UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 June 2010.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois August 10, 2010
--------------------- ----------------- ----------------
[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: 856
Form 13F Information Table Value Total: $1,038,897
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 666 14,685 X 14,685
ALTERRA CAPITAL HOLDINGS LIM COM G0229R108 967 51,513 X 51,513
ASSURED GUARANTY LTD COM G0585R106 314 23,695 X 23,695
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 485 30,739 X 30,739
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,340 60,550 X 60,550
COVIDIEN PLC SHS G2554F105 1,325 32,976 X 32,976
EVEREST RE GROUP LTD COM G3223R108 794 11,227 X 11,227
FRESH DEL MONTE PRODUCE INC ORD G36738105 240 11,848 X 11,848
HELEN OF TROY CORP LTD COM G4388N106 770 34,888 X 34,888
HERBALIFE LTD COM USD SHS G4412G101 559 12,146 X 12,146
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 428 27,185 X 27,185
MONTPELIER RE HOLDINGS LTD SHS G62185106 814 54,534 X 54,534
ORIGIN AGRITECH LIMITED SHS G67828106 105 14,268 X 14,268
PARTNERRE LTD COM G6852T105 753 10,733 X 10,733
PLATINUM UNDERWRITER HLDGS L COM G7127P100 264 7,272 X 7,272
RENAISSANCERE HOLDINGS LTD COM G7496G103 896 15,922 X 15,922
SEAGATE TECHNOLOGY SHS G7945J104 491 37,621 X 37,621
WARNER CHILCOTT PLC IRELAND SHS A G94368100 496 21,718 X 21,718
ACE LTD SHS H0023R105 1,915 37,208 X 37,208
ALCON INC COM SHS H01301102 676 4,561 X 4,561
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 1,168 46,015 X 46,015
TYCO INTERNATIONAL LTD SHS H89128104 1,183 33,589 X 33,589
MILLICOM INTL CELLULAR S A SHS NEW L6388F110 531 6,551 X 6,551
CELLCOM ISRAEL LTD SHS M2196U109 282 11,294 X 11,294
CERAGON NETWORKS LTD ORD M22013102 89 12,033 X 12,033
GIVEN IMAGING ORD SHS M52020100 514 32,894 X 32,894
CORE LABORATORIES N V COM N22717107 500 3,386 X 3,386
ORTHOFIX INTL N V COM N6748L102 520 16,219 X 16,219
SINOVAC BIOTECH LTD SHS P8696W104 470 101,511 X 101,511
DIANA SHIPPING INC COM Y2066G104 612 54,313 X 54,313
SCORPIO TANKERS INC SHS Y7542C106 400 34,974 X 34,974
AAR CORP COM 000361105 344 20,531 X 20,531
AEP INDS INC COM 001031103 452 18,944 X 18,944
AFC ENTERPRISES INC COM 00104Q107 371 40,822 X 40,822
AFLAC INC COM 001055102 2,055 48,162 X 48,162
AGCO CORP COM 001084102 227 8,426 X 8,426
AMN HEALTHCARE SERVICES INC COM 001744101 246 32,928 X 32,928
AOL INC COM 00184X105 407 19,579 X 19,579
AT&T INC COM 00206R102 10,167 420,304 X 420,304
ATMI INC COM 00207R101 916 62,552 X 62,552
ATC TECHNOLOGY CORP COM 00211W104 356 22,071 X 22,071
AARONS INC COM 002535201 180 10,518 X 10,518
ABBOTT LABS COM 002824100 5,504 117,657 X 117,657
ABIOMED INC COM 003654100 164 16,905 X 16,905
ACTIVISION BLIZZARD INC COM 00507V109 358 34,126 X 34,126
ACXIOM CORP COM 005125109 363 24,701 X 24,701
ADMINISTAFF INC COM 007094105 389 16,094 X 16,094
ADOBE SYS INC COM 00724F101 915 34,636 X 34,636
ADTRAN INC COM 00738A106 460 16,859 X 16,859
ADVANCE AMER CASH ADVANCE CT COM 00739W107 697 168,855 X 168,855
ADVANCE AUTO PARTS INC COM 00751Y106 913 18,197 X 18,197
AEROPOSTALE COM 007865108 646 22,564 X 22,564
AEROVIRONMENT INC COM 008073108 380 17,479 X 17,479
AETNA INC NEW COM 00817Y108 737 27,955 X 27,955
AIR PRODS & CHEMS INC COM 009158106 906 13,972 X 13,972
AIRTRAN HLDGS INC COM 00949P108 546 112,648 X 112,648
ALBANY INTL CORP CL A 012348108 845 52,201 X 52,201
ALBERTO CULVER CO NEW COM 013078100 261 9,638 X 9,638
ALCOA INC COM 013817101 676 67,172 X 67,172
ALEXANDER & BALDWIN INC COM 014482103 477 16,032 X 16,032
ALIGN TECHNOLOGY INC COM 016255101 584 39,264 X 39,264
ALLERGAN INC COM 018490102 1,166 20,007 X 20,007
ALLIANT TECHSYSTEMS INC COM 018804104 403 6,500 X 6,500
ALLSTATE CORP COM 020002101 3,001 104,472 X 104,472
ALPHA NATURAL RESOURCES INC COM 02076X102 490 14,462 X 14,462
ALTRIA GROUP INC COM 02209S103 2,746 137,015 X 137,015
AMAZON COM INC COM 023135106 3,809 34,866 X 34,866
AMEDISYS INC COM 023436108 1,073 24,402 X 24,402
AMERCO COM 023586100 216 3,930 X 3,930
AMERICAN AXLE & MFG HLDGS IN COM 024061103 873 119,164 X 119,164
AMERICAN CAPITAL AGENCY CORP COM 02503X105 463 17,529 X 17,529
AMERICAN CAP LTD COM 02503Y103 942 195,536 X 195,536
AMERICAN COMMERCIAL LINES COM PAR $0.01 025195405 313 13,901 X 13,901
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 136 11,549 X 11,549
AMERICAN ELEC PWR INC COM 025537101 1,018 31,508 X 31,508
AMERICAN EQTY INVT LIFE HLD COM 025676206 274 26,525 X 26,525
AMERICAN EXPRESS CO COM 025816109 4,612 116,169 X 116,169
AMERICAN FINL GROUP INC OHIO COM 025932104 1,462 53,529 X 53,529
AMERICAN MED SYS HLDGS INC COM 02744M108 668 30,211 X 30,211
AMERICAN PUBLIC EDUCATION IN COM 02913V103 417 9,539 X 9,539
AMERICAN REPROGRAPHICS CO COM 029263100 434 49,762 X 49,762
AMERICAN STS WTR CO COM 029899101 511 15,425 X 15,425
AMERICAN TOWER CORP CL A 029912201 1,181 26,544 X 26,544
AMERICAN SUPERCONDUCTOR CORP COM 030111108 228 8,548 X 8,548
AMERISOURCEBERGEN CORP COM 03073E105 519 16,356 X 16,356
AMGEN INC COM 031162100 3,315 63,024 X 63,024
AMKOR TECHNOLOGY INC COM 031652100 432 78,456 X 78,456
AMTRUST FINANCIAL SERVICES I COM 032359309 137 11,384 X 11,384
ANADARKO PETE CORP COM 032511107 1,175 32,551 X 32,551
ANALOG DEVICES INC COM 032654105 1,254 45,002 X 45,002
ANDERSONS INC COM 034164103 429 13,168 X 13,168
ANIXTER INTL INC COM 035290105 851 19,973 X 19,973
ANNALY CAP MGMT INC COM 035710409 759 44,239 X 44,239
ANNTAYLOR STORES CORP COM 036115103 958 58,851 X 58,851
ANWORTH MORTGAGE ASSET CP COM 037347101 257 36,124 X 36,124
APACHE CORP COM 037411105 2,341 27,805 X 27,805
APOGEE ENTERPRISES INC COM 037598109 383 35,328 X 35,328
APOLLO INVT CORP COM 03761U106 126 13,548 X 13,548
APPLE INC COM 037833100 17,253 68,591 X 68,591
APPLIED INDL TECHNOLOGIES IN COM 03820C105 529 20,903 X 20,903
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 510 48,656 X 48,656
APPLIED MATLS INC COM 038222105 2,278 189,479 X 189,479
ARCH CHEMICALS INC COM 03937R102 1,272 41,382 X 41,382
ARCHER DANIELS MIDLAND CO COM 039483102 1,092 42,307 X 42,307
ARRIS GROUP INC COM 04269Q100 1,098 107,780 X 107,780
ARRAY BIOPHARMA INC COM 04269X105 507 166,119 X 166,119
ARTHROCARE CORP COM 043136100 540 17,645 X 17,645
ASIAINFO HLDGS INC COM 04518A104 517 23,635 X 23,635
ASSURANT INC COM 04621X108 519 14,971 X 14,971
ASTEC INDS INC COM 046224101 466 16,794 X 16,794
AUTODESK INC COM 052769106 518 21,270 X 21,270
AUTOLIV INC COM 052800109 661 13,824 X 13,824
AUTOMATIC DATA PROCESSING IN COM 053015103 2,115 52,526 X 52,526
AVERY DENNISON CORP COM 053611109 1,207 37,568 X 37,568
BB&T CORP COM 054937107 1,198 45,534 X 45,534
BCE INC COM NEW 05534B760 782 26,724 X 26,724
BGC PARTNERS INC CL A 05541T101 306 59,792 X 59,792
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 374 4,198 X 4,198
BT GROUP PLC ADR 05577E101 753 39,203 X 39,203
BAIDU INC SPON ADR REP A 056752108 544 7,990 X 7,990
BAKER HUGHES INC COM 057224107 1,173 28,228 X 28,228
BALCHEM CORP COM 057665200 576 23,020 X 23,020
BANCO MACRO SA SPON ADR B 05961W105 503 17,077 X 17,077
BANK OF AMERICA CORPORATION COM 060505104 11,088 771,622 X 771,622
BANK HAWAII CORP COM 062540109 227 4,699 X 4,699
BANK OF NEW YORK MELLON CORP COM 064058100 3,284 133,026 X 133,026
BARNES & NOBLE INC COM 067774109 169 13,100 X 13,100
BARNES GROUP INC COM 067806109 896 54,684 X 54,684
BAXTER INTL INC COM 071813109 2,370 58,317 X 58,317
BEBE STORES INC COM 075571109 471 73,557 X 73,557
BECTON DICKINSON & CO COM 075887109 1,038 15,353 X 15,353
BELDEN INC COM 077454106 438 19,930 X 19,930
BELO CORP COM SER A 080555105 411 72,247 X 72,247
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,067 113,783 X 113,783
BEST BUY INC COM 086516101 1,291 38,130 X 38,130
BIG 5 SPORTING GOODS CORP COM 08915P101 423 32,217 X 32,217
BIG LOTS INC COM 089302103 937 29,196 X 29,196
BIO RAD LABS INC CL A 090572207 271 3,132 X 3,132
BIOGEN IDEC INC COM 09062X103 834 17,567 X 17,567
BIOTIME INC COM 09066L105 123 19,900 X 19,900
BLACKBAUD INC COM 09227Q100 392 18,026 X 18,026
BLACKROCK INC COM 09247X101 327 2,282 X 2,282
BLOCK H & R INC COM 093671105 759 48,383 X 48,383
BLUE NILE INC COM 09578R103 391 8,302 X 8,302
BOB EVANS FARMS INC COM 096761101 457 18,547 X 18,547
BOEING CO COM 097023105 5,245 83,579 X 83,579
BOSTON PRIVATE FINL HLDGS IN COM 101119105 188 29,212 X 29,212
BRADY CORP CL A 104674106 455 18,260 X 18,260
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 128 11,922 X 11,922
BRASIL TELECOM SA SPONS ADR PFD 10553M101 481 23,954 X 23,954
BRIDGEPOINT ED INC COM 10807M105 440 27,827 X 27,827
BRIGHTPOINT INC COM NEW 109473405 488 69,738 X 69,738
BRINKER INTL INC COM 109641100 576 39,847 X 39,847
BRISTOL MYERS SQUIBB CO COM 110122108 3,606 144,586 X 144,586
BROADCOM CORP CL A 111320107 1,591 48,269 X 48,269
BROOKLINE BANCORP INC DEL COM 11373M107 563 63,390 X 63,390
BROOKS AUTOMATION INC COM 114340102 513 66,325 X 66,325
BROWN & BROWN INC COM 115236101 206 10,756 X 10,756
BROWN SHOE INC NEW COM 115736100 833 54,851 X 54,851
BRUKER CORP COM 116794108 491 40,396 X 40,396
BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 513 13,240 X 13,240
BUCKEYE TECHNOLOGIES INC COM 118255108 100 10,074 X 10,074
BUFFALO WILD WINGS INC COM 119848109 717 19,614 X 19,614
CBL & ASSOC PPTYS INC COM 124830100 271 21,789 X 21,789
CBS CORP NEW CL B 124857202 465 35,968 X 35,968
CME GROUP INC COM 12572Q105 2,469 8,768 X 8,768
CNA FINL CORP COM 126117100 527 20,630 X 20,630
CSG SYS INTL INC COM 126349109 451 24,578 X 24,578
CSX CORP COM 126408103 1,765 35,557 X 35,557
CVB FINL CORP COM 126600105 101 10,600 X 10,600
CVS CAREMARK CORPORATION COM 126650100 2,625 89,533 X 89,533
CA INC COM 12673P105 468 25,411 X 25,411
CABOT MICROELECTRONICS CORP COM 12709P103 491 14,209 X 14,209
CACI INTL INC CL A 127190304 657 15,472 X 15,472
CALAMOS ASSET MGMT INC CL A 12811R104 286 30,793 X 30,793
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 326 21,501 X 21,501
CALLAWAY GOLF CO COM 131193104 378 62,593 X 62,593
CALLON PETE CO DEL COM 13123X102 503 79,782 X 79,782
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 524 29,622 X 29,622
CDN IMPERIAL BK OF COMMERCE COM 136069101 1,160 18,640 X 18,640
CANADIAN NATL RY CO COM 136375102 508 8,853 X 8,853
CAPITAL GOLD CORP COM NEW 14018Y205 275 68,700 X 68,700
CAPITAL ONE FINL CORP COM 14040H105 1,705 42,308 X 42,308
CARDINAL HEALTH INC COM 14149Y108 1,568 46,662 X 46,662
CARMIKE CINEMAS INC COM 143436400 285 46,958 X 46,958
CARNIVAL CORP PAIRED CTF 143658300 870 28,767 X 28,767
CARTER INC COM 146229109 549 20,929 X 20,929
CASH AMER INTL INC COM 14754D100 987 28,788 X 28,788
CATERPILLAR INC DEL COM 149123101 4,542 75,611 X 75,611
CATHAY GENERAL BANCORP COM 149150104 491 47,529 X 47,529
CATO CORP NEW CL A 149205106 482 21,908 X 21,908
CEDAR FAIR L P DEPOSITRY UNIT 150185106 862 69,982 X 69,982
CELADON GROUP INC COM 150838100 506 35,787 X 35,787
CELGENE CORP COM 151020104 1,541 30,322 X 30,322
CENTERPOINT ENERGY INC COM 15189T107 743 56,451 X 56,451
CEPHEID COM 15670R107 244 15,244 X 15,244
CENTURYLINK INC COM 156700106 778 23,342 X 23,342
CEPHALON INC COM 156708109 493 8,683 X 8,683
CERADYNE INC COM 156710105 1,057 49,439 X 49,439
CHECKPOINT SYS INC COM 162825103 362 20,847 X 20,847
CHEESECAKE FACTORY INC COM 163072101 939 42,172 X 42,172
CHEMED CORP NEW COM 16359R103 446 8,165 X 8,165
CHESAPEAKE ENERGY CORP COM 165167107 897 42,821 X 42,821
CHEVRON CORP NEW COM 166764100 11,220 165,343 X 165,343
CHILDRENS PL RETAIL STORES I COM 168905107 389 8,829 X 8,829
CHIMERA INVT CORP COM 16934Q109 480 132,835 X 132,835
CHINA AUTOMOTIVE SYS INC COM 16936R105 610 34,686 X 34,686
CHINA AGRITECH INC COM NEW 16937A200 414 40,792 X 40,792
CHINA BIOLOGIC PRODS INC COM 16938C106 357 32,494 X 32,494
CHINA MEDIAEXPRESS HLDGS INC COM 169442100 275 31,300 X 31,300
CHINDEX INTERNATIONAL INC COM 169467107 503 40,142 X 40,142
CHOICE HOTELS INTL INC COM 169905106 319 10,558 X 10,558
CHRISTOPHER & BANKS CORP COM 171046105 142 22,961 X 22,961
CHUBB CORP COM 171232101 1,856 37,119 X 37,119
CINCINNATI BELL INC NEW COM 171871106 513 170,468 X 170,468
CINCINNATI FINL CORP COM 172062101 773 29,866 X 29,866
CISCO SYS INC COM 17275R102 9,721 456,153 X 456,153
CITIGROUP INC COM 172967101 6,799 1,808,143 X 1,808,143
CLEARWATER PAPER CORP COM 18538R103 481 8,779 X 8,779
CLIFFS NATURAL RESOURCES INC COM 18683K101 471 9,991 X 9,991
CLOUD PEAK ENERGY INC COM 18911Q102 409 30,820 X 30,820
CNINSURE INC SPONSORED ADR 18976M103 488 18,812 X 18,812
COCA COLA CO COM 191216100 6,945 138,577 X 138,577
COGENT COMM GROUP INC COM NEW 19239V302 439 57,898 X 57,898
COGNEX CORP COM 192422103 521 29,629 X 29,629
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 986 19,697 X 19,697
COHEN & STEERS INC COM 19247A100 210 10,134 X 10,134
COHERENT INC COM 192479103 515 15,025 X 15,025
COLGATE PALMOLIVE CO COM 194162103 2,541 32,268 X 32,268
COLONIAL PPTYS TR COM SH BEN INT 195872106 524 36,072 X 36,072
COMCAST CORP NEW CL A 20030N101 5,147 296,342 X 296,342
CONMED CORP COM 207410101 358 19,219 X 19,219
CONOCOPHILLIPS COM 20825C104 5,299 107,939 X 107,939
CONSOLIDATED GRAPHICS INC COM 209341106 838 19,370 X 19,370
CONSTELLATION ENERGY GROUP I COM 210371100 729 22,605 X 22,605
CONVERGYS CORP COM 212485106 114 11,663 X 11,663
COOPER COS INC COM NEW 216648402 558 14,026 X 14,026
COOPER TIRE & RUBR CO COM 216831107 1,371 70,296 X 70,296
COPART INC COM 217204106 272 7,588 X 7,588
CORE MARK HOLDING CO INC COM 218681104 487 17,764 X 17,764
CORELOGIC INC COM 21871D103 708 40,084 X 40,084
CORINTHIAN COLLEGES INC COM 218868107 376 38,213 X 38,213
CORNING INC COM 219350105 1,658 102,684 X 102,684
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 240 12,582 X 12,582
COSTCO WHSL CORP NEW COM 22160K105 2,889 52,682 X 52,682
COUSINS PPTYS INC COM 222795106 460 68,315 X 68,315
CRACKER BARREL OLD CTRY STOR COM 22410J106 839 18,029 X 18,029
CROSS TIMBERS RTY TR TR UNIT 22757R109 511 14,702 X 14,702
CROSSTEX ENERGY L P COM 22765U102 545 51,692 X 51,692
CROSSTEX ENERGY INC COM 22765Y104 505 78,715 X 78,715
CUBIST PHARMACEUTICALS INC COM 229678107 1,049 50,925 X 50,925
CURTISS WRIGHT CORP COM 231561101 518 17,847 X 17,847
CYBERONICS INC COM 23251P102 699 29,526 X 29,526
CYMER INC COM 232572107 427 14,219 X 14,219
CYTORI THERAPEUTICS INC COM 23283K105 98 28,193 X 28,193
DCT INDUSTRIAL TRUST INC COM 233153105 102 22,569 X 22,569
D R HORTON INC COM 23331A109 525 53,405 X 53,405
DSW INC CL A 23334L102 833 37,109 X 37,109
DAKTRONICS INC COM 234264109 321 42,742 X 42,742
DANA HOLDING CORP COM 235825205 468 46,772 X 46,772
DANAHER CORP DEL COM 235851102 1,299 34,985 X 34,985
DARLING INTL INC COM 237266101 386 51,401 X 51,401
DAWSON GEOPHYSICAL CO COM 239359102 388 18,263 X 18,263
DEALERTRACK HLDGS INC COM 242309102 432 26,242 X 26,242
DECKERS OUTDOOR CORP COM 243537107 370 2,592 X 2,592
DELL INC COM 24702R101 1,350 111,948 X 111,948
DELPHI FINL GROUP INC CL A 247131105 637 26,108 X 26,108
DELUXE CORP COM 248019101 994 53,036 X 53,036
DENNYS CORP COM 24869P104 849 326,700 X 326,700
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 798 67,018 X 67,018
DEVON ENERGY CORP NEW COM 25179M103 2,293 37,636 X 37,636
DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 422 40,936 X 40,936
DICKS SPORTING GOODS INC COM 253393102 687 27,591 X 27,591
DIODES INC COM 254543101 365 23,024 X 23,024
DIONEX CORP COM 254546104 419 5,624 X 5,624
DISNEY WALT CO COM DISNEY 254687106 4,059 128,853 X 128,853
DIRECTV COM CL A 25490A101 3,273 96,492 X 96,492
DOLAN CO COM 25659P402 458 41,224 X 41,224
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 215 5,043 X 5,043
DOMINION RES INC VA NEW COM 25746U109 2,824 72,904 X 72,904
DOMINOS PIZZA INC COM 25754A201 470 41,576 X 41,576
DOMTAR CORP COM NEW 257559203 630 12,822 X 12,822
DONALDSON INC COM 257651109 606 14,200 X 14,200
DONNELLEY R R & SONS CO COM 257867101 665 40,653 X 40,653
DOW CHEM CO COM 260543103 3,051 128,631 X 128,631
DRESS BARN INC COM 261570105 379 15,933 X 15,933
DREW INDS INC COM NEW 26168L205 388 19,218 X 19,218
DU PONT E I DE NEMOURS & CO COM 263534109 4,571 132,150 X 132,150
DUKE ENERGY CORP NEW COM 26441C105 2,707 169,201 X 169,201
DUKE REALTY CORP COM NEW 264411505 348 30,617 X 30,617
DUNCAN ENERGY PARTNERS LP COM UNITS 265026104 545 20,476 X 20,476
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 490 19,941 X 19,941
DYCOM INDS INC COM 267475101 358 41,898 X 41,898
DYNEX CAP INC COM NEW 26817Q506 136 14,757 X 14,757
E M C CORP MASS COM 268648102 3,840 209,825 X 209,825
ENI S P A SPONSORED ADR 26874R108 737 20,158 X 20,158
EOG RES INC COM 26875P101 1,639 16,657 X 16,657
EPIQ SYS INC COM 26882D109 208 16,093 X 16,093
EATON CORP COM 278058102 1,229 18,780 X 18,780
EBAY INC COM 278642103 2,732 139,296 X 139,296
ECLIPSYS CORP COM 278856109 510 28,591 X 28,591
EL PASO ELEC CO COM NEW 283677854 407 21,028 X 21,028
ELIZABETH ARDEN INC COM 28660G106 547 37,678 X 37,678
EMERSON ELEC CO COM 291011104 2,165 49,553 X 49,553
ENCORE CAP GROUP INC COM 292554102 697 33,834 X 33,834
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 535 24,505 X 24,505
ENERGEN CORP COM 29265N108 669 15,082 X 15,082
ENTEGRIS INC COM 29362U104 982 247,467 X 247,467
ENTERGY CORP NEW COM 29364G103 892 12,455 X 12,455
ENTERPRISE PRODS PARTNERS L COM 293792107 555 15,692 X 15,692
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 306 8,035 X 8,035
ENZON PHARMACEUTICALS INC COM 293904108 473 44,426 X 44,426
EQUITY ONE COM 294752100 233 14,906 X 14,906
ERESEARCHTECHNOLOGY INC COM 29481V108 497 63,074 X 63,074
ERICSSON L M TEL CO ADR B SEK 10 294821608 779 70,683 X 70,683
ESCO TECHNOLOGIES INC COM 296315104 521 20,214 X 20,214
ETHAN ALLEN INTERIORS INC COM 297602104 459 32,793 X 32,793
EXCEL TR INC COM 30068C109 244 20,368 X 20,368
EXELON CORP COM 30161N101 2,418 63,695 X 63,695
EXETER RES CORP COM 301835104 227 36,100 X 36,100
EXIDE TECHNOLOGIES COM NEW 302051206 500 96,234 X 96,234
EXPEDIA INC DEL COM 30212P105 541 28,821 X 28,821
EXPRESS SCRIPTS INC COM 302182100 1,696 36,060 X 36,060
EXPRESS INC COM 30219E103 475 28,992 X 28,992
EXXON MOBIL CORP COM 30231G102 21,542 377,459 X 377,459
FBL FINL GROUP INC CL A 30239F106 732 34,870 X 34,870
FEI CO COM 30241L109 327 16,604 X 16,604
FNB CORP PA COM 302520101 301 37,535 X 37,535
FSI INTL INC COM 302633102 628 149,978 X 149,978
FTI CONSULTING INC COM 302941109 254 5,826 X 5,826
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 530 62,971 X 62,971
FAMILY DLR STORES INC COM 307000109 385 10,228 X 10,228
FARO TECHNOLOGIES INC COM 311642102 396 21,169 X 21,169
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 210 2,990 X 2,990
FEDEX CORP COM 31428X106 2,685 38,301 X 38,301
FELCOR LODGING TR INC COM 31430F101 165 33,064 X 33,064
FERRO CORP COM 315405100 566 76,770 X 76,770
FINANCIAL ENGINES INC COM 317485100 498 36,632 X 36,632
FINISH LINE INC CL A 317923100 945 67,841 X 67,841
FIRST AMERN FINL CORP COM 31847R102 480 37,830 X 37,830
FIRST COMWLTH FINL CORP PA COM 319829107 190 36,148 X 36,148
FIRST FINL BANKSHARES COM 32020R109 342 7,111 X 7,111
FIRST MERCURY FINANCIAL CORP COM 320841109 138 13,007 X 13,007
FLAGSTAR BANCORP INC COM NEW 337930507 407 129,619 X 129,619
FOOT LOCKER INC COM 344849104 543 42,995 X 42,995
FORD MTR CO DEL COM PAR $0.01 345370860 3,503 347,549 X 347,549
FOREST CITY ENTERPRISES INC CL A 345550107 171 15,149 X 15,149
FRANCE TELECOM SPONSORED ADR 35177Q105 764 44,162 X 44,162
FRANKLIN RES INC COM 354613101 2,074 24,061 X 24,061
FREDS INC CL A 356108100 283 25,569 X 25,569
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,385 57,245 X 57,245
FRONTIER COMMUNICATIONS CORP COM 35906A108 669 94,043 X 94,043
G & K SVCS INC CL A 361268105 261 12,656 X 12,656
GALLAGHER ARTHUR J & CO COM 363576109 345 14,153 X 14,153
GAMMON GOLD INC COM 36467T106 113 20,618 X 20,618
GAP INC DEL COM 364760108 1,039 53,382 X 53,382
GENCORP INC COM 368682100 111 25,380 X 25,380
GENERAL CABLE CORP DEL NEW COM 369300108 540 20,262 X 20,262
GENERAL DYNAMICS CORP COM 369550108 2,548 43,517 X 43,517
GENERAL ELECTRIC CO COM 369604103 11,994 831,795 X 831,795
GENERAL MLS INC COM 370334104 1,551 43,656 X 43,656
GENERAL MOLY INC COM 370373102 105 34,200 X 34,200
GENESCO INC COM 371532102 916 34,798 X 34,798
GENESIS ENERGY L P UNIT LTD PARTN 371927104 431 22,500 X 22,500
GENUINE PARTS CO COM 372460105 776 19,659 X 19,659
GEOEYE INC COM 37250W108 533 17,112 X 17,112
GENZYME CORP COM 372917104 891 17,559 X 17,559
GETTY RLTY CORP NEW COM 374297109 281 12,528 X 12,528
GIBRALTAR INDS INC COM 374689107 244 24,166 X 24,166
GILEAD SCIENCES INC COM 375558103 2,481 72,362 X 72,362
GLACIER BANCORP INC NEW COM 37637Q105 854 58,195 X 58,195
GLADSTONE CAPITAL CORP COM 376535100 127 11,779 X 11,779
GLATFELTER COM 377316104 583 53,711 X 53,711
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 790 23,243 X 23,243
GLOBAL CASH ACCESS HLDGS INC COM 378967103 416 57,705 X 57,705
GOLDMAN SACHS GROUP INC COM 38141G104 5,964 45,430 X 45,430
GOODYEAR TIRE & RUBR CO COM 382550101 113 11,341 X 11,341
GOOGLE INC CL A 38259P508 7,133 16,031 X 16,031
GRACO INC COM 384109104 425 15,063 X 15,063
GRAHAM PACKAGING CO INC COM 384701108 393 32,852 X 32,852
GREAT LAKES DREDGE & DOCK CO COM 390607109 470 78,363 X 78,363
GREATBATCH INC COM 39153L106 436 19,559 X 19,559
GULF ISLAND FABRICATION INC COM 402307102 172 11,056 X 11,056
H & E EQUIPMENT SERVICES INC COM 404030108 334 44,635 X 44,635
HCC INS HLDGS INC COM 404132102 800 32,292 X 32,292
HRPT PPTYS TR COM SH BEN INT 40426W101 761 122,545 X 122,545
HSBC HLDGS PLC SPON ADR NEW 404280406 729 15,990 X 15,990
HAEMONETICS CORP COM 405024100 402 7,516 X 7,516
HAIN CELESTIAL GROUP INC COM 405217100 390 19,323 X 19,323
HALLIBURTON CO COM 406216101 1,462 59,560 X 59,560
HANESBRANDS INC COM 410345102 454 18,875 X 18,875
HARRIS CORP DEL COM 413875105 686 16,465 X 16,465
HARSCO CORP COM 415864107 538 22,897 X 22,897
HARTE-HANKS INC COM 416196103 467 44,650 X 44,650
HEALTHSPRING INC COM 42224N101 881 56,824 X 56,824
HEALTHWAYS INC COM 422245100 202 16,982 X 16,982
HECLA MNG CO COM 422704106 138 26,496 X 26,496
HEIDRICK & STRUGGLES INTL IN COM 422819102 501 21,948 X 21,948
HESS CORP COM 42809H107 966 19,184 X 19,184
HEWLETT PACKARD CO COM 428236103 8,288 191,499 X 191,499
HI-TECH PHARMACAL INC COM 42840B101 787 34,339 X 34,339
HILLENBRAND INC COM 431571108 1,031 48,219 X 48,219
HOME DEPOT INC COM 437076102 3,127 111,407 X 111,407
HONEYWELL INTL INC COM 438516106 2,732 69,990 X 69,990
HORACE MANN EDUCATORS CORP N COM 440327104 755 49,354 X 49,354
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 558 26,455 X 26,455
HOT TOPIC INC COM 441339108 369 72,594 X 72,594
HUGOTON RTY TR TEX UNIT BEN INT 444717102 494 26,022 X 26,022
HUNTSMAN CORP COM 447011107 102 11,820 X 11,820
HUTCHINSON TECHNOLOGY INC COM 448407106 429 99,172 X 99,172
IDT CORP CL B NEW 448947507 304 23,859 X 23,859
IAC INTERACTIVECORP COM PAR $.001 44919P508 498 22,659 X 22,659
ITT EDUCATIONAL SERVICES INC COM 45068B109 579 6,970 X 6,970
ICON PUB LTD CO SPONSORED ADR 45103T107 460 15,928 X 15,928
IDACORP INC COM 451107106 655 19,698 X 19,698
ILLINOIS TOOL WKS INC COM 452308109 1,197 28,993 X 28,993
INERGY HLDGS L P COM 45661Q107 529 20,025 X 20,025
INFINITY PPTY & CAS CORP COM 45665Q103 696 15,077 X 15,077
INSIGHT ENTERPRISES INC COM 45765U103 467 35,460 X 35,460
INNOSPEC INC COM 45768S105 378 40,315 X 40,315
INSPIRE PHARMACEUTICALS INC COM 457733103 130 26,011 X 26,011
INNOPHOS HOLDINGS INC COM 45774N108 306 11,738 X 11,738
INSTEEL INDUSTRIES INC COM 45774W108 512 44,082 X 44,082
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 499 13,492 X 13,492
INTEGRATED DEVICE TECHNOLOGY COM 458118106 531 107,209 X 107,209
INTEL CORP COM 458140100 9,998 514,020 X 514,020
INTERFACE INC CL A 458665106 367 34,144 X 34,144
INTERDIGITAL INC COM 45867G101 680 27,552 X 27,552
INTERNATIONAL BUSINESS MACHS COM 459200101 10,418 84,368 X 84,368
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 420 9,900 X 9,900
INTERSIL CORP CL A 46069S109 123 10,160 X 10,160
INVENTIV HEALTH INC COM 46122E105 406 15,845 X 15,845
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 180 11,235 X 11,235
ION GEOPHYSICAL CORP COM 462044108 420 120,594 X 120,594
IRIDIUM COMMUNICATIONS INC COM 46269C102 517 51,505 X 51,505
IRIS INTL INC COM 46270W105 114 11,237 X 11,237
ISHARES TR INDEX RUSSELL MIDCAP 464287499 52,989 658,819 X 658,819
ISHARES TR INDEX RUSSELL 2000 464287655 28,263 462,460 X 462,460
ISHARES TR INDEX RUSSELL 3000 464287689 22,306 365,200 X 365,200
ISILON SYS INC COM 46432L104 586 45,675 X 45,675
J CREW GROUP INC COM 46612H402 504 13,700 X 13,700
JPMORGAN CHASE & CO COM 46625H100 11,633 317,746 X 317,746
JACK IN THE BOX INC COM 466367109 872 44,821 X 44,821
JARDEN CORP COM 471109108 632 23,524 X 23,524
JAZZ PHARMACEUTICALS INC COM 472147107 471 60,094 X 60,094
JOHNSON & JOHNSON COM 478160104 11,504 194,781 X 194,781
JOHNSON CTLS INC COM 478366107 1,677 62,398 X 62,398
JONES APPAREL GROUP INC COM 480074103 537 33,888 X 33,888
JOY GLOBAL INC COM 481165108 492 9,830 X 9,830
JUNIPER NETWORKS INC COM 48203R104 790 34,616 X 34,616
KKR FINANCIAL HLDGS LLC COM 48248A306 370 49,583 X 49,583
KLA-TENCOR CORP COM 482480100 1,193 42,791 X 42,791
KMG CHEMICALS INC COM 482564101 386 26,904 X 26,904
K12 INC COM 48273U102 528 23,789 X 23,789
KAPSTONE PAPER & PACKAGING C COM 48562P103 479 43,019 X 43,019
KAYDON CORP COM 486587108 316 9,622 X 9,622
KELLOGG CO COM 487836108 853 16,956 X 16,956
KENEXA CORP COM 488879107 120 10,036 X 10,036
KENSEY NASH CORP COM 490057106 208 8,764 X 8,764
KIMBERLY CLARK CORP COM 494368103 2,422 39,944 X 39,944
KIRKLANDS INC COM 497498105 319 18,879 X 18,879
KNOLL INC COM NEW 498904200 382 28,761 X 28,761
KNIGHT TRANSN INC COM 499064103 376 18,587 X 18,587
KNOT INC COM 499184109 171 21,919 X 21,919
KOHLS CORP COM 500255104 1,427 30,050 X 30,050
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 751 25,166 X 25,166
KOPPERS HOLDINGS INC COM 50060P106 303 13,473 X 13,473
KOPIN CORP COM 500600101 138 40,674 X 40,674
KRAFT FOODS INC CL A 50075N104 2,955 105,528 X 105,528
KROGER CO COM 501044101 835 42,426 X 42,426
KULICKE & SOFFA INDS INC COM 501242101 475 67,641 X 67,641
LTC PPTYS INC COM 502175102 240 9,901 X 9,901
LTX-CREDENCE CORP COM 502403108 471 166,299 X 166,299
LA Z BOY INC COM 505336107 203 27,346 X 27,346
LAKELAND FINL CORP COM 511656100 365 18,268 X 18,268
LANCASTER COLONY CORP COM 513847103 494 9,252 X 9,252
LANDAUER INC COM 51476K103 456 7,495 X 7,495
LANDSTAR SYS INC COM 515098101 387 9,927 X 9,927
LAS VEGAS SANDS CORP COM 517834107 461 20,807 X 20,807
LAYNE CHRISTENSEN CO COM 521050104 645 26,562 X 26,562
LEGG MASON INC COM 524901105 476 16,975 X 16,975
LENDER PROCESSING SVCS INC COM 52602E102 457 14,605 X 14,605
LEXMARK INTL NEW CL A 529771107 834 25,248 X 25,248
LIFE TECHNOLOGIES CORP COM 53217V109 490 10,360 X 10,360
LIFEPOINT HOSPITALS INC COM 53219L109 257 8,199 X 8,199
LILLY ELI & CO COM 532457108 2,994 89,372 X 89,372
LIMITED BRANDS INC COM 532716107 1,171 53,043 X 53,043
LINDSAY CORP COM 535555106 329 10,372 X 10,372
LITTELFUSE INC COM 537008104 475 15,037 X 15,037
LO-JACK CORP COM 539451104 48 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,283 30,644 X 30,644
LODGENET INTERACTIVE CORP COM 540211109 384 103,441 X 103,441
LOEWS CORP COM 540424108 690 20,706 X 20,706
LORILLARD INC COM 544147101 1,116 15,504 X 15,504
LOWES COS INC COM 548661107 2,465 120,698 X 120,698
LULULEMON ATHLETICA INC COM 550021109 449 12,051 X 12,051
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 458 19,650 X 19,650
LUMINEX CORP DEL COM 55027E102 517 31,866 X 31,866
MFA FINANCIAL INC COM 55272X102 429 57,973 X 57,973
MKS INSTRUMENT INC COM 55306N104 469 25,074 X 25,074
MSC INDL DIRECT INC CL A 553530106 425 8,387 X 8,387
MSCI INC CL A 55354G100 344 12,548 X 12,548
MACK CALI RLTY CORP COM 554489104 332 11,164 X 11,164
MADDEN STEVEN LTD COM 556269108 384 12,198 X 12,198
MAGELLAN HEALTH SVCS INC COM NEW 559079207 471 12,960 X 12,960
MANTECH INTL CORP CL A 564563104 485 11,394 X 11,394
MANULIFE FINL CORP COM 56501R106 718 49,279 X 49,279
MARATHON OIL CORP COM 565849106 1,451 46,680 X 46,680
MARTEK BIOSCIENCES CORP COM 572901106 622 26,236 X 26,236
MASTEC INC COM 576323109 118 12,529 X 12,529
MASTERCARD INC CL A 57636Q104 1,277 6,402 X 6,402
MATRIXX INITIATIVES INC COM 57685L105 98 21,400 X 21,400
MATRIX SVC CO COM 576853105 246 26,467 X 26,467
MATTEL INC COM 577081102 762 36,028 X 36,028
MAXIM INTEGRATED PRODS INC COM 57772K101 1,240 74,126 X 74,126
MAXLINEAR INC CL A 57776J100 373 26,648 X 26,648
MAXIMUS INC COM 577933104 263 4,550 X 4,550
MCDONALDS CORP COM 580135101 4,662 70,778 X 70,778
MCGRATH RENTCORP COM 580589109 360 15,786 X 15,786
MCGRAW HILL COS INC COM 580645109 717 25,489 X 25,489
MCKESSON CORP COM 58155Q103 1,199 17,856 X 17,856
MEADOWBROOK INS GROUP INC COM 58319P108 294 34,027 X 34,027
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,965 53,834 X 53,834
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 612 27,968 X 27,968
MEDNAX INC COM 58502B106 420 7,556 X 7,556
MEDTRONIC INC COM 585055106 2,629 72,471 X 72,471
MENS WEARHOUSE INC COM 587118100 453 24,656 X 24,656
MERCADOLIBRE INC COM 58733R102 498 9,474 X 9,474
MERCK & CO INC NEW COM 58933Y105 7,940 227,063 X 227,063
MEREDITH CORP COM 589433101 466 14,980 X 14,980
METLIFE INC COM 59156R108 2,736 72,462 X 72,462
MICREL INC COM 594793101 887 87,164 X 87,164
MICROSOFT CORP COM 594918104 12,732 553,345 X 553,345
MICROSTRATEGY INC CL A NEW 594972408 414 5,518 X 5,518
MICROCHIP TECHNOLOGY INC COM 595017104 738 26,589 X 26,589
MICRON TECHNOLOGY INC COM 595112103 467 55,009 X 55,009
MICROSEMI CORP COM 595137100 378 25,854 X 25,854
MICRUS ENDOVASCULAR CORP COM 59518V102 816 39,234 X 39,234
MILLER HERMAN INC COM 600544100 430 22,805 X 22,805
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 456 60,882 X 60,882
MINERALS TECHNOLOGIES INC COM 603158106 593 12,473 X 12,473
MIPS TECHNOLOGIES INC COM 604567107 505 98,818 X 98,818
MOBILE MINI INC COM 60740F105 213 13,107 X 13,107
MODINE MFG CO COM 607828100 346 44,991 X 44,991
MONSANTO CO NEW COM 61166W101 1,659 35,894 X 35,894
MOOG INC CL A 615394202 896 27,804 X 27,804
MORGAN STANLEY COM NEW 617446448 3,973 171,176 X 171,176
MOSAIC CO COM 61945A107 406 10,404 X 10,404
MOTOROLA INC COM 620076109 997 152,905 X 152,905
MOVADO GROUP INC COM 624580106 194 18,196 X 18,196
MURPHY OIL CORP COM 626717102 492 9,930 X 9,930
MYLAN INC COM 628530107 542 31,822 X 31,822
NRG ENERGY INC COM NEW 629377508 479 22,582 X 22,582
NVE CORP COM NEW 629445206 335 7,703 X 7,703
NABI BIOPHARMACEUTICALS COM 629519109 780 143,433 X 143,433
NANOMETRICS INC COM 630077105 471 46,653 X 46,653
NATIONAL CINEMEDIA INC COM 635309107 547 32,829 X 32,829
NATIONAL FINL PARTNERS CORP COM 63607P208 154 15,764 X 15,764
NATIONAL GRID PLC SPON ADR NEW 636274300 785 21,314 X 21,314
NATIONAL HEALTH INVS INC COM 63633D104 497 12,900 X 12,900
NATIONAL OILWELL VARCO INC COM 637071101 912 27,568 X 27,568
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,617 120,120 X 120,120
NATURAL GAS SERVICES GROUP COM 63886Q109 420 27,730 X 27,730
NEENAH PAPER INC COM 640079109 635 34,694 X 34,694
NEKTAR THERAPEUTICS COM 640268108 532 43,979 X 43,979
NETEASE COM INC SPONSORED ADR 64110W102 420 13,240 X 13,240
NEUROCRINE BIOSCIENCES INC COM 64125C109 462 82,433 X 82,433
NEUSTAR INC CL A 64126X201 354 17,190 X 17,190
NEW YORK TIMES CO CL A 650111107 232 26,794 X 26,794
NEWALLIANCE BANCSHARES INC COM 650203102 224 19,955 X 19,955
NEWFIELD EXPL CO COM 651290108 521 10,661 X 10,661
NEWMARKET CORP COM 651587107 666 7,626 X 7,626
NEWMONT MINING CORP COM 651639106 1,932 31,299 X 31,299
NEWPARK RES INC COM PAR $.01NE 651718504 493 81,512 X 81,512
NEWS CORP CL A 65248E104 3,031 253,459 X 253,459
NEXTERA ENERGY INC COM 65339F101 3,117 63,935 X 63,935
NIKE INC CL B 654106103 2,075 30,718 X 30,718
NOKIA CORP SPONSORED ADR 654902204 756 92,799 X 92,799
NORDSON CORP COM 655663102 369 6,582 X 6,582
NORFOLK SOUTHERN CORP COM 655844108 1,782 33,584 X 33,584
NORTHERN TR CORP COM 665859104 743 15,913 X 15,913
NORTHROP GRUMMAN CORP COM 666807102 1,079 19,818 X 19,818
NOVATEL WIRELESS INC COM NEW 66987M604 102 17,748 X 17,748
NOVARTIS A G SPONSORED ADR 66987V109 772 15,987 X 15,987
NOVO-NORDISK A S ADR 670100205 550 6,784 X 6,784
NUCOR CORP COM 670346105 794 20,734 X 20,734
NUTRI SYS INC NEW COM 67069D108 419 18,249 X 18,249
NUVASIVE INC COM 670704105 251 7,083 X 7,083
OM GROUP INC COM 670872100 517 21,687 X 21,687
OSI SYSTEMS INC COM 671044105 619 22,285 X 22,285
OCCIDENTAL PETE CORP DEL COM 674599105 4,123 53,435 X 53,435
OCLARO INC COM NEW 67555N206 129 11,677 X 11,677
OFFICEMAX INC DEL COM 67622P101 189 14,488 X 14,488
OIL STS INTL INC COM 678026105 406 10,247 X 10,247
OLD DOMINION FGHT LINES INC COM 679580100 509 14,473 X 14,473
OMNICOM GROUP INC COM 681919106 693 20,196 X 20,196
OMNOVA SOLUTIONS INC COM 682129101 576 73,777 X 73,777
ON SEMICONDUCTOR CORP COM 682189105 533 83,616 X 83,616
ORACLE CORP COM 68389X105 5,378 250,628 X 250,628
ORBITAL SCIENCES CORP COM 685564106 345 21,854 X 21,854
OSHKOSH CORP COM 688239201 579 18,584 X 18,584
OVERSTOCK COM INC DEL COM 690370101 628 34,766 X 34,766
OXFORD INDS INC COM 691497309 587 28,025 X 28,025
PG&E CORP COM 69331C108 1,007 24,498 X 24,498
P F CHANGS CHINA BISTRO INC COM 69333Y108 412 10,386 X 10,386
PMC-SIERRA INC COM 69344F106 264 35,114 X 35,114
PNC FINL SVCS GROUP INC COM 693475105 3,250 57,528 X 57,528
PPG INDS INC COM 693506107 1,232 20,393 X 20,393
PPL CORP COM 69351T106 785 31,463 X 31,463
PACCAR INC COM 693718108 957 24,009 X 24,009
PACER INTL INC TENN COM 69373H106 530 75,863 X 75,863
PANERA BREAD CO CL A 69840W108 446 5,927 X 5,927
PAPA JOHNS INTL INC COM 698813102 216 9,323 X 9,323
PAR PHARMACEUTICAL COS INC COM 69888P106 259 9,980 X 9,980
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 461 29,398 X 29,398
PENN VA GP HLDGS L P COM UNIT R LIM 70788P105 558 30,629 X 30,629
PENNEY J C INC COM 708160106 666 31,000 X 31,000
PEP BOYS MANNY MOE & JACK COM 713278109 1,095 123,542 X 123,542
PEPSICO INC COM 713448108 6,467 106,101 X 106,101
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 382 17,339 X 17,339
PERRIGO CO COM 714290103 669 11,323 X 11,323
PETROLEUM DEV CORP COM 716578109 1,015 39,599 X 39,599
PFIZER INC COM 717081103 10,036 703,779 X 703,779
PHILIP MORRIS INTL INC COM 718172109 6,350 138,532 X 138,532
PIEDMONT NAT GAS INC COM 720186105 263 10,409 X 10,409
PIER 1 IMPORTS INC COM 720279108 225 35,135 X 35,135
PINNACLE ENTMT INC COM 723456109 291 30,804 X 30,804
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 378 15,255 X 15,255
PITNEY BOWES INC COM 724479100 791 36,030 X 36,030
PLANTRONICS INC NEW COM 727493108 1,015 35,485 X 35,485
POLARIS INDS INC COM 731068102 1,224 22,401 X 22,401
POLYONE CORP COM 73179P106 213 25,348 X 25,348
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 509 7,618 X 7,618
POWELL INDS INC COM 739128106 977 35,748 X 35,748
PRAXAIR INC COM 74005P104 1,530 20,130 X 20,130
PRE PAID LEGAL SVCS INC COM 740065107 990 21,760 X 21,760
PRECISION CASTPARTS CORP COM 740189105 963 9,353 X 9,353
PRICESMART INC COM 741511109 251 10,822 X 10,822
PRIMERICA INC COM 74164M108 546 25,456 X 25,456
PRINCIPAL FINL GROUP INC COM 74251V102 713 30,408 X 30,408
PROCTER & GAMBLE CO COM 742718109 11,364 189,471 X 189,471
PROSPECT CAPITAL CORPORATION COM 74348T102 375 38,862 X 38,862
PROVIDENT FINL SVCS INC COM 74386T105 137 11,685 X 11,685
PRUDENTIAL FINL INC COM 744320102 2,924 54,499 X 54,499
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,043 33,288 X 33,288
PUBLIC STORAGE COM 74460D109 811 9,228 X 9,228
QLOGIC CORP COM 747277101 935 56,272 X 56,272
QUAKER CHEM CORP COM 747316107 256 9,466 X 9,466
QUALCOMM INC COM 747525103 3,544 107,922 X 107,922
QUANEX BUILDING PRODUCTS COR COM 747619104 441 25,494 X 25,494
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 505 49,489 X 49,489
QUICKSILVER RESOURCES INC COM 74837R104 129 11,720 X 11,720
QUIKSILVER INC COM 74838C106 268 72,440 X 72,440
QUIDEL CORP COM 74838J101 331 26,062 X 26,062
QWEST COMMUNICATIONS INTL IN COM 749121109 811 154,419 X 154,419
RCN CORP COM NEW 749361200 613 41,422 X 41,422
RF MICRODEVICES INC COM 749941100 510 130,504 X 130,504
RADIOSHACK CORP COM 750438103 403 20,645 X 20,645
RAYTHEON CO COM NEW 755111507 3,177 65,660 X 65,660
REDWOOD TR INC COM 758075402 580 39,649 X 39,649
RENAISSANCE LEARNING INC COM 75968L105 376 25,563 X 25,563
RENT A CTR INC NEW COM 76009N100 352 17,353 X 17,353
RESOLUTE ENERGY CORP COM 76116A108 478 39,029 X 39,029
RESOURCE CAP CORP COM 76120W302 257 45,291 X 45,291
REVLON INC CL A NEW 761525609 361 32,333 X 32,333
REYNOLDS AMERICAN INC COM 761713106 1,359 26,071 X 26,071
ROCKY BRANDS INC COM 774515100 132 20,700 X 20,700
ROGERS CORP COM 775133101 843 30,360 X 30,360
ROSS STORES INC COM 778296103 512 9,601 X 9,601
RYDER SYS INC COM 783549108 670 16,652 X 16,652
SM ENERGY CO COM 78454L100 522 13,005 X 13,005
S1 CORPORATION COM 78463B101 511 85,108 X 85,108
SABINE ROYALTY TR UNIT BEN INT 785688102 346 7,347 X 7,347
SAFETY INS GROUP INC COM 78648T100 305 8,235 X 8,235
SAFEWAY INC COM NEW 786514208 769 39,106 X 39,106
ST JUDE MED INC COM 790849103 776 21,499 X 21,499
SANDERSON FARMS INC COM 800013104 674 13,291 X 13,291
SANDISK CORP COM 80004C101 505 12,010 X 12,010
SANOFI AVENTIS SPONSORED ADR 80105N105 797 26,513 X 26,513
SANTARUS INC COM 802817304 498 200,937 X 200,937
SATYAM COMPUTER SERVICES LTD ADR 804098101 776 150,997 X 150,997
SCANSOURCE INC COM 806037107 380 15,224 X 15,224
SCHLUMBERGER LTD COM 806857108 4,343 78,476 X 78,476
SCHNITZER STL INDS CL A 806882106 524 13,379 X 13,379
SCHWAB CHARLES CORP NEW COM 808513105 923 65,092 X 65,092
SEACOR HOLDINGS INC COM 811904101 353 4,992 X 4,992
SEALED AIR CORP NEW COM 81211K100 870 44,107 X 44,107
SEATTLE GENETICS INC COM 812578102 639 53,276 X 53,276
SELECT COMFORT CORP COM 81616X103 439 50,196 X 50,196
SELECTIVE INS GROUP INC COM 816300107 417 28,033 X 28,033
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 412 10,395 X 10,395
SHAW GROUP INC COM 820280105 232 6,773 X 6,773
SHOE CARNIVAL INC COM 824889109 744 36,286 X 36,286
SIEMENS A G SPONSORED ADR 826197501 752 8,404 X 8,404
SIGMA DESIGNS INC COM 826565103 502 50,162 X 50,162
SIGA TECHNOLOGIES INC COM 826917106 279 36,208 X 36,208
SILICON LABORATORIES INC COM 826919102 254 6,274 X 6,274
SILGAN HOLDINGS INC COM 827048109 308 10,866 X 10,866
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 376 70,289 X 70,289
SIMON PPTY GROUP INC NEW COM 828806109 1,555 19,257 X 19,257
SIRONA DENTAL SYSTEMS INC COM 82966C103 639 18,341 X 18,341
SKYWEST INC COM 830879102 374 30,621 X 30,621
SMART BALANCE INC COM 83169Y108 86 20,906 X 20,906
SMITH & WESSON HLDG CORP COM 831756101 517 126,358 X 126,358
SMITH A O COM 831865209 523 10,851 X 10,851
SOHU COM INC COM 83408W103 363 8,828 X 8,828
SONIC CORP COM 835451105 321 41,452 X 41,452
SONOCO PRODS CO COM 835495102 1,201 39,401 X 39,401
SONOSITE INC COM 83568G104 576 21,231 X 21,231
SOUTHERN CO COM 842587107 1,805 54,244 X 54,244
SOUTHERN COPPER CORP COM 84265V105 785 29,584 X 29,584
SOUTHWEST BANCORP INC OKLA COM 844767103 657 49,446 X 49,446
SOUTHWEST GAS CORP COM 844895102 236 7,987 X 7,987
SOUTHWESTERN ENERGY CO COM 845467109 880 22,778 X 22,778
SPRINT NEXTEL CORP COM SER 1 852061100 822 193,766 X 193,766
STAGE STORES INC COM NEW 85254C305 454 42,495 X 42,495
STANDARD MICROSYSTEMS CORP COM 853626109 1,036 44,490 X 44,490
STANDARD PARKING CORP COM 853790103 436 27,535 X 27,535
STAPLES INC COM 855030102 915 48,022 X 48,022
STARBUCKS CORP COM 855244109 1,191 49,021 X 49,021
STARWOOD PPTY TR INC COM 85571B105 498 29,409 X 29,409
STATE STR CORP COM 857477103 1,116 33,009 X 33,009
STEELCASE INC CL A 858155203 487 62,849 X 62,849
STEIN MART INC COM 858375108 225 36,100 X 36,100
STMICROELECTRONICS N V NY REGISTRY 861012102 1,259 159,207 X 159,207
STRYKER CORP COM 863667101 1,037 20,724 X 20,724
STURM RUGER & CO INC COM 864159108 406 28,327 X 28,327
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 417 8,919 X 8,919
SUCCESSFACTORS INC COM 864596101 468 22,529 X 22,529
SUN COMMUNITIES INC COM 866674104 447 17,214 X 17,214
SUNOCO INC COM 86764P109 622 17,876 X 17,876
SUPERVALU INC COM 868536103 638 58,885 X 58,885
SUSQUEHANNA BANCSHARES INC P COM 869099101 203 24,377 X 24,377
SYMANTEC CORP COM 871503108 730 52,563 X 52,563
SYNAPTICS INC COM 87157D109 474 17,232 X 17,232
SYNNEX CORP COM 87162W100 506 19,756 X 19,756
SYNUTRA INTL INC COM 87164C102 226 13,955 X 13,955
SYSCO CORP COM 871829107 1,112 38,922 X 38,922
TJX COS INC NEW COM 872540109 1,126 26,840 X 26,840
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 704 25,539 X 25,539
TW TELECOM INC COM 87311L104 240 14,372 X 14,372
TARGACEPT INC COM 87611R306 488 25,230 X 25,230
TARGET CORP COM 87612E106 2,382 48,453 X 48,453
TELECOM ARGENTINA S A SPON ADR REP B 879273209 412 25,063 X 25,063
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 109 16,922 X 16,922
TELECOMMUNICATION SYS INC CL A 87929J103 98 23,766 X 23,766
TELEDYNE TECHNOLOGIES INC COM 879360105 870 22,543 X 22,543
TELEFONICA S A SPONSORED ADR 879382208 748 13,476 X 13,476
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1,342 95,131 X 95,131
TELEPHONE & DATA SYS INC COM 879433100 253 8,333 X 8,333
TELETECH HOLDINGS INC COM 879939106 278 21,561 X 21,561
TEMPUR PEDIC INTL INC COM 88023U101 443 14,405 X 14,405
TENET HEALTHCARE CORP COM 88033G100 111 25,486 X 25,486
TERADATA CORP DEL COM 88076W103 455 14,941 X 14,941
TERADYNE INC COM 880770102 457 46,883 X 46,883
TETRA TECHNOLOGIES INC DEL COM 88162F105 492 54,239 X 54,239
TETRA TECH INC NEW COM 88162G103 449 22,894 X 22,894
TESSERA TECHNOLOGIES INC COM 88164L100 492 30,640 X 30,640
TEXAS INSTRS INC COM 882508104 3,649 156,723 X 156,723
TEXAS ROADHOUSE INC COM 882681109 245 19,440 X 19,440
THERMO FISHER SCIENTIFIC INC COM 883556102 1,324 27,002 X 27,002
THOMAS & BETTS CORP COM 884315102 462 13,316 X 13,316
THOMSON REUTERS CORP COM 884903105 882 24,605 X 24,605
3M CO COM 88579Y101 5,688 72,014 X 72,014
TIBCO SOFTWARE INC COM 88632Q103 154 12,757 X 12,757
TIME WARNER INC COM NEW 887317303 2,168 74,983 X 74,983
TIME WARNER CABLE INC COM 88732J207 1,215 23,323 X 23,323
TORCHMARK CORP COM 891027104 956 19,314 X 19,314
TORO CO COM 891092108 840 17,096 X 17,096
TORONTO DOMINION BK ONT COM NEW 891160509 718 11,067 X 11,067
TOWERS WATSON & CO CL A 891894107 377 9,696 X 9,696
TOTAL SYS SVCS INC COM 891906109 249 18,341 X 18,341
TRANSATLANTIC HLDGS INC COM 893521104 346 7,214 X 7,214
TRAVELERS COMPANIES INC COM 89417E109 4,168 84,625 X 84,625
TRIPLE-S MGMT CORP CL B 896749108 518 27,935 X 27,935
TRUSTCO BK CORP N Y COM 898349105 72 12,803 X 12,803
TRUSTMARK CORP COM 898402102 988 47,441 X 47,441
TUESDAY MORNING CORP COM NEW 899035505 223 55,902 X 55,902
UGI CORP NEW COM 902681105 264 10,383 X 10,383
UMB FINL CORP COM 902788108 511 14,361 X 14,361
U S GLOBAL INVS INC CL A 902952100 64 11,509 X 11,509
US BANCORP DEL COM NEW 902973304 4,217 188,697 X 188,697
USA MOBILITY INC COM 90341G103 407 31,487 X 31,487
ULTA SALON COSMETCS & FRAG I COM 90384S303 401 16,964 X 16,964
UNDER ARMOUR INC CL A 904311107 542 16,372 X 16,372
UNIFIRST CORP MASS COM 904708104 269 6,122 X 6,122
UNION PAC CORP COM 907818108 3,646 52,449 X 52,449
UNITED PARCEL SERVICE INC CL B 911312106 4,495 79,009 X 79,009
UNITED TECHNOLOGIES CORP COM 913017109 5,449 83,950 X 83,950
UNITEDHEALTH GROUP INC COM 91324P102 3,442 121,200 X 121,200
UNIVERSAL AMERICAN CORP COM 913377107 522 36,243 X 36,243
UNIVERSAL FST PRODS INC COM 913543104 566 18,690 X 18,690
UNIVERSAL INS HLDGS INC COM 91359V107 92 21,925 X 21,925
UNUM GROUP COM 91529Y106 486 22,388 X 22,388
V F CORP COM 918204108 728 10,231 X 10,231
VALASSIS COMMUNICATIONS INC COM 918866104 526 16,567 X 16,567
VALERO ENERGY CORP NEW COM 91913Y100 536 29,794 X 29,794
VALMONT INDS INC COM 920253101 402 5,526 X 5,526
VALSPAR CORP COM 920355104 541 17,949 X 17,949
VALUECLICK INC COM 92046N102 137 12,782 X 12,782
VARIAN MED SYS INC COM 92220P105 536 10,262 X 10,262
VASCO DATA SEC INTL INC COM 92230Y104 109 17,674 X 17,674
VECTOR GROUP LTD COM 92240M108 382 22,719 X 22,719
VEECO INSTRS INC DEL COM 922417100 222 6,470 X 6,470
VERIFONE SYS INC COM 92342Y109 734 38,783 X 38,783
VERIZON COMMUNICATIONS INC COM 92343V104 7,502 267,747 X 267,747
VERSO PAPER CORP COM 92531L108 134 58,117 X 58,117
VIASAT INC COM 92552V100 535 16,439 X 16,439
VIACOM INC NEW CL B 92553P201 1,254 39,959 X 39,959
VIRTUAL RADIOLOGIC CORPORATI COM 92826B104 324 18,865 X 18,865
VISA INC COM CL A 92826C839 3,457 48,865 X 48,865
VISHAY INTERTECHNOLOGY INC COM 928298108 527 68,034 X 68,034
VMWARE INC CL A COM 928563402 302 4,833 X 4,833
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 732 35,403 X 35,403
VOLCOM INC COM 92864N101 274 14,730 X 14,730
VONAGE HLDGS CORP COM 92886T201 473 205,570 X 205,570
W & T OFFSHORE INC COM 92922P106 500 52,880 X 52,880
WD-40 CO COM 929236107 544 16,274 X 16,274
WPP PLC ADR 92933H101 515 10,998 X 10,998
WAL MART STORES INC COM 931142103 6,454 134,254 X 134,254
WALGREEN CO COM 931422109 3,020 113,121 X 113,121
WALTER ENERGY INC COM 93317Q105 346 5,693 X 5,693
WARNACO GROUP INC COM NEW 934390402 665 18,404 X 18,404
WASHINGTON POST CO CL B 939640108 841 2,048 X 2,048
WASTE MGMT INC DEL COM 94106L109 994 31,780 X 31,780
WASTE SERVICES INC DEL COM NEW 941075202 145 12,420 X 12,420
WATERS CORP COM 941848103 491 7,584 X 7,584
WAUSAU PAPER CORP COM 943315101 372 54,998 X 54,998
WEIGHT WATCHERS INTL INC NEW COM 948626106 375 14,583 X 14,583
WELLPOINT INC COM 94973V107 2,620 53,551 X 53,551
WELLS FARGO & CO NEW COM 949746101 9,929 387,837 X 387,837
WERNER ENTERPRISES INC COM 950755108 899 41,057 X 41,057
WEST PHARMACEUTICAL SVSC INC COM 955306105 481 13,182 X 13,182
WESTERN DIGITAL CORP COM 958102105 535 17,754 X 17,754
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 500 22,509 X 22,509
WET SEAL INC CL A 961840105 116 31,657 X 31,657
WILEY JOHN & SONS INC CL A 968223206 258 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 703 38,443 X 38,443
WILLIAMS SONOMA INC COM 969904101 539 21,719 X 21,719
WILSHIRE BANCORP INC COM 97186T108 123 14,079 X 14,079
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 402 22,568 X 22,568
WINDSTREAM CORP COM 97381W104 752 71,204 X 71,204
WINN DIXIE STORES INC COM NEW 974280307 410 42,574 X 42,574
WOLVERINE WORLD WIDE INC COM 978097103 824 32,692 X 32,692
WORLD ACCEP CORP DEL COM 981419104 534 13,936 X 13,936
WORLD WRESTLING ENTMT INC CL A 98156Q108 539 34,671 X 34,671
XILINX INC COM 983919101 1,307 51,733 X 51,733
XEROX CORP COM 984121103 1,121 139,388 X 139,388
YAHOO INC COM 984332106 2,481 179,251 X 179,251
YONGYE INTL INC COM 98607B106 485 70,449 X 70,449
YUM BRANDS INC COM 988498101 1,201 30,754 X 30,754
ZEBRA TECHNOLOGIES CORP CL A 989207105 485 19,114 X 19,114
ZIMMER HLDGS INC COM 98956P102 721 13,345 X 13,345
ZOLTEK COS INC COM 98975W104 137 16,201 X 16,201
ZUMIEZ INC COM 989817101 391 24,248 X 24,248
ZYMOGENETICS INC COM 98985T109 217 51,311 X 51,311