| A C E (ACE) |
BE |
ACE |
Multi-Line Insuran ... |
275,922 |
$16,188,344 |
$284,200 |
1.78 % |
New Holding |
275,922 |
100.00 |
$284,200 |
| Alberto Culver Co (ACV) |
US |
ACV |
Cosmetics&Toiletri ... |
605,830 |
$15,830,338 |
$1,581,216 |
11.09 % |
New Holding |
605,830 |
100.00 |
$1,581,216 |
| Allegheny Energy Inc (AY6.BE) |
US |
AY6.BE |
Electric-Integrate ... |
181,490 |
$9,787,756 |
$5,445 |
0.05 % |
New Holding |
181,490 |
100.00 |
$5,445 |
| Allegheny Technologies Inc (ATD.BE) |
US |
ATD.BE |
Steel-Specialty |
94,690 |
$7,257,989 |
$994,245 |
15.87 % |
New Holding |
94,690 |
100.00 |
$994,245 |
| Amdocs (AOS.BE) |
GB |
AOS.BE |
Telecom Services |
542,230 |
$16,890,465 |
$-1,263,396 |
-6.95 % |
Added More |
12,070 |
2.27 |
$-28,123 |
| Ameren Corp (AEE) |
US |
AEE |
Electric-Integrate ... |
320,820 |
$14,408,026 |
$234,199 |
1.65 % |
New Holding |
320,820 |
100.00 |
$234,199 |
| Amylin Pharmaceuticals Inc (AMLN) |
US |
AMLN |
Therapeutics |
None |
- |
- |
- % |
Sold All |
-125,130 |
-100.00 |
$235,244 |
| Annaly Capital Management Inc (NLY) |
US |
NLY |
Reits-Mortgage |
271,870 |
$4,798,506 |
$-377,899 |
-7.30 % |
New Holding |
271,870 |
100.00 |
$-377,899 |
| Assured Guaranty Ltd (DHU.BE) |
BM |
DHU.BE |
Financial Guarante ... |
386,657 |
$8,985,909 |
$935,710 |
11.62 % |
No Change |
- |
- |
- |
| Autodesk Inc (ADSK) |
US |
ADSK |
Computer Aided Des ... |
None |
- |
- |
- % |
Sold All |
-170,370 |
-100.00 |
$434,444 |
| Avx Corp (AVX) |
US |
AVX |
Electronic Compo-M ... |
205,241 |
$2,657,871 |
$-34,891 |
-1.29 % |
Sold Some |
-168,009 |
-45.01 |
$28,562 |
| Barr Pharmaceuticals Inc (BRL) |
US |
BRL |
Medical-Generic Dr ... |
68,128 |
$2,913,153 |
$-607,702 |
-17.26 % |
New Holding |
68,128 |
100.00 |
$-607,702 |
| Bemis Co Inc (BMS) |
US |
BMS |
Containers-Paper/P ... |
289,850 |
$7,507,115 |
$202,895 |
2.77 % |
Added More |
126,880 |
77.85 |
$88,816 |
| Best Buy Inc (BBY) |
US |
BBY |
Retail-Consumer El ... |
None |
- |
- |
- % |
Sold All |
-203,550 |
-100.00 |
$403,029 |
| Brandywine Realty Trust (BDN) |
US |
BDN |
Reits-Office Prope ... |
20,470 |
$382,584 |
$19,447 |
5.35 % |
Sold Some |
-13,310 |
-39.40 |
$-12,645 |
| Brinker Intl Inc (EAT) |
US |
EAT |
Retail-Restaurants |
5,320 |
$105,070 |
$6,384 |
6.46 % |
New Holding |
5,320 |
100.00 |
$6,384 |
| Centex Corp (CTX) |
US |
CTX |
Bldg-Residential/C ... |
192,930 |
$3,675,317 |
$-1,414,177 |
-27.78 % |
New Holding |
192,930 |
100.00 |
$-1,414,177 |
| Cerner Corp (CERN) |
US |
CERN |
Medical Informatio ... |
None |
- |
- |
- % |
Sold All |
-56,410 |
-100.00 |
$362,152 |
| Champion Enterprises Inc (CHB) |
US |
CHB |
Bldg-Mobil Home/Mf ... |
405,220 |
$3,274,178 |
$-389,011 |
-10.61 % |
New Holding |
405,220 |
100.00 |
$-389,011 |
| Checkfree Corp (CKFR) |
US |
CKFR |
Internet Security |
None |
- |
- |
- % |
Sold All |
-743,780 |
-100.00 |
|
| Cheesecake Factory Inc (CAKE) |
US |
CAKE |
Retail-Restaurants |
284,580 |
$5,557,847 |
$-330,113 |
-5.60 % |
No Change |
- |
- |
- |
| Chesapeake Energy Corp (CHK) |
US |
CHK |
Oil Comp-Explor&Pr ... |
773,170 |
$40,630,084 |
$12,718,647 |
45.56 % |
Added More |
124,500 |
19.19 |
$2,048,025 |
| Circuit City Stores Inc (CC) |
US |
CC |
Retail-Consumer El ... |
None |
- |
- |
- % |
Sold All |
-319,560 |
-100.00 |
$-22,369 |
| Clear Channel Communicationsinc (CCU) |
US |
CCU |
Broadcast Serv/Pro ... |
None |
- |
- |
- % |
Sold All |
-167,030 |
-100.00 |
$-170,371 |
| Cms Energy Corp (CMS) |
US |
CMS |
Electric-Integrate ... |
1,684,760 |
$25,389,333 |
$-252,714 |
-0.98 % |
Added More |
276,600 |
19.64 |
$-41,490 |
| Cnx Gas Corp (CXG) |
US |
CXG |
Oil Comp-Explor&Pr ... |
404,666 |
$17,404,685 |
$5,908,124 |
51.39 % |
Sold Some |
-669,961 |
-62.34 |
$-9,781,431 |
| Coca Cola Enterprises (COX.BE) |
US |
COX.BE |
Beverages-Non-Alco ... |
280,960 |
$5,981,638 |
$-553,491 |
-8.46 % |
New Holding |
280,960 |
100.00 |
$-553,491 |
| Cognos Ag (COGN) |
DE |
COGN |
Decision Support S ... |
None |
- |
- |
- % |
Sold All |
-38,360 |
-100.00 |
$-9,590 |
| Conseco Inc (CNO) |
US |
CNO |
Life/Health Insura ... |
None |
- |
- |
- % |
Sold All |
-74,070 |
-100.00 |
$-74,070 |
| Constellation Energy Group Incmar ... (CEG) |
US |
CEG |
Electric-Integrate ... |
356,510 |
$30,595,688 |
$-1,315,522 |
-4.12 % |
Sold Some |
-78,900 |
-18.12 |
$291,141 |
| Cypress Semiconductor Corp (CY) |
US |
CY |
Semicon Compo-Intg ... |
None |
- |
- |
- % |
Sold All |
-411,970 |
-100.00 |
$-2,640,728 |
| D R Horton Inc (HO2.BE) |
US |
HO2.BE |
Bldg-Residential/C ... |
790,170 |
$10,453,949 |
$-845,482 |
-7.48 % |
New Holding |
790,170 |
100.00 |
$-845,482 |
| Diamond Offshore Drilling Inc (DO) |
US |
DO |
Oil&Gas Drilling |
None |
- |
- |
- % |
Sold All |
-45,030 |
-100.00 |
$-819,096 |
| Dover (DOV) |
BE |
DOV |
Diversified Manufa ... |
367,470 |
$19,185,609 |
$5,346,689 |
38.63 % |
Added More |
28,810 |
8.50 |
$419,186 |
| Dpl Inc (DPL) |
US |
DPL |
Electric-Integrate ... |
810,700 |
$23,129,271 |
$1,086,338 |
4.92 % |
Sold Some |
-19,760 |
-2.37 |
$-26,478 |
| Eaton Corp (ETN) |
US |
ETN |
Diversified Manufa ... |
None |
- |
- |
- % |
Sold All |
-85,960 |
-100.00 |
$-492,551 |
| Electronic Arts Inc (ERTS) |
US |
ERTS |
Entertainment Soft ... |
83,510 |
$4,036,873 |
$93,531 |
2.37 % |
New Holding |
83,510 |
100.00 |
$93,531 |
| Fortune Brands Inc (FO) |
US |
FO |
Consumer Products- ... |
None |
- |
- |
- % |
Sold All |
-144,780 |
-100.00 |
$-207,035 |
| Hanesbrands Inc (HBI) |
US |
HBI |
Retail-Apparel/Sho ... |
341,660 |
$11,312,363 |
$3,300,436 |
41.19 % |
New Holding |
341,660 |
100.00 |
$3,300,436 |
| Herbalife Ltd (HLF) |
KY |
HLF |
Vitamins&Nutrition ... |
744,357 |
$29,082,028 |
$-208,420 |
-0.71 % |
New Holding |
744,357 |
100.00 |
$-208,420 |
| Hni Corp (HNI) |
US |
HNI |
Office Furnishings ... |
None |
- |
- |
- % |
Sold All |
-343,880 |
-100.00 |
$2,352,139 |
| Hospira Inc (HSP) |
US |
HSP |
Drug Delivery Syst ... |
540,860 |
$21,488,368 |
$-91,946 |
-0.42 % |
Added More |
155,580 |
40.38 |
$-26,449 |
| Jds Uniphase Corp (JDSU) |
US |
JDSU |
Telecom Eq Fiber O ... |
716,804 |
$8,343,599 |
$1,132,550 |
15.70 % |
Sold Some |
-1,709,460 |
-70.45 |
$-2,700,947 |
| Kohls Corp (KHP.BE) |
US |
KHP.BE |
Retail-Regnl Dept ... |
1,820 |
$80,772 |
$3,713 |
4.81 % |
New Holding |
1,820 |
100.00 |
$3,713 |
| Kroger Co (KR) |
US |
KR |
Food-Retail |
6,990 |
$188,450 |
$11,603 |
6.56 % |
New Holding |
6,990 |
100.00 |
$11,603 |
| Leap Wireless Intl Inc (LEAP) |
US |
LEAP |
Cellular Telecom |
520,960 |
$31,731,674 |
$11,440,282 |
56.37 % |
New Holding |
520,960 |
100.00 |
$11,440,282 |
| Liz Claiborne Inc (LIZ) |
US |
LIZ |
Retail-Apparel/Sho ... |
503,680 |
$8,335,904 |
$-1,783,027 |
-17.62 % |
New Holding |
503,680 |
100.00 |
$-1,783,027 |
| Maxim Integrated Prods Inc (MXIM) |
US |
MXIM |
Semicon Compo-Intg ... |
879,740 |
$15,650,575 |
$-1,302,015 |
-7.68 % |
Added More |
27,350 |
3.20 |
$-40,478 |
| Mbia Inc (MBJ.BE) |
US |
MBJ.BE |
Financial Guarante ... |
None |
- |
- |
- % |
Sold All |
-90,660 |
-100.00 |
$588,383 |
| Millipore Corp (MIL) |
US |
MIL |
Medical-Biomedical ... |
145,540 |
$10,758,317 |
$1,068,264 |
11.02 % |
Sold Some |
-122,870 |
-45.77 |
$-901,866 |
| Mosaic Co (MOS) |
US |
MOS |
Agricultural Chemi ... |
None |
- |
- |
- % |
Sold All |
-211,650 |
-100.00 |
$-6,023,559 |
| Nvr Inc (NVE.BE) |
US |
NVE.BE |
Bldg-Residential/C ... |
4,040 |
$2,184,105 |
$-204,949 |
-8.57 % |
New Holding |
4,040 |
100.00 |
$-204,949 |
| Omnicom Group Inc (OMC) |
US |
OMC |
Advertising Agenci ... |
None |
- |
- |
- % |
Sold All |
-38,460 |
-100.00 |
$-163,840 |
| Packaging Corp Amer (PKG) |
US |
PKG |
Containers-Paper/P ... |
154,690 |
$3,827,031 |
$58,782 |
1.55 % |
New Holding |
154,690 |
100.00 |
$58,782 |
| Pactiv Corp (PTV) |
US |
PTV |
Containers-Paper/P ... |
5,500 |
$129,305 |
$-17,545 |
-11.94 % |
New Holding |
5,500 |
100.00 |
$-17,545 |
| Partnerre Ltd (PRE) |
BM |
PRE |
Reinsurance |
33,210 |
$2,446,249 |
$-90,995 |
-3.58 % |
Sold Some |
-35,490 |
-51.65 |
$97,243 |
| Polo Ralph Lauren Corp (RL) |
US |
RL |
Retail-Apparel/Sho ... |
68,000 |
$4,048,040 |
$23,120 |
0.57 % |
New Holding |
68,000 |
100.00 |
$23,120 |
| Protective Life Corp (PL) |
US |
PL |
Life/Health Insura ... |
370,500 |
$15,142,335 |
$1,270,815 |
9.16 % |
Sold Some |
-107,230 |
-22.44 |
$-367,799 |
| Pulte Homes Inc (PHM) |
US |
PHM |
Bldg-Residential/C ... |
10,840 |
$133,549 |
$-8,455 |
-5.95 % |
Sold Some |
-873,290 |
-98.77 |
$681,166 |
| Quest Diagnostics Inc (DGX) |
US |
DGX |
Medical Labs&Testi ... |
287,353 |
$14,465,350 |
$379,306 |
2.69 % |
Sold Some |
-75,997 |
-20.91 |
$-100,316 |
| Questar Corp (STR) |
US |
STR |
Pipelines |
None |
- |
- |
- % |
Sold All |
-70,020 |
-100.00 |
$-1,177,036 |
| Robert Half Intl Inc (RHI) |
US |
RHI |
Human Resources |
514,660 |
$12,259,201 |
$257,330 |
2.14 % |
New Holding |
514,660 |
100.00 |
$257,330 |
| Ross Stores Inc (ROST) |
US |
ROST |
Retail-Apparel/Sho ... |
None |
- |
- |
- % |
Sold All |
-385,520 |
-100.00 |
$-3,434,983 |
| Royal Caribbean Cruises Ltd (RCL) |
LR |
RCL |
Cruise Lines |
None |
- |
- |
- % |
Sold All |
-363,640 |
-100.00 |
$3,469,126 |
| Ryland Group Inc (RYL) |
US |
RYL |
Bldg-Residential/C ... |
None |
- |
- |
- % |
Sold All |
-143,480 |
-100.00 |
$288,395 |
| Safeway Inc (SWY) |
US |
SWY |
Food-Retail |
772,550 |
$23,585,952 |
$-432,628 |
-1.80 % |
Added More |
285,150 |
58.50 |
$-159,684 |
| Seagate Technology (STX) |
US |
STX |
Computers-Memory D ... |
None |
- |
- |
- % |
Sold All |
-894,110 |
-100.00 |
$286,115 |
| Sealed Air Corp (SEE) |
US |
SEE |
Containers-Paper/P ... |
4,610 |
$107,736 |
$553 |
0.51 % |
New Holding |
4,610 |
100.00 |
$553 |
| Slm Corp (ISM) |
US |
ISM |
- |
234,190 |
$4,402,772 |
$149,882 |
3.52 % |
New Holding |
234,190 |
100.00 |
$149,882 |
| Smithfield Foods Inc (SFD) |
US |
SFD |
Food-Meat Products |
878,943 |
$26,561,657 |
$5,071,501 |
23.59 % |
New Holding |
878,943 |
100.00 |
$5,071,501 |
| Southwestern Energy Co (SWN) |
US |
SWN |
Oil Comp-Explor&Pr ... |
203,920 |
$9,186,596 |
$-1,223,520 |
-11.75 % |
Sold Some |
-45,930 |
-18.38 |
$275,580 |
| Stanley Works (SWK) |
CH |
SWK |
Tools-Hand Held |
None |
- |
- |
- % |
Sold All |
-160,450 |
-100.00 |
$-280,788 |
| Staples Inc (SPLS) |
US |
SPLS |
Retail-Office Supp ... |
318,950 |
$7,230,597 |
$38,274 |
0.53 % |
Added More |
113,100 |
54.94 |
$13,572 |
| Supervalu Inc (SVU) |
US |
SVU |
Food-Wholesale/Dis ... |
10,490 |
$354,667 |
$48,149 |
15.70 % |
Sold Some |
-391,760 |
-97.39 |
$-1,798,178 |
| Timken Co (TKR) |
US |
TKR |
Metal Processors&F ... |
None |
- |
- |
- % |
Sold All |
-239,910 |
-100.00 |
$-2,056,029 |
| United Rentals Inc (URI) |
US |
URI |
Rental Auto/Equipm ... |
None |
- |
- |
- % |
Sold All |
-164,980 |
-100.00 |
$-537,835 |
| Urban Outfitters Inc (URBN) |
US |
URBN |
Retail-Apparel/Sho ... |
13,190 |
$392,139 |
$35,481 |
9.94 % |
New Holding |
13,190 |
100.00 |
$35,481 |
| Us Airways Group Inc (LCC) |
US |
LCC |
Airlines |
238,474 |
$996,821 |
$-1,934,024 |
-65.98 % |
Sold Some |
-185,356 |
-43.73 |
$1,503,237 |
| Weatherford International Ltd (WFT) |
BM |
WFT |
Oil-Field Services |
245,200 |
$20,714,496 |
$5,602,820 |
37.07 % |
New Holding |
245,200 |
100.00 |
$5,602,820 |
| Winn Dixie Stores Inc (WINN) |
US |
WINN |
Food-Retail |
2,960 |
$52,510 |
$622 |
1.19 % |
New Holding |
2,960 |
100.00 |
$622 |