0000315189-11-000036.txt : 20110809 0000315189-11-000036.hdr.sgml : 20110809 20110809153652 ACCESSION NUMBER: 0000315189-11-000036 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110809 DATE AS OF CHANGE: 20110809 EFFECTIVENESS DATE: 20110809 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DEERE & CO CENTRAL INDEX KEY: 0000315189 STANDARD INDUSTRIAL CLASSIFICATION: FARM MACHINERY & EQUIPMENT [3523] IRS NUMBER: 362382580 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00850 FILM NUMBER: 111020635 BUSINESS ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 BUSINESS PHONE: (309) 765-4968 MAIL ADDRESS: STREET 1: ONE JOHN DEERE PLACE CITY: MOLINE STATE: IL ZIP: 61265-8098 13F-HR 1 jun1113f.txt DEERE & COMPANY 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Quarter Ended: 30 June 2011. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Dennis R. Schwartz Title: Vice President, Pension Fund and Investments Phone: 309-765-4488 Signature, Place, and Date of Signing: /s/Dennis R. Schwartz Moline, Illinois August 9, 2011 --------------------- ----------------- ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 872 Form 13F Information Table Value Total: $1,328,703 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE

INVESTMENT DISCRETION --------------------- CUSIP FAIR MKT PRINCIPAL SHARED OTHER VOTING NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY ARGO GROUP INTL HLDGS LTD COM G0464B107 621 20,897 X 20,897 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,164 68,910 X 68,910 CHINA NATURAL RESOURCES INC COM G2110U109 145 15,011 X 15,011 COVIDIEN PLC SHS G2554F113 2,789 52,396 X 52,396 EVEREST RE GROUP LTD COM G3223R108 826 10,107 X 10,107 FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 547 29,737 X 29,737 HELEN OF TROY CORP LTD COM G4388N106 1,136 32,911 X 32,911 HERBALIFE LTD COM USD SHS G4412G101 537 9,318 X 9,318 MAIDEN HOLDINGS LTD SHS G5753U112 180 19,776 X 19,776 MONTPELIER RE HOLDINGS LTD SHS G62185106 513 28,495 X 28,495 PARTNERRE LTD COM G6852T105 829 12,037 X 12,037 SEACUBE CONTAINER LEASING LT SHS G79978105 627 36,516 X 36,516 XYRATEX LTD COM G98268108 861 83,916 X 83,916 ACE LTD SHS H0023R105 2,405 36,546 X 36,546 GARMIN LTD SHS H2906T109 1,635 49,505 X 49,505 TE CONNECTIVITY LTD REG SHS H84989104 1,576 42,876 X 42,876 TYCO INTERNATIONAL LTD SHS H89128104 1,836 37,141 X 37,141 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 186 22,121 X 22,121 CELLCOM ISRAEL LTD SHS M2196U109 313 11,294 X 11,294 CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 399 40,409 X 40,409 CORE LABORATORIES N V COM N22717107 545 4,882 X 4,882 ORTHOFIX INTL N V COM N6748L102 246 5,786 X 5,786 COPA HOLDINGS SA CL A P31076105 759 11,367 X 11,367 DIANA SHIPPING INC COM Y2066G104 194 17,740 X 17,740 DRYSHIPS INC SHS Y2109Q101 625 149,124 X 149,124 TEEKAY TANKERS LTD CL A Y8565N102 688 73,231 X 73,231 AFC ENTERPRISES INC COM 00104Q107 748 45,478 X 45,478 AFLAC INC COM 001055102 2,398 51,372 X 51,372 AOL INC COM 00184X105 389 19,579 X 19,579 AT&T INC COM 00206R102 14,603 464,902 X 464,902 ATMI INC COM 00207R101 279 13,641 X 13,641 AARONS INC COM PAR $0.50 002535300 297 10,518 X 10,518 ABBOTT LABS COM 002824100 6,308 119,884 X 119,884 ABIOMED INC COM 003654100 197 12,154 X 12,154 ACI WORLDWIDE INC COM 004498101 873 25,858 X 25,858 ACTIVISION BLIZZARD INC COM 00507V109 2,256 193,183 X 193,183 ACTUANT CORP CL A NEW 00508X203 807 30,094 X 30,094 ACXIOM CORP COM 005125109 324 24,701 X 24,701 ADOBE SYS INC COM 00724F101 1,219 38,751 X 38,751 ADVANCE AUTO PARTS INC COM 00751Y106 1,311 22,420 X 22,420 AEROPOSTALE COM 007865108 179 10,228 X 10,228 ADVANCED ENERGY INDS COM 007973100 797 53,920 X 53,920 AEROVIRONMENT INC COM 008073108 260 7,368 X 7,368 AETNA INC NEW COM 00817Y108 1,627 36,898 X 36,898 AIR PRODS & CHEMS INC COM 009158106 1,494 15,632 X 15,632 AKORN INC COM 009728106 482 68,916 X 68,916 ALASKA COMMUNICATIONS SYS GR COM 01167P101 429 48,368 X 48,368 ALCOA INC COM 013817101 2,322 146,423 X 146,423 ALIGN TECHNOLOGY INC COM 016255101 1,595 69,972 X 69,972 ALKERMES INC COM 01642T108 613 32,959 X 32,959 ALLEGIANT TRAVEL CO COM 01748X102 206 4,154 X 4,154 ALLERGAN INC COM 018490102 2,212 26,572 X 26,572 ALLIANCE DATA SYSTEMS CORP COM 018581108 759 8,072 X 8,072 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 1,162 15,007 X 15,007 ALLIANT TECHSYSTEMS INC COM 018804104 756 10,593 X 10,593 ALLSTATE CORP COM 020002101 1,987 65,085 X 65,085 ALTRIA GROUP INC COM 02209S103 4,169 157,874 X 157,874 AMAZON COM INC COM 023135106 6,656 32,548 X 32,548 AMCOL INTL CORP COM 02341W103 1,438 37,682 X 37,682 AMERCO COM 023586100 520 5,412 X 5,412 AMERICAN AXLE & MFG HLDGS IN COM 024061103 158 13,846 X 13,846 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,574 54,084 X 54,084 AMERICAN CAP LTD COM 02503Y103 290 29,250 X 29,250 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 546 42,802 X 42,802 AMERICAN ELEC PWR INC COM 025537101 1,328 35,250 X 35,250 AMERICAN EXPRESS CO COM 025816109 4,823 93,284 X 93,284 AMERICAN FINL GROUP INC OHIO COM 025932104 1,605 44,966 X 44,966 AMERICAN PUBLIC EDUCATION IN COM 02913V103 223 5,017 X 5,017 AMERICAN TOWER CORP CL A 029912201 1,554 29,697 X 29,697 AMERICAN SUPERCONDUCTOR CORP COM 030111108 124 13,755 X 13,755 AMERISTAR CASINOS INC COM 03070Q101 668 28,188 X 28,188 AMERIGROUP CORP COM 03073T102 1,618 22,954 X 22,954 AMERIPRISE FINL INC COM 03076C106 831 14,403 X 14,403 AMETEK INC NEW COM 031100100 824 18,353 X 18,353 AMGEN INC COM 031162100 4,115 70,517 X 70,517 AMSURG CORP COM 03232P405 293 11,209 X 11,209 AMYLIN PHARMACEUTICALS INC COM 032346108 872 65,294 X 65,294 AMTRUST FINANCIAL SERVICES I COM 032359309 664 29,129 X 29,129 ANADARKO PETE CORP COM 032511107 2,796 36,419 X 36,419 ANADIGICS INC COM 032515108 253 78,829 X 78,829 ANALOG DEVICES INC COM 032654105 1,644 42,001 X 42,001 ANGIODYNAMICS INC COM 03475V101 145 10,165 X 10,165 ANNALY CAP MGMT INC COM 035710409 1,483 82,197 X 82,197 APACHE CORP COM 037411105 2,936 23,798 X 23,798 APPLE INC COM 037833100 25,004 74,489 X 74,489 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 342 38,591 X 38,591 APPLIED MATLS INC COM 038222105 3,270 251,379 X 251,379 ARCHER DANIELS MIDLAND CO COM 039483102 1,700 56,387 X 56,387 ARLINGTON ASSET INVT CORP CL A NEW 041356205 230 7,341 X 7,341 ARTHROCARE CORP COM 043136100 663 19,817 X 19,817 ASCENA RETAIL GROUP INC COM 04351G101 824 24,196 X 24,196 ASIAINFO-LINKAGE INC COM 04518A104 605 36,537 X 36,537 ASSOCIATED BANC CORP COM 045487105 146 10,521 X 10,521 ASSURANT INC COM 04621X108 288 7,927 X 7,927 ASTORIA FINL CORP COM 046265104 1,048 81,921 X 81,921 ASTRAZENECA PLC SPONSORED ADR 046353108 786 15,707 X 15,707 ATHENAHEALTH INC COM 04685W103 353 8,585 X 8,585 AURIZON MINES LTD COM 05155P106 65 11,700 X 11,700 AUTOLIV INC COM 052800109 1,755 22,377 X 22,377 AUTOMATIC DATA PROCESSING IN COM 053015103 3,072 58,312 X 58,312 AUTOZONE INC COM 053332102 763 2,588 X 2,588 AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 143 42,618 X 42,618 AVIAT NETWORKS INC COM 05366Y102 62 15,684 X 15,684 AVISTA CORP COM 05379B107 894 34,805 X 34,805 BB&T CORP COM 054937107 1,367 50,938 X 50,938 B & G FOODS INC NEW COM 05508R106 1,001 48,559 X 48,559 BGC PARTNERS INC CL A 05541T101 617 79,855 X 79,855 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 600 5,371 X 5,371 BT GROUP PLC ADR 05577E101 867 26,523 X 26,523 BAKER HUGHES INC COM 057224107 1,811 24,954 X 24,954 BALLY TECHNOLOGIES INC COM 05874B107 510 12,539 X 12,539 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 785 66,840 X 66,840 BANCO SANTANDER SA ADR 05964H105 773 67,196 X 67,196 BANCORPSOUTH INC COM 059692103 132 10,645 X 10,645 BANK OF AMERICA CORPORATION COM 060505104 9,245 843,566 X 843,566 BANK HAWAII CORP COM 062540109 388 8,339 X 8,339 BANK OF THE OZARKS INC COM 063904106 393 7,551 X 7,551 BANK OF NEW YORK MELLON CORP COM 064058100 3,227 125,961 X 125,961 BARCLAYS PLC ADR 06738E204 831 50,596 X 50,596 BARRICK GOLD CORP COM 067901108 844 18,625 X 18,625 BAXTER INTL INC COM 071813109 3,470 58,137 X 58,137 BECTON DICKINSON & CO COM 075887109 1,466 17,012 X 17,012 BED BATH & BEYOND INC COM 075896100 774 13,256 X 13,256 BELDEN INC COM 077454106 649 18,612 X 18,612 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,166 144,281 X 144,281 BEST BUY INC COM 086516101 789 25,123 X 25,123 BIG LOTS INC COM 089302103 368 11,100 X 11,100 BIGLARI HLDGS INC COM 08986R101 358 915 X 915 BIOMARIN PHARMACEUTICAL INC COM 09061G101 234 8,612 X 8,612 BIOGEN IDEC INC COM 09062X103 3,291 30,778 X 30,778 BLACKBAUD INC COM 09227Q100 595 21,476 X 21,476 BLACKROCK INC COM 09247X101 1,248 6,504 X 6,504 BLOCK H & R INC COM 093671105 1,186 73,917 X 73,917 BLUE NILE INC COM 09578R103 365 8,302 X 8,302 BOB EVANS FARMS INC COM 096761101 547 15,638 X 15,638 BOEING CO COM 097023105 4,930 66,690 X 66,690 BOISE INC COM 09746Y105 451 57,839 X 57,839 BOSTON BEER INC CL A 100557107 471 5,253 X 5,253 BRADY CORP CL A 104674106 274 8,560 X 8,560 BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 786 45,369 X 45,369 BRASKEM S A SP ADR PFD A 105532105 814 27,980 X 27,980 BRIDGEPOINT ED INC COM 10807M105 1,371 54,840 X 54,840 BRIGGS & STRATTON CORP COM 109043109 283 14,242 X 14,242 BRIGHTPOINT INC COM NEW 109473405 173 21,303 X 21,303 BRINKER INTL INC COM 109641100 1,146 46,846 X 46,846 BRISTOL MYERS SQUIBB CO COM 110122108 5,389 186,075 X 186,075 BRISTOW GROUP INC COM 110394103 809 15,850 X 15,850 BROADCOM CORP CL A 111320107 1,558 46,300 X 46,300 BROOKLINE BANCORP INC DEL COM 11373M107 283 30,499 X 30,499 BROOKS AUTOMATION INC COM 114340102 1,011 93,119 X 93,119 BROWN SHOE INC NEW COM 115736100 169 15,883 X 15,883 BRUKER CORP COM 116794108 845 41,517 X 41,517 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 651 10,080 X 10,080 BUCKEYE TECHNOLOGIES INC COM 118255108 566 20,981 X 20,981 BUCKLE INC COM 118440106 948 22,210 X 22,210 CBL & ASSOC PPTYS INC COM 124830100 952 52,528 X 52,528 CME GROUP INC COM 12572Q105 2,332 7,998 X 7,998 CPI CORP COM 125902106 363 27,609 X 27,609 CNOOC LTD SPONSORED ADR 126132109 830 3,517 X 3,517 CNO FINL GROUP INC COM 12621E103 824 104,137 X 104,137 CSG SYS INTL INC COM 126349109 834 45,146 X 45,146 CSX CORP COM 126408103 3,042 116,016 X 116,016 CVS CAREMARK CORPORATION COM 126650100 3,234 86,069 X 86,069 CACI INTL INC CL A 127190304 1,538 24,388 X 24,388 CADENCE DESIGN SYSTEM INC COM 127387108 764 72,384 X 72,384 CAL MAINE FOODS INC COM NEW 128030202 559 17,505 X 17,505 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 397 21,501 X 21,501 CALLON PETE CO DEL COM 13123X102 500 71,172 X 71,172 CANON INC ADR 138006309 791 16,631 X 16,631 CAPELLA EDUCATION COMPANY COM 139594105 332 7,941 X 7,941 CAPITAL ONE FINL CORP COM 14040H105 1,736 33,606 X 33,606 CAPSTEAD MTG CORP COM NO PAR 14067E506 1,093 81,550 X 81,550 CARDINAL HEALTH INC COM 14149Y108 1,578 34,738 X 34,738 CARDTRONICS INC COM 14161H108 1,012 43,138 X 43,138 CAREER EDUCATION CORP COM 141665109 366 17,310 X 17,310 CARMIKE CINEMAS INC COM 143436400 324 46,958 X 46,958 CARNIVAL CORP PAIRED CTF 143658300 713 18,946 X 18,946 CARTER INC COM 146229109 321 10,434 X 10,434 CASH AMER INTL INC COM 14754D100 862 14,895 X 14,895 CATERPILLAR INC DEL COM 149123101 7,166 67,315 X 67,315 CATO CORP NEW CL A 149205106 1,409 48,914 X 48,914 CEDAR FAIR L P DEPOSITRY UNIT 150185106 703 34,897 X 34,897 CELADON GROUP INC COM 150838100 500 35,787 X 35,787 CELGENE CORP COM 151020104 2,851 47,262 X 47,262 CENTENE CORP DEL COM 15135B101 635 17,872 X 17,872 CENTRAL EUROPEAN DIST CORP COM 153435102 564 50,325 X 50,325 CEPHEID COM 15670R107 443 12,787 X 12,787 CENTURYLINK INC COM 156700106 775 19,180 X 19,180 CEPHALON INC COM 156708109 1,023 12,809 X 12,809 CHARMING SHOPPES INC COM 161133103 625 150,252 X 150,252 CHEESECAKE FACTORY INC COM 163072101 545 17,379 X 17,379 CHENIERE ENERGY INC COM NEW 16411R208 143 15,600 X 15,600 CHESAPEAKE ENERGY CORP COM 165167107 1,422 47,907 X 47,907 CHEVRON CORP NEW COM 166764100 18,058 175,593 X 175,593 CHICOS FAS INC COM 168615102 745 48,940 X 48,940 CHILDRENS PL RETAIL STORES I COM 168905107 393 8,829 X 8,829 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 834 17,829 X 17,829 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 817 8,050 X 8,050 CHOICE HOTELS INTL INC COM 169905106 352 10,558 X 10,558 CHUBB CORP COM 171232101 2,244 35,836 X 35,836 CINCINNATI BELL INC NEW COM 171871106 838 252,436 X 252,436 CINCINNATI FINL CORP COM 172062101 794 27,199 X 27,199 CISCO SYS INC COM 17275R102 7,972 510,730 X 510,730 CITIGROUP INC COM NEW 172967424 7,609 182,733 X 182,733 CITY NATL CORP COM 178566105 285 5,257 X 5,257 CLIFFS NATURAL RESOURCES INC COM 18683K101 819 8,863 X 8,863 CLOUD PEAK ENERGY INC COM 18911Q102 459 21,537 X 21,537 CNINSURE INC SPONSORED ADR 18976M103 451 30,615 X 30,615 COCA COLA CO COM 191216100 10,103 150,135 X 150,135 COGNEX CORP COM 192422103 436 12,308 X 12,308 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,948 26,555 X 26,555 COINSTAR INC COM 19259P300 1,799 32,987 X 32,987 COLGATE PALMOLIVE CO COM 194162103 3,156 36,103 X 36,103 COMCAST CORP NEW CL A 20030N101 7,568 298,668 X 298,668 COMMERCE BANCSHARES INC COM 200525103 457 10,636 X 10,636 COMMUNITY BK SYS INC COM 203607106 654 26,400 X 26,400 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 765 37,066 X 37,066 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 839 24,887 X 24,887 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 646 39,163 X 39,163 COMPUTER PROGRAMS & SYS INC COM 205306103 714 11,240 X 11,240 COMPUTER SCIENCES CORP COM 205363104 764 20,130 X 20,130 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 422 15,066 X 15,066 CONOCOPHILLIPS COM 20825C104 10,255 136,390 X 136,390 CONSOLIDATED GRAPHICS INC COM 209341106 512 9,310 X 9,310 CONSTANT CONTACT INC COM 210313102 393 15,466 X 15,466 CONSTELLATION BRANDS INC CL A 21036P108 529 25,405 X 25,405 CONTINUCARE CORP COM 212172100 78 12,573 X 12,573 COOPER COS INC COM NEW 216648402 1,001 12,633 X 12,633 CORE MARK HOLDING CO INC COM 218681104 665 18,641 X 18,641 CORNING INC COM 219350105 1,609 88,660 X 88,660 CORPORATE EXECUTIVE BRD CO COM 21988R102 578 13,250 X 13,250 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 335 15,467 X 15,467 COSTCO WHSL CORP NEW COM 22160K105 3,945 48,557 X 48,557 COVENTRY HEALTH CARE INC COM 222862104 434 11,889 X 11,889 COWEN GROUP INC NEW CL A 223622101 39 10,413 X 10,413 CRACKER BARREL OLD CTRY STOR COM 22410J106 394 7,988 X 7,988 CRESTWOOD MIDSTREAM PRTNERS COM UNITS REPS 226372100 351 13,026 X 13,026 CROSS TIMBERS RTY TR TR UNIT 22757R109 654 14,614 X 14,614 CROSSTEX ENERGY L P COM 22765U102 196 10,780 X 10,780 CUBIC CORP COM 229669106 502 9,851 X 9,851 CULLEN FROST BANKERS INC COM 229899109 395 6,946 X 6,946 CUMMINS INC COM 231021106 813 7,855 X 7,855 CURTISS WRIGHT CORP COM 231561101 526 16,254 X 16,254 CYPRESS SEMICONDUCTOR CORP COM 232806109 549 25,984 X 25,984 DCT INDUSTRIAL TRUST INC COM 233153105 162 30,897 X 30,897 DG FASTCHANNEL INC COM 23326R109 1,214 37,889 X 37,889 DPL INC COM 233293109 317 10,497 X 10,497 DSW INC CL A 23334L102 490 9,673 X 9,673 DTS INC COM 23335C101 603 14,879 X 14,879 DANAHER CORP DEL COM 235851102 1,557 29,382 X 29,382 DANVERS BANCORP INC COM 236442109 559 25,664 X 25,664 DELEK US HLDGS INC COM 246647101 750 47,800 X 47,800 DELL INC COM 24702R101 2,092 125,494 X 125,494 DELPHI FINL GROUP INC CL A 247131105 939 32,136 X 32,136 DELTA AIR LINES INC DEL COM NEW 247361702 825 89,999 X 89,999 DENNYS CORP COM 24869P104 495 127,583 X 127,583 DEPOMED INC COM 249908104 564 69,002 X 69,002 DEVON ENERGY CORP NEW COM 25179M103 2,061 26,147 X 26,147 DEVRY INC DEL COM 251893103 354 5,987 X 5,987 DINEEQUITY INC COM 254423106 361 6,903 X 6,903 DISNEY WALT CO COM DISNEY 254687106 5,182 132,737 X 132,737 DISCOVER FINL SVCS COM 254709108 867 32,395 X 32,395 DIRECTV COM CL A 25490A101 4,362 85,842 X 85,842 DOLLAR TREE INC COM 256746108 933 14,000 X 14,000 DOMINION RES INC VA NEW COM 25746U109 3,103 64,290 X 64,290 DOMINOS PIZZA INC COM 25754A201 952 37,714 X 37,714 DOMTAR CORP COM NEW 257559203 701 7,398 X 7,398 DONALDSON INC COM 257651109 492 8,115 X 8,115 DONNELLEY R R & SONS CO COM 257867101 841 42,896 X 42,896 DORCHESTER MINERALS LP COM UNIT 25820R105 238 8,844 X 8,844 DOUGLAS EMMETT INC COM 25960P109 506 25,456 X 25,456 DOVER CORP COM 260003108 858 12,651 X 12,651 DOW CHEM CO COM 260543103 4,368 121,323 X 121,323 DU PONT E I DE NEMOURS & CO COM 263534109 6,606 122,220 X 122,220 DUKE ENERGY CORP NEW COM 26441C105 3,004 159,529 X 159,529 DUKE REALTY CORP COM NEW 264411505 1,206 86,088 X 86,088 DYCOM INDS INC COM 267475101 822 50,295 X 50,295 DYNAVOX INC CL A 26817F104 543 71,460 X 71,460 DYNEX CAP INC COM NEW 26817Q506 1,321 136,444 X 136,444 E M C CORP MASS COM 268648102 4,986 180,992 X 180,992 EOG RES INC COM 26875P101 1,448 13,854 X 13,854 EAGLE MATERIALS INC COM 26969P108 643 23,071 X 23,071 EAST WEST BANCORP INC COM 27579R104 301 14,906 X 14,906 EASTMAN CHEM CO COM 277432100 814 7,978 X 7,978 EBAY INC COM 278642103 4,008 124,201 X 124,201 ECHOSTAR CORP CL A 278768106 635 17,432 X 17,432 ELECTRO SCIENTIFIC INDS COM 285229100 297 15,379 X 15,379 ELECTRONICS FOR IMAGING INC COM 286082102 935 54,280 X 54,280 ELIZABETH ARDEN INC COM 28660G106 1,011 34,810 X 34,810 EMBRAER S A SP ADR REP 4 C 29082A107 765 24,866 X 24,866 EMERSON ELEC CO COM 291011104 2,588 46,000 X 46,000 ENCORE CAP GROUP INC COM 292554102 280 9,100 X 9,100 ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 459 21,551 X 21,551 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 836 20,803 X 20,803 ENERGEN CORP COM 29265N108 550 9,735 X 9,735 ENERGY PARTNERS LTD COM NEW 29270U303 478 32,264 X 32,264 ENERNOC INC COM 292764107 343 21,766 X 21,766 ENTEGRIS INC COM 29362U104 830 82,010 X 82,010 ENTERCOM COMMUNICATIONS CORP CL A 293639100 400 46,103 X 46,103 ENTERGY CORP NEW COM 29364G103 1,204 17,632 X 17,632 EQUIFAX INC COM 294429105 483 13,910 X 13,910 ERESEARCHTECHNOLOGY INC COM 29481V108 68 10,672 X 10,672 ERICSSON L M TEL CO ADR B SEK 10 294821608 1,698 118,085 X 118,085 ERIE INDTY CO CL A 29530P102 457 6,463 X 6,463 ESCO TECHNOLOGIES INC COM 296315104 485 13,174 X 13,174 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 771 10,237 X 10,237 EXACT SCIENCES CORP COM 30063P105 251 29,150 X 29,150 EXELON CORP COM 30161N101 2,380 55,545 X 55,545 EXIDE TECHNOLOGIES COM NEW 302051206 675 88,300 X 88,300 EXLSERVICE HOLDINGS INC COM 302081104 665 28,787 X 28,787 EXPEDITORS INTL WASH INC COM 302130109 835 16,319 X 16,319 EXPRESS SCRIPTS INC COM 302182100 2,185 40,483 X 40,483 EXPRESS INC COM 30219E103 1,235 56,671 X 56,671 EXXON MOBIL CORP COM 30231G102 34,181 420,022 X 420,022 FEI CO COM 30241L109 220 5,748 X 5,748 FNB CORP PA COM 302520101 611 59,032 X 59,032 FX ENERGY INC COM 302695101 233 26,515 X 26,515 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 211 12,646 X 12,646 FAMILY DLR STORES INC COM 307000109 538 10,228 X 10,228 FEDEX CORP COM 31428X106 3,130 32,999 X 32,999 FERRO CORP COM 315405100 402 29,885 X 29,885 51JOB INC SP ADR REP COM 316827104 475 8,461 X 8,461 FINISAR CORP COM NEW 31787A507 815 45,198 X 45,198 FINISH LINE INC CL A 317923100 450 21,045 X 21,045 FIRST CASH FINL SVCS INC COM 31942D107 268 6,389 X 6,389 FIRST COMWLTH FINL CORP PA COM 319829107 476 82,966 X 82,966 FIRST FINL BANKSHARES COM 32020R109 401 11,648 X 11,648 FIRST FINL BANCORP OH COM 320209109 657 39,335 X 39,335 FIRST MERCHANTS CORP COM 320817109 104 11,674 X 11,674 FIRST MIDWEST BANCORP DEL COM 320867104 141 11,464 X 11,464 FIRSTENERGY CORP COM 337932107 821 18,586 X 18,586 FLOTEK INDS INC DEL COM 343389102 183 21,493 X 21,493 FLOWERS FOODS INC COM 343498101 207 9,406 X 9,406 FLY LEASING LTD SPONSORED ADR 34407D109 595 44,910 X 44,910 FOOT LOCKER INC COM 344849104 794 33,434 X 33,434 FORD MTR CO DEL COM PAR $0.01 345370860 5,048 366,093 X 366,093 FOREST CITY ENTERPRISES INC CL A 345550107 462 24,723 X 24,723 FORTRESS INVESTMENT GROUP LL CL A 34958B106 221 45,817 X 45,817 FRANCE TELECOM SPONSORED ADR 35177Q105 837 39,296 X 39,296 FRANKLIN RES INC COM 354613101 1,437 10,943 X 10,943 FREDS INC CL A 356108100 188 13,014 X 13,014 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,628 125,286 X 125,286 FRESH MKT INC COM 35804H106 518 13,401 X 13,401 FRONTIER COMMUNICATIONS CORP COM 35906A108 1,672 207,235 X 207,235 G & K SVCS INC CL A 361268105 303 8,953 X 8,953 GT SOLAR 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13,593 213,829 X 213,829 PRIVATEBANCORP INC COM 742962103 217 15,744 X 15,744 PROSPERITY BANCSHARES INC COM 743606105 228 5,204 X 5,204 PROVIDENCE SVC CORP COM 743815102 314 24,861 X 24,861 PROVIDENT FINL SVCS INC COM 74386T105 539 37,644 X 37,644 PRUDENTIAL FINL INC COM 744320102 3,891 61,182 X 61,182 PRUDENTIAL PLC ADR 74435K204 816 35,269 X 35,269 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,519 46,530 X 46,530 PUBLIC STORAGE COM 74460D109 1,177 10,325 X 10,325 QLOGIC CORP COM 747277101 334 20,983 X 20,983 QUALCOMM INC COM 747525103 6,857 120,751 X 120,751 QUALITY DISTR INC FLA COM 74756M102 136 10,438 X 10,438 QUANTUM CORP COM DSSG 747906204 451 136,725 X 136,725 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 605 25,112 X 25,112 QUESTAR CORP COM 748356102 298 16,809 X 16,809 QUICKSILVER RESOURCES INC COM 74837R104 381 25,842 X 25,842 RPX CORP COM 74972G103 398 14,200 X 14,200 RF MICRODEVICES INC COM 749941100 386 63,113 X 63,113 RADNET INC COM 750491102 56 12,711 X 12,711 RAMBUS INC DEL 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783549108 291 5,114 X 5,114 S & T BANCORP INC COM 783859101 339 18,258 X 18,258 SFN GROUP INC COM 784153108 700 77,013 X 77,013 SK TELECOM LTD SPONSORED ADR 78440P108 809 43,236 X 43,236 SPDR S&P 500 ETF TR TR UNIT 78462F103 595 4,510 X 4,510 SWS GROUP INC COM 78503N107 66 11,065 X 11,065 SABINE ROYALTY TR UNIT BEN INT 785688102 536 8,407 X 8,407 SAFEWAY INC COM NEW 786514208 840 35,941 X 35,941 ST JUDE MED INC COM 790849103 1,160 24,336 X 24,336 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 481 19,940 X 19,940 SANOFI SPONSORED ADR 80105N105 814 20,269 X 20,269 SANOFI RIGHT 12/31/20 80105N113 42 17,435 X 17,435 SAP AG SPON ADR 803054204 773 12,739 X 12,739 SAPIENT CORP COM 803062108 663 44,135 X 44,135 SAUER-DANFOSS INC COM 804137107 569 11,296 X 11,296 SCANSOURCE INC COM 806037107 735 19,607 X 19,607 SCHLUMBERGER LTD COM 806857108 8,320 96,299 X 96,299 SCHOLASTIC CORP COM 807066105 418 15,698 X 15,698 SCHWAB CHARLES CORP NEW COM 808513105 1,198 72,821 X 72,821 SCIENTIFIC GAMES CORP CL 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842587107 1,953 48,355 X 48,355 SOUTHERN COPPER CORP COM 84265V105 374 11,363 X 11,363 SOUTHWEST GAS CORP COM 844895102 384 9,950 X 9,950 SOUTHWESTERN ENERGY CO COM 845467109 552 12,878 X 12,878 SPARTAN STORES INC COM 846822104 469 24,014 X 24,014 SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,027 110,837 X 110,837 SPREADTRUM COMMUNICATIONS IN ADR 849415203 368 23,320 X 23,320 SPRINT NEXTEL CORP COM SER 1 852061100 1,173 217,640 X 217,640 STAGE STORES INC COM NEW 85254C305 456 27,121 X 27,121 STANDARD PARKING CORP COM 853790103 440 27,535 X 27,535 STAPLES INC COM 855030102 1,946 123,182 X 123,182 STARBUCKS CORP COM 855244109 2,564 64,938 X 64,938 STATE STR CORP COM 857477103 1,665 36,933 X 36,933 STEIN MART INC COM 858375108 174 18,057 X 18,057 STERLING FINL CORP WASH COM NEW 859319303 584 36,351 X 36,351 STEWART ENTERPRISES INC CL A 860370105 81 11,107 X 11,107 STMICROELECTRONICS N V NY REGISTRY 861012102 808 81,112 X 81,112 STRAYER ED INC COM 863236105 563 4,456 X 4,456 STRYKER CORP COM 863667101 1,361 23,182 X 23,182 STURM RUGER & CO INC COM 864159108 751 34,204 X 34,204 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 560 10,711 X 10,711 SUN LIFE FINL INC COM 866796105 791 26,300 X 26,300 SUN HYDRAULICS CORP COM 866942105 620 12,961 X 12,961 SUNSTONE HOTEL INVS INC NEW COM 867892101 635 68,470 X 68,470 SUPERIOR INDS INTL INC COM 868168105 733 33,146 X 33,146 SUPERVALU INC COM 868536103 174 18,477 X 18,477 SUSQUEHANNA BANCSHARES INC P COM 869099101 268 33,558 X 33,558 SYKES ENTERPRISES INC COM 871237103 839 38,985 X 38,985 SYMANTEC CORP COM 871503108 1,169 59,303 X 59,303 SYMETRA FINL CORP COM 87151Q106 143 10,613 X 10,613 SYNAPTICS INC COM 87157D109 801 31,105 X 31,105 SYNOVUS FINL CORP COM 87161C105 126 60,792 X 60,792 SYSCO CORP COM 871829107 828 26,563 X 26,563 TC PIPELINES LP UT COM LTD PRT 87233Q108 394 8,249 X 8,249 TFS FINL CORP COM 87240R107 269 27,746 X 27,746 THQ INC COM NEW 872443403 77 21,378 X 21,378 TJX COS INC NEW COM 872540109 1,586 30,184 X 30,184 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 375 6,354 X 6,354 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 721 47,154 X 47,154 TAL ED GROUP ADS REPSTG COM 874080104 360 33,196 X 33,196 TAOMEE HLDGS LTD SPONSORED ADR 87600Y106 479 46,767 X 46,767 TARGET CORP COM 87612E106 2,007 42,790 X 42,790 TASEKO MINES LTD COM 876511106 449 90,600 X 90,600 TEAM HEALTH HOLDINGS INC COM 87817A107 1,129 50,139 X 50,139 TEKELEC COM 879101103 612 67,032 X 67,032 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 779 50,137 X 50,137 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 870 62,583 X 62,583 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,564 60,010 X 60,010 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 171 16,922 X 16,922 TELEFONICA S A SPONSORED ADR 879382208 782 31,939 X 31,939 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 788 47,762 X 47,762 TELETECH HOLDINGS INC COM 879939106 557 26,446 X 26,446 TENET HEALTHCARE CORP COM 88033G100 183 29,299 X 29,299 TERADYNE INC COM 880770102 1,662 112,313 X 112,313 TERRA NITROGEN CO L P COM UNIT 881005201 1,362 9,907 X 9,907 TETRA TECHNOLOGIES INC DEL COM 88162F105 322 25,264 X 25,264 TETRA TECH INC NEW COM 88162G103 296 13,169 X 13,169 TESSERA TECHNOLOGIES INC COM 88164L100 786 45,883 X 45,883 TEXAS INSTRS INC COM 882508104 3,696 112,593 X 112,593 THERMO FISHER SCIENTIFIC INC COM 883556102 1,435 22,282 X 22,282 THOMSON REUTERS CORP COM 884903105 523 13,925 X 13,925 THORATEC CORP COM NEW 885175307 391 11,923 X 11,923 3-D SYS CORP DEL COM NEW 88554D205 236 11,998 X 11,998 3M CO COM 88579Y101 4,982 52,522 X 52,522 TIME WARNER INC COM NEW 887317303 2,481 68,215 X 68,215 TIME WARNER CABLE INC COM 88732J207 2,238 28,678 X 28,678 TORO CO COM 891092108 458 7,575 X 7,575 TOTAL S A SPONSORED ADR 89151E109 854 14,758 X 14,758 TRAVELERS COMPANIES INC COM 89417E109 3,686 63,130 X 63,130 TRAVELZOO INC COM 89421Q106 499 7,714 X 7,714 TREX CO INC COM 89531P105 388 15,861 X 15,861 TRIMAS CORP COM NEW 896215209 1,046 42,278 X 42,278 TRUE RELIGION APPAREL INC COM 89784N104 425 14,613 X 14,613 TRUSTCO BK CORP N Y COM 898349105 63 12,803 X 12,803 TRUSTMARK CORP COM 898402102 569 24,312 X 24,312 TYSON FOODS INC CL A 902494103 852 43,863 X 43,863 UMB FINL CORP COM 902788108 673 16,080 X 16,080 US BANCORP DEL COM NEW 902973304 4,531 177,613 X 177,613 USA MOBILITY INC COM 90341G103 537 35,204 X 35,204 U S AIRWAYS GROUP INC COM 90341W108 324 36,323 X 36,323 ULTA SALON COSMETCS & FRAG I COM 90384S303 679 10,507 X 10,507 UMPQUA HLDGS CORP COM 904214103 805 69,581 X 69,581 UNION PAC CORP COM 907818108 4,347 41,639 X 41,639 UNISOURCE ENERGY CORP COM 909205106 983 26,328 X 26,328 UNITED BANKSHARES INC WEST V COM 909907107 598 24,417 X 24,417 UNITED ONLINE INC COM 911268100 592 98,129 X 98,129 UNITED PARCEL SERVICE INC CL B 911312106 3,851 52,804 X 52,804 UNITED TECHNOLOGIES CORP COM 913017109 7,628 86,188 X 86,188 UNITEDHEALTH GROUP INC COM 91324P102 6,410 124,272 X 124,272 UNUM GROUP COM 91529Y106 830 32,585 X 32,585 VOC ENERGY TR 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835 31,950 X 31,950 WD-40 CO COM 929236107 478 12,234 X 12,234 WAL MART STORES INC COM 931142103 7,662 144,180 X 144,180 WALGREEN CO COM 931422109 5,048 118,877 X 118,877 WALTER ENERGY INC COM 93317Q105 812 7,014 X 7,014 WARNACO GROUP INC COM NEW 934390402 442 8,451 X 8,451 WARREN RES INC COM 93564A100 209 54,913 X 54,913 WASHINGTON FED INC COM 938824109 672 40,903 X 40,903 WASHINGTON POST CO CL B 939640108 964 2,301 X 2,301 WASTE MGMT INC DEL COM 94106L109 811 21,752 X 21,752 WATERS CORP COM 941848103 774 8,089 X 8,089 WEIGHT WATCHERS INTL INC NEW COM 948626106 579 7,673 X 7,673 WELLCARE HEALTH PLANS INC COM 94946T106 622 12,093 X 12,093 WELLPOINT INC COM 94973V107 3,434 43,592 X 43,592 WELLS FARGO & CO NEW COM 949746101 11,413 406,746 X 406,746 WERNER ENTERPRISES INC COM 950755108 445 17,766 X 17,766 WESTERN ALLIANCE BANCORP COM 957638109 640 90,113 X 90,113 WHIRLPOOL CORP COM 963320106 831 10,225 X 10,225 WILEY JOHN & SONS INC CL A 968223206 346 6,661 X 6,661 WILLIAMS COS INC DEL COM 969457100 1,673 55,318 X 55,318 WILLIAMS SONOMA INC COM 969904101 1,278 35,016 X 35,016 WINDSTREAM CORP COM 97381W104 769 59,354 X 59,354 WORLD ACCEP CORP DEL COM 981419104 835 12,728 X 12,728 WORTHINGTON INDS INC COM 981811102 728 31,501 X 31,501 WRIGHT MED GROUP INC COM 98235T107 160 10,640 X 10,640 WYNDHAM WORLDWIDE CORP COM 98310W108 944 28,041 X 28,041 XILINX INC COM 983919101 780 21,380 X 21,380 XEROX CORP COM 984121103 1,622 155,819 X 155,819 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 874 19,393 X 19,393 YAHOO INC COM 984332106 1,507 100,169 X 100,169 YONGYE INTL INC COM 98607B106 227 43,280 X 43,280 YUM BRANDS INC COM 988498101 2,267 41,034 X 41,034 ZALE CORP NEW COM 988858106 114 20,436 X 20,436 ZEBRA TECHNOLOGIES CORP CL A 989207105 590 13,995 X 13,995 ZHONGPIN INC COM 98952K107 661 63,041 X 63,041 ZIMMER HLDGS INC COM 98956P102 851 13,470 X 13,470 ZOLTEK COS INC COM 98975W104 198 18,801 X 18,801 ZUMIEZ INC COM 989817101 200 8,029 X 8,029