MFFAIS - Mutual Fund Facts About Individual Stocks       
 

Click here for Free Industry Resources!

 
 
Home | About | News | Terms | Contact | Help | FAQ | Funds | Institutions | Stocks | Rankings
 0  1  2  3  4  5  6  7  8  9  A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z

Large Cap Value Fund

We now allow advertisers/sponsors the ability to have exclusive advertising on an individual fund page like this for only $1,000 for the year! Go to our advertiser page for more details
 
 Fund Type: LARGE-CAP VALUE Report Date: 2008-06-09 Current Value: $1,933,231,583 Total Performance: -7.44 %
 Family of: Sei Institutional Managed Trust
 
Worst Move: Large Cap Value Fund potentially lost $-1,459,095 on changes made with Eog Res Inc (EOG) buying shares when price went down.
Best Move: Large Cap Value Fund potentially made $485,170 on changes made with Genentech Inc (DNA) buying shares when price went up.
Good Save: Large Cap Value Fund potentially saved $10,844,874 on changes made with American Intl Group Inc (AIG) selling shares when price went down.
Missed Move: Large Cap Value Fund potentially missed $-543,120 on changes made with Sherwin Williams Co(SJ3.BE) selling shares when price went up.
 
 
   

Large Cap Value Fund Details

Click on column headings to sort!
Stock Country Symbol Industry Current Shares Current Value Value Chng. Return Activity Shares Chng. Shares Chg.% Results
3m Co (MMM) US MMM Diversified Manufa ... 63,300 $4,474,677 $-324,729 -6.76 % Sold Some -3,200 -4.81 $16,416
A C E (ACE) BE ACE Multi-Line Insuran ... 67,500 $3,367,575 $-742,500 -18.06 % Sold Some -4,800 -6.63 $52,800
A On Ag (OAN.BE) DE OAN.BE Insurance Brokers 142,800 $6,605,928 $102,816 1.58 % No Change - - -
Abbott Labs (ABT) US ABT Medical-Drugs 77,700 $4,533,018 $276,612 6.49 % New Holding 77,700 100.00 $276,612
Adc Telecommunications Inc (ADCT) US ADCT Telecommunication ... 34,100 $351,230 $-227,447 -39.30 % Added More 9,000 35.85 $-60,030
Adobe Sys Inc (ADBE) US ADBE Electronic Forms 62,800 $2,780,784 $113,668 4.26 % New Holding 62,800 100.00 $113,668
Advanced Micro Devices Inc (AMD) US AMD Electronic Compo-S ... 22,600 $128,820 $-44,748 -25.78 % New Holding 22,600 100.00 $-44,748
Aflac Inc (AFL) US AFL Life/Health Insura ... 18,100 $981,925 $-211,589 -17.72 % New Holding 18,100 100.00 $-211,589
Agco Corp (AGJ.BE) US AGJ.BE Machinery-Farm 6,400 $379,968 $35,072 10.16 % Sold Some -2,100 -24.70 $-11,508
Air Prods And Chems Inc (AP3.BE) US AP3.BE Industrial Gases 67,400 $6,086,220 $-719,832 -10.57 % Added More 56,500 518.34 $-603,420
Alberto Culver Co (ACV) US ACV Cosmetics&Toiletri ... None - - - % Sold All -38,500 -100.00 $-6,545
Alcoa Inc (AA) US AA Metal-Aluminum 506,100 $16,048,431 $-5,293,806 -24.80 % Added More 85,700 20.38 $-896,422
Alcon Inc (AKR.BE) CH AKR.BE Optical Supplies 35,700 $6,126,120 $672,231 12.32 % Added More 19,000 113.77 $357,770
Alexander And Baldwin Inc (ALEX) US ALEX Transport-Marine 6,200 $279,930 $-21,080 -7.00 % Sold Some -2,700 -30.33 $9,180
Alleghany Corp (AGA.BE) US AGA.BE Property/Casualty ... 1,581 $490,632 $-70,481 -12.56 % Sold Some -769 -32.72 $34,282
Alliant Energy Corp (AY1.BE) US AY1.BE Electric-Integrate ... 256,200 $8,831,214 $-425,292 -4.59 % Added More 65,800 34.55 $-109,228
Alliant Techsystems Inc (AD9.BE) US AD9.BE Aerospace/Defense- ... 2,300 $246,192 $12,098 5.16 % No Change - - -
Allied World Assurancecompany Hol ... (AWH) BM AWH Reinsurance None - - - % Sold All -700 -100.00 $4,837
Allstate Corp (ALL) US ALL Multi-Line Insuran ... 477,700 $21,649,364 $-2,302,514 -9.61 % Sold Some -67,500 -12.38 $325,350
Altria Group Inc (MO) US MO Tobacco 207,600 $4,357,524 $-35,292 -0.80 % Sold Some -35,600 -14.63 $6,052
Ambac Finl Group Inc (ABK) US ABK Financial Guarante ... 21,700 $113,274 $67,487 147.39 % Sold Some -13,300 -38.00 $-41,363
Ameren Corp (AEE) US AEE Electric-Integrate ... 76,800 $3,227,136 $-133,632 -3.97 % Sold Some -20,900 -21.39 $36,366
American Elec Pwr Inc (AEP) US AEP Electric-Integrate ... 336,300 $13,041,714 $-1,355,289 -9.41 % Sold Some -16,300 -4.62 $65,689
American Intl Group Inc (AIG) US AIG Multi-Line Insuran ... None - - - % Sold All -854,600 -100.00 $10,844,874
Americredit Corp (ACF) US ACF Finance-Auto Loans 10,100 $81,103 $-35,653 -30.53 % Sold Some -12,200 -54.70 $43,066
Amerisourcebergen Corp (ABC) US ABC Medical-Whsle Drug ... 172,100 $7,152,476 $106,702 1.51 % Added More 13,000 8.17 $8,060
Amgen Inc (AMGN) US AMGN Medical-Biomedical ... 189,400 $12,040,158 $3,649,738 43.49 % Added More 4,800 2.60 $92,496
Anadarko Pete Corp (APC) US APC Oil Comp-Explor&Pr ... 83,700 $4,977,639 $-1,676,511 -25.19 % Added More 20,900 33.28 $-418,627
Annaly Capital Management Inc (NLY) US NLY Reits-Mortgage 226,700 $3,169,266 $-725,440 -18.62 % Added More 153,800 210.97 $-492,160
Anntaylor Stores Corp (ANN) US ANN Retail-Apparel/Sho ... 5,500 $131,120 $-5,885 -4.29 % New Holding 5,500 100.00 $-5,885
Apache (APA.BE) FR APA.BE Oil Comp-Explor&Pr ... 106,600 $11,771,838 $-2,314,286 -16.42 % Added More 26,500 33.08 $-575,315
Apple Inc (AAPL) US AAPL Computers 45,200 $7,947,968 $-260,804 -3.17 % Added More 27,000 148.35 $-155,790
Applied Matls Inc (AMAT) US AMAT Semiconductor Equi ... 139,200 $2,569,632 $-65,424 -2.48 % No Change - - -
Archer Daniels Midland Co (ADM) US ADM Agricultural Opera ... None - - - % Sold All -22,300 -100.00 $256,227
Assurant Inc (AIZ) US AIZ Multi-Line Insuran ... 141,200 $8,106,292 $-1,704,284 -17.37 % Sold Some -3,300 -2.28 $39,831
Atmos Energy Corp (ATO) US ATO Gas-Distribution 92,100 $2,536,434 $35,919 1.43 % No Change - - -
Autoliv Inc (AUTVF.PK) US AUTVF.PK Auto/Trk Prts&Equi ... 131,700 $7,103,898 $0 0.00 % No Change - - -
Autonation Inc (AN) US AN Retail-Automobile 2,700 $30,564 $-7,506 -19.71 % Sold Some -7,800 -74.28 $21,684
Avis Budget Group Inc (CAR) US CAR Rental Auto/Equipm ... None - - - % Sold All -44,900 -100.00 $282,421
Avnet Inc (AVT) US AVT Electronic Parts D ... 87,900 $2,600,082 $-36,918 -1.40 % Sold Some -58,100 -39.79 $24,402
Avon Prods Inc (AVP) US AVP Cosmetics&Toiletri ... 7,200 $311,112 $45,288 17.03 % Sold Some -6,300 -46.66 $-39,627
Axis Capital Holdings Ltd (AXS) BM AXS Reinsurance 124,900 $4,169,162 $-83,683 -1.96 % No Change - - -
Baker Hughes Inc (BHI) US BHI Oil-Field Services 31,700 $2,552,801 $-286,251 -10.08 % No Change - - -
Bancorpsouth Inc (BXS) US BXS Commer Banks-South ... 33,300 $746,919 $19,647 2.70 % New Holding 33,300 100.00 $19,647
Bank New York Mellon Corp (BN9.BE) US BN9.BE - 34,422 $1,188,592 $-195,861 -14.14 % Sold Some -20,000 -36.74 $113,800
Bank Of America Corp (IKJ) DE IKJ - 2,357,950 $53,383,988 $-3,937,777 -6.86 % Added More 55,000 2.38 $-91,850
Barnes And Noble Inc (BKS) US BKS Retail-Bookstore 94,200 $2,424,708 $-169,560 -6.53 % No Change - - -
Bear Stearns And Co Inc (BSC) US BSC Finance-Invest Bnk ... None - - - % Sold All -27,900 -100.00
Beckman Coulter Inc (BEC) US BEC Medical Instrument ... 2,000 $149,360 $10,040 7.20 % Sold Some -3,700 -64.91 $-18,574
Bemis Co Inc (BMS) US BMS Containers-Paper/P ... None - - - % Sold All -3,400 -100.00 $-8,262
Best Buy Inc (BBY) US BBY Retail-Consumer El ... None - - - % Sold All -81,900 -100.00 $-5,733
Big Lots Inc (BIG) US BIG Retail-Discount None - - - % Sold All -119,600 -100.00 $-171,028
Biogen Idec Inc (BIIB) US BIIB Medical-Biomedical ... 5,900 $319,190 $-42,362 -11.71 % New Holding 5,900 100.00 $-42,362
Black And Decker Corp (BDK) US BDK Tools-Hand Held 1,900 $116,660 $684 0.58 % New Holding 1,900 100.00 $684
Boeing Co (BA) US BA Aerospace/Defense 13,700 $865,977 $-147,138 -14.52 % Sold Some -60,200 -81.46 $646,548
Borgwarner Inc (BWA) US BWA Auto/Trk Prts&Equi ... 91,100 $3,618,492 $-730,622 -16.79 % Added More 13,100 16.79 $-105,062
Boston Scientific Corp (BSX) US BSX Medical Instrument ... 64,800 $826,848 $-36,936 -4.27 % Sold Some -33,200 -33.87 $18,924
Brinker Intl Inc (EAT) US EAT Retail-Restaurants None - - - % Sold All -269,600 -100.00 $110,536
Brunswick Corp (BC) US BC Leisure&Rec Produc ... 105,100 $1,364,198 $-22,071 -1.59 % No Change - - -
Bunge Limited (BG) BM BG Agricultural Opera ... 25,100 $2,326,770 $-739,195 -24.10 % Sold Some -21,900 -46.59 $644,955
Ca Inc (CA) US CA Enterprise Softwar ... None - - - % Sold All -5,800 -100.00 $5,452
Campbell Soup Co (CPB) US CPB Food-Misc/Diversif ... 7,200 $269,712 $31,968 13.44 % Sold Some -3,500 -32.71 $-15,540
Capital One Financial Intermediar ... (COF) IT COF Super-Regional Ban ... 6,500 $268,385 $-20,475 -7.08 % Added More 900 16.07 $-2,835
Cardinal Health Inc (CAH) US CAH Medical-Whsle Drug ... 73,200 $4,031,124 $-28,548 -0.70 % No Change - - -
Carnival Corp (CCL) US CCL Cruise Lines 900 $32,184 $-1,071 -3.22 % Sold Some -19,700 -95.63 $23,443
Carpenter Technology Corp (XTY.BE) US XTY.BE Steel-Producers 56,600 $2,152,498 $-504,306 -18.98 % No Change - - -
Caterpillar Inc (CAT1.BE) US CAT1.BE Machinery-Constr&M ... 50,500 $3,450,665 $-510,555 -12.88 % Sold Some -50,900 -50.19 $514,599
Celgene Corp (CELG) US CELG Medical-Biomedical ... 66,500 $4,810,610 $722,855 17.68 % Added More 26,700 67.08 $290,229
Centex Corp (CTX) US CTX Bldg-Residential/C ... 41,400 $582,084 $-64,584 -9.98 % Sold Some -58,300 -58.47 $90,948
Centurytel Inc (CYT.BE) US CYT.BE Telephone-Integrat ... 122,600 $4,514,132 $178,996 4.12 % Sold Some -10,500 -7.88 $-15,330
Chemtura Corp (CEM) US CEM Chemicals-Specialt ... 12,700 $80,772 $-26,416 -24.64 % No Change - - -
Chesapeake Energy Corp (CHK) US CHK Oil Comp-Explor&Pr ... 6,600 $320,892 $-75,636 -19.07 % New Holding 6,600 100.00 $-75,636
Chevron Corp (CHV.BE) US CHV.BE Oil Comp-Integrate ... 1,065,400 $90,132,840 $-12,944,610 -12.55 % Sold Some -69,000 -6.08 $838,350
Chubb Corp (CB) US CB Property/Casualty ... 329,300 $15,269,641 $-2,232,654 -12.75 % No Change - - -
Cigna Corp (CI) US CI Life/Health Insura ... 127,800 $5,339,484 $152,082 2.93 % Sold Some -44,000 -25.61 $-52,360
Cimarex Energy Co (ENY.BE) US ENY.BE Oil Comp-Explor&Pr ... 161,800 $8,395,802 $-2,569,384 -23.43 % Added More 60,600 59.88 $-962,328
Cisco Sys Inc (CSCO) US CSCO Networking Product ... 122,600 $2,970,598 $-269,720 -8.32 % New Holding 122,600 100.00 $-269,720
Cit Group Inc (CIT) US CIT Finance-Commercial 290,100 $2,747,247 $-2,901 -0.10 % Sold Some -3,000 -1.02 $30
Citigroup Inc (C) US C Finance-Invest Bnk ... 2,458,800 $43,004,412 $-5,188,068 -10.76 % Sold Some -249,000 -9.19 $525,390
Citizens Communications Co (YC5.BE) US YC5.BE Telephone-Integrat ... 69,300 $861,399 $106,722 14.14 % Sold Some -11,800 -14.54 $-18,172
Citrix Sys Inc (CTXS) US CTXS Applications Softw ... None - - - % Sold All -59,500 -100.00 $217,175
City National Bancshares Corporat ... (CYN) US CYN Commer Banks-Weste ... 15,700 $745,750 $28,888 4.02 % Sold Some -300 -1.87 $-552
Clear Channel Communicationsinc (CCU) US CCU Broadcast Serv/Pro ... 2,900 $104,342 $2,726 2.68 % Sold Some -12,100 -80.66 $-11,374
Cme Group Inc (MX4A.BE) US MX4A.BE Finance-Other Serv ... 13,100 $4,385,356 $-589,369 -11.84 % Added More 7,400 129.82 $-332,926
Cms Energy Corp (CMS) US CMS Electric-Integrate ... 11,300 $148,143 $-27,798 -15.79 % Sold Some -9,100 -44.60 $22,386
Coca Cola Ag (KO) CH KO Beverages-Non-Alco ... None - - - % Sold All -134,200 -100.00 $202,642
Coca Cola Enterprises (COX.BE) US COX.BE Beverages-Non-Alco ... None - - - % Sold All -278,300 -100.00 $489,808
Colgate Palmolive Co (CL) US CL Cosmetics&Toiletri ... None - - - % Sold All -58,900 -100.00 $-211,451
Colonial Bancgroup Inc (CNB) US CNB Commer Banks-South ... 41,000 $256,660 $56,990 28.54 % New Holding 41,000 100.00 $56,990
Comcast Corp (CCT) US CCT - 271,700 $6,338,761 $-236,379 -3.59 % Sold Some -302,900 -52.71 $263,523
Comerica Inc (CMA) US CMA Super-Regional Ban ... 336,200 $9,043,780 $-2,350,038 -20.62 % Added More 6,500 1.97 $-45,435
Commerce Bancshares Inc (CBSH) US CBSH Commer Banks-Centr ... 2,800 $122,892 $4,172 3.51 % New Holding 2,800 100.00 $4,172
Commercial Metals Co (CMC) US CMC Metal Processors&F ... None - - - % Sold All -4,200 -100.00 $39,858
Compuware Corp (CPWR) US CPWR Applications Softw ... 104,900 $1,197,958 $130,076 12.18 % No Change - - -
Conagra Foods Inc (CAG) US CAG Food-Misc/Diversif ... 579,000 $12,888,540 $-706,380 -5.19 % No Change - - -
Conocophillips (COP) US COP Oil Comp-Integrate ... 862,893 $69,764,899 $-12,417,030 -15.10 % Added More 64,500 8.07 $-928,155
Conseco Inc (CNO) US CNO Life/Health Insura ... 36,300 $319,077 $-87,483 -21.51 % No Change - - -
Consolidated Edison Inc (ED) US ED Electric-Integrate ... 38,900 $1,589,065 $12,837 0.81 % Added More 32,300 489.39 $10,659
Constellation Energy Group Incmar ... (CEG) US CEG Electric-Integrate ... 55,400 $3,574,408 $-1,314,642 -26.88 % Sold Some -6,800 -10.93 $161,364
Convergys Corp (CVG) US CVG Commercial Service ... 82,100 $1,174,030 $-78,816 -6.29 % Sold Some -42,500 -34.10 $40,800
Costco Whsl Corp (COST) US COST Retail-Discount 35,500 $2,340,870 $-191,345 -7.55 % Added More 32,300 1009.37 $-174,097
Countrywide Finl Corp (CFC) US CFC Finance-Mtge Loan/ ... 165,300 $702,525 $-76,038 -9.76 % Added More 19,800 13.60 $-9,108
Coventry Health Care Inc (CVH) US CVH Medical-Hmo 4,500 $163,485 $-31,950 -16.34 % No Change - - -
Covidien Limited (COV) BM COV Medical Products 58,550 $3,145,892 $320,854 11.35 % Added More 15,600 36.32 $85,488
Crane Co (CR) US CR Diversified Manufa ... 31,200 $1,095,432 $-224,640 -17.01 % Added More 13,800 79.31 $-99,360
Credicorp Ltd (BAP) BM BAP Commer Banks Non-U ... 6,600 $462,924 $-97,812 -17.44 % No Change - - -
Cree Inc (CREE) US CREE Electronic Compo-S ... 22,900 $490,976 $-105,340 -17.66 % Added More 16,500 257.81 $-75,900
Csx Corp (CSX) US CSX Transport-Rail 99,700 $6,020,883 $-648,050 -9.71 % Added More 57,100 134.03 $-371,150
Cummins Inc (CMI) US CMI Engines-Internal C ... 119,400 $8,060,694 $229,248 2.92 % Added More 59,700 100.00 $114,624
Cvs Caremark Corp (CVS.BE) US CVS.BE Retail-Drug Store 62,800 $2,368,816 $-273,808 -10.36 % Added More 33,100 111.44 $-144,316
Daimler Ag (DAI) DE DAI Auto-Cars/Light Tr ... None - - - % Sold All -28,100 -100.00 $297,860
Danaher Corp (DHR) US DHR Diversified Manufa ... None - - - % Sold All -24,600 -100.00 $-52,398
Darden Restaurants Inc (DRI) US DRI Retail-Restaurants 96,200 $3,127,462 $48,100 1.56 % No Change - - -
Dean Foods Co (DF) US DF Food-Dairy Product ... None - - - % Sold All -7,800 -100.00 $-37,050
Deere And Co (DE) US DE Machinery-Farm 122,000 $8,092,260 $-1,872,700 -18.79 % Added More 70,700 137.81 $-1,085,245
Del Monte Foods Co (DLM) US DLM Food-Canned 392,400 $3,515,904 $514,044 17.12 % Added More 24,300 6.60 $31,833
Devon Energy Corp (DVN) US DVN Oil Comp-Explor&Pr ... 46,600 $4,837,080 $-719,970 -12.95 % Sold Some -27,600 -37.19 $426,420
Dicks Sporting Goods Inc (DSG.BE) US DSG.BE Retail-Sporting Go ... 86,000 $1,557,460 $-339,700 -17.90 % No Change - - -
Directv Group Inc (DTV) US DTV Cable Tv 127,700 $3,538,567 $1,277 0.03 % New Holding 127,700 100.00 $1,277
Discover Finl Svcs (DC7.BE) US DC7.BE Finance-Credit Car ... 89,350 $1,288,427 $-95,605 -6.90 % Sold Some -6,550 -6.83 $7,009
Disney Walt Co (DIS) US DIS Multimedia 406,700 $12,941,194 $-553,112 -4.09 % Added More 113,700 38.80 $-154,632
Dollar Tree Stores Inc (DLTR) US DLTR Retail-Discount None - - - % Sold All -110,600 -100.00 $-324,058
Dominion Res Inc Va (D) US D Electric-Integrate ... 80,500 $3,470,355 $-297,045 -7.88 % Added More 65,500 436.66 $-241,695
Domtar Corp (G2K.BE) US G2K.BE Paper&Related Prod ... None - - - % Sold All -90,100 -100.00 $52,258
Douglas Emmett Inc (DEI) US DEI Reits-Office Prope ... 11,500 $257,600 $-6,555 -2.48 % Added More 6,500 130.00 $-3,705
Dover (DOV) BE DOV Diversified Manufa ... 3,000 $147,450 $-8,910 -5.69 % New Holding 3,000 100.00 $-8,910
Dow Chem Co (DOW) US DOW Chemicals-Diversif ... 705,000 $24,026,400 $-3,792,900 -13.63 % Added More 117,200 19.93 $-630,536
Drs Technologies Inc (DRS) US DRS Aerospace/Defense- ... 2,500 $196,900 $-125 -0.06 % No Change - - -
Dte Energy Co (DGY.BE) US DGY.BE Electric-Integrate ... 192,200 $8,033,960 $-146,072 -1.78 % Added More 100,900 110.51 $-76,684
Duke Energy Corp (DUK) US DUK Electric-Integrate ... 158,848 $2,811,610 $-63,539 -2.20 % Sold Some -6,000 -3.63 $2,400
East West Bancorp Inc (EWBC) US EWBC Commer Banks-Weste ... 17,700 $219,480 $20,355 10.22 % New Holding 17,700 100.00 $20,355
Eastman Chem Co (EMN) US EMN Chemicals-Specialt ... 88,400 $5,326,984 $-1,299,480 -19.61 % No Change - - -
Eastman Kodak Co (EK) US EK Photo Equipment&Su ... 191,500 $3,035,275 $436,620 16.80 % Added More 13,800 7.76 $31,464
Eaton Corp (ETN) US ETN Diversified Manufa ... 116,400 $8,328,420 $-2,790,108 -25.09 % Sold Some -35,400 -23.32 $848,538
Ebay Inc (EBAY) US EBAY E-Commerce/Service ... 75,500 $1,884,480 $-310,305 -14.13 % Sold Some -112,500 -59.84 $462,375
Edison Intl (EIX) US EIX Electric-Integrate ... 88,300 $4,027,363 $-550,992 -12.03 % No Change - - -
El Paso Corp (EP) US EP Pipelines 17,700 $301,608 $-74,871 -19.88 % Added More 7,800 78.78 $-32,994
Electronic Arts Inc (ERTS) US ERTS Entertainment Soft ... None - - - % Sold All -39,400 -100.00 $-5,122
Electronic Data Sys Corp (EDS) US EDS Computer Services 103,200 $2,571,744 $50,568 2.00 % Sold Some -16,500 -13.78 $-8,085
Embarq Corp (EQ) US EQ Telecom Services 12,800 $611,456 $10,240 1.70 % Sold Some -7,800 -37.86 $-6,240
Endurance Specialty Holdingsltd (ENH) BM ENH Reinsurance 181,000 $5,875,260 $-157,470 -2.61 % New Holding 181,000 100.00 $-157,470
Energen Corp (EGN) US EGN Gas-Distribution 24,200 $1,283,326 $-533,368 -29.35 % Sold Some -55,700 -69.71 $1,227,628
Energy East Corp (EAS) US EAS Electric-Integrate ... 85,300 $2,205,858 $-46,062 -2.04 % Added More 76,200 837.36 $-41,148
Ensco Intl Inc (ESV) US ESV Oil&Gas Drilling None - - - % Sold All -2,300 -100.00 $23,460
Eog Res Inc (EOG) US EOG Oil Comp-Explor&Pr ... 57,400 $6,061,440 $-1,509,046 -19.93 % Added More 55,500 2921.05 $-1,459,095
Exelon Corp (EXC) US EXC Electric-Integrate ... 82,200 $6,104,994 $-1,177,104 -16.16 % Added More 400 0.48 $-5,728
Expedia Inc (EXPEW) US EXPEW - 47,700 $3,816 $-10,971 -74.19 % Sold Some -3,700 -7.19 $851
Express Scripts Inc (ESRX) US ESRX Pharmacy Services None - - - % Sold All -27,200 -100.00 $-132,464
Exxon Mobil Corp (XOM) US XOM Oil Comp-Integrate ... 2,074,000 $163,451,940 $-21,279,240 -11.51 % Sold Some -50,700 -2.38 $520,182
Fair Isaac Corporation (FRI.BE) US FRI.BE Data Processing/Mg ... None - - - % Sold All -96,600 -100.00 $-82,110
Federal Home Ln Mtg Corp (FRE) US FRE Finance-Mtge Loan/ ... 225,600 $733,200 $-4,354,080 -85.58 % Added More 9,000 4.15 $-173,700
Fedex Corp (FDX) US FDX Transport-Services None - - - % Sold All -900 -100.00 $6,255
Fifth Third Bancorp (FITB) US FITB Super-Regional Ban ... 239,700 $3,348,609 $-673,557 -16.74 % Added More 10,900 4.76 $-30,629
Firstenergy Corp (FE) US FE Electric-Integrate ... 246,000 $17,854,680 $-1,308,720 -6.82 % Sold Some -40,000 -13.98 $212,800
Flowserve Corp (FLS) US FLS Machinery-Pumps 3,200 $425,024 $-15,104 -3.43 % Added More 1,400 77.77 $-6,608
Fmc Corp (FMC) US FMC Chemicals-Diversif ... 30,000 $2,204,400 $-61,200 -2.70 % Added More 19,500 185.71 $-39,780
Foot Locker Inc (WOO.BE) US WOO.BE Retail-Apparel/Sho ... 8,800 $129,008 $9,504 7.95 % Sold Some -10,100 -53.43 $-10,908
Ford Motor Co (F) US F - 379,200 $1,748,112 $-663,600 -27.51 % No Change - - -
Forest Oil Corp (FST) US FST Oil Comp-Explor&Pr ... 14,000 $785,260 $-243,600 -23.67 % Added More 5,400 62.79 $-93,960
Forestar (FOR) RO FOR Real Estate Oper/D ... 1,200 $23,148 $-5,772 -19.95 % Sold Some -22,400 -94.91 $107,744
Fortune Brands Inc (FO) US FO Consumer Products- ... 23,300 $1,342,080 $-198,749 -12.89 % Sold Some -28,500 -55.01 $243,105
Fpl Group Inc (FPL) US FPL Electric-Integrate ... 50,700 $3,082,560 $-172,380 -5.29 % Sold Some -14,600 -22.35 $49,640
Franklin Res Inc (BEN) US BEN Invest Mgmnt/Advis ... 73,800 $7,343,838 $-11,808 -0.16 % Added More 19,000 34.67 $-3,040
Frontier Oil Corp (FTO) US FTO Oil Refining&Marke ... 120,900 $2,269,293 $-1,040,949 -31.44 % Added More 34,500 39.93 $-297,045
Gannett Inc (GCI) US GCI Publishing-Newspap ... 211,700 $3,683,580 $-2,127,585 -36.61 % No Change - - -
Gap Inc (GPS) US GPS Retail-Apparel/Sho ... 12,500 $237,750 $25,375 11.94 % New Holding 12,500 100.00 $25,375
Genentech Inc (DNA) US DNA Medical-Biomedical ... 49,300 $4,830,907 $1,178,270 32.25 % Added More 20,300 70.00 $485,170
General Dynamics Corp (GD) US GD Aerospace/Defense 21,000 $1,916,460 $107,730 5.95 % Sold Some -3,900 -15.66 $-20,007
General Elec Co (GE) US GE Diversified Manufa ... 3,818,900 $109,411,485 $-5,384,649 -4.69 % Added More 168,100 4.60 $-237,021
General Mls Inc (GIS) US GIS Food-Misc/Diversif ... 115,400 $7,712,182 $508,914 7.06 % Sold Some -3,900 -3.26 $-17,199
General Motors Corp (GBM) GB GBM - 267,500 $3,143,125 $-1,115,475 -26.19 % Sold Some -64,900 -19.52 $270,633
Genuine Parts Co (GPC) US GPC Distribution/Whole ... 12,000 $504,720 $-6,840 -1.33 % No Change - - -
Gilead Sciences Inc (GILD) US GILD Therapeutics 122,200 $6,674,564 $39,104 0.58 % Added More 38,800 46.52 $12,416
Goldman Sachs Group Inc (GS) US GS Finance-Invest Bnk ... 144,400 $22,851,300 $-1,084,444 -4.53 % Sold Some -700 -0.48 $5,257
Google Inc (GOOG) US GOOG Web Portals/Isp 13,700 $6,644,500 $-998,319 -13.06 % Added More 8,900 185.41 $-648,543
H C P (HC5.BE) BE HC5.BE Reits-Health Care None - - - % Sold All -17,300 -100.00 $-20,068
Harley Davidson Inc (HAR.BE) US HAR.BE Motorcycle/Motor S ... None - - - % Sold All -58,000 -100.00 $-55,100
Harsco Corp (HSC) US HSC Diversified Manufa ... 56,700 $3,022,110 $-484,785 -13.82 % No Change - - -
Hartford Finl Svcs Group Inc (HIG) US HIG Multi-Line Insuran ... 165,400 $10,114,210 $-1,642,422 -13.97 % Added More 51,100 44.70 $-507,423
Hasbro Inc (HAS) US HAS Toys 360,300 $13,331,100 $-518,832 -3.74 % Sold Some -49,900 -12.16 $71,856
Helix Energy Solutions Groupinc (HLX) US HLX Oil-Field Services 11,100 $332,445 $-102,897 -23.63 % Added More 3,700 50.00 $-34,299
Helmerich And Payne Inc (HP) US HP Oil&Gas Drilling 30,300 $1,690,134 $-332,694 -16.44 % Sold Some -12,800 -29.69 $140,544
Hershey Co (HSY) US HSY Food-Confectionery 7,700 $291,753 $4,466 1.55 % Added More 3,700 92.50 $2,146
Hess Corp (HES) US HES Oil Comp-Integrate ... 10,100 $1,050,400 $-237,047 -18.41 % No Change - - -
Hewlett Packard Co (HPQ) US HPQ Computers 231,500 $10,686,040 $-340,305 -3.08 % Added More 71,000 44.23 $-104,370
Hj Heinz Co Belgium (HNZ) BE HNZ Food-Misc/Diversif ... 34,900 $1,804,679 $56,538 3.23 % Sold Some -9,400 -21.21 $-15,228
Hologic Inc (HOLX) US HOLX X-Ray Equipment 42,400 $856,904 $-126,352 -12.85 % New Holding 42,400 100.00 $-126,352
Home Depot Inc (HD) US HD Retail-Building Pr ... 436,900 $11,346,293 $-249,033 -2.14 % Added More 89,900 25.90 $-51,243
Honeywell Intl Inc (HON) US HON Diversified Manufa ... None - - - % Sold All -214,800 -100.00 $1,353,240
Host Hotels And Resorts Inc (HMT.BE) US HMT.BE Reits-Hotels 1,460 $19,199 $-3,679 -16.08 % Sold Some -41,900 -96.63 $105,588
Hudson City Bancorp Inc (HCBK) US HCBK S&L/Thrifts-Easter ... 40,100 $718,592 $42,105 6.22 % New Holding 40,100 100.00 $42,105
Huntsman Corp (HUN) US HUN Chemicals-Diversif ... 6,400 $87,680 $-47,296 -35.04 % Sold Some -5,700 -47.10 $42,123
Idearc Inc (IAR) US IAR Publishing-Periodi ... 244,755 $310,839 $-597,202 -65.76 % Added More 49,200 25.15 $-120,048
Illinois Tool Wks Inc (ITW) US ITW Diversified Manufa ... 27,500 $1,316,150 $-71,500 -5.15 % Added More 7,800 39.59 $-20,280
Ims Health Inc (RX) US RX Medical Informatio ... 13,200 $284,988 $-25,080 -8.08 % Added More 7,100 116.39 $-13,490
Indymac Bancorp Inc (IMB) US IMB Finance-Mtge Loan/ ... 102,900 $12,348 $-167,727 -93.14 % No Change - - -
Intel Corp (INTC) US INTC Electronic Compo-S ... 125,600 $2,937,784 $79,128 2.76 % No Change - - -
International Business Machines C ... (IBM) US IBM Computers 117,000 $14,333,670 $-391,950 -2.66 % Sold Some -7,600 -6.09 $25,460
International Flavors And Fragran ... (IFF.BE) US IFF.BE Chemicals-Specialt ... 3,700 $150,553 $-370 -0.24 % Sold Some -3,100 -45.58 $310
International Paper Co (IP) US IP Paper&Related Prod ... 447,400 $12,348,240 $1,114,026 9.91 % Sold Some -9,400 -2.05 $-23,406
International Rectifier Corp (IRF) US IRF Electronic Compo-S ... 10,200 $222,870 $-29,784 -11.78 % New Holding 10,200 100.00 $-29,784
Interpublic Group Cos Inc (IPG) US IPG Advertising Agenci ... 103,400 $929,566 $-53,768 -5.46 % Sold Some -47,200 -31.34 $24,544
Invitrogen Corp (IVGN) US IVGN Medical-Biomedical ... 21,200 $907,784 $-25,440 -2.72 % Sold Some -45,400 -68.16 $54,480
Jarden Corp (JAH) US JAH Consumer Products- ... 15,800 $371,932 $81,212 27.93 % Added More 13,100 485.18 $67,334
Jefferies Group Inc (JEF) US JEF Finance-Invest Bnk ... 20,700 $364,113 $-1,863 -0.50 % New Holding 20,700 100.00 $-1,863
Johnson And Johnson (JNJ) US JNJ Medical Products 565,100 $40,167,308 $3,079,795 8.30 % Added More 70,900 14.34 $386,405
Johnson Controls Mc Intl (JCI) FR JCI Auto/Trk Prts&Equi ... 76,500 $2,378,385 $-120,105 -4.80 % Sold Some -8,500 -10.00 $13,345
Jones Apparel Group Inc (JNY) US JNY Retail-Apparel/Sho ... 101,400 $1,874,886 $285,948 17.99 % No Change - - -
Jones Lang Lasalle Inc (JLL) US JLL Real Estate Mgmnt/ ... 47,700 $2,252,394 $-959,247 -29.86 % No Change - - -
Juniper Networks Inc (JNPR) US JNPR Networking Product ... 93,800 $2,406,908 $-111,622 -4.43 % Sold Some -66,200 -41.37 $78,778
Kansas City Southn (KSU) US KSU Transport-Rail None - - - % Sold All -3,800 -100.00 $-570
Kb Home (KBH) US KBH Bldg-Residential/C ... 138,800 $2,416,508 $-204,036 -7.78 % Sold Some -3,400 -2.39 $4,998
Kellogg Co (K) US K Food-Misc/Diversif ... 96,200 $5,235,204 $394,420 8.14 % Added More 36,900 62.22 $151,290
Kennametal Inc (KMT) US KMT Mach Tools&Rel Pro ... 23,800 $830,382 $-21,182 -2.48 % Added More 3,600 17.82 $-3,204
Kinetic Concepts Inc (KCI) US KCI Hospital Beds/Equi ... 4,700 $161,633 $-41,313 -20.35 % No Change - - -
King Pharmaceuticals Inc (KG) US KG Medical-Drugs 529,100 $5,973,539 $999,999 20.10 % No Change - - -
Kraft Foods Inc (KFT) US KFT Food-Misc/Diversif ... 203,660 $6,680,048 $289,197 4.52 % Added More 27,900 15.87 $39,618
Kroger Co (KR) US KR Food-Retail 648,500 $18,508,190 $752,260 4.23 % Added More 100,200 18.27 $116,232
Leggett And Platt Inc (LEG) US LEG Diversified Manufa ... 6,700 $138,891 $13,802 11.03 % No Change - - -
Lehman Brothers Holdings Inc (LEM.BE) US LEM.BE Finance-Invest Bnk ... 182,800 $2,391,024 $-3,341,584 -58.29 % Added More 60,600 49.59 $-1,107,768
Lennox Intl Inc (LII) US LII Bldg Prod-Air&Heat ... None - - - % Sold All -21,900 -100.00 $-137,751
Lockheed Martin Corp (LMT) US LMT Aerospace/Defense 30,600 $3,496,050 $354,960 11.30 % No Change - - -
Loews Corp (L) US L Multi-Line Insuran ... 255,600 $10,533,276 $-2,180,268 -17.14 % Sold Some -50,400 -16.47 $429,912
Lubrizol Corp (LZ) US LZ Chemicals-Specialt ... 124,000 $6,466,600 $-348,440 -5.11 % Sold Some -18,700 -13.10 $52,547
Macys Inc (FDO.BE) US FDO.BE Retail-Regnl Dept ... 371,300 $7,477,982 $-597,793 -7.40 % Added More 252,300 212.01 $-406,203
Marathon Oil Corp (MRO) US MRO Oil Comp-Integrate ... 510,900 $23,276,604 $-2,585,154 -9.99 % Sold Some -177,400 -25.77 $897,644
Markel Corp (MKV) US MKV - 2,300 $53,843 $-3,404 -5.94 % Sold Some -2,100 -47.72 $3,108
Marsh And Mclennan Cos Inc (MMC) US MMC Insurance Brokers 7,300 $236,301 $46,209 24.30 % Sold Some -5,600 -43.41 $-35,448
Marshall And Ilsley Corp (MI) US MI Commer Banks-Centr ... 16,700 $230,293 $-107,715 -31.86 % New Holding 16,700 100.00 $-107,715
Masco (MAS) BE MAS Bldg Prod-Wood 188,600 $3,360,852 $115,046 3.54 % Sold Some -285,000 -60.17 $-173,850
Mattel Inc (MTT.BE) US MTT.BE Toys 256,000 $5,219,840 $250,880 5.04 % Sold Some -240,400 -48.42 $-235,592
Mbia Inc (MBJ.BE) US MBJ.BE Financial Guarante ... 122,800 $1,342,204 $663,120 97.64 % Added More 32,400 35.84 $174,960
Mcdonalds Corp (MCD) US MCD Retail-Restaurants 348,700 $21,769,341 $1,087,944 5.26 % Sold Some -27,600 -7.33 $-86,112
Mckesson Corp (MCK) US MCK Health Care Cost C ... 20,100 $1,142,484 $1,005 0.08 % Added More 19,800 6600.00 $990
Meadwestvaco Corp (MWV) US MWV Paper&Related Prod ... 28,500 $740,145 $38,475 5.48 % Sold Some -6,300 -18.10 $-8,505
Medco Health Solutions Inc (MHS) US MHS Pharmacy Services 78,900 $3,683,052 $-198,039 -5.10 % New Holding 78,900 100.00 $-198,039
Memc Electronic Materials Spa (WFR) IT WFR Electronic Compo-S ... 21,500 $1,038,235 $-321,425 -23.64 % New Holding 21,500 100.00 $-321,425
Metavante Technologies Inc (MV) US MV Computer Software 5,400 $121,932 $-13,392 -9.89 % New Holding 5,400 100.00 $-13,392
Metlife Inc (MWZ.BE) US MWZ.BE Multi-Line Insuran ... 159,100 $8,109,327 $-750,952 -8.47 % Added More 59,000 58.94 $-278,480
Micron Technology Inc (MU) US MU Electronic Compo-S ... 46,700 $219,490 $-155,044 -41.39 % New Holding 46,700 100.00 $-155,044
Microsoft Corp (MSFT) US MSFT Applications Softw ... 163,200 $4,453,728 $-68,544 -1.51 % No Change - - -
Mirant Corp (MIR) US MIR Independ Power Pro ... 4,000 $116,960 $-45,960 -28.21 % Sold Some -22,100 -84.67 $253,929
Molex Inc (MOLXA) US MOLXA Electric Products- ... 21,400 $510,176 $-38,734 -7.05 % New Holding 21,400 100.00 $-38,734
Molson Coors Brewing Co (TAP) US TAP Brewery 29,700 $1,430,649 $-310,662 -17.84 % Sold Some -43,600 -59.48 $456,056
Monsanto Co (MON) US MON Agricultural Chemi ... 45,000 $5,313,600 $-916,650 -14.71 % New Holding 45,000 100.00 $-916,650
Moodys Corp (DUT.BE) US DUT.BE Commercial Serv-Fi ... 37,900 $1,427,314 $-35,626 -2.43 % No Change - - -
Morgan Stanley And Co Inc (MS) US MS Finance-Invest Bnk ... 520,900 $19,481,660 $-1,036,591 -5.05 % Sold Some -39,400 -7.03 $78,406
Mosaic Co (MOS) US MOS Agricultural Chemi ... 15,700 $1,678,487 $-535,370 -24.18 % Sold Some -5,100 -24.51 $173,910
Motorola Inc (MOT) US MOT Wireless Equipment 293,400 $2,840,112 $222,984 8.52 % Added More 69,600 31.09 $52,896
Murphy Oil Corp (MUR) US MUR Oil Comp-Integrate ... 73,700 $5,828,196 $-1,196,151 -17.02 % Added More 62,600 563.96 $-1,015,998
National City Corp (NCC) US NCC Super-Regional Ban ... 280,500 $1,368,840 $115,005 9.17 % Sold Some -175,000 -38.41 $-71,750
National Fuel Gas Co N J (NFG) US NFG Pipelines 12,900 $615,201 $-151,446 -19.75 % Sold Some -8,500 -39.71 $99,790
Newell Rubbermaid Inc (NWL) US