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 GRAN TIERRA ENERGY INC COM 38500T101 90 18936 SH SOLE 18936 GREEN MTN COFFEE ROASTERS IN COM 393122106 436 4692 SH SOLE 4692 GREENHILL & CO INC COM 395259104 208 7278 SH SOLE 7278 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 507 27566 SH SOLE 27566 GUARANTY BANCORP DEL COM 40075T102 60 50135 SH SOLE 50135 HALLIBURTON CO COM 406216101 6278 205685 SH SOLE 205685 HALOZYME THERAPEUTICS INC COM 40637H109 125 20305 SH SOLE 20305 HANCOCK HLDG CO COM 410120109 371 13854 SH SOLE 13854 HANOVER INS GROUP INC COM 410867105 452 12728 SH SOLE 12728 HANSEN NAT CORP COM 411310105 1203 13777 SH SOLE 13777 HARLEYSVILLE GROUP INC COM 412824104 5627 95595 SH SOLE 95595 HARMAN INTL INDS INC COM 413086109 317 11085 SH SOLE 11085 HARMONIC INC COM 413160102 110 25733 SH SOLE 25733 HARRIS CORP DEL COM 413875105 1391 40721 SH SOLE 40721 HARTE-HANKS INC COM 416196103 109 12830 SH SOLE 12830 HASBRO INC COM 418056107 397 12184 SH SOLE 12184 HCC INS HLDGS INC COM 404132102 257 9491 SH SOLE 9491 HEALTHCARE RLTY TR COM 421946104 1978 117407 SH SOLE 117407 HEALTHWAYS INC COM 422245100 279 28373 SH SOLE 28373 HECLA MNG CO COM 422704106 85 15872 SH SOLE 15872 HEIDRICK & STRUGGLES INTL IN COM 422819102 758 46086 SH SOLE 46086 HEINZ H J CO COM 423074103 4059 80402 SH SOLE 80402 HELMERICH & PAYNE INC COM 423452101 1548 38117 SH SOLE 38117 HERSHA HOSPITALITY TR SH BEN INT A 427825104 61 17622 SH SOLE 17622 HESS CORP COM 42809H107 1678 31992 SH SOLE 31992 HFF INC CL A 40418F108 99 11291 SH SOLE 11291 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 14 13055 SH SOLE 13055 HITACHI LIMITED ADR 10 COM 433578507 511 10332 SH SOLE 10332 HITTITE MICROWAVE CORP COM 43365Y104 372 7639 SH SOLE 7639 HOLOGIC INC COM 436440101 1713 112629 SH SOLE 112629 HOME DEPOT INC COM 437076102 1591 48404 SH SOLE 48404 HOT TOPIC INC COM 441339108 121 15901 SH SOLE 15901 HSBC HLDGS PLC SPON ADR NEW 404280406 449 11802 SH SOLE 11802 HUBBELL INC CL B 443510201 307 6193 SH SOLE 6193 HUDSON CITY BANCORP COM 443683107 315 55643 SH SOLE 55643 HUMANA INC COM 444859102 1223 16819 SH SOLE 16819 IAMGOLD CORP COM 450913108 632 31942 SH SOLE 31942 ICONIX BRAND GROUP INC COM 451055107 231 14592 SH SOLE 14592 IDEX CORP COM 45167R104 501 16081 SH SOLE 16081 IMPERIAL OIL LTD COM NEW 453038408 946 26210 SH SOLE 26210 INFORMATION SERVICES GROUP I COM 45675Y104 29 26999 SH SOLE 26999 INGRAM 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SPONSORED ADR 826197501 388 4323 SH SOLE 4323 SIGNATURE BK NEW YORK N Y COM 82669G104 222 4644 SH SOLE 4644 SILVER WHEATON CORP COM 828336107 355 12056 SH SOLE 12056 SK TELECOM LTD SPONSORED ADR 78440P108 147 10445 SH SOLE 10445 SKILLED HEALTHCARE GROUP INC CL A 83066R107 73 20300 SH SOLE 20300 SL GREEN RLTY CORP COM 78440X101 5992 103038 SH SOLE 103038 SM ENERGY CO COM 78454L100 276 4544 SH SOLE 4544 SMITH A O COM 831865209 387 12076 SH SOLE 12076 SNAP ON INC COM 833034101 624 14045 SH SOLE 14045 SOHU COM INC COM 83408W103 241 4996 SH SOLE 4996 SONIC CORP COM 835451105 235 33308 SH SOLE 33308 SONOCO PRODS CO COM 835495102 286 10121 SH SOLE 10121 SONY CORP ADR NEW 835699307 394 20726 SH SOLE 20726 SOTHEBYS COM 835898107 635 23043 SH SOLE 23043 SOUTHERN CO COM 842587107 2800 66090 SH SOLE 66090 SOUTHERN UN CO NEW COM 844030106 225 5557 SH SOLE 5557 SOVRAN SELF STORAGE INC COM 84610H108 867 23337 SH SOLE 23337 SPDR GOLD TRUST GOLD SHS 78463V107 12174 77019 SH SOLE 77019 SPDR GOLD TRUST GOLD SHS 78463V107 2498 1986 PUT SOLE 1986 SPDR S&P 500 ETF TR TR UNIT 78462F103 861 1376 PUT SOLE 1376 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 920 19900 SH SOLE 19900 SPRINT NEXTEL CORP COM SER 1 852061100 810 266555 SH SOLE 266555 SPX CORP COM 784635104 568 12537 SH SOLE 12537 ST JUDE MED INC COM 790849103 10743 296848 SH SOLE 296848 STAG INDL INC COM 85254J102 201 19700 SH SOLE 19700 STANLEY BLACK & DECKER INC COM 854502101 1348 27452 SH SOLE 27452 STAPLES INC COM 855030102 183 13794 SH SOLE 13794 STARBUCKS CORP COM 855244109 997 26726 SH SOLE 26726 STATE BANCORP INC N.Y COM 855716106 5675 536926 SH SOLE 536926 STEEL DYNAMICS INC COM 858119100 206 20766 SH SOLE 20766 STELLARONE CORP COM 85856G100 311 31288 SH SOLE 31288 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 255 46706 SH SOLE 46706 SUNCOR ENERGY INC NEW COM 867224107 2461 96739 SH SOLE 96739 SUNSTONE HOTEL INVS INC NEW COM 867892101 1272 223565 SH SOLE 223565 SUNTECH PWR HLDGS CO LTD ADR 86800C104 51 21977 SH SOLE 21977 SUPERIOR ENERGY SVCS INC COM 868157108 614 23393 SH SOLE 23393 SYMANTEC CORP COM 871503108 1302 79894 SH SOLE 79894 SYMETRA FINL CORP COM 87151Q106 175 21489 SH SOLE 21489 SYNOPSYS INC COM 871607107 440 18075 SH SOLE 18075 SYNOVUS FINL CORP COM 87161C105 131 122205 SH SOLE 122205 TALISMAN ENERGY INC COM 87425E103 372 30306 SH SOLE 30306 TARGET CORP COM 87612E106 9063 184810 SH SOLE 184810 TATA MTRS LTD SPONSORED ADR 876568502 260 16898 SH SOLE 16898 TAUBMAN CTRS INC COM 876664103 541 10753 SH SOLE 10753 TE CONNECTIVITY LTD REG SHS H84989104 1763 62634 SH SOLE 62634 TECHNE CORP COM 878377100 537 7902 SH SOLE 7902 TECO ENERGY INC COM 872375100 1434 83727 SH SOLE 83727 TEKELEC COM 879101103 148 24541 SH SOLE 24541 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 229 24054 SH SOLE 24054 TELEDYNE TECHNOLOGIES INC COM 879360105 344 7037 SH SOLE 7037 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 245 16412 SH SOLE 16412 TELEPHONE & DATA SYS INC COM 879433100 1927 90664 SH SOLE 90664 TELETECH HOLDINGS INC COM 879939106 206 13527 SH SOLE 13527 TELUS CORP NON-VTG SHS 87971M202 536 11600 SH SOLE 11600 TEMPLE INLAND INC COM 879868107 6709 213865 SH SOLE 213865 TEMPUR PEDIC INTL INC COM 88023U101 209 3964 SH SOLE 3964 TENARIS S A SPONSORED ADR 88031M109 241 9474 SH SOLE 9474 TERADYNE INC COM 880770102 283 25689 SH SOLE 25689 TFS FINL CORP COM 87240R107 466 57346 SH SOLE 57346 TGC INDS INC COM NEW 872417308 1566 355978 SH SOLE 355978 THOMAS & BETTS CORP COM 884315102 1121 28076 SH SOLE 28076 THOMSON REUTERS CORP COM 884903105 1396 51621 SH SOLE 51621 THORATEC CORP COM NEW 885175307 589 18038 SH SOLE 18038 TIFFANY & CO NEW COM 886547108 741 12181 SH SOLE 12181 TIM HORTONS INC COM 88706M103 345 7460 SH SOLE 7460 TNS INC COM 872960109 388 20616 SH SOLE 20616 TOLL BROTHERS INC COM 889478103 1056 73184 SH SOLE 73184 TOTAL SYS SVCS INC COM 891906109 896 52909 SH SOLE 52909 TOWER BANCORP INC COM 891709107 6596 314999 SH SOLE 314999 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2014 29509 SH SOLE 29509 TRACTOR SUPPLY CO COM 892356106 344 5504 SH SOLE 5504 TRANSDIGM GROUP INC COM 893641100 341 4173 SH SOLE 4173 TRAVELERS COMPANIES INC COM 89417E109 2044 41939 SH SOLE 41939 TRIMBLE NAVIGATION LTD COM 896239100 281 8372 SH SOLE 8372 TRINA SOLAR LIMITED SPON ADR 89628E104 70 11571 SH SOLE 11571 TRIUMPH GROUP INC NEW COM 896818101 566 11622 SH SOLE 11622 TUPPERWARE BRANDS CORP COM 899896104 769 14301 SH SOLE 14301 U S AIRWAYS GROUP INC COM 90341W108 73 13357 SH SOLE 13357 U STORE IT TR COM 91274F104 722 84603 SH SOLE 84603 UBS AG SHS NEW H89231338 536 46925 SH SOLE 46925 UBS AG JERSEY BRH LNG SHT VIX 902641596 4394 197500 SH SOLE 197500 UDR INC COM 902653104 6421 290035 SH SOLE 290035 UGI CORP NEW COM 902681105 486 18487 SH SOLE 18487 ULTA SALON COSMETCS & FRAG I COM 90384S303 368 5913 SH SOLE 5913 ULTRA PETROLEUM CORP COM 903914109 1301 46927 SH SOLE 46927 UNILEVER N V N Y SHS NEW 904784709 681 21634 SH SOLE 21634 UNILEVER PLC SPON ADR NEW 904767704 463 14830 SH SOLE 14830 UNION FIRST MKT BANKSH CP COM 90662P104 375 34985 SH SOLE 34985 UNION PAC CORP COM 907818108 6672 81694 SH SOLE 81694 UNIT CORP COM 909218109 237 6409 SH SOLE 6409 UNITED PARCEL SERVICE INC CL B 911312106 3636 57582 SH SOLE 57582 UNITED STATES OIL FUND LP UNITS 91232N108 286 9378 SH SOLE 9378 UNITED THERAPEUTICS CORP DEL COM 91307C102 342 9130 SH SOLE 9130 UNITEDHEALTH GROUP INC COM 91324P102 6235 135198 SH SOLE 135198 UNIVERSAL CORP VA COM 913456109 211 5872 SH SOLE 5872 UNIVEST CORP PA COM 915271100 198 14866 SH SOLE 14866 UNUM GROUP COM 91529Y106 1681 80201 SH SOLE 80201 URBAN OUTFITTERS INC COM 917047102 281 12586 SH SOLE 12586 URS CORP NEW COM 903236107 1092 36818 SH SOLE 36818 UTI WORLDWIDE INC ORD G87210103 241 18500 SH SOLE 18500 VALE S A ADR 91912E105 1380 60542 SH SOLE 60542 VALERO ENERGY CORP NEW COM 91913Y100 2340 131614 SH SOLE 131614 VALMONT INDS INC COM 920253101 745 9565 SH SOLE 9565 VALSPAR CORP COM 920355104 604 19344 SH SOLE 19344 VANDA PHARMACEUTICALS INC COM 921659108 276 55759 SH SOLE 55759 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 9840 160914 SH SOLE 160914 VEECO INSTRS INC DEL COM 922417100 251 10287 SH SOLE 10287 VERTEX PHARMACEUTICALS INC COM 92532F100 768 17267 SH SOLE 17267 VIACOM INC NEW CL B 92553P201 519 13404 SH SOLE 13404 VIEWPOINT FINL GROUP INC MD COM 92672A101 251 21880 SH SOLE 21880 VIMPELCOM LTD SPONSORED ADR 92719A106 118 12416 SH SOLE 12416 VISHAY INTERTECHNOLOGY INC COM 928298108 422 50448 SH SOLE 50448 VMWARE INC CL A COM 928563402 1474 18334 SH SOLE 18334 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 264 10275 SH SOLE 10275 VOLCANO CORPORATION COM 928645100 227 7652 SH SOLE 7652 VORNADO RLTY TR SH BEN INT 929042109 1704 22837 SH SOLE 22837 WABCO HLDGS INC COM 92927K102 280 7388 SH SOLE 7388 WABTEC CORP COM 929740108 406 7687 SH SOLE 7687 WADDELL & REED FINL INC CL A 930059100 418 16729 SH SOLE 16729 WARNER CHILCOTT PLC IRELAND SHS A G94368100 265 18550 SH SOLE 18550 WASHINGTON FED INC COM 938824109 423 33167 SH SOLE 33167 WATSON PHARMACEUTICALS INC COM 942683103 1551 22726 SH SOLE 22726 WENDYS CO COM 95058W100 74 16071 SH SOLE 16071 WERNER ENTERPRISES INC COM 950755108 504 24182 SH SOLE 24182 WESBANCO INC COM 950810101 203 11732 SH SOLE 11732 WESTERN DIGITAL CORP COM 958102105 4564 177448 SH SOLE 177448 WHOLE FOODS MKT INC COM 966837106 376 5761 SH SOLE 5761 WILLIAMS COS INC DEL COM 969457100 1016 41737 SH SOLE 41737 WMS INDS INC COM 929297109 374 21271 SH SOLE 21271 WRIGHT EXPRESS CORP COM 98233Q105 259 6807 SH SOLE 6807 WYNN RESORTS LTD COM 983134107 3143 27311 SH SOLE 27311 XCEL ENERGY INC COM 98389B100 2495 101068 SH SOLE 101068 XENOPORT INC COM 98411C100 84 14212 SH SOLE 14212 XEROX CORP COM 984121103 703 100801 SH SOLE 100801 XILINX INC COM 983919101 620 22606 SH SOLE 22606 XL GROUP PLC SHS G98290102 405 21561 SH SOLE 21561 YAMANA GOLD INC COM 98462Y100 269 19678 SH SOLE 19678 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 65 20815 SH SOLE 20815 YUM BRANDS INC COM 988498101 9007 182370 SH SOLE 182370 ZIONS BANCORPORATION COM 989701107 1937 137596 SH SOLE 137596