Stevens Capital Management

Stevens Capital Management as of Sept. 30, 2010

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the September 2010 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
         ------------------            -------------   ------     -----     ----      ----    ----    ----   ------ --------------
3PAR INC                            COM                88580F109   3151     95427      SH           SOLE             95427
A D A M INC                         COM                00088U108   1257    198196      SH           SOLE             198196
A D C TELECOMMUNICATIONS            COM NEW            000886309   8715    687849      SH           SOLE             687849
ABB LTD                             SPONSORED ADR      000375204   498      23574      SH           SOLE             23574
ABERCROMBIE & FITCH CO              CL A               002896207   1791     45547      SH           SOLE             45547
ABM INDS INC                        COM                000957100   504      23345      SH           SOLE             23345
ABRAXIS BIOSCIENCE INC NEW          COM                00383Y102   5134     66382      SH           SOLE             66382
ACCO BRANDS CORP                    COM                00081T108   136      23628      SH           SOLE             23628
ACTIVISION BLIZZARD INC             COM                00507V109   737      68070      SH           SOLE             68070
ADOBE SYS INC                       COM                00724F101   633      24200      SH           SOLE             24200
ADTRAN INC                          COM                00738A106   638      18085      SH           SOLE             18085
ADVANCE AUTO PARTS INC              COM                00751Y106   599      10203      SH           SOLE             10203
ADVANCED SEMICONDUCTOR ENGR         SPONSORED ADR      00756M404   121      29498      SH           SOLE             29498
AECOM TECHNOLOGY CORP DELAWA        COM                00766T100   483      19910      SH           SOLE             19910
AERCAP HOLDINGS NV                  SHS                N00985106   122      10296      SH           SOLE             10296
AES CORP                            COM                00130H105   198      17466      SH           SOLE             17466
AFLAC INC                           COM                001055102   5100     98629      SH           SOLE             98629
AGCO CORP                           COM                001084102   808      20714      SH           SOLE             20714
AGFEED INDUSTRIES INC               COM                00846L101    39      14931      SH           SOLE             14931
AGL RES INC                         COM                001204106   1441     37572      SH           SOLE             37572
AIR METHODS CORP                    COM PAR $.06       009128307   293      7049       SH           SOLE              7049
AIRCASTLE LTD                       COM                G0129K104   802      94632      SH           SOLE             94632
AIRGAS INC                          COM                009363102   7187    105767      SH           SOLE             105767
AIRTRAN HLDGS INC                   COM                00949P108   691      94010      SH           SOLE             94010
AKAMAI TECHNOLOGIES INC             COM                00971T101   3909     77895      SH           SOLE             77895
ALCATEL-LUCENT                      SPONSORED ADR      013904305    99      29392      SH           SOLE             29392
ALCON INC                           COM SHS            H01301102   9407     56400      SH           SOLE             56400
ALEXION PHARMACEUTICALS INC         COM                015351109   1379     21424      SH           SOLE             21424
ALLEGHENY ENERGY INC                COM                017361106   5564    226920      SH           SOLE             226920
ALLIANCE DATA SYSTEMS CORP          COM                018581108   268      4108       SH           SOLE              4108
ALLIANCE ONE INTL INC               COM                018772103   219      52881      SH           SOLE             52881
ALLIED DEFENSE GROUP INC            COM                019118108   415     172313      SH           SOLE             172313
ALLOY INC                           NEW COM            019855303   2160    222653      SH           SOLE             222653
ALLSCRIPTS HEALTHCARE SOLUTN        COM                01988P108   405      21940      SH           SOLE             21940
ALNYLAM PHARMACEUTICALS INC         COM                02043Q107   151      12312      SH           SOLE             12312
AMB PROPERTY CORP                   COM                00163T109   426      16097      SH           SOLE             16097
AMBAC FINL GROUP INC                COM                023139108    18      32378      SH           SOLE             32378
AMBASSADORS GROUP INC               COM                023177108   166      14655      SH           SOLE             14655
AMCOL INTL CORP                     COM                02341W103   276      10545      SH           SOLE             10545
AMERICA MOVIL SAB DE CV             SPON ADR L SHS     02364W105   2079     38993      SH           SOLE             38993
AMERICAN CAMPUS CMNTYS INC          COM                024835100   1033     33945      SH           SOLE             33945
AMERICAN EAGLE OUTFITTERS NE        COM                02553E106   390      26037      SH           SOLE             26037
AMERICAN ELEC PWR INC               COM                025537101   8513    234966      SH           SOLE             234966
AMERICAN INTL GROUP INC             COM NEW            026874784   266      6797       SH           SOLE              6797
AMERICAN MED SYS HLDGS INC          COM                02744M108   355      18155      SH           SOLE             18155
AMERICAN OIL & GAS INC NEW          COM                028723104   209      25745      SH           SOLE             25745
AMERICAN PHYSICIANS CAPITAL         COM                028884104   4036     97351      SH           SOLE             97351
AMERICAN WTR WKS CO INC NEW         COM                030420103   1657     71206      SH           SOLE             71206
AMERICREDIT CORP                    COM                03060R101   5115    209120      SH           SOLE             209120
AMERIPRISE FINL INC                 COM                03076C106   5540    117040      SH           SOLE             117040
AMERISAFE INC                       COM                03071H100   321      17086      SH           SOLE             17086
AMERISOURCEBERGEN CORP              COM                03073E105   371      12103      SH           SOLE             12103
AMN HEALTHCARE SERVICES INC         COM                001744101   229      44508      SH           SOLE             44508
AMR CORP                            COM                001765106    91      14454      SH           SOLE             14454
ANALOG DEVICES INC                  COM                032654105   5887    187604      SH           SOLE             187604
ANALOGIC CORP                       COM PAR $0.05      032657207   331      7382       SH           SOLE              7382
ANNTAYLOR STORES CORP               COM                036115103   280      13813      SH           SOLE             13813
ANSYS INC                           COM                03662Q105   484      11458      SH           SOLE             11458
AOL INC                             COM                00184X105   315      12717      SH           SOLE             12717
APACHE CORP                         COM                037411105   7134     72970      SH           SOLE             72970
APARTMENT INVT & MGMT CO            CL A               03748R101   737      34458      SH           SOLE             34458
APPLE INC                           COM                037833100   3609     12718      SH           SOLE             12718
APPLIED MICRO CIRCUITS CORP         COM NEW            03822W406   220      21990      SH           SOLE             21990
ARCH CAP GROUP LTD                  ORD                G0450A105   1267     15118      SH           SOLE             15118
ARCH COAL INC                       COM                039380100   276      10315      SH           SOLE             10315
ARCHER DANIELS MIDLAND CO           COM                039483102   2499     78303      SH           SOLE             78303
ARENA PHARMACEUTICALS INC           COM                040047102    31      19527      SH           SOLE             19527
ARM HLDGS PLC                       SPONSORED ADR      042068106   322      17159      SH           SOLE             17159
ARRAY BIOPHARMA INC                 COM                04269X105   134      41591      SH           SOLE             41591
ART TECHNOLOGY GROUP INC            COM                04289L107    83      20144      SH           SOLE             20144
ARTHROCARE CORP                     COM                043136100   276      10159      SH           SOLE             10159
ARTIO GLOBAL INVS INC               COM CL A           04315B107   651      42519      SH           SOLE             42519
ASBURY AUTOMOTIVE GROUP INC         COM                043436104   193      13730      SH           SOLE             13730
ASPEN TECHNOLOGY INC                COM                045327103   210      20271      SH           SOLE             20271
ASSURED GUARANTY LTD                COM                G0585R106   208      12157      SH           SOLE             12157
ASTEC INDS INC                      COM                046224101   294      10302      SH           SOLE             10302
AT^T INC                            COM                00206R102   4321    151068      SH           SOLE             151068
ATC TECHNOLOGY CORP                 COM                00211W104   5069    204902      SH           SOLE             204902
ATHEROS COMMUNICATIONS INC          COM                04743P108   290      11000      SH           SOLE             11000
ATMEL CORP                          COM                049513104   631      79268      SH           SOLE             79268
AUTODESK INC                        COM                052769106   1385     43334      SH           SOLE             43334
AUTOMATIC DATA PROCESSING IN        COM                053015103   5329    126785      SH           SOLE             126785
AVALONBAY CMNTYS INC                COM                053484101   3344     32175      SH           SOLE             32175
AVERY DENNISON CORP                 COM                053611109   913      24585      SH           SOLE             24585
AVISTA CORP                         COM                05379B107   520      24900      SH           SOLE             24900
AVON PRODS INC                      COM                054303102   2250     70061      SH           SOLE             70061
BALL CORP                           COM                058498106   1286     21847      SH           SOLE             21847
BANCO BRADESCO S A                  SP ADR PFD NEW     059460303   412      20215      SH           SOLE             20215
BANCO SANTANDER SA                  ADR                05964H105   203      16036      SH           SOLE             16036
BANCOLOMBIA S A                     SPON ADR PREF      05968L102   217      3300       SH           SOLE              3300
BANK HAWAII CORP                    COM                062540109   2883     64185      SH           SOLE             64185
BANK MUTUAL CORP NEW                COM                063750103   308      59293      SH           SOLE             59293
BANK OF NEW YORK MELLON CORP        COM                064058100   6793    259961      SH           SOLE             259961
BARCLAYS BK PLC                     IPATH S^P ST ETN   06740C527   2279    131800      SH           SOLE             131800
BARCLAYS PLC                        ADR                06738E204   198      10522      SH           SOLE             10522
BARD C R INC                        COM                067383109   3899     47880      SH           SOLE             47880
BARRETT BILL CORP                   COM                06846N104   528      14658      SH           SOLE             14658
BARRICK GOLD CORP                   COM                067901108   1803     38956      SH           SOLE             38956
BASIC ENERGY SVCS INC NEW           COM                06985P100   105      12302      SH           SOLE             12302
BCE INC                             COM NEW            05534B760   812      24994      SH           SOLE             24994
BELO CORP                           COM SER A          080555105   442      71286      SH           SOLE             71286
BENEFICIAL MUTUAL BANCORP IN        COM                08173R104   223      24821      SH           SOLE             24821
BERKLEY W R CORP                    COM                084423102   3158    116668      SH           SOLE             116668
BHP BILLITON LTD                    SPONSORED ADR      088606108   491      6433       SH           SOLE              6433
BHP BILLITON PLC                    SPONSORED ADR      05545E209   647      10115      SH           SOLE             10115
BIO RAD LABS INC                    CL A               090572207   331      3657       SH           SOLE              3657
BIOGEN IDEC INC                     COM                09062X103   1776     31645      SH           SOLE             31645
BIOMED REALTY TRUST INC             COM                09063H107   2151    120032      SH           SOLE             120032
BIOTECH HOLDRS TR                   DEPOSTRY RCPTS     09067D201   537      5600       SH           SOLE              5600
BJS WHOLESALE CLUB INC              COM                05548J106   2088     50303      SH           SOLE             50303
BLOCK H & R INC                     COM                093671105   2888    222994      SH           SOLE             222994
BLUELINX HLDGS INC                  COM                09624H109   1344    336903      SH           SOLE             336903
BMC SOFTWARE INC                    COM                055921100   292      7223       SH           SOLE              7223
BORDERS GROUP INC                   COM                099709107    16      13822      SH           SOLE             13822
BORGWARNER INC                      COM                099724106   1871     35551      SH           SOLE             35551
BOSTON BEER INC                     CL A               100557107   286      4280       SH           SOLE              4280
BOSTON PROPERTIES INC               COM                101121101   9528    114631      SH           SOLE             114631
BOTTOMLINE TECH DEL INC             COM                101388106   167      10892      SH           SOLE             10892
BOWNE & CO INC                      COM                103043105   5232    461800      SH           SOLE             461800
BRE PROPERTIES INC                  CL A               05564E106   1006     24243      SH           SOLE             24243
BRIGHTPOINT INC                     COM NEW            109473405   174      24865      SH           SOLE             24865
BRINKS CO                           COM                109696104   728      31642      SH           SOLE             31642
BROCADE COMMUNICATIONS SYS I        COM NEW            111621306   453      77313      SH           SOLE             77313
BROOKFIELD PPTYS CORP               COM                112900105   1439     92442      SH           SOLE             92442
BROOKLINE BANCORP INC DEL           COM                11373M107   527      52828      SH           SOLE             52828
BROOKS AUTOMATION INC               COM                114340102   119      17680      SH           SOLE             17680
BROWN & BROWN INC                   COM                115236101   685      33911      SH           SOLE             33911
BRUNSWICK CORP                      COM                117043109   169      11076      SH           SOLE             11076
BUCKEYE TECHNOLOGIES INC            COM                118255108   280      19065      SH           SOLE             19065
BURGER KING HLDGS INC               COM                121208201   4337    181616      SH           SOLE             181616
CABOT MICROELECTRONICS CORP         COM                12709P103   647      20101      SH           SOLE             20101
CACI INTL INC                       CL A               127190304   292      6441       SH           SOLE              6441
CADENCE DESIGN SYSTEM INC           COM                127387108   199      26100      SH           SOLE             26100
CADENCE FINL CORP                   COM                12738A101   249     123780      SH           SOLE             123780
CADENCE PHARMACEUTICALS INC         COM                12738T100   270      32347      SH           SOLE             32347
CALIFORNIA WTR SVC GROUP            COM                130788102   254      6867       SH           SOLE              6867
CALLAWAY GOLF CO                    COM                131193104   343      48960      SH           SOLE             48960
CANADIAN NAT RES LTD                COM                136385101   343      9901       SH           SOLE              9901
CANADIAN PAC RY LTD                 COM                13645T100   344      5653       SH           SOLE              5653
CAPITALSOURCE INC                   COM                14055X102   212      39696      SH           SOLE             39696
CAPITOL FED FINL                    COM                14057C106   369      14934      SH           SOLE             14934
CAPSTONE TURBINE CORP               COM                14067D102    9       11555      SH           SOLE             11555
CARDINAL HEALTH INC                 COM                14149Y108   1199     36280      SH           SOLE             36280
CARDIOME PHARMA CORP                COM NEW            14159U202   128      21024      SH           SOLE             21024
CAREFUSION CORP                     COM                14170T101   311      12509      SH           SOLE             12509
CARPENTER TECHNOLOGY CORP           COM                144285103   696      20657      SH           SOLE             20657
CARRIZO OIL & CO INC                COM                144577103   234      9768       SH           SOLE              9768
CARTER INC                          COM                146229109   719      27301      SH           SOLE             27301
CASEYS GEN STORES INC               COM                147528103   2179     52197      SH           SOLE             52197
CASTLE A M & CO                     COM                148411101   187      14078      SH           SOLE             14078
CATALYST HEALTH SOLUTIONS IN        COM                14888B103   306      8680       SH           SOLE              8680
CBIZ INC                            COM                124805102   111      18702      SH           SOLE             18702
CEC ENTMT INC                       COM                125137109   615      17904      SH           SOLE             17904
CELANESE CORP DEL                   COM SER A          150870103   374      11664      SH           SOLE             11664
CELGENE CORP                        COM                151020104   1466     25445      SH           SOLE             25445
CELL THERAPEUTICS INC               COM NO PAR         150934503    22      56151      SH           SOLE             56151
CELLU TISSUE HLDGS INC              COM                151169109   180      15059      SH           SOLE             15059
CENTRAL EUROPEAN DIST CORP          COM                153435102   243      10899      SH           SOLE             10899
CENTRAL JERSEY BANCORP NJ           COM                153770102   607      81634      SH           SOLE             81634
CERADYNE INC                        COM                156710105   466      19936      SH           SOLE             19936
CF INDS HLDGS INC                   COM                125269100   2048     21450      SH           SOLE             21450
CHECKPOINT SYS INC                  COM                162825103   357      17536      SH           SOLE             17536
CHEMED CORP NEW                     COM                16359R103   466      8181       SH           SOLE              8181
CHEVRON CORP NEW                    COM                166764100   3689     45518      SH           SOLE             45518
CHINA ADVANCED CONSTR MATLS         COM                169365103   118      33971      SH           SOLE             33971
CHINA AUTOMOTIVE SYS INC            COM                16936R105   273      17878      SH           SOLE             17878
CHINA DIGITAL TV HLDG CO LTD        SPONSORED ADR      16938G107    69      10261      SH           SOLE             10261
CHINA ED ALLIANCE INC               COM NEW            16938Y207   109      26375      SH           SOLE             26375
CHINA SEC & SURVE TECH INC          COM                16942J105   280      50290      SH           SOLE             50290
CHINA YUCHAI INTL LTD               COM                G21082105   306      16000      SH           SOLE             16000
CHINACAST EDU CORP                  COM                16946T109   105      14820      SH           SOLE             14820
CHIPOTLE MEXICAN GRILL INC          COM                169656105   649      3775       SH           SOLE              3775
CHOICE HOTELS INTL INC              COM                169905106   594      16300      SH           SOLE             16300
CHURCH & DWIGHT INC                 COM                171340102   2299     35400      SH           SOLE             35400
CIMAREX ENERGY CO                   COM                171798101   1193     18034      SH           SOLE             18034
CINCINNATI BELL INC NEW             COM                171871106   131      49122      SH           SOLE             49122
CINEMARK HOLDINGS INC               COM                17243V102   511      31736      SH           SOLE             31736
CINTAS CORP                         COM                172908105   1763     64009      SH           SOLE             64009
CITIZENS REPUBLIC BANCORP IN        COM                174420109    60      66900      SH           SOLE             66900
CITY HLDG CO                        COM                177835105   677      22076      SH           SOLE             22076
CLEAN HARBORS INC                   COM                184496107   400      5907       SH           SOLE              5907
CLEARWATER PAPER CORP               COM                18538R103   468      6157       SH           SOLE              6157
CLECO CORP NEW                      COM                12561W105   689      23254      SH           SOLE             23254
CMS ENERGY CORP                     COM                125896100   1218     67597      SH           SOLE             67597
CNH GLOBAL N V                      SHS NEW            N20935206   742      20251      SH           SOLE             20251
CNO FINL GROUP INC                  COM                12621E103   140      25242      SH           SOLE             25242
CNOOC LTD                           SPONSORED ADR      126132109   566      2912       SH           SOLE              2912
COGNIZANT TECHNOLOGY SOLUTIO        CL A               192446102   515      7981       SH           SOLE              7981
COHERENT INC                        COM                192479103   540      13486      SH           SOLE             13486
COLDWATER CREEK INC                 COM                193068103    89      16796      SH           SOLE             16796
COLLECTIVE BRANDS INC               COM                19421W100   1550     96035      SH           SOLE             96035
COMCAST CORP NEW                    CL A SPL           20030N200   867      50999      SH           SOLE             50999
COMFORT SYS USA INC                 COM                199908104   133      12385      SH           SOLE             12385
COMM BANCORP INC                    COM                200468106   825      21100      SH           SOLE             21100
COMMERCE BANCSHARES INC             COM                200525103   364      9687       SH           SOLE              9687
COMMUNITY HEALTH SYS INC NEW        COM                203668108   1356     43780      SH           SOLE             43780
COMPANIA CERVECERIAS UNIDAS         SPONSORED ADR      204429104   253      4546       SH           SOLE              4546
COMPLETE PRODUCTION SERVICES        COM                20453E109   255      12488      SH           SOLE             12488
COMPUTER PROGRAMS & SYS INC         COM                205306103   286      6718       SH           SOLE              6718
COMSTOCK RES INC                    COM NEW            205768203   362      16106      SH           SOLE             16106
CONAGRA FOODS INC                   COM                205887102   1652     75312      SH           SOLE             75312
CONCUR TECHNOLOGIES INC             COM                206708109   1027     20763      SH           SOLE             20763
CONSOLIDATED EDISON INC             COM                209115104   6670    138317      SH           SOLE             138317
CONTANGO OIL & GAS COMPANY          COM NEW            21075N204   435      8663       SH           SOLE              8663
COOPER INDUSTRIES PLC               SHS                G24140108   4703     96113      SH           SOLE             96113
CORELOGIC INC                       COM                21871D103   626      32692      SH           SOLE             32692
COVANTA HLDG CORP                   COM                22282E102   485      30777      SH           SOLE             30777
COVENTRY HEALTH CARE INC            COM                222862104   300      13932      SH           SOLE             13932
COVIDIEN PLC                        SHS                G2554F105   1073     26700      SH           SOLE             26700
CREE INC                            COM                225447101   802      14774      SH           SOLE             14774
CROWN HOLDINGS INC                  COM                228368106   1353     47209      SH           SOLE             47209
CSG SYS INTL INC                    COM                126349109   190      10420      SH           SOLE             10420
CSX CORP                            COM                126408103   5042     91144      SH           SOLE             91144
CTS CORP                            COM                126501105   113      11709      SH           SOLE             11709
CUBIST PHARMACEUTICALS INC          COM                229678107   746      31913      SH           SOLE             31913
CVS CAREMARK CORPORATION            COM                126650100   1314     41750      SH           SOLE             41750
DAKTRONICS INC                      COM                234264109   122      12456      SH           SOLE             12456
DANAHER CORP DEL                    COM                235851102  11915    293391      SH           SOLE             293391
DARDEN RESTAURANTS INC              COM                237194105   4065     95015      SH           SOLE             95015
DEAN FOODS CO NEW                   COM                242370104   753      73733      SH           SOLE             73733
DEERE & CO                          COM                244199105   2951     42294      SH           SOLE             42294
DELTA AIR LINES INC DEL             COM NEW            247361702   1309    112454      SH           SOLE             112454
DELTA PETE CORP                     COM NEW            247907207    36      45318      SH           SOLE             45318
DENBURY RES INC                     COM NEW            247916208   2012    126625      SH           SOLE             126625
DENNYS CORP                         COM                24869P104    54      17488      SH           SOLE             17488
DEVELOPERS DIVERSIFIED RLTY         COM                251591103   2865    255388      SH           SOLE             255388
DEXCOM INC                          COM                252131107   137      10378      SH           SOLE             10378
DG FASTCHANNEL INC                  COM                23326R109   211      9688       SH           SOLE              9688
DIAMOND MGMT & TECHNOLOGY CO        COM                25269L106   171      13714      SH           SOLE             13714
DIANA SHIPPING INC                  COM                Y2066G104   174      13685      SH           SOLE             13685
DICKS SPORTING GOODS INC            COM                253393102   1311     46744      SH           SOLE             46744
DIGITAL RLTY TR INC                 COM                253868103   2130     34525      SH           SOLE             34525
DILLARDS INC                        CL A               254067101   369      15610      SH           SOLE             15610
DIODES INC                          COM                254543101   291      17046      SH           SOLE             17046
DIREXION SHS ETF TR                 DLY SMCAP BEAR3X   25459W326   297      11429      SH           SOLE             11429
DIREXION SHS ETF TR                 DLY TECH BEAR 3X   25459W318   991      29100      SH           SOLE             29100
DIREXION SHS ETF TR                 DLY EM BR3X NEW    25459W482   789      29303      SH           SOLE             29303
DIREXION SHS ETF TR                 DLY R/E BEAR3X     25459W334   840      35400      SH           SOLE             35400
DIREXION SHS ETF TR                 DLY TECH BEAR 3X   25459W318   1291     37900      SH     PUT   SOLE             37900
DIREXION SHS ETF TR                 DLY R/E BULL3X     25459W755   3637     76800      SH     CALL  SOLE             76800
DIREXION SHS ETF TR                 DLY EM BR3X NEW    25459W482   2452     91000      SH     PUT   SOLE             91000
DIREXION SHS ETF TR                 DLY ENRGY BULL3X   25459W888   5185    156900      SH     CALL  SOLE             156900
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   2685    200700      SH     PUT   SOLE             200700
DIREXION SHS ETF TR                 DLY SMCAP BULL3X   25459W847  10207    216900      SH     CALL  SOLE             216900
DIREXION SHS ETF TR                 DLY EMRGMKT BULL   25459W300   9839    284200      SH     CALL  SOLE             284200
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516   7420    347700      SH     PUT   SOLE             347700
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   8519    636664      SH           SOLE             636664
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516  16016    750500      SH     CALL  SOLE             750500
DISCOVERY LABORATORIES INC N        COM                254668106    4       18378      SH           SOLE             18378
DISH NETWORK CORP                   CL A               25470M109   868      45209      SH           SOLE             45209
DIVX INC                            COM                255413106   6307    661832      SH           SOLE             661832
DOLBY LABORATORIES INC              COM                25659T107   405      7134       SH           SOLE              7134
DOLLAR THRIFTY AUTOMOTIVE GP        COM                256743105   8439    168300      SH           SOLE             168300
DOMINOS PIZZA INC                   COM                25754A201   431      32612      SH           SOLE             32612
DONNELLEY R R & SONS CO             COM                257867101   760      44808      SH           SOLE             44808
DREAMWORKS ANIMATION SKG INC        CL A               26153C103   669      20950      SH           SOLE             20950
DRYSHIPS INC                        SHS                Y2109Q101   102      21145      SH           SOLE             21145
DTE ENERGY CO                       COM                233331107   4763    103705      SH           SOLE             103705
DUKE ENERGY CORP NEW                COM                26441C105   2319    130922      SH           SOLE             130922
DUKE REALTY CORP                    COM NEW            264411505   1332    114955      SH           SOLE             114955
DYAX CORP                           COM                26746E103    40      16749      SH           SOLE             16749
DYNAMICS RESH CORP                  COM                268057106   331      32154      SH           SOLE             32154
E M C CORP MASS                     COM                268648102   8465    416807      SH           SOLE             416807
EAST WEST BANCORP INC               COM                27579R104   511      31377      SH           SOLE             31377
EASTMAN CHEM CO                     COM                277432100   1574     21264      SH           SOLE             21264
ECOLAB INC                          COM                278865100   1233     24300      SH           SOLE             24300
EDISON INTL                         COM                281020107   7908    229954      SH           SOLE             229954
EL PASO ELEC CO                     COM NEW            283677854   327      13738      SH           SOLE             13738
ELDORADO GOLD CORP NEW              COM                284902103   5239    283338      SH           SOLE             283338
ELECTRONIC ARTS INC                 COM                285512109   1102     67002      SH           SOLE             67002
EMCOR GROUP INC                     COM                29084Q100   1055     42914      SH           SOLE             42914
EMERGENT BIOSOLUTIONS INC           COM                29089Q105   306      17735      SH           SOLE             17735
EMPLOYERS HOLDINGS INC              COM                292218104   587      37251      SH           SOLE             37251
EMPRESAS ICA S A DE CV              SPONS ADR NEW      292448206   124      12720      SH           SOLE             12720
ENERGEN CORP                        COM                29265N108   999      21859      SH           SOLE             21859
ENERGY RECOVERY INC                 COM                29270J100    52      14473      SH           SOLE             14473
ENERNOC INC                         COM                292764107   232      7400       SH           SOLE              7400
ENPRO INDS INC                      COM                29355X107   372      11884      SH           SOLE             11884
ENSCO PLC                           SPONSORED ADR      29358Q109   3185     71195      SH           SOLE             71195
ENSTAR GROUP LIMITED                SHS                G3075P101   588      8102       SH           SOLE              8102
ENTERGY CORP NEW                    COM                29364G103  13808    180430      SH           SOLE             180430
EPIQ SYS INC                        COM                26882D109   240      19568      SH           SOLE             19568
EPLUS INC                           COM                294268107   213      9936       SH           SOLE              9936
EQT CORP                            COM                26884L109   1982     54960      SH           SOLE             54960
EQUIFAX INC                         COM                294429105   1676     53718      SH           SOLE             53718
EQUINIX INC                         COM NEW            29444U502   520      5083       SH           SOLE              5083
EQUITY LIFESTYLE PPTYS INC          COM                29472R108   1647     30227      SH           SOLE             30227
ERESEARCHTECHNOLOGY INC             COM                29481V108   142      18967      SH           SOLE             18967
ERICSSON L M TEL CO                 ADR B SEK 10       294821608   520      47408      SH           SOLE             47408
ESSEX PPTY TR INC                   COM                297178105   2886     26370      SH           SOLE             26370
EVERCORE PARTNERS INC               CLASS A            29977A105   729      25466      SH           SOLE             25466
EVERGREEN SOLAR INC                 COM                30033R108    22      30065      SH           SOLE             30065
EXCO RESOURCES INC                  COM                269279402   276      18541      SH           SOLE             18541
EXELIXIS INC                        COM                30161Q104    64      16232      SH           SOLE             16232
EXIDE TECHNOLOGIES                  COM NEW            302051206   205      42821      SH           SOLE             42821
EXPEDIA INC DEL                     COM                30212P105   1904     67441      SH           SOLE             67441
EXPRESSJET HOLDINGS INC             COM NEW            30218U306   2951    442366      SH           SOLE             442366
EXTRA SPACE STORAGE INC             COM                30225T102   2694    167934      SH           SOLE             167934
EXXON MOBIL CORP                    COM                30231G102  22597    365705      SH           SOLE             365705
FAIRCHILD SEMICONDUCTOR INTL        COM                303726103   367      39000      SH           SOLE             39000
FAMILY DLR STORES INC               COM                307000109   8705    197115      SH           SOLE             197115
FEI CO                              COM                30241L109   415      21225      SH           SOLE             21225
FELCOR LODGING TR INC               COM                31430F101   208      45291      SH           SOLE             45291
FIDELITY NATL INFORMATION SV        COM                31620M106   3157    116353      SH           SOLE             116353
FIRST AMERN FINL CORP               COM                31847R102   1589    106332      SH           SOLE             106332
FIRST CHESTER CNTY CORP             COM                31947W100   482      96813      SH           SOLE             96813
FIRST COMWLTH FINL CORP PA          COM                319829107   1203    220805      SH           SOLE             220805
FIRST CTZNS BANCSHARES INC N        CL A               31946M103   464      2506       SH           SOLE              2506
FIRST FINL BANCORP OH               COM                320209109   1036     62113      SH           SOLE             62113
FIRST HORIZON NATL CORP             COM                320517105   1921    168381      SH           SOLE             168381
FIRST MIDWEST BANCORP DEL           COM                320867104   635      55103      SH           SOLE             55103
FIRST POTOMAC RLTY TR               COM                33610F109   366      24380      SH           SOLE             24380
FISERV INC                          COM                337738108   3142     58375      SH           SOLE             58375
FLIR SYS INC                        COM                302445101   5321    207033      SH           SOLE             207033
FLOWERS FOODS INC                   COM                343498101   554      22311      SH           SOLE             22311
FLUOR CORP NEW                      COM                343412102   2465     49768      SH           SOLE             49768
FMC TECHNOLOGIES INC                COM                30249U101   1675     24522      SH           SOLE             24522
FOOT LOCKER INC                     COM                344849104   871      59971      SH           SOLE             59971
FORCE PROTECTION INC                COM NEW            345203202    58      11433      SH           SOLE             11433
FORWARD AIR CORP                    COM                349853101   405      15563      SH           SOLE             15563
FRANKLIN RES INC                    COM                354613101   4322     40428      SH           SOLE             40428
FRONTEER GOLD INC                   COM                359032109   118      16435      SH           SOLE             16435
GAMESTOP CORP NEW                   CL A               36467W109   582      29519      SH           SOLE             29519
GAMMON GOLD INC                     COM                36467T106   150      21400      SH           SOLE             21400
GANNETT INC                         COM                364730101   1320    107963      SH           SOLE             107963
GAP INC DEL                         COM                364760108   7362    394934      SH           SOLE             394934
GARDNER DENVER INC                  COM                365558105   627      11679      SH           SOLE             11679
GATX CORP                           COM                361448103   1111     37888      SH           SOLE             37888
GENERAL DYNAMICS CORP               COM                369550108   3282     52257      SH           SOLE             52257
GENERAL ELECTRIC CO                 COM                369604103   3976    244682      SH           SOLE             244682
GENEREX BIOTECHNOLOGY CP DEL        COM                371485103    8       16700      SH           SOLE             16700
GENTEX CORP                         COM                371901109   465      23811      SH           SOLE             23811
GEO GROUP INC                       COM                36159R103   713      30529      SH           SOLE             30529
GERDAU S A                          SPONSORED ADR      373737105   263      19357      SH           SOLE             19357
GERON CORP                          COM                374163103   108      19513      SH           SOLE             19513
GFI GROUP INC                       COM                361652209    61      13114      SH           SOLE             13114
GILDAN ACTIVEWEAR INC               COM                375916103   580      20665      SH           SOLE             20665
GLAXOSMITHKLINE PLC                 SPONSORED ADR      37733W105   1362     34474      SH           SOLE             34474
GLG PARTNERS INC                    COM                37929X107   6885    1529896     SH           SOLE            1529896
GLIMCHER RLTY TR                    SH BEN INT         379302102   242      39347      SH           SOLE             39347
GLOBE SPECIALTY METALS INC          COM                37954N206   375      26701      SH           SOLE             26701
GOLDCORP INC NEW                    COM                380956409   2233     51319      SH           SOLE             51319
GOLDEN STAR RES LTD CDA             COM                38119T104   330      66869      SH           SOLE             66869
GOLDMAN SACHS GROUP INC             COM                38141G104  11997     82980      SH           SOLE             82980
GOODRICH CORP                       COM                382388106   1253     16996      SH           SOLE             16996
GOVERNMENT PPTYS INCOME TR          COM SHS BEN INT    38376A103   1168     43764      SH           SOLE             43764
GRACE W R & CO DEL NEW              COM                38388F108   590      21112      SH           SOLE             21112
GRAFTECH INTL LTD                   COM                384313102   344      21995      SH           SOLE             21995
GRAINGER W W INC                    COM                384802104   508      4262       SH           SOLE              4262
GRAN TIERRA ENERGY INC              COM                38500T101   166      21500      SH           SOLE             21500
GREAT PLAINS ENERGY INC             COM                391164100   1567     82916      SH           SOLE             82916
GREIF INC                           CL A               397624107   206      3507       SH           SOLE              3507
GRIFFON CORP                        COM                398433102   291      23913      SH           SOLE             23913
GRUPO TELEVISA SA DE CV             SP ADR REP ORD     40049J206   758      40042      SH           SOLE             40042
GUARANTY BANCORP DEL                COM                40075T102    80      50135      SH           SOLE             50135
GUESS INC                           COM                401617105   2058     50644      SH           SOLE             50644
GYMBOREE CORP                       COM                403777105   894      21533      SH           SOLE             21533
HALLIBURTON CO                      COM                406216101   7026    212471      SH           SOLE             212471
HANCOCK HLDG CO                     COM                410120109   1605     53380      SH           SOLE             53380
HANESBRANDS INC                     COM                410345102   397      15335      SH           SOLE             15335
HANGER ORTHOPEDIC GROUP INC         COM NEW            41043F208   210      14415      SH           SOLE             14415
HANSEN NAT CORP                     COM                411310105   596      12785      SH           SOLE             12785
HARBIN ELECTRIC INC                 COM                41145W109   184      10284      SH           SOLE             10284
HARMONIC INC                        COM                413160102   113      16419      SH           SOLE             16419
HARRIS CORP DEL                     COM                413875105   2531     57147      SH           SOLE             57147
HARRY WINSTON DIAMOND CORP          COM                41587B100   179      15407      SH           SOLE             15407
HAWAIIAN ELEC INDUSTRIES            COM                419870100   1154     51212      SH           SOLE             51212
HCC INS HLDGS INC                   COM                404132102   1891     72487      SH           SOLE             72487
HCP INC                             COM                40414L109   4742    131797      SH           SOLE             131797
HEALTH GRADES INC                   COM                42218Q102   1309    159800      SH           SOLE             159800
HEALTH NET INC                      COM                42222G108   831      30578      SH           SOLE             30578
HEALTHCARE RLTY TR                  COM                421946104   2606    111414      SH           SOLE             111414
HEALTHWAYS INC                      COM                422245100   190      16337      SH           SOLE             16337
HEARTLAND EXPRESS INC               COM                422347104   213      14353      SH           SOLE             14353
HEARTLAND PMT SYS INC               COM                42235N108   199      13054      SH           SOLE             13054
HECKMANN CORP                       COM                422680108   160      40990      SH           SOLE             40990
HEIDRICK & STRUGGLES INTL IN        COM                422819102   1568     80500      SH           SOLE             80500
HELEN OF TROY CORP LTD              COM                G4388N106   234      9267       SH           SOLE              9267
HENRY JACK & ASSOC INC              COM                426281101   278      10902      SH           SOLE             10902
HERBALIFE LTD                       COM USD SHS        G4412G101   372      6164       SH           SOLE              6164
HERSHA HOSPITALITY TR               SH BEN INT A       427825104   159      30642      SH           SOLE             30642
HEWITT ASSOCS INC                   COM                42822Q100   8402    166600      SH           SOLE             166600
HEWLETT PACKARD CO                  COM                428236103   7754    184316      SH           SOLE             184316
HEXCEL CORP NEW                     COM                428291108   204      11473      SH           SOLE             11473
HIBBETT SPORTS INC                  COM                428567101   459      18413      SH           SOLE             18413
HIMAX TECHNOLOGIES INC              SPONSORED ADR      43289P106    33      13214      SH           SOLE             13214
HITTITE MICROWAVE CORP              COM                43365Y104   359      7524       SH           SOLE              7524
HNI CORP                            COM                404251100   391      13599      SH           SOLE             13599
HOLOGIC INC                         COM                436440101   1742    108814      SH           SOLE             108814
HOME INNS & HOTELS MGMT INC         SPON ADR           43713W107   263      5305       SH           SOLE              5305
HONEYWELL INTL INC                  COM                438516106   2051     46672      SH           SOLE             46672
HSBC HLDGS PLC                      SPON ADR NEW       404280406   688      13605      SH           SOLE             13605
HUMANA INC                          COM                444859102   3922     78074      SH           SOLE             78074
HUNTINGTON BANCSHARES INC           COM                446150104   1505    264473      SH           SOLE             264473
IAC INTERACTIVECORP                 COM PAR $.001      44919P508   345      13127      SH           SOLE             13127
IAMGOLD CORP                        COM                450913108   2307    130283      SH           SOLE             130283
IBERIABANK CORP                     COM                450828108   1999     39990      SH           SOLE             39990
ICONIX BRAND GROUP INC              COM                451055107   625      35700      SH           SOLE             35700
ICU MED INC                         COM                44930G107   365      9780       SH           SOLE              9780
IESI BFC LTD                        COM                44951D108   304      13300      SH           SOLE             13300
IHS INC                             CL A               451734107   926      13619      SH           SOLE             13619
ILLINOIS TOOL WKS INC               COM                452308109   6417    136478      SH           SOLE             136478
IMMUNOMEDICS INC                    COM                452907108    56      17601      SH           SOLE             17601
IMPERIAL OIL LTD                    COM NEW            453038408   494      13063      SH           SOLE             13063
INFINERA CORPORATION                COM                45667G103   119      10168      SH           SOLE             10168
INGERSOLL-RAND PLC                  SHS                G47791101   662      18534      SH           SOLE             18534
INGRAM MICRO INC                    CL A               457153104   768      45529      SH           SOLE             45529
INSPIRE PHARMACEUTICALS INC         COM                457733103   107      17951      SH           SOLE             17951
INSULET CORP                        COM                45784P101   285      20123      SH           SOLE             20123
INTEGRATED DEVICE TECHNOLOGY        COM                458118106   624     106607      SH           SOLE             106607
INTEL CORP                          COM                458140100   4998    260301      SH           SOLE             260301
INTERCONTINENTAL HTLS GRP PL        SPONS ADR NEW      45857P301   946      52710      SH           SOLE             52710
INTERCONTINENTALEXCHANGE INC        COM                45865V100   1256     11998      SH           SOLE             11998
INTERNATIONAL COAL GRP INC N        COM                45928H106   114      21363      SH           SOLE             21363
INTERNATIONAL FLAVORS^FRAGRA        COM                459506101   1233     25404      SH           SOLE             25404
INTERNATIONAL GAME TECHNOLOG        COM                459902102   1097     75910      SH           SOLE             75910
INTERNET BRANDS INC                 COM CLASS A        460608102   1552    116856      SH           SOLE             116856
INTERPUBLIC GROUP COS INC           COM                460690100   1431    142714      SH           SOLE             142714
INTERSIL CORP                       CL A               46069S109   289      24749      SH           SOLE             24749
INTERVAL LEISURE GROUP INC          COM                46113M108   524      38910      SH           SOLE             38910
INTEVAC INC                         COM                461148108   121      12065      SH           SOLE             12065
INTL PAPER CO                       COM                460146103   723      33243      SH           SOLE             33243
INTUIT                              COM                461202103   4101     93600      SH           SOLE             93600
INTUITIVE SURGICAL INC              COM NEW            46120E602   8777     30933      SH           SOLE             30933
INVACARE CORP                       COM                461203101   387      14606      SH           SOLE             14606
IRIDIUM COMMUNICATIONS INC          COM                46269C102   186      21818      SH           SOLE             21818
IRON MTN INC                        COM                462846106   2140     95774      SH           SOLE             95774
ISHARES INC                         MSCI MEX INVEST    464286822   5415    102198      SH           SOLE             102198
ISHARES INC                         MSCI BRAZIL        464286400  16468    214008      SH           SOLE             214008
ISHARES SILVER TRUST                ISHARES            46428Q109   8878    416600      SH           SOLE             416600
ISHARES TR                          IBOXX INV CPBD     464287242   3155     27900      SH           SOLE             27900
ISHARES TR                          DJ US FINL SEC     464287788   2166     41600      SH           SOLE             41600
ISHARES TR                          DJ US REAL EST     464287739   4188     79203      SH           SOLE             79203
ISHARES TR                          FTSE XNHUA IDX     464287184   9104    212600      SH           SOLE             212600
ISHARES TR                          BARCLYS 20+ YR     464287432  42088    398900      SH     PUT   SOLE             398900
ISHARES TR                          MSCI EMERG MKT     464287234  19437    434142      SH           SOLE             434142
ISHARES TR                          BARCLYS 20+ YR     464287432  59434    563300      SH     CALL  SOLE             563300
ISIS PHARMACEUTICALS INC            COM                464330109   337      40113      SH           SOLE             40113
ITAU UNIBANCO HLDG SA               SPON ADR REP PFD   465562106   680      28108      SH           SOLE             28108
ITC HLDGS CORP                      COM                465685105   814      13076      SH           SOLE             13076
ITT CORP NEW                        COM                450911102   2031     43379      SH           SOLE             43379
J2 GLOBAL COMMUNICATIONS INC        COM NEW            46626E205   375      15780      SH           SOLE             15780
JABIL CIRCUIT INC                   COM                466313103   837      58064      SH           SOLE             58064
JACK IN THE BOX INC                 COM                466367109   328      15287      SH           SOLE             15287
JAMES RIVER COAL CO                 COM NEW            470355207   308      17565      SH           SOLE             17565
JANUS CAP GROUP INC                 COM                47102X105   856      78157      SH           SOLE             78157
JO-ANN STORES INC                   COM                47758P307   355      7979       SH           SOLE              7979
JOHN BEAN TECHNOLOGIES CORP         COM                477839104   225      13959      SH           SOLE             13959
JOHNSON CTLS INC                    COM                478366107   1638     53695      SH           SOLE             53695
JONES LANG LASALLE INC              COM                48020Q107   220      2546       SH           SOLE              2546
JOS A BANK CLOTHIERS INC            COM                480838101   521      12225      SH           SOLE             12225
JPMORGAN CHASE & CO                 COM                46625H100   4235    111249      SH           SOLE             111249
KANSAS CITY SOUTHERN                COM NEW            485170302   377      10072      SH           SOLE             10072
KAPSTONE PAPER & PACKAGING C        COM                48562P103   653      53792      SH           SOLE             53792
KAYDON CORP                         COM                486587108   821      23742      SH           SOLE             23742
KB HOME                             COM                48666K109   1190    104988      SH           SOLE             104988
KBR INC                             COM                48242W106   544      22070      SH           SOLE             22070
KELLOGG CO                          COM                487836108   5237    103692      SH           SOLE             103692
KENNAMETAL INC                      COM                489170100   341      11041      SH           SOLE             11041
KENNEDY-WILSON HLDGS INC            COM                489398107   383      36092      SH           SOLE             36092
KEYCORP NEW                         COM                493267108   159      20005      SH           SOLE             20005
KEYNOTE SYS INC                     COM                493308100   350      30149      SH           SOLE             30149
KFORCE INC                          COM                493732101   250      18225      SH           SOLE             18225
KIMBERLY CLARK CORP                 COM                494368103  17927    275587      SH           SOLE             275587
KINETIC CONCEPTS INC                COM NEW            49460W208   961      26261      SH           SOLE             26261
KNIGHT CAP GROUP INC                CL A COM           499005106   311      25128      SH           SOLE             25128
KOHLS CORP                          COM                500255104   3385     64265      SH           SOLE             64265
KROGER CO                           COM                501044101   1363     62919      SH           SOLE             62919
L-1 IDENTITY SOLUTIONS INC          COM                50212A106   5370    457814      SH           SOLE             457814
LACLEDE GROUP INC                   COM                505597104   311      9027       SH           SOLE              9027
LANCASTER COLONY CORP               COM                513847103   275      5787       SH           SOLE              5787
LANDRYS RESTAURANTS INC             COM                51508L103   1306     53315      SH           SOLE             53315
LANDSTAR SYS INC                    COM                515098101   689      17848      SH           SOLE             17848
LATTICE SEMICONDUCTOR CORP          COM                518415104   212      44555      SH           SOLE             44555
LAWSON SOFTWARE INC NEW             COM                52078P102   176      20825      SH           SOLE             20825
LEAR CORP                           COM NEW            521865204   1421     18000      SH           SOLE             18000
LENNOX INTL INC                     COM                526107107   607      14568      SH           SOLE             14568
LEUCADIA NATL CORP                  COM                527288104   1335     56508      SH           SOLE             56508
LIBERTY GLOBAL INC                  COM SER A          530555101   1017     33022      SH           SOLE             33022
LIFE TECHNOLOGIES CORP              COM                53217V109   6023    129001      SH           SOLE             129001
LIMITED BRANDS INC                  COM                532716107   1998     74621      SH           SOLE             74621
LINCOLN NATL CORP IND               COM                534187109   637      26629      SH           SOLE             26629
LINDSAY CORP                        COM                535555106   273      6306       SH           SOLE              6306
LIONBRIDGE TECHNOLOGIES INC         COM                536252109    54      12537      SH           SOLE             12537
LOCKHEED MARTIN CORP                COM                539830109  10240    143658      SH           SOLE             143658
LORILLARD INC                       COM                544147101   9142    113840      SH           SOLE             113840
LOWES COS INC                       COM                548661107   2513    112734      SH           SOLE             112734
LSB CORP                            COM                50215P100   1382     66329      SH           SOLE             66329
LSI CORPORATION                     COM                502161102   344      75496      SH           SOLE             75496
LTC PPTYS INC                       COM                502175102   773      30277      SH           SOLE             30277
LUFKIN INDS INC                     COM                549764108   301      6864       SH           SOLE              6864
LUMBER LIQUIDATORS HLDGS INC        COM                55003T107   205      8333       SH           SOLE              8333
MACYS INC                           COM                55616P104   1706     73906      SH           SOLE             73906
MADISON SQUARE GARDEN INC           CL A               55826P100   824      39087      SH           SOLE             39087
MAGELLAN HEALTH SVCS INC            COM NEW            559079207   496      10494      SH           SOLE             10494
MAGNA INTL INC                      COM                559222401   212      2577       SH           SOLE              2577
MAIDEN HOLDINGS LTD                 SHS                G5753U112   163      21467      SH           SOLE             21467
MAINE & MARITIMES CORP              COM                560377103   605      13485      SH           SOLE             13485
MAKO SURGICAL CORP                  COM                560879108   156      16332      SH           SOLE             16332
MANPOWER INC                        COM                56418H100   1123     21521      SH           SOLE             21521
MANTECH INTL CORP                   CL A               564563104   746      18842      SH           SOLE             18842
MARINER ENERGY INC                  COM                56845T305   6584    271715      SH           SOLE             271715
MARKET VECTORS ETF TR               GOLD MINER ETF     57060U100   5957    106500      SH           SOLE             106500
MARRIOTT INTL INC NEW               CL A               571903202  11658    325361      SH           SOLE             325361
MARSH & MCLENNAN COS INC            COM                571748102   6623    274572      SH           SOLE             274572
MASTEC INC                          COM                576323109   228      22136      SH           SOLE             22136
MATTEL INC                          COM                577081102   858      36565      SH           SOLE             36565
MATTHEWS INTL CORP                  CL A               577128101   286      8093       SH           SOLE              8093
MB FINANCIAL INC NEW                COM                55264U108   191      11745      SH           SOLE             11745
MBIA INC                            COM                55262C100   365      36334      SH           SOLE             36334
MCAFEE INC                          COM                579064106   8488    179600      SH           SOLE             179600
MCCORMICK & CO INC                  COM NON VTG        579780206   3386     80533      SH           SOLE             80533
MCKESSON CORP                       COM                58155Q103   6875    111287      SH           SOLE             111287
MCMORAN EXPLORATION CO              COM                582411104   235      13662      SH           SOLE             13662
MDS INC                             COM                55269P302   138      13632      SH           SOLE             13632
MEAD JOHNSON NUTRITION CO           COM                582839106   837      14700      SH           SOLE             14700
MEADOWBROOK INS GROUP INC           COM                58319P108   171      19066      SH           SOLE             19066
MEADWESTVACO CORP                   COM                583334107   1334     54729      SH           SOLE             54729
MEDCO HEALTH SOLUTIONS INC          COM                58405U102   2569     49354      SH           SOLE             49354
MEDIFAST INC                        COM                58470H101   302      11137      SH           SOLE             11137
MEDNAX INC                          COM                58502B106   941      17663      SH           SOLE             17663
MEDQUIST INC                        COM                584949101   119      13532      SH           SOLE             13532
MELCO CROWN ENTMT LTD               ADR                585464100   519     102320      SH           SOLE             102320
MEMC ELECTR MATLS INC               COM                552715104   460      38557      SH           SOLE             38557
MENS WEARHOUSE INC                  COM                587118100   693      29136      SH           SOLE             29136
MENTOR GRAPHICS CORP                COM                587200106   181      17108      SH           SOLE             17108
MERCADOLIBRE INC                    COM                58733R102   388      5380       SH           SOLE              5380
MERCK & CO INC NEW                  COM                58933Y105  10403    282617      SH           SOLE             282617
MERIT MED SYS INC                   COM                589889104   262      16472      SH           SOLE             16472
METLIFE INC                         COM                59156R108  15454    401931      SH           SOLE             401931
METROPCS COMMUNICATIONS INC         COM                591708102   720      68790      SH           SOLE             68790
MF GLOBAL HLDGS LTD                 COM                55277J108   131      18181      SH           SOLE             18181
MGP INGREDIENTS INC                 COM                55302G103   201      25551      SH           SOLE             25551
MICREL INC                          COM                594793101   266      26936      SH           SOLE             26936
MICROCHIP TECHNOLOGY INC            COM                595017104   742      23592      SH           SOLE             23592
MICROSEMI CORP                      COM                595137100   696      40639      SH           SOLE             40639
MICROSOFT CORP                      COM                594918104  16519    674539      SH           SOLE             674539
MICROSTRATEGY INC                   CL A NEW           594972408   611      7051       SH           SOLE              7051
MICROTUNE INC DEL                   COM                59514P109   468     161445      SH           SOLE             161445
MILLICOM INTL CELLULAR S A          SHS NEW            L6388F110   228      2377       SH           SOLE              2377
MINERALS TECHNOLOGIES INC           COM                603158106   702      11906      SH           SOLE             11906
MIRANT CORP NEW                     COM                60467R100   252      25298      SH           SOLE             25298
MOBILE MINI INC                     COM                60740F105   258      16798      SH           SOLE             16798
MOHAWK INDS INC                     COM                608190104   348      6530       SH           SOLE              6530
MOLEX INC                           CL A               608554200   577      33008      SH           SOLE             33008
MOLINA HEALTHCARE INC               COM                60855R100   655      24256      SH           SOLE             24256
MONEYGRAM INTL INC                  COM                60935Y109    32      13300      SH           SOLE             13300
MONOLITHIC PWR SYS INC              COM                609839105   330      20233      SH           SOLE             20233
MONSTER WORLDWIDE INC               COM                611742107   703      54208      SH           SOLE             54208
MOSAIC CO                           COM                61945A107   2869     48825      SH           SOLE             48825
MVC CAPITAL INC                     COM                553829102   217      16711      SH           SOLE             16711
NABI BIOPHARMACEUTICALS             COM                629519109   132      27512      SH           SOLE             27512
NABORS INDUSTRIES LTD               SHS                G6359F103   1257     69585      SH           SOLE             69585
NASDAQ OMX GROUP INC                COM                631103108   2077    106895      SH           SOLE             106895
NATIONAL FUEL GAS CO N J            COM                636180101   1166     22508      SH           SOLE             22508
NATIONAL PENN BANCSHARES INC        COM                637138108   837     133883      SH           SOLE             133883
NATIONAL RETAIL PROPERTIES I        COM                637417106   399      15908      SH           SOLE             15908
NATIONAL SEMICONDUCTOR CORP         COM                637640103   1535    120197      SH           SOLE             120197
NATIONWIDE HEALTH PPTYS INC         COM                638620104   2181     56392      SH           SOLE             56392
NAVIOS MARITIME HOLDINGS INC        COM                Y62196103   487      82986      SH           SOLE             82986
NAVISTAR INTL CORP NEW              COM                63934E108   1379     31588      SH           SOLE             31588
NBTY INC                            COM                628782104   5197     94517      SH           SOLE             94517
NCR CORP NEW                        COM                62886E108   1407    103204      SH           SOLE             103204
NETEASE COM INC                     SPONSORED ADR      64110W102   1216     30830      SH           SOLE             30830
NEUSTAR INC                         CL A               64126X201   632      25412      SH           SOLE             25412
NEW ORIENTAL ED & TECH GRP I        SPON ADR           647581107   590      6051       SH           SOLE              6051
NEWALLIANCE BANCSHARES INC          COM                650203102   5271    417651      SH           SOLE             417651
NEWFIELD EXPL CO                    COM                651290108   2784     48465      SH           SOLE             48465
NEWPARK RES INC                     COM PAR $.01NEW    651718504   114      13547      SH           SOLE             13547
NEWPORT CORP                        COM                651824104   198      17477      SH           SOLE             17477
NEWS CORP                           CL A               65248E104   7478    572581      SH           SOLE             572581
NEXEN INC                           COM                65334H102   1586     78914      SH           SOLE             78914
NEXTERA ENERGY INC                  COM                65339F101   5623    103386      SH           SOLE             103386
NICE SYS LTD                        SPONSORED ADR      653656108   238      7618       SH           SOLE              7618
NIGHTHAWK RADIOLOGY HLDGS IN        COM                65411N105   5078    795964      SH           SOLE             795964
NOBLE CORPORATION BAAR              NAMEN -AKT         H5833N103   1073     31757      SH           SOLE             31757
NOBLE ENERGY INC                    COM                655044105   5978     79610      SH           SOLE             79610
NOMURA HLDGS INC                    SPONSORED ADR      65535H208   157      32931      SH           SOLE             32931
NORDIC AMERICAN TANKER SHIPP        COM                G65773106   431      16091      SH           SOLE             16091
NORDSON CORP                        COM                655663102   673      9135       SH           SOLE              9135
NORFOLK SOUTHERN CORP               COM                655844108   4864     81726      SH           SOLE             81726
NORTH AMERN ENERGY PARTNERS         COM                656844107   122      14959      SH           SOLE             14959
NORTHEAST UTILS                     COM                664397106   2986    100972      SH           SOLE             100972
NORTHROP GRUMMAN CORP               COM                666807102   8459    139519      SH           SOLE             139519
NORTHWEST BANCSHARES INC MD         COM                667340103   679      60742      SH           SOLE             60742
NORTHWEST NAT GAS CO                COM                667655104   763      16086      SH           SOLE             16086
NOVELL INC                          COM                670006105   1577    264189      SH           SOLE             264189
NOVELLUS SYS INC                    COM                670008101   2449     92145      SH           SOLE             92145
NPS PHARMACEUTICALS INC             COM                62936P103   244      35712      SH           SOLE             35712
NRG ENERGY INC                      COM NEW            629377508   750      36046      SH           SOLE             36046
NU HORIZONS ELECTRS CORP            COM                669908105   958     137800      SH           SOLE             137800
NV ENERGY INC                       COM                67073Y106   946      71922      SH           SOLE             71922
NVR INC                             COM                62944T105   1345     2077       SH           SOLE              2077
NYMAGIC INC                         COM                629484106   3732    145371      SH           SOLE             145371
NYSE EURONEXT                       COM                629491101   1714     59997      SH           SOLE             59997
O REILLY AUTOMOTIVE INC             COM                686091109   811      15241      SH           SOLE             15241
OCCAM NETWORKS INC                  COM NEW            67457P309   2210    282288      SH           SOLE             282288
OGE ENERGY CORP                     COM                670837103   687      17233      SH           SOLE             17233
OIL SVC HOLDRS TR                   DEPOSTRY RCPT      678002106  14461    127800      SH           SOLE             127800
OLD NATL BANCORP IND                COM                680033107   1251    119100      SH           SOLE             119100
OM GROUP INC                        COM                670872100   318      10574      SH           SOLE             10574
OMNI ENERGY SERVICES                COM NEW            68210T208   171      62773      SH           SOLE             62773
OMNICOM GROUP INC                   COM                681919106   6267    158744      SH           SOLE             158744
OMNOVA SOLUTIONS INC                COM                682129101   117      16223      SH           SOLE             16223
ON SEMICONDUCTOR CORP               COM                682189105   172      23828      SH           SOLE             23828
ONEOK INC NEW                       COM                682680103   3945     87593      SH           SOLE             87593
ORACLE CORP                         COM                68389X105   7557    281451      SH           SOLE             281451
ORIENT-EXPRESS HOTELS LTD           CL A               G67743107   398      35723      SH           SOLE             35723
OSHKOSH CORP                        COM                688239201   969      35253      SH           SOLE             35253
OSTEOTECH INC                       COM                688582105   4459    690229      SH           SOLE             690229
OWENS ILL INC                       COM NEW            690768403   232      8251       SH           SOLE              8251
OXFORD INDS INC                     COM                691497309   241      10115      SH           SOLE             10115
P F CHANGS CHINA BISTRO INC         COM                69333Y108   1285     27822      SH           SOLE             27822
PACKAGING CORP AMER                 COM                695156109   709      30617      SH           SOLE             30617
PACTIV CORP                         COM                695257105   9000    272901      SH           SOLE             272901
PACWEST BANCORP DEL                 COM                695263103   291      15245      SH           SOLE             15245
PAETEC HOLDING CORP                 COM                695459107   114      27700      SH           SOLE             27700
PALL CORP                           COM                696429307   418      10047      SH           SOLE             10047
PANERA BREAD CO                     CL A               69840W108   1037     11705      SH           SOLE             11705
PARAMETRIC TECHNOLOGY CORP          COM NEW            699173209   991      50711      SH           SOLE             50711
PARKER DRILLING CO                  COM                701081101    78      18028      SH           SOLE             18028
PARKWAY PPTYS INC                   COM                70159Q104   216      14571      SH           SOLE             14571
PAYCHEX INC                         COM                704326107   4959    180375      SH           SOLE             180375
PDI INC                             COM                69329V100   109      12500      SH           SOLE             12500
PEABODY ENERGY CORP                 COM                704549104   4903    100044      SH           SOLE             100044
PENN NATL GAMING INC                COM                707569109   347      11735      SH           SOLE             11735
PENNSYLVANIA RL ESTATE INVT         SH BEN INT         709102107   1250    105368      SH           SOLE             105368
PENTAIR INC                         COM                709631105   671      19949      SH           SOLE             19949
PEOPLES UNITED FINANCIAL INC        COM                712704105   4142    316461      SH           SOLE             316461
PEP BOYS MANNY MOE & JACK           COM                713278109   354      33426      SH           SOLE             33426
PEPSICO INC                         COM                713448108   6654    100156      SH           SOLE             100156
PERFECT WORLD CO LTD                SPON ADR REP B     71372U104   441      17192      SH           SOLE             17192
PERKINELMER INC                     COM                714046109   1047     45256      SH           SOLE             45256
PETROLEO BRASILEIRO SA PETRO        SPONSORED ADR      71654V408   2893     79775      SH           SOLE             79775
PETSMART INC                        COM                716768106   2569     73398      SH           SOLE             73398
PFIZER INC                          COM                717081103   5643    328665      SH           SOLE             328665
PG^E CORP                           COM                69331C108   2906     63978      SH           SOLE             63978
PHARMACEUTICAL HLDRS TR             DEPOSITRY RCPT     71712A206   3542     54700      SH           SOLE             54700
PHARMACEUTICAL PROD DEV INC         COM                717124101   979      39481      SH           SOLE             39481
PHARMERICA CORP                     COM                71714F104   124      12979      SH           SOLE             12979
PHOENIX TECHNOLOGY LTD              COM                719153108   118      30341      SH           SOLE             30341
PICO HLDGS INC                      COM NEW            693366205   687      22998      SH           SOLE             22998
PILGRIMS PRIDE CORP NEW             COM                72147K108   191      34055      SH           SOLE             34055
PINNACLE ENTMT INC                  COM                723456109   141      12682      SH           SOLE             12682
PINNACLE WEST CAP CORP              COM                723484101   4479    108531      SH           SOLE             108531
PIONEER DRILLING CO                 COM                723655106   167      26200      SH           SOLE             26200
PLAYBOY ENTERPRISES INC             CL B               728117300   1043    202876      SH           SOLE             202876
PMC-SIERRA INC                      COM                69344F106   159      21618      SH           SOLE             21618
PMI GROUP INC                       COM                69344M101   184      50061      SH           SOLE             50061
PNC FINL SVCS GROUP INC             COM                693475105  10829    208612      SH           SOLE             208612
POLYCOM INC                         COM                73172K104   1110     40676      SH           SOLE             40676
POLYPORE INTL INC                   COM                73179V103   251      8334       SH           SOLE              8334
POOL CORPORATION                    COM                73278L105   330      16458      SH           SOLE             16458
PORTEC RAIL PRODS INC               COM                736212101   4355    374756      SH           SOLE             374756
PORTFOLIO RECOVERY ASSOCS IN        COM                73640Q105   462      7151       SH           SOLE              7151
PORTLAND GEN ELEC CO                COM NEW            736508847   420      20714      SH           SOLE             20714
POST PPTYS INC                      COM                737464107   374      13403      SH           SOLE             13403
POWER INTEGRATIONS INC              COM                739276103   225      7092       SH           SOLE              7092
POWERSHS DB MULTI SECT COMM         DB AGRICULT FD     73936B408   3199    116400      SH           SOLE             116400
PPL CORP                            COM                69351T106   4759    174758      SH           SOLE             174758
PRAXAIR INC                         COM                74005P104   5518     61138      SH           SOLE             61138
PRECISION DRILLING CORP             COM 2010           74022D308    81      11854      SH           SOLE             11854
PRESTIGE BRANDS HLDGS INC           COM                74112D101   1045    105707      SH           SOLE             105707
PRICELINE COM INC                   COM NEW            741503403   4073     11692      SH           SOLE             11692
PRIVATEBANCORP INC                  COM                742962103   253      22232      SH           SOLE             22232
PROASSURANCE CORP                   COM                74267C106   548      9521       SH           SOLE              9521
PROCTER & GAMBLE CO                 COM                742718109  32392    540141      SH           SOLE             540141
PROGRESSIVE CORP OHIO               COM                743315103  12609    604168      SH           SOLE             604168
PROSHARES TR                        SHT MSCI NEW       74347X575   249      6584       SH           SOLE              6584
PROSHARES TR                        ULT SHR S^P500     74347X856   347      12800      SH           SOLE             12800
PROSHARES TR                        XIN CH25 NEW       74347X567   481      14860      SH           SOLE             14860
PROSHARES TR                        PSHS ULT S^P 500   74347R107   949      24100      SH           SOLE             24100
PROSHARES TR                        ULTSHT OIL NEW     74347X591   1605     28439      SH           SOLE             28439
PROSHARES TR                        ULTRPRO S^P500     74347X864   5102     33400      SH     CALL  SOLE             33400
PROSHARES TR                        SHT MSCI NEW       74347X575   2168     57300      SH     PUT   SOLE             57300
PROSHARES TR                        PSHS ULSHRUS2000   74347R834   1074     61400      SH           SOLE             61400
PROSHARES TR                        ULTSHT OIL NEW     74347X591   3870     68600      SH     PUT   SOLE             68600
PROSHARES TR                        ULTRA FNCLS NEW    74347X633   4404     81017      SH           SOLE             81017
PROSHARES TR                        REAL EST NEW       74347X583   1972     91998      SH           SOLE             91998
PROSHARES TR                        PSHS ULT S^P 500   74347R107   4287    108900      SH     CALL  SOLE             108900
PROSHARES TR                        PSHS ULTSHT FINL   74347R628   2635    132619      SH           SOLE             132619
PROSHARES TR                        PSHS ULTRUSS2000   74347R842   4662    146700      SH     CALL  SOLE             146700
PROSHARES TR                        PSHS ULTSH 20YRS   74347R297   6394    204611      SH           SOLE             204611
PROSHARES TR                        PSHS ULT S^P 500   74347R107   9441    239800      SH     PUT   SOLE             239800
PROSHARES TR                        PSHS ULTRA O^G     74347R719   7888    250400      SH     CALL  SOLE             250400
PROSHARES TR                        PSHS ULSHT SP500   74347R883  15543    525272      SH           SOLE             525272
PROSHARES TR                        PSHS ULSHT SP500   74347R883  18648    630200      SH     PUT   SOLE             630200
PROSHARES TR II                     ULTRA SILVER       74347W841   2375     28520      SH           SOLE             28520
PROSPECT MEDICAL HOLDINGS IN        COM                743494106   316      37183      SH           SOLE             37183
PROVIDENT FINL SVCS INC             COM                74386T105   1643    132953      SH           SOLE             132953
PS BUSINESS PKS INC CALIF           COM                69360J107   395      6989       SH           SOLE              6989
PSYCHIATRIC SOLUTIONS INC           COM                74439H108   5628    167738      SH           SOLE             167738
PUBLIC STORAGE                      COM                74460D109  14373    148117      SH           SOLE             148117
PUBLIC SVC ENTERPRISE GROUP         COM                744573106   2789     84303      SH           SOLE             84303
PULTE GROUP INC                     COM                745867101   434      49491      SH           SOLE             49491
QIAGEN N V                          ORD                N72482107   1926    108581      SH           SOLE             108581
QIAO XING MOBILE COMM CO LTD        SHS                G73031109   159      47137      SH           SOLE             47137
QLT INC                             COM                746927102   450      71493      SH           SOLE             71493
QUANEX BUILDING PRODUCTS COR        COM                747619104   192      11127      SH           SOLE             11127
QUANTA SVCS INC                     COM                74762E102   609      31932      SH           SOLE             31932
QUANTUM FUEL SYS TECH WORLDW        COM                74765E109    5       10760      SH           SOLE             10760
QUEST DIAGNOSTICS INC               COM                74834L100   1153     22850      SH           SOLE             22850
QUESTAR CORP                        COM                748356102   352      20061      SH           SOLE             20061
QUIDEL CORP                         COM                74838J101   274      24913      SH           SOLE             24913
QWEST COMMUNICATIONS INTL IN        COM                749121109   6016    959457      SH           SOLE             959457
RAIT FINANCIAL TRUST                COM                749227104    31      18830      SH           SOLE             18830
RALCORP HLDGS INC NEW               COM                751028101   529      9051       SH           SOLE              9051
RAM ENERGY RESOURCES INC            COM                75130P109    23      14723      SH           SOLE             14723
RAMCO-GERSHENSON PPTYS TR           COM SH BEN INT     751452202   656      61244      SH           SOLE             61244
RANDGOLD RES LTD                    ADR                752344309   455      4487       SH           SOLE              4487
RAYONIER INC                        COM                754907103   786      15673      SH           SOLE             15673
RED HAT INC                         COM                756577102   1005     24520      SH           SOLE             24520
RED ROBIN GOURMET BURGERS IN        COM                75689M101   225      11476      SH           SOLE             11476
REGAL BELOIT CORP                   COM                758750103   1505     25636      SH           SOLE             25636
REGENCY CTRS CORP                   COM                758849103   1348     34156      SH           SOLE             34156
REINSURANCE GROUP AMER INC          COM NEW            759351604   1949     40364      SH           SOLE             40364
RELM WIRELESS CORP                  COM                759525108    29      14000      SH           SOLE             14000
RENT A CTR INC NEW                  COM                76009N100   1339     59810      SH           SOLE             59810
REPUBLIC SVCS INC                   COM                760759100   8204    269072      SH           SOLE             269072
RESEARCH IN MOTION LTD              COM                760975102   1426     29291      SH           SOLE             29291
RESMED INC                          COM                761152107   592      18036      SH           SOLE             18036
RETAIL HOLDRS TR                    DEP RCPT           76127U101   2863     29000      SH           SOLE             29000
RIGEL PHARMACEUTICALS INC           COM NEW            766559603   305      36276      SH           SOLE             36276
RIO TINTO PLC                       SPONSORED ADR      767204100   289      4919       SH           SOLE              4919
ROCK-TENN CO                        CL A               772739207   932      18704      SH           SOLE             18704
ROCKWELL COLLINS INC                COM                774341101   3107     53342      SH           SOLE             53342
ROGERS COMMUNICATIONS INC           CL B               775109200   1267     33863      SH           SOLE             33863
ROGERS CORP                         COM                775133101   210      6667       SH           SOLE              6667
ROSS STORES INC                     COM                778296103   2310     42256      SH           SOLE             42256
ROYAL BK CDA MONTREAL QUE           COM                780087102   953      18275      SH           SOLE             18275
ROYAL GOLD INC                      COM                780287108   832      16701      SH           SOLE             16701
RSC HOLDINGS INC                    COM                74972L102   118      15872      SH           SOLE             15872
RUBICON MINERALS CORP               COM                780911103    61      14811      SH           SOLE             14811
RYDER SYS INC                       COM                783549108   1700     39750      SH           SOLE             39750
S1 CORPORATION                      COM                78463B101   460      88278      SH           SOLE             88278
SAFEWAY INC                         COM NEW            786514208   1897     89638      SH           SOLE             89638
SAIC INC                            COM                78390X101   3985    249364      SH           SOLE             249364
SALESFORCE COM INC                  COM                79466L302   3562     31864      SH           SOLE             31864
SALIX PHARMACEUTICALS INC           COM                795435106   458      11538      SH           SOLE             11538
SAN JUAN BASIN RTY TR               UNIT BEN INT       798241105   950      38443      SH           SOLE             38443
SANDISK CORP                        COM                80004C101   1213     33110      SH           SOLE             33110
SARA LEE CORP                       COM                803111103   5085    378654      SH           SOLE             378654
SATYAM COMPUTER SERVICES LTD        ADR                804098101   115      29641      SH           SOLE             29641
SAUL CTRS INC                       COM                804395101   289      6900       SH           SOLE              6900
SCHULMAN A INC                      COM                808194104   479      23790      SH           SOLE             23790
SCHWAB CHARLES CORP NEW             COM                808513105   3134    225461      SH           SOLE             225461
SCRIPPS E W CO OHIO                 CL A NEW           811054402   277      35182      SH           SOLE             35182
SCRIPPS NETWORKS INTERACT IN        CL A COM           811065101   1803     37900      SH           SOLE             37900
SEALED AIR CORP NEW                 COM                81211K100   704      31308      SH           SOLE             31308
SELECT SECTOR SPDR TR               SBI CONS STPLS     81369Y308   1076     38600      SH           SOLE             38600
SELECT SECTOR SPDR TR               SBI INT-INDS       81369Y704   1439     46000      SH           SOLE             46000
SELECT SECTOR SPDR TR               SBI MATERIALS      81369Y100   6572    200500      SH           SOLE             200500
SELECT SECTOR SPDR TR               SBI INT-ENERGY     81369Y506  14653    261372      SH           SOLE             261372
SELECT SECTOR SPDR TR               SBI INT-FINL       81369Y605   4213    293818      SH           SOLE             293818
SEMICONDUCTOR HLDRS TR              DEP RCPT           816636203   2209     79700      SH           SOLE             79700
SERVICE CORP INTL                   COM                817565104   1201    139293      SH           SOLE             139293
SHAW GROUP INC                      COM                820280105   867      25828      SH           SOLE             25828
SHUFFLE MASTER INC                  COM                825549108   176      20875      SH           SOLE             20875
SIGMA ALDRICH CORP                  COM                826552101   4385     72619      SH           SOLE             72619
SILGAN HOLDINGS INC                 COM                827048109   258      8149       SH           SOLE              8149
SILICON LABORATORIES INC            COM                826919102   433      11814      SH           SOLE             11814
SILVER WHEATON CORP                 COM                828336107   864      32431      SH           SOLE             32431
SILVERCORP METALS INC               COM                82835P103    85      10251      SH           SOLE             10251
SIMON PPTY GROUP INC NEW            COM                828806109   5914     63775      SH           SOLE             63775
SINA CORP                           ORD                G81477104   409      8077       SH           SOLE              8077
SIRIUS XM RADIO INC                 COM                82967N108   104      86622      SH           SOLE             86622
SKECHERS U S A INC                  CL A               830566105   307      13087      SH           SOLE             13087
SKYWORKS SOLUTIONS INC              COM                83088M102   885      42836      SH           SOLE             42836
SLM CORP                            COM                78442P106   320      27664      SH           SOLE             27664
SMITH & WESSON HLDG CORP            COM                831756101   108      30443      SH           SOLE             30443
SMITHTOWN BANCORP INC               COM                832449102   716     189397      SH           SOLE             189397
SMUCKER J M CO                      COM NEW            832696405   5290     87388      SH           SOLE             87388
SNAP ON INC                         COM                833034101   835      17948      SH           SOLE             17948
SOMAXON PHARMACEUTICALS INC         COM                834453102    49      12684      SH           SOLE             12684
SONIC AUTOMOTIVE INC                CL A               83545G102   369      37492      SH           SOLE             37492
SOUTH JERSEY INDS INC               COM                838518108   424      8574       SH           SOLE              8574
SOUTHERN UN CO NEW                  COM                844030106   1152     47888      SH           SOLE             47888
SOUTHWESTERN ENERGY CO              COM                845467109   6259    187186      SH           SOLE             187186
SOVRAN SELF STORAGE INC             COM                84610H108   1205     31784      SH           SOLE             31784
SPARK NETWORKS INC                  COM                84651P100    85      26400      SH           SOLE             26400
SPDR DOW JONES INDL AVRG ETF        UT SER 1           78467X109   1928     17867      SH           SOLE             17867
SPDR S^P 500 ETF TR                 TR UNIT            78462F103  65054    570000      SH     CALL  SOLE             570000
SPDR S^P 500 ETF TR                 TR UNIT            78462F103  190266   1667100     SH     PUT   SOLE            1667100
SPIRIT AEROSYSTEMS HLDGS INC        COM CL A           848574109   316      15837      SH           SOLE             15837
SRA INTL INC                        CL A               78464R105   465      23595      SH           SOLE             23595
STAR SCIENTIFIC INC                 COM                85517P101    26      12586      SH           SOLE             12586
STARBUCKS CORP                      COM                855244109  12398    485262      SH           SOLE             485262
STATE STR CORP                      COM                857477103  14738    391342      SH           SOLE             391342
STATOIL ASA                         SPONSORED ADR      85771P102   295      14077      SH           SOLE             14077
STEC INC                            COM                784774101   286      22990      SH           SOLE             22990
STEEL DYNAMICS INC                  COM                858119100   217      15399      SH           SOLE             15399
STEELCASE INC                       CL A               858155203   569      68334      SH           SOLE             68334
STEINER LEISURE LTD                 ORD                P8744Y102   245      6432       SH           SOLE              6432
STELLARONE CORP                     COM                85856G100   239      18824      SH           SOLE             18824
STEPAN CO                           COM                858586100   357      6047       SH           SOLE              6047
STERIS CORP                         COM                859152100   393      11819      SH           SOLE             11819
STEWART INFORMATION SVCS COR        COM                860372101   136      12000      SH           SOLE             12000
STIFEL FINL CORP                    COM                860630102   1124     24271      SH           SOLE             24271
STMICROELECTRONICS N V              NY REGISTRY        861012102   1375    180152      SH           SOLE             180152
STUDENT LN CORP                     COM                863902102   2054     69150      SH           SOLE             69150
STURM RUGER & CO INC                COM                864159108   173      12717      SH           SOLE             12717
SUN HEALTHCARE GROUP INC            COM NEW            866933401   597      70504      SH           SOLE             70504
SUNCOR ENERGY INC NEW               COM                867224107   4305    132268      SH           SOLE             132268
SUNPOWER CORP                       COM CL B           867652307   197      14212      SH           SOLE             14212
SUPERIOR ENERGY SVCS INC            COM                868157108   227      8521       SH           SOLE              8521
SUSQUEHANNA BANCSHARES INC P        COM                869099101   593      70252      SH           SOLE             70252
SXC HEALTH SOLUTIONS CORP           COM                78505P100   295      8096       SH           SOLE              8096
SYKES ENTERPRISES INC               COM                871237103   641      47168      SH           SOLE             47168
SYMMETRY MED INC                    COM                871546206   248      25685      SH           SOLE             25685
SYNCHRONOSS TECHNOLOGIES INC        COM                87157B103   215      12094      SH           SOLE             12094
SYNIVERSE HLDGS INC                 COM                87163F106   528      23297      SH           SOLE             23297
SYNNEX CORP                         COM                87162W100   661      23500      SH           SOLE             23500
SYNOVUS FINL CORP                   COM                87161C105   350     142223      SH           SOLE             142223
SYNTEL INC                          COM                87162H103   337      7580       SH           SOLE              7580
SYSCO CORP                          COM                871829107   3796    133103      SH           SOLE             133103
TAIWAN SEMICONDUCTOR MFG LTD        SPONSORED ADR      874039100   573      56512      SH           SOLE             56512
TAM SA                              SP ADR REP PFD     87484D103   2967    128600      SH           SOLE             128600
TATA MTRS LTD                       SPONSORED ADR      876568502   295      11565      SH           SOLE             11565
TAUBMAN CTRS INC                    COM                876664103   1099     24635      SH           SOLE             24635
TECHNE CORP                         COM                878377100   1046     16952      SH           SOLE             16952
TECO ENERGY INC                     COM                872375100   1169     67469      SH           SOLE             67469
TELE NORTE LESTE PART S A           SPON ADR PFD       879246106   196      13892      SH           SOLE             13892
TELEDYNE TECHNOLOGIES INC           COM                879360105   336      8446       SH           SOLE              8446
TELEFONOS DE MEXICO S A B           SPON ADR ORD L     879403780   334      22400      SH           SOLE             22400
TELEPHONE & DATA SYS INC            SPL COM            879433860   823      29039      SH           SOLE             29039
TERADYNE INC                        COM                880770102   159      14300      SH           SOLE             14300
TEREX CORP NEW                      COM                880779103   401      17500      SH           SOLE             17500
TERNIUM SA                          SPON ADR           880890108   726      22226      SH           SOLE             22226
TESSERA TECHNOLOGIES INC            COM                88164L100   270      14602      SH           SOLE             14602
TETRA TECH INC NEW                  COM                88162G103   256      12194      SH           SOLE             12194
TEXTAINER GROUP HOLDINGS LTD        SHS                G8766E109   246      9217       SH           SOLE              9217
THERMO FISHER SCIENTIFIC INC        COM                883556102   4143     86531      SH           SOLE             86531
THOMAS & BETTS CORP                 COM                884315102   1091     26602      SH           SOLE             26602
THORATEC CORP                       COM NEW            885175307   930      25155      SH           SOLE             25155
TIM HORTONS INC                     COM                88706M103   1057     29029      SH           SOLE             29029
TIME WARNER CABLE INC               COM                88732J207   2215     41022      SH           SOLE             41022
TIME WARNER INC                     COM NEW            887317303  14681    479003      SH           SOLE             479003
TIMKEN CO                           COM                887389104   320      8341       SH           SOLE              8341
TNS INC                             COM                872960109   818      48269      SH           SOLE             48269
TOLL BROTHERS INC                   COM                889478103   583      30658      SH           SOLE             30658
TORONTO DOMINION BK ONT             COM NEW            891160509   1593     22043      SH           SOLE             22043
TOTAL S A                           SPONSORED ADR      8.915E+113  526      10194      SH           SOLE             10194
TOWER GROUP INC                     COM                891777104   522      22370      SH           SOLE             22370
TRACTOR SUPPLY CO                   COM                892356106   747      18846      SH           SOLE             18846
TRANSDIGM GROUP INC                 COM                893641100   318      5120       SH           SOLE              5120
TRAVELERS COMPANIES INC             COM                8.942E+113  2665     51148      SH           SOLE             51148
TREE COM INC                        COM                894675107    69      10506      SH           SOLE             10506
TRIUMPH GROUP INC NEW               COM                896818101   295      3953       SH           SOLE              3953
TRUE RELIGION APPAREL INC           COM                89784N104   373      17462      SH           SOLE             17462
TUPPERWARE BRANDS CORP              COM                899896104   644      14079      SH           SOLE             14079
TW TELECOM INC                      COM                87311L104   235      12680      SH           SOLE             12680
TYCO ELECTRONICS LTD SWITZER        SHS                H8912P106   312      10668      SH           SOLE             10668
TYCO INTERNATIONAL LTD              SHS                H89128104  13170    358565      SH           SOLE             358565
U S AIRWAYS GROUP INC               COM                90341W108   174      18805      SH           SOLE             18805
U STORE IT TR                       COM                91274F104   1359    162723      SH           SOLE             162723
UAL CORP                            COM NEW            902549807   343      14480      SH           SOLE             14480
UDR INC                             COM                902653104   2599    123077      SH           SOLE             123077
UGI CORP NEW                        COM                902681105   653      22837      SH           SOLE             22837
UIL HLDG CORP                       COM                902748102   322      11431      SH           SOLE             11431
ULTRA PETROLEUM CORP                COM                903914109   2308     54983      SH           SOLE             54983
UMPQUA HLDGS CORP                   COM                904214103   1086     95795      SH           SOLE             95795
UNICA CORP                          COM                904583101   607      28956      SH           SOLE             28956
UNION FIRST MKT BANKSH CP           COM                90662P104   389      29763      SH           SOLE             29763
UNION PAC CORP                      COM                907818108   3843     46976      SH           SOLE             46976
UNITED MICROELECTRONICS CORP        SPON ADR NEW       910873405    50      18086      SH           SOLE             18086
UNITED ONLINE INC                   COM                911268100   131      22931      SH           SOLE             22931
UNITED PARCEL SERVICE INC           CL B               911312106  11336    169984      SH           SOLE             169984
UNITED STATES CELLULAR CORP         COM                911684108   395      8600       SH           SOLE              8600
UNITED STATES OIL FUND LP           UNITS              91232N108   331      9509       SH           SOLE              9509
UNITED STATIONERS INC               COM                913004107   202      3779       SH           SOLE              3779
UNIVERSAL FST PRODS INC             COM                913543104   246      8415       SH           SOLE              8415
URBAN OUTFITTERS INC                COM                917047102   4935    156952      SH           SOLE             156952
URS CORP NEW                        COM                903236107   894      23539      SH           SOLE             23539
US BANCORP DEL                      COM NEW            902973304   8040    371859      SH           SOLE             371859
US GOLD CORPORATION                 COM PAR $0.10      912023207   147      29636      SH           SOLE             29636
V F CORP                            COM                918204108   1640     20241      SH           SOLE             20241
VAIL RESORTS INC                    COM                91879Q109   280      7473       SH           SOLE              7473
VALE S A                            ADR REPSTG PFD     9.191E+208  278      10010      SH           SOLE             10010
VALE S A                            ADR                9.191E+109  2294     73377      SH           SOLE             73377
VALERO ENERGY CORP NEW              COM                91913Y100   2063    117819      SH           SOLE             117819
VALMONT INDS INC                    COM                920253101   1070     14773      SH           SOLE             14773
VALSPAR CORP                        COM                920355104   602      18912      SH           SOLE             18912
VANDA PHARMACEUTICALS INC           COM                921659108   396      59216      SH           SOLE             59216
VANGUARD INTL EQUITY INDEX F        EMR MKT ETF        922042858   650      14300      SH           SOLE             14300
VCA ANTECH INC                      COM                918194101   218      10315      SH           SOLE             10315
VECTREN CORP                        COM                92240G101   871      33651      SH           SOLE             33651
VERAZ NETWORKS INC                  COM                923359103    14      10700      SH           SOLE             10700
VERIGY LTD                          SHS                Y93691106   256      31436      SH           SOLE             31436
VERTEX PHARMACEUTICALS INC          COM                92532F100   1732     50089      SH           SOLE             50089
VIEWPOINT FINL GROUP INC MD         COM                92672A101   476      51500      SH           SOLE             51500
VIRGIN MEDIA INC                    COM                92769L101   235      10200      SH           SOLE             10200
VISHAY INTERTECHNOLOGY INC          COM                928298108   534      55138      SH           SOLE             55138
VITACOST COM INC                    COM                92847A200   264      44000      SH           SOLE             44000
VMWARE INC                          CL A COM           928563402   952      11205      SH           SOLE             11205
VONAGE HLDGS CORP                   COM                92886T201    32      12553      SH           SOLE             12553
WABASH NATL CORP                    COM                929566107   242      29954      SH           SOLE             29954
WADDELL & REED FINL INC             CL A               930059100   407      14883      SH           SOLE             14883
WAINWRIGHT BK^TR CO BOSTON M        COM                930705108   3295    174962      SH           SOLE             174962
WAL MART STORES INC                 COM                931142103   2706     50564      SH           SOLE             50564
WALGREEN CO                         COM                931422109   1662     49604      SH           SOLE             49604
WALTER ENERGY INC                   COM                93317Q105   555      6826       SH           SOLE              6826
WARNACO GROUP INC                   COM NEW            934390402   522      10200      SH           SOLE             10200
WARNER CHILCOTT PLC IRELAND         SHS A              G94368100   1756     78271      SH           SOLE             78271
WASHINGTON FED INC                  COM                938824109   178      11622      SH           SOLE             11622
WATERS CORP                         COM                941848103   945      13354      SH           SOLE             13354
WATSON PHARMACEUTICALS INC          COM                942683103   790      18677      SH           SOLE             18677
WATTS WATER TECHNOLOGIES INC        CL A               942749102   503      14759      SH           SOLE             14759
WEBSENSE INC                        COM                947684106   221      12462      SH           SOLE             12462
WELLPOINT INC                       COM                94973V107   3267     57686      SH           SOLE             57686
WELLS FARGO & CO NEW                COM                949746101   9220    367112      SH           SOLE             367112
WENDYS ARBYS GROUP INC              COM                950587105   888     196136      SH           SOLE             196136
WERNER ENTERPRISES INC              COM                950755108   1184     57793      SH           SOLE             57793
WESBANCO INC                        COM                950810101   243      14868      SH           SOLE             14868
WEST PHARMACEUTICAL SVSC INC        COM                955306105   515      15020      SH           SOLE             15020
WESTERN DIGITAL CORP                COM                958102105   2028     71451      SH           SOLE             71451
WESTERN UN CO                       COM                959802109   629      35597      SH           SOLE             35597
WEYERHAEUSER CO                     COM                962166104   494      31348      SH           SOLE             31348
WHITE MTNS INS GROUP LTD            COM                G9618E107   407      1320       SH           SOLE              1320
WHITING PETE CORP NEW               COM                966387102   396      4151       SH           SOLE              4151
WILLIAMS COS INC DEL                COM                969457100   4648    243245      SH           SOLE             243245
WILLIS GROUP HOLDINGS PUBLIC        SHS                G96666105   2304     74756      SH           SOLE             74756
WILMINGTON TRUST CORP               COM                971807102   204      22675      SH           SOLE             22675
WISCONSIN ENERGY CORP               COM                976657106   3103     53688      SH           SOLE             53688
WOLVERINE WORLD WIDE INC            COM                978097103   249      8570       SH           SOLE              8570
WONDER AUTO TECHNOLOGY INC          COM                978166106   245      28815      SH           SOLE             28815
WORLD WRESTLING ENTMT INC           CL A               98156Q108   233      16754      SH           SOLE             16754
WRIGHT MED GROUP INC                COM                98235T107   353      24504      SH           SOLE             24504
WYNDHAM WORLDWIDE CORP              COM                98310W108   735      26742      SH           SOLE             26742
WYNN RESORTS LTD                    COM                983134107   2933     33797      SH           SOLE             33797
XEROX CORP                          COM                984121103   658      63621      SH           SOLE             63621
XILINX INC                          COM                983919101   1714     64332      SH           SOLE             64332
YAHOO INC                           COM                984332106   6541    461601      SH           SOLE             461601
YRC WORLDWIDE INC                   COM                984249102    17      66270      SH           SOLE             66270
ZALICUS INC                         COM                98887C105    22      17083      SH           SOLE             17083
ZEP INC                             COM                98944B108   207      11897      SH           SOLE             11897
ZIMMER HLDGS INC                    COM                98956P102   3126     59737      SH           SOLE             59737
ZOLL MED CORP                       COM                989922109   963      29851      SH           SOLE             29851