0001134813-12-000023.txt : 20120906
0001134813-12-000023.hdr.sgml : 20120906
20120906144744
ACCESSION NUMBER: 0001134813-12-000023
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20100630
FILED AS OF DATE: 20120906
DATE AS OF CHANGE: 20120906
EFFECTIVENESS DATE: 20120906
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: STEVENS CAPITAL MANAGEMENT LP
CENTRAL INDEX KEY: 0001134813
IRS NUMBER: 980377305
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06263
FILM NUMBER: 121076508
BUSINESS ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
BUSINESS PHONE: 6109715000
MAIL ADDRESS:
STREET 1: 201 KING OF PRUSSIA ROAD
STREET 2: SUITE 400
CITY: RADNOR
STATE: PA
ZIP: 19087
FORMER COMPANY:
FORMER CONFORMED NAME: TEWKSBURY CAPITAL MANAGEMENT LTD
DATE OF NAME CHANGE: 20020429
FORMER COMPANY:
FORMER CONFORMED NAME: TCM
DATE OF NAME CHANGE: 20020426
FORMER COMPANY:
FORMER CONFORMED NAME: TTF/FA
DATE OF NAME CHANGE: 20010213
13F-HR/A
1
06302010_amendment.txt
FORM 13F COVER PAGE
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED: 30 JUNE 2010
CHECK HERE IF AMENDMENT [ X ]; AMENDMENT NUMBER: [ 2 ]
THIS AMENDMENT: [ ] IS A RESTATEMENT.
[ X ] ADDS NEW HOLDINGS ENTRIES.
INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT:
NAME: STEVENS CAPITAL MANAGEMENT LP
ADDRESS: 201 KING OF PRUSSIA ROAD SUITE 400 RADNOR PA 19087
FORM 13F FILE NUMBER: 28-06263
THE INSTITUTIONAL INVESTMENT MANAGER FILING THIS REPORT AND THE PERSON
BY WHOM IT IS SIGNED HEREBY REPRESENT THAT THE PERSON SIGNING THE
REPORT IS AUTHORIZED TO SUBMIT IT, THAT ALL INFORMATION CONTAINED
HEREIN IS TRUE, CORRECT AND COMPLETE, AND THAT IT IS UNDERSTOOD THAT
ALL REQUIRED ITEMS, STATEMENTS, SCHEDULES, LISTS, AND TABLES, ARE
CONSIDERED INTEGRAL PARTS OF THIS FORM.
PERSON SIGNING THIS REPORT ON BEHALF OF REPORTING MANAGER:
NAME: JEFFREY W. CAMERON
TITLE: GENERAL COUNSEL
PHONE: 610.971.5000
SIGNATURE, PLACE, AND DATE OF SIGNING:
/s/ JEFFREY W. CAMERON
____________________________
SIGNATURE
RADNOR, PA
05 SEPTEMBER 2012
NOTE: THIS FORM 13F AMENDMENT IS BEING FILED TO ADD NEW
HOLDINGS TO THE INITIAL FORM 13F, AS AMENDED BY AMENDMENT
NO. [1], FOR THE PERIOD ENDED 30 JUNE 2010 ("PERIOD END"). THIS
AMENDMENT REFLECTS THE REPORTING PERSON'S GROSS LONG POSITIONS
IN CERTAIN SECTION 13(F) SECURITIES THAT WERE INADVERTENTLY
OMITTED FROM THE INITIAL FORM 13F FOR THE PERIOD END.
REPORT TYPE:
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:
FORM 13F FILE NUMBER: NAME:
NONE
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 308
FORM 13F INFORMATION TABLE VALUE TOTAL: 286562 (THOUSANDS)
LIST OF OTHER INCLUDED MANAGERS: NONE
FORM 13F INFORMATION TABLE
VALUE SHRS/PRN SH/ PUT/ INV OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) AMOUNT PRN CALL DISCR MANAGERS SOLE
------------------ ------------- ------ ----- ---- ---- ---- ---- ------ --------------
A D C TELECOMMUNICATIONS COM NEW 000886309 233 31378 SH SH SOLE 31378 31378
ABAXIS INC COM 002567105 212 9915 SH SH SOLE 9915 9915
ABERCROMBIE & FITCH CO CL A 002896207 518 16893 SH SH SOLE 16893 16893
ADTRAN INC COM 00738A106 261 9576 SH SH SOLE 9576 9576
AFLAC INC COM 001055102 1407 32979 SH SH SOLE 32979 32979
ALASKA AIR GROUP INC COM 011659109 309 6876 SH SH SOLE 6876 6876
ALBEMARLE CORP COM 012653101 298 7508 SH SH SOLE 7508 7508
ALLIANT ENERGY CORP COM 018802108 634 19964 SH SH SOLE 19964 19964
AMB PROPERTY CORP COM 00163T109 251 10597 SH SH SOLE 10597 10597
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 226 19200 SH SH SOLE 19200 19200
AMERICAN ELEC PWR INC COM 025537101 497 15400 SH SH SOLE 15400 15400
AMERISOURCEBERGEN CORP COM 03073E105 253 7984 SH SH SOLE 7984 7984
AMR CORP COM 001765106 82 12135 SH SH SOLE 12135 12135
AMTRUST FINANCIAL SERVICES I COM 032359309 180 14975 SH SH SOLE 14975 14975
ANADIGICS INC COM 032515108 48 11054 SH SH SOLE 11054 11054
ANNALY CAP MGMT INC COM 035710409 196 11403 SH SH SOLE 11403 11403
ANSYS INC COM 03662Q105 978 24106 SH SH SOLE 24106 24106
ANTIGENICS INC DEL COM 037032109 12 14300 SH SH SOLE 14300 14300
APPLIED MATLS INC COM 038222105 618 51428 SH SH SOLE 51428 51428
ARBITRON INC COM 03875Q108 233 9108 SH SH SOLE 9108 9108
ARCH CAP GROUP LTD ORD G0450A105 253 3402 SH SH SOLE 3402 3402
ARCHER DANIELS MIDLAND CO COM 039483102 1642 63582 SH SH SOLE 63582 63582
ART TECHNOLOGY GROUP INC COM 04289L107 47 13800 SH SH SOLE 13800 13800
ASML HOLDING N V NY REG SHS N07059186 617 22472 SH SH SOLE 22472 22472
ASSOCIATED BANC CORP COM 045487105 143 11674 SH SH SOLE 11674 11674
ASSURED GUARANTY LTD COM G0585R106 141 10601 SH SH SOLE 10601 10601
ASTORIA FINL CORP COM 046265104 189 13741 SH SH SOLE 13741 13741
ASTRAZENECA PLC SPONSORED ADR 046353108 270 5721 SH SH SOLE 5721 5721
AT&T INC COM 00206R102 214 8831 SH SH SOLE 8831 8831
AUTOZONE INC COM 053332102 319 1650 SH SH SOLE 1650 1650
AUXILIUM PHARMACEUTICALS INC COM 05334D107 206 8767 SH SH SOLE 8767 8767
BAKER HUGHES INC COM 057224107 1749 42070 SH SH SOLE 42070 42070
BALL CORP COM 058498106 330 6239 SH SH SOLE 6239 6239
BALLY TECHNOLOGIES INC COM 05874B107 844 26052 SH SH SOLE 26052 26052
BANK HAWAII CORP COM 062540109 1133 23442 SH SH SOLE 23442 23442
BARCLAYS BK PLC IPATH S&P ST ETN 06740C527 1560 50000 CALL SH CALL SOLE 50000 50000
BARRICK GOLD CORP COM 067901108 204 4493 SH SH SOLE 4493 4493
BASIC ENERGY SVCS INC NEW COM 06985P100 79 10256 SH SH SOLE 10256 10256
BB&T CORP COM 054937107 257 9776 SH SH SOLE 9776 9776
BCE INC COM NEW 05534B760 767 26194 SH SH SOLE 26194 26194
BE AEROSPACE INC COM 073302101 435 17103 SH SH SOLE 17103 17103
BEACON ROOFING SUPPLY INC COM 073685109 185 10283 SH SH SOLE 10283 10283
BECKMAN COULTER INC COM 075811109 657 10894 SH SH SOLE 10894 10894
BELO CORP COM SER A 080555105 81 14302 SH SH SOLE 14302 14302
BEST BUY INC COM 086516101 300 8850 SH SH SOLE 8850 8850
BIOMARIN PHARMACEUTICAL INC COM 09061G101 199 10517 SH SH SOLE 10517 10517
BIOMED REALTY TRUST INC COM 09063H107 705 43800 SH SH SOLE 43800 43800
BLACKBAUD INC COM 09227Q100 288 13246 SH SH SOLE 13246 13246
BLACKBOARD INC COM 091935502 460 12324 SH SH SOLE 12324 12324
BORGWARNER INC COM 099724106 1327 35551 SH SH SOLE 35551 35551
BOSTON SCIENTIFIC CORP COM 101137107 71 12310 SH SH SOLE 12310 12310
BP PLC SPONSORED ADR 055622104 320 11091 SH SH SOLE 11091 11091
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 493 5527 SH SH SOLE 5527 5527
BRIGGS & STRATTON CORP COM 109043109 402 23622 SH SH SOLE 23622 23622
BRINKER INTL INC COM 109641100 183 12639 SH SH SOLE 12639 12639
BROADCOM CORP CL A 111320107 758 22996 SH SH SOLE 22996 22996
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 285 14986 SH SH SOLE 14986 14986
CAMERON INTERNATIONAL CORP COM 13342B105 614 18866 SH SH SOLE 18866 18866
CATERPILLAR INC DEL COM 149123101 630 10484 SH SH SOLE 10484 10484
CEDAR SHOPPING CTRS INC COM NEW 150602209 117 19510 SH SH SOLE 19510 19510
CF INDS HLDGS INC COM 125269100 879 13850 SH SH SOLE 13850 13850
CHECK POINT SOFTWARE TECH LT ORD M22465104 456 15460 SH SH SOLE 15460 15460
CHEESECAKE FACTORY INC COM 163072101 376 16881 SH SH SOLE 16881 16881
CHEMED CORP NEW COM 16359R103 251 4600 SH SH SOLE 4600 4600
CHIPOTLE MEXICAN GRILL INC COM 169656105 516 3769 SH SH SOLE 3769 3769
CIMAREX ENERGY CO COM 171798101 620 8663 SH SH SOLE 8663 8663
CITY NATL CORP COM 178566105 1079 21065 SH SH SOLE 21065 21065
CLEARWIRE CORP NEW CL A 18538Q105 162 22321 SH SH SOLE 22321 22321
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 520 10381 SH SH SOLE 10381 10381
COLGATE PALMOLIVE CO COM 194162103 544 6909 SH SH SOLE 6909 6909
COMMERCE BANCSHARES INC COM 200525103 205 5700 SH SH SOLE 5700 5700
COMPUWARE CORP COM 205638109 87 10843 SH SH SOLE 10843 10843
CONAGRA FOODS INC COM 205887102 540 23147 SH SH SOLE 23147 23147
CONEXANT SYSTEMS INC COM NEW 207142308 27 12171 SH SH SOLE 12171 12171
CONSOL ENERGY INC COM 20854P109 266 7882 SH SH SOLE 7882 7882
CONVERGYS CORP COM 212485106 119 12100 SH SH SOLE 12100 12100
COOPER INDUSTRIES PLC SHS G24140108 445 10123 SH SH SOLE 10123 10123
CORNING INC COM 219350105 503 31145 SH SH SOLE 31145 31145
COUSINS PPTYS INC COM 222795106 77 11483 SH SH SOLE 11483 11483
COVIDIEN PLC SHS G2554F105 563 14000 SH SH SOLE 14000 14000
CROWN CASTLE INTL CORP COM 228227104 501 13451 SH SH SOLE 13451 13451
CROWN HOLDINGS INC COM 228368106 657 26231 SH SH SOLE 26231 26231
CYTOKINETICS INC COM 23282W100 28 11700 SH SH SOLE 11700 11700
DCT INDUSTRIAL TRUST INC COM 233153105 249 54992 SH SH SOLE 54992 54992
DEALERTRACK HLDGS INC COM 242309102 174 10600 SH SH SOLE 10600 10600
DEVON ENERGY CORP NEW COM 25179M103 387 6345 SH SH SOLE 6345 6345
DIREXION SHS ETF TR DLY TECH BULL 3X 25459W102 208 8300 CALL SH CALL SOLE 8300 8300
DIREXION SHS ETF TR DLY ENRGY BULL3X 25459W888 232 9800 CALL SH CALL SOLE 9800 9800
DIREXION SHS ETF TR DLY TECH BEAR 3X 25459W201 189 18500 CALL SH CALL SOLE 18500 18500
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 1046 28700 CALL SH CALL SOLE 28700 28700
DIREXION SHS ETF TR DLY R/E BULL3X 25459W755 1241 35500 CALL SH CALL SOLE 35500 35500
DIREXION SHS ETF TR DLY SMCAP BEAR3X 25459W839 437 53400 CALL SH CALL SOLE 53400 53400
DIREXION SHS ETF TR DLY EM BR3X NEW 25459W482 4123 82800 PUT SH PUT SOLE 82800 82800
DIREXION SHS ETF TR DLY EMRGMKT BULL 25459W300 4494 212800 CALL SH CALL SOLE 212800 212800
DIREXION SHS ETF TR DLY FIN BULL NEW 25459W516 10269 537900 CALL SH CALL SOLE 537900 537900
DISNEY WALT CO COM DISNEY 254687106 240 7617 SH SH SOLE 7617 7617
DOLLAR TREE INC COM 256746108 628 15088 SH SH SOLE 15088 15088
DONNELLEY R R & SONS CO COM 257867101 183 11207 SH SH SOLE 11207 11207
DUKE REALTY CORP COM NEW 264411505 141 12400 SH SH SOLE 12400 12400
E M C CORP MASS COM 268648102 313 17078 SH SH SOLE 17078 17078
EASTMAN KODAK CO COM 277461109 50 11448 SH SH SOLE 11448 11448
EBAY INC COM 278642103 2999 152948 SH SH SOLE 152948 152948
EL PASO CORP COM 28336L109 316 28468 SH SH SOLE 28468 28468
ELECTRONICS FOR IMAGING INC COM 286082102 99 10113 SH SH SOLE 10113 10113
ENCANA CORP COM 292505104 470 15500 SH SH SOLE 15500 15500
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 659 17312 SH SH SOLE 17312 17312
F M C CORP COM NEW 302491303 701 12198 SH SH SOLE 12198 12198
FACTSET RESH SYS INC COM 303075105 308 4600 SH SH SOLE 4600 4600
FEDERATED INVS INC PA CL B 314211103 552 26659 SH SH SOLE 26659 26659
FERRO CORP COM 315405100 105 14189 SH SH SOLE 14189 14189
FISERV INC COM 337738108 776 17000 SH SH SOLE 17000 17000
FLUOR CORP NEW COM 343412102 2115 49763 SH SH SOLE 49763 49763
FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 171 10985 SH SH SOLE 10985 10985
FRONTIER OIL CORP COM 35914P105 477 35444 SH SH SOLE 35444 35444
GAFISA S A SPONS ADR 362607301 162 13383 SH SH SOLE 13383 13383
GAP INC DEL COM 364760108 3112 159903 SH SH SOLE 159903 159903
GEN-PROBE INC NEW COM 36866T103 754 16601 SH SH SOLE 16601 16601
GENCORP INC COM 368682100 48 11018 SH SH SOLE 11018 11018
GIANT INTERACTIVE GROUP INC ADR 374511103 88 12818 SH SH SOLE 12818 12818
GILEAD SCIENCES INC COM 375558103 351 10234 SH SH SOLE 10234 10234
GOLDCORP INC NEW COM 380956409 614 14009 SH SH SOLE 14009 14009
GRAINGER W W INC COM 384802104 526 5294 SH SH SOLE 5294 5294
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 239 9500 SH SH SOLE 9500 9500
HALLIBURTON CO COM 406216101 1929 78558 SH SH SOLE 78558 78558
HANOVER INS GROUP INC COM 410867105 613 14083 SH SH SOLE 14083 14083
HCP INC COM 40414L109 1515 46987 SH SH SOLE 46987 46987
HEALTH CARE REIT INC COM 42217K106 480 11401 SH SH SOLE 11401 11401
HEALTH NET INC COM 42222G108 711 29194 SH SH SOLE 29194 29194
HEIDRICK & STRUGGLES INTL IN COM 422819102 313 13700 SH SH SOLE 13700 13700
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 167 15508 SH SH SOLE 15508 15508
HENRY JACK & ASSOC INC COM 426281101 404 16900 SH SH SOLE 16900 16900
HERBALIFE LTD COM USD SHS G4412G101 204 4429 SH SH SOLE 4429 4429
HORMEL FOODS CORP COM 440452100 306 7563 SH SH SOLE 7563 7563
HOSPIRA INC COM 441060100 253 4400 SH SH SOLE 4400 4400
HOVNANIAN ENTERPRISES INC CL A 442487203 70 18977 SH SH SOLE 18977 18977
HUDSON CITY BANCORP COM 443683107 1362 111174 SH SH SOLE 111174 111174
IDEXX LABS INC COM 45168D104 419 6876 SH SH SOLE 6876 6876
INTERCONTINENTALEXCHANGE INC COM 45865V100 408 3608 SH SH SOLE 3608 3608
INTERNATIONAL BUSINESS MACHS COM 459200101 648 5246 SH SH SOLE 5246 5246
ISHARES TR INDEX DJ US REAL EST 464287739 463 9800 PUT SH PUT SOLE 9800 9800
ISHARES TR INDEX RUSSELL 2000 464287655 1467 24000 PUT SH PUT SOLE 24000 24000
ISHARES TR INDEX RUSSELL 2000 464287655 1503 24600 CALL SH CALL SOLE 24600 24600
ISHARES TR INDEX FTSE XNHUA IDX 464287184 1589 40600 PUT SH PUT SOLE 40600 40600
ISHARES TR INDEX DJ US REAL EST 464287739 5722 121200 CALL SH CALL SOLE 121200 121200
ISHARES TR INDEX BARCLYS 20+ YR 464287432 22477 220900 PUT SH PUT SOLE 220900 220900
JONES APPAREL GROUP INC COM 480074103 312 19668 SH SH SOLE 19668 19668
JONES LANG LASALLE INC COM 48020Q107 670 10201 SH SH SOLE 10201 10201
KEYCORP NEW COM 493267108 148 19307 SH SH SOLE 19307 19307
KIMBERLY CLARK CORP COM 494368103 388 6400 SH SH SOLE 6400 6400
KINDRED HEALTHCARE INC COM 494580103 378 29416 SH SH SOLE 29416 29416
KINETIC CONCEPTS INC COM NEW 49460W208 961 26321 SH SH SOLE 26321 26321
KORN FERRY INTL COM NEW 500643200 436 31349 SH SH SOLE 31349 31349
KRAFT FOODS INC CL A 50075N104 637 22743 SH SH SOLE 22743 22743
LA Z BOY INC COM 505336107 76 10227 SH SH SOLE 10227 10227
LEAP WIRELESS INTL INC COM NEW 521863308 145 11178 SH SH SOLE 11178 11178
LEAR CORP COM NEW 521865204 218 3300 SH SH SOLE 3300 3300
LENNAR CORP CL A 526057104 284 20450 SH SH SOLE 20450 20450
LIFEPOINT HOSPITALS INC COM 53219L109 257 8170 SH SH SOLE 8170 8170
LKQ CORP COM 501889208 250 12974 SH SH SOLE 12974 12974
LOCKHEED MARTIN CORP COM 539830109 760 10200 SH SH SOLE 10200 10200
LOWES COS INC COM 548661107 2189 107216 SH SH SOLE 107216 107216
M D C HLDGS INC COM 552676108 239 8870 SH SH SOLE 8870 8870
MANITOWOC INC COM 563571108 97 10649 SH SH SOLE 10649 10649
MANPOWER INC COM 56418H100 1132 26208 SH SH SOLE 26208 26208
MASTERCARD INC CL A 57636Q104 337 1690 SH SH SOLE 1690 1690
MATTEL INC COM 577081102 600 28345 SH SH SOLE 28345 28345
MCCORMICK & CO INC COM NON VTG 579780206 290 7649 SH SH SOLE 7649 7649
MCMORAN EXPLORATION CO COM 582411104 152 13702 SH SH SOLE 13702 13702
MEDCATH CORP COM 58404W109 85 10802 SH SH SOLE 10802 10802
MEDICAL PPTYS TRUST INC COM 58463J304 125 13239 SH SH SOLE 13239 13239
MEDIVATION INC COM 58501N101 212 23937 SH SH SOLE 23937 23937
MEMC ELECTR MATLS INC COM 552715104 381 38557 SH SH SOLE 38557 38557
MERCADOLIBRE INC COM 58733R102 327 6216 SH SH SOLE 6216 6216
MERCK & CO INC NEW COM 58933Y105 430 12304 SH SH SOLE 12304 12304
METLIFE INC COM 59156R108 677 17942 SH SH SOLE 17942 17942
MGM MIRAGE COM 552953101 206 21350 SH SH SOLE 21350 21350
MICRON TECHNOLOGY INC COM 595112103 149 17523 SH SH SOLE 17523 17523
MIRANT CORP NEW COM 60467R100 169 15966 SH SH SOLE 15966 15966
MOLEX INC COM 608554101 460 25220 SH SH SOLE 25220 25220
MORGAN STANLEY COM NEW 617446448 931 40094 SH SH SOLE 40094 40094
MOTOROLA INC COM 620076109 193 29600 SH SH SOLE 29600 29600
NATIONAL RETAIL PROPERTIES I COM 637417106 341 15908 SH SH SOLE 15908 15908
NATIONWIDE HEALTH PPTYS INC COM 638620104 307 8575 SH SH SOLE 8575 8575
NEUSTAR INC CL A 64126X201 619 30012 SH SH SOLE 30012 30012
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 214 2300 SH SH SOLE 2300 2300
NEW YORK CMNTY BANCORP INC COM 649445103 843 55177 SH SH SOLE 55177 55177
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 844 27300 SH SH SOLE 27300 27300
NOBLE ENERGY INC COM 655044105 2531 41957 SH SH SOLE 41957 41957
NOKIA CORP SPONSORED ADR 654902204 244 29942 SH SH SOLE 29942 29942
NOVARTIS A G SPONSORED ADR 66987V109 263 5443 SH SH SOLE 5443 5443
NRG ENERGY INC COM NEW 629377508 651 30712 SH SH SOLE 30712 30712
NVR INC COM 62944T105 1295 1977 SH SH SOLE 1977 1977
OFFICE DEPOT INC COM 676220106 112 27700 SH SH SOLE 27700 27700
OMNICOM GROUP INC COM 681919106 1284 37425 SH SH SOLE 37425 37425
ONEOK INC NEW COM 682680103 512 11846 SH SH SOLE 11846 11846
P F CHANGS CHINA BISTRO INC COM 69333Y108 259 6540 SH SH SOLE 6540 6540
PACKAGING CORP AMER COM 695156109 275 12471 SH SH SOLE 12471 12471
PACWEST BANCORP DEL COM 695263103 185 10110 SH SH SOLE 10110 10110
PARKWAY PPTYS INC COM 70159Q104 152 10465 SH SH SOLE 10465 10465
PAYCHEX INC COM 704326107 369 14226 SH SH SOLE 14226 14226
PEPSICO INC COM 713448108 311 5107 SH SH SOLE 5107 5107
PERRIGO CO COM 714290103 201 3403 SH SH SOLE 3403 3403
PG&E CORP COM 69331C108 892 21700 SH SH SOLE 21700 21700
PHILIP MORRIS INTL INC COM 718172109 1211 26425 SH SH SOLE 26425 26425
PIEDMONT NAT GAS INC COM 720186105 474 18747 SH SH SOLE 18747 18747
PMC-SIERRA INC COM 69344F106 80 10670 SH SH SOLE 10670 10670
POLO RALPH LAUREN CORP CL A 731572103 438 6003 SH SH SOLE 6003 6003
POLYCOM INC COM 73172K104 307 10300 SH SH SOLE 10300 10300
POST PPTYS INC COM 737464107 299 13171 SH SH SOLE 13171 13171
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 382 8955 SH SH SOLE 8955 8955
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1149 26900 PUT SH PUT SOLE 26900 26900
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 2639 61800 CALL SH CALL SOLE 61800 61800
PRAXAIR INC COM 74005P104 1236 16264 SH SH SOLE 16264 16264
PRIDE INTL INC DEL COM 74153Q102 330 14761 SH SH SOLE 14761 14761
PROLOGIS SH BEN INT 743410102 174 17161 SH SH SOLE 17161 17161
PROSHARES TR ULTRPRO S&P500 74347X864 1259 10700 CALL SH CALL SOLE 10700 10700
PROSHARES TR PSHS ULTASH DW30 74347R867 350 11300 CALL SH CALL SOLE 11300 11300
PROSHARES TR ULT SHR S&P500 74347X856 433 11300 PUT SH PUT SOLE 11300 11300
PROSHARES TR PSHS ULTRA DOW30 74347R305 573 14900 PUT SH PUT SOLE 14900 14900
PROSHARES TR PSHS ULTRUSS2000 74347R842 653 24800 PUT SH PUT SOLE 24800 24800
PROSHARES TR ULTRA FNCLS NEW 74347X633 1622 32500 CALL SH CALL SOLE 32500 32500
PROSHARES TR PSHS ULTSHRT QQQ 74347R875 759 37900 PUT SH PUT SOLE 37900 37900
PROSHARES TR PSHS SHRT S&P500 74347R503 2547 46300 PUT SH PUT SOLE 46300 46300
PROSHARES TR XIN CH25 NEW 74347X567 1950 48100 CALL SH CALL SOLE 48100 48100
PROSHARES TR ULT R/EST NEW 74347X625 1884 52800 CALL SH CALL SOLE 52800 52800
PROSHARES TR ULTSHT OIL NEW 74347X591 4287 56900 PUT SH PUT SOLE 56900 56900
PROSHARES TR PSHS ULTRUSS2000 74347R842 1809 68700 CALL SH CALL SOLE 68700 68700
PROSHARES TR PSHS ULTSHT FINL 74347R628 1960 83916 SH SH SOLE 83916 83916
PROSHARES TR SHT MSCI NEW 74347X575 5064 89700 PUT SH PUT SOLE 89700 89700
PROSHARES TR REAL EST NEW 74347X583 3067 105000 PUT SH PUT SOLE 105000 105000
PROSHARES TR PSHS ULTRA O&G 74347R719 3781 150800 CALL SH CALL SOLE 150800 150800
PROSHARES TR PSHS ULT S&P 500 74347R107 6190 192200 CALL SH CALL SOLE 192200 192200
PROSHARES TR PSHS ULTSHT FINL 74347R628 6396 273800 PUT SH PUT SOLE 273800 273800
PROSHARES TR PSHS ULTSH 20YRS 74347R297 17595 495900 CALL SH CALL SOLE 495900 495900
PROSHARES TR II ULTRA SILVER 74347W841 232 3700 PUT SH PUT SOLE 3700 3700
PROSHARES TR II ULTRA SILVER 74347W841 276 4400 CALL SH CALL SOLE 4400 4400
PROSHARES TR II ULTRA GOLD 74347W601 614 11000 CALL SH CALL SOLE 11000 11000
PROSHARES TR II ULT DJ UBS CRUDE 74347W502 125 13100 PUT SH PUT SOLE 13100 13100
PROSHARES TR II ULTRASHRT NEW 74347W718 524 13800 CALL SH CALL SOLE 13800 13800
PROSHARES TR II ULTRASHRT NEW 74347W718 1453 38300 PUT SH PUT SOLE 38300 38300
PROSHARES TR II ULTRA GOLD 74347W601 4885 87500 PUT SH PUT SOLE 87500 87500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 499 15928 SH SH SOLE 15928 15928
QUANTA SVCS INC COM 74762E102 287 13900 SH SH SOLE 13900 13900
QUIKSILVER INC COM 74838C106 43 11647 SH SH SOLE 11647 11647
REGIS CORP MINN COM 758932107 358 23000 SH SH SOLE 23000 23000
REYNOLDS AMERICAN INC COM 761713106 2269 43528 SH SH SOLE 43528 43528
ROSS STORES INC COM 778296103 501 9396 SH SH SOLE 9396 9396
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 224 4469 SH SH SOLE 4469 4469
RUDDICK CORP COM 781258108 483 15576 SH SH SOLE 15576 15576
SANDRIDGE ENERGY INC COM 80007P307 84 14474 SH SH SOLE 14474 14474
SARA LEE CORP COM 803111103 3964 281126 SH SH SOLE 281126 281126
SCANA CORP NEW COM 80589M102 258 7228 SH SH SOLE 7228 7228
SCHLUMBERGER LTD COM 806857108 2799 50571 SH SH SOLE 50571 50571
SCHOLASTIC CORP COM 807066105 327 13572 SH SH SOLE 13572 13572
SCIENTIFIC GAMES CORP CL A 80874P109 161 17527 SH SH SOLE 17527 17527
SCRIPPS E W CO OHIO CL A NEW 811054402 82 11099 SH SH SOLE 11099 11099
SEABRIDGE GOLD INC COM 811916105 349 11291 SH SH SOLE 11291 11291
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1765 62600 SH SH SOLE 62600 62600
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4099 82500 CALL SH CALL SOLE 82500 82500
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4939 357615 SH SH SOLE 357615 357615
SEMPRA ENERGY COM 816851109 820 17524 SH SH SOLE 17524 17524
SHAW GROUP INC COM 820280105 771 22528 SH SH SOLE 22528 22528
SHERWIN WILLIAMS CO COM 824348106 235 3400 SH SH SOLE 3400 3400
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 320 6813 SH SH SOLE 6813 6813
SONIC AUTOMOTIVE INC CL A 83545G102 171 20000 SH SH SOLE 20000 20000
SONOSITE INC COM 83568G104 227 8383 SH SH SOLE 8383 8383
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1769 18100 PUT SH PUT SOLE 18100 18100
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 6949 71100 CALL SH CALL SOLE 71100 71100
SPDR GOLD TRUST GOLD SHS 78463V107 1497 12300 CALL SH CALL SOLE 12300 12300
SPDR GOLD TRUST GOLD SHS 78463V107 5074 41700 PUT SH PUT SOLE 41700 41700
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 224 1732 SH SH SOLE 1732 1732
SPX CORP COM 784635104 282 5331 SH SH SOLE 5331 5331
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 500 12080 SH SH SOLE 12080 12080
STIFEL FINL CORP COM 860630102 758 17464 SH SH SOLE 17464 17464
SUNSTONE HOTEL INVS INC NEW COM 867892101 177 17861 SH SH SOLE 17861 17861
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 201 22345 SH SH SOLE 22345 22345
TASER INTL INC COM 87651B104 40 10350 SH SH SOLE 10350 10350
TAUBMAN CTRS INC COM 876664103 870 23127 SH SH SOLE 23127 23127
TECHNE CORP COM 878377100 450 7833 SH SH SOLE 7833 7833
TELEFONICA S A SPONSORED ADR 879382208 267 4806 SH SH SOLE 4806 4806
TELEPHONE & DATA SYS INC COM 879433100 759 24968 SH SH SOLE 24968 24968
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 624 12004 SH SH SOLE 12004 12004
TEXAS ROADHOUSE INC COM 882681109 368 29152 SH SH SOLE 29152 29152
TIDEWATER INC COM 886423102 204 5279 SH SH SOLE 5279 5279
TIM HORTONS INC COM 88706M103 208 6500 SH SH SOLE 6500 6500
TIME WARNER CABLE INC COM 88732J207 1168 22435 SH SH SOLE 22435 22435
TIME WARNER INC COM NEW 887317303 2629 90947 SH SH SOLE 90947 90947
TUPPERWARE BRANDS CORP COM 899896104 649 16279 SH SH SOLE 16279 16279
TYCO INTERNATIONAL LTD SHS H89128104 237 6725 SH SH SOLE 6725 6725
TYLER TECHNOLOGIES INC COM 902252105 219 14125 SH SH SOLE 14125 14125
UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 46 11746 SH SH SOLE 11746 11746
UNITED TECHNOLOGIES CORP COM 913017109 370 5699 SH SH SOLE 5699 5699
UNITEDHEALTH GROUP INC COM 91324P102 613 21600 SH SH SOLE 21600 21600
US BANCORP DEL COM NEW 902973304 447 20000 SH SH SOLE 20000 20000
USEC INC COM 90333E108 89 18800 CALL SH CALL SOLE 18800 18800
VALE S A ADR REPSTG PFD 91912E204 209 9924 SH SH SOLE 9924 9924
VALERO ENERGY CORP NEW COM 91913Y100 1117 62111 SH SH SOLE 62111 62111
VALUECLICK INC COM 92046N102 110 10271 SH SH SOLE 10271 10271
VANGUARD INTL EQUITY INDEX F EMR MKT ETF 922042858 414 10900 CALL SH CALL SOLE 10900 10900
VEECO INSTRS INC DEL COM 922417100 341 9933 SH SH SOLE 9933 9933
VIACOM INC NEW CL B 92553P201 1357 43253 SH SH SOLE 43253 43253
WELLCARE HEALTH PLANS INC COM 94946T106 271 11400 SH SH SOLE 11400 11400
WINDSTREAM CORP COM 97381W104 358 33940 SH SH SOLE 33940 33940
WINN DIXIE STORES INC COM NEW 974280307 212 21987 SH SH SOLE 21987 21987
WISCONSIN ENERGY CORP COM 976657106 932 18367 SH SH SOLE 18367 18367
WMS INDS INC COM 929297109 239 6084 SH SH SOLE 6084 6084
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 149 14668 SH SH SOLE 14668 14668
ZIMMER HLDGS INC COM 98956P102 508 9400 SH SH SOLE 9400 9400