Stevens Capital Management as of June 30, 2009
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the June 2009 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
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
3COM CORP COM 885535104 561 118641 SH SOLE 118641
A D C TELECOMMUNICATIONS COM NEW 000886309 1289 161707 SH SOLE 161707
AARONS INC COM 002535201 1786 59905 SH SOLE 59905
ABB LTD SPONSORED ADR 000375204 397 25175 SH SOLE 25175
ACADIA RLTY TR COM SH BEN INT 004239109 272 20837 SH SOLE 20837
ACCENTURE LTD BERMUDA CL A G1150G111 2437 72836 SH SOLE 72836
ACTUANT CORP CL A NEW 00508X203 322 26432 SH SOLE 26432
ACTUATE CORP COM 00508B102 77 16051 SH SOLE 16051
ACXIOM CORP COM 005125109 651 73520 SH SOLE 73520
ADAMS EXPRESS CO COM 006212104 103 12242 SH SOLE 12242
ADAPTEC INC COM 00651F108 232 87486 SH SOLE 87486
ADMINISTAFF INC COM 007094105 221 9497 SH SOLE 9497
ADOBE SYS INC COM 00724F101 622 21908 SH SOLE 21908
ADVANCE AUTO PARTS INC COM 00751Y106 2557 61629 SH SOLE 61629
ADVANCED ENERGY INDS COM 007973100 136 15090 SH SOLE 15090
AEGON N V NY REGISTRY SH 007924103 459 74479 SH SOLE 74479
AEROPOSTALE COM 007865108 1693 49398 SH SOLE 49398
AETNA INC NEW COM 00817Y108 4813 192132 SH SOLE 192132
AFC ENTERPRISES INC COM 00104Q107 199 29631 SH SOLE 29631
AFFILIATED COMPUTER SERVICES CL A 008190100 720 16210 SH SOLE 16210
AFFILIATED MANAGERS GROUP COM 008252108 662 11369 SH SOLE 11369
AFLAC INC COM 001055102 1745 56142 SH SOLE 56142
AGNICO EAGLE MINES LTD COM 008474108 2473 47125 SH SOLE 47125
AIR METHODS CORP COM PAR $.06 009128307 448 16356 SH SOLE 16356
AIR PRODS & CHEMS INC COM 009158106 2699 41784 SH SOLE 41784
AIRTRAN HLDGS INC COM 00949P108 582 94010 SH SOLE 94010
AKAMAI TECHNOLOGIES INC COM 00971T101 1537 80121 SH SOLE 80121
ALBANY INTL CORP CL A 012348108 209 18405 SH SOLE 18405
ALBEMARLE CORP COM 012653101 588 23011 SH SOLE 23011
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 503 14055 SH SOLE 14055
ALLEGHENY ENERGY INC COM 017361106 2345 91417 SH SOLE 91417
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2503 71648 SH SOLE 71648
ALLIANCE DATA SYSTEMS CORP COM 018581108 2550 61910 SH SOLE 61910
ALLIANCE HEALTHCARE SRVCS IN COM NEW 018606202 167 22804 SH SOLE 22804
ALLIED HEALTHCARE INTL INC COM 01923A109 37 17100 SH SOLE 17100
ALLSTATE CORP COM 020002101 1400 57358 SH SOLE 57358
ALTERA CORP COM 021441100 4503 276445 SH SOLE 276445
ALTRIA GROUP INC COM 02209S103 4468 272634 SH SOLE 272634
AMAG PHARMACEUTICALS INC COM 00163U106 606 11081 SH SOLE 11081
AMBAC FINL GROUP INC COM 023139108 18 19094 SH SOLE 19094
AMDOCS LTD ORD G02602103 1314 61248 SH SOLE 61248
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2423 62587 SH SOLE 62587
AMERICAN CAMPUS CMNTYS INC COM 024835100 766 34518 SH SOLE 34518
AMERICAN INTL GROUP INC COM 026874107 41 35612 SH SOLE 35612
AMERICAN MED SYS HLDGS INC COM 02744M108 333 21028 SH SOLE 21028
AMERICAN REPROGRAPHICS CO COM 029263100 175 21051 SH SOLE 21051
AMERICAN WTR WKS CO INC NEW COM 030420103 611 31960 SH SOLE 31960
AMERIGROUP CORP COM 03073T102 463 17244 SH SOLE 17244
AMERIPRISE FINL INC COM 03076C106 2855 117616 SH SOLE 117616
AMERISOURCEBERGEN CORP COM 03073E105 4174 235306 SH SOLE 235306
AMETEK INC NEW COM 031100100 750 21686 SH SOLE 21686
AMN HEALTHCARE SERVICES INC COM 001744101 165 25930 SH SOLE 25930
AMPHENOL CORP NEW CL A 032095101 3153 99663 SH SOLE 99663
ANALOG DEVICES INC COM 032654105 6773 273318 SH SOLE 273318
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 240 6556 SH SOLE 6556
ANIXTER INTL INC COM 035290105 274 7278 SH SOLE 7278
ANNALY CAP MGMT INC COM 035710409 541 35743 SH SOLE 35743
APAC CUSTOMER SERVICES INC COM 00185E106 123 23948 SH SOLE 23948
APACHE CORP COM 037411105 6782 94003 SH SOLE 94003
APOGEE ENTERPRISES INC COM 037598109 411 33490 SH SOLE 33490
APOLLO GROUP INC CL A 037604105 12897 181345 SH SOLE 181345
APPLE INC COM 037833100 2641 18540 SH SOLE 18540
APPLIED INDL TECHNOLOGIES IN COM 03820C105 286 14515 SH SOLE 14515
ARBITRON INC COM 03875Q108 546 34367 SH SOLE 34367
ARCH CHEMICALS INC COM 03937R102 248 10077 SH SOLE 10077
ARCHER DANIELS MIDLAND CO COM 039483102 1715 64082 SH SOLE 64082
ARENA PHARMACEUTICALS INC COM 040047102 101 20116 SH SOLE 20116
ARKANSAS BEST CORP DEL COM 040790107 301 11435 SH SOLE 11435
ARMSTRONG WORLD INDS INC NEW COM 04247X102 215 13020 SH SOLE 13020
ARRAY BIOPHARMA INC COM 04269X105 127 40312 SH SOLE 40312
ARROW ELECTRS INC COM 042735100 2454 115536 SH SOLE 115536
ASIAINFO HLDGS INC COM 04518A104 182 10568 SH SOLE 10568
ASSOCIATED BANC CORP COM 045487105 540 43300 SH SOLE 43300
ASTRAZENECA PLC SPONSORED ADR 046353108 284 6434 SH SOLE 6434
ATC TECHNOLOGY CORP COM 00211W104 195 13415 SH SOLE 13415
ATLAS ENERGY RESOURCES LLC COM 049303100 6547 320469 SH SOLE 320469
ATMEL CORP COM 049513104 350 93846 SH SOLE 93846
ATMOS ENERGY CORP COM 049560105 257 10252 SH SOLE 10252
AURIZON MINES LTD COM 05155P106 89 25037 SH SOLE 25037
AUTODESK INC COM 052769106 7013 369498 SH SOLE 369498
AUTOMATIC DATA PROCESSING IN COM 053015103 7750 218675 SH SOLE 218675
AUTOZONE INC COM 053332102 10553 69838 SH SOLE 69838
AVALONBAY CMNTYS INC COM 053484101 1712 30597 SH SOLE 30597
AVERY DENNISON CORP COM 053611109 615 23955 SH SOLE 23955
AVNET INC COM 053807103 1302 61897 SH SOLE 61897
AVOCENT CORP COM 053893103 714 51092 SH SOLE 51092
AVON PRODS INC COM 054303102 3775 146414 SH SOLE 146414
AXSYS TECHNOLOGIES INC COM 054615109 5161 96207 SH SOLE 96207
BAIDU INC SPON ADR REP A 056752108 2087 6930 SH SOLE 6930
BAKER HUGHES INC COM 057224107 3486 95663 SH SOLE 95663
BANCO SANTANDER SA ADR 05964H105 194 16036 SH SOLE 16036
BANK HAWAII CORP COM 062540109 889 24816 SH SOLE 24816
BANK MUTUAL CORP NEW COM 063750103 152 17374 SH SOLE 17374
BANKFINANCIAL CORP COM 06643P104 227 25600 SH SOLE 25600
BANKRATE INC COM 06646V108 370 14659 SH SOLE 14659
BARNES & NOBLE INC COM 067774109 2138 103626 SH SOLE 103626
BARNES GROUP INC COM 067806109 384 32273 SH SOLE 32273
BARRETT BILL CORP COM 06846N104 825 30059 SH SOLE 30059
BASIC ENERGY SVCS INC NEW COM 06985P100 148 21637 SH SOLE 21637
BCE INC COM NEW 05534B760 1982 95950 SH SOLE 95950
BE AEROSPACE INC COM 073302101 275 19170 SH SOLE 19170
BEBE STORES INC COM 075571109 234 34040 SH SOLE 34040
BECKMAN COULTER INC COM 075811109 245 4294 SH SOLE 4294
BED BATH & BEYOND INC COM 075896100 8557 278263 SH SOLE 278263
BELO CORP COM SER A 080555105 37 20520 SH SOLE 20520
BERKLEY W R CORP COM 084423102 1633 76042 SH SOLE 76042
BEVERLY NATL CORP COM 088115100 1794 81900 SH SOLE 81900
BIG LOTS INC COM 089302103 4026 191460 SH SOLE 191460
BIO RAD LABS INC CL A 090572207 244 3231 SH SOLE 3231
BIOGEN IDEC INC COM 09062X103 19122 423530 SH SOLE 423530
BIOMED REALTY TRUST INC COM 09063H107 352 34453 SH SOLE 34453
BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 1889 20300 SH SOLE 20300
BJ SVCS CO COM 055482103 976 71631 SH SOLE 71631
BJS WHOLESALE CLUB INC COM 05548J106 2979 92426 SH SOLE 92426
BLACK BOX CORP DEL COM 091826107 498 14887 SH SOLE 14887
BLACKBAUD INC COM 09227Q100 169 10846 SH SOLE 10846
BLACKROCK DIVID ACHIEVRS TM COM 09250N107 543 74000 SH SOLE 74000
BLACKROCK INC COM 09247X101 607 3458 SH SOLE 3458
BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 568 76500 SH SOLE 76500
BLACKROCK WORLD INVT TR COM SHS BN INT 09250K103 324 32900 SH SOLE 32900
BLOCK H & R INC COM 093671105 2359 136928 SH SOLE 136928
BLOCKBUSTER INC CL B 093679207 13 33930 SH SOLE 33930
BLUE CHIP VALUE FD INC COM 095333100 66 26300 SH SOLE 26300
BMC SOFTWARE INC COM 055921100 4035 119402 SH SOLE 119402
BOB EVANS FARMS INC COM 096761101 1454 50606 SH SOLE 50606
BORGWARNER INC COM 099724106 1310 38351 SH SOLE 38351
BORLAND SOFTWARE CORP COM 099849101 1338 1037158 SH SOLE 1037158
BPZ RESOURCES INC COM 055639108 134 27389 SH SOLE 27389
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 318 8286 SH SOLE 8286
BRASKEM S A SP ADR PFD A 105532105 89 12054 SH SOLE 12054
BRINKS CO COM 109696104 810 27906 SH SOLE 27906
BRINKS HOME SEC HLDGS INC COM 109699108 818 28905 SH SOLE 28905
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1432 83864 SH SOLE 83864
BUCKLE INC COM 118440106 1316 41422 SH SOLE 41422
BUFFALO WILD WINGS INC COM 119848109 565 17387 SH SOLE 17387
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 416 7968 SH SOLE 7968
CA INC COM 12673P105 4593 263344 SH SOLE 263344
CABOT MICROELECTRONICS CORP COM 12709P103 453 16033 SH SOLE 16033
CABOT OIL & GAS CORP COM 127097103 2085 68047 SH SOLE 68047
CACI INTL INC CL A 127190304 1282 30027 SH SOLE 30027
CADENCE DESIGN SYSTEM INC COM 127387108 578 97946 SH SOLE 97946
CAL MAINE FOODS INC COM NEW 128030202 298 11919 SH SOLE 11919
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 628 47226 SH SOLE 47226
CALLAWAY GOLF CO COM 131193104 459 90469 SH SOLE 90469
CALPINE CORP COM NEW 131347304 261 23446 SH SOLE 23446
CANADIAN NATL RY CO COM 136375102 3998 93073 SH SOLE 93073
CANADIAN SOLAR INC COM 136635109 189 15628 SH SOLE 15628
CAPSTONE TURBINE CORP COM 14067D102 9 11331 SH SOLE 11331
CARPENTER TECHNOLOGY CORP COM 144285103 383 18414 SH SOLE 18414
CATERPILLAR INC DEL COM 149123101 13052 395022 SH SOLE 395022
CATO CORP NEW CL A 149205106 306 17534 SH SOLE 17534
CAVALIER HOMES INC COM 149507105 687 251506 SH SOLE 251506
CBEYOND INC COM 149847105 438 30495 SH SOLE 30495
CBL & ASSOC PPTYS INC COM 124830100 269 49944 SH SOLE 49944
CEC ENTMT INC COM 125137109 220 7466 SH SOLE 7466
CELL THERAPEUTICS INC COM NO PAR 150934503 26 15294 SH SOLE 15294
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 5189 619203 SH SOLE 619203
CENTEX CORP COM 152312104 3958 467864 SH SOLE 467864
CENTRAL JERSEY BANCORP NJ COM 153770102 275 49924 SH SOLE 49924
CENTURY ALUM CO COM 156431108 145 23272 SH SOLE 23272
CERADYNE INC COM 156710105 303 17132 SH SOLE 17132
CF INDS HLDGS INC COM 125269100 1380 18611 SH SOLE 18611
CHECK POINT SOFTWARE TECH LT ORD M22465104 1231 52445 SH SOLE 52445
CHEMED CORP NEW COM 16359R103 215 5457 SH SOLE 5457
CHEVRON CORP NEW COM 166764100 7611 114878 SH SOLE 114878
CHIPOTLE MEXICAN GRILL INC CL B 169656204 2018 28911 SH SOLE 28911
CHUBB CORP COM 171232101 2922 73274 SH SOLE 73274
CHURCH & DWIGHT INC COM 171340102 1601 29482 SH SOLE 29482
CINCINNATI BELL INC NEW COM 171871106 105 37017 SH SOLE 37017
CIRCOR INTL INC COM 17273K109 383 16234 SH SOLE 16234
CISCO SYS INC COM 17275R102 26809 1437490 SH SOLE 1437490
CIT GROUP INC COM 125581108 183 85296 SH SOLE 85296
CITIGROUP INC COM 172967101 2042 687600 SH SOLE 687600
CLEAN HARBORS INC COM 184496107 281 5209 SH SOLE 5209
CLIFFS NATURAL RESOURCES INC COM 18683K101 256 10454 SH SOLE 10454
CLOROX CO DEL COM 189054109 11994 214832 SH SOLE 214832
CMS ENERGY CORP COM 125896100 2004 165865 SH SOLE 165865
CNH GLOBAL N V SHS NEW N20935206 162 11512 SH SOLE 11512
CNOOC LTD SPONSORED ADR 126132109 408 3314 SH SOLE 3314
CNX GAS CORP COM 12618H309 284 10829 SH SOLE 10829
COCA COLA ENTERPRISES INC COM 191219104 5778 347010 SH SOLE 347010
COGO GROUP INC COM 192448108 128 21455 SH SOLE 21455
COHEN & STEERS ADV INC RLTY COM 19247W102 100 27400 SH SOLE 27400
COHEN & STEERS DIV MJRS FDIN COM 19248G106 169 19600 SH SOLE 19600
COHEN & STEERS GLOBAL INC BL COM 19248M103 243 27600 SH SOLE 27600
COHEN & STEERS REIT & UTIL I COM 19247Y108 235 33000 SH SOLE 33000
COHEN & STEERS SELECT UTIL F COM 19248A109 280 23100 SH SOLE 23100
COINSTAR INC COM 19259P300 1035 38763 SH SOLE 38763
COLLECTIVE BRANDS INC COM 19421W100 894 61344 SH SOLE 61344
COMCAST CORP NEW CL A SPL 20030N200 732 51908 SH SOLE 51908
COMMERCE BANCSHARES INC COM 200525103 480 15100 SH SOLE 15100
COMMERCIAL METALS CO COM 201723103 535 33374 SH SOLE 33374
COMMUNITY HEALTH SYS INC NEW COM 203668108 1244 49269 SH SOLE 49269
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 413 30718 SH SOLE 30718
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 224 15875 SH SOLE 15875
COMPUWARE CORP COM 205638109 2242 327370 SH SOLE 327370
CONCEPTUS INC COM 206016107 1062 62752 SH SOLE 62752
CONNS INC COM 208242107 132 10584 SH SOLE 10584
CONOCOPHILLIPS COM 20825C104 534 12705 SH SOLE 12705
CONSOL ENERGY INC COM 20854P109 4400 129554 SH SOLE 129554
CONSTELLATION ENERGY GROUP I COM 210371100 4437 166931 SH SOLE 166931
CONVERGYS CORP COM 212485106 803 86562 SH SOLE 86562
COOPER COS INC COM NEW 216648402 570 23054 SH SOLE 23054
CORNELL COMPANIES INC COM 219141108 657 40558 SH SOLE 40558
COUGAR BIOTECHNOLOGY INC COM 222083107 5124 119210 SH SOLE 119210
COUSINS PPTYS INC COM 222795106 368 43336 SH SOLE 43336
CRACKER BARREL OLD CTRY STOR COM 22410J106 262 9379 SH SOLE 9379
CRAY INC COM NEW 225223304 81 10300 SH SOLE 10300
CREDICORP LTD COM G2519Y108 488 8389 SH SOLE 8389
CREE INC COM 225447101 317 10791 SH SOLE 10791
CROWN HOLDINGS INC COM 228368106 939 38897 SH SOLE 38897
CSG SYS INTL INC COM 126349109 475 35845 SH SOLE 35845
CTS CORP COM 126501105 81 12300 SH SOLE 12300
CULLEN FROST BANKERS INC COM 229899109 1134 24580 SH SOLE 24580
CVB FINL CORP COM 126600105 72 12050 SH SOLE 12050
CVS CAREMARK CORPORATION COM 126650100 1244 39022 SH SOLE 39022
D & E COMMUNICATIONS INC COM 232860106 1953 190890 SH SOLE 190890
DARLING INTL INC COM 237266101 143 21694 SH SOLE 21694
DATA DOMAIN INC COM 23767P109 639 19139 SH SOLE 19139
DCT INDUSTRIAL TRUST INC COM 233153105 133 32658 SH SOLE 32658
DEERE & CO COM 244199105 5367 134336 SH SOLE 134336
DEL MONTE FOODS CO COM 24522P103 97 10362 SH SOLE 10362
DELPHI FINL GROUP INC CL A 247131105 199 10264 SH SOLE 10264
DELUXE CORP COM 248019101 211 16456 SH SOLE 16456
DEVON ENERGY CORP NEW COM 25179M103 15359 281814 SH SOLE 281814
DEVRY INC DEL COM 251893103 1295 25876 SH SOLE 25876
DG FASTCHANNEL INC COM 23326R109 271 14816 SH SOLE 14816
DIAMOND FOODS INC COM 252603105 428 15326 SH SOLE 15326
DIAMONDS TR UNIT SER 1 252787106 538 6367 SH SOLE 6367
DIGITAL RIV INC COM 25388B104 857 23591 SH SOLE 23591
DIGITAL RLTY TR INC COM 253868103 3494 97460 SH SOLE 97460
DIME CMNTY BANCSHARES COM 253922108 1045 114810 SH SOLE 114810
DIREXION SHS ETF TR DLY LRG CAP BEAR 25459W854 299 8500 SH PUT SOLE 8500
DIREXION SHS ETF TR DLY EMRGMKT BR3X 25459W409 308 21900 SH PUT SOLE 21900
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W839 603 26500 SH SOLE 26500
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 928 31700 SH SOLE 31700
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 1117 32900 SH PUT SOLE 32900
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W839 908 39900 SH PUT SOLE 39900
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 2319 83600 SH PUT SOLE 83600
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 2895 98900 SH PUT SOLE 98900
DIREXION SHS ETF TR DLY FINL BEAR 3X 25459W607 1281 275000 SH PUT SOLE 275000
DIREXION SHS ETF TR DLY FINL BULL 3X 25459W508 6424 695200 SH PUT SOLE 695200
DIREXION SHS ETF TR DLY FINL BULL 3X 25459W508 7996 865400 SH CALL SOLE 865400
DIREXION SHS ETF TR DLY FINL BEAR 3X 25459W607 10190 2186600 SH SOLE 2186600
DISCOVER FINL SVCS COM 254709108 774 75460 SH SOLE 75460
DISNEY WALT CO COM DISNEY 254687106 8651 370825 SH SOLE 370825
DIVX INC COM 255413106 67 12120 SH SOLE 12120
DOLLAR TREE INC COM 256746108 1315 31218 SH SOLE 31218
DOMINION RES INC VA NEW COM 25746U109 2495 74662 SH SOLE 74662
DOMINOS PIZZA INC COM 25754A201 107 14281 SH SOLE 14281
DONNELLEY R R & SONS CO COM 257867101 2386 205296 SH SOLE 205296
DPL INC COM 233293109 814 35133 SH SOLE 35133
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1163 54878 SH SOLE 54878
DREW INDS INC COM NEW 26168L205 235 19337 SH SOLE 19337
DST SYS INC DEL COM 233326107 1139 30820 SH SOLE 30820
DTE ENERGY CO COM 233331107 2305 72036 SH SOLE 72036
DTS INC COM 23335C101 578 21357 SH SOLE 21357
DU PONT E I DE NEMOURS & CO COM 263534109 4454 173864 SH SOLE 173864
DUKE REALTY CORP COM NEW 264411505 3223 367488 SH SOLE 367488
DWS RREEF REAL ESTATE FD INC COM 233384106 36 19100 SH SOLE 19100
DYCOM INDS INC COM 267475101 521 47034 SH SOLE 47034
E TRADE FINANCIAL CORP COM 269246104 83 64428 SH SOLE 64428
EAGLE BULK SHIPPING INC COM Y2187A101 79 16706 SH SOLE 16706
EARTHLINK INC COM 270321102 453 61189 SH SOLE 61189
EASTMAN CHEM CO COM 277432100 438 11568 SH SOLE 11568
EATON VANCE CORP COM NON VTG 278265103 248 9267 SH SOLE 9267
EATON VANCE ENH EQTY INC FD COM 278277108 404 32900 SH SOLE 32900
EATON VANCE ENHANCED EQ INC COM 278274105 242 19700 SH SOLE 19700
EATON VANCE TAX MNGED BUY WR COM 27828X100 274 19500 SH SOLE 19500
EATON VANCE TX MGD DIV EQ IN COM 27828N102 397 33800 SH SOLE 33800
EATON VANCE TX MNG BY WRT OP COM 27828Y108 260 20500 SH SOLE 20500
ECTEL LTD ORD M29925100 9 18839 SH SOLE 18839
EL PASO CORP COM 28336L109 912 98855 SH SOLE 98855
ELECTRONIC ARTS INC COM 285512109 2824 129717 SH SOLE 129717
EMBARQ CORP COM 29078E105 5228 124290 SH SOLE 124290
EMCOR GROUP INC COM 29084Q100 609 30269 SH SOLE 30269
EMERSON ELEC CO COM 291011104 4576 141231 SH SOLE 141231
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 151 22270 SH SOLE 22270
EMULEX CORP COM NEW 292475209 2945 301161 SH SOLE 301161
ENCORE ACQUISITION CO COM 29255W100 1698 55030 SH SOLE 55030
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 491 27394 SH SOLE 27394
ENERGEN CORP COM 29265N108 916 22953 SH SOLE 22953
ENERGY CONVERSION DEVICES IN COM 292659109 195 13815 SH SOLE 13815
ENERGY XXI (BERMUDA) LTD COM SHS G10082108 8 15255 SH SOLE 15255
ENTEGRIS INC COM 29362U104 44 16322 SH SOLE 16322
ENZON PHARMACEUTICALS INC COM 293904108 96 12183 SH SOLE 12183
EOG RES INC COM 26875P101 5309 78159 SH SOLE 78159
EPICOR SOFTWARE CORP COM 29426L108 185 34973 SH SOLE 34973
EQT CORP COM 26884L109 4780 136919 SH SOLE 136919
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2453 65965 SH SOLE 65965
EQUITY RESIDENTIAL SH BEN INT 29476L107 2764 124322 SH SOLE 124322
ERESEARCHTECHNOLOGY INC COM 29481V108 93 14990 SH SOLE 14990
ERICSSON L M TEL CO ADR B SEK 10 294821608 234 23888 SH SOLE 23888
ESSEX PPTY TR INC COM 297178105 1577 25343 SH SOLE 25343
ETRIALS WORLDWIDE INC COM 29786P103 540 240552 SH SOLE 240552
EUROPEAN EQUITY FUND COM 298768102 58 10700 SH SOLE 10700
EV3 INC COM 26928A200 434 40382 SH SOLE 40382
EXCO RESOURCES INC COM 269279402 276 21342 SH SOLE 21342
EXELIXIS INC COM 30161Q104 123 25354 SH SOLE 25354
EXELON CORP COM 30161N101 18285 357061 SH SOLE 357061
EXIDE TECHNOLOGIES COM NEW 302051206 64 16932 SH SOLE 16932
EXPEDIA INC DEL COM 30212P105 962 63621 SH SOLE 63621
EXPRESS SCRIPTS INC COM 302182100 735 10696 SH SOLE 10696
EXTRA SPACE STORAGE INC COM 30225T102 431 51650 SH SOLE 51650
EZCORP INC CL A NON VTG 302301106 177 16395 SH SOLE 16395
F M C CORP COM NEW 302491303 593 12546 SH SOLE 12546
FAIR ISAAC CORP COM 303250104 862 55725 SH SOLE 55725
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 752 107568 SH SOLE 107568
FAMILY DLR STORES INC COM 307000109 8413 297284 SH SOLE 297284
FASTENAL CO COM 311900104 3253 98070 SH SOLE 98070
FEDERATED INVS INC PA CL B 314211103 1330 55201 SH SOLE 55201
FEDFIRST FINL CORP COM 31429X105 36 10600 SH SOLE 10600
FIRST ADVANTAGE CORP CL A 31845F100 214 14100 SH SOLE 14100
FIRST CAPITAL BANCORP VA COM 319438107 218 27277 SH SOLE 27277
FIRST COMWLTH FINL CORP PA COM 319829107 555 87541 SH SOLE 87541
FIRST HORIZON NATL CORP COM 320517105 1643 136929 SH SOLE 136929
FIRST NIAGARA FINL GP INC COM 33582V108 2840 248948 SH SOLE 248948
FIRST POTOMAC RLTY TR COM 33610F109 231 23727 SH SOLE 23727
FIRST SOLAR INC COM 336433107 843 5199 SH SOLE 5199
FIRST TR ENHANCED EQTY INC F COM 337318109 458 51700 SH SOLE 51700
FIRSTMERIT CORP COM 337915102 737 43333 SH SOLE 43333
FLIR SYS INC COM 302445101 2214 98141 SH SOLE 98141
FLOWSERVE CORP COM 34354P105 4019 57566 SH SOLE 57566
FLUOR CORP NEW COM 343412102 4484 87419 SH SOLE 87419
FMC TECHNOLOGIES INC COM 30249U101 438 11660 SH SOLE 11660
FOOT LOCKER INC COM 344849104 727 69405 SH SOLE 69405
FOREST OIL CORP COM PAR $0.01 346091705 888 59547 SH SOLE 59547
FORRESTER RESH INC COM 346563109 245 9987 SH SOLE 9987
FORTUNE BRANDS INC COM 349631101 2298 66138 SH SOLE 66138
FOUNDATION COAL HLDGS INC COM 35039W100 5509 195986 SH SOLE 195986
FOX CHASE BANCORP COM 35137P106 179 18600 SH SOLE 18600
FPL GROUP INC COM 302571104 4197 73807 SH SOLE 73807
FREDS INC CL A 356108100 482 38105 SH SOLE 38105
FTI CONSULTING INC COM 302941109 467 9216 SH SOLE 9216
G & K SVCS INC CL A 361268105 267 12587 SH SOLE 12587
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 208 46225 SH SOLE 46225
GAMESTOP CORP NEW CL A 36467W109 4374 198726 SH SOLE 198726
GAMMON GOLD INC COM 36467T106 86 12928 SH SOLE 12928
GANNETT INC COM 364730101 1232 344978 SH SOLE 344978
GAP INC DEL COM 364760108 3091 188497 SH SOLE 188497
GEN-PROBE INC NEW COM 36866T103 2296 53388 SH SOLE 53388
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