13F-HR 1 f13-0903.txt HOLDINGS REPORT F/Q/E 09/30/2003 ---------------------------- OMB APPROVAL ---------------------------- OMB Number: Expires: Estimated average burden hours per response..... ---------------------------- SEC USE ONLY ---------------------------- ---------------------------- 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, 2003 If amended report check here: |_| Amendment Number: ____ This Amendment (Check only one): |_| is a restatement |_| adds new holding entries. Bear Stearns Asset Management Inc. -------------------------------------------------------------------------------- Name of Institutional Investment Manager 383 Madison Avenue, New York, N.Y. 10179 -------------------------------------------------------------------------------- Business Address (Street) (City) (State) (Zip) 13F File Number: 28-4205 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, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Joyce Messaris Vice President (212) 272-3146 -------------------------------------------------------------------------------- Name (Title) (Phone) /s/ Joyce Messaris ------------------------------------------ (Manual Signature of Person Duly Authorized to Submit This Report) New York, 11/05/2003 ------------------------------------------ (Place and Date of Signing) Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 655 Form 13F Information Table Value Total: $6,963,538 (thousands) List of Other Included Managers: Name and 13F file numbers of ALL Institutional Investment Managers with respect to which this schedule is filed (other than the one filing this report): (List in alphabetical order). [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] 13F File Numbers will be assigned to Institutional Investment Managers after they file their first report. 13F File No.: Name: 13F File No.: Name: ------------- --------------------- ------------- --------------------- 1. 28-2633 Marvin & Palmer Assoc. 6. ------------- --------------------- ------------- --------------------- 2. 7. ------------- --------------------- ------------- --------------------- 3. 8. ------------- --------------------- ------------- --------------------- 4. 9. ------------- --------------------- ------------- --------------------- 5. 10. ------------- --------------------- ------------- --------------------- FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------ ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 ------ -------------- ------ ------ ------------------- ---------- -------- ----------------------- VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ Name Of Issuer Title Of ClassCusip Value(k) SH/P AMT S/P P/C INV DSC Managers Sole 4KIDS ENTERTAINMENT INC COMMON 350865101 4954 234800 SH SOLE 234800 A T & T CORP COMMON 001957505 2528 117281 SH SOLE 45561 A T & T WIRELESS SERVICES COMMON 00209A106 400 48950 SH SOLE 48950 ABBOTT LABORATORIES COMMON 002824100 68095 1600354 SH SOLE 1426421 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 1776 64050 SH SOLE 63863 ABGENIX INC COMMON 00339B107 1794 123800 SH SOLE 123800 ACCREDO HEALTH INC COMMON 00437V104 16682 596000 SH SOLE 596000 ACETO CORP COMMON 004446100 365 26080 SH SOLE 19201 ADAPTEC INC COMMON 00651F108 3879 513100 SH SOLE 513100 ADOBE SYSTEMS INC COMMON 00724F101 267 6806 SH SOLE 6550 ADTRAN INC COMMON 00738A106 2424 39627 SH SOLE 31797 ADVANCED MICRO DEVICES COMMON 007903107 7055 635000 SH SOLE 635000 ADVANCEPCS COMMON 00790K109 3806 83501 SH SOLE 79976 ADVO INC COMMON 007585102 2298 55200 SH SOLE 55200 AES CORP COMMON 00130H105 1619 218216 SH SOLE 201952 AETNA INC-NEW COMMON 00817Y108 2922 47865 SH SOLE 41859 AFFILIATED COMPUTER SVCS-A COMMON 008190100 1182 24260 SH SOLE 24225 AFFILIATED MANAGERS GROUP COMMON 008252108 942 15000 SH SOLE 15000 AFLAC INC COMMON 001055102 2902 89860 SH SOLE 89860 AGERE SYSTEMS INC-CL A COMMON 00845V100 28217 9191200 SH SOLE 9191200 AGILENT TECHNOLOGIES INC COMMON 00846U101 952 43080 SH SOLE 38947 AIRTRAN HOLDINGS INC COMMON 00949P108 371 22135 SH SOLE 13310 ALARIS MEDICAL SYSTEMS INC COMMON 011637105 3110 187378 SH SOLE 170676 ALBANY INTL CORP-CL A COMMON 012348108 9548 309600 SH SOLE 309600 ALBERTSON'S INC COMMON 013104104 1833 89127 SH SOLE 89127 ALCATEL SA-SPONSORED ADR COMMON 013904305 132 11195 SH SOLE 11195 ALLERGAN INC COMMON 018490102 430 5465 SH SOLE 1627 ALLIANCE IMAGING INC COMMON 018606202 172 49813 SH SOLE 14175 ALLMERICA FINANCIAL CORP COMMON 019754100 322 13541 SH SOLE 11437 ALLSTATE CORP COMMON 020002101 64470 1764850 SH SOLE 1639878 ALPHARMA INC-CL A COMMON 020813101 408 21956 SH SOLE 16151 ALTERA CORPORATION COMMON 021441100 436 23103 SH SOLE 8333 ALTRIA GROUP INC COMMON 02209S103 71264 1627036 SH SOLE 1447629 AMAZON.COM INC COMMON 023135106 413 8556 SH SOLE 3793 AMBAC FINANCIAL GROUP INC COMMON 023139108 31327 489492 SH SOLE 489492 AMDOCS LTD COMMON G02602103 2052 109137 SH SOLE 88504 AMERICA WEST HOLDINGS CORP-B COMMON 023657208 464 47772 SH SOLE 28503 AMERICAN ELECTRIC POWER COMMON 025537101 1332 44392 SH SOLE 44392 AMERICAN EXPRESS COMPANY COMMON 025816109 112198 2489970 SH SOLE 2261697 AMERICAN FINANCIAL GROUP INC COMMON 025932104 443 20378 SH SOLE 6756 AMERICAN HEALTHWAYS INC COMMON 02649V104 2015 47978 SH SOLE 45501 AMERICAN INTERNATIONAL GROUP COMMON 026874107 103232 1789114 SH SOLE 1650056 AMERICAN MANAGEMENT SYSTEMS COMMON 027352103 201 15764 SH SOLE 4011 AMERICAN MED SECURITY GROUP COMMON 02744P101 1190 58600 SH SOLE 58600 AMERICAN POWER CONVERSION COMMON 029066107 532 31065 SH SOLE 31000 AMERICAN STANDARD COMPANIES COMMON 029712106 38587 458000 SH SOLE 458000 AMERICAN TOWER CORP-CL A COMMON 029912201 824 81192 SH SOLE 35932 AMERISOURCEBERGEN CORP COMMON 03073E105 2020 37382 SH SOLE 37382 AMERITRADE HOLDING CORP COMMON 03074K100 1729 153709 SH SOLE 148463 AMGEN INC COMMON 031162100 27695 428920 SH SOLE 428190 AMKOR TECHNOLOGY INC COMMON 031652100 1870 131608 SH SOLE 98971 AMR CORP/DEL COMMON 001765106 499 43562 SH SOLE 35453 ANADARKO PETROLEUM CORP COMMON 032511107 42594 1019975 SH SOLE 920000 ANALOG DEVICES COMMON 032654105 2720 71537 SH SOLE 63597 ANDREW CORP COMMON 034425108 2715 220900 SH SOLE 220900 ANTHEM INC COMMON 03674B104 14555 204045 SH SOLE 204045 AOL TIME WARNER COMMON 00184A105 61671 4081412 SH SOLE 3659700 APACHE CORP COMMON 037411105 29410 424143 SH SOLE 420161 APOLLO GROUP INC-CL A COMMON 037604105 4027 60996 SH SOLE 48271 ARCTIC CAT INC COMMON 039670104 2302 119100 SH SOLE 119100 ARIBA INC COMMON 04033V104 87 28820 SH SOLE 24776 ARRIS GROUP INC COMMON 04269Q100 81 14000 SH SOLE 14000 ARROW ELECTRONICS INC COMMON 042735100 597 32481 SH SOLE 14950 ARVINMERITOR INC COMMON 043353101 1799 101001 SH SOLE 100281 ASHANTI GOLDFIELDS-SPONS GDR COMMON 043743202 1287 123200 SH SOLE 123200 ASPECT COMMUNICATIONS CORP COMMON 04523Q102 240 28845 SH SOLE 8387 ATARI INC COMMON 04651M105 116 28448 SH SOLE 28448 ATLANTIC COAST AIRLINES HLDG COMMON 048396105 2484 291900 SH SOLE 291900 AUDIOVOX CORP -CL A COMMON 050757103 1150 91047 SH SOLE 88270 AUTOMATIC DATA PROCESSING COMMON 053015103 3348 93385 SH SOLE 76487 AUTONATION INC COMMON 05329W102 1065 60713 SH SOLE 60484 AUTOZONE INC COMMON 053332102 32493 362938 SH SOLE 362497 AVAYA INC COMMON 053499109 2416 221691 SH SOLE 163031 AVID TECHNOLOGY INC COMMON 05367P100 5093 96394 SH SOLE 81988 AVON PRODUCTS INC COMMON 054303102 2463 38139 SH SOLE 36828 BALL CORP COMMON 058498106 6833 126540 SH SOLE 126490 BANCO ITAU HOLDING FIN-ADR COMMON 059602201 303 8365 SH SOLE 8365 BANK OF AMERICA CORP COMMON 060505104 154088 1974469 SH SOLE 1836073 BANK ONE CORP COMMON 06423A103 2007 51940 SH SOLE 51940 BANKATLANTIC BANCORP INC-A COMMON 065908501 4499 315700 SH SOLE 315700 BANKNORTH GROUP INC COMMON 06646R107 790 28000 SH SOLE 28000 BARD (C.R.) INC COMMON 067383109 852 12000 SH SOLE 12000 BARNES & NOBLE INC COMMON 067774109 26974 1061562 SH SOLE 1058906 BARR LABORATORIES INC COMMON 068306109 568 8331 SH SOLE 8331 BARRA INC COMMON 068313105 3729 99300 SH SOLE 99300 BB&T CORPORATION COMMON 054937107 1850 51508 SH SOLE 51508 BEA SYSTEMS INC COMMON 073325102 203 16865 SH SOLE 4812 BED BATH & BEYOND INC COMMON 075896100 2151 56340 SH SOLE 56340 BENCHMARK ELECTRONICS INC COMMON 08160H101 1123 26579 SH SOLE 25084 BEST BUY COMPANY INC COMMON 086516101 19136 402719 SH SOLE 393802 BEVERLY ENTERPRISES INC COMMON 087851309 1600 270233 SH SOLE 228826 BHP BILLITON LTD-SPON ADR COMMON 088606108 2378 167712 SH SOLE 167712 BIG 5 SPORTING GOODS CORP COMMON 08915P101 229 15000 SH SOLE 15000 BIOSITE INC COMMON 090945106 395 13962 SH SOLE 9595 BIOVAIL CORP COMMON 09067J109 631 16975 SH SOLE 11219 BLACK & DECKER CORP COMMON 091797100 28020 691000 SH SOLE 691000 BLAIR CORP COMMON 092828102 710 34139 SH SOLE 34139 BOSTON SCIENTIFIC CORP COMMON 101137107 22463 352081 SH SOLE 341307 BOYD GAMING CORP COMMON 103304101 197 12899 SH SOLE 12899 BP PLC -SPONS ADR COMMON 055622104 7153 169900 SH SOLE 157298 BRIGHTPOINT INC COMMON 109473405 221 6729 SH SOLE 1988 BRINKER INTERNATIONAL INC COMMON 109641100 654 19600 SH SOLE 19600 BUNGE LIMITED COMMON G16962105 1607 58430 SH SOLE 58430 BURLINGTON RESOURCES INC COMMON 122014103 2530 52497 SH SOLE 46673 CABLEVISION SYSTEMS-NY GRP-A COMMON 12686C109 1808 99923 SH SOLE 99500 CALPINE CORPORATION COMMON 131347106 103 21108 SH SOLE 12315 CAMBIOR INC COMMON 13201L103 1549 559300 SH SOLE 559300 CANON INC-SPONS ADR COMMON 138006309 2503 51375 SH SOLE 51375 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 379 6643 SH SOLE 1594 CARDINAL HEALTH INC COMMON 14149Y108 22775 390049 SH SOLE 390049 CAREER EDUCATION CORP COMMON 141665109 2164 47768 SH SOLE 47095 CAREMARK RX INC COMMON 141705103 377 16670 SH SOLE 16670 CASELLA WASTE SYSTEMS INC-A COMMON 147448104 376 30205 SH SOLE 25356 CASH AMERICA INTL INC COMMON 14754D100 312 19053 SH SOLE 11422 CASUAL MALE RETAIL GROUP INC COMMON 148711104 185 25000 SH SOLE 25000 CATO CORP-CL A COMMON 149205106 3177 157500 SH SOLE 157500 CB BANCSHARES INC/HAWAII COMMON 124785106 1287 21010 SH SOLE 21010 CELERA GENOMICS GRP COMMON 038020202 1111 95000 SH SOLE 95000 CELESTICA INC COMMON 15101Q108 6185 390000 SH SOLE 390000 CENDANT CORP COMMON 151313103 1327 71012 SH SOLE 65261 CENTERPOINT ENERGY INC COMMON 15189T107 1615 176075 SH SOLE 176075 CENTEX CORP COMMON 152312104 428 5486 SH SOLE 4374 CENTRAL EURO DISTRIBUTION CP COMMON 153435102 456 16691 SH SOLE 13765 CENTRAL GARDEN & PET CO COMMON 153527106 1402 53707 SH SOLE 51851 CHAMPION ENTERPRISES INC COMMON 158496109 159 25002 SH SOLE 5163 CHELSEA PROPERTY GROUP INC COMMON 163421100 31135 650000 SH SOLE 650000 CHEVRON TEXACO CORP COMMON 166764100 105573 1477581 SH SOLE 1341695 CHICAGO BRIDGE & IRON-NY SHR COMMON 167250109 1591 58601 SH SOLE 57895 CHICO'S FAS INC COMMON 168615102 1553 50695 SH SOLE 50695 CHILDREN'S PLACE COMMON 168905107 495 28851 SH SOLE 28350 CINCINNATI BELL INC COMMON 171871106 90 17687 SH SOLE 17687 CINTAS CORP COMMON 172908105 1531 41564 SH SOLE 41564 CIRCUIT CITY STORES INC COMMON 172737108 372 39004 SH SOLE 2472 CIRRUS LOGIC INC COMMON 172755100 72 13039 SH SOLE 502 CISCO SYSTEMS INC COMMON 17275R102 46548 2382171 SH SOLE 2324202 CITIGROUP INC COMMON 172967101 213110 4682698 SH SOLE 4319742 CITRIX SYSTEMS INC COMMON 177376100 3444 155942 SH SOLE 151073 CLARCOR INC COMMON 179895107 956 24500 SH SOLE 24500 CLOROX COMPANY COMMON 189054109 742 16185 SH SOLE 16185 CMGI INC COMMON 125750109 388 250440 SH SOLE 137716 CNET NETWORKS INC COMMON 12613R104 46154 6518954 SH SOLE 6462026 COACH INC COMMON 189754104 787 15124 SH SOLE 12931 COCA-COLA COMPANY COMMON 191216100 2653 61744 SH SOLE 31767 COGNIZANT TECH SOLUTIONS CRP COMMON 192446102 203 5557 SH SOLE 4536 COLGATE-PALMOLIVE CO COMMON 194162103 325 5823 SH SOLE 5350 COLONIAL PROPERTIES TRUST COMMON 195872106 3109 86300 SH SOLE 86300 COMCAST CORP-CL A COMMON 20030N101 339 10972 SH SOLE 10972 COMCAST CORP-SPECIAL CL A COMMON 20030N200 40112 1357900 SH SOLE 1357900 COMERICA INC COMMON 200340107 786 16877 SH SOLE 16877 COMMERCIAL FEDERAL CORP COMMON 201647104 4098 168300 SH SOLE 168300 COMMONWEALTH TELEPHONE ENTRP COMMON 203349105 519 12940 SH SOLE 3089 COMPASS BANCSHARES INC COMMON 20449H109 415 12000 SH SOLE 12000 COMPUCOM SYSTEMS INC COMMON 204780100 43 10283 SH SOLE 7330 COMTECH TELECOMMUNICATIONS COMMON 205826209 368 15417 SH SOLE 12646 CONAGRA FOODS INC COMMON 205887102 1613 75942 SH SOLE 75942 CONOCOPHILLIPS COMMON 20825C104 87559 1599262 SH SOLE 1457693 CONSOLIDATED EDISON INC COMMON 209115104 1821 44677 SH SOLE 44677 CONSOLIDATED GRAPHICS INC COMMON 209341106 854 33600 SH SOLE 33600 CONSTELLATION BRANDS INC-A COMMON 21036P108 38242 1254233 SH SOLE 1254233 CONTINENTAL AIRLINES-CL B COMMON 210795308 9982 602023 SH SOLE 599800 CORINTHIAN COLLEGES INC COMMON 218868107 2242 39236 SH SOLE 38083 CORNING INC COMMON 219350105 706 74897 SH SOLE 47841 COSTAR GROUP INC COMMON 22160N109 1898 73000 SH SOLE 73000 COSTCO WHOLESALE CORP COMMON 22160K105 22057 709690 SH SOLE 708938 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 2285 29192 SH SOLE 23559 COURIER CORP COMMON 222660102 866 17014 SH SOLE 17014 COVENTRY HEALTH CARE INC COMMON 222862104 43590 826509 SH SOLE 826509 CROWN CASTLE INTL CORP COMMON 228227104 1429 151888 SH SOLE 95647 CROWN HOLDINGS INC COMMON 228368106 2740 405859 SH SOLE 400700 CUBIC CORP COMMON 229669106 1030 41000 SH SOLE 41000 CVS CORP COMMON 126650100 32738 1054033 SH SOLE 1054033 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 2397 135603 SH SOLE 123780 CYTEC INDUSTRIES INC COMMON 232820100 1000 27400 SH SOLE 27400 DANA CORP COMMON 235811106 571 37053 SH SOLE 13576 DEAN FOODS CO COMMON 242370104 427 13768 SH SOLE 13768 DEERE & CO COMMON 244199105 11963 224403 SH SOLE 224403 DELPHI CORP COMMON 247126105 1251 138236 SH SOLE 138236 DEVELOPERS DIVERSIFIED RLTY COMMON 251591103 920 30800 SH SOLE 30800 DIEBOLD INC COMMON 253651103 861 17000 SH SOLE 17000 DIGENE CORP COMMON 253752109 626 15335 SH SOLE 6432 DOBSON COMMUNICATIONS CORP-A COMMON 256069105 1009 124231 SH SOLE 69855 DOLLAR GENERAL COMMON 256669102 1646 82310 SH SOLE 69254 DOLLAR THRIFTY AUTOMOTIVE GP COMMON 256743105 916 40325 SH SOLE 40325 DOT HILL SYSTEMS CORP COMMON 25848T109 702 51000 SH SOLE 51000 DOUBLECLICK INC COMMON 258609304 27700 2572000 SH SOLE 2572000 DOVER CORP COMMON 260003108 990 28003 SH SOLE 28003 DOW CHEMICAL COMMON 260543103 7979 245220 SH SOLE 245220 DRUGSTORE.COM INC COMMON 262241102 278 36423 SH SOLE 19537 DTE ENERGY COMPANY COMMON 233331107 1579 42803 SH SOLE 42408 DU PONT (E.I.) DE NEMOURS COMMON 263534109 2018 50444 SH SOLE 12469 DUN & BRADSTREET CORP NEW COMMON 26483E100 768 18500 SH SOLE 18500 DUPONT PHOTOMASKS INC COMMON 26613X101 2151 94700 SH SOLE 94700 DURA AUTOMOTIVE SYS INC-CL A COMMON 265903104 520 54620 SH SOLE 19581 DYNEGY INC-CL A COMMON 26816Q101 82 22733 SH SOLE 22733 E*TRADE FINANCIAL CORPORATION COMMON 269246104 234 25300 SH SOLE 25300 E.PIPHANY INC COMMON 26881V100 10230 2050000 SH SOLE 2050000 EASTMAN KODAK CO COMMON 277461109 2879 137449 SH SOLE 86657 EATON CORP COMMON 278058102 7006 79059 SH SOLE 79059 EATON VANCE CORP COMMON 278265103 30219 902600 SH SOLE 902600 EBAY INC COMMON 278642103 4673 87333 SH SOLE 66794 EBOOKERS PLC-SPONS ADR COMMON 278725106 455 24915 SH SOLE 14922 ECHOSTAR COMMUNICATIONS - A COMMON 278762109 413 10778 SH SOLE 9481 ECOLAB INC COMMON 278865100 2010 79587 SH SOLE 78972 EFUNDS CORP COMMON 28224R101 3542 286800 SH SOLE 286800 EL PASO CORPORATION COMMON 28336L109 645 88368 SH SOLE 88368 ELECTRONIC ARTS INC COMMON 285512109 1129 12232 SH SOLE 6978 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 61518 3045485 SH SOLE 2757436 ELECTRONICS FOR IMAGING COMMON 286082102 6147 263600 SH SOLE 263600 ELIZABETH ARDEN INC COMMON 28660G106 1076 65300 SH SOLE 65300 ELKCORP COMMON 287456107 1175 49860 SH SOLE 47487 EMERSON ELECTRIC CO COMMON 291011104 2979 56574 SH SOLE 52117 EMULEX CORP COMMON 292475209 27498 1079633 SH SOLE 1079475 ENDESA -SPONSORED ADR COMMON 29258N107 230 14793 SH SOLE 8240 ENERGEN CORP COMMON 29265N108 4577 126500 SH SOLE 126500 ENGINEERED SUPPORT SYSTEMS COMMON 292866100 1382 22845 SH SOLE 22845 ENI SPA-SPONSORED ADR COMMON 26874R108 269 3520 SH SOLE 3520 ENSCO INTERNATIONAL INC COMMON 26874Q100 7923 295400 SH SOLE 295400 ENTERASYS NETWORKS INC COMMON 293637104 535 133748 SH SOLE 106979 ENTERGY CORP COMMON 29364G103 2388 44099 SH SOLE 42350 EQUITY OFFICE PROPERTIES TR COMMON 294741103 2281 82848 SH SOLE 82848 ETHAN ALLEN INTERIORS INC COMMON 297602104 1732 48100 SH SOLE 48100 EVEREST RE GROUP LTD COMMON G3223R108 1319 17544 SH SOLE 16747 EVERGREEN RESOURCES INC COMMON 299900308 648 24000 SH SOLE 24000 EXELON CORP COMMON 30161N101 6813 107284 SH SOLE 107284 EXPEDITORS INTL WASH INC COMMON 302130109 2019 58693 SH SOLE 58653 EXPRESS SCRIPTS INC-CL A COMMON 302182100 280 4565 SH SOLE 4069 EXULT INC COMMON 302284104 1005 124941 SH SOLE 77249 EXXON MOBIL CORPORATION COMMON 30231G102 161002 4398968 SH SOLE 4036470 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 3897 87878 SH SOLE 87878 FAIR ISAAC INC COMMON 303250104 1003 17012 SH SOLE 17012 FAIRCHILD SEMICON INTL COMMON 303726103 531 32000 SH SOLE 32000 FAIRMONT HOTELS & RESORTS COMMON 305204109 536 20800 SH SOLE 20800 FANNIE MAE COMMON 313586109 139686 1989835 SH SOLE 1840547 FARGO ELECTRONICS COMMON 30744P102 2556 202850 SH SOLE 202850 FEDERAL HOME LN MTGE CORP COMMON 313400301 524 10000 SH SOLE 0 FEDERATED DEPARTMENT STORES COMMON 31410H101 492 11738 SH SOLE 10885 FIDELITY NATIONAL FINL INC COMMON 316326107 1453 48348 SH SOLE 48305 FIFTH THIRD BANCORP COMMON 316773100 207 3729 SH SOLE 3233 FIRST FINANCIAL HOLDINGS INC COMMON 320239106 2889 95800 SH SOLE 95800 FIRSTFED AMERICA BANCORP INC COMMON 337929103 1259 56978 SH SOLE 56978 FLAGSTAR BANCORP INC COMMON 337930101 1753 76378 SH SOLE 76378 FLEET BOSTON FINANCIAL CORP COMMON 339030108 86731 2876655 SH SOLE 2639355 FLEETWOOD ENTERPRISES COMMON 339099103 154 16695 SH SOLE 4895 FLEXTRONICS INTL LTD COMMON Y2573F102 1354 95219 SH SOLE 85696 FLOWSERVE CORP COMMON 34354P105 4730 233000 SH SOLE 233000 FMC TECHNOLOGIES INC COMMON 30249U101 887 41400 SH SOLE 41400 FORD MOTOR COMPANY COMMON 345370860 3527 327464 SH SOLE 288708 FOREST LABORATORIES INC COMMON 345838106 2280 44325 SH SOLE 38882 FOREST OIL CORP COMMON 346091705 599 25000 SH SOLE 25000 FORTUNE BRANDS INC COMMON 349631101 21654 381564 SH SOLE 381564 FOUNDRY NETWORKS INC COMMON 35063R100 1441 67025 SH SOLE 60115 FPL GROUP INC COMMON 302571104 537 8501 SH SOLE 8501 FRACTIONAL KINDER MORGAN MGMT COMMON EKE55U103 0 51765 SH SOLE 0 FRED'S INC COMMON 356108100 929 28181 SH SOLE 27400 FREEPORT-MCMORAN COPPER-B COMMON 35671D857 3126 94442 SH SOLE 65680 FURNITURE BRANDS INTL INC COMMON 360921100 627 26000 SH SOLE 26000 GALLAHER GROUP PLC-SPON ADR COMMON 363595109 1890 50394 SH SOLE 50394 GAP INC COMMON 364760108 566 33075 SH SOLE 32621 GAYLORD ENTERTAINMENT CO COMMON 367905106 211 8600 SH SOLE 8600 GENENTECH INC COMMON 368710406 2036 25411 SH SOLE 23499 GENERAL CABLE CORP COMMON 369300108 115 14489 SH SOLE 12433 GENERAL COMMUNICATION -CL A COMMON 369385109 244 29333 SH SOLE 10906 GENERAL DYNAMICS CORP COMMON 369550108 42505 544516 SH SOLE 491898 GENERAL ELECTRIC CO COMMON 369604103 88909 2982519 SH SOLE 2670920 GENERAL MOTORS CORP COMMON 370442105 5272 128805 SH SOLE 89592 GENESEE & WYOMING INC-CL A COMMON 371559105 2893 122000 SH SOLE 122000 GENESIS HEALTH VENTURES COMMON 37183F107 424 17482 SH SOLE 7523 GENUINE PARTS CO COMMON 372460105 2510 78493 SH SOLE 31742 GENZYME CORP - GENL DIVISION COMMON 372917104 31029 670887 SH SOLE 663553 GEORGIA-PACIFIC CORP COMMON 373298108 1307 53916 SH SOLE 52119 GEVITY HR INC COMMON 374393106 832 56679 SH SOLE 37220 GILEAD SCIENCES INC COMMON 375558103 1835 32800 SH SOLE 32800 GLENBOROUGH REALTY TRUST INC COMMON 37803P105 4430 234900 SH SOLE 234900 GLOBALSANTAFE CORP COMMON G3930E101 407 17000 SH SOLE 17000 GLOBESPAN VIRATA INC COMMON 37957V106 494 68535 SH SOLE 41400 GOLDEN TELECOM INC COMMON 38122G107 398 14554 SH SOLE 5803 GOLDEN WEST FINANCIAL CORP COMMON 381317106 2377 26554 SH SOLE 26554 GOLDMAN SACHS GROUP INC COMMON 38141G104 6293 75000 SH SOLE 75000 GREATER BAY BANCORP COMMON 391648102 4033 193900 SH SOLE 193900 GTECH HOLDINGS CORP COMMON 400518106 376 8774 SH SOLE 7728 GUESS? 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