0001085936-11-000022.txt : 20110812 0001085936-11-000022.hdr.sgml : 20110812 20110812105101 ACCESSION NUMBER: 0001085936-11-000022 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110812 DATE AS OF CHANGE: 20110812 EFFECTIVENESS DATE: 20110812 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: 111029700 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 sfm2q11a.txt 13F 2Q2011 FILING UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 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 August 12, 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 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 669 Form 13F Information Table Value Total: $11,465,210 List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group, Inc. 13F INFORMATION TABLE SYSTEMATIC FINANCIAL MANAGEMENT, L.P. June 30, 2011 Title of Value Total Invstmn Other Voting Authority Security Class Cusip (x$1000) #Shares DscretnManager Sole SharedNone 1-800-Flowers.com Inc. CL A 68243Q106 83 26,625 Defined 01 1,245 0 25,380 1st Source Corp. COM 336901103 79 3,825 Defined 01 180 0 3,645 A. Schulman Inc. COM 808194104 9,405 373,375 Defined 01 322,180 0 51,195 A.O. Smith Corp. COM 831865209 15,358 363,070 Defined 01 230,200 0 132,870 Abercrombie & Fitch Co. CL A 002896207 515 7,692 Defined 01 7,692 0 0 ABM Industries Inc. COM 000957100 76 3,255 Defined 01 165 0 3,090 Abraxas Petroleum Corp COM 003830106 2,794 729,500 Defined 01 236,000 0 493,500 Accenture PLC CL A SHS CLASS A G1151C101 31,945 528,722 Defined 01 345,122 0 183,600 Acura Pharmaceuticals Inc COM NEW 00509L703 44 11,250 Defined 01 565 0 10,685 Advance America Cash Advance C COM 00739W107 80 11,595 Defined 01 580 0 11,015 Aetna Inc. COM 00817Y108 1,535 34,813 Defined 01 34,813 0 0 Affymatrix Inc. COM 00826T108 63 7,920 Defined 01 395 0 7,525 Agilent Technologies Inc. COM 00846U101 743 14,546 Defined 01 14,546 0 0 Agree Realty Corp. (REIT) COM 008492100 75 3,355 Defined 01 165 0 3,190 Agrium Inc. COM 008916108 70,871 807,558 Defined 01 566,573 0 240,985 Air Transport Services Group COM 00922R105 3,644 531,900 Defined 01 465,500 0 66,400 AK Steel Holding Corp. COM 001547108 3,215 204,000 Defined 01 65,600 0 138,400 Akorn Inc. COM 009728106 50 7,100 Defined 01 400 0 6,700 Albany International Corp. CL CL A 012348108 77 2,930 Defined 01 145 0 2,785 Alcatel-Lucent ADR SPONSORED ADR 013904305 80,674 13,981,654 Defined 01 9,863,844 0 4,117,81 Alcoa Inc. COM 013817101 123,960 7,815,893 Defined 01 5,472,383 0 2,343,51 Alexander's Inc. (REIT) COM 014752109 75 190 Defined 01 10 0 180 Align Technology Inc. COM 016255101 5,613 246,163 Defined 01 209,763 0 36,400 Alleghany Corp. COM 017175100 11,942 35,849 Defined 01 31,048 0 4,801 Allegheny Technologies Inc. COM 01741R102 114 1,800 Defined 01 1,800 0 0 Alphatec Holdings Inc COM 02081G102 44 12,540 Defined 01 630 0 11,910 Altra Holdings Inc. COM 02208R106 19,859 827,789 Defined 01 713,339 0 114,450 Amedisys Inc. COM 023436108 65 2,425 Defined 01 125 0 2,300 Amerco Com COM 023586100 6,399 66,550 Defined 01 21,700 0 44,850 American Dental Partners Inc. COM 025353103 62 4,770 Defined 01 240 0 4,530 American Electric Power Co. In COM 025537101 199 5,290 Defined 10 5,290 0 0 American Express Company COM 025816109 324 6,275 Defined 01 6,275 0 0 American Greetings Corp. CL A COM 026375105 3,065 127,500 Defined 01 41,000 0 86,500 American International Group COM NEW 026874784 20,018 682,754 Defined 01 446,854 0 235,900 American Water Works Co. Inc. COM 030420103 209,770 7,122,922 Defined 01 4,537,672 0 2,585,25 Amerigon Inc. COM 03070L300 3,864 222,300 Defined 01 71,800 0 150,500 Amerigroup Corp. COM 03073T102 66 935 Defined 01 45 0 890 Ameriprise Financial Inc. COM 03076C106 662 11,480 Defined 01 11,480 0 0 AMERISTAR CASINOS INC COM COM 03070Q101 14,001 590,525 Defined 01 243,275 0 347,250 Amgen Inc. COM 031162100 272 4,670 Defined 01 4,670 0 0 AMN Healthcare Services Inc. COM 001744101 8,367 1,005,675 Defined 01 861,635 0 144,040 Amsurg Corp. COM 03232P405 62 2,355 Defined 01 120 0 2,235 Anadarko Petroleum Corp. COM 032511107 26,153 340,714 Defined 01 226,864 0 113,850 Angiodynamics Inc COM 03475V101 65 4,585 Defined 01 245 0 4,340 Anixter Intl Inc. COM 035290105 1,041 15,930 Defined 01 15,930 0 0 Ann Inc. COM 035623107 24,611 942,933 Defined 01 621,933 0 321,000 Antares Pharma Inc. COM 036642106 51 22,940 Defined 01 1,150 0 21,790 Anthera Pharmaceuticals Inc COM 03674U102 46 5,655 Defined 01 285 0 5,370 APAC Customer Services Inc. COM 00185E106 70 13,085 Defined 01 655 0 12,430 Apache Corp. COM 037411105 36,731 297,685 Defined 01 195,010 0 102,675 Apple Inc. COM 037833100 2,261 6,736 Defined 01 6,736 0 0 Applied Industrial Technologie COM 03820C105 14,282 401,080 Defined 01 165,635 0 235,445 Applied Micro Circuits Corp. COM NEW 03822W406 7,989 901,727 Defined 01 772,492 0 129,235 Arch Capital Group Ltd. ORD G0450A105 67 2,100 Defined 01 0 0 2,100 Arctic Cat Inc. COM 039670104 8,663 645,085 Defined 01 420,545 0 224,540 Ariad Pharmaceuticals Inc. COM 04033A100 50 4,450 Defined 01 225 0 4,225 Armstrong World Industries Inc COM 04247X102 226 4,953 Defined 01 4,953 0 0 Arthrocare Corp. COM 043136100 5,522 164,970 Defined 01 52,590 0 112,380 Ascena Retail Group Inc COM 04351G101 77 2,275 Defined 01 110 0 2,165 Aspen Insurance Holdings Ltd. COM G05384105 6,944 269,862 Defined 01 232,712 0 37,150 AT&T Inc. COM 00206R102 99,522 3,168,490 Defined 01 2,084,990 0 1,083,50 Atlas Air Worldwide Holdings I COM NEW 049164205 48,651 817,525 Defined 01 602,789 0 214,736 Atmel Corp. COM 049513104 177,579 12,621,081 Defined 01 8,124,671 0 4,496,41 ATMI Inc. COM 00207R101 79 3,850 Defined 01 200 0 3,650 Atwood Oceanics Inc. COM 050095108 165 3,735 Defined 01 3,735 0 0 Avis Budget Group Inc. COM 053774105 5,057 295,900 Defined 01 96,000 0 199,900 Avista Corp. COM 05379B107 77 2,995 Defined 01 155 0 2,840 Bank of America Corporation COM 060505104 62,226 5,677,552 Defined 01 3,559,252 0 2,118,30 Bank of the Ozarks Inc. COM 063904106 77 1,485 Defined 01 75 0 1,410 Basic Energy Services Inc. COM 06985P100 4,412 140,200 Defined 01 45,000 0 95,200 BB&T Corp. COM 054937107 286 10,665 Defined 01 9,265 0 1,400 Beacon Roofing Supply Inc. COM 073685109 77 3,385 Defined 01 160 0 3,225 Bebe Stores Inc. COM 075571109 74 12,180 Defined 01 585 0 11,595 Berkshire Hills Bancorp Inc. COM 084680107 19,906 889,072 Defined 01 660,872 0 228,200 BGC Partners Inc. CL A 05541T101 71 9,215 Defined 01 465 0 8,750 Biogen Idec Inc. COM 09062X103 63,459 593,518 Defined 01 393,368 0 200,150 BioMed Realty Trust Inc. (REIT COM 09063H107 67,193 3,492,351 Defined 01 1,775,736 0 1,716,61 Biosante Pharmaceuticals Inc. COM NEW 09065V203 52 19,065 Defined 01 900 0 18,165 Black Hills Corp. COM 092113109 8,510 282,822 Defined 01 193,322 0 89,500 Bob Evans Farms Inc. COM 096761101 78 2,220 Defined 01 110 0 2,110 Boise Inc. COM 09746Y105 17,108 2,196,115 Defined 01 853,875 0 1,342,24 Bon-Ton Stores Inc. COM 09776J101 81 8,285 Defined 01 415 0 7,870 BP PLC - ADR SPONSORED ADR 055622104 873 19,700 Defined 01 19,700 0 0 Brady Corp. CL A CL A 104674106 6,064 189,150 Defined 01 163,855 0 25,295 Brandywine Realty Trust (REIT) SH BEN INT NEW 105368203 10,075 869,304 Defined 01 732,954 0 136,350 Briggs & Stratton Corp. COM 109043109 77 3,865 Defined 01 185 0 3,680 Brigham Exploration Co COM 109178103 10,543 352,265 Defined 01 255,465 0 96,800 Brinker International Inc. COM 109641100 15,248 623,390 Defined 01 257,250 0 366,140 Bristol-Myers Squibb Co. COM 110122108 25,645 885,539 Defined 01 584,339 0 301,200 Brocade Comm Sys Inc. COM NEW 111621306 2,204 341,200 Defined 01 110,300 0 230,900 Brookline Bancorp Inc. (DEL) COM 11373M107 6,679 720,491 Defined 01 610,291 0 110,200 Brooks Automation Inc. COM 114340102 33,209 3,057,920 Defined 01 1,639,045 0 1,418,87 Bryn Mawr Bk Corp COM 117665109 78 3,850 Defined 01 180 0 3,670 Buckeye Technologies Inc. COM 118255108 80 2,965 Defined 01 150 0 2,815 Build A Bear Workshop Inc COM 120076104 74 11,420 Defined 01 575 0 10,845 CACI International Inc. CL A CL A 127190304 74 1,175 Defined 01 60 0 1,115 Cadence Design System Inc. COM 127387108 27,629 2,616,350 Defined 01 1,073,500 0 1,542,85 Calamos Asset Management Inc. CL A 12811R104 78 5,345 Defined 01 295 0 5,050 Caliper Life Sciences COM 130872104 47 5,830 Defined 01 290 0 5,540 Callon Petroleum Co. COM 13123X102 5,787 824,357 Defined 01 263,250 0 561,107 Capital One Financial Corp. COM 14040H105 31,935 618,054 Defined 01 383,154 0 234,900 Cardinal Health COM 14149Y108 72,550 1,597,313 Defined 01 1,204,796 0 392,517 Cardionet Inc COM 14159L103 44 8,340 Defined 01 420 0 7,920 CareFusion Corporation COM 14170T101 96 3,530 Defined 01 3,530 0 0 Carlisle Companies Inc. COM 142339100 6,548 133,000 Defined 01 113,500 0 19,500 Carrizo Oil & Gas Inc. COM 144577103 4,951 118,586 Defined 01 105,036 0 13,550 Cascade Corp. COM 147195101 79 1,655 Defined 01 90 0 1,565 Castle AM & Co. COM 148411101 73 4,370 Defined 01 220 0 4,150 Casual Male Retail Group Inc. COM NEW 148711302 72 17,435 Defined 01 915 0 16,520 Caterpillar Inc. COM 149123101 66,761 627,100 Defined 01 409,700 0 217,400 Cathay General Bancorp COM 149150104 6,034 368,145 Defined 01 118,135 0 250,010 Cato Corporation CL A CL A 149205106 79 2,730 Defined 01 130 0 2,600 CBIZ INC COM 124805102 74 10,015 Defined 01 510 0 9,505 CBL & Associates Properties In COM 124830100 126,190 6,960,275 Defined 01 4,157,927 0 2,802,34 CBS Corp. CL B CL B 124857202 70,333 2,468,707 Defined 01 1,733,803 0 734,904 CDI Corp. COM 125071100 71 5,310 Defined 01 285 0 5,025 Celanese Corporation COM SER A 150870103 318 5,970 Defined 01 5,970 0 0 Celestica Inc. Sub Voting Shs SUB VTG SHS 15101Q108 74 8,395 Defined 01 445 0 7,950 Centene Corp. COM 15135B101 68 1,910 Defined 01 90 0 1,820 Century Aluminum Co. COM 156431108 78 5,015 Defined 01 240 0 4,775 CenturyLink Inc. COM 156700106 76 1,881 Defined 01 1,879 0 2 Charming Shoppes Inc. COM 161133103 76 18,180 Defined 01 910 0 17,270 Check Point Software Technolog ORD M22465104 801 14,083 Defined 01 14,083 0 0 Cheesecake Factory Inc. COM 163072101 2,999 95,600 Defined 01 86,725 0 8,875 Chevron Corp. COM 166764100 148,257 1,441,632 Defined 01 944,957 0 496,675 Chicago Bridge & Iron Co. NY REGISTRY SH 167250109 6,251 160,700 Defined 01 135,700 0 25,000 Christopher & Banks Corp. COM 171046105 77 13,420 Defined 01 635 0 12,785 Ciber Inc. COM 17163B102 2,954 532,300 Defined 01 171,800 0 360,500 Cigna Corp. COM 125509109 57,352 1,115,147 Defined 01 783,722 0 331,425 Cincinnati Bell Inc. COM 171871106 80 24,080 Defined 01 1,200 0 22,880 CIRCOR International Inc. COM 17273K109 10,556 246,464 Defined 01 211,114 0 35,350 Cirrus Logic Inc. COM 172755100 5,600 352,200 Defined 01 113,200 0 239,000 Citigroup Inc. COM 172967424 78,309 1,880,621 Defined 01 1,226,228 0 654,393 City National Corp. COM 178566105 6,011 110,806 Defined 01 95,046 0 15,760 Cliffs Natural Resources Inc. COM 18683K101 564 6,104 Defined 01 6,104 0 0 CMS Energy Corp. COM 125896100 113,027 5,740,300 Defined 01 3,778,560 0 1,961,74 CNO Financial Group Inc. COM 12621E103 15,069 1,905,000 Defined 01 652,500 0 1,252,50 Cognex Corp. COM 192422103 75 2,120 Defined 01 115 0 2,005 Cohu Inc. COM 192576106 7,603 579,969 Defined 01 494,224 0 85,745 Colgate-Palmolive Co. COM 194162103 612 7,000 Defined 01 7,000 0 0 Columbia Sportswear Company COM 198516106 8,244 130,039 Defined 01 110,589 0 19,450 Columbus Mckinnon Corp. COM 199333105 10,808 601,755 Defined 01 514,655 0 87,100 Comerica Inc. COM 200340107 133 3,845 Defined 01 3,845 0 0 Comtech Telecommunications Cor COM 205826209 76 2,710 Defined 01 140 0 2,570 CONMED Corp. COM 207410101 64 2,255 Defined 01 115 0 2,140 Conns Inc. COM 208242107 84 9,655 Defined 01 485 0 9,170 ConocoPhillips COM 20825C104 179 2,380 Defined 01 2,380 0 0 Constellation Brands Inc. CL A CL A 21036P108 27,468 1,319,295 Defined 01 837,400 0 481,895 Contango Oil & Gas Company COM NEW 21075N204 78 1,335 Defined 01 65 0 1,270 Continucare Corp. COM 212172100 90 14,600 Defined 01 725 0 13,875 Cooper Industries PLC CL A SHS G24140108 228 3,820 Defined 01 3,820 0 0 Corcept Therapeutics Inc. COM 218352102 41 10,265 Defined 01 515 0 9,750 Coventry Health Care Inc. COM 222862104 16,788 460,334 Defined 01 396,834 0 63,500 Covidien plc COM G2554F113 831 15,613 Defined 01 15,613 0 0 Crane Co. COM 224399105 6,855 138,732 Defined 01 119,132 0 19,600 Crawford & Co. CL B COM 224633107 78 11,080 Defined 01 555 0 10,525 Cray Inc. COM NEW 225223304 76 11,840 Defined 01 595 0 11,245 Cross Country Healthcare Inc. COM 227483104 69 9,065 Defined 01 435 0 8,630 Cryolife Inc. COM 228903100 67 11,880 Defined 01 580 0 11,300 CSX Corp. COM 126408103 267 10,200 Defined 01 10,200 0 0 Cummins Inc. COM 231021106 17,177 165,978 Defined 01 109,428 0 56,550 Curtiss-Wright Corp. COM 231561101 5,549 171,411 Defined 01 157,511 0 13,900 CVS Caremark Corporation COM 126650100 44,654 1,188,231 Defined 01 780,531 0 407,700 Cynosure Inc CL A 232577205 66 5,425 Defined 01 300 0 5,125 Daktronics Inc. COM 234264109 77 7,130 Defined 01 390 0 6,740 Dana Holding Corp. COM 235825205 11,179 610,900 Defined 01 197,400 0 413,500 Dean Foods Co. COM 242370104 4,228 344,544 Defined 01 140,044 0 204,500 Dell Inc. COM 24702R101 30,419 1,824,749 Defined 01 1,211,849 0 612,900 Delphi Financial Group Inc. CL CL A 247131105 3,419 117,060 Defined 01 37,030 0 80,030 Deluxe Corp. COM 248019101 75 3,045 Defined 01 145 0 2,900 Denbury Resources Inc. COM NEW 247916208 147,668 7,383,379 Defined 01 4,811,554 0 2,571,82 Devon Energy Corporation COM 25179M103 550 6,982 Defined 01 6,982 0 0 DHT Holdings COM Y2065G105 76 19,920 Defined 01 965 0 18,955 DiamondRock Hospitality Compan COM 252784301 16,315 1,520,492 Defined 01 1,272,816 0 247,676 Digital Realty Trust Inc. (REI COM 253868103 80 1,300 Defined 01 0 0 1,300 Dillard Dept Stores CL A 254067101 74 1,415 Defined 01 70 0 1,345 Dime Community Bancshares Inc. COM 253922108 8,746 601,495 Defined 01 435,195 0 166,300 Discover Financial Services COM 254709108 233,195 8,717,581 Defined 01 5,595,256 0 3,122,32 Domtar Corporation COM NEW 257559203 24,723 261,015 Defined 01 189,165 0 71,850 Dresser-Rand Group Inc. COM 261608103 8,078 150,288 Defined 01 130,388 0 19,900 DSP Group Inc. COM 23332B106 78 8,960 Defined 01 435 0 8,525 DSW Inc. CL A 23334L102 80 1,590 Defined 01 75 0 1,515 Ducommun Inc. COM 264147109 6,478 314,924 Defined 01 290,018 0 24,906 Duff & Phelps Corp. CL A 26433B107 5,594 436,048 Defined 01 374,148 0 61,900 Dupont Fabros Techonlogy Inc. COM 26613Q106 65,854 2,613,268 Defined 01 1,415,983 0 1,197,28 Dycom Industries Inc. COM 267475101 78 4,765 Defined 01 240 0 4,525 East West Bancorp Inc. COM 27579R104 7,356 364,000 Defined 01 116,200 0 247,800 Eastman Chemical Co. COM 277432100 196 1,920 Defined 01 1,920 0 0 Eaton Corporation COM 278058102 106,406 2,068,138 Defined 01 1,462,150 0 605,988 Electro Scientific Industries COM 285229100 84 4,330 Defined 01 240 0 4,090 Electronics For Imaging Inc. COM 286082102 78 4,510 Defined 01 225 0 4,285 Elizabeth Arden COM 28660G106 10,486 361,213 Defined 01 131,763 0 229,450 EMC Corporation COM 268648102 67,202 2,439,291 Defined 01 1,598,091 0 841,200 EMCOR Group Inc. COM 29084Q100 6,524 222,600 Defined 01 192,700 0 29,900 Emulex Corp. COM NEW 292475209 76 8,860 Defined 01 420 0 8,440 EnCana Corp. COM 292505104 180 5,845 Defined 01 5,845 0 0 Encore Wire Corp. COM 292562105 79 3,245 Defined 01 155 0 3,090 Endologix Inc. COM 29266S106 53 5,730 Defined 01 275 0 5,455 Energen Corp. COM 29265N108 84,441 1,494,539 Defined 01 957,284 0 537,255 Energizer Holdings Inc. COM 29266R108 86 1,190 Defined 01 1,190 0 0 Entegris Inc. COM 29362U104 15,948 1,575,934 Defined 01 1,367,309 0 208,625 Entertainment Properties Trust COM SH BEN INT 29380T105 77 1,640 Defined 01 80 0 1,560 Entropic Communications Inc. COM 29384R105 11,817 1,329,212 Defined 01 551,362 0 777,850 Equity One Inc. (REIT) COM 294752100 9,621 516,140 Defined 01 436,240 0 79,900 Equity Residential Pptys Tr SB SH BEN INT 29476L107 744 12,400 Defined 01 12,400 0 0 Everest Re Group Ltd. COM G3223R108 138 1,689 Defined 01 1,689 0 0 Excel Trust Inc. (REIT) COM 30068C109 7,715 699,450 Defined 01 582,250 0 117,200 EXFO Inc. COM 302046107 3,246 417,200 Defined 01 134,700 0 282,500 Exterran Holdings Inc. COM 30225X103 69 3,490 Defined 01 180 0 3,310 Extra Space Storage Inc COM 30225T102 78 3,650 Defined 01 185 0 3,465 Extreme Networks COM 30226D106 76 23,440 Defined 01 1,175 0 22,265 Exxon Mobil Corp. COM 30231G102 565 6,943 Defined 01 6,943 0 0 FBR & Company COM 30247C301 72 21,290 Defined 01 1,050 0 20,240 FEI Co. COM 30241L109 2,448 64,100 Defined 01 20,500 0 43,600 FelCor Lodging Trust Inc. (REI COM 31430F101 3,245 608,800 Defined 01 130,900 0 477,900 Ferro Corp. COM 315405100 11,955 889,537 Defined 01 615,147 0 274,390 Fifth Third Bancorp COM 316773100 156,265 12,256,113 Defined 01 8,151,780 0 4,104,33 Finish Line Inc. CL A CL A 317923100 30,502 1,425,346 Defined 01 1,046,886 0 378,460 First Busey Corp COM 319383105 75 14,200 Defined 01 710 0 13,490 First Citizens Bancshares Inc. COM 31946M103 27,245 145,523 Defined 01 111,948 0 33,575 First Community Bancshares COM 31983A103 9,825 701,786 Defined 01 593,586 0 108,200 First Financial Bancorp. COM 320209109 80 4,810 Defined 01 230 0 4,580 First Financial Bankshares Inc COM 32020R109 76 2,213 Defined 01 108 0 2,105 First Horizon National Corp. COM 320517105 59 6,206 Defined 01 0 0 6,206 First Merchants Corporation COM 320817109 2,940 328,900 Defined 01 107,700 0 221,200 First Niagara Financial Group COM 33582V108 123,554 9,360,153 Defined 01 5,781,898 0 3,578,25 Firstenergy Corp. COM 337932107 132,749 3,006,763 Defined 01 2,148,235 0 858,528 Five Star Quality Care COM 33832D106 62 10,600 Defined 01 560 0 10,040 Fomento Economico Mexico SAB d SPON ADR UNITS 344419106 155 2,330 Defined 01 2,330 0 0 Foot Locker Inc. COM 344849104 52,775 2,221,149 Defined 01 1,381,599 0 839,550 Force Protection Inc. COM NEW 345203202 78 15,725 Defined 01 810 0 14,915 Ford Motor Co. COM PAR $0.01 345370860 20,795 1,507,948 Defined 01 990,448 0 517,500 Forest Labs Inc. COM 345838106 170 4,332 Defined 01 4,332 0 0 Freeport-McMoRan Copper & Gold CL B 35671D857 66,034 1,248,274 Defined 01 824,024 0 424,250 Fresh Del Monte Produce Inc. COM G36738105 74 2,765 Defined 01 140 0 2,625 FSI International COM 302633102 1,634 596,400 Defined 01 191,600 0 404,800 Fulton Financial Corp. COM 360271100 18,227 1,701,875 Defined 01 679,275 0 1,022,60 G&K Services Inc. CL A CL A 361268105 661 19,521 Defined 01 17,401 0 2,120 Gallagher Arthur J & Co Comm COM 363576109 2,945 103,200 Defined 01 33,300 0 69,900 Gardner Denver Inc. COM 365558105 8,364 99,516 Defined 01 85,816 0 13,700 GenCorp Inc. COM 368682100 75 11,685 Defined 01 585 0 11,100 General Dynamics Corp. COM 369550108 85 1,134 Defined 01 1,134 0 0 General Electric Co. COM 369604103 89,847 4,763,906 Defined 01 3,071,806 0 1,692,10 Genesco Inc. COM 371532102 88 1,690 Defined 01 80 0 1,610 Georgia Gulf Corp. COM PAR $0.01 NEW373200302 76 3,160 Defined 01 160 0 3,000 Getty Realty Corp. (REIT) COM 374297109 74 2,950 Defined 01 140 0 2,810 Gibraltar Industries Inc. COM 374689107 8,641 763,378 Defined 01 648,278 0 115,100 G-III Apparel Group Ltd. COM 36237H101 8,675 251,446 Defined 01 216,596 0 34,850 Gladstone Capital Corp COM 376535100 73 7,890 Defined 01 395 0 7,495 Gladstone Investment Corp COM 376546107 72 10,145 Defined 01 510 0 9,635 Gleacher & Company Inc. COM 377341102 62 30,435 Defined 01 1,525 0 28,910 Glimcher Realty Trust (REIT) SH BEN INT 379302102 74 7,745 Defined 01 390 0 7,355 Global Cash Access Holdings In COM 378967103 77 24,075 Defined 01 1,240 0 22,835 Goldman Sachs Group Inc. COM 38141G104 285 2,145 Defined 01 1,720 0 425 Granite Construction Inc. COM 387328107 72 2,955 Defined 01 150 0 2,805 Greatbatch Inc. COM 39153L106 67 2,485 Defined 01 115 0 2,370 Green Plains Renewable Energy COM 393222104 77 7,160 Defined 01 370 0 6,790 Gulfport Energy Corp. COM NEW 402635304 4,222 142,200 Defined 01 45,800 0 96,400 Hain Celestial Group Inc. COM 405217100 93,583 2,805,243 Defined 01 1,745,160 0 1,060,08 Hansen Medical Inc COM 411307101 57 16,685 Defined 01 900 0 15,785 Harley Davidson Inc COM 412822108 65,222 1,591,935 Defined 01 1,052,540 0 539,395 Harman International Industrie COM 413086109 8,876 194,783 Defined 01 167,433 0 27,350 Harmonic Inc. COM 413160102 7,869 1,088,381 Defined 01 945,431 0 142,950 Harsco Corp. COM 415864107 9,752 299,150 Defined 01 256,300 0 42,850 Hartford Financial Services Gr COM 416515104 120,944 4,586,431 Defined 01 3,230,041 0 1,356,39 HB Fuller Co. COM 359694106 85 3,475 Defined 01 175 0 3,300 HCA Holdings Inc. COM 40412C101 47,917 1,452,030 Defined 01 962,830 0 489,200 Health Management Associates I CL A 421933102 122,667 11,379,143 Defined 01 7,021,833 0 4,357,31 Health Net Inc. COM 42222G108 112,740 3,513,259 Defined 01 2,156,072 0 1,357,18 HealthSpring Inc. COM 42224N101 60 1,300 Defined 01 65 0 1,235 Healthways Inc. COM 422245100 4,362 287,330 Defined 01 283,435 0 3,895 Helix Energy Solutions Group I COM 42330P107 72 4,320 Defined 01 235 0 4,085 Helmerich & Payne Inc. COM 423452101 136 2,064 Defined 01 2,064 0 0 Herbalife Ltd. COM USD SHS G4412G101 438 7,600 Defined 01 7,600 0 0 Hercules Offshore Inc. COM 427093109 8,626 1,565,505 Defined 01 506,400 0 1,059,10 Hertz Global Holdings Inc. COM 42805T105 91,202 5,743,221 Defined 01 3,484,866 0 2,258,35 Hess Corporation COM 42809H107 85,878 1,148,719 Defined 01 752,269 0 396,450 Hewlett-Packard Company COM 428236103 491 13,498 Defined 01 13,498 0 0 Hexcel Corp. COM 428291108 2,767 126,400 Defined 01 41,000 0 85,400 HNI Corp. COM 404251100 5,361 213,418 Defined 01 184,878 0 28,540 Holly Corp. COM PAR $0.01 435758305 7,648 110,200 Defined 01 35,700 0 74,500 Hologic Inc. COM 436440101 388 19,235 Defined 01 19,235 0 0 Home Bancshares Inc. (Conway A COM 436893200 76 3,232 Defined 01 155 0 3,077 Home Properties Inc. (REIT) COM 437306103 94,800 1,557,162 Defined 01 978,707 0 578,455 Honeywell International Inc. COM 438516106 358 6,000 Defined 01 6,000 0 0 Horace Mann Educators Corp. COM 440327104 77 4,905 Defined 01 245 0 4,660 Hornbeck Offshore Services Inc COM 440543106 77 2,815 Defined 01 140 0 2,675 Hot Topic Inc. COM 441339108 73 9,825 Defined 01 530 0 9,295 Huntington Bancshares Inc. COM 446150104 132,289 20,165,945 Defined 01 12,781,213 0 7,384,73 Huntsman Corp COM 447011107 108,615 5,762,064 Defined 01 3,775,244 0 1,986,82 IAC InterActiveCorp. COM PAR $.001 44919P508 8,200 214,836 Defined 01 186,886 0 27,950 ICF International Inc. COM 44925C103 76 2,975 Defined 01 145 0 2,830 Idenix Pharmaceuticals Inc. COM 45166R204 44 8,860 Defined 01 445 0 8,415 IDT Corp COM 448947507 74 2,740 Defined 01 150 0 2,590 Immersion Corporation COM 452521107 77 8,990 Defined 01 440 0 8,550 Immucor Inc COM 452526106 64 3,120 Defined 01 155 0 2,965 Immunogen Inc COM 45253H101 47 3,835 Defined 01 190 0 3,645 Immunomedics Inc COM 452907108 52 12,700 Defined 01 675 0 12,025 Independent Bank Corp. COM 453836108 71 2,700 Defined 01 140 0 2,560 Infinity Property and Casualty COM 45665Q103 7,024 128,500 Defined 01 40,800 0 87,700 Infospace Inc. COM PAR $ .0001 45678T300 77 8,491 Defined 01 445 0 8,046 Ing Groep NV ADR COM 456837103 589 47,600 Defined 01 47,600 0 0 Ingersoll-Rand Co. Ltd. PLC SH SHS G47791101 227 5,000 Defined 01 5,000 0 0 Inhibitex Inc. COM 45719T103 51 12,930 Defined 01 600 0 12,330 Innophos Holdings Inc. COM 45774N108 10,710 219,475 Defined 01 90,875 0 128,600 Insight Enterprises Inc. COM 45765U103 80 4,495 Defined 01 225 0 4,270 Insperity Inc. COM 45778Q107 74 2,510 Defined 01 125 0 2,385 Integrated Device Technology I COM 458118106 76 9,730 Defined 01 475 0 9,255 Internap Network Services Corp COM PAR $0.01 45885A300 73 9,930 Defined 01 500 0 9,430 International Business Machine COM 459200101 30,997 180,687 Defined 01 121,037 0 59,650 International Paper Co. COM 460146103 359 12,040 Defined 01 12,040 0 0 Invesco Ltd. PLC Shs SHS G491BT108 82,122 3,509,478 Defined 01 2,318,813 0 1,190,66 Investment Technology Group In COM 46145F105 73 5,230 Defined 01 285 0 4,945 Investors Bancorp Inc. COM 46146P102 78 5,470 Defined 01 265 0 5,205 ION Geophysical Corporation COM 462044108 81 8,570 Defined 01 430 0 8,140 J&J Snack Foods Corp. COM 466032109 6,046 121,276 Defined 01 104,376 0 16,900 J2 Global Communications COM NEW 46626E205 75 2,640 Defined 01 130 0 2,510 JAKKS Pacific Inc. COM 47012E106 74 4,030 Defined 01 210 0 3,820 JDS Uniphase Corp. COM PAR $0.001 46612J507 88 5,278 Defined 01 5,278 0 0 Johnson & Johnson COM 478160104 339 5,100 Defined 01 5,100 0 0 Johnson Controls Inc. COM 478366107 371 8,900 Defined 01 8,900 0 0 Journal Communications Inc. CL A 481130102 74 14,280 Defined 01 715 0 13,565 JPMorgan Chase & Co. COM 46625H100 122,027 2,980,620 Defined 01 1,928,180 0 1,052,44 Kadant Inc. COM 48282T104 81 2,555 Defined 01 140 0 2,415 KBR Inc. COM 48242W106 141,359 3,750,580 Defined 01 2,401,625 0 1,348,95 Kelly Services Inc. CL A CL A 488152208 2,977 180,420 Defined 01 56,845 0 123,575 Kennametal Inc. COM 489170100 6,381 151,173 Defined 01 129,423 0 21,750 Kensey Nash Corp. COM 490057106 64 2,520 Defined 01 125 0 2,395 KeyCorp COM 493267108 168,039 20,172,781 Defined 01 13,201,981 0 6,970,80 Kilroy Realty Corp. (REIT) COM 49427F108 77 1,940 Defined 01 95 0 1,845 Kindred Healthcare Inc. COM 494580103 7,599 353,955 Defined 01 113,540 0 240,415 Kopin Corp. COM 500600101 72 15,200 Defined 01 755 0 14,445 Krispy Kreme Doughnuts Inc. COM 501014104 79 8,340 Defined 01 420 0 7,920 Kronos Worldwide Inc. COM 50105F105 4,195 133,400 Defined 01 43,400 0 90,000 K-Swiss Inc. CL A CL A 482686102 6,424 604,367 Defined 01 521,667 0 82,700 Kulicke & Soffa Industries COM 501242101 76 6,825 Defined 01 330 0 6,495 KVH Industries Inc. COM 482738101 6,996 658,093 Defined 01 604,168 0 53,925 L-3 Communications Holdings In COM 502424104 114 1,300 Defined 01 1,300 0 0 Laboratory Crp Of Amer Hldgs COM NEW 50540R409 160 1,655 Defined 01 1,655 0 0 Laclede Group Inc. COM 505597104 74 1,960 Defined 01 105 0 1,855 Lakeland Bancorp Inc. COM 511637100 4,762 477,172 Defined 01 381,412 0 95,760 Lakeland Financial Corp. COM 511656100 75 3,390 Defined 01 170 0 3,220 LaSalle Hotel Properties (REIT COM SH BEN INT 517942108 6,714 254,900 Defined 01 79,700 0 175,200 Lattice Semiconductor Corporat COM 518415104 4,408 676,125 Defined 01 213,680 0 462,445 Lear Corp. COM NEW 521865204 223,610 4,181,184 Defined 01 2,743,629 0 1,437,55 Lexington Realty Trust (REIT) COM 529043101 6,413 702,408 Defined 01 260,508 0 441,900 Lexmark International Inc. CL COM 529771107 143 4,900 Defined 01 4,900 0 0 Life Technologies Corporation COM 53217V109 380 7,300 Defined 01 7,300 0 0 Limited Brands Inc. COM 532716107 312 8,125 Defined 01 8,125 0 0 Lincare Holdings Inc. COM 532791100 64 2,200 Defined 01 105 0 2,095 Lincoln National Corp. COM 534187109 133,769 4,695,288 Defined 01 2,903,563 0 1,791,72 Litha MTRS Inc. COM 536797103 81 4,115 Defined 01 205 0 3,910 LPL Investment Holdings Inc. COM 50213H100 8,178 239,051 Defined 01 204,851 0 34,200 LSI Industries Inc. COM 50216C108 74 9,315 Defined 01 485 0 8,830 LTX Credence Corp. COM 502403207 74 8,305 Defined 01 455 0 7,850 Macy's Inc. COM 55616P104 208,296 7,123,682 Defined 01 4,636,752 0 2,486,93 Magellan Health Services Inc. COM NEW 559079207 63 1,145 Defined 01 55 0 1,090 Magma Design Automation Inc. COM 559181102 7,370 922,390 Defined 01 294,470 0 627,920 Maiden Holdings Ltd. COM G5753U112 72 7,920 Defined 01 395 0 7,525 Marathon Oil Corp COM 565849106 55,942 1,061,930 Defined 01 703,205 0 358,725 Marsh & McLennan Companies Inc COM 571748102 127,134 4,076,112 Defined 01 2,900,407 0 1,175,70 MasTec Inc. COM 576323109 78 3,935 Defined 01 205 0 3,730 Matrix Service Co. COM 576853105 77 5,765 Defined 01 290 0 5,475 McDermott International Inc. COM 580037109 4 205 Defined 01 205 0 0 MCG Capital Corporation COM 58047P107 76 12,485 Defined 01 610 0 11,875 McKesson Corp. COM 58155Q103 40,689 486,415 Defined 01 318,415 0 168,000 McMoRan Exploration Co. COM 582411104 6,026 326,074 Defined 01 278,274 0 47,800 MDC Holdings Inc. COM 552676108 4,864 197,384 Defined 01 168,334 0 29,050 Meadowbrook Insurance Group In COM 58319P108 78 7,910 Defined 01 385 0 7,525 MeadWestvaco Corporation COM 583334107 82,171 2,466,849 Defined 01 1,537,794 0 929,055 Medcath Corporation COM 58404W109 65 4,810 Defined 01 230 0 4,580 Medicines Co. COM 584688105 64 3,880 Defined 01 180 0 3,700 Medicis Pharmaceutical Corp. C CL A NEW 584690309 63 1,645 Defined 01 80 0 1,565 Mens Warehouse Inc. COM 587118100 75 2,215 Defined 01 115 0 2,100 Merck & Co. Inc. COM 58933Y105 89 2,514 Defined 01 2,514 0 0 Merge Healthcare Inc. COM 589499102 48 9,185 Defined 01 455 0 8,730 MetLife Inc. COM 59156R108 63,973 1,458,249 Defined 01 961,649 0 496,600 MetroPCS Communications Inc. COM 591708102 93,500 5,432,860 Defined 01 3,470,740 0 1,962,12 Metropolitan Health Networks COM 592142103 46 9,515 Defined 01 475 0 9,040 MGE Energy Inc. COM 55277P104 6,900 170,245 Defined 01 146,045 0 24,200 Michael Baker Corporation COM 057149106 71 3,340 Defined 01 160 0 3,180 Micrel Inc. COM 594793101 74 7,025 Defined 01 375 0 6,650 Microsoft Corporation COM 594918104 502 19,325 Defined 01 19,325 0 0 Miller Energy Resources COM 600527105 81 12,705 Defined 01 635 0 12,070 Minerals Technologies Inc. COM 603158106 74 1,115 Defined 01 60 0 1,055 MIPS Technologies Inc. COM 604567107 74 10,720 Defined 01 565 0 10,155 Mission West Pptys Inc COM 605203108 75 8,530 Defined 01 430 0 8,100 MKS Instruments Inc. COM 55306N104 5,717 216,388 Defined 01 183,938 0 32,450 ML Canada CP Holders DEP RCPTS DEP RCPTS CP 12616K106 311 2,400 Defined 01 2,400 0 0 Molina Healthcare Inc. COM 60855R100 63 2,317 Defined 01 115 0 2,202 Monmouth Real Estate Investmen CL A 609720107 72 8,480 Defined 01 425 0 8,055 Moog Inc. CL A 615394202 78 1,795 Defined 01 95 0 1,700 Morgan Stanley COM NEW 617446448 84 3,660 Defined 01 3,660 0 0 Mosaic Co. COM 61945C103 23,351 344,773 Defined 01 229,573 0 115,200 Movado Group Inc COM 624580106 4,729 276,415 Defined 01 91,420 0 184,995 Mts Sys Corp COM 553777103 77 1,840 Defined 01 90 0 1,750 Mueller Industries Inc. COM 624756102 17,521 462,161 Defined 01 396,951 0 65,210 Myers Industries Inc. COM 628464109 74 7,210 Defined 01 390 0 6,820 NACCO Industries CL A CL A 629579103 3,380 34,910 Defined 01 10,965 0 23,945 Nara Bancorp Inc. COM 63080P105 3,575 439,700 Defined 01 142,200 0 297,500 Nasdaq OMX Group Inc. COM 631103108 40 1,590 Defined 01 0 0 1,590 National Financial Partners Co COM 63607P208 70 6,105 Defined 01 335 0 5,770 National Healthcare Corp COM 635906100 67 1,355 Defined 01 65 0 1,290 National Oilwell Varco Incorpo COM 637071101 64,887 829,649 Defined 01 549,299 0 280,350 National Retail Properties Inc COM 637417106 7,836 319,711 Defined 01 268,211 0 51,500 Natural Gas Services Group Inc COM 63886Q109 79 4,905 Defined 01 245 0 4,660 Neenah Paper Inc. COM 640079109 75 3,525 Defined 01 170 0 3,355 Nektar Therapeutics COM 640268108 6,074 835,475 Defined 01 711,825 0 123,650 Nelnet Inc. CL A 64031N108 78 3,525 Defined 01 175 0 3,350 NetApp Inc. COM 64110D104 274 5,200 Defined 01 5,200 0 0 Neurocrine Biosciences Inc. COM 64125C109 71 8,870 Defined 01 415 0 8,455 New Coca Cola Enterprises Inc. COM 19122T109 12 400 Defined 01 0 0 400 New Universal American Corp. COM 91338E101 62 5,625 Defined 01 280 0 5,345 New York Community Bancorp Inc COM 649445103 129 8,630 Defined 01 5,440 0 3,190 Newpark Resources Inc. COM PAR $.01 NEW 651718504 74 8,200 Defined 01 420 0 7,780 Newport Corp. COM 651824104 3,546 195,155 Defined 01 61,815 0 133,340 NextEra Energy Inc. COM 65339F101 82 1,435 Defined 01 1,435 0 0 NiSource Inc. COM 65473P105 100,067 4,941,596 Defined 01 3,264,201 0 1,677,39 NN Inc. COM 629337106 14,542 972,037 Defined 01 563,962 0 408,075 Noranda Aluminum Holding Corp. COM 65542W107 42,743 2,823,188 Defined 01 1,122,825 0 1,700,36 Northwest Bancshares Inc. COM 667340103 8,867 704,832 Defined 01 605,182 0 99,650 Northwestern Corp. COM NEW 668074305 18,943 572,127 Defined 01 488,002 0 84,125 Nu Skin Enterprises Inc. CL A CL A 67018T105 35,009 932,341 Defined 01 601,236 0 331,105 NutriSystem Inc. COM 67069D108 82 5,825 Defined 01 290 0 5,535 NV Energy Inc. COM 67073Y106 3,286 214,100 Defined 01 69,200 0 144,900 Obagi Medical Products Inc. COM 67423R108 64 6,820 Defined 01 330 0 6,490 Occidental Petroleum Corporati COM 674599105 54,449 523,342 Defined 01 346,167 0 177,175 Oil States International Inc. COM 678026105 84,047 1,051,774 Defined 01 680,661 0 371,113 Old National Bank COM 680033107 75 6,930 Defined 01 345 0 6,585 Olin Corp. COM PAR $1 680665205 4,852 214,100 Defined 01 69,200 0 144,900 OM Group Inc. COM 670872100 79 1,950 Defined 01 95 0 1,855 Omnicell Inc. COM 68213N109 11,958 767,045 Defined 01 655,995 0 111,050 OmniVision Technologies Inc. COM 682128103 5,778 166,000 Defined 01 52,825 0 113,175 OMNOVA Solutions Inc. COM 682129101 5,982 859,414 Defined 01 741,864 0 117,550 On Assignment Inc. COM 682159108 9,467 963,049 Defined 01 836,949 0 126,100 One Liberty Properties Inc. (R COM 682406103 76 4,940 Defined 01 235 0 4,705 Openwave Systems Inc. COM NEW 683718308 79 34,520 Defined 01 1,730 0 32,790 Oplink Communications Inc. COM NEW 68375Q403 82 4,405 Defined 01 220 0 4,185 Opnext Inc. COM 68375V105 2,422 1,062,200 Defined 01 341,650 0 720,550 Oracle Corp. COM 68389X105 1,304 39,609 Defined 01 39,609 0 0 Orasure Technologies Inc. COM 68554V108 51 5,995 Defined 01 280 0 5,715 Orbotech Ltd. ORD ORD M75253100 21,355 1,674,923 Defined 01 1,282,573 0 392,350 Oritani Financial Corp COM 68633D103 3,190 249,400 Defined 01 207,300 0 42,100 Oshkosh Corp. COM 688239201 9,665 333,959 Defined 01 303,959 0 30,000 Otter Tail Power Co. COM 689648103 72 3,415 Defined 01 175 0 3,240 Owens Corning New COM 690742101 61,220 1,639,087 Defined 01 1,048,764 0 590,323 Oxford Industries Inc. COM 691497309 11,057 327,525 Defined 01 282,825 0 44,700 PACCAR Inc. COM 693718108 69 1,350 Defined 01 1,350 0 0 Packaging Corp. of America COM 695156109 6,758 241,453 Defined 01 204,053 0 37,400 Par Pharmaceutical Companies I COM 69888P106 62 1,865 Defined 01 95 0 1,770 Park Electrochemical Corp. COM 700416209 8,282 296,323 Defined 01 259,173 0 37,150 PARK-OHIO HOLDINGS CORP COM 700666100 80 3,780 Defined 01 190 0 3,590 PDL BioPharma Inc. COM 69329Y104 64 10,915 Defined 01 525 0 10,390 Peabody Energy Corp COM 704549104 236 4,000 Defined 01 4,000 0 0 Pentair Inc. COM 709631105 97,393 2,413,105 Defined 01 1,514,940 0 898,165 People's United Financial Inc. COM 712704105 149 11,119 Defined 01 11,119 0 0 PepsiCo Inc. COM 713448108 58 827 Defined 01 827 0 0 Perficient Inc. COM 71375U101 78 7,640 Defined 01 400 0 7,240 Perry Ellis International Inc. COM 288853104 9,156 362,611 Defined 01 125,650 0 236,961 Petroleo Brasileiro S.A. Ord. SPONSORED ADR 71654V408 84 2,475 Defined 01 2,475 0 0 PetroQuest Energy Inc. COM 716748108 73 10,470 Defined 01 500 0 9,970 PetSmart Inc. COM 716768106 419 9,235 Defined 01 9,235 0 0 PF Chang's China Bistro Inc. COM 69333Y108 5,391 133,970 Defined 01 112,995 0 20,975 Pfizer Inc. COM 717081103 97,649 4,740,230 Defined 01 3,086,730 0 1,653,50 PH Glatfelter Co. COM 377316104 10,065 654,436 Defined 01 560,056 0 94,380 Pharmerica Corp. COM 71714F104 66 5,135 Defined 01 245 0 4,890 Philip Morris International In COM 718172109 1,283 19,218 Defined 01 19,218 0 0 Photronics Inc. COM 719405102 75 8,885 Defined 01 460 0 8,425 Piedmont Office Realty Trust I COM CL A 720190206 5,121 251,138 Defined 01 209,238 0 41,900 Pier 1 Imports Inc. COM 720279108 73,724 6,371,975 Defined 01 3,693,215 0 2,678,76 Pioneer Drilling Co. COM 723655106 5,528 362,700 Defined 01 116,800 0 245,900 Piper Jaffray Co. COM 724078100 10,568 366,809 Defined 01 240,423 0 126,386 Plantronics Inc. COM 727493108 75 2,050 Defined 01 100 0 1,950 PNC Financial Services Group I COM 693475105 86,418 1,449,715 Defined 01 950,990 0 498,725 PolyOne Corporation COM 73179P106 36,107 2,333,974 Defined 01 1,172,724 0 1,161,25 Popular Inc. COM 733174106 3,863 1,399,700 Defined 01 451,700 0 948,000 Portland General Electric COM NEW 736508847 2,955 116,885 Defined 01 37,145 0 79,740 Powell Industries Inc. COM 739128106 82 2,235 Defined 01 110 0 2,125 PowerSecure International Inc. COM 73936N105 10,613 1,469,879 Defined 01 1,258,829 0 211,050 Powerwave Technologies Inc. COM 739363109 1,841 624,000 Defined 01 201,500 0 422,500 Pozen Inc COM 73941U102 56 13,425 Defined 01 690 0 12,735 Premier Global Services Inc. COM 740585104 73 9,205 Defined 01 475 0 8,730 Primoris Svcs Corp COM 74164F103 79 6,120 Defined 01 295 0 5,825 PrivateBancorp Inc. COM 742962103 4,660 337,700 Defined 01 108,400 0 229,300 Procter & Gamble Co. COM 742718109 325 5,110 Defined 01 5,110 0 0 Progress Software Corp. COM 743312100 101,538 4,207,953 Defined 01 2,621,707 0 1,586,24 Prosperity Bancshares Inc. COM 743606105 29,909 682,545 Defined 01 276,960 0 405,585 Providence Service Corp. COM 743815102 61 4,840 Defined 01 245 0 4,595 Provident Financial Services I COM 74386T105 10,778 752,660 Defined 01 642,150 0 110,510 Provident New York Bancorp COM 744028101 8,722 1,043,313 Defined 01 887,513 0 155,800 Prudential Financial Inc. COM 744320102 64,931 1,021,093 Defined 01 675,018 0 346,075 PS Business Parks Inc. (REIT) COM 69360J107 76 1,375 Defined 01 70 0 1,305 PVH Corp. COM 718592108 127,560 1,948,379 Defined 01 1,276,807 0 671,572 Qlogic Corp. COM 747277101 6,457 405,571 Defined 01 343,671 0 61,900 Quality Distribution Inc COM 74756M102 7,139 548,313 Defined 01 176,668 0 371,645 Quantum Corp. COM DSSG 747906204 74 22,460 Defined 01 1,125 0 21,335 Questar Corp. COM 748356102 86 4,835 Defined 01 4,835 0 0 Quiksilver Inc. COM 74838C106 76 16,140 Defined 01 800 0 15,340 Radiant Systems COM 75025N102 9,869 472,179 Defined 01 407,629 0 64,550 Radio One Inc. CL A 75040P405 67 37,660 Defined 01 1,890 0 35,770 Raymond James Financial Inc. COM 754730109 89,432 2,781,720 Defined 01 1,749,045 0 1,032,67 Realty Income Corp. (REIT) COM 756109104 5,757 171,902 Defined 01 146,902 0 25,000 Rebulic Airway Holdings COM 760276105 89 16,370 Defined 01 840 0 15,530 Red Robin Gourmet Burgers I COM 75689M101 78 2,145 Defined 01 105 0 2,040 Regal-Beloit Corp. COM 758750103 12,102 181,245 Defined 01 156,445 0 24,800 Renaissance RE Hldgs. COM G7496G103 594 8,498 Defined 01 8,498 0 0 Rent-A-Center Inc. COM 76009N100 77 2,510 Defined 01 125 0 2,385 Republic Bancorp Inc. CL A CL A 760281204 79 3,950 Defined 01 195 0 3,755 Resource Capital Corp COM 76120W302 72 11,400 Defined 01 570 0 10,830 Reynolds American Inc. COM 761713106 23,832 643,251 Defined 01 477,126 0 166,125 RF Micro Devices Inc. COM 749941100 6,744 1,101,926 Defined 01 935,571 0 166,355 Rofin-Sinar Technologies Inc. COM 775043102 6,337 185,565 Defined 01 158,165 0 27,400 Rogers Communications Inc. CL CL B 775109200 180 4,545 Defined 01 4,545 0 0 Rogers Corp. COM 775133101 3,068 66,400 Defined 01 21,600 0 44,800 Rti Biologics Inc COM 74975N105 59 21,815 Defined 01 1,095 0 20,720 Ruby Tuesday Inc. COM 781182100 78 7,250 Defined 01 375 0 6,875 Ruddick Corp. COM 781258108 75 1,715 Defined 01 85 0 1,630 Rudolph Techonologies Inc. COM 781270103 78 7,240 Defined 01 365 0 6,875 Ruth's Chris Steak House Inc. COM 783332109 4,585 817,305 Defined 01 259,870 0 557,435 Ryder Systems Inc. COM 783549108 117,595 2,068,512 Defined 01 1,232,199 0 836,313 Ryland Group Inc. COM 783764103 5,383 325,655 Defined 01 281,705 0 43,950 S Y Bancorp Inc. COM 785060104 76 3,275 Defined 01 160 0 3,115 S1 Corp. COM 78463B101 74 9,910 Defined 01 495 0 9,415 Saia Inc. COM 78709Y105 80 4,735 Defined 01 235 0 4,500 Sandy Spring Bancorp Inc. COM 800363103 8,217 456,780 Defined 01 386,030 0 70,750 Sauer-Danfoss Inc. COM 804137107 13,895 275,750 Defined 01 164,850 0 110,900 Saul Centers Inc. (REIT) COM 804395101 76 1,925 Defined 01 95 0 1,830 Schlumberger Limited COM 806857108 717 8,300 Defined 01 8,300 0 0 Select Comfort Corporation COM 81616X103 78 4,330 Defined 01 240 0 4,090 Selective Insurance Group Inc. COM 816300107 16,223 997,120 Defined 01 852,220 0 144,900 SFN Group Inc. COM 784153108 6,082 669,055 Defined 01 212,610 0 456,445 Shoe Carnival Inc. COM 824889109 79 2,635 Defined 01 130 0 2,505 Signature Bank COM 82669G104 80 1,395 Defined 01 65 0 1,330 Signet Jewelers Limited SHS G81276100 143,990 3,075,838 Defined 01 1,974,206 0 1,101,63 Silicon Image Inc. COM 82705T102 2,868 443,905 Defined 01 140,300 0 303,605 Silicon Motion Tech COM 82706C108 3,316 309,300 Defined 01 100,000 0 209,300 Simon Property Group Inc. (REI COM 828806109 812 6,986 Defined 01 6,986 0 0 Sinclair Broadcast Group Inc. CL A 829226109 78 7,070 Defined 01 355 0 6,715 Sirona Dental Systems Inc. COM 82966C103 30,395 572,419 Defined 01 213,300 0 359,119 SLM Corp. COM 78442P106 142,476 8,475,672 Defined 01 5,578,257 0 2,897,41 SM Energy Company COM 78454L100 48,761 663,599 Defined 01 450,911 0 212,688 Smart Balance Inc COM 83169Y108 72 13,835 Defined 01 695 0 13,140 Smithfield Foods Inc. COM 832248108 79,466 3,633,552 Defined 01 2,210,302 0 1,423,25 Spartan Motors Inc. COM 846819100 78 14,385 Defined 01 675 0 13,710 Spartan Stores Inc COM 846822104 78 4,000 Defined 01 200 0 3,800 Spartech Corp. COM NEW 847220209 75 12,315 Defined 01 585 0 11,730 Spectrum Brands Hldgs Inc COM 84763R101 7,416 231,741 Defined 01 198,641 0 33,100 Stage Stores Inc. COM NEW 85254C305 75 4,460 Defined 01 230 0 4,230 Standard Microsystems Corp. COM 853626109 84 3,125 Defined 01 160 0 2,965 Standard Mtr Prods Inc. CL A COM 853666105 77 5,070 Defined 01 255 0 4,815 Standard Parking Corp COM 853790103 80 5,005 Defined 01 250 0 4,755 Standex International Corp. COM 854231107 71 2,305 Defined 01 115 0 2,190 Stanley Black and Decker Inc. COM 854502101 317 4,400 Defined 01 4,400 0 0 Star Scientific Inc. COM 85517P101 74 16,360 Defined 01 775 0 15,585 State Street Corp. COM 857477103 113 2,505 Defined 01 2,505 0 0 Steelcase Inc. CL A CL A 858155203 8,518 747,835 Defined 01 524,455 0 223,380 Sterling Construction Co. Inc. COM 859241101 72 5,240 Defined 01 280 0 4,960 Steven Madden Ltd. COM 556269108 15,183 404,769 Defined 01 350,544 0 54,225 Stifel Financial Corp. COM 860630102 10,713 298,733 Defined 01 218,653 0 80,080 Stone Energy Corp. COM 861642106 71 2,330 Defined 01 125 0 2,205 Strategic Hotels & Resorts Inc COM 86272T106 77 10,935 Defined 01 550 0 10,385 Summit Hotel Properties Inc. ( COM 866082100 14,399 1,268,600 Defined 01 526,700 0 741,900 Sun Healthcare Group COM 86677E100 61 7,630 Defined 01 360 0 7,270 Sunrise Senior Living COM 86768K106 66 6,965 Defined 01 350 0 6,615 Sunstone Hotel Investors Inc. COM 867892101 76 8,185 Defined 01 450 0 7,735 SunTrust Banks Inc. COM 867914103 28 1,100 Defined 01 0 0 1,100 SuperGen Inc. COM 868059106 63 21,215 Defined 01 1,065 0 20,150 Superior Energy Services Inc. COM 868157108 67,616 1,820,568 Defined 01 1,101,950 0 718,618 Superior Industries Intl Inc. COM 868168105 77 3,490 Defined 01 180 0 3,310 SUPERVALU Inc. COM 868536103 75 7,920 Defined 01 435 0 7,485 SVB Financial Group COM 78486Q101 77 1,285 Defined 01 65 0 1,220 Sykes Enterprises Inc. COM 871237103 78 3,620 Defined 01 180 0 3,440 Symantec Corporation COM 871503108 145,830 7,395,025 Defined 01 5,158,140 0 2,236,88 Symmetricom Inc. COM 871543104 79 13,535 Defined 01 705 0 12,830 Sysco Corp. COM 871829107 87,875 2,818,315 Defined 01 1,965,915 0 852,400 TeleCommunication Systems Inc. CL A 87929J103 75 15,630 Defined 01 805 0 14,825 Telenav Inc COM 879455103 83 4,690 Defined 01 230 0 4,460 TeleTech Holdings Inc. COM 879939106 79 3,725 Defined 01 185 0 3,540 Tellabs Inc. COM 879664100 77 16,650 Defined 01 855 0 15,795 Temple-Inland Inc. COM 879868107 9,644 324,264 Defined 01 274,864 0 49,400 Tesco Corporation COM 88157K101 78 4,020 Defined 01 220 0 3,800 Tesoro Corporation COM 881609101 7,565 330,207 Defined 01 283,457 0 46,750 Tessera Technologies Inc. COM 88164L100 78 4,535 Defined 01 225 0 4,310 Texas Capital BancShares Inc. COM 88224Q107 10,818 418,822 Defined 01 275,422 0 143,400 The Brinks Company COM 109696104 79 2,635 Defined 01 130 0 2,505 The Cooper Companies Inc. COM 216648402 26,504 334,473 Defined 01 136,323 0 198,150 The Hershey Co COM 427866108 205 3,600 Defined 01 3,600 0 0 The J. M. Smucker Company COM NEW 832696405 142 1,855 Defined 01 1,855 0 0 The Travelers Companies Inc. COM 89417E109 17,079 292,549 Defined 01 191,749 0 100,800 Thermo Fisher Scientific Inc. COM 883556102 112 1,745 Defined 01 1,745 0 0 Thomas & Betts Corp. COM 884315102 8,930 165,836 Defined 01 142,036 0 23,800 TICC Capital Corp. COM 87244T109 73 7,640 Defined 01 380 0 7,260 Timberland Co. CL A CL A 887100105 9,549 222,226 Defined 01 199,276 0 22,950 Timken Co. COM 887389104 128,490 2,549,401 Defined 01 1,668,682 0 880,719 Tower Group Inc. COM 891777104 79 3,320 Defined 01 160 0 3,160 Tredegar Corp. COM 894650100 78 4,250 Defined 01 215 0 4,035 Trinity Inds Inc. COM 896522109 9,291 266,376 Defined 01 110,001 0 156,375 Triple S Management Corporatio CL B 896749108 62 2,840 Defined 01 140 0 2,700 TriQuint Semiconductor Inc. COM 89674K103 8,575 841,481 Defined 01 723,431 0 118,050 Triumph Group Inc. COM 896818101 75,959 762,791 Defined 01 462,620 0 300,171 TrueBlue Inc. COM 89785X101 74 5,090 Defined 01 255 0 4,835 Trustco Bank Corp NY COM 898349105 3,356 684,824 Defined 01 599,874 0 84,950 TTM Technologies Inc. COM 87305R109 9,260 578,001 Defined 01 494,051 0 83,950 Tutor Perini Corp. COM 901109108 72 3,745 Defined 01 195 0 3,550 U.S. Airways Group Inc. COM 90341W108 13,118 1,472,310 Defined 01 472,130 0 1,000,18 U.S. Physical Therapy Inc. COM 90337L108 62 2,505 Defined 01 125 0 2,380 Umpqua Holdings Corp. COM 904214103 9,574 827,477 Defined 01 710,127 0 117,350 Union Pacific Corp. COM 907818108 131 1,251 Defined 01 1,251 0 0 Unisource Energy Corp. COM 909205106 73 1,965 Defined 01 105 0 1,860 Unisys Corp. COM NEW 909214306 75 2,910 Defined 01 140 0 2,770 United Financial Bancorp Inc. COM 91030T109 10,259 664,842 Defined 01 554,492 0 110,350 United Fire & Casualty Co. COM 910331107 16,072 925,288 Defined 01 786,488 0 138,800 United States Steel Corp. COM 912909108 2 40 Defined 01 40 0 0 United Stationers Inc. COM 913004107 41,289 1,165,382 Defined 01 678,073 0 487,309 United Technologies Corp. COM 913017109 961 10,856 Defined 01 10,856 0 0 Unitedhealth Group Inc. COM 91324P102 131,857 2,556,354 Defined 01 1,671,454 0 884,900 Universal Corp. COM 913456109 74 1,975 Defined 01 100 0 1,875 Universal Display Corp. COM 91347P105 4,402 125,441 Defined 01 110,991 0 14,450 Universal Stainless & Alloy Pr COM 913837100 10,779 230,511 Defined 01 74,400 0 156,111 Univest Corp. of Pennsylvania COM 915271100 75 4,800 Defined 01 230 0 4,570 Unum Group COM 91529Y106 58 2,275 Defined 01 0 0 2,275 Urstadt Biddle Properties Inc. CL A 917286205 76 4,210 Defined 01 205 0 4,005 US Bancorp COM NEW 902973304 37 1,450 Defined 01 0 0 1,450 USANA Health Science Inc. COM 90328M107 84 2,685 Defined 01 130 0 2,555 Vaalco Energy Inc. COM NEW 91851C201 75 12,525 Defined 01 585 0 11,940 Valeant Pharmaceuticals Intern COM 91911K102 655 12,610 Defined 01 12,610 0 0 Validus Holdings Ltd. COM SHS G9319H102 12,760 412,267 Defined 01 251,017 0 161,250 ValueClick Inc. COM 92046N102 65,265 3,931,656 Defined 01 2,220,961 0 1,710,69 VeriFone Systems Inc. COM 92342Y109 4,957 111,765 Defined 01 96,590 0 15,175 Verizon Communications Inc. COM 92343V104 25,430 683,057 Defined 01 447,457 0 235,600 Viacom Inc. CL B CL B 92553P201 71,130 1,394,709 Defined 01 917,609 0 477,100 Viad Corp. COM 92552R406 73 3,255 Defined 01 160 0 3,095 ViroPharma Inc. COM 928241108 4,440 240,005 Defined 01 75,870 0 164,135 Vishay Intertechnology Inc. COM 928298108 5,736 381,410 Defined 01 321,675 0 59,735 Vonage Holdings Corp. COM 92886T201 2,640 598,590 Defined 01 188,275 0 410,315 Vornado Realty Trust (REIT) SH BEN INT 929042109 40,875 438,664 Defined 01 327,541 0 111,123 W&T Offshore Inc. COM 92922P106 14,213 544,144 Defined 01 460,584 0 83,560 Wabash National Corp COM 929566107 12,115 1,293,000 Defined 01 680,800 0 612,200 Waddell & Reed Financial Inc. CL A 930059100 5,746 158,070 Defined 01 135,095 0 22,975 Walgreen Company COM 931422109 87,943 2,071,197 Defined 01 1,369,497 0 701,700 Walter Energy Inc. COM 93317Q105 130,198 1,124,331 Defined 01 713,243 0 411,088 Warren Resources Inc COM 93564A100 70 18,475 Defined 01 990 0 17,485 Washington Federal Inc. COM 938824109 16,104 980,184 Defined 01 838,344 0 141,840 Washington Real Estate Invmt T SH BEN INT 939653101 7,433 228,567 Defined 01 195,087 0 33,480 Washington Trust Bancorp Inc. COM 940610108 7,696 335,053 Defined 01 277,132 0 57,921 Watson Pharmaceuticals Inc. COM 942683103 958 13,940 Defined 01 13,940 0 0 WD 40 Co. COM 929236107 68 1,735 Defined 01 90 0 1,645 Webster Financial Corp. COM 947890109 28,048 1,334,339 Defined 01 865,949 0 468,390 Weight Watchers International COM 948626106 49,476 655,571 Defined 01 436,379 0 219,192 Weingarten Realty Investors (R SH BEN INT 948741103 7,826 311,030 Defined 01 262,830 0 48,200 WellCare Health Plans Inc. COM 94946T106 3,193 62,100 Defined 01 20,400 0 41,700 Wells Fargo & Company COM 949746101 272 9,680 Defined 01 8,230 0 1,450 Wendy's/Arby's Group COM 950587105 9,423 1,858,534 Defined 01 1,615,984 0 242,550 Werner Enterprises Inc. COM 950755108 72 2,885 Defined 01 150 0 2,735 Wesbanco Inc COM 950810101 78 3,965 Defined 01 190 0 3,775 Western Digital Corp. COM 958102105 78,008 2,144,254 Defined 01 1,393,329 0 750,925 Western Refining Inc. COM 959319104 137,149 7,589,855 Defined 01 4,715,880 0 2,873,97 Westlake Chemical Corp COM 960413102 74 1,435 Defined 01 70 0 1,365 Wet Seal Inc. CL A CL A 961840105 73 16,235 Defined 01 885 0 15,350 Williams-Sonoma Inc. COM 969904101 28,224 773,461 Defined 01 507,172 0 266,289 Woodward Inc. COM 980745103 8,063 231,294 Defined 01 197,344 0 33,950 Worthington Industries Inc. COM 981811102 8,125 351,748 Defined 01 294,218 0 57,530 Wyndham Worldwide Corporation COM 98310W108 76,907 2,285,509 Defined 01 1,485,399 0 800,110 Xerox Corp. COM 984121103 76,573 7,355,677 Defined 01 5,209,142 0 2,146,53 XL Group PLC CL A SHS G98290102 96,172 4,375,424 Defined 01 2,798,534 0 1,576,89 XO Group Inc. COM 983772104 7,435 747,200 Defined 01 637,400 0 109,800 Xyratex LTD COM G98268108 76 7,420 Defined 01 395 0 7,025 Zimmer Holdings COM 98956P102 124,190 1,965,039 Defined 01 1,361,001 0 604,038 Zions Bancorp. COM 989701107 30 1,250 Defined 01 0 0 1,250 11,465,210 490,704,707 314,666,225 176,038,