-----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, Ae3xaE/g5q6zXtxhZr+zA/vpGy4zinz0KFDchzqQopqEOfIej38C+fEHtbPIVAiv SD9WRutsAOruC+IYly0nvQ== 0001019687-09-004324.txt : 20091130 0001019687-09-004324.hdr.sgml : 20091130 20091130153841 ACCESSION NUMBER: 0001019687-09-004324 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091130 DATE AS OF CHANGE: 20091130 EFFECTIVENESS DATE: 20091130 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: 091212059 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 09/30/2009 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 November 30, 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: 381 Form 13F Information Table Value Total: $417,465 (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 9/30/09 - ------------------------------------------------------------------------------------------------------------------------------------ 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) - ------------------------------------------------------------------------------------------------------------------------------------ 3Com COMMON 885535104 974 186,159 186,159 92,990 93,169 3M Company COMMON 88579Y101 561 7,596 7,596 3,976 3,620 A.O. Smith COMMON 831865209 215 5,647 5,647 1,263 4,384 AAR COMMON 000361105 1,073 48,917 48,917 39,862 9,055 Abbott Laboratories COMMON 002824100 2,663 53,824 53,824 36,975 16,849 Abercrombie & Fitch COMMON 002896207 957 29,099 29,099 21,891 7,208 Accenture COMMON G1151C101 210 5,640 5,640 3,800 1,840 Aceto Corp COMMON 004446100 1,190 179,765 179,765 110,635 69,130 ActivIdentity COMMON 00506p103 823 297,080 297,080 223,700 73,380 Activision Blizzard COMMON 00507V109 2,333 188,257 188,257 131,472 56,785 Adaptec COMMON 00651F108 235 70,401 70,401 24,792 45,609 ADC Telecommun. COMMON 000886309 266 31,935 31,935 19,224 12,711 AdTran COMMON 00738a106 327 13,301 13,301 5,620 7,681 Aetna COMMON 00817y108 2,373 85,285 85,285 59,783 25,501 Aetrium COMMON 00817R103 572 258,833 258,833 205,265 53,568 Air France ADR COMMON 009119108 1,383 76,382 76,382 50,891 25,491 Akamai Technologies COMMON 00971T101 786 39,923 39,923 24,715 15,208 Alaska Air Group COMMON 011659109 1,408 52,560 52,560 37,660 14,900 Alcoa COMMON 013817101 1,637 124,792 124,792 80,487 44,305 Alliance Fiber Optic COMMON 018680108 1,025 820,361 820,361 616,567 203,794 Alliance One Int'l COMMON 018772103 1,048 233,915 233,915 176,404 57,511 Allied Defense Group COMMON 019118108 1,483 284,705 284,705 199,637 85,068 Altera COMMON 021441100 351 17,135 17,135 11,672 5,463 Altria Group COMMON 02209S103 2,291 128,646 128,646 87,845 40,801 America Movil SA COMMON 02364W105 1,362 31,083 31,083 18,473 12,610 American Eagle Outfitters COMMON 02553E106 3,093 183,475 183,475 124,424 59,051 American Ecology Corp COMMON 025533407 622 33,275 33,275 23,608 9,667 American Financial COMMON 025932104 1,739 68,195 68,195 37,355 30,840 American Science & Engineering COMMON 029429107 1,913 28,111 28,111 17,737 10,374 American Software COMMON 029683109 4,265 653,209 653,209 428,144 225,065 Ameriprise Financial COMMON 03076C106 2,818 77,565 77,565 53,661 23,904 Ameron COMMON 030710107 670 9,578 9,578 8,251 1,327 Amgen COMMON 031162100 1,321 21,931 21,931 14,185 7,746 Anadarko Petroleum COMMON 032511107 3,029 48,292 48,292 35,756 12,536 Anadigics COMMON 032515108 91 19,300 19,300 14,641 4,659 Anglo American COMMON 03485P201 498 31,348 31,348 19,201 12,147 Annaly Mtg Mgmt COMMON 035710409 2,639 145,478 145,478 98,610 46,868 Apache COMMON 037411105 2,427 26,431 26,431 18,920 7,511 Apple Computer COMMON 037833100 2,105 11,355 11,355 8,194 3,161 Applied Materials COMMON 038222105 650 48,604 48,604 20,989 27,615 Applied Signal Technology COMMON 038237103 315 13,553 13,553 4,125 9,428 Archer-Daniels-Midland COMMON 039483102 3,883 132,905 132,905 93,490 39,414 Arkansas Best COMMON 040790107 1,593 53,214 53,214 36,748 16,466 ASM Holdings COMMON N07059186 427 14,457 14,457 5,144 9,313 Associated Banc-Corp COMMON 045487105 120 10,540 10,540 6,045 4,495 Astrazeneca Plc Ads COMMON 046353108 240 5,331 5,331 2,731 2,600 AT&T Inc Com COMMON 00206r102 346 12,820 12,820 5,901 6,918 AU Optronics COMMON 002255107 1,406 145,212 145,212 97,355 47,857 AuthenTec COMMON 052660107 211 75,360 75,360 58,865 16,495 Avnet COMMON 053807103 1,224 47,127 47,127 38,537 8,590 AVX Corp COMMON 002444107 1,156 96,916 96,916 69,490 27,426 Axis Capital COMMON G0692U109 1,169 38,734 38,734 23,875 14,859 Baker Hughes COMMON 057224107 742 17,384 17,384 12,665 4,719 Bank of America COMMON 060505104 1,590 93,978 93,978 61,723 32,255 Bank of NY Mellon Corp. COMMON 064058100 1,164 40,147 40,147 28,891 11,256 Bare Escentuals COMMON 067511105 151 12,690 12,690 9,705 2,985 Basic Energy Service COMMON 06985P100 93 10,919 10,919 5,656 5,263 Baxter International COMMON 071813109 2,136 37,461 37,461 28,959 8,502 BB&T Corporation COMMON 054937107 2,716 99,720 99,720 68,498 31,222 BE Aerospace COMMON 073302101 890 44,172 44,172 32,205 11,967 Benchmark Electronics COMMON 08160h101 1,093 60,745 60,745 38,077 22,668 Benihana Inc COMMON 082047101 94 15,388 15,388 9,933 5,455 Berkshire Hathaway CL A COMMON 084670108 505 5 5 5 - Best Buy COMMON 086516101 1,791 47,729 47,729 27,389 20,340 BHP Billiton COMMON 088606108 1,705 25,822 25,822 20,269 5,553 BigBand Networks COMMON 089750509 114 28,400 28,400 21,525 6,875 BioMed Realty COMMON 09063H107 1,795 130,044 130,044 92,583 37,461 Biovail Corp. COMMON 09067J109 219 14,220 14,220 8,015 6,205 Black & Decker COMMON 091797100 919 19,850 19,850 12,640 7,210 Boeing Co. COMMON 097023105 2,386 44,067 44,067 31,363 12,704 Boston Scientific COMMON 101137107 255 24,059 24,059 11,721 12,338 Brandywine Realty COMMON 105368203 273 24,685 24,685 14,380 10,305 Brightpoint COMMON 109473405 1,458 166,611 166,611 131,272 35,339 Bristol Myers COMMON 110122108 2,089 92,775 92,775 61,898 30,877 Bristow Group Inc COMMON 110394103 641 21,580 21,580 19,255 2,325 Brocade Communications Systems COMMON 111621306 168 21,378 21,378 12,702 8,676 Cabela's COMMON 126804301 451 33,797 33,797 21,377 12,420 Callaway Golf Co. COMMON 131193104 327 42,946 42,946 30,230 12,716 Cal-Maine Foods COMMON 128030202 1,896 70,813 70,813 43,987 26,826 Capital One Financial COMMON 14040H105 203 5,672 5,672 3,663 2,009 Capstead Mortgage COMMON 14067E506 1,780 127,983 127,983 92,499 35,484 Carnival COMMON 143658300 573 17,222 17,222 15,278 1,944 Carpenter Technology COMMON 144285103 406 17,360 17,360 10,935 6,425 Caterpillar COMMON 149123101 839 16,350 16,350 9,172 7,178 Celanese Corp COMMON 150870103 923 36,901 36,901 20,462 16,439 Central Garden COMMON 153527106 288 24,549 24,549 14,474 10,075 Ceradyne COMMON 156710105 280 15,252 15,252 10,256 4,996 Ceva Inc COMMON 157210105 1,732 161,098 161,098 123,056 38,042 Cheesecake Factory COMMON 163072101 313 16,915 16,915 8,950 7,965 Chesapeake Energy COMMON 165167107 3,025 106,503 106,503 71,959 34,544 Chevron COMMON 166764100 2,047 29,059 29,059 19,278 9,781 Chubb Corporation COMMON 171232101 902 17,896 17,896 9,274 8,622 Ciena COMMON 171779309 286 17,545 17,545 10,519 7,026 Cisco Systems COMMON 17275R102 1,605 68,195 68,195 50,766 17,429 Clearfield Inc COMMON 18482p103 479 107,668 107,668 107,668 - Coach COMMON 189754104 772 23,452 23,452 14,500 8,952 Coca Cola Co. COMMON 191216100 517 9,629 9,629 4,345 5,284 Cogent COMMON 19239Y108 1,520 150,476 150,476 98,526 51,950 Cohu COMMON 192576106 1,641 121,003 121,003 81,556 39,447 Comcast Corp CL A COMMON 20030N101 804 47,625 47,625 26,206 21,419 Communication Systems COMMON 203900105 1,058 90,585 90,585 75,125 15,460 Complete Production Services COMMON 20453E109 188 16,621 16,621 10,051 6,570 Compuware COMMON 205638109 1,153 157,240 157,240 120,565 36,675 Conagra Foods COMMON 205887102 325 15,010 15,010 8,362 6,648 Conocophillips COMMON 20825C104 2,019 44,703 44,703 29,995 14,708 Cooper Tire COMMON 216831107 1,503 85,470 85,470 56,115 29,355 Cornell COMMON 219141108 2,175 96,905 96,905 66,490 30,415 Corning COMMON 219350105 1,819 118,820 118,820 82,249 36,571 CSP Inc. COMMON 126389105 178 49,130 49,130 34,105 15,025 CSX COMMON 126408103 3,070 73,336 73,336 48,485 24,851 Cummins COMMON 231021106 650 14,513 14,513 5,558 8,955 Cutera COMMON 232109108 240 27,710 27,710 18,185 9,525 CVS COMMON 126650100 218 6,108 6,108 3,964 2,144 Cyberoptics COMMON 232517102 504 74,946 74,946 51,749 23,197 D R Horton COMMON 23331A109 2,624 229,947 229,947 148,099 81,848 Daimler Benz ADR COMMON D1668R123 1,076 21,382 21,382 17,048 4,334 Darden Restaurants COMMON 237194105 466 13,664 13,664 9,523 4,141 Darling International COMMON 237266101 1,983 269,840 269,840 206,445 63,395 Deckers Outdoor COMMON 243537107 749 8,831 8,831 4,449 4,382 Delta Apparel COMMON 247368103 333 41,595 41,595 40,670 925 Devon Energy COMMON 25179M103 1,758 26,106 26,106 18,193 7,913 Diamond Offshore COMMON 25271c102 593 6,208 6,208 3,423 2,785 Digi International COMMON 253798102 764 89,659 89,659 76,406 13,253 Diodes COMMON 254543101 2,086 115,296 115,296 89,541 25,755 Disney, Walt COMMON 254687106 4,220 153,668 153,668 104,519 49,149 DSP Group COMMON 23332b106 134 16,405 16,405 8,560 7,845 Ducommun COMMON 264147109 981 51,893 51,893 46,203 5,690 Duke Energy COMMON 26441c105 173 11,021 11,021 3,661 7,360 DuPont COMMON 263534109 1,376 42,823 42,823 28,857 13,966 Eaton COMMON 278058102 2,088 36,895 36,895 23,823 13,072 E-Bay COMMON 278642103 1,128 47,780 47,780 28,990 18,790 Edgewater Technology COMMON 280358102 239 81,204 81,204 81,204 - Edison International COMMON 281020107 2,249 66,960 66,960 47,491 19,469 El Paso COMMON 28336l109 483 46,782 46,782 29,387 17,395 Electronics For Imaging COMMON 286082102 580 51,459 51,459 38,972 12,487 Eli Lilly & Co. COMMON 532457108 1,462 44,248 44,248 31,172 13,076 ELong Inc. COMMON 290138205 639 66,323 66,323 40,635 25,688 EMC Corp COMMON 268648102 587 34,456 34,456 18,967 15,489 Endurance Specialty COMMON G30397106 1,154 31,652 31,652 23,910 7,742 Endwave COMMON 29264A206 94 29,545 29,545 18,950 10,595 Exar Corp COMMON 300645108 728 98,989 98,989 71,782 27,207 Exxon Mobil COMMON 30231G102 1,688 24,609 24,609 16,230 8,379 FDX COMMON 31428X106 258 3,429 3,429 2,241 1,188 Fifth Third Bancorp COMMON 316773100 206 20,353 20,353 9,418 10,935 Flextronics COMMON Y2573F102 686 91,835 91,835 47,142 44,693 Focus Media COMMON 34415V109 278 25,185 25,185 18,830 6,355 Force Protection COMMON 345203202 77 14,181 14,181 8,168 6,013 Forest Laboratories COMMON 345838106 1,460 49,586 49,586 37,724 11,862 Forest Oil COMMON 346091705 473 24,173 24,173 13,940 10,233 Freeport McMoran Copper & Gold COMMON 35671D857 2,660 38,767 38,767 25,310 13,457 FreightCar America COMMON 357023100 838 34,469 34,469 20,617 13,852 Frozen Food Express COMMON 359360104 203 69,230 69,230 41,128 28,102 GameStop Corp COMMON 36467w109 1,090 41,197 41,197 29,389 11,808 Gap (The) COMMON 364760108 349 16,292 16,292 3,335 12,957 General Dynamics COMMON 369550108 1,060 16,406 16,406 12,570 3,836 General Electric Co. COMMON 369604103 1,703 103,742 103,742 71,616 32,126 Gerdau Ameristeel COMMON 37373P105 760 96,001 96,001 48,422 47,579 GlaxoSmithkline PLC COMMON 37733W105 1,077 27,259 27,259 19,960 7,299 Global-Tech Advanced InnovationCOMMON G39320117 224 24,316 24,316 21,896 2,420 Goldman Sachs Group COMMON 38141G104 991 5,376 5,376 2,854 2,522 Goodyear Tire COMMON 382550101 1,358 79,749 79,749 57,883 21,866 Graftech Intl Ltd COMMON 384313102 758 51,540 51,540 24,250 27,290 GTSI Corp. COMMON 36238k103 268 33,772 33,772 33,772 - Guess ? COMMON 401617105 1,011 27,287 27,287 16,688 10,599 H&R Block COMMON 093671105 1,539 83,731 83,731 59,046 24,685 Halliburton Co. COMMON 406216101 656 24,189 24,189 10,214 13,975 Harley Davidson COMMON 412822108 414 18,003 18,003 10,948 7,055 Hasbro COMMON 418056107 2,490 89,722 89,722 65,827 23,895 Haynes International COMMON 420877201 245 7,686 7,686 5,150 2,536 Healthstream COMMON 42222N103 1,107 249,323 249,323 202,725 46,598 Heartland Payment Systems COMMON 42235N108 779 53,689 53,689 29,333 24,356 Helen of Troy Ltd. COMMON G4388N106 531 27,345 27,345 19,890 7,455 Hershey Foods COMMON 427866108 224 5,753 5,753 3,183 2,570 Hewlett Packard COMMON 428236103 2,320 49,135 49,135 32,056 17,079 Holly Corp. COMMON 435758305 1,867 72,877 72,877 54,351 18,526 Home Depot COMMON 437076102 2,049 76,931 76,931 53,734 23,196 HRPT Properties COMMON 40426W101 893 118,692 118,692 94,302 24,390 HSBC Holdings ADR COMMON 404280406 361 6,297 6,297 3,416 2,881 Humana COMMON 444859102 1,785 47,842 47,842 36,985 10,857 Imperial Sugar Co. COMMON 453096208 857 67,599 67,599 39,599 28,000 Ingersoll-Rand PLC COMMON G47791101 260 8,485 8,485 3,265 5,220 Insteel Industries COMMON 45774w108 756 63,282 63,282 29,175 34,107 Integrated Device COMMON 458118106 1,276 188,786 188,786 130,572 58,214 Integrated Silicon COMMON 45812P107 301 80,096 80,096 37,281 42,815 Intel COMMON 458140100 2,638 134,815 134,815 92,490 42,325 Intevac Inc COMMON 461148108 682 50,733 50,733 27,748 22,985 Int'l Business Machines COMMON 459200101 2,560 21,399 21,399 15,964 5,435 Int'l Game Technology COMMON 459902102 2,131 99,210 99,210 63,305 35,905 Int'l Rectifier COMMON 460254105 230 11,814 11,814 5,227 6,587 Jack in the Box COMMON 466367109 1,412 68,925 68,925 38,765 30,160 JC Penney Co. COMMON 708160106 1,545 45,778 45,778 34,392 11,386 Jetblue Airways COMMON 477143101 189 31,550 31,550 18,000 13,550 Johnson & Johnson COMMON 478160104 2,960 48,611 48,611 33,040 15,571 Joy Global COMMON 481165108 2,771 56,629 56,629 34,298 22,331 JP Morgan Chase COMMON 46625H100 2,999 68,441 68,441 42,498 25,943 Kaman Corp COMMON 483548103 1,415 64,356 64,356 54,857 9,499 KBR Inc. COMMON 48242W106 2,910 124,940 124,940 87,253 37,687 Key Energy Services COMMON 492914106 549 63,070 63,070 53,645 9,425 Keynote Systems COMMON 493308100 2,056 217,985 217,985 148,844 69,141 King Pharmaceuticals COMMON 495582108 1,013 94,067 94,067 70,227 23,840 KLA-Tencor COMMON 482480100 349 9,720 9,720 4,529 5,191 Kraft Foods CL A COMMON 50075N104 832 31,666 31,666 25,457 6,209 Kroger COMMON 501044101 430 20,810 20,810 13,165 7,645 L.M Ericsson COMMON 294821608 119 11,870 11,870 10,960 910 Lam Research COMMON 512807108 1,271 37,215 37,215 31,440 5,775 Las Vegas Sands COMMON 517834107 385 22,859 22,859 13,818 9,041 LCA-Vision COMMON 501803308 336 47,989 47,989 27,992 19,997 LMI Aerospace COMMON 502079106 942 93,932 93,932 85,440 8,492 Lockheed Martin COMMON 539830109 2,897 37,109 37,109 22,252 14,857 LookSmart COMMON 543442503 17 14,263 14,263 3,525 10,738 Louisiana Pacific COMMON 546347105 279 41,785 41,785 24,360 17,425 Lowes Companies COMMON 548661107 334 15,949 15,949 8,695 7,254 Manitowoc COMMON 563571108 1,136 120,000 120,000 87,710 32,290 Marathon Oil COMMON 565849106 3,076 96,424 96,424 69,783 26,641 Massey Energy COMMON 576206106 224 8,016 8,016 5,639 2,377 Mastec COMMON 576323109 150 12,313 12,313 5,001 7,312 Mattel COMMON 577081102 2,328 126,090 126,090 86,953 39,137 McDonalds COMMON 580135101 466 8,174 8,174 4,118 4,056 McKesson COMMON 58155Q103 4,024 67,566 67,566 46,037 21,529 McRae Industries CL A COMMON 582757209 314 35,890 35,890 32,140 3,750 MDC Holdings COMMON 552676108 762 21,947 21,947 16,116 5,831 Medtronic COMMON 585055106 765 20,787 20,787 12,664 8,123 Merck & Co. COMMON 589331107 1,624 51,352 51,352 32,140 19,212 Meritage Homes COMMON 59001A102 225 11,096 11,096 7,461 3,635 Methanex COMMON 59151K108 365 21,111 21,111 11,851 9,260 Metlife COMMON 59156r108 1,042 27,364 27,364 21,348 6,016 MGM Mirage COMMON 552953101 236 19,605 19,605 11,925 7,680 Microsoft COMMON 594918104 3,601 140,014 140,014 95,781 44,233 Morgan Stanley COMMON 617446448 553 17,917 17,917 9,443 8,474 Mosaic COMMON 61945a107 900 18,713 18,713 14,778 3,935 Nabors Industries Ltd. COMMON G6359F103 1,216 58,168 58,168 45,804 12,364 Nam Tai Electronics COMMON 629865205 802 148,542 148,542 102,384 46,158 NASDAQ Stock Market COMMON 631103108 1,569 74,521 74,521 52,206 22,315 National Bank of Greece COMMON 633643408 133 18,435 18,435 13,560 4,875 National Presto COMMON 637215104 210 2,431 2,431 447 1,984 National Semiconductor COMMON 637640103 782 54,817 54,817 43,316 11,501 National Western Life Ins Co CLCOMMON 638522102 665 3,778 3,778 3,128 650 Navios Maritime Holdings Inc. COMMON Y62196103 1,852 377,238 377,238 213,561 163,677 Navistar International COMMON 63934E108 1,099 29,359 29,359 22,098 7,261 New York Community COMMON 649445103 222 19,445 19,445 9,215 10,230 Newell Rubbermaid COMMON 651229106 637 40,601 40,601 27,066 13,535 Nike CL B COMMON 654106103 242 3,739 3,739 1,097 2,642 Noble Corp COMMON H5833n103 665 17,522 17,522 11,228 6,294 Noble Energy COMMON 655044105 1,752 26,565 26,565 18,186 8,379 Nokia COMMON 654902204 2,433 166,448 166,448 112,555 53,893 Nordic American COMMON G65773106 859 29,055 29,055 23,762 5,293 Nordstrom COMMON 655664100 2,168 70,979 70,979 48,811 22,168 Norfolk Southern COMMON 655844108 2,706 62,773 62,773 40,595 22,178 Novartis COMMON 66987V109 479 9,504 9,504 3,502 6,002 Novell Inc. COMMON 670006105 657 145,781 145,781 112,095 33,686 Novellus Systems COMMON 670008101 660 31,445 31,445 16,068 15,377 Nucor COMMON 670346105 646 13,734 13,734 7,363 6,371 Nutrisystem COMMON 67069D108 675 44,240 44,240 27,530 16,710 NYSE Euronext COMMON 629491101 213 7,357 7,357 3,617 3,740 O I CORP COMMON 670841105 405 55,504 55,504 55,504 - Occidental Petroleum COMMON 674599105 3,488 44,486 44,486 30,150 14,336 Oceaneering International COMMON 675232102 1,285 22,637 22,637 20,042 2,595 Oil States Int'l COMMON 678026105 1,397 39,780 39,780 19,863 19,917 Old Republic Intl COMMON 680223104 630 51,693 51,693 47,558 4,135 Olin COMMON 680665205 2,562 146,922 146,922 101,883 45,039 OM Group COMMON 670872100 1,622 53,372 53,372 39,490 13,882 Oplink Communications COMMON 68375Q403 787 54,170 54,170 31,028 23,142 Oracle COMMON 68389X105 300 14,389 14,389 4,919 9,470 OSI Systems COMMON 671044105 2,299 125,678 125,678 84,773 40,905 Overseas Shipholding Group COMMON 690368105 913 24,420 24,420 19,803 4,617 Oxford Industries COMMON 691497309 437 22,205 22,205 17,318 4,887 Palomar Med Tech COMMON 697529303 1,601 98,767 98,767 67,092 31,675 Parker-Hannifin COMMON 701094104 357 6,886 6,886 4,631 2,255 Patterson Uti Energy COMMON 703481101 440 29,120 29,120 25,500 3,620 Peerless Systems COMMON 705536100 667 293,785 293,785 233,718 60,067 Pericom Semiconductor COMMON 713831105 1,741 177,477 177,477 128,387 49,090 Petroleo Brasileiro SA COMMON 71654V408 812 17,693 17,693 11,256 6,437 Pfizer COMMON 717081103 1,821 110,012 110,012 76,491 33,521 Philip Morris COMMON 718172109 1,196 24,543 24,543 17,331 7,212 Phillips Van Heusen COMMON 718592108 1,393 32,554 32,554 19,527 13,027 PNC Bank COMMON 693475105 377 7,768 7,768 7,457 311 Polycom COMMON 73172K104 512 19,127 19,127 18,528 599 Proctor & Gamble COMMON 742718109 260 4,482 4,482 2,660 1,822 Progress Software COMMON 743312100 240 10,575 10,575 4,150 6,425 Prudential COMMON 744320102 2,495 49,995 49,995 36,874 13,121 Pulte Homes COMMON 745867101 428 38,966 38,966 36,192 2,774 PVF Capital COMMON 693654105 131 55,728 55,728 43,194 12,534 Qualcomm COMMON 747525103 280 6,229 6,229 2,164 4,065 Quiksilver COMMON 74838C106 389 141,509 141,509 115,194 26,315 Raymond James COMMON 754730109 342 14,678 14,678 8,635 6,043 Raytheon Co. COMMON 755111507 866 18,047 18,047 15,762 2,285 Res-Care COMMON 760943100 1,233 86,795 86,795 70,150 16,645 Reynolds American Inc. COMMON 761713106 1,511 33,950 33,950 27,376 6,574 RLI Corp. COMMON 749607107 248 4,695 4,695 1,834 2,861 Robbins & Myers COMMON 770196103 308 13,128 13,128 8,350 4,778 Rock of Ages CL A COMMON 772632105 231 73,717 73,717 45,380 28,337 Rockwell Collins COMMON 774341101 326 6,420 6,420 4,908 1,512 Rowan Companies COMMON 779382100 1,934 83,811 83,811 57,599 26,212 Sanofi Aventis COMMON 80105n105 740 20,030 20,030 11,988 8,042 Sara Lee COMMON 803111103 1,467 131,681 131,681 89,702 41,979 Schering Plough COMMON 806605101 719 25,453 25,453 14,158 11,295 Seagate Tech COMMON G7945j104 1,907 125,384 125,384 86,912 38,472 Ship Finance Int'l COMMON G81075106 163 13,270 13,270 3,708 9,562 Sifco Industries COMMON 826546103 477 32,420 32,420 32,420 - Silicom COMMON M84116108 351 37,440 37,440 24,365 13,075 Silicon Graphics Int'l COMMON 82706L108 158 23,600 23,600 14,094 9,506 Silicon Storage COMMON 827057100 189 77,905 77,905 29,330 48,575 Smith Midland Corp. COMMON 832156103 538 290,860 290,860 288,860 2,000 Sonicwall COMMON 835470105 593 70,600 70,600 59,975 10,625 Spartan Motors COMMON 846819100 642 124,830 124,830 70,240 54,590 Spectra Energy COMMON 847560109 1,032 54,509 54,509 31,034 23,475 Starbucks COMMON 855244109 1,499 72,614 72,614 48,165 24,449 Starwood Hotels & Resorts WorldCOMMON 85590A401 711 21,522 21,522 11,767 9,755 State Street COMMON 857477103 230 4,367 4,367 2,547 1,820 Steel Dynamics Inc. COMMON 858119100 238 15,507 15,507 6,967 8,540 Steven Madden Ltd. COMMON 556269108 1,832 49,758 49,758 35,886 13,872 Suntrust Banks COMMON 867914103 228 10,110 10,110 10,000 110 Supergen COMMON 868059106 180 67,304 67,304 43,924 23,380 Supervalu COMMON 868536103 2,016 133,866 133,866 91,697 42,169 Symantec COMMON 871503108 1,586 96,285 96,285 72,468 23,817 Symmetricom COMMON 871543104 177 34,263 34,263 16,116 18,147 Syneron Medical COMMON M87245102 1,273 111,581 111,581 86,988 24,593 Synopsys COMMON 871607107 949 42,344 42,344 29,283 13,061 Taiwan Semiconductor COMMON 874039100 1,191 108,709 108,709 85,970 22,739 Target COMMON 87612E106 1,280 27,413 27,413 19,314 8,099 Tata Motors Ltd COMMON 876568502 1,970 151,990 151,990 105,887 46,103 TCF Financial COMMON 872275102 2,168 166,225 166,225 116,281 49,944 Technical Communications COMMON 878409101 158 35,200 35,200 23,850 11,350 TeeKay Shipping COMMON Y8564W103 264 12,065 12,065 5,194 6,871 Tellabs COMMON 879664100 1,646 237,842 237,842 181,019 56,823 Tempur-Pedic COMMON 88023u101 541 28,590 28,590 18,019 10,571 Terex Corp COMMON 880779103 634 30,597 30,597 25,963 4,634 Texas Instruments COMMON 882508104 1,259 53,153 53,153 26,287 26,866 The Travelers Companies COMMON 89417e109 2,890 58,699 58,699 40,449 18,249 Thermo Fisher Scientific COMMON 883556102 559 12,811 12,811 6,788 6,023 Tidewater COMMON 886423102 1,752 37,203 37,203 26,639 10,564 TII Network Tech COMMON 872479209 664 593,008 593,008 488,335 104,673 Timken Company COMMON 887389104 520 22,197 22,197 12,543 9,654 Titan International COMMON 88830M102 1,438 161,591 161,591 122,090 39,501 Toll Brothers COMMON 889478103 1,601 81,933 81,933 58,448 23,485 Tollgrade Communications COMMON 889542106 310 47,881 47,881 35,242 12,639 Toyota Motor COMMON 892331307 442 5,628 5,628 3,104 2,524 Transocean Ltd. COMMON H8817H100 2,388 27,919 27,919 18,956 8,963 Trident Microsystems COMMON 895919108 253 97,655 97,655 64,182 33,473 Trinity Industries COMMON 896522109 1,743 101,402 101,402 64,706 36,696 Trio-Tech Int'l COMMON 896712205 220 83,144 83,144 76,275 6,869 Triquint Semiconductor COMMON 89674K103 727 94,175 94,175 90,300 3,875 TrueBlue Inc COMMON 89785x101 273 19,397 19,397 11,310 8,087 Tsakos Energy COMMON G9108L108 2,465 157,508 157,508 105,902 51,606 TTM Technologies COMMON 87305R109 706 61,566 61,566 40,241 21,325 Tutor Perini Corp COMMON 901109108 909 42,674 42,674 28,700 13,974 Tyson Foods COMMON 902494103 250 19,785 19,785 8,945 10,840 Ultratech COMMON 904034105 1,386 104,741 104,741 68,246 36,495 Union Pacific COMMON 907818108 1,104 18,923 18,923 13,627 5,296 Unit Corp. COMMON 909218109 848 20,555 20,555 10,272 10,283 United Online COMMON 911268100 2,727 339,212 339,212 228,986 110,226 United States Steel COMMON 912909108 908 20,459 20,459 14,572 5,887 United Technologies COMMON 913017109 562 9,226 9,226 6,178 3,048 UnitedHealth Group, Inc COMMON 91324p102 2,804 111,990 111,990 75,415 36,575 Unumprovident COMMON 91529Y106 1,218 56,800 56,800 47,490 9,310 US Bancorp COMMON 902973304 602 27,554 27,554 17,630 9,924 Valero Energy COMMON 91913y100 1,881 97,001 97,001 68,756 28,245 Valueclick COMMON 92046N102 1,763 133,698 133,698 87,295 46,403 Varian Medical COMMON 92220p105 1,460 34,663 34,663 19,086 15,577 Vascular Solutions COMMON 92231M109 570 68,865 68,865 66,259 2,606 Verizon Communications COMMON 92343V104 2,830 93,477 93,477 62,991 30,486 VF Corp COMMON 918204108 681 9,397 9,397 4,942 4,455 Viropharma Inc COMMON 928241108 864 89,788 89,788 55,903 33,885 Vishay Intertechnology COMMON 928298108 1,339 169,441 169,441 115,829 53,612 W.R. Berkley COMMON 084423102 311 12,318 12,318 4,013 8,305 Walgreen COMMON 931422109 2,616 69,822 69,822 48,166 21,656 Wal-Mart Stores COMMON 931142103 1,669 34,000 34,000 19,885 14,115 Waste Management COMMON 94106L109 1,181 39,594 39,594 21,544 18,050 Wayside Technology Group COMMON 946760105 1,821 205,042 205,042 141,919 63,123 Weatherford Intl COMMON H27013103 1,137 54,855 54,855 33,087 21,768 Wells Fargo & Co. COMMON 949746101 1,077 38,208 38,208 36,303 1,905 Wesco Intl COMMON 95082P105 533 18,517 18,517 11,511 7,006 Western Digital COMMON 958102105 4,134 113,162 113,162 86,629 26,533 Western Union COMMON 959802109 511 27,009 27,009 18,359 8,650 Wet Seal COMMON 961840105 72 18,990 18,990 16,365 2,625 Whirpool COMMON 963320106 894 12,776 12,776 10,011 2,765 Williams Companies COMMON 969457100 195 10,903 10,903 6,980 3,923 Williams Sonoma COMMON 969904101 892 44,104 44,104 35,208 8,896 Wyeth COMMON 983024100 1,773 36,495 36,495 27,038 9,457 Wyndham Worldwide COMMON 98310W108 255 15,635 15,635 8,150 7,485 Yamana Gold COMMON 98462Y100 1,942 181,366 181,366 133,574 47,792 381 417,465
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