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Previous: TOYMAX INTERNATIONAL INC, 10-Q, 2000-02-14 |
Next: TROPICAL SPORTSWEAR INTERNATIONAL CORP, 10-Q, 2000-02-14 |
<PAGE> 1
OMB APPROVAL
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Report for the Calendar Year or Quarter Ended December 31, 1999.
(Please read instructions before preparing form.)
If amended report check here: / /
Seneca Capital Management LLC
- - --------------------------------------------------------------------------------
Name of Institutional Investment Manager
909 Montgomery Street, Suite 500 San Francisco CA 94133
- - --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
Sandra J. Monticelli 415-677-1597 Chief Financial Officer
- - --------------------------------------------------------------------------------
Name, Phone No., and Title of Person Duly Authorized to Submit this Report.
ATTENTION
INTENTIONAL MISSTATEMENTS OR OMISSIONS OF FACTS CONSTITUTE
FEDERAL CRIMINAL VIOLATIONS.
SEE 18 U.S.C. 1001 AND 15 U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this Form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be
signed on its behalf in the City of San Francisco and State of California on
the 10th day of February, 2000.
Seneca Capital Management LLC
-----------------------------------------------
(Name of Institutional Investment Manager)
/s/ Sandra J. Monticelli
-----------------------------------------------
(Manual Signature of Person Duly Authorized
to Submit This Report)
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filled (other than the one filing this report): (List
in alphabetical order).
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
Name: 13F File No.: Name: 13F File No.:
- - ------------------------ ------------- ------------------------ -------------
1. Seneca Capital 6.
Management LLC 28-6450 ---------------------- -------------
--------------------- -------------
2. Phoenix Investment 7.
Partners Ltd. ---------------------- -------------
--------------------- -------------
3. Phoenix Home Life 8.
Mutual Ins. Co. ---------------------- -------------
--------------------- -------------
4. 9.
---------------------- ------------- ---------------------- -------------
5. 10.
---------------------- ------------- --------------------- -------------
SEC 1685 (5/91)
<PAGE> 2
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 December 31, 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> 3
<TABLE>
<CAPTION>
NON VOTING VOTING
----------------------------------- --------------------------------
SECURITY CUSIP SYMBOL UNITS COUNT MARKET VALUE UNITS COUNT MARKET VALUE
L>>>>>>>>>>>>>>>>>>>>>>>* L>>>>>> *L>>>> V>>>> *V>>> *V>>>>>>>>> V>>>>>> *V>>> *V>>>>>>>
<S> <C> <C> <C> <C> <C> <C> <C>
AETNA INC 8117103 AET 428 3 31,993 317 5 17,693
AGILENT TECHNOLOGIES 00846U101 A 18,950 171 1,465,100 80,529 818 6,226,037
AIR PROD & CHEM INC 9158106 APD 0 0 0 265 3 8,894
ALBERTO CULVER CO A 13068200 ACVA 0 0 0 95 1 2,066
ALBERTSONS INC 13104104 ABS 294 3 9,482 185 2 5,967
ALCOA INC 13817101 AA 11,840 175 982,720 50,705 836 4,208,515
ALLSTAR INNS INC 19889104 ALSTF 0 0 0 33 1 0
ALLSTATE CORP 20002101 ALL 2,000 1 48,126 878 9 21,127
ALLTEL CORP DE 20039103 AT 0 0 0 420 6 34,729
AMERICAN EXPRESS CO 25816109 AXP 600 1 45,525 3 2 499
AMERICAN GENERAL CORP TEXAS 26351106 AGC 0 0 0 50 2 3,794
AMERICAN HOME PRODUCTS 26609107 AHP 0 0 0 675 9 26,495
AMERICAN INTERNATIONAL GP 26874107 AIG 984 5 106,396 3,091 65 334,222
AMFM INC 1693100 AFM 21,435 178 1,677,336 89,384 890 6,994,518
ANHEUSER BUSCH COS INC 35229103 BUD 1,385 6 98,163 4,553 68 322,696
APACHE CORP 37411105 APA 280 3 10,342 0 0 0
AT&T CORPORATION 1957109 T 1,912 3 97,154 5,741 56 291,718
AT&T LIBERTY MEDIA GROUP A 1957208 LMGA 0 0 0 174 1 9,885
AUTOMATIC DATA PROCESSING INC 53015103 AUD 2,070 5 111,523 6,373 63 343,353
AVERY DENNISON CORPORATION 53611109 AVY 150 3 5,194 275 2 20,041
AVNET INC 53807103 AVT 0 0 0 440 5 26,622
AVON PRODUCTS INC 54303102 AVP 0 0 0 400 5 13,200
BAKER HUGHES INC 57224107 BHI 180 1 3,791 440 4 9,268
BANK OF AMERICA CORP 60505104 BAC 1,131 3 56,762 3,339 56 167,580
BANK OF NEW YORK 64057102 BK 0 0 0 527 4 21,080
BANK ONE CORP 06423A103 ONE 0 0 0 52 1 1,664
BAXTER INTL INC 71813109 BAX 380 3 23,869 755 12 47,426
BEA SYSTEMS INC 73325102 BEAS 0 0 0 50 1 3,497
BEAR STEARNS COMPANIES INC 73902108 BSC 0 0 0 402 3 17,186
BELL ATLANTIC CORP 77853109 BEL 17,147 174 1,055,612 71,794 829 4,419,836
BELLSOUTH CORP 79860102 BLS 0 0 0 595 5 27,854
BESTFOODS INC 08658U101 BFO 0 0 0 105 2 5,519
BJ SVCS CO 55482103 BJS 0 0 0 512 5 21,408
BOWATER INCORPORATED 102183100 BOW 430 3 5,752 28 1 1,521
BP AMOCO PLC ADS 55622104 BPA 0 0 0 138 2 8,186
BRINKER INTL INC 109641100 EAT 500 3 12,063 0 0 0
BRISTOL MYERS SQUIBB CO 110122108 BMY 19,960 179 1,281,162 83,567 895 5,363,870
BURLINGTON NO SANTA FE CP 12189T104 BNI 0 0 0 354 3 8,584
CARDINAL HEALTH INC 14149Y108 CAH 0 0 0 105 2 5,027
CATERPILLAR INC 149123101 CAT 130 2 3,567 360 7 16,942
CELLNET FUNDING LLC PFD 150945202 CNDSP 0 0 0 700 2 1,641
CHARLES SCHWAB NEW 808513105 SCH 3,070 5 117,428 7,940 56 303,717
CHARTER COMM CLASS A 16117M107 CHTR 31,840 169 696,525 133,730 824 2,925,469
CHASE MANHATTAN CORP NEW 16161A108 CMB 0 0 0 453 10 35,193
CHEVRON CORP 166751107 CHV 0 0 0 170 2 14,726
</TABLE>
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
CIGNA CP 125509109 CI 110 3 8,862 430 9 34,642
CIRCUIT CY STRS CIRCUIT CY GP 172737108 CC 180 3 8,112 0 0 0
CISCO SYS INC 17275R102 CSCO 15,264 179 1,635,165 62,948 896 6,743,365
CIT GROUP INC A 125577106 CIT 450 3 9,506 0 0 0
CITIGROUP INC 172967101 C 33,086 178 1,842,494 139,280 902 7,756,221
CKE RESTAURANTS INCORPORATED 1.26E+109 CKR 0 0 0 1,444 5 8,483
CLOROX CO DE 189054109 CLX 17,659 172 889,601 75,281 826 3,792,413
CNH GLOBAL NV N20935107 CNH 0 0 0 77 1 1,025
COASTAL CORP 190441105 CGP 0 0 0 427 4 15,132
COCA COLA CO 191216100 KO 55 1 3,204 318 6 18,526
COGNEX CORP 192422103 CGNX 220 3 8,580 0 0 0
COLGATE PALMOLIVE CO 194162103 CL 2,020 5 131,300 6,001 60 390,065
COLUMBIA/HCA HEALTHCARE CORP 197677107 COL 0 0 0 694 4 20,344
COMMONWEALTH ED 1.40 PREF CV 202795696 202795 0 0 0 1 1 0
COMPAQ COMPUTER CORP 204493100 CPQ 0 0 0 155 2 4,195
COMPUTER ASSOC INTL INC 204912109 CA 0 0 0 455 5 31,821
COMPUTER SCIENCES CP 205363104 CSC 0 0 0 80 2 7,570
CONOCO INC CL A 208251306 COCA 0 0 0 515 5 12,747
CONOCO INC CL B 208251405 COCB 0 0 0 535 4 13,309
CONSECO INC 208464107 CNC 0 0 0 860 5 15,318
CONSTELLATION ENERGY GP INC 210371100 CEG 0 0 0 330 2 9,570
CORECOMM LTD G2422R109 COMM 0 0 0 145 1 8,609
COUNTRYWIDE CREDIT INDS DEL 222372104 CCR 150 3 19,341 689 6 17,398
COX COMMUNICATIONS CLASS A 224044107 COX 0 0 0 80 1 4,120
CRESCENT REAL EST EQUITIES CO 225756105 CEI 0 0 0 610 5 11,208
CVS CORPORATION 126650100 CVS 0 0 0 630 5 25,122
DARDEN RESTAURANTS 237194105 DRI 0 0 0 57 1 1,033
DAYTON HUDSON CORP 239753106 DH 0 0 0 120 2 8,812
DEERE & CO 244199105 DE 250 3 10,844 573 9 24,855
DELL COMPUTER CORP 247025109 DELL 0 0 0 100 1 5,100
DELPHI AUTOMOTIVE SYSTEMS CORP 247126105 DPH 0 0 0 909 4 14,317
DELTA AIRLINES 247361108 DAL 0 0 0 837 9 41,694
DELUXE CORPORATION 248019101 DLX 0 0 0 405 5 11,112
DIAGEO PLC SPON ADR NEW 25243Q205 DEO 0 0 0 95 2 3,040
DILLARDS INC CL A 254067101 DDS 0 0 0 90 1 1,817
DOW CHEMICAL CO 260543103 DOW 7,705 174 1,029,626 34,229 832 4,574,075
DU PONT EI DE NEMOURS & CO 263534109 DD 0 0 0 265 5 17,457
DUKE-WEEKS REALTY CORP 264411505 DRE 210 3 10,527 1,280 5 24,961
DUN & BRADSTREET CORP NEW 26483B106 DNB 0 0 0 935 7 27,583
E W SCRIPPS COMPANY NEW 811054204 SSP 0 0 0 44 1 1,972
EASTMAN KODAK CO 277461109 EK 0 0 0 180 5 11,926
EATON CORPORATION 278058102 ETN 210 3 15,252 0 0 0
EL PASO ENERGY CORP 283905107 EPG 180 3 7,043 555 7 21,541
ELI LILLY & CO 532457108 LLY 1,360 5 90,441 3,845 61 255,697
EMERSON ELECTRIC CO 291011104 EMR 0 0 0 511 7 29,319
ENRON CORP 293561106 ENE 530 3 23,519 0 0 0
EOG RESOURCES INC 26875P101 EOG 620 3 10,889 0 0 0
EQUITY RESIDENTAL PROP TR 29476L107 EQR 130 3 5,550 0 0 0
EVEREST REINSURANCE HLDGS INC 299808105 RE 180 3 4,017 0 0 0
EXXON MOBIL CORP 30231G102 XOM 1,635 5 131,720 5,133 63 413,527
</TABLE>
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
FANNIE MAE 313586109 FNM 0 0 0 622 8 38,836
FEDERATED DEPT STRS INC DEL 31410H101 FD 180 3 7,369 331 4 16,735
FIRST DATA CORP 319963104 FDC 590 3 29,096 0 0 0
FIRST UNION CORP 337358105 FTU 310 3 10,211 1,342 15 44,203
FLEETBOSTON FINANCIAL CP 339030108 FBF 0 0 0 850 7 29,591
FORD MOTOR CO 345370100 F 0 0 0 530 9 28,258
FORT JAMES CORPORATION 347471104 FJ 0 0 0 950 7 26,008
FORTUNE BRANDS INC 349631101 FO 0 0 0 623 6 20,598
FRESENIUS MED CARE HLDGS PFD D 358030203 FSMEP 0 0 0 224 1 2
GANNETT COMPANY INC DE 364730101 GCI 150 3 4,491 95 2 7,748
GAP INC 364760108 GPS 3,090 5 142,140 8,902 60 409,492
GENERAL ELECTRIC CO 369604103 GE 12,555 179 1,942,930 51,782 898 8,013,500
GENERAL MILLS INC 370334104 GIS 18,187 174 650,209 78,407 839 2,803,176
GENERAL MOTORS CORP 370442105 GM 0 0 0 375 5 27,258
GENERAL MOTORS CORP H (NEW) 370442832 GMH 15,845 174 1,521,120 68,791 850 6,603,936
GEORGIA-PAC (GEORGIA PAC GP) 373298108 GP 0 0 0 320 3 16,241
GLAXO WELLCOME PLC ADS 37733W105 GLX 0 0 0 265 5 14,807
GTE CORP 362320103 GTE 0 0 0 745 12 52,570
H J HEINZ CO 423074103 HNZ 0 0 0 275 5 10,950
HALLIBURTON CO HLDG CO 406216101 HAL 31,342 178 1,261,559 129,900 896 5,228,684
HASBRO INC 418056107 HAS 0 0 0 77 1 1,458
HELLER FINANCIAL INC A 423328103 HF 0 0 0 77 1 1,545
HEWLETT PACKARD 428236103 HWP 550 1 26,091 229 6 26,050
HOME DEPOT INC 437076102 HD 19 1 1,306 75 2 5,157
HONEYWELL INTERNATIONAL INC 438516106 HON 0 0 0 377 7 21,750
ICN PHARMACEUTICALS INC NEW 448924100 ICN 210 3 8,532 1,035 5 26,199
IMC GLOBAL INC 449669100 IGL 0 0 0 72 1 1,179
INDYMAC MORTGAGE HLDGS INC 456607100 NDE 0 0 0 75 1 956
INFINITY BROADCASTING CP A NEW 45662S102 INF 5,432 6 196,574 16,259 71 588,377
INGERSOLL RAND 456866102 IR 0 0 0 351 5 19,327
INTEL CORP 458140100 INTC 9,675 173 796,357 39,235 867 3,229,478
INTERNATIONAL PAPER CO 460146103 IP 190 3 10,723 898 10 50,681
INTERPUBLIC GROUP OF COS INC 460690100 IPG 0 0 0 74 1 4,269
INTL BUSINESS MACHINES CORP 459200101 IBM 1,200 6 129,451 4,378 78 472,285
IPC HOLDINGS LTD G4933P101 IPCR 150 2 2,232 0 0 0
I2 TECHNOLOGIES INC 465754109 ITWO 90 3 17,550 0 0 0
JOHNSON & JOHNSON 478160104 JNJ 11,283 176 1,052,195 46,510 888 4,337,342
KIMBERLY CLARK CORP 494368103 KMB 240 3 15,705 535 7 35,009
KOHLS CORPORATION WISC 500255104 KSS 120 3 13,366 48 1 3,465
LAMAR ADVERTISING CO CL A 512815101 LAMR 0 0 0 10 2 606
LEAR CORP 521865105 LEA 0 0 0 74 1 2,368
LIMITED INC 532716107 LTD 0 0 0 320 2 13,860
LINCOLN NTL CORP IND 534187109 LNC 0 0 0 450 2 18,000
LOCKHEED MARTIN CORP 539830109 LMT 0 0 0 326 5 7,132
LOEWS CORP DELAWARE 540424108 LTR 0 0 0 350 5 21,241
LOWES COMPANIES INC 548661107 LOW 13,764 172 822,432 60,522 830 3,616,332
LUCENT TECHNOLOGIES 549463107 LU 2,211 6 165,825 6,877 71 515,775
MANDALAY RESORT GP 562567107 MBG 0 0 0 90 1 1,811
MASCO CORP 574599106 MAS 0 0 0 305 2 7,739
</TABLE>
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
MAY DEPARTMENT STORES 577778103 MAY 0 0 0 1,428 12 46,054
MAYTAG CORP 578592107 MYG 0 0 0 75 1 3,600
MC DONALDS CORP 580135101 MCD 0 0 0 78 1 3,144
MC GRAW HILL COS INC 580645109 MHP 300 3 18,489 730 7 44,988
MCI WORLDCOM INC 55268B106 WCOM 28,526 178 1,513,675 117,065 896 6,211,839
MEDIAONE GROUP INC 58440J104 UMG 0 0 0 398 5 30,571
MEDTRONIC INC 585055106 MDT 0 0 0 76 1 2,769
MELLON FINCL CORP 58551A108 MEL 33,094 175 1,127,285 142,209 842 4,844,070
MERCK & CO 589331107 MRK 6,485 90 435,719 26,526 427 1,782,280
MERRILL LYNCH & CO INC 590188108 MER 0 0 0 449 5 37,407
MICROSOFT CORP 594918104 MSFT 18,821 178 2,197,394 78,367 895 9,149,596
MINNESOTA MINING & MFG CO 604059105 MMM 0 0 0 515 13 50,406
MORGAN STNLY DEAN WITTER & CO 617446448 MWD 13,390 173 1,911,459 57,000 839 8,136,925
MOTOROLA INC 620076109 MOT 14,495 181 2,134,417 59,121 895 8,705,709
MSDW PACIFIC GROWTH C 616951307 TGRCX 0 0 0 384 1 6,678
NABISCO GROUP HOLDINGS 62952P102 NGH 420 3 10,579 138 1 1,466
NEW PERSPECTIVE FUND INC 648018109 ANWPX 460 3 14,232 1 1 29
NEWELL RUBBERMAID INC 651229106 NWL 340 3 9,860 0 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V103 NXTL 15,220 178 1,569,569 62,399 893 6,434,940
NISOURCE INC 65473P105 NI 5 1 89 0 0 0
NOKIA CP ADR 654902204 NOK 13,095 178 2,501,994 54,277 893 10,370,446
NORDSTROM INC 655664100 JWN 0 0 0 165 2 4,341
NORTEL NETWORKS CORP ADR 656569100 NT 17,445 173 1,761,945 73,830 827 7,456,830
NTL INCORPORATED 629407107 NTLI 0 0 0 63 1 7,859
OCEAN ENERGY INC NEW 6.75E+110 OEI 120 2 4,133 152 1 1,178
PALL CORPORATION 696429307 PLL 0 0 0 645 5 13,907
PENNEY J C CO 708160106 JCP 480 3 24,630 353 4 7,038
PFIZER INC 717081103 PFE 0 0 0 585 2 18,976
PHARMACIA UPJOHN INC 716941109 PNU 0 0 0 362 6 16,290
PHILIP MORRIS CO INC 718154107 MO 0 0 0 733 5 16,859
PITNEY BOWES INC 724479100 PBI 0 0 0 433 4 20,919
PNC BANK CORPORATION 693475105 PNC 0 0 0 260 5 11,571
PPG INDUSTRIES INC 693506107 PPG 0 0 0 440 7 27,528
PRAXAIR INC 74005P104 PX 0 0 0 551 7 27,723
PROCTER & GAMBLE 742718109 PG 9,058 175 992,434 38,278 830 4,193,899
PROVIDIAN FINCL CORP 74406A102 PVN 480 3 9,240 77 2 7,012
QUALCOMM INC 747525103 QCOM 12 1 2,114 0 0 0
QUANTUM CORP DSSG COM 747906204 DSS 510 3 7,715 76 1 1,150
QUANTUM CORP HDDG COM 747906303 HDD 0 0 0 216 1 1,499
RADIAN GROUP INC 750236101 RDN 73 2 3,486 0 0 0
RELIASTAR FINCL CORP 75952U103 RLR 280 3 10,973 0 0 0
ROHM & HAAS 775371107 ROH 1,170 3 16,674 110 2 4,476
ROYAL DUTCH PETE NY 1.25 GU 780257804 RD 0 0 0 270 2 16,352
SARA LEE CORP 803111103 SLE 440 3 11,385 1,090 7 24,049
SBC COMMUNICATIONS 78387G103 SBC 320 3 15,601 1,122 9 54,699
SCHLUMBERGER LTD 806857108 SLB 0 0 0 240 5 13,469
SHARED MEDICAL SYSTEMS CORP 819486101 SMS 370 3 17,228 555 5 28,271
SMURFIT STONE CONTAINER CP NEW 832727101 SSCC 0 0 0 53 1 1,299
SONY CORP ADR 1974 NEW 835699307 SNE 0 0 0 18 1 5,126
</TABLE>
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
SOUTHWEST AIRLINES 844741108 LUV 880 3 14,190 0 0 0
ST PAUL COMPANIES INC NO PAR 792860108 SPC 130 3 4,737 255 2 8,590
STAPLES INC 855030102 SPLS 0 0 0 10 2 208
STMICROELECTRONICS NV 861012102 STM 14,970 176 2,267,035 62,047 824 9,396,331
SUMMIT BANCORP NJ 866005101 SUB 0 0 0 400 5 12,251
SUN MICROSYSTEMS INC 866810104 SUNW 19,557 178 1,514,449 87,737 895 6,794,180
SUNCOR ENERGY INC 867229106 867229 370 3 15,449 0 2 0
TANDY CORP 875382103 TAN 130 2 6,394 1,085 16 53,366
TELEFONICA DE ARGENTINA SA ADR 879378206 TAR 0 0 0 555 5 17,136
TELEPHONE & DATA SYSTEMS INC 879433100 TDS 0 0 0 57 1 7,182
TENET HEALTHCARE CORP 88033G100 THC 0 0 0 1,180 6 27,731
TEXACO INC 881694103 TX 17,349 172 942,298 73,305 834 3,981,545
TEXAS INSTRUMENTS 882508104 TXN 1,030 5 99,524 4,139 70 399,946
TEXTRON INC 883203101 TXT 0 0 0 283 4 21,703
THE HARTFORD FIN SERS GRP INC 416515104 HIG 0 0 0 382 5 18,097
THOMAS & BETTS CORP 884315102 TNB 0 0 0 295 5 9,405
TIME WARNER INC 887315109 TWX 0 0 0 253 4 18,295
TJX COS INC NEW 872540109 TJX 180 2 3,679 770 10 15,737
TORCHMARK CORP 891027104 TMK 0 0 0 68 1 1,976
TOSCO CORP NEW 891490302 TOS 0 0 0 86 1 2,338
TOTAL FINA SA ADS 8.92E+113 TOT 0 0 0 86 2 5,956
TRANSOCEAN SEDCO FOREX G90078109 RIG 400 3 11,200 207 4 6,974
TYCO INTERNATIONAL LTD NEW 902124106 TYC 0 0 0 910 9 35,490
UNILEVER NV NY SH NEW 904784709 UN 0 0 0 98 3 5,335
UNION PACIFIC RESOURCES GROUP 907834105 UPR 0 0 0 687 4 8,759
UNITED PARCEL SERVICE INC CL-B 911312106 UPS 140 3 9,660 0 0 0
UNITED TECHNOLOGIES CORP 913017109 UTX 60 1 3,900 564 12 36,660
UNOCAL CORP 915289102 UCL 0 0 0 420 5 14,096
UNUMPROVIDENT CORP 91529Y106 UNM 159 3 5,098 321 5 10,292
US TSY BOND 6.000 2-15- 912810EW4 0 0 0 17,000 1 15,550
US TSY BOND 7 1/4 5-15- 912810DW5 0 0 0 9,000 1 9,408
US TSY NOTE 6 1/2 5-15- 912827T85 0 0 0 15,000 1 15,005
US TSY NOTE 6.000 8-15- 9128273D2 0 0 0 12,000 1 12,011
USX MARATHON GP 902905827 MRO 0 0 0 787 8 19,429
VALASSIS COMMUNICATIONS INC 918866104 VCI 355 3 14,999 0 0 0
VASTAR RESOURCES 922380100 VRI 290 3 17,110 0 0 0
WAL MART STORES INC 931142103 WMT 19,627 178 1,356,729 77,938 888 5,387,500
WALGREEN CO 931422109 WAG 0 0 0 206 1 6,026
WASHINGTON MUTUAL INC 939322103 WM 0 0 0 192 2 4,968
WASTE MGMT INC (DELA) 94106L109 WMI 0 0 0 63 2 1,083
WELLPOINT HLTH NET INC NEW 94973H108 WLP 30 1 1,978 230 8 15,166
WELLS FARGO & CO NEW 949746101 WFC 0 0 0 1,273 11 51,476
WEYERHAEUSER CO 962166104 WY 190 3 13,645 270 5 19,390
WILLIAMS CO INC 969457100 WMB 0 0 0 709 7 21,670
XEROX CORP 984121103 XRX 390 3 8,848 856 8 19,422
XL CAPITAL LTD CL A G98255105 XL 0 0 0 3 1 156
YORK INTL CP NEW 986670107 YRK 0 0 0 44 1 1,207
ZEBRA TECH CORP CL B 989207204 ZBRB 0 0 0 120 1 3,990
</TABLE>
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