UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: 09/30/00
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: Back Bay Advisors, L.P.
Address: 399 Boylston Street, 9th Floor
Boston, MA 02116
Form 13F File Number: 28-2619
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: Michael Gaffney
Title: President and CEO
Phone: 617-578-1772
Signature, Place and Date of Signing:
Michael Gaffney Boston, Massachussetts 11/06/00
[Signature] [City, State] [Date]
Report Type (check only one.):
[x] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 3,188 thousand
Form 13F Information Table Value Total: $150,335 thousand
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.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28-5952 MetLife New England Holdings, Inc.
2 28-3714 Metropolitan Life Insurance Company
3 28-5788 New England Funds Management, L.P.
4 28-6808 Nvest Companies, L.P.
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Port Issuer Class Cusip Market Val Shares Inv Dis Mgr Vote Auth
ZENMAN AMR CORP DEL COMMON 001765106 42493.75 1300.00 B 1,2 1300.00
ZENMAN AT + T CORP COMMON 001957109 2179360.61 74191.00 B 1,2 74191.00
ZENMAN ABBOTT LABS COMMON 002824100 627825.00 13200.00 B 1,2 13200.00
ZENMAN ADAPTEC INC COMMON 00651F108 18000.00 900.00 B 1,2 900.00
ZENMAN ADVANCED MICRO COMMON 007903107 61425.00 2600.00 B 1,2 2600.00
ZENMAN AETNA INC COMMON 008117103 69675.00 1200.00 B 1,2 1200.00
ZENMAN AGILENT TECHNOL COMMON 00846U101 391255.31 7995.00 B 1,2 7995.00
ZENMAN ALBERTO CULVER COMMON 013068101 14406.25 500.00 B 1,2 500.00
ZENMAN ALBERTSONS INC COMMON 013104104 399000.00 19000.00 B 1,2 19000.00
ZENMAN ALCAN ALUM LTD COMMON 013716105 54981.25 1900.00 B 1,2 1900.00
ZENMAN ALCOA INC COMMON 013817101 329062.50 13000.00 B 1,2 13000.00
ZENMAN ALLSTATE CORP COMMON 020002101 218925.00 6300.00 B 1,2 6300.00
ZENMAN ALLTEL CORP COMMON 020039103 140906.25 2700.00 B 1,2 2700.00
ZENMAN AMERICA ONLINE COMMON 02364J104 1042750.00 19400.00 B 1,2 19400.00
ZENMAN AMERICAN EXPRES COMMON 025816109 874800.00 14400.00 B 1,2 14400.00
ZENMAN AMERICAN GEN CO COMMON 026351106 1123200.00 14400.00 B 1,2 14400.00
ZENMAN AMERICAN GREETI COMMON 026375105 8750.00 500.00 B 1,2 500.00
ZENMAN AMERICAN HOME P COMMON 026609107 1538500.00 27200.00 B 1,2 27200.00
ZENMAN AMERICAN INTL G COMMON 026874107 1835860.36 19186.00 B 1,2 19186.00
ZENMAN AMERICAN PWR CO COMMON 029066107 30700.00 1600.00 B 1,2 1600.00
ZENMAN AMGEN INC COMMON 031162100 642418.75 9200.00 B 1,2 9200.00
ZENMAN ANALOG DEVICES COMMON 032654105 635731.25 7700.00 B 1,2 7700.00
ZENMAN ANDREW CORP COMMON 034425108 18331.25 700.00 B 1,2 700.00
ZENMAN ANHEUSER BUSCH COMMON 035229103 880100.00 20800.00 B 1,2 20800.00
ZENMAN APPLE COMPUTER COMMON 037833100 72100.00 2800.00 B 1,2 2800.00
ZENMAN APPLIED MATERIA COMMON 038222105 373668.75 6300.00 B 1,2 6300.00
ZENMAN ARCHER DANIELS COMMON 039483102 46186.87 5355.00 B 1,2 5355.00
ZENMAN ASHLAND INC COMMON 044204105 20212.50 600.00 B 1,2 600.00
ZENMAN ASSOCIATES FIRS COMMON 046008108 235600.00 6200.00 B 1,2 6200.00
ZENMAN AUTODESK INCORP COMMON 052769106 12687.50 500.00 B 1,2 500.00
ZENMAN AUTOMATIC DATA COMMON 053015103 862687.50 12900.00 B 1,2 12900.00
ZENMAN AUTOZONE INC COMMON 053332102 24956.25 1100.00 B 1,2 1100.00
ZENMAN AVERY DENNISON COMMON 053611109 46375.00 1000.00 B 1,2 1000.00
ZENMAN BMC SOFTWARE IN COMMON 055921100 40162.50 2100.00 B 1,2 2100.00
ZENMAN BALL CORP COMMON 058498106 9506.25 300.00 B 1,2 300.00
ZENMAN BANK AMER CORP COMMON 060505104 1476398.86 28189.00 B 1,2 28189.00
ZENMAN BANK NEW YORK I COMMON 064057102 846543.75 15100.00 B 1,2 15100.00
ZENMAN BARD C R INC COMMON 067383109 16900.00 400.00 B 1,2 400.00
ZENMAN BARRICK GOLD CO COMMON 067901108 51850.00 3400.00 B 1,2 3400.00
ZENMAN BEAR STEARNS CO COMMON 073902108 56700.00 900.00 B 1,2 900.00
ZENMAN BECTON DICKINSO COMMON 075887109 55518.75 2100.00 B 1,2 2100.00
ZENMAN BELLSOUTH CORP COMMON 079860102 756700.00 18800.00 B 1,2 18800.00
ZENMAN BLOCK H + R INC COMMON 093671105 370625.00 10000.00 B 1,2 10000.00
ZENMAN BOEING CO COMMON 097023105 710388.00 11276.00 B 1,2 11276.00
ZENMAN BOISE CASCADE C COMMON 097383103 13281.25 500.00 B 1,2 500.00
ZENMAN BOSTON SCIENTIF COMMON 101137107 57531.25 3500.00 B 1,2 3500.00
ZENMAN BRIGGS + STRATT COMMON 109043109 7562.50 200.00 B 1,2 200.00
ZENMAN BRISTOL MYERS S COMMON 110122108 2378685.00 41640.00 B 1,2 41640.00
ZENMAN BROADCOM CORP COMMON 111320107 511875.00 2100.00 B 1,2 2100.00
ZENMAN BROWN FORMAN CO COMMON 115637209 32850.00 600.00 B 1,2 600.00
ZENMAN BURLINGTON NORT COMMON 12189T104 291093.75 13500.00 B 1,2 13500.00
ZENMAN CIGNA CORP COMMON 125509109 845640.00 8100.00 B 1,2 8100.00
ZENMAN CIT GROUP INC COMMON 125577106 38500.00 2200.00 B 1,2 2200.00
ZENMAN CVS CORP COMMON 126650100 152831.25 3300.00 B 1,2 3300.00
ZENMAN CABLETRON SYSTE COMMON 126920107 47000.00 1600.00 B 1,2 1600.00
ZENMAN CAMPBELL SOUP C COMMON 134429109 93150.00 3600.00 B 1,2 3600.00
ZENMAN CARNIVAL CORP COMMON 143658102 460487.50 18700.00 B 1,2 18700.00
ZENMAN CATERPILLAR INC COMMON 149123101 475875.00 14100.00 B 1,2 14100.00
ZENMAN CENTEX CORP COMMON 152312104 16062.50 500.00 B 1,2 500.00
ZENMAN CERIDIAN CORP COMMON 15677T106 33675.00 1200.00 B 1,2 1200.00
ZENMAN CHARTER ONE FIN COMMON 160903100 46068.75 1890.00 B 1,2 1890.00
ZENMAN CHASE MANHATTAN COMMON 16161A108 623531.25 13500.00 B 1,2 13500.00
ZENMAN CHEVRON CORP COMMON 166751107 468875.00 5500.00 B 1,2 5500.00
ZENMAN CINERGY CORP COMMON 172474108 46287.50 1400.00 B 1,2 1400.00
ZENMAN CIRCUIT CITY ST COMMON 172737108 39100.00 1700.00 B 1,2 1700.00
ZENMAN CISCO SYS INC COMMON 17275R102 3116100.00 56400.00 B 1,2 56400.00
ZENMAN CITIGROUP INC COMMON 172967101 1929382.50 35688.00 B 1,2 35688.00
ZENMAN COCA COLA CO COMMON 191216100 1444275.00 26200.00 B 1,2 26200.00
ZENMAN COMCAST CORP COMMON 200300200 912906.25 22300.00 B 1,2 22300.00
ZENMAN COMPUTER ASSOC COMMON 204912109 125937.50 5000.00 B 1,2 5000.00
ZENMAN COMPUWARE CORP COMMON 205638109 25962.50 3100.00 B 1,2 3100.00
ZENMAN CONAGRA INC COMMON 205887102 84262.50 4200.00 B 1,2 4200.00
ZENMAN CONSECO INC COMMON 208464107 21350.00 2800.00 B 1,2 2800.00
ZENMAN CONSOLIDATED ED COMMON 209115104 460687.50 13500.00 B 1,2 13500.00
ZENMAN CONSOLIDATED ST COMMON 210149100 12150.00 900.00 B 1,2 900.00
ZENMAN COOPER INDS INC COMMON 216669101 28200.00 800.00 B 1,2 800.00
ZENMAN COOPER TIRE + R COMMON 216831107 6037.50 600.00 B 1,2 600.00
ZENMAN COORS ADOLPH CO COMMON 217016104 18956.25 300.00 B 1,2 300.00
ZENMAN CORNING INC COMMON 219350105 653400.00 2200.00 B 1,2 2200.00
ZENMAN COUNTRYWIDE CR COMMON 222372104 37750.00 1000.00 B 1,2 1000.00
ZENMAN CRANE CO COMMON 224399105 11437.50 500.00 B 1,2 500.00
ZENMAN DTE ENERGY CO COMMON 233331107 45900.00 1200.00 B 1,2 1200.00
ZENMAN DARDEN RESTAURA COMMON 237194105 22893.75 1100.00 B 1,2 1100.00
ZENMAN DEERE + CO COMMON 244199105 66500.00 2000.00 B 1,2 2000.00
ZENMAN DELL COMPUTER C COMMON 247025109 955187.50 31000.00 B 1,2 31000.00
ZENMAN DELPHI AUTOMOTI COMMON 247126105 73991.50 4892.00 B 1,2 4892.00
ZENMAN DELTA AIR LINES COMMON 247361108 44375.00 1000.00 B 1,2 1000.00
ZENMAN DELUXE CORP COMMON 248019101 12187.50 600.00 B 1,2 600.00
ZENMAN DILLARDS INC COMMON 254067101 8500.00 800.00 B 1,2 800.00
ZENMAN DISNEY WALT CO COMMON 254687106 834041.25 21805.00 B 1,2 21805.00
ZENMAN DONNELLEY R R + COMMON 257867101 24562.50 1000.00 B 1,2 1000.00
ZENMAN DOVER CORP COMMON 260003108 79793.75 1700.00 B 1,2 1700.00
ZENMAN DOW CHEM CO COMMON 260543103 144637.50 5800.00 B 1,2 5800.00
ZENMAN DOW JONES + CO COMMON 260561105 48400.00 800.00 B 1,2 800.00
ZENMAN DU PONT E I DE COMMON 263534109 625706.25 15100.00 B 1,2 15100.00
ZENMAN DUKE ENERGY CO COMMON 264399106 728875.00 8500.00 B 1,2 8500.00
ZENMAN E M C CORP MASS COMMON 268648102 2101450.00 21200.00 B 1,2 21200.00
ZENMAN EASTERN ENTERPR COMMON 27637F100 12762.50 200.00 B 1,2 200.00
ZENMAN EASTMAN KODAK C COMMON 277461109 253425.00 6200.00 B 1,2 6200.00
ZENMAN EDISON INTL COMMON 281020107 370800.00 19200.00 B 1,2 19200.00
ZENMAN EMERSON ELEC CO COMMON 291011104 857600.00 12800.00 B 1,2 12800.00
ZENMAN ENGELHARD CORP COMMON 292845104 17875.00 1100.00 B 1,2 1100.00
ZENMAN ENRON CORP COMMON 293561106 587087.50 6700.00 B 1,2 6700.00
ZENMAN EQUIFAX INC COMMON 294429105 32325.00 1200.00 B 1,2 1200.00
ZENMAN EXXON MOBIL COR COMMON 30231G102 2536230.11 28457.00 B 1,2 28457.00
ZENMAN FMC CORP COMMON 302491303 20118.75 300.00 B 1,2 300.00
ZENMAN FEDERAL HOME LN COMMON 313400301 805531.25 14900.00 B 1,2 14900.00
ZENMAN FEDERAL NATL MT COMMON 313586109 1401400.00 19600.00 B 1,2 19600.00
ZENMAN FEDERATED DEPT COMMON 31410H101 47025.00 1800.00 B 1,2 1800.00
ZENMAN FEDEX CORP COMMON 31428X106 461136.00 10400.00 B 1,2 10400.00
ZENMAN FIRST DATA CORP COMMON 319963104 136718.75 3500.00 B 1,2 3500.00
ZENMAN FIRST UN CORP COMMON 337358105 337968.75 10500.00 B 1,2 10500.00
ZENMAN FIRSTENERGY COR COMMON 337932107 53875.00 2000.00 B 1,2 2000.00
ZENMAN FLEETBOSTON FIN COMMON 339030108 487500.00 12500.00 B 1,2 12500.00
ZENMAN FLUOR CORP COMMON 343861100 18000.00 600.00 B 1,2 600.00
ZENMAN FORD MTR CO DEL COMMON 345370860 830250.00 32800.00 B 1,2 32800.00
ZENMAN FORTUNE BRANDS COMMON 349631101 34450.00 1300.00 B 1,2 1300.00
ZENMAN GPU INC COMMON 36225X100 32437.50 1000.00 B 1,2 1000.00
ZENMAN GANNETT INC COMMON 364730101 121900.00 2300.00 B 1,2 2300.00
ZENMAN GAP INC COMMON 364760108 388412.50 19300.00 B 1,2 19300.00
ZENMAN GENERAL DYNAMIC COMMON 369550108 106781.25 1700.00 B 1,2 1700.00
ZENMAN GENERAL ELEC CO COMMON 369604103 4684225.00 81200.00 B 1,2 81200.00
ZENMAN GENERAL MLS INC COMMON 370334104 88750.00 2500.00 B 1,2 2500.00
ZENMAN GENERAL MTRS CO COMMON 370442105 455000.00 7000.00 B 1,2 7000.00
ZENMAN GEORGIA PAC COR COMMON 373298108 204450.00 8700.00 B 1,2 8700.00
ZENMAN GILLETTE CO COMMON 375766102 555750.00 18000.00 B 1,2 18000.00
ZENMAN GOODYEAR TIRE A COMMON 382550101 23400.00 1300.00 B 1,2 1300.00
ZENMAN GRACE W R + CO COMMON 38388F108 4125.00 600.00 B 1,2 600.00
ZENMAN GRAINGER W W IN COMMON 384802104 21050.00 800.00 B 1,2 800.00
ZENMAN GREAT ATLANTIC COMMON 390064103 3318.75 300.00 B 1,2 300.00
ZENMAN GREAT LAKES CHE COMMON 390568103 14656.25 500.00 B 1,2 500.00
ZENMAN HALLIBURTON CO COMMON 406216101 538312.50 11000.00 B 1,2 11000.00
ZENMAN HASBRO INC COMMON 418056107 17156.25 1500.00 B 1,2 1500.00
ZENMAN HEINZ H J CO COMMON 423074103 869115.62 23450.00 B 1,2 23450.00
ZENMAN HERCULES INC COMMON 427056106 12712.50 900.00 B 1,2 900.00
ZENMAN HERSHEY FOODS C COMMON 427866108 64950.00 1200.00 B 1,2 1200.00
ZENMAN HEWLETT PACKARD COMMON 428236103 1067000.00 11000.00 B 1,2 11000.00
ZENMAN HOME DEPOT INC COMMON 437076102 1432687.50 27000.00 B 1,2 27000.00
ZENMAN HONEYWELL INTL COMMON 438516106 242250.00 6800.00 B 1,2 6800.00
ZENMAN HUNTINGTON BANC COMMON 446150104 30843.75 2100.00 B 1,2 2100.00
ZENMAN IMS HEALTH INC COMMON 449934108 415000.00 20000.00 B 1,2 20000.00
ZENMAN ITT INDS INC COMMON 450911102 22706.25 700.00 B 1,2 700.00
ZENMAN ILLINOIS TOOL W COMMON 452308109 145275.00 2600.00 B 1,2 2600.00
ZENMAN INGERSOLL RAND COMMON 456866102 47425.00 1400.00 B 1,2 1400.00
ZENMAN INTEL CORP COMMON 458140100 2493750.00 60000.00 B 1,2 60000.00
ZENMAN INTERNATIONAL B COMMON 459200101 3285000.00 29200.00 B 1,2 29200.00
ZENMAN INTERNATIONAL F COMMON 459506101 16425.00 900.00 B 1,2 900.00
ZENMAN JDS UNIPHASE CO COMMON 46612J101 700687.50 7400.00 B 1,2 7400.00
ZENMAN JOHNSON + JOHNS COMMON 478160104 1033312.50 11000.00 B 1,2 11000.00
ZENMAN JOHNSON CTLS IN COMMON 478366107 37231.25 700.00 B 1,2 700.00
ZENMAN K MART CORP COMMON 482584109 258000.00 43000.00 B 1,2 43000.00
ZENMAN KAUFMAN + BROAD COMMON 486168107 10775.00 400.00 B 1,2 400.00
ZENMAN KEYCORP NEW COMMON 493267108 93656.25 3700.00 B 1,2 3700.00
ZENMAN KIMBERLY CLARK COMMON 494368103 507893.75 9100.00 B 1,2 9100.00
ZENMAN KNIGHT RIDDER I COMMON 499040103 35568.75 700.00 B 1,2 700.00
ZENMAN LEHMAN BROTHERS COMMON 524908100 147750.00 1000.00 B 1,2 1000.00
ZENMAN LEXMARK INTL IN COMMON 529771107 41250.00 1100.00 B 1,2 1100.00
ZENMAN LILLY ELI + CO COMMON 532457108 730125.00 9000.00 B 1,2 9000.00
ZENMAN LIMITED INC COMMON 532716107 81631.25 3700.00 B 1,2 3700.00
ZENMAN LIZ CLAIBORNE I COMMON 539320101 19250.00 500.00 B 1,2 500.00
ZENMAN LONGS DRUG STOR COMMON 543162101 5737.50 300.00 B 1,2 300.00
ZENMAN LOUISIANA PAC C COMMON 546347105 8268.75 900.00 B 1,2 900.00
ZENMAN LOWES COS INC COMMON 548661107 148087.50 3300.00 B 1,2 3300.00
ZENMAN LUCENT TECHNOLO COMMON 549463107 1651475.25 54036.00 B 1,2 54036.00
ZENMAN MGIC INVT CORP COMMON 552848103 55012.50 900.00 B 1,2 900.00
ZENMAN MALLINCKRODT IN COMMON 561232109 27375.00 600.00 B 1,2 600.00
ZENMAN MASCO CORP COMMON 574599106 203012.50 10900.00 B 1,2 10900.00
ZENMAN MATTEL INC COMMON 577081102 295350.00 26400.00 B 1,2 26400.00
ZENMAN MAY DEPT STORES COMMON 577778103 297250.00 14500.00 B 1,2 14500.00
ZENMAN MCDONALDS CORP COMMON 580135101 772800.00 25600.00 B 1,2 25600.00
ZENMAN MCGRAW HILL COS COMMON 580645109 108056.25 1700.00 B 1,2 1700.00
ZENMAN MEDTRONIC INC COMMON 585055106 512943.75 9900.00 B 1,2 9900.00
ZENMAN MERCK + CO INC COMMON 589331107 1436643.75 19300.00 B 1,2 19300.00
ZENMAN MEREDITH CORP COMMON 589433101 11800.00 400.00 B 1,2 400.00
ZENMAN MERRILL LYNCH + COMMON 590188108 858000.00 13000.00 B 1,2 13000.00
ZENMAN MICROSOFT CORP COMMON 594918104 2587406.25 42900.00 B 1,2 42900.00
ZENMAN MICRON TECHNOLO COMMON 595112103 395600.00 8600.00 B 1,2 8600.00
ZENMAN MILLIPORE CORP COMMON 601073109 19375.00 400.00 B 1,2 400.00
ZENMAN MINNESOTA MNG + COMMON 604059105 564975.00 6200.00 B 1,2 6200.00
ZENMAN MORGAN J P + CO COMMON 616880100 784200.00 4800.00 B 1,2 4800.00
ZENMAN MORGAN STANLEY COMMON 617446448 1115537.50 12200.00 B 1,2 12200.00
ZENMAN MOTOROLA INC COMMON 620076109 678000.00 24000.00 B 1,2 24000.00
ZENMAN NCR CORP NEW COMMON 62886E108 30250.00 800.00 B 1,2 800.00
ZENMAN NATIONAL CITY C COMMON 635405103 469050.00 21200.00 B 1,2 21200.00
ZENMAN NATIONAL SEMICO COMMON 637640103 60375.00 1500.00 B 1,2 1500.00
ZENMAN NATIONAL SVC IN COMMON 637657107 5868.75 300.00 B 1,2 300.00
ZENMAN NAVISTAR INTL C COMMON 63934E108 14968.75 500.00 B 1,2 500.00
ZENMAN NEW YORK TIMES COMMON 650111107 55037.50 1400.00 B 1,2 1400.00
ZENMAN NEWMONT MNG COR COMMON 651639106 134742.00 7926.00 B 1,2 7926.00
ZENMAN NEXTEL COMMUNIC COMMON 65332V103 402050.00 8600.00 B 1,2 8600.00
ZENMAN NORDSTROM INC COMMON 655664100 17118.75 1100.00 B 1,2 1100.00
ZENMAN NORFOLK SOUTHN COMMON 655844108 197437.50 13500.00 B 1,2 13500.00
ZENMAN NORTEL NETWORKS COMMON 656568102 1572450.00 26400.00 B 1,2 26400.00
ZENMAN NORTHROP GRUMMA COMMON 666807102 54525.00 600.00 B 1,2 600.00
ZENMAN NOVELL INC COMMON 670006105 27825.00 2800.00 B 1,2 2800.00
ZENMAN NOVELLUS SYS IN COMMON 670008101 51218.75 1100.00 B 1,2 1100.00
ZENMAN NUCOR CORP COMMON 670346105 21087.50 700.00 B 1,2 700.00
ZENMAN OCCIDENTAL PETE COMMON 674599105 660918.75 30300.00 B 1,2 30300.00
ZENMAN OFFICE DEPOT IN COMMON 676220106 21093.75 2700.00 B 1,2 2700.00
ZENMAN ORACLE CORP COMMON 68389X105 3728812.50 47350.00 B 1,2 47350.00
ZENMAN OWENS ILL INC COMMON 690768403 11100.00 1200.00 B 1,2 1200.00
ZENMAN PG+E CORP COMMON 69331C108 532125.00 22000.00 B 1,2 22000.00
ZENMAN PE CORP COMMON 69332S102 209700.00 1800.00 B 1,2 1800.00
ZENMAN PPG INDS INC COMMON 693506107 59531.25 1500.00 B 1,2 1500.00
ZENMAN PPL CORP COMMON 69351T106 50100.00 1200.00 B 1,2 1200.00
ZENMAN PACCAR INC COMMON 693718108 25943.75 700.00 B 1,2 700.00
ZENMAN PALL CORP COMMON 696429307 21931.25 1100.00 B 1,2 1100.00
ZENMAN PARKER HANNIFIN COMMON 701094104 33750.00 1000.00 B 1,2 1000.00
ZENMAN PENNEY J C INC COMMON 708160106 25987.50 2200.00 B 1,2 2200.00
ZENMAN PEPSICO INC COMMON 713448108 717600.00 15600.00 B 1,2 15600.00
ZENMAN PFIZER INC COMMON 717081103 2243504.68 49925.00 B 1,2 49925.00
ZENMAN PHARMACIA CORP COMMON 71713U102 698175.00 11600.00 B 1,2 11600.00
ZENMAN PHILIP MORRIS C COMMON 718154107 1336462.50 45400.00 B 1,2 45400.00
ZENMAN PINNACLE WEST C COMMON 723484101 35612.50 700.00 B 1,2 700.00
ZENMAN PITNEY BOWES IN COMMON 724479100 86762.50 2200.00 B 1,2 2200.00
ZENMAN PROCTER + GAMBL COMMON 742718109 1688400.00 25200.00 B 1,2 25200.00
ZENMAN PUBLIC SVC ENTE COMMON 744573106 80437.50 1800.00 B 1,2 1800.00
ZENMAN PULTE CORP COMMON 745867101 13200.00 400.00 B 1,2 400.00
ZENMAN QUALCOMM INC COMMON 747525103 1075875.00 15100.00 B 1,2 15100.00
ZENMAN QWEST COMMUNICA COMMON 749121109 620006.25 12900.00 B 1,2 12900.00
ZENMAN RALSTON PURINA COMMON 751277302 61587.50 2600.00 B 1,2 2600.00
ZENMAN RAYTHEON CO COMMON 755111408 437937.50 15400.00 B 1,2 15400.00
ZENMAN REGIONS FINL CO COMMON 758940100 43106.25 1900.00 B 1,2 1900.00
ZENMAN RELIANT ENERGY COMMON 75952J108 116250.00 2500.00 B 1,2 2500.00
ZENMAN ROCKWELL INTL C COMMON 773903109 105875.00 3500.00 B 1,2 3500.00
ZENMAN ROYAL DUTCH PET COMMON 780257804 2457437.50 41000.00 B 1,2 41000.00
ZENMAN SBC COMMUNICATI COMMON 78387G103 1648000.00 32960.00 B 1,2 32960.00
ZENMAN ST PAUL COS INC COMMON 792860108 88762.50 1800.00 B 1,2 1800.00
ZENMAN SARA LEE CORP COMMON 803111103 243750.00 12000.00 B 1,2 12000.00
ZENMAN SCHERING PLOUGH COMMON 806605101 855600.00 18400.00 B 1,2 18400.00
ZENMAN SEARS ROEBUCK + COMMON 812387108 97260.00 3000.00 B 1,2 3000.00
ZENMAN SEMPRA ENERGY COMMON 816851109 35381.25 1700.00 B 1,2 1700.00
ZENMAN SNAP ON INC COMMON 833034101 11781.25 500.00 B 1,2 500.00
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TEQU PALL CORP COMMON 696429307 3987.50 200.00 B 1,2 200.00
TEQU PARKER HANNIFIN COMMON 701094104 6750.00 200.00 B 1,2 200.00
TEQU PENNEY J C INC COMMON 708160106 34256.25 2900.00 B 1,2 2900.00
TEQU PEPSICO INC COMMON 713448108 147200.00 3200.00 B 1,2 3200.00
TEQU PFIZER INC COMMON 717081103 508917.19 11325.00 B 1,2 11325.00
TEQU PHARMACIA CORP COMMON 71713U102 164733.18 2737.00 B 1,2 2737.00
TEQU PHILIP MORRIS C COMMON 718154107 250218.75 8500.00 B 1,2 8500.00
TEQU PHILLIPS PETE C COMMON 718507106 31375.00 500.00 B 1,2 500.00
TEQU PINNACLE WEST C COMMON 723484101 5087.50 100.00 B 1,2 100.00
TEQU PITNEY BOWES IN COMMON 724479100 15775.00 400.00 B 1,2 400.00
TEQU PROCTER + GAMBL COMMON 742718109 321600.00 4800.00 B 1,2 4800.00
TEQU PUBLIC SVC ENTE COMMON 744573106 44687.50 1000.00 B 1,2 1000.00
TEQU PULTE CORP COMMON 745867101 3300.00 100.00 B 1,2 100.00
TEQU QUALCOMM INC COMMON 747525103 206625.00 2900.00 B 1,2 2900.00
TEQU QWEST COMMUNICA COMMON 749121109 129768.75 2700.00 B 1,2 2700.00
TEQU RALSTON PURINA COMMON 751277302 11843.75 500.00 B 1,2 500.00
TEQU REGIONS FINL CO COMMON 758940100 9075.00 400.00 B 1,2 400.00
TEQU RELIANT ENERGY COMMON 75952J108 23250.00 500.00 B 1,2 500.00
TEQU ROCKWELL INTL C COMMON 773903109 30250.00 1000.00 B 1,2 1000.00
TEQU ROYAL DUTCH PET COMMON 780257804 443537.50 7400.00 B 1,2 7400.00
TEQU SBC COMMUNICATI COMMON 78387G103 300800.00 6016.00 B 1,2 6016.00
TEQU SABRE HLDGS COR COMMON 785905100 25088.81 867.00 B 1,2 867.00
TEQU ST PAUL COS INC COMMON 792860108 19725.00 400.00 B 1,2 400.00
TEQU SARA LEE CORP COMMON 803111103 30468.75 1500.00 B 1,2 1500.00
TEQU SCHERING PLOUGH COMMON 806605101 120900.00 2600.00 B 1,2 2600.00
TEQU SCHLUMBERGER LT COMMON 806857108 164625.00 2000.00 B 1,2 2000.00
TEQU SEAGATE TECHNOL COMMON 811804103 117300.00 1700.00 B 1,2 1700.00
TEQU SEAGRAM LTD COMMON 811850106 103387.50 1800.00 B 1,2 1800.00
TEQU SEARS ROEBUCK + COMMON 812387108 94018.00 2900.00 B 1,2 2900.00
TEQU SEMPRA ENERGY COMMON 816851109 8325.00 400.00 B 1,2 400.00
TEQU SNAP ON INC COMMON 833034101 2356.25 100.00 B 1,2 100.00
TEQU SOUTHERN CO COMMON 842587107 145968.75 4500.00 B 1,2 4500.00
TEQU SOUTHTRUST CORP COMMON 844730101 9431.25 300.00 B 1,2 300.00
TEQU SPRINT CORP COMMON 852061100 87937.50 3000.00 B 1,2 3000.00
TEQU SPRINT CORP COMMON 852061506 59606.25 1700.00 B 1,2 1700.00
TEQU SUMMIT BANCORP COMMON 866005101 10350.00 300.00 B 1,2 300.00
TEQU SUN MICROSYSTEM COMMON 866810104 420300.00 3600.00 B 1,2 3600.00
TEQU SUPERVALU INC COMMON 868536103 3012.50 200.00 B 1,2 200.00
TEQU SYNAVANT INC COMMON 87157A105 267.50 40.00 B 1,2 40.00
TEQU TJX COS INC NEW COMMON 872540109 11250.00 500.00 B 1,2 500.00
TEQU TRW INC COMMON 872649108 32500.00 800.00 B 1,2 800.00
TEQU TXU CORP COMMON 873168108 79250.00 2000.00 B 1,2 2000.00
TEQU TARGET CORP COMMON 87612E106 112750.00 4400.00 B 1,2 4400.00
TEQU TELLABS INC COMMON 879664100 76400.00 1600.00 B 1,2 1600.00
TEQU TEMPLE INLAND I COMMON 879868107 3787.50 100.00 B 1,2 100.00
TEQU TERADYNE INC COMMON 880770102 10500.00 300.00 B 1,2 300.00
TEQU TEXACO INC COMMON 881694103 52500.00 1000.00 B 1,2 1000.00
TEQU TEXAS INSTRS IN COMMON 882508104 169875.00 3600.00 B 1,2 3600.00
TEQU TEXTRON INC COMMON 883203101 9225.00 200.00 B 1,2 200.00
TEQU THOMAS + BETTS COMMON 884315102 1743.75 100.00 B 1,2 100.00
TEQU TIME WARNER INC COMMON 887315109 172150.00 2200.00 B 1,2 2200.00
TEQU TIMKEN CO COMMON 887389104 1368.75 100.00 B 1,2 100.00
TEQU TORCHMARK INC COMMON 891027104 5562.50 200.00 B 1,2 200.00
TEQU TOSCO CORP COMMON 891490302 6237.50 200.00 B 1,2 200.00
TEQU TOYS R US INC COMMON 892335100 14625.00 900.00 B 1,2 900.00
TEQU TRICON GLOBAL R COMMON 895953107 18987.50 620.00 B 1,2 620.00
TEQU TRIBUNE CO NEW COMMON 896047107 64608.63 1481.00 B 1,2 1481.00
TEQU TUPPERWARE CORP COMMON 899896104 1800.00 100.00 B 1,2 100.00
TEQU TYCO INTL LTD N COMMON 902124106 332000.00 6400.00 B 1,2 6400.00
TEQU USX MARATHON GR COMMON 902905827 62425.00 2200.00 B 1,2 2200.00
TEQU UST INC COMMON 902911106 6862.50 300.00 B 1,2 300.00
TEQU US BANCORP DEL COMMON 902973106 91000.00 4000.00 B 1,2 4000.00
TEQU USA ED INC COMMON 90390U102 14456.25 300.00 B 1,2 300.00
TEQU UNILEVER N V COMMON 904784709 4294.25 89.00 B 1,2 89.00
TEQU UNICOM CORP COMMON 904911104 28093.75 500.00 B 1,2 500.00
TEQU UNION PAC CORP COMMON 907818108 54425.00 1400.00 B 1,2 1400.00
TEQU UNION PLANTERS COMMON 908068109 6612.50 200.00 B 1,2 200.00
TEQU UNISYS CORP COMMON 909214108 5625.00 500.00 B 1,2 500.00
TEQU UNITED TECHNOLO COMMON 913017109 13850.00 200.00 B 1,2 200.00
TEQU UNITEDHEALTH GR COMMON 91324P102 29625.00 300.00 B 1,2 300.00
TEQU UNOCAL CORP COMMON 915289102 24806.25 700.00 B 1,2 700.00
TEQU V F CORP COMMON 918204108 4937.50 200.00 B 1,2 200.00
TEQU VERIZON COMMUNI COMMON 92343V104 241315.62 4982.00 B 1,2 4982.00
TEQU VIACOM INC COMMON 925524308 216157.50 3695.00 B 1,2 3695.00
TEQU VISTEON CORP COMMON 92839U107 4552.63 301.00 B 1,2 301.00
TEQU WAL MART STORES COMMON 931142103 404250.00 8400.00 B 1,2 8400.00
TEQU WASHINGTON MUT COMMON 939322103 35831.25 900.00 B 1,2 900.00
TEQU WASTE MGMT INC COMMON 94106L109 33131.25 1900.00 B 1,2 1900.00
TEQU WATSON PHARMACE COMMON 942683103 12975.00 200.00 B 1,2 200.00
TEQU WELLPOINT HEALT COMMON 94973H108 9600.00 100.00 B 1,2 100.00
TEQU WELLS FARGO + C COMMON 949746101 156187.50 3400.00 B 1,2 3400.00
TEQU WENDYS INTL INC COMMON 950590109 4012.50 200.00 B 1,2 200.00
TEQU WEYERHAEUSER CO COMMON 962166104 32300.00 800.00 B 1,2 800.00
TEQU WHIRLPOOL CORP COMMON 963320106 3887.50 100.00 B 1,2 100.00
TEQU WILLAMETTE INDS COMMON 969133107 5600.00 200.00 B 1,2 200.00
TEQU WORLDCOM INC COMMON 98157D106 145800.00 4800.00 B 1,2 4800.00
TEQU XEROX CORP COMMON 984121103 51212.50 3400.00 B 1,2 3400.00
TEQU YAHOO INC COMMON 984332106 91000.00 1000.00 B 1,2 1000.00
Totals 150334990.81 3187900.50 3187900.50
Investment Discretion
A=Sole
B=Shared-As Defined Instr Y
C=Shared-Other
</TABLE>
