Stevens Capital Management as of Dec. 31, 2008
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the December 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 23 10000 SH CALL SOLE 10000
3COM CORP COM 885535104 39 17190 SH SOLE 17190
99 CENTS ONLY STORES COM 65440K106 143 13044 SH SOLE 13044
A D C TELECOMMUNICATIONS COM NEW 000886309 172 31378 SH SOLE 31378
ABERCROMBIE & FITCH CO CL A 002896207 528 22893 SH SOLE 22893
ABERDEEN AUSTRALIA EQTY FD I COM 003011103 179 24700 SH SOLE 24700
ABINGTON BANCORP INC COM 00350L109 94 10142 SH SOLE 10142
ACADIA RLTY TR COM SH BEN INT 004239109 195 13672 SH SOLE 13672
ACERGY S A SPONSORED ADR 00443E104 97 16825 SH SOLE 16825
ACTUANT CORP SDCV 2.000%11/100508XAB0 505 500000 SH SOLE 500000
ACTUATE CORP COM 00508B102 33 11073 SH SOLE 11073
ADAPTEC INC COM 00651F108 68 20553 SH SOLE 20553
ADVANCED MICRO DEVICES INC COM 007903107 997 461747 SH SOLE 461747
ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 103 24411 SH SOLE 24411
AEGON N V NY REGISTRY SH 007924103 109 18045 SH SOLE 18045
AERCAP HOLDINGS NV SHS N00985106 70 23098 SH SOLE 23098
AES CORP COM 00130H105 128 15527 SH SOLE 15527
AGCO CORP NOTE 1.250%12/1 001084AM4 377 500000 SH SOLE 500000
AGL RES INC COM 001204106 228 7283 SH SOLE 7283
AKAMAI TECHNOLOGIES INC COM 00971T101 1115 73872 SH SOLE 73872
ALEXION PHARMACEUTICALS INC NOTE 1.375% 2/0 015351AF6 1151 500000 SH SOLE 500000
ALLEGHENY ENERGY INC COM 017361106 489 14443 SH SOLE 14443
ALLIANT TECHSYSTEMS INC COM 018804104 548 6393 SH SOLE 6393
ALLIED CAP CORP NEW COM 01903Q108 34 12677 SH SOLE 12677
ALLSTATE CORP COM 020002101 1402 42795 SH SOLE 42795
ALPHARMA INC NOTE 2.125% 3/1020813AH4 616 500000 SH SOLE 500000
ALPINE TOTAL DYNAMIC DIVID F COM SBI 021060108 72 11600 SH SOLE 11600
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 204 15076 SH SOLE 15076
AMB PROPERTY CORP COM 00163T109 238 10141 SH SOLE 10141
AMBAC FINL GROUP INC COM 023139108 24 18789 SH SOLE 18789
AMDOCS LTD ORD G02602103 271 14829 SH SOLE 14829
AMEDISYS INC COM 023436108 352 8520 SH SOLE 8520
AMERICAN REPROGRAPHICS CO COM 029263100 120 17394 SH SOLE 17394
AMERIPRISE FINL INC COM 03076C106 1528 65421 SH SOLE 65421
AMERISTAR CASINOS INC COM 03070Q101 117 13518 SH SOLE 13518
AMPHENOL CORP NEW CL A 032095101 719 29997 SH SOLE 29997
AMR CORP COM 001765106 129 12135 SH SOLE 12135
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 284 10245 SH SOLE 10245
ANNALY CAP MGMT INC COM 035710409 264 16614 SH SOLE 16614
ANNTAYLOR STORES CORP COM 036115103 62 10675 SH SOLE 10675
AON CORP COM 037389103 1064 23288 SH SOLE 23288
APACHE CORP COM 037411105 278 3736 SH SOLE 3736
ARCHER DANIELS MIDLAND CO COM 039483102 1841 63866 SH SOLE 63866
ARIBA INC COM NEW 04033V203 92 12826 SH SOLE 12826
ARRAY BIOPHARMA INC COM 04269X105 102 25076 SH SOLE 25076
ARTHROCARE CORP COM 043136100 108 22690 SH SOLE 22690
ASA LIMITED COM G3156P103 221 4333 SH SOLE 4333
ASTRAZENECA PLC SPONSORED ADR 046353108 694 16924 SH SOLE 16924
ATMEL CORP COM 049513104 205 65560 SH SOLE 65560
ATMOS ENERGY CORP COM 049560105 231 9765 SH SOLE 9765
AUTONATION INC COM 05329W102 1658 167810 SH SOLE 167810
AVID TECHNOLOGY INC COM 05367P100 141 12950 SH SOLE 12950
AVNET INC COM 053807103 222 12184 SH SOLE 12184
BAKER HUGHES INC COM 057224107 499 15554 SH SOLE 15554
BALCHEM CORP COM 057665200 304 12208 SH SOLE 12208
BALL CORP COM 058498106 305 7339 SH SOLE 7339
BANCO BRADESCO S A SP ADR PFD NEW 059460303 100 10093 SH SOLE 10093
BANK HAWAII CORP COM 062540109 246 5442 SH SOLE 5442
BANK MUTUAL CORP NEW COM 063750103 299 25893 SH SOLE 25893
BB^T CORP COM 054937107 269 9796 SH SOLE 9796
BECTON DICKINSON & CO COM 075887109 642 9383 SH SOLE 9383
BELO CORP COM SER A 080555105 32 20702 SH SOLE 20702
BERKLEY W R CORP COM 084423102 640 20653 SH SOLE 20653
BGC PARTNERS INC CL A 05541T101 51 18552 SH SOLE 18552
BIODEL INC COM 09064M105 55 11332 SH SOLE 11332
BIOTECH HOLDRS TR DEPOSTRY RCPTS 09067D201 292 1700 SH SOLE 1700
BJ SVCS CO COM 055482103 773 66231 SH SOLE 66231
BLACK BOX CORP DEL COM 091826107 255 9762 SH SOLE 9762
BLOCKBUSTER INC CL B 093679207 22 34430 SH SOLE 34430
BLUE CHIP VALUE FD INC COM 095333100 60 25400 SH SOLE 25400
BOK FINL CORP COM NEW 05561Q201 228 5647 SH SOLE 5647
BORGWARNER INC COM 099724106 809 37151 SH SOLE 37151
BOSTON SCIENTIFIC CORP COM 101137107 559 72186 SH SOLE 72186
BP PLC SPONSORED ADR 055622104 1025 21937 SH SOLE 21937
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 585 7975 SH SOLE 7975
BRINKS HOME SEC HLDGS INC COM 109699108 557 25406 SH SOLE 25406
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 73 25774 SH SOLE 25774
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 311 20379 SH SOLE 20379
BROOKLINE BANCORP INC DEL COM 11373M107 125 11770 SH SOLE 11770
BROOKS AUTOMATION INC COM 114340102 82 14100 SH SOLE 14100
BROWN & BROWN INC COM 115236101 274 13118 SH SOLE 13118
BUILDERS FIRSTSOURCE INC COM 12008R107 15 10104 SH SOLE 10104
CA INC COM 12673P105 446 24057 SH SOLE 24057
CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 313 500000 SH SOLE 500000
CADENCE PHARMACEUTICALS INC COM 12738T100 115 15902 SH SOLE 15902
CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 85 10000 SH SOLE 10000
CALAMOS CONV OPP AND INC FD SH BEN INT 128117108 83 10000 SH SOLE 10000
CALAMOS GBL DYN INCOME FUND COM 12811L107 168 29000 SH SOLE 29000
CALPINE CORP COM NEW 131347304 178 24431 SH SOLE 24431
CAMERON INTERNATIONAL CORP COM 13342B105 487 23753 SH SOLE 23753
CAMPBELL SOUP CO COM 134429109 390 12986 SH SOLE 12986
CANADIAN NATL RY CO COM 136375102 774 21063 SH SOLE 21063
CAPITALSOURCE INC COM 14055X102 81 17603 SH SOLE 17603
CAPSTONE TURBINE CORP COM 14067D102 11 12666 SH SOLE 12666
CATERPILLAR INC DEL COM 149123101 352 7884 SH SOLE 7884
CBIZ INC COM 124805102 117 13541 SH SOLE 13541
CBS CORP NEW CL B 124857202 83 10138 SH SOLE 10138
CENTRAL PAC FINL CORP COM 154760102 146 14574 SH SOLE 14574
CENTURYTEL INC COM 156700106 3137 114793 SH SOLE 114793
CEPHEID COM 15670R107 107 10343 SH SOLE 10343
CERNER CORP COM 156782104 331 8613 SH SOLE 8613
CF INDS HLDGS INC COM 125269100 712 14493 SH SOLE 14493
CHAMPION ENTERPRISES INC COM 158496109 9 15984 SH SOLE 15984
CHARMING SHOPPES INC COM 161133103 26 10477 SH SOLE 10477
CHARTER COMMUNICATIONS INC D CL A 16117M107 2 22725 SH SOLE 22725
CHECKPOINT SYS INC COM 162825103 173 17540 SH SOLE 17540
CHEMED CORP NEW COM 16359R103 207 5213 SH SOLE 5213
CHEMTURA CORP COM 163893100 19 13329 SH SOLE 13329
CHICOPEE BANCORP INC COM 168565109 122 10216 SH SOLE 10216
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 822 16171 SH SOLE 16171
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 243 3931 SH SOLE 3931
CHINA SEC & SURVE TECH INC COM 16942J105 54 12089 SH SOLE 12089
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 131 10739 SH SOLE 10739
CHINACAST EDU CORP COM 16946T109 26 10353 SH SOLE 10353
CHIPOTLE MEXICAN GRILL INC CL A 169656105 284 4579 SH SOLE 4579
CHURCH & DWIGHT INC COM 171340102 1486 26482 SH SOLE 26482
CINCINNATI BELL INC NEW COM 171871106 43 22444 SH SOLE 22444
CIRCUIT CITY STORE INC COM 172737108 1 11215 SH SOLE 11215
CIRRUS LOGIC INC COM 172755100 75 27833 SH SOLE 27833
CIT GROUP INC COM 125581108 78 17274 SH SOLE 17274
CITADEL BROADCASTING CORP COM 17285T106 2 10487 SH SOLE 10487
CKE RESTAURANTS INC COM 12561E105 109 12567 SH SOLE 12567
CKX INC COM 12562M106 57 15608 SH SOLE 15608
CLAYMORE EXCHANGE TRADED FD CLEAR SPIN OFF 18383M605 123 10600 SH SOLE 10600
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 79 12773 SH SOLE 12773
CLOROX CO DEL COM 189054109 245 4411 SH SOLE 4411
CME GROUP INC COM 12572Q105 1686 8100 SH PUT SOLE 8100
CME GROUP INC COM 12572Q105 5161 24799 SH SOLE 24799
CME GROUP INC COM 12572Q105 7367 35400 SH CALL SOLE 35400
CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 430 500000 SH SOLE 500000
CNOOC LTD SPONSORED ADR 126132109 257 2698 SH SOLE 2698
COEUR D ALENE MINES CORP IDA COM 192108108 47 52877 SH SOLE 52877
COHEN & STEERS QUALITY RLTY COM 19247L106 44 11600 SH SOLE 11600
COHEN & STEERS WRLDWD RLT IN COM 19248J100 42 11800 SH SOLE 11800
COLDWATER CREEK INC COM 193068103 49 17149 SH SOLE 17149
COMCAST CORP NEW CL A 20030N101 381 22597 SH SOLE 22597
COMERICA INC COM 200340107 380 19158 SH SOLE 19158
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 889 73377 SH SOLE 73377
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 475 10359 SH SOLE 10359
COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD2 561 384000 SH SOLE 384000
CON-WAY INC COM 205944101 327 12298 SH SOLE 12298
CONSOL ENERGY INC COM 20854P109 238 8336 SH SOLE 8336
CONSOLIDATED EDISON INC COM 209115104 1102 28295 SH SOLE 28295
CORINTHIAN COLLEGES INC COM 218868107 238 14490 SH SOLE 14490
CORNING INC COM 219350105 297 31145 SH SOLE 31145
CORPORATE EXECUTIVE BRD CO COM 21988R102 216 9778 SH SOLE 9778
CORUS BANKSHARES INC COM 220873103 13 11288 SH SOLE 11288
COSAN LTD SHS A G25343107 47 13451 SH SOLE 13451
COVIDIEN LTD COM G2552X108 294 8100 SH SOLE 8100
CROSSTEX ENERGY INC COM 22765Y104 62 15946 SH SOLE 15946
CROWN HOLDINGS INC COM 228368106 536 27931 SH SOLE 27931
CYPRESS SEMICONDUCTOR CORP COM 232806109 588 131641 SH SOLE 131641
DAKTRONICS INC COM 234264109 140 14970 SH SOLE 14970
DARDEN RESTAURANTS INC COM 237194105 558 19785 SH SOLE 19785
DARLING INTL INC COM 237266101 78 14233 SH SOLE 14233
DEAN FOODS CO NEW COM 242370104 391 21782 SH SOLE 21782
DEL MONTE FOODS CO COM 24522P103 73 10266 SH SOLE 10266
DELAWARE ENHANCED GBL DIV & COM 246060107 88 12300 SH SOLE 12300
DENDREON CORP COM 24823Q107 75 16317 SH SOLE 16317
DEVON ENERGY CORP NEW COM 25179M103 2356 35851 SH SOLE 35851
DIAGEO P L C SPON ADR NEW 25243Q205 201 3548 SH SOLE 3548
DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 47 11200 SH SOLE 11200
DIAMONDROCK HOSPITALITY CO COM 252784301 314 61911 SH SOLE 61911
DIGI INTL INC COM 253798102 81 10044 SH SOLE 10044
DIME CMNTY BANCSHARES COM 253922108 261 19590 SH SOLE 19590
DIONEX CORP COM 254546104 408 9089 SH SOLE 9089
DIRECTV GROUP INC COM 25459L106 237 10343 SH SOLE 10343
DIREXION SHS ETF TR LARGE CAP BEAR 25459W854 350 6000 SH CALL SOLE 6000
DIREXION SHS ETF TR SM CAP BULL 3X 25459W847 256 7500 SH CALL SOLE 7500
DIREXION SHS ETF TR LARGE CAP BULL 25459W862 753 20700 SH CALL SOLE 20700
DIREXION SHS ETF TR FINL BEAR 3X 25459W607 860 24100 SH PUT SOLE 24100
DIREXION SHS ETF TR FINL BEAR 3X 25459W607 996 27900 SH CALL SOLE 27900
DIREXION SHS ETF TR FINL BULL 3X 25459W508 830 32600 SH PUT SOLE 32600
DIREXION SHS ETF TR FINL BULL 3X 25459W508 1128 44300 SH CALL SOLE 44300
DIVIDEND CAP RLTY INCM ALLC COM 25537T105 60 30200 SH SOLE 30200
DNP SELECT INCOME FD COM 23325P104 66 10710 SH SOLE 10710
DOMINION RES INC VA NEW NOTE 2.125%12/125746UAT6 527 500000 SH SOLE 500000
DOMTAR CORP COM 257559104 81 48608 SH SOLE 48608
DOW CHEM CO COM 260543103 528 35001 SH SOLE 35001
DREMAN/CLAYMORE DIVID & INC COM 26153R100 135 71500 SH SOLE 71500
DREW INDS INC COM NEW 26168L205 154 12873 SH SOLE 12873
DWS GLOBAL COMMODITIES STK F COM 23338Y100 112 20481 SH SOLE 20481
DWS RREEF REAL ESTATE FD INC COM 233384106 22 11500 SH SOLE 11500
DWS RREEF WORLD REAL EST & T COM 23339T100 111 20200 SH SOLE 20200
DYNEGY INC DEL CL A 26817G102 35 17332 SH SOLE 17332
E TRADE FINANCIAL CORP COM 269246104 18 15693 SH SOLE 15693
EARTHLINK INC COM 270321102 200 29662 SH SOLE 29662
ECLIPSYS CORP COM 278856109 225 15838 SH SOLE 15838
ECTEL LTD ORD M29925100 10 17700 SH SOLE 17700
EDUCATION RLTY TR INC COM 28140H104 184 35192 SH SOLE 35192
EL PASO CORP COM 28336L109 223 28468 SH SOLE 28468
ELECTRONIC ARTS INC COM 285512109 246 15340 SH SOLE 15340
EMCORE CORP COM 290846104 15 11577 SH SOLE 11577
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 130 19430 SH SOLE 19430
ENERGY XXI (BERMUDA) LTD COM SHS G10082108 13 16455 SH SOLE 16455
ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 109 19278 SH SOLE 19278
ENTERGY CORP NEW COM 29364G103 398 4788 SH SOLE 4788
EPICOR SOFTWARE CORP NOTE 2.375% 5/1 29426LAA6 500 1000000 SH SOLE 1000000
EQUINIX INC DBCV 2.500% 2/1 29444UAE6 872 638000 SH SOLE 638000
ERESEARCHTECHNOLOGY INC COM 29481V108 137 20630 SH SOLE 20630
ERICSSON L M TEL CO ADR B SEK 10 294821608 427 54684 SH SOLE 54684
EXCEL MARITIME CARRIERS LTD COM V3267N107 167 23690 SH SOLE 23690
EXCO RESOURCES INC COM 269279402 147 16243 SH SOLE 16243
EXELIXIS INC COM 30161Q104 62 12332 SH SOLE 12332
EXELON CORP COM 30161N101 8943 160812 SH SOLE 160812
F M C CORP COM NEW 302491303 523 11698 SH SOLE 11698
F5 NETWORKS INC COM 315616102 656 28698 SH SOLE 28698
FACET BIOTECH CORP SHS 30303Q103 143 14950 SH SOLE 14950
FEDERAL NATL MTG ASSN COM 313586109 17 22088 SH SOLE 22088
FEDFIRST FINL CORP COM 31429X105 45 10600 SH SOLE 10600
FELCOR LODGING TR INC COM 31430F101 37 20075 SH SOLE 20075
FERRO CORP COM 315405100 179 25323 SH SOLE 25323
FINISAR COM 31787A101 14 36717 SH SOLE 36717
FINISH LINE INC CL A 317923100 134 23941 SH SOLE 23941
FIRST HORIZON NATL CORP COM 320517105 1370 129586 SH SOLE 129586
FIRST NIAGARA FINL GP INC COM 33582V108 267 16519 SH SOLE 16519
FIRST POTOMAC RLTY TR COM 33610F109 142 15277 SH SOLE 15277
FISERV INC COM 337738108 391 10746 SH SOLE 10746
FLIR SYS INC COM 302445101 2270 73983 SH SOLE 73983
FLIR SYS INC NOTE 3.000% 6/0302445AB7 2780 1000000 SH SOLE 1000000
FORD MTR CO DEL COM PAR $0.01 345370860 30 12976 SH SOLE 12976
FORTUNE BRANDS INC COM 349631101 393 9517 SH SOLE 9517
FOSTER WHEELER LTD SHS NEW G36535139 347 14849 SH SOLE 14849
FPL GROUP INC COM 302571104 1543 30659 SH SOLE 30659
FRANKLIN RES INC COM 354613101 819 12838 SH SOLE 12838
FRANKLIN STREET PPTYS CORP COM 35471R106 156 10576 SH SOLE 10576
FRONTIER OIL CORP COM 35914P105 327 25853 SH SOLE 25853
FUELCELL ENERGY INC COM 35952H106 39 10070 SH SOLE 10070
FURNITURE BRANDS INTL INC COM 360921100 195 88014 SH SOLE 88014
GABELLI EQUITY TR INC COM 362397101 57 15478 SH SOLE 15478
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q109 101 22803 SH SOLE 22803
GEN-PROBE INC NEW COM 36866T103 737 17201 SH SOLE 17201
GENERAL GROWTH PPTYS INC COM 370021107 30 23254 SH SOLE 23254
GENERAL MTRS CORP COM 370442105 169 52963 SH SOLE 52963
GENWORTH FINL INC COM CL A 37247D106 35 12506 SH SOLE 12506
GERDAU S A SPONSORED ADR 373737105 100 15129 SH SOLE 15129
GIANT INTERACTIVE GROUP INC ADR 374511103 79 12134 SH SOLE 12134
GILEAD SCIENCES INC COM 375558103 421 8234 SH SOLE 8234
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 286 7667 SH SOLE 7667
GLG PARTNERS INC COM 37929X107 52 22992 SH SOLE 22992
GLOBAL CASH ACCESS HLDGS INC COM 378967103 28 12475 SH SOLE 12475
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 155 15633 SH SOLE 15633
GOLDMAN SACHS GROUP INC COM 38141G104 1017 12051 SH SOLE 12051
GOODRICH CORP COM 382388106 223 6011 SH SOLE 6011
GRACE W R & CO DEL NEW COM 38388F108 152 25503 SH SOLE 25503
GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 301 354000 SH SOLE 354000
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 201 15560 SH SOLE 15560
GSE SYS INC COM 36227K106 78 13300 SH SOLE 13300
GUARANTY BANCORP DEL COM 40075T102 66 33237 SH SOLE 33237
HALLIBURTON CO COM 406216101 1428 78558 SH SOLE 78558
HANSEN NAT CORP COM 411310105 422 12581 SH SOLE 12581
HARMONIC INC COM 413160102 133 23650 SH SOLE 23650
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 110 10030 SH SOLE 10030
HARRY WINSTON DIAMOND CORP COM 41587B100 47 10269 SH SOLE 10269
HARTFORD FINL SVCS GROUP INC COM 416515104 209 12714 SH SOLE 12714
HARVEST NATURAL RESOURCES IN COM 41754V103 123 28637 SH SOLE 28637
HAWAIIAN ELEC INDUSTRIES COM 419870100 258 11646 SH SOLE 11646
HCC INS HLDGS INC COM 404132102 288 10765 SH SOLE 10765
HCP INC COM 40414L109 866 31187 SH SOLE 31187
HEADWATERS INC COM 42210P102 127 18752 SH SOLE 18752
HECKMANN CORP COM 422680108 134 23700 SH SOLE 23700
HECLA MNG CO COM 422704106 48 16970 SH SOLE 16970
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 83 11400 SH SOLE 11400
HEWLETT PACKARD CO COM 428236103 724 19962 SH SOLE 19962
HIGHLAND DISTRESSED OPPORT I COM 430067108 129 60000 SH SOLE 60000
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 21 13114 SH SOLE 13114
HOLLY CORP COM PAR $0.01 435758305 184 10106 SH SOLE 10106
HORMEL FOODS CORP COM 440452100 235 7563 SH SOLE 7563
HOVNANIAN ENTERPRISES INC CL A 442487203 25 14677 SH SOLE 14677
HSBC HLDGS PLC SPON ADR NEW 404280406 482 9909 SH SOLE 9909
HUB GROUP INC CL A 443320106 311 11710 SH SOLE 11710
HUDSON CITY BANCORP COM 443683107 1146 71774 SH SOLE 71774
HUGOTON RTY TR TEX UNIT BEN INT 444717102 199 12374 SH SOLE 12374
HUNTINGTON BANCSHARES INC COM 446150104 146 19042 SH SOLE 19042
HUNTSMAN CORP COM 447011107 59 17277 SH SOLE 17277
IAMGOLD CORP COM 450913108 86 14038 SH SOLE 14038
IDEARC INC COM 451663108 2 22775 SH SOLE 22775
ILLINOIS TOOL WKS INC COM 452308109 874 24924 SH SOLE 24924
INCYTE CORP COM 45337C102 101 26606 SH SOLE 26606
INDEVUS PHARMACEUTICALS INC COM 454072109 53 16989 SH SOLE 16989
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 78 55706 SH SOLE 55706
INFINITY PPTY & CAS CORP COM 45665Q103 223 4774 SH SOLE 4774
INFORMATION SERVICES GROUP I COM 45675Y104 172 50609 SH SOLE 50609
INFOSPACE INC COM NEW 45678T201 209 27704 SH SOLE 27704
ING CLARION GLB RE EST INCM COM 44982G104 43 10800 SH SOLE 10800
INTEGRATED DEVICE TECHNOLOGY COM 458118106 186 33073 SH SOLE 33073
INTEL CORP COM 458140100 824 56233 SH SOLE 56233
INTERCONTINENTALEXCHANGE INC COM 45865V100 371 4500 SH CALL SOLE 4500
INTERCONTINENTALEXCHANGE INC COM 45865V100 899 10900 SH PUT SOLE 10900
INTERNATIONAL BUSINESS MACHS COM 459200101 442 5246 SH SOLE 5246
INTERNATIONAL SPEEDWAY CORP CL A 460335201 296 10300 SH SOLE 10300
INTERNET CAP GROUP INC COM NEW 46059C205 56 10289 SH SOLE 10289
INTERVAL LEISURE GROUP INC COM 46113M108 113 20939 SH SOLE 20939
INTERWOVEN INC COM NEW 46114T508 127 10049 SH SOLE 10049
INTUITIVE SURGICAL INC COM NEW 46120E602 279 2200 SH CALL SOLE 2200
INTUITIVE SURGICAL INC COM NEW 46120E602 991 7800 SH PUT SOLE 7800
INVENTIV HEALTH INC COM 46122E105 178 15415 SH SOLE 15415
ION GEOPHYSICAL CORP COM 462044108 42 12252 SH SOLE 12252
ISHARES INC MSCI S KOREA 464286772 282 10100 SH SOLE 10100
ISHARES INC MSCI MEX INVEST 464286822 578 17924 SH SOLE 17924
ISHARES INC MSCI JAPAN 464286848 438 45700 SH SOLE 45700
ISHARES INC MSCI HONG KONG 464286871 1915 184700 SH SOLE 184700
ISHARES TR IBOXX INV CPBD 464287242 958 9429 SH SOLE 9429
ISHARES TR BARCLYS TIPS BD 464287176 992 10000 SH SOLE 10000
ISHARES TR DJ US REAL EST 464287739 1214 32606 SH SOLE 32606
ISHARES TR RUSSELL 2000 464287655 4663 94692 SH SOLE 94692
ISTAR FINL INC COM 45031U101 30 13398 SH SOLE 13398
JABIL CIRCUIT INC COM 466313103 338 50064 SH SOLE 50064
JACOBS ENGR GROUP INC DEL COM 469814107 587 12199 SH SOLE 12199
JDS UNIPHASE CORP COM PAR $0.001 46612J507 149 40691 SH SOLE 40691
JOHN BEAN TECHNOLOGIES CORP COM 477839104 146 17843 SH SOLE 17843
JOHNSON & JOHNSON COM 478160104 1532 25605 SH SOLE 25605
JOHNSON CTLS INC COM 478366107 663 36495 SH SOLE 36495
K V PHARMACEUTICAL CO CL A 482740206 41 14076 SH SOLE 14076
KEYCORP NEW COM 493267108 196 23015 SH SOLE 23015
KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 735 1000000 SH SOLE 1000000
KNOLL INC COM NEW 498904200 133 14758 SH SOLE 14758
KOREA ELECTRIC PWR SPONSORED ADR 500631106 143 12281 SH SOLE 12281
KOREA FD COM 500634100 326 9480 SH SOLE 9480
KROGER CO COM 501044101 1670 63219 SH SOLE 63219
LA Z BOY INC COM 505336107 81 37268 SH SOLE 37268
LANDAMERICA FINL GROUP INC COM 514936103 1 10617 SH SOLE 10617
LAWSON SOFTWARE INC NEW COM 52078P102 68 14424 SH SOLE 14424
LEAPFROG ENTERPRISES INC CL A 52186N106 81 23245 SH SOLE 23245
LEGG MASON INC COM 524901105 611 27900 SH SOLE 27900
LENNAR CORP CL B 526057302 76 11791 SH SOLE 11791
LEVEL 3 COMMUNICATIONS INC COM 52729N100 35 50069 SH SOLE 50069
LEXICON PHARMACEUTICALS INC COM 528872104 14 10047 SH SOLE 10047
LHC GROUP INC COM 50187A107 293 8149 SH SOLE 8149
LIBERTY PPTY TR SH BEN INT 531172104 435 19068 SH SOLE 19068
LIGAND PHARMACEUTICALS INC CL B 53220K207 38 13716 SH SOLE 13716
LIMITED BRANDS INC COM 532716107 658 65513 SH SOLE 65513
LINCOLN NATL CORP IND COM 534187109 497 26369 SH SOLE 26369
LINEAR TECHNOLOGY CORP COM 535678106 1294 58497 SH SOLE 58497
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 80 10450 SH SOLE 10450
LORILLARD INC COM 544147101 214 3794 SH SOLE 3794
LULULEMON ATHLETICA INC COM 550021109 80 10057 SH SOLE 10057
LUNDIN MINING CORP COM 550372106 12 12476 SH SOLE 12476
M & T BK CORP COM 55261F104 3791 66027 SH SOLE 66027
M D C HLDGS INC COM 552676108 348 11470 SH SOLE 11470
M-SYSTEMS FIN INC NOTE 1.000% 3/1 55375VAB8 199 238000 SH SOLE 238000
MALAYSIA FD INC COM 560905101 149 29600 SH SOLE 29600
MANPOWER INC COM 56418H100 317 9318 SH SOLE 9318
MARATHON OIL CORP COM 565849106 337 12316 SH SOLE 12316
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