Stevens Capital Management as of June 30, 2007
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the June 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 434 5000 SH CALL SOLE 5000
40 / 86 STRATEGIC INCOME FD SH BEN INT 349739102 150 15200 SH SOLE 15200
A D A M INC COM 00088U108 121 17500 SH SOLE 17500
AASTROM BIOSCIENCES INC COM 00253U107 32 23570 SH SOLE 23570
ABER DIAMOND CORP COM 002893105 366 9550 SH SOLE 9550
ABRAXAS PETE CORP COM 003830106 92 20579 SH SOLE 20579
ACCENTIA BIOPHARMACEUTICALS COM 00430L103 26 10050 SH SOLE 10050
ACCESS PLANS USA INC COM 00433N106 24 13300 SH SOLE 13300
ACM MANAGED DLR INCOME FD COM 000949107 161 20635 SH SOLE 20635
ACME COMMUNICATION INC COM 004631107 183 36600 SH SOLE 36600
ACME PACKET INC COM 004764106 192 16692 SH SOLE 16692
ACTEL CORP COM 004934105 200 14352 SH SOLE 14352
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 100 16324 SH SOLE 16324
ACTIVIDENTITY CORP COM 00506P103 165 35967 SH SOLE 35967
ACTIVISION INC NEW COM NEW 004930202 483 25846 SH SOLE 25846
ACTUATE CORP COM 00508B102 107 15698 SH SOLE 15698
ADVANCED MAGNETICS INC COM 00753P103 407 6994 SH SOLE 6994
ADVANCED MICRO DEVICES INC COM 007903107 170 11900 SH SOLE 11900
ADVANCIS PHARMACEUTICALS COR COM 00764L109 39 15548 SH SOLE 15548
ADVANTA CORP CL B 007942204 235 7533 SH SOLE 7533
AETERNA ZENTARIS INC COM 007975204 102 29546 SH SOLE 29546
AFFILIATED COMPUTER SERVICES CL A 008190100 482 8503 SH SOLE 8503
AFFORDABLE RESIDENTIAL CMTYS COM 008273104 145 12285 SH SOLE 12285
AGILE SOFTWARE CORP DEL COM 00846X105 150 18575 SH SOLE 18575
ALCOA INC COM 013817101 387 9556 SH SOLE 9556
ALICO INC COM 016230104 598 9807 SH SOLE 9807
ALLEGHANY CORP DEL COM 017175100 524 1290 SH SOLE 1290
ALLIED DEFENSE GROUP INC COM 019118108 92 11900 SH SOLE 11900
ALLTEL CORP COM 020039103 223 3300 SH CALL SOLE 3300
ALTRIA GROUP INC COM 02209S103 351 5000 SH CALL SOLE 5000
AMARIN CORP PLC SPONSORED ADR 023111107 47 78854 SH SOLE 78854
AMBASSADORS INTL INC COM 023178106 276 8288 SH SOLE 8288
AMERCO COM 023586100 741 9817 SH SOLE 9817
AMERICAN EXPRESS CO COM 025816109 245 4000 SH PUT SOLE 4000
AMERICAN INTL GROUP INC COM 026874107 280 4000 SH PUT SOLE 4000
ANSYS INC COM 03662Q105 257 9691 SH SOLE 9691
APAC CUSTOMER SERVICES INC COM 00185E106 45 18464 SH SOLE 18464
APOLLO GOLD CORP COM 03761E102 9 19000 SH SOLE 19000
APPLIED MICRO CIRCUITS CORP COM 03822W109 26 10316 SH SOLE 10316
ARBINET THEXCHANGE INC COM 03875P100 105 17464 SH SOLE 17464
ARCADIA RES INC COM 039209101 21 16835 SH SOLE 16835
ASIA TIGERS FD INC COM 04516T105 200 8100 SH SOLE 8100
ASSOCIATED ESTATES RLTY CORP COM 045604105 171 11000 SH SOLE 11000
ASTRONICS CORP COM 046433108 320 10074 SH SOLE 10074
ATLANTIS PLASTICS INC COM 049156102 42 10300 SH SOLE 10300
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 578 9812 SH SOLE 9812
AURORA OIL & GAS CORP COM 052036100 67 31405 SH SOLE 31405
AUTHENTIDATE HLDG CORP COM 052666104 55 35966 SH SOLE 35966
AVANIR PHARMACEUTICALS CL A NEW 05348P401 27 11312 SH SOLE 11312
AVATAR HLDGS INC NOTE 4.500% 4/0 053494AF7 116 77000 PRN SOLE 77000
AVI BIOPHARMA INC COM 002346104 48 17206 SH SOLE 17206
AVICI SYS INC COM NEW 05367L802 108 14428 SH SOLE 14428
AVIGEN INC COM 053690103 158 25668 SH SOLE 25668
AXT INC COM 00246W103 56 13041 SH SOLE 13041
BANCFIRST CORP COM 05945F103 294 6874 SH SOLE 6874
BANCO BRADESCO S A SP ADR PFD NEW 059460303 218 9053 SH SOLE 9053
BANK FLA CORP NAPLES COM 062128103 1047 60094 SH SOLE 60094
BANK NEW YORK INC COM 064057102 19268 464961 SH SOLE 464961
BEAR STEARNS COS INC COM 073902108 280 2000 SH CALL SOLE 2000
BIOCRYST PHARMACEUTICALS COM 09058V103 113 14586 SH SOLE 14586
BIOENVISION INC COM 09059N100 95 16432 SH SOLE 16432
BIOMIRA INC COM 09161R106 23 22630 SH SOLE 22630
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 114 17952 SH SOLE 17952
BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 1076 6400 SH SOLE 6400
BITSTREAM INC CL A 091736108 97 13983 SH SOLE 13983
BLACKROCK HIGH INCOME SHS SHS BEN INT 09250E107 68 26600 SH SOLE 26600
BLACKROCK MUNIHLDGS INSD FDI COM 09254C107 126 10100 SH SOLE 10100
BLACKROCK MUNIYIELD QUALITY COM 09254G108 127 10500 SH SOLE 10500
BOB EVANS FARMS INC COM 096761101 316 8577 SH SOLE 8577
BOEING CO COM 097023105 481 5000 SH CALL SOLE 5000
BOFI HLDG INC COM 05566U108 198 27400 SH SOLE 27400
BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 18 10167 SH SOLE 10167
BOWNE & CO INC COM 103043105 199 10224 SH SOLE 10224
BPZ ENERGY INC COM 055639108 122 21788 SH SOLE 21788
BRIGHAM EXPLORATION CO COM 109178103 141 24063 SH SOLE 24063
BSD MED CORP DEL COM 055662100 86 13199 SH SOLE 13199
C^D TECHNOLOGIES INC COM 124661109 101 17954 SH SOLE 17954
CAMBRIDGE DISPLAY TECH INC COM 132193103 86 13432 SH SOLE 13432
CAPTARIS INC COM 14071N104 123 23993 SH SOLE 23993
CARRIAGE SVCS INC COM 143905107 134 16271 SH SOLE 16271
CASH SYSTEMS INC COM 14756B102 199 29249 SH SOLE 29249
CATERPILLAR INC DEL COM 149123101 313 4000 SH PUT SOLE 4000
CAVCO INDS INC DEL COM 149568107 234 6236 SH SOLE 6236
CECO ENVIRONMENTAL CORP COM 125141101 169 14753 SH SOLE 14753
CELESTICA INC SUB VTG SHS 15101Q108 118 18915 SH SOLE 18915
CELL THERAPEUTICS INC COM NEW 150934404 60 19658 SH SOLE 19658
CENTRAL EUROPE AND RUSSIA FD COM 153436100 228 4400 SH SOLE 4400
CENTRAL FD CDA LTD CL A 153501101 552 60753 SH SOLE 60753
CHINA AUTOMOTIVE SYS INC COM 16936R105 155 21686 SH SOLE 21686
CHINA BAK BATTERY INC COM 16936Y100 49 12409 SH SOLE 12409
CHINA FD INC COM 169373107 314 8200 SH SOLE 8200
CHIPOTLE MEXICAN GRILL INC CL A 169656105 281 3294 SH SOLE 3294
CHROMCRAFT REVINGTON INC COM 171117104 88 11800 SH SOLE 11800
CITIGROUP INC COM 172967101 308 6000 SH CALL SOLE 6000
CITIZENS INC CL A 174740100 91 12953 SH SOLE 12953
CLARIENT INC COM 180489106 39 19119 SH SOLE 19119
COACHMEN INDS INC COM 189873102 129 13372 SH SOLE 13372
COCA COLA BOTTLING CO CONS COM 191098102 307 6096 SH SOLE 6096
COCA COLA CO COM 191216100 209 4000 SH CALL SOLE 4000
COLONIAL BANCGROUP INC COM 195493309 207 8288 SH SOLE 8288
COLONIAL BANKSHARES INC COM 195572102 197 13864 SH SOLE 13864
COLUMBIA SPORTSWEAR CO COM 198516106 274 3992 SH SOLE 3992
COLUMBUS MCKINNON CORP N Y COM 199333105 250 7758 SH SOLE 7758
COMARCO INC COM 200080109 92 14649 SH SOLE 14649
COMMUNITY CAPITAL BANCSHARES COM 203634100 152 13717 SH SOLE 13717
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 367 7098 SH SOLE 7098
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 335 9089 SH SOLE 9089
COMPETITIVE TECHNOLOGIES INC COM 204512107 41 15700 SH SOLE 15700
CONCORD CAMERA CORP COM NEW 206156200 188 41400 SH SOLE 41400
CONCURRENT COMPUTER CORP NEW COM 206710204 46 25882 SH SOLE 25882
CONEXANT SYSTEMS INC COM 207142100 20 14435 SH SOLE 14435
CONSOLIDATED MERCANTILE INC COM 20950N107 15 11698 SH SOLE 11698
COSI INC COM 22122P101 139 30379 SH SOLE 30379
COWLITZ BANCORP LONGVIEW WAS COM 223767104 183 11200 SH SOLE 11200
CRAY INC COM NEW 225223304 90 11777 SH SOLE 11777
CRITICAL THERAPEUTICS INC COM 22674T105 97 44495 SH SOLE 44495
CRITICARE SYS INC COM 226901106 142 42500 SH SOLE 42500
CUMMINS INC COM 231021106 202 2000 SH PUT SOLE 2000
CUMMINS INC COM 231021106 202 2000 SH CALL SOLE 2000
CURAGEN CORP COM 23126R101 46 23322 SH SOLE 23322
DAG MEDIA INC COM 233729102 118 71450 SH SOLE 71450
DEB SHOPS INC COM 242728103 226 8177 SH SOLE 8177
DELTA FINANCIAL CORP COM 247918105 159 12919 SH SOLE 12919
DEPOMED INC COM 249908104 197 41398 SH SOLE 41398
DESWELL INDS INC COM 250639101 121 11107 SH SOLE 11107
DEVCON INTL CORP COM 251588109 45 13500 SH SOLE 13500
DEVELOPERS DIVERSIFIED RLTY COM 251591103 211 4000 SH CALL SOLE 4000
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 296 3263 SH SOLE 3263
DIGITAL RECORDERS INC COM 253869101 105 35200 SH SOLE 35200
DOLLAR FINL CORP COM 256664103 277 9717 SH SOLE 9717
DOMINION HOMES INC COM 257386102 186 40062 SH SOLE 40062
DRAXIS HEALTH INC COM 26150J101 90 15122 SH SOLE 15122
DREYFUS HIGH YIELD STRATEGIE SH BEN INT 26200S101 149 36000 SH SOLE 36000
DTF TAX-FREE INCOME INC COM 23334J107 150 10400 SH SOLE 10400
DU PONT E I DE NEMOURS & CO COM 263534109 203 4000 SH CALL SOLE 4000
DWS MULTI MKT INCOME TR SHS 23338L108 172 17667 SH SOLE 17667
DWS STRATEGIC INCOME TR SHS 23338N104 170 12900 SH SOLE 12900
EARTHLINK INC COM 270321102 177 23635 SH SOLE 23635
EBIX INC COM NEW 278715206 387 9619 SH SOLE 9619
ECTEL LTD ORD M29925100 192 58637 SH SOLE 58637
EDEN BIOSCIENCE CORP COM NEW 279445886 12 10680 SH SOLE 10680
EDGAR ONLINE INC COM 279765101 134 49561 SH SOLE 49561
ELECTRO ENERGY INC COM 285106100 29 23900 SH SOLE 23900
EMERGENT BIOSOLUTIONS INC COM 29089Q105 161 15602 SH SOLE 15602
EMERSON RADIO CORP COM NEW 291087203 133 44200 SH SOLE 44200
ENDEAVOUR INTL CORP COM 29259G101 51 33817 SH SOLE 33817
ENDEAVOUR SILVER CORP COM 29258Y103 76 16900 SH SOLE 16900
ENERGY FOCUS INC COM 29268T102 139 21000 SH SOLE 21000
ENTREMED INC COM 29382F103 24 15628 SH SOLE 15628
EPLUS INC COM 294268107 197 20200 SH SOLE 20200
ESCALON MED CORP COM NEW 296074305 86 21670 SH SOLE 21670
ESS TECHNOLOGY INC COM 269151106 23 13821 SH SOLE 13821
EUROBANCSHARES INC COM 298716101 106 11707 SH SOLE 11707
EVCI CAREER COLLEGES INC COM 26926P100 108 125000 SH SOLE 125000
EXTREME NETWORKS INC COM 30226D106 191 47231 SH SOLE 47231
EXXON MOBIL CORP COM 30231G102 419 5000 SH PUT SOLE 5000
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 497 2591 SH SOLE 2591
FAVRILLE INC COM 312088404 38 10282 SH SOLE 10282
FBR CAPITAL MARKETS CORP COM 30247C301 191 11300 SH SOLE 11300
FEDERAL TR CORP COM 314012105 101 12342 SH SOLE 12342
FEDFIRST FINL CORP COM 31429X105 111 12000 SH SOLE 12000
FIBERNET TELECOM GRP INC COM PAR $0.001 315653402 150 17400 SH SOLE 17400
FIELDPOINT PETROLEUM CORP COM 316570100 23 12500 SH SOLE 12500
FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 53 47000 PRN SOLE 47000
FINLAY ENTERPRISES INC COM NEW 317884203 91 17010 SH SOLE 17010
FIRST AVIATION SVCS INC COM 31865W108 34 12700 SH SOLE 12700
FIRST BANCORP IND INC NEW COM 31867T103 167 11079 SH SOLE 11079
FIRST BANCSHARES INC MO COM 318687100 168 10200 SH SOLE 10200
FIRST CALIFORNIA FINANCIAL G COM NEW 319395109 366 30528 SH SOLE 30528
FIRST SOLAR INC COM 336433107 369 4131 SH SOLE 4131
FROZEN FOOD EXPRESS INDS INC COM 359360104 116 11474 SH SOLE 11474
FSI INTL INC COM 302633102 109 34225 SH SOLE 34225
FUNDTECH LTD ORD M47095100 172 11857 SH SOLE 11857
FURMANITE CORPORATION COM 361086101 100 12905 SH SOLE 12905
GAMETECH INTERNATIONAL INC COM 36466D102 123 12941 SH SOLE 12941
GASTAR EXPL LTD COM 367299104 27 13215 SH SOLE 13215
GATEWAY INC COM 367626108 139 87546 SH SOLE 87546
GENAERA CORP COM NEW 36867G209 130 44979 SH SOLE 44979
GENERAL AMERN INVS INC COM 368802104 251 6188 SH SOLE 6188
GENERAL CABLE CORP DEL NEW COM 369300108 315 4161 SH SOLE 4161
GENERAL EMPLOYMENT ENTERPRIS COM 369730106 156 79400 SH SOLE 79400
GENEREX BIOTECHNOLOGY CP DEL COM 371485103 169 95391 SH SOLE 95391
GEOGLOBAL RESOURCES INC COM 37249T109 135 26542 SH SOLE 26542
GEOKINETICS INC COM PAR $0.01 372910307 248 8000 SH SOLE 8000
GEORGIA GULF CORP COM PAR $0.01 373200203 1014 56000 SH PUT SOLE 56000
GETTY IMAGES INC COM 374276103 482 10075 SH SOLE 10075
GLADSTONE INVT CORP COM 376546107 180 12679 SH SOLE 12679
GLOBAL INCOME FD INC COM 37934Y108 57 14300 SH SOLE 14300
GLOBAL-TECH APPLIANCES INC ORD G39320109 61 19400 SH SOLE 19400
GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H208 159 29300 SH SOLE 29300
GOTTSCHALKS INC COM 383485109 172 14450 SH SOLE 14450
GRAHAM CORP COM 384556106 222 7900 SH SOLE 7900
GREAT BASIN GOLD LTD COM 390124105 28 10990 SH SOLE 10990
GREATER CHINA FD INC COM 39167B102 231 8600 SH SOLE 8600
GSC INVESTMENT CORP COM 362493108 189 14500 SH SOLE 14500
GYRODYNE CO AMER INC COM 403820103 358 6353 SH SOLE 6353
H & Q HEALTHCARE FD SH BEN INT 404052102 178 10356 SH SOLE 10356
HARLEYSVILLE GROUP INC COM 412824104 322 9655 SH SOLE 9655
HARVARD BIOSCIENCE INC COM 416906105 108 20633 SH SOLE 20633
HAUPPAUGE DIGITAL INC COM 419131107 142 28900 SH SOLE 28900
HAWAIIAN HOLDINGS INC COM 419879101 103 28131 SH SOLE 28131
HAWK CORP CL A 420089104 167 12200 SH SOLE 12200
HEMISPHERX BIOPHARMA INC COM 42366C103 30 22857 SH SOLE 22857
HENRY BROS ELECTRONICS INC COM 426286100 56 14900 SH SOLE 14900
HERLEY INDS INC DEL COM 427398102 197 12013 SH SOLE 12013
HESKA CORP COM 42805E108 30 12998 SH SOLE 12998
HILL INTERNATIONAL INC COM 431466101 187 25277 SH SOLE 25277
HOLLYWOOD MEDIA CORP COM 436233100 128 29280 SH SOLE 29280
HONEYWELL INTL INC COM 438516106 225 4000 SH PUT SOLE 4000
HOOPER HOLMES INC COM 439104100 162 48313 SH SOLE 48313
HOUSEVALUES INC COM 44183Y102 63 13807 SH SOLE 13807
HUTTIG BLDG PRODS INC COM 448451104 184 24243 SH SOLE 24243
IAMGOLD CORP COM 450913108 100 13101 SH SOLE 13101
ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 155 44421 SH SOLE 44421
ICU MED INC COM 44930G107 233 5419 SH SOLE 5419
IDT CORP CL B 448947309 118 11466 SH SOLE 11466
IGI INC COM 449575109 39 51800 SH SOLE 51800
IHS INC CL A 451734107 355 7707 SH SOLE 7707
IMMUNOGEN INC COM 45253H101 65 11748 SH SOLE 11748
INDUSTRIAL ENTERPRISES AMER COM NEW 456132208 131 25800 SH SOLE 25800
INDUSTRIAS BACHOCO S A B DE SPON ADR B 456463108 207 6366 SH SOLE 6366
INFINITY ENERGY RESOURCES IN COM PAR .0001 45663L403 38 12304 SH SOLE 12304
INGERSOLL-RAND COMPANY LTD CL A G4776G101 219 4000 SH CALL SOLE 4000
INSPIRE PHARMACEUTICALS INC COM 457733103 185 29302 SH SOLE 29302
INTERDIGITAL COMMUNICATIONS COM 45866A105 346 10754 SH SOLE 10754
INTERNATIONAL BUSINESS MACHS COM 459200101 421 4000 SH PUT SOLE 4000
INTERNATIONAL FLAVORS^FRAGRA COM 459506101 299 5738 SH SOLE 5738
INTERNATIONAL PWR PLC SPONSORED ADR 46018M104 361 4219 SH SOLE 4219
INTERSECTIONS INC COM 460981301 129 12925 SH SOLE 12925
INTERTAPE POLYMER GROUP INC COM 460919103 141 31340 SH SOLE 31340
INVITROGEN CORP COM 46185R100 888 12039 SH SOLE 12039
ION MEDIA NETWORKS INC CL A 46205A103 67 46656 SH SOLE 46656
IRELAND BK SPONSORED ADR 46267Q103 671 8263 SH SOLE 8263
IRIDEX CORP COM 462684101 104 19700 SH SOLE 19700
ISHARES TR RUSSELL 2000 464287655 216 2600 SH CALL SOLE 2600
ISHARES TR DJ US UTILS 464287697 462 4800 SH SOLE 4800
ISHARES TR S^P SMLCAP 600 464287804 363 5100 SH SOLE 5100
ISHARES TR RUSSELL 2000 464287655 9587 115557 SH SOLE 115557
ITERIS INC COM 46564T107 43 18200 SH SOLE 18200
J CREW GROUP INC COM 46612H402 258 4772 SH SOLE 4772
JACK IN THE BOX INC COM 466367109 338 4761 SH SOLE 4761
JACKSON HEWITT TAX SVCS INC COM 468202106 267 9508 SH SOLE 9508
JAPAN EQUITY FD INC COM 471057109 123 14500 SH SOLE 14500
JAVELIN PHARMACEUTICALS INC COM 471894105 163 26323 SH SOLE 26323
JED OIL INC COM 472310101 42 21430 SH SOLE 21430
JENNIFER CONVS INC COM 476153101 199 39600 SH SOLE 39600
JOHNSON & JOHNSON COM 478160104 203 3300 SH PUT SOLE 3300
JUPITERMEDIA CORP COM 48207D101 155 21248 SH SOLE 21248
KAISER ALUMINUM CORP COM PAR $0.01 483007704 278 3809 SH SOLE 3809
KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 222 8800 SH SOLE 8800
KHD HUMBOLDT WEDAG INTL LTD COM 482462108 536 8711 SH SOLE 8711
KINTERA INC COM 49720P506 80 35842 SH SOLE 35842
KITTY HAWK INC COM NEW 498326206 5 17500 SH SOLE 17500
KMG AMER CORP COM 482563103 121 23032 SH SOLE 23032
KMG CHEMICALS INC COM 482564101 242 9155 SH SOLE 9155
KOREA FD COM 500634100 353 8919 SH SOLE 8919
KSW INC COM 48268R106 169 22340 SH SOLE 22340
LA JOLLA PHARMACEUTICAL CO COM NEW 503459307 65 14556 SH SOLE 14556
LAZARE KAPLAN INTL INC COM 521078105 190 24000 SH SOLE 24000
LEAP WIRELESS INTL INC COM NEW 521863308 763 9024 SH SOLE 9024
LEXICON PHARMACEUTICALS INC COM 528872104 78 24393 SH SOLE 24393
LIBERTY MEDIA HLDG CORP CAP COM SER B 53071M401 635 5381 SH SOLE 5381
LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 1240 10533 SH SOLE 10533
LIFE PARTNERS HOLDINGS INC COM 53215T106 256 7849 SH SOLE 7849
LINCOLN EDL SVCS CORP COM 533535100 172 11584 SH SOLE 11584
LOCAL COM CORP COM 53954R105 69 10000 SH SOLE 10000
LOGICVISION INC COM 54140W107 50 54900 SH SOLE 54900
LSI CORPORATION COM 502161102 205 27355 SH SOLE 27355
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 378 9770 SH SOLE 9770
M & F WORLDWIDE CORP COM 552541104 632 9494 SH SOLE 9494
MACE SEC INTL INC COM NEW 554335208 188 71339 SH SOLE 71339
MAIR HOLDINGS INC COM 560635104 188 28422 SH SOLE 28422
MAJESCO ENTERTAINMENT CO COM NEW 560690208 25 16600 SH SOLE 16600
MARKEL CORP COM 570535104 1150 2374 SH SOLE 2374
MARSH & MCLENNAN COS INC COM 571748102 289 9343 SH SOLE 9343
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 588 32280 SH SOLE 32280
MASTERCARD INC CL A 57636Q104 1273 7672 SH SOLE 7672
MATERIAL SCIENCES CORP COM 576674105 125 10581 SH SOLE 10581
MATHSTAR INC COM 576801203 23 14900 SH SOLE 14900
MAXYGEN INC COM 577776107 150 17509 SH SOLE 17509
MCCORMICK & SCHMICKS SEAFD R COM 579793100 230 8864 SH SOLE 8864
MCDONALDS CORP COM 580135101 203 4000 SH CALL SOLE 4000
MDI INC COM 552705105 16 10700 SH SOLE 10700
MEDIA SCIENCES INTL INC COM 58446X107 158 26800 SH SOLE 26800
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 186 19214 SH SOLE 19214
MERGE TECHNOLOGIES INC COM 589981109 152 23281 SH SOLE 23281
MERIDIAN RESOURCE CORP COM 58977Q109 67 22160 SH SOLE 22160
MERRIMAC INDS INC COM 590262101 162 16400 SH SOLE 16400
META FINL GROUP INC COM 59100U108 287 7600 SH SOLE 7600
METALICO INC COM 591176102 117 14689 SH SOLE 14689
METALLICA RES INC COM 59125J104 61 13465 SH SOLE 13465
METROPOLITAN HEALTH NETWORKS COM 592142103 68 38700 SH SOLE 38700
MEXICAN RESTAURANTS INC COM 59283R104 105 13200 SH SOLE 13200
MEXICO EQUITY & INCOME FD COM 592834105 382 9900 SH SOLE 9900
MFS INTER INCOME TR SH BEN INT 55273C107 195 32300 SH SOLE 32300
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 61 10300 SH SOLE 10300
MGP INGREDIENTS INC COM 55302G103 182 10765 SH SOLE 10765
MICROTEK MEDICAL HLDGS INC COM 59515B109 80 17291 SH SOLE 17291
MICROTUNE INC DEL COM 59514P109 109 20755 SH SOLE 20755
MIDCAP SPDR TR UNIT SER 1 595635103 2580 15857 SH SOLE 15857
MIDDLEBY CORP COM 596278101 393 6573 SH SOLE 6573
MIDWAY GAMES INC COM 598148104 156 24565 SH SOLE 24565
MILLENNIUM BANKSHARES CORP COM 60037B106 166 19400 SH SOLE 19400
MINDSPEED TECHNOLOGIES INC COM 602682106 107 48593 SH SOLE 48593
MINES MGMT CO COM 603432105 84 24866 SH SOLE 24866
MISONIX INC COM 604871103 104 17400 SH SOLE 17400
MISSION WEST PPTYS INC COM 605203108 321 22995 SH SOLE 22995
MONMOUTH CAP CORP COM 609524103 90 16324 SH SOLE 16324
MORGAN STANLEY CHINA A SH FD COM 617468103 223 5700 SH SOLE 5700
MORGAN STANLEY EMER MKTS DEB COM 61744H105 145 14200 SH SOLE 14200
MORGAN STANLEY GBL OPP BOND COM 61744R103 199 25300 SH SOLE 25300
MORGAN STANLEY INDIA INVS FD COM 61745C105 421 9366 SH SOLE 9366
MOVIE GALLERY INC COM 624581104 163 86039 SH SOLE 86039
MOVIE STAR INC COM 624591103 182 72300 SH SOLE 72300
MRV COMMUNICATIONS INC COM 553477100 188 57803 SH SOLE 57803
NACCO INDS INC CL A 629579103 788 5068 SH SOLE 5068
NANOGEN INC COM 630075109 31 22922 SH SOLE 22922
NAPSTER INC COM 630797108 158 46609 SH SOLE 46609
NARA BANCORP INC COM 63080P105 160 10056 SH SOLE 10056
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 632525408 1148 6656 SH SOLE 6656
NATIONAL PRESTO INDS INC COM 637215104 309 4963 SH SOLE 4963
NATUZZI S P A ADR 63905A101 164 20666 SH SOLE 20666
NAVIGATORS GROUP INC COM 638904102 236 4374 SH SOLE 4374
NDS GROUP PLC SPONSORED ADR 628891103 277 5904 SH SOLE 5904
NEOSE TECHNOLOGIES INC COM 640522108 199 80901 SH SOLE 80901
NETBANK INC COM 640933107 26 82604 SH SOLE 82604
NETMANAGE INC COM NEW 641144308 138 30200 SH SOLE 30200
NETSCOUT SYS INC COM 64115T104 178 20525 SH SOLE 20525
NETSOL TECHNOLOGIES INC COM NEW 64115A204 48 27700 SH SOLE 27700
NEUROGEN CORP COM 64124E106 99 14858 SH SOLE 14858
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 69 34400 SH SOLE 34400
NEWMONT MINING CORP COM 651639106 2346 60050 SH SOLE 60050
NEXMED INC COM 652903105 101 55622 SH SOLE 55622
NEXSTAR BROADCASTING GROUP I CL A 65336K103 188 14329 SH SOLE 14329
NGP CAP RES CO COM 62912R107 182 10869 SH SOLE 10869
NIKE INC CL B 654106103 233 4000 SH PUT SOLE 4000
NINETOWNS INTERNET TECH GRP ADR 654407105 45 12203 SH SOLE 12203
NITCHES INC COM 65476M109 150 41800 SH SOLE 41800
NMT MED INC COM 629294109 149 12583 SH SOLE 12583
NORTHFIELD LABS INC COM 666135108 42 29825 SH SOLE 29825
NOVA BIOSOURCE FUELS INC COM 65488W103 59 23240 SH SOLE 23240
NOVAMED INC DEL COM 66986W108 633 104668 SH SOLE 104668
NOVASTAR FINL INC COM 669947400 71 10205 SH SOLE 10205
NPS PHARMACEUTICALS INC COM 62936P103 179 43323 SH SOLE 43323
NRG ENERGY INC PFD CONV MAND 629377870 734 2000 SH SOLE 2000
NUVEEN INVTS INC CL A 67090F106 380 6115 SH SOLE 6115
NVIDIA CORP COM 67066G104 278 6739 SH SOLE 6739
NYMEX HOLDINGS INC COM 62948N104 628 5000 SH PUT SOLE 5000
OHIO CAS CORP COM 677240103 218 5038 SH SOLE 5038
OLD NATL BANCORP IND COM 680033107 193 11601 SH SOLE 11601
OMNICARE INC DBCV 3.250%12/1 681904AL2 420 500000 PRN SOLE 500000
ON TRACK INNOVATION LTD SHS M8791A109 150 23818 SH SOLE 23818
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