0001085936-11-000017.txt : 20110513
0001085936-11-000017.hdr.sgml : 20110513
20110513143714
ACCESSION NUMBER: 0001085936-11-000017
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110513
DATE AS OF CHANGE: 20110513
EFFECTIVENESS DATE: 20110513
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: 11840020
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
sfm1q11doc.txt
13F FILING 1Q2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2011
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 May 13, 2011
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
*As of March 31, 2011, with respect to the holdings identified, the Filer?s
discretion was limited to providing a model portfolio to a transition manager
for execution.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 731
Form 13F Information Table Value Total: $10,929,385
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.
March 31, 2011
Title of Value Total InvstmnOther Voting Authority
Security Class Cusip (x$1000) #Shares DscretnManage Sole SharedNone
1st Source Corp. COM 336901103 80 4,005 Defined 01 195 0 3,810
A. Schulman Inc. COM 808194104 7,193 294,858 Defined 01 231,953 0 62,905
A. Schulman Inc.* COM 808194104 1,875 75,831 Defined 01 0 0 75,831
A.O. Smith Corp. COM 831865209 10,456 235,812 Defined 01 110,962 0 124,850
A.O. Smith Corp.* COM 831865209 2,137 48,200 Defined 01 0 0 48,200
ABM Industries Inc. COM 000957100 76 2,990 Defined 01 160 0 2,830
Abraxas Petroleum Corp COM 003830106 2,817 482,410 Defined 01 157,905 0 324,505
Accenture PLC CL A SHS CLASS A G1151C101 29,840 542,840 Defined 01 357,840 0 185,000
Accuray Inc. COM 004397105 9 1,000 Defined 01 1,000 0 0
Actuant Corporation CL A CL A NEW 00508X203 5,039 175,542 Defined 01 138,142 0 37,400
Actuant Corporation CL A* CL A NEW 00508X203 1,586 54,705 Defined 01 0 0 54,705
Aeropostale Inc. COM 007865108 9 372 Defined 01 372 0 0
AeroVironment Inc. COM 008073108 13 375 Defined 01 375 0 0
Aetna Inc. COM 00817Y108 1,845 49,285 Defined 01 49,285 0 0
AGCO Corp. COM 001084102 1,458 26,529 Defined 01 26,516 0 13
AGCO Corp.* COM 001084102 2,628 47,800 Defined 01 0 0 47,800
Agilent Technologies Inc. COM 00846U101 890 19,880 Defined 01 19,880 0 0
Agree Realty Corp. (REIT) COM 008492100 75 3,345 Defined 01 170 0 3,175
Agrium Inc. COM 008916108 59,230 641,988 Defined 01 457,346 0 184,642
Agrium Inc.* COM 008916108 5,656 61,300 Defined 01 0 0 61,300
Air Transport Services Group COM 00922R105 2,407 284,800 Defined 01 210,600 0 74,200
Air Transport Services Group* COM 00922R105 1,442 170,682 Defined 01 0 0 170,682
AK Steel Holding Corp. COM 001547108 3,287 208,300 Defined 01 69,900 0 138,400
Alamo Group Inc. COM 011311107 76 2,770 Defined 01 135 0 2,635
Alaska Air Group Inc. COM 011659109 84 1,325 Defined 01 75 0 1,250
Albany International Corp. CL CL A 012348108 85 3,415 Defined 01 170 0 3,245
Alcatel-Lucent ADR SPONSORED ADR 013904305 69,244 11,917,917 Defined 01 8,766,127 0 3,151,790
Alcatel-Lucent ADR * SPONSORED ADR 013904305 6,658 1,146,000 Defined 01 0 0 1,146,000
Alcoa Inc. COM 013817101 112,909 6,393,509 Defined 01 4,634,414 0 1,759,095
Alcoa Inc.* COM 013817101 9,725 550,970 Defined 01 0 0 550,970
Alexander's Inc. (REIT) COM 014752109 77 190 Defined 10 10 0 180
Align Technology Inc. COM 016255101 3,230 160,252 Defined 01 122,852 0 37,400
Align Technology Inc.* COM 016255101 1,419 69,291 Defined 01 0 0 69,291
Alleghany Corp. COM 017175100 7,539 23,256 Defined 01 18,450 0 4,805
Alleghany Corp.* COM 017175100 2,677 8,089 Defined 01 0 0 8,089
Allegheny Technologies Inc. COM 01741R102 122 1,800 Defined 01 1,800 0 0
Altera Corp. COM 021441100 2,420 54,964 Defined 01 0 0 54,964
Altra Holdings Inc. COM 02208R106 13,944 595,881 Defined 01 465,781 0 130,100
Altra Holdings Inc.* COM 02208R106 6,619 280,227 Defined 01 0 0 280,227
Amerco Com COM 023586100 6,543 67,450 Defined 01 22,600 0 44,850
American Eagle Outfitters Inc. COM 02553E106 5,200 333,791 Defined 01 267,091 0 66,700
American Eagle Outfitters Inc.* COM 02553E106 1,688 106,232 Defined 01 0 0 106,232
American Electric Power Co. In COM 025537101 407 11,589 Defined 01 11,589 0 0
American Express Company COM 025816109 543 12,011 Defined 01 12,011 0 0
American Greetings Corp. CL A COM 026375105 4,427 187,600 Defined 01 62,700 0 124,900
American Reprographics Co. COM 029263100 2 200 Defined 01 200 0 0
American Safety Insurance Hold COM G02995101 78 3,660 Defined 01 170 0 3,490
American Water Works Co. Inc. COM 030420103 164,455 5,862,905 Defined 01 3,737,345 0 2,125,560
American Water Works Co. Inc.* COM 030420103 15,154 540,239 Defined 01 0 0 540,239
Amerigroup Corp. COM 03073T102 86 1,340 Defined 01 65 0 1,275
Ameriprise Financial Inc. COM 03076C106 654 10,708 Defined 01 10,708 0 0
AmerisourceBergen Corp. COM 03073E105 55,531 1,403,706 Defined 01 889,681 0 514,025
AmerisourceBergen Corp.* COM 03073E105 5,988 151,359 Defined 01 0 0 151,359
Amgen Inc. COM 031162100 16,175 302,619 Defined 01 203,719 0 98,900
AMN Healthcare Services Inc. COM 001744101 5,587 654,669 Defined 01 514,769 0 139,900
AMN Healthcare Services Inc.* COM 001744101 2,847 328,700 Defined 01 0 0 328,700
Amsurg Corp. COM 03232P405 82 3,220 Defined 01 160 0 3,060
Anadarko Petroleum Corp. COM 032511107 1,335 16,292 Defined 01 16,292 0 0
Anadigics Inc. COM 032515108 9,289 2,109,863 Defined 01 1,382,378 0 727,485
Anadigics Inc.* COM 032515108 3,112 694,742 Defined 01 0 0 694,742
Anaren Inc. COM 032744104 81 4,015 Defined 01 195 0 3,820
Angiodynamics Inc COM 03475V101 74 4,880 Defined 01 245 0 4,635
Anixter Intl Inc. COM 035290105 1,117 15,981 Defined 01 14,811 0 1,170
Ann Inc. COM 035623107 22,219 772,548 Defined 01 446,073 0 326,475
Ann Inc.* COM 035623107 4,173 143,338 Defined 01 0 0 143,338
Apache Corp. COM 037411105 40,034 305,787 Defined 01 202,312 0 103,475
Apple Inc. COM 037833100 2,688 7,714 Defined 01 7,714 0 0
Applied Industrial Technologie COM 03820C105 16,350 491,575 Defined 01 190,235 0 301,340
Applied Micro Circuits Corp. COM NEW 03822W406 5,683 553,453 Defined 01 425,553 0 127,900
Applied Micro Circuits Corp.* COM NEW 03822W406 1,771 170,622 Defined 01 0 0 170,622
Arch Capital Group Ltd. ORD G0450A105 69 700 Defined 01 0 0 700
Arch Chemicals Inc. COM 03937R102 88 2,120 Defined 01 95 0 2,025
Arctic Cat Inc. COM 039670104 7,508 482,830 Defined 01 257,990 0 224,840
Arctic Cat Inc.* COM 039670104 2,032 130,693 Defined 01 0 0 130,693
Ariad Pharmaceuticals Inc. COM 04033A100 96 12,795 Defined 01 610 0 12,185
Armstrong World Industries Inc COM 04247X102 208 4,495 Defined 01 4,495 0 0
Arris Group Inc. COM 04269Q100 82 6,400 Defined 01 295 0 6,105
Arthrocare Corp. COM 043136100 76 2,270 Defined 01 110 0 2,160
Ashford Hospitality Trust (REI COM SHS 044103109 88 8,025 Defined 01 405 0 7,620
Aspen Insurance Holdings Ltd. COM G05384105 3,125 117,124 Defined 01 94,574 0 22,550
Aspen Insurance Holdings Ltd.* COM G05384105 1,904 69,100 Defined 01 0 0 69,100
Aspen Technology Inc * COM 045327103 13,200 880,584 Defined 01 0 0 880,584
AT&T Inc. COM 00206R102 99,669 3,256,093 Defined 01 2,163,893 0 1,092,200
Atlas Air Worldwide Holdings I COM NEW 049164205 78,622 1,131,561 Defined 01 733,705 0 397,856
Atlas Air Worldwide Holdings I * COM NEW 049164205 15,575 223,400 Defined 01 0 0 223,400
Atmel Corp. COM 049513104 161,283 11,832,827 Defined 01 7,524,152 0 4,308,675
Atmel Corp.* COM 049513104 10,265 753,118 Defined 01 0 0 753,118
ATMI Inc. COM 00207R101 75 3,985 Defined 01 185 0 3,800
Atwood Oceanics Inc. COM 050095108 155 3,331 Defined 01 3,331 0 0
Avista Corp. COM 05379B107 76 3,285 Defined 01 155 0 3,130
Axcelis Technologies Inc. COM 054540109 3,905 1,473,765 Defined 01 485,100 0 988,665
Bank of America Corporation COM 060505104 78,719 5,905,389 Defined 01 3,772,589 0 2,132,800
Bank of the Ozarks Inc. COM 063904106 81 1,845 Defined 01 95 0 1,750
BB&T Corp. COM 054937107 6,595 240,250 Defined 01 18,850 0 221,400
BE Aerospace Inc. COM 073302101 1,484 41,759 Defined 01 0 0 41,759
Beacon Roofing Supply Inc. COM 073685109 78 3,805 Defined 01 190 0 3,615
Beacon Roofing Supply Inc.* COM 073685109 12,208 596,378 Defined 01 0 0 596,378
Berkshire Hills Bancorp Inc. COM 084680107 14,513 704,978 Defined 01 475,528 0 229,450
Berkshire Hills Bancorp Inc.* COM 084680107 545 26,119 Defined 01 0 0 26,119
BGC Partners Inc. CL A 05541T101 81 8,680 Defined 01 440 0 8,240
Biogen Idec Inc. COM 09062X103 30,100 409,686 Defined 01 274,886 0 134,800
BioMed Realty Trust Inc. (REIT COM 09063H107 63,519 3,339,565 Defined 01 1,888,140 0 1,451,425
BioMed Realty Trust Inc. (REIT * COM 09063H107 4,203 220,969 Defined 01 0 0 220,969
Black Box Corp. COM 091826107 78 2,210 Defined 01 110 0 2,100
Black Hills Corp. COM 092113109 10,076 304,618 Defined 01 157,818 0 146,800
Black Hills Corp.* COM 092113109 1,196 35,758 Defined 01 0 0 35,758
Blackrock Kelso Capital Corp COM 092533108 74 7,270 Defined 01 340 0 6,930
Bob Evans Farms Inc. COM 096761101 3,230 99,080 Defined 01 32,420 0 66,660
Boise Inc. COM 09746Y105 18,787 2,050,955 Defined 01 785,820 0 1,265,135
BP PLC - ADR SPONSORED ADR 055622104 870 19,700 Defined 01 19,700 0 0
Brady Corp. CL A CL A 104674106 19,665 553,728 Defined 01 303,853 0 249,875
Brady Corp. CL A* CL A 104674106 3,308 92,700 Defined 01 0 0 92,700
Brandywine Realty Trust (REIT) SH BEN INT NEW 105368203 6,069 510,292 Defined 01 373,892 0 136,400
Brandywine Realty Trust (REIT) * COM 105368203 4,233 348,700 Defined 01 0 0 348,700
Briggs & Stratton Corp. COM 109043109 87 3,835 Defined 01 185 0 3,650
Brigham Exploration Co COM 109178103 6,938 188,434 Defined 01 148,534 0 39,900
Brigham Exploration Co* COM 109178103 2,915 78,400 Defined 01 0 0 78,400
Brinker International Inc. COM 109641100 86 3,395 Defined 01 175 0 3,220
Bristol-Myers Squibb Co. COM 110122108 298 11,275 Defined 01 11,275 0 0
Brookline Bancorp Inc. (DEL) COM 11373M107 4,753 451,340 Defined 01 338,840 0 112,500
Brookline Bancorp Inc. (DEL) * COM 11373M107 2,560 243,100 Defined 01 0 0 243,100
Brooks Automation Inc. COM 114340102 28,695 2,099,195 Defined 01 1,037,035 0 1,062,160
Brooks Automation Inc.* COM 114340102 4,116 299,808 Defined 01 0 0 299,808
CACI International Inc. CL A CL A 127190304 85 1,380 Defined 01 70 0 1,310
Cal Dive International Inc. COM 12802T101 78 11,165 Defined 01 555 0 10,610
Calamos Asset Management Inc. CL A 12811R104 79 4,750 Defined 01 230 0 4,520
Callon Petroleum Co. COM 13123X102 6,571 845,650 Defined 01 280,450 0 565,200
Campus Crest Commuities (REIT) COM 13466Y105 11,761 994,172 Defined 01 401,491 0 592,681
Capital One Financial Corp. COM 14040H105 34,274 659,626 Defined 01 406,110 0 253,516
Capital Senior Living Corp. COM 140475104 92 8,665 Defined 01 430 0 8,235
Capstone Turbine Corp COM 14067D102 93 51,475 Defined 01 2,650 0 48,825
Cardinal Health COM 14149Y108 21,953 533,734 Defined 01 440,179 0 93,555
Cardinal Health* COM 14149Y108 3,862 93,897 Defined 01 0 0 93,897
CareFusion Corporation COM 14170T101 109 3,865 Defined 01 3,865 0 0
Carpenter Technology* COM 144285103 8,333 195,097 Defined 01 0 0 195,097
Carrizo Oil & Gas Inc. COM 144577103 2,835 78,636 Defined 01 65,086 0 13,550
Carrizo Oil & Gas Inc.* COM 144577103 1,525 41,300 Defined 01 0 0 41,300
Carter's Inc. COM 146229109 12 425 Defined 01 425 0 0
Casual Male Retail Group Inc. COM NEW 148711302 3,376 687,600 Defined 01 224,415 0 463,185
Caterpillar Inc. COM 149123101 71,565 642,706 Defined 01 423,906 0 218,800
Cathay General Bancorp COM 149150104 6,314 370,300 Defined 01 124,900 0 245,400
Cato Corporation CL A CL A 149205106 74 3,030 Defined 01 140 0 2,890
CBIZ INC COM 124805102 83 11,495 Defined 01 585 0 10,910
CBL & Associates Properties In COM 124830100 81,636 4,686,282 Defined 01 2,589,762 0 2,096,520
CBL & Associates Properties In * COM 124830100 7,249 416,159 Defined 01 0 0 416,159
CBS Corp. CL B CL B 124857202 44,061 1,759,623 Defined 01 1,282,798 0 476,825
CBS Corp. CL B* CL B 124857202 4,955 197,900 Defined 01 0 0 197,900
Celanese Corporation COM SER A 150870103 495 11,167 Defined 01 11,167 0 0
Celestica Inc. Sub Voting Shs SUB VTG SHS 15101Q108 74 6,925 Defined 01 335 0 6,590
Century Aluminum Co. COM 156431108 94 5,040 Defined 01 255 0 4,785
Check Point Software Technolog ORD M22465104 674 13,204 Defined 01 13,204 0 0
Cheesecake Factory Inc. COM 163072101 2,495 82,930 Defined 01 30,725 0 52,205
Cheesecake Factory Inc.* COM 163072101 1,495 49,700 Defined 01 0 0 49,700
Chevron Corp. COM 166764100 159,859 1,487,203 Defined 01 986,728 0 500,475
Chicago Bridge & Iron Co. NY REGISTRY SH 167250109 4,359 107,200 Defined 01 81,600 0 25,600
Chicago Bridge & Iron Co.* NY REGISTRY SH 167250109 2,167 53,300 Defined 01 0 0 53,300
Christopher & Banks Corp. COM 171046105 84 12,890 Defined 01 635 0 12,255
Ciber Inc. COM 17163B102 2,225 332,035 Defined 01 107,290 0 224,745
CIRCOR International Inc. COM 17273K109 6,140 132,131 Defined 01 104,481 0 27,650
CIRCOR International Inc.* COM 17273K109 2,958 62,914 Defined 01 0 0 62,914
Cirrus Logic Inc. COM 172755100 5,396 256,600 Defined 01 86,000 0 170,600
Citigroup Inc. COM 172967101 97,794 22,125,361 Defined 01 14,594,961 0 7,530,400
City National Corp. COM 178566105 5,558 98,735 Defined 01 54,296 0 44,439
City National Corp.* COM 178566105 14,521 254,532 Defined 01 0 0 254,532
Clayton Williams Energy Inc. COM 969490101 3,794 35,890 Defined 01 16,890 0 19,000
Cliffs Natural Resources Inc. COM 18683K101 557 5,665 Defined 01 5,665 0 0
Cloud Peak Energy Inc COM 18911Q102 78 3,635 Defined 01 170 0 3,465
CMS Energy Corp. COM 125896100 89,746 4,569,554 Defined 01 3,080,889 0 1,488,665
CMS Energy Corp.* COM 125896100 9,276 472,295 Defined 01 0 0 472,295
CNO Financial Group Inc. COM 12621E103 14,598 1,943,800 Defined 01 691,300 0 1,252,500
Coca-Cola COM 191216100 61,334 924,539 Defined 01 611,739 0 312,800
Cognex Corp. COM 192422103 82 2,920 Defined 01 145 0 2,775
Coherent Inc. COM 192479103 2,659 45,750 Defined 01 15,350 0 30,400
Cohu Inc. COM 192576106 6,801 450,599 Defined 01 351,359 0 99,240
Cohu Inc.* COM 192576106 3,075 200,221 Defined 01 0 0 200,221
Colgate-Palmolive Co. COM 194162103 565 7,000 Defined 01 7,000 0 0
Collective Brands Inc. COM 19421W100 83 3,825 Defined 01 190 0 3,635
Columbia Sportswear Company COM 198516106 5,085 86,863 Defined 01 66,653 0 20,210
Columbia Sportswear Company* COM 198516106 2,144 36,076 Defined 01 0 0 36,076
Columbus Mckinnon Corp. COM 199333105 7,219 396,861 Defined 01 304,261 0 92,600
Columbus Mckinnon Corp.* COM 199333105 1,073 58,117 Defined 01 0 0 58,117
Comerica Inc. COM 200340107 121 3,288 Defined 01 3,288 0 0
Comtech Telecommunications Cor COM 205826209 80 2,950 Defined 01 125 0 2,825
ConocoPhillips COM 20825C104 439 5,497 Defined 01 5,497 0 0
Constellation Brands Inc. CL A CL A 21036P108 97,078 4,786,869 Defined 01 3,125,924 0 1,660,945
Constellation Brands Inc. CL A * CL A 21036P108 13,535 667,400 Defined 01 0 0 667,400
Continucare Corp. COM 212172100 86 16,115 Defined 01 815 0 15,300
Cooper Industries PLC CL A SHS G24140108 417 6,425 Defined 01 6,425 0 0
Cooper Tire & Rubber Co. COM 216831107 86 3,345 Defined 01 165 0 3,180
Corporate Office Properties Tr SH BEN INT 22002T108 80 2,215 Defined 01 110 0 2,105
Coventry Health Care Inc. COM 222862104 9,362 296,855 Defined 01 229,755 0 67,100
Coventry Health Care Inc.* COM 222862104 3,943 123,630 Defined 01 0 0 123,630
Crane Co. COM 224399105 4,493 94,765 Defined 01 75,165 0 19,600
Crane Co.* COM 224399105 1,345 27,775 Defined 01 0 0 27,775
Cross Country Healthcare Inc. COM 227483104 82 10,510 Defined 01 510 0 10,000
Crosstex Energy Inc. COM 22765Y104 87 8,765 Defined 01 465 0 8,300
Cryolife Inc. COM 228903100 87 14,335 Defined 01 725 0 13,610
CSG Systems International Inc. COM 126349109 77 3,855 Defined 01 185 0 3,670
CSX Corp. COM 126408103 2,071 26,354 Defined 01 3,400 0 22,954
Culp Inc. COM 230215105 6 650 Defined 01 650 0 0
Cummins Inc. COM 231021106 505 4,604 Defined 01 4,604 0 0
Curtiss-Wright Corp. COM 231561101 4,210 122,843 Defined 01 108,443 0 14,400
Curtiss-Wright Corp.* COM 231561101 1,416 40,291 Defined 01 0 0 40,291
CVS Caremark Corporation COM 126650100 350 10,210 Defined 01 10,210 0 0
Cytori Therapeutics Inc. COM 23283K105 92 11,745 Defined 01 585 0 11,160
Daktronics Inc. COM 234264109 77 7,170 Defined 01 355 0 6,815
Dana Holding Corp. COM 235825205 10,818 622,100 Defined 01 208,600 0 413,500
Dell Inc. COM 24702R101 27,132 1,869,862 Defined 01 1,252,262 0 617,600
Delphi Financial Group Inc. CL CL A 247131105 3,674 119,635 Defined 01 39,630 0 80,005
Deluxe Corp. COM 248019101 86 3,230 Defined 01 170 0 3,060
Denbury Resources Inc. COM NEW 247916208 60,724 2,488,734 Defined 01 1,646,819 0 841,915
Denbury Resources Inc.* COM NEW 247916208 6,300 258,184 Defined 01 0 0 258,184
Dennys Corp. COM 24869P104 78 19,125 Defined 01 950 0 18,175
Depomed Inc. COM 249908104 89 8,855 Defined 01 425 0 8,430
Destination Maternity Corp. COM 25065D100 82 3,545 Defined 01 175 0 3,370
Devon Energy Corporation COM 25179M103 35,565 387,545 Defined 01 258,620 0 128,925
DHT Holdings COM Y2065G105 83 17,320 Defined 01 855 0 16,465
DiamondRock Hospitality Compan COM 252784301 10,084 923,798 Defined 01 671,572 0 252,226
DiamondRock Hospitality Company * COM 252784301 6,168 552,200 Defined 01 0 0 552,200
Digital Realty Trust Inc. (REI COM 253868103 76 1,300 Defined 01 0 0 1,300
Dillard Dept Stores CL A 254067101 81 2,020 Defined 01 105 0 1,915
Dime Community Bancshares Inc. COM 253922108 6,207 424,970 Defined 01 265,470 0 159,500
Dime Community Bancshares Inc.* COM 253922108 1,589 107,627 Defined 01 0 0 107,627
Discover Financial Services COM 254709108 188,270 7,805,524 Defined 01 4,993,399 0 2,812,125
Discover Financial Services * COM 254709108 16,129 668,700 Defined 01 0 0 668,700
Dnyavax Technologies Corp. COM 268158102 73 26,570 Defined 01 1,265 0 25,305
Dollar Tree Inc. COM 256746108 1,655 29,805 Defined 01 0 0 29,805
Domino's Pizza Inc. COM 25754A201 86 4,665 Defined 01 240 0 4,425
Domtar Corporation COM NEW 257559203 6,028 66,509 Defined 01 51,009 0 15,500
Domtar Corporation* COM NEW 257559203 3,111 33,900 Defined 01 0 0 33,900
Dresser-Rand Group Inc. COM 261608103 5,873 110,266 Defined 01 90,366 0 19,900
Dresser-Rand Group Inc.* COM 261608103 2,166 40,400 Defined 01 0 0 40,400
DSP Group Inc. COM 23332B106 81 10,505 Defined 01 520 0 9,985
DSW Inc. CL A 23334L102 80 2,000 Defined 01 100 0 1,900
Du Pont De Nemours COM 263534109 53,139 966,689 Defined 01 639,489 0 327,200
Ducommun Inc. COM 264147109 4,964 212,657 Defined 01 183,777 0 28,880
Ducommun Inc.* COM 264147109 1,255 52,492 Defined 01 0 0 52,492
Duff & Phelps Corp. CL A 26433B107 4,261 271,246 Defined 01 209,146 0 62,100
Duff & Phelps Corp.* CL A 26433B107 2,587 161,900 Defined 01 0 0 161,900
Dupont Fabros Techonlogy Inc. COM 26613Q106 53,505 2,206,396 Defined 01 1,170,631 0 1,035,765
Dupont Fabros Techonlogy Inc. * COM 26613Q106 4,734 195,200 Defined 01 0 0 195,200
Durect Corp COM 266605104 81 22,595 Defined 01 1,085 0 21,510
E.W. Scripps Co. CL A CL A NEW 811054402 85 8,565 Defined 01 425 0 8,140
EarthLink Inc. COM 270321102 79 10,030 Defined 01 450 0 9,580
East West Bancorp Inc. COM 27579R104 8,147 371,000 Defined 01 123,200 0 247,800
Eastman Chemical Co. COM 277432100 24,626 247,940 Defined 01 163,531 0 84,409
Eastman Chemical Co.* COM 277432100 3,566 35,900 Defined 01 0 0 35,900
Eaton Corporation COM 278058102 96,278 1,736,618 Defined 01 1,272,920 0 463,698
Eaton Corporation* COM 278058102 9,054 163,313 Defined 01 0 0 163,313
El Paso Elec Co. COM NEW 283677854 87 2,860 Defined 01 145 0 2,715
Electro Scientific Industries COM 285229100 84 4,850 Defined 01 240 0 4,610
Electronic Arts COM 285512109 217 11,125 Defined 01 11,125 0 0
Electronics For Imaging Inc. COM 286082102 76 5,150 Defined 01 250 0 4,900
Elizabeth Arden COM 28660G106 81 2,690 Defined 01 135 0 2,555
EMC Corporation COM 268648102 66,552 2,505,722 Defined 01 1,657,922 0 847,800
EnCana Corp. COM 292505104 292 8,470 Defined 01 8,470 0 0
Encore Wire Corp. COM 292562105 87 3,570 Defined 01 180 0 3,390
Energen Corp. COM 29265N108 48,180 763,310 Defined 01 487,058 0 276,252
Energen Corp.* COM 29265N108 7,909 125,300 Defined 01 0 0 125,300
Energizer Holdings Inc. COM 29266R108 94 1,316 Defined 01 1,316 0 0
Energy Partners Ltd. COM 29270U303 96 5,355 Defined 01 260 0 5,095
Entegris Inc. COM 29362U104 14,665 1,688,387 Defined 01 1,118,752 0 569,635
Entegris Inc.* COM 29362U104 2,919 332,866 Defined 01 0 0 332,866
Entertainment Properties Trust COM SH BEN INT 29380T105 79 1,695 Defined 01 85 0 1,610
Entropic Communications Inc. COM 29384R105 13,430 1,589,312 Defined 01 615,762 0 973,550
Equity One Inc. (REIT) COM 294752100 5,920 321,697 Defined 01 239,247 0 82,450
Equity One Inc. (REIT)* COM 294752100 2,933 156,259 Defined 01 0 0 156,259
Equity Residential Pptys Tr SB SH BEN INT 29476L107 699 12,400 Defined 01 12,400 0 0
Ethan Allen Interiors Inc.* COM 297602104 7,252 331,135 Defined 01 0 0 331,135
Everest Re Group Ltd. COM G3223R108 130 1,469 Defined 01 1,469 0 0
Excel Trust Inc. (REIT) COM 30068C109 4,156 358,899 Defined 01 261,699 0 97,200
Excel Trust Inc. (REIT)* COM 30068C109 1,416 120,138 Defined 01 0 0 120,138
Exelixis Inc. COM 30161Q104 87 7,650 Defined 01 400 0 7,250
EXFO Inc. COM 302046107 4,644 424,900 Defined 01 142,400 0 282,500
Exterran Holdings Inc. COM 30225X103 81 3,405 Defined 01 180 0 3,225
Extreme Networks COM 30226D106 71 20,335 Defined 01 980 0 19,355
Exxon Mobil Corp. COM 30231G102 953 11,323 Defined 01 11,323 0 0
Falconstor Software Inc. COM 306137100 80 17,590 Defined 01 875 0 16,715
FBR Capital Markets COM 30247C301 77 21,410 Defined 01 1,055 0 20,355
FelCor Lodging Trust Inc. (REI COM 31430F101 3,740 610,100 Defined 01 132,200 0 477,900
Ferro Corp. COM 315405100 4,740 285,705 Defined 01 94,240 0 191,465
Fifth Third Bancorp COM 316773100 140,133 10,092,454 Defined 01 6,835,589 0 3,256,865
Fifth Third Bancorp * COM 316773100 12,284 885,027 Defined 01 0 0 885,027
Finisar Corporation COM NEW 31787A507 32,355 1,315,241 Defined 01 816,335 0 498,906
Finisar Corporation* COM NEW 31787A507 3,952 160,663 Defined 01 0 0 160,663
Finish Line Inc. CL A CL A 317923100 23,712 1,207,226 Defined 01 795,531 0 411,695
Finish Line Inc. CL A * CL A 317923100 5,418 272,964 Defined 01 0 0 272,964
First Busey Corp COM 319383105 82 16,070 Defined 01 800 0 15,270
First Citizens Bancshares Inc. COM 31946M103 20,751 104,575 Defined 01 71,000 0 33,575
First Citizens Bancshares Inc.* COM 31946M103 2,909 14,502 Defined 01 0 0 14,502
First Community Bancshares COM 31983A103 7,308 515,343 Defined 01 399,793 0 115,550
First Community Bancshares* COM 31983A103 871 61,429 Defined 01 0 0 61,429
First Financial Bankshares Inc COM 32020R109 79 1,530 Defined 01 75 0 1,455
First Horizon National Corp. COM 320517105 70 6,206 Defined 01 0 0 6,206
First Merchants Corporation COM 320817109 2,776 336,100 Defined 01 114,900 0 221,200
First Niagara Financial Group COM 33582V108 99,856 7,360,466 Defined 01 4,428,351 0 2,932,115
First Niagara Financial Group * COM 33582V108 14,292 1,052,400 Defined 01 0 0 1,052,400
FirstMerit Corp. COM 337915102 12 700 Defined 01 700 0 0
Five Star Quality Care COM 33832D106 79 9,710 Defined 01 560 0 9,150
Flow International Corp. COM 343468104 82 18,690 Defined 01 935 0 17,755
Flushing Financial Corp. COM 343873105 4,437 301,362 Defined 01 227,362 0 74,000
Flushing Financial Corp.* COM 343873105 2,476 166,200 Defined 01 0 0 166,200
Fomento Economico Mexico SAB d SPON ADR UNITS 344419106 277 4,715 Defined 01 4,715 0 0
Foot Locker Inc. COM 344849104 7,209 368,632 Defined 01 237,132 0 131,500
Foot Locker Inc.* COM 344849104 1,942 98,500 Defined 01 0 0 98,500
Ford Motor Co. COM PAR $0.01 345370860 115 7,690 Defined 01 7,690 0 0
Forest Labs Inc. COM 345838106 125 3,866 Defined 01 3,866 0 0
Foward Air Corp. COM 349853101 84 2,740 Defined 01 135 0 2,605
FPIC Insurance Group Inc. COM 302563101 14,663 386,893 Defined 01 127,243 0 259,650
Freeport-McMoRan Copper & Gold CL B 35671D857 71,776 1,292,095 Defined 01 864,645 0 427,450
Fresh Del Monte Produce Inc. COM G36738105 83 3,185 Defined 01 160 0 3,025
Frontier Communications Corpor COM 35906A108 0 3 Defined 01 2 0 1
FSI International COM 302633102 2,744 626,510 Defined 01 202,280 0 424,230
Fulton Financial Corp. COM 360271100 18,708 1,683,875 Defined 01 654,275 0 1,029,600
G&K Services Inc. CL A CL A 361268105 615 18,495 Defined 01 16,170 0 2,325
Gardner Denver Inc. COM 365558105 7,190 92,395 Defined 01 52,340 0 40,055
Gardner Denver Inc.* COM 365558105 2,661 34,100 Defined 01 0 0 34,100
Gartner Inc. COM 366651107 2,167 52,003 Defined 01 0 0 52,003
GenCorp Inc. COM 368682100 85 14,240 Defined 01 710 0 13,530
General Dynamics Corp. COM 369550108 96 1,251 Defined 01 1,251 0 0
General Electric Co. COM 369604103 117,809 5,875,744 Defined 01 3,836,844 0 2,038,900
Getty Realty Corp. (REIT) COM 374297109 81 3,530 Defined 01 175 0 3,355
Gibraltar Industries Inc. COM 374689107 6,640 565,134 Defined 01 437,024 0 128,110
Gibraltar Industries Inc.* COM 374689107 1,175 98,500 Defined 01 0 0 98,500
G-III Apparel Group Ltd. COM 36237H101 6,264 170,660 Defined 01 135,110 0 35,550
G-III Apparel Group Ltd.* COM 36237H101 2,840 75,567 Defined 01 0 0 75,567
Gilead Sciences Inc. COM 375558103 43,659 1,027,999 Defined 01 680,099 0 347,900
Glacier Bancorp Inc * COM 37637Q105 8,628 573,263 Defined 01 0 0 573,263
Gleacher & Company Inc. COM 377341102 70 40,420 Defined 01 2,000 0 38,420
Globe Specialty Metals Inc * COM 37954N206 15,086 662,814 Defined 01 0 0 662,814
Goldman Sachs Group Inc. COM 38141G104 594 3,745 Defined 01 3,320 0 425
Graphic Packaging Holding Co. COM 388689101 85 15,660 Defined 01 805 0 14,855
Great Lake Dredge & Dock Corp. COM 390607109 76 9,900 Defined 01 475 0 9,425
Greatbatch Inc. COM 39153L106 82 3,100 Defined 01 150 0 2,950
GT Solar International Inc. COM 3623E0209 89 8,325 Defined 01 415 0 7,910
Gulf Island Fabrication Inc. COM 402307102 84 2,600 Defined 01 130 0 2,470
Hackett Group Inc. COM 404609109 84 22,005 Defined 01 1,130 0 20,875
Hain Celestial Group Inc. COM 405217100 67,324 2,085,620 Defined 01 1,273,179 0 812,441
Hain Celestial Group Inc.* COM 405217100 8,939 276,918 Defined 01 0 0 276,918
Harman International Industrie COM 413086109 6,334 136,568 Defined 01 106,318 0 30,250
Harman International Industrie* COM 413086109 2,884 61,600 Defined 01 0 0 61,600
Harmonic Inc. COM 413160102 13,405 1,437,844 Defined 01 795,779 0 642,065
Harmonic Inc.* COM 413160102 2,672 284,850 Defined 01 0 0 284,850
Harsco Corp. COM 415864107 7,312 209,562 Defined 01 164,512 0 45,050
Harsco Corp.* COM 415864107 2,432 68,915 Defined 01 0 0 68,915
Hartford Financial Services Gr COM 416515104 103,934 3,859,366 Defined 01 2,799,216 0 1,060,150
Hartford Financial Services Gr * COM 416515104 8,066 299,506 Defined 01 0 0 299,506
Hawaiian Electric Industries I COM 419870100 3,174 128,000 Defined 01 42,900 0 85,100
Hawaiian Electric Industries I* COM 419870100 2,344 94,535 Defined 01 0 0 94,535
Haynes International Inc* COM NEW 420877201 9,651 174,052 Defined 01 0 0 174,052
HB Fuller Co. COM 359694106 78 3,620 Defined 01 175 0 3,445
Headwaters Inc COM 42210P102 90 15,240 Defined 01 755 0 14,485
Health Management Associates I CL A 421933102 108,928 9,993,391 Defined 01 6,144,681 0 3,848,710
Health Management Associates I * CL A 421933102 8,399 770,572 Defined 01 0 0 770,572
Health Net Inc. COM 42222G108 103,181 3,155,364 Defined 01 1,901,934 0 1,253,430
Health Net Inc.* COM 42222G108 11,696 357,678 Defined 01 0 0 357,678
HealthSpring Inc. COM 42224N101 80 2,140 Defined 01 125 0 2,015
Healthways Inc * COM 422245100 18,696 1,216,419 Defined 01 0 0 1,216,419
Heartland Express Inc. COM 422347104 3,889 224,770 Defined 01 179,070 0 45,700
Heartland Express Inc.* COM 422347104 1,509 85,959 Defined 01 0 0 85,959
Heidrick & Struggles Intl Inc. COM 422819102 82 2,945 Defined 01 145 0 2,800
Helmerich & Payne Inc. COM 423452101 132 1,921 Defined 01 1,921 0 0
Herbalife Ltd. COM USD SHS G4412G101 309 3,800 Defined 01 3,800 0 0
Hercules Offshore Inc. COM 427093109 7,491 1,133,245 Defined 01 377,200 0 756,045
Hertz Global Holdings Inc. COM 42805T105 68,310 4,370,409 Defined 01 2,675,089 0 1,695,320
Hertz Global Holdings Inc.* COM 42805T105 5,345 341,965 Defined 01 0 0 341,965
Hess Corporation COM 42809H107 100,819 1,183,183 Defined 01 783,533 0 399,650
Hewlett-Packard Company COM 428236103 723 17,643 Defined 01 17,643 0 0
Hexcel Corp * COM 428291108 4,844 246,008 Defined 01 0 0 246,008
HNI Corp. COM 404251100 3,987 128,358 Defined 01 98,233 0 30,125
HNI Corp.* COM 404251100 1,373 43,500 Defined 01 0 0 43,500
Holly Corp. COM PAR $0.01 435758305 6,811 112,100 Defined 01 37,600 0 74,500
Hologic Inc. COM 436440101 924 41,640 Defined 01 41,640 0 0
Home Bancshares Inc. (Conway A COM 436893200 80 3,512 Defined 01 170 0 3,342
Home Properties Inc. (REIT) COM 437306103 123,833 2,102,508 Defined 01 1,262,578 0 839,930
Home Properties Inc. (REIT) * COM 437306103 14,375 243,849 Defined 01 0 0 243,849
Honeywell International Inc. COM 438516106 698 11,690 Defined 01 11,690 0 0
Hornbeck Offshore Services Inc COM 440543106 6,095 197,555 Defined 01 65,545 0 132,010
Hospitality Properties Trust ( COM SH BEN INT 44106M102 126 5,452 Defined 01 5,452 0 0
Hot Topic Inc. COM 441339108 81 14,280 Defined 01 720 0 13,560
Hudson Valley Holding Corp COM 444172100 83 3,765 Defined 01 185 0 3,580
Huntington Bancshares Inc. COM 446150104 88,842 13,379,725 Defined 01 8,443,975 0 4,935,750
Huntington Bancshares Inc.* COM 446150104 6,921 1,042,276 Defined 01 0 0 1,042,276
Huntington Ingalls Industries COM 446413106 2,306 55,571 Defined 01 36,909 0 18,662
Huntsman Corp COM 447011107 64,793 3,727,965 Defined 01 2,321,550 0 1,406,415
Huntsman Corp * COM 447011107 10,330 594,363 Defined 01 0 0 594,363
IAC InterActiveCorp. COM PAR $.001 44919P508 4,629 151,982 Defined 01 121,532 0 30,450
IAC InterActiveCorp.* COM PAR $.001 44919P508 2,165 70,100 Defined 01 0 0 70,100
ICF International Inc. COM 44925C103 70 3,390 Defined 01 165 0 3,225
Iconix Brand Group COM 451055107 83 3,870 Defined 01 200 0 3,670
IDT Corp COM 448947507 82 3,045 Defined 01 150 0 2,895
Impax Laboratories Inc. COM 45256B101 92 3,625 Defined 01 180 0 3,445
Independent Bank Corp. COM 453836108 78 2,895 Defined 01 140 0 2,755
Infinity Property and Casualty COM 45665Q103 7,817 131,400 Defined 01 43,700 0 87,700
Infospace Inc. COM PAR $ .000145678T300 77 8,851 Defined 01 445 0 8,406
Ing Groep NV ADR COM 456837103 301 23,700 Defined 01 23,700 0 0
Ingersoll-Rand Co. Ltd. PLC SH SHS G47791101 242 5,000 Defined 01 5,000 0 0
Innophos Holdings Inc. COM 45774N108 9,912 214,975 Defined 01 85,775 0 129,200
Insight Enterprises Inc. COM 45765U103 83 4,895 Defined 01 255 0 4,640
Insperity Inc. COM 45778Q107 79 2,615 Defined 01 125 0 2,490
Integrated Device Technology I COM 458118106 84 11,370 Defined 01 580 0 10,790
Inter Parfums Inc. COM 458334109 78 4,200 Defined 01 205 0 3,995
International Business Machine COM 459200101 41,791 256,274 Defined 01 172,724 0 83,550
International Coal Group Inc. COM 45928H106 5,941 525,755 Defined 01 174,025 0 351,730
International Paper Co. COM 460146103 537 17,783 Defined 01 17,783 0 0
Intevac Inc COM 461148108 75 6,075 Defined 01 280 0 5,795
Invacare Corp. COM 461203101 76 2,455 Defined 01 125 0 2,330
Invesco Ltd. PLC Shs SHS G491BT108 111,804 4,374,199 Defined 01 3,032,764 0 1,341,435
Invesco Ltd. PLC Shs * SHS G491BT108 11,627 454,898 Defined 01 0 0 454,898
Investment Technology Group In COM 46145F105 79 4,345 Defined 01 215 0 4,130
IXYS Corp. COM 46600W106 84 6,285 Defined 01 310 0 5,975
J&J Snack Foods Corp. COM 466032109 3,955 84,689 Defined 01 66,189 0 18,500
J&J Snack Foods Corp.* COM 466032109 1,159 24,633 Defined 01 0 0 24,633
JAKKS Pacific Inc. COM 47012E106 81 4,190 Defined 01 210 0 3,980
James River Coal COM NEW 470355207 82 3,410 Defined 01 185 0 3,225
JB Hunt Transport Svcs Inc. COM 445658107 1,417 31,206 Defined 01 0 0 31,206
JDS Uniphase Corp. COM PAR $0.001 46612J507 17,490 839,257 Defined 01 560,757 0 278,500
JetBlue Airways Corp. COM 477143101 87 13,875 Defined 01 660 0 13,215
Johnson & Johnson COM 478160104 306 5,157 Defined 01 5,157 0 0
Johnson Controls Inc. COM 478366107 370 8,900 Defined 01 8,900 0 0
Jones Group Inc. COM 48020T101 86 6,290 Defined 01 315 0 5,975
JPMorgan Chase & Co. COM 46625H100 140,412 3,045,813 Defined 01 1,985,973 0 1,059,840
Kaiser Aluminum Corporation COM PAR $0.01 483007704 10 200 Defined 01 200 0 0
Kaiser Aluminum Corporation* COM PAR $0.01 483007704 4,596 93,319 Defined 01 0 0 93,319
KBR Inc. COM 48242W106 107,859 2,855,669 Defined 01 1,914,074 0 941,595
KBR Inc.* COM 48242W106 7,190 190,372 Defined 01 0 0 190,372
Kelly Services Inc. CL A CL A 488152208 2,546 117,281 Defined 01 38,090 0 79,191
Kennametal Inc. COM 489170100 2,754 72,611 Defined 01 58,561 0 14,050
Kennametal Inc.* COM 489170100 1,447 37,100 Defined 01 0 0 37,100
Kensey Nash Corp. COM 490057106 72 2,875 Defined 01 160 0 2,715
KeyCorp COM 493267108 150,084 16,901,401 Defined 01 11,151,951 0 5,749,450
KeyCorp * COM 493267108 10,287 1,158,462 Defined 01 0 0 1,158,462
Kid Brands Inc. COM 49375T100 64 8,775 Defined 01 445 0 8,330
Kilroy Realty Corp. (REIT) COM 49427F108 82 2,115 Defined 01 105 0 2,010
Kindred Healthcare Inc. COM 494580103 5,256 220,100 Defined 01 74,400 0 145,700
Kirby Corp* COM 497266106 2,909 50,775 Defined 01 0 0 50,775
Krispy Kreme Doughnuts Inc. COM 501014104 2,706 384,400 Defined 01 128,900 0 255,500
K-Swiss Inc. CL A CL A 482686102 4,056 363,740 Defined 01 274,740 0 89,000
K-Swiss Inc. CL A* CL A 482686102 2,031 180,228 Defined 01 0 0 180,228
Kulicke & Soffa Industries COM 501242101 84 9,030 Defined 01 450 0 8,580
KVH Industries Inc. COM 482738101 6,534 438,032 Defined 01 385,007 0 53,025
KVH Industries Inc.* COM 482738101 995 65,799 Defined 01 0 0 65,799
L.B. Foster Co. COM 350060109 86 1,985 Defined 01 95 0 1,890
L-3 Communications Holdings In COM 502424104 102 1,300 Defined 01 1,300 0 0
Laboratory Crp Of Amer Hldgs COM NEW 50540R409 136 1,473 Defined 01 1,473 0 0
Lakeland Bancorp Inc. COM 511637100 4,146 406,128 Defined 01 308,068 0 98,060
Lakeland Bancorp Inc.* COM 511637100 343 33,006 Defined 01 0 0 33,006
Lamar Advertising Co A* COM 512815101 1,561 42,245 Defined 01 0 0 42,245
LaSalle Hotel Properties (REIT COM SH BEN INT 517942108 7,001 259,300 Defined 01 84,100 0 175,200
Lattice Semiconductor Corporat COM 518415104 4,070 689,910 Defined 01 226,980 0 462,930
Lear Corp. COM NEW 521865204 161,417 3,304,533 Defined 01 2,144,153 0 1,160,380
Lear Corp.* COM NEW 521865204 15,301 313,100 Defined 01 0 0 313,100
Lexicon Pharmaceuticals Inc. COM 528872104 71 42,395 Defined 01 2,085 0 40,310
Lexington Realty Trust (REIT) COM 529043101 6,414 686,016 Defined 01 263,316 0 422,700
Lexmark International Inc. CL COM 529771107 181 4,900 Defined 01 4,900 0 0
Life Technologies Corporation COM 53217V109 383 7,300 Defined 01 7,300 0 0
Limited Brands Inc. COM 532716107 484 14,715 Defined 01 14,715 0 0
Lincare Holdings Inc. COM 532791100 79 2,675 Defined 01 135 0 2,540
Lincoln National Corp. COM 534187109 91,399 3,042,561 Defined 01 1,830,116 0 1,212,445
Lincoln National Corp.* COM 534187109 10,249 341,167 Defined 01 0 0 341,167
Littelfuse Inc. COM 537008104 88 1,535 Defined 01 75 0 1,460
Lorillard Inc. COM 544147101 633 6,660 Defined 01 6,660 0 0
LPL Investment Holdings Inc. COM 50213H100 5,624 160,107 Defined 01 125,307 0 34,800
LPL Investment Holdings Inc.* COM 50213H100 2,224 62,105 Defined 01 0 0 62,105
LSI Industries Inc. COM 50216C108 73 10,120 Defined 01 485 0 9,635
LTX Credence Corp. COM 502403207 78 8,575 Defined 01 405 0 8,170
Macy's Inc. COM 55616P104 130,573 5,382,235 Defined 01 3,520,390 0 1,861,845
Macy's Inc.* COM 55616P104 11,320 466,600 Defined 01 0 0 466,600
Madison Square Garden Inc. CL A 55826P100 3,026 112,100 Defined 01 85,100 0 27,000
Madison Square Garden Inc.* CL A 55826P100 965 35,738 Defined 01 0 0 35,738
Magellan Health Services Inc. COM NEW 559079207 77 1,570 Defined 01 85 0 1,485
Magma Design Automation Inc. COM 559181102 6,431 942,950 Defined 01 311,850 0 631,100
Magnum Hunter Resources Corp. COM 55973B102 93 10,880 Defined 01 525 0 10,355
Maiden Holdings Ltd. COM G5753U112 73 9,775 Defined 01 465 0 9,310
Manhattan Associates Inc. COM 562750109 81 2,470 Defined 01 120 0 2,350
Manitowoc Co. Inc. COM 563571108 10,903 498,311 Defined 01 189,611 0 308,700
Marathon Oil Corp COM 565849106 56,945 1,068,185 Defined 01 706,760 0 361,425
Markel Corp. COM 570535104 3,084 7,440 Defined 01 5,450 0 1,990
Markel Corp.* COM 570535104 1,865 4,500 Defined 01 0 0 4,500
Marsh & McLennan Companies Inc COM 571748102 67,695 2,270,865 Defined 01 1,657,800 0 613,065
Marsh & McLennan Companies Inc* COM 571748102 5,947 199,500 Defined 01 0 0 199,500
MasTec Inc. COM 576323109 85 4,090 Defined 01 205 0 3,885
McCormick & Schmick's Restaura COM 579793100 76 10,395 Defined 01 515 0 9,880
McDermott International Inc. COM 580037109 46,524 1,832,402 Defined 01 1,226,402 0 606,000
McDermott International Inc.* COM 580037109 5,943 234,077 Defined 01 0 0 234,077
MCG Capital Corporation COM 58047P107 79 12,175 Defined 01 550 0 11,625
McKesson Corp. COM 58155Q103 39,495 499,623 Defined 01 330,323 0 169,300
McMoRan Exploration Co. COM 582411104 4,543 257,834 Defined 01 200,234 0 57,600
McMoRan Exploration Co.* COM 582411104 1,673 94,439 Defined 01 0 0 94,439
MDC Holdings Inc. COM 552676108 3,219 128,461 Defined 01 98,411 0 30,050
MDC Holdings Inc.* COM 552676108 1,782 70,300 Defined 01 0 0 70,300
Meadowbrook Insurance Group In COM 58319P108 79 7,590 Defined 01 355 0 7,235
MeadWestvaco Corporation COM 583334107 49,547 1,633,574 Defined 01 1,017,414 0 616,160
MeadWestvaco Corporation* COM 583334107 4,656 153,519 Defined 01 0 0 153,519
Medcath Corporation COM 58404W109 79 5,685 Defined 01 275 0 5,410
MedcoHealth Solutions Inc. COM 58405U102 36,386 647,896 Defined 01 428,796 0 219,100
Medical Properties Trust Inc. COM 58463J304 80 6,920 Defined 01 345 0 6,575
Medicines Co. COM 584688105 3,847 236,170 Defined 01 77,640 0 158,530
Medicis Pharmaceutical Corp. C CL A NEW 584690309 82 2,545 Defined 01 140 0 2,405
Merck & Co. Inc. COM 58933Y105 174 5,266 Defined 01 5,266 0 0
Merge Healthcare Inc. COM 589499102 85 17,555 Defined 01 805 0 16,750
MetLife Inc. COM 59156R108 66,996 1,497,785 Defined 01 996,985 0 500,800
MetroPCS Communications Inc. COM 591708102 37,780 2,326,372 Defined 01 1,520,662 0 805,710
MetroPCS Communications Inc.* COM 591708102 3,334 205,300 Defined 01 0 0 205,300
Metropolitan Health Networks COM 592142103 77 16,260 Defined 01 810 0 15,450
MGE Energy Inc. COM 55277P104 4,260 107,136 Defined 01 82,336 0 24,800
MGE Energy Inc.* COM 55277P104 2,215 54,696 Defined 01 0 0 54,696
MGIC Investment Corp. COM 552848103 2,847 320,200 Defined 01 107,100 0 213,100
Micrel Inc. COM 594793101 80 5,900 Defined 01 280 0 5,620
Microsoft Corporation COM 594918104 648 25,510 Defined 01 25,510 0 0
Miller Industries Inc. COM NEW 600551204 81 4,965 Defined 01 250 0 4,715
Millicom International Cellula SHS NEW L6388F110 928 9,648 Defined 01 0 0 9,648
Mindspeed Technologies Inc. COM NEW 602682205 1,436 169,709 Defined 01 56,300 0 113,409
Minerals Technologies Inc. COM 603158106 79 1,155 Defined 01 60 0 1,095
MIPS Technologies Inc. COM 604567107 3,401 324,200 Defined 01 108,500 0 15,700
MKS Instruments Inc. COM 55306N104 5,857 177,607 Defined 01 140,007 0 37,600
MKS Instruments Inc.* COM 55306N104 2,221 66,700 Defined 01 0 0 66,700
ML Canada CP Holders DEP RCPTS DEP RCPTS CP 12616K106 334 2,400 Defined 01 2,400 0 0
Moneygram International Inc. COM 60935Y109 85 24,780 Defined 01 1,230 0 23,550
Morgan Stanley COM NEW 617446448 221 8,075 Defined 01 8,075 0 0
MoSys Inc. COM 619718109 80 13,370 Defined 01 645 0 12,725
Motorola Mobility Holdings Inc COM 620097105 1 50 Defined 01 50 0 0
MPG Office Trust Inc. (REIT) COM 553274101 76 20,540 Defined 01 985 0 19,555
Mueller Industries Inc. COM 624756102 9,905 273,588 Defined 01 209,623 0 63,965
Mueller Industries Inc.* COM 624756102 5,207 142,200 Defined 01 0 0 42,200
Multi-Fineline Electronix Inc. COM 62541B101 2,607 92,364 Defined 01 31,000 0 61,364
Myers Industries Inc. COM 628464109 80 8,010 Defined 01 390 0 7,620
NACCO Industries CL A CL A 629579103 3,919 35,415 Defined 01 11,560 0 23,855
Nara Bancorp Inc. COM 63080P105 78 8,150 Defined 01 400 0 7,750
Nasdaq OMX Group Inc. COM 631103108 41 1,590 Defined 01 0 0 1,590
National Financial Partners Co COM 63607P208 80 5,395 Defined 01 270 0 5,125
National Healthcare Corp COM 635906100 81 1,745 Defined 01 90 0 1,655
National Oilwell Varco Incorpo COM 637071101 61,072 770,430 Defined 01 516,280 0 254,150
National Retail Properties Inc COM 637417106 4,697 182,381 Defined 01 130,681 0 51,700
National Retail Properties Inc* COM 637417106 1,855 70,977 Defined 01 0 0 70,977
Natural Gas Services Group Inc COM 63886Q109 81 4,540 Defined 01 220 0 4,320
Neenah Paper Inc. COM 640079109 96 4,385 Defined 01 220 0 4,165
Nektar Therapeutics COM 640268108 5,110 544,766 Defined 01 421,116 0 123,650
Nektar Therapeutics * COM 640268108 2,138 225,789 Defined 01 0 0 225,789
Nelnet Inc. CL A 64031N108 77 3,535 Defined 01 170 0 3,365
NetApp Inc. COM 64110D104 250 5,200 Defined 01 5,200 0 0
Neurocrine Biosciences Inc. COM 64125C109 80 10,555 Defined 01 565 0 9,990
Neutral Tandem Inc. COM 64128B108 75 5,115 Defined 01 270 0 4,845
New Coca Cola Enterprises Inc. COM 19122T109 11 400 Defined 01 0 0 400
New York & Company Inc. COM 649295102 102 14,605 Defined 01 725 0 13,880
New York Community Bancorp Inc COM 649445103 154 8,930 Defined 01 5,740 0 3,190
Newcastle Investment Corp. (RE COM 65105M108 70 11,580 Defined 01 555 0 11,025
Newfield Exploration Co. COM 651290108 36,134 475,380 Defined 01 305,149 0 170,231
Newfield Exploration Co.* COM 651290108 5,496 72,300 Defined 01 0 0 72,300
Newpark Resources Inc. COM PAR $.01 NE651718504 86 10,880 Defined 01 575 0 10,305
Newport Corp. COM 651824104 4,786 268,300 Defined 01 89,400 0 178,900
NextEra Energy Inc. COM 65339F101 86 1,565 Defined 01 1,565 0 0
NIC Inc. COM 62914B100 91 7,300 Defined 01 365 0 6,935
NII Holdings Inc. CL B CL B NEW 62913F201 1,685 40,447 Defined 01 0 0 40,447
NiSource Inc. COM 65473P105 108,927 5,679,196 Defined 01 3,772,181 0 1,907,015
NiSource Inc.* COM 65473P105 9,290 484,380 Defined 01 0 0 484,380
NN Inc. COM 629337106 9,597 525,601 Defined 01 179,651 0 345,950
Noble Energy Inc. COM 655044105 1,299 13,443 Defined 01 0 0 13,443
Noranda Aluminum Holding Corp. COM 65542W107 43,531 2,712,213 Defined 01 1,071,900 0 1,640,313
Northrop Grumman Corp. COM 666807102 20,917 333,549 Defined 01 221,549 0 112,000
Northstar Realty Finance Corp COM 66704R100 80 15,005 Defined 01 745 0 14,260
Northwest Bancshares Inc. COM 667340103 5,681 462,472 Defined 01 358,772 0 103,700
Northwest Bancshares Inc.* COM 667340103 2,438 194,433 Defined 01 0 0 194,433
Northwestern Corp. COM NEW 668074305 10,740 358,710 Defined 01 275,260 0 83,450
Northwestern Corp.* COM NEW 668074305 5,698 188,040 Defined 01 0 0 188,040
NovaMed Inc. COM 66986W207 85 6,424 Defined 01 338 0 6,086
Novavax Inc. COM 670002104 79 30,590 Defined 01 1,525 0 29,065
Nu Skin Enterprises Inc. CL A CL A 67018T105 23,848 829,495 Defined 01 521,245 0 308,250
Nu Skin Enterprises Inc. CL A* CL A 67018T105 2,734 95,100 Defined 01 0 0 95,100
NV Energy Inc. COM 67073Y106 3,245 217,900 Defined 01 73,000 0 144,900
Obagi Medical Products Inc. COM 67423R108 90 7,115 Defined 01 335 0 6,780
Occidental Petroleum Corporati COM 674599105 55,051 526,851 Defined 01 348,376 0 178,475
Oil States International Inc. COM 678026105 75,721 994,486 Defined 01 644,946 0 349,540
Oil States International Inc.* COM 678026105 10,819 142,100 Defined 01 0 0 142,100
Olin Corp. COM PAR $1 680665205 3,266 142,500 Defined 01 47,800 0 94,700
OM Group Inc. COM 670872100 85 2,315 Defined 01 100 0 2,215
Omega Healthcare Investors * COM 681936100 6,607 295,728 Defined 01 0 0 295,728
Omnicell Inc. COM 68213N109 7,976 530,728 Defined 01 411,913 0 118,815
Omnicell Inc.* COM 68213N109 2,947 193,363 Defined 01 0 0 193,363
OmniVision Technologies Inc. COM 682128103 4,336 122,050 Defined 01 40,025 0 82,025
OMNOVA Solutions Inc. COM 682129101 5,065 653,914 Defined 01 512,514 0 141,400
OMNOVA Solutions Inc.* COM 682129101 2,070 262,981 Defined 01 0 0 262,981
On Assignment Inc. COM 682159108 4,975 536,544 Defined 01 424,994 0 111,550
On Assignment Inc.* COM 682159108 1,626 171,862 Defined 01 0 0 171,862
ON Semiconductor Corp COM 682189105 1,661 168,420 Defined 01 0 0 168,420
One Liberty Properties Inc. (R COM 682406103 78 5,200 Defined 01 260 0 4,940
Opnext Inc. COM 68375V105 2,696 1,109,615 Defined 01 363,175 0 746,440
Orasure Technologies Inc. COM 68554V108 88 11,190 Defined 01 555 0 10,635
Orbotech Ltd. ORD ORD M75253100 11,213 882,566 Defined 01 577,566 0 305,000
Orbotech Ltd. ORD* ORD M75253100 1,991 155,101 Defined 01 0 0 155,101
Orient Express Hotels Ltd A * COM G67743107 4,350 351,630 Defined 01 0 0 351,630
Orrstown Finl Svcs Inc COM 687380105 80 2,850 Defined 01 145 0 2,705
Oshkosh Corp. COM 688239201 11,996 341,853 Defined 01 200,853 0 141,000
Oshkosh Corp.* COM 688239201 3,418 96,600 Defined 01 0 0 96,600
Owens Corning New COM 690742101 13,556 376,648 Defined 01 233,533 0 143,115
Oxford Industries Inc. COM 691497309 7,742 229,402 Defined 01 181,402 0 48,000
Oxford Industries Inc.* COM 691497309 3,352 98,037 Defined 01 0 0 98,037
PACCAR Inc. COM 693718108 71 1,350 Defined 01 1,350 0 0
Pacer International Inc. COM 69373H106 1,823 347,333 Defined 01 117,075 0 230,258
Packaging Corp. of America COM 695156109 4,790 168,114 Defined 01 129,714 0 38,400
Packaging Corp. of America* COM 695156109 1,456 50,386 Defined 01 0 0 50,386
Par Pharmaceutical Companies I COM 69888P106 81 2,611 Defined 01 131 0 2,480
Park Electrochemical Corp. COM 700416209 5,934 188,277 Defined 01 151,127 0 37,150
Park Electrochemical Corp.* COM 700416209 1,961 60,820 Defined 01 0 0 60,820
Parker Drilling Co. COM 701081101 106 15,370 Defined 01 760 0 14,610
PDL BioPharma Inc. COM 69329Y104 88 15,180 Defined 01 785 0 14,395
Peabody Energy Corp COM 704549104 75,617 1,050,814 Defined 01 774,675 0 276,139
Peabody Energy Corp* COM 704549104 8,488 117,953 Defined 01 0 0 117,953
Pentair Inc. COM 709631105 71,079 1,880,872 Defined 01 1,183,227 0 697,645
Pentair Inc.* COM 709631105 8,500 224,934 Defined 01 0 0 224,934
People's United Financial Inc. COM 712704105 123 9,759 Defined 01 9,759 0 0
Pepco Holdings Inc. COM 713291102 0 1 Defined 01 1 0 0
PepsiCo Inc. COM 713448108 59 912 Defined 01 912 0 0
Perficient Inc. COM 71375U101 79 6,545 Defined 01 320 0 6,225
Perry Ellis International Inc. COM 288853104 7,601 276,211 Defined 01 93,450 0 182,761
Petroleo Brasileiro S.A. Ord. SPONSORED ADR 71654V408 110 2,720 Defined 01 2,720 0 0
PetSmart Inc. COM 716768106 555 13,542 Defined 01 13,542 0 0
PF Chang's China Bistro Inc. COM 69333Y108 73 1,585 Defined 01 75 0 1,510
Pfizer Inc. COM 717081103 99,208 4,884,672 Defined 01 3,218,572 0 1,666,100
PH Glatfelter Co. COM 377316104 5,750 439,582 Defined 01 342,382 0 97,200
PH Glatfelter Co.* COM 377316104 2,976 223,407 Defined 01 0 0 223,407
Philip Morris International In COM 718172109 320 4,880 Defined 01 4,880 0 0
Phillips-Van Heusen Corp. COM 718592108 141,485 2,179,218 Defined 01 1,429,031 0 750,187
Phillips-Van Heusen Corp.* COM 718592108 16,284 250,400 Defined 01 0 0 250,400
Phoenix Companies Inc. COM 71902E109 85 31,220 Defined 01 1,545 0 29,675
Photronics Inc. COM 719405102 87 9,745 Defined 01 505 0 9,240
Piedmont Office Realty Trust I COM CL A 720190206 2,590 133,413 Defined 01 91,513 0 41,900
Piedmont Office Realty Trust I* COM CL A 720190206 1,377 70,933 Defined 01 0 0 70,933
Pier 1 Imports Inc. COM 720279108 16,544 1,629,874 Defined 01 795,229 0 834,645
Pioneer Drilling Co. COM 723655106 2,446 177,255 Defined 01 57,525 0 119,730
Piper Jaffray Co. COM 724078100 11,743 285,540 Defined 01 159,699 0 125,841
Piper Jaffray Co.* COM 724078100 2,027 48,916 Defined 01 0 0 48,916
Plantronics Inc. COM 727493108 82 2,230 Defined 01 100 0 2,130
PNC Financial Services Group I COM 693475105 94,027 1,492,728 Defined 01 990,003 0 502,725
PNM Resources Inc. COM 69349H107 85 5,730 Defined 01 300 0 5,430
Polaris Industries Inc. COM 731068102 87 1,000 Defined 01 50 0 950
PolyOne Corporation COM 73179P106 34,662 2,444,628 Defined 01 1,072,428 01,372,200
PolyOne Corporation* COM 73179P106 2,376 167,185 Defined 01 0 0 167,185
Popular Inc. COM 733174106 4,162 1,425,400 Defined 01 477,400 0 948,000
Power-One Inc. COM 73930R102 83 9,525 Defined 01 450 0 9,075
PowerSecure International Inc. COM 73936N105 8,423 994,457 Defined 01 777,757 0 216,700
PowerSecure International Inc.* COM 73936N105 2,471 287,369 Defined 01 0 0 287,369
Powerwave Technologies Inc. COM 739363109 2,961 656,585 Defined 01 214,400 0 442,185
Premier Global Services Inc. COM 740585104 93 12,180 Defined 01 615 0 11,565
Privatebancorp Inc * COM 742962103 13,890 908,463 Defined 01 0 0 908,463
Procter & Gamble Co. COM 742718109 343 5,575 Defined 01 5,575 0 0
Progress Software Corp. COM 743312100 90,775 3,120,466 Defined 01 1,828,375 0 1,292,091
Progress Software Corp.* COM 743312100 8,543 293,662 Defined 01 0 0 293,662
Prosperity Bancshares Inc. COM 743606105 25,646 599,620 Defined 01 239,975 0 359,645
Providence Service Corp. COM 743815102 77 5,140 Defined 01 240 0 4,900
Provident Financial Services I COM 74386T105 8,137 555,825 Defined 01 432,625 0 123,200
Provident Financial Services I* COM 74386T105 2,766 186,893 Defined 01 0 0 186,893
Provident New York Bancorp COM 744028101 6,973 685,114 Defined 01 529,264 0 155,850
Provident New York Bancorp * COM 744028101 3,715 360,000 Defined 01 0 0 360,000
Prudential Financial Inc. COM 744320102 64,639 1,049,683 Defined 01 701,108 0 348,575
PS Business Parks Inc. (REIT) COM 69360J107 79 1,360 Defined 01 70 0 1,290
Qlogic Corp. COM 747277101 1,838 99,100 Defined 01 72,300 0 26,800
Qlogic Corp.* COM 747277101 1,117 60,238 Defined 01 0 0 60,238
Quality Distribution Inc COM 74756M102 6,621 558,713 Defined 01 187,068 0 371,645
Quanex Building Products Corpo COM 747619104 80 4,060 Defined 01 235 0 3,825
Quanex Building Products Corpo * COM 747619104 10,783 549,324 Defined 01 0 0 549,324
Quest Diagnostics Inc. COM 74834L100 556 12,164 Defined 01 12,164 0 0
Questar Corp. COM 748356102 34,328 1,967,234 Defined 01 1,301,119 0 666,115
Questar Corp.* COM 748356102 3,390 194,277 Defined 01 0 0 194,277
Quiksilver Inc. COM 74838C106 2,309 522,300 Defined 01 174,900 0 347,400
Qwest Communications Internati COM 749121109 23,831 3,489,120 Defined 01 2,877,695 0 611,425
Qwest Communications Internati * COM 749121109 5,437 796,100 Defined 01 0 0 796,100
Radian Group Inc. COM 750236101 1,878 275,700 Defined 01 92,700 0 183,000
Radiant Systems COM 75025N102 4,953 283,391 Defined 01 217,941 0 65,450
Radiant Systems* COM 75025N102 2,099 118,587 Defined 01 0 0 118,587
RadiSys Corporation COM 750459109 78 8,965 Defined 01 435 0 8,530
Railamerica Inc * COM 750753402 7,377 432,902 Defined 01 0 0 432,902
RAIT Financial Trust (REIT) COM 749227104 66 26,920 Defined 01 1,360 0 25,560
RAM Energy Resources Inc. COM 75130P109 83 39,830 Defined 01 1,975 0 37,855
Raymond James Financial Inc. COM 754730109 81,446 2,131,443 Defined 01 1,314,493 0 816,950
Raymond James Financial Inc.* COM 754730109 9,263 242,237 Defined 01 0 0 242,237
RAYTHEON CO WT EXP 061611 W EXP 06/16/201755111119 5 420 Defined 01 0 0 420
Raytheon Co. (New) COM NEW 755111507 57,664 1,133,557 Defined 01 816,607 0 316,950
Raytheon Co. (New)* COM NEW 755111507 5,016 98,600 Defined 01 0 0 98,600
RC2 Corp. COM 749388104 4,232 156,208 Defined 01 127,108 0 29,100
Realty Income Corp. (REIT) COM 756109104 3,726 108,172 Defined 01 83,172 0 25,000
Realty Income Corp. (REIT)* COM 756109104 1,653 47,299 Defined 01 0 0 47,299
Rebulic Airway Holdings COM 760276105 82 12,755 Defined 01 650 0 12,105
Regal-Beloit Corp. COM 758750103 8,823 122,125 Defined 01 96,925 0 25,200
Regal-Beloit Corp.* COM 758750103 4,445 60,200 Defined 01 0 0 60,200
Reliance Steel & Aluminum Co. COM 759509102 12 210 Defined 01 210 0 0
Renaissance Learning Inc. COM 75968L105 86 7,315 Defined 01 375 0 6,940
Renaissance RE Hldgs. COM G7496G103 551 7,991 Defined 01 7,991 0 0
Retail Ventures Inc. COM 76128Y102 82 4,775 Defined 01 215 0 4,560
Reynolds American Inc. COM 761713106 14,836 417,547 Defined 01 347,172 0 70,375
Reynolds American Inc.* COM 761713106 2,935 82,600 Defined 01 0 0 82,600
RF Micro Devices Inc. COM 749941100 3,200 508,979 Defined 01 393,114 0 115,865
RF Micro Devices Inc.* COM 749941100 1,531 238,860 Defined 01 0 0 238,860
Rigel Pharmaceuticals Inc. COM NEW 766559603 79 11,160 Defined 01 555 0 10,605
Rite Aid Corp. COM 767754104 70 66,330 Defined 01 3,285 0 63,045
Rofin-Sinar Technologies Inc. COM 775043102 5,286 134,630 Defined 01 106,730 0 27,900
Rofin-Sinar Technologies Inc.* COM 775043102 1,971 49,900 Defined 01 0 0 49,900
Rogers Communications Inc. CL CL B 775109200 339 9,325 Defined 01 9,325 0 0
Royal Caribbean Cruises Ltd. COM V7780T103 1,950 47,259 Defined 01 0 0 47,259
Rubicon Technology Inc COM 78112T107 3,144 113,600 Defined 01 38,000 0 75,600
Ruby Tuesday Inc. COM 781182100 14,363 1,102,729 Defined 01 611,534 0 491,195
Ruby Tuesday Inc.* COM 781182100 2,615 199,480 Defined 01 0 0 199,480
Ruddick Corp. COM 781258108 83 2,155 Defined 01 110 0 2,045
Ruth's Chris Steak House Inc. COM 783332109 4,307 834,600 Defined 01 274,805 0 559,795
Ryder Systems Inc. COM 783549108 71,231 1,407,727 Defined 01 818,486 0 589,241
Ryder Systems Inc.* COM 783549108 7,787 153,900 Defined 01 0 0 153,900
Ryland Group Inc. COM 783764103 3,454 218,935 Defined 01 167,385 0 51,550
Ryland Group Inc.* COM 783764103 1,765 111,000 Defined 01 0 0 111,000
S Y Bancorp Inc. COM 785060104 76 3,025 Defined 01 145 0 2,880
Saba Software Inc. COM NEW 784932600 100 10,150 Defined 01 505 0 9,645
Saia Inc. COM 78709Y105 81 4,935 Defined 01 235 0 4,700
Sandy Spring Bancorp Inc. COM 800363103 4,248 230,105 Defined 01 171,555 0 58,550
Sandy Spring Bancorp Inc.* COM 800363103 2,669 144,600 Defined 01 0 0 144,600
Sangamo Biosciences Inc. COM 800677106 87 10,495 Defined 01 520 0 9,975
Santarus Inc. COM 802817304 82 23,945 Defined 01 1,200 0 22,745
Sauer-Danfoss Inc. COM 804137107 8,892 174,600 Defined 01 82,900 0 91,700
Sauer-Danfoss Inc.* COM 804137107 1,655 32,500 Defined 01 0 0 32,500
Saul Centers Inc. (REIT) COM 804395101 76 1,705 Defined 01 80 0 1,625
Schawk Inc. CL A CL A 806373106 81 4,185 Defined 01 175 0 4,010
Schlumberger Limited COM 806857108 774 8,300 Defined 01 8,300 0 0
Select Comfort Corporation COM 81616X103 78 6,500 Defined 01 325 0 6,175
Selective Insurance Group Inc. COM 816300107 11,113 650,720 Defined 01 506,070 0 144,650
Selective Insurance Group Inc.* COM 816300107 1,873 108,251 Defined 01 0 0 108,251
SFN Group Inc. COM 784153108 17,580 1,247,710 Defined 01 452,355 0 795,355
Sherwin-Williams Co. COM 824348106 135 1,608 Defined 01 1,608 0 0
Sigma Designs Inc. COM 826565103 88 6,815 Defined 01 340 0 6,475
Signature Bank COM 82669G104 85 1,515 Defined 01 75 0 1,440
Signet Jewelers Limited SHS G81276100 100,665 2,187,968 Defined 01 1,373,536 0 814,432
Signet Jewelers Limited* SHS G81276100 9,678 210,300 Defined 01 0 0 210,300
Silicon Image Inc. COM 82705T102 81 9,090 Defined 01 430 0 8,660
Simon Property Group Inc. (REI COM 828806109 19,291 180,019 Defined 01 121,319 0 58,700
Sirona Dental Systems Inc. COM 82966C103 16,179 322,544 Defined 01 118,675 0 203,869
SkyWest Inc. COM 830879102 84 4,940 Defined 01 255 0 4,685
SLM Corp. COM 78442P106 1,199 78,307 Defined 01 78,307 0 0
SM Energy Company COM 78454L100 22,850 309,062 Defined 01 170,437 0 138,625
SM Energy Company* COM 78454L100 3,146 42,400 Defined 01 0 0 42,400
Smithfield Foods Inc. COM 832248108 56,622 2,353,379 Defined 01 1,535,949 0 817,430
Smithfield Foods Inc.* COM 832248108 7,660 318,390 Defined 01 0 0 318,390
Solta Medical Inc COM 83438K103 87 26,420 Defined 01 1,365 0 25,055
Sonic Automotive Inc. CL A COM 83545G102 75 5,370 Defined 01 275 0 5,095
Sonus Networks Inc. COM 835916107 2,983 793,460 Defined 01 259,950 0 533,510
Sotheby's COM 835898107 3,124 59,400 Defined 01 20,000 0 39,400
Spartan Motors Inc. COM 846819100 87 12,615 Defined 01 630 0 11,985
Spartan Stores Inc COM 846822104 77 5,185 Defined 01 260 0 4,925
Spectra Energy Corp. COM 847560109 34,593 1,272,725 Defined 01 1,035,695 0 237,030
Spectra Energy Corp.* COM 847560109 6,004 220,882 Defined 01 0 0 220,882
Spectrum Pharmaceuticals Inc. COM 84763A108 97 10,945 Defined 01 540 0 10,405
Speedway Motorsports Inc. COM 847788106 84 5,230 Defined 01 270 0 4,960
Stage Stores Inc. COM NEW 85254C305 81 4,220 Defined 01 250 0 3,970
Stamps.com Inc. COM NEW 852857200 81 6,075 Defined 01 290 0 5,785
Standard Microsystems Corp. COM 853626109 80 3,250 Defined 01 160 0 3,090
Standard Mtr Prods Inc. CL A COM 853666105 92 6,655 Defined 01 330 0 6,325
Standex International Corp. COM 854231107 88 2,310 Defined 01 115 0 2,195
Stanley Black and Decker Inc. COM 854502101 337 4,400 Defined 01 4,400 0 0
Star Scientific Inc. COM 85517P101 145 31,995 Defined 01 1,585 0 30,410
State Street Corp. COM 857477103 247 5,500 Defined 01 5,500 0 0
Steelcase Inc. CL A CL A 858155203 7,083 622,400 Defined 01 336,400 0 286,000
Steelcase Inc. CL A * CL A 858155203 2,520 221,400 Defined 01 0 0 221,400
Sterling Construction Co. Inc. COM 859241101 101 5,960 Defined 01 295 0 5,665
Steven Madden Ltd. COM 556269108 8,418 182,722 Defined 01 142,972 0 39,750
Steven Madden Ltd.* COM 556269108 3,440 73,294 Defined 01 0 0 73,294
Stewart Enterprises CL A COM 860370105 77 10,100 Defined 01 500 0 9,600
Stifel Financial Corp. COM 860630102 11,232 157,605 Defined 01 103,118 0 54,487
Stifel Financial Corp.* COM 860630102 3,123 43,500 Defined 01 0 0 43,500
Stone Energy Corp. COM 861642106 98 2,950 Defined 01 150 0 2,800
Stryker Corp. COM 863667101 535 8,797 Defined 01 8,797 0 0
Summit Hotel Properties Inc. ( COM 866082100 12,387 1,246,200 Defined 01 496,600 0 749,600
Sun Healthcare Group COM 86677E100 77 5,470 Defined 01 275 0 5,195
Sunrise Senior Living COM 86768K106 82 6,915 Defined 01 345 0 6,570
SunTrust Banks Inc. COM 867914103 32 1,100 Defined 01 0 0 1,100
SuperGen Inc. COM 868059106 86 27,650 Defined 01 1,375 0 26,275
Superior Energy Services Inc. COM 868157108 98,358 2,398,996 Defined 01 1,485,606 0 913,390
Superior Energy Services Inc.* COM 868157108 12,455 303,770 Defined 01 0 0 303,770
Superior Industries Intl Inc. COM 868168105 98 3,805 Defined 01 180 0 3,625
Supertex Inc. COM 868532102 80 3,590 Defined 01 175 0 3,415
SUPERVALU Inc. COM 868536103 89 10,000 Defined 01 495 0 9,505
Sykes Enterprises Inc. COM 871237103 84 4,225 Defined 01 210 0 4,015
Symantec Corporation COM 871503108 84,208 4,541,948 Defined 01 3,258,058 0 1,283,890
Symantec Corporation * COM 871503108 5,454 294,155 Defined 01 0 0 294,155
Symmetricom Inc. COM 871543104 86 14,065 Defined 01 705 0 13,360
Team Health Holdings Inc. COM 87817A107 81 4,615 Defined 01 230 0 4,385
Tellabs Inc. COM 879664100 76 14,520 Defined 01 700 0 13,820
Temple-Inland Inc. COM 879868107 5,533 240,457 Defined 01 188,557 0 51,900
Temple-Inland Inc.* COM 879868107 1,545 66,012 Defined 01 0 0 66,012
Teradyne Inc. COM 880770102 160 8,969 Defined 01 8,969 0 0
Tesoro Corporation COM 881609101 8,582 322,667 Defined 01 267,492 0 55,175
Tesoro Corporation* COM 881609101 2,672 99,600 Defined 01 0 0 99,600
Tessera Technologies Inc. COM 88164L100 85 4,635 Defined 01 220 0 4,415
Texas Capital BancShares Inc. COM 88224Q107 9,035 350,134 Defined 01 202,234 0 147,900
Texas Capital BancShares Inc.* COM 88224Q107 2,053 79,000 Defined 01 0 0 79,000
The Brinks Company COM 109696104 85 2,570 Defined 01 130 0 2,440
The Children's Place Retail St COM 168905107 80 1,610 Defined 01 80 0 1,530
The Cooper Companies Inc. COM 216648402 21,331 307,141 Defined 01 129,491 0 177,650
The Dow Chemical Company COM 260543103 28,329 750,441 Defined 01 496,441 0 254,000
The Hershey Co COM 427866108 196 3,600 Defined 01 3,600 0 0
The J. M. Smucker Company COM NEW 832696405 286 4,010 Defined 01 4,010 0 0
The Knot Inc. COM 499184109 5,043 418,500 Defined 01 308,700 0 109,800
The Knot Inc.* COM 499184109 2,312 191,853 Defined 01 0 0 191,853
Thermo Fisher Scientific Inc. COM 883556102 108 1,938 Defined 01 1,938 0 0
TheStreet.com Inc. COM 88368Q103 6 1,900 Defined 01 1,900 0 0
Thomas & Betts Corp. COM 884315102 6,142 104,696 Defined 01 80,896 0 23,800
Thomas & Betts Corp.* COM 884315102 2,795 47,000 Defined 01 0 0 47,000
Thompson Creek Metals Company COM 884768102 5,157 417,558 Defined 01 326,658 0 90,900
Thompson Creek Metals Company * COM 884768102 3,067 244,600 Defined 01 0 0 244,600
Thq Inc * COM 872443403 1,112 243,823 Defined 01 0 0 243,823
Tibco Software Inc. COM 88632Q103 2,810 103,103 Defined 01 0 0 103,103
TICC Capital Corp. COM 87244T109 74 6,765 Defined 01 320 0 6,445
Timberland Co. CL A CL A 887100105 14,492 354,428 Defined 01 221,028 0 133,400
Timberland Co. CL A* CL A 887100105 3,328 80,600 Defined 01 0 0 80,600
Timken Co. COM 887389104 80,346 1,536,253 Defined 01 1,007,255 0 528,998
Timken Co.* COM 887389104 5,669 108,400 Defined 01 0 0 108,400
Tower Group Inc. COM 891777104 74 3,085 Defined 01 150 0 2,935
Trimas Corp COM NEW 896215209 87 4,060 Defined 01 205 0 3,855
Triple S Management Corporatio CL B 896749108 83 4,010 Defined 01 200 0 3,810
TriQuint Semiconductor Inc. COM 89674K103 6,074 476,533 Defined 01 373,433 0 103,100
TriQuint Semiconductor Inc.* COM 89674K103 2,260 175,033 Defined 01 0 0 175,033
Triumph Group Inc. COM 896818101 59,385 671,399 Defined 01 407,278 0 264,121
Triumph Group Inc.* COM 896818101 5,485 62,008 Defined 01 0 0 62,008
TrueBlue Inc. COM 89785X101 82 4,885 Defined 01 245 0 4,640
TTM Technologies Inc. COM 87305R109 7,307 406,345 Defined 01 321,045 0 85,300
TTM Technologies Inc.* COM 87305R109 1,954 107,595 Defined 01 0 0 107,595
Tutor Perini Corp. COM 901109108 85 3,485 Defined 01 160 0 3,325
U Store It Trust (REIT) COM 91274F104 80 7,645 Defined 01 380 0 7,265
U.S. Airways Group Inc. COM 90341W108 13,059 1,499,260 Defined 01 498,995 0 1,000,265
U.S. Physical Therapy Inc. COM 90337L108 89 3,965 Defined 01 195 0 3,770
Umpqua Holdings Corp. COM 904214103 5,908 526,997 Defined 01 409,097 0 117,900
Umpqua Holdings Corp.* COM 904214103 3,247 283,800 Defined 01 0 0 283,800
UniFirst Corp. COM 904708104 76 1,430 Defined 01 70 0 1,360
Union First Market Bankshares COM 90662P104 10 900 Defined 01 900 0 0
Union Pacific Corp. COM 907818108 136 1,384 Defined 01 1,384 0 0
Unisource Energy Corp. COM 909205106 79 2,190 Defined 01 105 0 2,085
Unisys Corp. COM NEW 909214306 76 2,420 Defined 01 105 0 2,315
United Financial Bancorp Inc. COM 91030T109 9,044 555,595 Defined 01 435,195 0 120,400
United Financial Bancorp Inc.* COM 91030T109 1,183 71,665 Defined 01 0 0 71,665
United Fire & Casualty Co. COM 910331107 12,858 646,144 Defined 01 505,494 0 140,650
United Fire & Casualty Co.* COM 910331107 870 43,043 Defined 01 0 0 43,043
United Rentals Inc. COM 911363109 9,293 279,235 Defined 01 115,635 0 163,600
United States Steel Corp. COM 912909108 3 62 Defined 01 62 0 0
United Stationers Inc. COM 913004107 37,893 533,328 Defined 01 317,661 0 215,667
United Stationers Inc.* COM 913004107 3,307 46,546 Defined 01 0 0 46,546
United Technologies Corp. COM 913017109 934 11,038 Defined 01 11,038 0 0
Unitedhealth Group Inc. COM 91324P102 118,707 2,626,260 Defined 01 1,734,460 0 891,800
Universal American Corp. COM 913377107 88 3,835 Defined 01 195 0 3,640
Universal Display Corp. COM 91347P105 5,690 105,889 Defined 01 86,339 0 19,550
Universal Display Corp.* COM 91347P105 2,174 39,500 Defined 01 0 0 39,500
Universal Insurance Holdings I COM 91359V107 75 13,825 Defined 01 690 0 13,135
Universal Stainless & Alloy Pr COM 913837100 6,655 197,311 Defined 01 65,400 0 131,911
Univest Corp. of Pennsylvania COM 915271100 80 4,525 Defined 01 230 0 4,295
Unum Group COM 91529Y106 60 2,275 Defined 01 0 0 2,275
Urstadt Biddle Properties Inc. CL A 917286205 75 3,940 Defined 01 185 0 3,755
US Bancorp COM NEW 902973304 41 1,546 Defined 01 96 0 1,450
US Energy Corp. COM 911805109 3,222 514,700 Defined 01 173,200 0 341,500
USA Mobility Inc. COM 90341G103 87 6,030 Defined 01 300 0 5,730
Usec Inc. COM 90333E108 67 15,135 Defined 01 750 0 14,385
UTStarcom Inc. COM 918076100 88 37,635 Defined 01 1,860 0 35,775
V.F. Corporation COM 918204108 822 8,346 Defined 01 8,346 0 0
Vaalco Energy Inc. COM NEW 91851C201 83 10,680 Defined 01 545 0 10,135
Valeant Pharmaceuticals Intern COM 91911K102 599 12,016 Defined 01 12,016 0 0
Validus Holdings Ltd. COM SHS G9319H102 4,500 138,365 Defined 01 109,315 0 29,050
Validus Holdings Ltd.* COM SHS G9319H102 1,369 41,066 Defined 01 0 0 41,066
ValueClick Inc. COM 92046N102 19,468 1,347,250 Defined 01 536,475 0 810,775
Vantage Drilling Company ORD SHS G93205113 72 40,020 Defined 01 1,985 0 38,035
Vasco Data Security Intl Inc COM 92230Y104 130 9,465 Defined 01 500 0 8,965
Veeco Instruments Inc. COM 922417100 2,883 56,700 Defined 01 19,100 0 37,600
VeriFone Systems Inc. COM 92342Y109 12,949 236,042 Defined 01 122,917 0 113,125
VeriFone Systems Inc.* COM 92342Y109 1,989 36,200 Defined 01 0 0 36,200
Verigy Ltd. SHS Y93691106 8,640 626,422 Defined 01 497,922 0 128,500
Verigy Ltd.* SHS Y93691106 3,838 272,400 Defined 01 0 0 272,400
Verizon Communications Inc. COM 92343V104 69,158 1,794,447 Defined 01 1,185,447 0 609,000
Verso Paper Corp COM 92531L108 91 16,970 Defined 01 840 0 16,130
Viacom Inc. CL B CL B 92553P201 81,747 1,757,247 Defined 01 1,229,423 0 527,824
Viad Corp. COM 92552R406 80 3,350 Defined 01 185 0 3,165
ViroPharma Inc. COM 928241108 4,887 245,595 Defined 01 80,605 0 164,990
Vishay Intertechnology Inc. COM 928298108 4,111 231,740 Defined 01 171,475 0 60,265
Vishay Intertechnology Inc.* COM 928298108 1,951 110,000 Defined 01 0 0 110,000
Vonage Holdings Corp. COM 92886T201 2,792 612,235 Defined 01 199,535 0 412,700
Vornado Realty Trust (REIT) SH BEN INT 929042109 45,758 522,943 Defined 01 411,479 0 111,464
Vornado Realty Trust (REIT)* SH BEN INT 929042109 12,486 142,700 Defined 01 0 0 142,700
W&T Offshore Inc. COM 92922P106 9,500 421,659 Defined 01 325,799 0 95,860
W&T Offshore Inc.* COM 92922P106 2,510 110,120 Defined 01 0 0 110,120
Wabash National Corp COM 929566107 13,084 1,129,900 Defined 01 516,200 0 613,700
Wabash National Corp* COM 929566107 2,054 177,400 Defined 01 0 0 177,400
Waddell & Reed Financial Inc. CL A 930059100 6,056 150,203 Defined 01 115,328 0 34,875
Waddell & Reed Financial Inc.* CL A 930059100 3,062 75,400 Defined 01 0 0 75,400
Walgreen Company COM 931422109 85,310 2,125,307 Defined 01 1,418,107 0 707,200
Walt Disney COM 254687106 45,373 1,052,980 Defined 01 671,380 0 381,600
Walter Energy Inc. COM 93317Q105 73,402 541,995 Defined 01 336,210 0 205,785
Warren Resources Inc COM 93564A100 97 19,025 Defined 01 945 0 18,080
Washington Banking Co. COM 937303105 81 5,725 Defined 01 255 0 5,470
Washington Federal Inc. COM 938824109 11,431 669,952 Defined 01 521,841 0 148,111
Washington Federal Inc.* COM 938824109 5,615 323,800 Defined 01 0 0 323,800
Washington Real Estate Invmt T SH BEN INT 939653101 4,358 142,752 Defined 01 109,082 0 33,670
Washington Real Estate Invmt T* SH BEN INT 939653101 1,689 54,318 Defined 01 0 0 54,318
Washington Trust Bancorp Inc. COM 940610108 5,990 255,343 Defined 01 195,822 0 59,521
Washington Trust Bancorp Inc.* COM 940610108 847 35,689 Defined 01 0 0 35,689
Waters Corp. COM 941848103 1,526 17,563 Defined 01 0 0 17,563
Watson Pharmaceuticals Inc. COM 942683103 507 9,050 Defined 01 9,050 0 0
Watts Water Technologies A* COM 942749102 7,373 193,059 Defined 01 0 0 193,059
Wausau Paper Corp. COM 943315101 78 10,200 Defined 01 485 0 9,715
WD 40 Co. COM 929236107 79 1,865 Defined 01 90 0 1,775
Websense Inc. COM 947684106 86 3,745 Defined 01 185 0 3,560
Webster Financial Corp. COM 947890109 22,357 1,053,363 Defined 01 582,278 0 471,085
Webster Financial Corp.* COM 947890109 6,035 281,600 Defined 01 0 0 281,600
Weight Watchers International COM 948626106 38,838 554,027 Defined 01 354,133 0 199,894
Weight Watchers International * COM 948626106 4,886 69,700 Defined 01 0 0 69,700
Weingarten Realty Investors (R SH BEN INT 948741103 5,048 205,001 Defined 01 155,401 0 49,600
Weingarten Realty Investors (R* SH BEN INT 948741103 2,124 84,739 Defined 01 0 0 84,739
Weis Markets Inc. COM 948849104 81 1,995 Defined 01 105 0 1,890
Wells Fargo & Company COM 949746101 82,943 2,615,680 Defined 01 1,951,430 0 664,250
Wendy's Arby's Group COM 950587105 6,637 1,344,945 Defined 01 1,067,445 0 277,500
Wendy's Arby's Group * COM 950587105 1,820 361,742 Defined 01 0 0 361,742
Werner Enterprises Inc. COM 950755108 86 3,265 Defined 01 170 0 3,095
Wesbanco Inc COM 950810101 81 3,915 Defined 01 200 0 3,715
West Coast Bancorp COM 952145100 80 23,045 Defined 01 1,140 0 21,905
Western Refining Inc. COM 959319104 63,503 3,746,492 Defined 01 2,203,982 0 1,542,510
Western Refining Inc. * COM 959319104 5,890 347,509 Defined 01 0 0 347,509
Westlake Chemical Corp COM 960413102 99 1,770 Defined 01 90 0 1,680
Wet Seal Inc. CL A CL A 961840105 89 20,740 Defined 01 1,050 0 19,690
Whiting Petroleum Corp. COM 966387102 21,909 298,278 Defined 01 203,464 0 94,814
Whiting Petroleum Corp.* COM 966387102 3,761 51,200 Defined 01 0 0 51,200
Williams-Sonoma Inc. COM 969904101 35,094 866,513 Defined 01 488,639 0 377,874
Williams-Sonoma Inc.* COM 969904101 2,995 73,953 Defined 01 0 0 73,953
Woodward Inc. COM 980745103 4,895 142,534 Defined 01 108,584 0 33,950
Woodward Inc.* COM 980745103 3,086 89,300 Defined 01 0 0 89,300
Worthington Industries Inc. COM 981811102 5,192 250,920 Defined 01 191,330 0 59,590
Worthington Industries Inc.* COM 981811102 1,506 71,986 Defined 01 0 0 71,986
Wyndham Worldwide Corporation COM 98310W108 72,257 2,271,500 Defined 01 1,515,220 0 756,280
Wyndham Worldwide Corporation * COM 98310W108 10,567 332,200 Defined 01 0 0 332,200
Xerox Corp. COM 984121103 57,328 5,382,982 Defined 01 4,028,617 0 1,354,365
Xerox Corp.* COM 984121103 6,570 616,888 Defined 01 0 0 616,888
XL Group PLC CL A SHS G98290102 83,720 3,403,273 Defined 01 2,204,043 0 1,199,230
XL Group PLC CL A * SHS G98290102 9,538 387,711 Defined 01 0 0 387,711
Xyratex LTD COM G98268108 77 6,930 Defined 01 300 0 6,630
Zalicus Inc. COM 98887C105 83 34,285 Defined 01 1,835 0 32,450
Zimmer Holdings COM 98956P102 99,083 1,636,906 Defined 01 1,173,088 0 463,818
Zimmer Holdings* COM 98956P102 10,460 172,800 Defined 01 0 0 172,800
Zions Bancorp. COM 989701107 29 1,250 Defined 01 0 0 1,250
10,929,385 475,410,666 266,853,239 208,557,427