-----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, GYNtSHIdoqQ84G9VFvnRL1a/kjh8FpyzgJbJd5bzsKeEbdqYCsJvHz9poCGinqvp kotOPoNQjisFktuRSZ2uxw== 0001019687-09-002816.txt : 20090812 0001019687-09-002816.hdr.sgml : 20090812 20090812131124 ACCESSION NUMBER: 0001019687-09-002816 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: 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: 091006023 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.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 06/30/2009 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 Aug 12, 2008 ------------------------------------------ (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: 397 Form 13F Information Table Value Total: $360,297 (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. 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- --------------------- AL FRANK ASSET MANAGEMENT QUARTER END 6/30/09 - ------------------------------------------------------------------------------------------------------------------------------------ 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) - ------------------------------------------------------------------------------------------------------------------------------------ Alcoa COMMON 013817101 1,310 126,792 126,792 82,239 44,554 Apple Computer COMMON 037833100 1,862 13,071 13,071 9,203 3,868 Anglo American COMMON 03485P201 465 31,773 31,773 19,276 12,497 Arkansas Best COMMON 040790107 1,450 55,029 55,029 37,984 17,045 Abbott Laboratories COMMON 002824100 2,424 51,529 51,529 34,476 17,053 Aceto Corp COMMON 004446100 433 64,920 64,920 36,590 28,330 ActivIdentity COMMON 00506p103 756 298,875 298,875 225,075 73,800 ADC Telecommun. COMMON 000886309 258 32,385 32,385 19,674 12,711 Allied Defense Group COMMON 019118108 1,304 296,345 296,345 207,849 88,496 Archer-Daniels-Midland COMMON 039483102 3,753 140,182 140,182 98,691 41,491 Adaptec COMMON 00651F108 182 68,776 68,776 25,792 42,984 AdTran COMMON 00738a106 335 15,603 15,603 6,422 9,181 American Eagle Outfitters COMMON 02553E106 2,956 208,575 208,575 142,649 65,926 Aetna COMMON 00817y108 2,163 86,341 86,341 58,403 27,937 Air France ADR COMMON 009119108 1,013 79,321 79,321 52,228 27,093 Alliance Fiber Optic COMMON 018680108 898 831,651 831,651 625,612 206,039 AAR COMMON 000361105 781 48,631 48,631 39,862 8,769 Alaska Air Group COMMON 011659109 984 53,870 53,870 38,707 15,163 Allstate COMMON 020002101 1,639 67,164 67,164 46,573 20,591 Altera COMMON 021441100 266 16,317 16,317 11,432 4,885 Applied Materials COMMON 038222105 543 49,285 49,285 20,935 28,350 Amgen COMMON 031162100 1,222 23,081 23,081 15,222 7,859 Ameron COMMON 030710107 649 9,676 9,676 8,349 1,327 Ameriprise Financial COMMON 03076C106 1,941 79,965 79,965 56,153 23,812 American Software COMMON 029683109 3,863 670,681 670,681 431,286 239,395 America Movil SA COMMON 02364W105 1,243 32,103 32,103 19,210 12,893 Anadigics COMMON 032515108 81 19,300 19,300 14,641 4,659 Abercrombie & Fitch COMMON 002896207 779 30,700 30,700 21,816 8,884 Alliance One Int'l COMMON 018772103 917 241,414 241,414 181,359 60,055 Apache COMMON 037411105 1,833 25,402 25,402 18,515 6,887 Anadarko Petroleum COMMON 032511107 2,247 49,499 49,499 36,545 12,954 Applied Signal Technology COMMON 038237103 346 13,553 13,553 4,125 9,428 American Science & Engineering Inc COMMON 029429107 1,992 28,818 28,818 18,205 10,613 ASM Holdings COMMON N07059186 313 14,457 14,457 4,773 9,684 Aetrium COMMON 00817R103 437 258,833 258,833 204,015 54,818 Activision Blizzard COMMON 00507V109 1,327 105,090 105,090 83,699 21,391 AU Optronics COMMON 002255107 1,381 142,693 142,693 94,134 48,559 Yamana Gold COMMON 98462Y100 1,499 169,570 169,570 126,214 43,356 Avnet COMMON 053807103 1,041 49,517 49,517 39,877 9,640 AVX Corp COMMON 002444107 1,009 101,567 101,567 73,045 28,522 Axis Capital COMMON G0692U109 1,004 38,344 38,344 23,258 15,086 Astrazeneca Plc Ads COMMON 046353108 244 5,536 5,536 2,936 2,600 Boeing Co. COMMON 097023105 1,874 44,092 44,092 30,479 13,613 Bank of America COMMON 060505104 1,266 95,919 95,919 63,425 32,494 Basic Energy Service COMMON 06985P100 79 11,599 11,599 5,864 5,735 Baxter International COMMON 071813109 1,939 36,620 36,620 28,453 8,167 BB&T Corporation COMMON 054937107 2,097 95,413 95,413 66,201 29,212 Best Buy COMMON 086516101 1,643 49,046 49,046 28,409 20,637 Barclays Plc Adr COMMON 06738e204 420 22,786 22,786 12,034 10,752 Brandywine Realty COMMON 105368203 132 17,666 17,666 9,289 8,377 BE Aerospace COMMON 073302101 686 47,747 47,747 33,487 14,260 BFC Financial CL A COMMON 055384200 12 28,309 28,309 11,109 17,200 Benchmark Electronics COMMON 08160h101 903 62,714 62,714 39,847 22,867 Baker Hughes COMMON 057224107 410 11,244 11,244 7,160 4,084 BHP Billiton COMMON 088606108 1,444 26,382 26,382 20,601 5,781 Bank of NY Mellon Corp. COMMON 064058100 1,109 37,836 37,836 26,733 11,103 BioMed Realty COMMON 09063H107 1,343 131,266 131,266 94,333 36,933 Bristol Myers COMMON 110122108 1,835 90,329 90,329 59,217 31,112 Benihana Inc COMMON 082047101 108 15,388 15,388 9,933 5,455 Brocade Communications Systems COMMON 111621306 168 21,378 21,378 12,702 8,676 Berkshire Hathaway CL A COMMON 084670108 450 5 5 5 - Bristow Group Inc COMMON 110394103 662 22,330 22,330 19,730 2,600 Boston Scientific COMMON 101137107 246 24,250 24,250 11,747 12,503 Biovail Corp. COMMON 09067J109 194 14,420 14,420 8,215 6,205 Cabela's COMMON 126804301 419 34,027 34,027 21,814 12,213 Conagra Foods COMMON 205887102 288 15,135 15,135 8,340 6,795 Cheesecake Factory COMMON 163072101 306 17,680 17,680 9,445 8,235 Cal-Maine Foods COMMON 128030202 972 38,938 38,938 23,440 15,498 Caterpillar COMMON 149123101 579 17,525 17,525 10,150 7,375 Chubb Corporation COMMON 171232101 706 17,714 17,714 9,645 8,069 Carnival COMMON 143658300 453 17,572 17,572 15,338 2,234 Celanese Corp COMMON 150870103 898 37,810 37,810 21,952 15,858 Brightpoint COMMON 109473405 1,057 168,616 168,616 133,412 35,204 Central Garden COMMON 153527106 271 24,749 24,749 14,223 10,526 Ceva Inc COMMON 157210105 1,435 165,328 165,328 126,421 38,907 Chesapeake Energy COMMON 165167107 2,159 108,891 108,891 73,393 35,498 C&D Technologies COMMON 124661109 58 28,750 28,750 9,545 19,205 Ciena COMMON 171779309 204 19,757 19,757 12,647 7,110 Colgate Palmolive COMMON 194162103 216 3,054 3,054 335 2,719 Clearfield Inc COMMON 18482p103 933 466,444 466,444 415,708 50,736 Cummins COMMON 231021106 531 15,093 15,093 5,858 9,235 Capstead Mortgage COMMON 14067E506 1,645 129,388 129,388 93,512 35,876 Cogent COMMON 19239Y108 1,695 157,981 157,981 105,276 52,705 Coach COMMON 189754104 652 24,257 24,257 14,650 9,607 Cohu COMMON 192576106 1,119 124,576 124,576 84,914 39,662 Rockwell Collins COMMON 774341101 260 6,231 6,231 4,215 2,016 3Com COMMON 885535104 923 195,109 195,109 99,545 95,564 Conocophillips COMMON 20825C104 1,888 44,898 44,898 29,751 15,147 Compuware COMMON 205638109 1,154 168,240 168,240 131,565 36,675 Complete Production Services COMMON 20453E109 111 17,471 17,471 10,901 6,570 Ceradyne COMMON 156710105 270 15,307 15,307 10,311 4,996 Craftmade International COMMON 22413E104 22 10,384 10,384 2,455 7,929 Cornell COMMON 219141108 1,572 97,005 97,005 66,915 30,090 Cisco Systems COMMON 17275R102 1,305 69,987 69,987 52,466 17,521 CSP Inc. COMMON 126389105 179 50,340 50,340 33,090 17,250 CSX COMMON 126408103 2,673 77,194 77,194 51,105 26,089 Cooper Tire COMMON 216831107 890 89,758 89,758 60,988 28,770 Cutera COMMON 232109108 239 27,710 27,710 17,810 9,900 Cavco Inds COMMON 149568107 508 20,064 20,064 20,042 22 Chevron COMMON 166764100 1,986 29,972 29,972 19,742 10,230 Cyberoptics COMMON 232517102 449 78,771 78,771 50,796 27,975 Daimler Benz ADR COMMON D1668R123 790 21,782 21,782 17,200 4,582 Darling International COMMON 237266101 1,824 276,315 276,315 210,085 66,230 Ducommun COMMON 264147109 1,023 54,435 54,435 48,178 6,257 DuPont COMMON 263534109 1,183 46,166 46,166 30,970 15,196 Deckers Outdoor COMMON 243537107 677 9,631 9,631 5,029 4,602 Digi International COMMON 253798102 874 89,659 89,659 76,156 13,503 D R Horton COMMON 23331A109 2,202 235,245 235,245 150,007 85,239 Diodes COMMON 254543101 1,818 116,262 116,262 89,633 26,629 Disney, Walt COMMON 254687106 3,702 158,682 158,682 107,663 51,019 Delta Apparel COMMON 247368103 286 41,595 41,595 40,670 925 Diamond Offshore COMMON 25271c102 517 6,228 6,228 3,443 2,785 Dataram COMMON 238108203 230 156,476 156,476 112,340 44,136 Darden Restaurants COMMON 237194105 461 13,964 13,964 9,525 4,439 DryShips COMMON Y2109Q101 307 53,165 53,165 40,363 12,802 DSP Group COMMON 23332b106 111 16,405 16,405 8,560 7,845 Duke Energy COMMON 26441c105 161 11,017 11,017 3,657 7,360 Devon Energy COMMON 25179M103 1,451 26,620 26,620 18,507 8,113 E-Bay COMMON 278642103 854 49,850 49,850 30,340 19,510 American Ecology Corp COMMON 025533407 596 33,275 33,275 23,608 9,667 Edgewater Technology COMMON 280358102 426 165,240 165,240 136,165 29,075 Electronics For Imaging COMMON 286082102 575 53,909 53,909 41,072 12,837 Edison International COMMON 281020107 2,041 64,883 64,883 45,682 19,201 Syneron Medical COMMON M87245102 801 110,946 110,946 86,883 24,063 Electro-Sensors COMMON 285233102 88 34,235 34,235 15,600 18,635 Callaway Golf Co. COMMON 131193104 183 36,010 36,010 23,295 12,715 EMC Corp COMMON 268648102 455 34,744 34,744 19,837 14,907 Endurance Specialty COMMON g30397106 935 31,912 31,912 23,804 8,108 Endwave COMMON 29264A206 74 28,945 28,945 18,950 9,995 El Paso COMMON 28336l109 344 37,300 37,300 19,742 17,558 Eaton COMMON 278058102 1,684 37,741 37,741 24,329 13,412 Exar Corp COMMON 300645108 715 99,449 99,449 72,052 27,397 Excel Maritime COMMON V3267N107 145 21,548 21,548 15,073 6,475 Freeport McMoran Copper & Gold COMMON 35671D857 2,025 40,406 40,406 26,102 14,304 Frequency Electronics COMMON 358010106 382 101,880 101,880 67,906 33,975 Frozen Food Express COMMON 359360104 252 79,165 79,165 49,983 29,182 Fifth Third Bancorp COMMON 316773100 145 20,353 20,353 9,418 10,935 Flanders COMMON 338494107 572 93,694 93,694 60,151 33,543 Flextronics COMMON Y2573F102 402 96,862 96,862 49,064 47,798 Focus Media COMMON 34415V109 235 29,185 29,185 22,590 6,595 Frontline Ltd COMMON G3682E127 924 37,936 37,936 27,157 10,779 Force Protection COMMON 345203202 125 14,181 14,181 7,393 6,788 Forest Laboratories COMMON 345838106 1,337 53,265 53,265 38,769 14,496 Fidelity Select Portfolios COMMON 316390814 205 204,827 204,827 38,769 166,058 Forest Oil COMMON 346091705 314 21,015 21,015 10,860 10,155 Global-Tech Advanced Innovations COMMON G39320117 334 37,418 37,418 28,783 8,635 General Dynamics COMMON 369550108 826 14,918 14,918 11,430 3,488 General Electric Co. COMMON 369604103 1,256 107,183 107,183 74,672 32,512 Guess ? COMMON 401617105 749 29,043 29,043 17,806 11,237 Corning COMMON 219350105 1,690 105,205 105,205 71,979 33,226 GameStop Corp COMMON 36467w109 945 42,947 42,947 30,534 12,413 General Maritime (New) COMMON Y2693R101 615 62,192 62,192 32,212 29,980 Gerdau Ameristeel COMMON 37373P105 669 98,051 98,051 50,182 47,869 Gap (The) COMMON 364760108 267 16,292 16,292 3,335 12,957 Goldman Sachs Group COMMON 38141G104 852 5,782 5,782 3,224 2,558 GlaxoSmithkline PLC COMMON 37733W105 979 27,704 27,704 20,405 7,299 Goodyear Tire COMMON 382550101 909 80,716 80,716 58,485 22,231 Graftech Intl Ltd COMMON 384313102 613 54,200 54,200 27,350 26,850 GTSI Corp. COMMON 36238k103 419 77,965 77,965 65,665 12,300 Halliburton Co. COMMON 406216101 513 24,774 24,774 10,239 14,535 Hasbro COMMON 418056107 2,110 87,059 87,059 63,634 23,425 HSBC Holdings ADR COMMON 404280406 287 6,867 6,867 3,366 3,501 Home Depot COMMON 437076102 1,862 78,815 78,815 54,186 24,629 Helen of Troy Ltd. COMMON G4388N106 463 27,595 27,595 19,620 7,975 Hartford Financial COMMON 416515104 223 18,789 18,789 15,830 2,959 Dot Hill Systems Corp COMMON 25848t109 9 11,305 11,305 7,755 3,550 Holly Corp. COMMON 435758305 1,314 73,055 73,055 54,306 18,749 Harley Davidson COMMON 412822108 313 19,293 19,293 11,643 7,650 Starwood Hotels & Resorts Worldwide COMMON 85590A401 558 25,115 25,115 13,903 11,212 Hewlett Packard COMMON 428236103 1,916 49,574 49,574 31,693 17,881 Heartland Payment Systems COMMON 42235N108 526 54,925 54,925 30,234 24,691 H&R Block COMMON 093671105 1,483 86,053 86,053 59,926 26,127 HRPT Properties COMMON 40426W101 484 119,301 119,301 93,438 25,863 Healthstream COMMON 42222N103 662 262,638 262,638 204,165 58,473 Hershey Foods COMMON 427866108 211 5,868 5,868 3,353 2,515 Humana COMMON 444859102 1,593 49,373 49,373 38,240 11,133 Hypercom COMMON 44913m105 63 42,320 42,320 26,270 16,050 Int'l Business Machines COMMON 459200101 2,277 21,808 21,808 15,903 5,905 Integrated Device COMMON 458118106 1,170 193,736 193,736 133,294 60,442 Int'l Game Technology COMMON 459902102 1,683 105,842 105,842 69,510 36,332 Insteel Industries COMMON 45774w108 533 64,626 64,626 30,252 34,374 Intel COMMON 458140100 2,258 136,418 136,418 92,300 44,118 Int'l Paper COMMON 460146103 889 58,768 58,768 40,049 18,719 Imperial Sugar Co. COMMON 453096208 855 70,644 70,644 42,322 28,322 Int'l Rectifier COMMON 460254105 187 12,647 12,647 5,293 7,354 Integrated Silicon COMMON 45812P107 225 84,737 84,737 41,922 42,815 Intevac Inc COMMON 461148108 466 53,538 53,538 29,990 23,548 Jetblue Airways COMMON 477143101 135 31,550 31,550 17,375 14,175 JC Penney Co. COMMON 708160106 1,365 47,537 47,537 36,081 11,456 Communication Systems COMMON 203900105 903 92,150 92,150 76,125 16,025 Johnson & Johnson COMMON 478160104 2,878 50,668 50,668 34,331 16,337 Joy Global COMMON 481165108 2,138 59,868 59,868 37,199 22,669 JP Morgan Chase COMMON 46625H100 2,430 71,254 71,254 43,686 27,568 Nordstrom COMMON 655664100 1,415 71,148 71,148 49,039 22,109 Kaman Corp COMMON 483548103 1,075 64,556 64,556 54,707 9,849 KB Home COMMON 48666K109 896 65,506 65,506 44,866 20,640 KBR Inc. COMMON 48242W106 2,418 131,135 131,135 90,987 40,148 Key Energy Services COMMON 492914106 363 63,070 63,070 53,645 9,425 Keynote Systems COMMON 493308100 1,731 226,620 226,620 150,807 75,813 Kraft Foods CL A COMMON 50075N104 803 31,691 31,691 25,005 6,686 King Pharmaceuticals COMMON 495582108 916 95,152 95,152 70,877 24,275 KLA-Tencor COMMON 482480100 255 10,110 10,110 4,919 5,191 Coca Cola Co. COMMON 191216100 462 9,626 9,626 4,495 5,131 Lithia Motors COMMON 536797103 201 21,772 21,772 14,435 7,337 LCA-Vision COMMON 501803308 206 48,839 48,839 29,242 19,597 Eli Lilly & Co. COMMON 532457108 1,548 44,691 44,691 31,202 13,489 LMI Aerospace COMMON 502079106 957 94,582 94,582 85,840 8,742 Lockheed Martin COMMON 539830109 3,108 38,533 38,533 23,022 15,512 ELong Inc. COMMON 290138205 436 67,223 67,223 41,222 26,001 LookSmart COMMON 543442503 19 14,263 14,263 3,525 10,738 Lowes Companies COMMON 548661107 322 16,604 16,604 9,350 7,254 Louisiana Pacific COMMON 546347105 185 54,025 54,025 36,870 17,155 Lam Research COMMON 512807108 977 37,565 37,565 30,877 6,688 Manpower Inc. COMMON 56418H100 1,276 30,139 30,139 17,187 12,952 Mattel COMMON 577081102 2,083 129,783 129,783 88,190 41,593 McDonalds COMMON 580135101 497 8,645 8,645 4,118 4,527 McKesson COMMON 58155Q103 3,068 69,738 69,738 46,204 23,534 MDC Holdings COMMON 552676108 675 22,405 22,405 16,483 5,922 Medtronic COMMON 585055106 742 21,272 21,272 12,853 8,419 Massey Energy COMMON 576206106 219 11,204 11,204 8,550 2,654 Methanex COMMON 59151K108 259 21,186 21,186 11,926 9,260 Metlife COMMON 59156r108 823 27,418 27,418 21,260 6,158 MGM Mirage COMMON 552953101 88 13,808 13,808 6,310 7,498 3M Company COMMON 88579Y101 489 8,139 8,139 4,183 3,956 Altria Group COMMON 02209S103 2,258 137,756 137,756 90,920 46,836 Mosaic COMMON 61945a107 835 18,839 18,839 14,843 3,996 McRae Industries CL A COMMON 582757209 666 55,506 55,506 40,563 14,943 Merck & Co. COMMON 589331107 1,482 53,011 53,011 37,055 15,956 Marathon Oil COMMON 565849106 2,925 97,078 97,078 70,206 26,872 Morgan Stanley COMMON 617446448 526 18,447 18,447 9,953 8,494 Microsoft COMMON 594918104 3,402 143,125 143,125 96,649 46,476 Emerson Radio COMMON 291087203 28 48,573 48,573 3,623 44,950 Meritage Homes COMMON 59001A102 241 12,759 12,759 9,029 3,730 Manitowoc COMMON 563571108 674 128,185 128,185 92,345 35,840 Mastec COMMON 576323109 144 12,313 12,313 4,751 7,562 Mylan Laboratories COMMON 628530107 2,166 165,959 165,959 117,220 48,739 Nordic American COMMON g65773106 925 29,055 29,055 23,499 5,556 Navistar International COMMON 63934E108 1,283 29,429 29,429 21,826 7,603 National Bank of Greece COMMON 633643408 101 18,435 18,435 13,560 4,875 Noble Energy COMMON 655044105 1,589 26,950 26,950 18,081 8,869 Nabors Industries Ltd. COMMON G6359F103 937 60,148 60,148 46,839 13,309 NASDAQ Stock Market COMMON 631103108 1,598 75,006 75,006 52,171 22,835 Noble Corp COMMON h5833n103 491 16,217 16,217 10,493 5,724 Annaly Mtg Mgmt COMMON 035710409 2,238 147,820 147,820 100,190 47,630 Navios Maritime Holdings Inc. COMMON Y62196103 285 67,270 67,270 28,110 39,160 Nokia COMMON 654902204 2,549 174,803 174,803 119,204 55,599 Novell Inc. COMMON 670006105 618 136,446 136,446 104,545 31,901 Northstar Realty COMMON 66704R100 43 15,118 15,118 13,396 1,722 Norfolk Southern COMMON 655844108 2,408 63,920 63,920 40,126 23,795 National Semiconductor COMMON 637640103 688 54,817 54,817 42,382 12,435 Insure.com COMMON 45807n109 28 15,265 15,265 4,999 10,266 Nam Tai Electronics COMMON 629865205 663 155,893 155,893 105,679 50,214 Nutrisystem COMMON 67069D108 648 44,710 44,710 27,760 16,950 Nucor COMMON 670346105 649 14,610 14,610 8,294 6,316 Novellus Systems COMMON 670008101 537 32,134 32,134 16,040 16,094 Novartis COMMON 66987V109 384 9,411 9,411 3,544 5,867 Newell Rubbermaid COMMON 651229106 427 41,031 41,031 27,249 13,782 National Western Life Ins Co CL A COMMON 638522102 476 4,078 4,078 3,228 850 New York Community COMMON 649445103 130 12,180 12,180 6,044 6,136 NYSE Euronext COMMON 629491101 200 7,356 7,356 3,501 3,855 O I CORP COMMON 670841105 532 98,375 98,375 84,875 13,500 Oceaneering International COMMON 675232102 1,028 22,737 22,737 20,142 2,595 Oil States Int'l COMMON 678026105 1,013 41,861 41,861 21,698 20,163 Olin COMMON 680665205 1,767 148,648 148,648 102,232 46,416 OM Group COMMON 670872100 1,573 54,209 54,209 39,547 14,662 Oplink Communications COMMON 68375Q403 674 59,095 59,095 35,953 23,142 Orbit Int'l COMMON 685559304 1,156 420,458 420,458 279,137 141,321 Oracle COMMON 68389X105 305 14,219 14,219 4,749 9,470 Old Republic Intl COMMON 680223104 511 51,878 51,878 47,743 4,135 Overseas Shipholding Group COMMON 690368105 828 24,324 24,324 19,690 4,634 OSI Systems COMMON 671044105 2,709 129,928 129,928 87,293 42,635 Oxford Industries COMMON 691497309 261 22,382 22,382 17,017 5,365 Occidental Petroleum COMMON 674599105 3,015 45,817 45,817 30,394 15,423 Petroleo Brasileiro SA COMMON 71654V408 773 18,869 18,869 12,727 6,142 Pfizer COMMON 717081103 1,810 120,677 120,677 78,398 42,279 P&F Industries CL A COMMON 692830508 106 55,806 55,806 27,710 28,096 Proctor & Gamble COMMON 742718109 229 4,482 4,482 2,660 1,822 Parker-Hannifin COMMON 701094104 334 7,776 7,776 5,521 2,255 Pulte Homes COMMON 745867101 343 38,837 38,837 35,700 3,137 Polycom COMMON 73172K104 388 19,127 19,127 18,528 599 Philip Morris COMMON 718172109 917 21,016 21,016 14,398 6,618 Palomar Med Tech COMMON 697529303 1,530 103,847 103,847 70,719 33,128 PNC Bank COMMON 693475105 304 7,830 7,830 7,519 311 Progress Software COMMON 743312100 227 10,725 10,725 3,250 7,475 Peerless Systems COMMON 705536100 602 293,785 293,785 233,335 60,450 Prudential COMMON 744320102 1,843 49,525 49,525 37,430 12,095 Pericom Semiconductor COMMON 713831105 1,567 186,102 186,102 133,582 52,520 Patterson Uti Energy COMMON 703481101 374 29,115 29,115 25,395 3,720 PVF Capital COMMON 693654105 144 69,483 69,483 43,164 26,319 Phillips Van Heusen COMMON 718592108 978 34,091 34,091 20,459 13,632 Qualcomm COMMON 747525103 282 6,229 6,229 2,164 4,065 Reynolds American Inc. COMMON 761713106 1,386 35,883 35,883 28,333 7,550 FreightCar America COMMON 357023100 621 36,917 36,917 22,007 14,910 Robbins & Myers COMMON 770196103 253 13,128 13,128 8,530 4,598 Rocky Shoes & Boots COMMON 774515100 158 40,303 40,303 26,211 14,092 Rowan Companies COMMON 779382100 1,674 86,643 86,643 60,133 26,510 Radian Group COMMON 750236101 51 18,925 18,925 9,545 9,380 Transocean Ltd. COMMON H8817H100 2,202 29,646 29,646 19,958 9,688 Raymond James COMMON 754730109 259 15,029 15,029 7,304 7,725 RLI Corp. COMMON 749607107 210 4,692 4,692 1,284 3,408 Real Networks COMMON 75605L104 168 56,345 56,345 34,675 21,670 Rock of Ages CL A COMMON 772632105 162 78,582 78,582 45,595 32,987 Res-Care COMMON 760943100 1,284 89,795 89,795 73,150 16,645 Raytheon Co. COMMON 755111507 799 17,987 17,987 15,712 2,275 Starbucks COMMON 855244109 1,118 80,475 80,475 52,952 27,523 Spectra Energy COMMON 847560109 954 56,384 56,384 32,204 24,180 Ship Finance Int'l COMMON G81075106 146 13,248 13,248 3,814 9,434 Silicon Graphics Int'l COMMON 82706L108 118 26,050 26,050 15,862 10,188 Schering Plough COMMON 806605101 635 25,263 25,263 14,133 11,130 Steven Madden Ltd. COMMON 556269108 1,316 52,015 52,015 37,785 14,230 Sifco Industries COMMON 826546103 1,049 99,561 99,561 85,680 13,881 Silicom COMMON M84116108 274 37,740 37,740 25,330 12,410 Sara Lee COMMON 803111103 1,345 137,848 137,848 91,339 46,509 Selectica COMMON 816288104 55 130,780 130,780 68,860 61,920 Smith Midland Corp. COMMON 832156103 541 320,000 320,000 318,000 2,000 Synopsys COMMON 871607107 243 12,442 12,442 5,985 6,457 Sonicwall COMMON 835470105 407 74,200 74,200 62,900 11,300 Sanofi Aventis COMMON 80105n105 641 21,735 21,735 13,330 8,405 Spartan Motors COMMON 846819100 888 78,410 78,410 43,685 34,725 Silicon Storage COMMON 827057100 163 86,980 86,980 37,230 49,750 Suntrust Banks COMMON 867914103 166 10,110 10,110 10,000 110 Steel Dynamics Inc. COMMON 858119100 230 15,507 15,507 6,567 8,940 Sterling Financial COMMON 859319105 31 10,722 10,722 6,900 3,822 State Street COMMON 857477103 211 4,473 4,473 2,547 1,926 Seagate Tech COMMON g7945j104 1,394 133,310 133,310 91,976 41,334 Supergen COMMON 868059106 136 67,304 67,304 43,924 23,380 Supervalu COMMON 868536103 1,311 101,205 101,205 73,912 27,293 Symantec COMMON 871503108 1,543 99,020 99,020 74,378 24,642 Symmetricom COMMON 871543104 221 38,263 38,263 19,909 18,354 AT&T Inc Com COMMON 00206r102 1,588 63,940 63,940 30,750 33,190 TrueBlue Inc COMMON 89785x101 163 19,397 19,397 11,310 8,087 TCF Financial COMMON 872275102 1,636 122,395 122,395 89,343 33,052 Technical Communications COMMON 878409101 131 33,850 33,850 22,500 11,350 Tidewater COMMON 886423102 1,655 38,598 38,598 28,004 10,594 Terex Corp COMMON 880779103 370 30,637 30,637 26,103 4,534 Target COMMON 87612E106 1,095 27,755 27,755 19,529 8,226 TII Network Tech COMMON 872479209 677 599,438 599,438 492,765 106,673 TeeKay Shipping COMMON Y8564W103 251 11,936 11,936 4,615 7,321 Timken Company COMMON 887389104 410 24,007 24,007 12,525 11,482 Tellabs COMMON 879664100 1,464 255,502 255,502 189,394 66,108 Tollgrade Communications COMMON 889542106 259 49,381 49,381 35,344 14,037 Toyota Motor COMMON 892331307 457 6,053 6,053 3,469 2,584 Thermo Fisher Scientific COMMON 883556102 541 13,258 13,258 7,153 6,105 Tsakos Energy COMMON G9108L108 1,831 113,460 113,460 78,394 35,066 Toll Brothers COMMON 889478103 939 55,350 55,350 41,500 13,850 Tutor Perini Corp COMMON 901109108 767 44,184 44,184 30,287 13,897 Tempur-Pedic COMMON 88023u101 405 30,970 30,970 20,264 10,706 Triquint Semiconductor COMMON 89674K103 506 95,225 95,225 91,350 3,875 Technology Research Corp COMMON 878727304 404 192,182 192,182 111,310 80,872 Trident Microsystems COMMON 895919108 174 99,830 99,830 65,507 34,323 Trinity Industries COMMON 896522109 1,398 102,663 102,663 65,808 36,855 Trio-Tech Int'l COMMON 896712205 225 87,386 87,386 79,775 7,611 The Travelers Companies COMMON 89417e109 2,481 60,463 60,463 41,292 19,171 Taiwan Semiconductor COMMON 874039100 1,019 108,320 108,320 85,688 22,632 Tyson Foods COMMON 902494103 253 20,073 20,073 9,645 10,428 Tata Motors Ltd COMMON 876568502 1,380 161,983 161,983 112,769 49,214 TTM Technologies COMMON 87305R109 490 61,551 61,551 39,114 22,437 Titan International COMMON 88830M102 214 28,635 28,635 16,440 12,195 Texas Instruments COMMON 882508104 1,143 53,653 53,653 26,562 27,091 Ulticom COMMON 903844108 25 12,600 12,600 4,775 7,825 UnitedHealth Group, Inc COMMON 91324p102 2,853 114,204 114,204 75,317 38,887 Unumprovident COMMON 91529Y106 906 57,115 57,115 47,240 9,875 Union Pacific COMMON 907818108 1,060 20,358 20,358 15,027 5,331 Unit Corp. COMMON 909218109 634 23,010 23,010 10,482 12,528 United Online COMMON 911268100 1,924 295,616 295,616 202,992 92,624 United Rentals COMMON 911363109 155 23,951 23,951 14,013 9,938 US Bancorp COMMON 902973304 424 23,659 23,659 14,715 8,944 Ultratech COMMON 904034105 1,357 110,276 110,276 73,406 36,870 Utah Medical Products COMMON 917488108 1,059 39,645 39,645 24,611 15,034 United Technologies COMMON 913017109 504 9,704 9,704 6,603 3,101 Varian Medical COMMON 92220p105 836 23,782 23,782 12,182 11,600 Vascular Solutions COMMON 92231M109 539 68,865 68,865 66,259 2,606 Valueclick COMMON 92046N102 1,416 134,578 134,578 83,961 50,617 VF Corp COMMON 918204108 546 9,859 9,859 5,301 4,558 Valero Energy COMMON 91913y100 1,681 99,521 99,521 68,211 31,310 Viropharma Inc COMMON 928241108 554 93,346 93,346 58,591 34,755 Vishay Intertechnology COMMON 928298108 1,186 174,649 174,649 117,397 57,252 Verizon Communications COMMON 92343V104 1,904 61,953 61,953 46,207 15,746 Walgreen COMMON 931422109 2,120 72,124 72,124 50,587 21,537 Wesco Intl COMMON 95082P105 491 19,597 19,597 12,383 7,214 Western Digital COMMON 958102105 3,634 137,124 137,124 101,164 35,960 Wells Fargo & Co. COMMON 949746101 929 38,273 38,273 36,508 1,765 Whirpool COMMON 963320106 568 13,340 13,340 10,218 3,122 Wellpoint Health Networks COMMON 94973V107 247 4,846 4,846 2,735 2,111 Williams Companies COMMON 969457100 157 10,050 10,050 6,127 3,923 Waste Management COMMON 94106L109 1,132 40,216 40,216 2,735 37,481 Wal-Mart Stores COMMON 931142103 1,368 28,237 28,237 16,025 12,212 W.R. Berkley COMMON 084423102 275 12,828 12,828 4,013 8,815 Williams Sonoma COMMON 969904101 533 44,930 44,930 35,518 9,412 Wayside Technology Group COMMON 946760105 1,499 211,420 211,420 147,452 63,968 Western Union COMMON 959802109 460 28,064 28,064 19,414 8,650 Wyeth COMMON 983024100 1,755 38,665 38,665 27,387 11,278 Wyndham Worldwide COMMON 98310W108 236 19,475 19,475 11,850 7,625 United States Steel COMMON 912909108 742 20,768 20,768 14,667 6,101 Exxon Mobil COMMON 30231G102 1,980 28,316 28,316 19,675 8,641 YRC Worldwide COMMON 984249102 31 17,856 17,856 11,155 6,701 Quiksilver COMMON 74838C106 268 144,949 144,949 118,634 26,315
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