-----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, VafNzWawj1/VRDrd47JpZvPt4Op1Hj5k9p80GNbu8ELmh7XA9BiNoeu7uEQzc8sE PmXucQtalpZ8q2jKQHiKsQ== 0000912057-02-030217.txt : 20020807 0000912057-02-030217.hdr.sgml : 20020807 20020807113724 ACCESSION NUMBER: 0000912057-02-030217 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020807 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: 02721374 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 a2086131z13f-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: 6-30-02 2nd Quarter 2002 ----------------------------- 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 08-06-2002 - ----------------------------- ----------------------- -------------------- [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: 713 ------------ Form 13F Information Table Value Total: $851,308,133 ------------ (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 repsect 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 Aaon Inc Com Par $0.004 Common Stock - 000360206 94600.8 5040 Sole 5040 Amerisourcebergen Corp Common Stock - 03073E105 65360 860 Sole 860 Anchor Bancorp Wis Inc Com Common Stock - 032839102 978914.22 40602 Sole 40602 Applera Corp. Common Stock - 038020103 191002 9800 Sole 9800 Albertson's, Inc. Common Stock - 013104104 157478.2 5170 Sole 5170 AC Moore Arts & Crafts Inc. Common Stock - 00086T103 575938 12254 Sole 12254 Affiliated Computer Cl A Common Stock - 008190100 24689.6 520 Sole 520 Acxiom Corp. Common Stock - 005125109 220374 12600 Sole 12600 Analog Devices Common Stock - 032654105 163350 5500 Sole 5500 Archer Daniels Midl' Common Stock - 039483102 29417 2300 Sole 2300 Adtran Inc Com Common Stock - 00738A106 41797.8 2200 Sole 2200 Advance Pcs Common Stock - 00790K109 10154342.52 424158 Sole 424158 Amc Entertainment Common Stock - 001669100 32660 2300 Sole 2300 Applied Films Corp. Common Stock - 038197109 15327.2 1360 Sole 1360 Argonaut Group Common Stock - 040157109 30630.6 1430 Sole 1430 Angelica Corp. Common Stock - 034663104 60200 3500 Sole 3500 Federal Agric Mtg Corp Cl C Common Stock - 313148306 19224 720 Sole 720 Allergan, Inc. Common Stock - 018490102 33375 500 Sole 500 Argosy Gaming Co Com Common Stock - 040228108 73840 2600 Sole 2600 Apria Healthcare Group Com Common Stock - 037933108 153440 6850 Sole 6850 Apartment Inv & Mgmt Common Stock - 03748R101 201720 4100 Sole 4100 Alliance Gaming Corp. Common Stock - 01859P609 2671255.34 218597 Sole 218597 Altera Corp. Common Stock - 021441100 36720 2700 Sole 2700 Amer. Greetings Common Stock - 026375105 86632 5200 Sole 5200 American Healthcorp Common Stock - 02649V104 19224 1080 Sole 1080 American Medical Systems Holdings Common Stock - 02744M108 158875.2 7920 Sole 7920 Amsurg Corporation Common Stock - 03232P405 47268 1800 Sole 1800 Amer. Management Sys Common Stock - 027352103 45864 2400 Sole 2400 American Woodmark Corp. Common Stock - 030506109 1071128.79 19083 Sole 19083 American Medical Security Common Stock - 02744P101 938121.5 39170 Sole 39170 Amazon.Com Common Stock - 023135106 89375 5500 Sole 5500 Autonation Inc. Common Stock - 05329W102 87000 6000 Sole 6000 Anadigics Inc. Common Stock - 032515108 23236.8 2820 Sole 2820 Abercrombie & Fitch Co Cl A Common Stock - 002896207 31356 1300 Sole 1300 Ansys Inc Com Common Stock - 03662Q105 72561 3610 Sole 3610 Smith (a.O.) Corp. Common Stock - 831865209 56802.2 1820 Sole 1820 Applica Incorporated Common Stock - 03815A106 125984 10160 Sole 10160 Apogee Enterprises Common Stock - 037598109 50978 3550 Sole 3550 Apollo Group Inc Cl A Common Stock - 037604105 226389.06 5743 Sole 5743 Applebee's Int'l Common Stock - 037899101 30982.5 1350 Sole 1350 Advanced Power Tech Com Common Stock - 00761E108 34051.5 2350 Sole 2350 Arvinmeritor Inc. Common Stock - 043353101 92640 3860 Sole 3860 Arrow Int'l Inc Common Stock - 042764100 147609 3780 Sole 3780 Arris Group Inc. Common Stock - 04269Q100 23314.7 5300 Sole 5300 Artisan Components Common Stock - 042923102 55800 6200 Sole 6200 Arrow Electronics Common Stock - 042735100 163925 7900 Sole 7900 Ameristar Casinos Common Stock - 03070Q101 2216028.42 76257 Sole 76257 American Standard Companies Common Stock - 029712106 25534 340 Sole 340 Archstone Smith Trust Common Stock - 039583109 173550 6500 Sole 6500 Alltel Corp. Common Stock - 020039103 10199000 217000 Sole 217000 Aftermarket Technology Corp. Common Stock - 008318107 111417.6 5803 Sole 5803 Alliant Tech. Common Stock - 018804104 2993017.5 46912.5 Sole 46912.5 Action Performance Co. Common Stock - 004933107 1475972.8 46708 Sole 46708 Atrix Labs Common Stock - 04962L101 65415 2940 Sole 2940 Actuant Corp. Common Stock - 00508X203 108075 2620 Sole 2620 Activision Inc. Common Stock - 004930202 207488.4 7140 Sole 7140 Avocent Corp. Common Stock - 053893103 136912 8600 Sole 8600 Avemco Corp Common Stock - 053561106 176075 2500 Sole 2500 Avid Technology, Inc. Common Stock - 05367P100 47411.2 5120 Sole 5120 Avnet, Inc. Common Stock - 053807103 46179 2100 Sole 2100 Anixter International Inc. Common Stock - 035290105 62040 2640 Sole 2640 American Axle & Manufacturing Holdings Common Stock - 024061103 1803106.46 60629 Sole 60629 Autozone Inc. Common Stock - 053332102 16873894.3 218291 Sole 218291 Aztar Corp. Common Stock - 054802103 1114131.2 53564 Sole 53564 Barnes Group Common Stock - 067806109 26793 1170 Sole 1170 Bankamerica Corp. Common Stock - 060505104 10901578.4 154940 Sole 154940 Blockbuster, Inc. Common Stock - 093679108 38736 1440 Sole 1440 Bankatlantic Bancorp Inc. - A Common Stock - 065908501 919621.2 74163 Sole 74163 Boston Communications Common Stock - 100582105 23718 2950 Sole 2950 Bard (c.R.) Common Stock - 067383109 178227 3150 Sole 3150 Black & Decker Common Stock - 091797100 28920 600 Sole 600 Becton, Dickinson Common Stock - 075887109 159503.5 4630 Sole 4630 Beverly Enterprises Common Stock - 087851309 151819.5 19950 Sole 19950 General Cable Del New Com Common Stock - 369300108 21105 3350 Sole 3350 Borders Group, Inc. Common Stock - 099709107 71760 3900 Sole 3900 Benchmark Electronics Common Stock - 08160H101 1557416 53704 Sole 53704 Bio-rad Laboratories-cl A Common Stock - 090572207 171572.7 3770 Sole 3770 The Buckle Inc. Common Stock - 118440106 34263.5 1390 Sole 1390 Baker (michael) Corp Common Stock - 057149106 40650 2710 Sole 2710 Barnes And Noble Common Stock - 067774109 81933 3100 Sole 3100 Blackrock Inc Cl A Common Stock - 09247X101 376771.5 8505 Sole 8505 Building Matls Hldg Cp Com Common Stock - 120113105 42966.3 2990 Sole 2990 Bob Evans Farms Common Stock - 096761101 1908317.6 60620 Sole 60620 Bausch & Lomb Common Stock - 071707103 164172.5 4850 Sole 4850 Broadcom Corporation Common Stock - 111320107 138566 7900 Sole 7900 Barr Labs Common Stock - 068306109 166448.6 2620 Sole 2620 Brown & Browm Inc. Common Stock - 115236101 1065802.5 33835 Sole 33835 Bsb Bancorp Common Stock - 055652101 15474.4 580 Sole 580 Bear Stearns Common Stock - 073902108 23868 390 Sole 390 Bassett Furniture Common Stock - 070203104 29053.51 1490 Sole 1490 Anheuser-Busch Common Stock - 035229103 30000 600 Sole 600 Borg-Warner Automotive Corp Common Stock - 099724106 86640 1500 Sole 1500 Bancorpsouth Inc Common Stock - 059692103 31512 1560 Sole 1560 Boyd Gaming Corp. Common Stock - 103304101 1034524.8 71842 Sole 71842 Beazer Homes Usa Inc Com Common Stock - 07556Q105 3403600 42545 Sole 42545 Computer Associates Common Stock - 204912109 27807.5 1750 Sole 1750 Cascade Corp. Common Stock - 147195101 54250 3500 Sole 3500 Conagra Inc. Common Stock - 205887102 12271070 443800 Sole 443800 Caminus Corp Common Stock - 133766105 10144.2 1740 Sole 1740 Catapult Communications Corp. Common Stock - 149016107 91858.2 4200 Sole 4200 Cbrl Group Inc. Com Common Stock - 12489V106 44559.2 1460 Sole 1460 Comm Bk Sys Unc. Common Stock - 203607106 29025 900 Sole 900 Circuit City Stores Common Stock - 172737108 80625 4300 Sole 4300 Countrywide Credit Common Stock - 222372104 13591783.75 281695 Sole 281695 Concord Communications Inc. Common Stock - 206186108 49934.4 3030 Sole 3030 Cadence Design System Common Stock - 127387108 40300 2500 Sole 2500 Cerner Corp. Common Stock - 156782104 43047 900 Sole 900 Commercial Federal Corp Common Stock - 201647104 2415932 83308 Sole 83308 Community First Banksh Com Common Stock - 203902101 1433880.31 54959 Sole 54959 Consolidated Graphics Com Common Stock - 209341106 40280 2120 Sole 2120 Churchill Downs Inc Com Common Stock - 171484108 71384.1 1770 Sole 1770 Choice Hotels Intl. Common Stock - 169905106 1394336.82 69682 Sole 69682 Chattem Inc. Common Stock - 162456107 109620 3480 Sole 3480 Circor International Inc. Common Stock - 17273K109 39445 2300 Sole 2300 Checkpoint Systems Common Stock - 162825103 37440 3200 Sole 3200 Cke Restaurants Inc. Common Stock - 12561E105 85350 7500 Sole 7500 Claire's Stores Common Stock - 179584107 98470 4300 Sole 4300 Mack-Cali Realty Corp. Common Stock - 554489104 221445 6300 Sole 6300 Colonial Properties Trust Common Stock - 195872106 225910 5800 Sole 5800 Celeritek, Inc. Common Stock - 150926103 20988 3180 Sole 3180 Clorox Co. Common Stock - 189054109 8130650.5 196630 Sole 196630 Commonwealth Bancorp Com Common Stock - 20268X102 111855.9 3770 Sole 3770 Caremark Common Stock - 141705103 151305 9170 Sole 9170 Cole Nat'l Corp. A Common Stock - 193290103 30970 1630 Sole 1630 Conmed Corp Common Stock - 207410101 1385933.78 62066 Sole 62066 Corinthian Colleges Common Stock - 218868107 4698306.26 138634 Sole 138634 Cohu Inc. Common Stock - 192576106 55468.8 3210 Sole 3210 Cooper Cos. Common Stock - 216648402 1361048.7 28897 Sole 28897 Corn Prods Intl Inc Com Common Stock - 219023108 31120 1000 Sole 1000 Copart Inc Com Common Stock - 217204106 17447.25 1075 Sole 1075 Choicepoint Inc. Common Stock - 170388102 13413695.52 295001 Sole 295001 Charles River Associates Inc. Common Stock - 159852102 44088 2200 Sole 2200 Craftmade Int'l Common Stock - 22413E104 40432 2660 Sole 2660 Corvel Corporation Common Stock - 221006109 43210.87 1290 Sole 1290 Computer Sciences Common Stock - 205363104 7040462 147290 Sole 147290 Cisco Systems Common Stock - 17275R102 11187481.5 801970 Sole 801970 Cooper Tire & Rubber Common Stock - 216831107 105421.5 5130 Sole 5130 Community Trust Bancorp Common Stock - 204149108 49192.5 1750 Sole 1750 Commonwealth Telephone Entrp. Common Stock - 203349105 197176 4900 Sole 4900 Centurytel Inc. Common Stock - 156700106 50150 1700 Sole 1700 Centillium Communications Common Stock - 152319109 191752.8 21990 Sole 21990 Curative Health Services Common Stock - 231264102 1895233.88 112946 Sole 112946 Coventry Corp Common Stock - 222862104 4488654.8 157940 Sole 157940 Covenant Transport Inc. Common Stock - 22284P105 39525 1860 Sole 1860 Chevron-Texaco Corp. Common Stock - 166764100 131865 1490 Sole 1490 Curtiss-Wright Common Stock - 231561101 64000 800 Sole 800 Casella Waste Systems Inc. Common Stock - 147448104 98001.6 8160 Sole 8160 Corrections Corp of America Common Stock - 22025Y407 112450 6500 Sole 6500 Cypress Semiconducto Common Stock - 232806109 142692 9400 Sole 9400 Dominion Resources Inc. Va. Common Stock - 25746U109 119160 1800 Sole 1800 Diebold, Inc. Common Stock - 253651103 48412 1300 Sole 1300 Dress Barn Common Stock - 261570105 207298 13400 Sole 13400 Dana Corp. Common Stock - 235811106 27795 1500 Sole 1500 Ducommon Common Stock - 264147109 97088 3700 Sole 3700 Dime Cmnty Bancshares Com Common Stock - 253922108 1714932.89 75581 Sole 75581 Developers Divers Realty Corp. Common Stock - 251591103 222750 9900 Sole 9900 Dillard Dept. Stores Common Stock - 254067101 34177 1300 Sole 1300 Deb Shops Common Stock - 242728103 57762.09 1710 Sole 1710 Dell Computer Common Stock - 247025109 5749493 219950 Sole 219950 Digital Insight Corp. Common Stock - 25385P106 32900 2000 Sole 2000 Quest Diagnostics Inc. Common Stock - 74834L100 7589610 88200 Sole 88200 D&k Healthcare Resources Common Stock - 232861104 1992577.86 56511 Sole 56511 Dial Corp. Common Stock - 25247D101 127127 6350 Sole 6350 Del Monte Foods Co. Common Stock - 24522P103 110330 9350 Sole 9350 Dun & Bradstreet Common Stock - 26483E100 12405714.1 375362 Sole 375362 Denbury Resources Inc Common Stock - 247916208 866212.2 84180 Sole 84180 Docucorp International Inc Common Stock - 255911109 135854.4 13280 Sole 13280 Dole Food Common Stock - 256605106 107899 3740 Sole 3740 Doral Financial Corp. Common Stock - 25811P100 3348516.15 100285 Sole 100285 Diagnostic Products Common Stock - 252450101 136900 3700 Sole 3700 Delphi Automotive Systems Common Stock - 247126105 5148792 390060 Sole 390060 Dynamics Research Co Common Stock - 268057106 59241 2450 Sole 2450 Darden Restaurants Common Stock - 237194105 51129 2070 Sole 2070 Dura Automotive Systems, Inc. Common Stock - 265903104 97525 4700 Sole 4700 Durect Corp Com Common Stock - 266605104 84400 10550 Sole 10550 Dendrite Intl Inc Com Common Stock - 248239105 50960.9 5270 Sole 5270 Dsp Group Common Stock - 23332B106 47040 2400 Sole 2400 Davita Inc. Common Stock - 23918K108 3238347 136065 Sole 136065 Dvi Inc. Common Stock - 233343102 46899 2430 Sole 2430 Devon Energy Corp. - New Common Stock - 25179M103 6805568 138100 Sole 138100 Engineered Support Systems Common Stock - 292866100 4025792.5 76975 Sole 76975 Brinker Int'l Common Stock - 109641100 26670 840 Sole 840 Ebay, Inc. Common Stock - 278642103 6530487.6 105980 Sole 105980 Eastman Kodak Common Stock - 277461109 32087 1100 Sole 1100 Electronics Boutique Holdings Common Stock - 286045109 1800543.6 61452 Sole 61452 Elcor Corp. Common Stock - 284443108 51965 1900 Sole 1900 Ems Technologies Common Stock - 26873N108 24828 1200 Sole 1200 Emulex Corporation Common Stock - 292475209 164396 7300 Sole 7300 Endo Pharmaceutical Hldgs Common Stock - 29264F205 118580 16940 Sole 16940 Energizer Holdings Inc. Common Stock - 29266R108 122019 4450 Sole 4450 Bottomline Technolgies Common Stock - 101388106 57563.31 10190 Sole 10190 Eresearch Technology Inc Common Stock - 29481V108 42284.4 1670 Sole 1670 Electronic Arts Inc. Common Stock - 285512109 12876447.5 194950 Sole 194950 Express Scripts Inc Cl A Common Stock - 302182100 139806.9 2790 Sole 2790 Ess Technologies Inc. Common Stock - 269151106 221004 12600 Sole 12600 Ethan Allen Interiors Common Stock - 297602104 27880 800 Sole 800 Entergy Corp. Common Stock - 29364G103 124773.6 2940 Sole 2940 Edwards Life Sciences Common Stock - 28176E108 160312 6910 Sole 6910 Exar Corp Common Stock - 300645108 45356 2300 Sole 2300 Fbr Asset Invt Corp Com Common Stock - 30241E303 100717 3020 Sole 3020 Flagstar Bank Common Stock - 337930101 2056431.3 89023 Sole 89023 First Cash Finl Svcs Com Common Stock - 31942D107 48548 5300 Sole 5300 Fairchild Semicnd Intl Cl A Common Stock - 303726103 43740 1800 Sole 1800 Federated Dept Store Common Stock - 31410H101 91310 2300 Sole 2300 Fresh Delmonte Produce Common Stock - G36738105 1434125 57365 Sole 57365 Fedex Corp. Common Stock - 31428X106 10709904 200560 Sole 200560 Firstfed Financial Common Stock - 337907109 29580 1020 Sole 1020 Franklin Electric Common Stock - 353514102 225936 4800 Sole 4800 1st Essex Bancorp Common Stock - 320103104 974529 28495 Sole 28495 First Fin'l Holdings Common Stock - 320239106 53047.5 1650 Sole 1650 Flushing Financial Common Stock - 343873105 50405.4 2460 Sole 2460 Fair Isaac & Co Inc Com Common Stock - 303250104 1469683.44 44712 Sole 44712 Federated Investors Common Stock - 314211103 25927.5 750 Sole 750 Filenet Corp Common Stock - 316869106 46400 3200 Sole 3200 Finish Line Inc Cl A Common Stock - 317923100 1054376.96 58838 Sole 58838 Fleetwood Enterprise Common Stock - 339099103 24534 2820 Sole 2820 Flir Sys Inc Com Common Stock - 302445101 46167 1100 Sole 1100 Free Markets, Inc. Common Stock - 356602102 39564 2800 Sole 2800 Fidelity National Financial Common Stock - 316326107 36498 1155 Sole 1155 Federal National Mortgage Association Common Stock - 313586109 13716246.25 185983 Sole 185983 Fortune Brands Inc Com Common Stock - 349631101 15016400 268150 Sole 268150 First Industrial Realty Trust Common Stock - 32054K103 182317.5 5550 Sole 5550 First Republic Banco Common Stock - 336158100 24200 880 Sole 880 FRIEDMANS INC CL A Common Stock - 358438109 53815.86 4140 Sole 4140 Fargo Electronics Common Stock - 30744P102 21454.2 2610 Sole 2610 Federal Realty Investors Trust Common Stock - 313747206 235535 8500 Sole 8500 Forest Labs. Common Stock - 345838106 5543640 78300 Sole 78300 Fisher Scientific In Common Stock - 338032204 71400 2550 Sole 2550 First Sentinel Bancorp Inc. Common Stock - 33640T103 732334.72 53222 Sole 53222 First Fed Cap Corp Com Common Stock - 319960100 59228 2680 Sole 2680 First Tenn Natl Corp Com Common Stock - 337162101 181159 4730 Sole 4730 Frontier Oil Corp. Common Stock - 35914P105 71456 4060 Sole 4060 Gillette Co. Common Stock - 375766102 37257 1100 Sole 1100 G't Atlantic & Pacif Common Stock - 390064103 65415 3500 Sole 3500 Gbc Bancorp Common Stock - 361475106 26344.5 910 Sole 910 Gannett Co. Common Stock - 364730101 37950 500 Sole 500 Guidant Corp Common Stock - 401698105 139662.6 4620 Sole 4620 Golden West Fin'l Common Stock - 381317106 42643.6 620 Sole 620 General Electric Common Stock - 369604103 9373766.85 322677 Sole 322677 Griffon Corp Com Common Stock - 398433102 104075 5750 Sole 5750 Gulf Island Fabrication Common Stock - 402307102 112240.8 6120 Sole 6120 Global Imaging Systems Inc. Common Stock - 37934A100 102735.9 5410 Sole 5410 Glenborough Realty Trust Inc. Common Stock - 37803P105 220410 9300 Sole 9300 Genlyte Group Common Stock - 372302109 107263.2 2640 Sole 2640 Gen'l Motors Common Stock - 370442105 26725 500 Sole 500 Genesee & Wyomong Inc. - Class A Common Stock - 371559105 43992 1950 Sole 1950 Group 1 Automotive Common Stock - 398905109 1977963.05 51847 Sole 51847 Greenpoint Financial Corp. Common Stock - 395384100 14930475.3 304083 Sole 304083 Garmin Ltd Common Stock - G37260109 46305 2100 Sole 2100 Glimcher Realty Trust Common Stock - 379302102 185000 10000 Sole 10000 Gtech Holdings, Inc. Common Stock - 400518106 81728 3200 Sole 3200 Guitar Center Common Stock - 402040109 821023 44260 Sole 44260 Gynboree Corp. Common Stock - 403777105 23869.8 1490 Sole 1490 Hillenbrand Ind. Common Stock - 431573104 152166.5 2710 Sole 2710 Hancock Holdings Common Stock - 410120109 60642 900 Sole 900 Hca Healthcare Co. Common Stock - 404119109 13373625 281550 Sole 281550 Healthcare REIT Inc. Common Stock - 42217K106 236605 7900 Sole 7900 Healthcare Properties Investment Inc. Common Stock - 421915109 214500 5000 Sole 5000 Manor Care Inc. Common Stock - 564055101 154560 6720 Sole 6720 Healthcare Services Common Stock - 421906108 60050.4 3820 Sole 3820 Home Depot Common Stock - 437076102 4585373.2 124840 Sole 124840 Harley Davidson Common Stock - 412822108 14249163.48 277924 Sole 277924 Harrah's Entertainment Inc. Common Stock - 413619107 48341.5 1090 Sole 1090 Hugoton Rty Tr Tex Unit Ben Int Common Stock - 444717102 102396 9660 Sole 9660 Hooper Holmes Inc Common Stock - 439104100 135360 16920 Sole 16920 Harte-Hanks Inc Com Common Stock - 416196103 39456 1920 Sole 1920 Highwoods Properties Inc. Common Stock - 431284108 179400 6900 Sole 6900 Hancock Fabrics Common Stock - 409900107 58527 3150 Sole 3150 Harmonic Inc. Common Stock - 413160102 24515.3 6700 Sole 6700 Hollywood Entertainment Common Stock - 436141105 44462 2150 Sole 2150 Home Properties of New York Common Stock - 437306103 208670 5500 Sole 5500 Health Net Inc. Common Stock - 42222G108 161958.5 6050 Sole 6050 Holly Corp. Common Stock - 435758305 35175 2100 Sole 2100 Hologic Inc Common Stock - 436440101 27572.2 1780 Sole 1780 Starwood Hotels & Resorts Common Stock - 85590A203 11575964.4 351960 Sole 351960 Hovnanian Enterpr. Common Stock - 442487203 2135577.6 59520 Sole 59520 Hospitality Properties Trust Common Stock - 44106M102 226300 6200 Sole 6200 Healthcare Realty Trust Inc. Common Stock - 421946104 219200 6850 Sole 6850 Hudson River Bancorp Common Stock - 444128102 32118.1 1190 Sole 1190 Hormel Foods Corp. Common Stock - 440452100 30643.2 1280 Sole 1280 HRPT Properties Trust Common Stock - 40426W101 166380 18800 Sole 18800 Harris Corp. Common Stock - 413875105 50736 1400 Sole 1400 Schein (henry), Inc. Common Stock - 806407102 25810 580 Sole 580 Hershey Foods Common Stock - 427866108 30625 490 Sole 490 Hutchinson Technolog Common Stock - 448407106 255714 16350 Sole 16350 Healthtronics Surgical Svcs Common Stock - 42222L107 907731 51900 Sole 51900 Hearst-Argyle Television Inc. Common Stock - 422317107 33825 1500 Sole 1500 Hughes Supply Common Stock - 444482103 103270 2300 Sole 2300 Haverty Furniture Common Stock - 419596101 476291 24116 Sole 24116 Hollywood Casino Corp Cl A Common Stock - 436132203 42336 3920 Sole 3920 Hyperion Solutions Corp. Common Stock - 44914M104 94833.96 5200 Sole 5200 Marinemax Inc Com Common Stock - 567908108 105024.5 8110 Sole 8110 Insurance Auto Aucti Common Stock - 457875102 29055 1490 Sole 1490 Interstate Bakeries Common Stock - 46072H108 2602578.96 90117 Sole 90117 Independent Bank Corp. Common Stock - 453838104 826651.08 26193 Sole 26193 Iberiabank Corp. Common Stock - 450828108 55945.2 1380 Sole 1380 Independence Community Bank Common Stock - 453414104 1557970.44 54228 Sole 54228 Icn Pharmaceuticals Common Stock - 448924100 29052 1200 Sole 1200 Intercept Group Inc. Common Stock - 45845L107 39368 1900 Sole 1900 Ict Group Inc Com Common Stock - 44929Y101 41791 2300 Sole 2300 Interactive Data Corp Common Stock - 45840J107 23296 1600 Sole 1600 Int'l Game Tech. Common Stock - 459902102 26082 460 Sole 460 Ikon Office Solutions Com Common Stock - 451713101 62416 6640 Sole 6640 Ingram Micro Inc-cl A Common Stock - 457153104 49500 3600 Sole 3600 Inamed Corporation Common Stock - 453235103 188643.2 7060 Sole 7060 Intermagnetics Gen Cp Com Common Stock - 458771102 252904 12520 Sole 12520 Impac Mortgage Holdings Inc. Common Stock - 45254P102 1157190.6 85845 Sole 85845 Independent Bk Cp Mass Com Common Stock - 453836108 85150.8 3720 Sole 3720 Inforte Corp Com Common Stock - 45677R107 66166.4 6670 Sole 6670 Intermet Corp. Common Stock - 45881K104 867684.6 80790 Sole 80790 Intel Corp. Common Stock - 458140100 131544 7200 Sole 7200 Inet Technologies Common Stock - 45662V105 56767.5 8410 Sole 8410 Inter Tel Inc Com Common Stock - 458372109 236460.2 13820 Sole 13820 Intuit Inc. Common Stock - 461202103 5841602.8 117490 Sole 117490 Iomega Corp Com New Common Stock - 462030305 314696.5 24490 Sole 24490 Int'l Paper Common Stock - 460146103 10982160 252000 Sole 252000 Intersil Holdings Corporation Common Stock - 46069S109 3019497.4 141230 Sole 141230 Isle Of Capri Casino Common Stock - 464592104 143370 7080 Sole 7080 Itron Inc Com Common Stock - 465741106 41968 1600 Sole 1600 Jo-Ann Stores Inc Cl A Common Stock - 47758P109 83804 2870 Sole 2870 Jack In The Box, Inc. Common Stock - 466367109 35616 1120 Sole 1120 Johnson Controls Common Stock - 478366107 58759.2 720 Sole 720 J.C. Penney Common Stock - 708160106 35232 1600 Sole 1600 Jda Software Group Inc. Common Stock - 46612K108 1311829.2 46420 Sole 46420 J. D. Edwards Common Stock - 281667105 260010 21400 Sole 21400 J & J Snack Foods Common Stock - 466032109 215808 4800 Sole 4800 Johnson & Johnson Common Stock - 478160104 31356 600 Sole 600 Journal Register Co. Common Stock - 481138105 38190 1900 Sole 1900 Whitehall Jewellers Inc. Common Stock - 965063100 807942.75 38937 Sole 38937 Nordstrom Inc. Common Stock - 655664100 90600 4000 Sole 4000 Kaman Corp. Common Stock - 483548103 29832.8 1780 Sole 1780 Kimball Int'l 'b' Common Stock - 494274103 95062 5800 Sole 5800 Kaufman & Broad Home Common Stock - 48666K109 97869 1900 Sole 1900 Kpmg Consulting Inc Common Stock - 48265R109 169404 11400 Sole 11400 Koger Equity Inc. Common Stock - 500228101 209405 10850 Sole 10850 Keynote Systems, Inc. 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