0001134813-12-000004.txt : 20120515
0001134813-12-000004.hdr.sgml : 20120515
20120515160118
ACCESSION NUMBER: 0001134813-12-000004
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120515
DATE AS OF CHANGE: 20120515
EFFECTIVENESS DATE: 20120515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STEVENS CAPITAL MANAGEMENT LP
CENTRAL INDEX KEY: 0001134813
IRS NUMBER: 980377305
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06263
FILM NUMBER: 12844461
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/A
1
scm03312012amendment1.txt
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 31 MARCH 2012
CHECK HERE IF AMENDMENT [ X ]; AMENDMENT NUMBER: [ 1 ]
THIS AMENDMENT: [ X ] 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
14 MAY 2012
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: 867
FORM 13F INFORMATION TABLE VALUE TOTAL: 2440663 (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
8X8 INC NEW COM 282914100 59 14042 SH SOLE 14042
ABB LTD SPONSORED ADR 000375204 430 21086 SH SOLE 21086
ABERCROMBIE & FITCH CO CL A 002896207 620 12496 SH SOLE 12496
ABOVENET INC COM 00374N107 1689 20400 SH SOLE 20400
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11643 180517 SH SOLE 180517
ACCO BRANDS CORP COM 00081T108 215 17285 SH SOLE 17285
ACE LTD SHS H0023R105 11872 162184 SH SOLE 162184
ACTUANT CORP CL A NEW 00508X203 1234 42573 SH SOLE 42573
ACXIOM CORP COM 005125109 379 25801 SH SOLE 25801
ADAMS GOLF INC COM NEW 006228209 130 12100 SH SOLE 12100
ADTRAN INC COM 00738A106 704 22574 SH SOLE 22574
ADVANCE AMER CASH ADVANCE CT COM 00739W107 9365 892739 SH SOLE 892739
ADVANCE AUTO PARTS INC COM 00751Y106 813 9181 SH SOLE 9181
ADVENT SOFTWARE INC COM 007974108 360 14059 SH SOLE 14059
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 313 14002 SH SOLE 14002
AETNA INC NEW COM 00817Y108 8293 165322 SH SOLE 165322
AFFILIATED MANAGERS GROUP COM 008252108 2914 26058 SH SOLE 26058
AFFYMAX INC COM 00826A109 131 11129 SH SOLE 11129
AFLAC INC COM 001055102 19043 414068 SH SOLE 414068
AGCO CORP COM 001084102 1098 23264 SH SOLE 23264
AGILENT TECHNOLOGIES INC COM 00846U101 3282 73741 SH SOLE 73741
AGL RES INC COM 001204106 809 20619 SH SOLE 20619
AGRIUM INC COM 008916108 876 10146 SH SOLE 10146
AIR METHODS CORP COM PAR $.06 009128307 418 4795 SH SOLE 4795
AIR PRODS & CHEMS INC COM 009158106 6963 75845 SH SOLE 75845
AIRCASTLE LTD COM G0129K104 513 41943 SH SOLE 41943
AKAMAI TECHNOLOGIES INC COM 00971T101 1266 34494 SH SOLE 34494
ALBEMARLE CORP COM 012653101 408 6383 SH SOLE 6383
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2280 31180 SH SOLE 31180
ALLEGHENY TECHNOLOGIES INC COM 01741R102 6695 162611 SH SOLE 162611
ALLETE INC COM NEW 018522300 688 16583 SH SOLE 16583
ALLIANCE DATA SYSTEMS CORP COM 018581108 2135 16947 SH SOLE 16947
ALLIANT ENERGY CORP COM 018802108 1914 44193 SH SOLE 44193
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 609 36705 SH SOLE 36705
ALLSTATE CORP COM 020002101 1192 36214 SH SOLE 36214
AMAG PHARMACEUTICALS INC COM 00163U106 217 13610 SH SOLE 13610
AMARIN CORP PLC SPONS ADR NEW 023111206 128 11302 SH SOLE 11302
AMDOCS LTD ORD G02602103 1168 36984 SH SOLE 36984
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 272 10961 SH SOLE 10961
AMERICAN CAMPUS CMNTYS INC COM 024835100 5220 116726 SH SOLE 116726
AMERICAN CAPITAL AGENCY CORP COM 02503X105 282 9544 SH SOLE 9544
AMERICAN FINL GROUP INC OHIO COM 025932104 396 10264 SH SOLE 10264
AMERICAN PUBLIC EDUCATION IN COM 02913V103 221 5810 SH SOLE 5810
AMERICAN TOWER CORP NEW COM 03027X100 17383 275838 SH SOLE 275838
AMERICAN WTR WKS CO INC NEW COM 030420103 3316 97447 SH SOLE 97447
AMERIGROUP CORP COM 03073T102 2135 31732 SH SOLE 31732
AMERIPRISE FINL INC COM 03076C106 9816 171818 SH SOLE 171818
AMERISOURCEBERGEN CORP COM 03073E105 2283 57555 SH SOLE 57555
AMERISTAR CASINOS INC COM 03070Q101 408 21922 SH SOLE 21922
AMETEK INC NEW COM 031100100 1622 33436 SH SOLE 33436
AMGEN INC COM 031162100 8320 122410 SH SOLE 122410
ANADARKO PETE CORP COM 032511107 17283 220612 SH SOLE 220612
ANALOG DEVICES INC COM 032654105 7671 189888 SH SOLE 189888
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 942 25520 SH SOLE 25520
ANIXTER INTL INC COM 035290105 388 5346 SH SOLE 5346
APACHE CORP COM 037411105 22082 219849 SH SOLE 219849
APOGEE ENTERPRISES INC COM 037598109 167 12878 SH SOLE 12878
APOLLO GROUP INC CL A 037604105 555 14361 SH SOLE 14361
APPLE INC COM 037833100 30609 51054 SH SOLE 51054
APPLIED MATLS INC COM 038222105 18492 1485895 SH SOLE 1485895
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1210 63230 SH SOLE 63230
ARCH CAP GROUP LTD ORD G0450A105 2342 62896 SH SOLE 62896
ARCHER DANIELS MIDLAND CO COM 039483102 3242 102395 SH SOLE 102395
ARKANSAS BEST CORP DEL COM 040790107 266 14135 SH SOLE 14135
ARMOUR RESIDENTIAL REIT INC COM 042315101 1402 207700 SH SOLE 207700
ARMSTRONG WORLD INDS INC NEW COM 04247X102 306 6270 SH SOLE 6270
ARQULE INC COM 04269E107 202 28805 SH SOLE 28805
ARRAY BIOPHARMA INC COM 04269X105 151 44234 SH SOLE 44234
ASBURY AUTOMOTIVE GROUP INC COM 043436104 213 7882 SH SOLE 7882
ASHLAND INC NEW COM 044209104 1790 29321 SH SOLE 29321
ASPEN TECHNOLOGY INC COM 045327103 272 13234 SH SOLE 13234
ASSOCIATED ESTATES RLTY CORP COM 045604105 859 52590 SH SOLE 52590
ASSURANT INC COM 04621X108 296 7311 SH SOLE 7311
ASTRAZENECA PLC SPONSORED ADR 046353108 2078 46701 SH SOLE 46701
ATMI INC COM 00207R101 286 12268 SH SOLE 12268
ATP OIL & GAS CORP COM 00208J108 86 11720 SH SOLE 11720
ATWOOD OCEANICS INC COM 050095108 1216 27094 SH SOLE 27094
AU OPTRONICS CORP SPONSORED ADR 002255107 643 140965 SH SOLE 140965
AUTOMATIC DATA PROCESSING IN COM 053015103 14384 260627 SH SOLE 260627
AUTOZONE INC COM 053332102 11604 31209 SH SOLE 31209
AVERY DENNISON CORP COM 053611109 3771 125148 SH SOLE 125148
AVON PRODS INC COM 054303102 1136 58697 SH SOLE 58697
AVX CORP NEW COM 002444107 208 15653 SH SOLE 15653
AXIS CAPITAL HOLDINGS SHS G0692U109 421 12697 SH SOLE 12697
BAKER HUGHES INC COM 057224107 3301 78713 SH SOLE 78713
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 324 40549 SH SOLE 40549
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 116 12696 SH SOLE 12696
BANCO SANTANDER SA ADR 05964H105 1490 194208 SH SOLE 194208
BANK MONTREAL QUE COM 063671101 2870 48303 SH SOLE 48303
BANKUNITED INC COM 06652K103 2165 86602 SH SOLE 86602
BARCLAYS BK PLC S&P 500 VEQTOR 06740C337 991 7400 SH SOLE 7400
BARCLAYS BK PLC IPATH DYNM VIX 06741L609 2546 44000 SH SOLE 44000
BARNES & NOBLE INC COM 067774109 394 29758 SH SOLE 29758
BARRETT BILL CORP COM 06846N104 1298 49906 SH SOLE 49906
BARRICK GOLD CORP COM 067901108 3343 76896 SH SOLE 76896
BCE INC COM NEW 05534B760 1810 45189 SH SOLE 45189
BE AEROSPACE INC COM 073302101 4232 91065 SH SOLE 91065
BEAM INC COM 073730103 417 7117 SH SOLE 7117
BEBE STORES INC COM 075571109 336 36383 SH SOLE 36383
BECTON DICKINSON & CO COM 075887109 7063 90964 SH SOLE 90964
BELDEN INC COM 077454106 217 5728 SH SOLE 5728
BELO CORP COM SER A 080555105 209 29183 SH SOLE 29183
BENCHMARK ELECTRS INC COM 08160H101 173 10501 SH SOLE 10501
BERKLEY W R CORP COM 084423102 3309 91613 SH SOLE 91613
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2658 32754 SH SOLE 32754
BERRY PETE CO CL A 085789105 358 7593 SH SOLE 7593
BIG LOTS INC COM 089302103 1435 33362 SH SOLE 33362
BJS RESTAURANTS INC COM 09180C106 759 15078 SH SOLE 15078
BLACKROCK KELSO CAPITAL CORP COM 092533108 332 33781 SH SOLE 33781
BOEING CO COM 097023105 29821 400986 SH SOLE 400986
BOK FINL CORP COM NEW 05561Q201 1248 22176 SH SOLE 22176
BORGWARNER INC COM 099724106 3524 41780 SH SOLE 41780
BOSTON PROPERTIES INC COM 101121101 9682 92214 SH SOLE 92214
BP PLC SPONSORED ADR 055622104 1876 41699 SH SOLE 41699
BRE PROPERTIES INC CL A 05564E106 1416 28010 SH SOLE 28010
BRIDGEPOINT ED INC COM 10807M105 470 18988 SH SOLE 18988
BRIGHTPOINT INC COM NEW 109473405 112 13886 SH SOLE 13886
BRINKS CO COM 109696104 1048 43884 SH SOLE 43884
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1354 13378 SH SOLE 13378
BROADCOM CORP CL A 111320107 2648 67369 SH SOLE 67369
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1243 51972 SH SOLE 51972
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 345 60083 SH SOLE 60083
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2170 68744 SH SOLE 68744
BROOKLINE BANCORP INC DEL COM 11373M107 248 26468 SH SOLE 26468
BROWN & BROWN INC COM 115236101 258 10868 SH SOLE 10868
BUCKLE INC COM 118440106 312 6516 SH SOLE 6516
BUNGE LIMITED COM G16962105 4128 60310 SH SOLE 60310
CACI INTL INC CL A 127190304 601 9654 SH SOLE 9654
CADENCE DESIGN SYSTEM INC COM 127387108 2380 201032 SH SOLE 201032
CADENCE PHARMACEUTICALS INC COM 12738T100 196 52967 SH SOLE 52967
CAMECO CORP COM 13321L108 3309 153967 SH SOLE 153967
CAMPBELL SOUP CO COM 134429109 1264 37329 SH SOLE 37329
CANADIAN NAT RES LTD COM 136385101 4312 129969 SH SOLE 129969
CAPELLA EDUCATION COMPANY COM 139594105 438 12184 SH SOLE 12184
CAPSTONE TURBINE CORP COM 14067D102 33 32084 SH SOLE 32084
CARBO CERAMICS INC COM 140781105 823 7806 SH SOLE 7806
CARDINAL HEALTH INC COM 14149Y108 5986 138850 SH SOLE 138850
CAREFUSION CORP COM 14170T101 1755 67667 SH SOLE 67667
CARNIVAL CORP PAIRED CTF 143658300 15363 478885 SH SOLE 478885
CARTER INC COM 146229109 246 4950 SH SOLE 4950
CATERPILLAR INC DEL COM 149123101 27103 254437 SH SOLE 254437
CBIZ INC COM 124805102 139 21988 SH SOLE 21988
CBL & ASSOC PPTYS INC COM 124830100 4441 234726 SH SOLE 234726
CDN IMPERIAL BK OF COMMERCE COM 136069101 2811 36744 SH SOLE 36744
CEC ENTMT INC COM 125137109 689 18181 SH SOLE 18181
CELGENE CORP COM 151020104 10431 134561 SH SOLE 134561
CENTENE CORP DEL COM 15135B101 1080 22051 SH SOLE 22051
CENTERPOINT ENERGY INC COM 15189T107 417 21160 SH SOLE 21160
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 154 16414 SH SOLE 16414
CENTURYLINK INC COM 156700106 8705 225217 SH SOLE 225217
CERNER CORP COM 156782104 2666 35001 SH SOLE 35001
CEVA INC COM 157210105 241 10602 SH SOLE 10602
CF INDS HLDGS INC COM 125269100 9956 54511 SH SOLE 54511
CHARMING SHOPPES INC COM 161133103 180 30542 SH SOLE 30542
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 443 6989 SH SOLE 6989
CHEESECAKE FACTORY INC COM 163072101 1137 38694 SH SOLE 38694
CHEMTURA CORP COM NEW 163893209 208 12229 SH SOLE 12229
CHEVRON CORP NEW COM 166764100 11857 110593 SH SOLE 110593
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1025 23737 SH SOLE 23737
CHINA ADVANCED CONSTR MATLS COM 169365103 360 149545 SH SOLE 149545
CHINA GRENTECH CORP LTD ADR 16938P107 644 208380 SH SOLE 208380
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 498 12815 SH SOLE 12815
CHINA REAL ESTATE INFO CORP ADR 16948Q103 658 127548 SH SOLE 127548
CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 364 6625 SH SOLE 6625
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 246 14629 SH SOLE 14629
CHOICE HOTELS INTL INC COM 169905106 507 13578 SH SOLE 13578
CHURCH & DWIGHT INC COM 171340102 2772 56344 SH SOLE 56344
CIMAREX ENERGY CO COM 171798101 607 8040 SH SOLE 8040
CINCINNATI BELL INC NEW COM 171871106 106 26425 SH SOLE 26425
CINEMARK HOLDINGS INC COM 17243V102 809 36874 SH SOLE 36874
CLECO CORP NEW COM 12561W105 302 7613 SH SOLE 7613
CMS ENERGY CORP COM 125896100 7793 354232 SH SOLE 354232
CNH GLOBAL N V SHS NEW N20935206 369 9299 SH SOLE 9299
CNOOC LTD SPONSORED ADR 126132109 2575 12606 SH SOLE 12606
COACH INC COM 189754104 15354 198676 SH SOLE 198676
COCA COLA ENTERPRISES INC NE COM 19122T109 5426 189737 SH SOLE 189737
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 337 3185 SH SOLE 3185
COGDELL SPENCER INC COM 19238U107 757 178577 SH SOLE 178577
COHEN & STEERS INC COM 19247A100 305 9553 SH SOLE 9553
COLFAX CORP COM 194014106 835 23703 SH SOLE 23703
COLLECTIVE BRANDS INC COM 19421W100 695 35358 SH SOLE 35358
COLUMBIA SPORTSWEAR CO COM 198516106 273 5758 SH SOLE 5758
COMCAST CORP NEW CL A SPL 20030N200 942 31915 SH SOLE 31915
COMMERCE BANCSHARES INC COM 200525103 373 9212 SH SOLE 9212
COMMERCEFIRST BANCORP INC COM 200845105 594 42149 SH SOLE 42149
COMMERCIAL METALS CO COM 201723103 471 31803 SH SOLE 31803
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 759 18374 SH SOLE 18374
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 386 5044 SH SOLE 5044
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 455 48101 SH SOLE 48101
COMPUTER PROGRAMS & SYS INC COM 205306103 472 8345 SH SOLE 8345
COMPUWARE CORP COM 205638109 396 43114 SH SOLE 43114
COMSTOCK RES INC COM NEW 205768203 229 14465 SH SOLE 14465
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 302 9278 SH SOLE 9278
CONAGRA FOODS INC COM 205887102 11267 429074 SH SOLE 429074
CONMED CORP COM 207410101 387 12963 SH SOLE 12963
CONSOLIDATED EDISON INC COM 209115104 13161 225276 SH SOLE 225276
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 294 4998 SH SOLE 4998
CONVIO INC COM 21257W105 6170 398865 SH SOLE 398865
CORN PRODS INTL INC COM 219023108 940 16300 SH SOLE 16300
COTT CORP QUE COM 22163N106 412 62532 SH SOLE 62532
COVIDIEN PLC SHS G2554F113 7015 128296 SH SOLE 128296
CRANE CO COM 224399105 531 10948 SH SOLE 10948
CREDIT SUISSE GROUP SPONSORED ADR 225401108 667 23382 SH SOLE 23382
CREDIT SUISSE NASSAU BRH INVRS VIX STERM 22542D795 2945 240000 SH SOLE 240000
CRH PLC ADR 12626K203 262 12765 SH SOLE 12765
CROWN HOLDINGS INC COM 228368106 3373 91577 SH SOLE 91577
CRYPTOLOGIC LIMITED SHS G3159C109 81 32267 SH SOLE 32267
CSG SYS INTL INC COM 126349109 189 12461 SH SOLE 12461
CSX CORP COM 126408103 434 20183 SH SOLE 20183
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 482 22292 SH SOLE 22292
CVS CAREMARK CORPORATION COM 126650100 4424 98750 SH SOLE 98750
CYS INVTS INC COM 12673A108 946 72300 SH SOLE 72300
CYTEC INDS INC COM 232820100 436 7169 SH SOLE 7169
DANA HLDG CORP COM 235825205 989 63780 SH SOLE 63780
DARDEN RESTAURANTS INC COM 237194105 2191 42826 SH SOLE 42826
DARLING INTL INC COM 237266101 535 30731 SH SOLE 30731
DEAN FOODS CO NEW COM 242370104 3747 309416 SH SOLE 309416
DELL INC COM 24702R101 2609 157244 SH SOLE 157244
DELPHI AUTOMOTIVE PLC SHS G27823106 348 11000 SH SOLE 11000
DELTA AIR LINES INC DEL COM NEW 247361702 2469 248999 SH SOLE 248999
DENBURY RES INC COM NEW 247916208 4312 236508 SH SOLE 236508
DEUTSCHE BANK AG NAMEN AKT D18190898 4090 82152 SH SOLE 82152
DEVRY INC DEL COM 251893103 2469 72908 SH SOLE 72908
DIAMOND FOODS INC COM 252603105 832 36452 SH SOLE 36452
DICKS SPORTING GOODS INC COM 253393102 430 8935 SH SOLE 8935
DIEBOLD INC COM 253651103 479 12431 SH SOLE 12431
DINEEQUITY INC COM 254423106 569 11472 SH SOLE 11472
DIREXION SHS ETF TR DLY LRG CAP BEAR 25459W151 348 17286 SH SOLE 17286
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 330 5283 SH SOLE 5283
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 655 7602 SH SOLE 7602
DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 1470 13464 SH SOLE 13464
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 302 584 PUT SOLE 584
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 270 464 CALL SOLE 464
DISCOVER FINL SVCS COM 254709108 21115 633333 SH SOLE 633333
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 419 8947 SH SOLE 8947
DOLBY LABORATORIES INC COM 25659T107 330 8675 SH SOLE 8675
DOLE FOOD CO INC NEW COM 256603101 207 20789 SH SOLE 20789
DOLLAR GEN CORP NEW COM 256677105 5478 118580 SH SOLE 118580
DOMTAR CORP COM NEW 257559203 3346 35079 SH SOLE 35079
DONNELLEY R R & SONS CO COM 257867101 3008 242787 SH SOLE 242787
DOVER CORP COM 260003108 6626 105267 SH SOLE 105267
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2921 72646 SH SOLE 72646
DRESSER-RAND GROUP INC COM 261608103 972 20953 SH SOLE 20953
DTE ENERGY CO COM 233331107 5063 92009 SH SOLE 92009
DUKE REALTY CORP COM NEW 264411505 1201 83782 SH SOLE 83782
DUN & BRADSTREET CORP DEL NE COM 26483E100 3467 40919 SH SOLE 40919
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1427 58372 SH SOLE 58372
DYNAMICS RESH CORP COM 268057106 210 21754 SH SOLE 21754
E M C CORP MASS COM 268648102 944 31587 SH SOLE 31587
EAST WEST BANCORP INC COM 27579R104 1087 47060 SH SOLE 47060
EASTGROUP PPTY INC COM 277276101 1006 20033 SH SOLE 20033
EASTMAN CHEM CO COM 277432100 4107 79447 SH SOLE 79447
EATON CORP COM 278058102 10320 207099 SH SOLE 207099
EATON VANCE CORP COM NON VTG 278265103 924 32334 SH SOLE 32334
EBIX INC COM NEW 278715206 220 9512 SH SOLE 9512
EDISON INTL COM 281020107 10967 257993 SH SOLE 257993
EL PASO CORP COM 28336L109 843 28526 SH SOLE 28526
ELECTRONIC ARTS INC COM 285512109 4745 287828 SH SOLE 287828
ELIZABETH ARDEN INC COM 28660G106 279 7973 SH SOLE 7973
ENERGEN CORP COM 29265N108 251 5097 SH SOLE 5097
ENERGIZER HLDGS INC COM 29266R108 4157 56034 SH SOLE 56034
ENERGY PARTNERS LTD COM NEW 29270U303 272 16380 SH SOLE 16380
ENERGYSOLUTIONS INC COM 292756202 98 20042 SH SOLE 20042
ENERSYS COM 29275Y102 583 16822 SH SOLE 16822
ENSCO PLC SPONSORED ADR 29358Q109 2670 50444 SH SOLE 50444
ENTEGRIS INC COM 29362U104 206 22005 SH SOLE 22005
ENTERGY CORP NEW COM 29364G103 4442 66097 SH SOLE 66097
ENTROPIC COMMUNICATIONS INC COM 29384R105 150 25778 SH SOLE 25778
EOG RES INC COM 26875P101 1153 10380 SH SOLE 10380
EPLUS INC COM 294268107 222 6936 SH SOLE 6936
EQT CORP COM 26884L109 5454 113126 SH SOLE 113126
EQUIFAX INC COM 294429105 290 6542 SH SOLE 6542
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3032 43473 SH SOLE 43473
EQUITY ONE COM 294752100 2285 113015 SH SOLE 113015
EQUITY RESIDENTIAL SH BEN INT 29476L107 1191 19027 SH SOLE 19027
ESTERLINE TECHNOLOGIES CORP COM 297425100 381 5338 SH SOLE 5338
EXCO RESOURCES INC COM 269279402 146 22036 SH SOLE 22036
EXELIS INC COM 30162A108 1135 90691 SH SOLE 90691
EXELIXIS INC COM 30161Q104 73 14007 SH SOLE 14007
EXELON CORP COM 30161N101 31191 795478 SH SOLE 795478
EXPRESS INC COM 30219E103 362 14491 SH SOLE 14491
EXPRESS SCRIPTS INC COM 302182100 28583 527560 SH SOLE 527560
EXTRA SPACE STORAGE INC COM 30225T102 3503 121663 SH SOLE 121663
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3869 39969 SH SOLE 39969
FEDERATED INVS INC PA CL B 314211103 3781 168707 SH SOLE 168707
FEDEX CORP COM 31428X106 17435 189594 SH SOLE 189594
FIDELITY NATIONAL FINANCIAL CL A 31620R105 784 43489 SH SOLE 43489
FIDELITY NATL INFORMATION SV COM 31620M106 3817 115257 SH SOLE 115257
FIFTH THIRD BANCORP COM 316773100 13914 990668 SH SOLE 990668
FIRST BANCORP P R COM NEW 318672706 64 14541 SH SOLE 14541
FIRST FINL BANCORP OH COM 320209109 1110 64180 SH SOLE 64180
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 399 32271 SH SOLE 32271
FIRST MIDWEST BANCORP DEL COM 320867104 179 14937 SH SOLE 14937
FIRST NIAGARA FINL GP INC COM 33582V108 1524 154872 SH SOLE 154872
FIRST POTOMAC RLTY TR COM 33610F109 203 16830 SH SOLE 16830
FIRST REP BK SAN FRANCISCO C COM 33616C100 3131 95042 SH SOLE 95042
FIRST SOLAR INC COM 336433107 444 17720 SH SOLE 17720
FLEXTRONICS INTL LTD ORD Y2573F102 1537 212844 SH SOLE 212844
FLIR SYS INC COM 302445101 702 27733 SH SOLE 27733
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SEQUENOM INC COM NEW 817337405 129 31704 SH SOLE 31704
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SIGMA ALDRICH CORP COM 826552101 670 9177 SH SOLE 9177
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SIGNET JEWELERS LIMITED SHS G81276100 537 11367 SH SOLE 11367
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SK TELECOM LTD SPONSORED ADR 78440P108 676 48622 SH SOLE 48622
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SM ENERGY CO COM 78454L100 1467 20730 SH SOLE 20730
SMITH A O COM 831865209 657 14618 SH SOLE 14618
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SONY CORP ADR NEW 835699307 892 42960 SH SOLE 42960
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STERICYCLE INC COM 858912108 413 4933 SH SOLE 4933
STRATEGIC HOTELS & RESORTS I COM 86272T106 103 15628 SH SOLE 15628
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STRYKER CORP COM 863667101 7979 143824 SH SOLE 143824
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VALSPAR CORP COM 920355104 2737 56672 SH SOLE 56672
VALUECLICK INC COM 92046N102 819 41506 SH SOLE 41506
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VECTREN CORP COM 92240G101 241 8276 SH SOLE 8276
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WARNER CHILCOTT PLC IRELAND SHS A G94368100 1664 98994 SH SOLE 98994
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XEROX CORP COM 984121103 1458 180542 SH SOLE 180542
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ZOLL MED CORP COM 989922109 11835 127765 SH SOLE 127765
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