UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: September 30, 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 November 7, 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: 870
Form 13F Information Table Value Total: $1,106,396
(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
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,645 69,198 X 69,198
CHINA NATURAL RESOURCES INC COM G2110U109 162 15,011 X 15,011
COSAN LTD SHS A G25343107 378 39,868 X 39,868
COVIDIEN PLC SHS G2554F113 2,312 52,423 X 52,423
EVEREST RE GROUP LTD COM G3223R108 1,240 15,621 X 15,621
FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 328 29,737 X 29,737
HELEN OF TROY CORP LTD COM G4388N106 712 28,359 X 28,359
HERBALIFE LTD COM USD SHS G4412G101 499 9,318 X 9,318
MONTPELIER RE HOLDINGS LTD SHS G62185106 206 11,632 X 11,632
PARTNERRE LTD COM G6852T105 484 9,261 X 9,261
SEAGATE TECHNOLOGY PLC SHS G7945M107 512 49,811 X 49,811
WARNER CHILCOTT PLC IRELAND SHS A G94368100 436 30,501 X 30,501
ACE LTD SHS H0023R105 2,060 34,000 X 34,000
GARMIN LTD SHS H2906T109 555 17,476 X 17,476
TE CONNECTIVITY LTD REG SHS H84989104 1,229 43,680 X 43,680
TYCO INTERNATIONAL LTD SHS H89128104 1,447 35,504 X 35,504
FLAGSTONE REINSURANCE HOLDIN COM L3466T104 171 22,121 X 22,121
ALLOT COMMUNICATIONS LTD SHS M0854Q105 111 11,348 X 11,348
CELLCOM ISRAEL LTD SHS M2196U109 414 19,818 X 19,818
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 315 40,409 X 40,409
ASML HOLDING N V NY REG SHS N07059186 491 14,210 X 14,210
CORE LABORATORIES N V COM N22717107 439 4,882 X 4,882
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 571 23,354 X 23,354
COPA HOLDINGS SA CL A P31076105 645 10,532 X 10,532
TEEKAY TANKERS LTD CL A Y8565N102 354 77,048 X 77,048
ABB LTD SPONSORED ADR 000375204 477 27,907 X 27,907
ABM INDS INC COM 000957100 341 17,866 X 17,866
AFC ENTERPRISES INC COM 00104Q107 396 33,448 X 33,448
AFLAC INC COM 001055102 1,748 50,004 X 50,004
AMN HEALTHCARE SERVICES INC COM 001744101 54 13,582 X 13,582
AOL INC COM 00184X105 342 28,515 X 28,515
AT&T INC COM 00206R102 13,199 462,781 X 462,781
ATMI INC COM 00207R101 216 13,641 X 13,641
AZZ INC COM 002474104 712 18,367 X 18,367
ABBOTT LABS COM 002824100 5,859 114,562 X 114,562
ABIOMED INC COM 003654100 134 12,154 X 12,154
ACI WORLDWIDE INC COM 004498101 747 27,136 X 27,136
ACORDA THERAPEUTICS INC COM 00484M106 377 18,868 X 18,868
ACTIVISION BLIZZARD INC COM 00507V109 709 59,605 X 59,605
ACTUANT CORP CL A NEW 00508X203 780 39,518 X 39,518
ACXIOM CORP COM 005125109 450 42,265 X 42,265
ADOBE SYS INC COM 00724F101 914 37,835 X 37,835
ADVANCE AUTO PARTS INC COM 00751Y106 1,223 21,047 X 21,047
AEROPOSTALE COM 007865108 181 16,731 X 16,731
AEROVIRONMENT INC COM 008073108 269 9,545 X 9,545
AETNA INC NEW COM 00817Y108 1,370 37,702 X 37,702
AIR PRODS & CHEMS INC COM 009158106 1,203 15,753 X 15,753
AKORN INC COM 009728106 390 49,997 X 49,997
ALASKA COMMUNICATIONS SYS GR COM 01167P101 317 48,368 X 48,368
ALCOA INC COM 013817101 1,004 104,873 X 104,873
ALIGN TECHNOLOGY INC COM 016255101 1,252 82,529 X 82,529
ALLERGAN INC COM 018490102 2,210 26,826 X 26,826
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 263 4,005 X 4,005
ALLIANT TECHSYSTEMS INC COM 018804104 512 9,384 X 9,384
ALLSTATE CORP COM 020002101 1,462 61,731 X 61,731
ALTRIA GROUP INC COM 02209S103 4,289 159,969 X 159,969
ALUMINA LTD SPONSORED ADR 022205108 490 86,770 X 86,770
AMAZON COM INC COM 023135106 7,133 32,990 X 32,990
AMERCO COM 023586100 338 5,412 X 5,412
AMEREN CORP COM 023608102 554 18,626 X 18,626
AMERICAN AXLE & MFG HLDGS IN COM 024061103 850 111,372 X 111,372
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,241 45,810 X 45,810
AMERICAN CAP LTD COM 02503Y103 306 44,871 X 44,871
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 394 33,623 X 33,623
AMERICAN ELEC PWR INC COM 025537101 705 18,551 X 18,551
AMERICAN EXPRESS CO COM 025816109 4,175 92,983 X 92,983
AMERICAN FINL GROUP INC OHIO COM 025932104 1,241 39,945 X 39,945
AMERICAN INTL GROUP INC COM NEW 026874784 723 32,958 X 32,958
AMERICAN SCIENCE & ENGR INC COM 029429107 460 7,539 X 7,539
AMERICAN STS WTR CO COM 029899101 567 16,700 X 16,700
AMERICAN TOWER CORP CL A 029912201 1,592 29,583 X 29,583
AMERICAS CAR MART INC COM 03062T105 468 16,124 X 16,124
AMERISTAR CASINOS INC COM 03070Q101 403 25,107 X 25,107
AMERIGROUP CORP COM 03073T102 313 8,027 X 8,027
AMERIPRISE FINL INC COM 03076C106 695 17,647 X 17,647
AMETEK INC NEW COM 031100100 667 20,237 X 20,237
AMGEN INC COM 031162100 3,822 69,537 X 69,537
AMSURG CORP COM 03232P405 268 11,901 X 11,901
AMTECH SYS INC COM PAR $0.01N 032332504 102 12,725 X 12,725
AMTRUST FINANCIAL SERVICES I COM 032359309 1,224 54,989 X 54,989
ANADARKO PETE CORP COM 032511107 2,328 36,928 X 36,928
ANALOG DEVICES INC COM 032654105 488 15,622 X 15,622
ANGIODYNAMICS INC COM 03475V101 134 10,165 X 10,165
ANNALY CAP MGMT INC COM 035710409 1,206 72,501 X 72,501
APACHE CORP COM 037411105 2,264 28,213 X 28,213
APPLE INC COM 037833100 28,172 73,879 X 73,879
APPLIED MATLS INC COM 038222105 1,817 175,500 X 175,500
ARCHER DANIELS MIDLAND CO COM 039483102 1,469 59,194 X 59,194
ARTHROCARE CORP COM 043136100 570 19,817 X 19,817
ASIAINFO-LINKAGE INC COM 04518A104 147 19,975 X 19,975
ASSOCIATED BANC CORP COM 045487105 98 10,521 X 10,521
ASTEC INDS INC COM 046224101 216 7,379 X 7,379
ASTORIA FINL CORP COM 046265104 269 34,993 X 34,993
ASTRAZENECA PLC SPONSORED ADR 046353108 522 11,768 X 11,768
ATHENAHEALTH INC COM 04685W103 345 5,790 X 5,790
AUTOLIV INC COM 052800109 1,380 28,456 X 28,456
AUTOMATIC DATA PROCESSING IN COM 053015103 2,056 43,614 X 43,614
AUTOZONE INC COM 053332102 826 2,588 X 2,588
AVEO PHARMACEUTICALS INC COM 053588109 439 28,529 X 28,529
AVISTA CORP COM 05379B107 650 27,255 X 27,255
BB&T CORP COM 054937107 1,627 76,293 X 76,293
B & G FOODS INC NEW COM 05508R106 177 10,616 X 10,616
BOK FINL CORP COM NEW 05561Q201 509 10,863 X 10,863
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 566 5,371 X 5,371
BT GROUP PLC ADR 05577E101 581 21,796 X 21,796
BAKER HUGHES INC COM 057224107 936 20,274 X 20,274
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 543 66,840 X 66,840
BANCO MACRO SA SPON ADR B 05961W105 424 21,211 X 21,211
BANCO SANTANDER SA ADR 05964H105 492 61,141 X 61,141
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 511 6,956 X 6,956
BANCORPSOUTH INC COM 059692103 1,095 124,689 X 124,689
BANK OF AMERICA CORPORATION COM 060505104 5,428 886,867 X 886,867
BANK HAWAII CORP COM 062540109 304 8,339 X 8,339
BANK OF NEW YORK MELLON CORP COM 064058100 2,389 128,498 X 128,498
BARCLAYS PLC ADR 06738E204 523 53,483 X 53,483
BARNES GROUP INC COM 067806109 423 21,999 X 21,999
BAXTER INTL INC COM 071813109 3,573 63,645 X 63,645
BECTON DICKINSON & CO COM 075887109 1,209 16,487 X 16,487
BED BATH & BEYOND INC COM 075896100 760 13,256 X 13,256
BELDEN INC COM 077454106 1,045 40,501 X 40,501
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,318 145,237 X 145,237
BEST BUY INC COM 086516101 467 20,062 X 20,062
BIG LOTS INC COM 089302103 387 11,100 X 11,100
BIGLARI HLDGS INC COM 08986R101 337 1,136 X 1,136
BIOGEN IDEC INC COM 09062X103 1,995 21,418 X 21,418
BLACKBAUD INC COM 09227Q100 478 21,476 X 21,476
BLACKROCK INC COM 09247X101 1,491 10,075 X 10,075
BLOCK H & R INC COM 093671105 655 49,223 X 49,223
BLUE NILE INC COM 09578R103 293 8,302 X 8,302
BOB EVANS FARMS INC COM 096761101 613 21,494 X 21,494
BOEING CO COM 097023105 3,843 63,516 X 63,516
BOISE INC COM 09746Y105 299 57,839 X 57,839
BOSTON BEER INC CL A 100557107 382 5,253 X 5,253
BRADY CORP CL A 104674106 226 8,560 X 8,560
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 86 10,683 X 10,683
BRIDGEPOINT ED INC COM 10807M105 948 54,340 X 54,340
BRIGGS & STRATTON CORP COM 109043109 220 16,263 X 16,263
BRIGHTPOINT INC COM NEW 109473405 1,452 157,491 X 157,491
BRINKER INTL INC COM 109641100 836 39,961 X 39,961
BRINKS CO COM 109696104 466 20,008 X 20,008
BRISTOL MYERS SQUIBB CO COM 110122108 5,476 174,495 X 174,495
BROADCOM CORP CL A 111320107 2,340 70,303 X 70,303
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 143 33,143 X 33,143
BROOKLINE BANCORP INC DEL COM 11373M107 235 30,499 X 30,499
BROOKS AUTOMATION INC COM 114340102 647 79,353 X 79,353
BRUKER CORP COM 116794108 727 53,746 X 53,746
BRUNSWICK CORP COM 117043109 429 30,554 X 30,554
BUCKEYE TECHNOLOGIES INC COM 118255108 318 13,196 X 13,196
BUCKLE INC COM 118440106 1,339 34,804 X 34,804
CBL & ASSOC PPTYS INC COM 124830100 706 62,137 X 62,137
CBS CORP NEW CL B 124857202 1,684 82,641 X 82,641
CME GROUP INC COM 12572Q105 2,002 8,123 X 8,123
CPI CORP COM 125902106 296 47,765 X 47,765
CNOOC LTD SPONSORED ADR 126132109 522 3,255 X 3,255
CNO FINL GROUP INC COM 12621E103 676 124,937 X 124,937
CRH PLC ADR 12626K203 482 31,064 X 31,064
CSG SYS INTL INC COM 126349109 699 55,321 X 55,321
CSX CORP COM 126408103 2,243 120,114 X 120,114
CVS CAREMARK CORPORATION COM 126650100 2,816 83,839 X 83,839
CACI INTL INC CL A 127190304 1,284 25,705 X 25,705
CADENCE DESIGN SYSTEM INC COM 127387108 881 95,393 X 95,393
CAL DIVE INTL INC DEL COM 12802T101 183 95,660 X 95,660
CAL MAINE FOODS INC COM NEW 128030202 1,205 38,344 X 38,344
CALIPER LIFE SCIENCES INC COM 130872104 450 42,995 X 42,995
CALIX INC COM 13100M509 341 43,710 X 43,710
CALLAWAY GOLF CO COM 131193104 93 18,016 X 18,016
CALLON PETE CO DEL COM 13123X102 275 71,172 X 71,172
CANON INC ADR 138006309 586 12,952 X 12,952
CAPELLA EDUCATION COMPANY COM 139594105 714 25,152 X 25,152
CAPITAL ONE FINL CORP COM 14040H105 1,351 34,079 X 34,079
CARDINAL HEALTH INC COM 14149Y108 1,433 34,214 X 34,214
CARDTRONICS INC COM 14161H108 739 32,238 X 32,238
CAREER EDUCATION CORP COM 141665109 226 17,310 X 17,310
CARMIKE CINEMAS INC COM 143436400 310 46,958 X 46,958
CARNIVAL CORP PAIRED CTF 143658300 968 31,959 X 31,959
CARTER INC COM 146229109 319 10,434 X 10,434
CASEYS GEN STORES INC COM 147528103 452 10,366 X 10,366
CASH AMER INTL INC COM 14754D100 697 13,628 X 13,628
CATERPILLAR INC DEL COM 149123101 5,352 72,479 X 72,479
CATHAY GENERAL BANCORP COM 149150104 145 12,722 X 12,722
CATO CORP NEW CL A 149205106 460 20,378 X 20,378
CAVIUM INC COM 14964U108 221 8,199 X 8,199
CEDAR FAIR L P DEPOSITRY UNIT 150185106 489 25,897 X 25,897
CELADON GROUP INC COM 150838100 318 35,787 X 35,787
CELGENE CORP COM 151020104 2,821 45,573 X 45,573
CEPHEID COM 15670R107 293 7,545 X 7,545
CENTURYLINK INC COM 156700106 1,976 59,674 X 59,674
CERADYNE INC COM 156710105 554 20,596 X 20,596
CEVA INC COM 157210105 415 17,058 X 17,058
CHANGYOU COM LTD ADS REP CL A 15911M107 616 24,338 X 24,338
CHEESECAKE FACTORY INC COM 163072101 428 17,379 X 17,379
CHEMTURA CORP COM NEW 163893209 115 11,433 X 11,433
CHESAPEAKE ENERGY CORP COM 165167107 1,246 48,758 X 48,758
CHESAPEAKE LODGING TR SH BEN INT 165240102 477 39,521 X 39,521
CHEVRON CORP NEW COM 166764100 16,083 173,702 X 173,702
CHICOS FAS INC COM 168615102 559 48,940 X 48,940
CHILDRENS PL RETAIL STORES I COM 168905107 411 8,829 X 8,829
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 494 10,140 X 10,140
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 513 5,357 X 5,357
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 748 36,677 X 36,677
CHOICE HOTELS INTL INC COM 169905106 314 10,558 X 10,558
CHIQUITA BRANDS INTL INC COM 170032809 425 50,927 X 50,927
CHUBB CORP COM 171232101 1,847 30,788 X 30,788
CHURCHILL DOWNS INC COM 171484108 494 12,654 X 12,654
CISCO SYS INC COM 17275R102 7,615 491,312 X 491,312
CITIGROUP INC COM NEW 172967424 6,397 249,722 X 249,722
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 398 42,519 X 42,519
CLIFFS NATURAL RESOURCES INC COM 18683K101 660 12,907 X 12,907
CLOUD PEAK ENERGY INC COM 18911Q102 365 21,537 X 21,537
COACH INC COM 189754104 1,135 21,896 X 21,896
CNINSURE INC SPONSORED ADR 18976M103 161 23,052 X 23,052
COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP104 484 27,048 X 27,048
COCA COLA CO COM 191216100 9,923 146,871 X 146,871
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 750 8,453 X 8,453
COGNEX CORP COM 192422103 264 9,734 X 9,734
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,423 22,693 X 22,693
COINSTAR INC COM 19259P300 1,469 36,736 X 36,736
COLGATE PALMOLIVE CO COM 194162103 3,224 36,357 X 36,357
COLUMBIA BKG SYS INC COM 197236102 184 12,830 X 12,830
COMCAST CORP NEW CL A 20030N101 6,222 297,405 X 297,405
COMMERCE BANCSHARES INC COM 200525103 370 10,636 X 10,636
COMMONWEALTH REIT COM SH BEN INT 203233101 799 42,098 X 42,098
COMMUNITY BK SYS INC COM 203607106 1,224 53,958 X 53,958
COMMUNITY HEALTH SYS INC NEW COM 203668108 712 42,813 X 42,813
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 476 32,075 X 32,075
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 493 10,629 X 10,629
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 698 18,499 X 18,499
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 644 52,892 X 52,892
COMPLETE PRODUCTION SERVICES COM 20453E109 630 33,429 X 33,429
COMPUTER PROGRAMS & SYS INC COM 205306103 519 7,851 X 7,851
COMPUTER SCIENCES CORP COM 205363104 476 17,724 X 17,724
CON-WAY INC COM 205944101 421 19,019 X 19,019
CONNS INC COM 208242107 75 10,508 X 10,508
CONOCOPHILLIPS COM 20825C104 8,407 132,766 X 132,766
CONSOLIDATED COMM HLDGS INC COM 209034107 360 19,921 X 19,921
CONSOLIDATED GRAPHICS INC COM 209341106 340 9,310 X 9,310
CONSTANT CONTACT INC COM 210313102 350 20,219 X 20,219
CONSTELLATION BRANDS INC CL A 21036P108 473 26,266 X 26,266
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 558 10,200 X 10,200
CONTINUCARE CORP COM 212172100 80 12,573 X 12,573
COOPER COS INC COM NEW 216648402 1,000 12,633 X 12,633
CORELOGIC INC COM 21871D103 467 43,734 X 43,734
CORNING INC COM 219350105 790 63,913 X 63,913
CORPORATE EXECUTIVE BRD CO COM 21988R102 395 13,250 X 13,250
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 403 18,504 X 18,504
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 351 15,467 X 15,467
COSTCO WHSL CORP NEW COM 22160K105 3,875 47,177 X 47,177
CRACKER BARREL OLD CTRY STOR COM 22410J106 320 7,988 X 7,988
CROSS TIMBERS RTY TR TR UNIT 22757R109 469 10,527 X 10,527
CROSSTEX ENERGY L P COM 22765U102 175 10,780 X 10,780
CUBIC CORP COM 229669106 518 13,253 X 13,253
CUBIST PHARMACEUTICALS INC COM 229678107 460 13,020 X 13,020
CULLEN FROST BANKERS INC COM 229899109 494 10,768 X 10,768
CUMMINS INC COM 231021106 1,836 22,489 X 22,489
CURTISS WRIGHT CORP COM 231561101 405 14,050 X 14,050
CYMER INC COM 232572107 474 12,763 X 12,763
CYPRESS SEMICONDUCTOR CORP COM 232806109 389 25,984 X 25,984
DCT INDUSTRIAL TRUST INC COM 233153105 136 30,897 X 30,897
DFC GLOBAL CORP COM 23324T107 430 19,708 X 19,708
DSW INC CL A 23334L102 447 9,673 X 9,673
DTS INC COM 23335C101 369 14,879 X 14,879
DANAHER CORP DEL COM 235851102 1,138 27,145 X 27,145
DEALERTRACK HLDGS INC COM 242309102 489 31,212 X 31,212
DELL INC COM 24702R101 2,788 197,184 X 197,184
DELPHI FINL GROUP INC CL A 247131105 856 39,757 X 39,757
DELTA AIR LINES INC DEL COM NEW 247361702 690 92,003 X 92,003
DELUXE CORP COM 248019101 282 15,185 X 15,185
DEMAND MEDIA INC COM 24802N109 453 56,628 X 56,628
DENNYS CORP COM 24869P104 425 127,583 X 127,583
DEVON ENERGY CORP NEW COM 25179M103 1,760 31,750 X 31,750
DEVRY INC DEL COM 251893103 306 8,271 X 8,271
DEXCOM INC COM 252131107 159 13,251 X 13,251
DIAMOND OFFSHORE DRILLING IN COM 25271C102 528 9,647 X 9,647
DIGITAL RIV INC COM 25388B104 442 21,298 X 21,298
DISNEY WALT CO COM DISNEY 254687106 4,272 141,654 X 141,654
DISCOVER FINL SVCS COM 254709108 743 32,395 X 32,395
DIRECTV COM CL A 25490A101 3,554 84,069 X 84,069
DOLBY LABORATORIES INC COM 25659T107 227 8,278 X 8,278
DOMINION RES INC VA NEW COM 25746U109 2,372 46,713 X 46,713
DOMINOS PIZZA INC COM 25754A201 538 19,738 X 19,738
DOMTAR CORP COM NEW 257559203 381 5,593 X 5,593
DONNELLEY R R & SONS CO COM 257867101 527 37,310 X 37,310
DORCHESTER MINERALS LP COM UNIT 25820R105 210 8,844 X 8,844
DOVER CORP COM 260003108 686 14,711 X 14,711
DOW CHEM CO COM 260543103 2,976 132,491 X 132,491
DU PONT E I DE NEMOURS & CO COM 263534109 5,006 125,241 X 125,241
DUKE ENERGY CORP NEW COM 26441C105 3,130 156,591 X 156,591
DUKE REALTY CORP COM NEW 264411505 334 31,807 X 31,807
DYNAVOX INC CL A 26817F104 139 38,627 X 38,627
DYNEX CAP INC COM NEW 26817Q506 895 111,018 X 111,018
E M C CORP MASS COM 268648102 3,659 174,344 X 174,344
EOG RES INC COM 26875P101 1,416 19,940 X 19,940
EARTHLINK INC COM 270321102 683 104,615 X 104,615
EAST WEST BANCORP INC COM 27579R104 222 14,906 X 14,906
EBAY INC COM 278642103 3,599 122,052 X 122,052
EBIX INC COM NEW 278715206 196 13,301 X 13,301
ECHOSTAR CORP CL A 278768106 450 19,914 X 19,914
ELECTRO SCIENTIFIC INDS COM 285229100 183 15,379 X 15,379
ELECTRONICS FOR IMAGING INC COM 286082102 951 70,568 X 70,568
EMBRAER S A SP ADR REP 4 C 29082A107 564 22,250 X 22,250
EMCOR GROUP INC COM 29084Q100 551 27,102 X 27,102
EMERSON ELEC CO COM 291011104 1,739 42,094 X 42,094
EMPLOYERS HOLDINGS INC COM 292218104 320 25,076 X 25,076
ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 403 21,551 X 21,551
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 688 24,588 X 24,588
ENERGEN CORP COM 29265N108 398 9,735 X 9,735
ENERGY PARTNERS LTD COM NEW 29270U303 357 32,264 X 32,264
ENERSIS S A SPONSORED ADR 29274F104 503 29,749 X 29,749
ENERSYS COM 29275Y102 433 21,620 X 21,620
ENERGYSOLUTIONS INC COM 292756202 497 140,700 X 140,700
ENERNOC INC COM 292764107 140 15,502 X 15,502
ENPRO INDS INC COM 29355X107 365 12,311 X 12,311
ENSIGN GROUP INC COM 29358P101 519 22,469 X 22,469
ENTEGRIS INC COM 29362U104 523 82,010 X 82,010
ENTERPRISE PRODS PARTNERS L COM 293792107 719 17,902 X 17,902
EQUIFAX INC COM 294429105 428 13,910 X 13,910
ERESEARCHTECHNOLOGY INC COM 29481V108 48 10,672 X 10,672
ERICSSON L M TEL CO ADR B SEK 10 294821608 1,209 126,575 X 126,575
ERIE INDTY CO CL A 29530P102 325 4,564 X 4,564
ESCO TECHNOLOGIES INC COM 296315104 336 13,174 X 13,174
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 538 9,209 X 9,209
EXCEL TR INC COM 30068C109 450 46,754 X 46,754
EXELON CORP COM 30161N101 2,391 56,113 X 56,113
EXLSERVICE HOLDINGS INC COM 302081104 404 18,360 X 18,360
EXPRESS SCRIPTS INC COM 302182100 1,465 39,532 X 39,532
EXPRESS INC COM 30219E103 860 42,378 X 42,378
EXXON MOBIL CORP COM 30231G102 29,401 404,812 X 404,812
FNB CORP PA COM 302520101 506 59,032 X 59,032
FAIR ISAAC CORP COM 303250104 416 19,068 X 19,068
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 137 12,646 X 12,646
FAMILY DLR STORES INC COM 307000109 520 10,228 X 10,228
FEDEX CORP COM 31428X106 2,258 33,361 X 33,361
51JOB INC SP ADR REP COM 316827104 338 8,461 X 8,461
FINISH LINE INC CL A 317923100 421 21,045 X 21,045
FIRST AMERN FINL CORP COM 31847R102 437 34,148 X 34,148
FIRST COMWLTH FINL CORP PA COM 319829107 307 82,966 X 82,966
FIRST FINL BANKSHARES COM 32020R109 345 13,174 X 13,174
FIRST FINL BANCORP OH COM 320209109 170 12,326 X 12,326
FIRST MERCHANTS CORP COM 320817109 82 11,674 X 11,674
FIRST MIDWEST BANCORP DEL COM 320867104 84 11,464 X 11,464
FIRST NIAGARA FINL GP INC COM 33582V108 96 10,508 X 10,508
FIRSTENERGY CORP COM 337932107 2,173 48,396 X 48,396
FLOTEK INDS INC DEL COM 343389102 688 147,241 X 147,241
FLY LEASING LTD SPONSORED ADR 34407D109 442 38,921 X 38,921
FOOT LOCKER INC COM 344849104 755 37,556 X 37,556
FORD MTR CO DEL COM PAR $0.01 345370860 2,683 277,452 X 277,452
FRANCE TELECOM SPONSORED ADR 35177Q105 511 31,208 X 31,208
FRANKLIN RES INC COM 354613101 1,035 10,825 X 10,825
FREDS INC CL A 356108100 139 13,014 X 13,014
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,264 140,040 X 140,040
FRESH MKT INC COM 35804H106 511 13,401 X 13,401
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,216 199,042 X 199,042
G & K SVCS INC CL A 361268105 229 8,953 X 8,953
GT ADVANCED TECHNOLOGIES INC COM 36191U106 934 133,103 X 133,103
GANNETT INC COM 364730101 331 34,781 X 34,781
GAP INC DEL COM 364760108 477 29,399 X 29,399
GARDNER DENVER INC COM 365558105 664 10,454 X 10,454
GENERAL DYNAMICS CORP COM 369550108 2,897 50,920 X 50,920
GENERAL ELECTRIC CO COM 369604103 13,408 880,957 X 880,957
GENERAL MLS INC COM 370334104 1,841 47,840 X 47,840
GENERAL MTRS CO COM 37045V100 1,144 56,690 X 56,690
GENESIS ENERGY L P UNIT LTD PARTN 371927104 424 17,516 X 17,516
GENUINE PARTS CO COM 372460105 706 13,904 X 13,904
GEOEYE INC COM 37250W108 388 13,698 X 13,698
GIBRALTAR INDS INC COM 374689107 157 19,324 X 19,324
GILEAD SCIENCES INC COM 375558103 2,320 59,788 X 59,788
GLACIER BANCORP INC NEW COM 37637Q105 176 18,753 X 18,753
GLADSTONE CAPITAL CORP COM 376535100 133 19,387 X 19,387
GLADSTONE INVT CORP COM 376546107 124 18,195 X 18,195
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 519 12,570 X 12,570
GLOBAL PMTS INC COM 37940X102 741 18,354 X 18,354
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 443 19,044 X 19,044
GLOBE SPECIALTY METALS INC COM 37954N206 449 30,905 X 30,905
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 674 43,971 X 43,971
GOLDMAN SACHS GROUP INC COM 38141G104 4,364 46,152 X 46,152
GOOGLE INC CL A 38259P508 9,643 18,722 X 18,722
GOVERNMENT PPTYS INCOME TR COM SHS BEN IN 38376A103 465 21,627 X 21,627
GRAN TIERRA ENERGY INC COM 38500T101 284 59,600 X 59,600
GRAPHIC PACKAGING HLDG CO COM 388689101 127 36,851 X 36,851
GROUP 1 AUTOMOTIVE INC COM 398905109 566 15,926 X 15,926
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 397 47,995 X 47,995
HCC INS HLDGS INC COM 404132102 507 18,753 X 18,753
HFF INC CL A 40418F108 159 18,216 X 18,216
HSBC HLDGS PLC SPON ADR NEW 404280406 475 12,490 X 12,490
HSN INC COM 404303109 381 11,502 X 11,502
HALLIBURTON CO COM 406216101 1,510 49,488 X 49,488
HANCOCK HLDG CO COM 410120109 224 8,340 X 8,340
HANOVER INS GROUP INC COM 410867105 631 17,772 X 17,772
HARLEY DAVIDSON INC COM 412822108 667 19,433 X 19,433
HARRIS CORP DEL COM 413875105 490 14,348 X 14,348
HARSCO CORP COM 415864107 389 20,086 X 20,086
HARRY WINSTON DIAMOND CORP COM 41587B100 128 12,585 X 12,585
HARTE-HANKS INC COM 416196103 105 12,356 X 12,356
HARTFORD FINL SVCS GROUP INC COM 416515104 446 27,643 X 27,643
HAWAIIAN HOLDINGS INC COM 419879101 434 103,163 X 103,163
HAYNES INTERNATIONAL INC COM NEW 420877201 1,185 27,272 X 27,272
HEALTHCARE RLTY TR COM 421946104 436 25,870 X 25,870
HEARTLAND EXPRESS INC COM 422347104 400 29,526 X 29,526
HEARTLAND PMT SYS INC COM 42235N108 419 21,249 X 21,249
HECLA MNG CO COM 422704106 280 52,320 X 52,320
HEICO CORP NEW COM 422806109 664 13,482 X 13,482
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 688 52,534 X 52,534
HESS CORP COM 42809H107 598 11,407 X 11,407
HEWLETT PACKARD CO COM 428236103 4,100 182,613 X 182,613
HI-TECH PHARMACAL INC COM 42840B101 933 27,776 X 27,776
HILL INTERNATIONAL INC COM 431466101 214 45,822 X 45,822
HILL ROM HLDGS INC COM 431475102 809 26,949 X 26,949
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 519 10,545 X 10,545
HOLLYFRONTIER CORP COM 436106108 693 26,413 X 26,413
HOME DEPOT INC COM 437076102 3,945 120,004 X 120,004
HONEYWELL INTL INC COM 438516106 4,198 95,608 X 95,608
HORSEHEAD HLDG CORP COM 440694305 453 60,999 X 60,999
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 378 17,827 X 17,827
HOT TOPIC INC COM 441339108 460 60,352 X 60,352
HUDSON CITY BANCORP COM 443683107 702 124,047 X 124,047
HUGOTON RTY TR TEX UNIT BEN INT 444717102 555 26,088 X 26,088
HUMANA INC COM 444859102 738 10,150 X 10,150
HURON CONSULTING GROUP INC COM 447462102 783 25,149 X 25,149
IDT CORP CL B NEW 448947507 353 17,317 X 17,317
IAC INTERACTIVECORP COM PAR $.001 44919P508 757 19,152 X 19,152
ITT EDUCATIONAL SERVICES INC COM 45068B109 633 10,996 X 10,996
IGATE CORP COM 45169U105 428 37,121 X 37,121
ILLINOIS TOOL WKS INC COM 452308109 760 18,280 X 18,280
IMPERIAL OIL LTD COM NEW 453038408 719 19,900 X 19,900
INFOSPACE INC COM PAR $.0001 45678T300 308 36,803 X 36,803
INNOPHOS HOLDINGS INC COM 45774N108 468 11,738 X 11,738
INTEL CORP COM 458140100 10,243 480,124 X 480,124
INTEGRYS ENERGY GROUP INC COM 45822P105 303 6,224 X 6,224
INTERACTIVE BROKERS GROUP IN COM 45841N107 729 52,327 X 52,327
INTERLINE BRANDS INC COM 458743101 437 33,962 X 33,962
INTERMEC INC COM 458786100 142 21,764 X 21,764
INTERNATIONAL BANCSHARES COR COM 459044103 440 33,496 X 33,496
INTERNATIONAL BUSINESS MACHS COM 459200101 17,377 99,372 X 99,372
INTERNATIONAL SPEEDWAY CORP CL A 460335201 559 24,479 X 24,479
INTERSIL CORP CL A 46069S109 567 55,086 X 55,086
INTERSECTIONS INC COM 460981301 334 26,122 X 26,122
INTRALINKS HLDGS INC COM 46118H104 397 52,850 X 52,850
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 184 18,800 X 18,800
INVESTORS BANCORP INC COM 46146P102 189 15,000 X 15,000
ION GEOPHYSICAL CORP COM 462044108 377 79,784 X 79,784
ISHARES TR RUSSELL MIDCAP 464287499 48,732 552,200 X 552,200
ISHARES TR RUSL 2000 VALU 464287630 6,262 109,800 X 109,800
ISHARES TR RUSSELL 2000 464287655 24,215 376,600 X 376,600
ITRON INC COM 465741106 855 28,993 X 28,993
JPMORGAN CHASE & CO COM 46625H100 9,988 331,605 X 331,605
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 827 30,762 X 30,762
JABIL CIRCUIT INC COM 466313103 185 10,373 X 10,373
JANUS CAP GROUP INC COM 47102X105 185 30,764 X 30,764
JAZZ PHARMACEUTICALS INC COM 472147107 417 10,044 X 10,044
JETBLUE AIRWAYS CORP COM 477143101 730 178,455 X 178,455
JIAYUAN COM INTL LTD SPONSORED ADR 477374102 252 31,560 X 31,560
JOHNSON & JOHNSON COM 478160104 13,490 211,801 X 211,801
JOHNSON CTLS INC COM 478366107 1,588 60,237 X 60,237
JOY GLOBAL INC COM 481165108 1,005 16,118 X 16,118
JUNIPER NETWORKS INC COM 48203R104 422 24,426 X 24,426
KLA-TENCOR CORP COM 482480100 519 13,556 X 13,556
KT CORP SPONSORED ADR 48268K101 492 33,259 X 33,259
KAISER ALUMINUM CORP COM PAR $0.01 483007704 416 9,396 X 9,396
KAPSTONE PAPER & PACKAGING C COM 48562P103 425 30,620 X 30,620
KAYDON CORP COM 486587108 219 7,645 X 7,645
KELLOGG CO COM 487836108 982 18,463 X 18,463
KELLY SVCS INC CL A 488152208 280 24,550 X 24,550
KEMET CORP COM NEW 488360207 471 65,914 X 65,914
KIMBERLY CLARK CORP COM 494368103 2,093 29,474 X 29,474
KINETIC CONCEPTS INC COM NEW 49460W208 713 10,814 X 10,814
KINROSS GOLD CORP COM NO PAR 496902404 666 45,040 X 45,040
KNOLL INC COM NEW 498904200 713 52,025 X 52,025
KNIGHT CAP GROUP INC CL A COM 499005106 438 36,055 X 36,055
KNIGHT TRANSN INC COM 499064103 165 12,362 X 12,362
KOHLBERG CAPITAL CORP COM 500233101 116 19,842 X 19,842
KOHLS CORP COM 500255104 1,072 21,839 X 21,839
KONGZHONG CORP SPONSORED ADR 50047P104 637 158,080 X 158,080
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 505 28,142 X 28,142
KOPPERS HOLDINGS INC COM 50060P106 546 21,327 X 21,327
KRAFT FOODS INC CL A 50075N104 4,132 123,060 X 123,060
KRATON PERFORMANCE POLYMERS COM 50077C106 454 28,063 X 28,063
KROGER CO COM 501044101 2,054 93,550 X 93,550
KULICKE & SOFFA INDS INC COM 501242101 256 34,305 X 34,305
LAN AIRLINES S A SPONSORED ADR 501723100 494 23,920 X 23,920
LHC GROUP INC COM 50187A107 461 27,033 X 27,033
LTX-CREDENCE CORP COM NEW 502403207 327 61,759 X 61,759
L-3 COMMUNICATIONS HLDGS INC COM 502424104 554 8,936 X 8,936
LAS VEGAS SANDS CORP COM 517834107 1,102 28,749 X 28,749
LATTICE SEMICONDUCTOR CORP COM 518415104 451 85,884 X 85,884
LAUDER ESTEE COS INC CL A 518439104 1,035 11,781 X 11,781
LEAR CORP COM NEW 521865204 756 17,619 X 17,619
LEGGETT & PLATT INC COM 524660107 876 44,274 X 44,274
LENDER PROCESSING SVCS INC COM 52602E102 446 32,612 X 32,612
LIFE TECHNOLOGIES CORP COM 53217V109 693 18,041 X 18,041
LIFEPOINT HOSPITALS INC COM 53219L109 1,287 35,135 X 35,135
LILLY ELI & CO COM 532457108 3,331 90,088 X 90,088
LINCOLN EDL SVCS CORP COM 533535100 570 70,403 X 70,403
LINEAR TECHNOLOGY CORP COM 535678106 502 18,160 X 18,160
LINKEDIN CORP COM CL A 53578A108 439 5,621 X 5,621
LIQUIDITY SERVICES INC COM 53635B107 573 17,877 X 17,877
LIVE NATION ENTERTAINMENT IN COM 538034109 139 17,320 X 17,320
LOCKHEED MARTIN CORP COM 539830109 2,061 28,372 X 28,372
LOEWS CORP COM 540424108 812 23,506 X 23,506
LORILLARD INC COM 544147101 539 4,870 X 4,870
LOWES COS INC COM 548661107 1,899 98,200 X 98,200
LULULEMON ATHLETICA INC COM 550021109 407 8,356 X 8,356
LUMINEX CORP DEL COM 55027E102 315 14,204 X 14,204
M & T BK CORP COM 55261F104 503 7,192 X 7,192
MB FINANCIAL INC NEW COM 55264U108 442 30,039 X 30,039
MFA FINANCIAL INC COM 55272X102 145 20,642 X 20,642
MGE ENERGY INC COM 55277P104 359 8,834 X 8,834
MI DEVS INC COM 55304X104 211 7,931 X 7,931
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 340 15,141 X 15,141
MAGELLAN HEALTH SVCS INC COM NEW 559079207 627 12,977 X 12,977
MAGNA INTL INC COM 559222401 750 22,743 X 22,743
MANTECH INTL CORP CL A 564563104 697 22,200 X 22,200
MANULIFE FINL CORP COM 56501R106 465 41,017 X 41,017
MARATHON OIL CORP COM 565849106 2,473 114,602 X 114,602
MARATHON PETE CORP COM 56585A102 709 26,212 X 26,212
MARCHEX INC CL B 56624R108 422 49,599 X 49,599
MARINEMAX INC COM 567908108 70 10,869 X 10,869
MASIMO CORP COM 574795100 430 19,861 X 19,861
MASTERCARD INC CL A 57636Q104 3,342 10,537 X 10,537
MATTEL INC COM 577081102 1,293 49,946 X 49,946
MAXIM INTEGRATED PRODS INC COM 57772K101 1,271 54,463 X 54,463
MAXIMUS INC COM 577933104 628 17,988 X 17,988
MCDONALDS CORP COM 580135101 6,823 77,689 X 77,689
MCG CAPITAL CORP COM 58047P107 47 11,959 X 11,959
MCKESSON CORP COM 58155Q103 2,358 32,435 X 32,435
MEADOWBROOK INS GROUP INC COM 58319P108 184 20,677 X 20,677
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,412 30,113 X 30,113
MEDICINES CO COM 584688105 755 50,734 X 50,734
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 495 13,581 X 13,581
MEDIDATA SOLUTIONS INC COM 58471A105 460 27,981 X 27,981
MEDTRONIC INC COM 585055106 2,530 76,108 X 76,108
MERCADOLIBRE INC COM 58733R102 366 6,804 X 6,804
MERCK & CO INC NEW COM 58933Y105 8,102 247,773 X 247,773
MERGE HEALTHCARE INC COM 589499102 283 46,446 X 46,446
METLIFE INC COM 59156R108 2,906 103,758 X 103,758
METROPOLITAN HEALTH NETWORKS COM 592142103 82 18,100 X 18,100
MICREL INC COM 594793101 393 41,475 X 41,475
MICROS SYS INC COM 594901100 655 14,901 X 14,901
MICROSOFT CORP COM 594918104 14,306 574,785 X 574,785
MICROSTRATEGY INC CL A NEW 594972408 431 3,779 X 3,779
MICROCHIP TECHNOLOGY INC COM 595017104 499 16,034 X 16,034
MILLER HERMAN INC COM 600544100 455 25,462 X 25,462
MILLER INDS INC TENN COM NEW 600551204 214 12,351 X 12,351
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 129 24,721 X 24,721
MINEFINDERS LTD COM 602900102 273 19,600 X 19,600
MIPS TECHNOLOGIES INC COM 604567107 775 160,153 X 160,153
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 555 124,643 X 124,643
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 428 34,829 X 34,829
MOLINA HEALTHCARE INC COM 60855R100 238 15,383 X 15,383
MONOLITHIC PWR SYS INC COM 609839105 127 12,439 X 12,439
MONSANTO CO NEW COM 61166W101 2,410 40,146 X 40,146
MORGAN STANLEY COM NEW 617446448 2,229 164,996 X 164,996
MOSAIC CO NEW COM 61945C103 965 19,708 X 19,708
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,301 31,049 X 31,049
MURPHY OIL CORP COM 626717102 648 14,674 X 14,674
MYLAN INC COM 628530107 648 38,146 X 38,146
MYRIAD GENETICS INC COM 62855J104 906 48,365 X 48,365
NGP CAP RES CO COM 62912R107 73 11,086 X 11,086
NIC INC COM 62914B100 555 48,433 X 48,433
NVE CORP COM NEW 629445206 541 8,921 X 8,921
NARA BANCORP INC COM 63080P105 279 46,017 X 46,017
NATIONAL BK GREECE S A SPONSORED ADR 633643408 505 647,224 X 647,224
NATIONAL FINL PARTNERS CORP COM 63607P208 200 18,289 X 18,289
NATIONAL GRID PLC SPON ADR NEW 636274300 539 10,866 X 10,866
NATIONAL OILWELL VARCO INC COM 637071101 2,301 44,918 X 44,918
NETAPP INC COM 64110D104 931 27,441 X 27,441
NETGEAR INC COM 64111Q104 398 15,373 X 15,373
NETSUITE INC COM 64118Q107 300 11,104 X 11,104
NEVSUN RES LTD COM 64156L101 264 52,500 X 52,500
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 350 15,236 X 15,236
NEW YORK & CO INC COM 649295102 319 100,008 X 100,008
NEW YORK CMNTY BANCORP INC COM 649445103 548 46,057 X 46,057
NEW YORK TIMES CO CL A 650111107 505 86,967 X 86,967
NEWMARKET CORP COM 651587107 893 5,882 X 5,882
NEWMONT MINING CORP COM 651639106 2,653 42,150 X 42,150
NEWPARK RES INC COM PAR $.01NE 651718504 688 112,959 X 112,959
NEWS CORP CL A 65248E104 4,469 288,703 X 288,703
NEXTERA ENERGY INC COM 65339F101 2,208 40,867 X 40,867
NIKE INC CL B 654106103 3,347 39,140 X 39,140
99 CENTS ONLY STORES COM 65440K106 191 10,366 X 10,366
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 1,255 52,406 X 52,406
NOKIA CORP SPONSORED ADR 654902204 515 91,072 X 91,072
NORFOLK SOUTHERN CORP COM 655844108 2,337 38,301 X 38,301
NORTHROP GRUMMAN CORP COM 666807102 1,902 36,461 X 36,461
NORTHWESTERN CORP COM NEW 668074305 493 15,448 X 15,448
NOVARTIS A G SPONSORED ADR 66987V109 1,250 22,415 X 22,415
NOVELLUS SYS INC COM 670008101 265 9,717 X 9,717
NUCOR CORP COM 670346105 516 16,320 X 16,320
NUTRI SYS INC NEW COM 67069D108 437 36,071 X 36,071
O REILLY AUTOMOTIVE INC NEW COM 67103H107 692 10,383 X 10,383
OYO GEOSPACE CORP COM 671074102 919 16,322 X 16,322
OBAGI MEDICAL PRODUCTS INC COM 67423R108 312 34,377 X 34,377
OCCIDENTAL PETE CORP DEL COM 674599105 4,992 69,812 X 69,812
OFFICEMAX INC DEL COM 67622P101 94 19,402 X 19,402
OLD NATL BANCORP IND COM 680033107 197 21,165 X 21,165
OMEGA PROTEIN CORP COM 68210P107 440 48,436 X 48,436
OPKO HEALTH INC COM 68375N103 133 30,814 X 30,814
OPNET TECHNOLOGIES INC COM 683757108 450 12,892 X 12,892
ORACLE CORP COM 68389X105 9,537 331,827 X 331,827
PDL BIOPHARMA INC COM 69329Y104 507 91,345 X 91,345
PG&E CORP COM 69331C108 1,248 29,494 X 29,494
P F CHANGS CHINA BISTRO INC COM 69333Y108 283 10,386 X 10,386
PNC FINL SVCS GROUP INC COM 693475105 2,663 55,262 X 55,262
PPG INDS INC COM 693506107 544 7,700 X 7,700
PACCAR INC COM 693718108 918 27,151 X 27,151
PAMPA ENERGIA S A SPONS ADR LVL 697660207 313 27,122 X 27,122
PAN AMERICAN SILVER CORP COM 697900108 804 30,031 X 30,031
PANERA BREAD CO CL A 69840W108 435 4,181 X 4,181
PARKER DRILLING CO COM 701081101 546 124,345 X 124,345
PARKER HANNIFIN CORP COM 701094104 741 11,740 X 11,740
PARTNER COMMUNICATIONS CO LT ADR 70211M109 96 10,163 X 10,163
PATTERSON COMPANIES INC COM 703395103 358 12,507 X 12,507
PEARSON PLC SPONSORED ADR 705015105 1,279 73,056 X 73,056
PEETS COFFEE & TEA INC COM 705560100 393 7,071 X 7,071
PENN NATL GAMING INC COM 707569109 639 19,180 X 19,180
PENN VA CORP COM 707882106 86 15,418 X 15,418
PENN VA RESOURCES PARTNERS L COM 707884102 669 28,623 X 28,623
PEP BOYS MANNY MOE & JACK COM 713278109 315 31,894 X 31,894
PEPSICO INC COM 713448108 6,644 107,338 X 107,338
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 116 10,374 X 10,374
PERKINELMER INC COM 714046109 685 35,661 X 35,661
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 489 14,798 X 14,798
PETMED EXPRESS INC COM 716382106 367 40,762 X 40,762
PETROQUEST ENERGY INC COM 716748108 407 74,035 X 74,035
PFIZER INC COM 717081103 12,304 695,944 X 695,944
PHARMERICA CORP COM 71714F104 343 24,068 X 24,068
PHILIP MORRIS INTL INC COM 718172109 9,970 159,819 X 159,819
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 542 10,933 X 10,933
PIER 1 IMPORTS INC COM 720279108 1,396 142,693 X 142,693
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 435 17,990 X 17,990
PITNEY BOWES INC COM 724479100 489 26,027 X 26,027
PLANTRONICS INC NEW COM 727493108 532 18,703 X 18,703
POLARIS INDS INC COM 731068102 1,084 21,702 X 21,702
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 837 13,457 X 13,457
PORTLAND GEN ELEC CO COM NEW 736508847 780 32,917 X 32,917
POWER ONE INC NEW COM 73930R102 264 58,770 X 58,770
PRAXAIR INC COM 74005P104 2,111 22,586 X 22,586
PRECISION CASTPARTS CORP COM 740189105 1,061 6,825 X 6,825
PRECISION DRILLING CORP COM 2010 74022D308 609 73,516 X 73,516
PRICELINE COM INC COM NEW 741503403 2,635 5,863 X 5,863
PRICESMART INC COM 741511109 292 4,684 X 4,684
PRIMERICA INC COM 74164M108 491 22,790 X 22,790
PRINCIPAL FINL GROUP INC COM 74251V102 655 28,884 X 28,884
PROCTER & GAMBLE CO COM 742718109 13,185 208,694 X 208,694
PRIVATEBANCORP INC COM 742962103 802 106,597 X 106,597
PROGRESSIVE CORP OHIO COM 743315103 543 30,601 X 30,601
PROVIDENCE SVC CORP COM 743815102 460 43,180 X 43,180
PROVIDENT FINL SVCS INC COM 74386T105 405 37,644 X 37,644
PROVIDENT ENERGY LTD NEW COM 74386V100 173 21,211 X 21,211
PRUDENTIAL FINL INC COM 744320102 3,003 64,090 X 64,090
PRUDENTIAL PLC ADR 74435K204 474 27,766 X 27,766
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,624 48,667 X 48,667
PUBLIC STORAGE COM 74460D109 1,162 10,433 X 10,433
QLOGIC CORP COM 747277101 576 45,452 X 45,452
QUALCOMM INC COM 747525103 6,955 143,018 X 143,018
QUALITY DISTR INC FLA COM 74756M102 94 10,438 X 10,438
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 412 15,110 X 15,110
QUICKSILVER RESOURCES INC COM 74837R104 139 18,357 X 18,357
RPX CORP COM 74972G103 294 14,200 X 14,200
RF MICRODEVICES INC COM 749941100 400 63,113 X 63,113
RAMBUS INC DEL COM 750917106 353 25,215 X 25,215
RAYTHEON CO COM NEW 755111507 1,867 45,686 X 45,686
RED ROBIN GOURMET BURGERS IN COM 75689M101 777 32,266 X 32,266
REGAL ENTMT GROUP CL A 758766109 411 34,988 X 34,988
REGIS CORP MINN COM 758932107 141 10,034 X 10,034
RENAISSANCE LEARNING INC COM 75968L105 671 40,017 X 40,017
RENESOLA LTD SPONS ADS 75971T103 217 126,016 X 126,016
REVLON INC CL A NEW 761525609 946 76,772 X 76,772
REYNOLDS AMERICAN INC COM 761713106 1,295 34,547 X 34,547
RICHMONT MINES INC COM 76547T106 268 25,400 X 25,400
RIGEL PHARMACEUTICALS INC COM NEW 766559603 152 20,703 X 20,703
RIO TINTO PLC SPONSORED ADR 767204100 410 9,307 X 9,307
ROGERS CORP COM 775133101 394 10,058 X 10,058
ROPER INDS INC NEW COM 776696106 665 9,646 X 9,646
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 730 11,861 X 11,861
RUDDICK CORP COM 781258108 362 9,282 X 9,282
S & T BANCORP INC COM 783859101 295 18,258 X 18,258
SK TELECOM LTD SPONSORED ADR 78440P108 542 38,515 X 38,515
SPDR S&P 500 ETF TR TR UNIT 78462F103 273 2,410 X 2,410
SVB FINL GROUP COM 78486Q101 750 20,268 X 20,268
SWS GROUP INC COM 78503N107 269 57,306 X 57,306
SABINE ROYALTY TR UNIT BEN INT 785688102 530 8,407 X 8,407
SABRA HEALTH CARE REIT INC COM 78573L106 414 43,361 X 43,361
SAFEWAY INC COM NEW 786514208 481 28,917 X 28,917
ST JUDE MED INC COM 790849103 883 24,401 X 24,401
SALESFORCE COM INC COM 79466L302 1,141 9,985 X 9,985
SALIX PHARMACEUTICALS INC COM 795435106 492 16,637 X 16,637
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 458 19,940 X 19,940
SANOFI SPONSORED ADR 80105N105 497 15,147 X 15,147
SANOFI RIGHT 12/31/20 80105N113 18 17,435 X 17,435
SAP AG SPON ADR 803054204 771 15,238 X 15,238
SAUER-DANFOSS INC COM 804137107 326 11,296 X 11,296
SCANSOURCE INC COM 806037107 580 19,607 X 19,607
SCHLUMBERGER LTD COM 806857108 5,443 91,130 X 91,130
SCHULMAN A INC COM 808194104 449 26,449 X 26,449
SCHWAB CHARLES CORP NEW COM 808513105 838 74,369 X 74,369
SCIENTIFIC GAMES CORP CL A 80874P109 166 23,337 X 23,337
SEALED AIR CORP NEW COM 81211K100 683 40,910 X 40,910
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 861 72,900 X 72,900
SELECT COMFORT CORP COM 81616X103 418 29,904 X 29,904
SHAW GROUP INC COM 820280105 449 20,664 X 20,664
SHUFFLE MASTER INC COM 825549108 233 27,667 X 27,667
SHUTTERFLY INC COM 82568P304 343 8,340 X 8,340
SIEMENS A G SPONSORED ADR 826197501 468 5,212 X 5,212
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 170 42,632 X 42,632
SIMON PPTY GROUP INC NEW COM 828806109 3,168 28,809 X 28,809
SINCLAIR BROADCAST GROUP INC CL A 829226109 296 41,253 X 41,253
SIX FLAGS ENTMT CORP NEW COM 83001A102 394 14,224 X 14,224
SKYWEST INC COM 830879102 255 22,113 X 22,113
SOHU COM INC COM 83408W103 287 5,957 X 5,957
SONIC CORP COM 835451105 950 134,354 X 134,354
SOUFUN HLDGS LTD ADR 836034108 251 24,648 X 24,648
SOUTHERN CO COM 842587107 2,678 63,202 X 63,202
SOUTHERN COPPER CORP COM 84265V105 316 12,657 X 12,657
SOUTHWEST GAS CORP COM 844895102 498 13,767 X 13,767
SOUTHWESTERN ENERGY CO COM 845467109 233 6,981 X 6,981
SPANSION INC COM CL A NEW 84649R200 376 30,806 X 30,806
SPARTAN STORES INC COM 846822104 238 15,394 X 15,394
SPECTRUM PHARMACEUTICALS INC COM 84763A108 281 36,768 X 36,768
SPREADTRUM COMMUNICATIONS IN ADR 849415203 587 32,726 X 32,726
SPRINT NEXTEL CORP COM SER 1 852061100 676 222,269 X 222,269
STANDARD PARKING CORP COM 853790103 431 27,535 X 27,535
STANDEX INTL CORP COM 854231107 320 10,273 X 10,273
STAPLES INC COM 855030102 501 37,699 X 37,699
STARBUCKS CORP COM 855244109 2,451 65,725 X 65,725
STATE STR CORP COM 857477103 1,203 37,420 X 37,420
STERLING FINL CORP WASH COM NEW 859319303 468 37,797 X 37,797
STEWART ENTERPRISES INC CL A 860370105 66 11,107 X 11,107
STMICROELECTRONICS N V NY REGISTRY 861012102 527 81,112 X 81,112
STRAYER ED INC COM 863236105 477 6,222 X 6,222
STRYKER CORP COM 863667101 1,099 23,317 X 23,317
STURM RUGER & CO INC COM 864159108 489 18,803 X 18,803
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 414 8,919 X 8,919
SUN LIFE FINL INC COM 866796105 504 21,177 X 21,177
SUNSTONE HOTEL INVS INC NEW COM 867892101 485 85,160 X 85,160
SUPERVALU INC COM 868536103 123 18,477 X 18,477
SUSQUEHANNA BANCSHARES INC P COM 869099101 294 53,872 X 53,872
SYKES ENTERPRISES INC COM 871237103 168 11,216 X 11,216
SYMANTEC CORP COM 871503108 926 56,820 X 56,820
SYMETRA FINL CORP COM 87151Q106 86 10,613 X 10,613
SYNAPTICS INC COM 87157D109 743 31,105 X 31,105
SYNGENTA AG SPONSORED ADR 87160A100 486 9,370 X 9,370
SYNOVUS FINL CORP COM 87161C105 65 60,792 X 60,792
SYNNEX CORP COM 87162W100 828 31,610 X 31,610
SYSCO CORP COM 871829107 1,130 43,628 X 43,628
TC PIPELINES LP UT COM LTD PRT 87233Q108 362 8,249 X 8,249
TFS FINL CORP COM 87240R107 226 27,746 X 27,746
TJX COS INC NEW COM 872540109 1,619 29,190 X 29,190
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 264 8,074 X 8,074
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 600 47,154 X 47,154
TAL ED GROUP ADS REPSTG COM 874080104 316 33,196 X 33,196
TAM SA SP ADR REP PFD 87484D103 247 15,843 X 15,843
TAOMEE HLDGS LTD SPONSORED ADR 87600Y106 316 53,665 X 53,665
TARGET CORP COM 87612E106 1,943 39,624 X 39,624
TASEKO MINES LTD COM 876511106 231 90,600 X 90,600
TEAM HEALTH HOLDINGS INC COM 87817A107 375 22,817 X 22,817
TEAVANA HLDGS INC COM 87819P102 335 16,467 X 16,467
TEKELEC COM 879101103 405 67,032 X 67,032
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 427 44,821 X 44,821
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 509 47,085 X 47,085
TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,250 67,117 X 67,117
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 593 22,413 X 22,413
TELEFONICA S A SPONSORED ADR 879382208 545 28,490 X 28,490
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 478 31,988 X 31,988
TELEPHONE & DATA SYS INC COM 879433100 315 14,838 X 14,838
TELLABS INC COM 879664100 118 27,457 X 27,457
TELETECH HOLDINGS INC COM 879939106 329 21,561 X 21,561
TENET HEALTHCARE CORP COM 88033G100 120 29,299 X 29,299
TENNANT CO COM 880345103 436 12,315 X 12,315
TERADYNE INC COM 880770102 572 51,962 X 51,962
TERRA NITROGEN CO L P COM UNIT 881005201 882 6,108 X 6,108
TETRA TECHNOLOGIES INC DEL COM 88162F105 229 29,608 X 29,608
TETRA TECH INC NEW COM 88162G103 436 23,253 X 23,253
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 531 14,268 X 14,268
TESSERA TECHNOLOGIES INC COM 88164L100 665 55,725 X 55,725
TEXAS INSTRS INC COM 882508104 2,741 102,858 X 102,858
THERMO FISHER SCIENTIFIC INC COM 883556102 883 17,441 X 17,441
THORATEC CORP COM NEW 885175307 1,048 32,120 X 32,120
3-D SYS CORP DEL COM NEW 88554D205 256 18,311 X 18,311
3M CO COM 88579Y101 4,294 59,809 X 59,809
TIME WARNER INC COM NEW 887317303 1,772 59,134 X 59,134
TIME WARNER CABLE INC COM 88732J207 2,343 37,387 X 37,387
TIVO INC COM 888706108 604 64,674 X 64,674
TORCHMARK CORP COM 891027104 416 11,946 X 11,946
TORO CO COM 891092108 373 7,575 X 7,575
TRAVELERS COMPANIES INC COM 89417E109 2,894 59,389 X 59,389
TRAVELZOO INC COM 89421Q106 292 13,298 X 13,298
TREEHOUSE FOODS INC COM 89469A104 202 3,269 X 3,269
TREX CO INC COM 89531P105 254 15,861 X 15,861
TRUE RELIGION APPAREL INC COM 89784N104 319 11,834 X 11,834
TRUSTCO BK CORP N Y COM 898349105 57 12,803 X 12,803
TRUSTMARK CORP COM 898402102 441 24,312 X 24,312
TYSON FOODS INC CL A 902494103 761 43,863 X 43,863
UMB FINL CORP COM 902788108 553 17,249 X 17,249
US BANCORP DEL COM NEW 902973304 4,964 210,868 X 210,868
USA MOBILITY INC COM 90341G103 465 35,204 X 35,204
ULTA SALON COSMETCS & FRAG I COM 90384S303 654 10,507 X 10,507
UMPQUA HLDGS CORP COM 904214103 110 12,510 X 12,510
UNION PAC CORP COM 907818108 3,167 38,774 X 38,774
UNISOURCE ENERGY CORP COM 909205106 368 10,203 X 10,203
UNITED BANKSHARES INC WEST V COM 909907107 491 24,417 X 24,417
UNITED ONLINE INC COM 911268100 501 95,710 X 95,710
UNITED PARCEL SERVICE INC CL B 911312106 3,442 54,511 X 54,511
UNITED STATIONERS INC COM 913004107 463 17,022 X 17,022
UNITED TECHNOLOGIES CORP COM 913017109 5,923 84,184 X 84,184
UNITED THERAPEUTICS CORP DEL COM 91307C102 791 21,093 X 21,093
UNITEDHEALTH GROUP INC COM 91324P102 5,661 122,742 X 122,742
UNIVERSAL AMERN CORP NEW COM 91338E101 244 24,297 X 24,297
UNUM GROUP COM 91529Y106 683 32,585 X 32,585
VOC ENERGY TR TR UNIT 91829B103 445 21,353 X 21,353
VAALCO ENERGY INC COM NEW 91851C201 855 175,899 X 175,899
VALE S A ADR 91912E105 1,102 48,323 X 48,323
VALERO ENERGY CORP NEW COM 91913Y100 682 38,361 X 38,361
VALLEY NATL BANCORP COM 919794107 836 78,945 X 78,945
VALSPAR CORP COM 920355104 782 25,056 X 25,056
VALUECLICK INC COM 92046N102 199 12,782 X 12,782
VANGUARD NATURAL RESOURCES L COM UNIT 92205F106 405 15,513 X 15,513
VARIAN MED SYS INC COM 92220P105 739 14,161 X 14,161
VEECO INSTRS INC DEL COM 922417100 996 40,806 X 40,806
VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 507 34,845 X 34,845
VERIZON COMMUNICATIONS INC COM 92343V104 9,683 263,114 X 263,114
VIACOM INC NEW CL B 92553P201 1,699 43,848 X 43,848
VIEWPOINT FINL GROUP INC MD COM 92672A101 386 33,749 X 33,749
VIRGINIA COMM BANCORP INC COM 92778Q109 86 14,639 X 14,639
VISTA GOLD CORP COM NEW 927926303 325 97,200 X 97,200
VISA INC COM CL A 92826C839 4,135 48,241 X 48,241
VISHAY INTERTECHNOLOGY INC COM 928298108 397 47,489 X 47,489
VMWARE INC CL A COM 928563402 503 6,253 X 6,253
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 511 19,912 X 19,912
VONAGE HLDGS CORP COM 92886T201 307 118,085 X 118,085
W & T OFFSHORE INC COM 92922P106 1,133 82,368 X 82,368
WD-40 CO COM 929236107 487 12,234 X 12,234
WABCO HLDGS INC COM 92927K102 350 9,241 X 9,241
WPP PLC ADR 92933H101 510 11,065 X 11,065
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 123 10,580 X 10,580
WAL MART STORES INC COM 931142103 6,912 133,175 X 133,175
WALGREEN CO COM 931422109 3,999 121,578 X 121,578
WARNACO GROUP INC COM NEW 934390402 390 8,451 X 8,451
WASHINGTON FED INC COM 938824109 1,089 85,502 X 85,502
WASHINGTON POST CO CL B 939640108 880 2,691 X 2,691
WASTE MGMT INC DEL COM 94106L109 513 15,745 X 15,745
WATERS CORP COM 941848103 714 9,453 X 9,453
WATSON PHARMACEUTICALS INC COM 942683103 762 11,172 X 11,172
WEBSTER FINL CORP CONN COM 947890109 170 11,090 X 11,090
WEIGHT WATCHERS INTL INC NEW COM 948626106 447 7,673 X 7,673
WELLPOINT INC COM 94973V107 2,832 43,377 X 43,377
WELLS FARGO & CO NEW COM 949746101 9,866 409,050 X 409,050
WERNER ENTERPRISES INC COM 950755108 370 17,766 X 17,766
WESTERN ALLIANCE BANCORP COM 957638109 501 91,449 X 91,449
WESTLAKE CHEM CORP COM 960413102 298 8,682 X 8,682
WHIRLPOOL CORP COM 963320106 454 9,097 X 9,097
WILEY JOHN & SONS INC CL A 968223206 296 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 1,358 55,790 X 55,790
WILLIAMS SONOMA INC COM 969904101 1,078 35,016 X 35,016
WINDSTREAM CORP COM 97381W104 469 40,294 X 40,294
WOLVERINE WORLD WIDE INC COM 978097103 432 13,001 X 13,001
WORLD ACCEP CORP DEL COM 981419104 722 12,907 X 12,907
WORTHINGTON INDS INC COM 981811102 362 25,944 X 25,944
WRIGHT MED GROUP INC COM 98235T107 373 20,870 X 20,870
WYNDHAM WORLDWIDE CORP COM 98310W108 799 28,041 X 28,041
XILINX INC COM 983919101 521 18,988 X 18,988
XEROX CORP COM 984121103 495 71,089 X 71,089
YAHOO INC COM 984332106 690 52,357 X 52,357
YAMANA GOLD INC COM 98462Y100 669 49,001 X 49,001
YUM BRANDS INC COM 988498101 2,037 41,251 X 41,251
ZALE CORP NEW COM 988858106 58 20,436 X 20,436
ZEBRA TECHNOLOGIES CORP CL A 989207105 433 13,995 X 13,995
ZHONGPIN INC COM 98952K107 142 18,718 X 18,718
ZIOPHARM ONCOLOGY INC COM 98973P101 126 28,652 X 28,652
ZOLTEK COS INC COM 98975W104 121 18,801 X 18,801
ZUMIEZ INC COM 989817101 612 34,962 X 34,962