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 Fund Type: INSTITUTION Report Date: 2008-08-12 Current Value: $438,374,665 Total Performance: -4.19 %
 
Worst Move: Ellington Management Group Llc potentially lost $-3,215,940 on changes made with Microsoft Corp (MSFT) buying shares when price went down.
Best Move: Ellington Management Group Llc potentially made $2,286,200 on changes made with Ambac Finl Group Inc (ABK) buying shares when price went up.
Good Save: Ellington Management Group Llc potentially saved $4,863,360 on changes made with Valmont Inds Inc (VMI) selling shares when price went down.
Missed Move: Ellington Management Group Llc potentially missed $-1,907,520 on changes made with Amr Corp(AAR) selling shares when price went up.
 
 
   

Ellington Management Group Llc Details

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Stock Country Symbol Industry Current Shares Current Value Value Chng. Return Activity Shares Chng. Shares Chg.% Results
99 Cents Only Stores (NDN) US NDN Retail-Discount None - - - % Sold All -14,000 -100.00 $-20,300
Abbott Labs (ABT) US ABT Medical-Drugs None - - - % Sold All -8,000 -100.00 $14,960
Accenture (XET.BE) FR XET.BE Consulting Service ... 30,100 $1,157,947 $-90,300 -7.23 % Added More 3,100 11.48 $-9,300
Acme Packet Inc (APKT) US APKT Networking Product ... 18,700 $112,200 $-187 -0.16 % New Holding 18,700 100.00 $-187
Actuant Corp (PW9.BE) US PW9.BE Diversified Manufa ... 18,600 $548,886 $-45,198 -7.60 % Added More 8,600 86.00 $-20,898
Actuate Corp (ACTU) US ACTU Applications Softw ... None - - - % Sold All -12,000 -100.00 $5,520
Acxiom Corp (ACXM) US ACXM Data Processing/Mg ... 74,200 $1,052,156 $4,452 0.42 % Added More 8,200 12.42 $492
Adaptec Inc (ADPT) US ADPT Networking Product ... 18,400 $67,528 $-9,384 -12.20 % New Holding 18,400 100.00 $-9,384
Adobe Sys Inc (ADBE) US ADBE Electronic Forms None - - - % Sold All -11,000 -100.00 $51,810
Adolor Corp (ADLR) US ADLR Medical-Drugs 11,900 $36,414 $-3,808 -9.46 % Sold Some -14,100 -54.23 $4,512
Adtran Inc (ADTN) US ADTN Telecommunication ... 8,400 $175,812 $-23,268 -11.68 % New Holding 8,400 100.00 $-23,268
Advance Amer Cash Advance Ctrsinc (FZF.BE) US FZF.BE Commercial Serv-Fi ... 30,600 $148,104 $-24,480 -14.18 % New Holding 30,600 100.00 $-24,480
Advance Auto Pts Inc (AWN.BE) US AWN.BE Retail-Auto Parts 8,000 $340,080 $-8,320 -2.38 % Sold Some -11,000 -57.89 $11,440
Advanced Analogic Technologiesinc (AATI) US AATI Electronic Compo-S ... 15,300 $63,495 $-12,699 -16.66 % New Holding 15,300 100.00 $-12,699
Advanced Energy Inds Inc (AEIS) US AEIS Power Conv/Supply ... 22,600 $332,446 $-22,826 -6.42 % New Holding 22,600 100.00 $-22,826
Aeropostale (AO5.BE) US AO5.BE Retail-Apparel/Sho ... None - - - % Sold All -22,000 -100.00 $21,340
Affiliated Computer Svcs Inc (AJVA.BE) US AJVA.BE Computer Services None - - - % Sold All -11,000 -100.00 $-19,690
Aflac Inc (AFL) US AFL Life/Health Insura ... 3,200 $184,576 $6,272 3.51 % New Holding 3,200 100.00 $6,272
Agco Corp (AGJ.BE) US AGJ.BE Machinery-Farm None - - - % Sold All -14,000 -100.00 $57,260
Agilent Technologies Inc (A) US A Electronic Measur ... 6,000 $196,740 $-25,080 -11.30 % New Holding 6,000 100.00 $-25,080
Aircastle Ltd (G7V.BE) BM G7V.BE Transport-Equip&Le ... 118,600 $1,550,102 $-74,718 -4.59 % New Holding 118,600 100.00 $-74,718
Airtran Hldgs Inc (AHN.BE) US AHN.BE Airlines None - - - % Sold All -27,000 -100.00 $16,740
Ak Stl Hldg Corp (AKS) US AKS Steel-Producers None - - - % Sold All -13,000 -100.00 $132,600
Alcoa Inc (AA) US AA Metal-Aluminum None - - - % Sold All -15,000 -100.00 $39,900
Alliance One Intl Inc (DM8.BE) US DM8.BE Tobacco 80,300 $316,382 $-31,317 -9.00 % Sold Some -81,700 -50.43 $31,863
Alliant Techsystems Inc (AD9.BE) US AD9.BE Aerospace/Defense- ... 3,900 $405,951 $1,872 0.46 % New Holding 3,900 100.00 $1,872
Allos Therapeutics Inc (ALTH) US ALTH Therapeutics 14,100 $122,529 $-15,510 -11.23 % New Holding 14,100 100.00 $-15,510
Almost Family Inc (YCR.BE) US YCR.BE Medical-Outptnt/Ho ... 7,500 $283,875 $-44,400 -13.52 % New Holding 7,500 100.00 $-44,400
Altera Corp (ALTR) US ALTR Electronic Compo-S ... 16,100 $333,592 $-49,910 -13.01 % New Holding 16,100 100.00 $-49,910
Altra Hldgs Inc (AIMC) US AIMC Machinery-General ... 10,100 $174,730 $6,767 4.02 % New Holding 10,100 100.00 $6,767
Altus Pharmaceuticals Inc (ALTU) US ALTU Therapeutics None - - - % Sold All -10,000 -100.00 $10,300
Ambac Finl Group Inc (ABK) US ABK Financial Guarante ... 513,000 $4,370,760 $2,359,800 117.34 % Added More 497,000 3106.25 $2,286,200
America Movil S A De C V (AMX) US AMX Cellular Telecom 597,500 $29,641,975 $860,400 2.98 % Added More 233,500 64.14 $336,240
American Finl Group Inc Ohio (QFI.BE) US QFI.BE Multi-Line Insuran ... 12,800 $367,232 $256 0.06 % New Holding 12,800 100.00 $256
American Oil And Gas Inc Nev (AEZ) US AEZ Oil Comp-Explor&Pr ... 14,700 $37,926 $-1,617 -4.08 % New Holding 14,700 100.00 $-1,617
American Superconductor Corp (AMSC) US AMSC Superconductor Pro ... 5,900 $128,797 $-29,382 -18.57 % New Holding 5,900 100.00 $-29,382
Americas Car Mart Inc (CRMT) US CRMT Retail-Automobile 48,100 $1,023,087 $85,137 9.07 % New Holding 48,100 100.00 $85,137
Ameron Intl Corp (AMN) US AMN Diversified Manufa ... 7,400 $803,048 $-139,342 -14.78 % New Holding 7,400 100.00 $-139,342
Amr Corp (AAR) US AAR - 42,800 $709,196 $25,680 3.75 % Sold Some -3,179,200 -98.67 $-1,907,520
Apache (APA.BE) FR APA.BE Oil Comp-Explor&Pr ... 4,000 $439,640 $23,560 5.66 % New Holding 4,000 100.00 $23,560
App Pharmaceuticals Inc (6AP.BE) US 6AP.BE Medical-Drugs 10,500 $246,960 $1,470 0.59 % New Holding 10,500 100.00 $1,470
Aquila (ALAQU.PA) FR ALAQU.PA - 20,400 $131,172 $-5,712 -4.17 % New Holding 20,400 100.00 $-5,712
Aracruz Celulose Sa (ARA) BR ARA Paper&Related Prod ... 4,400 $235,488 $-31,152 -11.68 % New Holding 4,400 100.00 $-31,152
Arch Capital Group Ltd (ACGL) BM ACGL Property/Casualty ... None - - - % Sold All -6,000 -100.00 $-5,340
Arch Coal Inc (ACI) US ACI Coal 3,000 $129,870 $-7,260 -5.29 % New Holding 3,000 100.00 $-7,260
Armstrong World Inds Inc (AWI) US AWI Bldg&Construct Pro ... None - - - % Sold All -30,000 -100.00 $-2,700
Arqule Inc (ARQL) US ARQL Medical-Biomedical ... 17,200 $62,092 $4,472 7.76 % New Holding 17,200 100.00 $4,472
Aruba Networks Inc (ARUN) US ARUN Wireless Equipment 13,200 $66,132 $-18,216 -21.59 % New Holding 13,200 100.00 $-18,216
Ashland Inc (ASH) US ASH Chemicals-Specialt ... 6,800 $256,088 $-9,452 -3.55 % New Holding 6,800 100.00 $-9,452
Asiainfo Hldgs Inc (ASIA) US ASIA Internet Infrastr ... None - - - % Sold All -58,000 -100.00 $117,160
Asml Holding N V (ASML) US ASML Semiconductor Equi ... None - - - % Sold All -15,000 -100.00 $44,100
Asta Fdg Inc (ASFI) US ASFI Finance-Consumer L ... 42,100 $351,956 $-1,684 -0.47 % New Holding 42,100 100.00 $-1,684
Atlas Air Worldwide Hldgs Inc (AAWW) US AAWW Transport-Air Frei ... None - - - % Sold All -11,000 -100.00 $1,760
Atp Oil And Gas Corp (ATPG) US ATPG Oil Comp-Explor&Pr ... None - - - % Sold All -7,000 -100.00 $3,780
Au Optronics Corp (AUO) US AUO Electronic Compo-M ... 70,600 $754,714 $-131,316 -14.82 % Added More 9,600 15.73 $-17,856
Autodesk Inc (ADSK) US ADSK Computer Aided Des ... None - - - % Sold All -9,000 -100.00 $5,580
Automatic Data Processing Inc (ADP) US ADP Commercial Serv-Fi ... 6,500 $287,040 $-6,760 -2.30 % New Holding 6,500 100.00 $-6,760
Autozone Inc (AZO) US AZO Retail-Auto Parts 3,800 $525,122 $6,004 1.15 % New Holding 3,800 100.00 $6,004
Auxilium Pharmaceuticals Inc (AUXL) US AUXL Medical-Drugs None - - - % Sold All -10,000 -100.00 $32,800
Azz Inc (AZZ) US AZZ Diversified Manufa ... 23,900 $900,791 $-160,130 -15.09 % Sold Some -342,100 -93.46 $2,292,070
Babcock And Brown Air Ltd (FLY) US FLY Transport-Equip&Le ... 21,600 $255,096 $-36,504 -12.51 % New Holding 21,600 100.00 $-36,504
Baldor Elec Co (BEZ) US BEZ Machinery-Electric ... 7,500 $257,625 $-22,425 -8.00 % New Holding 7,500 100.00 $-22,425
Ballard Power Systems Inc (BLDP) CA BLDP Energy-Alternate S ... None - - - % Sold All -12,000 -100.00 $-840
Bank Amer Corp (BAC) US BAC Super-Regional Ban ... 34,300 $1,105,489 $37,730 3.53 % New Holding 34,300 100.00 $37,730
Bank Of The Ozarks Inc (OZRK) US OZRK Commer Banks-South ... 25,700 $648,154 $46,003 7.63 % New Holding 25,700 100.00 $46,003
Barr Pharmaceuticals Inc (BRL) US BRL Medical-Generic Dr ... 7,500 $507,150 $6,900 1.37 % New Holding 7,500 100.00 $6,900
Barrett Bill Corp (BBG) US BBG - 6,800 $234,736 $-22,576 -8.77 % Sold Some -1,200 -15.00 $3,984
Barrick Gold Corporation (BHCXF.PK) CA BHCXF.PK Gold Mining 7,500 $141,450 $-7,575 -5.08 % Added More 1,500 25.00 $-1,515
Beacon Roofing Supply Inc (BECN) US BECN Distribution/Whole ... 11,700 $184,977 $11,466 6.60 % New Holding 11,700 100.00 $11,466
Bebe Stores Inc (BEBE) US BEBE Retail-Apparel/Sho ... None - - - % Sold All -11,000 -100.00 $10,230
Berry Pete Co (BRY) US BRY Oil Comp-Explor&Pr ... 7,200 $266,400 $-24,912 -8.55 % Sold Some -12,800 -64.00 $44,288
Bidz Com Inc (BIDZ) US BIDZ E-Commerce/Product ... 28,400 $252,476 $-40,044 -13.68 % New Holding 28,400 100.00 $-40,044
Big Lots Inc (BIG) US BIG Retail-Discount 7,700 $237,930 $-22,946 -8.79 % Sold Some -33,300 -81.21 $99,234
Biomarin Pharmaceutical Inc (BMRN) US BMRN Therapeutics None - - - % Sold All -16,000 -100.00 $8,160
Bjs Whsl Club Inc (BJ) US BJ Retail-Discount None - - - % Sold All -16,000 -100.00 $42,720
Black Box Corp (BBOX) US BBOX Networking Product ... 19,800 $695,970 $17,424 2.56 % New Holding 19,800 100.00 $17,424
Black Hills Corp (BKH) US BKH Electric-Integrate ... None - - - % Sold All -16,000 -100.00 $19,680
Block H And R Inc (HRB.BE) US HRB.BE Commercial Serv-Fi ... 53,400 $1,265,580 $-86,508 -6.39 % New Holding 53,400 100.00 $-86,508
Boardwalk Pipeline Partners Lp (BWP) US BWP Pipelines None - - - % Sold All -9,000 -100.00 $4,860
Boeing Co (BA) US BA Aerospace/Defense 5,300 $333,317 $-16,112 -4.61 % New Holding 5,300 100.00 $-16,112
Borgwarner Inc (BWA) US BWA Auto/Trk Prts&Equi ... 4,800 $187,200 $-16,224 -7.97 % Sold Some -200 -4.00 $676
Boston Beer Inc (SAM) US SAM Brewery None - - - % Sold All -9,000 -100.00 $24,210
Boston Scientific Corp (BSX) US BSX Medical Instrument ... 18,900 $237,573 $-12,474 -4.98 % New Holding 18,900 100.00 $-12,474
Bowne And Co Inc (BNE) US BNE Printing-Commercia ... None - - - % Sold All -26,000 -100.00 $-1,300
Bp Plc (BP) DE BP Oil Comp-Integrate ... 12,800 $691,584 $-88,832 -11.38 % New Holding 12,800 100.00 $-88,832
Brady Corp (BRC) US BRC Identification Sys ... 18,200 $629,356 $-92,820 -12.85 % New Holding 18,200 100.00 $-92,820
Brasil Telecom Participacoes Sa (BRP) BR BRP Telephone-Integrat ... 3,200 $179,072 $-34,240 -16.05 % New Holding 3,200 100.00 $-34,240
Briggs And Stratton Corp (BGG) US BGG Engines-Internal C ... 22,200 $344,988 $12,210 3.66 % New Holding 22,200 100.00 $12,210
Brinker Intl Inc (EAT) US EAT Retail-Restaurants None - - - % Sold All -12,000 -100.00 $20,280
Bristol Myers Squibb Co (BRM.BE) US BRM.BE Medical-Drugs 13,400 $285,688 $-14,338 -4.77 % New Holding 13,400 100.00 $-14,338
Broadcom Corp (BRCM) US BRCM Electronic Compo-S ... None - - - % Sold All -10,000 -100.00 $42,200
Broadridge Finl Solutions Inc (BR) US BR Data Processing/Mg ... 14,300 $274,131 $-15,301 -5.28 % New Holding 14,300 100.00 $-15,301
Brocade Communications Sys Inc (BRCD) US BRCD Computers-Integrat ... 35,200 $249,920 $-4,576 -1.79 % New Holding 35,200 100.00 $-4,576
Bruker Corporation (BRKR) US BRKR Medical Instrument ... None - - - % Sold All -32,000 -100.00 $-33,280
Brunswick Corp (BC) US BC Leisure&Rec Produc ... 38,600 $528,434 $-47,092 -8.18 % New Holding 38,600 100.00 $-47,092
Buckle Inc (BK2.BE) US BK2.BE Retail-Apparel/Sho ... None - - - % Sold All -12,000 -100.00 $-94,800
Buffalo Wild Wings Inc (BWLD) US BWLD Retail-Restaurants 10,000 $379,800 $5,700 1.52 % New Holding 10,000 100.00 $5,700
Bunge Limited (BG) BM BG Agricultural Opera ... 2,300 $189,727 $-27,646 -12.71 % Sold Some -128,700 -98.24 $1,546,974
C And D Technologies Inc (CHP) US CHP Power Conv/Supply ... 30,300 $225,129 $-9,090 -3.88 % New Holding 30,300 100.00 $-9,090
C D I Corp (CDD.BE) US CDD.BE Human Resources None - - - % Sold All -8,000 -100.00 $4,400
Ca Inc (CA) US CA Enterprise Softwar ... 23,300 $514,930 $-49,396 -8.75 % New Holding 23,300 100.00 $-49,396
Cabot Oil And Gas Corp (COG) US COG Oil Comp-Explor&Pr ... 3,100 $121,520 $-8,029 -6.19 % Sold Some -8,900 -74.16 $23,051
Cadence Design Sys Inc (CDNS) US CDNS Electronic Design ... None - - - % Sold All -12,000 -100.00 $-9,600
Cal Maine Foods Inc (CALM) US CALM Food-Misc/Diversif ... 23,100 $808,962 $-185,031 -18.61 % New Holding 23,100 100.00 $-185,031
Callaway Golf Co (ELY) US ELY Golf None - - - % Sold All -16,000 -100.00 $5,440
Cameron Intl Corp (CAM) US CAM Oil Field Mach&Equ ... None - - - % Sold All -6,000 -100.00 $10,680
Canadian Natural Resources Ltd (CNQ) CA CNQ Oil Comp-Explor&Pr ... None - - - % Sold All -7,000 -100.00 $-28,840
Canadian Solar Inc (CSIQ) CA CSIQ Energy-Alternate S ... None - - - % Sold All -25,000 -100.00 $77,250
Capitalsource Inc (CAU.BE) US CAU.BE Reits-Diversified None - - - % Sold All -23,000 -100.00 $-4,140
Carpenter Technology Corp (XTY.BE) US XTY.BE Steel-Producers None - - - % Sold All -6,000 -100.00 $23,100
Carter Inc (CRI) US CRI Apparel Manufactur ... None - - - % Sold All -65,000 -100.00 $-25,350
Caseys Gen Stores Inc (CASY) US CASY Retail-Convenience ... 15,700 $455,771 $13,031 2.94 % New Holding 15,700 100.00 $13,031
Cash Amer Intl Inc (CSH) US CSH Retail-Pawn Shops None - - - % Sold All -33,000 -100.00 $38,940
Cathay Gen Bancorp (CATY) US CATY Commer Banks-Weste ... 16,600 $362,212 $-7,636 -2.06 % New Holding 16,600 100.00 $-7,636
Cato Corp (CTR) US CTR Retail-Apparel/Sho ... 16,300 $292,911 $3,423 1.18 % New Holding 16,300 100.00 $3,423
Cavium Networks Inc (DQD.BE) US DQD.BE Electronic Compo-S ... None - - - % Sold All -11,000 -100.00 $39,710
Cbrl Group Inc (CBRL) US CBRL Retail-Restaurants 10,500 $292,320 $-10,815 -3.56 % New Holding 10,500 100.00 $-10,815
Cec Entmt Inc (CEC) US CEC Retail-Restaurants 7,700 $269,269 $-19,481 -6.74 % New Holding 7,700 100.00 $-19,481
Cedar Shopping Ctrs Inc (CDR) US CDR Reits-Shopping Cen ... 22,200 $289,044 $-3,108 -1.06 % New Holding 22,200 100.00 $-3,108
Celanese Ag (CE) CH CE Chemicals-Diversif ... 4,900 $171,990 $-18,767 -9.83 % New Holding 4,900 100.00 $-18,767
Celestica Inc (CLS) CA CLS Electronic Compo-M ... 34,000 $258,400 $-31,620 -10.90 % New Holding 34,000 100.00 $-31,620
Central Pac Finl Corp (CPF) US CPF Commer Banks-Weste ... 12,500 $152,625 $-875 -0.57 % New Holding 12,500 100.00 $-875
Century Alum Co (CENX) US CENX Metal-Aluminum None - - - % Sold All -4,000 -100.00 $22,920
Centurytel Inc (CYT.BE) US CYT.BE Telephone-Integrat ... 36,600 $1,410,930 $9,150 0.65 % New Holding 36,600 100.00 $9,150
Cenveo Inc (W9U.BE) US W9U.BE Printing-Commercia ... None - - - % Sold All -27,000 -100.00 $2,700
Cepheid (XEP.BE) US XEP.BE Medical Instrument ... None - - - % Sold All -23,000 -100.00 $60,030
Chart Inds Inc (GTLS) US GTLS Machinery-General ... 9,100 $347,165 $-88,452 -20.30 % New Holding 9,100 100.00 $-88,452
Cheesecake Factory Inc (CAKE) US CAKE Retail-Restaurants 77,600 $1,195,040 $-118,728 -9.03 % New Holding 77,600 100.00 $-118,728
Cheniere Energy Inc (LNG) US LNG Oil Refining&Marke ... 121,800 $378,798 $-82,824 -17.94 % New Holding 121,800 100.00 $-82,824
Chevron Corp (CHV.BE) US CHV.BE Oil Comp-Integrate ... 2,800 $226,380 $-9,352 -3.96 % New Holding 2,800 100.00 $-9,352
Chicos Fas Inc (YC8.BE) US YC8.BE Retail-Apparel/Sho ... 109,400 $671,716 $117,058 21.10 % New Holding 109,400 100.00 $117,058
Childrens Pl Retail Stores Inc (PLCE) US PLCE Retail-Apparel/Sho ... 18,800 $775,500 $85,540 12.39 % New Holding 18,800 100.00 $85,540
China Architectural Engr Inc (RCH) US RCH Bldg&Construct Pro ... 30,000 % New Holding 30,000 100.00
China Fire And Sec Group Inc (CFSG) US CFSG Miscellaneous Manu ... 13,300 $138,453 $-17,423 -11.17 % New Holding 13,300 100.00 $-17,423
China Medical Technologies Inc (CMED) KY CMED Medical Products None - - - % Sold All -8,000 -100.00 $47,120
China Mobile Hong Kong Ltd (CHL) US CHL Cellular Telecom None - - - % Sold All -5,000 -100.00 $28,950
China Techfaith Wireless Communic ... (CNTF) US CNTF Wireless Equipment None - - - % Sold All -30,000 -100.00 $47,400
Christopher And Banks Corp (CBK) US CBK Retail-Apparel/Sho ... 46,100 $471,142 $-3,688 -0.77 % New Holding 46,100 100.00 $-3,688
Ciena Corp (CIEN) US CIEN Telecom Eq Fiber O ... 32,400 $409,536 $-165,240 -28.74 % New Holding 32,400 100.00 $-165,240
Cigna Corp (CI) US CI Life/Health Insura ... None - - - % Sold All -6,000 -100.00 $11,580
Cimarex Energy Co (ENY.BE) US ENY.BE Oil Comp-Explor&Pr ... 5,800 $287,622 $-3,190 -1.09 % New Holding 5,800 100.00 $-3,190
Circuit City Stores Inc (CC) US CC Retail-Consumer El ... 258,100 $461,999 $-2,581 -0.55 % New Holding 258,100 100.00 $-2,581
Cirrus Logic Inc (CRUS) US CRUS Semicon Compo-Intg ... 32,200 $182,252 $-5,474 -2.91 % New Holding 32,200 100.00 $-5,474
City Hldg Co (CHCO) US CHCO Commer Banks-South ... 6,900 $292,974 $-25,116 -7.89 % New Holding 6,900 100.00 $-25,116
Cleveland Cliffs Inc (CLF) US CLF Metal-Iron 3,300 $271,029 $-15,312 -5.34 % New Holding 3,300 100.00 $-15,312
Cms Energy Corp (CMS) US CMS Electric-Integrate ... 13,300 $177,422 $-1,729 -0.96 % New Holding 13,300 100.00 $-1,729
Cognex Corp (CGNX) US CGNX Industrial Automat ... 9,500 $184,680 $-9,975 -5.12 % New Holding 9,500 100.00 $-9,975
Cohu Inc (COHU) US COHU Semiconductor Equi ... 14,800 $228,660 $-41,144 -15.24 % New Holding 14,800 100.00 $-41,144
Coldwater Creek Inc (CWTR) US CWTR Retail-Catalog Sho ... 155,100 $1,205,127 $133,386 12.44 % New Holding 155,100 100.00 $133,386
Colgate Palmolive Co (CL) US CL Cosmetics&Toiletri ... 4,600 $354,522 $-4,002 -1.11 % New Holding 4,600 100.00 $-4,002
Collective Brands Inc (PYL.BE) US PYL.BE Retail-Apparel/Sho ... 33,200 $573,696 $122,840 27.24 % New Holding 33,200 100.00 $122,840
Commvault Sys Inc (CVLT) US CVLT Data Processing/Mg ... 13,100 $209,600 $-16,113 -7.13 % New Holding 13,100 100.00 $-16,113
Companhia De Saneamento Basicodo ... (SBS) US SBS Water None - - - % Sold All -15,000 -100.00 $89,400
Compass Minerals Intl Inc (CMP) US CMP Quarrying 13,000 $758,290 $-72,670 -8.74 % New Holding 13,000 100.00 $-72,670
Compucredit Corp (CCRT) US CCRT Finance-Credit Car ... 72,700 $367,862 $-81,424 -18.12 % Added More 36,700 101.94 $-41,104
Computer Sciences Corp (CSC) US CSC Computer Services 5,800 $256,476 $-12,470 -4.63 % New Holding 5,800 100.00 $-12,470
Comstock Res Inc (CRK) US CRK Oil Comp-Explor&Pr ... 10,500 $601,860 $33,915 5.97 % Added More 4,500 75.00 $14,535
Comtech Telecommunicationscorp (CMTL) US CMTL Telecommunication ... None - - - % Sold All -13,000 -100.00 $42,380
Conagra Foods Inc (CAG) US CAG Food-Misc/Diversif ... None - - - % Sold All -60,000 -100.00 $138,000
Concho Res Inc (CXO) US CXO Oil Comp-Explor&Pr ... 11,700 $319,527 $-20,943 -6.15 % New Holding 11,700 100.00 $-20,943
Conns Inc (CONN) US CONN Retail-Appliances None - - - % Sold All -30,000 -100.00 $-96,000
Conocophillips (COP) US COP Oil Comp-Integrate ... 253,100 $19,091,333 $-1,144,012 -5.65 % Sold Some -145,900 -36.56 $659,468
Consolidated Graphics Inc (CGX) US CGX Printing-Commercia ... None - - - % Sold All -7,000 -100.00 $700
Contango Oil And Gas Co (MCF) US MCF Oil Comp-Explor&Pr ... None - - - % Sold All -7,000 -100.00 $54,740
Continental Res Inc Okla (C5L.BE) US C5L.BE Oil Comp-Explor&Pr ... None - - - % Sold All -15,000 -100.00 $41,700
Cooper Tire And Rubr Co (CTB) US CTB Rubber-Tires None - - - % Sold All -27,000 -100.00 $22,950
Corinthian Colleges Inc (COCO) US COCO Schools 17,700 $240,720 $-47,790 -16.56 % Sold Some -3,300 -15.71 $8,910
Corus Bankshares Inc (CORS) US CORS Commer Banks-Centr ... None - - - % Sold All -14,000 -100.00 $-560
Covidien Limited (COV) BM COV Medical Products None - - - % Sold All -6,000 -100.00 $-360
Cra Intl Inc (CRAI) US CRAI Consulting Service ... 11,500 $456,780 $13,570 3.06 % New Holding 11,500 100.00 $13,570
Crane Co (CR) US CR Diversified Manufa ... 5,400 $185,220 $-7,452 -3.86 % New Holding 5,400 100.00 $-7,452
Cresud S A C I F Y A (CRESY) US CRESY Agricultural Opera ... 10,700 $115,881 $-15,301 -11.66 % New Holding 10,700 100.00 $-15,301
Crocs Inc (CROX) US CROX Footwear&Related A ... 71,300 $328,693 $19,964 6.46 % New Holding 71,300 100.00 $19,964
Crown Hldgs Inc (CCK) US CCK Containers-Metal/G ... None - - - % Sold All -56,000 -100.00 $63,840
Css Inds Inc (CSS) US CSS Consumer Products- ... None - - - % Sold All -8,000 -100.00 $13,040
Csx Corp (CSX) US CSX Transport-Rail None - - - % Sold All -20,000 -100.00 $49,000
Cummins Inc (CMI) US CMI Engines-Internal C ... 8,600 $511,356 $-95,030 -15.67 % New Holding 8,600 100.00 $-95,030
Cv Therapeutics Inc (CVTX) US CVTX Therapeutics 12,200 $139,568 $15,128 12.15 % New Holding 12,200 100.00 $15,128
Cypress Semiconductor Corp (CY) US CY Semicon Compo-Intg ... None - - - % Sold All -23,000 -100.00 $-52,210
Cytori Therapeutics Inc (XMPA.BE) US XMPA.BE Medical-Biomedical ... 21,100 $131,875 $-6,541 -4.72 % New Holding 21,100 100.00 $-6,541
D R Horton Inc (HO2.BE) US HO2.BE Bldg-Residential/C ... None - - - % Sold All -15,000 -100.00 $2,550
Daktronics Inc (DAKT) US DAKT Electronic Compo-M ... 21,400 $345,824 $-63,986 -15.61 % New Holding 21,400 100.00 $-63,986
Darden Restaurants Inc (DRI) US DRI Retail-Restaurants None - - - % Sold All -14,000 -100.00 $83,160
Darling Intl Inc (43D.BE) US 43D.BE Alternative Waste ... 10,700 $130,754 $2,996 2.34 % Sold Some -13,300 -55.41 $-3,724
Deckers Outdoor Corp (DECK) US DECK Footwear&Related A ... 2,200 $246,180 $-20,900 -7.82 % Sold Some -1,800 -45.00 $17,100
Del Monte Foods Co (DLM) US DLM Food-Canned 61,600 $498,960 $-60,368 -10.79 % Added More 6,600 12.00 $-6,468
Delek Us Hldgs Inc (DK) US DK Oil Comp-Integrate ... 12,900 $109,263 $903 0.83 % New Holding 12,900 100.00 $903
Deluxe Corp (DLX) US DLX Commercial Serv-Fi ... None - - - % Sold All -14,000 -100.00 $26,740
Denbury Res Inc (DNR) US DNR Oil Comp-Explor&Pr ... 6,500 $149,500 $-2,275 -1.49 % New Holding 6,500 100.00 $-2,275
Devon Energy Corp (DVN) US DVN Oil Comp-Explor&Pr ... 356,100 $34,075,209 $1,000,641 3.02 % Added More 353,100 11770.00 $992,211
Digital Riv Inc (DRIV) US DRIV E-Marketing/Info None - - - % Sold All -17,000 -100.00 $3,060
Discover Finl Svcs (DC7.BE) US DC7.BE Finance-Credit Car ... None - - - % Sold All -27,000 -100.00 $-18,360
Dolby Laboratories Inc (DLB) US DLB Industr Audio&Vide ... None - - - % Sold All -18,000 -100.00 $19,260
Domtar Corp (G2K.BE) US G2K.BE Paper&Related Prod ... None - - - % Sold All -24,000 -100.00 $16,560
Dreamworks Animation Skg Inc (DWA) US DWA Motion Pictures&Se ... 29,400 $885,528 $-21,168 -2.33 % Added More 12,400 72.94 $-8,928
Dresser Rand Group Inc (D3G.BE) US D3G.BE Oil Field Mach&Equ ... None - - - % Sold All -7,000 -100.00 $3,080
Drew Inds Inc (DW) US DW Bldg&Construct Pro ... None - - - % Sold All -23,000 -100.00 $27,140
Dryships Inc (DRYS) MH DRYS Transport-Marine 5,400 $325,944 $-36,666 -10.11 % New Holding 5,400 100.00 $-36,666
Dsw Inc (DSW) US DSW Retail-Apparel/Sho ... 15,600 $238,992 $10,764 4.71 % New Holding 15,600 100.00 $10,764
Dte Energy Co (DGY.BE) US DGY.BE Electric-Integrate ... 11,200 $460,544 $-336 -0.07 % New Holding 11,200 100.00 $-336
Ducommun Inc (DCO) US DCO Aerospace/Defense- ... None - - - % Sold All -8,000 -100.00 $16,960
E House China Hldgs Ltd (32E1.BE) US 32E1.BE Real Estate Mgmnt/ ... None - - - % Sold All -13,000 -100.00 $5,980
E Trade Finl Corp (ETFC) US ETFC Finance-Invest Bnk ... None - - - % Sold All -20,000 -100.00 $-6,800
Earthlink Inc (ELNK) US ELNK Web Portals/Isp 72,200 $655,576 $16,606 2.59 % New Holding 72,200 100.00 $16,606
East West Bancorp Inc (EWBC) US EWBC Commer Banks-Weste ... 103,500 $1,434,510 $35,190 2.51 % New Holding 103,500 100.00 $35,190
Eastman Kodak Co (EK) US EK Photo Equipment&Su ... 23,500 $355,555 $-43,240 -10.84 % New Holding 23,500 100.00 $-43,240
Ebay Inc (EBAY) US EBAY E-Commerce/Service ... 9,100 $216,307 $-20,748 -8.75 % New Holding 9,100 100.00 $-20,748
Edge Pete Corp (EPEXP) US EPEXP - None - - - % Sold All -13,000 -100.00 $22,750
Ehealth Inc (EHTH) US EHTH Insurance Brokers 13,500 $201,960 $3,375 1.69 % New Holding 13,500 100.00 $3,375
Electronic Arts Inc (ERTS) US ERTS Entertainment Soft ... 7,500 $348,600 $-15,675 -4.30 % New Holding 7,500 100.00 $-15,675
Elizabeth Arden Inc (RDEN) US RDEN Cosmetics&Toiletri ... 17,300 $344,616 $42,039 13.89 % Added More 5,300 44.16 $12,879
Embarq Corp (EQ) US EQ Telecom Services 16,300 $738,227 $-37,490 -4.83 % New Holding 16,300 100.00 $-37,490
Embraer Empresa Brasileira De Aer ... (ERJ) US ERJ Aerospace/Defense 30,800 $1,015,784 $50,204 5.19 % New Holding 30,800 100.00 $50,204
Emc Corp (EMC) US EMC Computers-Memory D ... 15,400 $216,216 $-17,094 -7.32 % Sold Some -30,600 -66.52 $33,966
Emcor Group Inc (EME) US EME Engineering/R&D Se ... 7,200 $226,440 $2,520 1.12 % New Holding 7,200 100.00 $2,520
Emcore Corp (EMKR) US EMKR Electronic Compo-S ... None - - - % Sold All -10,000 -100.00 $-10,100
Emulex Corp (ELX) US ELX Semicon Compo-Intg ... 12,300 $157,809 $-7,257 -4.39 % Sold Some -700 -5.38 $413
Encore Acquisition Co (EAC) US EAC Oil Comp-Explor&Pr ... None - - - % Sold All -18,000 -100.00 $-41,400
Encore Wire Corp (WIRE) US WIRE Wire&Cable Product ... 12,800 $229,376 $-25,984 -10.17 % Sold Some -2,200 -14.66 $4,466
Energizer Hldgs Inc (ENR) US ENR Batteries/Battery ... None - - - % Sold All -2,000 -100.00 $-15,100
Energy Xxi Bermuda Limited (EXXI) BM EXXI Oil Comp-Explor&Pr ... 20,400 $81,192 $-9,384 -10.36 % New Holding 20,400 100.00 $-9,384
Energysolutions Inc (3IQ1.BE) US 3IQ1.BE Hazardous Waste Di ... 12,400 $210,180 $-39,556 -15.83 % New Holding 12,400 100.00 $-39,556
Enersis Sa (ENI) CL ENI Electric-Integrate ... None - - - % Sold All -10,000 -100.00 $19,200
Eni Spa (E) IT E Oil Comp-Integrate ... None - - - % Sold All -5,000 -100.00 $26,600
Ensco Intl Inc (ESV) US ESV Oil&Gas Drilling None - - - % Sold All -5,000 -100.00 $14,350
Eog Res Inc (EOG) US EOG Oil Comp-Explor&Pr ... 2,600 $249,028 $1,248 0.50 % Sold Some -400 -13.33 $-192
Equitable Res Inc (EQT) US EQT Pipelines None - - - % Sold All -5,000 -100.00 $24,000
Euronet Worldwide Inc (EEFT) US EEFT Commercial Serv-Fi ... 10,200 $192,372 $24,276 14.44 % Added More 200 2.00 $476
Everest Reinsurance Group Ltd (RE) BM RE Reinsurance None - - - % Sold All -3,000 -100.00 $8,970
Evergreen Solar Inc (ESLR) US ESLR Energy-Alternate S ... 112,600 $886,162 $-120,482 -11.96 % New Holding 112,600 100.00 $-120,482
Exide Technologies (EUJ1.BE) US EUJ1.BE Auto/Trk Prts&Equi ... 53,300 $572,442 $-151,372 -20.91 % New Holding 53,300 100.00 $-151,372
Exterran Hldgs Inc (EXH.BE) US EXH.BE E-Services/Consult ... None - - - % Sold All -11,000 -100.00 $60,170
Exxon Mobil Corp (XOM) US XOM Oil Comp-Integrate ... 2,600 $196,612 $-3,276 -1.63 % New Holding 2,600 100.00 $-3,276
Ezcorp Inc (EZPW) US EZPW Retail-Pawn Shops 17,100 $267,102 $16,416 6.54 % Sold Some -11,900 -41.03 $-11,424
F N B Corp N C (FNBN) US FNBN Commer Banks-South ... 15,200 $120,688 $-3,040 -2.45 % New Holding 15,200 100.00 $-3,040
Fair Isaac Corporation (FRI.BE) US FRI.BE Data Processing/Mg ... 38,300 $916,136 $-30,257 -3.19 % New Holding 38,300 100.00 $-30,257
Fcstone Group Inc (FCSX) US FCSX Finance-Other Serv ... None - - - % Sold All -10,000 -100.00 $13,200
Federal Natl Mtg Assn (FNM) US FNM Finance-Mtge Loan/ ... None - - - % Sold All -15,000 -100.00 $14,700
Federated Invs Inc Pa (FII) US FII Invest Mgmnt/Advis ... 6,800 $217,396 $8,160 3.89 % New Holding 6,800 100.00 $8,160
Ferro Corp (FOE) US FOE Chemicals-Specialt ... 10,200 $222,870 $-17,034 -7.10 % New Holding 10,200 100.00 $-17,034
Finish Line Inc (FINL) US FINL Retail-Apparel/Sho ... 48,500 $532,530 $30,555 6.08 % Added More 2,500 5.43 $1,575
First Cash Financial Services Inc (FCFS) US FCFS Retail-Pawn Shops 16,600 $299,464 $-22,576 -7.01 % New Holding 16,600 100.00 $-22,576
First Comwlth Finl Corp Pa (FCF) US FCF Commer Banks-Easte ... 25,100 $301,200 $502 0.16 % New Holding 25,100 100.00 $502
First Marblehead Corp (FMD) US FMD Finance-Consumer L ... 284,800 $1,110,720 $284,800 34.48 % New Holding 284,800 100.00 $284,800
First St Bancorporation (FSNM) US FSNM Commer Banks-Weste ... 11,000 $70,180 $770 1.10 % New Holding 11,000 100.00 $770
Flir Sys Inc (FLIR) US FLIR Electronic Measur ... None - - - % Sold All -8,000 -100.00 $33,120
Fluor Corp (FLR) US FLR Engineering/R&D Se ... 1,800 $117,054 $-11,898 -9.22 % New Holding 1,800 100.00 $-11,898
Force Protn Inc (FRPT) US FRPT Auto-Med&Heavy Dut ... 17,600 $70,400 $0 0.00 % New Holding 17,600 100.00 $0
Forestar (FOR) RO FOR Real Estate Oper/D ... 42,600 $810,678 $-23,856 -2.85 % New Holding 42,600 100.00 $-23,856
Foster L B Co (FSTR) US FSTR Metal Processors&F ... 15,900 $577,965 $-4,134 -0.71 % New Holding 15,900 100.00 $-4,134
Foundation Coal Hldgs Inc (FCL) US FCL Coal 3,000 $152,220 $-8,790 -5.45 % New Holding 3,000 100.00 $-8,790
Foundry Networks Inc