Stevens Capital Management

Stevens Capital Management as of March 31, 2012

Portfolio Holdings for Stevens Capital Management

Stevens Capital Management holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                {S} {C}
NAME OF ISSUER                  TITLE OF CLASS    CUSIP     VALUE          SHARES/PRN SH/PRN PUT/CALL   INV DISCR OTHER VOTING
                                                            (x$1000)                                              MNGRS AUTH - SOLE
3M CO                           COM               88579Y101 399            4475 SH                      SOLE            4475
ABBOTT LABS                     COM               002824100 1293           21100 SH                     SOLE            21100
ACTUATE CORP                    COM               00508B102 66             10472 SH                     SOLE            10472
AEGION CORP                     COM               00770F104 183            10286 SH                     SOLE            10286
AERCAP HOLDINGS NV              SHS               N00985106 158            14201 SH                     SOLE            14201
AEROPOSTALE                     COM               007865108 407            18827 SH                     SOLE            18827
AGNICO EAGLE MINES LTD          COM               008474108 681            20415 SH                     SOLE            20415
ALLEGHANY CORP DEL              COM               017175100 801            2435 SH                      SOLE            2435
ALNYLAM PHARMACEUTICALS INC     COM               02043Q107 125            11256 SH                     SOLE            11256
AMERICAN EAGLE OUTFITTERS NE    COM               02553E106 292            17000 SH                     SOLE            17000
AMERICAN EXPRESS CO             COM               025816109 654            11300 SH CALL                SOLE            11300
AMERICAN EXPRESS CO             COM               025816109 689            11900 SH PUT                 SOLE            11900
AMERICAN GREETINGS CORP         CL A              026375105 155            10128 SH                     SOLE            10128
AMTRUST FINANCIAL SERVICES I    COM               032359309 305            11333 SH                     SOLE            11333
AON CORP                        COM               037389103 2252           45906 SH                     SOLE            45906
APARTMENT INVT & MGMT CO        CL A              03748R101 752            28486 SH                     SOLE            28486
AQUA AMERICA INC                COM               03836W103 330            14790 SH                     SOLE            14790
ARM HLDGS PLC                   SPONSORED ADR     042068106 297            10494 SH                     SOLE            10494
ARRIS GROUP INC                 COM               04269Q100 946            83712 SH                     SOLE            83712
ATHENAHEALTH INC                COM               04685W103 467            6300 SH                      SOLE            6300
AUTONATION INC                  COM               05329W102 496            14469 SH                     SOLE            14469
AVALONBAY CMNTYS INC            COM               053484101 2970           21013 SH                     SOLE            21013
BALLY TECHNOLOGIES INC          COM               05874B107 377            8057 SH                      SOLE            8057
BARCLAYS BK PLC                 IPTH S^P VIX NEW  06740C261 893            53200 SH                     SOLE            53200
BARCLAYS BK PLC                 IPTH S^P VIX NEW  06740C261 1342           80000 SH PUT                 SOLE            80000
BARCLAYS BK PLC                 IPTH S^P VIX NEW  06740C261 2928           174500 SH CALL               SOLE            174500
BAXTER INTL INC                 COM               071813109 840            14044 SH                     SOLE            14044
BED BATH & BEYOND INC           COM               075896100 520            7900 SH                      SOLE            7900
BERKSHIRE HILLS BANCORP INC     COM               084680107 1466           63975 SH                     SOLE            63975
BIOMED REALTY TRUST INC         COM               09063H107 3327           175272 SH                    SOLE            175272
BLYTH INC                       COM NEW           09643P207 307            4105 SH                      SOLE            4105
BMC SOFTWARE INC                COM               055921100 241            6008 SH                      SOLE            6008
BOSTON BEER INC                 CL A              100557107 860            8054 SH                      SOLE            8054
BP PRUDHOE BAY RTY TR           UNIT BEN INT      055630107 333            2664 SH                      SOLE            2664
BRISTOL MYERS SQUIBB CO         COM               110122108 261            7736 SH                      SOLE            7736
CAPITALSOURCE INC               COM               14055X102 83             12570 SH                     SOLE            12570
CARMAX INC                      COM               143130102 202            5844 SH                      SOLE            5844
CATALYST HEALTH SOLUTIONS IN    COM               14888B103 249            3900 SH                      SOLE            3900
CATERPILLAR INC DEL             COM               149123101 266            2500 SH PUT                  SOLE            2500
CENVEO INC                      COM               15670S105 41             12075 SH                     SOLE            12075
CHARLES RIV LABS INTL INC       COM               159864107 224            6219 SH                      SOLE            6219
CHEVRON CORP NEW                COM               166764100 1211           11300 SH CALL                SOLE            11300
CHEVRON CORP NEW                COM               166764100 1329           12400 SH PUT                 SOLE            12400
CHINA YUCHAI INTL LTD           COM               G21082105 186            11734 SH                     SOLE            11734
CHIPOTLE MEXICAN GRILL INC      COM               169656105 381            911 SH                       SOLE            911
CHIQUITA BRANDS INTL INC        COM               170032809 94             10698 SH                     SOLE            10698
CHUBB CORP                      COM               171232101 498            7200 SH                      SOLE            7200
CHUNGHWA TELECOM CO LTD         SPON ADR NEW11    17133Q502 670            21792 SH                     SOLE            21792
CISCO SYS INC                   COM               17275R102 237            11200 SH CALL                SOLE            11200
CISCO SYS INC                   COM               17275R102 241            11400 SH                     SOLE            11400
CISCO SYS INC                   COM               17275R102 245            11600 SH PUT                 SOLE            11600
CLARCOR INC                     COM               179895107 245            5000 SH                      SOLE            5000
CLEAN HARBORS INC               COM               184496107 541            8035 SH                      SOLE            8035
CLOUD PEAK ENERGY INC           COM               18911Q102 225            14100 SH                     SOLE            14100
COCA COLA CO                    COM               191216100 274            3700 SH                      SOLE            3700
COCA COLA CO                    COM               191216100 629            8500 SH CALL                 SOLE            8500
COCA COLA CO                    COM               191216100 659            8900 SH PUT                  SOLE            8900
CONCUR TECHNOLOGIES INC         COM               206708109 206            3596 SH                      SOLE            3596
COOPER INDUSTRIES PLC           SHS               G24140108 269            4200 SH                      SOLE            4200
CORINTHIAN COLLEGES INC         COM               218868107 45             10827 SH                     SOLE            10827
COSTCO WHSL CORP NEW            COM               22160K105 318            3500 SH                      SOLE            3500
COVANCE INC                     COM               222816100 224            4694 SH                      SOLE            4694
CROWN CASTLE INTL CORP          COM               228227104 1408           26399 SH                     SOLE            26399
CYPRESS SEMICONDUCTOR CORP      COM               232806109 240            15385 SH                     SOLE            15385
DAVITA INC                      COM               23918K108 796            8832 SH                      SOLE            8832
DCT INDUSTRIAL TRUST INC        COM               233153105 66             11192 SH                     SOLE            11192
DIAMONDROCK HOSPITALITY CO      COM               252784301 637            61911 SH                     SOLE            61911
DIREXION SHS ETF TR             DLY EMRGMKT BULL  25459Y686 771            7400 SH CALL                 SOLE            7400
DIREXION SHS ETF TR             DLY EMRGMKT BULL  25459Y686 896            8600 SH PUT                  SOLE            8600
DIREXION SHS ETF TR             DLY R/E BEAR3X    25459Y660 422            15200 SH CALL                SOLE            15200
DIREXION SHS ETF TR             DLY R/E BULL3X    25459W755 1194           17400 SH CALL                SOLE            17400
DIREXION SHS ETF TR             DLY LRG CAP BULL  25459W862 1991           23100 SH PUT                 SOLE            23100
DIREXION SHS ETF TR             DLY ENRGY BULL3X  25459W888 1262           24600 SH PUT                 SOLE            24600
DIREXION SHS ETF TR             DLY FIN BEAR NEW  25459W144 630            30515 SH                     SOLE            30515
DIREXION SHS ETF TR             DLY ENRGY BEAR3X  25459W342 371            38000 SH PUT                 SOLE            38000
DIREXION SHS ETF TR             DLY FIN BULL NEW  25459Y694 5392           49400 SH PUT                 SOLE            49400
DIREXION SHS ETF TR             DLY LRG CAP BEAR  25459W151 1258           62400 SH CALL                SOLE            62400
DIREXION SHS ETF TR             DLY SMCAP BEAR3X  25459W110 1119           63300 SH PUT                 SOLE            63300
DIREXION SHS ETF TR             DLY ENRGY BULL3X  25459W888 3911           76200 SH CALL                SOLE            76200
DIREXION SHS ETF TR             DLY FIN BEAR NEW  25459W144 1842           89200 SH PUT                 SOLE            89200
DIREXION SHS ETF TR             DLY FIN BULL NEW  25459Y694 10828          99200 SH CALL                SOLE            99200
DIREXION SHS ETF TR             DLY EM BR3X NEW   25459W482 1539           121400 SH CALL               SOLE            121400
DIREXION SHS ETF TR             DLY FIN BEAR NEW  25459W144 2559           123900 SH CALL               SOLE            123900
DIREXION SHS ETF TR             DLY ENRGY BEAR3X  25459W342 1355           139000 SH CALL               SOLE            139000
DIREXION SHS ETF TR             DLY EM BR3X NEW   25459W482 1964           154900 SH PUT                SOLE            154900
DIREXION SHS ETF TR             DLY SMCAP BEAR3X  25459W110 5090           287900 SH CALL               SOLE            287900
DOLLAR THRIFTY AUTOMOTIVE GP    COM               256743105 299            3700 SH                      SOLE            3700
DOLLAR TREE INC                 COM               256746108 457            4836 SH                      SOLE            4836
DREAMWORKS ANIMATION SKG INC    CL A              26153C103 254            13750 SH                     SOLE            13750
DSW INC                         CL A              23334L102 257            4690 SH                      SOLE            4690
DUKE ENERGY CORP NEW            COM               26441C105 6036           287280 SH                    SOLE            287280
E HOUSE CHINA HLDGS LTD         ADR               26852W103 133            23012 SH                     SOLE            23012
EBAY INC                        COM               278642103 4047           109683 SH                    SOLE            109683
ECHELON CORP                    COM               27874N105 76             17045 SH                     SOLE            17045
ENERGY XXI (BERMUDA) LTD        USD UNRS SHS      G10082140 296            8201 SH                      SOLE            8201
ERIE INDTY CO                   CL A              29530P102 244            3137 SH                      SOLE            3137
ESSEX PPTY TR INC               COM               297178105 1180           7786 SH                      SOLE            7786
FIRST HORIZON NATL CORP         COM               320517105 1538           148208 SH                    SOLE            148208
FIRSTENERGY CORP                COM               337932107 231            5074 SH                      SOLE            5074
FOCUS MEDIA HLDG LTD            SPONSORED ADR     34415V109 259            10308 SH                     SOLE            10308
FORTUNE BRANDS HOME & SEC IN    COM               34964C106 346            15700 SH                     SOLE            15700
GENERAL GROWTH PPTYS INC NEW    COM               370023103 1132           66606 SH                     SOLE            66606
GENERAL MTRS CO                 COM               37045V100 423            16500 SH                     SOLE            16500
GILDAN ACTIVEWEAR INC           COM               375916103 242            8800 SH                      SOLE            8800
GREAT LAKES DREDGE & DOCK CO    COM               390607109 77             10596 SH                     SOLE            10596
GUESS INC                       COM               401617105 378            12100 SH                     SOLE            12100
HALLIBURTON CO                  COM               406216101 730            22000 SH PUT                 SOLE            22000
HALLIBURTON CO                  COM               406216101 730            22000 SH CALL                SOLE            22000
HARMAN INTL INDS INC            COM               413086109 335            7154 SH                      SOLE            7154
HEARTLAND PMT SYS INC           COM               42235N108 228            7899 SH                      SOLE            7899
HELIX ENERGY SOLUTIONS GRP I    COM               42330P107 310            17423 SH                     SOLE            17423
HEXCEL CORP NEW                 COM               428291108 214            8919 SH                      SOLE            8919
HMS HLDGS CORP                  COM               40425J101 273            8744 SH                      SOLE            8744
HOME BANCSHARES INC             COM               436893200 202            7573 SH                      SOLE            7573
HOME PROPERTIES INC             COM               437306103 305            5000 SH                      SOLE            5000
HONDA MOTOR LTD                 AMERN SHS         438128308 395            10275 SH                     SOLE            10275
HOSPITALITY PPTYS TR            COM SH BEN INT    44106M102 503            19000 SH                     SOLE            19000
IMMUNOMEDICS INC                COM               452907108 37             10068 SH                     SOLE            10068
INGERSOLL-RAND PLC              SHS               G47791101 265            6406 SH                      SOLE            6406
INTEL CORP                      COM               458140100 413            14700 SH                     SOLE            14700
INTEL CORP                      COM               458140100 658            23400 SH CALL                SOLE            23400
INTEL CORP                      COM               458140100 669            23800 SH PUT                 SOLE            23800
INTERNATIONAL BUSINESS MACHS    COM               459200101 396            1900 SH CALL                 SOLE            1900
INTERNATIONAL BUSINESS MACHS    COM               459200101 876            4200 SH PUT                  SOLE            4200
INTERNATIONAL GAME TECHNOLOG    COM               459902102 446            26534 SH                     SOLE            26534
ISHARES INC                     MSCI BRAZIL       464286400 2548           39401 SH                     SOLE            39401
ISHARES TR                      RUSSELL 2000      464287655 654            7900 SH PUT                  SOLE            7900
ISHARES TR                      RUSSELL 2000      464287655 770            9300 SH CALL                 SOLE            9300
ISHARES TR                      DJ US REAL EST    464287739 685            11000 SH CALL                SOLE            11000
ISHARES TR                      DJ US REAL EST    464287739 2156           34600 SH PUT                 SOLE            34600
ISHARES TR                      BARCLYS 20+ YR    464287432 4656           41500 SH PUT                 SOLE            41500
ISHARES TR                      MSCI EMERG MKT    464287234 1791           41700 SH                     SOLE            41700
ISHARES TR                      FTSE CHINA25 IDX  464287184 1831           49936 SH                     SOLE            49936
ISHARES TR                      RUSSELL 2000      464287655 43695          527655 SH                    SOLE            527655
ISIS PHARMACEUTICALS INC        COM               464330109 143            16296 SH                     SOLE            16296
JOHNSON CTLS INC                COM               478366107 1185           36495 SH                     SOLE            36495
KENNAMETAL INC                  COM               489170100 381            8558 SH                      SOLE            8558
KILROY RLTY CORP                COM               49427F108 2845           61038 SH                     SOLE            61038
KINROSS GOLD CORP               COM NO PAR        496902404 253            25879 SH                     SOLE            25879
KOHLS CORP                      COM               500255104 705            14091 SH                     SOLE            14091
LA Z BOY INC                    COM               505336107 177            11826 SH                     SOLE            11826
LAMAR ADVERTISING CO            CL A              512815101 293            9055 SH                      SOLE            9055
LATTICE SEMICONDUCTOR CORP      COM               518415104 72             11269 SH                     SOLE            11269
LAUDER ESTEE COS INC            CL A              518439104 1286           20768 SH                     SOLE            20768
LEAP WIRELESS INTL INC          COM NEW           521863308 104            11897 SH                     SOLE            11897
LEXINGTON REALTY TRUST          COM               529043101 110            12266 SH                     SOLE            12266
LIFE TECHNOLOGIES CORP          COM               53217V109 742            15200 SH                     SOLE            15200
LIFE TIME FITNESS INC           COM               53217R207 402            7950 SH                      SOLE            7950
LILLY ELI & CO                  COM               532457108 387            9600 SH                      SOLE            9600
LYONDELLBASELL INDUSTRIES N     SHS - A -         N53745100 668            15300 SH                     SOLE            15300
MACK CALI RLTY CORP             COM               554489104 1099           38143 SH                     SOLE            38143
MACYS INC                       COM               55616P104 465            11700 SH                     SOLE            11700
MARATHON PETE CORP              COM               56585A102 215            4955 SH                      SOLE            4955
MARKEL CORP                     COM               570535104 321            716 SH                       SOLE            716
MARKET VECTORS ETF TR           PHARMACEUTICAL    57060U217 696            18105 SH                     SOLE            18105
MARKET VECTORS ETF TR           GOLD MINER ETF    57060U100 2789           56300 SH                     SOLE            56300
MARRIOTT VACATIONS WRLDWDE C    COM               57164Y107 211            7400 SH                      SOLE            7400
MARSH & MCLENNAN COS INC        COM               571748102 3480           106136 SH                    SOLE            106136
MASIMO CORP                     COM               574795100 327            14000 SH                     SOLE            14000
MCDONALDS CORP                  COM               580135101 206            2100 SH PUT                  SOLE            2100
MERIT MED SYS INC               COM               589889104 203            16331 SH                     SOLE            16331
MICROSOFT CORP                  COM               594918104 400            12400 SH CALL                SOLE            12400
MICROSOFT CORP                  COM               594918104 416            12900 SH PUT                 SOLE            12900
MIDDLEBY CORP                   COM               596278101 211            2089 SH                      SOLE            2089
MINERALS TECHNOLOGIES INC       COM               603158106 866            13242 SH                     SOLE            13242
MORGAN STANLEY                  COM NEW           617446448 491            25000 SH PUT                 SOLE            25000
MORGAN STANLEY                  COM NEW           617446448 491            25000 SH CALL                SOLE            25000
MOSAIC CO NEW                   COM               61945C103 802            14500 SH                     SOLE            14500
NATIONAL OILWELL VARCO INC      COM               637071101 493            6200 SH                      SOLE            6200
NATIONAL PENN BANCSHARES INC    COM               637138108 113            12773 SH                     SOLE            12773
NATIONAL PRESTO INDS INC        COM               637215104 256            3373 SH                      SOLE            3373
NIKE INC                        CL B              654106103 429            3959 SH                      SOLE            3959
NOKIA CORP                      SPONSORED ADR     654902204 186            33830 SH                     SOLE            33830
NORTHROP GRUMMAN CORP           COM               666807102 1613           26400 SH                     SOLE            26400
NRG ENERGY INC                  COM NEW           629377508 172            10962 SH                     SOLE            10962
OFFICEMAX INC DEL               COM               67622P101 70             12228 SH                     SOLE            12228
OLD REP INTL CORP               COM               680223104 336            31894 SH                     SOLE            31894
OMNICOM GROUP INC               COM               681919106 1003           19793 SH                     SOLE            19793
OPENTABLE INC                   COM               68372A104 220            5448 SH                      SOLE            5448
PATTERSON COMPANIES INC         COM               703395103 1361           40742 SH                     SOLE            40742
PETROLEO BRASILEIRO SA PETRO    SPONSORED ADR     71654V408 594            22357 SH                     SOLE            22357
PFIZER INC                      COM               717081103 457            20200 SH CALL                SOLE            20200
PFIZER INC                      COM               717081103 466            20600 SH PUT                 SOLE            20600
PHILIP MORRIS INTL INC          COM               718172109 337            3800 SH                      SOLE            3800
POLYCOM INC                     COM               73172K104 253            13274 SH                     SOLE            13274
POWERSHARES QQQ TRUST           UNIT SER 1        73935A104 3091           45755 SH                     SOLE            45755
PROLOGIS INC                    COM               74340W103 322            8947 SH                      SOLE            8947
PROSHARES TR                    ULTRAPRO QQQ      74347X831 239            2000 SH PUT                  SOLE            2000
PROSHARES TR                    ULTRPRO S^P500    74347X864 237            2800 SH CALL                 SOLE            2800
PROSHARES TR                    PSHS ULTRA QQQ    74347R206 630            5300 SH PUT                  SOLE            5300
PROSHARES TR                    ULT FTSE CHINA25  74347X880 382            7700 SH PUT                  SOLE            7700
PROSHARES TR                    PSHS ULTRUSS2000  74347R842 481            11000 SH CALL                SOLE            11000
PROSHARES TR                    REAL EST NEW 11   74348A871 354            12000 SH PUT                 SOLE            12000
PROSHARES TR                    ULTSHT OIL NEW    74347X591 285            12400 SH PUT                 SOLE            12400
PROSHARES TR                    PSHS ULTRUSS2000  74347R842 595            13600 SH PUT                 SOLE            13600
PROSHARES TR                    ULT R/EST NEW     74347X625 1118           18100 SH CALL                SOLE            18100
PROSHARES TR                    PSHS ULSHRUS2000  74348A202 545            18400 SH PUT                 SOLE            18400
PROSHARES TR                    SHT MSCI NEW      74347X575 730            28200 SH PUT                 SOLE            28200
PROSHARES TR                    SHT MSCI NEW      74347X575 753            29100 SH CALL                SOLE            29100
PROSHARES TR                    PSHS ULSHT SP500  74347R883 475            31500 SH CALL                SOLE            31500
PROSHARES TR                    PSHS ULTSH 20YRS  74347R297 920            45000 SH CALL                SOLE            45000
PROSHARES TR                    ULTRPRO S^P500    74347X864 4078           48100 SH PUT                 SOLE            48100
PROSHARES TR                    ULTRA FNCLS NEW   74347X633 3656           58200 SH PUT                 SOLE            58200
PROSHARES TR                    REAL EST NEW 11   74348A871 1843           62400 SH CALL                SOLE            62400
PROSHARES TR                    PSHS ULTSHT FINL  74347X146 2622           64900 SH PUT                 SOLE            64900
PROSHARES TR                    PSHS ULT S^P 500  74347R107 4184           71700 SH CALL                SOLE            71700
PROSHARES TR                    ULTSHT CHINA 25   74347X567 1952           74800 SH CALL                SOLE            74800
PROSHARES TR                    ULTSHT CHINA 25   74347X567 2001           76700 SH PUT                 SOLE            76700
PROSHARES TR                    PSHS ULTSHRT QQQ  74347X237 2746           90700 SH PUT                 SOLE            90700
PROSHARES TR                    PSHS ULTSHT FINL  74347X146 3668           90800 SH CALL                SOLE            90800
PROSHARES TR                    PSHS ULTSHRT QQQ  74347X237 3552           117300 SH CALL               SOLE            117300
PROSHARES TR II                 ULTRA GOLD        74347W601 875            9900 SH CALL                 SOLE            9900
PUBLIC STORAGE                  COM               74460D109 3564           25794 SH                     SOLE            25794
QUALCOMM INC                    COM               747525103 490            7200 SH                      SOLE            7200
QUALCOMM INC                    COM               747525103 1402           20600 SH PUT                 SOLE            20600
QUALCOMM INC                    COM               747525103 1402           20600 SH CALL                SOLE            20600
QUEST DIAGNOSTICS INC           COM               74834L100 1211           19800 SH                     SOLE            19800
QUESTCOR PHARMACEUTICALS INC    COM               74835Y101 235            6255 SH                      SOLE            6255
QUIKSILVER INC                  COM               74838C106 89             22020 SH                     SOLE            22020
REGENERON PHARMACEUTICALS       COM               75886F107 210            1800 SH                      SOLE            1800
RENT A CTR INC NEW              COM               76009N100 264            7000 SH                      SOLE            7000
REPUBLIC SVCS INC               COM               760759100 758            24800 SH                     SOLE            24800
RESMED INC                      COM               761152107 293            9470 SH                      SOLE            9470
RF MICRODEVICES INC             COM               749941100 71             14224 SH                     SOLE            14224
ROWAN COS INC                   COM               779382100 372            11300 SH                     SOLE            11300
ROYAL BK CDA MONTREAL QUE       COM               780087102 990            17061 SH                     SOLE            17061
ROYAL DUTCH SHELL PLC           SPONS ADR A       780259206 316            4500 SH                      SOLE            4500
SANOFI                          SPONSORED ADR     80105N105 481            12425 SH                     SOLE            12425
SAVIENT PHARMACEUTICALS INC     COM               80517Q100 22             10195 SH                     SOLE            10195
SCANSOURCE INC                  COM               806037107 217            5825 SH                      SOLE            5825
SCHEIN HENRY INC                COM               806407102 247            3261 SH                      SOLE            3261
SCHLUMBERGER LTD                COM               806857108 1147           16400 SH PUT                 SOLE            16400
SCHLUMBERGER LTD                COM               806857108 1147           16400 SH CALL                SOLE            16400
SCHWEITZER-MAUDUIT INTL INC     COM               808541106 201            2909 SH                      SOLE            2909
SCRIPPS NETWORKS INTERACT IN    CL A COM          811065101 852            17500 SH                     SOLE            17500
SELECT SECTOR SPDR TR           SBI INT-ENERGY    81369Y506 1177           16400 SH CALL                SOLE            16400
SELECT SECTOR SPDR TR           SBI INT-ENERGY    81369Y506 1457           20300 SH PUT                 SOLE            20300
SELECT SECTOR SPDR TR           SBI INT-FINL      81369Y605 1499           94900 SH CALL                SOLE            94900
SELECT SECTOR SPDR TR           SBI INT-ENERGY    81369Y506 10722          149440 SH                    SOLE            149440
SELECT SECTOR SPDR TR           SBI INT-FINL      81369Y605 2936           185800 SH                    SOLE            185800
SEMTECH CORP                    COM               816850101 224            7857 SH                      SOLE            7857
SHAW COMMUNICATIONS INC         CL B CONV         82028K200 276            13071 SH                     SOLE            13071
SHERWIN WILLIAMS CO             COM               824348106 1017           9358 SH                      SOLE            9358
SHIP FINANCE INTERNATIONAL L    SHS               G81075106 164            10725 SH                     SOLE            10725
SKECHERS U S A INC              CL A              830566105 330            25970 SH                     SOLE            25970
SMUCKER J M CO                  COM NEW           832696405 521            6400 SH                      SOLE            6400
SPDR DOW JONES INDL AVRG ETF    UT SER 1          78467X109 896            6800 SH PUT                  SOLE            6800
SPDR DOW JONES INDL AVRG ETF    UT SER 1          78467X109 3295           25000 SH CALL                SOLE            25000
SPDR GOLD TRUST                 GOLD SHS          78463V107 7020           43299 SH                     SOLE            43299
SPDR S^P MIDCAP 400 ETF TR      UTSER1 S^PDCRP    78467Y107 5773           31945 SH                     SOLE            31945
SPIRIT AEROSYSTEMS HLDGS INC    COM CL A          848574109 272            11120 SH                     SOLE            11120
SPRINT NEXTEL CORP              COM SER 1         852061100 62             21900 SH                     SOLE            21900
SPX CORP                        COM               784635104 204            2631 SH                      SOLE            2631
STAPLES INC                     COM               855030102 598            36906 SH                     SOLE            36906
STARBUCKS CORP                  COM               855244109 518            9265 SH                      SOLE            9265
STEELCASE INC                   CL A              858155203 127            13200 SH                     SOLE            13200
SYMETRA FINL CORP               COM               87151Q106 195            16900 SH                     SOLE            16900
SYNAPTICS INC                   COM               87157D109 324            8879 SH                      SOLE            8879
SYSCO CORP                      COM               871829107 752            25200 SH                     SOLE            25200
TEMPUR PEDIC INTL INC           COM               88023U101 903            10697 SH                     SOLE            10697
THOR INDS INC                   COM               885160101 335            10621 SH                     SOLE            10621
TIVO INC                        COM               888706108 178            14847 SH                     SOLE            14847
TOYOTA MOTOR CORP               SP ADR REP2COM    892331307 287            3300 SH                      SOLE            3300
TRANSALTA CORP                  COM               89346D107 188            10008 SH                     SOLE            10008
TRIQUINT SEMICONDUCTOR INC      COM               89674K103 182            26444 SH                     SOLE            26444
UNITED RENTALS INC              COM               911363109 1118           26070 SH                     SOLE            26070
UNITED TECHNOLOGIES CORP        COM               913017109 1111           13400 SH CALL                SOLE            13400
UNITED TECHNOLOGIES CORP        COM               913017109 1203           14500 SH PUT                 SOLE            14500
VALERO ENERGY CORP NEW          COM               91913Y100 222            8600 SH                      SOLE            8600
VANGUARD INTL EQUITY INDEX F    MSCI EMR MKT ETF  922042858 1152           26500 SH CALL                SOLE            26500
VECTOR GROUP LTD                COM               92240M108 178            10027 SH                     SOLE            10027
VERIFONE SYS INC                COM               92342Y109 446            8600 SH                      SOLE            8600
VIEWPOINT FINL GROUP INC MD     COM               92672A101 246            16017 SH                     SOLE            16017
VISA INC                        COM CL A          92826C839 298            2529 SH                      SOLE            2529
VODAFONE GROUP PLC NEW          SPONS ADR NEW     92857W209 769            27800 SH                     SOLE            27800
WARNACO GROUP INC               COM NEW           934390402 339            5800 SH                      SOLE            5800
WELLCARE HEALTH PLANS INC       COM               94946T106 257            3578 SH                      SOLE            3578
WELLPOINT INC                   COM               94973V107 1092           14800 SH                     SOLE            14800
WESTAMERICA BANCORPORATION      COM               957090103 370            7711 SH                      SOLE            7711
WINTRUST FINANCIAL CORP         COM               97650W108 268            7500 SH                      SOLE            7500
WOLVERINE WORLD WIDE INC        COM               978097103 365            9819 SH                      SOLE            9819
WORLD ACCEP CORP DEL            COM               981419104 220            3588 SH                      SOLE            3588
WORLD FUEL SVCS CORP            COM               981475106 277            6746 SH                      SOLE            6746
YOUKU INC                       SPONSORED ADR     98742U100 215            9777 SH                      SOLE            9777
YUM BRANDS INC                  COM               988498101 214            3000 SH                      SOLE            3000