UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 31 March 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 April 28, 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: 847
Form 13F Information Table Value Total: $1,163,558
(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
DAIMLER AG REG SHS D1668R123 914 19,433 X 19,433
ASSURED GUARANTY LTD COM G0585R106 215 9,790 X 9,790
CHINA GERUI ADV MAT GR LTD SHS G21101103 452 59,350 X 59,350
COVIDIEN PLC SHS G2554F105 433 8,612 X 8,612
EVEREST RE GROUP LTD COM G3223R108 909 11,227 X 11,227
FRESH DEL MONTE PRODUCE INC ORD G36738105 279 13,796 X 13,796
GARMIN LTD ORD G37260109 1,452 37,587 X 37,587
HELEN OF TROY CORP LTD COM G4388N106 604 23,193 X 23,193
HERBALIFE LTD COM USD SHS G4412G101 603 13,065 X 13,065
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 509 30,065 X 30,065
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 501 24,538 X 24,538
MAX CAPITAL GROUP LTD SHS G6052F103 674 29,299 X 29,299
MONTPELIER RE HOLDINGS LTD SHS G62185106 212 12,628 X 12,628
ONEBEACON INSURANCE GROUP LT CL A G67742109 573 33,233 X 33,233
PARTNERRE LTD COM G6852T105 925 11,608 X 11,608
PLATINUM UNDERWRITER HLDGS L COM G7127P100 270 7,272 X 7,272
RENAISSANCERE HOLDINGS LTD COM G7496G103 625 11,007 X 11,007
SEAGATE TECHNOLOGY SHS G7945J104 446 24,401 X 24,401
WARNER CHILCOTT PLC IRELAND SHS A G94368100 480 18,820 X 18,820
WHITE MTNS INS GROUP LTD COM G9618E107 233 657 X 657
XYRATEX LTD COM G98268108 524 30,926 X 30,926
ACE LTD SHS H0023R105 944 18,047 X 18,047
TRANSOCEAN LTD REG SHS H8817H100 517 5,989 X 5,989
TYCO ELECTRONICS LTD SWITZER SHS H8912P106 1,402 51,013 X 51,013
CELLCOM ISRAEL LTD SHS M2196U109 386 11,294 X 11,294
CERAGON NETWORKS LTD ORD M22013102 614 56,201 X 56,201
CORE LABORATORIES N V COM N22717107 443 3,386 X 3,386
ORTHOFIX INTL N V COM N6748L102 489 13,451 X 13,451
STEINER LEISURE LTD ORD P8744Y102 626 14,116 X 14,116
A D C TELECOMMUNICATIONS COM NEW 000886309 457 62,562 X 62,562
ABM INDS INC COM 000957100 403 18,992 X 18,992
AEP INDS INC COM 001031103 308 11,839 X 11,839
AFC ENTERPRISES INC COM 00104Q107 438 40,822 X 40,822
AFLAC INC COM 001055102 2,701 49,760 X 49,760
AMN HEALTHCARE SERVICES INC COM 001744101 102 11,567 X 11,567
APAC CUSTOMER SERVICES INC COM 00185E106 313 54,434 X 54,434
AT&T INC COM 00206R102 11,493 444,769 X 444,769
ATMI INC COM 00207R101 213 11,041 X 11,041
ATC TECHNOLOGY CORP COM 00211W104 424 24,726 X 24,726
AARONS INC COM 002535201 234 7,012 X 7,012
ABBOTT LABS COM 002824100 6,541 124,165 X 124,165
ACADIA RLTY TR COM SH BEN INT 004239109 231 12,919 X 12,919
ACI WORLDWIDE INC COM 004498101 470 22,828 X 22,828
ACTIVISION BLIZZARD INC COM 00507V109 468 38,817 X 38,817
ACXIOM CORP COM 005125109 443 24,701 X 24,701
ADOBE SYS INC COM 00724F101 1,288 36,405 X 36,405
ADTRAN INC COM 00738A106 444 16,859 X 16,859
ADVANCE AMER CASH ADVANCE CT COM 00739W107 616 105,926 X 105,926
AEROPOSTALE COM 007865108 607 21,058 X 21,058
ADVANCED ENERGY INDS COM 007973100 635 38,319 X 38,319
AETNA INC NEW COM 00817Y108 1,091 31,065 X 31,065
AIR METHODS CORP COM PAR $.06 009128307 589 17,310 X 17,310
AIR PRODS & CHEMS INC COM 009158106 1,079 14,585 X 14,585
ALBANY INTL CORP CL A 012348108 370 17,165 X 17,165
ALBERTO CULVER CO NEW COM 013078100 236 9,041 X 9,041
ALCOA INC COM 013817101 964 67,720 X 67,720
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 468 6,926 X 6,926
ALLERGAN INC COM 018490102 1,382 21,164 X 21,164
ALLIANT TECHSYSTEMS INC COM 018804104 676 8,314 X 8,314
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 205 6,675 X 6,675
ALLSTATE CORP COM 020002101 3,606 111,620 X 111,620
ALTRA HOLDINGS INC COM 02208R106 618 44,988 X 44,988
ALTRIA GROUP INC COM 02209S103 2,957 144,083 X 144,083
AMAZON COM INC COM 023135106 4,789 35,271 X 35,271
AMCOL INTL CORP COM 02341W103 883 32,457 X 32,457
AMEDISYS INC COM 023436108 675 12,232 X 12,232
AMERCO COM 023586100 255 4,701 X 4,701
AMERICAN AXLE & MFG HLDGS IN COM 024061103 511 51,178 X 51,178
AMERICAN CAPITAL AGENCY CORP COM 02503X105 510 19,934 X 19,934
AMERICAN CAP LTD COM 02503Y103 161 31,686 X 31,686
AMERICAN ELEC PWR INC COM 025537101 1,133 33,137 X 33,137
AMERICAN EQTY INVT LIFE HLD COM 025676206 887 83,304 X 83,304
AMERICAN EXPRESS CO COM 025816109 4,511 109,338 X 109,338
AMERICAN FINL GROUP INC OHIO COM 025932104 1,639 57,615 X 57,615
AMERICAN MED SYS HLDGS INC COM 02744M108 1,008 54,255 X 54,255
AMERICAN ORIENTAL BIOENGR IN COM 028731107 486 119,199 X 119,199
AMERICAN PUBLIC EDUCATION IN COM 02913V103 578 12,413 X 12,413
AMERICAN TOWER CORP CL A 029912201 1,178 27,642 X 27,642
AMERICAN SUPERCONDUCTOR CORP COM 030111108 249 8,625 X 8,625
AMERICREDIT CORP COM 03060R101 225 9,486 X 9,486
AMERIGROUP CORP COM 03073T102 480 14,437 X 14,437
AMGEN INC COM 031162100 4,211 70,369 X 70,369
AMSURG CORP COM 03232P405 522 24,171 X 24,171
ANADARKO PETE CORP COM 032511107 2,527 34,698 X 34,698
ANALOG DEVICES INC COM 032654105 450 15,622 X 15,622
ANDERSONS INC COM 034164103 466 13,928 X 13,928
ANIXTER INTL INC COM 035290105 956 20,402 X 20,402
ANNALY CAP MGMT INC COM 035710409 883 51,379 X 51,379
ANWORTH MORTGAGE ASSET CP COM 037347101 196 29,115 X 29,115
APACHE CORP COM 037411105 2,890 28,471 X 28,471
APOGEE ENTERPRISES INC COM 037598109 456 28,863 X 28,863
APOLLO INVT CORP COM 03761U106 172 13,548 X 13,548
APPLE INC COM 037833100 17,167 73,053 X 73,053
APPLIED INDL TECHNOLOGIES IN COM 03820C105 519 20,903 X 20,903
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 537 62,266 X 62,266
APPLIED MATLS INC COM 038222105 2,872 213,223 X 213,223
ARCH COAL INC COM 039380100 505 22,090 X 22,090
ARCHER DANIELS MIDLAND CO COM 039483102 1,290 44,625 X 44,625
ARES CAP CORP COM 04010L103 296 19,958 X 19,958
ARIBA INC COM NEW 04033V203 129 10,050 X 10,050
ARRIS GROUP INC COM 04269Q100 700 58,249 X 58,249
ARROW ELECTRS INC COM 042735100 258 8,547 X 8,547
AURIZON MINES LTD COM 05155P106 345 72,500 X 72,500
AUTOMATIC DATA PROCESSING IN COM 053015103 1,553 34,920 X 34,920
AVERY DENNISON CORP COM 053611109 986 27,084 X 27,084
AVID TECHNOLOGY INC COM 05367P100 195 14,128 X 14,128
AVISTA CORP COM 05379B107 530 25,575 X 25,575
AVNET INC COM 053807103 521 17,369 X 17,369
BB&T CORP COM 054937107 1,531 47,261 X 47,261
BGC PARTNERS INC CL A 05541T101 259 42,312 X 42,312
BP PLC SPONSORED ADR 055622104 464 8,127 X 8,127
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 415 4,198 X 4,198
BT GROUP PLC ADR 05577E101 1,378 73,648 X 73,648
BABCOCK & BROWN AIR LTD SPONSORED ADR 05614P101 272 26,297 X 26,297
BAKER HUGHES INC COM 057224107 1,009 21,537 X 21,537
BANK OF AMERICA CORPORATION COM 060505104 12,953 725,674 X 725,674
BANK HAWAII CORP COM 062540109 329 7,328 X 7,328
BANK OF NEW YORK MELLON CORP COM 064058100 4,261 137,996 X 137,996
BARNES & NOBLE INC COM 067774109 283 13,100 X 13,100
BAXTER INTL INC COM 071813109 2,449 42,076 X 42,076
BECTON DICKINSON & CO COM 075887109 1,311 16,650 X 16,650
BEMIS INC COM 081437105 1,474 51,307 X 51,307
BERRY PETE CO CL A 085789105 499 17,725 X 17,725
BEST BUY INC COM 086516101 1,483 34,867 X 34,867
BHP BILLITON LTD SPONSORED ADR 088606108 464 5,771 X 5,771
BIG 5 SPORTING GOODS CORP COM 08915P101 812 53,347 X 53,347
BIG LOTS INC COM 089302103 1,001 27,479 X 27,479
BIOGEN IDEC INC COM 09062X103 1,151 20,056 X 20,056
BIOTIME INC COM 09066L105 142 19,900 X 19,900
BLACK BOX CORP DEL COM 091826107 531 17,278 X 17,278
BLACKBAUD INC COM 09227Q100 455 18,026 X 18,026
BLACKROCK INC COM 09247X101 451 2,073 X 2,073
BLOCK H & R INC COM 093671105 958 53,833 X 53,833
BLUE NILE INC COM 09578R103 457 8,302 X 8,302
BOEING CO COM 097023105 6,402 88,174 X 88,174
BOSTON BEER INC CL A 100557107 695 13,297 X 13,297
BOSTON SCIENTIFIC CORP COM 101137107 756 104,708 X 104,708
BOYD GAMING CORP COM 103304101 565 57,228 X 57,228
BRADY CORP CL A 104674106 404 12,966 X 12,966
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 146 11,922 X 11,922
BRASIL TELECOM SA SPONS ADR PFD 10553M101 336 17,601 X 17,601
BRIGHAM EXPLORATION CO COM 109178103 567 35,576 X 35,576
BRIGHTPOINT INC COM NEW 109473405 579 76,947 X 76,947
BRINKER INTL INC COM 109641100 733 38,023 X 38,023
BRISTOL MYERS SQUIBB CO COM 110122108 4,206 157,536 X 157,536
BROADCOM CORP CL A 111320107 1,584 47,703 X 47,703
BRONCO DRILLING CO INC COM 112211107 357 75,917 X 75,917
BROOKLINE BANCORP INC DEL COM 11373M107 554 52,074 X 52,074
BROWN & BROWN INC COM 115236101 228 12,717 X 12,717
BROWN SHOE INC NEW COM 115736100 963 62,188 X 62,188
BRUKER CORP COM 116794108 461 31,434 X 31,434
BUCKEYE GP HOLDINGS LP COM UNITS LP 118167105 541 15,760 X 15,760
BUCKEYE TECHNOLOGIES INC COM 118255108 132 10,074 X 10,074
BUCKLE INC COM 118440106 918 24,973 X 24,973
CBL & ASSOC PPTYS INC COM 124830100 447 32,603 X 32,603
CKE RESTAURANTS INC COM 12561E105 559 50,534 X 50,534
CME GROUP INC COM 12572Q105 3,077 9,734 X 9,734
CNOOC LTD SPONSORED ADR 126132109 498 3,015 X 3,015
CSG SYS INTL INC COM 126349109 456 21,730 X 21,730
CSX CORP COM 126408103 1,385 27,210 X 27,210
CVB FINL CORP COM 126600105 105 10,600 X 10,600
CVS CAREMARK CORPORATION COM 126650100 3,700 101,195 X 101,195
CA INC COM 12673P105 434 18,501 X 18,501
CABELAS INC COM 126804301 481 27,479 X 27,479
CABOT CORP COM 127055101 657 21,616 X 21,616
CABOT MICROELECTRONICS CORP COM 12709P103 434 11,485 X 11,485
CACI INTL INC CL A 127190304 611 12,503 X 12,503
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 469 27,963 X 27,963
CALLAWAY GOLF CO COM 131193104 959 108,697 X 108,697
CALLON PETE CO DEL COM 13123X102 594 110,733 X 110,733
CANTEL MEDICAL CORP COM 138098108 651 32,815 X 32,815
CAPITAL ONE FINL CORP COM 14040H105 1,784 43,080 X 43,080
CARDINAL HEALTH INC COM 14149Y108 1,403 38,926 X 38,926
CARDTRONICS INC COM 14161H108 554 44,069 X 44,069
CAREFUSION CORP COM 14170T101 331 12,513 X 12,513
CARMIKE CINEMAS INC COM 143436400 440 31,754 X 31,754
CARNIVAL CORP PAIRED CTF 143658300 1,184 30,454 X 30,454
CARPENTER TECHNOLOGY CORP COM 144285103 572 15,631 X 15,631
CARTER INC COM 146229109 631 20,929 X 20,929
CASCADE CORP COM 147195101 652 20,235 X 20,235
CASH AMER INTL INC COM 14754D100 428 10,848 X 10,848
CATERPILLAR INC DEL COM 149123101 3,558 56,618 X 56,618
CATO CORP NEW CL A 149205106 645 30,098 X 30,098
CEDAR FAIR L P DEPOSITRY UNIT 150185106 470 39,378 X 39,378
CELADON GROUP INC COM 150838100 316 22,700 X 22,700
CELGENE CORP COM 151020104 1,982 31,993 X 31,993
CENTENE CORP DEL COM 15135B101 445 18,527 X 18,527
CENTERPOINT ENERGY INC COM 15189T107 953 66,378 X 66,378
CENTURY ALUM CO COM 156431108 530 38,525 X 38,525
CEPHEID COM 15670R107 330 18,867 X 18,867
CENTURYTEL INC COM 156700106 990 27,921 X 27,921
CEPHALON INC COM 156708109 437 6,440 X 6,440
CHARMING SHOPPES INC COM 161133103 139 25,508 X 25,508
CHECKPOINT SYS INC COM 162825103 871 39,388 X 39,388
CHEESECAKE FACTORY INC COM 163072101 1,173 43,344 X 43,344
CHEMED CORP NEW COM 16359R103 1,015 18,661 X 18,661
CHESAPEAKE ENERGY CORP COM 165167107 1,029 43,524 X 43,524
CHEVRON CORP NEW COM 166764100 13,131 173,169 X 173,169
CHILDRENS PL RETAIL STORES I COM 168905107 916 20,554 X 20,554
CHIMERA INVT CORP COM 16934Q109 148 37,953 X 37,953
CHINA SEC & SURVE TECH INC COM 16942J105 582 75,671 X 75,671
CHINDEX INTERNATIONAL INC COM 169467107 450 38,140 X 38,140
CHOICE HOTELS INTL INC COM 169905106 368 10,558 X 10,558
CHIQUITA BRANDS INTL INC COM 170032809 555 35,267 X 35,267
CHRISTOPHER & BANKS CORP COM 171046105 247 30,902 X 30,902
CHUBB CORP COM 171232101 2,152 41,509 X 41,509
CINCINNATI FINL CORP COM 172062101 943 32,615 X 32,615
CISCO SYS INC COM 17275R102 12,594 483,845 X 483,845
CITIGROUP INC COM 172967101 6,992 1,726,333 X 1,726,333
CITY NATL CORP COM 178566105 204 3,778 X 3,778
CLARCOR INC COM 179895107 425 12,329 X 12,329
COACH INC COM 189754104 464 11,750 X 11,750
CNINSURE INC SPONSORED ADR 18976M103 560 21,058 X 21,058
COCA COLA CO COM 191216100 8,850 160,911 X 160,911
COHEN & STEERS INC COM 19247A100 253 10,134 X 10,134
COHERENT INC COM 192479103 537 16,813 X 16,813
COINSTAR INC COM 19259P300 455 14,014 X 14,014
COLGATE PALMOLIVE CO COM 194162103 2,962 34,743 X 34,743
COLUMBIA SPORTSWEAR CO COM 198516106 748 14,244 X 14,244
COMCAST CORP NEW CL A 20030N101 6,121 325,053 X 325,053
CONMED CORP COM 207410101 544 22,836 X 22,836
CONOCOPHILLIPS COM 20825C104 5,270 102,982 X 102,982
CONSOL ENERGY INC COM 20854P109 466 10,927 X 10,927
CONSOLIDATED COMM HLDGS INC COM 209034107 525 27,711 X 27,711
CONSOLIDATED GRAPHICS INC COM 209341106 882 21,299 X 21,299
CONSTELLATION ENERGY GROUP I COM 210371100 837 23,851 X 23,851
CONVERGYS CORP COM 212485106 143 11,663 X 11,663
COOPER COS INC COM NEW 216648402 468 12,040 X 12,040
COOPER TIRE & RUBR CO COM 216831107 1,268 66,653 X 66,653
COPART INC COM 217204106 249 7,007 X 7,007
CORINTHIAN COLLEGES INC COM 218868107 645 36,674 X 36,674
CORNING INC COM 219350105 2,183 108,008 X 108,008
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 204 5,078 X 5,078
COSTCO WHSL CORP NEW COM 22160K105 3,310 55,428 X 55,428
COVENTRY HEALTH CARE INC COM 222862104 648 26,205 X 26,205
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,006 21,693 X 21,693
CROSS TIMBERS RTY TR TR UNIT 22757R109 471 14,702 X 14,702
CUBIST PHARMACEUTICALS INC COM 229678107 663 29,423 X 29,423
CYBERSOURCE CORP COM 23251J106 412 23,353 X 23,353
CYBERONICS INC COM 23251P102 554 28,898 X 28,898
CYMER INC COM 232572107 572 15,345 X 15,345
DCT INDUSTRIAL TRUST INC COM 233153105 118 22,569 X 22,569
D R HORTON INC COM 23331A109 466 37,000 X 37,000
DSW INC CL A 23334L102 457 17,890 X 17,890
DAKTRONICS INC COM 234264109 578 75,844 X 75,844
DANAHER CORP DEL COM 235851102 1,436 17,965 X 17,965
DARLING INTL INC COM 237266101 432 48,218 X 48,218
DAWSON GEOPHYSICAL CO COM 239359102 534 18,263 X 18,263
DEALERTRACK HLDGS INC COM 242309102 388 22,726 X 22,726
DECKERS OUTDOOR CORP COM 243537107 496 3,596 X 3,596
DEL MONTE FOODS CO COM 24522P103 683 46,807 X 46,807
DELL INC COM 24702R101 1,788 119,071 X 119,071
DELPHI FINL GROUP INC CL A 247131105 668 26,538 X 26,538
DELUXE CORP COM 248019101 1,143 58,860 X 58,860
DENNYS CORP COM 24869P104 491 127,583 X 127,583
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 918 68,025 X 68,025
DEVON ENERGY CORP NEW COM 25179M103 1,988 30,854 X 30,854
DICKS SPORTING GOODS INC COM 253393102 760 29,096 X 29,096
DIGITAL RIV INC COM 25388B104 288 9,516 X 9,516
DIODES INC COM 254543101 541 24,154 X 24,154
DIONEX CORP COM 254546104 421 5,624 X 5,624
DISNEY WALT CO COM DISNEY 254687106 4,555 130,473 X 130,473
DIRECTV COM CL A 25490A101 3,816 112,870 X 112,870
DOLAN MEDIA CO COM 25659P402 529 48,689 X 48,689
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 223 6,926 X 6,926
DOMINION RES INC VA NEW COM 25746U109 3,251 79,082 X 79,082
DOMINOS PIZZA INC COM 25754A201 568 41,636 X 41,636
DONALDSON INC COM 257651109 641 14,200 X 14,200
DONNELLEY R R & SONS CO COM 257867101 969 45,367 X 45,367
DOW CHEM CO COM 260543103 3,870 130,874 X 130,874
DRESS BARN INC COM 261570105 417 15,933 X 15,933
DU PONT E I DE NEMOURS & CO COM 263534109 5,488 147,361 X 147,361
DUCOMMUN INC DEL COM 264147109 759 36,131 X 36,131
DUKE ENERGY CORP NEW COM 26441C105 2,823 172,959 X 172,959
DUKE REALTY CORP COM NEW 264411505 380 30,617 X 30,617
DUNCAN ENERGY PARTNERS LP COM UNITS 265026104 493 18,189 X 18,189
DUOYUAN GLOBAL WTR INC SPONSORED ADR 266043108 465 16,757 X 16,757
DYCOM INDS INC COM 267475101 476 54,277 X 54,277
DYNEX CAP INC COM NEW 26817Q506 133 14,757 X 14,757
E M C CORP MASS COM 268648102 4,171 231,208 X 231,208
ENI S P A SPONSORED ADR 26874R108 1,282 27,318 X 27,318
EOG RES INC COM 26875P101 1,617 17,395 X 17,395
EASTGROUP PPTY INC COM 277276101 218 5,782 X 5,782
EASTMAN CHEM CO COM 277432100 947 14,877 X 14,877
EATON CORP COM 278058102 1,517 20,027 X 20,027
EBAY INC COM 278642103 4,158 154,196 X 154,196
ECLIPSYS CORP COM 278856109 576 28,950 X 28,950
EL PASO ELEC CO COM NEW 283677854 416 20,209 X 20,209
ELIZABETH ARDEN INC COM 28660G106 574 31,910 X 31,910
ELLIS PERRY INTL INC COM 288853104 438 19,280 X 19,280
EMERGENT BIOSOLUTIONS INC COM 29089Q105 489 29,130 X 29,130
EMERSON ELEC CO COM 291011104 2,629 52,232 X 52,232
EMPLOYERS HOLDINGS INC COM 292218104 241 16,255 X 16,255
EMULEX CORP COM NEW 292475209 509 38,328 X 38,328
ENCANA CORP COM 292505104 897 28,914 X 28,914
ENCORE CAP GROUP INC COM 292554102 711 43,216 X 43,216
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 634 26,748 X 26,748
ENERGEN CORP COM 29265N108 619 13,303 X 13,303
ENDOLOGIX INC COM 29266S106 353 87,335 X 87,335
ENPRO INDS INC COM 29355X107 573 19,695 X 19,695
ENTERGY CORP NEW COM 29364G103 1,109 13,630 X 13,630
EQUITY LIFESTYLE PPTYS INC COM 29472R108 277 5,135 X 5,135
ERICSSON L M TEL CO ADR B SEK 10 294821608 917 87,844 X 87,844
ESCO TECHNOLOGIES INC COM 296315104 374 11,750 X 11,750
EVERCORE PARTNERS INC CLASS A 29977A105 209 6,968 X 6,968
EXELON CORP COM 30161N101 2,893 66,024 X 66,024
EXELIXIS INC COM 30161Q104 547 90,060 X 90,060
EXPEDIA INC DEL COM 30212P105 496 19,881 X 19,881
EXPEDITORS INTL WASH INC COM 302130109 440 11,906 X 11,906
EXPRESS SCRIPTS INC COM 302182100 1,909 18,763 X 18,763
EXXON MOBIL CORP COM 30231G102 25,617 382,458 X 382,458
FBL FINL GROUP INC CL A 30239F106 609 24,889 X 24,889
FNB CORP PA COM 302520101 304 37,535 X 37,535
FPL GROUP INC COM 302571104 3,363 69,585 X 69,585
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 994 93,360 X 93,360
FAMILY DLR STORES INC COM 307000109 374 10,228 X 10,228
FARO TECHNOLOGIES INC COM 311642102 545 21,169 X 21,169
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 218 2,990 X 2,990
FEDEX CORP COM 31428X106 3,598 38,525 X 38,525
FIDELITY NATIONAL FINANCIAL CL A 31620R105 911 61,455 X 61,455
FINISH LINE INC CL A 317923100 483 29,519 X 29,519
FIRST COMWLTH FINL CORP PA COM 319829107 243 36,148 X 36,148
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 532 68,575 X 68,575
FIRST SOLAR INC COM 336433107 438 3,569 X 3,569
FIRSTENERGY CORP COM 337932107 828 21,190 X 21,190
FORD MTR CO DEL COM PAR $0.01 345370860 4,189 333,251 X 333,251
FOREST CITY ENTERPRISES INC CL A 345550107 204 14,165 X 14,165
FORWARD AIR CORP COM 349853101 543 20,663 X 20,663
FOSSIL INC COM 349882100 280 7,426 X 7,426
FRANCE TELECOM SPONSORED ADR 35177Q105 847 35,244 X 35,244
FRANKLIN RES INC COM 354613101 2,769 24,966 X 24,966
FREDS INC CL A 356108100 458 38,150 X 38,150
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,381 52,445 X 52,445
FRONTIER COMMUNICATIONS CORP COM 35906A108 949 127,500 X 127,500
G & K SVCS INC CL A 361268105 328 12,656 X 12,656
GAP INC DEL COM 364760108 1,286 55,650 X 55,650
GENCORP INC COM 368682100 190 32,910 X 32,910
GENERAL CABLE CORP DEL NEW COM 369300108 569 21,086 X 21,086
GENERAL DYNAMICS CORP COM 369550108 3,492 45,230 X 45,230
GENERAL ELECTRIC CO COM 369604103 13,396 736,064 X 736,064
GENERAL MLS INC COM 370334104 1,619 22,867 X 22,867
GENESCO INC COM 371532102 720 23,222 X 23,222
GENESIS ENERGY L P UNIT LTD PARTN 371927104 439 22,500 X 22,500
GENOMIC HEALTH INC COM 37244C101 557 31,673 X 31,673
GENUINE PARTS CO COM 372460105 891 21,100 X 21,100
GEOEYE INC COM 37250W108 560 18,994 X 18,994
GENZYME CORP COM 372917104 972 18,751 X 18,751
GILEAD SCIENCES INC COM 375558103 3,353 73,746 X 73,746
GLACIER BANCORP INC NEW COM 37637Q105 352 23,082 X 23,082
GLADSTONE CAPITAL CORP COM 376535100 180 15,238 X 15,238
GLATFELTER COM 377316104 154 10,611 X 10,611
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 895 23,243 X 23,243
GOLDMAN SACHS GROUP INC COM 38141G104 7,797 45,696 X 45,696
GOOGLE INC CL A 38259P508 11,395 20,093 X 20,093
GRACO INC COM 384109104 482 15,063 X 15,063
GRAHAM CORP COM 384556106 442 24,585 X 24,585
GRAHAM PACKAGING CO INC COM 384701108 511 40,697 X 40,697
GREAT LAKES DREDGE & DOCK CO COM 390607109 579 110,218 X 110,218
GREATBATCH INC COM 39153L106 583 27,514 X 27,514
GREEN PLAINS RENEWABLE ENERG COM 393222104 577 40,436 X 40,436
GULF ISLAND FABRICATION INC COM 402307102 246 11,327 X 11,327
H & E EQUIPMENT SERVICES INC COM 404030108 481 44,635 X 44,635
HCC INS HLDGS INC COM 404132102 891 32,292 X 32,292
HNI CORP COM 404251100 614 23,066 X 23,066
HRPT PPTYS TR COM SH BEN INT 40426W101 884 113,688 X 113,688
HSBC HLDGS PLC SPON ADR NEW 404280406 878 17,323 X 17,323
HAEMONETICS CORP COM 405024100 562 9,834 X 9,834
HALLIBURTON CO COM 406216101 1,879 62,356 X 62,356
HARRIS CORP DEL COM 413875105 959 20,199 X 20,199
HARSCO CORP COM 415864107 551 17,241 X 17,241
HARTE-HANKS INC COM 416196103 574 44,650 X 44,650
HATTERAS FINL CORP COM 41902R103 330 12,814 X 12,814
HAWAIIAN HOLDINGS INC COM 419879101 981 133,144 X 133,144
HAWKINS INC COM 420261109 292 12,074 X 12,074
HEALTHCARE SVCS GRP INC COM 421906108 511 22,782 X 22,782
HEALTHSPRING INC COM 42224N101 912 51,827 X 51,827
HEALTHWAYS INC COM 422245100 207 12,875 X 12,875
HERCULES TECH GROWTH CAP INC COM 427096508 139 13,144 X 13,144
HESS CORP COM 42809H107 1,263 20,185 X 20,185
HEWLETT PACKARD CO COM 428236103 10,904 205,157 X 205,157
HI-TECH PHARMACAL INC COM 42840B101 706 31,901 X 31,901
HIGHWOODS PPTYS INC COM 431284108 213 6,702 X 6,702
HILLENBRAND INC COM 431571108 498 22,644 X 22,644
HOME DEPOT INC COM 437076102 3,814 117,902 X 117,902
HONEYWELL INTL INC COM 438516106 3,319 73,317 X 73,317
HORACE MANN EDUCATORS CORP N COM 440327104 212 14,068 X 14,068
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 380 15,850 X 15,850
HOT TOPIC INC COM 441339108 473 72,594 X 72,594
HUBBELL INC CL B 443510201 683 13,535 X 13,535
HUGOTON RTY TR TEX UNIT BEN INT 444717102 430 26,022 X 26,022
HUNTSMAN CORP COM 447011107 142 11,820 X 11,820
HUTCHINSON TECHNOLOGY INC COM 448407106 246 39,347 X 39,347
IAC INTERACTIVECORP COM PAR $.001 44919P508 436 19,135 X 19,135
ITT CORP NEW COM 450911102 461 8,594 X 8,594
IDACORP INC COM 451107106 595 17,192 X 17,192
ILLINOIS TOOL WKS INC COM 452308109 1,478 31,202 X 31,202
IMATION CORP COM 45245A107 551 50,043 X 50,043
INERGY HLDGS L P COM 45661Q107 561 7,694 X 7,694
INFINITY PPTY & CAS CORP COM 45665Q103 426 9,382 X 9,382
INNOSPEC INC COM 45768S105 323 28,430 X 28,430
INSPIRE PHARMACEUTICALS INC COM 457733103 162 26,011 X 26,011
INSTEEL INDUSTRIES INC COM 45774W108 392 36,625 X 36,625
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 636 14,517 X 14,517
INTEL CORP COM 458140100 11,614 521,031 X 521,031
INTERFACE INC CL A 458665106 959 82,819 X 82,819
INTERDIGITAL INC COM 45867G101 468 16,794 X 16,794
INTERMEC INC COM 458786100 394 27,760 X 27,760
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 535 95,619 X 95,619
INTERNATIONAL BUSINESS MACHS COM 459200101 11,791 91,941 X 91,941
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 472 9,900 X 9,900
INTL PAPER CO COM 460146103 931 37,814 X 37,814
INTERNATIONAL RECTIFIER CORP COM 460254105 510 22,291 X 22,291
INTERSIL CORP CL A 46069S109 599 40,622 X 40,622
INVENTIV HEALTH INC COM 46122E105 471 20,949 X 20,949
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 227 13,602 X 13,602
IRIDIUM COMMUNICATIONS INC COM 46269C102 544 67,112 X 67,112
IRIS INTL INC COM 46270W105 115 11,237 X 11,237
ISHARES TR INDEX RUSSELL MIDCAP 464287499 65,645 735,519 X 735,519
ISHARES TR INDEX RUSSELL 2000 464287655 34,712 511,960 X 511,960
ISHARES TR INDEX RUSSELL 3000 464287689 20,161 293,000 X 293,000
J & J SNACK FOODS CORP COM 466032109 291 6,705 X 6,705
JPMORGAN CHASE & CO COM 46625H100 14,076 314,541 X 314,541
JABIL CIRCUIT INC COM 466313103 478 29,533 X 29,533
JARDEN CORP COM 471109108 684 20,537 X 20,537
JETBLUE AIRWAYS CORP COM 477143101 131 23,496 X 23,496
JOHN BEAN TECHNOLOGIES CORP COM 477839104 564 32,162 X 32,162
JOHNSON & JOHNSON COM 478160104 13,381 205,228 X 205,228
JOHNSON CTLS INC COM 478366107 1,510 45,764 X 45,764
JONES APPAREL GROUP INC COM 480074103 727 38,249 X 38,249
JOS A BANK CLOTHIERS INC COM 480838101 510 9,328 X 9,328
JOY GLOBAL INC COM 481165108 556 9,830 X 9,830
JUNIPER NETWORKS INC COM 48203R104 1,116 36,364 X 36,364
KKR FINANCIAL HLDGS LLC COM 48248A306 243 29,641 X 29,641
KLA-TENCOR CORP COM 482480100 1,393 45,035 X 45,035
KAYDON CORP COM 486587108 979 26,027 X 26,027
KELLOGG CO COM 487836108 945 17,681 X 17,681
KENEXA CORP COM 488879107 138 10,036 X 10,036
KENSEY NASH CORP COM 490057106 206 8,764 X 8,764
KIMBERLY CLARK CORP COM 494368103 2,740 43,573 X 43,573
KIRKLANDS INC COM 497498105 536 25,504 X 25,504
KNOLL INC COM NEW 498904200 458 40,737 X 40,737
KNIGHT TRANSN INC COM 499064103 392 18,587 X 18,587
KNOT INC COM 499184109 293 37,509 X 37,509
KOHLS CORP COM 500255104 1,602 29,243 X 29,243
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 957 29,903 X 29,903
KOPPERS HOLDINGS INC COM 50060P106 382 13,473 X 13,473
KOPIN CORP COM 500600101 150 40,674 X 40,674
KRAFT FOODS INC CL A 50075N104 3,546 117,256 X 117,256
KROGER CO COM 501044101 982 45,346 X 45,346
LMI AEROSPACE INC COM 502079106 313 16,842 X 16,842
LTC PPTYS INC COM 502175102 268 9,901 X 9,901
LA Z BOY INC COM 505336107 248 19,798 X 19,798
LACLEDE GROUP INC COM 505597104 490 14,529 X 14,529
LAKELAND FINL CORP COM 511656100 348 18,268 X 18,268
LANCASTER COLONY CORP COM 513847103 1,012 17,170 X 17,170
LANDAUER INC COM 51476K103 489 7,495 X 7,495
LANDSTAR SYS INC COM 515098101 417 9,927 X 9,927
LEGG MASON INC COM 524901105 444 15,473 X 15,473
LENDER PROCESSING SVCS INC COM 52602E102 421 11,157 X 11,157
LEXMARK INTL NEW CL A 529771107 1,064 29,479 X 29,479
LIFE TECHNOLOGIES CORP COM 53217V109 429 8,203 X 8,203
LIFEPOINT HOSPITALS INC COM 53219L109 302 8,199 X 8,199
LIHUA INTL INC COM 532352101 342 37,211 X 37,211
LILLY ELI & CO COM 532457108 3,517 97,089 X 97,089
LIMITED BRANDS INC COM 532716107 481 19,553 X 19,553
LINCOLN ELEC HLDGS INC COM 533900106 627 11,536 X 11,536
LINDSAY CORP COM 535555106 560 13,521 X 13,521
LITTELFUSE INC COM 537008104 572 15,037 X 15,037
LLOYDS BANKING GROUP PLC SPONSORED ADR 539439109 920 239,073 X 239,073
LO-JACK CORP COM 539451104 53 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 2,757 33,125 X 33,125
LODGENET INTERACTIVE CORP COM 540211109 436 62,545 X 62,545
LOEWS CORP COM 540424108 849 22,778 X 22,778
LORILLARD INC COM 544147101 1,233 16,381 X 16,381
LOWES COS INC COM 548661107 2,484 102,455 X 102,455
LULULEMON ATHLETICA INC COM 550021109 500 12,051 X 12,051
M & T BK CORP COM 55261F104 461 5,812 X 5,812
MFA FINANCIAL INC COM 55272X102 427 57,973 X 57,973
MSC INDL DIRECT INC CL A 553530106 425 8,387 X 8,387
MSCI INC CL A 55354G100 453 12,548 X 12,548
MACK CALI RLTY CORP COM 554489104 394 11,164 X 11,164
MADDEN STEVEN LTD COM 556269108 1,006 20,617 X 20,617
MAGELLAN HEALTH SVCS INC COM NEW 559079207 925 21,270 X 21,270
MAIDENFORM BRANDS INC COM 560305104 457 20,902 X 20,902
MANTECH INTL CORP CL A 564563104 448 9,171 X 9,171
MANULIFE FINL CORP COM 56501R106 970 49,279 X 49,279
MARATHON OIL CORP COM 565849106 1,557 49,198 X 49,198
MARTEK BIOSCIENCES CORP COM 572901106 602 26,746 X 26,746
MARTEN TRANS LTD COM 573075108 493 25,029 X 25,029
MARTHA STEWART LIVING OMNIME CL A 573083102 456 81,634 X 81,634
MASTEC INC COM 576323109 158 12,529 X 12,529
MASTERCARD INC CL A 57636Q104 1,502 5,915 X 5,915
MATRIXX INITIATIVES INC COM 57685L105 443 87,394 X 87,394
MATRIX SVC CO COM 576853105 179 16,599 X 16,599
MATTEL INC COM 577081102 1,365 60,040 X 60,040
MAXIM INTEGRATED PRODS INC COM 57772K101 882 45,466 X 45,466
MAXIMUS INC COM 577933104 780 12,794 X 12,794
MCDONALDS CORP COM 580135101 5,116 76,686 X 76,686
MCGRATH RENTCORP COM 580589109 560 23,113 X 23,113
MCGRAW HILL COS INC COM 580645109 928 26,035 X 26,035
MCKESSON CORP COM 58155Q103 1,240 18,866 X 18,866
MEADOWBROOK INS GROUP INC COM 58319P108 124 15,740 X 15,740
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,165 33,535 X 33,535
MEDICAL PPTYS TRUST INC COM 58463J304 468 44,672 X 44,672
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 474 18,836 X 18,836
MEDNAX INC COM 58502B106 440 7,556 X 7,556
MEDTRONIC INC COM 585055106 3,503 77,799 X 77,799
MENS WEARHOUSE INC COM 587118100 1,088 45,459 X 45,459
MENTOR GRAPHICS CORP COM 587200106 448 55,881 X 55,881
MERCADOLIBRE INC COM 58733R102 457 9,474 X 9,474
MERCER INTL INC COM 588056101 218 41,300 X 41,300
MERCK & CO INC NEW COM 58933Y105 7,917 211,972 X 211,972
MEREDITH CORP COM 589433101 475 13,817 X 13,817
MERIDIAN BIOSCIENCE INC COM 589584101 563 27,639 X 27,639
MERIT MED SYS INC COM 589889104 429 28,156 X 28,156
METALICO INC COM 591176102 442 73,800 X 73,800
METLIFE INC COM 59156R108 3,302 76,195 X 76,195
MICREL INC COM 594793101 977 91,669 X 91,669
MICROS SYS INC COM 594901100 279 8,480 X 8,480
MICROSOFT CORP COM 594918104 15,690 535,712 X 535,712
MICROSTRATEGY INC CL A NEW 594972408 889 10,451 X 10,451
MICROSEMI CORP COM 595137100 448 25,854 X 25,854
MICRUS ENDOVASCULAR CORP COM 59518V102 837 42,456 X 42,456
MILLER HERMAN INC COM 600544100 412 22,805 X 22,805
MINERALS TECHNOLOGIES INC COM 603158106 613 11,825 X 11,825
MIPS TECHNOLOGIES INC COM 604567107 441 98,818 X 98,818
MOBILE MINI INC COM 60740F105 241 15,540 X 15,540
MOLEX INC COM 608554101 642 30,757 X 30,757
MONRO MUFFLER BRAKE INC COM 610236101 677 18,933 X 18,933
MONSANTO CO NEW COM 61166W101 2,709 37,935 X 37,935
MOOG INC CL A 615394202 401 11,311 X 11,311
MORGAN STANLEY COM NEW 617446448 4,303 146,900 X 146,900
MOSAIC CO COM 61945A107 668 10,995 X 10,995
MOTOROLA INC COM 620076109 1,119 159,343 X 159,343
MUELLER INDS INC COM 624756102 475 17,740 X 17,740
MYLAN INC COM 628530107 459 20,219 X 20,219
NVE CORP COM NEW 629445206 349 7,703 X 7,703
NABI BIOPHARMACEUTICALS COM 629519109 269 48,999 X 48,999
NATIONAL FINL PARTNERS CORP COM 63607P208 282 19,995 X 19,995
NATIONAL HEALTH INVS INC COM 63633D104 215 5,550 X 5,550
NATIONAL OILWELL VARCO INC COM 637071101 2,525 62,215 X 62,215
NATIONAL SEMICONDUCTOR CORP COM 637640103 373 25,814 X 25,814
NATURAL GAS SERVICES GROUP COM 63886Q109 440 27,730 X 27,730
NEKTAR THERAPEUTICS COM 640268108 532 35,004 X 35,004
NELNET INC CL A 64031N108 444 23,925 X 23,925
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 625 33,987 X 33,987
NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 460 35,553 X 35,553
NETEASE COM INC SPONSORED ADR 64110W102 470 13,240 X 13,240
NEUSTAR INC CL A 64126X201 433 17,190 X 17,190
NEWFIELD EXPL CO COM 651290108 447 8,585 X 8,585
NEWMARKET CORP COM 651587107 244 2,371 X 2,371
NEWMONT MINING CORP COM 651639106 2,140 42,025 X 42,025
NEWS CORP CL A 65248E104 3,802 263,838 X 263,838
NIKE INC CL B 654106103 1,846 25,114 X 25,114
NISOURCE INC COM 65473P105 947 59,910 X 59,910
NOKIA CORP SPONSORED ADR 654902204 1,440 92,665 X 92,665
NORDSON CORP COM 655663102 447 6,582 X 6,582
NORFOLK SOUTHERN CORP COM 655844108 1,426 25,513 X 25,513
NORTH AMERN ENERGY PARTNERS COM 656844107 460 47,981 X 47,981
NORTHERN TR CORP COM 665859104 925 16,748 X 16,748
NORTHROP GRUMMAN CORP COM 666807102 1,474 22,484 X 22,484
NORTHWEST NAT GAS CO COM 667655104 281 6,039 X 6,039
NORTHWEST PIPE CO COM 667746101 386 17,651 X 17,651
NOVATEL WIRELESS INC COM NEW 66987M604 455 67,550 X 67,550
NOVARTIS A G SPONSORED ADR 66987V109 1,442 26,648 X 26,648
NOVO-NORDISK A S ADR 670100205 466 6,047 X 6,047
NUCOR CORP COM 670346105 991 21,844 X 21,844
NUTRI SYS INC NEW COM 67069D108 397 22,281 X 22,281
NUVASIVE INC COM 670704105 320 7,083 X 7,083
OM GROUP INC COM 670872100 376 11,099 X 11,099
OCCIDENTAL PETE CORP DEL COM 674599105 4,763 56,343 X 56,343
ODYSSEY HEALTHCARE INC COM 67611V101 503 27,767 X 27,767
OIL STS INTL INC COM 678026105 465 10,247 X 10,247
OLD NATL BANCORP IND COM 680033107 155 12,978 X 12,978
OLD REP INTL CORP COM 680223104 968 76,340 X 76,340
OMNICOM GROUP INC COM 681919106 839 21,607 X 21,607
OMEGA HEALTHCARE INVS INC COM 681936100 245 12,582 X 12,582
OMNIVISION TECHNOLOGIES INC COM 682128103 502 29,240 X 29,240
OMNOVA SOLUTIONS INC COM 682129101 715 91,052 X 91,052
ON SEMICONDUCTOR CORP COM 682189105 442 55,310 X 55,310
ONE LIBERTY PPTYS INC COM 682406103 184 11,026 X 11,026
ORACLE CORP COM 68389X105 6,831 265,681 X 265,681
OPTIMER PHARMACEUTICALS INC COM 68401H104 138 11,212 X 11,212
ORBITZ WORLDWIDE INC COM 68557K109 575 80,877 X 80,877
OSHKOSH CORP COM 688239201 472 11,694 X 11,694
OVERSTOCK COM INC DEL COM 690370101 585 36,031 X 36,031
PG&E CORP COM 69331C108 1,086 25,604 X 25,604
PHH CORP COM NEW 693320202 735 31,178 X 31,178
P F CHANGS CHINA BISTRO INC COM 69333Y108 458 10,386 X 10,386
PMC-SIERRA INC COM 69344F106 160 17,890 X 17,890
PNC FINL SVCS GROUP INC COM 693475105 4,484 75,104 X 75,104
PPG INDS INC COM 693506107 1,341 20,512 X 20,512
PS BUSINESS PKS INC CALIF COM 69360J107 378 7,081 X 7,081
PACCAR INC COM 693718108 1,094 25,244 X 25,244
PACER INTL INC TENN COM 69373H106 561 93,126 X 93,126
PACIFIC SUNWEAR CALIF INC COM 694873100 509 95,806 X 95,806
PANERA BREAD CO CL A 69840W108 453 5,927 X 5,927
PAPA JOHNS INTL INC COM 698813102 240 9,323 X 9,323
PAR PHARMACEUTICAL COS INC COM 69888P106 472 19,029 X 19,029
PARAGON SHIPPING INC CL A 69913R309 419 89,928 X 89,928
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 444 24,622 X 24,622
PARTNER COMMUNICATIONS CO LT ADR 70211M109 501 22,175 X 22,175
PEABODY ENERGY CORP COM 704549104 849 18,584 X 18,584
PENSKE AUTOMOTIVE GRP INC COM 70959W103 425 29,474 X 29,474
PEP BOYS MANNY MOE & JACK COM 713278109 430 42,811 X 42,811
PEPSICO INC COM 713448108 7,163 108,271 X 108,271
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 526 14,039 X 14,039
PERRIGO CO COM 714290103 837 14,248 X 14,248
PETROQUEST ENERGY INC COM 716748108 531 105,553 X 105,553
PHARMACYCLICS INC COM 716933106 150 24,029 X 24,029
PFIZER INC COM 717081103 12,441 725,444 X 725,444
PHILIP MORRIS INTL INC COM 718172109 7,112 136,347 X 136,347
PIEDMONT NAT GAS INC COM 720186105 259 9,382 X 9,382
PIER 1 IMPORTS INC COM 720279108 707 111,025 X 111,025
PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 461 19,693 X 19,693
PITNEY BOWES INC COM 724479100 974 39,838 X 39,838
PLANTRONICS INC NEW COM 727493108 659 21,075 X 21,075
POLARIS INDS INC COM 731068102 578 11,303 X 11,303
POLO RALPH LAUREN CORP CL A 731572103 615 7,227 X 7,227
POLYONE CORP COM 73179P106 174 17,000 X 17,000
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 435 7,923 X 7,923
POTLATCH CORP NEW COM 737630103 970 27,695 X 27,695
POWELL INDS INC COM 739128106 947 29,120 X 29,120
POWER-ONE INC COM 739308104 574 137,378 X 137,378
PRAXAIR INC COM 74005P104 1,774 21,372 X 21,372
PRE PAID LEGAL SVCS INC COM 740065107 455 12,011 X 12,011
PRINCIPAL FINL GROUP INC COM 74251V102 984 33,696 X 33,696
PROCTER & GAMBLE CO COM 742718109 12,818 202,598 X 202,598
PROSPECT CAPITAL CORPORATION COM 74348T102 442 36,357 X 36,357
PRUDENTIAL FINL INC COM 744320102 3,540 58,505 X 58,505
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,038 35,171 X 35,171
QLOGIC CORP COM 747277101 574 28,283 X 28,283
QUAKER CHEM CORP COM 747316107 447 16,494 X 16,494
QUALCOMM INC COM 747525103 4,827 115,037 X 115,037
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 570 69,211 X 69,211
QUIKSILVER INC COM 74838C106 421 88,924 X 88,924
QUIDEL CORP COM 74838J101 517 35,557 X 35,557
QWEST COMMUNICATIONS INTL IN COM 749121109 944 180,784 X 180,784
RLI CORP COM 749607107 204 3,573 X 3,573
RPM INTL INC COM 749685103 954 44,682 X 44,682
RF MICRODEVICES INC COM 749941100 446 89,521 X 89,521
RADIOSHACK CORP COM 750438103 611 26,992 X 26,992
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 126 11,152 X 11,152
RAYTHEON CO COM NEW 755111507 3,957 69,267 X 69,267
REDWOOD TR INC COM 758075402 348 22,565 X 22,565
RENT A CTR INC NEW COM 76009N100 467 19,735 X 19,735
REPUBLIC AWYS HLDGS INC COM 760276105 487 82,045 X 82,045
RESOURCE CAP CORP COM 76120W302 306 45,291 X 45,291
RETAIL VENTURES INC COM 76128Y102 143 15,081 X 15,081
REVLON INC CL A NEW 761525609 347 23,341 X 23,341
REYNOLDS AMERICAN INC COM 761713106 1,493 27,660 X 27,660
ROCKY BRANDS INC COM 774515100 197 20,700 X 20,700
ROGERS CORP COM 775133101 202 6,949 X 6,949
ROSETTA RESOURCES INC COM 777779307 513 21,770 X 21,770
ROSS STORES INC COM 778296103 542 10,132 X 10,132
RUBICON MINERALS CORP COM 780911103 269 70,300 X 70,300
S & T BANCORP INC COM 783859101 204 9,782 X 9,782
SCBT FINANCIAL CORP COM 78401V102 627 16,933 X 16,933
SABINE ROYALTY TR UNIT BEN INT 785688102 335 7,347 X 7,347
ST JUDE MED INC COM 790849103 988 24,073 X 24,073
SANDERSON FARMS INC COM 800013104 757 14,121 X 14,121
SANOFI AVENTIS SPONSORED ADR 80105N105 886 23,722 X 23,722
SANTARUS INC COM 802817304 643 119,607 X 119,607
SARA LEE CORP COM 803111103 438 31,435 X 31,435
SATYAM COMPUTER SERVICES LTD ADR 804098101 846 162,140 X 162,140
SCANSOURCE INC COM 806037107 438 15,224 X 15,224
SCHLUMBERGER LTD COM 806857108 5,277 83,160 X 83,160
SCHNITZER STL INDS CL A 806882106 442 8,410 X 8,410
SCHWAB CHARLES CORP NEW COM 808513105 1,233 65,997 X 65,997
SCICLONE PHARMACEUTICALS INC COM 80862K104 486 137,804 X 137,804
SEALY CORP COM 812139301 508 145,129 X 145,129
SELECT COMFORT CORP COM 81616X103 682 85,555 X 85,555
SELECTIVE INS GROUP INC COM 816300107 809 48,736 X 48,736
SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 453 10,395 X 10,395
SHAW GROUP INC COM 820280105 278 8,073 X 8,073
SHOE CARNIVAL INC COM 824889109 554 24,253 X 24,253
SIEMENS A G SPONSORED ADR 826197501 939 9,397 X 9,397
SIGMA DESIGNS INC COM 826565103 435 37,120 X 37,120
SIGA TECHNOLOGIES INC COM 826917106 290 43,770 X 43,770
SILGAN HOLDINGS INC COM 827048109 327 5,433 X 5,433
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 422 70,289 X 70,289
SIMON PPTY GROUP INC NEW COM 828806109 1,404 16,731 X 16,731
SIRONA DENTAL SYSTEMS INC COM 82966C103 601 15,798 X 15,798
SKECHERS U S A INC CL A 830566105 567 15,604 X 15,604
SKYWEST INC COM 830879102 466 32,636 X 32,636
SKILLSOFT PLC SPONSORED ADR 830928107 291 28,154 X 28,154
SMITH & WESSON HLDG CORP COM 831756101 588 155,187 X 155,187
SMITH A O COM 831865209 503 9,576 X 9,576
SMITH MICRO SOFTWARE INC COM 832154108 222 25,165 X 25,165
SMUCKER J M CO COM NEW 832696405 515 8,550 X 8,550
SOHU COM INC COM 83408W103 482 8,828 X 8,828
SONIC AUTOMOTIVE INC CL A 83545G102 461 41,931 X 41,931
SONIC CORP COM 835451105 458 41,452 X 41,452
SONOCO PRODS CO COM 835495102 1,373 44,596 X 44,596
SOURCEFIRE INC COM 83616T108 511 22,266 X 22,266
SOUTH JERSEY INDS INC COM 838518108 521 12,411 X 12,411
SOUTHERN CO COM 842587107 1,803 54,385 X 54,385
SOUTHERN COPPER CORP COM 84265V105 832 26,275 X 26,275
SOUTHWEST GAS CORP COM 844895102 804 26,885 X 26,885
SOUTHWESTERN ENERGY CO COM 845467109 973 23,885 X 23,885
SPRINT NEXTEL CORP COM SER 1 852061100 750 197,396 X 197,396
STAGE STORES INC COM NEW 85254C305 594 38,600 X 38,600
STANDARD MICROSYSTEMS CORP COM 853626109 926 39,796 X 39,796
STANDARD PARKING CORP COM 853790103 452 27,535 X 27,535
STAPLES INC COM 855030102 1,164 49,721 X 49,721
STARBUCKS CORP COM 855244109 1,241 51,150 X 51,150
STARWOOD PPTY TR INC COM 85571B105 568 29,409 X 29,409
STATE STR CORP COM 857477103 1,549 34,321 X 34,321
STEIN MART INC COM 858375108 251 27,827 X 27,827
STMICROELECTRONICS N V NY REGISTRY 861012102 1,448 146,901 X 146,901
STRYKER CORP COM 863667101 1,346 23,520 X 23,520
STURM RUGER & CO INC COM 864159108 912 76,022 X 76,022
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 690 14,526 X 14,526
SUCCESSFACTORS INC COM 864596101 555 29,139 X 29,139
SUPERVALU INC COM 868536103 874 52,406 X 52,406
SUSQUEHANNA BANCSHARES INC P COM 869099101 239 24,377 X 24,377
SYMANTEC CORP COM 871503108 966 57,066 X 57,066
SYMETRA FINL CORP COM 87151Q106 546 41,410 X 41,410
SYNNEX CORP COM 87162W100 593 20,062 X 20,062
SYSCO CORP COM 871829107 1,210 41,003 X 41,003
THQ INC COM NEW 872443403 430 61,395 X 61,395
TJX COS INC NEW COM 872540109 441 10,364 X 10,364
TNS INC COM 872960109 354 15,886 X 15,886
T-3 ENERGY SRVCS INC COM 87306E107 244 9,952 X 9,952
TW TELECOM INC COM 87311L104 302 16,649 X 16,649
TARGET CORP COM 87612E106 2,749 52,270 X 52,270
TASER INTL INC COM 87651B104 513 87,382 X 87,382
TEKELEC COM 879101103 620 34,121 X 34,121
TELECOM ARGENTINA S A SPON ADR REP B 879273209 470 25,063 X 25,063
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 131 16,922 X 16,922
TELEDYNE TECHNOLOGIES INC COM 879360105 481 11,662 X 11,662
TELEFONICA S A SPONSORED ADR 879382208 838 11,790 X 11,790
TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 978 62,701 X 62,701
TELEPHONE & DATA SYS INC COM 879433100 282 8,333 X 8,333
TELETECH HOLDINGS INC COM 879939106 368 21,561 X 21,561
TEMPUR PEDIC INTL INC COM 88023U101 434 14,405 X 14,405
TERADATA CORP DEL COM 88076W103 878 30,380 X 30,380
TERNIUM SA SPON ADR 880890108 603 14,702 X 14,702
TESCO CORP COM 88157K101 732 62,745 X 62,745
TETRA TECHNOLOGIES INC DEL COM 88162F105 511 41,843 X 41,843
TESSERA TECHNOLOGIES INC COM 88164L100 569 28,062 X 28,062
TEXAS INSTRS INC COM 882508104 3,737 152,738 X 152,738
TEXAS ROADHOUSE INC COM 882681109 270 19,440 X 19,440
THE9 LTD ADR 88337K104 437 62,095 X 62,095
THERMO FISHER SCIENTIFIC INC COM 883556102 1,496 29,076 X 29,076
THOMAS & BETTS CORP COM 884315102 494 12,582 X 12,582
3COM CORP COM 885535104 270 35,250 X 35,250
3M CO COM 88579Y101 5,638 67,463 X 67,463
TIBCO SOFTWARE INC COM 88632Q103 138 12,757 X 12,757
TIME WARNER INC COM NEW 887317303 2,601 83,164 X 83,164
TIME WARNER CABLE INC COM 88732J207 1,306 24,490 X 24,490
TITANIUM METALS CORP COM NEW 888339207 171 10,327 X 10,327
TORCHMARK CORP COM 891027104 248 4,629 X 4,629
TORO CO COM 891092108 970 19,725 X 19,725
TORONTO DOMINION BK ONT COM NEW 891160509 986 13,216 X 13,216
TOTAL S A SPONSORED ADR 89151E109 926 15,967 X 15,967
TOWER GROUP INC COM 891777104 201 9,068 X 9,068
TOWERS WATSON & CO CL A 891894107 461 9,696 X 9,696
TRANSATLANTIC HLDGS INC COM 893521104 381 7,214 X 7,214
TRAVELERS COMPANIES INC COM 89417E109 4,976 92,245 X 92,245
TRINITY INDS INC COM 896522109 729 36,526 X 36,526
TRIPLE-S MGMT CORP CL B 896749108 478 26,952 X 26,952
TRUSTMARK CORP COM 898402102 244 9,996 X 9,996
TUESDAY MORNING CORP COM NEW 899035505 430 65,282 X 65,282
TUTOR PERINI CORP COM 901109108 522 24,013 X 24,013
UGI CORP NEW COM 902681105 417 15,729 X 15,729
UMB FINL CORP COM 902788108 591 14,551 X 14,551
US BANCORP DEL COM NEW 902973304 5,015 193,762 X 193,762
USA MOBILITY INC COM 90341G103 399 31,487 X 31,487
UNDER ARMOUR INC CL A 904311107 619 21,031 X 21,031
UNIFIRST CORP MASS COM 904708104 693 13,449 X 13,449
UNION PAC CORP COM 907818108 4,252 58,003 X 58,003
UNISOURCE ENERGY CORP COM 909205106 547 17,388 X 17,388
UNITED NAT FOODS INC COM 911163103 247 8,775 X 8,775
UNITED PARCEL SERVICE INC CL B 911312106 3,571 55,435 X 55,435
UNITED STATES CELLULAR CORP COM 911684108 620 14,978 X 14,978
UNITED STATIONERS INC COM 913004107 549 9,323 X 9,323
UNITED TECHNOLOGIES CORP COM 913017109 5,966 81,051 X 81,051
UNITEDHEALTH GROUP INC COM 91324P102 4,264 130,527 X 130,527
UNITRIN INC COM 913275103 748 26,651 X 26,651
UNIVERSAL AMERICAN CORP COM 913377107 519 33,733 X 33,733
UNIVERSAL ELECTRS INC COM 913483103 210 9,418 X 9,418
UNIVERSAL FST PRODS INC COM 913543104 740 19,204 X 19,204
UNIVERSAL INS HLDGS INC COM 91359V107 111 21,925 X 21,925
UNUM GROUP COM 91529Y106 547 22,078 X 22,078
VALEANT PHARMACEUTICALS INTL COM 91911X104 507 11,810 X 11,810
VALERO ENERGY CORP NEW COM 91913Y100 757 38,410 X 38,410
VALMONT INDS INC COM 920253101 458 5,526 X 5,526
VALSPAR CORP COM 920355104 623 21,136 X 21,136
VALUECLICK INC COM 92046N102 129 12,782 X 12,782
VANDA PHARMACEUTICALS INC COM 921659108 144 12,464 X 12,464
VARIAN MED SYS INC COM 92220P105 475 8,587 X 8,587
VASCO DATA SEC INTL INC COM 92230Y104 146 17,674 X 17,674
VECTOR GROUP LTD COM 92240M108 351 22,719 X 22,719
VERIFONE HLDGS INC COM 92342Y109 558 27,632 X 27,632
VERIZON COMMUNICATIONS INC COM 92343V104 8,887 286,478 X 286,478
VIASAT INC COM 92552V100 569 16,439 X 16,439
VIACOM INC NEW CL B 92553P201 1,297 37,726 X 37,726
VICOR CORP COM 925815102 306 22,125 X 22,125
VIROPHARMA INC COM 928241108 488 35,794 X 35,794
VISA INC COM CL A 92826C839 4,545 49,925 X 49,925
VITAMIN SHOPPE INC COM 92849E101 519 23,108 X 23,108
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,403 60,194 X 60,194
WD-40 CO COM 929236107 534 16,274 X 16,274
WGL HLDGS INC COM 92924F106 253 7,297 X 7,297
WPP PLC ADR 92933H101 450 8,739 X 8,739
WAL MART STORES INC COM 931142103 8,544 153,668 X 153,668
WALGREEN CO COM 931422109 4,254 114,691 X 114,691
WALTER ENERGY INC COM 93317Q105 525 5,693 X 5,693
WASTE MGMT INC DEL COM 94106L109 1,177 34,198 X 34,198
WASTE SERVICES INC DEL COM NEW 941075202 168 17,004 X 17,004
WATSON PHARMACEUTICALS INC COM 942683103 444 10,627 X 10,627
WAUSAU PAPER CORP COM 943315101 552 64,675 X 64,675
WAVE SYSTEMS CORP COM NEW 943526301 135 33,717 X 33,717
WEIGHT WATCHERS INTL INC NEW COM 948626106 486 19,049 X 19,049
WELLPOINT INC COM 94973V107 3,670 57,011 X 57,011
WELLS FARGO & CO NEW COM 949746101 13,423 431,325 X 431,325
WERNER ENTERPRISES INC COM 950755108 412 17,766 X 17,766
WESCO FINL CORP COM 950817106 231 600 X 600
WESTERN DIGITAL CORP COM 958102105 443 11,350 X 11,350
WESTERN UN CO COM 959802109 827 48,746 X 48,746
WILEY JOHN & SONS INC CL A 968223206 288 6,661 X 6,661
WILLIAMS COS INC DEL COM 969457100 931 40,321 X 40,321
WILLIAMS SONOMA INC COM 969904101 474 18,020 X 18,020
WILMINGTON TRUST CORP COM 971807102 273 16,491 X 16,491
WILSHIRE BANCORP INC COM 97186T108 155 14,079 X 14,079
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 506 22,568 X 22,568
WINDSTREAM CORP COM 97381W104 912 83,712 X 83,712
WINN DIXIE STORES INC COM NEW 974280307 613 49,054 X 49,054
WOLVERINE WORLD WIDE INC COM 978097103 920 31,537 X 31,537
WORLD ACCEP CORP DEL COM 981419104 937 25,983 X 25,983
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,081 62,471 X 62,471
WORTHINGTON INDS INC COM 981811102 662 38,316 X 38,316
WRIGHT MED GROUP INC COM 98235T107 578 32,503 X 32,503
XTO ENERGY INC COM 98385X106 1,901 40,293 X 40,293
XILINX INC COM 983919101 1,382 54,186 X 54,186
XEROX CORP COM 984121103 1,398 143,348 X 143,348
YAHOO INC COM 984332106 2,927 177,044 X 177,044
YOUBET COM INC COM 987413101 377 128,297 X 128,297
YUM BRANDS INC COM 988498101 1,230 32,084 X 32,084
ZEBRA TECHNOLOGIES CORP CL A 989207105 414 13,995 X 13,995
ZEP INC COM 98944B108 558 25,516 X 25,516
ZIMMER HLDGS INC COM 98956P102 885 14,951 X 14,951
ZORAN CORP COM 98975F101 444 41,220 X 41,220
ZOLTEK COS INC COM 98975W104 156 16,201 X 16,201
ZUMIEZ INC COM 989817101 358 17,495 X 17,495
ZYMOGENETICS INC COM 98985T109 693 120,985 X 120,985