-----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, LEQtHZZLmbRjM9tidDsfKXrZcoTUhvhLjuz3xLivEDGgbMPiLqgw7y+MQr1YNE3g p5rdjP5p6+S5mBbzwMM3AA== 0000912057-02-017779.txt : 20020501 0000912057-02-017779.hdr.sgml : 20020501 ACCESSION NUMBER: 0000912057-02-017779 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020501 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: 02629088 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 a2078558z13f-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: March 31, 2002 1st 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 04-30-02 - ------------------------------- ----------------- ------------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 805 -------------------- Form 13F Information Table Value Total: $788,798,296.02 -------------------- (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.
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 91048.94 3360 Sole 3360 Apple Computer Common Stock - 037833100 54441 2300 Sole 2300 Anchor Bancorp Wis Inc Com Common Stock - 032839102 889332 44400 Sole 44400 Albertson's, Inc. Common Stock - 013104104 152444 4600 Sole 4600 Arctic Cat Inc. Common Stock - 039670104 87048 4320 Sole 4320 Acln Ltd Ord Common Stock - M01764105 22545 2700 Sole 2700 AC Moore Arts & Crafts Inc. Common Stock - 00086T103 511210 13400 Sole 13400 Actrade Financial Technologies Common Stock - 00507P102 84523.4 5510 Sole 5510 Affiliated Computer Cl A Common Stock - 008190100 29187.6 520 Sole 520 Actel Corporation Common Stock - 004934105 213313 10300 Sole 10300 Acxiom Corp. Common Stock - 005125109 34280 2000 Sole 2000 Adaptec Common Stock - 00651F108 144396 10800 Sole 10800 Autodesk Common Stock - 052769106 70035 1500 Sole 1500 Advance Pcs Common Stock - 00790K109 12630518.22 419758 Sole 419758 Amc Entertainment Common Stock - 001669100 79384.8 5820 Sole 5820 Advanced Fibre Cummunications+ Common Stock - 00754A105 145844 7600 Sole 7600 Angelica Corp. Common Stock - 034663104 54215 3500 Sole 3500 Allergan, Inc. Common Stock - 018490102 141583.5 2190 Sole 2190 Argosy Gaming Co Com Common Stock - 040228108 1648848.6 44940 Sole 44940 American Home Mtg. Holdings Common Stock - 02660M108 1411430 91060 Sole 91060 ANTHRACITE CAP INC COM Common Stock - 037023108 41630 3620 Sole 3620 Applied Industrial Technology Common Stock - 03820C105 45815 2380 Sole 2380 Apartment Inv & Mgmt Common Stock - 03748R101 198317 4100 Sole 4100 Acclaim Entertainment Common Stock - 004325205 41314 9100 Sole 9100 Alliance Gaming Corp. Common Stock - 01859P609 3634291.2 119040 Sole 119040 Alloy Inc. Common Stock - 019855105 36823.5 2450 Sole 2450 Autoliv Inc. Common Stock - 052800109 36360 1500 Sole 1500 Amer. Greetings Common Stock - 026375105 46101 2540 Sole 2540 Applied Materials Common Stock - 038222105 70551 1300 Sole 1300 Ambassadors Int'l Inc. Common Stock - 023178106 17100 2000 Sole 2000 Amylin Common Stock - 032346108 35035 3500 Sole 3500 American Medical Systems Holdings Common Stock - 02744M108 40518 1800 Sole 1800 Amsurg Corporation Common Stock - 03232P405 48978 1800 Sole 1800 Amer. Management Sys Common Stock - 027352103 72855.9 3900 Sole 3900 Amtran Inc. Common Stock - 03234G106 78260 5590 Sole 5590 American Woodmark Corp. Common Stock - 030506109 1303801.59 20670 Sole 20670 American M Common Stock - 02744P101 56743 3170 Sole 3170 Autonation Inc. Common Stock - 05329W102 48790.2 3490 Sole 3490 Abercrombie & Fitch Co Cl A Common Stock - 002896207 40040 1300 Sole 1300 Anntaylor Stores Common Stock - 036115103 34576 800 Sole 800 Ansys Inc Com Common Stock - 03662Q105 160161 5910 Sole 5910 Ansoft Corp. Common Stock - 036384105 50646 2760 Sole 2760 Smith (a.O.) Corp. Common Stock - 831865209 46319 1820 Sole 1820 Anadarko Petroleum Common Stock - 032511107 32735.2 580 Sole 580 Applica Incorporated Common Stock - 03815A106 87376 10160 Sole 10160 Apogee Enterprises Common Stock - 037598109 70882 5810 Sole 5810 Apollo Group Inc Cl A Common Stock - 037604105 215538.75 4025 Sole 4025 Applebee's Int'l Common Stock - 037899101 32670 900 Sole 900 Alliance Resource Partners Common Stock - 01877R108 41589.6 1720 Sole 1720 Arvinmeritor Inc. Common Stock - 043353101 48535 1700 Sole 1700 Arrow Finl Corp Com Common Stock - 042744102 40020.32 1390 Sole 1390 Arrow Int'l Inc Common Stock - 042764100 44368 940 Sole 940 Artisan Components Common Stock - 042923102 73372 4420 Sole 4420 Arrow Electronics Common Stock - 042735100 134256 4800 Sole 4800 Ameristar Casinos Common Stock - 03070Q101 35724 1300 Sole 1300 American Standard Companies Common Stock - 029712106 31130 440 Sole 440 Asiainfo Holdings Inc Common Stock - 04518A104 148708 11300 Sole 11300 Archstone Smith Trust Common Stock - 039583109 174135 6500 Sole 6500 Alltel Corp. Common Stock - 020039103 127765 2300 Sole 2300 Aftermarket Technology Corp. Common Stock - 008318107 108342.01 5803 Sole 5803 Alliant Tech. Common Stock - 018804104 3488058 34200 Sole 34200 Action Performance Co. Common Stock - 004933107 2371633.75 48155 Sole 48155 Atrix Labs Common Stock - 04962L101 103375.8 4540 Sole 4540 Actuant Corp. Common Stock - 00508X203 78964.5 1830 Sole 1830 Activision Inc. Common Stock - 004930202 90683.2 3040 Sole 3040 Avocent Corp. Common Stock - 053893103 56259 2100 Sole 2100 Avemco Corp Common Stock - 053561106 34375 500 Sole 500 Avid Technology, Inc. Common Stock - 05367P100 129641.2 9320 Sole 9320 Avnet, Inc. Common Stock - 053807103 59532 2200 Sole 2200 Avxcorp. Common Stock - 002444107 52350 2500 Sole 2500 Anixter International Inc. Common Stock - 035290105 27852.2 940 Sole 940 American Axle & Manufacturing Holdings Common Stock - 024061103 1922700 66300 Sole 66300 Apex Mortgage Capital Inc. Common Stock - 037564101 44853.3 3870 Sole 3870 Autozone Inc. Common Stock - 053332102 14963239.35 217331 Sole 217331 Aztar Corp. Common Stock - 054802103 1223991 55890 Sole 55890 Bankamerica Corp. Common Stock - 060505104 115634 1700 Sole 1700 Barra Inc. Common Stock - 068313105 66627 1100 Sole 1100 Blockbuster, Inc. Common Stock - 093679108 33796.8 1440 Sole 1440 Black Box Corp Del Com Common Stock - 091826107 135576 2800 Sole 2800 Bankatlantic Bancorp Inc. - A Common Stock - 065908501 1054300 81100 Sole 81100 Bone Care International Common Stock - 098072101 36823.2 2680 Sole 2680 Bard (c.R.) Common Stock - 067383109 53145 900 Sole 900 Bandag, Inc. Common Stock - 059815100 33912 900 Sole 900 Becton, Dickinson Common Stock - 075887109 45264 1200 Sole 1200 Beckman Instruments Common Stock - 075811109 40856 800 Sole 800 Brown Forman Corp Cl B Common Stock - 115637209 36380 500 Sole 500 General Cable Del New Com Common Stock - 369300108 47838 3350 Sole 3350 Borders Group, Inc. Common Stock - 099709107 40647 1700 Sole 1700 Benchmark Electronics Common Stock - 08160H101 1509760 53920 Sole 53920 Bjs Wholesale Club Common Stock - 05548J106 23244 520 Sole 520 Baker (michael) Corp Common Stock - 057149106 38617.5 2710 Sole 2710 Blackrock Inc Cl A Common Stock - 09247X101 414780 9300 Sole 9300 Boron, Lepore & Associates Common Stock - 10001P102 71629.2 5910 Sole 5910 Bmc Software Common Stock - 055921100 58350 3000 Sole 3000 Building Matls Hldg Cp Com Common Stock - 120113105 43056 2990 Sole 2990 Bob Evans Farms Common Stock - 096761101 1808478.7 64085 Sole 64085 Bausch & Lomb Common Stock - 071707103 49027 1100 Sole 1100 Broadcom Corporation Common Stock - 111320107 132830 3700 Sole 3700 Barr Labs Common Stock - 068306109 32910 500 Sole 500 Brown & Browm Inc. Common Stock - 115236101 1161800 37000 Sole 37000 Bsb Bancorp Common Stock - 055652101 45372 1520 Sole 1520 Boston Scientific Corp Common Stock - 101137107 35126 1400 Sole 1400 Anheuser-Busch Common Stock - 035229103 31320 600 Sole 600 Bio-Vascular Inc Common Stock - 090923103 43748.3 5290 Sole 5290 Borg-Warner Automotive Corp Common Stock - 099724106 37752 600 Sole 600 Bancorpsouth Inc Common Stock - 059692103 30763.2 1560 Sole 1560 Boyd Gaming Corp. Common Stock - 103304101 1082880 72000 Sole 72000 Beazer Homes Usa Inc Com Common Stock - 07556Q105 3634768.5 46870 Sole 46870 Computer Associates Common Stock - 204912109 206860.5 9450 Sole 9450 Caci Intl Inc Cl A Common Stock - 127190304 56176 1600 Sole 1600 Cascade Corp. Common Stock - 147195101 49350 3500 Sole 3500 Conagra Inc. Common Stock - 205887102 37345 1540 Sole 1540 Catapult Communications Corp. Common Stock - 149016107 232208 9200 Sole 9200 Cbrl Group Inc. Com Common Stock - 12489V106 41566.2 1460 Sole 1460 Circuit City Stores Common Stock - 172737108 25436.4 1410 Sole 1410 C-Cor Electronics Common Stock - 125010108 149400 8300 Sole 8300 Countrywide Credit Common Stock - 222372104 12540068.75 280225 Sole 280225 Concord Communications Inc. Common Stock - 206186108 64084.5 3030 Sole 3030 Concurrent Computer Common Stock - 206710204 34071 4100 Sole 4100 Cendant Corp Common Stock - 151313103 43968 2290 Sole 2290 Centennial Bancorp Common Stock - 15133T104 80837.4 10130 Sole 10130 Cerner Corp. Common Stock - 156782104 75858.9 1590 Sole 1590 Commercial Federal Corp Common Stock - 201647104 2450590 91100 Sole 91100 Community First Banksh Com Common Stock - 203902101 1554186 60100 Sole 60100 Consolidated Graphics Com Common Stock - 209341106 42188 2120 Sole 2120 Champion Enterprises Common Stock - 158496109 75360 9420 Sole 9420 Churchill Downs Inc Com Common Stock - 171484108 33075 900 Sole 900 Choice Hotels Intl. Common Stock - 169905106 1889620.3 78310 Sole 78310 Chiron Corp. Common Stock - 170040109 5186487.8 113020 Sole 113020 Charter Communications Inc. Common Stock - 16117M107 28225 2500 Sole 2500 Chattem Inc. Common Stock - 162456107 106840.8 4560 Sole 4560 Circor International Inc. Common Stock - 17273K109 47725 2300 Sole 2300 Checkpoint Systems Common Stock - 162825103 129195 8100 Sole 8100 Cke Restaurants Inc. Common Stock - 12561E105 28640 3200 Sole 3200 Colgate-Palmolive Common Stock - 194162103 34290 600 Sole 600 Claire's Stores Common Stock - 179584107 33116 1700 Sole 1700 Mack-Cali Realty Corp. Common Stock - 554489104 218484 6300 Sole 6300 Colonial Properties Trust Common Stock - 195872106 199810 5800 Sole 5800 Clorox Co. Common Stock - 189054109 8460729.6 193920 Sole 193920 Columbus Mckinnon Corp. Common Stock - 199333105 52864 4130 Sole 4130 Commonwealth Bancorp Com Common Stock - 20268X102 46394.7 1870 Sole 1870 Caremark Common Stock - 141705103 187200 9600 Sole 9600 Connetics Corp. Common Stock - 208192104 67900 7000 Sole 7000 C/Net Inc. Common Stock - 12613R104 27400 5000 Sole 5000 Canadian National Railway Co. Common Stock - 136375102 34972 700 Sole 700 Conmed Corp Common Stock - 207410101 102500 4100 Sole 4100 Corinthian Colleges Common Stock - 218868107 3831690 75800 Sole 75800 Cognos Common Stock - 19244C109 57645 2100 Sole 2100 Cohu Inc. Common Stock - 192576106 242449.9 8510 Sole 8510 Columbia Sportswear Co. Common Stock - 198516106 3189263 95060 Sole 95060 Cooper Cos. Common Stock - 216648402 1535760 32400 Sole 32400 Cox Communications Common Stock - 224044107 33876 900 Sole 900 Central Parking Corp. Common Stock - 154785109 41841.8 1820 Sole 1820 Copart Inc Com Common Stock - 217204106 19285.5 1075 Sole 1075 Compuware Corp. Common Stock - 205638109 136846 10600 Sole 10600 Crane Co. Common Stock - 224399105 65616 2400 Sole 2400 Charles River Associates Inc. Common Stock - 159852102 33110 2200 Sole 2200 Craftmade Int'l Common Stock - 22413E104 43225 2660 Sole 2660 Carrington Labs Common Stock - 219141108 55296 5120 Sole 5120 Carbo Ceramics Inc. Common Stock - 140781105 75776 1850 Sole 1850 Corvel Corporation Common Stock - 221006109 38493.6 1290 Sole 1290 Computer Sciences Common Stock - 205363104 7030905 138540 Sole 138540 Cisco Systems Common Stock - 17275R102 54176 3200 Sole 3200 Csg Systems Int'l Inc. Common Stock - 126349109 42705 1500 Sole 1500 Cooper Tire & Rubber Common Stock - 216831107 46764 2160 Sole 2160 Community Trust Bancorp Common Stock - 204149108 44852.5 1750 Sole 1750 Commonwealth Telephone Entrp. Common Stock - 203349105 130050 3400 Sole 3400 Cholestech Corp. Common Stock - 170393102 50033.2 2800 Sole 2800 Centex Corp. Common Stock - 152312104 31158 600 Sole 600 Citrix Common Stock - 177376100 36288 2100 Sole 2100 Curative Technologie Common Stock - 231264102 34250.7 3210 Sole 3210 Covance Inc Common Stock - 222816100 30420 1500 Sole 1500 Convergys Corp Com Common Stock - 212485106 29570 1000 Sole 1000 Coventry Corp Common Stock - 222862104 4347200 167200 Sole 167200 Covansys Corp. Common Stock - 22281W103 65025 8670 Sole 8670 Chevron-Texaco Corp. Common Stock - 166764100 117351 1300 Sole 1300 Curtiss-Wright Common Stock - 231561101 53200 800 Sole 800 Casella Waste Systems Inc. Common Stock - 147448104 95121.6 7980 Sole 7980 Cox Radio Inc. Class A Common Stock - 224051102 31240 1100 Sole 1100 Corrections Corp of America Common Stock - 22025Y407 71760 5520 Sole 5520 Cymer Inc. Common Stock - 232572107 158912 3200 Sole 3200 Dominion Resources Inc. Va. Common Stock - 25746U109 117288 1800 Sole 1800 Davox Corp. Common Stock - 239208101 37920 4740 Sole 4740 Diebold, Inc. Common Stock - 253651103 52962 1300 Sole 1300 Dress Barn Common Stock - 261570105 95936.4 3240 Sole 3240 Doubleclick Inc. Common Stock - 258609304 176492.8 14720 Sole 14720 Ducommon Common Stock - 264147109 72890 3700 Sole 3700 Dime Cmnty Bancshares Com Common Stock - 253922108 1697080 55100 Sole 55100 Developers Divers Realty Corp. Common Stock - 251591103 207900 9900 Sole 9900 Dillard Dept. Stores Common Stock - 254067101 31018 1300 Sole 1300 Deb Shops Common Stock - 242728103 88172 3290 Sole 3290 Dell Computer Common Stock - 247025109 5714173.5 218850 Sole 218850 Direct Focus Inc. Common Stock - 254931108 2048992.5 53850 Sole 53850 Digital Insight Corp. Common Stock - 25385P106 55100 2000 Sole 2000 Quest Diagnostics Inc. Common Stock - 74834L100 7182266.5 86690 Sole 86690 D R Horton Common Stock - 23331A109 30160 800 Sole 800 D&k Healthcare Resources Common Stock - 232861104 2768722.6 46130 Sole 46130 Dial Corp. Common Stock - 25247D101 80008.8 4440 Sole 4440 Del Monte Foods Co. Common Stock - 24522P103 90975.5 9350 Sole 9350 Dun & Bradstreet Common Stock - 26483E100 14975823.02 374302 Sole 374302 Dynacare Inc. Common Stock - 267920205 40872 2600 Sole 2600 R.R. Donnelley & Sons Common Stock - 257867101 33899 1090 Sole 1090 Dole Food Common Stock - 256605106 36580 1180 Sole 1180 Doral Financial Corp. Common Stock - 25811P100 3720920 109600 Sole 109600 Amdocs Ltd Ord Common Stock - G02602103 50635 1900 Sole 1900 Diagnostic Products Common Stock - 252450101 34560 800 Sole 800 Delphi Automotive Systems Common Stock - 247126105 6177736.5 386350 Sole 386350 Dynamics Research Co Common Stock - 268057106 61887 2450 Sole 2450 Darden Restaurants Common Stock - 237194105 56014.2 1380 Sole 1380 Digital River Inc. Common Stock - 25388B104 60424.8 4080 Sole 4080 Dura Automotive Systems, Inc. Common Stock - 265903104 111377.7 5810 Sole 5810 Durect Corp Com Common Stock - 266605104 56088 7200 Sole 7200 Dendrite Intl Inc Com Common Stock - 248239105 56389 5270 Sole 5270 Dsp Group Common Stock - 23332B106 45034 2200 Sole 2200 Dst Systems, Inc. Common Stock - 233326107 27888 560 Sole 560 Davita Inc. Common Stock - 23918K108 3585010 141700 Sole 141700 Dvi Inc. Common Stock - 233343102 44712 2430 Sole 2430 Engineered Support Systems Common Stock - 292866100 3928012.5 84930 Sole 84930 Brinker Int'l Common Stock - 109641100 27224.4 840 Sole 840 Ebay, Inc. Common Stock - 278642103 5972688 105450 Sole 105450 Edo Corp. Common Stock - 281347104 37814 1400 Sole 1400 Electronic Data Systems Corp Common Stock - 285661104 11684579.07 201493 Sole 201493 Electr For Imaging Common Stock - 286082102 47580 2600 Sole 2600 Equifax, Inc. Common Stock - 294429105 68770 2300 Sole 2300 Eastman Kodak Common Stock - 277461109 62340 2000 Sole 2000 Elcor Corp. Common Stock - 284443108 42180 1900 Sole 1900 Earthlink Network, Inc Common Stock - 270321102 138040 13600 Sole 13600 Endo Pharmaceutical Hldgs Common Stock - 29264F205 28280 2800 Sole 2800 Energizer Holdings Inc. Common Stock - 29266R108 41087.5 1730 Sole 1730 Entegris Inc. Common Stock - 29362U104 95285 5900 Sole 5900 Ambassadors Group Inc Common Stock - 023177108 27540 2000 Sole 2000 Bottomline Technolgies Common Stock - 101388106 73768.5 8730 Sole 8730 Enterprise Products Partners LP Common Stock - 293792107 26592.5 550 Sole 550 Epiq Systems, Inc. Common Stock - 26882D109 33293.7 2090 Sole 2090 Entertainment Pptys Tr Com Sh Ben Int Common Stock - 29380T105 91304 4040 Sole 4040 Esco Electronics Corp Common Stock - 296315104 112247.6 2890 Sole 2890 Ess Technologies Inc. Common Stock - 269151106 118218 5700 Sole 5700 Entravision Communications Common Stock - 29382R107 39516 2670 Sole 2670 Edwards Life Sciences Common Stock - 28176E108 39130 1400 Sole 1400 Expedia Common Stock - 302125109 153648 2200 Sole 2200 Fbr Asset Invt Corp Com Common Stock - 30241E303 82144 3020 Sole 3020 Flagstar Bank Common Stock - 337930101 1510872 64900 Sole 64900 First Cash Finl Svcs Com Common Stock - 31942D107 43460 5300 Sole 5300 First Consulting Group Com Common Stock - 31986R103 58025.4 5820 Sole 5820 Fti Consulting Inc. Common Stock - 302941109 38260.3 1235 Sole 1235 Federated Dept Store Common Stock - 31410H101 45956.25 1125 Sole 1125 First Data Corp Common Stock - 319963104 61075 700 Sole 700 Fresh Delmonte Produce Common Stock - G36738105 1071600 57000 Sole 57000 Fedex Corp. Common Stock - 31428X106 8776005 151050 Sole 151050 Fei Co Com Common Stock - 30241L109 63990 1800 Sole 1800 Franklin Electric Common Stock - 353514102 50660 1000 Sole 1000 1st Essex Bancorp Common Stock - 320103104 919592.4 30210 Sole 30210 First Fin'l Holdings Common Stock - 320239106 44682 1650 Sole 1650 Flushing Financial Common Stock - 343873105 41377.2 2460 Sole 2460 Fst Horizon Pharmaceutical Common Stock - 32051K106 36223.2 1620 Sole 1620 Fair Isaac & Co Inc Com Common Stock - 303250104 1890289.8 29820 Sole 29820 Federated Investors Common Stock - 314211103 24262.5 750 Sole 750 Finish Line Inc Cl A Common Stock - 317923100 1026004.5 55610 Sole 55610 Flextronics International Common Stock - Y2573F102 156950 8600 Sole 8600 Flir Sys Inc Com Common Stock - 302445101 52525 1100 Sole 1100 Free Markets, Inc. Common Stock - 356602102 140117 6100 Sole 6100 Fidelity National Financial Common Stock - 316326107 27688.5 1050 Sole 1050 First Niagara Finl Grp Com Common Stock - 33582U100 38542.4 2210 Sole 2210 Federal National Mortgage Association Common Stock - 313586109 14769252.84 184893 Sole 184893 Fortune Brands Inc Com Common Stock - 349631101 48876.3 990 Sole 990 FIRST PL FINL CORP COM Common Stock - 33610T109 42630.5 2530 Sole 2530 Fpic Insurance Group Common Stock - 302563101 87978 6820 Sole 6820 First Industrial Realty Trust Common Stock - 32054K103 190087.5 5550 Sole 5550 FRIEDMANS INC CL A Common Stock - 358438109 44505 4140 Sole 4140 Federal Realty Investors Trust Common Stock - 313747206 218195 8500 Sole 8500 Forest Labs. Common Stock - 345838106 6215736 76080 Sole 76080 Fisher Scientific In Common Stock - 338032204 133475 4750 Sole 4750 F.S.I. International Common Stock - 302633102 84747.6 7560 Sole 7560 First Sentinel Bancorp Inc. Common Stock - 33640T103 760092 58200 Sole 58200 First Fed Cap Corp Com Common Stock - 319960100 50518 2680 Sole 2680 First Tenn Natl Corp Com Common Stock - 337162101 149313 4260 Sole 4260 Frontier Oil Corp. Common Stock - 35914P105 942112.8 43860 Sole 43860 G't Atlantic & Pacif Common Stock - 390064103 47814.2 1715 Sole 1715 Wilson Greatbatch Technologies Common Stock - 972232102 68902.8 2680 Sole 2680 Gabelli Asset Mgmt Inc Cl A Common Stock - 36239Y102 42876 1080 Sole 1080 Gannett Co. Common Stock - 364730101 38050 500 Sole 500 Gardner Denver Inc Com Common Stock - 365558105 49245 2010 Sole 2010 Guidant Corp Common Stock - 401698105 34656 800 Sole 800 Golden West Fin'l Common Stock - 381317106 39370 620 Sole 620 General Electric Common Stock - 369604103 11957902 319730 Sole 319730 Griffon Corp Com Common Stock - 398433102 40535 2420 Sole 2420 Gulf Island Fabrication Common Stock - 402307102 99816.5 6650 Sole 6650 Gen'l Mills Common Stock - 370334104 24425 500 Sole 500 Global Imaging Systems Inc. Common Stock - 37934A100 101200 5500 Sole 5500 G & K Svcs Inc Common Stock - 361268105 48438 1300 Sole 1300 Glenborough Realty Trust Inc. Common Stock - 37803P105 199950 9300 Sole 9300 Genlyte Group Common Stock - 372302109 50330.4 1340 Sole 1340 General Communication Cl A Common Stock - 369385109 47937 5510 Sole 5510 Genesis Microchip Inc Com Common Stock - 37184C103 40560 1560 Sole 1560 Genesee & Wyomong Inc. - Class A Common Stock - 371559105 46156.5 1950 Sole 1950 Group 1 Automotive Common Stock - 398905109 2159465 55300 Sole 55300 Greenpoint Financial Corp. Common Stock - 395384100 13042396.1 298453 Sole 298453 Gerber Scientific Common Stock - 373730100 49833 6780 Sole 6780 Glimcher Realty Trust Common Stock - 379302102 185500 10000 Sole 10000 Gentiva Health Service Common Stock - 37247A102 34664 1400 Sole 1400 Gtech Holdings, Inc. Common Stock - 400518106 34125 700 Sole 700 Guitar Center Common Stock - 402040109 847968 48400 Sole 48400 Hasbro Inc. Common Stock - 418056107 30849 1950 Sole 1950 Hancock Holdings Common Stock - 410120109 48330 900 Sole 900 Hca Healthcare Co. Common Stock - 404119109 44520.8 1010 Sole 1010 Healthcare REIT Inc. Common Stock - 42217K106 220568 7900 Sole 7900 Horizon Organic Holding Corp. Common Stock - 44043T103 46060 2800 Sole 2800 Healthcare Properties Investment Inc. Common Stock - 421915109 202750 5000 Sole 5000 Manor Care Inc. Common Stock - 564055101 32620 1400 Sole 1400 Healthcare Services Common Stock - 421906108 43739 3820 Sole 3820 Home Depot Common Stock - 437076102 6038334.2 124220 Sole 124220 Harley Davidson Common Stock - 412822108 15276743.52 277104 Sole 277104 Headwaters Inc. Common Stock - 42210P102 51255 3350 Sole 3350 Harrah's Entertainment Inc. Common Stock - 413619107 48243.4 1090 Sole 1090 Hugoton Rty Tr Tex Unit Ben Int Common Stock - 444717102 50196.2 4190 Sole 4190 Hooper Holmes Inc Common Stock - 439104100 40911 3900 Sole 3900 Harte-Hanks Inc Com Common Stock - 416196103 40499.2 1280 Sole 1280 Highwoods Properties Inc. Common Stock - 431284108 193821 6900 Sole 6900 Harmonic Inc. Common Stock - 413160102 128760 11100 Sole 11100 Hollywood Entertainment Common Stock - 436141105 36120 2150 Sole 2150 Home Properties of New York Common Stock - 437306103 189475 5500 Sole 5500 Health Net Inc. Common Stock - 42222G108 39513.6 1440 Sole 1440 Holly Corp. Common Stock - 435758305 38955 2100 Sole 2100 Honeywell, Inc. Common Stock - 438516106 61232 1600 Sole 1600 Hovnanian Enterpr. Common Stock - 442487203 1725691 64900 Sole 64900 Hospitality Properties Trust Common Stock - 44106M102 212846 6200 Sole 6200 Healthcare Realty Trust Inc. Common Stock - 421946104 207966 6850 Sole 6850 Block (H&R) Common Stock - 093671105 15192832.2 341796 Sole 341796 Healthsouth Rehab Common Stock - 421924101 38745 2700 Sole 2700 Hormel Foods Corp. Common Stock - 440452100 35008 1280 Sole 1280 Herley Industries In Common Stock - 427398102 56200 2810 Sole 2810 HRPT Properties Trust Common Stock - 40426W101 169200 18800 Sole 18800 Schein (henry), Inc. Common Stock - 806407102 3417399 77580 Sole 77580 Hispanic Broadcasting Cl A Common Stock - 43357B104 37856 1300 Sole 1300 Hershey Foods Common Stock - 427866108 33584.6 490 Sole 490 Hutchinson Technolog Common Stock - 448407106 199953.9 9270 Sole 9270 Hearst-Argyle Television Inc. Common Stock - 422317107 37095 1500 Sole 1500 Hughes Supply Common Stock - 444482103 46362.4 1190 Sole 1190 Humana Inc. Common Stock - 444859102 37884 2800 Sole 2800 Haverty Furniture Common Stock - 419596101 423366 24600 Sole 24600 Hewlett-Packard Common Stock - 428236103 53820 3000 Sole 3000 Hydril Co Com Common Stock - 448774109 38992 1600 Sole 1600 Hyperion Solutions Corp. Common Stock - 44914M104 240389 8900 Sole 8900 Marinemax Inc Com Common Stock - 567908108 42720 3560 Sole 3560 Integra Lifesciences Hilding Corp. Common Stock - 457985208 33756 1200 Sole 1200 Interstate Bakeries Common Stock - 46072H108 2325854.7 96070 Sole 96070 Independent Bank Corp. Common Stock - 453838104 794207.4 27615 Sole 27615 Iberiabank Corp. Common Stock - 450828108 47844.6 1380 Sole 1380 Int'l Business Mach. Common Stock - 459200101 41600 400 Sole 400 Independence Community Bank Common Stock - 453414104 1668109 59300 Sole 59300 Icn Pharmaceuticals Common Stock - 448924100 38100 1200 Sole 1200 Integrated Circuit S Common Stock - 45811K208 85680 4200 Sole 4200 Ict Group Inc Com Common Stock - 44929Y101 56235 2300 Sole 2300 Icu Medical Inc. Common Stock - 44930G107 46956 1290 Sole 1290 Irwin Financial Corp Common Stock - 464119106 52388 2800 Sole 2800 Int'l Game Tech. Common Stock - 459902102 14102268.16 226288 Sole 226288 Ii-Vi Inc. Common Stock - 902104108 84234 5560 Sole 5560 Ikon Office Solutions Com Common Stock - 451713101 112512 9600 Sole 9600 Inamed Corporation Common Stock - 453235103 114163 3470 Sole 3470 Intermagnetics Gen Cp Com Common Stock - 458771102 50685 1860 Sole 1860 Impac Mortgage Holdings Inc. Common Stock - 45254P102 856278 90900 Sole 90900 Imation Corp. Common Stock - 45245A107 61019 2300 Sole 2300 I-Many Inc Com Common Stock - 44973Q103 47417.6 9560 Sole 9560 Independent Bk Cp Mass Com Common Stock - 453836108 90062.4 3480 Sole 3480 Inforte Corp Com Common Stock - 45677R107 78505.9 6670 Sole 6670 Inrage Technologies Corp Common Stock - 45769V206 113120 14000 Sole 14000 Intel Corp. Common Stock - 458140100 11545460.6 379660 Sole 379660 Inter Tel Inc Com Common Stock - 458372109 209080.4 11320 Sole 11320 Intuit Inc. Common Stock - 461202103 126588 3300 Sole 3300 Intervoice-Brite, Inc Common Stock - 461142101 15360 2400 Sole 2400 Iomega Corp Com New Common Stock - 462030305 63703.4 7190 Sole 7190 Interneuron Pharmaceut Com Common Stock - 460573108 105787.5 12090 Sole 12090 Information Resource Common Stock - 456905108 45950 5000 Sole 5000 International Speedway Cl A Common Stock - 460335201 45700 1000 Sole 1000 Intersil Holdings Corporation Common Stock - 46069S109 4050648 142880 Sole 142880 Isle Of Capri Casino Common Stock - 464592104 45756 2480 Sole 2480 Investment Technology Group, Inc. Common Stock - 46145F105 73836 1400 Sole 1400 Intertan Inc. Common Stock - 461120107 62311.5 5490 Sole 5490 Itron Inc Com Common Stock - 465741106 202300 6800 Sole 6800 Itt Inds Inc Com Common Stock - 450911102 63040 1000 Sole 1000 Infousa Inc New Com Common Stock - 456818301 69051.5 9050 Sole 9050 Invacare Corp. Common Stock - 461203101 45120 1200 Sole 1200 Ivax Corp. Common Stock - 465823102 304.95 19 Sole 19 Jakks Pacific, Inc. Common Stock - 47012E106 79170 3480 Sole 3480 Jack In The Box, Inc. Common Stock - 466367109 71753 2420 Sole 2420 Johnson Controls Common Stock - 478366107 28259.2 320 Sole 320 J.C. Penney Common Stock - 708160106 29408.2 1420 Sole 1420 Jda Software Group Inc. Common Stock - 46612K108 1454046.8 45610 Sole 45610 J. D. Edwards Common Stock - 281667105 66748 3700 Sole 3700 Harland (john H.) Common Stock - 412693103 40698 1400 Sole 1400 J & J Snack Foods Common Stock - 466032109 83731.2 2240 Sole 2240 Johnson & Johnson Common Stock - 478160104 38970 600 Sole 600 Journal Register Co. Common Stock - 481138105 33920 1600 Sole 1600 Whitehall Jewellers Inc. Common Stock - 965063100 82374.5 4370 Sole 4370 Kellogg Common Stock - 487836108 39276.9 1170 Sole 1170 Kaufman & Broad Home Common Stock - 48666K109 34720 800 Sole 800 Kpmg Consulting Inc Common Stock - 48265R109 32320 1600 Sole 1600 4 Kids Entmt Inc Com Common Stock - 350865101 78086.4 3920 Sole 3920 Koger Equity Inc. Common Stock - 500228101 193889.5 10850 Sole 10850 Keane Inc. Common Stock - 486665102 47740 2800 Sole 2800 Kirby Corp Common Stock - 497266106 911950 30500 Sole 30500 Keynote Systems, Inc. Common Stock - 493308100 63954 6600 Sole 6600 Klamath First Bancorp Com Common Stock - 49842P103 42304 3200 Sole 3200 Kraft Foods Inc. - A Common Stock - 50075N104 7317991 189340 Sole 189340 King Pharmaceuticals Common Stock - 495582108 12614943.23 360324 Sole 360324 Kla Instruments Common Stock - 482480100 291270 4380 Sole 4380 Kinder Morgan Inc Kans Com Common Stock - 49455P101 25667.9 530 Sole 530 Kinder Morgan Energy Partners Common Stock - 494550106 24750 750 Sole 750 Circuit City Stores-Carmax Common Stock - 172737306 1455918 56300 Sole 56300 Kensey Nash Corp. Common Stock - 490057106 35604 2150 Sole 2150 Kopin Corporation Common Stock - 500600101 30974 3400 Sole 3400 MBNA Corp Common Stock - 55262L100 14984329.29 388497 Sole 388497 Kronos Inc Com Common Stock - 501052104 89731.8 1910 Sole 1910 K-Swiss Inc Common Stock - 482686102 51215.6 1220 Sole 1220 Kellwood Co. Common Stock - 488044108 72870 3000 Sole 3000 Lithia Motors, Inc Common Stock - 536797103 53599 2170 Sole 2170 Liberate Technologies Common Stock - 530129105 30940 5200 Sole 5200 Landauer Inc. Common Stock - 51476K103 43263 1140 Sole 1140 Ladish Company Inc. Common Stock - 505754200 49840.5 4470 Sole 4470 Lands' End Common Stock - 515086106 2852385.9 63570 Sole 63570 Lear Common Stock - 521865105 166600 3500 Sole 3500 Lee Enterprises Common Stock - 523768109 39483 1070 Sole 1070 Lehman Brothers Holdings Inc. Common Stock - 524908100 38784 600 Sole 600 Lennar Corp. Common Stock - 526057104 32183.6 610 Sole 610 Landamerica Financial Group Inc. Common Stock - 514936103 4224860 122000 Sole 122000 Ligand Pharmaceuticals Common Stock - 53220K207 181226.8 9190 Sole 9190 Labratory Corporation Of American Holdings Common Stock - 50540R409 46012.8 480 Sole 480 L3 Communications Common Stock - 502424104 14277760 127480 Sole 127480 Lockheed Martin Common Stock - 539830109 16371836.56 284332 Sole 284332 Lincoln Nat'l Corp. Common Stock - 534187109 116679 2300 Sole 2300 Lance, Inc. Common Stock - 514606102 893178 62460 Sole 62460 Lodgenet Entertainment Common Stock - 540211109 83106 4860 Sole 4860 Landry's Seafood Restaurant Common Stock - 51508L103 647242.4 28190 Sole 28190 Lowe's Cos. Common Stock - 548661107 5339702.2 122780 Sole 122780 Lam Research Common Stock - 512807108 158328 5400 Sole 5400 Lsi Logic Corp Common Stock - 502161102 47600 2800 Sole 2800 Lightbridge Inc. Common Stock - 532226107 39542 3400 Sole 3400 Limited Inc. Common Stock - 532716107 35800 2000 Sole 2000 Lufkin Inds Common Stock - 549764108 46170 1710 Sole 1710 Lexmark Intl Group Common Stock - 529771107 57180 1000 Sole 1000 Lexington Corporate Properties Trust Common Stock - 529043101 199750 12500 Sole 12500 Lsi Industries Common Stock - 50216C108 45471 2300 Sole 2300 La-Z-Boy Chair Common Stock - 505336107 41175 1500 Sole 1500 Mid-America Apartment Comm. Common Stock - 59522J103 183050 7000 Sole 7000 Macerich Co. Common Stock - 554382101 226125 7500 Sole 7500 Mattel, Inc. Common Stock - 577081102 37512 1800 Sole 1800 Matria Healthcare Inc Com New Common Stock - 576817209 45347.5 1870 Sole 1870 Maxwell Shoe Company Common Stock - 577766108 40960 2560 Sole 2560 May Dept. Stores Common Stock - 577778103 31365 900 Sole 900 Mandalay Resort Group Mandalay Common Stock - 562567107 33770 1100 Sole 1100 Memberworks Inc. Common Stock - 586002107 48082.2 2540 Sole 2540 Mckesson Corp. Common Stock - 58155Q103 12875657.99 343993 Sole 343993 Moore Corp. Common Stock - 615785102 33826 2600 Sole 2600 Micros Systems Common Stock - 594901100 130049.5 5110 Sole 5110 Marcus Corp. Common Stock - 566330106 35464 2200 Sole 2200 Medford Bancorp Inc Com Common Stock - 584131106 45432 1800 Sole 1800 M D C Hldgs Inc Com Common Stock - 552676108 4330713.6 100248 Sole 100248 Medical Action Ind Inc Com Common Stock - 58449L100 36863.2 2840 Sole 2840 Medamicus Inc Com Common Stock - 584027106 29051.2 2680 Sole 2680 Medquist Inc Com Common Stock - 584949101 36000 1200 Sole 1200 Media General Inc. Class A Common Stock - 584404107 44450 700 Sole 700 Mentor Graphics Common Stock - 587200106 2338084 110600 Sole 110600 Methode Electrs Inc Common Stock - 591520200 252361.5 20270 Sole 20270 Magna Intl. Common Stock - 559222401 44100 600 Sole 600 Mgm Mirage Common Stock - 552953101 68837 1900 Sole 1900 Magellan Health Svcs Com Common Stock - 559079108 17670 3100 Sole 3100 Mohawk Inds Inc Com Common Stock - 608190104 8021414.1 133490 Sole 133490 M/I Schottenstein Home Common Stock - 55305B101 41921 740 Sole 740 Michaels Stores Common Stock - 594087108 30240 800 Sole 800 Millipore Corp. Common Stock - 601073109 39816 900 Sole 900 Mim Corp. Common Stock - 553044108 68145 4130 Sole 4130 Mccormick & Co. Common Stock - 579780206 42949.2 840 Sole 840 Advanced Marketing Services Common Stock - 00753T105 854400 35600 Sole 35600 Midland Co Com Common Stock - 597486109 42600 1000 Sole 1000 Mills Corp. Common Stock - 601148109 206904 7400 Sole 7400 Mid Atlantic Medical Supplies Common Stock - 59523C107 3502650 122900 Sole 122900 Merit Medical System Common Stock - 589889104 54944 2720 Sole 2720 Mcclatchy Newspapers Common Stock - 579489105 52839.3 890 Sole 890 Mentor Corp. Minn. Common Stock - 587188103 50512 1400 Sole 1400 Modtech Common Stock - 60783C100 49995.8 4570 Sole 4570 Moog Inc. 'a' Common Stock - 615394202 892800 27900 Sole 27900 Movado Group Common Stock - 624580106 50485 2300 Sole 2300 Movie Gallery Inc. Common Stock - 624581104 94606.7 5510 Sole 5510 Mro Software Inc Com Common Stock - 55347W105 83970 6750 Sole 6750 Medicis Pharmaceutical Corp. Common Stock - 584690309 33300 600 Sole 600 Microsoft Corp. Common Stock - 594918104 54279 900 Sole 900 Mettler Toledo Intl Com Common Stock - 592688105 72416 1600 Sole 1600 Meritage Corp Com Common Stock - 59001A102 46008 720 Sole 720 Vail Resorts Common Stock - 91879Q109 33968 1600 Sole 1600 Mississippi Vy Bancshs Com Common Stock - 605720101 43416 1080 Sole 1080 Microvision Inc Wash Com Common Stock - 594960106 77541.8 6790 Sole 6790 Midway Games Inc Com Common Stock - 598148104 44418 3300 Sole 3300 Metris Corp. Common Stock - 591598107 31200 1560 Sole 1560 Myers Inds. Common Stock - 628464109 51910 3580 Sole 3580 Mykrolis Corp Common Stock - 62852P103 9311.61 609 Sole 609 Mylan Labs. Common Stock - 628530107 10985044.8 372880 Sole 372880 Nash Finch Co. Common Stock - 631158102 1505835 55260 Sole 55260 Nature's Sunshine Pr Common Stock - 639027101 37329.3 3330 Sole 3330 Nbty Inc Com Common Stock - 628782104 3574070 209500 Sole 209500 New Century Financial Com Common Stock - 64352D101 2643642 116460 Sole 116460 Nucentrix Broadband Com Common Stock - 670198100 30450 3500 Sole 3500 Nci Building Systems Inc. Common Stock - 628852105 62550 2780 Sole 2780 Indymac Bancorp Inc. Common Stock - 456607100 3344380 135400 Sole 135400 99 Cents Only Store Common Stock - 65440K106 34506 900 Sole 900 Nordson Corp Common Stock - 655663102 1688400 56000 Sole 56000 Neogen Corp Com Common Stock - 640491106 43608 2760 Sole 2760 No. Fork Bancorp Common Stock - 659424105 44450 1250 Sole 1250 Nationwide Health Properties Inc. Common Stock - 638620104 189410 9400 Sole 9400 Nike, Inc. 'b' Common Stock - 654106103 30005 500 Sole 500 Annaly Mortgage Management Common Stock - 035710409 2083446 122700 Sole 122700 Numerical Technologies Common Stock - 67053T101 181979.7 13470 Sole 13470 Nmt Med Inc Com Common Stock - 629294109 44800 5600 Sole 5600 Commercial Net Lease Realty Common Stock - 202218103 181480 13000 Sole 13000 Nokia Corp. Adr Common Stock - 654902204 49776 2400 Sole 2400 Northwestern Corp Com Common Stock - 668074107 803000 36500 Sole 36500 Noven Pharmaceuticals Com Common Stock - 670009109 35050.6 1690 Sole 1690 Natl Penn Bancshares Com Common Stock - 637138108 46683 1900 Sole 1900 National Semiconduct Common Stock - 637640103 57273 1700 Sole 1700 Netbank Inc Com Common Stock - 640933107 941330 55700 Sole 55700 Netiq Corp. Common Stock - 64115P102 117774 5400 Sole 5400 Nortek Inc. Common Stock - 656559101 61200 1700 Sole 1700 Netsolve Inc Com Common Stock - 64115J106 43845 5550 Sole 5550 Nu Skin Enterprises Cl A Common Stock - 67018T105 105386.4 9840 Sole 9840 Nvidia Common Stock - 67066G104 5249739.84 118344 Sole 118344 Novadigm Inc Com Common Stock - 669937104 51371.2 6620 Sole 6620 NVR Inc. Common Stock - 62944T105 4265560 13520 Sole 13520 Newell Rubbermaid Inc. Common Stock - 651229106 38352 1200 Sole 1200 New Plan Excel Realty Trust Common Stock - 648053106 210525 10500 Sole 10500 Realty Income Corp. Common Stock - 756109104 209160 6300 Sole 6300 Ocular Sciences Common Stock - 675744106 47604.93 1700 Sole 1700 Office Depot Common Stock - 676220106 15626317 787220 Sole 787220 Orthofix Intl Nv Com Common Stock - N6748L102 93162.3 2310 Sole 2310 Oxford Health Plans Common Stock - 691471106 58506 1400 Sole 1400 Oceaneering Internat Common Stock - 675232102 2460070 84830 Sole 84830 O2Micro International Ltd Common Stock - G6797E106 80362 4600 Sole 4600 Old Nat'l Bancorp - Common Stock - 680033107 1483120.8 60585 Sole 60585 Onesource Info Svcs Com Common Stock - 68272J106 61236 8400 Sole 8400 Option Care Inc Com Common Stock - 683948103 39624 2400 Sole 2400 Old Second Bancorp Inc Com Common Stock - 680277100 44198 1100 Sole 1100 Osi Systems Inc Com Common Stock - 671044105 44352 1760 Sole 1760 Osmonics Inc Com Common Stock - 688350107 51891 3530 Sole 3530 Open Text Corp. Common Stock - 683715106 45090 1800 Sole 1800 Oshkosh Truck Common Stock - 688239201 1200590 21100 Sole 21100 Overture Services Inc. Common Stock - 69039R100 111680 4000 Sole 4000 Overland Data, Inc. Common Stock - 690213103 45150 4200 Sole 4200 Omnivision Technologie Com Common Stock - 682128103 94637.4 8580 Sole 8580 Bank Of The Ozarks Inc Common Stock - 063904106 55445.5 1870 Sole 1870 Ameripath Inc Com Common Stock - 03071D109 32160 1200 Sole 1200 Pepsi Bottling Group Inc. Common Stock - 713409100 15333459.44 592712 Sole 592712 Pitney Bowes Common Stock - 724479100 132680 3100 Sole 3100 Pep Boys Common Stock - 713278109 3049113.6 183240 Sole 183240 Pc Connection Inc. Common Stock - 69318J100 74764.8 7080 Sole 7080 Pdi Inc. Common Stock - 69329V100 32224 1900 Sole 1900 Pediatrix Medical Group, Inc. Common Stock - 705324101 3631716 89100 Sole 89100 Pegasus Solutions Inc. Com Common Stock - 705906105 274355 14830 Sole 14830 Perot Sys Corp Cl A Common Stock - 714265105 61845 3100 Sole 3100 P E T Smart, Inc. Common Stock - 716768106 47460 3500 Sole 3500 Pff Bancorp, Inc. Common Stock - 69331W104 89544 2870 Sole 2870 Pfizer, Inc. Common Stock - 717081103 5474979.8 137770 Sole 137770 Procter & Gamble Common Stock - 742718109 6560353.8 72820 Sole 72820 Progressive (ohio) Common Stock - 743315103 15859224.84 95182 Sole 95182 Pharmacia Corporation Common Stock - 71713U102 36064 800 Sole 800 Peoples Hldg Co Com Common Stock - 711148106 46222 1210 Sole 1210 Pulte Corp. Common Stock - 745867101 25839 540 Sole 540 Pioneer-Standard Common Stock - 723877106 45280 3200 Sole 3200 Pier 1 Imports Common Stock - 720279108 45503.9 2210 Sole 2210 Pixar Inc. Common Stock - 725811103 97888 2660 Sole 2660 Park Electrochemical Common Stock - 700416209 58000 2000 Sole 2000 Perkinelmer Inc Com Common Stock - 714046109 136900 7400 Sole 7400 Playboy Enterprises Common Stock - 728117300 44408 2600 Sole 2600 The Children's Place Common Stock - 168905107 3135000 95000 Sole 95000 Polycom Common Stock - 73172K104 127920 5200 Sole 5200 Polymedica Corp Common Stock - 731738100 53445 2100 Sole 2100 Eplus, Inc. Common Stock - 294268107 44508.1 4690 Sole 4690 Plains Resources Common Stock - 726540503 44037.6 1770 Sole 1770 Plx Technology Common Stock - 693417107 62464 5120 Sole 5120 Pomeroy Computer Resources Common Stock - 731822102 73774.8 4860 Sole 4860 PNM RES INC COM Common Stock - 69349H107 4221882 137700 Sole 137700 Pentair Common Stock - 709631105 116922 2600 Sole 2600 Catalina Marketing Cp Com Common Stock - 148867104 32850 900 Sole 900 Possis Corp. Common Stock - 737407106 138885 7050 Sole 7050 Power Integrations, Inc. Common Stock - 739276103 40005 2100 Sole 2100 Powell Industries Common Stock - 739128106 47307.3 2130 Sole 2130 Ppl Corporation Common Stock - 69351T106 34460.7 870 Sole 870 Proquest Company Com Common Stock - 74346P102 68784 1600 Sole 1600 Progess Software Cor Common Stock - 743312100 58048 3200 Sole 3200 Prosperity Bancshares Inc. Common Stock - 743606105 48174 1480 Sole 1480 Pharmaceutical Resou Common Stock - 717125108 23309 1100 Sole 1100 Parexel Intl Corp Com Common Stock - 699462107 76510.8 4770 Sole 4770 Peoplesoft Inc. Common Stock - 712713106 58448 1600 Sole 1600 Payless Shoesource Inc Com Common Stock - 704379106 30525 500 Sole 500 Pss World Med Inc Com Common Stock - 69366A100 49000 5000 Sole 5000 Pacific Sunwear Ca Inc Com Common Stock - 694873100 1680180 68300 Sole 68300 Performance Technologies Common Stock - 71376K102 21546 2700 Sole 2700 Pathmark Stores Inc. Common Stock - 70322A101 31135 1300 Sole 1300 P A M Transn Svcs Inc Com Common Stock - 693149106 22264 880 Sole 880 Pulitzer Inc. Common Stock - 745769109 78645 1470 Sole 1470 Phillips-Van Heusen Common Stock - 718592108 40919 2900 Sole 2900 Cash Amer. Investmen Common Stock - 14754D100 49104 5580 Sole 5580 Pittston Co Com Brinks Grp Common Stock - 725701106 35140 1400 Sole 1400 Papa John's Intl,inc. Common Stock - 698813102 37080.4 1330 Sole 1330 Quaker City Bancorp Inc Common Stock - 74731K106 41184 1300 Sole 1300 Q Med Com Common Stock - 747914109 57599 4780 Sole 4780 Qlogic Corp Common Stock - 747277101 148560 3000 Sole 3000 Quovadx Inc. Common Stock - 74913K106 48945.9 5890 Sole 5890 Racing Champions Corp Com Common Stock - 750069106 49280 2560 Sole 2560 Ralcorp Holdings Common Stock - 751028101 42704 1570 Sole 1570 Regal Beloit Corp. Common Stock - 758750103 49311.5 1930 Sole 1930 Reebok Int'l Common Stock - 758110100 32436 1200 Sole 1200 Rent-A-Center Common Stock - 76009N100 40872 800 Sole 800 Register.Com Common Stock - 75914G101 178342.8 19860 Sole 19860 Reader's Digest Common Stock - 755267101 31374 1400 Sole 1400 Ruddick Corp. Common Stock - 781258108 38604.8 2320 Sole 2320 Radian Group Inc. Common Stock - 750236101 15301131.72 311759 Sole 311759 Regency Centers Corp. Common Stock - 758849103 203140 7000 Sole 7000 Respironics Inc Common Stock - 761230101 35640 1100 Sole 1100 Retek Inc. Com Common Stock - 76128Q109 133875 5100 Sole 5100 Reynolds & Reynolds Common Stock - 761695105 129000 4300 Sole 4300 R&g Financial Corp. Class B Common Stock - 749136107 1837546 92200 Sole 92200 Regis Corp. Common Stock - 758932107 48859.2 1740 Sole 1740 Ruby Tuesday Inc. Common Stock - 781182100 4298925 184900 Sole 184900 Rock-Tenn Company - Class A Common Stock - 772739207 883740 41200 Sole 41200 Coors Adolph Co Cl B Common Stock - 217016104 48578.4 720 Sole 720 Polo Ralph Lauren Corp. Common Stock - 731572103 35016 1200 Sole 1200 Rli Corp Common Stock - 749607107 47047 910 Sole 910 Right Manage Common Stock - 766573109 1038499.8 41015 Sole 41015 Russell Corp. Common Stock - 782352108 31290 2100 Sole 2100 Rogers Corp. Common Stock - 775133101 96309 2900 Sole 2900 Rockwell Automation Inc. Common Stock - 773903109 7705246.6 384110 Sole 384110 Hotels.com Common Stock - 441451101 35947.3 610 Sole 610 Ross Stores Common Stock - 778296103 43882.8 1160 Sole 1160 Rayovac Corp Com Common Stock - 755081106 49440 3200 Sole 3200 Rpm Inc Ohio Com Common Stock - 749685103 2537449 163180 Sole 163180 Rex Stores Corp. Common Stock - 761624105 96642 5310 Sole 5310 Res-Care Inc. Common Stock - 760943100 37967.1 4670 Sole 4670 Radioshack Corporation Common Stock - 750438103 33044 1100 Sole 1100 Rti Intl Metals Inc Com Common Stock - 74973W107 48972 4240 Sole 4240 Ryan's Family Common Stock - 783519101 42240 1760 Sole 1760 Ryland Group Common Stock - 783764103 3905660 43300 Sole 43300 Sears, Roebuck Common Stock - 812387108 44604.9 870 Sole 870 Sanderson Farms Common Stock - 800013104 46980 1740 Sole 1740 Sonic Automotive Inc. Common Stock - 83545G102 1362890.8 45460 Sole 45460 BOSTON BEER INC CL A Common Stock - 100557107 38052 2520 Sole 2520 Seacoast Banking Corp. Fla. A Common Stock - 811707108 44462 940 Sole 940 Sinclair Broadcast Group - A Common Stock - 829226109 33875 2500 Sole 2500 SPANISH BROADCASTING CL A Common Stock - 846425882 147017.5 10850 Sole 10850 Seacoast Finl Svcs Com Common Stock - 81170Q106 876205 44500 Sole 44500 Scholastic Corp Common Stock - 807066105 43352 800 Sole 800 Sicor Inc. Common Stock - 825846108 39284 2300 Sole 2300 Scansource Inc. Common Stock - 806037107 1725286.15 28700 Sole 28700 Scottish Annuity Fund Common Stock - G7885T104 47310 2490 Sole 2490 Systems & Computer T Common Stock - 871873105 141528.7 10730 Sole 10730 Shoe Carnival Inc. Common Stock - 824889109 46875.4 2860 Sole 2860 7-Eleven Inc Common Stock - 817826209 40251.5 3610 Sole 3610 Seachange Int'l Common Stock - 811699107 43595.3 2870 Sole 2870 Scientific Atlanta Common Stock - 808655104 129360 5600 Sole 5600 Smithfield Foods, Inc. Common Stock - 832248108 45936 1760 Sole 1760 Istar Financial Inc. Common Stock - 45031U101 189295 6550 Sole 6550 Simmons First Nation Common Stock - 828730200 84955.5 2610 Sole 2610 Schulman (a.) Common Stock - 808194104 865117 47300 Sole 47300 Shurgard Storage Centers Common Stock - 82567D104 186450 5500 Sole 5500 Staten Island Bancorp. Common Stock - 857550107 1066656 54200 Sole 54200 Sierra Health Servic Common Stock - 826322109 1461951.6 111770 Sole 111770 Shopko Stores, Inc. Common Stock - 824911101 92310 5100 Sole 5100 Silicon Labs Inc. Common Stock - 826919102 148386 4200 Sole 4200 SILGAN HOLDINGS INC COM Common Stock - 827048109 2681420.3 80210 Sole 80210 Usa Education Inc. Common Stock - 90390U102 16036363.8 163971 Sole 163971 Spectralink Corp. Common Stock - 847580107 49799.4 4970 Sole 4970 Standard Motor Prod. Common Stock - 853666105 44384 3040 Sole 3040 Standard Microsystem Common Stock - 853626109 53360 2320 Sole 2320 Semtech Corp. Common Stock - 816850101 12770328 349872 Sole 349872 Semitool Inc, Common Stock - 816909105 54381.8 4180 Sole 4180 Snap-On Tools Common Stock - 833034101 46308 1360 Sole 1360 The Steak N Shake Company Common Stock - 857873103 82895 5900 Sole 5900 Sola International Inc. Common Stock - 834092108 141606.4 9620 Sole 9620 Si Corporation Common Stock - 78463B101 129696 8400 Sole 8400 Staples, Inc. Common Stock - 855030102 35946 1800 Sole 1800 Panamsat Corp. Common Stock - 697933109 38616.5 1690 Sole 1690 First Source Corp Common Stock - 336901103 48780.8 2060 Sole 2060 Serena Software, Inc. Common Stock - 817492101 140400 7200 Sole 7200 Service Corp. Int'l Common Stock - 817565104 31376 5920 Sole 5920 Sunrise Assisted Living Common Stock - 86768K106 1656862.8 60780 Sole 60780 Scripps, E. W. Co. Common Stock - 811054204 32848 400 Sole 400 Lone Star Steakhouse Common Stock - 542307103 82515.5 3950 Sole 3950 Stewart Information Services Common Stock - 860372101 794800 39740 Sole 39740 Steris Corp Com Common Stock - 859152100 43806 2100 Sole 2100 Stewart Enterprises Common Stock - 860370105 36243.97 6070 Sole 6070 Stellent Inc Com Common Stock - 85856W105 36401.4 3780 Sole 3780 St. Francis Capital Corp. Common Stock - 789374105 44337.7 1870 Sole 1870 St. Jude Med Inc Common Stock - 790849103 38575 500 Sole 500 Storage Technology Common Stock - 862111200 5967824 278350 Sole 278350 Sterling Bancorp Common Stock - 859158107 47212 1480 Sole 1480 Standard Commercial Common Stock - 853258101 859134 44700 Sole 44700 Constellation Brands Inc. Common Stock - 21036P108 3762561.6 68460 Sole 68460 Suffolk Bancorp Com Common Stock - 864739107 43681.5 1530 Sole 1530 Schweitzer-Mauduit, Inc. Common Stock - 808541106 83247.5 3350 Sole 3350 Sybron Dental Special Com Common Stock - 871142105 42210 2100 Sole 2100 Sykes Enterprises Inc Com Common Stock - 871237103 120834.3 12470 Sole 12470 Symantec Corp. Common Stock - 871503108 140114 3400 Sole 3400 Symmetricom Inc Com Common Stock - 871543104 20427 3300 Sole 3300 Syntel Inc Com Common Stock - 87162H103 130758 9300 Sole 9300 Sysco Corp Common Stock - 871829107 121069.2 4060 Sole 4060 Amer. Tel. & Tel. Common Stock - 001957109 45530 2900 Sole 2900 Taro Pharmaceuticals, Inc. Common Stock - M8737E108 28350 1000 Sole 1000 Tasty Baking Co. Common Stock - 876553306 30770 1700 Sole 1700 Tbc Corp. Common Stock - 872180104 53360 3680 Sole 3680 Tecnomatrix Technologies Ltd. Common Stock - M8743P105 65294.8 4780 Sole 4780 Cornerstone Realty Income Trust Common Stock - 21922V102 195125 17500 Sole 17500 Tidewater Inc. Common Stock - 886423102 6870017 162220 Sole 162220 Tech Data Common Stock - 878237106 39006.5 850 Sole 850 Tektronix, Inc. Common Stock - 879131100 127764 5400 Sole 5400 Terayon Communication Common Stock - 880775101 76320 9000 Sole 9000 Teva Pharmaceutical Common Stock - 881624209 36082.2 660 Sole 660 Trigon Healthcare, Inc. Common Stock - 89618L100 76034.6 1030 Sole 1030 Target Corporation Common Stock - 87612E106 7173443.2 166360 Sole 166360 Theragenics Corp. Common Stock - 883375107 47817 4830 Sole 4830 Tenet Healthcare Corp. Common Stock - 88033G100 15219035.64 227082 Sole 227082 Thor Inds. Common Stock - 885160101 33110 700 Sole 700 Tier Technologies Inc. Class B Common Stock - 88650Q100 40948 2320 Sole 2320 Thomas Inds. Common Stock - 884425109 46800 1600 Sole 1600 Tekelec Common Stock - 879101103 120330 10500 Sole 10500 Talbot's Inc Common Stock - 874161102 34692 980 Sole 980 Ticketmaster Online Common Stock - 88633P203 141984 4800 Sole 4800 Tompkinstrustco Inc Com Common Stock - 890110109 45576 1080 Sole 1080 Thomas & Betts Common Stock - 884315102 61364 2900 Sole 2900 Toll Brothers Common Stock - 889478103 29910 600 Sole 600 Too Inc. Common Stock - 890333107 32439 1100 Sole 1100 Intrado Inc Com Common Stock - 46117A100 64716.3 2970 Sole 2970 Trustmark Corp. Common Stock - 898402102 1563594 61900 Sole 61900 Tripos Inc Com Common Stock - 896928108 61261.2 2340 Sole 2340 Transaction Sys Archit Cl A Common Stock - 893416107 221844 19460 Sole 19460 Tractor Supply Company Common Stock - 892356106 55200 1200 Sole 1200 Sabre Holdings Corp. Common Stock - 785905100 7786089.9 166690 Sole 166690 Tetra Tech Inc New Com Common Stock - 88162G103 37154 2600 Sole 2600 3tec Energy Corporation Common Stock - 88575R308 85932 5040 Sole 5040 Tetra Technologies In. Common Stock - 88162F105 61586 2120 Sole 2120 Tti Team Telecom Int'l Ltd. Common Stock - M88258104 107625 3750 Sole 3750 Ttm Technologies Inc Com Common Stock - 87305R109 77991.7 7870 Sole 7870 Tuesday Morning Corp Common Stock - 899035505 38761.9 1900 Sole 1900 Trans World Music Common Stock - 89336Q100 63000 7500 Sole 7500 Texas Instruments Common Stock - 882508104 59580 1800 Sole 1800 Txu Corporation Common Stock - 873168108 6952205.4 127540 Sole 127540 United Auto Group Common Stock - 909440109 36064 1600 Sole 1600 Universal Electronics, Inc. Common Stock - 913483103 75594 5160 Sole 5160 Universal Fst Prods Com Common Stock - 913543104 890858.1 37290 Sole 37290 Universal Health Ser Common Stock - 913903100 37125 900 Sole 900 United Natl Bancorp Nj Com Common Stock - 910909100 43384 1870 Sole 1870 Unifirst Corp. Common Stock - 904708104 44012.5 1750 Sole 1750 United Natural Foods Common Stock - 911163103 2712699 108900 Sole 108900 Unitedhealth Group Inc. Common Stock - 91324P102 14416556.58 188649 Sole 188649 Apollo Group Inc Com Unv Phoenx Common Stock - 37604105 95813.6 2290 Sole 2290 Urban Outfitters Inc Com Common Stock - 917047102 49035 2100 Sole 2100 Urs Corp Common Stock - 903236107 882211 27830 Sole 27830 Usa Networks Common Stock - 902984103 38759.4 1220 Sole 1220 UST Inc. Common Stock - 902911106 31144 800 Sole 800 Uti Worldwide Inc Ord Common Stock - G87210103 49302 2490 Sole 2490 Utstarcom, Inc. Common Stock - 918076100 12259718.39 467393 Sole 467393 United Technologies Common Stock - 913017109 6632738 89390 Sole 89390 Valspar Corp. Common Stock - 920355104 8407739.6 178660 Sole 178660 Valmont Inds. Common Stock - 920253101 49762 2780 Sole 2780 Varian Inc. Common Stock - 922206107 155554 4100 Sole 4100 Vastera Inc Com Common Stock - 92239N109 89276.6 6020 Sole 6020 Versicor Inc. Common Stock - 925314106 85156.8 4710 Sole 4710 V.F. Corp. Common Stock - 918204108 36762.5 850 Sole 850 Veritas Software Corp Common Stock - 923436109 56979 1300 Sole 1300 Varian Semiconductor Com Common Stock - 922207105 148500 3300 Sole 3300 Veritas Dgc Inc. Common Stock - 92343p107 92497.7 5470 Sole 5470 Viad Corp. Common Delaware Common Stock - 92552R109 43120 1540 Sole 1540 Valuevision International Inc. Common Stock - 92047K107 33200 1600 Sole 1600 Waters Corporation Common Stock - 941848103 39158 1400 Sole 1400 Websense, Inc. Common Stock - 947684106 32708 1300 Sole 1300 West Coast Bancorp/Oregon Common Stock - 952145100 45315 3000 Sole 3000 Wendy's Int'l Common Stock - 950590109 48272.4 1380 Sole 1380 Whole Foods Market Common Stock - 966837106 31983 700 Sole 700 Willbros Group Inc. Common Stock - 969199108 46898.9 2810 Sole 2810 Winnebago Common Stock - 974637100 41150.2 980 Sole 980 Woodward Governor Co. Common Stock - 980745103 1878240 27300 Sole 27300 WACKENHUT CORRECTIONS COM Common Stock - 929798106 64950 4330 Sole 4330 Whirlpool Corp. Common Stock - 963320106 45330 600 Sole 600 Encore Wire Corp Common Stock - 292562105 55641.6 3360 Sole 3360 Witness Sys Inc Com Common Stock - 977424100 74711.7 5310 Sole 5310 Wellpoint Health Common Stock - 94973H108 38202 600 Sole 600 Walter Industries Common Stock - 93317Q105 97194.6 7380 Sole 7380 Wal-Mart Stores Common Stock - 931142103 36780 600 Sole 600 Westwood One Inc Com Common Stock - 961815107 42185 1100 Sole 1100 Watson Pharmaceuticals Common Stock - 942683103 32508 1200 Sole 1200 Wesbanco Common Stock - 950810101 47800 2000 Sole 2000 Wsfs Financial Corp. Common Stock - 929328102 44575.2 2460 Sole 2460 Williams Sonoma Inc Com Common Stock - 969904101 36792 800 Sole 800 Watsco Inc Com Common Stock - 942622200 55692 3120 Sole 3120 West Co. Common Stock - 955306105 107742.5 3550 Sole 3550 Wintrust Financial Corp. Common Stock - 97650W108 877568.85 38205 Sole 38205 Watts Industries Common Stock - 942749102 44184 2630 Sole 2630 Wet Seal Inc 'a' Common Stock - 961840105 4889833.5 140150 Sole 140150 Xicor Inc Com Common Stock - 984903104 84933.7 7990 Sole 7990 Xilinx Inc Common Stock - 983919101 131538 3300 Sole 3300 Exxon Mobil Corp. Common Stock - 30231G102 118341 2700 Sole 2700 U.S. Xpress Enterprises-A Common Stock - 90338N103 102487 8470 Sole 8470 Dentsply Int'l Common Stock - 249030107 41136.6 1110 Sole 1110 Xerox Corp. Common Stock - 984121103 140825 13100 Sole 13100 Tricon Restaurants Common Stock - 895953107 47317.9 805 Sole 805 Zebra Technologies Common Stock - 989207105 54090 1000 Sole 1000 Zale Corporation Common Stock - 988858106 28420 700 Sole 700 Zoll Medical Corp. Common Stock - 989922109 45312 1180 Sole 1180 Zoran Corp. Common Stock - 98975F101 157248 3600 Sole 3600
-----END PRIVACY-ENHANCED MESSAGE-----