UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
REPORT FOR THE YEAR OR QUARTER ENDED:SEPTEMBER 30, 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:
GENERAL RE - NEW ENGLAND ASSET MANAGEMENT, INC.
ADDRESS: POND VIEW CORPORATE CENTER
76 BATTERSON PARK ROAD
FARMINGTON, CT, 06032
13F FILE NUMBER: 28-5194
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: GERARD T. LYNCH
TITLE: PRESIDENT
PHONE: (860) 676-8722
SIGNATURE, PLACE AND DATE OF SIGNING:
GERARD T. LYNCH FARMINGTON, CT NOVEMBER 15, 1999
REPORT TYPE (CHECK ONLY ONE.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934
<PAGE>
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 2
FORM 13F INFORMATION TABLE ENTRY TOTAL: 464
FORM 13F INFORMATION TABLE VALUE TOTAL: 634118
LIST OF OTHER INCLUDED MANAGERS:
NO. 13F FILE NUMBER NAME
01 28-4922 GENERAL RE CORPORATION
02 28-4545 BERKSHIRE HATHAWAY INC.
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
GENERAL RE - NEW ENGLAND ASSET MANAGEMENT, INC.
SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP VALUE SHARES PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------- --------- -------- -------- --- ---- -------- ----------- -------- -------- --------
ADC TELECOMMUNICATIONS INC COMMON STK 000886101 168 4000 SH SOLE 4000 0 0
AGL RESOURCES INC COMMON STK 001204106 59 3600 SH SOLE 0 0 3600
AES CORPORATION COMMON STK 00130H105 189 3200 SH SOLE 3200 0 0
AMR CORP/DE COMMON STK 001765106 858 15750 SH SOLE 15750 0 0
A T & T CORP COMMON STK 001957109 3437 79000 SH SOLE 79000 0 0
AXA FINANCIAL INC COMMON STK 002451102 1027 18400 SH SOLE 18400 0 0
ABBOTT LABORATORIES COMMON STK 002824100 1790 48800 SH SOLE 48800 0 0
ABBOTT LABORATORIES COMMON STK 002824100 154 4200 SH SOLE 0 0 4200
ABERCROMBIE & FITCH CO-CL A COMMON STK 002896207 157 4600 SH SOLE 4600 0 0
ABBEY NATIONAL PREFER STK 002920205 18515 750000 SH DEFINED 01, 02 750000 0 0
ADOBE SYSTEMS INC COMMON STK 00724F101 3030 26700 SH SOLE 26700 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STK 009158106 59 2000 SH SOLE 2000 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STK 009158106 111 3800 SH SOLE 0 0 3800
ALBERTSONS INC COMMON STK 013104104 35 889 SH SOLE 889 0 0
ALCOA INC COMMON STK 013817101 1651 26600 SH SOLE 26600 0 0
ALLEGHENY TELEDYNE INC COMMON STK 017415100 726 43000 SH SOLE 43000 0 0
ALLIEDSIGNAL INC COMMON STK 019512102 78 1300 SH SOLE 1300 0 0
ALLMERICA FINANCIAL CORP COMMON STK 019754100 167 3500 SH SOLE 3500 0 0
ALLSTATE CORP COMMON STK 020002101 1140 45700 SH SOLE 45700 0 0
ALLTEL CORPORATION COMMON STK 020039103 4451 63246 SH SOLE 63246 0 0
AMERADA HESS CORPORATION COMMON STK 023551104 49 800 SH SOLE 800 0 0
AMEREN CORP COMMON STK 023608102 30 800 SH SOLE 800 0 0
AMERICA ONLINE INC COMMON STK 02364J104 1020 9800 SH SOLE 9800 0 0
AMERICA ONLINE INC COMMON STK 02364J104 21 200 SH SOLE 0 0 200
AMERICAN EXPRESS COMPANY COMMON STK 025816109 243 1800 SH SOLE 1800 0 0
AMERICAN HOME PRODUCTS CORPORA COMMON STK 026609107 855 20600 SH SOLE 20600 0 0
AMERICAN HOME PRODUCTS CORPORA COMMON STK 026609107 4677 112692 SH SOLE 0 0 112692
AMERICAN INTERNATIONAL GROUP I COMMON STK 026874107 2740 31516 SH SOLE 31516 0 0
AMERICAN INTERNATIONAL GROUP I COMMON STK 026874107 2971 34171 SH SOLE 0 0 34171
AMERICAN POWER CONVERSION CORP COMMON STK 029066107 57 3000 SH SOLE 3000 0 0
AMERITECH CORPORATION COMMON STK 030954101 2586 38740 SH SOLE 38740 0 0
AMGEN INC COMMON STK 031162100 2608 32000 SH SOLE 32000 0 0
AMSOUTH BANCORPORATION COMMON STK 032165102 1274 54350 SH SOLE 54350 0 0
ANDREW CORPORATION COMMON STK 034425108 745 42900 SH SOLE 42900 0 0
APPLIED MATERIALS INC COMMON STK 038222105 1717 22100 SH SOLE 22100 0 0
ARGONAUT GROUP INC COMMON STK 040157109 151 6000 SH SOLE 0 0 6000
ARMSTRONG WORLD INDUSTRIES INC COMMON STK 042476101 306 6800 SH SOLE 6800 0 0
ASSOCIATES FIRST CAPITAL CORPO COMMON STK 046008108 589 16354 SH SOLE 16354 0 0
ATLANTIC RICHFIELD COMPANY COMMON STK 048825103 177 2000 SH SOLE 2000 0 0
ATLANTIC RICHFIELD COMPANY COMMON STK 048825103 904 10200 SH SOLE 0 0 10200
AUTOMATIC DATA PROCESSING INC COMMON STK 053015103 1017 22800 SH SOLE 22800 0 0
AUTOMATIC DATA PROCESSING INC COMMON STK 053015103 1990 44600 SH SOLE 0 0 44600
AVALONBAY COMMUNITIES INC COMMON STK 053484101 457 13500 SH SOLE 13500 0 0
AVERY DENNISON CORPORATION COMMON STK 053611109 1298 24600 SH SOLE 24600 0 0
AVERY DENNISON CORPORATION COMMON STK 053611109 1583 30000 SH SOLE 0 0 30000
AVISTA CORP $1.24 (WA WATER) PREFER STK 05379B503 613 35000 SH SOLE 35000 0 0
AVON PRODUCTS INC COMMON STK 054303102 1382 55700 SH SOLE 55700 0 0
BP AMOCO PLC ADR COMMON STK 055622104 58 523 SH SOLE 523 0 0
BMC SOFTWARE INC COMMON STK 055921100 3356 46900 SH SOLE 46900 0 0
BANDAG INCORPORATED COMMON STK 059815100 64 2000 SH SOLE 2000 0 0
BANDAG INCORPORATED COMMON STK 059815100 368 11500 SH SOLE 0 0 11500
BANDAG INCORPORATED-CL A COMMON STK 059815308 290 11500 SH SOLE 0 0 11500
BANK OF AMERICA CORPORATION COMMON STK 060505104 682 12242 SH SOLE 12242 0 0
BANK OF NEW YORK CO INC COMMON STK 064057102 167 5000 SH SOLE 5000 0 0
BANK OF NEW YORK CO INC COMMON STK 064057102 328 9800 SH SOLE 0 0 9800
BANK ONE CORPORATION COMMON STK 06423A103 24 700 SH SOLE 700 0 0
BANK ONE CORPORATION COMMON STK 06423A103 48 1371 SH SOLE 0 0 1371
BANKBOSTON CORPORATION COMMON STK 06605R106 147 3400 SH SOLE 3400 0 0
BANKBOSTON CORPORATION COMMON STK 06605R106 295 6800 SH SOLE 0 0 6800
BARCLAYS BANK PLC PREFER STK 06738C802 1029 39200 SH DEFINED 01, 02 39200 0 0
BARRICK GOLD CORPORATION COMMON STK 067901108 207 9500 SH SOLE 9500 0 0
BAXTER INTERNATIONAL INC COMMON STK 071813109 136 2250 SH SOLE 2250 0 0
BECTON DICKINSON & CO COMMON STK 075887109 143 5100 SH SOLE 5100 0 0
BEDFORD PROPERTY INVESTORS COMMON STK 076446301 1367 81000 SH SOLE 81000 0 0
BELL ATLANTIC CORPORATION COMMON STK 077853109 2071 30760 SH SOLE 30760 0 0
BELLSOUTH CORPORATION COMMON STK 079860102 464 10300 SH SOLE 10300 0 0
BELO (A.H.) CORP - SER A COMMON STK 080555105 2976 155600 SH SOLE 155600 0 0
BELO (A.H.) CORP - SER A COMMON STK 080555105 5370 280780 SH SOLE 0 0 280780
BESTFOODS COMMON STK 08658U101 151 3100 SH SOLE 3100 0 0
BESTFOODS COMMON STK 08658U101 136 2800 SH SOLE 0 0 2800
BLACK & DECKER CORP COMMON STK 091797100 132 2900 SH SOLE 2900 0 0
BOEING COMPANY (THE) COMMON STK 097023105 166 3900 SH SOLE 3900 0 0
BOEING COMPANY (THE) COMMON STK 097023105 3 66 SH SOLE 0 0 66
BOISE CASCADE CORPORATION COMMON STK 097383103 15 400 SH SOLE 400 0 0
BOSTON PROPERTIES INC COMMON STK 101121101 95 3100 SH SOLE 3100 0 0
BOSTON SCIENTIFIC CORP COMMON STK 101137107 401 16200 SH SOLE 16200 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STK 110122108 5603 86200 SH SOLE 86200 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STK 110122108 7628 113000 SH SOLE 0 0 113000
BURLINGTON NORTHERN SANTA FE C COMMON STK 12189T104 261 9500 SH SOLE 9500 0 0
BURLINGTON RESOURCES INC COMMON STK 122014103 599 16300 SH SOLE 16300 0 0
BURLINGTON RESOURCES INC COMMON STK 122014103 323 8800 SH SOLE 0 0 8800
CBS CORPORATION COMMON STK 12490K107 222 4800 SH SOLE 4800 0 0
CSX CORPORATION COMMON STK 126408103 352 8300 SH SOLE 8300 0 0
CVS CORP COMMON STK 126650100 1556 38116 SH SOLE 38116 0 0
CALIFORNIA FED BANK-SCLP COMMON STK 130209703 27 25000 SH SOLE 25000 0 0
CAPITAL ONE FINL CORP COMMON STK 14040H105 27 700 SH SOLE 700 0 0
CARDINAL HEALTH INC COMMON STK 14149Y108 763 14000 SH SOLE 14000 0 0
CARNIVAL CORPORATION COMMON STK 143658102 1770 40700 SH SOLE 40700 0 0
CASE CORP COMMON STK 14743R103 2092 42000 SH SOLE 42000 0 0
CASE CORP COMMON STK 14743R103 2227 44700 SH SOLE 0 0 44700
CATERPILLAR INC COMMON STK 149123101 1557 28400 SH SOLE 28400 0 0
CENTEX CORP COMMON STK 152312104 508 17200 SH SOLE 17200 0 0
CENTRAL NEWSPAPERS CL A COMMON STK 154647101 1460 32800 SH SOLE 32800 0 0
CENTURYTEL INC COMMON STK 156700106 1234 30375 SH SOLE 30375 0 0
CHAMPION INTERNATIONAL CORP COMMON STK 158525105 57 1100 SH SOLE 1100 0 0
CHARTER ONE FINANCIAL INC COMMON STK 160903100 167 7200 SH SOLE 7200 0 0
CHASE MANHATTAN CORPORATION (T COMMON STK 16161A108 2621 34768 SH SOLE 34768 0 0
CHEVRON CORPORATION COMMON STK 166751107 89 1000 SH SOLE 0 0 1000
CINCINNATI FINANCIAL CORP COMMON STK 172062101 124 3300 SH SOLE 3300 0 0
CINERGY CORP COMMON STK 172474108 210 7400 SH SOLE 7400 0 0
CISCO SYSTEMS INC COMMON STK 17275R102 6184 90200 SH SOLE 90200 0 0
CISCO SYSTEMS INC COMMON STK 17275R102 14 200 SH SOLE 0 0 200
CINTAS CORP COMMON STK 172908105 168 2900 SH SOLE 2900 0 0
CITIGROUP INC COMMON STK 172967101 696 15825 SH SOLE 15825 0 0
CITRIX SYSTEMS INC COMMON STK 177376100 118 1900 SH SOLE 1900 0 0
CLEAR CHANNEL COMMUNICATIONS COMMON STK 184502102 240 3000 SH SOLE 3000 0 0
CLOROX COMPANY COMMON STK 189054109 38 1000 SH SOLE 1000 0 0
COASTAL CORP COMMON STK 190441105 188 4600 SH SOLE 4600 0 0
COCA-COLA COMPANY COMMON STK 191216100 4362 90400 SH SOLE 90400 0 0
COCA-COLA COMPANY COMMON STK 191216100 2741 56800 SH SOLE 0 0 56800
COCA-COLA ENTERPRISES INC COMMON STK 191219104 162 7200 SH SOLE 7200 0 0
COLGATE-PALMOLIVE COMPANY COMMON STK 194162103 201 4400 SH SOLE 4400 0 0
COLUMBIA/HCA HEALTHCARE CORPOR COMMON STK 197677107 30 1400 SH SOLE 1400 0 0
COMPAQ COMPUTER CORPORATION COMMON STK 204493100 1077 47100 SH SOLE 47100 0 0
COMPUTER ASSOCIATES INTERNATIO COMMON STK 204912109 4344 71075 SH SOLE 71075 0 0
COMPUTER ASSOCIATES INTERNATIO COMMON STK 204912109 348 5699 SH SOLE 0 0 5699
COMPUTER SCIENCES CORPORATION COMMON STK 205363104 84 1200 SH SOLE 0 0 1200
COMPUWARE CORP COMMON STK 205638109 1168 44800 SH SOLE 44800 0 0
COMVERSE TECHNOLOGY INC COMMON STK 205862402 358 3800 SH SOLE 3800 0 0
CONECTIV INC-CL A COMMON STK 206829202 2331 57200 SH SOLE 57200 0 0
CONOCO INC COMMON STK 208251306 208 7500 SH SOLE 7500 0 0
CONSECO INC COMMON STK 208464107 17 900 SH SOLE 900 0 0
COOPER TIRE & RUBBER COMPANY COMMON STK 216831107 194 11000 SH SOLE 11000 0 0
CORNING INC COMMON STK 219350105 1124 16400 SH SOLE 16400 0 0
COX COMMUNICATIONS INC CLASS A COMMON STK 224044107 42 1000 SH SOLE 1000 0 0
CROWN CORK & SEAL 4.50% PREFER STK 228255303 112 5000 SH SOLE 5000 0 0
CUMMINS ENGINE COMMON STK 231021106 75 1500 SH SOLE 1500 0 0
DPL INC COMMON STK 233293109 18 1012 SH SOLE 1012 0 0
DTE ENERGY COMPANY COMMON STK 233331107 1117 30700 SH SOLE 30700 0 0
DANAHER CORP COMMON STK 235851102 1907 36200 SH SOLE 36200 0 0
DAYTON HUDSON CORPORATION COMMON STK 239753106 420 7000 SH SOLE 7000 0 0
DEAN FOODS COMPANY COMMON STK 242361103 466 10700 SH SOLE 10700 0 0
DEERE & COMPANY COMMON STK 244199105 735 19000 SH SOLE 19000 0 0
DEERE & COMPANY COMMON STK 244199105 499 12900 SH SOLE 0 0 12900
DELL COMPUTER CORPORATION COMMON STK 247025109 4591 109800 SH SOLE 109800 0 0
DELL COMPUTER CORPORATION COMMON STK 247025109 59 1400 SH SOLE 0 0 1400
DELPHI AUTOMOTIVE SYSTEMS CORP COMMON STK 247126105 37 2304 SH SOLE 2304 0 0
DELTA & PINE LAND CO COMMON STK 247357106 608 23500 SH SOLE 23500 0 0
DELTA AIR LINES INC COMMON STK 247361108 856 17650 SH SOLE 17650 0 0
DELUXE CORPORATION COMMON STK 248019101 745 21900 SH SOLE 21900 0 0
DEVON ENERGY CORPORATION COMMON STK 25179M103 2942 71000 SH SOLE 71000 0 0
DISNEY (THE WALT) COMPANY COMMON STK 254687106 509 19573 SH SOLE 19573 0 0
DISNEY (THE WALT) COMPANY COMMON STK 254687106 1088 41853 SH SOLE 0 0 41853
DOLLAR GENERAL COMMON STK 256669102 2817 91250 SH SOLE 91250 0 0
DOVER CORPORATION COMMON STK 260003108 1006 24600 SH SOLE 24600 0 0
DOW CHEMICAL COMPANY (THE) COMMON STK 260543103 239 2100 SH SOLE 2100 0 0
DU PONT (E.I.) DE NEMOURS & CO COMMON STK 263534109 1506 24900 SH SOLE 24900 0 0
DUKE ENERGY CORPORATION COMMON STK 264399106 232 4200 SH SOLE 0 0 4200
DUN & BRADSTREET CORP COMMON STK 26483B106 1706 57100 SH SOLE 57100 0 0
EMC CORP/MA COMMON STK 268648102 2791 39100 SH SOLE 39100 0 0
EAGLE GEOPHYSICAL INC COMMON STK 269524104 30 80000 SH SOLE 80000 0 0
EASTMAN CHEMICAL COMPANY COMMON STK 277432100 76 1900 SH SOLE 1900 0 0
EASTMAN KODAK COMPANY COMMON STK 277461109 2140 28300 SH SOLE 28300 0 0
JD EDWARDS & COMPANY COMMON STK 281667105 1036 50000 SH SOLE 50000 0 0
800 - JR CIGAR INC COMMON STK 282491109 489 46000 SH SOLE 46000 0 0
ELF AQUITANE SA-SPONS ADR COMMON STK 286269105 192 2100 SH SOLE 2100 0 0
EMERSON ELECTRIC CO COMMON STK 291011104 543 8600 SH SOLE 8600 0 0
ENTERPRISE OIL PLC PREFER STK 293779203 996 40770 SH DEFINED 01, 02 40770 0 0
EQUIFAX INC COMMON STK 294429105 1364 48500 SH SOLE 48500 0 0
ETHAN ALLEN INTERIORS INC COMMON STK 297602104 945 29700 SH SOLE 29700 0 0
EXXON CORPORATION COMMON STK 302290101 4114 54132 SH SOLE 54132 0 0
EXXON CORPORATION COMMON STK 302290101 1862 24500 SH SOLE 0 0 24500
FMC CORP COMMON STK 302491303 5 100 SH SOLE 100 0 0
FREDDIE MAC COMMON STK 313400301 2517 48400 SH SOLE 48400 0 0
FREDDIE MAC COMMON STK 313400301 1591 30600 SH SOLE 0 0 30600
FANNIE MAE COMMON STK 313586109 4658 74300 SH SOLE 74300 0 0
FANNIE MAE COMMON STK 313586109 1862 29700 SH SOLE 0 0 29700
FERRO CORPORATION COMMON STK 315405100 190 8900 SH SOLE 8900 0 0
FERRO CORPORATION COMMON STK 315405100 7 350 SH SOLE 0 0 350
FINANCIAL SECURITY ASSURANCE H COMMON STK 31769P100 212 4098 SH SOLE 4098 0 0
FINLAY ENTERPRISES INC COMMON STK 317884203 151 11000 SH SOLE 11000 0 0
FIRST AUSTRALIA PRIME INCOME F COMMON STK 318653102 829 135400 SH SOLE 135400 0 0
FIRST AUSTRALIA PRIME INCOME F COMMON STK 318653102 1444 235800 SH SOLE 0 0 235800
FIRST HEALTH GROUP CORP COMMON STK 320960107 705 31400 SH SOLE 31400 0 0
FIRST UNION CORPORATION COMMON STK 337358105 1412 39642 SH SOLE 39642 0 0
FIRST UNION CORPORATION COMMON STK 337358105 92 2592 SH SOLE 0 0 2592
FIRSTAR CORPORATION COMMON STK 33763V109 3534 137920 SH SOLE 137920 0 0
FLEET FINANCIAL GROUP INC COMMON STK 338915101 224 6611 SH SOLE 6611 0 0
FLEET FINANCIAL GROUP INC COMMON STK 338915101 1758 48000 SH SOLE 0 0 48000
FORD MOTOR COMPANY COMMON STK 345370100 2141 42600 SH SOLE 42600 0 0
FORTUNE BRANDS INC COMMON STK 349631101 187 5800 SH SOLE 5800 0 0
FREEPORT MCMORAN COPPER & GOLD PREFER STK 35671D501 722 38500 SH SOLE 38500 0 0
FREEPORT MCMORAN COPPER & GOLD COMMON STK 35671D857 1712 110000 SH SOLE 110000 0 0
GPU INC COMMON STK 36225X100 940 28800 SH SOLE 28800 0 0
GTE CORPORATION COMMON STK 362320103 861 11200 SH SOLE 11200 0 0
GANNETT CO INC COMMON STK 364730101 3639 52600 SH SOLE 52600 0 0
GANNETT CO INC COMMON STK 364730101 1315 19000 SH SOLE 0 0 19000
GAP INC COMMON STK 364760108 1623 50725 SH SOLE 50725 0 0
GATEWAY INC COMMON STK 367626108 2310 52500 SH SOLE 52500 0 0
GENERAL ELECTRIC COMPANY COMMON STK 369604103 4695 55000 SH SOLE 55000 0 0
GENERAL ELECTRIC COMPANY COMMON STK 369604103 5845 49300 SH SOLE 0 0 49300
GENERAL INSTRUMENT CORP COMMON STK 370120107 120 2500 SH SOLE 2500 0 0
GENERAL MILLS INC COMMON STK 370334104 49 600 SH SOLE 600 0 0
GENERAL MOTORS CORPORATION COMMON STK 370442105 415 6600 SH SOLE 6600 0 0
GENERAL MOTORS CORPORATION CLA COMMON STK 370442832 229 4000 SH SOLE 4000 0 0
GILLETTE COMPANY COMMON STK 375766102 899 26500 SH SOLE 26500 0 0
GILLETTE COMPANY COMMON STK 375766102 274 8080 SH SOLE 0 0 8080
GUIDANT CORP COMMON STK 401698105 1979 36900 SH SOLE 36900 0 0
GUILDFORD MILLS INC COMMON STK 401794102 539 62500 SH SOLE 62500 0 0
HARTFORD STEAMBOILER COMMON STK 40428N109 21028 597609 SH DEFINED 01, 02 0 597609 0
HALLIBURTON COMPANY COMMON STK 406216101 463 11300 SH SOLE 11300 0 0
HEALTH MANAGEMENT ASSOCIATES I COMMON STK 421933102 433 55840 SH SOLE 55840 0 0
HEARST-ARGYLE TELEVISION INC COMMON STK 422317107 716 33300 SH SOLE 33300 0 0
HEARST-ARGYLE TELEVISION INC COMMON STK 422317107 310 14400 SH SOLE 0 0 14400
HEINZ (H.J.) COMPANY COMMON STK 423074103 383 8900 SH SOLE 8900 0 0
HEINZ (H.J.) COMPANY COMMON STK 423074103 228 5300 SH SOLE 0 0 5300
HELMERICH & PAYNE COMMON STK 423452101 729 28800 SH SOLE 28800 0 0
HEWLETT-PACKARD COMPANY COMMON STK 428236103 345 3800 SH SOLE 3800 0 0
HEWLETT-PACKARD COMPANY COMMON STK 428236103 944 10400 SH SOLE 0 0 10400
HISPANIC BROADCASTING CORP COMMON STK 43357B104 99 1300 SH SOLE 1300 0 0
HOME DEPOT INC (THE) COMMON STK 437076102 501 7300 SH SOLE 7300 0 0
HOUSEHOLD INTERNATIONAL INC COMMON STK 441815107 161 4000 SH SOLE 4000 0 0
ILLINOIS TOOL WORKS INC COMMON STK 452308109 447 6000 SH SOLE 0 0 6000
INGERSOLL-RAND COMPANY COMMON STK 456866102 49 900 SH SOLE 900 0 0
INSURANCE MGMT SOLUTIONS GROUP COMMON STK 458045101 546 182000 SH DEFINED 01, 02 0 182000 0
INTEL CORPORATION COMMON STK 458140100 7305 99700 SH SOLE 99700 0 0
INTEL CORPORATION COMMON STK 458140100 22 300 SH SOLE 0 0 300
INTERMEDIA COMMUNICATIONS INC COMMON STK 458801107 1885 82747 SH SOLE 82747 0 0
INTERMET CORPORATION COMMON STK 45881K104 1229 145100 SH SOLE 145100 0 0
INTL BUSINESS MACHINES CORPORA COMMON STK 459200101 3739 30900 SH SOLE 30900 0 0
INTL FLAVORS & FRAGRANCES INC COMMON STK 459506101 935 27100 SH SOLE 0 0 27100
INTERNATIONAL PAPER COMPANY COMMON STK 460146103 53 1100 SH SOLE 1100 0 0
INTIMATE BRANDS INC COMMON STK 461156101 1000 25670 SH SOLE 25670 0 0
INTIMATE BRANDS INC COMMON STK 461156101 1455 37380 SH SOLE 0 0 37380
JOHN NUVEEN CO CL A COMMON STK 478035108 202 5400 SH SOLE 5400 0 0
JOHN NUVEEN CO CL A COMMON STK 478035108 105 2800 SH SOLE 0 0 2800
JOHNS MANVILLE CORPORATION COMMON STK 478129109 759 57800 SH SOLE 57800 0 0
JOHNSON & JOHNSON COMMON STK 478160104 2839 32900 SH SOLE 32900 0 0
JOHNSON & JOHNSON COMMON STK 478160104 2903 31600 SH SOLE 0 0 31600
JOSTENS INC COMMON STK 481088102 1442 75400 SH SOLE 75400 0 0
JOURNAL REGISTER COMPANY COMMON STK 481138105 1031 75000 SH SOLE 75000 0 0
KCS ENERGY INC COMMON STK 482434206 60 60000 SH SOLE 60000 0 0
KLA-TENCOR CORP COMMON STK 482480100 345 5300 SH SOLE 5300 0 0
KELLOGG COMPANY COMMON STK 487836108 37 1000 SH SOLE 1000 0 0
KEYCORP COMMON STK 493267108 165 6400 SH SOLE 6400 0 0
KIMBERLY CLARK CORPORATION COMMON STK 494368103 153 2900 SH SOLE 2900 0 0
KIMBERLY CLARK CORPORATION COMMON STK 494368103 148 2808 SH SOLE 0 0 2808
KMART FINANCING TRUST 7.75% 6/ PREFER STK 498778208 712 15000 SH SOLE 15000 0 0
LSI LOGIC CORP COMMON STK 502161102 114 2200 SH SOLE 2200 0 0
ESTEE LAUDER COMPANIES INC CLA COMMON STK 518439104 172 4400 SH SOLE 4400 0 0
LEAR CORPORATION COMMON STK 521865105 1393 39600 SH SOLE 39600 0 0
LEGATO SYSTEMS INC COMMON STK 524651106 22 500 SH SOLE 500 0 0
LEGGETT & PLATT INCORPORATED COMMON STK 524660107 571 29000 SH SOLE 29000 0 0
LEVIATHAN GAS PIPELINE PARTNER COMMON STK 527367205 737 32400 SH SOLE 32400 0 0
LEXMARK INTL GROUP INC CL A COMMON STK 529771107 266 3300 SH SOLE 3300 0 0
LIFEPOINT HOSPITALS INC COMMON STK 53219L109 1 73 SH SOLE 73 0 0
LILLY (ELI) & COMPANY COMMON STK 532457108 1521 23700 SH SOLE 23700 0 0
LINCOLN NATIONAL CORPORATION COMMON STK 534187109 105 2800 SH SOLE 2800 0 0
LIZ CLAIBORNE INC COMMON STK 539320101 189 6100 SH SOLE 6100 0 0
LOCKHEED MARTIN CORPORATION COMMON STK 539830109 258 7900 SH SOLE 7900 0 0
LUCENT TECHNOLOGIES INC COMMON STK 549463107 5514 85000 SH SOLE 85000 0 0
LYONDELL CHEMICAL COMPANY COMMON STK 552078107 147 11000 SH SOLE 11000 0 0
MBNA CORP COMMON STK 55262L100 137 6000 SH SOLE 6000 0 0
MCI WORLDCOM INC COMMON STK 55268B106 3778 52569 SH SOLE 52569 0 0
HCR MANOR CARE INC COMMON STK 564055101 1232 71700 SH SOLE 71700 0 0
MARSH & MCLENNAN COS COMMON STK 571748102 103 1500 SH SOLE 1500 0 0
MAYTAG CORP COMMON STK 578592107 916 27500 SH SOLE 27500 0 0
MCDONALDS CORPORATION COMMON STK 580135101 424 9800 SH SOLE 9800 0 0
MCGRAW-HILL COMPANIES INC (THE COMMON STK 580645109 102 2100 SH SOLE 2100 0 0
MEDIAONE GROUP INC. COMMON STK 58440J104 1042 15260 SH SOLE 15260 0 0
MEDIAONE GROUP INC. COMMON STK 58440J104 1708 25000 SH SOLE 0 0 25000
MEDIAONE GROUP INC 4.500% SER PREFER STK 58440J203 5876 43525 SH SOLE 0 0 43525
MEDITRUST COMPANIES-PAIRED-SHA COMMON STK 58501T306 213 25000 SH SOLE 25000 0 0
MEDTRONIC INC COMMON STK 585055106 2141 60200 SH SOLE 60200 0 0
MELLON FINANCIAL COMPANY COMMON STK 58551A108 185 5500 SH SOLE 5500 0 0
MERCANTILE BANKSHARES CORP COMMON STK 587405101 183 5900 SH SOLE 5900 0 0
MERCK & CO INC COMMON STK 589331107 5626 86800 SH SOLE 86800 0 0
MERCK & CO INC COMMON STK 589331107 5917 91300 SH SOLE 0 0 91300
MERCURY GENERAL CORP COMMON STK 589400100 493 17900 SH SOLE 17900 0 0
MERCURY GENERAL CORP COMMON STK 589400100 209 7600 SH SOLE 0 0 7600
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