-----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, MI0EaPx9e3ATH3mOqvYnWngk646hUCN9nBA/OjJ9bNFgKo4w5kJSz5F+NZs6l+DX lvq3QHyEM0hXiUdccZiFYg== 0001085936-09-000041.txt : 20090812 0001085936-09-000041.hdr.sgml : 20090812 20090812084604 ACCESSION NUMBER: 0001085936-09-000041 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090812 DATE AS OF CHANGE: 20090812 EFFECTIVENESS DATE: 20090812 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SYSTEMATIC FINANCIAL MANAGEMENT LP CENTRAL INDEX KEY: 0001085936 IRS NUMBER: 223367558 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05015 FILM NUMBER: 091005313 BUSINESS ADDRESS: STREET 1: C/O GLENPOINTE EAST 7TH FLOOR STREET 2: 300 FRANK W BURR BOULEVARD CITY: TEANECK STATE: NJ ZIP: 07666 BUSINESS PHONE: 2019281982 MAIL ADDRESS: STREET 1: C/O GLENPOINTE EAST 7TH FLOOR STREET 2: 300 FRANK W BURR BLVD CITY: TEANECK STATE: NJ ZIP: 07666 13F-HR 1 sfm2q09.txt 13F FILING 2Q2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30,2009 Check here if Amendment [] Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: Systematic Financial Management, LP Address: 300 Frank W. Burr Blvd. Glenpointe East, 7th Floor Teaneck, NJ 07666 13F File Number: 28-05015 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 submission. Person Signing this Report on Behalf of Reporting Manager: Name: Karen E. Kohler Title: Chief Operating Officer Phone: 201-928-1982 Signature, Place, and Date of Signing: Karen Kohler Teaneck, New Jersey July 21, 2009 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [X] 13F COMBINATION REPORT. List of other Managers Reporting for this Manager: 1 02 028-01190 Frank Russell Company FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 397 Form 13F Information Table Value Total: $5,913,941 List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group, Inc. 13F INFORMATION TABLE SYSTEMATIC FINANCIAL MANAGEMENT, L.P. June 30, 2009 Title of Value Total InvstmnOther Voting Authority Security Class Cusip (x$1000) #Shares DscretnManage Sole ShareNone ABB Ltd ADR SPONSORED ADR 000375204 360 22,845 Defined 01 22,8450 0 Accenture Ltd (Cl A) CL A G1150G111 766 22,885 Defined 01 22,8850 0 Actuant Corp. CL A NEW 00508X203 1,442 118,200 Defined 01 82,6000 35,600 Actuate Corp. COM 00508B102 3,989 831,031 Defined 01 623,6720 207,359 ADC Telecommunications Inc. COM NEW 000886309 1,602 201,200 Defined 01 77,4000 123,800 Advance Auto Parts Inc. COM 00751Y106 801 19,297 Defined 01 19,2970 0 Aeropostale Inc. COM 007865108 11,890 346,964 Defined 01 217,8640 129,100 AES Corp. COM 00130H105 75,843 6,532,577 Defined 01 3,948,5770 2,584,000 AFLAC Inc. COM 001055102 14,825 476,850 Defined 01 286,1700 190,680 AK Steel Holding Corp. COM 001547108 6,072 316,430 Defined 01 137,2300 179,200 Alaska Communications Systems COM 01167P101 5,428 741,530 Defined 01 545,8800 195,650 Albemarle Corp. COM 012653101 2,458 96,123 Defined 01 72,9480 23,175 Alleghany Corp. COM 017175100 41,362 152,629 Defined 01 93,8900 58,739 Altra Holdings Inc. COM 02208R106 9,839 1,313,605 Defined 01 825,1050 488,500 Altria Group Inc. COM 02209S103 19,074 1,163,760 Defined 01 769,8600 393,900 American Eagle Outfitters Inc. COM 02553E106 6,438 454,375 Defined 01 342,5750 111,800 American Electric Power Co. In COM 025537101 495 17,150 Defined 01 17,1500 0 American Express Co. COM 025816109 535 23,032 Defined 01 23,0320 0 American Italian Pasta Co. COM 027070101 7,304 250,550 Defined 01 84,5500 166,000 American Medical Systems Holdi COM 02744M108 4,748 299,770 Defined 01 158,8700 140,900 American Reprographics Co. COM 029263100 2,516 302,375 Defined 01 134,7750 167,600 Ameriprise Financial Inc COM 03076C106 493 20,300 Defined 01 20,3000 0 Ameristar Casinos Inc. COM 03070Q101 2,561 134,600 Defined 01 51,8000 82,800 Amgen Inc. COM 031162100 96,693 1,826,466 Defined 01 1,111,4660 715,000 Amkor Technology Inc. COM 031652100 1,791 379,500 Defined 01 146,1000 233,400 AMN Healthcare Services Inc. COM 001744101 1,527 239,395 Defined 01 173,8150 65,580 Amtech Systems Inc. COM PAR $0.01 032332504 2,450 505,230 Defined 01 208,2300 297,000 Anadarko Petroleum Corp. COM 032511107 2,267 49,952 Defined 01 49,9520 0 Anadigics Inc. COM 032515108 4,797 1,144,790 Defined 01 849,0900 295,700 Analog Devices COM 032654105 43,107 1,739,594 Defined 01 1,103,6940 635,900 Andersons Inc. COM 034164103 2,201 73,500 Defined 01 28,2000 45,300 Apple Inc. COM 037833100 1,889 13,263 Defined 01 13,2630 0 Applied Micro Circuits Corp. COM NEW 03822W406 9,141 1,124,325 Defined 01 724,1250 400,200 Arch Capital Group LTD ORD G0450A105 66,347 1,132,592 Defined 01 690,4920 442,100 Arkansas Best Corp. COM 040790107 2,186 82,955 Defined 01 63,4900 19,465 Armstrong World Industries Inc COM 04247X102 3,328 201,820 Defined 01 76,9650 124,855 ARRIS Group Inc. COM 04269Q100 2,158 177,320 Defined 01 77,5450 99,775 Arthur J. Gallagher & Co. COM 363576109 8,923 418,150 Defined 01 131,2500 286,900 Astoria Financial Corp. COM 046265104 1,440 167,832 Defined 01 131,7320 36,100 AT&T Inc. COM 00206R102 77,950 3,138,085 Defined 01 1,903,6850 1,234,400 Atlas Air Worldwide Holdings I COM NEW 049164205 4,095 176,595 Defined 01 129,4450 47,150 Atwood Oceanics Inc. COM 050095108 4,245 170,395 Defined 01 127,1450 43,250 AutoNation Inc. COM 05329W102 34,745 2,002,572 Defined 01 1,162,1070 840,465 Bank America Corp. COM 060505104 55,916 4,236,058 Defined 01 2,308,3580 1,927,700 Bank Of New York Mellon Corp. COM 064058100 34,873 1,189,790 Defined 01 721,3300 468,460 BB & T Corp COM 054937107 703 31,982 Defined 01 31,9820 0 Berkshire Hills Bancorp Inc. COM 084680107 11,666 561,388 Defined 01 357,0380 204,350 Berry Petroleum (Cl A) COM 085789105 2,674 143,850 Defined 01 55,3500 88,500 Best Buy Co. Inc. COM 086516101 33,612 1,003,629 Defined 01 690,4290 313,200 Big Five Sporting Goods Corp COM 08915P101 2,333 210,910 Defined 01 80,8850 130,025 BigBand Networks Inc. COM 089750509 3,079 595,585 Defined 01 444,8350 150,750 Bill Barrett Corp COM 06846N104 29,213 1,063,832 Defined 01 652,0070 411,825 Black Box Corp. COM 091826107 2,216 66,200 Defined 01 25,4000 40,800 Black Hills Corp. COM 092113109 2,645 115,035 Defined 01 85,1350 29,900 Bob Evans Farms Inc. COM 096761101 1,190 41,400 Defined 01 30,5000 10,900 Borders Group Inc. COM 099709107 2,442 663,680 Defined 01 254,2650 409,415 Boston Properties (REIT) COM 101121101 38,016 796,987 Defined 01 467,8370 329,150 Brady Corp. COM 104674106 7,130 283,850 Defined 01 101,7500 182,100 Bristol Myers Squibb Co. COM 110122108 352 17,355 Defined 01 17,3550 0 Buckeye Technologies Inc. COM 118255108 3,199 712,525 Defined 01 518,7350 193,790 BWAY Holding Co. COM 12429T104 11,028 629,097 Defined 01 464,5870 164,510 Cabelas Inc. COM 126804301 2,749 223,500 Defined 01 86,1000 137,400 Cabot Microelectronics Corp. COM 12709P103 3,594 127,045 Defined 01 94,7950 32,250 Cal Dive International Inc. COM 12802T101 4,064 470,925 Defined 01 180,9050 290,020 Capital One Finl Corp. COM 14040H105 335 15,320 Defined 01 15,3200 0 Carpenter Technology Corp. COM 144285103 2,918 140,215 Defined 01 105,1150 35,100 Carter's Inc. COM 146229109 3,991 162,175 Defined 01 118,2900 43,885 CBL & Associates Properties In COM 124830100 7,618 1,413,315 Defined 01 663,5150 749,800 Celanese Corporation COM SER A 150870103 80,218 3,377,584 Defined 01 1,942,8840 1,434,700 Cemex S.A.B. DE C.V. Sponsored SPON ADR NEW 151290889 20,586 2,204,078 Defined 01 1,327,5940 876,484 Central European Distribution COM 153435102 6,614 248,940 Defined 01 188,8900 60,050 Central Garden & Pet Co. COM 153527106 2,173 198,055 Defined 01 91,8550 106,200 CF Industries Holdings Inc. COM 125269100 32,821 442,685 Defined 01 265,3850 177,300 Chart Industries COM PAR $0.01 16115Q308 7,524 413,845 Defined 01 165,1450 248,700 Chattem Inc. COM 162456107 4,682 68,755 Defined 01 50,9700 17,785 Check Point Software Technolog ORD M22465104 11,260 479,754 Defined 01 282,4040 197,350 Cheesecake Factory Inc. COM 163072101 2,823 163,190 Defined 01 110,8050 52,385 Chevron Corp COM 166764100 88,458 1,335,218 Defined 01 811,3180 523,900 Cisco System Inc. COM 17275R102 642 34,421 Defined 01 34,4210 0 City National Corp. COM 178566105 4,413 119,830 Defined 01 86,5700 33,260 Cliffs Natural Resources Inc. COM 18683K101 11,899 486,260 Defined 01 291,8600 194,400 Clorox Co. COM 189054109 28,957 518,660 Defined 01 333,3600 185,300 CMS Energy Corp. COM 125896100 47,951 3,969,462 Defined 01 2,372,1220 1,597,340 Coca-Cola Bottling Co. COM 191098102 5,647 102,430 Defined 01 75,1300 27,300 Coca-Cola Enterprises Inc. COM 191219104 27,233 1,635,598 Defined 01 1,057,3980 578,200 Cohu Inc. COM 192576106 1,999 222,600 Defined 01 156,9000 65,700 Colfax Corp. COM 194014106 2,816 364,710 Defined 01 267,6100 97,100 Colgate-Palmolive Co. COM 194162103 495 7,000 Defined 01 7,0000 0 Columbus McKinnon Corp. COM 199333105 1,750 138,356 Defined 01 102,8060 35,550 CommScope Inc. COM 203372107 2,501 95,255 Defined 01 47,8550 47,400 ConocoPhillips COM 20825C104 35,939 854,477 Defined 01 523,7770 330,700 Continental Airlines (Cl B) CL B 210795308 650 73,400 Defined 01 00 73,400 Cooper Cos Inc. COM NEW 216648402 2,018 81,600 Defined 01 31,4000 50,200 Cooper Industries Ltd. (Cl A) CL A G24182100 69,247 2,230,173 Defined 01 1,328,7630 901,410 Cooper Tire & Rubber Co. COM 216831107 1,521 153,300 Defined 01 59,0000 94,300 Corning Inc. COM 219350105 35,542 2,213,085 Defined 01 1,331,8850 881,200 Cott Corp. COM 22163N106 3,075 545,200 Defined 01 217,5000 327,700 CPI International Inc. COM 12618M100 1,961 225,709 Defined 01 187,4890 38,220 CR Bard Inc. COM 067383109 536 7,200 Defined 01 4,2000 3,000 Crown Holdings Inc. COM 228368106 22,143 917,287 Defined 01 523,8870 393,400 CSX Corp. COM 126408103 277 8,000 Defined 01 8,0000 0 Cummins Inc. COM 231021106 23,594 670,090 Defined 01 405,3900 264,700 Curtiss-Wright Corp. COM 231561101 2,981 100,265 Defined 01 85,4650 14,800 Cutera Inc. COM 232109108 2,134 247,575 Defined 01 174,7350 72,840 CVB Financial Corp. COM 126600105 7,914 1,325,585 Defined 01 561,5350 764,050 CVS Caremark Corp. COM 126650100 746 23,398 Defined 01 23,3980 0 Cypress Semiconductor Corp. COM 232806109 2,300 250,000 Defined 01 96,4000 153,600 Darden Restuarants Inc. COM 237194105 46,318 1,404,421 Defined 01 855,0210 549,400 Dean Foods Co. COM 242370104 40,591 2,115,205 Defined 01 1,270,1050 845,100 Delek US Holdings Inc. COM 246647101 9,582 1,129,945 Defined 01 479,4450 650,500 DiamondRock Hospitality Compan COM 252784301 4,340 693,295 Defined 01 468,8450 224,450 Digital Realty Trust Inc. (REI COM 253868103 43,418 1,211,097 Defined 01 691,9720 519,125 Dime Community Bancshares Inc. COM 253922108 3,593 394,441 Defined 01 296,0410 98,400 Douglas Emmett Inc. (REIT) COM 25960P109 1,563 173,805 Defined 01 66,2350 107,570 Dr Pepper Snapple Group Inc. COM 26138E109 46,326 2,186,239 Defined 01 1,306,7390 879,500 DreamWorks Animation SKG Inc. CL A 26153C103 1,905 69,030 Defined 01 46,9300 22,100 Dresser-Rand Group Inc. COM 261608103 2,681 102,710 Defined 01 78,2100 24,500 Ducommun Inc. COM 264147109 3,291 175,161 Defined 01 144,5190 30,642 Dupont Fabros Techonlogy Inc. COM 26613Q106 8,314 882,600 Defined 01 332,9000 549,700 Dycom Industries Inc. COM 267475101 3,255 294,050 Defined 01 134,8450 159,205 El Paso Corp COM 28336L109 51,599 5,590,404 Defined 01 3,348,7040 2,241,700 Eli Lilly Co. COM 532457108 18,376 530,480 Defined 01 320,4800 210,000 EMC Corp. COM 268648102 28,499 2,175,460 Defined 01 1,313,7600 861,700 Emergency Medical Services Cor COM 29100P102 2,277 61,845 Defined 01 23,7700 38,075 Encana Corp COM 292505104 1,162 23,495 Defined 01 23,4950 0 Entegris Inc. COM 29362U104 2,592 952,980 Defined 01 405,9800 547,000 Equity One Inc. (REIT) COM 294752100 3,161 238,415 Defined 01 162,8650 75,550 Equity Residential Pptys Tr SB SH BEN INT 29476L107 276 12,400 Defined 01 12,4000 0 Euroseas Ltd. COM NEW Y23592200 1,710 357,700 Defined 01 136,3000 221,400 EXCO Resources Inc. COM 269279402 7,437 575,600 Defined 01 219,6000 356,000 Expedia Inc COM 30212P105 346 22,920 Defined 01 22,9200 0 Exxon Mobil Corp. COM 30231G102 102,349 1,464,005 Defined 01 893,8550 570,150 Fairchild Semiconductoe Intnl COM 303726103 2,317 331,435 Defined 01 165,1350 166,300 Fidelity National Financial In COM 31620R105 1,132 83,650 Defined 01 3500 83,300 Fifth Third Bancorp COM 316773100 15,316 2,157,155 Defined 01 1,301,0550 856,100 Finish Line Inc. (Cl A) CL A 317923100 1,451 195,545 Defined 01 75,7150 119,830 First American Financial Corp. COM 318522307 6,375 246,050 Defined 01 94,5500 151,500 First Citizens Bancshares Inc. COM 31946M103 8,705 65,130 Defined 01 47,2150 17,915 First Horizon National Corp. COM 320517105 1,907 158,909 Defined 01 65,1520 93,756 First Midwest Bancorp Inc. COM 320867104 1,660 227,100 Defined 01 87,3000 139,800 First Niagara Financial Group COM 33582V108 45,817 4,012,003 Defined 01 2,182,0030 1,830,000 Flow International Corp. COM 343468104 1,919 816,731 Defined 01 587,0310 229,700 Fluor Corp New COM 343412102 61,298 1,195,135 Defined 01 752,5850 442,550 Fomento Economico Mexico SAB d SPON ADR UNITS 344419106 537 16,660 Defined 01 16,6600 0 Foot Locker Inc. COM 344849104 20,835 1,990,012 Defined 01 1,201,7420 788,270 Force Protection Inc. COM NEW 345203202 1,747 197,670 Defined 01 75,4300 122,240 Ford COM PAR $0.01 345370860 15,516 2,556,260 Defined 01 1,564,1600 992,100 Fortune Brands Inc. COM 349631101 39,903 1,148,610 Defined 01 680,3100 468,300 FPIC Insurance Group COM 302563101 8,552 279,292 Defined 01 106,1920 173,100 Franklin Resources COM 354613101 600 8,327 Defined 01 8,3270 0 Freeport McMoRan Copper & Gold CL B 35671D857 108,532 2,165,869 Defined 01 1,369,0440 796,825 FTI Consulting Inc. COM 302941109 2,404 47,400 Defined 01 32,8000 14,600 Gardner Denver Inc. COM 365558105 3,804 151,142 Defined 01 114,8420 36,300 General Cable Corp. COM 369300108 54,624 1,453,541 Defined 01 859,0910 594,450 General Dynamics Corp. COM 369550108 12,859 232,154 Defined 01 142,0540 90,100 General Electric Co. COM 369604103 1,097 93,634 Defined 01 93,6340 0 G-III Apparel Group Ltd. COM 36237H101 4,463 388,410 Defined 01 283,0100 105,400 Goldman Sachs Group Inc. COM 38141G104 46,725 316,908 Defined 01 195,4880 121,420 Goodrich Corp COM 382388106 27,991 560,160 Defined 01 337,3600 222,800 Goodrich Petroleum Corp. COM NEW 382410405 251 10,200 Defined 01 10,2000 0 Goodyear Tire & Rubber Co. COM 382550101 14,330 1,272,660 Defined 01 735,2600 537,400 Greatbatch Inc. COM 39153L106 1,855 82,039 Defined 01 64,2390 17,800 H.B. Fuller Co. COM 359694106 4,263 227,125 Defined 01 167,0250 60,100 Harmonic Inc. COM 413160102 3,138 532,835 Defined 01 397,9350 134,900 Hawaiian Electric Industries I COM 419870100 23,523 1,234,176 Defined 01 640,7710 593,405 Health Care REIT Inc. (REIT) COM 42217K106 64,414 1,888,960 Defined 01 1,151,0100 737,950 Health Management Assoc. (Cl A CL A 421933102 17,369 3,516,038 Defined 01 2,064,1930 1,451,845 Hess Corporation COM 42809H107 529 9,838 Defined 01 9,8380 0 Hewlett-Packard Company COM 428236103 1,227 31,736 Defined 01 31,7360 0 Hillenbrand Inc. COM 431571108 4,996 300,265 Defined 01 219,6650 80,600 Hill-Rom Holdings Inc. COM 431475102 6,124 377,575 Defined 01 278,5350 99,040 Home Depot Inc. COM 437076102 20,786 879,665 Defined 01 529,9650 349,700 Home Properties Inc. (REIT) COM 437306103 2,612 76,600 Defined 01 53,1000 23,500 Honeywell Inc. COM 438516106 594 18,905 Defined 01 18,9050 0 Hudson City Bancorp Inc. COM 443683107 47,395 3,566,179 Defined 01 2,111,5790 1,454,600 Huntington Bancshares Inc. COM 446150104 2,955 706,900 Defined 01 272,8000 434,100 i2 Technologies Inc. COM 465754208 3,289 262,110 Defined 01 100,0750 162,035 Immersion Corp. COM 452521107 1,803 364,890 Defined 01 271,1400 93,750 Infinity Property and Casualty COM 45665Q103 5,184 142,175 Defined 01 54,4750 87,700 Informatica Corp. COM 45666Q102 32,711 1,902,906 Defined 01 984,6060 918,300 International Business Machine COM 459200101 1,471 14,085 Defined 01 14,0850 0 Interpublic Group of Companies COM 460690100 1,425 282,265 Defined 01 107,6700 174,595 inVentiv Health Inc. COM 46122E105 3,710 274,235 Defined 01 199,0100 75,225 Invesco PLC SHS G491BT108 97,174 5,453,086 Defined 01 3,315,5310 2,137,555 IPC Holdings Ltd. ORD G4933P101 5,948 217,550 Defined 01 156,0000 61,550 J&J Snack Foods Corp. COM 466032109 3,629 101,078 Defined 01 74,6430 26,435 J.C. Penney Company Inc. COM 708160106 28,017 975,879 Defined 01 581,4790 394,400 Jack In The Box Inc. COM 466367109 5,077 226,140 Defined 01 165,6400 60,500 JAKKS Pacific Inc. COM 47012E106 4,270 332,780 Defined 01 242,8800 89,900 Jarden Corp COM 471109108 10,935 583,205 Defined 01 209,6050 373,600 JDA Software Group Inc. COM 46612K108 2,495 166,775 Defined 01 127,0750 39,700 JDS Uniphase Corp. COM PAR $0.001 46612J507 2,785 486,950 Defined 01 189,6000 297,350 Johnson & Johnson COM 478160104 70,368 1,238,865 Defined 01 751,2650 487,600 Johnson Controls Inc. COM 478366107 16,892 777,715 Defined 01 476,6150 301,100 Joy Global Inc. COM 481165108 2,942 82,355 Defined 01 61,1450 21,210 JP Morgan Chase & Co. COM 46625H100 114,926 3,369,290 Defined 01 2,061,4050 1,307,885 Kaiser Aluminum Corp. COM PAR $0.01 483007704 3,955 110,125 Defined 01 81,7750 28,350 Kansas City Southern Corp. COM NEW 485170302 13,614 845,067 Defined 01 480,9670 364,100 KForce Inc. COM 493732101 1,140 137,805 Defined 01 72,3450 65,460 Kirby Corp. COM 497266106 22,643 712,271 Defined 01 393,1960 319,075 Knoll Inc. COM NEW 498904200 1,875 247,360 Defined 01 193,9100 53,450 Kohls Corp. COM 500255104 59,364 1,388,641 Defined 01 924,9160 463,725 Kroger Co. COM 501044101 17,728 803,999 Defined 01 573,8990 230,100 KVH Industries Inc. COM 482738101 5,443 796,938 Defined 01 687,8380 109,100 Lakeland Bancorp Inc. COM 511637100 1,341 149,205 Defined 01 104,0050 45,200 LaSalle Hotel Properties (REIT COM 517942108 3,216 260,600 Defined 01 84,0000 176,600 Lattice Semiconductor Corp. COM 518415104 1,564 831,660 Defined 01 332,0450 499,615 Life Technologies Corp. COM 53217V109 117,410 2,814,230 Defined 01 1,712,7050 1,101,525 Lorillard Inc. COM 544147101 45,518 671,653 Defined 01 455,8470 215,806 Lowes Companies Inc. COM 548661107 787 40,541 Defined 01 40,5410 0 LSI Corporation COM 502161102 1,757 385,300 Defined 01 153,2000 232,100 LSI Industries COM 50216C108 658 120,800 Defined 01 94,2000 26,600 Marsh & McLennan Inc. COM 571748102 296 14,700 Defined 01 14,7000 0 Marvell Technology Group Ltd. COM G5876H105 70,296 6,039,187 Defined 01 3,589,4870 2,449,700 MasTec Inc. COM 576323109 10,233 873,100 Defined 01 291,4000 581,700 Mcgraw Hill COM 580645109 67,488 2,241,397 Defined 01 1,360,2970 881,100 McMoRan Exploration Co. COM 582411104 1,403 235,375 Defined 01 186,7250 48,650 MGE Energy Inc. COM 55277P104 8,902 265,350 Defined 01 196,3000 69,050 MGIC Investment Corp COM 552848103 1,480 336,300 Defined 01 129,9000 206,400 Microsoft Corp. COM 594918104 459 19,300 Defined 01 19,3000 0 ML Canada CP Holders Trust Dep DEP RCPTS CP 12616K106 216 2,400 Defined 01 2,4000 0 Molson Coors Brewing Co. (Cl B CL B 60871R209 47,717 1,127,269 Defined 01 736,7190 390,550 Morgan Stanley Co. COM NEW 617446448 761 26,695 Defined 01 26,6950 0 Myers Industries Inc. COM 628464109 4,339 521,505 Defined 01 384,4050 137,100 MYR Group Inc. COM 55405W104 2,468 122,050 Defined 01 46,6500 75,400 Nara Bancorp Inc. COM 63080P105 2,074 400,365 Defined 01 291,0650 109,300 Nasdaq OMX Group Inc. COM 631103108 258 12,100 Defined 01 12,1000 0 National Retail Properties Inc COM 637417106 26,606 1,533,460 Defined 01 890,5100 642,950 NBTY Inc. COM 628782104 7,944 282,505 Defined 01 211,3050 71,200 NetScout Systems Inc. COM 64115T104 3,481 371,080 Defined 01 275,7300 95,350 NeuStar Inc. (Cl A) CL A 64126X201 1,961 88,500 Defined 01 34,1000 54,400 New York & Company Inc. COM 649295102 1,363 441,055 Defined 01 327,6550 113,400 New York Community Bancorp Inc COM 649445103 745 69,677 Defined 01 69,6770 0 Newfield Expl Co. COM 651290108 46,240 1,415,375 Defined 01 911,4000 503,975 Nighthawk Radiology Holdings I COM 65411N105 1,484 400,985 Defined 01 153,6400 247,345 Noble Corporation Baar COM H5833N103 111,536 3,687,149 Defined 01 2,196,2990 1,490,850 Noble Energy Inc. COM 655044105 10,074 170,837 Defined 01 133,8070 37,030 Northeast Utilities COM 664397106 62,399 2,796,912 Defined 01 1,741,9120 1,055,000 Northfield Bancorp Inc. COM 66611L105 680 58,520 Defined 01 40,9200 17,600 NorthWestern Corp. COM NEW 668074305 5,033 221,135 Defined 01 158,5500 62,585 Noven Pharmaceuticals Inc COM 670009109 1,655 115,701 Defined 01 45,6010 70,100 NRG Energy Inc COM NEW 629377508 43,504 1,675,822 Defined 01 1,019,4220 656,400 NSTAR COM 67019E107 668 20,800 Defined 01 00 20,800 NTELOS Holdings Corp. COM 67020Q107 66,128 3,590,014 Defined 01 2,058,0590 1,531,955 Nucor Corp. COM 670346105 373 8,400 Defined 01 8,4000 0 NV Energy Inc. COM 67073Y106 29,810 2,762,728 Defined 01 1,652,3280 1,110,400 Occidental Petroleum Corp. COM 674599105 50,065 760,756 Defined 01 460,8560 299,900 Office Depot Inc. COM 676220106 4,057 889,700 Defined 01 398,2000 491,500 Olympic Steel Inc. COM 68162K106 7,979 326,090 Defined 01 165,6400 160,450 Omnicare Inc. COM 681904108 61,044 2,369,728 Defined 01 1,429,7230 940,005 Omnova Solutions Inc. COM 682129101 1,422 436,250 Defined 01 166,3750 269,875 Orbotech Ltd. ORD M75253100 9,322 1,077,651 Defined 01 794,9010 282,750 OSI Systems Inc. COM 671044105 5,641 270,550 Defined 01 82,4500 188,100 P.F. Chang's China Bistro Inc. COM 69333Y108 3,453 107,695 Defined 01 79,7150 27,980 P.H. Glatfelter Co. COM 377316104 3,434 385,807 Defined 01 289,5370 96,270 Pacer International Inc. COM 69373H106 26 11,725 Defined 01 1,1250 10,600 Park Electrochemical Corp. COM 700416209 3,046 141,480 Defined 01 106,9300 34,550 Parker Drilling Co. COM 701081101 3,109 716,330 Defined 01 327,0900 389,240 Penn Virginia COM 707882106 2,883 176,100 Defined 01 68,1000 108,000 Penson Worldwide Inc COM 709600100 2,355 263,130 Defined 01 100,8100 162,320 PepsiAmericas Inc. COM 71343P200 4,181 155,935 Defined 01 113,9850 41,950 Pepsico Inc. COM 713448108 572 10,406 Defined 01 10,4060 0 Perrigo Co. COM 714290103 1,306 47,000 Defined 01 32,2000 14,800 Petrobras S.A. Ord. ADR SPONSORED ADR 71654V408 1,791 43,701 Defined 01 43,7010 0 Pfizer Inc. COM 717081103 84,582 5,638,808 Defined 01 3,403,4080 2,235,400 PharMerica Corporation COM 71714F104 3,708 188,900 Defined 01 72,9000 116,000 Philip Morris International In COM 718172109 337 7,730 Defined 01 7,7300 0 Phillips-Van Heusen Corp. COM 718592108 6,204 216,257 Defined 01 159,9070 56,350 Platinum Underwriters Holdings COM G7127P100 3,987 139,450 Defined 01 52,9500 86,500 PNC Financial Services Group COM 693475105 22,783 587,049 Defined 01 344,7390 242,310 Polycom Inc. COM 73172K104 4,855 239,535 Defined 01 176,2850 63,250 Popular Inc. COM 733174106 2,055 934,200 Defined 01 360,6000 573,600 Prestige Brands Holdings Inc. COM 74112D101 3,226 524,510 Defined 01 405,2600 119,250 Procter & Gamble Co. COM 742718109 782 15,298 Defined 01 15,2980 0 Prologis (REIT) SH BEN INT 743410102 16,747 2,077,810 Defined 01 1,251,3100 826,500 Prosperity Bancshares Inc. COM 743606105 39,669 1,329,833 Defined 01 704,4330 625,400 Prudential Financial Inc COM 744320102 62,658 1,683,452 Defined 01 1,087,6270 595,825 Qualcomm Inc. COM 747525103 423 9,360 Defined 01 9,3600 0 Quanex Building Products Corp. COM 747619104 3,379 301,172 Defined 01 221,9950 79,177 Quicksilver Resources Inc. COM 74837R104 1,626 175,000 Defined 01 67,5000 107,500 Quidel Corp. COM 74838J101 1,940 133,255 Defined 01 101,1550 32,100 Qwest Communications Internati COM 749121109 44,538 10,732,032 Defined 01 6,857,2320 3,874,800 Radian Group Inc. COM 750236101 2,931 1,077,540 Defined 01 467,3800 610,160 RadioShack Corp. COM 750438103 2,965 212,370 Defined 01 81,4550 130,915 RADVision Ltd. ORD M81869105 10,158 1,297,365 Defined 01 950,5650 346,800 Raymond James Financial Inc. COM 754730109 3,222 187,235 Defined 01 136,9850 50,250 RC2 Corp. COM 749388104 4,808 363,380 Defined 01 272,8250 90,555 Realty Income Corp. (REIT) COM 756109104 6,546 298,645 Defined 01 210,8450 87,800 Regal-Beloit Corp. COM 758750103 7,023 176,814 Defined 01 129,6140 47,200 Regions Financial COM 7591EP100 27,472 6,800,050 Defined 01 4,107,4150 2,692,635 Regis Corp. COM 758932107 1,862 106,970 Defined 01 40,9250 66,045 Reinsurance Group American Inc COM NEW 759351604 8,827 252,850 Defined 01 77,8500 175,000 Res-Care Inc. COM 760943100 5,059 353,785 Defined 01 257,5500 96,235 Research In Motion Ltd. COM 760975102 428 6,015 Defined 01 6,0150 0 Rock-Tenn Co. (Cl A) CL A 772739207 2,957 77,500 Defined 01 29,8000 47,700 Rofin-Sinar Technologies Inc. COM 775043102 1,835 91,680 Defined 01 68,2300 23,450 Rogers Communications Inc. (Cl CL B 775109200 350 13,600 Defined 01 13,6000 0 Royal Caribbean Cruises Ltd. COM V7780T103 37,858 2,795,980 Defined 01 1,637,7300 1,158,250 Ruby Tuesday Inc. COM 781182100 1,550 232,705 Defined 01 88,7300 143,975 Ruddick Corp. COM 781258108 2,114 90,225 Defined 01 66,5450 23,680 Ryland Group Inc. COM 783764103 2,104 125,545 Defined 01 91,7650 33,780 Saia Inc. COM 78709Y105 4,301 238,800 Defined 01 91,8000 147,000 Sandy Spring Bancorp Inc. COM 800363103 1,836 124,886 Defined 01 92,3860 32,500 Schering-Plough Corp. COM 806605101 355 14,140 Defined 01 14,1400 0 Schlumberger Ltd. COM 806857108 449 8,300 Defined 01 8,3000 0 Sealy Corp COM 812139301 1,869 953,600 Defined 01 367,9000 585,700 SEI Investments Co. COM 784117103 3,557 197,170 Defined 01 144,2700 52,900 Selective Insurance Group Inc. COM 816300107 8,539 668,644 Defined 01 487,5940 181,050 Semtech Corp. COM 816850101 25,876 1,626,370 Defined 01 706,9700 919,400 Shaw Communication Inc. (Cl B) CL B CONV 82028K200 50,905 3,019,298 Defined 01 1,860,8480 1,158,450 Shaw Group Inc. COM 820280105 2,921 106,550 Defined 01 41,3500 65,200 Sherwin-Williams Co. COM 824348106 384 7,150 Defined 01 7,1500 0 Silicon Graphics International COM 82706L108 5,701 1,255,635 Defined 01 885,6920 369,943 Simon Property Group Inc. (REI COM 828806109 53,039 1,031,283 Defined 01 676,6250 354,658 Skyworks Solutions Inc. COM 83088M102 9,330 953,060 Defined 01 658,5600 294,500 SL Green Realty Corp. (REIT) COM 78440X101 3,860 168,275 Defined 01 76,0000 92,275 Smith & Wesson Holdings Corp. COM 831756101 3,194 562,400 Defined 01 216,9000 345,500 Snap-On Inc. COM 833034101 46,862 1,630,559 Defined 01 987,3590 643,200 Solera Holdings Inc. COM 83421A104 28,579 1,125,138 Defined 01 670,1880 454,950 SonicWALL Inc. COM 835470105 2,850 520,075 Defined 01 371,8500 148,225 Spartan Motors Inc. COM 846819100 2,326 205,300 Defined 01 78,9000 126,400 Spectra Energy Corp COM 847560109 20,130 1,189,744 Defined 01 906,5440 283,200 Spherion Corp. COM 848420105 1,604 389,420 Defined 01 148,4200 241,000 Sprint Nextel Corp. COM 852061100 28,791 5,985,585 Defined 01 3,653,3850 2,332,200 SPX Corp. COM 784635104 51,063 1,042,749 Defined 01 619,7540 422,995 Stage Stores Inc. COM NEW 85254C305 3,004 270,600 Defined 01 110,2000 160,400 State Street Corp. COM 857477103 67,094 1,421,483 Defined 01 939,9040 481,579 Steris Corp. COM 859152100 2,690 103,155 Defined 01 72,6400 30,515 Steven Madden Ltd. COM 556269108 12,809 506,092 Defined 01 357,6970 148,395 Stifel Financial Corp. COM 860630102 53,908 1,120,973 Defined 01 565,7620 555,211 Sun Healthcare Group Inc. COM NEW 866933401 10,625 1,258,850 Defined 01 419,0500 839,800 SunOpta Inc. COM 8676EP108 22 9,350 Defined 01 8950 8,455 SXC Health Solutions Corp. COM 78505P100 8,576 337,390 Defined 01 249,3900 88,000 Sybase Inc. COM 871130100 10,216 325,970 Defined 01 221,5230 104,447 Symantec Corp. COM 871503108 650 41,703 Defined 01 41,7030 0 Synopsis Inc. COM 871607107 14,555 746,024 Defined 01 407,8990 338,125 Take-Two Interactive Software COM 874054109 1,178 124,400 Defined 01 86,1000 38,300 Techwell Inc. COM 87874D101 4,473 526,190 Defined 01 383,7900 142,400 Telecommunication Systems Inc. CL A 87929J103 10,071 1,416,400 Defined 01 489,6000 926,800 Tellabs Inc. COM 879664100 16,019 2,795,559 Defined 01 1,846,6590 948,900 Temple-Inland Inc. COM 879868107 32,109 2,447,368 Defined 01 1,438,0680 1,009,300 Tempur-Pedic International Inc COM 88023U101 2,377 181,875 Defined 01 69,5600 112,315 Terra Industries Inc. COM 880915103 317 13,100 Defined 01 00 13,100 Tessera Technologies Inc. COM 88164l100 4,843 191,505 Defined 01 113,5050 78,000 Texas Capital Bancshares Inc. COM 88224Q107 2,292 148,185 Defined 01 103,1850 45,000 Textainer Group Holdings Limit SHS G8766E109 8,478 737,854 Defined 01 258,5000 479,354 The Warnaco Group Inc. COM NEW 934390402 58,449 1,803,996 Defined 01 1,024,8210 779,175 TheStreet.Com COM 88368Q103 1,744 834,560 Defined 01 617,5600 217,000 Thompson Creek Metals Company COM 884768102 46,059 4,506,763 Defined 01 2,546,2130 1,960,550 Tibco Software Inc. COM 88632Q103 2,556 356,555 Defined 01 137,2950 219,260 Timberland Co. (Cl A) CL A 887100105 6,408 482,866 Defined 01 304,4710 178,395 Travelers Companies Inc. COM 89417E109 21,838 532,114 Defined 01 321,0510 211,063 Treehouse Foods Inc. COM 89469A104 1,581 54,950 Defined 01 21,1500 33,800 Trex Company Inc. COM 89531P105 3,126 233,820 Defined 01 175,2200 58,600 Triquint Semiconductor Inc. COM 89674K103 1,477 278,100 Defined 01 107,4000 170,700 True Religion Apparel Inc. COM 89784N104 1,318 59,100 Defined 01 41,5000 17,600 TrueBlue Inc. COM NEW 89785X101 1,650 196,375 Defined 01 93,6750 102,700 Umpqua Holdings Corp. COM 904214103 3,550 457,515 Defined 01 331,8150 125,700 Union Pacific Corp. COM 907818108 802 15,409 Defined 01 15,4090 0 United Fire & Casualty Co. COM 910331107 4,763 277,750 Defined 01 202,3500 75,400 United Technologies COM 913017109 942 18,128 Defined 01 18,1280 0 Unitedhealth Group Inc. COM 91324p102 21,250 850,680 Defined 01 519,1800 331,500 Unitil Corp COM 913259107 6,699 324,900 Defined 01 114,4000 210,500 Universal Display Corp. COM 91347P105 3,057 312,545 Defined 01 238,8950 73,650 Universal Stain & Alloy Produc COM 913837100 2,120 130,311 Defined 01 49,3000 81,011 Unum Group COM 91529Y106 87,048 5,488,516 Defined 01 3,342,4160 2,146,100 URS Corp. COM 903236107 5,348 108,000 Defined 01 78,6000 29,400 Valeant Pharmaceuticals Intern COM 91911X104 3,052 118,680 Defined 01 51,7850 66,895 Veeco Instruments Inc. COM 922417100 3,273 282,400 Defined 01 108,8000 173,600 Verizon Communications Inc. COM 92343V104 36,811 1,197,882 Defined 01 721,7820 476,100 Virgin Mobile USA COM 92769R108 1,456 362,300 Defined 01 139,8000 222,500 Vital Images Inc. COM 92846N104 4,614 406,505 Defined 01 303,1050 103,400 Volcom Inc. COM 92864N101 1,599 127,955 Defined 01 95,7550 32,200 W&T Offshore Inc. COM 92922P106 3,955 406,021 Defined 01 299,8710 106,150 Waddell & Reed Financial Inc. CL A 930059100 3,629 137,614 Defined 01 99,6640 37,950 Wal-Mart Stores Inc. COM 931142103 12,586 259,835 Defined 01 155,8350 104,000 Walter Energy Inc. COM 93317Q105 64,756 1,786,864 Defined 01 1,062,8140 724,050 Washington Federal Inc. COM 938824109 10,364 797,228 Defined 01 584,6910 212,537 Washington Real Estate Invmt T SH BEN INT 939653101 2,731 122,091 Defined 01 83,8410 38,250 Washington Trust Bancorp Inc. COM 940610108 3,438 192,805 Defined 01 140,3840 52,421 Waste Connections Inc. COM 941053100 1,589 61,345 Defined 01 47,1450 14,200 Websense Inc. COM 947684106 5,313 297,790 Defined 01 221,6900 76,100 Webster Financial Corp. COM 947890109 5,445 676,358 Defined 01 495,6580 180,700 Weingarten Realty Investors (R SH BEN INT 948741103 3,884 267,658 Defined 01 185,1580 82,500 Wells Fargo & Co. COM 949746101 86,970 3,584,896 Defined 01 2,575,1510 1,009,745 Werner Enterprises Inc. COM 950755108 2,137 117,960 Defined 01 45,0100 72,950 WESCO International Inc. COM 95082P105 2,167 86,550 Defined 01 39,4450 47,105 Western Digital Corp. COM 958102105 54,472 2,055,552 Defined 01 1,228,9520 826,600 Wet Seal Inc. COM 961840105 4,031 1,312,980 Defined 01 959,2800 353,700 Whiting Petroleum Corp. COM 966387102 77,502 2,204,275 Defined 01 1,359,4500 844,825 Wyndham Worlwide Corp COM 98310W108 17,409 1,436,378 Defined 01 797,3280 639,050 Xcel Energy Inc. COM 98389B100 19,893 1,080,534 Defined 01 831,4340 249,100 XL Capital Ltd. (Cl A) COM G98255105 3,020 263,500 Defined 01 101,3000 162,200 Zions Bancorp. COM 989701107 3,263 282,300 Defined 01 109,0000 173,300 FPL GROUP INC COM COM 302571104 233 4,090 Defined 01 4,0900 0 HARTFORD FINL SVCS GR COM 416515104 143 12,076 Defined 01 12,0760 0 THERMO FISHER SCIENTI COM 883556102 273 6,706 Defined 01 6,7060 0 5,913,941 310,977,831 185,507,328 125,470,502
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