|
|
|
2005
DATE |
POSITION |
SYMBOL |
OPEN |
CLOSE |
NEXT |
1ST DAY % |
2ND DAY% |
1/4/2005 |
LONG |
DLP |
27.45 |
27.96 |
27.5 |
1.86% |
0.18% |
1/4/2005 |
SHORT |
EMN |
53.75 |
52.19 |
51.61 |
2.90% |
3.98% |
1/5/2005 |
LONG |
SEBL |
10.31 |
9.61 |
9.35 |
-6.79% |
-9.31% |
1/5/2005 |
LONG |
MON |
50 |
51 |
53.3 |
2.00% |
6.60% |
1/5/2005 |
SHORT |
WEN |
38.69 |
38.11 |
38.34 |
1.50% |
0.90% |
1/6/2005 |
LONG |
SHRP |
17.65 |
17.58 |
17.16 |
-0.40% |
-2.78% |
1/6/2005 |
LONG |
FRED |
15.48 |
16.2 |
15.66 |
4.65% |
1.16% |
1/6/2005 |
SHORT |
ALB |
35.62 |
36.31 |
36.44 |
-1.94% |
-2.30% |
1/6/2005 |
SHORT |
ZLC |
28.25 |
26.56 |
26.33 |
5.98% |
6.80% |
1/7/2005 |
SHORT |
WLP |
56.99 |
57.9 |
60.35 |
-1.60% |
-5.90% |
1/10/2005 |
SHORT |
PHRM |
41.05 |
41.55 |
40 |
-1.22% |
2.56% |
1/10/2005 |
LONG |
PPC |
31.5 |
32.28 |
32.61 |
2.48% |
3.52% |
1/10/2005 |
LONG |
UAPH |
15.25 |
15.56 |
15.53 |
2.03% |
1.84% |
1/10/2005 |
SHORT |
ELBO |
37.86 |
37.47 |
37.26 |
1.03% |
1.58% |
1/11/2005 |
LONG |
MAPS |
11.31 |
11.28 |
11.28 |
-0.27% |
-0.27% |
1/11/2005 |
LONG |
QLGC |
35.23 |
36.41 |
37.15 |
3.35% |
5.45% |
1/11/2005 |
SHORT |
SYPR |
13.9 |
12.93 |
11.91 |
6.98% |
14.32% |
1/12/2005 |
LONG |
FHRX |
19.2 |
18.66 |
18.88 |
-2.81% |
-1.67% |
1/12/2005 |
LONG |
COL |
39.25 |
39.75 |
40.39 |
1.27% |
2.90% |
1/12/2005 |
SHORT |
BDY |
14.5 |
15.56 |
15.19 |
-7.31% |
-4.76% |
1/12/2005 |
SHORT |
RCRC |
27.59 |
29.35 |
29.57 |
-6.38% |
-7.18% |
1/13/2005 |
LONG |
TKR |
25.5 |
25.5 |
26.99 |
0.00% |
5.84% |
1/13/2005 |
LONG |
SMMX |
25.6 |
25.38 |
25.56 |
-0.86% |
-0.16% |
1/13/2005 |
SHORT |
AXL |
28.22 |
28.16 |
28.53 |
0.21% |
-1.10% |
1/13/2005 |
SHORT |
LEA |
56.8 |
55.91 |
55.26 |
1.57% |
2.71% |
1/14/2005 |
LONG |
TZIX |
9.06 |
9.05 |
8.98 |
-0.11% |
-0.88% |
1/20/2005 |
LONG |
ACAT |
24.19 |
25.19 |
25.24 |
4.13% |
4.34% |
1/20/2005 |
LONG |
HZO |
29.8 |
29.9 |
29.74 |
0.34% |
-0.20% |
1/20/2005 |
LONG |
RRA |
12.04 |
12.17 |
12.15 |
1.08% |
0.91% |
1/20/2005 |
LONG |
MRCY |
29.14 |
29.75 |
30.01 |
2.09% |
2.99% |
1/21/2005 |
SHORT |
HBAN |
23.35 |
23.6 |
23.3 |
-1.07% |
0.21% |
1/21/2005 |
LONG |
UTX |
50.38 |
50.04 |
49.5 |
-0.67% |
-1.75% |
1/21/2005 |
LONG |
GE |
35.7 |
35.13 |
35.26 |
-1.60% |
-1.23% |
1/21/2005 |
LONG |
FO |
72.65 |
74.67 |
75.41 |
2.78% |
3.80% |
1/24/2005 |
LONG |
MERQ |
41.18 |
42.17 |
42.98 |
2.40% |
4.37% |
1/24/2005 |
LONG |
ETN |
65.8 |
64.8 |
66.15 |
-1.52% |
0.53% |
1/24/2005 |
LONG |
KMB |
63.79 |
64.4 |
64.6 |
0.96% |
1.27% |
1/24/2005 |
LONG |
LXK |
86.4 |
85.02 |
86.1 |
-1.60% |
-0.35% |
1/25/2005 |
LONG |
F |
13.07 |
13.23 |
13.35 |
1.22% |
2.14% |
1/25/2005 |
LONG |
DD |
45.74 |
46.58 |
46.48 |
1.84% |
1.62% |
1/25/2005 |
LONG |
OSK |
31.33 |
35.21 |
35.13 |
12.38% |
12.13% |
1/25/2005 |
SHORT |
SLE |
23.89 |
22.9 |
22.59 |
4.14% |
5.44% |
1/26/2005 |
LONG |
PLB |
22.97 |
25.45 |
26.55 |
10.80% |
15.59% |
1/26/2005 |
LONG |
NJR |
42.41 |
43.18 |
43.24 |
1.82% |
1.96% |
1/26/2005 |
SHORT |
CEY |
34.9 |
35.59 |
34.63 |
-1.98% |
0.77% |
1/26/2005 |
SHORT |
TRMB |
34.69 |
33.85 |
34.71 |
2.42% |
-0.06% |
1/27/2005 |
LONG |
PTRY |
29.5 |
28.8 |
28.22 |
-2.37% |
-4.34% |
1/27/2005 |
LONG |
RBK |
45.99 |
44.24 |
43.59 |
-3.81% |
-5.22% |
1/27/2005 |
SHORT |
MGAM |
9.59 |
9.04 |
8.7 |
5.74% |
9.28% |
1/27/2005 |
SHORT |
EWBC |
39.3 |
37.91 |
37.28 |
3.54% |
5.14% |
1/28/2005 |
SHORT |
MYG |
16 |
15.26 |
15.71 |
4.63% |
1.81% |
1/28/2005 |
SHORT |
ACET |
10.7 |
9.49 |
9.4 |
11.31% |
12.15% |
1/28/2005 |
SHORT |
LNT |
27.85 |
27.16 |
27.5 |
2.48% |
1.26% |
1/28/2005 |
SHORT |
IDXX |
56.72 |
55.93 |
58.01 |
1.39% |
-2.27% |
1/31/2005 |
LONG |
SEE |
52.25 |
51.3 |
52.22 |
-1.82% |
-0.06% |
1/31/2005 |
SHORT |
WYE |
40.4 |
39.63 |
39 |
1.91% |
3.47% |
1/31/2005 |
SHORT |
K |
44.94 |
44.64 |
44.95 |
0.67% |
-0.02% |
2/1/2005 |
SHORT |
FCN |
18.5 |
18.23 |
18.59 |
1.46% |
-0.49% |
2/1/2005 |
LONG |
IR |
38.33 |
38.86 |
38.53 |
1.38% |
0.52% |
2/1/2005 |
SHORT |
MAN |
41.75 |
43.36 |
44.6 |
-3.86% |
-6.83% |
2/2/2005 |
SHORT |
SON |
26.7 |
27.31 |
27.93 |
-2.28% |
-4.61% |
2/2/2005 |
LONG |
NOC |
52.1 |
52.34 |
52.18 |
0.46% |
0.15% |
2/2/2005 |
SHORT |
CMI |
74 |
72.75 |
72.25 |
1.69% |
2.36% |
2/3/2005 |
LONG |
TEX |
40.46 |
40.52 |
40.37 |
0.15% |
-0.22% |
2/3/2005 |
LONG |
SNA |
33 |
33.54 |
34.99 |
1.64% |
6.03% |
2/3/2005 |
SHORT |
JRN |
17.1 |
16.7 |
16.25 |
2.34% |
4.97% |
2/3/2005 |
SHORT |
CPWM |
26.29 |
26.55 |
26.86 |
-0.99% |
-2.17% |
2/4/2005 |
LONG |
GLW |
11.05 |
11.32 |
11.76 |
2.44% |
6.43% |
2/4/2005 |
LONG |
BWA |
53.8 |
52.6 |
53.66 |
-2.23% |
-0.26% |
2/4/2005 |
SHORT |
CAH |
55.49 |
58.18 |
57.73 |
-4.85% |
-4.04% |
2/7/2005 |
SHORT |
AGN |
75 |
73.52 |
74.12 |
1.97% |
1.17% |
2/7/2005 |
SHORT |
SOHU |
15.27 |
15.26 |
15.71 |
0.07% |
-2.88% |
2/7/2005 |
SHORT |
HZO |
31.8 |
31.77 |
30.79 |
0.09% |
3.18% |
2/8/2005 |
LONG |
KIM |
27.56 |
27.73 |
27.78 |
0.62% |
0.80% |
2/9/2005 |
LONG |
CXW |
40.3 |
40 |
39.59 |
-0.74% |
-1.76% |
2/10/2005 |
LONG |
LEND |
42.37 |
41.68 |
41.48 |
-1.63% |
-2.10% |
2/10/2005 |
LONG |
SLE |
24 |
23.92 |
23.57 |
-0.33% |
-1.79% |
2/10/2005 |
LONG |
CTSH |
39.9 |
43.09 |
45.52 |
7.99% |
14.09% |
2/15/2005 |
SHORT |
SLXP |
16.28 |
16.76 |
17.07 |
-2.95% |
-4.85% |
2/16/2005 |
LONG |
GTXI |
9.22 |
10.35 |
10.79 |
12.26% |
17.03% |
2/16/2005 |
SHORT |
AGIX |
18.22 |
18.61 |
17.88 |
-2.14% |
1.87% |
2/16/2005 |
SHORT |
YCC |
29.01 |
29.6 |
30.04 |
-2.03% |
-3.55% |
2/16/2005 |
SHORT |
ALVR |
11.25 |
9.7 |
10.03 |
13.78% |
10.84% |
2/17/2005 |
SHORT |
GB |
17.01 |
16.11 |
17.89 |
5.29% |
-5.17% |
2/17/2005 |
LONG |
WMT |
52.95 |
52.7 |
52.72 |
-0.47% |
-0.43% |
2/17/2005 |
SHORT |
UIL |
49.73 |
49.83 |
49.8 |
-0.20% |
-0.14% |
2/22/2005 |
LONG |
VCI |
34.92 |
35.65 |
36.12 |
2.09% |
3.44% |
2/22/2005 |
LONG |
FD |
55.7 |
55.29 |
56.62 |
-0.74% |
1.65% |
2/22/2005 |
SHORT |
HELE |
27.93 |
27.15 |
28.66 |
2.79% |
-2.61% |
2/22/2005 |
SHORT |
EASI |
37.09 |
36.23 |
35.97 |
2.32% |
3.02% |
2/23/2005 |
LONG |
WWE |
12.02 |
12.35 |
12.1 |
2.75% |
0.67% |
2/23/2005 |
LONG |
JBX |
33.55 |
33.38 |
34.2 |
-0.51% |
1.94% |
2/23/2005 |
SHORT |
ANT |
35.58 |
35.65 |
37.71 |
-0.20% |
-5.99% |
2/23/2005 |
LONG |
BLI |
12.93 |
11.85 |
11.66 |
-8.35% |
-9.82% |
2/24/2005 |
LONG |
MINI |
35.75 |
37.16 |
37.7 |
3.94% |
5.45% |
2/24/2005 |
LONG |
PBG |
26.65 |
26.88 |
27.09 |
0.86% |
1.65% |
2/24/2005 |
LONG |
NEOL |
10.5 |
11.31 |
11.01 |
7.71% |
4.86% |
2/24/2005 |
SHORT |
GPI |
29.05 |
28.64 |
27.78 |
1.41% |
4.37% |
2/25/2005 |
SHORT |
ABS |
22.95 |
22.01 |
22.39 |
4.10% |
2.44% |
2/25/2005 |
SHORT |
OGE |
25.78 |
26.06 |
25.95 |
-1.09% |
-0.66% |
3/1/2005 |
LONG |
ICTG |
8.99 |
9.69 |
10.37 |
7.79% |
15.35% |
3/1/2005 |
SHORT |
SHOO |
16.77 |
17.04 |
16.95 |
-1.61% |
-1.07% |
3/2/2005 |
SHORT |
ORB |
10.54 |
10.37 |
10.95 |
1.61% |
-3.89% |
3/3/2005 |
SHORT |
CBK |
16.59 |
16.95 |
17.01 |
-2.17% |
-2.53% |
3/3/2005 |
LONG |
WMAR |
24.18 |
23.11 |
23.76 |
-4.43% |
-1.74% |
3/3/2005 |
SHORT |
NAFC |
39.4 |
39.87 |
37.09 |
-1.19% |
5.86% |
3/3/2005 |
SHORT |
VTAL |
14.8 |
13.62 |
15.05 |
7.97% |
-1.69% |
3/7/2005 |
LONG |
QCOM |
35.45 |
37.39 |
36.29 |
5.47% |
2.37% |
3/7/2005 |
SHORT |
MSBK |
31.2 |
29.91 |
29.5 |
4.13% |
5.45% |
3/8/2005 |
SHORT |
KR |
17.42 |
16.85 |
16.5 |
3.27% |
5.28% |
3/8/2005 |
SHORT |
LNY |
28.75 |
27.9 |
27.95 |
2.96% |
2.78% |
3/8/2005 |
SHORT |
HT |
11.85 |
10.32 |
10.1 |
12.91% |
14.77% |
3/9/2005 |
SHORT |
CRMT |
23.37 |
24.11 |
23.01 |
-3.17% |
1.54% |
3/9/2005 |
LONG |
GLW |
11.3 |
11.35 |
11.38 |
0.44% |
0.71% |
3/9/2005 |
LONG |
TPX |
20.5 |
19.84 |
19.96 |
-3.22% |
-2.63% |
3/10/2005 |
SHORT |
PWR |
7.48 |
7.36 |
7.53 |
1.60% |
-0.67% |
3/10/2005 |
LONG |
IMAX |
10.79 |
10.64 |
10.1 |
-1.39% |
-6.39% |
3/10/2005 |
LONG |
BVF |
16.4 |
16.82 |
16.88 |
2.56% |
2.93% |
3/10/2005 |
LONG |
CLE |
22.4 |
23 |
23 |
2.68% |
2.68% |
3/14/2005 |
SHORT |
WGII |
42.67 |
43.1 |
43.32 |
-1.01% |
-1.52% |
3/16/2005 |
SHORT |
IFOX |
18.3 |
17.54 |
16.68 |
4.15% |
8.85% |
3/17/2005 |
LONG |
FDX |
95.99 |
96.84 |
96.13 |
0.89% |
0.15% |
3/17/2005 |
SHORT |
CPWM |
26.4 |
26.08 |
25.34 |
1.21% |
4.02% |
3/17/2005 |
SHORT |
BKS |
33 |
31.95 |
31.96 |
3.18% |
3.15% |
3/17/2005 |
SHORT |
JLG |
23 |
22.5 |
22.64 |
2.17% |
1.57% |
3/18/2005 |
LONG |
MOVI |
23.01 |
25.45 |
26.03 |
10.60% |
13.12% |
3/21/2005 |
LONG |
IM |
16.9 |
16.73 |
16.74 |
-1.01% |
-0.95% |
3/22/2005 |
LONG |
LEN |
56.5 |
55.6 |
55.2 |
-1.59% |
-2.30% |
3/22/2005 |
SHORT |
FDO |
30.33 |
31.05 |
30.58 |
-2.37% |
-0.82% |
3/23/2005 |
LONG |
GME |
20.86 |
21.95 |
22.55 |
5.23% |
8.10% |
3/24/2005 |
SHORT |
CAG |
26.55 |
26.25 |
26.38 |
1.13% |
0.64% |
3/24/2005 |
LONG |
FMC |
52.9 |
55.93 |
54.15 |
5.73% |
2.36% |
3/30/2005 |
SHORT |
XPRSA |
17.91 |
16.14 |
16.35 |
9.88% |
8.71% |
3/30/2005 |
LONG |
MINI |
38.99 |
40.45 |
40.41 |
3.74% |
3.64% |
TOTAL |
1ST Q |
|
195.9% |
226.1% |
4/4/2005 |
SHORT |
IFC |
22.94 |
22.36 |
21.86 |
2.53% |
4.71% |
4/5/2005 |
LONG |
SCUR |
8.98 |
9.16 |
9.37 |
2.00% |
4.34% |
4/5/2005 |
LONG |
| | | | |
