0000315189-11-000029.txt : 20110512 0000315189-11-000029.hdr.sgml : 20110512 20110512115843 ACCESSION NUMBER: 0000315189-11-000029 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110512 DATE AS OF CHANGE: 20110512 EFFECTIVENESS DATE: 20110512 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: 11834626 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 mar1113f.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: 31 March 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 May 12, 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: 859 Form 13F Information Table Value Total: $1,315,446 (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 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,595 83,587 X 83,587 EVEREST RE GROUP LTD COM G3223R108 912 10,347 X 10,347 HELEN OF TROY CORP LTD COM G4388N106 1,099 37,377 X 37,377 HERBALIFE LTD COM USD SHS G4412G101 544 6,686 X 6,686 MAIDEN HOLDINGS LTD SHS G5753U112 252 33,628 X 33,628 MONTPELIER RE HOLDINGS LTD SHS G62185106 522 29,517 X 29,517 ORIENT-EXPRESS HOTELS LTD CL A G67743107 508 41,040 X 41,040 PARTNERRE LTD COM G6852T105 884 11,162 X 11,162 XOMA LTD SHS G9825R206 436 156,306 X 156,306 ACE LTD SHS H0023R105 2,516 38,887 X 38,887 ALCON INC COM SHS H01301102 775 4,685 X 4,685 GARMIN LTD SHS H2906T109 915 27,025 X 27,025 TYCO INTERNATIONAL LTD SHS H89128104 1,676 37,434 X 37,434 UBS AG SHS NEW H89231338 682 37,794 X 37,794 FLAGSTONE REINSURANCE HOLDIN COM L3466T104 409 45,385 X 45,385 CELLCOM ISRAEL LTD SHS M2196U109 374 11,294 X 11,294 CORE LABORATORIES N V COM N22717107 499 4,882 X 4,882 SINOVAC BIOTECH LTD SHS P8696W104 460 101,511 X 101,511 DIANA SHIPPING INC COM Y2066G104 360 30,378 X 30,378 AFC ENTERPRISES INC COM 00104Q107 688 45,478 X 45,478 AFLAC INC COM 001055102 2,797 52,997 X 52,997 AOL INC COM 00184X105 382 19,579 X 19,579 AT&T INC COM 00206R102 14,394 470,238 X 470,238 ATMI INC COM 00207R101 258 13,641 X 13,641 AARONS INC COM PAR $0.50 002535300 267 10,518 X 10,518 ABBOTT LABS COM 002824100 6,605 134,656 X 134,656 ABIOMED INC COM 003654100 386 26,584 X 26,584 ACI WORLDWIDE INC COM 004498101 690 21,042 X 21,042 ACTIVISION BLIZZARD INC COM 00507V109 1,577 143,801 X 143,801 ACTUANT CORP CL A NEW 00508X203 762 26,280 X 26,280 ACXIOM CORP COM 005125109 1,003 69,911 X 69,911 ADOBE SYS INC COM 00724F101 1,914 57,719 X 57,719 ADVANCE AUTO PARTS INC COM 00751Y106 1,231 18,761 X 18,761 ADVANCED BATTERY TECHNOLOG I COM 00752H102 389 200,425 X 200,425 ADVANTAGE OIL & GAS LTD COM 00765F101 194 21,615 X 21,615 AEROPOSTALE COM 007865108 1,464 60,215 X 60,215 ADVANCED ENERGY INDS COM 007973100 768 46,985 X 46,985 AETNA INC NEW COM 00817Y108 1,390 37,144 X 37,144 AFFYMETRIX INC COM 00826T108 141 27,030 X 27,030 AIR PRODS & CHEMS INC COM 009158106 1,421 15,762 X 15,762 AKORN INC COM 009728106 186 32,287 X 32,287 ALASKA AIR GROUP INC COM 011659109 780 12,295 X 12,295 ALASKA COMMUNICATIONS SYS GR COM 01167P101 514 48,368 X 48,368 ALCOA INC COM 013817101 1,687 95,550 X 95,550 ALIGN TECHNOLOGY INC COM 016255101 681 33,254 X 33,254 ALKERMES INC COM 01642T108 475 36,693 X 36,693 ALLEGHANY CORP DEL COM 017175100 419 1,265 X 1,265 ALLERGAN INC COM 018490102 1,603 22,570 X 22,570 ALLETE INC COM NEW 018522300 654 16,782 X 16,782 ALLIANCE RES PARTNER L P UT LTD PART 01877R108 869 10,676 X 10,676 ALLIANT TECHSYSTEMS INC COM 018804104 337 4,764 X 4,764 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 347 16,522 X 16,522 ALLSTATE CORP COM 020002101 2,977 93,686 X 93,686 ALMOST FAMILY INC COM 020409108 370 9,839 X 9,839 ALTRA HOLDINGS INC COM 02208R106 803 34,004 X 34,004 ALTRIA GROUP INC COM 02209S103 4,024 154,581 X 154,581 AMAZON COM INC COM 023135106 6,032 33,487 X 33,487 AMERCO COM 023586100 573 5,909 X 5,909 AMERICAN AXLE & MFG HLDGS IN COM 024061103 174 13,846 X 13,846 AMERICAN CAPITAL AGENCY CORP COM 02503X105 653 22,414 X 22,414 AMERICAN CAP LTD COM 02503Y103 290 29,250 X 29,250 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 680 42,802 X 42,802 AMERICAN ELEC PWR INC COM 025537101 1,249 35,544 X 35,544 AMERICAN EXPRESS CO COM 025816109 4,243 93,863 X 93,863 AMERICAN FINL GROUP INC OHIO COM 025932104 1,703 48,617 X 48,617 AMERICAN MED SYS HLDGS INC COM 02744M108 506 23,404 X 23,404 AMERICAN PUBLIC EDUCATION IN COM 02913V103 203 5,017 X 5,017 AMERICAN TOWER CORP CL A 029912201 1,552 29,945 X 29,945 AMERIGON INC COM 03070L300 209 13,689 X 13,689 AMERISTAR CASINOS INC COM 03070Q101 568 31,994 X 31,994 AMERIGROUP CORP COM 03073T102 1,318 20,516 X 20,516 AMERIPRISE FINL INC COM 03076C106 657 10,757 X 10,757 AMGEN INC COM 031162100 3,801 71,105 X 71,105 AMSURG CORP COM 03232P405 452 17,762 X 17,762 AMYLIN PHARMACEUTICALS INC COM 032346108 210 18,476 X 18,476 ANADARKO PETE CORP COM 032511107 3,008 36,723 X 36,723 ANADIGICS INC COM 032515108 352 78,829 X 78,829 ANALOG DEVICES INC COM 032654105 1,545 39,230 X 39,230 ANGIODYNAMICS INC COM 03475V101 154 10,165 X 10,165 ANIXTER INTL INC COM 035290105 689 9,861 X 9,861 ANNALY CAP MGMT INC COM 035710409 878 50,302 X 50,302 APACHE CORP COM 037411105 1,669 12,747 X 12,747 APPLE INC COM 037833100 25,580 73,399 X 73,399 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 401 38,591 X 38,591 APPLIED MATLS INC COM 038222105 4,442 284,353 X 284,353 ARCHER DANIELS MIDLAND CO COM 039483102 2,045 56,782 X 56,782 ARIAD PHARMACEUTICALS INC COM 04033A100 549 72,949 X 72,949 ARKANSAS BEST CORP DEL COM 040790107 567 21,862 X 21,862 ARLINGTON ASSET INVT CORP CL A NEW 041356205 223 7,341 X 7,341 ARTHROCARE CORP COM 043136100 1,847 55,418 X 55,418 ASCENA RETAIL GROUP INC COM 04351G101 711 21,927 X 21,927 ASSOCIATED BANC CORP COM 045487105 156 10,521 X 10,521 ASSURANT INC COM 04621X108 876 22,758 X 22,758 ASTEC INDS INC COM 046224101 290 7,768 X 7,768 ASTORIA FINL CORP COM 046265104 960 66,806 X 66,806 ASTRAZENECA PLC SPONSORED ADR 046353108 864 18,735 X 18,735 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 697 9,995 X 9,995 ATLAS ENERGY LP COM UNITS LP 04930A104 568 25,406 X 25,406 ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 205 5,933 X 5,933 AURIZON MINES LTD COM 05155P106 82 11,700 X 11,700 AUTODESK INC COM 052769106 813 18,442 X 18,442 AUTOLIV INC COM 052800109 914 12,316 X 12,316 AUTOMATIC DATA PROCESSING IN COM 053015103 2,914 56,792 X 56,792 AUTOZONE INC COM 053332102 762 2,786 X 2,786 AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 174 42,618 X 42,618 AVERY DENNISON CORP COM 053611109 936 22,318 X 22,318 AVISTA CORP COM 05379B107 654 28,273 X 28,273 BB&T CORP COM 054937107 1,410 51,363 X 51,363 B & G FOODS INC NEW COM 05508R106 684 36,463 X 36,463 BCE INC COM NEW 05534B760 892 24,533 X 24,533 BGC PARTNERS INC CL A 05541T101 626 67,427 X 67,427 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 644 5,371 X 5,371 BT GROUP PLC ADR 05577E101 969 32,215 X 32,215 BAKER HUGHES INC COM 057224107 2,342 31,895 X 31,895 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 893 74,424 X 74,424 BANCOLOMBIA S A SPON ADR PREF 05968L102 846 13,495 X 13,495 BANCORPSOUTH INC COM 059692103 164 10,645 X 10,645 BANK OF AMERICA CORPORATION COM 060505104 11,051 829,009 X 829,009 BANK HAWAII CORP COM 062540109 399 8,339 X 8,339 BANK OF THE OZARKS INC COM 063904106 330 7,551 X 7,551 BANK OF NEW YORK MELLON CORP COM 064058100 3,637 121,769 X 121,769 BARRICK GOLD CORP COM 067901108 684 13,180 X 13,180 BASIC ENERGY SVCS INC NEW COM 06985P100 628 24,621 X 24,621 BAXTER INTL INC COM 071813109 3,366 62,594 X 62,594 BEACON ROOFING SUPPLY INC COM 073685109 509 24,843 X 24,843 BECTON DICKINSON & CO COM 075887109 2,297 28,849 X 28,849 BED BATH & BEYOND INC COM 075896100 727 15,060 X 15,060 BELO CORP COM SER A 080555105 1,278 145,082 X 145,082 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,899 142,280 X 142,280 BEST BUY INC COM 086516101 1,614 56,212 X 56,212 BIG LOTS INC COM 089302103 482 11,100 X 11,100 BIGLARI HLDGS INC COM 08986R101 388 915 X 915 BIOGEN IDEC INC COM 09062X103 2,523 34,336 X 34,336 BIOTIME INC COM 09066L105 146 19,600 X 19,600 BLACKBAUD INC COM 09227Q100 585 21,476 X 21,476 BLACKROCK INC COM 09247X101 1,319 6,562 X 6,562 BLOCK H & R INC COM 093671105 1,348 80,543 X 80,543 BLUE NILE INC COM 09578R103 448 8,302 X 8,302 BOB EVANS FARMS INC COM 096761101 510 15,638 X 15,638 BODY CENT CORP COM 09689U102 547 23,535 X 23,535 BOEING CO COM 097023105 5,166 69,883 X 69,883 BOISE INC COM 09746Y105 530 57,839 X 57,839 BOSTON BEER INC CL A 100557107 487 5,253 X 5,253 BRADY CORP CL A 104674106 318 8,921 X 8,921 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 159 13,135 X 13,135 BRIDGEPOINT ED INC COM 10807M105 497 29,048 X 29,048 BRIGGS & STRATTON CORP COM 109043109 323 14,242 X 14,242 BRIGHTPOINT INC COM NEW 109473405 463 42,745 X 42,745 BRINKER INTL INC COM 109641100 796 31,447 X 31,447 BRINKS CO COM 109696104 559 16,880 X 16,880 BRISTOL MYERS SQUIBB CO COM 110122108 5,300 200,543 X 200,543 BROADCOM CORP CL A 111320107 1,720 43,671 X 43,671 BRONCO DRILLING CO INC COM 112211107 622 55,073 X 55,073 BROOKLINE BANCORP INC DEL COM 11373M107 218 20,750 X 20,750 BROOKS AUTOMATION INC COM 114340102 980 71,411 X 71,411 BROWN & BROWN INC COM 115236101 278 10,756 X 10,756 BROWN SHOE INC NEW COM 115736100 125 10,262 X 10,262 BRUKER CORP COM 116794108 759 36,412 X 36,412 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 521 8,192 X 8,192 BUCKEYE TECHNOLOGIES INC COM 118255108 484 17,758 X 17,758 BUCKLE INC COM 118440106 1,383 34,243 X 34,243 CBS CORP NEW CL B 124857202 694 27,731 X 27,731 CIGNA CORP COM 125509109 812 18,333 X 18,333 CME GROUP INC COM 12572Q105 2,424 8,039 X 8,039 CPI CORP COM 125902106 531 23,571 X 23,571 CNOOC LTD SPONSORED ADR 126132109 783 3,094 X 3,094 CSG SYS INTL INC COM 126349109 743 37,282 X 37,282 CSX CORP COM 126408103 2,953 37,566 X 37,566 CVR ENERGY INC COM 12662P108 806 34,817 X 34,817 CVS CAREMARK CORPORATION COM 126650100 3,476 101,288 X 101,288 CACI INTL INC CL A 127190304 1,411 23,018 X 23,018 CAL MAINE FOODS INC COM NEW 128030202 404 13,679 X 13,679 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 363 21,501 X 21,501 CALLAWAY GOLF CO COM 131193104 94 13,741 X 13,741 CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 515 24,253 X 24,253 CANON INC ADR 138006309 1,464 33,783 X 33,783 CAPELLA EDUCATION COMPANY COM 139594105 205 4,118 X 4,118 CAPITAL ONE FINL CORP COM 14040H105 2,517 48,448 X 48,448 CARDINAL HEALTH INC COM 14149Y108 2,306 56,077 X 56,077 CARDTRONICS INC COM 14161H108 684 33,617 X 33,617 CARMIKE CINEMAS INC COM 143436400 336 46,958 X 46,958 CASELLA WASTE SYS INC CL A 147448104 498 69,481 X 69,481 CASH AMER INTL INC COM 14754D100 686 14,907 X 14,907 CATERPILLAR INC DEL COM 149123101 7,450 66,905 X 66,905 CATO CORP NEW CL A 149205106 1,327 54,143 X 54,143 CEDAR FAIR L P DEPOSITRY UNIT 150185106 1,208 62,913 X 62,913 CELADON GROUP INC COM 150838100 581 35,787 X 35,787 CELGENE CORP COM 151020104 2,708 47,029 X 47,029 CENTENE CORP DEL COM 15135B101 589 17,872 X 17,872 CENTERSTATE BANKS INC COM 15201P109 73 10,456 X 10,456 CEPHEID COM 15670R107 427 15,244 X 15,244 CENTURYLINK INC COM 156700106 950 22,873 X 22,873 CEPHALON INC COM 156708109 971 12,758 X 12,758 CHEESECAKE FACTORY INC COM 163072101 523 17,379 X 17,379 CHESAPEAKE ENERGY CORP COM 165167107 1,619 48,306 X 48,306 CHEVRON CORP NEW COM 166764100 17,955 167,036 X 167,036 CHICOS FAS INC COM 168615102 729 48,940 X 48,940 CHILDRENS PL RETAIL STORES I COM 168905107 440 8,829 X 8,829 CHINA BIOLOGIC PRODS INC COM 16938C106 519 32,494 X 32,494 CHINA SHEN ZHOU MNG & RES IN COM 16942H109 115 23,631 X 23,631 CHINA MEDIAEXPRESS HLDGS INC COM 169442100 396 33,344 X 33,344 CHINA XD PLASTICS CO LTD COM 16948F107 467 89,711 X 89,711 CHOICE HOTELS INTL INC COM 169905106 410 10,558 X 10,558 CHIQUITA BRANDS INTL INC COM 170032809 579 37,730 X 37,730 CHUBB CORP COM 171232101 2,359 38,473 X 38,473 CINCINNATI FINL CORP COM 172062101 904 27,569 X 27,569 CISCO SYS INC COM 17275R102 6,758 394,027 X 394,027 CITIGROUP INC COM 172967101 7,987 1,806,979 X 1,806,979 CITY NATL CORP COM 178566105 216 3,778 X 3,778 CLEAN ENERGY FUELS CORP COM 184499101 180 10,988 X 10,988 CLIFFS NATURAL RESOURCES INC COM 18683K101 657 6,685 X 6,685 CLOUD PEAK ENERGY INC COM 18911Q102 992 45,959 X 45,959 CNINSURE INC SPONSORED ADR 18976M103 516 39,840 X 39,840 COCA COLA CO COM 191216100 10,372 156,345 X 156,345 COGNEX CORP COM 192422103 411 14,558 X 14,558 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,176 26,738 X 26,738 COINSTAR INC COM 19259P300 923 20,091 X 20,091 COLGATE PALMOLIVE CO COM 194162103 2,940 36,405 X 36,405 COMCAST CORP NEW CL A 20030N101 7,275 294,295 X 294,295 COMMERCE BANCSHARES INC COM 200525103 430 10,636 X 10,636 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 434 29,455 X 29,455 COMPLETE PRODUCTION SERVICES COM 20453E109 728 22,888 X 22,888 COMPUTER PROGRAMS & SYS INC COM 205306103 706 10,979 X 10,979 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 410 15,066 X 15,066 CONNS INC COM 208242107 68 15,185 X 15,185 CONOCOPHILLIPS COM 20825C104 10,727 134,318 X 134,318 CONSOLIDATED GRAPHICS INC COM 209341106 624 11,431 X 11,431 CONSTANT CONTACT INC COM 210313102 430 12,334 X 12,334 CONSTELLATION BRANDS INC CL A 21036P108 585 28,859 X 28,859 CONTINUCARE CORP COM 212172100 67 12,573 X 12,573 COOPER COS INC COM NEW 216648402 923 13,284 X 13,284 CORN PRODS INTL INC COM 219023108 774 14,932 X 14,932 CORNING INC COM 219350105 3,112 150,843 X 150,843 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 377 15,467 X 15,467 COSTCO WHSL CORP NEW COM 22160K105 3,700 50,470 X 50,470 COTT CORP QUE COM 22163N106 192 22,803 X 22,803 COVENTRY HEALTH CARE INC COM 222862104 379 11,889 X 11,889 COWEN GROUP INC NEW CL A 223622101 42 10,413 X 10,413 CRACKER BARREL OLD CTRY STOR COM 22410J106 393 7,988 X 7,988 CREXUS INVT CORP COM 226553105 603 52,789 X 52,789 CROSS TIMBERS RTY TR TR UNIT 22757R109 690 14,614 X 14,614 CUBIC CORP COM 229669106 566 9,851 X 9,851 CULLEN FROST BANKERS INC COM 229899109 410 6,946 X 6,946 CURTISS WRIGHT CORP COM 231561101 277 7,879 X 7,879 CYPRESS SEMICONDUCTOR CORP COM 232806109 504 25,984 X 25,984 DCT INDUSTRIAL TRUST INC COM 233153105 171 30,897 X 30,897 DDI CORP COM 0.0001 NEW 233162502 636 60,204 X 60,204 DG FASTCHANNEL INC COM 23326R109 826 25,670 X 25,670 DPL INC COM 233293109 288 10,497 X 10,497 DSW INC CL A 23334L102 1,360 34,022 X 34,022 DTS INC COM 23335C101 694 14,879 X 14,879 DANAHER CORP DEL COM 235851102 2,049 39,471 X 39,471 DELL INC COM 24702R101 1,836 126,539 X 126,539 DELPHI FINL GROUP INC CL A 247131105 899 29,271 X 29,271 DENNYS CORP COM 24869P104 518 127,583 X 127,583 DESTINATION MATERNITY CORP COM 25065D100 629 27,274 X 27,274 DEVON ENERGY CORP NEW COM 25179M103 3,044 33,172 X 33,172 DEVRY INC DEL COM 251893103 361 6,563 X 6,563 DIGITALGLOBE INC COM NEW 25389M877 486 17,338 X 17,338 DIODES INC COM 254543101 364 10,695 X 10,695 DISNEY WALT CO COM DISNEY 254687106 6,264 145,375 X 145,375 DISH NETWORK CORP CL A 25470M109 688 28,232 X 28,232 DIRECTV COM CL A 25490A101 4,190 89,522 X 89,522 DOMINION RES INC VA NEW COM 25746U109 2,890 64,656 X 64,656 DOMINOS PIZZA INC COM 25754A201 920 49,944 X 49,944 DOMTAR CORP COM NEW 257559203 513 5,593 X 5,593 DONALDSON INC COM 257651109 497 8,115 X 8,115 DONNELLEY R R & SONS CO COM 257867101 973 51,453 X 51,453 DORCHESTER MINERALS LP COM UNIT 25820R105 259 8,844 X 8,844 DOVER CORP COM 260003108 765 11,634 X 11,634 DOW CHEM CO COM 260543103 5,382 142,580 X 142,580 DU PONT E I DE NEMOURS & CO COM 263534109 6,825 124,157 X 124,157 DUKE ENERGY CORP NEW COM 26441C105 2,910 160,335 X 160,335 DUKE REALTY CORP COM NEW 264411505 1,229 87,733 X 87,733 DYCOM INDS INC COM 267475101 189 10,888 X 10,888 DYNAVAX TECHNOLOGIES CORP COM 268158102 551 199,534 X 199,534 DYNAVOX INC CL A 26817F104 394 71,460 X 71,460 DYNEX CAP INC COM NEW 26817Q506 668 66,428 X 66,428 E M C CORP MASS COM 268648102 5,366 202,023 X 202,023 ENI S P A SPONSORED ADR 26874R108 972 19,784 X 19,784 EOG RES INC COM 26875P101 2,235 18,857 X 18,857 EAST WEST BANCORP INC COM 27579R104 240 10,938 X 10,938 EASTMAN CHEM CO COM 277432100 807 8,125 X 8,125 EATON CORP COM 278058102 713 12,852 X 12,852 EBAY INC COM 278642103 3,877 124,907 X 124,907 ECHOSTAR CORP CL A 278768106 578 15,258 X 15,258 EL PASO ELEC CO COM NEW 283677854 550 18,082 X 18,082 ELECTRONICS FOR IMAGING INC COM 286082102 583 39,625 X 39,625 ELIZABETH ARDEN INC COM 28660G106 915 30,498 X 30,498 EMERGENT BIOSOLUTIONS INC COM 29089Q105 508 21,023 X 21,023 EMERSON ELEC CO COM 291011104 1,310 22,416 X 22,416 EMPLOYERS HOLDINGS INC COM 292218104 541 26,170 X 26,170 ENCORE CAP GROUP INC COM 292554102 774 32,707 X 32,707 ENCORE ENERGY PARTNERS LP COM UNIT 29257A106 1,004 42,754 X 42,754 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 683 17,900 X 17,900 ENERGEN CORP COM 29265N108 794 12,578 X 12,578 ENTEGRIS INC COM 29362U104 1,534 174,751 X 174,751 ENTERCOM COMMUNICATIONS CORP CL A 293639100 406 36,842 X 36,842 ENTERGY CORP NEW COM 29364G103 2,154 32,048 X 32,048 ENTROPIC COMMUNICATIONS INC COM 29384R105 632 74,838 X 74,838 EQUITY ONE COM 294752100 546 29,105 X 29,105 ERESEARCHTECHNOLOGY INC COM 29481V108 72 10,672 X 10,672 ERICSSON L M TEL CO ADR B SEK 10 294821608 937 72,832 X 72,832 ERIE INDTY CO CL A 29530P102 474 6,663 X 6,663 ESCO TECHNOLOGIES INC COM 296315104 503 13,174 X 13,174 ETHAN ALLEN INTERIORS INC COM 297602104 485 22,155 X 22,155 EXELON CORP COM 30161N101 3,161 76,659 X 76,659 EXETER RES CORP COM 301835104 370 69,300 X 69,300 EXFO INC SUB VTG SHS 302046107 586 53,636 X 53,636 EXIDE TECHNOLOGIES COM NEW 302051206 896 80,248 X 80,248 EXPEDIA INC DEL COM 30212P105 970 42,813 X 42,813 EXPRESS SCRIPTS INC COM 302182100 2,270 40,819 X 40,819 EXPRESS INC COM 30219E103 1,146 58,644 X 58,644 EXXON MOBIL CORP COM 30231G102 34,982 415,807 X 415,807 FEI CO COM 30241L109 835 24,758 X 24,758 FNB CORP PA COM 302520101 520 49,372 X 49,372 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,004 55,164 X 55,164 FAMILY DLR STORES INC COM 307000109 525 10,228 X 10,228 FEDEX CORP COM 31428X106 3,105 33,191 X 33,191 FELCOR LODGING TR INC COM 31430F101 207 33,736 X 33,736 FERRO CORP COM 315405100 387 23,340 X 23,340 FINISAR CORP COM NEW 31787A507 207 8,415 X 8,415 FINISH LINE INC CL A 317923100 1,399 70,473 X 70,473 FIRST CASH FINL SVCS INC COM 31942D107 247 6,389 X 6,389 FIRST CTZNS BANCSHARES INC N CL A 31946M103 253 1,259 X 1,259 FIRST COMWLTH FINL CORP PA COM 319829107 340 49,652 X 49,652 FIRST FINL BANKSHARES COM 32020R109 324 6,303 X 6,303 FIRST MIDWEST BANCORP DEL COM 320867104 135 11,464 X 11,464 FLOWERS FOODS INC COM 343498101 335 12,319 X 12,319 FLY LEASING LTD SPONSORED ADR 34407D109 364 26,297 X 26,297 FOOT LOCKER INC COM 344849104 906 45,918 X 45,918 FORD MTR CO DEL COM PAR $0.01 345370860 5,357 359,276 X 359,276 FOREST CITY ENTERPRISES INC CL A 345550107 285 15,149 X 15,149 FRANCE TELECOM SPONSORED ADR 35177Q105 1,559 69,267 X 69,267 FRANKLIN RES INC COM 354613101 1,380 11,034 X 11,034 FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,987 107,768 X 107,768 FRESH MKT INC COM 35804H106 506 13,401 X 13,401 FRONTIER COMMUNICATIONS CORP COM 35906A108 999 121,566 X 121,566 FRONTIER OIL CORP COM 35914P105 740 25,224 X 25,224 FUEL SYS SOLUTIONS INC COM 35952W103 224 7,426 X 7,426 G & K SVCS INC CL A 361268105 298 8,953 X 8,953 GT SOLAR INTL INC COM 3623E0209 1,805 169,210 X 169,210 GAP INC DEL COM 364760108 1,018 44,922 X 44,922 GENERAL COMMUNICATION INC CL A 369385109 493 45,106 X 45,106 GENERAL DYNAMICS CORP COM 369550108 4,139 54,065 X 54,065 GENERAL ELECTRIC CO COM 369604103 17,642 879,900 X 879,900 GENERAL MLS INC COM 370334104 1,800 49,253 X 49,253 GENESIS 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59,600 GREEN MTN COFFEE ROASTERS IN COM 393122106 226 3,495 X 3,495 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 579 9,844 X 9,844 GULFMARK OFFSHORE INC CL A NEW 402629208 550 12,358 X 12,358 GULFPORT ENERGY CORP COM NEW 402635304 588 16,280 X 16,280 HCC INS HLDGS INC COM 404132102 921 29,424 X 29,424 HSBC HLDGS PLC SPON ADR NEW 404280406 938 18,102 X 18,102 HSN INC COM 404303109 1,094 34,146 X 34,146 HALLIBURTON CO COM 406216101 3,351 67,242 X 67,242 HANCOCK HLDG CO COM 410120109 274 8,340 X 8,340 HARBIN ELECTRIC INC COM 41145W109 208 10,040 X 10,040 HARLEY DAVIDSON INC COM 412822108 651 15,325 X 15,325 HARRIS CORP DEL COM 413875105 909 18,329 X 18,329 HARSCO CORP COM 415864107 608 17,241 X 17,241 HAWAIIAN HOLDINGS INC COM 419879101 456 75,931 X 75,931 HEALTHSPRING INC COM 42224N101 813 21,756 X 21,756 HEALTHWAYS INC COM 422245100 213 13,888 X 13,888 HEARTLAND EXPRESS INC COM 422347104 518 29,526 X 29,526 HECLA MNG CO COM 422704106 475 52,320 X 52,320 HEICO CORP NEW COM 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23,725 X 23,725 TYSON FOODS INC CL A 902494103 780 40,648 X 40,648 UMB FINL CORP COM 902788108 358 9,572 X 9,572 US BANCORP DEL COM NEW 902973304 4,725 178,789 X 178,789 USA MOBILITY INC COM 90341G103 510 35,204 X 35,204 U S AIRWAYS GROUP INC COM 90341W108 985 113,068 X 113,068 ULTA SALON COSMETCS & FRAG I COM 90384S303 764 15,884 X 15,884 UMPQUA HLDGS CORP COM 904214103 143 12,510 X 12,510 UNION PAC CORP COM 907818108 4,750 48,309 X 48,309 UNITED PARCEL SERVICE INC CL B 911312106 5,260 70,781 X 70,781 UNITED STATIONERS INC COM 913004107 604 8,508 X 8,508 UNITED TECHNOLOGIES CORP COM 913017109 7,344 86,760 X 86,760 UNITEDHEALTH GROUP INC COM 91324P102 5,885 130,193 X 130,193 UNIVERSAL DISPLAY CORP COM 91347P105 472 8,581 X 8,581 UNUM GROUP COM 91529Y106 755 28,768 X 28,768 US ECOLOGY INC COM 91732J102 388 22,277 X 22,277 V F CORP COM 918204108 1,611 16,346 X 16,346 VAALCO ENERGY INC COM NEW 91851C201 1,344 173,195 X 173,195 VAIL RESORTS INC COM 91879Q109 494 10,122 X 10,122 VALE S A 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6,661 WILLIAMS COS INC DEL COM 969457100 1,736 55,677 X 55,677 WILLIAMS SONOMA INC COM 969904101 811 20,027 X 20,027 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 489 14,599 X 14,599 WINDSTREAM CORP COM 97381W104 967 75,043 X 75,043 WONDER AUTO TECHNOLOGY INC COM 978166106 407 75,048 X 75,048 WORLD ACCEP CORP DEL COM 981419104 827 12,685 X 12,685 WORTHINGTON INDS INC COM 981811102 555 26,518 X 26,518 WRIGHT MED GROUP INC COM 98235T107 181 10,640 X 10,640 WYNDHAM WORLDWIDE CORP COM 98310W108 898 28,245 X 28,245 XILINX INC COM 983919101 962 29,337 X 29,337 XEROX CORP COM 984121103 1,641 154,125 X 154,125 YAHOO INC COM 984332106 1,684 100,969 X 100,969 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 185 14,321 X 14,321 YUM BRANDS INC COM 988498101 2,123 41,320 X 41,320 ZALE CORP NEW COM 988858106 82 20,436 X 20,436 ZEBRA TECHNOLOGIES CORP CL A 989207105 549 13,995 X 13,995 ZHONGPIN INC COM 98952K107 688 45,402 X 45,402 ZIMMER HLDGS INC COM 98956P102 832 13,738 X 13,738 ZOLTEK COS INC COM 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