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
3M CO COM 88579Y101 306 4000 SH PUT SOLE 4000
40 / 86 STRATEGIC INCOME FD SH BEN INT 349739102 132 13200 SH SOLE 13200
8X8 INC NEW COM 282914100 18 12334 SH SOLE 12334
A D A M INC COM 00088U108 102 16000 SH SOLE 16000
AAON INC COM PAR $0.004 000360206 226 8657 SH SOLE 8657
ABRAXAS PETE CORP COM 003830106 99 30537 SH SOLE 30537
ACCELRYS INC COM 00430U103 120 18876 SH SOLE 18876
ACCESS PLANS USA INC COM 00433N106 31 13300 SH SOLE 13300
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 163 22116 SH SOLE 22116
ACTIVE POWER INC COM 00504W100 31 16007 SH SOLE 16007
ACTIVIDENTITY CORP COM 00506P103 79 15558 SH SOLE 15558
AEROPOSTALE COM 007865108 376 9352 SH SOLE 9352
AETERNA ZENTARIS INC COM 007975204 105 27575 SH SOLE 27575
AGL RES INC COM 001204106 212 4962 SH SOLE 4962
AGREE REALTY CORP COM 008492100 348 10200 SH SOLE 10200
AIXTRON AKTIENGESELLSCHAFT SPONSORED ADR 009606104 78 10938 SH SOLE 10938
ALBEMARLE CORP COM 012653101 340 8221 SH SOLE 8221
ALEXANDERS INC COM 014752109 1663 4039 SH SOLE 4039
ALLIED DEFENSE GROUP INC COM 019118108 103 12100 SH SOLE 12100
ALLTEL CORP COM 020039103 358 5772 SH SOLE 5772
AMCOR LTD ADR NEW 02341R302 211 8617 SH SOLE 8617
AMERICAN EXPRESS CO COM 025816109 226 4000 SH PUT SOLE 4000
AMERICAN INTL GROUP INC COM 026874107 269 4000 SH PUT SOLE 4000
AMERICAN PHYSICIANS SVC GROU COM 028882108 198 11200 SH SOLE 11200
AMPCO-PITTSBURGH CORP COM 032037103 238 8254 SH SOLE 8254
ANSYS INC COM 03662Q105 293 5764 SH SOLE 5764
APAC CUSTOMER SERVICES INC COM 00185E106 67 14379 SH SOLE 14379
APOLLO GOLD CORP COM 03761E102 31 60000 SH SOLE 60000
ARBINET THEXCHANGE INC COM 03875P100 108 17118 SH SOLE 17118
ARES CAP CORP COM 04010L103 316 17370 SH SOLE 17370
ARM HLDGS PLC SPONSORED ADR 042068106 97 12404 SH SOLE 12404
ARMSTRONG WORLD INDS INC NEW COM 04247X102 372 7312 SH SOLE 7312
ASIA PAC FD INC COM 044901106 210 9900 SH SOLE 9900
ASTRONICS CORP COM 046433108 193 10989 SH SOLE 10989
ATHEROGENICS INC COM 047439104 190 67472 SH SOLE 67472
ATLANTIS PLASTICS INC COM 049156102 21 10300 SH SOLE 10300
ATMEL CORP COM 049513104 137 27188 SH SOLE 27188
AURORA OIL & GAS CORP COM 052036100 43 16636 SH SOLE 16636
AUTHENTIDATE HLDG CORP COM 052666104 52 35966 SH SOLE 35966
AVANEX CORP COM 05348W109 79 43898 SH SOLE 43898
AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 108 77000 PRN SOLE 77000
AVIGEN INC COM 053690103 131 20242 SH SOLE 20242
AXCAN PHARMA INC COM 054923107 177 10728 SH SOLE 10728
AXT INC COM 00246W103 62 12882 SH SOLE 12882
BAIDU COM INC SPON ADR REP A 056752108 466 4827 SH SOLE 4827
BALLY TOTAL FITNESS HLDG COR COM 05873K108 22 35713 SH SOLE 35713
BANCFIRST CORP COM 05945F103 295 6366 SH SOLE 6366
BANK NEW YORK INC COM 064057102 259 6396 SH SOLE 6396
BANK OF AMERICA CORPORATION COM 060505104 204 4000 SH CALL SOLE 4000
BEASLEY BROADCAST GROUP INC CL A 074014101 88 10352 SH SOLE 10352
BFC FINL CORP CL A 055384200 233 52857 SH SOLE 52857
BIOGEN IDEC INC COM 09062X103 777 17519 SH SOLE 17519
BIOMIRA INC COM 09161R106 31 26529 SH SOLE 26529
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 166 27825 SH SOLE 27825
BITSTREAM INC CL A 091736108 102 12595 SH SOLE 12595
BLACKROCK HIGH INCOME SHS SHS BEN INT 09250E107 38 14400 SH SOLE 14400
BLACKROCK INSD MUN TERM TR I COM 092474105 107 10900 SH SOLE 10900
BLACKROCK MUNIYIELD FLA INC COM 09254R104 139 10000 SH SOLE 10000
BLACKROCK MUNIYIELD QUALITY COM 09254G108 134 10600 SH SOLE 10600
BLACKROCK REAL ASSET EQUITY COM 09254B109 154 10200 SH SOLE 10200
BODISEN BIOTECH INC COM 096892104 110 32850 SH SOLE 32850
BOEING CO COM 097023105 356 4000 SH PUT SOLE 4000
BOFI HLDG INC COM 05566U108 195 27400 SH SOLE 27400
BOK FINL CORP COM NEW 05561Q201 269 5423 SH SOLE 5423
BOMBAY CO INC COM 097924104 39 31820 SH SOLE 31820
BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 48 17486 SH SOLE 17486
BROOKLINE BANCORP INC DEL COM 11373M107 159 12560 SH SOLE 12560
BT GROUP PLC ADR 05577E101 229 3821 SH SOLE 3821
BUCA INC COM 117769109 59 10807 SH SOLE 10807
BUCKLE INC COM 118440106 338 9473 SH SOLE 9473
CALIPER LIFE SCIENCES INC COM 130872104 60 10531 SH SOLE 10531
CALLISTO PHARMACEUTICALS NEW COM 1312EM104 8 10400 SH SOLE 10400
CALLWAVE INC DEL COM 13126N101 188 65600 SH SOLE 65600
CAMBRIDGE DISPLAY TECH INC COM 132193103 79 14394 SH SOLE 14394
CANO PETE INC COM 137801106 65 14297 SH SOLE 14297
CAPTARIS INC COM 14071N104 138 23799 SH SOLE 23799
CASH SYSTEMS INC COM 14756B102 265 44788 SH SOLE 44788
CATALYTICA ENERGY SYS INC COM 148884109 22 15300 SH SOLE 15300
CATERPILLAR INC DEL COM 149123101 402 6000 SH CALL SOLE 6000
CDC CORP SHS A G2022L106 140 15481 SH SOLE 15481
CELEBRATE EXPRESS INC COM 15100A104 126 14154 SH SOLE 14154
CENTRAL FD CDA LTD CL A 153501101 889 94600 SH SOLE 94600
CENTRAL PAC FINL CORP COM 154760102 313 8560 SH SOLE 8560
CERAGON NETWORKS LTD ORD M22013102 94 16560 SH SOLE 16560
CH ENERGY GROUP INC COM 12541M102 431 8846 SH SOLE 8846
CHARLES & COLVARD LTD COM 159765106 69 11039 SH SOLE 11039
CHARMING SHOPPES INC COM 161133103 141 10903 SH SOLE 10903
CHARTER COMMUNICATIONS INC D CL A 16117M107 64 22934 SH SOLE 22934
CHEMICAL FINL CORP COM 163731102 219 7350 SH SOLE 7350
CHEROKEE INC DEL NEW COM 16444H102 234 5436 SH SOLE 5436
CHINA BAK BATTERY INC COM 16936Y100 37 11519 SH SOLE 11519
CHINA FD INC COM 169373107 232 7200 SH SOLE 7200
CHIPOTLE MEXICAN GRILL INC CL A 169656105 358 5757 SH SOLE 5757
CHROMCRAFT REVINGTON INC COM 171117104 114 11800 SH SOLE 11800
CIBA SPECIALTY CHEMICALS HLD SPONSORED ADR 17162W206 250 7554 SH SOLE 7554
CITIGROUP INC COM 172967101 308 6000 SH CALL SOLE 6000
CLARIENT INC COM 180489106 36 16401 SH SOLE 16401
CNET NETWORKS INC COM 12613R104 106 12189 SH SOLE 12189
COACHMEN INDS INC COM 189873102 117 11130 SH SOLE 11130
COASTAL FINL CORP DEL COM 19046E105 169 10792 SH SOLE 10792
COCA COLA BOTTLING CO CONS COM 191098102 419 7402 SH SOLE 7402
COLONIAL BANKSHARES INC COM 195572102 193 13864 SH SOLE 13864
COMARCO INC COM 200080109 115 12600 SH SOLE 12600
COMMSCOPE INC COM 203372107 297 6928 SH SOLE 6928
COMMUNITY CAPITAL BANCSHARES COM 203634100 154 13717 SH SOLE 13717
COMPASS MINERALS INTL INC COM 20451N101 264 7906 SH SOLE 7906
COMPETITIVE TECHNOLOGIES INC COM 204512107 49 15700 SH SOLE 15700
COMPUCREDIT CORP COM 20478N100 215 6900 SH SOLE 6900
CONCURRENT COMPUTER CORP NEW COM 206710204 43 27407 SH SOLE 27407
CONEXANT SYSTEMS INC COM 207142100 60 36234 SH SOLE 36234
CONSOLIDATED GRAPHICS INC COM 209341106 407 5495 SH SOLE 5495
CONSOLIDATED MERCANTILE INC COM 20950N107 11 11698 SH SOLE 11698
CORUS ENTERTAINMENT INC COM CL B NON VTG 220874101 234 6130 SH SOLE 6130
COWLITZ BANCORP LONGVIEW WAS COM 223767104 190 11200 SH SOLE 11200
CREDIT ACCEP CORP MICH COM 225310101 252 9270 SH SOLE 9270
CRITICAL THERAPEUTICS INC COM 22674T105 87 39963 SH SOLE 39963
CRITICARE SYS INC COM 226901106 164 42500 SH SOLE 42500
CROCS INC COM 227046109 274 5800 SH SOLE 5800
CURAGEN CORP COM 23126R101 91 29566 SH SOLE 29566
CYBEX INTL INC COM 23252E106 143 26900 SH SOLE 26900
CYTEC INDS INC COM 232820100 449 7989 SH SOLE 7989
D & E COMMUNICATIONS INC COM 232860106 150 11297 SH SOLE 11297
DAG MEDIA INC COM 233729102 116 71450 SH SOLE 71450
DATASCOPE CORP COM 238113104 227 6264 SH SOLE 6264
DATATRAK INTL INC COM 238134100 70 12900 SH SOLE 12900
DEPOMED INC COM 249908104 36 10037 SH SOLE 10037
DEVCON INTL CORP COM 251588109 66 13500 SH SOLE 13500
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 339 3473 SH SOLE 3473
DIEBOLD INC COM 253651103 267 5588 SH SOLE 5588
DIGITAL RECORDERS INC COM 253869101 54 35200 SH SOLE 35200
DITECH NETWORKS INC COM 25500T108 177 21763 SH SOLE 21763
DOMINION HOMES INC COM 257386102 190 42462 SH SOLE 42462
DOREL INDS INC CL B SUB VTG 25822C205 222 6797 SH SOLE 6797
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 79 18500 SH SOLE 18500
DURECT CORP COM 266605104 161 38794 SH SOLE 38794
EATON VANCE FL MUNI INCOME T SH BEN INT 27826B100 151 10500 SH SOLE 10500
EBIX INC COM NEW 278715206 231 7969 SH SOLE 7969
ECC CAPITAL CORP COM 26826M108 32 80500 SH SOLE 80500
EDGAR ONLINE INC COM 279765101 124 45761 SH SOLE 45761
EDISON INTL COM 281020107 386 7857 SH SOLE 7857
ELECTRO ENERGY INC COM 285106100 24 19600 SH SOLE 19600
EMAGEON INC COM 29076V109 194 17596 SH SOLE 17596
EMERGENT BIOSOLUTIONS INC COM 29089Q105 200 14881 SH SOLE 14881
EMERSON RADIO CORP COM NEW 291087203 141 44200 SH SOLE 44200
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 219 4741 SH SOLE 4741
ENDEAVOUR INTL CORP COM 29259G101 150 73178 SH SOLE 73178
ENERPLUS RES FD UNIT TR G NEW 29274D604 211 4987 SH SOLE 4987
ENPATH MEDICAL INC COM 29355Y105 136 13600 SH SOLE 13600
EQUITY INNS INC COM 294703103 190 11586 SH SOLE 11586
ESCALON MED CORP COM NEW 296074305 91 22577 SH SOLE 22577
ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 584 6373 SH SOLE 6373
EUROBANCSHARES INC COM 298716101 113 12421 SH SOLE 12421
EVCI CAREER COLLEGES INC COM 26926P100 66 125000 SH SOLE 125000
EXPRESSJET HOLDINGS INC CL A 30218U108 92 15681 SH SOLE 15681
EXXON MOBIL CORP COM 30231G102 377 5000 SH PUT SOLE 5000
FACTORY CARD OUTLET & PARTY COM 303051106 151 17900 SH SOLE 17900
FEDERAL TR CORP COM 314012105 121 12342 SH SOLE 12342
FEDFIRST FINL CORP COM 31429X105 115 12000 SH SOLE 12000
FIBERSTARS INC COM 315662106 119 21000 SH SOLE 21000
FIELDPOINT PETROLEUM CORP COM 316570100 25 12500 SH SOLE 12500
FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 48 47000 PRN SOLE 47000
FINLAY ENTERPRISES INC COM NEW 317884203 100 17010 SH SOLE 17010
FIRST AVIATION SVCS INC COM 31865W108 42 12360 SH SOLE 12360
FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 385 30528 SH SOLE 30528
FIRST COMWLTH FINL CORP PA COM 319829107 193 16425 SH SOLE 16425
FLUOR CORP NEW COM 343412102 739 8241 SH SOLE 8241
FORGENT NETWORKS INC COM 34629U103 10 10100 SH SOLE 10100
FRANKLIN UNVL TR SH BEN INT 355145103 116 16200 SH SOLE 16200
FREESEAS INC COM Y26496102 50 10600 SH SOLE 10600
FRONTEER DEV GROUP INC COM 35903Q106 196 15302 SH SOLE 15302
FURNITURE BRANDS INTL INC COM 360921100 190 12037 SH SOLE 12037
GENERAL AMERN INVS INC COM 368802104 250 6789 SH SOLE 6789
GENERAL ELECTRIC CO COM 369604103 212 6000 SH CALL SOLE 6000
GENERAL EMPLOYMENT ENTERPRIS COM 369730106 183 79400 SH SOLE 79400
GENEREX BIOTECHNOLOGY CP DEL COM 371485103 79 46313 SH SOLE 46313
GEOGLOBAL RESOURCES INC COM 37249T109 195 31933 SH SOLE 31933
GILEAD SCIENCES INC COM 375558103 751 9800 SH SOLE 9800
GLENAYRE TECHNOLOGIES INC COM 377899109 120 55318 SH SOLE 55318
GLOBAL-TECH APPLIANCES INC ORD G39320109 68 21180 SH SOLE 21180
GOTTSCHALKS INC COM 383485109 151 10600 SH SOLE 10600
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 346 8053 SH SOLE 8053
GREAT BASIN GOLD LTD COM 390124105 22 11050 SH SOLE 11050
GREAT PLAINS ENERGY INC COM 391164100 514 15830 SH SOLE 15830
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 293 6203 SH SOLE 6203
GYRODYNE CO AMER INC COM 403820103 416 7000 SH SOLE 7000
H & Q LIFE SCIENCES INVS SH BEN INT 404053100 143 10300 SH SOLE 10300
HANOVER COMPRESSOR CO COM 410768105 209 9373 SH SOLE 9373
HARVARD BIOSCIENCE INC COM 416906105 107 22108 SH SOLE 22108
HAUPPAUGE DIGITAL INC COM 419131107 184 27000 SH SOLE 27000
HAWAIIAN HOLDINGS INC COM 419879101 98 31186 SH SOLE 31186
HAYES LEMMERZ INTL INC COM NEW 420781304 110 15087 SH SOLE 15087
HEALTH MGMT ASSOC INC NEW CL A 421933102 147 13546 SH SOLE 13546
HEIDRICK & STRUGGLES INTL IN COM 422819102 458 9457 SH SOLE 9457
HEMISPHERX BIOPHARMA INC COM 42366C103 37 22557 SH SOLE 22557
HENRY BROS ELECTRONICS INC COM 426286100 66 14900 SH SOLE 14900
HERLEY INDS INC DEL COM 427398102 241 15460 SH SOLE 15460
HI-TECH PHARMACAL INC COM 42840B101 155 13864 SH SOLE 13864
HIGH YIELD INCOME FD INC COM 429904105 70 13400 SH SOLE 13400
HILL INTERNATIONAL INC COM 431466101 193 27050 SH SOLE 27050
HOLLYWOOD MEDIA CORP COM 436233100 76 17319 SH SOLE 17319
HOOPER HOLMES INC COM 439104100 126 28183 SH SOLE 28183
HOUSEVALUES INC COM 44183Y102 70 13907 SH SOLE 13907
ICICI BK LTD ADR 45104G104 259 7058 SH SOLE 7058
ICO INC NEW COM 449293109 197 32115 SH SOLE 32115
IDENIX PHARMACEUTICALS INC COM 45166R204 83 11426 SH SOLE 11426
IGI INC COM 449575109 44 51800 SH SOLE 51800
IKANOS COMMUNICATIONS COM 45173E105 194 24911 SH SOLE 24911
IMMERSION CORP COM 452521107 106 11776 SH SOLE 11776
IMMUNOGEN INC COM 45253H101 105 22017 SH SOLE 22017
IMPERIAL INDS INC COM NEW 452848401 192 25055 SH SOLE 25055
IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 453142101 896 9985 SH SOLE 9985
INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L403 38 11100 SH SOLE 11100
INFORTE CORP COM 45677R107 140 40200 SH SOLE 40200
INGERSOLL-RAND COMPANY LTD CL A G4776G101 393 9062 SH SOLE 9062
INHIBITEX INC COM 45719T103 53 32424 SH SOLE 32424
INNODATA ISOGEN INC COM NEW 457642205 29 10000 SH SOLE 10000
INNOVO GROUP INC COM PAR $0.01 457954600 16 14873 SH SOLE 14873
INPHONIC INC COM 45772G105 136 12514 SH SOLE 12514
INSMED INC COM NEW 457669208 17 17727 SH SOLE 17727
INTERNATIONAL BUSINESS MACHS COM 459200101 471 5000 SH CALL SOLE 5000
INTERNATIONAL PWR PLC SPONSORED ADR 46018M104 263 3345 SH SOLE 3345
INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 175 17727 SH SOLE 17727
INTERSECTIONS INC COM 460981301 109 10861 SH SOLE 10861
INTERTAPE POLYMER GROUP INC COM 460919103 131 31840 SH SOLE 31840
INVACARE CORP COM 461203101 183 10502 SH SOLE 10502
INVESTMENT GRADE MUN INCOME COM 461368102 146 10500 SH SOLE 10500
IOMED INC COM 462028101 145 70900 SH SOLE 70900
IOMEGA CORP COM NEW 462030305 107 28565 SH SOLE 28565
ION MEDIA NETWORKS INC CL A 46205A103 54 40800 SH SOLE 40800
IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 89 14124 SH SOLE 14124
IRIDEX CORP COM 462684101 170 19275 SH SOLE 19275
ISHARES SILVER TRUST ISHARES 46428Q109 935 7000 SH SOLE 7000
ISHARES TR DJ US UTILS 464287697 388 4000 SH SOLE 4000
ISHARES TR RUSSELL 2000 464287655 342 4300 SH CALL SOLE 4300
ISHARES TR RUSSELL1000GRW 464287614 2271 40800 SH SOLE 40800
ISHARES TR RUSSELL1000VAL 464287598 3450 41500 SH SOLE 41500
ISHARES TR RUSSELL 2000 464287655 43127 542404 SH SOLE 542404
ISIS PHARMACEUTICALS INC COM 464330109 149 16113 SH SOLE 16113
ISOLAGEN INC COM 46488N103 59 14894 SH SOLE 14894
ITERIS INC COM 46564T107 104 45100 SH SOLE 45100
IVANHOE ENERGY INC COM 465790103 30 15403 SH SOLE 15403
J CREW GROUP INC COM 46612H402 279 6947 SH SOLE 6947
JAMES RIV GROUP INC COM 470359100 259 8274 SH SOLE 8274
JAPAN EQUITY FD INC COM 471057109 102 12000 SH SOLE 12000
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 378 30300 SH SOLE 30300
JED OIL INC COM 472310101 38 21430 SH SOLE 21430
JENNIFER CONVS INC COM 476153101 185 39600 SH SOLE 39600
JOHNSON & JOHNSON COM 478160104 241 4000 SH PUT SOLE 4000
JP MORGAN CHASE & CO COM 46625H100 242 5000 SH CALL SOLE 5000
KAISER ALUMINUM CORP COM PAR $0.01 483007704 214 2739 SH SOLE 2739
KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 219 8800 SH SOLE 8800
KENSEY NASH CORP COM 490057106 272 8914 SH SOLE 8914
KINTERA INC COM 49720P506 66 39042 SH SOLE 39042
KITTY HAWK INC COM NEW 498326206 15 17500 SH SOLE 17500
KOPIN CORP COM 500600101 192 56785 SH SOLE 56785
KSW INC COM 48268R106 133 20800 SH SOLE 20800
LA JOLLA PHARMACEUTICAL CO COM NEW 503459307 118 19514 SH SOLE 19514
LAZARD LTD SHS A G54050102 482 9613 SH SOLE 9613
LAZARE KAPLAN INTL INC COM 521078105 193 24000 SH SOLE 24000
LEXICON GENETICS INC COM 528872104 62 17112 SH SOLE 17112
LIBERTY MEDIA HLDG CORP CAP COM SER B 53071M401 595 5381 SH SOLE 5381
LINCOLN EDL SVCS CORP COM 533535100 158 11131 SH SOLE 11131
LIONBRIDGE TECHNOLOGIES INC COM 536252109 124 24385 SH SOLE 24385
LIPID SCIENCES INC ARIZ COM 53630P101 21 14700 SH SOLE 14700
LOGICVISION INC COM 54140W107 41 45675 SH SOLE 45675
LONE STAR TECHNOLOGIES INC COM 542312103 327 4953 SH SOLE 4953
LOOKSMART LTD COM NEW 543442503 54 14100 SH SOLE 14100
LUMERA CORP COM 55024R106 58 11570 SH SOLE 11570
MACE SEC INTL INC COM NEW 554335208 163 61034 SH SOLE 61034
MAJESCO ENTERTAINMENT CO COM NEW 560690208 25 16600 SH SOLE 16600
MALAYSIA FD INC COM 560905101 141 16300 SH SOLE 16300
MATERIAL SCIENCES CORP COM 576674105 133 13314 SH SOLE 13314
MATHSTAR INC COM 576801203 34 12400 SH SOLE 12400
MB FINANCIAL INC NEW COM 55264U108 339 9410 SH SOLE 9410
MC SHIPPING INC COM 55267Q104 191 18895 SH SOLE 18895
MDC PARTNERS INC CL A SUB VTG 552697104 78 10101 SH SOLE 10101
MEDIA SCIENCES INTL INC COM 58446X107 142 26800 SH SOLE 26800
MEDICURE INC COM 58469E101 13 11380 SH SOLE 11380
MEDIWARE INFORMATION SYS INC COM 584946107 139 15309 SH SOLE 15309
MEMORY PHARMACEUTICALS CORP COM 58606R403 118 70416 SH SOLE 70416
MERGE TECHNOLOGIES INC COM 589981109 101 20766 SH SOLE 20766
MERIDIAN RESOURCE CORP COM 58977Q109 71 29660 SH SOLE 29660
MERRIMAC INDS INC COM 590262101 158 16400 SH SOLE 16400
META FINL GROUP INC COM 59100U108 235 7600 SH SOLE 7600
METALINK LTD ORD M69897102 74 10993 SH SOLE 10993
METROPOLITAN HEALTH NETWORKS COM 592142103 114 56580 SH SOLE 56580
METSO CORP SPONSORED ADR 592671101 212 4006 SH SOLE 4006
MEXICAN RESTAURANTS INC COM 59283R104 127 13200 SH SOLE 13200
MFS CHARTER INCOME TR SH BEN INT 552727109 101 11800 SH SOLE 11800
MFS INTER INCOME TR SH BEN INT 55273C107 152 24400 SH SOLE 24400
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 135 22000 SH SOLE 22000
MICROTUNE INC DEL COM 59514P109 47 11324 SH SOLE 11324
MILLENNIUM BANKSHARES CORP COM 60037B106 198 19400 SH SOLE 19400
MINES MGMT CO COM 603432105 115 23557 SH SOLE 23557
MINRAD INTL INC COM 60443P103 91 17654 SH SOLE 17654
MISONIX INC COM 604871103 105 17400 SH SOLE 17400
MOLEX INC CL A 608554200 215 8624 SH SOLE 8624
MONMOUTH CAP CORP COM 609524103 58 10524 SH SOLE 10524
MONSANTO CO NEW COM 61166W101 549 9981 SH SOLE 9981
MORGAN STANLEY COM NEW 617446448 236 3000 SH CALL SOLE 3000
MORGAN STANLEY HIGH YIELD FD COM 61744M104 126 21200 SH SOLE 21200
MOSCOW CABLECOM CORP COM 61945R100 158 12464 SH SOLE 12464
MOVIE STAR INC COM 624591103 169 71600 SH SOLE 71600
NANOPHASE TCHNOLOGIES CORP COM 630079101 115 19560 SH SOLE 19560
NAPSTER INC COM 630797108 112 27149 SH SOLE 27149
NASDAQ 100 TR UNIT SER 1 631100104 649 14900 SH CALL SOLE 14900
NATIONAL HOME HEALTH CARE CO COM 636380107 195 16555 SH SOLE 16555
NATIONAL OILWELL VARCO INC COM 637071101 307 3952 SH SOLE 3952
NATUZZI S P A ADR 63905A101 159 19435 SH SOLE 19435
NAVARRE CORP COM 639208107 40 10557 SH SOLE 10557
NCI BUILDING SYS INC COM 628852105 475 9949 SH SOLE 9949
NEKTAR THERAPEUTICS COM 640268108 151 11600 SH SOLE 11600
NETMANAGE INC COM NEW 641144308 159 30200 SH SOLE 30200
NETSCOUT SYS INC COM 64115T104 92 10198 SH SOLE 10198
NETSOL TECHNOLOGIES INC COM NEW 64115A204 48 27700 SH SOLE 27700
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 65 32500 SH SOLE 32500
NEVSUN RES LTD COM 64156L101 52 24590 SH SOLE 24590
NEWCASTLE INVT CORP COM 65105M108 239 8613 SH SOLE 8613
NEXMED INC COM 652903105 61 49200 SH SOLE 49200
NICHOLAS FINANCIAL INC COM NEW 65373J209 171 15303 SH SOLE 15303
NOBEL LEARNING CMNTYS INC COM 654889104 200 13056 SH SOLE 13056
NORTH AMERN PALLADIUM LTD COM 656912102 177 24450 SH SOLE 24450
NORTHGATE MINERALS CORP COM 666416102 182 52333 SH SOLE 52333
NPS PHARMACEUTICALS INC COM 62936P103 183 53901 SH SOLE 53901
NRG ENERGY INC PFD CONV MAND 629377870 665 2000 SH SOLE 2000
NUCRYST PHARMACEUTICALS CORP COM 67035Q100 47 11500 SH SOLE 11500
NYMAGIC INC COM 629484106 306 7495 SH SOLE 7495
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 101 12832 SH SOLE 12832
OCCAM NETWORKS INC COM NEW 67457P309 132 11815 SH SOLE 11815
ODYSSEY RE HLDGS CORP COM 67612W108 339 8619 SH SOLE 8619
OMEGA FINL CORP COM 682092101 257 9015 SH SOLE 9015
OMNICARE INC DBCV 3.250%12/1 681904AL2 438 500000 PRN SOLE 500000
ON TRACK INNOVATION LTD SHS M8791A109 98 13919 SH SOLE 13919
OPTEUM INC CL A 68384A100 94 20968 SH SOLE 20968
ORBIT INTL CORP COM NEW 685559304 197 25500 SH SOLE 25500
ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 128 12514 SH SOLE 12514
ORIGIN AGRITECH LIMITED SHS G67828106 151 16963 SH SOLE 16963
OSCIENT PHARMACEUTICALS CORP COM NEW 68812R303 62 11797 SH SOLE 11797
OVERLAND STORAGE INC COM 690310107 60 14402 SH SOLE 14402
OXIGENE INC COM 691828107 76 19932 SH SOLE 19932
P A M TRANSN SVCS INC COM 693149106 201 9760 SH SOLE 9760
P F CHANGS CHINA BISTRO INC COM 69333Y108 379 9058 SH SOLE 9058
PAINCARE HLDGS INC COM 69562E104 26 69757 SH SOLE 69757
PALATIN TECHNOLOGIES INC COM NEW 696077304 50 27159 SH SOLE 27159
PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB9 95 114000 PRN SOLE 114000
PARAGON TECHNOLOGIES INC COM 69912T108 104 18100 SH SOLE 18100
PARK NATL CORP COM 700658107 278 2939 SH SOLE 2939
PARLUX FRAGRANCES INC COM 701645103 123 22002 SH SOLE 22002
PC-TEL INC COM 69325Q105 184 18072 SH SOLE 18072
PDI INC COM 69329V100 190 19938 SH SOLE 19938
PEAK INTL LTD ORD G69586108 30 10729 SH SOLE 10729
PEDIATRIC SVCS OF AMERICA COM 705323103 156 11060 SH SOLE 11060
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