Stevens Capital Management as of Sept. 30, 2008
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the September 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
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
1 800 FLOWERS COM CL A 68243Q106 138 23000 SH SOLE 23000
3COM CORP COM 885535104 23 10000 SH CALL SOLE 10000
4 KIDS ENTMT INC COM 350865101 86 12236 SH SOLE 12236
A H BELO CORP COM CL A 001282102 110 21334 SH SOLE 21334
AAR CORP COM 000361105 223 13424 SH SOLE 13424
ABBOTT LABS COM 002824100 1701 29545 SH SOLE 29545
ABERDEEN GLOBAL INCOME FD IN COM 003013109 108 10900 SH SOLE 10900
ACACIA RESH CORP ACACIA TCH COM 003881307 40 13302 SH SOLE 13302
ACADIA PHARMACEUTICALS INC COM 004225108 46 17347 SH SOLE 17347
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 30 12064 SH SOLE 12064
ACTIVIDENTITY CORP COM 00506P103 53 23485 SH SOLE 23485
ACTUANT CORP SDCV 2.000%11/100508XAB0 672 500000 SH SOLE 500000
ACTUATE CORP COM 00508B102 103 29351 SH SOLE 29351
ACUITY BRANDS INC COM 00508Y102 266 6360 SH SOLE 6360
ADAPTEC INC COM 00651F108 193 58800 SH SOLE 58800
ADOLOR CORP COM 00724X102 106 30716 SH SOLE 30716
ADVANCED ANALOGIC TECHNOLOGI COM 00752J108 70 15132 SH SOLE 15132
ADVANCED MEDICAL OPTICS INC COM 00763M108 585 32911 SH SOLE 32911
ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 570 1000000 SH SOLE 1000000
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 106 41824 SH SOLE 41824
ADVANTA CORP CL A 007942105 71 14324 SH SOLE 14324
ADVENT CLAY GBL CONV SEC INC COM BENE INTER 007639107 176 21400 SH SOLE 21400
AETNA INC NEW COM 00817Y108 355 9833 SH SOLE 9833
AFLAC INC COM 001055102 1940 33017 SH SOLE 33017
AGCO CORP COM 001084102 470 11031 SH SOLE 11031
AGCO CORP NOTE 1.250%12/1 001084AM4 1838 1500000 SH SOLE 1500000
AGL RES INC COM 001204106 229 7283 SH SOLE 7283
AIR PRODS & CHEMS INC COM 009158106 2793 40784 SH SOLE 40784
AIR TRANSPORT SERVICES GRP I COM 00922R105 40 54400 SH SOLE 54400
AK STL HLDG CORP COM 001547108 271 10454 SH SOLE 10454
AKAMAI TECHNOLOGIES INC COM 00971T101 1313 75272 SH SOLE 75272
AKORN INC COM 009728106 51 10024 SH SOLE 10024
ALABAMA AIRCRAFT IND INC COM 01023E100 429 1977 SH SOLE 1977
ALASKA COMMUNICATIONS SYS GR COM 01167P101 144 11811 SH SOLE 11811
ALBEMARLE CORP COM 012653101 238 7727 SH SOLE 7727
ALCON INC COM SHS H01301102 217 1346 SH SOLE 1346
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 1260 500000 SH SOLE 500000
ALEXZA PHARMACEUTICALS INC COM 015384100 66 13307 SH SOLE 13307
ALKERMES INC COM 01642T108 168 12627 SH SOLE 12627
ALLEGHENY TECHNOLOGIES INC COM 01741R102 248 8386 SH SOLE 8386
ALLERGAN INC NOTE 1.500% 4/0 018490AL6 2051 2000000 SH SOLE 2000000
ALLIANCE ONE INTL INC COM 018772103 74 19536 SH SOLE 19536
ALLIANT TECHSYSTEMS INC COM 018804104 202 2150 SH SOLE 2150
ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 549 500000 SH SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 609 500000 SH SOLE 500000
ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 653 500000 SH SOLE 500000
ALLOT COMMUNICATIONS LTD SHS M0854Q105 39 16210 SH SOLE 16210
ALLOY INC NEW COM 019855303 83 10694 SH SOLE 10694
ALPHA NATURAL RESOURCES INC COM 02076X102 329 6400 SH CALL SOLE 6400
ALPHARMA INC NOTE 2.125% 3/1 020813AH4 645 500000 SH SOLE 500000
ALPINE GLOBAL DYNAMIC DIVD F COM 02082E106 198 20000 SH SOLE 20000
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 139 21400 SH SOLE 21400
ALVARION LTD SHS M0861T100 77 13201 SH SOLE 13201
AMBAC FINL GROUP INC COM 023139108 46 19610 SH SOLE 19610
AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 1457 1500000 SH SOLE 1500000
AMEREN CORP COM 023608102 506 12975 SH SOLE 12975
AMERICAN APPAREL INC COM 023850100 105 12811 SH SOLE 12811
AMERICAN EQTY INVT LIFE HLD COM 025676206 81 10812 SH SOLE 10812
AMERICAN INTL GROUP INC COM 026874107 34 10200 SH CALL SOLE 10200
AMERICAN INTL GROUP INC COM 026874107 52 15500 SH PUT SOLE 15500
AMERICAN ORIENTAL BIOENGR IN COM 028731107 113 17395 SH SOLE 17395
AMERICAN SOFTWARE INC CL A 029683109 78 14400 SH SOLE 14400
AMERICAN STRATEGIC INCOME II COM 03009T101 141 16600 SH SOLE 16600
AMERICAN TOWER CORP NOTE 3.000% 8/1 029912AR3 886 500000 SH SOLE 500000
AMERIGON INC COM 03070L300 67 10117 SH SOLE 10117
AMETEK INC NEW COM 031100100 860 21094 SH SOLE 21094
AMGEN INC NOTE 0.375% 2/0 031162AQ3 1794 2000000 SH SOLE 2000000
AMGEN INC NOTE 0.125% 2/0 031162AN0 1831 2000000 SH SOLE 2000000
AMICAS INC COM 001712108 31 12600 SH SOLE 12600
AMKOR TECHNOLOGY INC COM 031652100 68 10692 SH SOLE 10692
AMR CORP COM 001765106 119 12135 SH SOLE 12135
ANADARKO PETE CORP COM 032511107 388 7999 SH SOLE 7999
ANADYS PHARMACEUTICALS INC COM 03252Q408 45 17000 SH SOLE 17000
ANALOG DEVICES INC COM 032654105 5026 190758 SH SOLE 190758
ANGIOTECH PHARMACEUTICALS IN COM 034918102 15 18912 SH SOLE 18912
ANIMAL HEALTH INTL INC COM 03525N109 92 11200 SH SOLE 11200
ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ4 525 500000 SH SOLE 500000
ANTHRACITE CAP INC COM 037023108 66 12250 SH SOLE 12250
APOLLO GROUP INC CL A 037604105 380 6416 SH SOLE 6416
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 235 39345 SH SOLE 39345
AQUA AMERICA INC COM 03836W103 268 15067 SH SOLE 15067
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 217 5910 SH SOLE 5910
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2263 45831 SH SOLE 45831
ARCHER DANIELS MIDLAND CO COM 039483102 1393 63582 SH SOLE 63582
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 1622 2000000 SH SOLE 2000000
ARENA PHARMACEUTICALS INC COM 040047102 198 39691 SH SOLE 39691
ARIAD PHARMACEUTICALS INC COM 04033A100 117 47554 SH SOLE 47554
ARIES MARITIME TRNSPRT LTD SHS G0474B105 24 11346 SH SOLE 11346
ARM HLDGS PLC SPONSORED ADR 042068106 59 11397 SH SOLE 11397
ARRAY BIOPHARMA INC COM 04269X105 115 14991 SH SOLE 14991
ART TECHNOLOGY GROUP INC COM 04289L107 55 15700 SH SOLE 15700
ARUBA NETWORKS INC COM 043176106 62 12040 SH SOLE 12040
ASHFORD HOSPITALITY TR INC COM SHS 044103109 89 21931 SH SOLE 21931
ASSISTED LIVING CONCPT NEV N CL A 04544X102 104 16257 SH SOLE 16257
ASSURANT INC COM 04621X108 296 5373 SH SOLE 5373
ASTRAZENECA PLC SPONSORED ADR 046353108 243 5536 SH SOLE 5536
ASYST TECHNOLOGY CORP COM 04648X107 57 23900 SH SOLE 23900
ATMEL CORP COM 049513104 55 16125 SH SOLE 16125
AUDIOCODES LTD ORD M15342104 81 32053 SH SOLE 32053
AUDIOVOX CORP CL A 050757103 95 10162 SH SOLE 10162
AUTONATION INC COM 05329W102 2459 218772 SH SOLE 218772
AUXILIUM PHARMACEUTICALS INC COM 05334D107 247 7636 SH SOLE 7636
AVALONBAY CMNTYS INC COM 053484101 266 2705 SH SOLE 2705
AVENTINE RENEWABLE ENERGY COM 05356X403 37 11766 SH SOLE 11766
AVIGEN INC COM 053690103 81 20360 SH SOLE 20360
AVIS BUDGET GROUP COM 053774105 124 21666 SH SOLE 21666
AVNET INC DBCV 2.000% 3/1 053807AL7 1965 2000000 SH SOLE 2000000
AVON PRODS INC COM 054303102 727 17490 SH SOLE 17490
AXA SPONSORED ADR 054536107 234 7178 SH SOLE 7178
B & G FOODS INC NEW CL A 05508R106 119 16654 SH SOLE 16654
BALLARD PWR SYS INC COM 05858H104 39 11028 SH SOLE 11028
BANCROFT FUND LTD COM 059695106 140 10600 SH SOLE 10600
BANK OF AMERICA CORPORATION COM 060505104 1781 50889 SH SOLE 50889
BARCLAYS PLC ADR 06738E204 208 8419 SH SOLE 8419
BARNES & NOBLE INC COM 067774109 220 8438 SH SOLE 8438
BB^T CORP COM 054937107 420 11107 SH SOLE 11107
BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 55 11575 SH SOLE 11575
BEACON POWER CORP COM 073677106 17 12018 SH SOLE 12018
BEBE STORES INC COM 075571109 166 17000 SH SOLE 17000
BECKMAN COULTER INC NOTE 2.500%12/1 075811AD1 1085 1000000 SH SOLE 1000000
BENIHANA INC CL A 082047200 74 16193 SH SOLE 16193
BEST BUY INC COM 086516101 774 20627 SH SOLE 20627
BEST BUY INC SDCV 2.250% 1/1 086516AF8 1977 2000000 SH SOLE 2000000
BFC FINL CORP CL A 055384200 12 22400 SH SOLE 22400
BHP BILLITON LTD SPONSORED ADR 088606108 287 5517 SH SOLE 5517
BHP BILLITON PLC SPONSORED ADR 05545E209 363 7915 SH SOLE 7915
BIODEL INC COM 09064M105 51 15332 SH SOLE 15332
BIOGEN IDEC INC COM 09062X103 1257 24999 SH SOLE 24999
BIOSANTE PHARMACEUTICALS INC COM NEW 09065V203 62 12603 SH SOLE 12603
BLACKROCK CORE BD TR SHS BEN INT 09249E101 163 15600 SH SOLE 15600
BLACKROCK DIVERS OME STRATE COM 09255W102 131 13300 SH SOLE 13300
BLACKROCK ENHAN EQ YLD & PRE COM 09256E101 140 12900 SH SOLE 12900
BLACKROCK GBL EQTY INCOME TR COM 09255D104 200 18900 SH SOLE 18900
BLACKROCK INC COM 09247X101 594 3052 SH SOLE 3052
BLACKROCK INC DBCV 2.625% 2/109247XAB7 1929 1000000 SH SOLE 1000000
BLACKROCK INTL GRWTH & INC T COM BENE INTER 092524107 139 12900 SH SOLE 12900
BLACKROCK LTD DURATION INC T COM SHS 09249W101 179 14300 SH SOLE 14300
BLACKROCK SR HIGH INCOME FD COM 09255T109 161 49600 SH SOLE 49600
BLACKROCK WORLD INVT TR COM SHS BN INT 09250K103 194 18400 SH SOLE 18400
BLOCK H & R INC COM 093671105 510 22406 SH SOLE 22406
BLOCKBUSTER INC CL A 093679108 22 10577 SH SOLE 10577
BLUE CHIP VALUE FD INC COM 095333100 85 24700 SH SOLE 24700
BOISE INC COM 09746Y105 26 16400 SH SOLE 16400
BOSTON PROPERTIES INC COM 101121101 3051 32574 SH SOLE 32574
BOWNE & CO INC COM 103043105 132 11418 SH SOLE 11418
BP PLC SPONSORED ADR 055622104 430 8579 SH SOLE 8579
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 804 8649 SH SOLE 8649
BRIGHTPOINT INC COM NEW 109473405 117 16300 SH SOLE 16300
BRISTOW GROUP INC COM 110394103 307 9076 SH SOLE 9076
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 181 11786 SH SOLE 11786
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 301 10979 SH SOLE 10979
BROOKS AUTOMATION INC COM 114340102 152 18200 SH SOLE 18200
BUNGE LIMITED COM G16962105 298 4720 SH SOLE 4720
CA INC COM 12673P105 460 23057 SH SOLE 23057
CACI INTL INC CL A 127190304 219 4379 SH SOLE 4379
CADBURY PLC SPONS ADR 12721E102 230 5617 SH SOLE 5617
CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 369 500000 SH SOLE 500000
CADENCE PHARMACEUTICALS INC COM 12738T100 122 13739 SH SOLE 13739
CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 1431 1500000 SH SOLE 1500000
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 122 12200 SH SOLE 12200
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 179 16700 SH SOLE 16700
CALAMOS GBL DYN INCOME FUND COM 12811L107 188 23775 SH SOLE 23775
CALAMOS STRATEGIC TOTL RETN COM SH BEN INT 128125101 175 20300 SH SOLE 20300
CALLAWAY GOLF CO COM 131193104 292 20729 SH SOLE 20729
CALLIDUS SOFTWARE INC COM 13123E500 65 16399 SH SOLE 16399
CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 1893 1500000 SH SOLE 1500000
CAMPBELL SOUP CO COM 134429109 295 7651 SH SOLE 7651
CANADIAN SUPERIOR ENERGY INC COM 136644101 51 20634 SH SOLE 20634
CAPITAL ONE FINL CORP COM 14040H105 441 8646 SH SOLE 8646
CAPSTONE TURBINE CORP COM 14067D102 16 12666 SH SOLE 12666
CAPTARIS INC COM 14071N104 77 16762 SH SOLE 16762
CARNIVAL CORP DBCV 2.000% 4/1143658AN2 512 500000 SH SOLE 500000
CARRIZO OIL & CO INC COM 144577103 328 9045 SH SOLE 9045
CARROLS RESTAURANT GROUP INC COM 14574X104 62 20600 SH SOLE 20600
CASUAL MALE RETAIL GRP INC COM 148711104 51 13100 SH SOLE 13100
CATERPILLAR INC DEL COM 149123101 470 7884 SH SOLE 7884
CATHAY GENERAL BANCORP COM 149150104 794 33368 SH SOLE 33368
CB RICHARD ELLIS GROUP INC CL A 12497T101 137 10282 SH SOLE 10282
CBS CORP NEW CL B 124857202 195 13400 SH SOLE 13400
CELESTICA INC SUB VTG SHS 15101Q108 188 29133 SH SOLE 29133
CELGENE CORP COM 151020104 511 8079 SH SOLE 8079
CELL GENESYS INC COM 150921104 8 14203 SH SOLE 14203
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 111 17744 SH SOLE 17744
CENTER BANCORP INC COM 151408101 165 16235 SH SOLE 16235
CENTERPOINT ENERGY INC COM 15189T107 181 12449 SH SOLE 12449
CENTRAL EUROPEAN DIST CORP COM 153435102 207 4554 SH SOLE 4554
CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 494 500000 SH SOLE 500000
CEPHALON INC NOTE 6/1 156708AL3 695 500000 SH SOLE 500000
CEPHALON INC NOTE 2.000% 6/0 156708AP4 2080 1219000 SH SOLE 1219000
CERADYNE INC COM 156710105 305 8324 SH SOLE 8324
CERNER CORP COM 156782104 374 8375 SH SOLE 8375
CERUS CORP COM 157085101 75 18245 SH SOLE 18245
CF INDS HLDGS INC COM 125269100 1326 14493 SH SOLE 14493
CHAMPION ENTERPRISES INC COM 158496109 93 16694 SH SOLE 16694
CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 1224 1000000 SH SOLE 1000000
CHARLOTTE RUSSE HLDG INC COM 161048103 124 12071 SH SOLE 12071
CHARTER COMMUNICATIONS INC D CL A 16117M107 19 26135 SH SOLE 26135
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 52 19429 SH SOLE 19429
CHARTWELL DIVD & INCOME FD I COM 16139P104 50 11500 SH SOLE 11500
CHECK POINT SOFTWARE TECH LT ORD M22465104 227 10000 SH SOLE 10000
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1165167BW6 1068 1000000 SH SOLE 1000000
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1165167BZ9 1921 2000000 SH SOLE 2000000
CHICOPEE BANCORP INC COM 168565109 134 10216 SH SOLE 10216
CHINA GRENTECH CORP LTD ADR 16938P107 29 16024 SH SOLE 16024
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 723 9234 SH SOLE 9234
CHINACAST EDU CORP COM 16946T109 34 13653 SH SOLE 13653
CHIPOTLE MEXICAN GRILL INC CL A 169656105 277 5000 SH SOLE 5000
CHOICE HOTELS INTL INC COM 169905106 301 11100 SH SOLE 11100
CHURCHILL DOWNS INC COM 171484108 209 4271 SH SOLE 4271
CIBER INC COM 17163B102 98 14037 SH SOLE 14037
CIENA CORP COM NEW 171779309 119 11813 SH SOLE 11813
CIMAREX ENERGY CO COM 171798101 419 8563 SH SOLE 8563
CIRCUIT CITY STORE INC COM 172737108 8 11081 SH SOLE 11081
CITADEL BROADCASTING CORP COM 17285T106 27 34887 SH SOLE 34887
CITY NATL CORP COM 178566105 246 4531 SH SOLE 4531
CKE RESTAURANTS INC NOTE 4.000%10/012561EAG0 1240 1000000 SH SOLE 1000000
CLAYMORE EXCHANGE TRADED FD CLEAR SPIN OFF 18383M605 190 10600 SH SOLE 10600
CLEAN HARBORS INC COM 184496107 229 3390 SH SOLE 3390
CLEVELAND CLIFFS INC COM 185896107 216 4072 SH SOLE 4072
CLOROX CO DEL COM 189054109 322 5133 SH SOLE 5133
CME GROUP INC COM 12572Q105 334 900 SH CALL SOLE 900
CME GROUP INC COM 12572Q105 1290 3472 SH SOLE 3472
CME GROUP INC COM 12572Q105 4049 10900 SH PUT SOLE 10900
CMS ENERGY CORP COM 125896100 601 48170 SH SOLE 48170
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 518 500000 SH SOLE 500000
CMS ENERGY CORP NOTE 3.375% 7/1 125896AY6 1231 1028000 SH SOLE 1028000
CNOOC LTD SPONSORED ADR 126132109 1102 9627 SH SOLE 9627
COCA COLA ENTERPRISES INC COM 191219104 368 21970 SH SOLE 21970
COEUR D ALENE MINES CORP IDA COM 192108108 24 15507 SH SOLE 15507
COLE KENNETH PRODTNS INC CL A 193294105 155 10550 SH SOLE 10550
COLLECTIVE BRANDS INC COM 19421W100 1010 55178 SH SOLE 55178
COLUMBIA LABS INC COM 197779101 44 16859 SH SOLE 16859
COMERICA INC COM 200340107 526 16030 SH SOLE 16030
COMMERCE BANCSHARES INC COM 200525103 301 6481 SH SOLE 6481
COMMTOUCH SOFTWARE LTD SHS NEW M25596202 29 12043 SH SOLE 12043
COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 169 24858 SH SOLE 24858
COMPTON PETE CORP COM 204940100 146 26680 SH SOLE 26680
COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 1062 1000000 SH SOLE 1000000
COMPUWARE CORP COM 205638109 100 10343 SH SOLE 10343
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 601 384000 SH SOLE 384000
COMVERGE INC COM 205859101 47 10160 SH SOLE 10160
CON-WAY INC COM 205944101 626 14198 SH SOLE 14198
CONCORD CAMERA CORP COM NEW 206156200 25 10280 SH SOLE 10280
CONEXANT SYSTEMS INC COM NEW 207142308 63 15780 SH SOLE 15780
CONSECO INC COM NEW 208464883 73 20787 SH SOLE 20787
CONSOL ENERGY INC COM 20854P109 499 10864 SH SOLE 10864
CORNING INC COM 219350105 487 31145 SH SOLE 31145
CORPORATE EXECUTIVE BRD CO COM 21988R102 941 30112 SH SOLE 30112
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 234 5806 SH SOLE 5806
COSAN LTD SHS A G25343107 93 11630 SH SOLE 11630
COTT CORP QUE COM 22163N106 12 10899 SH SOLE 10899
COUSINS PPTYS INC COM 222795106 320 12690 SH SOLE 12690
COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 1436 1500000 SH SOLE 1500000
COWEN GROUP INC COM 223621103 135 16116 SH SOLE 16116
CRAY INC COM NEW 225223304 83 16112 SH SOLE 16112
CRESUD S A C I F Y A SPONSORED ADR 226406106 136 12975 SH SOLE 12975
CROWN HOLDINGS INC COM 228368106 645 29031 SH SOLE 29031
CTS CORP COM 126501105 132 10300 SH SOLE 10300
CULLEN FROST BANKERS INC COM 229899109 404 6736 SH SOLE 6736
CUTERA INC COM 232109108 124 11700 SH SOLE 11700
CYBEX INTL INC COM 23252E106 33 10877 SH SOLE 10877
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 154 20952 SH SOLE 20952
DARDEN RESTAURANTS INC COM 237194105 604 21085 SH SOLE 21085
DARLING INTL INC COM 237266101 176 15871 SH SOLE 15871
DEAN FOODS CO NEW COM 242370104 591 25282 SH SOLE 25282
DECKERS OUTDOOR CORP COM 243537107 222 2136 SH SOLE 2136
DEL MONTE FOODS CO COM 24522P103 139 17835 SH SOLE 17835
DELAWARE ENHANCED GBL DIV & COM 246060107 135 14500 SH SOLE 14500
DELTA AIR LINES INC DEL COM NEW 247361702 155 20770 SH SOLE 20770
DELUXE CORP COM 248019101 189 13130 SH SOLE 13130
DENTSPLY INTL INC NEW COM 249030107 210 5591 SH SOLE 5591
DEPOMED INC COM 249908104 57 15700 SH SOLE 15700
DEUTSCHE BANK AG NAMEN AKT D18190898 575 7899 SH SOLE 7899
DEVRY INC DEL COM 251893103 676 13650 SH SOLE 13650
DIAGEO P L C SPON ADR NEW 25243Q205 472 6855 SH SOLE 6855
DICE HLDGS INC COM 253017107 73 10283 SH SOLE 10283
DOLAN MEDIA CO COM 25659P402 160 15816 SH SOLE 15816
DOLLAR TREE INC COM 256746108 585 16081 SH SOLE 16081
DOMINION RES INC VA NEW NOTE 2.125%12/125746UAT6 583 500000 SH SOLE 500000
DOMTAR CORP COM 257559104 69 15007 SH SOLE 15007
DOVER DOWNS GAMING & ENTMT I COM 260095104 104 13400 SH SOLE 13400
DREMAN/CLAYMORE DIVID & INC COM 26153R100 104 20000 SH SOLE 20000
DRESS BARN INC COM 261570105 218 14284 SH SOLE 14284
DSP GROUP INC COM 23332B106 117 15353 SH SOLE 15353
DST SYS INC DEL COM 233326107 360 6428 SH SOLE 6428
DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 448 370000 SH SOLE 370000
DST SYS INC DEL DBCV 3.625% 8/1 233326AD9 842 737000 SH SOLE 737000
DURECT CORP COM 266605104 76 13600 SH SOLE 13600
DWS GLOBAL COMMODITIES STK F COM 23338Y100 192 15081 SH SOLE 15081
DWS HIGH INCOME TR SHS 23337C109 115 34500 SH SOLE 34500
DYAX CORP COM 26746E103 68 15459 SH SOLE 15459
DYNACQ HEALTHCARE INC COM 26779V105 43 11263 SH SOLE 11263
DYNEGY INC DEL CL A 26817G102 36 10000 SH SOLE 10000
E M C CORP MASS COM 268648102 728 60899 SH SOLE 60899
E M C CORP MASS NOTE 1.750%12/0268648AM4 1934 2000000 SH SOLE 2000000
E M C CORP MASS NOTE 1.750%12/0268648AK8 1962 2000000 SH SOLE 2000000
EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 462 500000 SH SOLE 500000
EASYLINK SERVICES INTL CORP CL A 277858106 71 21500 SH SOLE 21500
EATON VANCE LTD DUR INCOME F COM 27828H105 168 15200 SH SOLE 15200
EATON VANCE TAX ADVT DIV INC COM 27828G107 180 11500 SH SOLE 11500
EATON VANCE TAX MNG GBL DV E COM 27829F108 195 17400 SH SOLE 17400
EATON VANCE TX ADV GLBL DIV COM 27828S101 184 12800 SH SOLE 12800
ECHELON CORP COM 27874N105 114 11514 SH SOLE 11514
ECTEL LTD ORD M29925100 24 17700 SH SOLE 17700
ELAN PLC ADR 284131208 115 10795 SH SOLE 10795
EMCOR GROUP INC COM 29084Q100 213 8083 SH SOLE 8083
EMISPHERE TECHNOLOGIES INC COM 291345106 31 15546 SH SOLE 15546
EMPIRE DIST ELEC CO COM 291641108 240 11227 SH SOLE 11227
EMPIRE RESORTS INC COM 292052107 48 19200 SH SOLE 19200
EMULEX CORP COM NEW 292475209 189 17677 SH SOLE 17677
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 573 28644 SH SOLE 28644
ENERGY PARTNERS LTD COM 29270U105 93 10725 SH SOLE 10725
ENERGY XXI (BERMUDA) LTD COM SHS G10082108 51 16655 SH SOLE 16655
ENERSYS COM 29275Y102 199 10114 SH SOLE 10114
ENI S P A SPONSORED ADR 26874R108 313 5909 SH SOLE 5909
ENPRO INDS INC COM 29355X107 249 6690 SH SOLE 6690
ENTERGY CORP NEW COM 29364G103 645 7249 SH SOLE 7249
ENTRAVISION COMMUNICATIONS C CL A 29382R107 90 33274 SH SOLE 33274
EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 616 1000000 SH SOLE 1000000
EQUINIX INC DBCV 2.500% 2/1 29444UAE6 1159 638000 SH SOLE 638000
ESSEX PPTY TR INC COM 297178105 932 7878 SH SOLE 7878
ESTERLINE TECHNOLOGIES CORP COM 297425100 294 7427 SH SOLE 7427
EVERGREEN GBL DIVID OPP FUND COM 30024H101 140 13200 SH SOLE 13200
EVERGREEN MULTI SECT INC FUN COM SHS 30024Y104 130 10500 SH SOLE 10500
EVERGREEN SOLAR INC COM 30033R108 68 12310 SH SOLE 12310
EXCO RESOURCES INC COM 269279402 321 19653 SH SOLE 19653
EXELIXIS INC COM 30161Q104 90 14723 SH SOLE 14723
EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 302043104 108 33028 SH SOLE 33028
EXTERRAN HLDGS INC COM 30225X103 266 8311 SH SOLE 8311
EXTREME NETWORKS INC COM 30226D106 105 31203 SH SOLE 31203
EXXON MOBIL CORP COM 30231G102 1438 18522 SH SOLE 18522
F5 NETWORKS INC COM 315616102 323 13836 SH SOLE 13836
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 260 790 SH SOLE 790
FALCONSTOR SOFTWARE INC COM 306137100 149 27807 SH SOLE 27807
FEDERATED INVS INC PA CL B 314211103 769 26653 SH SOLE 26653
FEDFIRST FINL CORP COM 31429X105 65 10800 SH SOLE 10800
FEI CO NOTE 2.875% 6/030241LAF6 512 500000 SH SOLE 500000
FINISAR COM 31787A101 35 34322 SH SOLE 34322
FIRST BUSEY CORP COM 319383105 400 21804 SH SOLE 21804
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1702 9506 SH SOLE 9506
FIRST FINANCIAL NORTHWEST IN COM 32022K102 144 13962 SH SOLE 13962
FIRST HORIZON NATL CORP COM 320517105 1207 128948 SH SOLE 128948
FIRST NIAGARA FINL GP INC COM 33582V108 751 47685 SH SOLE 47685
FIRST REGL BANCORP COM 33615C101 96 15360 SH SOLE 15360
FIRST TR TAX ADVTG PFD INCM COM 336918107 74 15101 SH SOLE 15101
FIRSTENERGY CORP COM 337932107 633 9443 SH SOLE 9443
FISERV INC COM 337738108 1703 35994 SH SOLE 35994
FIVE STAR QUALITY CARE INC COM 33832D106 117 31109 SH SOLE 31109
FLAGSTAR BANCORP INC COM 337930101 105 35203 SH SOLE 35203
FLEXTRONICS INTL LTD ORD Y2573F102 123 17406 SH SOLE 17406
FLEXTRONICS INTL LTD NOTE 1.000% 8/033938EAL1 1740 2000000 SH SOLE 2000000
FLIR SYS INC NOTE 3.000% 6/0302445AB7 3474 1000000 SH SOLE 1000000
FLOWSERVE CORP COM 34354P105 356 4009 SH SOLE 4009
FLUOR CORP NEW COM 343412102 2766 49663 SH SOLE 49663
FLUOR CORP NEW NOTE 1.500% 2/1343412AA0 996 500000 SH SOLE 500000
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 213 5578 SH SOLE 5578
FOOT LOCKER INC COM 344849104 1054 65205 SH SOLE 65205
FORD MTR CO DEL COM PAR $0.01 345370860 116 22254 SH SOLE 22254
FORDING CDN COAL TR TR UNIT 345425102 555 6691 SH SOLE 6691
FORMFACTOR INC COM 346375108 187 10721 SH SOLE 10721
FOSTER WHEELER LTD SHS NEW G36535139 349 9658 SH SOLE 9658
FRANKLIN TEMPLETON LTD DUR I COM 35472T101 99 11800 SH SOLE 11800
FRONTIER OIL CORP COM 35914P105 353 19180 SH SOLE 19180
FTI CONSULTING INC COM 302941109 209 2889 SH SOLE 2889
FTI CONSULTING INC NOTE 3.750% 7/1302941AB5 1217 500000 SH SOLE 500000
GABELLI HLTHCARE & WELLNESS SHS 36246K103 136 24300 SH SOLE 24300
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 1330 1500000 SH SOLE 1500000
GENERAL DYNAMICS CORP COM 369550108 3826 51974 SH SOLE 51974
GENERAL EMPLOYMENT ENTERPRIS COM 369730106 6 12798 SH SOLE 12798
GENERAL MOLY INC COM 370373102 101 23186 SH SOLE 23186
GENESIS LEASE LTD ADR 37183T107 108 12350 SH SOLE 12350
GENWORTH FINL INC COM CL A 37247D106 95 11006 SH SOLE 11006
GENZYME CORP NOTE 1.250%12/0372917AN4 1151 1000000 SH SOLE 1000000
GERBER SCIENTIFIC INC COM 373730100 93 10150 SH SOLE 10150
GERDAU AMERISTEEL CORP COM 37373P105 102 10400 SH SOLE 10400
GERON CORP COM 374163103 120 30407 SH SOLE 30407
GILDAN ACTIVEWEAR INC COM 375916103 298 13100 SH SOLE 13100
GILEAD SCIENCES INC NOTE 0.500% 5/0375558AG8 615 500000 SH SOLE 500000
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 368 8467 SH SOLE 8467
GLG PARTNERS INC COM 37929X107 145 26675 SH SOLE 26675
GLOBAL INDS LTD COM 379336100 135 19493 SH SOLE 19493
GLOBAL PMTS INC COM 37940X102 457 10188 SH SOLE 10188
GLU MOBILE INC COM 379890106 28 14150 SH SOLE 14150
GOLDMAN SACHS GROUP INC COM 38141G104 214 1669 SH SOLE 1669
GOODYEAR TIRE & RUBR CO COM 382550101 160 10468 SH SOLE 10468
GRAPHIC PACKAGING HLDG CO COM 388689101 80 32058 SH SOLE 32058
GRAVITY CO LTD SPONSORED ADR 38911N107 12 10820 SH SOLE 10820
GREAT LAKES DREDGE & DOCK CO COM 390607109 101 16072 SH SOLE 16072
GREAT PLAINS ENERGY INC COM 391164100 752 33848 SH SOLE 33848
GREAT SOUTHN BANCORP INC COM 390905107 138 10811 SH SOLE 10811
GREAT WOLF RESORTS INC COM 391523107 77 21119 SH SOLE 21119
GREIF INC CL A 397624107 601 9153 SH SOLE 9153
GRIFFON CORP COM 398433102 154 17061 SH SOLE 17061
GROUP 1 AUTOMOTIVE INC COM 398905109 314 14442 SH SOLE 14442
GROUPE CGI INC CL A SUB VTG 39945C109 126 14269 SH SOLE 14269
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 67 14446 SH SOLE 14446
GSI GROUP INC CDA COM 36229U102 84 23688 SH SOLE 23688
GUIDANCE SOFTWARE INC COM 401692108 67 14220 SH SOLE 14220
GYMBOREE CORP COM 403777105 336 9478 SH SOLE 9478
HAIN CELESTIAL GROUP INC COM 405217100 223 8111 SH SOLE 8111
HANOVER CAP MTG HLDGS INC COM 410761100 2 14890 SH SOLE 14890
HANOVER INS GROUP INC COM 410867105 297 6518 SH SOLE 6518
HARLEY DAVIDSON INC COM 412822108 201 5388 SH SOLE 5388
HARTE-HANKS INC COM 416196103 234 22555 SH SOLE 22555
HARTFORD FINL SVCS GROUP INC COM 416515104 320 7800 SH CALL SOLE 7800
HARTMARX CORP COM 417119104 38 20673 SH SOLE 20673
HASBRO INC COM 418056107 573 16498 SH SOLE 16498
HASBRO INC DBCV 2.750%12/0 418056AN7 805 500000 SH SOLE 500000
HCC INS HLDGS INC COM 404132102 652 24162 SH SOLE 24162
HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 852 722000 SH SOLE 722000
HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 573 500000 SH SOLE 500000
HEALTHSOUTH CORP COM NEW 421924309 190 10295 SH SOLE 10295
HEALTHTRONICS INC COM 42222L107 62 21100 SH SOLE 21100
HEICO CORP NEW COM 422806109 209 6359 SH SOLE 6359
HEINZ H J CO COM 423074103 598 11962 SH SOLE 11962
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 611 25168 SH SOLE 25168
HELMERICH & PAYNE INC COM 423452101 274 6352 SH SOLE 6352
HENRY JACK & ASSOC INC COM 426281101 211 10400 SH SOLE 10400
HERSHA HOSPITALITY TR SH BEN INT A 427825104 138 18615 SH SOLE 18615
HERSHEY CO COM 427866108 259 6555 SH SOLE 6555
HERTZ GLOBAL HOLDINGS INC COM 42805T105 145 19187 SH SOLE 19187
HEWLETT PACKARD CO COM 428236103 812 17562 SH SOLE 17562
HFF INC CL A 40418F108 46 11400 SH SOLE 11400
HIGHLAND DISTRESSED OPPORT I COM 430067108 178 60000 SH SOLE 60000
HILL ROM HLDGS INC COM 431475102 669 22072 SH SOLE 22072
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 52 18007 SH SOLE 18007
HOKU SCIENTIFIC INC COM 434712105 87 14834 SH SOLE 14834
HOLOGIC INC FRNT 2.000%12/1 436440AA9 736 1000000 SH SOLE 1000000
HONDA MOTOR LTD AMERN SHS 438128308 242 8053 SH SOLE 8053
HORMEL FOODS CORP COM 440452100 282 7763 SH SOLE 7763
HORSEHEAD HLDG CORP COM 440694305 192 32479 SH SOLE 32479
HOST HOTELS & RESORTS INC COM 44107P104 634 47718 SH SOLE 47718
HOVNANIAN ENTERPRISES INC CL A 442487203 184 23026 SH SOLE 23026
HUBBELL INC CL B 443510201 281 8017 SH SOLE 8017
HUMAN GENOME SCIENCES INC COM 444903108 129 20310 SH SOLE 20310
HURRAY HLDGS CO LTD SPONSORED ADR 447773102 35 12628 SH SOLE 12628
HYPERCOM CORP COM 44913M105 51 12832 SH SOLE 12832
IAC INTERACTIVECORP COM PAR $.001 44919P508 367 21209 SH SOLE 21209
IAMGOLD CORP COM 450913108 79 14038 SH SOLE 14038
IDACORP INC COM 451107106 1353 46522 SH SOLE 46522
IDEARC INC COM 451663108 39 30875 SH SOLE 30875
IDEX CORP COM 45167R104 224 7225 SH SOLE 7225
IKON OFFICE SOLUTIONS INC COM 451713101 263 15453 SH SOLE 15453
IMCLONE SYS INC COM 45245W109 1055 16900 SH PUT SOLE 16900
INCYTE CORP COM 45337C102 165 21569 SH SOLE 21569
INDEVUS PHARMACEUTICALS INC COM 454072109 133 39764 SH SOLE 39764
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 261 46722 SH SOLE 46722
INFORMATION SERVICES GROUP I COM 45675Y104 178 36310 SH SOLE 36310
ING GLBL ADV & PREM OPP FUND COM 44982N109 160 12900 SH SOLE 12900
ING GLOBAL EQTY DIV & PREM O COM 45684E107 194 17500 SH SOLE 17500
INSIGHT ENTERPRISES INC COM 45765U103 141 10543 SH SOLE 10543
INSPIRE PHARMACEUTICALS INC COM 457733103 38 10682 SH SOLE 10682
INSURED MUN INCOME FD COM 45809F104 128 12000 SH SOLE 12000
INTEL CORP COM 458140100 1053 56233 SH SOLE 56233
INTEL CORP SDCV 2.950%12/1 458140AD2 868 1000000 SH SOLE 1000000
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 39 11285 SH SOLE 11285
INTERNATIONAL BUSINESS MACHS COM 459200101 637 5446 SH SOLE 5446
INTERNET CAP GROUP INC COM NEW 46059C205 125 15360 SH SOLE 15360
INTERSTATE HOTELS & RESRTS I COM 46088S106 116 49188 SH SOLE 49188
INTL PAPER CO COM 460146103 653 24951 SH SOLE 24951
INTUITIVE SURGICAL INC COM NEW 46120E602 2623 10884 SH SOLE 10884
INVITROGEN CORP COM 46185R100 237 6268 SH SOLE 6268
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 76 10427 SH SOLE 10427
IRWIN FINL CORP COM 464119106 57 14500 SH SOLE 14500
ISHARES INC MSCI S KOREA 464286772 739 18600 SH SOLE 18600
ISHARES TR IBOXX INV CPBD 464287242 5992 66729 SH SOLE 66729
ISHARES TR RUSSELL 2000 464287655 4828 70600 SH SOLE 70600
ISHARES TR MSCI EMERG MKT 464287234 2693 78000 SH SOLE 78000
ITRON INC COM 465741106 247 2785 SH SOLE 2785
ITT EDUCATIONAL SERVICES INC COM 45068B109 420 5185 SH SOLE 5185
IVANHOE ENERGY INC COM 465790103 20 14728 SH SOLE 14728
IXIA COM 45071R109 74 10095 SH SOLE 10095
JAVELIN PHARMACEUTICALS INC COM 471894105 64 24574 SH SOLE 24574
JAZZ PHARMACEUTICALS INC COM 472147107 50 10112 SH SOLE 10112
JAZZ TECHNOLOGIES INC COM 47214E102 24 32400 SH SOLE 32400
JENNIFER CONVS INC COM 476153101 14 12700 SH SOLE 12700
JOHNSON CTLS INC COM 478366107 1304 42995 SH SOLE 42995
JOURNAL COMMUNICATIONS INC CL A 481130102 133 27252 SH SOLE 27252
JOY GLOBAL INC COM 481165108 1012 22430 SH SOLE 22430
K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC1 516 500000 SH SOLE 500000
KANSAS CITY SOUTHERN COM NEW 485170302 244 5509 SH SOLE 5509
KEYCORP NEW COM 493267108 241 20191 SH SOLE 20191
KIMBERLY CLARK CORP COM 494368103 573 8844 SH SOLE 8844
KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 760 1000000 SH SOLE 1000000
KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 833 1000000 SH SOLE 1000000
KIRBY CORP COM 497266106 300 7896 SH SOLE 7896
KNIGHT TRANSN INC COM 499064103 183 10796 SH SOLE 10796
KNOLOGY INC COM 499183804 87 10814 SH SOLE 10814
KROGER CO COM 501044101 1748 63619 SH SOLE 63619
KULICKE & SOFFA INDS INC COM 501242101 105 23200 SH SOLE 23200
L-3 COMMUNICATIONS HLDGS INC COM 502424104 498 5069 SH SOLE 5069
LABORATORY CORP AMER HLDGS COM NEW 50540R409 234 3370 SH SOLE 3370
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 465 500000 SH SOLE 500000
LAMAR ADVERTISING CO CL A 512815101 227 7336 SH SOLE 7336
LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 435 500000 SH SOLE 500000
LANDSTAR SYS INC COM 515098101 202 4579 SH SOLE 4579
LASERCARD CORP COM 51807U101 70 17483 SH SOLE 17483
LATTICE SEMICONDUCTOR CORP COM 518415104 192 93170 SH SOLE 93170
LAZARD GLB TTL RET^INCM FD I COM 52106W103 147 10000 SH SOLE 10000
LEAR CORP COM 521865105 374 35610 SH SOLE 35610
LEE ENTERPRISES INC COM 523768109 84 23878 SH SOLE 23878
LEGG MASON INC COM 524901105 1164 30583 SH SOLE 30583
LEHMAN BR FIRST TR INCM OPP COM 525178109 157 20000 SH SOLE 20000
LEHMAN BROS HLDGS INC COM 524908100 3 11802 SH SOLE 11802
LEHMAN BROS HLDGS INC COM 524908100 2 12800 SH CALL SOLE 12800
LENNAR CORP CL A 526057104 222 14615 SH SOLE 14615
LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX2 2824 1360000 SH SOLE 1360000
LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 481 500000 SH SOLE 500000
LEXICON PHARMACEUTICALS INC COM 528872104 18 10208 SH SOLE 10208
LIBERTY ALL-STAR GROWTH FD I COM 529900102 77 22300 SH SOLE 22300
LIFE TIME FITNESS INC COM 53217R207 256 8180 SH SOLE 8180
LIGAND PHARMACEUTICALS INC CL B 53220K207 36 12060 SH SOLE 12060
LIMELIGHT NETWORKS INC COM 53261M104 26 10304 SH SOLE 10304
LINCOLN ELEC HLDGS INC COM 533900106 619 9621 SH SOLE 9621
LINCOLN NATL CORP IND COM 534187109 1142 26669 SH SOLE 26669
LIONBRIDGE TECHNOLOGIES INC COM 536252109 92 37700 SH SOLE 37700
LO-JACK CORP COM 539451104 108 16200 SH SOLE 16200
LOCKHEED MARTIN CORP COM 539830109 283 2582 SH SOLE 2582
LODGIAN INC COM PAR $.01 54021P403 163 20953 SH SOLE 20953
LONGS DRUG STORES CORP COM 543162101 225 2971 SH SOLE 2971
LOWES COS INC COM 548661107 867 36616 SH SOLE 36616
LUNDIN MINING CORP COM 550372106 173 57892 SH SOLE 57892
M & T BK CORP COM 55261F104 2681 30042 SH SOLE 30042
M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 214 238000 SH SOLE 238000
MADISON CLAYMORE CALL &EQTY; COM 556582104 152 18100 SH SOLE 18100
MADISON STRTG SECTOR PREM FD COM 558268108 196 16300 SH SOLE 16300
MAGMA DESIGN AUTOMATION COM 559181102 57 14247 SH SOLE 14247
MAGUIRE PPTYS INC COM 559775101 68 11390 SH SOLE 11390
MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 559778402 64 15040 SH SOLE 15040
MALAYSIA FD INC COM 560905101 147 21942 SH SOLE 21942
MANHATTAN BRIDGE CAPITAL INC COM 562803106 49 50507 SH SOLE 50507
MANNKIND CORP COM 56400P201 70 18127 SH SOLE 18127
MANPOWER INC COM 56418H100 353 8170 SH SOLE 8170
MARINE PRODS CORP COM 568427108 107 12919 SH SOLE 12919
MARLIN BUSINESS SVCS CORP COM 571157106 86 10156 SH SOLE 10156
MARSH & MCLENNAN COS INC COM 571748102 596 18777 SH SOLE 18777
MARTEK BIOSCIENCES CORP COM 572901106 244 7774 SH SOLE 7774
MARVEL ENTERTAINMENT INC COM 57383T103 378 11062 SH SOLE 11062
MATTEL INC COM 577081102 671 37184 SH SOLE 37184
MAXYGEN INC COM 577776107 53 12483 SH SOLE 12483
MCAFEE INC COM 579064106 404 11885 SH SOLE 11885
MCCORMICK & CO INC COM NON VTG 579780206 294 7634 SH SOLE 7634
MEADOW VY CORP COM 583185103 138 14000 SH SOLE 14000
MEDAREX INC COM 583916101 108 16636 SH SOLE 16636
MEDIA GEN INC CL A 584404107 150 12081 SH SOLE 12081
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 91 15344 SH SOLE 15344
MEDICINES CO COM 584688105 217 9350 SH SOLE 9350
MEDIFAST INC COM 58470H101 76 11111 SH SOLE 11111
MEDTRONIC INC COM 585055106 504 10061 SH SOLE 10061
MEDTRONIC INC NOTE 1.625% 4/1585055AM8 1990 2000000 SH SOLE 2000000
MEDTRONIC INC NOTE 1.500% 4/1585055AL0 1991 2000000 SH SOLE 2000000
MELCO CROWN ENTMT LTD ADR 585464100 116 28965 SH SOLE 28965
MEREDITH CORP COM 589433101 216 7718 SH SOLE 7718
METLIFE INC COM 59156R108 4653 83097 SH SOLE 83097
METROPCS COMMUNICATIONS INC COM 591708102 144 10308 SH SOLE 10308
METTLER TOLEDO INTERNATIONAL COM 592688105 234 2387 SH SOLE 2387
MF GLOBAL LTD SHS G60642108 72 16500 SH SOLE 16500
MFS MULTIMARKET INCOME TR SH BEN INT 552737108 106 21200 SH SOLE 21200
MFS SPL VALUE TR SH BEN INT 55274E102 69 12700 SH SOLE 12700
MGM MIRAGE COM 552953101 607 21315 SH SOLE 21315
MGP INGREDIENTS INC COM 55302G103 49 17400 SH SOLE 17400
MICROCHIP TECHNOLOGY INC COM 595017104 706 23975 SH SOLE 23975
MICRON TECHNOLOGY INC COM 595112103 82 20133 SH SOLE 20133
MICROSOFT CORP COM 594918104 448 16800 SH SOLE 16800
MIDWAY GAMES INC COM 598148104 44 18375 SH SOLE 18375
MILLER INDS INC TENN COM NEW 600551204 89 12036 SH SOLE 12036
MILLIPORE CORP NOTE 3.750% 6/0601073AD1 944 1000000 SH SOLE 1000000
MINERALS TECHNOLOGIES INC COM 603158106 557 9379 SH SOLE 9379
MIRANT CORP NEW COM 60467R100 358 19560 SH SOLE 19560
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 1082 1000000 SH SOLE 1000000
MONEYGRAM INTL INC COM 60935Y109 17 11953 SH SOLE 11953
MOODYS CORP COM 615369105 310 9123 SH SOLE 9123
MORGAN STANLEY COM NEW 617446448 699 30400 SH CALL SOLE 30400
MORGAN STANLEY COM NEW 617446448 1346 58500 SH PUT SOLE 58500
MORGAN STANLEY ASIA PAC FD I COM 61744U106 200 14900 SH SOLE 14900
MORGANS HOTEL GROUP CO COM 61748W108 226 20749 SH SOLE 20749
MORTONS RESTAURANT GRP INC N COM 619430101 91 17907 SH SOLE 17907
MOSAIC CO COM 61945A107 973 14298 SH SOLE 14298
MOTOROLA INC COM 620076109 116 16200 SH SOLE 16200
MSC INDL DIRECT INC CL A 553530106 360 7808 SH SOLE 7808
MSC SOFTWARE CORP COM 553531104 149 13931 SH SOLE 13931
NABI BIOPHARMACEUTICALS COM 629519109 92 19636 SH SOLE 19636
NABORS INDS INC NOTE 0.940% 5/1629568AP1 902 1000000 SH SOLE 1000000
NAM TAI ELECTRS INC COM PAR $0.02 629865205 100 12205 SH SOLE 12205
NAPSTER INC COM 630797108 174 66477 SH SOLE 66477
NARA BANCORP INC COM 63080P105 157 14007 SH SOLE 14007
NASDAQ OMX GROUP INC COM 631103108 279 9115 SH SOLE 9115
NATIONAL CITY CORP COM 635405103 129 73498 SH SOLE 73498
NATIONAL COAL CORP COM NEW 632381208 70 13439 SH SOLE 13439
NATIONAL FUEL GAS CO N J COM 636180101 949 22508 SH SOLE 22508
NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 513 500000 SH SOLE 500000
NAUTILUS INC COM 63910B102 77 16845 SH SOLE 16845
NAVISTAR INTL CORP NEW COM 63934E108 570 10529 SH SOLE 10529
NCI BUILDING SYS INC COM 628852105 267 8413 SH SOLE 8413
NCR CORP NEW COM 62886E108 518 23472 SH SOLE 23472
NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 138 15734 SH SOLE 15734
NETAPP INC COM 64110D104 416 22841 SH SOLE 22841
NETWORK EQUIP TECHNOLOGIES COM 641208103 73 21472 SH SOLE 21472
NEW JERSEY RES COM 646025106 487 13572 SH SOLE 13572
NEW YORK CMNTY BANCORP INC COM 649445103 939 55909 SH SOLE 55909
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NEWMARKET CORP COM 651587107 347 6603 SH SOLE 6603
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 1005 1000000 SH SOLE 1000000
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NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 184 11300 SH SOLE 11300
NICHOLAS APPLEGATE CV^INC FD COM 65370G109 116 15500 SH SOLE 15500
NICHOLAS-APPLEGATE CV & INC COM 65370F101 103 12700 SH SOLE 12700
NII HLDGS INC CL B NEW 62913F201 257 6777 SH SOLE 6777
NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 987 1000000 SH SOLE 1000000
NISOURCE INC COM 65473P105 486 32948 SH SOLE 32948
NOBLE INTL LTD COM 655053106 85 14122 SH SOLE 14122
NOKIA CORP SPONSORED ADR 654902204 311 16650 SH SOLE 16650
NORFOLK SOUTHERN CORP COM 655844108 360 5443 SH SOLE 5443
NORTEL NETWORKS CORP NEW COM NEW 656568508 104 46370 SH SOLE 46370
NORTH AMERN PALLADIUM LTD COM 656912102 23 10700 SH SOLE 10700
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 57 13352 SH SOLE 13352
NOVAMED INC DEL COM 66986W108 82 17300 SH SOLE 17300
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NOVAVAX INC COM 670002104 65 22400 SH SOLE 22400
NSTAR COM 67019E107 261 7801 SH SOLE 7801
NUANCE COMMUNICATIONS INC COM 67020Y100 475 38977 SH SOLE 38977
NUVEEN EQUITY PREM & GROWTH COM 6706EW100 161 12300 SH SOLE 12300
NUVEEN EQUITY PREM ADV FD COM 6706ET107 144 11400 SH SOLE 11400
NUVEEN GBL VL OPPORTUNITIES COM 6706EH103 167 12900 SH SOLE 12900
NUVEEN MULT CURR ST GV INCM COM 67090N109 154 11100 SH SOLE 11100
NVR INC COM 62944T105 1167 2040 SH SOLE 2040
NXSTAGE MEDICAL INC COM 67072V103 45 10665 SH SOLE 10665
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 57 15700 SH SOLE 15700
OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 85 10212 SH SOLE 10212
OCEANEERING INTL INC COM 675232102 214 4019 SH SOLE 4019
ODYSSEY MARINE EXPLORATION I COM 676118102 73 16168 SH SOLE 16168
OFFICEMAX INC DEL COM 67622P101 194 21795 SH SOLE 21795
OMNICELL INC COM 68213N109 146 11135 SH SOLE 11135
OMNIVISION TECHNOLOGIES INC COM 682128103 194 16962 SH SOLE 16962
OMNOVA SOLUTIONS INC COM 682129101 63 31662 SH SOLE 31662
ON SEMICONDUCTOR CORP COM 682189105 68 10041 SH SOLE 10041
ONYX PHARMACEUTICALS INC COM 683399109 208 5754 SH SOLE 5754
OPTIMAL GROUP INC CL A NEW 68388R208 32 15448 SH SOLE 15448
OPTIMER PHARMACEUTICALS INC COM 68401H104 82 10344 SH SOLE 10344
ORASURE TECHNOLOGIES INC COM 68554V108 89 18158 SH SOLE 18158
ORBOTECH LTD ORD M75253100 127 15852 SH SOLE 15852
ORCHID CELLMARK INC COM 68573C107 83 28800 SH SOLE 28800
ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 62 10111 SH SOLE 10111
OSI PHARMACEUTICALS INC COM 671040103 255 5183 SH SOLE 5183
PACCAR INC COM 693718108 1434 37546 SH SOLE 37546
PACKAGING CORP AMER COM 695156109 316 13612 SH SOLE 13612
PALL CORP COM 696429307 284 8270 SH SOLE 8270
PALM INC NEW COM 696643105 121 20242 SH SOLE 20242
PANERA BREAD CO CL A 69840W108 292 5734 SH SOLE 5734
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 692 37611 SH SOLE 37611
PATNI COMPUTER SYS SPONS ADR 703248203 123 15930 SH SOLE 15930
PATTERSON UTI ENERGY INC COM 703481101 303 15154 SH SOLE 15154
PAYCHEX INC COM 704326107 470 14226 SH SOLE 14226
PC-TEL INC COM 69325Q105 99 10583 SH SOLE 10583
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 919 1000000 SH SOLE 1000000
PEOPLES UNITED FINANCIAL INC COM 712704105 343 17795 SH SOLE 17795
PEP BOYS MANNY MOE & JACK COM 713278109 154 24979 SH SOLE 24979
PETROCHINA CO LTD SPONSORED ADR 71646E100 201 1956 SH SOLE 1956
PETSMART INC COM 716768106 1637 66245 SH SOLE 66245
PFIZER INC COM 717081103 232 12567 SH SOLE 12567
PHILIP MORRIS INTL INC COM 718172109 372 7724 SH SOLE 7724
PHOENIX TECHNOLOGY LTD COM 719153108 124 15566 SH SOLE 15566
PILGRIMS PRIDE CORP COM 721467108 65 26051 SH SOLE 26051
PINNACLE AIRL CORP COM 723443107 124 31190 SH SOLE 31190
PINNACLE ENTMT INC COM 723456109 209 27598 SH SOLE 27598
PINNACLE WEST CAP CORP COM 723484101 478 13900 SH SOLE 13900
PIONEER NAT RES CO NOTE 2.875% 1/1 723787AH0 1053 1000000 SH SOLE 1000000
PLUM CREEK TIMBER CO INC COM 729251108 220 4410 SH SOLE 4410
PMI GROUP INC COM 69344M101 135 45661 SH SOLE 45661
PNC FINL SVCS GROUP INC COM 693475105 309 4132 SH SOLE 4132
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 206 5300 SH CALL SOLE 5300
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1850 47546 SH SOLE 47546
POWERWAVE TECHNOLOGIES INC COM 739363109 46 11593 SH SOLE 11593
PPG INDS INC COM 693506107 758 12991 SH SOLE 12991
PRECISION CASTPARTS CORP COM 740189105 2333 29619 SH SOLE 29619
PREMIERWEST BANCORP COM 740921101 85 10562 SH SOLE 10562
PRICE T ROWE GROUP INC COM 74144T108 744 13857 SH SOLE 13857
PRICELINE COM INC COM NEW 741503403 863 12608 SH SOLE 12608
PRIMEDIA INC COM NEW 74157K846 29 11815 SH SOLE 11815
PROCTER & GAMBLE CO COM 742718109 2578 36993 SH SOLE 36993
PROLIANCE INTL INC COM 74340R104 11 14145 SH SOLE 14145
PROSHARES TR ULTRASHRT FINL 74347R628 1605 15917 SH SOLE 15917
PROSHARES TR ULTRASHRT FINL 74347R628 1805 17900 SH PUT SOLE 17900
PROSHARES TR ULTRASHRT FINL 74347R628 4103 40700 SH CALL SOLE 40700
PROTECTIVE LIFE CORP COM 743674103 228 7987 SH SOLE 7987
PSS WORLD MED INC COM 69366A100 197 10100 SH SOLE 10100
PUBLIC STORAGE COM 74460D109 1143 11542 SH SOLE 11542
PULTE HOMES INC COM 745867101 169 12111 SH SOLE 12111
PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 110 18600 SH SOLE 18600
PUTNAM PREMIER INCOME TR SH BEN INT 746853100 78 14300 SH SOLE 14300
QIAO XING MOBILE COMM CO LTD SHS G73031109 37 12260 SH SOLE 12260
QIAO XING UNIVERSAL TELEPHON ORD G7303A109 54 22000 SH SOLE 22000
QUANTA CAPITAL HLDGS LTD SHS G7313F106 714 258596 SH SOLE 258596
QUANTA SVCS INC SDCV 4.500%10/074762EAC6 895 369000 SH SOLE 369000
QUANTA SVCS INC NOTE 3.750% 4/374762EAE2 1327 1000000 SH SOLE 1000000
QUEST DIAGNOSTICS INC COM 74834L100 336 6500 SH SOLE 6500
QUIKSILVER INC COM 74838C106 214 37202 SH SOLE 37202
QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 1217 1417000 SH SOLE 1417000
R H DONNELLEY CORP COM NEW 74955W307 25 12460 SH SOLE 12460
RADIAN GROUP INC COM 750236101 83 16444 SH SOLE 16444
RADNET INC COM 750491102 102 25312 SH SOLE 25312
RADVISION LTD ORD M81869105 131 21736 SH SOLE 21736
RADWARE LTD ORD M81873107 183 22026 SH SOLE 22026
RAINMAKER SYSTEMS COM NEW 750875304 65 28679 SH SOLE 28679
RAIT FINANCIAL TRUST COM 749227104 61 11030 SH SOLE 11030
RALCORP HLDGS INC NEW COM 751028101 210 3115 SH SOLE 3115
RAM ENERGY RESOURCES INC COM 75130P109 48 16678 SH SOLE 16678
RAMBUS INC DEL NOTE 2/0 750917AB2 961 1000000 SH SOLE 1000000
RAYONIER INC COM 754907103 534 11273 SH SOLE 11273
RAYONIER TRS HLDGS INC NOTE 3.750%10/175508AAB2 1003 1000000 SH SOLE 1000000
REALNETWORKS INC COM 75605L104 91 17909 SH SOLE 17909
RED HAT INC COM 756577102 179 11852 SH SOLE 11852
REDIFF COM INDIA LTD SPONSORED ADR 757479100 69 16920 SH SOLE 16920
REGAL BELOIT CORP COM 758750103 250 5874 SH SOLE 5874
REGIONS FINANCIAL CORP NEW COM 7591EP100 305 31730 SH SOLE 31730
REINSURANCE GROUP AMER INC CL A 759351406 329 6097 SH SOLE 6097
RELIANCE STEEL & ALUMINUM CO COM 759509102 283 7457 SH SOLE 7457
RELIANT ENERGY INC COM 75952B105 96 13117 SH SOLE 13117
RELM WIRELESS CORP COM 759525108 20 14000 SH SOLE 14000
RENT A CTR INC NEW COM 76009N100 219 9814 SH SOLE 9814
REPSOL YPF S A SPONSORED ADR 76026T205 332 11200 SH SOLE 11200
RESEARCH IN MOTION LTD COM 760975102 252 3686 SH SOLE 3686
RF MICRODEVICES INC COM 749941100 121 41495 SH SOLE 41495
RIO TINTO PLC SPONSORED ADR 767204100 424 1700 SH PUT SOLE 1700
RIO TINTO PLC SPONSORED ADR 767204100 749 3000 SH CALL SOLE 3000
RITE AID CORP COM 767754104 16 19634 SH SOLE 19634
RIVIERA HLDGS CORP COM 769627100 74 10027 SH SOLE 10027
RMK ADVANTAGE INCOME FD INC COM 74963L103 28 27800 SH SOLE 27800
RMK HIGH INCOME FD INC COM SHS 74963B105 21 20000 SH SOLE 20000
RMK MULTI SECTR HI INCM FD I COM 74963Q102 55 73115 SH SOLE 73115
RMR ASIA PAC REAL ESTATE FD COM 76969W108 87 10700 SH SOLE 10700
RMR ASIA REAL ESTATE FUND COM BENE INTER 74964Q101 122 16100 SH SOLE 16100
RMR HOSPITALITY REAL ESTATE COM 74963J108 114 11100 SH SOLE 11100
RMR REAL ESTATE FD SH BEN INT 74963F106 171 20800 SH SOLE 20800
ROCKFORD CORP COM 77316P101 22 19200 SH SOLE 19200
ROPER INDS INC NEW COM 776696106 259 4552 SH SOLE 4552
ROWAN COS INC COM 779382100 491 16060 SH SOLE 16060
ROYAL BK CDA MONTREAL QUE COM 780087102 389 8102 SH SOLE 8102
ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 780097721 54 16919 SH SOLE 16919
RUBY TUESDAY INC COM 781182100 163 28201 SH SOLE 28201
RUDOLPH TECHNOLOGIES INC COM 781270103 87 10400 SH SOLE 10400
RUTHS HOSPITALITY GROUP INC COM 783332109 77 19489 SH SOLE 19489
S1 CORPORATION COM 78463B101 89 14608 SH SOLE 14608
SADIA S A SPON ADR PFD 786326108 139 14827 SH SOLE 14827
SAKS INC COM 79377W108 1564 169100 SH SOLE 169100
SAKS INC NOTE 2.000% 3/1 79377WAL2 462 500000 SH SOLE 500000
SALARY COM INC COM 794006106 72 17796 SH SOLE 17796
SANGAMO BIOSCIENCES INC COM 800677106 94 12228 SH SOLE 12228
SANMINA SCI CORP COM 800907107 27 19349 SH SOLE 19349
SANTARUS INC COM 802817304 23 11400 SH SOLE 11400
SAPIENT CORP COM 803062108 151 20355 SH SOLE 20355
SAPPI LTD SPON ADR NEW 803069202 130 12964 SH SOLE 12964
SASOL LTD SPONSORED ADR 803866300 240 5648 SH SOLE 5648
SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 890 1000000 SH SOLE 1000000
SCANA CORP NEW COM 80589M102 1030 26445 SH SOLE 26445
SCHEIN HENRY INC COM 806407102 553 10280 SH SOLE 10280
SCHERING PLOUGH CORP COM 806605101 252 13624 SH SOLE 13624
SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 1957 1000000 SH SOLE 1000000
SCHWAB CHARLES CORP NEW COM 808513105 239 9184 SH SOLE 9184
SCIENTIFIC GAMES CORP CL A 80874P109 403 17527 SH SOLE 17527
SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 584 500000 SH SOLE 500000
SEALY CORP COM 812139301 233 36038 SH SOLE 36038
SEASPAN CORP SHS Y75638109 182 10062 SH SOLE 10062
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 455 23000 SH PUT SOLE 23000
SEMPRA ENERGY COM 816851109 455 9010 SH SOLE 9010
SEMTECH CORP COM 816850101 162 11600 SH SOLE 11600
SENOMYX INC COM 81724Q107 79 17400 SH SOLE 17400
SEPRACOR INC NOTE 12/1 817315AT1 978 1000000 SH SOLE 1000000
SEQUENOM INC COM NEW 817337405 205 7700 SH PUT SOLE 7700
SERVICE CORP INTL COM 817565104 736 88080 SH SOLE 88080
SESI L L C NOTE 1.500%12/1 78412FAH7 903 1000000 SH SOLE 1000000
SHAW GROUP INC COM 820280105 560 18228 SH SOLE 18228
SHENGDA TECH INC COM 823213103 86 12231 SH SOLE 12231
SHORETEL INC COM 825211105 65 11270 SH SOLE 11270
SIERRA PAC RES NEW COM 826428104 304 31701 SH SOLE 31701
SIGMA ALDRICH CORP COM 826552101 1492 28470 SH SOLE 28470
SILICON IMAGE INC COM 82705T102 88 16489 SH SOLE 16489
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 137 23707 SH SOLE 23707
SINA CORP ORD G81477104 215 6110 SH SOLE 6110
SINCLAIR BROADCAST GROUP INC CL A 829226109 90 17940 SH SOLE 17940
SIRF TECHNOLOGY HLDGS INC COM 82967H101 32 21457 SH SOLE 21457
SIRIUS XM RADIO INC COM 82967N108 9 15258 SH SOLE 15258
SMART BALANCE INC COM 83169Y108 82 12559 SH SOLE 12559
SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 64 21429 SH SOLE 21429
SMITH INTL INC COM 832110100 969 16522 SH SOLE 16522
SNAP ON INC COM 833034101 271 5155 SH SOLE 5155
SOAPSTONE NETWORKS INC COM 833570104 105 31224 SH SOLE 31224
SONIC AUTOMOTIVE INC CL A 83545G102 101 11993 SH SOLE 11993
SONIC INNOVATIONS INC COM 83545M109 78 30800 SH SOLE 30800
SONICWALL INC COM 835470105 132 25220 SH SOLE 25220
SONUS NETWORKS INC COM 835916107 154 53457 SH SOLE 53457
SOURCEFIRE INC COM 83616T108 119 16342 SH SOLE 16342
SOUTHERN COPPER CORP COM 84265V105 246 12893 SH SOLE 12893
SOVEREIGN BANCORP INC COM 845905108 106 26774 SH SOLE 26774
SPAIN FD COM 846330108 129 18600 SH SOLE 18600
SPARTAN MTRS INC COM 846819100 151 47479 SH SOLE 47479
SPDR SERIES TRUST KBW REGN BK ETF 78464A698 337 9500 SH SOLE 9500
SPECTRUM CTL INC COM 847615101 104 14500 SH SOLE 14500
SPREADTRUM COMMUNICATIONS IN ADR 849415203 60 26621 SH SOLE 26621
SPX CORP COM 784635104 203 2631 SH SOLE 2631
ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 946 1000000 SH SOLE 1000000
STARBUCKS CORP COM 855244109 184 12355 SH SOLE 12355
STATE STR CORP COM 857477103 339 5956 SH SOLE 5956
STEAK N SHAKE CO COM 857873103 103 11902 SH SOLE 11902
STEC INC COM 784774101 163 21212 SH SOLE 21212
STEELCASE INC CL A 858155203 180 16771 SH SOLE 16771
STEIN MART INC COM 858375108 49 12582 SH SOLE 12582
STEINWAY MUSICAL INSTRS INC COM 858495104 236 8326 SH SOLE 8326
STERLING BANCSHARES INC COM 858907108 111 10603 SH SOLE 10603
STEWART ENTERPRISES INC CL A 860370105 129 16457 SH SOLE 16457
STILLWATER MNG CO COM 86074Q102 64 11042 SH SOLE 11042
STRAYER ED INC COM 863236105 1381 6898 SH SOLE 6898
SUMTOTAL SYS INC COM 866615107 67 16300 SH SOLE 16300
SUN MICROSYSTEMS INC COM NEW 866810203 188 24771 SH SOLE 24771
SUNPOWER CORP DBCV 1.250% 2/1867652AA7 96 77000 SH SOLE 77000
SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/186800CAC8 461 500000 SH SOLE 500000
SYBASE INC COM 871130100 260 8480 SH SOLE 8480
SYBASE INC NOTE 1.750% 2/2871130AB6 632 500000 SH SOLE 500000
SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 550 500000 SH SOLE 500000
SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 551 500000 SH SOLE 500000
SYNGENTA AG SPONSORED ADR 87160A100 378 8934 SH SOLE 8934
SYNOVUS FINL CORP COM 87161C105 1372 132527 SH SOLE 132527
SYSCO CORP COM 871829107 330 10696 SH SOLE 10696
TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1875484AE7 627 500000 SH SOLE 500000
TATA MTRS LTD SPONSORED ADR 876568502 137 17887 SH SOLE 17887
TAUBMAN CTRS INC COM 876664103 756 15127 SH SOLE 15127
TECHNE CORP COM 878377100 377 5233 SH SOLE 5233
TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 140 12298 SH SOLE 12298
TELLABS INC COM 879664100 186 45700 SH SOLE 45700
TENET HEALTHCARE CORP COM 88033G100 480 86428 SH SOLE 86428
TENNANT CO COM 880345103 220 6432 SH SOLE 6432
TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 1110 1000000 SH SOLE 1000000
TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 1227 1000000 SH SOLE 1000000
TEXAS ROADHOUSE INC CL A 882681109 158 17570 SH SOLE 17570
THERMO FISHER SCIENTIFIC INC COM 883556102 566 10286 SH SOLE 10286
THESTREET COM COM 88368Q103 70 11678 SH SOLE 11678
THOMAS & BETTS CORP COM 884315102 590 15106 SH SOLE 15106
THOMSON SPONSORED ADR 885118109 164 46396 SH SOLE 46396
THOMSON REUTERS PLC SPONSORED ADR 885141101 228 1678 SH SOLE 1678
THOR INDS INC COM 885160101 1127 45407 SH SOLE 45407
TIERONE CORP COM 88650R108 52 10217 SH SOLE 10217
TOLLGRADE COMMUNICATIONS INC COM 889542106 91 21643 SH SOLE 21643
TOP SHIPS INC COM NEW Y8897Y305 65 14100 SH SOLE 14100
TORCHMARK CORP COM 891027104 201 3360 SH SOLE 3360
TOTAL S A SPONSORED ADR 8.9151E+113 395 6507 SH SOLE 6507
TOTAL SYS SVCS INC COM 891906109 366 22300 SH SOLE 22300
TRANS WORLD ENTMT CORP COM 89336Q100 45 15819 SH SOLE 15819
TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 907 1000000 SH SOLE 1000000
TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 918 1000000 SH SOLE 1000000
TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 945 1000000 SH SOLE 1000000
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 39 13300 SH SOLE 13300
TRIARC COS INC CL A 895927101 197 33441 SH SOLE 33441
TRIDENT MICROSYSTEMS INC COM 895919108 57 23863 SH SOLE 23863
TRINITY BIOTECH PLC SPON ADR NEW 896438306 42 15000 SH SOLE 15000
TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 519 500000 SH SOLE 500000
TUESDAY MORNING CORP COM NEW 899035505 52 12612 SH SOLE 12612
TW TELECOM INC COM 87311L104 147 14161 SH SOLE 14161
TYCO ELECTRONICS LTD COM NEW G9144P105 271 9800 SH SOLE 9800
TYLER TECHNOLOGIES INC COM 902252105 197 12985 SH SOLE 12985
U S G CORP COM NEW 903293405 212 8282 SH SOLE 8282
ULTRA CLEAN HLDGS INC COM 90385V107 82 16300 SH SOLE 16300
ULTRA PETROLEUM CORP COM 903914109 928 16768 SH SOLE 16768
UMPQUA HLDGS CORP COM 904214103 999 67936 SH SOLE 67936
UNIFI INC COM 904677101 182 37674 SH SOLE 37674
UNILEVER N V N Y SHS NEW 904784709 288 10231 SH SOLE 10231
UNISYS CORP COM 909214108 197 71780 SH SOLE 71780
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 31 15880 SH SOLE 15880
UNITED STATES STL CORP NEW COM 912909108 787 10145 SH SOLE 10145
UNITED THERAPEUTICS CORP DEL COM 91307C102 792 7530 SH SOLE 7530
UNIVERSAL CORP VA COM 913456109 215 4384 SH SOLE 4384
URBAN OUTFITTERS INC COM 917047102 1132 35518 SH SOLE 35518
URS CORP NEW COM 903236107 391 10653 SH SOLE 10653
UST INC COM 902911106 665 10000 SH PUT SOLE 10000
UTSTARCOM INC COM 918076100 41 12227 SH SOLE 12227
V F CORP COM 918204108 276 3567 SH SOLE 3567
VALUEVISION MEDIA INC CL A 92047K107 90 48640 SH SOLE 48640
VANDA PHARMACEUTICALS INC COM 921659108 26 27421 SH SOLE 27421
VCG HLDG CORP COM 91821K101 39 11399 SH SOLE 11399
VERASUN ENERGY CORP COM 92336G106 65 20787 SH SOLE 20787
VERAZ NETWORKS INC COM 923359103 12 10700 SH SOLE 10700
VERICHIP CORP COM 92342V105 5 15700 SH SOLE 15700
VERTEX PHARMACEUTICALS INC COM 92532F100 584 17559 SH SOLE 17559
VIACOM INC NEW CL B 92553P201 240 9668 SH SOLE 9668
VICOR CORP COM 925815102 116 13115 SH SOLE 13115
VIGNETTE CORP COM NEW 926734401 115 10669 SH SOLE 10669
VIMICRO INTL CORP ADR 92718N109 62 25763 SH SOLE 25763
VIRGIN MEDIA INC COM 92769L101 122 15444 SH SOLE 15444
VIRGINIA COMM BANCORP INC COM 92778Q109 83 13320 SH SOLE 13320
VISHAY INTERTECHNOLOGY INC COM 928298108 258 39019 SH SOLE 39019
VITAL SIGNS INC COM 928469105 511 6913 SH SOLE 6913
VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 92 22300 SH SOLE 22300
VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 531 500000 SH SOLE 500000
VORNADO RLTY TR SH BEN INT 929042109 781 8591 SH SOLE 8591
VULCAN MATLS CO COM 929160109 201 2703 SH SOLE 2703
WADDELL & REED FINL INC CL A 930059100 230 9297 SH SOLE 9297
WALGREEN CO COM 931422109 1072 34636 SH SOLE 34636
WARNER MUSIC GROUP CORP COM 934550104 92 12084 SH SOLE 12084
WASHINGTON MUT INC CONV7.75%SER R 939322814 10 73961 SH SOLE 73961
WASHINGTON POST CO CL B 939640108 1734 3115 SH SOLE 3115
WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 456 500000 SH SOLE 500000
WASTE SERVICES INC DEL COM NEW 941075202 92 12433 SH SOLE 12433
WATERS CORP COM 941848103 250 4297 SH SOLE 4297
WEBSITE PROS INC COM 94769V105 67 12400 SH SOLE 12400
WESCO INTL INC DBCV 2.625%10/1 95082PAE5 939 1000000 SH SOLE 1000000
WESTAMERICA BANCORPORATION COM 957090103 314 5453 SH SOLE 5453
WESTAR ENERGY INC COM 95709T100 521 22600 SH SOLE 22600
WESTERN ASSET PREMIER BD FD SHS BEN INT 957664105 140 15200 SH SOLE 15200
WESTERN DIGITAL CORP COM 958102105 1525 71551 SH SOLE 71551
WESTERN UN CO COM 959802109 207 8384 SH SOLE 8384
WET SEAL INC CL A 961840105 83 23000 SH SOLE 23000
WHITNEY HLDG CORP COM 966612103 285 11754 SH SOLE 11754
WILLIS GROUP HOLDINGS LTD SHS G96655108 459 14239 SH SOLE 14239
WILMINGTON TRUST CORP COM 971807102 665 23075 SH SOLE 23075
WIND RIVER SYSTEMS INC COM 973149107 232 23217 SH SOLE 23217
WINDSTREAM CORP COM 97381W104 441 40327 SH SOLE 40327
WMS INDS INC NOTE 2.750% 7/1929297AE9 631 269000 SH SOLE 269000
WYETH DBCV 1/1983024AD2 1455 1500000 SH SOLE 1500000
XILINX INC COM 983919101 222 9455 SH SOLE 9455
XOMA LTD ORD G9825R107 25 11864 SH SOLE 11864
ZALE CORP NEW COM 988858106 203 8136 SH SOLE 8136
ZIMMER HLDGS INC COM 98956P102 1939 30028 SH SOLE 30028
ZIONS BANCORPORATION COM 989701107 273 7058 SH SOLE 7058
ZORAN CORP COM 98975F101 84 10255 SH SOLE 10255
ZYMOGENETICS INC COM 98985T109 199 29889 SH SOLE 29889