Stevens Capital Management as of Dec. 31, 2011
Portfolio Holdings for Stevens Capital Management
Stevens Capital Management holds 0 positions in its portfolio as reported in the December 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 ------------------ ------------- ------ ----- ---- ---- ---- ---- ------ -------------- ACI WORLDWIDE INC COM 004498101 353 12324 SH SOLE 12324 ACTIVISION BLIZZARD INC COM 00507V109 327 26565 SH SOLE 26565 ADVANCE AUTO PARTS INC COM 00751Y106 787 11309 SH SOLE 11309 ALLEGHANY CORP DEL COM 017175100 235 823 SH SOLE 823 ALLIANT TECHSYSTEMS INC COM 018804104 243 4244 SH SOLE 4244 AMDOCS LTD ORD G02602103 893 31311 SH SOLE 31311 AMERIGROUP CORP COM 03073T102 342 5784 SH SOLE 5784 APPLE INC COM 037833100 237 585 SH SOLE 585 AQUA AMERICA INC COM 03836W103 495 22430 SH SOLE 22430 ARM HLDGS PLC SPONSORED ADR 042068106 290 10494 SH SOLE 10494 ARRIS GROUP INC COM 04269Q100 220 20371 SH SOLE 20371 AT^T INC COM 00206R102 1657 54785 SH SOLE 54785 ATWOOD OCEANICS INC COM 050095108 232 5836 SH SOLE 5836 AUTONATION INC COM 05329W102 4259 115516 SH SOLE 115516 AVON PRODS INC COM 054303102 209 11951 SH SOLE 11951 BEAM INC COM 073730103 504 9838 SH SOLE 9838 BECTON DICKINSON & CO COM 075887109 307 4108 SH SOLE 4108 BERKSHIRE HILLS BANCORP INC COM 084680107 1621 73031 SH SOLE 73031 BIOMED REALTY TRUST INC COM 09063H107 557 30830 SH SOLE 30830 BOEING CO COM 097023105 2237 30500 SH PUT SOLE 30500 BOEING CO COM 097023105 2295 31300 SH CALL SOLE 31300 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 258 2264 SH SOLE 2264 BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 197 10068 SH SOLE 10068 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 162 31159 SH SOLE 31159 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 234 8517 SH SOLE 8517 CAMDEN PPTY TR SH BEN INT 133131102 3425 55025 SH SOLE 55025 CAPITOL FED FINL INC COM 14057J101 194 16830 SH SOLE 16830 CARBO CERAMICS INC COM 140781105 263 2130 SH SOLE 2130 CARMAX INC COM 143130102 276 9044 SH SOLE 9044 CATALYST HEALTH SOLUTIONS IN COM 14888B103 203 3900 SH SOLE 3900 CATERPILLAR INC DEL COM 149123101 1902 21000 SH PUT SOLE 21000 CATERPILLAR INC DEL COM 149123101 2011 22200 SH CALL SOLE 22200 CENVEO INC COM 15670S105 74 21759 SH SOLE 21759 CHARLES RIV LABS INTL INC COM 159864107 363 13272 SH SOLE 13272 CHARMING SHOPPES INC COM 161133103 57 11544 SH SOLE 11544 CHECK POINT SOFTWARE TECH LT ORD M22465104 661 12582 SH SOLE 12582 CHENIERE ENERGY INC COM NEW 16411R208 93 10755 SH SOLE 10755 CHEVRON CORP NEW COM 166764100 1170 11000 SH PUT SOLE 11000 CHEVRON CORP NEW COM 166764100 1191 11200 SH CALL SOLE 11200 CHIPOTLE MEXICAN GRILL INC COM 169656105 277 819 SH SOLE 819 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 432 12968 SH SOLE 12968 CISCO SYS INC COM 17275R102 180 10000 SH PUT SOLE 10000 CISCO SYS INC COM 17275R102 186 10300 SH CALL SOLE 10300 COCA COLA CO COM 191216100 1413 20200 SH PUT SOLE 20200 COCA COLA CO COM 191216100 1525 21800 SH CALL SOLE 21800 COLUMBIA SPORTSWEAR CO COM 198516106 202 4346 SH SOLE 4346 CONSTELLATION BRANDS INC CL A 21036P108 246 11900 SH SOLE 11900 COPART INC COM 217204106 236 4930 SH SOLE 4930 CROWN CASTLE INTL CORP COM 228227104 745 16623 SH SOLE 16623 CSG SYS INTL INC COM 126349109 157 10671 SH SOLE 10671 CULLEN FROST BANKERS INC COM 229899109 427 8070 SH SOLE 8070 CURRENCYSHARES EURO TR EURO SHS 23130C108 2578 20000 SH PUT SOLE 20000 CURRENCYSHARES EURO TR EURO SHS 23130C108 2578 20000 SH CALL SOLE 20000 CVR ENERGY INC COM 12662P108 240 12816 SH SOLE 12816 CYPRESS SEMICONDUCTOR CORP COM 232806109 268 15885 SH SOLE 15885 D R HORTON INC COM 23331A109 214 16954 SH SOLE 16954 DARDEN RESTAURANTS INC COM 237194105 210 4600 SH SOLE 4600 DEVON ENERGY CORP NEW COM 25179M103 1033 16660 SH SOLE 16660 DIAMOND FOODS INC COM 252603105 253 7843 SH SOLE 7843 DIAMONDROCK HOSPITALITY CO COM 252784301 597 61921 SH SOLE 61921 DIREXION SHS ETF TR DLY R/E BEAR3X 25459Y660 443 11400 SH CALL SOLE 11400 DIREXION SHS ETF TR DLY LRG CAP BULL 25459W862 833 13700 SH PUT SOLE 13700 DIREXION SHS ETF TR DLY R/E BEAR3X 25459Y660 547 14100 SH PUT SOLE 14100 DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 963 25800 SH CALL SOLE 25800 DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 1311 28000 SH PUT SOLE 28000 DIREXION SHS ETF TR DLY FIN BULL NEW 25459Y694 1848 28500 SH PUT SOLE 28500 DIREXION SHS ETF TR DLY EMRGMKT BULL 25459Y686 2529 33900 SH CALL SOLE 33900 DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 1582 35300 SH CALL SOLE 35300 DIREXION SHS ETF TR DLY ENRGY BEAR3X 25459W342 824 72900 SH CALL SOLE 72900 DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 1714 87100 SH CALL SOLE 87100 DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 4966 106000 SH CALL SOLE 106000 DIREXION SHS ETF TR DLY FIN BEAR NEW 25459W144 4127 110500 SH PUT SOLE 110500 DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 3153 119100 SH CALL SOLE 119100 DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W110 7022 265200 SH PUT SOLE 265200 DISH NETWORK CORP CL A 25470M109 274 9610 SH SOLE 9610 DISNEY WALT CO COM DISNEY 254687106 305 8140 SH SOLE 8140 DOLLAR GEN CORP NEW COM 256677105 379 9221 SH SOLE 9221 DOLLAR TREE INC COM 256746108 413 4972 SH SOLE 4972 DREAMWORKS ANIMATION SKG INC CL A 26153C103 296 17850 SH SOLE 17850 DRESSER-RAND GROUP INC COM 261608103 220 4398 SH SOLE 4398 DST SYS INC DEL COM 233326107 453 9954 SH SOLE 9954 DU PONT E I DE NEMOURS & CO COM 263534109 494 10800 SH CALL SOLE 10800 DU PONT E I DE NEMOURS & CO COM 263534109 508 11100 SH PUT SOLE 11100 ECHELON CORP COM 27874N105 77 15840 SH SOLE 15840 ECHOSTAR CORP CL A 278768106 281 13398 SH SOLE 13398 EDWARDS LIFESCIENCES CORP COM 28176E108 270 3819 SH SOLE 3819 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 263 8236 SH SOLE 8236 EQUIFAX INC COM 294429105 857 22118 SH SOLE 22118 EQUITY RESIDENTIAL SH BEN INT 29476L107 926 16243 SH SOLE 16243 ESSEX PPTY TR INC COM 297178105 1094 7786 SH SOLE 7786 ESTERLINE TECHNOLOGIES CORP COM 297425100 369 6600 SH SOLE 6600 EXELIXIS INC COM 30161Q104 60 12629 SH SOLE 12629 EXXON MOBIL CORP COM 30231G102 203 2400 SH CALL SOLE 2400 EXXON MOBIL CORP COM 30231G102 415 4900 SH SOLE 4900 FIFTH STREET FINANCE CORP COM 31678A103 99 10307 SH SOLE 10307 FIRST MIDWEST BANCORP DEL COM 320867104 110 10891 SH SOLE 10891 FLIR SYS INC COM 302445101 356 14205 SH SOLE 14205 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 377 19347 SH SOLE 19347 FOREST OIL CORP COM PAR $0.01 346091705 344 25398 SH SOLE 25398 FORTUNE BRANDS HOME & SEC IN COM 34964C106 267 15700 SH SOLE 15700 FRANKLIN ELEC INC COM 353514102 221 5082 SH SOLE 5082 FTI CONSULTING INC COM 302941109 253 5958 SH SOLE 5958 GARDNER DENVER INC COM 365558105 214 2776 SH SOLE 2776 GENERAL DYNAMICS CORP COM 369550108 2935 44200 SH SOLE 44200 GENERAL ELECTRIC CO COM 369604103 299 16700 SH PUT SOLE 16700 GENERAL ELECTRIC CO COM 369604103 299 16700 SH CALL SOLE 16700 GENERAL GROWTH PPTYS INC NEW COM 370023103 1013 67412 SH SOLE 67412 GILDAN ACTIVEWEAR INC COM 375916103 259 13800 SH SOLE 13800 GILEAD SCIENCES INC COM 375558103 716 17500 SH SOLE 17500 GOOGLE INC CL A 38259P508 2008 3109 SH SOLE 3109 HALLIBURTON CO COM 406216101 514 14900 SH SOLE 14900 HARMONIC INC COM 413160102 107 21155 SH SOLE 21155 HAYNES INTERNATIONAL INC COM NEW 420877201 217 3972 SH SOLE 3972 HCP INC COM 40414L109 395 9526 SH SOLE 9526 HENRY JACK & ASSOC INC COM 426281101 238 7078 SH SOLE 7078 HOME DEPOT INC COM 437076102 465 11070 SH SOLE 11070 HOME DEPOT INC COM 437076102 664 15800 SH CALL SOLE 15800 HOME DEPOT INC COM 437076102 689 16400 SH PUT SOLE 16400 HOME PROPERTIES INC COM 437306103 226 3917 SH SOLE 3917 HOST HOTELS & RESORTS INC COM 44107P104 806 54600 SH SOLE 54600 INDEPENDENT BANK CORP MASS COM 453836108 227 8313 SH SOLE 8313 INFOSYS LTD SPONSORED ADR 456788108 465 9043 SH SOLE 9043 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 248 8028 SH SOLE 8028 INTERCONTINENTALEXCHANGE INC COM 45865V100 478 3965 SH SOLE 3965 INTERNATIONAL BUSINESS MACHS COM 459200101 4431 24100 SH CALL SOLE 24100 INTERNATIONAL BUSINESS MACHS COM 459200101 4578 24900 SH PUT SOLE 24900 INTERSIL CORP CL A 46069S109 459 43969 SH SOLE 43969 ISHARES TR BARCLYS 20+ YR 464287432 727 6000 SH CALL SOLE 6000 ISHARES TR RUSSELL 2000 464287655 899 12200 SH CALL SOLE 12200 ISHARES TR DJ US REAL EST 464287739 903 15900 SH PUT SOLE 15900 ISHARES TR FTSE CHINA25 IDX 464287184 697 20000 SH PUT SOLE 20000 ISHARES TR BARCLYS 20+ YR 464287432 3928 32400 SH PUT SOLE 32400 ISHARES TR DJ US REAL EST 464287739 2556 45000 SH CALL SOLE 45000 ISHARES TR RUSSELL 2000 464287655 38262 518807 SH SOLE 518807 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 199 10744 SH SOLE 10744 ITT CORP NEW COM NEW 450911201 194 10035 SH SOLE 10035 JANUS CAP GROUP INC COM 47102X105 93 14757 SH SOLE 14757 JDA SOFTWARE GROUP INC COM 46612K108 272 8386 SH SOLE 8386 JOHNSON CTLS INC COM 478366107 1141 36495 SH SOLE 36495 JOY GLOBAL INC COM 481165108 210 2800 SH SOLE 2800 KOHLS CORP COM 500255104 352 7130 SH SOLE 7130 KRAFT FOODS INC CL A 50075N104 765 20500 SH PUT SOLE 20500 KRAFT FOODS INC CL A 50075N104 806 21600 SH CALL SOLE 21600 KRAFT FOODS INC CL A 50075N104 1341 35900 SH SOLE 35900 KULICKE & SOFFA INDS INC COM 501242101 131 14125 SH SOLE 14125 LIFEPOINT HOSPITALS INC COM 53219L109 213 5736 SH SOLE 5736 MACYS INC COM 55616P104 377 11700 SH SOLE 11700 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 2896 56300 SH SOLE 56300 MASCO CORP COM 574599106 112 10651 SH SOLE 10651 MASIMO CORP COM 574795100 262 14000 SH SOLE 14000 MCDONALDS CORP COM 580135101 1183 11800 SH CALL SOLE 11800 MCDONALDS CORP COM 580135101 1244 12400 SH PUT SOLE 12400 MICROSOFT CORP COM 594918104 223 8600 SH PUT SOLE 8600 MICROSOFT CORP COM 594918104 228 8800 SH CALL SOLE 8800 MICROSOFT CORP COM 594918104 769 29638 SH SOLE 29638 MOSAIC CO NEW COM 61945C103 731 14500 SH SOLE 14500 MOTOROLA SOLUTIONS INC COM NEW 620076307 295 6370 SH SOLE 6370 MYLAN INC COM 628530107 216 10046 SH SOLE 10046 NATIONAL PRESTO INDS INC COM 637215104 232 2481 SH SOLE 2481 NEWPORT CORP COM 651824104 138 10141 SH SOLE 10141 NORTHERN OIL & GAS INC NEV COM 665531109 279 11618 SH SOLE 11618 NORTHROP GRUMMAN CORP COM 666807102 2515 43000 SH SOLE 43000 OIL STS INTL INC COM 678026105 402 5268 SH SOLE 5268 PACWEST BANCORP DEL COM 695263103 222 11727 SH SOLE 11727 PATTERSON COMPANIES INC COM 703395103 743 25184 SH SOLE 25184 PAYCHEX INC COM 704326107 2481 82400 SH SOLE 82400 PERKINELMER INC COM 714046109 1100 55001 SH SOLE 55001 PERRIGO CO COM 714290103 522 5360 SH SOLE 5360 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 227 9645 SH SOLE 9645 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 556 22357 SH SOLE 22357 PFIZER INC COM 717081103 222 10300 SH PUT SOLE 10300 PFIZER INC COM 717081103 222 10300 SH CALL SOLE 10300 PFIZER INC COM 717081103 553 25569 SH SOLE 25569 PHILIP MORRIS INTL INC COM 718172109 338 4305 SH SOLE 4305 POST PPTYS INC COM 737464107 309 7060 SH SOLE 7060 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 499 8946 SH SOLE 8946 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1250 22400 SH CALL SOLE 22400 PRECISION CASTPARTS CORP COM 740189105 3010 18266 SH SOLE 18266 PROCTER & GAMBLE CO COM 742718109 720 10800 SH PUT SOLE 10800 PROCTER & GAMBLE CO COM 742718109 793 11900 SH CALL SOLE 11900 PROSHARES TR PSHS ULTSHT FINL 74347X146 314 5300 SH SOLE 5300 PROSHARES TR PSHS ULSHRUS2000 74348A202 211 5500 SH CALL SOLE 5500 PROSHARES TR ULT R/EST NEW 74347X625 300 5900 SH CALL SOLE 5900 PROSHARES TR PSHS ULTRA QQQ 74347R206 716 8800 SH PUT SOLE 8800 PROSHARES TR PSHS ULTRA DOW30 74347R305 539 9000 SH PUT SOLE 9000 PROSHARES TR PSHS ULTRUSS2000 74347R842 331 9500 SH PUT SOLE 9500 PROSHARES TR PSHS SHRT S^P500 74347R503 404 10000 SH CALL SOLE 10000 PROSHARES TR SHT MSCI NEW 74347X575 363 10600 SH CALL SOLE 10600 PROSHARES TR REAL EST NEW 11 74348A871 397 10800 SH SOLE 10800 PROSHARES TR PSHS ULTSHT FINL 74347X146 753 12700 SH PUT SOLE 12700 PROSHARES TR PSHS ULSHT SP500 74347R883 459 23800 SH PUT SOLE 23800 PROSHARES TR REAL EST NEW 11 74348A871 948 25800 SH PUT SOLE 25800 PROSHARES TR PSHS ULTRUSS2000 74347R842 972 27900 SH CALL SOLE 27900 PROSHARES TR PSHS ULTRA DOW30 74347R305 1754 29300 SH CALL SOLE 29300 PROSHARES TR PSHS ULSHRUS2000 74348A202 1281 33300 SH PUT SOLE 33300 PROSHARES TR PSHS ULSHT SP500 74347R883 756 39200 SH CALL SOLE 39200 PROSHARES TR PSHS ULT S^P 500 74347R107 2263 48800 SH PUT SOLE 48800 PROSHARES TR ULTSHT CHINA 25 74347X567 1849 60900 SH PUT SOLE 60900 PROSHARES TR ULTRA FNCLS NEW 74347X633 2799 63100 SH PUT SOLE 63100 PROSHARES TR REAL EST NEW 11 74348A871 2562 69700 SH CALL SOLE 69700 PROSHARES TR PSHS ULTRA QQQ 74347R206 6427 78900 SH CALL SOLE 78900 PROSHARES TR PSHS ULTSHRT QQQ 74347X237 4734 104900 SH CALL SOLE 104900 PROSHARES TR ULTSHT CHINA 25 74347X567 3377 111200 SH CALL SOLE 111200 PROSHARES TR PSHS ULTSHRT QQQ 74347X237 12185 270000 SH PUT SOLE 270000 PROSHARES TR II ULTRA GOLD 74347W601 371 4700 SH CALL SOLE 4700 PROSHARES TR II ULTRASHRT NEW 74347W718 318 16100 SH CALL SOLE 16100 PROSHARES TR II ULTRASHRT NEW 74347W718 384 19400 SH PUT SOLE 19400 PROSHARES TR II ULTRA GOLD 74347W601 2046 25900 SH PUT SOLE 25900 PUBLIC STORAGE COM 74460D109 3096 23028 SH SOLE 23028 QUEST DIAGNOSTICS INC COM 74834L100 1515 26100 SH SOLE 26100 REGAL ENTMT GROUP CL A 758766109 153 12830 SH SOLE 12830 RF MICRODEVICES INC COM 749941100 569 105370 SH SOLE 105370 ROCKWELL COLLINS INC COM 774341101 367 6632 SH SOLE 6632 ROLLINS INC COM 775711104 236 10602 SH SOLE 10602 RYLAND GROUP INC COM 783764103 274 17400 SH SOLE 17400 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 390 10000 SH PUT SOLE 10000 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 390 10000 SH CALL SOLE 10000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1764 135700 SH PUT SOLE 135700 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5519 424518 SH SOLE 424518 SILVER WHEATON CORP COM 828336107 236 8151 SH SOLE 8151 SOUTH JERSEY INDS INC COM 838518108 213 3743 SH SOLE 3743 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 3765 30900 SH CALL SOLE 30900 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 4925 40416 SH SOLE 40416 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 4947 40600 SH PUT SOLE 40600 SPDR GOLD TRUST GOLD SHS 78463V107 3024 19900 SH CALL SOLE 19900 SPDR GOLD TRUST GOLD SHS 78463V107 6966 45834 SH SOLE 45834 SPDR S^P 500 ETF TR TR UNIT 78462F103 10717 85400 SH PUT SOLE 85400 SPDR S^P MIDCAP 400 ETF TR UTSER1 S^PDCRP 78467Y107 8476 53145 SH SOLE 53145 SPDR SERIES TRUST S^P OILGAS EXP 78464A730 1053 20000 SH PUT SOLE 20000 SPDR SERIES TRUST S^P OILGAS EXP 78464A730 1053 20000 SH CALL SOLE 20000 SUNTRUST BKS INC COM 867914103 186 10529 SH SOLE 10529 SWIFT ENERGY CO COM 870738101 227 7633 SH SOLE 7633 TEMPUR PEDIC INTL INC COM 88023U101 429 8164 SH SOLE 8164 TESORO CORP COM 881609101 481 20604 SH SOLE 20604 TEXTRON INC COM 883203101 1198 64814 SH SOLE 64814 THOMAS & BETTS CORP COM 884315102 304 5564 SH SOLE 5564 TIFFANY & CO NEW COM 886547108 314 4733 SH SOLE 4733 TIM HORTONS INC COM 88706M103 667 13770 SH SOLE 13770 UNDER ARMOUR INC CL A 904311107 490 6828 SH SOLE 6828 UNITED TECHNOLOGIES CORP COM 913017109 847 11600 SH CALL SOLE 11600 UNITED TECHNOLOGIES CORP COM 913017109 855 11700 SH PUT SOLE 11700 UNITED THERAPEUTICS CORP DEL COM 91307C102 244 5166 SH SOLE 5166 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 3091 80900 SH PUT SOLE 80900 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 5158 135000 SH CALL SOLE 135000 VERIFONE SYS INC COM 92342Y109 262 7367 SH SOLE 7367 VIACOM INC NEW CL B 92553P201 467 10276 SH SOLE 10276 WEINGARTEN RLTY INVS SH BEN INT 948741103 371 16989 SH SOLE 16989 WILLIAMS SONOMA INC COM 969904101 347 9000 SH SOLE 9000 XCEL ENERGY INC COM 98389B100 361 13051 SH SOLE 13051 XEROX CORP COM 984121103 218 27400 SH SOLE 27400 ZIMMER HLDGS INC COM 98956P102 632 11831 SH SOLE 11831 ZIONS BANCORPORATION COM 989701107 347 21289 SH SOLE 21289