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Previous: SEPARATE ACCOUNT THREE OF THE MANUFACT LIFE INS CO OF AM, 497, 1999-11-12 |
Next: WEBSTER FINANCIAL CORP, 10-Q, 1999-11-12 |
<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: 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: Conning Asset Management Company
-------------------------------------
Address: 700 Market St.
-------------------------------------
St. Louis, Missouri 63101
-------------------------------------
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 11/10/99
- ---------------------- ------------------------- ---------------
[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: 750
Form 13F Information Table Value Total: $ 2,037,106
<PAGE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F Holdings as of 09/30/1999
(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>
ADC TELECOMMUNICATIONS COM 000886101 893 21,300 SH X X
ACM GOVERNMENT INCOME FUND COM 000912105 1,940 237,000 SH X X
AFLAC INC COM 001055102 1,512 36,100 SH X X
AES CORPORATION COM 00130H105 1,658 28,100 SH X X
AMR CORP COM 001765106 3,099 56,855 SH X X
AT&T CORP COM 001957109 23,461 539,337 SH X X
AXA FINANCIAL SERVICES INC COM 002451102 1,596 28,588 SH X X
ABBOTT LABORATORIES COM 002824100 9,236 251,416 SH X X
ACCEPTANCE INSURANCE CO COM 004308102 274 21,528 SH X X
ACME ELECTRIC CORP COM 004644100 60 10,353 SH X X
ADOBE SYSTEMS INC COM 00724F101 2,554 22,500 SH X X
ADVANCED COMMUNICATIONS GRP COM 00751B106 96 12,000 SH X X
ADVEST GROUP COM 007566102 330 18,100 SH X X
ADVOCAT INC COM 007586100 11 10,900 SH X X
AEROFLEX COM 007768104 298 24,485 SH X X
ADVANCED MICRO DEVICES INC COM 007903107 260 15,100 SH X X
AETNA INC COM 008117103 1,026 20,827 SH X X
AIR PRODUCTS & CHEMICALS INC COM 009158106 996 34,244 SH X X
ALBERTO CULVER CO 'B' COM 013068101 204 8,800 SH X X
ALBERTSON'S INC COM 013104104 2,416 61,064 SH X X
ALCAN ALUMINIUM LTD COM 013716105 1,254 40,359 SH X X
ALCOA INC COM 013817101 3,316 53,426 SH X X
ALLEGHENY TELEDYNE INC COM 017415100 594 35,217 SH X X
ALLERGAN INC COM 018490102 1,188 10,800 SH X X
ALLIED PRODUCTS CORP COM 019411107 117 28,450 SH X X
ALLIED SIGNAL INC COM 019512102 5,171 86,282 SH X X
ALLIED WASTE INDUSTRIES INC COM 019589308 178 15,200 SH X X
ALLSTATE CORP COM 020002101 2,941 117,932 SH X X
ALLTEL CORP COM 020039103 5,202 73,920 SH X X
ALZA CORP COM 022615108 861 20,100 SH X X
AMERADA HESS CORP COM 023551104 876 14,300 SH X X
AMEREN CORP COM 023608102 1,582 41,851 SH X X
AMERICA ONLINE INC COM 02364J104 16,485 158,500 SH X X
AMERICAN BANKNOTE CORP COM 024490104 5 38,100 SH X X
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,071 31,392 SH X X
AMERICAN EXPRESS CO COM 025816109 9,010 66,911 SH X X
AMERICAN GENERAL CORP COM 026351106 6,641 105,090 SH X X
AMERICAN HOME PRODUCTS CORP COM 026609107 7,755 186,858 SH X X
AMERICAN INTERNATIONAL GROUP COM 026874107 24,524 282,093 SH X X
AMERICAN PRECISION INDUSTRIES COM 029069101 148 14,400 SH X X
AMERICAN STATES WATER CO COM 029899101 928 28,000 SH X X
AMERON INTERNATIONAL COM 030710107 408 8,700 SH X X
AMERITECH CORPORATION COM 030954101 10,974 163,458 SH X X
AMGEN INC COM 031162100 6,128 75,188 SH X X
AMPCO-PITTSBURGH CORP COM 032037103 263 19,500 SH X X
AMREP CORP COM 032159105 85 14,800 SH X X
AMSOUTH BANCORPORATION COM 032165102 546 23,300 SH X X
ANADARKO PETROLEUM CO COM 032511107 495 16,200 SH X X
ANHEUSER-BUSCH COS INC COM 035229103 5,068 72,334 SH X X
AON CORP COM 037389103 1,069 36,165 SH X X
APACHE COM 037411105 1,917 44,391 SH X X
APACHE CORP PFD 037411600 276 6,900 SH X X
APPLE COMPUTER INC COM 037833100 1,444 22,800 SH X X
APPLIED MAGNETICS CORP COM 038213104 40 46,185 SH X X
APPLIED MATERIALS INC COM 038222105 5,548 71,288 SH X X
AQUARION CO COM 03838W101 1,294 36,067 SH X X
ARCHER-DANIELS-MIDLAND CO COM 039483102 993 81,463 SH X X
ARMSTRONG WORLD INDUSTRIES INC COM 042476101 270 6,000 SH X X
ARROW FINANCIAL CORP COM 042744102 574 22,067 SH X X
ARVIN INDUSTRIES COM 043339100 201 6,500 SH X X
ASARCO INC COM 043413103 318 11,800 SH X X
ASHLAND INC COM 044204105 528 15,698 SH X X
ASSOCIATES FIRST CAPITAL A COM 046008108 5,911 164,203 SH X X
ATLANTA SOSNOFF CAPITAL COM 046499109 127 17,800 SH X X
ATLANTIC RICHFIELD CO COM 048825103 6,998 78,940 SH X X
AUTOMATIC DATA PROCESSING COM 053015103 5,471 122,592 SH X X
AUTOZONE INC COM 053332102 351 12,500 SH X X
AVERY DENNISON CORP COM 053611109 1,002 19,000 SH X X
AVIALL INC COM 05366B102 414 40,400 SH X X
AVON PRODUCTS INC COM 054303102 955 38,500 SH X X
BB&T CORPORATION COM 054937107 1,421 43,900 SH X X
BP AMOCO PLC ADR COM 055622104 975 8,799 SH X X
BRE PROPERTIES INC COM 05564E106 270 11,290 SH X X
BMC SOFTWARE INC COM 055921100 2,691 37,601 SH X X
BAIRNCO CORP COM 057097107 146 20,800 SH X X
BAKER HUGHES INC COM 057224107 2,754 94,751 SH X X
BANGOR HYDRO ELECTRIC COM 060077104 246 14,900 SH X X
BANK OF AMERICA CORP COM 060505104 18,711 336,010 SH X X
BANK OF NEW YORK CO INC COM 064057102 4,273 127,792 SH X X
BANK ONE CORP COM 06423A103 6,326 181,714 SH X X
BANKBOSTON CORPORATION COM 06605R106 3,046 70,226 SH X X
BARCLAYS BANK PLC ADR PFD 06738C836 249 10,000 SH X X
BARRICK GOLD CORP COM 067901108 1,131 52,000 SH X X
BAUSCH & LOMB INC COM 071707103 857 13,000 SH X X
BAXTER INTERNATIONAL INC COM 071813109 6,012 99,777 SH X X
BEAR STEARNS COMPANIES INC COM 073902108 934 24,290 SH X X
BEAZER HOMES USA INC COM 07556Q105 366 19,700 SH X X
BECTON DICKINSON & CO COM 075887109 1,067 38,006 SH X X
BELL ATLANTIC CORP COM 077853109 18,675 277,439 SH X X
BELL INDUSTRIES INC COM 078107109 78 17,912 SH X X
BELLSOUTH CORP COM 079860102 12,763 283,626 SH X X
BERKSHIRE HATHAWAY INC CL B COM 084670207 213 115 SH X X
BERLITZ INTERNATIONAL COM 08520F100 444 21,100 SH X X
BEST BUY COMPANY INC COM 086516101 1,719 27,700 SH X X
BESTFOODS COM 08658U101 2,184 45,012 SH X X
BETHLEHEM STEEL CORP COM 087509105 74 10,000 SH X X
BIOMET INC COM 090613100 501 19,048 SH X X
BLACK & DECKER COM 091797100 685 15,000 SH X X
E.W. BLANCH HOLDINGS COM 093210102 430 6,600 SH X X
H & R BLOCK INC COM 093671105 669 15,400 SH X X
BLUEGREEN CORP COM 096231105 196 41,348 SH X X
BOEING COMPANY COM 097023105 7,595 178,171 SH X X
BOISE CASCADE CORP COM 097383103 221 6,066 SH X X
BOSTON SCIENTIFIC CORP COM 101137107 1,395 56,506 SH X X
BOULDER TOTAL RETURN FUND COM 101541100 216 20,000 SH X X
BRIGGS & STRATTON COM 109043109 216 3,700 SH X X
BRISTOL-MYERS SQUIBB CO COM 110122108 24,803 367,458 SH X X
BROOKE GROUP LTD COM 112525100 641 38,535 SH X X
BROWN FORMAN CORP 'B' COM 115637209 505 8,100 SH X X
BROWN SHOE COMPANY INC COM 115736100 828 45,106 SH X X
BRUNSWICK CORP COM 117043109 346 13,900 SH X X
BURLINGTON NORTHERN SANTA FE COM 12189T104 1,966 71,497 SH X X
BURLINGTON RESOURCES INC COM 122014103 943 25,661 SH X X
BUSH INDUSTRIES COM 123164105 258 19,750 SH X X
CBS CORPORATION COM 12490K107 4,656 100,678 SH X X
CIGNA CORP COM 125509109 2,354 30,281 SH X X
CKE RESTAURANTS INC COM 12561E105 546 75,250 SH X X
CK WITCO CORPORATION COM 12562C108 178 12,200 SH X X
CMS ENERGY CORP COM 125896100 434 12,800 SH X X
CSG SYSTEMS INTERNATIONAL COM 126349109 3,396 123,900 SH X X
CSX CORP COM 126408103 1,297 30,603 SH X X
CTS CORP COM 126501105 3,881 67,504 SH X X
CVS CORP COM 126650100 2,309 56,569 SH X X
CABLETRON SYSTEMS COM 126920107 290 18,500 SH X X
CALIFORNIA WATER SERVICE GRP COM 130788102 372 13,600 SH X X
CAMBREX CORP COM 132011107 215 8,132 SH X X
CAMPBELL SOUP CO COM 134429109 2,730 69,786 SH X X
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,006 25,800 SH X X
CARDINAL HEALTH INC COM 14149Y108 2,219 40,707 SH X X
CARNIVAL CORP COM 143658102 3,841 88,300 SH X X
CAROLINA POWER & LIGHT CO COM 144141108 1,398 39,509 SH X X
CASCADE NATURAL GAS CORP COM 147339105 361 20,200 SH X X
CASE CORP COM 14743R103 543 10,900 SH X X
CATERPILLAR INC COM 149123101 3,389 61,822 SH X X
CAVALIER HOMES INC COM 149507105 115 22,912 SH X X
CENDANT CORPORATION COM 151313103 1,974 111,198 SH X X
CENTRAL & SOUTH WEST CORP COM 152357109 705 33,384 SH X X
CENTRAL VERMONT PUB SERV COM 155771108 331 25,100 SH X X
CENTURY TEL INC COM 156700106 731 18,000 SH X X
CERIDIAN CORP COM 15677T106 463 18,600 SH X X
CHAMPION INTERNATIONAL COM 158525105 837 16,300 SH X X
CHART HOUSE ENTERPRISES COM 160902102 91 16,800 SH X X
CHART INDUSTRIES COM 16115Q100 228 46,225 SH X X
CHASE INDUSTRIES INC COM 161568100 263 30,700 SH X X
CHASE MANHATTAN CORP COM 16161A108 17,285 229,319 SH X X
CHEVRON CORP COM 166751107 9,415 106,079 SH X X
CHIC BY HIS INC COM 167113109 33 19,800 SH X X
CHOCK FULL O NUTS CO COM 170268106 243 22,314 SH X X
CHUBB CORP COM 171232101 1,234 24,772 SH X X
CHYRON CORP COM 171605207 63 52,900 SH X X
CINCINNATI FINANCIAL CORP COM 172062101 885 23,587 SH X X
CINERGY CORP COM 172474108 764 26,977 SH X X
CIRCUIT CITY STORES INC COM 172737108 4,582 108,600 SH X X
CISCO SYSTEMS INC COM 17275R102 42,197 615,455 SH X X
CITIGROUP INC. COM 172967101 29,271 665,240 SH X X
CLARK/BARDES HOLDINGS INC COM 180668105 11,459 555,600 SH X X
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,714 46,500 SH X X
CLOROX CO COM 189054109 1,184 30,944 SH X X
COACHMEN INDUSTRIES INC COM 189873102 497 32,300 SH X X
COASTAL CORP COM 190441105 1,273 31,090 SH X X
COASTCAST COM 19057T108 233 18,600 SH X X
COCA COLA COM 191216100 22,609 469,957 SH X X
COCA-COLA ENTERPRISES COM 191219104 1,383 61,300 SH X X
COLE NATIONAL CORP COM 193290103 157 20,400 SH X X
KENNETH COLE PRODUCTIONS-A COM 193294105 1,020 27,300 SH X X
COLGATE PALMOLIVE COM 194162103 5,577 121,902 SH X X
COLUMBIA ENERGY GROUP COM 197648108 617 11,142 SH X X
COLUMBIA HCA HEALTHCARE CORP COM 197677107 1,683 79,418 SH X X
COMCAST CORP - SPECIAL CL A COM 200300200 7,310 183,312 SH X X
COMERICA INC COM 200340107 1,184 23,394 SH X X
COMMERCE BANCORP INC/NJ COM 200519106 267 6,425 SH X X
COMPAQ COMPUTER CORP COM 204493100 8,355 364,546 SH X X
COMPUTER ASSOCIATES INTL INC COM 204912109 5,469 89,327 SH X X
COMPUTER SCIENCES CORP COM 205363104 1,708 24,292 SH X X
COMPUTER TASK GROUP INC COM 205477102 656 44,500 SH X X
COMPUWARE COM 205638109 1,306 50,100 SH X X
CONAGRA INC COM 205887102 2,614 115,848 SH X X
CONECTIV INC COM 206829103 236 12,000 SH X X
CONOCO INC CL B COM 208251405 2,404 87,811 SH X X
CONSECO INC COM 208464107 1,083 56,319 SH X X
CONSOLIDATED EDISON INC COM 209115104 1,411 33,991 SH X X
CONSOLIDATED NATURAL GAS CO COM 209615103 853 13,671 SH X X
CONSOLIDATED STORES CORPORATION COM 210149100 215 9,725 SH X X
CONSTELLATION ENERGY GROUP INC COM 210371100 661 23,500 SH X X
CONTINENTAL AIRLINES COM 210795209 842 26,200 SH X X
CONVERSE INC COM 212540108 89 33,900 SH X X
COOKER RESTAURANT CORP COM 216284208 58 14,800 SH X X
COOPER COMPANIES INC COM 216648402 793 25,700 SH X X
COOPER INDUSTRIES INC COM 216669101 759 16,228 SH X X
COOPER TIRE & RUBBER COM 216831107 180 10,200 SH X X
CORNING INC COM 219350105 2,392 34,892 SH X X
CORRPRO COMPANIES INC COM 220317101 118 19,700 SH X X
COSTCO WHOLESALE CORP COM 22160K105 6,938 96,357 SH X X
COUNTRYWIDE CREDIT COM 222372104 400 12,400 SH X X
COX COMMUNICATIONS INC COM 224044107 789 18,900 SH X X
CRANE CO COM 224399105 351 15,650 SH X X
CROSS TIMBERS ROYALTY TRUST COM 22757R109 144 12,100 SH X X
CROWN CORK & SEAL COM 228255105 781 32,200 SH X X
CROWN CRAFTS INC COM 228309100 52 17,200 SH X X
CUMMINS ENGINE COM 231021106 274 5,500 SH X X
CYBERIAN OUTPOST INC COM 231914102 138 15,000 SH X X
CYPRUS AMAX MINERALS CO COM 232809103 240 12,232 SH X X
DTE ENERGY CO COM 233331107 879 24,300 SH X X
DVI COM 233343102 231 14,100 SH X X
DALLAS SEMICONDUCTOR CORP COM 235204104 472 8,834 SH X X
DANA CORP COM 235811106 1,242 33,467 SH X X
DANAHER CORPORATION COM 235851102 1,038 19,701 SH X X
DARDEN RESTAURANTS INC COM 237194105 227 11,600 SH X X
DAYTON HUDSON CORP COM 239753106 3,843 63,988 SH X X
DEERE & CO COM 244199105 1,429 36,942 SH X X
DELL COMPUTER CORP COM 247025109 16,876 403,620 SH X X
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1,428 88,931 SH X X
DELTA AIR LINES INC COM 247361108 965 19,892 SH X X
DIAMOND OFFSHORE DRILLING INC COM 25271C102 4,253 127,440 SH X X
DILLARD'S INC COM 254067101 248 12,200 SH X X
THE WALT DISNEY COMPANY COM 254687106 10,651 411,487 SH X X
DOLLAR GENERAL COM 256669102 908 29,393 SH X X
DOMINION RESOURCES INC/VA COM 257470104 1,259 27,900 SH X X
DONALDSON LUFKIN & JEN COM 257661108 1,088 27,500 SH X X
R R DONNELLEY & SONS CO COM 257867101 591 20,472 SH X X
DOVER CORP COM 260003108 1,278 31,272 SH X X
DOW CHEMICAL COM 260543103 3,810 33,529 SH X X
DOW JONES & CO COM 260561105 848 15,892 SH X X
DUPONT (E.I.) DE NEMOURS COM 263534109 9,944 163,536 SH X X
DUFF & PHELPS UTILITIES COM 264324104 969 100,000 SH X X
DUFF & PHELPS CREDIT RATING COM 26432F109 959 12,000 SH X X
DUKE ENERGY CORP COM 264399106 4,043 73,337 SH X X
DUN & BRADSTREET CORP (NEW) COM 26483B106 813 27,218 SH X X
DYCOM INDUSTRIES INC COM 267475101 1,211 28,700 SH X X
DYERSBURG CORP COM 267575108 9 28,700 SH X X
ECC INTERNATIONAL COM 268255106 35 11,325 SH X X
E4L INC COM 268452109 112 29,500 SH X X
EMC CORP/MASS COM 268648102 13,284 185,968 SH X X
ESCO ELECTRONICS CORP COM 269030201 250 22,500 SH X X
E'TOWN CORPORATION COM 269242103 407 8,200 SH X X
EARTHGRAIN COMPANY COM 270319106 233 10,534 SH X X
EASTERN ENTERPRISES COM 27637F100 293 6,300 SH X X
EASTMAN CHEMICAL COM 277432100 496 12,404 SH X X
EASTMAN KODAK CO COM 277461109 4,637 61,415 SH X X
EATON CORP COM 278058102 957 11,082 SH X X
ECOLAB, INC COM 278865100 1,986 58,200 SH X X
EDISON INTERNATIONAL COM 281020107 1,344 55,287 SH X X
EDO CORP COM 281347104 67 11,700 SH X X
AG EDWARDS INC COM 281760108 211 8,000 SH X X
EINSTEIN/NOAH BAGEL CORP COM 282577105 7 10,000 SH X X
EL PASO ENERGY CORP COM 283905107 335 8,334 SH X X
ELCOR CORP COM 284443108 1,064 42,575 SH X X
ELECTRONIC DATA SYSTEMS CORP COM 285661104 4,081 77,100 SH X X
EMERSON ELECTRIC CO COM 291011104 4,327 68,486 SH X X
ENCAL ENERGY LTD COM 29250D107 150 30,000 SH X X
ENGELHARD CORP COM 292845104 219 12,050 SH X X
ENRON CORP COM 293561106 5,153 125,082 SH X X
ENTERGY CORP COM 29364G103 1,099 37,986 SH X X
EQUIFAX INC COM 294429105 689 24,490 SH X X
ESTERLINE TECHNOLOGIES CORP COM 297425100 427 27,100 SH X X
ETHAN ALLEN INTERIORS COM 297602104 298 9,356 SH X X
EXPEDITORS INTERNATIONAL WASH INC COM 302130109 479 14,918 SH X X
EXPRESS SCRIPTS INC-CL A COM 302182100 514 6,570 SH X X
EXXON CORP COM 302290101 28,969 381,432 SH X X
FPL GROUP INC COM 302571104 3,170 62,924 SH X X
FAIRCHILD CORP COM 303698104 420 40,974 SH X X
FAMILY DOLLAR STORES COM 307000109 1,706 80,750 SH X X
FANSTEEL INC COM 307260109 41 10,200 SH X X
FDX CORP COM 31304N107 3,066 78,980 SH X X
FHLMC COM 313400301 8,625 165,873 SH X X
FEDERAL NATIONAL MORTGAGE ASSN COM 313586109 11,231 179,166 SH X X
FEDERATED DEPARTMENT STORES COM 31410H101 1,321 30,244 SH X X
FIDELITY NATIONAL FINL INC COM 316326107 656 43,193 SH X X
FIFTH THIRD BANCORP COM 316773100 2,378 39,079 SH X X
FIRST DATA CORP COM 319963104 3,505 79,886 SH X X
FIRST REPUBLIC BANK COM 336158100 418 15,760 SH X X
FIRST UNION CORP (NC) COM 337358105 6,000 168,649 SH X X
FIRSTAR CORPORATION COM 33763V109 4,093 159,729 SH X X
FIRSTFED FINANCIAL COM 337907109 766 44,100 SH X X
FIRSTMERIT CORPORATION COM 337915102 202 7,941 SH X X
FIRSTENERGY CORP COM 337932107 917 35,987 SH X X
FLEET FINANCIAL GROUP INC COM 338915101 1,937 52,900 SH X X
FLORIDA PROGRESS CORP COM 341109106 333 7,200 SH X X
FLUOR CORP COM 343861100 511 12,700 SH X X
FORD MOTOR COMPANY COM 345370100 10,915 217,412 SH X X
FORT JAMES CORPORATION COM 347471104 1,187 44,485 SH X X
FORTUNE BRANDS INC COM 349631101 839 26,001 SH X X
FOSTER WHEELER CORP COM 350244109 668 55,400 SH X X
FRANKLIN RESOURCES INC COM 354613101 1,125 36,600 SH X X
FREEPORT MCMORAN COM 35671D857 258 16,600 SH X X
FRONTIER OIL CORP COM 35914P105 373 54,800 SH X X
FURON CO COM 361106107 905 36,300 SH X X
GATX CORP COM 361448103 1,025 33,000 SH X X
GRC INTERNATIONAL COM 361922107 167 18,700 SH X X
GPU INC COM 36225X100 597 18,300 SH X X
GTE CORP COM 362320103 11,963 155,620 SH X X
GALEY & LORD INC COM 36352K103 64 24,400 SH X X
GANNETT CORP COM 364730101 2,842 41,070 SH X X
GAP INC COM 364760108 3,865 120,791 SH X X
GATEWAY INC COM 367626108 2,158 48,600 SH X X
GENERAL DYNAMICS CORP COM 369550108 1,573 25,200 SH X X
GENERAL ELECTRIC CO COM 369604103 64,744 546,078 SH X X
GENERAL HOUSEWARES CORP COM 370073108 219 7,800 SH X X
GENERAL INSTRUMENT CORP COM 370120107 1,386 28,800 SH X X
GENERAL MILLS INC COM 370334104 1,947 23,995 SH X X
GENERAL MOTORS CORP COM 370442105 6,516 103,527 SH X X
GENESCO INC COM 371532102 633 50,600 SH X X
GENONE THERAPEUTICS CORP COM 372430108 112 29,800 SH X X
GENRAD INC COM 372447102 761 39,800 SH X X
GENUINE PARTS CO COM 372460105 723 27,225 SH X X
GEORGIA-PACIFIC CORP COM 373298108 1,061 26,200 SH X X
GETTY REALTY CORP COM 374297109 342 25,300 SH X X
GIANT GROUP LTD COM 374503100 37 10,450 SH X X
GIANT INDUSTRIES COM 374508109 289 24,900 SH X X
GILLETTE COMPANY COM 375766102 6,120 180,335 SH X X
GLEASON CORP COM 377339106 372 22,100 SH X X
GLENBOROUGH REALTY TRUST COM 37803P105 413 25,000 SH X X
GOLDEN WEST FINANCIAL COM 381317106 886 9,022 SH X X
B F GOODRICH COM 382388106 351 12,100 SH X X
GOODYEAR TIRE & RUBBER CO COM 382550101 1,009 20,958 SH X X
GOTTSCHALKS INC COM 383485109 113 12,500 SH X X
GRAHAM FIELD HEALTH PRODUCTS COM 384632105 13 26,930 SH X X
W W GRAINGER INC COM 384802104 736 15,306 SH X X
GREAT LAKES CHEMICAL COM 390568103 382 10,029 SH X X
GRUBB & ELLIS CO COM 400095204 100 17,400 SH X X
GUIDANT CORP COM 401698105 2,301 42,900 SH X X
HS RESOURCES INC COM 404297103 396 24,200 SH X X
HALLIBURTON CO COM 406216101 5,149 125,592 SH X X
JOHN Q HAMMONS HOTELS COM 408623106 52 12,900 SH X X
HARCOURT GENERAL INC COM 41163G101 564 13,558 SH X X
HARRAHS ENTERTAINMENT INC COM 413619107 308 11,100 SH X X
HARRIS CORP COM 413875105 257 9,300 SH X X
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 1,690 41,348 SH X X
HASBRO INC COM 418056107 684 31,900 SH X X
HAWAIIAN ELECTRIC COM 419870100 679 19,300 SH X X
HEALTHSOUTH CORP COM 421924101 388 63,953 SH X X
HEINZ (H.J.) CO COM 423074103 3,130 72,795 SH X X
HERCULES INC COM 427056106 391 13,644 SH X X
HERSHEY FOODS CORP COM 427866108 1,766 36,263 SH X X
HERTZ CORP COM 428040109 1,395 31,700 SH X X
HEWLETT-PACKARD CO COM 428236103 13,639 148,468 SH X X
HEXCEL CORP COM 428291108 88 15,217 SH X X
HIGHLANDS INSURANCE GROUP COM 431032101 1,753 189,500 SH X X
HILB. ROGAL & HAMILTON CO COM 431294107 812 32,400 SH X X
HILTON HOTELS CORP COM 432848109 422 42,700 SH X X
HOME DEPOT COM 437076102 16,062 234,054 SH X X
HOMESTAKE MINING CO COM 437614100 324 35,269 SH X X
HONEYWELL INC COM 438506107 5,010 45,009 SH X X
HORMEL FOODS CORP COM 440452100 413 10,000 SH X X
HOUSEHOLD INTERNATIONAL INC COM 441815107 2,741 68,300 SH X X
HUGHES SUPPLY INC COM 444482103 459 21,097 SH X X
HUMANA INC COM 444859102 133 19,400 SH X X
HUNTCO INC COM 445661101 30 11,000 SH X X
HUNTINGTON BANCSHARES COM 446150104 894 33,675 SH X X
ICF KAISER INTERNATIONAL COM 449244102 4 11,400 SH X X
IDEC PHARMACEUTICALS CORP COM 449370105 583 6,200 SH X X
IMS HEALTH INC COM 449934108 826 36,200 SH X X
ITT EDUCATIONAL SERVICES INC COM 45068B109 1,095 56,150 SH X X
ITT INDUSTRIES INC COM 450911102 446 14,021 SH X X
IDEX CORP COM 45167R104 739 26,100 SH X X
IKON OFFICE SOLUTIONS INC COM 451713101 155 14,500 SH X X
ILLINOIS TOOL WORKS COM 452308109 5,017 67,281 SH X X
IMMUNEX CORP COM 452528102 1,909 44,000 SH X X
INCO LTD COM 453258402 483 22,600 SH X X
INGERSOLL-RAND CO COM 456866102 1,307 23,795 SH X X
INGLES MARKETS INC CLASS A COM 457030104 1,188 90,090 SH X X
INPUT/OUTPUT INC COM 457652105 696 105,006 SH X X
INSTEEL INDUSTRIES COM 45774W108 167 18,600 SH X X
INTEL CORP COM 458140100 41,680 560,878 SH X X
INTELLICALL INC COM 45815C103 12 14,015 SH X X
INTERNATIONAL ALUMINUM CORP COM 458884103 256 9,300 SH X X
INTL BUSINESS MACHINES CORP COM 459200101 43,125 355,488 SH X X
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 1,322 38,313 SH X X
INTERNATIONAL PAPER COM 460146103 3,353 69,766 SH X X
INTERNATIONAL SHIPHOLDING COM 460321201 154 13,525 SH X X
INTERPUBLIC GROUP COS INC COM 460690100 1,652 40,162 SH X X
INTERTAN INC COM 461120107 414 21,100 SH X X
IT GROUP INC COM 465266104 180 18,821 SH X X
JACKPOT ENTERPRISES COM 466392107 168 19,219 SH X X
JEFFERSON PILOT CORP COM 475070108 973 15,400 SH X X
JO-ANN STORES, INC-CL A COM 47758P109 256 20,600 SH X X
JOHNSON & JOHNSON COM 478160104 17,675 192,378 SH X X
JOHNSON CONTROLS INC COM 478366107 743 11,200 SH X X
JOHNSON INDUSTRIES INC COM 479368102 52 21,200 SH X X
KLA-TENCOR CORP COM 482480100 993 15,281 SH X X
K MART CORP COM 482584109 836 71,554 SH X X
KANEB SERVICES COM 484170105 313 65,800 SH X X
KANSAS CITY SOUTHERN INDS COM 485170104 1,873 40,300 SH X X
KATY INDS INC COM 486026107 227 18,900 SH X X
KELLOGG CO COM 487836108 3,296 88,046 SH X X
KERR-MCGEE CORP COM 492386107 679 12,337 SH X X
KEYCORP COM 493267108 2,593 100,456 SH X X
KEYSTONE CONSOLIDATED INDUSTRIES COM 493422109 46 11,100 SH X X
KIMBERLY CLARK CORP COM 494368103 5,737 109,100 SH X X
KING WORLD PRODUCTIONS COM 495667107 341 9,100 SH X X
KNIGHT RIDDER INC COM 499040103 604 11,000 SH X X
KOHL'S CORP COM 500255104 1,494 22,600 SH X X
KOLLMORGEN CORP COM 500440102 241 19,800 SH X X
PHILIPS ELECTRONICS COM 500472204 1,803 17,848 SH X X
KROGER CO COM 501044101 2,848 129,100 SH X X
LASMO PLC SERIES A PFD 501730303 985 40,000 SH X X
LG&E ENERGY CORP COM 501917108 461 21,710 SH X X
LSB INDUSTRIES INC COM 502160104 26 14,300 SH X X
LSI LOGIC CORP COM 502161102 1,181 22,900 SH X X
LACLEDE GAS CO. PFD 505588301 369 16,200 SH X X
LAIDLAW INC CL B COM 50730K503 205 30,400 SH X X
LAMSON & SESSIONS CO COM 513696104 97 18,700 SH X X
LEHMAN BROTHERS HOLDING INC COM 524908100 1,032 17,700 SH X X
LENNAR CORP COM 526057104 493 30,905 SH X X
LEXINGTON CORPORATE PPTYS TR COM 529043101 615 55,000 SH X X
LEXMARK INTL GROUP INC-CL A COM 529771107 1,143 14,200 SH X X
ELI LILLY & CO COM 532457108 13,178 205,785 SH X X
LIMITED INC COM 532716107 1,224 31,987 SH X X
LINCOLN NATIONAL CORP COM 534187109 1,207 32,126 SH X X
LIZ CLAIBORNE INC COM 539320101 446 14,400 SH X X
LOCKHEED MARTIN CORPORATION COM 539830109 1,946 59,540 SH X X
LOEWS CORP COM 540424108 1,126 16,040 SH X X
LOUISIANA PACIFIC CORP COM 546347105 319 20,428 SH X X
LOWE'S COMPANIES COM 548661107 2,573 52,782 SH X X
LUCENT TECHNOLOGIES COM 549463107 31,744 489,310 SH X X
MBIA INC COM 55262C100 601 12,900 SH X X
MBNA CORP COM 55262L100 3,510 153,878 SH X X
MDC HOLDINGS INC COM 552676108 677 41,800 SH X X
MCI WORLDCOM INC COM 55268B106 26,320 366,198 SH X X
MFS CHARTER INCOME TRUST COM 552727109 163 20,000 SH X X
MGIC INVESTMENT CORP COM 552848103 669 14,000 SH X X
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 304 18,400 SH X X
MMI COMPANIES INC. COM 553087107 1,296 118,483 SH X X
MACDERCID INC COM 554273102 217 6,372 SH X X
MALLINCKRODT INC COM 561232109 248 8,200 SH X X
MARSH & MCLENNAN COS COM 571748102 2,596 37,892 SH X X
MARRIOTT INTERNATIONAL CL A COM 571903202 1,208 36,968 SH X X
MASCO CORP COM 574599106 1,860 59,984 SH X X
MATLACK SYSTEMS INC COM 576901102 86 17,500 SH X X
MATTEL INC COM 577081102 1,178 62,003 SH X X
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,274 20,200 SH X X
MAY DEPT STORES CO COM 577778103 4,146 113,794 SH X X
MAXXIM MEDICAL INC COM 57777G105 421 17,600 SH X X
MAYTAG CORP COM 578592107 413 12,400 SH X X
MCDONALDS CORP COM 580135101 8,791 204,306 SH X X
MCGRAW-HILL COMPANIES COM 580645109 3,188 65,900 SH X X
MCKESSON HBOC INC COM 58155Q103 1,505 51,907 SH X X
MEAD CORP COM 582834107 395 11,500 SH X X
MEDALLION FINANCIAL COM 583928106 628 31,000 SH X X
MEDIAONE GROUP INC COM 58440J104 6,575 96,245 SH X X
MEDICAL ASSURANCE INC COM 58449U100 2,589 103,293 SH X X
MEDTRONIC INC COM 585055106 6,218 175,122 SH X X
MEEMIC HOLDINGS INC. COM 585135106 80,178 5,090,683 SH X X
MELLON BANK CORP COM 585509102 3,643 108,084 SH X X
MERCK & CO INC COM 589331107 28,216 435,358 SH X X
MERCURY INTERACTIVE CORP COM 589405109 207 3,200 SH X X
MERRILL LYNCH & CO COM 590188108 5,124 76,190 SH X X
MESTEK INC COM 590829107 382 19,100 SH X X
METHANEX CORP COM 59151K108 73 25,000 SH X X
METROCALL INC COM 591647102 34 10,000 SH X X
MICROSOFT CORP COM 594918104 67,872 749,448 SH X X
MICRON TECHNOLOGY INC COM 595112103 2,315 34,787 SH X X
MILACRON INC COM 598709103 561 31,600 SH X X
MINNESOTA MINING & MFG CO COM 604059105 7,170 74,637 SH X X
MIRAGE RESORTS INC COM 60462E104 1,145 81,700 SH X X
MOBIL CORP COM 607059102 15,120 150,075 SH X X
MOLECULAR BIO SYSTEMS INC COM 608513107 44 25,200 SH X X
MONSANTO CO COM 611662107 4,826 135,232 SH X X
JP MORGAN & CO COM 616880100 3,001 26,263 SH X X
MORTONS RESTAURANT GROUP COM 619429103 235 13,400 SH X X
MOTOROLA INC COM 620076109 8,464 96,182 SH X X
NS GROUP INC COM 628916108 309 28,700 SH X X
NUI CORP COM 629430109 473 19,100 SH X X
NABISCO GROUP HOLDINGS COM 62952P102 741 49,400 SH X X
NASHUA CORP COM 631226107 120 13,500 SH X X
NATIONAL CITY CORP COM 635405103 2,386 89,388 SH X X
NATIONAL DISCOUNT BROKERS GROUP COM 635646102 695 26,300 SH X X
NATIONAL SEMICONDUCTOR CORP COM 637640103 513 16,800 SH X X
NAVISTAR INTERNATIONAL COM 63934E108 381 8,200 SH X X
NETWORK APPLIANCE INC COM 64120L104 509 7,100 SH X X
NEW CENTURY ENERGIES INC COM 64352U103 772 23,100 SH X X
NEW PLAN EXCEL REALITY TRUST COM 648053106 499 28,000 SH X X
NEW YORK TIMES CO COM 650111107 1,081 28,826 SH X X
NEWELL RUBBERMAID INC COM 651229106 1,205 42,200 SH X X
NEWMONT MINING CORP COM 651639106 768 29,676 SH X X
NEXTEL COMMUNICATIONS INC-A COM 65332V103 3,397 50,090 SH X X
NEXTLINK COMMUNICATIONS INC-A COM 65333H707 2,488 48,000 SH X X
NIAGARA MOHAWK HOLDINGS INC COM 653520106 272 17,600 SH X X
NIKE INC - CL B COM 654106103 3,476 61,121 SH X X
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NORD RESOURCES CORP COM 655555100 11 30,000 SH X X
NORDSTROM INC COM 655664100 478 17,700 SH X X
NORFOLK SOUTHERN CORP COM 655844108 1,324 54,038 SH X X
NORTEK COM 656559101 891 26,100 SH X X
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NORTHERN STATES POWER COM 665772109 319 14,800 SH X X
NORTHERN TRUST CORPORATION COM 665859104 1,169 14,000 SH X X
NORTHROP CORP COM 666807102 547 8,600 SH X X
NOVELL INC COM 670006105 987 47,700 SH X X
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NUCOR CORP COM 670346105 667 14,000 SH X X
NUMEREX CORP CL A COM 67053A102 120 32,000 SH X X
NUTRITION MGMT SVCS CO-CL A COM 67061Y100 8 10,000 SH X X
OEC MEDICAL SYSTEMS COM 670828102 917 26,100 SH X X
OCCIDENTAL PETROLEUM CORP COM 674599105 1,275 55,143 SH X X
OFFICE DEPOT INC COM 676220106 525 51,500 SH X X
OIL-DRI CORP COM 677864100 211 14,500 SH X X
OMNICOM GROUP COM 681919106 1,988 25,100 SH X X
ONEIDA LTD COM 682505102 829 34,819 SH X X
ORACLE CORPORATION COM 68389X105 15,092 331,684 SH X X
ORANGE CO COM 684177108 138 20,300 SH X X
ORIENTAL FINANCIAL GROUP COM 68618W100 633 27,500 SH X X
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OWENS-ILLINOIS INC COM 690768403 442 22,290 SH X X
PECO ENERGY CO COM 693304107 1,320 35,200 SH X X
PG&E CORP COM 69331C108 1,467 56,700 SH X X
PE CORP. - PE BIOSYSTEMS GROUP COM 69332S102 1,185 16,400 SH X X
PNC BANK CORP COM 693475105 2,487 47,201 SH X X
P P & L RESOURCES INC COM 693499105 449 16,584 SH X X
PPG INDUSTRIES INC COM 693506107 1,554 25,900 SH X X
PS GROUP HOLDINGS INC COM 693622102 129 12,100 SH X X
PACCAR INC COM 693718108 638 12,548 SH X X
PACIFICORP COM 695114108 891 44,284 SH X X
PAINE WEBBER GROUP INC COM 695629105 634 17,500 SH X X
PALL CORP COM 696429307 421 18,162 SH X X
PAR TECHNOLOGY COM 698884103 112 15,800 SH X X
PARAMETRIC TECHNOLOGY CORP COM 699173100 440 32,622 SH X X
PARKER HANNIFIN CORP COM 701094104 575 12,838 SH X X
PAYCHEX INC COM 704326107 1,957 57,350 SH X X
J. C. PENNEY CO COM 708160106 1,311 38,111 SH X X
PEOPLES ENERGY CORP COM 711030106 271 7,700 SH X X
PEOPLESOFT INC COM 712713106 578 34,100 SH X X
PEPSICO INC COM 713448108 10,160 335,052 SH X X
PHARMACIA & UPJOHN INC COM 716941109 3,726 75,084 SH X X
PFIZER INCORPORATED COM 717081103 23,993 667,785 SH X X
PHARMACEUTICAL RESOURCES COM 717125108 154 30,400 SH X X
PHELPS DODGE CORP COM 717265102 463 8,400 SH X X
PHILIP MORRIS COMPANIES COM 718154107 16,922 494,973 SH X X
PHILLIPS PETROLEUM CO COM 718507106 1,794 36,792 SH X X
PICCADILLY CAFETERIAS INC COM 719567109 146 22,200 SH X X
PIER 1 IMPORTS INC/DEL COM 720279108 67 10,179 SH X X
PILLOWTEX CORP COM 721501104 177 23,618 SH X X
PIONEER HI-BRED INTERNATIONAL COM 723686101 1,296 32,566 SH X X
PITNEY BOWES INC COM 724479100 2,583 42,380 SH X X
PITTSTON MINERALS GROUP COM 725701205 25 17,300 SH X X
PLACER DOME INC COM 725906101 528 35,469 SH X X
PLANTRONICS INC COM 727493108 218 4,380 SH X X
PLAYBOY ENTERPRISES COM 728117201 223 10,100 SH X X
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POLO RALPH LAUREN CORP COM 731572103 673 37,500 SH X X
PRAXAIR INC COM 74005P104 2,576 56,000 SH X X
PRICE (T ROWE) ASSOCIATES COM 741477103 541 19,700 SH X X
PRIMEDIA INC COM 74157K101 259 18,500 SH X X
PROCTOR & GAMBLE CO COM 742718109 19,714 210,282 SH X X
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PROVIDIAN FINANCIAL CORP COM 74406A102 5,084 64,200 SH X X
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 1,877 48,593 SH X X
PUERTO RICAN CEMENT CO INC COM 745075101 444 12,300 SH X X
QMS INC COM 74726G102 74 21,900 SH X X
Q.E.P. COMPANY INC COM 74727K102 188 23,000 SH X X
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QUALCOMM INC COM 747525103 4,162 22,000 SH X X
QUANTUM CORP - DLT & STORAGE COM 747906204 1,343 95,500 SH X X
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R & B FALCON CORP COM 74912E101 402 30,600 SH X X
RLI CORP COM 749607107 651 19,737 SH X X
RPC ENERGY SERVICES INC COM 749660106 388 55,900 SH X X
RTI INTERNATIONAL METALS COM 74973W107 335 33,500 SH X X
RADIAN GROUP INC COM 750236101 255 5,947 SH X X
RALSTON PURINA CO COM 751277302 1,318 47,388 SH X X
RANGE RESOURCES CORP COM 75281A109 101 20,540 SH X X
RAYTHEON CO CLASS B COM 755111408 2,377 47,892 SH X X
REGIONS FINANCIAL CORP COM 758940100 933 31,100 SH X X
RELIANCE STEEL & ALUMINUM COM 759509102 1,128 53,700 SH X X
RELIANT ENERGY INC COM 75952J108 1,586 58,606 SH X X
REPUBLIC GROUP INC COM 760473108 359 25,729 SH X X
REPUBLIC NEW YORK CORP COM 760719104 989 16,100 SH X X
RESPONSE USA INC COM 761235506 26 15,000 SH X X
REX STORES CORP COM 761624105 592 19,100 SH X X
REYNOLDS METALS CO COM 761763101 646 10,700 SH X X
RITE AID CORP COM 767754104 520 37,626 SH X X
ROBERT HALF INTL INC COM 770323103 530 22,300 SH X X
ROBERTSON CECO CORP COM 770539203 254 33,100 SH X X
ROCKWELL INTERNATIONAL CORP COM 773903109 1,525 29,042 SH X X
ROHM & HAAS CO COM 775371107 1,256 34,771 SH X X
ROWE FURNITURE CORP COM 779528108 266 28,900 SH X X
ROYAL APPLIANCE MFG CO COM 780076105 264 52,800 SH X X
ROYAL DUTCH PETRO NY SHARES COM 780257804 19,416 328,732 SH X X
RYDER SYSTEM INC COM 783549108 220 10,800 SH X X
SBC COMMUNICATIONS INC COM 78387G103 14,841 290,644 SH X X
SCPIE HOLDINGS INC COM 78402P104 1,443 45,800 SH X X
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SLMA HOLDING COM 78442A109 2,436 56,640 SH X X
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S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,219 25,000 SH X X
SAFECO CORP COM 786429100 507 18,092 SH X X
SAFEWAY INC COM 786514208 3,285 86,300 SH X X
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SARA LEE CORP COM 803111103 4,434 189,368 SH X X
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SCIENTIFIC ATLANTA COM 808655104 322 6,500 SH X X
SEA CONTAINERS LTD - CLASS A COM 811371707 652 23,270 SH X X
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SEARS COM 812387108 2,500 79,688 SH X X
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SEQUA CORP COM 817320203 502 7,600 SH X X
SERVICE CORP INTERNATIONAL COM 817565104 489 46,291 SH X X
SHERWIN-WILLIAMS CO COM 824348106 628 29,988 SH X X
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SMITH (A.O.) CORP COM 831865209 611 20,202 SH X X
SOLECTRON CORP COM 834182107 2,521 35,100 SH X X
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SOUTHERN CO COM 842587107 2,909 112,978 SH X X
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UICI COM 902737105 767 30,000 SH X X
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VALASSIS COMMUNICATIONS INC COM 918866104 226 5,141 SH X X
VIACOM INC -CL "B" COM 925524308 4,232 100,176 SH X X
VIRAGEN INC COM 927638106 19 25,000 SH X X
VULCAN MATERIALS CO COM 929160109 1,967 53,700 SH X X
WEBS JAPAN COM 92923H889 185 13,300 SH X X
WACHOVIA CORP COM 929771103 2,406 30,595 SH X X
WACKENHUT CORP COM 929794105 397 20,100 SH X X
WACKENHUT CORP COM 929794303 236 15,718 SH X X
WAL-MART STORES, INC COM 931142103 30,704 645,558 SH X X
WALGREEN CO COM 931422109 4,176 164,568 SH X X
WARNER LAMBERT CO COM 934488107 10,744 161,873 SH X X
WASHINGTON MUTUAL INC COM 939322103 2,576 88,071 SH X X
WASTE MANAGEMENT INC COM 94106L109 1,577 81,915 SH X X
WATSCO INC COM 942622200 351 30,825 SH X X
WATSON PHARMACEUTICALS INC COM 942683103 241 7,900 SH X X
WELLPOINT HEALTH NETWORKS COM 94973H108 576 10,100 SH X X
WELLS FARGO COMPANY COM 949746101 10,514 265,337 SH X X
WENDYS FINANCING I PFD 950588202 464 8,200 SH X X
WENDY'S INTERNATIONAL INC COM 950590109 550 20,850 SH X X
WESTVACO CORP COM 961548104 323 12,615 SH X X
WESTWOOD ONE INC COM 961815107 211 4,671 SH X X
WEYERHAEUSER COM 962166104 2,121 36,807 SH X X
WHIRLPOOL CORP COM 963320106 653 10,000 SH X X
WILLAMETTE INDUSTRIES COM 969133107 737 17,100 SH X X
WILLIAMS COS INC COM 969457100 2,281 60,906 SH X X
WILLIAMS-SONOMA INC COM 969904101 253 5,218 SH X X
WILSHIRE OIL CO OF TEXAS COM 971889100 52 12,292 SH X X
WINDMERE COM 973411101 422 35,000 SH X X
WINN-DIXIE STORES INC COM 974280109 772 25,991 SH X X
WISCONSIN ENERGY CORP COM 976657106 586 25,000 SH X X
WISER OIL CO COM 977284108 69 18,500 SH X X
WORLD FUEL SERVICES CORP COM 981475106 218 22,325 SH X X
WORLDTEX INC COM 981907108 59 29,610 SH X X
WRIGLEY (WM.) JR CO COM 982526105 1,197 17,396 SH X X
WYNN'S INTERNATIONAL INC COM 983195108 694 43,555 SH X X
XEROX CORP COM 984121103 4,619 110,130 SH X X
ZALE CORP COM 988858106 379 9,900 SH X X
ZEMEX CORP COM 988910105 108 15,288 SH X X
ZAPATA CORP COM 989070503 330 66,040 SH X X
DAIMLERCHRYSLER AG ORD D1668R123 270 3,884 SH X X
ESG RE LTD ORD G31215109 102 11,500 SH X X
FRUIT OF THE LOOM ORD G3682L105 47 13,886 SH X X
GLOBAL CROSSING LTD COM G3921A100 2,553 100,915 SH X X
LORAL SPACE & COMM PFD G56462149 231 4,700 SH X X
TOMMY HILFIGER COM G8915Z102 789 28,000 SH X X
GRAND TOTAL 2,037,106 49,245,356 SH
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