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<PAGE>
<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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: Conning Asset Management Company
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Address: 700 Market St.
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St. Louis, Missouri 63101
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Form 13F File Number: 28-4332
----
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: Jill Kacich
---------------------------------------------
Title: Compliance Manager
---------------------------------------------
Phone: (314) 444-4306
---------------------------------------------
Signature, Place, and Date of Signing:
/s/ Jill Kacich St. Louis, Missouri 5/14/99
- ------------------------ ------------------------- ----------------
[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).)
<PAGE>
<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 733
Form 13F Information Table Value Total: $ 1,914,771
<PAGE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F Holdings as of 03/31/1999
(SEC USE ONLY)
Page____ of ____ Name of Reporting Manager Conning Asset Management Company
------------------------------------
| Item 6: Item 8: Voting
Item 1: Item 2: Item 3: Item 4: Item 5: Investment Discretion Item 7: Authority (Shares)
--------------------- -------------------
Name of Issuer Title CUSIP Fair Shrs of SH/ Put/ (a) (b) (c) Mngrs (a) (b) (c)
of Number Market Prn Amt PRN Call Sole Shared- Shared- See Sole Shared None
Class Value As Other Instr.V
Defined
in
Instr.V
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACM GOVERNMENT INCOME FUND COM 000912105 2,000 237,000 SH X X
AFLAC INC COM 001055102 1,633 30,000 SH X X
AES CORP COM 00130H105 875 23,500 SH X X
AMR CORP COM 001765106 3,851 65,755 SH X X
AT&T CORP COM 001957109 29,316 367,307 SH X X
ABBOTT LABORATORIES COM 002824100 11,788 251,816 SH X X
ACCEPTANCE INSURANCE CO COM 004308102 284 21,028 SH X X
ADOBE SYSTEMS INC COM 00724F101 1,243 21,900 SH X X
ADVANCED COMMUNICATIONS GRP COM 00751B106 59 12,000 SH X X
ADVEST GROUP COM 007566102 326 17,600 SH X X
ADVOCAT INC COM 007586100 24 10,000 SH X X
AEROFLEX COM 007768104 356 24,985 SH X X
AEROQUIP VICKERS INC COM 007869100 395 6,900 SH X X
ADVANCED MICRO DEVICES INC COM 007903107 226 14,600 SH X X
AETNA INC. COM 008117103 1,719 20,706 SH X X
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,120 32,692 SH X X
AIRTOUCH COMMUNICATIONS INC COM 00949T100 7,696 79,648 SH X X
ALBERTSONS INC COM 013104104 1,943 35,766 SH X X
ALCAN ALUMINUM LIMITED COM 013716105 861 33,340 SH X X
ALCOA INCORPORATED COM 013817101 2,106 51,126 SH X X
ALIANT COMMUNICATIONS COM 016090102 1,883 46,000 SH X X
ALLEGHENY TELEDYNE INC COM 017415100 665 35,117 SH X X
ALLERGAN INC COM 018490102 782 8,900 SH X X
ALLIED PRODUCTS CORP COM 019411107 80 26,550 SH X X
ALLIED SIGNAL INC COM 019512102 4,131 83,982 SH X X
ALLSTATE CORP COM 020002101 4,349 117,332 SH X X
ALLTEL CORP COM 020039103 2,601 41,700 SH X X
ALZA CORP COM 022615108 410 10,720 SH X X
AMERADA HESS CORP COM 023551104 630 12,500 SH X X
AMEREN CORP COM 023608102 1,337 36,951 SH X X
AMERICA ONLINE INC COM 02364J104 20,241 138,600 SH X X
AMERICAN BANKNOTE CORP COM 024490104 15 37,200 SH X X
AMERICAN ELECTRIC POWER COM 025537101 1,174 29,592 SH X X
AMERICAN EXPRESS CO COM 025816109 7,722 65,711 SH X X
AMERICAN GENERAL CORP COM 026351106 7,416 105,190 SH X X
AMERICAN HOME PRODUCTS CORP COM 026609107 12,088 185,258 SH X X
AMERICAN INTERNATIONAL GROUP COM 026874107 27,771 230,229 SH X X
AMERICAN MEDIA INC COM 02744L100 225 40,900 SH X X
AMERICAN PRECISION INDUSTRIES COM 029069101 140 14,500 SH X X
AMERICAN STATES WATER CO COM 029899101 679 28,000 SH X X
AMERICAN STORES CO COM 030096101 1,191 36,100 SH X X
AMERON INTERNATIONAL COM 030710107 309 8,700 SH X X
AMERITECH CORPORATION COM 030954101 9,133 157,858 SH X X
AMGEN INC COM 031162100 7,307 97,588 SH X X
AMP INC COM 031897101 1,725 32,146 SH X X
AMPCO-PITTSBURGH CORP COM 032037103 195 19,700 SH X X
AMREP CORP COM 032159105 73 14,200 SH X X
TOTAL 182,090 3,018,894 SH
AMSOUTH BANCORPORATION COM 032165102 769 16,900 SH X X
ANADARKO PETROLEUM CORP COM 032511107 525 13,900 SH X X
ANHEUSER-BUSCH COS INC COM 035229103 5,472 71,834 SH X X
AON CORP COM 037389103 2,881 45,544 SH X X
APACHE COM 037411105 412 15,791 SH X X
APPLE COMPUTER INC COM 037833100 694 19,300 SH X X
APPLIED MAGNETICS CORP COM 038213104 183 43,685 SH X X
APPLIED MATERIALS INC COM 038222105 3,263 52,888 SH X X
AQUARION CO COM 03838W101 997 36,267 SH X X
ARCHER DANIELS MIDLAND CO COM 039483102 1,137 77,420 SH X X
ARMSTRONG WORD INDS INC COM 042476101 280 6,200 SH X X
ARROW FINANCIAL CORP COM 042744102 601 22,067 SH X X
ARTRA GROUP INC COM 043147107 118 12,000 SH X X
ARVIN INDUSTRIES COM 043339100 219 6,500 SH X X
ASCEND COMMUNICATIONS INC COM 043491109 2,419 28,900 SH X X
ASHLAND INC COM 044204105 2,176 53,161 SH X X
ASSOCIATES FIRST CAPITAL A COM 046008108 7,280 161,772 SH X X
ATLANTA SOSNOFF CAPITAL COM 046499109 123 18,200 SH X X
ARCO COM 048825103 5,801 79,440 SH X X
AUTODESK INC COM 052769106 218 5,391 SH X X
AUTOMATIC DATA PROCESSING COM 053015103 4,989 120,592 SH X X
AUTOZONE INC COM 053332102 532 17,500 SH X X
AVERY DENNISON CORP COM 053611109 1,018 17,700 SH X X
AVIALL INC COM 05366B102 618 39,900 SH X X
AVON PRODUCTS INC COM 054303102 1,718 36,500 SH X X
AYDIN CORP COM 054681101 140 10,650 SH X X
BB&T CORP COM 054937107 1,527 42,200 SH X X
BP AMOCO PLC ADR COM 055622104 2,313 22,900 SH X X
BRE PROPERTIES INC COM 05564E106 255 11,290 SH X X
BMC SOFTWARE INC COM 055921100 1,285 34,666 SH X X
BAIRNCO CORP COM 057097107 95 20,100 SH X X
BAKER HUGHES INC COM 057224107 2,405 98,922 SH X X
BALTIMORE GAS & ELECTRIC CO COM 059165100 589 23,200 SH X X
BANGOR HYDRO-ELECTRIC CO COM 060077104 206 16,200 SH X X
BANK OF NEW YORK CO INC COM 064057102 4,614 128,392 SH X X
BANK ONE CORP COM 06423A103 11,630 211,223 SH X X
BANKAMERICA CORP COM 06605F102 23,295 329,841 SH X X
BANKBOSTON CORPORATION COM 06605R106 3,011 69,526 SH X X
BANKER'S TRUST NEW YORK CORP COM 066365107 1,195 13,543 SH X X
BANNER AEROSPACE COM 066525106 273 37,000 SH X X
BARD C R INC COM 067383109 237 4,700 SH X X
BARCLAYS BANK PLC ADR PFD 06738C836 266 10,000 SH X X
BARRICK GOLD CORP COM 067901108 865 50,700 SH X X
BATTLE MOUNTAIN GOLD CO COM 071593107 54 19,700 SH X X
BAUSCH & LOMB INC COM 071707103 676 10,400 SH X X
BAXTER INTERNATIONAL COM 071813109 6,473 98,077 SH X X
BEAR STEARNS COMPANIES INC COM 073902108 826 18,490 SH X X
TOTAL 106,672 2,301,071 SH
BEAZER HOMES USA INC COM 07556Q105 403 19,200 SH X X
BECTON DICKINSON & CO COM 075887109 1,261 32,906 SH X X
BELL ATLANTIC CORP COM 077853109 14,619 282,833 SH X X
BELL INDUSTRIES INC COM 078107109 198 19,112 SH X X
BELLSOUTH CORP COM 079860102 11,279 281,526 SH X X
BRKSHIRE HATHAWAY INC CL B COM 084670207 369 157 SH X X
BERLITZ INTERNATIONAL COM 08520F100 460 20,600 SH X X
BESTFOODS COM 08658U101 2,138 45,492 SH X X
BIOMET INC COM 090613100 723 17,247 SH X X
BLACK & DECKER CORP COM 091797100 881 15,900 SH X X
E.W. BLANCH HOLDINGS COM 093210102 289 5,500 SH X X
H & R BLOCK INC COM 093671105 696 14,700 SH X X
BLUEGREEN CORP COM 096231105 193 39,648 SH X X
BOEING COMPANY COM 097023105 5,934 173,953 SH X X
BOISE CASCADE CORP COM 097383103 354 10,966 SH X X
BOSTON SCIENTIFIC CORP COM 101137107 2,158 53,206 SH X X
BRISTOL-MYERS SQUIBB CO COM 110122108 22,567 351,058 SH X X
BROOKE GROUP LTD COM 112525100 570 36,600 SH X X
BROWN-FORMAN CORP CL B COM 115637209 478 8,300 SH X X
BROWN GROUP INC COM 115657108 595 45,106 SH X X
BROWNING-FERRIS INDUSTRIES INC COM 115885105 929 24,100 SH X X
BRUNSWICK CORP COM 117043109 257 13,500 SH X X
BURLINGTON NORTHERN SANTA FE COM 12189T104 2,446 74,397 SH X X
BURLINGTON RESOURCES INC COM 122014103 1,045 26,166 SH X X
BUSH INDUSTRIES COM 123164105 237 19,250 SH X X
CBS CORPORATION COM 12490K107 3,785 92,478 SH X X
CIGNA CORP COM 125509109 2,513 29,981 SH X X
CKE RESTAURANTS INC COM 12561E105 1,461 73,950 SH X X
CNA FINANCIAL COM 126117100 245 6,300 SH X X
CSG SYSTEMS INTERNATIONAL COM 126349109 2,836 71,900 SH X X
CSX CORP COM 126408103 1,289 33,103 SH X X
CTS CORP COM 126501105 1,703 34,452 SH X X
CVS CORP COM 126650100 2,592 54,570 SH X X
CABLETRON SYSTEMS COM 126920107 124 15,100 SH X X
CALIFORNIA WATER SERVICE GRP COM 130788102 333 13,600 SH X X
CAMPBELL SOUP CO COM 134429109 2,978 73,186 SH X X
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,268 8,400 SH X X
CARDINAL HEALTH INC COM 14149Y108 2,598 39,357 SH X X
CARNIVAL CRUISE LINES CL A COM 143658102 4,142 85,300 SH X X
CAROLINA POWER & LIGHT CO COM 144141108 802 21,200 SH X X
CARR-GOTTSTEIN FOODS COM 14441E107 404 32,800 SH X X
CASCADE NATURAL GAS CORP COM 147339105 297 19,900 SH X X
CASE CORPORATION COM 14743R103 251 9,900 SH X X
CATERPILLAR INC COM 149123101 3,311 72,082 SH X X
CAVALIER HOMES INC COM 149507105 218 22,612 SH X X
CENDANT CORP COM 151313103 1,874 118,972 SH X X
CENTRAL & SOUTH WEST CORP COM 152357109 757 32,284 SH X X
TOTAL 106,860 2,592,849 SH
CENTRAL VERMONT PUB SERV COM 155771108 251 24,900 SH X X
CENTURY TELEPHONE ENTERPRISES COM 156686107 534 7,600 SH X X
CERIDIAN CORP COM 15677T106 607 16,600 SH X X
CHAMPION INTERNATIONAL COM 158525105 583 14,200 SH X X
CHART HOUSE ENTERPRISES COM 160902102 72 15,600 SH X X
CHART INDUSTRIES COM 16115Q100 284 43,225 SH X X
CHASE INDUSTRIES INC COM 161568100 236 31,000 SH X X
CHASE MANHATTAN CORP COM 16161A108 18,609 228,819 SH X X
CHEVRON CORP COM 166751107 9,677 109,349 SH X X
CHIC BY HIS INC COM 167113109 45 19,000 SH X X
CHOCK FULL O NUTS CO COM 170268106 115 20,914 SH X X
CHUBB CORP COM 171232101 1,422 24,286 SH X X
CHYRON CORP COM 171605207 88 52,100 SH X X
CINCINNATI FINANCIAL CORP COM 172062101 790 21,687 SH X X
CINERGY CORP COM 172474108 695 25,277 SH X X
CIRCUIT CITY STORES INC COM 172737108 4,130 53,900 SH X X
CISCO SYSTEMS INC COM 17275R102 31,647 288,853 SH X X
CITIGROUP INC. COM 172967101 29,464 461,279 SH X X
CLARK/BARDES HOLDINGS INC COM 180668105 9,445 555,600 SH X X
CLEAR CHANNEL COMMUNICATIONS COM 184502102 2,153 32,100 SH X X
CLOROX COMPANY COM 189054109 1,831 15,622 SH X X
COACHMEN INDUSTRIES INC COM 189873102 631 30,800 SH X X
COASTAL CORP COM 190441105 983 29,790 SH X X
COASTCAST COM 19057T108 182 18,700 SH X X
COCA COLA COM 191216100 27,978 455,857 SH X X
COCA-COLA ENTERPRISES COM 191219104 1,721 56,900 SH X X
COLE NATIONAL CORP COM 193290103 367 20,100 SH X X
KENNETH COLE PRODUCTIONS-A COM 193294105 720 27,300 SH X X
COLGATE PALMOLIVE COM 194162103 5,640 61,301 SH X X
COLUMBIA ENERGY GROUP COM 197648108 457 8,742 SH X X
COLUMBIA HCA HEALTHCARE CORP COM 197677107 1,756 92,703 SH X X
COMCAST CORP - SPECIAL CL A COM 200300200 5,680 90,256 SH X X
COMERICA INC COM 200340107 1,401 22,444 SH X X
COMMERCE BANCORP INC/NJ COM 200519106 244 5,925 SH X X
COMPAQ COMPUTER CORP COM 204493100 10,625 335,297 SH X X
COMPUTER ASSOCIATES INTL INC COM 204912109 3,059 86,027 SH X X
COMPUTER SCIENCES COM 205363104 1,291 23,392 SH X X
COMPUTER TASK GROUP INC COM 205477102 917 42,900 SH X X
COMPUWARE CORP COM 205638109 1,110 46,500 SH X X
CONAGRA INC COM 205887102 2,969 116,147 SH X X
CONECTIV INC COM 206829103 233 12,000 SH X X
CONSECO INC COM 208464107 1,446 46,822 SH X X
CONSOLIDATED EDISON INC COM 209115104 1,549 34,191 SH X X
CONSOLIDATED NATURAL GAS CO COM 209615103 573 11,771 SH X X
CONSOLIDATED STORES CORPORATION COM 210149100 310 10,225 SH X X
CONTINENTAL AIRLINES COM 210795209 969 26,200 SH X X
CONVERSE INC COM 212540108 97 32,400 SH X X
TOTAL 185,588 3,806,601 SH
COOKER RESTAURANT CORP COM 216284208 73 14,000 SH X X
COOPER COMPANIES INC COM 216648402 403 26,200 SH X X
COOPER INDUSTRIES INC COM 216669101 612 14,364 SH X X
COOPER TIRE & RUBBER COM 216831107 208 11,300 SH X X
CORNING INC COM 219350105 1,938 32,292 SH X X
CORRPRO COMPANIES INC COM 220317101 228 20,000 SH X X
COSTCO COMPANIES INC COM 22160Q102 8,694 94,957 SH X X
COUNTRYWIDE CREDIT COM 222372104 383 10,200 SH X X
CROMPTON & KNOWLES CORP COM 227111101 192 12,200 SH X X
CROSS TIMBERS ROYALTY TRUST COM 22757R109 113 12,400 SH X X
CROWN CORK & SEAL COM 228255105 1,091 38,200 SH X X
CROWN CRAFTS INC COM 228309100 82 16,400 SH X X
CUMMINS ENGINE COM 231021106 203 5,700 SH X X
CYPRUS AMAX MINERALS CO COM 232809103 152 12,532 SH X X
DTE ENERGY CO COM 233331107 873 22,700 SH X X
DVI COM 233343102 210 14,100 SH X X
DALLAS SEMICONDUCTOR CORP COM 235204104 314 8,134 SH X X
DANA CORP COM 235811106 1,308 34,430 SH X X
DANAHER CORPORATION COM 235851102 857 16,401 SH X X
DANIEL INDUSTRIES COM 236235107 392 25,700 SH X X
DARDEN RESTAURANTS COM 237194105 262 12,700 SH X X
DAYTON HUDSON CORP COM 239753106 4,210 63,188 SH X X
DEERE & CO COM 244199105 1,446 37,442 SH X X
DELL COMPUTER CORP COM 247025109 14,475 354,120 SH X X
DELTA AIR LINES INC COM 247361108 1,327 19,092 SH X X
DELUXE CORP COM 248019101 449 15,400 SH X X
DIAMOND OFFSHORE DRILLING INC COM 25271C102 4,125 130,420 SH X X
DILLARD'S INC COM 254067101 284 11,200 SH X X
THE WALT DISNEY COMPANY COM 254687106 12,650 406,437 SH X X
DOLLAR GENERAL COM 256669102 808 23,775 SH X X
DOMINION RESOURCES INC/VA COM 257470104 1,042 28,200 SH X X
R R DONNELLEY & SONS CO COM 257867101 430 13,372 SH X X
DOVER CORP COM 260003108 1,071 32,590 SH X X
DOW CHEMICAL COM 260543103 3,166 33,979 SH X X
DOW JONES & CO COM 260561105 500 10,592 SH X X
DUPONT (E.I.) DE NEMOURS COM 263534109 10,881 187,401 SH X X
DUFF & PHELPS UTILITIES COM 264324104 1,075 100,000 SH X X
DUFF & PHELPS CREDIT RATING COM 26432F109 629 12,000 SH X X
DUKE ENERGY CORP COM 264399106 4,102 74,999 SH X X
DUN & BRADSTREET CORP (NEW) COM 26483B106 1,107 31,063 SH X X
DYCOM INDUSTRIES INC COM 267475101 1,253 28,800 SH X X
DYERSBURG CORP COM 267575108 42 27,200 SH X X
ECC INTERNATIONAL COM 268255106 30 10,725 SH X X
E4L INC COM 268452109 246 29,100 SH X X
EMC CORP/MASS COM 268648102 11,649 91,184 SH X X
ESCO ELECTRONICS CORP COM 269030201 203 22,500 SH X X
E'TOWN CORPORATION COM 269242103 331 8,200 SH X X
TOTAL 96,115 2,257,889 SH
E*TRADE GROUP INC COM 269246104 566 9,700 SH X X
EARTHGRAIN COMPANY COM 270319106 214 9,634 SH X X
EASTMAN CHEMICAL COM 277432100 492 11,704 SH X X
EASTMAN KODAK CO COM 277461109 4,404 68,945 SH X X
EATON CORP COM 278058102 771 10,782 SH X X
ECOLAB, INC COM 278865100 2,031 57,200 SH X X
EDISON INTERNATIONAL COM 281020107 1,239 55,687 SH X X
EDO CORP COM 281347104 70 10,700 SH X X
EKCO GROUP INC COM 282636109 108 31,900 SH X X
EL PASO ENERGY CORP COM 283905107 272 8,334 SH X X
ELCOR CORP COM 284443108 962 27,350 SH X X
ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,647 74,900 SH X X
EMERSON ELECTRIC CO COM 291011104 3,752 70,886 SH X X
ENGELHARD CORP COM 292845104 221 13,050 SH X X
ENHANCE FINANCIAL SVCS GROUP COM 293310108 207 9,064 SH X X
ENRON CORP COM 293561106 3,392 52,791 SH X X
ENTERGY CORP COM 29364G103 1,028 37,386 SH X X
EQUIFAX INC COM 294429105 811 23,590 SH X X
EQUITABLE COMPANIES INC COM 29444G107 3,450 49,288 SH X X
ESTERLINE TECHNOLOGIES CORP COM 297425100 356 27,500 SH X X
ETHAN ALLEN INTERIORS COM 297602104 240 5,771 SH X X
EXPEDITORS INTERNATIONAL WASH INC COM 302130109 262 4,859 SH X X
EXPRESS SCRIPTS INC-CL A COM 302182100 410 4,770 SH X X
EXXON CORP COM 302290101 26,527 375,932 SH X X
FPL GROUP INC COM 302571104 3,287 61,724 SH X X
FAIRCHILD CORP COM 303698104 280 27,500 SH X X
FAMILY DOLLAR STORES COM 307000109 1,857 80,750 SH X X
FDX HOLDING CORP COM 31304N107 3,580 38,540 SH X X
FHLMC COM 313400301 9,188 160,798 SH X X
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 12,262 177,066 SH X X
FEDERATED DEPARTMENT STORES COM 31410H101 1,133 28,244 SH X X
FIDELITY NATIONAL FINL INC COM 316326107 631 42,093 SH X X
FIFTH THIRD BANC COM 316773100 2,448 37,130 SH X X
FIRST DATA CORP COM 319963104 3,360 78,586 SH X X
FIRST REPUBLIC BANK COM 336158100 380 15,760 SH X X
FIRST UNION CORP (NC) COM 337358105 9,021 168,808 SH X X
FIRSTAR CORPORATION COM 33763V109 3,356 37,500 SH X X
FIRSTFED FINANCIAL COM 337907109 699 43,500 SH X X
FIRSTENERGY CORP COM 337932107 908 32,487 SH X X
FLEET FINANCIAL GROUP INC COM 338915101 4,731 125,730 SH X X
FLUOR CORP COM 343861100 370 13,700 SH X X
FOODMAKER INC COM 344839204 2,101 82,406 SH X X
FORD MOTOR COMPANY COM 345370100 12,114 213,512 SH X X
FORT JAMES CORPORATION COM 347471104 1,185 37,385 SH X X
FORTUNE BRANDS INC COM 349631101 905 23,401 SH X X
FOSTER WHEELER CORP COM 350244109 671 55,300 SH X X
FRANKLIN RESOURCES INC COM 354613101 979 34,800 SH X X
TOTAL 130,875 2,668,442 SH
FREEPORT MCMORAN PFD 35671D501 352 14,000 SH X X
FREEPORT MCMORAN COM 35671D857 203 18,700 SH X X
FRONTIER CORP COM 35906P105 1,421 27,400 SH X X
FRONTIER OIL CORP COM 35914P105 265 52,900 SH X X
FURON CO COM 361106107 452 35,800 SH X X
GATX CORP COM 361448103 1,087 33,000 SH X X
GRC INTERNATIONAL COM 361922107 116 17,500 SH X X
GPU INC COM 36225X100 683 18,300 SH X X
GTE CORP COM 362320103 10,056 166,220 SH X X
GALEY & LORD INC COM 36352K103 100 22,600 SH X X
GANNETT CO INC COM 364730101 2,228 35,370 SH X X
GAP INC COM 364760108 5,298 78,706 SH X X
GATEWAY 2000 INC COM 367833100 1,628 23,750 SH X X
GENERAL DYNAMICS CORP COM 369550108 1,047 16,300 SH X X
GENERAL ELECTRIC CO COM 369604103 59,813 540,678 SH X X
GENERAL INSTRUMENT CORP COM 370120107 903 29,800 SH X X
GENERAL MILLS INC COM 370334104 1,821 24,095 SH X X
GENERAL MOTORS CORP COM 370442105 9,737 112,042 SH X X
GENESCO INC COM 371532102 463 50,000 SH X X
GENRAD INC COM 372447102 568 39,500 SH X X
GENUINE PARTS CO COM 372460105 796 27,625 SH X X
GEORGIA-PACIFIC CORP COM 373298108 980 13,200 SH X X
GETTY REALTY CORP COM 374297109 334 26,700 SH X X
GIANT INDUSTRIES COM 374508109 199 23,200 SH X X
GILLETTE COMPANY COM 375766102 9,827 165,335 SH X X
GLAMIS GOLD LTD COM 376775102 14 10,400 SH X X
GLEASON CORP COM 377339106 374 22,100 SH X X
GLENBOROUGH REALTY TRUST COM 37803P105 425 25,000 SH X X
GOLDEN WEST FINANCIAL COM 381317106 747 7,822 SH X X
B F GOODRICH COM 382388106 305 8,900 SH X X
GOODYEAR TIRE & RUBBER CO COM 382550101 1,630 32,718 SH X X
GOTTSCHALKS INC COM 383485109 95 13,800 SH X X
GRAHAM FIELD HEALTH PRODUCTS COM 384632105 46 25,230 SH X X
W W GRAINGER INC COM 384802104 495 11,506 SH X X
GREAT LAKES CHEMICAL COM 390568103 386 10,492 SH X X
GREEN MOUNTAIN POWER CORP COM 393154109 113 11,700 SH X X
GRUBB & ELLIS CO COM 400095204 110 16,600 SH X X
GUIDANT CORP COM 401698105 2,468 40,800 SH X X
HCR MANOR CARE COM 404134108 208 9,100 SH X X
HS RESOURCES INC COM 404297103 230 26,300 SH X X
HALLIBURTON CO COM 406216101 4,885 126,892 SH X X
JOHN Q HAMMONS HOTELS COM 408623106 45 12,300 SH X X
HARCOURT GENERAL INC COM 41163G101 534 12,058 SH X X
HARRIS CORP COM 413875105 276 9,644 SH X X
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 2,166 38,128 SH X X
HASBRO INC COM 418056107 768 26,550 SH X X
HAWAIIAN ELECTRIC COM 419870100 677 19,300 SH X X
TOTAL 127,375 2,130,061 SH
HEALTHSOUTH CORP COM 421924101 615 59,253 SH X X
HEINZ (H.J.) CO COM 423074103 3,634 76,717 SH X X
HERCULES INC COM 427056106 289 11,444 SH X X
HERSHEY FOODS CORP COM 427866108 1,981 35,363 SH X X
HERTZ CORP COM 428040109 1,257 23,500 SH X X
HEWLETT-PACKARD CO COM 428236103 10,109 149,068 SH X X
HEXCEL CORP COM 428291108 106 15,017 SH X X
HILB. ROGAL & HAMILTON CO COM 431294107 532 31,400 SH X X
HILTON HOTELS CORP COM 432848109 570 40,500 SH X X
HOME DEPOT COM 437076102 13,200 212,054 SH X X
HOMESTAKE MINING CO COM 437614100 223 25,869 SH X X
HONEYWELL INC COM 438506107 3,363 44,363 SH X X
HORMEL FOODS CORP COM 440452100 356 10,000 SH X X
HOUSEHOLD INTERNATIONAL INC COM 441815107 3,021 66,206 SH X X
HUGHES SUPPLY INC COM 444482103 469 20,597 SH X X
HUMANA INC COM 444859102 326 18,900 SH X X
HUNTCO INC COM 445661101 26 10,300 SH X X
HUNTINGTON BANCSHARES COM 446150104 907 29,318 SH X X
IDEC PHARMACEUTICALS CORP COM 449370105 324 6,300 SH X X
IMS HEALTH INC COM 449934108 1,557 47,000 SH X X
ITT EDUCATIONAL SERVICES INC COM 45068B109 2,113 56,250 SH X X
ITT INDUSTRIES INC COM 450911102 600 16,966 SH X X
IDEX CORP COM 45167R104 566 24,000 SH X X
IKON OFFICE SOLUTIONS INC COM 451713101 179 14,000 SH X X
ILLINOIS TOOL WORKS INC COM 452308109 4,083 65,981 SH X X
IMMUNEX CORP COM 452528102 1,998 24,000 SH X X
INCO LTD COM 453258402 226 17,000 SH X X
INGERSOLL-RAND CO COM 456866102 1,253 25,245 SH X X
INGLES MARKETS INC CLASS A COM 457030104 1,036 90,090 SH X X
INPUT/OUTPUT INC COM 457652105 663 105,006 SH X X
INSTEEL INDUSTRIES COM 45774W108 101 18,000 SH X X
INTEL CORP COM 458140100 32,476 272,689 SH X X
INTELLICALL INC COM 45815C103 31 13,515 SH X X
INTERNATIONAL ALUMINUM CORP COM 458884103 231 9,300 SH X X
INTL BUSINESS MACHINES CORP COM 459200101 31,753 179,144 SH X X
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 1,360 36,194 SH X X
INTERNATIONAL PAPER COM 460146103 2,739 64,931 SH X X
INTERNATIONAL SHIPHOLDING COM 460321201 173 13,825 SH X X
INTERPUBLIC GROUP CO COM 460690100 1,548 19,879 SH X X
INTERSTATE/JOHNSON LANE COM 460892102 420 13,400 SH X X
INTERTAN INC COM 461120107 201 20,600 SH X X
IT GROUP INC COM 465266104 236 18,321 SH X X
JACKPOT ENTERPRISES COM 466392107 147 19,019 SH X X
JEFFERSON PILOT COM 475070108 1,091 16,100 SH X X
JO-ANN STORES, INC-CL A COM 47758P109 276 20,100 SH X X
JOHNSON & JOHNSON COM 478160104 18,151 193,778 SH X X
JOHNSON CONTROLS INC COM 478366107 749 12,000 SH X X
TOTAL 147,264 2,312,502 SH
JOHNSON INDUSTRIES INC COM 479368102 44 20,500 SH X X
JOSTENS INC COM 481088102 215 10,100 SH X X
KLA-TENCOR CORP COM 482480100 527 10,844 SH X X
K MART CORP COM 482584109 1,195 71,054 SH X X
KANEB SERVICES COM 484170105 262 64,400 SH X X
KATY INDS INC COM 486026107 246 18,900 SH X X
KELLOGG CO COM 487836108 2,913 86,146 SH X X
KERR-MCGEE CORP COM 492386107 783 23,852 SH X X
KEYCORP COM 493267108 3,097 102,156 SH X X
KEYSTONE CONSOLIDATED INDUSTRIES COM 493422109 63 11,500 SH X X
KIMBERLY CLARK CORP COM 494368103 5,112 106,633 SH X X
KING WORLD PRODUCTIONS COM 495667107 241 7,900 SH X X
KNIGHT RIDDER INC COM 499040103 520 10,400 SH X X
KOHL'S CORP (WISCONSIN) COM 500255104 1,538 21,700 SH X X
KOLLMORGEN CORP COM 500440102 248 19,800 SH X X
PHILIPS ELECTRONICS COM 500472105 1,599 19,400 SH X X
KROGER CO COM 501044101 2,132 35,600 SH X X
LASMO PLC SERIES A PFD 501730303 895 40,000 SH X X
LG&E ENERGY CORP COM 501917108 452 21,710 SH X X
LSB INDUSTRIES INC COM 502160104 40 13,800 SH X X
LSI LOGIC CORP COM 502161102 421 13,500 SH X X
LAIDLAW INC COM 50730K503 201 34,600 SH X X
LAMSON & SESSIONS CO COM 513696104 89 18,000 SH X X
LEHMAN BROTHERS HOLDING INC COM 524908100 968 16,200 SH X X
LENNAR CORP COM 526057104 687 30,705 SH X X
LEXINGTON CORPORATE PPTYS TR COM 529043101 612 55,000 SH X X
LEXMARK INTERNATIONAL GROUP COM 529771107 224 2,000 SH X X
ELI LILLY & CO COM 532457108 15,293 180,185 SH X X
LIMITED INC COM 532716107 1,327 33,486 SH X X
LINCOLN NATIONAL CORP COM 534187109 1,746 17,663 SH X X
LIZ CLAIBORNE INC COM 539320101 401 12,300 SH X X
LOCKHEED MARTIN CORPORATION COM 539830109 2,161 57,340 SH X X
LOEWS CORP COM 540424108 1,219 16,340 SH X X
LOUISIANA PACIFIC CORP COM 546347105 343 18,428 SH X X
LOWES COMPANIES INC COM 548661107 2,908 48,062 SH X X
LUCENT TECHNOLOGIES COM 549463107 22,538 209,134 SH X X
MBIA INC COM 55262C100 679 11,700 SH X X
MBNA CORP COM 55262L100 4,352 182,297 SH X X
MDC HOLDINGS INC COM 552676108 579 40,300 SH X X
MCI WORLDCOM INC COM 55268B106 30,486 344,235 SH X X
MFS CHARTER INCOME TRUST COM 552727109 189 20,000 SH X X
MGIC INVESTMENT CORP COM 552848103 473 13,500 SH X X
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 327 18,400 SH X X
MMI COMPANIES INC. COM 553087107 283 18,383 SH X X
MARSH & MCLENNAN COS INC COM 571748102 3,828 51,592 SH X X
MARRIOTT INTERNATIONAL CL A COM 571903202 1,189 35,368 SH X X
MASCO CORP COM 574599106 1,257 44,484 SH X X
TOTAL 116,898 2,259,596 SH
MATLACK SYSTEMS INC COM 576901102 95 16,900 SH X X
MATTEL INC COM 577081102 1,141 45,873 SH X X
MAY DEPARTMENT STORES CO COM 577778103 4,508 115,215 SH X X
MAXXIM MEDICAL INC COM 57777G105 332 17,600 SH X X
MAYTAG CORP COM 578592107 670 11,100 SH X X
MCDONALDS CORP COM 580135101 9,314 205,556 SH X X
MCGRAW-HILL COMPANIES COM 580645109 3,286 60,300 SH X X
MCKESSON HBOC INC COM 58155Q103 3,411 51,680 SH X X
MEAD CORP COM 582834107 394 12,800 SH X X
MEDALLION FINANCIAL COM 583928106 377 25,000 SH X X
MEDIAONE GROUP INC COM 58440J104 6,453 101,645 SH X X
MEDIMMUNE INC COM 584699102 214 3,618 SH X X
MEDTRONIC INC COM 585055106 6,156 85,786 SH X X
MELLON BANK CORP COM 585509102 3,849 54,692 SH X X
MERCANTILE BANCORPORATION INC COM 587342106 1,151 24,240 SH X X
MERCK & CO INC COM 589331107 33,993 423,958 SH X X
MERRILL LYNCH & CO COM 590188108 5,864 66,290 SH X X
MESTEK INC COM 590829107 353 18,600 SH X X
METHANEX CORP COM 59151K108 81 25,000 SH X X
FRED MEYER INC COM 592907109 1,348 22,900 SH X X
MICROSOFT CORP COM 594918104 63,441 707,848 SH X X
MICRON TECHNOLOGY INC COM 595112103 1,645 34,087 SH X X
MIDAS INC COM 595626102 427 12,800 SH X X
MILACRON INC COM 598709103 444 28,200 SH X X
MINNESOTA MINING & MFG CO COM 604059105 5,777 81,657 SH X X
MIRAGE RESORTS INC COM 60462E104 504 23,700 SH X X
MOBIL CORP COM 607059102 12,899 146,575 SH X X
MOLECULAR BIOSYSTEMS COM 608513107 63 23,300 SH X X
MONSANTO CO COM 611662107 6,180 134,532 SH X X
MOORE CORP LIMITED COM 615785102 154 15,600 SH X X
J P MORGAN & CO INC COM 616880100 3,861 31,295 SH X X
MORGAN PRODUCTS COM 617439104 44 12,300 SH X X
MORGAN STANLEY,DEAN WITTER & CO COM 617446448 8,077 80,819 SH X X
MORTON INTERNATIONAL INC COM 619335102 541 14,725 SH X X
MORTONS RESTAURANT GROUP COM 619429103 208 13,400 SH X X
MOTOROLA INC COM 620076109 7,016 95,782 SH X X
NS GROUP INC COM 628916108 149 26,800 SH X X
NIPSCO INDUSTRIES INC COM 629140104 389 14,414 SH X X
NUI CORP COM 629430109 410 19,000 SH X X
NASHUA CORP COM 631226107 160 13,900 SH X X
NATIONAL CITY CORP COM 635405103 2,867 43,194 SH X X
NATIONAL DISCOUNT BROKERS GROUP COM 635646102 740 26,300 SH X X
NATIONAL SEMICONDUCTOR CORP COM 637640103 121 13,000 SH X X
NAVISTAR INTERNATIONAL COM 63934E108 326 8,100 SH X X
NEW CENTURY ENERGIES INC COM 64352U103 777 22,800 SH X X
NEW PLAN EXCEL REALITY TRUST COM 648053106 288 15,000 SH X X
NEW YORK TIMES CO COM 650111107 687 24,090 SH X X
TOTAL 201,182 3,071,971 SH
NEWMONT MINING CORP COM 651639106 462 26,376 SH X X
NEXTEL COMMUNIATIONS INC-A COM 65332V103 1,607 43,890 SH X X
NIKE INC CLASS B COM 654106103 3,491 60,521 SH X X
NORD RESOURCES CORP COM 655555100 18 29,100 SH X X
NORDSTROM INC COM 655664100 773 18,900 SH X X
NORFOLK SOUTHERN CORP COM 655844108 1,412 53,538 SH X X
NORTEK COM 656559101 658 26,600 SH X X
NORTH CAROLINA NATURAL GAS COM 658221106 600 19,750 SH X X
NORTHERN STATES POWER COM 665772109 366 15,800 SH X X
NORTHERN TELECOM LTD COM 665815106 5,810 93,529 SH X X
NORTHERN TRUST CORPORATION COM 665859104 1,377 15,500 SH X X
NORTHROP CORP COM 666807102 503 8,400 SH X X
NOVELL INC COM 670006105 1,002 39,800 SH X X
NUCOR CORP COM 670346105 582 13,200 SH X X
OEC MEDICAL SYSTEMS COM 670828102 600 26,100 SH X X
OIL-DRI CORP COM 677864100 211 14,500 SH X X
OMNICOM GROUP COM 681919106 1,895 23,700 SH X X
ONEIDA LTD COM 682505102 590 34,719 SH X X
ORACLE CORPORATION COM 68389X105 9,182 348,150 SH X X
ORANGE CO COM 684177108 105 19,700 SH X X
ORIENTAL FINANCIAL GROUP COM 68618W100 768 27,500 SH X X
O'SULLIVAN CORP COM 688605104 289 35,000 SH X X
O'SULLIVAN INDUSTRIES COM 688609106 477 34,500 SH X X
OWENS-ILLINOIS INC COM 690768403 582 23,290 SH X X
PECO ENERGY CO COM 693304107 1,762 38,100 SH X X
PG&E CORP COM 69331C108 1,739 56,000 SH X X
PNC FINANCIAL CORP COM 693475105 2,573 46,301 SH X X
PPL RESOURCES INC COM 693499105 440 17,784 SH X X
PPG INDUSTRIES INC COM 693506107 1,292 25,200 SH X X
PS GROUP HOLDINGS INC COM 693622102 102 12,500 SH X X
PACCAR INC COM 693718108 467 11,348 SH X X
PACIFICORP COM 695114108 728 42,184 SH X X
PALL CORP COM 696429307 334 20,184 SH X X
PAR TECHNOLOGY COM 698884103 78 14,900 SH X X
PARAMETRIC TECHNOLOGY CORP COM 699173100 677 34,284 SH X X
PARKER HANNIFIN CORP COM 701094104 551 16,088 SH X X
PAYCHEX INC COM 704326107 996 21,000 SH X X
J. C. PENNEY CO COM 708160106 1,535 37,892 SH X X
PEOPLES ENERGY CORP COM 711030106 236 7,300 SH X X
PEOPLESOFT INC COM 712713106 426 29,100 SH X X
PEPSICO INC COM 713448108 13,216 337,252 SH X X
PERKIN-ELMER CORP COM 714041100 776 8,000 SH X X
PHARMACIA & UPJOHN INC COM 716941109 4,637 74,344 SH X X
PFIZER INCORPORATED COM 717081103 28,859 207,995 SH X X
PHARMACEUTICAL RESOURCES COM 717125108 206 28,400 SH X X
PHELPS DODGE CORP COM 717265102 389 7,900 SH X X
PHILIP MORRIS COMPANIES INC COM 718154107 17,645 501,473 SH X X
TOTAL 113,026 2,647,592 SH
PHILLIPS PETROLEUM CO COM 718507106 1,672 35,392 SH X X
PICCADILLY CAFETERIAS INC COM 719567109 236 22,200 SH X X
PILLOWTEX CORP COM 721501104 344 24,218 SH X X
PIONEER HI-BRED INTERNATIONAL COM 723686101 1,112 29,566 SH X X
PITNEY BOWES INC COM 724479100 2,699 42,344 SH X X
PITTSTON MINERALS GROUP COM 725701205 26 16,300 SH X X
PLACER DOME INC COM 725906101 300 26,800 SH X X
PLANTRONICS INC COM 727493108 274 4,380 SH X X
PLAYBOY ENTERPRISES COM 728117201 203 10,100 SH X X
PLAYBOY ENTERPRISES 'B' COM 728117300 927 41,200 SH X X
POLO RALPH LAUREN CORP COM 731572103 457 23,000 SH X X
PRAXAIR COM 74005P104 2,052 56,900 SH X X
PREFERRED INCOME MGMT FUND COM 74037Q104 240 20,000 SH X X
PRIMEDIA INC COM 74157K101 259 18,500 SH X X
PROCTOR & GAMBLE CO COM 742718109 19,899 203,182 SH X X
PROGRESSIVE CORP COM 743315103 1,481 10,322 SH X X
PROVIDENT COMPANIES INC COM 743862104 543 15,700 SH X X
PROVIDIAN FINANCIAL CORP COM 74406A102 6,166 56,050 SH X X
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 1,863 48,793 SH X X
PUBLICARD INC COM 744627100 209 22,600 SH X X
PUERTO RICAN CEMENT CO. INC. COM 745075101 394 12,300 SH X X
QMS INC COM 74726G102 54 20,700 SH X X
QUAKER OATS CO COM 747402105 1,032 16,500 SH X X
QUANTUM CORP COM 747906105 2,309 128,300 SH X X
R & B FALCON CORP COM 74912E101 316 35,925 SH X X
RLI CORP COM 749607107 577 19,737 SH X X
RJR NABISCO HOLDINGS CORP COM 74960K876 1,263 50,500 SH X X
RPC ENERGY SERVICES INC COM 749660106 355 55,100 SH X X
RTI INTERNATIONAL METALS COM 74973W107 303 32,300 SH X X
RALSTON-RALSTON PURINA GROUP COM 751277302 1,283 48,088 SH X X
RANGE RESOURCES CORP COM 75281A109 72 20,540 SH X X
RAYCHEM CORP COM 754603108 282 12,500 SH X X
RAYTHEON CO COM 755111408 2,690 45,892 SH X X
REGIONS FINANCIAL CORP COM 758940100 956 27,601 SH X X
RELIANCE STEEL & ALUMINUM COM 759509102 1,014 35,200 SH X X
RELIANT ENERGY INC COM 75952J108 1,486 57,006 SH X X
REPUBLIC GROUP INC COM 760473108 388 25,729 SH X X
REPUBLIC NEW YORK CORP COM 760719104 563 12,200 SH X X
REX STORES CORP. COM 761624105 215 18,600 SH X X
REYNOLDS METALS CO COM 761763101 478 9,900 SH X X
RITE AID CORP COM 767754104 1,082 43,290 SH X X
ROADWAY EXPRESS INC COM 769742107 171 10,000 SH X X
ROBERTSON CECO CORP COM 770539203 241 33,300 SH X X
ROCKWELL INTERNATIONAL CORP COM 773903109 1,279 30,142 SH X X
ROHM & HAAS CO COM 775371107 856 25,500 SH X X
ROWE FURNITURE CORP COM 779528108 290 29,000 SH X X
ROYAL APPLIANCE MFG CO COM 780076105 186 49,700 SH X X
TOTAL 61,099 1,633,097 SH
ROYAL DUTCH PETROLEUM CO COM 780257804 16,512 317,532 SH X X
RYDER SYSTEM INC COM 783549108 354 12,800 SH X X
SBC COMMUNICATIONS INC COM 78387G103 13,373 283,746 SH X X
SL INDUSTRIES INC COM 784413106 152 12,908 SH X X
SLM HOLDING CORP COM 78442A109 2,327 55,740 SH X X
SPS TECHNOLOGIES INC COM 784626103 955 24,335 SH X X
S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,209 25,000 SH X X
SAFECO CORP COM 786429100 776 19,192 SH X X
SAFEWAY INC COM 786514208 3,535 68,900 SH X X
ST JOSEPH LIGHT & POWER COM 790654107 347 17,000 SH X X
ST PAUL COS COM 792860108 1,058 34,072 SH X X
SALANT CORP COM 793897109 4 27,400 SH X X
SANMINA CORP COM 800907107 216 3,394 SH X X
SARA LEE CORP COM 803111103 4,316 174,368 SH X X
SCANA CORPORATION COM 805898103 347 16,000 SH X X
SCHERING-PLOUGH CORP COM 806605101 11,888 214,954 SH X X
SCHLUMBERGER LTD COM 806857108 5,485 91,138 SH X X
SCHWAB (CHARLES) CORP COM 808513105 5,305 55,185 SH X X
SCOTSMAN INDUSTRIES COM 809340102 296 17,200 SH X X
SEA CONTAINERS LTD - CLASS A COM 811371707 672 23,270 SH X X
SEAGATE TECHNOLOGY INC COM 811804103 996 33,700 SH X X
SEAGRAM CO LTD COM 811850106 2,759 55,188 SH X X
SEALED AIR CORPORATION COM 81211K100 554 11,258 SH X X
SEARS COM 812387108 3,759 83,188 SH X X
SEMPRA ENERGY COM 816851109 610 31,783 SH X X
SEQUA CORP COM 817320203 515 7,600 SH X X
SERVICE CORP INTERNATIONAL COM 817565104 637 44,691 SH X X
SHELBY WILLIAMS COM 822135109 177 18,500 SH X X
SHERWIN-WILLIAMS CO COM 824348106 894 31,788 SH X X
SIERRA PACIFIC RESOURCES COM 826425100 221 6,271 SH X X
SIGMA-ALDRICH COM 826552101 290 9,900 SH X X
SILICON GRAPHICS INC COM 827056102 320 19,200 SH X X
SITEL CORP COM 82980K107 251 105,500 SH X X
SIZZLER INTERNATIONAL INC COM 830139101 101 54,100 SH X X
SMITH (A.O.) CORP COM 831865209 371 19,502 SH X X
SNAP ON INC COM 833034101 264 9,100 SH X X
SOLECTRON CORP COM 834182107 1,515 31,200 SH X X
SONAT INC COM 835415100 435 14,492 SH X X
SOUTHERN CO COM 842587107 2,713 116,378 SH X X
SOUTHTRUST CORP COM 844730101 728 19,500 SH X X
SOUTHWEST AIRLINES COM 844741108 1,753 57,963 SH X X
SPARTECH CORP COM 847220209 375 18,200 SH X X
SPARTON COM 847235108 82 14,200 SH X X
SPORT SUPPLY GROUP INC COM 848915104 112 13,800 SH X X
SPRINT CORP (FON GROUP) COM 852061100 12,794 130,387 SH X X
SPRINT CORP (PCS GROUP) COM 852061506 2,998 67,668 SH X X
STANDARD COMMERCIAL CORP COM 853258101 88 18,444 SH X X
TOTAL 107,439 2,537,634 SH
STANLEY WORKS COM 854616109 368 14,344 SH X X
STAPLES INC COM 855030102 2,050 62,350 SH X X
STARRETT LS COM 855668109 400 14,800 SH X X
STATE STREET CORP COM 857477103 3,190 38,794 SH X X
STERLING BANCORP COM 859158107 262 13,400 SH X X
STEWART INFO SERVICES COM 860372101 453 13,500 SH X X
STIFEL FINANCIAL COM 860630102 92 10,264 SH X X
SUMMIT BANCORP COM 866005101 1,160 29,750 SH X X
SUN MICROSYSTEMS INC COM 866810104 6,920 55,388 SH X X
SUNOCO INC COM 86764P109 677 18,766 SH X X
SUNTRUST BANKS INC COM 867914103 2,861 45,967 SH X X
SUPERVALU INC COM 868536103 344 16,700 SH X X
SWIFT ENERGY CO COM 870738101 127 15,077 SH X X
SYMS CORP COM 871551107 270 36,300 SH X X
SYNOVUS FINANCIAL CORP COM 87161C105 746 36,500 SH X X
SYSCO CORP COM 871829107 1,176 44,684 SH X X
TCBY ENTERPRISES INC COM 872245105 322 53,700 SH X X
TCW CONVERTIBLE SECR FD INC COM 872340104 1,975 200,000 SH X X
TJX COMPANIES INC COM 872540109 8,967 263,732 SH X X
TNP ENTERPRISE INC COM 872594106 670 23,300 SH X X
TRW INC COM 872649108 983 21,594 SH X X
TANDY CORP COM 875382103 813 12,744 SH X X
TANDYCRAFTS INC COM 875386104 41 18,800 SH X X
TECH-SYM COM 878308105 256 12,300 SH X X
TELEBANC FINANCIAL CORPORATION COM 87925R109 12,800 160,500 SH X X
TELLABS INC COM 879664100 2,845 29,103 SH X X
TEMPLE INLAND INC COM 879868107 377 6,000 SH X X
TENET HEALTHCARE COM 88033G100 848 44,788 SH X X
TENNECO INC COM 88037E101 758 27,144 SH X X
TEREX CORP COM 880779103 526 21,800 SH X X
TESORO PETROLEUM CORP COM 881609101 660 60,000 SH X X
TEXACO INC COM 881694103 4,885 86,083 SH X X
TEXAS INSTRUMENTS INC COM 882508104 10,128 102,047 SH X X
TEXAS UTILITIES CO (HLDG) COM 882848104 2,964 70,855 SH X X
TEXFI INDUSTRIES COM 882895105 3 15,900 SH X X
TEXTRON INC COM 883203101 3,284 42,442 SH X X
THERMO ELECTRON COM 883556102 259 19,100 SH X X
THOMAS & BETTS CORP COM 884315102 240 6,400 SH X X
THOMAS INDUSTRIES INC COM 884425109 613 32,700 SH X X
3COM CORP COM 885535104 1,159 49,722 SH X X
TIME WARNER INC COM 887315109 12,278 172,824 SH X X
TIMES MIRROR CO COM 887364107 460 8,500 SH X X
TODD SHIPYARDS CORP COM 889039103 57 14,300 SH X X
TOKHEIM CORP COM 889073102 128 16,200 SH X X
TOLL BROTHERS INC COM 889478103 487 26,894 SH X X
TORCHMARK CORP COM 891027104 414 13,100 SH X X
TOTAL RENAL CARE HOLDINGS COM 89151A107 1,066 96,950 SH X X
TOTAL 92,364 2,196,106 SH
TOYS 'R' US COM 892335100 529 28,137 SH X X
TRANSAMERICA CORP COM 893485102 1,219 17,162 SH X X
TRANSCANADA PIPELINES LTD COM 893526103 233 18,200 SH X X
TRANSTECHNOLOGY CORP COM 893889105 180 10,900 SH X X
TREDEGAR INDUSTRIES INC COM 894650100 271 8,772 SH X X
TREMONT CORP COM 894745207 271 15,400 SH X X
TRICON GLOBAL RESTAURANTS COM 895953107 1,851 26,350 SH X X
TRIBUNE CO COM 896047107 1,078 16,479 SH X X
TULTEX CORP COM 899900104 36 57,400 SH X X
TYCO INTERNATIONAL LTD NEW COM 902124106 6,416 89,423 SH X X
TYLER CORP COM 902184100 169 38,600 SH X X
UICI COM 902737105 675 30,000 SH X X
USX-MARATHON GROUP COM 902905827 1,310 47,644 SH X X
UST INC COM 902911106 695 26,600 SH X X
US BANCORP COM 902973106 3,550 104,234 SH X X
UNUM CORP COM 903192102 1,037 21,794 SH X X
URS CORP COM 903236107 266 14,742 SH X X
USX US STEEL COM 90337T101 368 15,671 SH X X
UNILEVER N V - NY SHARES COM 904784501 6,496 97,781 SH X X
UNICOM CORP COM 904911104 1,327 36,288 SH X X
UNION CAMP CORP COM 905530101 658 9,800 SH X X
UNION CARBIDE CORP COM 905581104 872 19,300 SH X X
UNION PACIFIC CORP COM 907818108 2,388 44,692 SH X X
UNION PACIFIC RESOURCES GROUP COM 907834105 295 24,880 SH X X
UNION PLANTERS CORP COM 908068109 716 16,301 SH X X
UNISYS CORP COM 909214108 1,021 36,889 SH X X
UNIT CORP COM 909218109 208 40,600 SH X X
UNITED HEALTHCARE CORP COM 910581107 1,311 24,903 SH X X
UNITED INDUSTRIAL CORP. COM 910671106 279 25,100 SH X X
UNITED PARK CITY MINES CO COM 911315208 206 6,340 SH X X
US AIRWAYS GROUPINC COM 911905107 464 9,500 SH X X
US WEST INC COM 91273H101 4,915 89,254 SH X X
UNITED TECHNOLOGIES CORP COM 913017109 10,654 78,662 SH X X
UNO RESTAURANT CORP COM 914900105 163 23,350 SH X X
UNOCAL CORP COM 915289102 1,264 34,344 SH X X
VF CORP COM 918204108 836 17,700 SH X X
VISX INC COM 92844S105 220 2,042 SH X X
VITESSE SEMICONDUCTOR CORP COM 928497106 256 5,064 SH X X
VULCAN MATERIALS CO COM 929160109 1,847 44,700 SH X X
WEBS JAPAN COM 92923H889 117 10,150 SH X X
WACHOVIA CORP COM 929771103 2,378 29,295 SH X X
WACKENHUT CORP COM 929794105 447 20,100 SH X X
WACKENHUT CORP COM 929794303 267 15,718 SH X X
WAL-MART STORES, INC COM 931142103 29,825 323,529 SH X X
WALGREEN CO COM 931422109 4,624 163,668 SH X X
WARNER LAMBERT CO COM 934488107 8,067 121,873 SH X X
WASHINGTON MUTUAL INC COM 939322103 3,902 95,451 SH X X
TOTAL 106,179 2,054,782 SH
WASTE MANAGEMENT INC COM 94106L109 3,558 80,180 SH X X
WATSCO INC COM 942622200 436 29,824 SH X X
WELLS FARGO COMPANY COM 949746101 8,916 254,297 SH X X
WENDY'S INTERNATIONAL INC COM 950590109 607 21,350 SH X X
WESTVACO CORP COM 961548104 261 12,415 SH X X
WEYERHAEUSER CO COM 962166104 1,965 35,407 SH X X
WHIRLPOOL CORP COM 963320106 587 10,800 SH X X
WHITTAKER CORP COM 966680407 406 18,500 SH X X
WILLAMETTE INDUSTRIES COM 969133107 608 16,100 SH X X
WILLIAMS COS INC COM 969457100 2,382 60,306 SH X X
WILSHIRE OIL CO OF TEXAS COM 971889100 46 11,592 SH X X
WINDMERE COM 973411101 224 32,000 SH X X
WINN-DIXIE STORES INC COM 974280109 919 24,591 SH X X
WISCONSIN ENERGY CORP COM 976657106 652 25,000 SH X X
WISER OIL CO COM 977284108 37 17,400 SH X X
WORLD FUEL SERVICES CORP COM 981475106 257 22,125 SH X X
WORLDTEX INC COM 981907108 53 28,310 SH X X
WRIGLEY (WM.) JR CO COM 982526105 1,555 17,196 SH X X
WYNN'S INTERNATIONAL INC COM 983195108 751 43,055 SH X X
XEROX CORP COM 984121103 5,773 108,530 SH X X
ZALE CORP COM 988858106 311 9,100 SH X X
ZEMEX CORP COM 988910105 79 14,588 SH X X
ZAPATA CORP COM 989070503 582 65,140 SH X X
DAIMLERCHRYSLER AG COM D1668R123 397 4,632 SH X X
ACE LTD ORD G0070K103 1,092 35,030 SH X X
ESG RE LTD ORD G31215109 176 11,100 SH X X
FRUIT OF THE LOOM ORD G3682L105 152 14,686 SH X X
TOMMY HILFIGER ORD G8915Z102 964 14,000 SH X X
TOTAL 33,748 1,037,254 SH
GRAND TOTAL 1,914,771 38,526,343 SH
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