Stevens Capital Management as of June 30, 2008
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the June 2008 quarterly 13F filing
{S} {C}
VALUE SHRS/PRN SH/ PUT/ INV OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) AMOUNT PRN CALL DISCR MANAGERS SOLE
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
1ST INDEPENDENCE FINL GRP IN COM 32053S107 1213 70972 SH SOLE 70972
A D C TELECOMMUNICATIONS COM NEW 000886309 3647 246939 SH SOLE 246939
AAR CORP COM 000361105 714 52753 SH SOLE 52753
ABB LTD SPONSORED ADR 000375204 4231 149397 SH SOLE 149397
ABERCROMBIE & FITCH CO CL A 002896207 16486 263017 SH SOLE 263017
ABINGTON BANCORP INC COM 00350L109 1109 121617 SH SOLE 121617
ACADIA RLTY TR COM SH BEN INT 004239109 407 17567 SH SOLE 17567
ACCO BRANDS CORP COM 00081T108 211 18753 SH SOLE 18753
ACERGY S A SPONSORED ADR 00443E104 450 20216 SH SOLE 20216
ACTEL CORP COM 004934105 239 14168 SH SOLE 14168
ACXIOM CORP COM 005125109 1082 94203 SH SOLE 94203
ADAPTEC INC COM 00651F108 492 153772 SH SOLE 153772
ADMINISTAFF INC COM 007094105 348 12492 SH SOLE 12492
ADVENT SOFTWARE INC COM 007974108 1253 34742 SH SOLE 34742
AEROPOSTALE COM 007865108 922 29418 SH SOLE 29418
AETNA INC NEW COM 00817Y108 7466 184207 SH SOLE 184207
AFFILIATED MANAGERS GROUP COM 008252108 1511 16780 SH SOLE 16780
AFFYMETRIX INC COM 00826T108 1018 98960 SH SOLE 98960
AGCO CORP COM 001084102 1067 20354 SH SOLE 20354
AGL RES INC COM 001204106 2528 73119 SH SOLE 73119
AIRGAS INC COM 009363102 1620 27747 SH SOLE 27747
AK STL HLDG CORP COM 001547108 2347 34021 SH SOLE 34021
ALBEMARLE CORP COM 012653101 1011 25329 SH SOLE 25329
ALBERTO CULVER CO NEW COM 013078100 2686 102237 SH SOLE 102237
ALEXANDER & BALDWIN INC COM 014482103 1845 40498 SH SOLE 40498
ALLEGHENY ENERGY INC COM 017361106 9470 188981 SH SOLE 188981
ALLEGHENY TECHNOLOGIES INC COM 01741R102 14749 248800 SH SOLE 248800
ALLERGAN INC COM 018490102 11834 227363 SH SOLE 227363
ALLIANT ENERGY CORP COM 018802108 687 20045 SH SOLE 20045
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 6153 487529 SH SOLE 487529
ALPHARMA INC CL A 020813101 366 16223 SH SOLE 16223
ALTERA CORP COM 021441100 7568 365591 SH SOLE 365591
ALTRA HOLDINGS INC COM 02208R106 990 58879 SH SOLE 58879
ALTRIA GROUP INC COM 02209S103 5927 288281 SH SOLE 288281
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 642 22487 SH SOLE 22487
AMBAC FINL GROUP INC COM 023139108 929 693349 SH SOLE 693349
AMCOMP INC COM 02342J101 5347 550138 SH SOLE 550138
AMDOCS LTD ORD G02602103 327 11123 SH SOLE 11123
AMERICAN AXLE & MFG HLDGS IN COM 024061103 311 38933 SH SOLE 38933
AMERICAN CAPITAL STRATEGIES COM 024937104 6368 267885 SH SOLE 267885
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1433 105161 SH SOLE 105161
AMERICAN ELEC PWR INC COM 025537101 13700 340534 SH SOLE 340534
AMERICAN FINL GROUP INC OHIO COM 025932104 2428 90760 SH SOLE 90760
AMERICAN MED SYS HLDGS INC COM 02744M108 633 42359 SH SOLE 42359
AMERICAN ORIENTAL BIOENGR IN COM 028731107 200 20284 SH SOLE 20284
AMERICREDIT CORP COM 03060R101 1686 195621 SH SOLE 195621
AMERIPRISE FINL INC COM 03076C106 9848 242145 SH SOLE 242145
AMERISTAR CASINOS INC COM 03070Q101 201 14576 SH SOLE 14576
AMERN STRATEGIC INCOME PTFL COM 030099105 224 21500 SH SOLE 21500
AMETEK INC NEW COM 031100100 850 17991 SH SOLE 17991
AMN HEALTHCARE SERVICES INC COM 001744101 252 14892 SH SOLE 14892
AMPHENOL CORP NEW CL A 032095101 1306 29107 SH SOLE 29107
AMSURG CORP COM 03232P405 291 11946 SH SOLE 11946
ANADARKO PETE CORP COM 032511107 6235 83317 SH SOLE 83317
ANALOG DEVICES INC COM 032654105 14980 471527 SH SOLE 471527
ANGELICA CORP COM 034663104 1504 70717 SH SOLE 70717
ANGLO AMERN PLC ADR NEW 03485P201 1448 40855 SH SOLE 40855
ANHEUSER BUSCH COS INC COM 035229103 6207 99925 SH SOLE 99925
ANNTAYLOR STORES CORP COM 036115103 1929 80506 SH SOLE 80506
ANSOFT CORP COM 036384105 13547 372162 SH SOLE 372162
APACHE CORP COM 037411105 3012 21668 SH SOLE 21668
APOLLO GROUP INC CL A 037604105 12829 289857 SH SOLE 289857
APOLLO INVT CORP COM 03761U106 231 16126 SH SOLE 16126
APPLERA CORP COM CELERA GRP 038020202 218 19156 SH SOLE 19156
APPLERA CORP COM AP BIO GRP 038020103 6392 190930 SH SOLE 190930
APRIA HEALTHCARE GROUP INC COM 037933108 2641 136192 SH SOLE 136192
AQUILA INC COM 03840P102 8016 2126133 SH SOLE 2126133
ARCH COAL INC COM 039380100 3896 51928 SH SOLE 51928
ARENA PHARMACEUTICALS INC COM 040047102 206 39788 SH SOLE 39788
ARMSTRONG WORLD INDS INC NEW COM 04247X102 544 18629 SH SOLE 18629
ARROW ELECTRS INC COM 042735100 906 29484 SH SOLE 29484
ARVINMERITOR INC COM 043353101 625 50042 SH SOLE 50042
ASHFORD HOSPITALITY TR INC COM SHS 044103109 675 146037 SH SOLE 146037
ASHLAND INC NEW COM 044209104 3711 76987 SH SOLE 76987
ASML HOLDING N V NY REG SHS N07059186 1266 51879 SH SOLE 51879
ASSISTED LIVING CONCPT NEV N CL A 04544X102 291 52968 SH SOLE 52968
ASSURANT INC COM 04621X108 1064 16132 SH SOLE 16132
ASTORIA FINL CORP COM 046265104 435 21654 SH SOLE 21654
ASTRAZENECA PLC SPONSORED ADR 046353108 869 20428 SH SOLE 20428
AT^T INC COM 00206R102 4806 142661 SH SOLE 142661
AUTODESK INC COM 052769106 11978 354266 SH SOLE 354266
AUTOLIV INC COM 052800109 810 17364 SH SOLE 17364
AUTONATION INC COM 05329W102 4346 433739 SH SOLE 433739
AUTOZONE INC COM 053332102 11405 94248 SH SOLE 94248
AVALONBAY CMNTYS INC COM 053484101 3746 42014 SH SOLE 42014
AVERY DENNISON CORP COM 053611109 2016 45888 SH SOLE 45888
AVIS BUDGET GROUP COM 053774105 1434 171268 SH SOLE 171268
AVISTA CORP COM 05379B107 1053 49080 SH SOLE 49080
AVOCENT CORP COM 053893103 205 11041 SH SOLE 11041
AVON PRODS INC COM 054303102 9069 251772 SH SOLE 251772
AXA SPONSORED ADR 054536107 1055 35849 SH SOLE 35849
AXIS CAPITAL HOLDINGS SHS G0692U109 863 28946 SH SOLE 28946
BAKER HUGHES INC COM 057224107 12070 138195 SH SOLE 138195
BALL CORP COM 058498106 1370 28707 SH SOLE 28707
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 1008 53131 SH SOLE 53131
BANCO LATINOAMERICANO DE EXP CL E P16994132 493 30455 SH SOLE 30455
BANCO SANTANDER SA ADR 05964H105 574 31556 SH SOLE 31556
BANK NOVA SCOTIA HALIFAX COM 064149107 704 15356 SH SOLE 15356
BANK OF AMERICA CORPORATION COM 060505104 28384 1189116 SH SOLE 1189116
BANK OF NEW YORK MELLON CORP COM 064058100 14387 380304 SH SOLE 380304
BANKFINANCIAL CORP COM 06643P104 556 42748 SH SOLE 42748
BANNER CORP COM 06652V109 282 31788 SH SOLE 31788
BARCLAYS PLC ADR 06738E204 672 29044 SH SOLE 29044
BARNES & NOBLE INC COM 067774109 441 17749 SH SOLE 17749
BARRETT BILL CORP COM 06846N104 2602 43799 SH SOLE 43799
BARRIER THERAPEUTICS INC COM 06850R108 1588 395000 SH SOLE 395000
BASIC ENERGY SVCS INC NEW COM 06985P100 851 27007 SH SOLE 27007
BE AEROSPACE INC COM 073302101 537 23041 SH SOLE 23041
BECKMAN COULTER INC COM 075811109 1241 18379 SH SOLE 18379
BECTON DICKINSON & CO COM 075887109 4419 54353 SH SOLE 54353
BED BATH & BEYOND INC COM 075896100 6520 232031 SH SOLE 232031
BELO CORP COM SER A 080555105 925 126586 SH SOLE 126586
BENCHMARK ELECTRS INC COM 08160H101 325 19918 SH SOLE 19918
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 697 63003 SH SOLE 63003
BERKLEY W R CORP COM 084423102 3376 139754 SH SOLE 139754
BIOGEN IDEC INC COM 09062X103 5760 103053 SH SOLE 103053
BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 3336 19700 SH SOLE 19700
BIOVAIL CORP COM 09067J109 452 46868 SH SOLE 46868
BJ SVCS CO COM 055482103 2761 86436 SH SOLE 86436
BJS WHOLESALE CLUB INC COM 05548J106 6437 166327 SH SOLE 166327
BLACK & DECKER CORP COM 091797100 2246 39050 SH SOLE 39050
BLACKROCK INC COM 09247X101 3581 20229 SH SOLE 20229
BLACKROCK REAL ASSET EQUITY COM 09254B109 635 35100 SH SOLE 35100
BLOCK H & R INC COM 093671105 4394 205304 SH SOLE 205304
BMC SOFTWARE INC COM 055921100 1736 48212 SH SOLE 48212
BOB EVANS FARMS INC COM 096761101 1649 57650 SH SOLE 57650
BOEING CO COM 097023105 9300 141502 SH SOLE 141502
BOIS D ARC ENERGY INC COM 09738U103 3318 136471 SH SOLE 136471
BORGWARNER INC COM 099724106 2126 47915 SH SOLE 47915
BP PLC SPONSORED ADR 055622104 5191 74613 SH SOLE 74613
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 2099 133183 SH SOLE 133183
BRE PROPERTIES INC CL A 05564E106 609 14081 SH SOLE 14081
BRIDGE CAP HLDGS COM 108030107 592 49535 SH SOLE 49535
BRIGGS & STRATTON CORP COM 109043109 247 19478 SH SOLE 19478
BRIGHTPOINT INC COM NEW 109473405 510 69930 SH SOLE 69930
BRINKS CO COM 109696104 3817 58339 SH SOLE 58339
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 476 22614 SH SOLE 22614
BRONCO DRILLING CO INC COM 112211107 1780 96848 SH SOLE 96848
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1981 60873 SH SOLE 60873
BROOKFIELD PPTYS CORP COM 112900105 1323 74381 SH SOLE 74381
BROOKS AUTOMATION INC COM 114340102 290 35012 SH SOLE 35012
BROWN & BROWN INC COM 115236101 749 43063 SH SOLE 43063
BT GROUP PLC ADR 05577E101 411 10349 SH SOLE 10349
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4683 85389 SH SOLE 85389
CA INC COM 12673P105 4749 205675 SH SOLE 205675
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1207 53423 SH SOLE 53423
CABOT CORP COM 127055101 1032 42455 SH SOLE 42455
CABOT OIL & GAS CORP COM 127097103 1599 23604 SH SOLE 23604
CACI INTL INC CL A 127190304 773 16890 SH SOLE 16890
CADBURY PLC SPONS ADR 12721E102 721 14332 SH SOLE 14332
CADENCE DESIGN SYSTEM INC COM 127387108 3471 343623 SH SOLE 343623
CAL DIVE INTL INC DEL COM 12802T101 1179 82496 SH SOLE 82496
CALPINE CORP COM NEW 131347304 1157 51293 SH SOLE 51293
CAM COMM SOLUTIONS INC COM 131916108 855 21532 SH SOLE 21532
CAMCO FINL CORP COM 132618109 415 40923 SH SOLE 40923
CANADIAN NAT RES LTD COM 136385101 1208 12049 SH SOLE 12049
CANADIAN NATL RY CO COM 136375102 2363 49146 SH SOLE 49146
CAPITOL BANCORP LTD COM 14056D105 354 39502 SH SOLE 39502
CARDIOME PHARMA CORP COM NEW 14159U202 249 28336 SH SOLE 28336
CAREER EDUCATION CORP COM 141665109 2924 200112 SH SOLE 200112
CARNIVAL PLC ADR 14365C103 695 21781 SH SOLE 21781
CARPENTER TECHNOLOGY CORP COM 144285103 3586 82146 SH SOLE 82146
CB RICHARD ELLIS GROUP INC CL A 12497T101 354 18446 SH SOLE 18446
CBL & ASSOC PPTYS INC COM 124830100 412 18054 SH SOLE 18054
CBRL GROUP INC COM 12489V106 1525 62223 SH SOLE 62223
CDN IMPERIAL BK OF COMMERCE COM 136069101 796 14489 SH SOLE 14489
CEC ENTMT INC COM 125137109 396 14134 SH SOLE 14134
CELESTICA INC SUB VTG SHS 15101Q108 389 46145 SH SOLE 46145
CENTERPOINT ENERGY INC COM 15189T107 4584 285627 SH SOLE 285627
CENTEX CORP COM 152312104 1727 129133 SH SOLE 129133
CENTURYTEL INC COM 156700106 4806 135042 SH SOLE 135042
CENVEO INC COM 15670S105 250 25589 SH SOLE 25589
CF INDS HLDGS INC COM 125269100 5514 36088 SH SOLE 36088
CHAMPION ENTERPRISES INC COM 158496109 280 47913 SH SOLE 47913
CHARMING SHOPPES INC COM 161133103 897 195342 SH SOLE 195342
CHEESECAKE FACTORY INC COM 163072101 685 43048 SH SOLE 43048
CHEVRON CORP NEW COM 166764100 9882 99689 SH SOLE 99689
CHICOS FAS INC COM 168615102 1424 265135 SH SOLE 265135
CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 206 10392 SH SOLE 10392
CHINA UNICOM LTD SPONSORED ADR 16945R104 550 29684 SH SOLE 29684
CHOICEPOINT INC COM 170388102 10921 226582 SH SOLE 226582
CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 1212 47759 SH SOLE 47759
CIENA CORP COM NEW 171779309 4218 182030 SH SOLE 182030
CIGNA CORP COM 125509109 2064 58319 SH SOLE 58319
CINCINNATI BELL INC NEW COM 171871106 733 184284 SH SOLE 184284
CIRCUIT CITY STORE INC COM 172737108 538 186044 SH SOLE 186044
CISCO SYS INC COM 17275R102 3884 166999 SH SOLE 166999
CIT GROUP INC COM 125581108 1017 149288 SH SOLE 149288
CLAYMORE EXCHANGE TRADED FD CLEAR SPIN OFF 18383M605 230 10600 SH SOLE 10600
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 521 29236 SH SOLE 29236
CMS ENERGY CORP COM 125896100 2295 154041 SH SOLE 154041
CNET NETWORKS INC COM 12613R104 8810 766758 SH SOLE 766758
CNH GLOBAL N V SHS NEW N20935206 1170 34428 SH SOLE 34428
COACH INC COM 189754104 3905 135207 SH SOLE 135207
COCA COLA CO COM 191216100 1902 36582 SH SOLE 36582
COCA COLA ENTERPRISES INC COM 191219104 3929 227119 SH SOLE 227119
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 599 10621 SH SOLE 10621
COGNEX CORP COM 192422103 302 13119 SH SOLE 13119
COINSTAR INC COM 19259P300 445 13604 SH SOLE 13604
COLDWATER CREEK INC COM 193068103 580 109796 SH SOLE 109796
COLE KENNETH PRODTNS INC CL A 193294105 263 20733 SH SOLE 20733
COLGATE PALMOLIVE CO COM 194162103 15947 230777 SH SOLE 230777
COLLECTIVE BRANDS INC COM 19421W100 824 70851 SH SOLE 70851
COLONIAL BANCGROUP INC COM 195493309 344 77801 SH SOLE 77801
COMCAST HOLDINGS CORP ZONES CV2% PCS 200300507 536 15550 SH SOLE 15550
COMERICA INC COM 200340107 7721 301250 SH SOLE 301250
COMMUNITY BANCORP NEV COM 20343T100 207 41398 SH SOLE 41398
COMMUNITY FINL CORP VA COM 20365L100 306 39478 SH SOLE 39478
COMMUNITY HEALTH SYS INC NEW COM 203668108 4425 134162 SH SOLE 134162
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 258 10523 SH SOLE 10523
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 475 13250 SH SOLE 13250
CONCEPTUS INC COM 206016107 691 37368 SH SOLE 37368
CONSECO INC COM NEW 208464883 579 58341 SH SOLE 58341
CONSOL ENERGY INC COM 20854P109 15952 141961 SH SOLE 141961
CONSOLIDATED EDISON INC COM 209115104 393 10061 SH SOLE 10061
CONSTELLATION ENERGY GROUP I COM 210371100 4073 49609 SH SOLE 49609
COOPER INDS LTD CL A G24182100 2030 51387 SH SOLE 51387
CORINTHIAN COLLEGES INC COM 218868107 789 67923 SH SOLE 67923
CORN PRODS INTL INC COM 219023108 6463 131594 SH SOLE 131594
CORNING INC COM 219350105 17849 774342 SH SOLE 774342
COUNTRYWIDE FINANCIAL CORP COM 222372104 224 52741 SH SOLE 52741
COVIDIEN LTD COM G2552X108 1547 32309 SH SOLE 32309
COWEN GROUP INC COM 223621103 1225 158616 SH SOLE 158616
CRANE CO COM 224399105 1714 44477 SH SOLE 44477
CREDENCE SYS CORP COM 225302108 786 604423 SH SOLE 604423
CREDIT SUISSE GROUP SPONSORED ADR 225401108 2709 59783 SH SOLE 59783
CSG SYS INTL INC COM 126349109 644 58439 SH SOLE 58439
CSK AUTO CORP COM 125965103 5993 571873 SH SOLE 571873
CSX CORP COM 126408103 690 10989 SH SOLE 10989
CTS CORP COM 126501105 203 20219 SH SOLE 20219
CUBIST PHARMACEUTICALS INC COM 229678107 419 23444 SH SOLE 23444
CUMMINS INC COM 231021106 4951 75560 SH SOLE 75560
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 230 31986 SH SOLE 31986
CYTEC INDS INC COM 232820100 3132 57410 SH SOLE 57410
DANA HOLDING CORP COM 235825205 848 158472 SH SOLE 158472
DANVERS BANCORP INC COM 236442109 720 65450 SH SOLE 65450
DARDEN RESTAURANTS INC COM 237194105 3280 102706 SH SOLE 102706
DARWIN PROFESSIONAL UNDERWRI COM 237502109 369 11972 SH SOLE 11972
DEAN FOODS CO NEW COM 242370104 5040 256905 SH SOLE 256905
DELIA'S INC NEW COM 246911101 231 115030 SH SOLE 115030
DENBURY RES INC COM NEW 247916208 1253 34336 SH SOLE 34336
DENTSPLY INTL INC NEW COM 249030107 2361 64165 SH SOLE 64165
DEVON ENERGY CORP NEW COM 25179M103 1741 14492 SH SOLE 14492
DICKS SPORTING GOODS INC COM 253393102 3662 206420 SH SOLE 206420
DIEBOLD INC COM 253651103 6778 190513 SH SOLE 190513
DINEEQUITY INC COM 254423106 622 16650 SH SOLE 16650
DISCOVER FINL SVCS COM 254709108 330 25041 SH SOLE 25041
DISH NETWORK CORP CL A 25470M109 346 11805 SH SOLE 11805
DISNEY WALT CO COM DISNEY 254687106 1681 53884 SH SOLE 53884
DOLLAR FINL CORP COM 256664103 219 14503 SH SOLE 14503
DOLLAR TREE INC COM 256746108 3857 117995 SH SOLE 117995
DOMTAR CORP COM 257559104 385 70578 SH SOLE 70578
DONALDSON INC COM 257651109 1809 40517 SH SOLE 40517
DONNELLEY R R & SONS CO COM 257867101 2022 68116 SH SOLE 68116
DPL INC COM 233293109 3497 132545 SH SOLE 132545
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1618 77105 SH SOLE 77105
DRESS BARN INC COM 261570105 1232 92050 SH SOLE 92050
DRS TECHNOLOGIES INC COM 23330X100 6695 85045 SH SOLE 85045
DST SYS INC DEL COM 233326107 1133 20582 SH SOLE 20582
DU PONT E I DE NEMOURS & CO COM 263534109 7475 174289 SH SOLE 174289
DUKE ENERGY CORP NEW COM 26441C105 12867 740330 SH SOLE 740330
DWS GLOBAL COMMODITIES STK F COM 23338Y100 453 22338 SH SOLE 22338
DYCOM INDS INC COM 267475101 252 17366 SH SOLE 17366
EAGLE BANCORP INC MD COM 268948106 313 33856 SH SOLE 33856
EARTHLINK INC COM 270321102 655 75765 SH SOLE 75765
EASTMAN CHEM CO COM 277432100 6420 93233 SH SOLE 93233
EATON CORP COM 278058102 7627 89759 SH SOLE 89759
EBAY INC COM 278642103 13798 504853 SH SOLE 504853
ECOLAB INC COM 278865100 4211 97956 SH SOLE 97956
EL PASO CORP COM 28336L109 2278 104773 SH SOLE 104773
ELAN PLC ADR 284131208 584 16425 SH SOLE 16425
ELECTRO SCIENTIFIC INDS COM 285229100 262 18503 SH SOLE 18503
ELECTRONIC ARTS INC COM 285512109 10130 228008 SH SOLE 228008
ELECTRONIC DATA SYS NEW COM 285661104 7222 293114 SH SOLE 293114
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 266 10046 SH SOLE 10046
EMCOR GROUP INC COM 29084Q100 766 26864 SH SOLE 26864
EMERGING MKTS TELECOMNC FD N COM 290890102 311 15200 SH SOLE 15200
EMERSON ELEC CO COM 291011104 10763 217646 SH SOLE 217646
EMULEX CORP COM NEW 292475209 354 30394 SH SOLE 30394
ENCANA CORP COM 292505104 2201 24209 SH SOLE 24209
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2258 93355 SH SOLE 93355
ENERGEN CORP COM 29265N108 5238 67125 SH SOLE 67125
ENERGIZER HLDGS INC COM 29266R108 5280 72240 SH SOLE 72240
ENERGY EAST CORP COM 29266M109 4526 183106 SH SOLE 183106
ENI S P A SPONSORED ADR 26874R108 2711 36518 SH SOLE 36518
ENSCO INTL INC COM 26874Q100 2029 25128 SH SOLE 25128
ENTERCOM COMMUNICATIONS CORP CL A 293639100 278 39642 SH SOLE 39642
ENZON PHARMACEUTICALS INC COM 293904108 803 112849 SH SOLE 112849
EOG RES INC COM 26875P101 9581 73026 SH SOLE 73026
EP MEDSYSTEMS INC COM 26881P103 3137 1052644 SH SOLE 1052644
EQUIFAX INC COM 294429105 2283 67911 SH SOLE 67911
EQUITABLE RES INC COM 294549100 7574 109673 SH SOLE 109673
EQUITY LIFESTYLE PPTYS INC COM 29472R108 778 17691 SH SOLE 17691
EQUITY ONE COM 294752100 872 42447 SH SOLE 42447
EQUITY RESIDENTIAL SH BEN INT 29476L107 12425 324655 SH SOLE 324655
ESMARK INC COM 296475106 7289 381242 SH SOLE 381242
ESS TECHNOLOGY INC COM 269151106 1702 1040803 SH SOLE 1040803
ESSA BANCORP INC COM 29667D104 899 71785 SH SOLE 71785
ESTERLINE TECHNOLOGIES CORP COM 297425100 593 12035 SH SOLE 12035
EUROPEAN EQUITY FUND COM 298768102 931 92768 SH SOLE 92768
EV3 INC COM 26928A200 349 36855 SH SOLE 36855
EVEREST RE GROUP LTD COM G3223R108 1972 24739 SH SOLE 24739
EVERGREEN SOLAR INC COM 30033R108 1153 119017 SH SOLE 119017
EXELIXIS INC COM 30161Q104 250 50073 SH SOLE 50073
EXPRESS SCRIPTS INC COM 302182100 8800 140303 SH SOLE 140303
FACTSET RESH SYS INC COM 303075105 1214 21542 SH SOLE 21542
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 2011 171415 SH SOLE 171415
FAMILY DLR STORES INC COM 307000109 2044 102530 SH SOLE 102530
FASTENAL CO COM 311900104 2243 51964 SH SOLE 51964
FEDERAL HOME LN MTG CORP COM 313400301 3402 207412 SH SOLE 207412
FEDERAL MOGUL CORP CL A 313549404 377 23400 SH SOLE 23400
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8197 118803 SH SOLE 118803
FELCOR LODGING TR INC COM 31430F101 1124 107040 SH SOLE 107040
FIDELITY NATL INFORMATION SV COM 31620M106 924 25032 SH SOLE 25032
FINISH LINE INC CL A 317923100 262 30104 SH SOLE 30104
FIRST AMERN CORP CALIF COM 318522307 1884 71367 SH SOLE 71367
FIRST CTZNS BANCSHARES INC N CL A 31946M103 2449 17558 SH SOLE 17558
FIRST ST BANCORPORATION COM 336453105 248 45000 SH SOLE 45000
FISERV INC COM 337738108 6030 132903 SH SOLE 132903
FMC TECHNOLOGIES INC COM 30249U101 1535 19947 SH SOLE 19947
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 677 14875 SH SOLE 14875
FOX CHASE BANCORP COM 35137P106 262 25501 SH SOLE 25501
FPL GROUP INC COM 302571104 6017 91758 SH SOLE 91758
FRANCE TELECOM SPONSORED ADR 35177Q105 453 15303 SH SOLE 15303
FURNITURE BRANDS INTL INC COM 360921100 419 31390 SH SOLE 31390
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 281 30546 SH SOLE 30546
GAMESTOP CORP NEW CL A 36467W109 14724 364462 SH SOLE 364462
GANNETT INC COM 364730101 5781 266778 SH SOLE 266778
GARMIN LTD ORD G37260109 677 15792 SH SOLE 15792
GARTNER INC COM 366651107 1086 52400 SH SOLE 52400
GEN-PROBE INC NEW COM 36866T103 2596 54634 SH SOLE 54634
GENERAL AMERN INVS INC COM 368802104 585 18091 SH SOLE 18091
GENERAL MTRS CORP COM 370442105 5355 465688 SH SOLE 465688
GENUINE PARTS CO COM 372460105 3857 97194 SH SOLE 97194
GENWORTH FINL INC COM CL A 37247D106 5378 301988 SH SOLE 301988
GERON CORP COM 374163103 264 76431 SH SOLE 76431
GETTY IMAGES INC COM 374276103 3189 93991 SH SOLE 93991
GETTY RLTY CORP NEW COM 374297109 209 14509 SH SOLE 14509
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 1557 143279 SH SOLE 143279
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 221 19627 SH SOLE 19627
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