0001398344-12-000577.txt : 20120214 0001398344-12-000577.hdr.sgml : 20120214 20120214163024 ACCESSION NUMBER: 0001398344-12-000577 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Gotham Asset Management, LLC CENTRAL INDEX KEY: 0001510387 IRS NUMBER: 263590875 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14365 FILM NUMBER: 12610444 BUSINESS ADDRESS: STREET 1: 535 MADISON AVE, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 646-432-3736 MAIL ADDRESS: STREET 1: 535 MADISON AVE, 30TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 fp0004266_13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Gotham Asset Management, LLC Address: 535 Madison Ave, 30th Floor New York, NY 10022 Form 13F File Number: 028-14365 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Bernard Seibert Title: CFO Phone: 212-319-4100 Signature, Place, and Date of Signing: /s/ Bernard Seibert New York, NY February 14, 2012 ------------------- ------------ ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ----------- Form 13F Information Table Entry Total: 644 ----------- Form 13F Information Table Value Total: $ 828,711 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the names(s) and Form 13F file numbers(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------------------------------- ---------------- --------- ----------- -------------------- ---------- -------- ------------------- VOTING AUTHORITY TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ------------------- NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE -------------------------------- ---------------- --------- ----------- ----------- --- ---- ---------- -------- ------- ------ ---- AGCO CORP COM 001084102 995 23,160 SH SOLE 23,160 AVX CORP NEW COM 002444107 1,153 90,356 SH SOLE 90,356 AZZ INC COM 002474104 887 19,515 SH SOLE 19,515 ABBOTT LABS COM 002824100 331 5,884 SH SOLE 5,884 ACI WORLDWIDE INC COM 004498101 636 22,211 SH SOLE 22,211 ACXIOM CORP COM 005125109 536 43,905 SH SOLE 43,905 AEROPOSTALE COM 007865108 4,507 295,555 SH SOLE 295,555 ADVANCED MICRO DEVICES INC COM 007903107 188 34,830 SH SOLE 34,830 ADVANCED ENERGY INDS COM 007973100 984 91,723 SH SOLE 91,723 AEROVIRONMENT INC COM 008073108 1,071 34,019 SH SOLE 34,019 AIXTRON SE SPONSORED ADR 009606104 154 12,121 SH SOLE 12,121 ALASKA AIR GROUP INC COM 011659109 1,225 16,320 SH SOLE 16,320 ALBANY INTL CORP CL A 012348108 591 25,574 SH SOLE 25,574 ALCOA INC COM 013817101 576 66,593 SH SOLE 66,593 ALIGN TECHNOLOGY INC COM 016255101 800 33,736 SH SOLE 33,736 ALLIANT TECHSYSTEMS INC COM 018804104 1,815 31,760 SH SOLE 31,760 ALMOST FAMILY INC COM 020409108 311 18,746 SH SOLE 18,746 ALTERA CORP COM 021441100 1,497 40,339 SH SOLE 40,339 AMEDISYS INC COM 023436108 795 72,878 SH SOLE 72,878 AMERICAN GREETINGS CORP CL A 026375105 602 48,118 SH SOLE 48,118 AMERICAN SCIENCE & ENGR INC COM 029429107 1,399 20,534 SH SOLE 20,534 AMERICAN STS WTR CO COM 029899101 764 21,897 SH SOLE 21,897 AMGEN INC COM 031162100 328 5,116 SH SOLE 5,116 ANALOG DEVICES INC COM 032654105 7,858 219,624 SH SOLE 219,624 ANAREN INC COM 032744104 595 35,811 SH SOLE 35,811 ANCESTRY COM INC COM 032803108 544 23,702 SH SOLE 23,702 APOLLO GROUP INC CL A 037604105 10,744 199,434 SH SOLE 199,434 APPLE INC COM 037833100 2,409 5,948 SH SOLE 5,948 APPLIED MATLS INC COM 038222105 8,882 829,278 SH SOLE 829,278 APTARGROUP INC COM 038336103 219 4,192 SH SOLE 4,192 ARTHROCARE CORP COM 043136100 1,438 45,398 SH SOLE 45,398 ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,041 48,307 SH SOLE 48,307 ASTORIA FINL CORP COM 046265104 112 13,226 SH SOLE 13,226 ASTRAZENECA PLC SPONSORED ADR 046353108 2,069 44,699 SH SOLE 44,699 AUTOLIV INC COM 052800109 915 17,100 SH SOLE 17,100 AUTOZONE INC COM 053332102 208 639 SH SOLE 639 AVERY DENNISON CORP COM 053611109 1,468 51,183 SH SOLE 51,183 AVON PRODS INC COM 054303102 550 31,502 SH SOLE 31,502 BMC SOFTWARE INC COM 055921100 869 26,507 SH SOLE 26,507 BADGER METER INC COM 056525108 249 8,457 SH SOLE 8,457 BARD C R INC COM 067383109 1,966 22,992 SH SOLE 22,992 BAXTER INTL INC COM 071813109 584 11,802 SH SOLE 11,802 BE AEROSPACE INC COM 073302101 290 7,504 SH SOLE 7,504 BEACON ROOFING SUPPLY INC COM 073685109 525 25,959 SH SOLE 25,959 BECTON DICKINSON & CO COM 075887109 441 5,897 SH SOLE 5,897 BED BATH & BEYOND INC COM 075896100 578 9,972 SH SOLE 9,972 BELO CORP COM SER A 080555105 868 137,850 SH SOLE 137,850 BEMIS INC COM 081437105 1,031 34,281 SH SOLE 34,281 BEST BUY INC COM 086516101 1,802 77,105 SH SOLE 77,105 BIO RAD LABS INC CL A 090572207 1,362 14,185 SH SOLE 14,185 BLACK BOX CORP DEL COM 091826107 779 27,797 SH SOLE 27,797 BLOCK H & R INC COM 093671105 593 36,343 SH SOLE 36,343 BOB EVANS FARMS INC COM 096761101 1,295 38,620 SH SOLE 38,620 BORGWARNER INC COM 099724106 314 4,927 SH SOLE 4,927 BOSTON BEER INC CL A 100557107 1,413 13,015 SH SOLE 13,015 BOYD GAMING CORP COM 103304101 493 66,129 SH SOLE 66,129 BRADY CORP CL A 104674106 1,232 39,009 SH SOLE 39,009 BRIGGS & STRATTON CORP COM 109043109 860 55,541 SH SOLE 55,541 BRINKER INTL INC COM 109641100 1,084 40,500 SH SOLE 40,500 BROADCOM CORP CL A 111320107 421 14,323 SH SOLE 14,323 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 565 108,824 SH SOLE 108,824 BROOKDALE SR LIVING INC COM 112463104 665 38,215 SH SOLE 38,215 BROOKS AUTOMATION INC COM 114340102 141 13,698 SH SOLE 13,698 BROWN & BROWN INC COM 115236101 1,214 53,644 SH SOLE 53,644 BUCKEYE TECHNOLOGIES INC COM 118255108 2,485 74,302 SH SOLE 74,302 BUCKLE INC COM 118440106 2,275 55,672 SH SOLE 55,672 CBIZ INC COM 124805102 645 105,494 SH SOLE 105,494 CBS CORP NEW CL B 124857202 351 12,937 SH SOLE 12,937 CEC ENTMT INC COM 125137109 639 18,546 SH SOLE 18,546 CF INDS HLDGS INC COM 125269100 1,268 8,744 SH SOLE 8,744 CNOOC LTD SPONSORED ADR 126132109 1,136 6,501 SH SOLE 6,501 CVS CAREMARK CORPORATION COM 126650100 917 22,481 SH SOLE 22,481 CACI INTL INC CL A 127190304 2,861 51,170 SH SOLE 51,170 CADENCE DESIGN SYSTEM INC COM 127387108 167 16,068 SH SOLE 16,068 CAMPBELL SOUP CO COM 134429109 300 9,035 SH SOLE 9,035 CAPELLA EDUCATION COMPANY COM 139594105 1,619 44,917 SH SOLE 44,917 CAREER EDUCATION CORP COM 141665109 2,413 302,799 SH SOLE 302,799 CARIBOU COFFEE INC COM 142042209 876 62,794 SH SOLE 62,794 CATO CORP NEW CL A 149205106 782 32,311 SH SOLE 32,311 CELADON GROUP INC COM 150838100 893 75,620 SH SOLE 75,620 CENTURY ALUM CO COM 156431108 1,560 183,303 SH SOLE 183,303 CHARLES RIV LABS INTL INC COM 159864107 1,829 66,917 SH SOLE 66,917 CHARMING SHOPPES INC COM 161133103 294 60,057 SH SOLE 60,057 CHEESECAKE FACTORY INC COM 163072101 1,091 37,163 SH SOLE 37,163 CHEMTURA CORP COM NEW 163893209 814 71,780 SH SOLE 71,780 CHEVRON CORP NEW COM 166764100 440 4,135 SH SOLE 4,135 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,560 41,264 SH SOLE 41,264 CHICOS FAS INC COM 168615102 2,124 190,656 SH SOLE 190,656 CHOICE HOTELS INTL INC COM 169905106 631 16,588 SH SOLE 16,588 CINCINNATI BELL INC NEW COM 171871106 301 99,212 SH SOLE 99,212 CIRRUS LOGIC INC COM 172755100 465 29,349 SH SOLE 29,349 COCA COLA BOTTLING CO CONS COM 191098102 476 8,127 SH SOLE 8,127 COEUR D ALENE MINES CORP IDA COM NEW 192108504 278 11,504 SH SOLE 11,504 COGNEX CORP COM 192422103 1,396 39,001 SH SOLE 39,001 COMMUNITY HEALTH SYS INC NEW COM 203668108 484 27,734 SH SOLE 27,734 COMPUTER PROGRAMS & SYS INC COM 205306103 960 18,787 SH SOLE 18,787 COMPUWARE CORP COM 205638109 353 42,450 SH SOLE 42,450 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,097 38,346 SH SOLE 38,346 CONAGRA FOODS INC COM 205887102 1,200 45,436 SH SOLE 45,436 CON-WAY INC COM 205944101 440 15,103 SH SOLE 15,103 CONMED CORP COM 207410101 1,049 40,854 SH SOLE 40,854 CONSOLIDATED COMM HLDGS INC COM 209034107 471 24,745 SH SOLE 24,745 CONVERGYS CORP COM 212485106 1,556 121,883 SH SOLE 121,883 COOPER COS INC COM NEW 216648402 295 4,189 SH SOLE 4,189 COPART INC COM 217204106 903 18,848 SH SOLE 18,848 CORINTHIAN COLLEGES INC COM 218868107 46 21,294 SH SOLE 21,294 COVANCE INC COM 222816100 1,231 26,917 SH SOLE 26,917 COVENTRY HEALTH CARE INC COM 222862104 329 10,817 SH SOLE 10,817 CRANE CO COM 224399105 234 4,999 SH SOLE 4,999 CRAWFORD & CO CL B 224633107 169 27,377 SH SOLE 27,377 CUBIC CORP COM 229669106 2,086 47,860 SH SOLE 47,860 CUBIST PHARMACEUTICALS INC COM 229678107 2,467 62,273 SH SOLE 62,273 CUMMINS INC COM 231021106 491 5,577 SH SOLE 5,577 CYMER INC COM 232572107 1,825 36,670 SH SOLE 36,670 CYTEC INDS INC COM 232820100 882 19,757 SH SOLE 19,757 DST SYS INC DEL COM 233326107 1,017 22,341 SH SOLE 22,341 DANA HLDG CORP COM 235825205 853 70,235 SH SOLE 70,235 DEAN FOODS CO NEW COM 242370104 1,067 95,262 SH SOLE 95,262 DELUXE CORP COM 248019101 3,443 151,275 SH SOLE 151,275 DENISON MINES CORP COM 248356107 40 31,955 SH SOLE 31,955 DEPOMED INC COM 249908104 90 17,441 SH SOLE 17,441 DEVRY INC DEL COM 251893103 5,051 131,326 SH SOLE 131,326 DICE HLDGS INC COM 253017107 456 55,007 SH SOLE 55,007 DICKS SPORTING GOODS INC COM 253393102 279 7,572 SH SOLE 7,572 DIGI INTL INC COM 253798102 674 60,429 SH SOLE 60,429 DILLARDS INC CL A 254067101 1,159 25,815 SH SOLE 25,815 DINEEQUITY INC COM 254423106 1,060 25,102 SH SOLE 25,102 DOMTAR CORP COM NEW 257559203 411 5,146 SH SOLE 5,146 DONNELLEY R R & SONS CO COM 257867101 373 25,836 SH SOLE 25,836 DORMAN PRODUCTS INC COM 258278100 341 9,227 SH SOLE 9,227 E M C CORP MASS COM 268648102 244 11,309 SH SOLE 11,309 EATON CORP COM 278058102 202 4,640 SH SOLE 4,640 EBIX INC COM NEW 278715206 1,183 53,531 SH SOLE 53,531 EL PASO ELEC CO COM NEW 283677854 686 19,806 SH SOLE 19,806 EMERSON ELEC CO COM 291011104 509 10,919 SH SOLE 10,919 ENTERCOM COMMUNICATIONS CORP CL A 293639100 252 40,999 SH SOLE 40,999 EQUIFAX INC COM 294429105 235 6,069 SH SOLE 6,069 ESCO TECHNOLOGIES INC COM 296315104 1,020 35,448 SH SOLE 35,448 ETHAN ALLEN INTERIORS INC COM 297602104 1,225 51,683 SH SOLE 51,683 EURONET WORLDWIDE INC COM 298736109 486 26,321 SH SOLE 26,321 EXPEDITORS INTL WASH INC COM 302130109 247 6,039 SH SOLE 6,039 EXPRESS SCRIPTS INC COM 302182100 1,138 25,464 SH SOLE 25,464 EZCORP INC CL A NON VTG 302301106 827 31,376 SH SOLE 31,376 FTI CONSULTING INC COM 302941109 286 6,747 SH SOLE 6,747 FAIR ISAAC CORP COM 303250104 556 15,527 SH SOLE 15,527 FEDERATED INVS INC PA CL B 314211103 1,239 81,788 SH SOLE 81,788 FISHER COMMUNICATIONS INC COM 337756209 410 14,225 SH SOLE 14,225 FLOTEK INDS INC DEL COM 343389102 683 68,538 SH SOLE 68,538 FLUOR CORP NEW COM 343412102 2,517 50,095 SH SOLE 50,095 FOOT LOCKER INC COM 344849104 1,037 43,501 SH SOLE 43,501 FOREST LABS INC COM 345838106 8,135 268,827 SH SOLE 268,827 FORWARD AIR CORP COM 349853101 881 27,498 SH SOLE 27,498 GANNETT INC COM 364730101 2,617 195,712 SH SOLE 195,712 GAP INC DEL COM 364760108 748 40,349 SH SOLE 40,349 GARDNER DENVER INC COM 365558105 328 4,261 SH SOLE 4,261 GENERAL CABLE CORP DEL NEW COM 369300108 1,445 57,785 SH SOLE 57,785 GENERAL DYNAMICS CORP COM 369550108 2,697 40,615 SH SOLE 40,615 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 852 43,726 SH SOLE 43,726 GILEAD SCIENCES INC COM 375558103 5,320 129,975 SH SOLE 129,975 GLATFELTER COM 377316104 898 63,570 SH SOLE 63,570 GRANITE CONSTR INC COM 387328107 1,077 45,400 SH SOLE 45,400 GRAPHIC PACKAGING HLDG CO COM 388689101 768 180,260 SH SOLE 180,260 GROUP 1 AUTOMOTIVE INC COM 398905109 316 6,096 SH SOLE 6,096 GUESS INC COM 401617105 2,173 72,867 SH SOLE 72,867 HAEMONETICS CORP COM 405024100 956 15,609 SH SOLE 15,609 HARSCO CORP COM 415864107 904 43,936 SH SOLE 43,936 HARTE-HANKS INC COM 416196103 147 16,145 SH SOLE 16,145 HASBRO INC COM 418056107 224 7,024 SH SOLE 7,024 HEALTHSOUTH CORP COM NEW 421924309 693 39,241 SH SOLE 39,241 HEALTHWAYS INC COM 422245100 240 35,013 SH SOLE 35,013 HEARTLAND EXPRESS INC COM 422347104 506 35,397 SH SOLE 35,397 HENRY JACK & ASSOC INC COM 426281101 493 14,665 SH SOLE 14,665 HEWLETT PACKARD CO COM 428236103 6,689 259,670 SH SOLE 259,670 HILL ROM HLDGS INC COM 431475102 1,128 33,481 SH SOLE 33,481 HILLENBRAND INC COM 431571108 427 19,111 SH SOLE 19,111 HORNBECK OFFSHORE SVCS INC N COM 440543106 209 6,740 SH SOLE 6,740 HORSEHEAD HLDG CORP COM 440694305 857 95,113 SH SOLE 95,113 HUNTSMAN CORP COM 447011107 209 20,868 SH SOLE 20,868 ITT CORP NEW COM NEW 450911201 3,096 160,162 SH SOLE 160,162 ICONIX BRAND GROUP INC COM 451055107 3,283 201,536 SH SOLE 201,536 ILLUMINA INC COM 452327109 1,009 33,094 SH SOLE 33,094 INGLES MKTS INC CL A 457030104 437 28,991 SH SOLE 28,991 INGRAM MICRO INC CL A 457153104 218 11,991 SH SOLE 11,991 INTEL CORP COM 458140100 1,281 52,812 SH SOLE 52,812 INTERLINE BRANDS INC COM 458743101 320 20,568 SH SOLE 20,568 INTERNATIONAL GAME TECHNOLOG COM 459902102 708 41,152 SH SOLE 41,152 INTERNATIONAL SPEEDWAY CORP CL A 460335201 806 31,790 SH SOLE 31,790 INTERPUBLIC GROUP COS INC COM 460690100 1,160 119,183 SH SOLE 119,183 INTERSECTIONS INC COM 460981301 176 15,894 SH SOLE 15,894 ISHARES TR MSCI EAFE INDEX 464287465 1,056 21,312 SH SOLE 21,312 ITRON INC COM 465741106 1,462 40,871 SH SOLE 40,871 JABIL CIRCUIT INC COM 466313103 1,760 89,501 SH SOLE 89,501 JARDEN CORP COM 471109108 382 12,799 SH SOLE 12,799 JETBLUE AIRWAYS CORP COM 477143101 705 135,522 SH SOLE 135,522 JOHN BEAN TECHNOLOGIES CORP COM 477839104 662 43,068 SH SOLE 43,068 JOS A BANK CLOTHIERS INC COM 480838101 311 6,377 SH SOLE 6,377 JOURNAL COMMUNICATIONS INC CL A 481130102 149 33,757 SH SOLE 33,757 KLA-TENCOR CORP COM 482480100 11,214 232,412 SH SOLE 232,412 KAYDON CORP COM 486587108 632 20,731 SH SOLE 20,731 KELLY SVCS INC CL A 488152208 334 24,414 SH SOLE 24,414 KEMET CORP COM NEW 488360207 640 90,737 SH SOLE 90,737 KENNAMETAL INC COM 489170100 531 14,542 SH SOLE 14,542 KEYNOTE SYS INC COM 493308100 295 14,344 SH SOLE 14,344 KIMBERLY CLARK CORP COM 494368103 320 4,344 SH SOLE 4,344 KNIGHT TRANSN INC COM 499064103 489 31,264 SH SOLE 31,264 KOHLS CORP COM 500255104 623 12,624 SH SOLE 12,624 KORN FERRY INTL COM NEW 500643200 1,064 62,391 SH SOLE 62,391 KULICKE & SOFFA INDS INC COM 501242101 1,465 158,362 SH SOLE 158,362 LSB INDS INC COM 502160104 872 31,099 SH SOLE 31,099 LSI CORPORATION COM 502161102 547 91,850 SH SOLE 91,850 LTX-CREDENCE CORP COM NEW 502403207 110 20,573 SH SOLE 20,573 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,971 29,552 SH SOLE 29,552 LA Z BOY INC COM 505336107 307 25,839 SH SOLE 25,839 LAM RESEARCH CORP COM 512807108 6,424 173,537 SH SOLE 173,537 LAMAR ADVERTISING CO CL A 512815101 1,237 44,978 SH SOLE 44,978 LANDSTAR SYS INC COM 515098101 594 12,400 SH SOLE 12,400 LATTICE SEMICONDUCTOR CORP COM 518415104 166 27,971 SH SOLE 27,971 LEAR CORP COM NEW 521865204 3,055 76,751 SH SOLE 76,751 LEXMARK INTL NEW CL A 529771107 1,975 59,711 SH SOLE 59,711 LIBBEY INC COM 529898108 349 27,412 SH SOLE 27,412 LILLY ELI & CO COM 532457108 2,062 49,609 SH SOLE 49,609 LIN TV CORP CL A 532774106 60 14,156 SH SOLE 14,156 LINCARE HLDGS INC COM 532791100 1,205 46,857 SH SOLE 46,857 LINCOLN EDL SVCS CORP COM 533535100 487 61,637 SH SOLE 61,637 LINCOLN ELEC HLDGS INC COM 533900106 235 6,019 SH SOLE 6,019 LINEAR TECHNOLOGY CORP COM 535678106 421 14,034 SH SOLE 14,034 LITTELFUSE INC COM 537008104 1,540 35,823 SH SOLE 35,823 LOCKHEED MARTIN CORP COM 539830109 924 11,424 SH SOLE 11,424 LORILLARD INC COM 544147101 5,848 51,299 SH SOLE 51,299 MTS SYS CORP COM 553777103 682 16,728 SH SOLE 16,728 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,545 31,221 SH SOLE 31,221 MAGNA INTL INC COM 559222401 387 11,614 SH SOLE 11,614 MANTECH INTL CORP CL A 564563104 2,797 89,547 SH SOLE 89,547 MARATHON OIL CORP COM 565849106 996 34,041 SH SOLE 34,041 MARCUS CORP COM 566330106 468 37,110 SH SOLE 37,110 MARTEN TRANS LTD COM 573075108 870 48,384 SH SOLE 48,384 MASCO CORP COM 574599106 714 68,134 SH SOLE 68,134 MASIMO CORP COM 574795100 616 32,950 SH SOLE 32,950 MAXIMUS INC COM 577933104 451 10,902 SH SOLE 10,902 MCGRAW HILL COS INC COM 580645109 2,827 62,858 SH SOLE 62,858 MEDICINES CO COM 584688105 1,535 82,351 SH SOLE 82,351 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 8,949 269,140 SH SOLE 269,140 MEDTRONIC INC COM 585055106 1,550 40,515 SH SOLE 40,515 MENTOR GRAPHICS CORP COM 587200106 1,359 100,249 SH SOLE 100,249 MERCER INTL INC COM 588056101 650 106,637 SH SOLE 106,637 MERCURY COMPUTER SYS COM 589378108 919 69,143 SH SOLE 69,143 MEREDITH CORP COM 589433101 3,920 120,076 SH SOLE 120,076 MERGE HEALTHCARE INC COM 589499102 153 31,457 SH SOLE 31,457 MICREL INC COM 594793101 1,088 107,588 SH SOLE 107,588 MICROSOFT CORP COM 594918104 7,490 288,524 SH SOLE 288,524 MILLER HERMAN INC COM 600544100 653 35,392 SH SOLE 35,392 MINERALS TECHNOLOGIES INC COM 603158106 691 12,216 SH SOLE 12,216 MIPS TECHNOLOGIES INC COM 604567107 685 153,624 SH SOLE 153,624 MOLEX INC COM 608554101 555 23,281 SH SOLE 23,281 MONRO MUFFLER BRAKE INC COM 610236101 693 17,864 SH SOLE 17,864 MOOG INC CL A 615394202 480 10,920 SH SOLE 10,920 MOVADO GROUP INC COM 624580106 554 30,498 SH SOLE 30,498 MURPHY OIL CORP COM 626717102 693 12,429 SH SOLE 12,429 NACCO INDS INC CL A 629579103 292 3,270 SH SOLE 3,270 NASDAQ OMX GROUP INC COM 631103108 214 8,713 SH SOLE 8,713 NASH FINCH CO COM 631158102 369 12,606 SH SOLE 12,606 NATIONAL BEVERAGE CORP COM 635017106 251 15,626 SH SOLE 15,626 NATIONAL CINEMEDIA INC COM 635309107 502 40,507 SH SOLE 40,507 NATIONAL HEALTHCARE CORP COM 635906100 683 16,290 SH SOLE 16,290 NATIONAL PRESTO INDS INC COM 637215104 874 9,334 SH SOLE 9,334 NATURES SUNSHINE PRODUCTS IN COM 639027101 541 34,848 SH SOLE 34,848 NEW YORK & CO INC COM 649295102 31 11,569 SH SOLE 11,569 NEW YORK TIMES CO CL A 650111107 1,378 178,299 SH SOLE 178,299 NEWMARKET CORP COM 651587107 295 1,488 SH SOLE 1,488 NEWPORT CORP COM 651824104 1,042 76,536 SH SOLE 76,536 NORDSON CORP COM 655663102 980 23,807 SH SOLE 23,807 NORDSTROM INC COM 655664100 465 9,361 SH SOLE 9,361 NORTHROP GRUMMAN CORP COM 666807102 10,613 181,477 SH SOLE 181,477 NOVELLUS SYS INC COM 670008101 6,494 157,272 SH SOLE 157,272 OMNICARE INC COM 681904108 1,635 47,467 SH SOLE 47,467 OMNICOM GROUP INC COM 681919106 1,144 25,666 SH SOLE 25,666 OMNIVISION TECHNOLOGIES INC COM 682128103 641 52,389 SH SOLE 52,389 OSHKOSH CORP COM 688239201 3,979 186,094 SH SOLE 186,094 OWENS & MINOR INC NEW COM 690732102 773 27,832 SH SOLE 27,832 PAN AMERICAN SILVER CORP COM 697900108 276 12,645 SH SOLE 12,645 PANTRY INC COM 698657103 372 31,086 SH SOLE 31,086 PAPA JOHNS INTL INC COM 698813102 917 24,332 SH SOLE 24,332 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 372 20,370 SH SOLE 20,370 PAREXEL INTL CORP COM 699462107 481 23,202 SH SOLE 23,202 PARK ELECTROCHEMICAL CORP COM 700416209 885 34,539 SH SOLE 34,539 PARKER DRILLING CO COM 701081101 363 50,655 SH SOLE 50,655 PARKER HANNIFIN CORP COM 701094104 651 8,539 SH SOLE 8,539 PATTERSON COMPANIES INC COM 703395103 1,429 48,394 SH SOLE 48,394 PEP BOYS MANNY MOE & JACK COM 713278109 985 89,551 SH SOLE 89,551 PERKINELMER INC COM 714046109 1,271 63,571 SH SOLE 63,571 PETMED EXPRESS INC COM 716382106 438 42,158 SH SOLE 42,158 PHILIP MORRIS INTL INC COM 718172109 748 9,527 SH SOLE 9,527 PINNACLE ENTMT INC COM 723456109 444 43,746 SH SOLE 43,746 PITNEY BOWES INC COM 724479100 1,256 67,730 SH SOLE 67,730 PLANTRONICS INC NEW COM 727493108 1,472 41,311 SH SOLE 41,311 PLEXUS CORP COM 729132100 1,113 40,655 SH SOLE 40,655 POLARIS INDS INC COM 731068102 327 5,837 SH SOLE 5,837 PRICELINE COM INC COM NEW 741503403 372 796 SH SOLE 796 PROGRESS SOFTWARE CORP COM 743312100 1,062 54,894 SH SOLE 54,894 QLOGIC CORP COM 747277101 2,066 137,739 SH SOLE 137,739 QUESTAR CORP COM 748356102 303 15,279 SH SOLE 15,279 RADIOSHACK CORP COM 750438103 1,872 192,764 SH SOLE 192,764 RALCORP HLDGS INC NEW COM 751028101 390 4,564 SH SOLE 4,564 RAYTHEON CO COM NEW 755111507 9,108 188,254 SH SOLE 188,254 REGAL ENTMT GROUP CL A 758766109 941 78,848 SH SOLE 78,848 REGIS CORP MINN COM 758932107 398 24,073 SH SOLE 24,073 RESEARCH IN MOTION LTD COM 760975102 1,208 83,287 SH SOLE 83,287 RESMED INC COM 761152107 543 21,376 SH SOLE 21,376 REVLON INC CL A NEW 761525609 420 28,213 SH SOLE 28,213 REYNOLDS AMERICAN INC COM 761713106 429 10,364 SH SOLE 10,364 ROCKWELL AUTOMATION INC COM 773903109 214 2,912 SH SOLE 2,912 ROCKWELL COLLINS INC COM 774341101 238 4,293 SH SOLE 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SH SOLE 574,672 SPDR S&P 500 ETF TR TR UNIT 78462F103 41,979 334,491 SH SOLE 334,491 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 271 15,006 SH SOLE 15,006 SAKS INC COM 79377W108 1,396 143,213 SH SOLE 143,213 SANDISK CORP COM 80004C101 4,356 88,516 SH SOLE 88,516 SCIENTIFIC GAMES CORP CL A 80874P109 554 57,133 SH SOLE 57,133 SEALED AIR CORP NEW COM 81211K100 1,577 91,631 SH SOLE 91,631 SELECT COMFORT CORP COM 81616X103 1,410 64,991 SH SOLE 64,991 SELECT MED HLDGS CORP COM 81619Q105 918 108,287 SH SOLE 108,287 SENSIENT TECHNOLOGIES CORP COM 81725T100 203 5,353 SH SOLE 5,353 SKILLED HEALTHCARE GROUP INC CL A 83066R107 351 64,344 SH SOLE 64,344 SKYWORKS SOLUTIONS INC COM 83088M102 1,540 94,938 SH SOLE 94,938 SMART BALANCE INC COM 83169Y108 383 71,447 SH SOLE 71,447 SOUTHERN COPPER CORP COM 84265V105 391 12,956 SH SOLE 12,956 SPECTRUM BRANDS HLDGS INC COM 84763R101 1,712 62,485 SH SOLE 62,485 STAGE STORES INC COM NEW 85254C305 152 10,957 SH SOLE 10,957 SYMETRA FINL CORP COM 87151Q106 107 11,830 SH SOLE 11,830 SYNAPTICS INC COM 87157D109 702 23,283 SH SOLE 23,283 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,882 57,728 SH SOLE 57,728 TTM TECHNOLOGIES INC COM 87305R109 720 65,704 SH SOLE 65,704 TEMPUR PEDIC INTL INC COM 88023U101 373 7,094 SH SOLE 7,094 TENET HEALTHCARE CORP COM 88033G100 412 80,385 SH SOLE 80,385 TESSERA TECHNOLOGIES INC COM 88164L100 1,741 103,949 SH SOLE 103,949 3-D SYS CORP DEL COM NEW 88554D205 318 22,082 SH SOLE 22,082 TIME WARNER CABLE INC COM 88732J207 212 3,332 SH SOLE 3,332 TPC GROUP INC COM 89236Y104 661 28,315 SH SOLE 28,315 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 214 6,355 SH SOLE 6,355 TRAVELZOO INC COM 89421Q106 1,128 45,909 SH SOLE 45,909 TREX CO INC COM 89531P105 951 41,502 SH SOLE 41,502 TRUE RELIGION APPAREL INC COM 89784N104 1,065 30,785 SH SOLE 30,785 TRUEBLUE INC COM 89785X101 728 52,455 SH SOLE 52,455 USANA HEALTH SCIENCES INC COM 90328M107 1,232 40,577 SH SOLE 40,577 U S AIRWAYS GROUP INC COM 90341W108 127 25,026 SH SOLE 25,026 UNITED THERAPEUTICS CORP DEL COM 91307C102 4,269 90,355 SH SOLE 90,355 UNITEDHEALTH GROUP INC COM 91324P102 207 4,094 SH SOLE 4,094 VAALCO ENERGY INC COM NEW 91851C201 1,032 170,851 SH SOLE 170,851 VALERO ENERGY CORP NEW COM 91913Y100 777 36,890 SH SOLE 36,890 VECTREN CORP COM 92240G101 377 12,455 SH SOLE 12,455 VERINT SYS INC COM 92343X100 432 15,704 SH SOLE 15,704 VIACOM INC NEW CL A 92553P102 1,982 43,652 SH SOLE 43,652 VIACOM INC NEW CL B 92553P201 1,392 30,660 SH SOLE 30,660 VISA INC COM CL A 92826C839 284 2,793 SH SOLE 2,793 VONAGE HLDGS CORP COM 92886T201 661 269,806 SH SOLE 269,806 WABCO HLDGS INC COM 92927K102 910 20,959 SH SOLE 20,959 WEBMD HEALTH CORP COM 94770V102 1,628 43,368 SH SOLE 43,368 WELLPOINT INC COM 94973V107 307 4,630 SH SOLE 4,630 WENDYS CO COM 95058W100 105 19,632 SH SOLE 19,632 WORLD WRESTLING ENTMT INC CL A 98156Q108 1,022 109,615 SH SOLE 109,615 ZEP INC COM 98944B108 420 30,037 SH SOLE 30,037 ZIMMER HLDGS INC COM 98956P102 647 12,112 SH SOLE 12,112 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,489 396,300 SH SOLE 396,300 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,704 32,014 SH SOLE 32,014 FRESH DEL MONTE PRODUCE INC ORD G36738105 1,670 66,761 SH SOLE 66,761 INGERSOLL-RAND PLC SHS G47791101 1,574 51,646 SH SOLE 51,646 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1,465 96,812 SH SOLE 96,812 HERBALIFE LTD COM USD SHS G4412G101 989 19,141 SH SOLE 19,141 ORTHOFIX INTL N V COM N6748L102 742 21,048 SH SOLE 21,048 STEINER LEISURE LTD ORD P8744Y102 702 15,470 SH SOLE 15,470 FRONTLINE LTD SHS G3682E127 644 150,054 SH SOLE 150,054 FOSTER WHEELER AG COM H27178104 518 27,046 SH SOLE 27,046 AVAGO TECHNOLOGIES LTD SHS Y0486S104 501 17,364 SH SOLE 17,364 GARMIN LTD SHS H2906T109 409 10,279 SH SOLE 10,279 TE CONNECTIVITY LTD REG SHS H84989104 268 8,689 SH SOLE 8,689 VISTAPRINT N V SHS N93540107 230 7,507 SH SOLE 7,507 XYRATEX LTD COM G98268108 200 14,988 SH SOLE 14,988 ASSURED GUARANTY LTD COM G0585R106 151 11,470 SH SOLE 11,470