0001085936-11-000024.txt : 20111110 0001085936-11-000024.hdr.sgml : 20111110 20111110103642 ACCESSION NUMBER: 0001085936-11-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111110 DATE AS OF CHANGE: 20111110 EFFECTIVENESS DATE: 20111110 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: 111193704 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 sfm3q11c.txt 13F FILING 3Q2011 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 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 Date of Signing: Teaneck, New Jersey November 07, 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: 651 Form 13F Information Table Value Total: $9,449,936 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. September 30, 2011 Title of Value Total Invstmn Other Voting Authority Security Class Cusip (x$1000) #Shares Dscretn Manager Sole Shared None 1-800-Flowers.com Inc. CL A 68243Q106 79 34,250 Defined 01 3,890 0 30,360 1st Source Corp. COM 336901103 85 4,095 Defined 01 475 0 3,620 A. Schulman Inc. COM 808194104 6,282 369,775 Defined 01 316,815 0 52,960 A.O. Smith Corp. COM 831865209 11,861 370,314 Defined 01 237,244 0 133,070 Abercrombie & Fitch Co. CL A 002896207 719 11,680 Defined 01 11,680 0 0 ABM Industries Inc. COM 000957100 85 4,470 Defined 01 540 0 3,930 Abraxas Petroleum Corp COM 003830106 2,287 866,300 Defined 01 279,500 0 586,800 Acacia Resh Corp Acacia Tch Com 003881307 80 2,215 Defined 01 260 0 1,955 Accenture PLC CL A SHS CLASS A G1151C101 33,133 628,945 Defined 01 335,745 0 293,200 ACCO Brands Corporation COM 00081T108 81 16,995 Defined 01 2,010 0 14,985 Acxiom Corporation COM 005125109 88 8,280 Defined 01 1,020 0 7,260 Aetna Inc. COM 00817Y108 1,047 28,808 Defined 01 28,808 0 0 Affymatrix Inc. COM 00826T108 81 16,475 Defined 01 1,965 0 14,510 Aflac Inc. COM 001055102 29,145 833,912 Defined 01 447,462 0 386,450 Agrium Inc. COM 008916108 76,402 1,146,146 Defined 01 728,789 0 417,357 Aircastle Ltd. COM G0129K104 79 8,255 Defined 01 970 0 7,285 Alaska Air Group Inc. COM 011659109 86 1,535 Defined 01 185 0 1,350 Albany International Corp. CL CL A 012348108 83 4,530 Defined 01 550 0 3,980 Alcatel-Lucent ADR SPONSORED ADR 013904305 68,556 24,224,666 Defined 01 15,145,901 0 9,078,765 Alcoa Inc. COM 013817101 45,511 4,755,572 Defined 01 3,010,437 0 1,745,135 Alexander's Inc. (REIT) COM 014752109 85 235 Defined 01 30 0 205 Align Technology Inc. COM 016255101 3,880 255,756 Defined 01 218,856 0 36,900 Alleghany Corp. COM 017175100 10,505 36,413 Defined 01 31,612 0 4,801 Allegheny Technologies Inc. COM 01741R102 67 1,800 Defined 01 1,800 0 0 Altra Holdings Inc. COM 02208R106 10,794 932,900 Defined 01 800,050 0 132,850 Amerco Com COM 023586100 4,150 66,450 Defined 01 21,600 0 44,850 American Campus Communities In COM 024835100 87 2,345 Defined 01 275 0 2,070 American Capital Agency Cor COM 02503X105 4,824 178,000 Defined 01 69,200 0 108,800 American Dental Partners Inc. COM 025353103 85 8,815 Defined 01 1,005 0 7,810 American Eagle Outfitters Inc. COM 02553E106 8,156 695,898 Defined 01 600,298 0 95,600 American Electric Power Co. In COM 025537101 30 790 Defined 10 790 0 0 American Express Company COM 025816109 54 1,195 Defined 01 1,195 0 0 American Water Works Co. Inc. COM 030420103 162,531 5,385,372 Defined 01 3,206,013 0 2,179,359 Amerigroup Corp. COM 03073T102 81 2,075 Defined 01 240 0 1,835 Ameristar Casinos Inc. COM 03070Q101 16,442 1,024,400 Defined 01 382,550 0 641,850 Amgen Inc. COM 031162100 50 915 Defined 01 915 0 0 AMN Healthcare Services Inc. COM 001744101 4,165 1,038,542 Defined 01 897,292 0 141,250 Amsurg Corp. COM 03232P405 89 3,965 Defined 01 475 0 3,490 Amtrust Financial Services Inc COM 032359309 85 3,825 Defined 01 445 0 3,380 Anadarko Petroleum Corp. COM 032511107 29,775 472,247 Defined 01 256,622 0 215,625 Angiodynamics Inc COM 03475V101 84 6,375 Defined 01 755 0 5,620 Ann Inc. COM 035623107 21,581 944,864 Defined 01 624,664 0 320,200 Annaly Capital Management (REI COM 035710409 76,610 4,606,751 Defined 01 3,066,206 0 1,540,545 Apache Corp. COM 037411105 28,159 350,931 Defined 01 188,956 0 161,975 Apple Inc. COM 037833100 2,487 6,521 Defined 01 6,521 0 0 Applied Industrial Technologie COM 03820C105 11,504 423,560 Defined 01 165,085 0 258,475 Applied Micro Circuits Corp. COM NEW 03822W406 5,042 938,956 Defined 01 816,906 0 122,050 Arbitron Inc COM 03875Q108 79 2,385 Defined 01 290 0 2,095 Arch Capital Group Ltd. ORD G0450A105 14,809 453,225 Defined 01 167,075 0 286,150 Arctic Cat Inc. COM 039670104 9,896 682,985 Defined 01 437,185 0 245,800 Arkansas Best Corp. COM 040790107 77 4,790 Defined 01 555 0 4,235 Arlington Asset Investment CL A NEW 041356205 82 3,410 Defined 01 400 0 3,010 Armstrong World Industries Inc COM 04247X102 99 2,889 Defined 01 2,889 0 0 Arthrocare Corp. COM 043136100 4,768 165,735 Defined 01 52,735 0 113,000 Ashford Hospitality Trust (REI COM SHS 044103109 92 13,095 Defined 01 1,550 0 11,545 Aspen Insurance Holdings Ltd. COM G05384105 7,814 339,168 Defined 01 291,518 0 47,650 Assisted Living Concpt Nev CL A NEW 04544X300 90 7,095 Defined 01 835 0 6,260 Astex Pharmaceuticals Inc. COM 04624B103 81 42,425 Defined 01 4,815 0 37,610 Astronics Corp COM 046433108 86 3,060 Defined 01 360 0 2,700 AT&T Inc. COM 00206R102 107,457 3,767,770 Defined 01 2,022,770 0 1,745,000 Atlas Air Worldwide Holdings I COM NEW 049164205 11,209 336,716 Defined 01 288,616 0 48,100 Atmel Corp. COM 049513104 112,175 13,900,239 Defined 01 8,092,929 0 5,807,310 ATMI Inc. COM 00207R101 82 5,185 Defined 01 620 0 4,565 Atwood Oceanics Inc. COM 050095108 142 4,126 Defined 01 4,126 0 0 Autoliv Inc. COM 052800109 104 2,145 Defined 01 2,145 0 0 Avis Budget Group Inc. COM 053774105 3,646 377,000 Defined 01 122,000 0 255,000 Avista Corp. COM 05379B107 86 3,600 Defined 01 425 0 3,175 Bank of America Corporation COM 060505104 27 4,395 Defined 01 2,695 0 1,700 Bank of the Ozarks Inc. COM 063904106 85 4,040 Defined 01 475 0 3,565 Basic Energy Services Inc. COM 06985P100 2,519 177,900 Defined 01 57,000 0 120,900 BB&T Corp. COM 054937107 55 2,595 Defined 01 1,195 0 1,400 Bebe Stores Inc. COM 075571109 83 12,410 Defined 01 1,470 0 10,940 Bel Fuse Inc. Class B CL B 077347300 92 5,905 Defined 01 700 0 5,205 Belo Corp. Series A Common COM SER A 080555105 80 16,310 Defined 01 1,960 0 14,350 Berkshire Hills Bancorp Inc. COM 084680107 16,360 885,752 Defined 01 658,052 0 227,700 Biglari Hldgs Inc COM 08986R101 84 285 Defined 01 35 0 250 Biogen Idec Inc. COM 09062X103 65,240 700,379 Defined 01 382,354 0 318,025 BioMed Realty Trust Inc. (REIT COM 09063H107 83,063 5,012,870 Defined 01 2,773,860 0 2,239,010 Black Box Corp. COM 091826107 81 3,785 Defined 01 440 0 3,345 Black Hills Corp. COM 092113109 3,174 103,600 Defined 01 33,300 0 70,300 Bob Evans Farms Inc. COM 096761101 82 2,885 Defined 01 335 0 2,550 Boise Inc. COM 09746Y105 11,810 2,284,415 Defined 01 845,775 0 1,438,640 Bon-Ton Stores Inc. COM 09776J101 76 15,355 Defined 01 1,815 0 13,540 BP PLC - ADR SPONSORED ADR 055622104 711 19,700 Defined 01 19,700 0 0 Brandywine Realty Trust (REIT) SH BEN INT NEW 105368203 10,150 1,267,199 Defined 01 1,065,099 0 202,100 Briggs & Stratton Corp. COM 109043109 83 6,170 Defined 01 730 0 5,440 Brigham Exploration Co COM 109178103 6,673 264,058 Defined 01 226,358 0 37,700 Brinker International Inc. COM 109641100 17,590 840,805 Defined 01 325,815 0 514,990 Bristol-Myers Squibb Co. COM 110122108 46,486 1,481,397 Defined 01 801,897 0 679,500 Broadcom Corp. Cl A CL A 111320107 24,322 730,617 Defined 01 392,717 0 337,900 Brookline Bancorp Inc. (DEL) COM 11373M107 5,790 750,952 Defined 01 638,752 0 112,200 Brooks Automation Inc. COM 114340102 25,944 3,183,278 Defined 01 1,660,337 0 1,522,941 Brunswick Corp. COM 117043109 78 5,540 Defined 01 665 0 4,875 Buckeye Technologies Inc. COM 118255108 77 3,205 Defined 01 390 0 2,815 Buffalo Wild Wings Inc. COM 119848109 86 1,440 Defined 01 170 0 1,270 Build A Bear Workshop Inc COM 120076104 87 17,140 Defined 01 2,010 0 15,130 CACI International Inc. CL A CL A 127190304 83 1,670 Defined 01 190 0 1,480 Cadence Design System Inc. COM 127387108 61,627 6,669,578 Defined 01 3,473,923 0 3,195,655 Calamos Asset Management Inc. CL A 12811R104 82 8,200 Defined 01 970 0 7,230 Callon Petroleum Co. COM 13123X102 3,381 873,527 Defined 01 277,540 0 595,987 Capital One Financial Corp. COM 14040H105 39,065 985,734 Defined 01 529,034 0 456,700 Capital Senior Living Corp. COM 140475104 85 13,805 Defined 01 1,670 0 12,135 Cardinal Financial Corp. COM 14149F109 82 9,500 Defined 01 1,125 0 8,375 Cardinal Health COM 14149Y108 67,719 1,616,967 Defined 01 1,218,675 0 398,292 Cardtronics Inc COM 14161H108 85 3,730 Defined 01 450 0 3,280 CareFusion Corporation COM 14170T101 22 935 Defined 01 935 0 0 Caribou Coffee Inc. COM 142042209 83 7,020 Defined 01 830 0 6,190 Carlisle Companies Inc. COM 142339100 8,260 259,096 Defined 01 222,946 0 36,150 Carrizo Oil & Gas Inc. COM 144577103 2,616 121,379 Defined 01 107,929 0 13,450 Cascade Corp. COM 147195101 2,171 65,015 Defined 01 20,495 0 44,520 Cash America Int'l Inc. COM 14754D100 83 1,630 Defined 01 190 0 1,440 Casual Male Retail Group Inc. COM NEW 148711302 83 22,025 Defined 01 2,545 0 19,480 Caterpillar Inc. COM 149123101 45,865 621,146 Defined 01 329,296 0 291,850 Cathay General Bancorp COM 149150104 4,129 362,800 Defined 01 117,400 0 245,400 CBIZ INC COM 124805102 86 13,095 Defined 01 1,525 0 11,570 CBL & Associates Properties In COM 124830100 85,494 7,525,885 Defined 01 4,481,972 0 3,043,913 CBS Corp. CL B CL B 124857202 75,107 3,685,310 Defined 01 2,237,631 0 1,447,679 CDI Corp. COM 125071100 83 7,805 Defined 01 935 0 6,870 Celadon Group Inc. COM 150838100 85 9,590 Defined 01 1,130 0 8,460 Celanese Corporation COM SER A 150870103 41 1,265 Defined 01 1,265 0 0 Centene Corp. COM 15135B101 80 2,785 Defined 01 340 0 2,445 Century Aluminum Co. COM 156431108 74 8,265 Defined 01 1,005 0 7,260 CenturyLink Inc. COM 156700106 17 507 Defined 01 507 0 0 Ceradyne Inc. COM 156710105 80 2,990 Defined 01 340 0 2,650 CH Energy Group Inc. COM 12541M102 84 1,610 Defined 01 190 0 1,420 Charming Shoppes Inc. COM 161133103 74 28,585 Defined 01 3,460 0 25,125 Chart Industries Inc. COM PAR $0.01 16115Q308 79 1,875 Defined 01 220 0 1,655 Check Point Software Technolog ORD M22465104 760 14,400 Defined 01 14,400 0 0 Cheesecake Factory Inc. COM 163072101 80 3,240 Defined 01 390 0 2,850 Chevron Corp. COM 166764100 158,939 1,716,584 Defined 01 928,909 0 787,675 Chicago Bridge & Iron Co. NY REGISTRY SH 167250109 1,549 54,100 Defined 01 47,000 0 7,100 Ciber Inc. COM 17163B102 81 26,605 Defined 01 3,245 0 23,360 Cigna Corp. COM 125509109 78,799 1,878,843 Defined 01 1,211,491 0 667,352 Cincinnati Bell Inc. COM 171871106 84 27,235 Defined 01 3,210 0 24,025 CIRCOR International Inc. COM 17273K109 7,788 265,170 Defined 01 228,720 0 36,450 Cirrus Logic Inc. COM 172755100 5,184 351,700 Defined 01 112,700 0 239,000 Citigroup Inc COM NEW 172967424 57,209 2,233,401 Defined 01 1,191,114 0 1,042,287 City National Corp. COM 178566105 4,334 114,768 Defined 01 98,808 0 15,960 Clean Harbors Inc. COM 184496107 85 1,660 Defined 01 195 0 1,465 CMS Energy Corp. COM 125896100 103,705 5,240,253 Defined 01 3,239,913 0 2,000,340 CNO Financial Group Inc. COM 12621E103 11,098 2,051,370 Defined 01 670,980 0 1,380,390 Cognex Corp. COM 192422103 81 2,975 Defined 01 355 0 2,620 Cohu Inc. COM 192576106 4,514 456,884 Defined 01 388,889 0 67,995 Colgate-Palmolive Co. COM 194162103 621 7,000 Defined 01 7,000 0 0 Colony Finl Inc COM 19624R106 85 6,550 Defined 01 775 0 5,775 Columbia Sportswear Company COM 198516106 6,205 133,735 Defined 01 113,785 0 19,950 Columbus Mckinnon Corp. COM 199333105 6,447 588,227 Defined 01 501,127 0 87,100 Comerica Inc. COM 200340107 109 4,750 Defined 01 4,750 0 0 Community Bank Systems Inc. COM 203607106 85 3,725 Defined 01 430 0 3,295 Comtech Telecommunications Cor COM 205826209 90 3,200 Defined 01 390 0 2,810 CONMED Corp. COM 207410101 89 3,870 Defined 01 460 0 3,410 Conns Inc. COM 208242107 81 11,320 Defined 01 1,335 0 9,985 ConocoPhillips COM 20825C104 17,389 274,614 Defined 01 147,364 0 127,250 Consolidated Graphics Inc. COM 209341106 87 2,390 Defined 01 290 0 2,100 Constellation Brands Inc. CL A CL A 21036P108 24,022 1,334,564 Defined 01 841,214 0 493,350 Convergys Corporation COM 212485106 86 9,215 Defined 01 1,095 0 8,120 Cooper Industries PLC CL A SHS G24140108 36 770 Defined 01 770 0 0 Cost Plus Inc. COM 221485105 85 13,450 Defined 01 1,590 0 11,860 Coventry Health Care Inc. COM 222862104 13,400 465,120 Defined 01 401,620 0 63,500 Covidien plc COM G2554F113 701 15,893 Defined 01 15,893 0 0 Crane Co. COM 224399105 6,082 170,425 Defined 01 150,825 0 19,600 Cray Inc. COM NEW 225223304 87 16,360 Defined 01 1,995 0 14,365 CROCS Inc. COM 227046109 485 20,490 Defined 01 17,825 0 2,665 Cross Country Healthcare Inc. COM 227483104 86 20,580 Defined 01 2,435 0 18,145 Crosstex Energy Inc. COM 22765Y104 82 6,085 Defined 01 720 0 5,365 Cryolife Inc. COM 228903100 85 18,940 Defined 01 2,240 0 16,700 CSX Corp. COM 126408103 190 10,200 Defined 01 10,200 0 0 Cubic Corp. COM 229669106 85 2,185 Defined 01 260 0 1,925 Cubist Pharmaceuticals Inc. COM 229678107 88 2,490 Defined 01 305 0 2,185 Cummins Inc. COM 231021106 31,455 385,196 Defined 01 206,996 0 178,200 Curtiss-Wright Corp. COM 231561101 5,337 185,127 Defined 01 170,227 0 14,900 CVB Financial Corp. COM 126600105 81 10,575 Defined 01 1,255 0 9,320 CVR Energy Inc. COM 12662P108 73 3,445 Defined 01 405 0 3,040 CVS Caremark Corporation COM 126650100 47,098 1,402,130 Defined 01 753,730 0 648,400 Cynosure Inc CL A 232577205 88 8,755 Defined 01 1,060 0 7,695 Daktronics Inc. COM 234264109 81 9,450 Defined 01 1,110 0 8,340 Dana Holding Corp. COM 235825205 7,432 707,800 Defined 01 228,100 0 479,700 Delek US Holdings Inc. COM 246647101 78 6,935 Defined 01 820 0 6,115 Dell Inc. COM 24702R101 35,484 2,509,455 Defined 01 1,347,255 0 1,162,200 Delphi Financial Group Inc. CL CL A 247131105 2,544 118,205 Defined 01 37,250 0 80,955 Denbury Resources Inc. COM NEW 247916208 96,553 8,395,919 Defined 01 5,058,214 0 3,337,705 Depomed Inc. COM 249908104 80 14,835 Defined 01 1,695 0 13,140 Destination Maternity Corp. COM 25065D100 81 6,300 Defined 01 745 0 5,555 Devon Energy Corporation COM 25179M103 395 7,132 Defined 01 7,132 0 0 DFC Global Corp COM 23324T107 83 3,790 Defined 01 445 0 3,345 Diamond Foods Inc. COM 252603105 82 1,025 Defined 01 120 0 905 DiamondRock Hospitality Compan COM 252784301 10,521 1,505,211 Defined 01 1,258,535 0 246,676 Digi International Inc. COM 253798102 80 7,310 Defined 01 820 0 6,490 Digital Realty Trust Inc. (REI COM 253868103 72 1,300 Defined 01 0 0 1,300 Dillard Dept Stores CL A 254067101 82 1,890 Defined 01 225 0 1,665 Dime Community Bancshares Inc. COM 253922108 6,091 601,330 Defined 01 435,030 0 166,300 Discover Financial Services COM 254709108 197,838 8,624,148 Defined 01 5,186,413 0 3,437,735 Domino's Pizza Inc. COM 25754A201 84 3,065 Defined 01 360 0 2,705 Domtar Corporation COM NEW 257559203 30,192 442,892 Defined 01 256,092 0 186,800 Dresser-Rand Group Inc. COM 261608103 5,962 147,095 Defined 01 131,795 0 15,300 DSP Group Inc. COM 23332B106 81 13,740 Defined 01 1,655 0 12,085 Ducommun Inc. COM 264147109 6,215 414,917 Defined 01 380,411 0 34,506 Duff & Phelps Corp. CL A 26433B107 4,627 434,047 Defined 01 372,147 0 61,900 Dupont Fabros Techonlogy Inc. COM 26613Q106 52,544 2,668,553 Defined 01 1,428,998 0 1,239,555 East West Bancorp Inc. COM 27579R104 5,420 363,500 Defined 01 115,700 0 247,800 Eastman Chemical Co. COM 277432100 130 1,900 Defined 01 1,900 0 0 Eaton Corporation COM 278058102 73,903 2,081,770 Defined 01 1,368,947 0 712,823 Electro Scientific Industries COM 285229100 82 6,915 Defined 01 820 0 6,095 Electronic Arts COM 285512109 52,139 2,549,602 Defined 01 1,479,477 0 1,070,125 Electronics For Imaging Inc. COM 286082102 83 6,180 Defined 01 760 0 5,420 Elizabeth Arden COM 28660G106 8,385 294,840 Defined 01 94,725 0 200,115 EMC Corporation COM 268648102 46,742 2,226,849 Defined 01 1,190,449 0 1,036,400 EMCOR Group Inc. COM 29084Q100 5,443 267,737 Defined 01 235,637 0 32,100 EnCana Corp. COM 292505104 72 3,755 Defined 01 3,755 0 0 Energen Corp. COM 29265N108 79,494 1,944,092 Defined 01 1,258,306 0 685,786 Energizer Holdings Inc. COM 29266R108 21 309 Defined 01 309 0 0 Entegris Inc. COM 29362U104 10,011 1,569,070 Defined 01 1,357,720 0 211,350 Entertainment Properties Trust COM SH BEN INT 29380T105 84 2,165 Defined 01 260 0 1,905 Equity One Inc. (REIT) COM 294752100 8,378 528,217 Defined 01 447,817 0 80,400 Equity Residential Pptys Tr SB SH BEN INT 29476L107 643 12,400 Defined 01 12,400 0 0 Ethan Allen Interiors Inc. COM 297602104 80 5,865 Defined 01 680 0 5,185 Everest Re Group Ltd. COM G3223R108 156 1,970 Defined 01 1,970 0 0 Excel Trust Inc. (REIT) COM 30068C109 9,377 974,734 Defined 01 822,384 0 152,350 EXFO Inc. COM 302046107 2,554 416,700 Defined 01 134,200 0 282,500 Exterran Holdings Inc. COM 30225X103 88 9,060 Defined 01 1,070 0 7,990 Extra Space Storage Inc. (REIT COM 30225T102 81 4,360 Defined 01 515 0 3,845 Extreme Networks COM 30226D106 85 31,930 Defined 01 3,800 0 28,130 Exxon Mobil Corp. COM 30231G102 168 2,315 Defined 01 2,315 0 0 Fair Isaac & Co Inc. COM 303250104 81 3,715 Defined 01 440 0 3,275 FBL Financial Group Inc. CL A 30239F106 84 3,150 Defined 01 360 0 2,790 FBR & Co. Common Stock COM 30247C301 81 33,865 Defined 01 4,105 0 29,760 FEI Co. COM 30241L109 2,702 90,200 Defined 01 29,200 0 61,000 Ferro Corp. COM 315405100 3,502 569,490 Defined 01 477,685 0 91,805 Fifth Third Bancorp COM 316773100 138,489 13,711,746 Defined 01 8,365,323 0 5,346,423 Finish Line Inc. CL A CL A 317923100 28,364 1,418,924 Defined 01 1,042,674 0 376,250 First Cash Finl Svcs Inc COM 31942D107 86 2,040 Defined 01 240 0 1,800 First Citizens Bancshares Inc. COM 31946M103 21,680 151,037 Defined 01 117,412 0 33,625 First Community Bancshares COM 31983A103 6,630 649,968 Defined 01 549,168 0 100,800 First Financial Bankshares Inc COM 32020R109 82 3,132 Defined 01 362 0 2,770 First Horizon National Corp. COM 320517105 37 6,206 Defined 01 0 0 6,206 First Merchants Corporation COM 320817109 2,316 328,500 Defined 01 107,300 0 221,200 First Niagara Financial Group COM 33582V108 94,202 10,295,352 Defined 01 6,148,352 0 4,147,000 First Potomac Realty Trust (RE COM 33610F109 84 6,770 Defined 01 850 0 5,920 Firstenergy Corp. COM 337932107 183,733 4,091,144 Defined 01 2,601,391 0 1,489,753 Five Star Quality Care COM 33832D106 84 33,665 Defined 01 3,980 0 29,685 Fomento Economico Mexico SAB d SPON ADR UNITS 344419106 25 390 Defined 01 390 0 0 Foot Locker Inc. COM 344849104 92,774 4,617,900 Defined 01 2,740,035 0 1,877,865 Force Protection Inc. COM NEW 345203202 85 22,085 Defined 01 2,655 0 19,430 Ford Motor Co. COM PAR $0.01 345370860 19 1,965 Defined 01 1,965 0 0 Forest Labs Inc. COM 345838106 149 4,848 Defined 01 4,848 0 0 Freeport-McMoRan Copper & Gold CL B 35671D857 44,710 1,468,309 Defined 01 796,584 0 671,725 Fresh Del Monte Produce Inc. COM G36738105 86 3,720 Defined 01 455 0 3,265 FSI International COM 302633102 1,120 595,600 Defined 01 190,800 0 404,800 Fulton Financial Corp. COM 360271100 13,647 1,783,875 Defined 01 673,975 0 1,109,900 G&K Services Inc. CL A CL A 361268105 82 3,225 Defined 01 385 0 2,840 Gallagher Arthur J & Co Comm COM 363576109 2,712 103,100 Defined 01 33,200 0 69,900 Gardner Denver Inc. COM 365558105 4,461 70,202 Defined 01 60,202 0 10,000 General Dynamics Corp. COM 369550108 16 280 Defined 01 280 0 0 General Electric Co. COM 369604103 95,591 6,280,630 Defined 01 3,355,030 0 2,925,600 Georgia Gulf Corp. COM PAR $0.01 NEW373200302 76 5,460 Defined 01 645 0 4,815 Getty Realty Corp. (REIT) COM 374297109 80 5,525 Defined 01 650 0 4,875 Gibraltar Industries Inc. COM 374689107 6,269 772,067 Defined 01 663,007 0 109,060 G-III Apparel Group Ltd. COM 36237H101 5,985 261,795 Defined 01 226,945 0 34,850 Gladstone Capital Corp COM 376535100 79 11,480 Defined 01 1,325 0 10,155 Gladstone Investment Corp COM 376546107 86 12,675 Defined 01 1,585 0 11,090 Global Cash Access Holdings In COM 378967103 83 32,240 Defined 01 3,775 0 28,465 Goldman Sachs Group Inc. COM 38141G104 72 760 Defined 01 335 0 425 Granite Construction Inc. COM 387328107 83 4,425 Defined 01 515 0 3,910 Greatbatch Inc. COM 39153L106 86 4,320 Defined 01 490 0 3,830 Green Plains Renewable Energy COM 393222104 84 9,035 Defined 01 1,035 0 8,000 GT Advanced Technologies Inc. COM 36191U106 76 10,820 Defined 01 1,280 0 9,540 Gulfport Energy Corp. COM NEW 402635304 3,436 142,100 Defined 01 45,700 0 96,400 Hain Celestial Group Inc. COM 405217100 97,528 3,192,395 Defined 01 1,970,912 0 1,221,483 Hancock Holding Co. COM 410120109 82 3,060 Defined 01 360 0 2,700 Harley Davidson Inc COM 412822108 85,701 2,496,395 Defined 01 1,524,106 0 972,289 Harman International Industrie COM 413086109 5,618 196,567 Defined 01 169,217 0 27,350 Harmonic Inc. COM 413160102 4,806 1,128,155 Defined 01 982,405 0 145,750 Harsco Corp. COM 415864107 1,996 102,950 Defined 01 92,000 0 10,950 Hartford Financial Services Gr COM 416515104 15,550 963,434 Defined 01 719,839 0 243,595 Health Management Associates I CL A 421933102 79,992 11,559,476 Defined 01 7,102,921 0 4,456,555 Health Net Inc. COM 42222G108 91,312 3,851,212 Defined 01 2,265,370 0 1,585,842 HealthSpring Inc. COM 42224N101 85 2,345 Defined 01 280 0 2,065 Healthways Inc. 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COM 719405102 73 14,700 Defined 01 1,700 0 13,000 Piedmont Office Realty Trust I COM CL A 720190206 4,174 258,129 Defined 01 214,829 0 43,300 Pier 1 Imports Inc. COM 720279108 66,184 6,767,246 Defined 01 3,800,681 0 2,966,565 Pioneer Drilling Co. COM 723655106 3,079 428,840 Defined 01 135,610 0 293,230 Piper Jaffray Co. COM 724078100 8,158 454,967 Defined 01 284,026 0 170,941 PNC Financial Services Group I COM 693475105 82,511 1,712,207 Defined 01 919,032 0 793,175 PNM Resources Inc. COM 69349H107 86 5,225 Defined 01 615 0 4,610 PolyOne Corporation COM 73179P106 24,273 2,266,353 Defined 01 1,139,968 0 1,126,385 Popular Inc. COM 733174106 2,097 1,397,800 Defined 01 449,800 0 948,000 Portland General Electric COM NEW 736508847 3,850 162,530 Defined 01 51,740 0 110,790 PowerSecure International Inc. COM 73936N105 6,948 1,468,821 Defined 01 1,259,771 0 209,050 Powerwave Technologies Inc. COM 739363109 1,072 623,200 Defined 01 200,700 0 422,500 Pozen Inc. 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COM 744320102 56,087 1,196,908 Defined 01 652,658 0 544,250 PS Business Parks Inc. (REIT) COM 69360J107 83 1,680 Defined 01 200 0 1,480 PSS World Medical COM 69366A100 81 4,090 Defined 01 460 0 3,630 PVH Corporation COM 693656100 115,092 1,976,159 Defined 01 1,206,497 0 769,662 Qlogic Corp. COM 747277101 5,738 452,519 Defined 01 389,169 0 63,350 Quality Distribution Inc COM 74756M102 4,227 471,213 Defined 01 152,168 0 319,045 Questar Corp. COM 748356102 21 1,160 Defined 01 1,160 0 0 RadiSys Corporation COM 750459109 85 13,925 Defined 01 1,645 0 12,280 Raymond James Financial Inc. COM 754730109 84,545 3,256,755 Defined 01 2,038,655 0 1,218,100 Realty Income Corp. (REIT) COM 756109104 4,252 131,890 Defined 01 112,790 0 19,100 Rebulic Airway Holdings COM 760276105 83 29,690 Defined 01 3,515 0 26,175 Red Robin Gourmet Burgers I COM 75689M101 1,629 67,610 Defined 01 21,005 0 46,605 Regal-Beloit Corp. COM 758750103 6,001 132,231 Defined 01 114,931 0 17,300 Regis Corp. COM 758932107 86 6,070 Defined 01 730 0 5,340 Reliance Steel & Aluminum Co. COM 759509102 4,976 146,306 Defined 01 125,726 0 20,580 RenaissanceRe Hldgs. LTD COM G7496G103 547 8,578 Defined 01 8,578 0 0 REX American Resources Corp. COM 761624105 94 5,545 Defined 01 675 0 4,870 RF Micro Devices Inc. COM 749941100 6,392 1,008,203 Defined 01 867,103 0 141,100 Rimage Corp COM 766721104 83 6,555 Defined 01 755 0 5,800 Rock-Tenn Co. CL A CL A 772739207 113 2,313 Defined 01 2,313 0 0 Rofin-Sinar Technologies Inc. COM 775043102 4,766 248,234 Defined 01 214,534 0 33,700 Rogers Communications Inc. CL CL B 775109200 26 770 Defined 01 770 0 0 Rosetta Resources Inc. COM 777779307 2,292 66,975 Defined 01 21,675 0 45,300 Rti Biologics Inc COM 74975N105 82 24,920 Defined 01 3,105 0 21,815 Ruddick Corp. COM 781258108 86 2,205 Defined 01 260 0 1,945 Rudolph Techonologies Inc. COM 781270103 86 12,880 Defined 01 1,520 0 11,360 Ruth's Chris Steak House Inc. COM 783332109 4,439 1,034,640 Defined 01 329,500 0 705,140 Ryder Systems Inc. COM 783549108 96,549 2,573,941 Defined 01 1,519,982 0 1,053,959 Ryland Group Inc. COM 783764103 3,569 335,111 Defined 01 291,011 0 44,100 Saia Inc. COM 78709Y105 89 8,470 Defined 01 1,005 0 7,465 Saks Incorporated COM 79377W108 85 9,710 Defined 01 1,145 0 8,565 Sandy Spring Bancorp Inc. COM 800363103 6,891 471,030 Defined 01 399,055 0 71,975 Sanmina-SCI Corp. COM NEW 800907206 81 12,155 Defined 01 1,395 0 10,760 Sauer-Danfoss Inc. COM 804137107 8,885 307,433 Defined 01 193,983 0 113,450 Saul Centers Inc. (REIT) COM 804395101 89 2,630 Defined 01 295 0 2,335 Schlumberger Limited COM 806857108 496 8,300 Defined 01 8,300 0 0 SeaChange International Inc. COM 811699107 84 10,965 Defined 01 1,295 0 9,670 Select Medical Holdings Corp COM 81619Q105 88 13,220 Defined 01 1,585 0 11,635 Selective Insurance Group Inc. COM 816300107 15,335 1,175,103 Defined 01 1,012,003 0 163,100 Signature Bank COM 82669G104 79 1,660 Defined 01 190 0 1,470 Signet Jewelers Limited SHS G81276100 105,627 3,124,980 Defined 01 1,870,938 0 1,254,042 Silicon Image Inc. COM 82705T102 4,041 688,500 Defined 01 222,300 0 466,200 Silicon Motion Technology Corp SPONSORED ADR 82706C108 3,572 309,000 Defined 01 99,700 0 209,300 Simon Property Group Inc. (REI COM 828806109 774 7,034 Defined 01 7,034 0 0 Sirona Dental Systems Inc. COM 82966C103 28,690 676,494 Defined 01 241,400 0 435,094 SkyWest Inc. COM 830879102 84 7,260 Defined 01 825 0 6,435 SL Green Realty Corp. (REIT) COM 78440X101 23,427 402,880 Defined 01 216,180 0 186,700 SLM Corp. COM 78442P106 144,208 11,582,993 Defined 01 6,934,418 0 4,648,575 SM Energy Company COM 78454L100 10,552 173,986 Defined 01 147,686 0 26,300 Smart Balance Inc COM 83169Y108 90 15,230 Defined 01 1,800 0 13,430 Smithfield Foods Inc. 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