-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CRov9ZHSDrikux37vLeaw8XuNmtERGYZ5F+Y8GEcUUMCMxstPe2ZjYNsRDOPvGmR lof/4ykGp/0DQSw4gFiQ+A== 0001408675-08-000004.txt : 20080513 0001408675-08-000004.hdr.sgml : 20080513 20080513123847 ACCESSION NUMBER: 0001408675-08-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080513 DATE AS OF CHANGE: 20080513 EFFECTIVENESS DATE: 20080513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Temujin Fund Management LLC CENTRAL INDEX KEY: 0001408675 IRS NUMBER: 760765915 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12545 FILM NUMBER: 08826563 BUSINESS ADDRESS: STREET 1: 140 BROADWAY STREET 2: 38TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 BUSINESS PHONE: 212-509-3111 MAIL ADDRESS: STREET 1: 140 BROADWAY STREET 2: 38TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10005 13F-HR 1 r13f-0331.txt ISSUER CLASS CUSIP VALUE SH/PRN PUT/ INV OTHER VOTING AUTH "1,000.00" CALL DISCRETION MGRS SOLE SHARED NONE AMERISOURCEBERGN COM 03073E108 393.41 " 9,600 " SOLE " 9,600 " ACCO BRANDS COM 00081T108 " 1,335.29 " " 98,400 " SOLE " 98,400 " ARKANSAS BEST COM 40790107 446.04 " 14,000 " SOLE " 14,000 " ASBURY AUTO GP COM 43436104 " 1,376.00 " " 100,000 " SOLE " 100,000 " AMBAC FINANCIAL COM 23139108 432.40 " 75,200 " SOLE " 75,200 " AMER CMPS COMM COM 24835100 925.70 " 33,834 " SOLE " 33,834 " AMERICREDIT CP COM 03060R101 130.91 " 13,000 " SOLE " 13,000 " ACI WORLDWIDE COM 4498101 " 1,320.70 " " 66,300 " SOLE " 66,300 " ALCON INC COM HO1301102 " 6,500.83 " " 45,700 " SOLE " 45,700 " ALBERTO CULVER COM 13078100 " 4,659.70 " " 170,000 " SOLE " 170,000 " ADVENT SOFTWARE COM 7974108 " 3,622.70 " " 85,000 " SOLE " 85,000 " AMER ELEC PWR COM 25537101 " 2,435.36 " " 58,500 " SOLE " 58,500 " ASSURED GUARANTY COM G0585R106 284.88 " 12,000 " SOLE " 12,000 " AGILYSYS INC COM 00847J105 " 1,113.60 " " 96,000 " SOLE " 96,000 " APRIA HLTHCARE COM 37933108 " 4,443.75 " " 225,000 " SOLE " 225,000 " ASPEN INSU HLDGS COM G05384105 474.84 " 18,000 " SOLE " 18,000 " APOLLO INVSTMNT COM 03761U106 379.92 " 24,000 " SOLE " 24,000 " AK STEEL HLDG COM 1547108 416.64 " 7,656 " SOLE " 7,656 " ALLIED CAPITAL COM 01903Q108 " 2,488.05 " " 135,000 " SOLE " 135,000 " ALON USA ENERGY COM 20520102 971.51 " 63,873 " SOLE " 63,873 " ALASKA AIR GROUP COM 11659109 184.43 " 9,400 " SOLE " 9,400 " ALPHARMA A COM 20813101 83.87 " 3,200 " SOLE " 3,200 " AM MEDICAL SYS COM 02744M108 " 3,547.50 " " 250,000 " SOLE " 250,000 " ANSYS INC COM 03662Q105 " 2,934.20 " " 85,000 " SOLE " 85,000 " AIR PRODS & CHEM COM 9158106 " 3,284.40 " " 35,700 " SOLE " 35,700 " ARES CAPITAL COM 04010L103 " 1,634.10 " " 130,000 " SOLE " 130,000 " ARES CAPITAL RT COM 04010L111 1.57 " 2,809 " SOLE " 2,809 " AMERICAN RAILCAR COM 02916P103 " 1,504.42 " " 74,000 " SOLE " 74,000 " AMER REPRGRPHCS COM 29263100 " 2,524.28 " " 170,100 " SOLE " 170,100 " ARRIS GROUP COM 04269Q100 209.52 " 36,000 " SOLE " 36,000 " ARROW ELECTRONIC COM 42735100 161.52 " 4,800 " SOLE " 4,800 " ASHLAND INC COM 44209104 473.00 " 10,000 " SOLE " 10,000 " ASIAINFO HLDGS COM 04518A104 " 1,042.56 " " 96,000 " SOLE " 96,000 " ASTEC INDS INC COM 46224101 " 2,519.40 " " 65,000 " SOLE " 65,000 " ALLIANT TECH COM 18804104 " 2,787.75 " " 26,927 " SOLE " 26,927 " AVOCENT CORP COM 53893103 " 1,368.90 " " 81,000 " SOLE " 81,000 " AVNET INC COM 53807103 " 2,377.83 " " 72,650 " SOLE " 72,650 " ALLIED WASTE COM 19589308 " 7,134.60 " " 660,000 " SOLE " 660,000 " ARMSTRONG WLD IN COM 04247X102 " 2,959.78 " " 83,000 " SOLE " 83,000 " ANIXTER INTL COM 35290105 409.86 " 6,400 " SOLE " 6,400 " AMER AXLE & MANU COM 24061103 287.00 " 14,000 " SOLE " 14,000 " AXIS CAP COM G0692U109 543.68 " 16,000 " SOLE " 16,000 " ALLEGHENY ENERGY COM 17361106 " 3,312.80 " " 65,600 " SOLE " 65,600 " BARE ESCENTUALS COM 67511105 " 2,576.20 " " 110,000 " SOLE " 110,000 " BLACK BOX CORP COM 91826107 " 2,869.05 " " 93,000 " SOLE " 93,000 " BANKATLANTIC COM 65908501 " 1,157.75 " " 296,100 " SOLE " 296,100 " BRUNSWICK CORP COM 117043109 399.25 " 25,000 " SOLE " 25,000 " BRINK'S CO COM 109696104 " 5,172.86 " " 77,000 " SOLE " 77,000 " BLACK & DECKER COM 91797100 376.77 " 5,700 " SOLE " 5,700 " BRIGGS STRAT COM 109043109 " 1,078.73 " " 60,264 " SOLE " 60,264 " BIG LOTS INC COM 89302103 " 2,899.00 " " 130,000 " SOLE " 130,000 " BURGER KING COM 121208201 " 3,595.80 " " 130,000 " SOLE " 130,000 " BLACK HILLS CORP COM 92113109 357.80 " 10,000 " SOLE " 10,000 " BUCKEYE TECH COM 118255108 " 1,361.52 " " 122,000 " SOLE " 122,000 " BIOMED REALTY TR COM 09063H107 406.13 " 17,000 " SOLE " 17,000 " BRISTOL MYERS SQ COM 110122108 " 1,684.83 " " 79,100 " SOLE " 79,100 " BON-TON STORES COM 09776J101 852.77 " 155,900 " SOLE " 155,900 " BERKSHIRE CL A COM 84670108 " 35,617.80 " 267 SOLE 267 SYNTAX-BRILLIAN COM 87163L103 " 1,025.65 " " 1,046,580 " SOLE " 1,046,580 " BROWN & BROWN COM 115236101 " 22,894.67 " " 1,317,300 " SOLE " 1,317,300 " BOSTON SCIEN CP COM 101137107 " 2,059.20 " " 160,000 " SOLE " 160,000 " BUCYRUS INTL COM 118759109 " 1,219.80 " " 12,000 " SOLE " 12,000 " ANHEUSER BUSCH COM 35229103 " 3,212.37 " " 67,700 " SOLE " 67,700 " BOSTON PPTY COM 101121101 257.80 " 2,800 " SOLE " 2,800 " CITIGROUP COM 172967101 " 1,456.56 " " 68,000 " SOLE " 68,000 " CONAGRA FOODS COM 205887102 " 7,664.00 " " 320,000 " SOLE " 320,000 " CATHAY GEN BNCRP COM 149150104 " 1,573.41 " " 75,900 " SOLE " 75,900 " CHUBB CORP COM 171232101 326.57 " 6,600 " SOLE " 6,600 " CBRL GROUP INC COM 12489V106 " 2,242.78 " " 62,700 " SOLE " 62,700 " CABOT CORP COM 127055101 224.00 " 8,000 " SOLE " 8,000 " COCA COLA ENT COM 191219104 " 2,904.00 " " 120,000 " SOLE " 120,000 " CABOT MICROELEC COM 12709P103 " 2,083.32 " " 64,800 " SOLE " 64,800 " CEPHALON INC COM 156708109 " 6,246.80 " " 97,000 " SOLE " 97,000 " COGNEX CORP COM 192422103 " 3,711.10 " " 170,000 " SOLE " 170,000 " CONSOL GRAPHICS COM 209341106 " 2,578.30 " " 46,000 " SOLE " 46,000 " CIENA COM 171779309 " 3,391.30 " " 110,000 " SOLE " 110,000 " CIT GROUP INC COM 125581108 81.77 " 6,900 " SOLE " 6,900 " SEACOR HOLDINGS COM 811904101 " 1,683.30 " " 19,720 " SOLE " 19,720 " CLEAN HARBORS COM 184496107 " 5,733.00 " " 88,200 " SOLE " 88,200 " CELESTICA INC COM 15101Q108 " 4,192.61 " " 623,900 " SOLE " 623,900 " COMERICA INC COM 200340107 273.62 " 7,800 " SOLE " 7,800 " COMMERCIAL METAL COM 201723103 " 1,447.55 " " 48,300 " SOLE " 48,300 " COMPASS MNRLS COM 20451N101 " 5,485.14 " " 93,000 " SOLE " 93,000 " COMTECH TELCOM COM 205826209 " 1,821.30 " " 46,700 " SOLE " 46,700 " CNA FINANCIAL COM 126117100 " 5,371.39 " " 208,274 " SOLE " 208,274 " COL BANCGROUP COM 195493309 " 1,107.45 " " 115,000 " SOLE " 115,000 " CONCUR TECH INC COM 206708109 " 2,421.90 " " 78,000 " SOLE " 78,000 " CON-WAY COM 205944101 291.93 " 5,900 " SOLE " 5,900 " CAP ONE FINAN COM 14040H105 152.58 " 3,100 " SOLE " 3,100 " ROCKWELL COLL COM 774341101 " 6,596.42 " " 115,423 " SOLE " 115,423 " COOPER COS INC COM 216648402 " 2,582.25 " " 75,000 " SOLE " 75,000 " CONOCOPHILLIPS COM 20825C104 " 23,219.74 " " 304,681 " SOLE " 304,681 " CORUS BANKSHRS COM 220873103 810.70 " 83,320 " SOLE " 83,320 " COVIDIEN LTD COM G2552X108 " 2,345.25 " " 53,000 " SOLE " 53,000 " CAMPBELL SOUP CO COM 134429109 " 7,469.00 " " 220,000 " SOLE " 220,000 " COST PLUS INC COM 221485105 " 4,405.71 " " 1,315,137 " SOLE " 1,315,137 " CRANE CO COM 224399105 " 4,446.57 " " 110,200 " SOLE " 110,200 " SALESFORCE COM COM 79466L302 " 2,662.02 " " 46,000 " SOLE " 46,000 " COMPUTER SCIENCE COM 205363104 448.69 " 11,000 " SOLE " 11,000 " COSTAR GROUP COM 22160N109 " 2,580.00 " " 60,000 " SOLE " 60,000 " CARLISLE COS INC COM 142339100 " 4,347.20 " " 130,000 " SOLE " 130,000 " COINSTAR COM 19259P300 " 3,376.80 " " 120,000 " SOLE " 120,000 " COOPER TIRE & RB COM 216831107 224.55 " 15,000 " SOLE " 15,000 " CENTURYTEL INC COM 156700106 " 4,919.52 " " 148,000 " SOLE " 148,000 " CITI TRENDS COM 17306X102 " 2,029.50 " " 110,000 " SOLE " 110,000 " COGNIZANT TECH COM 192446102 " 3,171.30 " " 110,000 " SOLE " 110,000 " COMMSCOPE COM 203372107 " 2,472.93 " " 71,000 " SOLE " 71,000 " CENTEX CORP COM 152312104 229.99 " 9,500 " SOLE " 9,500 " COUSINS PROP COM 222795106 " 3,936.30 " " 159,300 " SOLE " 159,300 " CENVEO COM 15670S105 " 1,689.29 " " 161,500 " SOLE " 161,500 " CYBERSOURCE CP COM 23251J106 " 1,899.30 " " 130,000 " SOLE " 130,000 " CYTEC INDS COM 232820100 " 1,416.25 " " 26,300 " SOLE " 26,300 " CITIZENS COMMS COM 17453B101 " 5,260.73 " " 501,500 " SOLE " 501,500 " DOMINION RES INC COM 25746U109 " 2,029.75 " " 49,700 " SOLE " 49,700 " DRESS BARN COM 261570105 " 2,199.80 " " 170,000 " SOLE " 170,000 " DOUGLAS EMMETT COM 25960P109 463.26 " 21,000 " SOLE " 21,000 " DELPHI FINCL GP COM 247131105 " 3,887.59 " " 133,000 " SOLE " 133,000 " DISCOVER FINANCL COM 254709108 229.18 " 14,000 " SOLE " 14,000 " D.R. HORTON INC COM 23331A109 267.75 " 17,000 " SOLE " 17,000 " DOLBY LABS COM 25659T107 " 2,175.60 " " 60,000 " SOLE " 60,000 " DOLLAR TREE INC COM 256746108 " 3,034.90 " " 110,000 " SOLE " 110,000 " DIONEX COM 254546104 " 3,618.53 " " 47,000 " SOLE " 47,000 " DOVER CORP COM 260003108 543.14 " 13,000 " SOLE " 13,000 " DOW CHEMICAL CO COM 260543103 327.96 " 8,900 " SOLE " 8,900 " AMDOCS LTD COM G02602103 " 3,403.20 " " 120,000 " SOLE " 120,000 " DRS TECHNOLOGIES COM 23330X100 " 6,410.80 " " 110,000 " SOLE " 110,000 " ENCORE ACQUISTN COM 29255W100 " 2,859.88 " " 71,000 " SOLE " 71,000 " CONSOL EDISON COM 209115104 " 4,883.10 " " 123,000 " SOLE " 123,000 " ELECTR DATA COM 285661104 " 4,495.50 " " 270,000 " SOLE " 270,000 " EHEALTH COM 28238P109 " 2,427.70 " " 110,000 " SOLE " 110,000 " EDISON INTL COM 281020107 " 2,205.90 " " 45,000 " SOLE " 45,000 " EMCOR GROUP COM 29084Q100 310.94 " 14,000 " SOLE " 14,000 " EMERSON ELECTRIC COM 291011104 " 2,367.16 " " 46,000 " SOLE " 46,000 " ENDO PHARM COM 29264F205 " 4,309.20 " " 180,000 " SOLE " 180,000 " ENDURANCE SPLTY COM G30397106 512.40 " 14,000 " SOLE " 14,000 " EQUITY ONE INC COM 294752100 383.52 " 16,000 " SOLE " 16,000 " ERESEARCH TECH COM 29481V108 " 2,856.60 " " 230,000 " SOLE " 230,000 " ENERPLUS RSCS FD COM 29274D604 694.40 " 16,000 " SOLE " 16,000 " ITT EDUCATION COM 45068B109 " 1,336.56 " " 29,100 " SOLE " 29,100 " ENSCO INTL COM 26874Q100 469.65 " 7,500 " SOLE " 7,500 " E*TRADE FINCL CP COM 269246104 138.96 " 36,000 " SOLE " 36,000 " ETHAN ALLEN COM 297602104 " 4,122.35 " " 145,000 " SOLE " 145,000 " EAST WEST BANCP COM 27579R104 284.00 " 16,000 " SOLE " 16,000 " EXCEL MARITIME COM 20207523 155.56 " 5,300 " SOLE " 5,300 " EAGLE MATERIALS COM 26969P108 " 1,670.85 " " 47,000 " SOLE " 47,000 " ADV MEDICAL OPTC COM 00763M108 " 4,060.00 " " 200,000 " SOLE " 200,000 " FASTENAL CO COM 311900104 " 3,398.82 " " 74,000 " SOLE " 74,000 " FURN BRANDS COM 360921100 " 4,266.18 " " 364,631 " SOLE " 364,631 " FTI CONSULTING COM 302941109 " 4,759.68 " " 67,000 " SOLE " 67,000 " FCSTONE GROUP COM 31308T100 858.70 " 31,000 " SOLE " 31,000 " FRPRT-MCM GD COM 35671D857 134.71 " 1,400 " SOLE " 1,400 " FACTSET RESRCH COM 303075105 " 4,417.34 " " 82,000 " SOLE " 82,000 " FIRST HORIZN NTL COM 320517105 210.15 " 15,000 " SOLE " 15,000 " FIFTH THR BNCP COM 316773100 " 1,612.93 " " 77,100 " SOLE " 77,100 " FOOT LOCKER INC COM 344849104 " 1,353.55 " " 115,000 " SOLE " 115,000 " FLEXTRONICS COM Y2573F102 " 4,018.92 " " 428,000 " SOLE " 428,000 " FLOWSERVE CP COM 34354P105 " 3,027.02 " " 29,000 " SOLE " 29,000 " FST POTOMAC RLTY COM 33610F109 " 2,754.92 " " 179,240 " SOLE " 179,240 " FEDERAL SIGNAL COM 313855108 " 3,629.60 " " 260,000 " SOLE " 260,000 " FRONTIER FINL COM 35907K105 " 3,995.68 " " 226,000 " SOLE " 226,000 " FUEL TECH COM 359523107 943.00 " 46,000 " SOLE " 46,000 " HB FULLER CO COM 359694106 306.15 " 15,000 " SOLE " 15,000 " FORWARD AIR CP COM 349853101 " 3,012.40 " " 85,000 " SOLE " 85,000 " NICOR INC COM 654086107 402.12 " 12,000 " SOLE " 12,000 " GANNETT CO INC COM 364730101 " 2,228.13 " " 76,700 " SOLE " 76,700 " GARDNER DENVER COM 365558105 " 4,934.30 " " 133,000 " SOLE " 133,000 " GREIF INC CL A COM 397624107 271.72 " 4,000 " SOLE " 4,000 " GRACO COM 384109104 " 1,811.04 " " 49,946 " SOLE " 49,946 " GENOMIC HEALTH COM 37244C101 " 2,077.90 " " 110,000 " SOLE " 110,000 " GLOBAL INDS COM 379336100 289.62 " 18,000 " SOLE " 18,000 " GULFMARK COM 402629109 " 3,064.32 " " 56,000 " SOLE " 56,000 " GENWORTH FINL COM 37247D106 271.68 " 12,000 " SOLE " 12,000 " WR GRACE CO COM 38388F108 319.48 " 14,000 " SOLE " 14,000 " GLOBAL SOURCES COM G39300101 " 1,930.50 " " 130,000 " SOLE " 130,000 " GENTIVA HLTH COM 37247A102 " 1,523.20 " " 70,000 " SOLE " 70,000 " CHART INDUSTRIES COM 16115Q308 " 2,233.44 " " 66,000 " SOLE " 66,000 " GRANITE CONSTR COM 387328107 166.82 " 5,100 " SOLE " 5,100 " GREY WOLF COM 397888108 508.50 " 75,000 " SOLE " 75,000 " W W GRAINGER INC COM 384802104 " 1,633.60 " " 21,385 " SOLE " 21,385 " HUNTGTN BKSHR COM 446150104 268.75 " 25,000 " SOLE " 25,000 " HANESBRANDS COM 410345102 " 6,786.72 " " 232,422 " SOLE " 232,422 " HCC INS HLDGS COM 404132102 " 2,200.93 " " 97,000 " SOLE " 97,000 " HERCULES OFFSHRE COM 427093109 " 1,833.76 " " 73,000 " SOLE " 73,000 " HARTFORD FINL COM 416515104 " 6,743.53 " " 89,000 " SOLE " 89,000 " HARMONIC INC COM 413160102 " 1,444.00 " " 190,000 " SOLE " 190,000 " HEALTHSOUTH CP COM 421924309 " 3,090.39 " " 173,715 " SOLE " 173,715 " HELIX ENERGY SLN COM 42330P107 " 3,780.00 " " 120,000 " SOLE " 120,000 " HEALTH MGMT COM 421933102 126.96 " 24,000 " SOLE " 24,000 " HOLLY COM 435758305 " 3,459.78 " " 79,700 " SOLE " 79,700 " STARWOOD HOTELS COM 85590A401 " 3,782.93 " " 73,100 " SOLE " 73,100 " HEWLETT-PACKARD COM 428236103 " 4,657.32 " " 102,000 " SOLE " 102,000 " HILB ROGAL HOBBS COM 431294107 " 2,039.19 " " 64,798 " SOLE " 64,798 " HORIZON LINES COM 44044K101 " 2,102.80 " " 112,993 " SOLE " 112,993 " HERTZ GLOBAL HOL COM 42805T105 " 1,326.60 " " 110,000 " SOLE " 110,000 " HUB GROUP A COM 443320106 " 5,912.80 " " 179,775 " SOLE " 179,775 " HUNTSMAN COM 447011107 " 1,255.54 " " 53,314 " SOLE " 53,314 " HURCO COS COM 447324104 " 2,151.88 " " 46,000 " SOLE " 46,000 " IDACORP INC COM 451107106 " 23,701.00 " " 738,119 " SOLE " 738,119 " INTL FLAV & FRAG COM 459506101 " 2,275.58 " " 51,659 " SOLE " 51,659 " IKON OFFICE COM 451713101 250.80 " 33,000 " SOLE " 33,000 " ILLUMINA INC COM 452327109 " 3,339.60 " " 44,000 " SOLE " 44,000 " INGRAM MICRO COM 457153104 300.77 " 19,000 " SOLE " 19,000 " INTERMEC COM 458786100 " 2,662.80 " " 120,000 " SOLE " 120,000 " INFINERA CORP COM 45667G103 852.00 " 71,000 " SOLE " 71,000 " INTERACT INTELL COM 45839M103 741.51 " 63,000 " SOLE " 63,000 " WORLD FUEL SVC COM 981475106 " 2,273.67 " " 81,000 " SOLE " 81,000 " IPC HOLDNGS LTD COM G4933P101 560.00 " 20,000 " SOLE " 20,000 " INTUITIVE SURG COM 46120E602 " 2,432.63 " " 7,500 " SOLE " 7,500 " ITRON INC COM 465741106 " 3,067.82 " " 34,000 " SOLE " 34,000 " ITT CORP COM 450911102 " 2,678.58 " " 51,700 " SOLE " 51,700 " INTEVAC INC COM 461148108 " 1,691.55 " " 130,622 " SOLE " 130,622 " INVACARE CORP COM 461203101 " 2,896.40 " " 130,000 " SOLE " 130,000 " ISHR RS2000 COM 464287655 " 34,145.00 " " 500,000 " SOLE " 500,000 " JARDEN CORP COM 471109108 347.84 " 16,000 " SOLE " 16,000 " JABIL CIRCUIT COM 466313103 " 1,690.73 " " 178,724 " SOLE " 178,724 " JDS UNIPHASE COM 46612J507 " 4,686.50 " " 350,000 " SOLE " 350,000 " JEFFERIES GROUP COM 472319102 161.30 " 10,000 " SOLE " 10,000 " JANUS CAPITAL GP COM 47102X105 " 1,349.66 " " 58,000 " SOLE " 58,000 " NORDSTROM INC COM 655664100 666.60 " 20,448 " SOLE " 20,448 " KAISER ALUMINUM COM 483007704 " 3,257.10 " " 47,000 " SOLE " 47,000 " KEYCORP NEW COM 493267108 212.92 " 9,700 " SOLE " 9,700 " KKR FINCIAL HLDS COM 48248A306 " 1,114.08 " " 88,000 " SOLE " 88,000 " KORN/FERRY INTL COM 500643200 866.04 " 51,245 " SOLE " 51,245 " KING PHARM COM 495582108 " 4,089.00 " " 470,000 " SOLE " 470,000 " KENNAMETAL INC COM 489170100 636.28 " 21,620 " SOLE " 21,620 " KINDRED HLTHCARE COM 494580103 240.57 " 11,000 " SOLE " 11,000 " KNOLL INC COM 498904200 " 2,546.67 " " 220,682 " SOLE " 220,682 " KOPPERS HLDGS COM 50060P106 " 2,126.88 " " 48,000 " SOLE " 48,000 " LEGGETT& PLATT COM 524660107 411.75 " 27,000 " SOLE " 27,000 " LEHMAN BROS COM 524908100 " 2,258.40 " " 60,000 " SOLE " 60,000 " LENNAR CP CL A COM 526057104 319.77 " 17,000 " SOLE " 17,000 " LANDAMER FINL GP COM 514936103 248.66 " 6,300 " SOLE " 6,300 " LASALLE HOTEL COM 517942108 " 1,752.53 " " 61,000 " SOLE " 61,000 " LKQ CORP COM 501889208 " 3,370.50 " " 150,000 " SOLE " 150,000 " CHENIERE ENERGY COM 16411R208 990.00 " 50,000 " SOLE " 50,000 " LINDSAY CORP COM 535555106 " 3,381.51 " " 33,000 " SOLE " 33,000 " LAM RESEARCH COM 512807108 16.43 430 SOLE 430 LUBRIZOL CORP COM 549271104 " 2,220.40 " " 40,000 " SOLE " 40,000 " MASTERCARD CL A COM 57636Q104 " 2,898.87 " " 13,000 " SOLE " 13,000 " MANPOWER INC COM 56418H100 168.78 " 3,000 " SOLE " 3,000 " MASIMO CORP COM 574795100 " 1,820.00 " " 70,000 " SOLE " 70,000 " MARTEK BIOSCI COM 572901106 " 3,974.10 " " 130,000 " SOLE " 130,000 " MBIA INC COM 55262C100 102.65 " 8,400 " SOLE " 8,400 " MCG CAPITAL CRP COM 58047P107 " 1,533.48 " " 168,700 " SOLE " 168,700 " MCG CAPITAL RT COM 58047P206 28.20 " 24,100 " SOLE " 24,100 " MEDTRONIC INC COM 585055106 " 5,714.33 " " 118,138 " SOLE " 118,138 " SPDR MIDCAP COM 595635103 " 77,638.00 " " 550,000 " SOLE " 550,000 " MULTI FINELINE COM 62541B101 " 1,357.07 " " 72,300 " SOLE " 72,300 " M&F WORLDWIDE COM 552541104 " 1,159.09 " " 31,000 " SOLE " 31,000 " MAGNA INTNL COM 559222401 " 4,494.95 " " 62,300 " SOLE " 62,300 " MGM MIRAGE COM 552953101 " 1,711.79 " " 29,127 " SOLE " 29,127 " MARSHALL& ILSLEY COM 571837103 348.00 " 15,000 " SOLE " 15,000 " MONACO COACH COM 60886R103 785.92 " 82,903 " SOLE " 82,903 " MOLEX CLASS A COM 608554200 " 57,057.73 " " 2,610,143 " SOLE " 2,610,143 " MONSANTO CO COM 61166W101 " 2,007.00 " " 18,000 " SOLE " 18,000 " MONTPELIER RE COM G62185106 " 2,568.00 " " 160,000 " SOLE " 160,000 " MARATHON OIL COM 565849106 " 3,321.14 " " 72,832 " SOLE " 72,832 " MURPHY OIL CORP COM 626717102 " 6,924.40 " " 84,300 " SOLE " 84,300 " MENS WEARHOUSE COM 587118100 " 1,163.50 " " 50,000 " SOLE " 50,000 " MEADWESTVACO CP COM 583334107 " 5,226.24 " " 192,000 " SOLE " 192,000 " MSCI INC COM 55354G100 5.21 175 SOLE 175 NAVIGANT CONSUL COM 63935N107 " 3,416.40 " " 180,000 " SOLE " 180,000 " NCR CORPORATION COM 62886E112 196.34 " 8,600 " SOLE " 8,600 " THE9 ADS COM 88337K104 " 1,414.50 " " 69,000 " SOLE " 69,000 " NOVA CHEMICALS COM 66977W109 " 6,396.57 " " 268,200 " SOLE " 268,200 " NTNL FINCL PTR COM 63607P208 " 1,168.44 " " 52,000 " SOLE " 52,000 " NATWIDE FINL COM 638612101 567.36 " 12,000 " SOLE " 12,000 " NII HOLDINGS COM 62913F201 985.18 " 31,000 " SOLE " 31,000 " NALCO HOLDING COM 62985Q101 " 3,510.90 " " 166,000 " SOLE " 166,000 " NDS GROUP COM 628891103 " 2,296.89 " " 47,000 " SOLE " 47,000 " NOVELL INC COM 670006105 " 4,025.60 " " 640,000 " SOLE " 640,000 " NUSTAR ENERGY UT COM 67058H102 " 2,857.96 " " 59,000 " SOLE " 59,000 " NORFOLK SOUTHERN COM 655844108 " 3,585.12 " " 66,000 " SOLE " 66,000 " NATL SEMICONDUCT COM 637640103 " 4,580.00 " " 250,000 " SOLE " 250,000 " NETEASE.COM INC COM 64110W102 " 3,265.70 " " 170,000 " SOLE " 170,000 " NORTHEAST UTILS COM 664397106 " 2,674.86 " " 109,000 " SOLE " 109,000 " NUCOR COM 670346105 318.38 " 4,700 " SOLE " 4,700 " NOVELLUS SYS COM 670008101 357.85 " 17,000 " SOLE " 17,000 " NEWELL RUBBERMD COM 651229106 " 2,264.13 " " 99,000 " SOLE " 99,000 " NW NAT GAS CO COM 667655104 " 1,867.92 " " 43,000 " SOLE " 43,000 " OCEANFREIGHT COM Y64202107 " 1,990.17 " " 91,000 " SOLE " 91,000 " OMNICARE INC COM 681904108 141.65 " 7,800 " SOLE " 7,800 " OLD DOMINION COM 679580100 " 2,721.46 " " 85,500 " SOLE " 85,500 " OFFICE DEPOT COM 676220106 " 24,082.85 " " 2,179,443 " SOLE " 2,179,443 " OWENS-ILLINOIS COM 690768403 " 3,385.80 " " 60,000 " SOLE " 60,000 " OIL STATES INTL COM 678026105 " 4,212.14 " " 94,000 " SOLE " 94,000 " ONEOK INC COM 682680103 182.98 " 4,100 " SOLE " 4,100 " OLIN CORP COM 680665205 316.16 " 16,000 " SOLE " 16,000 " OWENS & MINOR COM 690732102 " 2,675.12 " " 68,000 " SOLE " 68,000 " OFFICEMAX COM 67622P101 " 30,895.44 " " 1,614,182 " SOLE " 1,614,182 " ODYSSEY RE HLDGS COM 67612W108 184.52 " 5,021 " SOLE " 5,021 " OLD REPUBLIC COM 680223104 " 1,807.40 " " 140,000 " SOLE " 140,000 " OVERSEAS SHIP COM 690368105 245.14 " 3,500 " SOLE " 3,500 " PROV BKSHRS CP COM 743859100 " 1,714.10 " " 159,600 " SOLE " 159,600 " PRICELINE COM COM 741503403 " 2,658.92 " " 22,000 " SOLE " 22,000 " PUBL SVC ENTER COM 744573106 " 1,366.46 " " 34,000 " SOLE " 34,000 " PF CHANG CHINA COM 69333Y108 " 4,854.71 " " 170,700 " SOLE " 170,700 " PFIZER INC COM 717081103 " 1,862.77 " " 89,000 " SOLE " 89,000 " PROVIDENT FINL COM 74386T105 " 1,527.12 " " 108,000 " SOLE " 108,000 " PULTE HOMES INC COM 745867101 276.45 " 19,000 " SOLE " 19,000 " PIER 1 IMPORTS COM 720279108 " 1,318.80 " " 210,000 " SOLE " 210,000 " PIPER JAFFRAY CO COM 724078100 " 1,619.86 " " 47,699 " SOLE " 47,699 " PERKINELMER COM 714046109 " 3,637.50 " " 150,000 " SOLE " 150,000 " PARKWAY PROP COM 70159Q104 " 1,552.32 " " 42,000 " SOLE " 42,000 " PROTECTIVE LIFE COM 743674103 381.26 " 9,400 " SOLE " 9,400 " PLEXUS CORP COM 729132100 " 2,159.85 " " 77,000 " SOLE " 77,000 " PHARMERICA CORP COM 71714F104 " 2,154.10 " " 130,000 " SOLE " 130,000 " PMI GROUP COM 69344M101 98.94 " 17,000 " SOLE " 17,000 " PARAMETRIC TECH COM 699173209 " 2,556.80 " " 160,000 " SOLE " 160,000 " PNM RESOURCES COM 69349H107 174.58 " 14,000 " SOLE " 14,000 " PANERA BREAD CO COM 69840W108 " 2,136.39 " " 51,000 " SOLE " 51,000 " POLYONE CORP COM 73179P106 " 2,548.00 " " 400,000 " SOLE " 400,000 " POTASH COM 73755L107 " 1,505.54 " " 9,700 " SOLE " 9,700 " POWER INTEGRTNS COM 739276103 " 3,218.60 " " 110,000 " SOLE " 110,000 " PILGRIMS PRIDE COM 721467108 303.45 " 15,000 " SOLE " 15,000 " PPG IND COM 693506107 " 3,990.63 " " 65,950 " SOLE " 65,950 " PARTNERRE LTD COM G6852T105 763.00 " 10,000 " SOLE " 10,000 " PAR PHARMACTCL COM 69888P106 208.68 " 12,000 " SOLE " 12,000 " PAREXEL INTL COM 699462107 " 3,079.80 " " 118,000 " SOLE " 118,000 " PHOENIX TECH COM 719153108 " 1,465.78 " " 93,600 " SOLE " 93,600 " PATTERSON-UTI COM 703481101 340.34 " 13,000 " SOLE " 13,000 " PLATINUM UNDERWR COM G7127P100 551.82 " 17,000 " SOLE " 17,000 " PACTIV CORP COM 695257105 " 4,036.34 " " 154,000 " SOLE " 154,000 " PAPA JOHN'S COM 698813102 " 3,147.30 " " 130,000 " SOLE " 130,000 " QWEST COMMS INTL COM 749121109 " 3,750.84 " " 828,000 " SOLE " 828,000 " QLT INC COM 746927102 " 1,254.93 " " 353,501 " SOLE " 353,501 " QUEST SOFTWARE COM 74834T103 " 4,221.61 " " 323,000 " SOLE " 323,000 " QUALITY SYS COM 747582104 " 2,777.91 " " 93,000 " SOLE " 93,000 " RADIANT SYS INC COM 75025N102 " 2,374.90 " " 170,000 " SOLE " 170,000 " REYNOLDS AMRICAN COM 761713106 " 6,062.38 " " 102,700 " SOLE " 102,700 " ROWAN CO INC COM 779382100 494.16 " 12,000 " SOLE " 12,000 " EVEREST RE GP COM G3223R108 196.97 " 2,200 " SOLE " 2,200 " RSCS CONNECTION COM 76122Q105 " 1,518.95 " " 85,000 " SOLE " 85,000 " REGIONS FINANCL COM 7591EP100 189.60 " 9,600 " SOLE " 9,600 " RF MICRO DEV COM 749941100 159.60 " 60,000 " SOLE " 60,000 " RAYMOND JAMES COM 754730109 " 3,226.39 " " 140,400 " SOLE " 140,400 " ROCKWELL AUTOMAT COM 773903109 690.82 " 12,031 " SOLE " 12,031 " DONNELLEY & SONS COM 257867101 454.65 " 15,000 " SOLE " 15,000 " RELIANCE STEEL COM 759509102 191.55 " 3,200 " SOLE " 3,200 " RADIOSHACK COM 750438103 " 2,600.00 " " 160,000 " SOLE " 160,000 " RUBY TUESDAY COM 781182100 " 1,973.25 " " 263,100 " SOLE " 263,100 " SPRINT NEXTEL COM 852061100 160.56 " 24,000 " SOLE " 24,000 " SAFECO CORP COM 786429100 " 3,391.92 " " 77,300 " SOLE " 77,300 " SANDERSON FARM COM 800013104 380.10 " 10,000 " SOLE " 10,000 " BOSTON BEER COM 100557107 " 3,137.64 " " 66,000 " SOLE " 66,000 " STERLING BANCSH COM 858907108 " 2,206.68 " " 222,000 " SOLE " 222,000 " SCANSOURCE COM 806037107 " 1,954.26 " " 54,000 " SOLE " 54,000 " SECURE COMPT COM 813705100 " 1,760.85 " " 273,000 " SOLE " 273,000 " SPARTECH CORP COM 847220209 462.59 " 54,744 " SOLE " 54,744 " SMITHFLD FOODS COM 832248108 " 4,791.36 " " 186,000 " SOLE " 186,000 " ISTAR FINL COM 45031U101 " 1,533.48 " " 109,300 " SOLE " 109,300 " STONE ENERGY CP COM 861642106 465.56 " 8,900 " SOLE " 8,900 " SCHULMAN A COM 808194104 " 30,387.23 " " 1,480,138 " SOLE " 1,480,138 " STEVEN MADDEN COM 556269108 " 1,884.30 " " 110,000 " SOLE " 110,000 " SKECHERS USA COM 830566105 262.73 " 13,000 " SOLE " 13,000 " SILICON LABS COM 826919102 " 3,784.80 " " 120,000 " SOLE " 120,000 " SARA LEE CORP COM 803111103 " 3,774.60 " " 270,000 " SOLE " 270,000 " STD MICROSYS COM 853626109 " 1,371.46 " " 47,000 " SOLE " 47,000 " SMITH MICRO SOF COM 832154108 " 1,774.80 " " 290,000 " SOLE " 290,000 " SNAP-ON INC COM 833034101 " 3,559.50 " " 70,000 " SOLE " 70,000 " SANDISK CORP COM 80004C101 " 2,135.12 " " 94,600 " SOLE " 94,600 " SYNOVUS FINAN COM 87161C105 143.78 " 13,000 " SOLE " 13,000 " SANOFI AVENTIS COM 80105N105 " 1,993.37 " " 53,100 " SOLE " 53,100 " STAPLES INC COM 855030102 " 31,962.31 " " 1,445,604 " SOLE " 1,445,604 " SPSS COM 78462K102 " 2,869.72 " " 74,000 " SOLE " 74,000 " S&P DEPSTRY RCTS COM 78462F103 " 85,780.50 " " 650,000 " SOLE " 650,000 " STERICYCLE INC COM 858912108 " 1,854.00 " " 36,000 " SOLE " 36,000 " SIERRA PACIFIC COM 826428104 " 2,399.70 " " 190,000 " SOLE " 190,000 " STARENT NETWORKS COM 85528P108 " 1,120.50 " " 83,000 " SOLE " 83,000 " STERIS CORP COM 859152100 159.21 " 5,934 " SOLE " 5,934 " STRAYER EDUCAT COM 863236105 " 3,812.50 " " 25,000 " SOLE " 25,000 " STERLING FINAN COM 859319105 " 2,514.77 " " 161,100 " SOLE " 161,100 " SUNOCO INC COM 86764P109 " 3,400.06 " " 64,800 " SOLE " 64,800 " SIERRA WIRELESS COM 826516106 " 2,135.11 " " 133,863 " SOLE " 133,863 " STANLEY WORKS COM 854616109 476.20 " 10,000 " SOLE " 10,000 " SKYWORKS SOLUTNS COM 83088M102 " 1,820.00 " " 250,000 " SOLE " 250,000 " SAFEWAY INC COM 786514208 " 4,616.76 " " 157,300 " SOLE " 157,300 " STRYKER COM 863667101 " 4,815.07 " " 74,021 " SOLE " 74,021 " SYKES ENTERPRISE COM 871237103 " 3,869.80 " " 220,000 " SOLE " 220,000 " SYMANTEC CORP COM 871503108 " 3,822.60 " " 230,000 " SOLE " 230,000 " AT&T COM 00206R102 " 2,719.30 " " 71,000 " SOLE " 71,000 " TIDEWATER INC COM 886423102 242.48 " 4,400 " SOLE " 4,400 " TECH DATA CP COM 878237106 459.20 " 14,000 " SOLE " 14,000 " TECHNE CORP COM 878377100 " 5,186.72 " " 77,000 " SOLE " 77,000 " TYCO ELECTRON COM G9144P105 " 5,832.00 " " 169,930 " SOLE " 169,930 " TEREX CORP COM 880779103 256.25 " 4,100 " SOLE " 4,100 " TELEFLEX INC COM 879369106 681.63 " 14,287 " SOLE " 14,287 " TRIUMPH GROUP COM 896818101 " 2,425.22 " " 42,600 " SOLE " 42,600 " TENET HEALTHCR COM 88033G100 " 3,622.40 " " 640,000 " SOLE " 640,000 " HANOVER INS GRP COM 410867105 " 3,760.20 " " 91,400 " SOLE " 91,400 " TIMKEN CO COM 887389104 255.59 " 8,600 " SOLE " 8,600 " THE TALBOTS COM 874161102 " 1,185.80 " " 110,000 " SOLE " 110,000 " TOLL BROTHERS COM 889478103 164.36 " 7,000 " SOLE " 7,000 " TEPPCO PARTNERS COM 872384102 " 1,296.72 " " 37,597 " SOLE " 37,597 " TRIQUINT SEMI COM 89674K103 " 2,428.80 " " 480,000 " SOLE " 480,000 " TRIDENT MICRO COM 895919108 190.55 " 37,000 " SOLE " 37,000 " TRICO MARINE SCS COM 896106200 " 3,429.36 " " 88,000 " SOLE " 88,000 " TRUSTMARK CP COM 898402102 " 2,509.93 " " 112,654 " SOLE " 112,654 " TRINITY INDS INC COM 896522109 226.52 " 8,500 " SOLE " 8,500 " TRW AUTOMOTIVE COM 87264S106 " 3,762.57 " " 161,000 " SOLE " 161,000 " TRACTOR SUPPLY COM 892356106 " 2,501.62 " " 63,300 " SOLE " 63,300 " SOUTH FINL GRP COM 837841105 401.22 " 27,000 " SOLE " 27,000 " TESORO CORP COM 881609101 207.00 " 6,900 " SOLE " 6,900 " TUPPERWARE BRNDS COM 899896104 " 3,094.40 " " 80,000 " SOLE " 80,000 " TERNIUM S.A COM 880890108 340.86 " 9,500 " SOLE " 9,500 " TXCO RESOURCES COM 87311M102 " 1,532.56 " " 123,793 " SOLE " 123,793 " TYCO INTL COM G9143X208 528.60 " 12,000 " SOLE " 12,000 " UCBH HOLDINGS COM 90262T308 225.04 " 29,000 " SOLE " 29,000 " UTD CMNTY BKS COM 90984P105 " 3,232.99 " " 190,400 " SOLE " 190,400 " UNISYS CORP COM 909214108 " 1,284.70 " " 290,000 " SOLE " 290,000 " UNION PACIFIC CP COM 907818108 " 4,350.69 " " 34,700 " SOLE " 34,700 " UNIT CORPORATION COM 909218109 623.15 " 11,000 " SOLE " 11,000 " UNITED RENTAL COM 911363109 " 2,449.20 " " 130,000 " SOLE " 130,000 " ULTRATECH INC COM 904034105 " 38,216.58 " " 3,976,751 " SOLE " 3,976,751 " UNIV TECH INST COM 913915104 " 2,111.40 " " 180,000 " SOLE " 180,000 " UNITRIN INC COM 913275103 " 1,908.36 " " 54,000 " SOLE " 54,000 " VALSPAR CP COM 920355104 " 15,966.00 " " 804,738 " SOLE " 804,738 " VALASSIS COMM COM 918866104 " 1,627.50 " " 150,000 " SOLE " 150,000 " VEECO INSTR INC COM 922417100 " 3,326.00 " " 200,000 " SOLE " 200,000 " VALERO ENERGY COM 91913Y100 255.37 " 5,200 " SOLE " 5,200 " VIRGIN MEDIA COM 92769L101 " 2,891.38 " " 205,500 " SOLE " 205,500 " VOLCANO CP COM 928645100 " 2,375.00 " " 190,000 " SOLE " 190,000 " VISTAPRINT LTD COM G93762204 " 2,062.05 " " 59,000 " SOLE " 59,000 " VIASAT INC COM 92552V100 275.69 " 12,693 " SOLE " 12,693 " VISHAY INTERTECH COM 928298108 " 3,469.98 " " 383,000 " SOLE " 383,000 " INVENTIV HLTH COM 46122E113 " 1,980.26 " " 68,735 " SOLE " 68,735 " WACHOVIA CORP COM 929903102 " 3,839.40 " " 142,200 " SOLE " 142,200 " WEBSTER FINL CP COM 947890109 306.57 " 11,000 " SOLE " 11,000 " WESCO INTL COM 95082P105 " 2,882.71 " " 79,000 " SOLE " 79,000 " WGL HOLDINGS COM 92924F106 384.72 " 12,000 " SOLE " 12,000 " WHIRL POOL CORP COM 963320106 " 3,271.61 " " 37,700 " SOLE " 37,700 " WINN-DIXIE STORE COM 974280307 " 1,472.72 " " 82,000 " SOLE " 82,000 " WASHINGTN MUTUAL COM 939322103 61.80 " 6,000 " SOLE " 6,000 " WEST MARINE COM 954235107 " 13,035.55 " " 1,870,237 " SOLE " 1,870,237 " WABASH NATL CORP COM 929566107 " 1,285.57 " " 143,000 " SOLE " 143,000 " WESTERN REFINING COM 959319104 202.05 " 15,000 " SOLE " 15,000 " WORTHINGTON INDS COM 981811102 303.66 " 18,000 " SOLE " 18,000 " WARNACO GROUP COM 934390402 " 2,563.60 " " 65,000 " SOLE " 65,000 " WEIGHT WATCHERS COM 948626106 " 2,872.46 " " 62,000 " SOLE " 62,000 " WRIGHT EXPRESS COM 98233Q105 " 1,997.45 " " 65,000 " SOLE " 65,000 " WEYERHAEUSER CO COM 962166104 " 48,076.27 " " 739,180 " SOLE " 739,180 " US STEEL CORP COM 912909108 279.11 " 2,200 " SOLE " 2,200 " XL CAPITAL LTD COM G98255105 165.48 " 5,600 " SOLE " 5,600 " SS SPDR FNANCIAL COM 81369Y605 " 12,435.00 " " 500,000 " SOLE " 500,000 " XILINX INC COM 983919101 " 6,365.00 " " 268,000 " SOLE " 268,000 " YRC WORLDWIDE COM 984249102 157.44 " 12,000 " SOLE " 12,000 " ZYMOGENETICS COM 98985T109 " 1,532.72 " " 156,400 " SOLE " 156,400 " ZIONS BANCORP COM 989701107 " 1,999.64 " " 43,900 " SOLE " 43,900 " ZALE CP COM 988858106 " 2,371.20 " " 120,000 " SOLE " 120,000 " ZIMMER HLDGS COM 98956P102 " 4,438.02 " " 57,000 " SOLE " 57,000 " ZENITH NATIONAL COM 989390109 " 1,900.58 " " 53,000 " SOLE " 53,000 " SEALY CORP COM 812139301 " 1,076.92 " " 141,700 " SOLE " 141,700 " -----END PRIVACY-ENHANCED MESSAGE-----