Stevens Capital Management

Stevens Capital Management as of Sept. 30, 2009

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the September 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   1182    226047      SH           SOLE             226047
3M CO                               COM                88579Y101   5806     78671      SH           SOLE             78671
A D C TELECOMMUNICATIONS            COM NEW            000886309   1080    129536      SH           SOLE             129536
AARONS INC                          COM                002535201   763      28905      SH           SOLE             28905
ABB LTD                             SPONSORED ADR      000375204   550      27453      SH           SOLE             27453
ACADIA RLTY TR                      COM SH BEN INT     004239109   195      12923      SH           SOLE             12923
ACCENTURE PLC IRELAND               SHS CLASS A        G1151C101   1221     32774      SH           SOLE             32774
ACTUATE CORP                        COM                00508B102    77      13300      SH           SOLE             13300
ACXIOM CORP                         COM                005125109   214      22654      SH           SOLE             22654
ADAPTEC INC                         COM                00651F108   246      73700      SH           SOLE             73700
ADVANCE AUTO PARTS INC              COM                00751Y106   1457     37080      SH           SOLE             37080
AECOM TECHNOLOGY CORP DELAWA        COM                00766T100   649      23924      SH           SOLE             23924
AEROPOSTALE                         COM                007865108   6461    148633      SH           SOLE             148633
AETNA INC NEW                       COM                00817Y108   7325    263217      SH           SOLE             263217
AFFILIATED COMPUTER SERVICES        CL A               008190100   7006    129330      SH           SOLE             129330
AFFILIATED MANAGERS GROUP           COM                008252108   1163     17897      SH           SOLE             17897
AFLAC INC                           COM                001055102   1397     32679      SH           SOLE             32679
AGCO CORP                           COM                001084102   1562     56546      SH           SOLE             56546
AIR METHODS CORP                    COM PAR $.06       009128307   427      13113      SH           SOLE             13113
AIR PRODS & CHEMS INC               COM                009158106   3213     41417      SH           SOLE             41417
AIRTRAN HLDGS INC                   COM                00949P108   1480    236834      SH           SOLE             236834
AK STL HLDG CORP                    COM                001547108   1705     86440      SH           SOLE             86440
AKAMAI TECHNOLOGIES INC             COM                00971T101   2087    106028      SH           SOLE             106028
ALIGN TECHNOLOGY INC                COM                016255101   360      25342      SH           SOLE             25342
ALLEGHENY ENERGY INC                COM                017361106   1106     41689      SH           SOLE             41689
ALLERGAN INC                        COM                018490102   5332     93941      SH           SOLE             93941
ALLIANCE ONE INTL INC               COM                018772103   439      98081      SH           SOLE             98081
ALLIANT ENERGY CORP                 COM                018802108   642      23064      SH           SOLE             23064
ALLIANT TECHSYSTEMS INC             COM                018804104   1215     15607      SH           SOLE             15607
ALLIED HEALTHCARE INTL INC          COM                01923A109    64      22900      SH           SOLE             22900
ALLSTATE CORP                       COM                020002101   1677     54768      SH           SOLE             54768
AMB PROPERTY CORP                   COM                00163T109   368      16050      SH           SOLE             16050
AMBAC FINL GROUP INC                COM                023139108    20      11678      SH           SOLE             11678
AMBASSADORS GROUP INC               COM                023177108   419      26789      SH           SOLE             26789
AMEDISYS INC                        COM                023436108   1849     42368      SH           SOLE             42368
AMEREN CORP                         COM                023608102   3005    118887      SH           SOLE             118887
AMERICAN CAMPUS CMNTYS INC          COM                024835100   3085    114902      SH           SOLE             114902
AMERICAN DAIRY INC                  COM                025334103   220      7777       SH           SOLE              7777
AMERICAN ELEC PWR INC               COM                025537101   5229    168744      SH           SOLE             168744
AMERICAN FINL GROUP INC OHIO        COM                025932104   224      8783       SH           SOLE              8783
AMERICAN GREETINGS CORP             CL A               026375105   1410     63230      SH           SOLE             63230
AMERICAN ORIENTAL BIOENGR IN        COM                028731107   312      64203      SH           SOLE             64203
AMERICAN WTR WKS CO INC NEW         COM                030420103   911      45700      SH           SOLE             45700
AMERIGON INC                        COM                03070L300    77      10530      SH           SOLE             10530
AMERIPRISE FINL INC                 COM                03076C106   2147     59095      SH           SOLE             59095
AMERON INTL INC                     COM                030710107   244      3486       SH           SOLE              3486
AMETEK INC NEW                      COM                031100100   789      22611      SH           SOLE             22611
AMKOR TECHNOLOGY INC                COM                031652100    74      10747      SH           SOLE             10747
AMN HEALTHCARE SERVICES INC         COM                001744101   185      19504      SH           SOLE             19504
AMPHENOL CORP NEW                   CL A               032095101   2678     71078      SH           SOLE             71078
ANALOG DEVICES INC                  COM                032654105   8363    303240      SH           SOLE             303240
ANNALY CAP MGMT INC                 COM                035710409   516      28424      SH           SOLE             28424
ANNTAYLOR STORES CORP               COM                036115103   432      27158      SH           SOLE             27158
ANSYS INC                           COM                03662Q105   539      14396      SH           SOLE             14396
AON CORP                            COM                037389103   5609    137851      SH           SOLE             137851
APAC CUSTOMER SERVICES INC          COM                00185E106   105      17817      SH           SOLE             17817
APACHE CORP                         COM                037411105   3731     40627      SH           SOLE             40627
APARTMENT INVT & MGMT CO            CL A               03748R101   560      37958      SH           SOLE             37958
APOGEE ENTERPRISES INC              COM                037598109   363      24168      SH           SOLE             24168
APPLIED MATLS INC                   COM                038222105   7052    527041      SH           SOLE             527041
ARCELORMITTAL SA LUXEMBOURG         NY REGISTRY SH     03938L104   2823     76017      SH           SOLE             76017
ARENA PHARMACEUTICALS INC           COM                040047102   234      52289      SH           SOLE             52289
ARENA RESOURCES INC                 COM                040049108   201      5667       SH           SOLE              5667
ARRAY BIOPHARMA INC                 COM                04269X105    74      31291      SH           SOLE             31291
ARROW ELECTRS INC                   COM                042735100   627      22266      SH           SOLE             22266
ART TECHNOLOGY GROUP INC            COM                04289L107    91      23563      SH           SOLE             23563
ARUBA NETWORKS INC                  COM                043176106   248      28039      SH           SOLE             28039
ASPECT MED SYS INC                  COM                045235108   4149    346587      SH           SOLE             346587
ATC TECHNOLOGY CORP                 COM                00211W104   450      22783      SH           SOLE             22783
ATHENAHEALTH INC                    COM                04685W103   266      6945       SH           SOLE              6945
ATLAS ENERGY RESOURCES LLC          COM                049303100  10059    320325      SH           SOLE             320325
ATMEL CORP                          COM                049513104    79      18986      SH           SOLE             18986
ATMI INC                            COM                00207R101   313      17258      SH           SOLE             17258
AUTODESK INC                        COM                052769106   890      37406      SH           SOLE             37406
AVNET INC                           COM                053807103   740      28479      SH           SOLE             28479
AZZ INC                             COM                002474104   258      6434       SH           SOLE              6434
BAIDU INC                           SPON ADR REP A     056752108   1777     4544       SH           SOLE              4544
BALL CORP                           COM                058498106   1618     32883      SH           SOLE             32883
BANCFIRST CORP                      COM                05945F103   265      7173       SH           SOLE              7173
BANCO LATINOAMERICANO DE COM        SHS E              P16994132   541      38013      SH           SOLE             38013
BANCO SANTANDER SA                  ADR                05964H105   507      31380      SH           SOLE             31380
BANK HAWAII CORP                    COM                062540109   953      22942      SH           SOLE             22942
BANK OF NEW YORK MELLON CORP        COM                064058100   2175     75024      SH           SOLE             75024
BANKFINANCIAL CORP                  COM                06643P104   252      26300      SH           SOLE             26300
BANKRATE INC                        COM                06646V108   354      12411      SH           SOLE             12411
BAXTER INTL INC                     COM                071813109  12681    222436      SH           SOLE             222436
BAYTEX ENERGY TR                    TRUST UNIT         073176109   265      12044      SH           SOLE             12044
BB^T CORP                           COM                054937107   4012    147300      SH           SOLE             147300
BEBE STORES INC                     COM                075571109    93      12569      SH           SOLE             12569
BEMIS INC                           COM                081437105   1024     39507      SH           SOLE             39507
BENEFICIAL MUTUAL BANCORP IN        COM                08173R104   157      17234      SH           SOLE             17234
BERKLEY W R CORP                    COM                084423102   587      23230      SH           SOLE             23230
BEVERLY NATL CORP                   COM                088115100   2201     98700      SH           SOLE             98700
BIG LOTS INC                        COM                089302103   676      27029      SH           SOLE             27029
BIOTECH HOLDRS TR                   DEPOSTRY RCPTS     09067D201   916      9000       SH           SOLE              9000
BJ SVCS CO                          COM                055482103   8923    459233      SH           SOLE             459233
BJS RESTAURANTS INC                 COM                09180C106   241      16052      SH           SOLE             16052
BLACK BOX CORP DEL                  COM                091826107   340      13546      SH           SOLE             13546
BLACKROCK DIVID ACHIEVRS TM         COM                09250N107   291      34700      SH           SOLE             34700
BLACKROCK STRAT DIVD ACHIEVE        COM                09249Y107   442      50300      SH           SOLE             50300
BLOCKBUSTER INC                     CL B               093679207    20      33930      SH           SOLE             33930
BMC SOFTWARE INC                    COM                055921100   901      24020      SH           SOLE             24020
BORGWARNER INC                      COM                099724106   1179     38967      SH           SOLE             38967
BOSTON BEER INC                     CL A               100557107   319      8610       SH           SOLE              8610
BOSTON SCIENTIFIC CORP              COM                101137107  10227    965684      SH           SOLE             965684
BRINKS CO                           COM                109696104   837      31106      SH           SOLE             31106
BRINKS HOME SEC HLDGS INC           COM                109699108   935      30351      SH           SOLE             30351
BRISTOW GROUP INC                   COM                110394103   613      20645      SH           SOLE             20645
BROADRIDGE FINL SOLUTIONS IN        COM                11133T103   1194     59423      SH           SOLE             59423
BROADWIND ENERGY INC                COM                11161T108   158      20043      SH           SOLE             20043
BROOKFIELD PPTYS CORP               COM                112900105   923      81988      SH           SOLE             81988
BROOKLINE BANCORP INC DEL           COM                11373M107   188      19373      SH           SOLE             19373
BROWN & BROWN INC                   COM                115236101   1163     60690      SH           SOLE             60690
BRUSH ENGINEERED MATLS INC          COM                117421107   306      12530      SH           SOLE             12530
BUCKEYE TECHNOLOGIES INC            COM                118255108   312      29097      SH           SOLE             29097
BUFFALO WILD WINGS INC              COM                119848109   266      6395       SH           SOLE              6395
BUNGE LIMITED                       COM                G16962105   641      10239      SH           SOLE             10239
BURLINGTON NORTHN SANTA FE C        COM                12189T104   3321     41604      SH           SOLE             41604
C D I CORP                          COM                125071100   170      12093      SH           SOLE             12093
C H ROBINSON WORLDWIDE INC          COM NEW            12541W209   1936     33557      SH           SOLE             33557
CA INC                              COM                12673P105   2812    127862      SH           SOLE             127862
CABELAS INC                         COM                126804301   241      18063      SH           SOLE             18063
CABLEVISION SYS CORP                CL A NY CABLVS     12686C109   228      9587       SH           SOLE              9587
CABOT MICROELECTRONICS CORP         COM                12709P103   480      13767      SH           SOLE             13767
CABOT OIL & GAS CORP                COM                127097103   2130     59580      SH           SOLE             59580
CACI INTL INC                       CL A               127190304   600      12697      SH           SOLE             12697
CALPINE CORP                        COM NEW            131347304   400      34700      SH           SOLE             34700
CAMECO CORP                         COM                13321L108   5224    187921      SH           SOLE             187921
CAMERON INTERNATIONAL CORP          COM                13342B105   9182    242794      SH           SOLE             242794
CANADIAN PAC RY LTD                 COM                13645T100   1955     41812      SH           SOLE             41812
CANDELA CORP                        COM                136907102   2984    904100      SH           SOLE             904100
CAPITAL ONE FINL CORP               COM                14040H105   1856     51938      SH           SOLE             51938
CAPSTONE TURBINE CORP               COM                14067D102    15      11331      SH           SOLE             11331
CARNIVAL CORP                       PAIRED CTF         143658300   8180    245805      SH           SOLE             245805
CARRIZO OIL & CO INC                COM                144577103   276      11260      SH           SOLE             11260
CARTER INC                          COM                146229109   953      35706      SH           SOLE             35706
CATHAY GENERAL BANCORP              COM                149150104   609      75333      SH           SOLE             75333
CBIZ INC                            COM                124805102   129      17319      SH           SOLE             17319
CBS CORP NEW                        CL B               124857202   553      45894      SH           SOLE             45894
CEC ENTMT INC                       COM                125137109   488      18854      SH           SOLE             18854
CELL THERAPEUTICS INC               COM NO PAR         150934503    17      13485      SH           SOLE             13485
CEMEX SAB DE CV                     SPON ADR NEW       151290889   358      27747      SH           SOLE             27747
CENTENNIAL COMMUNCTNS CORP N        CL A NEW           15133V208   4953    620705      SH           SOLE             620705
CENTERPOINT ENERGY INC              COM                15189T107   3178    255636      SH           SOLE             255636
CENTRAL EUROPEAN MEDIA ENTRP        CL A NEW           G20045202   219      6384       SH           SOLE              6384
CENTRAL JERSEY BANCORP NJ           COM                153770102   816     135928      SH           SOLE             135928
CENTURY ALUM CO                     COM                156431108   372      39782      SH           SOLE             39782
CEPHALON INC                        COM                156708109   1744     29946      SH           SOLE             29946
CERADYNE INC                        COM                156710105   338      18466      SH           SOLE             18466
CF INDS HLDGS INC                   COM                125269100   1605     18611      SH           SOLE             18611
CHARLOTTE RUSSE HLDG INC            COM                161048103   1027     58701      SH           SOLE             58701
CHARMING SHOPPES INC                COM                161133103   190      38580      SH           SOLE             38580
CHECKPOINT SYS INC                  COM                162825103   271      16463      SH           SOLE             16463
CHEESECAKE FACTORY INC              COM                163072101   680      36738      SH           SOLE             36738
CHEMED CORP NEW                     COM                16359R103   357      8144       SH           SOLE              8144
CHEVRON CORP NEW                    COM                166764100   5356     76049      SH           SOLE             76049
CHINA TELECOM CORP LTD              SPON ADR H SHS     169426103   505      10678      SH           SOLE             10678
CHIPOTLE MEXICAN GRILL INC          CL B               169656204   2394     28769      SH           SOLE             28769
CHOICE HOTELS INTL INC              COM                169905106   304      9800       SH           SOLE              9800
CHURCH & DWIGHT INC                 COM                171340102   4214     74271      SH           SOLE             74271
CIBER INC                           COM                17163B102   124      31038      SH           SOLE             31038
CINCINNATI BELL INC NEW             COM                171871106    79      22444      SH           SOLE             22444
CINEMARK HOLDINGS INC               COM                17243V102   290      27972      SH           SOLE             27972
CINTAS CORP                         COM                172908105   2797     92273      SH           SOLE             92273
CIT GROUP INC                       COM                125581108    64      52803      SH           SOLE             52803
CITIGROUP INC                       COM                172967101   4224    889252      SH           SOLE             889252
CKE RESTAURANTS INC                 COM                12561E105   109      10370      SH           SOLE             10370
CLEAN HARBORS INC                   COM                184496107   1108     19694      SH           SOLE             19694
CLEAR CHANNEL OUTDOOR HLDGS         CL A               18451C109    94      13396      SH           SOLE             13396
CLOROX CO DEL                       COM                189054109   2639     44872      SH           SOLE             44872
CMS ENERGY CORP                     COM                125896100   1058     78919      SH           SOLE             78919
CNA FINL CORP                       COM                126117100   764      31644      SH           SOLE             31644
CNH GLOBAL N V                      SHS NEW            N20935206   748      43773      SH           SOLE             43773
CNOOC LTD                           SPONSORED ADR      126132109   633      4671       SH           SOLE              4671
CNX GAS CORP                        COM                12618H309   321      10468      SH           SOLE             10468
COGENT INC                          COM                19239Y108   187      18468      SH           SOLE             18468
COGNIZANT TECHNOLOGY SOLUTIO        CL A               192446102   1608     41582      SH           SOLE             41582
COHEN & STEERS REIT & UTIL I        COM                19247Y108   153      16100      SH           SOLE             16100
COHEN & STEERS SELECT UTIL F        COM                19248A109   306      22100      SH           SOLE             22100
COINSTAR INC                        COM                19259P300   346      10485      SH           SOLE             10485
COLLECTIVE BRANDS INC               COM                19421W100   1459     84189      SH           SOLE             84189
COMCAST CORP NEW                    CL A SPL           20030N200   683      42474      SH           SOLE             42474
COMMERCE BANCSHARES INC             COM                200525103   858      23038      SH           SOLE             23038
COMMERCIAL METALS CO                COM                201723103   371      20730      SH           SOLE             20730
COMMSCOPE INC                       COM                203372107   631      21087      SH           SOLE             21087
COMMUNITY HEALTH SYS INC NEW        COM                203668108   934      29237      SH           SOLE             29237
COMPUTER SCIENCES CORP              COM                205363104   405      7678       SH           SOLE              7678
COMPUWARE CORP                      COM                205638109   1282    174872      SH           SOLE             174872
COMTECH TELECOMMUNICATIONS C        COM NEW            205826209   1459     43933      SH           SOLE             43933
CON-WAY INC                         COM                205944101   3066     79998      SH           SOLE             79998
CONAGRA FOODS INC                   COM                205887102   3065    141366      SH           SOLE             141366
CONCEPTUS INC                       COM                206016107   906      48848      SH           SOLE             48848
CONOCOPHILLIPS                      COM                20825C104   5367    118834      SH           SOLE             118834
CONSTELLATION BRANDS INC            CL A               21036P108   833      54956      SH           SOLE             54956
CONSTELLATION ENERGY GROUP I        COM                210371100   495      15300      SH           SOLE             15300
CONTINENTAL RESOURCES INC           COM                212015101   411      10503      SH           SOLE             10503
CONVERGYS CORP                      COM                212485106   1173    118002      SH           SOLE             118002
COOPER INDUSTRIES PLC               SHS                G24140108   2740     72937      SH           SOLE             72937
CORINTHIAN COLLEGES INC             COM                218868107   1706     91745      SH           SOLE             91745
CORNELL COMPANIES INC               COM                219141108   710      31660      SH           SOLE             31660
CORNING INC                         COM                219350105   7349    480005      SH           SOLE             480005
CORPORATE OFFICE PPTYS TR           SH BEN INT         22002T108   851      23068      SH           SOLE             23068
COSTCO WHSL CORP NEW                COM                22160K105   3318     58853      SH           SOLE             58853
COTT CORP QUE                       COM                22163N106    75      10208      SH           SOLE             10208
COUSINS PPTYS INC                   COM                222795106   762      92011      SH           SOLE             92011
COVANCE INC                         COM                222816100   3644     67300      SH           SOLE             67300
CPFL ENERGIA S A                    SPONSORED ADR      126153105   286      5290       SH           SOLE              5290
CRAY INC                            COM NEW            225223304   111      13285      SH           SOLE             13285
CROCS INC                           COM                227046109   913     137258      SH           SOLE             137258
CSX CORP                            COM                126408103  13986    334109      SH           SOLE             334109
CTC MEDIA INC                       COM                12642X106   171      10896      SH           SOLE             10896
CUMMINS INC                         COM                231021106   1530     34140      SH           SOLE             34140
CVB FINL CORP                       COM                126600105   144      19029      SH           SOLE             19029
CVS CAREMARK CORPORATION            COM                126650100   1697     47486      SH           SOLE             47486
CYTOKINETICS INC                    COM                23282W100    98      18550      SH           SOLE             18550
D & E COMMUNICATIONS INC            COM                232860106   2459    213990      SH           SOLE             213990
D R HORTON INC                      COM                23331A109   1490    130554      SH           SOLE             130554
DARLING INTL INC                    COM                237266101   170      23191      SH           SOLE             23191
DEAN FOODS CO NEW                   COM                242370104   2103    118192      SH           SOLE             118192
DEERE & CO                          COM                244199105   5609    130692      SH           SOLE             130692
DELL INC                            COM                24702R101  16896    1107206     SH           SOLE            1107206
DELTA AIR LINES INC DEL             COM NEW            247361702   174      19423      SH           SOLE             19423
DELUXE CORP                         COM                248019101   678      39627      SH           SOLE             39627
DENBURY RES INC                     COM NEW            247916208   3143    207720      SH           SOLE             207720
DEVON ENERGY CORP NEW               COM                25179M103   3673     54552      SH           SOLE             54552
DEVRY INC DEL                       COM                251893103   770      13911      SH           SOLE             13911
DIANA SHIPPING INC                  COM                Y2066G104   167      12843      SH           SOLE             12843
DIGITAL RLTY TR INC                 COM                253868103   4895    107085      SH           SOLE             107085
DINEEQUITY INC                      COM                254423106   536      21658      SH           SOLE             21658
DIODES INC                          COM                254543101   794      43872      SH           SOLE             43872
DIREXION SHS ETF TR                 DLY LRG CAP BEAR   25459W854   593      27600      SH           SOLE             27600
DIREXION SHS ETF TR                 DLY LRG CAP BULL   25459W862   2042     40000      SH     CALL  SOLE             40000
DIREXION SHS ETF TR                 DLY ENRGY BULL3X   25459W888   1841     47100      SH           SOLE             47100
DIREXION SHS ETF TR                 DLY LRG CAP BEAR   25459W854   1353     63000      SH     PUT   SOLE             63000
DIREXION SHS ETF TR                 DLY SMCAP BEAR3X   25459W839   2199    181100      SH           SOLE             181100
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516  16467    200500      SH     CALL  SOLE             200500
DIREXION SHS ETF TR                 DLY ENRGY BULL3X   25459W888  12180    311600      SH     PUT   SOLE             311600
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516  27941    340200      SH     PUT   SOLE             340200
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490  12813    616325      SH           SOLE             616325
DISNEY WALT CO                      COM DISNEY         254687106   5357    195091      SH           SOLE             195091
DIVX INC                            COM                255413106   101      18420      SH           SOLE             18420
DOLAN MEDIA CO                      COM                25659P402   136      11360      SH           SOLE             11360
DOLLAR TREE INC                     COM                256746108   1824     37475      SH           SOLE             37475
DONALDSON INC                       COM                257651109   546      15775      SH           SOLE             15775
DOUGLAS EMMETT INC                  COM                25960P109   1621    131965      SH           SOLE             131965
DR PEPPER SNAPPLE GROUP INC         COM                26138E109   1746     60743      SH           SOLE             60743
DST SYS INC DEL                     COM                233326107   1465     32693      SH           SOLE             32693
DTS INC                             COM                23335C101   217      7912       SH           SOLE              7912
DU PONT E I DE NEMOURS & CO         COM                263534109  16456    512020      SH           SOLE             512020
DUKE REALTY CORP                    COM NEW            264411505   968      80572      SH           SOLE             80572
DWS DREMAN VAL INCOME EDGE F        COM NEW            23339M204   124      11100      SH           SOLE             11100
DYNCORP INTL INC                    CL A               26817C101   207      11484      SH           SOLE             11484
E M C CORP MASS                     COM                268648102   2964    173943      SH           SOLE             173943
E TRADE FINANCIAL CORP              COM                269246104    53      30417      SH           SOLE             30417
EARTHLINK INC                       COM                270321102   317      37643      SH           SOLE             37643
EAST WEST BANCORP INC               COM                27579R104   454      54753      SH           SOLE             54753
EASTMAN CHEM CO                     COM                277432100   4307     80437      SH           SOLE             80437
EASTMAN KODAK CO                    COM                277461109    75      15620      SH           SOLE             15620
EATON CORP                          COM                278058102   3752     66305      SH           SOLE             66305
EATON VANCE TX MGD DIV EQ IN        COM                27828N102   202      15800      SH           SOLE             15800
EBAY INC                            COM                278642103   8906    377359      SH           SOLE             377359
EDISON INTL                         COM                281020107   236      7035       SH           SOLE              7035
EDUCATION RLTY TR INC               COM                28140H104   645     108807      SH           SOLE             108807
EHEALTH INC                         COM                28238P109   311      21434      SH           SOLE             21434
ELDORADO GOLD CORP NEW              COM                284902103   2144    188102      SH           SOLE             188102
ELECTRONIC ARTS INC                 COM                285512109   1044     54814      SH           SOLE             54814
EMBRAER-EMPRESA BRASILEIRA D        SP ADR COM SHS     29081M102   213      9293       SH           SOLE              9293
ENCORE ACQUISITION CO               COM                29255W100   850      22722      SH           SOLE             22722
ENCORE WIRE CORP                    COM                292562105   238      10671      SH           SOLE             10671
ENERGEN CORP                        COM                29265N108   872      20223      SH           SOLE             20223
ENERGIZER HLDGS INC                 COM                29266R108   1464     22070      SH           SOLE             22070
ENERGY XXI (BERMUDA) LTD            COM SHS            G10082108    16      10251      SH           SOLE             10251
ENERSIS S A                         SPONSORED ADR      29274F104   212      11499      SH           SOLE             11499
ENTEGRIS INC                        COM                29362U104    88      17802      SH           SOLE             17802
ENTERGY CORP NEW                    COM                29364G103   3810     47705      SH           SOLE             47705
EPICOR SOFTWARE CORP                COM                29426L108   210      32985      SH           SOLE             32985
EPIQ SYS INC                        COM                26882D109   257      17708      SH           SOLE             17708
EQUITY LIFESTYLE PPTYS INC          COM                29472R108   1454     33982      SH           SOLE             33982
EQUITY RESIDENTIAL                  SH BEN INT         29476L107   1624     52883      SH           SOLE             52883
ERICSSON L M TEL CO                 ADR B SEK 10       294821608   335      33390      SH           SOLE             33390
EV3 INC                             COM                26928A200   574      46653      SH           SOLE             46653
EXELON CORP                         COM                30161N101  12696    255871      SH           SOLE             255871
EXPEDIA INC DEL                     COM                30212P105   1437     60019      SH           SOLE             60019
EXPEDITORS INTL WASH INC            COM                302130109   225      6392       SH           SOLE              6392
EXXON MOBIL CORP                    COM                30231G102   1908     27805      SH           SOLE             27805
FACET BIOTECH CORP                  SHS                30303Q103   1176     67992      SH           SOLE             67992
FACTSET RESH SYS INC                COM                303075105   1070     16148      SH           SOLE             16148
FAIRCHILD SEMICONDUCTOR INTL        COM                303726103   312      30538      SH           SOLE             30538
FAMILY DLR STORES INC               COM                307000109   8960    339407      SH           SOLE             339407
FASTENAL CO                         COM                311900104   433      11198      SH           SOLE             11198
FCSTONE GROUP INC                   COM                31308T100   1258    261052      SH           SOLE             261052
FEDERAL MOGUL CORP                  COM                313549404   149      12386      SH           SOLE             12386
FEDERAL SIGNAL CORP                 COM                313855108   203      28281      SH           SOLE             28281
FEDERATED INVS INC PA               CL B               314211103   1455     55190      SH           SOLE             55190
FEDFIRST FINL CORP                  COM                31429X105    45      10600      SH           SOLE             10600
FEI CO                              COM                30241L109   453      18357      SH           SOLE             18357
FINISH LINE INC                     CL A               317923100   639      62898      SH           SOLE             62898
FIRST ADVANTAGE CORP                CL A               31845F100   4144    223400      SH           SOLE             223400
FIRST CAPITAL BANCORP VA            COM                319438107   439      58201      SH           SOLE             58201
FIRST HORIZON NATL CORP             COM                320517105   2360    178386      SH           SOLE             178386
FIRST TR ENHANCED EQTY INC F        COM                337318109   244      23800      SH           SOLE             23800
FIRSTENERGY CORP                    COM                337932107   5016    109703      SH           SOLE             109703
FIRSTMERIT CORP                     COM                337915102   1691     88877      SH           SOLE             88877
FISERV INC                          COM                337738108   2180     45223      SH           SOLE             45223
FLOWSERVE CORP                      COM                34354P105   392      3983       SH           SOLE              3983
FLUOR CORP NEW                      COM                343412102   8916    175335      SH           SOLE             175335
FORD MTR CO DEL                     COM PAR $0.01      345370860   2323    322211      SH           SOLE             322211
FORTUNE BRANDS INC                  COM                349631101   7241    168483      SH           SOLE             168483
FOX CHASE BANCORP                   COM                35137P106   195      19465      SH           SOLE             19465
FPL GROUP INC                       COM                302571104   1605     29059      SH           SOLE             29059
FRANKLIN RES INC                    COM                354613101   1331     13229      SH           SOLE             13229
FREDS INC                           CL A               356108100   321      25184      SH           SOLE             25184
FREEPORT-MCMORAN COPPER & GO        COM                35671D857   2300     33524      SH           SOLE             33524
FTI CONSULTING INC                  COM                302941109   1548     36319      SH           SOLE             36319
FULLER H B CO                       COM                359694106   575      27535      SH           SOLE             27535
FURNITURE BRANDS INTL INC           COM                360921100    60      10852      SH           SOLE             10852
GABELLI GLOBAL MULTIMEDIA TR        COM                36239Q109   179      28622      SH           SOLE             28622
GANNETT INC                         COM                364730101   1094     87467      SH           SOLE             87467
GAP INC DEL                         COM                364760108   4298    200823      SH           SOLE             200823
GEN-PROBE INC NEW                   COM                36866T103   763      18401      SH           SOLE             18401
GENERAL AMERN INVS INC              COM                368802104   333      14000      SH           SOLE             14000
GENERAL CABLE CORP DEL NEW          COM                369300108   324      8269       SH           SOLE              8269
GENERAL DYNAMICS CORP               COM                369550108   3358     51974      SH           SOLE             51974
GENERAL MLS INC                     COM                370334104  10847    168489      SH           SOLE             168489
GENESCO INC                         COM                371532102   825      34259      SH           SOLE             34259
GENESIS LEASE LTD                   ADR                37183T107   3697    413019      SH           SOLE             413019
GENWORTH FINL INC                   COM CL A           37247D106   589      49317      SH           SOLE             49317
GLATFELTER                          COM                377316104   156      13571      SH           SOLE             13571
GLAXOSMITHKLINE PLC                 SPONSORED ADR      37733W105   708      17910      SH           SOLE             17910
GLOBAL CASH ACCESS HLDGS INC        COM                378967103   133      18163      SH           SOLE             18163
GLOBAL PMTS INC                     COM                37940X102   810      17338      SH           SOLE             17338
GLOBAL SOURCES LTD                  ORD                G39300101    78      11282      SH           SOLE             11282
GOLDCORP INC NEW                    COM                380956409   4617    114359      SH           SOLE             114359
GOLDMAN SACHS GROUP INC             COM                38141G104   3430     18605      SH           SOLE             18605
GOODRICH CORP                       COM                382388106   5300     97525      SH           SOLE             97525
GOOGLE INC                          CL A               38259P508   4481     9036       SH           SOLE              9036
GOVERNMENT PPTYS INCOME TR          COM SHS BEN INT    38376A103   365      15200      SH           SOLE             15200
GRACE W R & CO DEL NEW              COM                38388F108   300      13819      SH           SOLE             13819
GRAINGER W W INC                    COM                384802104   4063     45464      SH           SOLE             45464
GREAT PLAINS ENERGY INC             COM                391164100   544      30311      SH           SOLE             30311
GREENLIGHT CAPITAL RE LTD           CLASS A            G4095J109   311      16522      SH           SOLE             16522
GRIFFON CORP                        COM                398433102   264      26249      SH           SOLE             26249
GROUP 1 AUTOMOTIVE INC              COM                398905109   1161     43229      SH           SOLE             43229
GUARANTY BANCORP DEL                COM                40075T102    48      32435      SH           SOLE             32435
GUESS INC                           COM                401617105   1161     31344      SH           SOLE             31344
GULFPORT ENERGY CORP                COM NEW            402635304    88      10085      SH           SOLE             10085
GYMBOREE CORP                       COM                403777105   1300     26872      SH           SOLE             26872
H & Q HEALTHCARE FD                 SH BEN INT         404052102   1393    123096      SH           SOLE             123096
HACKETT GROUP INC                   COM                404609109    37      12800      SH           SOLE             12800
HAEMONETICS CORP                    COM                405024100   243      4326       SH           SOLE              4326
HALLIBURTON CO                      COM                406216101   2130     78558      SH           SOLE             78558
HANCOCK HLDG CO                     COM                410120109   1231     32759      SH           SOLE             32759
HANGER ORTHOPEDIC GROUP INC         COM NEW            41043F208   312      22514      SH           SOLE             22514
HARLEYSVILLE NATL CORP PA           COM                412850109   4153    779150      SH           SOLE             779150
HARTFORD FINL SVCS GROUP INC        COM                416515104   455      17179      SH           SOLE             17179
HASBRO INC                          COM                418056107   2974    107179      SH           SOLE             107179
HCC INS HLDGS INC                   COM                404132102   830      30332      SH           SOLE             30332
HCP INC                             COM                40414L109   3426    119193      SH           SOLE             119193
HEALTH CARE REIT INC                COM                42217K106   1617     38854      SH           SOLE             38854
HEARTLAND EXPRESS INC               COM                422347104   258      17923      SH           SOLE             17923
HEINZ H J CO                        COM                423074103   788      19834      SH           SOLE             19834
HELEN OF TROY CORP LTD              COM                G4388N106   413      21277      SH           SOLE             21277
HENRY JACK & ASSOC INC              COM                426281101   880      37477      SH           SOLE             37477
HERCULES OFFSHORE INC               COM                427093109    82      16794      SH           SOLE             16794
HERSHEY CO                          COM                427866108   378      9722       SH           SOLE              9722
HEWLETT PACKARD CO                  COM                428236103  17738    375719      SH           SOLE             375719
HI SHEAR TECHNOLOGY CORP            COM                42839Y104   1131     59316      SH           SOLE             59316
HIBBETT SPORTS INC                  COM                428567101   755      41442      SH           SOLE             41442
HIGHWOODS PPTYS INC                 COM                431284108   2651     84296      SH           SOLE             84296
HIMAX TECHNOLOGIES INC              SPONSORED ADR      43289P106    58      17214      SH           SOLE             17214
HOLOGIC INC                         COM                436440101   1152     70478      SH           SOLE             70478
HOME DEPOT INC                      COM                437076102   3499    131343      SH           SOLE             131343
HONEYWELL INTL INC                  COM                438516106  19828    533723      SH           SOLE             533723
HORMEL FOODS CORP                   COM                440452100   2795     78677      SH           SOLE             78677
HOVNANIAN ENTERPRISES INC           CL A               442487203    62      16077      SH           SOLE             16077
HSBC HLDGS PLC                      SPON ADR NEW       404280406   860      14993      SH           SOLE             14993
HUANENG PWR INTL INC                SPON ADR H SHS     443304100   212      7973       SH           SOLE              7973
HUDSON CITY BANCORP                 COM                443683107   2942    223698      SH           SOLE             223698
I2 TECHNOLOGIES INC                 COM NEW            465754208   178      11098      SH           SOLE             11098
IAMGOLD CORP                        COM                450913108   426      30124      SH           SOLE             30124
IBASIS INC                          COM NEW            450732201   446     210289      SH           SOLE             210289
ICU MED INC                         COM                44930G107   312      8459       SH           SOLE              8459
IDEX CORP                           COM                45167R104   501      17907      SH           SOLE             17907
IESI BFC LTD                        COM                44951D108   464      35900      SH           SOLE             35900
IMMUCOR INC                         COM                452526106   1557     87939      SH           SOLE             87939
IMS HEALTH INC                      COM                449934108   222      14448      SH           SOLE             14448
INFORMATION SERVICES GROUP I        COM                45675Y104   108      26999      SH           SOLE             26999
INGERSOLL-RAND PLC                  SHS                G47791101   5943    193782      SH           SOLE             193782
INGRAM MICRO INC                    CL A               457153104   1327     78797      SH           SOLE             78797
INSMED INC                          COM NEW            457669208    10      12300      SH           SOLE             12300
INSPIRE PHARMACEUTICALS INC         COM                457733103   169      32389      SH           SOLE             32389
INTEGRA LIFESCIENCES HLDGS C        COM NEW            457985208   295      8631       SH           SOLE              8631
INTEGRAL SYS INC MD                 COM                45810H107   119      17267      SH           SOLE             17267
INTEGRATED DEVICE TECHNOLOGY        COM                458118106   1475    218249      SH           SOLE             218249
INTEL CORP                          COM                458140100   8501    434396      SH           SOLE             434396
INTELLON CORP                       COM                45816W504   4126    581950      SH           SOLE             581950
INTERNATIONAL BUSINESS MACHS        COM                459200101  10580     88450      SH           SOLE             88450
INTERNATIONAL GAME TECHNOLOG        COM                459902102   1247     58060      SH           SOLE             58060
INTERSIL CORP                       CL A               46069S109   1137     74269      SH           SOLE             74269
INTERVAL LEISURE GROUP INC          COM                46113M108   294      23578      SH           SOLE             23578
INTL PAPER CO                       COM                460146103   1479     66531      SH           SOLE             66531
IRON MTN INC                        COM                462846106   462      17317      SH           SOLE             17317
ISHARES INC                         MSCI BRAZIL        464286400   5306     78403      SH           SOLE             78403
ISHARES SILVER TRUST                ISHARES            46428Q109   5738    350329      SH           SOLE             350329
ISHARES TR                          S^P NTL AMTFREE    464288414   201      1900       SH           SOLE              1900
ISHARES TR                          HIGH YLD CORP      464288513   1183     13700      SH           SOLE             13700
ISHARES TR                          MSCI ACWI INDX     464288257   633      15530      SH           SOLE             15530
ISHARES TR INDEX                    BARCLYS TIPS BD    464287176   1039     10100      SH           SOLE             10100
ISHARES TR INDEX                    DJ US FINL SEC     464287788   726      13789      SH           SOLE             13789
ISHARES TR INDEX                    BARCLYS 20+ YR     464287432   1562     15830      SH           SOLE             15830
ISHARES TR INDEX                    FTSE XNHUA IDX     464287184   1834     44800      SH           SOLE             44800
ISHARES TR INDEX                    DJ US REAL EST     464287739   5102    119600      SH     CALL  SOLE             119600
ISHARES TR INDEX                    MSCI EMERG MKT     464287234   5004    128596      SH           SOLE             128596
ISHARES TR INDEX                    DJ US REAL EST     464287739   5832    136716      SH           SOLE             136716
ISHARES TR INDEX                    DJ US REAL EST     464287739  17038    399400      SH     PUT   SOLE             399400
ISIS PHARMACEUTICALS INC            COM                464330109   308      21139      SH           SOLE             21139
ITAU UNIBANCO HLDG SA               SPON ADR REP PFD   465562106   339      16844      SH           SOLE             16844
JABIL CIRCUIT INC                   COM                466313103   2256    167977      SH           SOLE             167977
JACK IN THE BOX INC                 COM                466367109   1020     49780      SH           SOLE             49780
JACOBS ENGR GROUP INC DEL           COM                469814107   789      17174      SH           SOLE             17174
JANUS CAP GROUP INC                 COM                47102X105   1002     70643      SH           SOLE             70643
JDS UNIPHASE CORP                   COM PAR $0.001     46612J507   1067    150085      SH           SOLE             150085
JETBLUE AIRWAYS CORP                COM                477143101   1167    195227      SH           SOLE             195227
JO-ANN STORES INC                   COM                47758P307   392      14608      SH           SOLE             14608
JOS A BANK CLOTHIERS INC            COM                480838101   1356     30299      SH           SOLE             30299
JPMORGAN CHASE & CO                 COM                46625H100   3912     89272      SH           SOLE             89272
KEYCORP NEW                         COM                493267108   138      21304      SH           SOLE             21304
KFORCE INC                          COM                493732101   207      17225      SH           SOLE             17225
KINETIC CONCEPTS INC                COM NEW            49460W208   966      26128      SH           SOLE             26128
KINROSS GOLD CORP                   COM NO PAR         496902404   1511     69643      SH           SOLE             69643
KIRBY CORP                          COM                497266106   493      13400      SH           SOLE             13400
KNIGHT TRANSN INC                   COM                499064103   395      23527      SH           SOLE             23527
KNOLOGY INC                         COM                499183804   147      15081      SH           SOLE             15081
KOREA FD                            COM NEW            500634209   417      12100      SH           SOLE             12100
KORN FERRY INTL                     COM NEW            500643200   247      16902      SH           SOLE             16902
KULICKE & SOFFA INDS INC            COM                501242101   244      40473      SH           SOLE             40473
L-1 IDENTITY SOLUTIONS INC          COM                50212A106   171      24533      SH           SOLE             24533
LA Z BOY INC                        COM                505336107   377      43566      SH           SOLE             43566
LABORATORY CORP AMER HLDGS          COM NEW            50540R409   4703     71576      SH           SOLE             71576
LACLEDE GROUP INC                   COM                505597104   251      7818       SH           SOLE              7818
LANCASTER COLONY CORP               COM                513847103   884      17235      SH           SOLE             17235
LANDAUER INC                        COM                51476K103   237      4313       SH           SOLE              4313
LAS VEGAS SANDS CORP                COM                517834107   1123     66710      SH           SOLE             66710
LAWSON SOFTWARE INC NEW             COM                52078P102   444      71146      SH           SOLE             71146
LEGGETT & PLATT INC                 COM                524660107   457      23572      SH           SOLE             23572
LENNAR CORP                         CL B               526057302   444      39321      SH           SOLE             39321
LEXINGTON REALTY TRUST              COM                529043101   122      23966      SH           SOLE             23966
LG DISPLAY CO LTD                   SPONS ADR REP      50186V102   163      11371      SH           SOLE             11371
LIBERTY ALL STAR EQUITY FD          SH BEN INT         530158104   364      86100      SH           SOLE             86100
LIBERTY GLOBAL INC                  COM SER A          530555101   745      32994      SH           SOLE             32994
LIBERTY MEDIA CORP NEW              ENT COM SER A      53071M500   580      18657      SH           SOLE             18657
LIBERTY PPTY TR                     SH BEN INT         531172104   1624     49931      SH           SOLE             49931
LIFE TECHNOLOGIES CORP              COM                53217V109   1277     27434      SH           SOLE             27434
LIFE TIME FITNESS INC               COM                53217R207   327      11642      SH           SOLE             11642
LILLY ELI & CO                      COM                532457108  23655    716156      SH           SOLE             716156
LINCARE HLDGS INC                   COM                532791100   2103     67306      SH           SOLE             67306
LINCOLN EDL SVCS CORP               COM                533535100   224      9777       SH           SOLE              9777
LINCOLN NATL CORP IND               COM                534187109   779      30055      SH           SOLE             30055
LINDSAY CORP                        COM                535555106   916      23262      SH           SOLE             23262
LIONBRIDGE TECHNOLOGIES INC         COM                536252109    32      12500      SH           SOLE             12500
LITTELFUSE INC                      COM                537008104   387      14743      SH           SOLE             14743
LIVE NATION INC                     COM                538034109   3894    475516      SH           SOLE             475516
LOCKHEED MARTIN CORP                COM                539830109   1310     16774      SH           SOLE             16774
LOEWS CORP                          COM                540424108   2809     82010      SH           SOLE             82010
LOWES COS INC                       COM                548661107  21460    1024821     SH           SOLE            1024821
LSB INDS INC                        COM                502160104   163      10454      SH           SOLE             10454
LSI CORPORATION                     COM                502161102   1240    225852      SH           SOLE             225852
LTC PPTYS INC                       COM                502175102   403      16772      SH           SOLE             16772
LUBRIZOL CORP                       COM                549271104   324      4534       SH           SOLE              4534
M D C HLDGS INC                     COM                552676108   1099     31635      SH           SOLE             31635
MACERICH CO                         COM                554382101   1626     53601      SH           SOLE             53601
MADDEN STEVEN LTD                   COM                556269108   320      8700       SH           SOLE              8700
MADISON CLAYMORE CALL &EQTY;         COM                556582104   106      12800      SH           SOLE             12800
MAHANAGAR TEL NIGAM LTD             SPONS ADR 2001     559778402    41      10887      SH           SOLE             10887
MAIDENFORM BRANDS INC               COM                560305104   320      19915      SH           SOLE             19915
MANTECH INTL CORP                   CL A               564563104   2078     44118      SH           SOLE             44118
MARATHON OIL CORP                   COM                565849106   3572    111974      SH           SOLE             111974
MARKEL CORP                         COM                570535104   646      1959       SH           SOLE              1959
MARKET VECTORS ETF TR               GOLD MINER ETF     57060U100   3329     73500      SH           SOLE             73500
MARTEK BIOSCIENCES CORP             COM                572901106   290      12857      SH           SOLE             12857
MARVEL ENTERTAINMENT INC            COM                57383T103   6756    136155      SH           SOLE             136155
MASCO CORP                          COM                574599106   680      52636      SH           SOLE             52636
MASIMO CORP                         COM                574795100   708      27004      SH           SOLE             27004
MASSEY ENERGY CORP                  COM                576206106   2021     72460      SH           SOLE             72460
MASTERCARD INC                      CL A               57636Q104  17987     88977      SH           SOLE             88977
MATRIX SVC CO                       COM                576853105   200      18375      SH           SOLE             18375
MATTHEWS INTL CORP                  CL A               577128101   213      6028       SH           SOLE              6028
MAXIM INTEGRATED PRODS INC          COM                57772K101   6457    355951      SH           SOLE             355951
MBIA INC                            COM                55262C100   862     111090      SH           SOLE             111090
MCDERMOTT INTL INC                  COM                580037109   1905     75374      SH           SOLE             75374
MCGRAW HILL COS INC                 COM                580645109   9142    363628      SH           SOLE             363628
MCMORAN EXPLORATION CO              COM                582411104   102      13446      SH           SOLE             13446
MDU RES GROUP INC                   COM                552690109   275      13202      SH           SOLE             13202
MEADWESTVACO CORP                   COM                583334107   390      17476      SH           SOLE             17476
MEDCO HEALTH SOLUTIONS INC          COM                58405U102   3903     70572      SH           SOLE             70572
MEDTRONIC INC                       COM                585055106  19608    532836      SH           SOLE             532836
MELCO CROWN ENTMT LTD               ADR                585464100   346      49651      SH           SOLE             49651
MEMC ELECTR MATLS INC               COM                552715104   1225     73664      SH           SOLE             73664
MERCK & CO INC                      COM                589331107   5276    166798      SH           SOLE             166798
METAVANTE TECHNOLOGIES INC          COM                591407101   7892    228884      SH           SOLE             228884
METHODE ELECTRS INC                 COM                591520200   195      22454      SH           SOLE             22454
METROPCS COMMUNICATIONS INC         COM                591708102   300      32070      SH           SOLE             32070
MEXICO FD INC                       COM                592835102   207      9610       SH           SOLE              9610
MGIC INVT CORP WIS                  COM                552848103    78      10508      SH           SOLE             10508
MICROCHIP TECHNOLOGY INC            COM                595017104   9379    353938      SH           SOLE             353938
MICRON TECHNOLOGY INC               COM                595112103   929     113334      SH           SOLE             113334
MICROS SYS INC                      COM                594901100   1053     34892      SH           SOLE             34892
MID-AMER APT CMNTYS INC             COM                59522J103   1892     41925      SH           SOLE             41925
MINE SAFETY APPLIANCES CO           COM                602720104   492      17891      SH           SOLE             17891
MINERALS TECHNOLOGIES INC           COM                603158106   1046     21999      SH           SOLE             21999
MITSUBISHI UFJ FINL GROUP IN        SPONSORED ADR      606822104   324      60733      SH           SOLE             60733
MIZUHO FINL GROUP INC               SPONSORED ADR      60687Y109    98      24926      SH           SOLE             24926
MKS INSTRUMENT INC                  COM                55306N104   320      16583      SH           SOLE             16583
MOLEX INC                           COM                608554101   2704    129496      SH           SOLE             129496
MONSANTO CO NEW                     COM                61166W101   2261     29208      SH           SOLE             29208
MOODYS CORP                         COM                615369105   5833    285073      SH           SOLE             285073
MOSAIC CO                           COM                61945A107   5836    121409      SH           SOLE             121409
MSC SOFTWARE CORP                   COM                553531104   1783    211721      SH           SOLE             211721
MURPHY OIL CORP                     COM                626717102   4000     69478      SH           SOLE             69478
MVC CAPITAL INC                     COM                553829102   130      14800      SH           SOLE             14800
NABORS INDUSTRIES LTD               SHS                G6359F103   1201     57471      SH           SOLE             57471
NASDAQ OMX GROUP INC                COM                631103108   1932     91835      SH           SOLE             91835
NASH FINCH CO                       COM                631158102   270      9863       SH           SOLE              9863
NATCO GROUP INC                     CL A               63227W203   6837    154400      SH           SOLE             154400
NATIONAL FUEL GAS CO N J            COM                636180101   1637     35731      SH           SOLE             35731
NATIONAL PENN BANCSHARES INC        COM                637138108   1553    254100      SH           SOLE             254100
NATIONAL SEMICONDUCTOR CORP         COM                637640103   2121    148648      SH           SOLE             148648
NATIONWIDE HEALTH PPTYS INC         COM                638620104   5335    172146      SH           SOLE             172146
NATUS MEDICAL INC DEL               COM                639050103   399      25889      SH           SOLE             25889
NAVISTAR INTL CORP NEW              COM                63934E108   538      14365      SH           SOLE             14365
NCI BUILDING SYS INC                COM                628852105   181      56539      SH           SOLE             56539
NCR CORP NEW                        COM                62886E108   1912    138372      SH           SOLE             138372
NETGEAR INC                         COM                64111Q104   322      17524      SH           SOLE             17524
NEUSTAR INC                         CL A               64126X201   1149     50838      SH           SOLE             50838
NEUTRAL TANDEM INC                  COM                64128B108   1352     59397      SH           SOLE             59397
NEW JERSEY RES                      COM                646025106   423      11654      SH           SOLE             11654
NEWALLIANCE BANCSHARES INC          COM                650203102   1243    116144      SH           SOLE             116144
NEWELL RUBBERMAID INC               COM                651229106   2073    132106      SH           SOLE             132106
NEWFIELD EXPL CO                    COM                651290108   2562     60186      SH           SOLE             60186
NEWMONT MINING CORP                 COM                651639106   2294     52113      SH           SOLE             52113
NEXEN INC                           COM                65334H102   3225    142875      SH           SOLE             142875
NFJ DIVID INT & PREM STRTGY         COM SHS            65337H109   683      51000      SH           SOLE             51000
NIC INC                             COM                62914B100    92      10307      SH           SOLE             10307
NICOR INC                           COM                654086107   508      13884      SH           SOLE             13884
NOBLE CORPORATION BAAR              NAMEN -AKT         H5833N103   5244    138154      SH           SOLE             138154
NOBLE ENERGY INC                    COM                655044105   5423     82211      SH           SOLE             82211
NOMURA HLDGS INC                    SPONSORED ADR      65535H208    85      13941      SH           SOLE             13941
NORDSON CORP                        COM                655663102   836      14909      SH           SOLE             14909
NORFOLK SOUTHERN CORP               COM                655844108  10005    232074      SH           SOLE             232074
NORTHEAST UTILS                     COM                664397106   2212     93159      SH           SOLE             93159
NORTHERN TR CORP                    COM                665859104   5626     96738      SH           SOLE             96738
NORTHWEST NAT GAS CO                COM                667655104   422      10119      SH           SOLE             10119
NOVAVAX INC                         COM                670002104   167      42068      SH           SOLE             42068
NOVELL INC                          COM                670006105   227      50287      SH           SOLE             50287
NOVELLUS SYS INC                    COM                670008101   1719     81947      SH           SOLE             81947
NOVO-NORDISK A S                    ADR                670100205   208      3302       SH           SOLE              3302
NPS PHARMACEUTICALS INC             COM                62936P103   189      47200      SH           SOLE             47200
NTELOS HLDGS CORP                   COM                67020Q107   264      14922      SH           SOLE             14922
NUCOR CORP                          COM                670346105   5573    118555      SH           SOLE             118555
NUTRI SYS INC NEW                   COM                67069D108   194      12700      SH           SOLE             12700
NUVEEN CORE EQUITY ALPHA FUN        COM                67090X107   185      16700      SH           SOLE             16700
NUVEEN EQTY PRM OPPORTUNITYF        COM                6706EM102   246      19700      SH           SOLE             19700
NUVEEN EQUITY PREM & GROWTH         COM                6706EW100   195      15200      SH           SOLE             15200
NUVEEN EQUITY PREM ADV FD           COM                6706ET107   316      25200      SH           SOLE             25200
NUVEEN EQUITY PREM INCOME FD        COM                6706ER101   193      15800      SH           SOLE             15800
NV ENERGY INC                       COM                67073Y106   2176    187712      SH           SOLE             187712
NVIDIA CORP                         COM                67066G104   2278    151564      SH           SOLE             151564
NYFIX INC                           COM                670712108   2074    1256764     SH           SOLE            1256764
NYSE EURONEXT                       COM                629491101   731      25319      SH           SOLE             25319
O REILLY AUTOMOTIVE INC             COM                686091109   3529     97635      SH           SOLE             97635
OCEANEERING INTL INC                COM                675232102   657      11570      SH           SOLE             11570
ODYSSEY RE HLDGS CORP               COM                67612W108   6775    104533      SH           SOLE             104533
OGE ENERGY CORP                     COM                670837103   306      9248       SH           SOLE              9248
OIL STS INTL INC                    COM                678026105   532      15130      SH           SOLE             15130
OIL SVC HOLDRS TR                   DEPOSTRY RCPT      678002106   5625     47900      SH           SOLE             47900
OLD DOMINION FGHT LINES INC         COM                679580100   1197     39331      SH           SOLE             39331
OLD MUTUAL CLAYMORE LNG SHT         COM                68003N103   180      23200      SH           SOLE             23200
OLD NATL BANCORP IND                COM                680033107   232      20700      SH           SOLE             20700
OMEGA HEALTHCARE INVS INC           COM                681936100   962      60039      SH           SOLE             60039
OMNICARE INC                        COM                681904108   1556     69077      SH           SOLE             69077
OMNICOM GROUP INC                   COM                681919106   6817    184535      SH           SOLE             184535
OMNITURE INC                        COM                68212S109   2617    122076      SH           SOLE             122076
ON SEMICONDUCTOR CORP               COM                682189105   177      21405      SH           SOLE             21405
ORACLE CORP                         COM                68389X105  23141    1110429     SH           SOLE            1110429
ORBITAL SCIENCES CORP               COM                685564106   415      27720      SH           SOLE             27720
ORTHOVITA INC                       COM                68750U102   200      45505      SH           SOLE             45505
OSHKOSH CORP                        COM                688239201   957      30932      SH           SOLE             30932
OWENS ILL INC                       COM NEW            690768403   328      8891       SH           SOLE              8891
OXFORD INDS INC                     COM                691497309   254      12895      SH           SOLE             12895
P F CHANGS CHINA BISTRO INC         COM                69333Y108   571      16810      SH           SOLE             16810
PACTIV CORP                         COM                695257105   597      22907      SH           SOLE             22907
PAIN THERAPEUTICS INC               COM                69562K100   119      23487      SH           SOLE             23487
PAPA JOHNS INTL INC                 COM                698813102   598      24326      SH           SOLE             24326
PARAMETRIC TECHNOLOGY CORP          COM NEW            699173209   413      29911      SH           SOLE             29911
PAREXEL INTL CORP                   COM                699462107   171      12579      SH           SOLE             12579
PARKER HANNIFIN CORP                COM                701094104   599      11557      SH           SOLE             11557
PATRIOT CAPITAL FUNDING INC         COM                70335Y104   3370    828110      SH           SOLE             828110
PATTERSON COMPANIES INC             COM                703395103   851      31214      SH           SOLE             31214
PDL BIOPHARMA INC                   COM                69329Y104   686      87069      SH           SOLE             87069
PENNEY J C INC                      COM                708160106   847      25100      SH           SOLE             25100
PENNSYLVANIA RL ESTATE INVT         SH BEN INT         709102107   219      28800      SH           SOLE             28800
PENSKE AUTOMOTIVE GRP INC           COM                70959W103   414      21604      SH           SOLE             21604
PENTAIR INC                         COM                709631105   1112     37684      SH           SOLE             37684
PEOPLES UNITED FINANCIAL INC        COM                712704105   1950    125350      SH           SOLE             125350
PEPSI BOTTLING GROUP INC            COM                713409100   7568    207677      SH           SOLE             207677
PEPSICO INC                         COM                713448108  15779    268994      SH           SOLE             268994
PERFICIENT INC                      COM                71375U101    86      10398      SH           SOLE             10398
PEROT SYS CORP                      CL A               714265105   6623    222983      SH           SOLE             222983
PETROBRAS ENERGIA PARTCPTNS         SP ADR B SHS       71646M102   447      24972      SH           SOLE             24972
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR      71654V408   5694    124061      SH           SOLE             124061
PETSMART INC                        COM                716768106   2032     93445      SH           SOLE             93445
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT     71712A206   2794     42800      SH           SOLE             42800
PHARMERICA CORP                     COM                71714F104   1076     57924      SH           SOLE             57924
PHASE FORWARD INC                   COM                71721R406   210      14926      SH           SOLE             14926
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR      718252604   857      16678      SH           SOLE             16678
PHILLIPS VAN HEUSEN CORP            COM                718592108   697      16298      SH           SOLE             16298
PIKE ELEC CORP                      COM                721283109   137      11435      SH           SOLE             11435
PINNACLE ENTMT INC                  COM                723456109   104      10250      SH           SOLE             10250
PINNACLE FINL PARTNERS INC          COM                72346Q104   498      39174      SH           SOLE             39174
PIONEER DRILLING CO                 COM                723655106   290      39550      SH           SOLE             39550
PITNEY BOWES INC                    COM                724479100   1096     44087      SH           SOLE             44087
PLAINS EXPL& PRODTN CO              COM                726505100   1246     45039      SH           SOLE             45039
PLANTRONICS INC NEW                 COM                727493108   389      14504      SH           SOLE             14504
PLEXUS CORP                         COM                729132100   289      10961      SH           SOLE             10961
PLUM CREEK TIMBER CO INC            COM                729251108   1295     42274      SH           SOLE             42274
PMI GROUP INC                       COM                69344M101   190      44661      SH           SOLE             44661
PNM RES INC                         COM                69349H107   819      70154      SH           SOLE             70154
POOL CORPORATION                    COM                73278L105   1182     53197      SH           SOLE             53197
POPULAR INC                         COM                733174106   251      88691      SH           SOLE             88691
PORTLAND GEN ELEC CO                COM NEW            736508847   834      42295      SH           SOLE             42295
POSCO                               SPONSORED ADR      693483109   234      2251       SH           SOLE              2251
POTASH CORP SASK INC                COM                73755L107   894      9891       SH           SOLE              9891
POWERSHS DB MULTI SECT COMM         DB AGRICULT FD     73936B408   473      18590      SH           SOLE             18590
PPG INDS INC                        COM                693506107   2539     43618      SH           SOLE             43618
PRECISION DRILLING TR               TR UNIT            740215108    81      12230      SH           SOLE             12230
PRICE T ROWE GROUP INC              COM                74144T108   2446     53530      SH           SOLE             53530
PRICELINE COM INC                   COM NEW            741503403   1984     11964      SH           SOLE             11964
PRIDE INTL INC DEL                  COM                74153Q102   506      16624      SH           SOLE             16624
PRINCIPAL FINANCIAL GROUP IN        COM                74251V102   1551     56642      SH           SOLE             56642
PROCTER & GAMBLE CO                 COM                742718109  10389    179376      SH           SOLE             179376
PROGRESS SOFTWARE CORP              COM                743312100   485      21410      SH           SOLE             21410
PROGRESSIVE CORP OHIO               COM                743315103   7297    440098      SH           SOLE             440098
PROLOGIS                            SH BEN INT         743410102   1029     86333      SH           SOLE             86333
PROSHARES TR                        ULTRPRO S^P500     74347X864   454      3500       SH           SOLE              3500
PROSHARES TR                        PSHS ULTRA O^G     74347R719   250      7790       SH           SOLE              7790
PROSHARES TR                        PSHS ULT S^P 500   74347R107   309      9000       SH           SOLE              9000
PROSHARES TR                        PSHS ULSHRUS2000   74347R834   531      18500      SH           SOLE             18500
PROSHARES TR                        PSHS ULTASH DW30   74347R867   932      26499      SH           SOLE             26499
PROSHARES TR                        ULT SHR S^P500     74347X856   1290     28400      SH           SOLE             28400
PROSHARES TR                        PSHS UL XIN CH25   74347R321   574      58600      SH           SOLE             58600
PROSHARES TR                        PSHS ULSHT SP500   74347R883   2706     67000      SH           SOLE             67000
PROSHARES TR                        PSHS ULTRA FINL    74347R743   582      98693      SH           SOLE             98693
PROSHARES TR                        PSHS ULT S^P 500   74347R107   4877    142100      SH     PUT   SOLE             142100
PROSHARES TR                        PSHS ULTSHT FINL   74347R628   4744    189400      SH     PUT   SOLE             189400
PROSHARES TR                        PSHS ULTRA QQQ     74347R206  10464    205300      SH     PUT   SOLE             205300
PROSHARES TR                        PSHS ULTRUSS2000   74347R842   5704    214100      SH     CALL  SOLE             214100
PROSHARES TR                        PSHS ULTRA R/EST   74347R677   1386    231800      SH           SOLE             231800
PROSHARES TR                        PSHS ULTRA QQQ     74347R206  12243    240200      SH     CALL  SOLE             240200
PROSHARES TR                        PSHS ULTSHT FINL   74347R628   7168    286162      SH           SOLE             286162
PROSHARES TR                        PSHS REAL ESTAT    74347R552   2835    292592      SH           SOLE             292592
PROSHARES TR                        PSHS ULTSH 20YRS   74347R297  14611    332000      SH     CALL  SOLE             332000
PROSHARES TR                        PSHS ULTSH 20YRS   74347R297  22378    508475      SH           SOLE             508475
PROSHARES TR                        PSHS ULTRA R/EST   74347R677   5128    857500      SH     PUT   SOLE             857500
PROSHARES TR                        PSHS ULTSH 20YRS   74347R297  44217    1004700     SH     PUT   SOLE            1004700
PROSHARES TR II                     ULTRASHRT GOLD     74347W700   285      22500      SH           SOLE             22500
PROSHARES TR II                     ULTRA GOLD         74347W601   875      22700      SH           SOLE             22700
PROVIDENT FINL SVCS INC             COM                74386T105   122      11893      SH           SOLE             11893
PROVIDENT NEW YORK BANCORP          COM                744028101   267      27983      SH           SOLE             27983
PRUDENTIAL FINL INC                 COM                744320102   1541     30884      SH           SOLE             30884
PSYCHIATRIC SOLUTIONS INC           COM                74439H108   2564     95802      SH           SOLE             95802
PUBLIC SVC ENTERPRISE GROUP         COM                744573106   3822    121567      SH           SOLE             121567
PULTE HOMES INC                     COM                745867101   2392    217617      SH           SOLE             217617
QLOGIC CORP                         COM                747277101   2090    121486      SH           SOLE             121486
QUALCOMM INC                        COM                747525103  11033    245289      SH           SOLE             245289
QUANTA SVCS INC                     COM                74762E102   2226    100577      SH           SOLE             100577
QUESTCOR PHARMACEUTICALS INC        COM                74835Y101   292      52870      SH           SOLE             52870
QWEST COMMUNICATIONS INTL IN        COM                749121109   240      62924      SH           SOLE             62924
RADIANT SYSTEMS INC                 COM                75025N102   164      15251      SH           SOLE             15251
RALCORP HLDGS INC NEW               COM                751028101   4240     72516      SH           SOLE             72516
RAM ENERGY RESOURCES INC            COM                75130P109    17      13678      SH           SOLE             13678
RANDGOLD RES LTD                    ADR                752344309   289      4135       SH           SOLE              4135
RANGE RES CORP                      COM                75281A109   3164     64093      SH           SOLE             64093
RAYONIER INC                        COM                754907103   1352     33037      SH           SOLE             33037
RC2 CORP                            COM                749388104   280      19638      SH           SOLE             19638
RCN CORP                            COM NEW            749361200    99      10617      SH           SOLE             10617
REALTY INCOME CORP                  COM                756109104   417      16242      SH           SOLE             16242
RED HAT INC                         COM                756577102   2786    100807      SH           SOLE             100807
REGENERON PHARMACEUTICALS           COM                75886F107   898      46528      SH           SOLE             46528
REGIS CORP MINN                     COM                758932107   556      35892      SH           SOLE             35892
REINSURANCE GROUP AMER INC          COM NEW            759351604   465      10429      SH           SOLE             10429
RELIANCE STEEL & ALUMINUM CO        COM                759509102   1121     26350      SH           SOLE             26350
RELM WIRELESS CORP                  COM                759525108    42      14000      SH           SOLE             14000
RENESOLA LTD                        SPONS ADS          75971T103    58      12102      SH           SOLE             12102
RENT A CTR INC NEW                  COM                76009N100   971      51417      SH           SOLE             51417
REPUBLIC AWYS HLDGS INC             COM                760276105   269      28813      SH           SOLE             28813
RESMED INC                          COM                761152107   2160     47777      SH           SOLE             47777
RETAIL HOLDRS TR                    DEP RCPT           76127U101   1289     14700      SH           SOLE             14700
RETAIL VENTURES INC                 COM                76128Y102    55      10492      SH           SOLE             10492
REYNOLDS AMERICAN INC               COM                761713106   4570    102654      SH           SOLE             102654
RF MICRODEVICES INC                 COM                749941100   1093    201319      SH           SOLE             201319
RITCHIE BROS AUCTIONEERS            COM                767744105   508      20694      SH           SOLE             20694
ROBBINS & MYERS INC                 COM                770196103   570      24294      SH           SOLE             24294
ROCKWELL AUTOMATION INC             COM                773903109   2963     69552      SH           SOLE             69552
ROGERS COMMUNICATIONS INC           CL B               775109200   1196     42425      SH           SOLE             42425
ROSS STORES INC                     COM                778296103   2552     53436      SH           SOLE             53436
ROYAL GOLD INC                      COM                780287108   844      18510      SH           SOLE             18510
ROYCE FOCUS TR                      COM                78080N108    61      10300      SH           SOLE             10300
ROYCE VALUE TR INC                  COM                780910105   133      12900      SH           SOLE             12900
RYLAND GROUP INC                    COM                783764103   874      41465      SH           SOLE             41465
S & T BANCORP INC                   COM                783859101   724      55883      SH           SOLE             55883
S1 CORPORATION                      COM                78463B101    81      13106      SH           SOLE             13106
SAFETY INS GROUP INC                COM                78648T100   329      10000      SH           SOLE             10000
SAIC INC                            COM                78390X101   4165    237456      SH           SOLE             237456
SALLY BEAUTY HLDGS INC              COM                79546E104   211      29704      SH           SOLE             29704
SANDERSON FARMS INC                 COM                800013104   1031     27386      SH           SOLE             27386
SARA LEE CORP                       COM                803111103   3132    281126      SH           SOLE             281126
SCANSOURCE INC                      COM                806037107   555      19611      SH           SOLE             19611
SCHERING PLOUGH CORP                COM                806605101   7325    259282      SH           SOLE             259282
SCHLUMBERGER LTD                    COM                806857108   6651    111602      SH           SOLE             111602
SCHULMAN A INC                      COM                808194104   476      23899      SH           SOLE             23899
SCHWEITZER-MAUDUIT INTL INC         COM                808541106   301      5531       SH           SOLE              5531
SCIENTIFIC GAMES CORP               CL A               80874P109   1207     76182      SH           SOLE             76182
SCRIPPS NETWORKS INTERACT IN        CL A COM           811065101   626      16931      SH           SOLE             16931
SEAGATE TECHNOLOGY                  SHS                G7945J104   1170     76915      SH           SOLE             76915
SEARS HLDGS CORP                    COM                812350106   478      7315       SH           SOLE              7315
SELECT SECTOR SPDR TR               SBI INT-UTILS      81369Y886   1892     64500      SH           SOLE             64500
SELECT SECTOR SPDR TR               SBI MATERIALS      81369Y100   2246     72700      SH           SOLE             72700
SELECT SECTOR SPDR TR               SBI INT-ENERGY     81369Y506  12725    236003      SH           SOLE             236003
SELECT SECTOR SPDR TR               SBI INT-FINL       81369Y605  15154    1014356     SH           SOLE            1014356
SEMPRA ENERGY                       COM                816851109   2463     49442      SH           SOLE             49442
SEMTECH CORP                        COM                816850101   1217     71546      SH           SOLE             71546
SEPRACOR INC                        COM                817315104   6923    302299      SH           SOLE             302299
SERVICE CORP INTL                   COM                817565104   909     129677      SH           SOLE             129677
SHAW COMMUNICATIONS INC             CL B CONV          82028K200   710      39398      SH           SOLE             39398
SHAW GROUP INC                      COM                820280105   707      22028      SH           SOLE             22028
SHENGDA TECH INC                    COM                823213103   106      16716      SH           SOLE             16716
SIGMA DESIGNS INC                   COM                826565103   387      26667      SH           SOLE             26667
SIGNATURE BK NEW YORK N Y           COM                82669G104   689      23727      SH           SOLE             23727
SILICON LABORATORIES INC            COM                826919102   1382     29818      SH           SOLE             29818
SILVER STD RES INC                  COM                82823L106   202      9468       SH           SOLE              9468
SILVER WHEATON CORP                 COM                828336107   464      36878      SH           SOLE             36878
SKECHERS U S A INC                  CL A               830566105   183      10648      SH           SOLE             10648
SKYWORKS SOLUTIONS INC              COM                83088M102   2163    163382      SH           SOLE             163382
SMITH & WESSON HLDG CORP            COM                831756101   332      63555      SH           SOLE             63555
SNAP ON INC                         COM                833034101   2941     84614      SH           SOLE             84614
SOHU COM INC                        COM                83408W103   246      3578       SH           SOLE              3578
SOLARFUN POWER HOLDINGS CO L        SPONSORED ADR      83415U108   241      41972      SH           SOLE             41972
SONIC AUTOMOTIVE INC                CL A               83545G102   703      66941      SH           SOLE             66941
SONY CORP                           ADR NEW            835699307   259      8884       SH           SOLE              8884
SOUTH FINL GROUP INC                COM                837841105   156     106210      SH           SOLE             106210
SOUTHWESTERN ENERGY CO              COM                845467109   743      17398      SH           SOLE             17398
SPDR GOLD TRUST                     GOLD SHS           78463V107  17427    176300      SH           SOLE             176300
SPDR SERIES TRUST                   SPDR KBW BK ETF    78464A797   968      41500      SH           SOLE             41500
SPDR SERIES TRUST                   KBW REGN BK ETF    78464A698   3196    149900      SH           SOLE             149900
SPDR TR                             UNIT SER 1         78462F103  61679    584300      SH     CALL  SOLE             584300
SPDR TR                             UNIT SER 1         78462F103  259002   2453600     SH     PUT   SOLE            2453600
SPECIALTY UNDERWRITERS ALLIA        COM                84751T309   3559    539214      SH           SOLE             539214
SPECTRA ENERGY CORP                 COM                847560109   1725     91097      SH           SOLE             91097
SPRINT NEXTEL CORP                  COM SER 1          852061100   3397    859884      SH           SOLE             859884
SPSS INC                            COM                78462K102   7092    141950      SH           SOLE             141950
STAGE STORES INC                    COM NEW            85254C305   450      34758      SH           SOLE             34758
STANDARD MICROSYSTEMS CORP          COM                853626109   279      12012      SH           SOLE             12012
STANLEY INC                         COM                854532108   215      8353       SH           SOLE              8353
STATE STR CORP                      COM                857477103   4242     80641      SH           SOLE             80641
STEEL DYNAMICS INC                  COM                858119100   1784    116294      SH           SOLE             116294
STEELCASE INC                       CL A               858155203   242      38951      SH           SOLE             38951
STERLING BANCSHARES INC             COM                858907108   220      30050      SH           SOLE             30050
STILLWATER MNG CO                   COM                86074Q102   118      17593      SH           SOLE             17593
STRYKER CORP                        COM                863667101   1765     38858      SH           SOLE             38858
STURM RUGER & CO INC                COM                864159108   228      17601      SH           SOLE             17601
SUCAMPO PHARMACEUTICALS INC         CL A               864909106    59      10200      SH           SOLE             10200
SUN MICROSYSTEMS INC                COM NEW            866810203   6735    740945      SH           SOLE             740945
SUNAIR SERVICES CORP                COM                867017105   181      67299      SH           SOLE             67299
SUNAMERICA FCSED ALPHA GRW F        COM                867037103   371      30700      SH           SOLE             30700
SUNAMERICA FOCUSE ALPHA LC F        COM                867038101   131      10800      SH           SOLE             10800
SUPERIOR INDS INTL INC              COM                868168105   264      18583      SH           SOLE             18583
SUSQUEHANNA BANCSHARES INC P        COM                869099101   110      18700      SH           SOLE             18700
SWIFT ENERGY CO                     COM                870738101   335      14141      SH           SOLE             14141
SYKES ENTERPRISES INC               COM                871237103   576      27674      SH           SOLE             27674
SYMMETRICOM INC                     COM                871543104    91      17484      SH           SOLE             17484
SYMMETRY MED INC                    COM                871546206   272      26232      SH           SOLE             26232
SYNAPTICS INC                       COM                87157D109   1351     53603      SH           SOLE             53603
SYNIVERSE HLDGS INC                 COM                87163F106   663      37902      SH           SOLE             37902
SYNOPSYS INC                        COM                 871607107  556      24777      SH           SOLE             24777
SYNOVUS FINL CORP                   COM                87161C105   459     122472      SH           SOLE             122472
SYSTEMAX INC                        COM                 871851101  155      12774      SH           SOLE             12774
TALISMAN ENERGY INC                 COM                8.743E+107  4121    237677      SH           SOLE             237677
TAM SA                              SP ADR REP PFD     87484D103   157      12152      SH           SOLE             12152
TCF FINL CORP                       COM                 872275102  1976    151565      SH           SOLE             151565
TD AMERITRADE HLDG CORP             COM                87236Y108   669      34102      SH           SOLE             34102
TEAM INC                            COM                 878155100  171      10061      SH           SOLE             10061
TECHNITROL INC                      COM                 878555101  314      34123      SH           SOLE             34123
TECO ENERGY INC                     COM                 872375100  841      59748      SH           SOLE             59748
TEJON RANCH CO DEL                  COM                 879080109  510      19863      SH           SOLE             19863
TELEFONICA S A                      SPONSORED ADR       879382208  256      3088       SH           SOLE              3088
TELEFONOS DE MEXICO S A B           SPON ADR ORD L      879403780  707      40564      SH           SOLE             40564
TELETECH HOLDINGS INC               COM                 879939106  214      12538      SH           SOLE             12538
TELUS CORP                          NON-VTG SHS        87971M202   409      13147      SH           SOLE             13147
TERADYNE INC                        COM                 880770102  1960    211937      SH           SOLE             211937
TETRA TECH INC NEW                  COM                88162G103   969      36522      SH           SOLE             36522
TEVA PHARMACEUTICAL INDS LTD        ADR                 881624209  445      8802       SH           SOLE              8802
TEXAS INSTRS INC                    COM                 882508104  6108    257822      SH           SOLE             257822
TEXAS ROADHOUSE INC                 CL A                882681109  343      32272      SH           SOLE             32272
THERMO FISHER SCIENTIFIC INC        COM                 883556102 16575    379548      SH           SOLE             379548
THOMAS & BETTS CORP                 COM                 884315102  1277     42458      SH           SOLE             42458
THOMPSON CREEK METALS CO INC        COM                 884768102  140      11632      SH           SOLE             11632
THQ INC                             COM NEW             872443403  303      44276      SH           SOLE             44276
TIM HORTONS INC                     COM                88706M103   1791     63289      SH           SOLE             63289
TIME WARNER INC                     COM NEW             887317303  3581    124416      SH           SOLE             124416
TJX COS INC NEW                     COM                 872540109 20400    549132      SH           SOLE             549132
TOLL BROTHERS INC                   COM                 889478103  1410     72173      SH           SOLE             72173
TOTAL S A                           SPONSORED ADR      8.915E+113  409      6894       SH           SOLE              6894
TRACTOR SUPPLY CO                   COM                 892356106  274      5656       SH           SOLE              5656
TRADESTATION GROUP INC              COM                89267P105   109      13331      SH           SOLE             13331
TRAVELERS COMPANIES INC             COM                8.942E+113  2458     49929      SH           SOLE             49929
TREDEGAR CORP                       COM                 894650100  197      13614      SH           SOLE             13614
TREE COM INC                        COM                 894675107   86      11406      SH           SOLE             11406
TRIMBLE NAVIGATION LTD              COM                 896239100  1271     53170      SH           SOLE             53170
TRIQUINT SEMICONDUCTOR INC          COM                89674K103   123      15895      SH           SOLE             15895
TRUE RELIGION APPAREL INC           COM                89784N104   585      22567      SH           SOLE             22567
TRUSTCO BK CORP N Y                 COM                 898349105  182      29122      SH           SOLE             29122
TUPPERWARE BRANDS CORP              COM                 899896104  1483     37157      SH           SOLE             37157
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204  824      46123      SH           SOLE             46123
TWEEN BRANDS INC                    COM                 901166108  4396    524000      SH           SOLE             524000
TYCO ELECTRONICS LTD SWITZER        SHS                H8912P106   8609    386388      SH           SOLE             386388
U S AIRWAYS GROUP INC               COM                90341W108   210      44687      SH           SOLE             44687
UBS AG                              SHS NEW            H89231338   1318     71987      SH           SOLE             71987
UGI CORP NEW                        COM                 902681105  829      33061      SH           SOLE             33061
UIL HLDG CORP                       COM                 902748102  618      23413      SH           SOLE             23413
ULTRA PETROLEUM CORP                COM                 903914109  3561     72734      SH           SOLE             72734
UMB FINL CORP                       COM                 902788108  282      6981       SH           SOLE              6981
UNDER ARMOUR INC                    CL A                904311107  550      19752      SH           SOLE             19752
UNION PAC CORP                      COM                 907818108  3910     67002      SH           SOLE             67002
UNISOURCE ENERGY CORP               COM                 909205106  608      19765      SH           SOLE             19765
UNIT CORP                           COM                 909218109  1668     40445      SH           SOLE             40445
UNITED ONLINE INC                   COM                 911268100  240      29874      SH           SOLE             29874
UNITED PARCEL SERVICE INC           CL B                911312106  4953     87712      SH           SOLE             87712
UNITED STATES CELLULAR CORP         COM                 911684108  479      12263      SH           SOLE             12263
UNITED STATES OIL FUND LP           UNITS              91232N108   344      9509       SH           SOLE              9509
UNITED STATES STL CORP NEW          COM                 912909108  595      13421      SH           SOLE             13421
UNITED STATIONERS INC               COM                 913004107  345      7252       SH           SOLE              7252
UNITED TECHNOLOGIES CORP            COM                 913017109  3955     64903      SH           SOLE             64903
UNITEDHEALTH GROUP INC              COM                91324P102  12838    512691      SH           SOLE             512691
UNIVERSAL CORP VA                   COM                 913456109  978      23384      SH           SOLE             23384
UNIVERSAL FST PRODS INC             COM                 913543104  340      8608       SH           SOLE              8608
UNIVERSAL HLTH SVCS INC             CL B                913903100  248      4012       SH           SOLE              4012
UNUM GROUP                          COM                91529Y106   1404     65462      SH           SOLE             65462
US BANCORP DEL                      COM NEW             902973304  1461     66839      SH           SOLE             66839
USEC INC                            COM                9.033E+112  172      36587      SH           SOLE             36587
VALE S A                            ADR REPSTG PFD     9.191E+208  180      10367      SH           SOLE             10367
VALE S A                            ADR                9.191E+109  2681    115917      SH           SOLE             115917
VALERO ENERGY CORP NEW              COM                91913Y100   1282     66111      SH           SOLE             66111
VALLEY NATL BANCORP                 COM                 919794107  187      15207      SH           SOLE             15207
VALMONT INDS INC                    COM                 920253101  857      10057      SH           SOLE             10057
VANDA PHARMACEUTICALS INC           COM                 921659108  368      31651      SH           SOLE             31651
VARIAN INC                          COM                 922206107  6612    129516      SH           SOLE             129516
VASCO DATA SEC INTL INC             COM                92230Y104   198      26745      SH           SOLE             26745
VECTREN CORP                        COM                92240G101   642      27851      SH           SOLE             27851
VERAZ NETWORKS INC                  COM                 923359103   10      10700      SH           SOLE             10700
VERIZON COMMUNICATIONS INC          COM                92343V104   3117    102981      SH           SOLE             102981
VIRGIN MOBILE USA INC               CL A               92769R108   1391    278100      SH           SOLE             278100
VISHAY INTERTECHNOLOGY INC          COM                 928298108  818     103548      SH           SOLE             103548
VOLTERRA SEMICONDUCTOR CORP         COM                 928708106  243      13247      SH           SOLE             13247
WABTEC CORP                         COM                 929740108  605      16124      SH           SOLE             16124
WAL MART STORES INC                 COM                 931142103 21679    441625      SH           SOLE             441625
WALGREEN CO                         COM                 931422109  2333     62269      SH           SOLE             62269
WASHINGTON POST CO                  CL B                939640108  549      1172       SH           SOLE              1172
WATSON WYATT WORLDWIDE INC          CL A                942712100  744      17078      SH           SOLE             17078
WEATHERFORD INTERNATIONAL LT        REG                H27013103   1942     93666      SH           SOLE             93666
WEINGARTEN RLTY INVS                SH BEN INT          948741103  711      35691      SH           SOLE             35691
WELLPOINT INC                       COM                94973V107   6180    130492      SH           SOLE             130492
WELLS FARGO & CO NEW                COM                 949746101  2758     97878      SH           SOLE             97878
WENDYS ARBYS GROUP INC              COM                 950587105   72      15266      SH           SOLE             15266
WESCO INTL INC                      COM                95082P105   241      8358       SH           SOLE              8358
WESTAMERICA BANCORPORATION          COM                 957090103  357      6857       SH           SOLE              6857
WESTAR ENERGY INC                   COM                95709T100   479      24542      SH           SOLE             24542
WESTERN DIGITAL CORP                COM                 958102105  3956    108297      SH           SOLE             108297
WESTERN REFNG INC                   COM                 959319104  106      16421      SH           SOLE             16421
WESTERN UN CO                       COM                 959802109  1013     53565      SH           SOLE             53565
WET SEAL INC                        CL A                961840105  104      27600      SH           SOLE             27600
WGL HLDGS INC                       COM                92924F106   311      9374       SH           SOLE              9374
WHITE MTNS INS GROUP LTD            COM                G9618E107   702      2286       SH           SOLE              2286
WILLIAMS COS INC DEL                COM                 969457100  723      40477      SH           SOLE             40477
WISCONSIN ENERGY CORP               COM                 976657106  910      20147      SH           SOLE             20147
WORLD WRESTLING ENTMT INC           CL A               98156Q108   170      12146      SH           SOLE             12146
WYETH                               COM                 983024100  7755    159643      SH           SOLE             159643
WYNDHAM WORLDWIDE CORP              COM                98310W108   1107     67852      SH           SOLE             67852
XCEL ENERGY INC                     COM                98389B100   4435    230501      SH           SOLE             230501
XINYUAN REAL ESTATE CO LTD          SPONS ADR          98417P105    99      21245      SH           SOLE             21245
XTO ENERGY INC                      COM                98385X106   5500    133114      SH           SOLE             133114
YAMANA GOLD INC                     COM                98462Y100   724      67577      SH           SOLE             67577
YUM BRANDS INC                      COM                 988498101 11401    337720      SH           SOLE             337720
ZUMIEZ INC                          COM                 989817101  443      27014      SH           SOLE             27014
ZWEIG FD                            COM                 989834106  233      72500      SH           SOLE             72500
ZWEIG TOTAL RETURN FD INC           COM                 989837109  318      84200      SH           SOLE             84200