-----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, UoUASKfkrkglh4hvP2e/G1sob/brkKb5wzJ/qwU9CYXs+E3oHzmvOpdd/vL6wH0L 7v+dVSIcfA6HBcTWOoR0Bw== 0001047469-03-026918.txt : 20030811 0001047469-03-026918.hdr.sgml : 20030811 20030811122211 ACCESSION NUMBER: 0001047469-03-026918 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030811 EFFECTIVENESS DATE: 20030811 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: 03833787 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 a2116401z13f-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: June 30, 2003 2nd 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 08.08.03 - -------------------- ------------- -------- [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: 1,049 ____________ Form 13F Information Table Value Total: $695,405,070 ____________ (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.]
Managers Voting Item 1: Fair Market Shares/ Invest Disc. Authority Name of Issuer Class Cusip Value Princ. Sole SH/ SH/ Sole Shared None Amount def other Aaipharma Inc Common Stock - Long 00252W104 510004.8 25680 Sole 25680 Advance Auto Parts Common Stock - Long 00751Y106 91350 1500 Sole 1500 Apple Computer Common Stock - Long 037833100 87676 4600 Sole 4600 Advisory Board Co/the Common Stock - Long 00762W107 64416 1600 Sole 1600 Anchor Bancorp Wis Inc Com Common Stock - Long 032839102 198287 8300 Sole 8300 Abgenix Inc Common Stock - Long 00339B107 94050 9000 Sole 9000 Ambac Inc. Common Stock - Long 023139108 1325 20 Sole 20 Albertson's, Inc. Common Stock - Long 013104104 132480 6900 Sole 6900 Alliance Capital Mgm Common Stock - Long 01855A101 36500 1000 Sole 1000 Arctic Cat Inc. Common Stock - Long 039670104 96849 5100 Sole 5100 Accredo Health Inc. Common Stock - Long 00437V104 88765 4100 Sole 4100 Ace Ltd Common Stock - Long G0070K103 85725 2500 Sole 2500 Arch Capital Group Ltd Common Stock - Long G0450A105 291312 8400 Sole 8400 Ashland Coal Common Stock - Long 039380100 59748 2600 Sole 2600 Amcol International Corp. Common Stock - Long 02341W103 720 90 Sole 90 Affiliated Computer Cl A Common Stock - Long 008190100 150909 3300 Sole 3300 Acxiom Corp. Common Stock - Long 005125109 88450 5800 Sole 5800 Adobe Systems Common Stock - Long 00724F101 131487 4100 Sole 4100 Analog Devices Common Stock - Long 032654105 236776 6800 Sole 6800 Advanced Digital Information Corp. Common Stock - Long 007525108 45632 4600 Sole 4600 Automatic Data Proc Common Stock - Long 053015103 196388 5800 Sole 5800 Autodesk Common Stock - Long 052769106 84032 5200 Sole 5200 Adtran Inc Com Common Stock - Long 00738A106 51620 1000 Sole 1000 Advance Pcs Common Stock - Long 00790K109 9020229.75 235823 Sole 235823 Amer. Elec. Power Common Stock - Long 025537101 119320 4000 Sole 4000 Aetna Life & Casualt Common Stock - Long 00817Y108 13318347 221235 Sole 221235 Advanced Fibre Cummunications+ Common Stock - Long 00754A105 152334 9300 Sole 9300 Affymetrix Inc. Common Stock - Long 00826T108 78840 4000 Sole 4000 Aflac Inc. Common Stock - Long 001055102 87022.5 2830 Sole 2830 Edwards (a.G.) Common Stock - Long 281760108 92340 2700 Sole 2700 Allergan, Inc. Common Stock - Long 018490102 115650 1500 Sole 1500
Argosy Gaming Co Com Common Stock - Long 040228108 96186 4600 Sole 4600 Amerada-Hess Common Stock - Long 023551104 201638 4100 Sole 4100 Apria Healthcare Group Com Common Stock - Long 037933108 92056 3700 Sole 3700 American Home Mtg. Holdings Common Stock - Long 02660M108 160356 8300 Sole 8300 Amn Healthcare Services Inc Common Stock - Long 001744101 39370 3100 Sole 3100 Amer. Int'l Group Common Stock - Long 026874107 82770 1500 Sole 1500 Albany Int'l 'a' Common Stock - Long 012348108 123300 4500 Sole 4500 Applied Industrial Technology Common Stock - Long 03820C105 227036 10760 Sole 10760 Apartment Inv & Mgmt Common Stock - Long 03748R101 375756 10860 Sole 10860 Alfa Corp. Common Stock - Long 015385107 28750 2300 Sole 2300 Allstate Corp. Common Stock - Long 020002101 229229.5 6430 Sole 6430 Allen Group Common Stock - Long 018091108 1652 100 Sole 100 Alpharma Inc. Common Stock - Long 020813101 334800 15500 Sole 15500 Altera Corp. Common Stock - Long 021441100 5791575 352500 Sole 352500 Autoliv Inc. Common Stock - Long 052800109 86656 3200 Sole 3200 Amer. Brands Common Stock - Long 00163T109 50706 1800 Sole 1800 Ametek, Inc. Common Stock - Long 031100100 80630 2200 Sole 2200 Affiliated Managers Group Common Stock - Long 008252108 85330 1400 Sole 1400 Amgen Common Stock - Long 031162100 5792829 87850 Sole 87850 Amerus Group Co. Common Stock - Long 03072M108 90208 3200 Sole 3200 Amkor Technology Inc. Common Stock - Long 031652100 1316 100 Sole 100 American Medical Systems Holdings Common Stock - Long 02744M108 27040 1600 Sole 1600 Amsurg Corp Common Stock - Long 03232P405 94643 3100 Sole 3100 American Woodmark Corp. Common Stock - Long 030506109 103334 2200 Sole 2200 American Med Security Group Common Stock - Long 02744P101 129880 6800 Sole 6800 Amazon.Com Common Stock - Long 023135106 105328 2900 Sole 2900 Abercrombie & Fitch Co Cl A Common Stock - Long 002896207 62502 2200 Sole 2200 Ansys Inc Com Common Stock - Long 03662Q105 21882.7 700 Sole 700 Smith (a.O.) Corp. Common Stock - Long 831865209 84450 3000 Sole 3000 Apache Corp. Common Stock - Long 037411105 123288.7 1895 Sole 1895 Anadarko Petroleum Common Stock - Long 032511107 84493 1900 Sole 1900 Air Products & Chem Common Stock - Long 009158106 87360 2100 Sole 2100 Amphenol Corp. New - Cl A Common Stock - Long 032095101 248146 5300 Sole 5300 Apogee Enterprises Common Stock - Long 037598109 117348 13200 Sole 13200 Apollo Group Inc Cl A Common Stock - Long 037604105 5894051.4 95373 Sole 95373 Applebee's Int'l Common Stock - Long 037899101 50288 1600 Sole 1600 Aquantive Inc Common Stock - Long 03839G105 49350 4700 Sole 4700
Airgas Inc. Common Stock - Long 009363102 82075 4900 Sole 4900 Arch Chemicals Inc Common Stock - Long 03937R102 38200 2000 Sole 2000 Alliance Resource Partners Common Stock - Long 01877R108 10900 400 Sole 400 Arrow Electronics Common Stock - Long 042735100 185928 12200 Sole 12200 Ameristar Casinos Common Stock - Long 03070Q101 226193.4 10600 Sole 10600 America Service Grou Common Stock - Long 02364L109 157520 8800 Sole 8800 Archstone Smith Trust Common Stock - Long 039583109 300480 12520 Sole 12520 Alltel Corp. Common Stock - Long 020039103 67508 1400 Sole 1400 Ata Holdings Corp Common Stock - Long 00209H101 13984 1900 Sole 1900 Alliant Tech Common Stock - Long 018804104 114202 2200 Sole 2200 Aptargroup Common Stock - Long 038336103 82800 2300 Sole 2300 Avista Corp Common Stock - Long 05379B107 77825 5500 Sole 5500 Avalonbay Communities Inc Common Stock - Long 053484101 93808 2200 Sole 2200 Avid Technology, Inc. Common Stock - Long 05367P100 261442 7400 Sole 7400 Aviall Inc. Common Stock - Long 05366B102 42069 3700 Sole 3700 Advanced Medical Optics Common Stock - Long 00763M108 143220 8400 Sole 8400 Avon Products Common Stock - Long 054303102 7650600 123000 Sole 123000 Avnet, Inc. Common Stock - Long 053807103 248528 19600 Sole 19600 American Sts Wtr Co Com Common Stock - Long 029899101 147420 5400 Sole 5400 American Axle & Manufacturing Holdings Common Stock - Long 024061103 86040 3600 Sole 3600 Amer. Express Common Stock - Long 025816109 8362 200 Sole 200 Autozone Inc. Common Stock - Long 053332102 11058269.17 145561 Sole 145561 Aztar Corp. Common Stock - Long 054802103 93438 5800 Sole 5800 Bankamerica Corp. Common Stock - Long 060505104 143044.3 1810 Sole 1810 Banner Corporation Common Stock - Long 06652V109 69700 3400 Sole 3400 Credicorp Ltd Common Stock - Long G2519Y108 109890 11100 Sole 11100 Barra Inc. Common Stock - Long 068313105 196405 5500 Sole 5500 Bombay Company, Inc. Common Stock - Long 097924104 149776.7 14090 Sole 14090 Bed Bath & Beyond Common Stock - Long 075896100 85404 2200 Sole 2200 Blockbuster, Inc. Common Stock - Long 093679108 97730 5800 Sole 5800 Best Buy Co. Common Stock - Long 086516101 8546656.32 194596 Sole 194596 Boise Cascade Common Stock - Long 097383103 86040 3600 Sole 3600 Burlington Coat Common Stock - Long 121579106 89500 5000 Sole 5000 Boston Communications Common Stock - Long 100582105 415478.7 24570 Sole 24570 Brink's Co/the Common Stock - Long 109696104 85963 5900 Sole 5900 Bard (c.R.) Common Stock - Long 067383109 85572 1200 Sole 1200 Bandag, Inc. Common Stock - Long 059815100 100629 2700 Sole 2700
Bradley Pharmaceuticals Inc Common Stock - Long 104576103 140250 8500 Sole 8500 Bea Systems, Inc. Common Stock - Long 073325102 28314 2600 Sole 2600 Beckman Instruments Common Stock - Long 075811109 406400 10000 Sole 10000 Briggs & Stratton Common Stock - Long 109043109 1515 30 Sole 30 Borders Group, Inc. Common Stock - Long 099709107 93333 5300 Sole 5300 Benchmark Electronics Common Stock - Long 08160H101 529072 17200 Sole 17200 Baker Hughes Common Stock - Long 057224107 67140 2000 Sole 2000 Berkshire Hills Bancorp Inc Common Stock - Long 084680107 36920 1300 Sole 1300 Bjs Wholesale Club Common Stock - Long 05548J106 82830 5500 Sole 5500 Bank Of New York Common Stock - Long 064057102 28750 1000 Sole 1000 Black Hills Corp. Common Stock - Long 092113109 49120 1600 Sole 1600 Buckeye Technology Inc. Common Stock - Long 118255108 145520 21400 Sole 21400 Brookstone Inc Com Common Stock - Long 114537103 163608 8160 Sole 8160 Belo (a.H.) 'a' Corp Common Stock - Long 080555105 1118 50 Sole 50 Blackrock Inc Cl A Common Stock - Long 09247X101 135120 3000 Sole 3000 Ball Corp. Common Stock - Long 058498106 145632 3200 Sole 3200 Bellsouth Corp. Common Stock - Long 079860102 7117613.14 267278 Sole 267278 Bmc Software Common Stock - Long 055921100 1143.1 70 Sole 70 Building Matls Hldg Cp Com Common Stock - Long 120113105 100411.8 6780 Sole 6780 Biomarin Pharmaceutical Common Stock - Long 09061G101 69296 7100 Sole 7100 Bryn Mawr Bank Corp Common Stock - Long 117665109 1124.1 30 Sole 30 Banta Corp Com Common Stock - Long 066821109 58266 1800 Sole 1800 Bank Of Hawaii Corp Common Stock - Long 062540109 64311 1940 Sole 1940 Bausch & Lomb Common Stock - Long 071707103 228750 6100 Sole 6100 Bowater Inc. Common Stock - Long 102183100 56175 1500 Sole 1500 Burlington Resources Common Stock - Long 122014103 120035.4 2220 Sole 2220 Brady W.H. A Common Stock - Long 104674106 10005 300 Sole 300 Broadcom Corporation Common Stock - Long 111320107 114586 4600 Sole 4600 Bre Properties -cl A Common Stock - Long 05564E106 119520 3600 Sole 3600 Bioreliance Corp Common Stock - Long 090951104 179352 8460 Sole 8460 BERRY PETE CO CL A Common Stock - Long 085789105 111290 6200 Sole 6200 Bear Stearns Common Stock - Long 073902108 1448.4 20 Sole 20 Biosite Diagnostics Common Stock - Long 090945106 385440 8000 Sole 8000 Peabody Energy Corp Common Stock - Long 704549104 83975 2500 Sole 2500 Anheuser-Busch Common Stock - Long 035229103 46966 920 Sole 920 Brush Wellman Common Stock - Long 117421107 36740 4400 Sole 4400 Borg-Warner Automotive Corp Common Stock - Long 099724106 51520 800 Sole 800
Brown Shoe Company Common Stock - Long 115736100 174032 5840 Sole 5840 Bancorpsouth Inc Common Stock - Long 059692103 154290 7400 Sole 7400 Beazer Homes Usa Inc Com Common Stock - Long 07556Q105 258850 3100 Sole 3100 Citigroup Inc. Common Common Stock - Long 172967101 124120 2900 Sole 2900 Cascade Bancorp Common Stock - Long 147154108 68800.1 3970 Sole 3970 Cascade Corp. Common Stock - Long 147195101 150858 8670 Sole 8670 Conagra Inc. Common Stock - Long 205887102 122720 5200 Sole 5200 Caci International Inc -cl A Common Stock - Long 127190304 1029 30 Sole 30 Cheesecake Factory (the) Common Stock - Long 163072101 71680 2000 Sole 2000 Chubb Corp. Common Stock - Long 171232101 90000 1500 Sole 1500 Century Business Services Common Stock - Long 156490104 682.5 210 Sole 210 Christopher & Banks Common Stock - Long 171046105 303318 8200 Sole 8200 Cbl & Associates Properties Common Stock - Long 124830100 90300 2100 Sole 2100 Cbrl Group Inc. Com Common Stock - Long 12489V106 205852 5300 Sole 5300 Cabot Corp. Common Stock - Long 127055101 86100 3000 Sole 3000 Comm Bk Sys Unc Common Stock - Long 203607106 117800 3100 Sole 3100 Capital City Bank Group Inc Common Stock - Long 139674105 151536 4200 Sole 4200 Ccbt Financial Common Stock - Long 12500Q102 133840 5600 Sole 5600 Ccc Information Svcs Group Common Stock - Long 12487Q109 68150 4700 Sole 4700 Coca-Cola Enterprise Common Stock - Long 191219104 83490 4600 Sole 4600 Carnival Corp Common Stock - Long 143658300 61769 1900 Sole 1900 Compucredit Corp. Common Stock - Long 20478N100 39436.2 3270 Sole 3270 Cdi Corp. Common Stock - Long 125071100 88264 3400 Sole 3400 Cal Dive International Common Stock - Long 127914109 50094 2300 Sole 2300 Cadmus Communication Common Stock - Long 127587103 31115 3500 Sole 3500 Cadence Design System Common Stock - Long 127387108 82008 6800 Sole 6800 Concord Efs Common Stock - Long 206197105 82432 5600 Sole 5600 Career Education Corporation Common Stock - Long 141665109 7876560.9 115323 Sole 115323 Crescent Real Estate Equities Co. Common Stock - Long 225756105 1162.7 70 Sole 70 Celgene Corp Common Stock - Long 151020104 84952 2800 Sole 2800 Brightpoint Inc Com Common Stock - Long 109473405 38502 3100 Sole 3100 Ceridian Corp Common Stock - Long 156779100 18667 1100 Sole 1100 Central Garden & Pet Co. Common Stock - Long 153527106 106978 4450 Sole 4450 Cephalon Inc Common Stock - Long 156708109 98520 2400 Sole 2400 Countrywide Financial Corporation Common Stock - Long 222372104 13363701.3 192090 Sole 192090 Capitol Federal Financial Common Stock - Long 14057C106 87465.88 3100 Sole 3100 Cullen Frost Bankers Com Common Stock - Long 229899109 57780 1800 Sole 1800
Commerce Group Inc Common Stock - Long 200641108 65160 1800 Sole 1800 Cognex Corp. Common Stock - Long 192422103 29029 1300 Sole 1300 Consolidated Graphics Com Common Stock - Long 209341106 1601.6 70 Sole 70 City Holding Co Common Stock - Long 177835105 147470.4 5040 Sole 5040 Churchill Downs Inc Com Common Stock - Long 171484108 146110 3800 Sole 3800 Chemical Financial Common Stock - Long 163731102 113472 3840 Sole 3840 Choice Hotels Intl Common Stock - Long 169905106 352299 12900 Sole 12900 Checkers Drive-In Re Common Stock - Long 162809305 191139 16900 Sole 16900 Chronimed Inc Common Stock - Long 171164106 142820 14800 Sole 14800 C&d Technologies Inc Com Common Stock - Long 124661109 109136 7600 Sole 7600 C.H. Robinson Worldwide Common Stock - Long 12541W100 88600 2500 Sole 2500 Chico's Fas Inc Common Stock - Long 168615102 90515 4300 Sole 4300 Chattem Inc. Common Stock - Long 162456107 48828 2600 Sole 2600 Cigna Corp. Common Stock - Long 125509109 84492 1800 Sole 1800 Cinergy Common Stock - Long 172474108 80938 2200 Sole 2200 Circor International Inc Common Stock - Long 17273K109 21396 1200 Sole 1200 Crompton Corp Common Stock - Long 227116100 1198.5 170 Sole 170 Checkfree Corp. Common Stock - Long 162813109 196000 7000 Sole 7000 Seacor Smit Inc Common Stock - Long 811904101 80278 2200 Sole 2200 Checkpoint Systems Common Stock - Long 162825103 168385 11900 Sole 11900 Celadon Group Inc. Common Stock - Long 150838100 142226.3 15700 Sole 15700 Claire's Stores Common Stock - Long 179584107 119192 4700 Sole 4700 Mack-Cali Realty Corp. Common Stock - Long 554489104 337970.2 9290 Sole 9290 Colonial Properties Trust Common Stock - Long 195872106 304041.6 8640 Sole 8640 Candel Laser Common Stock - Long 136907102 35898 3100 Sole 3100 Cantel Medical Corporation Common Stock - Long 138098108 147620 11000 Sole 11000 Computer Network Tec Common Stock - Long 204925101 112606 14200 Sole 14200 Comtech Telecommunications Common Stock - Long 205826209 166321 5900 Sole 5900 Comverse Technology Inc. Common Stock - Long 205862402 45030 3000 Sole 3000 Connetics Corp. Common Stock - Long 208192104 85500 5700 Sole 5700 Cnf Transportation Common Stock - Long 12612W104 78678 3100 Sole 3100 Cleco Corporation Common Stock - Long 12561W105 48496 2800 Sole 2800 Centene Corp Common Stock - Long 15135B101 147212 3800 Sole 3800 Cns Inc Common Stock - Long 126136100 11928 1400 Sole 1400 Capital One Financial Corp Common Stock - Long 14040H105 201638 4100 Sole 4100 Cabot Oil & Gas A Common Stock - Long 127097103 113201 4100 Sole 4100 Coach Inc. Common Stock - Long 189754104 13880444.4 279060 Sole 279060
Coherent, Inc. Common Stock - Long 192479103 48540 2000 Sole 2000 Cohu Inc. Common Stock - Long 192576106 131040 8400 Sole 8400 Coca Cola Bottling C Common Stock - Long 191098102 87360 1600 Sole 1600 Rockwell Collins Inc. Common Stock - Long 774341101 91131 3700 Sole 3700 Columbia Banking Systems Inc. Common Stock - Long 197236102 143680 8000 Sole 8000 Cooper Cos Common Stock - Long 216648402 285114 8200 Sole 8200 Conocophillips Common Stock - Long 20825C104 27400 500 Sole 500 Costco Wholesale Common Stock - Long 22160K105 91500 2500 Sole 2500 Cox Communications Common Stock - Long 224044107 51040 1600 Sole 1600 Campbell Soup Common Stock - Long 134429109 110250 4500 Sole 4500 Corn Prods Intl Inc Com Common Stock - Long 219023108 189189 6300 Sole 6300 Choicepoint Inc. Common Stock - Long 170388102 89752 2600 Sole 2600 Camden Property Trust Common Stock - Long 133131102 87375 2500 Sole 2500 Cost Plus Inc./California Common Stock - Long 221485105 92742 2600 Sole 2600 Charles River Associates Inc. Common Stock - Long 159852102 73476 2600 Sole 2600 Chromcraft Revington Inc. Common Stock - Long 171117104 62450 5000 Sole 5000 Ceradyne Inc. Common Stock - Long 156710105 143220 7700 Sole 7700 Carramerica Realty Corp Common Stock - Long 144418100 296176.5 10650 Sole 10650 Cree Resh Inc. Common Stock - Long 225447101 107250 6600 Sole 6600 Comstock Resources Inc. Common Stock - Long 205768203 355680 26000 Sole 26000 Carbo Ceramics Inc. Common Stock - Long 140781105 63325 1700 Sole 1700 Courier Corp Common Stock - Long 222660102 150380 2920 Sole 2920 Carpenter Technology Com Common Stock - Long 144285103 107640 6900 Sole 6900 Corixa Corp. Common Stock - Long 21887F100 35604 4600 Sole 4600 Computer Sciences Common Stock - Long 205363104 160104 4200 Sole 4200 Cisco Systems Common Stock - Long 17275R102 18629092.65 1109535 Sole 1E+06 Chesapeake Corp. Common Stock - Long 165159104 148580 6800 Sole 6800 Carlisle Cos Common Stock - Long 142339100 189720 4500 Sole 4500 Css Industries Common Stock - Long 125906107 190051.5 4930 Sole 4930 CSX Corp. Common Stock - Long 126408103 87261 2900 Sole 2900 Cintas Corp. Common Stock - Long 172908105 81489 2300 Sole 2300 Community Trust Bancorp Common Stock - Long 204149108 116150.4 4440 Sole 4440 Cato Corp-cl A Common Stock - Long 149205106 37944 1800 Sole 1800 Cts Corp. Common Stock - Long 126501105 940.5 90 Sole 90 Centex Corp. Common Stock - Long 152312104 7966551.69 102411 Sole 102411 Citrix Common Stock - Long 177376100 14851500.2 729445 Sole 729445 Covance Inc Common Stock - Long 222816100 88690 4900 Sole 4900
Convergys Corp Com Common Stock - Long 212485106 104000 6500 Sole 6500 Coventry Corp Common Stock - Long 222862104 6310072 136700 Sole 136700 Cvs Corp Common Common Stock - Long 126650100 1121.2 40 Sole 40 Clayton Williams Energy Inc. Common Stock - Long 969490101 70224 3800 Sole 3800 Crown American Realty Common Stock - Long 228186102 332940 31000 Sole 31000 California Water Common Stock - Long 193068103 97134.8 7910 Sole 7910 Centex Construction Products Common Stock - Long 15231R109 84189 2100 Sole 2100 Cox Radio Inc. Class A Common Stock - Long 224051102 85507 3700 Sole 3700 Corrections Corp of America Common Stock - Long 22025Y407 39514.8 1560 Sole 1560 Community Hlth Sys New Com Common Stock - Long 203668108 82947 4300 Sole 4300 Cytec Inds Inc Com Common Stock - Long 232820100 1352 40 Sole 40 Cytyc Corp Com Common Stock - Long 232946103 262695 24900 Sole 24900 Citizens Communctns Co Com Common Stock - Long 17453B101 38670 3000 Sole 3000 Dominion Resources Inc. Va Common Stock - Long 25746U109 128540 2000 Sole 2000 Dave & Buster's Inc. Common Stock - Long 23833N104 116630 10700 Sole 10700 Daktronics Inc. Common Stock - Long 234264109 226014 13900 Sole 13900 Delta Air Lines Common Stock - Long 247361108 60188 4100 Sole 4100 Dana Corp. Common Stock - Long 235811106 58956 5100 Sole 5100 Ducommon Common Stock - Long 264147109 109980 7800 Sole 7800 Dime Cmnty Bancshares Com Common Stock - Long 253922108 205254 8100 Sole 8100 Documentum, Inc. Common Stock - Long 256159104 109704 5600 Sole 5600 Dell Inc. Common Stock - Long 24702R101 7208576 226400 Sole 226400 Dean Foods Co Common Stock - Long 242370104 7104352.5 225535 Sole 225535 Delphi Financial Group Inc. Common Stock - Long 247131105 121680 2600 Sole 2600 Department 56 Common Stock - Long 249509100 26061 1700 Sole 1700 Digi Intl Common Stock - Long 253798102 54537.6 9600 Sole 9600 Digital Insight Corp. Common Stock - Long 25385P106 178036 9400 Sole 9400 Quest Diagnostics Inc. Common Stock - Long 74834L100 89320 1400 Sole 1400 Dominion Homes Inc Common Stock - Long 257386102 159795 6700 Sole 6700 Danaher Corp. Common Stock - Long 235851102 88465 1300 Sole 1300 Echostar Communications Common Stock - Long 278762109 145404 4200 Sole 4200 Dj Orthopedics Inc Common Stock - Long 23325G104 177552 16200 Sole 16200 Dial Corp. Common Stock - Long 25247D101 89470 4600 Sole 4600 Del Monte Foods Co. Common Stock - Long 24522P103 105196 11900 Sole 11900 Dimon Corp. Common Stock - Long 254394109 123152 17200 Sole 17200 Dun & Bradstreet Common Stock - Long 26483E100 13775158.2 335162 Sole 335162 Denbury Resources Inc Common Stock - Long 247916208 225624 16800 Sole 16800
R.R. Donnelley & Sons Common Stock - Long 257867101 70578 2700 Sole 2700 Dover Corp. Common Stock - Long 260003108 74900 2500 Sole 2500 Amdocs Ltd Ord Common Stock - Long G02602103 170400 7100 Sole 7100 Diagnostic Products Common Stock - Long 252450101 28735 700 Sole 700 Delphi Automotive Systems Common Stock - Long 247126105 118144.7 13690 Sole 13690 Dpl Inc. Common Stock - Long 233293109 87670 5500 Sole 5500 Duke Realty Corp Common Stock - Long 264411505 90915 3300 Sole 3300 Darden Restaurants Common Stock - Long 237194105 85410 4500 Sole 4500 Digital River Inc. Common Stock - Long 25388B104 400545 20700 Sole 20700 Dura Automotive Systems, Inc. Common Stock - Long 265903104 151350 15000 Sole 15000 Drs Technologies Inc. Common Stock - Long 23330X100 41880 1500 Sole 1500 Dreyer's Grand Ice Cream Holdings Inc Common Stock - Long 261877104 94368 1200 Sole 1200 Datascope Corp. Common Stock - Long 238113104 136488 4700 Sole 4700 Dsp Group Common Stock - Long 23332B106 197145.6 9060 Sole 9060 Datastream Systems Common Stock - Long 238124101 39405 3700 Sole 3700 Digitas Inc Common Stock - Long 25388K104 1248 250 Sole 250 Dte Energy Common Stock - Long 233331107 85008 2200 Sole 2200 Davita Inc. Common Stock - Long 23918K108 353496 13200 Sole 13200 Encore Acquisition Co Common Stock - Long 29255W100 155115 8100 Sole 8100 Egl Inc. Common Stock - Long 268484102 1064 70 Sole 70 Engineered Support Systems Common Stock - Long 292866100 271050 6500 Sole 6500 Brinker Int'l Common Stock - Long 109641100 195588.6 5430 Sole 5430 Ebay, Inc. Common Stock - Long 278642103 145600 1400 Sole 1400 Energen Corp. Common Stock - Long 29265N108 26640 800 Sole 800 Eastman Kodak Common Stock - Long 277461109 84785 3100 Sole 3100 Echelon Corp Common Stock - Long 27874N105 87759 6300 Sole 6300 Emulex Corporation Common Stock - Long 292475209 195822 8600 Sole 8600 Callaway Golf Co Common Stock - Long 131193104 130878 9900 Sole 9900 Equity Marketing Common Stock - Long 294724109 51800 3500 Sole 3500 Emc Corp. Common Stock - Long 268648102 90042 8600 Sole 8600 Emcor Group Inc Common Stock - Long 29084Q100 34552 700 Sole 700 Energizer Holdings Inc. Common Stock - Long 29266R108 10829640.2 344893 Sole 344893 Equity Office Properties Common Stock - Long 294741103 299000.7 11070 Sole 11070 Ambassadors Group Inc Common Stock - Long 023177108 106172 7600 Sole 7600 Enterprise Products Partners LP Common Stock - Long 293792107 87867 3900 Sole 3900 Epiq Systems, Inc. Common Stock - Long 26882D109 135722 7900 Sole 7900 Epix Medical Inc. Common Stock - Long 26881Q101 41035 2900 Sole 2900
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Marathon Oil Corp Common Stock - Long 565849106 68510 2600 Sole 2600 Mro Software Inc Com Common Stock - Long 55347W105 136899 15900 Sole 15900 Medicis Pharmaceutical Corp. Common Stock - Long 584690309 85050 1500 Sole 1500 Material Sciences Common Stock - Long 576674105 22310 2300 Sole 2300 Microsemi Corp. Common Stock - Long 595137100 163976 10300 Sole 10300 Middlesex Water Co Common Stock - Long 596680108 1232 50 Sole 50 Mainsource Financial Group I Common Stock - Long 56062Y102 63232 2600 Sole 2600 Microsoft Corp. Common Stock - Long 594918104 10136774 395350 Sole 395350 Msc Industrial Direct Co-a Common Stock - Long 553530106 60860 3400 Sole 3400 Mettler Toledo Intl Com Common Stock - Long 592688105 29320 800 Sole 800 Meritage Corp Com Common Stock - Long 59001A102 44334 900 Sole 900 Matrix Service Co Common Stock - Long 576853105 132055 7700 Sole 7700 Mts Systems Common Stock - Long 553777103 144304.6 9790 Sole 9790 Maverick Tube Corp Common Stock - Long 577914104 45960 2400 Sole 2400 Macrovision Corp. Common Stock - Long 555904101 181363 9100 Sole 9100 Mens Wearhouse Inc Common Stock - Long 587118100 215659.5 9870 Sole 9870 Morgan Stanley Dean Witter Common Stock - Long 617446448 85500 2000 Sole 2000 Mothers Work Inc Common Stock - Long 619903107 42832 1600 Sole 1600 Maxim Integrated Pro Common Stock - Long 57772K101 163680 4800 Sole 4800 Max Re Capital Ltd Common Stock - Long G6052F103 87615 5900 Sole 5900 Myers Inds Common Stock - Long 628464109 34200 3600 Sole 3600 Mylan Labs Common Stock - Long 628530107 7706561.88 221644 Sole 221644 Nabi Biopharmaceuticals Common Stock - Long 629519109 137886 20100 Sole 20100 Nara Bancorp Inc. Common Stock - Long 63080P105 39333 2100 Sole 2100 Neurocrine Biosciences Inc Common Stock - Long 64125C109 89910 1800 Sole 1800 Northern Border Partners-lp Common Stock - Long 664785102 29225 700 Sole 700 Nabors Ind Common Stock - Long G6359F103 106731 2700 Sole 2700 N B T Bancorp Inc Common Stock - Long 628778102 121968 6300 Sole 6300 Nbc Capital Corp Common Stock - Long 628729105 22770 900 Sole 900 National City Corp. Common Stock - Long 635405103 7028888.35 214885 Sole 214885 New Century Financial Com Common Stock - Long 64352D101 395304 9100 Sole 9100 Ncr Corp. Common Stock - Long 62886E108 56364 2200 Sole 2200 NDCHealth Corp Common Stock - Long 639480102 84410 4600 Sole 4600 Indymac Bancorp Inc. Common Stock - Long 456607100 7626 300 Sole 300 Nordson Corp Common Stock - Long 655663102 61225 2500 Sole 2500 New Eng Business Svc Com Common Stock - Long 643872104 1200 40 Sole 40 Newmont Mining Common Stock - Long 651639106 100626 3100 Sole 3100
Netegrity Inc. Common Stock - Long 64110P107 106622 17800 Sole 17800 Nuevo Energy Co Common Stock - Long 670509108 54095 3100 Sole 3100 No. Fork Bancorp Common Stock - Long 659424105 13624 400 Sole 400 Nova Star Financial Common Stock - Long 669947400 316675 5300 Sole 5300 Newfield Expl Co Com Common Stock - Long 651290108 86365 2300 Sole 2300 Nisource Common Stock - Long 65473P105 127300 6700 Sole 6700 Annaly Mortgage Management Common Stock - Long 035710409 336080.8 16880 Sole 16880 Neiman Marcus Group Cl A Common Stock - Long 640204202 80520 2200 Sole 2200 Nn Inc Common Stock - Long 629337106 154452 12200 Sole 12200 Commercial Net Lease Realty Common Stock - Long 202218103 330146 19150 Sole 19150 Northrop Corp. Common Stock - Long 666807102 86290 1000 Sole 1000 Novoste Common Stock - Long 67010C100 55292 9200 Sole 9200 Natl Penn Bancshares Com Common Stock - Long 637138108 87079 3100 Sole 3100 Neurogen Corp Common Stock - Long 64124E106 32873 7100 Sole 7100 Norfolk Southern Common Stock - Long 655844108 72960 3800 Sole 3800 Netscreen Technologies Inc Common Stock - Long 64117V107 89200 4000 Sole 4000 National Semiconduct Common Stock - Long 637640103 211004 10700 Sole 10700 Nstar Common Stock - Long 67019E107 136650 3000 Sole 3000 Nam Tai Electronics Inc Common Stock - Long 629865205 186560 4400 Sole 4400 Net2phone Inc Common Stock - Long 64108N106 33649 7700 Sole 7700 Netratings Inc Com Common Stock - Long 64116M108 40377 4300 Sole 4300 Nu Skin Enterprises Cl A Common Stock - Long 67018T105 10450 1000 Sole 1000 NVR Inc. Common Stock - Long 62944T105 41100 100 Sole 100 Northwest Airlines A Common Stock - Long 667280101 53328 4800 Sole 4800 News Corp. Ltd. (adr Common Stock - Long 652487703 121080 4000 Sole 4000 Northwest Bancorp Inc Common Stock - Long 667328108 9618 600 Sole 600 Quanex Corp. Common Stock - Long 747620102 107883.6 3630 Sole 3630 Nextel Communications Inc. Common Stock - Long 65332V103 14690006.5 812950 Sole 812950 New York Times Co Cl A Common Stock - Long 650111107 86450 1900 Sole 1900 Realty Income Corp. Common Stock - Long 756109104 311494.4 8180 Sole 8180 Orthodontic Ctrs Amer Com Common Stock - Long 68750P103 37647 4700 Sole 4700 Oriental Financial Group Common Stock - Long 68618W100 143864 5600 Sole 5600 Oge Energy Corp. Inc. Common Stock - Long 670837103 117535 5500 Sole 5500 Oceaneering International Common Stock - Long 675232102 132860 5200 Sole 5200 Oneok Inc. Common Stock - Long 682680103 58104.8 2960 Sole 2960 Southwest Bancorp Inc/okla Common Stock - Long 844767103 74034 2700 Sole 2700 Offshore Logistics Common Stock - Long 676255102 1305 60 Sole 60
Owens & Minor Common Stock - Long 690732102 147510 6600 Sole 6600 Omi Corp. Common Stock - Long Y6476W104 142296 23100 Sole 23100 Banc One Corp. Common Stock - Long 06423A103 26026 700 Sole 700 Oakley, Inc. Common Stock - Long 673662102 131824 11200 Sole 11200 Oracle Systems Common Stock - Long 68389X105 14412 1200 Sole 1200 Old Second Bancorp Inc Com Common Stock - Long 680277100 158599.6 3730 Sole 3730 Osi Systems Inc Com Common Stock - Long 671044105 194432 12400 Sole 12400 Orasure Technologies Inc. Common Stock - Long 68554V108 611.2 80 Sole 80 Octel Corp. Common Stock - Long 675727101 136220 9800 Sole 9800 Otter Tail Power Common Stock - Long 689648103 86304 3200 Sole 3200 Omnivision Technologies Common Stock - Long 682128103 115181 3700 Sole 3700 Occidental Petroleum Common Stock - Long 674599105 7119310 212200 Sole 212200 Bank Of The Ozarks Inc Common Stock - Long 063904106 218994 5700 Sole 5700 Plains All Amer Pipeline Lp Common Stock - Long 726503105 15740 500 Sole 500 Pepsi Bottling Group Inc. Common Stock - Long 713409100 82082 4100 Sole 4100 Provident Bankshares Common Stock - Long 743859100 60576 2400 Sole 2400 Pep Boys Common Stock - Long 713278109 1891.4 140 Sole 140 Paccar Inc. Common Stock - Long 693718108 9387778.75 138565 Sole 138565 Pacific Capital Bancorp Common Stock - Long 69404P101 48818 1400 Sole 1400 Pc Connection Inc. Common Stock - Long 69318J100 76479 11100 Sole 11100 Potlatch Corp. Common Stock - Long 737628107 90125 3500 Sole 3500 Pinnacle Systems, Inc. Common Stock - Long 723481107 253590 23700 Sole 23700 Precision Castparts Common Stock - Long 740189105 87080 2800 Sole 2800 Phelps Dodge Common Stock - Long 717265102 69012 1800 Sole 1800 Pdi Inc. Common Stock - Long 69329V100 98208 9600 Sole 9600 Pediatrix Medical Group, Inc. Common Stock - Long 705324101 488405 13700 Sole 13700 Pegasystems Inc Common Stock - Long 705573103 28120 3800 Sole 3800 Prima Energy Corp. Common Stock - Long 741901201 33312 1600 Sole 1600 Penn National Gaming Common Stock - Long 707569109 389880 19000 Sole 19000 Penford Corp Common Stock - Long 707051108 137391 12300 Sole 12300 Pepsico, Inc. Common Stock - Long 713448108 5511325 123850 Sole 123850 Petco Animal Supplies Common Stock - Long 716016209 87200 4000 Sole 4000 Petroleum Development Corp Common Stock - Long 716578109 35568 3900 Sole 3900 Pff Bancorp, Inc. Common Stock - Long 69331W104 61840 1600 Sole 1600 P. F. Changs China Bistro Inc. Common Stock - Long 69333Y108 132867 2700 Sole 2700 Pfizer, Inc. Common Stock - Long 717081103 10120352.5 296350 Sole 296350 Procter & Gamble Common Stock - Long 742718109 10102310.4 113280 Sole 113280
Progressive Corp. of Ohio Common Stock - Long 743315103 190060 2600 Sole 2600 Peoples Hldg Co Com Common Stock - Long 711148106 110625 2500 Sole 2500 Pref. Health Care Common Stock - Long 74264T102 85560 4600 Sole 4600 Plam Harbor Homes Inc. Common Stock - Long 696639103 126161 6700 Sole 6700 Philadelphia Cons Holding Co. Common Stock - Long 717528103 43923 1100 Sole 1100 Pacificare Health Systems, Inc. Common Stock - Long 695112102 2466.5 50 Sole 50 Water Pik Technologies Common Stock - Long 94113U100 23310 3000 Sole 3000 Protective Life Corp Common Stock - Long 743674103 82925 3100 Sole 3100 Playboy Enterprises Common Stock - Long 728117300 168640 12400 Sole 12400 Photronics Inc. Common Stock - Long 719405102 149864 8800 Sole 8800 American Italian Pasta Co. Cl A Common Stock - Long 027070101 87465 2100 Sole 2100 Polycom Common Stock - Long 73172K104 91476 6600 Sole 6600 Planar Systems Inc. Common Stock - Long 726900103 117420 6000 Sole 6000 Pmc - Sierra Common Stock - Long 69344F106 55272 4700 Sole 4700 Pomeroy Computer Resources Common Stock - Long 731822102 78526 7100 Sole 7100 Pnc Financial Common Stock - Long 693475105 87858 1800 Sole 1800 Penn-america Group Inc Common Stock - Long 707247102 38250 3400 Sole 3400 Pentair Common Stock - Long 709631105 7812 200 Sole 200 Power Integrations, Inc. Common Stock - Long 739276103 269841 11100 Sole 11100 Powell Industries Common Stock - Long 739128106 98088 6700 Sole 6700 Penwest Pharmaceuticals Co. Common Stock - Long 709754105 143783 5900 Sole 5900 Pharmaceutical Prod Com Common Stock - Long 717124101 86190 3000 Sole 3000 Ppl Corporation Common Stock - Long 69351T106 120400 2800 Sole 2800 Pogo Producing Common Stock - Long 730448107 1282.5 30 Sole 30 Proquest Company Com Common Stock - Long 74346P102 85140 3300 Sole 3300 Proassurance Corp Com Common Stock - Long 74267C106 110659 4100 Sole 4100 Partnerre Ltd Common Stock - Long G6852T105 91998 1800 Sole 1800 Progess Software Cor Common Stock - Long 743312100 116200 5600 Sole 5600 Presstek Inc Common Stock - Long 741113104 736.8 120 Sole 120 PracticeWorks Inc. Common Stock - Long 739419109 115980 6000 Sole 6000 Parexel Intl Corp Com Common Stock - Long 699462107 107415 7700 Sole 7700 Puget Energy Inc Common Stock - Long 745310102 68029.5 2850 Sole 2850 Payless Shoesource Inc Com Common Stock - Long 704379106 90000 7200 Sole 7200 Pacific Sunwear Ca Inc Com Common Stock - Long 694873100 310632 12900 Sole 12900 Patterson - Uti Energy Common Stock - Long 703481101 103584 3200 Sole 3200 Pathmark Stores Inc. Common Stock - Long 70322A101 35376 4800 Sole 4800 Pactiv Corp Common Stock - Long 695257105 138955.5 7050 Sole 7050
Penn Virginia Corp. Common Stock - Long 707882106 189200 4400 Sole 4400 Phillips-Van Heusen Common Stock - Long 718592108 6815 500 Sole 500 Privatebancorp Inc Common Stock - Long 742962103 144531 5300 Sole 5300 Cash Amer. Investmen Common Stock - Long 14754D100 21416.4 1620 Sole 1620 Pixelworks, Inc. Common Stock - Long 72581M107 30396 5100 Sole 5100 Pxre Corp. Common Stock - Long G73018106 144540 7300 Sole 7300 Papa John's Intl,inc Common Stock - Long 698813102 159429 5700 Sole 5700 Quaker City Bancorp Inc Common Stock - Long 74731K106 8210 200 Sole 200 Qlogic Corp Common Stock - Long 747277101 8236497.6 170740 Sole 170740 Quixote Corp. Common Stock - Long 749056107 48222 1900 Sole 1900 Ryder System Common Stock - Long 783549108 76860 3000 Sole 3000 Reckson Associates Realty Corp Common Stock - Long 75621K106 316029 15150 Sole 15150 Ralcorp Holdings Common Stock - Long 751028101 112320 4500 Sole 4500 Rare Hospitality Intl Com Common Stock - Long 753820109 282402 8700 Sole 8700 Ritchie Brothers Auctioneers Common Stock - Long 767744105 65467 1700 Sole 1700 Robbins & Myers Inc. Common Stock - Long 770196103 35150 1900 Sole 1900 Renal Care Group Inc Com Common Stock - Long 759930100 28168 800 Sole 800 Rent-A-Center Common Stock - Long 76009N100 212268 2800 Sole 2800 RC2 Corp Common Stock - Long 749388104 35700 2100 Sole 2100 Regeneron Pharmaceut Common Stock - Long 75886F107 135536 8600 Sole 8600 Reynolds & Reynolds Common Stock - Long 761695105 88536 3100 Sole 3100 R&g Financial Corp. Class B Common Stock - Long 749136107 252450 8500 Sole 8500 Rehabcare Group Inc. Common Stock - Long 759148109 152360 10400 Sole 10400 Right Manage Common Stock - Long 766573109 123970 9800 Sole 9800 Riggs National Corp Common Stock - Long 766570105 38050 2500 Sole 2500 Rock-Tenn Company - Class A Common Stock - Long 772739207 135600 8000 Sole 8000 Coors Adolph Co Cl B Common Stock - Long 217016104 19592 400 Sole 400 Rli Corp Common Stock - Long 749607107 26320 800 Sole 800 Renaissance Learning Com Common Stock - Long 75968L105 56420 2600 Sole 2600 Aramark Corp-cl B Common Stock - Long 038521100 17936 800 Sole 800 Rainbow Technologies Common Stock - Long 750862104 148016 17600 Sole 17600 Renaissancere Holdings Common Stock - Long G7496G103 163416.8 3590 Sole 3590 Roadway Services Common Stock - Long 769742107 123405 4330 Sole 4330 Rogers Corp. Common Stock - Long 775133101 149850 4500 Sole 4500 Rockwell Automation Inc. Common Stock - Long 773903109 10489.6 440 Sole 440 Red Robin Gourmet Burgers Common Stock - Long 75689M101 134616 7100 Sole 7100 Republic Services Inc. Common Stock - Long 760759100 1133.5 50 Sole 50
Rofin-sinar Technologies Inc Common Stock - Long 775043102 132822 9400 Sole 9400 Radisys Corp. Common Stock - Long 750459109 179694 13410 Sole 13410 Retalix Limited Common Stock - Long M8215W109 38282.4 2400 Sole 2400 Raytheon Co Com New Common Stock - Long 755111507 59112 1800 Sole 1800 Redwood Trust Inc Common Stock - Long 758075402 200747.3 5030 Sole 5030 Ryland Group Common Stock - Long 783764103 201260 2900 Sole 2900 Rayonier Incorporated Common Stock - Long 754907103 990 30 Sole 30 Safeco Corp. Common Stock - Long 786429100 88225 2500 Sole 2500 Sanderson Farms Common Stock - Long 800013104 160170 5700 Sole 5700 Sbc Communications Common Stock - Long 78387G103 125195 4900 Sole 4900 Seacoast Banking Corp. Fla. A Common Stock - Long 811707306 113718 6600 Sole 6600 Sbs Technologies Inc. Common Stock - Long 78387P103 21538 2200 Sole 2200 Scholastic Corp Common Stock - Long 807066105 83384 2800 Sole 2800 Schnitzer Stl Inds Cl A Common Stock - Long 806882106 172068 3900 Sole 3900 Scool Specialty Inc. Common Stock - Long 807863105 39494 1400 Sole 1400 Scottish Annuity Fund Common Stock - Long G7885T104 68714 3400 Sole 3400 Secure Computing Corp. Common Stock - Long 813705100 104880 12000 Sole 12000 7-Eleven Inc Common Stock - Long 817826209 105500 10000 Sole 10000 New Sealed Air - Common Common Stock - Long 81211K100 76256 1600 Sole 1600 Sepracor Inc Common Stock - Long 817315104 28688 1600 Sole 1600 Serologicals Corporation Common Stock - Long 817523103 149600 11000 Sole 11000 Stancorp Financial Group Common Stock - Long 852891100 67886 1300 Sole 1300 Istar Financial Inc. Common Stock - Long 45031U101 386535 10590 Sole 10590 Safenet Inc Com Common Stock - Long 78645R107 268416 9600 Sole 9600 Swift Enery Co. Common Stock - Long 870738101 134200 12200 Sole 12200 Shuffle Master Inc. Common Stock - Long 825549108 338604 11600 Sole 11600 Steve Madden Common Stock - Long 556269108 163466 7400 Sole 7400 The Sharper Image + Common Stock - Long 820013100 313605 11500 Sole 11500 Sauer-Danfoss Inc Com Common Stock - Long 804137107 26875 2500 Sole 2500 Shurgard Storage Centers Common Stock - Long 82567D104 310290.4 9380 Sole 9380 Sherwin-Williams Common Stock - Long 824348106 83328 3100 Sole 3100 Sigma-Aldrich Common Stock - Long 826552101 7341673.92 135156 Sole 135156 Sierra Health Servic Common Stock - Long 826322109 406000 20300 Sole 20300 Selective Ins. Group Common Stock - Long 816300107 85170 3400 Sole 3400 Apex Silver Mines Ltd Common Stock - Long G04074103 8850 600 Sole 600 Siliconix Inc Common Stock - Long 827079203 1440 40 Sole 40 Silicon Valley Bancs Common Stock - Long 827064106 80954 3400 Sole 3400
South Jersey Inds Common Stock - Long 838518108 144820.5 3930 Sole 3930 Smucker (j.M.) Co. Common Stock - Long 832696405 11967 300 Sole 300 Spinnaker Exploration Co Common Stock - Long 84855W109 272480 10400 Sole 10400 Skywest Inc. Common Stock - Long 830879102 85860 4500 Sole 4500 Schlumberger Ltd. Common Stock - Long 806857108 19028 400 Sole 400 Sterling Financial Corp (pa) Common Stock - Long 859317109 139380 6000 Sole 6000 SLM Corporation Securities Common Stock - Long 78442P106 14320003.62 365586 Sole 365586 St. Mary Land & Exploration Common Stock - Long 792228108 204750 7500 Sole 7500 Scotts Co Cl A Common Stock - Long 810186106 94050 1900 Sole 1900 Standard Motor Prod Common Stock - Long 853666105 64380 5800 Sole 5800 Semtech Corp. Common Stock - Long 816850101 55575 3900 Sole 3900 Snap-On Tools Common Stock - Long 833034101 261270 9000 Sole 9000 Sun Bancorp Inc-nj Common Stock - Long 86663B102 224418 11300 Sole 11300 San Disk Corp. Common Stock - Long 80004C101 56798 1400 Sole 1400 Sola International Inc. Common Stock - Long 834092108 146160 8400 Sole 8400 Sonic Corp. Common Stock - Long 835451105 89145 3500 Sole 3500 Suburban Propane L P Unit Ltd Partn Common Stock - Long 864482104 117160 4000 Sole 4000 Staples, Inc. Common Stock - Long 855030102 84410 4600 Sole 4600 Panamsat Corp. Common Stock - Long 697933109 1290.1 70 Sole 70 First Source Corp Common Stock - Long 336901103 37140 2000 Sole 2000 Stericycle, Inc. Common Stock - Long 858912108 84392 2200 Sole 2200 Sourcecorp, Inc. Common Stock - Long 836167106 1728 80 Sole 80 Surmodics Inc Common Stock - Long 868873100 76300 2500 Sole 2500 Stoneridge Resources Common Stock - Long 816851109 59913 2100 Sole 2100 Stoneridge, Inc. Common Stock - Long 86183P102 116025 8500 Sole 8500 Serena Software, Inc. Common Stock - Long 817492101 72415 3500 Sole 3500 Startek Inc Com Common Stock - Long 85569C107 143335 5450 Sole 5450 Sunrise Assisted Living Common Stock - Long 86768K106 89520 4000 Sole 4000 Smurfit-stone Container Corp Common Stock - Long 832727101 84565 6500 Sole 6500 Ss&c Technologies Inc Common Stock - Long 85227Q100 145853 9290 Sole 9290 Sps Technologies Common Stock - Long 784626103 200096 7400 Sole 7400 Lone Star Steakhouse Common Stock - Long 542307103 143314 6550 Sole 6550 Stewart Information Services Common Stock - Long 860372101 270145 9700 Sole 9700 Steris Corp Com Common Stock - Long 859152100 154703 6700 Sole 6700 St. Jude Med Inc Common Stock - Long 790849103 14497762.5 252135 Sole 252135 Storage Technology Common Stock - Long 862111200 198198 7700 Sole 7700 Stanley Furniture Inc Com New Common Stock - Long 854305208 38318 1400 Sole 1400
Stamps.Com Inc. Common Stock - Long 852857101 131520 27400 Sole 27400 Questar Corp. Common Stock - Long 748356102 76981 2300 Sole 2300 Strayer Educations, Inc. Common Stock - Long 863236105 79550 1000 Sole 1000 Strattec Security Corp Common Stock - Long 863111100 42560 800 Sole 800 Standard Commercial Common Stock - Long 853258101 36720 2160 Sole 2160 Constellation Brands Inc. Common Stock - Long 21036P108 160140 5100 Sole 5100 Suffolk Bancorp Com Common Stock - Long 864739107 141680 4400 Sole 4400 Sunoco Inc. Common Stock - Long 86764P109 90576 2400 Sole 2400 Susquehanna Bancshar Common Stock - Long 869099101 51348 2200 Sole 2200 Stewart & Stevenson Common Stock - Long 860342104 141750 9000 Sole 9000 Southwest Bancorp Of Texas Common Stock - Long 84476R109 65020 2000 Sole 2000 Swift Transportation Common Stock - Long 870756103 44640 2400 Sole 2400 Stanley Works Common Stock - Long 854616109 11040 400 Sole 400 Schweitzer-Mauduit, Inc. Common Stock - Long 808541106 96560 4000 Sole 4000 Southwestern Energy Common Stock - Long 845467109 139593 9300 Sole 9300 Southwest Water Co Common Stock - Long 845331107 128708 9200 Sole 9200 Safeway Inc. Common Stock - Long 786514208 83886 4100 Sole 4100 Sensient Technologies Common Stock - Long 81725T100 264385 11500 Sole 11500 Sybron Dental Special Com Common Stock - Long 871142105 207680 8800 Sole 8800 S Y Bancorp Inc Com Common Stock - Long 785060104 81351 2300 Sole 2300 Sykes Enterprises Inc Com Common Stock - Long 871237103 38236 7900 Sole 7900 Symantec Corp. Common Stock - Long 871503108 48301 1100 Sole 1100 Synaptics Inc Common Stock - Long 87157D109 151985 11300 Sole 11300 Talk America Holdings Inc Common Stock - Long 87426R202 66900 6000 Sole 6000 Talx Corp Common Stock - Long 874918105 163223.1 7290 Sole 7290 Taro Pharmaceuticals, Inc. Common Stock - Long M8737E108 60368 1100 Sole 1100 Tbc Corp. Common Stock - Long 872180104 152320 8000 Sole 8000 Tom Brown Inc Common Stock - Long 115660201 27790 1000 Sole 1000 Timberland Co Common Stock - Long 887100105 84576 1600 Sole 1600 Trico Bancshares Common Stock - Long 896095106 105280.2 4140 Sole 4140 Tc Pipelines Common Stock - Long 87233Q108 53064 1800 Sole 1800 Telephone & Data Common Stock - Long 879433100 89460 1800 Sole 1800 Tidewater Inc. Common Stock - Long 886423102 85173 2900 Sole 2900 Teledyne, Inc. Common Stock - Long 879360105 133620 10200 Sole 10200 Teco Energy Common Stock - Long 872375100 79134 6600 Sole 6600 Techne Corp Common Stock - Long 878377100 1517.5 50 Sole 50 Tecumseh Products Co-cl A Common Stock - Long 878895200 26852 700 Sole 700
Teleflex Inc. Common Stock - Long 879369106 63825 1500 Sole 1500 Target Corporation Common Stock - Long 87612E106 30272 800 Sole 800 Tiffany & Co. Common Stock - Long 886547108 91504 2800 Sole 2800 Tivo Inc Common Stock - Long 888706108 183768 15200 Sole 15200 Teekay Shipping Corp. Common Stock - Long Y8564W103 120120 2800 Sole 2800 Tekelec Common Stock - Long 879101103 29276 2600 Sole 2600 Thornburg Mortgage Inc Common Stock - Long 885218107 368030 14900 Sole 14900 Torchmark Corp. Common Stock - Long 891027104 85675 2300 Sole 2300 Tompkinstrustco Inc Com Common Stock - Long 890110109 116090 2600 Sole 2600 Thomas & Betts Common Stock - Long 884315102 108375 7500 Sole 7500 Technitrol Inc Com Common Stock - Long 878555101 79765 5300 Sole 5300 Tanox Inc Common Stock - Long 87588Q109 17611 1100 Sole 1100 Toll Brothers Common Stock - Long 889478103 184015 6500 Sole 6500 Tripath Imaging Common Stock - Long 896942109 117304 17200 Sole 17200 Tribune Co. Common Stock - Long 896047107 86940 1800 Sole 1800 Texas Regional Bacshares Common Stock - Long 882673106 61326 1800 Sole 1800 Triad Hospitals, Inc. Common Stock - Long 89579K109 91834 3700 Sole 3700 Speedway Motorsports Common Stock - Long 847788106 85760 3200 Sole 3200 Trimble Navigation L Common Stock - Long 896239100 334660 14500 Sole 14500 Trimeris, Inc. Common Stock - Long 896263100 86678 1900 Sole 1900 Trinity Inds Common Stock - Long 896522109 27765 1500 Sole 1500 Transaction Sys Archit Cl A Common Stock - Long 893416107 39044 4300 Sole 4300 Tractor Supply Company Common Stock - Long 892356106 260480 5500 Sole 5500 Sabre Holdings Corp. Common Stock - Long 785905100 59160 2400 Sole 2400 Toro Co. Common Stock - Long 891092108 1590 40 Sole 40 Tetra Tech Inc New Com Common Stock - Long 88162G103 84329 4900 Sole 4900 Take Two Interactive Software Common Stock - Long 874054109 264792 9350 Sole 9350 Tuesday Morning Corp Common Stock - Long 899035505 207770 7900 Sole 7900 Time Warner Telecom Cl A Common Stock - Long 887319101 32542 5300 Sole 5300 Texas Instruments Common Stock - Long 882508104 338976 19260 Sole 19260 Tyco Intl Ltd. Common Stock - Long 902124106 11388 600 Sole 600 Unionbancal Corp. Common Stock - Long 908906100 164652.6 3980 Sole 3980 Usb Holding Co Inc Common Stock - Long 902910108 37275 2100 Sole 2100 Union Bankshares Common Stock - Long 905399101 92928 3300 Sole 3300 United Community Banks/ga Common Stock - Long 90984P105 87430 3500 Sole 3500 United Community Financial Common Stock - Long 909839102 63618 6900 Sole 6900 Unocal Corp. Common Stock - Long 915289102 48773 1700 Sole 1700
Universal Compression Holdings Inc. Common Stock - Long 913431102 47978 2300 Sole 2300 United Defense Industries Inc Common Stock - Long 91018B104 1037.6 40 Sole 40 United Dominion Realty Trust Common Stock - Long 910197102 89544 5200 Sole 5200 Universal Amer Financial Crp Common Stock - Long 913377107 73763.9 11690 Sole 11690 Universal Health Ser Common Stock - Long 913903100 83202 2100 Sole 2100 Uil Holdings Corp. Common Stock - Long 902748102 1216.5 30 Sole 30 Unisys Corp. Common Stock - Long 909214108 270160 22000 Sole 22000 Umpqua Hldgs Corp Com Common Stock - Long 904214103 131918 7100 Sole 7100 Unova Inc. Common Stock - Long 91529B106 999 90 Sole 90 Unifirst Corp. Common Stock - Long 904708104 43800 2000 Sole 2000 Unitedhealth Group Inc. Common Stock - Long 91324P102 14422152 287008 Sole 287008 Unit Corp. Common Stock - Long 909218109 202827 9700 Sole 9700 United Online Inc Common Stock - Long 911268100 263536 10400 Sole 10400 United Parcel Service-cl B Common Stock - Long 911312106 12740 200 Sole 200 U.S. Cellular Common Stock - Long 911684108 162880 6400 Sole 6400 UST Inc. Common Stock - Long 902911106 21018 600 Sole 600 Uti Worldwide Inc Ord Common Stock - Long G87210103 259140 8400 Sole 8400 United Technologies Common Stock - Long 913017109 127494 1800 Sole 1800 Universal Corp. Common Stock - Long 913456109 232650 5500 Sole 5500 Valassis Communicati Common Stock - Long 918866104 87448 3400 Sole 3400 V.F. Corp. Common Stock - Long 918204108 84925 2500 Sole 2500 Viacom Inc. Class B Common Stock - Long 925524308 79074 1800 Sole 1800 Valero Energy Common Stock - Long 91913Y100 87192 2400 Sole 2400 Valley National Bancorp Common Stock - Long 919794107 89590 3400 Sole 3400 Ventana Medical Systems Common Stock - Long 92276H106 40575 1500 Sole 1500 Verisign, Inc. Common Stock - Long 92343E102 44128 3200 Sole 3200 Verisity Ltd Common Stock - Long M97385112 105643 8900 Sole 8900 Verity Inc. Common Stock - Long 92343C106 62181 4900 Sole 4900 Vishay Intertechnology Common Stock - Long 928298108 129360 9800 Sole 9800 Ventas Inc Common Stock - Long 92276F100 1363.5 90 Sole 90 Viad Corp. Common Delaware Common Stock - Long 92552R109 104113.5 4650 Sole 4650 Vaxgen Inc. Common Stock - Long 922390208 29008 5600 Sole 5600 Verizon Common Stock - Long 92343V104 114405 2900 Sole 2900 Wabtec Common Stock - Long 929740108 118235 8500 Sole 8500 Westamerica Bancorp Common Stock - Long 957090103 90468 2100 Sole 2100 Waters Corporation Common Stock - Long 941848103 17478 600 Sole 600 Wachovia Corp. Common Stock - Long 929903102 231768 5800 Sole 5800
Webster Finl Common Stock - Long 947890109 60480 1600 Sole 1600 Websense, Inc. Common Stock - Long 947684106 381024 24300 Sole 24300 West Coast Bancorp/Oregon Common Stock - Long 952145100 140217 7700 Sole 7700 White Electronic Designs Common Stock - Long 963801105 41145 3900 Sole 3900 Wendy's Int'l Common Stock - Long 950590109 84013 2900 Sole 2900 Wireless Facilities Inc Common Stock - Long 97653A103 166600 14000 Sole 14000 Whole Foods Market Common Stock - Long 966837106 90307 1900 Sole 1900 Memc Electronic Materials Common Stock - Long 552715104 142100 14500 Sole 14500 Winnebago Common Stock - Long 974637100 83380 2200 Sole 2200 Western Gas Resource Common Stock - Long 958259103 87120 2200 Sole 2200 Winn-Dixie Stores Common Stock - Long 974280109 83708 6800 Sole 6800 Westmoreland Coal Co Common Stock - Long 960878106 70941 3900 Sole 3900 Wellman Inc. Common Stock - Long 949702104 152320 13600 Sole 13600 Wellpoint Health Common Stock - Long 94973H108 5643042 66940 Sole 66940 Walter Industries Common Stock - Long 93317Q105 1410 120 Sole 120 Wright Medical Group Inc Common Stock - Long 98235T107 89394 4700 Sole 4700 Waste Mgmt Inc Del Com Common Stock - Long 94106L109 57816 2400 Sole 2400 Wausau-Mosinee Paper Com Common Stock - Long 943315101 19040 1700 Sole 1700 Wal-Mart Stores Common Stock - Long 931142103 9838247.7 183310 Sole 183310 Vca Antech Inc Common Stock - Long 918194101 136570 7000 Sole 7000 Worthington Industries Common Stock - Long 981811102 26800 2000 Sole 2000 W.p. Carey & Co. Llc Common Stock - Long 92930Y107 119760 4000 Sole 4000 Watson Pharmaceuticals Common Stock - Long 942683103 347182 8600 Sole 8600 Washington Post Common Stock - Long 939640108 219870 300 Sole 300 World Accep Corp Del Com Common Stock - Long 981419104 129165 7900 Sole 7900 Western Sierra Bancorp Common Stock - Long 959522103 39348 1200 Sole 1200 Wsfs Financial Corp. Common Stock - Long 929328102 149182.8 3930 Sole 3930 Willis Group Holdings Ltd Common Stock - Long G96655108 27675 900 Sole 900 West Co. Common Stock - Long 955306105 105350 4300 Sole 4300 West Corp. Common Stock - Long 952355105 50635 1900 Sole 1900 Wintrust Financial Corp. Common Stock - Long 97650W108 285984 9600 Sole 9600 Whitney Hldg Corp Com Common Stock - Long 966612103 960 30 Sole 30 Watts Industries Common Stock - Long 942749102 37485 2100 Sole 2100 Wolverine World Wide Common Stock - Long 978097103 148302 7700 Sole 7700 Weyerhaeuser Co. Common Stock - Long 962166104 43200 800 Sole 800 Wyeth Common Stock - Long 983024100 50105 1100 Sole 1100 Waypoint Financial Corp Common Stock - Long 946756103 84976 4700 Sole 4700
Xcel Energy Inc Common Stock - Long 98389B100 87232 5800 Sole 5800 Expressjet Holdings Inc Common Stock - Long 30218U108 218950 14500 Sole 14500 Xilinx Inc Common Stock - Long 983919101 86020 3400 Sole 3400 Exxon Mobil Corp. Common Stock - Long 30231G102 6676566.75 185925 Sole 185925 U.s. Xpress Enterprises-a Common Stock - Long 90338N103 93632 8800 Sole 8800 Dentsply Int'l Common Stock - Long 249030107 20480 500 Sole 500 X-Rite Common Stock - Long 983857103 106920 10800 Sole 10800 Xerox Corp. Common Stock - Long 984121103 194856 18400 Sole 18400 XTO Energy Inc Common Stock - Long 98385X106 56308 2800 Sole 2800 Yankee Candle Co Common Stock - Long 984757104 85914 3700 Sole 3700 Young Innovations Inc Common Stock - Long 987520103 149625 5250 Sole 5250 Yellow Corp. Common Stock - Long 985509108 104805 4500 Sole 4500 York Int'l (new) Common Stock - Long 986670107 67860 2900 Sole 2900 Zygo Corp Common Common Stock - Long 989855101 79200 9900 Sole 9900 Zions Bancorp Common Stock - Long 989701107 116380 2300 Sole 2300 Zale Corporation Common Stock - Long 988858106 181200 4530 Sole 4530 Zimmer Holdings Inc Common Stock - Long 98956P102 4963158.5 110170 Sole 110170 Quicksilver Inc. Common Stock - Long 74838C106 329800 20000 Sole 20000 Zoran Corp. Common Stock - Long 98975F101 184224 9600 Sole 9600
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