Stevens Capital Management as of March 31, 2007
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the March 2007 quarterly 13F filing
{S} {C}
VALUE SHRS/PRN SH/ PUT/ INV OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) AMOUNT PRN CALL DISCR MANAGERS SOLE
1-800 CONTACTS INC COM 681977104 378 22506 SH SOLE 22506
21ST CENTY HLDG CO COM 90136Q100 242 13519 SH SOLE 13519
3COM CORP COM 885535104 2434 622387 SH SOLE 622387
4 KIDS ENTMT INC COM 350865101 249 13138 SH SOLE 13138
51JOB INC SP ADR REP COM 316827104 467 28794 SH SOLE 28794
ABB LTD SPONSORED ADR 000375204 2818 164038 SH SOLE 164038
ABIOMED INC COM 003654100 701 51295 SH SOLE 51295
ABITIBI-CONSOLIDATED INC COM 003924107 9098 3226113 SH SOLE 3226113
ABX AIR INC COM 00080S101 2140 312351 SH SOLE 312351
ACADIA PHARMACEUTICALS INC COM 004225108 766 50988 SH SOLE 50988
ACCENTURE LTD BERMUDA CL A G1150G111 5851 151806 SH SOLE 151806
ACCREDITED HOME LENDRS HLDG COM 00437P107 1978 213357 SH SOLE 213357
ACCURAY INC COM 004397105 892 40098 SH SOLE 40098
ACCURIDE CORP COM 004398103 820 56177 SH SOLE 56177
ACERGY S A SPONSORED ADR 00443E104 1379 64759 SH SOLE 64759
ACME COMMUNICATION INC COM 004631107 209 36600 SH SOLE 36600
ACORDA THERAPEUTICS INC COM 00484M106 690 35540 SH SOLE 35540
ACTEL CORP COM 004934105 283 17125 SH SOLE 17125
ACTUANT CORP CL A NEW 00508X203 2244 44163 SH SOLE 44163
ACTUANT CORP SDCV 2.000%11/1 00508XAB0 676 500000 PRN SOLE 500000
ACTUATE CORP COM 00508B102 560 107282 SH SOLE 107282
ACUITY BRANDS INC COM 00508Y102 5664 104047 SH SOLE 104047
ACXIOM CORP COM 005125109 873 40825 SH SOLE 40825
ADECCO SA SPONSORED ADR 006754105 277 17394 SH SOLE 17394
ADESA INC COM 00686U104 6011 217558 SH SOLE 217558
ADVANCE AUTO PARTS INC COM 00751Y106 2490 64601 SH SOLE 64601
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 398 66750 SH SOLE 66750
AEGON N V ORD AMER REG 007924103 2064 103534 SH SOLE 103534
AEP INDS INC COM 001031103 748 17384 SH SOLE 17384
AEROFLEX INC COM 007768104 2934 223083 SH SOLE 223083
AEROVIRONMENT INC COM 008073108 384 16800 SH SOLE 16800
AES CORP COM 00130H105 18465 858018 SH SOLE 858018
AFFILIATED MANAGERS GROUP COM 008252108 4999 46133 SH SOLE 46133
AFLAC INC COM 001055102 9160 194638 SH SOLE 194638
AGCO CORP NOTE 1.250%12/1 001084AM4 549 500000 PRN SOLE 500000
AGERE SYS INC COM 00845V308 9853 435569 SH SOLE 435569
AGNICO EAGLE MINES LTD COM 008474108 4639 130973 SH SOLE 130973
AGRIUM INC COM 008916108 2186 57038 SH SOLE 57038
AIR FRANCE KLM SPONSORED ADR 009119108 546 11966 SH SOLE 11966
AIR METHODS CORP COM PAR $.06 009128307 380 15837 SH SOLE 15837
AIRGAS INC COM 009363102 1627 38604 SH SOLE 38604
AIRNET SYS INC COM 009417106 331 103200 SH SOLE 103200
AKAMAI TECHNOLOGIES INC COM 00971T101 1883 37720 SH SOLE 37720
AKORN INC COM 009728106 341 50487 SH SOLE 50487
ALABAMA NATL BANCORP DELA COM 010317105 1533 21651 SH SOLE 21651
ALASKA AIR GROUP INC COM 011659109 1131 29673 SH SOLE 29673
ALBANY MOLECULAR RESH INC COM 012423109 413 41918 SH SOLE 41918
ALCAN INC COM 013716105 10960 209969 SH SOLE 209969
ALCATEL-LUCENT SPONSORED ADR 013904305 4873 412253 SH SOLE 412253
ALCOA INC COM 013817101 7035 207520 SH SOLE 207520
ALDILA INC COM NEW 014384200 311 19000 SH SOLE 19000
ALESCO FINL INC COM 014485106 1302 149505 SH SOLE 149505
ALEXION PHARMACEUTICALS INC COM 015351109 2416 55866 SH SOLE 55866
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 752 500000 PRN SOLE 500000
ALLEGHENY ENERGY INC COM 017361106 6877 139954 SH SOLE 139954
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9783 91693 SH SOLE 91693
ALLERGAN INC COM 018490102 5029 45384 SH SOLE 45384
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 1047 1000000 PRN SOLE 1000000
ALLETE INC COM NEW 018522300 2285 49011 SH SOLE 49011
ALLIANCE DATA SYSTEMS CORP COM 018581108 3874 62867 SH SOLE 62867
ALLIANCE ONE INTL INC COM 018772103 822 89089 SH SOLE 89089
ALLIANT ENERGY CORP COM 018802108 3903 87078 SH SOLE 87078
ALLIANT TECHSYSTEMS INC COM 018804104 1279 14548 SH SOLE 14548
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 591 500000 PRN SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 644 500000 PRN SOLE 500000
ALLIANZ SE SP ADR 1/10 SH 018805101 3370 163974 SH SOLE 163974
ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 5637 447760 SH SOLE 447760
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 2227 141371 SH SOLE 141371
ALLOS THERAPEUTICS INC COM 019777101 552 92440 SH SOLE 92440
ALLOY INC NEW COM 019855303 362 30520 SH SOLE 30520
ALLSCRIPTS HEALTHCARE SOLUTI DBCV 3.500% 7/1 01988PAB4 2217 905000 PRN SOLE 905000
ALLSTATE CORP COM 020002101 8581 142870 SH SOLE 142870
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1132 62873 SH SOLE 62873
ALTIRIS INC COM 02148M100 8873 269629 SH SOLE 269629
ALTRA HOLDINGS INC COM 02208R106 379 27666 SH SOLE 27666
AMARIN CORP PLC SPONSORED ADR 023111107 240 104246 SH SOLE 104246
AMBAC FINL GROUP INC COM 023139108 16376 189559 SH SOLE 189559
AMBASSADORS GROUP INC COM 023177108 1004 30208 SH SOLE 30208
AMBASSADORS INTL INC COM 023178106 728 15782 SH SOLE 15782
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 250 250000 PRN SOLE 250000
AMEREN CORP COM 023608102 2240 44526 SH SOLE 44526
AMERICAN COMMERCIAL LINES COM NEW 025195207 4266 135635 SH SOLE 135635
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 3601 120079 SH SOLE 120079
AMERICAN EQTY INVT LIFE HLD COM 025676206 511 38917 SH SOLE 38917
AMERICAN EXPRESS CO COM 025816109 7390 131029 SH SOLE 131029
AMERICAN FINL GROUP INC OHIO COM 025932104 420 12346 SH SOLE 12346
AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 295 500000 PRN SOLE 500000
AMERICAN FINL RLTY TR COM 02607P305 835 82796 SH SOLE 82796
AMERICAN GREETINGS CORP CL A 026375105 4957 213559 SH SOLE 213559
AMERICAN INTL GROUP INC COM 026874107 33745 502014 SH SOLE 502014
AMERICAN MED SYS HLDGS INC COM 02744M108 289 13649 SH SOLE 13649
AMERICAN PAC CORP COM 028740108 239 20600 SH SOLE 20600
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 982 500000 PRN SOLE 500000
AMERICAN WOODMARK CORP COM 030506109 915 24891 SH SOLE 24891
AMERICREDIT CORP COM 03060R101 584 25551 SH SOLE 25551
AMERIGON INC COM 03070L300 298 23964 SH SOLE 23964
AMERIGROUP CORP COM 03073T102 6222 204687 SH SOLE 204687
AMERIPRISE FINL INC COM 03076C106 927 16220 SH SOLE 16220
AMERIS BANCORP COM 03076K108 1137 46430 SH SOLE 46430
AMERISOURCEBERGEN CORP COM 03073E105 8203 155515 SH SOLE 155515
AMERON INTL INC COM 030710107 666 10118 SH SOLE 10118
AMGEN INC COM 031162100 35480 634933 SH SOLE 634933
AMN HEALTHCARE SERVICES INC COM 001744101 4134 182772 SH SOLE 182772
AMPHENOL CORP NEW CL A 032095101 5851 90613 SH SOLE 90613
AMR CORP COM 001765106 5824 191277 SH SOLE 191277
AMREP CORP NEW COM 032159105 996 12890 SH SOLE 12890
ANADARKO PETE CORP COM 032511107 4163 96863 SH SOLE 96863
ANAREN INC COM 032744104 431 24484 SH SOLE 24484
ANDREW CORP COM 034425108 409 38667 SH SOLE 38667
ANGELICA CORP COM 034663104 581 21100 SH SOLE 21100
ANGIOTECH PHARMACEUTICALS IN COM 034918102 1286 234628 SH SOLE 234628
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3957 88753 SH SOLE 88753
ANHEUSER BUSCH COS INC COM 035229103 13385 265262 SH SOLE 265262
ANIXTER INTL INC COM 035290105 1042 15798 SH SOLE 15798
ANTHRACITE CAP INC COM 037023108 214 17829 SH SOLE 17829
AON CORP COM 037389103 1155 30423 SH SOLE 30423
AON CORP DBCV 3.500%11/1 037389AT0 885 500000 PRN SOLE 500000
APACHE CORP COM 037411105 2297 32486 SH SOLE 32486
APOGEE ENTERPRISES INC COM 037598109 263 13117 SH SOLE 13117
APOLLO GROUP INC CL A 037604105 7938 180813 SH SOLE 180813
APPALACHIAN BANCSHARES INC COM 037675105 497 25000 SH SOLE 25000
APPLERA CORP COM CELERA GRP 038020202 873 61482 SH SOLE 61482
APPLERA CORP COM AP BIO GRP 038020103 8710 294543 SH SOLE 294543
APPLIED INDL TECHNOLOGIES IN COM 03820C105 559 22793 SH SOLE 22793
APPLIED INNOVATION INC COM 037916103 500 149278 SH SOLE 149278
APPLIED MATLS INC COM 038222105 5475 298849 SH SOLE 298849
APPLIX INC COM 038316105 622 46409 SH SOLE 46409
APTARGROUP INC COM 038336103 2168 32388 SH SOLE 32388
AQUILA INC COM 03840P102 9706 2322122 SH SOLE 2322122
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 4687 89336 SH SOLE 89336
ARBOR RLTY TR INC COM 038923108 636 20882 SH SOLE 20882
ARCH CAP GROUP LTD ORD G0450A105 2289 33559 SH SOLE 33559
ARCH CHEMICALS INC COM 03937R102 477 15285 SH SOLE 15285
ARCH COAL INC COM 039380100 11168 363894 SH SOLE 363894
ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC1 1043 1000000 PRN SOLE 1000000
ARCHSTONE SMITH TR COM 039583109 11713 215796 SH SOLE 215796
ARENA PHARMACEUTICALS INC COM 040047102 2415 222345 SH SOLE 222345
ARIAD PHARMACEUTICALS INC COM 04033A100 492 109666 SH SOLE 109666
ARKANSAS BEST CORP DEL COM 040790107 4368 122875 SH SOLE 122875
ARMOR HOLDINGS INC COM 042260109 1514 22485 SH SOLE 22485
ARROWHEAD RESH CORP COM 042797100 241 53933 SH SOLE 53933
ARVINMERITOR INC COM 043353101 3313 181545 SH SOLE 181545
ASE TEST LTD ORD Y02516105 518 45482 SH SOLE 45482
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1615 135274 SH SOLE 135274
ASHLAND INC NEW COM 044209104 4837 73738 SH SOLE 73738
ASHWORTH INC COM 04516H101 415 54788 SH SOLE 54788
ASIAINFO HLDGS INC COM 04518A104 955 139037 SH SOLE 139037
ASM INTL N V COM N07045102 1179 53202 SH SOLE 53202
ASML HLDG NV N Y SHS N07059111 5651 228343 SH SOLE 228343
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3652 139341 SH SOLE 139341
ASPREVA PHARMACEUTICALS CORP COM 04538T109 1597 74079 SH SOLE 74079
ASSET ACCEP CAP CORP COM 04543P100 416 26914 SH SOLE 26914
ASSISTED LIVING CONCPT NEV N CL A 04544X102 763 64662 SH SOLE 64662
ASSOCIATED ESTATES RLTY CORP COM 045604105 213 15100 SH SOLE 15100
ASTRAZENECA PLC SPONSORED ADR 046353108 11488 214120 SH SOLE 214120
ASYST TECHNOLOGY CORP COM 04648X107 609 86589 SH SOLE 86589
ATLANTIC TELE NETWORK INC COM NEW 049079205 587 22463 SH SOLE 22463
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 787 14925 SH SOLE 14925
ATLAS AMER INC COM 049167109 1289 22824 SH SOLE 22824
ATMOS ENERGY CORP COM 049560105 2223 71052 SH SOLE 71052
ATP OIL & GAS CORP COM 00208J108 3888 103414 SH SOLE 103414
AU OPTRONICS CORP SPONSORED ADR 002255107 2302 160961 SH SOLE 160961
AUBURN NATL BANCORP COM 050473107 1340 46804 SH SOLE 46804
AUDIBLE INC COM NEW 05069A302 302 29113 SH SOLE 29113
AUDIOVOX CORP CL A 050757103 550 37342 SH SOLE 37342
AUTODESK INC COM 052769106 7029 186936 SH SOLE 186936
AUTOLIV INC COM 052800109 5723 100212 SH SOLE 100212
AUTOMATIC DATA PROCESSING IN COM 053015103 16151 333701 SH SOLE 333701
AUTONATION INC COM 05329W102 1787 84151 SH SOLE 84151
AVAYA INC COM 053499109 5125 433969 SH SOLE 433969
AVICI SYS INC COM NEW 05367L802 332 29073 SH SOLE 29073
AVISTA CORP COM 05379B107 1386 57182 SH SOLE 57182
AVOCENT CORP COM 053893103 4339 160900 SH SOLE 160900
AVX CORP NEW COM 002444107 811 53349 SH SOLE 53349
AXCAN PHARMA INC NOTE 4.250% 4/1 054923AB3 1202 1000000 PRN SOLE 1000000
AXCELIS TECHNOLOGIES INC COM 054540109 1360 178056 SH SOLE 178056
AXIS CAPITAL HOLDINGS SHS G0692U109 1564 46199 SH SOLE 46199
BAIRNCO CORP COM 057097107 1835 136400 SH SOLE 136400
BAKER HUGHES INC COM 057224107 12178 184157 SH SOLE 184157
BALL CORP COM 058498106 2990 65206 SH SOLE 65206
BALLANTYNE OMAHA INC COM 058516105 226 44400 SH SOLE 44400
BALLARD PWR SYS INC COM 05858H104 847 153205 SH SOLE 153205
BANCO LATINOAMERICANO DE EXP CL E P16994132 476 28585 SH SOLE 28585
BANCOLOMBIA S A SPON ADR PREF 05968L102 2193 79189 SH SOLE 79189
BANCORP INC DEL COM 05969A105 594 22847 SH SOLE 22847
BANCORPSOUTH INC COM 059692103 480 19648 SH SOLE 19648
BANDAG INC COM 059815100 8771 173041 SH SOLE 173041
BANK HAWAII CORP COM 062540109 2018 38047 SH SOLE 38047
BANK MARIN CORTE MADERA CA COM 063431100 386 10825 SH SOLE 10825
BANK OF AMERICA CORPORATION COM 060505104 12276 240602 SH SOLE 240602
BANKRATE INC COM 06646V108 2973 84374 SH SOLE 84374
BANNER CORP COM 06652V109 3523 84778 SH SOLE 84778
BARR PHARMACEUTICALS INC COM 068306109 8663 186912 SH SOLE 186912
BARRY R G CORP OHIO COM 068798107 255 24500 SH SOLE 24500
BAUER EDDIE HLDGS INC COM 071625107 1903 167350 SH SOLE 167350
BB^T CORP COM 054937107 4330 105567 SH SOLE 105567
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 274 22012 SH SOLE 22012
BEACON ROOFING SUPPLY INC COM 073685109 1312 81065 SH SOLE 81065
BEAR STEARNS COS INC COM 073902108 13881 92322 SH SOLE 92322
BEARINGPOINT INC COM 074002106 2285 298280 SH SOLE 298280
BEAZER HOMES USA INC COM 07556Q105 7155 246482 SH SOLE 246482
BED BATH & BEYOND INC COM 075896100 4793 119322 SH SOLE 119322
BEL FUSE INC CL A 077347201 1213 32100 SH SOLE 32100
BEMIS INC COM 081437105 4301 128799 SH SOLE 128799
BENCHMARK ELECTRS INC COM 08160H101 1679 81269 SH SOLE 81269
BERKLEY W R CORP COM 084423102 7972 240693 SH SOLE 240693
BEST BUY INC COM 086516101 5418 111199 SH SOLE 111199
BEST BUY INC SDCV 2.250% 1/1 086516AF8 559 500000 PRN SOLE 500000
BEVERLY HILLS BANCORP DEL COM 087866109 286 37613 SH SOLE 37613
BG PLC ADR FIN INST N 055434203 4208 58667 SH SOLE 58667
BIG LOTS INC COM 089302103 9070 289974 SH SOLE 289974
BIOCRYST PHARMACEUTICALS COM 09058V103 246 29434 SH SOLE 29434
BIOENVISION INC COM 09059N100 287 70164 SH SOLE 70164
BIOLASE TECHNOLOGY INC COM 090911108 423 43508 SH SOLE 43508
BIOMED REALTY TRUST INC COM 09063H107 1510 57414 SH SOLE 57414
BIOMET INC COM 090613100 6045 142277 SH SOLE 142277
BIOSITE INC COM 090945106 8601 102434 SH SOLE 102434
BIOVAIL CORP COM 09067J109 793 36271 SH SOLE 36271
BIOVERIS CORP COM 090676107 238 17939 SH SOLE 17939
BISYS GROUP INC COM 055472104 3977 347010 SH SOLE 347010
BJ SVCS CO COM 055482103 17946 643225 SH SOLE 643225
BLACK & DECKER CORP COM 091797100 894 10948 SH SOLE 10948
BLACK BOX CORP DEL COM 091826107 724 19809 SH SOLE 19809
BLACK HILLS CORP COM 092113109 1506 40945 SH SOLE 40945
BLACKBAUD INC COM 09227Q100 2339 95798 SH SOLE 95798
BLACKROCK LONG-TERM MUNI ADV COM 09250B103 250 17900 SH SOLE 17900
BLAIR CORP COM 092828102 3687 87800 SH SOLE 87800
BLOCK H & R INC COM 093671105 10981 521894 SH SOLE 521894
BLOCKBUSTER INC CL B 093679207 362 60381 SH SOLE 60381
BLOCKBUSTER INC CL A 093679108 1336 207493 SH SOLE 207493
BMC SOFTWARE INC COM 055921100 3657 118787 SH SOLE 118787
BOARDWALK BANCORP INC COM 09661Q103 922 54219 SH SOLE 54219
BOEING CO COM 097023105 15909 178936 SH SOLE 178936
BOIS D ARC ENERGY INC COM 09738U103 830 62765 SH SOLE 62765
BOOKS-A-MILLION INC COM 098570104 693 48666 SH SOLE 48666
BOSTON SCIENTIFIC CORP COM 101137107 15228 1047290 SH SOLE 1047290
BOULDER TOTAL RETURN FD INC COM 101541100 523 24100 SH SOLE 24100
BP PLC SPONSORED ADR 055622104 5121 79093 SH SOLE 79093
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 1693 37539 SH SOLE 37539
BRIDGE CAP HLDGS COM 108030107 1336 62095 SH SOLE 62095
BRIGHAM EXPLORATION CO COM 109178103 270 43352 SH SOLE 43352
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 2133 56512 SH SOLE 56512
BRIGHTPOINT INC COM NEW 109473405 1500 131119 SH SOLE 131119
BRINKER INTL INC COM 109641100 3715 113600 SH SOLE 113600
BRISTOL WEST HLDGS INC COM 11037M105 2614 117891 SH SOLE 117891
BRISTOW GROUP INC COM 110394103 674 18502 SH SOLE 18502
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 2195 22738 SH SOLE 22738
BROADCOM CORP CL A 111320107 537 16735 SH SOLE 16735
BROADWAY FINL CORP DEL COM 111444105 204 18590 SH SOLE 18590
BROCADE COMMUNICATIONS SYS I COM 111621108 4610 484216 SH SOLE 484216
BROOKFIELD PPTYS CORP COM 112900105 6644 164854 SH SOLE 164854
BROWN & BROWN INC COM 115236101 2831 104667 SH SOLE 104667
BROWN SHOE INC NEW COM 115736100 3862 91964 SH SOLE 91964
BRUKER BIOSCIENCES CORP COM 116794108 355 33727 SH SOLE 33727
BRUSH ENGINEERED MATLS INC COM 117421107 2360 48694 SH SOLE 48694
BUFFALO WILD WINGS INC COM 119848109 976 15326 SH SOLE 15326
BUILDERS FIRSTSOURCE INC COM 12008R107 639 39780 SH SOLE 39780
BUILDING MATLS HLDG CORP COM 120113105 1299 71722 SH SOLE 71722
BURLINGTON NORTHN SANTA FE C COM 12189T104 1860 23126 SH SOLE 23126
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 6413 177195 SH SOLE 177195
C COR INC COM 125010108 628 45334 SH SOLE 45334
C^D TECHNOLOGIES INC COM 124661109 208 41298 SH SOLE 41298
CABELAS INC COM 126804301 2006 80847 SH SOLE 80847
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 5907 194104 SH SOLE 194104
CABOT CORP COM 127055101 1875 39280 SH SOLE 39280
CABOT OIL & GAS CORP COM 127097103 2303 34208 SH SOLE 34208
CACHE INC COM NEW 127150308 584 32899 SH SOLE 32899
CADBURY SCHWEPPES PLC ADR 127209302 2100 40886 SH SOLE 40886
CAL DIVE INTL INC DEL COM 12802T101 1010 82731 SH SOLE 82731
CAL MAINE FOODS INC COM NEW 128030202 208 15431 SH SOLE 15431
CALAMOS ASSET MGMT INC CL A 12811R104 1346 60292 SH SOLE 60292
CALAMP CORP COM 128126109 252 29200 SH SOLE 29200
CALLON PETE CO DEL COM 13123X102 262 19342 SH SOLE 19342
CAM COMM SOLUTIONS INC COM 131916108 466 17338 SH SOLE 17338
CAMBREX CORP COM 132011107 1913 77747 SH SOLE 77747
CAMCO FINL CORP COM 132618109 774 60300 SH SOLE 60300
CAMERON INTERNATIONAL CORP COM 13342B105 3509 55889 SH SOLE 55889
CAMPBELL SOUP CO COM 134429109 12462 319960 SH SOLE 319960
CANADIAN NATL RY CO COM 136375102 3172 71870 SH SOLE 71870
CANETIC RES TR COM 137513107 881 67969 SH SOLE 67969
CANTEL MEDICAL CORP COM 138098108 399 25904 SH SOLE 25904
CAPITAL ONE FINL CORP COM 14040H105 4907 65028 SH SOLE 65028
CAPITAL SR LIVING CORP COM 140475104 275 23689 SH SOLE 23689
CAPITALSOURCE INC COM 14055X102 3706 147466 SH SOLE 147466
CARDIAC SCIENCE CORP COM 14141A108 578 63224 SH SOLE 63224
CARDINAL FINL CORP COM 14149F109 1138 114047 SH SOLE 114047
CARDINAL HEALTH INC COM 14149Y108 868 11893 SH SOLE 11893
CARLISLE COS INC COM 142339100 1725 40176 SH SOLE 40176
CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 615 500000 PRN SOLE 500000
CARNIVAL PLC ADR 14365C103 940 19536 SH SOLE 19536
CARPENTER TECHNOLOGY CORP COM 144285103 4466 36982 SH SOLE 36982
CARREKER CORP COM 144433109 8144 1015478 SH SOLE 1015478
CASCADE NAT GAS CORP COM 147339105 656 24894 SH SOLE 24894
CASEYS GEN STORES INC COM 147528103 829 33147 SH SOLE 33147
CASUAL MALE RETAIL GRP INC COM 148711104 1766 149293 SH SOLE 149293
CATALINA MARKETING CORP COM 148867104 969 30673 SH SOLE 30673
CAVALIER HOMES INC COM 149507105 314 64700 SH SOLE 64700
CB RICHARD ELLIS GROUP INC CL A 12497T101 1498 43815 SH SOLE 43815
CBRL GROUP INC COM 12489V106 1172 25321 SH SOLE 25321
CBRL GROUP INC NOTE 4/0 12489VAB2 509 1000000 PRN SOLE 1000000
CBS CORP NEW CL B 124857202 572 18706 SH SOLE 18706
CCA INDS INC COM 124867102 250 21000 SH SOLE 21000
CEC ENTMT INC COM 125137109 1429 34400 SH SOLE 34400
CEDAR SHOPPING CTRS INC COM NEW 150602209 1157 71421 SH SOLE 71421
CELANESE CORP DEL COM SER A 150870103 666 21595 SH SOLE 21595
CELL GENESYS INC COM 150921104 322 76592 SH SOLE 76592
CEMEX SAB DE CV SPON ADR 5 ORD 151290889 8943 273064 SH SOLE 273064
CENTENE CORP DEL COM 15135B101 2850 135795 SH SOLE 135795
CENTENNIAL BK HLDGS INC DEL COM 151345303 1100 127163 SH SOLE 127163
CENTER BANCORP INC COM 151408101 354 22682 SH SOLE 22682
CENTERPOINT ENERGY INC NOTE 3.750% 5/1 15189TAM9 796 500000 PRN SOLE 500000
CENTERPOINT ENERGY INC COM 15189T107 12056 672005 SH SOLE 672005
CENTEX CORP COM 152312104 8383 200651 SH SOLE 200651
CENTRAL FED CORP COM 15346Q103 261 37824 SH SOLE 37824
CENTRAL PKG CORP COM 154785109 231 10420 SH SOLE 10420
CENTRAL VA BANKSHARES INC COM 155792104 310 11300 SH SOLE 11300
CENTRAL VALLEY CMNTY BANCORP COM 155685100 288 19497 SH SOLE 19497
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 818 500000 PRN SOLE 500000
CENVEO INC COM 15670S105 1215 49999 SH SOLE 49999
CEPHALON INC NOTE 6/1 156708AL3 666 500000 PRN SOLE 500000
CEPHALON INC NOTE 2.000% 6/0 156708AP4 2015 1219000 PRN SOLE 1219000
CERADYNE INC COM 156710105 2627 47989 SH SOLE 47989
CF INDS HLDGS INC COM 125269100 5093 132104 SH SOLE 132104
CGG VERITAS SPONSORED ADR 204386106 1820 43692 SH SOLE 43692
CHAPARRAL STL CO DEL COM 159423102 4489 77170 SH SOLE 77170
CHARLOTTE RUSSE HLDG INC COM 161048103 3800 131615 SH SOLE 131615
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 538 56604 SH SOLE 56604
CHATTEM INC COM 162456107 1614 27388 SH SOLE 27388
CHECK POINT SOFTWARE TECH LT ORD M22465104 4489 201496 SH SOLE 201496
CHECKFREE CORP NEW COM 162813109 1191 32110 SH SOLE 32110
CHESAPEAKE ENERGY CORP COM 165167107 12469 403789 SH SOLE 403789
CHILDRENS PL RETAIL STORES I COM 168905107 1667 29891 SH SOLE 29891
CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 461 19974 SH SOLE 19974
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RADIO ONE INC CL D NON VTG 75040P405 917 142004 SH SOLE 142004
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RADVISION LTD ORD M81869105 1219 51670 SH SOLE 51670
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RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 885 24776 SH SOLE 24776
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RIO TINTO PLC SPONSORED ADR 767204100 2885 12662 SH SOLE 12662
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