-----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, CDD2R8n8P2ep8QDxo0j3Mi7XG3FcxsSV90gAiAsIeX0VaGjGkOj7jzGYjyDDJsAM lfphtQVjqBzu6evmILgZjA== 0000912057-02-039463.txt : 20021023 0000912057-02-039463.hdr.sgml : 20021023 20021023123655 ACCESSION NUMBER: 0000912057-02-039463 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021023 EFFECTIVENESS DATE: 20021023 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: 02795883 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 a2091798z13f-hr.txt FORM 13-F 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, 2002 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 October 23, 2002 - --------------------- -------------- ----------------- [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: 905 Form 13F Information Table Value Total: $ 782,355,623 (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: Shares/ Invest Disc. Name of Issuer Fair Market Princ. SH/ SH/ Voting Authority Class Cusip Value Amount Sole def other Managers Sole Shared None Aaipharma Inc Common Stock - Long 00252W104 30337.23 2530 Sole 2530 Aaon Inc Com Par $0.004 Common Stock - Long 000360206 49575.6 2930 Sole 2930 Amerisourcebergen Corp Common Stock - Long 03073E105 28568 400 Sole 400 Anchor Bancorp Wis Inc Com Common Stock - Long 032839102 807434.4 39972 Sole 39972 Applera Corp. Common Stock - Long 038020103 204960 11200 Sole 11200 Ambac Inc. Common Stock - Long 023139108 140114 2600 Sole 2600 Albertson's, Inc. Common Stock - Long 013104104 112827.2 4670 Sole 4670 Abbott Labs. Common Stock - Long 002824100 149480 3700 Sole 3700 Atlantic Coast Air Hld Com Common Stock - Long 048396105 8325 900 Sole 900 AC Moore Arts & Crafts Inc. Common Stock - Long 00086T103 509824.64 24128 Sole 24128 Affiliated Computer C1 A Common Stock - Long 008190100 4137562 97240 Sole 97240 Acxiom Corp. Common Stock - Long 005125109 19852 1400 Sole 1400 Advo-System Common Stock - Long 007585102 12700 400 Sole 400 Adobe Systems Common Stock - Long 00724F101 24830 1300 Sole 1300 Automatic Data Proc. Common Stock - Long 053015103 114741 3300 Sole 3300 Alliance Data Systems Corp Common Stock - Long 018581108 6969 460 Sole 460 Adtran Inc Com Common Stock - Long 00738A106 20280 1300 Sole 1300 Advance Pcs Common Stock - Long 00790K109 5112237.24 226908 Sole 226908 Amc Entertainment Common Stock - Long 001669100 28638 3870 Sole 3870 Aes Corp Com Common Stock - Long 00130H105 51204 20400 Sole 20400 AFC Enterprises Common Stock - Long 00104Q107 119121 5900 Sole 5900 Applied Films Corp. Common Stock - Long 038197109 11487 1050 Sole 1050 American Finl Group Oh Com Common Stock - Long 025932104 117402 5100 Sole 5100 Aflac Inc. Common Stock - Long 001055102 248589 8100 Sole 8100 Argonaut Group Common Stock - Long 040157109 24667.5 1430 Sole 1430 Angelica Corp. Common Stock - Long 034663104 87679.2 4080 Sole 4080 Federal Agric Mtg Corp Cl C Common Stock - Long 313148306 10918.7 370 Sole 370 Allergan, Inc. Common Stock - Long 018490102 195840 3600 Sole 3600 Argosy Gaming Co Com Common Stock - Long 040228108 11480 500 Sole 500 Apria Healthcare Group Com Common Stock - Long 037933108 212040 9000 Sole 9000 Amer. Int'l Group Common Stock - Long 026874107 276235 5050 Sole 5050
Applied Industrial Technology Common Stock - Long 03820C105 23560.5 1390 Sole 1390 Gallagher (arthur J.) Common Stock - Long 363576109 71485 2900 Sole 2900 Alfa Corp. Common Stock - Long 015385107 107800 8800 Sole 8800 Allstate Corp. Common Stock - Long 020002101 103095 2900 Sole 2900 Alliance Gaming Corp. Common Stock - Long 01859P609 3248718.02 210137 Sole 210137 Autoliv Inc. Common Stock - Long 052800109 12648 600 Sole 600 Amer. Greetings Common Stock - Long 026375105 103040 6400 Sole 6400 Applied Materials Common Stock - Long 038222105 40425 3500 Sole 3500 Amcore Financial Common Stock - Long 023912108 15372 700 Sole 700 Amgen Common Stock - Long 031162100 243694.8 5844 Sole 5844 Amerus Group Co. Common Stock - Long 03072M108 11344 400 Sole 400 Ambassadors Int'l Inc. Common Stock - Long 023178106 7924.9 970 Sole 970 Amli Residntl Pptys Tr Sh Ben Int Common Stock - Long 001735109 8390.4 380 Sole 380 Albany Molecular Research Common Stock - Long 012423109 56199 3300 Sole 3300 Amsurg Corporation Common Stock - Long 03232P405 11464.6 380 Sole 380 Amer. Management Sys Common Stock - Long 027352103 160398 12600 Sole 12600 American Woodmark Corp. Common Stock - Long 030506109 912964.82 17993 Sole 17993 American Medical Security Common Stock - Long 02744P101 553581 39150 Sole 39150 Amazon.Com Common Stock - Long 023135106 87615 5500 Sole 5500 Autonation Inc. Common Stock - Long 05329W102 12672 1100 Sole 1100 American National Insurance Common Stock - Long 028591105 41406 600 Sole 600 Andersons Inc/the Common Stock - Long 034164103 8509 670 Sole 670 Anntaylor Stores Common Stock - Long 036115103 101332 4400 Sole 4400 Ansys Inc Com Common Stock - Long 03662Q105 8615 500 Sole 500 Smith (a.O.) Corp. Common Stock - Long 831865209 82133.8 2890 Sole 2890 Apache Corp. Common Stock - Long 037411105 339459.5 5710 Sole 5710 Applica Incorporated Common Stock - Long 03815A106 23532 4440 Sole 4440 Apogee Enterprises Common Stock - Long 037598109 8423.8 770 Sole 770 Apollo Group Inc Cl A Common Stock - Long 037604105 186444.99 4293 Sole 4293 Applebee's Int'l Common Stock - Long 037899101 15344 700 Sole 700 Advanced Power Tech Com Common Stock - Long 00761E108 9141.5 2350 Sole 2350 Arvinmeritor Inc. Common Stock - Long 043353101 11220 600 Sole 600 Arrow Finl Corp Com Common Stock - Long 042744102 55867.5 1950 Sole 1950 Arrow Int'l Inc Common Stock - Long 042764100 77208 2400 Sole 2400 Artisan Components Common Stock - Long 042923102 55564.9 6100 Sole 6100 Arrow Electronics Common Stock - Long 042735100 20208 1600 Sole 1600 Ameristar Casinos Common Stock - Long 03070Q101 1377007.92 72627 Sole 72627
American Standard Companies Common Stock - Long 029712106 180680.8 2840 Sole 2840 Ashland Oil Common Stock - Long 044204105 10716 400 Sole 400 Archstone Smith Trust Common Stock - Long 039583109 155220 6500 Sole 6500 Alltel Corp. Common Stock - Long 020039103 24078 600 Sole 600 Aftermarket Technology Corp. Common Stock - Long 008318107 36979.8 2860 Sole 2860 Alliant Tech. Common Stock - Long 018804104 3198103.5 46182 Sole 46182 Action Performance Co. Common Stock - Long 004933107 1146682.6 44618 Sole 44618 Atrix Labs Common Stock - Long 04962L101 36556 2470 Sole 2470 Actuant Corp. Common Stock - Long 00508X203 66420 1800 Sole 1800 Activision Inc. Common Stock - Long 004930202 46424.2 1940 Sole 1940 Atwood Oceanics Inc. Common Stock - Long 050095108 8775 300 Sole 300 Avista Corp Common Stock - Long 05379B107 96320 8600 Sole 8600 Avocent Corp. Common Stock - Long 053893103 20070 1500 Sole 1500 Avemco Corp Common Stock - Long 053561106 26275 500 Sole 500 Avid Technology, Inc. Common Stock - Long 05367P100 52736 5120 Sole 5120 Avon Products Common Stock - Long 054303102 175180 3800 Sole 3800 Avxcorp. Common Stock - Long 002444107 18186 2100 Sole 2100 Avery Dennison Common Stock - Long 053611109 102564 1800 Sole 1800 Anixter International Inc. Common Stock - Long 035290105 19364 940 Sole 940 American Axle & Manufacturing Holdings Common Stock - Long 024061103 1503521.22 60189 Sole 60189 Autozone Inc. Common Stock - Long 053332102 10606748.86 134501 Sole 134501 Aztar Corp. Common Stock - Long 054802103 113606 8600 Sole 8600 Bankamerica Corp. Common Stock - Long 060505104 123772 1940 Sole 1940 Bancfirst Corp Common Stock - Long 05945F103 9351.8 190 Sole 190 Bancorp Rhode Island Inc Common Stock - Long 059690107 8500.8 440 Sole 440 Blockbuster, Inc. Common Stock - Long 093679108 14880 600 Sole 600 Black Box Corp Del Com Common Stock - Long 091826107 23240 700 Sole 700 Bankatlantic Bancorp Inc. - A Common Stock - Long 065908501 655656.74 73013 Sole 73013 Brunswick Corp. Common Stock - Long 117043109 35768 1700 Sole 1700 Burlington Coat Common Stock - Long 121579106 12600 700 Sole 700 Boston Communications Common Stock - Long 100582105 72033.6 6980 Sole 6980 Bard (c.R.) Common Stock - Long 067383109 27315 500 Sole 500 Bandag, Inc. Common Stock - Long 059815100 94550 3100 Sole 3100 Black & Decker Common Stock - Long 091797100 109018 2600 Sole 2600 Becton, Dickinson Common Stock - Long 075887109 195960 6900 Sole 6900 Franklin Resources Common Stock - Long 354613101 171050 5500 Sole 5500 Bright Horizons Family Solutions Common Stock - Long 109195107 10334.1 370 Sole 370
Benchmark Electronics Common Stock - Long 08160H101 1102051.7 52354 Sole 52354 Baker Hughes Common Stock - Long 057224107 14515 500 Sole 500 Bio-rad Laboratories-cl A Common Stock - Long 090572207 22596 600 Sole 600 Bj Services Common Stock - Long 055482103 10400 400 Sole 400 The Buckle Inc. Common Stock - Long 118440106 27939 1390 Sole 1390 Bank Mutual Corp Common Stock - Long 063748107 69423.2 3430 Sole 3430 Baker (michael) Corp Common Stock - Long 057149106 6901 670 Sole 670 Big Lots Inc. Common Stock - Long 089302103 11081 700 Sole 700 Biomet Common Stock - Long 090613100 215703 8100 Sole 8100 Badger Meter Inc Common Stock - Long 056525108 70760 2320 Sole 2320 Banta Corp Com Common Stock - Long 066821109 14200 400 Sole 400 Bowne & Co. Common Stock - Long 103043105 7300 730 Sole 730 Burlington Northern Common Stock - Long 12189T104 11960 500 Sole 500 Bob Evans Farms Common Stock - Long 096761101 113760 4800 Sole 4800 Bausch & Lomb Common Stock - Long 071707103 76291 2300 Sole 2300 Brocade Communications Sys Common Stock - Long 111621108 58734 7800 Sole 7800 Broadcom Corporation Common Stock - Long 111320107 131364 12300 Sole 12300 Barr Labs Common Stock - Long 068306109 99664 1600 Sole 1600 Brown & Browm Inc. Common Stock - Long 115236101 999450 33315 Sole 33315 BERRY PETE CO CL A Common Stock - Long 085789105 72207.5 4250 Sole 4250 Bear Stearns Common Stock - Long 073902108 21996 390 Sole 390 Bassett Furniture Common Stock - Long 070203104 20517.3 1490 Sole 1490 Boston Scientific Corp Common Stock - Long 101137107 28404 900 Sole 900 Blyth Inc. Common Stock - Long 09643P108 86490 3100 Sole 3100 Anheuser-Busch Common Stock - Long 035229103 15180 300 Sole 300 Borg-Warner Automotive Corp Common Stock - Long 099724106 9928 200 Sole 200 Belden Common Stock - Long 077459105 25229.6 1880 Sole 1880 Baldwin & Lyons Inc -cl B Common Stock - Long 057755209 9181.2 420 Sole 420 Bancorpsouth Inc Common Stock - Long 059692103 28368 1440 Sole 1440 Boyd Gaming Corp. Common Stock - Long 103304101 1210226.74 64822 Sole 64822 Beazer Homes Usa Inc Com Common Stock - Long 07556Q105 2557689.75 41895 Sole 41895 Cascade Corp. Common Stock - Long 147195101 63225 4500 Sole 4500 Conagra Inc. Common Stock - Long 205887102 12365360 497600 Sole 497600 Capital Crossing Bank Common Stock - Long 140071101 8999.5 410 Sole 410 Catapult Communications Corp. Common Stock - Long 149016107 185347.5 19010 Sole 19010 Cathay Bancorp Inc Common Stock - Long 149150104 105300 2700 Sole 2700 Citizens Banking Cor Common Stock - Long 174420109 14502 600 Sole 600
Commerce Bancorp. Common Stock - Long 200519106 12453 300 Sole 300 Columbia Bancorp Common Stock - Long 197227101 8680.2 460 Sole 460 Cbrl Group Inc. Com Common Stock - Long 12489V106 13692 600 Sole 600 Coastal Bancorp Common Stock - Long 19041P105 8844.8 320 Sole 320 Comm Bk Sys Unc. Common Stock - Long 203607106 65186 2200 Sole 2200 Cobalt Corp Common Stock - Long 19074W100 93520 5600 Sole 5600 Circuit City Stores Common Stock - Long 172737108 101505 6700 Sole 6700 Ccc Information Svcs Group Common Stock - Long 12487Q109 76590.2 5860 Sole 5860 Coca-Cola Enterprise Common Stock - Long 191219104 14868 700 Sole 700 Carnival Cruise 'a' Common Stock - Long 143658102 5871392 233920 Sole 233920 Countrywide Credit Common Stock - Long 222372104 8723457.25 185015 Sole 185015 Concord Communications Inc. Common Stock - Long 206186108 15301.5 3030 Sole 3030 Clear Channel Commun Common Stock - Long 184502102 107725 3100 Sole 3100 Cadmus Communication Common Stock - Long 127587103 9447.2 980 Sole 980 Cdw Computer Centers, Inc. Common Stock - Long 125129106 93192 2200 Sole 2200 Cec Entmt Inc Com Common Stock - Long 125137109 13644 400 Sole 400 Cephalon Inc Common Stock - Long 156708109 163280 4000 Sole 4000 Cerner Corp. Common Stock - Long 156782104 24647 700 Sole 700 Commercial Federal Corp Common Stock - Long 201647104 1785531.86 82018 Sole 82018 Community First Banksh Com Common Stock - Long 203902101 1508558.92 54109 Sole 54109 Consolidated Graphics Com Common Stock - Long 209341106 37206 2120 Sole 2120 Churchill Downs Inc Com Common Stock - Long 171484108 144905 3970 Sole 3970 Chemical Financial Common Stock - Long 163731102 98124 3400 Sole 3400 Choice Hotels Intl. Common Stock - Long 169905106 1585392.22 68602 Sole 68602 Chiron Corp. Common Stock - Long 170040109 17470 500 Sole 500 Circor International Inc. Common Stock - Long 17273K109 30820 2300 Sole 2300 Checkpoint Systems Common Stock - Long 162825103 65455 5300 Sole 5300 Colgate-Palmolive Common Stock - Long 194162103 237380 4400 Sole 4400 Claire's Stores Common Stock - Long 179584107 104640 4800 Sole 4800 Mack-Cali Realty Corp. Common Stock - Long 554489104 202419 6300 Sole 6300 Colonial Properties Trust Common Stock - Long 195872106 209844 5800 Sole 5800 Clearone Communications Inc Common Stock - Long 185060100 2455.2 720 Sole 720 Celeritek, Inc. Common Stock - Long 150926103 23754.6 3180 Sole 3180 Clorox Co. Common Stock - Long 189054109 10738908.6 267270 Sole 267270 Comcast Corp. Common Stock - Long 200300200 12516 600 Sole 600 Commonwealth Bancorp Com Common Stock - Long 20268X102 100740 2190 Sole 2190 Cnf Transportation Common Stock - Long 12612W104 24484.2 780 Sole 780
Cole Nat'l Corp. A Common Stock - Long 193290103 62373.5 4970 Sole 4970 Conmed Corp Common Stock - Long 207410101 253890 12600 Sole 12600 Corinthian Colleges Common Stock - Long 218868107 3226543.56 85494 Sole 85494 Cohu Inc. Common Stock - Long 192576106 25764 2280 Sole 2280 Cooper Cos. Common Stock - Long 216648402 1493467.5 28447 Sole 28447 Costco Wholesale Common Stock - Long 22160K105 113295 3500 Sole 3500 Campbell Soup Common Stock - Long 134429109 13248 600 Sole 600 Corn Prods Intl Inc Com Common Stock - Long 219023108 112125 3900 Sole 3900 Choicepoint Inc. Common Stock - Long 170388102 71.28 2 Sole 2 Craftmade Int'l Common Stock - Long 22413E104 68105 5140 Sole 5140 Courier Corp Common Stock - Long 222660102 68018.21 1790 Sole 1790 Corvel Corporation Common Stock - Long 221006109 76123.8 2540 Sole 2540 Computer Sciences Common Stock - Long 205363104 150066 5400 Sole 5400 Cisco Systems Common Stock - Long 17275R102 12059126.4 1150680 Sole 1150680 Carlisle Cos. Common Stock - Long 142339100 91700 2500 Sole 2500 Cooper Tire & Rubber Common Stock - Long 216831107 108622.2 6730 Sole 6730 Community Trust Bancorp Common Stock - Long 204149108 47075 1750 Sole 1750 Commonwealth Telephone Entrp. Common Stock - Long 203349105 184281 5300 Sole 5300 Cholestech Corp. Common Stock - Long 170393102 9851.5 950 Sole 950 Centurytel Inc. Common Stock - Long 156700106 85234 3800 Sole 3800 Commscope Inc Com Common Stock - Long 203372107 23730 3500 Sole 3500 Curative Health Services Common Stock - Long 231264102 1178700.6 108636 Sole 108636 Convergys Corp Com Common Stock - Long 212485106 13527 900 Sole 900 Coventry Corp Common Stock - Long 222862104 3588975 110430 Sole 110430 Covenant Transport Inc. Common Stock - Long 22284P105 62475 3570 Sole 3570 Chevron-Texaco Corp. Common Stock - Long 166764100 69250 1000 Sole 1000 Curtiss-Wright Common Stock - Long 231561101 7772.7 130 Sole 130 Casella Waste Systems Inc. Common Stock - Long 147448104 47453.4 7380 Sole 7380 Cox Radio Inc. Class A Common Stock - Long 224051102 13080 500 Sole 500 Corrections Corp of America Common Stock - Long 22025Y407 74605.5 5310 Sole 5310 Cypress Semiconducto Common Stock - Long 232806109 123984 18900 Sole 18900 Cymer Inc. Common Stock - Long 232572107 158440 8500 Sole 8500 Diebold, Inc. Common Stock - Long 253651103 23044 700 Sole 700 Dress Barn Common Stock - Long 261570105 235889.6 15160 Sole 15160 Dana Corp. Common Stock - Long 235811106 11772 900 Sole 900 Dime Cmnty Bancshares Com Common Stock - Long 253922108 1593883.62 74411 Sole 74411 Du Pont Common Stock - Long 263534109 11693894 324200 Sole 324200
Developers Divers Realty Corp. Common Stock - Long 251591103 189286 8600 Sole 8600 Dillard Dept. Stores Common Stock - Long 254067101 12108 600 Sole 600 Deere & Co. Common Stock - Long 244199105 6046213.5 133030 Sole 133030 Dell Computer Common Stock - Long 247025109 8556464.5 363950 Sole 363950 Digital Insight Corp. Common Stock - Long 25385P106 22008 1400 Sole 1400 Quest Diagnostics Inc. Common Stock - Long 74834L100 5309423.7 86290 Sole 86290 Danaher Corp. Common Stock - Long 235851102 164865 2900 Sole 2900 Dianon Systems Common Stock - Long 252826102 69072.6 1460 Sole 1460 D&k Healthcare Resources Common Stock - Long 232861104 24165 2700 Sole 2700 Dial Corp. Common Stock - Long 25247D101 46568.2 2170 Sole 2170 Del Monte Foods Co. Common Stock - Long 24522P103 51797.8 6340 Sole 6340 Genentech, Inc. Common Stock - Long 368710406 114205 3500 Sole 3500 Dun & Bradstreet Common Stock - Long 26483E100 10904159.52 324432 Sole 324432 Denbury Resources Inc Common Stock - Long 247916208 820922.4 80720 Sole 80720 Docucorp International Inc Common Stock - Long 255911109 52044.2 4810 Sole 4810 Doral Financial Corp. Common Stock - Long 25811P100 2974458.38 123217 Sole 123217 Amdocs Ltd Ord Common Stock - Long G02602103 21760 3400 Sole 3400 Diagnostic Products Common Stock - Long 252450101 27600 600 Sole 600 Delphi Automotive Systems Common Stock - Long 247126105 3352198.5 392070 Sole 392070 Dupont Photomasks Inc Common Stock - Long 26613X101 22780 1000 Sole 1000 Dynamics Research Co Common Stock - Long 268057106 33096.6 2270 Sole 2270 Darden Restaurants Common Stock - Long 237194105 234400.8 9670 Sole 9670 Digital River Inc. Common Stock - Long 25388B104 9740.9 1270 Sole 1270 Dura Automotive Systems, Inc. Common Stock - Long 265903104 65292.5 5330 Sole 5330 Dendrite Intl Inc Com Common Stock - Long 248239105 212583.9 33690 Sole 33690 Datascope Corp. Common Stock - Long 238113104 24354 900 Sole 900 Dsp Group Common Stock - Long 23332B106 29869.74 1860 Sole 1860 Dollar Thrifty Auotmotive Group Common Stock - Long 256743105 7383 460 Sole 460 Davita Inc. Common Stock - Long 23918K108 3217742 136345 Sole 136345 Dvi Inc. Common Stock - Long 233343102 2832 590 Sole 590 Engineered Support Systems Common Stock - Long 292866100 3172279.6 55615 Sole 55615 Brinker Int'l Common Stock - Long 109641100 34706 1340 Sole 1340 Ebay, Inc. Common Stock - Long 278642103 5792200.8 109680 Sole 109680 Equifax, Inc. Common Stock - Long 294429105 82612 3800 Sole 3800 Electronics Boutique Holdings Common Stock - Long 286045109 1660779.9 60502 Sole 60502 Elcor Corp. Common Stock - Long 287456107 34310.7 2010 Sole 2010 Ems Technologies Common Stock - Long 26873N108 4924.8 480 Sole 480
Emulex Corporation Common Stock - Long 292475209 131742 11700 Sole 11700 Eastman Chemical Common Stock - Long 277432100 11451 300 Sole 300 Endo Pharmaceutical Hldgs Common Stock - Long 29264F205 190219 22300 Sole 22300 Energizer Holdings Inc. Common Stock - Long 29266R108 9364203.2 308033 Sole 308033 Entegris Inc. Common Stock - Long 29362U104 21756 2800 Sole 2800 Enzon Inc. Common Stock - Long 293904108 119288 6200 Sole 6200 Equity Office Properties Common Stock - Long 294741103 185904 7200 Sole 7200 Equitable Resources Common Stock - Long 294549100 13820 400 Sole 400 Eresearch Technology Inc Common Stock - Long 29481V108 10793.25 585 Sole 585 Electronic Arts Inc. Common Stock - Long 285512109 12684767.6 192310 Sole 192310 Esco Electronics Corp Common Stock - Long 296315104 9690 300 Sole 300 Ess Technologies Inc. Common Stock - Long 269151106 47355 7700 Sole 7700 Ensco Intl, Inc. Common Stock - Long 26874Q100 232872 9300 Sole 9300 Eaton Corp. Common Stock - Long 278058102 172098 2700 Sole 2700 Entergy Corp. Common Stock - Long 29364G103 238784 5740 Sole 5740 Edwards Life Sciences Common Stock - Long 28176E108 28149 1100 Sole 1100 East West Bancorp Common Stock - Long 27579R104 13504 400 Sole 400 Exelon Corp. Common Stock - Long 30161N101 13779750 290100 Sole 290100 Exponent Inc Common Stock - Long 30214U102 9586.56 760 Sole 760 Ford Motor Common Stock - Long 345370860 22540 2300 Sole 2300 Firstfed America Bancorp Inc Common Stock - Long 337929103 10117.8 420 Sole 420 Fbr Asset Invt Corp Com Common Stock - Long 30241E303 184434 5900 Sole 5900 Fnb Corp Common Stock - Long 302520101 109278 3900 Sole 3900 Flagstar Bank Common Stock - Long 337930101 1814210.1 87643 Sole 87643 First Community Bancshares Common Stock - Long 31983A103 8248.8 280 Sole 280 First Cash Finl Svcs Com Common Stock - Long 31942D107 10344.1 1090 Sole 1090 Fairchild Semicnd Intl Cl A Common Stock - Long 303726103 208340 22000 Sole 22000 Federated Dept Store Common Stock - Long 31410H101 91264 3100 Sole 3100 First Data Corp Common Stock - Long 319963104 120185 4300 Sole 4300 Fresh Delmonte Produce Common Stock - Long G36738105 1457478.45 56955 Sole 56955 Fedex Corp. Common Stock - Long 31428X106 305427 6100 Sole 6100 Franklin Electric Common Stock - Long 353514102 171427.5 4010 Sole 4010 1st Essex Bancorp Common Stock - Long 320103104 926887.25 28045 Sole 28045 First Fin'l Holdings Common Stock - Long 320239106 8391.7 310 Sole 310 Flushing Financial Common Stock - Long 343873105 60214.8 3610 Sole 3610 Fair Isaac & Co Inc Com Common Stock - Long 303250104 1295966.4 39632 Sole 39632 Federated Investors Common Stock - Long 314211103 20242.5 750 Sole 750
Filenet Corp Common Stock - Long 316869106 25564.5 2470 Sole 2470 Finish Line Inc Cl A Common Stock - Long 317923100 41221.4 4570 Sole 4570 Financial Institutions Inc Common Stock - Long 317585404 8688 320 Sole 320 Flir Sys Inc Com Common Stock - Long 302445101 24493 700 Sole 700 Flowers Inds. Common Stock - Long 343498101 65917 2900 Sole 2900 Flexsteel Inds. Common Stock - Long 339382103 64872 4770 Sole 4770 Free Markets, Inc. Common Stock - Long 356602102 25296 5100 Sole 5100 Fidelity National Financial Common Stock - Long 316326107 29745.9 1035 Sole 1035 First Niagara Finl Grp Com Common Stock - Long 33582U100 10108.8 320 Sole 320 Finlay Enterprises Common Stock - Long 317884203 60797.79 4030 Sole 4030 Federal National Mortgage Association Common Stock - Long 313586109 13951591.42 234323 Sole 234323 Fortune Brands Inc Com Common Stock - Long 349631101 8513145.8 180020 Sole 180020 First Oak Brook Bancshares Common Stock - Long 335847208 68676.3 2310 Sole 2310 Sprint Corp Common Stock - Long 852061100 12280043.52 1346496 Sole 1346496 First Industrial Realty Trust Common Stock - Long 32054K103 171994.5 5550 Sole 5550 Fargo Electronics Common Stock - Long 30744P102 54858 6690 Sole 6690 Florida Rock Common Stock - Long 341140101 12224 400 Sole 400 First Merchants Corp Com Common Stock - Long 320817109 9583.6 388 Sole 388 Federal Realty Investors Trust Common Stock - Long 313747206 194400 7200 Sole 7200 Forest Labs. Common Stock - Long 345838106 6395139.8 77980 Sole 77980 Fisher Scientific In Common Stock - Long 338032204 250387.5 8250 Sole 8250 First State Bancorporation Common Stock - Long 336453105 66801.5 2710 Sole 2710 First Tenn Natl Corp Com Common Stock - Long 337162101 160522.1 4630 Sole 4630 Frontier Oil Corp. Common Stock - Long 35914P105 38812 3130 Sole 3130 Footstar Inc Com Common Stock - Long 344912100 4758 610 Sole 610 Cedar Fair L.P. Common Stock - Long 150185106 14028 600 Sole 600 First Va. Banks Common Stock - Long 337477103 137637 3690 Sole 3690 Gillette Co. Common Stock - Long 375766102 4349128 146930 Sole 146930 G't Atlantic & Pacif Common Stock - Long 390064103 11732 1400 Sole 1400 Gannett Co. Common Stock - Long 364730101 108270 1500 Sole 1500 Gardner Denver Inc Com Common Stock - Long 365558105 7540.8 480 Sole 480 Guidant Corp Common Stock - Long 401698105 207430.2 6420 Sole 6420 Golden West Fin'l Common Stock - Long 381317106 28602.8 460 Sole 460 General Electric Common Stock - Long 369604103 12265519.55 497587 Sole 497587 Global Power Equipment Group Common Stock - Long 37941P108 4747 1010 Sole 1010 Getty Images Inc. New Common Stock - Long 374276103 116348 5800 Sole 5800 Griffon Corp Com Common Stock - Long 398433102 54528 5120 Sole 5120
Gulf Island Fabrication Common Stock - Long 402307102 52920 4500 Sole 4500 Gilead Sciences Inc Common Stock - Long 375558103 5370164.8 160160 Sole 160160 Global Imaging Systems Inc. Common Stock - Long 37934A100 63814.4 3380 Sole 3380 Glenborough Realty Trust Inc. Common Stock - Long 37803P105 188790 9300 Sole 9300 Gold Banc Corp Inc Com Common Stock - Long 379907108 8730 900 Sole 900 Glatfelter (p.H.) Common Stock - Long 377316104 75075 6500 Sole 6500 Genlyte Group Common Stock - Long 372302109 156689 4420 Sole 4420 Gen'l Motors Common Stock - Long 370442105 11670 300 Sole 300 Oshkosh B'gosh 'a' Common Stock - Long 688222207 10308 300 Sole 300 Oshkosh B'gosh Inc -cl A Common Stock - Long 688222207 13744 400 Sole 400 Group 1 Automotive Common Stock - Long 398905109 1105810.95 49477 Sole 49477 Greenpoint Financial Corp. Common Stock - Long 395384100 8489623.82 203393 Sole 203393 Goodrich (b.F.) Common Stock - Long 382388106 90720 4800 Sole 4800 Glimcher Realty Trust Common Stock - Long 379302102 187400 10000 Sole 10000 Goldman Sachs Common Stock - Long 38141G104 290532 4400 Sole 4400 Great Southern Bancorp Inc Common Stock - Long 390905107 9365 250 Sole 250 Granite State Bankshares Inc Common Stock - Long 387472103 73324.3 2170 Sole 2170 Gtech Holdings, Inc. Common Stock - Long 400518106 116654 4700 Sole 4700 Guitar Center Common Stock - Long 402040109 818432.4 43580 Sole 43580 Genesee & Wyomong Inc. - Class A Common Stock - Long 371559105 43387.5 1950 Sole 1950 Great Plains Energy Inc Common Stock - Long 391164100 107240 5600 Sole 5600 Gencorp Inc. Common Stock - Long 368682100 110760.6 11010 Sole 11010 Gynboree Corp. Common Stock - Long 403777105 67360.3 4130 Sole 4130 Halliburton Co. Common Stock - Long 406216101 24529 1900 Sole 1900 Harbor Fla Bancshares Com Common Stock - Long 411901101 12270 600 Sole 600 Hillenbrand Ind. Common Stock - Long 431573104 190050 3500 Sole 3500 Hancock Holdings Common Stock - Long 410120109 182513.42 3885 Sole 3885 Hca Healthcare Co. Common Stock - Long 404119109 13383647.1 281110 Sole 281110 Hudson City Bancorp Inc Common Stock - Long 443683107 12984 800 Sole 800 Healthcare REIT Inc. Common Stock - Long 42217K106 216065 7900 Sole 7900 Healthcare Properties Investment Inc. Common Stock - Long 421915109 213000 5000 Sole 5000 Manor Care Inc. Common Stock - Long 564055101 204568 9100 Sole 9100 Healthcare Services Common Stock - Long 421906108 8866 650 Sole 650 Home Depot Common Stock - Long 437076102 3364029 128890 Sole 128890 Harley Davidson Common Stock - Long 412822108 12912821.3 277994 Sole 277994 Harrah's Entertainment Inc. Common Stock - Long 413619107 5165219.4 107140 Sole 107140 Heritage Financial Corp Common Stock - Long 42722X106 68707.2 4210 Sole 4210
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