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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: 12/31/1999
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 December 31, 1999
-----------------------------------------------
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: 1654
Form 13F Information Table Value Total: 7450672
List of Other Included Managers:
No. 13F File Number Name
01 28-2495 Strategic Investment Management International
<PAGE>
<TABLE>
<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 3830 322500 SH OTHER 262500 0 60000
ACUSON CORP COMMON 005113105 8134 647500 SH OTHER 512500 0 135000
AETNA INC. COMMON 008117103 13337 238956 SH OTHER 197856 0 41100
AIRBORNE FREIGHT COMMON 009266107 440 20000 SH SOLE 20000 0 0
ALBERTSONS INC COMMON 013104104 10643 330000 SH OTHER 284500 0 45500
ALCAN ALUMINIUM LTD COMMON 013716105 4241 102500 SH OTHER 95000 0 7500
ALEXANDRIA REAL EST E COMMON 015271109 923 29000 SH SOLE 29000 0 0
ALLEGHENY TECHNOLOGIE COMMON 01741R102 470 20934 SH SOLE 20934 0 0
ALLSTATE COMMON 020002101 8182 340038 SH OTHER 284038 0 56000
AMCOL INTL CORP COMMON 02341W103 4660 289000 SH OTHER 260000 0 29000
AMD CONVERTIBLES 6% CONVERT 007903AC1 4548 47500 SH OTHER 40000 0 7500
AMERADA HESS CORP COMMON 023551104 7945 140000 SH OTHER 120900 0 19100
AMERICAN EXPRESS COMMON 025816109 7897 47500 SH OTHER 41800 0 5700
AMERICAN GREETINGS CO COMMON 026375105 13053 552500 SH OTHER 442500 0 110000
AMERICAN INTL GROUP COMMON 026874107 812 7506 SH SOLE 7506 0 0
AMR CORP COMMON 001765106 7698 114900 SH OTHER 100100 0 14800
AMSOUTH BANCORP COMMON 032165102 290 15000 SH SOLE 15000 0 0
ANHEUSER BUSCH COS IN COMMON 035229103 19313 272500 SH OTHER 236200 0 36300
APARTMENT INVT & MGMT COMMON 03748R101 3683 92500 SH SOLE 92500 0 0
ARDEN RLTY INC COM COMMON 039793104 1362 67900 SH SOLE 67900 0 0
AT & T CORP. COMMON 001957109 5952 117137 SH OTHER 106057 0 11080
AUTOMATIC DATA PROCES COMMON 053015103 269 5000 SH SOLE 5000 0 0
AVALONBAY CMNTYS INC COMMON 053484101 3463 100000 SH OTHER 87500 0 12500
AVNET COMMON 053807103 1664 27500 SH OTHER 17500 0 10000
BAKER HUGHES INC COMMON 057224107 2317 110000 SH OTHER 95000 0 15000
BANGKOK BANK-FOR REG FOREIGN XR6077019 202 80000 SH OTHER 30000 0 50000
BANK OF AMERICA COMMON 060505104 3980 79306 SH OTHER 74306 0 5000
BANK ONE CORP COMMON 06423A103 7362 230065 SH OTHER 200065 0 30000
BAXTER INTL INC COMMON 071813109 3046 48500 SH OTHER 37500 0 11000
BECTON DICKINSON & CO COMMON 075887109 4159 154400 SH OTHER 124000 0 30400
BEDFORD PPTY INVS INC COMMON 076446301 1488 87200 SH SOLE 87200 0 0
BELL ATLANTIC CORP COMMON 077853109 3695 60018 SH SOLE 60018 0 0
BERGEN BRUNSWIG CORP COMMON 083739102 3637 437500 SH OTHER 370000 0 67500
BEVERLY ENTERPRISES I COMMON 087851309 416 95000 SH OTHER 80000 0 15000
BLACK & DECKER CORP COMMON 091797100 4143 79300 SH OTHER 63600 0 15700
BLOCK H & R INC COMMON 093671105 35044 801000 SH OTHER 678200 0 122800
BOEING CO COMMON 097023105 1855 44758 SH OTHER 43758 0 1000
BOSTON PROPERTIES COMMON 101121101 3589 115300 SH OTHER 106800 0 8500
BRANDYWINE RLTY TR SH COMMON 105368203 14410 880000 SH OTHER 758000 0 122000
BRE PPTYS INC CL A COMMON 05564E106 751 33100 SH SOLE 33100 0 0
BRISTOL MYERS SQUIBB COMMON 110122108 790 12300 SH SOLE 12300 0 0
BROOKFIELD PPTYS CORP COMMON 112900105 467 45000 SH SOLE 45000 0 0
BRUNSWICK CORP COMMON 117043109 2136 96000 SH OTHER 91000 0 5000
BURLINGTON NORTHN SAN COMMON 12189T104 424 17500 SH SOLE 17500 0 0
BURLINGTON RESOURCES COMMON 122014103 8606 260300 SH OTHER 212000 0 48300
CABOT CORP COMMON 127055101 367 18000 SH SOLE 18000 0 0
CABOT OIL & GAS CORP COMMON 127097103 2008 125000 SH OTHER 110000 0 15000
CALGON CARBON CORP COMMON 129603106 147 25000 SH SOLE 25000 0 0
CANADIAN PAC LTD NEW COMMON 135923100 9110 422500 SH OTHER 366300 0 56200
CARRAMERICA RLTY CORP COMMON 144418100 1176 55000 SH SOLE 55000 0 0
CATELLUS DEV CORP COM COMMON 149111106 1441 112500 SH SOLE 112500 0 0
CATERPILLAR INC COMMON 149123101 1883 40000 SH OTHER 35000 0 5000
CBL & ASSOC PPTYS INC COMMON 124830100 705 34200 SH SOLE 34200 0 0
CBS CORPORATION COMMON 12490K107 758 11863 SH SOLE 11863 0 0
CHASE MANHATTAN CORPO COMMON 16161A108 33411 430070 SH OTHER 363770 0 66300
CHATEAU CMNTYS INC CO COMMON 161726104 923 35600 SH SOLE 35600 0 0
CHELSEA GCA REALTY COMMON 163262108 750 25200 SH SOLE 25200 0 0
CHEVRON CORP COMMON 166751107 217 2500 SH OTHER 2300 0 200
CIGNA CORP COMMON 125509109 604 7500 SH SOLE 7500 0 0
CINERGY CORP COMMON 172474108 1855 77500 SH SOLE 77500 0 0
CITIGROUP INC. COMMON 172967101 57781 1037591 SH OTHER 879566 0 158025
CK WITCO CORP COM COMMON 12562C108 201 15000 SH SOLE 15000 0 0
CLAYTON HOMES INC COM COMMON 184190106 2486 270625 SH OTHER 243125 0 27500
COCA COLA ENTERPRISES COMMON 191219104 3119 155000 SH OTHER 150000 0 5000
COLONIAL PPTYS TR COM COMMON 195872106 2347 101200 SH SOLE 101200 0 0
COLUMBIA/HCA HEALTHCA COMMON 197677107 440 15000 SH OTHER 10000 0 5000
COMPAQ COMPUTER CORP COMMON 204493100 21588 797698 SH OTHER 667898 0 129800
COMPUTER SCIENCES COR COMMON 205363104 6860 72500 SH OTHER 57500 0 15000
CONAGRA INC COMMON 205887102 8848 390000 SH OTHER 334000 0 56000
CONOCO INC CL A COMMON 208251306 2599 105000 SH OTHER 102500 0 2500
CONOCO INC CL B COMMON 208251405 19340 777500 SH OTHER 643000 0 134500
COORS ADOLPH COMPANY COMMON 217016104 419 7975 SH SOLE 7975 0 0
CORDIANT COMM GROUP S COMMON 218514206 898 40000 SH SOLE 40000 0 0
CORNERSTONE PPTYS INC COMMON 21922H103 1024 70000 SH SOLE 70000 0 0
CORNERSTONE RLTY INCO COMMON 21922V102 988 101300 SH SOLE 101300 0 0
CORNING INC COMMON 219350105 7414 57500 SH OTHER 51700 0 5800
COSTCO WHOLESALE CORP COMMON 22160K105 411 9000 SH SOLE 9000 0 0
COX COMMUNICATIONS IN COMMON 224044107 618 12000 SH OTHER 11000 0 1000
CRESCENT R E EQUITIES COMMON 225756105 9509 517500 SH SOLE 517500 0 0
CRESCENT R E EQUITIES CONVERT 225756204 681 45000 SH SOLE 45000 0 0
CRESTLINE CAP CORP CO COMMON 226153104 877 42500 SH SOLE 42500 0 0
CUMMINS ENGINE INC COMMON 231021106 362 7500 SH OTHER 5500 0 2000
CVS CORPORATION COMMON 126650100 8872 222500 SH OTHER 182500 0 40000
DELPHI AUTOMOTIVE SYS COMMON 247126105 2002 127116 SH OTHER 107165 0 19951
DELTA AIRLINES INC COMMON 247361108 5181 104000 SH OTHER 86000 0 18000
DEVELOPERS DIVERSIFIE COMMON 251591103 1577 122500 SH SOLE 122500 0 0
DISNEY WALT PRODTNS COMMON 254687106 307 10500 SH SOLE 10500 0 0
DONNELLEY R R & SONS COMMON 257867101 26735 1077500 SH OTHER 896500 0 181000
DPL INC COMMON 233293109 1039 60000 SH SOLE 60000 0 0
DU PONT E I DE NEMOUR COMMON 263534109 2503 38000 SH SOLE 38000 0 0
DUKE PWR CO COMMON 264399106 5139 102516 SH OTHER 91494 0 11022
DUKE-WEEKS RLTY CORP COMMON 264411505 7732 396500 SH OTHER 393700 0 2800
EASTGROUP PPTYS INC C COMMON 277276101 1314 71000 SH SOLE 71000 0 0
EASTMAN KODAK COMMON 277461109 29150 440000 SH OTHER 374100 0 65900
EL PASO ENERGY CORP D COMMON 283905107 3978 102500 SH OTHER 87500 0 15000
ELAN PLC ADR COMMON 284131208 738 25000 SH SOLE 25000 0 0
ELECTRONIC DATA SYS C COMMON 285661104 6861 102500 SH OTHER 86600 0 15900
EMERSON ELEC CO COMMON 291011104 1434 25000 SH SOLE 25000 0 0
ENGELHARD CORP COMMON 292845104 9909 525000 SH OTHER 415500 0 109500
EOG RESOURCES INC. COMMON 26875P101 3995 227500 SH OTHER 187500 0 40000
EQUITY OFFICE PROPERT COMMON 294741103 32062 1302000 SH OTHER 1158500 0 143500
EQUITY RESIDENTIAL PP COMMON 29476L107 29489 690800 SH OTHER 612400 0 78400
EXXON CORPORATION COMMON 30231G102 3919 48641 SH SOLE 48641 0 0
FDX CORPORATION COMMON 31304N107 4298 105000 SH OTHER 97500 0 7500
FEDERAL MOGUL CORP COMMON 313549107 805 40000 SH OTHER 10000 0 30000
FEDERAL RLTY INVT TR COMMON 313747206 198 10500 SH SOLE 10500 0 0
FEDERATED DEPARTMENT COMMON 31410H101 27000 534000 SH OTHER 452600 0 81400
FELCOR LODGING TR INC COMMON 31430F101 2065 118000 SH SOLE 118000 0 0
FIRST CENT FINL CORP CONVERT 318908AA8 11 220000 SH SOLE 220000 0 0
FIRST INDL RLTY TR IN COMMON 32054K103 3070 111900 SH SOLE 111900 0 0
FIRST UNION CORP COMMON 337358105 5352 162500 SH OTHER 137500 0 25000
FIRSTENERGY CORP COM COMMON 337932107 284 12500 SH SOLE 12500 0 0
FMC CORP NEW COMMON 302491303 7789 135900 SH OTHER 120900 0 15000
FORD MOTOR COMMON 345370100 1973 37000 SH SOLE 37000 0 0
FORT JAMES CORPORATIO COMMON 347471104 7489 273586 SH OTHER 259486 0 14100
FREEPORT MCMORAN COPP CONVERT 35671D600 2694 136400 SH OTHER 123900 0 12500
FRESH DEL MONTE PRODU COMMON G36738105 1170 130000 SH OTHER 107500 0 22500
GABLES RESIDENTIAL TR COMMON 362418105 881 36700 SH SOLE 36700 0 0
GENERAL ELECTRIC COMMON 369604103 16636 107500 SH OTHER 97300 0 10200
GENERAL GROWTH PPTYS COMMON 370021107 2030 72500 SH SOLE 72500 0 0
GENERAL MTRS CORP COMMON 370442105 12066 166000 SH OTHER 134500 0 31500
GLAXO PLC SPONSORED A COMMON 37733W105 1710 30601 SH SOLE 30601 0 0
GLENBOROUGH RLTY TR I COMMON 37803P105 1705 127500 SH SOLE 127500 0 0
GMO JAPAN FD CL III MUTUAL 362007486 419 50000 SH SOLE 50000 0 0
GMO REIT FD CL III MUTUAL 362007627 2325 274125 SH SOLE 274125 0 0
GMO TR EM CTY DEBT II MUTUAL 362007270 1112 139140 SH SOLE 139140 0 0
GTE CORP COMMON 362320103 35676 505600 SH OTHER 427000 0 78600
GTECH HLDGS CORP COM COMMON 400518106 715 32500 SH OTHER 22500 0 10000
GULF CDA RES LTD ORD COMMON 40218L305 6370 1887500 SH OTHER 1526000 0 361500
HALLIBURTON CO COMMON 406216101 302 7500 SH SOLE 7500 0 0
HASBRO BRADLEY INC COMMON 418056107 663 35000 SH SOLE 35000 0 0
HERCULES INC COMMON 427056106 1444 51800 SH OTHER 46600 0 5200
HEWLETT PACKARD COMMON 428236103 910 8000 SH SOLE 8000 0 0
HIGHWOODS PROPERTIES COMMON 431284108 6969 295000 SH OTHER 294400 0 600
HILTON HOTEL CORP COMMON 432848109 1482 155000 SH OTHER 132500 0 22500
HONEYWELL INTERNATION COMMON 438516106 1586 27500 SH OTHER 25000 0 2500
HOSPITALITY PPTYS TR COMMON 44106M102 808 42400 SH SOLE 42400 0 0
HOST MARRIOTT CORP NE COMMON 44107P104 4826 585000 SH SOLE 585000 0 0
IMC GLOBAL INC COMMON 449669100 328 20000 SH SOLE 20000 0 0
INCO LTD COMMON 453258402 294 12500 SH SOLE 12500 0 0
INFORMATION RES INC COMMON 456905108 8357 903500 SH OTHER 740500 0 163000
INGERSOLL RAND CO COMMON 456866102 6745 122500 SH OTHER 120000 0 2500
INTEL CORP COMMON 458140100 8643 105000 SH OTHER 100000 0 5000
INTERMET CORP COMMON 45881K104 3517 302500 SH OTHER 252500 0 50000
INTERNATIONAL BUSINES COMMON 459200101 34466 319500 SH OTHER 268200 0 51300
INTERNATIONAL PAPER C COMMON 460146103 18907 335000 SH OTHER 288300 0 46700
INTL RECTIFIER CORP COMMON 460254105 11261 433100 SH OTHER 359600 0 73500
JDN RLTY CORP COM COMMON 465917102 978 60650 SH SOLE 60650 0 0
JOHNSON & JOHNSON COMMON 478160104 3310 35500 SH OTHER 32000 0 3500
JP RLTY INC COM COMMON 46624A106 24641 1577000 SH OTHER 1346500 0 230500
KERR-MCGEE CORP COMMON 492386107 2697 43500 SH OTHER 33500 0 10000
KILROY RLTY CORP COM COMMON 49427F108 1533 68500 SH SOLE 68500 0 0
KIMBERLY CLARK COMMON 494368103 70247 1073500 SH OTHER 898000 0 175500
KINDER MORGAN INC KAN COMMON 49455P101 3028 150000 SH OTHER 125000 0 25000
KLM ROYAL DUTCH AIRLI COMMON 482516309 1029 41250 SH OTHER 36250 0 5000
KOGER EQUITY INC COM COMMON 500228101 1272 75400 SH SOLE 75400 0 0
KROGER CO COMMON 501044101 915 48500 SH SOLE 48500 0 0
LASMO ADR FOREIGN 501730204 1406 225000 SH OTHER 194500 0 30500
LIBERTY PPTY TR SH BE COMMON 531172104 5631 227500 SH SOLE 227500 0 0
LILLY ELI & CO COMMON 532457108 10973 165000 SH OTHER 135000 0 30000
LOCKHEED MARTIN CORP COMMON 539830109 8367 382500 SH OTHER 309500 0 73000
LOEWS CORP COMMON 540424108 303 5000 SH SOLE 5000 0 0
MACERICH CO COM COMMON 554382101 1730 83100 SH SOLE 83100 0 0
MACK CALI RLTY CORP C COMMON 554489104 22729 872100 SH OTHER 775600 0 96500
MANPOWER INC COM COMMON 56418H100 9877 262500 SH OTHER 219000 0 43500
MASCOTECH INC COM COMMON 574670105 3235 255000 SH OTHER 210000 0 45000
MATTEL INC COMMON 577081102 492 37500 SH SOLE 37500 0 0
MAXTOR CORP COM NEW COMMON 577729205 435 60000 SH OTHER 40000 0 20000
MAYTAG CO COMMON 578592107 571 11900 SH SOLE 11900 0 0
MCDERMOTT INTERNATION COMMON 580037109 453 50000 SH SOLE 50000 0 0
MCKESSON HBOC INC COM COMMON 58155Q103 6131 272500 SH OTHER 236500 0 36000
MEDIAONE GROUP INC CO COMMON 58440J104 18431 239951 SH OTHER 211951 0 28000
MEDITRUST PAIRED CTF COMMON 58501T306 330 60000 SH SOLE 60000 0 0
MELLON FINL CORP COMMON 58551A108 208 6100 SH SOLE 6100 0 0
MERCK & CO COMMON 589331107 699 10400 SH SOLE 10400 0 0
MID-AMER APT CMNTYS I COMMON 59522J103 566 25000 SH SOLE 25000 0 0
MILACRON, INC. COMMON 598709103 1999 130000 SH OTHER 115000 0 15000
MILLS CORP COM COMMON 601148109 1636 91500 SH SOLE 91500 0 0
MINNESOTA MNG & MFG C COMMON 604059105 783 8000 SH SOLE 8000 0 0
MITCHELL ENERGY & DEV COMMON 606592202 827 37500 SH OTHER 36500 0 1000
MITCHELL ENERGY & DEV COMMON 606592301 5552 257500 SH OTHER 217500 0 40000
MODIS PROFESSIONAL SE COMMON 607830106 17421 1222500 SH OTHER 1004500 0 218000
MYLAN LABS INC COMMON 628530107 1247 49500 SH OTHER 48500 0 1000
NABISCO GROUP HOLDING COMMON 62952P102 1169 110000 SH OTHER 105000 0 5000
NATIONWIDE FINANCIAL COMMON 638612101 1257 45000 SH OTHER 37500 0 7500
NCR CORP NEW COM COMMON 62886E108 379 10000 SH OTHER 2500 0 7500
NESTLES ADR FOREIGN 641069406 21561 235000 SH OTHER 197500 0 37500
NEW PLAN EXCEL RLTY T COMMON 648053106 1510 95480 SH SOLE 95480 0 0
NEW YORK TIMES CO CLA COMMON 650111107 540 11000 SH SOLE 11000 0 0
NIAGARA MOHAWK HOLIDN COMMON 653520106 7554 542000 SH OTHER 459500 0 82500
OCCIDENTAL PETE CORP COMMON 674599105 18574 858900 SH OTHER 717500 0 141400
OWENS CORNING COMMON 69073F103 17236 892500 SH OTHER 750000 0 142500
OWENS & MINOR INC NEW COMMON 690732102 1359 152000 SH OTHER 137000 0 15000
PACTIV CORP COM COMMON 695257105 2550 240000 SH OTHER 214500 0 25500
PALL CORP COMMON 696429307 8841 410000 SH OTHER 348500 0 61500
PARAMETRIC TECHNOLOGY COMMON 699173100 10013 370000 SH OTHER 323500 0 46500
PARKWAY PPTYS INC SHS COMMON 70159Q104 2066 71700 SH SOLE 71700 0 0
PEPSI BOTTLING GROUP COMMON 713409100 29274 1767500 SH OTHER 1454100 0 313400
PEPSICO INC COMMON 713448108 2561 72660 SH OTHER 47660 0 25000
PG&E CORP COM COMMON 69331C108 718 35000 SH SOLE 35000 0 0
PITNEY BOWES INC COMMON 724479100 1812 37500 SH OTHER 35000 0 2500
PLACER DOME INC COMMON 725906101 215 20000 SH SOLE 20000 0 0
PNC FINANCIAL CORP COMMON 693475105 1179 26500 SH SOLE 26500 0 0
PPG INDS INC COMMON 693506107 2190 35000 SH OTHER 32500 0 2500
PRENTISS PPTYS TR SH COMMON 740706106 2779 130000 SH SOLE 130000 0 0
PRIME GROUP RLTY TR S COMMON 74158J103 633 41700 SH SOLE 41700 0 0
PRIME RETAIL INC COM COMMON 741570105 127 22500 SH SOLE 22500 0 0
PROLOGIS TR SH BEN IN COMMON 743410102 3498 181730 SH SOLE 181730 0 0
PS BUSINESS PKS INC C COMMON 69360J107 228 10000 SH SOLE 10000 0 0
PUBLIC STORAGE INC CO COMMON 74460D109 231 10200 SH SOLE 10200 0 0
QUESTAR CORP COMMON 748356102 5673 378200 SH OTHER 286200 0 92000
RALSTON PURINA CO COM COMMON 751277302 348 12500 SH SOLE 12500 0 0
RAYTHEON CO CL B COMMON 755111408 1554 58500 SH OTHER 53500 0 5000
RECKSON ASSOCS RLTY C COMMON 75621K304 815 35808 SH SOLE 35808 0 0
RECKSON ASSOCS RLTY C COMMON 75621K106 7329 357500 SH OTHER 300700 0 56800
RECKSON PFD A COMMON 75621K205 2087 105000 SH SOLE 105000 0 0
RELIANCE GROUP HLDGS COMMON 759464100 2123 320500 SH OTHER 288000 0 32500
RELIANT ENERGY INC COMMON 75952J108 2825 123492 SH SOLE 123492 0 0
REPUBLIC SVCS INC CL COMMON 760759100 3349 235000 SH OTHER 160000 0 75000
REUTERS GROUP PLC-SPO COMMON 76132M102 457 5650 SH SOLE 5650 0 0
REYNOLDS METALS CO COMMON 761763101 1456 19000 SH OTHER 16500 0 2500
ROCHE 0% 4/20/10 CONVERT 771196AC6 769 1250000 SH SOLE 1250000 0 0
ROCKWELL INTL CORP NE COMMON 773903109 929 19400 SH SOLE 19400 0 0
ROUSE CO COMMON 779273101 3077 144800 SH SOLE 144800 0 0
ROYAL DUTCH PETRO-NY COMMON 780257804 1120 18500 SH SOLE 18500 0 0
RYDER SYS INC COMMON 783549108 20955 857500 SH OTHER 706600 0 150900
S & P 500 INDEX JUN14 OPTION 6488156RT 613 125 SH SOLE 125 0 0
SAFEWAY INC COM NEW COMMON 786514208 6256 175000 SH OTHER 157500 0 17500
SAKS INC COMMON 79377W108 12061 775000 SH OTHER 642200 0 132800
SARA LEE CORP COMMON 803111103 1710 77500 SH OTHER 72500 0 5000
SBC COMMUNICATIONS, I COMMON 78387G103 6368 130620 SH OTHER 115620 0 15000
SCOTTISH PWR PLC ADR COMMON 81013T705 244 8700 SH OTHER 2900 0 5800
SEARS ROEBUCK & CO COMMON 812387108 5316 175000 SH OTHER 135000 0 40000
SEMPRA ENERGY COM COMMON 816851109 13813 795000 SH OTHER 655000 0 140000
SHURGARD STORAGE CTRS COMMON 82567D104 406 17500 SH SOLE 17500 0 0
SIMON PPTY GROUP INC COMMON 828806109 1869 81500 SH SOLE 81500 0 0
SL GREEN RLTY CORP CO COMMON 78440X101 1142 52500 SH SOLE 52500 0 0
SMITH CHARLES E RES R COMMON 832197107 1206 34100 SH SOLE 34100 0 0
SMITHKLINE BEECHAM PL COMMON 832378301 4809 75000 SH OTHER 65000 0 10000
SNYDER COMMUNICATIONS COMMON 832914105 385 20000 SH SOLE 20000 0 0
SOLUTIA INC COM COMMON 834376105 386 25000 SH SOLE 25000 0 0
SOUTHERN CO COMMON 842587107 1821 77500 SH SOLE 77500 0 0
SOUTHWEST AIRLS CO COMMON 844741108 647 40122 SH SOLE 40122 0 0
SPIEKER PPTYS INC COM COMMON 848497103 12688 348200 SH OTHER 317000 0 31200
ST JOE CO COM COMMON 790148100 8023 330000 SH OTHER 257800 0 72200
ST PAUL COS INC COMMON 792860108 312 9250 SH SOLE 9250 0 0
STANLEY WORKS COMMON 854616109 5197 172500 SH OTHER 147500 0 25000
STARWOOD FINANCIAL COMMON 85569R104 776 46000 SH SOLE 46000 0 0
STARWOOD HOTELS & RES COMMON 85590A203 7873 335000 SH SOLE 335000 0 0
STORAGE TECHNOLOGY CO COMMON 862111200 39917 2165000 SH OTHER 1857000 0 308000
SUMMIT PPTYS INC COM COMMON 866239106 16311 912500 SH OTHER 804800 0 107700
SUNTRUST BANKS INC COMMON 867914103 330 4800 SH SOLE 4800 0 0
TENET HEALTH CARE COMMON 88033G100 3325 141500 SH OTHER 95000 0 46500
TENNECO AUTOMOTIVE IN COMMON 880349105 254 27299 SH OTHER 24199 0 3100
TEXACO INC COMMON 881694103 2498 46000 SH OTHER 45000 0 1000
TEXAS UTILS CO COMMON 882848104 19363 544478 SH OTHER 465381 0 79097
TEXAS UTILS CO INCOME CONVERT 882848203 1309 30000 SH OTHER 25000 0 5000
THOMAS & BETTS CORP COMMON 884315102 17079 535800 SH OTHER 437200 0 98600
TIME WARNER INC COMMON 887315109 362 5000 SH SOLE 5000 0 0
TJX COS INC NEW COMMON 872540109 664 32500 SH OTHER 22500 0 10000
TOYS R US COMMON 892335100 19358 1352500 SH OTHER 1151500 0 201000
TRANSCANADA PIPELINES COMMON 893526103 634 72500 SH OTHER 45000 0 27500
TRITON ENERGY LTD CL COMMON G90751101 299 14500 SH OTHER 4500 0 10000
TRIZEC HAHN CORP SUB COMMON 896938107 3797 225000 SH SOLE 225000 0 0
TYCO INTL LTD NEW COM COMMON 902124106 1658 42500 SH OTHER 37500 0 5000
U S WEST INC NEW COM COMMON 91273H101 8280 115005 SH OTHER 99505 0 15500
UAL CORP COM COMMON 902549500 776 10000 SH OTHER 7500 0 2500
UNICOM CORP COM COMMON 904911104 13395 399850 SH OTHER 348050 0 51800
UNION CARBIDE CORP COMMON 905581104 300 4500 SH SOLE 4500 0 0
UNION PAC CAP TR CV P CONVERT 907824403 5168 132500 SH OTHER 130000 0 2500
UNION PAC RES GROUP I COMMON 907834105 15459 1212500 SH OTHER 1028500 0 184000
UNITED DOMINION RLTY COMMON 910197102 7579 767500 SH OTHER 727500 0 40000
UNITED TECHNOLOGIES C COMMON 913017109 13975 215000 SH OTHER 191000 0 24000
UNOCAL CORP COMMON 915289102 20054 597500 SH OTHER 481800 0 115700
UNOCAL CORP 6.25% TRU CONVERT 91528T207 7036 144335 SH OTHER 120697 0 23638
URBAN SHOPPING CTRS I COMMON 917060105 1853 68300 SH SOLE 68300 0 0
US AIRWAYS GROUP INC COMMON 911905107 2390 74531 SH OTHER 62031 0 12500
USEC INC COM COMMON 90333E108 963 137500 SH SOLE 137500 0 0
USG CORP COMMON 903293405 1885 40000 SH SOLE 40000 0 0
USX MARATHON GROUP CO COMMON 902905827 16355 662500 SH OTHER 563500 0 99000
USX US STEEL GROUP CO COMMON 90337T101 990 30000 SH OTHER 25000 0 5000
VALERO ENERGY COM COMMON 91913Y100 388 19500 SH OTHER 12500 0 7000
VORNADO RLTY TR COM COMMON 929042109 8288 255000 SH SOLE 255000 0 0
WAL MART STORES INC COMMON 931142103 21087 305050 SH OTHER 268050 0 37000
WALDEN RESIDENTIAL PP COMMON 931210108 4055 187500 SH OTHER 172500 0 15000
WALDEN RESIDENTIAL PP PREFERR 931210603 1274 84251 SH SOLE 84251 0 0
WALDEN SERIES B WARRA WARRANT 999999999 0 280837 SH SOLE 280837 0 0
WASHINGTON MUT INC CO COMMON 939322103 24969 965000 SH OTHER 802900 0 162100
WASTE MANAGEMENT INC COMMON 94106L109 29133 1695000 SH OTHER 1440500 0 254500
WELLS FARGO NEW COMMON 949746101 8397 207660 SH OTHER 200160 0 7500
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