-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, FwJagfRLzmQ1DOsFdhllJAIA4WgTUMsAyo5xDg2RSctyO0Ir9WXGDhs2z6xP1PGf 6ueeqgPFb2jhwOkJpuDVkA== 0001048462-06-000002.txt : 20060213 0001048462-06-000002.hdr.sgml : 20060213 20060213095703 ACCESSION NUMBER: 0001048462-06-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20051231 FILED AS OF DATE: 20060213 DATE AS OF CHANGE: 20060213 EFFECTIVENESS DATE: 20060213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WEXFORD CAPITAL LLC CENTRAL INDEX KEY: 0001048462 IRS NUMBER: 061442624 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10398 FILM NUMBER: 06601099 BUSINESS ADDRESS: STREET 1: 411 W PUTNAM AVENUE CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 2038627000 MAIL ADDRESS: STREET 1: 411 W PUTNAM AVENUE CITY: GREENWICH STATE: CT ZIP: 06830 FORMER COMPANY: FORMER CONFORMED NAME: WEXFORD MANAGEMENT LLC DATE OF NAME CHANGE: 19971024 13F-HR 1 wexq405.txt WEXFORD CAPITAL LLC FORM 13F-HR 4TH Q 2005 The United States Securities and Exchange Commission "Washington, D.C. 20549" Form 13F Information Required of Institutional Investment Managers Pursuant to Section 13 (f) Securities Exchange Act of 1934 and Rules Thereunder. Report for the Calander Year or Quarter "Ended December 31, 2005." Name of Institutional Investment Manager: "Wexford Capital LLC" Business Address: "411 W. Putnam Avenue, Suite 125" "Greenwich, CT 06830-6261" "Jay L. Maymudes 203-862-7000" Principal & Chief Financial Officer The institutional investment manager submitting this Form and its attachments and the person by whom it is signed represents hereby "that all information contained thereon is true," correct and complete. It is understood that all "required items, statements and schedules are" considered intergral parts of this Form and that the submission by any amendment represents "that all unamended items, statements and" "schedules remain true, correct and complete" as previously submitted. Pursuant to the "requirements of Securities Act of 1934, the" undersigned institutional investment manager has caused this report to be signed on its behalf in the City of Greenwich and State of Connecticut on the 13th day of February 2006. "Wexford Capital LLC" "Jay L. Maymudes," Principal & Chief Financial Officer Report Summary Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 491 "Form 13F Information Table Value Total: $1,028,095 FORM 13F INFORMATION TABLE SH/ VALUE SHARES/ CALL INVEST OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PUT DSCRET MGRS SOLE SHARE NONE Bronco Drilling Company COM STK 112211107 301,255 13,092,353SH SOLE NONE 13,092,35 0 0 Republic Airways Holdings Inc. COM STK 760276105 153,947 10,128,090SH SOLE NONE 10,128,09 0 0 Gulfport Energy Corp COM STK 402635304 67,854 5,631,011SH SOLE NONE 5,631,011 0 0 International Coal Group COM STK 45928H106 28,767 3,028,110SH SOLE NONE 3,028,110 0 0 Suncor Energy Inc. (USA) COM STK 867229106 25,214 399,400SH SOLE NONE 399,400 0 0 Exxon Mobil Corp COM STK 30231G102 17,514 311,800SH SOLE NONE 311,800 0 0 Canadian Natural Resources COM STK 136385101 16,263 327,750SH SOLE NONE 327,750 0 0 Anadarko Petroleum Corp COM STK 032511107 14,648 154,600SH SOLE NONE 154,600 0 0 ChevronTexaco Corp COM STK 166764100 14,039 247,300SH SOLE NONE 247,300 0 0 Javelin Phamaceuticals Inc. COM STK 471894105 13,111 4,444,444SH SOLE NONE 4,444,444 0 0 Occidental Petroleum Corp COM STK 674599105 11,503 144,000SH SOLE NONE 144,000 0 0 Amerada Hess Corp COM STK 023551104 10,219 80,580SH SOLE NONE 80,580 0 0 IPCS Inc COM STK 44980Y305 7,364 152,621SH SOLE NONE 152,621 0 0 Atwood Oceanics Inc COM STK 050095108 6,773 86,800SH SOLE NONE 86,800 0 0 Conocophillips COM STK 20825C104 5,050 86,802SH SOLE NONE 86,802 0 0 Catalina Restaurant Group Inc. PFD STK 148990419 4,830 4,830SH SOLE NONE 4,830 0 0 Stroud Energy Inc COM STK 863433207 4,000 250,000SH SOLE NONE 250,000 0 0 Delphi Corp COM STK 247126105 3,844 13,209,412SH SOLE NONE 13,209,41 0 0 Aleris International Inc COM STK 014477103 3,837 119,000SH SOLE NONE 119,000 0 0 Prudential Financial Inc. COM STK 744320102 3,507 47,919SH SOLE NONE 47,919 0 0 Kerr-McGee Corp COM STK 492386107 3,362 37,000SH SOLE NONE 37,000 0 0 Applera Corp. COM STK 038020103 3,245 122,175SH SOLE NONE 122,175 0 0 Pioneer Natural Resources Co COM STK 723787107 3,127 61,000SH SOLE NONE 61,000 0 0 AT&T Corp COM STK 00206R102 2,988 122,000SH SOLE NONE 122,000 0 0 Inco Ltd COM STK 453258402 2,825 64,848SH SOLE NONE 64,848 0 0 Talisman Energy Inc COM STK 87425E103 2,638 49,880SH SOLE NONE 49,880 0 0 iShares MSCI Taiwan Index Fund INDEX 464286731 2,566 205,601SH SOLE NONE 205,601 0 0 Affymetrix Inc COM STK 00826T108 2,526 52,900SH SOLE NONE 52,900 0 0 Metlife Inc COM STK 59156R108 2,513 51,280SH SOLE NONE 51,280 0 0 Millennium Pharmaceuticals Inc COM STK 599902103 2,504 258,100SH SOLE NONE 258,100 0 0 Comcast Corp COM STK 20030N101 2,462 95,000SH SOLE NONE 95,000 0 0 RIO TINTO PLC COM STK 767204100 2,443 13,366SH SOLE NONE 13,366 0 0 AMR Corp/Del COM STK 001765106 2,237 100,633SH SOLE NONE 100,633 0 0 Amgen Inc COM STK 031162100 2,178 27,618SH SOLE NONE 27,618 0 0 Banco Bradesco SA/Brazil COM STK 059460303 2,119 72,700SH SOLE NONE 72,700 0 0 Teva Pharmaceutical Industries-ADR COM STK 881624209 2,059 47,882SH SOLE NONE 47,882 0 0 Lehman Brothers Holdings Inc COM STK 524908100 2,038 15,900SH SOLE NONE 15,900 0 0 AstraZeneca Plc COM STK 046353108 2,024 41,648SH SOLE NONE 41,648 0 0 Geokinetics, Inc. COM STK 372910208 2,003 5,317,804SH SOLE NONE 5,317,804 0 0 Sandisk Corp COM STK 80004C101 1,996 31,766SH SOLE NONE 31,766 0 0 Barr Laboratories Inc COM STK 068306109 1,991 31,961SH SOLE NONE 31,961 0 0 Merrill Lynch & Co Inc COM STK 590188108 1,984 29,300SH SOLE NONE 29,300 0 0 Goldman Sachs Group Inc COM STK 38141G104 1,967 15,400SH SOLE NONE 15,400 0 0 Building Material Holding Corp COM STK 120113105 1,964 28,800SH SOLE NONE 28,800 0 0 BHP Billiton Ltd COM STK 088606108 1,907 57,050SH SOLE NONE 57,050 0 0 WR Berkley Corp COM STK 084423102 1,899 39,875SH SOLE NONE 39,875 0 0 Bear Stearns Cos Inc/The COM STK 073902108 1,883 16,300SH SOLE NONE 16,300 0 0 Marvell Technology Group Ltd COM STK G5876H105 1,873 33,400SH SOLE NONE 33,400 0 0 CLEVELAND-CLIFFS COM STK 185896107 1,851 20,900SH SOLE NONE 20,900 0 0 Continental Airlines Inc COM STK 210795308 1,849 86,813SH SOLE NONE 86,813 0 0 Broadcom Corp COM STK 111320107 1,844 39,100SH SOLE NONE 39,100 0 0 Phelps Dodge Corp COM STK 717265102 1,835 12,756SH SOLE NONE 12,756 0 0 Cerner Corp COM STK 156782104 1,834 20,176SH SOLE NONE 20,176 0 0 CHILDRENS PLACE COM STK 168905107 1,829 37,000SH SOLE NONE 37,000 0 0 Constellation Energy Group Inc COM STK 210371100 1,768 30,700SH SOLE NONE 30,700 0 0 Men's Wearhouse Inc COM STK 587118100 1,700 57,750SH SOLE NONE 57,750 0 0 Cummins Inc COM STK 231021106 1,687 18,800SH SOLE NONE 18,800 0 0 International Business Machines Corp COM STK 459200101 1,628 19,800SH SOLE NONE 19,800 0 0 Aetna Inc COM STK 00817Y108 1,613 17,100SH SOLE NONE 17,100 0 0 FedEx Corp COM STK 31428X106 1,592 15,400SH SOLE NONE 15,400 0 0 Coca-Cola Femsa SA COM STK 191241108 1,561 57,800SH SOLE NONE 57,800 0 0 JC Penney Co Inc Holding Co COM STK 708160106 1,557 28,000SH SOLE NONE 28,000 0 0 USG CORP COM STK 903293405 1,521 23,400SH SOLE NONE 23,400 0 0 Genzyme Corp-Genl Division COM STK 372917104 1,487 21,003SH SOLE NONE 21,003 0 0 Burlington Northern Santa Fe Corp COM STK 12189T104 1,484 20,950SH SOLE NONE 20,950 0 0 Colgate-Palmolive Co COM STK 194162103 1,481 27,000SH SOLE NONE 27,000 0 0 Commercial Metals Company COM STK 201723103 1,423 37,900SH SOLE NONE 37,900 0 0 ALLEGHENY TECH NEW COM STK 01741R102 1,411 39,100SH SOLE NONE 39,100 0 0 Terex Corp COM STK 880779103 1,402 23,600SH SOLE NONE 23,600 0 0 Johnson & Johnson COM STK 478160104 1,370 22,800SH SOLE NONE 22,800 0 0 PIPER JAFFRAY CO COM STK 724078100 1,366 33,800SH SOLE NONE 33,800 0 0 Genentech Inc COM STK 368710406 1,358 14,677SH SOLE NONE 14,677 0 0 Bank of America Corp COM STK 060505104 1,357 29,400SH SOLE NONE 29,400 0 0 MANULIFE FINANCIAL CORP COM STK 56501R106 1,285 21,846SH SOLE NONE 21,846 0 0 Silicon Laboratories Inc COM STK 826919102 1,283 35,000SH SOLE NONE 35,000 0 0 Input/Output Inc COM STK 457652105 1,262 179,500SH SOLE NONE 179,500 0 0 Adobe Systems Inc COM STK 00724F101 1,260 34,100SH SOLE NONE 34,100 0 0 Knight Trading Group Inc COM STK 499005106 1,246 126,000SH SOLE NONE 126,000 0 0 NIKE INC. COM STK 654106103 1,232 14,200SH SOLE NONE 14,200 0 0 Gammon Lake Resources Inc COM STK 364915108 1,214 102,000SH SOLE NONE 102,000 0 0 Openwave Systems Inc COM STK 683718308 1,212 69,400SH SOLE NONE 69,400 0 0 Investment Technology Group Inc COM STK 46145F105 1,212 34,200SH SOLE NONE 34,200 0 0 Anglo Amer COM STK 03485P102 1,210 34,800SH SOLE NONE 34,800 0 0 LABRANCHE & CO COM STK 505447102 1,209 119,600SH SOLE NONE 119,600 0 0 StreetTracks Gold Trust COM STK 863307104 1,207 23,400SH SOLE NONE 23,400 0 0 E*TRADE Group Inc COM STK 269246104 1,206 57,800SH SOLE NONE 57,800 0 0 Dresser-Rand Group Inc COM STK 261608103 1,190 49,200SH SOLE NONE 49,200 0 0 Raymond James Financial Inc COM STK 754730109 1,187 31,500SH SOLE NONE 31,500 0 0 Procter & Gamble Co COM STK 742718109 1,160 20,050SH SOLE NONE 20,050 0 0 EnCana Corp COM STK 292505104 1,155 25,580SH SOLE NONE 25,580 0 0 Norfolk Southern Corp COM STK 655844108 1,152 25,706SH SOLE NONE 25,706 0 0 BMC Software Inc COM STK 055921100 1,149 56,100SH SOLE NONE 56,100 0 0 Home Depot Inc COM STK 437076102 1,146 28,300SH SOLE NONE 28,300 0 0 THOMAS & BETTS COM STK 884315102 1,141 27,200SH SOLE NONE 27,200 0 0 Raytheon Co COM STK 755111507 1,136 28,300SH SOLE NONE 28,300 0 0 XTO Energy Inc COM STK 98385X106 1,135 25,828SH SOLE NONE 25,828 0 0 TD Ameritrade Holding Corp COM STK 03074K100 1,126 46,900SH SOLE NONE 46,900 0 0 Hershey Foods Corp COM STK 427866108 1,116 20,200SH SOLE NONE 20,200 0 0 CSX Corp COM STK 126408103 1,101 21,680SH SOLE NONE 21,680 0 0 Harris Corp COM STK 413875105 1,092 25,400SH SOLE NONE 25,400 0 0 Alaska Air Group Inc COM STK 011659109 1,090 30,509SH SOLE NONE 30,509 0 0 Lyondell Chemical Co COM STK 552078107 1,089 45,700SH SOLE NONE 45,700 0 0 PNC Financial Services Group Inc COM STK 693475105 1,088 17,600SH SOLE NONE 17,600 0 0 AG Edwards Inc COM STK 281760108 1,087 23,200SH SOLE NONE 23,200 0 0 Tesoro Petroleum Corp COM STK 881609101 1,083 17,600SH SOLE NONE 17,600 0 0 RESOURCES CONNECTION COM STK 76122Q105 1,081 41,400SH SOLE NONE 41,400 0 0 BP PLC COM STK 055622104 1,066 16,600SH SOLE NONE 16,600 0 0 PepsiCo Inc COM STK 713448108 1,063 18,000SH SOLE NONE 18,000 0 0 Agilent Technologies Inc COM STK 00846U101 1,059 31,800SH SOLE NONE 31,800 0 0 ISHARES TR FTSE/XINHUA CHINA25 INDEX 464287184 1,048 17,000SH SOLE NONE 17,000 0 0 Seaboard Corporation COM STK 811543107 1,046 692SH SOLE NONE 692 0 0 Charles Schwab Corp/The COM STK 808513105 1,033 70,400SH SOLE NONE 70,400 0 0 JEFFRIES TECHNOLOGIES COM STK 472319102 1,026 22,800SH SOLE NONE 22,800 0 0 Pioneer Companies Inc COM STK 723643300 1,025 34,200SH SOLE NONE 34,200 0 0 Javelin Phamaceuticals COM STK 471894105 1,021 345,976SH SOLE NONE 345,976 0 0 Pfizer Inc COM STK 717081103 1,010 43,292SH SOLE NONE 43,292 0 0 Kroger Co COM STK 501044101 1,004 53,200SH SOLE NONE 53,200 0 0 Dentsply International Inc COM STK 249030107 1,004 18,700SH SOLE NONE 18,700 0 0 Priceline.com Inc COM STK 741503403 991 44,400SH SOLE NONE 44,400 0 0 Rockwell Automation Inc COM STK 773903109 988 16,700SH SOLE NONE 16,700 0 0 ALLIANCE Resource Partners, LP COM STK 01877R108 986 26,500SH SOLE NONE 26,500 0 0 Century Aluminum Co COM STK 156431108 983 37,500SH SOLE NONE 37,500 0 0 Amerco Inc COM STK 023586100 973 13,500SH SOLE NONE 13,500 0 0 Valero Energy Corp COM STK 91913Y100 968 18,766SH SOLE NONE 18,766 0 0 Becton Dickinson & Co COM STK 075887109 967 16,100SH SOLE NONE 16,100 0 0 FREIGHTCAR AMERICA COM STK 357023100 966 20,100SH SOLE NONE 20,100 0 0 Southern Peru Copper Corp COM STK 84265V105 964 14,387SH SOLE NONE 14,387 0 0 Zila Inc COM STK 989513205 958 248,714SH SOLE NONE 248,714 0 0 Oregon Steel Mills Inc COM STK 686079104 947 32,200SH SOLE NONE 32,200 0 0 Eli Lilly & Co COM STK 532457108 945 16,699SH SOLE NONE 16,699 0 0 Activision Inc COM STK 004930202 922 67,126SH SOLE NONE 67,126 0 0 China Pet & Chem ADR COM STK 16941R108 918 18,500SH SOLE NONE 18,500 0 0 Falconbridge Ltd COM STK 306104100 916 30,900SH SOLE NONE 30,900 0 0 Denny's Corp COM STK 24869P104 914 226,728SH SOLE NONE 226,728 0 0 AK Steel Holding Corp COM STK 001547108 913 114,800SH SOLE NONE 114,800 0 0 Chesapeake Energy Corp COM STK 165167107 908 28,622SH SOLE NONE 28,622 0 0 Precision Drilling Corp COM STK 740215108 901 27,300SH SOLE NONE 27,300 0 0 Diamond Offshore Drilling COM STK 25271C102 897 12,900SH SOLE NONE 12,900 0 0 Altria Group, Inc COM STK 02209S103 889 11,900SH SOLE NONE 11,900 0 0 Laboratory Corp Of America Holdings COM STK 50540R409 885 16,436SH SOLE NONE 16,436 0 0 Autodesk Inc COM STK 052769106 884 20,590SH SOLE NONE 20,590 0 0 Canadian National Railway Co COM STK 136375102 875 10,936SH SOLE NONE 10,936 0 0 Automatic Data Processing COM STK 053015103 872 19,000SH SOLE NONE 19,000 0 0 Devon Energy Corp COM STK 25179M103 863 13,800SH SOLE NONE 13,800 0 0 Mylan Laboratories COM STK 628530107 857 42,930SH SOLE NONE 42,930 0 0 Novartis AG COM STK 66987V109 842 16,036SH SOLE NONE 16,036 0 0 Pediatrix Medical Group Inc COM STK 705324101 838 9,466SH SOLE NONE 9,466 0 0 Western Digital Corp COM STK 958102105 811 43,560SH SOLE NONE 43,560 0 0 EDWARDS LIFE COM STK 28176E108 807 19,400SH SOLE NONE 19,400 0 0 Komag COM STK 500453204 799 23,064SH SOLE NONE 23,064 0 0 IPSCO Inc COM STK 462622101 788 9,500SH SOLE NONE 9,500 0 0 NOVA CHEMICALS CORP COM STK 66977W109 782 23,400SH SOLE NONE 23,400 0 0 CompuCredit COM STK 20478N100 769 20,000SH SOLE NONE 20,000 0 0 Siliconware ADR COM STK 827084864 769 110,800SH SOLE NONE 110,800 0 0 Canadian Pacific Railway Ltd COM STK 13645T100 762 18,172SH SOLE NONE 18,172 0 0 Arris Group Inc COM STK 04269Q100 758 80,000SH SOLE NONE 80,000 0 0 Southwestern Energy COM STK 845467109 752 20,910SH SOLE NONE 20,910 0 0 M-SYSTEMS FLASH DISK PIONEERS COM STK M7061C100 742 22,411SH SOLE NONE 22,411 0 0 GUESS INC COM STK 401617105 740 20,800SH SOLE NONE 20,800 0 0 Seagate Technology COM STK G7945J104 738 36,914SH SOLE NONE 36,914 0 0 Schnitzer Steel Industries, Inc. COM STK 806882106 731 23,900SH SOLE NONE 23,900 0 0 Abbott Laboratories COM STK 002824100 723 18,348SH SOLE NONE 18,348 0 0 UCBH Holdings Inc COM STK 90262T308 719 40,200SH SOLE NONE 40,200 0 0 Cimarex Energy Co. COM STK 171798101 708 16,464SH SOLE NONE 16,464 0 0 Dress Barn Inc COM STK 261570105 707 18,300SH SOLE NONE 18,300 0 0 Google Inc. COM STK 38259P508 705 1,700SH SOLE NONE 1,700 0 0 Union Pacific Corp COM STK 907818108 703 8,737SH SOLE NONE 8,737 0 0 HARTFORD FINANCIAL COM STK 416515104 687 8,000SH SOLE NONE 8,000 0 0 American Physicians Capital Inc COM STK 028884104 682 14,900SH SOLE NONE 14,900 0 0 UICI COM STK 902737105 675 19,000SH SOLE NONE 19,000 0 0 MESA AIR COM STK 590479101 673 64,362SH SOLE NONE 64,362 0 0 State Auto Financial Corp COM STK 855707105 671 18,400SH SOLE NONE 18,400 0 0 Manitowoc Co COM STK 563571108 668 13,300SH SOLE NONE 13,300 0 0 Metal Management Inc COM STK 591097209 656 28,200SH SOLE NONE 28,200 0 0 Bancolombia S.A. (ADR) COM STK 05968L102 654 22,700SH SOLE NONE 22,700 0 0 JP Morgan Chase & Co COM STK 46625H100 651 16,400SH SOLE NONE 16,400 0 0 Telemig Cel Part ADR COM STK 87944E105 646 16,400SH SOLE NONE 16,400 0 0 United Therapeutics Corp COM STK 91307C102 638 9,224SH SOLE NONE 9,224 0 0 Cia Energetica de Minas Gerais COM STK 204409601 634 17,200SH SOLE NONE 17,200 0 0 Gehl Company COM STK 368483103 626 23,850SH SOLE NONE 23,850 0 0 MCDERMOTT INT'L INC. COM STK 580037109 611 13,700SH SOLE NONE 13,700 0 0 Powershares Global Water COM STK 73935X575 608 40,000SH SOLE NONE 40,000 0 0 Celgene Corp COM STK 151020104 607 9,365SH SOLE NONE 9,365 0 0 Edison International COM STK 281020107 606 13,900SH SOLE NONE 13,900 0 0 RLI Corp COM STK 749607107 603 12,100SH SOLE NONE 12,100 0 0 GlobalSantaFe Corp COM STK G3930E101 602 12,500SH SOLE NONE 12,500 0 0 Citigroup Inc COM STK 172967101 602 12,400SH SOLE NONE 12,400 0 0 Banco Itau SA - ADR COM STK 059602201 601 25,000SH SOLE NONE 25,000 0 0 Beazer Homes USA Inc COM STK 07556Q105 597 8,200SH SOLE NONE 8,200 0 0 Wells Fargo & Co COM STK 949746101 597 9,500SH SOLE NONE 9,500 0 0 GEORGIA GULF CORP COM STK 373200203 593 19,500SH SOLE NONE 19,500 0 0 THQ Inc COM STK 872443403 588 24,664SH SOLE NONE 24,664 0 0 Conn's Inc COM STK 208242107 586 15,900SH SOLE NONE 15,900 0 0 Cia Paranaense de Energia COM STK 20441B407 584 77,500SH SOLE NONE 77,500 0 0 AM Castle and Co. COM STK 148411101 583 26,700SH SOLE NONE 26,700 0 0 McKesson Corp COM STK 58155Q103 582 11,275SH SOLE NONE 11,275 0 0 Escala Group, Inc. COM STK 29605W107 578 28,500SH SOLE NONE 28,500 0 0 EMC Corp/Massachusetts COM STK 268648102 570 41,838SH SOLE NONE 41,838 0 0 SWIFT ENERGY COM STK 870738101 563 12,500SH SOLE NONE 12,500 0 0 American International Group COM STK 026874107 559 8,200SH SOLE NONE 8,200 0 0 Cemex SA de CV COM STK 151290889 558 9,400SH SOLE NONE 9,400 0 0 RYERSON TULL COM STK 78375P107 554 22,800SH SOLE NONE 22,800 0 0 Microsoft Corp COM STK 594918104 554 21,200SH SOLE NONE 21,200 0 0 Intel Corp COM STK 458140100 552 22,100SH SOLE NONE 22,100 0 0 Alpha Natural Resources Inc COM STK 02076X102 542 28,200SH SOLE NONE 28,200 0 0 Wal-Mart Stores Inc COM STK 931142103 538 11,500SH SOLE NONE 11,500 0 0 SBA COMMUNICATIONS CORP COM STK 78388J106 537 30,000SH SOLE NONE 30,000 0 0 Air Methods Corp. COM STK 009128307 536 31,000SH SOLE NONE 31,000 0 0 General Electric Co COM STK 369604103 536 15,300SH SOLE NONE 15,300 0 0 Therma-Wave Inc COM STK 88343A108 535 374,249SH SOLE NONE 374,249 0 0 Berkshire Hathaway CL A COM STK 084670108 532 6SH SOLE NONE 6 0 0 Fomento Economico Mexicano SA de CV COM STK 344419106 529 7,300SH SOLE NONE 7,300 0 0 Cisco Systems Inc COM STK 17275R102 519 30,300SH SOLE NONE 30,300 0 0 Timken Co COM STK 887389104 519 16,200SH SOLE NONE 16,200 0 0 DaVita Inc COM STK 23918K108 519 10,242SH SOLE NONE 10,242 0 0 Shinhan Financial Grp-Adr COM STK 824596100 505 6,200SH SOLE NONE 6,200 0 0 Penn National Gaming Inc COM STK 707569109 504 15,300SH SOLE NONE 15,300 0 0 OXFORD INDUSTRIES INC COM STK 691497309 503 9,200SH SOLE NONE 9,200 0 0 Wyeth COM STK 983024100 502 10,891SH SOLE NONE 10,891 0 0 E.ON AG (ADR) COM STK 268780103 501 14,500SH SOLE NONE 14,500 0 0 Time Warner Inc COM STK 887317105 501 28,700SH SOLE NONE 28,700 0 0 King Pharmaceuticals Inc COM STK 495582108 497 29,400SH SOLE NONE 29,400 0 0 Banco Santander Central Hispano SA COM STK 05964H105 496 37,600SH SOLE NONE 37,600 0 0 Coca-Cola Co/The COM STK 191216100 496 12,300SH SOLE NONE 12,300 0 0 Kemet Corp COM STK 488360108 495 70,000SH SOLE NONE 70,000 0 0 Nvidia Corp COM STK 67066G104 494 13,500SH SOLE NONE 13,500 0 0 US Airways Group Inc COM STK 90341W108 493 13,275SH SOLE NONE 13,275 0 0 Skywest Inc COM STK 830879102 492 18,303SH SOLE NONE 18,303 0 0 Gilead Sciences Inc COM STK 375558103 489 9,294SH SOLE NONE 9,294 0 0 Innkeepers USA Trust COM STK 4576J0104 488 30,500SH SOLE NONE 30,500 0 0 PortalPlayer Inc COM STK 736187204 487 17,200SH SOLE NONE 17,200 0 0 GlaxoSmithKline plc COM STK 37733W105 487 9,639SH SOLE NONE 9,639 0 0 Downey Financial Corp COM STK 261018105 486 7,100SH SOLE NONE 7,100 0 0 Columbus McKinnon Corp/NY COM STK 199333105 484 22,000SH SOLE NONE 22,000 0 0 Koninklijke Philips Electronics NV COM STK 500472303 482 15,500SH SOLE NONE 15,500 0 0 Omnivision Technologies Inc COM STK 682128103 481 24,100SH SOLE NONE 24,100 0 0 Hurco Companies Inc. COM STK 447324104 481 15,600SH SOLE NONE 15,600 0 0 Ohio Casualty Corp COM STK 677240103 479 16,900SH SOLE NONE 16,900 0 0 SAP AG COM STK 803054204 475 10,537SH SOLE NONE 10,537 0 0 WESTCORP COM STK 957907108 473 7,100SH SOLE NONE 7,100 0 0 WFS Financial COM STK 92923B106 472 6,200SH SOLE NONE 6,200 0 0 Nationwide Financial Services COM STK 638612101 471 10,700SH SOLE NONE 10,700 0 0 Conseco Inc COM STK 208464883 470 20,300SH SOLE NONE 20,300 0 0 Biovail Corp COM STK 09067J109 467 19,700SH SOLE NONE 19,700 0 0 CIT Group Inc COM STK 125581108 466 9,000SH SOLE NONE 9,000 0 0 BNP PARIBAS SPONS AD COM STK 05565A202 465 11,400SH SOLE NONE 11,400 0 0 Charming Shoppes COM STK 161133103 464 35,300SH SOLE NONE 35,300 0 0 United Retail Group Inc COM STK 911380103 463 35,200SH SOLE NONE 35,200 0 0 Goodyear Tire & Rubber Co/The COM STK 382550101 461 26,500SH SOLE NONE 26,500 0 0 Cia de Saneamento Basico do Estado COM STK 20441A102 461 27,300SH SOLE NONE 27,300 0 0 Gerdau SA ADR COM STK 373737105 459 27,500SH SOLE NONE 27,500 0 0 AEGON NV COM STK 007924103 459 28,100SH SOLE NONE 28,100 0 0 Dillard's Inc/AR COM STK 254067101 457 18,400SH SOLE NONE 18,400 0 0 Merck & Co Inc COM STK 589331107 456 14,346SH SOLE NONE 14,346 0 0 American Financial Group Inc COM STK 025932104 456 11,900SH SOLE NONE 11,900 0 0 Ryder System Inc COM STK 783549108 455 11,100SH SOLE NONE 11,100 0 0 Loews Corp COM STK 540424108 455 4,800SH SOLE NONE 4,800 0 0 Fortis-Spon Adr COM STK 34956J309 455 14,200SH SOLE NONE 14,200 0 0 British Airways Plc COM STK 110419306 454 7,900SH SOLE NONE 7,900 0 0 HBOS PLC ADR COM STK 42205M106 452 8,700SH SOLE NONE 8,700 0 0 Assured Guaranty Ltd COM STK G0585R106 452 17,800SH SOLE NONE 17,800 0 0 USA Truck Inc COM STK 902925106 452 15,500SH SOLE NONE 15,500 0 0 DECODE GENETICS INC COM STK 243586104 451 54,600SH SOLE NONE 54,600 0 0 Swiss Reinsurance Co ADR COM STK 870887205 450 6,100SH SOLE NONE 6,100 0 0 Stancorp Financial Group Inc COM STK 852891100 450 9,000SH SOLE NONE 9,000 0 0 Chubb Corp COM STK 171232101 449 4,600SH SOLE NONE 4,600 0 0 ING Groep N.V. (ADR) COM STK 456837103 449 12,900SH SOLE NONE 12,900 0 0 SCS Transportation Inc. COM STK 81111T102 448 21,100SH SOLE NONE 21,100 0 0 Phillips-Van Heusen COM STK 718592108 447 13,800SH SOLE NONE 13,800 0 0 Bayer AG (ADR) COM STK 072730302 447 10,700SH SOLE NONE 10,700 0 0 Deutsche Bank AG COM STK D18190898 446 4,600SH SOLE NONE 4,600 0 0 ROSTELECOM ADR COM STK 778529107 445 32,600SH SOLE NONE 32,600 0 0 SEMPRA ENERGY COM STK 816851109 444 9,900SH SOLE NONE 9,900 0 0 ABN AMRO HLDG COM STK 000937102 442 16,900SH SOLE NONE 16,900 0 0 Holly Corp COM STK 435758305 442 7,500SH SOLE NONE 7,500 0 0 Nordstrom Inc COM STK 655664100 441 11,800SH SOLE NONE 11,800 0 0 Metso Corp - Spon Adr COM STK 592671101 440 16,100SH SOLE NONE 16,100 0 0 LLOYDS TSB COM STK 539439109 439 13,000SH SOLE NONE 13,000 0 0 Credit Suisse Gp ADR COM STK 225401108 438 8,600SH SOLE NONE 8,600 0 0 BBVA S.A. (ADR) COM STK 05946K101 436 24,400SH SOLE NONE 24,400 0 0 First American Corp COM STK 318522307 435 9,600SH SOLE NONE 9,600 0 0 HARLEYSVILLE GROUP INC COM STK 412824104 435 16,400SH SOLE NONE 16,400 0 0 Spartan Stores, Inc. COM STK 846822104 435 41,700SH SOLE NONE 41,700 0 0 Sportsman's Guide Inc/The COM STK 848907200 434 18,200SH SOLE NONE 18,200 0 0 Premium Standard Farms Inc COM STK 74060C105 434 29,000SH SOLE NONE 29,000 0 0 IMS Health Inc COM STK 449934108 433 17,361SH SOLE NONE 17,361 0 0 Cepheid Inc COM STK 15670R107 432 49,200SH SOLE NONE 49,200 0 0 Assurant Inc COM STK 04621X108 431 9,900SH SOLE NONE 9,900 0 0 Bristol-Myers Squibb Co COM STK 110122108 430 18,705SH SOLE NONE 18,705 0 0 Earthlink Inc COM STK 270321102 426 38,300SH SOLE NONE 38,300 0 0 QUALITY SYSTEMS INC. COM STK 747582104 423 5,509SH SOLE NONE 5,509 0 0 Equity Inns Inc COM STK 294703103 423 31,200SH SOLE NONE 31,200 0 0 Biogen Idec Inc COM STK 09062X103 422 9,327SH SOLE NONE 9,327 0 0 Corus Bankshares Inc COM STK 220873103 422 7,500SH SOLE NONE 7,500 0 0 KB Home COM STK 48666K109 421 5,800SH SOLE NONE 5,800 0 0 Comfort Systems USA Inc COM STK 199908104 421 45,800SH SOLE NONE 45,800 0 0 Genesco Inc COM STK 371532102 419 10,800SH SOLE NONE 10,800 0 0 Transocean Inc COM STK G90078109 418 6,000SH SOLE NONE 6,000 0 0 Tele Celular Sul Participacoes SA COM STK 88706P106 417 16,500SH SOLE NONE 16,500 0 0 AMBASSADORS GROUP INC. COM STK 023177108 414 18,100SH SOLE NONE 18,100 0 0 Illinois Tool Works Inc COM STK 452308109 414 4,700SH SOLE NONE 4,700 0 0 Korea Electric Power Corp COM STK 500631106 413 21,200SH SOLE NONE 21,200 0 0 FPIC Insurance Group COM STK 302563101 413 11,900SH SOLE NONE 11,900 0 0 SELECTIVE INSURANCE COM STK 816300107 409 7,700SH SOLE NONE 7,700 0 0 Landamerica Financial Group Inc COM STK 514936103 406 6,500SH SOLE NONE 6,500 0 0 Gerdau AmeriSteel Corp COM STK 37373P105 405 71,800SH SOLE NONE 71,800 0 0 Credicorp Ltd COM STK G2519Y108 403 17,700SH SOLE NONE 17,700 0 0 Zenith National Insurance Corp COM STK 989390109 401 8,700SH SOLE NONE 8,700 0 0 Greenbrier Co Inc COM STK 393657101 400 14,100SH SOLE NONE 14,100 0 0 Ingersoll-Rand Co COM STK G4776G101 400 9,900SH SOLE NONE 9,900 0 0 Safety Insurance Group, Inc. COM STK 78648T100 400 9,900SH SOLE NONE 9,900 0 0 Meridian Bioscience Inc COM STK 589584101 399 19,800SH SOLE NONE 19,800 0 0 Petro-Canada COM STK 71644E102 397 9,900SH SOLE NONE 9,900 0 0 Asta Funding Inc COM STK 046220109 396 14,500SH SOLE NONE 14,500 0 0 MERIDIAN RESOURCE CORP COM STK 58977Q109 394 93,800SH SOLE NONE 93,800 0 0 WPS Resources Corp COM STK 92931B106 393 7,100SH SOLE NONE 7,100 0 0 Cigna Corp COM STK 125509109 391 3,500SH SOLE NONE 3,500 0 0 Stewart Information Services Corp COM STK 860372101 389 8,000SH SOLE NONE 8,000 0 0 Apple Computer Inc COM STK 037833100 388 5,400SH SOLE NONE 5,400 0 0 FirstFed Financial Corp COM STK 337907109 387 7,100SH SOLE NONE 7,100 0 0 Skechers U.S.A. Inc COM STK 830566105 386 25,200SH SOLE NONE 25,200 0 0 DR Horton Inc COM STK 23331A109 386 10,800SH SOLE NONE 10,800 0 0 Continental Ag-Spons Adr COM STK 210771200 385 4,300SH SOLE NONE 4,300 0 0 Abatix Corp. COM STK 002564102 382 34,200SH SOLE NONE 34,200 0 0 Centex Corp COM STK 152312104 379 5,300SH SOLE NONE 5,300 0 0 Cia Vale do Rio Doce - ADR COM STK 204412209 376 9,149SH SOLE NONE 9,149 0 0 Titan International COM STK 88830M102 376 21,800SH SOLE NONE 21,800 0 0 Alkermes Inc COM STK 01642T108 371 19,379SH SOLE NONE 19,379 0 0 Callon Petroleum Co COM STK 13123X102 369 20,900SH SOLE NONE 20,900 0 0 Pogo Producing Co COM STK 730448107 369 7,400SH SOLE NONE 7,400 0 0 IndyMac Bancorp Inc COM STK 456607100 367 9,400SH SOLE NONE 9,400 0 0 General Cable Corp COM STK 369300108 366 18,600SH SOLE NONE 18,600 0 0 POSCO-ADR COM STK 693483109 366 7,400SH SOLE NONE 7,400 0 0 WITCO CORP COM STK 97651M109 364 30,500SH SOLE NONE 30,500 0 0 Massey Energy Co COM STK 576206106 364 9,600SH SOLE NONE 9,600 0 0 POLYONE CORP COM STK 73179P106 363 56,400SH SOLE NONE 56,400 0 0 Lennar Corp COM STK 526057104 360 5,900SH SOLE NONE 5,900 0 0 Compuware Corp COM STK 205638109 358 39,935SH SOLE NONE 39,935 0 0 Telecom Argentina SA COM STK 879273209 354 27,500SH SOLE NONE 27,500 0 0 Brookfield Homes Corporation COM STK 112723101 354 7,113SH SOLE NONE 7,113 0 0 Boeing Co/The COM STK 097023105 351 5,000SH SOLE NONE 5,000 0 0 CMS ENERGY COM STK 125896100 351 24,200SH SOLE NONE 24,200 0 0 Chicago Mercantile Exchange COM STK 167760107 349 950SH SOLE NONE 950 0 0 Eaton Corp COM STK 278058102 349 5,200SH SOLE NONE 5,200 0 0 Northwest Pipe Company COM STK 667746101 348 13,000SH SOLE NONE 13,000 0 0 Neurocrine Biosciences Inc COM STK 64125C109 346 5,514SH SOLE NONE 5,514 0 0 Perez Companc Adr COM STK 71646M102 342 27,700SH SOLE NONE 27,700 0 0 Caterpillar Inc COM STK 149123101 341 5,900SH SOLE NONE 5,900 0 0 Arkansas Best Corp COM STK 040790107 341 7,800SH SOLE NONE 7,800 0 0 United Parcel Service Inc COM STK 911312106 338 4,500SH SOLE NONE 4,500 0 0 Medimmune Inc COM STK 584699102 337 9,626SH SOLE NONE 9,626 0 0 Grupo Aeroport del Sureste COM STK 40051E202 336 10,400SH SOLE NONE 10,400 0 0 PDL Biopharma Inc COM STK 74369L103 336 11,807SH SOLE NONE 11,807 0 0 United Technologies Corp COM STK 913017109 335 6,000SH SOLE NONE 6,000 0 0 Danaher Corp COM STK 235851102 335 6,000SH SOLE NONE 6,000 0 0 OMI CORP COM STK Y6476W104 334 18,400SH SOLE NONE 18,400 0 0 LINCARE HOLDINGS COM STK 532791100 332 7,918SH SOLE NONE 7,918 0 0 VOLVO AB COM STK 928856400 330 7,000SH SOLE NONE 7,000 0 0 Ingles Markets, Inc. COM STK 457030104 327 20,900SH SOLE NONE 20,900 0 0 Steel Dynamics Inc COM STK 858119100 327 9,200SH SOLE NONE 9,200 0 0 TELUS Corp COM STK 87971M202 326 8,100SH SOLE NONE 8,100 0 0 Outlook Group Corp COM STK 690113105 322 29,100SH SOLE NONE 29,100 0 0 Emerson Electric Co COM STK 291011104 321 4,300SH SOLE NONE 4,300 0 0 NOKIA CORP-SPON ADR COM STK 654902204 320 17,500SH SOLE NONE 17,500 0 0 Hyperion Solutions Corp COM STK 44914M104 319 8,913SH SOLE NONE 8,913 0 0 Stone Energy Corp COM STK 861642106 319 7,000SH SOLE NONE 7,000 0 0 American Science & Engineering Inc COM STK 029429107 318 5,100SH SOLE NONE 5,100 0 0 Maverick Tube Corp COM STK 577914104 315 7,900SH SOLE NONE 7,900 0 0 Central European Media Enterprises LtdCOM STK G20045202 313 5,400SH SOLE NONE 5,400 0 0 MEMC ELECTRONIC COM STK 552715104 313 14,100SH SOLE NONE 14,100 0 0 QLogic Corp COM STK 747277101 307 9,456SH SOLE NONE 9,456 0 0 ASHLAND INC COM STK 044209104 307 5,300SH SOLE NONE 5,300 0 0 Airtran Holdings Inc COM STK 00949P108 306 19,098SH SOLE NONE 19,098 0 0 Charles & Colvard Ltd COM STK 159765106 305 15,095SH SOLE NONE 15,095 0 0 Sasol Ltd. (ADR) COM STK 803866300 303 8,500SH SOLE NONE 8,500 0 0 Roanoke Electric Steel Corporation COM STK 769841107 302 12,800SH SOLE NONE 12,800 0 0 CLICK COMMERCE COM STK 18681D208 302 14,349SH SOLE NONE 14,349 0 0 Click Commerce Inc. COM STK 18681D208 302 14,345SH SOLE NONE 14,345 0 0 Napster, Inc. COM STK 630797108 301 85,400SH SOLE NONE 85,400 0 0 Citrix Systems Inc COM STK 177376100 299 10,404SH SOLE NONE 10,404 0 0 Sirius Satellite Radio Inc COM STK 82966U103 297 44,400SH SOLE NONE 44,400 0 0 Dover Corp COM STK 260003108 292 7,200SH SOLE NONE 7,200 0 0 TXU Corp COM STK 873168108 291 5,800SH SOLE NONE 5,800 0 0 ARMOR HOLDINGS COM STK 042260109 290 6,800SH SOLE NONE 6,800 0 0 Tsakos Energy Navigation Ltd COM STK G9108L108 290 7,900SH SOLE NONE 7,900 0 0 TIDEWATER COM STK 886423102 289 6,500SH SOLE NONE 6,500 0 0 United States Steel Corp COM STK 912909108 288 6,000SH SOLE NONE 6,000 0 0 BE Aerospace Inc COM STK 073302101 286 13,000SH SOLE NONE 13,000 0 0 Parker Hannifin Corp COM STK 701094104 284 4,300SH SOLE NONE 4,300 0 0 Techne Corp COM STK 878377100 283 5,042SH SOLE NONE 5,042 0 0 United Industrial Corp/New York COM STK 910671106 281 6,800SH SOLE NONE 6,800 0 0 TIBCO Software Inc COM STK 88632Q103 281 37,627SH SOLE NONE 37,627 0 0 MIDWEST EXPRESS COM STK 597911106 281 49,800SH SOLE NONE 49,800 0 0 Fording Canadian Coal Trust COM STK 345425102 280 8,100SH SOLE NONE 8,100 0 0 Mentor Graphics Corp COM STK 587200106 280 27,071SH SOLE NONE 27,071 0 0 RAYONIER COM STK 754907103 279 7,000SH SOLE NONE 7,000 0 0 iShares MSCI-Japan INDEX 464286848 277 20,500SH SOLE NONE 20,500 0 0 Overseas Shipholding Group COM STK 690368105 277 5,500SH SOLE NONE 5,500 0 0 HYDRIL COM STK 448774109 275 4,400SH SOLE NONE 4,400 0 0 Technical Olympic USA, Inc. COM STK 878483106 274 13,000SH SOLE NONE 13,000 0 0 Urban Outfitters Inc COM STK 917047102 273 10,800SH SOLE NONE 10,800 0 0 EMCOR Group Inc COM STK 29084Q100 270 4,000SH SOLE NONE 4,000 0 0 MARTIN MARIETTA MATERIALS COM STK 573284106 269 3,500SH SOLE NONE 3,500 0 0 ITT Industries Inc COM STK 450911102 267 2,600SH SOLE NONE 2,600 0 0 Landstar System Inc COM STK 515098101 267 6,400SH SOLE NONE 6,400 0 0 Applied Industrial Technologies Inc COM STK 03820C105 266 7,900SH SOLE NONE 7,900 0 0 St Jude Medical Inc COM STK 790849103 266 5,300SH SOLE NONE 5,300 0 0 BEA Systems Inc COM STK 073325102 266 28,300SH SOLE NONE 28,300 0 0 Andrx Group COM STK 034553107 264 16,000SH SOLE NONE 16,000 0 0 ANSYS INC COM STK 03662Q105 263 6,170SH SOLE NONE 6,170 0 0 Dow Chemical Co/The COM STK 260543103 263 6,000SH SOLE NONE 6,000 0 0 Radisys Corp COM STK 750459109 260 15,000SH SOLE NONE 15,000 0 0 BP Prudhoe Bay Royalty Trust COM STK 055630107 260 3,900SH SOLE NONE 3,900 0 0 Pinnacle Entertainment Inc COM STK 723456109 259 10,500SH SOLE NONE 10,500 0 0 Boardwalk Pipeline Partners COM STK 096627104 259 14,400SH SOLE NONE 14,400 0 0 POTASH CORP OF SASKATCHEWAN COM STK 73755L107 257 3,200SH SOLE NONE 3,200 0 0 Texas Pacific Land Trust COM STK 882610108 253 1,700SH SOLE NONE 1,700 0 0 Permian Basin Royalty Trust COM STK 714236106 252 16,200SH SOLE NONE 16,200 0 0 Synaptics Inc COM STK 87157D109 250 10,100SH SOLE NONE 10,100 0 0 Paccar Inc COM STK 693718108 249 3,600SH SOLE NONE 3,600 0 0 Cree Inc COM STK 225447101 247 9,800SH SOLE NONE 9,800 0 0 PALL CORP COM STK 696429307 242 9,000SH SOLE NONE 9,000 0 0 Harvest Natural Resources COM STK 41754V103 240 27,000SH SOLE NONE 27,000 0 0 Kellogg Co COM STK 487836108 238 5,500SH SOLE NONE 5,500 0 0 Red Robin Gourmet Burgers Inc COM STK 75689M101 234 4,600SH SOLE NONE 4,600 0 0 Chiquita Brands International Inc. COM STK 170032809 234 11,700SH SOLE NONE 11,700 0 0 Western Silver Corporation COM STK 959531104 232 20,576SH SOLE NONE 20,576 0 0 CHEMTURA CORP COM STK 163893100 230 18,100SH SOLE NONE 18,100 0 0 Kansas City Southern COM STK 485170302 230 9,398SH SOLE NONE 9,398 0 0 Morgan Stanley COM STK 617446448 227 4,000SH SOLE NONE 4,000 0 0 Five Star Quality Care Inc COM STK 33832D106 226 28,700SH SOLE NONE 28,700 0 0 Catalina Marketing Corp COM STK 148867104 223 8,800SH SOLE NONE 8,800 0 0 Avery Dennison Corp COM STK 053611109 221 4,000SH SOLE NONE 4,000 0 0 United Microelectronics Corp COM STK 910873207 220 70,400SH SOLE NONE 70,400 0 0 Ethan Allen Interiors Inc COM STK 297602104 219 6,000SH SOLE NONE 6,000 0 0 Transmontaigne Inc COM STK 893934109 219 33,200SH SOLE NONE 33,200 0 0 Lawson Software Inc COM STK 520780107 218 29,647SH SOLE NONE 29,647 0 0 Photomedex Inc COM STK 719358103 217 126,000SH SOLE NONE 126,000 0 0 Allied Waste Industries Inc COM STK 019589308 214 24,500SH SOLE NONE 24,500 0 0 GigaMedia Limited COM STK Y2711Y104 211 74,100SH SOLE NONE 74,100 0 0 Argon ST Inc COM STK 040149106 211 6,800SH SOLE NONE 6,800 0 0 ASE Test Ltd COM STK Y02516105 209 26,600SH SOLE NONE 26,600 0 0 American Eagle Outfitters COM STK 02553E106 202 8,800SH SOLE NONE 8,800 0 0 HEXCEL CORP COM STK 428291108 199 11,000SH SOLE NONE 11,000 0 0 AGCO Corp COM STK 001084102 194 11,700SH SOLE NONE 11,700 0 0 AU Optronics Corp (ADR) COM STK 002255107 191 12,700SH SOLE NONE 12,700 0 0 Mikohn Gaming Corp COM STK 59862K108 190 19,300SH SOLE NONE 19,300 0 0 Taiwan Semiconductor Mfg Co Ltd COM STK 874039100 190 19,200SH SOLE NONE 19,200 0 0 Specialty Underwriters COM STK 84751T309 185 30,000SH SOLE NONE 30,000 0 0 ChipMOS Technologies BU Ltd COM STK G2110R106 183 31,500SH SOLE NONE 31,500 0 0 Smith Micro Software Inc COM STK 832154108 181 30,900SH SOLE NONE 30,900 0 0 Advanced Semiconductor Engin. (ADR) COM STK 00756M404 180 40,000SH SOLE NONE 40,000 0 0 Quadremed Corp COM STK 74730W101 173 120,100SH SOLE NONE 120,100 0 0 Bebe Stores Inc COM STK 075571109 170 12,150SH SOLE NONE 12,150 0 0 MASTECH INC COM STK 576323109 169 16,100SH SOLE NONE 16,100 0 0 Wheeling Pitts COM STK 963142302 168 18,600SH SOLE NONE 18,600 0 0 Abb Ltd COM STK 000375204 156 16,100SH SOLE NONE 16,100 0 0 Infinity Inc COM STK 45663L403 146 21,000SH SOLE NONE 21,000 0 0 Park-Ohio Holdings Corp COM STK 700666100 142 10,100SH SOLE NONE 10,100 0 0 NESS TECHNOLOGIES, INC. COM STK 64104X108 136 12,604SH SOLE NONE 12,604 0 0 Tri-Valley Corp COM STK 895735108 133 17,100SH SOLE NONE 17,100 0 0 ADAM Inc COM STK 00088U108 133 16,500SH SOLE NONE 16,500 0 0 Sirva Inc COM STK 82967Y104 129 16,100SH SOLE NONE 16,100 0 0 Phazar Corp COM STK 71722R108 124 11,200SH SOLE NONE 11,200 0 0 Applied Digital Solutions Inc COM STK 038188306 124 43,300SH SOLE NONE 43,300 0 0 Alliance Imaging Inc. COM STK 018606202 114 19,100SH SOLE NONE 19,100 0 0 Frontier Airlines Inc COM STK 359065109 112 12,100SH SOLE NONE 12,100 0 0 DISTRIBUTED ENERGY SYSTEMS COM STK 25475V104 106 14,000SH SOLE NONE 14,000 0 0 Javelin Phamaceuticals Inc. WARRANT 471894105 100 222,222SH SOLE NONE 222,222 0 0 Adelphia 5.5% Preferred Class D PFD STK 006848402 83 275,519SH SOLE NONE 275,519 0 0 Integrated Electrical Services Inc COM STK 45811E103 83 150,000SH SOLE NONE 150,000 0 0 MAXTOR CORP COM STK 577729205 80 11,500SH SOLE NONE 11,500 0 0 ADELPHIA COMMUNICATIONS INC. PFD STK 006848303 71 472,000SH SOLE NONE 472,000 0 0 Compugen Ltd COM STK M25722105 58 13,600SH SOLE NONE 13,600 0 0 LTX Corp COM STK 502392103 50 11,000SH SOLE NONE 11,000 0 0 Image Entertainment Inc COM STK 452439201 49 15,200SH SOLE NONE 15,200 0 0 ONYX SOFTWARE CORP COM STK 683402200 49 11,400SH SOLE NONE 11,400 0 0 Atmel Corp COM STK 049513104 49 15,700SH SOLE NONE 15,700 0 0 Zarlink Semiconductor Inc. COM STK 989139100 44 21,400SH SOLE NONE 21,400 0 0 Solectron Corp COM STK 834182107 42 11,600SH SOLE NONE 11,600 0 0 Ceragon Networks Ltd COM STK M22013102 42 10,900SH SOLE NONE 10,900 0 0 Conexant Systems Inc COM STK 207142100 41 18,100SH SOLE NONE 18,100 0 0 Triton PCS Holdings Inc COM STK 86722Q108 38 13,800SH SOLE NONE 13,800 0 0 Genta Inc COM STK 37245M207 35 24,300SH SOLE NONE 24,300 0 0 Primedia Inc COM STK 74157K101 32 19,800SH SOLE NONE 19,800 0 0 Comdisco Holding Co. Inc. COM STK 200334118 16 50,000SH SOLE NONE 50,000 0 0 MAXICARE HEALTH PLANS INC COM STK 577904501 11 52,500SH SOLE NONE 52,500 0 0 DOR BIOPHARMA, INC. COM STK 258094101 3 12,945SH SOLE NONE 12,945 0 0 Catalina Restaurant Group Inc. PFD STK 148990419 0 820,000SH SOLE NONE 820,000 0 0 DOR BIOPHARMA, INC. WARRANT 258094101 0 314,070SH SOLE NONE 314,070 0 0 NEXTGEN INTERNET USA CORP COM STK 65335N108 0 268,745SH SOLE NONE 268,745 0 0
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