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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Grantham, Mayo, Van Otterloo & Co.
Address: 40 Rowes Wharf
Boston, MA 02110
13F File Number : 028-03377
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Forrest Berkley
Title: Partner
Phone:(617) 346-7578
Signature, Place and Date of Signing:
/s/ Forrest Berkley Boston, MA September 30, 2000
-----------------------------------------------
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Strategic Investment Management International
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES AND EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Managers Included: 1
Form 13F Information Table Entry Total: 1635
Form 13F Information Table Value Total: 7353172
List of Other Included Managers:
No. 13F File Number Name
01 28-2495 Strategic Investment Management International
<PAGE>
<TABLE><CAPTION>
<S> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
ABBOTT LABS COMMON 002824100 4281 90000 SH OTHER 87500 0 2500
ABITIBI-CONSOLIDATED COMMON 003924107 1758 187500 SH SOLE 132500 0 55000
ACUSON CORP COMMON 005113105 12001 527500 SH OTHER 410000 0 117500
AETNA INC. COMMON 008117103 9029 155497 SH OTHER 134697 0 20800
AIR PRODS & CHEMS INC COMMON 009158106 252 7000 SH SOLE 7000 0 0
ALBERTSONS INC COMMON 013104104 4253 202500 SH SOLE 160000 0 42500
ALCAN ALUMINIUM LTD COMMON 013716105 1881 65000 SH SOLE 57500 0 7500
ALCOA INC COM COMMON 013817101 521 20600 SH SOLE 15300 0 5300
ALEXANDRIA REAL EST E COMMON 015271109 429 12500 SH SOLE 12500 0 0
ALLSTATE COMMON 020002101 8076 232414 SH OTHER 188914 0 43500
AMB PPTY CORP COM COMMON 00163T109 1412 57500 SH SOLE 57500 0 0
AMERADA HESS CORP COMMON 023551104 6570 98150 SH SOLE 84550 0 13600
AMERICAN EXPRESS COMMON 025816109 1701 28000 SH OTHER 26500 0 1500
AMERICAN GREETINGS CO COMMON 026375105 8225 470000 SH OTHER 362500 0 107500
AMERICAN INTL GROUP COMMON 026874107 1015 10611 SH SOLE 10611 0 0
AMR CORP COMMON 001765106 6796 207500 SH OTHER 179200 0 28300
ANADARKO PETE CORP COMMON 032511107 22453 337839 SH OTHER 276747 0 61092
ANHEUSER BUSCH COS IN COMMON 035229103 9838 232500 SH OTHER 202400 0 30100
APARTMENT INVT & MGMT COMMON 03748R101 4030 87500 SH SOLE 87500 0 0
ARCHER DANIELS MIDLAN COMMON 039483102 7439 862500 SH OTHER 676500 0 186000
ARDEN RLTY INC COM COMMON 039793104 1743 65000 SH SOLE 65000 0 0
AT & T CORP. COMMON 001957109 11781 401045 SH OTHER 339169 0 61876
AUTOMATIC DATA PROCES COMMON 053015103 334 5000 SH SOLE 5000 0 0
AVALONBAY CMNTYS INC COMMON 053484101 358 7500 SH SOLE 7500 0 0
AVNET COMMON 053807103 13024 459000 SH OTHER 363000 0 96000
BAKER HUGHES INC COMMON 057224107 2692 72500 SH SOLE 55000 0 17500
BANGKOK BANK-FOR REG FOREIGN XR6077019 59 80000 SH SOLE 30000 0 50000
BANK OF AMERICA COMMON 060505104 8850 168975 SH OTHER 143775 0 25200
BANK ONE CORP COMMON 06423A103 5968 156782 SH OTHER 145282 0 11500
BAXTER INTL INC COMMON 071813109 1097 13750 SH SOLE 12750 0 1000
BECTON DICKINSON & CO COMMON 075887109 7667 290000 SH OTHER 230000 0 60000
BEDFORD PPTY INVS INC COMMON 076446301 1574 77500 SH SOLE 77500 0 0
BELLSOUTH CORP COMMON 079860102 1316 32500 SH SOLE 22500 0 10000
BESTFOODS COMMON 08658U101 342 4700 SH SOLE 4700 0 0
BLACK & DECKER CORP COMMON 091797100 4064 118875 SH OTHER 97675 0 21200
BLOCK H & R INC COMMON 093671105 38174 1030000 SH OTHER 855800 0 174200
BMC SOFTWARE INC COMMON 055921100 5690 297500 SH OTHER 247500 0 50000
BOEING CO COMMON 097023105 424 6758 SH SOLE 6758 0 0
BOSTON PROPERTIES COMMON 101121101 3542 82500 SH OTHER 79000 0 3500
BOSTON SCIENTIFIC COR COMMON 101137107 904 55000 SH SOLE 42500 0 12500
BRANDYWINE RLTY TR SH COMMON 105368203 15947 787500 SH SOLE 673000 0 114500
BRE PPTYS INC CL A COMMON 05564E106 800 25000 SH SOLE 25000 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 707 12300 SH SOLE 12300 0 0
BROOKFIELD PPTYS CORP COMMON 112900105 1578 97500 SH SOLE 97500 0 0
BRUNSWICK CORP COMMON 117043109 593 32500 SH SOLE 32500 0 0
BURLINGTON RESOURCES COMMON 122014103 7915 215000 SH OTHER 171200 0 43800
CABOT OIL & GAS CORP COMMON 127097103 1987 97500 SH SOLE 82500 0 15000
CANADIAN PAC LTD NEW COMMON 135923100 8905 342500 SH OTHER 298800 0 43700
CARRAMERICA RLTY CORP COMMON 144418100 756 25000 SH SOLE 25000 0 0
CATELLUS DEV CORP COM COMMON 149111106 1531 87500 SH SOLE 87500 0 0
CATERPILLAR INC COMMON 149123101 970 31300 SH SOLE 31300 0 0
CBL & ASSOC PPTYS INC COMMON 124830100 747 29800 SH SOLE 29800 0 0
CHASE MANHATTAN CORPO COMMON 16161A108 26559 575030 SH OTHER 478380 0 96650
CHATEAU CMNTYS INC CO COMMON 161726104 955 35600 SH SOLE 35600 0 0
CHELSEA GCA REALTY COMMON 163262108 703 20000 SH SOLE 20000 0 0
CHEVRON CORP COMMON 166751107 725 8500 SH SOLE 8300 0 200
CIGNA CORP COMMON 125509109 783 7500 SH SOLE 7500 0 0
CITIGROUP INC. COMMON 172967101 42886 793262 SH OTHER 666330 0 126932
COCA COLA ENTERPRISES COMMON 191219104 558 35000 SH SOLE 35000 0 0
COLONIAL PPTYS TR COM COMMON 195872106 2183 85000 SH SOLE 85000 0 0
COMPAQ COMPUTER CORP COMMON 204493100 26628 967570 SH OTHER 809270 0 158300
COMPUTER ASSOC INTL I COMMON 204912109 873 34500 SH SOLE 34500 0 0
COMPUTER SCIENCES COR COMMON 205363104 928 12500 SH SOLE 12500 0 0
CONAGRA INC COMMON 205887102 4364 217500 SH SOLE 184500 0 33000
CONOCO INC - CL A COMMON 208251306 3919 150000 SH SOLE 137500 0 12500
CONOCO INC - CL B COMMON 208251405 22223 825000 SH OTHER 679500 0 145500
COORS ADOLPH COMPANY COMMON 217016104 338 5350 SH SOLE 5350 0 0
CORE LABORATORIES N V COMMON N22717107 5895 240000 SH OTHER 192500 0 47500
CORNERSTONE RLTY INCO COMMON 21922V102 956 90000 SH SOLE 90000 0 0
CORNING INC COMMON 219350105 2703 27300 SH SOLE 26100 0 1200
CRESCENT R E EQUITIES COMMON 225756105 9594 430000 SH SOLE 430000 0 0
CRESCENT R E EQUITIES CONVERT 225756204 734 45000 SH SOLE 45000 0 0
CVS CORPORATION COMMON 126650100 30682 662500 SH OTHER 556200 0 106300
DELPHI AUTOMOTIVE SYS COMMON 247126105 814 53787 SH OTHER 53787 0 0
DELTA AIRLINES INC COMMON 247361108 5769 130000 SH OTHER 107000 0 23000
DEVELOPERS DIVERSIFIE COMMON 251591103 1577 122500 SH SOLE 122500 0 0
DISNEY WALT PRODTNS COMMON 254687106 402 10500 SH SOLE 10500 0 0
DONNELLEY R R & SONS COMMON 257867101 22536 917500 SH OTHER 741000 0 176500
DOW CHEMICAL COMMON 260543103 1002 40200 SH SOLE 40200 0 0
DU PONT E I DE NEMOUR COMMON 263534109 2963 72500 SH OTHER 72500 0 0
DUKE PWR CO COMMON 264399106 2021 23566 SH OTHER 22544 0 1022
DUKE-WEEKS RLTY CORP COMMON 264411505 8215 340500 SH SOLE 340200 0 300
EASTGROUP PPTYS INC C COMMON 277276101 1524 68500 SH SOLE 68500 0 0
EASTMAN KODAK COMMON 277461109 28510 697500 SH OTHER 575800 0 121700
EL PASO ENERGY CORP D COMMON 283905107 863 14000 SH SOLE 14000 0 0
ELECTRONIC DATA SYS C COMMON 285661104 20231 487500 SH OTHER 411600 0 75900
ENGELHARD CORP COMMON 292845104 4875 300000 SH OTHER 215000 0 85000
EQUITY OFFICE PROPERT COMMON 294741103 34833 1122500 SH OTHER 983500 0 139000
EQUITY RESIDENTIAL PP COMMON 29476L107 30482 635050 SH OTHER 559150 0 75900
EXXON CORPORATION COMMON 30231G102 2721 30542 SH OTHER 30542 0 0
FEDERAL RLTY INVT TR COMMON 313747206 201 10500 SH SOLE 10500 0 0
FEDERATED DEPARTMENT COMMON 31410H101 14800 566500 SH OTHER 479800 0 86700
FEDEX CORP COMMON 31428X106 3835 86500 SH SOLE 81500 0 5000
FELCOR LODGING TR INC COMMON 31430F101 2313 100000 SH SOLE 100000 0 0
FIRST INDL RLTY TR IN COMMON 32054K103 3133 101900 SH SOLE 101900 0 0
FIRST SEC CORP DEL COMMON 336294103 326 20000 SH SOLE 5000 0 15000
FIRST UNION CORP COMMON 337358105 5070 157500 SH OTHER 119000 0 38500
FIRSTAR CORP NEW WIS COMMON 33763V109 2875 128500 SH OTHER 111000 0 17500
FMC CORP NEW COMMON 302491303 4191 62500 SH SOLE 57500 0 5000
FORD MTR CO DEL COM P COMMON 345370860 1788 70106 SH OTHER 70106 0 0
FORT JAMES CORPORATIO COMMON 347471104 5314 173870 SH SOLE 167970 0 5900
FREEPORT MCMORAN COPP CONVERT 35671D600 973 55000 SH SOLE 55000 0 0
FRESH DEL MONTE PRODU COMMON G36738105 345 52500 SH SOLE 32500 0 20000
GABLES RESIDENTIAL TR COMMON 362418105 680 25000 SH SOLE 25000 0 0
GENERAL ELECTRIC COMMON 369604103 14164 245000 SH OTHER 226900 0 18100
GENERAL GROWTH PPTYS COMMON 370021107 2253 70000 SH SOLE 70000 0 0
GENERAL MTRS CORP COMMON 370442105 8288 127500 SH OTHER 101000 0 26500
GLAXO PLC SPONSORED A COMMON 37733W105 1692 28001 SH OTHER 28001 0 0
GLENBOROUGH RLTY TR I COMMON 37803P105 1530 85000 SH SOLE 85000 0 0
GMO JAPAN FD CL III MUTUAL 362007486 525 62500 SH SOLE 62500 0 0
GMO REIT FD CL III MUTUAL 362007627 2475 247500 SH SOLE 247500 0 0
GMO TR EM CTY DEBT II MUTUAL 362007270 1094 117204 SH SOLE 117204 0 0
GULF CDA RES LTD ORD COMMON 40218L305 10696 1990000 SH OTHER 1,704000 0 286000
HALLIBURTON CO COMMON 406216101 979 20000 SH OTHER 20000 0 0
HEWLETT PACKARD COMMON 428236103 293 3000 SH SOLE 3000 0 0
HIGHWOODS PROPERTIES COMMON 431284108 6024 255000 SH SOLE 255000 0 0
HILTON HOTEL CORP COMMON 432848109 1240 105000 SH SOLE 87500 0 17500
HONEYWELL INTERNATION COMMON 438516106 9530 267500 SH OTHER 230000 0 37500
HOSPITALITY PPTYS TR COMMON 44106M102 986 42200 SH SOLE 42200 0 0
HOST MARRIOTT CORP NE COMMON 44107P104 5625 500000 SH SOLE 500000 0 0
INCO LTD COMMON 453258402 1774 110000 SH SOLE 92500 0 17500
INFORMATION RES INC COMMON 456905108 1890 277500 SH SOLE 215000 0 62500
INFORMIX CORP COM COMMON 456779107 144 35000 SH SOLE 10000 0 25000
INGERSOLL RAND CO COMMON 456866102 2630 77500 SH SOLE 77500 0 0
INTEL CORP COMMON 458140100 6006 144500 SH OTHER 134500 0 10000
INTERMET CORP COMMON 45881K104 1450 200000 SH OTHER 165000 0 35000
INTERNATIONAL BUSINES COMMON 459200101 27143 241000 SH OTHER 200700 0 40300
INTERNATIONAL PAPER C COMMON 460146103 10827 377400 SH OTHER 313900 0 63500
INTL RECTIFIER CORP COMMON 460254105 2525 50000 SH OTHER 50000 0 0
ISTAR FINL INC COM COMMON 45031U101 561 25000 SH SOLE 25000 0 0
JDN RLTY CORP COM COMMON 465917102 682 60250 SH SOLE 60250 0 0
JOHNSON & JOHNSON COMMON 478160104 7045 75000 SH OTHER 74100 0 900
JP RLTY INC COM COMMON 46624A106 21901 1212500 SH OTHER 981500 0 231000
KERR-MCGEE CORP COMMON 492386107 1656 25000 SH SOLE 20000 0 5000
KILROY RLTY CORP COM COMMON 49427F108 1601 60000 SH SOLE 60000 0 0
KIMBERLY CLARK COMMON 494368103 49534 887500 SH OTHER 737200 0 150300
KLM ROYAL DUTCH AIRLI COMMON 482516309 561 30000 SH SOLE 25000 0 5000
KOGER EQUITY INC COM COMMON 500228101 1282 75400 SH SOLE 75400 0 0
KROGER CO COMMON 501044101 18219 807500 SH OTHER 691500 0 116000
LASMO ADR FOREIGN 501730204 994 165700 SH OTHER 137700 0 28000
LIBERTY PPTY TR SH BE COMMON 531172104 6394 232500 SH SOLE 232500 0 0
LILLY ELI & CO COMMON 532457108 5557 68500 SH OTHER 54500 0 14000
LOCKHEED MARTIN CORP COMMON 539830109 8562 260000 SH OTHER 194500 0 65500
MACERICH CO COM COMMON 554382101 1116 52500 SH SOLE 52500 0 0
MACK CALI RLTY CORP C COMMON 554489104 22339 792500 SH OTHER 703300 0 89200
MANPOWER INC COM COMMON 56418H100 2874 90000 SH OTHER 79000 0 11000
MATTEL INC COMMON 577081102 431 37500 SH SOLE 37500 0 0
MCDONALDS COMMON 580135101 377 12500 SH SOLE 12500 0 0
MCKESSON HBOC INC COM COMMON 58155Q103 3851 126000 SH SOLE 108500 0 17500
MEDITRUST PAIRED CTF COMMON 58501T306 162 55000 SH SOLE 55000 0 0
MELLON FINL CORP COMMON 58551A108 283 6100 SH SOLE 6100 0 0
MERCK & CO COMMON 589331107 670 9000 SH SOLE 9000 0 0
MID-AMER APT CMNTYS I COMMON 59522J103 479 20000 SH SOLE 20000 0 0
MILLS CORP COM COMMON 601148109 1695 89500 SH SOLE 89500 0 0
MITCHELL ENERGY & DEV COMMON 606592202 5823 124900 SH OTHER 108900 0 16000
MODIS PROFESSIONAL SE COMMON 607830106 2451 472500 SH OTHER 384500 0 88000
MOTOROLA INC COMMON 620076109 6343 215000 SH OTHER 177000 0 38000
MYLAN LABS INC COMMON 628530107 1145 42500 SH OTHER 42000 0 500
NATIONWIDE FINANCIAL COMMON 638612101 1028 27500 SH SOLE 25000 0 2500
NESTLES ADR FOREIGN 641069406 18230 175050 SH OTHER 147550 0 27500
NEW PLAN EXCEL RLTY T COMMON 648053106 1214 88700 SH SOLE 88700 0 0
NEW YORK TIMES CO CLA COMMON 650111107 531 13500 SH SOLE 13500 0 0
NIAGARA MOHAWK HOLIDN COMMON 653520106 4730 300000 SH SOLE 252500 0 47500
NOBLE AFFILIATES COMMON 654894104 315 8475 SH SOLE 8475 0 0
NOBLE DRILLING CORP C COMMON 655042109 202 4000 SH SOLE 4000 0 0
OCCIDENTAL PETE CORP COMMON 674599105 15541 712500 SH OTHER 585000 0 127500
OWENS CORNING COMMON 69073F103 1490 567500 SH OTHER 447500 0 120000
OWENS & MINOR INC NEW COMMON 690732102 669 42500 SH SOLE 42500 0 0
PACTIV CORP COM COMMON 695257105 392 35000 SH SOLE 27500 0 7500
PAINE WEBBER INC COMMON 695629105 207 3000 SH SOLE 3000 0 0
PALL CORP COMMON 696429307 6230 312500 SH OTHER 249000 0 63500
PARAMETRIC TECHNOLOGY COMMON 699173100 2734 250000 SH SOLE 216000 0 34000
PARKER HANNIFIN CORP COMMON 701094104 4134 122500 SH SOLE 107500 0 15000
PARKWAY PPTYS INC SHS COMMON 70159Q104 2593 85000 SH SOLE 85000 0 0
PEPSI BOTTLING GROUP COMMON 713409100 20818 692500 SH OTHER 570600 0 121900
PEPSICO INC COMMON 713448108 582 12660 SH SOLE 12660 0 0
PETROLEO BRASILEIRO S COMMON 71654V408 23975 797500 SH OTHER 657700 0 139800
PHILLIPS PETE CO COMMON 718507106 634 10100 SH SOLE 10100 0 0
PITNEY BOWES INC COMMON 724479100 1085 27500 SH SOLE 27500 0 0
PLACER DOME INC COMMON 725906101 236 25000 SH SOLE 25000 0 0
PPG INDS INC COMMON 693506107 496 12500 SH SOLE 12500 0 0
PRENTISS PPTYS TR SH COMMON 740706106 3984 152500 SH SOLE 152500 0 0
PRIME RETAIL INC COM COMMON 741570105 6 17500 SH SOLE 17500 0 0
PROCTER & GAMBLE CO C COMMON 742718109 335 5000 SH SOLE 5000 0 0
PROLOGIS TR SH BEN IN COMMON 743410102 3563 150000 SH SOLE 150000 0 0
PS BUSINESS PKS INC C COMMON 69360J107 232 8500 SH SOLE 8500 0 0
PUBLIC STORAGE INC CO COMMON 74460D109 244 10200 SH SOLE 10200 0 0
QUESTAR CORP COMMON 748356102 7584 272500 SH OTHER 213000 0 59500
QWEST COMM INTL INC S COMMON 749121109 758 15753 SH OTHER 14890 0 863
RAYTHEON CO CL B COMMON 755111408 2346 82500 SH SOLE 72500 0 10000
RECKSON ASSOCS RLTY C COMMON 75621K304 902 33707 SH SOLE 33707 0 0
RECKSON ASSOCS RLTY C COMMON 75621K106 7778 305000 SH OTHER 255700 0 49300
RECKSON PFD A COMMON 75621K205 1461 62500 SH SOLE 62500 0 0
RELIANT ENERGY INC COMMON 75952J108 627 13492 SH OTHER 13492 0 0
REUTERS GROUP PLC-SPO COMMON 76132M102 494 4400 SH SOLE 4400 0 0
ROCHE 0% 4/20/10 CONVERT 771196AC6 675 1250000 SH SOLE 1,250000 0 0
ROCKWELL INTL CORP NE COMMON 773903109 14247 470000 SH OTHER 399000 0 71000
ROHM & HAAS CO COMMON 775371107 291 10000 SH SOLE 10000 0 0
ROUSE CO COMMON 779273101 2244 90000 SH SOLE 90000 0 0
ROYAL DUTCH PETRO-NY COMMON 780257804 809 13500 SH SOLE 13500 0 0
RYDER SYS INC COMMON 783549108 10103 547950 SH OTHER 437550 0 110400
S & P 500 INDEX DEC14 OPTION 6488161XT 280 100 SH SOLE 100 0 0
SAFECO CORP COMMON 786429100 749 27500 SH SOLE 15000 0 12500
SAKS INC COMMON 79377W108 5110 517500 SH SOLE 384500 0 133000
SARA LEE CORP COMMON 803111103 2316 114000 SH SOLE 106500 0 7500
SBC COMMUNICATIONS, I COMMON 78387G103 8757 175570 SH OTHER 144670 0 30900
SCHERING PLOUGH CORP COMMON 806605101 2835 60878 SH SOLE 55878 0 5000
SEMPRA ENERGY COM COMMON 816851109 8596 412658 SH OTHER 338446 0 74212
SHURGARD STORAGE CTRS COMMON 82567D104 338 15000 SH SOLE 15000 0 0
SIMON PPTY GROUP INC COMMON 828806109 1266 54000 SH SOLE 54000 0 0
SL GREEN RLTY CORP CO COMMON 78440X101 1052 37500 SH SOLE 37500 0 0
SMITH CHARLES E RES R COMMON 832197107 1434 31600 SH SOLE 31600 0 0
SMITHKLINE BEECHAM PL COMMON 832378301 2402 35000 SH SOLE 30000 0 5000
SMURFIT-STONE CONTAIN COMMON 832727101 210 17500 SH SOLE 17500 0 0
SOUTHERN CO COMMON 842587107 1460 45000 SH SOLE 45000 0 0
SOUTHERN ENERGY INC. COMMON 842816100 628 20000 SH SOLE 20000 0 0
SOUTHWEST AIRLS CO COMMON 844741108 973 40122 SH OTHER 40122 0 0
SPIEKER PPTYS INC COM COMMON 848497103 5060 87900 SH SOLE 87600 0 300
SPRINT CORP COM COMMON 852061100 3298 112500 SH SOLE 80000 0 32500
ST JOE CO COM COMMON 790148100 9893 356500 SH OTHER 282600 0 73900
ST PAUL COS INC COMMON 792860108 214 4250 SH SOLE 4250 0 0
STANLEY WORKS COMMON 854616109 1153 50000 SH SOLE 32500 0 17500
STAPLES INC COMMON 855030102 14216 1002000 SH OTHER 840000 0 162000
STARWOOD HOTELS & RES COMMON 85590A203 5859 187500 SH SOLE 187500 0 0
STORAGE TECHNOLOGY CO COMMON 862111200 23531 1735002 SH OTHER 1,460002 0 275000
SUMMIT PPTYS INC COM COMMON 866239106 16646 690000 SH OTHER 589800 0 100200
SUNTRUST BANKS INC COMMON 867914103 239 4800 SH SOLE 4800 0 0
TAUBMAN CTRS INC COM COMMON 876664103 289 25000 SH SOLE 25000 0 0
TENET HEALTH CARE COMMON 88033G100 4190 115000 SH OTHER 89600 0 25400
TEXACO INC COMMON 881694103 20606 392500 SH OTHER 328700 0 63800
THOMAS & BETTS CORP COMMON 884315102 7629 437500 SH OTHER 340000 0 97500
TJX COS INC NEW COMMON 872540109 1069 47500 SH SOLE 37500 0 10000
TOSCO CORP COM NEW COMMON 891490302 1325 42500 SH SOLE 42500 0 0
TOYS R US COMMON 892335100 21125 1300000 SH OTHER 1,101100 0 198900
TRIZEC HAHN CORP SUB COMMON 896938107 5842 347500 SH SOLE 347500 0 0
TXU CORP COMMON 873168108 17709 446749 SH SOLE 370152 0 76597
TXU CORP INCOME PRIDE CONVERT 873168207 1284 27500 SH SOLE 22500 0 5000
UAL CORP COM COMMON 902549500 315 7500 SH SOLE 5000 0 2500
UNICOM CORP COM COMMON 904911104 1546 27500 SH OTHER 26500 0 1000
UNION PAC CAP TR CV P CONVERT 907824403 5317 132500 SH SOLE 130000 0 2500
UNION PAC CORP COMMON 907818108 2531 65000 SH SOLE 65000 0 0
UNISYS CORP COMMON 909214108 4669 415000 SH OTHER 318500 0 96500
UNITED DOMINION RLTY COMMON 910197102 6335 582500 SH SOLE 543000 0 39500
UNITED TECHNOLOGIES C COMMON 913017109 9726 140200 SH OTHER 127700 0 12500
UNOCAL CORP COMMON 915289102 42622 1202750 SH OTHER 994150 0 208600
UNOCAL CORP 6.25% TRU CONVERT 91528T207 5490 135949 SH SOLE 111189 0 24760
UNUMPROVIDENT CORP COMMON 91529Y106 545 20000 SH SOLE 20000 0 0
URBAN SHOPPING CTRS I COMMON 917060105 2375 50000 SH SOLE 50000 0 0
US AIRWAYS GROUP INC COMMON 911905107 1438 47231 SH OTHER 44731 0 2500
USG CORP COMMON 903293405 1003 40000 SH OTHER 40000 0 0
USX MARATHON GROUP CO COMMON 902905827 20151 710175 SH OTHER 590675 0 119500
VERIZON COMMUNICATION COMMON 92343V104 53161 1097511 SH OTHER 923711 0 173800
VIACOM INC COM NON VT COMMON 925524308 573 9802 SH SOLE 9802 0 0
VORNADO RLTY TR COM COMMON 929042109 8353 225000 SH SOLE 225000 0 0
WAL MART STORES INC COMMON 931142103 8663 180000 SH OTHER 155000 0 25000
WASHINGTON MUT INC CO COMMON 939322103 24783 622500 SH OTHER 520500 0 102000
WASTE MANAGEMENT INC COMMON 94106L109 20140 1155000 SH OTHER 945000 0 210000
WELLS FARGO NEW COMMON 949746101 8249 179560 SH OTHER 174560 0 5000
WEYERHAEUSER CO COMMON 962166104 2249 55450 SH OTHER 47950 0 7500
WYNDHAM INTL INC CL A COMMON 983101106 725 400000 SH SOLE 400000 0 0
XCEL ENERGY INC COMMON 98389B100 4246 154300 SH SOLE 139300 0 15000
XEROX CORP COMMON 984121103 2175 145000 SH OTHER 120000 0 25000
1ST SOURCE CORP COM 336901103 231 10985 SH SOLE 10985 0 0
21ST CENTY INS GROUP COM 90130N103 542 32000 SH SOLE 32000 0 0
24 / 7 MEDIA INC COM 901314104 400 39600 SH SOLE 39600 0 0
3COM CORP COM 885535104 1372 71500 SH SOLE 71500 0 0
3DFX INTERACTIVE INC COM 88553X103 372 76300 SH SOLE 76300 0 0
99 CENTS ONLY STORES COM 65440K106 974 19400 SH SOLE 19400 0 0
A D C TELECOMMUNICATIONS COM 000886101 8258 307100 SH SOLE 307100 0 0
ABBOTT LABS COM 002824100 68870 1448004 SH SOLE 1448004 0 0
ABERCROMBIE & FITCH CO CL A 002896207 297 15600 SH SOLE 15600 0 0
ABGENIX INC COM 00339B107 2101 26000 SH SOLE 26000 0 0
ABITIBI-CONSOLIDATED INC COM 003924107 105 16784 SH SOLE 16784 0 0
ABOUT COM INC COM 003736105 1159 35800 SH SOLE 35800 0 0
ACNIELSEN CORP COM 004833109 941 39500 SH SOLE 39500 0 0
ACTEL CORP COM 004934105 1319 36700 SH SOLE 36700 0 0
ACTUATE CORP COM 00508B102 3341 96700 SH SOLE 96700 0 0
ACTV INC COM 00088E104 826 60100 SH SOLE 60100 0 0
ADAC LABS COM NEW 005313200 1311 63000 SH SOLE 63000 0 0
ADAPTEC INC COM 00651F108 462 23100 SH SOLE 23100 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 1785 91555 SH SOLE 91555 0 0
ADMINISTAFF INC COM 007094105 1075 14200 SH SOLE 14200 0 0
ADOBE SYS INC COM 00724F101 2142 13800 SH SOLE 13800 0 0
ADTRAN INC COM 00738A106 247 5800 SH SOLE 5800 0 0
ADVANCE PARADIGM INC COM 007491103 1485 35200 SH SOLE 35200 0 0
ADVANCED DIGITAL INFORMATION COM 007525108 1148 75600 SH SOLE 75600 0 0
ADVANCED ENERGY INDS COM 007973100 980 29700 SH SOLE 29700 0 0
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