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Previous: FRUIT OF THE LOOM INC /DE/, 10-Q, 2000-05-16 |
Next: ALTA LTD, 4, 2000-05-16 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 March 31, 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: 1529
Form 13F Information Table Value Total: 7352319
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
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABITIBI-CONSOLIDATED COMMON 003924107 2056 215000 SH OTHER 155000 0 60000
ACUSON CORP COMMON 005113105 9458 638500 SH OTHER 508500 0 130000
AETNA INC. COMMON 008117103 12158 219056 SH OTHER 190556 0 28500
AIR PRODS & CHEMS INC COMMON 009158106 944 33200 SH SOLE 33200 0 0
AIRBORNE FREIGHT COMMON 009266107 361 15000 SH SOLE 15000 0 0
ALBERTSONS INC COMMON 013104104 8645 280000 SH SOLE 224500 0 55500
ALCAN ALUMINIUM LTD COMMON 013716105 2895 85000 SH SOLE 77500 0 7500
ALEXANDRIA REAL EST E COMMON 015271109 750 25000 SH SOLE 25000 0 0
ALLEGHENY TECHNOLOGIE COMMON 01741R102 231 11497 SH SOLE 11497 0 0
ALLSTATE COMMON 020002101 7264 305038 SH OTHER 251538 0 53500
AMCOL INTL CORP COMMON 02341W103 3229 210000 SH SOLE 181000 0 29000
AMERADA HESS CORP COMMON 023551104 7432 115000 SH SOLE 97400 0 17600
AMERICAN EXPRESS COMMON 025816109 2904 58500 SH OTHER 56700 0 1800
AMERICAN GREETINGS CO COMMON 026375105 9673 530000 SH OTHER 415000 0 115000
AMERICAN INTL GROUP COMMON 026874107 963 8796 SH SOLE 8796 0 0
AMR CORP COMMON 001765106 3471 108900 SH OTHER 94100 0 14800
ANHEUSER BUSCH COS IN COMMON 035229103 15245 244900 SH OTHER 208600 0 36300
AON CORP COMMON 037389103 806 25000 SH SOLE 20000 0 5000
APARTMENT INVT & MGMT COMMON 03748R101 3437 90000 SH SOLE 90000 0 0
ARDEN RLTY INC COM COMMON 039793104 1417 67900 SH SOLE 67900 0 0
ARMSTRONG WORLD COMMON 042476101 652 36500 SH SOLE 1500 0 35000
AT & T CORP. COMMON 001957109 9839 174720 SH OTHER 143140 0 31580
AUTOMATIC DATA PROCES COMMON 053015103 241 5000 SH SOLE 5000 0 0
AVALONBAY CMNTYS INC COMMON 053484101 2930 80000 SH SOLE 67500 0 12500
AVNET COMMON 053807103 18365 291500 SH OTHER 234000 0 57500
BAKER HUGHES INC COMMON 057224107 2647 87500 SH SOLE 67500 0 20000
BANGKOK BANK-FOR REG FOREIGN XR6077019 138 80000 SH SOLE 30000 0 50000
BANK OF AMERICA COMMON 060505104 9628 183616 SH OTHER 155916 0 27700
BANK ONE CORP COMMON 06423A103 6276 182565 SH OTHER 162565 0 20000
BAXTER INTL INC COMMON 071813109 1881 30000 SH SOLE 21500 0 8500
BECTON DICKINSON & CO COMMON 075887109 5712 217100 SH SOLE 192100 0 25000
BEDFORD PPTY INVS INC COMMON 076446301 1381 86000 SH SOLE 86000 0 0
BELL ATLANTIC CORP COMMON 077853109 16963 277518 SH OTHER 225718 0 51800
BERGEN BRUNSWIG CORP COMMON 083739102 2194 325000 SH SOLE 270000 0 55000
BESTFOODS COMMON 08658U101 243 5200 SH SOLE 5200 0 0
BLACK & DECKER CORP COMMON 091797100 5634 150000 SH OTHER 131600 0 18400
BLOCK H & R INC COMMON 093671105 36333 811900 SH OTHER 675100 0 136800
BOEING CO COMMON 097023105 1326 35058 SH SOLE 35058 0 0
BOSTON PROPERTIES COMMON 101121101 3499 110000 SH OTHER 101500 0 8500
BP AMOCO ADS COMMON 055622104 226 4248 SH SOLE 4248 0 0
BRANDYWINE RLTY TR SH COMMON 105368203 14899 870000 SH SOLE 753000 0 117000
BRE PPTYS INC CL A COMMON 05564E106 679 26300 SH SOLE 26300 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 713 12300 SH SOLE 12300 0 0
BROOKFIELD PPTYS CORP COMMON 112900105 1096 93800 SH SOLE 93800 0 0
BRUNSWICK CORP COMMON 117043109 1184 62500 SH SOLE 57500 0 5000
BURLINGTON RESOURCES COMMON 122014103 8510 230000 SH OTHER 184700 0 45300
CABOT OIL & GAS CORP COMMON 127097103 1400 77500 SH SOLE 62500 0 15000
CALGON CARBON CORP COMMON 129603106 69 10500 SH SOLE 10500 0 0
CANADIAN PAC LTD NEW COMMON 135923100 8420 376300 SH OTHER 325100 0 51200
CARDINAL HEALTH INC C COMMON 14149Y108 573 12500 SH SOLE 7500 0 5000
CARRAMERICA RLTY CORP COMMON 144418100 956 45000 SH SOLE 45000 0 0
CATELLUS DEV CORP COM COMMON 149111106 1561 112500 SH SOLE 112500 0 0
CATERPILLAR INC COMMON 149123101 1479 37500 SH SOLE 35000 0 2500
CBL & ASSOC PPTYS INC COMMON 124830100 609 29800 SH SOLE 29800 0 0
CBS CORPORATION COMMON 12490K107 525 9263 SH SOLE 9263 0 0
CHASE MANHATTAN CORPO COMMON 16161A108 31481 361070 SH OTHER 300770 0 60300
CHATEAU CMNTYS INC CO COMMON 161726104 908 35600 SH SOLE 35600 0 0
CHELSEA GCA REALTY COMMON 163262108 580 20000 SH SOLE 20000 0 0
CHEVRON CORP COMMON 166751107 786 8500 SH SOLE 8300 0 200
CIGNA CORP COMMON 125509109 697 9200 SH SOLE 9200 0 0
CINERGY CORP COMMON 172474108 1290 60000 SH SOLE 60000 0 0
CITIGROUP INC. COMMON 172967101 48953 817591 SH OTHER 682516 0 135075
CK WITCO CORP COM COMMON 12562C108 509 50000 SH SOLE 42500 0 7500
CLAYTON HOMES INC COM COMMON 184190106 886 87500 SH SOLE 75000 0 12500
COCA COLA ENTERPRISES COMMON 191219104 640 29700 SH SOLE 29700 0 0
COLONIAL PPTYS TR COM COMMON 195872106 2375 100000 SH SOLE 100000 0 0
COLUMBIA/HCA HEALTHCA COMMON 197677107 277 10950 SH SOLE 10950 0 0
COMPAQ COMPUTER CORP COMMON 204493100 24224 905576 SH OTHER 759776 0 145800
COMPUTER SCIENCES COR COMMON 205363104 4352 55000 SH SOLE 42500 0 12500
CONAGRA INC COMMON 205887102 5936 327500 SH SOLE 286500 0 41000
CONOCO INC CL A COMMON 208251306 2463 100000 SH SOLE 97500 0 2500
CONOCO INC CL B COMMON 208251405 20436 797500 SH OTHER 660000 0 137500
COORS ADOLPH COMPANY COMMON 217016104 383 7975 SH SOLE 7975 0 0
CORNERSTONE PPTYS INC COMMON 21922H103 1526 87500 SH SOLE 87500 0 0
CORNERSTONE RLTY INCO COMMON 21922V102 994 92500 SH SOLE 92500 0 0
CORNING INC COMMON 219350105 1901 9800 SH SOLE 9300 0 500
COSTCO WHOLESALE CORP COMMON 22160K105 263 5000 SH SOLE 5000 0 0
CRESCENT R E EQUITIES COMMON 225756105 8619 492500 SH SOLE 492500 0 0
CRESCENT R E EQUITIES CONVERT 225756204 636 45000 SH SOLE 45000 0 0
CUMMINS ENGINE INC COMMON 231021106 282 7500 SH SOLE 5500 0 2000
CVS CORPORATION COMMON 126650100 16152 430000 SH OTHER 369000 0 61000
DELPHI AUTOMOTIVE SYS COMMON 247126105 1711 106923 SH OTHER 88972 0 17951
DELTA AIRLINES INC COMMON 247361108 4654 87400 SH OTHER 74400 0 13000
DEVELOPERS DIVERSIFIE COMMON 251591103 1700 122500 SH SOLE 122500 0 0
DISNEY WALT PRODTNS COMMON 254687106 433 10500 SH SOLE 10500 0 0
DONNELLEY R R & SONS COMMON 257867101 22822 1090000 SH OTHER 888500 0 201500
DPL INC COMMON 233293109 277 12500 SH SOLE 12500 0 0
DU PONT E I DE NEMOUR COMMON 263534109 2779 52500 SH OTHER 50000 0 2500
DUKE PWR CO COMMON 264399106 4595 87516 SH OTHER 76494 0 11022
DUKE-WEEKS RLTY CORP COMMON 264411505 7468 390500 SH SOLE 387700 0 2800
EASTGROUP PPTYS INC C COMMON 277276101 1527 71000 SH SOLE 71000 0 0
EASTMAN KODAK COMMON 277461109 24712 455000 SH OTHER 387500 0 67500
EL PASO ENERGY CORP D COMMON 283905107 2100 52000 SH SOLE 42000 0 10000
ELECTRONIC DATA SYS C COMMON 285661104 4975 77500 SH OTHER 61600 0 15900
EMERSON ELEC CO COMMON 291011104 1371 25800 SH SOLE 25800 0 0
ENGELHARD CORP COMMON 292845104 6390 422500 SH OTHER 319500 0 103000
EOG RESOURCES INC. COMMON 26875P101 4079 192500 SH SOLE 165000 0 27500
EQUITY OFFICE PROPERT COMMON 294741103 30087 1197500 SH OTHER 1054500 0 143000
EQUITY RESIDENTIAL PP COMMON 29476L107 27930 695000 SH OTHER 619100 0 75900
EXXON CORPORATION COMMON 30231G102 3425 43941 SH OTHER 43941 0 0
FEDERAL RLTY INVT TR COMMON 313747206 203 10500 SH SOLE 10500 0 0
FEDERATED DEPARTMENT COMMON 31410H101 20905 494800 SH OTHER 415900 0 78900
FEDEX CORP COMMON 31428X106 3357 86500 SH SOLE 78000 0 8500
FELCOR LODGING TR INC COMMON 31430F101 2056 115000 SH SOLE 115000 0 0
FIRST INDL RLTY TR IN COMMON 32054K103 3049 111900 SH SOLE 111900 0 0
FIRST UNION CORP COMMON 337358105 5494 147500 SH SOLE 117500 0 30000
FIRSTAR CORP NEW WIS COMMON 33763V109 459 20000 SH SOLE 20000 0 0
FMC CORP NEW COMMON 302491303 6215 110000 SH SOLE 95000 0 15000
FORD MOTOR COMMON 345370100 2683 58400 SH OTHER 55900 0 2500
FORT JAMES CORPORATIO COMMON 347471104 7262 330086 SH OTHER 289186 0 40900
FREEPORT MCMORAN COPP CONVERT 35671D600 2398 117700 SH OTHER 105200 0 12500
FRESH DEL MONTE PRODU COMMON G36738105 1058 124500 SH SOLE 102000 0 22500
GABLES RESIDENTIAL TR COMMON 362418105 666 29600 SH SOLE 29600 0 0
GENERAL ELECTRIC COMMON 369604103 14784 285000 SH OTHER 254400 0 30600
GENERAL GROWTH PPTYS COMMON 370021107 2131 70000 SH SOLE 70000 0 0
GENERAL MTRS CORP COMMON 370442105 12836 155000 SH OTHER 126000 0 29000
GLAXO PLC SPONSORED A COMMON 37733W105 1719 30001 SH OTHER 30001 0 0
GLENBOROUGH RLTY TR I COMMON 37803P105 1378 95000 SH SOLE 95000 0 0
GMO JAPAN FD CL III MUTUAL 362007486 434 50000 SH SOLE 50000 0 0
GMO REIT FD CL III MUTUAL 362007627 2382 274125 SH SOLE 274125 0 0
GMO TR EM CTY DEBT II MUTUAL 362007270 1265 139140 SH SOLE 139140 0 0
GTE CORP COMMON 362320103 34435 485000 SH OTHER 404400 0 80600
GTECH HLDGS CORP COM COMMON 400518106 186 10000 SH SOLE 0 0 10000
GULF CDA RES LTD ORD COMMON 40218L305 8172 2216000 SH OTHER 1857900 0 358100
HALLIBURTON CO COMMON 406216101 1131 27500 SH OTHER 21500 0 6000
HASBRO BRADLEY INC COMMON 418056107 417 25000 SH SOLE 25000 0 0
HERCULES INC COMMON 427056106 822 51000 SH SOLE 43300 0 7700
HEWLETT PACKARD COMMON 428236103 597 4500 SH SOLE 4500 0 0
HIGHWOODS PROPERTIES COMMON 431284108 6092 285000 SH SOLE 284400 0 600
HILTON HOTEL CORP COMMON 432848109 1008 130000 SH OTHER 107500 0 22500
HONEYWELL INTERNATION COMMON 438516106 1976 37500 SH SOLE 32500 0 5000
HOSPITALITY PPTYS TR COMMON 44106M102 859 42400 SH SOLE 42400 0 0
HOST MARRIOTT CORP NE COMMON 44107P104 5103 575000 SH SOLE 575000 0 0
INCO LTD COMMON 453258402 1562 85000 SH SOLE 72500 0 12500
INFORMATION RES INC COMMON 456905108 5198 649800 SH OTHER 492000 0 157800
INGERSOLL RAND CO COMMON 456866102 5642 127500 SH OTHER 123500 0 4000
INTEL CORP COMMON 458140100 10555 80000 SH OTHER 75000 0 5000
INTERMET CORP COMMON 45881K104 2395 262500 SH OTHER 217500 0 45000
INTERNATIONAL BUSINES COMMON 459200101 33630 285000 SH OTHER 238200 0 46800
INTERNATIONAL PAPER C COMMON 460146103 17100 400000 SH OTHER 336500 0 63500
INTL RECTIFIER CORP COMMON 460254105 9817 257500 SH OTHER 207500 0 50000
JDN RLTY CORP COM COMMON 465917102 629 60650 SH SOLE 60650 0 0
JOHNSON & JOHNSON COMMON 478160104 2143 30500 SH OTHER 27000 0 3500
JP RLTY INC COM COMMON 46624A106 23824 1337500 SH OTHER 1119000 0 218500
KERR-MCGEE CORP COMMON 492386107 1877 32500 SH SOLE 27500 0 5000
KILROY RLTY CORP COM COMMON 49427F108 1384 65700 SH SOLE 65700 0 0
KIMBERLY CLARK COMMON 494368103 53091 947000 SH OTHER 791500 0 155500
KLM ROYAL DUTCH AIRLI COMMON 482516309 630 30000 SH SOLE 25000 0 5000
KOGER EQUITY INC COM COMMON 500228101 1301 75400 SH SOLE 75400 0 0
KROGER CO COMMON 501044101 19169 1091500 SH OTHER 949000 0 142500
LASMO ADR FOREIGN 501730204 1344 215000 SH OTHER 184500 0 30500
LIBERTY PPTY TR SH BE COMMON 531172104 5714 238700 SH SOLE 238700 0 0
LILLY ELI & CO COMMON 532457108 9550 152500 SH OTHER 126000 0 26500
LOCKHEED MARTIN CORP COMMON 539830109 7306 357500 SH OTHER 284500 0 73000
LOEWS CORP COMMON 540424108 250 5000 SH SOLE 5000 0 0
LSI LOGIC CORP COMMON 502161102 218 3000 SH SOLE 3000 0 0
MACERICH CO COM COMMON 554382101 1415 68600 SH SOLE 68600 0 0
MACK CALI RLTY CORP C COMMON 554489104 21685 850400 SH OTHER 756200 0 94200
MANPOWER INC COM COMMON 56418H100 6124 172500 SH OTHER 139000 0 33500
MASCOTECH INC COM COMMON 574670105 554 45000 SH SOLE 45000 0 0
MATTEL INC COMMON 577081102 263 25000 SH SOLE 25000 0 0
MAYTAG CO COMMON 578592107 394 11900 SH SOLE 11900 0 0
MCKESSON HBOC INC COM COMMON 58155Q103 4148 197500 SH OTHER 169500 0 28000
MEDIAONE GROUP INC CO COMMON 58440J104 15998 197500 SH OTHER 170000 0 27500
MEDITRUST PAIRED CTF COMMON 58501T306 100 55000 SH SOLE 55000 0 0
MERCK & CO COMMON 589331107 646 10400 SH SOLE 10400 0 0
MID-AMER APT CMNTYS I COMMON 59522J103 569 25000 SH SOLE 25000 0 0
MILACRON, INC. COMMON 598709103 505 35000 SH SOLE 35000 0 0
MILLS CORP COM COMMON 601148109 1611 89500 SH SOLE 89500 0 0
MINNESOTA MNG & MFG C COMMON 604059105 709 8000 SH SOLE 8000 0 0
MITCHELL ENERGY & DEV COMMON 606592202 820 37500 SH OTHER 36500 0 1000
MITCHELL ENERGY & DEV COMMON 606592301 4620 210000 SH SOLE 170000 0 40000
MODIS PROFESSIONAL SE COMMON 607830106 11354 917500 SH OTHER 742000 0 175500
MYLAN LABS INC COMMON 628530107 1361 49500 SH OTHER 48500 0 1000
NABISCO GROUP HOLDING COMMON 62952P102 1055 87500 SH SOLE 82500 0 5000
NABISCO HLDGS CORP COMMON 629526104 645 20000 SH SOLE 20000 0 0
NATIONWIDE FINANCIAL COMMON 638612101 1389 47500 SH SOLE 37500 0 10000
NESTLES ADR FOREIGN 641069406 19490 217500 SH OTHER 182500 0 35000
NEW PLAN EXCEL RLTY T COMMON 648053106 1313 95480 SH SOLE 95480 0 0
NEW YORK TIMES CO CLA COMMON 650111107 472 11000 SH SOLE 11000 0 0
NIAGARA MOHAWK HOLIDN COMMON 653520106 6176 457500 SH SOLE 390000 0 67500
NOBLE AFFILIATES COMMON 654894104 282 8600 SH SOLE 8600 0 0
NOBLE DRILLING CORP C COMMON 655042109 207 5000 SH SOLE 5000 0 0
OCCIDENTAL PETE CORP COMMON 674599105 16548 797500 SH OTHER 660000 0 137500
OWENS CORNING COMMON 69073F103 14822 765000 SH OTHER 631500 0 133500
OWENS & MINOR INC NEW COMMON 690732102 1063 100000 SH SOLE 90000 0 10000
PACTIV CORP COM COMMON 695257105 1195 137500 SH SOLE 114500 0 23000
PALL CORP COMMON 696429307 7965 355000 SH OTHER 291000 0 64000
PARAMETRIC TECHNOLOGY COMMON 699173100 5740 272500 SH SOLE 226000 0 46500
PARKWAY PPTYS INC SHS COMMON 70159Q104 2755 93600 SH SOLE 93600 0 0
PEPSI BOTTLING GROUP COMMON 713409100 28800 1440000 SH OTHER 1169100 0 270900
PEPSICO INC COMMON 713448108 2098 60160 SH SOLE 42660 0 17500
PG&E CORP COM COMMON 69331C108 683 32500 SH SOLE 32500 0 0
PHILLIPS PETE CO COMMON 718507106 5434 117500 SH OTHER 105000 0 12500
PITNEY BOWES INC COMMON 724479100 2360 52800 SH SOLE 52800 0 0
PLACER DOME INC COMMON 725906101 122 15000 SH SOLE 15000 0 0
PNC FINANCIAL CORP COMMON 693475105 933 20700 SH SOLE 20700 0 0
PPG INDS INC COMMON 693506107 2537 48500 SH SOLE 45000 0 3500
PRENTISS PPTYS TR SH COMMON 740706106 3557 159400 SH SOLE 159400 0 0
PRIME GROUP RLTY TR S COMMON 74158J103 394 27500 SH SOLE 27500 0 0
PRIME RETAIL INC COM COMMON 741570105 38 17500 SH SOLE 17500 0 0
PROCTER & GAMBLE CO C COMMON 742718109 367 6500 SH SOLE 6000 0 500
PROLOGIS TR SH BEN IN COMMON 743410102 3398 176500 SH SOLE 176500 0 0
PS BUSINESS PKS INC C COMMON 69360J107 204 10000 SH SOLE 10000 0 0
PUBLIC STORAGE INC CO COMMON 74460D109 214 10200 SH SOLE 10200 0 0
QUESTAR CORP COMMON 748356102 6218 335000 SH OTHER 253000 0 82000
RALSTON PURINA CO COM COMMON 751277302 688 25000 SH SOLE 25000 0 0
RAYTHEON CO CL B COMMON 755111408 1553 87500 SH SOLE 75000 0 12500
RECKSON ASSOCS RLTY C COMMON 75621K304 711 34662 SH SOLE 34662 0 0
RECKSON ASSOCS RLTY C COMMON 75621K106 6459 344500 SH OTHER 287700 0 56800
RECKSON PFD A COMMON 75621K205 1846 97500 SH SOLE 97500 0 0
RELIANCE GROUP HLDGS COMMON 759464100 131 37500 SH SOLE 37500 0 0
RELIANT ENERGY INC COMMON 75952J108 2615 110992 SH OTHER 110992 0 0
REPUBLIC SVCS INC CL COMMON 760759100 766 70000 SH SOLE 60000 0 10000
REUTERS GROUP PLC-SPO COMMON 76132M102 633 5300 SH SOLE 5300 0 0
REYNOLDS METALS CO COMMON 761763101 669 10000 SH SOLE 7500 0 2500
ROCHE 0% 4/20/10 CONVERT 771196AC6 713 1250000 SH SOLE 1250000 0 0
ROCKWELL INTL CORP NE COMMON 773903109 4382 104800 SH SOLE 102300 0 2500
ROUSE CO COMMON 779273101 2958 140000 SH SOLE 140000 0 0
ROYAL DUTCH PETRO-NY COMMON 780257804 1070 18500 SH SOLE 18500 0 0
RYDER SYS INC COMMON 783549108 14917 657500 SH OTHER 532100 0 125400
S & P 500 INDEX JUN14 OPTION 6488156RT 269 125 SH SOLE 125 0 0
SABRE GROUP HLDGS INC COMMON 785905100 3168 85760 SH OTHER 72955 0 12805
SAKS INC COMMON 79377W108 9643 665000 SH OTHER 523200 0 141800
SARA LEE CORP COMMON 803111103 1620 90000 SH SOLE 85000 0 5000
SBC COMMUNICATIONS, I COMMON 78387G103 11901 282520 SH OTHER 225620 0 56900
SCHERING PLOUGH CORP COMMON 806605101 3827 103078 SH SOLE 80378 0 22700
SEARS ROEBUCK & CO COMMON 812387108 2833 92500 SH SOLE 65000 0 27500
SEMPRA ENERGY COM COMMON 816851109 8364 499372 SH OTHER 402060 0 97312
SHURGARD STORAGE CTRS COMMON 82567D104 392 15000 SH SOLE 15000 0 0
SIGMA ALDRICH CORP COMMON 826552101 470 17500 SH SOLE 12500 0 5000
SIMON PPTY GROUP INC COMMON 828806109 1492 64000 SH SOLE 64000 0 0
SL GREEN RLTY CORP CO COMMON 78440X101 1247 52500 SH SOLE 52500 0 0
SMITH CHARLES E RES R COMMON 832197107 1232 34100 SH SOLE 34100 0 0
SMITHKLINE BEECHAM PL COMMON 832378301 3964 60000 SH SOLE 50000 0 10000
SMURFIT-STONE CONTAIN COMMON 832727101 805 47500 SH SOLE 47500 0 0
SOUTHERN CO COMMON 842587107 1305 60000 SH SOLE 60000 0 0
SOUTHWEST AIRLS CO COMMON 844741108 835 40122 SH OTHER 40122 0 0
SPIEKER PPTYS INC COM COMMON 848497103 12794 287500 SH SOLE 261900 0 25600
ST JOE CO COM COMMON 790148100 10953 378500 SH OTHER 301800 0 76700
ST PAUL COS INC COMMON 792860108 316 9250 SH SOLE 9250 0 0
STANLEY WORKS COMMON 854616109 3033 115000 SH SOLE 90000 0 25000
STARWOOD FINANCIAL COMMON 85569R104 573 32500 SH SOLE 32500 0 0
STARWOOD HOTELS & RES COMMON 85590A203 6759 262500 SH SOLE 262500 0 0
STORAGE TECHNOLOGY CO COMMON 862111200 30401 1907500 SH OTHER 1613500 0 294000
SUMMIT PPTYS INC COM COMMON 866239106 15061 787500 SH OTHER 679800 0 107700
SUNTRUST BANKS INC COMMON 867914103 277 4800 SH SOLE 4800 0 0
TENET HEALTH CARE COMMON 88033G100 4255 185000 SH OTHER 133100 0 51900
TEXACO INC COMMON 881694103 15722 292500 SH OTHER 241200 0 51300
TEXAS INSTRUMENTS INC COMMON 882508104 400 2500 SH SOLE 2500 0 0
TEXAS UTILS CO COMMON 882848104 14546 489978 SH SOLE 413381 0 76597
TEXAS UTILS CO INCOME CONVERT 882848203 1183 30000 SH SOLE 25000 0 5000
THOMAS & BETTS CORP COMMON 884315102 14450 511500 SH OTHER 410400 0 101100
TIME WARNER INC COMMON 887315109 200 2000 SH SOLE 2000 0 0
TJX COS INC NEW COMMON 872540109 2496 112500 SH SOLE 95000 0 17500
TOSCO CORP COM NEW COMMON 891490302 536 17500 SH SOLE 12500 0 5000
TOYS R US COMMON 892335100 19627 1325000 SH OTHER 1124000 0 201000
TRIZEC HAHN CORP SUB COMMON 896938107 3600 240000 SH SOLE 240000 0 0
U S WEST INC NEW COM COMMON 91273H101 727 10004 SH OTHER 9504 0 500
UAL CORP COM COMMON 902549500 605 10000 SH SOLE 7500 0 2500
UNICOM CORP COM COMMON 904911104 10404 285050 SH OTHER 245850 0 39200
UNION CARBIDE CORP COMMON 905581104 262 4500 SH SOLE 4500 0 0
UNION PAC CAP TR CV P CONVERT 907824403 5101 132500 SH SOLE 130000 0 2500
UNION PAC RES GROUP I COMMON 907834105 16748 1155000 SH OTHER 961500 0 193500
UNISYS CORP COMMON 909214108 1194 46500 SH SOLE 30000 0 16500
UNITED DOMINION RLTY COMMON 910197102 6616 657500 SH SOLE 617500 0 40000
UNITED TECHNOLOGIES C COMMON 913017109 12638 200000 SH OTHER 177500 0 22500
UNOCAL CORP COMMON 915289102 28783 967500 SH OTHER 791400 0 176100
UNOCAL CORP 6.25% TRU CONVERT 91528T207 6206 144335 SH SOLE 120697 0 23638
UNUMPROVIDENT CORP COMMON 91529Y106 423 25000 SH SOLE 25000 0 0
URBAN SHOPPING CTRS I COMMON 917060105 1907 65600 SH SOLE 65600 0 0
US AIRWAYS GROUP INC COMMON 911905107 2017 72531 SH OTHER 60031 0 12500
USG CORP COMMON 903293405 1678 40000 SH OTHER 40000 0 0
USX MARATHON GROUP CO COMMON 902905827 18830 722500 SH OTHER 605500 0 117000
VORNADO RLTY TR COM COMMON 929042109 8291 247500 SH SOLE 247500 0 0
WAL MART STORES INC COMMON 931142103 14128 250050 SH OTHER 217250 0 32800
WASHINGTON MUT INC CO COMMON 939322103 23055 870000 SH OTHER 727700 0 142300
WASTE MANAGEMENT INC COMMON 94106L109 18499 1351500 SH OTHER 1119000 0 232500
WELLS FARGO NEW COMMON 949746101 7223 177260 SH OTHER 169760 0 7500
WESTFIELD AMER INC CO COMMON 959910100 780 57500 SH SOLE 57500 0 0
WEYERHAEUSER CO COMMON 962166104 3595 63075 SH OTHER 55575 0 7500
WHX CORP PFD CV SER B CONVERT 929248300 230 10000 SH SOLE 10000 0 0
WYNDHAM INTL INC CL A COMMON 983101106 797 424871 SH SOLE 424871 0 0
XEROX CORP COMMON 984121103 4095 157500 SH OTHER 135000 0 22500
3COM CORP COM 885535104 7175 128984 SH SOLE 128984 0 0
7-ELEVEN INC COM 817826100 174 46400 SH SOLE 46400 0 0
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