0001134813-11-000004.txt : 20111110
0001134813-11-000004.hdr.sgml : 20111110
20111110091051
ACCESSION NUMBER: 0001134813-11-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111110
DATE AS OF CHANGE: 20111110
EFFECTIVENESS DATE: 20111110
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STEVENS CAPITAL MANAGEMENT LP
CENTRAL INDEX KEY: 0001134813
IRS NUMBER: 980377305
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06263
FILM NUMBER: 111193387
BUSINESS ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
BUSINESS PHONE: 6109715000
MAIL ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: TEWKSBURY CAPITAL MANAGEMENT LTD
DATE OF NAME CHANGE: 20020429
FORMER COMPANY:
FORMER CONFORMED NAME: TCM
DATE OF NAME CHANGE: 20020426
FORMER COMPANY:
FORMER CONFORMED NAME: TTF/FA
DATE OF NAME CHANGE: 20010213
13F-HR
1
scm9302011.txt
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 30 SEPTEMBER 2011
CHECK HERE IF AMENDMENT [ ]; AMENDMENT NUMBER: [ ]
THIS AMENDMENT: [ ] IS A RESTATEMENT.
[ ] ADDS NEW HOLDINGS ENTRIES.
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: GENERAL COUNSEL
PHONE: 610.971.5000
SIGNATURE, PLACE, AND DATE OF SIGNING:
____________________________
SIGNATURE
RADNOR, PA
7 NOVEMBER 2011
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: 776
FORM 13F INFORMATION TABLE VALUE TOTAL: 1156911
(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
3M CO COM 88579Y101 22618 315060 SH SOLE 315060
51JOB INC SP ADR REP COM 316827104 212 5315 SH SOLE 5315
ABB LTD SPONSORED ADR 375204 433 25360 SH SOLE 25360
ABBOTT LABS COM 2824100 5989 117105 SH SOLE 117105
ABERCROMBIE & FITCH CO CL A 2896207 703 11420 SH SOLE 11420
ABINGTON BANCORP INC COM 00350L109 5161 716870 SH SOLE 716870
ACADIA RLTY TR COM SH BEN INT 4239109 887 47452 SH SOLE 47452
ACE LTD SHS H0023R105 2699 44537 SH SOLE 44537
ACHILLION PHARMACEUTICALS IN COM 00448Q201 48 10229 SH SOLE 10229
ACORDA THERAPEUTICS INC COM 00484M106 256 12828 SH SOLE 12828
ADOBE SYS INC COM 00724F101 6846 283246 SH SOLE 283246
ADTRAN INC COM 00738A106 531 20075 SH SOLE 20075
ADVANTAGE OIL & GAS LTD COM 00765F101 53 14182 SH SOLE 14182
AERCAP HOLDINGS NV SHS N00985106 252 25421 SH SOLE 25421
AES CORP COM 00130H105 989 101299 SH SOLE 101299
AETNA INC NEW COM 00817Y108 9399 258654 SH SOLE 258654
AIR PRODS & CHEMS INC COM 9158106 6416 84013 SH SOLE 84013
AIRCASTLE LTD COM G0129K104 371 38934 SH SOLE 38934
AK STL HLDG CORP COM 1547108 176 26975 SH SOLE 26975
AKAMAI TECHNOLOGIES INC COM 00971T101 2243 112812 SH SOLE 112812
ALCOA INC COM 13817101 3071 320915 SH SOLE 320915
ALEXANDRIA REAL ESTATE EQ IN COM 15271109 5117 83358 SH SOLE 83358
ALEXION PHARMACEUTICALS INC COM 15351109 402 6283 SH SOLE 6283
ALLETE INC COM NEW 18522300 264 7202 SH SOLE 7202
ALLIANT ENERGY CORP COM 18802108 598 15448 SH SOLE 15448
ALLIANT TECHSYSTEMS INC COM 18804104 563 10331 SH SOLE 10331
ALLIED HEALTHCARE INTL INC COM 01923A109 6442 1677539 SH SOLE 1677539
ALLSTATE CORP COM 20002101 3203 135199 SH SOLE 135199
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 108 16368 SH SOLE 16368
ALTERA CORP COM 21441100 4545 144148 SH SOLE 144148
ALUMINUM CORP CHINA LTD SPON ADR H SHS 22276109 105 10105 SH SOLE 10105
AMAG PHARMACEUTICALS INC COM 00163U106 185 12557 SH SOLE 12557
AMEREN CORP COM 23608102 3129 105093 SH SOLE 105093
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1569 71055 SH SOLE 71055
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1608 59342 SH SOLE 59342
AMERICAN EQTY INVT LIFE HLD COM 25676206 120 13728 SH SOLE 13728
AMERICAN EXPRESS CO COM 25816109 1960 43648 SH SOLE 43648
AMERICAN FINL GROUP INC OHIO COM 25932104 223 7193 SH SOLE 7193
AMERICAN GREETINGS CORP CL A 26375105 287 15499 SH SOLE 15499
AMERICAN INTL GROUP INC COM NEW 26874784 344 15677 SH SOLE 15677
AMERICAN MED ALERT CORP COM 27904101 174 20730 SH SOLE 20730
AMERICAN PUBLIC EDUCATION IN COM 02913V103 219 6452 SH SOLE 6452
AMERICAN STS WTR CO COM 29899101 236 6963 SH SOLE 6963
AMERICAN WTR WKS CO INC NEW COM 30420103 1430 47376 SH SOLE 47376
AMERIGROUP CORP COM 03073T102 218 5597 SH SOLE 5597
AMERIPRISE FINL INC COM 03076C106 3299 83828 SH SOLE 83828
AMERISAFE INC COM 03071H100 280 15188 SH SOLE 15188
AMERISOURCEBERGEN CORP COM 03073E105 3586 96227 SH SOLE 96227
AMERON INTL INC COM 30710107 9300 109484 SH SOLE 109484
AMETEK INC NEW COM 31100100 1001 30352 SH SOLE 30352
AMGEN INC COM 31162100 2610 47496 SH SOLE 47496
AMPHENOL CORP NEW CL A 32095101 472 11573 SH SOLE 11573
AMR CORP COM 1765106 45 15048 SH SOLE 15048
AMYLIN PHARMACEUTICALS INC COM 32346108 141 15287 SH SOLE 15287
ANADARKO PETE CORP COM 32511107 697 11055 SH SOLE 11055
ANALOG DEVICES INC COM 32654105 5765 184464 SH SOLE 184464
ANDERSONS INC COM 34164103 221 6583 SH SOLE 6583
ANGLOGOLD ASHANTI LTD SPONSORED ADR 35128206 472 11407 SH SOLE 11407
ANIXTER INTL INC COM 35290105 279 5876 SH SOLE 5876
ANSYS INC COM 03662Q105 244 4984 SH SOLE 4984
APAC CUSTOMER SERVICES INC COM 00185E106 4230 496492 SH SOLE 496492
APACHE CORP COM 37411105 5081 63327 SH SOLE 63327
APARTMENT INVT & MGMT CO CL A 03748R101 829 37487 SH SOLE 37487
APOLLO GROUP INC CL A 37604105 1982 50042 SH SOLE 50042
APPLE INC COM 37833100 500 1312 SH SOLE 1312
APPLIED MATLS INC COM 38222105 884 85370 SH SOLE 85370
APTARGROUP INC COM 38336103 222 4976 SH SOLE 4976
ARCH CHEMICALS INC COM 03937R102 6782 144539 SH SOLE 144539
ARCHER DANIELS MIDLAND CO COM 39483102 2303 92843 SH SOLE 92843
ARKANSAS BEST CORP DEL COM 40790107 336 20792 SH SOLE 20792
ARRAY BIOPHARMA INC COM 04269X105 94 47969 SH SOLE 47969
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1320 57309 SH SOLE 57309
ASSOCIATED BANC CORP COM 45487105 115 12362 SH SOLE 12362
ASTORIA FINL CORP COM 46265104 321 41770 SH SOLE 41770
AT&T INC COM 00206R102 2885 101172 SH SOLE 101172
AU OPTRONICS CORP SPONSORED ADR 2255107 218 54946 SH SOLE 54946
AURIZON MINES LTD COM 05155P106 61 12020 SH SOLE 12020
AVALONBAY CMNTYS INC COM 53484101 4933 43252 SH SOLE 43252
AVERY DENNISON CORP COM 53611109 275 10970 SH SOLE 10970
AVIS BUDGET GROUP COM 53774105 160 16563 SH SOLE 16563
AXIS CAPITAL HOLDINGS SHS G0692U109 723 27891 SH SOLE 27891
BAIDU INC SPON ADR REP A 56752108 1587 14843 SH SOLE 14843
BAKER HUGHES INC COM 57224107 4206 91136 SH SOLE 91136
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 92 11335 SH SOLE 11335
BANCO SANTANDER SA ADR 05964H105 131 16270 SH SOLE 16270
BANK HAWAII CORP COM 62540109 381 10469 SH SOLE 10469
BANK OF AMERICA CORPORATION COM 60505104 91 14816 SH SOLE 14816
BANK OF NEW YORK MELLON CORP COM 64058100 909 48885 SH SOLE 48885
BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 2967 55600 SH SOLE 55600
BARNES GROUP INC COM 67806109 211 10974 SH SOLE 10974
BARRETT BILL CORP COM 06846N104 676 18657 SH SOLE 18657
BE AEROSPACE INC COM 73302101 310 9355 SH SOLE 9355
BEBE STORES INC COM 75571109 117 17372 SH SOLE 17372
BECTON DICKINSON & CO COM 75887109 4262 58125 SH SOLE 58125
BELO CORP COM SER A 80555105 308 63016 SH SOLE 63016
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 87 11617 SH SOLE 11617
BERKLEY W R CORP COM 84423102 566 19048 SH SOLE 19048
BEST BUY INC COM 86516101 482 20686 SH SOLE 20686
BIOGEN IDEC INC COM 09062X103 2940 31561 SH SOLE 31561
BJS WHOLESALE CLUB INC COM 05548J106 6615 129107 SH SOLE 129107
BLACKBAUD INC COM 09227Q100 338 15182 SH SOLE 15182
BLACKROCK KELSO CAPITAL CORP COM 92533108 283 38707 SH SOLE 38707
BMC SOFTWARE INC COM 55921100 553 14343 SH SOLE 14343
BOEING CO COM 97023105 5666 93630 SH SOLE 93630
BORGWARNER INC COM 99724106 1679 27735 SH SOLE 27735
BOSTON PROPERTIES INC COM 101121101 6057 67980 SH SOLE 67980
BOYD GAMING CORP COM 103304101 114 23258 SH SOLE 23258
BRINKS CO COM 109696104 725 31120 SH SOLE 31120
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 352 4152 SH SOLE 4152
BROOKFIELD OFFICE PPTYS INC COM 112900105 2506 181973 SH SOLE 181973
BROOKLINE BANCORP INC DEL COM 11373M107 97 12602 SH SOLE 12602
BRUNSWICK CORP COM 117043109 193 13760 SH SOLE 13760
CA INC COM 12673P105 3566 183696 SH SOLE 183696
CABOT MICROELECTRONICS CORP COM 12709P103 429 12483 SH SOLE 12483
CABOT OIL & GAS CORP COM 127097103 480 7751 SH SOLE 7751
CADENCE DESIGN SYSTEM INC COM 127387108 101 10889 SH SOLE 10889
CADENCE PHARMACEUTICALS INC COM 12738T100 290 44298 SH SOLE 44298
CALIFORNIA WTR SVC GROUP COM 130788102 261 14729 SH SOLE 14729
CALIPER LIFE SCIENCES INC COM 130872104 6410 612254 SH SOLE 612254
CANADIAN PAC RY LTD COM 13645T100 953 19818 SH SOLE 19818
CAPITAL ONE FINL CORP COM 14040H105 1841 46462 SH SOLE 46462
CAPLEASE INC COM 140288101 62 17228 SH SOLE 17228
CAPSTONE TURBINE CORP COM 14067D102 12 11646 SH SOLE 11646
CARDTRONICS INC COM 14161H108 332 14500 SH SOLE 14500
CARNIVAL CORP PAIRED CTF 143658300 2091 69010 SH SOLE 69010
CARPENTER TECHNOLOGY CORP COM 144285103 323 7187 SH SOLE 7187
CBEYOND INC COM 149847105 114 16082 SH SOLE 16082
CBIZ INC COM 124805102 155 23578 SH SOLE 23578
CBS CORP NEW CL B 124857202 3424 168007 SH SOLE 168007
CELANESE CORP DEL COM SER A 150870103 1011 31085 SH SOLE 31085
CELESTICA INC SUB VTG SHS 15101Q108 168 23134 SH SOLE 23134
CEMEX SAB DE CV SPON ADR NEW 151290889 85 26850 SH SOLE 26850
CENOVUS ENERGY INC COM 15135U109 263 8569 SH SOLE 8569
CENTENE CORP DEL COM 15135B101 213 7420 SH SOLE 7420
CENTER FINL CORP CALIF COM 15146E102 5578 1189291 SH SOLE 1189291
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 153 17473 SH SOLE 17473
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 93 11871 SH SOLE 11871
CENTRAL VT PUB SVC CORP COM 155771108 216 6140 SH SOLE 6140
CENVEO INC COM 15670S105 43 14431 SH SOLE 14431
CEPHALON INC COM 156708109 6574 81467 SH SOLE 81467
CERADYNE INC COM 156710105 222 8269 SH SOLE 8269
CF INDS HLDGS INC COM 125269100 5537 44873 SH SOLE 44873
CHEMTURA CORP COM NEW 163893209 310 30929 SH SOLE 30929
CHESAPEAKE ENERGY CORP COM 165167107 942 36872 SH SOLE 36872
CHEVRON CORP NEW COM 166764100 4946 53418 SH SOLE 53418
CHINA ADVANCED CONSTR MATLS COM 169365103 19 12071 SH SOLE 12071
CHINA FIRE & SEC GROUP INC COM 16938R103 755 86110 SH SOLE 86110
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 279 7848 SH SOLE 7848
CHINACAST EDU CORP COM 16946T109 77 20846 SH SOLE 20846
CHIPOTLE MEXICAN GRILL INC COM 169656105 1348 4448 SH SOLE 4448
CHURCH & DWIGHT INC COM 171340102 2277 51513 SH SOLE 51513
CIMAREX ENERGY CO COM 171798101 534 9587 SH SOLE 9587
CINCINNATI BELL INC NEW COM 171871106 69 22444 SH SOLE 22444
CINEMARK HOLDINGS INC COM 17243V102 1350 71521 SH SOLE 71521
CISCO SYS INC COM 17275R102 808 52140 SH SOLE 52140
CLECO CORP NEW COM 12561W105 863 25273 SH SOLE 25273
CLIFFS NATURAL RESOURCES INC COM 18683K101 1227 23978 SH SOLE 23978
CLOUD PEAK ENERGY INC COM 18911Q102 204 12035 SH SOLE 12035
CME GROUP INC COM 12572Q105 381 1546 SH SOLE 1546
CMS ENERGY CORP COM 125896100 2316 117019 SH SOLE 117019
CNA FINL CORP COM 126117100 285 12664 SH SOLE 12664
CNH GLOBAL N V SHS NEW N20935206 224 8537 SH SOLE 8537
CNOOC LTD SPONSORED ADR 126132109 317 1978 SH SOLE 1978
COACH INC COM 189754104 1152 22229 SH SOLE 22229
COCA COLA CO COM 191216100 2678 39642 SH SOLE 39642
COINSTAR INC COM 19259P300 403 10076 SH SOLE 10076
COLDWATER CREEK INC COM 193068103 36 28618 SH SOLE 28618
COLGATE PALMOLIVE CO COM 194162103 5333 60133 SH SOLE 60133
COLLECTIVE BRANDS INC COM 19421W100 618 47696 SH SOLE 47696
COLUMBIA BKG SYS INC COM 197236102 211 14709 SH SOLE 14709
COMCAST CORP NEW CL A SPL 20030N200 2389 115307 SH SOLE 115307
COMMUNITY CAP CORP S C COM 20363C102 806 297430 SH SOLE 297430
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 244 6476 SH SOLE 6476
COMPLETE PRODUCTION SERVICES COM 20453E109 217 11487 SH SOLE 11487
COMPUWARE CORP COM 205638109 311 40569 SH SOLE 40569
CONAGRA FOODS INC COM 205887102 246 10141 SH SOLE 10141
CONCHO RES INC COM 20605P101 700 9833 SH SOLE 9833
CONMED HEALTHCARE MGMT INC COM 20741M103 142 37483 SH SOLE 37483
CONSOLIDATED EDISON INC COM 209115104 1689 29627 SH SOLE 29627
CONSTELLATION BRANDS INC CL A 21036P108 2477 137605 SH SOLE 137605
CONSTELLATION ENERGY GROUP I COM 210371100 6245 164079 SH SOLE 164079
CONTINUCARE CORP COM 212172100 1209 189536 SH SOLE 189536
CON-WAY INC COM 205944101 263 11881 SH SOLE 11881
CORNING INC COM 219350105 1210 97888 SH SOLE 97888
COTT CORP QUE COM 22163N106 324 47636 SH SOLE 47636
COUSINS PPTYS INC COM 222795106 196 33572 SH SOLE 33572
COVANCE INC COM 222816100 297 6529 SH SOLE 6529
COVIDIEN PLC SHS G2554F113 4685 106241 SH SOLE 106241
CREE INC COM 225447101 407 15665 SH SOLE 15665
CROCS INC COM 227046109 284 11987 SH SOLE 11987
CROWN HOLDINGS INC COM 228368106 693 22654 SH SOLE 22654
CSX CORP COM 126408103 4280 229240 SH SOLE 229240
CUMMINS INC COM 231021106 1100 13471 SH SOLE 13471
CVS CAREMARK CORPORATION COM 126650100 687 20462 SH SOLE 20462
DARLING INTL INC COM 237266101 170 13494 SH SOLE 13494
DAVITA INC COM 23918K108 2407 38415 SH SOLE 38415
DDR CORP COM 23317H102 1092 100148 SH SOLE 100148
DEERE & CO COM 244199105 4413 68350 SH SOLE 68350
DELL INC COM 24702R101 327 23156 SH SOLE 23156
DELTA AIR LINES INC DEL COM NEW 247361702 652 86922 SH SOLE 86922
DELUXE CORP COM 248019101 366 19658 SH SOLE 19658
DENBURY RES INC COM NEW 247916208 850 73916 SH SOLE 73916
DEVON ENERGY CORP NEW COM 25179M103 357 6431 SH SOLE 6431
DHT HOLDINGS INC COM Y2065G105 65 32000 SH SOLE 32000
DIAGEO P L C SPON ADR NEW 25243Q205 586 7724 SH SOLE 7724
DICKS SPORTING GOODS INC COM 253393102 203 6060 SH SOLE 6060
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 279 9082 SH SOLE 9082
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 2143 32478 SH SOLE 32478
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459W300 173 12977 SH SOLE 12977
DIREXION SHS ETF TR DLY TECH BEAR 3X 25459W318 278 11948 SH SOLE 11948
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 1156 35024 SH SOLE 35024
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 309 6658 SH SOLE 6658
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 925 29420 SH SOLE 29420
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459W300 305 653 PUT SOLE 653
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 268 1168 PUT SOLE 1168
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 901 1114 CALL SOLE 1114
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 660 4407 PUT SOLE 4407
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 625 5841 CALL SOLE 5841
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 694 1092 PUT SOLE 1092
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 264 424 PUT SOLE 424
DISCOVER FINL SVCS COM 254709108 2614 113971 SH SOLE 113971
DISH NETWORK CORP CL A 25470M109 595 23758 SH SOLE 23758
DOLBY LABORATORIES INC COM 25659T107 230 8364 SH SOLE 8364
DOMINOS PIZZA INC COM 25754A201 373 13689 SH SOLE 13689
DOMTAR CORP COM NEW 257559203 244 3573 SH SOLE 3573
DOUGLAS EMMETT INC COM 25960P109 1249 73026 SH SOLE 73026
DPL INC COM 233293109 5052 167607 SH SOLE 167607
DREAMWORKS ANIMATION SKG INC CL A 26153C103 626 34414 SH SOLE 34414
DRYSHIPS INC SHS Y2109Q101 33 13950 SH SOLE 13950
DU PONT E I DE NEMOURS & CO COM 263534109 7270 181876 SH SOLE 181876
DUN & BRADSTREET CORP DEL NE COM 26483E100 440 7187 SH SOLE 7187
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2722 138261 SH SOLE 138261
DYCOM INDS INC COM 267475101 177 11545 SH SOLE 11545
DYNAMICS RESH CORP COM 268057106 202 22654 SH SOLE 22654
EARTHLINK INC COM 270321102 388 59352 SH SOLE 59352
EAST WEST BANCORP INC COM 27579R104 2152 144339 SH SOLE 144339
EATON CORP COM 278058102 756 21284 SH SOLE 21284
ELDORADO GOLD CORP NEW COM 284902103 439 25634 SH SOLE 25634
ELECTRO SCIENTIFIC INDS COM 285229100 123 10314 SH SOLE 10314
EMDEON INC CL A 29084T104 4064 216275 SH SOLE 216275
EMERSON ELEC CO COM 291011104 2985 72259 SH SOLE 72259
EMPLOYERS HOLDINGS INC COM 292218104 259 20336 SH SOLE 20336
ENCANA CORP COM 292505104 1012 52692 SH SOLE 52692
ENERGEN CORP COM 29265N108 272 6652 SH SOLE 6652
ENERGIZER HLDGS INC COM 29266R108 255 3840 SH SOLE 3840
ENPRO INDS INC COM 29355X107 254 8550 SH SOLE 8550
ENSTAR GROUP LIMITED SHS G3075P101 404 4246 SH SOLE 4246
EOG RES INC COM 26875P101 2273 32008 SH SOLE 32008
ERICSSON L M TEL CO ADR B SEK 10 294821608 149 15652 SH SOLE 15652
ESCO TECHNOLOGIES INC COM 296315104 203 7961 SH SOLE 7961
ESSEX PPTY TR INC COM 297178105 3622 30174 SH SOLE 30174
ESTERLINE TECHNOLOGIES CORP COM 297425100 658 12696 SH SOLE 12696
EVEREST RE GROUP LTD COM G3223R108 1222 15400 SH SOLE 15400
EXAR CORP COM 300645108 78 13657 SH SOLE 13657
EXCO RESOURCES INC COM 269279402 135 12581 SH SOLE 12581
EXELON CORP COM 30161N101 15483 363357 SH SOLE 363357
EXIDE TECHNOLOGIES COM NEW 302051206 79 19787 SH SOLE 19787
EXPEDIA INC DEL COM 30212P105 4841 187999 SH SOLE 187999
EXPEDITORS INTL WASH INC COM 302130109 200 4939 SH SOLE 4939
EXPRESS SCRIPTS INC COM 302182100 2680 72297 SH SOLE 72297
EXTRA SPACE STORAGE INC COM 30225T102 2342 125714 SH SOLE 125714
FAIR ISAAC CORP COM 303250104 235 10777 SH SOLE 10777
FAMILY DLR STORES INC COM 307000109 1015 19959 SH SOLE 19959
FEDERATED INVS INC PA CL B 314211103 626 35725 SH SOLE 35725
FEDEX CORP COM 31428X106 1789 26438 SH SOLE 26438
FIDELITY NATIONAL FINANCIAL CL A 31620R105 155 10204 SH SOLE 10204
FIDELITY NATL INFORMATION SV COM 31620M106 206 8460 SH SOLE 8460
FIRST COMWLTH FINL CORP PA COM 319829107 613 165558 SH SOLE 165558
FIRST FINL BANCORP OH COM 320209109 863 62547 SH SOLE 62547
FIRST HORIZON NATL CORP COM 320517105 1732 290530 SH SOLE 290530
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 971 121325 SH SOLE 121325
FIRST MIDWEST BANCORP DEL COM 320867104 168 22987 SH SOLE 22987
FIRST NIAGARA FINL GP INC COM 33582V108 3468 378992 SH SOLE 378992
FLEXTRONICS INTL LTD ORD Y2573F102 60 10569 SH SOLE 10569
FLUOR CORP NEW COM 343412102 5271 113239 SH SOLE 113239
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 373 22129 SH SOLE 22129
FOOT LOCKER INC COM 344849104 1518 75560 SH SOLE 75560
FORD MTR CO DEL COM PAR $0.01 345370860 4570 472644 SH SOLE 472644
FOREST LABS INC COM 345838106 2056 66759 SH SOLE 66759
FPIC INS GROUP INC COM 302563101 7090 169450 SH SOLE 169450
FRANKLIN ELEC INC COM 353514102 330 9091 SH SOLE 9091
FRANKLIN RES INC COM 354613101 2632 27522 SH SOLE 27522
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3589 117857 SH SOLE 117857
FULTON FINL CORP PA COM 360271100 382 49985 SH SOLE 49985
GAFISA S A SPONS ADR 362607301 65 11186 SH SOLE 11186
GALLAGHER ARTHUR J & CO COM 363576109 1114 42352 SH SOLE 42352
GAP INC DEL COM 364760108 969 59663 SH SOLE 59663
GARDNER DENVER INC COM 365558105 548 8625 SH SOLE 8625
GENERAL CABLE CORP DEL NEW COM 369300108 330 14135 SH SOLE 14135
GENERAL DYNAMICS CORP COM 369550108 7541 132557 SH SOLE 132557
GENERAL ELECTRIC CO COM 369604103 1069 70238 SH SOLE 70238
GENERAL MLS INC COM 370334104 5877 152691 SH SOLE 152691
GENERAL MTRS CO COM 37045V100 423 20986 SH SOLE 20986
GEN-PROBE INC NEW COM 36866T103 950 16601 SH SOLE 16601
GEO GROUP INC COM 36159R103 586 31561 SH SOLE 31561
GERON CORP COM 374163103 172 81189 SH SOLE 81189
GILEAD SCIENCES INC COM 375558103 2628 67734 SH SOLE 67734
GLACIER BANCORP INC NEW COM 37637Q105 309 32925 SH SOLE 32925
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1265 30635 SH SOLE 30635
GLIMCHER RLTY TR SH BEN INT 379302102 455 64265 SH SOLE 64265
GLOBAL INDS LTD COM 379336100 6343 800891 SH SOLE 800891
GLOBAL PMTS INC COM 37940X102 2265 56079 SH SOLE 56079
GOLDMAN SACHS GROUP INC COM 38141G104 5722 60513 SH SOLE 60513
GOODRICH CORP COM 382388106 6708 55582 SH SOLE 55582
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 752 34977 SH SOLE 34977
GRAINGER W W INC COM 384802104 592 3962 SH SOLE 3962
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