Stevens Capital Management as of March 31, 2010
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the March 2010 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
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
ADMINISTAFF INC COM 007094105 534 25000 SH SOLE 25000
ADTRAN INC COM 00738A106 274 10391 SH SOLE 10391
ADVISORY BRD CO COM 00762W107 215 6826 SH SOLE 6826
AEGON N V NY REGISTRY SH 007924103 73 10772 SH SOLE 10772
AERCAP HOLDINGS NV SHS N00985106 2181 189299 SH SOLE 189299
AETNA INC NEW COM 00817Y108 988 28128 SH SOLE 28128
AGL RES INC COM 001204106 285 7383 SH SOLE 7383
AKAMAI TECHNOLOGIES INC COM 00971T101 2336 74337 SH SOLE 74337
ALEXION PHARMACEUTICALS INC COM 015351109 262 4811 SH SOLE 4811
ALIGN TECHNOLOGY INC COM 016255101 218 11270 SH SOLE 11270
AMERICAN AXLE & MFG HLDGS IN COM 024061103 139 13891 SH SOLE 13891
AMERICAN ELEC PWR INC COM 025537101 562 16430 SH SOLE 16430
AMERICAN ORIENTAL BIOENGR IN COM 028731107 149 36598 SH SOLE 36598
AMERICREDIT CORP COM 03060R101 205 8617 SH SOLE 8617
AMERIPRISE FINL INC COM 03076C106 2685 59195 SH SOLE 59195
AMETEK INC NEW COM 031100100 957 23094 SH SOLE 23094
AMGEN INC COM 031162100 428 7151 SH SOLE 7151
AMN HEALTHCARE SERVICES INC COM 001744101 192 21800 SH SOLE 21800
AMTRUST FINANCIAL SERVICES I COM 032359309 143 10261 SH SOLE 10261
ANGIODYNAMICS INC COM 03475V101 168 10738 SH SOLE 10738
ANTIGENICS INC DEL COM 037032109 10 14360 SH SOLE 14360
AON CORP COM 037389103 932 21814 SH SOLE 21814
APPLE INC COM 037833100 255 1085 SH SOLE 1085
APPLIED MATLS INC COM 038222105 693 51428 SH SOLE 51428
ARENA PHARMACEUTICALS INC COM 040047102 46 14849 SH SOLE 14849
ARROW ELECTRS INC COM 042735100 444 14734 SH SOLE 14734
ART TECHNOLOGY GROUP INC COM 04289L107 53 12100 SH SOLE 12100
ASML HOLDING N V NY REG SHS N07059186 435 12287 SH SOLE 12287
ASTORIA FINL CORP COM 046265104 183 12635 SH SOLE 12635
ASTRAZENECA PLC SPONSORED ADR 046353108 251 5621 SH SOLE 5621
AUTOMATIC DATA PROCESSING IN COM 053015103 1007 22650 SH SOLE 22650
AVX CORP NEW COM 002444107 230 16200 SH SOLE 16200
BARD C R INC COM 067383109 318 3673 SH SOLE 3673
BB^T CORP COM 054937107 351 10840 SH SOLE 10840
BE AEROSPACE INC COM 073302101 524 17269 SH SOLE 17269
BED BATH & BEYOND INC COM 075896100 1248 28527 SH SOLE 28527
BELDEN INC COM 077454106 232 8456 SH SOLE 8456
BENCHMARK ELECTRS INC COM 08160H101 228 11000 SH SOLE 11000
BIO RAD LABS INC CL A 090572207 479 4628 SH SOLE 4628
BJS WHOLESALE CLUB INC COM 05548J106 1816 49107 SH SOLE 49107
BLUE NILE INC COM 09578R103 221 4016 SH SOLE 4016
BOB EVANS FARMS INC COM 096761101 312 10079 SH SOLE 10079
BORGWARNER INC COM 099724106 1357 35551 SH SOLE 35551
BOSTON PROPERTIES INC COM 101121101 333 4411 SH SOLE 4411
BOSTON SCIENTIFIC CORP COM 101137107 2763 382640 SH SOLE 382640
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 159 13041 SH SOLE 13041
BRASIL TELECOM SA SPONS ADR PFD 10553M101 215 11278 SH SOLE 11278
BRE PROPERTIES INC CL A 05564E106 410 11479 SH SOLE 11479
BROADCOM CORP CL A 111320107 740 22296 SH SOLE 22296
BRUKER CORP COM 116794108 212 14500 SH SOLE 14500
BUNGE LIMITED COM G16962105 248 4031 SH SOLE 4031
BURGER KING HLDGS INC COM 121208201 321 15116 SH SOLE 15116
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 323 5780 SH SOLE 5780
CADENCE DESIGN SYSTEM INC COM 127387108 157 23500 SH SOLE 23500
CALLAWAY GOLF CO COM 131193104 160 18172 SH SOLE 18172
CAMECO CORP COM 13321L108 245 8947 SH SOLE 8947
CANADIAN NATL RY CO COM 136375102 248 4090 SH SOLE 4090
CARLISLE COS INC COM 142339100 329 8648 SH SOLE 8648
CARNIVAL CORP PAIRED CTF 143658300 2073 53310 SH SOLE 53310
CATERPILLAR INC DEL COM 149123101 552 8784 SH SOLE 8784
CB RICHARD ELLIS GROUP INC CL A 12497T101 584 36843 SH SOLE 36843
CENTURYTEL INC COM 156700106 763 21520 SH SOLE 21520
CEPHALON INC COM 156708109 900 13278 SH SOLE 13278
CERADYNE INC COM 156710105 348 15347 SH SOLE 15347
CHECK POINT SOFTWARE TECH LT ORD M22465104 319 9100 SH SOLE 9100
CHEMED CORP NEW COM 16359R103 332 6100 SH SOLE 6100
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 219 9423 SH SOLE 9423
CHICOS FAS INC COM 168615102 296 20509 SH SOLE 20509
CHINA INFORMATION SEC TECH I COM 16944F101 61 11963 SH SOLE 11963
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 356 7391 SH SOLE 7391
CIMAREX ENERGY CO COM 171798101 508 8563 SH SOLE 8563
CISCO SYS INC COM 17275R102 1714 65856 SH SOLE 65856
CME GROUP INC COM 12572Q105 284 900 SH CALL SOLE 900
CME GROUP INC COM 12572Q105 5450 17242 SH SOLE 17242
COCA COLA ENTERPRISES INC COM 191219104 298 10768 SH SOLE 10768
COEUR D ALENE MINES CORP IDA COM NEW 192108504 168 11187 SH SOLE 11187
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 407 7981 SH SOLE 7981
COHEN & STEERS INC COM 19247A100 319 12800 SH SOLE 12800
COINSTAR INC COM 19259P300 453 13934 SH SOLE 13934
CON-WAY INC COM 205944101 669 19049 SH SOLE 19049
CONAGRA FOODS INC COM 205887102 618 24647 SH SOLE 24647
CONTINUCARE CORP COM 212172100 40 10666 SH SOLE 10666
COOPER INDUSTRIES PLC SHS G24140108 2032 42381 SH SOLE 42381
COPART INC COM 217204106 508 14264 SH SOLE 14264
CORNELL COMPANIES INC COM 219141108 616 33641 SH SOLE 33641
CORNING INC COM 219350105 629 31145 SH SOLE 31145
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1665 83833 SH SOLE 83833
COSTCO WHSL CORP NEW COM 22160K105 24646 412766 SH SOLE 412766
CYPRESS SEMICONDUCTOR CORP COM 232806109 999 86620 SH SOLE 86620
DAKTRONICS INC COM 234264109 87 11421 SH SOLE 11421
DARLING INTL INC COM 237266101 150 16733 SH SOLE 16733
DAVITA INC COM 23918K108 236 3721 SH SOLE 3721
DELTA AIR LINES INC DEL COM NEW 247361702 171 11724 SH SOLE 11724
DENBURY RES INC COM NEW 247916208 954 56564 SH SOLE 56564
DIAMOND MGMT & TECHNOLOGY CO COM 25269L106 83 10600 SH SOLE 10600
DIAMONDROCK HOSPITALITY CO COM 252784301 626 61911 SH SOLE 61911
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 847 4700 SH PUT SOLE 4700
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459W300 1640 12400 SH PUT SOLE 12400
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 881 14800 SH CALL SOLE 14800
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 2765 17700 SH PUT SOLE 17700
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 2984 19100 SH CALL SOLE 19100
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 1208 20300 SH PUT SOLE 20300
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 1073 27600 SH CALL SOLE 27600
DIREXION SHS ETF TR DLY R/E BEAR3X 25459W748 346 38800 SH CALL SOLE 38800
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 1983 45600 SH PUT SOLE 45600
DIREXION SHS ETF TR DLY R/E BEAR3X 25459W748 423 47500 SH PUT SOLE 47500
DOLAN MEDIA CO COM 25659P402 139 12813 SH SOLE 12813
DOLLAR TREE INC COM 256746108 527 8900 SH SOLE 8900
DONALDSON INC COM 257651109 235 5200 SH SOLE 5200
DTE ENERGY CO COM 233331107 404 9055 SH SOLE 9055
DUN & BRADSTREET CORP DEL NE COM 26483E100 915 12300 SH SOLE 12300
DYNEGY INC DEL CL A 26817G102 21 16882 SH SOLE 16882
EAST WEST BANCORP INC COM 27579R104 441 25317 SH SOLE 25317
EASTMAN KODAK CO COM 277461109 109 18807 SH SOLE 18807
EATON CORP COM 278058102 411 5421 SH SOLE 5421
EBAY INC COM 278642103 503 18660 SH SOLE 18660
EBIX INC COM NEW 278715206 177 11113 SH SOLE 11113
EDUCATION RLTY TR INC COM 28140H104 393 68390 SH SOLE 68390
ELECTRONICS FOR IMAGING INC COM 286082102 160 13765 SH SOLE 13765
EMPIRE DIST ELEC CO COM 291641108 313 17381 SH SOLE 17381
ENERGY CONVERSION DEVICES IN COM 292659109 90 11501 SH SOLE 11501
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 219 5324 SH SOLE 5324
EQUIFAX INC COM 294429105 384 10717 SH SOLE 10717
EQUINIX INC COM NEW 29444U502 4110 42224 SH SOLE 42224
EQUITY ONE COM 294752100 290 15344 SH SOLE 15344
ESSEX PPTY TR INC COM 297178105 1222 13586 SH SOLE 13586
EXPEDIA INC DEL COM 30212P105 1418 56819 SH SOLE 56819
FACTSET RESH SYS INC COM 303075105 217 2956 SH SOLE 2956
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 157 14721 SH SOLE 14721
FASTENAL CO COM 311900104 1387 28906 SH SOLE 28906
FEDERATED INVS INC PA CL B 314211103 704 26687 SH SOLE 26687
FERRO CORP COM 315405100 138 15700 SH SOLE 15700
FIDELITY NATIONAL FINANCIAL CL A 31620R105 336 22700 SH SOLE 22700
FIRST NIAGARA FINL GP INC COM 33582V108 1917 134699 SH SOLE 134699
FIRSTENERGY CORP COM 337932107 2220 56784 SH SOLE 56784
FIRSTMERIT CORP COM 337915102 625 28990 SH SOLE 28990
FLOWSERVE CORP COM 34354P105 247 2243 SH SOLE 2243
FLUOR CORP NEW COM 343412102 2445 52563 SH SOLE 52563
FOOT LOCKER INC COM 344849104 1094 72760 SH SOLE 72760
FOREST LABS INC COM 345838106 401 12800 SH SOLE 12800
FRANKLIN RES INC COM 354613101 1424 12838 SH SOLE 12838
FTI CONSULTING INC COM 302941109 388 9864 SH SOLE 9864
FULLER H B CO COM 359694106 211 9111 SH SOLE 9111
GABELLI EQUITY TR INC COM 362397101 88 17200 SH SOLE 17200
GAMESTOP CORP NEW CL A 36467W109 817 37276 SH SOLE 37276
GEN-PROBE INC NEW COM 36866T103 830 16601 SH SOLE 16601
GENCORP INC COM 368682100 58 10000 SH SOLE 10000
GENOMIC HEALTH INC COM 37244C101 252 14350 SH SOLE 14350
GENTIVA HEALTH SERVICES INC COM 37247A102 632 22349 SH SOLE 22349
GENZYME CORP COM 372917104 572 11039 SH SOLE 11039
GERDAU AMERISTEEL CORP COM 37373P105 158 20163 SH SOLE 20163
GERON CORP COM 374163103 61 10692 SH SOLE 10692
GLOBAL CASH ACCESS HLDGS INC COM 378967103 150 18323 SH SOLE 18323
GLOBALSTAR INC COM 378973408 14 10500 SH SOLE 10500
GOLDEN STAR RES LTD CDA COM 38119T104 44 11459 SH SOLE 11459
GREIF INC CL A 397624107 231 4212 SH SOLE 4212
HALOZYME THERAPEUTICS INC COM 40637H109 101 12676 SH SOLE 12676
HANCOCK HLDG CO COM 410120109 372 8886 SH SOLE 8886
HANSEN NAT CORP COM 411310105 550 12681 SH SOLE 12681
HARLEYSVILLE NATL CORP PA COM 412850109 5409 807276 SH SOLE 807276
HARTFORD FINL SVCS GROUP INC COM 416515104 363 12788 SH SOLE 12788
HEALTH NET INC COM 42222G108 456 18348 SH SOLE 18348
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 319 24458 SH SOLE 24458
HERBALIFE LTD COM USD SHS G4412G101 232 5029 SH SOLE 5029
HERSHEY CO COM 427866108 359 8390 SH SOLE 8390
HEWITT ASSOCS INC COM 42822Q100 253 6350 SH SOLE 6350
HIGHWOODS PPTYS INC COM 431284108 504 15899 SH SOLE 15899
HILLENBRAND INC COM 431571108 217 9857 SH SOLE 9857
HOLLY CORP COM PAR $0.01 435758305 200 7177 SH SOLE 7177
HOME DEPOT INC COM 437076102 1005 31055 SH SOLE 31055
HONEYWELL INTL INC COM 438516106 2271 50166 SH SOLE 50166
HORMEL FOODS CORP COM 440452100 591 14063 SH SOLE 14063
HOSPIRA INC COM 441060100 504 8900 SH SOLE 8900
HOVNANIAN ENTERPRISES INC CL A 442487203 83 19177 SH SOLE 19177
ICONIX BRAND GROUP INC COM 451055107 796 51843 SH SOLE 51843
INLAND REAL ESTATE CORP COM NEW 457461200 175 19138 SH SOLE 19138
INSITUFORM TECHNOLOGIES INC CL A 457667103 250 9394 SH SOLE 9394
INTEL CORP COM 458140100 1329 59614 SH SOLE 59614
INTERNATIONAL BANCSHARES COR COM 459044103 302 13141 SH SOLE 13141
IPG PHOTONICS CORP COM 44980X109 181 12234 SH SOLE 12234
ISHARES SILVER TRUST ISHARES 46428Q109 1309 76400 SH PUT SOLE 76400
ISHARES TR INDEX DJ US REAL EST 464287739 11922 239500 SH CALL SOLE 239500
IVANHOE ENERGY INC COM 465790103 38 11492 SH SOLE 11492
JACK IN THE BOX INC COM 466367109 306 13006 SH SOLE 13006
JACOBS ENGR GROUP INC DEL COM 469814107 802 17753 SH SOLE 17753
JAMES RIVER COAL CO COM NEW 470355207 197 12368 SH SOLE 12368
JETBLUE AIRWAYS CORP COM 477143101 99 17785 SH SOLE 17785
JOHNSON CTLS INC COM 478366107 1544 46795 SH SOLE 46795
JOS A BANK CLOTHIERS INC COM 480838101 343 6276 SH SOLE 6276
JOY GLOBAL INC COM 481165108 254 4484 SH SOLE 4484
KAMAN CORP COM 483548103 201 8046 SH SOLE 8046
KBR INC COM 48242W106 476 21470 SH SOLE 21470
KERYX BIOPHARMACEUTICALS INC COM 492515101 41 14800 SH SOLE 14800
KEYNOTE SYS INC COM 493308100 118 10383 SH SOLE 10383
KIMBERLY CLARK CORP COM 494368103 380 6047 SH SOLE 6047
KINDRED HEALTHCARE INC COM 494580103 568 31478 SH SOLE 31478
KNOLL INC COM NEW 498904200 274 24358 SH SOLE 24358
KRAFT FOODS INC CL A 50075N104 1204 39826 SH SOLE 39826
KULICKE & SOFFA INDS INC COM 501242101 78 10703 SH SOLE 10703
LA Z BOY INC COM 505336107 129 10317 SH SOLE 10317
LABORATORY CORP AMER HLDGS COM NEW 50540R409 704 9300 SH SOLE 9300
LAMAR ADVERTISING CO CL A 512815101 338 9840 SH SOLE 9840
LAWSON SOFTWARE INC NEW COM 52078P102 92 14000 SH SOLE 14000
LEGG MASON INC COM 524901105 1045 36435 SH SOLE 36435
LEXMARK INTL NEW CL A 529771107 364 10100 SH SOLE 10100
LIBERTY PPTY TR SH BEN INT 531172104 248 7300 SH SOLE 7300
LINCOLN NATL CORP IND COM 534187109 810 26369 SH SOLE 26369
LINEAR TECHNOLOGY CORP COM 535678106 2231 78986 SH SOLE 78986
LKQ CORP COM 501889208 401 19774 SH SOLE 19774
LUBRIZOL CORP COM 549271104 282 3071 SH SOLE 3071
M & T BK CORP COM 55261F104 3846 48449 SH SOLE 48449
MADDEN STEVEN LTD COM 556269108 201 4111 SH SOLE 4111
MAGMA DESIGN AUTOMATION COM 559181102 27 10500 SH SOLE 10500
MANPOWER INC COM 56418H100 467 8177 SH SOLE 8177
MARATHON OIL CORP COM 565849106 448 14155 SH SOLE 14155
MASSEY ENERGY CORP COM 576206106 704 13470 SH SOLE 13470
MASTERCARD INC CL A 57636Q104 439 1729 SH SOLE 1729
MCCORMICK & CO INC COM NON VTG 579780206 302 7873 SH SOLE 7873
MCDONALDS CORP COM 580135101 913 13680 SH SOLE 13680
MEDIVATION INC COM 58501N101 126 12045 SH SOLE 12045
MEMC ELECTR MATLS INC COM 552715104 637 41565 SH SOLE 41565
MERCADOLIBRE INC COM 58733R102 227 4700 SH SOLE 4700
METLIFE INC COM 59156R108 1176 27125 SH SOLE 27125
METTLER TOLEDO INTERNATIONAL COM 592688105 220 2019 SH SOLE 2019
MGM MIRAGE COM 552953101 260 21690 SH SOLE 21690
MICROS SYS INC COM 594901100 279 8468 SH SOLE 8468
MICROSEMI CORP COM 595137100 185 10646 SH SOLE 10646
MILLER HERMAN INC COM 600544100 216 11970 SH SOLE 11970
MINE SAFETY APPLIANCES CO COM 602720104 243 8691 SH SOLE 8691
MSC INDL DIRECT INC CL A 553530106 349 6876 SH SOLE 6876
MUELLER WTR PRODS INC COM SER A 624758108 51 10737 SH SOLE 10737
NAVISTAR INTL CORP NEW COM 63934E108 525 11729 SH SOLE 11729
NEUSTAR INC CL A 64126X201 429 17012 SH SOLE 17012
NEWMARKET CORP COM 651587107 731 7094 SH SOLE 7094
NEXEN INC COM 65334H102 730 29544 SH SOLE 29544
NICOR INC COM 654086107 265 6311 SH SOLE 6311
NII HLDGS INC CL B NEW 62913F201 677 16250 SH SOLE 16250
NOKIA CORP SPONSORED ADR 654902204 552 35532 SH SOLE 35532
NORTHEAST UTILS COM 664397106 547 19800 SH SOLE 19800
NORTHWEST NAT GAS CO COM 667655104 831 17826 SH SOLE 17826
NORTHWESTERN CORP COM NEW 668074305 906 33809 SH SOLE 33809
NOVARTIS A G SPONSORED ADR 66987V109 488 9015 SH SOLE 9015
NOVELL INC COM 670006105 1521 253475 SH SOLE 253475
NSTAR COM 67019E107 354 9986 SH SOLE 9986
NU SKIN ENTERPRISES INC CL A 67018T105 207 7109 SH SOLE 7109
NV ENERGY INC COM 67073Y106 693 56201 SH SOLE 56201
O REILLY AUTOMOTIVE INC COM 686091109 636 15241 SH SOLE 15241
OFFICE DEPOT INC COM 676220106 145 18124 SH SOLE 18124
OMNICOM GROUP INC COM 681919106 1690 43555 SH SOLE 43555
ORION MARINE GROUP INC COM 68628V308 181 10046 SH SOLE 10046
ORTHOVITA INC COM 68750U102 183 43051 SH SOLE 43051
OVERSTOCK COM INC DEL COM 690370101 175 10780 SH SOLE 10780
OWENS ILL INC COM NEW 690768403 282 7938 SH SOLE 7938
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 204 5718 SH SOLE 5718
PAETEC HOLDING CORP COM 695459107 59 12700 SH SOLE 12700
PALL CORP COM 696429307 343 8470 SH SOLE 8470
PARTNERRE LTD COM G6852T105 204 2561 SH SOLE 2561
PAYCHEX INC COM 704326107 437 14226 SH SOLE 14226
PEPSICO INC COM 713448108 436 6593 SH SOLE 6593
PERKINELMER INC COM 714046109 680 28447 SH SOLE 28447
PHILIP MORRIS INTL INC COM 718172109 841 16125 SH SOLE 16125
PHILLIPS VAN HEUSEN CORP COM 718592108 1027 17900 SH SOLE 17900
PHOENIX COS INC NEW COM 71902E109 29 11960 SH SOLE 11960
PLUM CREEK TIMBER CO INC COM 729251108 925 23766 SH SOLE 23766
POLARIS INDS INC COM 731068102 480 9379 SH SOLE 9379
POST PPTYS INC COM 737464107 261 11871 SH SOLE 11871
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 735 15255 SH SOLE 15255
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1671 34700 SH CALL SOLE 34700
PRAXAIR INC COM 74005P104 1350 16264 SH SOLE 16264
PRECISION CASTPARTS CORP COM 740189105 1935 15271 SH SOLE 15271
PRIDE INTL INC DEL COM 74153Q102 526 17482 SH SOLE 17482
PROGRESSIVE CORP OHIO COM 743315103 3183 166715 SH SOLE 166715
PROLOGIS SH BEN INT 743410102 237 17937 SH SOLE 17937
PROSHARES TR ULTRPRO S^P500 74347X864 849 4900 SH CALL SOLE 4900
PROSHARES TR PSHS SHRT S^P500 74347R503 272 5500 SH CALL SOLE 5500
PROSHARES TR ULT SHR S^P500 74347X856 231 7700 SH PUT SOLE 7700
PROSHARES TR PSHS SHRT S^P500 74347R503 505 10200 SH PUT SOLE 10200
PROSHARES TR PSHS ULTSHT FINL 74347R628 202 10500 SH CALL SOLE 10500
PROSHARES TR ULTRPRO S^P500 74347X864 2287 13200 SH PUT SOLE 13200
PROSHARES TR PSHS ULSHT SP500 74347R883 679 21900 SH CALL SOLE 21900
PROSHARES TR PSHS ULTRA QQQ 74347R206 1662 25400 SH PUT SOLE 25400
PROSHARES TR PSHS ULTRA QQQ 74347R206 1754 26800 SH CALL SOLE 26800
PROSHARES TR PSHS ULTRA DOW30 74347R305 1308 27400 SH CALL SOLE 27400
PROSHARES TR PSHS ULT S^P 500 74347R107 1298 30900 SH CALL SOLE 30900
PROSHARES TR PSHS ULTRA DOW30 74347R305 1924 40300 SH PUT SOLE 40300
PROSHARES TR PSHS UT SHT MSCI 74347R354 444 44300 SH CALL SOLE 44300
PROSHARES TR PSHS ULTSHT FINL 74347R628 981 51000 SH PUT SOLE 51000
PROSHARES TR PSHS ULT S^P 500 74347R107 2638 62800 SH PUT SOLE 62800
PROSHARES TR PSHS ULTRUSS2000 74347R842 2153 64500 SH PUT SOLE 64500
PROSHARES TR PSHS ULTRA O^G 74347R719 2296 67000 SH CALL SOLE 67000
PROSHARES TR PSHS ULTRA O^G 74347R719 2365 69000 SH PUT SOLE 69000
PROSHARES TR PSHS UL XIN CH25 74347R321 604 76800 SH PUT SOLE 76800
PROSHARES TR PSHS ULTRA FINL 74347R743 617 90800 SH PUT SOLE 90800
PROSHARES TR PSHS UL XIN CH25 74347R321 767 97600 SH CALL SOLE 97600
PROSHARES TR PSHS ULTRA FINL 74347R743 1127 166000 SH CALL SOLE 166000
PROSHARES TR PSHS ULTRA R/EST 74347R677 2910 357500 SH PUT SOLE 357500
PROSHARES TR II ULTRA SILVER 74347W841 399 6900 SH PUT SOLE 6900
PROSHARES TR II ULTRASHRT GOLD 74347W700 160 16500 SH CALL SOLE 16500
PROSHARES TR II ULTRASHRT GOLD 74347W700 190 19600 SH PUT SOLE 19600
PROSHARES TR II ULTRA GOLD 74347W601 1017 22400 SH CALL SOLE 22400
PROSHARES TR II ULT DJ UBS CRUDE 74347W502 660 50500 SH PUT SOLE 50500
PROSHARES TR II ULTRA GOLD 74347W601 2569 56600 SH PUT SOLE 56600
PROSHARES TR II ULT DJ UBS CRUDE 74347W502 1538 117800 SH CALL SOLE 117800
PROSPERITY BANCSHARES INC COM 743606105 1277 31156 SH SOLE 31156
PSYCHIATRIC SOLUTIONS INC COM 74439H108 256 8578 SH SOLE 8578
PULTE HOMES INC COM 745867101 602 53510 SH SOLE 53510
QIAGEN N V ORD N72482107 247 10738 SH SOLE 10738
QUALITY SYS INC COM 747582104 248 4031 SH SOLE 4031
QUANEX BUILDING PRODUCTS COR COM 747619104 175 10597 SH SOLE 10597
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 133 16100 SH SOLE 16100
RANDGOLD RES LTD ADR 752344309 276 3587 SH SOLE 3587
REGAL ENTMT GROUP CL A 758766109 202 11490 SH SOLE 11490
RESEARCH IN MOTION LTD COM 760975102 313 4237 SH SOLE 4237
RF MICRODEVICES INC COM 749941100 51 10175 SH SOLE 10175
ROCK-TENN CO CL A 772739207 590 12955 SH SOLE 12955
SAKS INC COM 79377W108 411 47840 SH SOLE 47840
SALESFORCE COM INC COM 79466L302 522 7015 SH SOLE 7015
SAPIENT CORP COM 803062108 95 10408 SH SOLE 10408
SCHOLASTIC CORP COM 807066105 553 19748 SH SOLE 19748
SCHULMAN A INC COM 808194104 467 19076 SH SOLE 19076
SCRIPPS E W CO OHIO CL A NEW 811054402 93 10959 SH SOLE 10959
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 723 16300 SH SOLE 16300
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1697 29500 SH PUT SOLE 29500
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2680 46600 SH CALL SOLE 46600
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2008 62600 SH SOLE 62600
SHAW COMMUNICATIONS INC CL B CONV 82028K200 213 10705 SH SOLE 10705
SHERWIN WILLIAMS CO COM 824348106 237 3500 SH SOLE 3500
SIMON PPTY GROUP INC NEW COM 828806109 532 6345 SH SOLE 6345
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 389 7764 SH SOLE 7764
SOLERA HOLDINGS INC COM 83421A104 271 7000 SH SOLE 7000
SONIC AUTOMOTIVE INC CL A 83545G102 145 13155 SH SOLE 13155
SOURCEFIRE INC COM 83616T108 246 10718 SH SOLE 10718
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1749 16100 SH CALL SOLE 16100
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2867 26400 SH PUT SOLE 26400
SPDR GOLD TRUST GOLD SHS 78463V107 1111 10200 SH PUT SOLE 10200
SPDR GOLD TRUST GOLD SHS 78463V107 3345 30700 SH CALL SOLE 30700
SPDR S^P 500 ETF TR UNIT SER 1 S^P 78462F103 468 4000 SH SOLE 4000
SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 1851 12932 SH SOLE 12932
SPX CORP COM 784635104 564 8507 SH SOLE 8507
STAGE STORES INC COM NEW 85254C305 162 10510 SH SOLE 10510
STARWOOD HOTELS^RESORTS WRLD COM 85590A401 603 12937 SH SOLE 12937
STONE ENERGY CORP COM 861642106 181 10211 SH SOLE 10211
STRYKER CORP COM 863667101 767 13400 SH SOLE 13400
SUNCOR ENERGY INC NEW COM 867224107 2069 63585 SH SOLE 63585
SUNPOWER CORP COM CL B 867652307 237 14185 SH SOLE 14185
SUNTECH PWR HLDGS CO LTD ADR 86800C104 208 14863 SH SOLE 14863
SUPERVALU INC COM 868536103 307 18411 SH SOLE 18411
TARGET CORP COM 87612E106 642 12200 SH SOLE 12200
TASER INTL INC COM 87651B104 97 16541 SH SOLE 16541
TAUBMAN CTRS INC COM 876664103 604 15127 SH SOLE 15127
TELEPHONE & DATA SYS INC COM 879433100 299 8821 SH SOLE 8821
TELLABS INC COM 879664100 270 35667 SH SOLE 35667
TEREX CORP NEW COM 880779103 529 23300 SH SOLE 23300
TERREMARK WORLDWIDE INC COM NEW 881448203 112 15988 SH SOLE 15988
THERMO FISHER SCIENTIFIC INC COM 883556102 1501 29186 SH SOLE 29186
THOR INDS INC COM 885160101 1157 38297 SH SOLE 38297
THORATEC CORP COM NEW 885175307 775 23177 SH SOLE 23177
THQ INC COM NEW 872443403 80 11411 SH SOLE 11411
TIDEWATER INC COM 886423102 331 7009 SH SOLE 7009
TIFFANY & CO NEW COM 886547108 394 8300 SH SOLE 8300
TIME WARNER CABLE INC COM 88732J207 1196 22435 SH SOLE 22435
TIME WARNER INC COM NEW 887317303 3265 104416 SH SOLE 104416
TIMKEN CO COM 887389104 239 7966 SH SOLE 7966
TOLL BROTHERS INC COM 889478103 374 18000 SH SOLE 18000
TOTAL S A SPONSORED ADR 89151E109 366 6307 SH SOLE 6307
TOTAL SYS SVCS INC COM 891906109 236 15100 SH SOLE 15100
TRANSOCEAN LTD REG SHS H8817H100 298 3447 SH SOLE 3447
TW TELECOM INC COM 87311L104 307 16900 SH SOLE 16900
TYCO INTERNATIONAL LTD SHS H89128104 997 26075 SH SOLE 26075
TYSON FOODS INC CL A 902494103 320 16720 SH SOLE 16720
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 54 14245 SH SOLE 14245
UNITED PARCEL SERVICE INC CL B 911312106 805 12491 SH SOLE 12491
UNITED RENTALS INC COM 911363109 178 18987 SH SOLE 18987
UNIVERSAL DISPLAY CORP COM 91347P105 159 13488 SH SOLE 13488
URS CORP NEW COM 903236107 263 5300 SH SOLE 5300
VALLEY NATL BANCORP COM 919794107 270 17548 SH SOLE 17548
VALUECLICK INC COM 92046N102 162 15971 SH SOLE 15971
VISA INC COM CL A 92826C839 237 2600 SH SOLE 2600
VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 250 9231 SH SOLE 9231
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 219 9400 SH SOLE 9400
WADDELL & REED FINL INC CL A 930059100 231 6410 SH SOLE 6410
WASHINGTON FED INC COM 938824109 208 10235 SH SOLE 10235
WASTE MGMT INC DEL COM 94106L109 2273 66007 SH SOLE 66007
WATERS CORP COM 941848103 554 8197 SH SOLE 8197
WATSCO INC COM 942622200 215 3780 SH SOLE 3780
WEATHERFORD INTERNATIONAL LT REG H27013103 218 13746 SH SOLE 13746
WENDYS ARBYS GROUP INC COM 950587105 78 15592 SH SOLE 15592
WESTAMERICA BANCORPORATION COM 957090103 300 5209 SH SOLE 5209
WGL HLDGS INC COM 92924F106 250 7210 SH SOLE 7210
WHOLE FOODS MKT INC COM 966837106 374 10327 SH SOLE 10327
WILLIAMS COS INC DEL COM 969457100 523 22659 SH SOLE 22659
WILLIAMS SONOMA INC COM 969904101 747 28400 SH SOLE 28400
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 593 18946 SH SOLE 18946
WILMINGTON TRUST CORP COM 971807102 357 21575 SH SOLE 21575
WORLD ACCEP CORP DEL COM 981419104 255 7077 SH SOLE 7077
WORLD FUEL SVCS CORP COM 981475106 766 28762 SH SOLE 28762
WRIGHT MED GROUP INC COM 98235T107 226 12742 SH SOLE 12742
ZIMMER HLDGS INC COM 98956P102 562 9500 SH SOLE 9500
ZIX CORP COM 98974P100 24 10400 SH SOLE 10400
ZORAN CORP COM 98975F101 130 12121 SH SOLE 12121