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Previous: NIPPON TELEGRAPH & TELEPHONE CORP, SC TO-T/A, EX-99.(A)(1)(M), 2000-07-14 |
Next: HAUSER INC, 10-K, 2000-07-14 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 June 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: 1696
Form 13F Information Table Value Total: 7200609
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 OTHER -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABBOTT LABS COMMON 002824100 2295 51500 SH SOLE 49000 0 2500
ABITIBI-CONSOLIDATED COMMON 003924107 1992 212500 SH OTHER 152500 0 60000
ACUSON CORP COMMON 005113105 8033 595000 SH OTHER 457500 0 137500
AETNA INC. COMMON 008117103 11489 178997 SH OTHER 154697 0 24300
AGENCY COM LTD COM COMMON 008447104 401 22500 SH SOLE 17500 0 5000
AIR PRODS & CHEMS INC COMMON 009158106 372 12000 SH SOLE 12000 0 0
ALBERTSONS INC COMMON 013104104 5985 180000 SH SOLE 137500 0 42500
ALCAN ALUMINIUM LTD COMMON 013716105 2344 75000 SH SOLE 67500 0 7500
ALCOA INC COM COMMON 013817101 615 21200 SH SOLE 15900 0 5300
ALEXANDRIA REAL EST E COMMON 015271109 858 25000 SH SOLE 25000 0 0
ALLSTATE COMMON 020002101 5839 262414 SH OTHER 208914 0 53500
AMB PPTY CORP COM COMMON 00163T109 1312 57500 SH SOLE 57500 0 0
AMCOL INTL CORP COMMON 02341W103 2351 142500 SH SOLE 119000 0 23500
AMERADA HESS CORP COMMON 023551104 6623 107250 SH SOLE 89650 0 17600
AMERICAN EXPRESS COMMON 025816109 1861 35700 SH OTHER 34000 0 1700
AMERICAN GREETINGS CO COMMON 026375105 8883 467500 SH OTHER 355000 0 112500
AMERICAN INTL GROUP COMMON 026874107 895 7616 SH SOLE 7616 0 0
AMR CORP COMMON 001765106 6720 254200 SH OTHER 220900 0 33300
ANHEUSER BUSCH COS IN COMMON 035229103 14930 199900 SH OTHER 168600 0 31300
APARTMENT INVT & MGMT COMMON 03748R101 3921 90000 SH SOLE 90000 0 0
ARDEN RLTY INC COM COMMON 039793104 1596 67900 SH SOLE 67900 0 0
AT & T CORP. COMMON 001957109 6443 202520 SH OTHER 168440 0 34080
AUTOMATIC DATA PROCES COMMON 053015103 268 5000 SH SOLE 5000 0 0
AVALONBAY CMNTYS INC COMMON 053484101 1564 37500 SH SOLE 32500 0 5000
AVNET COMMON 053807103 13924 235000 SH OTHER 186500 0 48500
BAKER HUGHES INC COMMON 057224107 2318 72500 SH SOLE 55000 0 17500
BANGKOK BANK-FOR REG FOREIGN XR6077019 100 80000 SH SOLE 30000 0 50000
BANK OF AMERICA COMMON 060505104 7069 162975 SH OTHER 137775 0 25200
BANK ONE CORP COMMON 06423A103 5692 214282 SH OTHER 184282 0 30000
BAXTER INTL INC COMMON 071813109 1318 18750 SH SOLE 17750 0 1000
BECTON DICKINSON & CO COMMON 075887109 9467 330000 SH OTHER 260000 0 70000
BEDFORD PPTY INVS INC COMMON 076446301 1596 86000 SH SOLE 86000 0 0
BELL ATLANTIC CORP COMMON 077853109 19614 385068 SH OTHER 316768 0 68300
BERGEN BRUNSWIG CORP COMMON 083739102 1623 295000 SH SOLE 245000 0 50000
BESTFOODS COMMON 08658U101 325 4700 SH SOLE 4700 0 0
BLACK & DECKER CORP COMMON 091797100 5102 129875 SH OTHER 108975 0 20900
BLOCK H & R INC COMMON 093671105 34803 1075000 SH OTHER 885800 0 189200
BMC SOFTWARE INC COMMON 055921100 10580 290000 SH OTHER 235000 0 55000
BOEING CO COMMON 097023105 4769 114058 SH OTHER 109058 0 5000
BOSTON PROPERTIES COMMON 101121101 3863 100000 SH OTHER 91500 0 8500
BOSTON SCIENTIFIC COR COMMON 101137107 658 30000 SH OTHER 25000 0 5000
BRANDYWINE RLTY TR SH COMMON 105368203 16055 839500 SH SOLE 722500 0 117000
BRE PPTYS INC CL A COMMON 05564E106 759 26300 SH SOLE 26300 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 716 12300 SH SOLE 12300 0 0
BROOKFIELD PPTYS CORP COMMON 112900105 1331 100000 SH SOLE 100000 0 0
BRUNSWICK CORP COMMON 117043109 704 42500 SH SOLE 42500 0 0
BURLINGTON RESOURCES COMMON 122014103 8798 230000 SH OTHER 182200 0 47800
CABOT OIL & GAS CORP COMMON 127097103 1642 77500 SH SOLE 62500 0 15000
CALGON CARBON CORP COMMON 129603106 116 15000 SH SOLE 15000 0 0
CANADIAN PAC LTD NEW COMMON 135923100 8773 335000 SH OTHER 283800 0 51200
CARRAMERICA RLTY CORP COMMON 144418100 1193 45000 SH SOLE 45000 0 0
CATELLUS DEV CORP COM COMMON 149111106 1688 112500 SH SOLE 112500 0 0
CATERPILLAR INC COMMON 149123101 1230 36300 SH SOLE 36300 0 0
CBL & ASSOC PPTYS INC COMMON 124830100 745 29800 SH SOLE 29800 0 0
CHASE MANHATTAN CORPO COMMON 16161A108 22650 491730 SH OTHER 402780 0 88950
CHATEAU CMNTYS INC CO COMMON 161726104 1006 35600 SH SOLE 35600 0 0
CHELSEA GCA REALTY COMMON 163262108 691 20000 SH SOLE 20000 0 0
CHEVRON CORP COMMON 166751107 722 8500 SH SOLE 8300 0 200
CIGNA CORP COMMON 125509109 860 9200 SH SOLE 9200 0 0
CINERGY CORP COMMON 172474108 1018 40000 SH SOLE 40000 0 0
CITIGROUP INC. COMMON 172967101 39743 657586 SH OTHER 546511 0 111075
CLAYTON HOMES INC COM COMMON 184190106 200 25000 SH SOLE 25000 0 0
COCA COLA ENTERPRISES COMMON 191219104 693 42500 SH SOLE 42500 0 0
COLONIAL PPTYS TR COM COMMON 195872106 2738 100000 SH SOLE 100000 0 0
COMPAQ COMPUTER CORP COMMON 204493100 22305 872570 SH OTHER 726770 0 145800
COMPUTER SCIENCES COR COMMON 205363104 934 12500 SH SOLE 12500 0 0
CONAGRA INC COMMON 205887102 4718 247500 SH SOLE 206500 0 41000
CONOCO INC CL A COMMON 208251306 2552 116000 SH SOLE 113500 0 2500
CONOCO INC CL B COMMON 208251405 20018 815000 SH OTHER 665000 0 150000
COORS ADOLPH COMPANY COMMON 217016104 475 7850 SH SOLE 7850 0 0
CORNERSTONE RLTY INCO COMMON 21922V102 925 92500 SH SOLE 92500 0 0
CORNING INC COMMON 219350105 2611 9675 SH SOLE 9175 0 500
CRESCENT R E EQUITIES COMMON 225756105 9891 482500 SH SOLE 482500 0 0
CRESCENT R E EQUITIES CONVERT 225756204 703 45000 SH SOLE 45000 0 0
CROMPTON CORPORATION COMMON 227116100 551 45000 SH SOLE 45000 0 0
CUMMINS ENGINE INC COMMON 231021106 204 7500 SH SOLE 5500 0 2000
CVS CORPORATION COMMON 126650100 22720 568000 SH OTHER 473000 0 95000
DELPHI AUTOMOTIVE SYS COMMON 247126105 1129 77544 SH OTHER 74834 0 2710
DELTA AIRLINES INC COMMON 247361108 3994 79000 SH OTHER 66000 0 13000
DEVELOPERS DIVERSIFIE COMMON 251591103 1830 122500 SH SOLE 122500 0 0
DISNEY WALT PRODTNS COMMON 254687106 408 10500 SH SOLE 10500 0 0
DONNELLEY R R & SONS COMMON 257867101 21660 960000 SH OTHER 773500 0 186500
DOW CHEMICAL COMMON 260543103 312 10200 SH SOLE 10200 0 0
DPL INC COMMON 233293109 219 10000 SH SOLE 10000 0 0
DU PONT E I DE NEMOUR COMMON 263534109 2417 55000 SH OTHER 55000 0 0
DUKE PWR CO COMMON 264399106 3108 54766 SH OTHER 53744 0 1022
DUKE-WEEKS RLTY CORP COMMON 264411505 8682 388000 SH SOLE 385200 0 2800
EASTGROUP PPTYS INC C COMMON 277276101 1495 71000 SH SOLE 71000 0 0
EASTMAN KODAK COMMON 277461109 34436 577550 SH OTHER 480350 0 97200
EL PASO ENERGY CORP D COMMON 283905107 993 19500 SH SOLE 19500 0 0
ELECTRONIC DATA SYS C COMMON 285661104 3403 82500 SH OTHER 66600 0 15900
EMERSON ELEC CO COMMON 291011104 604 10000 SH SOLE 10000 0 0
ENGELHARD CORP COMMON 292845104 6185 362500 SH OTHER 264500 0 98000
EOG RESOURCES INC. COMMON 26875P101 2931 87500 SH SOLE 72500 0 15000
EQUITY OFFICE PROPERT COMMON 294741103 32152 1154065 SH OTHER 1013565 0 140500
EQUITY RESIDENTIAL PP COMMON 29476L107 29882 650049 SH OTHER 574149 0 75900
EXXON CORPORATION COMMON 30231G102 3198 40742 SH OTHER 40742 0 0
FEDERAL RLTY INVT TR COMMON 313747206 210 10500 SH SOLE 10500 0 0
FEDERATED DEPARTMENT COMMON 31410H101 16183 479500 SH OTHER 400600 0 78900
FEDEX CORP COMMON 31428X106 3990 105000 SH SOLE 96500 0 8500
FELCOR LODGING TR INC COMMON 31430F101 2300 115000 SH SOLE 115000 0 0
FIRST INDL RLTY TR IN COMMON 32054K103 3301 111900 SH SOLE 111900 0 0
FIRST SEC CORP DEL COMMON 336294103 339 25000 SH SOLE 5000 0 20000
FIRST UNION CORP COMMON 337358105 3784 152500 SH SOLE 117500 0 35000
FIRSTAR CORP NEW WIS COMMON 33763V109 1106 52500 SH SOLE 52500 0 0
FMC CORP NEW COMMON 302491303 5365 92500 SH SOLE 77500 0 15000
FORD MOTOR COMMON 345370100 2064 48000 SH OTHER 48000 0 0
FORT JAMES CORPORATIO COMMON 347471104 6187 267536 SH OTHER 229136 0 38400
FREEPORT MCMORAN COPP CONVERT 35671D600 1975 100000 SH OTHER 87500 0 12500
FRESH DEL MONTE PRODU COMMON G36738105 822 119500 SH SOLE 97000 0 22500
GABLES RESIDENTIAL TR COMMON 362418105 762 29600 SH SOLE 29600 0 0
GENERAL ELECTRIC COMMON 369604103 13733 262200 SH OTHER 241600 0 20600
GENERAL GROWTH PPTYS COMMON 370021107 2223 70000 SH SOLE 70000 0 0
GENERAL MTRS CORP COMMON 370442105 8288 142900 SH OTHER 113900 0 29000
GLAXO PLC SPONSORED A COMMON 37733W105 1619 28001 SH OTHER 28001 0 0
GLENBOROUGH RLTY TR I COMMON 37803P105 1657 95000 SH SOLE 95000 0 0
GMO JAPAN FD CL III MUTUAL 362007486 565 62500 SH SOLE 62500 0 0
GMO REIT FD CL III MUTUAL 362007627 2411 247500 SH SOLE 247500 0 0
GMO TR EM CTY DEBT II MUTUAL 362007270 1072 117204 SH SOLE 117204 0 0
GTE CORP COMMON 362320103 28246 453750 SH OTHER 373150 0 80600
GULF CDA RES LTD ORD COMMON 40218L305 9192 1910000 SH OTHER 1588500 0 321500
HALLIBURTON CO COMMON 406216101 1180 25000 SH OTHER 25000 0 0
HASBRO BRADLEY INC COMMON 418056107 200 12500 SH SOLE 12500 0 0
HCA-THE HEALTHCARE CO COMMON 404119109 847 27500 SH SOLE 27500 0 0
HERCULES INC COMMON 427056106 263 18700 SH SOLE 18700 0 0
HEWLETT PACKARD COMMON 428236103 375 3000 SH SOLE 3000 0 0
HIGHWOODS PROPERTIES COMMON 431284108 6748 279000 SH SOLE 278400 0 600
HILTON HOTEL CORP COMMON 432848109 1125 120000 SH SOLE 102500 0 17500
HONEYWELL INTERNATION COMMON 438516106 5137 152500 SH OTHER 137500 0 15000
HOSPITALITY PPTYS TR COMMON 44106M102 957 42400 SH SOLE 42400 0 0
HOST MARRIOTT CORP NE COMMON 44107P104 5391 575000 SH SOLE 575000 0 0
INCO LTD COMMON 453258402 1395 90000 SH SOLE 77500 0 12500
INFORMATION RES INC COMMON 456905108 2254 572500 SH OTHER 415000 0 157500
INFORMIX CORP COM COMMON 456779107 632 85000 SH SOLE 40000 0 45000
INGERSOLL RAND CO COMMON 456866102 4428 110000 SH OTHER 100000 0 10000
INTEL CORP COMMON 458140100 10361 77500 SH OTHER 72500 0 5000
INTERMET CORP COMMON 45881K104 1684 245000 SH OTHER 205000 0 40000
INTERNATIONAL BUSINES COMMON 459200101 28541 260500 SH OTHER 214200 0 46300
INTERNATIONAL PAPER C COMMON 460146103 11403 382500 SH OTHER 319000 0 63500
INTL RECTIFIER CORP COMMON 460254105 8120 145000 SH OTHER 127500 0 17500
ISTAR FINL INC COM COMMON 45031U101 628 30000 SH SOLE 30000 0 0
JDN RLTY CORP COM COMMON 465917102 622 60650 SH SOLE 60650 0 0
JOHNSON & JOHNSON COMMON 478160104 8659 85000 SH OTHER 84100 0 900
JONES APPAREL GROUP I COMMON 480074103 1175 50000 SH OTHER 0 0 50000
JP RLTY INC COM COMMON 46624A106 22310 1252500 SH OTHER 1014000 0 238500
KERR-MCGEE CORP COMMON 492386107 1473 25000 SH SOLE 20000 0 5000
KILROY RLTY CORP COM COMMON 49427F108 1704 65700 SH SOLE 65700 0 0
KIMBERLY CLARK COMMON 494368103 48195 840000 SH OTHER 692200 0 147800
KLM ROYAL DUTCH AIRLI COMMON 482516309 930 35000 SH SOLE 30000 0 5000
KOGER EQUITY INC COM COMMON 500228101 1272 75400 SH SOLE 75400 0 0
KROGER CO COMMON 501044101 19989 906000 SH OTHER 767500 0 138500
LASMO ADR FOREIGN 501730204 1217 189000 SH OTHER 158500 0 30500
LIBERTY PPTY TR SH BE COMMON 531172104 6191 238700 SH SOLE 238700 0 0
LILLY ELI & CO COMMON 532457108 8539 85500 SH OTHER 71500 0 14000
LOCKHEED MARTIN CORP COMMON 539830109 7630 307500 SH OTHER 234500 0 73000
MACERICH CO COM COMMON 554382101 1513 68600 SH SOLE 68600 0 0
MACK CALI RLTY CORP C COMMON 554489104 21179 824500 SH OTHER 730300 0 94200
MANPOWER INC COM COMMON 56418H100 4720 147500 SH OTHER 119000 0 28500
MATTEL INC COMMON 577081102 495 37500 SH SOLE 37500 0 0
MAYTAG CO COMMON 578592107 439 11900 SH SOLE 11900 0 0
MCDONALDS COMMON 580135101 1070 32500 SH SOLE 32500 0 0
MCKESSON HBOC INC COM COMMON 58155Q103 3978 190000 SH SOLE 162500 0 27500
MEDIAONE GROUP INC CO COMMON 58440J104 11701 176625 SH OTHER 149125 0 27500
MEDITRUST PAIRED CTF COMMON 58501T306 206 55000 SH SOLE 55000 0 0
MELLON FINL CORP COMMON 58551A108 222 6100 SH SOLE 6100 0 0
MERCK & CO COMMON 589331107 690 9000 SH SOLE 9000 0 0
MID-AMER APT CMNTYS I COMMON 59522J103 600 25000 SH SOLE 25000 0 0
MILLS CORP COM COMMON 601148109 1684 89500 SH SOLE 89500 0 0
MINNESOTA MNG & MFG C COMMON 604059105 455 5500 SH SOLE 5500 0 0
MITCHELL ENERGY & DEV COMMON 606592202 7148 222500 SH OTHER 181500 0 41000
MODIS PROFESSIONAL SE COMMON 607830106 6291 825000 SH OTHER 649500 0 175500
MOTOROLA INC COMMON 620076109 4995 166500 SH OTHER 123500 0 43000
MYLAN LABS INC COMMON 628530107 852 47000 SH OTHER 46000 0 1000
NABISCO GROUP HOLDING COMMON 62952P102 908 35000 SH SOLE 35000 0 0
NATIONWIDE FINANCIAL COMMON 638612101 1479 45000 SH SOLE 35000 0 10000
NESTLES ADR FOREIGN 641069406 20334 202550 SH OTHER 167550 0 35000
NEW PLAN EXCEL RLTY T COMMON 648053106 1241 95480 SH SOLE 95480 0 0
NEW YORK TIMES CO CLA COMMON 650111107 435 11000 SH SOLE 11000 0 0
NIAGARA MOHAWK HOLIDN COMMON 653520106 5401 387500 SH SOLE 332500 0 55000
NOBLE AFFILIATES COMMON 654894104 316 8475 SH SOLE 8475 0 0
NOBLE DRILLING CORP C COMMON 655042109 206 5000 SH SOLE 5000 0 0
OCCIDENTAL PETE CORP COMMON 674599105 15270 725000 SH OTHER 590000 0 135000
OWENS CORNING COMMON 69073F103 6313 682500 SH OTHER 551000 0 131500
OWENS & MINOR INC NEW COMMON 690732102 1074 62500 SH SOLE 62500 0 0
PACTIV CORP COM COMMON 695257105 778 98800 SH SOLE 83300 0 15500
PALL CORP COMMON 696429307 6157 332800 SH OTHER 263500 0 69300
PARAMETRIC TECHNOLOGY COMMON 699173100 2888 262500 SH SOLE 223500 0 39000
PARKWAY PPTYS INC SHS COMMON 70159Q104 2855 93600 SH SOLE 93600 0 0
PEPSI BOTTLING GROUP COMMON 713409100 27071 927500 SH OTHER 750600 0 176900
PEPSICO INC COMMON 713448108 1674 37660 SH SOLE 30160 0 7500
PHILLIPS PETE CO COMMON 718507106 1242 24500 SH SOLE 19500 0 5000
PITNEY BOWES INC COMMON 724479100 1300 32500 SH SOLE 32500 0 0
PLACER DOME INC COMMON 725906101 239 25000 SH SOLE 25000 0 0
PNC FINANCIAL CORP COMMON 693475105 773 16500 SH SOLE 16500 0 0
PPG INDS INC COMMON 693506107 1773 40000 SH SOLE 40000 0 0
PRENTISS PPTYS TR SH COMMON 740706106 4076 169400 SH SOLE 169400 0 0
PRIME GROUP RLTY TR S COMMON 74158J103 418 27500 SH SOLE 27500 0 0
PRIME RETAIL INC COM COMMON 741570105 22 17500 SH SOLE 17500 0 0
PROLOGIS TR SH BEN IN COMMON 743410102 3794 177500 SH SOLE 177500 0 0
PS BUSINESS PKS INC C COMMON 69360J107 240 10000 SH SOLE 10000 0 0
PUBLIC STORAGE INC CO COMMON 74460D109 239 10200 SH SOLE 10200 0 0
QUESTAR CORP COMMON 748356102 6084 314000 SH OTHER 232000 0 82000
RALSTON PURINA CO COM COMMON 751277302 299 15000 SH SOLE 15000 0 0
RAYTHEON CO CL B COMMON 755111408 1829 95000 SH SOLE 80000 0 15000
RECKSON ASSOCS RLTY C COMMON 75621K304 882 34662 SH SOLE 34662 0 0
RECKSON ASSOCS RLTY C COMMON 75621K106 7659 322500 SH OTHER 265700 0 56800
RECKSON PFD A COMMON 75621K205 1941 87500 SH SOLE 87500 0 0
RELIANT ENERGY INC COMMON 75952J108 1605 53492 SH OTHER 53492 0 0
REUTERS GROUP PLC-SPO COMMON 76132M102 440 4400 SH SOLE 4400 0 0
ROCHE 0% 4/20/10 CONVERT 771196AC6 686 1250000 SH SOLE 1250000 0 0
ROCKWELL INTL CORP NE COMMON 773903109 9948 315800 SH OTHER 261800 0 54000
ROUSE CO COMMON 779273101 3465 140000 SH SOLE 140000 0 0
ROYAL DUTCH PETRO-NY COMMON 780257804 831 13500 SH SOLE 13500 0 0
RYDER SYS INC COMMON 783549108 11080 585075 SH OTHER 459675 0 125400
SABRE GROUP HLDGS INC COMMON 785905100 1861 65315 SH OTHER 56702 0 8613
SAFECO CORP COMMON 786429100 348 17500 SH SOLE 12500 0 5000
SAKS INC COMMON 79377W108 5975 572500 SH OTHER 431700 0 140800
SARA LEE CORP COMMON 803111103 2907 151500 SH SOLE 144000 0 7500
SBC COMMUNICATIONS, I COMMON 78387G103 8406 194360 SH OTHER 153460 0 40900
SCHERING PLOUGH CORP COMMON 806605101 3327 65878 SH SOLE 60878 0 5000
SEARS ROEBUCK & CO COMMON 812387108 816 25000 SH SOLE 15000 0 10000
SEMPRA ENERGY COM COMMON 816851109 7866 461036 SH OTHER 362436 0 98600
SHURGARD STORAGE CTRS COMMON 82567D104 338 15000 SH SOLE 15000 0 0
SIMON PPTY GROUP INC COMMON 828806109 1198 54000 SH SOLE 54000 0 0
SL GREEN RLTY CORP CO COMMON 78440X101 1404 52500 SH SOLE 52500 0 0
SMITH CHARLES E RES R COMMON 832197107 1296 34100 SH SOLE 34100 0 0
SMITHKLINE BEECHAM PL COMMON 832378301 3259 50000 SH SOLE 40000 0 10000
SMURFIT-STONE CONTAIN COMMON 832727101 354 27500 SH SOLE 27500 0 0
SOUTHERN CO COMMON 842587107 1457 62500 SH SOLE 62500 0 0
SOUTHWEST AIRLS CO COMMON 844741108 760 40122 SH OTHER 40122 0 0
SPIEKER PPTYS INC COM COMMON 848497103 9113 198100 SH SOLE 182500 0 15600
ST JOE CO COM COMMON 790148100 10875 362500 SH OTHER 286100 0 76400
STANLEY WORKS COMMON 854616109 2019 85000 SH SOLE 65000 0 20000
STAPLES INC COMMON 855030102 15644 1017500 SH OTHER 850500 0 167000
STARWOOD HOTELS & RES COMMON 85590A203 7164 220000 SH SOLE 220000 0 0
STORAGE TECHNOLOGY CO COMMON 862111200 19824 1812502 SH OTHER 1510002 0 302500
STUDENT ADVANTAGE INC COMMON 86386Q105 110 15000 SH SOLE 15000 0 0
SUMMIT PPTYS INC COM COMMON 866239106 15593 742500 SH OTHER 629800 0 112700
SUNTRUST BANKS INC COMMON 867914103 219 4800 SH SOLE 4800 0 0
TENET HEALTH CARE COMMON 88033G100 4658 172500 SH OTHER 114600 0 57900
TEXACO INC COMMON 881694103 17726 332500 SH OTHER 280900 0 51600
THOMAS & BETTS CORP COMMON 884315102 10318 539500 SH OTHER 419100 0 120400
TJX COS INC NEW COMMON 872540109 1828 97500 SH SOLE 80000 0 17500
TOYS R US COMMON 892335100 20134 1365000 SH OTHER 1141100 0 223900
TRIZEC HAHN CORP SUB COMMON 896938107 6614 370000 SH SOLE 369500 0 500
TXU CORP COMMON 873168108 13483 457049 SH SOLE 380452 0 76597
TXU CORP INCOME PRIDE CONVERT 873168207 1069 27500 SH SOLE 22500 0 5000
U S WEST INC NEW COM COMMON 91273H101 806 9394 SH OTHER 8894 0 500
UAL CORP COM COMMON 902549500 582 10000 SH SOLE 7500 0 2500
UNICOM CORP COM COMMON 904911104 8504 219800 SH OTHER 190600 0 29200
UNION CARBIDE CORP COMMON 905581104 223 4500 SH SOLE 4500 0 0
UNION PAC CAP TR CV P CONVERT 907824403 5234 132500 SH SOLE 130000 0 2500
UNION PAC CORP COMMON 907818108 2625 70000 SH SOLE 70000 0 0
UNION PAC RES GROUP I COMMON 907834105 19360 880000 SH OTHER 714000 0 166000
UNISYS CORP COMMON 909214108 6590 452500 SH OTHER 350500 0 102000
UNITED DOMINION RLTY COMMON 910197102 6490 590000 SH SOLE 550500 0 39500
UNITED TECHNOLOGIES C COMMON 913017109 10168 172700 SH OTHER 152700 0 20000
UNOCAL CORP COMMON 915289102 32381 977550 SH OTHER 796450 0 181100
UNOCAL CORP 6.25% TRU CONVERT 91528T207 6274 135949 SH SOLE 111189 0 24760
UNUMPROVIDENT CORP COMMON 91529Y106 401 20000 SH SOLE 20000 0 0
URBAN SHOPPING CTRS I COMMON 917060105 2210 65600 SH SOLE 65600 0 0
US AIRWAYS GROUP INC COMMON 911905107 2731 70031 SH OTHER 60031 0 10000
USG CORP COMMON 903293405 1215 40000 SH OTHER 40000 0 0
USX MARATHON GROUP CO COMMON 902905827 18237 727675 SH OTHER 598175 0 129500
VERIZON COMMUNICATION COMMON 92343V104 254 5000 SH SOLE 3300 0 1700
VIACOM INC COM NON VT COMMON 925524308 668 9802 SH SOLE 9802 0 0
VORNADO RLTY TR COM COMMON 929042109 8601 247500 SH SOLE 247500 0 0
WAL MART STORES INC COMMON 931142103 12839 225000 SH OTHER 195000 0 30000
WASHINGTON MUT INC CO COMMON 939322103 21033 730000 SH OTHER 593000 0 137000
WASTE MANAGEMENT INC COMMON 94106L109 22325 1175000 SH OTHER 950000 0 225000
WELLS FARGO NEW COMMON 949746101 6761 172260 SH OTHER 164760 0 7500
WESTFIELD AMER INC CO COMMON 959910100 672 50000 SH SOLE 50000 0 0
WEYERHAEUSER CO COMMON 962166104 2707 62950 SH OTHER 55450 0 7500
WYNDHAM INTL INC CL A COMMON 983101106 1062 424871 SH SOLE 424871 0 0
XEROX CORP COMMON 984121103 3092 152200 SH OTHER 129700 0 22500
21ST CENTY INS GROUP COM 90130N103 504 32000 SH SOLE 32000 0 0
24 / 7 MEDIA INC COM 901314104 705 45100 SH SOLE 45100 0 0
3COM CORP COM 885535104 1641 28484 SH SOLE 28484 0 0
3DFX INTERACTIVE INC COM 88553X103 514 66100 SH SOLE 66100 0 0
99 CENTS ONLY STORES COM 65440K106 666 16700 SH SOLE 16700 0 0
A D C TELECOMMUNICATIONS COM 000886101 1292 15400 SH SOLE 15400 0 0
ABBOTT LABS COM 002824100 62583 1404406 SH SOLE 1404406 0 0
ABGENIX INC COM 00339B107 1103 9200 SH SOLE 9200 0 0
ABOUT COM INC COM 003736105 558 17700 SH SOLE 17700 0 0
ACNIELSEN CORP COM 004833109 350 15900 SH SOLE 15900 0 0
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