Stevens Capital Management

Stevens Capital Management as of Sept. 30, 2012

Portfolio Holdings for Stevens Capital Management

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

                {S} {C}
                                                                  VALUE   SHRS/PRN   SH/  PUT/  INV     OTHER   VOTING AUTHORITY
NAME OF ISSUER                    TITLE OF CLASS      CUSIP     (X$1000)   AMOUNT    PRN  CALL DISCR  MANAGERS        SOLE
--------------                    --------------      --------  --------- ---------- ---  ---- -----  --------  ----------------
3-D SYS CORP DEL                  COM NEW             88554D205       223       6784 SH         SOLE                         6784
3M CO                             COM                 88579Y101     28548     308895 SH         SOLE                       308895
A123 SYS INC                      COM                 03739T108         9      34391 SH         SOLE                        34391
AARONS INC                        COM PAR $0.50       002535300       450      16184 SH         SOLE                        16184
ABERCROMBIE & FITCH CO            CL A                002896207      1630      48056 SH         SOLE                        48056
ACACIA RESH CORP                  ACACIA TCH COM      003881307       368      13431 SH         SOLE                        13431
ACCENTURE PLC IRELAND             SHS CLASS A         G1151C101      6397      91347 SH         SOLE                        91347
ACHILLION PHARMACEUTICALS IN      COM                 00448Q201       143      13737 SH         SOLE                        13737
ACTIVISION BLIZZARD INC           COM                 00507V109      3408     302241 SH         SOLE                       302241
ACTUATE CORP                      COM                 00508B102       117      16638 SH         SOLE                        16638
ADOBE SYS INC                     COM                 00724F101      6664     205471 SH         SOLE                       205471
ADVANCE AUTO PARTS INC            COM                 00751Y106       492       7182 SH         SOLE                         7182
ADVANCED ENERGY INDS              COM                 007973100       134      10843 SH         SOLE                        10843
ADVANCED MICRO DEVICES INC        COM                 007903107        91      27045 SH         SOLE                        27045
AEGION CORP                       COM                 00770F104       248      12929 SH         SOLE                        12929
AEROPOSTALE                       COM                 007865108       429      31703 SH         SOLE                        31703
AES CORP                          COM                 00130H105      1234     112519 SH         SOLE                       112519
AFFILIATED MANAGERS GROUP         COM                 008252108      1104       8978 SH         SOLE                         8978
AGILENT TECHNOLOGIES INC          COM                 00846U101       701      18232 SH         SOLE                        18232
AGNICO EAGLE MINES LTD            COM                 008474108      2858      55083 SH         SOLE                        55083
AIR METHODS CORP                  COM PAR $.06        009128307       213       1782 SH         SOLE                         1782
AK STL HLDG CORP                  COM                 001547108       147      30623 SH         SOLE                        30623
AKORN INC                         COM                 009728106       392      29689 SH         SOLE                        29689
ALASKA AIR GROUP INC              COM                 011659109       669      19093 SH         SOLE                        19093
ALBEMARLE CORP                    COM                 012653101      2108      40009 SH         SOLE                        40009
ALCOA INC                         COM                 013817101      2441     275714 SH         SOLE                       275714
ALEXANDER & BALDWIN INC NEW       COM                 014491104       255       8649 SH         SOLE                         8649
ALEXANDRIA REAL ESTATE EQ IN      COM                 015271109      1909      25972 SH         SOLE                        25972
ALLEGHENY TECHNOLOGIES INC        COM                 01741R102      1141      35776 SH         SOLE                        35776
ALLEGIANT TRAVEL CO               COM                 01748X102       535       8442 SH         SOLE                         8442
ALLIANCE ONE INTL INC             COM                 018772103        47      14407 SH         SOLE                        14407
ALLIANT ENERGY CORP               COM                 018802108      1851      42663 SH         SOLE                        42663
ALLIANT TECHSYSTEMS INC           COM                 018804104       739      14754 SH         SOLE                        14754
ALLSTATE CORP                     COM                 020002101      7680     193893 SH         SOLE                       193893
ALPHA NATURAL RESOURCES INC       COM                 02076X102       454      69080 SH         SOLE                        69080
ALTERA CORP                       COM                 021441100      2097      61685 SH         SOLE                        61685
ALTRIA GROUP INC                  COM                 02209S103     27829     833441 SH         SOLE                       833441
AMEDISYS INC                      COM                 023436108       151      10898 SH         SOLE                        10898
AMEREN CORP                       COM                 023608102      2124      65015 SH         SOLE                        65015
AMERICA MOVIL SAB DE CV           SPON ADR L SHS      02364W105      2467      97018 SH         SOLE                        97018
AMERICAN ASSETS TR INC            COM                 024013104       436      16281 SH         SOLE                        16281
AMERICAN CAMPUS CMNTYS INC        COM                 024835100      1196      27259 SH         SOLE                        27259
AMERICAN CAPITAL AGENCY CORP      COM                 02503X105       985      28482 SH         SOLE                        28482
AMERICAN EAGLE OUTFITTERS NE      COM                 02553E106      2464     116899 SH         SOLE                       116899
AMERICAN FINL GROUP INC OHIO      COM                 025932104       275       7243 SH         SOLE                         7243
AMERICAN PUBLIC EDUCATION IN      COM                 02913V103       214       5864 SH         SOLE                         5864
AMERICAN WTR WKS CO INC NEW       COM                 030420103      2982      80475 SH         SOLE                        80475
AMERIGROUP CORP                   COM                 03073T102      8107      88669 SH         SOLE                        88669
AMERIPRISE FINL INC               COM                 03076C106      1950      34395 SH         SOLE                        34395
AMERISOURCEBERGEN CORP            COM                 03073E105      1854      47893 SH         SOLE                        47893
AMKOR TECHNOLOGY INC              COM                 031652100        44      10027 SH         SOLE                        10027
AMPHENOL CORP NEW                 CL A                032095101      1168      19841 SH         SOLE                        19841
AMSURG CORP                       COM                 03232P405       222       7834 SH         SOLE                         7834
ANADARKO PETE CORP                COM                 032511107     26808     383408 SH         SOLE                       383408
ANALOG DEVICES INC                COM                 032654105      2119      54093 SH         SOLE                        54093
ANDERSONS INC                     COM                 034164103       322       8538 SH         SOLE                         8538
ANGLOGOLD ASHANTI LTD             SPONSORED ADR       035128206      1727      49274 SH         SOLE                        49274
ANHEUSER BUSCH INBEV SA/NV        SPONSORED ADR       03524A108      1761      20499 SH         SOLE                        20499
APACHE CORP                       COM                 037411105     28040     324270 SH         SOLE                       324270
APARTMENT INVT & MGMT CO          CL A                03748R101       735      28286 SH         SOLE                        28286
APOGEE ENTERPRISES INC            COM                 037598109       229      11662 SH         SOLE                        11662
APOLLO GROUP INC                  CL A                037604105      1967      67717 SH         SOLE                        67717
APPLE INC                         COM                 037833100     16213      24304 SH         SOLE                        24304
APPLIED INDL TECHNOLOGIES IN      COM                 03820C105       292       7043 SH         SOLE                         7043
ARCELORMITTAL SA LUXEMBOURG       NY REGISTRY SH      03938L104      4413     305622 SH         SOLE                       305622
ARCH CAP GROUP LTD                ORD                 G0450A105      1551      37241 SH         SOLE                        37241
ARIBA INC                         COM NEW             04033V203     11423     254981 SH         SOLE                       254981
ARQULE INC                        COM                 04269E107       112      21958 SH         SOLE                        21958
ARRAY BIOPHARMA INC               COM                 04269X105       204      34888 SH         SOLE                        34888
ARRIS GROUP INC                   COM                 04269Q100       900      70358 SH         SOLE                        70358
ASPEN INSURANCE HOLDINGS LTD      SHS                 G05384105       237       7789 SH         SOLE                         7789
ASSOCIATED BANC CORP              COM                 045487105       200      15189 SH         SOLE                        15189
ASTRAZENECA PLC                   SPONSORED ADR       046353108       312       6515 SH         SOLE                         6515
AT^T INC                          COM                 00206R102       776      20583 SH         SOLE                        20583
ATMEL CORP                        COM                 049513104       650     123641 SH         SOLE                       123641
ATWOOD OCEANICS INC               COM                 050095108       373       8217 SH         SOLE                         8217
AURIZON MINES LTD                 COM                 05155P106        90      17147 SH         SOLE                        17147
AUTOLIV INC                       COM                 052800109       298       4805 SH         SOLE                         4805
AUTOMATIC DATA PROCESSING IN      COM                 053015103      4111      70085 SH         SOLE                        70085
AUTOZONE INC                      COM                 053332102      4741      12824 SH         SOLE                        12824
AUXILIUM PHARMACEUTICALS INC      COM                 05334D107       219       8961 SH         SOLE                         8961
AVALONBAY CMNTYS INC              COM                 053484101      3631      26697 SH         SOLE                        26697
AVIS BUDGET GROUP                 COM                 053774105       511      33249 SH         SOLE                        33249
AVISTA CORP                       COM                 05379B107       270      10482 SH         SOLE                        10482
AVNET INC                         COM                 053807103       742      25508 SH         SOLE                        25508
AVON PRODS INC                    COM                 054303102       292      18314 SH         SOLE                        18314
AVX CORP NEW                      COM                 002444107       133      13904 SH         SOLE                        13904
B/E AEROSPACE INC                 COM                 073302101       688      16342 SH         SOLE                        16342
BAIDU INC                         SPON ADR REP A      056752108       920       7870 SH         SOLE                         7870
BAKER HUGHES INC                  COM                 057224107      1199      26516 SH         SOLE                        26516
BALL CORP                         COM                 058498106      3093      73097 SH         SOLE                        73097
BANCO SANTANDER BRASIL S A        ADS REP 1 UNIT      05967A107       514      69775 SH         SOLE                        69775
BANCORPSOUTH INC                  COM                 059692103       462      31347 SH         SOLE                        31347
BANK HAWAII CORP                  COM                 062540109      1063      23291 SH         SOLE                        23291
BANK MONTREAL QUE                 COM                 063671101      2271      38462 SH         SOLE                        38462
BANK OF NEW YORK MELLON CORP      COM                 064058100      3260     144121 SH         SOLE                       144121
BANKUNITED INC                    COM                 06652K103      2417      98232 SH         SOLE                        98232
BARCLAYS BK PLC                   S^P 500 VEQTOR      06740C337      1958      15000 SH         SOLE                        15000
BARCLAYS BK PLC                   IPATH DYNM VIX      06741L609      2000      37900 SH         SOLE                        37900
BARCLAYS PLC                      ADR                 06738E204       563      40569 SH         SOLE                        40569
BARD C R INC                      COM                 067383109       892       8523 SH         SOLE                         8523
BARRICK GOLD CORP                 COM                 067901108      3293      78865 SH         SOLE                        78865
BASIC ENERGY SVCS INC NEW         COM                 06985P100       149      13324 SH         SOLE                        13324
BAXTER INTL INC                   COM                 071813109     22803     378353 SH         SOLE                       378353
BCE INC                           COM NEW             05534B760      2280      51890 SH         SOLE                        51890
BEACON FED BANCORP INC            COM                 073582108      3578     174017 SH         SOLE                       174017
BEAM INC                          COM                 073730103      3199      55596 SH         SOLE                        55596
BEAZER HOMES USA INC              COM                 07556Q105        47      13200 SH         SOLE                        13200
BEBE STORES INC                   COM                 075571109       146      30514 SH         SOLE                        30514
BELDEN INC                        COM                 077454106       333       9033 SH         SOLE                         9033
BELO CORP                         COM SER A           080555105       142      18074 SH         SOLE                        18074
BEMIS INC                         COM                 081437105      1219      38733 SH         SOLE                        38733
BENCHMARK ELECTRS INC             COM                 08160H101       189      12392 SH         SOLE                        12392
BERKLEY W R CORP                  COM                 084423102      3109      82931 SH         SOLE                        82931
BIG LOTS INC                      COM                 089302103       528      17860 SH         SOLE                        17860
BIOGEN IDEC INC                   COM                 09062X103     20826     139575 SH         SOLE                       139575
BLACKBAUD INC                     COM                 09227Q100       522      21802 SH         SOLE                        21802
BLACKROCK KELSO CAPITAL CORP      COM                 092533108       297      30596 SH         SOLE                        30596
BMC SOFTWARE INC                  COM                 055921100      4096      98722 SH         SOLE                        98722
BOB EVANS FARMS INC               COM                 096761101       425      10852 SH         SOLE                        10852
BOEING CO                         COM                 097023105     34283     492611 SH         SOLE                       492611
BOK FINL CORP                     COM NEW             05561Q201      2032      34387 SH         SOLE                        34387
BOSTON PROPERTIES INC             COM                 101121101      1226      11087 SH         SOLE                        11087
BOSTON SCIENTIFIC CORP            COM                 101137107      1454     253367 SH         SOLE                       253367
BP PLC                            SPONSORED ADR       055622104      1739      41044 SH         SOLE                        41044
BRANDYWINE RLTY TR                SH BEN INT NEW      105368203      2748     225402 SH         SOLE                       225402
BRAVO BRIO RESTAURANT GROUP       COM                 10567B109       146      10022 SH         SOLE                        10022
BRIGHTPOINT INC                   COM NEW             109473405      4754     529999 SH         SOLE                       529999
BROADCOM CORP                     CL A                111320107      8362     241881 SH         SOLE                       241881
BROADRIDGE FINL SOLUTIONS IN      COM                 11133T103       462      19800 SH         SOLE                        19800
BROCADE COMMUNICATIONS SYS I      COM NEW             111621306       347      58593 SH         SOLE                        58593
BROOKFIELD ASSET MGMT INC         CL A LTD VT SH      112585104      2672      77417 SH         SOLE                        77417
BROWN & BROWN INC                 COM                 115236101       521      19971 SH         SOLE                        19971
BRUNSWICK CORP                    COM                 117043109       805      35574 SH         SOLE                        35574
BUCKEYE TECHNOLOGIES INC          COM                 118255108       318       9922 SH         SOLE                         9922
CABOT CORP                        COM                 127055101       876      23953 SH         SOLE                        23953
CACI INTL INC                     CL A                127190304       211       4082 SH         SOLE                         4082
CADENCE DESIGN SYSTEM INC         COM                 127387108      1841     143073 SH         SOLE                       143073
CADENCE PHARMACEUTICALS INC       COM                 12738T100       179      45592 SH         SOLE                        45592
CAMECO CORP                       COM                 13321L108      1743      89617 SH         SOLE                        89617
CAMPBELL SOUP CO                  COM                 134429109      4120     118318 SH         SOLE                       118318
CANADIAN NAT RES LTD              COM                 136385101      2451      79590 SH         SOLE                        79590
CANADIAN NATL RY CO               COM                 136375102      3156      35766 SH         SOLE                        35766
CAPITAL ONE FINL CORP             COM                 14040H105      6663     116877 SH         SOLE                       116877
CAPITOL FED FINL INC              COM                 14057J101       276      23071 SH         SOLE                        23071
CAPSTONE TURBINE CORP             COM                 14067D102        19      19496 SH         SOLE                        19496
CARDINAL HEALTH INC               COM                 14149Y108      1948      49991 SH         SOLE                        49991
CAREFUSION CORP                   COM                 14170T101      1795      63212 SH         SOLE                        63212
CARNIVAL CORP                     PAIRED CTF          143658300      5613     154066 SH         SOLE                       154066
CARPENTER TECHNOLOGY CORP         COM                 144285103       536      10248 SH         SOLE                        10248
CARTER INC                        COM                 146229109       413       7666 SH         SOLE                         7666
CASEYS GEN STORES INC             COM                 147528103       501       8772 SH         SOLE                         8772
CBIZ INC                          COM                 124805102       148      24599 SH         SOLE                        24599
CBS CORP NEW                      CL B                124857202     16592     456714 SH         SOLE                       456714
CELANESE CORP DEL                 COM SER A           150870103      3251      85765 SH         SOLE                        85765
CELESTICA INC                     SUB VTG SHS         15101Q108       186      26021 SH         SOLE                        26021
CENTENE CORP DEL                  COM                 15135B101       420      11238 SH         SOLE                        11238
CENTERPOINT ENERGY INC            COM                 15189T107      5415     254232 SH         SOLE                       254232
CENTRAIS ELETRICAS BRASILEIR      SPONSORED ADR       15234Q207        84      14168 SH         SOLE                        14168
CENTURYLINK INC                   COM                 156700106     24341     602493 SH         SOLE                       602493
CERNER CORP                       COM                 156782104      5228      67550 SH         SOLE                        67550
CEVA INC                          COM                 157210105       295      20500 SH         SOLE                        20500
CHENIERE ENERGY INC               COM NEW             16411R208       202      13034 SH         SOLE                        13034
CHESAPEAKE ENERGY CORP            COM                 165167107      6466     342674 SH         SOLE                       342674
CHICOS FAS INC                    COM                 168615102       937      51714 SH         SOLE                        51714
CHINA KANGHUI HLDGS               SPONSORED ADR       16890V100       472      15550 SH         SOLE                        15550
CHINA LIFE INS CO LTD             SPON ADR REP H      16939P106      1153      26595 SH         SOLE                        26595
CHINA PETE & CHEM CORP            SPON ADR H SHS      16941R108       457       4949 SH         SOLE                         4949
CHINA TELECOM CORP LTD            SPON ADR H SHS      169426103       320       5522 SH         SOLE                         5522
CHIPOTLE MEXICAN GRILL INC        COM                 169656105      1018       3205 SH         SOLE                         3205
CHUBB CORP                        COM                 171232101      3938      51621 SH         SOLE                        51621
CHUNGHWA TELECOM CO LTD           SPON ADR NEW11      17133Q502       753      23716 SH         SOLE                        23716
CHURCH & DWIGHT INC               COM                 171340102      4787      88673 SH         SOLE                        88673
CHURCHILL DOWNS INC               COM                 171484108       236       3755 SH         SOLE                         3755
CIMAREX ENERGY CO                 COM                 171798101      1109      18935 SH         SOLE                        18935
CINEMARK HOLDINGS INC             COM                 17243V102      2038      90882 SH         SOLE                        90882
CISCO SYS INC                     COM                 17275R102     15535     813543 SH         SOLE                       813543
CIT GROUP INC                     COM NEW             125581801      1782      45230 SH         SOLE                        45230
CITIZENS REPUBLIC BANCORP IN      COM NEW             174420307      1537      79430 SH         SOLE                        79430
CITIZENS SOUTH BKG CP DEL         COM                 176682102       748     106909 SH         SOLE                       106909
CITRIX SYS INC                    COM                 177376100      6057      79145 SH         SOLE                        79145
CITY NATL CORP                    COM                 178566105      1183      22957 SH         SOLE                        22957
CLEARWIRE CORP NEW                CL A                18538Q105        16      11814 SH         SOLE                        11814
CLOROX CO DEL                     COM                 189054109      5563      77213 SH         SOLE                        77213
CMS ENERGY CORP                   COM                 125896100      3758     159568 SH         SOLE                       159568
CNH GLOBAL N V                    SHS NEW             N20935206       496      12789 SH         SOLE                        12789
COCA COLA CO                      COM                 191216100     31759     837297 SH         SOLE                       837297
COHEN & STEERS INC                COM                 19247A100       327      11029 SH         SOLE                        11029
COINSTAR INC                      COM                 19259P300       697      15489 SH         SOLE                        15489
COLUMBIA BKG SYS INC              COM                 197236102       397      21419 SH         SOLE                        21419
COMCAST CORP NEW                  CL A SPL            20030N200       452      12989 SH         SOLE                        12989
COMCAST CORP NEW                  CL A                20030N101      4383     122611 SH         SOLE                       122611
COMERICA INC                      COM                 200340107      7751     249641 SH         SOLE                       249641
COMMERCE BANCSHARES INC           COM                 200525103      1673      41484 SH         SOLE                        41484
COMMERCIAL METALS CO              COM                 201723103       134      10127 SH         SOLE                        10127
COMPANHIA DE BEBIDAS DAS AME      SPON ADR PFD        20441W203       316       8255 SH         SOLE                         8255
COMPANHIA ENERGETICA DE MINA      SP ADR N-V PFD      204409601       122      10035 SH         SOLE                        10035
COMPANHIA SIDERURGICA NACION      SPONSORED ADR       20440W105        78      13922 SH         SOLE                        13922
COMPUTER PROGRAMS & SYS INC       COM                 205306103       270       4865 SH         SOLE                         4865
COMPUTER SCIENCES CORP            COM                 205363104      2528      78475 SH         SOLE                        78475
COMTECH TELECOMMUNICATIONS C      COM NEW             205826209       400      14469 SH         SOLE                        14469
CON-WAY INC                       COM                 205944101       816      29796 SH         SOLE                        29796
CONAGRA FOODS INC                 COM                 205887102     10048     364172 SH         SOLE                       364172
CONSOLIDATED EDISON INC           COM                 209115104      1436      23974 SH         SOLE                        23974
CONSTELLATION BRANDS INC          CL A                21036P108      1139      35196 SH         SOLE                        35196
CONTANGO OIL & GAS COMPANY        COM NEW             21075N204       325       6623 SH         SOLE                         6623
CONVERGYS CORP                    COM                 212485106       444      28329 SH         SOLE                        28329
COOPER INDUSTRIES PLC             SHS                 G24140108     10342     137782 SH         SOLE                       137782
COPART INC                        COM                 217204106       441      15906 SH         SOLE                        15906
CORCEPT THERAPEUTICS INC          COM                 218352102        90      32392 SH         SOLE                        32392
CORELOGIC INC                     COM                 21871D103       339      12787 SH         SOLE                        12787
COSTCO WHSL CORP NEW              COM                 22160K105      3247      32421 SH         SOLE                        32421
COTT CORP QUE                     COM                 22163N106       700      88564 SH         SOLE                        88564
COUSINS PPTYS INC                 COM                 222795106       153      19236 SH         SOLE                        19236
COVANCE INC                       COM                 222816100      3117      66759 SH         SOLE                        66759
COVANTA HLDG CORP                 COM                 22282E102       598      34868 SH         SOLE                        34868
COVENTRY HEALTH CARE INC          COM                 222862104      9362     224554 SH         SOLE                       224554
COVIDIEN PLC                      SHS                 G2554F113      4858      81763 SH         SOLE                        81763
CRACKER BARREL OLD CTRY STOR      COM                 22410J106       565       8412 SH         SOLE                         8412
CREDIT SUISSE GROUP               SPONSORED ADR       225401108       462      21859 SH         SOLE                        21859
CREDIT SUISSE NASSAU BRH          INVRS VIX STERM     22542D795      3743     219900 SH         SOLE                       219900
CREDO PETE CORP                   COM PAR $0.10       225439207       499      34440 SH         SOLE                        34440
CREE INC                          COM                 225447101       720      28232 SH         SOLE                        28232
CROCS INC                         COM                 227046109       657      40523 SH         SOLE                        40523
CROWN CASTLE INTL CORP            COM                 228227104      4298      67050 SH         SOLE                        67050
CROWN HOLDINGS INC                COM                 228368106      3156      85887 SH         SOLE                        85887
CSX CORP                          COM                 126408103      9095     438311 SH         SOLE                       438311
CTRIP COM INTL LTD                AMERICAN DEP SHS    22943F100       180      10660 SH         SOLE                        10660
CUMMINS INC                       COM                 231021106     23129     250831 SH         SOLE                       250831
CURIS INC                         COM                 231269101       216      52116 SH         SOLE                        52116
CVB FINL CORP                     COM                 126600105      1013      84835 SH         SOLE                        84835
CYPRESS SEMICONDUCTOR CORP        COM                 232806109      1098     102615 SH         SOLE                       102615
CYS INVTS INC                     COM                 12673A108       764      54230 SH         SOLE                        54230
DAKTRONICS INC                    COM                 234264109        97      10194 SH         SOLE                        10194
DANA HLDG CORP                    COM                 235825205      1189      96684 SH         SOLE                        96684
DARDEN RESTAURANTS INC            COM                 237194105      5109      91636 SH         SOLE                        91636
DEALERTRACK HLDGS INC             COM                 242309102       652      23411 SH         SOLE                        23411
DEAN FOODS CO NEW                 COM                 242370104      1759     107606 SH         SOLE                       107606
DELL INC                          COM                 24702R101      9614     975535 SH         SOLE                       975535
DELPHI AUTOMOTIVE PLC             SHS                 G27823106       722      23282 SH         SOLE                        23282
DELTA AIR LINES INC DEL           COM NEW             247361702      6674     728591 SH         SOLE                       728591
DENBURY RES INC                   COM NEW             247916208       177      10967 SH         SOLE                        10967
DEVON ENERGY CORP NEW             COM                 25179M103     14798     244598 SH         SOLE                       244598
DIAMONDROCK HOSPITALITY CO        COM                 252784301      1682     174644 SH         SOLE                       174644
DIEBOLD INC                       COM                 253651103       298       8828 SH         SOLE                         8828
DIRECTV                           COM                 25490A309     11653     222213 SH         SOLE                       222213
DIREXION SHS ETF TR               DLY ENRGY BULL3X    25459W888       430       8026 SH         SOLE                         8026
DIREXION SHS ETF TR               DLY FIN BULL NEW    25459Y694      1516      14443 SH         SOLE                        14443
DIREXION SHS ETF TR               DLY SMCAP BEAR3X    25459W110       586      39397 SH         SOLE                        39397
DIREXION SHS ETF TR               DLY ENRGY BEAR3X    25459W342       324      42361 SH         SOLE                        42361
DISCOVER FINL SVCS                COM                 254709108     11326     285069 SH         SOLE                       285069
DISCOVERY COMMUNICATNS NEW        COM SER C           25470F302       533       9509 SH         SOLE                         9509
DISH NETWORK CORP                 CL A                25470M109      3233     105608 SH         SOLE                       105608
DISNEY WALT CO                    COM DISNEY          254687106      9300     177886 SH         SOLE                       177886
DOLLAR THRIFTY AUTOMOTIVE GP      COM                 256743105     11544     132794 SH         SOLE                       132794
DOLLAR TREE INC                   COM                 256746108      1321      27350 SH         SOLE                        27350
DOMINION RES INC VA NEW           COM                 25746U109      2495      47135 SH         SOLE                        47135
DONNELLEY R R & SONS CO           COM                 257867101      3214     303198 SH         SOLE                       303198
DOVER CORP                        COM                 260003108       500       8411 SH         SOLE                         8411
DOW CHEM CO                       COM                 260543103      8445     291664 SH         SOLE                       291664
DUKE ENERGY CORP NEW              COM NEW             26441C204      4158      64172 SH         SOLE                        64172
DUNKIN BRANDS GROUP INC           COM                 265504100       374      12804 SH         SOLE                        12804
DUPONT FABROS TECHNOLOGY INC      COM                 26613Q106      3776     149542 SH         SOLE                       149542
DYCOM INDS INC                    COM                 267475101       722      50188 SH         SOLE                        50188
E M C CORP MASS                   COM                 268648102      1867      68475 SH         SOLE                        68475
EARTHLINK INC                     COM                 270321102       192      26897 SH         SOLE                        26897
EAST WEST BANCORP INC             COM                 27579R104      3403     161147 SH         SOLE                       161147
EBAY INC                          COM                 278642103     18995     392704 SH         SOLE                       392704
EDUCATION RLTY TR INC             COM                 28140H104      1816     166626 SH         SOLE                       166626
ELAN PLC                          ADR                 284131208       488      45502 SH         SOLE                        45502
ELECTRONIC ARTS INC               COM                 285512109       747      58895 SH         SOLE                        58895
EMERGENT BIOSOLUTIONS INC         COM                 29089Q105       199      14021 SH         SOLE                        14021
EMERITUS CORP                     COM                 291005106       213      10180 SH         SOLE                        10180
EMERSON ELEC CO                   COM                 291011104     10215     211627 SH         SOLE                       211627
ENBRIDGE INC                      COM                 29250N105       888      22740 SH         SOLE                        22740
ENCANA CORP                       COM                 292505104      1783      81364 SH         SOLE                        81364
ENCORE CAP GROUP INC              COM                 292554102       318      11242 SH         SOLE                        11242
ENDO HEALTH SOLUTIONS INC         COM                 29264F205      1559      49142 SH         SOLE                        49142
ENERGIZER HLDGS INC               COM                 29266R108       309       4135 SH         SOLE                         4135
ENERGY XXI (BERMUDA) LTD          USD UNRS SHS        G10082140       352      10066 SH         SOLE                        10066
ENERSYS                           COM                 29275Y102      1161      32894 SH         SOLE                        32894
ENI S P A                         SPONSORED ADR       26874R108       712      16247 SH         SOLE                        16247
ENSCO PLC                         SHS CLASS A         G3157S106      3596      65903 SH         SOLE                        65903
ENTEGRIS INC                      COM                 29362U104       210      25852 SH         SOLE                        25852
ENTERGY CORP NEW                  COM                 29364G103       345       4985 SH         SOLE                         4985
EPLUS INC                         COM                 294268107       237       6036 SH         SOLE                         6036
EQUIFAX INC                       COM                 294429105      3067      65848 SH         SOLE                        65848
EQUINIX INC                       COM NEW             29444U502       341       1654 SH         SOLE                         1654
EQUITY LIFESTYLE PPTYS INC        COM                 29472R108      3595      52775 SH         SOLE                        52775
EQUITY ONE                        COM                 294752100       894      42468 SH         SOLE                        42468
EQUITY RESIDENTIAL                SH BEN INT          29476L107     10420     181116 SH         SOLE                       181116
ERICSSON                          ADR B SEK 10        294821608      1326     145354 SH         SOLE                       145354
ESSEX PPTY TR INC                 COM                 297178105      1154       7786 SH         SOLE                         7786
ESTERLINE TECHNOLOGIES CORP       COM                 297425100       485       8646 SH         SOLE                         8646
EURONET WORLDWIDE INC             COM                 298736109       220      11733 SH         SOLE                        11733
EXELIS INC                        COM                 30162A108       603      58269 SH         SOLE                        58269
EXPEDITORS INTL WASH INC          COM                 302130109       646      17763 SH         SOLE                        17763
EXPRESS INC                       COM                 30219E103       603      40714 SH         SOLE                        40714
EXTRA SPACE STORAGE INC           COM                 30225T102      4532     136308 SH         SOLE                       136308
F5 NETWORKS INC                   COM                 315616102       800       7641 SH         SOLE                         7641
FACEBOOK INC                      CL A                30303M102      4006     184962 SH         SOLE                       184962
FAIRCHILD SEMICONDUCTOR INTL      COM                 303726103       924      70401 SH         SOLE                        70401
FEDERAL REALTY INVT TR            SH BEN INT NEW      313747206      4337      41189 SH         SOLE                        41189
FEDERATED INVS INC PA             CL B                314211103       610      29500 SH         SOLE                        29500
FIDELITY BANCORP INC              COM                 315831107      2593     122662 SH         SOLE                       122662
FIDELITY NATIONAL FINANCIAL       CL A                31620R105      1376      64315 SH         SOLE                        64315
FIDELITY NATL INFORMATION SV      COM                 31620M106      6248     200136 SH         SOLE                       200136
FIFTH & PAC COS INC               COM                 316645100       225      17580 SH         SOLE                        17580
FINISH LINE INC                   CL A                317923100       306      13447 SH         SOLE                        13447
FIRST HORIZON NATL CORP           COM                 320517105      1427     148208 SH         SOLE                       148208
FIRST INDUSTRIAL REALTY TRUS      COM                 32054K103       765      58242 SH         SOLE                        58242
FIRST NIAGARA FINL GP INC         COM                 33582V108      1924     238362 SH         SOLE                       238362
FIRST POTOMAC RLTY TR             COM                 33610F109       173      13432 SH         SOLE                        13432
FIRSTMERIT CORP                   COM                 337915102       187      12713 SH         SOLE                        12713
FLEXTRONICS INTL LTD              ORD                 Y2573F102      1889     314801 SH         SOLE                       314801
FLOWERS FOODS INC                 COM                 343498101       425      21043 SH         SOLE                        21043
FLOWSERVE CORP                    COM                 34354P105      2473      19358 SH         SOLE                        19358
FOOT LOCKER INC                   COM                 344849104       332       9350 SH         SOLE                         9350
FORD MTR CO DEL                   COM PAR $0.01       345370860     16779    1701755 SH         SOLE                      1701755
FORMFACTOR INC                    COM                 346375108        64      11430 SH         SOLE                        11430
FORTINET INC                      COM                 34959E109       841      34883 SH         SOLE                        34883
FORTUNE BRANDS HOME & SEC IN      COM                 34964C106       845      31300 SH         SOLE                        31300
FOSSIL INC                        COM                 349882100       825       9745 SH         SOLE                         9745
FRESENIUS MED CARE AG^CO KGA      SPONSORED ADR       358029106       848      11556 SH         SOLE                        11556
FULL HOUSE RESORTS INC            COM                 359678109        44      11600 SH         SOLE                        11600
FULTON FINL CORP PA               COM                 360271100      3111     315875 SH         SOLE                       315875
G & K SVCS INC                    CL A                361268105       218       6938 SH         SOLE                         6938
GALLAGHER ARTHUR J & CO           COM                 363576109       518      14466 SH         SOLE                        14466
GAP INC DEL                       COM                 364760108      2049      57270 SH         SOLE                        57270
GARTNER INC                       COM                 366651107      1255      27232 SH         SOLE                        27232
GENERAL DYNAMICS CORP             COM                 369550108      3321      50222 SH         SOLE                        50222
GENERAL MLS INC                   COM                 370334104     17278     433588 SH         SOLE                       433588
GENERAL MTRS CO                   COM                 37045V100       375      16486 SH         SOLE                        16486
GENESCO INC                       COM                 371532102      1558      23346 SH         SOLE                        23346
GENON ENERGY INC                  COM                 37244E107       674     266403 SH         SOLE                       266403
GENPACT LIMITED                   SHS                 G3922B107       201      12031 SH         SOLE                        12031
GENUINE PARTS CO                  COM                 372460105      1736      28453 SH         SOLE                        28453
GEO GROUP INC                     COM                 36159R103      2178      78705 SH         SOLE                        78705
GEOEYE INC                        COM                 37250W108      4592     173758 SH         SOLE                       173758
GLAXOSMITHKLINE PLC               SPONSORED ADR       37733W105       724      15665 SH         SOLE                        15665
GLIMCHER RLTY TR                  SH BEN INT          379302102      1088     102928 SH         SOLE                       102928
GLOBE SPECIALTY METALS INC        COM                 37954N206       354      23256 SH         SOLE                        23256
GLU MOBILE INC                    COM                 379890106        53      11351 SH         SOLE                        11351
GOVERNMENT PPTYS INCOME TR        COM SHS BEN INT     38376A103       552      23576 SH         SOLE                        23576
GRAN TIERRA ENERGY INC            COM                 38500T101       119      23040 SH         SOLE                        23040
GRAPHIC PACKAGING HLDG CO         COM                 388689101       139      23961 SH         SOLE                        23961
GREENLIGHT CAPITAL RE LTD         CLASS A             G4095J109       303      12239 SH         SOLE                        12239
GREIF INC                         CL A                397624107       599      13552 SH         SOLE                        13552
GRUPO TELEVISA SA                 SPON ADR REP ORD    40049J206       559      23778 SH         SOLE                        23778
GUESS INC                         COM                 401617105       428      16820 SH         SOLE                        16820
GULFMARK OFFSHORE INC             CL A NEW            402629208       249       7545 SH         SOLE                         7545
HAIN CELESTIAL GROUP INC          COM                 405217100       282       4477 SH         SOLE                         4477
HALLIBURTON CO                    COM                 406216101      3868     114825 SH         SOLE                       114825
HANCOCK HLDG CO                   COM                 410120109       758      24476 SH         SOLE                        24476
HANGER INC                        COM NEW             41043F208       218       7637 SH         SOLE                         7637
HARMAN INTL INDS INC              COM                 413086109       349       7552 SH         SOLE                         7552
HARMONY GOLD MNG LTD              SPONSORED ADR       413216300       141      16730 SH         SOLE                        16730
HARRIS TEETER SUPERMARKETS I      COM                 414585109       328       8437 SH         SOLE                         8437
HARRY WINSTON DIAMOND CORP        COM                 41587B100       296      25026 SH         SOLE                        25026
HARSCO CORP                       COM                 415864107       636      30955 SH         SOLE                        30955
HAWAIIAN HOLDINGS INC             COM                 419879101       262      46799 SH         SOLE                        46799
HCC INS HLDGS INC                 COM                 404132102       840      24785 SH         SOLE                        24785
HCP INC                           COM                 40414L109      7668     172403 SH         SOLE                       172403
HEADWATERS INC                    COM                 42210P102       166      25266 SH         SOLE                        25266
HEALTH CARE REIT INC              COM                 42217K106      6664     115421 SH         SOLE                       115421
HEIDRICK & STRUGGLES INTL IN      COM                 422819102       599      47010 SH         SOLE                        47010
HELIX ENERGY SOLUTIONS GRP I      COM                 42330P107       693      37949 SH         SOLE                        37949
HERBALIFE LTD                     COM USD SHS         G4412G101       712      15012 SH         SOLE                        15012
HERSHEY CO                        COM                 427866108      6513      91880 SH         SOLE                        91880
HERTZ GLOBAL HOLDINGS INC         COM                 42805T105      1705     124163 SH         SOLE                       124163
HIGHWOODS PPTYS INC               COM                 431284108      1895      58094 SH         SOLE                        58094
HILLENBRAND INC                   COM                 431571108       368      20251 SH         SOLE                        20251
HILLSHIRE BRANDS CO               COM                 432589109       374      13953 SH         SOLE                        13953
HIMAX TECHNOLOGIES INC            SPONSORED ADR       43289P106        26      13353 SH         SOLE                        13353
HOLOGIC INC                       COM                 436440101      1938      95867 SH         SOLE                        95867
HOME DEPOT INC                    COM                 437076102     11448     189628 SH         SOLE                       189628
HOME PROPERTIES INC               COM                 437306103      1274      20792 SH         SOLE                        20792
HONDA MOTOR LTD                   AMERN SHS           438128308       705      22814 SH         SOLE                        22814
HONEYWELL INTL INC                COM                 438516106     22318     373516 SH         SOLE                       373516
HORNBECK OFFSHORE SVCS INC N      COM                 440543106       224       6116 SH         SOLE                         6116
HOT TOPIC INC                     COM                 441339108       183      21056 SH         SOLE                        21056
HSN INC                           COM                 404303109       339       6902 SH         SOLE                         6902
HUBBELL INC                       CL B                443510201       436       5400 SH         SOLE                         5400
HUMANA INC                        COM                 444859102      2165      30856 SH         SOLE                        30856
HUNTINGTON BANCSHARES INC         COM                 446150104      1637     237411 SH         SOLE                       237411
HUTCHINSON TECHNOLOGY INC         COM                 448407106        31      17600 SH         SOLE                        17600
IAC INTERACTIVECORP               COM PAR $.001       44919P508      4434      85164 SH         SOLE                        85164
IAMGOLD CORP                      COM                 450913108       222      14038 SH         SOLE                        14038
IDACORP INC                       COM                 451107106       278       6422 SH         SOLE                         6422
IDENIX PHARMACEUTICALS INC        COM                 45166R204        60      13237 SH         SOLE                        13237
IMMUNOMEDICS INC                  COM                 452907108        39      11146 SH         SOLE                        11146
IMPERIAL OIL LTD                  COM NEW             453038408      1131      24568 SH         SOLE                        24568
INDEPENDENT BANK CORP MASS        COM                 453836108       264       8777 SH         SOLE                         8777
INFORMATICA CORP                  COM                 45666Q102       231       6628 SH         SOLE                         6628
ING GROEP N V                     SPONSORED ADR       456837103      1106     140173 SH         SOLE                       140173
INGERSOLL-RAND PLC                SHS                 G47791101      9572     213563 SH         SOLE                       213563
INGRAM MICRO INC                  CL A                457153104       302      19836 SH         SOLE                        19836
INNOPHOS HOLDINGS INC             COM                 45774N108       353       7273 SH         SOLE                         7273
INSPERITY INC                     COM                 45778Q107       227       8981 SH         SOLE                         8981
INTEGRYS ENERGY GROUP INC         COM                 45822P105       931      17833 SH         SOLE                        17833
INTERCONTINENTALEXCHANGE INC      COM                 45865V100      8095      60674 SH         SOLE                        60674
INTERNATIONAL FLAVORS^FRAGRA      COM                 459506101      3706      62203 SH         SOLE                        62203
INTERNATIONAL GAME TECHNOLOG      COM                 459902102       622      47489 SH         SOLE                        47489
INTERNATIONAL RECTIFIER CORP      COM                 460254105       175      10466 SH         SOLE                        10466
INTERSIL CORP                     CL A                46069S109       688      78744 SH         SOLE                        78744
INTL PAPER CO                     COM                 460146103      9930     273402 SH         SOLE                       273402
INTREPID POTASH INC               COM                 46121Y102       316      14732 SH         SOLE                        14732
INTUITIVE SURGICAL INC            COM NEW             46120E602     15030      30326 SH         SOLE                        30326
INVACARE CORP                     COM                 461203101       670      47363 SH         SOLE                        47363
INVESTORS BANCORP INC             COM                 46146P102       587      32181 SH         SOLE                        32181
ION GEOPHYSICAL CORP              COM                 462044108       316      45534 SH         SOLE                        45534
IRELAND BK                        SPNSRD ADR NEW      46267Q202        69      12510 SH         SOLE                        12510
IRIDIUM COMMUNICATIONS INC        COM                 46269C102       218      29824 SH         SOLE                        29824
IROBOT CORP                       COM                 462726100       242      10621 SH         SOLE                        10621
IRON MTN INC                      COM                 462846106      4367     128040 SH         SOLE                       128040
ISHARES INC                       MSCI HONG KONG      464286871       502      27600 SH         SOLE                        27600
ISHARES INC                       MSCI BRAZIL         464286400      5453     100865 SH         SOLE                       100865
ISHARES INC                       MSCI MEX INVEST     464286822      9701     148354 SH         SOLE                       148354
ISHARES SILVER TRUST              ISHARES             46428Q109      5555     165910 SH         SOLE                       165910
ISHARES TR                        MSCI EAFE INDEX     464287465       254       4800 SH         SOLE                         4800
ISHARES TR                        DJ US REAL EST      464287739       811      12599 SH         SOLE                        12599
ISHARES TR                        JPMORGAN USD        464288281      2725      22470 SH         SOLE                        22470
ISHARES TR                        BARCLYS TIPS BD     464287176      3288      27000 SH         SOLE                        27000
ISHARES TR                        HIGH YLD CORP       464288513      7793      84430 SH         SOLE                        84430
ISHARES TR                        FTSE CHINA25 IDX    464287184      3114      89993 SH         SOLE                        89993
ISHARES TR                        IBOXX INV CPBD      464287242     15036     123481 SH         SOLE                       123481
ISHARES TR                        MSCI EMERG MKT      464287234     18671     451748 SH         SOLE                       451748
ISIS PHARMACEUTICALS INC          COM                 464330109       218      15524 SH         SOLE                        15524
ITAU UNIBANCO HLDG SA             SPON ADR REP PFD    465562106       725      47431 SH         SOLE                        47431
ITRON INC                         COM                 465741106       833      19318 SH         SOLE                        19318
ITT CORP NEW                      COM NEW             450911201       792      39298 SH         SOLE                        39298
ITT EDUCATIONAL SERVICES INC      COM                 45068B109       562      17450 SH         SOLE                        17450
JABIL CIRCUIT INC                 COM                 466313103      2002     106922 SH         SOLE                       106922
JAKKS PAC INC                     COM                 47012E106       264      18104 SH         SOLE                        18104
JDA SOFTWARE GROUP INC            COM                 46612K108       933      29371 SH         SOLE                        29371
JETBLUE AIRWAYS CORP              COM                 477143101        97      20296 SH         SOLE                        20296
JOHNSON & JOHNSON                 COM                 478160104     34362     498656 SH         SOLE                       498656
JOHNSON CTLS INC                  COM                 478366107      1000      36495 SH         SOLE                        36495
JUNIPER NETWORKS INC              COM                 48203R104      3509     205062 SH         SOLE                       205062
KB HOME                           COM                 48666K109      1316      91712 SH         SOLE                        91712
KBR INC                           COM                 48242W106       972      32587 SH         SOLE                        32587
KEEGAN RES INC                    COM                 487275109        60      16106 SH         SOLE                        16106
KELLY SVCS INC                    CL A                488152208       213      16944 SH         SOLE                        16944
KENEXA CORP                       COM                 488879107      1501      32743 SH         SOLE                        32743
KENNAMETAL INC                    COM                 489170100       681      18366 SH         SOLE                        18366
KEYCORP NEW                       COM                 493267108      1686     192854 SH         SOLE                       192854
KFORCE INC                        COM                 493732101       156      13260 SH         SOLE                        13260
KILROY RLTY CORP                  COM                 49427F108      7365     164468 SH         SOLE                       164468
KINDER MORGAN INC DEL             COM                 49456B101     13254     373145 SH         SOLE                       373145
KLA-TENCOR CORP                   COM                 482480100      1673      35066 SH         SOLE                        35066
KOHLS CORP                        COM                 500255104      1130      22063 SH         SOLE                        22063
KONINKLIJKE PHILIPS ELECTRS       NY REG SH NEW       500472303       236      10061 SH         SOLE                        10061
KROGER CO                         COM                 501044101      4449     188996 SH         SOLE                       188996
KRONOS WORLDWIDE INC              COM                 50105F105       319      21366 SH         SOLE                        21366
LAM RESEARCH CORP                 COM                 512807108      2311      72717 SH         SOLE                        72717
LEAR CORP                         COM NEW             521865204       801      21202 SH         SOLE                        21202
LEGG MASON INC                    COM                 524901105      2410      97667 SH         SOLE                        97667
LENDER PROCESSING SVCS INC        COM                 52602E102       935      33516 SH         SOLE                        33516
LENNAR CORP                       CL A                526057104      6850     197018 SH         SOLE                       197018
LENNOX INTL INC                   COM                 526107107       708      14646 SH         SOLE                        14646
LEXMARK INTL NEW                  CL A                529771107       884      39725 SH         SOLE                        39725
LG DISPLAY CO LTD                 SPONS ADR REP       50186V102       204      16248 SH         SOLE                        16248
LIBERTY GLOBAL INC                COM SER A           530555101      1205      19829 SH         SOLE                        19829
LIBERTY MEDIA CORPORATION         LIB CAP COM A       530322106      2746      26385 SH         SOLE                        26385
LIBERTY PPTY TR                   SH BEN INT          531172104       725      20002 SH         SOLE                        20002
LIMITED BRANDS INC                COM                 532716107       929      18866 SH         SOLE                        18866
LINCOLN ELEC HLDGS INC            COM                 533900106      1540      39426 SH         SOLE                        39426
LINCOLN NATL CORP IND             COM                 534187109       321      13265 SH         SOLE                        13265
LINEAR TECHNOLOGY CORP            COM                 535678106      2548      80069 SH         SOLE                        80069
LIONBRIDGE TECHNOLOGIES INC       COM                 536252109        48      13704 SH         SOLE                        13704
LIVE NATION ENTERTAINMENT IN      COM                 538034109       236      27357 SH         SOLE                        27357
LKQ CORP                          COM                 501889208       832      45033 SH         SOLE                        45033
LOEWS CORP                        COM                 540424108      3194      77413 SH         SOLE                        77413
LORILLARD INC                     COM                 544147101     15417     132391 SH         SOLE                       132391
LOUISIANA PAC CORP                COM                 546347105       183      14656 SH         SOLE                        14656
LSI CORPORATION                   COM                 502161102      2749     397850 SH         SOLE                       397850
LTC PPTYS INC                     COM                 502175102      1171      36766 SH         SOLE                        36766
LULULEMON ATHLETICA INC           COM                 550021109       358       4840 SH         SOLE                         4840
LUMBER LIQUIDATORS HLDGS INC      COM                 55003T107       266       5244 SH         SOLE                         5244
LUXOTTICA GROUP S P A             SPONSORED ADR       55068R202       235       6665 SH         SOLE                         6665
M & T BK CORP                     COM                 55261F104       969      10180 SH         SOLE                        10180
MACERICH CO                       COM                 554382101      4596      80304 SH         SOLE                        80304
MACYS INC                         COM                 55616P104     12528     333026 SH         SOLE                       333026
MADISON SQUARE GARDEN CO          CL A                55826P100       366       9081 SH         SOLE                         9081
MAGELLAN HEALTH SVCS INC          COM NEW             559079207       404       7823 SH         SOLE                         7823
MAGNA INTL INC                    COM                 559222401      1036      23950 SH         SOLE                        23950
MANPOWERGROUP INC                 COM                 56418H100       843      22897 SH         SOLE                        22897
MARKEL CORP                       COM                 570535104       663       1446 SH         SOLE                         1446
MARKET VECTORS ETF TR             GOLD MINER ETF      57060U100     12807     238535 SH         SOLE                       238535
MARRIOTT VACATIONS WRLDWDE C      COM                 57164Y107       371      10300 SH         SOLE                        10300
MARSH & MCLENNAN COS INC          COM                 571748102      4560     134395 SH         SOLE                       134395
MARTIN MARIETTA MATLS INC         COM                 573284106      1051      12683 SH         SOLE                        12683
MARVELL TECHNOLOGY GROUP LTD      ORD                 G5876H105      1230     134346 SH         SOLE                       134346
MASCO CORP                        COM                 574599106       245      16297 SH         SOLE                        16297
MASTERCARD INC                    CL A                57636Q104      8867      19639 SH         SOLE                        19639
MATSON INC                        COM                 57686G105       419      20023 SH         SOLE                        20023
MATTEL INC                        COM                 577081102      3313      93401 SH         SOLE                        93401
MAXIM INTEGRATED PRODS INC        COM                 57772K101      2728     102471 SH         SOLE                       102471
MAXIMUS INC                       COM                 577933104       398       6660 SH         SOLE                         6660
MB FINANCIAL INC NEW              COM                 55264U108      1332      67439 SH         SOLE                        67439
MBIA INC                          COM                 55262C100       340      33540 SH         SOLE                        33540
MCKESSON CORP                     COM                 58155Q103     15891     184716 SH         SOLE                       184716
MEAD JOHNSON NUTRITION CO         COM                 582839106      3726      50852 SH         SOLE                        50852
MEDICIS PHARMACEUTICAL CORP       CL A NEW            584690309     10407     240522 SH         SOLE                       240522
MEDIFAST INC                      COM                 58470H101       206       7877 SH         SOLE                         7877
MEDNAX INC                        COM                 58502B106       405       5444 SH         SOLE                         5444
MELLANOX TECHNOLOGIES LTD         SHS                 M51363113       939       9248 SH         SOLE                         9248
MENTOR GRAPHICS CORP              COM                 587200106      1004      64919 SH         SOLE                        64919
METALS USA HLDGS CORP             COM                 59132A104       156      11649 SH         SOLE                        11649
METLIFE INC                       COM                 59156R108      8954     259826 SH         SOLE                       259826
MGM RESORTS INTERNATIONAL         COM                 552953101       959      89242 SH         SOLE                        89242
MICROCHIP TECHNOLOGY INC          COM                 595017104      1708      52154 SH         SOLE                        52154
MICRON TECHNOLOGY INC             COM                 595112103      7734    1293312 SH         SOLE                      1293312
MICROS SYS INC                    COM                 594901100      1711      34796 SH         SOLE                        34796
MICROSOFT CORP                    COM                 594918104     29629     995599 SH         SOLE                       995599
MID-AMER APT CMNTYS INC           COM                 59522J103       301       4609 SH         SOLE                         4609
MINDRAY MEDICAL INTL LTD          SPON ADR            602675100       539      16024 SH         SOLE                        16024
MINE SAFETY APPLIANCES CO         COM                 602720104       434      11638 SH         SOLE                        11638
MINERALS TECHNOLOGIES INC         COM                 603158106       651       9173 SH         SOLE                         9173
MIZUHO FINL GROUP INC             SPONSORED ADR       60687Y109        36      11246 SH         SOLE                        11246
MKS INSTRUMENT INC                COM                 55306N104       244       9559 SH         SOLE                         9559
MOBILE TELESYSTEMS OJSC           SPONSORED ADR       607409109       439      25057 SH         SOLE                        25057
MOLEX INC                         CL A                608554200      1644      75679 SH         SOLE                        75679
MOLSON COORS BREWING CO           CL B                60871R209      2440      54159 SH         SOLE                        54159
MOMENTA PHARMACEUTICALS INC       COM                 60877T100       147      10065 SH         SOLE                        10065
MONSTER BEVERAGE CORP             COM                 611740101       281       5205 SH         SOLE                         5205
MOODYS CORP                       COM                 615369105      1136      25720 SH         SOLE                        25720
MOSAIC CO NEW                     COM                 61945C103     21668     376120 SH         SOLE                       376120
MSC INDL DIRECT INC               CL A                553530106      1413      20943 SH         SOLE                        20943
MSCI INC                          COM                 55354G100       274       7660 SH         SOLE                         7660
MULTIMEDIA GAMES HLDG CO INC      COM                 625453105       257      16355 SH         SOLE                        16355
MWI VETERINARY SUPPLY INC         COM                 55402X105       210       1973 SH         SOLE                         1973
NABORS INDUSTRIES LTD             SHS                 G6359F103       850      60614 SH         SOLE                        60614
NANOMETRICS INC                   COM                 630077105       171      12360 SH         SOLE                        12360
NASDAQ OMX GROUP INC              COM                 631103108      4300     184612 SH         SOLE                       184612
NATIONAL RETAIL PPTYS INC         COM                 637417106      4759     156032 SH         SOLE                       156032
NAVIGANT CONSULTING INC           COM                 63935N107       202      18307 SH         SOLE                        18307
NCR CORP NEW                      COM                 62886E108       215       9210 SH         SOLE                         9210
NETAPP INC                        COM                 64110D104     13919     423340 SH         SOLE                       423340
NETFLIX INC                       COM                 64110L106       778      14286 SH         SOLE                        14286
NEUROCRINE BIOSCIENCES INC        COM                 64125C109       128      16093 SH         SOLE                        16093
NEUSTAR INC                       CL A                64126X201      1804      45067 SH         SOLE                        45067
NEW ENGLAND BANCSHARES INC C      COM NEW             643863202       212      15470 SH         SOLE                        15470
NEW GOLD INC CDA                  COM                 644535106       896      73317 SH         SOLE                        73317
NEW YORK TIMES CO                 CL A                650111107       142      14557 SH         SOLE                        14557
NEWFIELD EXPL CO                  COM                 651290108      7226     230715 SH         SOLE                       230715
NEWPORT CORP                      COM                 651824104       255      23093 SH         SOLE                        23093
NEWS CORP                         CL B                65248E203      6507     262478 SH         SOLE                       262478
NEXEN INC                         COM                 65334H102      3938     155402 SH         SOLE                       155402
NISOURCE INC                      COM                 65473P105      2285      89666 SH         SOLE                        89666
NOBLE ENERGY INC                  COM                 655044105      2399      25877 SH         SOLE                        25877
NOKIA CORP                        SPONSORED ADR       654902204       434     168623 SH         SOLE                       168623
NORDIC AMERICAN TANKERS LIMI      COM                 G65773106       105      10440 SH         SOLE                        10440
NORDSON CORP                      COM                 655663102       330       5642 SH         SOLE                         5642
NORDSTROM INC                     COM                 655664100      3650      66142 SH         SOLE                        66142
NORFOLK SOUTHERN CORP             COM                 655844108      1562      24541 SH         SOLE                        24541
NORTHERN OIL & GAS INC NEV        COM                 665531109       195      11474 SH         SOLE                        11474
NORTHERN TR CORP                  COM                 665859104      2529      54488 SH         SOLE                        54488
NOVAGOLD RES INC                  COM NEW             66987E206       111      19791 SH         SOLE                        19791
NOVARTIS A G                      SPONSORED ADR       66987V109      4671      76247 SH         SOLE                        76247
NOVO-NORDISK A S                  ADR                 670100205       914       5794 SH         SOLE                         5794
NPS PHARMACEUTICALS INC           COM                 62936P103       256      27703 SH         SOLE                        27703
NV ENERGY INC                     COM                 67073Y106      1227      68117 SH         SOLE                        68117
NVIDIA CORP                       COM                 67066G104      1182      88587 SH         SOLE                        88587
NVR INC                           COM                 62944T105       414        490 SH         SOLE                          490
NYSE EURONEXT                     COM                 629491101      3810     154582 SH         SOLE                       154582
O REILLY AUTOMOTIVE INC NEW       COM                 67103H107      1904      22764 SH         SOLE                        22764
OCCIDENTAL PETE CORP DEL          COM                 674599105     27928     324516 SH         SOLE                       324516
OGE ENERGY CORP                   COM                 670837103      1143      20616 SH         SOLE                        20616
OIL STS INTL INC                  COM                 678026105      1639      20622 SH         SOLE                        20622
OLD DOMINION FGHT LINES INC       COM                 679580100       467      15498 SH         SOLE                        15498
OLD NATL BANCORP IND              COM                 680033107       652      47901 SH         SOLE                        47901
OMNICELL INC                      COM                 68213N109       267      19186 SH         SOLE                        19186
OMNICOM GROUP INC                 COM                 681919106     11608     225145 SH         SOLE                       225145
OMNIVISION TECHNOLOGIES INC       COM                 682128103       423      30301 SH         SOLE                        30301
ONCOTHYREON INC                   COM                 682324108       109      21304 SH         SOLE                        21304
ONEOK INC NEW                     COM                 682680103      1779      36823 SH         SOLE                        36823
OPENTABLE INC                     COM                 68372A104       422      10152 SH         SOLE                        10152
OPKO HEALTH INC                   COM                 68375N103       447     106860 SH         SOLE                       106860
OPTIMER PHARMACEUTICALS INC       COM                 68401H104       157      11118 SH         SOLE                        11118
ORACLE CORP                       COM                 68389X105     30640     973937 SH         SOLE                       973937
ORBITAL SCIENCES CORP             COM                 685564106       269      18485 SH         SOLE                        18485
ORITANI FINL CORP DEL             COM                 68633D103      1122      74560 SH         SOLE                        74560
ORTHOFIX INTL N V                 COM                 N6748L102       211       4720 SH         SOLE                         4720
OSHKOSH CORP                      COM                 688239201      1444      52645 SH         SOLE                        52645
OWENS ILL INC                     COM NEW             690768403       205      10931 SH         SOLE                        10931
PACCAR INC                        COM                 693718108      2284      57071 SH         SOLE                        57071
PACIFIC CAP BANCORP NEW           COM NEW             69404P200      7298     159008 SH         SOLE                       159008
PACKAGING CORP AMER               COM                 695156109       447      12312 SH         SOLE                        12312
PACWEST BANCORP DEL               COM                 695263103       355      15203 SH         SOLE                        15203
PANASONIC CORP                    ADR                 69832A205       175      26655 SH         SOLE                        26655
PANTRY INC                        COM                 698657103       165      11333 SH         SOLE                        11333
PARAMETRIC TECHNOLOGY CORP        COM NEW             699173209       441      20246 SH         SOLE                        20246
PARKER DRILLING CO                COM                 701081101       211      49788 SH         SOLE                        49788
PATTERSON COMPANIES INC           COM                 703395103       957      27944 SH         SOLE                        27944
PEABODY ENERGY CORP               COM                 704549104      1845      82788 SH         SOLE                        82788
PENN VA CORP                      COM                 707882106       146      23596 SH         SOLE                        23596
PEPSICO INC                       COM                 713448108     21024     297078 SH         SOLE                       297078
PEREGRINE PHARMACEUTICALS IN      COM NEW             713661304        11      11107 SH         SOLE                        11107
PETROLEO BRASILEIRO SA PETRO      SPONSORED ADR       71654V408      1324      57715 SH         SOLE                        57715
PETSMART INC                      COM                 716768106      2643      38319 SH         SOLE                        38319
PFIZER INC                        COM                 717081103     16783     675384 SH         SOLE                       675384
PG^E CORP                         COM                 69331C108      7689     180205 SH         SOLE                       180205
PIEDMONT OFFICE REALTY TR IN      COM CL A            720190206      1126      64944 SH         SOLE                        64944
PINNACLE WEST CAP CORP            COM                 723484101      1203      22791 SH         SOLE                        22791
PITNEY BOWES INC                  COM                 724479100       846      61184 SH         SOLE                        61184
PLAINS EXPL& PRODTN CO            COM                 726505100       955      25485 SH         SOLE                        25485
PLANTRONICS INC NEW               COM                 727493108       792      22429 SH         SOLE                        22429
PLEXUS CORP                       COM                 729132100       263       8698 SH         SOLE                         8698
PLX TECHNOLOGY INC                COM                 693417107      3929     683346 SH         SOLE                       683346
PNC FINL SVCS GROUP INC           COM                 693475105     23324     369633 SH         SOLE                       369633
POLYCOM INC                       COM                 73172K104       156      15811 SH         SOLE                        15811
POSCO                             SPONSORED ADR       693483109      1495      18338 SH         SOLE                        18338
POST HLDGS INC                    COM                 737446104       263       8745 SH         SOLE                         8745
POST PPTYS INC                    COM                 737464107      7620     158887 SH         SOLE                       158887
POWELL INDS INC                   COM                 739128106       225       5816 SH         SOLE                         5816
POWER INTEGRATIONS INC            COM                 739276103       676      22208 SH         SOLE                        22208
POWER ONE INC NEW                 COM                 73930R102       130      23365 SH         SOLE                        23365
POWERSHARES QQQ TRUST             UNIT SER 1          73935A104       613       8946 SH         SOLE                         8946
PPL CORP                          COM                 69351T106      9770     336321 SH         SOLE                       336321
PRAXAIR INC                       COM                 74005P104     14756     142053 SH         SOLE                       142053
PRESIDENTIAL LIFE CORP            COM                 740884101      1060      76107 SH         SOLE                        76107
PRICE T ROWE GROUP INC            COM                 74144T108      3380      53393 SH         SOLE                        53393
PRICELINE COM INC                 COM NEW             741503403      2660       4297 SH         SOLE                         4297
PROASSURANCE CORP                 COM                 74267C106      1131      12500 SH         SOLE                        12500
PROCTER & GAMBLE CO               COM                 742718109     11373     163974 SH         SOLE                       163974
PROGRESS SOFTWARE CORP            COM                 743312100       892      41697 SH         SOLE                        41697
PROLOGIS INC                      COM                 74340W103      1072      30598 SH         SOLE                        30598
PROSHARES TR                      ULTRA FNCLS NEW     74347X633       960      15436 SH         SOLE                        15436
PROSHARES TR                      PSHS ULTSHT FINL    74347X146       730      19335 SH         SOLE                        19335
PROSHARES TR                      PSHS ULPROSH NEW    74348A632       787      20497 SH         SOLE                        20497
PROSHARES TR                      PSHS ULTRA QQQ      74347R206      1503      24700 SH         SOLE                        24700
PROSHARES TR II                   ULTRA GOLD          74347W601       809       8351 SH         SOLE                         8351
PROSPERITY BANCSHARES INC         COM                 743606105      1166      27368 SH         SOLE                        27368
PROTALIX BIOTHERAPEUTICS INC      COM                 74365A101        91      17475 SH         SOLE                        17475
PROTECTIVE LIFE CORP              COM                 743674103      1337      51018 SH         SOLE                        51018
PROVIDENT NEW YORK BANCORP        COM                 744028101       164      17439 SH         SOLE                        17439
PRUDENTIAL FINL INC               COM                 744320102     10629     195000 SH         SOLE                       195000
PS BUSINESS PKS INC CALIF         COM                 69360J107      1777      26596 SH         SOLE                        26596
PUBLIC STORAGE                    COM                 74460D109      5500      39519 SH         SOLE                        39519
PVH CORP                          COM                 693656100       601       6412 SH         SOLE                         6412
QIAGEN NV                         REG SHS             N72482107       748      40402 SH         SOLE                        40402
QLT INC                           COM                 746927102       230      29531 SH         SOLE                        29531
QUEST SOFTWARE INC                COM                 74834T103      8368     298853 SH         SOLE                       298853
QUINSTREET INC                    COM                 74874Q100       116      13857 SH         SOLE                        13857
RALPH LAUREN CORP                 CL A                751212101      1846      12204 SH         SOLE                        12204
RAMCO-GERSHENSON PPTYS TR         COM SH BEN INT      751452202       590      47125 SH         SOLE                        47125
RAYMOND JAMES FINANCIAL INC       COM                 754730109      1734      47320 SH         SOLE                        47320
RAYONIER INC                      COM                 754907103      3571      72854 SH         SOLE                        72854
REALTY INCOME CORP                COM                 756109104      1544      37754 SH         SOLE                        37754
REGIONS FINANCIAL CORP NEW        COM                 7591EP100      4531     629740 SH         SOLE                       629740
REINSURANCE GROUP AMER INC        COM NEW             759351604       732      12647 SH         SOLE                        12647
RELIANCE STEEL & ALUMINUM CO      COM                 759509102       210       4017 SH         SOLE                         4017
RELM WIRELESS CORP                COM                 759525108        25      14000 SH         SOLE                        14000
RENAISSANCERE HOLDINGS LTD        COM                 G7496G103      1646      21361 SH         SOLE                        21361
RENT A CTR INC NEW                COM                 76009N100       769      21942 SH         SOLE                        21942
RENTECH INC                       COM                 760112102       170      69300 SH         SOLE                        69300
REPLIGEN CORP                     COM                 759916109        60      10100 SH         SOLE                        10100
REPUBLIC SVCS INC                 COM                 760759100      1493      54272 SH         SOLE                        54272
RESEARCH IN MOTION LTD            COM                 760975102       249      33184 SH         SOLE                        33184
RETAIL PPTYS AMER INC             CL A                76131V202       757      66900 SH         SOLE                        66900
REYNOLDS AMERICAN INC             COM                 761713106      4250      98062 SH         SOLE                        98062
RLJ LODGING TR                    COM                 74965L101       513      27128 SH         SOLE                        27128
ROBBINS & MYERS INC               COM                 770196103     10951     183742 SH         SOLE                       183742
ROBERT HALF INTL INC              COM                 770323103      1505      56511 SH         SOLE                        56511
ROCKWELL AUTOMATION INC           COM                 773903109       325       4674 SH         SOLE                         4674
ROGERS COMMUNICATIONS INC         CL B                775109200       611      15129 SH         SOLE                        15129
ROSS STORES INC                   COM                 778296103     14600     226046 SH         SOLE                       226046
ROWAN COMPANIES PLC               SHS CL A            G7665A101       683      20213 SH         SOLE                        20213
ROYAL BK SCOTLAND GROUP PLC       SPONS ADR 20 ORD    780097689       156      18697 SH         SOLE                        18697
ROYAL DUTCH SHELL PLC             SPONS ADR A         780259206       476       6860 SH         SOLE                         6860
RYDER SYS INC                     COM                 783549108      2201      56341 SH         SOLE                        56341
RYLAND GROUP INC                  COM                 783764103       343      11431 SH         SOLE                        11431
SAIA INC                          COM                 78709Y105       206      10211 SH         SOLE                        10211
SAIC INC                          COM                 78390X101      4267     354409 SH         SOLE                       354409
SALIX PHARMACEUTICALS INC         COM                 795435106       450      10630 SH         SOLE                        10630
SALLY BEAUTY HLDGS INC            COM                 79546E104      3191     127199 SH         SOLE                       127199
SANDRIDGE ENERGY INC              COM                 80007P307        71      10242 SH         SOLE                        10242
SAP AG                            SPON ADR            803054204      1062      14887 SH         SOLE                        14887
SASOL LTD                         SPONSORED ADR       803866300       354       7932 SH         SOLE                         7932
SBA COMMUNICATIONS CORP           COM                 78388J106       405       6434 SH         SOLE                         6434
SCHULMAN A INC                    COM                 808194104       233       9781 SH         SOLE                         9781
SCHWAB CHARLES CORP NEW           COM                 808513105     19068    1491473 SH         SOLE                      1491473
SEARS HLDGS CORP                  COM                 812350106       448       8067 SH         SOLE                         8067
SELECT SECTOR SPDR TR             SBI CONS STPLS      81369Y308      1369      38200 SH         SOLE                        38200
SELECT SECTOR SPDR TR             TECHNOLOGY          81369Y803      1437      46600 SH         SOLE                        46600
SELECT SECTOR SPDR TR             SBI CONS DISCR      81369Y407      3060      65400 SH         SOLE                        65400
SELECT SECTOR SPDR TR             SBI INT-INDS        81369Y704      3427      93800 SH         SOLE                        93800
SELECT SECTOR SPDR TR             SBI MATERIALS       81369Y100      5013     136212 SH         SOLE                       136212
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506     27327     372094 SH         SOLE                       372094
SEMGROUP CORP                     CL A                81663A105       275       7463 SH         SOLE                         7463
SEMPRA ENERGY                     COM                 816851109      3381      52424 SH         SOLE                        52424
SENIOR HSG PPTYS TR               SH BEN INT          81721M109      2946     135241 SH         SOLE                       135241
SENSATA TECHNOLOGIES HLDG BV      SHS                 N7902X106      1208      40587 SH         SOLE                        40587
SEQUENOM INC                      COM NEW             817337405        90      25448 SH         SOLE                        25448
SERVICE CORP INTL                 COM                 817565104       244      18159 SH         SOLE                        18159
SHAW COMMUNICATIONS INC           CL B CONV           82028K200       304      14846 SH         SOLE                        14846
SHAW GROUP INC                    COM                 820280105      2490      57089 SH         SOLE                        57089
SHIRE PLC                         SPONSORED ADR       82481R106      1695      19105 SH         SOLE                        19105
SIGNATURE BK NEW YORK N Y         COM                 82669G104      1202      17924 SH         SOLE                        17924
SILICON IMAGE INC                 COM                 82705T102        88      19204 SH         SOLE                        19204
SILICON LABORATORIES INC          COM                 826919102       901      24502 SH         SOLE                        24502
SILICONWARE PRECISION INDS L      SPONSD ADR SPL      827084864       285      51673 SH         SOLE                        51673
SILVERCORP METALS INC             COM                 82835P103       105      16254 SH         SOLE                        16254
SIMON PPTY GROUP INC NEW          COM                 828806109     18353     120893 SH         SOLE                       120893
SINA CORP                         ORD                 G81477104       943      14581 SH         SOLE                        14581
SINOVAC BIOTECH LTD               SHS                 P8696W104        26      10363 SH         SOLE                        10363
SIRIUS XM RADIO INC               COM                 82967N108        67      26060 SH         SOLE                        26060
SK TELECOM LTD                    SPONSORED ADR       78440P108       146      10007 SH         SOLE                        10007
SKECHERS U S A INC                CL A                830566105       553      27092 SH         SOLE                        27092
SL GREEN RLTY CORP                COM                 78440X101       515       6434 SH         SOLE                         6434
SLM CORP                          COM                 78442P106       822      52305 SH         SOLE                        52305
SMITH & WESSON HLDG CORP          COM                 831756101       279      25374 SH         SOLE                        25374
SNAP ON INC                       COM                 833034101      1804      25094 SH         SOLE                        25094
SOCIEDAD QUIMICA MINERA DE C      SPON ADR SER B      833635105       286       4639 SH         SOLE                         4639
SOHU COM INC                      COM                 83408W103       463      11006 SH         SOLE                        11006
SONY CORP                         ADR NEW             835699307       299      25570 SH         SOLE                        25570
SOTHEBYS                          COM                 835898107       392      12453 SH         SOLE                        12453
SOVRAN SELF STORAGE INC           COM                 84610H108      1532      26475 SH         SOLE                        26475
SPDR DOW JONES INDL AVRG ETF      UT SER 1            78467X109       888       6628 SH         SOLE                         6628
SPDR GOLD TRUST                   GOLD SHS            78463V107     10822      62959 SH         SOLE                        62959
SPDR SERIES TRUST                 S^P RETAIL ETF      78464A714      5146      82000 SH         SOLE                        82000
SPDR SERIES TRUST                 BRCLYS YLD ETF      78464A417      5869     145960 SH         SOLE                       145960
SPECTRUM PHARMACEUTICALS INC      COM                 84763A108       377      32256 SH         SOLE                        32256
STAGE STORES INC                  COM NEW             85254C305       530      25185 SH         SOLE                        25185
STANDARD PAC CORP NEW             COM                 85375C101        94      13976 SH         SOLE                        13976
STAR SCIENTIFIC INC               COM                 85517P101        60      17375 SH         SOLE                        17375
STATE STR CORP                    COM                 857477103      4200     100104 SH         SOLE                       100104
STATOIL ASA                       SPONSORED ADR       85771P102       296      11467 SH         SOLE                        11467
STEEL DYNAMICS INC                COM                 858119100       375      33347 SH         SOLE                        33347
STEELCASE INC                     CL A                858155203       145      14747 SH         SOLE                        14747
STERIS CORP                       COM                 859152100       679      19152 SH         SOLE                        19152
STEWART ENTERPRISES INC           CL A                860370105       137      16349 SH         SOLE                        16349
STMICROELECTRONICS N V            NY REGISTRY         861012102       120      22240 SH         SOLE                        22240
STONE ENERGY CORP                 COM                 861642106       377      15014 SH         SOLE                        15014
STRATEGIC HOTELS & RESORTS I      COM                 86272T106       725     120597 SH         SOLE                       120597
STRAYER ED INC                    COM                 863236105       230       3567 SH         SOLE                         3567
STRYKER CORP                      COM                 863667101      2012      36155 SH         SOLE                        36155
SUCAMPO PHARMACEUTICALS INC       CL A                864909106        51      10100 SH         SOLE                        10100
SUN HEALTHCARE GROUP INC NEW      COM                 86677E100      8514    1005834 SH         SOLE                      1005834
SUNCOKE ENERGY INC                COM                 86722A103       289      17914 SH         SOLE                        17914
SUNCOR ENERGY INC NEW             COM                 867224107      2148      65384 SH         SOLE                        65384
SUNRISE SENIOR LIVING INC         COM                 86768K106      9004     630967 SH         SOLE                       630967
SUPERIOR ENERGY SVCS INC          COM                 868157108       717      34951 SH         SOLE                        34951
SUSQUEHANNA BANCSHARES INC P      COM                 869099101       410      39273 SH         SOLE                        39273
SUSSER HLDGS CORP                 COM                 869233106       201       5555 SH         SOLE                         5555
SVB FINL GROUP                    COM                 78486Q101      4538      75052 SH         SOLE                        75052
SWIFT ENERGY CO                   COM                 870738101       397      18994 SH         SOLE                        18994
SYKES ENTERPRISES INC             COM                 871237103       188      14009 SH         SOLE                        14009
SYMANTEC CORP                     COM                 871503108      2086     116061 SH         SOLE                       116061
SYNAPTICS INC                     COM                 87157D109       671      27936 SH         SOLE                        27936
SYNOPSYS INC                      COM                 871607107      1425      43191 SH         SOLE                        43191
SYNOVUS FINL CORP                 COM                 87161C105       243     102662 SH         SOLE                       102662
SYNTEL INC                        COM                 87162H103       342       5472 SH         SOLE                         5472
TAL INTL GROUP INC                COM                 874083108       638      18787 SH         SOLE                        18787
TALISMAN ENERGY INC               COM                 87425E103      2230     167411 SH         SOLE                       167411
TARGET CORP                       COM                 87612E106     22911     360976 SH         SOLE                       360976
TAUBMAN CTRS INC                  COM                 876664103      6445      83999 SH         SOLE                        83999
TD AMERITRADE HLDG CORP           COM                 87236Y108      1853     120561 SH         SOLE                       120561
TE CONNECTIVITY LTD               REG SHS             H84989104      1211      35618 SH         SOLE                        35618
TEAM HEALTH HOLDINGS INC          COM                 87817A107       434      15988 SH         SOLE                        15988
TECH DATA CORP                    COM                 878237106       214       4736 SH         SOLE                         4736
TECK RESOURCES LTD                CL B                878742204      1696      57584 SH         SOLE                        57584
TELEFONICA BRASIL SA              SPONSORED ADR       87936R106       745      34261 SH         SOLE                        34261
TELEPHONE & DATA SYS INC          COM NEW             879433829       312      12181 SH         SOLE                        12181
TELUS CORP                        NON-VTG SHS         87971M202       322       5142 SH         SOLE                         5142
TEMPUR PEDIC INTL INC             COM                 88023U101       819      27408 SH         SOLE                        27408
TENARIS S A                       SPONSORED ADR       88031M109       439      10761 SH         SOLE                        10761
TENNANT CO                        COM                 880345103       219       5103 SH         SOLE                         5103
TENNECO INC                       COM                 880349105       463      16547 SH         SOLE                        16547
TERADATA CORP DEL                 COM                 88076W103       204       2701 SH         SOLE                         2701
TERADYNE INC                      COM                 880770102      1608     113109 SH         SOLE                       113109
TERNIUM SA                        SPON ADR            880890108       237      12073 SH         SOLE                        12073
TESORO CORP                       COM                 881609101       335       7987 SH         SOLE                         7987
TESSERA TECHNOLOGIES INC          COM                 88164L100       179      13104 SH         SOLE                        13104
TETRA TECH INC NEW                COM                 88162G103       443      16862 SH         SOLE                        16862
TETRA TECHNOLOGIES INC DEL        COM                 88162F105       215      35546 SH         SOLE                        35546
TEXAS ROADHOUSE INC               COM                 882681109      1428      83483 SH         SOLE                        83483
TEXTRON INC                       COM                 883203101      4934     188527 SH         SOLE                       188527
THERMO FISHER SCIENTIFIC INC      COM                 883556102      9967     169414 SH         SOLE                       169414
THOMSON REUTERS CORP              COM                 884903105      3388     117378 SH         SOLE                       117378
THORATEC CORP                     COM NEW             885175307      1576      45537 SH         SOLE                        45537
TIDEWATER INC                     COM                 886423102      1292      26628 SH         SOLE                        26628
TIFFANY & CO NEW                  COM                 886547108      2431      39293 SH         SOLE                        39293
TIM HORTONS INC                   COM                 88706M103      1246      23956 SH         SOLE                        23956
TIM PARTICIPACOES S A             SPONSORED ADR       88706P205       247      12841 SH         SOLE                        12841
TIME WARNER CABLE INC             COM                 88732J207       399       4194 SH         SOLE                         4194
TIMKEN CO                         COM                 887389104      2349      63220 SH         SOLE                        63220
TITAN INTL INC ILL                COM                 88830M102       666      37688 SH         SOLE                        37688
TITANIUM METALS CORP              COM NEW             888339207       610      47553 SH         SOLE                        47553
TIVO INC                          COM                 888706108       250      23942 SH         SOLE                        23942
TJX COS INC NEW                   COM                 872540109     20135     449544 SH         SOLE                       449544
TOLL BROTHERS INC                 COM                 889478103       295       8868 SH         SOLE                         8868
TORCHMARK CORP                    COM                 891027104      2420      47120 SH         SOLE                        47120
TOTAL SYS SVCS INC                COM                 891906109       842      35536 SH         SOLE                        35536
TOWERS WATSON & CO                CL A                891894107       891      16790 SH         SOLE                        16790
TRANSOCEAN LTD                    REG SHS             H8817H100      4093      91174 SH         SOLE                        91174
TRIMAS CORP                       COM NEW             896215209       206       8564 SH         SOLE                         8564
TRIPADVISOR INC                   COM                 896945201      1989      60410 SH         SOLE                        60410
TRIUMPH GROUP INC NEW             COM                 896818101       915      14641 SH         SOLE                        14641
TRUE RELIGION APPAREL INC         COM                 89784N104       453      21228 SH         SOLE                        21228
TRW AUTOMOTIVE HLDGS CORP         COM                 87264S106      4431     101367 SH         SOLE                       101367
TUPPERWARE BRANDS CORP            COM                 899896104       992      18514 SH         SOLE                        18514
TURQUOISE HILL RES LTD            COM                 900435108       518      61133 SH         SOLE                        61133
TYCO INTERNATIONAL LTD            SHS                 H89128104      7553     134260 SH         SOLE                       134260
TYLER TECHNOLOGIES INC            COM                 902252105       214       4865 SH         SOLE                         4865
UBS AG                            SHS NEW             H89231338       580      47578 SH         SOLE                        47578
UDR INC                           COM                 902653104      9997     402770 SH         SOLE                       402770
UGI CORP NEW                      COM                 902681105       601      18917 SH         SOLE                        18917
ULTA SALON COSMETCS & FRAG I      COM                 90384S303       502       5208 SH         SOLE                         5208
ULTRAPAR PARTICIPACOES S A        SP ADR REP COM      90400P101       294      13192 SH         SOLE                        13192
UNIFIRST CORP MASS                COM                 904708104       366       5487 SH         SOLE                         5487
UNILEVER N V                      N Y SHS NEW         904784709      1798      50678 SH         SOLE                        50678
UNILEVER PLC                      SPON ADR NEW        904767704       640      17518 SH         SOLE                        17518
UNION PAC CORP                    COM                 907818108      7028      59205 SH         SOLE                        59205
UNIT CORP                         COM                 909218109       385       9289 SH         SOLE                         9289
UNITED MICROELECTRONICS CORP      SPON ADR NEW        910873405       271     132262 SH         SOLE                       132262
UNITED PARCEL SERVICE INC         CL B                911312106     12055     168442 SH         SOLE                       168442
UNITED RENTALS INC                COM                 911363109       273       8359 SH         SOLE                         8359
UNITED STATES CELLULAR CORP       COM                 911684108       219       5605 SH         SOLE                         5605
UNITED STATES OIL FUND LP         UNITS               91232N108       320       9378 SH         SOLE                         9378
UNITEDHEALTH GROUP INC            COM                 91324P102     28374     512074 SH         SOLE                       512074
UNIVEST CORP PA                   COM                 915271100       296      16446 SH         SOLE                        16446
UNUM GROUP                        COM                 91529Y106      4331     225336 SH         SOLE                       225336
URBAN OUTFITTERS INC              COM                 917047102      1336      35562 SH         SOLE                        35562
URS CORP NEW                      COM                 903236107      3626     102704 SH         SOLE                       102704
USANA HEALTH SCIENCES INC         COM                 90328M107       231       4968 SH         SOLE                         4968
VAIL RESORTS INC                  COM                 91879Q109       739      12813 SH         SOLE                        12813
VALE S A                          ADR                 91912E105      1174      65582 SH         SOLE                        65582
VALEANT PHARMACEUTICALS INTL      COM                 91911K102       662      11978 SH         SOLE                        11978
VALERO ENERGY CORP NEW            COM                 91913Y100      7019     221553 SH         SOLE                       221553
VALIDUS HOLDINGS LTD              COM SHS             G9319H102       616      18151 SH         SOLE                        18151
VALSPAR CORP                      COM                 920355104       635      11315 SH         SOLE                        11315
VANDA PHARMACEUTICALS INC         COM                 921659108       225      55782 SH         SOLE                        55782
VANGUARD INTL EQUITY INDEX F      MSCI EMR MKT ETF    922042858     31140     746402 SH         SOLE                       746402
VASCO DATA SEC INTL INC           COM                 92230Y104       363      38675 SH         SOLE                        38675
VCA ANTECH INC                    COM                 918194101       482      24457 SH         SOLE                        24457
VENTAS INC                        COM                 92276F100       557       8953 SH         SOLE                         8953
VERIFONE SYS INC                  COM                 92342Y109       252       9035 SH         SOLE                         9035
VERINT SYS INC                    COM                 92343X100       423      15411 SH         SOLE                        15411
VERISK ANALYTICS INC              CL A                92345Y106       431       9062 SH         SOLE                         9062
VICAL INC                         COM                 925602104        70      16258 SH         SOLE                        16258
VIEWPOINT FINL GROUP INC MD       COM                 92672A101       383      19992 SH         SOLE                        19992
VIRNETX HLDG CORP                 COM                 92823T108       236       9290 SH         SOLE                         9290
VIRTUS INVT PARTNERS INC          COM                 92828Q109       337       3918 SH         SOLE                         3918
VISA INC                          COM CL A            92826C839       340       2529 SH         SOLE                         2529
VISHAY INTERTECHNOLOGY INC        COM                 928298108       212      21592 SH         SOLE                        21592
VITAMIN SHOPPE INC                COM                 92849E101       451       7735 SH         SOLE                         7735
VOLCANO CORPORATION               COM                 928645100       531      18603 SH         SOLE                        18603
VOLTERRA SEMICONDUCTOR CORP       COM                 928708106       249      11394 SH         SOLE                        11394
WABCO HLDGS INC                   COM                 92927K102       432       7487 SH         SOLE                         7487
WAL-MART STORES INC               COM                 931142103      7257      98327 SH         SOLE                        98327
WASHINGTON POST CO                CL B                939640108       448       1234 SH         SOLE                         1234
WASHINGTON REAL ESTATE INVT       SH BEN INT          939653101      1732      64580 SH         SOLE                        64580
WASTE CONNECTIONS INC             COM                 941053100       463      15304 SH         SOLE                        15304
WATSON PHARMACEUTICALS INC        COM                 942683103      2889      33925 SH         SOLE                        33925
WELLCARE HEALTH PLANS INC         COM                 94946T106       914      16155 SH         SOLE                        16155
WELLPOINT INC                     COM                 94973V107      3612      62269 SH         SOLE                        62269
WELLS FARGO & CO NEW              COM                 949746101     33190     961189 SH         SOLE                       961189
WENDYS CO                         COM                 95058W100        65      14426 SH         SOLE                        14426
WESCO INTL INC                    COM                 95082P105       641      11201 SH         SOLE                        11201
WESTERN DIGITAL CORP              COM                 958102105      3900     100693 SH         SOLE                       100693
WESTERN REFNG INC                 COM                 959319104       413      15773 SH         SOLE                        15773
WHITING PETE CORP NEW             COM                 966387102       327       6892 SH         SOLE                         6892
WINNEBAGO INDS INC                COM                 974637100       175      13835 SH         SOLE                        13835
WINTRUST FINANCIAL CORP           COM                 97650W108       669      17794 SH         SOLE                        17794
WISCONSIN ENERGY CORP             COM                 976657106      1266      33609 SH         SOLE                        33609
WORLD ACCEP CORP DEL              COM                 981419104       417       6186 SH         SOLE                         6186
WPX ENERGY INC                    COM                 98212B103       430      25908 SH         SOLE                        25908
WRIGHT EXPRESS CORP               COM                 98233Q105       357       5114 SH         SOLE                         5114
WYNDHAM WORLDWIDE CORP            COM                 98310W108     11159     212636 SH         SOLE                       212636
XCEL ENERGY INC                   COM                 98389B100      5954     214874 SH         SOLE                       214874
XL GROUP PLC                      SHS                 G98290102       383      15948 SH         SOLE                        15948
YAHOO INC                         COM                 984332106      3327     208232 SH         SOLE                       208232
ZIOPHARM ONCOLOGY INC             COM                 98973P101       160      29395 SH         SOLE                        29395
BARCLAYS BK PLC                   IPTH S^P VIX NEW    06740C261       900     100000 SH  PUT    SOLE                       100000
BARCLAYS BK PLC                   IPTH S^P VIX NEW    06740C261      2440     271100 SH  CALL   SOLE                       271100
DIREXION SHS ETF TR               DRX S^P500BEAR      25459W151       227      13200 SH  PUT    SOLE                        13200
DIREXION SHS ETF TR               DLY EM BR3X NEW     25459W482       740      63000 SH  PUT    SOLE                        63000
DIREXION SHS ETF TR               DRX S^P500BULL      25459W862      3482      38600 SH  CALL   SOLE                        38600
DIREXION SHS ETF TR               DLY SMCAP BEAR3X    25459W110      3479     233800 SH  PUT    SOLE                       233800
DIREXION SHS ETF TR               DLY FIN BEAR NEW    25459W144      2103     115400 SH  PUT    SOLE                       115400
DIREXION SHS ETF TR               DLY EM BR3X NEW     25459W482       371      31600 SH  CALL   SOLE                        31600
DIREXION SHS ETF TR               DLY SMCAP BULL3X    25459W847       301       4900 SH  PUT    SOLE                         4900
DIREXION SHS ETF TR               DLY ENRGY BULL3X    25459W888      1890      35300 SH  PUT    SOLE                        35300
DIREXION SHS ETF TR               DLY EMRGMKT BULL    25459Y686      1173      13200 SH  PUT    SOLE                        13200
DIREXION SHS ETF TR               DLY SMCAP BEAR3X    25459W110      3348     225000 SH  CALL   SOLE                       225000
DIREXION SHS ETF TR               DLY FIN BEAR NEW    25459W144       288      15800 SH  CALL   SOLE                        15800
DIREXION SHS ETF TR               DLY SMCAP BULL3X    25459W847       455       7400 SH  CALL   SOLE                         7400
DIREXION SHS ETF TR               DLY EMRGMKT BULL    25459Y686      1733      19500 SH  CALL   SOLE                        19500
DIREXION SHS ETF TR               DLY FIN BULL NEW    25459Y694       819       7800 SH  CALL   SOLE                         7800
FEDEX CORP                        COM                 31428X106       203       2400 SH  PUT    SOLE                         2400
FEDEX CORP                        COM                 31428X106       203       2400 SH  CALL   SOLE                         2400
ISHARES TR                        MSCI EMERG MKT      464287234      1199      29000 SH  PUT    SOLE                        29000
ISHARES TR                        DJ US REAL EST      464287739      2337      36300 SH  PUT    SOLE                        36300
ISHARES TR                        DJ US REAL EST      464287739      4294      66700 SH  CALL   SOLE                        66700
ISHARES TR                        FTSE CHINA25 IDX    464287184       381      11000 SH  PUT    SOLE                        11000
MOSAIC CO NEW                     COM                 61945C103       351       6100 SH  PUT    SOLE                         6100
MOSAIC CO NEW                     COM                 61945C103       351       6100 SH  CALL   SOLE                         6100
POWERSHARES QQQ TRUST             UNIT SER 1          73935A104       603       8800 SH  PUT    SOLE                         8800
POWERSHARES QQQ TRUST             UNIT SER 1          73935A104       686      10000 SH  CALL   SOLE                        10000
PROSHARES TR                      ULTRAPRO QQQ        74347X831       794      13100 SH  PUT    SOLE                        13100
PROSHARES TR                      PSHS ULTRA O^G      74347R719       624      12800 SH  PUT    SOLE                        12800
PROSHARES TR                      ULT R/EST NEW       74347X625       961      14300 SH  CALL   SOLE                        14300
PROSHARES TR                      ULTRPRO S^P500      74347X864       470       5200 SH  PUT    SOLE                         5200
PROSHARES TR                      PSHS ULTRA O^G      74347R719       380       7800 SH  CALL   SOLE                         7800
PROSHARES TR                      ULTSHT CHINA 25     74347X567       668      26700 SH  PUT    SOLE                        26700
PROSHARES TR                      ULTRA FNCLS NEW     74347X633      2120      34100 SH  PUT    SOLE                        34100
PROSHARES TR                      ULTRPRO S^P500      74347X864      1292      14300 SH  CALL   SOLE                        14300
PROSHARES TR                      PSHS ULTSHT FINL    74347X146      1020      27000 SH  PUT    SOLE                        27000
PROSHARES TR                      ULTSHT CHINA 25     74347X567       365      14600 SH  CALL   SOLE                        14600
PROSHARES TR                      ULTRA FNCLS NEW     74347X633      4085      65700 SH  CALL   SOLE                        65700
PROSHARES TR                      PSHS ULDOW30 NEW    74348A590       468      10000 SH  PUT    SOLE                        10000
PROSHARES TR                      PSHS ULPROSH NEW    74348A632      2437      63500 SH  PUT    SOLE                        63500
PROSHARES TR                      PSHS ULT S^P 500    74347R107     12275     200500 SH  CALL   SOLE                       200500
PROSHARES TR                      PSHS ULPROSH NEW    74348A632      1006      26200 SH  CALL   SOLE                        26200
PROSHARES TR II                   ULTRA GOLD          74347W601       901       9300 SH  PUT    SOLE                         9300
PROSHARES TR II                   ULTRA GOLD          74347W601      1764      18200 SH  CALL   SOLE                        18200
PROSHARES TR II                   ULTRASHRT NEW       74347W718       206      14600 SH  PUT    SOLE                        14600
PROSHARES TR II                   ULT VIX S/T ETF     74347W411       975      31540 SH  PUT    SOLE                        31540
SELECT SECTOR SPDR TR             SBI INT-ENERGY      81369Y506       294       4000 SH  PUT    SOLE                         4000
SPDR DOW JONES INDL AVRG ETF      UT SER 1            78467X109      5630      42000 SH  PUT    SOLE                        42000
SPDR DOW JONES INDL AVRG ETF      UT SER 1            78467X109      5630      42000 SH  CALL   SOLE                        42000
SPDR GOLD TRUST                   GOLD SHS            78463V107      3094      18000 SH  PUT    SOLE                        18000
SPDR GOLD TRUST                   GOLD SHS            78463V107       688       4000 SH  CALL   SOLE                         4000
SPDR S^P 500 ETF TR               TR UNIT             78462F103     17507     121600 SH  PUT    SOLE                       121600
SPDR S^P 500 ETF TR               TR UNIT             78462F103    105357     731800 SH  CALL   SOLE                       731800
VANGUARD INTL EQUITY INDEX F      MSCI EMR MKT ETF    922042858       918      22000 SH  PUT    SOLE                        22000