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Quantitative Investment Management Llc

 
Page Created: 2009-01-08 07:14:00-08
 
Fund Type: Institution Report Date: 2008-11-14 Current Value: $41,154,848 Total Performance: 11.74 %
 
   

Quantitative Investment Management Llc
Highlights

Worst Move: Quantitative Investment Management Llc potentially lost $-44,030 on changes made with Walter Industries Inc (WLT) buying shares when price went down.
Best Move: Quantitative Investment Management Llc potentially made $623,508 on changes made with Research In Motion Ltd (RIMM) buying shares when price went up.
Good Save: Quantitative Investment Management Llc potentially saved $1,040,364 on changes made with Dow Chemical Cothe (DOW) selling shares when price went down.
Missed Move: Quantitative Investment Management Llc potentially missed $-2,150,590 on changes made with Comcast Corp(CCT) selling shares when price went up.
 

Quantitative Investment Management Llc
Contact Information

401 E. Market Street, Suite 104,Charlottesville Va 22902,
Phone: 434-817-4800, Fax: , Website:

Quantitative Investment Management Llc
Symbols

Quantitative Investment Management Llc
Recent Source SEC Filings

2008-11-14 http://www.sec.gov/Archives/edgar/data/1445911/0000950137-08-013708.txt
2008-09-26 http://www.sec.gov/Archives/edgar/data/1445911/0000950137-08-012062.txt
 

Quantitative Investment Management Llc
Holdings and 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 ... None - - - % Sold All -98,800 -100.00 $493,012
Abb Ltd (ABB) DE ABB Engineering/R And ... None - - - % Sold All -75,300 -100.00 $-289,152
Abercrombie And Fitch Co (ANF) US ANF Retail-Apparel/Sho ... None - - - % Sold All -12,400 -100.00 $-73,780
Ace Ltd (ACE) BE ACE Multi-Line Insuran ... None - - - % Sold All -42,700 -100.00 $147,315
Activision Blizzard Inc (ATVI) US ATVI Entertainment Soft ... None - - - % Sold All -97,800 -100.00 $149,634
Adobe Systems Inc (ADBE) US ADBE Electronic Forms 27,700 $671,171 $52,353 8.46 % New Holding 27,700 100.00 $52,353
Aflac Inc (AFL) US AFL Life/Health Insura ... None - - - % Sold All -37,500 -100.00 $-85,125
Agco Corp (AG) US AG Machinery-Farm 6,300 $162,540 $-11,340 -6.52 % New Holding 6,300 100.00 $-11,340
Agrium Inc (AGU) BE AGU Agricultural Chemi ... None - - - % Sold All -82,200 -100.00 $-314,826
Ak Steel Holding Corp (AKS) US AKS Steel-Producers 76,700 $898,924 $230,100 34.40 % New Holding 76,700 100.00 $230,100
Alcoa Inc (AA) US AA Metal-Aluminum None - - - % Sold All -264,600 -100.00 $-13,230
Allegheny Technologies Inc (ATI) US ATI Steel-Specialty None - - - % Sold All -42,300 -100.00 $-337,131
Allied Waste Industries Inc (AW) US AW Non-Hazardous Wast ... None - - - % Sold All -82,500 -100.00 $79,200
Alpha Natural Resources Inc (ANR) US ANR Coal None - - - % Sold All -45,600 -100.00 $322,848
America Movil Sab De Cv (AMX) US AMX Cellular Telecom None - - - % Sold All -171,900 -100.00 $-314,577
American Capital Ltd (ACAS) US ACAS Investment Compani ... None - - - % Sold All -66,900 -100.00 $6,021
American Electric Power Co Inc (AEP) US AEP Electric-Integrate ... None - - - % Sold All -51,800 -100.00 $-93,240
American Express Co (AXP) US AXP Finance-Credit Car ... None - - - % Sold All -253,200 -100.00 $-5,064
American International Group Inc (AIG) US AIG Multi-Line Insuran ... None - - - % Sold All -396,900 -100.00 $174,636
American Superconductor Corp (AMSC) US AMSC Superconductor Pro ... None - - - % Sold All -34,700 -100.00 $-238,042
Apple Inc (AAPL) US AAPL Computers 49,200 $4,477,692 $37,884 0.85 % New Holding 49,200 100.00 $37,884
Applied Materials Inc (AMAT) US AMAT Semiconductor Equi ... None - - - % Sold All -123,500 -100.00 $-45,695
Aracruz Celulose Sa (ARA) BR ARA Paper And Related ... None - - - % Sold All -6,500 -100.00 $-19,695
Arcelormittal (MT) DE MT Steel-Producers 28,600 $781,352 $171,886 28.20 % New Holding 28,600 100.00 $171,886
Arch Coal Inc (ACI) US ACI Coal None - - - % Sold All -75,700 -100.00 $-152,157
Arris Group Inc (ARRS) FR ARRS Telecommunication ... None - - - % Sold All -63,700 -100.00 $-119,756
Arrow Electronics Inc (ARW) US ARW Electronic Parts D ... None - - - % Sold All -14,700 -100.00 $-81,144
Asml Holding Nv (ASML) US ASML Semiconductor Equi ... None - - - % Sold All -36,900 -100.00 $-98,154
At And T Inc (T) US T Telephone-Integrat ... None - - - % Sold All -481,500 -100.00 $211,860
Atp Oil And Gas Corp (ATPG) US ATPG Oil Comp-Explor An ... None - - - % Sold All -9,900 -100.00 $-10,296
Atwood Oceanics Inc (ATW) US ATW Oil And Gas Drilli ... None - - - % Sold All -6,700 -100.00 $21,105
Au Optronics Corp (AUO) US AUO Electronic Compo-M ... None - - - % Sold All -76,500 -100.00 $-170,595
Autodesk Inc (ADSK) US ADSK Computer Aided Des ... None - - - % Sold All -100,900 -100.00 $-54,486
Avalonbay Communities Inc (AVB) US AVB Reits-Apartments None - - - % Sold All -20,000 -100.00 $-76,800
Avery Dennison Corp (AVY) US AVY Office Supplies An ... None - - - % Sold All -9,000 -100.00 $-11,520
Avnet Inc (AVT) US AVT Electronic Parts D ... None - - - % Sold All -10,700 -100.00 $-37,236
Avon Products Inc (AVP) US AVP Cosmetics And Toil ... None - - - % Sold All -32,900 -100.00 $-55,272
Banco Bradesco Sa (BBD) US BBD Commer Banks Non-U ... None - - - % Sold All -161,000 -100.00 $-83,720
Bank Of America Corp (BAC) US BAC Super-Regional Ban ... None - - - % Sold All -372,200 -100.00 $1,008,662
Be Aerospace Inc (BEAV) US BEAV Aerospace/Defense- ... None - - - % Sold All -31,600 -100.00 $-53,720
Blackrock Inc (BLQA.BE) US BLQA.BE Invest Mgmnt/Advis ... None - - - % Sold All -15,700 -100.00 $-112,255
Blue Coat Systems Inc (BCSI) US BCSI Internet Security None - - - % Sold All -18,500 -100.00 $5,180
Bmc Software Inc (BMC) US BMC Enterprise Softwar ... None - - - % Sold All -63,800 -100.00 $-103,994
Boeing Co (BA) US BA Aerospace/Defense None - - - % Sold All -144,100 -100.00 $-536,052
Borgwarner Inc (BWA) US BWA Auto/Trk Prts And ... None - - - % Sold All -12,200 -100.00 $-76,006
Brigham Exploration Co (BEXP) US BEXP Oil Comp-Explor An ... None - - - % Sold All -47,000 -100.00 $34,780
Broadcom Corp (BRCM) US BRCM Electronic Compo-S ... 68,600 $1,223,138 $168,070 15.92 % New Holding 68,600 100.00 $168,070
Brocade Communications Systems In ... (BRCD) US BRCD Computers-Integrat ... None - - - % Sold All -159,800 -100.00 $35,156
Burlington Northern Santa Fe Corp (BNI) US BNI Transport-Rail None - - - % Sold All -98,200 -100.00 $218,986
Canadian National Railway Co (CNI) CA CNI Transport-Rail None - - - % Sold All -37,000 -100.00 $-88,800
Capital One Financial Corp (COF) IT COF Super-Regional Ban ... None - - - % Sold All -103,100 -100.00 $-50,519
Carnival Corp (CCL) US CCL Cruise Lines None - - - % Sold All -24,300 -100.00 $-127,332
Carpenter Technology Corp (CRS) US CRS Steel-Producers None - - - % Sold All -30,500 -100.00 $-194,285
Caterpillar Inc (CAT) BE CAT Machinery-Constr A ... None - - - % Sold All -166,200 -100.00 $-1,115,202
Centerpoint Energy Inc (CNP) US CNP Electric-Integrate ... None - - - % Sold All -75,800 -100.00 $-65,946
Cf Industries Holdings Inc (CF) US CF Agricultural Chemi ... 24,600 $1,310,688 $-41,574 -3.07 % Sold Some -16,700 -40.43 $28,223
Ch Robinson Worldwide Inc (CHRW) US CHRW Transport-Services None - - - % Sold All -62,100 -100.00 $-63,963
Chesapeake Energy Corp (CHK) US CHK Oil Comp-Explor An ... 100,200 $1,832,658 $-294,588 -13.84 % Sold Some -61,600 -38.07 $181,104
Cia Siderurgica Nacional Sa (SID) BR SID Steel-Producers 16,700 $256,512 $93,353 57.21 % New Holding 16,700 100.00 $93,353
Ciena Corp (CIEN) US CIEN Telecom Eq Fiber O ... None - - - % Sold All -138,900 -100.00 $-327,804
Cisco Systems Inc (CSCO) US CSCO Networking Product ... None - - - % Sold All -580,800 -100.00 $-406,560
Citrix Systems Inc (CTXS) US CTXS Applications Softw ... None - - - % Sold All -81,400 -100.00 $-7,326
Cleveland-Cliffs Inc (CLF) US CLF Metal-Iron 25,300 $743,061 $230,230 44.89 % Sold Some -15,400 -37.83 $-140,140
Coach Inc (COH) US COH Retail-Apparel/Sho ... None - - - % Sold All -35,300 -100.00 $-189,208
Coca-Cola Enterprises Inc (CCE) US CCE Beverages-Non-Alco ... None - - - % Sold All -109,700 -100.00 $-336,779
Comcast Corp (CCT) US CCT - None - - - % Sold All -605,800 -100.00 $-2,150,590
Comerica Inc (CMA) US CMA Super-Regional Ban ... None - - - % Sold All -93,800 -100.00 $289,842
Compass Minerals International In ... (CMP) US CMP Quarrying None - - - % Sold All -7,400 -100.00 $-68,894
Compuware Corp (CPWR) US CPWR Applications Softw ... None - - - % Sold All -77,800 -100.00 $-76,244
Conagra Foods Inc (CAG) US CAG Food-Misc/Diversif ... None - - - % Sold All -103,700 -100.00 $-161,772
Constellation Energy Group Incmar ... (CEG) US CEG Electric-Integrate ... None - - - % Sold All -13,500 -100.00 $-21,195
Continental Resources Incok (CLR) CA CLR Oil Comp-Explor An ... None - - - % Sold All -6,700 -100.00 $-9,916
Cooper Industries Ltd (CBE) BM CBE Diversified Manufa ... None - - - % Sold All -36,700 -100.00 $-112,302
Corning Inc (GLW) US GLW Telecom Eq Fiber O ... None - - - % Sold All -386,800 -100.00 $-862,564
Ctripcom International Ltd (CTRP) US CTRP E-Commerce/Service ... None - - - % Sold All -27,000 -100.00 $24,030
Deere And Co (DE) US DE Machinery-Farm None - - - % Sold All -149,500 -100.00 $-1,324,570
Dell Inc (DELL) US DELL Computers None - - - % Sold All -611,400 -100.00 $-158,964
Dillards Inc (DDS) US DDS Retail-Regnl Dept ... None - - - % Sold All -39,200 -100.00 $-50,960
Directv Group Incthe (DTV) US DTV Cable Tv None - - - % Sold All -151,900 -100.00 $-315,952
Discovery Communications Inc (DISCA) US DISCA Broadcast Serv/Pro ... None - - - % Sold All -55,200 -100.00 $-35,328
Dow Chemical Cothe (DOW) US DOW Chemicals-Diversif ... None - - - % Sold All -205,200 -100.00 $1,040,364
Dryships Inc (DRYS) MH DRYS Transport-Marine 22,400 $290,304 $86,240 42.26 % New Holding 22,400 100.00 $86,240
Duke Energy Corp (DUK) US DUK Electric-Integrate ... None - - - % Sold All -124,400 -100.00 $32,344
Eaton Corp (ETN) US ETN Diversified Manufa ... None - - - % Sold All -25,400 -100.00 $-226,822
Ebix Inc (EBIX) US EBIX Applications Softw ... None - - - % Sold All -95,300 -100.00 $255,404
El Paso Corp (EP) US EP Pipelines 22,200 $190,698 $29,082 17.99 % New Holding 22,200 100.00 $29,082
Elan Corp Plc (ELN) IE ELN Medical-Drugs 38,600 $292,974 $33,968 13.11 % New Holding 38,600 100.00 $33,968
Emc Corpmassachusetts (EMC) US EMC Computers-Memory D ... None - - - % Sold All -399,300 -100.00 $-479,160
Emerson Electric Co (EMR) US EMR Electric Products- ... None - - - % Sold All -114,200 -100.00 $-383,712
Encore Acquisition Co (EAC) US EAC Oil Comp-Explor An ... None - - - % Sold All -21,600 -100.00 $-67,176
Energy Conversion Devices Inc (ENER) US ENER Batteries/Battery ... None - - - % Sold All -93,100 -100.00 $115,444
Energy World Corp Ltd (EWW.BE) AU EWW.BE Oil Comp-Explor An ... None - - - % Sold All -75,700 -100.00 $-3,028
Evergreen Solar Inc (ESLR) US ESLR Energy-Alternate S ... None - - - % Sold All -248,000 -100.00 $-34,720
Expedia Inc (EXPEW) US EXPEW - None - - - % Sold All -101,300 -100.00
Fedex Corp (FDX) US FDX Transport-Services None - - - % Sold All -101,600 -100.00 $174,752
Fidelity National Financial Inc (FNF) US FNF Property/Casualty ... None - - - % Sold All -52,100 -100.00 $-365,742
Fiserv Inc (FISV) US FISV Data Processing/Mg ... None - - - % Sold All -21,000 -100.00 $-94,710
Flextronics International Ltd (FLEX) US FLEX Electronic Compo-M ... None - - - % Sold All -185,800 -100.00 $-31,586
Flowserve Corp (FLS) US FLS Machinery-Pumps 9,300 $536,331 $86,304 19.17 % New Holding 9,300 100.00 $86,304
Fluor Corp (FLR) US FLR Engineering/R And ... 16,000 $748,640 $176,960 30.95 % New Holding 16,000 100.00 $176,960
Fmc Corp (FMC) US FMC Chemicals-Diversif ... None - - - % Sold All -4,600 -100.00 $-40,342
Ford Motor Co (F) US F - None - - - % Sold All -1,418,500 -100.00 $-1,262,465
Foundation Coal Holdings Inc (FCL) US FCL Coal 17,200 $283,628 $44,204 18.46 % New Holding 17,200 100.00 $44,204
Freeport-Mcmoran Copper And Gold ... (FCX) US FCX Metal-Diversified 123,500 $3,456,765 $450,775 14.99 % New Holding 123,500 100.00 $450,775
Gannett Co Inc (GCI) US GCI Publishing-Newspap ... None - - - % Sold All -72,900 -100.00 $-40,824
General Electric Co (GE) US GE Diversified Manufa ... None - - - % Sold All -677,500 -100.00 $-60,975
General Motors Corp (GBM) US GBM Auto-Cars/Light Tr ... None - - - % Sold All -663,200 -100.00
Genworth Financial Inc (GNW) US GNW Multi-Line Insuran ... None - - - % Sold All -108,700 -100.00 $-170,659
Gerdau Sa (GGB) BR GGB Steel-Producers 70,400 $540,672 $113,344 26.52 % New Holding 70,400 100.00 $113,344
Goodrich Corp (GR) US GR Aerospace/Defense- ... None - - - % Sold All -58,000 -100.00 $-487,780
Goodyear Tire And Rubber Cothe (GT) US GT Rubber-Tires None - - - % Sold All -129,100 -100.00 $-326,623
Halliburton Co (HAL) US HAL Oil-Field Services 121,200 $2,507,628 $312,696 14.24 % New Holding 121,200 100.00 $312,696
Hanesbrands Inc (HBI) US HBI Retail-Apparel/Sho ... None - - - % Sold All -50,600 -100.00 $38,962
Hansen Natural Corp (HANS) US HANS Beverages-Non-Alco ... None - - - % Sold All -91,500 -100.00 $-698,145
Health Net Inc (HNT) US HNT Medical-Hmo None - - - % Sold All -35,500 -100.00 $-139,160
Helmerich And Payne Inc (HP) US HP Oil And Gas Drilli ... None - - - % Sold All -39,900 -100.00 $10,374
Herbalife Ltd (HLF) KY HLF Vitamins And Nutri ... None - - - % Sold All -10,600 -100.00 $-48,866
Hershey Cothe (HSY) US HSY Food-Confectionery None - - - % Sold All -52,300 -100.00 $28,242
Hewlett-Packard Co (HPQ) US HPQ Computers None - - - % Sold All -185,900 -100.00 $-1,371,942
Hexcel Corp (HXL) US HXL Advanced Materials ... None - - - % Sold All -22,900 -100.00 $14,885
Home Depot Inc (HD) US HD Retail-Building Pr ... None - - - % Sold All -154,900 -100.00 $-624,247
Honeywell International Inc (HON) US HON Diversified Manufa ... None - - - % Sold All -127,700 -100.00 $-906,670
Iacinteractivecorp (IACI) US IACI E-Commerce/Service ... None - - - % Sold All -39,500 -100.00 $9,085
Icici Bank Ltd (IBN) US IBN Commer Banks Non-U ... None - - - % Sold All -72,500 -100.00 $-287,100
Illinois Tool Works Inc (ITW) US ITW Diversified Manufa ... None - - - % Sold All -70,400 -100.00 $-281,600
Ingersoll-Rand Co Ltd (IR) BM IR Diversified Manufa ... None - - - % Sold All -94,400 -100.00 $-405,920
International Coal Group Inc (ICO) US ICO Coal None - - - % Sold All -39,000 -100.00 $-7,020
International Game Technology (IGT) US IGT Casino Services None - - - % Sold All -146,200 -100.00 $-456,144
International Paper Co (IP) US IP Paper And Related ... None - - - % Sold All -97,200 -100.00 $81,648
Ja Solar Holdings Co Ltd (JASO) US JASO Energy-Alternate S ... None - - - % Sold All -69,600 -100.00 $-98,136
Jacobs Engineering Group Inc (JEC) US JEC Engineering/R And ... None - - - % Sold All -14,300 -100.00 $-266,266
James River Coal Co (JRCC) KY JRCC Coal None - - - % Sold All -49,600 -100.00 $-381,920
Johnson Controls Inc (JCI) FR JCI Auto/Trk Prts And ... None - - - % Sold All -108,200 -100.00 $-361,388
Joy Global Inc (JOYG) US JOYG Machinery-Constr A ... 8,300 $210,156 $1,162 0.55 % Sold Some -6,300 -43.15 $-882
Kraft Foods Inc (KFT) US KFT Food-Misc/Diversif ... None - - - % Sold All -83,100 -100.00 $-26,592
L-3 Communications Holdings Inc (LLL) US LLL Electronics-Milita ... None - - - % Sold All -35,700 -100.00 $-267,750
Las Vegas Sands Corp (LVS) US LVS Casino Hotels None - - - % Sold All -85,800 -100.00 $-110,682
Leap Wireless International Inc (LEAP) US LEAP Cellular Telecom None - - - % Sold All -40,000 -100.00 $-463,200
Lear Corp (LEA) US LEA Auto/Trk Prts And ... None - - - % Sold All -67,000 -100.00 $-12,060
Legg Mason Inc (LM) CL LM Invest Mgmnt/Advis ... None - - - % Sold All -46,000 -100.00 $-343,160
Leucadia National Corp (LUK) US LUK Diversified Operat ... None - - - % Sold All -22,900 -100.00 $-24,732
Level 3 Communications Inc (LVLT) US LVLT Telephone-Integrat ... None - - - % Sold All -379,400 -100.00 $-34,146
Liberty Global Inc (LBTYB) US LBTYB Broadcast Serv/Pro ... None - - - % Sold All -24,500 -100.00 $-18,865
Lincoln National Corp (LNC) US LNC Life/Health Insura ... None - - - % Sold All -47,400 -100.00 $-325,638
Lindsay Corp (LNN) US LNN Machinery-Farm None - - - % Sold All -13,300 -100.00 $86,184
Linear Technology Corp (LLTC) US LLTC Semicon Compo-Intg ... None - - - % Sold All -146,000 -100.00 $-150,380
Lowes Cos Inc (LOW) US LOW Retail-Building Pr ... None - - - % Sold All -107,700 -100.00 $-420,030
Manitowoc Co Incthe (MTW) US MTW Machinery-General ... None - - - % Sold All -76,900 -100.00 $-198,402
Marriott International Incde (MAR) US MAR Hotels And Motels None - - - % Sold All -73,200 -100.00 $-312,564
Massey Energy Co (MEE) US MEE Coal None - - - % Sold All -79,900 -100.00 $31,161
Mcmoran Exploration Co (MMR-M) US MMR-M Oil Comp-Explor An ... None - - - % Sold All -39,700 -100.00
Merrill Lynch And Co Inc (MER) US MER Finance-Invest Bnk ... None - - - % Sold All -192,300 -100.00 $-871,119
Metlife Inc (MET-A) US MET-A Multi-Line Insuran ... None - - - % Sold All -87,400 -100.00
Mgic Investment Corp (MTG) US MTG Financial Guarante ... None - - - % Sold All -29,600 -100.00 $-37,296
Mgm Mirage (MGM) US MGM Casino Hotels None - - - % Sold All -73,200 -100.00 $-297,924
Mirant Corp (MIR) US MIR Independ Power Pro ... 25,700 $500,122 $55,512 12.48 % New Holding 25,700 100.00 $55,512
Mohawk Industries Inc (MHK) US MHK Textile-Home Furni ... None - - - % Sold All -12,800 -100.00 $-140,160
Mosaic Cothe (MOS) US MOS Agricultural Chemi ... None - - - % Sold All -76,700 -100.00 $-457,899
Motorola Inc (MOT) US MOT Wireless Equipment None - - - % Sold All -573,800 -100.00 $-200,830
Murphy Oil Corp (MUR) US MUR Oil Comp-Integrate ... None - - - % Sold All -19,600 -100.00 $-18,228
Nabors Industries Ltd (NBR) BM NBR Oil And Gas Drilli ... 26,900 $344,051 $-22,058 -6.02 % New Holding 26,900 100.00 $-22,058
Nasdaq Omx Groupthe (NDAQ) US NDAQ Finance-Other Serv ... None - - - % Sold All -57,100 -100.00 $-133,043
National Oilwell Varco Inc (NOV) US NOV Oil Field Mach And ... 57,400 $1,669,192 $187,698 12.66 % New Holding 57,400 100.00 $187,698
National Semiconductor Corp (NSM) US NSM Electronic Compo-S ... None - - - % Sold All -50,900 -100.00 $54,972
New Oriental Education And Techno ... (EDU) KY EDU Schools None - - - % Sold All -8,000 -100.00 $56,000
Newell Rubbermaid Inc (NWL) US NWL Home Decoration Pr ... None - - - % Sold All -80,900 -100.00 $158,564
News Corp (NWS) DE NWS Multimedia None - - - % Sold All -104,600 -100.00 $-235,350
Nii Holdings Inc (NIHD) US NIHD Cellular Telecom 10,700 $246,421 $66,982 37.32 % New Holding 10,700 100.00 $66,982
Nortel Networks Corp (NT) US NT Telecommunication ... None - - - % Sold All -104,300 -100.00 $29,204
Northrop Grumman Corp (NOC) US NOC Aerospace/Defense None - - - % Sold All -46,000 -100.00 $-313,720
Nrg Energy Inc (NRG) US NRG Independ Power Pro ... 66,300 $1,549,431 $47,736 3.17 % Added More 56,100 550.00 $40,392
Nuance Communications Inc (NUAN) US NUAN Applications Softw ... None - - - % Sold All -118,200 -100.00 $-365,238
Nyse Euronext (NYX) US NYX Finance-Other Serv ... None - - - % Sold All -63,400 -100.00 $-195,906
Oil States International Inc (OIS) US OIS Oil-Field Services None - - - % Sold All -13,100 -100.00 $-25,021
Omnivision Technologies Inc (OVTI) US OVTI Electronic Compo-S ... None - - - % Sold All -62,000 -100.00 $29,760
Osi Pharmaceuticals Inc (OSIP) US OSIP Medical-Drugs None - - - % Sold All -12,600 -100.00 $-18,270
Owens-Illinois Inc (OI) US OI Containers-Metal/G ... None - - - % Sold All -73,000 -100.00 $-328,500
Paccar Inc (PCAR) US PCAR Auto-Med And Heavy ... None - - - % Sold All -83,400 -100.00 $-239,358
Parker Hannifin Corp (PH) US PH Diversified Manufa ... None - - - % Sold All -37,000 -100.00 $-261,960
Patterson Cos Inc (PDCO) US PDCO Dental Supplies An ... None - - - % Sold All -58,400 -100.00 $158,848
Paychex Inc (PAYX) US PAYX Commercial Serv-Fi ... None - - - % Sold All -21,100 -100.00 $-8,018
Peabody Energy Corp (BTU) US BTU Coal 18,700 $476,476 $-29,733 -5.87 % New Holding 18,700 100.00 $-29,733
Pfizer Inc (PFE) US PFE Medical-Drugs None - - - % Sold All -190,700 -100.00 $-230,747
Phillips-Van Heusen Corp (PVH) US PVH Retail-Apparel/Sho ... None - - - % Sold All -6,900 -100.00 $-29,187
Potash Corp Of Saskatchewan (POT) CA POT Agricultural Chemi ... 15,400 $1,279,740 $204,666 19.03 % Sold Some -39,500 -71.94 $-524,955
Ppg Industries Inc (PPG) US PPG Chemicals-Diversif ... None - - - % Sold All -20,900 -100.00 $46,816
Pricelinecom Inc (PCLN) US PCLN E-Commerce/Service ... 11,100 $833,388 $236,208 39.55 % New Holding 11,100 100.00 $236,208
Pride International Inc (PDE) US PDE Oil And Gas Drilli ... None - - - % Sold All -14,000 -100.00 $-30,800
Principal Financial Group Inc (PFG) US PFG Life/Health Insura ... None - - - % Sold All -53,500 -100.00 $-267,500
Procter And Gamble Co (PG) CH PG Cosmetics And Toil ... None - - - % Sold All -216,400 -100.00 $439,292
Prudential Financial Inc (PRU) US PRU Life/Health Insura ... None - - - % Sold All -36,900 -100.00 $-251,658
Public Service Enterprise Group I ... (PEG) US PEG Electric-Integrate ... None - - - % Sold All -53,800 -100.00 $-124,816
Red Hat Inc (RHT) US RHT Applications Softw ... None - - - % Sold All -47,300 -100.00 $-209,539
Reliant Energy Inc (RRI) US RRI Independ Power Pro ... 20,500 $116,645 $24,805 27.00 % Sold Some -84,400 -80.45 $-102,124
Research In Motion Ltd (RIMM) CA RIMM Computers 93,200 $4,351,508 $623,508 16.72 % New Holding 93,200 100.00 $623,508
Reynolds American Inc (RAI) US RAI Tobacco None - - - % Sold All -57,600 -100.00 $320,832
Rockwell Automation Incde (ROK) US ROK Industrial Automat ... None - - - % Sold All -65,200 -100.00 $-392,504
Rohm And Haas Co (ROH) US ROH Chemicals-Diversif ... None - - - % Sold All -57,300 -100.00 $741,462
Royal Caribbean Cruises Ltd (RCL) LR RCL Cruise Lines None - - - % Sold All -97,900 -100.00 $-292,721
Sandisk Corp (SNDK) US SNDK Computers-Memory D ... None - - - % Sold All -213,900 -100.00 $-1,146,504
Sara Lee Corp (SLE) US SLE Food-Misc/Diversif ... None - - - % Sold All -51,200 -100.00 $-37,376
Sba Communications Corp (SBAC) US SBAC Wireless Equipment 8,800 $166,408 $30,008 22.00 % New Holding 8,800 100.00 $30,008
Schnitzer Steel Industries Inc (SCHN) US SCHN Steel-Producers None - - - % Sold All -7,100 -100.00 $-92,513
Shaw Group Incthe (SGR) US SGR Engineering/R And ... 12,800 $283,776 $108,288 61.70 % New Holding 12,800 100.00 $108,288
Sigma-Aldrich Corp (SIAL) US SIAL Chemicals-Specialt ... None - - - % Sold All -17,800 -100.00 $21,716
Sina Corpchina (SINA) KY SINA Web Portals/Isp None - - - % Sold All -52,100 -100.00 $139,107
Skyworks Solutions Inc (SWKS) US SWKS Electronic Compo-S ... None - - - % Sold All -198,800 -100.00 $-73,556
Sl Green Realty Corp (SLG) US SLG Reits-Office Prope ... None - - - % Sold All -12,200 -100.00 $43,554
Smurfit-Stone Container Corp (SSCCP) US SSCCP - None - - - % Sold All -152,700 -100.00 $79,404
Sohucom Inc (SOHU) US SOHU Web Portals/Isp None - - - % Sold All -38,500 -100.00 $-115,885
Spx Corp (SPW) US SPW Diversified Manufa ... 7,000 $292,530 $60,270 25.94 % New Holding 7,000 100.00 $60,270
St Mary Land And Exploration Co (SM) US SM Oil Comp-Explor An ... None - - - % Sold All -23,200 -100.00 $-27,840
Starwood Hotels And Resorts World ... (HOT) US HOT Hotels And Motels None - - - % Sold All -70,600 -100.00 $-453,958
State Street Corp (STT) US STT Fiduciary Banks None - - - % Sold All -25,000 -100.00 $-83,250
Sun Microsystems Inc (JAVA) US JAVA Computers None - - - % Sold All -83,500 -100.00 $-80,995
Suncor Energy Inc (SU) US SU Oil Comp-Integrate ... None - - - % Sold All -110,400 -100.00 $-422,832
Sysco Corp (SYY) US SYY Food-Wholesale/Dis ... None - - - % Sold All -83,300 -100.00 $-145,775
Target Corp (TGT) US TGT Retail-Discount None - - - % Sold All -66,400 -100.00 $-264,272
Teco Energy Inc (TE) US TE Electric-Integrate ... None - - - % Sold All -54,000 -100.00 $-9,720
Teradyne Inc (TER) US TER Semiconductor Equi ... None - - - % Sold All -53,000 -100.00 $-63,070
Terex Corp (TEX) US TEX Machinery-Constr A ... None - - - % Sold All -63,200 -100.00 $-403,848
Terra Industries Inc (TRA) US TRA Agricultural Chemi ... 21,400 $368,080 $19,260 5.52 % Sold Some -45,800 -68.15 $-41,220
Teva Pharmaceutical Industries Lt ... (TEVA) IL TEVA Medical-Generic Dr ... 22,200 $925,962 $-26,640 -2.79 % Sold Some -12,000 -35.08 $14,400
Texas Instruments Inc (TXN) US TXN Electronic Compo-S ... None - - - % Sold All -222,000 -100.00 $117,660
Textron Inc (TXT) US TXT Diversified Manufa ... None - - - % Sold All -83,000 -100.00 $-94,620
Tiffany And Co (TIF) BE TIF Retail-Jewelry None - - - % Sold All -27,800 -100.00 $-125,656
Travelers Cos Incthe (TRV) US TRV Property/Casualty ... None - - - % Sold All -96,000 -100.00 $40,320
Trina Solar Ltd (TSL) US TSL Energy-Alternate S ... None - - - % Sold All -35,200 -100.00 $9,856
Turkcell Iletisim Hizmet As (TKC) US TKC Cellular Telecom None - - - % Sold All -48,800 -100.00 $-123,952
Tyco International Ltd (TYC) BM TYC Diversified Manufa ... None - - - % Sold All -32,600 -100.00 $-90,302
Ual Corp (UAUA) US UAUA Airlines None - - - % Sold All -119,800 -100.00 $-228,818
Under Armour Inc (UA) US UA Retail-Apparel/Sho ... None - - - % Sold All -38,400 -100.00 $-87,936
Unibanco - Uniao De Bancos Brasil ... (UBB) US UBB Commer Banks Non-U ... None - - - % Sold All -21,200 -100.00 $-233,412
United Parcel Service Inc (UPS) US UPS Transport-Services None - - - % Sold All -162,600 -100.00 $-43,902
United States Steel Corp (X) US X Steel-Producers 97,000 $3,609,370 $723,620 25.07 % Added More 45,900 89.82 $342,414
United Technologies Corp (UTX) US UTX Aerospace/Defense- ... None - - - % Sold All -113,100 -100.00 $-372,099
Unum Group (UNM) US UNM Life/Health Insura ... None - - - % Sold All -70,700 -100.00 $-168,973
Ust Inc (UST) US UST Tobacco None - - - % Sold All -17,600 -100.00 $-12,672
Valero Energy Corp (VLO) US VLO Oil Refining And M ... None - - - % Sold All -173,000 -100.00 $-721,410
Valueclick Inc (VCLK) US VCLK E-Marketing/Info None - - - % Sold All -99,700 -100.00 $-121,634
Verizon Communications Inc (VZ) US VZ Telephone-Integrat ... None - - - % Sold All -144,900 -100.00 $-275,310
Virgin Media Inc (VMEDW) US VMEDW - None - - - % Sold All -83,700 -100.00 $837
Vmware Inc (VMW) US VMW Software Tools None - - - % Sold All -64,100 -100.00 $-309,603
Vulcan Materials Co (VMC) US VMC Quarrying None - - - % Sold All -46,600 -100.00 $-500,950
Walgreen Co (WAG) US WAG Retail-Drug Store 20,400 $551,412 $73,440 15.36 % New Holding 20,400 100.00 $73,440
Walter Industries Inc (WLT) US WLT Coal 37,000 $841,380 $-44,030 -4.97 % New Holding 37,000 100.00 $-44,030
Weatherford International Ltd (WFT) BM WFT Oil-Field Services 82,400 $1,067,080 $12,360 1.17 % Sold Some -16,200 -16.43 $-2,430
Wellcare Health Plans Inc (WCG) US WCG Medical-Hmo None - - - % Sold All -16,000 -100.00 $-72,640
Western Digital Corp (WDC) US WDC Computers-Memory D ... 19,700 $266,344 $1,379 0.52 % Sold Some -101,300 -83.71 $-7,091
Western Union Cothe (WU) US WU Commercial Serv-Fi ... None - - - % Sold All -66,100 -100.00 $-84,608
Weyerhaeuser Co (WY) US WY Forestry None - - - % Sold All -80,100 -100.00 $121,752
Whole Foods Market Inc (WFMI) US WFMI Food-Retail None - - - % Sold All -59,900 -100.00 $-37,737
Wms Industries Inc (WMS) US WMS Leisure And Rec Pr ... None - - - % Sold All -22,600 -100.00 $-144,640
Wyeth (WYE) US WYE Medical-Drugs None - - - % Sold All