Stevens Capital Management

Stevens Capital Management as of March 31, 2012

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                {S} {C}
NAME OF ISSUER                    TITLE OF CLASS     CUSIP     VALUE   SHARES/PRN SH/PRN PUT/CALL   INV DISCR OTHER  VOTING
                                                               (x$1000)                                       MNGRS  AUTH - SOLE
8X8 INC NEW                       COM                282914100 59      14079 SH                     SOLE             14079
ABOVENET INC                      COM                00374N107 1689    20400 SH                     SOLE             20400
ACCENTURE PLC IRELAND             SHS CLASS A        G1151C101 11643   180517 SH                    SOLE             180517
ACCO BRANDS CORP                  COM                00081T108 226     18208 SH                     SOLE             18208
ACE LTD                           SHS                H0023R105 11908   162684 SH                    SOLE             162684
ACTUANT CORP                      CL A NEW           00508X203 1065    36741 SH                     SOLE             36741
ACXIOM CORP                       COM                005125109 379     25801 SH                     SOLE             25801
ADAMS GOLF INC                    COM NEW            006228209 130     12100 SH                     SOLE             12100
ADTRAN INC                        COM                00738A106 412     13198 SH                     SOLE             13198
ADVANCE AMER CASH ADVANCE CT      COM                00739W107 9365    892739 SH                    SOLE             892739
ADVANCE AUTO PARTS INC            COM                00751Y106 1216    13729 SH                     SOLE             13729
ADVENT SOFTWARE INC               COM                007974108 355     13867 SH                     SOLE             13867
AECOM TECHNOLOGY CORP DELAWA      COM                00766T100 345     15404 SH                     SOLE             15404
AETNA INC NEW                     COM                00817Y108 8310    165662 SH                    SOLE             165662
AFFILIATED MANAGERS GROUP         COM                008252108 2943    26318 SH                     SOLE             26318
AFFYMAX INC                       COM                00826A109 153     13029 SH                     SOLE             13029
AFLAC INC                         COM                001055102 17540   381389 SH                    SOLE             381389
AGCO CORP                         COM                001084102 1098    23264 SH                     SOLE             23264
AGILENT TECHNOLOGIES INC          COM                00846U101 3597    80812 SH                     SOLE             80812
AGL RES INC                       COM                001204106 533     13592 SH                     SOLE             13592
AGRIUM INC                        COM                008916108 1149    13302 SH                     SOLE             13302
AIR METHODS CORP                  COM PAR $.06       009128307 418     4795 SH                      SOLE             4795
AIR PRODS & CHEMS INC             COM                009158106 3219    35061 SH                     SOLE             35061
AIRCASTLE LTD                     COM                G0129K104 513     41943 SH                     SOLE             41943
ALBEMARLE CORP                    COM                012653101 480     7508 SH                      SOLE             7508
ALEXANDRIA REAL ESTATE EQ IN      COM                015271109 3788    51800 SH                     SOLE             51800
ALLEGHENY TECHNOLOGIES INC        COM                01741R102 6752    164011 SH                    SOLE             164011
ALLETE INC                        COM NEW            018522300 732     17643 SH                     SOLE             17643
ALLIANCE DATA SYSTEMS CORP        COM                018581108 2184    17336 SH                     SOLE             17336
ALLIANT ENERGY CORP               COM                018802108 1699    39229 SH                     SOLE             39229
ALLSCRIPTS HEALTHCARE SOLUTN      COM                01988P108 661     39805 SH                     SOLE             39805
AMAG PHARMACEUTICALS INC          COM                00163U106 220     13810 SH                     SOLE             13810
AMARIN CORP PLC                   SPONS ADR NEW      023111206 131     11586 SH                     SOLE             11586
AMDOCS LTD                        ORD                G02602103 2103    66599 SH                     SOLE             66599
AMERICAN CAMPUS CMNTYS INC        COM                024835100 5451    121894 SH                    SOLE             121894
AMERICAN CAPITAL AGENCY CORP      COM                02503X105 449     15200 SH                     SOLE             15200
AMERICAN FINL GROUP INC OHIO      COM                025932104 324     8411 SH                      SOLE             8411
AMERICAN PUBLIC EDUCATION IN      COM                02913V103 223     5874 SH                      SOLE             5874
AMERICAN TOWER CORP NEW           COM                03027X100 17403   276150 SH                    SOLE             276150
AMERICAN WTR WKS CO INC NEW       COM                030420103 3316    97447 SH                     SOLE             97447
AMERIGROUP CORP                   COM                03073T102 2198    32664 SH                     SOLE             32664
AMERIPRISE FINL INC               COM                03076C106 6451    112923 SH                    SOLE             112923
AMERISOURCEBERGEN CORP            COM                03073E105 2252    56771 SH                     SOLE             56771
AMERISTAR CASINOS INC             COM                03070Q101 429     23004 SH                     SOLE             23004
AMGEN INC                         COM                031162100 8162    120089 SH                    SOLE             120089
ANADARKO PETE CORP                COM                032511107 17387   221947 SH                    SOLE             221947
ANALOG DEVICES INC                COM                032654105 279     6900 SH                      SOLE             6900
ANGLOGOLD ASHANTI LTD             SPONSORED ADR      035128206 959     25977 SH                     SOLE             25977
ANIXTER INTL INC                  COM                035290105 439     6053 SH                      SOLE             6053
APACHE CORP                       COM                037411105 22310   222124 SH                    SOLE             222124
APOGEE ENTERPRISES INC            COM                037598109 167     12878 SH                     SOLE             12878
APOLLO GROUP INC                  CL A               037604105 561     14516 SH                     SOLE             14516
APPLE INC                         COM                037833100 30609   51054 SH                     SOLE             51054
APPLIED MATLS INC                 COM                038222105 17852   1434467 SH                   SOLE             1434467
ARCELORMITTAL SA LUXEMBOURG       NY REGISTRY SH     03938L104 1988    103921 SH                    SOLE             103921
ARCH CAP GROUP LTD                ORD                G0450A105 2297    61690 SH                     SOLE             61690
ARCHER DANIELS MIDLAND CO         COM                039483102 1229    38813 SH                     SOLE             38813
ARKANSAS BEST CORP DEL            COM                040790107 266     14135 SH                     SOLE             14135
ARMOUR RESIDENTIAL REIT INC       COM                042315101 1402    207700 SH                    SOLE             207700
ARMSTRONG WORLD INDS INC NEW      COM                04247X102 316     6485 SH                      SOLE             6485
ARQULE INC                        COM                04269E107 202     28805 SH                     SOLE             28805
ARRAY BIOPHARMA INC               COM                04269X105 152     44604 SH                     SOLE             44604
ASBURY AUTOMOTIVE GROUP INC       COM                043436104 232     8609 SH                      SOLE             8609
ASHLAND INC NEW                   COM                044209104 1790    29321 SH                     SOLE             29321
ASPEN TECHNOLOGY INC              COM                045327103 272     13234 SH                     SOLE             13234
ASSOCIATED ESTATES RLTY CORP      COM                045604105 859     52590 SH                     SOLE             52590
ASSURANT INC                      COM                04621X108 291     7197 SH                      SOLE             7197
ASTRAZENECA PLC                   SPONSORED ADR      046353108 1920    43165 SH                     SOLE             43165
ATMI INC                          COM                00207R101 225     9655 SH                      SOLE             9655
ATWOOD OCEANICS INC               COM                050095108 1216    27094 SH                     SOLE             27094
AU OPTRONICS CORP                 SPONSORED ADR      002255107 654     143433 SH                    SOLE             143433
AUTOMATIC DATA PROCESSING IN      COM                053015103 16716   302889 SH                    SOLE             302889
AUTOZONE INC                      COM                053332102 11614   31237 SH                     SOLE             31237
AVERY DENNISON CORP               COM                053611109 4041    134119 SH                    SOLE             134119
AVON PRODS INC                    COM                054303102 1304    67365 SH                     SOLE             67365
AVX CORP NEW                      COM                002444107 209     15784 SH                     SOLE             15784
AXIS CAPITAL HOLDINGS             SHS                G0692U109 425     12814 SH                     SOLE             12814
BAKER HUGHES INC                  COM                057224107 2649    63159 SH                     SOLE             63159
BANCO BILBAO VIZCAYA ARGENTA      SPONSORED ADR      05946K101 296     37009 SH                     SOLE             37009
BANCO SANTANDER BRASIL S A        ADS REP 1 UNIT     05967A107 116     12696 SH                     SOLE             12696
BANCO SANTANDER SA                ADR                05964H105 1421    185272 SH                    SOLE             185272
BANK MONTREAL QUE                 COM                063671101 3143    52887 SH                     SOLE             52887
BANKUNITED INC                    COM                06652K103 2165    86602 SH                     SOLE             86602
BARCLAYS BK PLC                   S^P 500 VEQTOR     06740C337 991     7400 SH                      SOLE             7400
BARCLAYS BK PLC                   IPATH DYNM VIX     06741L609 2546    44000 SH                     SOLE             44000
BARNES & NOBLE INC                COM                067774109 431     32558 SH                     SOLE             32558
BARRETT BILL CORP                 COM                06846N104 1104    42441 SH                     SOLE             42441
BARRICK GOLD CORP                 COM                067901108 3148    72403 SH                     SOLE             72403
BCE INC                           COM NEW            05534B760 1810    45189 SH                     SOLE             45189
BE AEROSPACE INC                  COM                073302101 4196    90304 SH                     SOLE             90304
BEAM INC                          COM                073730103 1933    33010 SH                     SOLE             33010
BEBE STORES INC                   COM                075571109 339     36780 SH                     SOLE             36780
BECTON DICKINSON & CO             COM                075887109 7063    90964 SH                     SOLE             90964
BELDEN INC                        COM                077454106 217     5728 SH                      SOLE             5728
BELO CORP                         COM SER A          080555105 107     14881 SH                     SOLE             14881
BENCHMARK ELECTRS INC             COM                08160H101 176     10686 SH                     SOLE             10686
BERKLEY W R CORP                  COM                084423102 3309    91613 SH                     SOLE             91613
BERKSHIRE HATHAWAY INC DEL        CL B NEW           084670702 2658    32754 SH                     SOLE             32754
BERRY PETE CO                     CL A               085789105 358     7593 SH                      SOLE             7593
BIG LOTS INC                      COM                089302103 1755    40806 SH                     SOLE             40806
BJS RESTAURANTS INC               COM                09180C106 819     16259 SH                     SOLE             16259
BLACKROCK KELSO CAPITAL CORP      COM                092533108 334     34032 SH                     SOLE             34032
BOEING CO                         COM                097023105 29860   401502 SH                    SOLE             401502
BOK FINL CORP                     COM NEW            05561Q201 1308    23246 SH                     SOLE             23246
BORGWARNER INC                    COM                099724106 671     7950 SH                      SOLE             7950
BOSTON PROPERTIES INC             COM                101121101 13814   131573 SH                    SOLE             131573
BP PLC                            SPONSORED ADR      055622104 1796    39915 SH                     SOLE             39915
BRE PROPERTIES INC                CL A               05564E106 1946    38500 SH                     SOLE             38500
BRIDGEPOINT ED INC                COM                10807M105 490     19788 SH                     SOLE             19788
BRIGHTPOINT INC                   COM NEW            109473405 134     16615 SH                     SOLE             16615
BRINKS CO                         COM                109696104 448     18778 SH                     SOLE             18778
BRITISH AMERN TOB PLC             SPONSORED ADR      110448107 1335    13185 SH                     SOLE             13185
BROADCOM CORP                     CL A               111320107 1771    45073 SH                     SOLE             45073
BROADRIDGE FINL SOLUTIONS IN      COM                11133T103 1243    51972 SH                     SOLE             51972
BROCADE COMMUNICATIONS SYS I      COM NEW            111621306 346     60248 SH                     SOLE             60248
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH     112585104 1824    57765 SH                     SOLE             57765
BROOKLINE BANCORP INC DEL         COM                11373M107 251     26814 SH                     SOLE             26814
BROWN & BROWN INC                 COM                115236101 341     14339 SH                     SOLE             14339
BUCKLE INC                        COM                118440106 2006    41872 SH                     SOLE             41872
BUNGE LIMITED                     COM                G16962105 4128    60310 SH                     SOLE             60310
CACI INTL INC                     CL A               127190304 553     8875 SH                      SOLE             8875
CADENCE DESIGN SYSTEM INC         COM                127387108 2412    203690 SH                    SOLE             203690
CADENCE PHARMACEUTICALS INC       COM                12738T100 196     52967 SH                     SOLE             52967
CAMECO CORP                       COM                13321L108 3116    145020 SH                    SOLE             145020
CAMPBELL SOUP CO                  COM                134429109 1564    46218 SH                     SOLE             46218
CANADIAN NAT RES LTD              COM                136385101 4314    130013 SH                    SOLE             130013
CAPELLA EDUCATION COMPANY         COM                139594105 474     13184 SH                     SOLE             13184
CAPSTONE TURBINE CORP             COM                14067D102 33      32084 SH                     SOLE             32084
CARBO CERAMICS INC                COM                140781105 1005    9535 SH                      SOLE             9535
CARDINAL HEALTH INC               COM                14149Y108 5995    139060 SH                    SOLE             139060
CAREFUSION CORP                   COM                14170T101 1757    67772 SH                     SOLE             67772
CARNIVAL CORP                     PAIRED CTF         143658300 15228   474675 SH                    SOLE             474675
CARTER INC                        COM                146229109 246     4950 SH                      SOLE             4950
CATERPILLAR INC DEL               COM                149123101 26263   246553 SH                    SOLE             246553
CBIZ INC                          COM                124805102 146     23117 SH                     SOLE             23117
CBL & ASSOC PPTYS INC             COM                124830100 5138    271553 SH                    SOLE             271553
CDN IMPERIAL BK OF COMMERCE       COM                136069101 2880    37647 SH                     SOLE             37647
CEC ENTMT INC                     COM                125137109 689     18181 SH                     SOLE             18181
CELGENE CORP                      COM                151020104 10484   135247 SH                    SOLE             135247
CENTENE CORP DEL                  COM                15135B101 1092    22291 SH                     SOLE             22291
CENTERPOINT ENERGY INC            COM                15189T107 265     13448 SH                     SOLE             13448
CENTRAIS ELETRICAS BRASILEIR      SPONSORED ADR      15234Q207 154     16414 SH                     SOLE             16414
CENTURYLINK INC                   COM                156700106 8988    232540 SH                    SOLE             232540
CERNER CORP                       COM                156782104 2674    35111 SH                     SOLE             35111
CEVA INC                          COM                157210105 241     10602 SH                     SOLE             10602
CF INDS HLDGS INC                 COM                125269100 7364    40318 SH                     SOLE             40318
CHARMING SHOPPES INC              COM                161133103 230     39057 SH                     SOLE             39057
CHARTER COMMUNICATIONS INC D      CL A NEW           16117M305 443     6989 SH                      SOLE             6989
CHEESECAKE FACTORY INC            COM                163072101 1569    53378 SH                     SOLE             53378
CHEVRON CORP NEW                  COM                166764100 11875   110768 SH                    SOLE             110768
CHICAGO BRIDGE & IRON CO N V      N Y REGISTRY SH    167250109 932     21584 SH                     SOLE             21584
CHINA ADVANCED CONSTR MATLS       COM                169365103 360     149545 SH                    SOLE             149545
CHINA GRENTECH CORP LTD           ADR                16938P107 644     208380 SH                    SOLE             208380
CHINA LIFE INS CO LTD             SPON ADR REP H     16939P106 520     13370 SH                     SOLE             13370
CHINA REAL ESTATE INFO CORP       ADR                16948Q103 658     127548 SH                    SOLE             127548
CHINA TELECOM CORP LTD            SPON ADR H SHS     169426103 364     6625 SH                      SOLE             6625
CHINA UNICOM (HONG KONG) LTD      SPONSORED ADR      16945R104 366     21787 SH                     SOLE             21787
CHOICE HOTELS INTL INC            COM                169905106 877     23499 SH                     SOLE             23499
CHURCH & DWIGHT INC               COM                171340102 2430    49406 SH                     SOLE             49406
CINEMARK HOLDINGS INC             COM                17243V102 811     36961 SH                     SOLE             36961
CMS ENERGY CORP                   COM                125896100 7003    318335 SH                    SOLE             318335
CNH GLOBAL N V                    SHS NEW            N20935206 260     6539 SH                      SOLE             6539
CNOOC LTD                         SPONSORED ADR      126132109 2024    9908 SH                      SOLE             9908
COACH INC                         COM                189754104 15354   198676 SH                    SOLE             198676
COCA COLA ENTERPRISES INC NE      COM                19122T109 5426    189737 SH                    SOLE             189737
COCA COLA FEMSA S A B DE C V      SPON ADR REP L     191241108 337     3185 SH                      SOLE             3185
COGDELL SPENCER INC               COM                19238U107 757     178585 SH                    SOLE             178585
COHEN & STEERS INC                COM                19247A100 353     11069 SH                     SOLE             11069
COLFAX CORP                       COM                194014106 835     23703 SH                     SOLE             23703
COLUMBIA SPORTSWEAR CO            COM                198516106 310     6525 SH                      SOLE             6525
COMCAST CORP NEW                  CL A SPL           20030N200 971     32894 SH                     SOLE             32894
COMMERCE BANCSHARES INC           COM                200525103 478     11801 SH                     SOLE             11801
COMMERCEFIRST BANCORP INC         COM                200845105 594     42149 SH                     SOLE             42149
COMMERCIAL METALS CO              COM                201723103 458     30891 SH                     SOLE             30891
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD       20441W203 850     20564 SH                     SOLE             20564
COMPANHIA DE SANEAMENTO BASI      SPONSORED ADR      20441A102 275     3586 SH                      SOLE             3586
COMPANHIA SIDERURGICA NACION      SPONSORED ADR      20440W105 455     48101 SH                     SOLE             48101
COMPUTER PROGRAMS & SYS INC       COM                205306103 472     8345 SH                      SOLE             8345
COMPUWARE CORP                    COM                205638109 394     42871 SH                     SOLE             42871
COMSTOCK RES INC                  COM NEW            205768203 229     14465 SH                     SOLE             14465
COMTECH TELECOMMUNICATIONS C      COM NEW            205826209 302     9278 SH                      SOLE             9278
CONAGRA FOODS INC                 COM                205887102 10783   410641 SH                    SOLE             410641
CONMED CORP                       COM                207410101 450     15063 SH                     SOLE             15063
CONSOLIDATED EDISON INC           COM                209115104 13700   234517 SH                    SOLE             234517
CONTANGO OIL & GAS COMPANY        COM NEW            21075N204 294     4998 SH                      SOLE             4998
CONVIO INC                        COM                21257W105 6170    398865 SH                    SOLE             398865
CORN PRODS INTL INC               COM                219023108 940     16300 SH                     SOLE             16300
COTT CORP QUE                     COM                22163N106 447     67779 SH                     SOLE             67779
COVIDIEN PLC                      SHS                G2554F113 7052    128976 SH                    SOLE             128976
CRANE CO                          COM                224399105 541     11148 SH                     SOLE             11148
CREDIT SUISSE GROUP               SPONSORED ADR      225401108 663     23272 SH                     SOLE             23272
CREDIT SUISSE NASSAU BRH          INVRS VIX STERM    22542D795 2945    240000 SH                    SOLE             240000
CRH PLC                           ADR                12626K203 262     12765 SH                     SOLE             12765
CROWN HOLDINGS INC                COM                228368106 2407    65346 SH                     SOLE             65346
CRYPTOLOGIC LIMITED               SHS                G3159C109 81      32267 SH                     SOLE             32267
CSG SYS INTL INC                  COM                126349109 228     15061 SH                     SOLE             15061
CSX CORP                          COM                126408103 1276    59310 SH                     SOLE             59310
CTRIP COM INTL LTD                AMERICAN DEP SHS   22943F100 482     22292 SH                     SOLE             22292
CVS CAREMARK CORPORATION          COM                126650100 4375    97650 SH                     SOLE             97650
CYS INVTS INC                     COM                12673A108 946     72300 SH                     SOLE             72300
CYTEC INDS INC                    COM                232820100 392     6451 SH                      SOLE             6451
DANA HLDG CORP                    COM                235825205 989     63780 SH                     SOLE             63780
DARDEN RESTAURANTS INC            COM                237194105 1261    24641 SH                     SOLE             24641
DARLING INTL INC                  COM                237266101 370     21245 SH                     SOLE             21245
DEAN FOODS CO NEW                 COM                242370104 3533    291734 SH                    SOLE             291734
DELL INC                          COM                24702R101 5013    302072 SH                    SOLE             302072
DELPHI AUTOMOTIVE PLC             SHS                G27823106 348     11000 SH                     SOLE             11000
DELTA AIR LINES INC DEL           COM NEW            247361702 2510    253199 SH                    SOLE             253199
DENBURY RES INC                   COM NEW            247916208 4344    238308 SH                    SOLE             238308
DEUTSCHE BANK AG                  NAMEN AKT          D18190898 4083    82002 SH                     SOLE             82002
DEVRY INC DEL                     COM                251893103 2630    77649 SH                     SOLE             77649
DIAMOND FOODS INC                 COM                252603105 836     36643 SH                     SOLE             36643
DICKS SPORTING GOODS INC          COM                253393102 567     11783 SH                     SOLE             11783
DIEBOLD INC                       COM                253651103 491     12746 SH                     SOLE             12746
DINEEQUITY INC                    COM                254423106 569     11472 SH                     SOLE             11472
DIREXION SHS ETF TR               DLY SMCAP BULL3X   25459W847 330     5283 SH                      SOLE             5283
DIREXION SHS ETF TR               DLY LRG CAP BULL   25459W862 655     7602 SH                      SOLE             7602
DIREXION SHS ETF TR               DLY LRG CAP BEAR   25459W151 348     17286 SH                     SOLE             17286
DIREXION SHS ETF TR               DLY SMCAP BULL3X   25459W847 2914    46700 SH CALL                SOLE             46700
DIREXION SHS ETF TR               DLY FIN BULL NEW   25459Y694 5280    48372 SH                     SOLE             48372
DIREXION SHS ETF TR               DLY SMCAP BULL3X   25459W847 3663    58700 SH PUT                 SOLE             58700
DISCOVER FINL SVCS                COM                254709108 21171   634999 SH                    SOLE             634999
DISCOVERY COMMUNICATNS NEW        COM SER C          25470F302 454     9687 SH                      SOLE             9687
DOLBY LABORATORIES INC            COM                25659T107 334     8766 SH                      SOLE             8766
DOLE FOOD CO INC NEW              COM                256603101 207     20789 SH                     SOLE             20789
DOLLAR GEN CORP NEW               COM                256677105 5686    123080 SH                    SOLE             123080
DOMTAR CORP                       COM NEW            257559203 3347    35086 SH                     SOLE             35086
DONNELLEY R R & SONS CO           COM                257867101 2945    237680 SH                    SOLE             237680
DOVER CORP                        COM                260003108 6628    105304 SH                    SOLE             105304
DR PEPPER SNAPPLE GROUP INC       COM                26138E109 2921    72646 SH                     SOLE             72646
DRESSER-RAND GROUP INC            COM                261608103 975     21009 SH                     SOLE             21009
DTE ENERGY CO                     COM                233331107 5110    92855 SH                     SOLE             92855
DUKE REALTY CORP                  COM NEW            264411505 1264    88149 SH                     SOLE             88149
DUN & BRADSTREET CORP DEL NE      COM                26483E100 3554    41949 SH                     SOLE             41949
DUPONT FABROS TECHNOLOGY INC      COM                26613Q106 1437    58772 SH                     SOLE             58772
DYNAMICS RESH CORP                COM                268057106 210     21754 SH                     SOLE             21754
E M C CORP MASS                   COM                268648102 949     31770 SH                     SOLE             31770
EAST WEST BANCORP INC             COM                27579R104 1085    46996 SH                     SOLE             46996
EASTGROUP PPTY INC                COM                277276101 1089    21678 SH                     SOLE             21678
EASTMAN CHEM CO                   COM                277432100 6578    127259 SH                    SOLE             127259
EATON CORP                        COM                278058102 10341   207519 SH                    SOLE             207519
EATON VANCE CORP                  COM NON VTG        278265103 1046    36601 SH                     SOLE             36601
EBIX INC                          COM NEW            278715206 293     12656 SH                     SOLE             12656
EDISON INTL                       COM                281020107 10837   254923 SH                    SOLE             254923
ELECTRONIC ARTS INC               COM                285512109 5037    305556 SH                    SOLE             305556
ENERGIZER HLDGS INC               COM                29266R108 4215    56816 SH                     SOLE             56816
ENERGY PARTNERS LTD               COM NEW            29270U303 265     15957 SH                     SOLE             15957
ENERGYSOLUTIONS INC               COM                292756202 102     20828 SH                     SOLE             20828
ENERSYS                           COM                29275Y102 583     16822 SH                     SOLE             16822
ENSCO PLC                         SPONSORED ADR      29358Q109 2466    46591 SH                     SOLE             46591
ENTEGRIS INC                      COM                29362U104 206     22005 SH                     SOLE             22005
ENTERGY CORP NEW                  COM                29364G103 4136    61548 SH                     SOLE             61548
ENTROPIC COMMUNICATIONS INC       COM                29384R105 150     25778 SH                     SOLE             25778
EOG RES INC                       COM                26875P101 1155    10396 SH                     SOLE             10396
EPLUS INC                         COM                294268107 222     6936 SH                      SOLE             6936
EQT CORP                          COM                26884L109 5379    111574 SH                    SOLE             111574
EQUIFAX INC                       COM                294429105 532     12018 SH                     SOLE             12018
EQUITY LIFESTYLE PPTYS INC        COM                29472R108 3032    43473 SH                     SOLE             43473
EQUITY ONE                        COM                294752100 2482    122764 SH                    SOLE             122764
EQUITY RESIDENTIAL                SH BEN INT         29476L107 5136    82017 SH                     SOLE             82017
ESTERLINE TECHNOLOGIES CORP       COM                297425100 386     5400 SH                      SOLE             5400
EXELIS INC                        COM                30162A108 1137    90845 SH                     SOLE             90845
EXELIXIS INC                      COM                30161Q104 79      15175 SH                     SOLE             15175
EXELON CORP                       COM                30161N101 24968   636766 SH                    SOLE             636766
EXPRESS INC                       COM                30219E103 362     14491 SH                     SOLE             14491
EXPRESS SCRIPTS INC               COM                302182100 29964   553052 SH                    SOLE             553052
EXTRA SPACE STORAGE INC           COM                30225T102 4788    166312 SH                    SOLE             166312
FEDERAL REALTY INVT TR            SH BEN INT NEW     313747206 7459    77061 SH                     SOLE             77061
FEDERATED INVS INC PA             CL B               314211103 3378    150754 SH                    SOLE             150754
FEDEX CORP                        COM                31428X106 17435   189594 SH                    SOLE             189594
FIDELITY NATIONAL FINANCIAL       CL A               31620R105 1051    58275 SH                     SOLE             58275
FIDELITY NATL INFORMATION SV      COM                31620M106 3817    115257 SH                    SOLE             115257
FIFTH THIRD BANCORP               COM                316773100 13914   990668 SH                    SOLE             990668
FIRST BANCORP P R                 COM NEW            318672706 64      14541 SH                     SOLE             14541
FIRST FINL BANCORP OH             COM                320209109 1147    66300 SH                     SOLE             66300
FIRST INDUSTRIAL REALTY TRUS      COM                32054K103 399     32271 SH                     SOLE             32271
FIRST MIDWEST BANCORP DEL         COM                320867104 312     26085 SH                     SOLE             26085
FIRST NIAGARA FINL GP INC         COM                33582V108 2387    242569 SH                    SOLE             242569
FIRST POTOMAC RLTY TR             COM                33610F109 219     18128 SH                     SOLE             18128
FIRST REP BK SAN FRANCISCO C      COM                33616C100 3131    95042 SH                     SOLE             95042
FIRST SOLAR INC                   COM                336433107 536     21397 SH                     SOLE             21397
FLEXTRONICS INTL LTD              ORD                Y2573F102 1537    212905 SH                    SOLE             212905
FLIR SYS INC                      COM                302445101 2672    105558 SH                    SOLE             105558
FLOTEK INDS INC DEL               COM                343389102 512     42570 SH                     SOLE             42570
FLUOR CORP NEW                    COM                343412102 1882    31352 SH                     SOLE             31352
FNB CORP PA                       COM                302520101 1022    84614 SH                     SOLE             84614
FORD MTR CO DEL                   COM PAR $0.01      345370860 2138    171388 SH                    SOLE             171388
FRANKLIN RES INC                  COM                354613101 2037    16426 SH                     SOLE             16426
FREDS INC                         CL A               356108100 186     12727 SH                     SOLE             12727
FREEPORT-MCMORAN COPPER & GO      COM                35671D857 3838    100888 SH                    SOLE             100888
FRESENIUS MED CARE AG^CO KGA      SPONSORED ADR      358029106 1047    14817 SH                     SOLE             14817
FRONTIER COMMUNICATIONS CORP      COM                35906A108 2595    622376 SH                    SOLE             622376
FRONTLINE LTD                     SHS                G3682E127 365     47437 SH                     SOLE             47437
FTI CONSULTING INC                COM                302941109 1136    30265 SH                     SOLE             30265
FULLER H B CO                     COM                359694106 368     11223 SH                     SOLE             11223
FULTON FINL CORP PA               COM                360271100 2873    273643 SH                    SOLE             273643
FUSHI COPPERWELD INC              COM                36113E107 174     23074 SH                     SOLE             23074
GAFISA S A                        SPONS ADR          362607301 118     24989 SH                     SOLE             24989
GALENA BIOPHARMA                  COM                363256108 30      13657 SH                     SOLE             13657
GAMESTOP CORP NEW                 CL A               36467W109 7927    362949 SH                    SOLE             362949
GARDNER DENVER INC                COM                365558105 540     8576 SH                      SOLE             8576
GARMIN LTD                        SHS                H2906T109 2272    48366 SH                     SOLE             48366
GATX CORP                         COM                361448103 894     22196 SH                     SOLE             22196
GENCO SHIPPING & TRADING LTD      SHS                Y2685T107 97      15178 SH                     SOLE             15178
GENERAL CABLE CORP DEL NEW        COM                369300108 351     12060 SH                     SOLE             12060
GENERAL ELECTRIC CO               COM                369604103 18675   930477 SH                    SOLE             930477
GENERAL MLS INC                   COM                370334104 1070    27122 SH                     SOLE             27122
GENESCO INC                       COM                371532102 1239    17289 SH                     SOLE             17289
GENUINE PARTS CO                  COM                372460105 1330    21188 SH                     SOLE             21188
GENWORTH FINL INC                 COM CL A           37247D106 4431    532552 SH                    SOLE             532552
GEO GROUP INC                     COM                36159R103 2021    106305 SH                    SOLE             106305
GFI GROUP INC                     COM                361652209 54      14462 SH                     SOLE             14462
GLAXOSMITHKLINE PLC               SPONSORED ADR      37733W105 2580    57445 SH                     SOLE             57445
GLIMCHER RLTY TR                  SH BEN INT         379302102 1279    125132 SH                    SOLE             125132
GLOBAL CASH ACCESS HLDGS INC      COM                378967103 94      12086 SH                     SOLE             12086
GLOBAL PMTS INC                   COM                37940X102 1509    31758 SH                     SOLE             31758
GOL LINHAS AEREAS INTLG S A       SP ADR REP PFD     38045R107 115     17090 SH                     SOLE             17090
GOODRICH CORP                     COM                382388106 14032   111865 SH                    SOLE             111865
GOODRICH PETE CORP                COM NEW            382410405 452     23749 SH                     SOLE             23749
GOODYEAR TIRE & RUBR CO           COM                382550101 3858    343838 SH                    SOLE             343838
GOOGLE INC                        CL A               38259P508 13285   20718 SH                     SOLE             20718
GOVERNMENT PPTYS INCOME TR        COM SHS BEN INT    38376A103 1362    56479 SH                     SOLE             56479
GRACE W R & CO DEL NEW            COM                38388F108 442     7652 SH                      SOLE             7652
GREATBATCH INC                    COM                39153L106 411     16743 SH                     SOLE             16743
GREEN DOT CORP                    CL A               39304D102 211     7974 SH                      SOLE             7974
GREEN MTN COFFEE ROASTERS IN      COM                393122106 408     8717 SH                      SOLE             8717
GREENBRIER COS INC                COM                393657101 390     19718 SH                     SOLE             19718
GREENHILL & CO INC                COM                395259104 509     11675 SH                     SOLE             11675
GRUPO TELEVISA SA                 SPON ADR REP ORD   40049J206 673     31914 SH                     SOLE             31914
GULFPORT ENERGY CORP              COM NEW            402635304 353     12128 SH                     SOLE             12128
HALCON RES CORP                   COM NEW            40537Q209 132     14076 SH                     SOLE             14076
HALLIBURTON CO                    COM                406216101 607     18300 SH                     SOLE             18300
HANCOCK HLDG CO                   COM                410120109 1698    47825 SH                     SOLE             47825
HANOVER INS GROUP INC             COM                410867105 551     13406 SH                     SOLE             13406
HARLEY DAVIDSON INC               COM                412822108 961     19590 SH                     SOLE             19590
HARLEYSVILLE GROUP INC            COM                412824104 12004   208042 SH                    SOLE             208042
HARMONIC INC                      COM                413160102 115     20995 SH                     SOLE             20995
HARTFORD FINL SVCS GROUP INC      COM                416515104 3406    161562 SH                    SOLE             161562
HARVEST NATURAL RESOURCES IN      COM                41754V103 196     27665 SH                     SOLE             27665
HAWAIIAN HOLDINGS INC             COM                419879101 170     32496 SH                     SOLE             32496
HAYNES INTERNATIONAL INC          COM NEW            420877201 457     7207 SH                      SOLE             7207
HCA HOLDINGS INC                  COM                40412C101 641     25891 SH                     SOLE             25891
HCP INC                           COM                40414L109 7275    184364 SH                    SOLE             184364
HEALTH CARE REIT INC              COM                42217K106 11362   206740 SH                    SOLE             206740
HEALTH MGMT ASSOC INC NEW         CL A               421933102 166     24687 SH                     SOLE             24687
HECKMANN CORP                     COM                422680108 263     61102 SH                     SOLE             61102
HEIDRICK & STRUGGLES INTL IN      COM                422819102 522     23676 SH                     SOLE             23676
HELMERICH & PAYNE INC             COM                423452101 2546    47188 SH                     SOLE             47188
HENRY JACK & ASSOC INC            COM                426281101 497     14567 SH                     SOLE             14567
HERBALIFE LTD                     COM USD SHS        G4412G101 1363    19811 SH                     SOLE             19811
HESS CORP                         COM                42809H107 16282   276201 SH                    SOLE             276201
HEWLETT PACKARD CO                COM                428236103 9254    388336 SH                    SOLE             388336
HHGREGG INC                       COM                42833L108 271     23802 SH                     SOLE             23802
HIGHER ONE HLDGS INC              COM                42983D104 625     41817 SH                     SOLE             41817
HILL ROM HLDGS INC                COM                431475102 1149    34391 SH                     SOLE             34391
HILLENBRAND INC                   COM                431571108 699     30476 SH                     SOLE             30476
HILLTOP HOLDINGS INC              COM                432748101 108     12916 SH                     SOLE             12916
HIMAX TECHNOLOGIES INC            SPONSORED ADR      43289P106 27      13118 SH                     SOLE             13118
HOLOGIC INC                       COM                436440101 501     23233 SH                     SOLE             23233
HOME DEPOT INC                    COM                437076102 20324   403985 SH                    SOLE             403985
HONEYWELL INTL INC                COM                438516106 27436   449400 SH                    SOLE             449400
HORACE MANN EDUCATORS CORP N      COM                440327104 190     10799 SH                     SOLE             10799
HSBC HLDGS PLC                    SPON ADR NEW       404280406 466     10488 SH                     SOLE             10488
HSN INC                           COM                404303109 247     6500 SH                      SOLE             6500
HUB GROUP INC                     CL A               443320106 291     8078 SH                      SOLE             8078
HUBBELL INC                       CL B               443510201 621     7900 SH                      SOLE             7900
HUGOTON RTY TR TEX                UNIT BEN INT       444717102 153     10428 SH                     SOLE             10428
HUMANA INC                        COM                444859102 4405    47637 SH                     SOLE             47637
HUNTINGTON BANCSHARES INC         COM                446150104 795     123330 SH                    SOLE             123330
HURON CONSULTING GROUP INC        COM                447462102 226     6004 SH                      SOLE             6004
HYPERDYNAMICS CORP                COM                448954107 68      52514 SH                     SOLE             52514
IAC INTERACTIVECORP               COM PAR $.001      44919P508 281     5720 SH                      SOLE             5720
IAMGOLD CORP                      COM                450913108 361     27186 SH                     SOLE             27186
IBERIABANK CORP                   COM                450828108 802     15000 SH                     SOLE             15000
ICICI BK LTD                      ADR                45104G104 259     7437 SH                      SOLE             7437
IDACORP INC                       COM                451107106 549     13345 SH                     SOLE             13345
IDENIX PHARMACEUTICALS INC        COM                45166R204 234     23930 SH                     SOLE             23930
IDEX CORP                         COM                45167R104 629     14922 SH                     SOLE             14922
IGATE CORP                        COM                45169U105 364     21732 SH                     SOLE             21732
INDEPENDENT BANK CORP MASS        COM                453836108 323     11256 SH                     SOLE             11256
INDIANA COMMUNITY BANCORP         COM                454674102 1646    70003 SH                     SOLE             70003
INFOSYS LTD                       SPONSORED ADR      456788108 435     7626 SH                      SOLE             7626
ING GROEP N V                     SPONSORED ADR      456837103 223     26842 SH                     SOLE             26842
INGRAM MICRO INC                  CL A               457153104 3026    163036 SH                    SOLE             163036
INLAND REAL ESTATE CORP           COM NEW            457461200 95      10677 SH                     SOLE             10677
INNOSPEC INC                      COM                45768S105 343     11276 SH                     SOLE             11276
INTEGRATED DEVICE TECHNOLOGY      COM                458118106 532     74421 SH                     SOLE             74421
INTERCONTINENTALEXCHANGE INC      COM                45865V100 5220    37985 SH                     SOLE             37985
INTERMUNE INC                     COM                45884X103 263     17924 SH                     SOLE             17924
INTERNATIONAL SPEEDWAY CORP       CL A               460335201 446     16063 SH                     SOLE             16063
INTEROIL CORP                     COM                460951106 636     12364 SH                     SOLE             12364
INTERPUBLIC GROUP COS INC         COM                460690100 3222    282398 SH                    SOLE             282398
INTUIT                            COM                461202103 3412    56710 SH                     SOLE             56710
INVACARE CORP                     COM                461203101 211     12753 SH                     SOLE             12753
INVESTORS BANCORP INC             COM                46146P102 1167    77723 SH                     SOLE             77723
INVESTORS REAL ESTATE TR          SH BEN INT         461730103 229     29740 SH                     SOLE             29740
ION GEOPHYSICAL CORP              COM                462044108 372     57667 SH                     SOLE             57667
IRIDIUM COMMUNICATIONS INC        COM                46269C102 119     13600 SH                     SOLE             13600
IRON MTN INC                      COM                462846106 6091    211490 SH                    SOLE             211490
ISHARES INC                       MSCI MEX INVEST    464286822 2864    45806 SH                     SOLE             45806
ISHARES SILVER TRUST              ISHARES            46428Q109 1591    50700 SH                     SOLE             50700
ISHARES TR                        S^P SMLCAP 600     464287804 817     10700 SH                     SOLE             10700
ISHARES TR                        BARCLYS TIPS BD    464287176 3365    28600 SH                     SOLE             28600
ISHARES TR                        IBOXX INV CPBD     464287242 6281    54320 SH                     SOLE             54320
ISHARES TR                        HIGH YLD CORP      464288513 10221   112660 SH                    SOLE             112660
ISHARES TR                        DJ US REAL EST     464287739 16404   263299 SH                    SOLE             263299
ISTA PHARMACEUTICALS INC          COM NEW            45031X204 112     12468 SH                     SOLE             12468
ITAU UNIBANCO HLDG SA             SPON ADR REP PFD   465562106 501     26095 SH                     SOLE             26095
ITC HLDGS CORP                    COM                465685105 1085    14102 SH                     SOLE             14102
ITRON INC                         COM                465741106 218     4811 SH                      SOLE             4811
ITT EDUCATIONAL SERVICES INC      COM                45068B109 3332    50384 SH                     SOLE             50384
JABIL CIRCUIT INC                 COM                466313103 2367    94214 SH                     SOLE             94214
JANUS CAP GROUP INC               COM                47102X105 1190    133562 SH                    SOLE             133562
JEFFERIES GROUP INC NEW           COM                472319102 1377    73109 SH                     SOLE             73109
JOHNSON & JOHNSON                 COM                478160104 33192   503217 SH                    SOLE             503217
JONES LANG LASALLE INC            COM                48020Q107 380     4566 SH                      SOLE             4566
KAYDON CORP                       COM                486587108 503     19702 SH                     SOLE             19702
KB HOME                           COM                48666K109 1700    190997 SH                    SOLE             190997
KEYCORP NEW                       COM                493267108 241     28367 SH                     SOLE             28367
KIMCO RLTY CORP                   COM                49446R109 3151    163600 SH                    SOLE             163600
KINDER MORGAN INC DEL             COM                49456B101 2026    52414 SH                     SOLE             52414
KNIGHT TRANSN INC                 COM                499064103 358     20284 SH                     SOLE             20284
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW      500472303 753     37020 SH                     SOLE             37020
KRAFT FOODS INC                   CL A               50075N104 40053   1053745 SH                   SOLE             1053745
KROGER CO                         COM                501044101 3906    161214 SH                    SOLE             161214
KT CORP                           SPONSORED ADR      48268K101 882     64395 SH                     SOLE             64395
L-3 COMMUNICATIONS HLDGS INC      COM                502424104 953     13463 SH                     SOLE             13463
LABORATORY CORP AMER HLDGS        COM NEW            50540R409 2999    32766 SH                     SOLE             32766
LDK SOLAR CO LTD                  SPONSORED ADR      50183L107 315     78734 SH                     SOLE             78734
LEAR CORP                         COM NEW            521865204 581     12500 SH                     SOLE             12500
LEGG MASON INC                    COM                524901105 1159    41512 SH                     SOLE             41512
LEUCADIA NATL CORP                COM                527288104 3334    127749 SH                    SOLE             127749
LEVEL 3 COMMUNICATIONS INC        COM NEW            52729N308 318     12358 SH                     SOLE             12358
LEXMARK INTL NEW                  CL A               529771107 4321    130006 SH                    SOLE             130006
LG DISPLAY CO LTD                 SPONS ADR REP      50186V102 305     25926 SH                     SOLE             25926
LHC GROUP INC                     COM                50187A107 231     12484 SH                     SOLE             12484
LIBERTY GLOBAL INC                COM SER A          530555101 583     11650 SH                     SOLE             11650
LIBERTY MEDIA CORPORATION         LIB CAP COM A      530322106 3313    37583 SH                     SOLE             37583
LIMITED BRANDS INC                COM                532716107 7974    166118 SH                    SOLE             166118
LINCARE HLDGS INC                 COM                532791100 1556    60135 SH                     SOLE             60135
LINCOLN ELEC HLDGS INC            COM                533900106 1379    30412 SH                     SOLE             30412
LINEAR TECHNOLOGY CORP            COM                535678106 4711    139794 SH                    SOLE             139794
LIZ CLAIBORNE INC                 COM                539320101 599     44813 SH                     SOLE             44813
LKQ CORP                          COM                501889208 358     11499 SH                     SOLE             11499
LOEWS CORP                        COM                540424108 4040    101326 SH                    SOLE             101326
LOOPNET INC                       COM                543524300 8271    440408 SH                    SOLE             440408
LORILLARD INC                     COM                544147101 17979   138857 SH                    SOLE             138857
LSI CORPORATION                   COM                502161102 2017    232340 SH                    SOLE             232340
LTC PPTYS INC                     COM                502175102 748     23375 SH                     SOLE             23375
LUMBER LIQUIDATORS HLDGS INC      COM                55003T107 433     17231 SH                     SOLE             17231
MAGELLAN HEALTH SVCS INC          COM NEW            559079207 961     19684 SH                     SOLE             19684
MAGNUM HUNTER RES CORP DEL        COM                55973B102 212     32997 SH                     SOLE             32997
MAIN STREET CAPITAL CORP          COM                56035L104 263     10668 SH                     SOLE             10668
MANULIFE FINL CORP                COM                56501R106 1072    79101 SH                     SOLE             79101
MARATHON OIL CORP                 COM                565849106 11290   356157 SH                    SOLE             356157
MARKET VECTORS ETF TR             RETAIL ETF         57060U225 1007    24044 SH                     SOLE             24044
MARKET VECTORS ETF TR             SEMICONDUCTOR      57060U233 1952    54537 SH                     SOLE             54537
MARTIN MARIETTA MATLS INC         COM                573284106 3881    45322 SH                     SOLE             45322
MARVELL TECHNOLOGY GROUP LTD      ORD                G5876H105 3273    208070 SH                    SOLE             208070
MASTERCARD INC                    CL A               57636Q104 9951    23662 SH                     SOLE             23662
MATTEL INC                        COM                577081102 3012    89486 SH                     SOLE             89486
MATTHEWS INTL CORP                CL A               577128101 368     11637 SH                     SOLE             11637
MAXIM INTEGRATED PRODS INC        COM                57772K101 292     10221 SH                     SOLE             10221
MAXIMUS INC                       COM                577933104 820     20166 SH                     SOLE             20166
MBIA INC                          COM                55262C100 924     94331 SH                     SOLE             94331
MCDONALDS CORP                    COM                580135101 4439    45252 SH                     SOLE             45252
MCGRAW HILL COS INC               COM                580645109 6147    126812 SH                    SOLE             126812
MCKESSON CORP                     COM                58155Q103 12061   137421 SH                    SOLE             137421
MDU RES GROUP INC                 COM                552690109 374     16726 SH                     SOLE             16726
MEDASSETS INC                     COM                584045108 331     25164 SH                     SOLE             25164
MEDCO HEALTH SOLUTIONS INC        COM                58405U102 2224    31632 SH                     SOLE             31632
MEDICAL PPTYS TRUST INC           COM                58463J304 387     41703 SH                     SOLE             41703
MEMC ELECTR MATLS INC             COM                552715104 312     86545 SH                     SOLE             86545
MENTOR GRAPHICS CORP              COM                587200106 1247    83888 SH                     SOLE             83888
MERCK & CO INC NEW                COM                58933Y105 16981   442206 SH                    SOLE             442206
MEREDITH CORP                     COM                589433101 653     20102 SH                     SOLE             20102
MERGE HEALTHCARE INC              COM                589499102 77      13183 SH                     SOLE             13183
MESABI TR                         CTF BEN INT        590672101 212     6935 SH                      SOLE             6935
METLIFE INC                       COM                59156R108 18495   495191 SH                    SOLE             495191
METRO BANCORP INC PA              COM                59161R101 226     19300 SH                     SOLE             19300
METROPCS COMMUNICATIONS INC       COM                591708102 3532    391531 SH                    SOLE             391531
METTLER TOLEDO INTERNATIONAL      COM                592688105 409     2213 SH                      SOLE             2213
MGIC INVT CORP WIS                COM                552848103 143     28743 SH                     SOLE             28743
MGM RESORTS INTERNATIONAL         COM                552953101 334     24557 SH                     SOLE             24557
MICROCHIP TECHNOLOGY INC          COM                595017104 929     24963 SH                     SOLE             24963
MICRON TECHNOLOGY INC             COM                595112103 1707    210844 SH                    SOLE             210844
MICROS SYS INC                    COM                594901100 241     4355 SH                      SOLE             4355
MICROSOFT CORP                    COM                594918104 12238   379411 SH                    SOLE             379411
MID-AMER APT CMNTYS INC           COM                59522J103 2744    40933 SH                     SOLE             40933
MINDRAY MEDICAL INTL LTD          SPON ADR           602675100 773     23449 SH                     SOLE             23449
MKS INSTRUMENT INC                COM                55306N104 909     30790 SH                     SOLE             30790
MOLEX INC                         CL A               608554200 1775    75679 SH                     SOLE             75679
MONMOUTH REAL ESTATE INVT CO      CL A               609720107 117     12008 SH                     SOLE             12008
MONSANTO CO NEW                   COM                61166W101 21855   274014 SH                    SOLE             274014
MONSTER BEVERAGE CORP             COM                611740101 822     13241 SH                     SOLE             13241
MORGAN STANLEY                    COM NEW            617446448 8716    443772 SH                    SOLE             443772
MOTOROLA MOBILITY HLDGS INC       COM                620097105 11326   288625 SH                    SOLE             288625
MOTOROLA SOLUTIONS INC            COM NEW            620076307 5086    100055 SH                    SOLE             100055
MUELLER INDS INC                  COM                624756102 775     17054 SH                     SOLE             17054
MURPHY OIL CORP                   COM                626717102 7520    133644 SH                    SOLE             133644
MV OIL TR                         TR UNITS           553859109 233     5629 SH                      SOLE             5629
MYRIAD GENETICS INC               COM                62855J104 507     21414 SH                     SOLE             21414
NABORS INDUSTRIES LTD             SHS                G6359F103 3209    183479 SH                    SOLE             183479
NASDAQ OMX GROUP INC              COM                631103108 7141    275711 SH                    SOLE             275711
NATIONAL FINL PARTNERS CORP       COM                63607P208 225     14890 SH                     SOLE             14890
NATIONAL GRID PLC                 SPON ADR NEW       636274300 355     7040 SH                      SOLE             7040
NATIONAL RETAIL PPTYS INC         COM                637417106 8322    306071 SH                    SOLE             306071
NAVIGANT CONSULTING INC           COM                63935N107 229     16472 SH                     SOLE             16472
NAVIOS MARITIME HOLDINGS INC      COM                Y62196103 97      22986 SH                     SOLE             22986
NCR CORP NEW                      COM                62886E108 350     16122 SH                     SOLE             16122
NETEASE COM INC                   SPONSORED ADR      64110W102 718     12357 SH                     SOLE             12357
NEUSTAR INC                       CL A               64126X201 1629    43723 SH                     SOLE             43723
NEWELL RUBBERMAID INC             COM                651229106 4626    259732 SH                    SOLE             259732
NEWMONT MINING CORP               COM                651639106 17337   338157 SH                    SOLE             338157
NEWS CORP                         CL B               65248E203 1402    70224 SH                     SOLE             70224
NEWS CORP                         CL A               65248E104 6857    347919 SH                    SOLE             347919
NII HLDGS INC                     CL B NEW           62913F201 436     23832 SH                     SOLE             23832
NORDIC AMERICAN TANKERS LIMI      COM                G65773106 355     22366 SH                     SOLE             22366
NORDSTROM INC                     COM                655664100 3164    56788 SH                     SOLE             56788
NORFOLK SOUTHERN CORP             COM                655844108 15313   232613 SH                    SOLE             232613
NORTH CENT BANCSHARES INC         COM                658418108 597     19817 SH                     SOLE             19817
NORTHWEST BANCSHARES INC MD       COM                667340103 1389    109364 SH                    SOLE             109364
NORTHWEST NAT GAS CO              COM                667655104 457     10068 SH                     SOLE             10068
NORTHWESTERN CORP                 COM NEW            668074305 846     23868 SH                     SOLE             23868
NOVELLUS SYS INC                  COM                670008101 5767    115558 SH                    SOLE             115558
NPS PHARMACEUTICALS INC           COM                62936P103 255     37282 SH                     SOLE             37282
NSTAR                             COM                67019E107 7227    148612 SH                    SOLE             148612
NTT DOCOMO INC                    SPONS ADR          62942M201 245     14696 SH                     SOLE             14696
NUANCE COMMUNICATIONS INC         COM                67020Y100 2468    96483 SH                     SOLE             96483
NXP SEMICONDUCTORS N V            COM                N6596X109 242     9095 SH                      SOLE             9095
O CHARLEYS INC                    COM                670823103 809     82178 SH                     SOLE             82178
OCCIDENTAL PETE CORP DEL          COM                674599105 39390   413631 SH                    SOLE             413631
OCWEN FINL CORP                   COM NEW            675746309 399     25517 SH                     SOLE             25517
OCZ TECHNOLOGY GROUP INC          COM                67086E303 125     17942 SH                     SOLE             17942
OIL STS INTL INC                  COM                678026105 1246    15965 SH                     SOLE             15965
OLD DOMINION FGHT LINES INC       COM                679580100 292     6135 SH                      SOLE             6135
OMEGA HEALTHCARE INVS INC         COM                681936100 274     12872 SH                     SOLE             12872
ON SEMICONDUCTOR CORP             COM                682189105 4187    464704 SH                    SOLE             464704
ONEOK INC NEW                     COM                682680103 7836    95955 SH                     SOLE             95955
ONYX PHARMACEUTICALS INC          COM                683399109 216     5723 SH                      SOLE             5723
OPKO HEALTH INC                   COM                68375N103 450     95034 SH                     SOLE             95034
OPNET TECHNOLOGIES INC            COM                683757108 284     9803 SH                      SOLE             9803
OPNEXT INC                        COM                68375V105 574     370424 SH                    SOLE             370424
ORACLE CORP                       COM                68389X105 27614   946972 SH                    SOLE             946972
ORBITAL SCIENCES CORP             COM                685564106 395     30073 SH                     SOLE             30073
ORTHOFIX INTL N V                 COM                N6748L102 345     9192 SH                      SOLE             9192
OSHKOSH CORP                      COM                688239201 367     15820 SH                     SOLE             15820
OVERSEAS SHIPHOLDING GROUP I      COM                690368105 678     53644 SH                     SOLE             53644
OWENS & MINOR INC NEW             COM                690732102 469     15420 SH                     SOLE             15420
OWENS ILL INC                     COM NEW            690768403 3128    134016 SH                    SOLE             134016
PACKAGING CORP AMER               COM                695156109 538     18191 SH                     SOLE             18191
PANERA BREAD CO                   CL A               69840W108 664     4128 SH                      SOLE             4128
PARAMETRIC TECHNOLOGY CORP        COM NEW            699173209 337     12068 SH                     SOLE             12068
PAREXEL INTL CORP                 COM                699462107 302     11209 SH                     SOLE             11209
PARKER HANNIFIN CORP              COM                701094104 10312   121958 SH                    SOLE             121958
PAYCHEX INC                       COM                704326107 7566    244138 SH                    SOLE             244138
PEABODY ENERGY CORP               COM                704549104 1737    59983 SH                     SOLE             59983
PEETS COFFEE & TEA INC            COM                705560100 476     6457 SH                      SOLE             6457
PENGROWTH ENERGY CORP             COM                70706P104 328     34841 SH                     SOLE             34841
PENN WEST PETE LTD NEW            COM                707887105 1015    51865 SH                     SOLE             51865
PENNEY J C INC                    COM                708160106 1048    29590 SH                     SOLE             29590
PENNSYLVANIA RL ESTATE INVT       SH BEN INT         709102107 1598    104638 SH                    SOLE             104638
PEP BOYS MANNY MOE & JACK         COM                713278109 1110    74421 SH                     SOLE             74421
PEPCO HOLDINGS INC                COM                713291102 3678    194713 SH                    SOLE             194713
PERKINELMER INC                   COM                714046109 576     20825 SH                     SOLE             20825
PERMIAN BASIN RTY TR              UNIT BEN INT       714236106 211     9214 SH                      SOLE             9214
PIEDMONT OFFICE REALTY TR IN      COM CL A           720190206 1081    60928 SH                     SOLE             60928
PINNACLE WEST CAP CORP            COM                723484101 3330    69516 SH                     SOLE             69516
PITNEY BOWES INC                  COM                724479100 1818    103407 SH                    SOLE             103407
PLATINUM UNDERWRITER HLDGS L      COM                G7127P100 344     9416 SH                      SOLE             9416
PNC FINL SVCS GROUP INC           COM                693475105 8044    124737 SH                    SOLE             124737
PNM RES INC                       COM                69349H107 996     54444 SH                     SOLE             54444
PORTLAND GEN ELEC CO              COM NEW            736508847 701     28073 SH                     SOLE             28073
POSCO                             SPONSORED ADR      693483109 1572    18780 SH                     SOLE             18780
POST PPTYS INC                    COM                737464107 2758    58846 SH                     SOLE             58846
POTASH CORP SASK INC              COM                73755L107 6090    133295 SH                    SOLE             133295
PPL CORP                          COM                69351T106 5408    191382 SH                    SOLE             191382
PRECISION CASTPARTS CORP          COM                740189105 4202    24303 SH                     SOLE             24303
PRICE T ROWE GROUP INC            COM                74144T108 9397    143905 SH                    SOLE             143905
PROASSURANCE CORP                 COM                74267C106 1076    12216 SH                     SOLE             12216
PROCTER & GAMBLE CO               COM                742718109 13046   194105 SH                    SOLE             194105
PROGRESS ENERGY INC               COM                743263105 9346    175978 SH                    SOLE             175978
PROSHARES TR                      ULT FTSE CHINA25   74347X880 210     4242 SH                      SOLE             4242
PROSHARES TR                      PSHS ULTRUSS2000   74347R842 261     5973 SH                      SOLE             5973
PROSHARES TR                      PSHS ULTSHRT QQQ   74347X237 381     12598 SH                     SOLE             12598
PROSHARES TR                      PSHS ULSHRUS2000   74348A202 447     15079 SH                     SOLE             15079
PROSHARES TR                      PSHS ULTSH 20YRS   74347R297 515     25200 SH                     SOLE             25200
PROSHARES TR                      ULTRPRO S^P500     74347X864 2955    34852 SH                     SOLE             34852
PROSHARES TR                      ULT SHR S^P500     74347X856 320     35374 SH                     SOLE             35374
PROSHARES TR                      PSHS ULT S^P 500   74347R107 3294    56438 SH                     SOLE             56438
PROSHARES TR                      ULTPR SHRT QQQ     74347X666 623     57696 SH                     SOLE             57696
PROSHARES TR                      PSHS ULSHT SP500   74347R883 1162    77009 SH                     SOLE             77009
PROSHARES TR                      PSHS ULTRA QQQ     74347R206 9802    82400 SH CALL                SOLE             82400
PROSHARES TR                      ULTRA FNCLS NEW    74347X633 7551    120200 SH CALL               SOLE             120200
PROSHARES TR                      PSHS ULT S^P 500   74347R107 7517    128800 SH PUT                SOLE             128800
PROSHARES TR                      ULTRA FNCLS NEW    74347X633 8840    140716 SH                    SOLE             140716
PROSHARES TR II                   ULTRASHRT NEW      74347W718 482     28665 SH                     SOLE             28665
PROSHARES TR II                   ULTRA GOLD         74347W601 5357    60600 SH PUT                 SOLE             60600
PROSHARES TR II                   ULTRA GOLD         74347W601 5825    65889 SH                     SOLE             65889
PROVIDENT NEW YORK BANCORP        COM                744028101 109     12879 SH                     SOLE             12879
PS BUSINESS PKS INC CALIF         COM                69360J107 354     5394 SH                      SOLE             5394
PUBLIC SVC ENTERPRISE GROUP       COM                744573106 313     10235 SH                     SOLE             10235
PVH CORP                          COM                693656100 4979    55734 SH                     SOLE             55734
QLT INC                           COM                746927102 197     28157 SH                     SOLE             28157
QUANTA SVCS INC                   COM                74762E102 1013    48486 SH                     SOLE             48486
RADIOSHACK CORP                   COM                750438103 313     50253 SH                     SOLE             50253
RADVISION LTD                     ORD                M81869105 117     10026 SH                     SOLE             10026
RALPH LAUREN CORP                 CL A               751212101 7534    43219 SH                     SOLE             43219
RAMBUS INC DEL                    COM                750917106 98      15206 SH                     SOLE             15206
RAMCO-GERSHENSON PPTYS TR         COM SH BEN INT     751452202 620     50746 SH                     SOLE             50746
RANDGOLD RES LTD                  ADR                752344309 347     3939 SH                      SOLE             3939
RAYONIER INC                      COM                754907103 2405    54557 SH                     SOLE             54557
RED HAT INC                       COM                756577102 8811    147112 SH                    SOLE             147112
REGAL ENTMT GROUP                 CL A               758766109 235     17312 SH                     SOLE             17312
REGIONS FINANCIAL CORP NEW        COM                7591EP100 1179    178920 SH                    SOLE             178920
RELM WIRELESS CORP                COM                759525108 23      14000 SH                     SOLE             14000
RENAISSANCERE HOLDINGS LTD        COM                G7496G103 447     5907 SH                      SOLE             5907
RESEARCH IN MOTION LTD            COM                760975102 1824    124074 SH                    SOLE             124074
RICHMONT MINES INC                COM                76547T106 149     19110 SH                     SOLE             19110
RIGEL PHARMACEUTICALS INC         COM NEW            766559603 130     16111 SH                     SOLE             16111
RITCHIE BROS AUCTIONEERS          COM                767744105 472     19862 SH                     SOLE             19862
ROBBINS & MYERS INC               COM                770196103 1027    19736 SH                     SOLE             19736
ROCKWELL COLLINS INC              COM                774341101 2490    43262 SH                     SOLE             43262
ROCKWOOD HLDGS INC                COM                774415103 1524    29222 SH                     SOLE             29222
ROLLINS INC                       COM                775711104 374     17561 SH                     SOLE             17561
ROSETTA RESOURCES INC             COM                777779307 311     6386 SH                      SOLE             6386
ROSS STORES INC                   COM                778296103 3955    68067 SH                     SOLE             68067
ROYAL GOLD INC                    COM                780287108 490     7507 SH                      SOLE             7507
RSC HOLDINGS INC                  COM                74972L102 9874    437095 SH                    SOLE             437095
RUDDICK CORP                      COM                781258108 594     14822 SH                     SOLE             14822
RYDER SYS INC                     COM                783549108 1522    28821 SH                     SOLE             28821
SABA SOFTWARE INC                 COM NEW            784932600 128     13004 SH                     SOLE             13004
SAFEWAY INC                       COM NEW            786514208 627     31034 SH                     SOLE             31034
SAIC INC                          COM                78390X101 2712    205489 SH                    SOLE             205489
SAKS INC                          COM                79377W108 1960    168862 SH                    SOLE             168862
SALLY BEAUTY HLDGS INC            COM                79546E104 656     26454 SH                     SOLE             26454
SAN JUAN BASIN RTY TR             UNIT BEN INT       798241105 261     13459 SH                     SOLE             13459
SAP AG                            SPON ADR           803054204 3624    51904 SH                     SOLE             51904
SAPIENT CORP                      COM                803062108 228     18312 SH                     SOLE             18312
SARA LEE CORP                     COM                803111103 998     46337 SH                     SOLE             46337
SASOL LTD                         SPONSORED ADR      803866300 584     12008 SH                     SOLE             12008
SBA COMMUNICATIONS CORP           COM                78388J106 3889    76539 SH                     SOLE             76539
SCHLUMBERGER LTD                  COM                806857108 37336   533900 SH                    SOLE             533900
SCHOLASTIC CORP                   COM                807066105 545     15451 SH                     SOLE             15451
SCHWAB CHARLES CORP NEW           COM                808513105 2162    150432 SH                    SOLE             150432
SEAGATE TECHNOLOGY PLC            SHS                G7945M107 1256    46594 SH                     SOLE             46594
SEALED AIR CORP NEW               COM                81211K100 352     18238 SH                     SOLE             18238
SEARS HLDGS CORP                  COM                812350106 1421    21454 SH                     SOLE             21454
SEASPAN CORP                      SHS                Y75638109 295     17014 SH                     SOLE             17014
SEI INVESTMENTS CO                COM                784117103 322     15571 SH                     SOLE             15571
SELECT MED HLDGS CORP             COM                81619Q105 181     23544 SH                     SOLE             23544
SELECT SECTOR SPDR TR             SBI MATERIALS      81369Y100 325     8795 SH                      SOLE             8795
SELECT SECTOR SPDR TR             SBI CONS DISCR     81369Y407 816     18100 SH                     SOLE             18100
SELECTIVE INS GROUP INC           COM                816300107 255     14489 SH                     SOLE             14489
SEMGROUP CORP                     CL A               81663A105 577     19800 SH                     SOLE             19800
SENSATA TECHNOLOGIES HLDG BV      SHS                N7902X106 200     5986 SH                      SOLE             5986
SEQUENOM INC                      COM NEW            817337405 143     35250 SH                     SOLE             35250
SERACARE LIFE SCIENCES INC D      COM                81747T104 357     89590 SH                     SOLE             89590
SERVICE CORP INTL                 COM                817565104 865     76805 SH                     SOLE             76805
SHIRE PLC                         SPONSORED ADR      82481R106 1849    19513 SH                     SOLE             19513
SIGNATURE BK NEW YORK N Y         COM                82669G104 454     7206 SH                      SOLE             7206
SIGNET JEWELERS LIMITED           SHS                G81276100 544     11502 SH                     SOLE             11502
SILICON LABORATORIES INC          COM                826919102 681     15827 SH                     SOLE             15827
SILVERCORP METALS INC             COM                82835P103 162     23554 SH                     SOLE             23554
SIMON PPTY GROUP INC NEW          COM                828806109 1288    8839 SH                      SOLE             8839
SINA CORP                         ORD                G81477104 1855    28540 SH                     SOLE             28540
SIX FLAGS ENTMT CORP NEW          COM                83001A102 622     13305 SH                     SOLE             13305
SK TELECOM LTD                    SPONSORED ADR      78440P108 590     42431 SH                     SOLE             42431
SL GREEN RLTY CORP                COM                78440X101 2250    29013 SH                     SOLE             29013
SLM CORP                          COM                78442P106 3583    227330 SH                    SOLE             227330
SM ENERGY CO                      COM                78454L100 1467    20730 SH                     SOLE             20730
SMITH A O                         COM                831865209 720     16016 SH                     SOLE             16016
SMITHFIELD FOODS INC              COM                832248108 1125    51061 SH                     SOLE             51061
SOLERA HOLDINGS INC               COM                83421A104 1072    23368 SH                     SOLE             23368
SOLUTIA INC                       COM NEW            834376501 10933   391300 SH                    SOLE             391300
SONY CORP                         ADR NEW            835699307 852     41044 SH                     SOLE             41044
SOUTH JERSEY INDS INC             COM                838518108 668     13359 SH                     SOLE             13359
SOUTHWEST AIRLS CO                COM                844741108 1062    128871 SH                    SOLE             128871
SOUTHWESTERN ENERGY CO            COM                845467109 3217    105129 SH                    SOLE             105129
SOVRAN SELF STORAGE INC           COM                84610H108 1431    28725 SH                     SOLE             28725
SPDR GOLD TRUST                   GOLD SHS           78463V107 8771    54100 SH PUT                 SOLE             54100
SPDR S^P 500 ETF TR               TR UNIT            78462F103 26416   187600 SH PUT                SOLE             187600
SPDR S^P 500 ETF TR               TR UNIT            78462F103 31429   223200 SH CALL               SOLE             223200
ST JOE CO                         COM                790148100 1219    64145 SH                     SOLE             64145
STANLEY BLACK & DECKER INC        COM                854502101 2354    30588 SH                     SOLE             30588
STARWOOD HOTELS^RESORTS WRLD      COM                85590A401 2042    36207 SH                     SOLE             36207
STATE STR CORP                    COM                857477103 221     4866 SH                      SOLE             4866
STATOIL ASA                       SPONSORED ADR      85771P102 904     33337 SH                     SOLE             33337
STEEL DYNAMICS INC                COM                858119100 1410    96954 SH                     SOLE             96954
STELLARONE CORP                   COM                85856G100 410     34575 SH                     SOLE             34575
STERICYCLE INC                    COM                858912108 1752    20942 SH                     SOLE             20942
STRATEGIC HOTELS & RESORTS I      COM                86272T106 127     19271 SH                     SOLE             19271
STRAYER ED INC                    COM                863236105 272     2880 SH                      SOLE             2880
STRYKER CORP                      COM                863667101 7998    144164 SH                    SOLE             144164
SUNCOKE ENERGY INC                COM                86722A103 174     12271 SH                     SOLE             12271
SUNRISE SENIOR LIVING INC         COM                86768K106 231     36480 SH                     SOLE             36480
SUNSTONE HOTEL INVS INC NEW       COM                867892101 1038    106600 SH                    SOLE             106600
SUNTECH PWR HLDGS CO LTD          ADR                86800C104 130     42324 SH                     SOLE             42324
SUPERIOR ENERGY SVCS INC          COM                868157108 1531    58068 SH                     SOLE             58068
SUPERVALU INC                     COM                868536103 3084    540114 SH                    SOLE             540114
SXC HEALTH SOLUTIONS CORP         COM                78505P100 408     5441 SH                      SOLE             5441
SYMANTEC CORP                     COM                871503108 6183    330654 SH                    SOLE             330654
SYNCHRONOSS TECHNOLOGIES INC      COM                87157B103 316     9913 SH                      SOLE             9913
SYNOPSYS INC                      COM                871607107 1932    63013 SH                     SOLE             63013
SYNOVUS FINL CORP                 COM                87161C105 210     102662 SH                    SOLE             102662
TAKE-TWO INTERACTIVE SOFTWAR      COM                874054109 750     48772 SH                     SOLE             48772
TAL INTL GROUP INC                COM                874083108 608     16563 SH                     SOLE             16563
TALEO CORP                        CL A               87424N104 11639   253408 SH                    SOLE             253408
TALISMAN ENERGY INC               COM                87425E103 1050    83320 SH                     SOLE             83320
TAM SA                            SP ADR REP PFD     87484D103 254     10122 SH                     SOLE             10122
TANGER FACTORY OUTLET CTRS I      COM                875465106 2200    74000 SH                     SOLE             74000
TARGET CORP                       COM                87612E106 34453   591268 SH                    SOLE             591268
TATA MTRS LTD                     SPONSORED ADR      876568502 445     16503 SH                     SOLE             16503
TAUBMAN CTRS INC                  COM                876664103 2363    32388 SH                     SOLE             32388
TD AMERITRADE HLDG CORP           COM                87236Y108 682     34559 SH                     SOLE             34559
TE CONNECTIVITY LTD               REG SHS            H84989104 6204    168813 SH                    SOLE             168813
TEAM HEALTH HOLDINGS INC          COM                87817A107 544     26478 SH                     SOLE             26478
TECH DATA CORP                    COM                878237106 351     6472 SH                      SOLE             6472
TECK RESOURCES LTD                CL B               878742204 480     13460 SH                     SOLE             13460
TELEFONICA S A                    SPONSORED ADR      879382208 1351    82354 SH                     SOLE             82354
TELEPHONE & DATA SYS INC          COM NEW            879433829 818     35320 SH                     SOLE             35320
TELLABS INC                       COM                879664100 87      21535 SH                     SOLE             21535
TELUS CORP                        NON-VTG SHS        87971M202 874     15368 SH                     SOLE             15368
TERADATA CORP DEL                 COM                88076W103 315     4628 SH                      SOLE             4628
TERADYNE INC                      COM                880770102 1152    68194 SH                     SOLE             68194
TEREX CORP NEW                    COM                880779103 486     21603 SH                     SOLE             21603
TESORO CORP                       COM                881609101 1260    46943 SH                     SOLE             46943
TESSERA TECHNOLOGIES INC          COM                88164L100 175     10155 SH                     SOLE             10155
TEXAS INDS INC                    COM                882491103 986     28176 SH                     SOLE             28176
TEXAS ROADHOUSE INC               COM                882681109 469     28187 SH                     SOLE             28187
TFS FINL CORP                     COM                87240R107 250     26273 SH                     SOLE             26273
THERMO FISHER SCIENTIFIC INC      COM                883556102 12490   221539 SH                    SOLE             221539
THOMSON REUTERS CORP              COM                884903105 2258    78147 SH                     SOLE             78147
THORATEC CORP                     COM NEW            885175307 815     24167 SH                     SOLE             24167
TIFFANY & CO NEW                  COM                886547108 2416    34944 SH                     SOLE             34944
TIM HORTONS INC                   COM                88706M103 724     13524 SH                     SOLE             13524
TIME WARNER CABLE INC             COM                88732J207 8199    100599 SH                    SOLE             100599
TIME WARNER INC                   COM NEW            887317303 14606   386909 SH                    SOLE             386909
TIMKEN CO                         COM                887389104 1851    36476 SH                     SOLE             36476
TJX COS INC NEW                   COM                872540109 10638   267904 SH                    SOLE             267904
TNS INC                           COM                872960109 460     21146 SH                     SOLE             21146
TORCHMARK CORP                    COM                891027104 3295    66094 SH                     SOLE             66094
TOTAL S A                         SPONSORED ADR      89151E109 829     16211 SH                     SOLE             16211
TOTAL SYS SVCS INC                COM                891906109 629     27246 SH                     SOLE             27246
TOWER GROUP INC                   COM                891777104 488     21743 SH                     SOLE             21743
TRANSCEND SERVICES INC            COM NEW            893929208 5871    200048 SH                    SOLE             200048
TRANSDIGM GROUP INC               COM                893641100 779     6726 SH                      SOLE             6726
TRAVELERS COMPANIES INC           COM                89417E109 17910   302536 SH                    SOLE             302536
TRINA SOLAR LIMITED               SPON ADR           89628E104 123     17302 SH                     SOLE             17302
TRIPADVISOR INC                   COM                896945201 371     10395 SH                     SOLE             10395
TRIUMPH GROUP INC NEW             COM                896818101 1549    24721 SH                     SOLE             24721
TRUE RELIGION APPAREL INC         COM                89784N104 294     10748 SH                     SOLE             10748
TRW AUTOMOTIVE HLDGS CORP         COM                87264S106 1034    22268 SH                     SOLE             22268
TUDOU HLDGS LTD                   SPONSORED ADS      89903T107 1120    37917 SH                     SOLE             37917
TUPPERWARE BRANDS CORP            COM                899896104 591     9303 SH                      SOLE             9303
TYSON FOODS INC                   CL A               902494103 5335    278612 SH                    SOLE             278612
U S AIRWAYS GROUP INC             COM                90341W108 104     13729 SH                     SOLE             13729
U S G CORP                        COM NEW            903293405 340     19788 SH                     SOLE             19788
UBS AG                            SHS NEW            H89231338 1869    133286 SH                    SOLE             133286
UBS AG JERSEY BRH                 LNG SHT VIX        902641596 2323    96900 SH                     SOLE             96900
UDR INC                           COM                902653104 12176   455859 SH                    SOLE             455859
UGI CORP NEW                      COM                902681105 691     25354 SH                     SOLE             25354
ULTRATECH INC                     COM                904034105 519     17900 SH                     SOLE             17900
UNIFIRST CORP MASS                COM                904708104 441     7161 SH                      SOLE             7161
UNILEVER N V                      N Y SHS NEW        904784709 3036    89206 SH                     SOLE             89206
UNION PAC CORP                    COM                907818108 29921   278387 SH                    SOLE             278387
UNIT CORP                         COM                909218109 328     7672 SH                      SOLE             7672
UNITED PARCEL SERVICE INC         CL B               911312106 15589   193128 SH                    SOLE             193128
UNITED STATES OIL FUND LP         UNITS              91232N108 365     9300 SH                      SOLE             9300
UNITED STATES STL CORP NEW        COM                912909108 7574    257888 SH                    SOLE             257888
UNITED TECHNOLOGIES CORP          COM                913017109 3634    43815 SH                     SOLE             43815
UNITED THERAPEUTICS CORP DEL      COM                91307C102 816     17308 SH                     SOLE             17308
UNITEDHEALTH GROUP INC            COM                91324P102 3181    53976 SH                     SOLE             53976
UNIVERSAL HLTH SVCS INC           CL B               913903100 821     19582 SH                     SOLE             19582
UNIVEST CORP PA                   COM                915271100 279     16646 SH                     SOLE             16646
URS CORP NEW                      COM                903236107 1774    41729 SH                     SOLE             41729
UTI WORLDWIDE INC                 ORD                G87210103 482     27971 SH                     SOLE             27971
V F CORP                          COM                918204108 10350   70898 SH                     SOLE             70898
VAIL RESORTS INC                  COM                91879Q109 430     9940 SH                      SOLE             9940
VALASSIS COMMUNICATIONS INC       COM                918866104 554     24087 SH                     SOLE             24087
VALE S A                          ADR                91912E105 3009    128957 SH                    SOLE             128957
VALEANT PHARMACEUTICALS INTL      COM                91911K102 3906    72753 SH                     SOLE             72753
VALHI INC NEW                     COM                918905100 264     4979 SH                      SOLE             4979
VALSPAR CORP                      COM                920355104 3059    63355 SH                     SOLE             63355
VALUECLICK INC                    COM                92046N102 819     41506 SH                     SOLE             41506
VANCEINFO TECHNOLOGIES INC        ADR                921564100 247     20526 SH                     SOLE             20526
VANDA PHARMACEUTICALS INC         COM                921659108 267     55782 SH                     SOLE             55782
VARIAN MED SYS INC                COM                92220P105 2843    41225 SH                     SOLE             41225
VECTREN CORP                      COM                92240G101 241     8276 SH                      SOLE             8276
VENTAS INC                        COM                92276F100 4634    81159 SH                     SOLE             81159
VERISIGN INC                      COM                92343E102 236     6162 SH                      SOLE             6162
VERISK ANALYTICS INC              CL A               92345Y106 750     15971 SH                     SOLE             15971
VIACOM INC NEW                    CL B               92553P201 7968    167881 SH                    SOLE             167881
VICAL INC                         COM                925602104 69      20227 SH                     SOLE             20227
VIRGIN MEDIA INC                  COM                92769L101 1188    47571 SH                     SOLE             47571
VOLCANO CORPORATION               COM                928645100 556     19600 SH                     SOLE             19600
WAL MART STORES INC               COM                931142103 27836   454829 SH                    SOLE             454829
WALGREEN CO                       COM                931422109 6416    191572 SH                    SOLE             191572
WARNER CHILCOTT PLC IRELAND       SHS A              G94368100 1684    100194 SH                    SOLE             100194
WASHINGTON POST CO                CL B               939640108 2133    5710 SH                      SOLE             5710
WASTE CONNECTIONS INC             COM                941053100 574     17654 SH                     SOLE             17654
WATERS CORP                       COM                941848103 547     5900 SH                      SOLE             5900
WEATHERFORD INTERNATIONAL LT      REG SHS            H27013103 1597    105852 SH                    SOLE             105852
WEIGHT WATCHERS INTL INC NEW      COM                948626106 4507    58386 SH                     SOLE             58386
WELLS FARGO & CO NEW              COM                949746101 3430    100463 SH                    SOLE             100463
WERNER ENTERPRISES INC            COM                950755108 869     34973 SH                     SOLE             34973
WEST PHARMACEUTICAL SVSC INC      COM                955306105 288     6768 SH                      SOLE             6768
WESTAR ENERGY INC                 COM                95709T100 1827    65414 SH                     SOLE             65414
WESTERN DIGITAL CORP              COM                958102105 1545    37336 SH                     SOLE             37336
WESTERN UN CO                     COM                959802109 2156    122502 SH                    SOLE             122502
WEYERHAEUSER CO                   COM                962166104 1368    62400 SH                     SOLE             62400
WGL HLDGS INC                     COM                92924F106 722     17745 SH                     SOLE             17745
WHITE MTNS INS GROUP LTD          COM                G9618E107 340     678 SH                       SOLE             678
WHITING PETE CORP NEW             COM                966387102 964     17750 SH                     SOLE             17750
WHOLE FOODS MKT INC               COM                966837106 1365    16404 SH                     SOLE             16404
WILLIS GROUP HOLDINGS PUBLIC      SHS                G96666105 1082    30943 SH                     SOLE             30943
WILSHIRE BANCORP INC              COM                97186T108 124     25660 SH                     SOLE             25660
WISCONSIN ENERGY CORP             COM                976657106 3904    110968 SH                    SOLE             110968
WOODWARD INC                      COM                980745103 408     9530 SH                      SOLE             9530
WPX ENERGY INC                    COM                98212B103 573     31812 SH                     SOLE             31812
WYNDHAM WORLDWIDE CORP            COM                98310W108 2068    44463 SH                     SOLE             44463
WYNN RESORTS LTD                  COM                983134107 5602    44859 SH                     SOLE             44859
XCEL ENERGY INC                   COM                98389B100 8587    324401 SH                    SOLE             324401
XEROX CORP                        COM                984121103 1607    198969 SH                    SOLE             198969
YAMANA GOLD INC                   COM                98462Y100 960     61478 SH                     SOLE             61478
YINGLI GREEN ENERGY HLDG CO       ADR                98584B103 203     56202 SH                     SOLE             56202
ZIMMER HLDGS INC                  COM                98956P102 7233    112528 SH                    SOLE             112528
ZOLL MED CORP                     COM                989922109 11878   128226 SH                    SOLE             128226
ZUMIEZ INC                        COM                989817101 962     26629 SH                     SOLE             26629