-----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, TBA0Osio5wTGdeierAdKfLuS1kO/NGAOSTMCtFaMX5giZGLYC8F+FhaG0BaMnCWE UKQfFzo4juBUDjFUZc/Csg== 0001048462-06-000018.txt : 20061114 0001048462-06-000018.hdr.sgml : 20061114 20061114111903 ACCESSION NUMBER: 0001048462-06-000018 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20060930 FILED AS OF DATE: 20061114 DATE AS OF CHANGE: 20061114 EFFECTIVENESS DATE: 20061114 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: 061212273 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 wexq0306.txt WEXFORD CAPITAL LLC FORM 13F-HR 3RD Q 2006 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 SEPTEMBER 30, 2006." 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 14th day of NOVEMBER 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: 659 "Form 13F Information Table Value Total: $1,033,604,000 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 21st Century Holding Co COM STK 90136Q100 661 35,800SH SOLE NONE 35,800 0 0 3M Co COM STK 88579Y101 685 9,200SH SOLE NONE 9,200 0 0 8X8 INC COM STK 282914100 21 19,500SH SOLE NONE 19500 0 0 Abatix Corp. COM STK 002564102 262 36,600SH SOLE NONE 36,600 0 0 Abbott Laboratories COM STK 002824100 901 18,548SH SOLE NONE 18,548 0 0 Adams Resources and Energy COM STK 006351308 404 11,600SH SOLE NONE 11,600 0 0 Addvantage Technologies GRP COM STK 006743306 71 16,950SH SOLE NONE 16950 0 0 Advanced Envir Recycl -Cl A COM STK 007947104 357 157,900SH SOLE NONE 157,900 0 0 AEGON NV COM STK 007924103 311 16,579SH SOLE NONE 16,579 0 0 Aetna Inc COM STK 00817Y108 206 5,212SH SOLE NONE 5212 0 0 AG Edwards Inc COM STK 281760108 661 12,400SH SOLE NONE 12,400 0 0 AGCO Corp COM STK 001084102 292 11,500SH SOLE NONE 11,500 0 0 Air Products & Chemicals Inc COM STK 009158106 537 8,084SH SOLE NONE 8,084 0 0 Airgas Inc COM STK 009363102 296 8,193SH SOLE NONE 8,193 0 0 Airtran Holdings Inc COM STK 00949P108 6,200 625,000SH SOLE NONE 625,000 0 0 AK Steel Holding Corp COM STK 001547108 1,394 114,800SH SOLE NONE 114,800 0 0 Alaska Air Group Inc COM STK 011659109 1,084 28,500SH SOLE NONE 28,500 0 0 Albemarle Corp COM STK 012653101 299 5,500SH SOLE NONE 5,500 0 0 Alcan Inc COM STK 013716105 1,039 26,056SH SOLE NONE 26,056 0 0 Alcoa Inc COM STK 013817101 1,226 43,719SH SOLE NONE 43,719 0 0 Aleris International Inc COM STK 014477103 334 6,600SH SOLE NONE 6,600 0 0 ALLEGHENY ENERGY INC COM STK 017361106 395 9,825SH SOLE NONE 9,825 0 0 ALLEGHENY TECH NEW COM STK 01741R102 498 8,000SH SOLE NONE 8,000 0 0 ALLIANCE Resource Partners, LP COM STK 01877R108 1,396 40,100SH SOLE NONE 40,100 0 0 ALLIANT ENERGY COM STK 018802108 833 23,300SH SOLE NONE 23,300 0 0 Allianz AG (ADR) ADR 018805101 244 14,100SH SOLE NONE 14,100 0 0 Allied Waste Industries Inc COM STK 019589308 179 15,900SH SOLE NONE 15900 0 0 Allis-Chalmers Energy Inc COM STK 019645506 225 15,400SH SOLE NONE 15,400 0 0 Alpha Natural Resources Inc COM STK 02076X102 739 46,900SH SOLE NONE 46,900 0 0 AM Castle and Co. COM STK 148411101 437 16,300SH SOLE NONE 16,300 0 0 Amerco Inc COM STK 023586100 742 10,000SH SOLE NONE 10,000 0 0 America Movil SA de CV COM STK 02364W105 217 5,500SH SOLE NONE 5,500 0 0 American Commercial Lines COM STK 025195207 232 3,900SH SOLE NONE 3,900 0 0 American Eagle Outfitters COM STK 02553E106 999 22,800SH SOLE NONE 22,800 0 0 American Express Co COM STK 025816109 1,682 30,000SH SOLE NONE 30,000 0 0 American Financial Group Inc COM STK 025932104 770 16,400SH SOLE NONE 16,400 0 0 American Oil & Gas Inc COM STK 028723104 97 19,000SH SOLE NONE 19000 0 0 American Physicians Capital Inc COM STK 028884104 411 8,500SH SOLE NONE 8,500 0 0 American Science & Engineering Inc COM STK 029429107 242 4,987SH SOLE NONE 4,987 0 0 American States Water Co COM STK 029899101 256 6,700SH SOLE NONE 6,700 0 0 AmeriCredit Corp COM STK 03060R101 587 23,500SH SOLE NONE 23,500 0 0 Ameron International Corp COM STK 030710107 698 10,500SH SOLE NONE 10,500 0 0 Amgen Inc COM STK 031162100 536 7,500SH SOLE NONE 7,500 0 0 Ampco-Pittsburgh Corp. COM STK 032037103 931 30,100SH SOLE NONE 30,100 0 0 AMR Corp/Del COM STK 001765106 1,026 44,319SH SOLE NONE 44,319 0 0 Amrep Corp COM STK 032159105 743 15,200SH SOLE NONE 15,200 0 0 AMVESCAP ADR COM STK 03235E100 237 10,800SH SOLE NONE 10,800 0 0 Anadarko Petroleum Corp COM STK 032511107 3,465 79,046SH SOLE NONE 79,046 0 0 Anheuser-Busch Cos Inc COM STK 035229103 542 11,400SH SOLE NONE 11,400 0 0 ANIXTER INTERNATIONAL COM STK 035290105 2,694 47,700SH SOLE NONE 47,700 0 0 AnnTaylor Stores Corp COM STK 036115103 209 5,000SH SOLE NONE 5,000 0 0 Apache Corp COM STK 037411105 12,861 203,500SH SOLE NONE 203,500 0 0 Apex Silver Mines Ltd COM STK G04074103 2,249 135,000SH SOLE NONE 135,000 0 0 Apple Computer Inc COM STK 037833100 762 9,900SH SOLE NONE 9,900 0 0 Applied Materials Inc COM STK 038222105 443 25,000SH SOLE NONE 25,000 0 0 AQUA AMERICA INC COM STK 03836W103 312 14,200SH SOLE NONE 14,200 0 0 Aquila Inc COM STK 03840P102 101 23,300SH SOLE NONE 23300 0 0 Aracruz Celulose SA COM STK 038496204 458 9,200SH SOLE NONE 9,200 0 0 Arch Capital Group COM STK G0450A105 438 6,900SH SOLE NONE 6,900 0 0 Arena Resources Inc COM STK 040049108 206 6,400SH SOLE NONE 6400 0 0 Arkansas Best Corp COM STK 040790107 323 7,500SH SOLE NONE 7,500 0 0 ARMOR HOLDINGS COM STK 042260109 459 8,000SH SOLE NONE 8,000 0 0 Arthur J Gallagher & Co COM STK 363576109 219 8,200SH SOLE NONE 8,200 0 0 Ashford Hospitality Trust Inc COM STK 044103109 614 51,500SH SOLE NONE 51,500 0 0 ASHLAND INC COM STK 044209104 239 3,755SH SOLE NONE 3,755 0 0 Aspreva Pharmaceuticals Corp COM STK 04538T109 470 18,100SH SOLE NONE 18,100 0 0 Assurant Inc COM STK 04621X108 737 13,800SH SOLE NONE 13,800 0 0 Asta Funding Inc COM STK 046220109 544 14,500SH SOLE NONE 14,500 0 0 AstraZeneca Plc ADR 046353108 1,647 26,348SH SOLE NONE 26,348 0 0 Atari Inc COM STK 04651M105 59 101,800SH SOLE NONE 101800 0 0 ATLANTIC TELE-NETWORK INC COM STK 049079205 520 28,139SH SOLE NONE 28,139 0 0 Atmel Corp COM STK 049513104 266 44,100SH SOLE NONE 44,100 0 0 Atwood Oceanics Inc COM STK 050095108 2,887 64,200SH SOLE NONE 64,200 0 0 Austrailian and New Zealand Banking GrCOM STK 052528304 560 5,600SH SOLE NONE 5,600 0 0 Autozone Inc COM STK 053332102 201 1,941SH SOLE NONE 1941 0 0 Avatar Holdings Inc COM STK 053494100 644 10,900SH SOLE NONE 10,900 0 0 Avery Dennison Corp COM STK 053611109 343 5,700SH SOLE NONE 5,700 0 0 Avista Corp COM STK 05379B107 696 29,400SH SOLE NONE 29,400 0 0 AXA COM STK 054536107 218 5,900SH SOLE NONE 5,900 0 0 Axis Capital Holdings Ltd COM STK G0692U109 222 6,400SH SOLE NONE 6,400 0 0 AZZ Inc COM STK 002474104 296 8,100SH SOLE NONE 8,100 0 0 Badger Meter Inc COM STK 056525108 315 12,500SH SOLE NONE 12,500 0 0 Baker Hughes Inc COM STK 057224107 7,025 103,000SH SOLE NONE 103,000 0 0 Banco Bradesco SA/Brazil ADR 059460303 2,771 83,100SH SOLE NONE 83,100 0 0 Banco Itau SA - ADR ADR 059602201 1,092 36,400SH SOLE NONE 36,400 0 0 Banco Santander Central Hispano SA ADR 05964H105 594 37,600SH SOLE NONE 37,600 0 0 Bankunited Financial Corp COM STK 06652B103 589 22,600SH SOLE NONE 22,600 0 0 Barclays PLC COM STK 06738E204 685 13,500SH SOLE NONE 13,500 0 0 Barnes Group Inc COM STK 067806109 183 10,400SH SOLE NONE 10400 0 0 Barrick Gold Corp COM STK 067901108 14,008 456,000SH SOLE NONE 456,000 0 0 BASF AG COM STK 055262505 553 6,900SH SOLE NONE 6,900 0 0 Basic Energy Services Inc. COM STK 06985P100 224 9,200SH SOLE NONE 9,200 0 0 BBVA S.A. (ADR) ADR 05946K101 1,325 57,300SH SOLE NONE 57,300 0 0 Bear Stearns Cos Inc/The COM STK 073902108 1,135 8,100SH SOLE NONE 8,100 0 0 Bebe Stores Inc COM STK 075571109 221 8,900SH SOLE NONE 8,900 0 0 Bed Bath & Beyond Inc COM STK 075896100 693 18,100SH SOLE NONE 18,100 0 0 BellSouth Corp COM STK 079860102 1,069 25,000SH SOLE NONE 25,000 0 0 Benchmark Electronics Inc COM STK 08160H101 691 25,700SH SOLE NONE 25,700 0 0 Berkshire Hathaway CL A COM STK 084670108 862 9SH SOLE NONE 9 0 0 BG GROUP COM STK 055434203 287 4,700SH SOLE NONE 4,700 0 0 BHP Billiton Ltd ADR 088606108 1,092 28,840SH SOLE NONE 28,840 0 0 Big Lots Inc COM STK 089302103 244 12,300SH SOLE NONE 12,300 0 0 Blyth Inc COM STK 09643P108 202 8,300SH SOLE NONE 8300 0 0 BMC Software Inc COM STK 055921100 229 8,400SH SOLE NONE 8,400 0 0 Boardwalk Pipeline Partners COM STK 096627104 206 7,700SH SOLE NONE 7700 0 0 Books-A-Million Inc COM STK 098570104 203 11,400SH SOLE NONE 11400 0 0 Boston Beer Co Inc COM STK 100557107 207 6,300SH SOLE NONE 6300 0 0 Bottomline Technologies Inc COM STK 101388106 218 22,300SH SOLE NONE 22,300 0 0 Brightpoint Inc. COM STK 109473405 158 11,100SH SOLE NONE 11100 0 0 Bristol-Myers Squibb Co COM STK 110122108 475 19,077SH SOLE NONE 19,077 0 0 British Airways Plc ADR 110419306 952 11,900SH SOLE NONE 11,900 0 0 Bronco Drilling Company COM STK 112211107 198,943 11,316,431SH SOLE NONE 11,316,431 0 0 BROWN FORMAN CORP COM STK 115637209 322 4,200SH SOLE NONE 4,200 0 0 Bruker BioSciences Corp. COM STK 116794108 249 35,500SH SOLE NONE 35,500 0 0 Btu International Inc COM STK 056032105 859 71,400SH SOLE NONE 71,400 0 0 Buckeye Technologies Inc COM STK 118255108 98 11,500SH SOLE NONE 11500 0 0 Burlington Northern Santa Fe Corp COM STK 12189T104 536 7,300SH SOLE NONE 7,300 0 0 CA WATER SVC GP COM STK 130788102 259 7,000SH SOLE NONE 7,000 0 0 Calgon Carbon Corp COM STK 129603106 53 11,900SH SOLE NONE 11900 0 0 Cambior, Inc. COM STK 13201L103 49 14,000SH SOLE NONE 14000 0 0 CAMERON INTERNATIONAL CORP COM STK 13342B105 507 10,500SH SOLE NONE 10,500 0 0 Canadian National Railway Co COM STK 136375102 434 10,342SH SOLE NONE 10,342 0 0 Canadian Natural Resources COM STK 136385101 23,747 521,000SH SOLE NONE 521,000 0 0 Canadian Pacific Railway Ltd COM STK 13645T100 330 6,640SH SOLE NONE 6,640 0 0 Capital Trust-Cl A COM STK 14052H506 725 17,800SH SOLE NONE 17,800 0 0 Captaris Inc COM STK 14071N104 99 16,900SH SOLE NONE 16900 0 0 CARPENTER TECHNOLOGIES COM STK 144285103 280 2,600SH SOLE NONE 2,600 0 0 Cascade Corp COM STK 147195101 260 5,700SH SOLE NONE 5,700 0 0 Caterpillar Inc COM STK 149123101 632 9,600SH SOLE NONE 9,600 0 0 CBOT Holdings Inc COM STK 14984K106 233 1,925SH SOLE NONE 1,925 0 0 Celadon Group Inc COM STK 150838100 196 11,800SH SOLE NONE 11800 0 0 Cell Therapeutics Inc COM STK 150934107 24 13,800SH SOLE NONE 13800 0 0 Central Europe and Russia Fund Inc/TheCOM STK 153436100 222 4,800SH SOLE NONE 4,800 0 0 Century Aluminum Co COM STK 156431108 2,068 61,462SH SOLE NONE 61,462 0 0 Ceradyne, Inc. COM STK 156710105 255 6,200SH SOLE NONE 6,200 0 0 Ceridian Corp COM STK 156779100 201 9,000SH SOLE NONE 9000 0 0 CF Industries Holdings, Inc. COM STK 125269100 2,533 148,400SH SOLE NONE 148,400 0 0 Charlotte Russe Holding Inc COM STK 161048103 251 9,100SH SOLE NONE 9,100 0 0 Charter Communications Inc COM STK 16117M107 21 13,700SH SOLE NONE 13700 0 0 CHEMTURA CORP COM STK 163893100 192 22,100SH SOLE NONE 22100 0 0 ChevronTexaco Corp COM STK 166764100 346 5,340SH SOLE NONE 5,340 0 0 China Pet & Chem ADR ADR 16941R108 2,681 43,300SH SOLE NONE 43,300 0 0 China Techfaith Wireless-Adr ADR 169424108 1,853 232,200SH SOLE NONE 232,200 0 0 CHINA TELECOM HK COM STK 16941M109 219 6,200SH SOLE NONE 6,200 0 0 Chubb Corp COM STK 171232101 478 9,200SH SOLE NONE 9,200 0 0 Cia de Saneamento Basico do Estado de ADR 20441A102 1,782 59,200SH SOLE NONE 59,200 0 0 Cia Paranaense de Energia ADR 20441B407 478 42,400SH SOLE NONE 42,400 0 0 Cia Siderurgica Nacional SA - ADR ADR 20440W105 259 9,100SH SOLE NONE 9,100 0 0 Cia Vale do Rio Doce - ADR ADR 204412209 11,132 516,342SH SOLE NONE 516,342 0 0 Cigna Corp COM STK 125509109 233 2,000SH SOLE NONE 2,000 0 0 Cimarex Energy Co. COM STK 171798101 4,151 117,964SH SOLE NONE 117,964 0 0 Circuit City Stores Inc - Carmax GroupCOM STK 143130102 313 7,500SH SOLE NONE 7,500 0 0 CIT Group Inc COM STK 125581108 1,187 24,400SH SOLE NONE 24,400 0 0 City Bank Lynnwood Wa COM STK 17770A109 569 12,100SH SOLE NONE 12,100 0 0 Clean Harbors Inc COM STK 184496107 274 6,300SH SOLE NONE 6,300 0 0 CLECO CORP NEW COM STK 12561W105 378 14,972SH SOLE NONE 14,972 0 0 CLEVELAND-CLIFFS COM STK 185896107 857 22,500SH SOLE NONE 22,500 0 0 Clorox Co COM STK 189054109 617 9,800SH SOLE NONE 9,800 0 0 CNA Surety Corp COM STK 12612L108 699 34,600SH SOLE NONE 34,600 0 0 CNOOC Limited (ADR) ADR 126132109 816 9,800SH SOLE NONE 9,800 0 0 Coca-Cola Co/The COM STK 191216100 509 11,400SH SOLE NONE 11,400 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CORP COM STK 192446102 215 2,900SH SOLE NONE 2,900 0 0 Colgate-Palmolive Co COM STK 194162103 515 8,300SH SOLE NONE 8,300 0 0 Columbus McKinnon Corp/NY COM STK 199333105 968 53,700SH SOLE NONE 53,700 0 0 Comcast Corp COM STK 20030N101 1,033 28,000SH SOLE NONE 28,000 0 0 Comfort Systems USA Inc COM STK 199908104 497 43,400SH SOLE NONE 43,400 0 0 COMMERCE GROUP INC COM STK 200641108 649 21,600SH SOLE NONE 21,600 0 0 Commercial Metals Company COM STK 201723103 644 31,700SH SOLE NONE 31,700 0 0 Compania Cervecerias Unidas - ADR ADR 204429104 200 7,600SH SOLE NONE 7600 0 0 Compass Minerals International Inc COM STK 20451N101 263 9,300SH SOLE NONE 9,300 0 0 Complete Production Services Inc. COM STK 20453E109 10,486 531,200SH SOLE NONE 531,200 0 0 CompuCredit COM STK 20478N100 378 12,506SH SOLE NONE 12,506 0 0 Comsys It Partners Inc COM STK 20581E104 266 15,500SH SOLE NONE 15,500 0 0 Conexant Systems Inc COM STK 207142100 176 87,800SH SOLE NONE 87800 0 0 Conocophillips COM STK 20825C104 10,370 174,202SH SOLE NONE 174,202 0 0 Consolidated Water Co-Ord Sh COM STK G23773107 246 10,000SH SOLE NONE 10,000 0 0 Continental Airlines Inc COM STK 210795308 4,005 141,471SH SOLE NONE 141,471 0 0 CON-WAY INC CMN COM STK 205944101 605 13,500SH SOLE NONE 13,500 0 0 CORPUS GROUP ADR 22087M101 334 23,000SH SOLE NONE 23,000 0 0 Corrections Corp of America COM STK 22025Y407 271 6,275SH SOLE NONE 6,275 0 0 Corus Bankshares Inc COM STK 220873103 335 15,000SH SOLE NONE 15,000 0 0 Corvel Corp COM STK 221006109 228 6,500SH SOLE NONE 6,500 0 0 COSTCO COMPANIES INC COM STK 22160K105 1,013 20,400SH SOLE NONE 20,400 0 0 CPFL Energia SA - ADR ADR 126153105 261 6,800SH SOLE NONE 6,800 0 0 Cpi Corp COM STK 125902106 1,024 21,100SH SOLE NONE 21,100 0 0 Credicorp Ltd COM STK G2519Y108 764 18,200SH SOLE NONE 18,200 0 0 Crocs Inc COM STK 227046109 244 7,200SH SOLE NONE 7,200 0 0 Crosstex Energy Inc COM STK 22765Y104 233 2,600SH SOLE NONE 2,600 0 0 CRYOLIFE COM STK 228903100 202 31,300SH SOLE NONE 31300 0 0 CSX Corp COM STK 126408103 630 19,200SH SOLE NONE 19,200 0 0 Cummins Inc COM STK 231021106 954 8,000SH SOLE NONE 8,000 0 0 Danaher Corp COM STK 235851102 618 9,000SH SOLE NONE 9,000 0 0 Deckers Outdoor Corporation COM STK 243537107 918 19,400SH SOLE NONE 19,400 0 0 Delek US Holdings Inc COM STK 246647101 209 11,300SH SOLE NONE 11,300 0 0 Denny's Corp COM STK 24869P104 374 109,555SH SOLE NONE 109,555 0 0 Deutsche Bank AG COM STK D18190898 567 4,700SH SOLE NONE 4,700 0 0 Devon Energy Corp COM STK 25179M103 12,523 198,300SH SOLE NONE 198,300 0 0 Diamond Offshore Drilling COM STK 25271C102 9,191 127,000SH SOLE NONE 127,000 0 0 Diana Shipping Inc COM STK Y2066G104 245 18,400SH SOLE NONE 18,400 0 0 Dillard's Inc/AR COM STK 254067101 684 20,900SH SOLE NONE 20,900 0 0 Directed Electronics Inc COM STK 254575103 217 14,400SH SOLE NONE 14,400 0 0 DISTRIBUTED ENERGY SYSTEMS COM STK 25475V104 45 14,000SH SOLE NONE 14000 0 0 Dollar Thrifty Automotive Group COM STK 256743105 267 6,000SH SOLE NONE 6,000 0 0 DOR BIOPHARMA, INC. COM STK 258094101 3 12,945SH SOLE NONE 12945 0 0 Double Hull Tankers Inc COM STK Y21110104 261 19,000SH SOLE NONE 19,000 0 0 Dover Corp COM STK 260003108 384 8,100SH SOLE NONE 8,100 0 0 Dow Chemical Co/The COM STK 260543103 304 7,800SH SOLE NONE 7,800 0 0 DR Horton Inc COM STK 23331A109 479 20,000SH SOLE NONE 20,000 0 0 Dress Barn Inc COM STK 261570105 799 36,600SH SOLE NONE 36,600 0 0 Dryships Inc COM STK Y2109Q101 243 18,100SH SOLE NONE 18,100 0 0 Dycom Industries Inc COM STK 267475101 219 10,200SH SOLE NONE 10,200 0 0 Dynamic Materials Corp COM STK 267888105 230 7,100SH SOLE NONE 7,100 0 0 Dynegy Inc COM STK 26816Q101 74 13,400SH SOLE NONE 13400 0 0 Eagle Bulk Shipping Inc COM STK Y2187A101 257 16,000SH SOLE NONE 16,000 0 0 Eastman Chemical Co COM STK 277432100 329 6,092SH SOLE NONE 6,092 0 0 Eaton Corp COM STK 278058102 1,212 17,600SH SOLE NONE 17,600 0 0 Electronic Arts Inc COM STK 285512109 597 10,700SH SOLE NONE 10,700 0 0 Eli Lilly & Co COM STK 532457108 331 5,799SH SOLE NONE 5,799 0 0 EMC Insurance Group Inc COM STK 268664109 995 34,500SH SOLE NONE 34,500 0 0 Emergency Medical Services-A COM STK 29100P102 180 11,000SH SOLE NONE 11000 0 0 Emerson Electric Co COM STK 291011104 352 4,200SH SOLE NONE 4,200 0 0 Empire District Electric Co/The COM STK 291641108 237 10,600SH SOLE NONE 10,600 0 0 Empresa Nacional de Electricidad S.A. COM STK 29244T101 270 8,900SH SOLE NONE 8,900 0 0 Emulex Corp COM STK 292475209 209 11,500SH SOLE NONE 11,500 0 0 Enbridge Energy Management LLC COM STK 29250X103 259 5,600SH SOLE NONE 5,600 0 0 EnCana Corp COM STK 292505104 12,415 265,900SH SOLE NONE 265,900 0 0 Encore Wire Corp COM STK 292562105 695 19,700SH SOLE NONE 19,700 0 0 Endurance Specialty Holdings Ltd COM STK G30397106 219 6,200SH SOLE NONE 6,200 0 0 Energy Transfer Equity, L.P. COM STK 29273V100 284 9,700SH SOLE NONE 9,700 0 0 Ennis Business Forms COM STK 293389102 743 34,300SH SOLE NONE 34,300 0 0 ENSCO International Inc COM STK 26874Q100 16,914 385,900SH SOLE NONE 385,900 0 0 Escala Group, Inc. COM STK 29605W107 817 150,100SH SOLE NONE 150,100 0 0 ESCO Technologies Inc COM STK 296315104 253 5,500SH SOLE NONE 5,500 0 0 ETABLISSEMENTS DELHAIZE ADR 29759W101 427 5,100SH SOLE NONE 5,100 0 0 Everest Re Group Ltd COM STK G3223R108 224 2,300SH SOLE NONE 2,300 0 0 EXPEDIA INC COM STK 30212P105 179 11,400SH SOLE NONE 11400 0 0 Exxon Mobil Corp COM STK 30231G102 334 4,981SH SOLE NONE 4,981 0 0 Federated Department Stores COM STK 31410H101 722 16,700SH SOLE NONE 16,700 0 0 FelCor Lodging Trust Inc COM STK 31430F101 517 25,800SH SOLE NONE 25,800 0 0 FINANCIAL INSTITUTIONS INC COM STK 317585404 262 11,200SH SOLE NONE 11,200 0 0 First Data Corp COM STK 319963104 7,846 186,800SH SOLE NONE 186,800 0 0 First Marblehead Corp/The COM STK 320771108 1,247 18,000SH SOLE NONE 18,000 0 0 First Regional Bancorp COM STK 33615C101 317 9,300SH SOLE NONE 9,300 0 0 FIRST SOURCE COM STK 336901103 425 14,410SH SOLE NONE 14,410 0 0 Firstbank NW Corp COM STK 33762X106 270 9,700SH SOLE NONE 9,700 0 0 FirstEnergy Corp COM STK 337932107 263 4,700SH SOLE NONE 4,700 0 0 Fisher Sci Intl COM STK 338032204 344 4,403SH SOLE NONE 4,403 0 0 Five Star Quality Care Inc COM STK 33832D106 707 65,700SH SOLE NONE 65,700 0 0 Flow Intl Corp COM STK 343468104 214 16,500SH SOLE NONE 16,500 0 0 FLUOR CORP COM STK 343412102 261 3,400SH SOLE NONE 3,400 0 0 Foot Locker Inc COM STK 344849104 884 35,000SH SOLE NONE 35,000 0 0 Fording Canadian Coal Trust TR UNIT 345425102 1,194 45,000SH SOLE NONE 45,000 0 0 Fortune Brands Inc COM STK 349631101 526 7,000SH SOLE NONE 7,000 0 0 Foster Wheeler LTD COM STK G36535139 2,512 65,100SH SOLE NONE 65,100 0 0 FREIGHTCAR AMERICA COM STK 357023100 1,362 25,700SH SOLE NONE 25,700 0 0 Friedman Industries Inc COM STK 358435105 275 32,800SH SOLE NONE 32,800 0 0 Gammon Lake Resources Inc COM STK 364915108 11,037 965,600SH SOLE NONE 965,600 0 0 Gardner Denver, Inc. COM STK 365558105 251 7,600SH SOLE NONE 7,600 0 0 Gehl Company COM STK 368483103 513 19,150SH SOLE NONE 19,150 0 0 Genaera Corp COM STK 36867G100 17 43,400SH SOLE NONE 43400 0 0 Genco Shipping & Trading Ltd COM STK Y2685T107 254 11,200SH SOLE NONE 11,200 0 0 General Dynamics Corp COM STK 369550108 444 6,200SH SOLE NONE 6,200 0 0 General Electric Co COM STK 369604103 1,412 40,000SH SOLE NONE 40,000 0 0 General Maritime Corporation COM STK Y2692M103 611 16,700SH SOLE NONE 16,700 0 0 General Mills Inc COM STK 370334104 583 10,300SH SOLE NONE 10,300 0 0 Genesis Energy L.P. COM STK 371927104 169 10,800SH SOLE NONE 10800 0 0 Genlyte Group (The) COM STK 372302109 292 4,100SH SOLE NONE 4,100 0 0 GEORGIA GULF CORP COM STK 373200203 499 18,200SH SOLE NONE 18,200 0 0 Gerdau AmeriSteel Corp COM STK 37373P105 1,937 212,200SH SOLE NONE 212,200 0 0 Gerdau SA ADR ADR 373737105 203 14,950SH SOLE NONE 14950 0 0 Gibraltar Steel COM STK 374689107 559 25,200SH SOLE NONE 25,200 0 0 Gildan Activewear Inc COM STK 375916103 218 4,500SH SOLE NONE 4,500 0 0 Gilead Sciences Inc COM STK 375558103 392 5,707SH SOLE NONE 5,707 0 0 Glamis Gold Ltd COM STK 376775102 394 10,000SH SOLE NONE 10,000 0 0 GlaxoSmithKline plc ADR 37733W105 971 18,250SH SOLE NONE 18,250 0 0 Global Power Equipment Group Inc/ COM STK 37941P108 55 25,700SH SOLE NONE 25700 0 0 GlobalSantaFe Corp COM STK G3930E101 1,925 38,500SH SOLE NONE 38,500 0 0 Goldcorp Inc COM STK 380956409 10,799 457,600SH SOLE NONE 457,600 0 0 Golden Star Resources Ltd COM STK 38119T104 56 20,600SH SOLE NONE 20600 0 0 Goldman Sachs Group Inc COM STK 38141G104 1,133 6,700SH SOLE NONE 6,700 0 0 Goodyear Tire & Rubber Co/The COM STK 382550101 215 14,800SH SOLE NONE 14,800 0 0 Google Inc. COM STK 38259P508 1,005 2,500SH SOLE NONE 2,500 0 0 GORMAN-RUPP CO COM STK 383082104 206 6,300SH SOLE NONE 6300 0 0 GRAFTECH INTL COM STK 384313102 158 27,100SH SOLE NONE 27100 0 0 GRANITE CONSTRUCTION COM STK 387328107 309 5,800SH SOLE NONE 5,800 0 0 Grant Prideco COM STK 38821G101 2,396 63,000SH SOLE NONE 63,000 0 0 Graphic Packaging Corp COM STK 388688103 55 14,900SH SOLE NONE 14900 0 0 Gray Television Inc COM STK 389375106 196 30,500SH SOLE NONE 30500 0 0 Great Wolf Resorts Inc COM STK 391523107 299 25,000SH SOLE NONE 25,000 0 0 Greenbrier Co Inc COM STK 393657101 2,266 78,100SH SOLE NONE 78,100 0 0 GREENHILL COM STK 395259104 2,346 35,000SH SOLE NONE 35,000 0 0 Greif Inc COM STK 397624107 352 4,400SH SOLE NONE 4,400 0 0 GREY WOLF COM STK 397888108 196 29,300SH SOLE NONE 29300 0 0 Group 1 Automotive Inc COM STK 398905109 604 12,100SH SOLE NONE 12,100 0 0 Gruma SA - ADR ADR 400131306 151 12,500SH SOLE NONE 12500 0 0 GUESS INC COM STK 401617105 1,213 25,000SH SOLE NONE 25,000 0 0 Gulf Island Fabrication Inc COM STK 402307102 243 9,300SH SOLE NONE 9,300 0 0 Gulfmark Offshore Inc COM STK 402629109 264 8,300SH SOLE NONE 8,300 0 0 Gymboree Corp COM STK 403777105 262 6,200SH SOLE NONE 6,200 0 0 Hanover Compressor Co COM STK 410768105 233 12,800SH SOLE NONE 12,800 0 0 HARLEYSVILLE GROUP INC COM STK 412824104 595 17,000SH SOLE NONE 17,000 0 0 Harris Corp COM STK 413875105 205 4,600SH SOLE NONE 4600 0 0 Harvest Natural Resources COM STK 41754V103 433 41,845SH SOLE NONE 41,845 0 0 Haverty Furniture Cos Inc COM STK 419596101 198 12,400SH SOLE NONE 12400 0 0 Hawaiian Holdings Inc COM STK 419879101 212 50,900SH SOLE NONE 50,900 0 0 HCC Insurance Holdings Inc COM STK 404132102 204 6,200SH SOLE NONE 6200 0 0 Helix Energy Solutions Group COM STK 42330P107 204 6,100SH SOLE NONE 6100 0 0 Helmerich & Payne Inc COM STK 423452101 200 8,700SH SOLE NONE 8700 0 0 Herman Miller Inc COM STK 600544100 202 5,900SH SOLE NONE 5900 0 0 Hershey Foods Corp COM STK 427866108 428 8,000SH SOLE NONE 8,000 0 0 HESS CORPORATION COM STK 42809H107 617 14,900SH SOLE NONE 14,900 0 0 Hewlett-Packard Co COM STK 428236103 216 5,900SH SOLE NONE 5,900 0 0 Hoku Scientific Inc COM STK 434712105 236 59,000SH SOLE NONE 59,000 0 0 Holly Corp COM STK 435758305 247 5,700SH SOLE NONE 5,700 0 0 Home Depot Inc COM STK 437076102 1,291 35,600SH SOLE NONE 35,600 0 0 HONEYWELL INTERNATIONAL COM STK 438516106 286 7,000SH SOLE NONE 7,000 0 0 Hornbeck Offshore Services, Inc COM STK 440543106 221 6,600SH SOLE NONE 6,600 0 0 Houston Exploration Co COM STK 442120101 5,851 106,100SH SOLE NONE 106,100 0 0 HSBC Holdings Plc ADR 404280406 1,025 11,200SH SOLE NONE 11,200 0 0 Hurco Companies Inc. COM STK 447324104 1,020 42,500SH SOLE NONE 42,500 0 0 Huron Consulting Group Inc COM STK 447462102 208 5,300SH SOLE NONE 5300 0 0 HYDROGENICS CP COM STK 448882100 29 21,400SH SOLE NONE 21400 0 0 IAMGOLD Corporation COM STK 450913108 1,416 166,800SH SOLE NONE 166,800 0 0 ICO INC COM STK 449293109 648 97,900SH SOLE NONE 97,900 0 0 Idacorp Inc COM STK 451107106 261 6,900SH SOLE NONE 6,900 0 0 Idexx Laboratories Inc COM STK 45168D104 219 2,400SH SOLE NONE 2,400 0 0 II-VI INC COM STK 902104108 247 9,900SH SOLE NONE 9,900 0 0 Illinois Tool Works Inc COM STK 452308109 404 9,000SH SOLE NONE 9,000 0 0 Imergent Inc COM STK 45247Q100 185 13,100SH SOLE NONE 13100 0 0 Imperial Oil Limited (USA) COM STK 453038408 919 27,400SH SOLE NONE 27,400 0 0 Inco Ltd COM STK 453258402 1,514 19,853SH SOLE NONE 19,853 0 0 IndyMac Bancorp Inc COM STK 456607100 605 14,700SH SOLE NONE 14,700 0 0 Infinity Prop & Cas COM STK 45665Q103 687 16,700SH SOLE NONE 16,700 0 0 Informatica Corp COM STK 45666Q102 194 14,273SH SOLE NONE 14273 0 0 ING Groep N.V. (ADR) ADR 456837103 668 15,200SH SOLE NONE 15,200 0 0 Ingersoll-Rand Co COM STK G4776G101 1,124 29,600SH SOLE NONE 29,600 0 0 Ingles Markets, Inc. COM STK 457030104 615 23,300SH SOLE NONE 23,300 0 0 Innospec Inc COM STK 45768S105 454 15,300SH SOLE NONE 15,300 0 0 Input/Output Inc COM STK 457652105 583 58,700SH SOLE NONE 58,700 0 0 Insituform Technologies Inc COM STK 457667103 447 18,400SH SOLE NONE 18,400 0 0 Insteel Industries Inc. COM STK 45774W108 689 34,700SH SOLE NONE 34,700 0 0 Intel Corp COM STK 458140100 617 30,000SH SOLE NONE 30,000 0 0 Intercontinental Exchange Inc COM STK 45865V100 231 3,080SH SOLE NONE 3,080 0 0 Interline Brands Inc COM STK 458743101 242 9,800SH SOLE NONE 9,800 0 0 International Business Machines Corp COM STK 459200101 615 7,500SH SOLE NONE 7,500 0 0 International Coal G COM STK 45928H106 12,846 3,044,159SH SOLE NONE 3,044,159 0 0 International Game Technology COM STK 459902102 208 5,000SH SOLE NONE 5000 0 0 Interstate Hotels & Resorts Inc COM STK 46088S106 892 82,700SH SOLE NONE 82,700 0 0 Intervest Bancshares Corp COM STK 460927106 701 16,100SH SOLE NONE 16,100 0 0 INVERNESS MED COM STK 46126P106 202 5,800SH SOLE NONE 5800 0 0 IPC Holdings Ltd COM STK G4933P101 259 8,500SH SOLE NONE 8,500 0 0 IPCS Inc COM STK 44980Y305 6,069 113,337SH SOLE NONE 113,337 0 0 IPSCO Inc COM STK 462622101 1,258 14,520SH SOLE NONE 14,520 0 0 ISHARES MSCI BRAZIL COM STK 464286400 1,539 40,000SH SOLE NONE 40,000 0 0 iShares MSCI Taiwan Index Fund INDEX 464286731 809 63,200SH SOLE NONE 63,200 0 0 iShares MSCI-Singapore INDEX 464286673 465 49,800SH SOLE NONE 49,800 0 0 Itla Capital Corp COM STK 450565106 296 5,500SH SOLE NONE 5,500 0 0 Itron Inc COM STK 465741106 463 8,300SH SOLE NONE 8,300 0 0 Javelin Phamaceuticals COM STK 471894105 14,659 4,790,420SH SOLE NONE 4,790,420 0 0 JC Penney Co Inc Holding Co COM STK 708160106 513 7,500SH SOLE NONE 7,500 0 0 JEFFRIES TECHNOLOGIES COM STK 472319102 1,140 40,000SH SOLE NONE 40,000 0 0 JLG Industries Inc COM STK 466210101 727 36,700SH SOLE NONE 36,700 0 0 Johnson & Johnson COM STK 478160104 1,222 18,823SH SOLE NONE 18,823 0 0 Jones Lang LaSalle Inc COM STK 48020Q107 701 8,200SH SOLE NONE 8,200 0 0 JP Morgan Chase & Co COM STK 46625H100 369 7,861SH SOLE NONE 7,861 0 0 K&F Industries Holdings Inc COM STK 482241106 246 13,100SH SOLE NONE 13,100 0 0 KADANT INC COM STK 48282T104 253 10,300SH SOLE NONE 10,300 0 0 Kaman Corp COM STK 483548103 675 37,500SH SOLE NONE 37,500 0 0 Kansas City Southern COM STK 485170302 350 12,800SH SOLE NONE 12,800 0 0 Kellogg Co COM STK 487836108 565 11,400SH SOLE NONE 11,400 0 0 Kemet Corp COM STK 488360108 161 20,000SH SOLE NONE 20000 0 0 Kennametal Inc COM STK 489170100 782 13,800SH SOLE NONE 13,800 0 0 Kimberly-Clark Corp COM STK 494368103 523 8,000SH SOLE NONE 8,000 0 0 KINROSS GOLD CORP COM STK 496902404 253 20,200SH SOLE NONE 20,200 0 0 Knight Trading Group Inc COM STK 499005106 712 39,100SH SOLE NONE 39,100 0 0 Koninklijke Kpn NV - ADR ADR 780641205 157 12,300SH SOLE NONE 12300 0 0 Koppers Holdings Inc COM STK 50060P106 321 16,900SH SOLE NONE 16,900 0 0 L-3 Communications Holdings Inc COM STK 502424104 489 6,243SH SOLE NONE 6,243 0 0 Laboratory Corp Of America Holdings COM STK 50540R409 512 7,806SH SOLE NONE 7,806 0 0 Lamson and Sessions Co COM STK 513696104 553 23,200SH SOLE NONE 23,200 0 0 Lancaster Colony Corp COM STK 513847103 206 4,600SH SOLE NONE 4600 0 0 Lehman Brothers Holdings Inc COM STK 524908100 2,829 38,300SH SOLE NONE 38,300 0 0 Lennox International Inc COM STK 526107107 616 26,900SH SOLE NONE 26,900 0 0 Lincoln Electric Holdings Inc COM STK 533900106 702 12,900SH SOLE NONE 12,900 0 0 Lincoln National Corp COM STK 534187109 260 4,193SH SOLE NONE 4,193 0 0 Lions Gate Entertainment Corp. COM STK 535919203 178 17,800SH SOLE NONE 17800 0 0 Lockheed Martin Corp COM STK 539830109 568 6,600SH SOLE NONE 6,600 0 0 Loews Corp COM STK 540424108 2,835 74,800SH SOLE NONE 74,800 0 0 LSI Industries Inc COM STK 50216C108 226 13,900SH SOLE NONE 13,900 0 0 Ltd Brands COM STK 532716107 715 27,000SH SOLE NONE 27,000 0 0 Lubrizol Corp COM STK 549271104 773 16,900SH SOLE NONE 16,900 0 0 Luminent Mortgage Capital In COM STK 550278303 888 86,300SH SOLE NONE 86,300 0 0 Luxottica Gr COM STK 55068R202 206 7,000SH SOLE NONE 7000 0 0 Lyondell Chemical Co COM STK 552078107 2,211 87,160SH SOLE NONE 87,160 0 0 M&F Worldwide Corp COM STK 552541104 154 10,500SH SOLE NONE 10500 0 0 MAGNA ENTMT COM STK 559211107 70 15,000SH SOLE NONE 15000 0 0 Maidenform Brands Inc COM STK 560305104 268 13,900SH SOLE NONE 13,900 0 0 Manitowoc Co COM STK 563571108 761 17,000SH SOLE NONE 17,000 0 0 Manor Care Inc COM STK 564055101 214 4,100SH SOLE NONE 4,100 0 0 MANULIFE FINANCIAL CORP COM STK 56501R106 713 22,092SH SOLE NONE 22,092 0 0 Marcus Corp COM STK 566330106 214 9,300SH SOLE NONE 9,300 0 0 MARSHALL EDWARDS INC COM STK 572322303 53 17,800SH SOLE NONE 17800 0 0 MARTIN MARIETTA MATERIALS COM STK 573284106 288 3,400SH SOLE NONE 3,400 0 0 Massey Energy Co COM STK 576206106 283 13,500SH SOLE NONE 13,500 0 0 Mastercard Inc Class - A COM STK 57636Q104 1,632 23,200SH SOLE NONE 23,200 0 0 Maverick Tube Corp COM STK 577914104 571 8,800SH SOLE NONE 8,800 0 0 MCDERMOTT INT'L INC. COM STK 580037109 2,562 61,300SH SOLE NONE 61,300 0 0 MCMORAN EXPLORATION CO COM STK 582411104 213 12,000SH SOLE NONE 12,000 0 0 MDC Holdings Inc COM STK 552676108 465 10,000SH SOLE NONE 10,000 0 0 Meadowbrook Insurance Group COM STK 58319P108 315 28,000SH SOLE NONE 28,000 0 0 Medallion Financial Corp COM STK 583928106 319 28,900SH SOLE NONE 28,900 0 0 Medcath Corporation COM STK 58404W109 304 10,100SH SOLE NONE 10,100 0 0 MEMC ELECTRONIC COM STK 552715104 256 7,000SH SOLE NONE 7,000 0 0 Men's Wearhouse Inc COM STK 587118100 240 6,450SH SOLE NONE 6,450 0 0 Mentor Corp COM STK 587188103 217 4,300SH SOLE NONE 4,300 0 0 Mentor Graphics Corp COM STK 587200106 171 12,154SH SOLE NONE 12154 0 0 Merck & Co Inc COM STK 589331107 509 12,147SH SOLE NONE 12,147 0 0 Metal Management Inc COM STK 591097209 883 31,700SH SOLE NONE 31,700 0 0 Methanex Corp COM STK 59151K108 299 12,300SH SOLE NONE 12,300 0 0 Metlife Inc COM STK 59156R108 1,382 24,380SH SOLE NONE 24,380 0 0 Metso Corp - Spon Adr ADR 592671101 423 11,500SH SOLE NONE 11,500 0 0 MGP Ingredients Inc COM STK 55302G103 221 10,400SH SOLE NONE 10,400 0 0 Microsoft Corp COM STK 594918104 1,742 63,700SH SOLE NONE 63,700 0 0 Middlesex Water Co COM STK 596680108 194 10,100SH SOLE NONE 10100 0 0 MIDWEST EXPRESS COM STK 597911106 649 82,300SH SOLE NONE 82,300 0 0 MILACRON INC COM STK 598709103 100 112,900SH SOLE NONE 112900 0 0 Mittal Steel Company N.V. (ADR) COM STK 60684P101 778 22,400SH SOLE NONE 22,400 0 0 Modine Manufacturing Co COM STK 607828100 217 8,900SH SOLE NONE 8,900 0 0 Molex Inc - Class A COM STK 608554200 250 7,600SH SOLE NONE 7,600 0 0 Molson Coors Co COM STK 60871R209 475 6,900SH SOLE NONE 6,900 0 0 MONTPELIER RE COM STK G62185106 213 11,000SH SOLE NONE 11,000 0 0 Morgan Stanley COM STK 617446448 1,123 15,400SH SOLE NONE 15,400 0 0 MRO Software Inc COM STK 55347W105 244 9,500SH SOLE NONE 9,500 0 0 Mueller Industries Inc COM STK 624756102 992 28,200SH SOLE NONE 28,200 0 0 MYERS INDUSTRIES COM STK 628464109 736 43,300SH SOLE NONE 43,300 0 0 Nasdaq Stock Market Inc. COM STK 631103108 981 32,450SH SOLE NONE 32,450 0 0 Nasdaq-100 Index Tracking Stock COM STK 631100104 3,455 85,000SH SOLE NONE 85,000 0 0 Natco Group Inc-A COM STK 63227W203 225 7,800SH SOLE NONE 7,800 0 0 National City Corp COM STK 635405103 313 8,551SH SOLE NONE 8,551 0 0 National-Oilwell Varco Inc Common StocCOM STK 637071101 202 3,450SH SOLE NONE 3450 0 0 Nationwide Financial Services COM STK 638612101 353 7,332SH SOLE NONE 7,332 0 0 Navistar International Corp COM STK 63934E108 209 8,100SH SOLE NONE 8,100 0 0 Neenah Paper Inc COM STK 640079109 246 7,200SH SOLE NONE 7,200 0 0 NESS TECHNOLOGIES, INC. COM STK 64104X108 168 12,604SH SOLE NONE 12604 0 0 Netratings Inc COM STK 64116M108 212 14,900SH SOLE NONE 14,900 0 0 Nexen Inc COM STK 65334H102 1,288 24,100SH SOLE NONE 24,100 0 0 Noble Corp COM STK G65422100 10,686 166,500SH SOLE NONE 166,500 0 0 Nordic American Tanker COM STK G65773106 282 8,100SH SOLE NONE 8,100 0 0 Norfolk Southern Corp COM STK 655844108 414 9,400SH SOLE NONE 9,400 0 0 Northwest Pipe Company COM STK 667746101 345 11,500SH SOLE NONE 11,500 0 0 NOVA CHEMICALS CORP COM STK 66977W109 811 26,400SH SOLE NONE 26,400 0 0 Novamerican Steel Inc COM STK 669959108 359 10,500SH SOLE NONE 10,500 0 0 Novartis AG ADR 66987V109 1,608 27,523SH SOLE NONE 27,523 0 0 NOVO-NORDISK AS COM STK 670100205 216 2,900SH SOLE NONE 2,900 0 0 Nutri/System Inc COM STK 67069D108 212 3,400SH SOLE NONE 3,400 0 0 Nvidia Corp COM STK 67066G104 213 7,200SH SOLE NONE 7,200 0 0 O2Diesel Corp COM STK 67106S100 28 33,500SH SOLE NONE 33500 0 0 Occidental Petroleum Corp COM STK 674599105 20,052 416,800SH SOLE NONE 416,800 0 0 Oceaneering International Inc COM STK 675232102 222 7,200SH SOLE NONE 7,200 0 0 Ocwen Financial Corp COM STK 675746309 240 16,100SH SOLE NONE 16,100 0 0 Odyssey Re Holdings Corp COM STK 67612W108 274 8,100SH SOLE NONE 8,100 0 0 OGE ENERGY CORP COM STK 670837103 719 19,900SH SOLE NONE 19,900 0 0 Oil States International Inc COM STK 678026105 217 7,900SH SOLE NONE 7,900 0 0 OLYMPIC STEEL COM STK 68162K106 736 29,600SH SOLE NONE 29,600 0 0 OM Group Inc COM STK 670872100 2,309 52,544SH SOLE NONE 52,544 0 0 OMI CORP COM STK Y6476W104 957 44,100SH SOLE NONE 44,100 0 0 Omnova Solutions Inc COM STK 682129101 42 10,000SH SOLE NONE 10000 0 0 ON Semiconductor Corp COM STK 682189105 147 25,000SH SOLE NONE 25000 0 0 ONEOK COM STK 682680103 1,701 45,000SH SOLE NONE 45,000 0 0 ORBITAL SCIENCES COM STK 685564106 267 14,200SH SOLE NONE 14,200 0 0 Oregon Steel Mills Inc COM STK 686079104 391 8,000SH SOLE NONE 8,000 0 0 Orthologic Corp COM STK 68750J107 19 14,700SH SOLE NONE 14700 0 0 Overseas Shipholding Group COM STK 690368105 649 10,500SH SOLE NONE 10,500 0 0 Paccar Inc COM STK 693718108 362 6,350SH SOLE NONE 6,350 0 0 PAM Transportation Services COM STK 693149106 494 19,700SH SOLE NONE 19,700 0 0 Parker Drilling Co COM STK 701081101 239 33,700SH SOLE NONE 33,700 0 0 Parker Hannifin Corp COM STK 701094104 1,267 16,300SH SOLE NONE 16,300 0 0 PartnerRe Ltd COM STK G6852T105 216 3,200SH SOLE NONE 3,200 0 0 Pathmark Stores Inc COM STK 70322A101 443 44,500SH SOLE NONE 44,500 0 0 Pegasystems Inc COM STK 705573103 96 11,000SH SOLE NONE 11000 0 0 Pentair Inc COM STK 709631105 479 18,300SH SOLE NONE 18,300 0 0 PepsiCo Inc COM STK 713448108 470 7,200SH SOLE NONE 7,200 0 0 Petro-Canada COM STK 71644E102 6,707 166,300SH SOLE NONE 166,300 0 0 PetroChina Co LTD - ADR ADR 71646E100 2,637 24,500SH SOLE NONE 24,500 0 0 Petroleo Brasileiro SA - Petrobras (ADADR 71654V408 453 5,400SH SOLE NONE 5,400 0 0 Pfizer Inc COM STK 717081103 896 31,592SH SOLE NONE 31,592 0 0 Pharmaceutical HOLDRs Trust COM STK 71712A206 1,420 18,200SH SOLE NONE 18,200 0 0 Pharmaceutical Product Development IncCOM STK 717124101 342 9,594SH SOLE NONE 9,594 0 0 Phelps Dodge Corp COM STK 717265102 3,141 37,088SH SOLE NONE 37,088 0 0 Philadelphia Cons Holding Corp COM STK 717528103 771 19,400SH SOLE NONE 19,400 0 0 Phillips-Van Heusen COM STK 718592108 810 19,400SH SOLE NONE 19,400 0 0 Photomedex Inc COM STK 719358103 165 101,090SH SOLE NONE 101090 0 0 Pioneer Companies Inc COM STK 723643300 566 23,100SH SOLE NONE 23,100 0 0 Pioneer Drilling Company COM STK 723655106 818 63,700SH SOLE NONE 63,700 0 0 Pioneer Natural Resources Co COM STK 723787107 2,347 60,000SH SOLE NONE 60,000 0 0 Platinum Undrwriters COM STK G7127P100 225 7,300SH SOLE NONE 7,300 0 0 Pogo Producing Co COM STK 730448107 4,853 118,500SH SOLE NONE 118,500 0 0 POLYONE CORP COM STK 73179P106 906 108,800SH SOLE NONE 108,800 0 0 POSCO-ADR ADR 693483109 526 8,100SH SOLE NONE 8,100 0 0 Powershares Global Water - ETF COM STK 73935X575 676 40,000SH SOLE NONE 40,000 0 0 Praxair Inc COM STK 74005P104 582 9,842SH SOLE NONE 9,842 0 0 Precision Castparts Corp COM STK 740189105 322 5,100SH SOLE NONE 5,100 0 0 Premium Standard Farms Inc COM STK 74060C105 552 29,000SH SOLE NONE 29,000 0 0 Primedia Inc COM STK 74157K101 35 22,900SH SOLE NONE 22900 0 0 PrimeWest Energy Trust COM STK 741930309 207 8,400SH SOLE NONE 8400 0 0 ProAssurance Corporation COM STK 74267C106 209 4,250SH SOLE NONE 4,250 0 0 Procentury Corp COM STK 74268T108 174 11,600SH SOLE NONE 11600 0 0 Procter & Gamble Co COM STK 742718109 657 10,600SH SOLE NONE 10,600 0 0 Prospect Energy Corp COM STK 74348T102 194 12,500SH SOLE NONE 12500 0 0 Prudential Financial Inc. COM STK 744320102 1,423 18,666SH SOLE NONE 18,666 0 0 Prudential PLC ADR ADR 74435K204 362 14,500SH SOLE NONE 14,500 0 0 Pulte Homes Inc COM STK 745867101 430 13,500SH SOLE NONE 13,500 0 0 PW Eagle Inc COM STK 69366Y108 834 27,800SH SOLE NONE 27,800 0 0 PXRE GROUP LTD COM STK G73018106 209 50,800SH SOLE NONE 50,800 0 0 Qimonda AG-Sponsored ADR ADR 746904101 723 42,500SH SOLE NONE 42,500 0 0 Quadremed Corp COM STK 74730W101 254 115,100SH SOLE NONE 115,100 0 0 Radian Group Inc COM STK 750236101 642 10,700SH SOLE NONE 10,700 0 0 Ralcorp Holdings Inc COM STK 751028101 207 4,300SH SOLE NONE 4300 0 0 Raymond James Financial Inc COM STK 754730109 585 20,000SH SOLE NONE 20,000 0 0 Raytheon Co COM STK 755111507 322 6,700SH SOLE NONE 6,700 0 0 READERS DIGEST CLASS A COM STK 755267101 505 39,000SH SOLE NONE 39,000 0 0 RealNetworks Inc COM STK 75605L104 730 68,800SH SOLE NONE 68,800 0 0 Regal-Beloit Corp COM STK 758750103 635 14,600SH SOLE NONE 14,600 0 0 Reinsurance Group Of America COM STK 759351109 228 4,400SH SOLE NONE 4,400 0 0 Reliance Steel & Aluminum Co COM STK 759509102 773 24,050SH SOLE NONE 24,050 0 0 RELIANT RESOURCES COM STK 75952B105 148 12,000SH SOLE NONE 12000 0 0 RenaissanceRe Holdings Ltd COM STK G7496G103 445 8,000SH SOLE NONE 8,000 0 0 Republic Airways Holdings Inc. COM STK 760276105 107,328 6,915,463SH SOLE NONE 6,915,463 0 0 Rhodia SA - ADR ADR 762397107 57 25,800SH SOLE NONE 25800 0 0 RIO TINTO PLC ADR 767204100 919 4,848SH SOLE NONE 4,848 0 0 RITE AID COM STK 767754104 266 58,700SH SOLE NONE 58,700 0 0 Roper Industries Inc COM STK 776696106 1,360 30,400SH SOLE NONE 30,400 0 0 ROWAN CO COM STK 779382100 12,045 380,800SH SOLE NONE 380,800 0 0 Royal & Sun Alliance Insurance Grp (ADADR 78004V202 844 60,400SH SOLE NONE 60,400 0 0 Royal Bank of Canada COM STK 780087102 578 13,000SH SOLE NONE 13,000 0 0 Ryder System Inc COM STK 783549108 610 11,800SH SOLE NONE 11,800 0 0 RYERSON TULL COM STK 78375P107 1,611 73,600SH SOLE NONE 73,600 0 0 Safeco Corp COM STK 786429100 701 11,900SH SOLE NONE 11,900 0 0 Safety Insurance Group, Inc. COM STK 78648T100 626 12,867SH SOLE NONE 12,867 0 0 SANOFI SYNTHELAB ADR 80105N105 538 12,100SH SOLE NONE 12,100 0 0 Sara Lee Corp COM STK 803111103 402 25,000SH SOLE NONE 25,000 0 0 Schlumberger Ltd COM STK 806857108 3,102 50,000SH SOLE NONE 50,000 0 0 Seaboard Corporation COM STK 811543107 542 450SH SOLE NONE 450 0 0 Seacor Smit Inc COM STK 811904101 710 8,600SH SOLE NONE 8,600 0 0 Seagate Technology COM STK G7945J104 577 25,000SH SOLE NONE 25,000 0 0 Security Capital Assurance COM STK G8018D107 359 15,000SH SOLE NONE 15,000 0 0 Semiconductor HOLDRs Trust COM STK 816636203 1,372 40,000SH SOLE NONE 40,000 0 0 Sequa Corporation - Class A COM STK 817320104 235 2,500SH SOLE NONE 2,500 0 0 Shanda Interactive Enter-Ads COM STK 81941Q203 498 33,200SH SOLE NONE 33,200 0 0 Shinhan Financial Grp-Adr ADR 824596100 575 6,400SH SOLE NONE 6,400 0 0 Silicon Motion Technol-Adr ADR 82706C108 208 12,500SH SOLE NONE 12,500 0 0 Silver Wheaton Corp COM STK 828336107 708 75,000SH SOLE NONE 75,000 0 0 SimpleTech Inc COM STK 828823104 323 35,500SH SOLE NONE 35,500 0 0 Simpson Manufacturing Co Inc COM STK 829073105 527 19,500SH SOLE NONE 19,500 0 0 SINA CP ORD SH COM STK G81477104 2,257 89,750SH SOLE NONE 89,750 0 0 Sirva Inc COM STK 82967Y104 135 50,900SH SOLE NONE 50900 0 0 Skechers U.S.A. Inc COM STK 830566105 592 25,200SH SOLE NONE 25,200 0 0 Skywest Inc COM STK 830879102 471 19,200SH SOLE NONE 19,200 0 0 Smart & Final Inc COM STK 831683107 1,075 63,000SH SOLE NONE 63,000 0 0 SOHU COM INC COM STK 83408W103 1,101 50,000SH SOLE NONE 50,000 0 0 Sotheby's Holding COM STK 835898107 929 28,800SH SOLE NONE 28,800 0 0 Southern Peru Copper Corp COM STK 84265V105 640 6,923SH SOLE NONE 6,923 0 0 Southwest Airlines Co COM STK 844741108 737 44,236SH SOLE NONE 44,236 0 0 Southwestern Energy COM STK 845467109 597 20,000SH SOLE NONE 20,000 0 0 Spartan Motors Inc COM STK 846819100 516 27,400SH SOLE NONE 27,400 0 0 SPDR Select Sector Health COM STK 81369Y209 332 10,000SH SOLE NONE 10,000 0 0 SPDR Trust Series 1 COM STK 78462F103 11,755 88,000SH SOLE NONE 88,000 0 0 Specialty Underwriters COM STK 84751T309 589 71,000SH SOLE NONE 71,000 0 0 St Paul Traveler Cos COM STK 792860108 483 10,298SH SOLE NONE 10,298 0 0 Staktek Holdings Ltd COM STK 85256P106 91 15,200SH SOLE NONE 15200 0 0 Standard Motor Products Inc COM STK 853666105 254 21,200SH SOLE NONE 21,200 0 0 Star Gas Partners LP COM STK 85512C105 45 18,000SH SOLE NONE 18000 0 0 Steel Dynamics Inc COM STK 858119100 1,115 22,100SH SOLE NONE 22,100 0 0 Steel Technologies, Inc. COM STK 858147101 817 41,600SH SOLE NONE 41,600 0 0 Steven Madden Ltd COM STK 556269108 742 18,900SH SOLE NONE 18,900 0 0 Stolt-Nielsen SA COM STK 861565109 241 9,300SH SOLE NONE 9,300 0 0 Stonepath Group Inc COM STK 861837102 6 31,600SH SOLE NONE 31600 0 0 Suburban Propane Partners LP COM STK 864482104 219 6,500SH SOLE NONE 6,500 0 0 Suez ADR ADR 864686100 659 14,900SH SOLE NONE 14,900 0 0 Sun Hydraulics Corp COM STK 866942105 360 17,573SH SOLE NONE 17,573 0 0 Suncor Energy Inc. (USA) COM STK 867229106 21,914 304,150SH SOLE NONE 304,150 0 0 Superior Essex Inc COM STK 86815V105 284 8,300SH SOLE NONE 8,300 0 0 Superior Well Services Inc COM STK 86837X105 246 12,400SH SOLE NONE 12,400 0 0 Taiwan Semiconductor Manufacturing Co ADR 874039100 672 70,000SH SOLE NONE 70,000 0 0 Talisman Energy Inc COM STK 87425E103 18,640 1,138,000SH SOLE NONE 1,138,000 0 0 Tam SA - ADR ADR 87484D103 281 8,800SH SOLE NONE 8,800 0 0 Tanox Inc COM STK 87588Q109 154 13,000SH SOLE NONE 13000 0 0 Target Corp COM STK 87612E106 646 11,700SH SOLE NONE 11,700 0 0 TECHNITROL COM STK 878555101 901 30,200SH SOLE NONE 30,200 0 0 TEEKAY SHIPPING COM STK Y8564W103 259 6,300SH SOLE NONE 6,300 0 0 Teledyne Technologies Inc COM STK 879360105 253 6,400SH SOLE NONE 6,400 0 0 TENARIS SA COM STK 88031M109 1,348 38,100SH SOLE NONE 38,100 0 0 Terex Corp COM STK 880779103 3,283 72,600SH SOLE NONE 72,600 0 0 Terra Industries Inc. COM STK 880915103 341 44,200SH SOLE NONE 44,200 0 0 Terra Nitrogen Company, L.P COM STK 881005201 345 13,200SH SOLE NONE 13,200 0 0 Teva Pharmaceutical Industries-US ADR'ADR 881624209 532 15,600SH SOLE NONE 15,600 0 0 The Medicines Company COM STK 584688105 208 9,200SH SOLE NONE 9,200 0 0 Therma-Wave Inc COM STK 88343A108 233 195,580SH SOLE NONE 195,580 0 0 THERMO ELECTRON CORP COM STK 883556102 658 16,723SH SOLE NONE 16,723 0 0 TIDEWATER COM STK 886423102 535 12,100SH SOLE NONE 12,100 0 0 Timken Co COM STK 887389104 494 16,600SH SOLE NONE 16,600 0 0 Titanium Metals Corp COM STK 888339207 1,460 57,754SH SOLE NONE 57,754 0 0 TJX COMPANIES INC COM STK 872540109 1,424 50,800SH SOLE NONE 50,800 0 0 Todco COM STK 88889T107 2,439 70,500SH SOLE NONE 70,500 0 0 TORONTO DOM BNK COM STK 891160509 532 9,000SH SOLE NONE 9,000 0 0 Toyota Motor Corp ADR 892331307 316 2,900SH SOLE NONE 2,900 0 0 Transatlantic Holdings Inc COM STK 893521104 387 6,400SH SOLE NONE 6,400 0 0 Transocean Inc COM STK G90078109 1,501 20,500SH SOLE NONE 20,500 0 0 Transwitch Corp COM STK 894065101 16 11,300SH SOLE NONE 11300 0 0 Trinity Industries Inc COM STK 896522109 418 13,000SH SOLE NONE 13,000 0 0 Triquint Semiconductor Inc COM STK 89674K103 227 43,700SH SOLE NONE 43,700 0 0 Trump Entertainment Resorts Inc COM STK 89816T103 424 25,000SH SOLE NONE 25,000 0 0 Tsakos Energy Navigation Ltd. COM STK G9108L108 838 18,800SH SOLE NONE 18,800 0 0 Twin Disc, Inc COM STK 901476101 421 12,900SH SOLE NONE 12,900 0 0 UAL Copr - W/I COM STK 902549807 864 32,514SH SOLE NONE 32,514 0 0 Uniao de Bancos Brasileiros SA - ADR INDEX 90458E107 3,204 43,300SH SOLE NONE 43,300 0 0 Unifi Inc COM STK 904677101 34 14,100SH SOLE NONE 14100 0 0 Union Drilling Inc COM STK 90653P105 145 13,200SH SOLE NONE 13200 0 0 United America Indemnity-A COM STK 90933T109 506 22,500SH SOLE NONE 22,500 0 0 United Retail Group Inc COM STK 911380103 642 35,200SH SOLE NONE 35,200 0 0 United States Oil Fund COM STK 91232N108 511 9,000SH SOLE NONE 9,000 0 0 United States Steel Corp COM STK 912909108 1,981 34,337SH SOLE NONE 34,337 0 0 United Technologies Corp COM STK 913017109 526 8,300SH SOLE NONE 8,300 0 0 Universal Stainless & Alloy Products, COM STK 913837100 2,225 98,900SH SOLE NONE 98,900 0 0 US Airways Group Inc COM STK 90341W108 644 14,528SH SOLE NONE 14,528 0 0 USEC INC COM STK 90333E108 616 63,900SH SOLE NONE 63,900 0 0 USG CORP COM STK 903293405 710 15,100SH SOLE NONE 15,100 0 0 USX - MARATHON GROUP COM STK 565849106 838 10,900SH SOLE NONE 10,900 0 0 Valero Energy Corp COM STK 91913Y100 1,964 38,166SH SOLE NONE 38,166 0 0 Varian Semiconductor Equipment AssociaCOM STK 922207105 240 6,550SH SOLE NONE 6,550 0 0 VendingData Corporation COM STK 92261Q202 531 210,000SH SOLE NONE 210,000 0 0 Ventas Inc COM STK 92276F100 220 5,700SH SOLE NONE 5,700 0 0 Veolia Environnement - ADR ADR 92334N103 610 10,100SH SOLE NONE 10,100 0 0 Verifone Holdings Inc COM STK 92342Y109 206 7,200SH SOLE NONE 7200 0 0 Veritas DGC Inc COM STK 92343P107 2,962 45,000SH SOLE NONE 45,000 0 0 Verizon Communications Inc COM STK 92343V104 1,095 29,500SH SOLE NONE 29,500 0 0 Viewpoint Corporation COM STK 92672P108 207 175,159SH SOLE NONE 175159 0 0 VOLVO AB COM STK 928856400 890 14,900SH SOLE NONE 14,900 0 0 Wachovia Corp COM STK 929903102 328 5,883SH SOLE NONE 5,883 0 0 Wal-Mart Stores Inc COM STK 931142103 1,036 21,000SH SOLE NONE 21,000 0 0 Walter Industries COM STK 93317Q105 559 13,100SH SOLE NONE 13,100 0 0 Washington Grp Int'l COM STK 938862208 259 4,400SH SOLE NONE 4,400 0 0 Waste Industries Usa Inc COM STK 941057101 241 8,900SH SOLE NONE 8,900 0 0 Watson Wyatt & Co Holdings COM STK 942712100 250 6,100SH SOLE NONE 6,100 0 0 Weatherford International Ltd COM STK G95089101 5,645 135,300SH SOLE NONE 135,300 0 0 Wellcare Health Plans Inc COM STK 94946T106 204 3,600SH SOLE NONE 3600 0 0 Wheeling Pitts COM STK 963142302 1,442 84,300SH SOLE NONE 84,300 0 0 Whirlpool Corp COM STK 963320106 404 4,800SH SOLE NONE 4,800 0 0 Williams Partners LP COM STK 96950F104 231 6,400SH SOLE NONE 6,400 0 0 Winthrop Realty Trust COM STK 976391102 334 51,800SH SOLE NONE 51,800 0 0 WJ COMMUNCATNS COM STK 929284107 24 11,100SH SOLE NONE 11100 0 0 WM Wrigley Jr Co COM STK 982526105 415 9,000SH SOLE NONE 9,000 0 0 Wolverine Tube Inc COM STK 978093102 34 11,300SH SOLE NONE 11300 0 0 WR Berkley Corp COM STK 084423102 1,660 46,900SH SOLE NONE 46,900 0 0 Wright Express COM STK 98233Q105 2,983 124,000SH SOLE NONE 124,000 0 0 Wyeth COM STK 983024100 3,752 73,791SH SOLE NONE 73,791 0 0 XTO Energy Inc COM STK 98385X106 6,812 161,700SH SOLE NONE 161,700 0 0 Zevex International Inc COM STK 98950E400 463 51,450SH SOLE NONE 51,450 0 0 Zila Inc COM STK 989513205 290 116,800SH SOLE NONE 116,800 0 0
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