UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: 03/31/00
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 05/10/00
[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: 2,996 thousand
Form 13F Information Table Value Total: $166,354 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 TRANSOCEAN SEDC COMMON G90078109 92362.50 1800.00 B 1,2 1800.00
ZENMAN AT + T CORP COMMON 001957109 1860525.00 33076.00 B 1,2 33076.00
ZENMAN ABBOTT LABS COMMON 002824100 467993.75 13300.00 B 1,2 13300.00
ZENMAN ADAPTEC INC COMMON 00651F108 34762.50 900.00 B 1,2 900.00
ZENMAN ADOBE SYS INC COMMON 00724F101 111312.50 1000.00 B 1,2 1000.00
ZENMAN AETNA INC COMMON 008117103 72393.75 1300.00 B 1,2 1300.00
ZENMAN AIR PRODS + CHE COMMON 009158106 56875.00 2000.00 B 1,2 2000.00
ZENMAN ALBERTO CULVER COMMON 013068101 11906.25 500.00 B 1,2 500.00
ZENMAN ALBERTSONS INC COMMON 013104104 703700.00 22700.00 B 1,2 22700.00
ZENMAN ALCAN ALUM LTD COMMON 013716105 64362.50 1900.00 B 1,2 1900.00
ZENMAN ALCOA INC COMMON 013817101 456625.00 6500.00 B 1,2 6500.00
ZENMAN ALLEGHENY TECHN COMMON 01741R102 16050.00 800.00 B 1,2 800.00
ZENMAN ALLSTATE CORP COMMON 020002101 166687.50 7000.00 B 1,2 7000.00
ZENMAN ALZA CORP COMMON 022615108 33806.25 900.00 B 1,2 900.00
ZENMAN AMERICA ONLINE COMMON 02364J104 1304650.00 19400.00 B 1,2 19400.00
ZENMAN AMERICAN EXPRES COMMON 025816109 714900.00 4800.00 B 1,2 4800.00
ZENMAN AMERICAN GEN CO COMMON 026351106 808200.00 14400.00 B 1,2 14400.00
ZENMAN AMERICAN GREETI COMMON 026375105 10950.00 600.00 B 1,2 600.00
ZENMAN AMERICAN HOME P COMMON 026609107 863362.50 16100.00 B 1,2 16100.00
ZENMAN AMERICAN INTL G COMMON 026874107 1991914.50 18191.00 B 1,2 18191.00
ZENMAN AMGEN INC COMMON 031162100 564650.00 9200.00 B 1,2 9200.00
ZENMAN ANHEUSER BUSCH COMMON 035229103 659850.00 10600.00 B 1,2 10600.00
ZENMAN APPLE COMPUTER COMMON 037833100 190137.50 1400.00 B 1,2 1400.00
ZENMAN APPLIED MATERIA COMMON 038222105 1149850.00 12200.00 B 1,2 12200.00
ZENMAN ASSOCIATES FIRS COMMON 046008108 135056.25 6300.00 B 1,2 6300.00
ZENMAN ATLANTIC RICHFI COMMON 048825103 459000.00 5400.00 B 1,2 5400.00
ZENMAN AUTOMATIC DATA COMMON 053015103 622425.00 12900.00 B 1,2 12900.00
ZENMAN AUTOZONE INC COMMON 053332102 36075.00 1300.00 B 1,2 1300.00
ZENMAN AVON PRODS INC COMMON 054303102 61031.25 2100.00 B 1,2 2100.00
ZENMAN BMC SOFTWARE IN COMMON 055921100 103687.50 2100.00 B 1,2 2100.00
ZENMAN BALL CORP COMMON 058498106 10368.75 300.00 B 1,2 300.00
ZENMAN BANK AMER CORP COMMON 060505104 2117898.18 40389.00 B 1,2 40389.00
ZENMAN BANK NEW YORK I COMMON 064057102 627593.75 15100.00 B 1,2 15100.00
ZENMAN BANK ONE CORP COMMON 06423A103 340312.50 9900.00 B 1,2 9900.00
ZENMAN BARD C R INC COMMON 067383109 15475.00 400.00 B 1,2 400.00
ZENMAN BARRICK GOLD CO COMMON 067901108 53337.50 3400.00 B 1,2 3400.00
ZENMAN BAXTER INTL INC COMMON 071813109 633143.75 10100.00 B 1,2 10100.00
ZENMAN BEAR STEARNS CO COMMON 073902108 45625.00 1000.00 B 1,2 1000.00
ZENMAN BECTON DICKINSO COMMON 075887109 57887.50 2200.00 B 1,2 2200.00
ZENMAN BELL ATLANTIC C COMMON 077853109 2195854.50 35924.00 B 1,2 35924.00
ZENMAN BELLSOUTH CORP COMMON 079860102 1649700.00 35100.00 B 1,2 35100.00
ZENMAN BESTFOODS COMMON 08658U101 112350.00 2400.00 B 1,2 2400.00
ZENMAN BLOCK H + R INC COMMON 093671105 447500.00 10000.00 B 1,2 10000.00
ZENMAN BOEING CO COMMON 097023105 427783.25 11276.00 B 1,2 11276.00
ZENMAN BOISE CASCADE C COMMON 097383103 17375.00 500.00 B 1,2 500.00
ZENMAN BRIGGS + STRATT COMMON 109043109 8225.00 200.00 B 1,2 200.00
ZENMAN BRISTOL MYERS S COMMON 110122108 1434510.00 24840.00 B 1,2 24840.00
ZENMAN BROWN FORMAN CO COMMON 115637209 32662.50 600.00 B 1,2 600.00
ZENMAN BRUNSWICK CORP COMMON 117043109 15150.00 800.00 B 1,2 800.00
ZENMAN BURLINGTON NORT COMMON 12189T104 307537.50 13900.00 B 1,2 13900.00
ZENMAN CBS CORP COMMON 12490K107 781425.00 13800.00 B 1,2 13800.00
ZENMAN CIGNA CORP COMMON 125509109 613575.00 8100.00 B 1,2 8100.00
ZENMAN CMS ENERGY CORP COMMON 125896100 18125.00 1000.00 B 1,2 1000.00
ZENMAN CVS CORP COMMON 126650100 127712.50 3400.00 B 1,2 3400.00
ZENMAN CAMPBELL SOUP C COMMON 134429109 113775.00 3700.00 B 1,2 3700.00
ZENMAN CARDINAL HEALTH COMMON 14149Y108 110100.00 2400.00 B 1,2 2400.00
ZENMAN CARNIVAL CORP COMMON 143658102 337450.00 13600.00 B 1,2 13600.00
ZENMAN CATERPILLAR INC COMMON 149123101 560012.50 14200.00 B 1,2 14200.00
ZENMAN CENDANT CORP COMMON 151313103 114700.00 6200.00 B 1,2 6200.00
ZENMAN CENTEX CORP COMMON 152312104 11906.25 500.00 B 1,2 500.00
ZENMAN CERIDIAN CORP COMMON 15677T106 24943.75 1300.00 B 1,2 1300.00
ZENMAN CHASE MANHATTAN COMMON 16161A108 784687.50 9000.00 B 1,2 9000.00
ZENMAN CISCO SYS INC COMMON 17275R102 5009850.00 64800.00 B 1,2 64800.00
ZENMAN CITIGROUP INC COMMON 172967101 2103577.12 35466.00 B 1,2 35466.00
ZENMAN COCA COLA CO COMMON 191216100 1229762.50 26200.00 B 1,2 26200.00
ZENMAN COMCAST CORP COMMON 200300200 325312.50 7500.00 B 1,2 7500.00
ZENMAN COMERICA INC COMMON 200340107 58625.00 1400.00 B 1,2 1400.00
ZENMAN COMPUWARE CORP COMMON 205638109 65293.75 3100.00 B 1,2 3100.00
ZENMAN CONSECO INC COMMON 208464107 32025.00 2800.00 B 1,2 2800.00
ZENMAN CONSOLIDATED ED COMMON 209115104 394400.00 13600.00 B 1,2 13600.00
ZENMAN CONSOLIDATED ST COMMON 210149100 11375.00 1000.00 B 1,2 1000.00
ZENMAN COOPER INDS INC COMMON 216669101 28000.00 800.00 B 1,2 800.00
ZENMAN COOPER TIRE + R COMMON 216831107 8793.75 700.00 B 1,2 700.00
ZENMAN COORS ADOLPH CO COMMON 217016104 14343.75 300.00 B 1,2 300.00
ZENMAN COUNTRYWIDE CR COMMON 222372104 27250.00 1000.00 B 1,2 1000.00
ZENMAN CROWN CORK + SE COMMON 228255105 17600.00 1100.00 B 1,2 1100.00
ZENMAN DTE ENERGY CO COMMON 233331107 37700.00 1300.00 B 1,2 1300.00
ZENMAN DANA CORP COMMON 235811106 39462.50 1400.00 B 1,2 1400.00
ZENMAN DARDEN RESTAURA COMMON 237194105 19593.75 1100.00 B 1,2 1100.00
ZENMAN DELL COMPUTER C COMMON 247025109 1672062.50 31000.00 B 1,2 31000.00
ZENMAN DELPHI AUTOMOTI COMMON 247126105 156672.00 9792.00 B 1,2 9792.00
ZENMAN DELTA AIR LINES COMMON 247361108 63900.00 1200.00 B 1,2 1200.00
ZENMAN DELUXE CORP COMMON 248019101 15900.00 600.00 B 1,2 600.00
ZENMAN DILLARDS INC COMMON 254067101 14793.75 900.00 B 1,2 900.00
ZENMAN DISNEY WALT CO COMMON 254687106 902181.87 21805.00 B 1,2 21805.00
ZENMAN DONNELLEY R R + COMMON 257867101 23031.25 1100.00 B 1,2 1100.00
ZENMAN DOVER CORP COMMON 260003108 86175.00 1800.00 B 1,2 1800.00
ZENMAN DOW CHEM CO COMMON 260543103 216600.00 1900.00 B 1,2 1900.00
ZENMAN DU PONT E I DE COMMON 263534109 798412.50 15100.00 B 1,2 15100.00
ZENMAN DUN + BRADSTREE COMMON 26483B106 40075.00 1400.00 B 1,2 1400.00
ZENMAN E M C CORP MASS COMMON 268648102 1325000.00 10600.00 B 1,2 10600.00
ZENMAN EASTERN ENTERPR COMMON 27637F100 11975.00 200.00 B 1,2 200.00
ZENMAN EASTMAN KODAK C COMMON 277461109 342168.75 6300.00 B 1,2 6300.00
ZENMAN ECOLAB INC COMMON 278865100 40356.25 1100.00 B 1,2 1100.00
ZENMAN EDISON INTL COMMON 281020107 318000.00 19200.00 B 1,2 19200.00
ZENMAN EMERSON ELEC CO COMMON 291011104 687375.00 13000.00 B 1,2 13000.00
ZENMAN ENGELHARD CORP COMMON 292845104 16637.50 1100.00 B 1,2 1100.00
ZENMAN ENRON CORP COMMON 293561106 1085687.50 14500.00 B 1,2 14500.00
ZENMAN ENTERGY CORP COMMON 29364G103 42393.75 2100.00 B 1,2 2100.00
ZENMAN EQUIFAX INC COMMON 294429105 30300.00 1200.00 B 1,2 1200.00
ZENMAN EXXON MOBIL COR COMMON 30231G102 5194529.06 66757.00 B 1,2 66757.00
ZENMAN FMC CORP COMMON 302491303 16950.00 300.00 B 1,2 300.00
ZENMAN FPL GROUP INC COMMON 302571104 73700.00 1600.00 B 1,2 1600.00
ZENMAN FEDERAL HOME LN COMMON 313400301 397687.50 9000.00 B 1,2 9000.00
ZENMAN FEDERAL NATL MT COMMON 313586109 620812.50 11000.00 B 1,2 11000.00
ZENMAN FEDERATED DEPT COMMON 31410H101 75150.00 1800.00 B 1,2 1800.00
ZENMAN FEDEX CORP COMMON 31428X106 405600.00 10400.00 B 1,2 10400.00
ZENMAN FIRST UN CORP COMMON 337358105 711475.00 19100.00 B 1,2 19100.00
ZENMAN FIRSTENERGY COR COMMON 337932107 41250.00 2000.00 B 1,2 2000.00
ZENMAN FLEETBOSTON FIN COMMON 339030108 456250.00 12500.00 B 1,2 12500.00
ZENMAN FORD MTR CO DEL COMMON 345370100 776343.75 16900.00 B 1,2 16900.00
ZENMAN FORT JAMES CORP COMMON 347471104 41800.00 1900.00 B 1,2 1900.00
ZENMAN GPU INC COMMON 36225X100 30112.50 1100.00 B 1,2 1100.00
ZENMAN GTE CORP COMMON 362320103 1349000.00 19000.00 B 1,2 19000.00
ZENMAN GANNETT INC COMMON 364730101 168900.00 2400.00 B 1,2 2400.00
ZENMAN GAP INC COMMON 364760108 602731.25 12100.00 B 1,2 12100.00
ZENMAN GENERAL DYNAMIC COMMON 369550108 84575.00 1700.00 B 1,2 1700.00
ZENMAN GENERAL ELEC CO COMMON 369604103 4779775.00 30800.00 B 1,2 30800.00
ZENMAN GENERAL MLS INC COMMON 370334104 94087.50 2600.00 B 1,2 2600.00
ZENMAN GENERAL MTRS CO COMMON 370442105 1035156.25 12500.00 B 1,2 12500.00
ZENMAN GEORGIA PAC COR COMMON 373298108 344193.75 8700.00 B 1,2 8700.00
ZENMAN GILLETTE CO COMMON 375766102 1028868.75 27300.00 B 1,2 27300.00
ZENMAN GOLDEN WEST FIN COMMON 381317106 43662.50 1400.00 B 1,2 1400.00
ZENMAN GOODRICH B F CO COMMON 382388106 28687.50 1000.00 B 1,2 1000.00
ZENMAN GOODYEAR TIRE A COMMON 382550101 32637.50 1400.00 B 1,2 1400.00
ZENMAN GRAINGER W W IN COMMON 384802104 43400.00 800.00 B 1,2 800.00
ZENMAN HALLIBURTON CO COMMON 406216101 295200.00 7200.00 B 1,2 7200.00
ZENMAN HARRAHS ENTMT I COMMON 413619107 20418.75 1100.00 B 1,2 1100.00
ZENMAN HARTFORD FINANC COMMON 416515104 100225.00 1900.00 B 1,2 1900.00
ZENMAN HASBRO INC COMMON 418056107 28050.00 1700.00 B 1,2 1700.00
ZENMAN HEINZ H J CO COMMON 423074103 713193.75 20450.00 B 1,2 20450.00
ZENMAN HERSHEY FOODS C COMMON 427866108 58500.00 1200.00 B 1,2 1200.00
ZENMAN HEWLETT PACKARD COMMON 428236103 2624737.50 19800.00 B 1,2 19800.00
ZENMAN HILTON HOTELS C COMMON 432848109 24800.00 3200.00 B 1,2 3200.00
ZENMAN HOME DEPOT INC COMMON 437076102 1741500.00 27000.00 B 1,2 27000.00
ZENMAN HONEYWELL INTL COMMON 438516106 363543.75 6900.00 B 1,2 6900.00
ZENMAN HOUSEHOLD INTL COMMON 441815107 152981.25 4100.00 B 1,2 4100.00
ZENMAN HUMANA INC COMMON 444859102 10968.75 1500.00 B 1,2 1500.00
ZENMAN IMS HEALTH INC COMMON 449934108 384481.25 22700.00 B 1,2 22700.00
ZENMAN ITT INDS INC COMMON 450911102 24850.00 800.00 B 1,2 800.00
ZENMAN IKON OFFICE SOL COMMON 451713101 8043.75 1300.00 B 1,2 1300.00
ZENMAN ILLINOIS TOOL W COMMON 452308109 143650.00 2600.00 B 1,2 2600.00
ZENMAN INGERSOLL RAND COMMON 456866102 61950.00 1400.00 B 1,2 1400.00
ZENMAN INTEL CORP COMMON 458140100 7771118.75 58900.00 B 1,2 58900.00
ZENMAN INTERNATIONAL B COMMON 459200101 4130000.00 35000.00 B 1,2 35000.00
ZENMAN INTERNATIONAL F COMMON 459506101 31556.25 900.00 B 1,2 900.00
ZENMAN JEFFERSON PILOT COMMON 475070108 59906.25 900.00 B 1,2 900.00
ZENMAN JOHNSON + JOHNS COMMON 478160104 1156031.25 16500.00 B 1,2 16500.00
ZENMAN JOHNSON CTLS IN COMMON 478366107 37843.75 700.00 B 1,2 700.00
ZENMAN K MART CORP COMMON 482584109 418500.00 43200.00 B 1,2 43200.00
ZENMAN KAUFMAN + BROAD COMMON 486168107 8575.00 400.00 B 1,2 400.00
ZENMAN KEYCORP NEW COMMON 493267108 74100.00 3900.00 B 1,2 3900.00
ZENMAN KIMBERLY CLARK COMMON 494368103 509600.00 9100.00 B 1,2 9100.00
ZENMAN KNIGHT RIDDER I COMMON 499040103 35656.25 700.00 B 1,2 700.00
ZENMAN KROGER CO COMMON 501044101 126450.00 7200.00 B 1,2 7200.00
ZENMAN LEHMAN BROTHERS COMMON 524908100 97000.00 1000.00 B 1,2 1000.00
ZENMAN LILLY ELI + CO COMMON 532457108 1587600.00 25200.00 B 1,2 25200.00
ZENMAN LIMITED INC COMMON 532716107 80037.50 1900.00 B 1,2 1900.00
ZENMAN LINCOLN NATL CO COMMON 534187109 56950.00 1700.00 B 1,2 1700.00
ZENMAN LOCKHEED MARTIN COMMON 539830109 69487.50 3400.00 B 1,2 3400.00
ZENMAN LONGS DRUG STOR COMMON 543162101 6825.00 300.00 B 1,2 300.00
ZENMAN LOUISIANA PAC C COMMON 546347105 12487.50 900.00 B 1,2 900.00
ZENMAN LUCENT TECHNOLO COMMON 549463107 2146662.00 35336.00 B 1,2 35336.00
ZENMAN MCI WORLDCOM IN COMMON 55268B106 1474921.87 32550.00 B 1,2 32550.00
ZENMAN MGIC INVT CORP COMMON 552848103 39262.50 900.00 B 1,2 900.00
ZENMAN MALLINCKRODT IN COMMON 561232109 17250.00 600.00 B 1,2 600.00
ZENMAN MASCO CORP COMMON 574599106 223450.00 10900.00 B 1,2 10900.00
ZENMAN MATTEL INC COMMON 577081102 275550.00 26400.00 B 1,2 26400.00
ZENMAN MAY DEPT STORES COMMON 577778103 416100.00 14600.00 B 1,2 14600.00
ZENMAN MAYTAG CORP COMMON 578592107 23187.50 700.00 B 1,2 700.00
ZENMAN MCDERMOTT INTL COMMON 580037109 4593.75 500.00 B 1,2 500.00
ZENMAN MCDONALDS CORP COMMON 580135101 533387.50 14200.00 B 1,2 14200.00
ZENMAN MCKESSON HBOC I COMMON 58155Q103 50400.00 2400.00 B 1,2 2400.00
ZENMAN MEDIAONE GROUP COMMON 58440J104 785700.00 9700.00 B 1,2 9700.00
ZENMAN MERCK + CO INC COMMON 589331107 1702225.00 27400.00 B 1,2 27400.00
ZENMAN MEREDITH CORP COMMON 589433101 11075.00 400.00 B 1,2 400.00
ZENMAN MERRILL LYNCH + COMMON 590188108 682500.00 6500.00 B 1,2 6500.00
ZENMAN MICROSOFT CORP COMMON 594918104 5397500.00 50800.00 B 1,2 50800.00
ZENMAN MILACRON INC COMMON 598709103 4331.25 300.00 B 1,2 300.00
ZENMAN MINNESOTA MNG + COMMON 604059105 549087.50 6200.00 B 1,2 6200.00
ZENMAN MIRAGE RESORTS COMMON 60462E104 32937.50 1700.00 B 1,2 1700.00
ZENMAN MOLEX INC COMMON 608554101 102812.50 1750.00 B 1,2 1750.00
ZENMAN MORGAN J P + CO COMMON 616880100 632400.00 4800.00 B 1,2 4800.00
ZENMAN MORGAN STANLEY COMMON 617446448 1786218.75 21900.00 B 1,2 21900.00
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ZENMAN NEW CENTY ENERG COMMON 64352U103 30062.50 1000.00 B 1,2 1000.00
ZENMAN NEWMONT MNG COR COMMON 651639106 177839.62 7926.00 B 1,2 7926.00
ZENMAN NORDSTROM INC COMMON 655664100 35400.00 1200.00 B 1,2 1200.00
ZENMAN NORFOLK SOUTHN COMMON 655844108 194062.50 13500.00 B 1,2 13500.00
ZENMAN NORTEL NETWORKS COMMON 656569100 1663200.00 13200.00 B 1,2 13200.00
ZENMAN NORTHROP GRUMMA COMMON 666807102 31762.50 600.00 B 1,2 600.00
ZENMAN OCCIDENTAL PETE COMMON 674599105 630800.00 30400.00 B 1,2 30400.00
ZENMAN OFFICE DEPOT IN COMMON 676220106 33531.25 2900.00 B 1,2 2900.00
ZENMAN ORACLE CORP COMMON 68389X105 2423840.62 31050.00 B 1,2 31050.00
ZENMAN PG+E CORP COMMON 69331C108 462000.00 22000.00 B 1,2 22000.00
ZENMAN PPG INDS INC COMMON 693506107 78468.75 1500.00 B 1,2 1500.00
ZENMAN PPL CORP COMMON 69351T106 25125.00 1200.00 B 1,2 1200.00
ZENMAN PACCAR INC COMMON 693718108 35000.00 700.00 B 1,2 700.00
ZENMAN PAINE WEBBER GR COMMON 695629105 52800.00 1200.00 B 1,2 1200.00
ZENMAN PARKER HANNIFIN COMMON 701094104 41312.50 1000.00 B 1,2 1000.00
ZENMAN PENNEY J C INC COMMON 708160106 34212.50 2300.00 B 1,2 2300.00
ZENMAN PEP BOYS MANNY COMMON 713278109 2968.75 500.00 B 1,2 500.00
ZENMAN PEPSICO INC COMMON 713448108 539175.00 15600.00 B 1,2 15600.00
ZENMAN PHARMACIA + UPJ COMMON 716941109 266625.00 4500.00 B 1,2 4500.00
ZENMAN PFIZER INC COMMON 717081103 1513687.50 41400.00 B 1,2 41400.00
ZENMAN PHARMACIA CORP COMMON 71713U102 597400.00 11600.00 B 1,2 11600.00
ZENMAN PHILIP MORRIS C COMMON 718154107 980200.00 46400.00 B 1,2 46400.00
ZENMAN PHILLIPS PETE C COMMON 718507106 101750.00 2200.00 B 1,2 2200.00
ZENMAN PINNACLE WEST C COMMON 723484101 19731.25 700.00 B 1,2 700.00
ZENMAN PITNEY BOWES IN COMMON 724479100 102781.25 2300.00 B 1,2 2300.00
ZENMAN PRAXAIR INC COMMON 74005P104 58275.00 1400.00 B 1,2 1400.00
ZENMAN PROCTER + GAMBL COMMON 742718109 793125.00 14100.00 B 1,2 14100.00
ZENMAN PROGRESSIVE COR COMMON 743315103 45637.50 600.00 B 1,2 600.00
ZENMAN PUBLIC SVC ENTE COMMON 744573106 56287.50 1900.00 B 1,2 1900.00
ZENMAN PULTE CORP COMMON 745867101 8350.00 400.00 B 1,2 400.00
ZENMAN QUAKER OATS CO COMMON 747402105 72750.00 1200.00 B 1,2 1200.00
ZENMAN QUALCOMM INC COMMON 747525103 1313950.00 8800.00 B 1,2 8800.00
ZENMAN QUINTILES TRANS COMMON 748767100 17062.50 1000.00 B 1,2 1000.00
ZENMAN RALSTON PURINA COMMON 751277302 76650.00 2800.00 B 1,2 2800.00
ZENMAN RAYTHEON CO COMMON 755111408 324825.00 18300.00 B 1,2 18300.00
ZENMAN REGIONS FINL CO COMMON 758940100 43343.75 1900.00 B 1,2 1900.00
ZENMAN RELIANT ENERGY COMMON 75952J108 60937.50 2600.00 B 1,2 2600.00
ZENMAN RITE AID CORP COMMON 767754104 12100.00 2200.00 B 1,2 2200.00
ZENMAN ROCKWELL INTL C COMMON 773903109 79443.75 1900.00 B 1,2 1900.00
ZENMAN ROYAL DUTCH PET COMMON 780257804 1312425.00 22800.00 B 1,2 22800.00
ZENMAN RUSSELL CORP COMMON 782352108 4293.75 300.00 B 1,2 300.00
ZENMAN SBC COMMUNICATI COMMON 78387G103 1384320.00 32960.00 B 1,2 32960.00
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TEQU PARKER HANNIFIN COMMON 701094104 8262.50 200.00 B 1,2 200.00
TEQU PENNEY J C INC COMMON 708160106 41650.00 2800.00 B 1,2 2800.00
TEQU PEP BOYS MANNY COMMON 713278109 593.75 100.00 B 1,2 100.00
TEQU PEPSICO INC COMMON 713448108 110600.00 3200.00 B 1,2 3200.00
TEQU PHARMACIA + UPJ COMMON 716941109 189600.00 3200.00 B 1,2 3200.00
TEQU PFIZER INC COMMON 717081103 263250.00 7200.00 B 1,2 7200.00
TEQU PHILIP MORRIS C COMMON 718154107 177450.00 8400.00 B 1,2 8400.00
TEQU PHILLIPS PETE C COMMON 718507106 41625.00 900.00 B 1,2 900.00
TEQU PINNACLE WEST C COMMON 723484101 2818.75 100.00 B 1,2 100.00
TEQU PITNEY BOWES IN COMMON 724479100 17875.00 400.00 B 1,2 400.00
TEQU PRAXAIR INC COMMON 74005P104 12487.50 300.00 B 1,2 300.00
TEQU PROCTER + GAMBL COMMON 742718109 140625.00 2500.00 B 1,2 2500.00
TEQU PROGRESSIVE COR COMMON 743315103 7606.25 100.00 B 1,2 100.00
TEQU PUBLIC SVC ENTE COMMON 744573106 29625.00 1000.00 B 1,2 1000.00
TEQU PULTE CORP COMMON 745867101 2087.50 100.00 B 1,2 100.00
TEQU QUAKER OATS CO COMMON 747402105 12125.00 200.00 B 1,2 200.00
TEQU QUALCOMM INC COMMON 747525103 238900.00 1600.00 B 1,2 1600.00
TEQU QUINTILES TRANS COMMON 748767100 3412.50 200.00 B 1,2 200.00
TEQU RALSTON PURINA COMMON 751277302 13687.50 500.00 B 1,2 500.00
TEQU RAYTHEON CO COMMON 755111408 10650.00 600.00 B 1,2 600.00
TEQU REGIONS FINL CO COMMON 758940100 9125.00 400.00 B 1,2 400.00
TEQU RELIANT ENERGY COMMON 75952J108 11718.75 500.00 B 1,2 500.00
TEQU RITE AID CORP COMMON 767754104 2200.00 400.00 B 1,2 400.00
TEQU ROCKWELL INTL C COMMON 773903109 29268.75 700.00 B 1,2 700.00
TEQU ROYAL DUTCH PET COMMON 780257804 230250.00 4000.00 B 1,2 4000.00
TEQU RUSSELL CORP COMMON 782352108 1431.25 100.00 B 1,2 100.00
TEQU SBC COMMUNICATI COMMON 78387G103 252672.00 6016.00 B 1,2 6016.00
TEQU SLM HLDG CORP COMMON 78442A109 9993.75 300.00 B 1,2 300.00
TEQU SABRE HLDGS COR COMMON 785905100 32024.81 867.00 B 1,2 867.00
TEQU SAFECO CORP COMMON 786429100 5312.50 200.00 B 1,2 200.00
TEQU SAFEWAY INC COMMON 786514208 36200.00 800.00 B 1,2 800.00
TEQU ST PAUL COS INC COMMON 792860108 13650.00 400.00 B 1,2 400.00
TEQU SARA LEE CORP COMMON 803111103 27000.00 1500.00 B 1,2 1500.00
TEQU SCHERING PLOUGH COMMON 806605101 95550.00 2600.00 B 1,2 2600.00
TEQU SCHLUMBERGER LT COMMON 806857108 221850.00 2900.00 B 1,2 2900.00
TEQU SEAGATE TECHNOL COMMON 811804103 120500.00 2000.00 B 1,2 2000.00
TEQU SEAGRAM LTD COMMON 811850106 107100.00 1800.00 B 1,2 1800.00
TEQU SEARS ROEBUCK + COMMON 812387108 89537.50 2900.00 B 1,2 2900.00
TEQU SERVICE CORP IN COMMON 817565104 1500.00 500.00 B 1,2 500.00
TEQU SHERWIN WILLIAM COMMON 824348106 6581.25 300.00 B 1,2 300.00
TEQU SIGMA ALDRICH COMMON 826552101 5375.00 200.00 B 1,2 200.00
TEQU SNAP ON INC COMMON 833034101 2618.75 100.00 B 1,2 100.00
TEQU SOUTHERN CO COMMON 842587107 97875.00 4500.00 B 1,2 4500.00
TEQU SPRINT CORP COMMON 852061100 94500.00 1500.00 B 1,2 1500.00
TEQU SPRINT CORP COMMON 852061506 111031.25 1700.00 B 1,2 1700.00
TEQU SUN MICROSYSTEM COMMON 866810104 337331.25 3600.00 B 1,2 3600.00
TEQU SUPERVALU INC COMMON 868536103 3787.50 200.00 B 1,2 200.00
TEQU TJX COS INC NEW COMMON 872540109 11093.75 500.00 B 1,2 500.00
TEQU TRW INC COMMON 872649108 35100.00 600.00 B 1,2 600.00
TEQU TARGET CORP COMMON 87612E106 104650.00 1400.00 B 1,2 1400.00
TEQU TELLABS INC COMMON 879664100 144864.06 2300.00 B 1,2 2300.00
TEQU TEXAS INSTRS IN COMMON 882508104 288000.00 1800.00 B 1,2 1800.00
TEQU TEXAS UTILS CO COMMON 882848104 44531.25 1500.00 B 1,2 1500.00
TEQU THOMAS + BETTS COMMON 884315102 2825.00 100.00 B 1,2 100.00
TEQU TIME WARNER INC COMMON 887315109 220000.00 2200.00 B 1,2 2200.00
TEQU TIMES MIRROR CO COMMON 887364107 74350.00 800.00 B 1,2 800.00
TEQU TIMKEN CO COMMON 887389104 1625.00 100.00 B 1,2 100.00
TEQU TORCHMARK INC COMMON 891027104 4625.00 200.00 B 1,2 200.00
TEQU TOYS R US INC COMMON 892335100 13331.25 900.00 B 1,2 900.00
TEQU TRICON GLOBAL R COMMON 895953107 19258.75 620.00 B 1,2 620.00
TEQU TRIBUNE CO NEW COMMON 896047107 14625.00 400.00 B 1,2 400.00
TEQU TUPPERWARE CORP COMMON 899896104 1581.25 100.00 B 1,2 100.00
TEQU TYCO INTL LTD N COMMON 902124106 314212.50 6300.00 B 1,2 6300.00
TEQU USX MARATHON GR COMMON 902905827 57337.50 2200.00 B 1,2 2200.00
TEQU US BANCORP DEL COMMON 902973106 59062.50 2700.00 B 1,2 2700.00
TEQU UNILEVER N V COMMON 904784709 4283.13 89.00 B 1,2 89.00
TEQU UNICOM CORP COMMON 904911104 18250.00 500.00 B 1,2 500.00
TEQU UNION PAC CORP COMMON 907818108 54775.00 1400.00 B 1,2 1400.00
TEQU UNISYS CORP COMMON 909214108 12750.00 500.00 B 1,2 500.00
TEQU UNITED HEALTHCA COMMON 910581107 17887.50 300.00 B 1,2 300.00
TEQU US AIRWAYS GROU COMMON 911905107 2781.25 100.00 B 1,2 100.00
TEQU UNITED TECHNOLO COMMON 913017109 12637.50 200.00 B 1,2 200.00
TEQU UNOCAL CORP COMMON 915289102 20825.00 700.00 B 1,2 700.00
TEQU V F CORP COMMON 918204108 4812.50 200.00 B 1,2 200.00
TEQU VIACOM INC COMMON 925524308 63300.00 1200.00 B 1,2 1200.00
TEQU WAL MART STORES COMMON 931142103 466200.00 8400.00 B 1,2 8400.00
TEQU WARNER LAMBERT COMMON 934488107 146250.00 1500.00 B 1,2 1500.00
TEQU WASHINGTON MUT COMMON 939322103 26500.00 1000.00 B 1,2 1000.00
TEQU WASTE MGMT INC COMMON 94106L109 26006.25 1900.00 B 1,2 1900.00
TEQU WATSON PHARMACE COMMON 942683103 7937.50 200.00 B 1,2 200.00
TEQU WELLPOINT HEALT COMMON 94973H108 6987.50 100.00 B 1,2 100.00
TEQU WELLS FARGO + C COMMON 949746101 139187.50 3400.00 B 1,2 3400.00
TEQU WENDYS INTL INC COMMON 950590109 4037.50 200.00 B 1,2 200.00
TEQU WEYERHAEUSER CO COMMON 962166104 45600.00 800.00 B 1,2 800.00
TEQU WHIRLPOOL CORP COMMON 963320106 5862.50 100.00 B 1,2 100.00
TEQU WINN DIXIE STOR COMMON 974280109 3887.50 200.00 B 1,2 200.00
TEQU WORTHINGTON IND COMMON 981811102 1237.50 100.00 B 1,2 100.00
TEQU XEROX CORP COMMON 984121103 85800.00 3300.00 B 1,2 3300.00
TEQU YAHOO INC COMMON 984332106 171375.00 1000.00 B 1,2 1000.00
TEQU YOUNG + RUBICAM COMMON 987425105 4700.00 100.00 B 1,2 100.00
Totals 166353680.49 2996262.00 2996262.00
Investment Discretion
A=Sole
B=Shared-As Defined Instr Y
C=Shared-Other
</TABLE>
