Stevens Capital Management as of June 30, 2011
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the June 2011 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
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
ABB LTD SPONSORED ADR 000375204 601 23152 SH SOLE 23152
ABBOTT LABS COM 002824100 1336 25394 SH SOLE 25394
ADVANCE AUTO PARTS INC COM 00751Y106 484 8276 SH SOLE 8276
ADVANCED MICRO DEVICES INC COM 007903107 1067 152686 SH SOLE 152686
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 550 20104 SH SOLE 20104
AGNICO EAGLE MINES LTD COM 008474108 301 4770 SH SOLE 4770
ALLSTATE CORP COM 020002101 1305 42730 SH SOLE 42730
AMAG PHARMACEUTICALS INC COM 00163U106 257 13658 SH SOLE 13658
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 2682 49781 SH SOLE 49781
AMERICAN CAMPUS CMNTYS INC COM 024835100 369 10384 SH SOLE 10384
AMERICAN EXPRESS CO COM 025816109 212 4100 SH PUT SOLE 4100
AMERICAN EXPRESS CO COM 025816109 217 4200 SH CALL SOLE 4200
AMERICAN TOWER CORP CL A 029912201 421 8044 SH SOLE 8044
AMERICAN WTR WKS CO INC NEW COM 030420103 343 11652 SH SOLE 11652
AMERISOURCEBERGEN CORP COM 03073E105 339 8194 SH SOLE 8194
AMPHENOL CORP NEW CL A 032095101 1620 29997 SH SOLE 29997
APARTMENT INVT & MGMT CO CL A 03748R101 880 34478 SH SOLE 34478
APPLIED MATLS INC COM 038222105 930 71477 SH SOLE 71477
AQUA AMERICA INC COM 03836W103 272 12355 SH SOLE 12355
ARCH CAP GROUP LTD ORD G0450A105 1017 31849 SH SOLE 31849
ARCH COAL INC COM 039380100 512 19189 SH SOLE 19189
ASBURY AUTOMOTIVE GROUP INC COM 043436104 185 10007 SH SOLE 10007
ASML HOLDING N V NY REG SHS N07059186 856 23161 SH SOLE 23161
ASTRAZENECA PLC SPONSORED ADR 046353108 277 5536 SH SOLE 5536
ATWOOD OCEANICS INC COM 050095108 355 8037 SH SOLE 8037
BALL CORP COM 058498106 480 12478 SH SOLE 12478
BALLY TECHNOLOGIES INC COM 05874B107 227 5583 SH SOLE 5583
BANCO SANTANDER SA ADR 05964H105 185 16036 SH SOLE 16036
BARCLAYS BK PLC IPTH S^P VIX NEW 06740C261 2505 118500 SH PUT SOLE 118500
BARRETT BILL CORP COM 06846N104 425 9165 SH SOLE 9165
BARRICK GOLD CORP COM 067901108 203 4493 SH SOLE 4493
BAXTER INTL INC COM 071813109 268 4484 SH SOLE 4484
BB^T CORP COM 054937107 262 9776 SH SOLE 9776
BCE INC COM NEW 05534B760 955 24316 SH SOLE 24316
BE AEROSPACE INC COM 073302101 701 17173 SH SOLE 17173
BED BATH & BEYOND INC COM 075896100 443 7585 SH SOLE 7585
BERKLEY W R CORP COM 084423102 670 20653 SH SOLE 20653
BEST BUY INC COM 086516101 495 15751 SH SOLE 15751
BIOGEN IDEC INC COM 09062X103 2675 25021 SH SOLE 25021
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 126 10841 SH SOLE 10841
BRE PROPERTIES INC CL A 05564E106 540 10825 SH SOLE 10825
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 368 15286 SH SOLE 15286
BROWN & BROWN INC COM 115236101 365 14219 SH SOLE 14219
CABOT OIL & GAS CORP COM 127097103 698 10531 SH SOLE 10531
CAMDEN PPTY TR SH BEN INT 133131102 2508 39427 SH SOLE 39427
CAMECO CORP COM 13321L108 236 8947 SH SOLE 8947
CARPENTER TECHNOLOGY CORP COM 144285103 611 10592 SH SOLE 10592
CARRIZO OIL & CO INC COM 144577103 378 9045 SH SOLE 9045
CATERPILLAR INC DEL COM 149123101 245 2300 SH PUT SOLE 2300
CATERPILLAR INC DEL COM 149123101 245 2300 SH CALL SOLE 2300
CATERPILLAR INC DEL COM 149123101 839 7884 SH SOLE 7884
CB RICHARD ELLIS GROUP INC CL A 12497T101 418 16654 SH SOLE 16654
CHARLES RIV LABS INTL INC COM 159864107 260 6400 SH SOLE 6400
CHARMING SHOPPES INC COM 161133103 59 14244 SH SOLE 14244
CHECK POINT SOFTWARE TECH LT ORD M22465104 233 4100 SH SOLE 4100
CHEESECAKE FACTORY INC COM 163072101 526 16754 SH SOLE 16754
CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 216 5553 SH SOLE 5553
CHINACAST EDU CORP COM 16946T109 82 15777 SH SOLE 15777
CHIPOTLE MEXICAN GRILL INC COM 169656105 1162 3769 SH SOLE 3769
CISCO SYS INC COM 17275R102 393 25193 SH SOLE 25193
CITY NATL CORP COM 178566105 309 5689 SH SOLE 5689
CLEARWIRE CORP NEW CL A 18538Q105 92 24425 SH SOLE 24425
COLGATE PALMOLIVE CO COM 194162103 586 6709 SH SOLE 6709
COMERICA INC COM 200340107 3689 106705 SH SOLE 106705
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 223 4750 SH SOLE 4750
COMSCORE INC COM 20564W105 208 8024 SH SOLE 8024
CONAGRA FOODS INC COM 205887102 679 26321 SH SOLE 26321
CONCUR TECHNOLOGIES INC COM 206708109 226 4507 SH SOLE 4507
CONVERGYS CORP COM 212485106 151 11101 SH SOLE 11101
CORINTHIAN COLLEGES INC COM 218868107 94 22000 SH SOLE 22000
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1230 39549 SH SOLE 39549
COVANTA HLDG CORP COM 22282E102 168 10210 SH SOLE 10210
COVENTRY HEALTH CARE INC COM 222862104 328 9000 SH SOLE 9000
COWEN GROUP INC NEW CL A 223622101 173 45941 SH SOLE 45941
CROWN CASTLE INTL CORP COM 228227104 1591 39007 SH SOLE 39007
CYPRESS SEMICONDUCTOR CORP COM 232806109 1071 50660 SH SOLE 50660
DCT INDUSTRIAL TRUST INC COM 233153105 69 13192 SH SOLE 13192
DECKERS OUTDOOR CORP COM 243537107 256 2900 SH SOLE 2900
DELL INC COM 24702R101 753 45192 SH SOLE 45192
DENNYS CORP COM 24869P104 49 12505 SH SOLE 12505
DIAGEO P L C SPON ADR NEW 25243Q205 763 9318 SH SOLE 9318
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1428 20286 SH SOLE 20286
DIAMONDROCK HOSPITALITY CO COM 252784301 664 61911 SH SOLE 61911
DICKS SPORTING GOODS INC COM 253393102 379 9866 SH SOLE 9866
DIEBOLD INC COM 253651103 272 8760 SH SOLE 8760
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 404 5500 SH CALL SOLE 5500
DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 602 7300 SH PUT SOLE 7300
DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 174 11900 SH CALL SOLE 11900
DIREXION SHS ETF TR DLY LRG CAP BEAR 25459W151 525 15200 SH CALL SOLE 15200
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 746 17000 SH PUT SOLE 17000
DIREXION SHS ETF TR DLY LRG CAP BEAR 25459W151 1058 30600 SH PUT SOLE 30600
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 2580 35700 SH PUT SOLE 35700
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 1650 37600 SH CALL SOLE 37600
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 4403 59900 SH PUT SOLE 59900
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 4959 110800 SH CALL SOLE 110800
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 1970 112700 SH CALL SOLE 112700
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 6485 187000 SH PUT SOLE 187000
DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 9265 207000 SH PUT SOLE 207000
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 13993 403500 SH CALL SOLE 403500
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 376 9181 SH SOLE 9181
DRYSHIPS INC SHS Y2109Q101 49 11800 SH SOLE 11800
DST SYS INC DEL COM 233326107 211 4000 SH SOLE 4000
DUKE ENERGY CORP NEW COM 26441C105 1249 66336 SH SOLE 66336
DYCOM INDS INC COM 267475101 178 10900 SH SOLE 10900
EDWARDS LIFESCIENCES CORP COM 28176E108 357 4100 SH SOLE 4100
ENBRIDGE INC COM 29250N105 977 30111 SH SOLE 30111
ENCANA CORP COM 292505104 240 7800 SH SOLE 7800
ENERGEN CORP COM 29265N108 2130 37693 SH SOLE 37693
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 298 8958 SH SOLE 8958
ENERSYS COM 29275Y102 576 16729 SH SOLE 16729
ENI S P A SPONSORED ADR 26874R108 229 4818 SH SOLE 4818
ENSCO PLC SPONSORED ADR 29358Q109 2452 46001 SH SOLE 46001
EQUITY RESIDENTIAL SH BEN INT 29476L107 376 6272 SH SOLE 6272
ERIE INDTY CO CL A 29530P102 269 3798 SH SOLE 3798
ESTERLINE TECHNOLOGIES CORP COM 297425100 253 3311 SH SOLE 3311
F M C CORP COM NEW 302491303 916 10644 SH SOLE 10644
F5 NETWORKS INC COM 315616102 314 2846 SH SOLE 2846
FIFTH THIRD BANCORP COM 316773100 518 40642 SH SOLE 40642
FIRST SOLAR INC COM 336433107 537 4058 SH SOLE 4058
FIRSTMERIT CORP COM 337915102 815 49364 SH SOLE 49364
FISERV INC COM 337738108 1762 28126 SH SOLE 28126
FLIR SYS INC COM 302445101 276 8194 SH SOLE 8194
FOREST LABS INC COM 345838106 319 8112 SH SOLE 8112
FORTUNE BRANDS INC COM 349631101 585 9174 SH SOLE 9174
FOSTER WHEELER AG COM H27178104 298 9804 SH SOLE 9804
FRANCE TELECOM SPONSORED ADR 35177Q105 242 11388 SH SOLE 11388
FRANKLIN RES INC COM 354613101 1686 12838 SH SOLE 12838
FULTON FINL CORP PA COM 360271100 291 27126 SH SOLE 27126
GAP INC DEL COM 364760108 2767 152897 SH SOLE 152897
GENERAL GROWTH PPTYS INC NEW COM 370023103 2319 138932 SH SOLE 138932
GIBRALTAR INDS INC COM 374689107 120 10626 SH SOLE 10626
GILEAD SCIENCES INC COM 375558103 341 8234 SH SOLE 8234
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 329 7667 SH SOLE 7667
GRACE W R & CO DEL NEW COM 38388F108 231 5065 SH SOLE 5065
GREEN MTN COFFEE ROASTERS IN COM 393122106 209 2346 SH SOLE 2346
GREIF INC CL A 397624107 252 3869 SH SOLE 3869
HAEMONETICS CORP COM 405024100 945 14688 SH SOLE 14688
HALLIBURTON CO COM 406216101 4012 78670 SH SOLE 78670
HANSEN NAT CORP COM 411310105 1018 12581 SH SOLE 12581
HARTFORD FINL SVCS GROUP INC COM 416515104 288 10915 SH SOLE 10915
HEALTHWAYS INC COM 422245100 191 12564 SH SOLE 12564
HELMERICH & PAYNE INC COM 423452101 431 6511 SH SOLE 6511
HENRY JACK & ASSOC INC COM 426281101 238 7935 SH SOLE 7935
HERSHA HOSPITALITY TR SH BEN INT A 427825104 101 18133 SH SOLE 18133
HEWLETT PACKARD CO COM 428236103 836 22961 SH SOLE 22961
HOME BANCSHARES INC COM 436893200 211 8939 SH SOLE 8939
HORMEL FOODS CORP COM 440452100 451 15126 SH SOLE 15126
HOVNANIAN ENTERPRISES INC CL A 442487203 35 14677 SH SOLE 14677
HSBC HLDGS PLC SPON ADR NEW 404280406 566 11409 SH SOLE 11409
INTEL CORP COM 458140100 1319 59533 SH SOLE 59533
INTERNATIONAL BUSINESS MACHS COM 459200101 916 5341 SH SOLE 5341
INTERNATIONAL GAME TECHNOLOG COM 459902102 478 27168 SH SOLE 27168
INTERPUBLIC GROUP COS INC COM 460690100 546 43708 SH SOLE 43708
INTERSIL CORP CL A 46069S109 229 17798 SH SOLE 17798
INTL PAPER CO COM 460146103 280 9399 SH SOLE 9399
INTUITIVE SURGICAL INC COM NEW 46120E602 206 554 SH SOLE 554
IRON MTN INC COM 462846106 605 17745 SH SOLE 17745
ISHARES TR DJ US REAL EST 464287739 669 11100 SH PUT SOLE 11100
ISHARES TR BARCLYS 20+ YR 464287432 1882 20000 SH CALL SOLE 20000
ISHARES TR DJ US REAL EST 464287739 1224 20300 SH CALL SOLE 20300
ISHARES TR MSCI EMERG MKT 464287234 1081 22700 SH PUT SOLE 22700
ISHARES TR FTSE CHINA25 IDX 464287184 2074 48300 SH PUT SOLE 48300
ISHARES TR RUSSELL 2000 464287655 4115 49700 SH PUT SOLE 49700
ISHARES TR BARCLYS 20+ YR 464287432 7123 75700 SH PUT SOLE 75700
ISIS PHARMACEUTICALS INC COM 464330109 150 16392 SH SOLE 16392
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 253 10744 SH SOLE 10744
J & J SNACK FOODS CORP COM 466032109 203 4069 SH SOLE 4069
JABIL CIRCUIT INC COM 466313103 1007 49834 SH SOLE 49834
JACOBS ENGR GROUP INC DEL COM 469814107 521 12053 SH SOLE 12053
JANUS CAP GROUP INC COM 47102X105 2179 230779 SH SOLE 230779
JDA SOFTWARE GROUP INC COM 46612K108 511 16550 SH SOLE 16550
JONES GROUP INC COM 48020T101 148 13600 SH SOLE 13600
JOY GLOBAL INC COM 481165108 571 6000 SH SOLE 6000
KB HOME COM 48666K109 174 17800 SH SOLE 17800
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1267 13087 SH SOLE 13087
LAS VEGAS SANDS CORP COM 517834107 375 8878 SH SOLE 8878
LENNOX INTL INC COM 526107107 469 10878 SH SOLE 10878
LEXMARK INTL NEW CL A 529771107 312 10656 SH SOLE 10656
LIFE TIME FITNESS INC COM 53217R207 238 5974 SH SOLE 5974
LIMITED BRANDS INC COM 532716107 2081 54113 SH SOLE 54113
LINKEDIN CORP COM CL A 53578A108 604 6700 SH CALL SOLE 6700
LINKEDIN CORP COM CL A 53578A108 838 9300 SH PUT SOLE 9300
LOCKHEED MARTIN CORP COM 539830109 430 5309 SH SOLE 5309
LORILLARD INC COM 544147101 577 5300 SH PUT SOLE 5300
LORILLARD INC COM 544147101 588 5400 SH CALL SOLE 5400
MACERICH CO COM 554382101 2329 43539 SH SOLE 43539
MAGNUM HUNTER RES CORP DEL COM 55973B102 180 26576 SH SOLE 26576
MARATHON OIL CORP COM 565849106 730 13864 SH SOLE 13864
MASTERCARD INC CL A 57636Q104 515 1708 SH SOLE 1708
MATTEL INC COM 577081102 618 22489 SH SOLE 22489
MEADOWBROOK INS GROUP INC COM 58319P108 264 26650 SH SOLE 26650
MEADWESTVACO CORP COM 583334107 354 10636 SH SOLE 10636
MECHEL OAO SPONSORED ADR 583840103 420 17585 SH SOLE 17585
MEDICINES CO COM 584688105 174 10530 SH SOLE 10530
MEDTRONIC INC COM 585055106 212 5493 SH SOLE 5493
MERCURY GENL CORP NEW COM 589400100 231 5858 SH SOLE 5858
MERIT MED SYS INC COM 589889104 182 10109 SH SOLE 10109
METTLER TOLEDO INTERNATIONAL COM 592688105 217 1285 SH SOLE 1285
MF GLOBAL HLDGS LTD COM 55277J108 97 12471 SH SOLE 12471
MICRON TECHNOLOGY INC COM 595112103 214 28635 SH SOLE 28635
MICROSOFT CORP COM 594918104 894 34400 SH SOLE 34400
MILLER HERMAN INC COM 600544100 203 7451 SH SOLE 7451
MOHAWK INDS INC COM 608190104 448 7468 SH SOLE 7468
MWI VETERINARY SUPPLY INC COM 55402X105 283 3501 SH SOLE 3501
MYLAN INC COM 628530107 465 18841 SH SOLE 18841
NATUS MEDICAL INC DEL COM 639050103 241 15929 SH SOLE 15929
NEWS CORP CL A 65248E104 215 12152 SH SOLE 12152
NEXEN INC COM 65334H102 638 28377 SH SOLE 28377
NEXTERA ENERGY INC COM 65339F101 1670 29059 SH SOLE 29059
NOKIA CORP SPONSORED ADR 654902204 269 41830 SH SOLE 41830
NORTHEAST UTILS COM 664397106 633 17999 SH SOLE 17999
NORTHROP GRUMMAN CORP COM 666807102 2054 29625 SH SOLE 29625
NTT DOCOMO INC SPONS ADR 62942M201 199 11100 SH SOLE 11100
O REILLY AUTOMOTIVE INC NEW COM 67103H107 998 15241 SH SOLE 15241
OIL STS INTL INC COM 678026105 314 3930 SH SOLE 3930
OMNICOM GROUP INC COM 681919106 286 5934 SH SOLE 5934
ORMAT TECHNOLOGIES INC COM 686688102 206 9380 SH SOLE 9380
OSHKOSH CORP COM 688239201 217 7506 SH SOLE 7506
OWENS & MINOR INC NEW COM 690732102 317 9183 SH SOLE 9183
PALL CORP COM 696429307 648 11528 SH SOLE 11528
PAPA JOHNS INTL INC COM 698813102 231 6948 SH SOLE 6948
PATTERSON UTI ENERGY INC COM 703481101 309 9780 SH SOLE 9780
PETROCHINA CO LTD SPONSORED ADR 71646E100 234 1602 SH SOLE 1602
PHARMASSET INC COM 71715N106 258 2300 SH CALL SOLE 2300
PNC FINL SVCS GROUP INC COM 693475105 1968 33008 SH SOLE 33008
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7853 137646 SH SOLE 137646
PPL CORP COM 69351T106 610 21910 SH SOLE 21910
PRAXAIR INC COM 74005P104 1763 16264 SH SOLE 16264
PROGRESS ENERGY INC COM 743263105 449 9350 SH SOLE 9350
PROLOGIS INC COM 74340W103 412 11501 SH SOLE 11501
PROSHARES TR PSHS ULTRA QQQ 74347R206 354 4000 SH CALL SOLE 4000
PROSHARES TR PSHS SHRT S^P500 74347R503 262 6400 SH PUT SOLE 6400
PROSHARES TR PSHS ULTRA O^G 74347R719 353 6400 SH PUT SOLE 6400
PROSHARES TR PSHS ULTRUSS2000 74347R842 401 8500 SH SOLE 8500
PROSHARES TR PSHS ULTRUSS2000 74347R842 491 10400 SH CALL SOLE 10400
PROSHARES TR PSHS ULSHRUS2000 74348A202 501 12000 SH CALL SOLE 12000
PROSHARES TR ULT R/EST NEW 74347X625 777 13000 SH PUT SOLE 13000
PROSHARES TR PSHS ULTASH DW30 74347R867 223 13000 SH CALL SOLE 13000
PROSHARES TR ULTRAPRO QQQ 74347X831 1094 13300 SH CALL SOLE 13300
PROSHARES TR PSHS ULTSHT FINL 74347X146 829 13458 SH SOLE 13458
PROSHARES TR ULT SHR S^P500 74347X856 211 13600 SH CALL SOLE 13600
PROSHARES TR PSHS ULTRA DOW30 74347R305 870 13800 SH PUT SOLE 13800
PROSHARES TR PSHS ULTRA O^G 74347R719 800 14509 SH SOLE 14509
PROSHARES TR SHT MSCI NEW 74347X575 475 16284 SH SOLE 16284
PROSHARES TR SHT MSCI NEW 74347X575 699 24000 SH PUT SOLE 24000
PROSHARES TR ULTPR SHRT QQQ 74347X666 623 25100 SH CALL SOLE 25100
PROSHARES TR ULTPR SHRT QQQ 74347X666 755 30400 SH PUT SOLE 30400
PROSHARES TR REAL EST NEW 74347X583 483 33800 SH CALL SOLE 33800
PROSHARES TR ULT R/EST NEW 74347X625 2081 34800 SH CALL SOLE 34800
PROSHARES TR PSHS ULSHRUS2000 74348A202 1495 35800 SH PUT SOLE 35800
PROSHARES TR REAL EST NEW 74347X583 574 40200 SH PUT SOLE 40200
PROSHARES TR PSHS ULTSHT FINL 74347X146 2531 41100 SH CALL SOLE 41100
PROSHARES TR ULTRAPRO QQQ 74347X831 3980 48400 SH PUT SOLE 48400
PROSHARES TR PSHS ULT S^P 500 74347R107 3618 68400 SH CALL SOLE 68400
PROSHARES TR PSHS ULTSH 20YRS 74347R297 2381 69000 SH PUT SOLE 69000
PROSHARES TR PSHS ULTSHT FINL 74347X146 5468 88800 SH PUT SOLE 88800
PROSHARES TR ULTSHT OIL NEW 74347X591 2540 90000 SH CALL SOLE 90000
PROSHARES TR PSHS ULSHT SP500 74347R883 2047 99172 SH SOLE 99172
PROSHARES TR ULTRA FNCLS NEW 74347X633 7053 111500 SH PUT SOLE 111500
PROSHARES TR ULTSHT CHINA 25 74347X567 3394 126200 SH PUT SOLE 126200
PROSHARES TR PSHS ULTSHRT QQQ 74347X237 6671 132300 SH CALL SOLE 132300
PROSHARES TR PSHS ULTRA QQQ 74347R206 14299 161700 SH PUT SOLE 161700
PROSHARES TR PSHS SHRT S^P500 74347R503 7204 176100 SH CALL SOLE 176100
PROSHARES TR ULTSHT CHINA 25 74347X567 5082 189000 SH CALL SOLE 189000
PROSHARES TR PSHS ULT S^P 500 74347R107 12265 231900 SH PUT SOLE 231900
PROSHARES TR PSHS ULSHT SP500 74347R883 5604 271500 SH CALL SOLE 271500
PROSHARES TR PSHS ULTSHRT QQQ 74347X237 15111 299700 SH PUT SOLE 299700
PROSHARES TR II ULTRA GOLD 74347W601 676 8800 SH PUT SOLE 8800
PROSHARES TR II ULTRA GOLD 74347W601 1159 15100 SH CALL SOLE 15100
PUBLIC STORAGE COM 74460D109 1787 15677 SH SOLE 15677
PUBLIC SVC ENTERPRISE GROUP COM 744573106 520 15928 SH SOLE 15928
PULTE GROUP INC COM 745867101 238 31133 SH SOLE 31133
QUALCOMM INC COM 747525103 2020 35570 SH SOLE 35570
QUEST SOFTWARE INC COM 74834T103 405 17824 SH SOLE 17824
QUESTAR CORP COM 748356102 428 24164 SH SOLE 24164
QUICKSILVER RESOURCES INC COM 74837R104 179 12121 SH SOLE 12121
QUIKSILVER INC COM 74838C106 62 13252 SH SOLE 13252
RANDGOLD RES LTD ADR 752344309 226 2687 SH SOLE 2687
RANGE RES CORP COM 75281A109 211 3801 SH SOLE 3801
REALTY INCOME CORP COM 756109104 312 9320 SH SOLE 9320
REGAL ENTMT GROUP CL A 758766109 296 23950 SH SOLE 23950
REGIONS FINANCIAL CORP NEW COM 7591EP100 108 17483 SH SOLE 17483
RIGEL PHARMACEUTICALS INC COM NEW 766559603 111 12066 SH SOLE 12066
RIVERBED TECHNOLOGY INC COM 768573107 376 9500 SH SOLE 9500
ROBERT HALF INTL INC COM 770323103 1984 73395 SH SOLE 73395
ROSS STORES INC COM 778296103 753 9396 SH SOLE 9396
ROWAN COS INC COM 779382100 431 11100 SH SOLE 11100
SAFEWAY INC COM NEW 786514208 823 35203 SH SOLE 35203
SAIC INC COM 78390X101 1443 85769 SH SOLE 85769
SCHOLASTIC CORP COM 807066105 383 14408 SH SOLE 14408
SCIENTIFIC GAMES CORP CL A 80874P109 181 17527 SH SOLE 17527
SCRIPPS E W CO OHIO CL A NEW 811054402 106 10959 SH SOLE 10959
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 533 15000 SH SOLE 15000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2366 31400 SH CALL SOLE 31400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3820 50700 SH PUT SOLE 50700
SEMTECH CORP COM 816850101 280 10246 SH SOLE 10246
SHAW GROUP INC COM 820280105 540 17879 SH SOLE 17879
SHERWIN WILLIAMS CO COM 824348106 293 3490 SH SOLE 3490
SIGMA ALDRICH CORP COM 826552101 1854 25270 SH SOLE 25270
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 98 15734 SH SOLE 15734
SIRONA DENTAL SYSTEMS INC COM 82966C103 243 4583 SH SOLE 4583
SM ENERGY CO COM 78454L100 255 3465 SH SOLE 3465
SNAP ON INC COM 833034101 284 4547 SH SOLE 4547
SOLUTIA INC COM NEW 834376501 214 9368 SH SOLE 9368
SONIC CORP COM 835451105 201 18948 SH SOLE 18948
SONY CORP ADR NEW 835699307 495 18755 SH SOLE 18755
SOTHEBYS COM 835898107 378 8687 SH SOLE 8687
SOUTHERN UN CO NEW COM 844030106 231 5759 SH SOLE 5759
SPARK NETWORKS INC COM 84651P100 65 19565 SH SOLE 19565
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 520 4200 SH CALL SOLE 4200
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2501 20200 SH PUT SOLE 20200
SPDR GOLD TRUST GOLD SHS 78463V107 263 1800 SH CALL SOLE 1800
SPDR GOLD TRUST GOLD SHS 78463V107 7665 52500 SH PUT SOLE 52500
SPDR S^P 500 ETF TR TR UNIT 78462F103 1043 7900 SH SOLE 7900
SPDR S^P 500 ETF TR TR UNIT 78462F103 2917 22100 SH PUT SOLE 22100
SPDR S^P 500 ETF TR TR UNIT 78462F103 17763 134600 SH CALL SOLE 134600
SPREADTRUM COMMUNICATIONS IN ADR 849415203 177 11206 SH SOLE 11206
SPX CORP COM 784635104 287 3473 SH SOLE 3473
STATE STR CORP COM 857477103 253 5610 SH SOLE 5610
STEWART INFORMATION SVCS COR COM 860372101 102 10123 SH SOLE 10123
SUSQUEHANNA BANCSHARES INC P COM 869099101 162 20191 SH SOLE 20191
SWIFT ENERGY CO COM 870738101 222 5963 SH SOLE 5963
TALISMAN ENERGY INC COM 87425E103 213 10400 SH SOLE 10400
TANZANIAN ROYALTY EXPL CORP COM 87600U104 112 17103 SH SOLE 17103
TAUBMAN CTRS INC COM 876664103 896 15127 SH SOLE 15127
TCF FINL CORP COM 872275102 681 49341 SH SOLE 49341
TE CONNECTIVITY LTD REG SHS H84989104 370 10073 SH SOLE 10073
TECHNE CORP COM 878377100 440 5276 SH SOLE 5276
TELEDYNE TECHNOLOGIES INC COM 879360105 361 7173 SH SOLE 7173
TELEFONICA S A SPONSORED ADR 879382208 201 8207 SH SOLE 8207
TELLABS INC COM 879664100 202 43800 SH SOLE 43800
TESORO CORP COM 881609101 300 13091 SH SOLE 13091
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 306 6356 SH SOLE 6356
THERAVANCE INC COM 88338T104 203 9120 SH SOLE 9120
THOR INDS INC COM 885160101 514 17838 SH SOLE 17838
THORATEC CORP COM NEW 885175307 607 18500 SH SOLE 18500
TIBCO SOFTWARE INC COM 88632Q103 1260 43404 SH SOLE 43404
TIME WARNER INC COM NEW 887317303 3302 90785 SH SOLE 90785
TORONTO DOMINION BK ONT COM NEW 891160509 480 5655 SH SOLE 5655
TOTAL S A SPONSORED ADR 89151E109 365 6307 SH SOLE 6307
TYSON FOODS INC CL A 902494103 240 12350 SH SOLE 12350
U S G CORP COM NEW 903293405 410 28614 SH SOLE 28614
UNISYS CORP COM NEW 909214306 263 10233 SH SOLE 10233
UNITED STATIONERS INC COM 913004107 458 12925 SH SOLE 12925
UNITEDHEALTH GROUP INC COM 91324P102 1133 21960 SH SOLE 21960
URBAN OUTFITTERS INC COM 917047102 212 7520 SH SOLE 7520
US BANCORP DEL COM NEW 902973304 1471 57680 SH SOLE 57680
UTI WORLDWIDE INC ORD G87210103 324 16466 SH SOLE 16466
VALE S A ADR 91912E105 4451 139314 SH SOLE 139314
VALEANT PHARMACEUTICALS INTL COM 91911K102 648 12476 SH SOLE 12476
VENTAS INC COM 92276F100 2199 41724 SH SOLE 41724
VERIGY LTD SHS Y93691106 7101 474339 SH SOLE 474339
VIACOM INC NEW CL A 92553P102 257 4475 SH SOLE 4475
VOLCANO CORPORATION COM 928645100 517 16000 SH SOLE 16000
WAL MART STORES INC COM 931142103 213 4000 SH PUT SOLE 4000
WAL MART STORES INC COM 931142103 213 4000 SH CALL SOLE 4000
WATERS CORP COM 941848103 418 4363 SH SOLE 4363
WESBANCO INC COM 950810101 224 11400 SH SOLE 11400
WESTAMERICA BANCORPORATION COM 957090103 377 7657 SH SOLE 7657
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 566 13774 SH SOLE 13774
WOODWARD INC COM 980745103 271 7784 SH SOLE 7784
WORTHINGTON INDS INC COM 981811102 328 14211 SH SOLE 14211