#NAME?

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<SEC-DOCUMENT>0001386924-07- 000002.txt : 20070201

<SEC-HEADER>0001386924-07-00 0002.hdr.s gml : 200702 1
<ACCEPTANCE-DATETIME>2007020 1123741
ACCESSION NUMBER:000138692 4-07-00000 2
CONFORMED SUBMISSION TYPE:1 3F-HR
PUBLIC DOCUMENT COUNT:1
CONFORMED PERIOD OF REPORT: 20061231
FILED AS OF DATE:20070201
DATE AS OF CHANGE:20070201
EFFECTIVENESS DATE:2007020 1

FILER:

COMPANY DATA:
COMPANY CONFORMED NAME: Bernard L. Madoff Inve stment Sec
CENTRAL INDEX KEY:00013 86924
IRS NUMBER:131997126
FISCAL YEAR END:1031

FILING VALUES:
FORM TYPE:13F-HR
SEC ACT:1934 Act
SEC FILE NUMBER:028-12090
FILM NUMBER:07570813

BUSINESS ADDRESS:
STREET 1:885 THIRD AVENU E
CITY:NEW YORK
STATE:NY
ZIP:10022
BUSINESS PHONE:212 230 2 411

MAIL ADDRESS:
STREET 1:885 THIRD AVENU E
CITY:NEW YORK
STATE:NY
ZIP:10022
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>edgar13f12312006.t xt
<TEXT>
<TABLE>
FORM 13F

<CAPTION>

COLUMN1 COLUMN2 COLUMN3 COLUMN4

______________ ________ _________ _ ________ _

TITLE OF VALUE
NAME OF ISSUER CLASS CUSIP (X$1000)
______________ _____ _____ ________

<S> <C> <C> <C> <C>

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KOMAG INC COMMON 500453204 646
KROGER CO COMMON 501044101 1,211
LAM RESEARCH CORP COMMON 512807108 497
LANDRYS SEAFOOD RESTAURANTS COMMON 51508L103 662
LANDRYS SEAFOOD RESTAURANTS COMMON 51508L103 181
LANDSTAR SYSTEM INC COMMON 515098101 405
LAUREATE EDUCATION INC COMMON 518613104 389
LAWSON SOFTWARE INC COMMON 52078P102 273
LAZARD LTD CL A COMMON G54050102 413
LIBERTY GLOBAL INC COMMON 530555101 412
LIBERTY PROPERTY TRUST COMMON 531172104 582
LIFETIME BRANDS INC COMMON 53222Q103 256
LIMITED BRANDS COMMON 532716107 898
LINDSAY CORP COMMON 535555106 691
LINEAR TECHNOLOGY CORP COMMON 535678106 1,422
LIONS GATE ENTERTAINMENT COR P COMMON 535919203 414
LKQ CORP COMMON 501889208 223
LOCKHEED MARTIN CORP COMMON 539830109 254
LONGS DRUG STORES INC COMMON 543162101 665
LUMINENT MORTGAGE CAPITAL IN COMMON 550278303 547
M & T BANK CORP COMMON 55261F104 729
MACE SECURITY INTL INC COMMON 554335208 75
MACK CALI REALTY CORP COMMON 554489104 588
MAGUIRE PROPERTIES INC COMMON 559775101 559
MAIDENFORM BRANDS INC COMMON 560305104 354
MANOR CARE INC NEW COMMON 564055101 468
MARATHON OIL CORP COMMON 565849106 226
MARATHON OIL CORP COMMON 565849106 1,850
MARKETAXES HOLDINGS INC COMMON 57060D108 257
MARSH & MCLENNAN COMPANIES I NC COMMON 571748102 243
MARSH & MCLENNAN COMPANIES I NC COMMON 571748102 1,472
MARVEL ENTERTAINMENT INC COMMON 57383T103 362
MASTEC INC COMMON 576323109 397
MATRIXX INITIATIVES INC COMMON 57685L105 202
MBIA INC COMMON 55262C100 921
MC CORMICK & CO INC COMMON 579780206 303
MCAFEE INC COMMON 579064106 291
MCDATA CORP COMMON 580031102 376
MCDERMOTT INTL INC COMMON 580037109 557
MCDONALDS CORP COMMON 580135101 222
MCMORAN EXPLORATION INC COMMON 582411104 262
MDU RESOURCES GROUP COMMON 552690109 349
MEDTRONIC INC COMMON 585055106 250
MERIDIAN GOLD INC COMMON 589975101 457
MERITAGE HOME CORP COMMON 59001A102 310
METLIFE INC COMMON 59156R108 1,308
MGIC INVESTMENT CORP COMMON 552848103 368
MICROSOFT CORP COMMON 594918104 257
MICROSTRATEGY INC COMMON 594972408 242
MID AMERICA APARTMENT COMM COMMON 59522J103 388
MIDWEST EXPRESS HOLDINGS COMMON 597911106 279
MILLENNIUM PHARMACEUTICALS COMMON 599902103 403
MILLIPORE CORP COMMON 601073109 534
MOBILE MINI INC COMMON 60740F105 358
MOLEX INC COMMON 608554101 401
MOLEX INC-CL A COMMON 608554200 2,346
MOLINA HEALTHCARE INC COMMON 60855R100 313
MONSTER WORLDWIDE INC COMMON 611742107 2,146
MONTPELIER RE HOLDINGS LTD COMMON G62185106 610
MONTPELIER RE HOLDINGS LTD COMMON G62185106 623
MOODYS CORPORATION COMMON 615369105 242
MORONS RESTAURANT GROUP COMMON 619430101 167
MOSAIC COMPANY COMMON 61945A107 671
MOSCOW CABLECOM CORP COMMON 61945R100 197
MOTOROLA INC COMMON 620076109 1,425
MPS GROUP INC COMMON 553409103 489
MUELLER WATER CLASS B COMMON COMMON 624758207 477
NACCO IND INC COMMON 629579103 700
NALCO HOLDING CO COMMON 62985Q101 229
NASDAQ STOCK MARKET INC COMMON 631103108 840
NASTECH PHARMACEUTICAL CO COMMON 631728409 461
NATCO GRP INC COMMON 63227W203 246
NATIONAL CITY CORP COMMON 635405103 537
NATIONAL INSTRUMENTS CORP COMMON 636518102 513
NATIONAL OILWELL INC COMMON 637071101 353
NATIONAL RETAIL PROPERTIES I NC COMMON 637417106 265
NAUTILUS INC COMMON 63910B102 626
NCI BUILDING SYSTEMS COMMON 628852105 271
NEKTAR THERAPEUTICS COMMON 640268108 480
NESS TECHNOLOGIES INC COMMON 64104X108 616
NET RATINGS COMMON 64116M108 175
NETFLIX INC COMMON 64110L106 561
NETOPIA COMMON 64114K104 1,043
NETSMART TECHNOLOGIES INC COMMON 64114W306 893
NEUROCHEM INC COMMON 64125K101 350
NEW CENTURY FINANCIAL CORP COMMON 6435EV108 372
NEW FRONTIER MEDIA INC COMMON 644398109 1,288
NEW JERSEY RESOURCES COMMON 646025106 750
NEW PLAN EXCEL REALTY TR INC COMMON 648053106 435
NEWALLIANCE BANCSHARES INC COMMON 650203102 335
NEWFIELD EXPLORATION COMPANY COMMON 651290108 460
NEWPORT CORP COMMON 651824104 283
NICOR INC COMMON 654086107 653
NII HOLDINGS INC COMMON 62913F201 5,189
NIKE INC COMMON 654106103 495
NIPPON TELEGRAPH & TELEPHONE COMMON 654624105 312
NISOURCE INC COMMON 65473P105 625
NOBLE DRILLING CORP COMMON G65422100 1,188
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NORTHROP GRUMMAN CORP COMMON 666807102 234
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NOVASTAR FINANCIAL INC COMMON 669947400 605
NOVATEL WIRELESS INC COMMON 66987M604 389
NSTAR BEN INT COMMON 6.70E+111 300
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NUCOR CORP COMMON 670346105 495
OCCIDENTAL PETROLEUM CORP COMMON 674599105 229
OCEANEERING INTL INC COMMON 675232102 554
OFFICE DEPOT INC COMMON 676220106 431
OHIO CASUALTY CORP COMMON 677240103 614
OLD DOMINION FREIGHT LINE COMMON 679580100 574
OLIN CORP COMMON 680665205 216
OLYMPIC STEEL INC COMMON 68162K106 688
OM GROUP INC COMMON 670872100 351
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OMNICARE INC COMMON 681904108 305
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OPEN SOLUTIONS INC COMMON 68371P102 425
OPTIONSXPRESS HOLDINGS INC COMMON 684010101 664
ORACLE CORPORATION COMMON 68389X105 2,015
ORBITAL SCIENCES CORP COMMON 685564106 436
OREGON STEEL MILLS INC COMMON 686079104 312
OVERSEAS SHIPHOLDING GROUP COMMON 690368105 323
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PALM INC COMMON 696643105 249
PALOMAR MEDICAL TECH COMMON 697529303 264
PAN AMERICAN SILVER CORP COMMON 697900108 126
PAPA JOHNS INTL INC COMMON 698813102 791
PARAMETRIC TECHNOLOGY CORP COMMON 699173209 450
PARK ELECTROCHEMICAL CORP COMMON 700416209 757
PARKER DRILLING CO COMMON 701081101 705
PARKER HANNIFIN CORP COMMON 701094104 821
PARTNER COMM COMMON 70211M109 153
PATHMARK STORES INC COMMON 70322A101 238
PATTERSON COMPANY COMMON 703395103 546
PATTERSON UTI ENERGY INC COMMON 703481101 384
PAYCHEX INC COMMON 704326107 791
PDL BIOPHARMA INC COMMON 69329Y104 411
PEMSTAR INC COMMON 706552106 1,157
PENN VIRGINIA CORP COMMON 707882106 541
PENTAIR INC COMMON 709631105 297
PEPCO HOLDINGS INC COMMON 713291102 502
PEPSI BOTTLING GROUP INC COMMON 713409100 700
PEPSICO INC COMMON 713448108 920
PERFICIENT INC COMMON 71375U101 456
PERICOM SEMICONDUCTOR CORP COMMON 713831105 198
PERINI CORP COMMON 713839108 222
PETRO CANADA COMMON 7.16E+106 440
PETROHAWK ENERGY CORP COMMON 716495106 468
PETSMART INC COMMON 716768106 399
PFIZER INC COMMON 717081103 830
PFIZER INC COMMON 717081103 648
PFSWEB COMMON 717098107 97
PHELPS DODGE CORP COMMON 717265102 730
PHELPS DODGE CORP COMMON 717265102 539
PHILLIPS VAN HEUSEN CORP COMMON 718592108 399
PHOENIX COMPANIES INC COMMON 7.19E+113 309
PIEDMONT NATURAL GAS CO COMMON 720186105 693
PIER ONE IMPORTS INC COMMON 720279108 90
PLATINUM UNDERWRITERS HOLDIN GS COMMON G7127P100 291
PLAYTEX PRODUCTS INC COMMON 72813P100 219
PNM RESOURCES INC COMMON 69349H107 234
POGO PRODUCING COMPANY COMMON 730448107 620
POGO PRODUCING COMPANY COMMON 730448107 823
PORTALPLAYER INC COMMON 736187204 358
POTASH CORP OF SASKATCHEWAN COMMON 73755L107 215
POWERDSINE LTD COMMON M41415106 797
POWERSHARES VALUE LINE IND COMMON 73935X179 623
POWESHARES VALUE LINE TIMELI NE COMMON 73935X682 593
PRA INTERNATIONAL COMMON 69353C101 353
PRAXAIR INC COMMON 74005P104 782
PRB ENERGY INC COMMON 693535106 191
PRECISION DRILLING TRUST COMMON 740215108 412
PREPAID LEGAL SERVICES INC COMMON 740065107 442
PRESIDENTIAL LIFE CORP COMMON 740884101 445
PROASSURANCE CORPORATION COMMON 74267C106 912
PROLOGIS COMMON 743410102 643
PROTECTIVE LIFE CORP COMMON 743674103 618
PROVIDENCE SERVICE CORP COMMON 743815102 236
PRS PRIMUS GUARANTED COMMON G72457107 129
PRUDENTIAL FINANCIAL INC COMMON 744320102 1,183
PSB BANCORP INC COMMON 693604100 380
PSS WORLD MEDILAL INC COMMON 69366A100 686
PULTE HOMES INC COMMON 745867101 389
QLOGIC CORP COMMON 747277101 877
QLT INC COMMON 746927102 184
QUALCOMM INC COMMON 747525103 982
QUALCOMM INC COMMON 747525103 189
QUALITY SYSTEMS INC COMMON 747582104 202
QUEST RESOURCE CORP COMMON 748349305 416
QUESTAR CORP COMMON 748356102 310
QUICKSILVER RESOURCES INC COMMON 74837R104 569
QUICKSILVER RESOURCES INC COMMON 74837R104 366
QUIMICA Y MINERA CHIL SP ADR COMMON 833635105 227
RADIATION THERAPY SERVICES COMMON 750323206 333
RAYMOND JAMES FIN COMMON 754730109 689
RCN CORPORATION COMMON 749361200 4,525
REALNETWORKS INC COMMON 75605L104 486
RECKSON ASSOC REALTY CORP COMMON 75621K106 1,778
REDWOOD TRUST INC COMMON 758075402 707
REGAL ENTERTAINMENT GROUP A COMMON 758766109 358
REGIONS FINANCIAL CORP COMMON 7591EP100 242
REPSOL YPF SA COMMON 76026T205 585
RES CARE INC COMMON 760943100 262
RESEARCH IN MOTION LTD COMMON 760975102 786
RESEARCH IN MOTION LTD COMMON 760975102 319
RESTORATION HARDWARE INC COMMON 760981100 117
RF MICRO DEVICES INC COMMON 749941100 312
RH DONNELLEY COMMON 74955W307 627
ROGERS CORP COMMON 775133101 750
ROHM & HAAS CO COMMON 775371107 224
ROSS STORES INC COMMON 778296103 230
ROWAN COS INC COMMON 779382100 1,611
RTI INTERNATIONAL METALS INC COMMON 74973W107 1,564
RUDDICK CORP COMMON 781258108 349
RURAL CELLULAR CORP CL A COMMON 781904107 1,445
RYDER SYS INC COMMON 783549108 255
S & P 500 DEPOSITORY RECEIPT COMMON 78462F103 49,733
SABRE HOLDINGS CORP COMMON 785905100 1,450
SAFECO CORP COMMON 786429100 461
SAFETY INSURANCE GRP INC COMMON 78648T100 326
SAIA INC COMMON 78709Y105 314
SALESFORCE COM INC COMMON 79466L302 418
SANDS REGENT COMMON 800091100 184
SAPIENT CORPORATION COMMON 803062108 554
SBA COMMUNICATIONS CORP COMMON 78388J106 550
SCHLUMBERGER LTD COMMON 806857108 1,377
SCIENTIFIC GAMES CORP A COMMON 80874P109 1,531
SEALED AIR CORP COMMON 81211K100 275
SELECTICA COMMON 816288104 286
SEMPRA ENERGY COMMON 816851109 352
SHUFFLE MASTER INC COMMON 825549108 611
SIERRA HEALTH SERVICES COMMON 826322109 505
SIERRA PACIFIC RESOURCES COMMON 826428104 432
SIFY LTD ADR COMMON 82655M107 278
SIGMA ALDRICH CORP COMMON 826552101 209
SIGNATURE BANK COMMON 82669G104 633
SILVER STANDARD RESOURCES COMMON 82823L106 277
SILVER STANDARD RESOURCES COMMON 82823L106 292
SIRENZA MICRODEVICES INC COMMON 82966T106 302
SITEL CORP COMMON 82980K107 465
SKYWORKS SOLUTIONS INC COMMON 83088M102 1,009
SMITH & WESSON HOLDING CORP COMMON 831756101 171
SMITH INTL COMMON 832110100 616
SMITH MICRO SOFTWARE INC COMMON 832154108 310
SMITHFIELD FOODS INC COMMON 832248108 333
SMURFIT STONE CONTAINER CORP COMMON 832727101 118
SOHU COM INC COMMON 83408W103 441
SONIC AUTOMOTIVE COMMON 83545G102 276
SONICWALL COMMON 835470105 696
SONOSITE INC COMMON 83568G104 242
SOUTHERN COPPER CORP COMMON 84265V105 202
SOUTHWEST AIRLINES CO COMMON 844741108 376
SOUTHWESTERN ENERGY COMPANY COMMON 845467109 538
SPARTECH CORP COMMON 847220209 319
SPECIALTY UNDERWRITERS ALLI COMMON 84751T309 144
SPRINT NEXTEL CORP COMMON 852061100 1,215
SRA INTERNATIONAL INC CL A COMMON 78464R105 463
ST JUDE MEDICAL INC COMMON 790849103 585
ST MARY LAND & EXPLORATION COMMON 792228108 310
STAGE STORES INC COMMON 85254C305 421
STANDARD MICROSYSTEMS CORP COMMON 853626109 375
STANDARD PACIFIC CORP COMMON 85375C101 308
STANLEY WKS COMMON 854616109 387
STARBUCKS CORPORATION COMMON 855244109 608
STATE AUTO FINANCIAL CORP COMMON 855707105 469
STATION CASINOS INC COMMON 857689103 433
STATOIL ASA SPON ADR COMMON 85771P102 709
STEIN MART INC COMMON 858375108 540
STERIS CORP COMMON 859152100 542
STONE ENERGY CORP COMMON 861642106 424
STRATOS INTERNATIONAL INC COMMON 863100202 152
STRAYER EDUCATION INC COMMON 863236105 286
STURM RUGER & CO COMMON 864159108 174
SUMTOTAL SYSTEMS INC COMMON 866615107 68
SUN LIFE FINANCIAL SVCS COMMON 866796105 276
SUN OPTA INC COMMON 8676EP108 532
SUNOCO INC COMMON 86764P109 624
SUNRISE SENIOR LIVING INC COMMON 86768K106 322
SUNSTONE HOTEL INVESTORS INC COMMON 867892101 241
SUNTRUST BANKS COMMON 867914103 402
SUPRIOR ENERGY SERVICES INC COMMON 868157108 598
SURMODICS INC COMMON 868873100 623
SUSQUEHANNA BANCSHARES INC COMMON 869099101 599
SVB FINANCIAL GROUP COMMON 78486Q101 432
SWIFT ENERGY CO COMMON 870738101 561
SWIFT ENERGY CO COMMON 870738101 901
SWIFT TRANSPORATION CO INC COMMON 870756103 328
SYMBOL TECHNOLOGIES INC COMMON 871508107 2,051
SYNGENTA AG ADR COMMON 87160A100 629
SYSCO CORP COMMON 871829107 392
T ROWE PRICE GROUP INC COMMON 74144T108 618
TAKE TWO INTERACTIVE SOFTWAR E COMMON 874054109 730
TALISMAN ENERGY INC COMMON 8.74E+107 881
TARGET CORP COMMON 8.76E+110 1,706
TECH DATA CORP COMMON 878237106 622
TECHNITROL INC COMMON 878555101 764
TEKELEC COMMON 879101103 434
TELECOM ITALIA SPA SPON ADR COMMON 87927Y102 250
TELEDYNE TECHNOLOGIES INC COMMON 879360105 362
TELEFONICA S A COMMON 879382208 220
TELEKOMANIK INDONESIA ADR COMMON 715684106 210
TELETECH HOLDINGS INC COMMON 879939106 1,291
TELUS CORP COMMON 87971M202 491
TESORO CORP COMMON 881609101 524
TEXAS INSTRUMENTS INC COMMON 882508104 2,674
THE BISYS GROUP INC COMMON 55472104 1,459
THE NEWS CORP LTD COMMON 6.52E+207 480
THE STREET COM COMMON 88368Q103 151
THERMO FISHER SCIENTIFIC INC COMMON 883556102 215
THOMAS & BETTS CORP COMMON 884315102 671
THQ INC COMMON 872443403 346
TIBCO SOFTWARE INC COMMON 88632Q103 396
TIDEWATER INC COMMON 886423102 607
TIME WARNER INC COMMON 887317105 600
TIME WARNER INC COMMON 887317105 109
TIME WARNER TELECOM CL A COMMON 887319101 1,832
TIVO INC COMMON 888706108 213
TJX COMPANIES COMMON 872540109 476
TODCO CL A COMMON 88889T107 454
TOM ONLINE COMMON 889728200 529
TORCHMARK CORP COMMON 891027104 429
TRACTOR SUPPLY COMMON 892356106 383
TRAFFIC COM INC COMMON 892717109 1,977
TRANSMERIDIAN EXPLORATION COMMON 89376N108 1,208
TRANSMERIDIAN EXPLORATION COMMON 89376N108 38
TREEHOUSE FOODS INC COMMON 89469A104 299
TRIBUNE CO NEW COMMON 896047107 1,077
TRINITY INDS INC COMMON 896522109 635
TRIUMPH GROUP INC COMMON 896818101 260
TRONOX INC CLASS B COMMON 897051207 1,906
TRONOX INC CLASS A COMMON 897051108 1,150
TRUSTMARK CORP COMMON 898402102 410
TRUSTREET PROPERTIES INC COMMON 898404108 568
TTM TECHNOLOGIES INC COMMON 87305R109 455
TUESDAY MORNING CORP COMMON 899035505 260
TURKCELL ILETISIM HIZMET-ADR COMMON 900111204 178
TUT SYSTEMS INC COMMON 901103101 56
TWEEN BRANDS INC COMMON 901166108 432
TXU CORP COMMON 873168108 493
TYLER TECHOLOGIES INC COMMON 902252105 433
UAL CORP COMMON 902549807 994
UBS AG REGISTERED COMMON H89231338 714
UGI CORP COMMON 902681105 410
UIL HOLDINGS COMMON 902748102 480
ULTIMATE SOFTWARE GROUP INC COMMON 90385D107 201
ULTRA CLEAN HOLDINGS COMMON 90385V107 688
UMB FINANCIAL CORP COMMON 902788108 443
UNITED DOMINION REALTY TRUST COMMON 910197102 446
UNITED MICROELECTRONICS CORP COMMON 910873207 900
UNITED NATURAL FOODS INC COMMON 911163103 397
UNITED RETAIL GROUP INC COMMON 911380103 141
UNITED TECHNOLOGIES CORP COMMON 913017109 985
UNITEDHEALTH GROUP INC COMMON 91324P102 1,979
UNIVISION COMMUNICATION INC COMMON 914906102 910
USA MOBILITY INC COMMON 90341G103 236
USI HOLDINGS CORP COMMON 90333H101 282
UTSTARCOM INC COMMON 918076100 198
VAALCO ENERGY INC COMMON 91851C201 626
VALMONT INDUSTRIES INC COMMON 920253101 555
VALSPAR CORP COMMON 920355104 449
VARIAN MEDICAL CORP COMMON 92220P105 624
VCA ANTECH INC COMMON 918194101 287
VECTREN CORP COMMON 92240G101 261
VERISIGN INC COMMON 9.23E+106 396
VERITAS DGC INC COMMON 92343P107 214
VERTEX PHARMACEUTICALS INC COMMON 92532F100 255
VICAL INC COMMON 925602104 69
VISTACARE INC COMMON 92839Y109 107
VISTEN CORP COMMON 92839U107 91
VITALSTREAM HOLDINGS INC COMMON 92847T209 1,266
VODAFONE GROUP PLC COMMON 92857W209 488
WABTAC COMMON 929740108 490
WACHOVIA CORP NEW COMMON 929903102 301
WALGREEN CO COMMON 931422109 377
WALTER INDUSTRIES INC COMMON 93317Q105 1,908
WALTER INDUSTRIES INC COMMON 93317Q105 541
WARNACO GROUP INC THE COMMON 934390402 207
WARREN RES INC COMMON 93564A100 553
WASHINGTON MUTUAL INC COMMON 939322103 1,037
WASHINGTON REAL ESTATE INVT COMMON 939653101 333
WASTE MANAGEMENT INC COMMON 94106L109 204
WATERS CORP COMMON 941848103 469
WATSCO INC COMMON 942622200 242
WATSON WYATT & CO HLDGS COMMON 942712100 587
WATTS WATER TECHNOLOGY INC COMMON 942749102 350
WCI COMMUNITY INC COMMON 92923C104 195
WEATHERFORD INTL COMMON G95089101 245
WEATHERFORD INTL COMMON G95089101 418
WEBEX COMMUNICATIONS INC COMMON 94767L109 219
WEBSENSE INC COMMON 947684106 750
WELLS FARGO & CO NEW COMMON 949746101 506
WENDYS INTL INC COMMON 950590109 342
WERNER ENTERPRISES INC COMMON 950755108 563
WESCO INTERNATIONAL INC COMMON 95082P105 661
WESTAR ENERGY INC COMMON 95709T100 730
WESTERN ALLIANCE BANCORP COMMON 957638109 267
WESTERN REFINING INC COMMON 959319104 468
WESTLAKE CHEMICAL CORP COMMON 960413102 320
WET SEAL CL A COMMON 961840105 85
WEYERHAEUSER CO COMMON 962166104 363
WHIRLPOOL CORP COMMON 963320106 513
WILEY JOHN & SONS COMMON 968223206 542
WILLIAMS COS COMMON 969457100 343
WILLIS GROUP HOLDINGS LTD COMMON G96655108 1,776
WILMINGTON TRUST CORPORATION COMMON 971807102 224
WINNEBAGO INDUSTRIES COMMON 974637100 409
WINSTON HOTELS INC COMMON 97563A102 278
WMS INDS INC COMMON 929297109 329
WORLD FUEL SERVICES CORP COMMON 981475106 214
WORLD WRESTLING ENTMNT INC COMMON 98156Q108 1,031
WORTHINGTON INDUSTRIES INC COMMON 981811102 322
WPP GROUP PLC SPON ADR COMMON 929309409 310
WPS RESOURCES CORP COMMON 92931B106 262
WRIGHT MEDICAL GROUP INC COMMON 98235T107 281
XILINX INC COMMON 983919101 486
XL CAPITAL LIMITED COMMON G98255105 718
XM SATELLITE RADIO HOLDINGS COMMON 983759101 503
XYRATEX LTD COMMON G98268108 598
YAHOO INC COMMON 984332106 249
YAMANA GOLD INC COMMON 98462Y100 231
YUM BRANDS INC COMMON 988498101 1,313
ZENITH NATIONAL INSURANCE CP COMMON 989390109 935
3M COMPANY COMMON 88579Y101 454
</TABLE> 562,371
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
#NAME? SSAGE-----
TINen

6J9zr

urities LLC
INFORMATION TAB LE

COLUMN 5 COLUMN6 COLUMN7 COLUMN8

____________ ____ ____ __________ ________ ________________

SHARES OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY

PRN AMOUNT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
__________ ___ ____ __________ ________ ________________

<C> <C>
10,287 SH SOLE SOLE
44,000 SH SOLE SOLE
13,029 SH SOLE SOLE
15,060 SH SOLE SOLE
6,217 SH SOLE SOLE
11,918 SH SOLE SOLE
11,026 SH SOLE SOLE
8,795 SH SOLE SOLE
30,840 SH SOLE SOLE
30,178 SH SOLE SOLE
22,173 SH SOLE SOLE
17,047 SH SOLE SOLE
19,752 SH SOLE SOLE
20,000 SH SOLE SOLE
13,677 SH SOLE SOLE
12,298 SH SOLE SOLE
15,645 SH SOLE SOLE
3,718 SH SOLE SOLE
6,139 SH SOLE SOLE
11,682 SH SOLE SOLE
22,967 SH SOLE SOLE
8,833 SH SOLE SOLE
15,537 SH SOLE SOLE
24,120 SH SOLE SOLE
7,000 SH SOLE SOLE
10,868 SH SOLE SOLE
30,397 SH SOLE SOLE
19,600 SH SOLE SOLE
5,383 SH SOLE SOLE
10,909 SH SOLE SOLE
13,800 SH SOLE SOLE
6,764 SH SOLE SOLE
4,030 SH SOLE SOLE
40,000 SH SOLE SOLE
28,573 SH SOLE SOLE
13,593 SH SOLE SOLE
40,000 SH CALL SOLE SOLE
 21,227 SH SOLE SOLE
14,207 SH SOLE SOLE
25,340 SH SOLE SOLE
21,971 SH SOLE SOLE
130,185 SH SOLE SOLE
16,105 SH SOLE SOLE
12,000 SH SOLE SOLE
5,000 SH PUT SOLE SOLE
7,000 SH SOLE SOLE
10,865 SH SOLE SOLE
13,246 SH SOLE SOLE
67,988 SH SOLE SOLE
13,629 SH SOLE SOLE
17,200 SH SOLE SOLE
4,314 SH SOLE SOLE
12,819 SH SOLE SOLE
10,448 SH SOLE SOLE
16,000 SH SOLE SOLE
14,832 SH SOLE SOLE
10,392 SH SOLE SOLE
22,015 SH SOLE SOLE
19,298 SH SOLE SOLE
2,903 SH SOLE SOLE
23,191 SH SOLE SOLE
40,129 SH SOLE SOLE
7,447 SH SOLE SOLE
14,668 SH SOLE SOLE
9,485 SH SOLE SOLE
12,213 SH SOLE SOLE
5,023 SH SOLE SOLE
104,100 SH SOLE SOLE
69,365 SH SOLE SOLE
12,835 SH SOLE SOLE
10,000 SH SOLE SOLE
8,593 SH SOLE SOLE
16,761 SH SOLE SOLE
10,355 SH SOLE SOLE
21,431 SH SOLE SOLE
5,950 SH SOLE SOLE
11,400 SH SOLE SOLE
10,097 SH SOLE SOLE
69,141 SH SOLE SOLE
34,832 SH SOLE SOLE
19,557 SH SOLE SOLE
18,974 SH SOLE SOLE
6,000 SH SOLE SOLE
7,487 SH SOLE SOLE
28,555 SH SOLE SOLE
44,961 SH SOLE SOLE
11,700 SH PUT SOLE SOLE
22,778 SH SOLE SOLE
21,914 SH SOLE SOLE
 8,451 SH SOLE SOLE
19,151 SH SOLE SOLE
9,727 SH SOLE SOLE
20,000 SH PUT SOLE SOLE
6,579 SH SOLE SOLE
2,826 SH SOLE SOLE
53,425 SH SOLE SOLE
100,700 SH SOLE SOLE
15,043 SH SOLE SOLE
50,005 SH SOLE SOLE
12,930 SH SOLE SOLE
64,622 SH SOLE SOLE
9,483 SH SOLE SOLE
23,393 SH SOLE SOLE
12,057 SH SOLE SOLE
14,160 SH SOLE SOLE
8,765 SH SOLE SOLE
13,548 SH SOLE SOLE
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 3,057 SH SOLE SOLE
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5,781 SH SOLE SOLE
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 6,710 SH SOLE SOLE
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218,721 SH SOLE SOLE
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 10,000 SH PUT SOLE SOLE
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 66,896 SH SOLE SOLE
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 11,173 SH SOLE SOLE
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6,000 SH CALL SOLE SOLE
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 22,173 SH SOLE SOLE
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 15,353 SH SOLE SOLE
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11,000 SH CALL SOLE SOLE
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 4,819 SH SOLE SOLE
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17,500 SH SOLE SOLE
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5,831 SH SOLE SOLE
21,671,405