-----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, Un3TLN3wDxi5xdKgYBIrQSSTGGfWAtgoswawQgfPev0cQjcUfXIjtK6NtZVjhwDF AEo14Lnhxwd0EcFQet1FjQ== 0000912057-02-003083.txt : 20020414 0000912057-02-003083.hdr.sgml : 20020414 ACCESSION NUMBER: 0000912057-02-003083 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20011231 FILED AS OF DATE: 20020129 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: 02520175 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 a2068849z13f-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: 12-31-2001 ----------------------- 4th 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 01-25-02 - ------------------------------- ----------------- ------------- [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: 728 -------------------- Form 13F Information Table Value Total: $ 787,856,085 -------------------- (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. NONE
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 Agilent Technologies Inc. Common Stock - Long 00846U101 51318 1800 Sole 1800 AAON INC COM PAR $0.004 Common Stock - Long 000360206 56281 2300 Sole 2300 Apple Computer Common Stock - Long 037833100 50370 2300 Sole 2300 Anchor Bancorp Wis Inc Com Common Stock - Long 032839102 823136 46400 Sole 46400 Abm Industries Common Stock - Long 000957100 42636 1360 Sole 1360 Albertson's, Inc. Common Stock - Long 013104104 114623.6 3640 Sole 3640 Arctic Cat Inc. Common Stock - Long 039670104 73440 4320 Sole 4320 Affiliated Computer Cl A Common Stock - Long 008190100 790668.5 7450 Sole 7450 Actel Corporation Common Stock - Long 004934105 49775 2500 Sole 2500 Action Performance Co. Common Stock - Long 004933107 145244.45 4745 Sole 4745 Alberto-Culver 'b' Common Stock - Long 013068101 37581.6 840 Sole 840 Advo-System Common Stock - Long 007585102 43430 1010 Sole 1010 Adobe Systems Common Stock - Long 00724F101 58995 1900 Sole 1900 Adelphia Communicati Common Stock - Long 006848105 53006 1700 Sole 1700 Archer Daniels Midl' Common Stock - Long 039483102 6705597.15 467289 Sole 467289 Adaptec Common Stock - Long 00651F108 56550 3900 Sole 3900 Andrx Corporation Common Stock - Long 034553107 66185.4 940 Sole 940 Autodesk Common Stock - Long 052769106 55905 1500 Sole 1500 Advanta Corp. 'a' Common Stock - Long 007942105 51688 5200 Sole 5200 Advance Pcs Common Stock - Long 00790K109 12178723.8 414948 Sole 414948 Amc Entertainment Common Stock - Long 001669100 43200 3600 Sole 3600 FEDERAL AGRIC MTG CORP CL C Common Stock - Long 313148306 32400 800 Sole 800 Allergan, Inc. Common Stock - Long 018490102 224399.5 2990 Sole 2990 Argosy Gaming Co Com Common Stock - Long 040228108 1461448.8 44940 Sole 44940 Amerada-Hess Common Stock - Long 023551104 639000 10224 Sole 10224 American Home Mtg. Holdings Common Stock - Long 02660M108 1127720 93200 Sole 93200 ANTHRACITE CAP INC COM Common Stock - Long 037023108 50554 4600 Sole 4600 Applied Industrial Technology Common Stock - Long 03820C105 48490 2600 Sole 2600 Apartment Inv & Mgmt Common Stock - Long 03748R101 187493 4100 Sole 4100 Acclaim Entertainment Common Stock - Long 004325205 48230 9100 Sole 9100 Alliance Gaming Corp. Common Stock - Long 01859P609 4316215.4 146860 Sole 146860 Analogic Corp. Common Stock - Long 032657207 34659 900 Sole 900 Alloy Inc. Common Stock - Long 019855105 129180 6000 Sole 6000 Amer. Greetings Common Stock - Long 026375105 35001.2 2540 Sole 2540 Applied Materials Common Stock - Long 038222105 52130 1300 Sole 1300 Ambassadors Int'l Inc. Common Stock - Long 023178106 41980 2000 Sole 2000 American Medical Systems Holdings Common Stock - Long 02744M108 103450 5000 Sole 5000 Amer. Management Sys Common Stock - Long 027352103 70512 3900 Sole 3900 American Woodmark Corp. Common Stock - Long 030506109 1170675 21780 Sole 21780 Autonation Inc. Common Stock - Long 05329W102 43031.7 3490 Sole 3490 Ansys Inc Com Common Stock - Long 03662Q105 93670 3800 Sole 3800 Ansoft Corp. Common Stock - Long 036384105 78840 5400 Sole 5400 Aol Time Warner Common Stock - Long 00184A105 195810 6100 Sole 6100 Smith (a.O.) Corp. Common Stock - Long 831865209 52650 2700 Sole 2700 Anadarko Petroleum Common Stock - Long 032511107 714490.8 12568 Sole 12568 Apogee Enterprises Common Stock - Long 037598109 35753.2 2260 Sole 2260 Apollo Group Inc Cl A Common Stock - Long 037604105 181165.25 4025 Sole 4025 Applebee's Int'l Common Stock - Long 037899101 30780 900 Sole 900 Alliance Resource Partners Common Stock - Long 01877R108 54200 2000 Sole 2000 Arvinmeritor Inc. Common Stock - Long 043353101 33388 1700 Sole 1700 ARROW FINL CORP COM Common Stock - Long 042744102 33714.45 1155 Sole 1155 Arthrocare Corp Com Common Stock - Long 043136100 32274 1800 Sole 1800 Arrow Electronics Common Stock - Long 042735100 53820 1800 Sole 1800 Ameristar Casinos Common Stock - Long 03070Q101 97945.5 3910 Sole 3910 American Standard Companies Common Stock - Long 029712106 87061.48 1276 Sole 1276 Asiainfo Holdings Inc Common Stock - Long 04518A104 64454 3700 Sole 3700 ASM INTL N V COM Common Stock - Long N07045102 66334 3400 Sole 3400 Archstone Smith Trust Common Stock - Long 039583109 170950 6500 Sole 6500 ASYST TECHNOLOGY CP COM Common Stock - Long 04648X107 66352 5200 Sole 5200 Alltel Corp. Common Stock - Long 020039103 49384 800 Sole 800 Aftermarket Technology Corp. Common Stock - Long 008318107 66144.6 4083 Sole 4083 Alliant Tech. Common Stock - Long 018804104 2640240 34200 Sole 34200 Actuant Corp. Common Stock - Long 00508X203 43680 1300 Sole 1300 Activision Inc. Common Stock - Long 004930202 877057.2 33720 Sole 33720 Avocent Corp. Common Stock - Long 053893103 65475 2700 Sole 2700 Avid Technology, Inc. Common Stock - Long 05367P100 40095 3300 Sole 3300 Avant Corp. Common Stock - Long 053487104 112695 5500 Sole 5500 Avxcorp. Common Stock - Long 002444107 161827.4 6860 Sole 6860 Anixter International Inc. Common Stock - Long 035290105 723219.3 24930 Sole 24930 Autozone Inc. Common Stock - Long 053332102 14973961.8 208551 Sole 208551 Aztar Corp. Common Stock - Long 054802103 1038525 56750 Sole 56750 Bankamerica Corp. Common Stock - Long 060505104 81835 1300 Sole 1300 Barra Inc. Common Stock - Long 068313105 51799 1100 Sole 1100 Baxter Int'l Inc. Common Stock - Long 071813109 96534 1800 Sole 1800 Blockbuster, Inc. Common Stock - Long 093679108 36288 1440 Sole 1440 Black Box Corp Del Com Common Stock - Long 091826107 52880 1000 Sole 1000 Bankatlantic Bancorp Inc. - A Common Stock - Long 065908501 744498 81100 Sole 81100 Best Buy Co. Common Stock - Long 086516101 37240 500 Sole 500 Boise Cascade Common Stock - Long 097383103 7419587.59 218159 Sole 218159 Boston Communications Common Stock - Long 100582105 38590 3400 Sole 3400 Bandag, Inc. Common Stock - Long 059815100 43797.6 1260 Sole 1260 Becton, Dickinson Common Stock - Long 075887109 89505 2700 Sole 2700 Bebe Stores Inc. Common Stock - Long 075571109 72774 3900 Sole 3900 Beckman Instruments Common Stock - Long 075811109 101890 2300 Sole 2300 Bei Technologies Inc. Common Stock - Long 05538P104 31392 1800 Sole 1800 Beverly Enterprises Common Stock - Long 087851309 2366720 275200 Sole 275200 Bright Horizons Family Solutions Common Stock - Long 109195107 39186 1400 Sole 1400 Borders Group, Inc. Common Stock - Long 099709107 33728 1700 Sole 1700 Benchmark Electronics Common Stock - Long 08160H101 89112 4700 Sole 4700 Bjs Wholesale Club Common Stock - Long 05548J106 56800.8 1288 Sole 1288 Bj Services Common Stock - Long 055482103 7789038.4 240032 Sole 240032 The Buckle Inc. Common Stock - Long 118440106 45938 2060 Sole 2060 Bankunited Fin'l Corp. Common Stock - Long 06652B103 92070 6200 Sole 6200 Boron, Lepore & Associates Common Stock - Long 10001P102 37233 2700 Sole 2700 Bmc Software Common Stock - Long 055921100 49110 3000 Sole 3000 Biomet Common Stock - Long 090613100 92700 3000 Sole 3000 Biomarin Pharmaceutical Common Stock - Long 09061G101 98112 7300 Sole 7300 Bristol-Myers Squibb Common Stock - Long 110122108 91800 1800 Sole 1800 Bob Evans Farms Common Stock - Long 096761101 1586853.45 64585 Sole 64585 Bausch & Lomb Common Stock - Long 071707103 109214 2900 Sole 2900 BROOKS AUTOMATION INC COM Common Stock - Long 11434A100 56938 1400 Sole 1400 Barr Labs Common Stock - Long 068306109 103168 1300 Sole 1300 Brown & Browm Inc. Common Stock - Long 115236101 1010100 37000 Sole 37000 BERRY PETE CO CL A Common Stock - Long 085789105 48670 3100 Sole 3100 Bsb Bancorp Common Stock - Long 055652101 33194 1400 Sole 1400 Anheuser-Busch Common Stock - Long 035229103 31647 700 Sole 700 Borg-Warner Automotive Corp Common Stock - Long 099724106 36575 700 Sole 700 Beazer Homes Usa Inc Com Common Stock - Long 07556Q105 3546549.9 48470 Sole 48470 Computer Associates Common Stock - Long 204912109 14353496.36 416164 Sole 416164 Cascade Corp. Common Stock - Long 147195101 42035 3500 Sole 3500 Conagra Inc. Common Stock - Long 205887102 36605.8 1540 Sole 1540 CSK Auto Corp Common Stock - Long 125965103 58705 5900 Sole 5900 Catapult Communications Corp. Common Stock - Long 149016107 158966 6100 Sole 6100 Cbrl Group Inc. Com Common Stock - Long 12489V106 42982.4 1460 Sole 1460 Circuit City Stores Common Stock - Long 172737108 36589.5 1410 Sole 1410 Ccbt Financial Common Stock - Long 12500Q102 30680 1300 Sole 1300 Countrywide Credit Common Stock - Long 222372104 11358727.65 277245 Sole 277245 Concord Communications Inc. Common Stock - Long 206186108 55755 2700 Sole 2700 Cendant Corp Common Stock - Long 151313103 44906.9 2290 Sole 2290 Crescent Real Estate Equities Co. Common Stock - Long 225756105 128581 7100 Sole 7100 Cerner Corp. Common Stock - Long 156782104 304073.7 6090 Sole 6090 Commercial Federal Corp Common Stock - Long 201647104 2140850 91100 Sole 91100 Community First Banksh Com Common Stock - Long 203902101 1543969 60100 Sole 60100 Consolidated Graphics Com Common Stock - Long 209341106 51975 2700 Sole 2700 CHARTER MUN MTG ACCEP SH BEN INT Common Stock - Long 160908109 32500 2000 Sole 2000 Churchill Downs Inc Com Common Stock - Long 171484108 40667 1100 Sole 1100 Chemed Corp. Common Stock - Long 163596109 54240 1600 Sole 1600 Choice Hotels Intl. Common Stock - Long 169905106 1734566.5 78310 Sole 78310 Chiron Corp. Common Stock - Long 170040109 4954796.8 113020 Sole 113020 Chattem Inc. Common Stock - Long 162456107 38420 2000 Sole 2000 Cima Labs Inc. Common Stock - Long 171796105 93990 2600 Sole 2600 Cinergy Common Stock - Long 172474108 7148804.92 213844 Sole 213844 Circor International Inc. Common Stock - Long 17273K109 33210 1800 Sole 1800 Checkpoint Systems Common Stock - Long 162825103 107200 8000 Sole 8000 Mack-Cali Realty Corp. Common Stock - Long 554489104 195426 6300 Sole 6300 Colonial Properties Trust Common Stock - Long 195872106 180670 5800 Sole 5800 CELESTICA INC SUB VTG SHS Common Stock - Long 15101Q108 56546 1400 Sole 1400 Clorox Co. Common Stock - Long 189054109 7164087 181140 Sole 181140 Capstead Mortgage Corp Common Stock - Long 14067E506 131600 5600 Sole 5600 Commonwealth Bancorp Com Common Stock - Long 20268X102 33225 1500 Sole 1500 Caremark Common Stock - Long 141705103 226709 13900 Sole 13900 Connetics Corp. Common Stock - Long 208192104 55930 4700 Sole 4700 Canadian National Railway Co. Common Stock - Long 136375102 24140 500 Sole 500 Conmed Corp Common Stock - Long 207410101 149700 7500 Sole 7500 Corinthian Colleges Common Stock - Long 218868107 3099462 75800 Sole 75800 Cohu Inc. Common Stock - Long 192576106 57275 2900 Sole 2900 Columbia Sportswear Co. Common Stock - Long 198516106 3165498 95060 Sole 95060 Cooper Cos. Common Stock - Long 216648402 94962 1900 Sole 1900 Covanta Energy Corporation Common Stock - Long 22281N103 12565.6 2780 Sole 2780 Central Parking Corp. Common Stock - Long 154785109 35744.8 1820 Sole 1820 Calpine Corp. Common Stock - Long 131347106 63399.04 3776 Sole 3776 Copart Inc Com Common Stock - Long 217204106 8194815.66 225318 Sole 225318 Compuware Corp. Common Stock - Long 205638109 57771 4900 Sole 4900 Crane Co. Common Stock - Long 224399105 61536 2400 Sole 2400 Craftmade Int'l Common Stock - Long 22413E104 51843 3300 Sole 3300 Carrington Labs Common Stock - Long 219141108 45890 2600 Sole 2600 Crossman Communities Common Stock - Long 22764E109 702900 21300 Sole 21300 Carbo Ceramics Inc. Common Stock - Long 140781105 87326.8 2230 Sole 2230 Cryolife Inc. Common Stock - Long 228903100 252000 8400 Sole 8400 Csg Systems Int'l Inc. Common Stock - Long 126349109 60675 1500 Sole 1500 Cooper Tire & Rubber Common Stock - Long 216831107 34473.6 2160 Sole 2160 Community Trust Bancorp Common Stock - Long 204149108 35625 1500 Sole 1500 Commonwealth Telephone Entrp. Common Stock - Long 203349105 50050 1100 Sole 1100 Cognizant Tech Solutions Corp. Common Stock - Long 192446102 45078 1100 Sole 1100 Centex Corp. Common Stock - Long 152312104 85635 1500 Sole 1500 Citrix Common Stock - Long 177376100 47586 2100 Sole 2100 Curative Technologie Common Stock - Long 231264102 47250 3500 Sole 3500 Coventry Corp Common Stock - Long 222862104 3383520 169600 Sole 169600 Covansys Corp. Common Stock - Long 22281W103 45645 5100 Sole 5100 Covenant Transport Inc. Common Stock - Long 22284P105 57456 3600 Sole 3600 Chevron-Texaco Corp. Common Stock - Long 166764100 71688 800 Sole 800 Cymer Inc. Common Stock - Long 232572107 61479 2300 Sole 2300 Datum Inc. Common Stock - Long 238208102 38808 2800 Sole 2800 Davox Corp. Common Stock - Long 239208101 52218 5400 Sole 5400 Dress Barn Common Stock - Long 261570105 76530.6 3060 Sole 3060 Doubleclick Inc. Common Stock - Long 258609304 106822.8 9420 Sole 9420 Dime Cmnty Bancshares Com Common Stock - Long 253922108 1582584 56400 Sole 56400 3-DIMENSIONAL PHARMACE COM Common Stock - Long 88554W104 44997 5300 Sole 5300 Developers Divers Realty Corp. Common Stock - Long 251591103 189090 9900 Sole 9900 Deb Shops Common Stock - Long 242728103 86815 3580 Sole 3580 Dell Computer Common Stock - Long 247025109 5948343 218850 Sole 218850 Direct Focus Inc. Common Stock - Long 254931108 1680120 53850 Sole 53850 DIGITAL INSIGHT CORP COM Common Stock - Long 25385P106 44720 2000 Sole 2000 Quest Diagnostics Inc. Common Stock - Long 74834L100 627032.24 8744 Sole 8744 D R Horton Common Stock - Long 23331A109 7278181.2 224220 Sole 224220 Echostar Communications Common Stock - Long 278762109 44501.4 1620 Sole 1620 D&k Healthcare Resources Common Stock - Long 232861104 2688040 47200 Sole 47200 Dial Corp. Common Stock - Long 25247D101 659074.5 38430 Sole 38430 Del Monte Foods Co. Common Stock - Long 24522P103 71569.1 8410 Sole 8410 Deluxe Corp. Common Stock - Long 248019101 42827.4 1030 Sole 1030 Dun & Bradstreet Common Stock - Long 26483E100 15518303.6 439612 Sole 439612 DENDREAN CORP COM Common Stock - Long 24823Q107 35245 3500 Sole 3500 Donnelley (r.R) & So Common Stock - Long 257867101 32362.1 1090 Sole 1090 Dole Food Common Stock - Long 256605106 47757.4 1780 Sole 1780 Doral Financial Corp. Common Stock - Long 25811P100 4025653.06 128986 Sole 128986 Darden Restaurants Common Stock - Long 237194105 584029.2 16498 Sole 16498 Digital River Inc. Common Stock - Long 25388B104 106664 6700 Sole 6700 Dendrite Intl Inc Com Common Stock - Long 248239105 53314 3800 Sole 3800 Datascope Corp. Common Stock - Long 238113104 84800 2500 Sole 2500 Dsp Group Common Stock - Long 23332B106 51172 2200 Sole 2200 Dst Systems, Inc. Common Stock - Long 233326107 33798.3 678 Sole 678 Duke Power Common Stock - Long 264399106 7405378.24 188624 Sole 188624 Davita Inc. Common Stock - Long 23918K108 4430340 181200 Sole 181200 Dover Downs Entertainment Common Stock - Long 260086103 35190 2300 Sole 2300 Dvi Inc. Common Stock - Long 233343102 34400 2000 Sole 2000 Daisytek International Corp. Common Stock - Long 234053106 86922 6600 Sole 6600 Engineered Support Systems Common Stock - Long 292866100 71841 2100 Sole 2100 Brinker Int'l Common Stock - Long 109641100 42854.4 1440 Sole 1440 Ebay, Inc. Common Stock - Long 278642103 7897545 118050 Sole 118050 Electronic Data Systems Corp Common Stock - Long 285661104 13283139.15 193773 Sole 193773 EFUNDS CORP COM Common Stock - Long 28224R101 46750 3400 Sole 3400 Electr For Imaging Common Stock - Long 286082102 269951 12100 Sole 12100 EASTGROUP PPTY INC COM Common Stock - Long 277276101 46140 2000 Sole 2000 Eastman Kodak Common Stock - Long 277461109 58860 2000 Sole 2000 Elcor Corp. Common Stock - Long 284443108 35849.1 1290 Sole 1290 Elan Corp. Plc Common Stock - Long 284131208 94626 2100 Sole 2100 Earthlink Network, Inc Common Stock - Long 270321102 43812 3600 Sole 3600 Energizer Holdings Inc. Common Stock - Long 29266R108 32956.5 1730 Sole 1730 ENTEGRIS INC COM Common Stock - Long 29362U104 64664 5900 Sole 5900 Electronic Arts Inc. Common Stock - Long 285512109 197835 3300 Sole 3300 Esco Electronics Corp Common Stock - Long 296315104 172450 5000 Sole 5000 Ess Technologies Inc. Common Stock - Long 269151106 78662 3700 Sole 3700 Entercom Communication Common Stock - Long 293639100 42500 850 Sole 850 Entravision Communications Common Stock - Long 29382R107 31906.5 2670 Sole 2670 Edwards Life Sciences Common Stock - Long 28176E108 99468 3600 Sole 3600 Flagstar Bank Common Stock - Long 337930101 1380918 68600 Sole 68600 Furniture Brands Common Stock - Long 360921100 39064.4 1220 Sole 1220 FIRST CASH FINL SVCS COM Common Stock - Long 31942D107 25840 3800 Sole 3800 FIRST CONSULTING GROUP COM Common Stock - Long 31986R103 42255 2700 Sole 2700 Fti Consulting Inc. Common Stock - Long 302941109 147272 4490 Sole 4490 Federated Dept Store Common Stock - Long 31410H101 46012.5 1125 Sole 1125 First Data Corp Common Stock - Long 319963104 54915 700 Sole 700 Fresh Delmonte Produce Common Stock - Long G36738105 857850 57000 Sole 57000 Fedex Corp. Common Stock - Long 31428X106 8010272 154400 Sole 154400 FEI CO COM Common Stock - Long 30241L109 56718 1800 Sole 1800 Franklin Electric Common Stock - Long 353514102 32800 400 Sole 400 1st Essex Bancorp Common Stock - Long 320103104 856672 30400 Sole 30400 First Fin'l Holdings Common Stock - Long 320239106 48340 2000 Sole 2000 Flushing Financial Common Stock - Long 343873105 55180 3100 Sole 3100 Fst Horizon Pharmaceutical Common Stock - Long 32051K106 111682 3800 Sole 3800 Fair Isaac & Co Inc Com Common Stock - Long 303250104 2464838.24 39112 Sole 39112 Federated Investors Common Stock - Long 314211103 43038 1350 Sole 1350 FINISH LINE INC CL A Common Stock - Long 317923100 45870 3000 Sole 3000 Flextronics International Common Stock - Long Y2573F102 352653 14700 Sole 14700 FLIR SYS INC COM Common Stock - Long 302445101 41712 1100 Sole 1100 FIRST NIAGARA FINL GRP COM Common Stock - Long 33582U100 47124 2800 Sole 2800 Federal National Mortgage Association Common Stock - Long 313586109 14182084.5 178391 Sole 178391 Fortune Brands Inc Com Common Stock - Long 349631101 39194.1 990 Sole 990 Sprint Corp Common Stock - Long 852061100 50200 2500 Sole 2500 Fox Entertainment Group Inc. Common Stock - Long 35138T107 39264.4 1480 Sole 1480 First Industrial Realty Trust Common Stock - Long 32054K103 172605 5550 Sole 5550 Fred's Inc 'a' Common Stock - Long 356108100 39731.2 970 Sole 970 Federal Realty Investors Trust Common Stock - Long 313747206 195500 8500 Sole 8500 Forest Labs. Common Stock - Long 345838106 6300316 76880 Sole 76880 Fisher Scientific In Common Stock - Long 338032204 394200 13500 Sole 13500 First Sentinel Bancorp Inc. Common Stock - Long 33640T103 728664 58200 Sole 58200 FIRST FED CAP CORP COM Common Stock - Long 319960100 32970 2100 Sole 2100 First Tenn Natl Corp Com Common Stock - Long 337162101 639626.4 17640 Sole 17640 Frontier Oil Corp. Common Stock - Long 35914P105 690560 41500 Sole 41500 G't Atlantic & Pacif Common Stock - Long 390064103 40782.7 1715 Sole 1715 Gannett Co. Common Stock - Long 364730101 33615 500 Sole 500 Gardner Denver Inc Com Common Stock - Long 365558105 33480 1500 Sole 1500 Golden West Fin'l Common Stock - Long 381317106 78741.3 1338 Sole 1338 Griffon Corp Com Common Stock - Long 398433102 40500 2700 Sole 2700 Gulf Island Fabrication Common Stock - Long 402307102 37530 3000 Sole 3000 Gen'l Mills Common Stock - Long 370334104 821029.86 15786 Sole 15786 Global Imaging Systems Inc. Common Stock - Long 37934A100 38818 2600 Sole 2600 G & K Svcs Inc Common Stock - Long 361268105 41990 1300 Sole 1300 Glenborough Realty Trust Inc. Common Stock - Long 37803P105 180420 9300 Sole 9300 Genlyte Group Common Stock - Long 372302109 35712 1200 Sole 1200 Gen'l Motors Common Stock - Long 370442105 34020 700 Sole 700 GULFMARK OFFSHORE INC COM Common Stock - Long 402629109 31141 1100 Sole 1100 GENESIS MICROCHIP INC COM Common Stock - Long 371933102 72732 1100 Sole 1100 Oshkosh B'gosh 'a' Common Stock - Long 688222207 82621.8 1970 Sole 1970 Genuine Parts Common Stock - Long 372460105 40003 1090 Sole 1090 Group 1 Automotive Common Stock - Long 398905109 1588007 55700 Sole 55700 Greenpoint Financial Corp. Common Stock - Long 395384100 11503742.25 321783 Sole 321783 Gerber Scientific Common Stock - Long 373730100 48360 5200 Sole 5200 Glimcher Realty Trust Common Stock - Long 379302102 188300 10000 Sole 10000 Gtech Holdings, Inc. Common Stock - Long 400518106 31703 700 Sole 700 ClearOne Communications, Inc. Common Stock - Long 185060100 25020 1500 Sole 1500 Haemonetics Corp Common Stock - Long 405024100 81408 2400 Sole 2400 HARBOR FLA BANCSHARES COM Common Stock - Long 411901101 32300 1900 Sole 1900 Hasbro Inc. Common Stock - Long 418056107 31648.5 1950 Sole 1950 Hancock Holdings Common Stock - Long 410120109 34432 800 Sole 800 Hca Healthcare Co. Common Stock - Long 404119109 92496 2400 Sole 2400 Healthcare REIT Inc. Common Stock - Long 42217K106 192365 7900 Sole 7900 Healthcare Properties Investment Inc. Common Stock - Long 421915109 181050 5000 Sole 5000 Home Depot Common Stock - Long 437076102 6336462.2 124220 Sole 124220 Harley Davidson Common Stock - Long 412822108 14534116.34 267614 Sole 267614 Handleman Co. Common Stock - Long 410252100 78408 5280 Sole 5280 Headwaters Inc. Common Stock - Long 42210P102 36672 3200 Sole 3200 Heico Corporation New Common Common Stock - Long 422806109 46717 3100 Sole 3100 Helen Of Troy Common Stock - Long G4388N106 104244 8400 Sole 8400 Harrah's Entertainment Inc. Common Stock - Long 413619107 40340.9 1090 Sole 1090 Harte-Hanks Inc Com Common Stock - Long 416196103 36057.6 1280 Sole 1280 Hi/Fn Inc. Common Stock - Long 428358105 30387 2100 Sole 2100 Highwoods Properties Inc. Common Stock - Long 431284108 179055 6900 Sole 6900 Harmonic Inc. Common Stock - Long 413160102 49282 4100 Sole 4100 Hollywood Entertainment Common Stock - Long 436141105 30723.5 2150 Sole 2150 Hon Industries Common Stock - Long 438092108 1822135 65900 Sole 65900 Holly Corp. Common Stock - Long 435758305 32725 1700 Sole 1700 Honeywell, Inc. Common Stock - Long 438516106 54112 1600 Sole 1600 Hovnanian Enterpr. Common Stock - Long 442487203 163856 7700 Sole 7700 Hospitality Properties Trust Common Stock - Long 44106M102 182900 6200 Sole 6200 Healthcare Realty Trust Inc. Common Stock - Long 421946104 191800 6850 Sole 6850 Block (H&R) Common Stock - Long 093671105 15569278.2 348306 Sole 348306 Healthsouth Rehab Common Stock - Long 421924101 105222 7100 Sole 7100 Hormel Foods Corp. Common Stock - Long 440452100 34393.6 1280 Sole 1280 HRPT Properties Trust Common Stock - Long 40426W101 162808 18800 Sole 18800 Schein (henry), Inc. Common Stock - Long 806407102 5879179.04 158768 Sole 158768 Hershey Foods Common Stock - Long 427866108 33173 490 Sole 490 Hutchinson Technolog Common Stock - Long 448407106 97524 4200 Sole 4200 Hearst-Argyle Television Inc. Common Stock - Long 422317107 32340 1500 Sole 1500 Hughes Supply Common Stock - Long 444482103 36735.3 1190 Sole 1190 Hewlett-Packard Common Stock - Long 428236103 61620 3000 Sole 3000 HYDRIL CO COM Common Stock - Long 448774109 28208 1600 Sole 1600 Hyperion Solutions Corp. Common Stock - Long 44914M104 107244 5400 Sole 5400 Integra Lifesciences Hilding Corp. Common Stock - Long 457985208 81654 3100 Sole 3100 Interstate Bakeries Common Stock - Long 46072H108 2322972.6 96070 Sole 96070 Independent Bank Corp. Common Stock - Long 453838104 767697 27615 Sole 27615 Iberiabank Corp. Common Stock - Long 450828108 91476 3300 Sole 3300 Independence Community Bank Common Stock - Long 453414104 1349668 59300 Sole 59300 Insight Communications Co. Common Stock - Long 45768V108 45420.8 1880 Sole 1880 Ict Group Inc Com Common Stock - Long 44929Y101 42803 2300 Sole 2300 Icu Medical Inc. Common Stock - Long 44930G107 31150 700 Sole 700 Idacorp Inc. 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