0001398344-12-001858.txt : 20120515 0001398344-12-001858.hdr.sgml : 20120515 20120515164421 ACCESSION NUMBER: 0001398344-12-001858 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120515 DATE AS OF CHANGE: 20120515 EFFECTIVENESS DATE: 20120515 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: 12845502 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 fp0004894_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: March 31, 2012 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 May 11, 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: 687 ----------- Form 13F Information Table Value Total: $ 1,150,064 ----------- (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 -------------------------------- ---------------- --------- ----------- ----------- --- ---- ---------- -------- ------- ------ ---- ABB LTD SPONSORED ADR 000375204 2,297 112,531 SH SOLE 112,531 ABBOTT LABS COM 002824100 1,104 18,010 SH SOLE 18,010 ABM INDS INC COM 000957100 699 28,784 SH SOLE 28,784 ACI WORLDWIDE INC COM 004498101 552 13,701 SH SOLE 13,701 ACTIVISION BLIZZARD INC COM 00507V109 9,385 732,031 SH SOLE 732,031 ACTUANT CORP CL A NEW 00508X203 539 18,576 SH SOLE 18,576 ACTUATE CORP COM 00508B102 1,257 200,108 SH SOLE 200,108 ACUITY BRANDS INC COM 00508Y102 422 6,713 SH SOLE 6,713 ACXIOM CORP COM 005125109 1,447 98,552 SH SOLE 98,552 ADOBE SYS INC COM 00724F101 501 14,601 SH SOLE 14,601 ADTRAN INC COM 00738A106 3,629 116,344 SH SOLE 116,344 ADVANCE AUTO PARTS INC COM 00751Y106 986 11,128 SH SOLE 11,128 ADVANCED ENERGY INDS COM 007973100 465 35,427 SH SOLE 35,427 ADVANCED MICRO DEVICES INC COM 007903107 497 62,001 SH SOLE 62,001 ADVENT SOFTWARE INC COM 007974108 223 8,722 SH SOLE 8,722 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,133 95,367 SH SOLE 95,367 AEROPOSTALE COM 007865108 2,146 99,258 SH SOLE 99,258 AEROVIRONMENT INC COM 008073108 1,559 58,163 SH SOLE 58,163 AETNA INC NEW COM 00817Y108 806 16,064 SH SOLE 16,064 AFFYMETRIX INC COM 00826T108 1,520 356,011 SH SOLE 356,011 ANCESTRY COM INC COM 032803108 1,623 71,385 SH SOLE 71,385 AGILENT TECHNOLOGIES INC COM 00846U101 612 13,759 SH SOLE 13,759 AGRIUM INC COM 008916108 2,414 27,952 SH SOLE 27,952 AGRIUM INC COM 008916108 1,119 12,969 SH SOLE 12,969 AIXTRON SE SPONSORED ADR 009606104 951 54,901 SH SOLE 54,901 ALASKA COMMUNICATIONS SYS GR COM 01167P101 534 173,398 SH SOLE 173,398 ALBANY INTL CORP CL A 012348108 1,368 59,588 SH SOLE 59,588 ALCOA INC COM 013817101 1,145 114,262 SH SOLE 114,262 ALEXANDER & BALDWIN INC COM 014482103 420 8,670 SH SOLE 8,670 ALLIANT TECHSYSTEMS INC COM 018804104 3,326 66,360 SH SOLE 66,360 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 368 22,187 SH SOLE 22,187 ALMOST FAMILY INC COM 020409108 596 22,910 SH SOLE 22,910 ALTERA CORP COM 021441100 1,637 41,118 SH SOLE 41,118 ALTRIA GROUP INC COM 02209S103 4,997 161,875 SH SOLE 161,875 AMEDISYS INC COM 023436108 2,094 144,813 SH SOLE 144,813 AMEREN CORP COM 023608102 590 18,099 SH SOLE 18,099 US ECOLOGY INC COM 91732J102 1,391 63,988 SH SOLE 63,988 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,201 31,604 SH SOLE 31,604 AMERICAN SCIENCE & ENGR INC COM 029429107 1,898 28,313 SH SOLE 28,313 AMERICAN SOFTWARE INC CL A 029683109 340 39,672 SH SOLE 39,672 AMERICAN STS WTR CO COM 029899101 1,237 34,239 SH SOLE 34,239 AMERISOURCEBERGEN CORP COM 03073E105 5,110 128,834 SH SOLE 128,834 AMERISTAR CASINOS INC COM 03070Q101 1,744 93,613 SH SOLE 93,613 AMGEN INC COM 031162100 741 10,901 SH SOLE 10,901 ANALOG DEVICES INC COM 032654105 9,468 234,353 SH SOLE 234,353 ANAREN INC COM 032744104 587 32,013 SH SOLE 32,013 ANGIODYNAMICS INC COM 03475V101 1,717 140,154 SH SOLE 140,154 ANN INC COM 035623107 760 26,536 SH SOLE 26,536 APOLLO GROUP INC CL A 037604105 8,986 232,557 SH SOLE 232,557 APPLE INC COM 037833100 5,912 9,860 SH SOLE 9,860 APPLIED MATLS INC COM 038222105 10,631 854,254 SH SOLE 854,254 ARBITRON INC COM 03875Q108 1,576 42,623 SH SOLE 42,623 ARCHER DANIELS MIDLAND CO COM 039483102 1,970 62,218 SH SOLE 62,218 ARTHROCARE CORP COM 043136100 1,937 72,128 SH SOLE 72,128 ASCENA RETAIL GROUP INC COM 04351G101 3,671 82,834 SH SOLE 82,834 ASSISTED LIVING CONCPT NEV N CL A NEW 04544X300 573 34,501 SH SOLE 34,501 ASTORIA FINL CORP COM 046265104 130 13,226 SH SOLE 13,226 ASTRAZENECA PLC SPONSORED ADR 046353108 3,317 74,557 SH SOLE 74,557 ATMI INC COM 00207R101 1,288 55,294 SH SOLE 55,294 AURIZON MINES LTD COM 05155P106 63 12,959 SH SOLE 12,959 AUTOLIV INC COM 052800109 1,103 16,452 SH SOLE 16,452 AVISTA CORP COM 05379B107 392 15,305 SH SOLE 15,305 AVNET INC COM 053807103 1,685 46,293 SH SOLE 46,293 AVON PRODS INC COM 054303102 380 19,652 SH SOLE 19,652 AVX CORP NEW COM 002444107 1,838 138,599 SH SOLE 138,599 AZZ INC COM 002474104 1,412 27,345 SH SOLE 27,345 BABCOCK & WILCOX CO NEW COM 05615F102 310 12,020 SH SOLE 12,020 BADGER METER INC COM 056525108 518 15,234 SH SOLE 15,234 BALCHEM CORP COM 057665200 510 16,861 SH SOLE 16,861 BALL CORP COM 058498106 321 7,479 SH SOLE 7,479 BARNES GROUP INC COM 067806109 442 16,808 SH SOLE 16,808 BAXTER INTL INC COM 071813109 496 8,303 SH SOLE 8,303 BE AEROSPACE INC COM 073302101 1,251 26,930 SH SOLE 26,930 BEBE STORES INC COM 075571109 439 47,511 SH SOLE 47,511 BECTON DICKINSON & CO COM 075887109 225 2,898 SH SOLE 2,898 BED BATH & BEYOND INC COM 075896100 564 8,572 SH SOLE 8,572 BELO CORP COM SER A 080555105 181 25,251 SH SOLE 25,251 BEMIS INC COM 081437105 2,686 83,188 SH SOLE 83,188 BEST BUY INC COM 086516101 1,611 68,014 SH SOLE 68,014 BIGLARI HLDGS INC COM 08986R101 1,482 3,678 SH SOLE 3,678 BIO RAD LABS INC CL A 090572207 2,295 22,134 SH SOLE 22,134 BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 1,350 57,406 SH SOLE 57,406 BIOSCRIP INC COM 09069N108 1,362 200,607 SH SOLE 200,607 BLACK BOX CORP DEL COM 091826107 1,196 46,891 SH SOLE 46,891 BLOCK H & R INC COM 093671105 552 33,544 SH SOLE 33,544 BLUE NILE INC COM 09578R103 230 6,978 SH SOLE 6,978 BMC SOFTWARE INC COM 055921100 1,123 27,971 SH SOLE 27,971 BOB EVANS FARMS INC COM 096761101 1,652 43,807 SH SOLE 43,807 BOSTON BEER INC CL A 100557107 1,803 16,887 SH SOLE 16,887 BOSTON SCIENTIFIC CORP COM 101137107 61 10,172 SH SOLE 10,172 BOYD GAMING CORP COM 103304101 572 72,974 SH SOLE 72,974 BRADY CORP CL A 104674106 1,271 39,297 SH SOLE 39,297 BRIDGEPOINT ED INC COM 10807M105 4,821 194,789 SH SOLE 194,789 BRINKER INTL INC COM 109641100 1,453 52,743 SH SOLE 52,743 BROADCOM CORP CL A 111320107 509 12,944 SH SOLE 12,944 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,398 243,087 SH SOLE 243,087 BROOKDALE SR LIVING INC COM 112463104 572 30,545 SH SOLE 30,545 BROOKS AUTOMATION INC COM 114340102 1,041 84,411 SH SOLE 84,411 BROWN & BROWN INC COM 115236101 1,417 59,588 SH SOLE 59,588 BUCKEYE TECHNOLOGIES INC COM 118255108 3,061 90,105 SH SOLE 90,105 BUCKLE INC COM 118440106 4,821 100,653 SH SOLE 100,653 CA INC COM 12673P105 3,261 118,339 SH SOLE 118,339 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,222 151,330 SH SOLE 151,330 CABOT MICROELECTRONICS CORP COM 12709P103 1,069 27,490 SH SOLE 27,490 CACI INTL INC CL A 127190304 3,652 58,635 SH SOLE 58,635 CADENCE DESIGN SYSTEM INC COM 127387108 356 30,103 SH SOLE 30,103 CALPINE CORP COM NEW 131347304 181 10,526 SH SOLE 10,526 CAMPBELL SOUP CO COM 134429109 908 26,823 SH SOLE 26,823 CAPELLA EDUCATION COMPANY COM 139594105 2,068 57,537 SH SOLE 57,537 CARDINAL HEALTH INC COM 14149Y108 563 13,063 SH SOLE 13,063 CAREER EDUCATION CORP COM 141665109 2,774 344,108 SH SOLE 344,108 CAREFUSION CORP COM 14170T101 562 21,663 SH SOLE 21,663 CATERPILLAR INC DEL COM 149123101 287 2,692 SH SOLE 2,692 CATO CORP NEW CL A 149205106 207 7,488 SH SOLE 7,488 CBIZ INC COM 124805102 965 152,740 SH SOLE 152,740 CBOE HLDGS INC COM 12503M108 2,207 77,661 SH SOLE 77,661 CRACKER BARREL OLD CTRY STOR COM 22410J106 989 17,732 SH SOLE 17,732 CBS CORP NEW CL B 124857202 679 20,027 SH SOLE 20,027 CEC ENTMT INC COM 125137109 954 25,160 SH SOLE 25,160 CENTENE CORP DEL COM 15135B101 1,322 27,002 SH SOLE 27,002 CENTURY ALUM CO COM 156431108 1,232 138,791 SH SOLE 138,791 CENVEO INC COM 15670S105 287 84,772 SH SOLE 84,772 CERADYNE INC COM 156710105 2,023 62,117 SH SOLE 62,117 CEVA INC COM 157210105 568 25,027 SH SOLE 25,027 CF INDS HLDGS INC COM 125269100 3,530 19,327 SH SOLE 19,327 CH ENERGY GROUP INC COM 12541M102 1,765 26,447 SH SOLE 26,447 CHARLES RIV LABS INTL INC COM 159864107 1,214 33,635 SH SOLE 33,635 CHARMING SHOPPES INC COM 161133103 794 134,537 SH SOLE 134,537 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 215 3,390 SH SOLE 3,390 CHEESECAKE FACTORY INC COM 163072101 1,227 41,733 SH SOLE 41,733 CHEMED CORP NEW COM 16359R103 5,299 84,545 SH SOLE 84,545 CHEVRON CORP NEW COM 166764100 1,196 11,155 SH SOLE 11,155 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,437 33,266 SH SOLE 33,266 CME GROUP INC COM 12572Q105 754 2,606 SH SOLE 2,606 CHICOS FAS INC COM 168615102 1,146 75,879 SH SOLE 75,879 CHOICE HOTELS INTL INC COM 169905106 988 26,447 SH SOLE 26,447 CINEMARK HOLDINGS INC COM 17243V102 621 28,271 SH SOLE 28,271 CISCO SYS INC COM 17275R102 10,295 486,753 SH SOLE 486,753 CLARCOR INC COM 179895107 365 7,441 SH SOLE 7,441 CNOOC LTD SPONSORED ADR 126132109 2,844 13,922 SH SOLE 13,922 COCA COLA BOTTLING CO CONS COM 191098102 547 8,712 SH SOLE 8,712 COCA COLA ENTERPRISES INC NE COM 19122T109 492 17,211 SH SOLE 17,211 COEUR D ALENE MINES CORP IDA COM NEW 192108504 390 16,420 SH SOLE 16,420 COGNEX CORP COM 192422103 1,164 27,483 SH SOLE 27,483 COINSTAR INC COM 19259P300 2,510 39,498 SH SOLE 39,498 COLGATE PALMOLIVE CO COM 194162103 253 2,584 SH SOLE 2,584 COMMUNITY HEALTH SYS INC NEW COM 203668108 856 38,486 SH SOLE 38,486 COMPASS MINERALS INTL INC COM 20451N101 1,706 23,780 SH SOLE 23,780 COMPUTER PROGRAMS & SYS INC COM 205306103 1,118 19,784 SH SOLE 19,784 COMPUTER SCIENCES CORP COM 205363104 369 12,337 SH SOLE 12,337 CONAGRA FOODS INC COM 205887102 664 25,301 SH SOLE 25,301 CONMED CORP COM 207410101 1,705 57,083 SH SOLE 57,083 CONOCOPHILLIPS COM 20825C104 854 11,241 SH SOLE 11,241 CNO FINL GROUP INC COM 12621E103 145 18,602 SH SOLE 18,602 CONSOLIDATED COMM HLDGS INC COM 209034107 676 34,451 SH SOLE 34,451 CONSOLIDATED EDISON INC COM 209115104 212 3,632 SH SOLE 3,632 CONVERGYS CORP COM 212485106 1,981 148,422 SH SOLE 148,422 CON-WAY INC COM 205944101 1,155 35,405 SH SOLE 35,405 COPART INC COM 217204106 1,304 50,015 SH SOLE 50,015 CORINTHIAN COLLEGES INC COM 218868107 805 194,470 SH SOLE 194,470 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2,424 88,752 SH SOLE 88,752 CORVEL CORP COM 221006109 460 11,522 SH SOLE 11,522 COST PLUS INC CALIF COM 221485105 764 42,669 SH SOLE 42,669 COTT CORP QUE COM 22163N106 1,692 256,737 SH SOLE 256,737 COVANCE INC COM 222816100 1,180 24,765 SH SOLE 24,765 COVANTA HLDG CORP COM 22282E102 1,421 87,566 SH SOLE 87,566 COVENTRY HEALTH CARE INC COM 222862104 577 16,209 SH SOLE 16,209 BARD C R INC COM 067383109 1,696 17,181 SH SOLE 17,181 CRAWFORD & CO CL B 224633107 255 51,941 SH SOLE 51,941 CROCS INC COM 227046109 323 15,461 SH SOLE 15,461 CUBIC CORP COM 229669106 1,609 34,036 SH SOLE 34,036 CUBIST PHARMACEUTICALS INC COM 229678107 1,204 27,844 SH SOLE 27,844 CUMMINS INC COM 231021106 1,080 9,001 SH SOLE 9,001 CVS CAREMARK CORPORATION COM 126650100 1,065 23,780 SH SOLE 23,780 CYMER INC COM 232572107 2,994 59,878 SH SOLE 59,878 CYPRESS SEMICONDUCTOR CORP COM 232806109 610 39,032 SH SOLE 39,032 CYTEC INDS INC COM 232820100 820 13,489 SH SOLE 13,489 DANA HLDG CORP COM 235825205 1,620 104,504 SH SOLE 104,504 DARLING INTL INC COM 237266101 5,153 295,836 SH SOLE 295,836 DAVITA INC COM 23918K108 643 7,132 SH SOLE 7,132 DDI CORP COM 0.0001 NEW 233162502 237 19,450 SH SOLE 19,450 DEAN FOODS CO NEW COM 242370104 1,792 147,954 SH SOLE 147,954 DELL INC COM 24702R101 11,795 710,750 SH SOLE 710,750 DELUXE CORP COM 248019101 4,905 209,436 SH SOLE 209,436 DENNYS CORP COM 24869P104 789 195,338 SH SOLE 195,338 DEPOMED INC COM 249908104 122 19,531 SH SOLE 19,531 DEVRY INC DEL COM 251893103 5,219 154,082 SH SOLE 154,082 DFC GLOBAL CORP COM 23324T107 1,327 70,344 SH SOLE 70,344 DICE HLDGS INC COM 253017107 1,211 129,777 SH SOLE 129,777 DIGI INTL INC COM 253798102 859 78,188 SH SOLE 78,188 DIGITAL GENERATION INC COM 25400B108 632 61,893 SH SOLE 61,893 DIGITAL RIV INC COM 25388B104 1,287 68,783 SH SOLE 68,783 DILLARDS INC CL A 254067101 421 6,678 SH SOLE 6,678 DIRECTV COM CL A 25490A101 444 8,998 SH SOLE 8,998 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 354 6,989 SH SOLE 6,989 DOLBY LABORATORIES INC COM 25659T107 15,539 408,288 SH SOLE 408,288 DOMINOS PIZZA INC COM 25754A201 828 22,821 SH SOLE 22,821 DOMTAR CORP COM NEW 257559203 517 5,419 SH SOLE 5,419 DOUGLAS DYNAMICS INC COM 25960R105 907 65,967 SH SOLE 65,967 DOVER CORP COM 260003108 226 3,594 SH SOLE 3,594 DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,394 59,528 SH SOLE 59,528 DST SYS INC DEL COM 233326107 2,307 42,541 SH SOLE 42,541 DTS INC COM 23335C101 1,471 48,679 SH SOLE 48,679 DUN & BRADSTREET CORP DEL NE COM 26483E100 4,055 47,858 SH SOLE 47,858 EBIX INC COM NEW 278715206 1,139 49,165 SH SOLE 49,165 ECHO GLOBAL LOGISTICS INC COM 27875T101 708 43,989 SH SOLE 43,989 DISH NETWORK CORP CL A 25470M109 3,554 107,915 SH SOLE 107,915 EDUCATION MGMT CORP NEW COM 28140M103 2,040 149,003 SH SOLE 149,003 EINSTEIN NOAH REST GROUP INC COM 28257U104 310 20,804 SH SOLE 20,804 EL PASO ELEC CO COM NEW 283677854 995 30,624 SH SOLE 30,624 ELECTRO SCIENTIFIC INDS COM 285229100 466 31,027 SH SOLE 31,027 ELIZABETH ARDEN INC COM 28660G106 594 16,971 SH SOLE 16,971 EMCOR GROUP INC COM 29084Q100 9,210 332,245 SH SOLE 332,245 EMERSON ELEC CO COM 291011104 232 4,447 SH SOLE 4,447 EMPIRE DIST ELEC CO COM 291641108 1,048 51,509 SH SOLE 51,509 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 659 17,025 SH SOLE 17,025 ENERGIZER HLDGS INC COM 29266R108 709 9,555 SH SOLE 9,555 ENTEGRIS INC COM 29362U104 2,763 295,803 SH SOLE 295,803 ENTERCOM COMMUNICATIONS CORP CL A 293639100 685 105,537 SH SOLE 105,537 EPOCH HOLDING CORP COM 29428R103 988 41,371 SH SOLE 41,371 EQUIFAX INC COM 294429105 517 11,691 SH SOLE 11,691 ETHAN ALLEN INTERIORS INC COM 297602104 1,721 67,959 SH SOLE 67,959 EXELIS INC COM 30162A108 1,367 109,221 SH SOLE 109,221 EXPEDITORS INTL WASH INC COM 302130109 350 7,519 SH SOLE 7,519 EXPONENT INC COM 30214U102 1,493 30,779 SH SOLE 30,779 EXPRESS INC COM 30219E103 5,053 202,275 SH SOLE 202,275 EXPRESS SCRIPTS INC COM 302182100 906 16,725 SH SOLE 16,725 EXXON MOBIL CORP COM 30231G102 1,230 14,183 SH SOLE 14,183 EZCORP INC CL A NON VTG 302301106 1,635 50,380 SH SOLE 50,380 FAIR ISAAC CORP COM 303250104 985 22,430 SH SOLE 22,430 FEDERATED INVS INC PA CL B 314211103 2,082 92,925 SH SOLE 92,925 FEI CO COM 30241L109 1,900 38,696 SH SOLE 38,696 FERRO CORP COM 315405100 452 76,091 SH SOLE 76,091 FIDELITY NATL INFORMATION SV COM 31620M106 869 26,246 SH SOLE 26,246 FINISH LINE INC CL A 317923100 294 13,849 SH SOLE 13,849 FISERV INC COM 337738108 304 4,387 SH SOLE 4,387 FISHER COMMUNICATIONS INC COM 337756209 584 18,998 SH SOLE 18,998 FLIR SYS INC COM 302445101 1,639 64,771 SH SOLE 64,771 FLOTEK INDS INC DEL COM 343389102 263 21,874 SH SOLE 21,874 FLUOR CORP NEW COM 343412102 2,299 38,286 SH SOLE 38,286 FOOT LOCKER INC COM 344849104 518 16,670 SH SOLE 16,670 FOREST LABS INC COM 345838106 12,580 362,627 SH SOLE 362,627 FORWARD AIR CORP COM 349853101 1,515 41,321 SH SOLE 41,321 FRANCE TELECOM SPONSORED ADR 35177Q105 196 13,181 SH SOLE 13,181 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,389 36,519 SH SOLE 36,519 FRONTIER COMMUNICATIONS CORP COM 35906A108 395 94,658 SH SOLE 94,658 FTI CONSULTING INC COM 302941109 1,994 53,140 SH SOLE 53,140 GAMESTOP CORP NEW CL A 36467W109 12,770 584,702 SH SOLE 584,702 GANNETT INC COM 364730101 1,896 123,660 SH SOLE 123,660 GARDNER DENVER INC COM 365558105 2,144 34,016 SH SOLE 34,016 GENERAL CABLE CORP DEL NEW COM 369300108 754 25,917 SH SOLE 25,917 GENERAL DYNAMICS CORP COM 369550108 3,851 52,475 SH SOLE 52,475 GENERAL MTRS CO COM 37045V100 1,657 64,587 SH SOLE 64,587 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 1,488 42,648 SH SOLE 42,648 GILEAD SCIENCES INC COM 375558103 7,369 150,811 SH SOLE 150,811 GLATFELTER COM 377316104 1,877 118,931 SH SOLE 118,931 GLOBAL PMTS INC COM 37940X102 253 5,331 SH SOLE 5,331 GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 283 10,217 SH SOLE 10,217 GLOBECOMM SYSTEMS INC COM 37956X103 798 55,088 SH SOLE 55,088 GOODRICH CORP COM 382388106 243 1,938 SH SOLE 1,938 GOODYEAR TIRE & RUBR CO COM 382550101 145 12,900 SH SOLE 12,900 GRACO INC COM 384109104 671 12,654 SH SOLE 12,654 GRANITE CONSTR INC COM 387328107 1,354 47,116 SH SOLE 47,116 GREATBATCH INC COM 39153L106 1,016 41,455 SH SOLE 41,455 GREIF INC CL A 397624107 268 4,788 SH SOLE 4,788 GT ADVANCED TECHNOLOGIES INC COM 36191U106 5,637 681,613 SH SOLE 681,613 GUESS INC COM 401617105 3,407 109,011 SH SOLE 109,011 GULFMARK OFFSHORE INC CL A NEW 402629208 1,178 25,637 SH SOLE 25,637 FULLER H B CO COM 359694106 244 7,431 SH SOLE 7,431 HALLIBURTON CO COM 406216101 304 9,164 SH SOLE 9,164 HARSCO CORP COM 415864107 1,463 62,359 SH SOLE 62,359 HASBRO INC COM 418056107 1,354 36,882 SH SOLE 36,882 HEADWATERS INC COM 42210P102 583 139,398 SH SOLE 139,398 HEALTH NET INC COM 42222G108 301 7,581 SH SOLE 7,581 HEALTHSOUTH CORP COM NEW 421924309 1,617 78,962 SH SOLE 78,962 HEALTHWAYS INC COM 422245100 338 45,906 SH SOLE 45,906 HEARTLAND EXPRESS INC COM 422347104 516 35,655 SH SOLE 35,655 HEARTLAND PMT SYS INC COM 42235N108 777 26,926 SH SOLE 26,926 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 267 14,994 SH SOLE 14,994 HENRY JACK & ASSOC INC COM 426281101 824 24,149 SH SOLE 24,149 MILLER HERMAN INC COM 600544100 2,268 98,790 SH SOLE 98,790 HEWLETT PACKARD CO COM 428236103 6,884 288,887 SH SOLE 288,887 HI-TECH PHARMACAL INC COM 42840B101 1,786 49,700 SH SOLE 49,700 HILL ROM HLDGS INC COM 431475102 2,904 86,913 SH SOLE 86,913 HITTITE MICROWAVE CORP COM 43365Y104 1,216 22,396 SH SOLE 22,396 HOME DEPOT INC COM 437076102 546 10,857 SH SOLE 10,857 HONEYWELL INTL INC COM 438516106 543 8,896 SH SOLE 8,896 HSN INC COM 404303109 2,407 63,296 SH SOLE 63,296 HOUSTON WIRE & CABLE CO COM 44244K109 303 21,814 SH SOLE 21,814 HUGOTON RTY TR TEX UNIT BEN INT 444717102 1,361 92,724 SH SOLE 92,724 HUMANA INC COM 444859102 224 2,419 SH SOLE 2,419 HUNTSMAN CORP COM 447011107 1,518 108,352 SH SOLE 108,352 ICF INTL INC COM 44925C103 885 34,874 SH SOLE 34,874 ICONIX BRAND GROUP INC COM 451055107 5,517 317,447 SH SOLE 317,447 ICU MED INC COM 44930G107 2,199 44,727 SH SOLE 44,727 DINEEQUITY INC COM 254423106 529 10,673 SH SOLE 10,673 ILLINOIS TOOL WKS INC COM 452308109 240 4,197 SH SOLE 4,197 ILLUMINA INC COM 452327109 924 17,554 SH SOLE 17,554 INFOSPACE INC COM PAR $.0001 45678T300 844 65,901 SH SOLE 65,901 INGRAM MICRO INC CL A 457153104 1,605 86,498 SH SOLE 86,498 INNERWORKINGS INC COM 45773Y105 845 72,532 SH SOLE 72,532 INSIGHT ENTERPRISES INC COM 45765U103 1,278 58,292 SH SOLE 58,292 INSPERITY INC COM 45778Q107 1,673 54,588 SH SOLE 54,588 INTEL CORP COM 458140100 1,555 55,318 SH SOLE 55,318 IAC INTERACTIVECORP COM PAR $.001 44919P508 1,828 37,236 SH SOLE 37,236 INTERCONTINENTALEXCHANGE INC COM 45865V100 432 3,146 SH SOLE 3,146 INTERDIGITAL INC COM 45867G101 5,723 164,159 SH SOLE 164,159 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,431 51,554 SH SOLE 51,554 INTERPUBLIC GROUP COS INC COM 460690100 3,894 341,245 SH SOLE 341,245 INTERSECTIONS INC COM 460981301 268 20,973 SH SOLE 20,973 INTERSIL CORP CL A 46069S109 1,455 129,893 SH SOLE 129,893 INTERVAL LEISURE GROUP INC COM 46113M108 1,316 75,644 SH SOLE 75,644 INTERLINE BRANDS INC COM 458743101 607 28,108 SH SOLE 28,108 INTERNATIONAL GAME TECHNOLOG COM 459902102 995 59,276 SH SOLE 59,276 INTUIT COM 461202103 454 7,553 SH SOLE 7,553 INVACARE CORP COM 461203101 897 54,104 SH SOLE 54,104 LIFE TECHNOLOGIES CORP COM 53217V109 695 14,244 SH SOLE 14,244 IROBOT CORP COM 462726100 1,561 57,267 SH SOLE 57,267 IRON MTN INC COM 462846106 589 20,458 SH SOLE 20,458 ISHARES TR MSCI EAFE INDEX 464287465 1,929 35,152 SH SOLE 35,152 ISLE OF CAPRI CASINOS INC COM 464592104 138 19,554 SH SOLE 19,554 ITRON INC COM 465741106 2,755 60,677 SH SOLE 60,677 ITT CORP NEW COM NEW 450911201 1,093 47,647 SH SOLE 47,647 ITT EDUCATIONAL SERVICES INC COM 45068B109 11,291 170,711 SH SOLE 170,711 IVANHOE ENERGY INC COM 465790103 23 22,276 SH SOLE 22,276 IXYS CORP COM 46600W106 1,254 94,968 SH SOLE 94,968 J2 GLOBAL INC COM 48123V102 6,853 238,954 SH SOLE 238,954 JANUS CAP GROUP INC COM 47102X105 2,443 274,206 SH SOLE 274,206 JARDEN CORP COM 471109108 3,295 81,900 SH SOLE 81,900 JDA SOFTWARE GROUP INC COM 46612K108 1,931 70,252 SH SOLE 70,252 JETBLUE AIRWAYS CORP COM 477143101 402 82,119 SH SOLE 82,119 WILEY JOHN & SONS INC CL A 968223206 815 17,121 SH SOLE 17,121 JOHNSON & JOHNSON COM 478160104 720 10,923 SH SOLE 10,923 JOS A BANK CLOTHIERS INC COM 480838101 606 12,018 SH SOLE 12,018 JOURNAL COMMUNICATIONS INC CL A 481130102 448 79,573 SH SOLE 79,573 KADANT INC COM 48282T104 349 14,641 SH SOLE 14,641 KELLOGG CO COM 487836108 268 5,000 SH SOLE 5,000 KEMET CORP COM NEW 488360207 1,450 154,927 SH SOLE 154,927 KENNAMETAL INC COM 489170100 741 16,633 SH SOLE 16,633 KEYNOTE SYS INC COM 493308100 396 20,045 SH SOLE 20,045 KLA-TENCOR CORP COM 482480100 14,054 258,248 SH SOLE 258,248 KNOLOGY INC COM 499183804 246 13,516 SH SOLE 13,516 KOHLS CORP COM 500255104 1,474 29,466 SH SOLE 29,466 KOPIN CORP COM 500600101 84 20,709 SH SOLE 20,709 KOPPERS HOLDINGS INC COM 50060P106 995 25,799 SH SOLE 25,799 KORN FERRY INTL COM NEW 500643200 2,230 133,135 SH SOLE 133,135 KRAFT FOODS INC CL A 50075N104 311 8,194 SH SOLE 8,194 KROGER CO COM 501044101 435 17,947 SH SOLE 17,947 KRONOS WORLDWIDE INC COM 50105F105 3,288 131,852 SH SOLE 131,852 KULICKE & SOFFA INDS INC COM 501242101 2,533 203,806 SH SOLE 203,806 L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,456 48,839 SH SOLE 48,839 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,036 22,247 SH SOLE 22,247 LAM RESEARCH CORP COM 512807108 8,032 180,000 SH SOLE 180,000 LAMAR ADVERTISING CO CL A 512815101 589 18,173 SH SOLE 18,173 SNYDERS-LANCE INC COM 833551104 1,476 57,106 SH SOLE 57,106 LANDAUER INC COM 51476K103 506 9,537 SH SOLE 9,537 LATTICE SEMICONDUCTOR CORP COM 518415104 131 20,373 SH SOLE 20,373 LA Z BOY INC COM 505336107 1,353 90,429 SH SOLE 90,429 LEAR CORP COM NEW 521865204 4,695 100,982 SH SOLE 100,982 LEGG MASON INC COM 524901105 879 31,488 SH SOLE 31,488 LEGGETT & PLATT INC COM 524660107 1,471 63,939 SH SOLE 63,939 LENDER PROCESSING SVCS INC COM 52602E102 4,827 185,663 SH SOLE 185,663 LEXMARK INTL NEW CL A 529771107 2,596 78,096 SH SOLE 78,096 LIBBEY INC COM 529898108 1,051 81,189 SH SOLE 81,189 LILLY ELI & CO COM 532457108 2,891 71,802 SH SOLE 71,802 LIMITED BRANDS INC COM 532716107 252 5,241 SH SOLE 5,241 LIN TV CORP CL A 532774106 228 56,174 SH SOLE 56,174 LINCARE HLDGS INC COM 532791100 910 35,144 SH SOLE 35,144 LINCOLN EDL SVCS CORP COM 533535100 645 81,558 SH SOLE 81,558 LINCOLN ELEC HLDGS INC COM 533900106 333 7,346 SH SOLE 7,346 LINEAR TECHNOLOGY CORP COM 535678106 691 20,512 SH SOLE 20,512 LITTELFUSE INC COM 537008104 2,752 43,885 SH SOLE 43,885 LORAL SPACE & COMMUNICATNS I COM 543881106 350 4,402 SH SOLE 4,402 LORILLARD INC COM 544147101 7,509 57,994 SH SOLE 57,994 LOWES COS INC COM 548661107 453 14,426 SH SOLE 14,426 LSB INDS INC COM 502160104 1,477 37,946 SH SOLE 37,946 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,671 66,555 SH SOLE 66,555 MACYS INC COM 55616P104 889 22,366 SH SOLE 22,366 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2,643 54,148 SH SOLE 54,148 MANTECH INTL CORP CL A 564563104 4,352 126,298 SH SOLE 126,298 MARATHON PETE CORP COM 56585A102 229 5,285 SH SOLE 5,285 MARSH & MCLENNAN COS INC COM 571748102 547 16,673 SH SOLE 16,673 MARTEN TRANS LTD COM 573075108 1,402 63,538 SH SOLE 63,538 MASIMO CORP COM 574795100 1,621 69,345 SH SOLE 69,345 MATERION CORP COM 576690101 1,352 47,057 SH SOLE 47,057 MATTHEWS INTL CORP CL A 577128101 394 12,448 SH SOLE 12,448 MAXIM INTEGRATED PRODS INC COM 57772K101 658 23,029 SH SOLE 23,029 MAXIMUS INC COM 577933104 540 13,284 SH SOLE 13,284 MCGRAW HILL COS INC COM 580645109 4,737 97,732 SH SOLE 97,732 MCKESSON CORP COM 58155Q103 2,809 32,005 SH SOLE 32,005 MEDCO HEALTH SOLUTIONS INC COM 58405U102 690 9,822 SH SOLE 9,822 MEDICINES CO COM 584688105 1,598 79,606 SH SOLE 79,606 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 9,623 255,990 SH SOLE 255,990 MEDIDATA SOLUTIONS INC COM 58471A105 919 34,499 SH SOLE 34,499 MEDIFAST INC COM 58470H101 1,784 102,169 SH SOLE 102,169 MEDNAX INC COM 58502B106 4,047 54,416 SH SOLE 54,416 MEDTRONIC INC COM 585055106 2,431 62,035 SH SOLE 62,035 MINE SAFETY APPLIANCES CO COM 602720104 600 14,597 SH SOLE 14,597 MENTOR GRAPHICS CORP COM 587200106 570 38,364 SH SOLE 38,364 MERCER INTL INC COM 588056101 1,471 184,151 SH SOLE 184,151 MERCK & CO INC NEW COM 58933Y105 1,032 26,881 SH SOLE 26,881 MEREDITH CORP COM 589433101 3,926 120,958 SH SOLE 120,958 MERGE HEALTHCARE INC COM 589499102 463 79,092 SH SOLE 79,092 METROPCS COMMUNICATIONS INC COM 591708102 1,474 163,406 SH SOLE 163,406 MGE ENERGY INC COM 55277P104 1,065 23,994 SH SOLE 23,994 MICREL INC COM 594793101 1,243 121,166 SH SOLE 121,166 MICROCHIP TECHNOLOGY INC COM 595017104 266 7,143 SH SOLE 7,143 MICROSOFT CORP COM 594918104 10,221 316,872 SH SOLE 316,872 MINERALS TECHNOLOGIES INC COM 603158106 217 3,313 SH SOLE 3,313 MKS INSTRUMENT INC COM 55306N104 4,763 161,297 SH SOLE 161,297 MOLEX INC COM 608554101 745 26,499 SH SOLE 26,499 MOMENTA PHARMACEUTICALS INC COM 60877T100 397 25,921 SH SOLE 25,921 MONOTYPE IMAGING HOLDINGS IN COM 61022P100 330 22,176 SH SOLE 22,176 MONRO MUFFLER BRAKE INC COM 610236101 718 17,314 SH SOLE 17,314 MONSANTO CO NEW COM 61166W101 794 9,949 SH SOLE 9,949 MONSTER WORLDWIDE INC COM 611742107 1,562 160,157 SH SOLE 160,157 MOODYS CORP COM 615369105 497 11,813 SH SOLE 11,813 MOOG INC CL A 615394202 696 16,219 SH SOLE 16,219 MORNINGSTAR INC COM 617700109 266 4,221 SH SOLE 4,221 MOSAIC CO NEW COM 61945C103 371 6,709 SH SOLE 6,709 MOTOROLA SOLUTIONS INC COM NEW 620076307 329 6,480 SH SOLE 6,480 MOVADO GROUP INC COM 624580106 2,246 91,497 SH SOLE 91,497 MUELLER INDS INC COM 624756102 787 17,312 SH SOLE 17,312 MULTIMEDIA GAMES HLDG CO INC COM 625453105 472 43,046 SH SOLE 43,046 MYRIAD GENETICS INC COM 62855J104 8,590 363,079 SH SOLE 363,079 NANOMETRICS INC COM 630077105 1,985 107,260 SH SOLE 107,260 NASDAQ OMX GROUP INC COM 631103108 576 22,240 SH SOLE 22,240 NASH FINCH CO COM 631158102 1,581 55,640 SH SOLE 55,640 NATIONAL CINEMEDIA INC COM 635309107 1,052 68,744 SH SOLE 68,744 NATIONAL FINL PARTNERS CORP COM 63607P208 1,489 98,319 SH SOLE 98,319 NATIONAL HEALTHCARE CORP COM 635906100 1,307 28,688 SH SOLE 28,688 NATIONAL PRESTO INDS INC COM 637215104 1,152 15,185 SH SOLE 15,185 NATURES SUNSHINE PRODUCTS IN COM 639027101 748 46,664 SH SOLE 46,664 NAVIGANT CONSULTING INC COM 63935N107 1,454 104,533 SH SOLE 104,533 NCR CORP NEW COM 62886E108 325 14,963 SH SOLE 14,963 NETGEAR INC COM 64111Q104 1,246 32,615 SH SOLE 32,615 NEWMARKET CORP COM 651587107 1,042 5,562 SH SOLE 5,562 NEUROCRINE BIOSCIENCES INC COM 64125C109 1,673 209,930 SH SOLE 209,930 NEUSTAR INC CL A 64126X201 2,345 62,955 SH SOLE 62,955 NEUTRAL TANDEM INC COM 64128B108 970 79,544 SH SOLE 79,544 NEVSUN RES LTD COM 64156L101 38 10,233 SH SOLE 10,233 NEW YORK TIMES CO CL A 650111107 2,192 322,857 SH SOLE 322,857 NEWELL RUBBERMAID INC COM 651229106 232 13,049 SH SOLE 13,049 NEWS CORP CL B 65248E203 591 29,986 SH SOLE 29,986 NEXSTAR BROADCASTING GROUP I CL A 65336K103 188 22,661 SH SOLE 22,661 NIC INC COM 62914B100 333 27,412 SH SOLE 27,412 NII HLDGS INC CL B NEW 62913F201 2,520 137,645 SH SOLE 137,645 NORANDA ALUM HLDG CORP COM 65542W107 1,493 149,786 SH SOLE 149,786 NORDSON CORP COM 655663102 220 4,042 SH SOLE 4,042 NORDSTROM INC COM 655664100 254 4,563 SH SOLE 4,563 NORFOLK SOUTHERN CORP COM 655844108 326 4,955 SH SOLE 4,955 NORTHROP GRUMMAN CORP COM 666807102 13,494 220,917 SH SOLE 220,917 NORTHWEST NAT GAS CO COM 667655104 759 16,715 SH SOLE 16,715 NOVELLUS SYS INC COM 670008101 5,794 116,092 SH SOLE 116,092 NSTAR COM 67019E107 207 4,259 SH SOLE 4,259 NTELOS HLDGS CORP COM NEW 67020Q305 1,406 67,944 SH SOLE 67,944 NTT DOCOMO INC SPONS ADR 62942M201 182 10,901 SH SOLE 10,901 NU SKIN ENTERPRISES INC CL A 67018T105 977 16,864 SH SOLE 16,864 NUCOR CORP COM 670346105 299 6,970 SH SOLE 6,970 NUTRI SYS INC NEW COM 67069D108 1,425 126,851 SH SOLE 126,851 NV ENERGY INC COM 67073Y106 491 30,482 SH SOLE 30,482 NVE CORP COM NEW 629445206 360 6,790 SH SOLE 6,790 NVIDIA CORP COM 67066G104 2,615 169,828 SH SOLE 169,828 NYSE EURONEXT COM 629491101 651 21,681 SH SOLE 21,681 OFFICEMAX INC DEL COM 67622P101 507 88,561 SH SOLE 88,561 OMNICELL INC COM 68213N109 706 46,435 SH SOLE 46,435 OMNICOM GROUP INC COM 681919106 2,369 46,780 SH SOLE 46,780 OMNOVA SOLUTIONS INC COM 682129101 468 69,300 SH SOLE 69,300 OBAGI MEDICAL PRODUCTS INC COM 67423R108 165 12,332 SH SOLE 12,332 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 553 32,366 SH SOLE 32,366 OPNET TECHNOLOGIES INC COM 683757108 456 15,734 SH SOLE 15,734 ORACLE CORP COM 68389X105 3,684 126,327 SH SOLE 126,327 ORBITZ WORLDWIDE INC COM 68557K109 462 151,629 SH SOLE 151,629 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,861 20,369 SH SOLE 20,369 OSHKOSH CORP COM 688239201 2,143 92,496 SH SOLE 92,496 P F CHANGS CHINA BISTRO INC COM 69333Y108 1,837 46,480 SH SOLE 46,480 PAN AMERICAN SILVER CORP COM 697900108 338 15,308 SH SOLE 15,308 PANTRY INC COM 698657103 1,737 133,517 SH SOLE 133,517 PAPA JOHNS INTL INC COM 698813102 1,059 28,128 SH SOLE 28,128 PAR PHARMACEUTICAL COS INC COM 69888P106 3,058 78,944 SH SOLE 78,944 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 625 22,371 SH SOLE 22,371 PAREXEL INTL CORP COM 699462107 1,660 61,558 SH SOLE 61,558 PARKER DRILLING CO COM 701081101 1,445 241,976 SH SOLE 241,976 PARKER HANNIFIN CORP COM 701094104 948 11,208 SH SOLE 11,208 PATTERSON COMPANIES INC COM 703395103 2,442 73,103 SH SOLE 73,103 PAYCHEX INC COM 704326107 441 14,233 SH SOLE 14,233 PDL BIOPHARMA INC COM 69329Y104 1,719 270,346 SH SOLE 270,346 PEP BOYS MANNY MOE & JACK COM 713278109 1,594 106,805 SH SOLE 106,805 PEPSICO INC COM 713448108 530 7,994 SH SOLE 7,994 PERKINELMER INC COM 714046109 1,034 37,369 SH SOLE 37,369 PETMED EXPRESS INC COM 716382106 484 39,079 SH SOLE 39,079 PETSMART INC COM 716768106 775 13,541 SH SOLE 13,541 PFIZER INC COM 717081103 817 36,083 SH SOLE 36,083 PHILIP MORRIS INTL INC COM 718172109 471 5,312 SH SOLE 5,312 PITNEY BOWES INC COM 724479100 4,302 244,709 SH SOLE 244,709 PLANTRONICS INC NEW COM 727493108 1,969 48,918 SH SOLE 48,918 PLEXUS CORP COM 729132100 2,435 69,594 SH SOLE 69,594 PMC-SIERRA INC COM 69344F106 1,314 181,693 SH SOLE 181,693 POLYCOM INC COM 73172K104 253 13,291 SH SOLE 13,291 POWER ONE INC NEW COM 73930R102 1,562 343,229 SH SOLE 343,229 PREFORMED LINE PRODS CO COM 740444104 294 4,481 SH SOLE 4,481 PRESTIGE BRANDS HLDGS INC COM 74112D101 1,031 59,007 SH SOLE 59,007 PSS WORLD MED INC COM 69366A100 1,165 45,957 SH SOLE 45,957 PUBLIC SVC ENTERPRISE GROUP COM 744573106 660 21,577 SH SOLE 21,577 QLOGIC CORP COM 747277101 2,906 163,641 SH SOLE 163,641 QUALITY SYS INC COM 747582104 201 4,585 SH SOLE 4,585 QUEST DIAGNOSTICS INC COM 74834L100 1,760 28,782 SH SOLE 28,782 QUIDEL CORP COM 74838J101 882 48,012 SH SOLE 48,012 QUINSTREET INC COM 74874Q100 1,555 148,211 SH SOLE 148,211 RADIOSHACK CORP COM 750438103 1,763 283,505 SH SOLE 283,505 RAYTHEON CO COM NEW 755111507 11,269 213,509 SH SOLE 213,509 RED ROBIN GOURMET BURGERS IN COM 75689M101 879 23,646 SH SOLE 23,646 REGAL ENTMT GROUP CL A 758766109 1,705 125,383 SH SOLE 125,383 REGIS CORP MINN COM 758932107 220 11,951 SH SOLE 11,951 REPUBLIC AWYS HLDGS INC COM 760276105 1,153 233,347 SH SOLE 233,347 REPUBLIC SVCS INC COM 760759100 719 23,538 SH SOLE 23,538 RESEARCH IN MOTION LTD COM 760975102 1,776 120,797 SH SOLE 120,797 RESMED INC COM 761152107 677 21,915 SH SOLE 21,915 RESOURCES CONNECTION INC COM 76122Q105 201 14,320 SH SOLE 14,320 REVLON INC CL A NEW 761525609 762 44,194 SH SOLE 44,194 REYNOLDS AMERICAN INC COM 761713106 3,443 83,077 SH SOLE 83,077 PRIMORIS SVCS CORP COM 74164F103 1,872 116,556 SH SOLE 116,556 RICHMONT MINES INC COM 76547T106 630 81,037 SH SOLE 81,037 ROBBINS & MYERS INC COM 770196103 1,806 34,702 SH SOLE 34,702 ROBERT HALF INTL INC COM 770323103 238 7,860 SH SOLE 7,860 ROFIN SINAR TECHNOLOGIES INC COM 775043102 595 22,553 SH SOLE 22,553 ROGERS COMMUNICATIONS INC CL B 775109200 379 9,541 SH SOLE 9,541 DONNELLEY R R & SONS CO COM 257867101 1,711 138,099 SH SOLE 138,099 RTI BIOLOGICS INC COM 74975N105 270 73,089 SH SOLE 73,089 RUDDICK CORP COM 781258108 1,655 41,283 SH SOLE 41,283 RUDOLPH TECHNOLOGIES INC COM 781270103 951 85,576 SH SOLE 85,576 SPDR S&P 500 ETF TR TR UNIT 78462F103 26,421 187,634 SH SOLE 187,634 SAIC INC COM 78390X101 9,579 725,685 SH SOLE 725,685 SAKS INC COM 79377W108 2,616 225,347 SH SOLE 225,347 SANDISK CORP COM 80004C101 5,066 102,166 SH SOLE 102,166 SANMINA SCI CORP COM NEW 800907206 1,659 144,870 SH SOLE 144,870 SAPIENT CORP COM 803062108 558 44,840 SH SOLE 44,840 SAUER-DANFOSS INC COM 804137107 5,062 107,702 SH SOLE 107,702 SCHIFF NUTRITION INTL INC COM 806693107 336 27,346 SH SOLE 27,346 SCHOLASTIC CORP COM 807066105 2,026 57,413 SH SOLE 57,413 SCIENTIFIC GAMES CORP CL A 80874P109 817 70,099 SH SOLE 70,099 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 712 14,619 SH SOLE 14,619 SEACHANGE INTL INC COM 811699107 144 18,447 SH SOLE 18,447 SEI INVESTMENTS CO COM 784117103 470 22,706 SH SOLE 22,706 SELECT MED HLDGS CORP COM 81619Q105 2,313 300,800 SH SOLE 300,800 SEMTECH CORP COM 816850101 619 21,734 SH SOLE 21,734 SENSIENT TECHNOLOGIES CORP COM 81725T100 693 18,224 SH SOLE 18,224 SERVICE CORP INTL COM 817565104 1,414 125,606 SH SOLE 125,606 SHAW COMMUNICATIONS INC CL B CONV 82028K200 686 32,435 SH SOLE 32,435 SHUFFLE MASTER INC COM 825549108 706 40,129 SH SOLE 40,129 SINCLAIR BROADCAST GROUP INC CL A 829226109 1,194 107,992 SH SOLE 107,992 SIX FLAGS ENTMT CORP NEW COM 83001A102 230 4,928 SH SOLE 4,928 SKILLED HEALTHCARE GROUP INC CL A 83066R107 1,531 199,890 SH SOLE 199,890 SKYWORKS SOLUTIONS INC COM 83088M102 1,459 52,777 SH SOLE 52,777 SMART BALANCE INC COM 83169Y108 631 95,508 SH SOLE 95,508 SMITH & WESSON HLDG CORP COM 831756101 504 64,995 SH SOLE 64,995 SMITHFIELD FOODS INC COM 832248108 3,154 143,185 SH SOLE 143,185 SOLERA HOLDINGS INC COM 83421A104 411 8,948 SH SOLE 8,948 SONIC CORP COM 835451105 1,196 155,792 SH SOLE 155,792 SOTHEBYS COM 835898107 6,541 166,268 SH SOLE 166,268 SOUTHERN COPPER CORP COM 84265V105 1,134 35,750 SH SOLE 35,750 SPARTAN STORES INC COM 846822104 1,350 74,510 SH SOLE 74,510 SPECTRUM BRANDS HLDGS INC COM 84763R101 3,196 91,428 SH SOLE 91,428 SPEEDWAY MOTORSPORTS INC COM 847788106 290 15,498 SH SOLE 15,498 ST JUDE MED INC COM 790849103 810 18,277 SH SOLE 18,277 STANDARD MICROSYSTEMS CORP COM 853626109 1,080 41,765 SH SOLE 41,765 STANDARD PARKING CORP COM 853790103 706 34,446 SH SOLE 34,446 STAPLES INC COM 855030102 1,969 121,632 SH SOLE 121,632 STEC INC COM 784774101 1,795 190,162 SH SOLE 190,162 STEEL DYNAMICS INC COM 858119100 2,768 190,382 SH SOLE 190,382 STEELCASE INC CL A 858155203 1,227 127,804 SH SOLE 127,804 STEIN MART INC COM 858375108 272 41,239 SH SOLE 41,239 STEINWAY MUSICAL INSTRS INC COM 858495104 391 15,631 SH SOLE 15,631 STERIS CORP COM 859152100 934 29,548 SH SOLE 29,548 STEWART ENTERPRISES INC CL A 860370105 792 130,542 SH SOLE 130,542 STRAYER ED INC COM 863236105 5,233 55,502 SH SOLE 55,502 STRYKER CORP COM 863667101 1,238 22,321 SH SOLE 22,321 SUN HYDRAULICS CORP COM 866942105 1,301 49,733 SH SOLE 49,733 SUPERIOR ENERGY SVCS INC COM 868157108 280 10,607 SH SOLE 10,607 SUPERTEX INC COM 868532102 552 30,569 SH SOLE 30,569 SUPERVALU INC COM 868536103 1,378 241,258 SH SOLE 241,258 SURMODICS INC COM 868873100 686 44,610 SH SOLE 44,610 SYKES ENTERPRISES INC COM 871237103 1,923 121,739 SH SOLE 121,739 SYMANTEC CORP COM 871503108 339 18,102 SH SOLE 18,102 SYMETRA FINL CORP COM 87151Q106 134 11,595 SH SOLE 11,595 SYNAPTICS INC COM 87157D109 649 17,763 SH SOLE 17,763 SYNNEX CORP COM 87162W100 2,510 65,808 SH SOLE 65,808 SYNTEL INC COM 87162H103 1,133 20,225 SH SOLE 20,225 TECH DATA CORP COM 878237106 3,235 59,615 SH SOLE 59,615 TECHNE CORP COM 878377100 627 8,941 SH SOLE 8,941 TECO ENERGY INC COM 872375100 1,193 67,992 SH SOLE 67,992 TELENAV INC COM 879455103 752 107,057 SH SOLE 107,057 TELETECH HOLDINGS INC COM 879939106 1,005 62,428 SH SOLE 62,428 TENET HEALTHCARE CORP COM 88033G100 582 109,586 SH SOLE 109,586 TENNECO INC COM 880349105 1,154 31,051 SH SOLE 31,051 TERADYNE INC COM 880770102 1,342 79,443 SH SOLE 79,443 TESORO CORP COM 881609101 3,409 127,017 SH SOLE 127,017 TETRA TECH INC NEW COM 88162G103 306 11,616 SH SOLE 11,616 MCCLATCHY CO CL A 579489105 158 54,555 SH SOLE 54,555 THOMSON REUTERS CORP COM 884903105 464 16,070 SH SOLE 16,070 THOR INDS INC COM 885160101 3,073 97,385 SH SOLE 97,385 THORATEC CORP COM NEW 885175307 1,375 40,793 SH SOLE 40,793 TIME WARNER CABLE INC COM 88732J207 558 6,843 SH SOLE 6,843 TIME WARNER INC COM NEW 887317303 903 23,922 SH SOLE 23,922 TIMKEN CO COM 887389104 533 10,497 SH SOLE 10,497 TNS INC COM 872960109 471 21,681 SH SOLE 21,681 TOOTSIE ROLL INDS INC COM 890516107 223 9,731 SH SOLE 9,731 TOTAL SYS SVCS INC COM 891906109 270 11,705 SH SOLE 11,705 TOWERS WATSON & CO CL A 891894107 229 3,473 SH SOLE 3,473 TENNANT CO COM 880345103 544 12,359 SH SOLE 12,359 TOWN SPORTS INTL HLDGS INC COM 89214A102 1,025 81,163 SH SOLE 81,163 TPC GROUP INC COM 89236Y104 2,037 46,075 SH SOLE 46,075 TRANSDIGM GROUP INC COM 893641100 385 3,325 SH SOLE 3,325 TRANSGLOBE ENERGY CORP COM 893662106 458 37,955 SH SOLE 37,955 TRAVELZOO INC COM 89421Q106 1,642 71,386 SH SOLE 71,386 TRIUMPH GROUP INC NEW COM 896818101 2,517 40,174 SH SOLE 40,174 TRUE RELIGION APPAREL INC COM 89784N104 1,954 71,327 SH SOLE 71,327 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3,010 64,808 SH SOLE 64,808 TUPPERWARE BRANDS CORP COM 899896104 1,932 30,424 SH SOLE 30,424 ULTRATECH INC COM 904034105 966 33,344 SH SOLE 33,344 UNION PAC CORP COM 907818108 473 4,398 SH SOLE 4,398 UNISYS CORP COM NEW 909214306 291 14,744 SH SOLE 14,744 UNITED ONLINE INC COM 911268100 1,249 255,383 SH SOLE 255,383 UNITED PARCEL SERVICE INC CL B 911312106 300 3,712 SH SOLE 3,712 UNITED STATIONERS INC COM 913004107 2,691 86,727 SH SOLE 86,727 UNITED TECHNOLOGIES CORP COM 913017109 570 6,869 SH SOLE 6,869 UNITED THERAPEUTICS CORP DEL COM 91307C102 7,779 165,063 SH SOLE 165,063 UNITEDHEALTH GROUP INC COM 91324P102 362 6,137 SH SOLE 6,137 UNIVERSAL CORP VA COM 913456109 2,689 57,701 SH SOLE 57,701 UNIVERSAL HLTH SVCS INC CL B 913903100 1,690 40,315 SH SOLE 40,315 UNIVERSAL TECHNICAL INST INC COM 913915104 1,633 123,778 SH SOLE 123,778 UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 308 20,433 SH SOLE 20,433 U S PHYSICAL THERAPY INC COM 90337L108 245 10,643 SH SOLE 10,643 USA MOBILITY INC COM 90341G103 286 20,562 SH SOLE 20,562 USANA HEALTH SCIENCES INC COM 90328M107 1,999 53,559 SH SOLE 53,559 VAALCO ENERGY INC COM NEW 91851C201 1,422 150,513 SH SOLE 150,513 VALASSIS COMMUNICATIONS INC COM 918866104 5,529 240,394 SH SOLE 240,394 VALE S A ADR 91912E105 308 13,183 SH SOLE 13,183 VALMONT INDS INC COM 920253101 777 6,622 SH SOLE 6,622 VALSPAR CORP COM 920355104 978 20,261 SH SOLE 20,261 VCA ANTECH INC COM 918194101 879 37,886 SH SOLE 37,886 VECTOR GROUP LTD COM 92240M108 629 35,513 SH SOLE 35,513 VECTREN CORP COM 92240G101 1,705 58,688 SH SOLE 58,688 VEECO INSTRS INC DEL COM 922417100 7,723 270,018 SH SOLE 270,018 VERINT SYS INC COM 92343X100 304 9,392 SH SOLE 9,392 VIACOM INC NEW CL B 92553P201 1,433 30,193 SH SOLE 30,193 VIACOM INC NEW CL A 92553P102 4,251 89,571 SH SOLE 89,571 VICOR CORP COM 925815102 624 77,947 SH SOLE 77,947 VILLAGE SUPER MKT INC CL A NEW 927107409 428 13,558 SH SOLE 13,558 VIROPHARMA INC COM 928241108 11,589 385,395 SH SOLE 385,395 VISA INC COM CL A 92826C839 444 3,766 SH SOLE 3,766 VISHAY INTERTECHNOLOGY INC COM 928298108 1,933 158,982 SH SOLE 158,982 VITAMIN SHOPPE INC COM 92849E101 1,027 23,230 SH SOLE 23,230 VONAGE HLDGS CORP COM 92886T201 1,265 572,253 SH SOLE 572,253 WABTEC CORP COM 929740108 2,159 28,647 SH SOLE 28,647 WADDELL & REED FINL INC CL A 930059100 2,809 86,661 SH SOLE 86,661 WALGREEN CO COM 931422109 751 22,419 SH SOLE 22,419 WAL MART STORES INC COM 931142103 271 4,435 SH SOLE 4,435 DISNEY WALT CO COM DISNEY 254687106 323 7,382 SH SOLE 7,382 WASHINGTON POST CO CL B 939640108 2,376 6,359 SH SOLE 6,359 WASTE CONNECTIONS INC COM 941053100 811 24,927 SH SOLE 24,927 WESTLAKE CHEM CORP COM 960413102 1,857 28,657 SH SOLE 28,657 WAUSAU PAPER CORP COM 943315101 459 48,900 SH SOLE 48,900 WEBMD HEALTH CORP COM 94770V102 4,320 168,898 SH SOLE 168,898 WEBSENSE INC COM 947684106 1,112 52,748 SH SOLE 52,748 WEIGHT WATCHERS INTL INC NEW COM 948626106 429 5,563 SH SOLE 5,563 WELLCARE HEALTH PLANS INC COM 94946T106 2,790 38,820 SH SOLE 38,820 WELLPOINT INC COM 94973V107 814 11,026 SH SOLE 11,026 WENDYS CO COM 95058W100 131 26,217 SH SOLE 26,217 WESTERN DIGITAL CORP COM 958102105 517 12,492 SH SOLE 12,492 WESTERN REFNG INC COM 959319104 3,196 169,794 SH SOLE 169,794 WESTERN UN CO COM 959802109 4,648 264,082 SH SOLE 264,082 WESTWOOD HLDGS GROUP INC COM 961765104 363 9,378 SH SOLE 9,378 WET SEAL INC CL A 961840105 1,483 429,716 SH SOLE 429,716 WINMARK CORP COM 974250102 470 8,114 SH SOLE 8,114 WMS INDS INC COM 929297109 1,256 52,912 SH SOLE 52,912 WORLD WRESTLING ENTMT INC CL A 98156Q108 1,255 141,534 SH SOLE 141,534 WRIGHT MED GROUP INC COM 98235T107 322 16,690 SH SOLE 16,690 WYNN RESORTS LTD COM 983134107 314 2,516 SH SOLE 2,516 X-RITE INC COM 983857103 137 30,191 SH SOLE 30,191 XEROX CORP COM 984121103 779 96,412 SH SOLE 96,412 XILINX INC COM 983919101 1,230 33,713 SH SOLE 33,713 YAMANA GOLD INC COM 98462Y100 163 10,429 SH SOLE 10,429 ZEP INC COM 98944B108 579 40,191 SH SOLE 40,191 ZIMMER HLDGS INC COM 98956P102 1,599 24,871 SH SOLE 24,871 ZUMIEZ INC COM 989817101 979 27,117 SH SOLE 27,117 ZYGO CORP COM 989855101 1,319 67,397 SH SOLE 67,397