-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, CEEuHfNXmve0FL7KInIh0ZbhH53WKQx2B4ByEoZOTkUBuQzq+mFmhFesA/Ovicka zgEkF+b2FosRg1IQdP7ZdA== 0001019687-09-000517.txt : 20090217 0001019687-09-000517.hdr.sgml : 20090216 20090217081756 ACCESSION NUMBER: 0001019687-09-000517 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AL FRANK ASSET MANAGEMENT INC CENTRAL INDEX KEY: 0001167495 IRS NUMBER: 954074555 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10139 FILM NUMBER: 09607150 BUSINESS ADDRESS: STREET 1: PO BOX 1438 CITY: LAGUNA BEACH STATE: CA ZIP: 92652 BUSINESS PHONE: 9494977657 MAIL ADDRESS: STREET 1: P O BOX 1438 CITY: LAGUNA BEACH STATE: CA ZIP: 92652 FORMER COMPANY: FORMER CONFORMED NAME: FRANK AL ASSET MANAGEMENT INC DATE OF NAME CHANGE: 20020214 13F-HR 1 alfrank_13f-123108.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 12/31/2008 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Al Frank Asset Management, Inc. - -------------------------------------------------------------------------------- Name of Institutional Investment Manager 32392 Coast Highway, Suite 260 Laguna Beach CA 92651-6784 - -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-_____________ 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: John Buckingham Chief Investment Officer (949) 499-3215 - -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ John Buckingham ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) Laguna Beach CA February 17, 2009 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [_] 13F NOTICE. [_] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: _____0_______ Form 13F Information Table Entry Total: _____467_____ Form 13F Information Table Value Total: $__347,394___ (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: 13F File No.: Name: ------------- --------------------- ------------- --------------------- 1. 28- 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- ---------------------
AL FRANK ASSET MANAGEMENT QUARTER END 12/31/08 - ------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 FAIR INVESTMENT DISCRETION VOTING AUTHORITY TITLE MARKET SHARES OF SHARED NAME OF ISSUER OF CUSIP VALUE PRINCIPAL SOLE SHARED OTHER MANA- SOLE SHARED NONE CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) GERS (A) B) (C) - ------------------------------------------------------------------------------------------------------------------------------------ 3Com COMMON 885535104 486 213,129 213,129 115,330 97,799 3M Company COMMON 88579Y101 456 7,923 7,923 4,318 3,605 AAR COMMON 000361105 812 44,104 44,104 37,370 6,734 Abbott Laboratories COMMON 002824100 2,535 47,508 47,508 32,079 15,429 Abercrombie & Fitch COMMON 002896207 745 32,274 32,274 22,800 9,474 Active Power COMMON 00504W100 11 33,515 33,515 7,800 25,715 ActivIdentity COMMON 00506p103 555 310,330 310,330 231,940 78,390 Activision Blizzard COMMON 00507V109 235 27,165 27,165 17,040 10,125 Adaptec COMMON 00651F108 210 63,710 63,710 24,692 39,018 ADC Telecommun. COMMON 000886309 221 40,419 40,419 24,729 15,690 AdTran COMMON 00738a106 248 16,643 16,643 7,192 9,451 Advanced Medical Optics COMMON 00763m108 150 22,753 22,753 13,080 9,673 Advanta 'B' COMMON 007942204 88 41,901 41,901 19,745 22,156 AES COMMON 00130H105 100 12,128 12,128 5,205 6,923 Aetna COMMON 00817y108 2,453 86,085 86,085 61,090 24,994 Aetrium COMMON 00817R103 548 281,228 281,228 217,500 63,728 Air France ADR COMMON 009119108 1,099 83,461 83,461 53,663 29,798 Air Transport Svc Grp COMMON 00922r105 6 35,674 35,674 18,665 17,009 Alaska Air Group COMMON 011659109 1,848 63,163 63,163 45,600 17,563 Alcoa COMMON 013817101 1,432 127,151 127,151 84,230 42,921 Alliance Fiber Optic COMMON 018680108 573 891,025 891,025 667,301 223,724 Alliance One Int'l COMMON 018772103 742 252,464 252,464 192,409 60,055 Allied Defense Group COMMON 019118108 2,003 323,040 323,040 226,397 96,643 Allstate COMMON 020002101 2,420 73,877 73,877 50,538 23,339 Altria Group COMMON 02209S103 1,400 92,994 92,994 58,463 34,531 American Biltrite COMMON 024591109 127 70,765 70,765 60,460 10,305 American Eagle Outfitters COMMON 02553E106 2,065 220,589 220,589 151,414 69,175 American Ecology Corp COMMON 025533407 685 33,875 33,875 23,858 10,017 American Science & Engineering Inc COMMON 029429107 2,333 31,546 31,546 20,507 11,039 American Shared Hospital COMMON 029595105 184 175,422 175,422 129,034 46,388 American Software COMMON 029683109 3,446 733,297 733,297 462,634 270,663 Ameriprise Financial COMMON 03076C106 563 24,100 24,100 14,703 9,397 Ameron COMMON 030710107 599 9,521 9,521 8,194 1,327 Amgen COMMON 031162100 1,455 25,193 25,193 16,304 8,889 Anadarko Petroleum COMMON 032511107 2,009 52,114 52,114 37,680 14,434 Anadigics COMMON 032515108 31 20,900 20,900 16,575 4,325 Anglo American COMMON 03485P201 328 28,216 28,216 16,255 11,961 Annaly Mtg Mgmt COMMON 035710409 1,811 114,101 114,101 77,107 36,994 AnnTaylor Stores COMMON 036115103 206 35,762 35,762 27,137 8,625 Apache COMMON 037411105 1,784 23,942 23,942 17,107 6,835 Apple Computer COMMON 037833100 1,574 18,438 18,438 13,485 4,953 Applied Materials COMMON 038222105 508 50,150 50,150 19,838 30,312 Applied Micro Circuits COMMON 03822w406 292 74,276 74,276 56,359 17,917 Applied Signal Technology COMMON 038237103 259 14,448 14,448 5,148 9,300 Archer-Daniels-Midland COMMON 039483102 4,429 153,609 153,609 109,169 44,440 Arkansas Best COMMON 040790107 1,717 57,009 57,009 39,029 17,980 Arrhythmia Research COMMON 042698308 23 11,305 11,305 6,855 4,450 Arvinmeritor COMMON 043353101 234 82,231 82,231 55,929 26,302 AsiaInfo Holdings COMMON 04518a104 2,096 177,019 177,019 120,156 56,863 ASM Holdings COMMON N07059186 257 14,236 14,236 4,630 9,606 Astrazeneca Plc Ads COMMON 046353108 289 7,046 7,046 3,901 3,145 AT&T Inc Com COMMON 00206r102 1,803 63,256 63,256 28,745 34,511 AU Optronics COMMON 002255107 1,178 153,423 153,423 101,965 51,458 Autonation COMMON 05329W102 126 12,785 12,785 5,077 7,708 Avid Technology Inc COMMON 05367P100 144 13,169 13,169 8,143 5,026 Avnet COMMON 053807103 974 53,474 53,474 41,627 11,847 AVX Corp COMMON 002444107 847 106,620 106,620 75,870 30,750 Axis Capital COMMON G0692U109 1,044 35,860 35,860 22,125 13,735 Bakers Footwear COMMON 057465106 6 10,050 10,050 1,275 8,775 Bank of America COMMON 060505104 1,351 95,986 95,986 65,799 30,187 Bank of NY Mellon Corp. COMMON 064058100 681 24,043 24,043 17,788 6,255 Barclays Plc Adr COMMON 06738e204 426 43,432 43,432 31,387 12,045 Basic Energy Service COMMON 06985P100 180 13,829 13,829 6,724 7,105 Baxter International COMMON 071813109 1,354 25,269 25,269 22,062 3,207 BB&T Corporation COMMON 054937107 1,376 50,127 50,127 37,866 12,261 BE Aerospace COMMON 073302101 385 50,096 50,096 34,874 15,222 Benchmark Electronics COMMON 08160h101 865 67,701 67,701 43,703 23,998 Benihana Inc COMMON 082047101 38 17,870 17,870 12,910 4,960 Berkshire Hathaway CL A COMMON 084670108 483 5 5 3 2 Best Buy COMMON 086516101 1,648 58,641 58,641 34,415 24,226 BFC Financial CL A COMMON 055384200 15 59,237 59,237 29,732 29,505 BHP Billiton COMMON 088606108 1,184 27,595 27,595 20,952 6,643 Biovail Corp. COMMON 09067J109 166 17,514 17,514 11,605 5,909 Blonder Tongue Laboratories COMMON 093698108 63 62,246 62,246 17,655 44,591 Boeing Co. COMMON 097023105 1,970 46,166 46,166 30,992 15,174 Boston Scientific COMMON 101137107 219 28,290 28,290 13,437 14,853 Brandywine Realty COMMON 105368203 151 19,612 19,612 11,264 8,348 Brightpoint COMMON 109473405 807 185,418 185,418 141,577 43,841 Bristol Myers COMMON 110122108 2,014 86,617 86,617 52,754 33,863 Bristow Group Inc COMMON 110394103 833 31,090 31,090 24,760 6,330 Brocade Communications Systems COMMON 111621306 36 12,833 12,833 6,447 6,386 Brooks Automation COMMON 114340102 224 38,551 38,551 17,246 21,305 Brunswick COMMON 117043109 77 18,396 18,396 11,515 6,881 C&D Technologies COMMON 124661109 110 35,065 35,065 11,555 23,510 Cabela's COMMON 126804301 215 36,952 36,952 23,017 13,935 Callaway Golf Co. COMMON 131193104 386 41,571 41,571 36,000 5,571 Capital One Financial COMMON 14040H105 210 6,575 6,575 4,471 2,104 Capstead Mortgage COMMON 14067E506 1,435 133,272 133,272 95,383 37,889 Carnival COMMON 143658300 413 16,972 16,972 14,483 2,489 Caterpillar COMMON 149123101 845 18,926 18,926 10,674 8,252 Cavalier Homes COMMON 149507105 79 73,940 73,940 45,590 28,350 Cavco Inds COMMON 149568107 540 20,074 20,074 20,042 32 Centex COMMON 152312104 134 12,632 12,632 5,372 7,260 Central Garden COMMON 153527106 266 45,415 45,415 29,138 16,277 Ceradyne COMMON 156710105 334 16,452 16,452 10,576 5,876 Ceva Inc COMMON 157210105 1,249 178,425 178,425 133,641 44,784 Cheesecake Factory COMMON 163072101 384 38,050 38,050 20,070 17,980 Chesapeake Energy COMMON 165167107 1,653 102,227 102,227 71,479 30,748 Chevron COMMON 166764100 2,255 30,490 30,490 19,878 10,612 Chubb Corporation COMMON 171232101 850 16,669 16,669 9,523 7,146 Ciena COMMON 171779309 109 16,326 16,326 13,086 3,240 Cisco Systems COMMON 17275R102 1,083 66,422 66,422 49,710 16,712 Citadel Broadcasting COMMON 17285T106 4 23,600 23,600 15,600 8,000 Citigroup Inc. COMMON 172967101 311 46,336 46,336 23,517 22,819 Citizens Republic Bancorp COMMON 174420109 253 84,904 84,904 53,065 31,839 City Bank COMMON 17770A109 418 80,385 80,385 67,255 13,130 CKE Restaurants COMMON 12561E105 87 10,000 10,000 3,400 6,600 Clearfield Inc COMMON 18482p103 504 484,544 484,544 419,608 64,936 Coach COMMON 189754104 253 12,202 12,202 6,625 5,577 Coca Cola Co. COMMON 191216100 380 8,395 8,395 4,455 3,940 Cogent COMMON 19239Y108 2,300 169,514 169,514 113,383 56,131 Cohu COMMON 192576106 1,602 131,817 131,817 91,328 40,489 Colgate Palmolive COMMON 194162103 209 3,052 3,052 335 2,717 Communication Systems COMMON 203900105 736 94,375 94,375 76,125 18,250 Complete Production Services COMMON 20453E109 127 15,544 15,544 9,570 5,974 Computer Horizons COMMON 205908106 10 31,978 31,978 9,875 22,103 Compuware COMMON 205638109 1,426 211,290 211,290 169,190 42,100 Conocophillips COMMON 20825C104 2,296 44,328 44,328 30,174 14,154 Cooper Tire COMMON 216831107 596 96,746 96,746 65,538 31,208 Corning COMMON 219350105 1,083 113,597 113,597 74,229 39,368 Craftmade International COMMON 22413E104 25 14,652 14,652 4,555 10,097 Crocs Inc COMMON 227046109 28 22,765 22,765 8,665 14,100 CSP Inc. COMMON 126389105 164 56,240 56,240 35,965 20,275 CSX COMMON 126408103 2,761 85,035 85,035 53,950 31,085 Cummins COMMON 231021106 381 14,247 14,247 4,784 9,463 Cutera COMMON 232109108 277 31,190 31,190 19,100 12,090 Cyberoptics COMMON 232517102 463 89,084 89,084 57,156 31,928 Cypress Semiconductor COMMON 232806109 333 74,463 74,463 51,749 22,714 D R Horton COMMON 23331A109 1,447 204,599 204,599 127,551 77,048 Daimler Benz ADR COMMON D1668R123 848 22,151 22,151 17,265 4,886 Darden Restaurants COMMON 237194105 434 15,396 15,396 11,820 3,576 Darling International COMMON 237266101 1,313 239,125 239,125 194,495 44,630 Dataram COMMON 238108203 293 225,726 225,726 146,765 78,961 Deckers Outdoor COMMON 243537107 612 7,665 7,665 3,989 3,676 Delta Apparel COMMON 247368103 154 41,595 41,595 40,670 925 Devon Energy COMMON 25179M103 1,718 26,142 26,142 17,789 8,353 Diamond Offshore COMMON 25271c102 256 4,347 4,347 1,887 2,460 Diedrich Coffee COMMON 253675201 6 16,600 16,600 12,625 3,975 Digi International COMMON 253798102 827 102,024 102,024 83,140 18,884 Diodes COMMON 254543101 937 154,666 154,666 102,883 51,783 Disney, Walt COMMON 254687106 3,774 166,329 166,329 113,275 53,055 Ditech Communications COMMON 25500T108 30 37,034 37,034 20,191 16,843 Dixie Group COMMON 255519100 87 56,945 56,945 21,450 35,495 Dot Hill Systems Corp COMMON 25848t109 19 24,175 24,175 17,225 6,950 Dow Chemical Co. COMMON 260543103 806 53,416 53,416 34,590 18,826 DryShips COMMON Y2109Q101 721 67,620 67,620 46,147 21,473 DSP Group COMMON 23332b106 137 17,080 17,080 9,435 7,645 Ducommun COMMON 264147109 927 55,523 55,523 48,578 6,945 Duke Energy COMMON 26441c105 176 11,709 11,709 4,059 7,650 DuPont COMMON 263534109 1,285 50,800 50,800 33,120 17,680 Dycom Industries COMMON 267475101 164 19,968 19,968 14,276 5,692 Eagles Materials COMMON 26969P108 293 15,936 15,936 8,651 7,285 Eastman Kodak Co. COMMON 277461109 335 50,949 50,949 22,864 28,085 Eaton COMMON 278058102 1,593 32,050 32,050 21,255 10,795 E-Bay COMMON 278642103 224 16,070 16,070 10,630 5,440 Edgewater Technology COMMON 280358102 439 169,690 169,690 142,365 27,325 Edison International COMMON 281020107 804 25,036 25,036 14,011 11,025 El Paso COMMON 28336l109 148 18,860 18,860 9,765 9,095 Electronics For Imaging COMMON 286082102 547 57,219 57,219 44,292 12,927 Electro-Sensors COMMON 285233102 118 37,015 37,015 15,975 21,040 Eli Lilly & Co. COMMON 532457108 1,720 42,704 42,704 28,976 13,728 ELong Inc. COMMON 290138205 564 79,388 79,388 49,354 30,034 EMC Corp COMMON 268648102 337 32,159 32,159 18,835 13,324 Emerson Radio COMMON 291087203 38 56,283 56,283 6,733 49,550 Empire Resources COMMON 29206e100 164 131,374 131,374 86,907 44,467 Endurance Specialty COMMON g30397106 1,017 33,305 33,305 24,761 8,544 Endwave COMMON 29264A206 73 30,230 30,230 18,450 11,780 Escalade COMMON 296056104 15 20,481 20,481 9,021 11,460 Exar Corp COMMON 300645108 738 110,682 110,682 81,159 29,523 Excel Maritime COMMON V3267N107 145 20,623 20,623 17,058 3,565 Exxon Mobil COMMON 30231G102 2,358 29,534 29,534 19,512 10,022 Fifth Third Bancorp COMMON 316773100 194 23,478 23,478 9,048 14,430 FirstFed Financial COMMON 337907109 26 14,995 14,995 8,618 6,377 Five Star Quality Care COMMON 33832D106 50 32,630 32,630 16,624 16,006 Flanders COMMON 338494107 506 107,954 107,954 68,296 39,658 Flextronics COMMON Y2573F102 284 111,080 111,080 58,150 52,930 Focus Media COMMON 34415V109 305 33,540 33,540 25,255 8,285 Force Protection COMMON 345203202 178 29,715 29,715 17,950 11,765 Forest Laboratories COMMON 345838106 1,386 54,430 54,430 40,313 14,117 Freeport McMoran Copper & Gold COMMON 35671D857 1,110 45,418 45,418 29,848 15,570 FreightCar America COMMON 357023100 773 42,287 42,287 25,953 16,334 Frequency Electronics COMMON 358010106 331 114,506 114,506 73,867 40,640 Frontline Ltd COMMON G3682E127 1,173 39,602 39,602 28,214 11,388 Frozen Food Express COMMON 359360104 529 93,180 93,180 59,303 33,877 GameStop Corp COMMON 36467w109 285 13,136 13,136 7,941 5,195 Gap (The) COMMON 364760108 197 14,692 14,692 1,735 12,957 General Electric Co. COMMON 369604103 1,735 107,125 107,125 74,846 32,279 General Maritime (New) COMMON Y2693R101 623 57,693 57,693 27,832 29,861 Georgia Gulf COMMON 373200203 19 17,500 17,500 10,335 7,165 Gerdau Ameristeel COMMON 37373P105 671 110,671 110,671 57,922 52,749 GlaxoSmithkline PLC COMMON 37733W105 922 24,730 24,730 17,366 7,364 Global-Tech Advanced Innovations COMMON G39320117 462 41,052 41,052 29,833 11,219 Goldman Sachs Group COMMON 38141G104 553 6,548 6,548 3,690 2,858 Goodyear Tire COMMON 382550101 512 85,789 85,789 60,670 25,119 GTSI Corp. COMMON 36238k103 504 84,040 84,040 69,065 14,975 Guess ? COMMON 401617105 369 24,015 24,015 15,380 8,635 H&R Block COMMON 093671105 2,065 90,909 90,909 62,346 28,563 Halliburton Co. COMMON 406216101 375 20,633 20,633 7,268 13,365 Harley Davidson COMMON 412822108 264 15,577 15,577 9,338 6,239 Hartford Financial COMMON 416515104 349 21,252 21,252 16,428 4,824 Hartmarx COMMON 417119104 5 14,990 14,990 6,150 8,840 Hasbro COMMON 418056107 1,154 39,546 39,546 31,301 8,245 Haynes International COMMON 420877201 203 8,236 8,236 5,595 2,641 Healthstream COMMON 42222N103 646 277,438 277,438 210,165 67,273 Helen of Troy Ltd. COMMON G4388N106 495 28,495 28,495 19,020 9,475 Hershey Foods COMMON 427866108 221 6,363 6,363 3,643 2,720 Hewlett Packard COMMON 428236103 1,896 52,245 52,245 32,471 19,774 Highway Holdings COMMON G4481U106 52 63,585 63,585 26,570 37,015 Holly Corp. COMMON 435758305 835 45,785 45,785 39,141 6,644 Home Depot COMMON 437076102 1,986 86,273 86,273 58,817 27,457 HRPT Properties COMMON 40426W101 425 126,220 126,220 97,438 28,782 HSBC Holdings ADR COMMON 404280406 587 12,061 12,061 9,091 2,970 Humana COMMON 444859102 2,112 56,651 56,651 44,596 12,055 Huttig Building Products COMMON 448451104 47 105,234 105,234 94,700 10,534 Hypercom COMMON 44913m105 50 46,545 46,545 28,895 17,650 Imperial Sugar Co. COMMON 453096208 1,080 75,284 75,284 45,947 29,337 InFocus COMMON 45665B106 18 22,667 22,667 7,110 15,557 Infosonics COMMON 456784107 4 15,300 15,300 9,550 5,750 Insteel Industries COMMON 45774w108 823 72,870 72,870 36,472 36,398 Insure.com COMMON 45807n109 78 27,665 27,665 9,099 18,566 Integrated Device COMMON 458118106 1,121 199,767 199,767 138,331 61,436 Integrated Silicon COMMON 45812P107 362 222,305 222,305 157,347 64,958 Intel COMMON 458140100 2,063 140,728 140,728 95,946 44,782 Intevac Inc COMMON 461148108 325 64,024 64,024 37,648 26,376 Int'l Business Machines COMMON 459200101 1,907 22,662 22,662 15,995 6,668 Int'l Game Technology COMMON 459902102 970 81,571 81,571 49,456 32,115 Int'l Paper COMMON 460146103 781 66,216 66,216 45,090 21,126 Int'l Rectifier COMMON 460254105 204 15,096 15,096 5,636 9,460 Ipass COMMON 46261v108 117 96,189 96,189 50,219 45,970 Jabil Circuit COMMON 466313103 69 10,205 10,205 3,165 7,040 Jakks Pacific Inc COMMON 47012e106 3,352 162,480 162,480 107,232 55,248 JC Penney Co. COMMON 708160106 981 49,803 49,803 37,528 12,275 Jetblue Airways COMMON 477143101 243 34,160 34,160 18,300 15,860 Jo Ann Stores COMMON 47758P307 676 43,636 43,636 33,381 10,255 Johnson & Johnson COMMON 478160104 3,117 52,100 52,100 35,024 17,076 Joy Global COMMON 481165108 1,371 59,875 59,875 38,235 21,640 JP Morgan Chase COMMON 46625H100 2,321 73,605 73,605 44,898 28,707 Kaman Corp COMMON 483548103 1,188 65,512 65,512 55,246 10,266 KB Home COMMON 48666K109 936 68,757 68,757 46,366 22,391 KBR Inc. COMMON 48242W106 1,637 107,690 107,690 77,478 30,212 Key Energy Services COMMON 492914106 258 58,600 58,600 52,700 5,900 Keynote Systems COMMON 493308100 2,059 266,998 266,998 178,098 88,900 King Pharmaceuticals COMMON 495582108 1,090 102,635 102,635 75,615 27,020 KLA-Tencor COMMON 482480100 254 11,673 11,673 6,132 5,541 Kraft Foods CL A COMMON 50075N104 426 15,858 15,858 10,480 5,378 Kratos Defense & Securities Solutions COMMON 50077b108 544 388,277 388,277 265,050 123,227 Kulicke & Soffa COMMON 501242101 56 32,860 32,860 14,050 18,810 Lam Research COMMON 512807108 905 42,548 42,548 35,715 6,833 LCA-Vision COMMON 501803308 268 65,234 65,234 38,497 26,737 Lennar Corp CL A COMMON 526057104 147 16,898 16,898 9,655 7,243 Lithia Motors COMMON 536797103 87 26,604 26,604 16,910 9,694 LMI Aerospace COMMON 502079106 1,079 94,870 94,870 88,328 6,542 Lockheed Martin COMMON 539830109 3,658 43,507 43,507 26,346 17,161 LookSmart COMMON 543442503 23 14,263 14,263 3,525 10,738 Louisiana Pacific COMMON 546347105 74 47,122 47,122 36,590 10,532 Lowes Companies COMMON 548661107 429 19,920 19,920 12,785 7,135 LSI Logic COMMON 502161102 179 54,458 54,458 25,770 28,688 Manitowoc COMMON 563571108 950 109,652 109,652 79,040 30,612 Manpower Inc. COMMON 56418H100 1,171 34,455 34,455 19,417 15,038 Marathon Oil COMMON 565849106 2,506 91,578 91,578 69,591 21,987 Mastec COMMON 576323109 165 14,263 14,263 4,501 9,762 Mattel COMMON 577081102 2,119 132,423 132,423 88,949 43,474 Mattson Technology COMMON 577223100 145 103,110 103,110 84,385 18,725 McDonalds COMMON 580135101 527 8,474 8,474 3,857 4,617 McKesson COMMON 58155Q103 2,872 74,147 74,147 50,638 23,509 McRae Industries CL A COMMON 582757209 1,012 67,473 67,473 48,390 19,083 MDC Holdings COMMON 552676108 670 22,105 22,105 16,608 5,497 Medtronic COMMON 585055106 682 21,697 21,697 14,672 7,025 Merck & Co. COMMON 589331107 1,736 57,103 57,103 38,497 18,606 Meritage Homes COMMON 59001A102 173 14,219 14,219 9,784 4,435 Merrill Lynch & Co. COMMON 590188108 152 13,048 13,048 6,378 6,670 Mesa Air Group COMMON 590479101 10 40,149 40,149 22,315 17,834 Metlife COMMON 59156r108 669 19,200 19,200 17,238 1,962 Microsoft COMMON 594918104 2,796 143,821 143,821 98,697 45,124 Morgan Stanley COMMON 617446448 310 19,342 19,342 10,473 8,869 Mosaic COMMON 61945a107 655 18,938 18,938 14,995 3,943 Mylan Laboratories COMMON 628530107 1,503 151,980 151,980 110,360 41,620 Nabors Industries Ltd. COMMON G6359F103 754 62,967 62,967 48,574 14,393 Nam Tai Electronics COMMON 629865205 1,062 193,171 193,171 128,767 64,404 National Bank of Greece COMMON 633643408 88 23,220 23,220 17,945 5,275 National City COMMON 635405103 196 108,210 108,210 98,150 10,060 National Semiconductor COMMON 637640103 559 55,514 55,514 42,675 12,839 National Western Life Ins Co CL A COMMON 638522102 728 4,303 4,303 3,078 1,225 Nautilus Group COMMON 63910B102 105 47,550 47,550 23,478 24,072 Navios Maritime Holdings Inc. COMMON Y62196103 227 71,960 71,960 31,090 40,870 Navistar International COMMON 63934E108 672 31,435 31,435 23,239 8,196 Network Equipment Technologies COMMON 641208103 732 254,337 254,337 185,363 68,974 New Motion COMMON 64754v105 121 105,166 105,166 50,894 54,272 Newell Rubbermaid COMMON 651229106 456 46,611 46,611 27,839 18,772 Noble Energy COMMON 655044105 1,445 29,353 29,353 18,986 10,367 Nokia COMMON 654902204 2,703 173,262 173,262 118,930 54,332 Nordic American COMMON g65773106 1,007 29,840 29,840 23,932 5,908 Nordstrom COMMON 655664100 957 71,903 71,903 50,161 21,742 Norfolk Southern COMMON 655844108 3,114 66,184 66,184 40,060 26,125 Northstar Realty COMMON 66704R100 58 14,900 14,900 11,750 3,150 Nova Measurement COMMON M7516K103 8 13,806 13,806 1,700 12,106 Novartis COMMON 66987V109 425 8,534 8,534 3,494 5,040 Novell Inc. COMMON 670006105 544 139,836 139,836 105,577 34,259 Novellus Systems COMMON 670008101 458 37,088 37,088 19,158 17,930 Nu Horizons COMMON 669908105 211 122,943 122,943 93,094 29,849 Nucor COMMON 670346105 673 14,576 14,576 8,455 6,121 Nutrisystem COMMON 67069D108 742 50,875 50,875 32,805 18,070 Nvidia COMMON 67066G104 1,218 150,885 150,885 118,644 32,241 O I CORP COMMON 670841105 997 99,875 99,875 85,175 14,700 Occidental Petroleum COMMON 674599105 3,198 53,311 53,311 33,536 19,775 Oceaneering International COMMON 675232102 872 29,932 29,932 26,907 3,025 Office Depot COMMON 676220106 46 15,565 15,565 11,172 4,393 Oil States Int'l COMMON 678026105 830 44,430 44,430 25,016 19,414 Old Republic Intl COMMON 680223104 630 52,883 52,883 48,373 4,510 Olin COMMON 680665205 2,711 149,922 149,922 101,666 48,256 OM Group COMMON 670872100 1,222 57,876 57,876 40,642 17,234 Omnivision Tech COMMON 682128103 350 66,708 66,708 37,507 29,201 Onvia COMMON 68338T403 628 183,525 183,525 154,075 29,450 Oplink Communications COMMON 68375Q403 537 62,427 62,427 39,003 23,424 Optimal Group COMMON 68388R208 19 38,672 38,672 19,934 18,738 Oracle COMMON 68389X105 270 15,215 15,215 4,220 10,995 Orbit Int'l COMMON 685559304 822 464,520 464,520 302,789 161,731 Orleans Homebuilders COMMON 686588104 28 24,037 24,037 9,740 14,297 OSI Systems COMMON 671044105 1,869 134,960 134,960 90,004 44,956 Overseas Shipholding Group COMMON 690368105 1,205 28,615 28,615 21,185 7,430 Oxford Industries COMMON 691497309 209 23,827 23,827 17,272 6,555 P&F Industries CL A COMMON 692830508 76 63,145 63,145 27,795 35,350 Pacific State Bancorp CA COMMON 694864109 23 12,000 12,000 12,000 -- Palomar Med Tech COMMON 697529303 1,220 105,829 105,829 72,452 33,377 Paragon Tech COMMON 69912T108 192 69,095 69,095 34,910 34,185 Parker-Hannifin COMMON 701094104 247 5,809 5,809 4,079 1,730 Patterson Uti Energy COMMON 703481101 372 32,350 32,350 28,265 4,085 Peerless Systems COMMON 705536100 557 306,219 306,219 235,885 70,334 Pericom Semiconductor COMMON 713831105 1,093 199,412 199,412 143,652 55,760 Perini Corp COMMON 713839108 1,097 46,936 46,936 32,106 14,830 Petroleo Brasileiro SA COMMON 71654V408 404 16,516 16,516 11,755 4,761 Pfizer COMMON 717081103 2,360 133,237 133,237 88,295 44,942 Philip Morris COMMON 718172109 912 20,954 20,954 13,590 7,364 Phillips Van Heusen COMMON 718592108 726 36,051 36,051 22,082 13,969 Polycom COMMON 73172K104 265 19,627 19,627 18,528 1,099 Precision Drilling Cl A COMMON 740215108 411 48,999 48,999 37,084 11,915 Proctor & Gamble COMMON 742718109 294 4,757 4,757 2,852 1,905 Progress Software COMMON 743312100 216 11,200 11,200 2,550 8,650 Pulte Homes COMMON 745867101 496 45,358 45,358 41,335 4,023 PVF Capital COMMON 693654105 155 87,303 87,303 58,933 28,370 Qualcomm COMMON 747525103 218 6,098 6,098 2,093 4,005 Quiksilver COMMON 74838C106 295 160,483 160,483 129,793 30,690 Rackable Systems COMMON 750077109 117 29,765 29,765 17,591 12,174 Radian Group COMMON 750236101 84 22,701 22,701 12,709 9,992 Raymond James COMMON 754730109 269 15,702 15,702 6,410 9,292 Raytheon Co. COMMON 755111507 1,026 20,107 20,107 17,607 2,500 Ready Mix COMMON 755747102 89 59,085 59,085 43,490 15,595 Real Networks COMMON 75605L104 500 141,568 141,568 116,410 25,158 Regions Financial COMMON 7591eP100 121 15,171 15,171 10,438 4,733 Res-Care COMMON 760943100 1,445 96,190 96,190 75,225 20,965 Reynolds American Inc. COMMON 761713106 1,504 37,300 37,300 29,539 7,761 RLI Corp. COMMON 749607107 356 5,815 5,815 973 4,842 Rock of Ages CL A COMMON 772632105 314 156,827 156,827 121,520 35,307 Rocky Shoes & Boots COMMON 774515100 186 46,144 46,144 30,936 15,208 Rowan Companies COMMON 779382100 1,290 81,152 81,152 53,344 27,808 Ryland Group COMMON 783764103 363 20,529 20,529 17,754 2,775 Sandisk COMMON 80004C101 232 24,185 24,185 10,117 14,068 Sanmina-SCI COMMON 800907107 9 18,670 18,670 12,117 6,553 Sanofi Aventis COMMON 80105n105 730 22,700 22,700 13,958 8,742 Sara Lee COMMON 803111103 1,436 146,655 146,655 96,178 50,477 Schering Plough COMMON 806605101 454 26,636 26,636 16,469 10,167 SCM Microsystems COMMON 784018103 125 55,500 55,500 20,280 35,220 Seagate Tech COMMON g7945j104 677 152,760 152,760 103,960 48,800 Selectica COMMON 816288104 66 78,490 78,490 41,880 36,610 Sentry Technology COMMON 81731K101 1 43,826 43,826 26,225 17,601 Ship Finance Int'l COMMON G81075106 137 12,411 12,411 3,250 9,161 Shoretel Inc. COMMON 825211105 76 16,890 16,890 9,370 7,520 Sifco Industries COMMON 826546103 616 103,477 103,477 86,258 17,219 Silicom COMMON M84116108 167 39,855 39,855 26,205 13,650 Silicon Storage COMMON 827057100 247 107,790 107,790 55,220 52,570 Smith Midland Corp. COMMON 832156103 366 630,547 630,547 530,335 100,212 Soapstone Networks COMMON 833570104 440 170,651 170,651 133,722 36,929 Sonicwall COMMON 835470105 301 75,525 75,525 62,225 13,300 SourceFire COMMON 83616T108 71 12,645 12,645 6,295 6,350 Spartan Motors COMMON 846819100 439 92,855 92,855 53,855 39,000 Spartech COMMON 847220209 260 41,519 41,519 26,557 14,962 Spectra Energy COMMON 847560109 478 30,399 30,399 16,044 14,355 Standard Pacific COMMON 85375C101 42 23,431 23,431 11,320 12,111 Starbucks COMMON 855244109 829 87,638 87,638 58,190 29,448 Starwood Hotels & Resorts Worldwide COMMON 85590A401 191 10,647 10,647 7,027 3,620 Steel Dynamics Inc. COMMON 858119100 206 18,407 18,407 6,547 11,860 Sterling Financial COMMON 859319105 114 12,962 12,962 7,565 5,397 Steven Madden Ltd. COMMON 556269108 1,489 69,841 69,841 50,786 19,055 Stillwater Mining Co. COMMON 86074Q102 664 134,449 134,449 97,967 36,482 Sun Microsystems COMMON 866810203 60 15,759 15,759 7,023 8,736 Suntrust Banks COMMON 867914103 299 10,110 10,110 10,000 110 Supergen COMMON 868059106 145 75,704 75,704 46,374 29,330 Supervalu COMMON 868536103 999 68,399 68,399 51,130 17,269 Symantec COMMON 871503108 1,382 102,220 102,220 78,386 23,834 Symmetricom COMMON 871543104 169 42,835 42,835 22,272 20,563 Syms COMMON 871551107 104 11,720 11,720 5,270 6,450 Syneron Medical COMMON M87245102 252 30,161 30,161 16,891 13,270 Synopsys COMMON 871607107 194 10,485 10,485 3,983 6,502 Taiwan Semiconductor COMMON 874039100 910 115,182 115,182 91,362 23,820 Target COMMON 87612E106 959 27,759 27,759 20,232 7,527 Tata Motors Ltd COMMON 876568502 570 128,017 128,017 85,362 42,655 TCF Financial COMMON 872275102 400 29,314 29,314 28,727 587 Technical Communications COMMON 878409101 162 34,990 34,990 23,640 11,350 Technology Research Corp COMMON 878727304 365 214,502 214,502 129,655 84,847 TeeKay Shipping COMMON Y8564W103 725 36,882 36,882 28,132 8,750 Tellabs COMMON 879664100 1,131 274,496 274,496 202,331 72,165 Tempur-Pedic COMMON 88023u101 226 31,829 31,829 19,848 11,981 Terex Corp COMMON 880779103 541 31,215 31,215 27,569 3,646 Tesoro Corp COMMON 881609101 919 69,802 69,802 55,784 14,018 Texas Instruments COMMON 882508104 1,367 88,066 88,066 57,884 30,181 The Travelers Companies COMMON 89417e109 3,017 66,740 66,740 45,660 21,080 The9 Limited COMMON 88337K104 140 10,511 10,511 7,765 2,746 Thermo Fisher Scientific COMMON 883556102 397 11,661 11,661 6,673 4,988 Thomas Group Inc COMMON 884402108 8 15,370 15,370 9,540 5,830 THQ Inc. COMMON 872443403 539 128,560 128,560 98,922 29,638 Tidewater COMMON 886423102 1,929 47,906 47,906 36,037 11,869 TII Network Tech COMMON 872479209 405 642,447 642,447 517,965 124,482 Timberland Co. CL A COMMON 887100105 292 25,241 25,241 22,417 2,824 Time Warner COMMON 887317105 166 16,483 16,483 6,433 10,050 Timken Company COMMON 887389104 338 17,213 17,213 9,015 8,198 Toll Brothers COMMON 889478103 1,169 54,530 54,530 40,175 14,355 Tollgrade Communications COMMON 889542106 265 55,526 55,526 37,757 17,769 Toyota Motor COMMON 892331307 444 6,782 6,782 4,129 2,653 Transocean Inc. COMMON G90073100 1,445 30,588 30,588 20,108 10,480 Trident Microsystems COMMON 895919108 221 116,778 116,778 79,086 37,692 Trinity Industries COMMON 896522109 1,530 97,057 97,057 63,356 33,701 Trio-Tech Int'l COMMON 896712205 175 99,482 99,482 87,608 11,874 Triquint Semiconductor COMMON 89674K103 328 95,225 95,225 91,350 3,875 TrueBlue Inc COMMON 89785x101 212 22,185 22,185 12,610 9,575 Tsakos Energy COMMON G9108L108 2,448 133,645 133,645 93,724 39,921 TTM Technologies COMMON 87305R109 355 68,176 68,176 44,479 23,697 Tyson Foods COMMON 902494103 249 28,401 28,401 16,923 11,478 Ulticom COMMON 903844108 84 16,450 16,450 6,375 10,075 Ultratech COMMON 904034105 1,390 116,249 116,249 76,146 40,103 Unifi COMMON 904677101 326 115,570 115,570 62,810 52,760 Union Pacific COMMON 907818108 1,010 21,128 21,128 15,556 5,572 Unit Corp. COMMON 909218109 640 23,959 23,959 11,356 12,603 United American Healthcare COMMON 90934C105 39 27,135 27,135 12,923 14,212 United Online COMMON 911268100 1,060 174,547 174,547 112,627 61,920 United Rentals COMMON 911363109 254 27,810 27,810 17,489 10,321 United States Steel COMMON 912909108 816 21,929 21,929 14,326 7,603 United Technologies COMMON 913017109 413 7,698 7,698 6,298 1,400 UnitedHealth Group, Inc COMMON 91324p102 3,488 131,115 131,115 84,415 46,700 Unumprovident COMMON 91529Y106 1,062 57,090 57,090 46,990 10,100 Utah Medical Products COMMON 917488108 991 45,154 45,154 25,774 19,380 Vaalco Energy, Inc. COMMON 91851c201 1,252 168,300 168,300 87,465 80,835 Valero Energy COMMON 91913y100 2,195 101,427 101,427 67,073 34,354 Valueclick COMMON 92046N102 1,075 157,192 157,192 88,302 68,890 Varian Semiconductor COMMON 922207105 1,881 103,807 103,807 74,671 29,136 Vascular Solutions COMMON 92231M109 633 70,162 70,162 66,259 3,903 Veeco Instruments COMMON 922417100 653 102,955 102,955 60,679 42,276 Verizon Communications COMMON 92343V104 1,865 55,002 55,002 41,163 13,839 VF Corp COMMON 918204108 473 8,638 8,638 4,488 4,150 Viropharma Inc COMMON 928241108 1,881 144,451 144,451 104,414 40,037 Vishay Intertechnology COMMON 928298108 618 180,782 180,782 115,249 65,533 W.R. Berkley COMMON 084423102 381 12,293 12,293 3,483 8,810 Walgreen COMMON 931422109 1,831 74,216 74,216 53,566 20,650 Wal-Mart Stores COMMON 931142103 1,222 21,795 21,795 12,516 9,279 Waste Management COMMON 94106L109 1,217 36,738 36,738 21,777 14,961 Wayside Technology Group COMMON 946760105 1,635 233,624 233,624 165,250 68,374 Wellpoint Health Networks COMMON 94973V107 218 5,179 5,179 2,950 2,229 Wesco Intl COMMON 95082P105 409 21,254 21,254 14,043 7,211 Western Digital COMMON 958102105 1,921 167,778 167,778 120,014 47,764 Western Union COMMON 959802109 266 18,545 18,545 12,215 6,330 Whirpool COMMON 963320106 561 13,568 13,568 10,031 3,537 Williams Companies COMMON 969457100 163 11,266 11,266 6,018 5,248 Williams Industries COMMON 969493204 14 10,000 10,000 5,000 5,000 Williams Sonoma COMMON 969904101 377 47,970 47,970 37,413 10,557 Wireless Telecom COMMON 976524108 17 50,985 50,985 4,060 46,925 Wyeth COMMON 983024100 1,498 39,934 39,934 28,265 11,669 Wyndham Worldwide COMMON 98310W108 77 11,695 11,695 7,730 3,965 Yamana Gold COMMON 98462Y100 459 59,509 59,509 35,748 23,761 YRC Worldwide COMMON 984249102 88 30,612 30,612 18,406 12,206
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