FORM 13F COVER PAGE

REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED:  30 MARCH 2009
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
NAME:  STEVENS CAPITAL MANAGEMENT LP
ADDRESS:  201 KING OF PRUSSIA ROAD SUITE 400 RADNOR PA 19087

FORM 13F FILE NUMBER:  28-06263

THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON
BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE
REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED
HEREIN IS TRUE, CORRECT AND COMPLETE, AND THAT IT IS UNDERSTOOD THAT
ALL REQUIRED ITEMS, STATEMENTS, SCHEDULES, LISTS, AND TABLES, ARE
CONSIDERED INTEGRAL PARTS OF THIS FORM.

PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER:

NAME:   JEFFREY W. CAMERON
TITLE:  ASSOCIATE LEGAL COUNSEL
PHONE:  610.971.5000

SIGNATURE, PLACE, AND DATE OF SIGNING:


____________________________
SIGNATURE
RADNOR, PA
12 MAY 2009

REPORT TYPE:

[ X  ]  13F HOLDINGS REPORT

[    ]  13F NOTICE

[    ]  13F COMBINATION REPORT


LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:

FORM 13F FILE NUMBER:  		NAME:
NONE




FORM 13F SUMMARY PAGE

REPORT SUMMARY:

NUMBER OF OTHER INCLUDED MANAGERS:		0
FORM 13F INFORMATION TABLE ENTRY TOTAL:         587
FORM 13F INFORMATION TABLE VALUE TOTAL:         1254387
(THOUSANDS)

LIST OF OTHER INCLUDED MANAGERS:	NONE



FORM 13F INFORMATION TABLE
 
NAME OF ISSUER	TITLE OF CLASS	CUSIP	 VALUE (x$1000) 	SHARES/PRN	SH/PRN	 INV DISCR 	 OTHER MNGRS 	 VOTING AUTH - SOLE
99 CENTS ONLY STORES	COM	65440K106	1078	115,622	SH	SOLE		115622
AAR CORP	COM	000361105	291	23,297	SH	SOLE		23297
ABB LTD	SPONSORED ADR	000375204	323	24,317	SH	SOLE		24317
ABBOTT LABS	COM	002824100	18709	390,668	SH	SOLE		390668
ACI WORLDWIDE INC	COM	004498101	415	22,455	SH	SOLE		22455
ACXIOM CORP	COM	005125109	947	127,303	SH	SOLE		127303
ADOBE SYS INC	COM	00724F101	3564	171,202	SH	SOLE		171202
ADTRAN INC	COM	00738A106	864	53,827	SH	SOLE		53827
AEROPOSTALE	COM	007865108	3934	149,196	SH	SOLE		149196
AES CORP	COM	00130H105	2002	354,332	SH	SOLE		354332
AETNA INC NEW	COM	00817Y108	7022	298,569	SH	SOLE		298569
AFFILIATED MANAGERS GROUP	COM	008252108	1658	42,197	SH	SOLE		42197
AFLAC INC	COM	001055102	5058	287,379	SH	SOLE		287379
AGL RES INC	COM	001204106	1910	72,505	SH	SOLE		72505
AGRIUM INC	COM	008916108	3382	94,869	SH	SOLE		94869
AIR PRODS & CHEMS INC	COM	009158106	2119	38,244	SH	SOLE		38244
AK STL HLDG CORP	COM	001547108	763	108,416	SH	SOLE		108416
AKAMAI TECHNOLOGIES INC	COM	00971T101	1371	70,247	SH	SOLE		70247
ALASKA AIR GROUP INC	COM	011659109	433	25,847	SH	SOLE		25847
ALBERTO CULVER CO NEW	COM	013078100	1498	67,096	SH	SOLE		67096
ALCOA INC	COM	013817101	1236	184,699	SH	SOLE		184699
ALLEGHENY ENERGY INC	COM	017361106	3270	143,665	SH	SOLE		143665
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	1511	69,647	SH	SOLE		69647
ALLETE INC	COM NEW	018522300	362	13,844	SH	SOLE		13844
ALLIANT TECHSYSTEMS INC	COM	018804104	978	15,279	SH	SOLE		15279
ALLSTATE CORP	COM	020002101	712	38,431	SH	SOLE		38431
ALNYLAM PHARMACEUTICALS INC	COM	02043Q107	206	11,036	SH	SOLE		11036
ALTERA CORP	COM	021441100	276	15,782	SH	SOLE		15782
AMB PROPERTY CORP	COM	00163T109	261	19,753	SH	SOLE		19753
AMEDISYS INC	COM	023436108	425	15,364	SH	SOLE		15364
AMEREN CORP	COM	023608102	936	41,127	SH	SOLE		41127
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	1186	44,655	SH	SOLE		44655
AMERICAN BANCORP N J INC	COM	02407E104	1067	113,845	SH	SOLE		113845
AMERICAN CMNTY BANCSHARES IN	COM	02520W106	615	117,311	SH	SOLE		117311
AMERICAN ELEC PWR INC	COM	025537101	9509	379,157	SH	SOLE		379157
AMERICAN FINL GROUP INC OHIO	COM	025932104	508	32,555	SH	SOLE		32555
AMERICAN WTR WKS CO INC NEW	COM	030420103	443	23,960	SH	SOLE		23960
AMERIPRISE FINL INC	COM	03076C106	1034	54,746	SH	SOLE		54746
AMETEK INC NEW	COM	031100100	544	17,598	SH	SOLE		17598
AMPHENOL CORP NEW	CL A	032095101	1575	55,782	SH	SOLE		55782
ANALOG DEVICES INC	COM	032654105	13871	717,941	SH	SOLE		717941
APARTMENT INVT & MGMT CO	CL A	03748R101	243	48,673	SH	SOLE		48673
ARBITRON INC	COM	03875Q108	281	18,858	SH	SOLE		18858
ARCH CHEMICALS INC	COM	03937R102	234	12,371	SH	SOLE		12371
ARCH COAL INC	COM	039380100	310	23,084	SH	SOLE		23084
ARCHER DANIELS MIDLAND CO	COM	039483102	3155	115,213	SH	SOLE		115213
ARKANSAS BEST CORP DEL	COM	040790107	205	10,766	SH	SOLE		10766
ARROW ELECTRS INC	COM	042735100	908	48,745	SH	SOLE		48745
ASSURANT INC	COM	04621X108	683	33,634	SH	SOLE		33634
AUTOMATIC DATA PROCESSING IN	COM	053015103	6045	171,529	SH	SOLE		171529
AVANEX CORP	COM NEW	05348W307	317	183,214	SH	SOLE		183214
AVISTA CORP	COM	05379B107	566	42,299	SH	SOLE		42299
AVNET INC	COM	053807103	1217	70,683	SH	SOLE		70683
AVOCENT CORP	COM	053893103	622	52,123	SH	SOLE		52123
AVON PRODS INC	COM	054303102	373	19,774	SH	SOLE		19774
BAIDU INC	SPON ADR REP A	056752108	5054	29,215	SH	SOLE		29215
BAKER HUGHES INC	COM	057224107	4391	148,410	SH	SOLE		148410
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	216	22,253	SH	SOLE		22253
BANK HAWAII CORP	COM	062540109	753	23,545	SH	SOLE		23545
BANK OF AMERICA CORPORATION	COM	060505104	644	106,839	SH	SOLE		106839
BANKFINANCIAL CORP	COM	06643P104	251	25,015	SH	SOLE		25015
BARNES & NOBLE INC	COM	067774109	1309	60,602	SH	SOLE		60602
BARRICK GOLD CORP	COM	067901108	961	29,763	SH	SOLE		29763
BAXTER INTL INC	COM	071813109	9606	189,801	SH	SOLE		189801
BB&T CORP	COM	054937107	2572	158,069	SH	SOLE		158069
BCE INC	COM NEW	05534B760	1460	73,267	SH	SOLE		73267
BECKMAN COULTER INC	COM	075811109	1358	27,153	SH	SOLE		27153
BECTON DICKINSON & CO	COM	075887109	5899	88,863	SH	SOLE		88863
BEMIS INC	COM	081437105	2956	142,684	SH	SOLE		142684
BENJAMIN FRANKLIN BANCORP IN	COM	082073107	1956	236,488	SH	SOLE		236488
BERKLEY W R CORP	COM	084423102	1729	80,150	SH	SOLE		80150
BEST BUY INC	COM	086516101	10181	275,398	SH	SOLE		275398
BIG LOTS INC	COM	089302103	2435	115,003	SH	SOLE		115003
BIOMED REALTY TRUST INC	COM	09063H107	383	60,865	SH	SOLE		60865
BIO-REFERENCE LABS INC	COM $.01 NEW	09057G602	226	10,586	SH	SOLE		10586
BIOTECH HOLDRS TR	DEPOSTRY RCPTS	09067D201	2095	12,000	SH	SOLE		12000
BJ SVCS CO	COM	055482103	3133	315,511	SH	SOLE		315511
BJS WHOLESALE CLUB INC	COM	05548J106	1893	58,784	SH	SOLE		58784
BLACKBAUD INC	COM	09227Q100	437	40,011	SH	SOLE		40011
BLACKROCK DIVID ACHIEVRS TM	COM	09250N107	749	120,100	SH	SOLE		120100
BLACKROCK ENHANCED DIV ACHV	COM	09251A104	680	112,000	SH	SOLE		112000
BLACKROCK STRAT DIVD ACHIEVE	COM	09249Y107	787	119,800	SH	SOLE		119800
BLACKROCK WORLD INVT TR	COM SHS BN INT	09250K103	379	50,000	SH	SOLE		50000
BOB EVANS FARMS INC	COM	096761101	643	29,361	SH	SOLE		29361
BRADY CORP	CL A	104674106	403	23,462	SH	SOLE		23462
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	514	202,476	SH	SOLE		202476
BRE PROPERTIES INC	CL A	05564E106	1583	87,077	SH	SOLE		87077
BRIGHTPOINT INC	COM NEW	109473405	302	71,137	SH	SOLE		71137
BRINKS CO	COM	109696104	730	27,382	SH	SOLE		27382
BRINKS HOME SEC HLDGS INC	COM	109699108	643	27,985	SH	SOLE		27985
BUCKLE INC	COM	118440106	1035	31,835	SH	SOLE		31835
BUFFALO WILD WINGS INC	COM	119848109	699	19,482	SH	SOLE		19482
CACI INTL INC	CL A	127190304	1075	29,648	SH	SOLE		29648
CADENCE DESIGN SYSTEM INC	COM	127387108	230	56,168	SH	SOLE		56168
CALGON CARBON CORP	COM	129603106	246	17,530	SH	SOLE		17530
CAMPBELL SOUP CO	COM	134429109	5418	200,685	SH	SOLE		200685
CARBO CERAMICS INC	COM	140781105	360	13,021	SH	SOLE		13021
CARPENTER TECHNOLOGY CORP	COM	144285103	1072	77,805	SH	SOLE		77805
CARRIZO OIL & CO INC	COM	144577103	242	27,788	SH	SOLE		27788
CARTER INC	COM	146229109	560	30,074	SH	SOLE		30074
CATERPILLAR INC DEL	COM	149123101	377	13,682	SH	SOLE		13682
CATO CORP NEW	CL A	149205106	241	13,611	SH	SOLE		13611
CB RICHARD ELLIS GROUP INC	CL A	12497T101	1807	479,250	SH	SOLE		479250
CBS CORP NEW	CL B	124857202	1929	508,944	SH	SOLE		508944
CEC ENTMT INC	COM	125137109	432	17,632	SH	SOLE		17632
CELGENE CORP	COM	151020104	10473	230,945	SH	SOLE		230945
CENTENNIAL COMMUNCTNS CORP N	CL A NEW	15133V208	5119	621,241	SH	SOLE		621241
CENTERPOINT ENERGY INC	COM	15189T107	778	76,979	SH	SOLE		76979
CENTEX CORP	COM	152312104	420	54,665	SH	SOLE		54665
CF INDS HLDGS INC	COM	125269100	2420	34,374	SH	SOLE		34374
CHARLES RIV LABS INTL INC	COM	159864107	729	26,825	SH	SOLE		26825
CHECK POINT SOFTWARE TECH LT	ORD	M22465104	517	23,862	SH	SOLE		23862
CHUBB CORP	COM	171232101	2322	56,837	SH	SOLE		56837
CHURCH & DWIGHT INC	COM	171340102	1463	28,077	SH	SOLE		28077
CIENA CORP	COM NEW	171779309	1117	141,789	SH	SOLE		141789
CIGNA CORP	COM	125509109	1531	89,381	SH	SOLE		89381
CINCINNATI FINL CORP	COM	172062101	385	17,503	SH	SOLE		17503
CINEMARK HOLDINGS INC	COM	17243V102	368	39,214	SH	SOLE		39214
CISCO SYS INC	COM	17275R102	9666	592,672	SH	SOLE		592672
CITRIX SYS INC	COM	177376100	4989	226,589	SH	SOLE		226589
CITY HLDG CO	COM	177835105	465	17,419	SH	SOLE		17419
CKE RESTAURANTS INC	COM	12561E105	247	30,069	SH	SOLE		30069
CLOROX CO DEL	COM	189054109	2700	52,964	SH	SOLE		52964
CMS ENERGY CORP	COM	125896100	5290	449,418	SH	SOLE		449418
COCA COLA ENTERPRISES INC	COM	191219104	2589	197,797	SH	SOLE		197797
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1894	94,323	SH	SOLE		94323
COHEN & STEERS DIV MJRS FDIN	COM	19248G106	256	37,800	SH	SOLE		37800
COHEN & STEERS SELECT UTIL F	COM	19248A109	233	26,200	SH	SOLE		26200
COLGATE PALMOLIVE CO	COM	194162103	6990	118,901	SH	SOLE		118901
COLLECTIVE BRANDS INC	COM	19421W100	318	32,087	SH	SOLE		32087
COMCAST CORP NEW	CL A SPL	20030N200	339	26,586	SH	SOLE		26586
COMMUNITY HEALTH SYS INC NEW	COM	203668108	935	62,090	SH	SOLE		62090
COMPANHIA VALE DO RIO DOCE	SPONSORED ADR	204412209	710	54,430	SH	SOLE		54430
COMPUWARE CORP	COM	205638109	1148	175,331	SH	SOLE		175331
COMSTOCK RES INC	COM NEW	205768203	1657	56,081	SH	SOLE		56081
CONAGRA FOODS INC	COM	205887102	7942	477,829	SH	SOLE		477829
CONCEPTUS INC	COM	206016107	779	64,124	SH	SOLE		64124
CONCUR TECHNOLOGIES INC	COM	206708109	245	13,064	SH	SOLE		13064
CONOCOPHILLIPS	COM	20825C104	14181	363,419	SH	SOLE		363419
CONSOL ENERGY INC	COM	20854P109	2231	86,829	SH	SOLE		86829
COPART INC	COM	217204106	1152	38,568	SH	SOLE		38568
COVANCE INC	COM	222816100	1670	46,697	SH	SOLE		46697
CRACKER BARREL OLD CTRY STOR	COM	22410J106	375	13,387	SH	SOLE		13387
CROWN HOLDINGS INC	COM	228368106	884	39,913	SH	SOLE		39913
CSX CORP	COM	126408103	7577	295,631	SH	SOLE		295631
CUBIST PHARMACEUTICALS INC	COM	229678107	428	26,591	SH	SOLE		26591
CULLEN FROST BANKERS INC	COM	229899109	808	17,808	SH	SOLE		17808
CV THERAPEUTICS INC	COM	126667104	5054	254,246	SH	SOLE		254246
CYBERONICS INC	COM	23251P102	248	19,621	SH	SOLE		19621
DAIMLER AG	REG SHS	D1668R123	935	37,163	SH	SOLE		37163
DANAHER CORP DEL	COM	235851102	1276	23,690	SH	SOLE		23690
DARDEN RESTAURANTS INC	COM	237194105	7036	201,315	SH	SOLE		201315
DEAN FOODS CO NEW	COM	242370104	4490	251,806	SH	SOLE		251806
DELL INC	COM	24702R101	1705	179,697	SH	SOLE		179697
DELUXE CORP	COM	248019101	219	23,793	SH	SOLE		23793
DIEBOLD INC	COM	253651103	307	14,569	SH	SOLE		14569
DIREXION SHS ETF TR	FINL BULL 3X	25459W508	1593	331,899	SH	SOLE		331899
DIREXION SHS ETF TR	FINL BEAR 3X	25459W607	968	39,300	SH	SOLE		39300
DISNEY WALT CO	COM DISNEY	254687106	9501	532,272	SH	SOLE		532272
DOMINION RES INC VA NEW	COM	25746U109	5018	164,483	SH	SOLE		164483
DONNELLEY R R & SONS CO	COM	257867101	651	88,747	SH	SOLE		88747
DPL INC	COM	233293109	2129	95,150	SH	SOLE		95150
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	736	43,676	SH	SOLE		43676
DREAMWORKS ANIMATION SKG INC	CL A	26153C103	1233	58,143	SH	SOLE		58143
DRESS BARN INC	COM	261570105	322	26,016	SH	SOLE		26016
DU PONT E I DE NEMOURS & CO	COM	263534109	12439	567,234	SH	SOLE		567234
DUKE ENERGY CORP NEW	COM	26441C105	3170	224,669	SH	SOLE		224669
DUKE REALTY CORP	COM NEW	264411505	1222	246,400	SH	SOLE		246400
DUN & BRADSTREET CORP DEL NE	COM	26483E100	1796	23,797	SH	SOLE		23797
E M C CORP MASS	COM	268648102	1721	153,512	SH	SOLE		153512
EAGLE MATERIALS INC	COM	26969P108	360	15,537	SH	SOLE		15537
EARTHLINK INC	COM	270321102	343	52,918	SH	SOLE		52918
EATON VANCE ENH EQTY INC FD	COM	278277108	499	52,200	SH	SOLE		52200
EATON VANCE ENHANCED EQ INC	COM	278274105	301	30,200	SH	SOLE		30200
EATON VANCE TAX MNGED BUY WR	COM	27828X100	364	33,400	SH	SOLE		33400
EATON VANCE TX MGD DIV EQ IN	COM	27828N102	510	54,300	SH	SOLE		54300
EATON VANCE TX MNG BY WRT OP	COM	27828Y108	340	33,200	SH	SOLE		33200
EL PASO CORP	COM	28336L109	1630	261,610	SH	SOLE		261610
EL PASO ELEC CO	COM NEW	283677854	232	17,024	SH	SOLE		17024
EMAGEON INC	COM	29076V109	1431	790,400	SH	SOLE		790400
EMBARQ CORP	COM	29078E105	5947	161,987	SH	SOLE		161987
EMCOR GROUP INC	COM	29084Q100	285	16,882	SH	SOLE		16882
EMERSON ELEC CO	COM	291011104	2492	89,225	SH	SOLE		89225
EMPIRE DIST ELEC CO	COM	291641108	327	22,777	SH	SOLE		22777
EMS TECHNOLOGIES INC	COM	26873N108	205	11,657	SH	SOLE		11657
EMULEX CORP	COM NEW	292475209	266	51,620	SH	SOLE		51620
ENBRIDGE INC	COM	29250N105	362	12,836	SH	SOLE		12836
ENDO PHARMACEUTICALS HLDGS I	COM	29264F205	1323	76,578	SH	SOLE		76578
ENPRO INDS INC	COM	29355X107	248	14,540	SH	SOLE		14540
ENTERTAINMENT PPTYS TR	COM SH BEN INT	29380T105	291	19,270	SH	SOLE		19270
EOG RES INC	COM	26875P101	8053	142,122	SH	SOLE		142122
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2440	143,289	SH	SOLE		143289
ERICSSON L M TEL CO	ADR B SEK 10	294821608	210	27,039	SH	SOLE		27039
ESTERLINE TECHNOLOGIES CORP	COM	297425100	436	22,056	SH	SOLE		22056
EV3 INC	COM	26928A200	236	32,704	SH	SOLE		32704
EXELON CORP	COM	30161N101	4092	91,484	SH	SOLE		91484
EXPEDITORS INTL WASH INC	COM	302130109	587	21,127	SH	SOLE		21127
EXPRESS SCRIPTS INC	COM	302182100	1499	33,293	SH	SOLE		33293
EXTERRAN HLDGS INC	COM	30225X103	561	34,851	SH	SOLE		34851
EZCORP INC	CL A NON VTG	302301106	224	19,128	SH	SOLE		19128
F M C CORP	COM NEW	302491303	2054	48,873	SH	SOLE		48873
FAIRCHILD SEMICONDUCTOR INTL	COM	303726103	356	97,664	SH	SOLE		97664
FAMILY DLR STORES INC	COM	307000109	10230	303,213	SH	SOLE		303213
FEDERATED INVS INC PA	CL B	314211103	272	12,969	SH	SOLE		12969
FEI CO	COM	30241L109	604	40,359	SH	SOLE		40359
FIDELITY NATIONAL FINANCIAL	CL A	31620R105	394	21,078	SH	SOLE		21078
FIDELITY NATL INFORMATION SV	COM	31620M106	2036	114,236	SH	SOLE		114236
FIRST HORIZON NATL CORP	COM	320517105	890	87,701	SH	SOLE		87701
FIRST NIAGARA FINL GP INC	COM	33582V108	2051	193,122	SH	SOLE		193122
FIRST TR ENHANCED EQTY INC F	COM	337318109	616	81,000	SH	SOLE		81000
FIRSTENERGY CORP	COM	337932107	3732	96,269	SH	SOLE		96269
FLIR SYS INC	COM	302445101	3642	178,376	SH	SOLE		178376
FLOWSERVE CORP	COM	34354P105	3066	55,620	SH	SOLE		55620
FLUOR CORP NEW	COM	343412102	8568	246,006	SH	SOLE		246006
FOREST LABS INC	COM	345838106	1659	77,501	SH	SOLE		77501
FORTUNE BRANDS INC	COM	349631101	2146	87,289	SH	SOLE		87289
FREDS INC	CL A	356108100	424	37,189	SH	SOLE		37189
FTI CONSULTING INC	COM	302941109	1077	22,069	SH	SOLE		22069
GABELLI GLOBAL MULTIMEDIA TR	COM	36239Q109	227	66,725	SH	SOLE		66725
GALLAGHER ARTHUR J & CO	COM	363576109	420	25,179	SH	SOLE		25179
GAMESTOP CORP NEW	CL A	36467W109	2064	76,233	SH	SOLE		76233
GARMIN LTD	ORD	G37260109	981	46,674	SH	SOLE		46674
GATX CORP	COM	361448103	737	36,905	SH	SOLE		36905
GENENTECH INC	COM NEW	368710406	5921	62,346	SH	SOLE		62346
GENERAL AMERN INVS INC	COM	368802104	815	53,418	SH	SOLE		53418
GENESCO INC	COM	371532102	575	30,392	SH	SOLE		30392
GEN-PROBE INC NEW	COM	36866T103	484	10,850	SH	SOLE		10850
GENTIVA HEALTH SERVICES INC	COM	37247A102	270	18,341	SH	SOLE		18341
GEO GROUP INC	COM	36159R103	470	35,431	SH	SOLE		35431
GEVITY HR INC	COM	374393106	3367	850,312	SH	SOLE		850312
GILEAD SCIENCES INC	COM	375558103	829	18,180	SH	SOLE		18180
GLOBAL PMTS INC	COM	37940X102	673	20,580	SH	SOLE		20580
GOODRICH CORP	COM	382388106	1443	38,184	SH	SOLE		38184
GREATBATCH INC	SDCV   2.250% 6/1	39153LAB2	369	500,000	PRN	SOLE		500000
GUESS INC	COM	401617105	555	28,009	SH	SOLE		28009
H & Q HEALTHCARE FD	SH BEN INT	404052102	712	72,870	SH	SOLE		72870
HALLIBURTON CO	COM	406216101	6483	409,780	SH	SOLE		409780
HANOVER INS GROUP INC	COM	410867105	829	29,106	SH	SOLE		29106
HANSEN NAT CORP	COM	411310105	510	14,369	SH	SOLE		14369
HARRIS CORP DEL	COM	413875105	4600	164,998	SH	SOLE		164998
HARSCO CORP	COM	415864107	478	22,063	SH	SOLE		22063
HARTE-HANKS INC	COM	416196103	218	41,391	SH	SOLE		41391
HARTFORD FINL SVCS GROUP INC	COM	416515104	266	34,537	SH	SOLE		34537
HCC INS HLDGS INC	COM	404132102	414	16,771	SH	SOLE		16771
HCP INC	COM	40414L109	2035	123,625	SH	SOLE		123625
HEALTH NET INC	COM	42222G108	535	38,169	SH	SOLE		38169
HEARST-ARGYLE TELEVISION INC	COM	422317107	911	221,229	SH	SOLE		221229
HEARTLAND EXPRESS INC	COM	422347104	222	15,561	SH	SOLE		15561
HENRY JACK & ASSOC INC	COM	426281101	1284	79,979	SH	SOLE		79979
HESS CORP	COM	42809H107	3731	67,613	SH	SOLE		67613
HI / FN INC	COM	428358105	2266	573,751	SH	SOLE		573751
HILL ROM HLDGS INC	COM	431475102	833	85,713	SH	SOLE		85713
HILLENBRAND INC	COM	431571108	214	13,890	SH	SOLE		13890
HNI CORP	COM	404251100	300	29,967	SH	SOLE		29967
HOLOGIC INC	COM	436440101	946	72,962	SH	SOLE		72962
HONEYWELL INTL INC	COM	438516106	10661	383,338	SH	SOLE		383338
HORMEL FOODS CORP	COM	440452100	950	30,217	SH	SOLE		30217
HOST HOTELS & RESORTS INC	COM	44107P104	3293	885,151	SH	SOLE		885151
HUB GROUP INC	CL A	443320106	362	21,635	SH	SOLE		21635
HUDSON CITY BANCORP	COM	443683107	5606	511,496	SH	SOLE		511496
IDACORP INC	COM	451107106	616	26,412	SH	SOLE		26412
IMATION CORP	COM	45245A107	316	42,602	SH	SOLE		42602
IMS HEALTH INC	COM	449934108	1437	117,440	SH	SOLE		117440
INGERSOLL-RAND COMPANY LTD	CL A	G4776G101	531	38,013	SH	SOLE		38013
INTEGRAL SYS INC MD	COM	45810H107	208	24,180	SH	SOLE		24180
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	1721	377,430	SH	SOLE		377430
INTERMEC INC	COM	458786100	225	21,977	SH	SOLE		21977
INTERNATIONAL BUSINESS MACHS	COM	459200101	2239	23,690	SH	SOLE		23690
INTERNATIONAL GAME TECHNOLOG	COM	459902102	353	38,408	SH	SOLE		38408
INTERNATIONAL SPEEDWAY CORP	CL A	460335201	988	46,624	SH	SOLE		46624
INTERPUBLIC GROUP COS INC	COM	460690100	2070	496,445	SH	SOLE		496445
INTERSIL CORP	CL A	46069S109	434	38,286	SH	SOLE		38286
INTERVAL LEISURE GROUP INC	COM	46113M108	322	59,830	SH	SOLE		59830
IPC HLDGS LTD	ORD	G4933P101	3008	118,435	SH	SOLE		118435
ISHARES INC	MSCI BRAZIL	464286400	3816	102,528	SH	SOLE		102528
ISHARES SILVER TRUST	ISHARES	46428Q109	11152	867,830	SH	SOLE		867830
ISHARES TR	FTSE XNHUA IDX	464287184	1137	40,927	SH	SOLE		40927
ISHARES TR	MSCI EMERG MKT	464287234	9524	392,260	SH	SOLE		392260
ISHARES TR	DJ US REAL EST	464287739	561	23,404	SH	SOLE		23404
JABIL CIRCUIT INC	COM	466313103	1320	241,254	SH	SOLE		241254
JACOBS ENGR GROUP INC DEL	COM	469814107	909	23,555	SH	SOLE		23555
JAPAN EQUITY FD INC	COM	471057109	222	54,800	SH	SOLE		54800
JDA SOFTWARE GROUP INC	COM	46612K108	383	33,760	SH	SOLE		33760
JOS A BANK CLOTHIERS INC	COM	480838101	796	28,803	SH	SOLE		28803
JUNIPER NETWORKS INC	COM	48203R104	1401	92,662	SH	SOLE		92662
KANSAS CITY SOUTHERN	COM NEW	485170302	1830	143,398	SH	SOLE		143398
KB HOME	COM	48666K109	444	32,270	SH	SOLE		32270
KBR INC	COM	48242W106	1471	107,540	SH	SOLE		107540
KELLOGG CO	COM	487836108	10775	295,376	SH	SOLE		295376
KIMBERLY CLARK CORP	COM	494368103	8242	177,669	SH	SOLE		177669
KIMCO REALTY CORP	COM	49446R109	213	30,507	SH	SOLE		30507
KINDRED HEALTHCARE INC	COM	494580103	567	38,155	SH	SOLE		38155
KINETIC CONCEPTS INC	COM NEW	49460W208	1770	86,293	SH	SOLE		86293
KING PHARMACEUTICALS INC	COM	495582108	496	71,788	SH	SOLE		71788
KINROSS GOLD CORP	COM NO PAR	496902404	2397	134,870	SH	SOLE		134870
KOHLS CORP	COM	500255104	10436	250,682	SH	SOLE		250682
KONINKLIJKE PHILIPS ELECTRS	NY REG SH NEW	500472303	1361	93,366	SH	SOLE		93366
KOREA FD	COM NEW	500634209	592	26,900	SH	SOLE		26900
KRAFT FOODS INC	CL A	50075N104	7999	366,264	SH	SOLE		366264
KROGER CO	COM	501044101	14535	677,603	SH	SOLE		677603
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1497	25,811	SH	SOLE		25811
LAWSON SOFTWARE INC NEW	COM	52078P102	499	118,515	SH	SOLE		118515
LEGACY BANCORP INC	CL A	52463G105	268	28,222	SH	SOLE		28222
LEGGETT & PLATT INC	COM	524660107	2753	214,903	SH	SOLE		214903
LENNAR CORP	CL A	526057104	2329	267,434	SH	SOLE		267434
LEUCADIA NATL CORP	COM	527288104	589	42,694	SH	SOLE		42694
LEXMARK INTL NEW	CL A	529771107	2169	128,622	SH	SOLE		128622
LHC GROUP INC	COM	50187A107	264	12,717	SH	SOLE		12717
LIBERTY ALL STAR EQUITY FD	SH BEN INT	530158104	838	292,076	SH	SOLE		292076
LIBERTY GLOBAL INC	COM SER C	530555309	236	16,791	SH	SOLE		16791
LINCARE HLDGS INC	COM	532791100	836	39,206	SH	SOLE		39206
LINEAR TECHNOLOGY CORP	COM	535678106	6585	288,185	SH	SOLE		288185
LOCKHEED MARTIN CORP	COM	539830109	7719	111,851	SH	SOLE		111851
LOEWS CORP	COM	540424108	1531	71,098	SH	SOLE		71098
MACERICH CO	COM	554382101	1066	183,154	SH	SOLE		183154
MADISON CLAYMORE CALL &EQTY	COM	556582104	270	48,300	SH	SOLE		48300
MAGELLAN HEALTH SVCS INC	COM NEW	559079207	616	17,304	SH	SOLE		17304
MANULIFE FINL CORP	COM	56501R106	1171	109,455	SH	SOLE		109455
MARKET VECTORS ETF TR	GOLD MINER ETF	57060U100	3912	107,470	SH	SOLE		107470
MARVEL ENTERTAINMENT INC	COM	57383T103	1566	59,963	SH	SOLE		59963
MASSEY ENERGY CORP	COM	576206106	2129	207,094	SH	SOLE		207094
MATTEL INC	COM	577081102	3549	306,985	SH	SOLE		306985
MATTHEWS INTL CORP	CL A	577128101	984	35,007	SH	SOLE		35007
MCDONALDS CORP	COM	580135101	20450	379,263	SH	SOLE		379263
MCKESSON CORP	COM	58155Q103	2197	60,832	SH	SOLE		60832
MEDCO HEALTH SOLUTIONS INC	COM	58405U102	658	16,625	SH	SOLE		16625
MEMC ELECTR MATLS INC	COM	552715104	832	50,089	SH	SOLE		50089
MENTOR GRAPHICS CORP	COM	587200106	439	101,236	SH	SOLE		101236
MERCK & CO INC	COM	589331107	696	26,217	SH	SOLE		26217
MERIDIAN BIOSCIENCE INC	COM	589584101	243	13,609	SH	SOLE		13609
METTLER TOLEDO INTERNATIONAL	COM	592688105	713	14,060	SH	SOLE		14060
MEXICO FD INC	COM	592835102	234	19,000	SH	SOLE		19000
MICREL INC	COM	594793101	401	56,678	SH	SOLE		56678
MICROCHIP TECHNOLOGY INC	COM	595017104	831	39,330	SH	SOLE		39330
MICRON TECHNOLOGY INC	COM	595112103	201	51,704	SH	SOLE		51704
MICROSOFT CORP	COM	594918104	2225	127,287	SH	SOLE		127287
MIDCAP SPDR TR	UNIT SER 1	595635103	3332	38,016	SH	SOLE		38016
MINE SAFETY APPLIANCES CO	COM	602720104	547	28,333	SH	SOLE		28333
MINERALS TECHNOLOGIES INC	COM	603158106	803	25,575	SH	SOLE		25575
MOLINA HEALTHCARE INC	COM	60855R100	296	15,558	SH	SOLE		15558
MOLSON COORS BREWING CO	CL B	60871R209	440	12,861	SH	SOLE		12861
MORGAN STANLEY	COM NEW	617446448	2953	133,451	SH	SOLE		133451
MOSAIC CO	COM	61945A107	662	15,480	SH	SOLE		15480
MSC INDL DIRECT INC	CL A	553530106	573	18,923	SH	SOLE		18923
MTS SYS CORP	COM	553777103	253	11,475	SH	SOLE		11475
MURPHY OIL CORP	COM	626717102	1169	25,679	SH	SOLE		25679
MVC CAPITAL INC	COM	553829102	590	75,804	SH	SOLE		75804
NABORS INDUSTRIES LTD	SHS	G6359F103	1514	152,426	SH	SOLE		152426
NASDAQ OMX GROUP INC	COM	631103108	6314	344,103	SH	SOLE		344103
NASH FINCH CO	COM	631158102	297	10,737	SH	SOLE		10737
NATIONAL FUEL GAS CO N J	COM	636180101	915	29,729	SH	SOLE		29729
NATIONAL PENN BANCSHARES INC	COM	637138108	208	25,411	SH	SOLE		25411
NATIONWIDE HEALTH PPTYS INC	COM	638620104	2295	114,114	SH	SOLE		114114
NAVIGANT CONSULTING INC	COM	63935N107	421	32,551	SH	SOLE		32551
NAVISTAR INTL CORP NEW	COM	63934E108	651	19,759	SH	SOLE		19759
NCR CORP NEW	COM	62886E108	343	42,921	SH	SOLE		42921
NEW GERMANY FD INC	COM	644465106	378	61,400	SH	SOLE		61400
NEW YORK CMNTY BANCORP INC	COM	649445103	518	48,672	SH	SOLE		48672
NEWFIELD EXPL CO	COM	651290108	483	21,071	SH	SOLE		21071
NEWS CORP	CL A	65248E104	2433	375,524	SH	SOLE		375524
NICOR INC	COM	654086107	1266	38,581	SH	SOLE		38581
NOBLE CORPORATION	SHS	G65422100	2763	113,805	SH	SOLE		113805
NORFOLK SOUTHERN CORP	COM	655844108	1106	33,380	SH	SOLE		33380
NORTHEAST CMNTY BANCORP INC	COM	664112109	240	32,107	SH	SOLE		32107
NORTHEAST UTILS	COM	664397106	891	41,393	SH	SOLE		41393
NORTHERN TR CORP	COM	665859104	6111	107,221	SH	SOLE		107221
NORTHWESTERN CORP	COM NEW	668074305	384	18,051	SH	SOLE		18051
NOVA CHEMICALS CORP	COM	66977W109	3506	610,781	SH	SOLE		610781
NOVEN PHARMACEUTICALS INC	COM	670009109	225	24,249	SH	SOLE		24249
NPS PHARMACEUTICALS INC	COM	62936P103	345	83,499	SH	SOLE		83499
NRG ENERGY INC	COM NEW	629377508	950	55,722	SH	SOLE		55722
NUTRI SYS INC NEW	COM	67069D108	250	17,494	SH	SOLE		17494
NUVEEN CORE EQUITY ALPHA FUN	COM	67090X107	449	54,700	SH	SOLE		54700
NUVEEN EQTY PRM OPPORTUNITYF	COM	6706EM102	595	60,200	SH	SOLE		60200
NUVEEN EQUITY PREM & GROWTH	COM	6706EW100	466	50,200	SH	SOLE		50200
NUVEEN EQUITY PREM ADV FD	COM	6706ET107	802	83,700	SH	SOLE		83700
NUVEEN EQUITY PREM INCOME FD	COM	6706ER101	499	53,300	SH	SOLE		53300
NYSE EURONEXT	COM	629491101	3522	205,231	SH	SOLE		205231
O REILLY AUTOMOTIVE INC	COM	686091109	640	18,273	SH	SOLE		18273
OGE ENERGY CORP	COM	670837103	618	26,237	SH	SOLE		26237
OLD MUTUAL CLAYMORE LNG SHT	COM	68003N103	540	76,300	SH	SOLE		76300
OLIN CORP	COM PAR $1	680665205	1662	120,775	SH	SOLE		120775
ORACLE CORP	COM	68389X105	13848	784,128	SH	SOLE		784128
ORBITAL SCIENCES CORP	COM	685564106	621	51,488	SH	SOLE		51488
P F CHANGS CHINA BISTRO INC	COM	69333Y108	441	19,192	SH	SOLE		19192
PACTIV CORP	COM	695257105	1406	98,657	SH	SOLE		98657
PAPA JOHNS INTL INC	COM	698813102	424	18,493	SH	SOLE		18493
PARAMETRIC TECHNOLOGY CORP	COM NEW	699173209	448	47,202	SH	SOLE		47202
PEETS COFFEE & TEA INC	COM	705560100	432	20,273	SH	SOLE		20273
PENN VA CORP	COM	707882106	253	23,745	SH	SOLE		23745
PEOPLES UNITED FINANCIAL INC	COM	712704105	5011	287,025	SH	SOLE		287025
PEPSICO INC	COM	713448108	3301	63,738	SH	SOLE		63738
PEROT SYS CORP	CL A	714265105	351	27,644	SH	SOLE		27644
PETRO-CDA	COM	71644E102	2606	98,253	SH	SOLE		98253
PETROLEO BRASILEIRO SA PETRO	SPONSORED ADR	71654V408	4320	140,074	SH	SOLE		140074
PFIZER INC	COM	717081103	15785	1,152,183	SH	SOLE		1152183
PG&E CORP	COM	69331C108	10309	271,086	SH	SOLE		271086
PHARMACEUTICAL PROD DEV INC	COM	717124101	1491	63,457	SH	SOLE		63457
PHARMERICA CORP	COM	71714F104	539	32,591	SH	SOLE		32591
PHILIP MORRIS INTL INC	COM	718172109	818	22,258	SH	SOLE		22258
PHILLIPS VAN HEUSEN CORP	COM	718592108	718	31,288	SH	SOLE		31288
PNC FINL SVCS GROUP INC	COM	693475105	4753	177,867	SH	SOLE		177867
POLYCOM INC	COM	73172K104	348	22,979	SH	SOLE		22979
PORTLAND GEN ELEC CO	COM NEW	736508847	581	33,573	SH	SOLE		33573
POST PPTYS INC	COM	737464107	288	29,946	SH	SOLE		29946
POTLATCH CORP NEW	COM	737630103	983	46,251	SH	SOLE		46251
POWERSHS DB MULTI SECT COMM	DB AGRICULT FD	73936B408	559	23,388	SH	SOLE		23388
PPL CORP	COM	69351T106	2760	98,942	SH	SOLE		98942
PRAXAIR INC	COM	74005P104	842	12,766	SH	SOLE		12766
PRICELINE COM INC	COM NEW	741503403	3236	40,364	SH	SOLE		40364
PROGRESSIVE CORP OHIO	COM	743315103	2773	216,795	SH	SOLE		216795
PROLOGIS	SH BEN INT	743410102	598	113,611	SH	SOLE		113611
PROSHARES TR	PSHS ULT S&P 500	74347R107	576	29,700	SH	SOLE		29700
PROSHARES TR	PSHS ULTRA QQQ	74347R206	1278	48,400	SH	SOLE		48400
PROSHARES TR	PSHS ULTRA DOW30	74347R305	1220	53,300	SH	SOLE		53300
PROSHARES TR	PSHS REAL ESTAT	74347R552	1699	27,852	SH	SOLE		27852
PROSHARES TR	PSHS ULTRA O&G	74347R719	489	22,400	SH	SOLE		22400
PROSHARES TR	PSHS ULTRUSS2000	74347R842	488	36,700	SH	SOLE		36700
PROSHARES TR	PSHS ULTSHRT QQQ	74347R875	2075	41,915	SH	SOLE		41915
PROSHARES TR	PSHS ULSHT SP500	74347R883	1007	12,500	SH	SOLE		12500
PROSHARES TR II	ULT DJ AIG CRU	74347W502	272	33,100	SH	SOLE		33100
PROSHARES TR II	ULSHT DJAIG CR	74347W809	499	15,300	SH	SOLE		15300
PROTECTIVE LIFE CORP	COM	743674103	348	69,974	SH	SOLE		69974
PROVIDENT BANKSHARES CORP	COM	743859100	5906	892,101	SH	SOLE		892101
PROVIDENT NEW YORK BANCORP	COM	744028101	309	35,962	SH	SOLE		35962
PRUDENTIAL FINL INC	COM	744320102	1306	72,567	SH	SOLE		72567
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	2662	93,750	SH	SOLE		93750
QUALCOMM INC	COM	747525103	1792	47,329	SH	SOLE		47329
QUESTAR CORP	COM	748356102	3533	120,731	SH	SOLE		120731
QUICKSILVER RESOURCES INC	COM	74837R104	260	46,922	SH	SOLE		46922
RALCORP HLDGS INC NEW	COM	751028101	1081	19,891	SH	SOLE		19891
RAYTHEON CO	COM NEW	755111507	13547	349,161	SH	SOLE		349161
RED HAT INC	COM	756577102	304	17,087	SH	SOLE		17087
RED ROBIN GOURMET BURGERS IN	COM	75689M101	235	13,349	SH	SOLE		13349
REGENERON PHARMACEUTICALS	COM	75886F107	264	18,583	SH	SOLE		18583
RELIANCE STEEL & ALUMINUM CO	COM	759509102	634	24,447	SH	SOLE		24447
RENT A CTR INC NEW	COM	76009N100	1496	77,552	SH	SOLE		77552
REPUBLIC FIRST BANCORP INC	COM	760416107	216	30,055	SH	SOLE		30055
REPUBLIC SVCS INC	COM	760759100	528	31,415	SH	SOLE		31415
RESEARCH IN MOTION LTD	COM	760975102	4392	101,539	SH	SOLE		101539
RESMED INC	COM	761152107	1392	40,350	SH	SOLE		40350
RETAIL HOLDRS TR	DEP RCPT	76127U101	1840	25,000	SH	SOLE		25000
RITCHIE BROS AUCTIONEERS	COM	767744105	244	12,752	SH	SOLE		12752
ROBBINS & MYERS INC	COM	770196103	309	20,521	SH	SOLE		20521
ROCKWELL AUTOMATION INC	COM	773903109	255	11,698	SH	SOLE		11698
ROCKWELL COLLINS INC	COM	774341101	4299	132,643	SH	SOLE		132643
ROGERS COMMUNICATIONS INC	CL B	775109200	488	20,970	SH	SOLE		20970
ROHM & HAAS CO	COM	775371107	6190	78,757	SH	SOLE		78757
ROPER INDS INC NEW	COM	776696106	476	11,396	SH	SOLE		11396
ROSS STORES INC	COM	778296103	4417	121,256	SH	SOLE		121256
ROWAN COS INC	COM	779382100	3187	259,501	SH	SOLE		259501
ROYCE VALUE TR INC	COM	780910105	437	63,174	SH	SOLE		63174
RYDER SYS INC	COM	783549108	3032	112,580	SH	SOLE		112580
SAFEWAY INC	COM NEW	786514208	335	16,589	SH	SOLE		16589
SAIC INC	COM	78390X101	4278	228,650	SH	SOLE		228650
SALESFORCE COM INC	COM	79466L302	1673	51,357	SH	SOLE		51357
SARA LEE CORP	COM	803111103	2892	355,767	SH	SOLE		355767
SCHERING PLOUGH CORP	COM	806605101	6071	257,143	SH	SOLE		257143
SCHLUMBERGER LTD	COM	806857108	1923	46,774	SH	SOLE		46774
SCHULMAN A INC	COM	808194104	259	19,738	SH	SOLE		19738
SCIENTIFIC GAMES CORP	CL A	80874P109	489	39,914	SH	SOLE		39914
SCRIPPS NETWORKS INTERACT IN	CL A COM	811065101	453	20,751	SH	SOLE		20751
SELECT SECTOR SPDR TR	SBI INT-ENERGY	81369Y506	15313	357,769	SH	SOLE		357769
SELECT SECTOR SPDR TR	SBI INT-UTILS	81369Y886	2155	85,200	SH	SOLE		85200
SEMPRA ENERGY	COM	816851109	836	18,613	SH	SOLE		18613
SHAW GROUP INC	COM	820280105	488	17,655	SH	SOLE		17655
SIGMA ALDRICH CORP	COM	826552101	2421	64,775	SH	SOLE		64775
SIGMA DESIGNS INC	COM	826565103	241	20,809	SH	SOLE		20809
SIMON PPTY GROUP INC NEW	COM	828806109	4301	139,386	SH	SOLE		139386
SK TELECOM LTD	SPONSORED ADR	78440P108	232	15,107	SH	SOLE		15107
SKECHERS U S A INC	CL A	830566105	247	37,582	SH	SOLE		37582
SKYWORKS SOLUTIONS INC	COM	83088M102	262	32,884	SH	SOLE		32884
SLM CORP	COM	78442P106	323	74,339	SH	SOLE		74339
SMUCKER J M CO	COM NEW	832696405	3574	98,579	SH	SOLE		98579
SNAP ON INC	COM	833034101	1420	56,368	SH	SOLE		56368
SONOCO PRODS CO	COM	835495102	1508	72,762	SH	SOLE		72762
SONY CORP	ADR NEW	835699307	338	16,276	SH	SOLE		16276
SOURCE CAP INC	COM	836144105	417	15,000	SH	SOLE		15000
SOUTHWEST AIRLS CO	COM	844741108	708	114,802	SH	SOLE		114802
SOUTHWESTERN ENERGY CO	COM	845467109	1137	37,429	SH	SOLE		37429
SPDR GOLD TRUST	GOLD SHS	78463V107	23122	257,078	SH	SOLE		257078
SPDR TR	UNIT SER 1	78462F103	58060	736,899	SH	SOLE		736899
SPRINT NEXTEL CORP	COM SER 1	852061100	949	265,766	SH	SOLE		265766
STANLEY WKS	COM	854616109	3143	108,308	SH	SOLE		108308
STATE STR CORP	COM	857477103	466	16,654	SH	SOLE		16654
STERICYCLE INC	COM	858912108	992	21,042	SH	SOLE		21042
STRYKER CORP	COM	863667101	5545	165,771	SH	SOLE		165771
SUN MICROSYSTEMS INC	COM NEW	866810203	300	41,374	SH	SOLE		41374
SUNAMERICA FCSED ALPHA GRW F	COM	867037103	468	53,900	SH	SOLE		53900
SUNAMERICA FOCUSE ALPHA LC F	COM	867038101	347	39,100	SH	SOLE		39100
SUNCOR ENERGY INC	COM	867229106	3228	145,953	SH	SOLE		145953
SUNTECH PWR HLDGS CO LTD	NOTE    0.250% 2/1	86800CAC8	452	500,000	PRN	SOLE		500000
SUNTRUST BKS INC	COM	867914103	2563	236,226	SH	SOLE		236226
SUPERIOR ENERGY SVCS INC	COM	868157108	216	16,208	SH	SOLE		16208
SUPERVALU INC	COM	868536103	5030	361,356	SH	SOLE		361356
SYMANTEC CORP	COM	871503108	5035	345,835	SH	SOLE		345835
SYNAPTICS INC	COM	87157D109	599	24,360	SH	SOLE		24360
SYNNEX CORP	COM	87162W100	204	10,082	SH	SOLE		10082
SYNOPSYS INC	COM	871607107	728	35,261	SH	SOLE		35261
SYNOVUS FINL CORP	COM	87161C105	858	300,022	SH	SOLE		300022
SYSTEMAX INC	COM	871851101	237	18,679	SH	SOLE		18679
TELEPHONE & DATA SYS INC	COM	879433100	313	11,989	SH	SOLE		11989
TELEPHONE & DATA SYS INC	SPL COM	879433860	263	11,671	SH	SOLE		11671
TELLABS INC	COM	879664100	1482	339,029	SH	SOLE		339029
TERADATA CORP DEL	COM	88076W103	462	28,194	SH	SOLE		28194
TERADYNE INC	COM	880770102	772	170,131	SH	SOLE		170131
TEXAS INSTRS INC	COM	882508104	3467	211,132	SH	SOLE		211132
THERMO FISHER SCIENTIFIC INC	COM	883556102	4165	116,019	SH	SOLE		116019
THINKORSWIM GROUP INC	COM	88409C105	5815	690,650	SH	SOLE		690650
THOMAS & BETTS CORP	COM	884315102	869	35,585	SH	SOLE		35585
THOMSON REUTERS CORP	COM	884903105	900	36,472	SH	SOLE		36472
TIBCO SOFTWARE INC	COM	88632Q103	275	47,757	SH	SOLE		47757
TICKETMASTER ENTMT INC	COM	88633P302	822	218,554	SH	SOLE		218554
TIFFANY & CO NEW	COM	886547108	2475	116,686	SH	SOLE		116686
TIM HORTONS INC	COM	88706M103	1857	73,292	SH	SOLE		73292
TIME WARNER CABLE INC	COM	88732J207	3849	151,637	SH	SOLE		151637
TIME WARNER INC	COM	887317105	3201	175,610	SH	SOLE		175610
TIMKEN CO	COM	887389104	493	35,461	SH	SOLE		35461
TITANIUM METALS CORP	COM NEW	888339207	420	79,730	SH	SOLE		79730
TJX COS INC NEW	COM	872540109	6569	255,206	SH	SOLE		255206
TOTAL S A	SPONSORED ADR	89151E109	485	10,023	SH	SOLE		10023
TRACTOR SUPPLY CO	COM	892356106	755	20,841	SH	SOLE		20841
TRANSCANADA CORP	COM	89353D107	406	17,113	SH	SOLE		17113
TRAVELERS COMPANIES INC	COM	89417E109	4557	118,309	SH	SOLE		118309
TRINITY INDS INC	COM	896522109	287	30,959	SH	SOLE		30959
TRUE RELIGION APPAREL INC	COM	89784N104	270	23,093	SH	SOLE		23093
TRUSTMARK CORP	COM	898402102	859	48,957	SH	SOLE		48957
TYCO INTL LTD BERMUDA	SHS	G9143X208	3255	172,383	SH	SOLE		172383
TYLER TECHNOLOGIES INC	COM	902252105	403	28,941	SH	SOLE		28941
UBS AG	SHS NEW	H89231338	3118	350,772	SH	SOLE		350772
UDR INC	COM	902653104	523	68,482	SH	SOLE		68482
UGI CORP NEW	COM	902681105	1860	78,464	SH	SOLE		78464
ULTRA PETROLEUM CORP	COM	903914109	1367	36,933	SH	SOLE		36933
UNITED ONLINE INC	COM	911268100	258	59,269	SH	SOLE		59269
UNITED STATES OIL FUND LP	UNITS	91232N108	2650	92,478	SH	SOLE		92478
UNITED TECHNOLOGIES CORP	COM	913017109	11105	260,680	SH	SOLE		260680
UNITEDHEALTH GROUP INC	COM	91324P102	4969	241,930	SH	SOLE		241930
UNIVERSAL HLTH SVCS INC	CL B	913903100	693	18,584	SH	SOLE		18584
UNUM GROUP	COM	91529Y106	538	45,717	SH	SOLE		45717
URBAN OUTFITTERS INC	COM	917047102	909	55,077	SH	SOLE		55077
V F CORP	COM	918204108	5907	103,275	SH	SOLE		103275
VAIL RESORTS INC	COM	91879Q109	281	13,962	SH	SOLE		13962
VALERO ENERGY CORP NEW	COM	91913Y100	219	12,359	SH	SOLE		12359
VARIAN MED SYS INC	COM	92220P105	1186	39,243	SH	SOLE		39243
VECTREN CORP	COM	92240G101	765	36,983	SH	SOLE		36983
VENTAS INC	COM	92276F100	1338	62,401	SH	SOLE		62401
VERISIGN INC	COM	92343E102	4183	221,816	SH	SOLE		221816
VERTEX PHARMACEUTICALS INC	COM	92532F100	1552	54,143	SH	SOLE		54143
VIAD CORP	COM NEW	92552R406	335	23,981	SH	SOLE		23981
WABCO HLDGS INC	COM	92927K102	246	19,781	SH	SOLE		19781
WABTEC CORP	COM	929740108	1573	60,269	SH	SOLE		60269
WAL MART STORES INC	COM	931142103	9392	181,462	SH	SOLE		181462
WASTE MGMT INC DEL	COM	94106L109	2216	87,503	SH	SOLE		87503
WATSON PHARMACEUTICALS INC	COM	942683103	1260	43,672	SH	SOLE		43672
WD-40 CO	COM	929236107	250	10,305	SH	SOLE		10305
WEATHERFORD INTERNATIONAL LT	REG	H27013103	1899	172,357	SH	SOLE		172357
WEINGARTEN RLTY INVS	SH BEN INT	948741103	370	41,864	SH	SOLE		41864
WELLPOINT INC	COM	94973V107	3485	97,529	SH	SOLE		97529
WELLS FARGO & CO NEW	COM	949746101	5280	394,943	SH	SOLE		394943
WENDYS ARBYS GROUP INC	COM	950587105	200	40,164	SH	SOLE		40164
WERNER ENTERPRISES INC	COM	950755108	1329	89,520	SH	SOLE		89520
WESTERN UN CO	COM	959802109	1587	132,234	SH	SOLE		132234
WGL HLDGS INC	COM	92924F106	476	14,424	SH	SOLE		14424
WILEY JOHN & SONS INC	CL A	968223206	407	13,769	SH	SOLE		13769
WILLIAMS COS INC DEL	COM	969457100	3384	305,683	SH	SOLE		305683
WILLIS GROUP HOLDINGS LTD	SHS	G96655108	345	15,742	SH	SOLE		15742
WILMINGTON TRUST CORP	COM	971807102	610	67,281	SH	SOLE		67281
WIND RIVER SYSTEMS INC	COM	973149107	233	36,008	SH	SOLE		36008
WINN DIXIE STORES INC	COM NEW	974280307	492	51,228	SH	SOLE		51228
WOLVERINE WORLD WIDE INC	COM	978097103	449	29,132	SH	SOLE		29132
WOODWARD GOVERNOR CO	COM	980745103	340	30,838	SH	SOLE		30838
WRIGHT MED GROUP INC	COM	98235T107	253	19,618	SH	SOLE		19618
WYETH	COM	983024100	6060	140,927	SH	SOLE		140927
WYNDHAM WORLDWIDE CORP	COM	98310W108	1354	326,221	SH	SOLE		326221
WYNN RESORTS LTD	COM	983134107	460	23,962	SH	SOLE		23962
XCEL ENERGY INC	COM	98389B100	5721	314,341	SH	SOLE		314341
XILINX INC	COM	983919101	3294	170,931	SH	SOLE		170931
XTO ENERGY INC	COM	98385X106	9924	321,174	SH	SOLE		321174
YAHOO INC	COM	984332106	3362	264,709	SH	SOLE		264709
YAMANA GOLD INC	COM	98462Y100	3407	381,058	SH	SOLE		381058
ZEBRA TECHNOLOGIES CORP	CL A	989207105	618	32,900	SH	SOLE		32900
ZIONS BANCORPORATION	COM	989701107	766	81,700	SH	SOLE		81700
ZOLL MED CORP	COM	989922109	227	16,025	SH	SOLE		16025
ZWEIG FD	COM	989834106	655	267,212	SH	SOLE		267212
ZWEIG TOTAL RETURN FD INC	COM	989837109	869	275,900	SH	SOLE		275900
ZYGO CORP	COM	989855101	1206	258,172	SH	SOLE		258172