Stevens Capital Management

Stevens Capital Management as of Dec. 31, 2009

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the December 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   6662    888251      SH           SOLE             888251
A D C TELECOMMUNICATIONS            COM NEW            000886309   430      69224      SH           SOLE             69224
AAR CORP                            COM                000361105   684      29777      SH           SOLE             29777
ABBOTT LABS                         COM                002824100   6690    123911      SH           SOLE             123911
ABINGTON BANCORP INC                COM                00350L109   130      18894      SH           SOLE             18894
ACE LTD                             SHS                H0023R105   438      8693       SH           SOLE              8693
ACTIVISION BLIZZARD INC             COM                00507V109   1342    120759      SH           SOLE             120759
ACTUATE CORP                        COM                00508B102    50      11700      SH           SOLE             11700
ACUITY BRANDS INC                   COM                00508Y102   393      11032      SH           SOLE             11032
ADAPTEC INC                         COM                00651F108   234      69800      SH           SOLE             69800
ADMINISTAFF INC                     COM                007094105   739      31346      SH           SOLE             31346
ADOBE SYS INC                       COM                00724F101  12625    343256      SH           SOLE             343256
ADVANCE AUTO PARTS INC              COM                00751Y106   1569     38772      SH           SOLE             38772
ADVANCED BATTERY TECHNOLOG I        COM                00752H102    64      15993      SH           SOLE             15993
ADVENT SOFTWARE INC                 COM                007974108   319      7835       SH           SOLE              7835
AEGON N V                           NY REGISTRY SH     007924103   342      53365      SH           SOLE             53365
AETNA INC NEW                       COM                00817Y108   3395    107083      SH           SOLE             107083
AFFILIATED COMPUTER SERVICES        CL A               008190100   7629    127803      SH           SOLE             127803
AFFILIATED MANAGERS GROUP           COM                008252108   881      13079      SH           SOLE             13079
AFLAC INC                           COM                001055102   2016     43582      SH           SOLE             43582
AGL RES INC                         COM                001204106   1209     33159      SH           SOLE             33159
AGNICO EAGLE MINES LTD              COM                008474108   4182     77453      SH           SOLE             77453
AIR METHODS CORP                    COM PAR $.06       009128307   367      10930      SH           SOLE             10930
AIR PRODS & CHEMS INC               COM                009158106   3307     40797      SH           SOLE             40797
AIRTRAN HLDGS INC                   COM                00949P108   1344    257378      SH           SOLE             257378
AIRVANA INC                         COM                00950V101   1397    184275      SH           SOLE             184275
AIXTRON AKTIENGESELLSCHAFT          SPONSORED ADR      009606104   258      7694       SH           SOLE              7694
AKAMAI TECHNOLOGIES INC             COM                00971T101   2584    101972      SH           SOLE             101972
ALCATEL-LUCENT                      SPONSORED ADR      013904305    56      16735      SH           SOLE             16735
ALLIANCE ONE INTL INC               COM                018772103   657     134571      SH           SOLE             134571
ALLIANT ENERGY CORP                 COM                018802108   638      21068      SH           SOLE             21068
ALLIANT TECHSYSTEMS INC             COM                018804104   781      8847       SH           SOLE              8847
ALLIED CAP CORP NEW                 COM                01903Q108   4131    1144379     SH           SOLE            1144379
ALLIED HEALTHCARE INTL INC          COM                01923A109    43      14700      SH           SOLE             14700
ALLIED WRLD ASSUR COM HLDG L        SHS                G0219G203   282      6120       SH           SOLE              6120
ALLION HEALTHCARE INC               COM                019615103   1519    231567      SH           SOLE             231567
ALPHA NATURAL RESOURCES INC         COM                02076X102   970      22357      SH           SOLE             22357
ALTERA CORP                         COM                021441100   5048    223063      SH           SOLE             223063
AMAZON COM INC                      COM                023135106   1303     9689       SH           SOLE              9689
AMB PROPERTY CORP                   COM                00163T109   1898     74267      SH           SOLE             74267
AMBAC FINL GROUP INC                COM                023139108    10      11978      SH           SOLE             11978
AMBASSADORS GROUP INC               COM                023177108   480      36211      SH           SOLE             36211
AMERICA MOVIL SAB DE CV             SPON ADR L SHS     02364W105   1098     23381      SH           SOLE             23381
AMERICAN CAMPUS CMNTYS INC          COM                024835100   1313     46724      SH           SOLE             46724
AMERICAN GREETINGS CORP             CL A               026375105   353      16219      SH           SOLE             16219
AMERICAN PUBLIC EDUCATION IN        COM                02913V103   255      7419       SH           SOLE              7419
AMERICAN WTR WKS CO INC NEW         COM                030420103   1103     49197      SH           SOLE             49197
AMERIPRISE FINL INC                 COM                03076C106   3179     81901      SH           SOLE             81901
AMERISOURCEBERGEN CORP              COM                03073E105   2934    112552      SH           SOLE             112552
AMETEK INC NEW                      COM                031100100   809      21151      SH           SOLE             21151
AMGEN INC                           COM                031162100   3186     56316      SH           SOLE             56316
AMN HEALTHCARE SERVICES INC         COM                001744101   220      24326      SH           SOLE             24326
AMSURG CORP                         COM                03232P405   232      10538      SH           SOLE             10538
AMYLIN PHARMACEUTICALS INC          COM                032346108   185      13030      SH           SOLE             13030
ANALOG DEVICES INC                  COM                032654105   9447    299146      SH           SOLE             299146
ANDERSONS INC                       COM                034164103   380      14704      SH           SOLE             14704
ANIXTER INTL INC                    COM                035290105   533      11319      SH           SOLE             11319
ANNTAYLOR STORES CORP               COM                036115103   1018     74629      SH           SOLE             74629
ANWORTH MORTGAGE ASSET CP           COM                037347101   1492    213152      SH           SOLE             213152
AOL INC                             COM                00184X105   291      12509      SH           SOLE             12509
AON CORP                            COM                037389103   842      21970      SH           SOLE             21970
APPLIED MICRO CIRCUITS CORP         COM NEW            03822W406   213      28578      SH           SOLE             28578
APTARGROUP INC                      COM                038336103   591      16542      SH           SOLE             16542
ARCHER DANIELS MIDLAND CO           COM                039483102   4750    151719      SH           SOLE             151719
ARGO GROUP INTL HLDGS LTD           COM                G0464B107   219      7508       SH           SOLE              7508
ARRAY BIOPHARMA INC                 COM                04269X105    98      34991      SH           SOLE             34991
ASHLAND INC NEW                     COM                044209104   280      7062       SH           SOLE              7062
ASPEN INSURANCE HOLDINGS LTD        SHS                G05384105   303      11917      SH           SOLE             11917
ASSOCIATED BANC CORP                COM                045487105   1119    101673      SH           SOLE             101673
ASSURANT INC                        COM                04621X108   1839     62396      SH           SOLE             62396
ATWOOD OCEANICS INC                 COM                050095108   656      18292      SH           SOLE             18292
AUTOMATIC DATA PROCESSING IN        COM                053015103   1828     42701      SH           SOLE             42701
AUXILIUM PHARMACEUTICALS INC        COM                05334D107   465      15522      SH           SOLE             15522
AVERY DENNISON CORP                 COM                053611109   2846     78005      SH           SOLE             78005
AVON PRODS INC                      COM                054303102  13544    429975      SH           SOLE             429975
AVX CORP NEW                        COM                002444107   197      15556      SH           SOLE             15556
AZZ INC                             COM                002474104   443      13559      SH           SOLE             13559
BAIDU INC                           SPON ADR REP A     056752108   7557     18376      SH           SOLE             18376
BAKER HUGHES INC                    COM                057224107   9571    236442      SH           SOLE             236442
BANCFIRST CORP                      COM                05945F103   262      7066       SH           SOLE              7066
BANCO LATINOAMERICANO DE COM        SHS E              P16994132   634      45600      SH           SOLE             45600
BANCO SANTANDER SA                  ADR                05964H105   310      18836      SH           SOLE             18836
BANK HAWAII CORP                    COM                062540109   559      11872      SH           SOLE             11872
BANK MUTUAL CORP NEW                COM                063750103   602      86908      SH           SOLE             86908
BANK OF AMERICA CORPORATION         COM                060505104   2959    196489      SH           SOLE             196489
BARCLAYS PLC                        ADR                06738E204   198      11277      SH           SOLE             11277
BARD C R INC                        COM                067383109   709      9101       SH           SOLE              9101
BARNES & NOBLE INC                  COM                067774109   2228    116828      SH           SOLE             116828
BARRETT BILL CORP                   COM                06846N104   945      30366      SH           SOLE             30366
BB^T CORP                           COM                054937107   4019    158429      SH           SOLE             158429
BECKMAN COULTER INC                 COM                075811109   1274     19467      SH           SOLE             19467
BELDEN INC                          COM                077454106   535      24415      SH           SOLE             24415
BEMIS INC                           COM                081437105   2708     91336      SH           SOLE             91336
BENCHMARK ELECTRS INC               COM                08160H101   366      19340      SH           SOLE             19340
BENEFICIAL MUTUAL BANCORP IN        COM                08173R104   124      12571      SH           SOLE             12571
BERKLEY W R CORP                    COM                084423102   1321     53610      SH           SOLE             53610
BERKSHIRE HATHAWAY INC DEL          CL B               084670207   296       90        SH           SOLE               90
BIG LOTS INC                        COM                089302103   5845    201698      SH           SOLE             201698
BIO RAD LABS INC                    CL A               090572207   1244     12892      SH           SOLE             12892
BIOTECH HOLDRS TR                   DEPOSTRY RCPTS     09067D201   332      3400       SH           SOLE              3400
BIOVAIL CORP                        COM                09067J109   174      12460      SH           SOLE             12460
BJ SVCS CO                          COM                055482103   8527    458445      SH           SOLE             458445
BJS WHOLESALE CLUB INC              COM                05548J106   2902     88721      SH           SOLE             88721
BLACK & DECKER CORP                 COM                091797100   7339    113200      SH           SOLE             113200
BLACKBAUD INC                       COM                09227Q100   284      12026      SH           SOLE             12026
BLACKROCK DIVID ACHIEVRS TM         COM                09250N107   305      32400      SH           SOLE             32400
BLACKROCK INC                       COM                09247X101   3757     16180      SH           SOLE             16180
BLACKROCK STRAT DIVD ACHIEVE        COM                09249Y107   459      50300      SH           SOLE             50300
BLOCKBUSTER INC                     CL B               093679207    20      33930      SH           SOLE             33930
BLUE CHIP VALUE FD INC              COM                095333100    45      14300      SH           SOLE             14300
BOEING CO                           COM                097023105   3275     60494      SH           SOLE             60494
BORGWARNER INC                      COM                099724106   1181     35551      SH           SOLE             35551
BOSTON PROPERTIES INC               COM                101121101   5896     87909      SH           SOLE             87909
BPW ACQUISITION CORP                COM                055637102   2583    245300      SH           SOLE             245300
BRE PROPERTIES INC                  CL A               05564E106   831      25125      SH           SOLE             25125
BRIGGS & STRATTON CORP              COM                109043109   635      33965      SH           SOLE             33965
BRIGHTPOINT INC                     COM NEW            109473405   503      68427      SH           SOLE             68427
BRINKER INTL INC                    COM                109641100   331      22183      SH           SOLE             22183
BRINKS CO                           COM                109696104   1324     54410      SH           SOLE             54410
BRINKS HOME SEC HLDGS INC           COM                109699108   972      29789      SH           SOLE             29789
BRISTOW GROUP INC                   COM                110394103   765      19894      SH           SOLE             19894
BROADCOM CORP                       CL A               111320107  13861    440449      SH           SOLE             440449
BROADPOINT GLEACHER SECS GRO        COM                11134A103   102      22872      SH           SOLE             22872
BROADRIDGE FINL SOLUTIONS IN        COM                11133T103   1397     61945      SH           SOLE             61945
BROCADE COMMUNICATIONS SYS I        COM NEW            111621306   134      17589      SH           SOLE             17589
BROOKFIELD ASSET MGMT INC           CL A LTD VT SH     112585104   945      42616      SH           SOLE             42616
BROOKFIELD PPTYS CORP               COM                112900105   1367    112813      SH           SOLE             112813
BROWN & BROWN INC                   COM                115236101   664      36926      SH           SOLE             36926
BROWN SHOE INC NEW                  COM                115736100   233      23570      SH           SOLE             23570
BRUSH ENGINEERED MATLS INC          COM                117421107   190      10231      SH           SOLE             10231
BUCKEYE TECHNOLOGIES INC            COM                118255108   121      12410      SH           SOLE             12410
BUCKLE INC                          COM                118440106   443      15127      SH           SOLE             15127
BUFFALO WILD WINGS INC              COM                119848109   639      15860      SH           SOLE             15860
BUNGE LIMITED                       COM                G16962105   316      4948       SH           SOLE              4948
BURLINGTON NORTHN SANTA FE C        COM                12189T104   6578     66700      SH           SOLE             66700
CA INC                              COM                12673P105  10252    456450      SH           SOLE             456450
CABOT CORP                          COM                127055101   345      13147      SH           SOLE             13147
CABOT MICROELECTRONICS CORP         COM                12709P103   823      24964      SH           SOLE             24964
CABOT OIL & GAS CORP                COM                127097103   757      17374      SH           SOLE             17374
CACI INTL INC                       CL A               127190304   631      12907      SH           SOLE             12907
CADENCE DESIGN SYSTEM INC           COM                127387108   1269    211841      SH           SOLE             211841
CAL DIVE INTL INC DEL               COM                12802T101   145      19213      SH           SOLE             19213
CALGON CARBON CORP                  COM                129603106   843      60676      SH           SOLE             60676
CALPINE CORP                        COM NEW            131347304   1697    154290      SH           SOLE             154290
CAMPBELL SOUP CO                    COM                134429109   6299    186371      SH           SOLE             186371
CANADIAN NATL RY CO                 COM                136375102   4953     91117      SH           SOLE             91117
CANDELA CORP                        COM                136907102   2739    904100      SH           SOLE             904100
CAPITAL ONE FINL CORP               COM                14040H105   990      25820      SH           SOLE             25820
CAPITOL FED FINL                    COM                14057C106   1545     49100      SH           SOLE             49100
CAPSTONE TURBINE CORP               COM                14067D102    15      11331      SH           SOLE             11331
CARDINAL HEALTH INC                 COM                14149Y108   8112    251618      SH           SOLE             251618
CARRIZO OIL & CO INC                COM                144577103   392      14795      SH           SOLE             14795
CATERPILLAR INC DEL                 COM                149123101   9524    167114      SH           SOLE             167114
CELANESE CORP DEL                   COM SER A          150870103   278      8661       SH           SOLE              8661
CELGENE CORP                        COM                151020104  22828    409991      SH           SOLE             409991
CELL THERAPEUTICS INC               COM NO PAR         150934503    22      19245      SH           SOLE             19245
CENTRAL JERSEY BANCORP NJ           COM                153770102    42      13916      SH           SOLE             13916
CENTURYTEL INC                      COM                156700106   1715     47376      SH           SOLE             47376
CHART INDS INC                      COM PAR $0.01      16115Q308   223      13483      SH           SOLE             13483
CHATTEM INC                         COM                162456107   6722     72043      SH           SOLE             72043
CHECK POINT SOFTWARE TECH LT        ORD                M22465104   793      23416      SH           SOLE             23416
CHECKPOINT SYS INC                  COM                162825103   272      17808      SH           SOLE             17808
CHEVRON CORP NEW                    COM                166764100   9845    127872      SH           SOLE             127872
CHINA INFORMATION SEC TECH I        COM                16944F101    63      10251      SH           SOLE             10251
CHINA TELECOM CORP LTD              SPON ADR H SHS     169426103   300      7231       SH           SOLE              7231
CHOICE HOTELS INTL INC              COM                169905106   317      10021      SH           SOLE             10021
CHUBB CORP                          COM                171232101  10673    217009      SH           SOLE             217009
CHURCH & DWIGHT INC                 COM                171340102   3406     56338      SH           SOLE             56338
CIBER INC                           COM                17163B102    70      20398      SH           SOLE             20398
CINCINNATI BELL INC NEW             COM                171871106   105      30544      SH           SOLE             30544
CITIGROUP INC                       COM                172967101   2029    612907      SH           SOLE             612907
CITY NATL CORP                      COM                178566105   347      7603       SH           SOLE              7603
CKX INC                             COM                12562M106    78      14893      SH           SOLE             14893
CLARCOR INC                         COM                179895107   603      18582      SH           SOLE             18582
CLEARWIRE CORP NEW                  CL A               18538Q105    88      12966      SH           SOLE             12966
CLIFFS NATURAL RESOURCES INC        COM                18683K101   846      18362      SH           SOLE             18362
CNA SURETY CORP                     COM                12612L108   304      20417      SH           SOLE             20417
CNOOC LTD                           SPONSORED ADR      126132109   894      5748       SH           SOLE              5748
CNX GAS CORP                        COM                12618H309   258      8725       SH           SOLE              8725
COCA COLA CO                        COM                191216100   7081    124227      SH           SOLE             124227
COGNIZANT TECHNOLOGY SOLUTIO        CL A               192446102   478      10536      SH           SOLE             10536
COHEN & STEERS DIV MJRS FDIN        COM                19248G106   130      12400      SH           SOLE             12400
COHEN & STEERS QUALITY RLTY         COM                19247L106    61      10038      SH           SOLE             10038
COHEN & STEERS REIT & UTIL I        COM                19247Y108   127      12000      SH           SOLE             12000
COHEN & STEERS SELECT UTIL F        COM                19248A109   332      20800      SH           SOLE             20800
COINSTAR INC                        COM                19259P300   1057     38045      SH           SOLE             38045
COLDWATER CREEK INC                 COM                193068103   123      27473      SH           SOLE             27473
COLGATE PALMOLIVE CO                COM                194162103  18952    230701      SH           SOLE             230701
COLLECTIVE BRANDS INC               COM                19421W100   1734     76138      SH           SOLE             76138
COLONIAL PPTYS TR                   COM SH BEN INT     195872106   1770    150873      SH           SOLE             150873
COLUMBUS MCKINNON CORP N Y          COM                199333105   243      17795      SH           SOLE             17795
COMCAST CORP NEW                    CL A SPL           20030N200   686      42840      SH           SOLE             42840
COMMERCE BANCSHARES INC             COM                200525103   932      24060      SH           SOLE             24060
COMMSCOPE INC                       COM                203372107   954      35952      SH           SOLE             35952
COMPANHIA ENERGETICA DE MINA        SP ADR N-V PFD     204409601   333      18461      SH           SOLE             18461
COMPANHIA SIDERURGICA NACION        SPONSORED ADR      20440W105   565      17695      SH           SOLE             17695
COMPANIA DE MINAS BUENAVENTU        SPONSORED ADR      204448104   326      9729       SH           SOLE              9729
COMPUWARE CORP                      COM                205638109   1621    224214      SH           SOLE             224214
COMSTOCK RES INC                    COM NEW            205768203   319      7863       SH           SOLE              7863
COMTECH TELECOMMUNICATIONS C        COM NEW            205826209   1132     32309      SH           SOLE             32309
CONCEPTUS INC                       COM                206016107   1241     66175      SH           SOLE             66175
CONSOLIDATED EDISON INC             COM                209115104  10434    229680      SH           SOLE             229680
CONSTANT CONTACT INC                COM                210313102   384      24021      SH           SOLE             24021
CONSTELLATION BRANDS INC            CL A               21036P108   1854    116392      SH           SOLE             116392
CONTINUCARE CORP                    COM                212172100    56      12900      SH           SOLE             12900
CONVERGYS CORP                      COM                212485106   1104    102742      SH           SOLE             102742
COOPER INDUSTRIES PLC               SHS                G24140108   3323     77933      SH           SOLE             77933
CORINTHIAN COLLEGES INC             COM                218868107   2396    174003      SH           SOLE             174003
CORN PRODS INTL INC                 COM                219023108   311      10625      SH           SOLE             10625
CORNELL COMPANIES INC               COM                219141108   808      35582      SH           SOLE             35582
CORPORATE OFFICE PPTYS TR           SH BEN INT         22002T108   1277     34857      SH           SOLE             34857
COSTCO WHSL CORP NEW                COM                22160K105   8510    143823      SH           SOLE             143823
COTT CORP QUE                       COM                22163N106    95      11594      SH           SOLE             11594
COUSINS PPTYS INC                   COM                222795106   478      62626      SH           SOLE             62626
COVIDIEN PLC                        SHS                G2554F105   801      16722      SH           SOLE             16722
CRACKER BARREL OLD CTRY STOR        COM                22410J106   377      9934       SH           SOLE              9934
CRAY INC                            COM NEW            225223304    83      12896      SH           SOLE             12896
CROWN HOLDINGS INC                  COM                228368106   1461     57132      SH           SOLE             57132
CSX CORP                            COM                126408103   6817    140588      SH           SOLE             140588
CTRIP COM INTL LTD                  ADR                22943F100   526      7322       SH           SOLE              7322
CULLEN FROST BANKERS INC            COM                229899109   1135     22700      SH           SOLE             22700
CURTISS WRIGHT CORP                 COM                231561101   279      8894       SH           SOLE              8894
CVB FINL CORP                       COM                126600105   157      18129      SH           SOLE             18129
CVR ENERGY INC                      COM                12662P108   102      14831      SH           SOLE             14831
CYTEC INDS INC                      COM                232820100   811      22271      SH           SOLE             22271
CYTOKINETICS INC                    COM                23282W100    68      23300      SH           SOLE             23300
DANVERS BANCORP INC                 COM                236442109   260      20044      SH           SOLE             20044
DCT INDUSTRIAL TRUST INC            COM                233153105   1637    326140      SH           SOLE             326140
DECKERS OUTDOOR CORP                COM                243537107   682      6700       SH           SOLE              6700
DEL MONTE FOODS CO                  COM                24522P103   291      25629      SH           SOLE             25629
DELTA PETE CORP                     COM NEW            247907207    15      14295      SH           SOLE             14295
DELUXE CORP                         COM                248019101   215      14561      SH           SOLE             14561
DEUTSCHE BANK AG                    NAMEN AKT          D18190898   250      3524       SH           SOLE              3524
DEVRY INC DEL                       COM                251893103   2792     49207      SH           SOLE             49207
DIEDRICH COFFEE INC                 COM NEW            253675201   4100    117651      SH           SOLE             117651
DIODES INC                          COM                254543101   294      14404      SH           SOLE             14404
DIRECTV                             COM CL A           25490A101   1095     32845      SH           SOLE             32845
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516   1538     20778      SH           SOLE             20778
DIREXION SHS ETF TR                 DLY R/E BEAR3X     25459W748   402      31400      SH           SOLE             31400
DIREXION SHS ETF TR                 DLY R/E BULL3X     25459W755   5560     39000      SH     PUT   SOLE             39000
DIREXION SHS ETF TR                 DLY EMRGMKT BR3X   25459W409   406      81400      SH           SOLE             81400
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516  10008    135200      SH     PUT   SOLE             135200
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   2791    143800      SH     PUT   SOLE             143800
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   3511    180891      SH           SOLE             180891
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516  16321    220500      SH     CALL  SOLE             220500
DIREXION SHS ETF TR                 DLY SMCAP BEAR3X   25459W839   8000    811400      SH           SOLE             811400
DIVX INC                            COM                255413106    90      16020      SH           SOLE             16020
DOLAN MEDIA CO                      COM                25659P402   208      20333      SH           SOLE             20333
DOLLAR TREE INC                     COM                256746108   2451     50735      SH           SOLE             50735
DONALDSON INC                       COM                257651109   2254     52975      SH           SOLE             52975
DONNELLEY R R & SONS CO             COM                257867101   2645    118784      SH           SOLE             118784
DOUGLAS EMMETT INC                  COM                25960P109   582      40842      SH           SOLE             40842
DPL INC                             COM                233293109   987      35776      SH           SOLE             35776
DR PEPPER SNAPPLE GROUP INC         COM                26138E109   1976     69816      SH           SOLE             69816
DREAMWORKS ANIMATION SKG INC        CL A               26153C103   604      15131      SH           SOLE             15131
DRESS BARN INC                      COM                261570105   416      18001      SH           SOLE             18001
DRYSHIPS INC                        SHS                Y2109Q101    79      13509      SH           SOLE             13509
DST SYS INC DEL                     COM                233326107   714      16392      SH           SOLE             16392
DTE ENERGY CO                       COM                233331107   741      17002      SH           SOLE             17002
DUKE REALTY CORP                    COM NEW            264411505   776      63757      SH           SOLE             63757
DYCOM INDS INC                      COM                267475101   129      16008      SH           SOLE             16008
DYNCORP INTL INC                    CL A               26817C101   205      14286      SH           SOLE             14286
DYNEGY INC DEL                      CL A               26817G102   279     154110      SH           SOLE             154110
E HOUSE CHINA HLDGS LTD             ADR                26852W103   207      11405      SH           SOLE             11405
E M C CORP MASS                     COM                268648102   6089    348524      SH           SOLE             348524
E TRADE FINANCIAL CORP              COM                269246104    45      25707      SH           SOLE             25707
EAGLE MATERIALS INC                 COM                26969P108   1040     39907      SH           SOLE             39907
EARTHLINK INC                       COM                270321102   263      31608      SH           SOLE             31608
EASTMAN CHEM CO                     COM                277432100   3169     52608      SH           SOLE             52608
EATON CORP                          COM                278058102   3632     57088      SH           SOLE             57088
EATON VANCE ENH EQTY INC FD         COM                278277108   160      11200      SH           SOLE             11200
EATON VANCE TX MGD DIV EQ IN        COM                27828N102   207      15800      SH           SOLE             15800
ECLIPSYS CORP                       COM                278856109   1145     61846      SH           SOLE             61846
ECOLAB INC                          COM                278865100   7204    161600      SH           SOLE             161600
EDISON INTL                         COM                281020107   4142    119094      SH           SOLE             119094
EDUCATION RLTY TR INC               COM                28140H104   717     148085      SH           SOLE             148085
EDWARDS LIFESCIENCES CORP           COM                28176E108   403      4637       SH           SOLE              4637
EL PASO CORP                        COM                28336L109   3399    345790      SH           SOLE             345790
EL PASO ELEC CO                     COM NEW            283677854   219      10793      SH           SOLE             10793
ELECTRO SCIENTIFIC INDS             COM                285229100   148      13697      SH           SOLE             13697
EMCOR GROUP INC                     COM                29084Q100   208      7744       SH           SOLE              7744
EMPRESAS ICA S A DE CV              SPONS ADR NEW      292448206   145      15505      SH           SOLE             15505
ENCORE ACQUISITION CO               COM                29255W100   4404     91703      SH           SOLE             91703
ENDO PHARMACEUTICALS HLDGS I        COM                29264F205   1315     64064      SH           SOLE             64064
ENERGEN CORP                        COM                29265N108   690      14746      SH           SOLE             14746
ENERGY XXI (BERMUDA) LTD            COM SHS            G10082108    43      18651      SH           SOLE             18651
ENERPLUS RES FD                     UNIT TR G NEW      29274D604   695      30254      SH           SOLE             30254
ENERSYS                             COM                29275Y102   345      15778      SH           SOLE             15778
ENNIS INC                           COM                293389102   208      12370      SH           SOLE             12370
ENTERGY CORP NEW                    COM                29364G103   3677     44927      SH           SOLE             44927
EPICOR SOFTWARE CORP                COM                29426L108   101      13319      SH           SOLE             13319
EQT CORP                            COM                26884L109   1423     32390      SH           SOLE             32390
EQUITY LIFESTYLE PPTYS INC          COM                29472R108   3405     67460      SH           SOLE             67460
EQUITY ONE                          COM                294752100   624      38570      SH           SOLE             38570
ERESEARCHTECHNOLOGY INC             COM                29481V108    79      13135      SH           SOLE             13135
ERICSSON L M TEL CO                 ADR B SEK 10       294821608   652      70971      SH           SOLE             70971
ESSA BANCORP INC                    COM                29667D104   126      10787      SH           SOLE             10787
ESTERLINE TECHNOLOGIES CORP         COM                297425100   437      10722      SH           SOLE             10722
EURONET WORLDWIDE INC               COM                298736109   361      16442      SH           SOLE             16442
EV3 INC                             COM                26928A200   545      40853      SH           SOLE             40853
EVERGREEN SOLAR INC                 COM                30033R108    19      12342      SH           SOLE             12342
EXAR CORP                           COM                300645108   344      48446      SH           SOLE             48446
EXELON CORP                         COM                30161N101  18194    372292      SH           SOLE             372292
EXIDE TECHNOLOGIES                  COM NEW            302051206    98      13764      SH           SOLE             13764
EXPEDIA INC DEL                     COM                30212P105   1464     56910      SH           SOLE             56910
EXTERRAN HLDGS INC                  COM                30225X103   1405     65505      SH           SOLE             65505
EXXON MOBIL CORP                    COM                30231G102   9295    136310      SH           SOLE             136310
F M C CORP                          COM NEW            302491303   2298     41221      SH           SOLE             41221
FACET BIOTECH CORP                  SHS                30303Q103   4192    238871      SH           SOLE             238871
FAIRCHILD SEMICONDUCTOR INTL        COM                303726103   343      34320      SH           SOLE             34320
FAMILY DLR STORES INC               COM                307000109   9311    334559      SH           SOLE             334559
FEDERAL SIGNAL CORP                 COM                313855108    72      11915      SH           SOLE             11915
FEDERATED INVS INC PA               CL B               314211103   941      34226      SH           SOLE             34226
FEDFIRST FINL CORP                  COM                31429X105    37      10600      SH           SOLE             10600
FEI CO                              COM                30241L109   585      25036      SH           SOLE             25036
FGX INTERNATIONAL HLDGS LTD         ORD SHS            G3396L102   4137    211169      SH           SOLE             211169
FIDELITY NATIONAL FINANCIAL         CL A               31620R105   1578    117239      SH           SOLE             117239
FIDELITY NATL INFORMATION SV        COM                31620M106   3913    166935      SH           SOLE             166935
FIFTH THIRD BANCORP                 COM                316773100   256      26221      SH           SOLE             26221
FINANCIAL FED CORP                  COM                317492106   4340    157800      SH           SOLE             157800
FIRST CHESTER CNTY CORP             COM                31947W100   846      92413      SH           SOLE             92413
FIRST COMWLTH FINL CORP PA          COM                319829107   1009    216930      SH           SOLE             216930
FIRST CTZNS BANCSHARES INC N        CL A               31946M103   231      1406       SH           SOLE              1406
FIRST HORIZON NATL CORP             COM                320517105   2090    155933      SH           SOLE             155933
FIRST KEYSTONE FINL INC             COM                320655103   1083     91800      SH           SOLE             91800
FIRST TR ENHANCED EQTY INC F        COM                337318109   278      23800      SH           SOLE             23800
FIRSTMERIT CORP                     COM                337915102   1085     53849      SH           SOLE             53849
FLEXTRONICS INTL LTD                ORD                Y2573F102   2273    310910      SH           SOLE             310910
FLOWERS FOODS INC                   COM                343498101   372      15669      SH           SOLE             15669
FLOWSERVE CORP                      COM                34354P105   7918     83762      SH           SOLE             83762
FLUOR CORP NEW                      COM                343412102   2255     50063      SH           SOLE             50063
FORCE PROTECTION INC                COM NEW            345203202    80      15339      SH           SOLE             15339
FPL GROUP INC                       COM                302571104  17691    334929      SH           SOLE             334929
FRANKLIN RES INC                    COM                354613101   8297     78752      SH           SOLE             78752
FREEPORT-MCMORAN COPPER & GO        COM                35671D857   472      5876       SH           SOLE              5876
FRONTEER DEV GROUP INC              COM                35903Q106   105      26594      SH           SOLE             26594
FRONTIER OIL CORP                   COM                35914P105   454      37716      SH           SOLE             37716
FURNITURE BRANDS INTL INC           COM                360921100    56      10252      SH           SOLE             10252
GABELLI GLOBAL MULTIMEDIA TR        COM                36239Q109   192      29022      SH           SOLE             29022
GAMESTOP CORP NEW                   CL A               36467W109   4445    202610      SH           SOLE             202610
GAP INC DEL                         COM                364760108  16305    778304      SH           SOLE             778304
GARTNER INC                         COM                366651107   700      38787      SH           SOLE             38787
GATX CORP                           COM                361448103   836      29084      SH           SOLE             29084
GEN-PROBE INC NEW                   COM                36866T103   2124     49497      SH           SOLE             49497
GENERAL AMERN INVS INC              COM                368802104   382      16300      SH           SOLE             16300
GENERAL CABLE CORP DEL NEW          COM                369300108   427      14504      SH           SOLE             14504
GENERAL DYNAMICS CORP               COM                369550108   6454     94674      SH           SOLE             94674
GENERAL ELECTRIC CO                 COM                369604103  10853    717285      SH           SOLE             717285
GENERAL MARITIME CORP NEW           SHS                Y2693R101   136      19495      SH           SOLE             19495
GENESIS LEASE LTD                   ADR                37183T107   5626    630030      SH           SOLE             630030
GENOPTIX INC                        COM                37243V100   560      15758      SH           SOLE             15758
GENUINE PARTS CO                    COM                372460105   964      25398      SH           SOLE             25398
GEO GROUP INC                       COM                36159R103   604      27600      SH           SOLE             27600
GERON CORP                          COM                374163103   114      20453      SH           SOLE             20453
GFI GROUP INC                       COM                361652209    47      10435      SH           SOLE             10435
GLACIER BANCORP INC NEW             COM                37637Q105   1212     88316      SH           SOLE             88316
GLAXOSMITHKLINE PLC                 SPONSORED ADR      37733W105   856      20256      SH           SOLE             20256
GLOBAL CASH ACCESS HLDGS INC        COM                378967103    83      11134      SH           SOLE             11134
GOLD FIELDS LTD NEW                 SPONSORED ADR      38059T106   241      18394      SH           SOLE             18394
GOLDMAN SACHS GROUP INC             COM                38141G104   3571     21149      SH           SOLE             21149
GOODYEAR TIRE & RUBR CO             COM                382550101   142      10048      SH           SOLE             10048
GOVERNMENT PPTYS INCOME TR          COM SHS BEN INT    38376A103   516      22462      SH           SOLE             22462
GRACE W R & CO DEL NEW              COM                38388F108   278      10978      SH           SOLE             10978
GRAINGER W W INC                    COM                384802104   5278     54504      SH           SOLE             54504
GRAN TIERRA ENERGY INC              COM                38500T101    99      17316      SH           SOLE             17316
GREENHILL & CO INC                  COM                395259104   797      9927       SH           SOLE              9927
GREENLIGHT CAPITAL RE LTD           CLASS A            G4095J109   287      12180      SH           SOLE             12180
GUARANTY BANCORP DEL                COM                40075T102    48      36135      SH           SOLE             36135
GUESS INC                           COM                401617105   1356     32048      SH           SOLE             32048
GYMBOREE CORP                       COM                403777105   600      13773      SH           SOLE             13773
H & Q HEALTHCARE FD                 SH BEN INT         404052102   1596    134696      SH           SOLE             134696
HAEMONETICS CORP                    COM                405024100   914      16565      SH           SOLE             16565
HALLIBURTON CO                      COM                406216101   9526    316593      SH           SOLE             316593
HALOZYME THERAPEUTICS INC           COM                40637H109   101      17208      SH           SOLE             17208
HANESBRANDS INC                     COM                410345102   1071     44404      SH           SOLE             44404
HANGER ORTHOPEDIC GROUP INC         COM NEW            41043F208   309      22308      SH           SOLE             22308
HARLEYSVILLE NATL CORP PA           COM                412850109   5191    807276      SH           SOLE             807276
HARMAN INTL INDS INC                COM                413086109   2456     69615      SH           SOLE             69615
HARRIS CORP DEL                     COM                413875105   309      6505       SH           SOLE              6505
HARRIS STRATEX NTWRKS INC           CL A               41457P106   144      20832      SH           SOLE             20832
HARTE-HANKS INC                     COM                416196103   156      14512      SH           SOLE             14512
HARTFORD FINL SVCS GROUP INC        COM                416515104   5956    256069      SH           SOLE             256069
HARVEST ENERGY TR                   TRUST UNIT         41752X101   203      21618      SH           SOLE             21618
HAWAIIAN HOLDINGS INC               COM                419879101   108      15494      SH           SOLE             15494
HCP INC                             COM                40414L109   3072    100588      SH           SOLE             100588
HEALTH CARE REIT INC                COM                42217K106  10805    243787      SH           SOLE             243787
HEARTLAND EXPRESS INC               COM                422347104   567      37113      SH           SOLE             37113
HEINZ H J CO                        COM                423074103   3814     89202      SH           SOLE             89202
HELIX ENERGY SOLUTIONS GRP I        COM                42330P107   1028     87498      SH           SOLE             87498
HELMERICH & PAYNE INC               COM                423452101   1413     35442      SH           SOLE             35442
HENRY JACK & ASSOC INC              COM                426281101   1786     77180      SH           SOLE             77180
HERBALIFE LTD                       COM USD SHS        G4412G101   406      9999       SH           SOLE              9999
HEWLETT PACKARD CO                  COM                428236103  11569    224596      SH           SOLE             224596
HILLENBRAND INC                     COM                431571108   395      20955      SH           SOLE             20955
HILLTOP HOLDINGS INC                COM                432748101   145      12433      SH           SOLE             12433
HIMAX TECHNOLOGIES INC              SPONSORED ADR      43289P106    48      17214      SH           SOLE             17214
HOLLY CORP                          COM PAR $0.01      435758305   763      29767      SH           SOLE             29767
HOLOGIC INC                         COM                436440101   1049     72363      SH           SOLE             72363
HONEYWELL INTL INC                  COM                438516106   5664    144496      SH           SOLE             144496
HORMEL FOODS CORP                   COM                440452100   2636     68563      SH           SOLE             68563
HOT TOPIC INC                       COM                441339108   289      45524      SH           SOLE             45524
HOVNANIAN ENTERPRISES INC           CL A               442487203    68      17777      SH           SOLE             17777
HRPT PPTYS TR                       COM SH BEN INT     40426W101   155      23972      SH           SOLE             23972
HSBC HLDGS PLC                      SPON ADR NEW       404280406   561      9823       SH           SOLE              9823
HUDSON CITY BANCORP                 COM                443683107   5381    391928      SH           SOLE             391928
HUGOTON RTY TR TEX                  UNIT BEN INT       444717102   314      19556      SH           SOLE             19556
HUMANA INC                          COM                444859102   912      20770      SH           SOLE             20770
HUNT J B TRANS SVCS INC             COM                445658107   3918    121407      SH           SOLE             121407
I2 TECHNOLOGIES INC                 COM NEW            465754208   4289    224322      SH           SOLE             224322
ICO INC NEW                         COM                449293109   3857    527612      SH           SOLE             527612
ICONIX BRAND GROUP INC              COM                451055107   615      48506      SH           SOLE             48506
ICT GROUP INC                       COM                44929Y101   4064    248866      SH           SOLE             248866
ICU MED INC                         COM                44930G107   307      8422       SH           SOLE              8422
IDEX CORP                           COM                45167R104   457      14664      SH           SOLE             14664
ILLINOIS TOOL WKS INC               COM                452308109   3439     71665      SH           SOLE             71665
IMMUNOGEN INC                       COM                45253H101   185      23529      SH           SOLE             23529
IMMUNOMEDICS INC                    COM                452907108    43      13379      SH           SOLE             13379
IMS HEALTH INC                      COM                449934108   4363    207166      SH           SOLE             207166
INDEPENDENT BANK CORP MASS          COM                453836108   280      13409      SH           SOLE             13409
INFORMATION SERVICES GROUP I        COM                45675Y104    86      26999      SH           SOLE             26999
ING GROEP N V                       SPONSORED ADR      456837103   111      11266      SH           SOLE             11266
INGERSOLL-RAND PLC                  SHS                G47791101   840      23497      SH           SOLE             23497
INGRAM MICRO INC                    CL A               457153104   3417    195844      SH           SOLE             195844
INSITUFORM TECHNOLOGIES INC         CL A               457667103   417      18363      SH           SOLE             18363
INSPIRE PHARMACEUTICALS INC         COM                457733103   185      33428      SH           SOLE             33428
INTEGRATED DEVICE TECHNOLOGY        COM                458118106   1259    194582      SH           SOLE             194582
INTEGRYS ENERGY GROUP INC           COM                45822P105   1690     40241      SH           SOLE             40241
INTEL CORP                          COM                458140100   2889    141635      SH           SOLE             141635
INTERNATIONAL ABSORBENTS INC        COM NO PAR         45885E203   295      64240      SH           SOLE             64240
INTERNATIONAL BUSINESS MACHS        COM                459200101  21108    161256      SH           SOLE             161256
INTERNATIONAL COAL GRP INC N        COM                45928H106   141      36539      SH           SOLE             36539
INTERNATIONAL FLAVORS^FRAGRA        COM                459506101   388      9437       SH           SOLE              9437
INTERNATIONAL GAME TECHNOLOG        COM                459902102   523      27884      SH           SOLE             27884
INTERSTATE HOTELS & RESRTS I        COM                46088S106   2794    1270200     SH           SOLE            1270200
INTERVAL LEISURE GROUP INC          COM                46113M108   250      20078      SH           SOLE             20078
INTL PAPER CO                       COM                460146103   5650    210983      SH           SOLE             210983
INVACARE CORP                       COM                461203101   352      14099      SH           SOLE             14099
INVENTIV HEALTH INC                 COM                46122E105   324      20049      SH           SOLE             20049
ION GEOPHYSICAL CORP                COM                462044108   108      18243      SH           SOLE             18243
IRON MTN INC                        COM                462846106   3658    160739      SH           SOLE             160739
ISHARES INC                         MSCI MEX INVEST    464286822   2175     44500      SH           SOLE             44500
ISHARES INC                         MSCI BRAZIL        464286400  10385    139191      SH           SOLE             139191
ISHARES SILVER TRUST                ISHARES            46428Q109   4125    248929      SH           SOLE             248929
ISHARES TR                          HIGH YLD CORP      464288513   1045     11900      SH           SOLE             11900
ISHARES TR INDEX                    BARCLYS TIPS BD    464287176   1049     10100      SH           SOLE             10100
ISHARES TR INDEX                    MSCI EMERG MKT     464287234   3076     74119      SH           SOLE             74119
ISHARES TR INDEX                    RUSSELL 2000       464287655  11001    176700      SH     PUT   SOLE             176700
ISHARES TR INDEX                    DJ US REAL EST     464287739   8436    183700      SH     CALL  SOLE             183700
ISIS PHARMACEUTICALS INC            COM                464330109   377      33952      SH           SOLE             33952
ITT CORP NEW                        COM                450911102   337      6773       SH           SOLE              6773
J2 GLOBAL COMMUNICATIONS INC        COM NEW            46626E205   502      24665      SH           SOLE             24665
JABIL CIRCUIT INC                   COM                466313103   1470     84638      SH           SOLE             84638
JACK IN THE BOX INC                 COM                466367109   490      24924      SH           SOLE             24924
JACOBS ENGR GROUP INC DEL           COM                469814107   1148     30523      SH           SOLE             30523
JAKKS PAC INC                       COM                47012E106   392      32354      SH           SOLE             32354
JAMES RIVER COAL CO                 COM NEW            470355207   204      11060      SH           SOLE             11060
JANUS CAP GROUP INC                 COM                47102X105   645      47971      SH           SOLE             47971
JAVELIN PHARMACEUTICALS INC         COM                471894105   380     292300      SH           SOLE             292300
JEFFERIES GROUP INC NEW             COM                472319102   1953     82289      SH           SOLE             82289
JETBLUE AIRWAYS CORP                COM                477143101   2389    438390      SH           SOLE             438390
JOHNSON & JOHNSON                   COM                478160104  27003    419229      SH           SOLE             419229
JOHNSON CTLS INC                    COM                478366107   4387    161041      SH           SOLE             161041
JOS A BANK CLOTHIERS INC            COM                480838101   455      10792      SH           SOLE             10792
KAYDON CORP                         COM                486587108   411      11496      SH           SOLE             11496
KB HOME                             COM                48666K109   2070    151286      SH           SOLE             151286
KBR INC                             COM                48242W106   2095    110262      SH           SOLE             110262
KELLOGG CO                          COM                487836108   4605     86556      SH           SOLE             86556
KEYCORP NEW                         COM                493267108   1322    238257      SH           SOLE             238257
KINETIC CONCEPTS INC                COM NEW            49460W208   985      26159      SH           SOLE             26159
KIRBY CORP                          COM                497266106   491      14105      SH           SOLE             14105
KOHLS CORP                          COM                500255104  10305    191084      SH           SOLE             191084
KONGZHONG CORP                      SPONSORED ADR      50047P104   298      24025      SH           SOLE             24025
KOPIN CORP                          COM                500600101   131      31228      SH           SOLE             31228
KOREA FD                            COM NEW            500634209   384      10800      SH           SOLE             10800
LABORATORY CORP AMER HLDGS          COM NEW            50540R409   5870     78440      SH           SOLE             78440
LAM RESEARCH CORP                   COM                512807108   901      22990      SH           SOLE             22990
LANCASTER COLONY CORP               COM                513847103   842      16940      SH           SOLE             16940
LANDAUER INC                        COM                51476K103   215      3498       SH           SOLE              3498
LAUDER ESTEE COS INC                CL A               518439104   794      16416      SH           SOLE             16416
LAWSON SOFTWARE INC NEW             COM                52078P102   608      91422      SH           SOLE             91422
LENDER PROCESSING SVCS INC          COM                52602E102   317      7804       SH           SOLE              7804
LENNAR CORP                         CL B               526057302   341      34657      SH           SOLE             34657
LENNAR CORP                         CL A               526057104   2729    213739      SH           SOLE             213739
LEXMARK INTL NEW                    CL A               529771107   2881    110897      SH           SOLE             110897
LIBERTY ALL STAR EQUITY FD          SH BEN INT         530158104   397      91700      SH           SOLE             91700
LIBERTY GLOBAL INC                  COM SER A          530555101   699      31918      SH           SOLE             31918
LIBERTY MEDIA CORP NEW              LIB STAR COM A     53071M708   268      5803       SH           SOLE              5803
LIFE TIME FITNESS INC               COM                53217R207   726      29104      SH           SOLE             29104
LIMITED BRANDS INC                  COM                532716107   1020     53013      SH           SOLE             53013
LINCOLN EDL SVCS CORP               COM                533535100   247      11417      SH           SOLE             11417
LINDSAY CORP                        COM                535555106   584      14660      SH           SOLE             14660
LIONBRIDGE TECHNOLOGIES INC         COM                536252109    34      15000      SH           SOLE             15000
LIVE NATION INC                     COM                538034109   4150    487718      SH           SOLE             487718
LOCKHEED MARTIN CORP                COM                539830109   8607    114222      SH           SOLE             114222
LSI CORPORATION                     COM                502161102   1368    227652      SH           SOLE             227652
LUBRIZOL CORP                       COM                549271104   1496     20506      SH           SOLE             20506
MACERICH CO                         COM                554382101   1248     34704      SH           SOLE             34704
MADDEN STEVEN LTD                   COM                556269108   476      11537      SH           SOLE             11537
MADISON CLAYMORE CALL &EQTY;         COM                556582104   114      12800      SH           SOLE             12800
MANHATTAN ASSOCS INC                COM                562750109   268      11165      SH           SOLE             11165
MANPOWER INC                        COM                56418H100   2140     39200      SH           SOLE             39200
MARATHON OIL CORP                   COM                565849106  11473    367481      SH           SOLE             367481
MARINER ENERGY INC                  COM                56845T305   1294    111465      SH           SOLE             111465
MARKEL CORP                         COM                570535104   669      1969       SH           SOLE              1969
MARKET VECTORS ETF TR               GOLD MINER ETF     57060U100   2608     56435      SH           SOLE             56435
MARSH & MCLENNAN COS INC            COM                571748102   7111    322042      SH           SOLE             322042
MARTEK BIOSCIENCES CORP             COM                572901106   194      10217      SH           SOLE             10217
MARVEL ENTERTAINMENT INC            COM                57383T103   6982    129100      SH           SOLE             129100
MASTEC INC                          COM                576323109   172      13759      SH           SOLE             13759
MATTEL INC                          COM                577081102   2590    129615      SH           SOLE             129615
MATTHEWS INTL CORP                  CL A               577128101   336      9481       SH           SOLE              9481
MBIA INC                            COM                55262C100   415     104354      SH           SOLE             104354
MCCORMICK & CO INC                  COM NON VTG        579780206   1533     42432      SH           SOLE             42432
MCGRAW HILL COS INC                 COM                580645109   9362    279365      SH           SOLE             279365
MCKESSON CORP                       COM                58155Q103   7018    112289      SH           SOLE             112289
MCMORAN EXPLORATION CO              COM                582411104   123      15364      SH           SOLE             15364
MDU RES GROUP INC                   COM                552690109   420      17793      SH           SOLE             17793
MECHEL OAO                          SPONSORED ADR      583840103   1426     75797      SH           SOLE             75797
MELCO CROWN ENTMT LTD               ADR                585464100   256      76239      SH           SOLE             76239
MENS WEARHOUSE INC                  COM                587118100   455      21613      SH           SOLE             21613
MEREDITH CORP                       COM                589433101   575      18647      SH           SOLE             18647
MERIDIAN BIOSCIENCE INC             COM                589584101   605      28066      SH           SOLE             28066
METLIFE INC                         COM                59156R108   3348     94716      SH           SOLE             94716
METROPCS COMMUNICATIONS INC         COM                591708102   431      56500      SH           SOLE             56500
MFA FINANCIAL INC                   COM                55272X102    87      11900      SH           SOLE             11900
MICROCHIP TECHNOLOGY INC            COM                595017104   3146    108287      SH           SOLE             108287
MICROSOFT CORP                      COM                594918104   1828     59959      SH           SOLE             59959
MINERALS TECHNOLOGIES INC           COM                603158106   1029     18899      SH           SOLE             18899
MIZUHO FINL GROUP INC               SPONSORED ADR      60687Y109    73      20620      SH           SOLE             20620
MKS INSTRUMENT INC                  COM                55306N104   354      20367      SH           SOLE             20367
MOLSON COORS BREWING CO             CL B               60871R209   2773     61400      SH           SOLE             61400
MOODYS CORP                         COM                615369105   1155     43093      SH           SOLE             43093
MORGAN STANLEY                      COM NEW            617446448   9362    316276      SH           SOLE             316276
MOTOROLA INC                        COM                620076109  15637    2015037     SH           SOLE            2015037
MPS GROUP INC                       COM                553409103   6703    487850      SH           SOLE             487850
MSC INDL DIRECT INC                 CL A               553530106   633      13468      SH           SOLE             13468
MSCI INC                            CL A               55354G100   1213     38158      SH           SOLE             38158
MURPHY OIL CORP                     COM                626717102   6540    120672      SH           SOLE             120672
MVC CAPITAL INC                     COM                553829102   191      16200      SH           SOLE             16200
MYLAN INC                           COM                628530107   3826    207617      SH           SOLE             207617
NASDAQ OMX GROUP INC                COM                631103108   2310    116546      SH           SOLE             116546
NATIONAL FINL PARTNERS CORP         COM                63607P208   139      17144      SH           SOLE             17144
NATIONAL FUEL GAS CO N J            COM                636180101   1125     22508      SH           SOLE             22508
NATIONAL INSTRS CORP                COM                636518102   375      12720      SH           SOLE             12720
NATIONAL OILWELL VARCO INC          COM                637071101   6035    136883      SH           SOLE             136883
NATIONAL PENN BANCSHARES INC        COM                637138108   1797    310446      SH           SOLE             310446
NATIONWIDE HEALTH PPTYS INC         COM                638620104   9062    257585      SH           SOLE             257585
NAVIGATORS GROUP INC                COM                638904102   265      5633       SH           SOLE              5633
NAVISTAR INTL CORP NEW              COM                63934E108   619      16008      SH           SOLE             16008
NCI BUILDING SYS INC                COM                628852105    19      10448      SH           SOLE             10448
NCR CORP NEW                        COM                62886E108   1549    139198      SH           SOLE             139198
NET 1 UEPS TECHNOLOGIES INC         COM NEW            64107N206   359      18461      SH           SOLE             18461
NETEASE COM INC                     SPONSORED ADR      64110W102   3610     95952      SH           SOLE             95952
NETFLIX INC                         COM                64110L106   1912     34704      SH           SOLE             34704
NEUSTAR INC                         CL A               64126X201   778      33749      SH           SOLE             33749
NEUTRAL TANDEM INC                  COM                64128B108   1393     61221      SH           SOLE             61221
NEW JERSEY RES                      COM                646025106   941      25167      SH           SOLE             25167
NEWALLIANCE BANCSHARES INC          COM                650203102   1721    143321      SH           SOLE             143321
NEWFIELD EXPL CO                    COM                651290108   2193     45478      SH           SOLE             45478
NEWMONT MINING CORP                 COM                651639106   9301    196602      SH           SOLE             196602
NEWPORT CORP                        COM                651824104   114      12445      SH           SOLE             12445
NEXEN INC                           COM                65334H102   5284    220797      SH           SOLE             220797
NFJ DIVID INT & PREM STRTGY         COM SHS            65337H109   926      62800      SH           SOLE             62800
NII HLDGS INC                       CL B NEW           62913F201   315      9383       SH           SOLE              9383
NIKE INC                            CL B               654106103   7984    120839      SH           SOLE             120839
NIPPON TELEG & TEL CORP             SPONSORED ADR      654624105   344      17426      SH           SOLE             17426
NOBLE CORPORATION BAAR              NAMEN -AKT         H5833N103   2256     55422      SH           SOLE             55422
NOBLE ENERGY INC                    COM                655044105   4426     62139      SH           SOLE             62139
NORDIC AMERICAN TANKER SHIPP        COM                G65773106   374      12457      SH           SOLE             12457
NORDSTROM INC                       COM                655664100   686      18258      SH           SOLE             18258
NORTHWESTERN CORP                   COM NEW            668074305   733      28180      SH           SOLE             28180
NOVARTIS A G                        SPONSORED ADR      66987V109   323      5939       SH           SOLE              5939
NOVATEL WIRELESS INC                COM NEW            66987M604   125      15654      SH           SOLE             15654
NOVELL INC                          COM                670006105   1096    264141      SH           SOLE             264141
NOVELLUS SYS INC                    COM                670008101   2535    108610      SH           SOLE             108610
NOVO-NORDISK A S                    ADR                670100205   431      6746       SH           SOLE              6746
NPS PHARMACEUTICALS INC             COM                62936P103   165      48600      SH           SOLE             48600
NRG ENERGY INC                      COM NEW            629377508   4478    189668      SH           SOLE             189668
NTT DOCOMO INC                      SPONS ADR          62942M201   352      25172      SH           SOLE             25172
NU SKIN ENTERPRISES INC             CL A               67018T105   276      10265      SH           SOLE             10265
NUANCE COMMUNICATIONS INC           COM                67020Y100   2023    130258      SH           SOLE             130258
NUTRI SYS INC NEW                   COM                67069D108   529      16974      SH           SOLE             16974
NUVEEN CORE EQUITY ALPHA FUN        COM                67090X107   204      16700      SH           SOLE             16700
NUVEEN EQTY PRM OPPORTUNITYF        COM                6706EM102   260      19700      SH           SOLE             19700
NUVEEN EQUITY PREM & GROWTH         COM                6706EW100   207      15800      SH           SOLE             15800
NUVEEN EQUITY PREM ADV FD           COM                6706ET107   329      25200      SH           SOLE             25200
NUVEEN EQUITY PREM INCOME FD        COM                6706ER101   205      15800      SH           SOLE             15800
NV ENERGY INC                       COM                67073Y106   980      79152      SH           SOLE             79152
NVR INC                             COM                62944T105   1476     2077       SH           SOLE              2077
NYSE EURONEXT                       COM                629491101   2302     90994      SH           SOLE             90994
O REILLY AUTOMOTIVE INC             COM                686091109   5651    148248      SH           SOLE             148248
OCWEN FINL CORP                     COM NEW            675746309   146      15244      SH           SOLE             15244
ODYSSEY HEALTHCARE INC              COM                67611V101   269      17245      SH           SOLE             17245
OFFICEMAX INC DEL                   COM                67622P101   379      29836      SH           SOLE             29836
OGE ENERGY CORP                     COM                670837103   1002     27156      SH           SOLE             27156
OLD MUTUAL CLAYMORE LNG SHT         COM                68003N103   197      23200      SH           SOLE             23200
OLD REP INTL CORP                   COM                680223104   1027    102313      SH           SOLE             102313
OLIN CORP                           COM PAR $1         680665205   701      40031      SH           SOLE             40031
OM GROUP INC                        COM                670872100   645      20548      SH           SOLE             20548
ON2 TECHNOLOGIES INC                COM                68338A107   644     1055300     SH           SOLE            1055300
OPENWAVE SYS INC                    COM NEW            683718308    61      26866      SH           SOLE             26866
OPTIMER PHARMACEUTICALS INC         COM                68401H104   216      19122      SH           SOLE             19122
ORACLE CORP                         COM                68389X105  12589    513218      SH           SOLE             513218
ORIGIN AGRITECH LIMITED             SHS                G67828106   231      19649      SH           SOLE             19649
ORMAT TECHNOLOGIES INC              COM                686688102   322      8512       SH           SOLE              8512
ORTHOVITA INC                       COM                68750U102   147      41799      SH           SOLE             41799
OWENS ILL INC                       COM NEW            690768403   505      15366      SH           SOLE             15366
OXFORD INDS INC                     COM                691497309   457      22084      SH           SOLE             22084
P F CHANGS CHINA BISTRO INC         COM                69333Y108   483      12745      SH           SOLE             12745
PACCAR INC                          COM                693718108  10494    289337      SH           SOLE             289337
PACTIV CORP                         COM                695257105   1019     42197      SH           SOLE             42197
PAIN THERAPEUTICS INC               COM                69562K100    84      15587      SH           SOLE             15587
PALM INC NEW                        COM                696643105   754      75211      SH           SOLE             75211
PAPA JOHNS INTL INC                 COM                698813102   447      19116      SH           SOLE             19116
PARAMETRIC TECHNOLOGY CORP          COM NEW            699173209   608      37211      SH           SOLE             37211
PARKER HANNIFIN CORP                COM                701094104   5504    102157      SH           SOLE             102157
PARTNERRE LTD                       COM                G6852T105   2979     39899      SH           SOLE             39899
PAYCHEX INC                         COM                704326107   6324    206389      SH           SOLE             206389
PDL BIOPHARMA INC                   COM                69329Y104   776     113124      SH           SOLE             113124
PEABODY ENERGY CORP                 COM                704549104   5461    120786      SH           SOLE             120786
PENN WEST ENERGY TR                 TR UNIT            707885109   1073     60977      SH           SOLE             60977
PENNEY J C INC                      COM                708160106   8603    323311      SH           SOLE             323311
PENSKE AUTOMOTIVE GRP INC           COM                70959W103   784      51623      SH           SOLE             51623
PENSON WORLDWIDE INC                COM                709600100   123      13600      SH           SOLE             13600
PEP BOYS MANNY MOE & JACK           COM                713278109   202      23820      SH           SOLE             23820
PEPCO HOLDINGS INC                  COM                713291102   1423     84446      SH           SOLE             84446
PEPSI BOTTLING GROUP INC            COM                713409100   7753    206758      SH           SOLE             206758
PERFECT WORLD CO LTD                SPON ADR REP B     71372U104   365      9257       SH           SOLE              9257
PERFICIENT INC                      COM                71375U101   111      13186      SH           SOLE             13186
PERRIGO CO                          COM                714290103   1086     27263      SH           SOLE             27263
PETROCHINA CO LTD                   SPONSORED     ADR  71646E100   387      3253       SH           SOLE              3253
PETROHAWK ENERGY CORP               COM                716495106   2699    112500      SH           SOLE             112500
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR      71654V408   2777     58234      SH           SOLE             58234
PETROQUEST ENERGY INC               COM                716748108    93      15160      SH           SOLE             15160
PETSMART INC                        COM                716768106   1792     67145      SH           SOLE             67145
PFIZER INC                          COM                717081103   3782    207941      SH           SOLE             207941
PG^E CORP                           COM                69331C108   5360    120038      SH           SOLE             120038
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT     71712A206   2079     31500      SH           SOLE             31500
PHARMERICA CORP                     COM                71714F104   735      46300      SH           SOLE             46300
PHASE FORWARD INC                   COM                71721R406   194      12646      SH           SOLE             12646
PHILIP MORRIS INTL INC              COM                718172109  10636    220705      SH           SOLE             220705
PHILIPPINE LONG DISTANCE TEL        SPONSORED ADR      718252604   1079     19036      SH           SOLE             19036
PHILLIPS VAN HEUSEN CORP            COM                718592108   1211     29766      SH           SOLE             29766
PICO HLDGS INC                      COM NEW            693366205   235      7167       SH           SOLE              7167
PINNACLE ENTMT INC                  COM                723456109   177      19663      SH           SOLE             19663
PITNEY BOWES INC                    COM                724479100   3793    166669      SH           SOLE             166669
PLAINS EXPL& PRODTN CO              COM                726505100   1602     57935      SH           SOLE             57935
PLEXUS CORP                         COM                729132100   427      14981      SH           SOLE             14981
PMC-SIERRA INC                      COM                69344F106   257      29733      SH           SOLE             29733
PMI GROUP INC                       COM                69344M101   115      45461      SH           SOLE             45461
PNC FINL SVCS GROUP INC             COM                693475105   4232     80171      SH           SOLE             80171
POLARIS INDS INC                    COM                731068102   1199     27471      SH           SOLE             27471
POLYMET MINING CORP                 COM                731916102    38      12369      SH           SOLE             12369
PORTFOLIO RECOVERY ASSOCS IN        COM                73640Q105   338      7533       SH           SOLE              7533
PORTLAND GEN ELEC CO                COM NEW            736508847   933      45694      SH           SOLE             45694
POSCO                               SPONSORED ADR      693483109   342      2607       SH           SOLE              2607
POTASH CORP SASK INC                COM                73755L107  11318    104309      SH           SOLE             104309
POTLATCH CORP NEW                   COM                737630103   493      15462      SH           SOLE             15462
POWERSHS DB MULTI SECT COMM         DB AGRICULT FD     73936B408   296      11200      SH           SOLE             11200
PPG INDS INC                        COM                693506107  10670    182261      SH           SOLE             182261
PRAXAIR INC                         COM                74005P104   5643     70268      SH           SOLE             70268
PRESTIGE BRANDS HLDGS INC           COM                74112D101   128      16323      SH           SOLE             16323
PRIDE INTL INC DEL                  COM                74153Q102   513      16083      SH           SOLE             16083
PRIVATEBANCORP INC                  COM                742962103   327      36494      SH           SOLE             36494
PROASSURANCE CORP                   COM                74267C106   203      3775       SH           SOLE              3775
PROCTER & GAMBLE CO                 COM                742718109  11832    195152      SH           SOLE             195152
PROGRESS SOFTWARE CORP              COM                743312100   469      16052      SH           SOLE             16052
PROSHARES TR                        ULTRPRO S^P500     74347X864   1688     11200      SH           SOLE             11200
PROSHARES TR                        PSHS ULTSHRT QQQ   74347R875   267      14000      SH           SOLE             14000
PROSHARES TR                        PSHS ULSHT SP500   74347R883   878      25064      SH           SOLE             25064
PROSHARES TR                        PSHS ULTRSHT O^G   74347R586   355      27840      SH           SOLE             27840
PROSHARES TR                        PSHS ULTASH DW30   74347R867   911      30899      SH           SOLE             30899
PROSHARES TR                        PSHS ULSHRUS2000   74347R834   2252     89400      SH           SOLE             89400
PROSHARES TR                        PSHS ULTRUSS2000   74347R842   2920    103000      SH     CALL  SOLE             103000
PROSHARES TR                        PSHS ULTSHT FINL   74347R628   3190    131701      SH           SOLE             131701
PROSHARES TR                        PSHS UL XIN CH25   74347R321   1145    136413      SH           SOLE             136413
PROSHARES TR                        PSHS ULSHRUS2000   74347R834   4632    183900      SH     PUT   SOLE             183900
PROSHARES TR                        PSHS REAL ESTAT    74347R552   1723    230097      SH           SOLE             230097
PROSHARES TR                        PSHS ULTSH 20YRS   74347R297  31524    632000      SH     CALL  SOLE             632000
PROSHARES TR II                     ULTRA GOLD         74347W601   916      20500      SH           SOLE             20500
PROTECTIVE LIFE CORP                COM                743674103   577      34861      SH           SOLE             34861
PROVIDENT FINL SVCS INC             COM                74386T105   726      68152      SH           SOLE             68152
PROVIDENT NEW YORK BANCORP          COM                744028101   298      35360      SH           SOLE             35360
PSYCHIATRIC SOLUTIONS INC           COM                74439H108   433      20504      SH           SOLE             20504
PUBLIC STORAGE                      COM                74460D109   5482     67311      SH           SOLE             67311
PUBLIC SVC ENTERPRISE GROUP         COM                744573106   4629    139204      SH           SOLE             139204
QIAGEN N V                          ORD                N72482107   761      34075      SH           SOLE             34075
QLOGIC CORP                         COM                747277101   4332    229596      SH           SOLE             229596
QUANTA SVCS INC                     COM                74762E102   706      33898      SH           SOLE             33898
QUESTAR CORP                        COM                748356102   3490     83959      SH           SOLE             83959
QUESTCOR PHARMACEUTICALS INC        COM                74835Y101   240      50524      SH           SOLE             50524
QUICKSILVER RESOURCES INC           COM                74837R104   367      24425      SH           SOLE             24425
QUIDEL CORP                         COM                74838J101   402      29230      SH           SOLE             29230
QWEST COMMUNICATIONS INTL IN        COM                749121109   676     160535      SH           SOLE             160535
RADIANT SYSTEMS INC                 COM                75025N102   132      12719      SH           SOLE             12719
RAM ENERGY RESOURCES INC            COM                75130P109    28      13678      SH           SOLE             13678
RANDGOLD RES LTD                    ADR                752344309   426      5388       SH           SOLE              5388
RANGE RES CORP                      COM                75281A109   4296     86170      SH           SOLE             86170
RAYONIER INC                        COM                754907103   2071     49123      SH           SOLE             49123
RAYTHEON CO                         COM NEW            755111507   8924    173214      SH           SOLE             173214
REALTY INCOME CORP                  COM                756109104   618      23861      SH           SOLE             23861
REGAL BELOIT CORP                   COM                758750103   369      7107       SH           SOLE              7107
REGENCY CTRS CORP                   COM                758849103   4026    114834      SH           SOLE             114834
REGIS CORP MINN                     COM                758932107   709      45527      SH           SOLE             45527
REHABCARE GROUP INC                 COM                759148109   276      9085       SH           SOLE              9085
REINSURANCE GROUP AMER INC          COM NEW            759351604   797      16732      SH           SOLE             16732
RELIANCE STEEL & ALUMINUM CO        COM                759509102   866      20043      SH           SOLE             20043
RELM WIRELESS CORP                  COM                759525108    44      14000      SH           SOLE             14000
RENASANT CORP                       COM                75970E107   145      10636      SH           SOLE             10636
RENT A CTR INC NEW                  COM                76009N100   1363     76917      SH           SOLE             76917
REPUBLIC AWYS HLDGS INC             COM                760276105   221      29894      SH           SOLE             29894
REPUBLIC FIRST BANCORP INC          COM                760416107   187      43746      SH           SOLE             43746
REPUBLIC SVCS INC                   COM                760759100   4463    157651      SH           SOLE             157651
RESEARCH IN MOTION LTD              COM                760975102   5493     81336      SH           SOLE             81336
RETAIL HOLDRS TR                    DEP RCPT           76127U101   1370     14600      SH           SOLE             14600
RF MICRODEVICES INC                 COM                749941100   930     195017      SH           SOLE             195017
RITCHIE BROS AUCTIONEERS            COM                767744105   578      25790      SH           SOLE             25790
RLI CORP                            COM                749607107   260      4888       SH           SOLE              4888
ROBBINS & MYERS INC                 COM                770196103   595      25287      SH           SOLE             25287
ROGERS CORP                         COM                775133101   235      7769       SH           SOLE              7769
ROPER INDS INC NEW                  COM                776696106   1043     19911      SH           SOLE             19911
ROSS STORES INC                     COM                778296103   7582    177518      SH           SOLE             177518
ROWAN COS INC                       COM                779382100   6229    275127      SH           SOLE             275127
ROYAL GOLD INC                      COM                780287108   1415     30039      SH           SOLE             30039
ROYCE FOCUS TR                      COM                78080N108   122      19200      SH           SOLE             19200
ROYCE VALUE TR INC                  COM                780910105   286      26500      SH           SOLE             26500
RPM INTL INC                        COM                749685103   1053     51775      SH           SOLE             51775
RYDER SYS INC                       COM                783549108   3458     83987      SH           SOLE             83987
SAFETY INS GROUP INC                COM                78648T100   494      13625      SH           SOLE             13625
SAIC INC                            COM                78390X101   4216    222599      SH           SOLE             222599
SALLY BEAUTY HLDGS INC              COM                79546E104   176      23025      SH           SOLE             23025
SAN JUAN BASIN RTY TR               UNIT BEN INT       798241105   329      19096      SH           SOLE             19096
SANDERSON FARMS INC                 COM                800013104   446      10587      SH           SOLE             10587
SANDRIDGE ENERGY INC                COM                80007P307   286      30349      SH           SOLE             30349
SARA LEE CORP                       COM                803111103   5328    437464      SH           SOLE             437464
SATYAM COMPUTER SERVICES LTD        ADR                804098101   123      26733      SH           SOLE             26733
SAUER-DANFOSS INC                   COM                804137107   858      71429      SH           SOLE             71429
SAUL CTRS INC                       COM                804395101   214      6523       SH           SOLE              6523
SCHOOL SPECIALTY INC                COM                807863105   218      9297       SH           SOLE              9297
SCOTTS MIRACLE GRO CO               CL A               810186106   2219     56455      SH           SOLE             56455
SCRIPPS NETWORKS INTERACT IN        CL A COM           811065101   325      7833       SH           SOLE              7833
SEACOR HOLDINGS INC                 COM                811904101   1600     20979      SH           SOLE             20979
SEAGATE TECHNOLOGY                  SHS                G7945J104   971      53382      SH           SOLE             53382
SEALED AIR CORP NEW                 COM                81211K100   2563    117241      SH           SOLE             117241
SEI INVESTMENTS CO                  COM                784117103   2664    152058      SH           SOLE             152058
SELECT SECTOR SPDR TR               SBI INT-UTILS      81369Y886   2058     66400      SH           SOLE             66400
SELECT SECTOR SPDR TR               SBI INT-FINL       81369Y605   4099    284844      SH           SOLE             284844
SEMICONDUCTOR HLDRS TR              DEP RCPT           816636203   2650     94900      SH           SOLE             94900
SEMPRA ENERGY                       COM                816851109   1449     25876      SH           SOLE             25876
SEMTECH CORP                        COM                816850101   1034     60793      SH           SOLE             60793
SENIOR HSG PPTYS TR                 SH BEN INT         81721M109   1088     49732      SH           SOLE             49732
SHAW GROUP INC                      COM                820280105   2211     76907      SH           SOLE             76907
SHERWIN WILLIAMS CO                 COM                824348106   898      14567      SH           SOLE             14567
SIGMA ALDRICH CORP                  COM                826552101   6471    128010      SH           SOLE             128010
SIGNATURE BK NEW YORK N Y           COM                82669G104   689      21589      SH           SOLE             21589
SILICON LABORATORIES INC            COM                826919102   288      5951       SH           SOLE              5951
SILICONWARE PRECISION INDS L        SPONSD ADR SPL     827084864   362      51585      SH           SOLE             51585
SILVER WHEATON CORP                 COM                828336107   527      35100      SH           SOLE             35100
SIMON PPTY GROUP INC NEW            COM                828806109   1972     24714      SH           SOLE             24714
SINOENERGY CORPORATION              COM NEW            82935B202   1125    611257      SH           SOLE             611257
SINOVAC BIOTECH LTD                 SHS                P8696W104    87      13779      SH           SOLE             13779
SK TELECOM LTD                      SPONSORED ADR      78440P108   1079     66381      SH           SOLE             66381
SKYWEST INC                         COM                830879102   295      17419      SH           SOLE             17419
SMART MODULAR TECHNOLOGIES I        ORD SHS            G82245104    72      11471      SH           SOLE             11471
SMITH & WESSON HLDG CORP            COM                831756101   150      36797      SH           SOLE             36797
SMITH INTL INC                      COM                832110100   2705     99570      SH           SOLE             99570
SMITHFIELD FOODS INC                COM                832248108   1072     70542      SH           SOLE             70542
SOHU COM INC                        COM                83408W103   523      9125       SH           SOLE              9125
SONIC CORP                          COM                835451105   642      63798      SH           SOLE             63798
SONICWALL INC                       COM                835470105   261      34262      SH           SOLE             34262
SONOCO PRODS CO                     COM                835495102   572      19564      SH           SOLE             19564
SOURCE CAP INC                      COM                836144105   206      4800       SH           SOLE              4800
SOUTH FINL GROUP INC                COM                837841105    19      28728      SH           SOLE             28728
SOUTHERN COPPER CORP                COM                84265V105   8137    247251      SH           SOLE             247251
SPDR SERIES TRUST                   SPDR KBW BK ETF    78464A797   457      21600      SH           SOLE             21600
SPDR SERIES TRUST                   KBW REGN BK ETF    78464A698   601      27000      SH           SOLE             27000
SPDR TR                             UNIT SER 1         78462F103  42804    384099      SH           SOLE             384099
SPDR TR                             UNIT SER 1         78462F103  161499   1449200     SH     PUT   SOLE            1449200
SPECTRUM PHARMACEUTICALS INC        COM                84763A108    54      12129      SH           SOLE             12129
SPRINT NEXTEL CORP                  COM SER 1          852061100   2818    769896      SH           SOLE             769896
SPX CORP                            COM                784635104   365      6671       SH           SOLE              6671
ST JUDE MED INC                     COM                790849103   6361    172934      SH           SOLE             172934
STARBUCKS CORP                      COM                 855244109  1118     48478      SH           SOLE             48478
STEEL DYNAMICS INC                  COM                 858119100  1128     63647      SH           SOLE             63647
STELLARONE CORP                     COM                85856G100   214      21527      SH           SOLE             21527
STEMCELLS INC                       COM                85857R105    35      27500      SH           SOLE             27500
STEREOTAXIS INC                     COM                85916J102    94      23800      SH           SOLE             23800
STERICYCLE INC                      COM                 858912108  5154     93419      SH           SOLE             93419
STERIS CORP                         COM                 859152100  1370     48979      SH           SOLE             48979
STERLING BANCSHARES INC             COM                 858907108   84      16448      SH           SOLE             16448
STONE ENERGY CORP                   COM                 861642106  296      16400      SH           SOLE             16400
STRYKER CORP                        COM                 863667101 13625    270491      SH           SOLE             270491
SUN COMMUNITIES INC                 COM                 866674104  424      21446      SH           SOLE             21446
SUN MICROSYSTEMS INC                COM NEW             866810203  7489    799235      SH           SOLE             799235
SUNAMERICA FCSED ALPHA GRW F        COM                 867037103  451      32900      SH           SOLE             32900
SUNAMERICA FOCUSE ALPHA LC F        COM                 867038101  145      10600      SH           SOLE             10600
SUNCOR ENERGY INC NEW               COM                 867224107  2277     64490      SH           SOLE             64490
SUNTRUST BKS INC                    COM                 867914103  4554    224431      SH           SOLE             224431
SUPERIOR INDS INTL INC              COM                 868168105  207      13557      SH           SOLE             13557
SUPERVALU INC                       COM                 868536103  2438    191800      SH           SOLE             191800
SURMODICS INC                       COM                 868873100  404      17809      SH           SOLE             17809
SWIFT ENERGY CO                     COM                 870738101  333      13895      SH           SOLE             13895
SWITCH & DATA FACILITIES COM        COM                 871043105  5214    258237      SH           SOLE             258237
SYBASE INC                          COM                 871130100  1162     26772      SH           SOLE             26772
SYMANTEC CORP                       COM                 871503108 10470    585269      SH           SOLE             585269
SYMMETRICOM INC                     COM                 871543104   86      16480      SH           SOLE             16480
SYNOVUS FINL CORP                   COM                87161C105   257     125498      SH           SOLE             125498
SYNTA PHARMACEUTICALS CORP          COM                87162T206    76      15000      SH           SOLE             15000
SYSTEMAX INC                        COM                 871851101  302      19241      SH           SOLE             19241
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR       874039100  214      18750      SH           SOLE             18750
TANGER FACTORY OUTLET CTRS I        COM                 875465106  1291     33112      SH           SOLE             33112
TECH DATA CORP                      COM                 878237106  492      10545      SH           SOLE             10545
TECHNE CORP                         COM                 878377100  424      6185       SH           SOLE              6185
TECK RESOURCES LTD                  CL B                878742204  4354    124495      SH           SOLE             124495
TECO ENERGY INC                     COM                 872375100  1553     95733      SH           SOLE             95733
TEEKAY CORPORATION                  COM                Y8564W103   215      9259       SH           SOLE              9259
TEJON RANCH CO DEL                  COM                 879080109  929      31780      SH           SOLE             31780
TELECOMMUNICATION SYS INC           CL A               87929J103   160      16536      SH           SOLE             16536
TELEFONOS DE MEXICO S A B           SPON ADR ORD L      879403780  499      30122      SH           SOLE             30122
TELEPHONE & DATA SYS INC            SPL COM             879433860  382      12639      SH           SOLE             12639
TELLABS INC                         COM                 879664100  1608    283017      SH           SOLE             283017
TERADATA CORP DEL                   COM                88076W103   386      12293      SH           SOLE             12293
TEREX CORP NEW                      COM                 880779103  311      15711      SH           SOLE             15711
TERRA INDS INC                      COM                 880915103  3978    123580      SH           SOLE             123580
TESSERA TECHNOLOGIES INC            COM                88164L100   282      12123      SH           SOLE             12123
TEXAS INDS INC                      COM                 882491103  382      10910      SH           SOLE             10910
TEXAS INSTRS INC                    COM                 882508104 32126    1232762     SH           SOLE            1232762
TEXAS ROADHOUSE INC                 COM                 882681109  483      43046      SH           SOLE             43046
TEXTRON INC                         COM                 883203101  2173    115534      SH           SOLE             115534
THERAVANCE INC                      COM                88338T104   263      20116      SH           SOLE             20116
THERMO FISHER SCIENTIFIC INC        COM                 883556102 11790    247213      SH           SOLE             247213
THOMAS & BETTS CORP                 COM                 884315102  2438     68115      SH           SOLE             68115
THOMSON REUTERS CORP                COM                 884903105  1253     38863      SH           SOLE             38863
THORATEC CORP                       COM NEW             885175307  2544     94491      SH           SOLE             94491
THQ INC                             COM NEW             872443403  204      40379      SH           SOLE             40379
TIBCO SOFTWARE INC                  COM                88632Q103   326      33816      SH           SOLE             33816
TIM HORTONS INC                     COM                88706M103   1212     39722      SH           SOLE             39722
TIMBERLAND CO                       CL A                887100105  319      17797      SH           SOLE             17797
TIME WARNER CABLE INC               COM                88732J207   5599    135266      SH           SOLE             135266
TIME WARNER INC                     COM NEW             887317303 12589    432017      SH           SOLE             432017
TIMKEN CO                           COM                 887389104  1241     52320      SH           SOLE             52320
TJX COS INC NEW                     COM                 872540109 18414    503813      SH           SOLE             503813
TORCHMARK CORP                      COM                 891027104  533      12125      SH           SOLE             12125
TOTAL S A                           SPONSORED ADR      8.915E+113  408      6369       SH           SOLE              6369
TOTAL SYS SVCS INC                  COM                 891906109  1349     78135      SH           SOLE             78135
TRANSOCEAN LTD                      REG SHS            H8817H100   1782     21526      SH           SOLE             21526
TRAVELERS COMPANIES INC             COM                8.942E+113  9659    193713      SH           SOLE             193713
TREE COM INC                        COM                 894675107  104      11406      SH           SOLE             11406
TREEHOUSE FOODS INC                 COM                89469A104   1127     28998      SH           SOLE             28998
TRINITY INDS INC                    COM                 896522109  1544     88508      SH           SOLE             88508
TRIQUINT SEMICONDUCTOR INC          COM                89674K103   205      34115      SH           SOLE             34115
TRIUMPH GROUP INC NEW               COM                 896818101  412      8548       SH           SOLE              8548
TRUE RELIGION APPAREL INC           COM                89784N104   880      47599      SH           SOLE             47599
TRUSTCO BK CORP N Y                 COM                 898349105  141      22306      SH           SOLE             22306
TSAKOS ENERGY NAVIGATION LTD        SHS                G9108L108   292      19942      SH           SOLE             19942
TUPPERWARE BRANDS CORP              COM                 899896104  1988     42699      SH           SOLE             42699
TURKCELL ILETISIM HIZMETLERI        SPON ADR NEW        900111204  864      49409      SH           SOLE             49409
TYCO ELECTRONICS LTD SWITZER        SHS                H8912P106   3525    143569      SH           SOLE             143569
TYSON FOODS INC                     CL A                902494103  1445    117783      SH           SOLE             117783
U S AIRWAYS GROUP INC               COM                90341W108    65      13492      SH           SOLE             13492
UIL HLDG CORP                       COM                 902748102  593      21127      SH           SOLE             21127
ULTRA PETROLEUM CORP                COM                 903914109  4170     83628      SH           SOLE             83628
UMB FINL CORP                       COM                 902788108  499      12680      SH           SOLE             12680
UNDER ARMOUR INC                    CL A                904311107  613      22486      SH           SOLE             22486
UNIFIRST CORP MASS                  COM                 904708104  436      9060       SH           SOLE              9060
UNION BANKSHARES CORP               COM                 905399101  337      27223      SH           SOLE             27223
UNION PAC CORP                      COM                 907818108  7269    113750      SH           SOLE             113750
UNISOURCE ENERGY CORP               COM                 909205106  688      21373      SH           SOLE             21373
UNITED CMNTY BKS BLAIRSVLE G        CAP STK            90984P105   112      33060      SH           SOLE             33060
UNITED ONLINE INC                   COM                 911268100  232      32210      SH           SOLE             32210
UNITED PARCEL SERVICE INC           CL B                911312106  2148     37448      SH           SOLE             37448
UNITED STATES CELLULAR CORP         COM                 911684108  1064     25083      SH           SOLE             25083
UNITED STATES OIL FUND LP           UNITS              91232N108   374      9509       SH           SOLE              9509
UNITED STATIONERS INC               COM                 913004107  355      6238       SH           SOLE              6238
UNITEDHEALTH GROUP INC              COM                91324P102  10568    346721      SH           SOLE             346721
UNITRIN INC                         COM                 913275103  266      12077      SH           SOLE             12077
UNIVERSAL CORP VA                   COM                 913456109  2044     44811      SH           SOLE             44811
UNIVERSAL FST PRODS INC             COM                 913543104  459      12458      SH           SOLE             12458
UNIVERSAL HLTH SVCS INC             CL B                913903100  1914     62765      SH           SOLE             62765
UNUM GROUP                          COM                91529Y106   825      42242      SH           SOLE             42242
US BANCORP DEL                      COM NEW             902973304  2107     93585      SH           SOLE             93585
USEC INC                            COM                9.033E+112   56      14591      SH           SOLE             14591
UTI WORLDWIDE INC                   ORD                G87210103   250      17486      SH           SOLE             17486
V F CORP                            COM                 918204108  682      9309       SH           SOLE              9309
VAIL RESORTS INC                    COM                91879Q109   368      9746       SH           SOLE              9746
VALE S A                            ADR                9.191E+109  2130     73377      SH           SOLE             73377
VALEANT PHARMACEUTICALS INTL        COM                91911X104   1337     42068      SH           SOLE             42068
VALERO ENERGY CORP NEW              COM                91913Y100   1209     72189      SH           SOLE             72189
VALMONT INDS INC                    COM                 920253101  932      11874      SH           SOLE             11874
VANDA PHARMACEUTICALS INC           COM                 921659108  371      33029      SH           SOLE             33029
VARIAN INC                          COM                 922206107  6674    129493      SH           SOLE             129493
VARIAN MED SYS INC                  COM                92220P105   1454     31044      SH           SOLE             31044
VASCO DATA SEC INTL INC             COM                92230Y104    78      12486      SH           SOLE             12486
VCA ANTECH INC                      COM                 918194101  1130     45333      SH           SOLE             45333
VECTREN CORP                        COM                92240G101   679      27505      SH           SOLE             27505
VENTAS INC                          COM                92276F100   4208     96207      SH           SOLE             96207
VERAZ NETWORKS INC                  COM                 923359103   10      10700      SH           SOLE             10700
VIACOM INC NEW                      CL A               92553P102   297      9421       SH           SOLE              9421
VIACOM INC NEW                      CL B               92553P201  11712    393958      SH           SOLE             393958
VISHAY INTERTECHNOLOGY INC          COM                 928298108  704      84291      SH           SOLE             84291
VISIONCHINA MEDIA INC               SPONS ADR          92833U103   129      11814      SH           SOLE             11814
VMWARE INC                          CL A COM            928563402  1260     29723      SH           SOLE             29723
WADDELL & REED FINL INC             CL A                930059100  415      13601      SH           SOLE             13601
WALGREEN CO                         COM                 931422109  4487    122184      SH           SOLE             122184
WASHINGTON FED INC                  COM                 938824109  1763     91149      SH           SOLE             91149
WASHINGTON POST CO                  CL B                939640108  283       644       SH           SOLE              644
WASHINGTON REAL ESTATE INVT         SH BEN INT          939653101  483      17521      SH           SOLE             17521
WASTE CONNECTIONS INC               COM                 941053100  428      12836      SH           SOLE             12836
WASTE SERVICES INC DEL              COM NEW             941075202  3676    403565      SH           SOLE             403565
WATSCO INC                          COM                 942622200  866      17671      SH           SOLE             17671
WATTS WATER TECHNOLOGIES INC        CL A                942749102  415      13431      SH           SOLE             13431
WEBSENSE INC                        COM                 947684106  206      11784      SH           SOLE             11784
WEBSTER FINL CORP CONN              COM                 947890109  204      17195      SH           SOLE             17195
WEINGARTEN RLTY INVS                SH BEN INT          948741103  2216    111954      SH           SOLE             111954
WENDYS ARBYS GROUP INC              COM                 950587105  395      84213      SH           SOLE             84213
WERNER ENTERPRISES INC              COM                 950755108  905      45725      SH           SOLE             45725
WESBANCO INC                        COM                 950810101  556      45088      SH           SOLE             45088
WEST PHARMACEUTICAL SVSC INC        COM                 955306105  594      15150      SH           SOLE             15150
WESTERN ALLIANCE BANCORP            COM                 957638109   97      25702      SH           SOLE             25702
WESTERN REFNG INC                   COM                 959319104  171      36388      SH           SOLE             36388
WESTERN UN CO                       COM                 959802109  3569    189347      SH           SOLE             189347
WET SEAL INC                        CL A                961840105   95      27600      SH           SOLE             27600
WILEY JOHN & SONS INC               CL A                968223206  773      18450      SH           SOLE             18450
WILLIAMS COS INC DEL                COM                 969457100  2892    137196      SH           SOLE             137196
WILLIS GROUP HOLDINGS LTD           SHS                G96655108   834      31616      SH           SOLE             31616
WINN DIXIE STORES INC               COM NEW             974280307  502      50000      SH           SOLE             50000
WOLVERINE WORLD WIDE INC            COM                 978097103  723      26550      SH           SOLE             26550
WONDER AUTO TECHNOLOGY INC          COM                 978166106  187      15930      SH           SOLE             15930
WYNN RESORTS LTD                    COM                 983134107  2840     48776      SH           SOLE             48776
XILINX INC                          COM                 983919101  4782    190812      SH           SOLE             190812
XINYUAN REAL ESTATE CO LTD          SPONS ADR          98417P105    63      14161      SH           SOLE             14161
XL CAP LTD                          CL A               G98255105   501      27349      SH           SOLE             27349
XOMA LTD                            ORD                G9825R107    16      23062      SH           SOLE             23062
XTO ENERGY INC                      COM                98385X106   6710    144200      SH           SOLE             144200
YAMANA GOLD INC                     COM                98462Y100   4460    391890      SH           SOLE             391890
YOUBET COM INC                      COM                 987413101  4356    1522991     SH           SOLE            1522991
YUM BRANDS INC                      COM                 988498101 17711    506464      SH           SOLE             506464
ZENITH NATL INS CORP                COM                 989390109  376      12618      SH           SOLE             12618
ZILOG INC                           COM PAR $0.01       989524301  1944    549114      SH           SOLE             549114
ZIONS BANCORPORATION                COM                 989701107  768      59850      SH           SOLE             59850
ZOLL MED CORP                       COM                 989922109  520      19470      SH           SOLE             19470
ZWEIG FD                            COM                 989834106  240      72500      SH           SOLE             72500
ZWEIG TOTAL RETURN FD INC           COM                 989837109  334      85400      SH           SOLE             85400
ZYMOGENETICS INC                    COM                98985T109   103      16066      SH           SOLE             16066