Stevens Capital Management as of March 31, 2009
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the March 2009 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 65 21031 SH SOLE 21031
A D C TELECOMMUNICATIONS COM NEW 000886309 221 50401 SH SOLE 50401
A POWER ENERGY GENERAT SYS L COM G04136100 46 10437 SH SOLE 10437
ABERCROMBIE & FITCH CO CL A 002896207 366 15393 SH SOLE 15393
ABERDEEN AUSTRALIA EQTY FD I COM 003011103 121 17700 SH SOLE 17700
ABIOMED INC COM 003654100 107 21932 SH SOLE 21932
ACCENTURE LTD BERMUDA CL A G1150G111 253 9196 SH SOLE 9196
ACTEL CORP COM 004934105 153 15161 SH SOLE 15161
ACTUANT CORP CL A NEW 00508X203 133 12832 SH SOLE 12832
ACTUATE CORP COM 00508B102 45 14651 SH SOLE 14651
ACUITY BRANDS INC COM 00508Y102 552 24484 SH SOLE 24484
ADAPTEC INC COM 00651F108 179 74586 SH SOLE 74586
ADVANCE AUTO PARTS INC COM 00751Y106 707 17208 SH SOLE 17208
ADVANCED ENERGY INDS COM 007973100 77 10200 SH SOLE 10200
AFC ENTERPRISES INC COM 00104Q107 174 38531 SH SOLE 38531
AIRTRAN HLDGS INC COM 00949P108 428 94010 SH SOLE 94010
ALCATEL-LUCENT SPONSORED ADR 013904305 29 15333 SH SOLE 15333
ALCON INC COM SHS H01301102 293 3222 SH SOLE 3222
ALCON INC COM SHS H01301102 455 5000 SH PUT SOLE 5000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 308 8467 SH SOLE 8467
ALLIANCE DATA SYSTEMS CORP COM 018581108 236 6386 SH SOLE 6386
ALLIANZ SE SP ADR 1/10 SH 018805101 89 10605 SH SOLE 10605
ALLIED HEALTHCARE INTL INC COM 01923A109 13 10500 SH SOLE 10500
ALPINE GLOBAL PREMIER PPTYS COM SBI 02083A103 101 34200 SH SOLE 34200
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 213 5800 SH PUT SOLE 5800
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 393 10700 SH CALL SOLE 10700
AMBAC FINL GROUP INC COM 023139108 15 19094 SH SOLE 19094
AMERICAN CAMPUS CMNTYS INC COM 024835100 316 18205 SH SOLE 18205
AMERICAN CAP LTD COM 02503Y103 44 23737 SH SOLE 23737
AMERICAN COMMERCIAL LINES COM NEW 025195207 50 15662 SH SOLE 15662
AMERICAN GREETINGS CORP CL A 026375105 128 25248 SH SOLE 25248
AMERICAN ORIENTAL BIOENGR IN COM 028731107 121 31456 SH SOLE 31456
AMERICAN REPROGRAPHICS CO COM 029263100 45 12694 SH SOLE 12694
AMERICAN SCIENCE & ENGR INC COM 029429107 324 5809 SH SOLE 5809
AMERICAN TOWER CORP CL A 029912201 242 7956 SH SOLE 7956
AMERIGON INC COM 03070L300 39 10624 SH SOLE 10624
AMERIGROUP CORP COM 03073T102 325 11806 SH SOLE 11806
AMGEN INC COM 031162100 385 7767 SH SOLE 7767
AMN HEALTHCARE SERVICES INC COM 001744101 143 28120 SH SOLE 28120
AMR CORP COM 001765106 59 18378 SH SOLE 18378
AMSURG CORP COM 03232P405 165 10439 SH SOLE 10439
ANNALY CAP MGMT INC COM 035710409 368 26553 SH SOLE 26553
ANNTAYLOR STORES CORP COM 036115103 170 32675 SH SOLE 32675
AON CORP COM 037389103 891 21818 SH SOLE 21818
APOLLO GROUP INC CL A 037604105 3177 40562 SH SOLE 40562
APOLLO INVT CORP COM 03761U106 36 10205 SH SOLE 10205
APPLIED MATLS INC COM 038222105 553 51428 SH SOLE 51428
ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 73 11003 SH SOLE 11003
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 561 27986 SH SOLE 27986
ARM HLDGS PLC SPONSORED ADR 042068106 46 10306 SH SOLE 10306
ARMSTRONG WORLD INDS INC NEW COM 04247X102 173 15721 SH SOLE 15721
ARRAY BIOPHARMA INC COM 04269X105 117 44473 SH SOLE 44473
ARRIS GROUP INC COM 04269Q100 311 42219 SH SOLE 42219
ART TECHNOLOGY GROUP INC COM 04289L107 32 12395 SH SOLE 12395
ASHLAND INC NEW COM 044209104 132 12735 SH SOLE 12735
ASM INTL N V COM N07045102 83 10130 SH SOLE 10130
ASTORIA FINL CORP COM 046265104 115 12561 SH SOLE 12561
ASTRAZENECA PLC SPONSORED ADR 046353108 210 5936 SH SOLE 5936
AT^T INC COM 00206R102 325 12905 SH SOLE 12905
ATC TECHNOLOGY CORP COM 00211W104 170 15183 SH SOLE 15183
ATLAS AMER INC COM 049167109 92 10512 SH SOLE 10512
ATMEL CORP COM 049513104 50 13873 SH SOLE 13873
AU OPTRONICS CORP SPONSORED ADR 002255107 170 20216 SH SOLE 20216
AUTOZONE INC COM 053332102 1875 11532 SH SOLE 11532
AVID TECHNOLOGY INC COM 05367P100 183 20059 SH SOLE 20059
AVIGEN INC COM 053690103 78 64000 SH SOLE 64000
AXSYS TECHNOLOGIES INC COM 054615109 396 9411 SH SOLE 9411
BAIDU INC SPON ADR REP A 056752108 1607 9100 SH CALL SOLE 9100
BALCHEM CORP COM 057665200 219 8700 SH SOLE 8700
BALL CORP COM 058498106 1804 41557 SH SOLE 41557
BALLY TECHNOLOGIES INC COM 05874B107 198 10725 SH SOLE 10725
BANCO SANTANDER SA ADR 05964H105 128 18504 SH SOLE 18504
BANK MUTUAL CORP NEW COM 063750103 270 29793 SH SOLE 29793
BANK OF NEW YORK MELLON CORP COM 064058100 230 8134 SH SOLE 8134
BARD C R INC COM 067383109 223 2800 SH SOLE 2800
BARE ESCENTUALS INC COM 067511105 49 11996 SH SOLE 11996
BARNES GROUP INC COM 067806109 247 1400 SH CALL SOLE 1400
BARNES GROUP INC COM 067806109 2631 14900 SH PUT SOLE 14900
BARRETT BILL CORP COM 06846N104 204 9165 SH SOLE 9165
BE AEROSPACE INC COM 073302101 242 27967 SH SOLE 27967
BEBE STORES INC COM 075571109 203 30500 SH SOLE 30500
BELO CORP COM SER A 080555105 9 14520 SH SOLE 14520
BIGBAND NETWORKS INC COM 089750509 106 16125 SH SOLE 16125
BIOGEN IDEC INC COM 09062X103 1310 24999 SH SOLE 24999
BLOCKBUSTER INC CL B 093679207 15 33930 SH SOLE 33930
BLOUNT INTL INC NEW COM 095180105 47 10243 SH SOLE 10243
BLUE CHIP VALUE FD INC COM 095333100 83 37400 SH SOLE 37400
BLUE COAT SYSTEMS INC COM NEW 09534T508 155 12904 SH SOLE 12904
BMC SOFTWARE INC COM 055921100 894 27097 SH SOLE 27097
BORGWARNER INC COM 099724106 1000 49251 SH SOLE 49251
BOYD GAMING CORP COM 103304101 54 14570 SH SOLE 14570
BRASKEM S A SP ADR PFD A 105532105 110 26730 SH SOLE 26730
BRINKER INTL INC COM 109641100 162 10758 SH SOLE 10758
BROADCOM CORP CL A 111320107 445 22296 SH SOLE 22296
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 190 10186 SH SOLE 10186
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 295 21379 SH SOLE 21379
BROOKS AUTOMATION INC COM 114340102 65 14200 SH SOLE 14200
BROWN SHOE INC NEW COM 115736100 137 36443 SH SOLE 36443
BURGER KING HLDGS INC COM 121208201 242 10566 SH SOLE 10566
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 248 5431 SH SOLE 5431
CA INC COM 12673P105 416 23657 SH SOLE 23657
CABOT MICROELECTRONICS CORP COM 12709P103 270 11223 SH SOLE 11223
CABOT OIL & GAS CORP COM 127097103 1150 48786 SH SOLE 48786
CADENCE PHARMACEUTICALS INC COM 12738T100 104 11126 SH SOLE 11126
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 256 19537 SH SOLE 19537
CALPINE CORP COM NEW 131347304 182 26731 SH SOLE 26731
CANADIAN NAT RES LTD COM 136385101 265 13800 SH PUT SOLE 13800
CANADIAN PAC RY LTD COM 13645T100 421 14218 SH SOLE 14218
CAPELLA EDUCATION COMPANY COM 139594105 216 4078 SH SOLE 4078
CAPSTONE TURBINE CORP COM 14067D102 10 14466 SH SOLE 14466
CARDIOME PHARMA CORP COM NEW 14159U202 84 28742 SH SOLE 28742
CAREER EDUCATION CORP COM 141665109 708 29475 SH SOLE 29475
CHARLOTTE RUSSE HLDG INC COM 161048103 110 13481 SH SOLE 13481
CHEMTURA CORP COM 163893100 1 13423 SH SOLE 13423
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 129 20510 SH SOLE 20510
CHILDRENS PL RETAIL STORES I COM 168905107 231 10551 SH SOLE 10551
CHIPOTLE MEXICAN GRILL INC CL B 169656204 841 14676 SH SOLE 14676
CHOICE HOTELS INTL INC COM 169905106 289 11200 SH SOLE 11200
CIBER INC COM 17163B102 52 19058 SH SOLE 19058
CINCINNATI BELL INC NEW COM 171871106 52 22444 SH SOLE 22444
CITADEL BROADCASTING CORP COM 17285T106 1 10534 SH SOLE 10534
CITIGROUP INC COM 172967101 54 21459 SH SOLE 21459
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 44 11878 SH SOLE 11878
CLECO CORP NEW COM 12561W105 272 12546 SH SOLE 12546
CME GROUP INC COM 12572Q105 4016 16300 SH CALL SOLE 16300
CME GROUP INC COM 12572Q105 5076 20600 SH PUT SOLE 20600
CNOOC LTD SPONSORED ADR 126132109 251 2500 SH PUT SOLE 2500
CNOOC LTD SPONSORED ADR 126132109 561 5577 SH SOLE 5577
COCA COLA CO COM 191216100 1005 22857 SH SOLE 22857
COEUR D ALENE MINES CORP IDA COM 192108108 10 10191 SH SOLE 10191
COGENT COMM GROUP INC COM NEW 19239V302 77 10660 SH SOLE 10660
COHEN & STEERS GLOBAL INC BL COM 19248M103 188 30600 SH SOLE 30600
COHEN & STEERS PREM INC RLTY COM 19247V104 34 18300 SH SOLE 18300
COHEN & STEERS QUALITY RLTY COM 19247L106 27 13400 SH SOLE 13400
COHEN & STEERS REIT & UTIL I COM 19247Y108 167 38800 SH SOLE 38800
COHEN & STEERS WRLDWD RLT IN COM 19248J100 84 39000 SH SOLE 39000
COMMVAULT SYSTEMS INC COM 204166102 121 11000 SH SOLE 11000
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 184 16314 SH SOLE 16314
COMPLETE PRODUCTION SERVICES COM 20453E109 40 12837 SH SOLE 12837
COMPUTER SCIENCES CORP COM 205363104 287 7780 SH SOLE 7780
CON-WAY INC COM 205944101 323 18030 SH SOLE 18030
CONSTELLATION BRANDS INC CL A 21036P108 475 39911 SH SOLE 39911
CORINTHIAN COLLEGES INC COM 218868107 339 17419 SH SOLE 17419
CORNING INC COM 219350105 413 31145 SH SOLE 31145
COSAN LTD SHS A G25343107 25 10257 SH SOLE 10257
COUSINS PPTYS INC COM 222795106 130 20257 SH SOLE 20257
COVANTA HLDG CORP COM 22282E102 178 13599 SH SOLE 13599
COVENTRY HEALTH CARE INC COM 222862104 136 10500 SH SOLE 10500
COVIDIEN LTD COM G2552X108 319 9600 SH SOLE 9600
CREE INC COM 225447101 316 13450 SH SOLE 13450
CROCS INC COM 227046109 18 14719 SH SOLE 14719
CROSS CTRY HEALTHCARE INC COM 227483104 66 10120 SH SOLE 10120
CROWN CASTLE INTL CORP COM 228227104 568 27851 SH SOLE 27851
CSG SYS INTL INC COM 126349109 330 23116 SH SOLE 23116
CTC MEDIA INC COM 12642X106 58 12687 SH SOLE 12687
CVB FINL CORP COM 126600105 205 30882 SH SOLE 30882
CVS CAREMARK CORPORATION COM 126650100 470 17115 SH SOLE 17115
CYPRESS SEMICONDUCTOR CORP COM 232806109 187 27600 SH SOLE 27600
CYTORI THERAPEUTICS INC COM 23283K105 33 19444 SH SOLE 19444
DAKTRONICS INC COM 234264109 140 21428 SH SOLE 21428
DARLING INTL INC COM 237266101 60 16290 SH SOLE 16290
DECKERS OUTDOOR CORP COM 243537107 212 4000 SH SOLE 4000
DEL MONTE FOODS CO COM 24522P103 190 26109 SH SOLE 26109
DELTA PETE CORP COM NEW 247907207 18 14794 SH SOLE 14794
DENDREON CORP COM 24823Q107 79 18898 SH SOLE 18898
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 140 11296 SH SOLE 11296
DEVRY INC DEL COM 251893103 202 4200 SH CALL SOLE 4200
DEVRY INC DEL COM 251893103 1539 31951 SH SOLE 31951
DIAMONDROCK HOSPITALITY CO COM 252784301 248 61911 SH SOLE 61911
DIAMONDS TR UNIT SER 1 252787106 311 4100 SH SOLE 4100
DIANA SHIPPING INC COM Y2066G104 162 13767 SH SOLE 13767
DICE HLDGS INC COM 253017107 33 11713 SH SOLE 11713
DINEEQUITY INC COM 254423106 156 13194 SH SOLE 13194
DIREXION SHS ETF TR LARGE CAP BEAR 25459W854 493 7800 SH CALL SOLE 7800
DIREXION SHS ETF TR LARGE CAP BEAR 25459W854 588 9300 SH PUT SOLE 9300
DIREXION SHS ETF TR SM CAP BEAR 3X 25459W839 561 10900 SH SOLE 10900
DIREXION SHS ETF TR SM CAP BEAR 3X 25459W839 900 17500 SH PUT SOLE 17500
DIREXION SHS ETF TR LARGE CAP BULL 25459W862 925 40900 SH CALL SOLE 40900
DIREXION SHS ETF TR SM CAP BULL 3X 25459W847 766 44100 SH PUT SOLE 44100
DIREXION SHS ETF TR SM CAP BULL 3X 25459W847 795 45800 SH CALL SOLE 45800
DIREXION SHS ETF TR FINL BEAR 3X 25459W607 1279 61500 SH CALL SOLE 61500
DIREXION SHS ETF TR LARGE CAP BULL 25459W862 1506 66600 SH PUT SOLE 66600
DIREXION SHS ETF TR FINL BEAR 3X 25459W607 2083 100200 SH PUT SOLE 100200
DIREXION SHS ETF TR FINL BULL 3X 25459W508 3024 546800 SH CALL SOLE 546800
DIREXION SHS ETF TR FINL BULL 3X 25459W508 4020 727000 SH PUT SOLE 727000
DISH NETWORK CORP CL A 25470M109 267 23999 SH SOLE 23999
DISTRIBUCION Y SERVICIO D^S SPONSORED ADR 254753106 476 21353 SH SOLE 21353
DIVIDEND CAP RLTY INCM ALLC COM 25537T105 24 19800 SH SOLE 19800
DIVX INC COM 255413106 58 11497 SH SOLE 11497
DOLLAR TREE INC COM 256746108 253 5676 SH SOLE 5676
DOMTAR CORP COM 257559104 65 68323 SH SOLE 68323
DOUGLAS EMMETT INC COM 25960P109 128 17264 SH SOLE 17264
DOW CHEM CO COM 260543103 213 25243 SH SOLE 25243
DREMAN/CLAYMORE DIVID & INC COM 26153R100 27 18400 SH SOLE 18400
DST SYS INC DEL COM 233326107 447 12926 SH SOLE 12926
DWS RREEF REAL ESTATE FD INC COM 233384106 19 12200 SH SOLE 12200
DYAX CORP COM 26746E103 28 11118 SH SOLE 11118
E TRADE FINANCIAL CORP COM 269246104 46 37404 SH SOLE 37404
EAGLE BULK SHIPPING INC COM Y2187A101 58 13736 SH SOLE 13736
EAST WEST BANCORP INC COM 27579R104 182 39885 SH SOLE 39885
EASTMAN CHEM CO COM 277432100 239 8900 SH SOLE 8900
EATON VANCE TAX ADVT DIV INC COM 27828G107 107 12000 SH SOLE 12000
ECOLAB INC COM 278865100 390 11235 SH SOLE 11235
ECTEL LTD ORD M29925100 6 17700 SH SOLE 17700
ELIZABETH ARDEN INC COM 28660G106 96 16505 SH SOLE 16505
EMCORE CORP COM 290846104 9 11671 SH SOLE 11671
ENERGY CONVERSION DEVICES IN COM 292659109 202 3600 SH CALL SOLE 3600
ENERGY CONVERSION DEVICES IN COM 292659109 97 7300 SH CALL SOLE 7300
ENERGY XXI (BERMUDA) LTD COM SHS G10082108 6 15255 SH SOLE 15255
ENSCO INTL INC COM 26874Q100 2816 106649 SH SOLE 106649
ENTERGY CORP NEW COM 29364G103 317 4649 SH SOLE 4649
ENZON PHARMACEUTICALS INC COM 293904108 86 14086 SH SOLE 14086
EQUIFAX INC COM 294429105 986 40318 SH SOLE 40318
ERESEARCHTECHNOLOGY INC COM 29481V108 63 12038 SH SOLE 12038
ESSEX PPTY TR INC COM 297178105 455 7936 SH SOLE 7936
EUROPEAN EQUITY FUND COM 298768102 78 17600 SH SOLE 17600
EVERGREEN SOLAR INC COM 30033R108 65 30296 SH SOLE 30296
EXAR CORP COM 300645108 165 26494 SH SOLE 26494
EXCEL MARITIME CARRIERS LTD COM V3267N107 54 11954 SH SOLE 11954
EXCO RESOURCES INC COM 269279402 176 17570 SH SOLE 17570
EXELIXIS INC COM 30161Q104 139 30285 SH SOLE 30285
EXPEDIA INC DEL COM 30212P105 620 68319 SH SOLE 68319
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 131 10571 SH SOLE 10571
F5 NETWORKS INC COM 315616102 762 36387 SH SOLE 36387
FALCONSTOR SOFTWARE INC COM 306137100 25 10525 SH SOLE 10525
FEDFIRST FINL CORP COM 31429X105 37 10600 SH SOLE 10600
FERRO CORP COM 315405100 17 12161 SH SOLE 12161
FINISAR COM 31787A101 16 36717 SH SOLE 36717
FINISH LINE INC CL A 317923100 162 24469 SH SOLE 24469
FIRST BANCORP P R COM 318672102 123 28789 SH SOLE 28789
FIRST FINANCIAL NORTHWEST IN COM 32022K102 138 16592 SH SOLE 16592
FIRST FINL BANCORP OH COM 320209109 253 26600 SH SOLE 26600
FIRST SOLAR INC COM 336433107 743 5600 SH PUT SOLE 5600
FIRST SOLAR INC COM 336433107 2481 18700 SH CALL SOLE 18700
FIRSTMERIT CORP COM 337915102 520 28590 SH SOLE 28590
FLOWSERVE CORP COM 34354P105 494 8800 SH PUT SOLE 8800
FLUSHING FINL CORP COM 343873105 108 17966 SH SOLE 17966
FOOT LOCKER INC COM 344849104 803 76605 SH SOLE 76605
FORD MTR CO DEL COM PAR $0.01 345370860 43 16427 SH SOLE 16427
FOREST CITY ENTERPRISES INC CL A 345550107 73 20334 SH SOLE 20334
FOUNDATION COAL HLDGS INC COM 35039W100 219 15291 SH SOLE 15291
FOX CHASE BANCORP COM 35137P106 176 18600 SH SOLE 18600
FPL GROUP INC COM 302571104 1586 31259 SH SOLE 31259
FRANKLIN RES INC COM 354613101 692 12838 SH SOLE 12838
FRONTIER COMMUNICATIONS CORP COM 35906A108 90 12600 SH SOLE 12600
FUELCELL ENERGY INC COM 35952H106 41 17018 SH SOLE 17018
FULTON FINL CORP PA COM 360271100 448 67583 SH SOLE 67583
FURMANITE CORPORATION COM 361086101 71 22922 SH SOLE 22922
GAMMON GOLD INC COM 36467T106 104 16003 SH SOLE 16003
GAP INC DEL COM 364760108 2372 182597 SH SOLE 182597
GARTNER INC COM 366651107 137 12400 SH SOLE 12400
GENENTECH INC COM NEW 368710406 2289 24100 SH CALL SOLE 24100
GENENTECH INC COM NEW 368710406 7920 83400 SH PUT SOLE 83400
GENERAL DYNAMICS CORP COM 369550108 2185 52533 SH SOLE 52533
GENERAL GROWTH PPTYS INC COM 370021107 13 17672 SH SOLE 17672
GENERAL MTRS CORP COM 370442105 78 40124 SH SOLE 40124
GERDAU AMERISTEEL CORP COM 37373P105 113 36791 SH SOLE 36791
GERON CORP COM 374163103 155 34447 SH SOLE 34447
GIBRALTAR INDS INC COM 374689107 112 23632 SH SOLE 23632
GIGAMEDIA LTD ORD Y2711Y104 69 12558 SH SOLE 12558
GILDAN ACTIVEWEAR INC COM 375916103 110 13550 SH SOLE 13550
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 246 7921 SH SOLE 7921
GLOBAL CASH ACCESS HLDGS INC COM 378967103 43 11385 SH SOLE 11385
GMX RES INC COM 38011M108 79 12195 SH SOLE 12195
GOLAR LNG LTD BERMUDA SHS G9456A100 44 12958 SH SOLE 12958
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 214 18899 SH SOLE 18899
GRACE W R & CO DEL NEW COM 38388F108 162 25572 SH SOLE 25572
GRAFTECH INTL LTD COM 384313102 150 24304 SH SOLE 24304
GRAINGER W W INC COM 384802104 435 6194 SH SOLE 6194
GREAT ATLANTIC & PAC TEA INC COM 390064103 77 14450 SH SOLE 14450
GREAT LAKES DREDGE & DOCK CO COM 390607109 52 17221 SH SOLE 17221
GREAT WOLF RESORTS INC COM 391523107 24 10400 SH SOLE 10400
GREATBATCH INC COM 39153L106 234 12103 SH SOLE 12103
GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 378 500000 SH SOLE 500000
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 239 14949 SH SOLE 14949
GSE SYS INC COM 36227K106 77 12961 SH SOLE 12961
GUARANTY BANCORP DEL COM 40075T102 59 33720 SH SOLE 33720
GYMBOREE CORP COM 403777105 414 19384 SH SOLE 19384
H & Q LIFE SCIENCES INVS SH BEN INT 404053100 95 12200 SH SOLE 12200
HACKETT GROUP INC COM 404609109 24 11900 SH SOLE 11900
HAEMONETICS CORP COM 405024100 350 6352 SH SOLE 6352
HAIN CELESTIAL GROUP INC COM 405217100 161 11300 SH SOLE 11300
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 252 23061 SH SOLE 23061
HARVEST ENERGY TR TRUST UNIT 41752X101 156 43427 SH SOLE 43427
HASBRO INC COM 418056107 283 11300 SH SOLE 11300
HAWAIIAN ELEC INDUSTRIES COM 419870100 244 17728 SH SOLE 17728
HEADWATERS INC COM 42210P102 42 13254 SH SOLE 13254
HEALTHSOUTH CORP COM NEW 421924309 206 23193 SH SOLE 23193
HEALTHSPRING INC COM 42224N101 344 5200 SH CALL SOLE 5200
HEARTLAND PMT SYS INC COM 42235N108 174 26323 SH SOLE 26323
HEINZ H J CO COM 423074103 234 7078 SH SOLE 7078
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 84 16400 SH SOLE 16400
HELMERICH & PAYNE INC COM 423452101 909 39919 SH SOLE 39919
HEWITT ASSOCS INC COM 42822Q100 715 24014 SH SOLE 24014
HEWLETT PACKARD CO COM 428236103 563 17562 SH SOLE 17562
HIGHLAND DISTRESSED OPPORT I COM 430067108 119 60000 SH SOLE 60000
HILL INTERNATIONAL INC COM 431466101 61 20036 SH SOLE 20036
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 38 13614 SH SOLE 13614
HLTH CORPORATION COM 40422Y101 155 14996 SH SOLE 14996
HOME DEPOT INC COM 437076102 3028 128516 SH SOLE 128516
HOME FED BANCORP INC MD COM 43710G105 178 20417 SH SOLE 20417
HOOKER FURNITURE CORP COM 439038100 101 11913 SH SOLE 11913
HORACE MANN EDUCATORS CORP N COM 440327104 176 20982 SH SOLE 20982
HOSPIRA INC COM 441060100 599 19424 SH SOLE 19424
HOVNANIAN ENTERPRISES INC CL A 442487203 26 16634 SH SOLE 16634
HSBC HLDGS PLC SPON ADR NEW 404280406 280 9919 SH SOLE 9919
HUBBELL INC CL B 443510201 379 14071 SH SOLE 14071
HUNTINGTON BANCSHARES INC COM 446150104 39 23762 SH SOLE 23762
HUNTSMAN CORP COM 447011107 44 14109 SH SOLE 14109
HURON CONSULTING GROUP INC COM 447462102 253 5954 SH SOLE 5954
HUTCHINSON TECHNOLOGY INC COM 448407106 33 12768 SH SOLE 12768
IAMGOLD CORP COM 450913108 133 15549 SH SOLE 15549
ICONIX BRAND GROUP INC COM 451055107 184 20830 SH SOLE 20830
IDEX CORP COM 45167R104 217 9925 SH SOLE 9925
INCYTE CORP COM 45337C102 112 47834 SH SOLE 47834
INDEVUS PHARMACEUTICALS INC COM 454072109 82 14681 SH SOLE 14681
INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 64 56218 SH SOLE 56218
INFORMATION SERVICES GROUP I COM 45675Y104 141 45788 SH SOLE 45788
INFOSPACE INC COM NEW 45678T201 77 14749 SH SOLE 14749
INTEL CORP COM 458140100 845 56233 SH SOLE 56233
INTERCONTINENTAL HTLS GRP PL SPONS ADR NEW 45857P301 120 15854 SH SOLE 15854
INTERNATIONAL BANCSHARES COR COM 459044103 324 41518 SH SOLE 41518
INTL PAPER CO COM 460146103 442 62740 SH SOLE 62740
INTUITIVE SURGICAL INC COM NEW 46120E602 1449 15200 SH PUT SOLE 15200
INTUITIVE SURGICAL INC COM NEW 46120E602 3299 34600 SH CALL SOLE 34600
INVENTIV HEALTH INC COM 46122E105 85 10413 SH SOLE 10413
INVESTORS BANCORP INC COM 46146P102 158 18604 SH SOLE 18604
ISHARES INC MSCI MEX INVEST 464286822 723 26682 SH SOLE 26682
ISHARES TR HIGH YLD CORP 464288513 236 3474 SH SOLE 3474
ISHARES TR BARCLYS 20+ YR 464287432 444 4200 SH CALL SOLE 4200
ISHARES TR BARCLYS 20+ YR 464287432 666 6300 SH SOLE 6300
ISHARES TR IBOXX INV CPBD 464287242 869 9229 SH SOLE 9229
ISHARES TR BARCLYS 20+ YR 464287432 1047 9900 SH PUT SOLE 9900
ISHARES TR BARCLYS TIPS BD 464287176 1038 10100 SH SOLE 10100
ISHARES TR RUSSELL 2000 464287655 3574 85000 SH SOLE 85000
ISHARES TR DJ US REAL EST 464287739 3539 139000 SH PUT SOLE 139000
ISHARES TR DJ US REAL EST 464287739 4074 160000 SH CALL SOLE 160000
ISHARES TR DJ US FINL SEC 464287788 6633 202361 SH SOLE 202361
ITRON INC COM 465741106 348 7349 SH SOLE 7349
ITT CORP NEW COM 450911102 331 8600 SH SOLE 8600
ITT EDUCATIONAL SERVICES INC COM 45068B109 206 1694 SH SOLE 1694
JACK IN THE BOX INC COM 466367109 235 10106 SH SOLE 10106
JANUS CAP GROUP INC COM 47102X105 289 43511 SH SOLE 43511
JAPAN SMALLER CAPTLZTN FD IN COM 47109U104 183 30600 SH SOLE 30600
JDS UNIPHASE CORP COM PAR $0.001 46612J507 212 65366 SH SOLE 65366
JETBLUE AIRWAYS CORP COM 477143101 268 73485 SH SOLE 73485
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PSS WORLD MED INC COM 69366A100 318 22140 SH SOLE 22140
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SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 539 24285 SH SOLE 24285
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SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1307 148400 SH PUT SOLE 148400
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 13499 1532237 SH SOLE 1532237
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