SEC Info  
   Home     Search     My Interests     Help     Sign In     Please Sign In  

Oppenheimer & Co Inc · 13F-HR · For 9/30/06

Filed On 11/15/06 7:21am ET   ·   SEC File 28-04046   ·   Accession Number 1085146-6-734

  in   Show  and 
Help... Wildcards:  ? (any letter),  * (many).  Logic:  for Docs:  & (and),  | (or);  for Text:  | (anywhere),  "(&)" (near).
  As Of               Filer                 Filing     As/For/On Docs:Pgs              Issuer               Agent

11/15/06  Oppenheimer & Co Inc              13F-HR      9/30/06    1:26                                     Advisor Consultant...Inc

Quarterly Holdings or Combination Report by an Institutional Money Manager   ·   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Oppenheimer & Co                                      26±   185K 


13F-HR1st "Page" of 3TOCTopPreviousNextBottomJust 1st
 
Sponsored Ads...








 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C.  20549 

Form 13F

Form 13F COVER PAGE 

Report for the Calendar Year or Quarter Ended: September 30, 2006               

Check here if Amendment [  ]; Amendment Number:                                 
This Amendment (Check only one.): [  ] is a restatement.                        
                   [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:    Oppenheimer & Co. Inc.                                                 
Address: 125 Broad Street                                                       
New York, NY  10004                                           

13F File Number:  28-04046                                                      

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained herein is true, correct and        
complete, and that it is understood that all required items, statements,        
schedules, lists, and tables, are considered integral parts of this form.       

Person Signing this Report on Behalf of Reporting Manager:                      

Name:      Deborah Kaback                                                       
Title:     Senior Vice President                                                
Phone:     212.667.4395                                                         

Signature, Place, and Date of Signing:                                          

/s/  Deborah Kaback     New York, NY     November 13, 2006            

Report Type (Check only one.):                                                  

[ X]         13F HOLDINGS REPORT.                                               

[  ]         13F NOTICE.                                                        

[  ]         13F COMBINATION REPORT.                                            

List of Other Managers Reporting for this Manager:                              

Form 13F File Number          Name                                

28-04046                      Formerly Fahnestock Asset Management


13F-HR2nd "Page" of 3TOC1stPreviousNextBottomJust 2nd


 FORM 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:         0                                    

Form13F Information Table Entry Total:     1308                                 

Form13F Information Table Value Total:     $1,980,463 (thousands)               

List of Other Included Managers:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional managers with respect to which this report is filed, other        
than the manager filing this report.                                            

NONE                                                                            


13F-HRLast "Page" of 3TOC1stPreviousNextBottomJust 3rd


                                                        [Enlarge/Download Table]
                                                                                                                                    
                                                     FORM 13F INFORMATION TABLE                                                     
                                                             VALUE  SHARES/ SH/ PUT/ INVSTMT  OTHER            VOTING AUTHORITY     
NAME OF ISSUER                 TITLE OF CLASS   CUSIP     (x$1000)  PRN AMT PRN CALL DSCRETN MANAGERS         SOLE   SHARED     NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
24/7 REAL MEDIA INC            COM NEW          901314203      114    13340 SH       SOLE                        0        0    13340
3M CO                          COM              88579Y101     8730   117315 SH       SOLE                        0        0   117315
8X8 INC NEW                    COM              282914100       14    13000 SH       SOLE                        0        0    13000
ABB LTD                        SPONSORED ADR    000375204      778    59050 SH       SOLE                        0        0    59050
ABBOTT LABS                    COM              002824100     4822    99296 SH       SOLE                        0        0    99296
ABERDEEN ASIA PACIFIC INCOM    COM              003009107      608   100634 SH       SOLE                        0        0   100634
ABN AMRO HLDG NV               SPONSORED ADR    000937102      293    10016 SH       SOLE                        0        0    10016
ABRAXIS BIOSCIENCE INC         COM              00383E106     1069    38451 SH       SOLE                        0        0    38451
ABX AIR INC                    COM              00080S101      237    42100 SH       SOLE                        0        0    42100
ACACIA RESH CORP               ACACIA TCH COM   003881307     1158   102000 SH       SOLE                        0        0   102000
ACACIA RESH CORP               COMBIMTRX  COM   003881208      200   204000 SH       SOLE                        0        0   204000
ACE LTD                        ORD              G0070K103     1011    18480 SH       SOLE                        0        0    18480
ACM INCOME FUND INC            COM              000912105     1012   125188 SH       SOLE                        0        0   125188
ACTIVE POWER INC               COM              00504W100       36    14324 SH       SOLE                        0        0    14324
ACUITY BRANDS INC              COM              00508Y102     1158    25500 SH       SOLE                        0        0    25500
ADAPTEC INC                    COM              00651F108      221    50200 SH       SOLE                        0        0    50200
ADMINISTAFF INC                COM              007094105      575    17065 SH       SOLE                        0        0    17065
ADOBE SYS INC                  COM              00724F101      641    17107 SH       SOLE                        0        0    17107
ADSTAR INC                     COM              00737P104       51    62000 SH       SOLE                        0        0    62000
ADVANCED MAGNETICS INC         COM              00753P103      205     6000 SH       SOLE                        0        0     6000
ADVANCED MICRO DEVICES INC     COM              007903107      724    29121 SH       SOLE                        0        0    29121
ADVENT CLAYMORE CV SECS & IN   COM              00764C109      471    17670 SH       SOLE                        0        0    17670
AEGON N V                      ORD AMER REG     007924103     1107    58984 SH       SOLE                        0        0    58984
AEROFLEX INC                   COM              007768104      171    16650 SH       SOLE                        0        0    16650
AETNA INC NEW                  COM              00817Y108      486    12287 SH       SOLE                        0        0    12287
AFFILIATED COMPUTER SERVICES   CL A             008190100      323     6232 SH       SOLE                        0        0     6232
AFFIRMATIVE INS HLDGS INC      COM              008272106      971    66250 SH       SOLE                        0        0    66250
AFLAC INC                      COM              001055102    13568   296507 SH       SOLE                        0        0   296507
AGERE SYS INC                  COM              00845V308      776    51959 SH       SOLE                        0        0    51959
AGILENT TECHNOLOGIES INC       COM              00846U101      398    12197 SH       SOLE                        0        0    12197
AIR PRODS & CHEMS INC          COM              009158106      401     6048 SH       SOLE                        0        0     6048
AIRSPAN NETWORKS INC           COM              00950H102       30    11269 SH       SOLE                        0        0    11269
AKAMAI TECHNOLOGIES INC        COM              00971T101      271     5425 SH       SOLE                        0        0     5425
ALCAN INC                      COM              013716105      582    14610 SH       SOLE                        0        0    14610
ALCOA INC                      COM              013817101     1808    64487 SH       SOLE                        0        0    64487
ALCON INC                      COM SHS          H01301102     4501    39310 SH       SOLE                        0        0    39310
ALERIS INTL INC                COM              014477103      303     6000 SH       SOLE                        0        0     6000
ALICO INC                      COM              016230104      214     3650 SH       SOLE                        0        0     3650
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     1003    16128 SH       SOLE                        0        0    16128
ALLERGAN INC                   COM              018490102     1440    12793 SH       SOLE                        0        0    12793
ALLIANCEBERNSTEIN HOLDING LP   UNIT LTD PARTN   01881G106      571     8269 SH       SOLE                        0        0     8269
ALLIANT ENERGY CORP            COM              018802108      508    14222 SH       SOLE                        0        0    14222
ALLIANT TECHSYSTEMS INC        COM              018804104     1717    21170 SH       SOLE                        0        0    21170
ALLIED CAP CORP NEW            COM              01903Q108     1651    54654 SH       SOLE                        0        0    54654
ALLIED IRISH BKS P L C         SPON ADR ORD     019228402      324     6000 SH       SOLE                        0        0     6000
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     4039   358365 SH       SOLE                        0        0   358365
ALLOY INC                      NEW COM          019855303      945    79975 SH       SOLE                        0        0    79975
ALLSTATE CORP                  COM              020002101     4686    74688 SH       SOLE                        0        0    74688
ALLTEL CORP                    COM              020039103      553     9951 SH       SOLE                        0        0     9951
ALTERA CORP                    COM              021441100      235    12752 SH       SOLE                        0        0    12752
ALTRIA GROUP INC               COM              02209S103    13254   173135 SH       SOLE                        0        0   173135
ALTRIA GROUP INC               COM              02209S103       48    10000 SH  CALL SOLE                        0        0    10000
ALUMINA LTD                    SPONSORED ADR    022205108     1648    90065 SH       SOLE                        0        0    90065
ALVARION LTD                   SHS              M0861T100      151    23644 SH       SOLE                        0        0    23644
AMAZON COM INC                 COM              023135106      810    25220 SH       SOLE                        0        0    25220
AMBAC FINL GROUP INC           COM              023139108      662     8000 SH       SOLE                        0        0     8000
AMDOCS LTD                     ORD              G02602103     4752   120025 SH       SOLE                        0        0   120025
AMEREN CORP                    COM              023608102     1013    19188 SH       SOLE                        0        0    19188
AMERICA MOVIL S A DE C V       SPON ADR L SHS   02364W105     1040    26420 SH       SOLE                        0        0    26420
AMERICAN CAPITAL STRATEGIES    COM              024937104     1574    39880 SH       SOLE                        0        0    39880
AMERICAN ELEC PWR INC          COM              025537101      688    18912 SH       SOLE                        0        0    18912
AMERICAN EXPRESS CO            COM              025816109    12026   214449 SH       SOLE                        0        0   214449
AMERICAN FINL RLTY TR          COM              02607P305      140    12600 SH       SOLE                        0        0    12600
AMERICAN HOME MTG INVT CORP    COM              02660R107      951    27280 SH       SOLE                        0        0    27280
AMERICAN INTL GROUP INC        COM              026874107    15896   239905 SH       SOLE                        0        0   239905
AMERICAN LD LEASE INC          COM              027118108      517    21750 SH       SOLE                        0        0    21750
AMERICAN MED ALERT CORP        COM              027904101       55    10000 SH       SOLE                        0        0    10000
AMERICAN NATL INS CO           COM              028591105      272     2350 SH       SOLE                        0        0     2350
AMERICAN SCIENCE & ENGR INC    COM              029429107      398     8202 SH       SOLE                        0        0     8202
AMERICAN STS WTR CO            COM              029899101     1500    39210 SH       SOLE                        0        0    39210
AMERICAN SUPERCONDUCTOR CORP   COM              030111108      188    20300 SH       SOLE                        0        0    20300
AMERICAN TECHNOLOGY CORP       COM NEW          030145205      348    91056 SH       SOLE                        0        0    91056
AMERIGAS PARTNERS L P          UNIT L P INT     030975106     5252   170179 SH       SOLE                        0        0   170179
AMERIPRISE FINL INC            COM              03076C106     1287    27414 SH       SOLE                        0        0    27414
AMETEK INC NEW                 COM              031100100      881    20225 SH       SOLE                        0        0    20225
AMGEN INC                      COM              031162100    16740   234032 SH       SOLE                        0        0   234032
AMR CORP                       COM              001765106     3245   140233 SH       SOLE                        0        0   140233
AMSOUTH BANCORPORATION         COM              032165102     1743    60004 SH       SOLE                        0        0    60004
ANADARKO PETE CORP             COM              032511107     8327   189995 SH       SOLE                        0        0   189995
ANALOG DEVICES INC             COM              032654105      332    11285 SH       SOLE                        0        0    11285
ANHEUSER BUSCH COS INC         COM              035229103     4374    92068 SH       SOLE                        0        0    92068
ANIXTER INTL INC               COM              035290105     2038    36086 SH       SOLE                        0        0    36086
ANNALY CAP MGMT INC            COM              035710409     1909   145300 SH       SOLE                        0        0   145300
ANNTAYLOR STORES CORP          COM              036115103     1298    31000 SH       SOLE                        0        0    31000
AON CORP                       COM              037389103      281     8300 SH       SOLE                        0        0     8300
APACHE CORP                    COM              037411105     1846    29212 SH       SOLE                        0        0    29212
APARTMENT INVT & MGMT CO       CL A             03748R101      318     5850 SH       SOLE                        0        0     5850
APEX SILVER MINES LTD          ORD              G04074103      574    34425 SH       SOLE                        0        0    34425
APOLLO INVT CORP               COM              03761U106     1152    56189 SH       SOLE                        0        0    56189
APPLE COMPUTER INC             COM              037833100     6278    81549 SH       SOLE                        0        0    81549
APPLEBEES INTL INC             COM              037899101      271    12590 SH       SOLE                        0        0    12590
APPLERA CORP                   COM AP BIO GRP   038020103      466    14093 SH       SOLE                        0        0    14093
APPLERA CORP                   COM CE GEN GRP   038020202     1012    72693 SH       SOLE                        0        0    72693
APPLICA INC                    COM              03815A106       59    11000 SH       SOLE                        0        0    11000
APPLIED INNOVATION INC         COM              037916103      188    59535 SH       SOLE                        0        0    59535
APPLIED MATLS INC              COM              038222105     3156   178041 SH       SOLE                        0        0   178041
APT SATELLITE HOLDINGS LTD     SPONSORED ADR    00203R105       22    16500 SH       SOLE                        0        0    16500
APTARGROUP INC                 COM              038336103      203     3985 SH       SOLE                        0        0     3985
AQUA AMERICA INC               COM              03836W103      505    23005 SH       SOLE                        0        0    23005
AQUILA INC                     COM              03840P102      237    54784 SH       SOLE                        0        0    54784
ARCH COAL INC                  COM              039380100     1406    48636 SH       SOLE                        0        0    48636
ARCHER DANIELS MIDLAND CO      COM              039483102     5624   148471 SH       SOLE                        0        0   148471
ARCHSTONE SMITH TR             COM              039583109      330     6054 SH       SOLE                        0        0     6054
ARES CAP CORP                  COM              04010L103      501    28753 SH       SOLE                        0        0    28753
ARIAD PHARMACEUTICALS INC      COM              04033A100      125    28700 SH       SOLE                        0        0    28700
ARMOR HOLDINGS INC             COM              042260109     3681    64216 SH       SOLE                        0        0    64216
ARRIS GROUP INC                COM              04269Q100      637    55600 SH       SOLE                        0        0    55600
ARROWHEAD RESH CORP            COM              042797100       80    16073 SH       SOLE                        0        0    16073
ASHFORD HOSPITALITY TR INC     COM SHS          044103109     1219   102200 SH       SOLE                        0        0   102200
ASIA PAC FD INC                COM              044901106     2640   132650 SH       SOLE                        0        0   132650
ASIA TIGERS FD INC             COM              04516T105      300    17000 SH       SOLE                        0        0    17000
ASML HLDG NV                   N Y SHS          N07059111      645    27710 SH       SOLE                        0        0    27710
ASPECT MED SYS INC             COM              045235108      339    19865 SH       SOLE                        0        0    19865
ASPEN TECHNOLOGY INC           COM              045327103      295    27000 SH       SOLE                        0        0    27000
ASSURANT INC                   COM              04621X108      426     7981 SH       SOLE                        0        0     7981
AT ROAD INC                    COM              04648K105       94    16150 SH       SOLE                        0        0    16150
AT&T INC                       COM              00206R102    14285   438723 SH       SOLE                        0        0   438723
ATLAS PIPELINE PARTNERS LP     UNIT L P INT     049392103      343     7900 SH       SOLE                        0        0     7900
ATMEL CORP                     COM              049513104       80    13100 SH       SOLE                        0        0    13100
ATMOS ENERGY CORP              COM              049560105      333    11660 SH       SOLE                        0        0    11660
ATWOOD OCEANICS INC            COM              050095108      580    12895 SH       SOLE                        0        0    12895
AUDIOCODES LTD                 ORD              M15342104      225    24000 SH       SOLE                        0        0    24000
AUTODESK INC                   COM              052769106      407    11704 SH       SOLE                        0        0    11704
AUTOMATIC DATA PROCESSING IN   COM              053015103     2658    56155 SH       SOLE                        0        0    56155
AVANEX CORP                    COM              05348W109     5093  2944149 SH       SOLE                        0        0  2944149
AVANT IMMUNOTHERAPEUTICS INC   COM              053491106     1254   957120 SH       SOLE                        0        0   957120
AVATAR HLDGS INC               COM              053494100     1330    22517 SH       SOLE                        0        0    22517
AVIS BUDGET GROUP              COM              053774105     1020    55754 SH       SOLE                        0        0    55754
AVISTA CORP                    COM              05379B107      422    17800 SH       SOLE                        0        0    17800
AVNET INC                      COM              053807103      257    13110 SH       SOLE                        0        0    13110
AVON PRODS INC                 COM              054303102     8951   291959 SH       SOLE                        0        0   291959
AXCAN PHARMA INC               COM              054923107      355    26000 SH       SOLE                        0        0    26000
AXIS CAPITAL HOLDINGS          SHS              G0692U109     1749    50427 SH       SOLE                        0        0    50427
AXS-ONE INC                    COM              002458107      135   115100 SH       SOLE                        0        0   115100
BAKER HUGHES INC               COM              057224107      429     6284 SH       SOLE                        0        0     6284
BAKER MICHAEL CORP             COM              057149106      438    21500 SH       SOLE                        0        0    21500
BALDOR ELEC CO                 COM              057741100      382    12400 SH       SOLE                        0        0    12400
BALLY TECHNOLOGIES INC         COM              05874B107      181    10300 SH       SOLE                        0        0    10300
BANCO LATINOAMERICANO DE EXP   CL E             P16994132      657    42039 SH       SOLE                        0        0    42039
BANK NEW YORK INC              COM              064057102      905    25665 SH       SOLE                        0        0    25665
BANK OF AMERICA CORPORATION    COM              060505104    19317   360595 SH       SOLE                        0        0   360595
BANKUNITED FINL CORP           NOTE  3.125% 3/0 06652BAE3       23    25000 PRN      SOLE                        0        0    25000
BANTA CORP                     COM              066821109      450     9454 SH       SOLE                        0        0     9454
BARCLAYS PLC                   ADR              06738E204      583    11477 SH       SOLE                        0        0    11477
BARR PHARMACEUTICALS INC       COM              068306109     2222    42770 SH       SOLE                        0        0    42770
BARRICK GOLD CORP              COM              067901108      939    30586 SH       SOLE                        0        0    30586
BAUSCH & LOMB INC              COM              071707103     1350    26916 SH       SOLE                        0        0    26916
BAXTER INTL INC                COM              071813109     4767   104861 SH       SOLE                        0        0   104861
BB&T CORP                      COM              054937107      411     9397 SH       SOLE                        0        0     9397
BCE INC                        COM NEW          05534B760     1309    48309 SH       SOLE                        0        0    48309
BEACON POWER CORP              COM              073677106       49    38500 SH       SOLE                        0        0    38500
BEAR STEARNS COS INC           COM              073902108      280     1998 SH       SOLE                        0        0     1998
BECTON DICKINSON & CO          COM              075887109     1657    23447 SH       SOLE                        0        0    23447
BED BATH & BEYOND INC          COM              075896100     3391    88634 SH       SOLE                        0        0    88634
BELLSOUTH CORP                 COM              079860102     4706   110093 SH       SOLE                        0        0   110093
BEMA GOLD CORP                 COM              08135F107      130    29350 SH       SOLE                        0        0    29350
BENCHMARK ELECTRS INC          COM              08160H101      619    23000 SH       SOLE                        0        0    23000
BERKSHIRE HATHAWAY INC DEL     CL A             084670108     1341       14 SH       SOLE                        0        0       14
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     6513     2052 SH       SOLE                        0        0     2052
BEST BUY INC                   COM              086516101      232     4335 SH       SOLE                        0        0     4335
BHP BILLITON LTD               SPONSORED ADR    088606108     2756    72747 SH       SOLE                        0        0    72747
BIOGEN IDEC INC                COM              09062X103      818    18310 SH       SOLE                        0        0    18310
BIOMARIN PHARMACEUTICAL INC    NOTE  3.500% 6/1 09061GAB7       27    25000 PRN      SOLE                        0        0    25000
BIOMET INC                     COM              090613100      497    15416 SH       SOLE                        0        0    15416
BIOSPHERE MEDICAL INC          COM              09066V103      389    59000 SH       SOLE                        0        0    59000
BIOVAIL CORP                   COM              09067J109      255    16700 SH       SOLE                        0        0    16700
BIOVERIS CORP                  COM              090676107      478    50900 SH       SOLE                        0        0    50900
BJ SVCS CO                     COM              055482103      281     9333 SH       SOLE                        0        0     9333
BJS WHOLESALE CLUB INC         COM              05548J106      274     9400 SH       SOLE                        0        0     9400
BLACK & DECKER CORP            COM              091797100      274     3450 SH       SOLE                        0        0     3450
BLACKROCK ENHANCED DIV ACHV    COM              09251A104      268    17959 SH       SOLE                        0        0    17959
BLACKROCK HIGH YIELD TR        SH BEN INT       09248N102      105    13072 SH       SOLE                        0        0    13072
BLACKROCK INCOME TR INC        COM              09247F100      110    17930 SH       SOLE                        0        0    17930
BLACKROCK INSD MUN TERM TR I   COM              092474105      124    12696 SH       SOLE                        0        0    12696
BLACKROCK MUN TARGET TERM TR   COM              09247M105      578    57500 SH       SOLE                        0        0    57500
BLACKROCK NY INS MUN INC TR    COM              09249U105      145    10000 SH       SOLE                        0        0    10000
BLACKROCK NY INSD MUN 2008 T   COM              09247L107      189    12700 SH       SOLE                        0        0    12700
BLOCK H & R INC                COM              093671105     1218    56003 SH       SOLE                        0        0    56003
BLUE RIV BANCSHARES INC        COM              09602P107      106    17000 SH       SOLE                        0        0    17000
BOEING CO                      COM              097023105     3686    46736 SH       SOLE                        0        0    46736
BOLT TECHNOLOGY CORP           COM              097698104      483    36000 SH       SOLE                        0        0    36000
BOMBAY CO INC                  COM              097924104       21    15300 SH       SOLE                        0        0    15300
BOOKHAM INC                    COM              09856E105       32    10000 SH       SOLE                        0        0    10000
BOOTS & COOTS/INTL WELL CTRL   COM NEW          099469504       16    10000 SH       SOLE                        0        0    10000
BOSTON SCIENTIFIC CORP         COM              101137107     1230    83135 SH       SOLE                        0        0    83135
BOTTOMLINE TECH DEL INC        COM              101388106      156    16000 SH       SOLE                        0        0    16000
BOYD GAMING CORP               COM              103304101      357     9290 SH       SOLE                        0        0     9290
BP PLC                         SPONSORED ADR    055622104    14347   218761 SH       SOLE                        0        0   218761
BP PRUDHOE BAY RTY TR          UNIT BEN INT     055630107     2636    35865 SH       SOLE                        0        0    35865
BRASKEM S A                    SP ADR PFD A     105532105      210    16700 SH       SOLE                        0        0    16700
BRIGGS & STRATTON CORP         COM              109043109      222     8087 SH       SOLE                        0        0     8087
BRIGHAM EXPLORATION CO         COM              109178103       68    10000 SH       SOLE                        0        0    10000
BRISTOL MYERS SQUIBB CO        COM              110122108     8190   328639 SH       SOLE                        0        0   328639
BROADCOM CORP                  CL A             111320107      252     8307 SH       SOLE                        0        0     8307
BROOKFIELD ASSET MGMT INC      CL A LTD VT SH   112585104     2319    52302 SH       SOLE                        0        0    52302
BROOKLINE BANCORP INC DEL      COM              11373M107      564    41000 SH       SOLE                        0        0    41000
BROWN FORMAN CORP              CL A             115637100      209     2700 SH       SOLE                        0        0     2700
BSD MED CORP DEL               COM              055662100       48    10000 SH       SOLE                        0        0    10000
BT GROUP PLC                   ADR              05577E101      429     8474 SH       SOLE                        0        0     8474
BUCKEYE PARTNERS L P           UNIT LTD PARTN   118230101      868    19900 SH       SOLE                        0        0    19900
BUILDING MATLS HLDG CORP       COM              120113105      664    25500 SH       SOLE                        0        0    25500
BUILDING MATLS HLDG CORP       COM              120113105        8    10000 SH  CALL SOLE                        0        0    10000
BURGER KING HLDGS INC          COM              121208201      447    28000 SH       SOLE                        0        0    28000
BURLINGTON NORTHN SANTA FE C   COM              12189T104      791    10773 SH       SOLE                        0        0    10773
C D W CORP                     COM              12512N105      936    15175 SH       SOLE                        0        0    15175
CABOT CORP                     COM              127055101      802    21550 SH       SOLE                        0        0    21550
CABOT OIL & GAS CORP           COM              127097103     1496    31205 SH       SOLE                        0        0    31205
CADBURY SCHWEPPES PLC          ADR              127209302      211     4950 SH       SOLE                        0        0     4950
CALAMOS CONV OPP AND INC FD    SH BEN INT       128117108      210    10699 SH       SOLE                        0        0    10699
CALAMOS GLOBAL TOTAL RETURN    COM SH BEN INT   128118106      165    10830 SH       SOLE                        0        0    10830
CALAMP CORP                    COM              128126109      214    35200 SH       SOLE                        0        0    35200
CAMECO CORP                    COM              13321L108     1232    33700 SH       SOLE                        0        0    33700
CAMERON INTERNATIONAL CORP     COM              13342B105      612    12676 SH       SOLE                        0        0    12676
CAMPBELL SOUP CO               COM              134429109     1059    29003 SH       SOLE                        0        0    29003
CAMTEK LTD                     ORD              M20791105      129    20850 SH       SOLE                        0        0    20850
CANADIAN NAT RES LTD           COM              136385101      238     5215 SH       SOLE                        0        0     5215
CANADIAN SUPERIOR ENERGY INC   COM              136644101       52    27000 SH       SOLE                        0        0    27000
CANARGO ENERGY CORP            COM              137225108       21    15000 SH       SOLE                        0        0    15000
CANON INC                      ADR              138006309     1152    22014 SH       SOLE                        0        0    22014
CAPITAL BK CORP                COM              139793103      177    10000 SH       SOLE                        0        0    10000
CAPITAL PPTYS INC R I          COM              140430109      844    35200 SH       SOLE                        0        0    35200
CAPITALSOURCE INC              COM              14055X102      396    15322 SH       SOLE                        0        0    15322
CAPSTONE TURBINE CORP          COM              14067D102       45    32050 SH       SOLE                        0        0    32050
CARBO CERAMICS INC             COM              140781105     1088    30197 SH       SOLE                        0        0    30197
CARDINAL HEALTH INC            COM              14149Y108      664    10100 SH       SOLE                        0        0    10100
CARDIODYNAMICS INTL CORP       COM              141597104        7    10000 SH       SOLE                        0        0    10000
CARDIOTECH INTL INC            COM              14160C100       14    10500 SH       SOLE                        0        0    10500
CAREMARK RX INC                COM              141705103     1239    21866 SH       SOLE                        0        0    21866
CARMAX INC                     COM              143130102    10134   242971 SH       SOLE                        0        0   242971
CARNIVAL CORP                  PAIRED CTF       143658300     1360    28920 SH       SOLE                        0        0    28920
CASTLE A M & CO                COM              148411101     1275    47495 SH       SOLE                        0        0    47495
CATERPILLAR INC DEL            COM              149123101     1781    27062 SH       SOLE                        0        0    27062
CATHAY MERCHANT GROUP INC      COM              14916A101        3    10000 SH       SOLE                        0        0    10000
CB RICHARD ELLIS GROUP INC     CL A             12497T101      311    12638 SH       SOLE                        0        0    12638
CBS CORP NEW                   CL B             124857202      859    30473 SH       SOLE                        0        0    30473
CDC CORP                       SHS A            G2022L106       56    10000 SH       SOLE                        0        0    10000
CDN IMPERIAL BK OF COMMERCE    COM              136069101     5645    74572 SH       SOLE                        0        0    74572
CELADON GROUP INC              COM              150838100      332    19934 SH       SOLE                        0        0    19934
CELGENE CORP                   COM              151020104     6572   151782 SH       SOLE                        0        0   151782
CEMEX SAB DE CV                SPON ADR 5 ORD   151290889      328    10876 SH       SOLE                        0        0    10876
CENTENNIAL BK HLDGS INC DEL    COM              151345303      585    60450 SH       SOLE                        0        0    60450
CENTER FINL CORP CALIF         COM              15146E102      425    17880 SH       SOLE                        0        0    17880
CENTERPOINT ENERGY INC         COM              15189T107      747    52180 SH       SOLE                        0        0    52180
CENTRAL EUROPE AND RUSSIA FD   COM              153436100      378     8152 SH       SOLE                        0        0     8152
CENTRAL FD CDA LTD             CL A             153501101      769    91400 SH       SOLE                        0        0    91400
CENVEO INC                     COM              15670S105      263    14000 SH       SOLE                        0        0    14000
CHARTER COMMUNICATIONS INC D   CL A             16117M107       24    15825 SH       SOLE                        0        0    15825
CHARTERMAC                     SH BEN INT       160908109     3991   199953 SH       SOLE                        0        0   199953
CHECKFREE CORP NEW             COM              162813109      352     8518 SH       SOLE                        0        0     8518
CHEESECAKE FACTORY INC         COM              163072101     1096    40324 SH       SOLE                        0        0    40324
CHEMED CORP NEW                COM              16359R103     4214   130621 SH       SOLE                        0        0   130621
CHEMTURA CORP                  COM              163893100      716    82572 SH       SOLE                        0        0    82572
CHENIERE ENERGY INC            COM NEW          16411R208      536    18050 SH       SOLE                        0        0    18050
CHESAPEAKE ENERGY CORP         COM              165167107     7031   242614 SH       SOLE                        0        0   242614
CHEVRON CORP NEW               COM              166764100    16987   261894 SH       SOLE                        0        0   261894
CHICAGO MERCANTILE HLDGS INC   CL A             167760107      875     1829 SH       SOLE                        0        0     1829
CHICOS FAS INC                 COM              168615102      581    27020 SH       SOLE                        0        0    27020
CHINA MED TECHNOLOGIES INC     SPONSORED ADR    169483104      234    10100 SH       SOLE                        0        0    10100
CHINA MOBILE LIMITED           SPONSORED ADR    16941M109      254     7191 SH       SOLE                        0        0     7191
CHINA TECHFAITH WIRLS COMM T   SPONSORED ADR    169424108       80    10000 SH       SOLE                        0        0    10000
CHIPOTLE MEXICAN GRILL INC     CL A             169656105     1138    22925 SH       SOLE                        0        0    22925
CHUBB CORP                     COM              171232101     3679    70806 SH       SOLE                        0        0    70806
CIGNA CORP                     COM              125509109      223     1915 SH       SOLE                        0        0     1915
CIMAREX ENERGY CO              COM              171798101     1708    48545 SH       SOLE                        0        0    48545
CINCINNATI BELL INC NEW        COM              171871106      155    32200 SH       SOLE                        0        0    32200
CINTAS CORP                    COM              172908105     4238   103810 SH       SOLE                        0        0   103810
CIRCUIT CITY STORE INC         COM              172737108      305    12156 SH       SOLE                        0        0    12156
CIRRUS LOGIC INC               COM              172755100      196    26920 SH       SOLE                        0        0    26920
CISCO SYS INC                  COM              17275R102    13049   567828 SH       SOLE                        0        0   567828
CIT GROUP INC                  COM              125581108      298     6128 SH       SOLE                        0        0     6128
CITIGROUP INC                  COM              172967101    14503   291978 SH       SOLE                        0        0   291978
CITIZENS COMMUNICATIONS CO     COM              17453B101     1021    72720 SH       SOLE                        0        0    72720
CLECO CORP NEW                 COM              12561W105      529    20975 SH       SOLE                        0        0    20975
CLEVELAND CLIFFS INC           COM              185896107     2007    52674 SH       SOLE                        0        0    52674
CLOROX CO DEL                  COM              189054109      494     7846 SH       SOLE                        0        0     7846
CMS ENERGY CORP                COM              125896100      759    52562 SH       SOLE                        0        0    52562
CNA FINL CORP                  COM              126117100      973    27026 SH       SOLE                        0        0    27026
COACH INC                      COM              189754104      701    20381 SH       SOLE                        0        0    20381
COCA COLA CO                   COM              191216100     4856   108693 SH       SOLE                        0        0   108693
COEUR D ALENE MINES CORP IDA   COM              192108108      516   109549 SH       SOLE                        0        0   109549
COGNIZANT TECHNOLOGY SOLUTIO   CL A             192446102      927    12532 SH       SOLE                        0        0    12532
COHEN & STEERS PREM INC RLTY   COM              19247V104      376    14859 SH       SOLE                        0        0    14859
COHEN & STEERS QUALITY RLTY    COM              19247L106      811    33688 SH       SOLE                        0        0    33688
COHEN & STEERS REIT & PFD IN   COM              19247X100      693    23272 SH       SOLE                        0        0    23272
COHEN & STEERS SELECT UTIL F   COM              19248A109      569    25479 SH       SOLE                        0        0    25479
COHEN & STEERS TOTAL RETURN    COM              19247R103      308    15601 SH       SOLE                        0        0    15601
COLGATE PALMOLIVE CO           COM              194162103     2307    37140 SH       SOLE                        0        0    37140
COLLEGIATE PACIFIC INC         COM NEW          194589206      352    36000 SH       SOLE                        0        0    36000
COLUMBIA LABS INC              COM              197779101       73    21000 SH       SOLE                        0        0    21000
COMCAST CORP NEW               CL A             20030N101     8054   218255 SH       SOLE                        0        0   218255
COMCAST CORP NEW               CL A SPL         20030N200     6419   174386 SH       SOLE                        0        0   174386
COMMERCE BANCORP INC NJ        COM              200519106      270     7369 SH       SOLE                        0        0     7369
COMMERCE BANCSHARES INC        COM              200525103      824    16286 SH       SOLE                        0        0    16286
COMMERCIAL METALS CO           COM              201723103     3078   151400 SH       SOLE                        0        0   151400
COMMONWEALTH TEL ENTERPRISES   COM              203349105      243     5900 SH       SOLE                        0        0     5900
COMMSCOPE INC                  COM              203372107     1364    41500 SH       SOLE                        0        0    41500
COMMUNITY HEALTH SYS INC NEW   COM              203668108      924    24751 SH       SOLE                        0        0    24751
COMPANHIA DE BEBIDAS DAS AME   SPONSORED ADR    20441W104      591    14740 SH       SOLE                        0        0    14740
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     20441W203     4011    88400 SH       SOLE                        0        0    88400
COMPANHIA ENERGETICA DE MINA   SP ADR N-V PFD   204409601      279     7100 SH       SOLE                        0        0     7100
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101      428    22502 SH       SOLE                        0        0    22502
COMPANIA DE MINAS BUENAVENTU   SPONSORED ADR    204448104     5537   205100 SH       SOLE                        0        0   205100
COMSTOCK RES INC               COM NEW          205768203     1651    60781 SH       SOLE                        0        0    60781
CONAGRA FOODS INC              COM              205887102      642    26229 SH       SOLE                        0        0    26229
CONCUR TECHNOLOGIES INC        COM              206708109      252    17300 SH       SOLE                        0        0    17300
CONEXANT SYSTEMS INC           COM              207142100      141    70538 SH       SOLE                        0        0    70538
CONNETICS CORP                 COM              208192104      436    40000 SH       SOLE                        0        0    40000
CONOCOPHILLIPS                 COM              20825C104     7669   128827 SH       SOLE                        0        0   128827
CONOCOPHILLIPS                 COM              20825C104       24    14500 SH  CALL SOLE                        0        0    14500
CONSOL ENERGY INC              COM              20854P109      839    26438 SH       SOLE                        0        0    26438
CONSOLIDATED EDISON INC        COM              209115104     1443    31239 SH       SOLE                        0        0    31239
CONSTELLATION BRANDS INC       CL A             21036P108      923    32072 SH       SOLE                        0        0    32072
CONSTELLATION ENERGY GROUP I   COM              210371100      495     8352 SH       SOLE                        0        0     8352
CONTINENTAL AIRLS INC          CL B             210795308      710    25100 SH       SOLE                        0        0    25100
CONTINUCARE CORP               COM              212172100       77    30600 SH       SOLE                        0        0    30600
CONVERIUM HLDG AG              SPONSORED ADR    21248N107       61    10000 SH       SOLE                        0        0    10000
COOPER INDS LTD                CL A             G24182100      200     2342 SH       SOLE                        0        0     2342
COPART INC                     COM              217204106      409    14500 SH       SOLE                        0        0    14500
CORE LABORATORIES N V          COM              N22717107      913    14305 SH       SOLE                        0        0    14305
CORN PRODS INTL INC            COM              219023108      293     8998 SH       SOLE                        0        0     8998
CORNING INC                    COM              219350105     2027    83062 SH       SOLE                        0        0    83062
CORPORATE HIGH YIELD FD VI I   COM              219932100      158    12310 SH       SOLE                        0        0    12310
COST-U-LESS INC                COM              221492101      113    13000 SH       SOLE                        0        0    13000
COSTCO WHSL CORP NEW           COM              22160K105     1125    22641 SH       SOLE                        0        0    22641
COVAD COMMUNICATIONS GROUP I   COM              222814204      316   212099 SH       SOLE                        0        0   212099
COVALENT GROUP INC             COM              222815102       49    15325 SH       SOLE                        0        0    15325
COVANCE INC                    COM              222816100      208     3133 SH       SOLE                        0        0     3133
COVENTRY HEALTH CARE INC       COM              222862104      680    13203 SH       SOLE                        0        0    13203
CP HOLDRS                      DEP RCPTS  CP    12616K106      386     3800 SH       SOLE                        0        0     3800
CPAC INC                       COM              126145101       80    12000 SH       SOLE                        0        0    12000
CRAY INC                       COM NEW          225223304      173    15600 SH       SOLE                        0        0    15600
CREDIT SUISSE ASSET MGMT INC   COM              224916106       46    10950 SH       SOLE                        0        0    10950
CREDIT SUISSE HIGH YLD BND F   SH BEN INT       22544F103       45    10000 SH       SOLE                        0        0    10000
CRESCENT REAL ESTATE EQUITIE   COM              225756105     1006    46116 SH       SOLE                        0        0    46116
CROSSTEX ENERGY L P            COM              22765U102      447    12500 SH       SOLE                        0        0    12500
CRUCELL N V                    SPONSORED ADR    228769105      539    22660 SH       SOLE                        0        0    22660
CRYOLIFE INC                   COM              228903100       75    11660 SH       SOLE                        0        0    11660
CSX CORP                       COM              126408103      512    15598 SH       SOLE                        0        0    15598
CURAGEN CORP                   COM              23126R101      747   217100 SH       SOLE                        0        0   217100
CVS CORP                       COM              126650100     2457    76493 SH       SOLE                        0        0    76493
CYMER INC                      COM              232572107      263     6000 SH       SOLE                        0        0     6000
CYPRESS SEMICONDUCTOR CORP     COM              232806109      218    12245 SH       SOLE                        0        0    12245
CYTOGEN CORP                   COM NEW          232824300       41    17500 SH       SOLE                        0        0    17500
CYTRX CORP                     COM NEW          232828301       24    19080 SH       SOLE                        0        0    19080
D & E COMMUNICATIONS INC       COM              232860106      298    23600 SH       SOLE                        0        0    23600
D R HORTON INC                 COM              23331A109      414    17285 SH       SOLE                        0        0    17285
DANAHER CORP DEL               COM              235851102      267     3877 SH       SOLE                        0        0     3877
DARDEN RESTAURANTS INC         COM              237194105      205     4824 SH       SOLE                        0        0     4824
DEERE & CO                     COM              244199105      644     7686 SH       SOLE                        0        0     7686
DEERFIELD TRIARC CAP CORP      COM              244572301     1127    86000 SH       SOLE                        0        0    86000
DELIA'S INC NEW                COM              246911101     1386   179985 SH       SOLE                        0        0   179985
DELL INC                       COM              24702R101     1846    80816 SH       SOLE                        0        0    80816
DELTA & PINE LD CO             COM              247357106     2925    72225 SH       SOLE                        0        0    72225
DENBURY RES INC                COM NEW          247916208      850    29404 SH       SOLE                        0        0    29404
DESIGN WITHIN REACH INC        COM              250557105      651   106669 SH       SOLE                        0        0   106669
DEVELOPERS DIVERSIFIED RLTY    COM              251591103      271     4866 SH       SOLE                        0        0     4866
DEVON ENERGY CORP NEW          COM              25179M103     5141    81426 SH       SOLE                        0        0    81426
DIAGEO P L C                   SPON ADR NEW     25243Q205      305     4296 SH       SOLE                        0        0     4296
DIAMOND OFFSHORE DRILLING IN   COM              25271C102      446     6153 SH       SOLE                        0        0     6153
DICKS SPORTING GOODS INC       COM              253393102     1782    39150 SH       SOLE                        0        0    39150
DICKS SPORTING GOODS INC       NOTE  1.606% 2/1 253393AB8       26    30000 PRN      SOLE                        0        0    30000
DIGITAL ANGEL CORP             COM              253830103       36    13700 SH       SOLE                        0        0    13700
DISCOVERY HOLDING CO           CL A COM         25468Y107     1730   119596 SH       SOLE                        0        0   119596
DISNEY WALT CO                 COM DISNEY       254687106     6867   222140 SH       SOLE                        0        0   222140
DNP SELECT INCOME FD           COM              23325P104      280    26130 SH       SOLE                        0        0    26130
DOMINION RES INC VA NEW        COM              25746U109     1188    15521 SH       SOLE                        0        0    15521
DONNELLEY R R & SONS CO        COM              257867101      290     8790 SH       SOLE                        0        0     8790
DOREL INDS INC                 CL B SUB VTG     25822C205      256    10015 SH       SOLE                        0        0    10015
DOVER CORP                     COM              260003108     1090    22980 SH       SOLE                        0        0    22980
DOW CHEM CO                    COM              260543103     4497   115359 SH       SOLE                        0        0   115359
DOW JONES & CO INC             COM              260561105     2818    84025 SH       SOLE                        0        0    84025
DRDGOLD LTD                    SPONSORED ADR    26152H103       27    19500 SH       SOLE                        0        0    19500
DREMAN/CLAYMORE DIVID & INC    COM              26153R100     1505    73725 SH       SOLE                        0        0    73725
DSP GROUP INC                  COM              23332B106     1597    69900 SH       SOLE                        0        0    69900
DST SYS INC DEL                COM              233326107     2026    32854 SH       SOLE                        0        0    32854
DTE ENERGY CO                  COM              233331107     2613    62950 SH       SOLE                        0        0    62950
DU PONT E I DE NEMOURS & CO    COM              263534109     4925   114965 SH       SOLE                        0        0   114965
DUFF & PHELPS UTIL CORP BD T   COM              26432K108      124    10754 SH       SOLE                        0        0    10754
DUKE ENERGY CORP NEW           COM              26441C105     8869   293719 SH       SOLE                        0        0   293719
DUKE REALTY CORP               COM NEW          264411505      277     7425 SH       SOLE                        0        0     7425
DUQUESNE LT HLDGS INC          COM              266233105      293    14865 SH       SOLE                        0        0    14865
DWS GLOBAL COMMODITIES STK F   COM              23338Y100     3618   235714 SH       SOLE                        0        0   235714
DWS MUN INCOME TR              COM              23338M106      110    10000 SH       SOLE                        0        0    10000
DYNCORP INTL INC               CL A             26817C101      716    56900 SH       SOLE                        0        0    56900
DYNEGY INC NEW                 CL A             26816Q101      443    79970 SH       SOLE                        0        0    79970
E M C CORP MASS                COM              268648102     1041    86845 SH       SOLE                        0        0    86845
E TRADE FINANCIAL CORP         COM              269246104     1344    56207 SH       SOLE                        0        0    56207
EAGLE MATERIALS INC            COM              26969P108      305     9069 SH       SOLE                        0        0     9069
EAST WEST BANCORP INC          COM              27579R104      277     7000 SH       SOLE                        0        0     7000
EASTMAN KODAK CO               COM              277461109      545    24340 SH       SOLE                        0        0    24340
EATON CORP                     COM              278058102      532     7732 SH       SOLE                        0        0     7732
EATON VANCE INS MUN BD FD      COM              27827X101      167    11000 SH       SOLE                        0        0    11000
EATON VANCE INS NY MUN BD FD   COM              27827Y109      236    16087 SH       SOLE                        0        0    16087
EATON VANCE LTD DUR INCOME F   COM              27828H105      280    15833 SH       SOLE                        0        0    15833
EATON VANCE SR FLTNG RTE TR    COM              27828Q105      645    35200 SH       SOLE                        0        0    35200
EATON VANCE TXMGD GL BUYWR O   COM              27829C105      242    12400 SH       SOLE                        0        0    12400
EBAY INC                       COM              278642103     2968   104663 SH       SOLE                        0        0   104663
ECHOSTAR COMMUNICATIONS NEW    NOTE  5.750% 5/1 278762AG4       17    17000 PRN      SOLE                        0        0    17000
ECOLLEGE COM                   COM              27887E100      191    11950 SH       SOLE                        0        0    11950
EDAP TMS S A                   SPONSORED ADR    268311107      345    35750 SH       SOLE                        0        0    35750
EL PASO CORP                   COM              28336L109      944    69222 SH       SOLE                        0        0    69222
ELAN PLC                       ADR              284131208      908    58180 SH       SOLE                        0        0    58180
ELDORADO GOLD CORP NEW         COM              284902103      405    93000 SH       SOLE                        0        0    93000
ELECTRONIC ARTS INC            COM              285512109      347     6215 SH       SOLE                        0        0     6215
EMBARQ CORP                    COM              29078E105      426     8792 SH       SOLE                        0        0     8792
EMBRAER-EMPRESA BRASILEIRA D   SP ADR COM SHS   29081M102     1563    39797 SH       SOLE                        0        0    39797
EMDEON CORP                    COM              290849108     1832   156411 SH       SOLE                        0        0   156411
EMERSON ELEC CO                COM              291011104     1359    16212 SH       SOLE                        0        0    16212
EMISPHERE TECHNOLOGIES INC     COM              291345106      102    12121 SH       SOLE                        0        0    12121
EMPIRE DIST ELEC CO            COM              291641108      206     9200 SH       SOLE                        0        0     9200
EMPIRE RESORTS INC             COM              292052107     1519   212425 SH       SOLE                        0        0   212425
ENBRIDGE ENERGY PARTNERS L P   COM              29250R106     1235    26540 SH       SOLE                        0        0    26540
ENCANA CORP                    COM              292505104    12538   268534 SH       SOLE                        0        0   268534
ENCYSIVE PHARMACEUTICALS INC   COM              29256X107       79    18300 SH       SOLE                        0        0    18300
ENCYSIVE PHARMACEUTICALS INC   FRNT  2.500% 3/1 29256XAB3       36    50000 PRN      SOLE                        0        0    50000
ENERGY CONVERSION DEVICES IN   COM              292659109     1155    31169 SH       SOLE                        0        0    31169
ENERGY EAST CORP               COM              29266M109      341    14380 SH       SOLE                        0        0    14380
ENERGY TRANSFER PRTNRS L P     UNIT LTD PARTN   29273R109     1149    24801 SH       SOLE                        0        0    24801
ENERPLUS RES FD                UNIT TR G NEW    29274D604     1297    25800 SH       SOLE                        0        0    25800
ENHANCED S&P500 CV CALL FD I   COM              29332W107     1008    52000 SH       SOLE                        0        0    52000
ENSCO INTL INC                 COM              26874Q100      735    16784 SH       SOLE                        0        0    16784
ENSTAR GROUP INC GA            COM              29358R107    10256   107346 SH       SOLE                        0        0   107346
ENTERGY CORP NEW               COM              29364G103     3832    48985 SH       SOLE                        0        0    48985
ENTERPRISE PRODS PARTNERS L    COM              293792107     7958   297493 SH       SOLE                        0        0   297493
ENTERTAINMENT PPTYS TR         COM SH BEN INT   29380T105     1268    25700 SH       SOLE                        0        0    25700
ENTREE GOLD INC                COM              29383G100       10    10000 SH       SOLE                        0        0    10000
ENVIRONMENTAL TECTONICS CORP   COM              294092101       60    10000 SH       SOLE                        0        0    10000
ENZO BIOCHEM INC               COM              294100102      712    58449 SH       SOLE                        0        0    58449
ENZO BIOCHEM INC               COM              294100102        3    21000 SH  CALL SOLE                        0        0    21000
ENZON PHARMACEUTICALS INC      COM              293904108      414    50155 SH       SOLE                        0        0    50155
EOG RES INC                    COM              26875P101     4340    66712 SH       SOLE                        0        0    66712
EPIQ SYS INC                   COM              26882D109      206    14000 SH       SOLE                        0        0    14000
EQUITY OFFICE PROPERTIES TRU   COM              294741103      272     6845 SH       SOLE                        0        0     6845
EQUITY ONE                     COM              294752100      450    18790 SH       SOLE                        0        0    18790
EQUITY RESIDENTIAL             SH BEN INT       29476L107      830    16407 SH       SOLE                        0        0    16407
EURONET WORLDWIDE INC          COM              298736109     2854   116250 SH       SOLE                        0        0   116250
EVERCORE PARTNERS INC          CLASS A          29977A105      345    12000 SH       SOLE                        0        0    12000
EVEREST RE GROUP LTD           COM              G3223R108     1039    10650 SH       SOLE                        0        0    10650
EVERGREEN INCOME ADVANTAGE F   COM SHS          30023Y105      689    48247 SH       SOLE                        0        0    48247
EVERGREEN MANAGED INCOME FD    COM SHS          30024Y104      193    11500 SH       SOLE                        0        0    11500
EXCO RESOURCES INC             COM              269279402      304    24500 SH       SOLE                        0        0    24500
EXELON CORP                    COM              30161N101     6618   109322 SH       SOLE                        0        0   109322
EXPEDIA INC DEL                COM              30212P105      241    15331 SH       SOLE                        0        0    15331
EXPRESS SCRIPTS INC            COM              302182100     1634    21669 SH       SOLE                        0        0    21669
EXXON MOBIL CORP               COM              30231G102    30521   454854 SH       SOLE                        0        0   454854
FAIRCHILD SEMICONDUCTOR INTL   COM              303726103      374    20000 SH       SOLE                        0        0    20000
FAIRPOINT COMMUNICATIONS INC   COM              305560104      192    11050 SH       SOLE                        0        0    11050
FEDERATED INVS INC PA          CL B             314211103      678    20056 SH       SOLE                        0        0    20056
FEDERATED PREM MUN INC FD      COM              31423P108      212    13611 SH       SOLE                        0        0    13611
FEDEX CORP                     COM              31428X106     1559    14348 SH       SOLE                        0        0    14348
FERRO CORP                     COM              315405100      178    10000 SH       SOLE                        0        0    10000
FIDELITY NATL FINL INC         COM              316326107      931    22356 SH       SOLE                        0        0    22356
FIDUCIARY CLAYMORE MLP OPP F   COM              31647Q106      866    44639 SH       SOLE                        0        0    44639
FIELDSTONE INVT CORP           COM              31659U300      193    22150 SH       SOLE                        0        0    22150
FIFTH THIRD BANCORP            COM              316773100      832    21839 SH       SOLE                        0        0    21839
FINISAR                        COM              31787A101      188    51700 SH       SOLE                        0        0    51700
FINISH LINE INC                CL A             317923100     4198   332617 SH       SOLE                        0        0   332617
FIRST CMNTY BANCORP CALIF      COM              31983B101      448     8014 SH       SOLE                        0        0     8014
FIRST DATA CORP                COM              319963104      582    13850 SH       SOLE                        0        0    13850
FIRST NATL LINCOLN CORP ME     COM              335716106      372    22000 SH       SOLE                        0        0    22000
FIRST NIAGARA FINL GP INC      COM              33582V108     2440   166871 SH       SOLE                        0        0   166871
FIRSTCITY FINL CORP            COM              33761X107      150    14200 SH       SOLE                        0        0    14200
FIRSTENERGY CORP               COM              337932107      627    11233 SH       SOLE                        0        0    11233
FISERV INC                     COM              337738108     3634    77158 SH       SOLE                        0        0    77158
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      427     5446 SH       SOLE                        0        0     5446
FISHER SCIENTIFIC INTL INC     NOTE  3.250% 3/0 338032AX3       30    26000 PRN      SOLE                        0        0    26000
FLAHERTY & CRMN/CLYMR PFD SE   COM SHS          338478100      676    32713 SH       SOLE                        0        0    32713
FLEETWOOD ENTERPRISES INC      COM              339099103      146    21650 SH       SOLE                        0        0    21650
FLEXTRONICS INTL LTD           ORD              Y2573F102     1690   133653 SH       SOLE                        0        0   133653
FLIGHT SAFETY TECH INC NEV     COM NEW          33942T207       79    35000 SH       SOLE                        0        0    35000
FLOATING RATE INCM STRT FD I   COM              339735102      203    11500 SH       SOLE                        0        0    11500
FLORIDA EAST COAST INDS        COM              340632108      245     4300 SH       SOLE                        0        0     4300
FLORIDA ROCK INDS INC          COM              341140101      214     5519 SH       SOLE                        0        0     5519
FLUOR CORP NEW                 COM              343412102      444     5775 SH       SOLE                        0        0     5775
FMC TECHNOLOGIES INC           COM              30249U101      202     3769 SH       SOLE                        0        0     3769
FONAR CORP                     COM              344437108       32   101048 SH       SOLE                        0        0   101048
FORD MTR CO CAP TR II          PFD TR CV6.5%    345395206      409    12170 PRN      SOLE                        0        0    12170
FORD MTR CO DEL                COM PAR $0.01    345370860     1089   134607 SH       SOLE                        0        0   134607
FORDING CDN COAL TR            TR UNIT          345425102      826    31129 SH       SOLE                        0        0    31129
FOREST CITY ENTERPRISES INC    CL A             345550107      380     7000 SH       SOLE                        0        0     7000
FOREST LABS INC                COM              345838106     1823    36002 SH       SOLE                        0        0    36002
FORTUNE BRANDS INC             COM              349631101      770    10251 SH       SOLE                        0        0    10251
FOSTER WHEELER LTD             SHS NEW          G36535139     1168    30261 SH       SOLE                        0        0    30261
FOUNDRY NETWORKS INC           COM              35063R100      236    17977 SH       SOLE                        0        0    17977
FPL GROUP INC                  COM              302571104     1562    34700 SH       SOLE                        0        0    34700
FRANKLIN RES INC               COM              354613101     1204    11383 SH       SOLE                        0        0    11383
FREEPORT-MCMORAN COPPER & GO   CL B             35671D857      419     7860 SH       SOLE                        0        0     7860
FREESCALE SEMICONDUCTOR INC    CL B             35687M206      839    22044 SH       SOLE                        0        0    22044
FREESCALE SEMICONDUCTOR INC    COM CL A         35687M107      275     7224 SH       SOLE                        0        0     7224
FREIGHTCAR AMER INC            COM              357023100      476     8990 SH       SOLE                        0        0     8990
FRESENIUS MED CARE AG&CO KGA   SPONSORED ADR    358029106      208     4817 SH       SOLE                        0        0     4817
FRIEDMAN BILLINGS RAMSEY GRO   CL A             358434108      161    20015 SH       SOLE                        0        0    20015
FRONTEER DEV GROUP INC         COM              35903Q106       86    16000 SH       SOLE                        0        0    16000
FRONTLINE LTD                  SHS              G3682E127      296     7700 SH       SOLE                        0        0     7700
FUELCELL ENERGY INC            COM              35952H106      380    50028 SH       SOLE                        0        0    50028
FX ENERGY INC                  COM              302695101      311    61000 SH       SOLE                        0        0    61000
GABELLI DIVD & INCOME TR       COM              36242H104      403    20915 SH       SOLE                        0        0    20915
GABELLI EQUITY TR INC          COM              362397101      529    60382 SH       SOLE                        0        0    60382
GALAXY ENERGY CORP             COM              36318B106       10    30000 SH       SOLE                        0        0    30000
GALLAGHER ARTHUR J & CO        COM              363576109      268    10050 SH       SOLE                        0        0    10050
GANNETT INC                    COM              364730101      666    11725 SH       SOLE                        0        0    11725
GAP INC DEL                    COM              364760108      330    17417 SH       SOLE                        0        0    17417
GARMIN LTD                     ORD              G37260109    12977   266035 SH       SOLE                        0        0   266035
GARTNER INC                    COM              366651107      586    33302 SH       SOLE                        0        0    33302
GASCO ENERGY INC               COM              367220100       52    19500 SH       SOLE                        0        0    19500
GASTAR EXPL LTD                COM              367299104       35    16000 SH       SOLE                        0        0    16000
GATEWAY INC                    COM              367626108      942   498510 SH       SOLE                        0        0   498510
GATX CORP                      COM              361448103      296     7158 SH       SOLE                        0        0     7158
GEMSTAR-TV GUIDE INTL INC      COM              36866W106     1214   365631 SH       SOLE                        0        0   365631
GENENTECH INC                  COM NEW          368710406     1456    17611 SH       SOLE                        0        0    17611
GENERAL AMERN INVS INC         COM              368802104      926    24592 SH       SOLE                        0        0    24592
GENERAL DYNAMICS CORP          COM              369550108     4247    59250 SH       SOLE                        0        0    59250
GENERAL ELECTRIC CO            COM              369604103    38539  1091774 SH       SOLE                        0        0  1091774
GENERAL GROWTH PPTYS INC       COM              370021107      507    10650 SH       SOLE                        0        0    10650
GENERAL MARITIME CORP          SHS              Y2692M103      362     9900 SH       SOLE                        0        0     9900
GENERAL MLS INC                COM              370334104      996    17595 SH       SOLE                        0        0    17595
GENESEE & WYO INC              CL A             371559105      260    11200 SH       SOLE                        0        0    11200
GENLYTE GROUP INC              COM              372302109      328     4600 SH       SOLE                        0        0     4600
GENTEX CORP                    COM              371901109      159    11210 SH       SOLE                        0        0    11210
GENZYME CORP                   COM              372917104     5816    86205 SH       SOLE                        0        0    86205
GENZYME CORP                   NOTE  1.250%12/0 372917AN4       28    26000 PRN      SOLE                        0        0    26000
GERON CORP                     COM              374163103      486    77400 SH       SOLE                        0        0    77400
GIGAMEDIA LTD                  ORD              Y2711Y104     1174   104800 SH       SOLE                        0        0   104800
GILEAD SCIENCES INC            COM              375558103     4453    64754 SH       SOLE                        0        0    64754
GLADSTONE CAPITAL CORP         COM              376535100      353    16029 SH       SOLE                        0        0    16029
GLADSTONE INVT CORP            COM              376546107      696    47676 SH       SOLE                        0        0    47676
GLAMIS GOLD LTD                COM              376775102      411    10413 SH       SOLE                        0        0    10413
GLAXOSMITHKLINE PLC            SPONSORED ADR    37733W105     2871    53952 SH       SOLE                        0        0    53952
GLOBAL INDS LTD                COM              379336100     1307    84000 SH       SOLE                        0        0    84000
GLOBALSANTAFE CORP             SHS              G3930E101      867    17350 SH       SOLE                        0        0    17350
GOLD FIELDS LTD NEW            SPONSORED ADR    38059T106      202    11300 SH       SOLE                        0        0    11300
GOLD RESV INC                  CL A             38068N108       57    13950 SH       SOLE                        0        0    13950
GOLDCORP INC NEW               COM              380956409     1400    59318 SH       SOLE                        0        0    59318
GOLDEN STAR RES LTD CDA        COM              38119T104      129    47400 SH       SOLE                        0        0    47400
GOLDMAN SACHS GROUP INC        COM              38141G104     8592    50793 SH       SOLE                        0        0    50793
GOLF GALAXY INC                COM              381639103     1383   106373 SH       SOLE                        0        0   106373
GOOGLE INC                     CL A             38259P508     3797     9447 SH       SOLE                        0        0     9447
GRACE W R & CO DEL NEW         COM              38388F108     2048   154452 SH       SOLE                        0        0   154452
GRAFTECH INTL LTD              COM              384313102      477    81600 SH       SOLE                        0        0    81600
GRANT PRIDECO INC              COM              38821G101    10600   278714 SH       SOLE                        0        0   278714
GREATER CHINA FD INC           COM              39167B102      209    11000 SH       SOLE                        0        0    11000
GTC BIOTHERAPEUTICS INC        COM              36238T104       44    35500 SH       SOLE                        0        0    35500
GULFMARK OFFSHORE INC          COM              402629109     5364   168472 SH       SOLE                        0        0   168472
H & Q HEALTHCARE FD            SH BEN INT       404052102      455    27158 SH       SOLE                        0        0    27158
H & Q LIFE SCIENCES INVS       SH BEN INT       404053100      314    23633 SH       SOLE                        0        0    23633
HABERSHAM BANCORP INC          COM              404459109      231     9500 SH       SOLE                        0        0     9500
HALLIBURTON CO                 COM              406216101     1703    59844 SH       SOLE                        0        0    59844
HANCOCK FABRICS INC            COM              409900107      258    90000 SH       SOLE                        0        0    90000
HANCOCK JOHN TAX-ADV DIV INC   COM              41013V100      289    15340 SH       SOLE                        0        0    15340
HANESBRANDS INC                COM              410345102     1152    51216 SH       SOLE                        0        0    51216
HANOVER COMPRESSOR CO          COM              410768105      367    20130 SH       SOLE                        0        0    20130
HARLEY DAVIDSON INC            COM              412822108     1411    22495 SH       SOLE                        0        0    22495
HARRAHS ENTMT INC              COM              413619107     1609    24213 SH       SOLE                        0        0    24213
HARRIS & HARRIS GROUP INC      COM              413833104      529    43080 SH       SOLE                        0        0    43080
HARRIS CORP DEL                COM              413875105     3044    68417 SH       SOLE                        0        0    68417
HARRIS INTERACTIVE INC         COM              414549105       79    13000 SH       SOLE                        0        0    13000
HARSCO CORP                    COM              415864107      529     6811 SH       SOLE                        0        0     6811
HARTFORD FINL SVCS GROUP INC   COM              416515104      372     4285 SH       SOLE                        0        0     4285
HARVEST ENERGY TR              TRUST UNIT       41752X101      559    20590 SH       SOLE                        0        0    20590
HCA INC                        COM              404119109      260     5198 SH       SOLE                        0        0     5198
HCC INS HLDGS INC              COM              404132102     1636    49749 SH       SOLE                        0        0    49749
HEADWATERS INC                 COM              42210P102      675    28940 SH       SOLE                        0        0    28940
HEALTH CARE PPTY INVS INC      COM              421915109      491    15838 SH       SOLE                        0        0    15838
HEALTH MGMT ASSOC INC NEW      CL A             421933102      298    14300 SH       SOLE                        0        0    14300
HEALTHCARE RLTY TR             COM              421946104      456    11885 SH       SOLE                        0        0    11885
HEINZ H J CO                   COM              423074103     1844    43970 SH       SOLE                        0        0    43970
HELEN OF TROY CORP LTD         COM              G4388N106      364    20700 SH       SOLE                        0        0    20700
HELIX ENERGY SOLUTIONS GRP I   COM              42330P107      648    19381 SH       SOLE                        0        0    19381
HENRY JACK & ASSOC INC         COM              426281101     1270    58296 SH       SOLE                        0        0    58296
HERSHEY CO                     COM              427866108     1069    19997 SH       SOLE                        0        0    19997
HESS CORP                      COM              42809H107      662    15980 SH       SOLE                        0        0    15980
HEWLETT PACKARD CO             COM              428236103     7970   217226 SH       SOLE                        0        0   217226
HEXCEL CORP NEW                COM              428291108      312    22030 SH       SOLE                        0        0    22030
HIGH INCOME OPPORTUNITY FD I   COM              42967Q105      117    18424 SH       SOLE                        0        0    18424
HIGH YIELD PLUS FD INC         COM              429906100       44    13000 SH       SOLE                        0        0    13000
HILTON HOTELS CORP             COM              432848109      333    11945 SH       SOLE                        0        0    11945
HIMAX TECHNOLOGIES INC         SPONSORED ADR    43289P106      114    20000 SH       SOLE                        0        0    20000
HITACHI LIMITED                ADR 10 COM       433578507      588    10088 SH       SOLE                        0        0    10088
HOME DEPOT INC                 COM              437076102    10868   299630 SH       SOLE                        0        0   299630
HONDA MOTOR LTD                AMERN SHS        438128308     2661    79125 SH       SOLE                        0        0    79125
HONEYWELL INTL INC             COM              438516106     6378   155942 SH       SOLE                        0        0   155942
HOSPIRA INC                    COM              441060100      681    17808 SH       SOLE                        0        0    17808
HOSPITALITY PPTYS TR           COM SH BEN INT   44106M102      902    19100 SH       SOLE                        0        0    19100
HOST HOTELS & RESORTS INC      COM              44107P104      777    33869 SH       SOLE                        0        0    33869
HOVNANIAN ENTERPRISES INC      CL A             442487203      267     9105 SH       SOLE                        0        0     9105
HRPT PPTYS TR                  COM SH BEN INT   40426W101      833    69700 SH       SOLE                        0        0    69700
HSBC HLDGS PLC                 ADR A 1/40PF A   404280604      261    10430 SH       SOLE                        0        0    10430
HSBC HLDGS PLC                 SPON ADR NEW     404280406      734     8016 SH       SOLE                        0        0     8016
HUDSON CITY BANCORP            COM              443683107      312    23581 SH       SOLE                        0        0    23581
HUGOTON RTY TR TEX             UNIT BEN INT     444717102      209     7963 SH       SOLE                        0        0     7963
HUMAN GENOME SCIENCES INC      COM              444903108      163    14105 SH       SOLE                        0        0    14105
HUMANA INC                     COM              444859102      219     3318 SH       SOLE                        0        0     3318
HUNGARIAN TEL & CABLE CORP     COM              445542103      205    13000 SH       SOLE                        0        0    13000
HUNTINGTON BANCSHARES INC      COM              446150104     1378    57600 SH       SOLE                        0        0    57600
HYDROGENICS CORP               COM              448882100       94    69000 SH       SOLE                        0        0    69000
I-FLOW CORP                    COM NEW          449520303      156    13000 SH       SOLE                        0        0    13000
I-TRAX INC                     COM NEW          45069D203      143    51050 SH       SOLE                        0        0    51050
IAC INTERACTIVECORP            COM NEW          44919P300      640    22277 SH       SOLE                        0        0    22277
ICICI BK LTD                   ADR              45104G104      281     9150 SH       SOLE                        0        0     9150
ICOS CORP                      COM              449295104      364    14525 SH       SOLE                        0        0    14525
IDT CORP                       COM              448947101     1039    73500 SH       SOLE                        0        0    73500
IDT CORP                       CL B             448947309     1976   137000 SH       SOLE                        0        0   137000
ILLINOIS TOOL WKS INC          COM              452308109      285     6346 SH       SOLE                        0        0     6346
IMMUNOMEDICS INC               COM              452907108       22    12500 SH       SOLE                        0        0    12500
IMPAC MTG HLDGS INC            COM              45254P102      270    28754 SH       SOLE                        0        0    28754
IMPERIAL OIL LTD               COM NEW          453038408     2082    62045 SH       SOLE                        0        0    62045
IMS HEALTH INC                 COM              449934108      290    10884 SH       SOLE                        0        0    10884
INDIA FD INC                   COM              454089103     2479    56156 SH       SOLE                        0        0    56156
INDUSTRIAS BACHOCO S A DE C    SP ADR B&L SHS   456463108      324    14560 SH       SOLE                        0        0    14560
INERGY L P                     UNIT LTD PTNR    456615103     1432    52573 SH       SOLE                        0        0    52573
INFOCROSSING INC               COM              45664X109      734    54750 SH       SOLE                        0        0    54750
ING CLARION GLB RE EST INCM    COM              44982G104      480    23518 SH       SOLE                        0        0    23518
ING GLOBAL EQTY DIV & PREM O   COM              45684E107     2499   122325 SH       SOLE                        0        0   122325
ING PRIME RATE TR              SH BEN INT       44977W106      101    14125 SH       SOLE                        0        0    14125
INGERSOLL-RAND COMPANY LTD     CL A             G4776G101     2137    56270 SH       SOLE                        0        0    56270
INPUT/OUTPUT INC               COM              457652105     1148   115650 SH       SOLE                        0        0   115650
INSITE VISION INC              COM              457660108      120    75700 SH       SOLE                        0        0    75700
INTEGRATED ALARM SVCS GROUP    COM              45890M109      118    30200 SH       SOLE                        0        0    30200
INTEGRATED DEVICE TECHNOLOGY   COM              458118106      682    42450 SH       SOLE                        0        0    42450
INTEGRITY BANCSHARES INC       COM              45818G101      301    23000 SH       SOLE                        0        0    23000
INTEL CORP                     COM              458140100    18706   909355 SH       SOLE                        0        0   909355
INTERMUNE INC                  COM              45884X103      501    30500 SH       SOLE                        0        0    30500
INTERNATIONAL BUSINESS MACHS   COM              459200101    43173   526886 SH       SOLE                        0        0   526886
INTERNATIONAL GAME TECHNOLOG   COM              459902102     1009    24301 SH       SOLE                        0        0    24301
INTERNATIONAL RECTIFIER CORP   COM              460254105      269     7725 SH       SOLE                        0        0     7725
INTERNET CAP GROUP INC         COM NEW          46059C205      447    47271 SH       SOLE                        0        0    47271
INTERPUBLIC GROUP COS INC      COM              460690100     1357   137070 SH       SOLE                        0        0   137070
INTERPUBLIC GROUP COS INC      COM              460690100       14    27500 SH  PUT  SOLE                        0        0    27500
INTL PAPER CO                  COM              460146103     1565    45202 SH       SOLE                        0        0    45202
INTUIT                         COM              461202103     3554   110753 SH       SOLE                        0        0   110753
INTUITIVE SURGICAL INC         COM NEW          46120E602      376     3564 SH       SOLE                        0        0     3564
ION MEDIA NETWORKS INC         CL A             46205A103       36    45000 SH       SOLE                        0        0    45000
IONA TECHNOLOGIES PLC          SPONSORED ADR    46206P109       45    10000 SH       SOLE                        0        0    10000
IONATRON INC                   COM              462070103      385    80000 SH       SOLE                        0        0    80000
IPARTY CORP                    COM              46261R107        4    10000 SH       SOLE                        0        0    10000
IPASS INC                      COM              46261V108      285    60900 SH       SOLE                        0        0    60900
ISHARES COMEX GOLD TR          ISHARES          464285105      377     6319 SH       SOLE                        0        0     6319
ISHARES INC                    MSCI JAPAN       464286848    17759  1311548 SH       SOLE                        0        0  1311548
ISHARES INC                    MSCI UTD KINGD   464286699     1120    51155 SH       SOLE                        0        0    51155
ISHARES INC                    MSCI TAIWAN      464286731      473    36960 SH       SOLE                        0        0    36960
ISHARES INC                    MSCI SINGAPORE   464286673      916    98156 SH       SOLE                        0        0    98156
ISHARES INC                    MSCI S KOREA     464286772      696    15050 SH       SOLE                        0        0    15050
ISHARES INC                    MSCI PAC J IDX   464286665     2795    25190 SH       SOLE                        0        0    25190
ISHARES INC                    MSCI MALAYSIA    464286830      218    28400 SH       SOLE                        0        0    28400
ISHARES INC                    MSCI HONG KONG   464286871      180    12745 SH       SOLE                        0        0    12745
ISHARES INC                    MSCI EMU INDEX   464286608     3771    40037 SH       SOLE                        0        0    40037
ISHARES INC                    MSCI CDA INDEX   464286509      732    30497 SH       SOLE                        0        0    30497
ISHARES INC                    MSCI BRAZIL      464286400      351     9110 SH       SOLE                        0        0     9110
ISHARES INC                    MSCI AUSTRALIA   464286103      330    15559 SH       SOLE                        0        0    15559
ISHARES INC                    MSCI MEXICO      464286822      391     9056 SH       SOLE                        0        0     9056
ISHARES SILVER TRUST           ISHARES          46428Q109      945     8250 SH       SOLE                        0        0     8250
ISHARES TR                     DJ US HEALTHCR   464287762      246     3761 SH       SOLE                        0        0     3761
ISHARES TR                     1-3 YR TRS BD    464287457      507     6309 SH       SOLE                        0        0     6309
ISHARES TR                     DJ US REAL EST   464287739      373     4827 SH       SOLE                        0        0     4827
ISHARES TR                     S&P 500 INDEX    464287200     1533    11459 SH       SOLE                        0        0    11459
ISHARES TR                     S&P SMLCP VALU   464287879      634     9090 SH       SOLE                        0        0     9090
ISHARES TR                     S&P SMLCP GROW   464287887      661     5528 SH       SOLE                        0        0     5528
ISHARES TR                     S&P SMLCAP 600   464287804     1852    30218 SH       SOLE                        0        0    30218
ISHARES TR                     S&P MIDCP VALU   464287705      884    11952 SH       SOLE                        0        0    11952
ISHARES TR                     S&P MIDCAP 400   464287507      411     5458 SH       SOLE                        0        0     5458
ISHARES TR                     S&P MC 400 GRW   464287606      897    11892 SH       SOLE                        0        0    11892
ISHARES TR                     S&P LTN AM 40    464287390     1325     9320 SH       SOLE                        0        0     9320
ISHARES TR                     DJ SEL DIV INX   464287168      337     5064 SH       SOLE                        0        0     5064
ISHARES TR                     S&P EURO PLUS    464287861      630     6526 SH       SOLE                        0        0     6526
ISHARES TR                     US TIPS BD FD    464287176      308     3046 SH       SOLE                        0        0     3046
ISHARES TR                     RUSSELL1000GRW   464287614      630    12091 SH       SOLE                        0        0    12091
ISHARES TR                     RUSL 2000 GROW   464287648     1933    26704 SH       SOLE                        0        0    26704
ISHARES TR                     MSCI EMERG MKT   464287234     1997    20637 SH       SOLE                        0        0    20637
ISHARES TR                     MSCI EAFE IDX    464287465     1087    16041 SH       SOLE                        0        0    16041
ISHARES TR                     LEHMAN AGG BND   464287226      527     5258 SH       SOLE                        0        0     5258
ISHARES TR                     GS CORP BD FD    464287242      253     2370 SH       SOLE                        0        0     2370
ISHARES TR                     FTSE XNHUA IDX   464287184     1763    21673 SH       SOLE                        0        0    21673
ISHARES TR                     DJ US UTILS      464287697     1572    18964 SH       SOLE                        0        0    18964
ISHARES TR                     S&P GBL HLTHCR   464287325      550     9624 SH       SOLE                        0        0     9624
ISLE OF CAPRI CASINOS INC      COM              464592104      284    13500 SH       SOLE                        0        0    13500
ISTAR FINL INC                 COM              45031U101     1658    39771 SH       SOLE                        0        0    39771
IVANHOE ENERGY INC             COM              465790103       21    14100 SH       SOLE                        0        0    14100
J CREW GROUP INC               COM              46612H402     1067    35500 SH       SOLE                        0        0    35500
J F CHINA REGION FD INC        COM              46614T107      184    11000 SH       SOLE                        0        0    11000
JABIL CIRCUIT INC              COM              466313103      210     7374 SH       SOLE                        0        0     7374
JAMES RIV GROUP INC            COM              470359100      690    23500 SH       SOLE                        0        0    23500
JANUS CAP GROUP INC            COM              47102X105      657    33315 SH       SOLE                        0        0    33315
JAPAN EQUITY FD INC            COM              471057109      334    41055 SH       SOLE                        0        0    41055
JAPAN SMALLER CAPTLZTN FD IN   COM              47109U104      226    18400 SH       SOLE                        0        0    18400
JARDEN CORP                    COM              471109108     2787    84542 SH       SOLE                        0        0    84542
JDS UNIPHASE CORP              COM              46612J101     4352  1987507 SH       SOLE                        0        0  1987507
JETBLUE AWYS CORP              COM              477143101     1812   196100 SH       SOLE                        0        0   196100
JOHN HANCOCK BK &THRIFT OPP    SH BEN INT       409735107      117    12000 SH       SOLE                        0        0    12000
JOHNSON & JOHNSON              COM              478160104    22953   353451 SH       SOLE                        0        0   353451
JOHNSON CTLS INC               COM              478366107      596     8308 SH       SOLE                        0        0     8308
JOS A BANK CLOTHIERS INC       COM              480838101      650    21700 SH       SOLE                        0        0    21700
JOY GLOBAL INC                 COM              481165108     1025    27300 SH       SOLE                        0        0    27300
JP MORGAN CHASE & CO           COM              46625H100    15438   328732 SH       SOLE                        0        0   328732
JUNIPER NETWORKS INC           COM              48203R104      234    13545 SH       SOLE                        0        0    13545
K V PHARMACEUTICAL CO          CL B CONV        482740107     4841   203690 SH       SOLE                        0        0   203690
K V PHARMACEUTICAL CO          CL A             482740206      679    28661 SH       SOLE                        0        0    28661
KANSAS CITY SOUTHERN           COM NEW          485170302     3337   122200 SH       SOLE                        0        0   122200
KAYDON CORP                    COM              486587108      222     6000 SH       SOLE                        0        0     6000
KAYNE ANDERSON MLP INVSMNT C   COM              486606106      272     9786 SH       SOLE                        0        0     9786
KB HOME                        COM              48666K109      359     8193 SH       SOLE                        0        0     8193
KELLOGG CO                     COM              487836108      438     8860 SH       SOLE                        0        0     8860
KERYX BIOPHARMACEUTICALS INC   COM              492515101      213    18050 SH       SOLE                        0        0    18050
KEYCORP NEW                    COM              493267108     2175    58090 SH       SOLE                        0        0    58090
KEYSPAN CORP                   COM              49337W100      376     9149 SH       SOLE                        0        0     9149
KIMBERLY CLARK CORP            COM              494368103     1379    21096 SH       SOLE                        0        0    21096
KIMCO REALTY CORP              COM              49446R109     1614    37649 SH       SOLE                        0        0    37649
KINDER MORGAN ENERGY PARTNER   UT LTD PARTNER   494550106     1738    39607 SH       SOLE                        0        0    39607
KINDER MORGAN INC KANS         COM              49455P101      883     8425 SH       SOLE                        0        0     8425
KING PHARMACEUTICALS INC       COM              495582108     1588    93290 SH       SOLE                        0        0    93290
KKR FINL CORP                  COM              482476306      297    12100 SH       SOLE                        0        0    12100
KNOT INC                       COM              499184109      347    15700 SH       SOLE                        0        0    15700
KOHLS CORP                     COM              500255104     1608    24766 SH       SOLE                        0        0    24766
KONA GRILL INC                 COM              50047H201     2498   166600 SH       SOLE                        0        0   166600
KONINKLIJKE PHILIPS ELECTRS    NY REG SH NEW    500472303      327     9346 SH       SOLE                        0        0     9346
KOREA EQUITY FD INC            COM              50063B104     1220   117250 SH       SOLE                        0        0   117250
KOREA FD                       COM              500634100     2036    54407 SH       SOLE                        0        0    54407
KORN FERRY INTL                COM NEW          500643200      258    12340 SH       SOLE                        0        0    12340
KROGER CO                      COM              501044101      653    28229 SH       SOLE                        0        0    28229
KRONOS INC                     COM              501052104     1416    41550 SH       SOLE                        0        0    41550
KYOCERA CORP                   ADR              501556203      323     3785 SH       SOLE                        0        0     3785
L-1 IDENTITY SOLUTIONS INC     COM              50212A106      410    31401 SH       SOLE                        0        0    31401
L-3 COMMUNICATIONS CORP        DEBT  3.000% 8/0 502413AW7       25    25000 PRN      SOLE                        0        0    25000
L-3 COMMUNICATIONS HLDGS INC   COM              502424104     7526    96081 SH       SOLE                        0        0    96081
LA BARGE INC                   COM              502470107     3194   307100 SH       SOLE                        0        0   307100
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     1473    22467 SH       SOLE                        0        0    22467
LABRANCHE & CO INC             COM              505447102      145    13900 SH       SOLE                        0        0    13900
LANDAUER INC                   COM              51476K103      203     4000 SH       SOLE                        0        0     4000
LAWSON SOFTWARE INC NEW        COM              52078P102      290    40000 SH       SOLE                        0        0    40000
LAYNE CHRISTENSEN CO           COM              521050104     3211   112375 SH       SOLE                        0        0   112375
LCA-VISION INC                 COM PAR $.001    501803308      390     9462 SH       SOLE                        0        0     9462
LEGG MASON INC                 COM              524901105      690     6846 SH       SOLE                        0        0     6846
LEGGETT & PLATT INC            COM              524660107      428    17100 SH       SOLE                        0        0    17100
LEHMAN BROS HLDGS INC          COM              524908100     3493    47292 SH       SOLE                        0        0    47292
LEHMAN BROS HLDGS INC          *W EXP 02/13/200 52520W721       77    12650 SH       SOLE                        0        0    12650
LEHMAN BROS HLDGS INC          *W EXP 05/08/200 524908456      539    18500 SH       SOLE                        0        0    18500
LEUCADIA NATL CORP             COM              527288104     4723   180473 SH       SOLE                        0        0   180473
LEVEL 3 COMMUNICATIONS INC     COM              52729N100       63    11625 SH       SOLE                        0        0    11625
LEXINGTON CORP PPTYS TR        COM              529043101      268    12653 SH       SOLE                        0        0    12653
LIBERTY ALL-STAR GROWTH FD I   COM              529900102       57    11329 SH       SOLE                        0        0    11329
LIBERTY GLOBAL INC             COM SER A        530555101      672    26072 SH       SOLE                        0        0    26072
LIBERTY GLOBAL INC             COM SER C        530555309      690    27549 SH       SOLE                        0        0    27549
LIBERTY MEDIA HLDG CORP        CAP COM SER A    53071M302     2081    24909 SH       SOLE                        0        0    24909
LIBERTY MEDIA HLDG CORP        INT COM SER A    53071M104     2350   115313 SH       SOLE                        0        0   115313
LIFE TIME FITNESS INC          COM              53217R207      575    12410 SH       SOLE                        0        0    12410
LILLY ELI & CO                 COM              532457108     4760    83498 SH       SOLE                        0        0    83498
LINCOLN NATL CORP IND          COM              534187109      511     8226 SH       SOLE                        0        0     8226
LL & E RTY TR                  UNIT BEN INT     502003106      258    80683 SH       SOLE                        0        0    80683
LOCKHEED MARTIN CORP           COM              539830109     1962    22806 SH       SOLE                        0        0    22806
LOEWS CORP                     COM              540424108    13719   361974 SH       SOLE                        0        0   361974
LONE STAR TECHNOLOGIES INC     COM              542312103     1809    37400 SH       SOLE                        0        0    37400
LOWES COS INC                  COM              548661107     1768    63013 SH       SOLE                        0        0    63013
LSI LOGIC CORP                 COM              502161102     1177   143147 SH       SOLE                        0        0   143147
LUBRIZOL CORP                  COM              549271104      381     8340 SH       SOLE                        0        0     8340
LUCENT TECHNOLOGIES INC        COM              549463107      648   277046 SH       SOLE                        0        0   277046
LUMINENT MTG CAP INC           COM              550278303     2294   222940 SH       SOLE                        0        0   222940
LYONDELL CHEMICAL CO           COM              552078107     1020    40185 SH       SOLE                        0        0    40185
M & T BK CORP                  COM              55261F104      200     1669 SH       SOLE                        0        0     1669
MACK CALI RLTY CORP            COM              554489104     4627    89320 SH       SOLE                        0        0    89320
MAGAL SECURITY SYS LTD         ORD              M6786D104      419    44200 SH       SOLE                        0        0    44200
MAGELLAN MIDSTREAM PRTNRS LP   COM UNIT RP LP   559080106      372    10076 SH       SOLE                        0        0    10076
MANNKIND CORP                  COM              56400P201    10868   572003 SH       SOLE                        0        0   572003
MANULIFE FINL CORP             COM              56501R106      340    10524 SH       SOLE                        0        0    10524
MARATHON OIL CORP              COM              565849106     2151    27978 SH       SOLE                        0        0    27978
MARKET VECTORS ETF TR          GOLD MINER ETF   57060U100      213     5980 SH       SOLE                        0        0     5980
MARRIOTT INTL INC NEW          CL A             571903202      222     5759 SH       SOLE                        0        0     5759
MARSH & MCLENNAN COS INC       COM              571748102      710    25220 SH       SOLE                        0        0    25220
MARSHALL & ILSLEY CORP         COM              571834100     4218    87534 SH       SOLE                        0        0    87534
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105     4662   240688 SH       SOLE                        0        0   240688
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105      130    61400 SH  CALL SOLE                        0        0    61400
MASSBANK CORP READ MASS        COM              576152102      311     9547 SH       SOLE                        0        0     9547
MASSEY ENERGY CORP             COM              576206106     1178    56280 SH       SOLE                        0        0    56280
MASSMUTUAL CORPORATE INVS IN   COM              576292106     2066    60752 SH       SOLE                        0        0    60752
MASSMUTUAL PARTN INVS          SH BEN INT       576299101     4077   265047 SH       SOLE                        0        0   265047
MASTERCARD INC                 COM              57636Q104     2877    40890 SH       SOLE                        0        0    40890
MATSUSHITA ELEC INDL           ADR              576879209     2484   117573 SH       SOLE                        0        0   117573
MAYFLOWER CO-OPERATIVE BK MA   COM              578330102      300    22500 SH       SOLE                        0        0    22500
MB FINANCIAL INC NEW           COM              55264U108     3067    83171 SH       SOLE                        0        0    83171
MCAFEE INC                     COM              579064106      249    10175 SH       SOLE                        0        0    10175
MCCORMICK & CO INC             COM NON VTG      579780206      215     5650 SH       SOLE                        0        0     5650
MCDERMOTT INTL INC             COM              580037109      431    10314 SH       SOLE                        0        0    10314
MCDONALDS CORP                 COM              580135101     2416    61753 SH       SOLE                        0        0    61753
MCG CAPITAL CORP               COM              58047P107      606    37126 SH       SOLE                        0        0    37126
MCGRAW HILL COS INC            COM              580645109      667    11508 SH       SOLE                        0        0    11508
MCMORAN EXPLORATION CO         COM              582411104      438    24700 SH       SOLE                        0        0    24700
MDU RES GROUP INC              COM              552690109      670    29981 SH       SOLE                        0        0    29981
MEADWESTVACO CORP              COM              583334107      458    17262 SH       SOLE                        0        0    17262
MEDAREX INC                    COM              583916101      289    26850 SH       SOLE                        0        0    26850
MEDAREX INC                    NOTE  2.250% 5/1 583916AG6       16    15000 PRN      SOLE                        0        0    15000
MEDCO HEALTH SOLUTIONS INC     COM              58405U102      552     9185 SH       SOLE                        0        0     9185
MEDIA SCIENCES INTL INC        COM              58446X107      379    70900 SH       SOLE                        0        0    70900
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      362    11178 SH       SOLE                        0        0    11178
MEDICURE INC                   COM              58469E101       17    10000 SH       SOLE                        0        0    10000
MEDIWARE INFORMATION SYS INC   COM              584946107     2473   314180 SH       SOLE                        0        0   314180
MEDTRONIC INC                  COM              585055106     4573    98458 SH       SOLE                        0        0    98458
MEMC ELECTR MATLS INC          COM              552715104      853    23262 SH       SOLE                        0        0    23262
MENTOR GRAPHICS CORP           COM              587200106     1638   116325 SH       SOLE                        0        0   116325
MERCER INTL INC                COM              588056101      231    24500 SH       SOLE                        0        0    24500
MERCK & CO INC                 COM              589331107     8921   212913 SH       SOLE                        0        0   212913
MERCURY GENL CORP NEW          COM              589400100      511    10305 SH       SOLE                        0        0    10305
MERRILL LYNCH & CO INC         COM              590188108     2432    31098 SH       SOLE                        0        0    31098
METALINK LTD                   ORD              M69897102       72    13500 SH       SOLE                        0        0    13500
METLIFE INC                    COM              59156R108     3003    52982 SH       SOLE                        0        0    52982
MFS INTER INCOME TR            SH BEN INT       55273C107       62    10171 SH       SOLE                        0        0    10171
MGM MIRAGE                     COM              552953101      409    10350 SH       SOLE                        0        0    10350
MICREL INC                     COM              594793101      308    32056 SH       SOLE                        0        0    32056
MICROISLET INC                 COM              59507Q106      668   395000 SH       SOLE                        0        0   395000
MICRON TECHNOLOGY INC          COM              595112103      415    23845 SH       SOLE                        0        0    23845
MICROSOFT CORP                 COM              594918104    35116  1283947 SH       SOLE                        0        0  1283947
MICROTUNE INC DEL              COM              59514P109      584   120200 SH       SOLE                        0        0   120200
MID-AMER APT CMNTYS INC        COM              59522J103      924    15100 SH       SOLE                        0        0    15100
MIDCAP SPDR TR                 UNIT SER 1       595635103     8335    60540 SH       SOLE                        0        0    60540
MIDDLESEX WATER CO             COM              596680108      387    20141 SH       SOLE                        0        0    20141
MILLENNIUM PHARMACEUTICALS I   COM              599902103     1057   106350 SH       SOLE                        0        0   106350
MILLS CORP                     COM              601148109      197    11800 SH       SOLE                        0        0    11800
MINDSPEED TECHNOLOGIES INC     COM              602682106     1423   822325 SH       SOLE                        0        0   822325
MITSUBISHI UFJ FINL GROUP IN   SPONSORED ADR    606822104      879    68615 SH       SOLE                        0        0    68615
MOLEX INC                      CL A             608554200      941    28597 SH       SOLE                        0        0    28597
MONROE BANCORP                 COM              610313108      269    16100 SH       SOLE                        0        0    16100
MONSANTO CO NEW                COM              61166W101      554    11798 SH       SOLE                        0        0    11798
MOODYS CORP                    COM              615369105      956    14610 SH       SOLE                        0        0    14610
MORGAN STANLEY                 COM NEW          617446448     9455   129679 SH       SOLE                        0        0   129679
MORGAN STANLEY ASIA PAC FD I   COM              61744U106      232    13800 SH       SOLE                        0        0    13800
MORGAN STANLEY EMER MKTS FD    COM              61744G107      607    24835 SH       SOLE                        0        0    24835
MOTOROLA INC                   COM              620076109    16387   655511 SH       SOLE                        0        0   655511
MSC SOFTWARE CORP              COM              553531104      228    14800 SH       SOLE                        0        0    14800
MTM TECHNOLOGIES INC           COM              62474G101       42    20000 SH       SOLE                        0        0    20000
MUELLER INDS INC               COM              624756102      508    14450 SH       SOLE                        0        0    14450
MUELLER WTR PRODS INC          COM SER A        624758108      383    26200 SH       SOLE                        0        0    26200
MUNIHOLDINGS N Y INSD FD INC   COM              625931100      187    12763 SH       SOLE                        0        0    12763
MURPHY OIL CORP                COM              626717102      625    13150 SH       SOLE                        0        0    13150
MVC CAPITAL INC                COM              553829102      167    12900 SH       SOLE                        0        0    12900
NABORS INDUSTRIES LTD          SHS              G6359F103     1246    41873 SH       SOLE                        0        0    41873
NABORS INDUSTRIES LTD          SHS              G6359F103        2    10000 SH  CALL SOLE                        0        0    10000
NALCO HOLDING COMPANY          COM              62985Q101      440    23750 SH       SOLE                        0        0    23750
NAM TAI ELECTRS INC            COM PAR $0.02    629865205      327    26600 SH       SOLE                        0        0    26600
NANOMETRICS INC                COM              630077105      518    55946 SH       SOLE                        0        0    55946
NAPSTER INC                    COM              630797108       80    18802 SH       SOLE                        0        0    18802
NASDAQ 100 TR                  UNIT SER 1       631100104     6454   158752 SH       SOLE                        0        0   158752
NATIONAL CITY CORP             COM              635405103     1992    54391 SH       SOLE                        0        0    54391
NATIONAL FUEL GAS CO N J       COM              636180101      409    11239 SH       SOLE                        0        0    11239
NATIONAL OILWELL VARCO INC     COM              637071101      346     5908 SH       SOLE                        0        0     5908
NATIONAL SEMICONDUCTOR CORP    COM              637640103      472    20049 SH       SOLE                        0        0    20049
NATIONAL WESTMINSTER BK PLC    ADR REP PREF B   638539700      394    15200 SH       SOLE                        0        0    15200
NATIONAL WESTN LIFE INS CO     CL A             638522102      278     1209 SH       SOLE                        0        0     1209
NATIONWIDE HEALTH PPTYS INC    COM              638620104      239     8925 SH       SOLE                        0        0     8925
NATURAL GAS SERVICES GROUP     COM              63886Q109      212    16450 SH       SOLE                        0        0    16450
NATURAL RESOURCE PARTNERS L    COM UNIT L P     63900P103      232     4550 SH       SOLE                        0        0     4550
NATURAL RESOURCE PARTNERS L    SUB UT LP NEW    63900P400     1157    23050 SH       SOLE                        0        0    23050
NCI BUILDING SYS INC           NOTE  2.125%11/1 628852AG0       31    20000 PRN      SOLE                        0        0    20000
NETWORK APPLIANCE INC          COM              64120L104      317     8582 SH       SOLE                        0        0     8582
NEUROCRINE BIOSCIENCES INC     COM              64125C109      113    10500 SH       SOLE                        0        0    10500
NEW CENTURY FINANCIAL CORP M   COM              6435EV108      331     8420 SH       SOLE                        0        0     8420
NEW IRELAND FUND INC           COM              645673104      508    17542 SH       SOLE                        0        0    17542
NEW PLAN EXCEL RLTY TR INC     COM              648053106      234     8635 SH       SOLE                        0        0     8635
NEW YORK CMNTY BANCORP INC     COM              649445103     1527    93278 SH       SOLE                        0        0    93278
NEW YORK TIMES CO              CL A             650111107      489    21300 SH       SOLE                        0        0    21300
NEWCASTLE INVT CORP            COM              65105M108      667    24350 SH       SOLE                        0        0    24350
NEWELL RUBBERMAID INC          COM              651229106      438    15473 SH       SOLE                        0        0    15473
NEWFIELD EXPL CO               COM              651290108      410    10641 SH       SOLE                        0        0    10641
NEWMONT MINING CORP            COM              651639106    10083   235848 SH       SOLE                        0        0   235848
NEWPARK RES INC                COM PAR $.01NEW  651718504      133    25000 SH       SOLE                        0        0    25000
NEWS CORP                      CL A             65248E104      459    23300 SH       SOLE                        0        0    23300
NEWS CORP                      CL B             65248E203     1068    51702 SH       SOLE                        0        0    51702
NEXEN INC                      COM              65334H102     2031    38000 SH       SOLE                        0        0    38000
NFJ DIVID INT & PREM STRTGY    COM SHS          65337H109      604    25013 SH       SOLE                        0        0    25013
NGAS RESOURCES INC             COM              62912T103      137    17800 SH       SOLE                        0        0    17800
NGP CAP RES CO                 COM              62912R107     1453    99547 SH       SOLE                        0        0    99547
NICE SYS LTD                   SPONSORED ADR    653656108     2764    99900 SH       SOLE                        0        0    99900
NICHOLAS-APPLEGATE CV & INC    COM              65370F101      352    22335 SH       SOLE                        0        0    22335
NIKE INC                       CL B             654106103      464     5295 SH       SOLE                        0        0     5295
NISOURCE INC                   COM              65473P105      235    10819 SH       SOLE                        0        0    10819
NOBEL LEARNING CMNTYS INC      COM              654889104     4232   410890 SH       SOLE                        0        0   410890
NOBLE CORPORATION              SHS              G65422100      580     9035 SH       SOLE                        0        0     9035
NOBLE ENERGY INC               COM              655044105      785    17222 SH       SOLE                        0        0    17222
NOBLE INTL LTD                 COM              655053106      445    35591 SH       SOLE                        0        0    35591
NOKIA CORP                     SPONSORED ADR    654902204     5844   296784 SH       SOLE                        0        0   296784
NOMURA HLDGS INC               SPONSORED ADR    65535H208     1491    84820 SH       SOLE                        0        0    84820
NORDSTROM INC                  COM              655664100      702    16574 SH       SOLE                        0        0    16574
NORFOLK SOUTHERN CORP          COM              655844108     1386    31450 SH       SOLE                        0        0    31450
NORTEL NETWORKS CORP NEW       COM              656568102     1627   707009 SH       SOLE                        0        0   707009
NORTH FORK BANCORPORATION NY   COM              659424105      430    15006 SH       SOLE                        0        0    15006
NORTHERN ORION RES INC         COM              665575106       51    13000 SH       SOLE                        0        0    13000
NORTHROP GRUMMAN CORP          COM              666807102      411     6032 SH       SOLE                        0        0     6032
NORTHSTAR RLTY FIN CORP        COM              66704R100      556    43750 SH       SOLE                        0        0    43750
NOVARTIS A G                   SPONSORED ADR    66987V109      400     6846 SH       SOLE                        0        0     6846
NOVAVAX INC                    COM              670002104      177    46570 SH       SOLE                        0        0    46570
NSTAR                          COM              67019E107      732    21962 SH       SOLE                        0        0    21962
NTN BUZZTIME INC               COM NEW          629410309       39    30000 SH       SOLE                        0        0    30000
NUCOR CORP                     COM              670346105      703    14209 SH       SOLE                        0        0    14209
NUVEEN EQTY PRM OPPORTUNITYF   COM              6706EM102      695    36687 SH       SOLE                        0        0    36687
NUVEEN EQUITY PREM INCOME FD   COM              6706ER101      226    11998 SH       SOLE                        0        0    11998
NUVEEN FLOATING RATE INCOME    COM              67072T108      469    35550 SH       SOLE                        0        0    35550
NUVEEN INSD DIVID ADVANTAGE    COM              67071L106     1027    69094 SH       SOLE                        0        0    69094
NUVEEN MUN VALUE FD INC        COM              670928100      182    17996 SH       SOLE                        0        0    17996
NUVEEN NJ INVT QUALITY MUN F   COM              670971100      241    17156 SH       SOLE                        0        0    17156
NUVEEN NY QUALITY INCM MUN F   COM              670986108      217    15420 SH       SOLE                        0        0    15420
NUVEEN OH DIV ADVANTAGE MUN    COM              67070C107      158    10500 SH       SOLE                        0        0    10500
NUVEEN PA DIVID ADVANTAGE MU   COM              67071W102      167    10896 SH       SOLE                        0        0    10896
NUVEEN PA INVT QUALITY MUN F   COM              670972108      249    18395 SH       SOLE                        0        0    18395
NUVEEN PFD & CONV INC FD       COM              67073B106     1513   109981 SH       SOLE                        0        0   109981
NUVEEN PFD & CONV INCOME FD    COM SHS          67073D102      455    33212 SH       SOLE                        0        0    33212
NUVEEN QUALITY INCOME MUN FD   COM              670977107      157    10511 SH       SOLE                        0        0    10511
NUVEEN QUALITY PFD INCOME FD   COM              67071S101      191    13319 SH       SOLE                        0        0    13319
NUVEEN QUALITY PFD INCOME FD   COM              67072C105      661    45143 SH       SOLE                        0        0    45143
NUVEEN SELECT QUALITY MUN FD   COM              670973106      298    19000 SH       SOLE                        0        0    19000
NUVEEN TAX ADV FLTG RATE FUN   COM              6706EV102      308    22750 SH       SOLE                        0        0    22750
NUVEEN TAX FREE ADV MUN FD     COM              670657105      195    13483 SH       SOLE                        0        0    13483
NYSE GROUP INC                 COM              62949W103      407     5437 SH       SOLE                        0        0     5437
O REILLY AUTOMOTIVE INC        COM              686091109     8209   247195 SH       SOLE                        0        0   247195
OCCIDENTAL PETE CORP DEL       COM              674599105     4274    88825 SH       SOLE                        0        0    88825
OGE ENERGY CORP                COM              670837103      208     5767 SH       SOLE                        0        0     5767
OIL SVC HOLDRS TR              DEPOSTRY RCPT    678002106      390     3000 SH       SOLE                        0        0     3000
OLD REP INTL CORP              COM              680223104     1078    48659 SH       SOLE                        0        0    48659
OLIN CORP                      COM PAR $1       680665205      645    42033 SH       SOLE                        0        0    42033
ON TRACK INNOVATION LTD        SHS              M8791A109      725    96675 SH       SOLE                        0        0    96675
ONEOK INC NEW                  COM              682680103     1157    30606 SH       SOLE                        0        0    30606
ONEOK PARTNERS LP              UNIT LTD PARTN   68268N103      767    13640 SH       SOLE                        0        0    13640
ONLINE RES CORP                COM              68273G101      805    65726 SH       SOLE                        0        0    65726
OPENWAVE SYS INC               COM NEW          683718308      230    24634 SH       SOLE                        0        0    24634
OPPENHEIMER HLDGS INC          CL A NON VTG     683797104     1113    39216 SH       SOLE                        0        0    39216
ORACLE CORP                    COM              68389X105     8635   486819 SH       SOLE                        0        0   486819
OREZONE RES INC                COM              685921108       19    12500 SH       SOLE                        0        0    12500
OSI RESTAURANT PARTNERS INC    COM              67104A101      563    17750 SH       SOLE                        0        0    17750
OSTEOTECH INC                  COM              688582105       61    15000 SH       SOLE                        0        0    15000
OVERHILL FARMS INC             COM              690212105       64    20000 SH       SOLE                        0        0    20000
OXIGENE INC                    COM              691828107      140    35700 SH       SOLE                        0        0    35700
PAINCARE HLDGS INC             COM              69562E104       26    18000 SH       SOLE                        0        0    18000
PALATIN TECHNOLOGIES INC       COM NEW          696077304      116    48700 SH       SOLE                        0        0    48700
PALL CORP                      COM              696429307      238     7751 SH       SOLE                        0        0     7751
PALM INC NEW                   COM              696643105      845    58056 SH       SOLE                        0        0    58056
PALOMAR MED TECHNOLOGIES INC   COM NEW          697529303     1975    46800 SH       SOLE                        0        0    46800
PAN AMERICAN SILVER CORP       COM              697900108      323    16520 SH       SOLE                        0        0    16520
PARTNERRE LTD                  COM              G6852T105      285     4220 SH       SOLE                        0        0     4220
PATTERSON COMPANIES INC        COM              703395103      486    14470 SH       SOLE                        0        0    14470
PATTERSON UTI ENERGY INC       COM              703481101      301    12655 SH       SOLE                        0        0    12655
PAYLESS SHOESOURCE INC         COM              704379106     4704   188900 SH       SOLE                        0        0   188900
PDL BIOPHARMA INC              COM              69329Y104     3599   187461 SH       SOLE                        0        0   187461
PEABODY ENERGY CORP            COM              704549104      926    25185 SH       SOLE                        0        0    25185
PEACE ARCH ENTMT GROUP INC     COM              704586304       47    52400 SH       SOLE                        0        0    52400
PEETS COFFEE & TEA INC         COM              705560100      406    16250 SH       SOLE                        0        0    16250
PENGROWTH ENERGY TR            TR UNIT NEW      706902509      364    18551 SH       SOLE                        0        0    18551
PENN NATL GAMING INC           COM              707569109     1429    39135 SH       SOLE                        0        0    39135
PENN VA RESOURCES PARTNERS L   COM              707884102     4235   176248 SH       SOLE                        0        0   176248
PENN WEST ENERGY TR            TR UNIT          707885109      490    13305 SH       SOLE                        0        0    13305
PENNEY J C INC                 COM              708160106     1019    14896 SH       SOLE                        0        0    14896
PENTAIR INC                    COM              709631105      536    20470 SH       SOLE                        0        0    20470
PEOPLES BK BRIDGEPORT CONN     COM              710198102     1299    32807 SH       SOLE                        0        0    32807
PEPSICO INC                    COM              713448108    10166   155788 SH       SOLE                        0        0   155788
PERMA-FIX ENVIRONMENTAL SVCS   COM              714157104      112    54000 SH       SOLE                        0        0    54000
PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    71654V408      313     3739 SH       SOLE                        0        0     3739
PETROQUEST ENERGY INC          COM              716748108      422    40500 SH       SOLE                        0        0    40500
PETSMART INC                   COM              716768106      776    27983 SH       SOLE                        0        0    27983
PFIZER INC                     COM              717081103    25965   915592 SH       SOLE                        0        0   915592
PHARMACEUTICAL HLDRS TR        DEPOSITRY RCPT   71712A206     3456    44300 SH       SOLE                        0        0    44300
PHARMACEUTICAL PROD DEV INC    COM              717124101      520    14559 SH       SOLE                        0        0    14559
PHARMOS CORP                   COM PAR $.03     717139307       36    20680 SH       SOLE                        0        0    20680
PHELPS DODGE CORP              COM              717265102      401     4734 SH       SOLE                        0        0     4734
PHOTRONICS INC                 COM              719405102      352    24930 SH       SOLE                        0        0    24930
PIMCO CORPORATE OPP FD         COM              72201B101     1126    62659 SH       SOLE                        0        0    62659
PIMCO FLOATING RATE STRTGY F   COM              72201J104     2204   116287 SH       SOLE                        0        0   116287
PIMCO GLOBAL STOCKSPLS INCM    COM              722011103      316    12000 SH       SOLE                        0        0    12000
PIMCO HIGH INCOME FD           COM SHS          722014107      821    52136 SH       SOLE                        0        0    52136
PIMCO MUN INCOME FD II         COM              72200W106      288    18800 SH       SOLE                        0        0    18800
PIMCO MUN INCOME FD III        COM              72201A103      288    18325 SH       SOLE                        0        0    18325
PIONEER NAT RES CO             COM              723787107     7013   179280 SH       SOLE                        0        0   179280
PITNEY BOWES INC               COM              724479100     1084    24420 SH       SOLE                        0        0    24420
PIXELPLUS CO LTD               ADR              72582A102       43    14000 SH       SOLE                        0        0    14000
PLAINS ALL AMERN PIPELINE L    UNIT LTD PARTN   726503105      403     8725 SH       SOLE                        0        0     8725
PLUM CREEK TIMBER CO INC       COM              729251108     4776   140315 SH       SOLE                        0        0   140315
PMC COML TR                    SH BEN INT       693434102      431    30804 SH       SOLE                        0        0    30804
PMC-SIERRA INC                 COM              69344F106      468    78675 SH       SOLE                        0        0    78675
PNC FINL SVCS GROUP INC        COM              693475105     1908    26335 SH       SOLE                        0        0    26335
POGO PRODUCING CO              COM              730448107      287     7000 SH       SOLE                        0        0     7000
POLYMET MINING CORP            COM              731916102       62    20000 SH       SOLE                        0        0    20000
POPE & TALBOT INC              COM              732827100      184    32000 SH       SOLE                        0        0    32000
PORTEC RAIL PRODS INC          COM              736212101      182    19000 SH       SOLE                        0        0    19000
POTLATCH CORP NEW              COM              737630103     1339    36091 SH       SOLE                        0        0    36091
POWERDSINE LTD                 SHS              M41415106      247    26000 SH       SOLE                        0        0    26000
POWERSHARES ETF TRUST          WATER RESOURCE   73935X575      590    34875 SH       SOLE                        0        0    34875
POWERSHARES ETF TRUST          DYN FD & BEV     73935X849      185    12000 SH       SOLE                        0        0    12000
POWERSHARES ETF TRUST          DYN UTIL PORTF   73935X591      513    29000 SH       SOLE                        0        0    29000
POWERWAVE TECHNOLOGIES INC     COM              739363109      244    32104 SH       SOLE                        0        0    32104
PPG INDS INC                   COM              693506107      579     8617 SH       SOLE                        0        0     8617
PPL CORP                       COM              69351T106     5132   155989 SH       SOLE                        0        0   155989
PRAXAIR INC                    COM              74005P104     1804    30506 SH       SOLE                        0        0    30506
PRB ENERGY INC                 COM              693535106      100    22500 SH       SOLE                        0        0    22500
PRECISION CASTPARTS CORP       COM              740189105      869    13756 SH       SOLE                        0        0    13756
PRECISION DRILLING TR          TR UNIT          740215108     2526    81976 SH       SOLE                        0        0    81976
PRIMEDIA INC                   COM              74157K101       97    64000 SH       SOLE                        0        0    64000
PRIMEWEST ENERGY TR            TR UNIT NEW      741930309      714    28997 SH       SOLE                        0        0    28997
PROASSURANCE CORP              COM              74267C106      247     5011 SH       SOLE                        0        0     5011
PROCTER & GAMBLE CO            COM              742718109    11436   184512 SH       SOLE                        0        0   184512
PROGRESS ENERGY INC            COM              743263105      637    14040 SH       SOLE                        0        0    14040
PROGRESSIVE CORP OHIO          COM              743315103      245     9963 SH       SOLE                        0        0     9963
PROLIANCE INTL INC             COM              74340R104      396    86625 SH       SOLE                        0        0    86625
PROLOGIS                       SH BEN INT       743410102      477     8352 SH       SOLE                        0        0     8352
PROVIDENT ENERGY TR            TR UNIT          74386K104      549    46700 SH       SOLE                        0        0    46700
PSYCHIATRIC SOLUTIONS INC      COM              74439H108      387    11355 SH       SOLE                        0        0    11355
PUBLIC STORAGE INC             COM              74460D109      236     2750 SH       SOLE                        0        0     2750
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     3161    51659 SH       SOLE                        0        0    51659
PUGET ENERGY INC NEW           COM              745310102     2000    87964 SH       SOLE                        0        0    87964
PULTE HOMES INC                COM              745867101      224     7026 SH       SOLE                        0        0     7026
PUTMAN HIGH INCOME SEC FUND    SHS BEN INT      746779107      947   118248 SH       SOLE                        0        0   118248
PUTNAM HIGH YIELD MUN TR       SH BEN INT       746781103       85    12000 SH       SOLE                        0        0    12000
PUTNAM INVT GRADE MUN TR       COM              746805100      136    13900 SH       SOLE                        0        0    13900
PUTNAM PREMIER INCOME TR       SH BEN INT       746853100       98    15738 SH       SOLE                        0        0    15738
QLOGIC CORP                    COM              747277101      287    15233 SH       SOLE                        0        0    15233
QSOUND LABS INC                COM NEW          74728C307       95    18050 SH       SOLE                        0        0    18050
QUADRAMED CORP                 COM              74730W101      596   269637 SH       SOLE                        0        0   269637
QUALCOMM INC                   COM              747525103     5691   156548 SH       SOLE                        0        0   156548
QUALITY SYS INC                COM              747582104      824    21250 SH       SOLE                        0        0    21250
QUEST DIAGNOSTICS INC          COM              74834L100      356     5807 SH       SOLE                        0        0     5807
QUICKSILVER RESOURCES INC      COM              74837R104      815    25550 SH       SOLE                        0        0    25550
QWEST COMMUNICATIONS INTL IN   COM              749121109      289    33194 SH       SOLE                        0        0    33194
RADISYS CORP                   COM              750459109      257    12115 SH       SOLE                        0        0    12115
RAILAMERICA INC                COM              750753105      391    35800 SH       SOLE                        0        0    35800
RAND CAP CORP                  COM              752185108       55    28810 SH       SOLE                        0        0    28810
RAYONIER INC                   COM              754907103      750    19855 SH       SOLE                        0        0    19855
RAYTHEON CO                    COM NEW          755111507      717    14935 SH       SOLE                        0        0    14935
REALOGY CORP                   COM              75605E100      594    26199 SH       SOLE                        0        0    26199
RECKSON ASSOCS RLTY CORP       COM              75621K106      530    12385 SH       SOLE                        0        0    12385
REDIFF COM INDIA LTD           SPONSORED ADR    757479100      211    14500 SH       SOLE                        0        0    14500
REGENCY ENERGY PARTNERS L P    COM UNITS L P    75885Y107      372    15400 SH       SOLE                        0        0    15400
REGENERON PHARMACEUTICALS      COM              75886F107      291    18571 SH       SOLE                        0        0    18571
REGIONS FINANCIAL CORP NEW     COM              7591EP100      572    15540 SH       SOLE                        0        0    15540
REPLIGEN CORP                  COM              759916109       51    15000 SH       SOLE                        0        0    15000
REPUBLIC BANCORP INC           COM              760282103      302    22687 SH       SOLE                        0        0    22687
REPUBLIC FIRST BANCORP INC     COM              760416107      363    27384 SH       SOLE                        0        0    27384
RESTORATION HARDWARE INC DEL   COM              760981100      286    33000 SH       SOLE                        0        0    33000
REWARDS NETWORK INC            COM              761557107       49    10000 SH       SOLE                        0        0    10000
REX STORES CORP                COM              761624105      448    31800 SH       SOLE                        0        0    31800
RF MICRODEVICES INC            COM              749941100      256    33825 SH       SOLE                        0        0    33825
RHODIA                         SPONSORED ADR    762397107       88    40000 SH       SOLE                        0        0    40000
RICHMONT MINES INC             COM              76547T106       44    18000 SH       SOLE                        0        0    18000
RINKER GROUP LTD               SPONSORED ADR    76687M101      859    16700 SH       SOLE                        0        0    16700
RITE AID CORP                  COM              767754104      923   203395 SH       SOLE                        0        0   203395
RMK ADVANTAGE INCOME FD INC    COM              74963L103     1694    95889 SH       SOLE                        0        0    95889
RMK MULTI SECTR HI INCM FD I   COM              74963Q102      979    55758 SH       SOLE                        0        0    55758
RMK STRATEGIC INCOME FD INC    COM              74963H102     2152   122274 SH       SOLE                        0        0   122274
ROCKWELL AUTOMATION INC        COM              773903109      324     5563 SH       SOLE                        0        0     5563
ROCKWELL COLLINS INC           COM              774341101      448     8181 SH       SOLE                        0        0     8181
ROGERS COMMUNICATIONS INC      CL B             775109200     2023    36875 SH       SOLE                        0        0    36875
ROHM & HAAS CO                 COM              775371107      809    17075 SH       SOLE                        0        0    17075
ROPER INDS INC NEW             COM              776696106     1593    35600 SH       SOLE                        0        0    35600
ROWAN COS INC                  COM              779382100      270     8520 SH       SOLE                        0        0     8520
ROYAL BK SCOTLAND GROUP PLC    ADR PFD SER P    780097762      201     7925 SH       SOLE                        0        0     7925
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF M    780097796      356    14000 SH       SOLE                        0        0    14000
ROYAL DUTCH SHELL PLC          SPONS ADR A      780259206     8913   134838 SH       SOLE                        0        0   134838
SAFECO CORP                    COM              786429100      519     8811 SH       SOLE                        0        0     8811
SAFEGUARD SCIENTIFICS INC      COM              786449108       67    34300 SH       SOLE                        0        0    34300
SAFLINK CORP                   COM NEW          786578302      151   407042 SH       SOLE                        0        0   407042
SAKS INC                       COM              79377W108      338    19570 SH       SOLE                        0        0    19570
SALOMON BR EMRG MKTS INC II.   COM              794910109      243    19245 SH       SOLE                        0        0    19245
SALOMON BR GLBL PRTNRS INC F   COM              794914101      430    36189 SH       SOLE                        0        0    36189
SALOMON BROS EMERG MKT DEBT    COM              79550E107      228    13039 SH       SOLE                        0        0    13039
SALOMON BROS HIGH INCOME FD    COM              794907105      215    20500 SH       SOLE                        0        0    20500
SAMARITAN PHARMACEUTICALS      COM              79586Q108       17    55000 SH       SOLE                        0        0    55000
SAN JUAN BASIN RTY TR          UNIT BEN INT     798241105      478    13520 SH       SOLE                        0        0    13520
SANMINA SCI CORP               COM              800907107       95    25593 SH       SOLE                        0        0    25593
SANOFI AVENTIS                 SPONSORED ADR    80105N105     1092    24558 SH       SOLE                        0        0    24558
SAPIENT CORP                   COM              803062108      350    64371 SH       SOLE                        0        0    64371
SARA LEE CORP                  COM              803111103     6707   417356 SH       SOLE                        0        0   417356
SASOL LTD                      SPONSORED ADR    803866300      464    14094 SH       SOLE                        0        0    14094
SAVVIS INC                     COM NEW          805423308      280     9831 SH       SOLE                        0        0     9831
SCANA CORP NEW                 COM              80589M102      794    19712 SH       SOLE                        0        0    19712
SCHEIN HENRY INC               COM              806407102      203     4054 SH       SOLE                        0        0     4054
SCHERING PLOUGH CORP           COM              806605101     9166   414971 SH       SOLE                        0        0   414971
SCHLUMBERGER LTD               COM              806857108     4432    71447 SH       SOLE                        0        0    71447
SCHWAB CHARLES CORP NEW        COM              808513105      474    26439 SH       SOLE                        0        0    26439
SCOPUS VIDEO NETWORKS LTD      SHS              M8260H106       54    15000 SH       SOLE                        0        0    15000
SCOTTISH PWR PLC               SP ADR FNL NEW   81013T804      245     5052 SH       SOLE                        0        0     5052
SCOTTISH RE GROUP LIMITED      SHS              G73537410      189    17400 SH       SOLE                        0        0    17400
SCRIPPS E W CO OHIO            CL A             811054204      814    16990 SH       SOLE                        0        0    16990
SEAGATE TECHNOLOGY             SHS              G7945J104      952    41246 SH       SOLE                        0        0    41246
SEALED AIR CORP NEW            COM              81211K100      614    11347 SH       SOLE                        0        0    11347
SEI INVESTMENTS CO             COM              784117103      468     8334 SH       SOLE                        0        0     8334
SELECT COMFORT CORP            COM              81616X103     2021    92403 SH       SOLE                        0        0    92403
SELECT SECTOR SPDR TR          SBI INT-ENERGY   81369Y506      768    14377 SH       SOLE                        0        0    14377
SELECT SECTOR SPDR TR          SBI INT-TECH     81369Y803      548    24904 SH       SOLE                        0        0    24904
SELECT SECTOR SPDR TR          SBI INT-UTILS    81369Y886     1344    39560 SH       SOLE                        0        0    39560
SELECT SECTOR SPDR TR          SBI MATERIALS    81369Y100     3326   105100 SH       SOLE                        0        0   105100
SELECTICA INC                  COM              816288104       49    20000 SH       SOLE                        0        0    20000
SELECTIVE INS GROUP INC        COM              816300107      210     4000 SH       SOLE                        0        0     4000
SEMICONDUCTOR HLDRS TR         DEP RCPT         816636203     1828    53300 SH       SOLE                        0        0    53300
SEMPRA ENERGY                  COM              816851109      901    17928 SH       SOLE                        0        0    17928
SENOMYX INC                    COM              81724Q107      324    21061 SH       SOLE                        0        0    21061
SEPRACOR INC                   COM              817315104     2753    56853 SH       SOLE                        0        0    56853
SERVICES ACQUISITION CORP IN   *W EXP 02/14/200 817628118      189    60000 SH       SOLE                        0        0    60000
SHARPER IMAGE CORP             COM              820013100      103    10000 SH       SOLE                        0        0    10000
SHAW GROUP INC                 COM              820280105      685    28973 SH       SOLE                        0        0    28973
SHERWIN WILLIAMS CO            COM              824348106      424     7595 SH       SOLE                        0        0     7595
SHIP FINANCE INTERNATIONAL L   SHS              G81075106      441    22132 SH       SOLE                        0        0    22132
SIERRA PAC RES NEW             COM              826428104      304    21212 SH       SOLE                        0        0    21212
SIFY LTD                       SPONSORED ADR    82655M107      232    25373 SH       SOLE                        0        0    25373
SIGNALIFE INC                  COM              82669P104       31    15500 SH       SOLE                        0        0    15500
SILVER WHEATON CORP            COM              828336107      693    73400 SH       SOLE                        0        0    73400
SIMON PPTY GROUP INC NEW       COM              828806109      679     7496 SH       SOLE                        0        0     7496
SINGAPORE FD INC               COM              82929L109      430    36741 SH       SOLE                        0        0    36741
SINGING MACH INC               COM NEW          829322304      107   369400 SH       SOLE                        0        0   369400
SINOVAC BIOTECH LTD            SHS              P8696W104       59    20500 SH       SOLE                        0        0    20500
SIRIUS SATELLITE RADIO INC     COM              82966U103     1384   353120 SH       SOLE                        0        0   353120
SKYWORKS SOLUTIONS INC         COM              83088M102      320    61771 SH       SOLE                        0        0    61771
SLM CORP                       COM              78442P106      969    18652 SH       SOLE                        0        0    18652
SMITHFIELD FOODS INC           COM              832248108      214     7915 SH       SOLE                        0        0     7915
SOLECTRON CORP                 COM              834182107     1189   364684 SH       SOLE                        0        0   364684
SONIC CORP                     COM              835451105     1787    79045 SH       SOLE                        0        0    79045
SONUS NETWORKS INC             COM              835916107       92    17500 SH       SOLE                        0        0    17500
SONUS PHARMACEUTICALS INC      COM              835692104       89    19000 SH       SOLE                        0        0    19000
SONY CORP                      ADR NEW          835699307     1415    35055 SH       SOLE                        0        0    35055
SOTHEBYS                       COM              835898107      958    29700 SH       SOLE                        0        0    29700
SOURCE INTERLINK COS INC       COM NEW          836151209      121    12800 SH       SOLE                        0        0    12800
SOUTH JERSEY INDS INC          COM              838518108      367    12268 SH       SOLE                        0        0    12268
SOUTHERN CO                    COM              842587107     2018    58541 SH       SOLE                        0        0    58541
SOUTHERN UN CO NEW             COM              844030106     1554    58849 SH       SOLE                        0        0    58849
SOUTHSIDE BANCSHARES INC       COM              84470P109     1395    52258 SH       SOLE                        0        0    52258
SOUTHWEST AIRLS CO             COM              844741108      780    46807 SH       SOLE                        0        0    46807
SOUTHWEST GAS CORP             COM              844895102     3010    90350 SH       SOLE                        0        0    90350
SOVEREIGN BANCORP INC          COM              845905108      300    13946 SH       SOLE                        0        0    13946
SOVRAN SELF STORAGE INC        COM              84610H108      317     5700 SH       SOLE                        0        0     5700
SPDR TR                        UNIT SER 1       78462F103    15899   119025 SH       SOLE                        0        0   119025
SPHERIX INC                    COM              84842R106       13    10000 SH       SOLE                        0        0    10000
SPRINT NEXTEL CORP             COM FON          852061100     4581   267051 SH       SOLE                        0        0   267051
ST JOE CO                      COM              790148100     2554    46550 SH       SOLE                        0        0    46550
ST JUDE MED INC                COM              790849103      252     7134 SH       SOLE                        0        0     7134
ST PAUL TRAVELERS INC          COM              792860108      464     9893 SH       SOLE                        0        0     9893
STAPLES INC                    COM              855030102      386    15872 SH       SOLE                        0        0    15872
STAR GAS PARTNERS L P          UNIT LTD PARTNR  85512C105       27    11185 SH       SOLE                        0        0    11185
STARBUCKS CORP                 COM              855244109     2370    69618 SH       SOLE                        0        0    69618
STATE STR CORP                 COM              857477103      528     8455 SH       SOLE                        0        0     8455
STATOIL ASA                    SPONSORED ADR    85771P102     3879   162853 SH       SOLE                        0        0   162853
STATS CHIPPAC LTD              SPONSORED ADR    85771T104      150    25000 SH       SOLE                        0        0    25000
STEELCLOUD INC                 COM              85815M107       63   131606 SH       SOLE                        0        0   131606
STONEMOR PARTNERS L P          COM UNITS        86183Q100      253    11700 SH       SOLE                        0        0    11700
STRATEGIC DIAGNOSTICS INC      COM              862700101      141    36500 SH       SOLE                        0        0    36500
STREETTRACKS GOLD TR           GOLD SHS         863307104     5521    92858 SH       SOLE                        0        0    92858
STRYKER CORP                   COM              863667101     1363    27487 SH       SOLE                        0        0    27487
SUN MICROSYSTEMS INC           COM              866810104      798   161116 SH       SOLE                        0        0   161116
SUN-TIMES MEDIA GROUP INC      COM              86688Q100      179    27200 SH       SOLE                        0        0    27200
SUNCOR ENERGY INC              COM              867229106     1917    26610 SH       SOLE                        0        0    26610
SUNOCO INC                     COM              86764P109      361     5811 SH       SOLE                        0        0     5811
SUNOPTA INC                    COM              8676EP108      147    13950 SH       SOLE                        0        0    13950
SUNPOWER CORP                  COM CL A         867652109      305    11000 SH       SOLE                        0        0    11000
SUNRISE SENIOR LIVING INC      COM              86768K106      248     8317 SH       SOLE                        0        0     8317
SUNTRUST BKS INC               COM              867914103      203     2635 SH       SOLE                        0        0     2635
SUPERGEN INC                   COM              868059106      221    47500 SH       SOLE                        0        0    47500
SUPERVALU INC                  COM              868536103      664    22404 SH       SOLE                        0        0    22404
SUPREME INDS INC               CL A             868607102       70    10574 SH       SOLE                        0        0    10574
SWIFT TRANSN CO                COM              870756103     1082    45625 SH       SOLE                        0        0    45625
SWISS HELVETIA FD INC          COM              870875101      637    33760 SH       SOLE                        0        0    33760
SYMANTEC CORP                  COM              871503108     1066    50073 SH       SOLE                        0        0    50073
SYNGENTA AG                    SPONSORED ADR    87160A100      400    13257 SH       SOLE                        0        0    13257
SYNOVUS FINL CORP              COM              87161C105     4027   137106 SH       SOLE                        0        0   137106
SYNTROLEUM CORP                COM              871630109      139    29000 SH       SOLE                        0        0    29000
SYSCO CORP                     COM              871829107      900    26907 SH       SOLE                        0        0    26907
SYSTEMAX INC                   COM              871851101     1027    64100 SH       SOLE                        0        0    64100
TAG-IT PAC INC                 COM              873774103      120   125500 SH       SOLE                        0        0   125500
TAIWAN FD INC                  COM              874036106      364    21600 SH       SOLE                        0        0    21600
TAIWAN GREATER CHINA FD        SH BEN INT       874037104      167    29223 SH       SOLE                        0        0    29223
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100      510    53149 SH       SOLE                        0        0    53149
TALISMAN ENERGY INC            COM              87425E103      739    45145 SH       SOLE                        0        0    45145
TANGER FACTORY OUTLET CTRS I   COM              875465106      321     9000 SH       SOLE                        0        0     9000
TARGET CORP                    COM              87612E106     1201    21738 SH       SOLE                        0        0    21738
TARO PHARMACEUTICAL INDS LTD   SHS A            M8737E108      608    45680 SH       SOLE                        0        0    45680
TARRANT APPAREL GROUP          COM              876289109       22    16000 SH       SOLE                        0        0    16000
TASER INTL INC                 COM              87651B104      205    26750 SH       SOLE                        0        0    26750
TATA MTRS LTD                  SPONSORED ADR    876568502      748    40237 SH       SOLE                        0        0    40237
TCF FINL CORP                  COM              872275102      471    17900 SH       SOLE                        0        0    17900
TCW STRATEGIC INCOME FUND IN   COM              872340104      428    86978 SH       SOLE                        0        0    86978
TD BANKNORTH INC               COM              87235A101      527    18246 SH       SOLE                        0        0    18246
TECHE HLDG CO                  COM              878330109      949    17500 SH       SOLE                        0        0    17500
TECHNOLOGY INVT CAP CORP       COM              878717305      212    14500 SH       SOLE                        0        0    14500
TECK COMINCO LTD               CL B             878742204      359     5740 SH       SOLE                        0        0     5740
TECO ENERGY INC                COM              872375100      250    15971 SH       SOLE                        0        0    15971
TEEKAY SHIPPING MARSHALL ISL   COM              Y8564W103      329     8000 SH       SOLE                        0        0     8000
TELECOM CORP NEW ZEALAND LTD   SPONSORED ADR    879278208      290    12919 SH       SOLE                        0        0    12919
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      726    28367 SH       SOLE                        0        0    28367
TELLABS INC                    COM              879664100      139    12642 SH       SOLE                        0        0    12642
TELSTRA CORP LTD               SPON ADR FINAL   87969N204      416    30265 SH       SOLE                        0        0    30265
TEMPLETON GLOBAL INCOME FD     COM              880198106      104    11409 SH       SOLE                        0        0    11409
TEMPLETON RUS AND EAST EUR F   COM              88022F105      509     7500 SH       SOLE                        0        0     7500
TEMPUR PEDIC INTL INC          COM              88023U101      711    41381 SH       SOLE                        0        0    41381
TENET HEALTHCARE CORP          COM              88033G100     1578   193700 SH       SOLE                        0        0   193700
TEPPCO PARTNERS L P            UT LTD PARTNER   872384102      674    18158 SH       SOLE                        0        0    18158
TERADYNE INC                   COM              880770102      300    22800 SH       SOLE                        0        0    22800
TEREX CORP NEW                 COM              880779103      564    12483 SH       SOLE                        0        0    12483
TERRA INDS INC                 COM              880915103      110    14210 SH       SOLE                        0        0    14210
TETRA TECHNOLOGIES INC DEL     COM              88162F105      217     9000 SH       SOLE                        0        0     9000
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     4899   143715 SH       SOLE                        0        0   143715
TEXAS INSTRS INC               COM              882508104     8169   245668 SH       SOLE                        0        0   245668
TEXTRON INC                    COM              883203101      231     2636 SH       SOLE                        0        0     2636
THERMA-WAVE INC                COM              88343A108       27    23000 SH       SOLE                        0        0    23000
THERMO ELECTRON CORP           COM              883556102     3520    89502 SH       SOLE                        0        0    89502
THESTREET COM                  COM              88368Q103      521    49000 SH       SOLE                        0        0    49000
THORNBURG MTG INC              COM              885218107     1218    47842 SH       SOLE                        0        0    47842
TIFFANY & CO NEW               COM              886547108     3479   104794 SH       SOLE                        0        0   104794
TIME WARNER INC                COM              887317105     6131   336262 SH       SOLE                        0        0   336262
TITAN PHARMACEUTICALS INC DE   COM              888314101       99    45000 SH       SOLE                        0        0    45000
TODCO                          COM              88889T107      247     7130 SH       SOLE                        0        0     7130
TOLL BROTHERS INC              COM              889478103      418    14900 SH       SOLE                        0        0    14900
TOOTSIE ROLL INDS INC          COM              890516107     2147    73271 SH       SOLE                        0        0    73271
TORCHMARK CORP                 COM              891027104      283     4486 SH       SOLE                        0        0     4486
TORONTO DOMINION BK ONT        COM NEW          891160509      307     5183 SH       SOLE                        0        0     5183
TORTOISE ENERGY CAP CORP       COM              89147U100     2871   119610 SH       SOLE                        0        0   119610
TORTOISE ENERGY INFRSTRCTR C   COM              89147L100     3393   107366 SH       SOLE                        0        0   107366
TOWER SEMICONDUCTOR LTD        ORD              M87915100       15    10000 SH       SOLE                        0        0    10000
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307     4864    44667 SH       SOLE                        0        0    44667
TRANSACTION SYS ARCHITECTS     COM              893416107      754    21954 SH       SOLE                        0        0    21954
TRANSMETA CORP DEL             COM              89376R109       13    11500 SH       SOLE                        0        0    11500
TRANSOCEAN INC                 ORD              G90078109     1297    17706 SH       SOLE                        0        0    17706
TRIBUNE CO NEW                 COM              896047107     1744    53317 SH       SOLE                        0        0    53317
TRINITY BIOTECH PLC            SPON ADR NEW     896438306       96    10375 SH       SOLE                        0        0    10375
TRINITY INDS INC               COM              896522109      434    13490 SH       SOLE                        0        0    13490
TRIQUINT SEMICONDUCTOR INC     COM              89674K103      285    54901 SH       SOLE                        0        0    54901
TRONOX INC                     CL A             897051108     1156    90700 SH       SOLE                        0        0    90700
TXU CORP                       COM              873168108      900    14391 SH       SOLE                        0        0    14391
TYCO INTL LTD NEW              COM              902124106     6900   246479 SH       SOLE                        0        0   246479
U S AIRWAYS GROUP INC          COM              90341W108      222     5000 SH       SOLE                        0        0     5000
U S ENERGY CORP WYO            COM              911805109       81    20000 SH       SOLE                        0        0    20000
U S G CORP                     COM NEW          903293405     1220    25933 SH       SOLE                        0        0    25933
U S GLOBAL INVS INC            CL A             902952100      642    26100 SH       SOLE                        0        0    26100
UBS AG                         SHS NEW          H89231338      431     7264 SH       SOLE                        0        0     7264
UMB FINL CORP                  COM              902788108     4542   124194 SH       SOLE                        0        0   124194
UNDER ARMOUR INC               CL A             904311107      520    13000 SH       SOLE                        0        0    13000
UNILEVER N V                   N Y SHS NEW      904784709      371    15121 SH       SOLE                        0        0    15121
UNILEVER PLC                   SPON ADR NEW     904767704      709    28603 SH       SOLE                        0        0    28603
UNION PAC CORP                 COM              907818108      697     7922 SH       SOLE                        0        0     7922
UNISYS CORP                    COM              909214108      400    70779 SH       SOLE                        0        0    70779
UNITED AMERN HEALTHCARE CORP   COM              90934C105      133    22800 SH       SOLE                        0        0    22800
UNITED NAT FOODS INC           COM              911163103      656    21178 SH       SOLE                        0        0    21178
UNITED PARCEL SERVICE INC      CL B             911312106     1729    24034 SH       SOLE                        0        0    24034
UNITED STATIONERS INC          COM              913004107      245     5258 SH       SOLE                        0        0     5258
UNITED TECHNOLOGIES CORP       COM              913017109     6606   104278 SH       SOLE                        0        0   104278
UNITEDHEALTH GROUP INC         COM              91324P102     1389    28221 SH       SOLE                        0        0    28221
UNIVERSAL DISPLAY CORP         COM              91347P105      781    70825 SH       SOLE                        0        0    70825
UNIVISION COMMUNICATIONS INC   CL A             914906102      849    24725 SH       SOLE                        0        0    24725
UNUMPROVIDENT CORP             COM              91529Y106      297    15310 SH       SOLE                        0        0    15310
US BANCORP DEL                 COM NEW          902973304     2783    83784 SH       SOLE                        0        0    83784
USEC INC                       COM              90333E108      163    16915 SH       SOLE                        0        0    16915
UST INC                        COM              902911106      449     8206 SH       SOLE                        0        0     8206
V F CORP                       COM              918204108     1224    16775 SH       SOLE                        0        0    16775
VALERO ENERGY CORP NEW         COM              91913Y100     4080    79260 SH       SOLE                        0        0    79260
VALERO L P                     COM UT LTD PRT   91913W104      581    11624 SH       SOLE                        0        0    11624
VALLEY NATL BANCORP            COM              919794107      261    10221 SH       SOLE                        0        0    10221
VAN KAMPEN TR INVT FLA MUNS    COM              920932100      224    15272 SH       SOLE                        0        0    15272
VAN KAMPEN TR INVT GRADE N Y   COM              920931102      249    16501 SH       SOLE                        0        0    16501
VARIAN INC                     COM              922206107      628    13700 SH       SOLE                        0        0    13700
VARIAN MED SYS INC             COM              92220P105      312     5853 SH       SOLE                        0        0     5853
VASOGEN INC                    COM              92232F103       24    33700 SH       SOLE                        0        0    33700
VCA ANTECH INC                 COM              918194101      388    10756 SH       SOLE                        0        0    10756
VECTREN CORP                   COM              92240G101      269    10000 SH       SOLE                        0        0    10000
VERIZON COMMUNICATIONS         COM              92343V104     8077   217533 SH       SOLE                        0        0   217533
VIACOM INC NEW                 CL B             92553P201      807    21698 SH       SOLE                        0        0    21698
VION PHARMACEUTICALS INC       COM              927624106      155   142350 SH       SOLE                        0        0   142350
VIRAGEN INC                    COM NEW          927638403        8    24904 SH       SOLE                        0        0    24904
VODAFONE GROUP PLC NEW         SPONS ADR NEW    92857W209     1938    84786 SH       SOLE                        0        0    84786
VORNADO RLTY TR                SH BEN INT       929042109     4963    45530 SH       SOLE                        0        0    45530
VYYO INC                       COM NEW          918458209       48    10122 SH       SOLE                        0        0    10122
WACHOVIA CORP 2ND NEW          COM              929903102     2761    49466 SH       SOLE                        0        0    49466
WADDELL & REED FINL INC        CL A             930059100     2725   110100 SH       SOLE                        0        0   110100
WAL MART STORES INC            COM              931142103     8284   167964 SH       SOLE                        0        0   167964
WALGREEN CO                    COM              931422109     1815    40881 SH       SOLE                        0        0    40881
WALTER INDS INC                COM              93317Q105      779    18275 SH       SOLE                        0        0    18275
WASHINGTON MUT INC             COM              939322103     2755    63389 SH       SOLE                        0        0    63389
WASTE MGMT INC DEL             COM              94106L109     4991   136095 SH       SOLE                        0        0   136095
WATCHGUARD TECHNOLOGIES INC    COM              941105108       51    12000 SH       SOLE                        0        0    12000
WATERS CORP                    COM              941848103      748    16521 SH       SOLE                        0        0    16521
WAVECOM S A                    SPONSORED ADR    943531103      209    16500 SH       SOLE                        0        0    16500
WEATHERFORD INTERNATIONAL LT   COM              G95089101     7393   177217 SH       SOLE                        0        0   177217
WEBMETHODS INC                 COM              94768C108      230    30000 SH       SOLE                        0        0    30000
WEINGARTEN RLTY INVS           SH BEN INT       948741103     1195    27784 SH       SOLE                        0        0    27784
WELLPOINT INC                  COM              94973V107      238     3092 SH       SOLE                        0        0     3092
WELLS FARGO & CO NEW           COM              949746101     3676   101603 SH       SOLE                        0        0   101603
WEST MARINE INC                COM              954235107     1289    92100 SH       SOLE                        0        0    92100
WEST PHARMACEUTICAL SVSC INC   COM              955306105      785    20000 SH       SOLE                        0        0    20000
WESTAR ENERGY INC              COM              95709T100      521    22150 SH       SOLE                        0        0    22150
WESTWOOD ONE INC               COM              961815107     1080   152500 SH       SOLE                        0        0   152500
WET SEAL INC                   CL A             961840105      902   146885 SH       SOLE                        0        0   146885
WEYERHAEUSER CO                COM              962166104     1962    31893 SH       SOLE                        0        0    31893
WHIRLPOOL CORP                 COM              963320106      226     2692 SH       SOLE                        0        0     2692
WHITING PETE CORP NEW          COM              966387102      323     8050 SH       SOLE                        0        0     8050
WHOLE FOODS MKT INC            COM              966837106     1412    23765 SH       SOLE                        0        0    23765
WILLBROS GROUP INC             COM              969199108      263    16800 SH       SOLE                        0        0    16800
WILLIAMS COS INC DEL           COM              969457100     1798    75309 SH       SOLE                        0        0    75309
WILLIS GROUP HOLDINGS LTD      SHS              G96655108      260     6830 SH       SOLE                        0        0     6830
WIND RIVER SYSTEMS INC         COM              973149107      346    32300 SH       SOLE                        0        0    32300
WINDSTREAM CORP                COM              97381W104      243    18485 SH       SOLE                        0        0    18485
WINTHROP RLTY TR               SH BEN INT       976391102      742   115000 SH       SOLE                        0        0   115000
WPS RESOURCES CORP             COM              92931B106      317     6388 SH       SOLE                        0        0     6388
WPT ENTERPRISES INC            COM              98211W108      105    28000 SH       SOLE                        0        0    28000
WYETH                          COM              983024100     4557    89656 SH       SOLE                        0        0    89656
WYNDHAM WORLDWIDE CORP         COM              98310W108      626    22369 SH       SOLE                        0        0    22369
XCEL ENERGY INC                COM              98389B100     1874    90776 SH       SOLE                        0        0    90776
XEROX CORP                     COM              984121103     6372   409481 SH       SOLE                        0        0   409481
XL CAP LTD                     CL A             G98255105     1079    15713 SH       SOLE                        0        0    15713
XM SATELLITE RADIO HLDGS INC   CL A             983759101      297    23030 SH       SOLE                        0        0    23030
XOMA LTD                       ORD              G9825R107       33    17551 SH       SOLE                        0        0    17551
XTO ENERGY INC                 COM              98385X106     4386   104096 SH       SOLE                        0        0   104096
YAHOO INC                      COM              984332106     4554   180169 SH       SOLE                        0        0   180169
YAMANA GOLD INC                COM              98462Y100      598    64600 SH       SOLE                        0        0    64600
YANKEE CANDLE INC              COM              984757104      600    20500 SH       SOLE                        0        0    20500
YOUBET COM INC                 COM              987413101       48    13000 SH       SOLE                        0        0    13000
YRC WORLDWIDE INC              COM              984249102     4417   119251 SH       SOLE                        0        0   119251
YUM BRANDS INC                 COM              988498101      805    15462 SH       SOLE                        0        0    15462
ZENIX INCOME FD INC            COM              989414107       64    22097 SH       SOLE                        0        0    22097
ZIMMER HLDGS INC               COM              98956P102     4150    61492 SH       SOLE                        0        0    61492
ZIONS BANCORPORATION           COM              989701107      838    10500 SH       SOLE                        0        0    10500
ZWEIG FD                       COM              989834106      118    21699 SH       SOLE                        0        0    21699
ZWEIG TOTAL RETURN FD INC      COM              989837109      369    68383 SH       SOLE                        0        0    68383

Dates Referenced Herein   and   Documents Incorporated By Reference

Referenced-On Page
This 13F-HR Filing   Date First   Last      Other Filings
For The Period Ended9/30/061
11/13/061
Filed On / Filed As Of / Effective As Of11/15/06
 
TopList All Filings

Filing Submission   -   Alternative Formats (Word / Rich Text, HTML, Plain Text, SGML, XML, et al.)
Sponsored Ads...
Copyright © 2010 Fran Finnegan & Company.  All Rights Reserved.
About – Privacy – Redactions – Help — Wed, 17 Mar 05:21:48.0 GMT