UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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: Systematic Financial Management, L.P.
Address: Glenpointe East, 7th Floor
300 Frank W. Burr Blvd.
Teaneck, NJ 07666
13F File Number: 28-5136
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: Frank McGee
Title: Chief Operating Officer
Phone: 201-929-1982
Signature, Place, and Date of Signing:
Frank McGee Teaneck, New Jersey October 18, 2000
Report Type (Check Only One.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of other managers Reporting for this Manager:
Affiliated Managers Group
I AM SIGNING THIS REPORT AS REQUIRED BY THE
SECURITIES EXCHANGE ACT OF 1934.
FROM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 385
Form 13F Information Table Value Total: $2,648,207
(x$1000)
List of Other Included Managers:
No. 13F File Number Name
01 28-04975 Affiliated Managers Group
FROM 13F INFORMATION TABLE
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Title Value Invstmt Othr Voting Authority
Name of Issuer Class CUSIP (x$1000) Shares Dscretn Mgrs Sole
Shrd None
1-800-Contacts COM 681977104 48 1000 Defined 01 1000 0 0
Abercrombie & Fitch Co. COM 002896207 24623 1291677 Defined 01 1291677 0 0
Acclaim Entertainment Inc. COM 004325205 88 50000 Defined 01 50000 0 0
Adaptec Inc. COM 00651F108 5 225 Defined 01 225 0 0
Advanced Micro Devices COM 007903107 7385 312600 Defined 01 312600 0 0
Aeroflex Inc. COM 007768104 534 10975 Defined 01 10975 0 0
Agilent Tech. COM 00846U101 17946 366706 Defined 01 366706 0 0
Air Products & Chemicals COM 009158106 8255 229295 Defined 01 229295 0 0
Airgas Inc. COM 009363102 533 78235 Defined 01 78235 0 0
AK Steel Holding Corp. COM 001547108 443 47245 Defined 01 47245 0 0
Albany Molecular Research Inc. COM 012423109 46 825 Defined 01 825 0 0
Albemarle Corp. COM 012653101 2055 101820 Defined 01 101820 0 0
Alcoa COM 013817101 15505 612556 Defined 01 612556 0 0
Alliant Techsystems Inc. COM 018804104 7411 90246 Defined 01 90246 0 0
Allied Research Corp. COM 019483106 186 20000 Defined 01 20000 0 0
Allstate Corp. COM 020002101 5640 162309 Defined 01 162309 0 0
Amerada Hess Corp. COM 023551104 162 2425 Defined 01 2425 0 0
American Eagles Outfitters COM 02553E106 486 15420 Defined 01 15420 0 0
American Electric & Power COM 025537101 939 24009 Defined 01 24009 0 0
American General Corp. COM 026351106 16648 213430 Defined 01 213430 0 0
American Greetings Corp. COM 026375105 25480 1456016 Defined 01 1456016 0 0
American Home Products COM 026609107 1465 202601 Defined 01 202601 0 0
American International Group COM 026874107 23637 247019 Defined 01 247019 0 0
American Power Conversion COM 029066107 1583 82490 Defined 01 82490 0 0
American Woodmark Corp. COM 030506109 14903 754575 Defined 01 754575 0 0
AMR Corp. COM 001765106 6796 207900 Defined 01 207900 0 0
Anadarko Petroleum Corp. COM 032511107 393 5915 Defined 01 5915 0 0
Analog Devices COM 032654105 683 8275 Defined 01 8275 0 0
Anheuser-Busch COM 035229103 12478 294900 Defined 01 294900 0 0
AnnTaylor Stores Corp. COM 036115103 36376 946372 Defined 01 946372 0 0
Antec Corp. COM 03664P105 22420 759984 Defined 01 759984 0 0
Apple Computer Inc. COM 037833100 8 300 Defined 01 300 0 0
Applied Innovation Inc. COM 037916103 21760 1403879 Defined 01 1403879 0 0
Archer Daniels Midland Corp. COM 039483102 0 7 Defined 01 7 0 0
Arguss Communications Inc. COM 040282105 527 25770 Defined 01 25770 0 0
Arnold Industries Inc. COM 042595108 26387 1563688 Defined 01 1563688 0 0
Arrow Electronics Inc. COM 042735100 8560 251300 Defined 01 251300 0 0
Arthur J. Gallagher & Co. COM 363576109 35946 607959 Defined 01 607959 0 0
ArvinMeritor Inc. COM 043353101 16357 1113673 Defined 01 1113673 0 0
Associates First Capital Corp. COM 046008108 0 2 Defined 01 2 0 0
Astoria Financial Corp. COM 046265104 35663 923301 Defined 01 923301 0 0
AT&T COM 001957109 15163 516192 Defined 01 516192 0 0
Avon Products Inc. COM 054303102 8 200 Defined 01 200 0 0
Axa Financial Inc. COM 002451102 1128 22135 Defined 01 22135 0 0
Bank America Corp. COM 060505104 24345 464813 Defined 01 464813 0 0
Bank United Corp. COM 065412108 34795 686457 Defined 01 686457 0 0
Banknorth Group Inc. COM 06646R107 29433 1646578 Defined 01 1646578 0 0
Basin Exploration Inc. COM 070107107 556 28490 Defined 01 28490 0 0
Bausch & Lomb COM 071707103 242 6221 Defined 01 6221 0 0
BB&T COM 09247N103 1085 36000 Defined 01 36000 0 0
BCE Inc. COM 05534B109 4 150 Defined 01 150 0 0
Bear Stearns Co. COM 073902108 57 900 Defined 01 900 0 0
Beckman Instruments Inc. COM 075811109 169 2185 Defined 01 2185 0 0
Bel Fuse Inc. Class A COM 077347201 451 10100 Defined 01 10100 0 0
Bellsouth Corp. COM 079860102 15360 381615 Defined 01 381615 0 0
Benton Oil & Gas COM 083288100 2 700 Defined 01 700 0 0
Berkshire Hathaway COM 084670207 828 400 Defined 01 400 0 0
BJ's Wholesale Club Inc. COM 05548J106 14181 415555 Defined 01 415555 0 0
Bob Evans Farms Inc. COM 096761101 5576 301410 Defined 01 301410 0 0
Boeing Co. COM 097023105 498 7900 Defined 01 7900 0 0
Boston Acoustics Inc. COM 100534106 108 7800 Defined 01 7800 0 0
Bowater Inc. COM 102183100 14 300 Defined 01 300 0 0
BP Amoco PLC COM 055622014 1130 21320 Defined 01 21320 0 0
Bristol Myers Squibb COM 110122108 2305 40319 Defined 01 40319 0 0
Broadwing COM 111620100 23556 921490 Defined 01 921490 0 0
Brookstone Inc. COM 114537103 4651 332213 Defined 01 332213 0 0
C&D Technologies COM 124661109 51 900 Defined 01 900 0 0
Cable Design Technologies Corp. COM 126924109 131 5400 Defined 01 5400 0 0
Cablevision Systems COM 12686C109 7 100 Defined 01 100 0 0
Canadian National Railway COM 136375102 53 1800 Defined 01 1800 0 0
Canadian Pacific COM 135923100 573 22045 Defined 01 22045 0 0
Carnival Corp. COM 143658102 49 2000 Defined 01 2000 0 0
Cascade National Gas COM 147339105 1119 63925 Defined 01 63925 0 0
CBL & Associates Properties Inc. COM 124830100 24324 970525 Defined 01 970525 0 0
CE Franklin Ltd. COM 125151100 280 40000 Defined 01 40000 0 0
Central & Southwest Corp. COM 152357109 0 3 Defined 01 3 0 0
Cerner Corp. COM 156782104 60 1300 Defined 01 1300 0 0
Chase Manhattan Corp. COM 16161A108 14775 319889 Defined 01 319889 0 0
Chevron Corp. COM 166751107 6753 79209 Defined 01 79209 0 0
Cigna Corp. COM 125509109 16819 161100 Defined 01 161100 0 0
Citigroup Inc. COM 172967101 32127 594265 Defined 01 594265 0 0
Clorox Co. COM 189054109 11 276 Defined 01 276 0 0
Coca-Cola COM 191216100 66 1200 Defined 01 1200 0 0
Coherent Inc. COM 192479103 340 5000 Defined 01 5000 0 0
Cohu Inc. COM 192576106 12780 834629 Defined 01 834629 0 0
Columbia Sportswear Co. COM 198516106 34427 750443 Defined 01 750443 0 0
Comerica Inc. COM 200340107 12436 212811 Defined 01 212811 0 0
Commerce One Inc. COM 200693109 141 1800 Defined 01 1800 0 0
CommScope Inc. COM 203372107 8013 327075 Defined 01 327075 0 0
Compaq Computers COM 204493100 17244 625240 Defined 01 625240 0 0
Computer Associates Intl. COM 204912109 3 133 Defined 01 133 0 0
Compuware Inc. COM 205638109 1 170 Defined 01 170 0 0
Comtech Telecom COM 205826209 384 26025 Defined 01 26025 0 0
Conexant Systems COM 207142100 544 13000 Defined 01 13000 0 0
Conseco Inc. COM 208464107 76 10000 Defined 01 10000 0 0
Constellation Brands Inc. COM 21036P108 31644 582631 Defined 01 582631 0 0
Convergys Corp. COM 212485106 11 290 Defined 01 290 0 0
Countrywide Credit Industry COM 222372104 91 2400 Defined 01 2400 0 0
Cypress Semiconductor COM 232806109 10698 257395 Defined 01 257395 0 0
Dain Rauscher Corp. COM 233856103 789 8485 Defined 01 8485 0 0
Danaher Corp. COM 235851102 16 330 Defined 01 330 0 0
Darden Restuarants Inc. COM 237194105 3090 148481 Defined 01 148481 0 0
Datascope Corp. COM 238113104 29381 877050 Defined 01 877050 0 0
Deere & Co. COM 244199105 5416 162900 Defined 01 162900 0 0
Delphi Auto Systems Corp. COM 247126105 42 2795 Defined 01 2795 0 0
Dentsply International Inc. COM 249030107 29345 839919 Defined 01 839919 0 0
Devon Energy Corp. COM 251799102 102 1700 Defined 01 1700 0 0
Diebold Inc. COM 253651103 425 16000 Defined 01 16000 0 0
Dime Community Banc COM 253922108 179 7225 Defined 01 7225 0 0
Ditech Communications Corp. COM 25500M103 4939 120465 Defined 01 120465 0 0
Dominion Resources Inc. COM 257470104 110 1900 Defined 01 1900 0 0
Doncasters Plc COM 257692103 4377 216130 Defined 01 216130 0 0
Doral Financial Corp. COM 25811P100 555 34295 Defined 01 34295 0 0
Dover Corp. COM 260003108 141 3000 Defined 01 3000 0 0
Dow Chemical COM 260543103 516 20700 Defined 01 20700 0 0
Downy Financial Corp. COM 261018105 1016 25715 Defined 01 25715 0 0
Du Pont De Nemours COM 263534109 8988 216901 Defined 01 216901 0 0
Duke Energy Corp. COM 264399106 29019 338415 Defined 01 338415 0 0
East West Bancorp Inc. COM 27579R104 43 2200 Defined 01 2200 0 0
EDO Corp. COM 281347104 88 10000 Defined 01 10000 0 0
El Paso Elec Co. COM 283677854 426 30955 Defined 01 30955 0 0
El Paso Natural Gas Co. COM 283905107 18753 304308 Defined 01 304308 0 0
Elan Corp Place ADR COM 284131208 5571 101760 Defined 01 101760 0 0
Electroglas Inc. COM 285324109 307 18000 Defined 01 18000 0 0
Electronic Data Systems Corp. COM 285661104 71 1700 Defined 01 1700 0 0
Electronics Boutique Holdings COM 286045109 23852 1109414 Defined 01 1109414 0 0
Eli Lilly COM 532457AL2 11 10000 Defined 01 10000 0 0
Eli Lilly Co. COM 532457108 77 950 Defined 01 950 0 0
Emcore Corp. COM 290846104 166 4000 Defined 01 4000 0 0
Emerson Electric COM 291011104 94 1400 Defined 01 1400 0 0
Enron Corp. COM 293561106 2196 25066 Defined 01 25066 0 0
Entergy Corp. COM 29364G103 8679 233000 Defined 01 233000 0 0
Equity Office Properties COM 294741103 9120 293600 Defined 01 293600 0 0
Ethan Allen Interiors Inc. COM 297602104 24488 864904 Defined 01 864904 0 0
Evercel Inc. COM 299759100 107 5000 Defined 01 5000 0 0
Everest Reinsurance Holdings COM G3223R108 913 18440 Defined 01 18440 0 0
Evergreen Resources COM 299900308 94 2700 Defined 01 2700 0 0
Excel Technology COM 30067T103 321 10000 Defined 01 10000 0 0
Extended Stay America COM 30224P101 776 58545 Defined 01 58545 0 0
Exxon Mobil Corp. COM 30231G102 37058 415800 Defined 01 415800 0 0
Fannie Mae COM 313586109 15944 222991 Defined 01 222991 0 0
Federal Express COM 31428X106 13145 296450 Defined 01 296450 0 0
Federal Home Loan Mortgage Corp. COM 313400301 12156 224860 Defined 01 224860 0
0
Ferro Corp. COM 315405100 22489 1179736 Defined 01 1179736 0 0
Fidelity National Financial Inc. COM 316326107 647 26130 Defined 01 26130 0 0
First Fed Finl Corp COM 337907109 485 21105 Defined 01 21105 0 0
Fleetboston Corp. COM 339030108 18261 468239 Defined 01 468239 0 0
Fletcher Challenge Energy COM 339318107 120 3350 Defined 01 3350 0 0
Ford COM 345370860 1234 48727 Defined 01 48727 0 0
FPL Group Inc. COM 302571104 26 400 Defined 01 400 0 0
Franchise Finance Corp. COM 351807102 21864 971728 Defined 01 971728 0 0
Franklin Resources COM 354613101 1000 22500 Defined 01 22500 0 0
Freemarkets Inc. COM 356602102 34 600 Defined 01 600 0 0
Furniture Brands International COM 360921100 17 1005 Defined 01 1005 0 0
Gasonix International Corp. COM 367278108 9 760 Defined 01 760 0 0
General Dynamics COM 369550108 8706 138600 Defined 01 138600 0 0
General Electric COM 369604103 6041 104700 Defined 01 104700 0 0
General Employment Enterprises COM 369730106 0 3 Defined 01 3 0 0
General Motors Cl H COM 370442832 118 3168 Defined 01 3168 0 0
General Motors Corp. COM 370442105 8398 237556 Defined 01 237556 0 0
Gentner Communications Corp. COM 37245J105 1337 108585 Defined 01 108585 0 0
Genzyme Corp. COM 372917104 7 100 Defined 01 100 0 0
Global Marine Inc. COM 379352404 17132 554885 Defined 01 554885 0 0
Golden West Financial COM 381317106 8186 152650 Defined 01 152650 0 0
Grace (W.R.) COM 38388F108 262 38100 Defined 01 38100 0 0
Gulfmark Offshore Inc. COM 402629109 979 33340 Defined 01 33340 0 0
Halliburton COM 406216101 3095 63246 Defined 01 63246 0 0
Harris Corp. COM 413875105 22996 808645 Defined 01 808645 0 0
Hartford Financial Services Group COM 416515104 5660 77600 Defined 01 77600 0 0
Health Care Property Investors COM 421915109 0 2 Defined 01 2 0 0
Health Management Assoc. Cl A COM 421933102 98 4700 Defined 01 4700 0 0
Heller Financial COM 423328103 14 500 Defined 01 500 0 0
Hewlett Packard COM 428236103 165 1700 Defined 01 1700 0 0
Hexcel Corp. COM 428291108 751 56165 Defined 01 56165 0 0
Hon Industries Inc. COM 438092108 25424 1032439 Defined 01 1032439 0 0
Hooper Holmes Inc. COM 439104100 12391 1302973 Defined 01 1302973 0 0
IBM COM 459200101 22039 195898 Defined 01 195898 0 0
In Focus Systems COM 45665B106 433 8175 Defined 01 8175 0 0
Innkeepers Trust USA COM 4576J0104 846 82560 Defined 01 82560 0 0
Innovex Inc. COM 457647105 17558 1288628 Defined 01 1288628 0 0
Integrated Silicon Solutions COM 45812P107 529 37275 Defined 01 37275 0 0
Intel Corp. COM 458140100 6855 164925 Defined 01 164925 0 0
Interdigital Communications COM 45866A105 140 10000 Defined 01 10000 0 0
International Paper Co. COM 460146103 6339 220978 Defined 01 220978 0 0
Iomega Corp. COM 462030107 90 18000 Defined 01 18000 0 0
J&J Snack Foods Corp. COM 466032109 10222 790127 Defined 01 790127 0 0
Jack In The Box Inc. COM 466367109 31961 1490881 Defined 01 1490881 0 0
Jefferson Pilot Corp. COM 475070108 6802 100210 Defined 01 100210 0 0
Johnson & Johnson COM 478160104 16157 172000 Defined 01 172000 0 0
JP Morgan COM 616880100 6617 40500 Defined 01 40500 0 0
K2 Inc. COM 482732104 302 33840 Defined 01 33840 0 0
Kaufman & Broad Home Corp. COM 486168107 927 34415 Defined 01 34415 0 0
Keyspan Energy Corp. COM 49337K106 12 300 Defined 01 300 0 0
Kimberly-Clark COM 494368103 25068 449149 Defined 01 449149 0 0
KMart Corp. COM 482584109 164 27375 Defined 01 27375 0 0
Knight Trading Group Inc. COM 499063105 252 7000 Defined 01 7000 0 0
Knight-Rider Inc. COM 499040103 7236 142400 Defined 01 142400 0 0
Komag Inc. COM 500453105 120 30000 Defined 01 30000 0 0
Kroger Co. COM 501044101 22195 983695 Defined 01 983695 0 0
K-Swiss Inc. COM 482686102 15067 669653 Defined 01 669653 0 0
Labranche COM 505447102 113 3400 Defined 01 3400 0 0
Ladish Co. COM 505754200 614 46745 Defined 01 46745 0 0
Lafarge Corp. COM 505862102 5563 255750 Defined 01 255750 0 0
Lancaster Colony Corp. COM 513847103 4506 183455 Defined 01 183455 0 0
Landamerica Financial Group COM 514936103 835 29225 Defined 01 29225 0 0
Landstar System COM 515098101 714 15990 Defined 01 15990 0 0
Leap Wireless International Inc. COM 521863100 1 12 Defined 01 12 0 0
Legg Mason Inc. COM 524901105 173 2975 Defined 01 2975 0 0
Lehman Brothers COM 524909AU2 119 118000 Defined 01 118000 0 0
Lexmark International Inc. COM 529771107 3 70 Defined 01 70 0 0
Lincoln National Corp. COM 534187109 2685 55801 Defined 01 55801 0 0
Liz Clairborne Inc. COM 539320101 8 200 Defined 01 200 0 0
Lone Star Technologies COM 542312103 529 11465 Defined 01 11465 0 0
LSI Logic Corp. COM 502161102 3 100 Defined 01 100 0 0
LTX Corp. COM 502392103 16381 864992 Defined 01 864992 0 0
Madison Gas & Electric Co. COM 557497104 23531 1034340 Defined 01 1034340 0 0
Marsh & McLennan Inc. COM 571748102 16347 123145 Defined 01 123145 0 0
Matec Corp. COM 576668107 62 4000 Defined 01 4000 0 0
Maxwell Shoe Co. COM 577766108 511 45700 Defined 01 45700 0 0
Maytag Co. COM 578592107 9 306 Defined 01 306 0 0
MBIA Inc. COM 55262C100 14 200 Defined 01 200 0 0
MBNA Corp. COM 55262L100 12233 317746 Defined 01 317746 0 0
McCormick & Co. COM 579780206 13566 455996 Defined 01 455996 0 0
MCI Worldcom Inc. COM 98157D106 4505 148328 Defined 01 148328 0 0
MDU Resources COM 552690109 937 31500 Defined 01 31500 0 0
Mellon Bank Corp. COM 58551A108 12732 274540 Defined 01 274540 0 0
MEMC Electric Materials Inc. COM 552715104 422 32785 Defined 01 32785 0 0
Merck COM 589331107 26552 356705 Defined 01 356705 0 0
Merix Corp. COM 590049102 380 5855 Defined 01 5855 0 0
Merrill Lynch COM 590188108 4499 68163 Defined 01 68163 0 0
Methanex Corp. COM 59151K108 539 106505 Defined 01 106505 0 0
MGIC Investment Corp COM 552848103 10616 173685 Defined 01 173685 0 0
Mid Atlantic Medical Services COM 59523C107 539 35605 Defined 01 35605 0 0
Minnesota Mining & Manufacturig COM 604059105 29714 326076 Defined 01 326076 0 0
Molex Inc. COM 608554101 827 15187 Defined 01 15187 0 0
Morgan Stanley Dean Witter COM 617446448 14248 155820 Defined 01 155820 0 0
Motorola Inc. COM 620076109 1441 51000 Defined 01 51000 0 0
Movado Group Inc. COM 624580106 634 36480 Defined 01 36480 0 0
Musicland Stores COM 62758B109 867 122815 Defined 01 122815 0 0
National Semiconductor COM 637640103 2 55 Defined 01 55 0 0
Nationwide Health Property Inc COM 638620104 3 205 Defined 01 205 0 0
Noble Affiliates Inc. COM 654894104 157 4235 Defined 01 4235 0 0
Nortel Networks COM 656568102 14 235 Defined 01 235 0 0
Northern Trust Corp. COM 665859104 533 6000 Defined 01 6000 0 0
Occidental Petroleum COM 674599105 9 400 Defined 01 400 0 0
Ocean Energy Inc. COM 674812201 9 600 Defined 01 600 0 0
Offshore Logistics Inc. COM 676255102 30426 1702127 Defined 01 1702127 0 0
Ogden Corp. COM 676346109 3 205 Defined 01 205 0 0
Olin Corp. COM 680665205 715 44175 Defined 01 44175 0 0
Orbotech Ltd. COM M75253100 19854 363042 Defined 01 363042 0 0
Owens & Minor COM 690732102 517 32820 Defined 01 32820 0 0
Oxford Health Plans Inc. COM 691471106 29564 961920 Defined 01 961920 0 0
P.H. Glatfelter Co. COM 377316104 19831 1635581 Defined 01 1635581 0 0
Pacific Gas & Electric COM 69331C108 44 1800 Defined 01 1800 0 0
Pacific Gulf Properties COM 694396102 838 31315 Defined 01 31315 0 0
Paine Webber COM 695629105 7 100 Defined 01 100 0 0
Palm Inc. COM 696642107 1914 36154 Defined 01 36154 0 0
Park Place Entertainment COM 700690100 8668 573100 Defined 01 573100 0 0
PE Biosystems COM 69332S102 105 900 Defined 01 900 0 0
Peco Energy Co. COM 693304107 15208 251113 Defined 01 251113 0 0
Pepsi Bottling Co. COM 713409100 168 5580 Defined 01 5580 0 0
Pepsico Inc. COM 713448108 368 8000 Defined 01 8000 0 0
Perkin Elmer COM 714046109 80 765 Defined 01 765 0 0
Pfizer Inc. COM 717081103 5035 112045 Defined 01 112045 0 0
Pharmacia Corp. COM 71713U102 6296 104611 Defined 01 104611 0 0
Phelps Dodge Corp. COM 717265102 1 35 Defined 01 35 0 0
Philip Morris & Co. COM 718154107 13887 471732 Defined 01 471732 0 0
Phillips-Van Heusen COM 718592108 517 50100 Defined 01 50100 0 0
PNC Financial COM 693475105 10582 162800 Defined 01 162800 0 0
Polaris Industries Inc. COM 731068102 27370 776454 Defined 01 776454 0 0
Precision Castparts Corp. COM 740189105 342 8920 Defined 01 8920 0 0
Price (T. Rowe) Associates Inc COM 741477103 9 200 Defined 01 200 0 0
Procter & Gamble Co. COM 742718109 884 13200 Defined 01 13200 0 0
Progress Software Inc. COM 743312100 15971 1172180 Defined 01 1172180 0 0
Public Service New Mexico COM 744499104 437 16880 Defined 01 16880 0 0
Puget Sound Energy Inc. COM 745332106 2741 108000 Defined 01 108000 0 0
Qualcomm Inc. COM 747525103 278 3900 Defined 01 3900 0 0
Quanta Services Inc. COM 74762E102 11 400 Defined 01 400 0 0
Quantum Corp. DLT & Storage Systems COM 747906204 2615 173600 Defined 01 173600 0
0
QWest Communications COM 749121109 2109 43870 Defined 01 43870 0 0
Radian Group Inc. COM 750236101 981 14535 Defined 01 14535 0 0
Rainbow Technologies Inc. COM 750862104 19922 563158 Defined 01 563158 0 0
Raytheon Co. Cl B COM 755111408 8233 289500 Defined 01 289500 0 0
Read-Rite Corp. COM 755246105 169 15000 Defined 01 15000 0 0
Reebok International Ltd COM 758110100 525 27930 Defined 01 27930 0 0
Reinsurance Group American Inc COM 759351109 99 2900 Defined 01 2900 0 0
Reliant Energy COM 75952J108 209 4485 Defined 01 4485 0 0
Right Choice Managed Care COM 76657K101 394 16230 Defined 01 16230 0 0
Rohn Industries Inc. COM 775381106 667 140330 Defined 01 140330 0 0
Royal Dutch Ptlm Co. COM 780257804 2447 40833 Defined 01 40833 0 0
Ryder Systems Inc. COM 783549108 203 11000 Defined 01 11000 0 0
Safeway Inc. COM 786514208 2655 56861 Defined 01 56861 0 0
Sanmina Corp. COM 800907107 37 400 Defined 01 400 0 0
SBC Communications Inc. COM 78387G103 27954 559085 Defined 01 559085 0 0
Scansource COM 806037107 48 900 Defined 01 900 0 0
Schlumberger Ltd. COM 806857108 3305 40153 Defined 01 40153 0 0
Seacor Holdings Inc. COM 811904101 1 20 Defined 01 20 0 0
Selective Insurance Group Inc. COM 816300107 22239 1244148 Defined 01 1244148 0 0
Sempra Energy COM 816851109 20 980 Defined 01 980 0 0
Semtech Corp. COM 816850101 43 1000 Defined 01 1000 0 0
Sepracor Inc. COM 817315104 110 900 Defined 01 900 0 0
Servicemaster LP COM 81760N109 7 660 Defined 01 660 0 0
Shaw Industries Inc. COM 820286102 26 1392 Defined 01 1392 0 0
Sierra Health Services Inc. COM 826322109 94 20000 Defined 01 20000 0 0
Silicon Valley Group Inc. COM 827066101 26688 1014286 Defined 01 1014286 0 0
Skechers Inc. COM 830566105 766 50615 Defined 01 50615 0 0
Smedvig ASA Class B COM 83169H204 85 5000 Defined 01 5000 0 0
Southdown Inc. COM 841297104 37299 523498 Defined 01 523498 0 0
Sovereign Bancorp Inc. COM 845905108 12944 1399376 Defined 01 1399376 0 0
Spieker Properties Inc. COM 848497103 160 2785 Defined 01 2785 0 0
State Street Corp. COM 857477103 39 300 Defined 01 300 0 0
Steelcase Inc. COM 858155203 154 9165 Defined 01 9165 0 0
Stride Rite Corp. COM 863314100 5134 1014076 Defined 01 1014076 0 0
Structural Dynamics Research Co. COM 863555108 10350 632062 Defined 01 632062 0 0
Suiza Foods Corp. COM 865077101 508 10025 Defined 01 10025 0 0
Sunguard Data Systems Inc. COM 867363103 25797 602565 Defined 01 602565 0 0
Sybase Inc. COM 871130100 9208 400334 Defined 01 400334 0 0
Symantec Corp. COM 871503108 6113 138935 Defined 01 138935 0 0
Syncor International Corp. COM 87157J106 25681 697620 Defined 01 697620 0 0
Synopsis Inc. COM 871607107 23615 623495 Defined 01 623495 0 0
Take Two Interactive COM 874054109 45 3600 Defined 01 3600 0 0
Talbots Inc. COM 874161102 619 9345 Defined 01 9345 0 0
Target Corp. COM 87612E106 12121 473018 Defined 01 473018 0 0
Teco Energy Inc. COM 872375100 14 500 Defined 01 500 0 0
Tecumseh Products Co. COM 878895200 16067 383691 Defined 01 383691 0 0
Teekay Shipping Corp. COM Y8564W103 550 11720 Defined 01 11720 0 0
Teledyne Technologies COM 879360105 146 5000 Defined 01 5000 0 0
Telephone & Data Systems COM 879433100 3374 30475 Defined 01 30475 0 0
Tenet Healthcare Corp. COM 88033G100 303 8340 Defined 01 8340 0 0
Teradyne Inc. COM 880770102 3 90 Defined 01 90 0 0
Texaco Inc. COM 881694103 18790 357900 Defined 01 357900 0 0
Texas Instruments COM 882508104 256 5415 Defined 01 5415 0 0
The First Years Inc. COM 337610109 5808 663780 Defined 01 663780 0 0
The McClatchy Co. COM 579489105 22372 635795 Defined 01 635795 0 0
The Mony Group Inc. COM 615337102 2050 51400 Defined 01 51400 0 0
Theragenics Corp. COM 883375107 293 45000 Defined 01 45000 0 0
Thermo Electron Corp. COM 883556102 130 5000 Defined 01 5000 0 0
Three Com Corp. COM 885535104 6174 454484 Defined 01 454484 0 0
Three-Five Systems Inc. COM 88554L108 14958 511388 Defined 01 511388 0 0
Tidewater Inc. COM 886423102 58050 1275819 Defined 01 1275819 0 0
Timberland Co. COM 887100105 41633 1015448 Defined 01 1015448 0 0
TJX Companies Inc. COM 872540109 5 225 Defined 01 225 0 0
Tommy Hilfiger Corp. COM G8915Z102 26084 2710066 Defined 01 2710066 0 0
Toys-R-Us Inc. COM 892335100 14658 902060 Defined 01 902060 0 0
Transoean Sedco Forex Inc. COM G90078109 763 13010 Defined 01 13010 0 0
Triad Guaranty COM 895925105 524 17630 Defined 01 17630 0 0
Trigon Healthcare Inc. COM 89618L100 11099 211159 Defined 01 211159 0 0
Triquint Semiconductor COM 89674K103 437 12000 Defined 01 12000 0 0
Tropical Sportswear COM 89708P102 0 10 Defined 01 10 0 0
Tucker Anthony Sutro COM 898647102 44 1745 Defined 01 1745 0 0
TXU Corp. COM 873168108 18293 461650 Defined 01 461650 0 0
Tyco International Inc. COM 902124106 199 3830 Defined 01 3830 0 0
U.S. Bancorp COM 902973106 102 4500 Defined 01 4500 0 0
U.S. Cellular COM 911684108 126 1800 Defined 01 1800 0 0
Union Pacific Corp. COM 907818108 3807 97912 Defined 01 97912 0 0
Unisys Corp. COM 909214108 629 55897 Defined 01 55897 0 0
United Parcal Service RO COM 911308AA2 82 74000 Defined 01 74000 0 0
United Technologies COM 913017109 33981 490700 Defined 01 490700 0 0
Unocal Corp. COM 915289102 2870 81000 Defined 01 81000 0 0
Unumprovident Corp. COM 91529Y106 19320 708995 Defined 01 708995 0 0
Utilicorp United Inc. COM 918005109 36614 1415022 Defined 01 1415022 0 0
Utstarcom Inc. COM 918076100 105 5000 Defined 01 5000 0 0
Valero Energy Corp. COM 91913Y100 18 500 Defined 01 500 0 0
Van Eck Funds COM 921075206 23 10352 Defined 01 10352 0 0
Verizon Communications COM 92343V104 17743 366313 Defined 01 366313 0 0
Viad Corp. COM 92552R109 1803 67886 Defined 01 67886 0 0
Vintage Pete Inc. COM 927460105 465 20425 Defined 01 20425 0 0
Vishay Intertechnology COM 928298108 3890 126500 Defined 01 126500 0 0
Visteon Corp. COM 92839U107 157 10355 Defined 01 10355 0 0
Voxware Inc. COM 92906L105 2 1000 Defined 01 1000 0 0
Wachovia COM 929771103 102 1800 Defined 01 1800 0 0
Walmart Stores COM 931142103 19 400 Defined 01 400 0 0
Walt Disney COM 254687106 536 14000 Defined 01 14000 0 0
Washington Federal Inc. COM 938824109 27349 1202163 Defined 01 1202163 0 0
Washington Mutual COM 939322103 796 20004 Defined 01 20004 0 0
Washington Real Estate Investm COM 939653101 4541 226355 Defined 01 226355 0 0
Watson Pharmaceuticals Inc. COM 942683103 519 8000 Defined 01 8000 0 0
Webster Financial Corp. COM 947890109 28717 1066073 Defined 01 1066073 0 0
Weingarten Realty Investors COM 948741103 4427 108630 Defined 01 108630 0 0
Wellpoint Health Networks Inc. COM 94973H108 139 1450 Defined 01 1450 0 0
Westell Technologies Inc. COM 957541105 252 19600 Defined 01 19600 0 0
Westvaco Corp. COM 961548104 169 6345 Defined 01 6345 0 0
Whitney Holding Corp. COM 966612103 836 23030 Defined 01 23030 0 0
Willbros Group Inc. COM 969199108 267 41000 Defined 01 41000 0 0
Winn-Dixie Stores COM 974280109 154 10725 Defined 01 10725 0 0
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