Fixed Income Securities/Inc · 13F-HR · For 12/31/07

Filed On 2/12/08 4:16pm ET   ·   SEC File 28-12578   ·   Accession Number 1013228-8-191

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

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Form 13f 4th Quarter 2007 Filing - Fixed Income       42±   304K 
                          Securities, Inc.                                       

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UNITED STATES 
SECURITIES AND EXCHANGE COMMISSION
 WASHINGTON D.C. 20549

FORM 13F

 FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2007                

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:              Fixed Income Securities, Inc.                                
Address:           18925 Base Camp Road                                         
Monument, Colorado 80132                  

13F File Number:                                                                

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 submission. 

Person Signing this Report on Behalf of Reporting Manager:                      

Name:     Michael P. Dudley                                                     
Title:    SVP, Chief Compliance Officer                                         
Phone:    (210) 698-0460                                                        

Signature, Place, and Date of Signing:                                          

/s/ Michael P. Dudley                                                         
------------------------------------------------------------                    
Michael P. Dudley     Boerne, Texas    February 12, 2007                

Report Type (Check only one.):                                                  

[ X ]     13F HOLDINGS REPORT.                                              

[   ]     13F NOTICE.                                                       

[   ]     13F COMBINATION REPORT.                                           

List of Other Managers Reporting for this Manager:                              

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FORM 13F SUMMARY PAGE 

Report Summary:                                                                 

Number of Other Included Managers:                    0                         
                     -----------

Form 13F Information Table Entry Total:           1,903                         
                     -----------

Form 13F Information Table Value Total:      $2,381,045                         
                     -----------
                     (thousands)

List of Other Included Managers:                   NONE                         

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FORM 13F INFORMATION TABLE

                                                        [Enlarge/Download Table]


                                                                        Amount and        Investment                                
                                                                      Type of Security    Discretion           Voting Authority     
                                                                    --------------------- ----------        ------------------------
                                                                      Shares                 Sole,                                  
                                    Title                   Market      or                  Defined                                 
                                     of           CUSIP     Value    Principal  SH/  Put/     or     Other                          
Name of Issuer                      Class         Number   (X$1000)   Amount    PRN  Call    Other  Managers   Sole    Share  None  
----------------------------- ----------------  --------  --------- ----------  ---  ---- --------- ------- ---------- ----- -------
                                                                                                                                    

1-800-FLOWERSCOM                   COM          68243Q106       88      10,108   SH         SOLE                10,108              
1ST BANK CORP COM NPV              COM          33761G104      246      17,819   SH         SOLE                17,819              
3COMM CORP                         COM          885535104       98      21,700   SH         SOLE                21,700              
3M CO                              COM          88579Y101    2,407      28,550   SH         SOLE                22,565         5,985
99 CENTS ONLY STORES               COM          65440K106       20       2,533   SH         SOLE                 2,533              
ABBOTT LABS                        COM          002824100    1,196      21,302   SH         SOLE                21,302              
ABERCROMBIE & FITCH CO             CL A         002896207       96       1,200   SH         SOLE                 1,200              
ABERDEEN ASIA PACIFIC INCOM        COM          003009107    2,316     399,297   SH         SOLE               399,297              
ABITIBIBOWATER INC                 COM          003687100      517      25,075   SH         SOLE                25,075              
ABM INDS INC                       COM          000957100      201       9,844   SH         SOLE                 9,844              
ABN AMRO HLDG NV                SPONSORED ADR   000937102    1,268      23,462   SH         SOLE                23,462              
ACCURIDE CORP                      COM          004398103      137      17,369   SH         SOLE                17,369              
ACE LTD                            ORD          G0070K103      281       4,550   SH         SOLE                 4,550              
ACI WORLDWIDE INC                  COM          004498101       38       2,000   SH         SOLE                 2,000              
ACM MANAGED DLR INCOME FD          COM          000949107    6,480     902,483   SH         SOLE               902,483              
ACTIVISION  INC NEW                COM NEW      004930202      473      15,921   SH         SOLE                15,921              
ACUITY BRANDS INC                  COM          00508Y102      115       2,563   SH         SOLE                 2,563              
ACXIOM CORP                        COM          005125109       46       3,900   SH         SOLE                 3,900              
ADC TELECOMMUNICATIONS             COM NEW      000886309      100       6,400   SH         SOLE                 6,400              
ADOBE SYS INC COM                  COM          00724F101      344       8,048   SH         SOLE                 8,048              
ADTRAN  INC                        COM          00738A106       68       3,200   SH         SOLE                 3,200              
ADVANCE AUTO PARTS  INC            COM          00751Y106      209       5,500   SH         SOLE                 5,500              
ADVANCED MEDICAL OPTICS INC        COM          00763M108       81       3,287   SH         SOLE                 3,287              
ADVANCED MICRO DEVICES INC         COM          007903107       63       8,344   SH         SOLE                 8,344              
ADVANTAGE ENERGY INCOME FD         TR UNIT      00762L101    7,956     902,864   SH         SOLE               902,864              
ADVENT CLAY GBL CONV SEC INC   COM BENE INTER   007639107    1,657     108,307   SH         SOLE               108,307              
ADVENT CLAYMORE CV SECS & IN       COM          00764C109    6,373     274,092   SH         SOLE               274,092              
ADVENT CLAYMORE ENH GRW & IN       COM          00765E104   12,799     800,912   SH         SOLE               800,912              
ADVENT SOFTWARE INC                COM          007974108       54       1,000   SH         SOLE                 1,000              
AECOM TECHNOLOGY CORP              COM          00766T100      336      11,755   SH         SOLE                11,755              
AEP INDS INC                       COM          001031103      101       3,166   SH         SOLE                 3,166              
AEROPOSTALE                        COM          007865108      115       4,347   SH         SOLE                 4,347              
AES CORP                           COM          00130H105      201       9,418   SH         SOLE                 9,418              
AETNA INC NEW                      COM          00817Y108    1,898      32,870   SH         SOLE                32,870              
AFFILIATED COMPUTER SERVICES       CL A         008190100       63       1,400   SH         SOLE                 1,400              
AFFYMETRIX INC                     COM          00826T108       88       3,800   SH         SOLE                 3,800              
AFLAC INC                          COM          001055102      434       6,928   SH         SOLE                 6,928              
AGCO CORP                          COM          001084102      361       5,311   SH         SOLE                 5,311              
AGILENT TECHNOLOGIES INC           COM          00846U101      200       5,442   SH         SOLE                 5,442              
AGILYSYS INC COM                   COM          00847J105       12         800   SH         SOLE                   800              
AGL RES INC                        COM          001204106      395      10,503   SH         SOLE                10,503              
AGREE REALTY CORP                  COM          008492100      687      22,833   SH         SOLE                22,833              
AIR METHODS CORP                 COM PAR $.06   009128307      408       8,209   SH         SOLE                 8,209              
AIR PRODS & CHEMS INC              COM          009158106    3,272      33,171   SH         SOLE                33,171              
AIRGAS INC                         COM          009363102      234       4,500   SH         SOLE                 4,500              
AIRTRAN HLDGS INC                  COM          00949P108       36       5,000   SH         SOLE                 5,000              
AK STL HLDG CORP                   COM          001547108      616      13,317   SH         SOLE                13,317              
AKAMAI TECHNOLOGIES INC            COM          00971T101       76       2,200   SH         SOLE                 2,200              
ALASKA AIR GROUP  INC              COM          011659109       55       2,200   SH         SOLE                 2,200              
ALBEMARLE CORP                     COM          012653101      439      10,636   SH         SOLE                10,636              
ALBERTO-CULVER CO NEW              COM          013078100      113       4,600   SH         SOLE                 4,600              
ALCATEL-LUCENT                  SPONSORED ADR   013904305    3,870     528,743   SH         SOLE               528,743              
ALCOA INC                          COM          013817101      432      11,824   SH         SOLE                11,824              
ALEXANDER & BALDWIN INC            COM          014482103      119       2,300   SH         SOLE                 2,300              
ALEXANDRIA REAL ESTATE EQ IN       COM          015271109      173       1,700   SH         SOLE                 1,700              
ALLEGHENY ENERGY INC               COM          017361106      148       2,320   SH         SOLE                 2,320              
ALLEGHENY TECHNOLOGIES INC         COM          01741R102      443       5,122   SH         SOLE                 5,122              
ALLERGAN INC                       COM          018490102      273       4,248   SH         SOLE                 4,248              
ALLIANCE BANKSHARES CORP           COM          018535104      194      29,458   SH         SOLE                29,458              
ALLIANCE CALIF MUN INCOME FD       COM          018546101      909      67,123   SH         SOLE                67,123              
ALLIANCE DATA SYSTEMS CORP         COM          018581108      322       4,300   SH         SOLE                 4,300              
ALLIANCE NEW YORK MUN INC FD       COM          018714105      876      65,354   SH         SOLE                65,354              
ALLIANCEBERNSTEIN GBL HIGH IN      COM          01879R106   12,127     961,665   SH         SOLE               961,665              
ALLIANCEBERNSTEIN INCOME FUN       COM          01881E101    3,686     457,909   SH         SOLE               457,909              
ALLIANCEBERNSTEIN NATL MUNI        COM          01864U106    2,935     218,543   SH         SOLE               218,543              
ALLIANT ENERGY CORP                COM          018802108      398       9,771   SH         SOLE                 9,771              
ALLIANT TECHSYSTEMS INC            COM          018804104      995       8,750   SH         SOLE                 8,750              
ALLIED IRISH BKS P L C          SPON ADR ORD    019228402       43         928   SH         SOLE                   928              
ALLIED WASTE INDS INC         COM PAR $.01 NEW  019589308       43       3,900   SH         SOLE                 3,900              
ALLSTATE CORP                      COM          020002101      413       7,913   SH         SOLE                 7,913              
ALON USA ENERGY INC                COM          020520102    1,895      69,737   SH         SOLE                69,737              
ALPHA NATURAL RESOURCES INC        COM          02076X102      153       4,698   SH         SOLE                 4,698              
ALPINE GLOBAL PERMIER PPTYS        COM SBI      02083A103    1,072      80,333   SH         SOLE                80,333              
ALTERA CORP                        COM          021441100       89       4,600   SH         SOLE                 4,600              
ALTRIA GROUP INC                   COM          02209S103    5,282      69,890   SH         SOLE                69,890              
ALUMINA LTD                     SPONSORED ADR   022205108      861      38,997   SH         SOLE                38,997              
ALUMINUM CORP  CHINA LTD       SPON ADR H SHS   022276109    1,833      36,196   SH         SOLE                36,196              
AMAZON COM INC                     COM          023135106      389       4,200   SH         SOLE                 4,200              
AMB PROPERTY CORP                  COM          00163T109      345       5,992   SH         SOLE                 5,992              
AMBAC FINL GROUP INC               COM          023139108       44       1,712   SH         SOLE                 1,712              
AMEREN CORP                        COM          023608102    1,792      33,051   SH         SOLE                33,051              
AMERICA MOVIL SAB DE CV        SPON ADR L SHS   02364W105    1,537      25,047   SH         SOLE                17,127         7,920
AMERICAN CAMPUS COMNTYS INC        COM          024835100       15         570   SH         SOLE                   570              
AMERICAN CAPITAL STRATEGIES        COM          024937104       89       2,700   SH         SOLE                 2,700              
AMERICAN EAGLE OUTFITTERS  NE      COM          02553E106      244      11,750   SH         SOLE                11,750              
AMERICAN ELEC PWR INC              COM          025537101      254       5,465   SH         SOLE                 5,465              
AMERICAN EXPRESS CO                COM          025816109      879      16,893   SH         SOLE                16,893              
AMERICAN FINL GROUP INC            COM          025932104      122       4,222   SH         SOLE                 4,222              
AMERICAN FINL RLTY TR              COM          02607P305    1,215     151,533   SH         SOLE               151,533              
AMERICAN GREETINGS CORP            CL A         026375105       61       3,000   SH         SOLE                 3,000              
AMERICAN INTL GROUP INC            COM          026874107    2,057      35,288   SH         SOLE                35,288              
AMERICAN MUN INCOME PORTFOLI       COM          027649102        5         375   SH         SOLE                   375              
AMERICAN RAILCAR INDS INC          COM          02916P103      146       7,581   SH         SOLE                 7,581              
AMERICAN STRATEGIC INCOME II       COM          03009T101    5,298     485,160   SH         SOLE               485,160              
AMERICAN STS WTR CO                COM          029899101      608      16,140   SH         SOLE                16,140              
AMERICAN TOWER CORP                CL A         029912201      243       5,700   SH         SOLE                 5,700              
AMERICANWEST BANKCORPORATION       COM          03058P109      284      16,091   SH         SOLE                16,091              
AMERICREDIT CORP                   COM          03060R101       79       6,200   SH         SOLE                 6,200              
AMERIPRISE FINL INC                COM          03076C106      174       3,162   SH         SOLE                 3,162              
AMERISAFE INC                      COM          03071H100       15         945   SH         SOLE                   945              
AMERISOURCEBERGEN CORP             COM          03073E105      103       2,300   SH         SOLE                 2,300              
AMERN STRATEGIC INCOME PTFL        COM          030099105    1,878     175,642   SH         SOLE               175,642              
AMERON INETL INC                   COM          030710107    1,336      14,496   SH         SOLE                10,086         4,410
AMETEK INC NEW                     COM          031100100      274       5,850   SH         SOLE                 5,850              
AMGEN INC                          COM          031162100      711      15,308   SH         SOLE                15,308              
AMKOR TECHNOLOGY INC               COM          031652100      161      18,820   SH         SOLE                18,820              
AMN HEALTHCARE SERVICES INC        COM          001744101       18       1,049   SH         SOLE                 1,049              
AMPCO-PITTSBURGH CORP              COM          032037103      260       6,822   SH         SOLE                 6,822              
AMPHENOL CORP NEW                  CL A         032095101      454       9,800   SH         SOLE                 9,800              
AMR CORP                           COM          001765106       48       3,600   SH         SOLE                 3,600              
AMREIT                             CL A         032158107      131      18,259   SH         SOLE                18,259              
ANADARKO PETE CORP                 COM          032511107      420       6,398   SH         SOLE                 6,398              
ANALOG DEVICES INC                 COM          032654105      465      14,662   SH         SOLE                14,662              
ANHEUSER BUSCH COS INC             COM          035229103      536      10,244   SH         SOLE                10,244              
ANIXTER INTL INC                   COM          035290105    1,019      16,368   SH         SOLE                16,368              
ANNTAYLOR STORES CORP              COM          036115103       87       3,400   SH         SOLE                 3,400              
AO VIMPELCOM                    SPONSORED ADR   68370R109      447      10,745   SH         SOLE                10,745              
AON CORPORATION                    COM          037389103      196       4,118   SH         SOLE                 4,118              
APACHE CORP                        COM          037411105      481       4,474   SH         SOLE                 4,474              
APARTMENT INVT & MGMT CO           CL A         03748R101      380      10,955   SH         SOLE                10,955              
APOGEE ENTERPRISES                 COM          037598109      409      23,913   SH         SOLE                23,913              
APOLLO GROUP INC                   CL A         037604105      133       1,900   SH         SOLE                 1,900              
APPLE INC                          COM          037833100    5,051      25,500   SH         SOLE                25,500              
APPLERA CORP                   COM AP BIO GRP   038020103       79       2,336   SH         SOLE                 2,336              
APPLIED MTLS IN                    COM          038222105      499      28,104   SH         SOLE                28,104              
APRIA HEALTHCARE GROUP INC         COM          037933108       63       2,925   SH         SOLE                 2,925              
APTARGROUP INC                     COM          038336103      419      10,230   SH         SOLE                   235         9,995
AQUA AMERICA INC                   COM          03836W103      928      43,795   SH         SOLE                43,795              
AQUILA INC                         COM          03840P102       77      20,550   SH         SOLE                20,550              
ARACRUZ CELULOSE S A           SPON ADR PFD B   038496204    3,062      41,184   SH         SOLE                41,184              
ARBINET-THEXCHANGEINC              COM          03875P100      150      24,711   SH         SOLE                24,711              
ARCELORMITTAL SA LUXEMBOURG    NY REGISTRY SH   03938L104       82       1,057   SH         SOLE                 1,057              
ARCH COAL INC                      COM          039380100      350       7,800   SH         SOLE                 7,800              
ARCHER-DANIELS MIDLAND CO          COM          039483102      415       8,938   SH         SOLE                 8,938              
ARIES MARITME TRNSPRT LTD          SHS          G0474B105      439      67,597   SH         SOLE                67,597              
ARISTOTLE CORP                     COM NEW      040448201       97       7,223   SH         SOLE                 7,223              
ARLINGTON TANKERS LTD              COM          G04899103      494      22,345   SH         SOLE                22,345              
ARROW ELECTRS INC                  COM          042735100      509      12,954   SH         SOLE                12,954              
ARTESIAN RESOURCES CORP            CL A         043113208       99       5,230   SH         SOLE                 5,230              
ARVINMERITOR INC                   COM          043353101       46       3,925   SH         SOLE                 3,925              
ASA LIMITED                        COM          G3156P103        3          41   SH         SOLE                    41              
ASHFORD HOSPITALITY TR INC         COM SHS      044103109       59       8,267   SH         SOLE                 8,267              
ASHLAND INC                        COM          044209104       38         794   SH         SOLE                   794              
ASIA SATELLITE TELECOMMUNCNT    SPONSORED ADR   04516X106       37       1,989   SH         SOLE                 1,989              
ASSOCIATED BANC CORP               COM          045487105      189       6,981   SH         SOLE                 6,981              
ASSOCIATED ESTATES RLTY CORP       COM          045604105      171      18,165   SH         SOLE                18,165              
ASSURANT  INC                      COM          04621X108       87       1,300   SH         SOLE                 1,300              
ASTEC INDS INC                     COM          046224101       23         611   SH         SOLE                   611              
ASTORIA FINL CORP                  COM          046265104      105       4,500   SH         SOLE                 4,500              
ASTRAZENECA PLC                 SPONSORED ADR   046353108    1,495      34,912   SH         SOLE                34,912              
AT&T INC                           COM          00206R102  455,083  10,950,018   SH         SOLE            10,950,018              
ATLAS AIR WORLDWIDE HLDGS INC      COM          049164205        0           8   SH         SOLE                     8              
ATMEL CORP                         COM          049513104      106      24,600   SH         SOLE                24,600              
ATMOS ENERGY CORP                  COM          049560105      299      10,650   SH         SOLE                10,650              
ATWOOD OCEANICS INC                COM          050095108    3,806      37,968   SH         SOLE                33,373         4,595
AU OPTRONICS CORP               SPONSORED ADR   002255107      273      14,219   SH         SOLE                14,219              
AUTODESK INC                       COM          052769106      161       3,244   SH         SOLE                 3,244              
AUTOMATIC DATA PROCESSING INC      COM          053015103      327       7,352   SH         SOLE                 7,352              
AUTONATION INC                     COM          05329W102       30       1,900   SH         SOLE                 1,900              
AUTOZONE INC                       COM          053332102    1,205      10,051   SH         SOLE                10,051              
AVALONBAY CMNTYS INC               COM          053484101      213       2,260   SH         SOLE                 2,260              
AVATAR HLDGS INC                   COM          053494100      120       2,875   SH         SOLE                 2,875              
AVERY DENNISON CORP                COM          053611109       79       1,480   SH         SOLE                 1,480              
AVIS BUDGET GROUP                  COM          053774105       74       5,700   SH         SOLE                 5,700              
AVISTA CORP                        COM          05379B107      156       7,229   SH         SOLE                 7,229              
AVNET INC                          COM          053807103      631      18,047   SH         SOLE                18,047              
AVOCENT CORP                       COM          053893103       63       2,700   SH         SOLE                 2,700              
AVON PRODUCTS INC                  COM          054303102      237       5,984   SH         SOLE                 5,984              
AZZ INC                            COM          002474104      518      18,266   SH         SOLE                18,266              
B J SVCS CO                        COM          055482103       97       4,000   SH         SOLE                 4,000              
BADGER METER  INC                  COM          056525108      852      18,947   SH         SOLE                18,947              
BAIDU COM INC                  SPON ADR REP A   056752108      632       1,620   SH         SOLE                 1,620              
BAKER HUGHES INC                   COM          057224107      363       4,482   SH         SOLE                 4,482              
BAKER MICHAEL CORP                 COM          057149106      266       6,465   SH         SOLE                 6,465              
BALDOR ELEC CO                     COM          057741100      160       4,743   SH         SOLE                 4,743              
BALL CORP                          COM          058498106       64       1,424   SH         SOLE                 1,424              
BANCO DE CHILLE                 SPONSORED ADR   059520106    1,348      28,755   SH         SOLE                28,755              
BANCO MACRO SAR                 SPON ADR B      05961W105       34       1,390   SH         SOLE                 1,390              
BANCO SANTANDER SA                 ADR          05964H105       42       1,964   SH         SOLE                 1,964              
BANCROFT FUND LTD                  COM          059695106      376      19,476   SH         SOLE                19,476              
BANK  HAWAII CORP                  COM          062540109      138       2,700   SH         SOLE                 2,700              
BANK OF AMERICA CORPORATION        COM          060505104    2,583      62,612   SH         SOLE                62,612              
BANK OF NEW YORK MELLON CORP       COM          064058100      775      15,899   SH         SOLE                15,899              
BARCLAYS BANK PLC              SP ADR 7.1%PF3   06739H776    2,411     101,548   SH         SOLE               101,548              
BARCLAYS BK PLC                 ADR 2 PREF 2    06739F390    2,629     121,057   SH         SOLE               121,057              
BARCLAYS PLC                       ADR          06738E204      679      16,801   SH         SOLE                16,801              
BARD CR INC                        COM          067383109      135       1,420   SH         SOLE                 1,420              
BARNES & NOBLE INC                 COM          067774109       90       2,600   SH         SOLE                 2,600              
BARNES GROUPINC                    COM          067806109      310       9,282   SH         SOLE                 9,282              
BARR PHARMACEUTICALS INC           COM          068306109       74       1,400   SH         SOLE                 1,400              
BARRETT BILL CORP                  COM          06846N104       75       1,800   SH         SOLE                 1,800              
BASIN WTR INC                      COM          07011T306      541      65,373   SH         SOLE                65,373              
BAXTER INTL INC                    COM          071813109      511       8,796   SH         SOLE                 8,796              
BAYTEX ENERGY TR                 TRUST UNIT     073176109   10,931     571,939   SH         SOLE               571,939              
BB & T CORP                        COM          054937107      235       7,673   SH         SOLE                 7,673              
BE AEROSPACE INC                   COM          073302101      270       5,100   SH         SOLE                 5,100              
BEAR STEARNS COS INC               COM          073902108      172       1,952   SH         SOLE                 1,952              
BECKMAN COULTER INC                COM          075811109      248       3,400   SH         SOLE                 3,400              
BECTON DICKINSON & CO              COM          075887109      281       3,358   SH         SOLE                 3,358              
BED BATH & BEYOND INC              COM          075896100      106       3,600   SH         SOLE                 3,600              
BELDEN INC                         COM          077454106       16         350   SH         SOLE                   350              
BELO CORP                          COM SER A    080555105       84       4,800   SH         SOLE                 4,800              
BEMIS INC                          COM          081437105       36       1,304   SH         SOLE                 1,304              
BERKLEY (WR) CORP                  COM          084423102      263       8,812   SH         SOLE                 8,812              
BERMAN NEW YORK INTERMEDIATE                                                                                                        
  MUNI FUND INC                    COM          64124K102      722      57,609   SH         SOLE                57,609              
BEST BUY INC                       COM          086516101      257       4,887   SH         SOLE                 4,887              
BHP BILLITON LTD                SPONSORED ADR   088606108      585       8,354   SH         SOLE                 8,354              
BIG LOTS INC                       COM          089302103      180      11,249   SH         SOLE                11,249              
BIOGEN IDEC INC                    COM          09062X103      221       3,885   SH         SOLE                 3,885              
BIOMED REALTY TRUST INC            COM          09063H107      108       4,658   SH         SOLE                 4,658              
BIOVAIL CORP                       COM          09067J109    1,420     105,501   SH         SOLE               105,501              
BJ'S WHOLESALE CLUB INC            COM          05548J106      118       3,500   SH         SOLE                 3,500              
BLACK & DECKER CORP                COM          091797100       65         938   SH         SOLE                   938              
BLACK HILLS CORP                   COM          092113109      379       8,602   SH         SOLE                 8,602              
BLACKROCK CA INS MUN INC TR        COM          092484104       88       5,920   SH         SOLE                 5,920              
BLACKROCK CA MUN INCOME TR I       COM          09249S100      406      29,326   SH         SOLE                29,326              
BLACKROCK CA MUNICIPAL BOND        COM          09249J100      442      28,042   SH         SOLE                28,042              
BLACKROCK CALIF MUN INCOME T     SH BEN INT     09248E102    1,399      93,426   SH         SOLE                93,426              
BLACKROCK CAP & INCOME STRA        COM          09256A109    6,074     302,773   SH         SOLE               302,773              
BLACKROCK CORE BD TR             SHS BEN INT    09249E101      585      49,690   SH         SOLE                49,690              
BLACKROCK CORPOR HI YLD FD V       COM          09255N102    7,786     665,505   SH         SOLE               665,505              
BLACKROCK CORPOR HI YLD FD V       COM          09255P107    5,856     497,542   SH         SOLE               497,542              
BLACKROCK CORPOR HI YLD III        COM          09255M104    1,920     277,876   SH         SOLE               277,876              
BLACKROCK CORPOR HIGH YLD FD       COM          09255L106    3,715     526,160   SH         SOLE               526,160              
BLACKROCK DEBT STRAT FD INC        COM          09255R103    2,571     452,673   SH         SOLE               452,673              
BLACKROCK DIVERS OME STRATE        COM          09255W102    1,515     100,208   SH         SOLE               100,208              
BLACKROCK DIVID ACHIEVRS TM        COM          09250N107    1,516     123,349   SH         SOLE               123,349              
BLACKROCK ENH EQ YLD FD INC        COM          09256C105    3,386     209,519   SH         SOLE               209,519              
BLACKROCK ENHAN EQ YLD & PRE       CO           09256E101    6,041     385,236   SH         SOLE               385,236              
BLACKROCK ENHANCED DIV ACHV        COM          09251A104    6,477     570,618   SH         SOLE               570,618              
BLACKROCK FL RATE OME STRA I       COM SHS      09255Y108      319      20,121   SH         SOLE                20,121              
BLACKROCK FLOAT RATE OME STR       COM          09255X100    2,209     138,263   SH         SOLE               138,263              
BLACKROCK GLBL ENRGY & RES T       COM          09250U101    1,497      47,818   SH         SOLE                47,818              
BLACKROCK GLOBAL FLG INC TR        COM          091941104    1,617     102,457   SH         SOLE               102,457              
BLACKROCK GLOBAL OPP EQTY TR       COM          092501105   11,270     382,288   SH         SOLE               382,288              
BLACKROCK HIGH INCOME SHS        SHS BEN INT    09250E107    5,580   2,607,400   SH         SOLE             2,607,400              
BLACKROCK IN TL GRWTH & INC T  COM BENE INTER   092524107    1,394      83,004   SH         SOLE                83,004              
BLACKROCK INCOME OPP TRUST I       COM          092475102      654      69,034   SH         SOLE                69,034              
BLACKROCK INSD MU INCOME TR        COM          092479104      460      31,993   SH         SOLE                31,993              
BLACKROCK INVT QUALITY MUN T       COM          09247D105      367      25,230   SH         SOLE                25,230              
BLACKROCK LONG-TERM MUNI ADV       COM          09250B103      872      74,261   SH         SOLE                74,261              
BLACKROCK LTD DURATION INC T       COM SHS      09249W101      218      13,727   SH         SOLE                13,727              
BLACKROCK MUNI INCME TR II         COM          09249N101    1,063      77,453   SH         SOLE                77,453              
BLACKROCK MUNI INTER DR FD I       COM          09253X102      366      27,850   SH         SOLE                27,850              
BLACKROCK MUNI NY INTER DUR        COM          09255F109      190      14,849   SH         SOLE                14,849              
BLACKROCK MUNIASSETS FD INC        COM          09254J102      375      29,556   SH         SOLE                29,556              
BLACKROCK MUNICIPAL BOND TR        COM          09249H104      354      24,581   SH         SOLE                24,581              
BLACKROCK MUNIHLDGS FD II          COM          09253P109    1,585     120,872   SH         SOLE               120,872              
BLACKROCK MUNIHLDGS FD INC         COM          09254A101      280      23,292   SH         SOLE                23,292              
BLACKROCK MUNIHOLDINGS CALIF       COM          09254L107    2,297     179,567   SH         SOLE               179,567              
BLACKROCK MUNIHOLDINGS FD IN       COM          09253N104      714      50,128   SH         SOLE                50,128              
BLACKROCK MUNIHOLDINGS NJ I        COM          09254X101    1,375     104,453   SH         SOLE               104,453              
BLACKROCK MUNIHOLDINGS NY I        COM          09255C106    1,874     145,955   SH         SOLE               145,955              
BLACKROCK MUNIVEST FD II INC       COM          09253T101    1,037      76,954   SH         SOLE                76,954              
BLACKROCK MUNIVEST FD INC          COM          09253R105      365      40,962   SH         SOLE                40,962              
BLACKROCK MUNIYEILD QUALITY        COM          09254G108      267      23,043   SH         SOLE                23,043              
BLACKROCK MUNIYIELD CALIF FD       COM          09254M105      729      55,149   SH         SOLE                55,149              
BLACKROCK MUNIYIELD CALIF IN       COM          09254N103    2,334     180,493   SH         SOLE               180,493              
BLACKROCK MUNIYIELD FD INC         COM          09253W104    1,719     121,313   SH         SOLE               121,313              
BLACKROCK MUNIYIELD NJ FD I        COM          09254Y109    1,231      90,545   SH         SOLE                90,545              
BLACKROCK MUNIYIELD NJ INSD        COM          09255A100      830      61,736   SH         SOLE                61,736              
BLACKROCK MUNIYIELD NY INSD        COM          09255E102    2,172     175,614   SH         SOLE               175,614              
BLACKROCK NJ MUN INCOMN TR       SH BEN INT     09248J101      269      16,280   SH         SOLE                16,280              
BLACKROCK NJ MUNICIPAL BOND        COM          09249A109       91       5,563   SH         SOLE                 5,563              
BLACKROCK NY MUN INCOME TR I       COM          09249R102      402      27,635   SH         SOLE                27,635              
BLACKROCK NY MUNI 2018 TERM        COM          09248K108      151       9,335   SH         SOLE                 9,335              
BLACKROCK NY MUNICIPAL BOND        COM          09249P106       72       4,467   SH         SOLE                 4,467              
BLACKROCK PFD & CORPORATE IN       COM          09255J101      913      56,896   SH         SOLE                56,896              
BLACKROCK PFD OPPROTUNITY TR       COM SHS      09249V103       60       3,455   SH         SOLE                 3,455              
BLACKROCK REAL ASSET EQUITY        COM          09254B109   12,203     719,497   SH         SOLE               719,497              
BLACKROCK SR HIGH INCOME F D       COM          09255T109    4,403     815,360   SH         SOLE               815,360              
BLACKROCK STRAT DIVD ACHIEVE       COM          09249Y107    2,328     189,564   SH         SOLE               189,564              
BLACKROCK STRATEGIC MUN TR         COM          09248T109      358      25,636   SH         SOLE                25,636              
BLACKROCK WORLD INVT TR        COM SHS BEN INT  09250K103    8,644     499,653   SH         SOLE               499,653              
BLACKROCKNY MUN INCOME TR        SH BEN INT     09248L106      314      20,499   SH         SOLE                20,499              
BLACROCK PFD INCOME STRATEG        COM          09255H105    4,593     288,305   SH         SOLE               288,305              
BLAICKROCK NY INS MUN INC TR       COM          09249U105      311      22,284   SH         SOLE                22,284              
BLAPKROCK STRTGC BOND TR           COM          09249G106    1,049      90,535   SH         SOLE                90,535              
BLOCK H&R INC                      COM          093671105       84       4,504   SH         SOLE                 4,504              
BLOCKBUSTER INC                    CL A         093679108       10       2,550   SH         SOLE                 2,550              
BLYTH INC                          COM          09643P108       29       1,300   SH         SOLE                 1,300              
BMC SOFTWARE INC                   COM          055921100       94       2,646   SH         SOLE                 2,646              
BOB EVANS FARMS INC                COM          096761101       48       1,800   SH         SOLE                 1,800              
BOEING CO                          COM          097023105      948      10,835   SH         SOLE                10,835              
BON-TON STORES INC                 COM          09776J101       61       6,460   SH         SOLE                 6,460              
BORDERS GROUP  INC                 COM          099709107       34       3,200   SH         SOLE                 3,200              
BORG WARNER INC                    COM          099724106    1,270      26,227   SH         SOLE                18,342         7,885
BOSTON PROPERTIES INC              COM          101121101      237       2,579   SH         SOLE                 2,579              
BOSTON SCIENTIFIC CORP             COM          101137107      218      18,766   SH         SOLE                18,766              
BOYD GAMING CORP                   COM          103304101      106       3,100   SH         SOLE                 3,100              
BP  PLC                         SPONSORED ADR   055622104      812      11,098   SH         SOLE                11,098              
BRANDYWINE RLTY TR             SH BEN INT NEW   105368203       20       1,088   SH         SOLE                 1,088              
BRASIL TELECOM PARTICIPACOES    SPON ADR PFD5   105530109    1,933      25,919   SH         SOLE                25,919              
BRASIL TELECOM SA               SPONS ADR PFD   10553M101      125       4,121   SH         SOLE                 4,121              
BRASKEM SA                      SP ADR PFD A    105532105      978      60,529   SH         SOLE                60,529              
BRE PROPERTIES INC                 CL A         05564E106      179       4,422   SH         SOLE                 4,422              
BRIDGE CAP HLDGS                   COM          108030107      270      12,614   SH         SOLE                12,614              
BRIGGS & STRATTON CORP             COM          109043109    2,498     110,236   SH         SOLE               110,236              
BRINKER INTL INC                   COM          109641100      143       7,286   SH         SOLE                 7,286              
BRINKS CO                          COM          109696104      161       2,700   SH         SOLE                 2,700              
BRISTOL MYERS SQUIBB CO            COM          110122108    3,657     137,898   SH         SOLE               137,898              
BRISTOW GROUP INC                  COM          110394103      344       6,081   SH         SOLE                 6,081              
BRITISH AMERN TOB PLC           SPONSORED ADR   110448107      853      10,856   SH         SOLE                10,856              
BROADCOM CORP                      CL A         111320107      171       6,550   SH         SOLE                 6,550              
BROADRIDGE FINL SOLUTIONS IN       COM          11133T103      170       7,600   SH         SOLE                 7,600              
BROOKDALE SR LIVING INC            COM          112463104    2,075      73,031   SH         SOLE                73,031              
BROWN & BROWN INC                  COM          115236101      146       6,200   SH         SOLE                 6,200              
BROWN FORMAN CORP                  CL B         115637209       91       1,222   SH         SOLE                 1,222              
BRT RLTY TR                    SH BEN INT NEW   055645303       72       4,730   SH         SOLE                 4,730              
BRUNSWICK CORP                     COM          117043109       21       1,210   SH         SOLE                 1,210              
BRUSH ENGINEERED MATLS INC         COM          117421107      740      19,890   SH         SOLE                19,890              
BUCKEYE TECHNOLOGIES INC           COM          118255108       30       2,394   SH         SOLE                 2,394              
BUNGE LIMITED                      COM          G16962105    3,177      27,295   SH         SOLE                22,350         4,945
BURLINGTON NORTHERN                                                                                                                 
  SANTA FE CORP                    COM          12189T104      334       4,013   SH         SOLE                 4,013              
CABELAS INC-CL A                   COM          126804301       95       6,307   SH         SOLE                 6,307              
CABOT CORPORATION COMMON           COM          127055101      120       3,600   SH         SOLE                 3,600              
CADENCE DESIGN SYS INC             COM          127387108      250      14,700   SH         SOLE                14,700              
CADIZ INC                          COM NEW      127537207      621      29,583   SH         SOLE                29,583              
CAL MAINE FOODS INC                COM NEW      128030202    1,689      63,659   SH         SOLE                63,659              
CALAMOS ASSET                                                                                                                       
  MANAGEMENT INC CL A              CL A         12811R104        8         276   SH         SOLE                   276              
CALAMOS CONVERTIBLE &                                                                                                               
  HIGH INCOME                      COM SHS      12811P108    2,839     215,905   SH         SOLE               215,905              
CALAMOS CONVERTIBLE                                                                                                                 
  OPPORTUNITY AND INCOME FUND    SH BEN INT     128117108    1,391      95,661   SH         SOLE                95,661              
CALAMOS GLOBAL DYNAMIC INCOM       COM          12811L107      453      35,702   SH         SOLE                35,702              
CALAMOS GLOBAL TOTAL                                                                                                                
  RETURN FUND                    SH BEN INT     128118106    2,478     129,719   SH         SOLE               129,719              
CALAMOS STRATEGIC TOTAL                                                                                                             
  RETURN FUND                    SH BEN INT     128125101    8,970     640,730   SH         SOLE               640,730              
CALAVO GROWERS INC                 COM          128246105      208      11,034   SH         SOLE                11,034              
CALGON CARBON CORP COM             COM          129603106      865      54,449   SH         SOLE                54,449              
CALIFORNIA WATER                                                                                                                    
  SERVICE GROUP                    COM          130788102      786      21,229   SH         SOLE                21,229              
CALLAWAY GOLF CO COM               COM          131193104       63       3,600   SH         SOLE                 3,600              
CAMDEN PROPERTY TRUST            SH BEN INT     133131102      168       3,492   SH         SOLE                 3,492              
CAMECO CORP COM                    COM          13321L108      299       7,515   SH         SOLE                   175         7,340
CAMERON INTERNATIONAL CORP         COM          13342B105    1,353      28,104   SH         SOLE                28,104              
CAMPBELL SOUP CO                   COM          134429109      113       3,162   SH         SOLE                 3,162              
CANETIC RESOURCES TRUST            COM          137513107    9,629     716,951   SH         SOLE               716,951              
CANON INC-SPONS ADR                ADR          138006309       54       1,181   SH         SOLE                 1,181              
CAPITAL ONE FINANCIAL              COM          14040H105      287       6,069   SH         SOLE                 6,069              
CAPITAL SOURCE INC                 COM          14055X102    1,000      56,849   SH         SOLE                56,849              
CAPLEASE INC                       COM          140288101      354      41,992   SH         SOLE                41,992              
CARDINAL HEALTH INC COM            COM          14149Y108      307       5,309   SH         SOLE                 5,309              
CAREER EDUCATION CORP              COM          141665109      126       5,000   SH         SOLE                 5,000              
CARLISLE COMPANIES INC             COM          142339100      126       3,400   SH         SOLE                 3,400              
CARMAX INC NEW                     COM          143130102      514      26,036   SH         SOLE                26,036              
CARNIVAL CORP                    PAIRED CTF     143658300      271       6,094   SH         SOLE                 6,094              
CARPENTER TECHNOLOGY CORP          COM          144285103    2,629      34,976   SH         SOLE                28,211         6,765
CARRIAGE SERVICES                  COM          143905107      334      37,947   SH         SOLE                37,947              
CASCADE FINANCIAL CORPORATION      COM          147272108      240      17,682   SH         SOLE                17,682              
CASUAL MALE RETAIL GROUP           COM          148711104       58      11,286   SH         SOLE                11,286              
CATERPILLAR INC                    COM          149123101      636       8,762   SH         SOLE                 8,762              
CATHAY BANCORP INC                 COM          149150104       72       2,700   SH         SOLE                 2,700              
CB RICHARD ELLIS GROUP INC         CL A         12497T101       58       2,700   SH         SOLE                 2,700              
CBL & ASSOC PPTYS INC              COM          124830100      197       8,328   SH         SOLE                 8,328              
CBRL GROUP                         COM          12489V106       62       1,905   SH         SOLE                 1,905              
CBS CORP                           CL B         124857202      258       9,476   SH         SOLE                 9,476              
CECO ENVIRONMENTAL CORP            COM          125141101      132      11,985   SH         SOLE                11,985              
CEDAR SHOPPING CENTERS INC         COM NEW      150602209      348      33,971   SH         SOLE                33,971              
CELANESE CORPORATION               COM SER A    150870103      805      19,029   SH         SOLE                19,029              
CELGENE CORP                       COM          151020104      250       5,400   SH         SOLE                 5,400              
CENTER FINANCIAL CORPORATION       COM          15146E102      255      20,722   SH         SOLE                20,722              
CENTERPOINT ENERGY INC             COM          15189T107       77       4,488   SH         SOLE                 4,488              
CENTEX CORP                        COM          152312104       43       1,698   SH         SOLE                 1,698              
CENTRAL EUROPEAN                                                                                                                    
  DISTRIBUTION CORPORATION         COM          153435102       42         719   SH         SOLE                   719              
CENTRAL VALLEY COMM BANCORP        COM          155685100      259      23,555   SH         SOLE                23,555              
CENTRAL VERMONT PUB                                                                                                                 
  SERV  COMMON                     COM          155771108      696      22,573   SH         SOLE                22,573              
CENTURYTEL INC                     COM          156700106       66       1,600   SH         SOLE                 1,600              
CEPHALON INC                       COM          156708109      266       3,700   SH         SOLE                 3,700              
CERNER CORP                        COM          156782104      203       3,600   SH         SOLE                 3,600              
CF IND HLDGS INC                   COM          125269100    1,226      11,138   SH         SOLE                11,138              
CGI                                COM          200641108       86       2,400   SH         SOLE                 2,400              
CH ENERGY GROUP INC                COM          12541M102      123       2,769   SH         SOLE                 2,769              
CH ROBINSON WORLDWIDE INC          COM NEW      12541W209      124       2,300   SH         SOLE                 2,300              
CHARLES RIVER LAB INT INC          COM          159864107      243       3,700   SH         SOLE                 3,700              
CHARLES SCHWAB CORP NEW            COM          808513105      331      12,972   SH         SOLE                12,972              
CHARMING SHOPPES INC               COM          161133103       35       6,400   SH         SOLE                 6,400              
CHART INDUSTRIES  INC           COM PAR $0.01   16115Q308      134       4,341   SH         SOLE                 4,341              
CHARTERED SEMICONDUCTOR                                                                                                             
  MANUFACTURING ADR                ADR          16133R106       86      12,884   SH         SOLE                12,884              
CHARTWELL DIVIDEND &                                                                                                                
  INCOME FUND INC                  COM          16139P104      372      51,052   SH         SOLE                51,052              
CHECKPOINT SYSTEMS INC             COM          162825103       32       1,217   SH         SOLE                 1,217              
CHEESECAKE FACTORY                 COM          163072101       92       3,900   SH         SOLE                 3,900              
CHEMTURA CORP                      COM          163893100      103      13,179   SH         SOLE                13,179              
CHESAPEAKE CORP                    COM          165159104      309      59,518   SH         SOLE                59,518              
CHESEPEAKE ENERGY CORP             COM          165167107      247       6,300   SH         SOLE                 6,300              
CHEVRON CORP NEW                   COM          166764100    7,072      75,771   SH         SOLE                75,771              
CHICAGO BRIDGE                 NY REGISTRY SH   167250109    1,131      18,720   SH         SOLE                18,720              
CHICO'S FAS                        COM          168615102       87       9,600   SH         SOLE                 9,600              
CHINA LIFE INSURANCE CO-ADR    SPON ADR REP H   16939P106      404       5,284   SH         SOLE                 5,284              
CHINA MEDICAL TECH-SPON ADR    SPONSORED ADR    169483104      488      10,993   SH         SOLE                10,993              
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109      489       5,631   SH         SOLE                 5,631              
CHINA PETROLEUM AND CHEMICAL   SPON ADR H SHS   16941R108      582       3,926   SH         SOLE                 3,926              
CHINA SOUTHERN AIRLINES                                                                                                             
  COMPANY LTD                  SPON ADR CL H    169409109    1,266      19,343   SH         SOLE                19,343              
CHIPOTLE MEIXCAN GRILL CI A        CL A         169656105      265       1,800   SH         SOLE                 1,800              
CHOICE POINT                       COM          170388102      142       3,900   SH         SOLE                 3,900              
CHUBB CORP                         COM          171232101      301       5,509   SH         SOLE                 5,509              
CHUNGHWA TELECOM CO LTD-ADR     SPONSORED ADR   17133Q205    1,290      61,091   SH         SOLE                61,091              
CHURCH & DWIGHT CO                                                                                                                  
  INCORPORATED                     COM          171340102      197       3,650   SH         SOLE                 3,650              
CIA PARANAENSE ENER-SP ADR P    SPON ADR PFD    20441B407      472      31,302   SH         SOLE                31,302              
CIA SIDERURGICA NACL-SP ADR     SPONSORED ADR   20440W105    7,539      84,169   SH         SOLE                84,169              
CIENA CORP                         COM NEW      171779309       42       1,228   SH         SOLE                 1,228              
CIGNA CORP                         COM          125509109      205       3,813   SH         SOLE                 3,813              
CIMAREX ENERGY                     COM          171798101      191       4,500   SH         SOLE                 4,500              
CINCINATTI BELL CORP               COM          171871106       65      13,600   SH         SOLE                13,600              
CINCINNATI FINANCIAL CORP          COM          172062101       90       2,288   SH         SOLE                 2,288              
CINTAS CORP COM                    COM          172908105       64       1,900   SH         SOLE                 1,900              
CIRCOR INTERNATIONAL INC           COM          17273K109      389       8,393   SH         SOLE                 8,393              
CIRCUIT CITY GROUP                 COM          172737108        9       2,046   SH         SOLE                 2,046              
CISCO SYSTEMS                      COM          17275R102    2,288      84,504   SH         SOLE                84,504              
CIT GROUP  INC                     COM          125581108       84       3,511   SH         SOLE                 3,511              
CITADEL BROADCASTING CORP          COM          17285T106      330     160,415   SH         SOLE               160,415              
CITIGROUP INC                      COM          172967101    2,086      70,852   SH         SOLE                70,852              
CITIZENS COMMUNICATIONS            COM          17453B101    2,814     221,047   SH         SOLE               221,047              
CITRIX SYSTEMS INC                 COM          177376100      103       2,700   SH         SOLE                 2,700              
CITY NATIONAL CORP                 COM          178566105      131       2,200   SH         SOLE                 2,200              
CLEAR CHANNEL COMMUNICATIONS       COM          184502102      240       6,950   SH         SOLE                 6,950              
CLECO CORP                         COM          12561W105      140       5,031   SH         SOLE                 5,031              
CLEVELAND CLIFFS INC COM           COM          185896107      598       5,931   SH         SOLE                 5,931              
CLOROX CORP                        COM          189054109      134       2,058   SH         SOLE                 2,058              
CLOUGH GLOBAL ALLOCATION FUND  COM SHS BEN IN   18913Y103      486      22,709   SH         SOLE                22,709              
CLOUGH GLOBAL EQUITY FUND          COM          18914C100    1,041      49,610   SH         SOLE                49,610              
CLOUGH GLOBAL                                                                                                                       
  OPPORTUNITIES FUND             SH BEN INT     18914E106    6,104     322,286   SH         SOLE               322,286              
CME GROUP INC                      COM          12572Q105      521         760   SH         SOLE                   760              
CMGI INC                           COM NEW      125750307       13       1,000   SH         SOLE                 1,000              
CMS ENERGY CORP                    COM          125896100       53       3,025   SH         SOLE                 3,025              
CNH GLOBAL NV                      SHS NEW      N20935206      441       6,704   SH         SOLE                 6,704              
CNOOC LTD ADS                   SPONORED ADR    126132109      487       2,909   SH         SOLE                 2,909              
COACH INC                          COM          189754104      156       5,100   SH         SOLE                 5,100              
COCA COLA CO                       COM          191216100    1,691      27,558   SH         SOLE                27,558              
COCA COLA ENTERPRISES INC COM      COM          191219104      104       4,001   SH         SOLE                 4,001              
COGENT COMMUNICATIONS GROUP        COM NEW      19239V302       66       2,787   SH         SOLE                 2,787              
COGNIZANT TECHNOLOGY                                                                                                                
  SOLUTIONS                        CL A         192446102      136       4,000   SH         SOLE                 4,000              
COHEN & STEERS DIVIDEND                                                                                                             
  MAJORS FUND  INC                 COM          19248G106    1,486      88,193   SH         SOLE                88,193              
COHEN & STEERS                                                                                                                      
  PRE COM USD0001                  COM          19247V104      564      38,362   SH         SOLE                38,362              
COHEN & STEERS QUALITY INCOME                                                                                                       
  REALTY FUND INCORP               COM          19247L106      585      40,277   SH         SOLE                40,277              
COHEN & STEERS REIT AND                                                                                                             
  PREFERED INCOME FUND INC         COM          19247X100      428      22,670   SH         SOLE                22,670              
COHEN & STEERS REIT AND                                                                                                             
  UTILITY INCOME FUND INC          COM          19247Y108    9,447     469,736   SH         SOLE               469,736              
COHEN & STEERS SELECT                                                                                                               
  UTILITY FUND INC                 COM          19248A109    1,018      37,015   SH         SOLE                37,015              
COHEN & STEERS WORLDWIDE                                                                                                            
  REALTY INCOME FUND  INC          COM          19248J100      806      50,358   SH         SOLE                50,358              
COLDWATER CREEK INC                COM          193068103       21       3,200   SH         SOLE                 3,200              
COLGATE-PALMOLIVE CO               COM          194162103      547       7,014   SH         SOLE                 7,014              
COLLECTIVE BRANDS INC              COM          19421W100      183      10,548   SH         SOLE                10,548              
COLONIAL BANCGROUP                 COM          195493309      116       8,600   SH         SOLE                 8,600              
COLONIAL PROPERTIES TRUST      COM SH BEN INT   195872106      754      33,299   SH         SOLE                33,299              
COLUMBIA BANCORP                   COM          197231103      244      14,749   SH         SOLE                14,749              
COLUMBIA BANKING SYSTEMS INC       COM          197236102      280       9,408   SH         SOLE                 9,408              
COMCAST CORP                       CL A         20030N101   30,194   1,653,577   SH         SOLE             1,653,577              
COMERICA INC COM                   COM          200340107      134       3,088   SH         SOLE                 3,088              
COMMERCE BANCORP INC NJ            COM          200519106      103       2,700   SH         SOLE                 2,700              
COMMERICIAL METALS                 COM          201723103      472      16,091   SH         SOLE                16,091              
COMMSCOPE INC                      COM          203372107      212       4,307   SH         SOLE                 4,307              
COMMUNITY BANCORP                  COM          20343T100      241      13,861   SH         SOLE                13,861              
COMMUNITY HEALTH SYSTEMS           COM          203668108      192       5,200   SH         SOLE                 5,200              
COMMUNITY VALLEY BANCORP           COM          20415P101      232      22,981   SH         SOLE                22,981              
COMPANHIA DE BEBIDAS DAS        SPON ADR PFD    20441W203    1,036      14,586   SH         SOLE                14,586              
COMPANHIA DE SANEAMENTO                                                                                                             
  BASICO DO ESTADO DE SAO       SPONSORED ADR   20441A102      847      18,027   SH         SOLE                18,027              
COMPANHIA VALE DO RIO DOCE      SPONSORED ADR   204412209      920      28,162   SH         SOLE                28,162              
COMPANIA DE MINAS                                                                                                                   
  BUENAVENTURA SA SER B                                                                                                             
  SPON ADR                      SPONSORED ADR   204448104      184       3,248   SH         SOLE                 3,248              
COMPANIA DE                                                                                                                         
  TELECOMUNICACIONES DE                                                                                                             
  CHILE SPON ADR                SPON ADR NEW    204449300      325      43,529   SH         SOLE                43,529              
COMPANIA ENERGETICA DE MINAS   SP ADR N-V PFD   204409601    1,382      74,847   SH         SOLE                74,847              
COMPASS MINERALS                                                                                                                    
  INTERNATIONAL  INC               COM          20451N101    4,944     120,607   SH         SOLE               120,607              
COMPUTER ASSOCIATES                                                                                                                 
  INTERNATIONAL INC                COM          12673P105      136       5,437   SH         SOLE                 5,437              
COMPUTER SCIENCES CORP             COM          205363104      122       2,462   SH         SOLE                 2,462              
COMPUWARE CORP                     COM          205638109       35       3,964   SH         SOLE                 3,964              
COMSYS IT PARTNERS INC             COM          20581E104      177      11,190   SH         SOLE                11,190              
CONAGRA FOODS INC                  COM          205887102      191       8,013   SH         SOLE                 8,013              
CONNECTICUT WATER SERVICE          COM          207797101      885      37,536   SH         SOLE                37,536              
CONOCOPHILLIPS                     COM          20825C104    5,552      62,877   SH         SOLE                62,877              
CONSECO 40/86                                                                                                                       
  STRAGETIC INCOME               SH BEN INT     349739102      799      90,191   SH         SOLE                90,191              
CONSOLIDATED EDISON INC            COM          209115104    1,107      22,664   SH         SOLE                22,664              
CONSOLIDATED ENERGY                COM          20854P109    1,887      26,379   SH         SOLE                26,379              
CONSOLIDATED GRAPHICS INC          COM          209341106       56       1,162   SH         SOLE                 1,162              
CONSOLIDATED WATERCO INC           ORD          G23773107      717      28,479   SH         SOLE                28,479              
CONSTELLATION BRANDS               CL A         21036P108       63       2,650   SH         SOLE                 2,650              
CONSTELLATION ENERGY GROUP         COM          210371100      701       6,841   SH         SOLE                 6,841              
CONSUMER STAPLES SPDR          SBI CONS STPLS   81369Y308        2          66   SH         SOLE                    66              
CONTINENTAL AIRLINES  INC                                                                                                           
  CLASS BCOMMON STOCK              CL B         210795308       89       3,983   SH         SOLE                 3,983              
CONVERGYS CORP                     COM          212485106       30       1,800   SH         SOLE                 1,800              
CON-WAY INC                        COM          205944101      104       2,500   SH         SOLE                 2,500              
COOPER INDS LTD                    CL A         G24182100      137       2,588   SH         SOLE                 2,588              
COPART INCORPORATED                COM          217204106      162       3,800   SH         SOLE                 3,800              
CORE LABORATORIES NV               COM          N22717107    1,342      10,763   SH         SOLE                 6,283         4,480
CORINTHIAN COLLEGES INC            COM          218868107       71       4,600   SH         SOLE                 4,600              
CORN PRODUCTS INTL                 COM          219023108      151       4,100   SH         SOLE                 4,100              
CORNELL COMPANIES INC              COM          219141108       67       2,855   SH         SOLE                 2,855              
CORNING INCORPORATED               COM          219350105      528      22,020   SH         SOLE                22,020              
CORPORATE EXECUTIVE                COM          21988R102      114       1,900   SH         SOLE                 1,900              
CORPORATE EXPRESS                  SPON ADR     21989G105      302      38,391   SH         SOLE                38,391              
CORRECTIONS CORP                                                                                                                    
  AMER NEW COM NEW                 COM NEW      22025Y407    2,132      72,272   SH         SOLE                50,433        21,839
CORVEL CORP                        COM          221006109      110       4,798   SH         SOLE                 4,798              
COSTCO WHOLESALE CORP              COM          22160K105      419       6,012   SH         SOLE                 6,012              
COUNTRYWIDE FINANCIAL CORP         COM          222372104      133      15,096   SH         SOLE                15,096              
COUSINS PPTYS INC                  COM          222795106       96       4,400   SH         SOLE                 4,400              
COVAD COMMUNICATIONS                                                                                                                
  GROUP  INC                       COM          222814204       23      27,084   SH         SOLE                27,084              
COVANCE INC                        COM          222816100    1,127      13,011   SH         SOLE                13,011              
COVENTRY HEALTH CARE GROUP         COM          222862104      127       2,150   SH         SOLE                 2,150              
COVIDIEN LTD                       COM          G2552X108      308       6,943   SH         SOLE                 6,943              
COWLITZ BANCORP                    COM          223767104      235      20,113   SH         SOLE                20,113              
CPFL ENERGIA                    SPONSORED ADR   126153105      267       4,712   SH         SOLE                 4,712              
CPI CORP                           COM          125902106       78       3,317   SH         SOLE                 3,317              
CRANE COMPANY                      COM          224399105      120       2,800   SH         SOLE                 2,800              
CREDIT SUISSE ASSET MGMT  INC      COM          224916106    2,235     624,461   SH         SOLE               624,461              
CREDIT SUISSE GROUP             SPONSORED ADR   225401108        8         131   SH         SOLE                   131              
CREDIT SUISSE HIGH YIELD                                                                                                            
  BOND FUND                      SH BEN INT     22544F103    1,618     487,429   SH         SOLE               487,429              
CREE INC                           COM          225447101      325      11,831   SH         SOLE                11,831              
CROSSTEX ENERGY INC                COM          22765Y104    3,657      98,200   SH         SOLE                98,200              
CROWN HOLDINGS INC                 COM          228368106      174       6,777   SH         SOLE                 6,777              
CRYPTOLOGIC LIMITED                SHS          G3159C109       53       3,024   SH         SOLE                 3,024              
CSG SYSTEMS                        COM          126349109       28       1,900   SH         SOLE                 1,900              
CSX CORP                           COM          126408103      794      18,057   SH         SOLE                 6,157        11,900
CTRIPCOM                           ADR          22943F100      508       8,837   SH         SOLE                 8,837              
CULLEN/FROST BANKERS               COM          229899109      162       3,200   SH         SOLE                 3,200              
CUMMINS INC                        COM          231021106    1,012       7,942   SH         SOLE                 7,942              
CURTISS WRIGHT CORP                COM          231561101      386       7,689   SH         SOLE                 7,689              
CVS CORP                           COM          126650100      820      20,618   SH         SOLE                20,618              
CYPRESS SEMICONDUCTER                                                                                                               
  CORP COM                         COM          232806109    1,271      35,266   SH         SOLE                35,266              
CYTEC IND INC                      COM          232820100      171       2,773   SH         SOLE                 2,773              
DA VITA INC                        COM          23918K108      668      11,856   SH         SOLE                11,856              
DAIMLER AG                         REG SHS      D1668R123    1,069      11,181   SH         SOLE                11,181              
DANAHER CORP COMMON                COM          235851102      878      10,005   SH         SOLE                10,005              
DANAOS CORPORATIOXN                SHS          Y1968P105      441      16,699   SH         SOLE                16,699              
DARDEN RESTAURANTS                 COM          237194105       57       2,049   SH         SOLE                 2,049              
DEAN FOODS (NEW)                   COM          242370104       47       1,800   SH         SOLE                 1,800              
DEERE & CO                         COM          244199105    2,443      26,240   SH         SOLE                21,590         4,650
DELAWARE ENHANCED GLOBAL                                                                                                            
  DIV AND INCOME FUND              COM          246060107      901      59,336   SH         SOLE                59,336              
DELAWARE INV GLB DIV&INC FD        COM          245916101       35       3,546   SH         SOLE                 3,546              
DELAWARE INVESTMENTS                                                                                                                
  DIVIDEND & INCOME FUND INC       COM          245915103      947      90,526   SH         SOLE                90,526              
DELEK US HOLDINGS INC              COM          246647101      241      11,902   SH         SOLE                11,902              
DELL INC                           COM          24702R101      767      31,283   SH         SOLE                31,283              
DELUXE CORPORATION                 COM          248019101    1,565      47,574   SH         SOLE                47,574              
DENBURY RESOURCES                  COM NEW      247916208      399      13,400   SH         SOLE                13,400              
DENNYS CORP                        COM          24869P104      164      43,721   SH         SOLE                43,721              
DENTSPLY INTL INC NEW COM          COM          249030107      374       8,300   SH         SOLE                 8,300              
DEVELOPERS DIVERS RELTY CORP       COM          251591103      166       4,331   SH         SOLE                 4,331              
DEVON ENERGY CORP NEW              COM          25179M103    2,223      25,012   SH         SOLE                19,407         5,605
DEVRY INC                          COM          251893103      171       3,300   SH         SOLE                 3,300              
DIAGEO PLC - SPON ADR           SPON ADR NEW    25243Q205      960      11,180   SH         SOLE                11,180              
DIAMOND FOODS INC                  COM          252603105      124       5,788   SH         SOLE                 5,788              
DIAMOND OFFSHORE DRILLING INC      COM          25271C102    3,806      26,797   SH         SOLE                26,797              
DIAMONDROCK HOSPITALITY                                                                                                             
  COMPANY                          COM          252784301       50       3,326   SH         SOLE                 3,326              
DIAMONDS TRUST SERIES I           UNIT SER 1    252787106        3          22   SH         SOLE                    22              
DIANA SHIPPING INC                 COM          Y2066G104      713      22,668   SH         SOLE                22,668              
DICK'S SPORTING GOODS              COM          253393102      156       5,628   SH         SOLE                 5,628              
DIEBOLD INC                        COM          253651103    1,121      38,673   SH         SOLE                38,673              
DIGITAL REALTY TRUST               COM          253868103      122       3,184   SH         SOLE                 3,184              
DIGITAL RIVER                      COM          25388B104       73       2,200   SH         SOLE                 2,200              
DILLARD INC                        CL A         254067101       15         810   SH         SOLE                   810              
DIRECTV GROUP INC                  COM          25459L106      231      10,000   SH         SOLE                10,000              
DISCOVER FINANCIAL SERVICE         COM          254709108      101       6,711   SH         SOLE                 6,711              
DNP SELECT INCOME FUND INC         COM          23325P104       34       3,177   SH         SOLE                 3,177              
DOLBY LABORATORIES INC             COM          25659T107    1,546      31,097   SH         SOLE                31,097              
DOLLAR TREE STORES                 COM          256747106      172       6,649   SH         SOLE                 6,649              
DOMINION RESOURSES INC/VA          COM          25746U109      385       8,110   SH         SOLE                 8,110              
DONALDSON CO INC COM               COM          257651109      181       3,900   SH         SOLE                 3,900              
DONNELLEY RR & SONS CO             COM          257867101    1,354      35,890   SH         SOLE                35,890              
DOUBLE HULL TANKERS INC            COM          Y21110104      447      36,542   SH         SOLE                36,542              
DOVER CORP                         COM          260003108      128       2,781   SH         SOLE                 2,781              
DOW 30 PREMIUM & DIVIDEND                                                                                                           
  INCOME FUND INC                  COM          260582101    3,739     208,739   SH         SOLE               208,739              
DOW CHEMICAL CO                    COM          260543103    1,759      44,613   SH         SOLE                44,613              
DPL INC                            COM          233293109      184       6,200   SH         SOLE                 6,200              
DR HORTON                          COM          23331A109      697      52,905   SH         SOLE                52,905              
DR REDDYS LABORATORIES LTD         ADR          256135203      353      19,424   SH         SOLE                19,424              
DREMAN/CLAYMORE DVD & INCOME       COM          26153R100    5,170     327,237   SH         SOLE               327,237              
DREYFUS HIGH YIELD                                                                                                                  
  STRATEGIES FUND                SH BEN INT     26200S101    7,216   1,929,406   SH         SOLE             1,929,406              
DREYFUS STRAT MUN COM USD0001      COM          261932107    1,538     187,087   SH         SOLE               187,087              
DREYFUS STRATEGIC MUNI                                                                                                              
  BOND FUND INC                    COM          26202F107    1,480     188,960   SH         SOLE               188,960              
DREYUS MUN INCOME INC COM          COM          26201R102      936     112,309   SH         SOLE               112,309              
DRS TECHNOLOGIES                   COM          23330X100      125       2,300   SH         SOLE                 2,300              
DRYSHIPS INC                       SHS          Y2109Q101      668       8,632   SH         SOLE                 8,632              
DST SYSTEMS INC                    COM          233326107      231       2,800   SH         SOLE                 2,800              
DTE ENERGY CO HLDGS                COM          233331107      190       4,324   SH         SOLE                 4,324              
DU PONT (EI) DE NEMOURS & CO       COM          263534109      922      20,913   SH         SOLE                20,913              
DUCOMMUN INC                       COM          264147109      139       3,655   SH         SOLE                 3,655              
DUKE ENERGY                        COM          26441C105    2,850     141,293   SH         SOLE               141,293              
DUKE REALITY CORP                  COM NEW      264411505      272      10,415   SH         SOLE                10,415              
DUN & BRADSTREET CORP (NEW)        COM          26483E100      284       3,200   SH         SOLE                 3,200              
DWS DREMAN VALUE INCOME                                                                                                             
  EDGE FUND INC                    COM          23339M105    2,641     191,505   SH         SOLE               191,505              
DWS GLOBAL HIGH INCOME FUND        COM          23338W104      934     107,053   SH         SOLE               107,053              
DWS HIGH INCOME TRUST              SHS          23337C109      841     175,131   SH         SOLE               175,131              
DWS MULTI-MARKET INCOME TRUST      SHS          23338L108    1,513     172,965   SH         SOLE               172,965              
DWS MUNICIPAL INCOME TRUST         COM          23338M106      390      36,796   SH         SOLE                36,796              
DWS RREEF REAL ESTATE FUND II      COM          23338X102    3,994     309,615   SH         SOLE               309,615              
DWS RREEF REAL ESTATE                                                                                                               
  FUND INC                         COM          233384106    1,142      64,799   SH         SOLE                64,799              
DWS RREEF WORLD REAL ESTATE                                                                                                         
  & TACTICAL STRATEGIE             COM          23339T100    1,084      76,726   SH         SOLE                76,726              
DWS STRATEGIC INCOME TRUST         SHS          23338N104      314      27,053   SH         SOLE                27,053              
DWS STRATEGIC                                                                                                                       
  MUNICIPAL INCOME                 COM          23338T101    1,291     120,569   SH         SOLE               120,569              
DXP ENTERPRISE                     COM NEW      233377407      359       7,699   SH         SOLE                 7,699              
DYCOM INDUSTRIES  INC              COM          267475101      328      12,319   SH         SOLE                12,319              
DYNCORP INTERNATIONAL INC-A        CL A         26817C101      416      15,459   SH         SOLE                15,459              
DYNEGY INC                         CL A         26817G102       49       6,800   SH         SOLE                 6,800              
E*TRADE FINANCIAL CORP             COM          269246104       42      11,707   SH         SOLE                11,707              
EAGLE BULK SHIPPING INC            COM          Y2187A101      578      21,785   SH         SOLE                21,785              
EASTMAN CHEMICAL CO                COM          277432100      276       4,510   SH         SOLE                 4,510              
EASTMAN KODAK COMPANY              COM          277461109       87       3,990   SH         SOLE                 3,990              
EATON CORP                         COM          278058102      364       3,753   SH         SOLE                 3,753              
EATON VANCE                        COM          27827X101      276      19,578   SH         SOLE                19,578              
EATON VANCE                      COM NON VTG    278265103      309       6,800   SH         SOLE                 6,800              
EATON VANCE CALIF MUN                                                                                                               
  INCOME SH BEN  INT             SH BEN INT     27826F101      286      21,548   SH         SOLE                21,548              
EATON VANCE ENHANCED                                                                                                                
  EQUITY INCOME FUND               COM          278274105    2,805     154,352   SH         SOLE               154,352              
EATON VANCE ENHANCED                                                                                                                
  EQUITY INCOME FUND II            COM          278277108    2,559     144,186   SH         SOLE               144,186              
EATON VANCE FLOAT RT INC TR        COM          278279104    1,760     112,767   SH         SOLE               112,767              
EATON VANCE INS NJ COM USD001      COM          27828R103      263      18,686   SH         SOLE                18,686              
EATON VANCE INS NY COM USD001      COM          27828T109       52       3,867   SH         SOLE                 3,867              
EATON VANCE INSD C COM USD001      COM          27828A100    1,727     126,642   SH         SOLE               126,642              
EATON VANCE INSD C COM USD001      COM          27828C106      226      17,242   SH         SOLE                17,242              
EATON VANCE INSURED MUNI                                                                                                            
  BOND FUND II                     COM          27827K109      371      27,249   SH         SOLE                27,249              
EATON VANCE INSURED NEW YORK                                                                                                        
  MUNICIPAL BOND FUND              COM          27827Y109    1,408     103,222   SH         SOLE               103,222              
EATON VANCE LIMITED                                                                                                                 
  DURATION INCOME FUND             COM          27828H105      628      42,065   SH         SOLE                42,065              
EATON VANCE MUNI INCOME                                                                                                             
  TRUST  SH BEN INT              SH BEN INT     27826U108    1,399     102,004   SH         SOLE               102,004              
EATON VANCE NEW YORK                                                                                                                
  MUNICIPAL INCOME TRUST         SH BEN INT     27826W104      785      57,748   SH         SOLE                57,748              
EATON VANCE NJ SHS BEN                                                                                                              
  INTEREST USD001                SH BEN INT     27826V106      324      25,232   SH         SOLE                25,232              
EATON VANCE SENIOR                                                                                                                  
  INCOME FUND                    SH BEN INT     27826S103    2,797     391,732   SH         SOLE               391,732              
EATON VANCE SHORT DURATION                                                                                                          
  DIVERSIFIED INCOME FU            COM          27828V104    7,557     471,416   SH         SOLE               471,416              
EATON VANCE SR FLTG RATE FUND      COM          27828Q105    3,353     216,854   SH         SOLE               216,854              
EATON VANCE T/M BUY WRITE OP       COM          27828Y108    4,102     241,881   SH         SOLE               241,881              
EATON VANCE TAX ADVANTAGED                                                                                                          
  DIVIDEND INCOME                  COM          27828G107    2,298      82,626   SH         SOLE                82,626              
EATON VANCE TAX ADVANTAGED                                                                                                          
  GLOBAL DIV INC                   COM          27828S101    2,993     110,801   SH         SOLE               110,801              
EATON VANCE TAX ADVANTAGED                                                                                                          
  GLOBAL DIV OPPORTUNIT            COM          27828U106    3,351      99,032   SH         SOLE                99,032              
EATON VANCE TAX MANAGED                                                                                                             
  GLOBAL BUY RIGHT OPPORTU         COM          27829C105   24,483   1,410,332   SH         SOLE             1,410,332              
EATON VANCE TAX-MANAGED                                                                                                             
  BUY-WRITE INCOME FUND            COM          27828X100    2,199     126,167   SH         SOLE               126,167              
EATON VANCE TAX-MANAGED DIV        COM          27828N102    3,640     218,995   SH         SOLE               218,995              
EATON VANCE TAX-MANAGED                                                                                                             
  GLOBAL DIVERSIFIED EQUIT         COM          27829F108      426      25,785   SH         SOLE                25,785              
EBAY INC                           COM          278642103      524      15,800   SH         SOLE                15,800              
ECHELON CORP                       COM          27874N105      200       9,701   SH         SOLE                 9,701              
ECOLAB INC                         COM          278865100    1,677      32,746   SH         SOLE                32,746              
EDISON INT'L                       COM          281020107      399       7,472   SH         SOLE                 7,472              
EDWARDS LIFESCIENCES CP            COM          28176E108      143       3,100   SH         SOLE                 3,100              
EINSTEIN NOAH                                                                                                                       
  RESTAURANT GROUP                 COM          28257U104      313      17,220   SH         SOLE                17,220              
EL PASO CORPORATION                COM          28336L109      168       9,726   SH         SOLE                 9,726              
ELECTRONIC ARTS                    COM          285512109      257       4,400   SH         SOLE                 4,400              
ELECTRONIC DATA SYSTEM             COM          285661104      149       7,170   SH         SOLE                 7,170              
ELI LILLY CORP                     COM          532457108    3,723      69,736   SH         SOLE                69,736              
ELLSWORTH CONV GRWCOM USD001       COM          289074106      194      23,800   SH         SOLE                23,800              
EMBARQ CORP                        COM          29078E105    2,260      45,624   SH         SOLE                45,624              
EMC CORP MASS                      COM          268648102      542      29,224   SH         SOLE                29,224              
EMCOR GROUP                        COM          29084Q100    1,439      60,902   SH         SOLE                60,902              
EMERGENCY MEDICAL SERVICES-A       CL A         29100P102      531      18,131   SH         SOLE                18,131              
EMERSON ELEC CO                    COM          291011104    3,076      54,294   SH         SOLE                47,784         6,510
EMPIRE DIST ELEC CO                COM          291641108      284      12,475   SH         SOLE                12,475              
EMPRESA NACIONAL DE                                                                                                                 
  ELECTRICIDAD SA - ADR         SPONSORED ADR   29244T101      120       3,182   SH         SOLE                 3,182              
EMS TECHNOLOGIES INC               COM          26873N108       20         664   SH         SOLE                   664              
ENCORE ACQUISITION                 COM          29255W100      100       3,000   SH         SOLE                 3,000              
ENDO PHARMACEUICALS                                                                                                                 
  HOLDINGS  INC                    COM          29264F205      195       7,300   SH         SOLE                 7,300              
ENEL SPA ADS                       ADR          29265W108    2,467      41,770   SH         SOLE                41,770              
ENERGEN CORP                       COM          29265N108      250       3,900   SH         SOLE                 3,900              
ENERGIZER HOLDINGS INC             COM          29266R108      584       5,210   SH         SOLE                 5,210              
ENERGY CONVERSION DEVICES          COM          292659109      165       4,902   SH         SOLE                 4,902              
ENERGY EAST                        COM          29266M109    2,666      97,971   SH         SOLE                97,971              
ENERGY INCOME AND GROWTH FD        COM          292697109      670      27,306   SH         SOLE                27,306              
ENERGY SELECT SECTOR SPDR      SBI INT-ENERGY   81369Y506       14         179   SH         SOLE                   179              
ENERPLUS RESOURCES FUND         UNIT TR G NEW   29274D604    9,716     242,601   SH         SOLE               242,601              
ENHANCED S&P 500                                                                                                                    
  COVERED CALL FUND INC            COM          29332W107   14,189     827,340   SH         SOLE               827,340              
ENI SPA                         SPONSORED ADR   26874R108    2,271      31,348   SH         SOLE                31,348              
ENSCO INTERNATIONAL                COM          26874Q100      117       1,970   SH         SOLE                 1,970              
ENTERCOM COMMUNICATIONS            CL A         293639100      880      64,254   SH         SOLE                64,254              
ENTERGY CORP                       COM          29364G103      317       2,654   SH         SOLE                 2,654              
ENTERRA ENERGY TR TR UNIT                                                                                                           
  ISIN#CA29381P1027                TR UNIT      29381P102        5       3,200   SH         SOLE                 3,200              
EOG RESOURCES INC                  COM          26875P101      312       3,500   SH         SOLE                 3,500              
EQUIFAX INC                        COM          294429105       65       1,789   SH         SOLE                 1,789              
EQUITABLE RESOURCES INC            COM          294549100      519       9,732   SH         SOLE                 9,732              
EQUITY ONE                         COM          294752100      315      13,730   SH         SOLE                13,730              
EQUITY RESIDENTIAL               SH BEN INT     29476L107      255       6,979   SH         SOLE                 6,979              
ESCO TECHNOLOGIES INC              COM          296315104      160       4,008   SH         SOLE                 4,008              
ESLR                               COM          30033R108      173      10,010   SH         SOLE                10,010              
ESSEX PROPERTY TRUST               COM          297178105       24         244   SH         SOLE                   244              
EUROSEAS  LTD                      COM NEW      Y23592200      504      40,657   SH         SOLE                40,657              
EVEREST RE GROUP LTD               COM          G3223R108      351       3,500   SH         SOLE                 3,500              
EVERGREEN INC ADVANTAGE FUND       COM SHS      30023Y105    7,391     655,240   SH         SOLE               655,240              
EVERGREEN INTERNATIONAL                                                                                                             
  BALANCED INCOME FUND             COM          30024R109    8,239     406,845   SH         SOLE               406,845              
EVERGREEN MANAGED INCOME FUND      COM SHS      30024Y104    5,110     325,091   SH         SOLE               325,091              
EVERGREEN UTILITIES AND                                                                                                             
  HIGH INCOME FUND                 COM          30034Q109      945      33,842   SH         SOLE                33,842              
EW SCRIPPS                         CL A         811054204       56       1,250   SH         SOLE                 1,250              
EXELON CORP                        COM          30161N101      747       9,146   SH         SOLE                 9,146              
EXIDE TECHNOLOGIES WT                                                                                                               
  EXP 12/31/11                *W EXP 05/05/201  302051123        5       8,095   SH         SOLE                 8,095              
EXPEDIA INC                        COM          30212P105       92       2,900   SH         SOLE                 2,900              
EXPEDITORS INTERNATIONAL                                                                                                            
  OF WASHINGTON INC                COM          302130109      134       3,000   SH         SOLE                 3,000              
EXPRESS SCRIPTS                    COM          302182100      377       5,170   SH         SOLE                 5,170              
EXTERRAN HOLDINGS INC              COM          30225X103      293       3,582   SH         SOLE                 3,582              
EXXON MOBIL CORP                   COM          30231G102    7,155      76,370   SH         SOLE                76,370              
F5 NETWORKS INC                    COM          315616102      131       4,600   SH         SOLE                 4,600              
FAIR ISAAC CORPORATION             COM          303250104       90       2,800   SH         SOLE                 2,800              
FAIRCHILD SEMICONDUCTOR                                                                                                             
  INTL COMMON                      COM          303726103       98       6,800   SH         SOLE                 6,800              
FAIRFAX FINANCIAL                                                                                                                   
  HOLDINGS LTD                     SUB VTG      303901102       23          79   SH         SOLE                    79              
FAIRPOINT COMMUNICATIONS INC       COM          305560104      162      12,451   SH         SOLE                12,451              
FAMILY DLR STORES INC              COM          307000109       37       1,900   SH         SOLE                 1,900              
FASTENAL COMPANY                   COM          311900104      279       6,900   SH         SOLE                 6,900              
FEDERAL NATL MTG ASSN COM          COM          313586109      612      15,445   SH         SOLE                15,445              
FEDERAL REALTY                                                                                                                      
  INVESTMENT TRUST             SH BEN INT NEW   313747206      255       3,100   SH         SOLE                 3,100              
FEDERAL SIGNAL CORP                COM          313855108       29       2,600   SH         SOLE                 2,600              
FEDERATED INVESTORS INC  CL B      CL B         314211103       49       1,200   SH         SOLE                 1,200              
FEDERATED PREMIER                                                                                                                   
  INTERMEDIATE MUNICIPAL                                                                                                            
  INCOME                           COM          31423M105      525      42,244   SH         SOLE                42,244              
FEDERATED PREMIER SBI USD001       COM          31423P108    1,058      79,399   SH         SOLE                79,399              
FEDEX CORPORATION                  COM          31428X106      387       4,344   SH         SOLE                 4,344              
FELDMAN MALL PROPERTIES INC        COM          314308107       37      10,019   SH         SOLE                10,019              
FERRO CORPORATION                  COM          315405100      400      19,316   SH         SOLE                19,316              
FIDELITY NATIONAL                                                                                                                   
  INFORMATION SERVICES             COM          31620M106       96       2,300   SH         SOLE                 2,300              
FIDELITY NATIONAL TITLE                                                                                                             
  GROUP  INC                       CL A         31620R105      173      11,811   SH         SOLE                11,811              
FIDUCIARY/CLAYMORE DYNAMIC                                                                                                          
  EQUITY INCOME FUND               COM          31647T100    5,222     296,726   SH         SOLE               296,726              
FIDUCIARY/CLAYMORE MLP                                                                                                              
  OPPORTUNITY                      COM          31647Q106      819      39,229   SH         SOLE                39,229              
FIFTH THIRD BANCORP                COM          316773100      182       7,251   SH         SOLE                 7,251              
FINANCIAL FEDERAL CORP             COM          317492106       24       1,083   SH         SOLE                 1,083              
FINANCIAL SELECT SECTOR                                                                                                             
  SPDR FUND                     SBI INT-FINL    81369Y605        3          90   SH         SOLE                    90              
FIRST AMERICAN CORPORATION         COM          318522307      171       5,000   SH         SOLE                 5,000              
FIRST COMMUNITY BANCORP INC        COM          31983B101       58       1,400   SH         SOLE                 1,400              
FIRST HORIZON NATIONAL CORP        COM          320517105       31       1,700   SH         SOLE                 1,700              
FIRST INDUSTRIAL REALTY TR         COM          32054K103      700      20,238   SH         SOLE                20,238              
FIRST NIAGARA FINANCIAL                                                                                                             
  GROUP INC NEW                    COM          33582V108       70       5,800   SH         SOLE                 5,800              
FIRST REGIONAL BANCORP             COM          33615C101      240      12,688   SH         SOLE                12,688              
FIRST SOLAR  INC                   COM          336433107      170         636   SH         SOLE                   636              
FIRST TR ABERDEEN                                                                                                                   
  GLBL OPP  FUND                   COM SHS      337319107    6,568     397,105   SH         SOLE              #REF!                 
FIRST TR ENHANCED EQTY INC         COM          337318109   11,160     691,498   SH         SOLE               691,498              
FIRST TRUST ABERDEEN                                                                                                                
  EMERGING OPPORTUNITY FUND        COM          33731K102    5,877     301,381   SH         SOLE               301,381              
FIRST TRUST FOUR CRNS SR FLT       COM SHS      33733Q107      855      57,235   SH         SOLE                57,235              
FIRST TRUST STRAT H/I FUND         COM          337347108      583      48,539   SH         SOLE                48,539              
FIRST TRUST/FOUR CORNERS                                                                                                            
  SENIOR FLOATING RATE IN          COM          33733U108    3,289     219,246   SH         SOLE               219,246              
FIRSTENERGY CORP                   COM          337932107      310       4,291   SH         SOLE                 4,291              
FIRSTMERIT CORP                    COM          337915102       88       4,400   SH         SOLE                 4,400              
FIRSTSERVICE CORPORATION         SUB VTG SH     33761N109      254       8,327   SH         SOLE                 8,327              
FISERV INC COM                     COM          337738108      128       2,300   SH         SOLE                 2,300              
FLAHERTY & CRUMRINE PREFERRED      COM          338480106       11         930   SH         SOLE                   930              
FLAHERTY & CRUMRINE PREFERRED      COM          33848E106       11       1,181   SH         SOLE                 1,181              
FLAHERTY & CRUMRINE/CLAYMORE                                                                                                        
  TOTAL RETURN FUND                COM          338479108    1,734     102,738   SH         SOLE               102,738              
FLAHERTY&CRUMRINE/ CLAYMORE        COM SHS      338478100    3,538     218,926   SH         SOLE               218,926              
FLOWSERVE CORPORATION              COM          34354P105    4,789      49,782   SH         SOLE                42,622         7,160
FLUOR CORP                         COM          343412102      560       3,843   SH         SOLE                 3,843              
FMC CORP                           COM NEW      302491303    1,039      19,046   SH         SOLE                19,046              
FMC TECHNOLOGIES                   COM          30249U101      439       7,744   SH         SOLE                 7,744              
FOCUS MEDIA HOLDING LTD         SPONSORED ADR   34415V109      446       7,843   SH         SOLE                 7,843              
FOOT LOCKER INC                    COM          344849104      116       8,500   SH         SOLE                 8,500              
FORD MOTOR COMPANY(NEW)         COM PAR $0.01   345370860      197      29,268   SH         SOLE                29,268              
FORDING CANADIAN COAL TRUST        TR UNIT      345425102   17,132     443,843   SH         SOLE               443,843              
FOREST LABORATORIES                                                                                                                 
  INC COMMON                       COM          345838106      160       4,400   SH         SOLE                 4,400              
FOREST OIL CORP                 COM PAR $0.01   346091705      244       4,800   SH         SOLE                 4,800              
FORESTAR REAL ESTATE GROUP         COM          346233109       33       1,404   SH         SOLE                 1,404              
FORTUNE BRANDS INC                 COM          349631101      155       2,147   SH         SOLE                 2,147              
FOSTER WHEELER LTD                 SHS NEW      G36535139    1,269       8,186   SH         SOLE                 8,186              
FOUNDRY NETWORKS                   COM          35063R100      145       8,300   SH         SOLE                 8,300              
FPL GROUP INC                      COM          302571104      537       7,941   SH         SOLE                 7,941              
FRANKLIN ELECTRIC CO INC           COM          353514102      506      13,223   SH         SOLE                13,223              
FRANKLIN RES INC COM               COM          354613101      261       2,277   SH         SOLE                 2,277              
FRANKLIN STREET PROPERTIES         COM          35471R106      213      14,507   SH         SOLE                14,507              
FRANKLIN TEMPLETON                                                                                                                  
  COM USD000001                    COM          35472T101    4,691     405,465   SH         SOLE               405,465              
FREDDIE MAC                        COM          313400301      342      10,198   SH         SOLE                10,198              
FREEPORT MCMORAN                                                                                                                    
  COPPER & GOLD INC                COM          35671D857   11,038     107,757   SH         SOLE               101,827         5,930
FRESH DEL MONTE PRODUCE INC        ORD          G36738105       23         683   SH         SOLE                   683              
FRIEDMAN BILLINGS                                                                                                                   
  CLASS'A'COM USD001 (REIT)        CL A         358434108       13       4,042   SH         SOLE                 4,042              
FRIEDMAN INDUSTRIES                COM          358435105      308      48,513   SH         SOLE                48,513              
FRONTIER OIL                       COM          35914P105      635      15,640   SH         SOLE                15,640              
FRONTLINE LTD                      SHS          G3682E127      596      12,423   SH         SOLE                12,423              
FSTR                               COM          350060109    1,149      22,218   SH         SOLE                22,218              
FUELCELL ENERGY                    COM          35952H106      139      14,052   SH         SOLE                14,052              
FURMANITE CORP                     COM          361086101      611      51,775   SH         SOLE                51,775              
FURNITURE BRANDS                                                                                                                    
  INTERNATIONAL INC                COM          360921100       26       2,600   SH         SOLE                 2,600              
GABELLI CONV & INCOME SEC       CONV SECS FD    36240B109      342      44,627   SH         SOLE                44,627              
GABELLI DIV AND INC TRUST          COM          362397101    2,008     216,337   SH         SOLE               216,337              
GABELLI DIV AND INC TRUST          COM          36242H104    7,112     343,891   SH         SOLE               343,891              
GABELLI GLOBAL DEAL FUND           COM SBI      36245G103      420      26,341   SH         SOLE                26,341              
GALLAGHER (ARTHUR J)               COM          363576109      123       5,100   SH         SOLE                 5,100              
GAMESTOP CORP                      CL A         36467W109      387       6,224   SH         SOLE                 6,224              
GANDER MOUNTAIN CO                 COM          36471P108      127      25,682   SH         SOLE                25,682              
GANNETT INC                        COM          364730101      126       3,228   SH         SOLE                 3,228              
GAP INC                            COM          364760108      137       6,461   SH         SOLE                 6,461              
GARMIN LTD                         ORD          G37260109    1,798      18,539   SH         SOLE                15,539         3,000
GARTNER GROUP INC                  COM          366651107       67       3,800   SH         SOLE                 3,800              
GATX CORP COM                      COM          361448103       95       2,600   SH         SOLE                 2,600              
GENCO SHIPPING & TRADING LTD       SHS          Y2685T107      583      10,648   SH         SOLE                10,648              
GENERAL CABL                       COM          369300108      359       4,903   SH         SOLE                 4,903              
GENERAL DYNAMICS CORP              COM          369550108    1,953      21,945   SH         SOLE                21,945              
GENERAL ELECTRIC CO                COM          369604103    8,169     220,379   SH         SOLE               206,349        14,030
GENERAL GROWTH PROPERTIES          COM          370021107      172       4,168   SH         SOLE                 4,168              
GENERAL MARITIME CORP              SHS          Y2692M103      856      35,025   SH         SOLE                35,025              
GENERAL MILLS INC                  COM          370334104      270       4,736   SH         SOLE                 4,736              
GENERAL MOTORS                     COM          370442105      561      22,520   SH         SOLE                22,520              
GEN-PROBE INC                      COM          36866T103      182       2,900   SH         SOLE                 2,900              
GENTEX CORPORATION                 COM          371901109      140       7,900   SH         SOLE                 7,900              
GENUINE PARTS CO                   COM          372460105      108       2,331   SH         SOLE                 2,331              
GENWORTH FINANCIAL                 CL A         37247D106      148       5,800   SH         SOLE                 5,800              
GENZYME CORP GENERAL                                                                                                                
  DIVISION COM STK                 COM          372917104      275       3,700   SH         SOLE                 3,700              
GEO GROUP INC                      COM          36159R103      501      17,890   SH         SOLE                17,890              
GERDAU AMERISTEEL CORP             COM          37373P105    1,918     134,884   SH         SOLE               134,884              
GERDAU SA (ADR)                 SPONSORED ADR   373737105    3,819     131,636   SH         SOLE               131,636              
GERMAN AMERICAN BANCORP            COM          373865104      269      21,117   SH         SOLE                21,117              
GETTY IMAGES INC                   COM          374276103       75       2,600   SH         SOLE                 2,600              
GETTY REALTY CORP                  COM          374297109      229       8,596   SH         SOLE                 8,596              
G-III APPAREL GROUP LTD            COM          36237H101      163      11,056   SH         SOLE                11,056              
GILAT SATELLITE NETWORKS LTD       SHS NEW      M51474118      227      22,059   SH         SOLE                22,059              
GILEAD SCIENCES INC                COM          375558103    2,096      45,566   SH         SOLE                45,566              
GLAXOSMITHKLINE PLC-ADS         SPONSORED ADR   37733W105    1,941      38,520   SH         SOLE                38,520              
GLIMCHER REALTY TRUST            SH BEN INT     379302102      104       7,252   SH         SOLE                 7,252              
GLOBAL CURRENCY STRATEGY                                                                                                            
  INCOME FUND INC                  COM          378968101      655      37,304   SH         SOLE                37,304              
GLOBAL HIGH INCOME                                                                                                                  
  COM USD0001                      COM          37933G108    2,871     212,687   SH         SOLE               212,687              
GLOBAL PAYMENTS INC                COM          37940X102      200       4,300   SH         SOLE                 4,300              
GLOBALSTAR  INC                    COM          378973408       66       8,310   SH         SOLE                 8,310              
GLOBECOMM SYS INC COM              COM          37956X103       18       1,510   SH         SOLE                 1,510              
GMARKET INC                        SPON ADR     38012G100      413      16,572   SH         SOLE                16,572              
GMH COMMUNITIES TRUST              COM          36188G102        7       1,207   SH         SOLE                 1,207              
GOLAR LNG LTD BERMUDA              SHS          G9456A100      648      29,279   SH         SOLE                29,279              
GOLDCORP INCCOM NPV                COM          380956409      222       6,551   SH         SOLE                 6,551              
GOLDMAN SACHS GROUP INC            COM          38141G104    1,249       5,807   SH         SOLE                 5,807              
GOODMAN GLOBAL INC                 COM          38239A100       32       1,310   SH         SOLE                 1,310              
GOODRICH CORP                      COM          382388106    1,585      22,444   SH         SOLE                22,444              
GOODYEAR TIRE &                                                                                                                     
  RUBBER COMPANY                   COM          382550101       93       3,279   SH         SOLE                 3,279              
GOOGLE  INC                        CL A         38259P508    6,978      10,091   SH         SOLE                 8,883         1,208
GORMAN-RUPP CO/THE                 COM          383082104      637      20,405   SH         SOLE                20,405              
GOVERNOR & CO OF THE BANK OF    SPONSORED ADR   46267Q103      393       6,499   SH         SOLE                 6,499              
GRACE WR & CO                      COM          38388F108      282      10,785   SH         SOLE                10,785              
GRACO INC                          COM          384109104      129       3,450   SH         SOLE                 3,450              
GRAFTECH INT' LTD                  COM          384313102      556      31,350   SH         SOLE                31,350              
GRAINGER WW INC                    COM          384802104       77         878   SH         SOLE                   878              
GRANITE CONSTRUCTION INC           COM          387328107      145       4,019   SH         SOLE                 4,019              
GRANT PRIDECO                      COM          38821G101      384       6,921   SH         SOLE                 6,921              
GREAT NORTHERN IRON ORE PPTY    CTFS BEN INT    391064102      518       4,055   SH         SOLE                 4,055              
GREAT PLAINS ENERGY INC            COM          391164100    3,324     113,355   SH         SOLE               113,355              
GREEN BANKSHARES INC               COM NEW      394361208       16         841   SH         SOLE                   841              
GREIF INC-CL A                     CL A         397624107      307       4,693   SH         SOLE                 4,693              
GRUP RADIO CENTRO               SPONSORED ADR   40049C102      213      16,788   SH         SOLE                16,788              
GRUPO CASA SABA ADR             SPONSORED ADR   40048P104      132       3,342   SH         SOLE                 3,342              
GUANGSHEN RAILWAY CO LTD        SPONSORED ADR   40065W107      327       9,170   SH         SOLE                 9,170              
GUARANTY FINANCIAL GROUP I         COM          40108N106       22       1,404   SH         SOLE                 1,404              
GUESS-INC COM USD001               COM          401617105      114       3,000   SH         SOLE                 3,000              
H&Q LIFE SCIENCES                                                                                                                   
  INVESTORS FUND                 SH BEN INT     404053100      895      67,571   SH         SOLE                67,571              
HAIN CELESTIAL GROUP INC           COM          405217100       20         629   SH         SOLE                   629              
HALLIBURTON HLDG COS               COM          406216101      464      12,236   SH         SOLE                12,236              
HALLMARK FINANCIAL SERIVCES        COM NEW      40624Q203      121       7,635   SH         SOLE                 7,635              
HANESBRANDS INC                    COM          410345102      141       5,200   SH         SOLE                 5,200              
HANGER ORTHOPEDIC GROUP INC        COM NEW      41043F208       34       3,108   SH         SOLE                 3,108              
HANOVER INSURANCE GROUP            COM          410867105      128       2,800   SH         SOLE                 2,800              
HANSEN NATURAL                     COM          411310105      146       3,300   SH         SOLE                 3,300              
HARDINGE INC                       COM          412324303      351      20,906   SH         SOLE                20,906              
HARLEY DAVIDSON INC                COM          412822108      159       3,400   SH         SOLE                 3,400              
HARMAN INTERNATIONAL                                                                                                                
  INDUSTRIES                       COM          413086109       66         900   SH         SOLE                   900              
HARRAH'S ENTERTAINMENT             COM          413619107      217       2,446   SH         SOLE                 2,446              
HARRIS CORP INC                    COM          413875105      883      14,092   SH         SOLE                14,092              
HARRY WINSTON DIAMOND CORP         COM          41587B100      791      24,217   SH         SOLE                24,217              
HARSCO CORPORATION COMMON          COM          415864107      295       4,600   SH         SOLE                 4,600              
HARTE-HANKS  INC SERVISES          COM          416196103       46       2,650   SH         SOLE                 2,650              
HARTFORD FINANCIAL                                                                                                                  
  SERVICES GROUP                   COM          416515104      371       4,250   SH         SOLE                 4,250              
HARTFORD INCOME SHARES FUND        COM          416537108       99      14,692   SH         SOLE                14,692              
HARVEST ENERGY TRUST             TRUST UNIT     41752X101    8,912     429,002   SH         SOLE               429,002              
HASBRO INC                         COM          418056107       80       3,118   SH         SOLE                 3,118              
HAWAIIAN ELECTRIC IND INC          COM          419870100    2,079      91,302   SH         SOLE                91,302              
HCC INSURANCE HOLDINGS             COM          404132102      181       6,300   SH         SOLE                 6,300              
HCP INC                            COM          40414L109       28         807   SH         SOLE                   807              
HDFC BANK LTD ADS              ADR REPS 3 SHS   40415F101      496       3,806   SH         SOLE                 3,806              
HEADWATERS INC COM                 COM          42210P102      100       8,800   SH         SOLE                 8,800              
HEALTH CARE REIT  INC              COM          42217K106    1,460      32,676   SH         SOLE                32,676              
HEALTH MANAGEMENT ASSOCIATES       CL A         421933102       80      13,300   SH         SOLE                13,300              
HEALTH NET INC                     COM          42222G108      305       6,310   SH         SOLE                 6,310              
HEALTHCARE RLTY TR                 COM          421946104    1,201      47,319   SH         SOLE                47,319              
HEALTHCARE SERVICES                                                                                                                 
  GROUP INCORPORATED               COM          421906108      153       7,246   SH         SOLE                 7,246              
HEARTLAND FINANCIAL USA INC        COM          42234Q102      261      14,077   SH         SOLE                14,077              
HELMERICH & PAYNE INC              COM          423452101      228       5,700   SH         SOLE                 5,700              
HENRY (JACK) & ASSOC               COM          426281101      105       4,300   SH         SOLE                 4,300              
HENRY SCHEIN INC                   COM          806407102      301       4,900   SH         SOLE                 4,900              
HERCULES INC                       COM          427056106       30       1,575   SH         SOLE                 1,575              
HERSHA HOSPITALITY TRUST        SH BEN INT A    427825104      631      66,438   SH         SOLE                66,438              
HERSHEY FOODS CORP                 COM          427866108       91       2,300   SH         SOLE                 2,300              
HESS CORP                          COM          42809H107    2,399      23,783   SH         SOLE                23,783              
HEWLETT-PACKARD CO                 COM          428236103    1,807      35,804   SH         SOLE                35,804              
HIGH YIELD INCOME FUND                                                                                                              
  INCORPORATED                     COM          429904105      211      43,413   SH         SOLE                43,413              
HIGH YIELD PLUS FD INC COM         COM          429906100    1,368     448,629   SH         SOLE               448,629              
HIGHLAND CREDIT                                                                                                                     
  STRATEGIES FUND                  COM          43005Q107      289      18,293   SH         SOLE                18,293              
HIGHVELD STEEL AND VANAD-ADR       ADR          431232206    1,356      83,801   SH         SOLE                83,801              
HIGHWOODS PROPERTIES INC           COM          431284108      369      12,557   SH         SOLE                12,557              
HILL INTERNATIONAL INC             COM          431466101      172      12,111   SH         SOLE                12,111              
HILLENBRAND INDUSTRIES INC         COM          431573104      189       3,400   SH         SOLE                 3,400              
HILLTOP HOLDINGS INC               COM          432748101      139      12,766   SH         SOLE                12,766              
HIMAX TECH INC                  SPONSORED ADR   43289P106      273      63,853   SH         SOLE                63,853              
HJ HEINZ CO                        COM          423074103    1,021      21,873   SH         SOLE                21,873              
HNI CORP                           COM          404251100       88       2,500   SH         SOLE                 2,500              
HOLLY CORP                      COM PAR $0.01   435758305    1,306      25,664   SH         SOLE                18,509         7,155
HOLOGIC INC                        COM          436440101    1,197      17,444   SH         SOLE                10,549         6,895
HOME DEPOT INC                     COM          437076102      748      27,773   SH         SOLE                27,773              
HOME FEDERAL BANCORP               COM          436926109      251      10,903   SH         SOLE                10,903              
HONDA MOTOR CO LTD SPON ADR        SHS          438128308      119       3,597   SH         SOLE                 3,597              
HONEYWELL INTL INC                 COM          438516106      641      10,415   SH         SOLE                10,415              
HOOKER FURNITURE CORP              COM          439038100      324      16,146   SH         SOLE                16,146              
HORACE MANN EDUCATORS              COM          440327104       45       2,400   SH         SOLE                 2,400              
HORMEL (GEO A) & CO                COM          440452100      162       4,000   SH         SOLE                 4,000              
HOSPIRA INC                        COM          441060100       95       2,220   SH         SOLE                 2,220              
HOSPITALITY PROPERTIES TRUST     SH BEN INT     44106M102      771      23,922   SH         SOLE                23,922              
HOST HOTELS & RESORTS INC          COM          44107P104      240      14,069   SH         SOLE                14,069              
HOVANIAN ENTERPRISES INC           CL A         442487203       14       1,900   SH         SOLE                 1,900              
HRPT PROPERTIES TRUST            SH BEN INT     40426W101      478      61,878   SH         SOLE                61,878              
HSBC                            SPON ADR NEW    404280406      909      10,859   SH         SOLE                10,859              
HSBC HOLDINGS PLC                                                                                                                   
  SERIES A  620%               ADR A 1/40PF A   404280604    1,540      75,613   SH         SOLE                75,613              
HUANENG POWER INTERNATIONAL        SHS          443304100      450      10,892   SH         SOLE                10,892              
HUB GROUP  INC A                   CL A         443320106      199       7,500   SH         SOLE                 7,500              
HUBBELL INC CLASS B                CL B         443510201      270       5,226   SH         SOLE                 5,226              
HUDSON CITY BANCORP INC            COM          443683107      133       8,879   SH         SOLE                 8,879              
HUDSON HIGHLAND GROUP INC          COM          443792106      149      17,716   SH         SOLE                17,716              
HUMANA INC                         COM          444859102      175       2,322   SH         SOLE                 2,322              
HUNT JB TRANS SVCS INC COM         COM          445658107      380      13,810   SH         SOLE                13,810              
HUNTINGTON BANCSHARES              COM          446150104       71       4,812   SH         SOLE                 4,812              
HYPERION STRATEGIC MORTGAGE                                                                                                         
  INCOME FUND INCORPOR             COM          44915C105    1,835     188,014   SH         SOLE               188,014              
HYPERION TOTAL RETURN FUND         COM          449145101    1,300     189,168   SH         SOLE               189,168              
IAC/INTERACTIVE CORP               COM NEW      44919P300       70       2,600   SH         SOLE                 2,600              
ICICI BANK LTD ADS                 ADR          45104G104      419       6,819   SH         SOLE                 6,819              
ICO INC                            COM          449293109      806      62,764   SH         SOLE                62,764              
ICT GROUP  INC                     COM          44929Y101       58       4,852   SH         SOLE                 4,852              
IDACORP INC HOLDINGS COMPANY       COM          451107106      246       6,996   SH         SOLE                 6,996              
IDEARC INC                         COM          451663108    2,515     143,242   SH         SOLE               143,242              
IDEX CORPORATION                   COM          45167R104      774      21,415   SH         SOLE                21,415              
IDT CORPORTATION B                 CL B         448947309      475      56,223   SH         SOLE                56,223              
IGATE CORP                         COM          45169U105      291      34,394   SH         SOLE                34,394              
ILLINOIS TOOL WORKS INC            COM          452308109      677      12,648   SH         SOLE                12,648              
IMATION CORPORATION                CO           45245A107      618      29,430   SH         SOLE                29,430              
IMERGENT  INC                      COM          45247Q100      101       9,567   SH         SOLE                 9,567              
IMS HEALTH INC                     COM          449934108       63       2,716   SH         SOLE                 2,716              
INDOSAT TBK PT                  SPONSORED ADR   744383100      407       8,730   SH         SOLE                 8,730              
INDYMAC BANCORP SAVINGS                                                                                                             
  & LOAN                           COM          456607100       95      15,760   SH         SOLE                15,760              
INFOSYS                         SPONSORED ADR   456788108      281       6,198   SH         SOLE                 6,198              
ING ASIA PACIFIC                                                                                                                    
  HIGH DIVIDEND                    COM          44983J107    4,188     193,823   SH         SOLE               193,823              
ING CLARION GLOBAL REAL                                                                                                             
  ESTATE INCOME FUND               COM          44982G104    3,207     231,897   SH         SOLE               231,897              
ING CLARION REAL ESTATE                                                                                                             
  INCOME FUND                      COM SHS      449788108      866      77,429   SH         SOLE                77,429              
ING GLOBAL ADVANTAGE AND PRE       COM          44982N109   18,086     927,008   SH         SOLE               927,008              
ING GLOBAL EQUITY DIVIDEND                                                                                                          
  AND PREMIUM OPPORTUNI            COM          45684E107    4,873     294,628   SH         SOLE               294,628              
ING GROEP NV                    SPONSORED ADR   456837103       42       1,074   SH         SOLE                 1,074              
ING PRIME RATE TRUST             SH BEN INT     44977W106    5,829     934,134   SH         SOLE               934,134              
ING RISK MANAGED NATURAL                                                                                                            
  RESOURCES FUND                   COM          449810100    4,794     283,164   SH         SOLE               283,164              
INGERSOLL-RAND COMPANY LTD         CL A         G4776G101      523      11,260   SH         SOLE                11,260              
INGLES MARKETS INC                 CL A         457030104      309      12,157   SH         SOLE                12,157              
INGRAM MICRO INC                                                                                                                    
  COM USD001 CL'A'                 CL A         457153104      144       8,000   SH         SOLE                 8,000              
INLAND REAL ESTATE CORP            COM NEW      457461200      238      16,809   SH         SOLE                16,809              
INNOPHOS HOLDING INC               COM          45774N108       38       2,541   SH         SOLE                 2,541              
INSITUFORM TECHNOL'A'              CL A         457667103      409      27,626   SH         SOLE                27,626              
INSURED MUNICIPAL INCOME FUND      COM          45809F104      389      30,652   SH         SOLE                30,652              
INTEGRATED DEVICE TECH             COM          458118106      118      10,430   SH         SOLE                10,430              
INTEGRYS ENERGY GROUP INC          COM          45822P105      526      10,169   SH         SOLE                10,169              
INTEL CORP                         COM          458140100    3,947     148,066   SH         SOLE               148,066              
INTERACTIVE DATA CORP              COM          45840J107    2,972      90,020   SH         SOLE                79,705        10,315
INTERCONTINENTAL HOTELS                                                                                                             
  GROUP PLC NEW                SPONOS ADR NEW   45857P301      656      37,706   SH         SOLE                37,706              
INTERCONTINENTALEXCHANGE INC       COM          45865V100      193       1,000   SH         SOLE                 1,000              
INTERFACE INC'A'                   CL A         458665106       32       1,962   SH         SOLE                 1,962              
INTERNATIONAL BUSINESS                                                                                                              
  MACHINES (IBM)                   COM          459200101    2,071      19,157   SH         SOLE                19,157              
INTERNATIONAL FLAVORS                                                                                                               
  & FRAGRANCES                     COM          459506101       53       1,111   SH         SOLE                 1,111              
INTERNATIONAL GAME                                                                                                                  
  TECHNOLOGY COM                   COM          459902102      193       4,400   SH         SOLE                 4,400              
INTERNATIONAL PAPER COMPANY        COM          460146103      191       5,902   SH         SOLE                 5,902              
INTERNATIONAL SPEEDWAY             CL A         460335201       70       1,700   SH         SOLE                 1,700              
INTERNET INITIATIVE             SPONSORED ADR   46059T109      356      35,702   SH         SOLE                35,702              
INTERPUBLIC GROUP COS              COM          460690100      189      23,336   SH         SOLE                23,336              
INTERSIL HOLDING CORP              CL A         46069S109      176       7,200   SH         SOLE                 7,200              
INTL RECTIFIER                     COM          460254105      136       4,000   SH         SOLE                 4,000              
INTUIT INC                         COM          461202103      149       4,700   SH         SOLE                 4,700              
INTUITIVE SURGICAL INC             COM NEW      46120E602    4,667      14,382   SH         SOLE                14,382              
INVESTMENT GRADE MUNI                                                                                                               
  INCOME FUND                      COM          461368102      656      50,899   SH         SOLE                50,899              
INVESTORS REAL ESTATE TRUST      SH BEN INT     461730103      171      19,083   SH         SOLE                19,083              
INVITROGEN CORP                    COM          46185R100      234       2,500   SH         SOLE                 2,500              
IOMEGA CORP                        COM NEW      462030305      469     135,072   SH         SOLE               135,072              
IOWA TELECOMMUNICATIONS                                                                                                             
  SERVICES INC                     COM          462594201       73       4,494   SH         SOLE                 4,494              
ISHARES INC                    MSCI BRAZIL      464286400       18         224   SH         SOLE                   224              
ISHARES INC                    MSCI EAFE IDX    464287465       10         128   SH         SOLE                   128              
ISHARES INC                    MSCI EMU INDEX   464286608       10          80   SH         SOLE                    80              
ISHARES INC                    MSCI MEXICO      464286822       12         207   SH         SOLE                   207              
ISHARES INC                    MSCI PAC J IDX   464286665       12          79   SH         SOLE                    79              
ISHARES INC                    MSCI TAIWAN      464286731        7         449   SH         SOLE                   449              
ISHARES TR                     COHEN&ST RLTY    464287564        7          88   SH         SOLE                    88              
ISHARES TR                     CONS SRVC IDX    464287580        4          63   SH         SOLE                    63              
ISHARES TR                     DJ US BS MATL    464287838        4          47   SH         SOLE                    47              
ISHARES TR                     DJ US FINL SEC   464287788        4          41   SH         SOLE                    41              
ISHARES TR                     DJ US HEALTHCR   464287762        1          21   SH         SOLE                    21              
ISHARES TR                     DJ US INDUSTRL   464287754        3          46   SH         SOLE                    46              
ISHARES TR                     DJ US REAL EST   464287739        5          80   SH         SOLE                    80              
ISHARES TR                     DJ US TECH SEC   464287721        4          70   SH         SOLE                    70              
ISHARES TR                     DJ US UTILS      464287697        5          48   SH         SOLE                    48              
ISHARES TR                     NASDQ BIO IDX    464287556        3          36   SH         SOLE                    36              
ISHARES TR                     RUSL 2000 GROW   464287648       15         177   SH         SOLE                   177              
ISHARES TR                     RUSL 2000 VALU   464287630       21         299   SH         SOLE                   299              
ISHARES TR                     RUSSELL 1000GRW  464287614        4          66   SH         SOLE                    66              
ISHARES TR                     RUSSELL 1000VAL  464287598        3          35   SH         SOLE                    35              
ISHARES TR                     S&P EURO PLUS    464287861        9          75   SH         SOLE                    75              
ISHARES TR                     S&P GSTI SEMIC   464287523        3          45   SH         SOLE                    45              
ISHARES TR                     S&P MC 400 GRW   464287606       12         129   SH         SOLE                   129              
ISHARES TR                     S&P MIDCP VALU   464287705       14         182   SH         SOLE                   182              
ISHARES TR                     S&P SMLCP GROW   464287887       14         102   SH         SOLE                   102              
ISTAR FINANCIAL                    COM          45031U101    1,309      50,261   SH         SOLE                50,261              
ITRON INC                          COM          465741106    3,232      33,676   SH         SOLE                30,111         3,565
ITT EDUCATIONAL SERVICES INC       COM          45068B109      136       1,600   SH         SOLE                 1,600              
ITT INDUSTRIES  INC                COM          450911102      713      10,793   SH         SOLE                10,793              
IXYS CORP                          COM          46600W106       74       9,196   SH         SOLE                 9,196              
J & J SNACK FOODS                  COM          466032109      142       4,532   SH         SOLE                 4,532              
JABIL CIRCUIT INC                  COM          466313103       43       2,800   SH         SOLE                 2,800              
JACK IN THE BOX INC                COM          466367109      146       5,680   SH         SOLE                 5,680              
JACOBS ENGR GROUP INC              COM          469814107    5,819      60,858   SH         SOLE                49,758        11,100
JANUS CAPITAL GROUP INC            COM          47102X105       69       2,100   SH         SOLE                 2,100              
JDS UNIPHASE CORP               COM PAR $0.01   46612J507       40       2,975   SH         SOLE                 2,975              
JEFFERIES GROUP INC                COM          472319102      141       6,100   SH         SOLE                 6,100              
JETBLUE AIRWAYS CORP               COM          477143101      211      38,385   SH         SOLE                38,385              
JM SMUCKER CO                      COM NEW      832696405      164       3,191   SH         SOLE                 3,191              
JOHN HANCOCK PARRIOT                                                                                                                
  PREMIUM DIVIDEND FUND 2      COM SH BEN INT   41013T105      110      11,051   SH         SOLE                11,051              
JOHN HANCOCK PFD INC III           COM          41021P103    4,042     224,060   SH         SOLE               224,060              
JOHN HANCOCK PREFERRED                                                                                                              
  INCOME FUND                    SH BEN INT     41013W108       89       4,702   SH         SOLE                 4,702              
JOHN HANCOCK PREFERRED                                                                                                              
  INCOME FUND II                   COM          41013X106       88       4,685   SH         SOLE                 4,685              
JOHN HANCOCK TAX ADVANTAGED                                                                                                         
  DIV INC FUND                     COM          41013V100    3,176     177,414   SH         SOLE               177,414              
JOHNSON & JOHNSON                  COM          478160104    2,807      42,090   SH         SOLE                42,090              
JOHNSON CTRLS INC                  COM          478366107    2,312      64,163   SH         SOLE                52,368        11,795
JONES APPAREL GROUP                COM          480074103       18       1,150   SH         SOLE                 1,150              
JONES LANG LASALLE INC             COM          48020Q107      142       2,000   SH         SOLE                 2,000              
JOY GLOBAL INC                     COM          481165108      388       5,900   SH         SOLE                 5,900              
JP MORGAN CHASE & CO               COM          46625H100    2,072      47,468   SH         SOLE                47,468              
JUNIPER NETWORKS INC               COM          48203R104      242       7,300   SH         SOLE                 7,300              
KAISER ALUMINUM CORP            COM PAR $0.01   483007704      255       3,207   SH         SOLE                 3,207              
KAMAN CORP C1'A'                   COM          483548103      370      10,062   SH         SOLE                10,062              
KANSAS CITY SOUTHERN               COM NEW      485170302      144       4,200   SH         SOLE                 4,200              
KAYNE ANDERSON ENERGY TOT RT       COM          48660P104    1,760      63,636   SH         SOLE                63,636              
KAYNE ANDERSON MLP INVESTMENT      COM          486606106    1,577      53,758   SH         SOLE                53,758              
KB HOME                            COM          48666K109       22       1,040   SH         SOLE                 1,040              
KBR  INC                           COM          48242W106    1,516      39,083   SH         SOLE                39,083              
KELLOGG CO                         COM          487836108      193       3,690   SH         SOLE                 3,690              
KELLY SERVICES INC                                                                                                                  
  CL A NON-VTG                     CL A         488152208       24       1,300   SH         SOLE                 1,300              
KEMET CORP                         COM          488360108       30       4,600   SH         SOLE                 4,600              
KENNAMETAL INC                     COM          489170100      163       4,300   SH         SOLE                 4,300              
KEPCO                           SPONSORED ADR   500631106      317      15,224   SH         SOLE                15,224              
KEY CORP                           COM          493267108      127       5,421   SH         SOLE                 5,421              
KHD HUMBOLDT WEDAG                                                                                                                  
  INTERNATIONAL LTD                COM          482462108      325      10,836   SH         SOLE                10,836              
KIMBALL INTERNATIONAL                                                                                                               
  INC CL B                         CL B         494274103      122       8,923   SH         SOLE                 8,923              
KIMBERLY-CLARK CORP                COM          494368103      410       5,913   SH         SOLE                 5,913              
KIMCO REALTY CORP                  COM          49446R109      262       7,197   SH         SOLE                 7,197              
KINDRED HEALTHCARE INC             COM          494580103       40       1,600   SH         SOLE                 1,600              
KINETIC CONCEPTUS  INC             COM NEW      49460W208      161       3,000   SH         SOLE                 3,000              
KING PHARMACEUTICALS INC           COM          495582108       34       3,333   SH         SOLE                 3,333              
KINGSWAY FIN SERVICES              COM          496904103       68       5,687   SH         SOLE                 5,687              
KLA-TENCOR CORP                    COM          482480100      124       2,574   SH         SOLE                 2,574              
KOHL'S CORP                        CM           500255104      202       4,402   SH         SOLE                 4,402              
KONK                            SPONSORED ADR   50047P104      169      27,777   SH         SOLE                27,777              
KOPPERS HOLDINGS INC               COM          50060P106      124       2,869   SH         SOLE                 2,869              
KORN/FERRY INTERNATIONAL           COM NEW      500643200       47       2,500   SH         SOLE                 2,500              
KRAFT FOODS INC-A                  CL A         50075N104      989      30,310   SH         SOLE                30,310              
KROGER CO                          COM          501044101      253       9,474   SH         SOLE                 9,474              
KRONOS WORLDWIDE INC               COM          50105F105      612      35,062   SH         SOLE                35,062              
K-TRON INTERNATIONAL INC           COM          482730108      287       2,407   SH         SOLE                 2,407              
KUBOTA CORP ADS                    ADR          501173207       50       1,490   SH         SOLE                 1,490              
KYOCERA CORP ADR                   ADR          501556203       63         723   SH         SOLE                   723              
L-3 COMMUNICATIONS HOLDINGS        COM          502424104      574       5,415   SH         SOLE                 5,415              
LABORATORY CORP OF AMERICA         COM NEW      50540R409      121       1,600   SH         SOLE                 1,600              
LACLEDE GROUP INC                  COM          505597104      334       9,764   SH         SOLE                 9,764              
LAM RESH CORP COM                  COM          512807108      320       7,400   SH         SOLE                 7,400              
LAMAR ADVERTISING CO -CL A         CL A         512815101      207       4,300   SH         SOLE                 4,300              
LANCASTER COLONY CORP              COM          513847103       46       1,165   SH         SOLE                 1,165              
LANDEC CORP                        COM          514766104       18       1,315   SH         SOLE                 1,315              
LAUDER ESTEE                       CL A         518439104       68       1,550   SH         SOLE                 1,550              
LAYNE CHRISTENSEN COMPANY          COM          521050104      931      18,914   SH         SOLE                18,914              
LAZARD WORLD DIVIDEND & INCO       COM          521076109    1,577      81,086   SH         SOLE                81,086              
LEAR CORPORATION                   COM          521865105      116       4,200   SH         SOLE                 4,200              
LEE ENTERPRISES INC COM            COM          523768109       32       2,200   SH         SOLE                 2,200              
LEGG MASON INC                     COM          524901105      139       1,900   SH         SOLE                 1,900              
LEGGETT & PLATT INC                COM          524660107       40       2,300   SH         SOLE                 2,300              
LEHMAN BROTHERS HLDGS              COM          524908100      513       7,843   SH         SOLE                 7,843              
LEHMAN BROTHERS/FIRST TRUST                                                                                                         
  INCOME OPPORTUNITY F             COM          525178109    2,861     242,036   SH         SOLE               242,036              
LENNAR CORP CL A                   CL A         526057104       34       1,900   SH         SOLE                 1,900              
LEUCADIA NATL CORP                 COM          527288104      108       2,300   SH         SOLE                 2,300              
LEXINGTON CORPORATE                                                                                                                 
  PROPERTIES                       COM          529043101      362      24,870   SH         SOLE                24,870              
LEXMARK INTERNATIONAL                                                                                                               
  GROUP 'A'                        CL A         529771107       42       1,200   SH         SOLE                 1,200              
LGPHILLIPS LCD CO LTD           SPONS ADR REP   50186V102      115       4,441   SH         SOLE                 4,441              
LIBERTY PROPERTY TRUST           SH BEN INT     531172104      205       7,100   SH         SOLE                 7,100              
LIFE TIMES FITNESS                 COM          53217R207       89       1,800   SH         SOLE                 1,800              
LIFEPOINT HOSPITALS INC            COM          53219L109       95       3,200   SH         SOLE                 3,200              
LIMITED BRANDS INC                 COM          532716107       80       4,204   SH         SOLE                 4,204              
LINCARE HOLDINGS INC               COM          532791100      155       4,400   SH         SOLE                 4,400              
LINCOLN ELECTRIC                   COM          533900106      171       2,400   SH         SOLE                 2,400              
LINCOLN NATIONAL CORP              COM          534187109      224       3,839   SH         SOLE                 3,839              
LINEAR TECHNOLOGY CORP COM         COM          535678106    1,602      50,322   SH         SOLE                50,322              
LINSAY MFG CO                      COM          535555106    1,778      25,157   SH         SOLE                25,157              
LIZ CLAIBORNE INC                  COM          539320101       28       1,358   SH         SOLE                 1,358              
LLOYDS TSB GROUP PLC ADS        SPONSORED ADR   539439109    1,802      47,860   SH         SOLE                47,860              
LM ERICSSON TELEPHONE                                                                                                               
  CO ADS NEW                    ADR B SEK 10    294821608      379      16,225   SH         SOLE                16,225              
LMP CAPITAL AND                                                                                                                     
  INCOME FUND INC                  COM          50208A102    5,118     283,533   SH         SOLE               283,533              
LMP CORPORATE LOAN FUND INC        COM          50208B100    2,036     174,047   SH         SOLE               174,047              
LMP REAL ESTATE                                                                                                                     
  INCOME FUND INC                  COM          50208C108      611      42,060   SH         SOLE                42,060              
LOCKHEED MARTIN CP                 COM          539830109      760       7,221   SH         SOLE                 7,221              
LOEWS CORP                         COM          540424108    2,042      40,568   SH         SOLE                27,073        13,495
LONGS DRUGSTORES CORP              COM          543162101       58       1,239   SH         SOLE                 1,239              
LORAL SPACE & COMMUNICATIONS       COM          543881106      195       5,702   SH         SOLE                 5,702              
LOUISIANA PACIFIC CORP             COM          546347105      679      49,619   SH         SOLE                49,619              
LOWE'S CO INC                      COM          548661107      461      20,400   SH         SOLE                20,400              
LSB INDUSTRIES INC                 COM          502160104      452      16,034   SH         SOLE                16,034              
LSI CORPORATION                    COM          502161102      859     163,328   SH         SOLE               163,328              
LSI INDUSTRIES INC                 COM          50216C108       88       4,827   SH         SOLE                 4,827              
LTC PROPERTIES                     COM          502175102      136       5,425   SH         SOLE                 5,425              
LUBIZOL CORP                       COM          549271104      206       3,800   SH         SOLE                 3,800              
LUMINENT MTG CAP INT INC COM       COM          550278303        2       3,000   SH         SOLE                 3,000              
LYDALL INC                         COM          550819106      192      18,205   SH         SOLE                18,205              
M & F WORLDWIDE CORP               COM          552541104       25         465   SH         SOLE                   465              
M & T BANK CORPORATION             COM          55261F104       82       1,000   SH         SOLE                 1,000              
MACERICH COMPANY                   COM          554382101      284       4,000   SH         SOLE                 4,000              
MACK CALI RLTY CORP COM            COM          554489104      150       4,404   SH         SOLE                 4,404              
MACQUARIE GLOBAL                                                                                                                    
  INFRASTRUCTURE TOTAL                                                                                                              
  RETURN FU                        COM          55608D101    6,758     224,821   SH         SOLE               224,821              
MACQUARIE/FIRST TRUST                                                                                                               
  GLOBAL INFRASTRUCTURE/UTIL       COM          55607W100      359      14,896   SH         SOLE                14,896              
MACROVISION CORPORATION                                                                                                             
  COMPUTERS                        COM          555904101       53       2,900   SH         SOLE                 2,900              
MACY'S INC                         COM          55616P104      153       5,926   SH         SOLE                 5,926              
MADECO SA                       SPONS ADR NEW   556304202      240      20,407   SH         SOLE                20,407              
MADISON STRATEGIC SECTOR                                                                                                            
  PREMIUM FUND                     COM          558268108    4,050     260,807   SH         SOLE               260,807              
MAGYAR TAVKOZLESI VALLALAT RT   SPONSORED ADR   559776109       65       2,403   SH         SOLE                 2,403              
MAIDENFORM BRANDS                  COM          560305104      108       7,949   SH         SOLE                 7,949              
MAN TECH INTERNATIONAL                                                                                                              
  CORPORATION                      CL A         564563104       22         495   SH         SOLE                   495              
MANAGED HIGH YIELD                                                                                                                  
  PLUS FUND INC                    COM          561911108    3,980   1,084,449   SH         SOLE             1,084,449              
MANITOWOC CO                       COM          563571108    1,809      37,048   SH         SOLE                37,048              
MANNATECH  INCORPORATED            COM          563771104       46       7,204   SH         SOLE                 7,204              
MANPOWER INC                       COM          56418H100      250       4,400   SH         SOLE                 4,400              
MARATHON OIL CORP                  COM          565849106    1,472      24,188   SH         SOLE                24,188              
MARCHEX INC-CLASS B                CL B         56624R108       74       6,854   SH         SOLE                 6,854              
MARRIOTT INTERNATIONAL INC         CL A         571903202      148       4,336   SH         SOLE                 4,336              
MARSH & MCLENNAN COS INC           COM          571748102      191       7,228   SH         SOLE                 7,228              
MARTIN MARIETTA MATERIALS          COM          573284106      318       2,400   SH         SOLE                 2,400              
MASCO CORP                         COM          574599106    2,171     100,469   SH         SOLE               100,469              
MASTERCARDINC-CLASS A              CL A         57636Q104    3,001      13,944   SH         SOLE                13,944              
MATERIALS SELECT SECTOR SPDR    SBI MATERIALS   81369Y100        3          79   SH         SOLE                    79              
MATRIX SERVICE CO                  COM          576853105      333      15,283   SH         SOLE                15,283              
MATTEL INC                         COM          577081102      208      10,904   SH         SOLE                10,904              
MATTHEWS INTERNATION                                                                                                                
  CORP CL A                        CL A         577128101       80       1,700   SH         SOLE                 1,700              
MAXUS REALTY TRUST INC             COM          57774B109      129      12,826   SH         SOLE                12,826              
MBIA INC                           COM          55262C100       33       1,750   SH         SOLE                 1,750              
MBT FINANCIAL CORP                 COM          578877102      237      26,893   SH         SOLE                26,893              
MC CORMICK & CO INC                                                                                                                 
  COMMON NON-VOTING              COM NON VTG    579780206       68       1,800   SH         SOLE                 1,800              
MCAFEE INC                         COM          579064106      328       8,750   SH         SOLE                 8,750              
MCCLATCHY CO                       CL A         579489105      274      21,879   SH         SOLE                21,879              
MCDERMOTT INT'L INC                COM          580037109      422       7,150   SH         SOLE                 7,150              
MCDONALDS CORPORATION              COM          580135101      971      16,479   SH         SOLE                16,479              
MCGRAW-HILL COMPANIES INC          COM          580645109      198       4,512   SH         SOLE                 4,512              
MCKESSON CORP                      COM          58155Q103      266       4,060   SH         SOLE                 4,060              
MDC HLDGS                          COM          552676108       71       1,900   SH         SOLE                 1,900              
MDTL                               COM          58500P107      175      11,326   SH         SOLE                11,326              
MDU RESOURCES                      COM          552690109      275       9,975   SH         SOLE                 9,975              
MEADOWBROOK INSURANCE GROUP        COM          58319P108      128      13,561   SH         SOLE                13,561              
MEADWESTVACO CORP                  COM          583334107      234       7,481   SH         SOLE                 7,481              
MECHEL OAO - ADR                SPONSORED ADR   583840103    3,898      40,125   SH         SOLE                40,125              
MEDCO HEALTH SOLUTIONS INC         COM          58405U102      736       7,260   SH         SOLE                 7,260              
MEDIA GENERAL INC CL A COM         CL A         584404107       26       1,200   SH         SOLE                 1,200              
MEDICIS PHARMACEUTICAL CL A        CL A NEW     584690309       81       3,100   SH         SOLE                 3,100              
MEDTRONIC INC                      COM          585055106      792      15,754   SH         SOLE                15,754              
MELCO PBL ENTERTAINMENT                                                                                                             
  (MACAU) LIMITED                  ADR          585464100      166      14,380   SH         SOLE                14,380              
MEMC ELECTR MATLS INC              COM          552715104    2,422      27,370   SH         SOLE                21,885         5,485
MEN'S WEARHOUSE INC                COM          587118100      104       3,871   SH         SOLE                 3,871              
MENTOR GRAPHICS CORP               COM          587200106       53       4,900   SH         SOLE                 4,900              
MERCER INSURANCE GROUP INC         COM          587902107       90       5,038   SH         SOLE                 5,038              
MERCK & CO INC                     COM          589331107    7,569     130,260   SH         SOLE               120,295         9,965
MERCURY GENERAL CORP               COM          589400100       95       1,900   SH         SOLE                 1,900              
MEREDITH CORP                      COM          589433101       30         551   SH         SOLE                   551              
MERRILL LYNCH                      COM          590188108      636      11,848   SH         SOLE                11,848              
METAVANTE TECHNOLOGIES INC         COM          591407101      110       4,700   SH         SOLE                 4,700              
METLIFE INC                        COM          59156R108    1,049      17,033   SH         SOLE                10,678         6,355
MFRI INC                           COM          552721102      126      11,851   SH         SOLE                11,851              
MFS HIGH INCOM MUN TR                                                                                                               
  SHS BEN INT                    SH BEN INT     59318D104       10       1,920   SH         SOLE                 1,920              
MFS INTERMARKET INCOME                                                                                                              
  TRUST I                        SH BEN INT     59318R103    1,443     178,127   SH         SOLE               178,127              
MFS INTERMEDIATE HIGH INCOME     SH BEN INT     59318T109      281      90,657   SH         SOLE                90,657              
MFS MUN INC TR SH BEN INT        SH BEN INT     552738106    1,375     203,369   SH         SOLE               203,369              
MGIC INVESTMENT                    COM          552848103       25       1,134   SH         SOLE                 1,134              
MHI HOSPITALITY CORP               COM          55302L102      103      14,473   SH         SOLE                14,473              
MICROCHIP TECHNOLOGHY              COM          595017104    2,729      86,830   SH         SOLE                86,830              
MICRON TECHNOLOGY                  COM          595112103       77      10,588   SH         SOLE                10,588              
MICROSOFT CORP                     COM          594918104    3,973     111,600   SH         SOLE               111,600              
MIDCAP SPIDER TRUST SERIES 1     UNIT SER 1     595635103       13          84   SH         SOLE                    84              
MIDDLESEX WATER COMPANY            COM          596680108      190      10,038   SH         SOLE                10,038              
MIDLAND CO/THE                     COM          597486109      107       1,655   SH         SOLE                 1,655              
MIDSOUTH                           COM          598039105      278      11,811   SH         SOLE                11,811              
MILLENNIUM PHARMACEUTICALS         COM          599902103      265      17,685   SH         SOLE                17,685              
MILLER HERMAN INC COM              COM          600544100      281       8,673   SH         SOLE                 8,673              
MILLER INDUSTRIES INC/TENN         COM NEW      600551204      119       8,678   SH         SOLE                 8,678              
MILLIPORE CORP                     COM          601073109       58         795   SH         SOLE                   795              
MINE SAFETY APPLIANCES CO          COM          602720104       83       1,600   SH         SOLE                 1,600              
MINERALS TECHNOLOGIES              COM          603158106       74       1,100   SH         SOLE                 1,100              
MISSION WEST PROPERTIES INC        COM          605203108      192      20,159   SH         SOLE                20,159              
MITSUBISHI UFJ FINANCIAL                                                                                                            
  GROUP INC                     SPONSORED ADR   606822104      271      29,020   SH         SOLE                29,020              
MITSUI & CO LTD ADS                ADR          606827202      513       1,204   SH         SOLE                 1,204              
MIZUHO FINANCIAL GROUP INC      SPONSORED ADR   60687Y109       31       3,297   SH         SOLE                 3,297              
MOBILE TELESYSTEMS ADS          SPONSORED ADR   607409109      558       5,484   SH         SOLE                 5,484              
MODINE MANUFACTURING CO            COM          607828100       30       1,800   SH         SOLE                 1,800              
MOHAWK INDUSTRIES INC              COM          608190104      223       3,000   SH         SOLE                 3,000              
MOLEX INC                          COM          608554101       53       1,950   SH         SOLE                 1,950              
MOLSON COORS BREWING COMPANY       CL B         60871R209       77       1,490   SH         SOLE                 1,490              
MONEYGRAM INTERNATIONAL            COM          60935Y109       69       4,500   SH         SOLE                 4,500              
MONMOUTH REIT                      CL A         609720107      625      77,193   SH         SOLE                77,193              
MONSANTO CORP                      COM          61166W101    6,335      56,716   SH         SOLE                48,096         8,620
MONSTER WORLDWIDE INC              COM          611742107       55       1,700   SH         SOLE                 1,700              
MOODY'S CORP                       COM          615369105      129       3,607   SH         SOLE                 3,607              
MORGAN ST DW HIGH COM USD001       COM          61744M104      222      38,684   SH         SOLE                38,684              
MORGAN STANLEY                 CA INSD MUN TRP  61745P502      573      41,810   SH         SOLE                41,810              
MORGAN STANLEY                 CALIF QLTY MUN   61745P635      707      51,230   SH         SOLE                51,230              
MORGAN STANLEY                     COM NEW      617446448      807      15,193   SH         SOLE                15,193              
MORGAN STANLEY                 INSD CA MUN      61745P825       85       6,214   SH         SOLE                 6,214              
MORGAN STANLEY                 INSD MUN INCM    61745P791      663      48,904   SH         SOLE                48,904              
MORGAN STANLEY                 MUN INC OPP II   61745P445      242      29,496   SH         SOLE                29,496              
MORGAN STANLEY                 MUN INCOM OPPTN  61745P452      367      50,814   SH         SOLE                50,814              
MORGAN STANLEY                 MUN PREM INCOM   61745P429    1,017     120,263   SH         SOLE               120,263              
MORGAN STANLEY                 NY QULTY MUN     61745P528      219      16,959   SH         SOLE                16,959              
MORGAN STANLEY                 QLT MUN INV TR   61745P668      797      63,023   SH         SOLE                63,023              
MORGAN STANLEY                 QUALT MUN INCM   61745P734      376      29,882   SH         SOLE                29,882              
MORGAN STANLEY                 QULTY MUN SECS   61745P585      818      60,686   SH         SOLE                60,686              
MORGAN STANLEY EMRG MKT DEBT       COM          61744H105    2,242     231,157   SH         SOLE               231,157              
MOTHERS WORK INC                   COM          619903107       44       2,510   SH         SOLE                 2,510              
MOTOROLA INC                       COM          620076109      545      34,008   SH         SOLE                34,008              
MPS GROUP                          COM          553409103       60       5,500   SH         SOLE                 5,500              
MSC INDUSTRIAL                                                                                                                      
  DIRCL A COM USD0001              CL A         553530106      105       2,600   SH         SOLE                 2,600              
MUELLER WATER PRODUCTS           COM SER A      624758108      306      32,169   SH         SOLE                32,169              
MURPHY OIL CORPORATION COMMON      COM          626717102      229       2,700   SH         SOLE                 2,700              
MYLAN LABS                         COM          628530107       59       4,200   SH         SOLE                 4,200              
NABORS INDUSTRIES LTD              SHS          G6359F103      107       3,900   SH         SOLE                 3,900              
NALCO HLDG CO COM                  COM          62985Q101       17         715   SH         SOLE                   715              
NASDAQ PREMIUM INCOME                                                                                                               
  & GROWTH FUND  INC               COM          63110R105    4,523     247,726   SH         SOLE               247,726              
NATIONAL CITY CORP                 COM          635405103      128       7,790   SH         SOLE                 7,790              
NATIONAL FUEL GAS COMPANY          COM          636180101      215       4,600   SH         SOLE                 4,600              
NATIONAL GRID PLC               SPON ADR NEW    636274300      776       9,295   SH         SOLE                 9,295              
NATIONAL HEALTH INVESTORS          COM          63633D104      460      16,493   SH         SOLE                16,493              
NATIONAL INSTRUMENTS               COM          636518102      105       3,150   SH         SOLE                 3,150              
NATIONAL RETAIL                                                                                                                     
  PROPERTIES INC                   COM          637417106      686      29,357   SH         SOLE                29,357              
NATIONAL SEMICONDUCTOR CORP        COM          637640103       73       3,230   SH         SOLE                 3,230              
NATIONAL-OILWELL INC               COM          637071101      367       5,000   SH         SOLE                 5,000              
NATIONWIDE HEALTH PROPERTIES       COM          638620104      945      30,109   SH         SOLE                30,109              
NAVIGANT CONSULTING                COM          63935N107       34       2,500   SH         SOLE                 2,500              
NAVIOS MARITIME HOLDINGS INC       COM          Y62196103      580      47,351   SH         SOLE                47,351              
NAVTEQ                             COM          63936L100      803      10,622   SH         SOLE                10,622              
NBTY INC                           COM          628782104      204       7,440   SH         SOLE                 7,440              
NCR CORP                           COM          62886E108    5,610     223,520   SH         SOLE               223,520              
NETFLIX  INC                       COM          64110L106       69       2,600   SH         SOLE                 2,600              
NETWORK APPLIANCES                 COM          64120L104      120       4,800   SH         SOLE                 4,800              
NEUBERGER BERMAN CALIFORNIA                                                                                                         
  INTERMEDIATE MUNICIP             COM          64123C101      581      45,042   SH         SOLE                45,042              
NEUBERGER BERMAN I COM                                                                                                              
  USD00001                         COM SHS      64126L108    2,976     267,138   SH         SOLE               267,138              
NEUBERGER BERMAN INTMD             COM          64124P101      386      29,916   SH         SOLE                29,916              
NEUBERGER BERMAN REAL ESTATE                                                                                                        
  SECURITIES INCOME F              COM          64190A103    4,338     376,914   SH         SOLE               376,914              
NEUBERGER BERMAN REALTY                                                                                                             
  INCOME FUND                      COM          64126G109    1,086      68,629   SH         SOLE                68,629              
NEUSTAR INC-CL A                   CL A         64126X201      120       4,200   SH         SOLE                 4,200              
NEW AMERICA HIGH INCOME                                                                                                             
  FUND INC                         COM          641876107    2,470   1,444,162   SH         SOLE             1,444,162              
NEW FRONTIER MEDIA INC             COM          644398109       41       7,516   SH         SOLE                 7,516              
NEW JERSEY RESOURCES CORP          COM          646025106      158       3,151   SH         SOLE                 3,151              
NEW YORK COMMUNITY BANCORP         COM          649445103      310      17,660   SH         SOLE                17,660              
NEWCASTLE INVESTMENT                                                                                                                
  CORPORATION                      COM          65105M108      750      57,848   SH         SOLE                57,848              
NEWELL RUBBERMAID INC              COM          651229106       99       3,839   SH         SOLE                 3,839              
NEWFIELD EXPLORATION               COM          651290108      379       7,200   SH         SOLE                 7,200              
NEWMONT MINING                     COM          651639106      306       6,269   SH         SOLE                 6,269              
NEWS CORP LTD- SPONSOR                                                                                                              
  ADR PRED                         CL A         65248E104      662      32,300   SH         SOLE                32,300              
NEXITY FINANCIAL CORP              COM NEW      65333R200      228      34,339   SH         SOLE                34,339              
NEXSTAR BROADCASTING                                                                                                                
  GROUP  INC                       CL A         65336K103      297      32,430   SH         SOLE                32,430              
NFJ DIVIDEND INTEREST &                                                                                                             
  PREMIUM STRATEGY FUND            COM SHS      65337H109   27,744   1,192,266   SH         SOLE             1,192,266              
NICHOLAS-APPLEGATE                                                                                                                  
  CONVERTIBLE & INCOME FUND        COM          65370F101    2,567     210,431   SH         SOLE               210,431              
NICHOLAS-APPLEGATE EQUITY &                                                                                                         
  CONVERTIBLE INCOME F             COM          65370K100    1,796      80,708   SH         SOLE                80,708              
NICHOLAS-APPLEGATE                                                                                                                  
  INTERNATIONAL &                                                                                                                   
  PREMIUM STRAT                    COM          65370C108    4,550     211,637   SH         SOLE               211,637              
NICHOLAS-APPLGATE C & I II         COM          65370G109    5,134     417,763   SH         SOLE               417,763              
NICOR INC                          COM          654086107      305       7,201   SH         SOLE                 7,201              
NIDEC CORP ADS`                 SPONSORED ADR   654090109      136       7,459   SH         SOLE                 7,459              
NIKE INC CLASS B                   CL B         654106103      345       5,366   SH         SOLE                 5,366              
NIPPON TELEG & TEL CORP ADR     SPONSORED ADR   654624105       63       2,556   SH         SOLE                 2,556              
NISOURCE INC                       COM          65473P105      497      26,323   SH         SOLE                26,323              
NISSAN MOTOR CO LTD - ADR       SPONSORED ADR   654744408      577      26,571   SH         SOLE                26,571              
NL INDUSTRIES  INC                 COM NEW      629156407    1,361     119,035   SH         SOLE               119,035              
NN  INC                            COM          629337106      627      66,534   SH         SOLE                66,534              
NOBLE CORPORATION                  SHS          G65422100      209       3,700   SH         SOLE                 3,700              
NOBLE ENERGY                       COM          655044105      183       2,300   SH         SOLE                 2,300              
NOKIA CORP- ADR A               SPONSORED ADR   654902204    2,154      56,119   SH         SOLE                56,119              
NOMURA HOLDINGS INC - ADR       SPONSORED ADR   65535H208      296      17,672   SH         SOLE                17,672              
NORDIC AMERICAN TANKER SHIPP       COM          G65773106      506      15,403   SH         SOLE                15,403              
NORDSON CORP                       COM          655663102      104       1,800   SH         SOLE                 1,800              
NORDSTROM INC                      COM          655664100      217       5,904   SH         SOLE                 5,904              
NORFOLK SOUTHERN CORP              COM          655844108      268       5,317   SH         SOLE                 5,317              
NORTHEAST UTILITIES COMMON         COM          664397106      266       8,500   SH         SOLE                 8,500              
NORTHERN TRUST CORP                COM          665859104      205       2,674   SH         SOLE                 2,674              
NORTHROP GRUMMAN CORP              COM          666807102      371       4,724   SH         SOLE                 4,724              
NORTHSTAR REALTY FINANCE CORP      COM          66704R100       56       6,302   SH         SOLE                 6,302              
NORTHWEST NAT GAS CO               COM          667655104      224       4,601   SH         SOLE                 4,601              
NORTHWEST PIPE COMPANY             COM          667746101    1,168      29,842   SH         SOLE                29,842              
NOVELL INC                         COM          670006105       33       4,849   SH         SOLE                 4,849              
NOVELLUS SYSTEMS INC               COM          670008101       43       1,550   SH         SOLE                 1,550              
NSTAR COMMON STOCK                 COM          67019E107      340       9,374   SH         SOLE                 9,374              
NSTC                               COM          64104X108       85       9,159   SH         SOLE                 9,159              
NUCOR CORP                         COM          670346105    2,560      43,234   SH         SOLE                43,234              
NUTRI SYS INC NEW COM              COM          67069D108        5         214   SH         SOLE                   214              
NUVEEN CA DIVI ADV COM USD001      COM SHS      67066Y105    1,580     117,621   SH         SOLE               117,621              
NUVEEN CAL DIV ADV SBI USD001  COM SH BEN INT   67070Y109    1,055      82,438   SH         SOLE                82,438              
NUVEEN CAL SELECT COM USD001       COM          670975101      375      28,459   SH         SOLE                28,459              
NUVEEN CALIF DIVID COM NPV         COM          67069X104      891      67,568   SH         SOLE                67,568              
NUVEEN CALIF MUN VALUE                                                                                                              
  FD INC COM                       COM          67062C107      227      25,130   SH         SOLE                25,130              
NUVEEN CALIF PERFO COM USD001      COM          67062Q106      454      34,467   SH         SOLE                34,467              
NUVEEN CALIF PREM COM USD001       COM          6706L0102       83       6,624   SH         SOLE                 6,624              
NUVEEN CALIF QUALI COM USD001      COM          670985100      356      26,549   SH         SOLE                26,549              
NUVEEN CORE EQUITY ALPHA FUN       COM          67090X107    1,468      89,764   SH         SOLE                89,764              
NUVEEN DIV ADV M 2 SBI USD001      COM          67070F100      391      26,284   SH         SOLE                26,284              
NUVEEN DIV DIVIDEND                                                                                                                 
  AND INCOME                       COM          6706EP105      556      38,916   SH         SOLE                38,916              
NUVEEN DIVIDEND ADVANTAGE                                                                                                           
  MUNICIPAL FUND                   COM          67066V101    1,126      84,582   SH         SOLE                84,582              
NUVEEN DIVIDEND ADVANTAGE                                                                                                           
  MUNICIPAL FUND 3             COM SH BEN INT   67070X101      377      27,715   SH         SOLE                27,715              
NUVEEN EQUITY PREM & GROWTH        COM          6706EW100    9,012     526,066   SH         SOLE               526,066              
NUVEEN EQUITY PREM OPP FUND        COM          6706EM102    6,598     403,839   SH         SOLE               403,839              
NUVEEN EQUITY PREMIUM                                                                                                               
  ADVANTAGE FUND                   COM          6706ET107    3,479     211,475   SH         SOLE               211,475              
NUVEEN EQUITY PREMIUM INCOME       COM          6706ER101    4,859     296,129   SH         SOLE               296,129              
NUVEEN FLOATING RATE                                                                                                                
  INCOME FUND                      COM          67072T108    3,905     339,281   SH         SOLE               339,281              
NUVEEN FLOATING RT INC OPP         COM SHS      6706EN100    3,074     266,798   SH         SOLE               266,798              
NUVEEN GLOBAL VALUE                                                                                                                 
  OPPORTUNITIES FUND               COM          6706EH103      565      30,863   SH         SOLE                30,863              
NUVEEN INS CALIFOR                                                                                                                  
  COM STK USD001                   COM          67061U108       83       6,390   SH         SOLE                 6,390              
NUVEEN INS NY T/F ADV MUNI         COM          670656107       62       4,555   SH         SOLE                 4,555              
NUVEEN INSD N Y PREM                                                                                                                
  INCOME MUN FD   INC COM          COM          67101R107      123       9,413   SH         SOLE                 9,413              
NUVEEN INSURE DIV ADVANT                                                                                                            
  MUNICPAL                         COM          67071L106      388      28,648   SH         SOLE                28,648              
NUVEEN INSURED CA COM                                                                                                               
  SBI USD001                       COM          670651108      237      16,538   SH         SOLE                16,538              
NUVEEN INSURED CALIFORNIA                                                                                                           
  DIVIDEND ADVANTAGE MUN           COM          67071M104      403      29,692   SH         SOLE                29,692              
NUVEEN INSURED CALIFORNIA                                                                                                           
  PREMIUM INCOME MUNICIP           COM          67061X102       85       6,037   SH         SOLE                 6,037              
NUVEEN INSURED PREMIUM                                                                                                              
  INCOME MUNI                      COM          6706D8104        7         564   SH         SOLE                   564              
NUVEEN INSURED QUALITY                                                                                                              
  MUNI FD INC                      COM          67062N103        8         575   SH         SOLE                   575              
NUVEEN INSURED TAX-FREE                                                                                                             
  ADVANTAGE MUNICIPAL FUND         COM          670657105      404      28,116   SH         SOLE                28,116              
NUVEEN MULTI-CURRENCY SHORT        COM          67090N109      432      25,503   SH         SOLE                25,503              
NUVEEN MUN MKT                                                                                                                      
  OPPORTUNITY FD INC               COM          67062W103        7         500   SH         SOLE                   500              
NUVEEN MUNI HIGH INCM OPPORT       COM          670682103      743      49,631   SH         SOLE                49,631              
NUVEEN N J INVMT COM USD001        COM          670971100    1,437     110,935   SH         SOLE               110,935              
NUVEEN N J PREM INCOME                                                                                                              
  MUN FD COM                       COM          67101N106      739      55,309   SH         SOLE                55,309              
NUVEEN NEW JERSEY COM USD001       COM          67071T109      286      21,636   SH         SOLE                21,636              
NUVEEN NEW JERSY D SBI USD001      COM          67069Y102      437      33,881   SH         SOLE                33,881              
NUVEEN NEW YORK DIVIDEND                                                                                                            
  ADV MUNI FUND 2                  COM          67070A101      354      26,629   SH         SOLE                26,629              
NUVEEN NEW YORK INSURED                                                                                                             
  DIVIDEND ADV MUNI FUND           COM          67071N102      438      32,952   SH         SOLE                32,952              
NUVEEN NEW YORK PERFORMANCE                                                                                                         
  PLUS MUNICIPAL FUND              COM          67062R104      940      66,230   SH         SOLE                66,230              
NUVEEN NEW YORK QUALITY                                                                                                             
  MUNICIPAL FUND INC               COM          67062X101      542      41,653   SH         SOLE                41,653              
NUVEEN NEW YORK QUALITY                                                                                                             
  MUNICIPAL FUND INC               COM          670986108      278      21,405   SH         SOLE                21,405              
NUVEEN NEW YORK SELECT                                                                                                              
  QUALITY FUND INC                 COM          670976109    1,196      90,363   SH         SOLE                90,363              
NUVEEN NY DIVI ADV COM USD001      COM          67066X107      517      38,220   SH         SOLE                38,220              
NUVEEN NY SELECT TAX FREE                                                                                                           
  INCOME PORTFOLIO SH BE         SH BEN INT     67063V104      194      14,947   SH         SOLE                14,947              
NUVEEN PERFORMANCE PLUS                                                                                                             
  MUNICIPAL FUND                   COM          67062P108      393      29,348   SH         SOLE                29,348              
NUVEEN PFD & CVRT INC FD 2         COM SHS      67073D102    7,773     706,596   SH         SOLE               706,596              
NUVEEN PREF AND CONVERTIBLE                                                                                                         
  INCOME FUND                      COM          67073B106    5,262     481,418   SH         SOLE               481,418              
NUVEEN PREM INC MU                                                                                                                  
  COM STK USD001                   COM          6706K4105    1,152      98,479   SH         SOLE                98,479              
NUVEEN PREM INCOME MUN                                                                                                              
  FD 2 INC COM                     COM          67063W102      427      31,365   SH         SOLE                31,365              
NUVEEN PREMIER MUNI INC                                                                                                             
  FUND INC                         COM          670988104      541      42,009   SH         SOLE                42,009              
NUVEEN PREMIUM INCOME                                                                                                               
  MUNI FD INC                      COM          67062T100        9         666   SH         SOLE                   666              
NUVEEN QUALILTY PREF                                                                                                                
  INCOME FUND                      COM          67071S101       70       6,772   SH         SOLE                 6,772              
NUVEEN QUALITY PREF                                                                                                                 
  INCOME FUND III                  COM          67072W101       67       6,334   SH         SOLE                 6,334              
NUVEEN QUALITY PREF                                                                                                                 
  INCOME FUND 2                    COM          67072C105      943      87,271   SH         SOLE                87,271              
NUVEEN REAL ESTATE                                                                                                                  
  INCOME FD COM                    COM          67071B108      272      17,011   SH         SOLE                17,011              
NUVEEN SENIOR INCOME FUND          COM          67067Y104    3,041     430,781   SH         SOLE               430,781              
NUVEEN TAX ADVANTAGED                                                                                                               
  TOTAL RETURN STRATEGY FUND       COM          67090H102      842      38,574   SH         SOLE                38,574              
NUVEEN TAX-ADVANTAGED                                                                                                               
  FLOATING RATE FUND               COM          6706EV102      104       9,403   SH         SOLE                 9,403              
NVIDIA CORP                        COM          67066G104    2,106      61,891   SH         SOLE                49,416        12,475
NVR LTD PARTNERSHIP                                                                                                                 
  COMMON STOCK                     COM          62944T105      157         300   SH         SOLE                   300              
NY TIMES CO CLASS A                CL A         650111107       34       1,923   SH         SOLE                 1,923              
NYSE EURONEXT                      COM          629491101    1,004      11,435   SH         SOLE                 3,880         7,555
OCCIDENTAL PETROLEUM CORP          COM          674599105      896      11,642   SH         SOLE                11,642              
OCEANFRIEGHT INC                   SHS          Y64202107      532      27,671   SH         SOLE                27,671              
ODESYY RE HOLDINGS                 COM          67612W108      129       3,517   SH         SOLE                 3,517              
OFFICE DEPOT INC                   COM          676220106       52       3,714   SH         SOLE                 3,714              
OFFICE MAX INC                     COM          67622P101       20         977   SH         SOLE                   977              
OGE ENERGY CORP                    COM          670837103      304       8,372   SH         SOLE                 8,372              
OIL STATE INTERNATION INC          COM          678026105      359      10,511   SH         SOLE                10,511              
OLD MUTUAL CLAYMORE                COM          68003N103    7,163     466,663   SH         SOLE               466,663              
OLD REPUBLIC INTERNATIONAL         COM          680223104      194      12,581   SH         SOLE                12,581              
OLIN CORP COM PAR $1             COM PAR $1     680665205    4,815     249,061   SH         SOLE               249,061              
OM GROUP  INC                      COM          670872100      132       2,301   SH         SOLE                 2,301              
OMEGA HEALTHCARE INVESTORS         COM          681936100      656      40,895   SH         SOLE                40,895              
OMEGA NAVIGATION                                                                                                                    
  ENTERPRISES INC                  CLASS A      Y6476R105      438      27,828   SH         SOLE                27,828              
OMNICARE  INC                      COM          681904108      151       6,600   SH         SOLE                 6,600              
OMNICOM GROUP COM                  COM          681919106      214       4,512   SH         SOLE                 4,512              
ON ASSIGNMENT INC                  COM          682159108      110      15,740   SH         SOLE                15,740              
ONE LIBERTY PROPERTIES INC         COM          682406103      645      35,131   SH         SOLE                35,131              
ONEOK INC                          CL A         682680103      278       6,200   SH         SOLE                 6,200              
OPPENHEIMER HOLDINGS-CL A       CL A NON VTG    683797104      274       6,463   SH         SOLE                 6,463              
ORACLE CORPORATION                 COM          68389X105    1,239      54,884   SH         SOLE                54,884              
O'REILLY AUTOMOTIVE                COM          686091109      204       6,300   SH         SOLE                 6,300              
ORMAT TECHNOLOGIES                 COM          686688102      163       2,963   SH         SOLE                 2,963              
OSKOSH TRUCK CORPORATION           COM          688239201      194       4,100   SH         SOLE                 4,100              
OTELCO INC-IDS                 INCME DEP SECS   688823202       44       3,151   SH         SOLE                 3,151              
OVERSEAS SHIPHOLDING                                                                                                                
  GROUP INC COM                    COM          690368105      119       1,600   SH         SOLE                 1,600              
OWENS-ILLINOIS                     COM NEW      690768403    1,188      24,007   SH         SOLE                24,007              
P G & E CORP                       COM          69331C108      360       8,362   SH         SOLE                 8,362              
PACCAR INC                         COM          693718108    3,439      63,117   SH         SOLE                63,117              
PACHOLDER HIGH YIELD FUND INC      COM          693742108    2,426     299,508   SH         SOLE               299,508              
PACIFIC SUNWEAR OF CALIFORNIA      COM          694873100       55       3,900   SH         SOLE                 3,900              
PACKAGING CORP OF AMERICA          COM          695156109    4,813     170,665   SH         SOLE               170,665              
PACTIV CORPORATION                 COM          695257105       46       1,741   SH         SOLE                 1,741              
PALL CORP                          COM          696429307       67       1,665   SH         SOLE                 1,665              
PALM INC                           COM          696643105       36       5,700   SH         SOLE                 5,700              
PAR PHARMACEUTICAL COS INC         COM          69888P106       46       1,900   SH         SOLE                 1,900              
PARAMETRICTECHNOLOGYCORP           COM NEW      699173209      112       6,300   SH         SOLE                 6,300              
PARKER-HANNIFIN CORP               COM          701094104    1,611      21,398   SH         SOLE                21,398              
PARKWAY PROPERTIES                 COM          70159Q104      105       2,838   SH         SOLE                 2,838              
PARTNER COMMUNICATIONS ADR         ADR          70211M109      214       9,704   SH         SOLE                 9,704              
Patriot Coal Corp                  COM          70336T104      301       7,217   SH         SOLE                   169         7,048
PATTERSON COS INC                  COM          703395103       65       1,900   SH         SOLE                 1,900              
PATTERSON UTI-ENERGY               COM          703481101      473      24,225   SH         SOLE                24,225              
PAYCHEX INC COM                    COM          704326107    1,183      32,658   SH         SOLE                32,658              
PC CONNECTION INC                  COM          69318J100      137      12,113   SH         SOLE                12,113              
PC MALL  INC                       COM          69323K100       70       7,541   SH         SOLE                 7,541              
PDL BIOPHARMA INC                  COM          69329Y104      112       6,400   SH         SOLE                 6,400              
PEABODY ENERGY CORP                COM          704549104      607       9,855   SH         SOLE                 3,845         6,010
PEARSON PLC ADS                 SPONSORED ADR   705015105    1,881     129,944   SH         SOLE               129,944              
PEINI CORPORATION                  COM          713839108      798      19,275   SH         SOLE                19,275              
PENFORD CORP                       COM          707051108      336      13,142   SH         SOLE                13,142              
PENGROWTH ENERGY TR TR                                                                                                              
  UNITS NEW ISIN#CA706902509     TR UNIT NEW    706902509       25       1,400   SH         SOLE                 1,400              
PENN VA CORP                       COM          707882106      352       8,075   SH         SOLE                   190         7,885
PENN WEST ENERGY TRUST             TR UNIT      707885109    9,043     347,824   SH         SOLE               347,824              
PENNEY J C INC                     COM          708160106      137       3,104   SH         SOLE                 3,104              
PENNSYLVANIA RE INV TRUST SBI    SH BEN INT     709102107       84       2,836   SH         SOLE                 2,836              
PENTAIR INC                        COM          709631105      800      22,982   SH         SOLE                22,982              
PEP BOYS MANNY MOE & JACK          COM          713278109      153      13,292   SH         SOLE                13,292              
PEPCO HOLDINGS INC                 COM          713291102      211       7,198   SH         SOLE                 7,198              
PEPSI BOTTLING GROUP               COM          713409100       94       2,378   SH         SOLE                 2,378              
PEPSIAMERICAS INC                  COM          71343P200      236       7,090   SH         SOLE                 7,090              
PEPSICO INC                        COM          713448108    1,695      22,328   SH         SOLE                22,328              
PERKINELMER INC                    COM          714046109       44       1,700   SH         SOLE                 1,700              
PERRIGO CO COM                     COM          714290103      147       4,200   SH         SOLE                 4,200              
PERRY ELLIS INTERNATIONAL INC      COM          288853104      129       8,402   SH         SOLE                 8,402              
PETROCHINA CO LTD ADS           SPONSORED ADR   71646E100    1,585       9,033   SH         SOLE                 9,033              
PETROLEO BRASILEIRO SA PETRO    SPONSORED ADR   71654V408    1,113       9,661   SH         SOLE                 9,661              
PETSMART INC COM                   COM          716768106      165       7,000   SH         SOLE                 7,000              
PFIZER INC                         COM          717081103    4,943     217,446   SH         SOLE               217,446              
PHARMACEUTICAL PROD                                                                                                                 
  DEV INC COM                      COM          717124101      230       5,700   SH         SOLE                 5,700              
PHILIPPINE LONG DISTANCE                                                                                                            
  TEL CO                        SPONSORED ADR   718252604      307       4,053   SH         SOLE                 4,053              
PHILLIPS-VAN HEUSEN                                                                                                                 
  CORPORATION                      COM          718592108      245       6,652   SH         SOLE                 6,652              
PICO HOLDINGS INCORPORATED         COM NEW      693366205      509      15,145   SH         SOLE                15,145              
PIMCO CA MUN INC COM NPV           COM          72200N106      255      16,394   SH         SOLE                16,394              
PIMCO CALIF MUN II COM                                                                                                              
  USD000001                        COM          72200M108      649      48,453   SH         SOLE                48,453              
PIMCO CALIF MUNICI COM                                                                                                              
  USD000001                        COM          72201C109      609      45,814   SH         SOLE                45,814              
PIMCO CORPORATE INCOME FUND        COM          72200U100      659      51,252   SH         SOLE                51,252              
PIMCO CORPORATE OPPORTUNITY        COM          72201B101    1,964     146,020   SH         SOLE               146,020              
PIMCO FLOATING RATE INC FUND       COM          72201H108      949      60,606   SH         SOLE                60,606              
PIMCO FLOATING RT STRATEGY         COM          72201J104    1,508      98,432   SH         SOLE                98,432              
PIMCO GLOBAL STOCKS PLUS                                                                                                            
  & INCOME FUND                    COM          722011103    2,229     100,913   SH         SOLE               100,913              
PIMCO HIGH INCOME FUND             COM SHS      722014107    5,671     475,384   SH         SOLE               475,384              
PIMCO MUNI INCOME FUND             COM          72201A103      376      26,999   SH         SOLE                26,999              
PIMCO MUNICIPAL II COM                                                                                                              
  USD000001                        COM          72200W106      728      53,240   SH         SOLE                53,240              
PIMCO NEW YORK MUNICIPAL                                                                                                            
  INCOME FUND                      COM          72200T103      170      14,190   SH         SOLE                14,190              
PIMCO NEW YORK MUNICIPAL                                                                                                            
  INCOME FUND 111                  COM          72201E105      859      66,779   SH         SOLE                66,779              
PIMCO NY MUN II COM USD000001      COM          72200Y102      901      66,526   SH         SOLE                66,526              
PIMCO STRATEGIC GLOBAL                                                                                                              
  GOVT F COM                       COM          72200X104      172      17,933   SH         SOLE                17,933              
PINNACLE AIRL CORP                 COM          723443107       15         970   SH         SOLE                   970              
PINNACLE WEST CAP CORP             COM          723484101      992      23,405   SH         SOLE                23,405              
PIONEER FLOATING RATE TRUST        COM          72369J102    4,635     292,811   SH         SOLE               292,811              
PIONEER HIGH INCOME TRUST          COM          72369H106    6,074     433,572   SH         SOLE               433,572              
PIONEER MUN HGH IN COM NPV         COM SHS      723763108    1,609     119,386   SH         SOLE               119,386              
PIONEER MUNI HI INC ADV TRST       COM          723762100    2,155     157,870   SH         SOLE               157,870              
PIONEER NATURAL RESOURCES CO       COM          723787107      317       6,500   SH         SOLE                 6,500              
PIPER JAFFRAY COMPANIES            COM          724078100       24         510   SH         SOLE                   510              
PITNEY BOWES INC                   COM          724479100      463      12,183   SH         SOLE                12,183              
PLAINS EXPLORATION                                                                                                                  
  & PRODUCTION                     COM          726505100      335       6,200   SH         SOLE                 6,200              
PLANTRONICS INCORPORATED           COM          727493108       70       2,700   SH         SOLE                 2,700              
PLEXUS CORP                        COM          729132100      115       4,363   SH         SOLE                 4,363              
PLUM CREEK TIMBER                  COM          729251108      206       4,464   SH         SOLE                 4,464              
PMC COMMERCIAL TRUST             SH BEN INT     693434102      111      10,333   SH         SOLE                10,333              
PMI GROUP INC COM                  COM          69344M101       70       5,400   SH         SOLE                 5,400              
PNC FINANCIAL                      COM          693475105      346       5,271   SH         SOLE                 5,271              
PNM RESOURCES                      COM          69349H107       90       4,200   SH         SOLE                 4,200              
POLO RALPH LAUREN CORP             CL A         731572103       49         800   SH         SOLE                   800              
POLYCOM INC                        COM          73172K104      139       5,000   SH         SOLE                 5,000              
PORTFOLIO RECOVERY ASSOCIATES      COM          73640Q105       24         597   SH         SOLE                   597              
POSCO ADS                       SPONSORED ADR   693483109    1,953      12,983   SH         SOLE                12,983              
POTLATCH CORP                      COM          737630103      480      10,802   SH         SOLE                10,802              
POWELL INDUSTRIES INC              COM          739128106      275       6,230   SH         SOLE                 6,230              
POWERWAVE TECHNOLOGIES INC         COM          739363109       28       6,900   SH         SOLE                 6,900              
PPG INDS INC                       COM          693506107      159       2,268   SH         SOLE                 2,268              
PPL CORPORATION                    COM          69351T106      272       5,228   SH         SOLE                 5,228              
PRAXAIR  INC                       COM          74005P104    1,113      12,543   SH         SOLE                 6,233         6,310
PRECISION CASTPARTS CORP CO        COM          740189105      641       4,621   SH         SOLE                 4,621              
PRECISION DRILLING TRUST           TR UNIT      740215108    6,945     457,787   SH         SOLE               457,787              
PREFERRED BANK                     COM          740367107       30       1,150   SH         SOLE                 1,150              
PREFORMED LINE PRODUCTS CO         COM          740444104      349       5,860   SH         SOLE                 5,860              
PREMIERE GLOBAL SERVICES INC       COM          740585104      312      20,978   SH         SOLE                20,978              
PRICESMART INC                     COM          741511109      277       9,211   SH         SOLE                 9,211              
PRIDE INTERNATIONAL NEW            COM          74153Q102      308       9,100   SH         SOLE                 9,100              
PRIMEWEST ENERGY TRUST           TR UNIT NEW    741930309   13,014     479,503   SH         SOLE               479,503              
PRINCIPAL FINANCIAL GROUP          COM          74251V102      263       3,816   SH         SOLE                 3,816              
PROGRESS ENERGY INC                COM          743263105    3,313      68,418   SH         SOLE                68,418              
PROGRESSIVE CORP OHIO              COM          743315103      184       9,612   SH         SOLE                 9,612              
PROLOGIS TRUST BEN INT           SH BEN INT     743410102      347       5,468   SH         SOLE                 5,468              
PROSPECT STREET HIGH                                                                                                                
  INCOME PORTFOLIO INC             COM NEW      743586406    3,475   1,277,714   SH         SOLE             1,277,714              
PROSPECT STREET INCOME                                                                                                              
  SHARES INCORPORATED              COM          743590101      418      82,711   SH         SOLE                82,711              
PROSPERITY BANCSHARES INC COM      COM          743606105       23         793   SH         SOLE                   793              
PROTECTIVE LIFE CORP               COM          743674103      156       3,800   SH         SOLE                 3,800              
PROVIDENT ENERGY TRUST             TR UNIT      74386K104    9,455     945,467   SH         SOLE               945,467              
PRUDENTIAL FINANCIAL INC           COM          744320102      603       6,484   SH         SOLE                 6,484              
PSYCHIATRIC SOLUTIONS  INC         COM          74439H108       98       3,000   SH         SOLE                 3,000              
PT TELEKOMUNIKASI INDONESIA     SPONSORED ADR   715684106      296       7,048   SH         SOLE                 7,048              
PUBLIC SERVICE                                                                                                                      
  ENTERPRISE GROUP                 COM          744573106      561       5,715   SH         SOLE                 5,715              
PUBLIC STORAGE                     COM          74460D109      132       1,800   SH         SOLE                 1,800              
PUGET ENERGY INC                   COM          745310102      278      10,144   SH         SOLE                10,144              
PULTE HOMES INC                    COM          745867101       30       2,860   SH         SOLE                 2,860              
PUTNAM HIGH INCOME BOND FUND     SHS BEN INT    746779107    1,611     200,426   SH         SOLE               200,426              
PUTNAM HIGH YIELD MUN TR                                                                                                            
  SH BEN INT                     SH BEN INT     746781103    1,186     177,354   SH         SOLE               177,354              
PUTNAM INVT GRADE MUN TR COM       COM          746805100    1,233     129,803   SH         SOLE               129,803              
PUTNAM MANAGED MUN                                                                                                                  
  INCOME TR COM                    COM          746823103      806     115,524   SH         SOLE               115,524              
PUTNAM MASTER INTER INC TST      SH BEN INT     746909100       16       2,476   SH         SOLE                 2,476              
PUTNAM MUNI BOND FUND            SH BEN INT     74683V100    1,007      85,824   SH         SOLE                85,824              
PUTNAM MUNI                                                                                                                         
  OPPORTUNITIES TRUST            SH BEN INT     746922103      603      53,783   SH         SOLE                53,783              
PUTNAM PREMIER INCOME TRUST      SH BEN INT     746853100       14       2,252   SH         SOLE                 2,252              
QLOGIC CORPORATION                 COM          747277101       27       1,900   SH         SOLE                 1,900              
QUAKER CHEMICAL CORP               COM          747316107    1,716      78,085   SH         SOLE                78,085              
QUALCOMM INC COM                   COM          747525103      897      22,800   SH         SOLE                22,800              
QUALITY SYSTEMS INC                COM          747582104    1,255      41,149   SH         SOLE                41,149              
QUANTA SERVICES                    COM          74762E102      247       9,400   SH         SOLE                 9,400              
QUEBECOR WORLD CAP                                                                                                                  
  SUB VTG NPV                    COM NON-VTG    748203106       44      24,359   SH         SOLE                24,359              
QUEST DIAGNOSTICS                  COM          74834L100      111       2,100   SH         SOLE                 2,100              
QUESTAR CORPORATION COM            COM          748356102      135       2,500   SH         SOLE                 2,500              
QUICKSILVER RESRCSCOM USD001       COM          74837R104      167       2,800   SH         SOLE                 2,800              
QUINTANA MARITIME LTD              SHS          Y7169G109      797      34,685   SH         SOLE                34,685              
QWEST COMMUNICATIONS  INC          COM          749121109    9,052   1,291,363   SH         SOLE             1,291,363              
RADIAN GROUP INC                   COM          750236101       51       4,400   SH         SOLE                 4,400              
RADIOSHACK CORP                    COM          750438103       31       1,826   SH         SOLE                 1,826              
RAIT INVESTMENTCOM USD001          COM          749227104      466      54,056   SH         SOLE                54,056              
RALCORP HOLDINGS                   COM          751028101      235       3,863   SH         SOLE                 3,863              
RAMBUS INC DEL COM                 COM          750917106       92       4,700   SH         SOLE                 4,700              
RANGE RESOURCES CORP               COM          75281A109      108       2,100   SH         SOLE                 2,100              
RAYMOND JAMES FINL                 COM          754730109      168       5,150   SH         SOLE                 5,150              
RAYONIER INC COM                   COM          754907103      475      10,054   SH         SOLE                10,054              
RAYTHEON COMPANY                   COM NEW      755111507      465       7,667   SH         SOLE                 7,667              
REALTY INCOME                      COM          756109104      300      11,119   SH         SOLE                11,119              
REAVES UTILITY INCOME TRUST      SH BEN INT     756158101    1,995      79,090   SH         SOLE                79,090              
REDWOOD TRUST INC COM USD001       COM          758075402    1,281      37,416   SH         SOLE                37,416              
REED ELSEVIER NV ADS            SPONSORED ADR   758204101      849      21,403   SH         SOLE                21,403              
REGAL ENTERTAINMENT GROUP-A        CL A         758766109    2,625     145,255   SH         SOLE               145,255              
REGENCY CENTERS CORPORATION        COM          758849103      245       3,800   SH         SOLE                 3,800              
REGIONS FINANCIAL CORP             COM          7591EP100      229       9,701   SH         SOLE                 9,701              
REGIS CORP                         COM          758932107       67       2,400   SH         SOLE                 2,400              
REHABCARE GROUP INC                COM          759148109      149       6,614   SH         SOLE                 6,614              
RELIANCE STEEL & ALUMINUM          COM          759509102      255       4,701   SH         SOLE                 4,701              
RELIANT RESOURCES INC              COM          75952B105      350      13,330   SH         SOLE                13,330              
RENT-A-CENTER INC                  COM          76009N100       54       3,700   SH         SOLE                 3,700              
REPUBLIC AIRWAYS HOLDINGS INC      COM          760276105      219      11,167   SH         SOLE                11,167              
REPUBLIC SERVICES                  COM          760759100      274       8,750   SH         SOLE                 8,750              
RESMED INC                         COM          761152107      221       4,200   SH         SOLE                 4,200              
RESTORATION HARDWARE INC           COM          760981100       92      13,937   SH         SOLE                13,937              
RETAIL HOLDRS TRUST                DEP RCPT     76127U101        4          41   SH         SOLE                    41              
REX STORES CORPORATION             COM          761624105      183      11,582   SH         SOLE                11,582              
REYNOLDS AMERICAN INC              COM          761713106    3,366      51,029   SH         SOLE                51,029              
RF MICRO DEVICES  INC              COM          749941100       91      15,900   SH         SOLE                15,900              
RIO TINTO PLC ADR               SPONSORED ADR   767204100      713       1,699   SH         SOLE                 1,699              
RITE AID CORP                      COM          767754104       97      34,621   SH         SOLE                34,621              
RMK HIGH INCOME FUND                                                                                                                
  INCORPORATED                     COM SHS      74963B105      131      28,574   SH         SOLE                28,574              
RMR REAL ESTATE FUND             SH BEN INT     74963F106    1,060      96,401   SH         SOLE                96,401              
ROBBINS & MYERS                    COM          770196103      451       5,968   SH         SOLE                 5,968              
ROBERT HALF INT'L                  COM          770323103       61       2,250   SH         SOLE                 2,250              
ROCK-TENN COMPANY                  CL A         772739207      435      17,121   SH         SOLE                17,121              
ROCKWELL AUTOMATION INC            COM          773903109      149       2,160   SH         SOLE                 2,160              
ROCKWELL COLLINS                   COM          774341101    1,276      17,733   SH         SOLE                17,733              
ROCKWOOD HOLDINGS INC              COM          774415103      314       9,465   SH         SOLE                 9,465              
ROHM & HAAS CO                     COM          775371107       93       1,753   SH         SOLE                 1,753              
ROLLINS  INC                       COM          775711104       44       2,281   SH         SOLE                 2,281              
ROPER INDUSTRIES                   COM          776696106    1,354      21,652   SH         SOLE                21,652              
ROSS STORES                        COM          778296103      189       7,400   SH         SOLE                 7,400              
ROWAN COMPANIES INC                COM          779382100       62       1,563   SH         SOLE                 1,563              
ROYAL BANK OF SCOTLAND                                                                                                              
  GROUP PLC  SERIES M  640     SP ADR PREF M    780097796    1,123      56,820   SH         SOLE                56,820              
ROYAL BANK OF SCOTLAND                                                                                                              
  GROUP PLC - SERIES Q         ADR PREF SHS Q   780097754    1,996      95,852   SH         SOLE                95,852              
ROYAL BANK OF SCOTLAND                                                                                                              
  GROUP PLC - SERIES R         ADR PREF SHS R   780097747      136       7,122   SH         SOLE                 7,122              
ROYAL BANK OF SCOTLAND                                                                                                              
  GROUP PLC - SERIES T         SP ADR PREF T    780097713    1,886      81,679   SH         SOLE                81,679              
ROYAL BANK OF SCOTLAND                                                                                                              
  GROUP PLC SERIES N           ADR PREF SER N   780097770      859      44,029   SH         SOLE                44,029              
ROYAL BK SCOTLND                                                                                                                    
  GRP PLC 66000%               SP ADR PREF S    780097739      493      24,323   SH         SOLE                24,323              
ROYAL DUTCH SHELL                                                                                                                   
  PLS "A" SHARES               SPONS ADR A      780259206      829       9,849   SH         SOLE                 9,849              
RPM INTERNATIONAL INC              COM          749685103      221      10,899   SH         SOLE                10,899              
RUBY TUESDAY  INC                  COM          781182100       27       2,800   SH         SOLE                 2,800              
RUDDICK CORP COM                   COM          781258108       69       2,000   SH         SOLE                 2,000              
RUSH ENTERPRISES  INC              CL A         781846209      343      18,886   SH         SOLE                18,886              
RYDER SYSTEMS INC                  COM          783549108       37         779   SH         SOLE                   779              
RYLAND GROUP                       COM          783764103       63       2,300   SH         SOLE                 2,300              
S&P 500 COVERED CALL FUND                                                                                                           
  INCORPORATED                     COM          78381P109    3,427     222,545   SH         SOLE               222,545              
SAFECO CORP                        COM          786429100       73       1,314   SH         SOLE                 1,314              
SAFEWAY INC                        COM NEW      786514208      210       6,127   SH         SOLE                 6,127              
SAIA INC                           COM          78709Y105       53       3,997   SH         SOLE                 3,997              
SAKS INCORPORATED                  COM          79377W108      191       9,206   SH         SOLE                 9,206              
SALEM COMMUNICATIONS CORP          CL A         794093104       49       7,451   SH         SOLE                 7,451              
SANDISK                            COM          80004C101      103       3,100   SH         SOLE                 3,100              
SAPPI LTD                       SPON ADR NEW    803069202       70       4,843   SH         SOLE                 4,843              
SARA LEE CORP                      COM          803111103      190      11,836   SH         SOLE                11,836              
SATYAM COMPUTER SERVICES LTD       ADR          804098101      338      12,666   SH         SOLE                12,666              
SAUER - DANFOSS INC                COM          804137107      170       6,789   SH         SOLE                 6,789              
SCANA CORP                         COM          80589M102      270       6,400   SH         SOLE                 6,400              
SCHERING-PLOUGH CORP               COM          806605101      601      22,552   SH         SOLE                22,552              
SCHLUMBERGER LTD                   COM          806857108    2,904      29,523   SH         SOLE                29,523              
SCHNITZER STEEL                                                                                                                     
  INDUSTRIES INC                   CL A         806882106      444       6,424   SH         SOLE                 6,424              
SCHOLASTIC CORP                    COM          807066105       49       1,400   SH         SOLE                 1,400              
SCOTTS CO 'A'                      CL A         810186106       90       2,400   SH         SOLE                 2,400              
SEABOARD CORP                      COM          811543107      194         132   SH         SOLE                   132              
SEAGATE TECHNOLOGY                 SHS          G7945J104       19         728   SH         SOLE                   728              
SEALED AIR                         COM          81211K100       50       2,178   SH         SOLE                 2,178              
SEARS HOLDING CORP                 COM          812350106      105       1,028   SH         SOLE                 1,028              
SEASPAN CORP                       SHS          Y75638109      447      18,234   SH         SOLE                18,234              
SECTOR SPDR TRUSTAMEX                                                                                                               
  TECHNOLOGY SELECT IDX         SBI INT-TECH    81369Y803        3         131   SH         SOLE                   131              
SEI CORP                           COM          784117103      222       6,900   SH         SOLE                 6,900              
SELIGMAN LASALLE                                                                                                                    
  INTERNATIONAL                    COM          81634A101      173      10,707   SH         SOLE                10,707              
SEMICONDUCTOR HOLDRS TRUST         DEP RCPT     816636203        4         114   SH         SOLE                   114              
SEMPRA ENERGY                      COM          816851109      385       6,220   SH         SOLE                 6,220              
SEMTECH CORPORATION                COM          816850101       54       3,500   SH         SOLE                 3,500              
SENIOR HOUSE PROPERTY TRUST      SH BEN INT     81721M109      843      37,169   SH         SOLE                37,169              
SENSIENT TECHNOLOGIES              COM          81725T100       74       2,600   SH         SOLE                 2,600              
SEPRACOR INC                       COM          817315104      160       6,100   SH         SOLE                 6,100              
SERVICE CORP INTERNATIONAL         COM          817565104      222      15,800   SH         SOLE                15,800              
SGMS                               CL A         80874P109      120       3,600   SH         SOLE                 3,600              
SHAW GROUP INC                     COM          820280105      392       6,486   SH         SOLE                 6,486              
SHERWIN-WILLIAMS CO                COM          824348106      238       4,108   SH         SOLE                 4,108              
SHINHAN FINANCIAL GRP - ADR    SPN ADR RESTRD   824596100       80         696   SH         SOLE                   696              
SHIP FINANCE INTERNATIONAL L       SHS          G81075106      570      20,572   SH         SOLE                20,572              
SIEMENS AG                      SPONSORED ADR   826197501      336       2,138   SH         SOLE                 2,138              
SIERRA BANCORP                     COM          82620P102      256      10,278   SH         SOLE                10,278              
SIERRA PACIFIC RESOURCES           COM          826428104      217      12,800   SH         SOLE                12,800              
SIGMA-ALDRICH                      COM          826552101       96       1,750   SH         SOLE                 1,750              
SILGAN HOLDINGS  INC               COM          827048109       35         671   SH         SOLE                   671              
SILICON LABORATORIES INC           COM          826919102      112       3,000   SH         SOLE                 3,000              
SILICON MOTION TSCH             SPONSORED ADR   82706C108       72       4,050   SH         SOLE                 4,050              
SIMON PROPERTY GROUP INC           COM          828806109      339       3,899   SH         SOLE                 3,899              
SINCLAIR BROADCAST GROUP INC       CL A         829226109      705      85,887   SH         SOLE                85,887              
SINOPEC SHANGHAI                                                                                                                    
  PETROCHEMICAL                  SPON ADR H     82935M109    1,325      21,707   SH         SOLE                21,707              
SJW CORPORATION                    COM          784305104      743      21,420   SH         SOLE                21,420              
SK TELECOM                      SPONSORED ADR   78440P108       36       1,207   SH         SOLE                 1,207              
SKECHERS USA INC                   CL A         830566105      131       6,717   SH         SOLE                 6,717              
SL GREEN REALTY CORP               COM          78440X101       88         943   SH         SOLE                   943              
SLM CORPORATION                    COM          78442P106      144       7,133   SH         SOLE                 7,133              
SMALL CAP PREM & DVD INCM FD       COM          83165P101   13,994     889,058   SH         SOLE               889,058              
SMITH INTERNATIONAL INC COM        COM          832110100      301       4,077   SH         SOLE                 4,077              
SMITHFIELD FOODS INC               COM          832248108      185       6,399   SH         SOLE                 6,399              
SNAP-ON INC                        COM          833034101       41         844   SH         SOLE                   844              
SONIC AUTOMOTIVE INC               CL A         83545G102      147       7,592   SH         SOLE                 7,592              
SONOCO PRODUCTS CO COM             COM          835495102      177       5,415   SH         SOLE                 5,415              
SONY CORP ADR                      ADR NEW      835699307       88       1,618   SH         SOLE                 1,618              
SOTHEBY'S                          COM          835898107      137       3,600   SH         SOLE                 3,600              
SOUTH JERSEY INDUSTRIES  INC       COM          838518108      161       4,461   SH         SOLE                 4,461              
SOUTHERN CO                        COM          842587107      412      10,627   SH         SOLE                10,627              
SOUTHERN COPPER CORP               COM          84265V105    8,027      76,354   SH         SOLE                76,354              
SOUTHWEST AIRLINES                 COM          844741108      124      10,177   SH         SOLE                10,177              
SOUTHWEST BANCORP COM USD1         COM          844767103      279      15,227   SH         SOLE                15,227              
SOUTHWEST WATER CO                 COM          845331107      650      51,929   SH         SOLE                51,929              
SOUTHWESTERN ENERGY                COM          845467109      518       9,300   SH         SOLE                 9,300              
SOVEREIGN BANCORP INC              COM          845905108       56       4,940   SH         SOLE                 4,940              
SPANISH BROADCASTING SYS CL A      CL A         846425882       39      21,189   SH         SOLE                21,189              
SPARTAN MTRS INC                   COM          846819100      289      37,830   SH         SOLE                37,830              
SPARTAN STORES INC                 COM          846822104      483      21,158   SH         SOLE                21,158              
SPARTECH CORP COM USD075           COM NEW      847220209      291      20,603   SH         SOLE                20,603              
SPECTRA ENERGY CORP                COM          847560109      229       8,858   SH         SOLE                 8,858              
SPECTRUM CONTROL INC               COM          847615101      287      18,617   SH         SOLE                18,617              
SPRINT NEXTEL CORP                COM SER 1     852061100      519      39,531   SH         SOLE                39,531              
SPX CORP                           COM          784635104      336       3,265   SH         SOLE                 3,265              
SRA INTERNATIONAL INC              CL A         78464R105       68       2,300   SH         SOLE                 2,300              
ST JUDE MEDICAL INC                COM          790849103      193       4,756   SH         SOLE                 4,756              
STANCORP FINANCIAL GROUP           COM          852891100      136       2,700   SH         SOLE                 2,700              
STANDARD MOTOR PROD                COM          853666105      203      24,831   SH         SOLE                24,831              
STANDARD PARKING CORP              COM          853790103      218       4,506   SH         SOLE                 4,506              
STANLEY WORKS/THE                  COM          854616109       53       1,096   SH         SOLE                 1,096              
STAPLES INC                        COM          855030102      228       9,881   SH         SOLE                 9,881              
STARBUCKS COFFEE                   COM          855244109      209      10,200   SH         SOLE                10,200              
STARWOOD HOTELS & RESORTS                                                                                                           
  WORLDWIDE INC                    COM          85590A401      123       2,800   SH         SOLE                 2,800              
STATE STREET CORPORATION           COM          857477103      433       5,332   SH         SOLE                 5,332              
STATOIL ASA-SPON ADR            SPONSORED ADR   85771P102    1,504      49,272   SH         SOLE                49,272              
STATS CHIPPAC LTD               SPONSORED ADR   85771T104      121      11,878   SH         SOLE                11,878              
STEALTHGAS INC                     SHS          Y81669106      446      32,832   SH         SOLE                32,832              
STEEL DYNAMICS INC                 COM          858119100      729      12,231   SH         SOLE                12,231              
STEELCASE INC 'A'                  CL A         858155203    1,037      65,348   SH         SOLE                65,348              
STERICYCLE INC                     COM          858912108      285       4,800   SH         SOLE                 4,800              
STERIS CORP                        COM          859152100      101       3,500   SH         SOLE                 3,500              
STONERIDGE INC                     COM          86183P102      210      26,173   SH         SOLE                26,173              
STORA ENSO OYJ                 SPON ADR REP R   86210M106    1,074      72,357   SH         SOLE                72,357              
STRATEGIC GLOBAL INCOME $ FD       COM          862719101    1,422     140,825   SH         SOLE               140,825              
STRATEGIC HOTEL & RESORTS INC      COM          86272T106       13         779   SH         SOLE                   779              
STRAYER EDUCATION INC              COM          863236105      136         800   SH         SOLE                   800              
STRYKER CORP                       COM          863667101    1,050      14,046   SH         SOLE                14,046              
SUN COMMUNITIES                    COM          866674104      104       4,916   SH         SOLE                 4,916              
SUN HEALTHCARE GROUP  INC          COM NEW      866933401      248      14,396   SH         SOLE                14,396              
SUNAMERICA FOCUSED ALPHA                                                                                                            
  GROWTH FUND  INC                 COM          867037103      931      49,204   SH         SOLE                49,204              
SUNOCO INC                         COM          86764P109      120       1,654   SH         SOLE                 1,654              
SUNOPTA INC COM NPV                COM          8676EP108      123       9,195   SH         SOLE                 9,195              
SUNPOWER CORP-CLASS A              COM CL A     867652109      164       1,255   SH         SOLE                 1,255              
SUNTECH PWOER HOLDINGS-ADR         ADR          86800C104      692       8,409   SH         SOLE                 8,409              
SUNTRUST BANKS INC                 COM          867914103      308       4,931   SH         SOLE                 4,931              
SUPERIOR ENERGY SERVICES INC       COM          868157108      151       4,400   SH         SOLE                 4,400              
SUPERIOR ESSEX INC                 COM          86815V105       20         813   SH         SOLE                   813              
SUPERTEL HOSPITALITY INC           COM          868526104      181      29,441   SH         SOLE                29,441              
SUPERVALU                          COM          868536103      111       2,955   SH         SOLE                 2,955              
SUSSEX BANCORP                     COM          869245100      307      23,077   SH         SOLE                23,077              
SVB FINANCIAL GROUP                COM          78486Q101      122       2,421   SH         SOLE                 2,421              
SYBASE INC COM                     COM          871130100      128       4,900   SH         SOLE                 4,900              
SYMANTEC CORP                      COM          871503108      194      12,030   SH         SOLE                12,030              
SYNALLOY CP DEL                    COM          871565107      172      10,030   SH         SOLE                10,030              
SYNNEX CORPORATION                 COM          87162W100      110       5,601   SH         SOLE                 5,601              
SYNOPSYS INC                       COM          871607107      205       7,900   SH         SOLE                 7,900              
SYNOVUS FINANCIAL                  COM          87161C105      242      10,058   SH         SOLE                10,058              
SYNT                               COM          87162H103    2,466      64,011   SH         SOLE                64,011              
SYSCO CORP                         COM          871829107      266       8,520   SH         SOLE                 8,520              
SYSTEMAX INC                       COM          871851101      258      12,710   SH         SOLE                12,710              
T  ROWE PRICE GROUP INC            COM          74144T108      233       3,826   SH         SOLE                 3,826              
TAIWAN SEMI                     SPONSORED ADR   874039100    2,030      203828   SH         SOLE               203,828              
TARGET CORPORATION                 COM          87612E106      578      11,552   SH         SOLE                11,552              
TATA MOTORS LIMITED             SPONSORED ADR   876568502      190      10,051   SH         SOLE                10,051              
TCF FINANCIAL CORP                 COM          872275102      108       6,000   SH         SOLE                 6,000              
TCW STRATEGIC INCOME FUND INC      COM          872340104    2,348     639,828   SH         SOLE               639,828              
TDK CORPORATION                    DEP SH       872351408      163       2,201   SH         SOLE                 2,201              
TEAM INC                           COM          878155100      559      15,291   SH         SOLE                15,291              
TECH DATA CORP                     COM          878237106      113       3,000   SH         SOLE                 3,000              
TECHE HOLDING CO                   COM          878330109      265       7,024   SH         SOLE                 7,024              
TECHNE CORP                        COM          878377100      145       2,200   SH         SOLE                 2,200              
TECK COMINCO LTD -CL B             CL B         878742204      257       7,187   SH         SOLE                 7,187              
TECO ENERGY                        COM          872375100      186      10,828   SH         SOLE                10,828              
TELECOM ITALIA SPA              SPON ADR ORD    87927Y102    1,271      41,215   SH         SOLE                41,215              
TELECOMM CORPORATION OF                                                                                                             
  NEW ZEALAND LTD               SPONSORED ADR   879278208    2,076     124,995   SH         SOLE               124,995              
TELECOMUNICACOES DE SP          SPON ADRSOPFD   87929A102       34       1,338   SH         SOLE                 1,338              
TELEDYNE TECHNOLOGIES INC          COM          879360105      546      10,236   SH         SOLE                10,236              
TELEFLEX                           COM          879369106      139       2,200   SH         SOLE                 2,200              
TELEFONICA DE ARG SPON ADR                                                                                                          
  REP 10 ORD'B'ARS1             SPONSORED ADR   879378404      127       9,441   SH         SOLE                 9,441              
TELEPHONE & DATA                   COM          879433100    1,088      17,376   SH         SOLE                17,376              
TELETECH HOLDINGS                  COM          879939106      188       8,824   SH         SOLE                 8,824              
TELLABS INC                        COM          879664100       39       5,978   SH         SOLE                 5,978              
TEMECULA VALLEY BANCORP INC        COM          87972L104      238      20,277   SH         SOLE                20,277              
TEMPLE-INLAND (NEW)              EX-DISTRIB     879868115      113       5,400   SH         SOLE                 5,400              
TEMPLE-INLAND INC                  COM          879868107       93       4,455   SH         SOLE                 4,455              
TEMPLTN EMERG INC COM USD001       COM          880192109    2,787     211,756   SH         SOLE               211,756              
TENARIS SA ADR                  SPONSORED ADR   88031M109      853      19,070   SH         SOLE                19,070              
TENET HEALTHCARE CORP              COM          88033G100       33       6,464   SH         SOLE                 6,464              
TENNANT CO                         COM          880345103      150       3,378   SH         SOLE                 3,378              
TERADATA CORP                      COM          88076W103    6,208     226,473   SH         SOLE               226,473              
TERADYNE  INC                      COM          880770102       24       2,350   SH         SOLE                 2,350              
TEREX CORP                         COM          880779103      149       2,266   SH         SOLE                 2,266              
TERNIUM SA                         SPON ADR     880890108      438      10,908   SH         SOLE                10,908              
TERRA INDUSTRIES INC               COM          880915103      998      20,896   SH         SOLE                20,896              
TESORO CORP                        COM          881609101      428       8,965   SH         SOLE                 8,965              
TESSCO TECHNOLOGIES INC            COM          872386107       47       2,585   SH         SOLE                 2,585              
TETRA TECH INCORPORATED            COM          88162G103      385      17,928   SH         SOLE                17,928              
TEXAS INDUSTRIES                   COM          882491103      357       5,098   SH         SOLE                 5,098              
TEXAS INSTRUMENTS                  COM          882508104      653      19,552   SH         SOLE                19,552              
TEXTRON  INC                       COM          883203101    1,705      23,908   SH         SOLE                23,908              
THE PROCTER & GAMBLE COMPANY       COM          742718109    3,172      43,206   SH         SOLE                43,206              
THE TRAVELERS COS INC              COM          89417E109      487       9,049   SH         SOLE                 9,049              
THE WARNACO GROUP  INC             COM NEW      934390402      119       3,410   SH         SOLE                 3,410              
THE WILLIAMS COMPANIES             COM          969457100      457      12,768   SH         SOLE                12,768              
THE9 LIMITED                       ADR          88337K104      156       7,311   SH         SOLE                 7,311              
THERMO FISHER SCIENTIFIC INC       COM          883556102    1,656      28,704   SH         SOLE                18,819         9,885
THESTREETCOM INC                   COM          88368Q103      321      20,137   SH         SOLE                20,137              
THOMAS & BETTS CORP                COM          884315102      137       2,800   SH         SOLE                 2,800              
THOR INDUSTRIES                    COM          885160101      393      10,333   SH         SOLE                10,333              
THORNBURG MTG INC                  COM          885218107    1,597     172,722   SH         SOLE               172,722              
TIDEWATER INC                      COM          886423102      165       3,000   SH         SOLE                 3,000              
TIFFANY & CO                       COM          886547108       87       1,900   SH         SOLE                 1,900              
TIMBERLAND BANCORP  INC            COM          887098101      230      18,882   SH         SOLE                18,882              
TIMBERLAND CO CL'A'                CL A         887100105       49       2,700   SH         SOLE                 2,700              
TIME WARNER INC                    COM          887317105      831      50,350   SH         SOLE                50,350              
TIME WARNER TELECOM  INC           CL A         887319101       98       4,852   SH         SOLE                 4,852              
TIMKEN CO                          COM          887389104      171       5,200   SH         SOLE                 5,200              
TITANIUM METALS CORPORATION        COM NEW      888339207       32       1,200   SH         SOLE                 1,200              
TJX COMPANIES INC                  COM          872540109      329      11,465   SH         SOLE                11,465              
TOLL BROTHERS                      COM          889478103      138       6,900   SH         SOLE                 6,900              
TOMKINS PLC                     SPONSORED ADR   890030208    1,502     107,657   SH         SOLE               107,657              
TOOTSIE ROLL FOODS                 COM          890516107       40       1,443   SH         SOLE                 1,443              
TORCHMARK CORP                     COM          891027104       81       1,341   SH         SOLE                 1,341              
TORTOISE ENERGY CAPITAL CORP       COM          89147U100      819      32,452   SH         SOLE                32,452              
TORTOISE ENERGY                                                                                                                     
  INFRASTRUCTURE                   COM          89147L100      934      28,049   SH         SOLE                28,049              
TORTOISE NORTH AMERICAN                                                                                                             
  ENERGY                           COM          89147T103    1,219      49,051   SH         SOLE                49,051              
TOYOTA MOTOR CORP-ADR              COM          892331307       58         545   SH         SOLE                   545              
TRANE INC                          COM          892893108      269       5,756   SH         SOLE                 5,756              
TRANSALTA CORP                     COM          89346D107    1,024      30,575   SH         SOLE                30,575              
TRANSAMERICA INCOME SHARES         COM          893506105       45       2,385   SH         SOLE                 2,385              
TRIARC COS CL'B'                 CL B SER 1     895927309      477      54,419   SH         SOLE                54,419              
TRINITY INDUSTRIES                 COM          896522109      123       4,425   SH         SOLE                 4,425              
TRIQUENT COIMPO-SEMICON            COM          89674K103       51       7,730   SH         SOLE                 7,730              
TRIUMPH GROUP                      COM          896818101      496       6,029   SH         SOLE                 6,029              
TSAKOS ENERGY NAVIGATION LTD       SHS          G9108L108      621      16,774   SH         SOLE                16,774              
TUPPERWARE CORP                    COM          899896104    1,142      34,585   SH         SOLE                34,585              
TURKCELL LLETISIM HIZMETLERI    SPON ADR NEW    900111204       71       2,578   SH         SOLE                 2,578              
TWIN DISC INC                      COM          901476101      125       1,764   SH         SOLE                 1,764              
TYCO ELECTRONICS LTD               COM NEW      G9144P105      254       6,843   SH         SOLE                 6,843              
TYCO INTL LTD BERMUDA              SHS          G9143X208      271       6,843   SH         SOLE                 6,843              
TYSON FOODS                        CL A         902494103       57       3,700   SH         SOLE                 3,700              
U S AIRWAYS GROUP INC COM          COM          90341W108       20       1,604   SH         SOLE                 1,604              
U S BANCORP                        COM NEW      902973304      801      25,231   SH         SOLE                25,231              
UAL CORP                           COM NEW      902549807        1          36   SH         SOLE                    36              
UAP HOLDINGS CORP                  COM          903441103    2,974      77,043   SH         SOLE                77,043              
UBS AG                             SHS NEW      H89231338        8         165   SH         SOLE                   165              
UDR INC                            COM          902653104      194       9,764   SH         SOLE                 9,764              
UIL HOLDINGS CORPORATION           COM          902748102      105       2,840   SH         SOLE                 2,840              
ULTRA CLEAN HOLDINGS INC           COM          90385V107      309      25,289   SH         SOLE                25,289              
UMH PROPERTIES INC                 COM          903002103      180      15,241   SH         SOLE                15,241              
UNILEVER NV                      N Y SHS NEW    904784709    1,775      48,690   SH         SOLE                48,690              
UNILEVER PLC ADS                SPON ADR NEW    904767704    2,562      68,458   SH         SOLE                68,458              
UNION PACIFIC CORP                 COM          907818108      458       3,642   SH         SOLE                 3,642              
UNISYS CORP                        COM          909214108       40       8,439   SH         SOLE                 8,439              
UNITED MICROELECTRICS                                                                                                               
  CORPORATION ADS               SPON ADR NEW    910873405      380     109,564   SH         SOLE               109,564              
UNITED ONLINE INC                                                                                                                   
  COM USD00001                     COM          911268100      709      59,984   SH         SOLE                59,984              
UNITED PARCEL SERVICE -CL B        CL B         911312106    1,186      16,769   SH         SOLE                16,769              
UNITED RENTALS                     COM          911363109       75       4,100   SH         SOLE                 4,100              
UNITED STATES STEEL CORP           COM          912909108      496       4,101   SH         SOLE                 4,101              
UNITED STATIONERS                  COM          913004107      190       4,122   SH         SOLE                 4,122              
UNITED TECHNOLOGIES CORP           COM          913017109    2,067      27,000   SH         SOLE                21,040         5,960
UNITEDHEALTH GROUP INC             COM          91324P102    1,040      17,868   SH         SOLE                17,868              
UNITRIN INC                        COM          913275103      134       2,800   SH         SOLE                 2,800              
UNIVERSAL CORP                     COM          913456109    2,362      46,110   SH         SOLE                46,110              
UNIVERSAL ELCECTRS INC             COM          913483103       21         625   SH         SOLE                   625              
UNIVERSAL HEALTH RLTY TR SBI     SH BEN INT     91359E105      146       4,123   SH         SOLE                 4,123              
UNIVERSAL STAINLESS & ALLOY        COM          913837100      225       6,315   SH         SOLE                 6,315              
UNIVL HEALTH SVS CL'B'             CL B         913903100      148       2,900   SH         SOLE                 2,900              
UNUMPROVIDENT CORP                 COM          91529Y106      113       4,735   SH         SOLE                 4,735              
URBAN OUTFITTERS                   COM          917047102      169       6,200   SH         SOLE                 6,200              
URS INC                            COM          903236107      709      13,048   SH         SOLE                13,048              
USA MOBILITY INC                   COM          90341G103      166      11,629   SH         SOLE                11,629              
USEC INC                           COM          90333E108      457      50,747   SH         SOLE                50,747              
UST CORP                           COM          902911106    3,274      59,740   SH         SOLE                59,740              
UTILITIES SELECT SECTOR SPDR    SBI INT-UTILS   81369Y886        4         102   SH         SOLE                   102              
V F CORPORATION                    COM          918204108       83       1,202   SH         SOLE                 1,202              
VALASSIS COMMUNICATION             COM          918866104       30       2,600   SH         SOLE                 2,600              
VALEANT PHARMA INT'L               COM          91911X104       60       5,000   SH         SOLE                 5,000              
VALERO ENERGY CORP INC             COM          91913Y100    1,243      17,751   SH         SOLE                11,586         6,165
VALMONT INDUS                      COM          920253101    1,125      12,621   SH         SOLE                12,621              
VALSPAR CORPORATION                COM          920355104      124       5,500   SH         SOLE                 5,500              
VALUECLICK INC                     COM          92046N102      118       5,400   SH         SOLE                 5,400              
VAN KAMPEN ADVANTAG MUN                                                                                                             
  INCOME TR II SH BEN INT        SH BEN INT     92112K107      678      55,928   SH         SOLE                55,928              
VAN KAMPEN CALIF VALUE MUN                                                                                                          
  INCOME TR COM                    COM          92112B107    1,967     128,745   SH         SOLE               128,745              
VAN KAMPEN DYNAMIC CREDIT OP       COM          921151106      214      13,246   SH         SOLE                13,246              
VAN KAMPEN HIGH INC II COM       SH BEN INT     920913100    1,924     529,939   SH         SOLE               529,939              
VAN KAMPEN MUN TR                SH BEN INT     920919107      879      58,472   SH         SOLE                58,472              
VAN KAMPEN MUNICPIAL                                                                                                                
  OPORTUNITY TRUST                 COM          920935103    1,257      88,534   SH         SOLE                88,534              
VAN KAMPEN SELECT SECTOR                                                                                                            
  MUN TR                           COM          92112M103      795      67,620   SH         SOLE                67,620              
VAN KAMPEN SENIOR INCOME                                                                                                            
  TRUST                            COM          920961109    3,072     441,355   SH         SOLE               441,355              
VAN KAMPEN TR FOR INVT                                                                                                              
  GRADE N Y MUNS                   COM          920931102    1,234      89,019   SH         SOLE                89,019              
VAN KAMPEN TR INVT J MUNS COM      COM          920933108      538      35,450   SH         SOLE                35,450              
VAN KAMPEN TRUST- INVESTMENT                                                                                                        
  GRADE MUNIS                      COM          920929106      809      58,686   SH         SOLE                58,686              
VANGUARD TOTL STCK MK VIPERS     STK MRK ETF    922908769        3          24   SH         SOLE                    24              
VARIAN INC                         COM          922206107      111       1,700   SH         SOLE                 1,700              
VARIAN MEDICAL SYSTEMS INC         CCOM         92220P105       94       1,800   SH         SOLE                 1,800              
VCA ANTECH  INC                    COM          918194101      203       4,600   SH         SOLE                 4,600              
VECTOR GROUP LTD                   COM          92240M108    3,082     153,622   SH         SOLE               153,622              
VECTREN CORP                       COM          92240G101      223       7,694   SH         SOLE                 7,694              
VENTANA MED SYSTEM                                                                                                                  
  COM USD0001                      COM          92276H106      140       1,600   SH         SOLE                 1,600              
VENTAS INC                         COM          92276F100      175       3,870   SH         SOLE                 3,870              
VEOLIA ENVIRONNEMENT            SPONSORED ADR   92334N103      679       7,463   SH         SOLE                 7,463              
VERISIGN  INC                      COM          92343E102      117       3,100   SH         SOLE                 3,100              
VERIZON COMMUNICATIONS             COM          92343V104  115,817   2,650,872   SH         SOLE             2,643,757         7,115
VERTEX PHARMACEUTICALS  INC        COM          92532F100      167       7,200   SH         SOLE                 7,200              
VIACOM INC CLASS B                 CL B         92553P201      399       9,076   SH         SOLE                 9,076              
VIDESH SANCHAR NIGAM-SP ADR     SPON ADR NEW    92659G600      405      10,744   SH         SOLE                10,744              
VIRGINIA COMMERCE BANCORP          COM          92778Q109       24       2,051   SH         SOLE                 2,051              
VISHAY INTERTECHNOLOGY             COM          928298108      115      10,114   SH         SOLE                10,114              
VODAFONE GROUP PLC - SP ADR     SPONS ADR NEW   92857W209   58,669   1,572,058   SH         SOLE             1,572,058              
VOLT INFORMATION SCIENCE           COM          928703107       17         918   SH         SOLE                   918              
VORNADO REALTY TRUST             SH BEN INT     929042109      275       3,131   SH         SOLE                 3,131              
VOTORANTIM CELULOSE-SPON ADR    SPONSORED ADR   92906P106    2,389      80,136   SH         SOLE                80,136              
VSE CORP                           COM          918284100      489      10,009   SH         SOLE                10,009              
VULCAN MATERIAL CO                 COM          929160109      120       1,520   SH         SOLE                 1,520              
WABTEC                             COM          929740108       93       2,700   SH         SOLE                 2,700              
WACHOVIA CORP(NEW)                 COM          929903102    1,087      28,590   SH         SOLE                28,590              
WADDELL & REED FINANCIAL-CL A      CL A         930059100      166       4,600   SH         SOLE                 4,600              
WALGREEN CO                        COM          931422109      526      13,825   SH         SOLE                13,825              
WAL-MART STORES INC                COM          931142103    1,559      32,801   SH         SOLE                32,801              
WALT DISNEY COMPANY              COM DISNEY     254687106      854      26,442   SH         SOLE                26,442              
WARNER MUSIC GROUP                 COM          934550104      710     117,112   SH         SOLE               117,112              
WASHINGTON FEDERAL INC             COM          938824109      101       4,781   SH         SOLE                 4,781              
WASHINGTON MUTUAL INC              COM          939322103      487      35,854   SH         SOLE                35,854              
WASHINGTON POST                    CL B         939640108       89         112   SH         SOLE                   112              
WASTE INDUSTIRES USA INC           COM          941057101      230       6,323   SH         SOLE                 6,323              
WASTE MANAGEMENT INC               COM          94106L109      231       7,063   SH         SOLE                 7,063              
WATERS CORP                        COM          941848103      990      12,516   SH         SOLE                12,516              
WATSON PHARMACEUTICALS             COM          942683103       41       1,500   SH         SOLE                 1,500              
WATTS WATER TECHNOLOGIES           CL A         942749102      498      16,712   SH         SOLE                16,712              
WAUSAU-MOSINEE PAPER CORP          COM          943315101       31       3,483   SH         SOLE                 3,483              
WEATHERFORD INTERNATIONAL LT       COM          G95089101    1,077      15,697   SH         SOLE                15,697              
WEBSTER FINANCIAL CORP             COM          947890109       93       2,900   SH         SOLE                 2,900              
WEINGARTEN REALTY INVST          SH BEN INT     948741103      129       4,100   SH         SOLE                 4,100              
WELLCARE HEALTH PLANS INC          COM          94946T106      278       6,548   SH         SOLE                 6,548              
WELLPOINT INC                      COM          94973V107      693       7,900   SH         SOLE                 7,900              
WELLS FARGO & CO (NEW)             COM          949746101    1,461      48,386   SH         SOLE                48,386              
WENDY'S INTERNATIONAL INC          COM          950590109       32       1,234   SH         SOLE                 1,234              
WERNER ENTERPRISES                 COM          950755108       42       2,450   SH         SOLE                 2,450              
WESTAMERICA ANCORPORATION          COM          957090103       71       1,600   SH         SOLE                 1,600              
WESTAR ENERGY INC                  COM          95709T100      132       5,100   SH         SOLE                 5,100              
WESTERN ASSET EMERGING                                                                                                              
  MARKETS FUND                     COM          95766A101    3,017     169,572   SH         SOLE               169,572              
WESTERN ASSET EMERGING                                                                                                              
  MARKETS FUND                     COM          95766C107      288      24,712   SH         SOLE                24,712              
WESTERN ASSET EMERGING                                                                                                              
  MARKETS FUND                     COM          95766E103    6,371     509,672   SH         SOLE               509,672              
WESTERN ASSET EMERGING                                                                                                              
  MARKETS FUND                     COM          95766F100      291      22,598   SH         SOLE                22,598              
WESTERN ASSET GLOBAL HIGH                                                                                                           
  INCOME FUND                      COM          95766B109    1,473     125,894   SH         SOLE               125,894              
WESTERN ASSET GLOBAL PARTNERS      COM          95766G108    6,038     542,467   SH         SOLE               542,467              
WESTERN ASSET HIGH                                                                                                                  
  INCOME FUND                      COM          95766H106      304      33,822   SH         SOLE                33,822              
WESTERN ASSET HIGH                                                                                                                  
  INCOME FUND                      COM          95766J102   15,587   1,543,223   SH         SOLE             1,543,223              
WESTERN ASSET HIGH                                                                                                                  
  INCOME OPPORTUNITY FUND          COM          95766K109    1,401     233,495   SH         SOLE               233,495              
WESTERN ASSET INTERMEDIATE                                                                                                          
  MUNICIPAL FUND INC               COM          958435109    1,179     136,140   SH         SOLE               136,140              
WESTERN ASSET MANAGED HIGH                                                                                                          
  INCOME PORTFOLIO                 COM          95766L107    4,163     725,226   SH         SOLE               725,226              
WESTERN ASSET MANAGED                                                                                                               
  MUNICIPAL PORTFOLIO              COM          95766M105    1,259     115,975   SH         SOLE               115,975              
WESTERN ASSET MUNICIPAL                                                                                                             
  HIGH INCOME FUND                 COM          95766N103    1,183     164,044   SH         SOLE               164,044              
Western Asset Municipal                                                                                                             
  Parnters FD Inc                  COM          95766P108        5         340   SH         SOLE                   340              
WESTERN ASSET PREMIER                                                                                                               
  BOND FUND                      SHS BEN INT    957664105      977      74,433   SH         SOLE                74,433              
WESTERN ASSET VARIABLE RATE                                                                                                         
  STRATEGIC FUND                   COM          957667108    1,466      93,074   SH         SOLE                93,074              
WESTERN ASSET                                                                                                                       
  WORLDWIDE INCOME                 COM          957668106    4,580     352,835   SH         SOLE               352,835              
WESTERN ASSET                                                                                                                       
  ZENIX INCOME FUND                COM          957669104      674     285,517   SH         SOLE               285,517              
WESTERN DIGITAL CORPORATION        COM          958102105      508      16,830   SH         SOLE                16,830              
WESTERN REFINING INC               COM          959319104      186       7,679   SH         SOLE                 7,679              
WESTERN UNION CO                   COM          959802109      254      10,442   SH         SOLE                10,442              
WESTPAC BANKING                                                                                                                     
  CORPORATION  LTD              SPONSORED ADR   961214301       29         238   SH         SOLE                   238              
WESTWOOD ONE  INC                  COM          961815107        9       4,730   SH         SOLE                 4,730              
WEYERHAEUSER CO                    COM          962166104      553       7,504   SH         SOLE                 7,504              
WGL HOLDINGS INC                   COM          92924F106      372      11,355   SH         SOLE                11,355              
WHIRLPOOL CORP                     COM          963320106       89       1,094   SH         SOLE                 1,094              
WHOLE FOODS MARKET INC             COM          966837106      236       5,795   SH         SOLE                 5,795              
WILEY(JOHN)& SONS                                                                                                                   
  CLASS'A'COM USD1                 CL A         968223206      103       2,400   SH         SOLE                 2,400              
WILLIAMS-SONOMA INC                COM          969904101      124       4,800   SH         SOLE                 4,800              
WILMINGTON TRUST C                 COM          971807102      134       3,800   SH         SOLE                 3,800              
WIMM BILL DANN FOODS            SPONSORED ADR   97263M109      543       4,141   SH         SOLE                 4,141              
WIND RIVER SYSTEMS                 COM          973149107       38       4,200   SH         SOLE                 4,200              
WINDSTREAM CORP                    COM          97381W104    1,093      83,951   SH         SOLE                83,951              
WINN-DIXIE STORES INC              COM NEW      974280307      474      28,113   SH         SOLE                28,113              
WIPRO LTD ADS                   SPON ADR 1 SH   97651M109      125       8,443   SH         SOLE                 8,443              
WISCONSIN ENERGY                   COM          976657106      312       6,400   SH         SOLE                 6,400              
WOLSELEY PLC ADS                SPONSORED ADR   97786P100      657      44,852   SH         SOLE                44,852              
WOORI FINANCE HOLDINGS             ADR          981063100       59         985   SH         SOLE                   985              
WORLD WRESTLING                                                                                                                     
  ENTERTAINMENT INC                CL A         98156Q108    1,335      90,423   SH         SOLE                90,423              
WORTHINGTON INDS INC               COM          981811102    1,436      80,291   SH         SOLE                80,291              
WRIGLY WM JR CO                    COM          982526105      178       3,042   SH         SOLE                 3,042              
WSFS FINANCIAL CORP                COM          929328102       22         439   SH         SOLE                   439              
WYETH                              COM          983024100    1,654      37,431   SH         SOLE                37,431              
WYNDHAM WORLDWIDE CORP             COM          98310W108       58       2,481   SH         SOLE                 2,481              
XCEL ENERGY INC                    COM          98389B100      237      10,487   SH         SOLE                10,487              
XERIUM TECHNOLOGIES INC            COM          98416J100      156      29,990   SH         SOLE                29,990              
XEROX CORP                         COM          984121103      209      12,911   SH         SOLE                12,911              
XILINX  INC                        COM          983919101       87       4,000   SH         SOLE                 4,000              
XL CAP LTD                         CL A         G98255105      121       2,400   SH         SOLE                 2,400              
XTO ENERGY INC                     COM          98385X106    1,460      28,433   SH         SOLE                28,433              
YAHOO  INC                         COM          984332106      433      18,600   SH         SOLE                18,600              
YANZHOU COAL MINING CO LTD     SPON ADR H SHS   984846105      540       5,563   SH         SOLE                 5,563              
YORK WATER COMPANY                 COM          987184108       37       2,412   SH         SOLE                 2,412              
YRC WORLDWIDE INC                  COM          984249102       53       3,100   SH         SOLE                 3,100              
YUM!BRANDS INC                     COM          988498101      271       7,072   SH         SOLE                 7,072              
ZEBRA TECHNOLOGIES CORP            CL A         989207105      128       3,700   SH         SOLE                 3,700              
ZENITH NATL INSURANCE              COM          989390109        9         193   SH         SOLE                   193              
ZEP INC                            COM          98944B108       20       1,429   SH         SOLE                 1,429              
ZIMMER HOLDINGS                    COM          98956P102      214       3,228   SH         SOLE                 3,228              
ZION BANCORP                       COM          989701107       70       1,500   SH         SOLE                 1,500              
ZOLTEK COMPANIES INC               COM          98975W104      167       3,893   SH         SOLE                 3,893              
ZUMIEZ INC                         COM          989817101      364      14,946   SH         SOLE                14,946              

Dates Referenced Herein   and   Documents Incorporated By Reference

				Referenced-On Page
This 13F-HR Filing		Date		First		Last			Other Filings
		2/12/07		1
For The Period Ended		12/31/07		1
Filed On / Filed As Of / Effective As Of		2/12/08
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