Stevens Capital Management as of June 30, 2008
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the June 2008 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
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
3COM CORP COM 885535104 21 10000 SH CALL SOLE 10000
3COM CORP COM 885535104 68 31999 SH SOLE 31999
4 KIDS ENTMT INC COM 350865101 88 11853 SH SOLE 11853
A H BELO CORP COM CL A 001282102 123 21598 SH SOLE 21598
ACACIA RESH CORP ACACIA TCH COM 003881307 51 11303 SH SOLE 11303
ACADIA PHARMACEUTICALS INC COM 004225108 40 10929 SH SOLE 10929
ACM MANAGED DLR INCOME FD COM 000949107 76 11000 SH SOLE 11000
ACME COMMUNICATION INC COM 004631107 18 13400 SH SOLE 13400
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 61 17719 SH SOLE 17719
ACTIVIDENTITY CORP COM 00506P103 58 21185 SH SOLE 21185
ACTUANT CORP SDCV 2.000%11/100508XAB0 817 500000 SH SOLE 500000
ACTUATE CORP COM 00508B102 124 31798 SH SOLE 31798
ACUITY BRANDS INC COM 00508Y102 203 4232 SH SOLE 4232
ACUSPHERE INC COM 00511R870 7 10000 SH SOLE 10000
ADOLOR CORP COM 00724X102 66 11963 SH SOLE 11963
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 50 12142 SH SOLE 12142
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 734 1000000 SH SOLE 1000000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 104 23348 SH SOLE 23348
ADVANTA CORP CL A 007942105 80 14600 SH SOLE 14600
AGCO CORP NOTE 1.250%12/1 001084AM4 728 500000 SH SOLE 500000
AGNICO EAGLE MINES LTD COM 008474108 398 5350 SH SOLE 5350
AIR TRANSPORT SERVICES GRP I COM 00922R105 66 66200 SH SOLE 66200
AIRCASTLE LTD COM G0129K104 108 12851 SH SOLE 12851
AIRTRAN HLDGS INC COM 00949P108 182 89315 SH SOLE 89315
ALABAMA AIRCRAFT IND INC COM 01023E100 429 1977 SH SOLE 1977
ALBANY INTL CORP CL A 012348108 278 9575 SH SOLE 9575
ALESCO FINL INC COM 014485106 42 20844 SH SOLE 20844
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 1177 500000 SH SOLE 500000
ALEXZA PHARMACEUTICALS INC COM 015384100 50 12743 SH SOLE 12743
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 2112 2000000 SH SOLE 2000000
ALLIANCE DATA SYSTEMS CORP COM 018581108 267 4724 SH SOLE 4724
ALLIANCE ONE INTL INC COM 018772103 65 12634 SH SOLE 12634
ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 601 500000 SH SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 662 500000 SH SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 722 500000 SH SOLE 500000
ALLOT COMMUNICATIONS LTD SHS M0854Q105 41 13850 SH SOLE 13850
ALLOY INC NEW COM 019855303 121 16700 SH SOLE 16700
ALPHARMA INC NOTE 2.125% 3/1 020813AH4 476 500000 SH SOLE 500000
ALTUS PHARMACEUTICALS INC COM 02216N105 61 13772 SH SOLE 13772
AMB PROPERTY CORP COM 00163T109 207 4106 SH SOLE 4106
AMBASSADORS INTL INC COM 023178106 150 34164 SH SOLE 34164
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 1476 1500000 SH SOLE 1500000
AMERICAN CMNTY NEWSPAPERS IN COM 02520T103 5 20200 SH SOLE 20200
AMERICAN COMMERCIAL LINES COM NEW 025195207 146 13314 SH SOLE 13314
AMERICAN DENTAL PARTNERS COM 025353103 120 10100 SH SOLE 10100
AMERICAN SOFTWARE INC CL A 029683109 93 16554 SH SOLE 16554
AMERICAN STRATEGIC INCM PTFL COM 030098107 147 14300 SH SOLE 14300
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 1046 500000 SH SOLE 500000
AMERICANWEST BANCORPORATION COM 03058P109 23 10156 SH SOLE 10156
AMERIGON INC COM 03070L300 80 11257 SH SOLE 11257
AMGEN INC COM 031162100 679 14401 SH SOLE 14401
AMGEN INC NOTE 0.375% 2/0 031162AQ3 870 1000000 SH SOLE 1000000
AMGEN INC NOTE 0.125% 2/0 031162AN0 907 1000000 SH SOLE 1000000
ANADYS PHARMACEUTICALS INC COM 03252Q408 43 19126 SH SOLE 19126
ANALOGIC CORP COM PAR $0.05 032657207 255 4039 SH SOLE 4039
ANDERSONS INC COM 034164103 386 9488 SH SOLE 9488
ANGIOTECH PHARMACEUTICALS IN COM 034918102 56 18821 SH SOLE 18821
ANIMAL HEALTH INTL INC COM 03525N109 80 12900 SH SOLE 12900
ANIXTER INTL INC NOTE 1.000% 2/1035290AJ4 550 500000 SH SOLE 500000
APEX SILVER MINES LTD ORD G04074103 170 34673 SH SOLE 34673
APPLIED INDL TECHNOLOGIES IN COM 03820C105 232 9586 SH SOLE 9586
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 310 4225 SH SOLE 4225
ARBOR RLTY TR INC COM 038923108 110 12245 SH SOLE 12245
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 2025 2000000 SH SOLE 2000000
ARCTIC CAT INC COM 039670104 166 21200 SH SOLE 21200
ARES CAP CORP COM 04010L103 104 10314 SH SOLE 10314
ARGO GROUP INTL HLDGS LTD COM G0464B107 277 8258 SH SOLE 8258
ARIAD PHARMACEUTICALS INC COM 04033A100 87 36106 SH SOLE 36106
ARIBA INC COM NEW 04033V203 166 11262 SH SOLE 11262
ARQULE INC COM 04269E107 92 28200 SH SOLE 28200
ARRAY BIOPHARMA INC COM 04269X105 72 15301 SH SOLE 15301
ART TECHNOLOGY GROUP INC COM 04289L107 100 31121 SH SOLE 31121
ARUBA NETWORKS INC COM 043176106 53 10042 SH SOLE 10042
ASA LIMITED COM G3156P103 378 4467 SH SOLE 4467
ASPECT MED SYS INC COM 045235108 79 12500 SH SOLE 12500
ASYST TECHNOLOGY CORP COM 04648X107 76 21400 SH SOLE 21400
ATMEL CORP COM 049513104 79 22678 SH SOLE 22678
ATWOOD OCEANICS INC COM 050095108 256 2059 SH SOLE 2059
AUDIOCODES LTD ORD M15342104 80 21908 SH SOLE 21908
AURORA OIL & GAS CORP COM 052036100 9 21000 SH SOLE 21000
AUTHENTIDATE HLDG CORP COM 052666104 4 10100 SH SOLE 10100
AVNET INC DBCV 2.000% 3/1 053807AL7 2064 2000000 SH SOLE 2000000
AXCELIS TECHNOLOGIES INC COM 054540109 98 20096 SH SOLE 20096
AXT INC COM 00246W103 112 26700 SH SOLE 26700
B & G FOODS INC NEW CL A 05508R106 106 11322 SH SOLE 11322
BAIDU COM INC SPON ADR REP A 056752108 1938 6192 SH SOLE 6192
BANCORP RHODE ISLAND INC COM 059690107 210 7351 SH SOLE 7351
BAUER EDDIE HLDGS INC COM 071625107 115 27643 SH SOLE 27643
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 72 13555 SH SOLE 13555
BEARINGPOINT INC COM 074002106 66 80883 SH SOLE 80883
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 1104 1000000 SH SOLE 1000000
BENIHANA INC CL A 082047200 90 14200 SH SOLE 14200
BERRY PETE CO CL A 085789105 212 3607 SH SOLE 3607
BEST BUY INC SDCV 2.250% 1/1086516AF8 2094 2000000 SH SOLE 2000000
BFC FINL CORP CL A 055384200 28 37600 SH SOLE 37600
BGC PARTNERS INC CL A 05541T101 107 14191 SH SOLE 14191
BHP BILLITON PLC SPONSORED ADR 05545E209 365 4712 SH SOLE 4712
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 106 22300 SH SOLE 22300
BJS RESTAURANTS INC COM 09180C106 98 10079 SH SOLE 10079
BLACKROCK DIVID ACHIEVRS TM COM 09250N107 156 15800 SH SOLE 15800
BLACKROCK INC DBCV 2.625% 2/109247XAB7 1787 1000000 SH SOLE 1000000
BLACKROCK S^P QLTY RK EQ MD SHS BEN INT 09250D109 167 11600 SH SOLE 11600
BLACKROCK SR HIGH INCOME FD COM 09255T109 47 10000 SH SOLE 10000
BLACKROCK STRAT DIVD ACHIEVE COM 09249Y107 136 13100 SH SOLE 13100
BLOCKBUSTER INC CL B 093679207 42 20571 SH SOLE 20571
BLUELINX HLDGS INC COM 09624H109 78 22111 SH SOLE 22111
BOISE INC COM 09746Y105 49 12855 SH SOLE 12855
BOSTON PRIVATE FINL HLDGS IN COM 101119105 183 32341 SH SOLE 32341
BOULDER GROWTH & INCOME FD I COM 101507101 108 14700 SH SOLE 14700
BOWNE & CO INC COM 103043105 183 14324 SH SOLE 14324
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 414 4003 SH SOLE 4003
BRADY CORP CL A 104674106 316 9154 SH SOLE 9154
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 223 3045 SH SOLE 3045
BRISTOW GROUP INC COM 110394103 268 5411 SH SOLE 5411
BRUSH ENGINEERED MATLS INC COM 117421107 207 8480 SH SOLE 8480
BSD MED CORP DEL COM 055662100 63 11200 SH SOLE 11200
C^D TECHNOLOGIES INC COM 124661109 108 12800 SH SOLE 12800
CABOT MICROELECTRONICS CORP COM 12709P103 244 7360 SH SOLE 7360
CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 431 500000 SH SOLE 500000
CADENCE PHARMACEUTICALS INC COM 12738T100 118 19387 SH SOLE 19387
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 733 500000 SH SOLE 500000
CALAMP CORP COM 128126109 29 14116 SH SOLE 14116
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 196 17502 SH SOLE 17502
CALLWAVE INC DEL COM 13126N101 77 29700 SH SOLE 29700
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 2525 1500000 SH SOLE 1500000
CANTEL MEDICAL CORP COM 138098108 112 11100 SH SOLE 11100
CAPITALSOURCE INC COM 14055X102 139 12586 SH SOLE 12586
CARDIAC SCIENCE CORP COM 14141A108 165 20085 SH SOLE 20085
CARNIVAL CORP DBCV 2.000% 4/1143658AN2 510 500000 SH SOLE 500000
CARRIZO OIL & CO INC COM 144577103 511 7506 SH SOLE 7506
CARROLS RESTAURANT GROUP INC COM 14574X104 135 25857 SH SOLE 25857
CASUAL MALE RETAIL GRP INC COM 148711104 33 10700 SH SOLE 10700
CATO CORP NEW CL A 149205106 195 13669 SH SOLE 13669
CAVALIER HOMES INC COM 149507105 27 13600 SH SOLE 13600
CBEYOND INC COM 149847105 168 10485 SH SOLE 10485
CDC CORP SHS A G2022L106 147 59077 SH SOLE 59077
CELANESE CORP DEL COM SER A 150870103 284 6211 SH SOLE 6211
CELGENE CORP COM 151020104 2636 41279 SH SOLE 41279
CELL GENESYS INC COM 150921104 32 12161 SH SOLE 12161
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 80 11388 SH SOLE 11388
CENTER BANCORP INC COM 151408101 165 18900 SH SOLE 18900
CENTER FINL CORP CALIF COM 15146E102 137 16200 SH SOLE 16200
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 1099 500000 SH SOLE 500000
CEPHALON INC NOTE 6/1 156708AL3 620 500000 SH SOLE 500000
CEPHALON INC NOTE 2.000% 6/0 156708AP4 1872 1219000 SH SOLE 1219000
CERADYNE INC COM 156710105 283 8254 SH SOLE 8254
CERUS CORP COM 157085101 120 29387 SH SOLE 29387
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 1420 1000000 SH SOLE 1000000
CHARTER COMMUNICATIONS INC D CL A 16117M107 12 11553 SH SOLE 11553
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 1773 1000000 SH SOLE 1000000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 1789 1000000 SH SOLE 1000000
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 374 9393 SH SOLE 9393
CHICOPEE BANCORP INC COM 168565109 136 10616 SH SOLE 10616
CHINA GRENTECH CORP LTD ADR 16938P107 74 16265 SH SOLE 16265
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 622 9290 SH SOLE 9290
CHINA PRECISION STEEL INC COM 16941J106 55 12504 SH SOLE 12504
CHINACAST EDU CORP COM 16946T109 61 14500 SH SOLE 14500
CHIPMOS TECH BERMUDA LTD SHS G2110R106 186 57400 SH SOLE 57400
CHORDIANT SOFTWARE INC COM NEW 170404305 71 14278 SH SOLE 14278
CHURCHILL DOWNS INC COM 171484108 201 5766 SH SOLE 5766
CIBER INC COM 17163B102 190 30617 SH SOLE 30617
CIRRUS LOGIC INC COM 172755100 68 12148 SH SOLE 12148
CITADEL BROADCASTING CORP COM 17285T106 48 39292 SH SOLE 39292
CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG0 1429 1000000 SH SOLE 1000000
CLARIENT INC COM 180489106 34 17011 SH SOLE 17011
CMGI INC COM NEW 125750307 118 11166 SH SOLE 11166
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 591 500000 SH SOLE 500000
CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1473 1028000 SH SOLE 1028000
CNX GAS CORP COM 12618H309 306 7279 SH SOLE 7279
COEUR D ALENE MINES CORP IDA COM 192108108 88 30274 SH SOLE 30274
COGENT INC COM 19239Y108 131 11537 SH SOLE 11537
COGO GROUP INC COM 192448108 99 10857 SH SOLE 10857
COHERENT INC COM 192479103 279 9345 SH SOLE 9345
COLUMBIA LABS INC COM 197779101 37 11200 SH SOLE 11200
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 224 3530 SH SOLE 3530
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 278 9332 SH SOLE 9332
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 76 13237 SH SOLE 13237
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 130 11417 SH SOLE 11417
COMPASS MINERALS INTL INC COM 20451N101 300 3728 SH SOLE 3728
COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 1241 1000000 SH SOLE 1000000
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0205826AD2 597 384000 SH SOLE 384000
CONCORD CAMERA CORP COM NEW 206156200 54 15100 SH SOLE 15100
CONEXANT SYSTEMS INC COM 207142100 106 23512 SH SOLE 23512
CONSOLIDATED GRAPHICS INC COM 209341106 317 6425 SH SOLE 6425
CONSUMER PORTFOLIO SVCS INC COM 210502100 29 19685 SH SOLE 19685
CORE LABORATORIES N V COM N22717107 351 2467 SH SOLE 2467
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 535 500000 SH SOLE 500000
CPI INTERNATIONAL INC COM 12618M100 131 10681 SH SOLE 10681
CRAY INC COM NEW 225223304 106 22851 SH SOLE 22851
CRITICAL THERAPEUTICS INC COM 22674T105 15 39900 SH SOLE 39900
CROWN CRAFTS INC COM 228309100 48 13300 SH SOLE 13300
CUTERA INC COM 232109108 175 19400 SH SOLE 19400
CVB FINL CORP COM 126600105 177 18802 SH SOLE 18802
CYBERONICS INC COM 23251P102 279 12844 SH SOLE 12844
CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK5 2313 2000000 SH SOLE 2000000
CYTOKINETICS INC COM 23282W100 50 13400 SH SOLE 13400
DAG MEDIA INC COM 233729102 51 54500 SH SOLE 54500
DEL MONTE FOODS CO COM 24522P103 138 19405 SH SOLE 19405
DEPOMED INC COM 249908104 82 25500 SH SOLE 25500
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 444 7584 SH SOLE 7584
DEUTSCHE BANK AG NAMEN AKT D18190898 2508 29385 SH SOLE 29385
DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 70 13416 SH SOLE 13416
DIAMONDROCK HOSPITALITY CO COM 252784301 137 12565 SH SOLE 12565
DIGI INTL INC COM 253798102 89 11290 SH SOLE 11290
DIONEX CORP COM 254546104 602 9069 SH SOLE 9069
DIVIDEND CAP RLTY INCM ALLC COM 25537T105 147 27900 SH SOLE 27900
DIVX INC COM 255413106 128 17422 SH SOLE 17422
DOMINION RES INC VA NEW NOTE 2.125%12/125746UAT6 648 500000 SH SOLE 500000
DOT HILL SYS CORP COM 25848T109 97 38186 SH SOLE 38186
DOVER CORP COM 260003108 438 9054 SH SOLE 9054
DREAMWORKS ANIMATION SKG INC CL A 26153C103 212 7103 SH SOLE 7103
DSP GROUP INC COM 23332B106 145 20661 SH SOLE 20661
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 462 370000 SH SOLE 370000
DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 845 737000 SH SOLE 737000
DUN & BRADSTREET CORP DEL NE COM 26483E100 210 2395 SH SOLE 2395
DURECT CORP COM 266605104 66 17947 SH SOLE 17947
DYAX CORP COM 26746E103 138 44641 SH SOLE 44641
DYNAMIC MATLS CORP COM 267888105 288 8736 SH SOLE 8736
E M C CORP MASS NOTE 1.750%12/0 268648AK8 1137 1000000 SH SOLE 1000000
E M C CORP MASS NOTE 1.750%12/0 268648AM4 1144 1000000 SH SOLE 1000000
EASTGROUP PPTY INC COM 277276101 400 9327 SH SOLE 9327
EASTMAN KODAK CO NOTE 3.375%10/1277461BE8 470 500000 SH SOLE 500000
EASYLINK SERVICES INTL CORP CL A 277858106 65 19200 SH SOLE 19200
ECHOSTAR CORP CL A 278768106 300 9611 SH SOLE 9611
ECTEL LTD ORD M29925100 34 18100 SH SOLE 18100
EDGE PETE CORP DEL COM 279862106 77 14378 SH SOLE 14378
EMAGEON INC COM 29076V109 25 11411 SH SOLE 11411
EMMIS COMMUNICATIONS CORP CL A 291525103 108 42937 SH SOLE 42937
EMPIRE RESORTS INC COM 292052107 75 25506 SH SOLE 25506
ENBRIDGE INC COM 29250N105 229 5296 SH SOLE 5296
ENPRO INDS INC COM 29355X107 334 8941 SH SOLE 8941
ENTERTAINMENT DIST CO INC COM 29382J105 9 17838 SH SOLE 17838
ENZO BIOCHEM INC COM 294100102 115 10240 SH SOLE 10240
EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 691 1000000 SH SOLE 1000000
EPIQ SYS INC COM 26882D109 157 11024 SH SOLE 11024
EQUINIX INC DBCV 2.500% 2/1 29444UAE6 1464 638000 SH SOLE 638000
EQUUS TOTAL RETURN INC COM 294766100 127 18100 SH SOLE 18100
ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 951 1000000 SH SOLE 1000000
ESSEX PPTY TR INC COM 297178105 582 5469 SH SOLE 5469
EVOLUTION PETROLEUM CORP COM 30049A107 71 11600 SH SOLE 11600
EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 302043104 139 31172 SH SOLE 31172
EXXON MOBIL CORP COM 30231G102 220 2500 SH PUT SOLE 2500
EXXON MOBIL CORP COM 30231G102 823 9333 SH SOLE 9333
FALCONSTOR SOFTWARE INC COM 306137100 175 24774 SH SOLE 24774
FEDFIRST FINL CORP COM 31429X105 65 11800 SH SOLE 11800
FEI CO NOTE 2.875% 6/030241LAF6 512 500000 SH SOLE 500000
FIRST BANCORP P R COM 318672102 149 23547 SH SOLE 23547
FIRST COMWLTH FINL CORP PA COM 319829107 111 11919 SH SOLE 11919
FIRST FINANCIAL NORTHWEST IN COM 32022K102 168 16943 SH SOLE 16943
FIRST REGL BANCORP COM 33615C101 139 24733 SH SOLE 24733
FIVE STAR QUALITY CARE INC COM 33832D106 49 10300 SH SOLE 10300
FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 1879 2000000 SH SOLE 2000000
FLIR SYS INC NOTE 3.000% 6/0302445AB7 3711 1000000 SH SOLE 1000000
FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 1656 500000 SH SOLE 500000
FORTRESS INTL GROUP INC COM 34958D102 37 15600 SH SOLE 15600
FORWARD AIR CORP COM 349853101 262 7583 SH SOLE 7583
FOUNDATION COAL HLDGS INC COM 35039W100 277 3130 SH SOLE 3130
FRANKLIN STREET PPTYS CORP COM 35471R106 196 15495 SH SOLE 15495
FRANKLIN UNVL TR SH BEN INT 355145103 80 12400 SH SOLE 12400
FREDERICKS HOLLYWOOD GROUP I COM 35582T108 16 10350 SH SOLE 10350
FRIEDMAN BILLINGS RAMSEY GRO CL A 358434108 150 100146 SH SOLE 100146
FTI CONSULTING INC NOTE 3.750% 7/1302941AB5 1165 500000 SH SOLE 500000
FUELCELL ENERGY INC COM 35952H106 141 19891 SH SOLE 19891
FULTON FINL CORP PA COM 360271100 114 11370 SH SOLE 11370
GABELLI HLTHCARE & WELLNESS SHS 36246K103 71 11400 SH SOLE 11400
GATEHOUSE MEDIA INC COM 367348109 178 72170 SH SOLE 72170
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1369300AD0 672 500000 SH SOLE 500000
GENERAL COMMUNICATION INC CL A 369385109 110 15996 SH SOLE 15996
GENERAL ELECTRIC CO COM 369604103 9334 349708 SH SOLE 349708
GENERAL EMPLOYMENT ENTERPRIS COM 369730106 25 29000 SH SOLE 29000
GENESIS LEASE LTD ADR 37183T107 197 19081 SH SOLE 19081
GENZYME CORP NOTE 1.250%12/0 372917AN4 1106 1000000 SH SOLE 1000000
GEVITY HR INC COM 374393106 56 10330 SH SOLE 10330
GFI GROUP INC COM 361652209 130 14446 SH SOLE 14446
GIGAMEDIA LTD ORD Y2711Y104 152 12746 SH SOLE 12746
GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 718 500000 SH SOLE 500000
GLADSTONE INVT CORP COM 376546107 64 10000 SH SOLE 10000
GLG PARTNERS INC COM 37929X107 108 13904 SH SOLE 13904
GLOBALSTAR INC COM 378973408 44 15696 SH SOLE 15696
GLU MOBILE INC COM 379890106 61 12610 SH SOLE 12610
GOLDEN CYCLE GOLD CORP COM 380894105 3988 376892 SH SOLE 376892
GOLDEN STAR RES LTD CDA COM 38119T104 29 10943 SH SOLE 10943
GOLDLEAF FINANCIAL SOLUTIONS COM NEW 38144H208 29 13600 SH SOLE 13600
GRAVITY CO LTD SPONSORED ADR 38911N107 18 13400 SH SOLE 13400
GREAT LAKES DREDGE & DOCK CO COM 390607109 116 18970 SH SOLE 18970
GREAT WOLF RESORTS INC COM 391523107 184 42042 SH SOLE 42042
GREEN BANKSHARES INC COM NEW 394361208 152 10815 SH SOLE 10815
GRIFFON CORP COM 398433102 167 19111 SH SOLE 19111
GRUBB & ELLIS CO COM PAR $0.01 400095204 40 10355 SH SOLE 10355
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 59 12010 SH SOLE 12010
GULFMARK OFFSHORE INC COM 402629109 203 3485 SH SOLE 3485
HANOVER CAP MTG HLDGS INC COM 410761100 15 71190 SH SOLE 71190
HARRINGTON WEST FINL GROUP I COM 41383L104 184 49792 SH SOLE 49792
HARRIS INTERACTIVE INC COM 414549105 118 58800 SH SOLE 58800
HARTMARX CORP COM 417119104 84 38530 SH SOLE 38530
HASBRO INC DBCV 2.750%12/0 418056AN7 831 500000 SH SOLE 500000
HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 763 722000 SH SOLE 722000
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 532 500000 SH SOLE 500000
HEALTHTRONICS INC COM 42222L107 102 31100 SH SOLE 31100
HEICO CORP NEW COM 422806109 204 6261 SH SOLE 6261
HELEN OF TROY CORP LTD COM G4388N106 171 10597 SH SOLE 10597
HERCULES TECH GROWTH CAP INC COM 427096508 180 20129 SH SOLE 20129
HFF INC CL A 40418F108 101 17678 SH SOLE 17678
HORIZON LINES INC COM 44044K101 181 18153 SH SOLE 18153
HORNBECK OFFSHORE SVCS INC N COM 440543106 301 5334 SH SOLE 5334
HOT TOPIC INC COM 441339108 113 20943 SH SOLE 20943
HUMAN GENOME SCIENCES INC COM 444903108 192 36829 SH SOLE 36829
HUMANA INC COM 444859102 297 7460 SH SOLE 7460
IAMGOLD CORP COM 450913108 125 20693 SH SOLE 20693
IDEARC INC COM 451663108 57 24265 SH SOLE 24265
IMMUNOGEN INC COM 45253H101 91 29753 SH SOLE 29753
IMPERIAL OIL LTD COM NEW 453038408 441 8004 SH SOLE 8004
INDYMAC BANCORP INC COM 456607100 42 68385 SH SOLE 68385
INFOCUS CORP COM 45665B106 16 10500 SH SOLE 10500
INFOGROUP INC COM 45670G108 86 19576 SH SOLE 19576
INFORMATION SERVICES GROUP I COM 45675Y104 158 33010 SH SOLE 33010
ING RISK MANAGED NAT RES FD COM 449810100 175 10200 SH SOLE 10200
INLAND REAL ESTATE CORP COM NEW 457461200 176 12212 SH SOLE 12212
INNODATA ISOGEN INC COM NEW 457642205 45 16100 SH SOLE 16100
INNOSPEC INC COM 45768S105 194 10324 SH SOLE 10324
INSIGHT ENTERPRISES INC COM 45765U103 183 15641 SH SOLE 15641
INSPIRE PHARMACEUTICALS INC COM 457733103 86 19984 SH SOLE 19984
INTEL CORP SDCV 2.950%12/1458140AD2 974 1000000 SH SOLE 1000000
INTERMUNE INC COM 45884X103 195 14893 SH SOLE 14893
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 88 18731 SH SOLE 18731
INTERNATIONAL BUSINESS MACHS COM 459200101 237 2000 SH CALL SOLE 2000
INTERNATIONAL COAL GRP INC N COM 45928H106 183 14018 SH SOLE 14018
INTERNET CAP GROUP INC COM NEW 46059C205 189 24495 SH SOLE 24495
INTERSTATE HOTELS & RESRTS I COM 46088S106 138 53400 SH SOLE 53400
INTUITIVE SURGICAL INC COM NEW 46120E602 1991 7392 SH SOLE 7392
INVESTORS REAL ESTATE TR SH BEN INT 461730103 166 17410 SH SOLE 17410
ION MEDIA NETWORKS INC NOTE 11.000% 7/3 46205AAB9 56 200859 SH SOLE 200859
IPASS INC COM 46261V108 181 87352 SH SOLE 87352
IRWIN FINL CORP COM 464119106 90 33500 SH SOLE 33500
ISHARES INC MSCI MEXICO 464286822 401 7044 SH SOLE 7044
ISHARES INC MSCI BRAZIL 464286400 2234 24935 SH SOLE 24935
ISHARES TR RUSSELL 2000 464287655 463 6700 SH CALL SOLE 6700
ISHARES TR FTSE XNHUA IDX 464287184 1435 10910 SH SOLE 10910
ISHARES TR DJ US REAL EST 464287739 2292 37612 SH SOLE 37612
ISLE OF CAPRI CASINOS INC COM 464592104 97 20293 SH SOLE 20293
IXYS CORP COM 46600W106 125 10504 SH SOLE 10504
JAMBA INC COM 47023A101 137 74142 SH SOLE 74142
JAPAN EQUITY FD INC COM 471057109 191 27300 SH SOLE 27300
JAVELIN PHARMACEUTICALS INC COM 471894105 29 12600 SH SOLE 12600
JAZZ TECHNOLOGIES INC COM 47214E102 42 34600 SH SOLE 34600
JENNIFER CONVS INC COM 476153101 21 14400 SH SOLE 14400
JER INVT TR INC COM 46614H301 81 12876 SH SOLE 12876
JOS A BANK CLOTHIERS INC COM 480838101 249 9320 SH SOLE 9320
JUPITERMEDIA CORP COM 48207D101 19 13800 SH SOLE 13800
K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 483 500000 SH SOLE 500000
KAISER ALUMINUM CORP COM PAR $0.01 483007704 378 7066 SH SOLE 7066
KAYDON CORP COM 486587108 277 5397 SH SOLE 5397
KB HOME COM 48666K109 188 11111 SH SOLE 11111
KINTERA INC COM 49720P506 69 62607 SH SOLE 62607
KODIAK OIL & GAS CORP COM 50015Q100 78 17200 SH SOLE 17200
KOPPERS HOLDINGS INC COM 50060P106 216 5168 SH SOLE 5168
KULICKE & SOFFA INDS INC COM 501242101 90 12304 SH SOLE 12304
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 476 500000 SH SOLE 500000
LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 493 500000 SH SOLE 500000
LATTICE SEMICONDUCTOR CORP COM 518415104 103 32890 SH SOLE 32890
LAYNE CHRISTENSEN CO COM 521050104 211 4811 SH SOLE 4811
LENNAR CORP CL B 526057302 158 14242 SH SOLE 14242
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 2921 1360000 SH SOLE 1360000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 105 35599 SH SOLE 35599
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 476 500000 SH SOLE 500000
LEXICON PHARMACEUTICALS INC COM 528872104 25 15790 SH SOLE 15790
LIBERTY GLOBAL INC COM SER A 530555101 257 8174 SH SOLE 8174
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 235 9704 SH SOLE 9704
LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 197 13652 SH SOLE 13652
LIGAND PHARMACEUTICALS INC CL B 53220K207 48 18594 SH SOLE 18594
LIN TV CORP CL A 532774106 62 10338 SH SOLE 10338
LIONBRIDGE TECHNOLOGIES INC COM 536252109 111 43113 SH SOLE 43113
LITTELFUSE INC COM 537008104 206 6526 SH SOLE 6526
LO-JACK CORP COM 539451104 80 10050 SH SOLE 10050
LOCKHEED MARTIN CORP DBCV 8/1539830AP4 682 500000 SH SOLE 500000
LODGIAN INC COM PAR $.01 54021P403 149 18969 SH SOLE 18969
M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 217 238000 SH SOLE 238000
MAD CATZ INTERACTIVE INC COM 556162105 21 36000 SH SOLE 36000
MAGUIRE PPTYS INC COM 559775101 127 10457 SH SOLE 10457
MALAYSIA FD INC COM 560905101 140 15300 SH SOLE 15300
MANAGED HIGH YIELD PLUS FD I COM 561911108 41 12700 SH SOLE 12700
MANNKIND CORP COM 56400P201 122 40615 SH SOLE 40615
MARLIN BUSINESS SVCS CORP COM 571157106 88 12714 SH SOLE 12714
MASTERCARD INC CL A 57636Q104 2273 8561 SH SOLE 8561
MATTHEWS INTL CORP CL A 577128101 367 8116 SH SOLE 8116
MAXIMUS INC COM 577933104 241 6912 SH SOLE 6912
MAXYGEN INC COM 577776107 42 12272 SH SOLE 12272
MCG CAPITAL CORP COM 58047P107 87 21796 SH SOLE 21796
MEADE INSTRUMENTS CORP COM 583062104 79 87377 SH SOLE 87377
MEDIA SCIENCES INTL INC COM 58446X107 29 12200 SH SOLE 12200
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 55 10313 SH SOLE 10313
MEDTRONIC INC NOTE 1.500% 4/1585055AL0 1064 1000000 SH SOLE 1000000
MEDTRONIC INC NOTE 1.625% 4/1585055AM8 1071 1000000 SH SOLE 1000000
MEMC ELECTR MATLS INC COM 552715104 315 5126 SH SOLE 5126
METALLICA RES INC COM 59125J104 69 10314 SH SOLE 10314
METROPOLITAN HEALTH NETWORKS COM 592142103 39 21782 SH SOLE 21782
METTLER TOLEDO INTERNATIONAL COM 592688105 455 4794 SH SOLE 4794
MGP INGREDIENTS INC COM 55302G103 93 15974 SH SOLE 15974
MICROMET INC COM 59509C105 36 13500 SH SOLE 13500
MICROSTRATEGY INC CL A NEW 594972408 379 5858 SH SOLE 5858
MIDWAY GAMES INC COM 598148104 31 13914 SH SOLE 13914
MILLER INDS INC TENN COM NEW 600551204 125 12536 SH SOLE 12536
MILLIPORE CORP NOTE 3.750% 6/0 601073AD1 1009 1000000 SH SOLE 1000000
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 280 3650 SH SOLE 3650
MOMENTA PHARMACEUTICALS INC COM 60877T100 179 14552 SH SOLE 14552
MONEYGRAM INTL INC COM 60935Y109 29 32466 SH SOLE 32466
MORTONS RESTAURANT GRP INC N COM 619430101 110 15926 SH SOLE 15926
MTR GAMING GROUP INC COM 553769100 123 25754 SH SOLE 25754
MYERS INDS INC COM 628464109 110 13537 SH SOLE 13537
NABI BIOPHARMACEUTICALS COM 629519109 108 27291 SH SOLE 27291
NARA BANCORP INC COM 63080P105 136 12676 SH SOLE 12676
NASH FINCH CO COM 631158102 246 7189 SH SOLE 7189
NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 486 500000 SH SOLE 500000
NAUTILUS INC COM 63910B102 92 18113 SH SOLE 18113
NAVISITE INC COM NEW 63935M208 50 13200 SH SOLE 13200
NCI BUILDING SYS INC COM 628852105 366 9953 SH SOLE 9953
NEONODE INC COM 64051M105 6 17552 SH SOLE 17552
NEOSE TECHNOLOGIES INC COM 640522108 9 30200 SH SOLE 30200
NETGEAR INC COM 64111Q104 159 11488 SH SOLE 11488
NETWORK EQUIP TECHNOLOGIES COM 641208103 53 14811 SH SOLE 14811
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 30 24400 SH SOLE 24400
NEVSUN RES LTD COM 64156L101 48 22800 SH SOLE 22800
NEW AMER HIGH INCOME FD INC COM 641876107 30 18600 SH SOLE 18600
NEW FRONTIER MEDIA INC COM 644398109 39 10100 SH SOLE 10100
NEWSTAR FINANCIAL INC COM 65251F105 99 16814 SH SOLE 16814
NEXMED INC COM 652903105 15 11700 SH SOLE 11700
NEXTWAVE WIRELESS INC COM 65337Y102 62 15256 SH SOLE 15256
NIC INC COM 62914B100 74 10881 SH SOLE 10881
NICHOLAS APPLEGATE CV^INC FD COM 65370G109 116 10000 SH SOLE 10000
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 104 14650 SH SOLE 14650
NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 1164 1000000 SH SOLE 1000000
NORTHFIELD BANCORP INC NEW COM 66611L105 152 14142 SH SOLE 14142
NORTHWEST AIRLS CORP COM 667280408 99 14914 SH SOLE 14914
NOVACEA INC COM 66987B103 65 24951 SH SOLE 24951
NOVAMED INC DEL COM 66986W108 53 14100 SH SOLE 14100
NOVAMERICAN STEEL INC COM 66986M100 33 11253 SH SOLE 11253
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 186 12100 SH SOLE 12100
NUVEEN QUALITY PFD INCOME FD COM 67071S101 94 10000 SH SOLE 10000
NVR INC COM 62944T105 671 1342 SH SOLE 1342
NXSTAGE MEDICAL INC COM 67072V103 66 17173 SH SOLE 17173
NYMEX HOLDINGS INC COM 62948N104 2323 27500 SH PUT SOLE 27500
OM GROUP INC COM 670872100 290 8831 SH SOLE 8831
OMNICELL INC COM 68213N109 162 12291 SH SOLE 12291
OMNOVA SOLUTIONS INC COM 682129101 95 34000 SH SOLE 34000
ON ASSIGNMENT INC COM 682159108 135 16808 SH SOLE 16808
OPNET TECHNOLOGIES INC COM 683757108 101 11200 SH SOLE 11200
OPNEXT INC COM 68375V105 83 15468 SH SOLE 15468
OPTIMAL GROUP INC CL A NEW 68388R208 108 49900 SH SOLE 49900
ORASURE TECHNOLOGIES INC COM 68554V108 54 14451 SH SOLE 14451
ORCHID CELLMARK INC COM 68573C107 75 28800 SH SOLE 28800
ORTHOVITA INC COM 68750U102 177 86515 SH SOLE 86515
OSCIENT PHARMACEUTICALS CORP COM NEW 68812R303 17 11700 SH SOLE 11700
PANERA BREAD CO CL A 69840W108 257 5555 SH SOLE 5555
PANTRY INC COM 698657103 131 12299 SH SOLE 12299
PARKWAY PPTYS INC COM 70159Q104 257 7608 SH SOLE 7608
PATNI COMPUTER SYS SPONS ADR 703248203 110 10995 SH SOLE 10995
PENNANTPARK INVT CORP COM 708062104 194 26894 SH SOLE 26894
PENWEST PHARMACEUTICALS CO COM 709754105 43 16092 SH SOLE 16092
PERDIGAO S A SPONSORED ADR 71361V303 208 3823 SH SOLE 3823
PERINI CORP COM 713839108 220 6671 SH SOLE 6671
PETMED EXPRESS INC COM 716382106 177 14472 SH SOLE 14472
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 213 3679 SH SOLE 3679
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 499 7052 SH SOLE 7052
PETROLEUM DEV CORP COM 716578109 366 5499 SH SOLE 5499
PHARMACOPEIA INC COM 7171EP101 49 12700 SH SOLE 12700
PHOTOMEDEX INC COM 719358103 18 25500 SH SOLE 25500
PINNACLE AIRL CORP COM 723443107 153 48500 SH SOLE 48500
PINNACLE GAS RESOURCES INC COM 723464301 47 12924 SH SOLE 12924
PLAINS EXPL& PRODTN CO COM 726505100 479 6559 SH SOLE 6559
POLARIS INDS INC COM 731068102 262 6496 SH SOLE 6496
POSCO SPONSORED ADR 693483109 609 4689 SH SOLE 4689
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 632 14000 SH CALL SOLE 14000
POZEN INC COM 73941U102 190 17456 SH SOLE 17456
PREFERRED BK LOS ANGELES CA COM 740367107 194 37525 SH SOLE 37525
PREMIER EXIBITIONS INC COM 74051E102 67 14800 SH SOLE 14800
PRESTIGE BRANDS HLDGS INC COM 74112D101 127 11878 SH SOLE 11878
PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C503 110 11739 SH SOLE 11739
PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB2 577 500000 SH SOLE 500000
PROGRESS SOFTWARE CORP COM 743312100 241 9442 SH SOLE 9442
PROLIANCE INTL INC COM 74340R104 25 26800 SH SOLE 26800
PUTNAM MANAGED MUN INCOM TR COM 746823103 99 14008 SH SOLE 14008
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 152 14072 SH SOLE 14072
PYRAMID BREWERIES INC COM 747135101 87 32258 SH SOLE 32258
QIAO XING MOBILE COMM CO LTD SHS G73031109 54 11050 SH SOLE 11050
QIAO XING UNIVERSAL TELEPHON ORD G7303A109 70 15900 SH SOLE 15900
QUANTA SVCS INC SDCV 4.500%10/0 74762EAC6 1105 369000 SH SOLE 369000
QUANTA SVCS INC NOTE 3.750% 4/3 74762EAE2 1602 1000000 SH SOLE 1000000
QUANTUM CORP COM DSSG 747906204 15 11440 SH SOLE 11440
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 52 11270 SH SOLE 11270
QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 1389 1417000 SH SOLE 1417000
RADISYS CORP COM 750459109 103 11328 SH SOLE 11328
RADNET INC COM 750491102 71 11422 SH SOLE 11422
RADWARE LTD ORD M81873107 139 15752 SH SOLE 15752
RAINMAKER SYSTEMS COM NEW 750875304 114 39200 SH SOLE 39200
RAIT FINANCIAL TRUST COM 749227104 92 12415 SH SOLE 12415
RAMBUS INC DEL NOTE 2/0750917AB2 1058 1000000 SH SOLE 1000000
RAND LOGISTICS INC COM 752182105 70 12400 SH SOLE 12400
REALNETWORKS INC COM 75605L104 157 23753 SH SOLE 23753
REDDY ICE HLDGS INC COM 75734R105 149 10874 SH SOLE 10874
REGAL BELOIT CORP COM 758750103 253 5998 SH SOLE 5998
REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 283 6512 SH SOLE 6512
RELM WIRELESS CORP COM 759525108 38 25000 SH SOLE 25000
RENASANT CORP COM 75970E107 166 11254 SH SOLE 11254
RESOURCE AMERICA INC CL A 761195205 163 17500 SH SOLE 17500
RETAIL VENTURES INC COM 76128Y102 105 22816 SH SOLE 22816
REWARDS NETWORK INC COM 761557107 60 14700 SH SOLE 14700
RITE AID CORP COM 767754104 18 11063 SH SOLE 11063
ROCKFORD CORP COM 77316P101 21 20000 SH SOLE 20000
ROFIN SINAR TECHNOLOGIES INC COM 775043102 200 6639 SH SOLE 6639
RPM INTL INC NOTE 5/1 749685AK9 279 500000 SH SOLE 500000
RTI INTL METALS INC COM 74973W107 340 9551 SH SOLE 9551
RUTHS HOSPITALITY GROUP INC COM 783332109 124 24000 SH SOLE 24000
RYANAIR HLDGS PLC SPONSORED ADR 783513104 248 8656 SH SOLE 8656
SAIA INC COM 78709Y105 159 14600 SH SOLE 14600
SAKS INC NOTE 2.000% 3/1 79377WAL2 528 500000 SH SOLE 500000
SALARY COM INC COM 794006106 69 17400 SH SOLE 17400
SANTARUS INC COM 802817304 26 12900 SH SOLE 12900
SAPPI LTD SPON ADR NEW 803069202 195 16382 SH SOLE 16382
SAUL CTRS INC COM 804395101 245 5223 SH SOLE 5223
SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 1176 1000000 SH SOLE 1000000
SCHLUMBERGER LTD DBCV 2.125% 6/0806857AD0 2700 1000000 SH SOLE 1000000
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 342 8400 SH SOLE 8400
SEACHANGE INTL INC COM 811699107 87 12086 SH SOLE 12086
SEACOR HOLDINGS INC DBCV 2.875%12/1811904AJ0 647 500000 SH SOLE 500000
SEALY CORP COM 812139301 140 24477 SH SOLE 24477
SEASPAN CORP SHS Y75638109 211 8791 SH SOLE 8791
SECURE COMPUTING CORP COM 813705100 184 44458 SH SOLE 44458
SECURITY NATL FINL CORP CL A NEW 814785309 42 11655 SH SOLE 11655
SELECTICA INC COM 816288104 35 26100 SH SOLE 26100
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 31 10792 SH SOLE 10792
SENOMYX INC COM 81724Q107 80 16200 SH SOLE 16200
SEPRACOR INC NOTE 12/1 817315AT1 978 1000000 SH SOLE 1000000
SESI L L C NOTE 1.500%12/1 78412FAH7 1341 1000000 SH SOLE 1000000
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 92 24044 SH SOLE 24044
SILICON GRAPHICS INC COM NEW 827056300 84 15220 SH SOLE 15220
SILICON LABORATORIES INC COM 826919102 215 5961 SH SOLE 5961
SILVERLEAF RESORTS INC COM 828395103 51 22700 SH SOLE 22700
SIRF TECHNOLOGY HLDGS INC COM 82967H101 192 44475 SH SOLE 44475
SKILLED HEALTHCARE GROUP INC CL A 83066R107 150 11172 SH SOLE 11172
SM^A COM 78465D105 74 15500 SH SOLE 15500
SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 66 17335 SH SOLE 17335
SMARTPROS LTD COM 83171G103 37 10800 SH SOLE 10800
SOAPSTONE NETWORKS INC COM 833570104 87 22724 SH SOLE 22724
SONIC INNOVATIONS INC COM 83545M109 124 37000 SH SOLE 37000
SOURCE INTERLINK COS INC COM NEW 836151209 44 19800 SH SOLE 19800
SOURCEFIRE INC COM 83616T108 92 11887 SH SOLE 11887
SOUTH JERSEY INDS INC COM 838518108 339 9072 SH SOLE 9072
SPANISH BROADCASTING SYS INC CL A 846425882 27 23600 SH SOLE 23600
SPARK NETWORKS INC COM 84651P100 59 13800 SH SOLE 13800
SPDR GOLD TRUST GOLD SHS 78463V107 73647 805769 SH SOLE 805769
SPECTRUM CTL INC COM 847615101 119 14500 SH SOLE 14500
SPHERION CORP COM 848420105 163 35211 SH SOLE 35211
ST MARY LD & EXPL CO COM 792228108 204 3158 SH SOLE 3158
STANDARD MTR PRODS INC COM 853666105 135 16605 SH SOLE 16605
STEAK N SHAKE CO COM 857873103 132 20787 SH SOLE 20787
STEINER LEISURE LTD ORD P8744Y102 205 7227 SH SOLE 7227
STERLING BANCORP COM 859158107 145 12108 SH SOLE 12108
STERLING BANCSHARES INC COM 858907108 110 12094 SH SOLE 12094
SULPHCO INC COM 865378103 35 15631 SH SOLE 15631
SUMTOTAL SYS INC COM 866615107 98 20900 SH SOLE 20900
SUN BANCORP INC COM 86663B102 134 13238 SH SOLE 13238
SUNPOWER CORP DBCV 1.250% 2/1867652AA7 110 77000 SH SOLE 77000
SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 1560 1500000 SH SOLE 1500000
SUPER MICRO COMPUTER INC COM 86800U104 83 11303 SH SOLE 11303
SUPERIOR ENERGY SVCS INC COM 868157108 441 7989 SH SOLE 7989
SYBASE INC NOTE 1.750% 2/2871130AB6 629 500000 SH SOLE 500000
SYCAMORE NETWORKS INC COM 871206108 80 24909 SH SOLE 24909
SYKES ENTERPRISES INC COM 871237103 195 10330 SH SOLE 10330
SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 573 500000 SH SOLE 500000
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 579 500000 SH SOLE 500000
SYNERON MEDICAL LTD ORD SHS M87245102 173 10542 SH SOLE 10542
SYNGENTA AG SPONSORED ADR 87160A100 220 3405 SH SOLE 3405
SYNTROLEUM CORP COM 871630109 20 11442 SH SOLE 11442
TAIWAN GREATER CHINA FD SH BEN INT 874037104 127 20825 SH SOLE 20825
TALBOTS INC COM 874161102 178 15380 SH SOLE 15380
TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1875484AE7 543 500000 SH SOLE 500000
TARGETED GENETICS CORP COM NEW 87612M306 7 11700 SH SOLE 11700
TATA MTRS LTD SPONSORED ADR 876568502 134 13343 SH SOLE 13343
TCW STRATEGIC INCOME FUND IN COM 872340104 37 10037 SH SOLE 10037
TEFRON LTD ORD M87482101 25 10330 SH SOLE 10330
TELEDYNE TECHNOLOGIES INC COM 879360105 238 4888 SH SOLE 4888
TENET HEALTHCARE CORP COM 88033G100 134 24189 SH SOLE 24189
TERCICA INC COM 88078L105 146 16510 SH SOLE 16510
TETON ENERGY CORP COM 881628101 53 10600 SH SOLE 10600
TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 1112 1000000 SH SOLE 1000000
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 1223 1000000 SH SOLE 1000000
TEXAS INDS INC COM 882491103 206 3664 SH SOLE 3664
THERAVANCE INC COM 88338T104 148 12491 SH SOLE 12491
THOMAS WEISEL PARTNERS GRP I COM 884481102 84 15426 SH SOLE 15426
THOMSON SPONSORED ADR 885118109 183 35524 SH SOLE 35524
THORNBURG MTG INC COM 885218107 5 22855 SH SOLE 22855
TIBCO SOFTWARE INC COM 88632Q103 115 15045 SH SOLE 15045
TICC CAPITAL CORP COM 87244T109 88 16154 SH SOLE 16154
TOLLGRADE COMMUNICATIONS INC COM 889542106 64 14151 SH SOLE 14151
TORTOISE CAP RES CORP COM 89147N304 126 10578 SH SOLE 10578
TOWN SPORTS INTL HLDGS INC COM 89214A102 163 17494 SH SOLE 17494
TRANS WORLD ENTMT CORP COM 89336Q100 38 13415 SH SOLE 13415
TRANSACT TECHNOLOGIES INC COM 892918103 94 11377 SH SOLE 11377
TRANSDIGM GROUP INC COM 893641100 203 6057 SH SOLE 6057
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 44 12323 SH SOLE 12323
TRIDENT MICROSYSTEMS INC COM 895919108 58 15977 SH SOLE 15977
TRINITY BIOTECH PLC SPON ADR NEW 896438306 45 11600 SH SOLE 11600
TRIPLE CROWN MEDIA INC COM 89675K102 9 18900 SH SOLE 18900
TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 543 500000 SH SOLE 500000
TRIZETTO GROUP INC NOTE 2.750%10/0 896882AB3 625 500000 SH SOLE 500000
TRONOX INC COM CL B 897051207 51 16797 SH SOLE 16797
TRONOX INC CL A 897051108 74 23374 SH SOLE 23374
TRUSTCO BK CORP N Y COM 898349105 89 12020 SH SOLE 12020
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 204 11071 SH SOLE 11071
TS^W CLAYMORE TAX ADVNTG BL COM 87280R108 160 14400 SH SOLE 14400
TSR INC COM 872885108 46 11900 SH SOLE 11900
TYLER TECHNOLOGIES INC COM 902252105 161 11833 SH SOLE 11833
U S CONCRETE INC COM 90333L102 99 20697 SH SOLE 20697
UCBH HOLDINGS INC COM 90262T308 131 58369 SH SOLE 58369
UNICA CORP COM 904583101 84 10466 SH SOLE 10466
UNIFI INC COM 904677101 78 31096 SH SOLE 31096
UNILEVER PLC SPON ADR NEW 904767704 267 9406 SH SOLE 9406
UNIONBANCAL CORP COM 908906100 373 9233 SH SOLE 9233
UNIT CORP COM 909218109 752 9064 SH SOLE 9064
UNIVERSAL AMERICAN CORP COM 913377107 173 16959 SH SOLE 16959
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 216 7205 SH SOLE 7205
UNIVERSAL POWER GROUP INC COM 913788105 44 10000 SH SOLE 10000
USA MOBILITY INC COM 90341G103 136 18033 SH SOLE 18033
UST INC COM 902911106 719 13175 SH SOLE 13175
VANDA PHARMACEUTICALS INC COM 921659108 159 48378 SH SOLE 48378
VCG HLDG CORP COM 91821K101 56 14867 SH SOLE 14867
VERICHIP CORP COM 92342V105 24 15700 SH SOLE 15700
VIMICRO INTL CORP ADR 92718N109 60 21100 SH SOLE 21100
VIRGINIA COMM BANCORP INC COM 92778Q109 64 12389 SH SOLE 12389
VIROPHARMA INC COM 928241108 154 13951 SH SOLE 13951
VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 82 12907 SH SOLE 12907
VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 566 500000 SH SOLE 500000
W HLDG CO INC COM 929251106 25 29496 SH SOLE 29496
WARNER MUSIC GROUP CORP COM 934550104 101 14182 SH SOLE 14182
WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 452 500000 SH SOLE 500000
WESCO INTL INC DBCV 2.625%10/195082PAE5 1150 1000000 SH SOLE 1000000
WEST COAST BANCORP ORE NEW COM 952145100 147 16900 SH SOLE 16900
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WESTAFF INC COM 957070105 19 15800 SH SOLE 15800
WESTERN ALLIANCE BANCORP COM 957638109 122 15756 SH SOLE 15756
WILSONS THE LEATHER EXPERTS COM 972463103 1 12199 SH SOLE 12199
WINTHROP RLTY TR SH BEN INT 976391102 82 22678 SH SOLE 22678
WMS INDS INC NOTE 2.750% 7/1929297AE9 622 269000 SH SOLE 269000
WOODWARD GOVERNOR CO COM 980745103 218 6100 SH SOLE 6100
WORKSTREAM INC COM 981402100 6 32700 SH SOLE 32700
WPP GROUP PLC SPON ADR 0905 929309409 382 7978 SH SOLE 7978
WYETH DBCV 1/1 983024AD2 1538 1500000 SH SOLE 1500000
XILINX INC COM 983919101 206 8144 SH SOLE 8144
XILINX INC DBCV 3.125% 3/1 983919AD3 938 1000000 SH SOLE 1000000
YOUNG BROADCASTING INC CL A 987434107 5 38400 SH SOLE 38400
ZIX CORP COM 98974P100 29 10433 SH SOLE 10433
ZYMOGENETICS INC COM 98985T109 140 16590 SH SOLE 16590