| Abercrombie And Fitch Co (ANF) |
US |
ANF |
Retail-Apparel/Sho ... |
283,700 |
$5,483,921 |
$-4,655,517 |
-45.91 % |
New Holding |
283,700 |
100.00 |
$-4,655,517 |
| Aetna Inc (AET) |
US |
AET |
Medical-Hmo |
376,100 |
$8,206,502 |
$-5,051,023 |
-38.09 % |
Sold Some |
-223,900 |
-37.31 |
$3,006,977 |
| Agrium Inc (AGU) |
BE |
AGU |
Agricultural Chemi ... |
176,200 |
$5,536,204 |
$-3,997,978 |
-41.93 % |
New Holding |
176,200 |
100.00 |
$-3,997,978 |
| Air Products And Chemicals Inc (APD) |
US |
APD |
Industrial Gases |
None |
- |
- |
- % |
Sold All |
-100,000 |
-100.00 |
$1,865,000 |
| American Electric Power Co Inc (AEP) |
US |
AEP |
Electric-Integrate ... |
625,000 |
$19,556,250 |
$-3,368,750 |
-14.69 % |
Sold Some |
-100,000 |
-13.79 |
$539,000 |
| Analog Devices Inc (ADI) |
US |
ADI |
Semicon Compo-Intg ... |
550,000 |
$9,405,000 |
$-4,488,000 |
-32.30 % |
New Holding |
550,000 |
100.00 |
$-4,488,000 |
| Anheuser-Busch Cos Inc (BUD) |
US |
BUD |
Brewery |
None |
- |
- |
- % |
Sold All |
-425,000 |
-100.00 |
$-2,159,000 |
| Annaly Capital Management Inc (NLY) |
US |
NLY |
Reits-Mortgage |
None |
- |
- |
- % |
Sold All |
-2,000,000 |
-100.00 |
$-2,740,000 |
| Aon Corp (AOC) |
US |
AOC |
Insurance Brokers |
1,075,000 |
$48,697,500 |
$1,709,250 |
3.63 % |
No Change |
- |
- |
- |
| Applied Materials Inc (AMAT) |
US |
AMAT |
Semiconductor Equi ... |
None |
- |
- |
- % |
Sold All |
-1,175,000 |
-100.00 |
$5,933,750 |
| Avery Dennison Corp (AVY) |
US |
AVY |
Office Supplies An ... |
725,000 |
$22,547,500 |
$-8,990,000 |
-28.50 % |
Added More |
25,000 |
3.57 |
$-310,000 |
| Ball Corp (BLL) |
US |
BLL |
Containers-Metal/G ... |
1,100,000 |
$40,095,000 |
$-3,905,000 |
-8.87 % |
Added More |
75,000 |
7.31 |
$-266,250 |
| Boston Properties Inc (BXP) |
US |
BXP |
Reits-Office Prope ... |
138,300 |
$7,385,220 |
$-4,959,438 |
-40.17 % |
Added More |
13,300 |
10.64 |
$-476,938 |
| Capital One Financial Corp (COF) |
IT |
COF |
Super-Regional Ban ... |
None |
- |
- |
- % |
Sold All |
-550,000 |
-100.00 |
$5,274,500 |
| Cbs Corp (CBS) |
US |
CBS |
Television |
1,240,600 |
$8,262,396 |
$-9,478,184 |
-53.42 % |
Added More |
440,600 |
55.07 |
$-3,366,184 |
| Cigna Corp (CI) |
US |
CI |
Life/Health Insura ... |
523,100 |
$6,334,741 |
$-11,100,182 |
-63.66 % |
New Holding |
523,100 |
100.00 |
$-11,100,182 |
| Cme Group Inc (CME) |
US |
CME |
Finance-Other Serv ... |
43,300 |
$9,177,435 |
$-4,678,565 |
-33.76 % |
New Holding |
43,300 |
100.00 |
$-4,678,565 |
| Consol Energy Inc (CNX) |
US |
CNX |
Coal |
150,000 |
$4,345,500 |
$-1,257,000 |
-22.43 % |
New Holding |
150,000 |
100.00 |
$-1,257,000 |
| Crane Co (CR) |
US |
CR |
Diversified Manufa ... |
325,000 |
$4,816,500 |
$-4,387,500 |
-47.66 % |
No Change |
- |
- |
- |
| Csx Corp (CSX) |
US |
CSX |
Transport-Rail |
None |
- |
- |
- % |
Sold All |
-500,000 |
-100.00 |
$8,500,000 |
| Dell Inc (DELL) |
US |
DELL |
Computers |
1,500,000 |
$16,755,000 |
$-6,360,000 |
-27.51 % |
No Change |
- |
- |
- |
| Devon Energy Corp (DVN) |
US |
DVN |
Oil Comp-Explor An ... |
115,000 |
$8,319,100 |
$-1,814,700 |
-17.90 % |
New Holding |
115,000 |
100.00 |
$-1,814,700 |
| Dr Horton Inc (DHI) |
US |
DHI |
Bldg-Residential/C ... |
None |
- |
- |
- % |
Sold All |
-800,000 |
-100.00 |
$4,184,000 |
| Edison International (EIX) |
US |
EIX |
Electric-Integrate ... |
833,400 |
$27,835,560 |
$-5,092,074 |
-15.46 % |
Sold Some |
-66,600 |
-7.40 |
$406,926 |
| El Paso Corp (EP) |
US |
EP |
Pipelines |
None |
- |
- |
- % |
Sold All |
-2,450,000 |
-100.00 |
$9,457,000 |
| Energizer Holdings Inc (ENR) |
US |
ENR |
Batteries/Battery ... |
154,200 |
$6,695,364 |
$-5,924,364 |
-46.94 % |
New Holding |
154,200 |
100.00 |
$-5,924,364 |
| Ensco International Inc (ESV) |
US |
ESV |
Oil And Gas Drilli ... |
172,000 |
$5,574,520 |
$-3,696,280 |
-39.87 % |
New Holding |
172,000 |
100.00 |
$-3,696,280 |
| Equifax Inc (EFX) |
US |
EFX |
Commercial Serv-Fi ... |
1,275,000 |
$32,448,750 |
$-9,320,250 |
-22.31 % |
Added More |
50,000 |
4.08 |
$-365,500 |
| Euro Disney Sca (EUDSF.PK) |
FR |
EUDSF.PK |
Resorts/Theme Park ... |
600,000 |
$3,570,000 |
$-2,610,000 |
-42.23 % |
No Change |
- |
- |
- |
| Firstenergy Corp (FE) |
US |
FE |
Electric-Integrate ... |
475,000 |
$27,825,500 |
$-3,899,750 |
-12.29 % |
Sold Some |
-25,000 |
-5.00 |
$205,250 |
| Fortune Brands Inc (FO) |
US |
FO |
Consumer Products- ... |
400,000 |
$15,120,000 |
$-7,684,000 |
-33.69 % |
Added More |
250,000 |
166.66 |
$-4,802,500 |
| Franklin Resources Inc (BEN) |
US |
BEN |
Invest Mgmnt/Advis ... |
161,200 |
$9,792,900 |
$-3,715,660 |
-27.50 % |
New Holding |
161,200 |
100.00 |
$-3,715,660 |
| Freeport-Mcmoran Copper And Gold ... (FCX) |
US |
FCX |
Metal-Diversified |
300,000 |
$7,197,000 |
$-8,769,000 |
-54.92 % |
No Change |
- |
- |
- |
| Gap Incthe (GPS) |
US |
GPS |
Retail-Apparel/Sho ... |
1,600,000 |
$20,832,000 |
$-7,264,000 |
-25.85 % |
No Change |
- |
- |
- |
| Harman International Industries I ... (HAR) |
US |
HAR |
Audio/Video Produc ... |
None |
- |
- |
- % |
Sold All |
-350,000 |
-100.00 |
$6,373,500 |
| Hess Corp (HES) |
US |
HES |
Oil Comp-Integrate ... |
None |
- |
- |
- % |
Sold All |
-475,000 |
-100.00 |
$10,483,250 |
| Imation Corp (IMN) |
US |
IMN |
Computers-Memory D ... |
119,686 |
$1,589,430 |
$-1,040,071 |
-39.55 % |
Sold Some |
-930,314 |
-88.60 |
$8,084,429 |
| Infineon Technologies Ag (IFX) |
DE |
IFX |
Electronic Compo-S ... |
None |
- |
- |
- % |
Sold All |
-600,000 |
-100.00 |
$1,734,000 |
| Jc Penney Co Inc (JCP) |
US |
JCP |
Retail-Major Dept ... |
450,000 |
$8,545,500 |
$-6,322,500 |
-42.52 % |
No Change |
- |
- |
- |
| Kbr Inc (KBR) |
US |
KBR |
Engineering/R And ... |
801,500 |
$11,036,655 |
$-208,390 |
-1.85 % |
Added More |
151,500 |
23.30 |
$-39,390 |
| Kroger Cothe (KR) |
US |
KR |
Food-Retail |
600,000 |
$16,596,000 |
$498,000 |
3.09 % |
Sold Some |
-1,300,000 |
-68.42 |
$-1,079,000 |
| Lazard Ltd (LAZ) |
BM |
LAZ |
Finance-Invest Bnk ... |
700,000 |
$21,882,000 |
$-7,707,000 |
-26.04 % |
No Change |
- |
- |
- |
| Legg Mason Inc (LM) |
CL |
LM |
Invest Mgmnt/Advis ... |
800,000 |
$14,416,000 |
$-15,296,000 |
-51.48 % |
Added More |
75,000 |
10.34 |
$-1,434,000 |
| Lincoln National Corp (LNC) |
US |
LNC |
Life/Health Insura ... |
475,000 |
$6,521,750 |
$-13,523,250 |
-67.46 % |
Added More |
125,000 |
35.71 |
$-3,558,750 |
| Liz Claiborne Inc (LIZ) |
US |
LIZ |
Retail-Apparel/Sho ... |
881,000 |
$2,510,850 |
$-11,664,440 |
-82.28 % |
Added More |
229,900 |
35.30 |
$-3,043,876 |
| Marshall And Ilsley Corp (MI) |
US |
MI |
Commer Banks-Centr ... |
527,600 |
$8,151,420 |
$-1,345,380 |
-14.16 % |
Added More |
152,600 |
40.69 |
$-389,130 |
| Massey Energy Co (MEE) |
US |
MEE |
Coal |
200,000 |
$3,124,000 |
$-3,492,000 |
-52.78 % |
New Holding |
200,000 |
100.00 |
$-3,492,000 |
| Mgm Mirage (MGM) |
US |
MGM |
Casino Hotels |
650,000 |
$7,787,000 |
$-9,106,500 |
-53.90 % |
New Holding |
650,000 |
100.00 |
$-9,106,500 |
| Molson Coors Brewing Co (TAP) |
US |
TAP |
Brewery |
450,000 |
$20,011,500 |
$-144,000 |
-0.71 % |
No Change |
- |
- |
- |
| National Semiconductor Corp (NSM) |
US |
NSM |
Electronic Compo-S ... |
775,000 |
$8,525,000 |
$-3,797,500 |
-30.81 % |
Sold Some |
-25,000 |
-3.12 |
$122,500 |
| Ncr Corp (NCR) |
US |
NCR |
Computers-Integrat ... |
None |
- |
- |
- % |
Sold All |
-1,900,000 |
-100.00 |
$11,267,000 |
| New York Community Bancorp Inc (NYB) |
US |
NYB |
S And L/Thrifts-Ea ... |
322,200 |
$4,204,710 |
$-705,618 |
-14.37 % |
New Holding |
322,200 |
100.00 |
$-705,618 |
| Newmont Mining Corp (NEM) |
AU |
NEM |
Gold Mining |
300,000 |
$10,095,000 |
$-1,713,000 |
-14.50 % |
Sold Some |
-425,000 |
-58.62 |
$2,426,750 |
| Nstar (NST) |
US |
NST |
Electric-Integrate ... |
1,000,000 |
$35,500,000 |
$2,250,000 |
6.76 % |
No Change |
- |
- |
- |
| Omnicare Inc (OCR) |
US |
OCR |
Pharmacy Services |
2,100,000 |
$50,631,000 |
$-7,623,000 |
-13.08 % |
Sold Some |
-400,000 |
-16.00 |
$1,452,000 |
| Peoples Ltd (PPLL.PK) |
US |
PPLL.PK |
Commer Banks-Easte ... |
1,500,000 |
$79,425,000 |
$-6,075,000 |
-7.10 % |
New Holding |
1,500,000 |
100.00 |
$-6,075,000 |
| Pitney Bowes Inc (PBI) |
US |
PBI |
Office Automation ... |
250,000 |
$6,177,500 |
$-1,730,000 |
-21.87 % |
Sold Some |
-150,000 |
-37.50 |
$1,038,000 |
| Ppl Corp (PPL) |
US |
PPL |
Electric-Integrate ... |
300,000 |
$10,167,000 |
$-750,000 |
-6.87 % |
No Change |
- |
- |
- |
| Progressive Corpthe (PGR) |
US |
PGR |
Property/Casualty ... |
None |
- |
- |
- % |
Sold All |
-2,100,000 |
-100.00 |
$1,428,000 |
| Public Service Enterprise Group I ... (PEG) |
US |
PEG |
Electric-Integrate ... |
450,000 |
$13,905,000 |
$-585,000 |
-4.03 % |
Sold Some |
-400,000 |
-47.05 |
$520,000 |
| Questar Corp (STR) |
US |
STR |
Pipelines |
600,000 |
$19,314,000 |
$-3,486,000 |
-15.28 % |
Sold Some |
-250,000 |
-29.41 |
$1,452,500 |
| Radioshack Corp (RSH) |
US |
RSH |
Retail-Consumer El ... |
400,000 |
$3,940,000 |
$-2,956,000 |
-42.86 % |
New Holding |
400,000 |
100.00 |
$-2,956,000 |
| Renaissancere Holdings Ltd (RNR) |
US |
RNR |
Reinsurance |
600,000 |
$28,278,000 |
$1,158,000 |
4.26 % |
Added More |
25,000 |
4.34 |
$48,250 |
| Republic Services Inc (RSG) |
US |
RSG |
Non-Hazardous Wast ... |
400,000 |
$9,600,000 |
$-2,368,000 |
-19.78 % |
Sold Some |
-25,000 |
-5.88 |
$148,000 |
| Safeway Inc (SWY) |
US |
SWY |
Food-Retail |
1,409,600 |
$30,729,280 |
$-2,438,608 |
-7.35 % |
Added More |
259,600 |
22.57 |
$-449,108 |
| Schering-Plough Corp (SGP) |
US |
SGP |
Medical-Drugs |
None |
- |
- |
- % |
Sold All |
-1,000,000 |
-100.00 |
$700,000 |
| Sempra Energy (SRE) |
US |
SRE |
Gas-Distribution |
750,000 |
$35,002,500 |
$-3,127,500 |
-8.20 % |
Added More |
125,000 |
20.00 |
$-521,250 |
| Sun Microsystems Inc (JAVA) |
US |
JAVA |
Computers |
None |
- |
- |
- % |
Sold All |
-1,900,000 |
-100.00 |
$6,802,000 |
| Teradata Corp (TDC) |
US |
TDC |
Computers-Integrat ... |
1,725,000 |
$23,166,750 |
$-8,590,500 |
-27.05 % |
Added More |
50,000 |
2.98 |
$-249,000 |
| Unum Group (UNM) |
US |
UNM |
Life/Health Insura ... |
3,225,000 |
$48,052,500 |
$-29,670,000 |
-38.17 % |
Sold Some |
-25,000 |
-0.76 |
$230,000 |
| Viacom Inc (VIA) |
CH |
VIA |
Multimedia |
675,000 |
$11,866,500 |
$-4,104,000 |
-25.69 % |
Added More |
75,000 |
12.50 |
$-456,000 |
| Waste Management Inc (WMI) |
US |
WMI |
Non-Hazardous Wast ... |
None |
- |
- |
- % |
Sold All |
-1,400,000 |
-100.00 |
$3,220,000 |
| Weatherford International Ltd (WFT) |
BM |
WFT |
Oil-Field Services |
300,000 |
$3,831,000 |
$-3,084,000 |
-44.59 % |
New Holding |
300,000 |
100.00 |
$-3,084,000 |
| Ww Grainger Inc (GWW) |
US |
GWW |
Distribution/Whole ... |
600,000 |
$42,342,000 |
$-7,674,000 |
-15.34 % |
No Change |
- |
- |
- |
| Xerox Corp (XRX) |
US |
XRX |
Office Automation ... |
2,600,000 |
$18,174,000 |
$-10,556,000 |
-36.74 % |
Added More |
100,000 |
4.00 |
$-406,000 |
| Zimmer Holdings Inc (ZMH) |
US |
ZMH |
Medical Products |
156,900 |
$5,855,508 |
$-3,829,929 |
-39.54 % |
New Holding |
156,900 |
100.00 |
$-3,829,929 |
| Zions Bancorporation (ZB-A) |
US |
ZB-A |
Commer Banks-Weste ... |
481,000 |
|
|
% |
Added More |
281,000 |
140.50 |
|