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