 00206R102 14,603 464,902 X 464,902
ATMI INC COM 00207R101 279 13,641 X 13,641
AARONS INC COM PAR $0.50 002535300 297 10,518 X 10,518
ABBOTT LABS COM 002824100 6,308 119,884 X 119,884
ABIOMED INC COM 003654100 197 12,154 X 12,154
ACI WORLDWIDE INC COM 004498101 873 25,858 X 25,858
ACTIVISION BLIZZARD INC COM 00507V109 2,256 193,183 X 193,183
ACTUANT CORP CL A NEW 00508X203 807 30,094 X 30,094
ACXIOM CORP COM 005125109 324 24,701 X 24,701
ADOBE SYS INC COM 00724F101 1,219 38,751 X 38,751
ADVANCE AUTO PARTS INC COM 00751Y106 1,311 22,420 X 22,420
AEROPOSTALE COM 007865108 179 10,228 X 10,228
ADVANCED ENERGY INDS COM 007973100 797 53,920 X 53,920
AEROVIRONMENT INC COM 008073108 260 7,368 X 7,368
AETNA INC NEW COM 00817Y108 1,627 36,898 X 36,898
AIR PRODS & CHEMS INC COM 009158106 1,494 15,632 X 15,632
AKORN INC COM 009728106 482 68,916 X 68,916
ALASKA COMMUNICATIONS SYS GR COM 01167P101 429 48,368 X 48,368
ALCOA INC COM 013817101 2,322 146,423 X 146,423
ALIGN TECHNOLOGY INC COM 016255101 1,595 69,972 X 69,972
ALKERMES INC COM 01642T108 613 32,959 X 32,959
ALLEGIANT TRAVEL CO COM 01748X102 206 4,154 X 4,154
ALLERGAN INC COM 018490102 2,212 26,572 X 26,572
ALLIANCE DATA SYSTEMS CORP COM 018581108 759 8,072 X 8,072
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1,162 15,007 X 15,007
ALLIANT TECHSYSTEMS INC COM 018804104 756 10,593 X 10,593
ALLSTATE CORP COM 020002101 1,987 65,085 X 65,085
ALTRIA GROUP INC COM 02209S103 4,169 157,874 X 157,874
AMAZON COM INC COM 023135106 6,656 32,548 X 32,548
AMCOL INTL CORP COM 02341W103 1,438 37,682 X 37,682
AMERCO COM 023586100 520 5,412 X 5,412
AMERICAN AXLE & MFG HLDGS IN COM 024061103 158 13,846 X 13,846
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,574 54,084 X 54,084
AMERICAN CAP LTD COM 02503Y103 290 29,250 X 29,250
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 546 42,802 X 42,802
AMERICAN ELEC PWR INC COM 025537101 1,328 35,250 X 35,250
AMERICAN EXPRESS CO COM 025816109 4,823 93,284 X 93,284
AMERICAN FINL GROUP INC OHIO COM 025932104 1,605 44,966 X 44,966
AMERICAN PUBLIC EDUCATION IN COM 02913V103 223 5,017 X 5,017
AMERICAN TOWER CORP CL A 029912201 1,554 29,697 X 29,697
AMERICAN SUPERCONDUCTOR CORP COM 030111108 124 13,755 X 13,755
AMERISTAR CASINOS INC COM 03070Q101 668 28,188 X 28,188
AMERIGROUP CORP COM 03073T102 1,618 22,954 X 22,954
AMERIPRISE FINL INC COM 03076C106 831 14,403 X 14,403
AMETEK INC NEW COM 031100100 824 18,353 X 18,353
AMGEN INC COM 031162100 4,115 70,517 X 70,517
AMSURG CORP COM 03232P405 293 11,209 X 11,209
AMYLIN PHARMACEUTICALS INC COM 032346108 872 65,294 X 65,294
AMTRUST FINANCIAL SERVICES I COM 032359309 664 29,129 X 29,129
ANADARKO PETE CORP COM 032511107 2,796 36,419 X 36,419
ANADIGICS INC COM 032515108 253 78,829 X 78,829
ANALOG DEVICES INC COM 032654105 1,644 42,001 X 42,001
ANGIODYNAMICS INC COM 03475V101 145 10,165 X 10,165
ANNALY CAP MGMT INC COM 035710409 1,483 82,197 X 82,197
APACHE CORP COM 037411105 2,936 23,798 X 23,798
APPLE INC COM 037833100 25,004 74,489 X 74,489
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 342 38,591 X 38,591
APPLIED MATLS INC COM 038222105 3,270 251,379 X 251,379
ARCHER DANIELS MIDLAND CO COM 039483102 1,700 56,387 X 56,387
ARLINGTON ASSET INVT CORP CL A NEW 041356205 230 7,341 X 7,341
ARTHROCARE CORP COM 043136100 663 19,817 X 19,817
ASCENA RETAIL GROUP INC COM 04351G101 824 24,196 X 24,196
ASIAINFO-LINKAGE INC COM 04518A104 605 36,537 X 36,537
ASSOCIATED BANC CORP COM 045487105 146 10,521 X 10,521
ASSURANT INC COM 04621X108 288 7,927 X 7,927
ASTORIA FINL CORP COM 046265104 1,048 81,921 X 81,921
ASTRAZENECA PLC SPONSORED ADR 046353108 786 15,707 X 15,707
ATHENAHEALTH INC COM 04685W103 353 8,585 X 8,585
AURIZON MINES LTD COM 05155P106 65 11,700 X 11,700
AUTOLIV INC COM 052800109 1,755 22,377 X 22,377
AUTOMATIC DATA PROCESSING IN COM 053015103 3,072 58,312 X 58,312
AUTOZONE INC COM 053332102 763 2,588 X 2,588
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 143 42,618 X 42,618
AVIAT NETWORKS INC COM 05366Y102 62 15,684 X 15,684
AVISTA CORP COM 05379B107 894 34,805 X 34,805
BB&T CORP COM 054937107 1,367 50,938 X 50,938
B & G FOODS INC NEW COM 05508R106 1,001 48,559 X 48,559
BGC PARTNERS INC CL A 05541T101 617 79,855 X 79,855
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 600 5,371 X 5,371
BT GROUP PLC ADR 05577E101 867 26,523 X 26,523
BAKER HUGHES INC COM 057224107 1,811 24,954 X 24,954
BALLY TECHNOLOGIES INC COM 05874B107 510 12,539 X 12,539
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 785 66,840 X 66,840
BANCO SANTANDER SA ADR 05964H105 773 67,196 X 67,196
BANCORPSOUTH INC COM 059692103 132 10,645 X 10,645
BANK OF AMERICA CORPORATION COM 060505104 9,245 843,566 X 843,566
BANK HAWAII CORP COM 062540109 388 8,339 X 8,339
BANK OF THE OZARKS INC COM 063904106 393 7,551 X 7,551
BANK OF NEW YORK MELLON CORP COM 064058100 3,227 125,961 X 125,961
BARCLAYS PLC ADR 06738E204 831 50,596 X 50,596
BARRICK GOLD CORP COM 067901108 844 18,625 X 18,625
BAXTER INTL INC COM 071813109 3,470 58,137 X 58,137
BECTON DICKINSON & CO COM 075887109 1,466 17,012 X 17,012
BED BATH & BEYOND INC COM 075896100 774 13,256 X 13,256
BELDEN INC COM 077454106 649 18,612 X 18,612
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,166 144,281 X 144,281
BEST BUY INC COM 086516101 789 25,123 X 25,123
BIG LOTS INC COM 089302103 368 11,100 X 11,100
BIGLARI HLDGS INC COM 08986R101 358 915 X 915
BIOMARIN PHARMACEUTICAL INC COM 09061G101 234 8,612 X 8,612
BIOGEN IDEC INC COM 09062X103 3,291 30,778 X 30,778
BLACKBAUD INC COM 09227Q100 595 21,476 X 21,476
BLACKROCK INC COM 09247X101 1,248 6,504 X 6,504
BLOCK H & R INC COM 093671105 1,186 73,917 X 73,917
BLUE NILE INC COM 09578R103 365 8,302 X 8,302
BOB EVANS FARMS INC COM 096761101 547 15,638 X 15,638
BOEING CO COM 097023105 4,930 66,690 X 66,690
BOISE INC COM 09746Y105 451 57,839 X 57,839
BOSTON BEER INC CL A 100557107 471 5,253 X 5,253
BRADY CORP CL A 104674106 274 8,560 X 8,560
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 786 45,369 X 45,369
BRASKEM S A SP ADR PFD A 105532105 814 27,980 X 27,980
BRIDGEPOINT ED INC COM 10807M105 1,371 54,840 X 54,840
BRIGGS & STRATTON CORP COM 109043109 283 14,242 X 14,242
BRIGHTPOINT INC COM NEW 109473405 173 21,303 X 21,303
BRINKER INTL INC COM 109641100 1,146 46,846 X 46,846
BRISTOL MYERS SQUIBB CO COM 110122108 5,389 186,075 X 186,075
BRISTOW GROUP INC COM 110394103 809 15,850 X 15,850
BROADCOM CORP CL A 111320107 1,558 46,300 X 46,300
BROOKLINE BANCORP INC DEL COM 11373M107 283 30,499 X 30,499
BROOKS AUTOMATION INC COM 114340102 1,011 93,119 X 93,119
BROWN SHOE INC NEW COM 115736100 169 15,883 X 15,883
BRUKER CORP COM 116794108 845 41,517 X 41,517
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 651 10,080 X 10,080
BUCKEYE TECHNOLOGIES INC COM 118255108 566 20,981 X 20,981
BUCKLE INC COM 118440106 948 22,210 X 22,210
CBL & ASSOC PPTYS INC COM 124830100 952 52,528 X 52,528
CME GROUP INC COM 12572Q105 2,332 7,998 X 7,998
CPI CORP COM 125902106 363 27,609 X 27,609
CNOOC LTD SPONSORED ADR 126132109 830 3,517 X 3,517
CNO FINL GROUP INC COM 12621E103 824 104,137 X 104,137
CSG SYS INTL INC COM 126349109 834 45,146 X 45,146
CSX CORP COM 126408103 3,042 116,016 X 116,016
CVS CAREMARK CORPORATION COM 126650100 3,234 86,069 X 86,069
CACI INTL INC CL A 127190304 1,538 24,388 X 24,388
CADENCE DESIGN SYSTEM INC COM 127387108 764 72,384 X 72,384
CAL MAINE FOODS INC COM NEW 128030202 559 17,505 X 17,505
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 397 21,501 X 21,501
CALLON PETE CO DEL COM 13123X102 500 71,172 X 71,172
CANON INC ADR 138006309 791 16,631 X 16,631
CAPELLA EDUCATION COMPANY COM 139594105 332 7,941 X 7,941
CAPITAL ONE FINL CORP COM 14040H105 1,736 33,606 X 33,606
CAPSTEAD MTG CORP COM NO PAR 14067E506 1,093 81,550 X 81,550
CARDINAL HEALTH INC COM 14149Y108 1,578 34,738 X 34,738
CARDTRONICS INC COM 14161H108 1,012 43,138 X 43,138
CAREER EDUCATION CORP COM 141665109 366 17,310 X 17,310
CARMIKE CINEMAS INC COM 143436400 324 46,958 X 46,958
CARNIVAL CORP PAIRED CTF 143658300 713 18,946 X 18,946
CARTER INC COM 146229109 321 10,434 X 10,434
CASH AMER INTL INC COM 14754D100 862 14,895 X 14,895
CATERPILLAR INC DEL COM 149123101 7,166 67,315 X 67,315
CATO CORP NEW CL A 149205106 1,409 48,914 X 48,914
CEDAR FAIR L P DEPOSITRY UNIT 150185106 703 34,897 X 34,897
CELADON GROUP INC COM 150838100 500 35,787 X 35,787
CELGENE CORP COM 151020104 2,851 47,262 X 47,262
CENTENE CORP DEL COM 15135B101 635 17,872 X 17,872
CENTRAL EUROPEAN DIST CORP COM 153435102 564 50,325 X 50,325
CEPHEID COM 15670R107 443 12,787 X 12,787
CENTURYLINK INC COM 156700106 775 19,180 X 19,180
CEPHALON INC COM 156708109 1,023 12,809 X 12,809
CHARMING SHOPPES INC COM 161133103 625 150,252 X 150,252
CHEESECAKE FACTORY INC COM 163072101 545 17,379 X 17,379
CHENIERE ENERGY INC COM NEW 16411R208 143 15,600 X 15,600
CHESAPEAKE ENERGY CORP COM 165167107 1,422 47,907 X 47,907
CHEVRON CORP NEW COM 166764100 18,058 175,593 X 175,593
CHICOS FAS INC COM 168615102 745 48,940 X 48,940
CHILDRENS PL RETAIL STORES I COM 168905107 393 8,829 X 8,829
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 834 17,829 X 17,829
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 817 8,050 X 8,050
CHOICE HOTELS INTL INC COM 169905106 352 10,558 X 10,558
CHUBB CORP COM 171232101 2,244 35,836 X 35,836
CINCINNATI BELL INC NEW COM 171871106 838 252,436 X 252,436
CINCINNATI FINL CORP COM 172062101 794 27,199 X 27,199
CISCO SYS INC COM 17275R102 7,972 510,730 X 510,730
CITIGROUP INC COM NEW 172967424 7,609 182,733 X 182,733
CITY NATL CORP COM 178566105 285 5,257 X 5,257
CLIFFS NATURAL RESOURCES INC COM 18683K101 819 8,863 X 8,863
CLOUD PEAK ENERGY INC COM 18911Q102 459 21,537 X 21,537
CNINSURE INC SPONSORED ADR 18976M103 451 30,615 X 30,615
COCA COLA CO COM 191216100 10,103 150,135 X 150,135
COGNEX CORP COM 192422103 436 12,308 X 12,308
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,948 26,555 X 26,555
COINSTAR INC COM 19259P300 1,799 32,987 X 32,987
COLGATE PALMOLIVE CO COM 194162103 3,156 36,103 X 36,103
COMCAST CORP NEW CL A 20030N101 7,568 298,668 X 298,668
COMMERCE BANCSHARES INC COM 200525103 457 10,636 X 10,636
COMMUNITY BK SYS INC COM 203607106 654 26,400 X 26,400
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 765 37,066 X 37,066
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 839 24,887 X 24,887
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 646 39,163 X 39,163
COMPUTER PROGRAMS & SYS INC COM 205306103 714 11,240 X 11,240
COMPUTER SCIENCES CORP COM 205363104 764 20,130 X 20,130
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 422 15,066 X 15,066
CONOCOPHILLIPS COM 20825C104 10,255 136,390 X 136,390
CONSOLIDATED GRAPHICS INC COM 209341106 512 9,310 X 9,310
CONSTANT CONTACT INC COM 210313102 393 15,466 X 15,466
CONSTELLATION BRANDS INC CL A 21036P108 529 25,405 X 25,405
CONTINUCARE CORP COM 212172100 78 12,573 X 12,573
COOPER COS INC COM NEW 216648402 1,001 12,633 X 12,633
CORE MARK HOLDING CO INC COM 218681104 665 18,641 X 18,641
CORNING INC COM 219350105 1,609 88,660 X 88,660
CORPORATE EXECUTIVE BRD CO COM 21988R102 578 13,250 X 13,250
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 335 15,467 X 15,467
COSTCO WHSL CORP NEW COM 22160K105 3,945 48,557 X 48,557
COVENTRY HEALTH CARE INC COM 222862104 434 11,889 X 11,889
COWEN GROUP INC NEW CL A 223622101 39 10,413 X 10,413
CRACKER BARREL OLD CTRY STOR COM 22410J106 394 7,988 X 7,988
CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPS 226372100 351 13,026 X 13,026
CROSS TIMBERS RTY TR TR UNIT 22757R109 654 14,614 X 14,614
CROSSTEX ENERGY L P COM 22765U102 196 10,780 X 10,780
CUBIC CORP COM 229669106 502 9,851 X 9,851
CULLEN FROST BANKERS INC COM 229899109 395 6,946 X 6,946
CUMMINS INC COM 231021106 813 7,855 X 7,855
CURTISS WRIGHT CORP COM 231561101 526 16,254 X 16,254
CYPRESS SEMICONDUCTOR CORP COM 232806109 549 25,984 X 25,984
DCT INDUSTRIAL TRUST INC COM 233153105 162 30,897 X 30,897
DG FASTCHANNEL INC COM 23326R109 1,214 37,889 X 37,889
DPL INC COM 233293109 317 10,497 X 10,497
DSW INC CL A 23334L102 490 9,673 X 9,673
DTS INC COM 23335C101 603 14,879 X 14,879
DANAHER CORP DEL COM 235851102 1,557 29,382 X 29,382
DANVERS BANCORP INC COM 236442109 559 25,664 X 25,664
DELEK US HLDGS INC COM 246647101 750 47,800 X 47,800
DELL INC COM 24702R101 2,092 125,494 X 125,494
DELPHI FINL GROUP INC CL A 247131105 939 32,136 X 32,136
DELTA AIR LINES INC DEL COM NEW 247361702 825 89,999 X 89,999
DENNYS CORP COM 24869P104 495 127,583 X 127,583
DEPOMED INC COM 249908104 564 69,002 X 69,002
DEVON ENERGY CORP NEW COM 25179M103 2,061 26,147 X 26,147
DEVRY INC DEL COM 251893103 354 5,987 X 5,987
DINEEQUITY INC COM 254423106 361 6,903 X 6,903
DISNEY WALT CO COM DISNEY 254687106 5,182 132,737 X 132,737
DISCOVER FINL SVCS COM 254709108 867 32,395 X 32,395
DIRECTV COM CL A 25490A101 4,362 85,842 X 85,842
DOLLAR TREE INC COM 256746108 933 14,000 X 14,000
DOMINION RES INC VA NEW COM 25746U109 3,103 64,290 X 64,290
DOMINOS PIZZA INC COM 25754A201 952 37,714 X 37,714
DOMTAR CORP COM NEW 257559203 701 7,398 X 7,398
DONALDSON INC COM 257651109 492 8,115 X 8,115
DONNELLEY R R & SONS CO COM 257867101 841 42,896 X 42,896
DORCHESTER MINERALS LP COM UNIT 25820R105 238 8,844 X 8,844
DOUGLAS EMMETT INC COM 25960P109 506 25,456 X 25,456
DOVER CORP COM 260003108 858 12,651 X 12,651
DOW CHEM CO COM 260543103 4,368 121,323 X 121,323
DU PONT E I DE NEMOURS & CO COM 263534109 6,606 122,220 X 122,220
DUKE ENERGY CORP NEW COM 26441C105 3,004 159,529 X 159,529
DUKE REALTY CORP COM NEW 264411505 1,206 86,088 X 86,088
DYCOM INDS INC COM 267475101 822 50,295 X 50,295
DYNAVOX INC CL A 26817F104 543 71,460 X 71,460
DYNEX CAP INC COM NEW 26817Q506 1,321 136,444 X 136,444
E M C CORP MASS COM 268648102 4,986 180,992 X 180,992
EOG RES INC COM 26875P101 1,448 13,854 X 13,854
EAGLE MATERIALS INC COM 26969P108 643 23,071 X 23,071
EAST WEST BANCORP INC COM 27579R104 301 14,906 X 14,906
EASTMAN CHEM CO COM 277432100 814 7,978 X 7,978
EBAY INC COM 278642103 4,008 124,201 X 124,201
ECHOSTAR CORP CL A 278768106 635 17,432 X 17,432
ELECTRO SCIENTIFIC INDS COM 285229100 297 15,379 X 15,379
ELECTRONICS FOR IMAGING INC COM 286082102 935 54,280 X 54,280
ELIZABETH ARDEN INC COM 28660G106 1,011 34,810 X 34,810
EMBRAER S A SP ADR REP 4 C 29082A107 765 24,866 X 24,866
EMERSON ELEC CO COM 291011104 2,588 46,000 X 46,000
ENCORE CAP GROUP INC COM 292554102 280 9,100 X 9,100
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 459 21,551 X 21,551
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 836 20,803 X 20,803
ENERGEN CORP COM 29265N108 550 9,735 X 9,735
ENERGY PARTNERS LTD COM NEW 29270U303 478 32,264 X 32,264
ENERNOC INC COM 292764107 343 21,766 X 21,766
ENTEGRIS INC COM 29362U104 830 82,010 X 82,010
ENTERCOM COMMUNICATIONS CORP CL A 293639100 400 46,103 X 46,103
ENTERGY CORP NEW COM 29364G103 1,204 17,632 X 17,632
EQUIFAX INC COM 294429105 483 13,910 X 13,910
ERESEARCHTECHNOLOGY INC COM 29481V108 68 10,672 X 10,672
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,698 118,085 X 118,085
ERIE INDTY CO CL A 29530P102 457 6,463 X 6,463
ESCO TECHNOLOGIES INC COM 296315104 485 13,174 X 13,174
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 771 10,237 X 10,237
EXACT SCIENCES CORP COM 30063P105 251 29,150 X 29,150
EXELON CORP COM 30161N101 2,380 55,545 X 55,545
EXIDE TECHNOLOGIES COM NEW 302051206 675 88,300 X 88,300
EXLSERVICE HOLDINGS INC COM 302081104 665 28,787 X 28,787
EXPEDITORS INTL WASH INC COM 302130109 835 16,319 X 16,319
EXPRESS SCRIPTS INC COM 302182100 2,185 40,483 X 40,483
EXPRESS INC COM 30219E103 1,235 56,671 X 56,671
EXXON MOBIL CORP COM 30231G102 34,181 420,022 X 420,022
FEI CO COM 30241L109 220 5,748 X 5,748
FNB CORP PA COM 302520101 611 59,032 X 59,032
FX ENERGY INC COM 302695101 233 26,515 X 26,515
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 211 12,646 X 12,646
FAMILY DLR STORES INC COM 307000109 538 10,228 X 10,228
FEDEX CORP COM 31428X106 3,130 32,999 X 32,999
FERRO CORP COM 315405100 402 29,885 X 29,885
51JOB INC SP ADR REP COM 316827104 475 8,461 X 8,461
FINISAR CORP COM NEW 31787A507 815 45,198 X 45,198
FINISH LINE INC CL A 317923100 450 21,045 X 21,045
FIRST CASH FINL SVCS INC COM 31942D107 268 6,389 X 6,389
FIRST COMWLTH FINL CORP PA COM 319829107 476 82,966 X 82,966
FIRST FINL BANKSHARES COM 32020R109 401 11,648 X 11,648
FIRST FINL BANCORP OH COM 320209109 657 39,335 X 39,335
FIRST MERCHANTS CORP COM 320817109 104 11,674 X 11,674
FIRST MIDWEST BANCORP DEL COM 320867104 141 11,464 X 11,464
FIRSTENERGY CORP COM 337932107 821 18,586 X 18,586
FLOTEK INDS INC DEL COM 343389102 183 21,493 X 21,493
FLOWERS FOODS INC COM 343498101 207 9,406 X 9,406
FLY LEASING LTD SPONSORED ADR 34407D109 595 44,910 X 44,910
FOOT LOCKER INC COM 344849104 794 33,434 X 33,434
FORD MTR CO DEL COM PAR $0.01 345370860 5,048 366,093 X 366,093
FOREST CITY ENTERPRISES INC CL A 345550107 462 24,723 X 24,723
FORTRESS INVESTMENT GROUP LL CL A 34958B106 221 45,817 X 45,817
FRANCE TELECOM SPONSORED ADR 35177Q105 837 39,296 X 39,296
FRANKLIN RES INC COM 354613101 1,437 10,943 X 10,943
FREDS INC CL A 356108100 188 13,014 X 13,014
FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,628 125,286 X 125,286
FRESH MKT INC COM 35804H106 518 13,401 X 13,401
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,672 207,235 X 207,235
G & K SVCS INC CL A 361268105 303 8,953 X 8,953
GT SOLAR INTL INC COM 3623E0209 1,533 94,632 X 94,632
GANNETT INC COM 364730101 498 34,781 X 34,781
GAP INC DEL COM 364760108 1,619 89,464 X 89,464
GENERAL DYNAMICS CORP COM 369550108 3,912 52,502 X 52,502
GENERAL ELECTRIC CO COM 369604103 16,770 889,179 X 889,179
GENERAL MLS INC COM 370334104 1,818 48,846 X 48,846
GENUINE PARTS CO COM 372460105 828 15,213 X 15,213
GERDAU S A SPONSORED ADR 373737105 804 76,446 X 76,446
GILEAD SCIENCES INC COM 375558103 2,498 60,313 X 60,313
GLACIER BANCORP INC NEW COM 37637Q105 253 18,753 X 18,753
GLADSTONE CAPITAL CORP COM 376535100 179 19,387 X 19,387
GLATFELTER COM 377316104 771 50,153 X 50,153
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 820 19,114 X 19,114
GLOBAL PMTS INC COM 37940X102 524 10,270 X 10,270
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 505 19,044 X 19,044
GLOBE SPECIALTY METALS INC COM 37954N206 655 29,198 X 29,198
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 830 68,298 X 68,298
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 777 53,274 X 53,274
GOLDMAN SACHS GROUP INC COM 38141G104 6,071 45,619 X 45,619
GOOGLE INC CL A 38259P508 8,676 17,133 X 17,133
GRAN TIERRA ENERGY INC COM 38500T101 394 59,600 X 59,600
GRAPHIC PACKAGING HLDG CO COM 388689101 200 36,851 X 36,851
GREIF INC CL A 397624107 626 9,622 X 9,622
GUESS INC COM 401617105 207 4,915 X 4,915
GULFMARK OFFSHORE INC CL A NEW 402629208 546 12,358 X 12,358
GULFPORT ENERGY CORP COM NEW 402635304 671 22,617 X 22,617
HCC INS HLDGS INC COM 404132102 772 24,501 X 24,501
HSBC HLDGS PLC SPON ADR NEW 404280406 768 15,474 X 15,474
HSN INC COM 404303109 555 16,863 X 16,863
HALLIBURTON CO COM 406216101 2,833 55,544 X 55,544
HANCOCK HLDG CO COM 410120109 258 8,340 X 8,340
HANOVER INS GROUP INC COM 410867105 670 17,772 X 17,772
HARLEY DAVIDSON INC COM 412822108 796 19,433 X 19,433
HARRIS CORP DEL COM 413875105 761 16,896 X 16,896
HARSCO CORP COM 415864107 562 17,241 X 17,241
HAWAIIAN HOLDINGS INC COM 419879101 588 103,163 X 103,163
HEALTHWAYS INC COM 422245100 697 45,903 X 45,903
HEARTLAND EXPRESS INC COM 422347104 489 29,526 X 29,526
HECLA MNG CO COM 422704106 1,076 139,878 X 139,878
HEICO CORP NEW COM 422806109 738 13,482 X 13,482
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 789 47,662 X 47,662
HENRY JACK & ASSOC INC COM 426281101 757 25,232 X 25,232
HESS CORP COM 42809H107 1,116 14,934 X 14,934
HEWLETT PACKARD CO COM 428236103 6,766 185,872 X 185,872
HI-TECH PHARMACAL INC COM 42840B101 857 29,632 X 29,632
HIGHWOODS PPTYS INC COM 431284108 289 8,729 X 8,729
HILL ROM HLDGS INC COM 431475102 1,025 22,270 X 22,270
HOLLY CORP COM PAR $0.01 435758305 1,448 20,864 X 20,864
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 744 13,705 X 13,705
HOME DEPOT INC COM 437076102 3,985 110,024 X 110,024
HONDA MOTOR LTD AMERN SHS 438128308 827 21,428 X 21,428
HONEYWELL INTL INC COM 438516106 4,679 78,522 X 78,522
HORSEHEAD HLDG CORP COM 440694305 711 53,412 X 53,412
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,223 50,416 X 50,416
HOT TOPIC INC COM 441339108 632 84,884 X 84,884
HUDSON CITY BANCORP COM 443683107 843 102,899 X 102,899
HUGOTON RTY TR TEX UNIT BEN INT 444717102 527 23,165 X 23,165
HUMANA INC COM 444859102 817 10,150 X 10,150
IDT CORP CL B NEW 448947507 379 14,036 X 14,036
IAC INTERACTIVECORP COM PAR $.001 44919P508 839 21,993 X 21,993
ICU MED INC COM 44930G107 655 14,979 X 14,979
ISTA PHARMACEUTICALS INC COM NEW 45031X204 612 80,073 X 80,073
ITT EDUCATIONAL SERVICES INC COM 45068B109 694 8,864 X 8,864
ITT CORP NEW COM 450911102 850 14,420 X 14,420
IDENIX PHARMACEUTICALS INC COM 45166R204 616 123,276 X 123,276
ILLINOIS TOOL WKS INC COM 452308109 1,832 32,438 X 32,438
IMMUCOR INC COM 452526106 456 22,309 X 22,309
IMPERIAL OIL LTD COM NEW 453038408 853 18,300 X 18,300
IMPERIAL SUGAR CO NEW COM NEW 453096208 569 28,435 X 28,435
INCYTE CORP COM 45337C102 192 10,137 X 10,137
INFINITY PPTY & CAS CORP COM 45665Q103 433 7,921 X 7,921
INFOSPACE INC COM PAR $.0001 45678T300 479 52,484 X 52,484
INSIGHT ENTERPRISES INC COM 45765U103 870 49,137 X 49,137
INNOPHOS HOLDINGS INC COM 45774N108 1,222 25,051 X 25,051
INTEL CORP COM 458140100 12,388 559,023 X 559,023
INTERACTIVE INTELLIGENCE INC COM 45839M103 798 22,771 X 22,771
INTERACTIVE BROKERS GROUP IN COM 45841N107 819 52,327 X 52,327
INTERMEC INC COM 458786100 651 58,970 X 58,970
INTERNATIONAL BANCSHARES COR COM 459044103 634 37,908 X 37,908
INTERNATIONAL BUSINESS MACHS COM 459200101 17,774 103,606 X 103,606
INTERNATIONAL RECTIFIER CORP COM 460254105 356 12,719 X 12,719
INTERNATIONAL SPEEDWAY CORP CL A 460335201 695 24,479 X 24,479
INTERSIL CORP CL A 46069S109 160 12,485 X 12,485
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 264 18,800 X 18,800
IROBOT CORP COM 462726100 217 6,145 X 6,145
ISHARES TR RUSSELL MIDCAP 464287499 60,117 549,819 X 549,819
ISHARES TR RUSL 2000 VALU 464287630 7,715 105,100 X 105,100
ISHARES TR RUSSELL 2000 464287655 31,047 374,960 X 374,960
ITRON INC COM 465741106 1,238 25,696 X 25,696
JPMORGAN CHASE & CO COM 46625H100 13,585 331,826 X 331,826
JABIL CIRCUIT INC COM 466313103 210 10,373 X 10,373
JANUS CAP GROUP INC COM 47102X105 200 21,135 X 21,135
JAZZ PHARMACEUTICALS INC COM 472147107 626 18,769 X 18,769
JETBLUE AIRWAYS CORP COM 477143101 829 135,959 X 135,959
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 361 31,560 X 31,560
JOHNSON & JOHNSON COM 478160104 14,432 216,961 X 216,961
JOHNSON CTLS INC COM 478366107 2,408 57,803 X 57,803
JOY GLOBAL INC COM 481165108 1,338 14,048 X 14,048
JUNIPER NETWORKS INC COM 48203R104 1,051 33,353 X 33,353
KLA-TENCOR CORP COM 482480100 806 19,909 X 19,909
KADANT INC COM 48282T104 211 6,688 X 6,688
KAPSTONE PAPER & PACKAGING C COM 48562P103 507 30,620 X 30,620
KAYDON CORP COM 486587108 285 7,645 X 7,645
KELLOGG CO COM 487836108 1,049 18,967 X 18,967
KELLY SVCS INC CL A 488152208 757 45,865 X 45,865
KEMET CORP COM NEW 488360207 162 11,333 X 11,333
KIMBERLY CLARK CORP COM 494368103 2,326 34,940 X 34,940
KINETIC CONCEPTS INC COM NEW 49460W208 818 14,187 X 14,187
KNOLL INC COM NEW 498904200 853 42,504 X 42,504
KNIGHT CAP GROUP INC CL A COM 499005106 634 57,506 X 57,506
KOHLBERG CAPITAL CORP COM 500233101 158 19,842 X 19,842
KOHLS CORP COM 500255104 1,119 22,370 X 22,370
KONGZHONG CORP SPONSORED ADR 50047P104 960 190,411 X 190,411
KORN FERRY INTL COM NEW 500643200 647 29,404 X 29,404
KRAFT FOODS INC CL A 50075N104 3,622 102,797 X 102,797
KRATON PERFORMANCE POLYMERS COM 50077C106 688 17,574 X 17,574
KROGER CO COM 501044101 1,515 61,076 X 61,076
KRONOS WORLDWIDE INC COM 50105F105 201 6,388 X 6,388
KULICKE & SOFFA INDS INC COM 501242101 158 14,200 X 14,200
LDK SOLAR CO LTD SPONSORED ADR 50183L107 177 24,097 X 24,097
LSB INDS INC COM 502160104 735 17,120 X 17,120
LTX-CREDENCE CORP COM NEW 502403207 552 61,759 X 61,759
L-3 COMMUNICATIONS HLDGS INC COM 502424104 781 8,936 X 8,936
LABORATORY CORP AMER HLDGS COM NEW 50540R409 842 8,702 X 8,702
LANDAUER INC COM 51476K103 211 3,428 X 3,428
LAS VEGAS SANDS CORP COM 517834107 436 10,330 X 10,330
LATTICE SEMICONDUCTOR CORP COM 518415104 560 85,884 X 85,884
LAWSON SOFTWARE INC NEW COM 52078P102 357 31,854 X 31,854
LAYNE CHRISTENSEN CO COM 521050104 790 26,027 X 26,027
LEAR CORP COM NEW 521865204 842 15,740 X 15,740
LEGGETT & PLATT INC COM 524660107 936 38,399 X 38,399
LENDER PROCESSING SVCS INC COM 52602E102 732 35,004 X 35,004
LIFE TECHNOLOGIES CORP COM 53217V109 822 15,789 X 15,789
LIFEPOINT HOSPITALS INC COM 53219L109 1,373 35,135 X 35,135
LILLY ELI & CO COM 532457108 3,634 96,842 X 96,842
LINCOLN EDL SVCS CORP COM 533535100 722 42,094 X 42,094
LINEAR TECHNOLOGY CORP COM 535678106 798 24,174 X 24,174
LINKEDIN CORP COM CL A 53578A108 506 5,621 X 5,621
LIQUIDITY SERVICES INC COM 53635B107 581 24,624 X 24,624
LITTELFUSE INC COM 537008104 395 6,735 X 6,735
LIVE NATION ENTERTAINMENT IN COM 538034109 890 77,623 X 77,623
LOCAL COM CORP COM 53954R105 167 49,956 X 49,956
LOCKHEED MARTIN CORP COM 539830109 2,652 32,756 X 32,756
LODGENET INTERACTIVE CORP COM 540211109 384 126,733 X 126,733
LOEWS CORP COM 540424108 887 21,064 X 21,064
LORILLARD INC COM 544147101 779 7,157 X 7,157
LOWES COS INC COM 548661107 1,947 83,512 X 83,512
LULULEMON ATHLETICA INC COM 550021109 666 5,952 X 5,952
LUMINEX CORP DEL COM 55027E102 232 11,081 X 11,081
M & T BK CORP COM 55261F104 827 9,406 X 9,406
MFA FINANCIAL INC COM 55272X102 166 20,642 X 20,642
MGE ENERGY INC COM 55277P104 1,016 25,066 X 25,066
MI DEVS INC CL A SUB VTG 55304X104 241 7,931 X 7,931
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 206 7,473 X 7,473
MAGELLAN HEALTH SVCS INC COM NEW 559079207 724 13,218 X 13,218
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 816 13,662 X 13,662
MAGNA INTL INC COM 559222401 883 16,346 X 16,346
MANTECH INTL CORP CL A 564563104 828 18,635 X 18,635
MANULIFE FINL CORP COM 56501R106 805 45,594 X 45,594
MARATHON OIL CORP COM 565849106 4,948 93,925 X 93,925
MARINEMAX INC COM 567908108 95 10,869 X 10,869
MARKETAXESS HLDGS INC COM 57060D108 289 11,530 X 11,530
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 206 4,266 X 4,266
MASTEC INC COM 576323109 358 18,175 X 18,175
MASTERCARD INC CL A 57636Q104 2,158 7,163 X 7,163
MATERION CORP COM 576690101 646 17,483 X 17,483
MATTEL INC COM 577081102 775 28,182 X 28,182
MAXIM INTEGRATED PRODS INC COM 57772K101 1,613 63,116 X 63,116
MAXIMUS INC COM 577933104 926 11,191 X 11,191
MCDONALDS CORP COM 580135101 6,186 73,369 X 73,369
MCG CAPITAL CORP COM 58047P107 73 11,959 X 11,959
MCGRAW HILL COS INC COM 580645109 826 19,703 X 19,703
MCKESSON CORP COM 58155Q103 2,792 33,374 X 33,374
MEADOWBROOK INS GROUP INC COM 58319P108 205 20,677 X 20,677
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,720 30,438 X 30,438
MEDICINES CO COM 584688105 838 50,734 X 50,734
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 518 13,581 X 13,581
MEDIDATA SOLUTIONS INC COM 58471A105 668 27,981 X 27,981
MEDTRONIC INC COM 585055106 3,896 101,108 X 101,108
MENS WEARHOUSE INC COM 587118100 203 6,031 X 6,031
MERCADOLIBRE INC COM 58733R102 540 6,804 X 6,804
MERCER INTL INC COM 588056101 503 49,903 X 49,903
MERCK & CO INC NEW COM 58933Y105 8,995 254,890 X 254,890
MERGE HEALTHCARE INC COM 589499102 993 191,046 X 191,046
METLIFE INC COM 59156R108 4,012 91,448 X 91,448
METROPCS COMMUNICATIONS INC COM 591708102 183 10,622 X 10,622
METROPOLITAN HEALTH NETWORKS COM 592142103 87 18,100 X 18,100
METTLER TOLEDO INTERNATIONAL COM 592688105 203 1,202 X 1,202
MICREL INC COM 594793101 439 41,475 X 41,475
MICROS SYS INC COM 594901100 741 14,901 X 14,901
MICROSOFT CORP COM 594918104 15,653 602,047 X 602,047
MICROSTRATEGY INC CL A NEW 594972408 615 3,779 X 3,779
MICROCHIP TECHNOLOGY INC COM 595017104 804 21,200 X 21,200
MILLER ENERGY RES INC COM 600527105 302 47,175 X 47,175
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 198 24,721 X 24,721
MINE SAFETY APPLIANCES CO COM 602720104 615 16,479 X 16,479
MINEFINDERS LTD COM 602900102 373 28,700 X 28,700
MIPS TECHNOLOGIES INC COM 604567107 366 53,030 X 53,030
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 748 39,347 X 39,347
MOLINA HEALTHCARE INC COM 60855R100 879 32,418 X 32,418
MOLEX INC COM 608554101 1,004 38,957 X 38,957
MONOLITHIC PWR SYS INC COM 609839105 192 12,439 X 12,439
MONRO MUFFLER BRAKE INC COM 610236101 441 11,816 X 11,816
MONSANTO CO NEW COM 61166W101 2,925 40,323 X 40,323
MORGAN STANLEY COM NEW 617446448 3,425 148,833 X 148,833
MOSAIC CO NEW COM 61945C103 721 10,644 X 10,644
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,503 32,642 X 32,642
MOTOROLA MOBILITY HLDGS INC COM 620097105 472 21,426 X 21,426
MURPHY OIL CORP COM 626717102 844 12,855 X 12,855
MYLAN INC COM 628530107 846 34,291 X 34,291
MYRIAD GENETICS INC COM 62855J104 979 43,115 X 43,115
NGP CAP RES CO COM 62912R107 139 16,991 X 16,991
NIC INC COM 62914B100 652 48,433 X 48,433
NVE CORP COM NEW 629445206 521 8,921 X 8,921
NABI BIOPHARMACEUTICALS COM 629519109 420 78,103 X 78,103
NARA BANCORP INC COM 63080P105 273 33,572 X 33,572
NATIONAL BK GREECE S A SPONSORED ADR 633643408 838 586,045 X 586,045
NATIONAL GRID PLC SPON ADR NEW 636274300 815 16,492 X 16,492
NATIONAL HEALTH INVS INC COM 63633D104 264 5,944 X 5,944
NATIONAL OILWELL VARCO INC COM 637071101 2,412 30,844 X 30,844
NATIONAL SEMICONDUCTOR CORP COM 637640103 635 25,814 X 25,814
NELNET INC CL A 64031N108 1,440 65,271 X 65,271
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 508 58,501 X 58,501
NETSUITE INC COM 64118Q107 435 11,104 X 11,104
NEVSUN RES LTD COM 64156L101 379 62,400 X 62,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 616 5,513 X 5,513
NEW YORK & CO INC COM 649295102 635 128,209 X 128,209
NEW YORK CMNTY BANCORP INC COM 649445103 768 51,254 X 51,254
NEW YORK TIMES CO CL A 650111107 381 43,700 X 43,700
NEWMARKET CORP COM 651587107 1,004 5,882 X 5,882
NEWMONT MINING CORP COM 651639106 2,223 41,194 X 41,194
NEWPARK RES INC COM PAR $.01NE 651718504 847 93,365 X 93,365
NEWS CORP CL A 65248E104 4,293 242,518 X 242,518
NEXTERA ENERGY INC COM 65339F101 2,421 42,129 X 42,129
NIKE INC CL B 654106103 3,636 40,411 X 40,411
99 CENTS ONLY STORES COM 65440K106 210 10,366 X 10,366
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 835 34,545 X 34,545
NOKIA CORP SPONSORED ADR 654902204 755 117,623 X 117,623
NORFOLK SOUTHERN CORP COM 655844108 2,880 38,437 X 38,437
NORTHERN TR CORP COM 665859104 744 16,188 X 16,188
NORTHROP GRUMMAN CORP COM 666807102 2,657 38,319 X 38,319
NORTHWESTERN CORP COM NEW 668074305 597 18,038 X 18,038
NOVARTIS A G SPONSORED ADR 66987V109 1,537 25,148 X 25,148
NOVELLUS SYS INC COM 670008101 1,106 30,598 X 30,598
NOVO-NORDISK A S ADR 670100205 800 6,386 X 6,386
NUCOR CORP COM 670346105 794 19,271 X 19,271
NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 497 13,798 X 13,798
NUTRI SYS INC NEW COM 67069D108 507 36,071 X 36,071
NUVASIVE INC COM 670704105 231 7,038 X 7,038
NXSTAGE MEDICAL INC COM 67072V103 232 11,122 X 11,122
O REILLY AUTOMOTIVE INC NEW COM 67103H107 797 12,163 X 12,163
OYO GEOSPACE CORP COM 671074102 1,285 12,850 X 12,850
OBAGI MEDICAL PRODUCTS INC COM 67423R108 239 25,353 X 25,353
OCCIDENTAL PETE CORP DEL COM 674599105 7,071 67,965 X 67,965
OCEANEERING INTL INC COM 675232102 1,024 25,280 X 25,280
OLD DOMINION FGHT LINES INC COM 679580100 636 17,044 X 17,044
OLD NATL BANCORP IND COM 680033107 621 57,479 X 57,479
OLYMPIC STEEL INC COM 68162K106 567 20,586 X 20,586
OMNICOM GROUP INC COM 681919106 1,412 29,325 X 29,325
OMEGA PROTEIN CORP COM 68210P107 428 30,999 X 30,999
ON SEMICONDUCTOR CORP COM 682189105 853 81,495 X 81,495
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 301 17,677 X 17,677
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 683 36,694 X 36,694
ORACLE CORP COM 68389X105 11,728 356,361 X 356,361
OTTER TAIL CORP COM 689648103 502 23,803 X 23,803
PDL BIOPHARMA INC COM 69329Y104 536 91,345 X 91,345
PG&E CORP COM 69331C108 1,177 27,998 X 27,998
P F CHANGS CHINA BISTRO INC COM 69333Y108 418 10,386 X 10,386
PNC FINL SVCS GROUP INC COM 693475105 3,271 54,878 X 54,878
PNM RES INC COM 69349H107 647 38,652 X 38,652
PPG INDS INC COM 693506107 773 8,519 X 8,519
PACCAR INC COM 693718108 1,372 26,861 X 26,861
PAMPA ENERGIA S A SPONS ADR LVL 697660207 416 27,122 X 27,122
PAN AMERICAN SILVER CORP COM 697900108 1,026 33,215 X 33,215
PANERA BREAD CO CL A 69840W108 525 4,181 X 4,181
PARKER HANNIFIN CORP COM 701094104 776 8,648 X 8,648
PARTNER COMMUNICATIONS CO LT ADR 70211M109 206 13,810 X 13,810
PEARSON PLC SPONSORED ADR 705015105 830 43,638 X 43,638
PEETS COFFEE & TEA INC COM 705560100 584 10,129 X 10,129
PEPSICO INC COM 713448108 8,009 113,716 X 113,716
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 195 10,374 X 10,374
PERKINELMER INC COM 714046109 825 30,670 X 30,670
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 807 23,388 X 23,388
PETMED EXPRESS INC COM 716382106 483 40,762 X 40,762
PETROCHINA CO LTD SPONSORED ADR 71646E100 819 5,611 X 5,611
PETROQUEST ENERGY INC COM 716748108 520 74,035 X 74,035
PFIZER INC COM 717081103 14,883 722,494 X 722,494
PHARMERICA CORP COM 71714F104 529 41,489 X 41,489
PHILIP MORRIS INTL INC COM 718172109 10,353 155,048 X 155,048
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 735 13,610 X 13,610
PHOTRONICS INC COM 719405102 993 117,203 X 117,203
PIER 1 IMPORTS INC COM 720279108 1,721 148,731 X 148,731
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 505 17,990 X 17,990
PITNEY BOWES INC COM 724479100 785 34,154 X 34,154
PLANTRONICS INC NEW COM 727493108 755 20,662 X 20,662
POLARIS INDS INC COM 731068102 1,512 13,605 X 13,605
POOL CORPORATION COM 73278L105 766 25,711 X 25,711
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 945 11,149 X 11,149
PORTLAND GEN ELEC CO COM NEW 736508847 1,013 40,088 X 40,088
POWELL INDS INC COM 739128106 279 7,654 X 7,654
POWER ONE INC NEW COM 73930R102 476 58,770 X 58,770
PRAXAIR INC COM 74005P104 2,441 22,521 X 22,521
PRE PAID LEGAL SVCS INC COM 740065107 661 9,937 X 9,937
PRECISION CASTPARTS CORP COM 740189105 1,196 7,261 X 7,261
PRECISION DRILLING CORP COM 2010 74022D308 857 59,679 X 59,679
PRICESMART INC COM 741511109 369 7,205 X 7,205
PRINCIPAL FINL GROUP INC COM 74251V102 791 26,001 X 26,001
PROCTER & GAMBLE CO COM 742718109 13,593 213,829 X 213,829
PRIVATEBANCORP INC COM 742962103 217 15,744 X 15,744
PROSPERITY BANCSHARES INC COM 743606105 228 5,204 X 5,204
PROVIDENCE SVC CORP COM 743815102 314 24,861 X 24,861
PROVIDENT FINL SVCS INC COM 74386T105 539 37,644 X 37,644
PRUDENTIAL FINL INC COM 744320102 3,891 61,182 X 61,182
PRUDENTIAL PLC ADR 74435K204 816 35,269 X 35,269
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,519 46,530 X 46,530
PUBLIC STORAGE COM 74460D109 1,177 10,325 X 10,325
QLOGIC CORP COM 747277101 334 20,983 X 20,983
QUALCOMM INC COM 747525103 6,857 120,751 X 120,751
QUALITY DISTR INC FLA COM 74756M102 136 10,438 X 10,438
QUANTUM CORP COM DSSG 747906204 451 136,725 X 136,725
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 605 25,112 X 25,112
QUESTAR CORP COM 748356102 298 16,809 X 16,809
QUICKSILVER RESOURCES INC COM 74837R104 381 25,842 X 25,842
RPX CORP COM 74972G103 398 14,200 X 14,200
RF MICRODEVICES INC COM 749941100 386 63,113 X 63,113
RADNET INC COM 750491102 56 12,711 X 12,711
RAMBUS INC DEL COM 750917106 370 25,215 X 25,215
RAYTHEON CO COM NEW 755111507 3,419 68,594 X 68,594
REACHLOCAL INC COM 75525F104 652 31,305 X 31,305
RED ROBIN GOURMET BURGERS IN COM 75689M101 774 21,275 X 21,275
REGAL ENTMT GROUP CL A 758766109 432 34,988 X 34,988
REGIS CORP MINN COM 758932107 154 10,034 X 10,034
RELIANCE STEEL & ALUMINUM CO COM 759509102 837 16,859 X 16,859
RENAISSANCE LEARNING INC COM 75968L105 502 40,017 X 40,017
RENESOLA LTD SPONS ADS 75971T103 468 89,592 X 89,592
RENT A CTR INC NEW COM 76009N100 685 22,407 X 22,407
REVLON INC CL A NEW 761525609 976 58,094 X 58,094
REYNOLDS AMERICAN INC COM 761713106 1,190 32,106 X 32,106
RIGEL PHARMACEUTICALS INC COM NEW 766559603 968 105,529 X 105,529
RIO TINTO PLC SPONSORED ADR 767204100 862 11,918 X 11,918
ROPER INDS INC NEW COM 776696106 804 9,646 X 9,646
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 839 11,802 X 11,802
RUDDICK CORP COM 781258108 404 9,282 X 9,282
RUDOLPH TECHNOLOGIES INC COM 781270103 119 11,070 X 11,070
RYDER SYS INC COM 783549108 291 5,114 X 5,114
S & T BANCORP INC COM 783859101 339 18,258 X 18,258
SFN GROUP INC COM 784153108 700 77,013 X 77,013
SK TELECOM LTD SPONSORED ADR 78440P108 809 43,236 X 43,236
SPDR S&P 500 ETF TR TR UNIT 78462F103 595 4,510 X 4,510
SWS GROUP INC COM 78503N107 66 11,065 X 11,065
SABINE ROYALTY TR UNIT BEN INT 785688102 536 8,407 X 8,407
SAFEWAY INC COM NEW 786514208 840 35,941 X 35,941
ST JUDE MED INC COM 790849103 1,160 24,336 X 24,336
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 481 19,940 X 19,940
SANOFI SPONSORED ADR 80105N105 814 20,269 X 20,269
SANOFI RIGHT 12/31/20 80105N113 42 17,435 X 17,435
SAP AG SPON ADR 803054204 773 12,739 X 12,739
SAPIENT CORP COM 803062108 663 44,135 X 44,135
SAUER-DANFOSS INC COM 804137107 569 11,296 X 11,296
SCANSOURCE INC COM 806037107 735 19,607 X 19,607
SCHLUMBERGER LTD COM 806857108 8,320 96,299 X 96,299
SCHOLASTIC CORP COM 807066105 418 15,698 X 15,698
SCHWAB CHARLES CORP NEW COM 808513105 1,198 72,821 X 72,821
SCIENTIFIC GAMES CORP CL A 80874P109 147 14,169 X 14,169
SEALED AIR CORP NEW COM 81211K100 766 32,217 X 32,217
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 938 61,100 X 61,100
SELECT COMFORT CORP COM 81616X103 538 29,904 X 29,904
SELECTIVE INS GROUP INC COM 816300107 226 13,898 X 13,898
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 403 10,395 X 10,395
SHUTTERFLY INC COM 82568P304 699 12,182 X 12,182
SIEMENS A G SPONSORED ADR 826197501 793 5,766 X 5,766
SILICON IMAGE INC COM 82705T102 758 117,289 X 117,289
SIMON PPTY GROUP INC NEW COM 828806109 3,544 30,490 X 30,490
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,917 174,584 X 174,584
SKY-MOBI LTD SPONSORED ADS 83084G109 438 59,996 X 59,996
SKYWEST INC COM 830879102 333 22,113 X 22,113
SMITHFIELD FOODS INC COM 832248108 970 44,370 X 44,370
SOHU COM INC COM 83408W103 431 5,957 X 5,957
SOLERA HOLDINGS INC COM 83421A104 546 9,228 X 9,228
SONIC CORP COM 835451105 1,247 117,284 X 117,284
SOUFUN HLDGS LTD ADR 836034108 509 24,648 X 24,648
SOUTHERN CO COM 842587107 1,953 48,355 X 48,355
SOUTHERN COPPER CORP COM 84265V105 374 11,363 X 11,363
SOUTHWEST GAS CORP COM 844895102 384 9,950 X 9,950
SOUTHWESTERN ENERGY CO COM 845467109 552 12,878 X 12,878
SPARTAN STORES INC COM 846822104 469 24,014 X 24,014
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,027 110,837 X 110,837
SPREADTRUM COMMUNICATIONS IN ADR 849415203 368 23,320 X 23,320
SPRINT NEXTEL CORP COM SER 1 852061100 1,173 217,640 X 217,640
STAGE STORES INC COM NEW 85254C305 456 27,121 X 27,121
STANDARD PARKING CORP COM 853790103 440 27,535 X 27,535
STAPLES INC COM 855030102 1,946 123,182 X 123,182
STARBUCKS CORP COM 855244109 2,564 64,938 X 64,938
STATE STR CORP COM 857477103 1,665 36,933 X 36,933
STEIN MART INC COM 858375108 174 18,057 X 18,057
STERLING FINL CORP WASH COM NEW 859319303 584 36,351 X 36,351
STEWART ENTERPRISES INC CL A 860370105 81 11,107 X 11,107
STMICROELECTRONICS N V NY REGISTRY 861012102 808 81,112 X 81,112
STRAYER ED INC COM 863236105 563 4,456 X 4,456
STRYKER CORP COM 863667101 1,361 23,182 X 23,182
STURM RUGER & CO INC COM 864159108 751 34,204 X 34,204
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 560 10,711 X 10,711
SUN LIFE FINL INC COM 866796105 791 26,300 X 26,300
SUN HYDRAULICS CORP COM 866942105 620 12,961 X 12,961
SUNSTONE HOTEL INVS INC NEW COM 867892101 635 68,470 X 68,470
SUPERIOR INDS INTL INC COM 868168105 733 33,146 X 33,146
SUPERVALU INC COM 868536103 174 18,477 X 18,477
SUSQUEHANNA BANCSHARES INC P COM 869099101 268 33,558 X 33,558
SYKES ENTERPRISES INC COM 871237103 839 38,985 X 38,985
SYMANTEC CORP COM 871503108 1,169 59,303 X 59,303
SYMETRA FINL CORP COM 87151Q106 143 10,613 X 10,613
SYNAPTICS INC COM 87157D109 801 31,105 X 31,105
SYNOVUS FINL CORP COM 87161C105 126 60,792 X 60,792
SYSCO CORP COM 871829107 828 26,563 X 26,563
TC PIPELINES LP UT COM LTD PRT 87233Q108 394 8,249 X 8,249
TFS FINL CORP COM 87240R107 269 27,746 X 27,746
THQ INC COM NEW 872443403 77 21,378 X 21,378
TJX COS INC NEW COM 872540109 1,586 30,184 X 30,184
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 375 6,354 X 6,354
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 721 47,154 X 47,154
TAL ED GROUP ADS REPSTG COM 874080104 360 33,196 X 33,196
TAOMEE HLDGS LTD SPONSORED ADR 87600Y106 479 46,767 X 46,767
TARGET CORP COM 87612E106 2,007 42,790 X 42,790
TASEKO MINES LTD COM 876511106 449 90,600 X 90,600
TEAM HEALTH HOLDINGS INC COM 87817A107 1,129 50,139 X 50,139
TEKELEC COM 879101103 612 67,032 X 67,032
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 779 50,137 X 50,137
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 870 62,583 X 62,583
TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,564 60,010 X 60,010
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 171 16,922 X 16,922
TELEFONICA S A SPONSORED ADR 879382208 782 31,939 X 31,939
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 788 47,762 X 47,762
TELETECH HOLDINGS INC COM 879939106 557 26,446 X 26,446
TENET HEALTHCARE CORP COM 88033G100 183 29,299 X 29,299
TERADYNE INC COM 880770102 1,662 112,313 X 112,313
TERRA NITROGEN CO L P COM UNIT 881005201 1,362 9,907 X 9,907
TETRA TECHNOLOGIES INC DEL COM 88162F105 322 25,264 X 25,264
TETRA TECH INC NEW COM 88162G103 296 13,169 X 13,169
TESSERA TECHNOLOGIES INC COM 88164L100 786 45,883 X 45,883
TEXAS INSTRS INC COM 882508104 3,696 112,593 X 112,593
THERMO FISHER SCIENTIFIC INC COM 883556102 1,435 22,282 X 22,282
THOMSON REUTERS CORP COM 884903105 523 13,925 X 13,925
THORATEC CORP COM NEW 885175307 391 11,923 X 11,923
3-D SYS CORP DEL COM NEW 88554D205 236 11,998 X 11,998
3M CO COM 88579Y101 4,982 52,522 X 52,522
TIME WARNER INC COM NEW 887317303 2,481 68,215 X 68,215
TIME WARNER CABLE INC COM 88732J207 2,238 28,678 X 28,678
TORO CO COM 891092108 458 7,575 X 7,575
TOTAL S A SPONSORED ADR 89151E109 854 14,758 X 14,758
TRAVELERS COMPANIES INC COM 89417E109 3,686 63,130 X 63,130
TRAVELZOO INC COM 89421Q106 499 7,714 X 7,714
TREX CO INC COM 89531P105 388 15,861 X 15,861
TRIMAS CORP COM NEW 896215209 1,046 42,278 X 42,278
TRUE RELIGION APPAREL INC COM 89784N104 425 14,613 X 14,613
TRUSTCO BK CORP N Y COM 898349105 63 12,803 X 12,803
TRUSTMARK CORP COM 898402102 569 24,312 X 24,312
TYSON FOODS INC CL A 902494103 852 43,863 X 43,863
UMB FINL CORP COM 902788108 673 16,080 X 16,080
US BANCORP DEL COM NEW 902973304 4,531 177,613 X 177,613
USA MOBILITY INC COM 90341G103 537 35,204 X 35,204
U S AIRWAYS GROUP INC COM 90341W108 324 36,323 X 36,323
ULTA SALON COSMETCS & FRAG I COM 90384S303 679 10,507 X 10,507
UMPQUA HLDGS CORP COM 904214103 805 69,581 X 69,581
UNION PAC CORP COM 907818108 4,347 41,639 X 41,639
UNISOURCE ENERGY CORP COM 909205106 983 26,328 X 26,328
UNITED BANKSHARES INC WEST V COM 909907107 598 24,417 X 24,417
UNITED ONLINE INC COM 911268100 592 98,129 X 98,129
UNITED PARCEL SERVICE INC CL B 911312106 3,851 52,804 X 52,804
UNITED TECHNOLOGIES CORP COM 913017109 7,628 86,188 X 86,188
UNITEDHEALTH GROUP INC COM 91324P102 6,410 124,272 X 124,272
UNUM GROUP COM 91529Y106 830 32,585 X 32,585
VOC ENERGY TR TR UNIT 91829B103 480 21,353 X 21,353
VAALCO ENERGY INC COM NEW 91851C201 913 151,708 X 151,708
VAIL RESORTS INC COM 91879Q109 681 14,726 X 14,726
VALE S A ADR 91912E105 811 25,388 X 25,388
VALLEY NATL BANCORP COM 919794107 938 68,935 X 68,935
VALSPAR CORP COM 920355104 781 21,672 X 21,672
VALUECLICK INC COM 92046N102 958 57,737 X 57,737
VARIAN MED SYS INC COM 92220P105 844 12,049 X 12,049
VEECO INSTRS INC DEL COM 922417100 1,655 34,189 X 34,189
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 846 29,855 X 29,855
VERIZON COMMUNICATIONS INC COM 92343V104 10,187 273,633 X 273,633
VIACOM INC NEW CL B 92553P201 1,745 34,210 X 34,210
VISA INC COM CL A 92826C839 3,882 46,070 X 46,070
VISHAY INTERTECHNOLOGY INC COM 928298108 1,176 78,169 X 78,169
VMWARE INC CL A COM 928563402 833 8,313 X 8,313
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 811 30,354 X 30,354
VOLCANO CORPORATION COM 928645100 242 7,483 X 7,483
VONAGE HLDGS CORP COM 92886T201 699 158,528 X 158,528
W & T OFFSHORE INC COM 92922P106 835 31,950 X 31,950
WD-40 CO COM 929236107 478 12,234 X 12,234
WAL MART STORES INC COM 931142103 7,662 144,180 X 144,180
WALGREEN CO COM 931422109 5,048 118,877 X 118,877
WALTER ENERGY INC COM 93317Q105 812 7,014 X 7,014
WARNACO GROUP INC COM NEW 934390402 442 8,451 X 8,451
WARREN RES INC COM 93564A100 209 54,913 X 54,913
WASHINGTON FED INC COM 938824109 672 40,903 X 40,903
WASHINGTON POST CO CL B 939640108 964 2,301 X 2,301
WASTE MGMT INC DEL COM 94106L109 811 21,752 X 21,752
WATERS CORP COM 941848103 774 8,089 X 8,089
WEIGHT WATCHERS INTL INC NEW COM 948626106 579 7,673 X 7,673
WELLCARE HEALTH PLANS INC COM 94946T106 622 12,093 X 12,093
WELLPOINT INC COM 94973V107 3,434 43,592 X 43,592
WELLS FARGO & CO NEW COM 949746101 11,413 406,746 X 406,746
WERNER ENTERPRISES INC COM 950755108 445 17,766 X 17,766
WESTERN ALLIANCE BANCORP COM 957638109 640 90,113 X 90,113
WHIRLPOOL CORP COM 963320106 831 10,225 X 10,225
WILEY JOHN & SONS INC CL A 968223206 346 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 1,673 55,318 X 55,318
WILLIAMS SONOMA INC COM 969904101 1,278 35,016 X 35,016
WINDSTREAM CORP COM 97381W104 769 59,354 X 59,354
WORLD ACCEP CORP DEL COM 981419104 835 12,728 X 12,728
WORTHINGTON INDS INC COM 981811102 728 31,501 X 31,501
WRIGHT MED GROUP INC COM 98235T107 160 10,640 X 10,640
WYNDHAM WORLDWIDE CORP COM 98310W108 944 28,041 X 28,041
XILINX INC COM 983919101 780 21,380 X 21,380
XEROX CORP COM 984121103 1,622 155,819 X 155,819
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 874 19,393 X 19,393
YAHOO INC COM 984332106 1,507 100,169 X 100,169
YONGYE INTL INC COM 98607B106 227 43,280 X 43,280
YUM BRANDS INC COM 988498101 2,267 41,034 X 41,034
ZALE CORP NEW COM 988858106 114 20,436 X 20,436
ZEBRA TECHNOLOGIES CORP CL A 989207105 590 13,995 X 13,995
ZHONGPIN INC COM 98952K107 661 63,041 X 63,041
ZIMMER HLDGS INC COM 98956P102 851 13,470 X 13,470
ZOLTEK COS INC COM 98975W104 198 18,801 X 18,801
ZUMIEZ INC COM 989817101 200 8,029 X 8,029