0001398344-11-002669.txt : 20111114 0001398344-11-002669.hdr.sgml : 20111111 20111114165845 ACCESSION NUMBER: 0001398344-11-002669 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111114 DATE AS OF CHANGE: 20111114 EFFECTIVENESS DATE: 20111114 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: 111203923 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 fp0003731_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: September 30, 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 November 14, 2011 ------------------- ------------ ----------------- [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: 588 ----------- Form 13F Information Table Value Total: $ 613,791 ----------- (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 --------------------------------- --------------- --------- ----------- ----------- --- ---- ---------- -------- ------- ------ ---- AVX CORP NEW COM 002444107 957 80,637 SH SOLE 80,637 ABBOTT LABS COM 002824100 209 4,093 SH SOLE 4,093 ACI WORLDWIDE INC COM 004498101 447 16,244 SH SOLE 16,244 ACXIOM CORP COM 005125109 327 30,721 SH SOLE 30,721 AEROPOSTALE COM 007865108 4,682 433,148 SH SOLE 433,148 AEROVIRONMENT INC COM 008073108 809 28,751 SH SOLE 28,751 ALASKA AIR GROUP INC COM 011659109 1,805 32,064 SH SOLE 32,064 ALIGN TECHNOLOGY INC COM 016255101 605 39,882 SH SOLE 39,882 ALLIANT TECHSYSTEMS INC COM 018804104 1,029 18,879 SH SOLE 18,879 ALMOST FAMILY INC COM 020409108 313 18,835 SH SOLE 18,835 ALTERA CORP COM 021441100 1,106 35,081 SH SOLE 35,081 AMEDISYS INC COM 023436108 954 64,379 SH SOLE 64,379 AMERICAN GREETINGS CORP CL A 026375105 477 25,761 SH SOLE 25,761 AMERICAN SCIENCE & ENGR INC COM 029429107 1,101 18,041 SH SOLE 18,041 AMERICAN STS WTR CO COM 029899101 360 10,616 SH SOLE 10,616 AMETEK INC NEW COM 031100100 277 8,401 SH SOLE 8,401 AMGEN INC COM 031162100 789 14,361 SH SOLE 14,361 ANALOG DEVICES INC COM 032654105 6,606 211,389 SH SOLE 211,389 ANAREN INC COM 032744104 615 32,134 SH SOLE 32,134 APOLLO GROUP INC CL A 037604105 7,987 201,633 SH SOLE 201,633 APPLE INC COM 037833100 636 1,668 SH SOLE 1,668 APPLIED MATLS INC COM 038222105 7,397 714,583 SH SOLE 714,583 ARCTIC CAT INC COM 039670104 537 37,073 SH SOLE 37,073 ARTHROCARE CORP COM 043136100 1,050 36,498 SH SOLE 36,498 ASBURY AUTOMOTIVE GROUP INC COM 043436104 589 35,729 SH SOLE 35,729 ASTORIA FINL CORP COM 046265104 92 12,028 SH SOLE 12,028 AUTOLIV INC COM 052800109 252 5,196 SH SOLE 5,196 BARD C R INC COM 067383109 443 5,060 SH SOLE 5,060 BE AEROSPACE INC COM 073302101 230 6,953 SH SOLE 6,953 BEACON ROOFING SUPPLY INC COM 073685109 311 19,429 SH SOLE 19,429 BED BATH & BEYOND INC COM 075896100 252 4,405 SH SOLE 4,405 BELO CORP COM SER A 080555105 515 105,389 SH SOLE 105,389 BEST BUY INC COM 086516101 1,418 60,838 SH SOLE 60,838 BLACK BOX CORP DEL COM 091826107 499 23,385 SH SOLE 23,385 BLOCK H & R INC COM 093671105 396 29,737 SH SOLE 29,737 BOB EVANS FARMS INC COM 096761101 900 31,567 SH SOLE 31,567 BOSTON BEER INC CL A 100557107 983 13,523 SH SOLE 13,523 BOYD GAMING CORP COM 103304101 181 36,879 SH SOLE 36,879 BRADY CORP CL A 104674106 1,096 41,472 SH SOLE 41,472 BRIGGS & STRATTON CORP COM 109043109 623 46,108 SH SOLE 46,108 BRINKER INTL INC COM 109641100 626 29,905 SH SOLE 29,905 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 345 79,881 SH SOLE 79,881 BROOKDALE SR LIVING INC COM 112463104 293 23,372 SH SOLE 23,372 BROOKS AUTOMATION INC COM 114340102 142 17,413 SH SOLE 17,413 BROWN & BROWN INC COM 115236101 720 40,476 SH SOLE 40,476 BUCKEYE TECHNOLOGIES INC COM 118255108 1,441 59,768 SH SOLE 59,768 BUCKLE INC COM 118440106 1,887 49,074 SH SOLE 49,074 CBIZ INC COM 124805102 576 87,361 SH SOLE 87,361 CBS CORP NEW CL B 124857202 550 27,008 SH SOLE 27,008 CEC ENTMT INC COM 125137109 433 15,195 SH SOLE 15,195 CF INDS HLDGS INC COM 125269100 525 4,251 SH SOLE 4,251 CSX CORP COM 126408103 222 11,874 SH SOLE 11,874 CVS CAREMARK CORPORATION COM 126650100 904 26,927 SH SOLE 26,927 CACI INTL INC CL A 127190304 1,980 39,648 SH SOLE 39,648 CAMPBELL SOUP CO COM 134429109 638 19,697 SH SOLE 19,697 CAPELLA EDUCATION COMPANY COM 139594105 1,109 39,067 SH SOLE 39,067 CAREER EDUCATION CORP COM 141665109 3,841 294,314 SH SOLE 294,314 CATERPILLAR INC DEL COM 149123101 337 4,558 SH SOLE 4,558 CATO CORP NEW CL A 149205106 827 36,645 SH SOLE 36,645 CELADON GROUP INC COM 150838100 692 77,965 SH SOLE 77,965 CENTURY ALUM CO COM 156431108 1,157 129,449 SH SOLE 129,449 CEPHALON INC COM 156708109 5,917 73,319 SH SOLE 73,319 CHARLES RIV LABS INTL INC COM 159864107 1,128 39,419 SH SOLE 39,419 CHARMING SHOPPES INC COM 161133103 426 164,026 SH SOLE 164,026 CHEESECAKE FACTORY INC COM 163072101 611 24,799 SH SOLE 24,799 CHEMTURA CORP COM NEW 163893209 129 12,877 SH SOLE 12,877 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 1,023 35,748 SH SOLE 35,748 CHICOS FAS INC COM 168615102 1,502 131,382 SH SOLE 131,382 CHOICE HOTELS INTL INC COM 169905106 428 14,387 SH SOLE 14,387 CINCINNATI BELL INC NEW COM 171871106 258 83,557 SH SOLE 83,557 CIRRUS LOGIC INC COM 172755100 480 32,552 SH SOLE 32,552 COCA COLA BOTTLING CO CONS COM 191098102 314 5,662 SH SOLE 5,662 COGNEX CORP COM 192422103 868 32,021 SH SOLE 32,021 COLUMBIA LABS INC COM 197779101 22 11,210 SH SOLE 11,210 COMMUNITY HEALTH SYS INC NEW COM 203668108 391 23,506 SH SOLE 23,506 COMPUTER PROGRAMS & SYS INC COM 205306103 206 3,121 SH SOLE 3,121 COMPUWARE CORP COM 205638109 415 54,155 SH SOLE 54,155 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1,134 40,365 SH SOLE 40,365 CONAGRA FOODS INC COM 205887102 755 31,186 SH SOLE 31,186 CONMED CORP COM 207410101 611 26,561 SH SOLE 26,561 CONSOLIDATED COMM HLDGS INC COM 209034107 360 19,958 SH SOLE 19,958 CONSOLIDATED GRAPHICS INC COM 209341106 465 12,731 SH SOLE 12,731 CONVERGYS CORP COM 212485106 960 102,394 SH SOLE 102,394 COPART INC COM 217204106 894 22,853 SH SOLE 22,853 CORINTHIAN COLLEGES INC COM 218868107 257 165,733 SH SOLE 165,733 CORVEL CORP COM 221006109 307 7,227 SH SOLE 7,227 COVANCE INC COM 222816100 991 21,794 SH SOLE 21,794 COVENTRY HEALTH CARE INC COM 222862104 301 10,431 SH SOLE 10,431 CUBIC CORP COM 229669106 2,556 65,421 SH SOLE 65,421 CUBIST PHARMACEUTICALS INC COM 229678107 4,766 134,927 SH SOLE 134,927 CYMER INC COM 232572107 1,360 36,597 SH SOLE 36,597 CYTEC INDS INC COM 232820100 222 6,330 SH SOLE 6,330 DPL INC COM 233293109 395 13,091 SH SOLE 13,091 DST SYS INC DEL COM 233326107 666 15,203 SH SOLE 15,203 DAKTRONICS INC COM 234264109 151 17,644 SH SOLE 17,644 DEAN FOODS CO NEW COM 242370104 737 83,091 SH SOLE 83,091 DELUXE CORP COM 248019101 2,445 131,477 SH SOLE 131,477 DEPOMED INC COM 249908104 82 15,244 SH SOLE 15,244 DEVRY INC DEL COM 251893103 2,800 75,760 SH SOLE 75,760 DIGI INTL INC COM 253798102 391 35,555 SH SOLE 35,555 DILLARDS INC CL A 254067101 1,113 25,600 SH SOLE 25,600 DINEEQUITY INC COM 254423106 799 20,770 SH SOLE 20,770 DOLE FOOD CO INC NEW COM 256603101 106 10,572 SH SOLE 10,572 DOMTAR CORP COM NEW 257559203 294 4,310 SH SOLE 4,310 DORMAN PRODUCTS INC COM 258278100 204 6,165 SH SOLE 6,165 EASTMAN CHEM CO COM 277432100 405 5,915 SH SOLE 5,915 EBIX INC COM NEW 278715206 683 46,463 SH SOLE 46,463 EL PASO ELEC CO COM NEW 283677854 478 14,901 SH SOLE 14,901 ENERGYSOLUTIONS INC COM 292756202 169 47,923 SH SOLE 47,923 ENTERCOM COMMUNICATIONS CORP CL A 293639100 202 38,514 SH SOLE 38,514 EQUIFAX INC COM 294429105 312 10,155 SH SOLE 10,155 ESCO TECHNOLOGIES INC COM 296315104 724 28,373 SH SOLE 28,373 ETHAN ALLEN INTERIORS INC COM 297602104 670 49,240 SH SOLE 49,240 EURONET WORLDWIDE INC COM 298736109 369 23,423 SH SOLE 23,423 EXPRESS SCRIPTS INC COM 302182100 808 21,799 SH SOLE 21,799 EZCORP INC CL A NON VTG 302301106 546 19,119 SH SOLE 19,119 FTI CONSULTING INC COM 302941109 310 8,414 SH SOLE 8,414 FAIR ISAAC CORP COM 303250104 684 31,313 SH SOLE 31,313 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 555 51,361 SH SOLE 51,361 FEDERATED INVS INC PA CL B 314211103 1,055 60,161 SH SOLE 60,161 FERRO CORP COM 315405100 497 80,860 SH SOLE 80,860 F5 NETWORKS INC COM 315616102 210 2,961 SH SOLE 2,961 FISERV INC COM 337738108 220 4,328 SH SOLE 4,328 FLOTEK INDS INC DEL COM 343389102 282 60,464 SH SOLE 60,464 FLUOR CORP NEW COM 343412102 1,934 41,542 SH SOLE 41,542 FORCE PROTECTION INC COM NEW 345203202 658 170,858 SH SOLE 170,858 FOREST LABS INC COM 345838106 6,817 221,406 SH SOLE 221,406 FORWARD AIR CORP COM 349853101 626 24,586 SH SOLE 24,586 GANNETT INC COM 364730101 1,786 187,400 SH SOLE 187,400 GAP INC DEL COM 364760108 1,631 100,452 SH SOLE 100,452 GARDNER DENVER INC COM 365558105 418 6,577 SH SOLE 6,577 GENCORP INC COM 368682100 90 20,080 SH SOLE 20,080 GENERAL DYNAMICS CORP COM 369550108 3,125 54,936 SH SOLE 54,936 GILEAD SCIENCES INC COM 375558103 3,733 96,217 SH SOLE 96,217 GLATFELTER COM 377316104 160 12,086 SH SOLE 12,086 GRANITE CONSTR INC COM 387328107 837 44,571 SH SOLE 44,571 GRAPHIC PACKAGING HLDG CO COM 388689101 590 170,880 SH SOLE 170,880 GUESS INC COM 401617105 1,148 40,284 SH SOLE 40,284 HAEMONETICS CORP COM 405024100 764 13,062 SH SOLE 13,062 HAIN CELESTIAL GROUP INC COM 405217100 327 10,702 SH SOLE 10,702 HARMAN INTL INDS INC COM 413086109 909 31,799 SH SOLE 31,799 HARRIS CORP DEL COM 413875105 321 9,388 SH SOLE 9,388 HARTE-HANKS INC COM 416196103 350 41,276 SH SOLE 41,276 HEALTHCARE SVCS GRP INC COM 421906108 174 10,801 SH SOLE 10,801 HEALTHSOUTH CORP COM NEW 421924309 392 26,257 SH SOLE 26,257 HEALTHWAYS INC COM 422245100 262 26,654 SH SOLE 26,654 HEARTLAND EXPRESS INC COM 422347104 415 30,637 SH SOLE 30,637 HEICO CORP NEW COM 422806109 227 4,601 SH SOLE 4,601 HENRY JACK & ASSOC INC COM 426281101 417 14,390 SH SOLE 14,390 HERCULES OFFSHORE INC COM 427093109 463 159,128 SH SOLE 159,128 HEWLETT PACKARD CO COM 428236103 3,957 176,267 SH SOLE 176,267 HIBBETT SPORTS INC COM 428567101 487 14,376 SH SOLE 14,376 HILL ROM HLDGS INC COM 431475102 963 32,068 SH SOLE 32,068 HILLENBRAND INC COM 431571108 703 38,196 SH SOLE 38,196 HOME DEPOT INC COM 437076102 431 13,122 SH SOLE 13,122 HONEYWELL INTL INC COM 438516106 400 9,107 SH SOLE 9,107 HUBBELL INC CL B 443510201 884 17,846 SH SOLE 17,846 HURON CONSULTING GROUP INC COM 447462102 783 25,167 SH SOLE 25,167 ITT CORP COM 450911102 573 13,635 SH SOLE 13,635 ICONIX BRAND GROUP INC COM 451055107 2,155 136,386 SH SOLE 136,386 ILLUMINA INC COM 452327109 245 5,977 SH SOLE 5,977 INGLES MKTS INC CL A 457030104 252 17,725 SH SOLE 17,725 INGRAM MICRO INC CL A 457153104 348 21,584 SH SOLE 21,584 INTEGRATED DEVICE TECHNOLOGY COM 458118106 130 25,185 SH SOLE 25,185 INTEL CORP COM 458140100 1,211 56,748 SH SOLE 56,748 INTERNATIONAL GAME TECHNOLOG COM 459902102 208 14,290 SH SOLE 14,290 INTL PAPER CO COM 460146103 505 21,707 SH SOLE 21,707 INTERNATIONAL SPEEDWAY CORP CL A 460335201 622 27,231 SH SOLE 27,231 INTERPUBLIC GROUP COS INC COM 460690100 340 47,275 SH SOLE 47,275 INTERSECTIONS INC COM 460981301 207 16,189 SH SOLE 16,189 ISHARES TR MSCI EAFE INDEX 464287465 520 10,885 SH SOLE 10,885 ITRON INC COM 465741106 557 18,892 SH SOLE 18,892 JABIL CIRCUIT INC COM 466313103 1,200 67,440 SH SOLE 67,440 JETBLUE AIRWAYS CORP COM 477143101 406 99,245 SH SOLE 99,245 JOS A BANK CLOTHIERS INC COM 480838101 254 5,440 SH SOLE 5,440 JOURNAL COMMUNICATIONS INC CL A 481130102 94 31,513 SH SOLE 31,513 KLA-TENCOR CORP COM 482480100 8,099 211,568 SH SOLE 211,568 KAYDON CORP COM 486587108 349 12,171 SH SOLE 12,171 KELLY SVCS INC CL A 488152208 158 13,857 SH SOLE 13,857 KEMET CORP COM NEW 488360207 460 64,331 SH SOLE 64,331 KENNAMETAL INC COM 489170100 255 7,790 SH SOLE 7,790 KFORCE INC COM 493732101 123 12,536 SH SOLE 12,536 KNIGHT TRANSN INC COM 499064103 303 22,802 SH SOLE 22,802 KOHLS CORP COM 500255104 568 11,559 SH SOLE 11,559 KORN FERRY INTL COM NEW 500643200 613 50,305 SH SOLE 50,305 KROGER CO COM 501044101 279 12,701 SH SOLE 12,701 KULICKE & SOFFA INDS INC COM 501242101 937 125,571 SH SOLE 125,571 LSB INDS INC COM 502160104 597 20,828 SH SOLE 20,828 LSI CORPORATION COM 502161102 172 33,264 SH SOLE 33,264 LTX-CREDENCE CORP COM NEW 502403207 97 18,260 SH SOLE 18,260 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,306 21,071 SH SOLE 21,071 LA Z BOY INC COM 505336107 88 11,813 SH SOLE 11,813 LACLEDE GROUP INC COM 505597104 210 5,420 SH SOLE 5,420 LAM RESEARCH CORP COM 512807108 7,009 184,537 SH SOLE 184,537 LAMAR ADVERTISING CO CL A 512815101 550 32,279 SH SOLE 32,279 LANDSTAR SYS INC COM 515098101 453 11,460 SH SOLE 11,460 LATTICE SEMICONDUCTOR CORP COM 518415104 75 14,331 SH SOLE 14,331 LEAR CORP COM NEW 521865204 1,074 25,024 SH SOLE 25,024 LEXMARK INTL NEW CL A 529771107 2,013 74,460 SH SOLE 74,460 LIBBEY INC COM 529898108 275 26,063 SH SOLE 26,063 LIBERTY MEDIA CORP COM 530322304 2,319 36,485 SH SOLE 36,485 LILLY ELI & CO COM 532457108 1,579 42,705 SH SOLE 42,705 LIN TV CORP CL A 532774106 30 13,546 SH SOLE 13,546 LINCARE HLDGS INC COM 532791100 1,492 66,328 SH SOLE 66,328 LINCOLN EDL SVCS CORP COM 533535100 475 58,727 SH SOLE 58,727 LINEAR TECHNOLOGY CORP COM 535678106 1,396 50,480 SH SOLE 50,480 LITTELFUSE INC COM 537008104 1,038 25,804 SH SOLE 25,804 LOCKHEED MARTIN CORP COM 539830109 710 9,768 SH SOLE 9,768 LORILLARD INC COM 544147101 6,099 55,092 SH SOLE 55,092 LOWES COS INC COM 548661107 804 41,551 SH SOLE 41,551 M & F WORLDWIDE CORP COM 552541104 733 29,763 SH SOLE 29,763 MTS SYS CORP COM 553777103 442 14,413 SH SOLE 14,413 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,312 27,164 SH SOLE 27,164 MANTECH INTL CORP CL A 564563104 2,352 74,961 SH SOLE 74,961 MARATHON OIL CORP COM 565849106 688 31,876 SH SOLE 31,876 MARCUS CORP COM 566330106 278 27,897 SH SOLE 27,897 MARTEN TRANS LTD COM 573075108 272 15,772 SH SOLE 15,772 MASCO CORP COM 574599106 233 32,739 SH SOLE 32,739 MASIMO CORP COM 574795100 409 18,889 SH SOLE 18,889 MASTEC INC COM 576323109 594 33,718 SH SOLE 33,718 MATERION CORP COM 576690101 427 18,839 SH SOLE 18,839 MATRIX SVC CO COM 576853105 90 10,632 SH SOLE 10,632 MAXIMUS INC COM 577933104 1,573 45,059 SH SOLE 45,059 MCDERMOTT INTL INC COM 580037109 797 74,088 SH SOLE 74,088 MCGRAW HILL COS INC COM 580645109 2,303 56,170 SH SOLE 56,170 MEDICINES CO COM 584688105 1,094 73,521 SH SOLE 73,521 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 7,178 196,770 SH SOLE 196,770 MEDTRONIC INC COM 585055106 1,393 41,909 SH SOLE 41,909 MENTOR GRAPHICS CORP COM 587200106 642 66,704 SH SOLE 66,704 MERCURY COMPUTER SYS COM 589378108 656 57,012 SH SOLE 57,012 MEREDITH CORP COM 589433101 2,636 116,446 SH SOLE 116,446 MICREL INC COM 594793101 897 94,672 SH SOLE 94,672 MICROSOFT CORP COM 594918104 7,253 291,415 SH SOLE 291,415 MILLER HERMAN INC COM 600544100 469 26,256 SH SOLE 26,256 MIPS TECHNOLOGIES INC COM 604567107 570 117,755 SH SOLE 117,755 MONOLITHIC PWR SYS INC COM 609839105 626 61,500 SH SOLE 61,500 MONRO MUFFLER BRAKE INC COM 610236101 374 11,352 SH SOLE 11,352 MOOG INC CL A 615394202 273 8,362 SH SOLE 8,362 MOVADO GROUP INC COM 624580106 182 14,933 SH SOLE 14,933 NATIONAL BEVERAGE CORP COM 635017106 263 17,376 SH SOLE 17,376 NATIONAL CINEMEDIA INC COM 635309107 326 22,465 SH SOLE 22,465 NATIONAL PRESTO INDS INC COM 637215104 422 4,854 SH SOLE 4,854 NATURES SUNSHINE PRODUCTS IN COM 639027101 280 19,873 SH SOLE 19,873 NEW YORK & CO INC COM 649295102 170 53,241 SH SOLE 53,241 NEW YORK TIMES CO CL A 650111107 868 149,427 SH SOLE 149,427 NEWMARKET CORP COM 651587107 214 1,410 SH SOLE 1,410 NEWPORT CORP COM 651824104 766 70,820 SH SOLE 70,820 NORDSON CORP COM 655663102 931 23,426 SH SOLE 23,426 NORTHROP GRUMMAN CORP COM 666807102 7,734 148,251 SH SOLE 148,251 NOVELLUS SYS INC COM 670008101 4,078 149,579 SH SOLE 149,579 OM GROUP INC COM 670872100 996 38,371 SH SOLE 38,371 OYO GEOSPACE CORP COM 671074102 445 7,899 SH SOLE 7,899 OMNICARE INC COM 681904108 1,528 60,077 SH SOLE 60,077 OMNICOM GROUP INC COM 681919106 1,192 32,351 SH SOLE 32,351 OMNIVISION TECHNOLOGIES INC COM 682128103 213 15,160 SH SOLE 15,160 ORBITAL SCIENCES CORP COM 685564106 413 32,233 SH SOLE 32,233 OSHKOSH CORP COM 688239201 2,936 186,525 SH SOLE 186,525 PVH CORP COM 693656100 367 6,295 SH SOLE 6,295 PAPA JOHNS INTL INC COM 698813102 698 22,956 SH SOLE 22,956 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 193 12,579 SH SOLE 12,579 PARK ELECTROCHEMICAL CORP COM 700416209 646 30,242 SH SOLE 30,242 PARKER HANNIFIN CORP COM 701094104 449 7,113 SH SOLE 7,113 PATTERSON COMPANIES INC COM 703395103 1,509 52,717 SH SOLE 52,717 PEP BOYS MANNY MOE & JACK COM 713278109 759 76,864 SH SOLE 76,864 PERKINELMER INC COM 714046109 1,520 79,149 SH SOLE 79,149 PETMED EXPRESS INC COM 716382106 360 39,986 SH SOLE 39,986 PETSMART INC COM 716768106 413 9,678 SH SOLE 9,678 PHARMACEUTICAL PROD DEV INC COM 717124101 304 11,860 SH SOLE 11,860 PHILIP MORRIS INTL INC COM 718172109 608 9,753 SH SOLE 9,753 PIER 1 IMPORTS INC COM 720279108 166 16,926 SH SOLE 16,926 PITNEY BOWES INC COM 724479100 958 50,967 SH SOLE 50,967 PLANTRONICS INC NEW COM 727493108 1,031 36,223 SH SOLE 36,223 POPULAR INC COM 733174106 26 17,304 SH SOLE 17,304 POTLATCH CORP NEW COM 737630103 387 12,264 SH SOLE 12,264 PROGRESS SOFTWARE CORP COM 743312100 1,104 62,907 SH SOLE 62,907 QLOGIC CORP COM 747277101 1,269 100,098 SH SOLE 100,098 RF MICRODEVICES INC COM 749941100 562 88,572 SH SOLE 88,572 RADIOSHACK CORP COM 750438103 1,624 139,801 SH SOLE 139,801 RAYTHEON CO COM NEW 755111507 7,331 179,369 SH SOLE 179,369 REGAL ENTMT GROUP CL A 758766109 666 56,729 SH SOLE 56,729 REGIS CORP MINN COM 758932107 599 42,480 SH SOLE 42,480 RESEARCH IN MOTION LTD COM 760975102 1,696 79,843 SH SOLE 79,843 REVLON INC CL A NEW 761525609 317 25,727 SH SOLE 25,727 REYNOLDS AMERICAN INC COM 761713106 1,443 38,507 SH SOLE 38,507 ROBERT HALF INTL INC COM 770323103 311 14,635 SH SOLE 14,635 ROCKWELL AUTOMATION INC COM 773903109 222 3,959 SH SOLE 3,959 ROLLINS INC COM 775711104 204 10,927 SH SOLE 10,927 ROSETTA RESOURCES INC COM 777779307 590 17,231 SH SOLE 17,231 RUDDICK CORP COM 781258108 987 25,325 SH SOLE 25,325 RUE21 INC COM 781295100 254 11,204 SH SOLE 11,204 SEI INVESTMENTS CO COM 784117103 655 42,564 SH SOLE 42,564 STEC INC COM 784774101 1,092 107,632 SH SOLE 107,632 SAFEWAY INC COM NEW 786514208 706 42,438 SH SOLE 42,438 ST JUDE MED INC COM 790849103 396 10,949 SH SOLE 10,949 SAUER-DANFOSS INC COM 804137107 1,251 43,290 SH SOLE 43,290 SCHAWK INC CL A 806373106 223 22,552 SH SOLE 22,552 SCRIPPS E W CO OHIO CL A NEW 811054402 721 102,973 SH SOLE 102,973 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 510 13,733 SH SOLE 13,733 SEACHANGE INTL INC COM 811699107 274 35,642 SH SOLE 35,642 SEACOR HOLDINGS INC COM 811904101 1,534 19,131 SH SOLE 19,131 SERVICE CORP INTL COM 817565104 580 63,359 SH SOLE 63,359 SHUFFLE MASTER INC COM 825549108 84 10,006 SH SOLE 10,006 SIMPSON MANUFACTURING CO INC COM 829073105 722 28,966 SH SOLE 28,966 SINCLAIR BROADCAST GROUP INC CL A 829226109 584 81,500 SH SOLE 81,500 SKYWEST INC COM 830879102 615 53,454 SH SOLE 53,454 SMITHFIELD FOODS INC COM 832248108 1,749 89,712 SH SOLE 89,712 SONIC CORP COM 835451105 601 84,967 SH SOLE 84,967 SOTHEBYS COM 835898107 2,811 101,966 SH SOLE 101,966 SOUTHERN UN CO NEW COM 844030106 229 5,649 SH SOLE 5,649 SOUTHWEST GAS CORP COM 844895102 462 12,761 SH SOLE 12,761 SPARTAN STORES INC COM 846822104 755 48,793 SH SOLE 48,793 SPRINT NEXTEL CORP COM SER 1 852061100 144 47,268 SH SOLE 47,268 STANLEY BLACK & DECKER INC COM 854502101 443 9,015 SH SOLE 9,015 STAPLES INC COM 855030102 423 31,820 SH 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696 63,648 SH SOLE 63,648 NETSCOUT SYS INC COM 64115T104 719 62,974 SH SOLE 62,974 NEUSTAR INC CL A 64126X201 6,367 253,247 SH SOLE 253,247 NEXEN INC COM 65334H102 157 10,144 SH SOLE 10,144 NORANDA ALUM HLDG CORP COM 65542W107 630 75,443 SH SOLE 75,443 NU SKIN ENTERPRISES INC CL A 67018T105 797 19,671 SH SOLE 19,671 NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L102 214 6,973 SH SOLE 6,973 NVIDIA CORP COM 67066G104 717 57,303 SH SOLE 57,303 O REILLY AUTOMOTIVE INC NEW COM 67103H107 532 7,989 SH SOLE 7,989 ORACLE CORP COM 68389X105 224 7,780 SH SOLE 7,780 ORBITZ WORLDWIDE INC COM 68557K109 128 58,798 SH SOLE 58,798 PDL BIOPHARMA INC COM 69329Y104 856 154,201 SH SOLE 154,201 P F CHANGS CHINA BISTRO INC COM 69333Y108 969 35,584 SH SOLE 35,584 PMC-SIERRA INC COM 69344F106 778 130,162 SH SOLE 130,162 PSS WORLD MED INC COM 69366A100 721 36,621 SH SOLE 36,621 PAR PHARMACEUTICAL COS INC COM 69888P106 3,296 123,815 SH SOLE 123,815 PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B106 639 26,426 SH SOLE 26,426 POLYONE CORP COM 73179P106 623 58,172 SH SOLE 58,172 POWER ONE INC NEW COM 73930R102 721 160,332 SH SOLE 160,332 PRESTIGE BRANDS HLDGS INC COM 74112D101 319 35,256 SH SOLE 35,256 QUALITY DISTR INC FLA COM 74756M102 338 37,733 SH SOLE 37,733 QUEST DIAGNOSTICS INC COM 74834L100 597 12,092 SH SOLE 12,092 QUEST SOFTWARE INC COM 74834T103 211 13,289 SH SOLE 13,289 RTI INTL METALS INC COM 74973W107 375 16,074 SH SOLE 16,074 RBC BEARINGS INC COM 75524B104 430 12,641 SH SOLE 12,641 RED ROBIN GOURMET BURGERS IN COM 75689M101 259 10,769 SH SOLE 10,769 RENAISSANCE LEARNING INC COM 75968L105 340 20,237 SH SOLE 20,237 RESOURCES CONNECTION INC COM 76122Q105 397 40,565 SH SOLE 40,565 SAIC INC COM 78390X101 1,881 159,295 SH SOLE 159,295 SPDR S&P 500 ETF TR TR UNIT 78462F103 21,488 189,911 SH SOLE 189,911 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 203 14,219 SH SOLE 14,219 STR HLDGS INC COM 78478V100 91 11,200 SH SOLE 11,200 SAKS INC COM 79377W108 884 100,979 SH SOLE 100,979 SANDISK CORP COM 80004C101 5,107 126,566 SH SOLE 126,566 SCIENTIFIC GAMES CORP CL A 80874P109 360 50,605 SH SOLE 50,605 SEALED AIR CORP NEW COM 81211K100 592 35,441 SH SOLE 35,441 SELECT COMFORT CORP COM 81616X103 704 50,400 SH SOLE 50,400 SELECT MED HLDGS CORP COM 81619Q105 275 41,290 SH SOLE 41,290 SIRIUS XM RADIO INC COM 82967N108 21 14,132 SH SOLE 14,132 SKILLED HEALTHCARE GROUP INC CL A 83066R107 234 64,809 SH SOLE 64,809 SKYWORKS SOLUTIONS INC COM 83088M102 182 10,106 SH SOLE 10,106 SMART BALANCE INC COM 83169Y108 379 64,159 SH SOLE 64,159 SOLARWINDS INC COM 83416B109 245 11,114 SH SOLE 11,114 SPECTRUM BRANDS HLDGS INC COM 84763R101 1,064 45,061 SH SOLE 45,061 STAGE STORES INC COM NEW 85254C305 178 12,810 SH SOLE 12,810 SYMETRA FINL CORP COM 87151Q106 96 11,808 SH SOLE 11,808 SYNAPTICS INC COM 87157D109 694 29,044 SH SOLE 29,044 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,178 35,996 SH SOLE 35,996 TTM TECHNOLOGIES INC COM 87305R109 447 46,957 SH SOLE 46,957 TEAM HEALTH HOLDINGS INC COM 87817A107 198 12,088 SH SOLE 12,088 TENET HEALTHCARE CORP COM 88033G100 310 75,374 SH SOLE 75,374 TETRA TECHNOLOGIES INC DEL COM 88162F105 739 95,785 SH SOLE 95,785 TETRA TECH INC NEW COM 88162G103 263 14,019 SH SOLE 14,019 TESSERA TECHNOLOGIES INC COM 88164L100 1,082 90,583 SH SOLE 90,583 3-D SYS CORP DEL COM NEW 88554D205 191 13,682 SH SOLE 13,682 TRAVELZOO INC COM 89421Q106 598 27,213 SH SOLE 27,213 TREEHOUSE FOODS INC COM 89469A104 288 4,651 SH SOLE 4,651 TREX CO INC COM 89531P105 497 30,991 SH SOLE 30,991 TRUE RELIGION APPAREL INC COM 89784N104 649 24,074 SH SOLE 24,074 USANA HEALTH SCIENCES INC COM 90328M107 1,020 37,097 SH SOLE 37,097 U S AIRWAYS GROUP INC COM 90341W108 139 25,195 SH SOLE 25,195 UNITED THERAPEUTICS CORP DEL COM 91307C102 2,441 65,122 SH SOLE 65,122 UNITEDHEALTH GROUP INC COM 91324P102 211 4,566 SH SOLE 4,566 VAALCO ENERGY INC COM NEW 91851C201 660 135,767 SH SOLE 135,767 VALERO ENERGY CORP NEW COM 91913Y100 555 31,199 SH SOLE 31,199 VARIAN MED SYS INC COM 92220P105 543 10,401 SH SOLE 10,401 VASCO DATA SEC INTL INC COM 92230Y104 56 10,988 SH SOLE 10,988 VECTREN CORP COM 92240G101 259 9,562 SH SOLE 9,562 VERINT SYS INC COM 92343X100 327 12,422 SH SOLE 12,422 VIACOM INC NEW CL B 92553P201 1,223 31,570 SH SOLE 31,570 VISA INC COM CL A 92826C839 290 3,383 SH SOLE 3,383 VONAGE HLDGS CORP COM 92886T201 538 206,850 SH SOLE 206,850 WGL HLDGS INC COM 92924F106 388 9,941 SH SOLE 9,941 WABCO HLDGS INC COM 92927K102 333 8,785 SH SOLE 8,785 WEBMD HEALTH CORP COM 94770V102 984 32,638 SH SOLE 32,638 WELLPOINT INC COM 94973V107 296 4,537 SH SOLE 4,537 WENDYS CO COM 95058W100 70 15,153 SH SOLE 15,153 WORLD WRESTLING ENTMT INC CL A 98156Q108 893 100,234 SH SOLE 100,234 ZEP INC COM 98944B108 400 26,636 SH SOLE 26,636 ZIMMER HLDGS INC COM 98956P102 346 6,479 SH SOLE 6,479 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 486 9,220 SH SOLE 9,220 COVIDIEN PLC SHS G2554F113 249 5,641 SH SOLE 5,641 FRESH DEL MONTE PRODUCE INC ORD G36738105 1,895 81,669 SH SOLE 81,669 FRONTLINE LTD SHS G3682E127 497 102,569 SH SOLE 102,569 INGERSOLL-RAND PLC SHS G47791101 976 34,756 SH SOLE 34,756 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,788 398,426 SH SOLE 398,426 SIGNET JEWELERS LIMITED SHS G81276100 226 6,675 SH SOLE 6,675 WARNER CHILCOTT PLC IRELAND SHS A G94368100 389 27,180 SH SOLE 27,180 GARMIN LTD SHS H2906T109 891 28,031 SH SOLE 28,031 ORTHOFIX INTL N V COM N6748L102 265 7,679 SH SOLE 7,679 STEINER LEISURE LTD ORD P8744Y102 527 12,923 SH SOLE 12,923