-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HFbo1zVDpmjZuZts2SiM481sBkgFQxiOhFb3+LqrFhyfhSY6DAcpRlQxnLFd5mva gdpix+q3tGvaDdUuhFcurg== 0001047469-03-036888.txt : 20031112 0001047469-03-036888.hdr.sgml : 20031111 20031112084609 ACCESSION NUMBER: 0001047469-03-036888 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031112 EFFECTIVENESS DATE: 20031112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SMITH ASSET MANAGEMENT GROUP LP CENTRAL INDEX KEY: 0001091561 IRS NUMBER: 752620252 STATE OF INCORPORATION: TX FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03459 FILM NUMBER: 03990712 BUSINESS ADDRESS: STREET 1: 300 CRESCENT CT STREET 2: STE 750 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2148804600 MAIL ADDRESS: STREET 1: 300 CRESCENT CT STREET 2: STE 750 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 a2122505z13f-hr.txt 13F-HR 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, 2003 3rd Quarter ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Smith Asset Management Group, L.P. ------------------------------- Address: 200 Crescent Court ------------------------------- Suite 850 ------------------------------- Dallas, Texas 75201 ------------------------------- Form 13F File Number: 28-03459 --------------------- 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 form. Person Signing this Report on Behalf of Reporting Manager: Name: Stephen S. Smith ------------------------------- Title: CEO ------------------------------- Phone: 214-880-4601 ------------------------------- Signature, Place, and Date of Signing: /s/Stephen S. Smith Dallas, Texas 11-11-03 ------------------------------- ----------------- ------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 323 -------------------- Form 13F Information Table Value Total: 656,916,944 -------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ------ ----------------- --------------------------------- [Repeat as necessary.]
Item 1: Fair Market Shares/ Invest Disc. Managers Voting Authority Name of Issuer Class Cusip Value Princ. Sole SH/ SH/ Sole Shared None Amount def other Airtran Holdings Inc Common Stock - Long 00949P108 1675 100 Sole 100 Aaipharma Inc Common Stock - Long 00252W104 284690 16600 Sole 16600 Anchor Bancorp Wis Inc Com Common Stock - Long 032839102 194884 8300 Sole 8300 Arkansas Best Corp Common Stock - Long 040790107 1098.8 40 Sole 40 Ambac Inc. Common Stock - Long 023139108 1280 20 Sole 20 Arch Capital Group Ltd Common Stock - Long G0450A105 195113 5900 Sole 5900 Ashland Coal Common Stock - Long 039380100 1110.5 50 Sole 50 Accenture Ltd Common Stock - Long G1150G111 127338 5700 Sole 5700 Amcol International Corp. Common Stock - Long 02341W103 1112.4 90 Sole 90 Alliance Data Systems Corp Common Stock - Long 018581108 1056 40 Sole 40 Aetna Life & Casualt Common Stock - Long 00817Y108 14169335.1 232170 Sole 232170 Aether Systems, Inc. Common Stock - Long 00808V105 822.6 180 Sole 180 Applied Films Corp. Common Stock - Long 038197109 259260 8700 Sole 8700 Aflac Inc. Common Stock - Long 001055102 969 30 Sole 30 Applied Industrial Technology Common Stock - Long 03820C105 68750.2 3460 Sole 3460 Apartment Inv & Mgmt Common Stock - Long 03748R101 360537.6 9160 Sole 9160 Alabama National Bancorp/del Common Stock - Long 010317105 66500 1400 Sole 1400 Allstate Corp. Common Stock - Long 020002101 1095.9 30 Sole 30 Altera Corp. Common Stock - Long 021441100 6420109.5 339150 Sole 339150 Autoliv Inc. Common Stock - Long 052800109 135765 4500 Sole 4500 Amgen Common Stock - Long 031162100 5668082 87850 Sole 87850 Amkor Technology Inc. Common Stock - Long 031652100 1421 100 Sole 100 American Med Security Group Common Stock - Long 02744P101 138108 6800 Sole 6800 Amazon.Com Common Stock - Long 023135106 140447 2900 Sole 2900 Andrew Corp. Common Stock - Long 034425108 2138.16 177 Sole 177 Apache Corp. Common Stock - Long 037411105 131399.3 1895 Sole 1895 Apollo Group Inc Cl A Common Stock - Long 037604105 6297479.19 95373 Sole 95373 Ameristar Casinos Common Stock - Long 03070Q101 265318 10600 Sole 10600 Archstone Smith Trust Common Stock - Long 039583109 330277.6 12520 Sole 12520 Avalonbay Communities Inc Common Stock - Long 053484101 936 20 Sole 20 Avid Technology, Inc. Common Stock - Long 05367P100 392200 7400 Sole 7400 Advanced Medical Optics Common Stock - Long 00763M108 150864 8400 Sole 8400 Avon Products Common Stock - Long 054303102 8589385.2 133045 Sole 133045 Aztar Corp. Common Stock - Long 054802103 132825 7500 Sole 7500 Bankamerica Corp. Common Stock - Long 060505104 125644.4 1610 Sole 1610 Banner Corporation Common Stock - Long 06652V109 70822 3400 Sole 3400 Barra Inc. Common Stock - Long 068313105 206360 5500 Sole 5500 Best Buy Co. Common Stock - Long 086516101 14682301.92 308971 Sole 308971 Boston Communications Common Stock - Long 100582105 153700 15370 Sole 15370 Bradley Pharmaceuticals Inc Common Stock - Long 104576103 207100 7600 Sole 7600 Briggs & Stratton Common Stock - Long 109043109 1762.8 30 Sole 30 Benchmark Electronics Common Stock - Long 08160H101 355068 8400 Sole 8400 Bellsouth Corp. Common Stock - Long 079860102 6833408.64 288573 Sole 288573 Bmc Software Common Stock - Long 055921100 975.1 70 Sole 70 Building Matls Hldg Cp Com Common Stock - Long 120113105 1048 80 Sole 80 Bryn Mawr Bank Corp Common Stock - Long 117665109 1258.5 30 Sole 30 Bristol-Myers Squibb Common Stock - Long 110122108 1026.4 40 Sole 40 Bank Of Hawaii Corp Common Stock - Long 062540109 1343.2 40 Sole 40 Burlington Resources Common Stock - Long 122014103 107004 2220 Sole 2220 Bioreliance Corp Common Stock - Long 090951104 1534.8 60 Sole 60 Bear Stearns Common Stock - Long 073902108 1496 20 Sole 20 Anheuser-Busch Common Stock - Long 035229103 986.8 20 Sole 20 Brown Shoe Company Common Stock - Long 115736100 1268 40 Sole 40 Beazer Homes Usa Inc Com Common Stock - Long 07556Q105 261640 3100 Sole 3100 Citigroup Inc. Common Common Stock - Long 172967101 131979 2900 Sole 2900 Computer Associates Common Stock - Long 204912109 5900076.7 225970 Sole 225970 Cascade Corp. Common Stock - Long 147195101 1543.5 70 Sole 70 Caci International Inc -cl A Common Stock - Long 127190304 1285.5 30 Sole 30 Caterpillar Common Stock - Long 149123101 7781329.4 113035 Sole 113035 Century Business Services Common Stock - Long 156490104 890.4 210 Sole 210 Christopher & Banks Common Stock - Long 171046105 293478 12300 Sole 12300 Compucredit Corp. Common Stock - Long 20478N100 2975 170 Sole 170 Career Education Corporation Common Stock - Long 141665109 16214908.46 357866 Sole 357866 Countrywide Financial Corporation Common Stock - Long 222372104 9103572.6 116295 Sole 116295 Consolidated Graphics Com Common Stock - Long 209341106 1780.1 70 Sole 70 City Holding Co Common Stock - Long 177835105 1326.8 40 Sole 40 Chemical Financial Common Stock - Long 163731102 1238 40 Sole 40 Choice Hotels Intl. Common Stock - Long 169905106 151774.6 5230 Sole 5230 Carmike Cinemas Inc Common Stock - Long 143436400 1052.4 40 Sole 40 Mack-Cali Realty Corp. Common Stock - Long 554489104 364168 9290 Sole 9290 Colonial Properties Trust Common Stock - Long 195872106 311299.2 8640 Sole 8640 C/Net Inc. Common Stock - Long 12613R104 985.6 140 Sole 140 Coach Inc. Common Stock - Long 189754104 15540525 284625 Sole 284625 Cooper Cos. Common Stock - Long 216648402 334150 8200 Sole 8200 Campbell Soup Common Stock - Long 134429109 119250 4500 Sole 4500 Charles River Associates Inc. Common Stock - Long 159852102 74178 2600 Sole 2600 Ceradyne Inc. Common Stock - Long 156710105 199199 7700 Sole 7700 Carramerica Realty Corp Common Stock - Long 144418100 317902.5 10650 Sole 10650 Cornell Companies Inc Common Stock - Long 219141108 1151.5 70 Sole 70 Cisco Systems Common Stock - Long 17275R102 10620130.8 542120 Sole 542120 Community Trust Bancorp Common Stock - Long 204149108 1162.8 40 Sole 40 Cts Corp. Common Stock - Long 126501105 1107.9 90 Sole 90 Centex Corp. Common Stock - Long 152312104 8456677.68 108586 Sole 108586 Coventry Corp Common Stock - Long 222862104 7051338 133700 Sole 133700 Cvs Corp Common Common Stock - Long 126650100 1242.4 40 Sole 40 Crown American Realty Common Stock - Long 228186102 368900 31000 Sole 31000 Coldwater Creek Inc. Common Stock - Long 193068103 65677.5 6750 Sole 6750 Corrections Corp of America Common Stock - Long 22025Y407 1480.2 60 Sole 60 Cytec Inds Inc Com Common Stock - Long 232820100 1460 40 Sole 40 Cytyc Corp Com Common Stock - Long 232946103 1501 100 Sole 100 Dell Inc. Common Stock - Long 24702R101 7566288 226400 Sole 226400 Dean Foods Co Common Stock - Long 242370104 930.9 30 Sole 30 Dollar Genral Common Stock - Long 256669102 1200 60 Sole 60 Dominion Homes Inc Common Stock - Long 257386102 75313 2900 Sole 2900 Dun & Bradstreet Common Stock - Long 26483E100 14568784.18 350717 Sole 350717 Denbury Resources Inc Common Stock - Long 247916208 127308 10300 Sole 10300 Duquesne Light Holdings Inc Common Stock - Long 266233105 1235.2 80 Sole 80 Digital River Inc. Common Stock - Long 25388B104 410550 15000 Sole 15000 Doral Financial Corp. Common Stock - Long 25811P100 1410 30 Sole 30 Dura Automotive Systems, Inc. Common Stock - Long 265903104 69496 7300 Sole 7300 Dsp Group Common Stock - Long 23332B106 1495.2 60 Sole 60 Encore Acquisition Co Common Stock - Long 29255W100 75425 3500 Sole 3500 Egl Inc. Common Stock - Long 268484102 1273.3 70 Sole 70 Engineered Support Systems Common Stock - Long 292866100 393575 6500 Sole 6500 Brinker Int'l Common Stock - Long 109641100 1000.8 30 Sole 30 Energen Corp. Common Stock - Long 29265N108 1085.4 30 Sole 30 Energizer Holdings Inc. Common Stock - Long 29266R108 13338979.36 362768 Sole 362768 Equity Office Properties Common Stock - Long 294741103 304757.1 11070 Sole 11070 Epiq Systems, Inc. Common Stock - Long 26882D109 134221 7900 Sole 7900 Entertainment Pptys Tr Com Sh Ben Int Common Stock - Long 29380T105 331200 11040 Sole 11040 Electronic Arts Inc. Common Stock - Long 285512109 18375161.2 199340 Sole 199340 Espeed Inc - Cl A Common Stock - Long 296643109 264537 11700 Sole 11700 Eaton Corp. Common Stock - Long 278058102 1772.4 20 Sole 20 Entergy Corp. Common Stock - Long 29364G103 141873 2620 Sole 2620 Exelon Corp. Common Stock - Long 30161N101 8940800 140800 Sole 140800 Ford Motor Common Stock - Long 345370860 126009 11700 Sole 11700 First American Fincl Common Stock - Long 318522307 1245 50 Sole 50 Flagstar Bank Common Stock - Long 337930101 273105 11900 Sole 11900 Finish Line Inc Cl A Common Stock - Long 317923100 263000 10000 Sole 10000 Fidelity National Financial Common Stock - Long 316326107 13184406.18 438603 Sole 438603 Fortune Brands Inc Com Common Stock - Long 349631101 11453852.5 201830 Sole 201830 Fox Entertainment Group Inc. Common Stock - Long 35138T107 12770017.65 456235 Sole 456235 First Industrial Realty Trust Common Stock - Long 32054K103 312041.1 9730 Sole 9730 Fred's Inc 'a' Common Stock - Long 356108100 365856 11100 Sole 11100 Frontier Airlines New Com Common Stock - Long 359065109 272904 16600 Sole 16600 Fisher Scientific In Common Stock - Long 338032204 1587.6 40 Sole 40 Gillette Co. Common Stock - Long 375766102 959.4 30 Sole 30 Gables Residential Trust Common Stock - Long 362418105 368771.2 11410 Sole 11410 Gardner Denver Inc Com Common Stock - Long 365558105 65131 3100 Sole 3100 Guidant Corp Common Stock - Long 401698105 937 20 Sole 20 Golden West Fin'l Common Stock - Long 381317106 9031111.45 100895 Sole 100895 General Electric Common Stock - Long 369604103 11214522 376200 Sole 376200 Gilead Sciences Inc Common Stock - Long 375558103 8885702.4 158560 Sole 158560 Great Lakes Reit Common Stock - Long 390752103 354220 22250 Sole 22250 Glenborough Realty Trust Inc. Common Stock - Long 37803P105 286294.8 15180 Sole 15180 Gap (the), Inc. Common Stock - Long 364760108 1027.2 60 Sole 60 Greenpoint Financial Corp. Common Stock - Long 395384100 6358657.14 212949 Sole 212949 Great Southern Bancorp Inc Common Stock - Long 390905107 1167.6 30 Sole 30 Group 1 Software Inc Common Stock - Long 39943Y103 179800 10000 Sole 10000 Gtech Holdings, Inc. Common Stock - Long 400518106 1285.5 30 Sole 30 Guitar Center Common Stock - Long 402040109 312146 9700 Sole 9700 Getty Realty Common Stock - Long 374297109 348145 14210 Sole 14210 Great Plains Energy Inc Common Stock - Long 391164100 1212.8 40 Sole 40 Halliburton Co. Common Stock - Long 406216101 1212.5 50 Sole 50 Healthcare REIT Inc. Common Stock - Long 42217K106 338116 10960 Sole 10960 Healthcare Properties Investment Inc. Common Stock - Long 421915109 357255 7650 Sole 7650 Home Depot Common Stock - Long 437076102 12769620.5 400930 Sole 400930 Handleman Co. Common Stock - Long 410252100 1012.8 60 Sole 60 Helen Of Troy Common Stock - Long G4388N106 175176 7200 Sole 7200 Hibbett Sporting Goods Com Common Stock - Long 428565105 720 30 Sole 30 Hot Topic, Inc. Common Stock - Long 441339108 355005 15750 Sole 15750 Hovnanian Enterpr. Common Stock - Long 442487203 276791 4300 Sole 4300 Hospitality Properties Trust Common Stock - Long 44106M102 310808.8 8860 Sole 8860 Healthcare Realty Trust Inc. Common Stock - Long 421946104 317881.2 9940 Sole 9940 Hudson River Bancorp Common Stock - Long 444128102 1607 50 Sole 50 HRPT Properties Trust Common Stock - Long 40426W101 290652 31800 Sole 31800 Hutchinson Technolog Common Stock - Long 448407106 987.6 30 Sole 30 Heritage Property Investment Trust Common Stock - Long 42725M107 333564 11550 Sole 11550 Hudson United Bancorp Common Stock - Long 444165104 1406.8 40 Sole 40 Independent Bank Corp. Common Stock - Long 453838104 83448 2850 Sole 2850 Int'l Business Mach. Common Stock - Long 459200101 10949386.8 123960 Sole 123960 Icn Pharmaceuticals Common Stock - Long 448924100 1887.6 110 Sole 110 Idexx Labs Inc Com Common Stock - Long 45168D104 1276.5 30 Sole 30 Integrated Electrical Svcs Common Stock - Long 45811E103 1104 160 Sole 160 Int'l Game Tech. Common Stock - Long 459902102 15654355.75 556105 Sole 556105 Intermagnetics Gen Cp Com Common Stock - Long 458771102 1341.6 60 Sole 60 Impac Mortgage Holdings Inc. Common Stock - Long 45254P102 273611 16900 Sole 16900 Int'l Recovery Corp. Common Stock - Long 981475106 1403.5 50 Sole 50 Intel Corp. Common Stock - Long 458140100 19639097.6 713630 Sole 713630 Inter Tel Inc Com Common Stock - Long 458372109 1718.5 70 Sole 70 Intuit Inc. Common Stock - Long 461202103 1447.2 30 Sole 30 Ingersoll-Rand Common Stock - Long G4776G101 124515.2 2330 Sole 2330 Invitrogen Corp. Common Stock - Long 46185R100 1738.2 30 Sole 30 Ishares Russell 2000 Common Stock - Long 464287655 29115 300 Sole 300 Jetblue Airways Corp Common Stock - Long 477143101 9281156 152450 Sole 152450 Jda Software Group Inc. Common Stock - Long 46612K108 260656 17600 Sole 17600 Jacuzzi Brands, Inc. Common Stock - Long 469865109 1178 190 Sole 190 Johnson & Johnson Common Stock - Long 478160104 8917066.4 180070 Sole 180070 Jp Morgan Chase & Co. Common Stock - Long 46625H100 12884117.66 375302 Sole 375302 Nordstrom Inc. Common Stock - Long 655664100 5741778.3 231430 Sole 231430 Kellogg Common Stock - Long 487836108 1334 40 Sole 40 4 Kids Entmt Inc Com Common Stock - Long 350865101 1266 60 Sole 60 Koger Equity Inc. Common Stock - Long 500228101 305312 16240 Sole 16240 Kensey Nash Corp. Common Stock - Long 490057106 136532 5800 Sole 5800 Lithia Motors, Inc Common Stock - Long 536797103 67898 3400 Sole 3400 Lear Common Stock - Long 521865105 1579.2 30 Sole 30 Lehman Brothers Holdings Inc. Common Stock - Long 524908100 1381.6 20 Sole 20 Concord Camera Common Stock - Long 206156101 146970 13800 Sole 13800 Liz Claiborne Common Stock - Long 539320101 125985 3700 Sole 3700 Lockheed Martin Common Stock - Long 539830109 4748835 102900 Sole 102900 Liberty Property Trust Common Stock - Long 531172104 303236 8200 Sole 8200 Lsi Logic Corp Common Stock - Long 502161102 1168.7 130 Sole 130 Lexington Corporate Properties Trust Common Stock - Long 529043101 323037.6 16860 Sole 16860 Mid-America Apartment Comm. Common Stock - Long 59522J103 348277.2 11540 Sole 11540 Macerich Co. Common Stock - Long 554382101 321630 8520 Sole 8520 Macromedia Common Stock - Long 556100105 291193 11900 Sole 11900 Mattel, Inc. Common Stock - Long 577081102 97644 5150 Sole 5150 Matria Healthcare Inc Com New Common Stock - Long 576817209 70766 4100 Sole 4100 Memberworks Inc. Common Stock - Long 586002107 1584.5 50 Sole 50 Mckesson Corp. Common Stock - Long 58155Q103 13028840.46 391374 Sole 391374 Medstat Systems Common Stock - Long 595440108 1350 60 Sole 60 Media General Inc. Class A Common Stock - Long 584404107 1222 20 Sole 20 Merrill Lynch & Co. Common Stock - Long 590188108 13611340.75 254275 Sole 254275 Medco Health Solutions Inc Common Stock - Long 58405U102 51.86 2 Sole 2 Mills Corp. Common Stock - Long 601148109 348247.5 8850 Sole 8850 Mid Atlantic Medical Supplies Common Stock - Long 59523C107 13454088 261600 Sole 261600 3M Co Common Stock - Long 88579Y101 1381.4 20 Sole 20 Merit Medical System Common Stock - Long 589889104 162059.3 7333 Sole 7333 Moog Inc. 'a' Common Stock - Long 615394202 152880 3900 Sole 3900 Monsanto Co Common Stock - Long 61166W101 1197 50 Sole 50 Macdermid Inc Com Common Stock - Long 554273102 1322.5 50 Sole 50 Merck & Co. Common Stock - Long 589331107 1012.4 20 Sole 20 Microsoft Corp. Common Stock - Long 594918104 10896210 391950 Sole 391950 Mts Systems Common Stock - Long 553777103 1371.6 90 Sole 90 Maxtor Corp Com New Common Stock - Long 577729205 13816966.1 1135330 Sole 1135330 Mylan Labs. Common Stock - Long 628530107 8833612.1 228554 Sole 228554 New Century Financial Com Common Stock - Long 64352D101 255330 9000 Sole 9000 New Eng Business Svc Com Common Stock - Long 643872104 1064.8 40 Sole 40 Netflix Inc Common Stock - Long 64110L106 1342.4 40 Sole 40 Commercial Net Lease Realty Common Stock - Long 202218103 326124.5 19150 Sole 19150 News Corp. Ltd. (adr Common Stock - Long 652487703 131200 4000 Sole 4000 New Plan Excel Realty Trust Common Stock - Long 648053106 329695 14150 Sole 14150 Nextel Communications Inc. Common Stock - Long 65332V103 15603815.7 791670 Sole 791670 Oriental Financial Group Common Stock - Long 68618W100 970.4 40 Sole 40 Oceaneering International Common Stock - Long 675232102 940.8 40 Sole 40 Omnicell Inc Common Stock - Long 68213N109 97560 6000 Sole 6000 Omi Corp. Common Stock - Long Y6476W104 152922 23100 Sole 23100 Oracle Systems Common Stock - Long 68389X105 1012.5 90 Sole 90 Old Second Bancorp Inc Com Common Stock - Long 680277100 1290 30 Sole 30 Occidental Petroleum Common Stock - Long 674599105 8229375.7 233590 Sole 233590 Bank Of The Ozarks Inc Common Stock - Long 063904106 80118 1800 Sole 1800 Pep Boys Common Stock - Long 713278109 2142 140 Sole 140 Paccar Inc. Common Stock - Long 693718108 9085994.6 122140 Sole 122140 Pdi Inc. Common Stock - Long 69329V100 156864 6400 Sole 6400 Pediatrix Medical Group, Inc. Common Stock - Long 705324101 294720 6400 Sole 6400 Pfizer, Inc. Common Stock - Long 717081103 9003113 296350 Sole 296350 Procter & Gamble Common Stock - Long 742718109 10329009.6 111280 Sole 111280 Progressive Corp. of Ohio Common Stock - Long 743315103 131309 1900 Sole 1900 Pacificare Health Systems, Inc. Common Stock - Long 695112102 2440 50 Sole 50 Perkinelmer Inc Com Common Stock - Long 714046109 1071.7 70 Sole 70 Planar Systems Inc. Common Stock - Long 726900103 123366 5800 Sole 5800 Power Integrations, Inc. Common Stock - Long 739276103 368964 11100 Sole 11100 Powell Industries Common Stock - Long 739128106 1173.9 70 Sole 70 Pogo Producing Common Stock - Long 730448107 1358.4 30 Sole 30 Presstek Inc Common Stock - Long 741113104 884.4 120 Sole 120 Per-Se Technologies Com New Common Stock - Long 713569309 82992 5200 Sole 5200 Pacific Sunwear Ca Inc Com Common Stock - Long 694873100 362583 17550 Sole 17550 Pactiv Corp Common Stock - Long 695257105 102414 5050 Sole 5050 Privatebancorp Inc Common Stock - Long 742962103 66220 2000 Sole 2000 Cash Amer. Investmen Common Stock - Long 14754D100 151208 9220 Sole 9220 Qlogic Corp Common Stock - Long 747277101 8470731.9 180190 Sole 180190 Reckson Associates Realty Corp Common Stock - Long 75621K106 350116.5 15150 Sole 15150 Rare Hospitality Intl Com Common Stock - Long 753820109 325075.5 13050 Sole 13050 Ritchie Brothers Auctioneers Common Stock - Long 767744105 70465 1700 Sole 1700 R&g Financial Corp. Class B Common Stock - Long 749136107 131400 4500 Sole 4500 Right Manage Common Stock - Long 766573109 177184 9800 Sole 9800 Renaissancere Holdings Common Stock - Long G7496G103 136433.7 2990 Sole 2990 Rockwell Automation Inc. Common Stock - Long 773903109 1050 40 Sole 40 Red Robin Gourmet Burgers Common Stock - Long 75689M101 180766 7100 Sole 7100 Republic Services Inc. Common Stock - Long 760759100 1132 50 Sole 50 Radioshack Corporation Common Stock - Long 750438103 1136.4 40 Sole 40 Radisys Corp. Common Stock - Long 750459109 1983.3 110 Sole 110 Redwood Trust Inc Common Stock - Long 758075402 213272 5030 Sole 5030 Rayonier Incorporated Common Stock - Long 754907103 1218 30 Sole 30 Sbc Communications Common Stock - Long 78387G103 109025 4900 Sole 4900 Sciclone Pharmaceuticals Inc Common Stock - Long 80862K104 1120 140 Sole 140 Systems & Computer T Common Stock - Long 871873105 76212 7300 Sole 7300 7-Eleven Inc Common Stock - Long 817826209 1235.7 90 Sole 90 Istar Financial Inc. Common Stock - Long 45031U101 363403.5 9330 Sole 9330 Safenet Inc Com Common Stock - Long 78645R107 346848 9600 Sole 9600 Swift Enery Co. Common Stock - Long 870738101 172142 12200 Sole 12200 Scientific Games Corp-a Common Stock - Long 80874P109 273600 24000 Sole 24000 Shuffle Master Inc. Common Stock - Long 825549108 277338 10200 Sole 10200 The Sharper Image + Common Stock - Long 820013100 229185 9900 Sole 9900 Shurgard Storage Centers Common Stock - Long 82567D104 331114 9380 Sole 9380 Sigma-Aldrich Common Stock - Long 826552101 7576664.9 145286 Sole 145286 Sierra Health Servic Common Stock - Long 826322109 271260 13200 Sole 13200 South Jersey Inds. Common Stock - Long 838518108 1135.5 30 Sole 30 SLM Corporation Securities Common Stock - Long 78442P106 14878862.96 381901 Sole 381901 Sun Bancorp Inc-nj Common Stock - Long 86663B102 79200 3600 Sole 3600 Panamsat Corp. Common Stock - Long 697933109 1013.6 70 Sole 70 Spdr Trust Series 1 Common Stock - Long 78462F103 3018989.75 30205 Sole 30205 Sourcecorp, Inc. Common Stock - Long 836167106 1861.6 80 Sole 80 Ss&c Technologies Inc Common Stock - Long 85227Q100 1799.1 90 Sole 90 Stewart Information Services Common Stock - Long 860372101 132728 4700 Sole 4700 Stanley Furniture Inc Com New Common Stock - Long 854305208 1239.6 40 Sole 40 Seagate Technology Common Stock - Long G7945J104 18960984 697095 Sole 697095 Stewart & Stevenson Common Stock - Long 860342104 135180 9000 Sole 9000 Sybron Dental Special Com Common Stock - Long 871142105 220616 8800 Sole 8800 Symantec Corp. Common Stock - Long 871503108 14409215.7 228030 Sole 228030 Amer. Tel. & Tel. Common Stock - Long 001957505 7968004.75 369745 Sole 369745 Trico Bancshares Common Stock - Long 896095106 1144 40 Sole 40 Cornerstone Realty Income Trust Common Stock - Long 21922V102 329664 40800 Sole 40800 Techne Corp Common Stock - Long 878377100 1589.5 50 Sole 50 Thornburg Mortgage Inc Common Stock - Long 885218107 309785.9 12230 Sole 12230 Trimble Navigation L Common Stock - Long 896239100 191315 8300 Sole 8300 Tractor Supply Company Common Stock - Long 892356106 360910 11000 Sole 11000 Toro Co. Common Stock - Long 891092108 1800 40 Sole 40 Take Two Interactive Software Common Stock - Long 874054109 319396 9350 Sole 9350 Texas Instruments Common Stock - Long 882508104 145920 6400 Sole 6400 Unionbancal Corp. Common Stock - Long 908906100 132928 2680 Sole 2680 United Defense Industries Inc Common Stock - Long 91018B104 1135.6 40 Sole 40 Universal Amer Financial Crp Common Stock - Long 913377107 796.5 90 Sole 90 Unitedhealth Group Inc. Common Stock - Long 91324P102 15046334.16 299013 Sole 299013 Unit Corp. Common Stock - Long 909218109 182748 9700 Sole 9700 United Online Inc Common Stock - Long 911268100 361816 10400 Sole 10400 Uti Worldwide Inc Ord Common Stock - Long G87210103 198445 6500 Sole 6500 United Technologies Common Stock - Long 913017109 139104 1800 Sole 1800 Verisign, Inc. Common Stock - Long 92343E102 942.2 70 Sole 70 Viad Corp. Common Delaware Common Stock - Long 92552R109 1194 50 Sole 50 Wachovia Corp. Common Stock - Long 929903102 124805.7 3030 Sole 3030 Websense, Inc. Common Stock - Long 947684106 372012 17400 Sole 17400 Wellpoint Health Common Stock - Long 94973H108 5159735.2 66940 Sole 66940 Wal-Mart Stores Common Stock - Long 931142103 10237863.5 183310 Sole 183310 Vca Antech Inc Common Stock - Long 918194101 164850 7000 Sole 7000 Wsfs Financial Corp. Common Stock - Long 929328102 1263.6 30 Sole 30 Wintrust Financial Corp. Common Stock - Long 97650W108 253260 6700 Sole 6700 Whitney Hldg Corp Com Common Stock - Long 966612103 1020 30 Sole 30 Expressjet Holdings Inc Common Stock - Long 30218U108 200100 14500 Sole 14500 Exxon Mobil Corp. Common Stock - Long 30231G102 7431081 203035 Sole 203035 Young Innovations Inc Common Stock - Long 987520103 1600.5 50 Sole 50 Zale Corporation Common Stock - Long 988858106 888.2 20 Sole 20 Zimmer Holdings Inc Common Stock - Long 98956P102 6070367 110170 Sole 110170 Quicksilver Inc. Common Stock - Long 74838C106 259985 16300 Sole 16300
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