Stevens Capital Management as of Dec. 31, 2011
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the December 2011 quarterly 13F filing
{S} {C}
VALUE SHRS/PRN SH/ PUT/ INV OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) AMOUNT PRN CALL DISCR MANAGERS SOLE
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
3M CO COM 88579Y101 561 6866 SH SOLE 6866
99 CENTS ONLY STORES COM 65440K106 2320 105681 SH SOLE 105681
ABBOTT LABS COM 002824100 21812 387908 SH SOLE 387908
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1427 26809 SH SOLE 26809
ACCO BRANDS CORP COM 00081T108 130 13492 SH SOLE 13492
ACE LTD SHS H0023R105 8201 116957 SH SOLE 116957
ACTUANT CORP CL A NEW 00508X203 858 37804 SH SOLE 37804
ACXIOM CORP COM 005125109 205 16789 SH SOLE 16789
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 2345 405789 SH SOLE 405789
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 303 69759 SH SOLE 69759
AERCAP HOLDINGS NV SHS N00985106 121 10676 SH SOLE 10676
AEROPOSTALE COM 007865108 232 15214 SH SOLE 15214
AEROVIRONMENT INC COM 008073108 213 6782 SH SOLE 6782
AETNA INC NEW COM 00817Y108 3782 89646 SH SOLE 89646
AFFILIATED MANAGERS GROUP COM 008252108 240 2503 SH SOLE 2503
AFLAC INC COM 001055102 2556 59096 SH SOLE 59096
AGILENT TECHNOLOGIES INC COM 00846U101 1536 43976 SH SOLE 43976
AIR PRODS & CHEMS INC COM 009158106 494 5800 SH SOLE 5800
AIRCASTLE LTD COM G0129K104 146 11451 SH SOLE 11451
AIRGAS INC COM 009363102 1388 17772 SH SOLE 17772
AK STL HLDG CORP COM 001547108 2063 249800 SH SOLE 249800
ALBEMARLE CORP COM 012653101 387 7508 SH SOLE 7508
ALCATEL-LUCENT SPONSORED ADR 013904305 28 17716 SH SOLE 17716
ALCOA INC COM 013817101 2692 311264 SH SOLE 311264
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3490 50600 SH SOLE 50600
ALLIED NEVADA GOLD CORP COM 019344100 661 21842 SH SOLE 21842
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 152 18628 SH SOLE 18628
AMAG PHARMACEUTICALS INC COM 00163U106 261 13810 SH SOLE 13810
AMAZON COM INC COM 023135106 18438 106518 SH SOLE 106518
AMEREN CORP COM 023608102 721 21755 SH SOLE 21755
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1363 60318 SH SOLE 60318
AMERICAN CAMPUS CMNTYS INC COM 024835100 3065 73034 SH SOLE 73034
AMERICAN CAPITAL AGENCY CORP COM 02503X105 575 20473 SH SOLE 20473
AMERICAN DENTAL PARTNERS COM 025353103 3713 197205 SH SOLE 197205
AMERICAN EXPRESS CO COM 025816109 8113 172001 SH SOLE 172001
AMERICAN STS WTR CO COM 029899101 390 11181 SH SOLE 11181
AMERICAN TOWER CORP CL A 029912201 5908 98442 SH SOLE 98442
AMERICAN WTR WKS CO INC NEW COM 030420103 3226 101248 SH SOLE 101248
AMERISOURCEBERGEN CORP COM 03073E105 4994 134273 SH SOLE 134273
AMERISTAR CASINOS INC COM 03070Q101 277 16005 SH SOLE 16005
ANADARKO PETE CORP COM 032511107 15389 201616 SH SOLE 201616
AON CORP COM 037389103 4076 87088 SH SOLE 87088
APACHE CORP COM 037411105 16792 185384 SH SOLE 185384
APARTMENT INVT & MGMT CO CL A 03748R101 2275 99287 SH SOLE 99287
APPLIED MATLS INC COM 038222105 3658 341576 SH SOLE 341576
ARCH CAP GROUP LTD ORD G0450A105 1279 34346 SH SOLE 34346
ARCHER DANIELS MIDLAND CO COM 039483102 2339 81790 SH SOLE 81790
ARKANSAS BEST CORP DEL COM 040790107 379 19649 SH SOLE 19649
ARQULE INC COM 04269E107 106 18810 SH SOLE 18810
ARRAY BIOPHARMA INC COM 04269X105 98 45388 SH SOLE 45388
ASCENA RETAIL GROUP INC COM 04351G101 549 18466 SH SOLE 18466
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 354 13357 SH SOLE 13357
ASSOCIATED BANC CORP COM 045487105 199 17826 SH SOLE 17826
ATMOS ENERGY CORP COM 049560105 478 14331 SH SOLE 14331
AU OPTRONICS CORP SPONSORED ADR 002255107 444 102800 SH SOLE 102800
AUTODESK INC COM 052769106 3215 105997 SH SOLE 105997
AUTOZONE INC COM 053332102 6585 20263 SH SOLE 20263
AVAGO TECHNOLOGIES LTD SHS Y0486S104 685 23721 SH SOLE 23721
AVALONBAY CMNTYS INC COM 053484101 6414 49111 SH SOLE 49111
AVERY DENNISON CORP COM 053611109 2526 88065 SH SOLE 88065
AXIS CAPITAL HOLDINGS SHS G0692U109 242 7565 SH SOLE 7565
BAIDU INC SPON ADR REP A 056752108 2471 21215 SH SOLE 21215
BAKER HUGHES INC COM 057224107 7406 152257 SH SOLE 152257
BALL CORP COM 058498106 227 6356 SH SOLE 6356
BANK MONTREAL QUE COM 063671101 2267 41363 SH SOLE 41363
BANK OF AMERICA CORPORATION COM 060505104 12418 2233531 SH SOLE 2233531
BARCLAYS BK PLC IPATH DYNM VIX 06741L609 1753 31000 SH SOLE 31000
BARCLAYS BK PLC IPTH S^P VIX NEW 06740C261 1759 49516 SH SOLE 49516
BARCLAYS PLC ADR 06738E204 478 43463 SH SOLE 43463
BARNES & NOBLE INC COM 067774109 357 24658 SH SOLE 24658
BARRETT BILL CORP COM 06846N104 998 29291 SH SOLE 29291
BAXTER INTL INC COM 071813109 21645 437443 SH SOLE 437443
BE AEROSPACE INC COM 073302101 1952 50438 SH SOLE 50438
BED BATH & BEYOND INC COM 075896100 6735 116187 SH SOLE 116187
BELO CORP COM SER A 080555105 162 25687 SH SOLE 25687
BERKLEY W R CORP COM 084423102 2811 81741 SH SOLE 81741
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1395 18286 SH SOLE 18286
BEST BUY INC COM 086516101 2167 92724 SH SOLE 92724
BGC PARTNERS INC CL A 05541T101 101 17070 SH SOLE 17070
BIOGEN IDEC INC COM 09062X103 28474 258738 SH SOLE 258738
BIOSCRIP INC COM 09069N108 56 10261 SH SOLE 10261
BJS RESTAURANTS INC COM 09180C106 518 11419 SH SOLE 11419
BLACKROCK KELSO CAPITAL CORP COM 092533108 315 38638 SH SOLE 38638
BLUE COAT SYSTEMS INC COM NEW 09534T508 4163 163594 SH SOLE 163594
BMC SOFTWARE INC COM 055921100 2928 89317 SH SOLE 89317
BORGWARNER INC COM 099724106 1714 26884 SH SOLE 26884
BOSTON BEER INC CL A 100557107 945 8706 SH SOLE 8706
BOSTON PROPERTIES INC COM 101121101 12084 121323 SH SOLE 121323
BOSTON SCIENTIFIC CORP COM 101137107 2450 458741 SH SOLE 458741
BOYD GAMING CORP COM 103304101 270 36129 SH SOLE 36129
BP PLC SPONSORED ADR 055622104 275 6444 SH SOLE 6444
BRASKEM S A SP ADR PFD A 105532105 193 13656 SH SOLE 13656
BRIDGEPOINT ED INC COM 10807M105 455 19788 SH SOLE 19788
BRINKS CO COM 109696104 371 13792 SH SOLE 13792
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 331 3492 SH SOLE 3492
BROADCOM CORP CL A 111320107 14561 495932 SH SOLE 495932
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 605 26847 SH SOLE 26847
BROWN FORMAN CORP CL B 115637209 639 7943 SH SOLE 7943
BRUNSWICK CORP COM 117043109 410 22692 SH SOLE 22692
BUCKLE INC COM 118440106 1323 32375 SH SOLE 32375
BUFFALO WILD WINGS INC COM 119848109 746 11053 SH SOLE 11053
BUNGE LIMITED COM G16962105 254 4437 SH SOLE 4437
CACI INTL INC CL A 127190304 530 9481 SH SOLE 9481
CADENCE DESIGN SYSTEM INC COM 127387108 1851 177938 SH SOLE 177938
CADENCE PHARMACEUTICALS INC COM 12738T100 186 46986 SH SOLE 46986
CALIFORNIA WTR SVC GROUP COM 130788102 238 13058 SH SOLE 13058
CAMPBELL SOUP CO COM 134429109 898 27030 SH SOLE 27030
CANON INC ADR 138006309 276 6262 SH SOLE 6262
CAPITAL ONE FINL CORP COM 14040H105 5610 132648 SH SOLE 132648
CAPSTEAD MTG CORP COM NO PAR 14067E506 534 42900 SH SOLE 42900
CAPSTONE TURBINE CORP COM 14067D102 22 18563 SH SOLE 18563
CARDINAL HEALTH INC COM 14149Y108 9025 222241 SH SOLE 222241
CAREER EDUCATION CORP COM 141665109 267 33500 SH SOLE 33500
CARNIVAL CORP PAIRED CTF 143658300 1081 33111 SH SOLE 33111
CARPENTER TECHNOLOGY CORP COM 144285103 575 11177 SH SOLE 11177
CASEYS GEN STORES INC COM 147528103 238 4619 SH SOLE 4619
CATERPILLAR INC DEL COM 149123101 17329 191264 SH SOLE 191264
CBIZ INC COM 124805102 154 25132 SH SOLE 25132
CBL & ASSOC PPTYS INC COM 124830100 3393 216130 SH SOLE 216130
CELESTICA INC SUB VTG SHS 15101Q108 137 18685 SH SOLE 18685
CELGENE CORP COM 151020104 7001 103566 SH SOLE 103566
CEMEX SAB DE CV SPON ADR NEW 151290889 99 18374 SH SOLE 18374
CENTERPOINT ENERGY INC COM 15189T107 4976 247702 SH SOLE 247702
CENTRAL VT PUB SVC CORP COM 155771108 224 6381 SH SOLE 6381
CENTURYLINK INC COM 156700106 10008 269038 SH SOLE 269038
CERADYNE INC COM 156710105 362 13531 SH SOLE 13531
CERNER CORP COM 156782104 444 7252 SH SOLE 7252
CF INDS HLDGS INC COM 125269100 744 5131 SH SOLE 5131
CHEMED CORP NEW COM 16359R103 445 8697 SH SOLE 8697
CHESAPEAKE ENERGY CORP COM 165167107 4999 224280 SH SOLE 224280
CHEVRON CORP NEW COM 166764100 2965 27864 SH SOLE 27864
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 204 5401 SH SOLE 5401
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 439 11877 SH SOLE 11877
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1033 9836 SH SOLE 9836
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 251 4395 SH SOLE 4395
CHINA YUCHAI INTL LTD COM G21082105 197 14275 SH SOLE 14275
CHOICE HOTELS INTL INC COM 169905106 725 19063 SH SOLE 19063
CHURCH & DWIGHT INC COM 171340102 2670 58356 SH SOLE 58356
CIGNA CORPORATION COM 125509109 6866 163478 SH SOLE 163478
CINEMARK HOLDINGS INC COM 17243V102 1017 54998 SH SOLE 54998
CINTAS CORP COM 172908105 926 26598 SH SOLE 26598
CISCO SYS INC COM 17275R102 11999 663658 SH SOLE 663658
CITIGROUP INC COM NEW 172967424 10769 409324 SH SOLE 409324
CITRIX SYS INC COM 177376100 8399 138320 SH SOLE 138320
CLECO CORP NEW COM 12561W105 253 6640 SH SOLE 6640
CLOUD PEAK ENERGY INC COM 18911Q102 321 16626 SH SOLE 16626
CME GROUP INC COM 12572Q105 3880 15925 SH SOLE 15925
CMS ENERGY CORP COM 125896100 1461 66164 SH SOLE 66164
CNOOC LTD SPONSORED ADR 126132109 2918 16704 SH SOLE 16704
COCA COLA CO COM 191216100 12269 175346 SH SOLE 175346
COCA COLA ENTERPRISES INC NE COM 19122T109 712 27637 SH SOLE 27637
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 224 2357 SH SOLE 2357
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6843 106412 SH SOLE 106412
COINSTAR INC COM 19259P300 579 12697 SH SOLE 12697
COLFAX CORP COM 194014106 536 18803 SH SOLE 18803
COLGATE PALMOLIVE CO COM 194162103 14157 153234 SH SOLE 153234
COMCAST CORP NEW CL A SPL 20030N200 810 34368 SH SOLE 34368
COMERICA INC COM 200340107 774 30006 SH SOLE 30006
COMMERCE BANCSHARES INC COM 200525103 928 24332 SH SOLE 24332
COMMERCEFIRST BANCORP INC COM 200845105 244 18449 SH SOLE 18449
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 355 9826 SH SOLE 9826
COMPASS MINERALS INTL INC COM 20451N101 654 9503 SH SOLE 9503
COMPLETE PRODUCTION SERVICES COM 20453E109 12128 361385 SH SOLE 361385
COMSTOCK RES INC COM NEW 205768203 167 10896 SH SOLE 10896
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 340 49490 SH SOLE 49490
CON-WAY INC COM 205944101 225 7708 SH SOLE 7708
CONAGRA FOODS INC COM 205887102 11110 420832 SH SOLE 420832
CONOCOPHILLIPS COM 20825C104 23550 323182 SH SOLE 323182
CONSOLIDATED EDISON INC COM 209115104 3891 62722 SH SOLE 62722
COOPER COS INC COM NEW 216648402 1391 19724 SH SOLE 19724
CORNING INC COM 219350105 921 70944 SH SOLE 70944
CORPORATE EXECUTIVE BRD CO COM 21988R102 274 7192 SH SOLE 7192
COSTCO WHSL CORP NEW COM 22160K105 10454 125465 SH SOLE 125465
COTT CORP QUE COM 22163N106 656 104766 SH SOLE 104766
COUSINS PPTYS INC COM 222795106 260 40500 SH SOLE 40500
COVANCE INC COM 222816100 778 17019 SH SOLE 17019
COVANTA HLDG CORP COM 22282E102 497 36269 SH SOLE 36269
COVIDIEN PLC SHS G2554F113 1580 35099 SH SOLE 35099
CREDIT SUISSE GROUP SPONSORED ADR 225401108 501 21343 SH SOLE 21343
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 1953 300000 SH SOLE 300000
CREE INC COM 225447101 623 28267 SH SOLE 28267
CRH PLC ADR 12626K203 307 15480 SH SOLE 15480
CROCS INC COM 227046109 421 28503 SH SOLE 28503
CROWN HOLDINGS INC COM 228368106 1918 57118 SH SOLE 57118
CSX CORP COM 126408103 18632 884700 SH SOLE 884700
CUMMINS INC COM 231021106 3513 39910 SH SOLE 39910
CVS CAREMARK CORPORATION COM 126650100 1031 25275 SH SOLE 25275
DANA HLDG CORP COM 235825205 700 57649 SH SOLE 57649
DANAHER CORP DEL COM 235851102 20909 444497 SH SOLE 444497
DECKERS OUTDOOR CORP COM 243537107 651 8613 SH SOLE 8613
DEERE & CO COM 244199105 2766 35763 SH SOLE 35763
DELL INC COM 24702R101 2787 190477 SH SOLE 190477
DELTA AIR LINES INC DEL COM NEW 247361702 2254 278563 SH SOLE 278563
DENBURY RES INC COM NEW 247916208 1232 81560 SH SOLE 81560
DEUTSCHE BANK AG NAMEN AKT D18190898 1399 36941 SH SOLE 36941
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4963 89815 SH SOLE 89815
DICKS SPORTING GOODS INC COM 253393102 1397 37891 SH SOLE 37891
DIGITAL RIV INC COM 25388B104 602 40080 SH SOLE 40080
DIRECTV COM CL A 25490A101 23673 553632 SH SOLE 553632
DIREXION SHS ETF TR DLY R/E BEAR3X 25459Y660 331 8513 SH SOLE 8513
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 605 30730 SH SOLE 30730
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 1398 31187 SH SOLE 31187
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459Y686 3126 41900 SH PUT SOLE 41900
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 1711 45800 SH SOLE 45800
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 3413 56100 SH CALL SOLE 56100
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 3969 61189 SH SOLE 61189
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 2811 106143 SH SOLE 106143
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 9321 143700 SH CALL SOLE 143700
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 7968 177700 SH PUT SOLE 177700
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 3591 182400 SH PUT SOLE 182400
DISCOVER FINL SVCS COM 254709108 1854 77241 SH SOLE 77241
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1624 43085 SH SOLE 43085
DOLE FOOD CO INC NEW COM 256603101 140 16139 SH SOLE 16139
DOMINION RES INC VA NEW COM 25746U109 9722 183156 SH SOLE 183156
DOMINOS PIZZA INC COM 25754A201 492 14500 SH SOLE 14500
DOMTAR CORP COM NEW 257559203 2757 34474 SH SOLE 34474
DONNELLEY R R & SONS CO COM 257867101 3023 209514 SH SOLE 209514
DOUGLAS EMMETT INC COM 25960P109 2332 127851 SH SOLE 127851
DR PEPPER SNAPPLE GROUP INC COM 26138E109 312 7908 SH SOLE 7908
DSW INC CL A 23334L102 369 8342 SH SOLE 8342
DTE ENERGY CO COM 233331107 1573 28881 SH SOLE 28881
DU PONT E I DE NEMOURS & CO COM 263534109 10042 219363 SH SOLE 219363
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3493 144213 SH SOLE 144213
DYNAMICS RESH CORP COM 268057106 257 22654 SH SOLE 22654
E HOUSE CHINA HLDGS LTD ADR 26852W103 97 22806 SH SOLE 22806
E M C CORP MASS COM 268648102 34130 1584494 SH SOLE 1584494
EARTHLINK INC COM 270321102 855 132788 SH SOLE 132788
EAST WEST BANCORP INC COM 27579R104 207 10469 SH SOLE 10469
EASTMAN CHEM CO COM 277432100 758 19418 SH SOLE 19418
EBAY INC COM 278642103 9390 309586 SH SOLE 309586
ECOLAB INC COM 278865100 2961 51226 SH SOLE 51226
EDUCATION RLTY TR INC COM 28140H104 238 23217 SH SOLE 23217
ELDORADO GOLD CORP NEW COM 284902103 1504 109673 SH SOLE 109673
ELECTRONIC ARTS INC COM 285512109 1958 95035 SH SOLE 95035
EMERSON ELEC CO COM 291011104 19152 411070 SH SOLE 411070
EMULEX CORP COM NEW 292475209 134 19490 SH SOLE 19490
ENCANA CORP COM 292505104 1139 61454 SH SOLE 61454
EPLUS INC COM 294268107 219 7736 SH SOLE 7736
EQT CORP COM 26884L109 2456 44824 SH SOLE 44824
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1886 28283 SH SOLE 28283
EQUITY ONE COM 294752100 944 55605 SH SOLE 55605
ERICSSON L M TEL CO ADR B SEK 10 294821608 612 60446 SH SOLE 60446
EVEREST RE GROUP LTD COM G3223R108 347 4131 SH SOLE 4131
EXELON CORP COM 30161N101 27320 629932 SH SOLE 629932
EXLSERVICE HOLDINGS INC COM 302081104 232 10393 SH SOLE 10393
EXPEDITORS INTL WASH INC COM 302130109 4787 116859 SH SOLE 116859
EXPRESS SCRIPTS INC COM 302182100 10818 242059 SH SOLE 242059
EXTERRAN HLDGS INC COM 30225X103 256 28085 SH SOLE 28085
EXTRA SPACE STORAGE INC COM 30225T102 4460 184057 SH SOLE 184057
EZCORP INC CL A NON VTG 302301106 286 10857 SH SOLE 10857
FACTSET RESH SYS INC COM 303075105 473 5419 SH SOLE 5419
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 601 49885 SH SOLE 49885
FAMILY DLR STORES INC COM 307000109 634 11000 SH SOLE 11000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3034 33436 SH SOLE 33436
FEDERATED INVS INC PA CL B 314211103 2014 132970 SH SOLE 132970
FEDEX CORP COM 31428X106 22851 273634 SH SOLE 273634
FEI CO COM 30241L109 385 9446 SH SOLE 9446
FINISH LINE INC CL A 317923100 449 23284 SH SOLE 23284
FIRST CASH FINL SVCS INC COM 31942D107 587 16734 SH SOLE 16734
FIRST COMWLTH FINL CORP PA COM 319829107 62 11781 SH SOLE 11781
FIRST FINL BANCORP OH COM 320209109 1104 66359 SH SOLE 66359
FIRST HORIZON NATL CORP COM 320517105 1276 159508 SH SOLE 159508
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1646 160939 SH SOLE 160939
FIRST NIAGARA FINL GP INC COM 33582V108 2087 241880 SH SOLE 241880
FIRST POTOMAC RLTY TR COM 33610F109 177 13596 SH SOLE 13596
FIRSTENERGY CORP COM 337932107 6378 143973 SH SOLE 143973
FLEXTRONICS INTL LTD ORD Y2573F102 1338 236479 SH SOLE 236479
FLOTEK INDS INC DEL COM 343389102 315 31631 SH SOLE 31631
FLOWERS FOODS INC COM 343498101 607 31975 SH SOLE 31975
FLUOR CORP NEW COM 343412102 2150 42792 SH SOLE 42792
FORD MTR CO DEL COM PAR $0.01 345370860 2138 198706 SH SOLE 198706
FOREST LABS INC COM 345838106 445 14691 SH SOLE 14691
FORTUNA SILVER MINES INC COM 349915108 81 14750 SH SOLE 14750
FOSSIL INC COM 349882100 722 9099 SH SOLE 9099
FRANCE TELECOM SPONSORED ADR 35177Q105 765 48881 SH SOLE 48881
FRANKLIN RES INC COM 354613101 3921 40820 SH SOLE 40820
FRANKLIN STREET PPTYS CORP COM 35471R106 243 24413 SH SOLE 24413
FRESENIUS MED CARE AG^CO KGA SPONSORED ADR 358029106 360 5293 SH SOLE 5293
FRONTIER COMMUNICATIONS CORP COM 35906A108 520 101027 SH SOLE 101027
FRONTLINE LTD SHS G3682E127 196 45633 SH SOLE 45633
FULTON FINL CORP PA COM 360271100 269 27445 SH SOLE 27445
GARTNER INC COM 366651107 545 15686 SH SOLE 15686
GENCO SHIPPING & TRADING LTD SHS Y2685T107 134 19749 SH SOLE 19749
GENERAL CABLE CORP DEL NEW COM 369300108 453 18099 SH SOLE 18099
GENERAL MLS INC COM 370334104 2332 57699 SH SOLE 57699
GENERAL MTRS CO COM 37045V100 715 35290 SH SOLE 35290
GENESCO INC COM 371532102 300 4864 SH SOLE 4864
GEO GROUP INC COM 36159R103 612 36528 SH SOLE 36528
GFI GROUP INC COM 361652209 123 29735 SH SOLE 29735
GLACIER BANCORP INC NEW COM 37637Q105 241 20000 SH SOLE 20000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 2823 61870 SH SOLE 61870
GOLDMAN SACHS GROUP INC COM 38141G104 13786 152447 SH SOLE 152447
GOODRICH CORP COM 382388106 11640 94100 SH SOLE 94100
GOODRICH PETE CORP COM NEW 382410405 268 19540 SH SOLE 19540
GRAINGER W W INC COM 384802104 2030 10844 SH SOLE 10844
GRAN TIERRA ENERGY INC COM 38500T101 143 29825 SH SOLE 29825
GRAND CANYON ED INC COM 38526M106 198 12405 SH SOLE 12405
GRAPHIC PACKAGING HLDG CO COM 388689101 125 29360 SH SOLE 29360
GREEN MTN COFFEE ROASTERS IN COM 393122106 594 13244 SH SOLE 13244
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 255 10793 SH SOLE 10793
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 473 22445 SH SOLE 22445
GUARANTY BANCORP DEL COM 40075T102 18 12035 SH SOLE 12035
GULFPORT ENERGY CORP COM NEW 402635304 358 12153 SH SOLE 12153
HANCOCK HLDG CO COM 410120109 905 28306 SH SOLE 28306
HANESBRANDS INC COM 410345102 494 22610 SH SOLE 22610
HANOVER INS GROUP INC COM 410867105 832 23816 SH SOLE 23816
HANSEN NAT CORP COM 411310105 409 4438 SH SOLE 4438
HARLEYSVILLE GROUP INC COM 412824104 11601 205068 SH SOLE 205068
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 714 61361 SH SOLE 61361
HARTE-HANKS INC COM 416196103 261 28665 SH SOLE 28665
HARVEST NATURAL RESOURCES IN COM 41754V103 187 25320 SH SOLE 25320
HASBRO INC COM 418056107 3608 113132 SH SOLE 113132
HDFC BANK LTD ADR REPS 3 SHS 40415F101 296 11278 SH SOLE 11278
HEALTH CARE REIT INC COM 42217K106 2918 53510 SH SOLE 53510
HEALTH NET INC COM 42222G108 449 14769 SH SOLE 14769
HEALTHCARE RLTY TR COM 421946104 3039 163458 SH SOLE 163458
HEALTHSPRING INC COM 42224N101 6967 127745 SH SOLE 127745
HECKMANN CORP COM 422680108 326 49003 SH SOLE 49003
HEIDRICK & STRUGGLES INTL IN COM 422819102 634 29429 SH SOLE 29429
HERBALIFE LTD COM USD SHS G4412G101 2105 40734 SH SOLE 40734
HERSHA HOSPITALITY TR SH BEN INT A 427825104 295 60361 SH SOLE 60361
HERTZ GLOBAL HOLDINGS INC COM 42805T105 498 42470 SH SOLE 42470
HESS CORP COM 42809H107 9322 164123 SH SOLE 164123
HHGREGG INC COM 42833L108 245 16931 SH SOLE 16931
HILL ROM HLDGS INC COM 431475102 216 6407 SH SOLE 6407
HILLENBRAND INC COM 431571108 592 26533 SH SOLE 26533
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 13 13255 SH SOLE 13255
HOLOGIC INC COM 436440101 1235 70528 SH SOLE 70528
HONEYWELL INTL INC COM 438516106 15774 290226 SH SOLE 290226
HORMEL FOODS CORP COM 440452100 493 16828 SH SOLE 16828
HORNBECK OFFSHORE SVCS INC N COM 440543106 365 11778 SH SOLE 11778
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1702 74078 SH SOLE 74078
HOT TOPIC INC COM 441339108 116 17601 SH SOLE 17601
HSBC HLDGS PLC SPON ADR NEW 404280406 794 20849 SH SOLE 20849
HUBBELL INC CL B 443510201 883 13200 SH SOLE 13200
HUMANA INC COM 444859102 2689 30693 SH SOLE 30693
HUNT J B TRANS SVCS INC COM 445658107 382 8470 SH SOLE 8470
HUNTINGTON INGALLS INDS INC COM 446413106 231 7400 SH SOLE 7400
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RANDGOLD RES LTD ADR 752344309 448 4389 SH SOLE 4389
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RIO TINTO PLC SPONSORED ADR 767204100 958 19580 SH SOLE 19580
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SONIC CORP COM 835451105 413 61313 SH SOLE 61313
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SVB FINL GROUP COM 78486Q101 366 7670 SH SOLE 7670
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TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 841 65114 SH SOLE 65114
TARGET CORP COM 87612E106 37766 737336 SH SOLE 737336
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TELEFONICA S A SPONSORED ADR 879382208 1491 86754 SH SOLE 86754
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