UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2000
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: KBW ASSET MANAGEMENT, INC.
Address: Two World Trade Center, 85th Floor
New York, New York 10048
Form 13F File Number: 28-
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:
Reporting Manager:
Name: Michael T. O'Brien
Title: President
Phone: 212-432-4502
Signature, Place, and Date of Signing:
/s/ Michael T.Brien
-------------------------
New York, New York
July 17, 2000
Report Type (Check only one):
[x] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
1
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
-
Form 13F Information Table Entry Total: 296
Form 13F Information Table Value Total: $ 104,055,000 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect to
which this report is filed, other than the manager filing this report.
No. NONE
2
<PAGE>
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE INSTL RESVS INC Common Stock 18616201 17,456 17,456,425 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ALLIANCE INSTL RESVS INC Common Stock 18616201 3,732 3,731,989 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 410 9,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 100 2,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 109 2,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 64 1,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 18 400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP INC Common Stock 8252108 141 3,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 115 6,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 82 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 136 7,450 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 509 27,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 23 1,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMCORE FINANCIAL INC Common Stock 23912108 175 9,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 373 23,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 1,464 92,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 425 26,750 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 505 31,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 237 14,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMERICAN FINANCIAL HLDGS INC Common Stock 26075101 98 6,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 32165102 523 33,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 32165102 638 40,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 32165102 455 28,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 32165102 295 18,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH BANCORPORATION Common Stock 32165102 1,874 119,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ANNUITY & LIFE RE HOLDINGS LTD Common Stock G03910109 66 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
1
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP Common Stock 46265104 44 1,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP Common Stock 46265104 75 2,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP Common Stock 46265104 70 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP Common Stock 46265104 95 3,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ASTORIA FINANCIAL CORP Common Stock 46265104 268 10,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 225 13,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 104 6,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 891 54,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 245 14,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 312 19,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANCWEST CORP NEW COM Common Stock 59790105 145 8,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 80 5,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 343 22,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 243 15,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 263 17,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 975 63,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BANKNORTH GROUP INC NEW-DEL Common Stock 06646R107 153 10,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 476 16,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 307 10,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 1,865 64,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 528 18,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 113 3,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
BLACKROCK INC CL A Common Stock 09247X101 667 23,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE SEP 45 14040H0II -13 -27 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE SEP 45 14040H0II -57 -121 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE SEP 45 14040H0II -17 -36 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE SEP 45 14040H0II -12 -26 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
2
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE SEP 45 14040H0II -8 -16 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 567 12,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 817 18,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 2,209 49,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 616 13,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 361 8,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 165 4,450 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 281 7,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 257 6,950 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 355 9,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 44 1,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CCB FINANCIAL CORP Common Stock 124875105 997 26,950 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 20 600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 563 16,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 200 5,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 92 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 190 5,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CENTURA BANKS INC Common Stock 15640T100 146 4,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC Common Stock 160903100 338 14,684 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC Common Stock 160903100 223 9,712 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC Common Stock 160903100 518 22,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC Common Stock 160903100 457 19,850 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHARTER ONE FINANCIAL INC Common Stock 160903100 1,194 51,914 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP NEW Common Stock 16161A108 940 20,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP NEW Common Stock 16161A108 725 15,750 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP NEW Common Stock 16161A108 670 14,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP NEW Common Stock 16161A108 2,626 57,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
3
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP NEW Common Stock 16161A108 428 9,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 103 2,950 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 158 4,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 182 5,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 217 6,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 40 1,150 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CITY NATIONAL CORP Common Stock 178566105 631 18,150 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 24 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 159 17,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 197 21,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 582 64,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 142 15,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLONIAL BANCGROUP INC Common Stock 195493309 92 10,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA BANKING SYSTEMS INC Common Stock 197236102 50 4,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 462 10,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 435 9,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 1,651 36,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 278 6,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC Common Stock 200340107 687 15,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC JUL 50 2003400GJ -10 -153 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC JUL 50 2003400GJ -2 -38 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC JUL 50 2003400GJ -1 -10 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC JUL 50 2003400GJ -2 -36 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC JUL 50 2003400GJ -7 -105 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 87 3,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 476 18,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 218 8,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
4
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 355 13,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 383 14,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CULLEN FROST BANKERS INC Common Stock 229899109 1,360 51,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
CVB FINANCIAL CORP Common Stock 126600105 77 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
F N B CORP-PA Common Stock 302520101 52 2,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN N AUG 20 PBW 3371620HD -8 -157 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN N AUG 20 PBW 3371620HD -8 -162 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN N AUG 20 PBW 3371620HD -24 -474 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN N AUG 20 PBW 3371620HD -6 -118 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN N AUG 20 PBW 3371620HD -4 -77 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP Common Stock 337162101 785 47,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP Common Stock 337162101 268 16,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP Common Stock 337162101 260 15,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP Common Stock 337162101 195 11,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST TENNESSEE NATIONAL CORP Common Stock 337162101 128 7,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION JUL 30 PSE 3373580GF -1 -37 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION JUL 30 PSE 3373580GF -1 -51 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION JUL 30 PSE 3373580GF -1 -24 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION JUL 30 PSE 3373580GF -1 -39 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION JUL 30 PSE 3373580GF -4 -149 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 174 7,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 107 4,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 164 6,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 650 26,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRST UNION CORP Common Stock 337358105 228 9,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 145 6,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 196 9,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
5
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 70 3,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 567 26,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP WIS-NEW Common Stock 33763V109 140 6,650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL CORP Common Stock 339030108 522 15,350 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL CORP Common Stock 339030108 241 7,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL CORP Common Stock 339030108 1,496 44,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL CORP Common Stock 339030108 381 11,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FLEETBOSTON FINL CORP Common Stock 339030108 367 10,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES JUL 30 3546130SF -3 -25 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES JUL 30 3546130SF -11 -97 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES JUL 30 3546130SF -2 -16 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES JUL 30 3546130SF -4 -34 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 149 4,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 79 2,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 604 19,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 161 5,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RESOURCES INC Common Stock 354613101 216 7,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -10 -65 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -7 -47 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -3 -20 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -29 -192 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
GOLDEN STATE OCT 17.5 3811970VW -5 -30 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 110 6,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 79 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 308 17,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 88 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 81 4,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
6
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
HAMILTON BANCORP INC (FL.) Common Stock 407013101 53 3,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 137 5,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 88 3,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 149 6,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 192 8,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
HANCOCK JOHN FINL SVCS INC Common Stock 41014S106 533 22,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW SEP 20 4932670ID -17 -195 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW Common Stock 493267108 125 7,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW Common Stock 493267108 347 19,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW SEP 20 4932670ID -6 -71 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 405 900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 518 1,150 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 383 850 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 248 550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
M & T BANK CORP COM Common Stock 55261F104 1,485 3,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MAF BANCORP INC Common Stock 55261R108 76 4,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COMPANIES INC Common Stock 571748102 -31 -300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COMPANIES INC Common Stock 571748102 -115 -1,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 68 2,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 152 5,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 434 16,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 114 4,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP Common Stock 55262L100 109 4,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 388 10,650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 182 5,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 281 7,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 1,181 32,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
7
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
MELLON FINL CORP Common Stock 58551A108 337 9,250 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MID-AMERICA BANCORP Common Stock 595915109 68 2,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
MID-STATE BANCSHARES Common Stock 595440108 55 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 394 23,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 63 3,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 104 6,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 137 8,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP Common Stock 635405103 97 5,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER JUL 45 CBOE 6956290GI -11 -48 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER JUL 45 CBOE 6956290GI -7 -30 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER JUL 45 CBOE 6956290GI -14 -64 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER JUL 45 CBOE 6956290GI -42 -190 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER JUL 45 CBOE 6956290GI -11 -51 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC Common Stock 695629105 865 19,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC Common Stock 695629105 291 6,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC Common Stock 695629105 232 5,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC Common Stock 695629105 218 4,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP INC Common Stock 695629105 137 3,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 525 11,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 380 8,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 244 5,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 413 8,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PNC FINANCIAL CORP Common Stock 693475105 1,575 33,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP-OHIO Common Stock 743315103 -259 -3,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP-OHIO Common Stock 743315103 -67 -900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROSPERITY BANCSHARES INC Common Stock 743606105 84 5,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 207 2,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
8
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 324 3,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 392 4,350 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 1,602 17,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN CORP Common Stock 74406A102 446 4,950 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74407N1AA -34 -34 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74407N1AA -9 -9 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74407N1AA -3 -3 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74407N1AA -9 -9 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FI JAN 105 CBOE 74407N1AA -5 -5 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
QUEENS COUNTY BANCORP INC Common Stock 748242104 83 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SEACOAST BANKING CORP FLA CL A Common Stock 811707108 130 4,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 751 33,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 188 8,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 122 5,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 265 11,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP Common Stock 844730101 204 9,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST BANCORP INC-OKLA Common Stock 844767103 26 1,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SOVEREIGN BANCORP INC Common Stock 845905108 49 6,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 180 7,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 236 9,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 300 12,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 877 35,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP Common Stock 866005101 394 16,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 274 6,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 384 8,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 297 6,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 1,074 23,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
9
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BANKS INC Common Stock 867914103 178 3,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 204 20,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 92 9,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
SUPERIOR FINL CORP DEL Common Stock 868161100 317 31,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 129 5,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 134 5,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 520 20,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 42 1,650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 179 7,050 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
TEXAS REGIONAL BANCSHARES INC Common Stock 882673106 84 3,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 17.5 9029730IW 0 -1 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 17.5 9029730IW -8 -25 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 17.5 9029730IW -22 -69 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 17.5 9029730IW -65 -199 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 22.5 9029730IX -10 -90 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 22.5 9029730IX -26 -242 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 22.5 9029730IX -8 -75 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 22.5 9029730IX -9 -85 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP SEP 22.5 9029730IX -15 -140 Call X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP-DEL Common Stock 902973106 787 40,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP-DEL Common Stock 902973106 370 19,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP-DEL Common Stock 902973106 2,137 111,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP-DEL Common Stock 902973106 563 29,252 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
U S BANCORP-DEL Common Stock 902973106 645 33,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 53 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 267 10,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 734 27,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
10
<PAGE>
------------------------------------------------------------------------------------------------------------------------------------
(ITEM 1:) (ITEM 2) (ITEM 3) (ITEM 4) (ITEM 5) (ITEM 6) (ITEM 7) (ITEM 8)
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OR PUT/ SOLE SHARE-AS SHARED- SOLE SHARED NONE
OF MARKET PRINCIPAL CALL DEFINED IN OTHER
NAME OF ISSUER CLASS CUSIP NO. VALUE AMOUNT INSTR.V
(IN THOUSANDS) (A) (B) (C) (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 187 7,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 197 7,400 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
UCBH HOLDINGS INC Common Stock 90262T308 120 4,500 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUTUAL INC Common Stock 939322103 1 50 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 283 7,300 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 78 2,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 101 2,600 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 47 1,200 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO-NEW Common Stock 949746101 74 1,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 45 1,050 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 186 4,350 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 62 1,450 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 4 100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 28 650 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
WILMINGTON TRUST CORP Common Stock 971807102 66 1,550 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCOR JUL 50 9897010SJ -21 -46 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCOR JUL 50 9897010SJ -63 -136 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCOR JUL 50 9897010SJ -10 -21 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCOR JUL 50 9897010SJ -15 -33 Put X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 138 3,000 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 537 11,700 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 188 4,100 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 83 1,800 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
ZIONS BANCORPORATION Common Stock 989701107 133 2,900 X 0 0 X 0 0
------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
11
