Stevens Capital Management

Stevens Capital Management as of Sept. 30, 2009

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the September 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
         ------------------            -------------     ------   -----     ----      ----    ----    ----   ------ --------------
ABAXIS INC                          COM                002567105   231      8650       SH           SOLE              8650
ABERCROMBIE & FITCH CO              CL A               002896207   503      15293      SH           SOLE             15293
ACADIA PHARMACEUTICALS INC          COM                004225108    21      12279      SH           SOLE             12279
ACTIVISION BLIZZARD INC             COM                00507V109   172      13890      SH           SOLE             13890
ADMINISTAFF INC                     COM                007094105   301      11474      SH           SOLE             11474
ADTRAN INC                          COM                00738A106   230      9376       SH           SOLE              9376
AGL RES INC                         COM                001204106   260      7383       SH           SOLE              7383
ALASKA AIR GROUP INC                COM                011659109   375      13992      SH           SOLE             13992
ALBEMARLE CORP                      COM                012653101   260      7508       SH           SOLE              7508
ALBERTO CULVER CO NEW               COM                013078100   204      7371       SH           SOLE              7371
ALEXANDRIA REAL ESTATE EQ IN        COM                015271109   285      5235       SH           SOLE              5235
ALLIANCE DATA SYSTEMS CORP          COM                018581108   304      4981       SH           SOLE              4981
AMERICA MOVIL SAB DE CV             SPON ADR L SHS     02364W105   1025     23381      SH           SOLE             23381
AMERICAN PHYSICIANS CAPITAL         COM                028884104   232      8048       SH           SOLE              8048
AMR CORP                            COM                001765106   164      20596      SH           SOLE             20596
AMSURG CORP                         COM                03232P405   203      9577       SH           SOLE              9577
ARCHER DANIELS MIDLAND CO           COM                039483102   1871     64022      SH           SOLE             64022
ASSOCIATED BANC CORP                COM                045487105   351      30728      SH           SOLE             30728
ASTORIA FINL CORP                   COM                046265104   139      12561      SH           SOLE             12561
ASTRAZENECA PLC                     SPONSORED ADR      046353108   369      8220       SH           SOLE              8220
AU OPTRONICS CORP                   SPONSORED ADR      002255107   253      26188      SH           SOLE             26188
AUTOLIV INC                         COM                052800109   206      6129       SH           SOLE              6129
BAIDU INC                           SPON ADR REP A     056752108   1838     4700       SH     CALL  SOLE              4700
BAKER HUGHES INC                    COM                057224107   664      15554      SH           SOLE             15554
BANK MUTUAL CORP NEW                COM                063750103   110      12493      SH           SOLE             12493
BANK OF AMERICA CORPORATION         COM                060505104   1965    116162      SH           SOLE             116162
BARD C R INC                        COM                067383109   204      2600       SH           SOLE              2600
BARRETT BILL CORP                   COM                06846N104   317      9658       SH           SOLE              9658
BE AEROSPACE INC                    COM                073302101   344      17103      SH           SOLE             17103
BECKMAN COULTER INC                 COM                075811109   375      5443       SH           SOLE              5443
BELO CORP                           COM SER A          080555105    89      16402      SH           SOLE             16402
BENCHMARK ELECTRS INC               COM                08160H101   209      11600      SH           SOLE             11600
BIG 5 SPORTING GOODS CORP           COM                08915P101   258      17112      SH           SOLE             17112
BIOGEN IDEC INC                     COM                09062X103   1267     25078      SH           SOLE             25078
BJS WHOLESALE CLUB INC              COM                05548J106   2282     63007      SH           SOLE             63007
BLACKBAUD INC                       COM                09227Q100   228      9846       SH           SOLE              9846
BLUE NILE INC                       COM                09578R103   314      5056       SH           SOLE              5056
BOEING CO                           COM                097023105   915      16900      SH           SOLE             16900
BRIGHTPOINT INC                     COM NEW            109473405   169      19300      SH           SOLE             19300
BROADCOM CORP                       CL A               111320107   684      22296      SH           SOLE             22296
BROOKFIELD ASSET MGMT INC           CL A LTD VT SH     112585104   486      21379      SH           SOLE             21379
BUCKLE INC                          COM                118440106   604      17689      SH           SOLE             17689
CARMAX INC                          COM                143130102   445      21307      SH           SOLE             21307
CARPENTER TECHNOLOGY CORP           COM                144285103   218      9327       SH           SOLE              9327
CASCADE CORP                        COM                147195101   234      8736       SH           SOLE              8736
CATERPILLAR INC DEL                 COM                149123101   507      9884       SH           SOLE              9884
CBL & ASSOC PPTYS INC               COM                124830100   164      16941      SH           SOLE             16941
CHICOS FAS INC                      COM                168615102   214      16483      SH           SOLE             16483
CHINA DIGITAL TV HLDG CO LTD        SPONSORED ADR      16938G107    73      10074      SH           SOLE             10074
CHINA MOBILE LIMITED                SPONSORED ADR      16941M109   303      6160       SH           SOLE              6160
CHIPOTLE MEXICAN GRILL INC          CL A               169656105   334      3445       SH           SOLE              3445
CIMAREX ENERGY CO                   COM                171798101   371      8563       SH           SOLE              8563
CITY NATL CORP                      COM                178566105   791      20325      SH           SOLE             20325
COCA COLA ENTERPRISES INC           COM                191219104   753      35173      SH           SOLE             35173
COLONIAL PPTYS TR                   COM SH BEN INT     195872106   100      10268      SH           SOLE             10268
COMPLETE PRODUCTION SERVICES        COM                20453E109   128      11295      SH           SOLE             11295
CONSTANT CONTACT INC                COM                210313102   261      13584      SH           SOLE             13584
COVIDIEN PLC                        SHS                G2554F105   640      14800      SH           SOLE             14800
CREE INC                            COM                225447101   430      11702      SH           SOLE             11702
CROWN HOLDINGS INC                  COM                228368106   888      32631      SH           SOLE             32631
CULLEN FROST BANKERS INC            COM                229899109   553      10700      SH           SOLE             10700
CYPRESS SEMICONDUCTOR CORP          COM                232806109   358      34670      SH           SOLE             34670
CYTEC INDS INC                      COM                232820100   242      7438       SH           SOLE              7438
DARDEN RESTAURANTS INC              COM                237194105   812      23785      SH           SOLE             23785
DECKERS OUTDOOR CORP                COM                243537107   738      8700       SH           SOLE              8700
DEUTSCHE BANK AG                    NAMEN AKT          D18190898   611      7960       SH           SOLE              7960
DEUTSCHE TELEKOM AG                 SPONSORED ADR      251566105   146      10723      SH           SOLE             10723
DIAGEO P L C                        SPON ADR NEW       25243Q205   230      3735       SH           SOLE              3735
DIAMONDROCK HOSPITALITY CO          COM                252784301   802      99011      SH           SOLE             99011
DIAMONDS TR                         UNIT SER 1         252787106  10690    110100      SH     CALL  SOLE             110100
DIAMONDS TR                         UNIT SER 1         252787106  18797    193600      SH     PUT   SOLE             193600
DICKS SPORTING GOODS INC            COM                253393102   720      32123      SH           SOLE             32123
DIREXION SHS ETF TR                 DLY EMRGMKT BULL   25459W300   488      3600       SH     PUT   SOLE              3600
DIREXION SHS ETF TR                 DLY FIN BULL NEW   25459W516   319      3882       SH           SOLE              3882
DIREXION SHS ETF TR                 DLY SMCAP BULL3X   25459W847   266      5900       SH           SOLE              5900
DIREXION SHS ETF TR                 DLY EMRGMKT BULL   25459W300   1262     9300       SH     CALL  SOLE              9300
DIREXION SHS ETF TR                 DLY ENRGY BEAR3X   25459W870   199      13800      SH     CALL  SOLE             13800
DIREXION SHS ETF TR                 DLY SMCAP BULL3X   25459W847   1457     32300      SH     CALL  SOLE             32300
DIREXION SHS ETF TR                 DLY EMRGMKT BR3X   25459W409   258      36800      SH     CALL  SOLE             36800
DIREXION SHS ETF TR                 DLY ENRGY BULL3X   25459W888   1470     37600      SH     CALL  SOLE             37600
DIREXION SHS ETF TR                 DLY ENRGY BEAR3X   25459W870   583      40400      SH     PUT   SOLE             40400
DIREXION SHS ETF TR                 DLY LRG CAP BULL   25459W862   2420     47400      SH     PUT   SOLE             47400
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   1326     63800      SH     PUT   SOLE             63800
DIREXION SHS ETF TR                 DLY SMCAP BULL3X   25459W847   5974    132400      SH     PUT   SOLE             132400
DIREXION SHS ETF TR                 DLY FIN BEAR NEW   25459W490   6058    291400      SH     CALL  SOLE             291400
DONNELLEY R R & SONS CO             COM                257867101   406      19107      SH           SOLE             19107
DPL INC                             COM                233293109   224      8600       SH           SOLE              8600
DYNEGY INC DEL                      CL A               26817G102    27      10600      SH           SOLE             10600
EL PASO CORP                        COM                28336L109   294      28468      SH           SOLE             28468
EMCOR GROUP INC                     COM                29084Q100   309      12208      SH           SOLE             12208
EMERSON ELEC CO                     COM                291011104   601      15000      SH           SOLE             15000
EQUIFAX INC                         COM                294429105   962      33018      SH           SOLE             33018
ERESEARCHTECHNOLOGY INC             COM                29481V108    97      13832      SH           SOLE             13832
ESSEX PPTY TR INC                   COM                297178105   709      8915       SH           SOLE              8915
EXAR CORP                           COM                300645108   149      20254      SH           SOLE             20254
EXCO RESOURCES INC                  COM                269279402   304      16243      SH           SOLE             16243
F M C CORP                          COM NEW            302491303   619      10998      SH           SOLE             10998
FEDERAL REALTY INVT TR              SH BEN INT NEW     313747206   425      6924       SH           SOLE              6924
FIDELITY NATIONAL FINANCIAL         CL A               31620R105   208      13786      SH           SOLE             13786
FIRST CASH FINL SVCS INC            COM                31942D107   301      17584      SH           SOLE             17584
FIRST COMWLTH FINL CORP PA          COM                319829107   192      33772      SH           SOLE             33772
FIRST FINL BANKSHARES               COM                32020R109   212      4277       SH           SOLE              4277
FIRST NIAGARA FINL GP INC           COM                33582V108   1412    114545      SH           SOLE             114545
FNB CORP PA                         COM                302520101   124      17401      SH           SOLE             17401
FOOT LOCKER INC                     COM                344849104   833      69705      SH           SOLE             69705
G-III APPAREL GROUP LTD             COM                36237H101   144      10200      SH           SOLE             10200
GAMESTOP CORP NEW                   CL A               36467W109   751      28373      SH           SOLE             28373
GEO GROUP INC                       COM                36159R103   311      15441      SH           SOLE             15441
GILEAD SCIENCES INC                 COM                375558103   383      8234       SH           SOLE              8234
GREAT ATLANTIC & PAC TEA INC        COM                390064103    90      10060      SH           SOLE             10060
GREATBATCH INC	SDCV   2.250% 6/1		       39153LAB2   451	    500000     SH	    SOLE	     500000
GREEN MTN COFFEE ROASTERS IN        COM                393122106   601      8133       SH           SOLE              8133
GSE SYS INC                         COM                36227K106    64      10361      SH           SOLE             10361
HANESBRANDS INC                     COM                410345102   339      15854      SH           SOLE             15854
HANOVER INS GROUP INC               COM                410867105   305      7383       SH           SOLE              7383
HANSEN NAT CORP                     COM                411310105   462      12581      SH           SOLE             12581
HARRIS CORP DEL                     COM                413875105   225      5979       SH           SOLE              5979
HELIX ENERGY SOLUTIONS GRP I        COM                42330P107   312      20800      SH           SOLE             20800
HELMERICH & PAYNE INC               COM                423452101   392      9911       SH           SOLE              9911
HONDA MOTOR LTD                     AMERN SHS          438128308   232      7662       SH           SOLE              7662
HOSPIRA INC                         COM                441060100   892      20000      SH           SOLE             20000
HOSPITALITY PPTYS TR                COM SH BEN INT     44106M102   402      19751      SH           SOLE             19751
HUMAN GENOME SCIENCES INC           COM                444903108   631      33536      SH           SOLE             33536
HUNTINGTON BANCSHARES INC           COM                446150104    71      14985      SH           SOLE             14985
IDEXX LABS INC                      COM                45168D104   682      13637      SH           SOLE             13637
IMPERIAL OIL LTD                    COM NEW            453038408   215      5649       SH           SOLE              5649
INFOSPACE INC                       COM PAR $.0001     45678T300   141      18240      SH           SOLE             18240
INTERNATIONAL COAL GRP INC N        COM                45928H106    54      13523      SH           SOLE             13523
INTERPUBLIC GROUP COS INC           COM                460690100   354      47108      SH           SOLE             47108
INVESTORS REAL ESTATE TR            SH BEN INT         461730103   138      15238      SH           SOLE             15238
ISHARES INC                         MSCI JAPAN         464286848   119      12000      SH           SOLE             12000
ISHARES TR INDEX                    IBOXX INV CPBD     464287242   1003     9400       SH           SOLE              9400
ISHARES TR INDEX                    RUSSELL 2000       464287655   3066     50900      SH     CALL  SOLE             50900
ISHARES TR INDEX                    MSCI EMERG MKT     464287234   2276     58500      SH     CALL  SOLE             58500
ISHARES TR INDEX                    RUSSELL 2000       464287655   3578     59400      SH     PUT   SOLE             59400
ISHARES TR INDEX                    MSCI EMERG MKT     464287234  18957    487200      SH     PUT   SOLE             487200
ITT CORP NEW                        COM                450911102   276      5300       SH           SOLE              5300
J CREW GROUP INC                    COM                46612H402   1029     28716      SH           SOLE             28716
JA SOLAR HOLDINGS CO LTD            SPON ADR           466090107    41      10156      SH           SOLE             10156
JDA SOFTWARE GROUP INC              COM                46612K108   416      18948      SH           SOLE             18948
JOHNSON & JOHNSON                   COM                478160104   950      15595      SH           SOLE             15595
JOHNSON CTLS INC                    COM                478366107   1247     48795      SH           SOLE             48795
KBR INC                             COM                48242W106   842      36170      SH           SOLE             36170
KIMBERLY CLARK CORP                 COM                494368103   289      4900       SH           SOLE              4900
KIMCO REALTY CORP                   COM                49446R109   209      16043      SH           SOLE             16043
KINDRED HEALTHCARE INC              COM                494580103   246      15160      SH           SOLE             15160
KRAFT FOODS INC                     CL A               50075N104   1076     40945      SH           SOLE             40945
KROGER CO                           COM                501044101   1299     62919      SH           SOLE             62919
LAUDER ESTEE COS INC                CL A               518439104   237      6379       SH           SOLE              6379
LEGG MASON INC                      COM                524901105   209      6726       SH           SOLE              6726
LENNAR CORP                         CL A               526057104   263      18451      SH           SOLE             18451
LIMITED BRANDS INC                  COM                532716107   919      54013      SH           SOLE             54013
LIZ CLAIBORNE INC                   COM                539320101    53      10800      SH           SOLE             10800
MANPOWER INC                        COM                56418H100   860      15170      SH           SOLE             15170
MARINER ENERGY INC                  COM                56845T305   209      14724      SH           SOLE             14724
MARTIN MARIETTA MATLS INC           COM                573284106   295      3206       SH           SOLE              3206
MATTEL INC                          COM                577081102   414      22409      SH           SOLE             22409
MCCORMICK & CO INC                  COM NON VTG        579780206   289      8502       SH           SOLE              8502
MEDCATH CORP                        COM                58404W109    96      10969      SH           SOLE             10969
MERCURY GENL CORP NEW               COM                589400100   268      7421       SH           SOLE              7421
MEREDITH CORP                       COM                589433101   470      15685      SH           SOLE             15685
MERIT MED SYS INC                   COM                589889104   185      10696      SH           SOLE             10696
METLIFE INC                         COM                59156R108   1784     46870      SH           SOLE             46870
MGM MIRAGE                          COM                552953101   257      21320      SH           SOLE             21320
MICROSOFT CORP                      COM                594918104   296      11500      SH           SOLE             11500
MICROSTRATEGY INC                   CL A NEW           594972408   279      3893       SH           SOLE              3893
MILLIPORE CORP                      COM                601073109   1254     17830      SH           SOLE             17830
MUELLER INDS INC                    COM                624756102   221      9261       SH           SOLE              9261
NATIONAL FINL PARTNERS CORP         COM                63607P208    91      10453      SH           SOLE             10453
NATIONAL RETAIL PROPERTIES I        COM                637417106   337      15708      SH           SOLE             15708
NBTY INC                            COM                628782104   672      16981      SH           SOLE             16981
NETFLIX INC                         COM                64110L106   200      4336       SH           SOLE              4336
NEW YORK CMNTY BANCORP INC          COM                649445103   639      55964      SH           SOLE             55964
NEW YORK TIMES CO                   CL A               650111107   279      34342      SH           SOLE             34342
NEWMARKET CORP                      COM                651587107   252      2710       SH           SOLE              2710
NEWS CORP                           CL B               65248E203   1869    133611      SH           SOLE             133611
NEWS CORP                           CL A               65248E104   2091    174802      SH           SOLE             174802
NIKE INC                            CL B               654106103   620      9585       SH           SOLE              9585
NOKIA CORP                          SPONSORED ADR      654902204   675      46212      SH           SOLE             46212
NORDSTROM INC                       COM                655664100   791      25887      SH           SOLE             25887
NRG ENERGY INC                      COM NEW            629377508   312      11062      SH           SOLE             11062
NSTAR                               COM                67019E107   256      8055       SH           SOLE              8055
NVR INC                             COM                62944T105   1388     2177       SH           SOLE              2177
ODYSSEY HEALTHCARE INC              COM                67611V101   142      11384      SH           SOLE             11384
OLD REP INTL CORP                   COM                680223104   145      11868      SH           SOLE             11868
OMNICELL INC                        COM                68213N109   137      12298      SH           SOLE             12298
ONEOK INC NEW                       COM                682680103   253      6900       SH           SOLE              6900
OPENWAVE SYS INC                    COM NEW            683718308    44      16900      SH           SOLE             16900
OVERSEAS SHIPHOLDING GROUP I        COM                690368105   590      15800      SH           SOLE             15800
PACKAGING CORP AMER                 COM                695156109   291      14266      SH           SOLE             14266
PARKER DRILLING CO                  COM                701081101    56      10311      SH           SOLE             10311
PATTERSON UTI ENERGY INC            COM                703481101   210      13900      SH           SOLE             13900
PAYCHEX INC                         COM                704326107   413      14226      SH           SOLE             14226
PETROHAWK ENERGY CORP               COM                716495106   379      15669      SH           SOLE             15669
PETROLEO BRASILEIRO SA PETRO        SP ADR NON VTG     71654V101   289      7360       SH           SOLE              7360
PFIZER INC                          COM                717081103   262      15827      SH           SOLE             15827
PG^E CORP                           COM                69331C108   919      22700      SH           SOLE             22700
PHILIP MORRIS INTL INC              COM                718172109   357      7325       SH           SOLE              7325
PIER 1 IMPORTS INC                  COM                720279108    53      13690      SH           SOLE             13690
PMC-SIERRA INC                      COM                69344F106   103      10800      SH           SOLE             10800
PNC FINL SVCS GROUP INC             COM                693475105   365      7508       SH           SOLE              7508
POST PPTYS INC                      COM                737464107   219      12171      SH           SOLE             12171
POWERSHARES QQQ TRUST               UNIT SER 1         73935A104   380      8989       SH           SOLE              8989
POWERSHARES QQQ TRUST               UNIT SER 1         73935A104   1306     30900      SH     CALL  SOLE             30900
POWERSHARES QQQ TRUST               UNIT SER 1         73935A104   2818     66700      SH     PUT   SOLE             66700
PPL CORP                            COM                69351T106   665      21910      SH           SOLE             21910
PRAXAIR INC                         COM                74005P104   1329     16264      SH           SOLE             16264
PROGRESS ENERGY INC                 COM                743263105   485      12418      SH           SOLE             12418
PROSHARES TR                        ULTRPRO S^P500     74347X864   829      6400       SH     CALL  SOLE              6400
PROSHARES TR                        PSHS ULTRA DOW30   74347R305   356      9400       SH     PUT   SOLE              9400
PROSHARES TR                        PSHS ULTSHT FINL   74347R628   438      17500      SH     CALL  SOLE             17500
PROSHARES TR                        PSHS ULTRA O^G     74347R719   613      19100      SH     CALL  SOLE             19100
PROSHARES TR                        PSHS ULTRSHT O^G   74347R586   315      21700      SH     CALL  SOLE             21700
PROSHARES TR                        ULTRPRO S^P500     74347X864   3045     23500      SH     PUT   SOLE             23500
PROSHARES TR                        PSHS ULTASH DW30   74347R867   1020     29000      SH     PUT   SOLE             29000
PROSHARES TR                        PSHS UT SHT MSCI   74347R354   411      30400      SH     CALL  SOLE             30400
PROSHARES TR                        ULT SHR S^P500     74347X856   1545     34000      SH     PUT   SOLE             34000
PROSHARES TR                        PSHS ULSHT SP500   74347R883   1450     35900      SH     CALL  SOLE             35900
PROSHARES TR                        PSHS ULTRA O^G     74347R719   1682     52400      SH     PUT   SOLE             52400
PROSHARES TR                        PSHS ULTRA DOW30   74347R305   2084     55100      SH     CALL  SOLE             55100
PROSHARES TR                        PSHS ULTSHRT QQQ   74347R875   1278     55477      SH           SOLE             55477
PROSHARES TR                        PSHS ULSHRUS2000   74347R834   1934     67400      SH     PUT   SOLE             67400
PROSHARES TR                        PSHS ULTRA FINL    74347R743   399      67700      SH     CALL  SOLE             67700
PROSHARES TR                        PSHS ULTRSHT O^G   74347R586   1204     83000      SH     PUT   SOLE             83000
PROSHARES TR                        PSHS ULTRUSS2000   74347R842   2480     93100      SH     PUT   SOLE             93100
PROSHARES TR                        PSHS UL XIN CH25   74347R321   961      98100      SH     PUT   SOLE             98100
PROSHARES TR                        PSHS ULTRA FINL    74347R743   709     120200      SH     PUT   SOLE             120200
PROSHARES TR                        PSHS ULT S^P 500   74347R107   4750    138400      SH     CALL  SOLE             138400
PROSHARES TR                        PSHS ULSHRUS2000   74347R834  10202    355600      SH     CALL  SOLE             355600
PROSHARES TR                        PSHS ULTRA R/EST   74347R677   2378    397700      SH     CALL  SOLE             397700
PROSHARES TR II                     ULT DJ UBS CRUDE   74347W502   248      22100      SH     CALL  SOLE             22100
PROSHARES TR II                     ULT DJ UBS CRUDE   74347W502   312      27800      SH     PUT   SOLE             27800
PROSHARES TR II                     ULTRA GOLD         74347W601   1314     34100      SH     CALL  SOLE             34100
PROSHARES TR II                     ULTRA GOLD         74347W601   1807     46900      SH     PUT   SOLE             46900
PSS WORLD MED INC                   COM                69366A100   299      13700      SH           SOLE             13700
QLT INC                             COM                746927102    41      11065      SH           SOLE             11065
QUEST SOFTWARE INC                  COM                74834T103   396      23525      SH           SOLE             23525
QUICKSILVER RESOURCES INC           COM                74837R104   177      12442      SH           SOLE             12442
REGAL BELOIT CORP                   COM                758750103   229      5008       SH           SOLE              5008
REGAL ENTMT GROUP                   CL A               758766109   196      15944      SH           SOLE             15944
RENAISSANCE LEARNING INC            COM                75968L105   108      10885      SH           SOLE             10885
REPSOL YPF S A                      SPONSORED ADR      76026T205   230      8453       SH           SOLE              8453
RESEARCH IN MOTION LTD              COM                760975102   265      3912       SH           SOLE              3912
REVLON INC                          CL A NEW           761525609    51      10576      SH           SOLE             10576
ROBERT HALF INTL INC                COM                770323103   2809    112268      SH           SOLE             112268
ROCKWELL COLLINS INC                COM                774341101   237      4665       SH           SOLE              4665
SAFEWAY INC                         COM NEW            786514208   963      48838      SH           SOLE             48838
SALESFORCE COM INC                  COM                79466L302   843      14800      SH           SOLE             14800
SAPIENT CORP                        COM                803062108    81      10091      SH           SOLE             10091
SCANA CORP NEW                      COM                80589M102   681      19510      SH           SOLE             19510
SCHOLASTIC CORP                     COM                807066105   263      10813      SH           SOLE             10813
SCRIPPS E W CO OHIO                 CL A NEW           811054402    92      12259      SH           SOLE             12259
SELECT SECTOR SPDR TR               SBI HEALTHCARE     81369Y209   2147     74900      SH           SOLE             74900
SELECT SECTOR SPDR TR               SBI INT-ENERGY     81369Y506   4934     91500      SH     CALL  SOLE             91500
SELECT SECTOR SPDR TR               SBI INT-ENERGY     81369Y506   7678    142400      SH     PUT   SOLE             142400
SIGMA ALDRICH CORP                  COM                826552101   1407     26070      SH           SOLE             26070
SILICONWARE PRECISION INDS L        SPONSD ADR SPL     827084864   166      23164      SH           SOLE             23164
SIMON PPTY GROUP INC NEW            COM                828806109   414      5963       SH           SOLE              5963
SLM CORP                            COM                78442P106   150      17227      SH           SOLE             17227
SONICWALL INC                       COM                835470105   130      15520      SH           SOLE             15520
SPDR GOLD TRUST                     GOLD SHS           78463V107   1512     15300      SH     CALL  SOLE             15300
SPDR GOLD TRUST                     GOLD SHS           78463V107   7345     74300      SH     PUT   SOLE             74300
SPDR TR                             UNIT SER 1         78462F103  15523    147054      SH           SOLE             147054
SPHERION CORP                       COM                848420105    90      14534      SH           SOLE             14534
ST JUDE MED INC                     COM                790849103   894      22912      SH           SOLE             22912
ST MARY LD & EXPL CO                COM                792228108   232      7149       SH           SOLE              7149
STANLEY WKS                         COM                854616109   333      7792       SH           SOLE              7792
STARWOOD HOTELS^RESORTS WRLD        COM                85590A401   541      16380      SH           SOLE             16380
STEC INC                            COM                784774101   417      14185      SH           SOLE             14185
STRAYER ED INC                      COM                863236105   246      1132       SH           SOLE              1132
SUNCOR ENERGY INC NEW               COM                867224107   2198     63595      SH           SOLE             63595
SUNPOWER CORP                       COM CL A           867652109   246      8221       SH           SOLE              8221
SUNPOWER CORP                       COM CL B           867652307   649      25717      SH           SOLE             25717
SUNSTONE HOTEL INVS INC NEW         COM                867892101    82      11530      SH           SOLE             11530
SUNTECH PWR HLDGS CO LTD            ADR                86800C104   213      13994      SH           SOLE             13994
SYBASE INC                          COM                871130100   354      9100       SH           SOLE              9100
SYMANTEC CORP                       COM                871503108   320      19424      SH           SOLE             19424
TASER INTL INC                      COM                87651B104   149      31629      SH           SOLE             31629
TAUBMAN CTRS INC                    COM                876664103   546      15127      SH           SOLE             15127
TECH DATA CORP                      COM                878237106   291      7000       SH           SOLE              7000
TECHNE CORP                         COM                878377100   352      5633       SH           SOLE              5633
TELECOMMUNICATION SYS INC           CL A               87929J103   117      14000      SH           SOLE             14000
TERADATA CORP DEL                   COM                88076W103   316      11500      SH           SOLE             11500
TESCO CORP                          COM                88157K101   105      13122      SH           SOLE             13122
THERAVANCE INC                      COM                88338T104   153      10474      SH           SOLE             10474
THORATEC CORP                       COM NEW            885175307   586      19361      SH           SOLE             19361
TIBCO SOFTWARE INC                  COM                88632Q103   126      13263      SH           SOLE             13263
TIDEWATER INC                       COM                886423102   202      4291       SH           SOLE              4291
TIMBERLAND CO                       CL A               887100105   205      14700      SH           SOLE             14700
TIME WARNER CABLE INC               COM                88732J207   967      22435      SH           SOLE             22435
TITANIUM METALS CORP                COM NEW            888339207   123      12800      SH           SOLE             12800
TORONTO DOMINION BK ONT             COM NEW            891160509   222      3446       SH           SOLE              3446
TOTAL SYS SVCS INC                  COM                891906109   251      15600      SH           SOLE             15600
TRINITY INDS INC                    COM                896522109   318      18496      SH           SOLE             18496
TRUSTMARK CORP                      COM                898402102   384      20140      SH           SOLE             20140
TTM TECHNOLOGIES     INC            COM                87305R109   119      10425      SH           SOLE             10425
TYSON FOODS INC                     CL A               902494103   156      12320      SH           SOLE             12320
UDR INC                             COM                902653104   928      58945      SH           SOLE             58945
URBAN OUTFITTERS INC                COM                917047102   461      15295      SH           SOLE             15295
VARIAN MED SYS INC                  COM                92220P105   659      15642      SH           SOLE             15642
VENTAS INC                          COM                92276F100   283      7363       SH           SOLE              7363
VERTEX PHARMACEUTICALS INC          COM                92532F100   647      17059      SH           SOLE             17059
WASTE MGMT INC DEL                  COM                94106L109   2048     68671      SH           SOLE             68671
WATERS CORP                         COM                941848103   240      4297       SH           SOLE              4297
WERNER ENTERPRISES INC              COM                950755108   245      13161      SH           SOLE             13161
WEST PHARMACEUTICAL SVSC INC        COM                955306105   237      5847       SH           SOLE              5847
WILLIS GROUP HOLDINGS LTD           SHS                G96655108   389      13774      SH           SOLE             13774
WILMINGTON TRUST CORP               COM                971807102   369      25975      SH           SOLE             25975
WINN DIXIE STORES INC               COM NEW            974280307   141      10726      SH           SOLE             10726
WOLVERINE WORLD WIDE INC            COM                978097103   250      10069      SH           SOLE             10069
WORLD FUEL SVCS CORP                COM                981475106   375      7807       SH           SOLE              7807
XEROX CORP                          COM                984121103   950     122695      SH           SOLE             122695
ZOLL MED CORP                       COM                989922109   414      19251      SH           SOLE             19251
ZORAN CORP                          COM                98975F101   172      14893      SH           SOLE             14893