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Previous: SFORZA ENTERPRISES INC, 10QSB, 1999-11-22 |
Next: MCHENRY METALS GOLF CORP /CA, 10QSB, 1999-11-22 |
<PAGE> 1
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGER PURSUANT TO SECTION 13(f) OF
THE SECURITIES EXCHANGE ACT OF 1934
AND RULES THEREUNDER
Report for Quarter Ended September 30, 1999
Securities with respect to which Seneca Capital Management LLC exercises
investment discretion, as reported herein, are hereby also reported herein with
respect to direct and indirect parent organizations of Seneca Capital Management
LLC, namely Phoenix Investment Partners Ltd., 56 Prospect Street, Hartford,
Connecticut and its majority shareholder, Phoenix Home Life Mutual Insurance
Company, One American Row, Hartford, Connecticut. Such securities have not been
included in the report filed by Phoenix Home Life Mutual Insurance Company for
itself, Phoenix Investment Partners Ltd., and certain other subsidiaries of
Phoenix Investment Partners Ltd.
<PAGE> 2
Seneca Capital Management LLC
STOCK PORTFOLIO
GE Investments Real Estate Securities Funds, Inc.
September 30, 1999
<TABLE>
<CAPTION>
SECURITY CUSIP MARKET VALUE QUANTITY
- -------- ----- ------------ --------
<S> <C> <C> <C>
Archstone Communities Trust 39581103 $ 1,888,040.75 95,597
Arden Realty Group Inc. 39793104 $ 674,250.00 31,000
Avalon Bay Communities, Inc. 53469102 $ 1,499,311.90 44,260
Bedford Property Investors 76446301 $ 1,155,937.50 68,500
Berkshire Realty Co 84710102 $ 907,200.00 75,600
Capital Trust Cl-A s b i 140920109 $ 272,550.00 55,200
Catellus 149111106 $ 376,000.00 32,000
Chateau Properties Inc. 161726104 $ 1,209,000.00 46,500
Cornerstone Properties 21922H103 $ 1,662,250.00 109,000
Crescent Real Estate Equities 225756105 $ 1,092,600.00 60,700
Developers Div Rlty 251591103 $ 1,040,200.00 74,300
Duke Realty 264411505 $ 1,365,000.00 70,000
Entertainment Property Trust 29380T105 $ 351,000.00 24,000
Equity Office Properties 294741103 $ 2,050,650.00 88,200
Equity Residential Properties 2476L107 $ 1,974,675.00 46,600
Essex Property Trust Inc. 297178105 $ 2,604,590.62 74,550
Felcor Lodging Trust Inc. 314305103 $ 502,250.00 28,700
First Industrial Realty Trust 32054K103 $ 1,178,100.00 47,600
General Growth Properties 370021107 $ 315,000.00 10,000
Glenborough Realty Trust Pf. A 37803P204 $ 1,159,665.62 70,550
Macerich Co 46088R108 $ 1,468,437.50 63,500
Mack-Cali Realty Corp. 554382101 $ 1,383,525.00 51,600
Manufactured Home Communities Inc. 554489104 $ 1,718,062.50 73,500
MeriStar Hospitality Corporation 58984Y103 $ 579,837.37 37,713
Northstar Financial 67704F205 $ 1,522,500.00 105,000
Pacific Gulf PPTY 694396102 $ 944,638.75 47,380
Prentiss Properties Trust 740706106 $ 1,420,000.00 64,000
Reckson Associates Preferred A 75621K205 $ 676,281.25 33,500
Simon Property Group, Inc. 828781104 $ 1,462,925.00 65,200
Spieker Properities Inc. 848497103 $ 2,063,906.25 59,500
Starwood Hotels & Resorts Worldwide Inc. 855905204 $ 1,097,775.00 49,200
Sunstone Hotel Invs Inc. 867933103 $ 288,050.00 32,920
Trinet Corp Realty Trust 896287103 $ 652,462.50 27,400
Urban Shopping Centers, Inc. 92924B105 $ 1,540,712.50 52,900
Wyndham International - CL A 983101106 $ 219,820.12 83,741
TOTAL PORTFOLIO $40,317,205.15
</TABLE>
<PAGE> 3
Seneca Capital Management LLC
FORM 13F
3rd Q Filing
September 30, 1999
<TABLE>
<CAPTION>
Title Investment Voting
of Discretion Authority
Security Class CUSIP Market Value Quantity Sole Sole Share None
COMMON STOCK
<S> <C> <C> <C> <C> <C> <C> <C> <C>
A T & T Corp COM 001957109 3425233.5 78741 78741
AMFM Inc COM 001693100 143226690.8 2357641 2357641
Abercrombie & Fitch Co Class A COM 002896207 37276637.5 1094360 1094360
Adaptec Inc COM 00651F108 5972968.75 150500 150500
Adobe Systems Inc COM 00724F101 3405000 30000 30000
Alcoa Inc COM 013817101 78991908.75 1272780 1272780
Alpha Inds Inc COM 020753109 372281.25 6600 6600
Altera Corp COM 021441100 3721575 85800 85800
America Online COM 02364J104 1176946.87 11310 11310
American Dental Partners Inc COM 025353103 333437.5 27500 27500
American Express Co COM 025816109 858600 6360 6360
American International Group COM 026874107 14393937.59 165566 165566
American Tower Corp CI A COM 029912201 36233637.5 1846300 1846300
Anheuser Busch Cos Inc. COM 035229103 10977392.5 156680 156680
Apple Computer Inc COM 037833100 1899375 30000 30000
Applied Materials Inc COM 038222105 17704981.25 227900 227900
Applied Micro Circuits Corp COM 03822W109 17259600 302800 302800
Automatic Data Processing COM 053015103 11821519.5 264908 264908
Baker Hughes Inc COM 057224107 63654420 2194980 2194980
Bank America Corp COM 06605f102 1679256.56 30155 30155
Bell Atlantic Corp COM 077853109 62424266.25 927380 927380
BellSouth Corp COM 079860102 873000 19400 19400
Best Buy Co Inc COM 086516101 31483290 507795 507795
Bristol Myers Squibb Co COM 110122108 77546025 1148830 1148830
C.R. Bard Inc COM 067383109 4094437.5 87000 87000
CAI Dive International COM 127914109 376750 11000 11000
CVS Corp COM 126650100 594434.06 14565 14565
Cadence Design Systems Inc COM 127387108 3611250 270000 270000
Cardinal Health Inc COM 14149Y108 867204 15912 15912
Charles Schwab Corp New COM 808513105 16476562.19 492757 492757
Charming Shoppes Inc COM 161133103 315187.5 61500 61500
Chase Manhattan Corp New COM 16161A108 603000 8000 8000
Check Point Software Tech COM M22465104 2110937.5 25000 25000
Chruch & Dwight Co. Inc COM 171340102 375000 15000 15000
Cisco Systems Inc COM 17275R102 89025183.81 1298453 1298453
Citigroup Inc COM 172967101 97062196 2205959 2205959
Coca Cola Co COM 191216100 207475 4300 4300
Colgate-Palmolive Co COM 194162103 12307665 269020 269020
Comerica Inc COM 200340107 36122456.25 713530 713530
Comverse Technology Inc COM 205862402 53130946.87 563350 563350
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Concord EFS Inc COM 206197105 27113521.87 1314595 1314595
Copper Mountain Networks Inc COM 217510106 25333263.75 289110 289110
Credence Systems Corp COM 225302108 426312.5 9500 9500
Creo Products Inc COM 225606102 368437.5 15000 15000
Crown Castle Int'l Corp COM 228227104 30889774.84 1650205 1650205
Cumulus Media Inc - CL A COM 231082108 490312.5 15000 15000
Dell Computer Corp COM 247025109 510781.5 12216 12216
Digital Insight Corp COM 25385P106 150000 10000 10000
Donaldson Lufkin & Jenrette COM 257661108 540423.75 13660 13660
Dow Chemical Co COM 260543103 52586786.25 462810 462810
Dril-Quip Inc COM 262037104 357000 14000 14000
E M C Corp Mass COM 268648102 1695156.25 23750 23750
Eastman Kodak Co COM 277461109 310062.5 4100 4100
Echostar Communications Inc COM 278762109 51629630.62 568530 568530
El Paso Energy Corp COM 283905107 805000 20000 20000
Electro Scientific Inds Inc COM 285229100 399609.37 7500 7500
Electroglas Inc COM 285324109 432437.5 18500 18500
Emerson Electric Co COM 291011104 5932042.5 93880 93880
Enron Corp COM 293561106 2862056.25 69700 69700
Etec Systems Inc COM 26922C103 376250 10000 10000
Ethan Allen Interior Inc COM 297602104 4135625 130000 130000
Exxon Corp COM 302290101 666140 8765 8765
Federated Department Store COM 31410H101 1446056.25 33100 33100
First Data Corp COM 319963104 280800 6400 6400
First Health Group Corp COM 320960107 370218.75 16500 16500
Flextronics International Ltd COM Y2573F102 6353493.12 109190 109190
Gap Inc COM 364760108 12237072 382408 382408
Gemstar Intl Group Ltd GMSTF COM 5859375 75000 75000
General Electric Co COM 369604103 94431118.69 796467 796467
General Mills Inc COM 370334104 41024101.25 505690 505690
General Motors Corp Class H COM 370442832 81872652.5 1430090 1430090
Georgia Pacific Corp COM 373298108 10153007.06 251079 251079
Grupo Indus Durango - Spon ADR COM 40048E109 980575 128600 128600
Halliburton Company COM 406216101 89172089 2174929 2174929
Hercules Inc COM 427056106 22664988.75 791790 791790
Hewlett Packard Co COM 428236103 2522850 27800 27800
I2 Technologies Inc COM 465754109 640406.25 16500 16500
Intel Corp COM 458140100 51057146.25 687060 687060
Interlink Electronics Inc COM 458751104 362812.5 45000 45000
Internap Network Services COM 45885A102 4484812.5 100500 100500
International Business Machines COM 459200101 72533450 599450 599450
International Paper Company COM 460146103 538300 11200 11200
Intuit Inc COM 461202103 5697656.25 65000 65000
JDS Uniphase Corp COM 46612J101 7682343.75 67500 67500
Johnson & Johnson COM 478160104 44582343.75 485250 485250
KLA-Tencor Corporation COM 482480100 55524950 854230 854230
LSI Logic Corp COM 502161102 46970040 903270 903270
LTX Corp COM 502392103 390093.75 28500 28500
Lam Research COM 512807108 6100000 100000 100000
Lear Corp COM 521865105 27023648.12 767990 767990
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
Legato Systems Inc COM 524651106 523125 12000 12000
Lilly (Eli) & Co COM 532457108 13571869.19 211441 211441
Limited Inc COM 532716107 4586175 119900 119900
Linear Technology Corp COM 535678106 4114687.5 70000 70000
Linens N Things Inc COM 535679104 2939625 87100 87100
Liquid Audio Inc COM 53631T102 370000 10000 10000
Lucent Technologies Inc COM 549463107 32728723.87 504489 504489
MCI WorldCom Inc COM 55268B106 98587918.75 1371658 1371658
MGIC Investment Corp COM 552848103 4641300 97200 97200
Mead Corp COM 582834107 31497812.5 916300 916300
Medimmune Inc COM 584699102 17071115.62 171300 171300
Mellon Financial Corp COM 58551A108 59171257.5 1759740 1759740
Merck & Co COM 589331107 440725 6800 6800
Mercury Interactive Corp COM 589405109 7540900 116800 116800
Mettler-Toledo Intl Inc COM 592688105 385125 13000 13000
Micron Technolgy Inc COM 595112103 4066475 61150 61150
Microsoft Corp COM 594918104 120114945.6 1326321 1326321
Mobil Corp COM 607059102 16539422.25 164163 164163
Morgan Stanley Dean Witter & Co COM 617446448 78732049.37 882770 882770
Motorola Inc COM 620076109 99740432 1133414 1133414
Nabors Industries COM 629568106 40297875 1611915 1611915
Nokia Corp - Spon ADR COM 654902204 93673477 1042264 1042264
Nordstrom Inc COM 655664100 405000 15000 15000
Nortel Networks Corp COM 656569100 89012850 1745350 1745350
Outdoor Systems Inc COM 690057104 142878977.3 3996615 3996615
PMC-Sierra Inc COM 69344F106 47734625 516050 516050
Paradyne Networks Inc COM 69911G107 18121600 647200 647200
Park Place Entertainment COM 700690100 4992500 399400 399400
Pope & Talbot Inc COM 732827100 371250 30000 30000
Powerwave Technologies Inc COM 739363109 482187.5 10000 10000
Procter & Gamble Co COM 742718109 48978750 522440 522440
Providian Financial Corp COM 74406a102 243105.62 3070 3070
Qualcomm Inc COM 747525103 2930514.37 15490 15490
RF Micro Devices Inc COM 749941100 50319052.5 1099870 1099870
SBC Communications Inc COM 78387G103 204250 4000 4000
SDL Inc COM 784076101 25747837.5 337400 337400
SPX Corp COM 784635104 52530637.5 578850 578850
STMicroelectronics NV COM 861012102 55528359.37 749750 749750
Sandisk Corp COM 80004C101 325937.5 5000 5000
Schlumberger LTD COM 806857108 3264925.75 52396 52396
Scientific-Atlanta Inc COM 808655104 2973750 60000 60000
Siebel Systems Inc COM 826170102 3331250 50000 50000
Smurfit-Stone Container Corp COM 832727101 29328473.75 1356230 1356230
Source Information MGMT Co COM 836151209 283750 20000 20000
Sun Microsystems Inc COM 866810104 123502698 1327986 1327986
TJX Companies Inc New COM 872540109 92611469.62 3300186 3300186
Tandy Corp COM 875382103 139636365.6 2701550 2701550
Teradyne Inc COM 880770102 16123350 457400 457400
Texaco Inc COM 881694103 59552756.25 943410 943410
Texas Instruments Inc COM 882508104 27142500 330000 330000
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
The PMI Group Inc COM 69344M101 306562.5 7500 7500
Thomas and Betts Corp COM 884315102 3182910 62410 62410
Too, Inc. COM 890333107 217546 12128 12128
Tyco Int'l Ltd COM 902124106 117269388.3 1135781 1135781
UTI Energy COM 903387108 437343.75 22500 22500
Unionbancal Corporation COM 908906100 42043112.5 1159810 1159810
Unit Corp COM 909218109 264687.5 35000 35000
Universal Electronics Inc. COM 913483103 10605125 458600 458600
Usweb Corp COM 917327108 415181.25 12100 12100
Valassis Communications Inc COM 918866104 681031.25 15500 15500
Venator Group Inc COM 922944103 375893.75 43900 43900
Veritas Software Corp COM 923436109 60233625 793200 793200
Vishay Intertechnology Inc COM 928298108 356250 15000 15000
Visx Inc COM 92844S105 15027812.5 190000 190000
Voicestream Wireless Corp COM 928615103 462890.62 7500 7500
Walmart Stores Inc COM 931142103 66025263.69 1388179 1388179
Weatherford International COM 947074100 44542400 1391950 1391950
Whirlpool Corp COM 963320106 18429881.25 282180 282180
William Sonoma COM 969904101 728437.5 15000 15000
Xerox Corp COM 984121103 209687.5 5000 5000
Xilinx Inc COM 983919101 60809068.12 927940 927940
Yankee Candle Co COM 984757104 18874492.5 977320 977320
4076352041
PREFERRED STOCK - EQUITY
- -----------
Equity Residential cv7 1/4
Series G 29476l859 207500 10000 10000
207500
GRAND TOTAL 4076559541
</TABLE>
<PAGE> 7
13F REPORT AS OF 9/30/99
<TABLE>
<CAPTION>
NON-VOTING
--------------------------------------
SECURITY CUSIP SYMBOL UNITS Count Market Value
<S> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS 886101 ADCT 0 0 $ --
ADOBE SYSTEMS 00724F101 ADBE 0 0 $ --
AETNA INC 8117103 AET 0 0 $ --
AIR PROD & CHEM INC 9158106 APD 0 0 $ --
AK STEEL HOLDING CORP 1547108 AKS 0 0 $ --
ALBERTO CULVER CO A 13068200 ACVA 0 0 $ --
ALBERTSONS INC 13104104 ABS 0 0 $ --
ALCAN ALUMINIUM LTD 13716105 AL 0 0 $ --
ALCOA INC 13817101 AA 9,460 146 $ 574,727
ALLIEDSIGNAL INC 19512102 ALD 0 0 $ --
ALLSTAR INNS INC 19889104 ALSTF 0 0 $ --
ALLSTATE CORP 20002101 ALL 2,000 1 $ 58,000
ALLTEL CORP DE 20039103 AT 5 1 $ 416
AMBAC INC 23139108 ABK 0 0 $ --
AMERICA ONLINE INC 02364J104 AOL 300 1 $ 38,813
AMERICAN EXPRESS CO 25816109 AXP 0 0 $ --
AMERICAN GENERAL CORP TEXAS 26351106 AGC 0 0 $ --
AMERICAN HOME PRODUCTS 26609107 AHP 5 1 $ 261
AMERICAN INTERNATIONAL GP 26874107 AIG 944 5 $ 97,174
AMFM INC 1693100 AFM 17,580 149 $ 1,230,600
AMGEN INC 31162100 AMGN 0 0 $ --
AMR CORP DE 1765106 AMR 0 0 $ --
ANDREW CORP 34425108 ANDW 0 0 $ --
ANHEUSER BUSCH COS INC 35229103 BUD 1,335 5 $ 96,038
ASHLAND INCORPORATED 44204105 ASH 9 1 $ 297
AT&T CORPORATION 1957109 T 1,912 3 $ 89,387
AT&T LIBERTY MEDIA GROUP A 1957208 LMGA 0 0 $ --
ATLANTIC RICHFIELD CO DE 48825103 ARC 0 0 $ --
AUTOMATIC DATA PROCESSING INC 53015103 AUD 1,970 5 $ 94,930
AVERY DENNISON CORPORATION 53611109 AVY 0 0 $ --
AVNET INC 53807103 AVT 0 0 $ --
BAKER HUGHES INC 57224107 BHI 28,490 144 $ 795,956
BANK OF AMERICA CORP 60505104 BAC 1,131 3 $ 72,879
BANK OF NEW YORK 64057102 BK 0 0 $ --
BANK ONE CORP 06423A103 ONE 0 0 $ --
</TABLE>
<TABLE>
<CAPTION>
VOTING
---------------------------------------------------
SECURITY UNITS Count MARKET VALUE
<S> <C> <C> <C>
ADC TELECOMMUNICATIONS 51 1 $ 2,432
ADOBE SYSTEMS 60 1 $ 4,196
AETNA INC 128 3 $ 6,432
AIR PROD & CHEM INC 127 2 $ 3,493
AK STEEL HOLDING CORP 165 1 $ 2,857
ALBERTO CULVER CO A 87 1 $ 1,740
ALBERTSONS INC 115 2 $ 4,140
ALCAN ALUMINIUM LTD 35 1 $ 1,153
ALCOA INC 41,785 660 $2,538,596
ALLIEDSIGNAL INC 85 2 $ 4,840
ALLSTAR INNS INC 33 1 $ --
ALLSTATE CORP 140 2 $ 4,060
ALLTEL CORP DE 816 12 $ 67,934
AMBAC INC 15 1 $ 896
AMERICA ONLINE INC 6 1 $ 776
AMERICAN EXPRESS CO 3 2 $ 462
AMERICAN GENERAL CORP TEXAS 30 1 $ 2,226
AMERICAN HOME PRODUCTS 252 4 $ 13,168
AMERICAN INTERNATIONAL GP 2,670 56 $ 274,839
AMFM INC 75,052 706 $5,253,640
AMGEN INC 55 1 $ 4,386
AMR CORP DE 15 1 $ 953
ANDREW CORP 50 1 $ 644
ANHEUSER BUSCH COS INC 3,890 55 $ 279,843
ASHLAND INCORPORATED 0 0 $ --
AT&T CORPORATION 6,234 60 $ 291,447
AT&T LIBERTY MEDIA GROUP A 158 1 $ 6,271
ATLANTIC RICHFIELD CO DE 60 2 $ 5,592
AUTOMATIC DATA PROCESSING INC 5,700 55 $ 274,671
AVERY DENNISON CORPORATION 110 1 $ 6,875
AVNET INC 1,360 11 $ 74,205
BAKER HUGHES INC 126,965 653 $3,547,149
BANK OF AMERICA CORP 3,151 53 $ 203,048
BANK OF NEW YORK 120 1 $ 5,025
BANK ONE CORP 1,373 14 $ 51,917
</TABLE>
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C> <C>
BAXTER INTL INC 71813109 BAX 0 0 $ --
BCE INC 05534B109 BCE 0 0 $ --
BEAR STEARNS COMPANIES INC 73902108 BSC 0 0 $ --
BELL ATLANTIC CORP 77853109 BEL 13,157 145 $ 854,395
BELLSOUTH CORP 79860102 BLS 0 0 $ --
BERKSHIRE HATHAWAY A(HLDG CO) 84670108 BRKA 0 0 $ --
BESTFOODS INC 08658U101 BFO 0 0 $ --
BJ SVCS CO 55482103 BJS 0 0 $ --
BOWATER INCORPORATED 102183100 BOW 0 0 $ --
BP AMOCO PLC ADS 55622104 BPA 0 0 $ --
BRISTOL MYERS SQUIBB CO 110122108 BMY 16,114 150 $ 1,237,784
BURLINGTON NO SANTA FE CP 12189T104 BNI 0 0 $ --
CARDINAL HEALTH INC 14149Y108 CAH 0 0 $ --
CASE CORPORATION 14743R103 CSE 0 0 $ --
CATERPILLAR INC 149123101 CAT 0 0 $ --
CBRL GROUP INC 12489V106 CBRL 0 0 $ --
CELLNET FUNDING LLC PFD 150945202 CNDSP 0 0 $ --
CHARLES SCHWAB NEW 808513105 SCH 2,840 5 $ 109,695
CHASE MANHATTAN CORP NEW 16161A108 CMB 0 0 $ --
CHEVRON CORP 166751107 CHV 0 0 $ --
CIGNA CP 125509109 CI 0 0 $ --
CISCO SYS INC 17275R102 CSCO 13,028 150 $ 964,072
CIT GROUP INC A 125577106 CIT 0 0 $ --
CITIGROUP INC 172967101 C 27,264 149 $ 1,479,101
CKE RESTAURANTS INCORPORATED 1.26E+109 CKR 0 0 $ --
CLOROX CO DE 189054109 CLX 0 0 $ --
CNF TRANSPORTATION INC 12612W104 CNF 0 0 $ --
CNH GLOBAL NV N20935107 CNH 0 0 $ --
COASTAL CORP 190441105 CGP 0 0 $ --
COCA COLA CO 191216100 KO 55 1 $ 3,245
COLGATE PALMOLIVE CO 194162103 CL 1,910 5 $ 115,555
COLUMBIA/HCA HEALTHCARE CORP 197677107 COL 0 0 $ --
COMCAST SPL A 200300200 CMCSK 0 0 $ --
COMMONWEALTH ED 1.40 PREF CV 202795696 202795 0 0 $ --
COMPAQ COMPUTER CORP 204493100 CPQ 0 0 $ --
COMPUTER ASSOC INTL INC 204912109 CA 0 0 $ --
COMPUTER SCIENCES CP 205363104 CSC 0 0 $ --
CONAGRA INC 205887102 CAG 5 1 $ 130
CONOCO INC CL B 208251405 COCB 0 0 $ --
CONSECO INC 208464107 CNC 0 0 $ --
CONTINENTIAL ALNS INC CL B 210795308 CAL 0 0 $ --
CORECOMM LTD G2422R109 COMM 0 0 $ --
</TABLE>
<TABLE>
<S> <C> <C> <C>
BAXTER INTL INC 136 3 $ 8,840
BCE INC 58 1 $ 3,495
BEAR STEARNS COMPANIES INC 107 1 $ 4,561
BELL ATLANTIC CORP 56,903 653 $3,695,208
BELLSOUTH CORP 1,245 11 $ 56,025
BERKSHIRE HATHAWAY A(HLDG CO) 3 1 $ 191,700
BESTFOODS INC 115 2 $ 6,757
BJ SVCS CO 172 2 $ 5,902
BOWATER INCORPORATED 77 2 $ 4,043
BP AMOCO PLC ADS 150 2 $ 8,663
BRISTOL MYERS SQUIBB CO 69,378 713 $5,329,225
BURLINGTON NO SANTA FE CP 200 2 $ 6,375
CARDINAL HEALTH INC 115 2 $ 5,003
CASE CORPORATION 89 2 $ 4,717
CATERPILLAR INC 110 3 $ 6,084
CBRL GROUP INC 1 1 $ 13
CELLNET FUNDING LLC PFD 500 1 $ 2,063
CHARLES SCHWAB NEW 7,185 50 $ 277,523
CHASE MANHATTAN CORP NEW 132 4 $ 11,518
CHEVRON CORP 110 3 $ 10,044
CIGNA CP 744 14 $ 55,617
CISCO SYS INC 55,199 712 $4,084,726
CIT GROUP INC A 70 1 $ 1,671
CITIGROUP INC 117,469 715 $6,372,811
CKE RESTAURANTS INCORPORATED 2,976 11 $ 20,089
CLOROX CO DE 70 1 $ 2,866
CNF TRANSPORTATION INC 30 1 $ 992
CNH GLOBAL NV 70 1 $ 1,063
COASTAL CORP 116 1 $ 4,887
COCA COLA CO 318 6 $ 18,762
COLGATE PALMOLIVE CO 5,204 52 $ 314,842
COLUMBIA/HCA HEALTHCARE CORP 301 2 $ 7,262
COMCAST SPL A 50 1 $ 2,106
COMMONWEALTH ED 1.40 PREF CV 1 1 $ --
COMPAQ COMPUTER CORP 288 4 $ 5,508
COMPUTER ASSOC INTL INC 1,051 14 $ 59,387
COMPUTER SCIENCES CP 65 1 $ 4,461
CONAGRA INC 165 1 $ 4,300
CONOCO INC CL B 180 2 $ 4,883
CONSECO INC 1,785 11 $ 43,511
CONTINENTIAL ALNS INC CL B 65 1 $ 2,633
CORECOMM LTD 136 1 $ 5,355
</TABLE>
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C> <C>
COUNTRYWIDE CREDIT INDS DEL 222372104 CCR 0 0 $ --
COX COMMUNICATIONS CLASS A 224044107 COX 0 0 $ --
CRESCENT REAL EST EQUITIES CO 225756105 CEI 0 0 $ --
CSX CORP 126408103 CSX 0 0 $ --
CUTTER & BUCK INC 232217109 CBUK 0 0 $ --
CVS CORPORATION 126650100 CVS 0 0 $ --
DAIMLER-CHRYSLER AG D1668R123 DCX 0 0 $ --
DARDEN RESTAURANTS 237194105 DRI 0 0 $ --
DAYTON HUDSON CORP 239753106 DH 0 0 $ --
DEERE & CO 244199105 DE 0 0 $ --
DELL COMPUTER CORP 247025109 DELL 0 0 $ --
DELPHI AUTOMOTIVE SYSTEMS CORP 247126105 DPH 0 0 $ --
DELTA AIRLINES 247361108 DAL 0 0 $ --
DELUXE CORPORATION 248019101 DLX 0 0 $ --
DIAGEO PLC SPON ADR NEW 25243Q205 DEO 0 0 $ --
DIEBOLD INC 253651103 DBD 0 0 $ --
DOW CHEMICAL CO 260543103 DOW 6,415 145 $ 758,612
DPL INC 233293109 DPL 0 0 $ --
DUKE-WEEKS REALTY CORP 264411505 DRE 0 0 $ --
DUN & BRADSTREET CORP NEW 26483B106 DNB 0 0 $ --
E W SCRIPPS COMPANY NEW 811054204 SSP 0 0 $ --
ELF NEW 2B EXCH /13 286269972 286269 0 0 $ --
ELI LILLY & CO 532457108 LLY 1,250 4 $ 86,094
EMERSON ELECTRIC CO 291011104 EMR 0 0 $ --
ENRON CORP 293561106 ENE 0 0 $ --
EXXON CORP 302290101 XON 0 0 $ --
FANNIE MAE 313586109 FNM 0 0 $ --
FEDERATED DEPT STRS INC DEL 31410H101 FD 0 0 $ --
FIRST UNION CORP 337358105 FTU 0 0 $ --
FLEET BOSTON CORP 33901A108 FLT 0 0 $ --
FORD MOTOR CO 345370100 F 0 0 $ --
FORT JAMES CORPORATION 347471104 FJ 0 0 $ --
FORTUNE BRANDS INC 349631101 FO 0 0 $ --
FRESENIUS MED CARE HLDGS PFD D 358030203 FSMEP 0 0 $ --
GALILEO INTL INC 363547100 GLC 0 0 $ --
GANNETT COMPANY INC DE 364730101 GCI 0 0 $ --
GAP INC 364760108 GPS 2,930 5 $ 108,777
GARTNER GROUP INC CLASS B 366651206 ITB 0 0 $ --
GENERAL ELECTRIC CO 369604103 GE 10,188 150 $ 1,380,487
GENERAL MILLS INC 370334104 GIS 7,165 145 $ 624,734
GENERAL MOTORS CORP 370442105 GM 0 0 $ --
GENERAL MOTORS CORP H (NEW) 370442832 GMH 12,985 145 $ 945,504
</TABLE>
<TABLE>
<S> <C> <C> <C>
COUNTRYWIDE CREDIT INDS DEL 1,480 13 $ 50,137
COX COMMUNICATIONS CLASS A 74 1 $ 3,362
CRESCENT REAL EST EQUITIES CO 1,723 11 $ 28,645
CSX CORP 1,090 11 $ 44,554
CUTTER & BUCK INC 9 1 $ 148
CVS CORPORATION 1,290 12 $ 56,035
DAIMLER-CHRYSLER AG 40 1 $ 3,110
DARDEN RESTAURANTS 51 1 $ 972
DAYTON HUDSON CORP 125 2 $ 8,078
DEERE & CO 45 1 $ 1,631
DELL COMPUTER CORP 100 1 $ 4,013
DELPHI AUTOMOTIVE SYSTEMS CORP 215 1 $ 3,534
DELTA AIRLINES 1,048 12 $ 57,051
DELUXE CORPORATION 30 1 $ 851
DIAGEO PLC SPON ADR NEW 90 2 $ 3,656
DIEBOLD INC 65 1 $ 1,706
DOW CHEMICAL CO 29,109 658 $3,442,311
DPL INC 200 1 $ 4,050
DUKE-WEEKS REALTY CORP 1,760 11 $ 34,541
DUN & BRADSTREET CORP NEW 240 2 $ 7,050
E W SCRIPPS COMPANY NEW 40 1 $ 1,848
ELF NEW 2B EXCH /13 137 5 $ 11,508
ELI LILLY & CO 3,253 52 $ 224,054
EMERSON ELECTRIC CO 169 4 $ 10,152
ENRON CORP 110 1 $ 4,393
EXXON CORP 130 4 $ 9,628
FANNIE MAE 305 5 $ 21,599
FEDERATED DEPT STRS INC DEL 128 2 $ 5,464
FIRST UNION CORP 1,689 15 $ 72,206
FLEET BOSTON CORP 1,681 14 $ 73,337
FORD MOTOR CO 149 4 $ 8,177
FORT JAMES CORPORATION 1,625 13 $ 42,758
FORTUNE BRANDS INC 237 3 $ 8,398
FRESENIUS MED CARE HLDGS PFD D 224 1 $ 4
GALILEO INTL INC 36 1 $ 1,082
GANNETT COMPANY INC DE 115 3 $ 8,870
GAP INC 7,781 52 $ 288,872
GARTNER GROUP INC CLASS B 52 1 $ 488
GENERAL ELECTRIC CO 42,735 712 $5,790,660
GENERAL MILLS INC 32,066 665 $2,795,899
GENERAL MOTORS CORP 795 12 $ 55,999
GENERAL MOTORS CORP H (NEW) 58,483 664 $4,258,437
</TABLE>
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C> <C>
GENL DYNAMICS CORP 369550108 GD 0 0 $ --
GEORGIA PWR QUIP 7 3/4 3-31- 373333202 0 0 $ --
GEORGIA-PAC (GEORGIA PAC GP) 373298108 GP 2,180 4 $ 86,520
GRACE WR & CO DELA NEW 38388F108 GRA 0 0 $ --
GTE CORP 362320103 GTE 0 0 $ --
H J HEINZ CO 423074103 HNZ 5 1 $ 239
HALLIBURTON CO HLDG CO 406216101 HAL 25,425 149 $ 958,226
HARCOURT GENERAL INC 41163G101 H 0 0 $ --
HARLEY DAVIDSON INC 412822108 HDI 0 0 $ --
HASBRO INC 418056107 HAS 0 0 $ --
HAYES LEMMERZ INTL INC 420781106 HAZ 0 0 $ --
HELLER FINANCIAL INC A 423328103 HF 0 0 $ --
HEWLETT PACKARD 428236103 HWP 550 1 $ 27,775
HONEYWELL INC 438506107 HON 0 0 $ --
ICN PHARMACEUTICALS INC NEW 448924100 ICN 5 1 $ 574
ILLINOVA CORPORATION 452317100 ILN 0 0 $ --
IMC GLOBAL INC 449669100 IGL 0 0 $ --
INDYMAC MORTGAGE HLDGS INC 456607100 NDE 0 0 $ --
INGERSOLL RAND 456866102 IR 0 0 $ --
INTEL CORP 458140100 INTC 6,995 142 $ 541,696
INTERNATIONAL PAPER CO 460146103 IP 0 0 $ --
INTIMATE BRANDS INC 461156101 IBI 6 1 $ 246
INTL BUSINESS MACHINES CORP 459200101 IBM 1,140 6 $ 112,006
J P MORGAN & CO 616880100 JPM 0 0 $ --
JOHNSON & JOHNSON 478160104 JNJ 7,570 143 $ 793,005
KEANE INC 486665102 KEA 0 0 $ --
KENNAMETAL INC 489170100 KMT 0 0 $ --
KIMBERLY CLARK CORP 494368103 KMB 0 0 $ --
KONIN PHILIPS ELEC NV NEW 500472204 PHG 0 0 $ --
LAMAR ADVERTISING CO CL A 512815101 LAMR 0 0 $ --
LEAR CORP 521865105 LEA 0 0 $ --
LIFEPOINT HOSPITALS INC 53219L109 LPNT 0 0 $ --
LIMITED INC 532716107 LTD 0 0 $ --
LINCOLN NTL CORP IND 534187109 LNC 0 0 $ --
LOCKHEED MARTIN CORP 539830109 LMT 0 0 $ --
LOEWS CORP DELAWARE 540424108 LTR 0 0 $ --
LOWES COMPANIES INC 548661107 LOW 10,650 142 $ 589,759
LUCENT TECHNOLOGIES 549463107 LU 2,051 5 $ 131,778
MANDALAY RESORT GP 562567107 MBG 0 0 $ --
MARSH & MCLENNAN COS INC 571748102 MMC 0 0 $ --
MASCO CORP 574599106 MAS 0 0 $ --
MATTEL INC 577081102 MAT 0 0 $ --
</TABLE>
<TABLE>
<S> <C> <C> <C>
GENL DYNAMICS CORP 71 2 $ 3,936
GEORGIA PWR QUIP 7 3/4 3-31- 3 1 $ 72
GEORGIA-PAC (GEORGIA PAC GP) 6,590 60 $ 261,542
GRACE WR & CO DELA NEW 4 1 $ 60
GTE CORP 1,070 14 $ 80,450
H J HEINZ CO 0 0 $ --
HALLIBURTON CO HLDG CO 108,367 712 $4,084,162
HARCOURT GENERAL INC 108 1 $ 4,158
HARLEY DAVIDSON INC 50 1 $ 2,966
HASBRO INC 121 1 $ 2,496
HAYES LEMMERZ INTL INC 75 1 $ 1,622
HELLER FINANCIAL INC A 71 1 $ 1,686
HEWLETT PACKARD 137 4 $ 10,165
HONEYWELL INC 36 1 $ 3,796
ICN PHARMACEUTICALS INC NEW 2,185 11 $ 50,255
ILLINOVA CORPORATION 80 1 $ 2,545
IMC GLOBAL INC 130 2 $ 1,658
INDYMAC MORTGAGE HLDGS INC 67 1 $ 934
INGERSOLL RAND 74 1 $ 3,867
INTEL CORP 27,937 683 $2,163,453
INTERNATIONAL PAPER CO 1,115 11 $ 58,678
INTIMATE BRANDS INC 0 0 $ --
INTL BUSINESS MACHINES CORP 4,434 80 $ 435,654
J P MORGAN & CO 15 1 $ 1,963
JOHNSON & JOHNSON 33,749 651 $3,535,419
KEANE INC 50 1 $ 1,175
KENNAMETAL INC 1,335 11 $ 38,384
KIMBERLY CLARK CORP 105 2 $ 6,615
KONIN PHILIPS ELEC NV NEW 27 1 $ 2,806
LAMAR ADVERTISING CO CL A 10 2 $ 540
LEAR CORP 127 2 $ 4,286
LIFEPOINT HOSPITALS INC 4 1 $ 47
LIMITED INC 100 1 $ 4,100
LINCOLN NTL CORP IND 150 1 $ 6,919
LOCKHEED MARTIN CORP 738 13 $ 14,760
LOEWS CORP DELAWARE 114 2 $ 8,080
LOWES COMPANIES INC 48,393 661 $2,679,818
LUCENT TECHNOLOGIES 6,274 64 $ 403,119
MANDALAY RESORT GP 78 1 $ 1,453
MARSH & MCLENNAN COS INC 50 1 $ 3,953
MASCO CORP 320 2 $ 9,761
MATTEL INC 45 1 $ 602
</TABLE>
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C> <C>
MAY DEPARTMENT STORES 577778103 MAY 0 0 $ --
MAYTAG CORP 578592107 MYG 0 0 $ --
MBNA CORP 55262L100 KRB 0 0 $ --
MC GRAW HILL COS INC 580645109 MHP 0 0 $ --
MCI WORLDCOM INC 55268B106 WCOM 16,044 149 $ 1,376,804
MCKESSON HBOC INC 58155Q103 MCK 0 0 $ --
MEDIAONE GROUP INC 58440J104 UMG 0 0 $ --
MELLON FINCL CORP 58551A108 MEL 26,580 146 $ 981,812
MERCK & CO 589331107 MRK 2,560 50 $ 203,690
MERRILL LYNCH & CO INC 590188108 MER 0 0 $ --
MICROSOFT CORP 594918104 MSFT 15,250 148 $ 1,411,592
MINNESOTA MINING & MFG CO 604059105 MMM 0 0 $ --
MOBIL CORP DELAWARE 607059102 MOB 1,130 4 $ 109,470
MORGAN STNLY DEAN WITTER & CO 617446448 MWD 10,935 144 $ 1,206,303
MOTOROLA INC 620076109 MOT 13,980 149 $ 1,360,456
MSDW MUNI INCOME OPP II 61745P445 OIB 0 0 $ --
MSDW MUNI INCOME TR II 61745P478 TFB 0 0 $ --
MSDW QUALITY MUNI SECS 61745P585 IQM 0 0 $ --
NABISCO GROUP HOLDINGS 62952P102 NGH 0 0 $ --
NABISCO HOLDINGS CP CL A 629526104 NA 0 0 $ --
NEW PERSPECTIVE FUND INC 648018109 ANWPX 0 0 $ --
NIAGARA MOHAWK HLDGS INC 653520106 NMK 0 0 $ --
NIEMAN MARCUS GP CLASS B 640204301 NMGB 0 0 $ --
NIKE INC B 654106103 NKE 0 0 $ --
NISOURCE INC 65473P105 NI 5 1 $ 103
NOKIA CP ADR 654902204 NOK 11,080 149 $ 1,280,462
NORDSTROM INC 655664100 JWN 0 0 $ --
NORTEL NETWORKS CORP ADR 656569100 NT 11,260 130 $ 697,423
NTL INCORPORATED 629407107 NTLI 0 0 $ --
OCEAN ENERGY INC NEW 6.75E+110 OEI 0 0 $ --
OUTDOOR SYSTEMS INC 690057104 OSI 33,088 149 $ 1,402,116
PACCAR INC 693718108 PCAR 0 0 $ --
PAINE WEBBER GROUP INC 695629105 PWJ 0 0 $ --
PARAMETRIC TECHNOLOGY CORP 699173100 PMTC 0 0 $ --
PENNEY J C CO 708160106 JCP 0 0 $ --
PHARMACIA UPJOHN INC 716941109 PNU 0 0 $ --
PHILIP MORRIS CO INC 718154107 MO 0 0 $ --
PITNEY BOWES INC 724479100 PBI 0 0 $ --
PMI GROUP INC 69344M101 PMA 0 0 $ --
PNC BANK CORPORATION 693475105 PNC 0 0 $ --
PPG INDUSTRIES INC 693506107 PPG 0 0 $ --
PRAXAIR INC 74005P104 PX 0 0 $ --
</TABLE>
<TABLE>
<S> <C> <C> <C>
MAY DEPARTMENT STORES 1,634 12 $ 56,681
MAYTAG CORP 75 1 $ 3,005
MBNA CORP 70 1 $ 1,934
MC GRAW HILL COS INC 100 1 $ 5,963
MCI WORLDCOM INC 67,089 714 $5,757,212
MCKESSON HBOC INC 35 1 $ 702
MEDIAONE GROUP INC 147 2 $ 10,456
MELLON FINCL CORP 118,859 666 $4,390,410
MERCK & CO 10,840 217 $ 862,496
MERRILL LYNCH & CO INC 818 11 $ 64,216
MICROSOFT CORP 64,020 711 $5,925,870
MINNESOTA MINING & MFG CO 45 1 $ 4,278
MOBIL CORP DELAWARE 3,255 53 $ 315,326
MORGAN STNLY DEAN WITTER & CO 49,095 663 $5,415,955
MOTOROLA INC 60,623 710 $5,899,502
MSDW MUNI INCOME OPP II 6 1 $ 44
MSDW MUNI INCOME TR II 11 1 $ 89
MSDW QUALITY MUNI SECS 2 1 $ 24
NABISCO GROUP HOLDINGS 130 1 $ 1,666
NABISCO HOLDINGS CP CL A 70 1 $ 2,616
NEW PERSPECTIVE FUND INC 1 1 $ 27
NIAGARA MOHAWK HLDGS INC 80 1 $ 1,260
NIEMAN MARCUS GP CLASS B 32 1 $ 686
NIKE INC B 25 1 $ 1,400
NISOURCE INC 0 0 $ --
NOKIA CP ADR 47,155 709 $5,449,493
NORDSTROM INC 165 2 $ 4,115
NORTEL NETWORKS CORP ADR 44,640 588 $2,764,921
NTL INCORPORATED 50 1 $ 3,769
OCEAN ENERGY INC NEW 135 1 $ 1,240
OUTDOOR SYSTEMS INC 140,174 712 $5,939,916
PACCAR INC 20 1 $ 943
PAINE WEBBER GROUP INC 25 1 $ 1,019
PARAMETRIC TECHNOLOGY CORP 200 1 $ 3,813
PENNEY J C CO 135 2 $ 3,426
PHARMACIA UPJOHN INC 65 2 $ 3,506
PHILIP MORRIS CO INC 252 3 $ 6,347
PITNEY BOWES INC 70 2 $ 3,190
PMI GROUP INC 37 1 $ 1,919
PNC BANK CORPORATION 65 1 $ 3,876
PPG INDUSTRIES INC 105 2 $ 6,366
PRAXAIR INC 290 4 $ 13,558
</TABLE>
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C> <C>
PROCTER & GAMBLE 742718109 PG 7,250 146 $ 760,336
PROVIDIAN FINCL CORP 74406A102 PVN 0 0 $ --
QUANTUM CORP DSSG COM 747906204 DSS 0 0 $ --
QUANTUM CORP HDDG COM 747906303 HDD 0 0 $ --
R M I . NET 74961K107 RMII 0 0 $ --
RADIAN GROUP INC 750236101 RDN 0 0 $ --
READERS DIGEST ASSOC A NON VTG 755267101 RDA 5 1 $ 208
ROYAL DUTCH PETE NY 1.25 GU 780257804 RD 0 0 $ --
SAKS INCORPORATED 79377W108 SKS 0 0 $ --
SBC COMMUNICATIONS 78387G103 SBC 0 0 $ --
SCHLUMBERGER LTD 806857108 SLB 0 0 $ --
SEAGATE TECHNOLOGY 811804103 SEG 0 0 $ --
SHARED MEDICAL SYSTEMS CORP 819486101 SMS 0 0 $ --
SLM HOLDING CORP 78442A109 SLM 0 0 $ --
SOUTHWEST AIRLINES 844741108 LUV 0 0 $ --
ST PAUL COMPANIES INC NO PAR 792860108 SPC 0 0 $ --
STAPLES INC 855030102 SPLS 0 0 $ --
STEELCASE INC CLASS A 858155203 SCS 0 0 $ --
STERIS CORPORATION 859152100 STE 0 0 $ --
STMICROELECTRONICS NV 861012102 STM 12,550 144 $ 1,140,502
STORAGE TECHNOLOGY CORP NEW 862111200 STK 0 0 $ --
SUN COMMUNITIES INC 866674104 SUI 5 1 $ 159
SUN MICROSYSTEMS INC 866810104 SUNW 7,935 148 $ 839,612
SYMANTEC CORP 871503108 SYMC 0 0 $ --
TANDY CORP 875382103 TAN 17,600 144 $ 1,108,800
TELEPHONE & DATA SYSTEMS INC 879433100 TDS 0 0 $ --
TENET HEALTHCARE CORP 88033G100 THC 0 0 $ --
TEXACO INC 881694103 TX 13,380 143 $ 821,222
TEXAS INSTRUMENTS 882508104 TXN 1,030 5 $ 92,443
TEXTRON INC 883203101 TXT 0 0 $ --
THE HARTFORD FIN SERS GRP INC 416515104 HIG 0 0 $ --
THOMAS & BETTS CORP 884315102 TNB 0 0 $ --
TIME WARNER INC 887315109 TWX 0 0 $ --
TJX COS INC NEW 872540109 TJX 25,225 145 $ 684,241
TOO INC 890333107 TOO 0 0 $ --
TORCHMARK CORP 891027104 TMK 0 0 $ --
TOSCO CORP NEW 891490302 TOS 0 0 $ --
TRANSOCEAN OFFSHORE INC ORD G90076103 RIG 0 0 $ --
TRIAD HOSPITALS INC 89579K109 TRIH 0 0 $ --
TRICON GLOBAL REST INC 895953107 YUM 0 0 $ --
TYCO INTERNATIONAL LTD NEW 902124106 TYC 18,610 148 $ 746,769
UNICOM CORP (HOLDING COMPANY) 904911104 UCM 0 0 $ --
</TABLE>
<TABLE>
<S> <C> <C> <C>
PROCTER & GAMBLE 31,788 656 $3,333,748
PROVIDIAN FINCL CORP 80 2 $ 8,720
QUANTUM CORP DSSG COM 73 1 $ 1,127
QUANTUM CORP HDDG COM 197 1 $ 1,207
R M I . NET 8 1 $ 49
RADIAN GROUP INC 9 1 $ 475
READERS DIGEST ASSOC A NON VTG 35 1 $ 1,129
ROYAL DUTCH PETE NY 1.25 GU 50 1 $ 2,997
SAKS INCORPORATED 38 1 $ 653
SBC COMMUNICATIONS 1,574 18 $ 80,079
SCHLUMBERGER LTD 81 4 $ 4,906
SEAGATE TECHNOLOGY 35 1 $ 1,030
SHARED MEDICAL SYSTEMS CORP 1,150 11 $ 43,414
SLM HOLDING CORP 138 1 $ 6,753
SOUTHWEST AIRLINES 262 1 $ 4,405
ST PAUL COMPANIES INC NO PAR 105 1 $ 3,360
STAPLES INC 102 4 $ 2,263
STEELCASE INC CLASS A 115 1 $ 1,452
STERIS CORPORATION 80 1 $ 1,065
STMICROELECTRONICS NV 55,450 645 $5,039,128
STORAGE TECHNOLOGY CORP NEW 60 1 $ 945
SUN COMMUNITIES INC 0 0 $ --
SUN MICROSYSTEMS INC 37,156 712 $3,931,529
SYMANTEC CORP 50 1 $ 2,388
TANDY CORP 77,346 654 $4,872,798
TELEPHONE & DATA SYSTEMS INC 51 1 $ 5,878
TENET HEALTHCARE CORP 100 1 $ 1,944
TEXACO INC 59,388 667 $3,645,057
TEXAS INSTRUMENTS 3,424 60 $ 307,306
TEXTRON INC 68 1 $ 5,249
THE HARTFORD FIN SERS GRP INC 118 2 $ 6,114
THOMAS & BETTS CORP 25 1 $ 1,122
TIME WARNER INC 111 2 $ 7,715
TJX COS INC NEW 111,245 660 $3,017,561
TOO INC 10 1 $ 160
TORCHMARK CORP 62 1 $ 1,934
TOSCO CORP NEW 79 1 $ 2,000
TRANSOCEAN OFFSHORE INC ORD 136 2 $ 3,706
TRIAD HOSPITALS INC 4 1 $ 39
TRICON GLOBAL REST INC 25 1 $ 1,005
TYCO INTERNATIONAL LTD NEW 77,840 708 $3,123,509
UNICOM CORP (HOLDING COMPANY) 88 2 $ 3,372
</TABLE>
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C> <C>
UNILEVER NV NY SH NEW 904784709 UN 0 0 $ --
UNION PACIFIC CORP 907818108 UNP 0 0 $ --
UNION PACIFIC RESOURCES GROUP 907834105 UPR 0 0 $ --
UNITED TECHNOLOGIES CORP 913017109 UTX 60 1 $ 3,630
UNUMPROVIDENT CORP 91529Y106 UNM 0 0 $ --
US WEST INC 91273H101 USW 0 0 $ --
USX MARATHON GP 902905827 MRO 0 0 $ --
UTD HEALTHCARE CORP 910581107 UNH 0 0 $ --
VIACOM INC B 925524308 VIAB 0 0 $ --
WAL MART STORES INC 931142103 WMT 15,695 148 $ 889,697
WALT DISNEY CO HLDG CO 254687106 DIS 0 0 $ --
WASHINGTON MUTUAL INC 939322103 WM 0 0 $ --
WASTE MGMT INC (DELA) 94106L109 WMI 0 0 $ --
WELLPOINT HLTH NET INC NEW 94973H108 WLP 30 1 $ 1,740
WELLS FARGO & CO NEW 949746101 WFC 0 0 $ --
WHIRLPOOL CORP 963320106 WHR 0 0 $ --
WILLIAMS CO INC 969457100 WMB 0 0 $ --
XEROX CORP 984121103 XRX 0 0 $ --
XL CAPITAL LTD CL A G98255105 XL 0 0 $ --
YORK INTL CP NEW 986670107 YRK 0 0 $ --
ZALE CORP NEW 988858106 ZLC 0 0 $ --
ZEBRA TECH CORP CL B 989207204 ZBRB 0 0 $ --
</TABLE>
<TABLE>
<S> <C> <C> <C>
UNILEVER NV NY SH NEW 47 1 $ 3,134
UNION PACIFIC CORP 45 1 $ 2,509
UNION PACIFIC RESOURCES GROUP 168 1 $ 2,436
UNITED TECHNOLOGIES CORP 650 12 $ 39,325
UNUMPROVIDENT CORP 44 1 $ 1,449
US WEST INC 90 2 $ 5,495
USX MARATHON GP 330 3 $ 9,612
UTD HEALTHCARE CORP 935 11 $ 48,328
VIACOM INC B 150 2 $ 6,713
WAL MART STORES INC 62,410 694 $3,537,837
WALT DISNEY CO HLDG CO 150 1 $ 3,975
WASHINGTON MUTUAL INC 198 2 $ 7,116
WASTE MGMT INC (DELA) 135 3 $ 2,481
WELLPOINT HLTH NET INC NEW 330 10 $ 19,140
WELLS FARGO & CO NEW 274 3 $ 13,118
WHIRLPOOL CORP 20 1 $ 1,394
WILLIAMS CO INC 235 2 $ 8,813
XEROX CORP 280 4 $ 7,945
XL CAPITAL LTD CL A 73 3 $ 3,919
YORK INTL CP NEW 41 1 $ 966
ZALE CORP NEW 30 1 $ 1,253
ZEBRA TECH CORP CL B 120 1 $ 3,990
</TABLE>
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