<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: June 30, 2000
--------------------------
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: CityPlace II, 185 Asylum St.
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Hartford, Connecticut 06103-4105
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Form 13F File Number: 28-4332
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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. All information contained herein is true,
correct and complete, and 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: Bill Bourque
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Title: Compliance Manager
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Phone: (860) 541-5628
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Signature, Place and Date of Signing:
/S/ William M. Bourque Hartford, Connecticut 08/11/00
------------------------ ----------------------- -----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this
reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings
for this reporting manager are reported in this report and a
portion are reported by other reporting manager(s).)
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<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: 759
Form 13F Information Table Value Total: $2,060,462
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<PAGE>
<TABLE>
FORM 13F HOLDINGS AS OF 06/30/2000
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NAME OF REPORTING MANAGER CONNING ASSET MANAGEMENT COMPANY
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<CAPTION>
Item 6: Investment
Discretion Item 8: Voting Auth. (Shs)
Item 1: Item 2: Item 3: Item 4: Item 5: ------------------ Item 7: --------------------------
Name of Issuer Title of Class CUSIP Fair Shrs/Par (A) (B) (C) Manager (A) (B) (C)
Number Market Value Sole Shared Shared Instr. Sole Shared None
Value as Other V
(000's) def.
in
Instr.
V
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COMMON STOCKS 000886101 2,900 35,800 X 35,800
ACM GOVERNMENT INCOME FUND COMMON STOCKS 000912105 1,600 237,000 X 237,000
AFLAC INC COMMON STOCKS 001055102 1,176 24,600 X 24,600
AG SERVICES OF AMERICA COMMON STOCKS 001250109 474 31,100 X 31,100
AES CORP COMMON STOCKS 00130H105 2,001 43,300 X 43,300
AMR CORP/DEL COMMON STOCKS 001765106 2,619 99,080 X 99,080
A T & T CORP COMMON STOCKS 001957109 17,708 540,196 X 540,196
AXA FINANCIAL INC COMMON STOCKS 002451102 1,187 34,900 X 34,900
ABBOTT LABORATORIES COMMON STOCKS 002824100 11,769 278,040 X 278,040
ACCEPTANCE INSURANCE
COMPANIES INC COMMON STOCKS 004308102 156 31,128 X 31,128
ADOBE SYSTEMS INC COMMON STOCKS 00724F101 3,088 26,100 X 26,100
ADVEST GROUP COMMON STOCKS 007566102 641 30,600 X 30,600
ADVANCED MICRO DEVICES COMMON STOCKS 007903107 1,085 13,500 X 13,500
AFFILIATED MANAGERS GROUP COMMON STOCKS 008252108 205 4,500 X 4,500
AGILENT ECHNOLOGIES INC COMMON STOCKS 00846U101 2,304 31,235 X 31,235
AIR PRODUCTS & CHEMICALS INC COMMON STOCKS 009158106 670 21,100 X 21,100
AIRNET SYSTEMS INC COMMON STOCKS 009417106 135 29,600 X 29,600
ALAMO GROUP COMMON STOCKS 011311107 360 28,800 X 28,800
ALBERTSON'S INC COMMON STOCKS 013104104 1,501 43,206 X 43,206
ALCAN ALUMINUM LTD COMMON STOCKS 013716105 419 13,525 X 13,525
ALCOA INC COMMON STOCKS 013817101 3,693 126,696 X 126,696
ALLERGAN INC COMMON STOCKS 018490102 880 12,200 X 12,200
ALLIED HOLDINGS INC COMMON STOCKS 019223106 175 29,200 X 29,200
ALLIED PRODUCTS CORP COMMON STOCKS 019411107 51 32,950 X 32,950
ALLIED WASTE INDUSTRIES INC COMMON STOCKS 019589308 117 11,700 X 11,700
ALLSTATE CORP COMMON STOCKS 020002101 1,982 81,896 X 81,896
ALLTEL CORP COMMON STOCKS 020039103 2,027 32,000 X 32,000
ALPINE GROUP INC COMMON STOCKS 020825105 209 30,900 X 30,900
ALTERA CORPORATION COMMON STOCKS 021441100 2,944 28,800 X 28,800
ALZA CORP COMMON STOCKS 022615108 823 15,700 X 15,700
AMCAST INDUSTRIAL CORP COMMON STOCKS 023395106 263 30,000 X 30,000
AMERADA HESS CORP COMMON STOCKS 023551104 346 5,600 X 5,600
AMEREN CORPORATION COMMON STOCKS 023608102 287 8,500 X 8,500
AMERICA ONLINE INC COMMON STOCKS 02364J104 17,193 323,200 X 323,200
AMERICA FIRST MORTGAGE
INVESTMENT COMMON STOCKS 023934102 149 29,800 X 29,800
AMERICAN ELECTRIC POWER COMMON STOCKS 025537101 588 19,860 X 19,860
AMERICAN EXPRESS COMMON STOCKS 025816109 10,228 192,200 X 192,200
AMERICAN GENERAL CORP COMMON STOCKS 026351106 5,563 90,356 X 90,356
AMERICAN HOME PRODUCTS CORP COMMON STOCKS 026609107 10,381 180,300 X 180,300
AMERICAN INTERNATIONAL GROUP COMMON STOCKS 026874107 31,160 263,275 X 263,275
AMERICAN MED SECURITY GROUP COMMON STOCKS 02744P101 204 29,600 X 29,600
AMERICAN RETIREMENT CORP COMMON STOCKS 028913101 173 31,100 X 31,100
AMERICAN POWER CONVERSION COMMON STOCKS 029066107 486 11,900 X 11,900
AMERICAN RESIDENTIAL INVT TR COMMON STOCKS 02926T103 128 31,100 X 31,100
AMERICAN SKIING COMPANY COMMON STOCKS 029654308 82 29,800 X 29,800
AMERON INTERNATIONAL COMMON STOCKS 030710107 1,090 30,500 X 30,500
AMGEN INC COMMON STOCKS 031162100 10,384 152,900 X 152,900
AMPCO-PITTSBURGH CORP COMMON STOCKS 032037103 346 31,100 X 31,100
AMREP CORP COMMON STOCKS 032159105 175 31,100 X 31,100
AMSOUTH BANCORPORATION COMMON STOCKS 032165102 598 35,900 X 35,900
ANADARKO PETROLEUM CORP COMMON STOCKS 032511107 977 19,400 X 19,400
ANALOG DEVICES COMMON STOCKS 032654105 2,956 35,500 X 35,500
ANDREW CORP COMMON STOCKS 034425108 475 12,900 X 12,900
ANGELICA CORP COMMON STOCKS 034663104 236 29,500 X 29,500
ANHEUSER BUSCH CO COMMON STOCKS 035229103 4,451 58,450 X 58,450
ANNALY MORTGAGE MANAGEMENT COMMON STOCKS 035710409 268 30,200 X 30,200
AON CORP COMMON STOCKS 037389103 762 23,600 X 23,600
APACHE CORP COMMON STOCKS 037411105 418 7,100 X 7,100
APEX MORTGAGE CAPITAL INC COMMON STOCKS 037564101 245 28,800 X 28,800
APPLE COMPUTER INC COMMON STOCKS 037833100 1,654 32,800 X 32,800
APPLIED MAGNETICS CORP COMMON STOCKS 038213104 1 52,085 X 52,085
APPLIED MATERIALS INC COMMON STOCKS 038222105 10,287 114,300 X 114,300
ARCHER DANIELS MIDLAND CO COMMON STOCKS 039483102 588 55,990 X 55,990
ASSOCIATES FIRST CAPITAL-A COMMON STOCKS 046008108 3,165 134,152 X 134,152
ATLANTA SOSNOFF CAPITAL COMMON STOCKS 046499109 304 30,400 X 30,400
ATCHISON CASTING CORP COMMON STOCKS 046613105 179 31,100 X 31,100
AUTODESK INC COMMON STOCKS 052769106 271 7,300 X 7,300
AUTOMATIC DATA PROCESSING COMMON STOCKS 053015103 6,157 113,400 X 113,400
AUTOZONE INC COMMON STOCKS 053332102 386 13,900 X 13,900
AVERY DENNISON CORP COMMON STOCKS 053611109 683 10,400 X 10,400
AVIALL INC COMMON STOCKS 05366B102 154 31,100 X 31,100
AVISTA CORPORATION PREFERRED STOCKS 05379B305 2,050 20,000 X 20,000
AVON PRODUCTS INC COMMON STOCKS 054303102 967 22,300 X 22,300
AZTEC MANUFACTURING COMMON STOCKS 054825104 489 30,100 X 30,100
BB&T CORPORATION COMMON STOCKS 054937107 803 31,500 X 31,500
BP AMOCO COMMON STOCKS 055622104 1,901 34,132 X 34,132
BMC SOFTWARE INC COMMON STOCKS 055921100 881 22,500 X 22,500
BWAY CORP COMMON STOCKS 056039100 184 27,700 X 27,700
BAIRNCO CORP COMMON STOCKS 057097107 229 31,100 X 31,100
BAKER HUGHES INC COMMON STOCKS 057224107 1,886 58,310 X 58,310
BALLANTYNE OF OMAHA INC COMMON STOCKS 058516105 68 31,100 X 31,100
BANGOR HYDRO ELECTRIC COMMON STOCKS 060077104 727 31,000 X 31,000
BANK OF AMERICA CORP COMMON STOCKS 060505104 13,959 296,650 X 296,650
BANK OF NEW YORK CO INC COMMON STOCKS 064057102 4,315 92,700 X 92,700
BANK ONE CORP COMMON STOCKS 06423A103 4,194 143,985 X 143,985
BANKATLANTIC BANCORP
INC. - A COMMON STOCKS 065908501 117 31,100 X 31,100
BARD C R INC COMMON STOCKS 067383109 213 5,000 X 5,000
BARRICK GOLD CORP COMMON STOCKS 067901108 670 36,300 X 36,300
BARRY (R.G.) COMMON STOCKS 068798107 115 29,600 X 29,600
BAUSCH & LOMB INC COMMON STOCKS 071707103 625 8,900 X 8,900
BAXTER INTERNATIONAL INC COMMON STOCKS 071813109 5,105 73,600 X 73,600
BEAR STEARNS COMPANIES INC COMMON STOCKS 073902108 292 7,020 X 7,020
BECKMAN COULTER INC COMMON STOCKS 075811109 1,203 20,610 X 20,610
BECTON DICKINSON & CO COMMON STOCKS 075887109 657 23,100 X 23,100
BED BATH & BEYOND INC COMMON STOCKS 075896100 315 8,700 X 8,700
BELL ATLANTIC CORP COMMON STOCKS 077853109 12,147 232,758 X 232,758
BELL INDUSTRIES INC COMMON STOCKS 078107109 82 31,112 X 31,112
BELLSOUTH CORP COMMON STOCKS 079860102 12,698 286,088 X 286,088
BENTON OIL & GAS COMPANY COMMON STOCKS 083288100 86 31,100 X 31,100
BERLITZ INTERNATIONAL COMMON STOCKS 08520F100 280 31,100 X 31,100
BEST BUY COMPANY INC COMMON STOCKS 086516101 1,326 20,900 X 20,900
BESTFOODS COMMON STOCKS 08658U101 2,156 31,200 X 31,200
BIOGEN INC COMMON STOCKS 090597105 1,491 25,200 X 25,200
BIOMET INC COMMON STOCKS 090613100 625 17,400 X 17,400
BIRMINGHAM STEEL COMMON STOCKS 091250100 121 31,100 X 31,100
BLACK & DECKER CORP COMMON STOCKS 091797100 212 5,400 X 5,400
BLACKROCK STRATEGIC
MUNICIPLE FUND COMMON STOCKS 09248T109 372 29,600 X 29,600
BLUEGREEN CORP COMMON STOCKS 096231105 86 31,148 X 31,148
BOEING COMPANY COMMON STOCKS 097023105 6,401 156,652 X 156,652
BOMBAY COMPANY COMMON STOCKS 097924104 91 31,100 X 31,100
BOSTON BEER COMPANY INC -
CLASS A COMMON STOCKS 100557107 266 31,100 X 31,100
BOSTON SCIENTIFIC CORP COMMON STOCKS 101137107 857 38,200 X 38,200
BRILLIANCE CHINA AUTO-SP ADR COMMON STOCKS 10949Q105 540 31,100 X 31,100
BRISTOL MYERS SQUIBB CO COMMON STOCKS 110122108 19,183 341,060 X 341,060
BROWN & SHARPE MFG CO COMMON STOCKS 115223109 87 31,100 X 31,100
BROWN-FORMAN CORP CL B COMMON STOCKS 115637209 231 4,300 X 4,300
BURLINGTON INDS INC COMMON STOCKS 121693105 52 31,100 X 31,100
BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T104 1,254 52,824 X 52,824
BURLINGTON RESOURCES INC COMMON STOCKS 122014103 788 20,002 X 20,002
BUSH INDUSTRIES COMMON STOCKS 123164105 498 31,150 X 31,150
CBS CORPORATION COMMON STOCKS 12490K107 1,769 30,300 X 30,300
CIGNA CORP COMMON STOCKS 125509109 1,626 17,900 X 17,900
CMI CORPORATION COMMON STOCKS 125761304 109 31,100 X 31,100
CSG SYSTEMS INTL INC COMMON STOCKS 126349109 6,240 111,300 X 111,300
CSX CORP COMMON STOCKS 126408103 286 13,500 X 13,500
CVS CORP COMMON STOCKS 126650100 4,532 113,825 X 113,825
CABLETRON SYSTEMS COMMON STOCKS 126920107 673 28,600 X 28,600
CAMERON ASHLEY BUILDING PROD COMMON STOCKS 133290106 474 25,900 X 25,900
CAMPBELL SOUP CO COMMON STOCKS 134429109 1,444 47,800 X 47,800
CANWEST GLOBAL COMM CORP COMMON STOCKS 138906300 309 27,900 X 27,900
CAPITAL ONE FINANCE CORP COMMON STOCKS 14040H105 841 18,200 X 18,200
CAPITAL SENIOR LIVING CORP COMMON STOCKS 140475104 91 31,100 X 31,100
CARDINAL HEALTH INC COMMON STOCKS 14149Y108 1,986 28,500 X 28,500
CARMIKE CINEMAS COMMON STOCKS 143436103 121 31,100 X 31,100
CARNIVAL CORP COMMON STOCKS 143658102 2,800 136,700 X 136,700
CARSON INC COMMON STOCKS 145845103 131 29,100 X 29,100
CASCADE CORP COMMON STOCKS 147195101 358 30,000 X 30,000
CASCADE NATURAL GAS CORP COMMON STOCKS 147339105 519 31,100 X 31,100
CATALINA LIGHTING INC COMMON STOCKS 148865108 134 28,300 X 28,300
CATERPILLAR INC COMMON STOCKS 149123101 1,283 36,100 X 36,100
CAVALIER HOMES INC COMMON STOCKS 149507105 43 26,612 X 26,612
CENDANT CORP COMMON STOCKS 151313103 969 71,978 X 71,978
CENTRAL VERMONT PUBLIC
SERVICE COMMON STOCKS 155771108 342 31,100 X 31,100
CENTURYTEL INC COMMON STOCKS 156700106 566 20,000 X 20,000
CERIDIAN CORP COMMON STOCKS 15677T106 538 22,000 X 22,000
CHAMPION INTERNATIONAL CORP COMMON STOCKS 158525105 211 2,900 X 2,900
CHART HOUSE ENTERPRISES COMMON STOCKS 160902102 168 30,500 X 30,500
CHARTER ONE FINANCIAL COMMON STOCKS 160903100 219 9,514 X 9,514
CHART INDUSTRIES COMMON STOCKS 16115Q100 152 31,125 X 31,125
CHASE INDUSTRIES INC COMMON STOCKS 161568100 327 35,100 X 35,100
CHASE MANHATTAN CORP COMMON STOCKS 16161A108 12,191 257,332 X 257,332
CHEMFAB CORP COMMON STOCKS 16361L102 343 28,900 X 28,900
CHESAPEAKE UTILITIES CORP COMMON STOCKS 165303108 531 29,900 X 29,900
CHEVRON CORP COMMON STOCKS 166751107 7,951 90,600 X 90,600
CHIC BY HIS INC COMMON STOCKS 167113109 1 22,300 X 22,300
CHROMCRAFT REVINGTON COMMON STOCKS 171117104 284 24,400 X 24,400
CHUBB CORP COMMON STOCKS 171232101 1,237 19,325 X 19,325
CHYRON CORP COMMON STOCKS 171605207 89 31,100 X 31,100
CINCINNATI FINANCIAL CORP COMMON STOCKS 172062101 321 10,200 X 10,200
CINERGY CORP COMMON STOCKS 172474108 624 24,354 X 24,354
CIRCUIT CITY STORES-CIRCUIT COMMON STOCKS 172737108 3,298 98,700 X 98,700
CIRCUIT CITY STORES CARMAX COMMON STOCKS 172737306 105 31,100 X 31,100
CISCO SYSTEMS INC COMMON STOCKS 17275R102 67,667 1,078,912 X 1,078,912
CITIGROUP INC. COMMON STOCKS 172967101 37,103 600,101 X 600,101
CITRIX SYSTEMS INC COMMON STOCKS 177376100 581 18,300 X 18,300
CLARION COMMERCIAL HLDGS - A COMMON STOCKS 18051W109 139 25,900 X 25,900
CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 184502102 2,863 37,800 X 37,800
CLOROX COMPANY COMMON STOCKS 189054109 955 21,900 X 21,900
COASTAL CORP COMMON STOCKS 190441105 1,191 19,700 X 19,700
COASTCAST COMMON STOCKS 19057T108 534 30,300 X 30,300
COCA-COLA COMPANY COMMON STOCKS 191216100 22,468 399,730 X 399,730
COCA-COLA ENTERPRISES COMMON STOCKS 191219104 815 47,600 X 47,600
COEUR D'ALENE MINES CORP COMMON STOCKS 192108108 76 31,100 X 31,100
COLE NATIONAL CORP COMMON STOCKS 193290103 212 30,300 X 30,300
COLGATE PALMOLIVE CO COMMON STOCKS 194162103 5,338 93,400 X 93,400
COLUMBIA ENERGY GROUP COMMON STOCKS 197648108 331 5,050 X 5,050
COMCAST CORP SPECIAL CL A COMMON STOCKS 200300200 6,401 163,000 X 163,000
COMERICA INC COMMON STOCKS 200340107 672 14,450 X 14,450
COMMUNITY BANK SYSTEM INC COMMON STOCKS 203607106 690 31,100 X 31,100
COMPAQ COMPUTER CORP COMMON STOCKS 204493100 10,379 401,449 X 401,449
COMPUTER ASSOCIATES INTL INC COMMON STOCKS 204912109 3,750 71,562 X 71,562
COMPUTER SCIENCES CORP COMMON STOCKS 205363104 1,406 17,000 X 17,000
COMPUWARE CORP COMMON STOCKS 205638109 375 33,100 X 33,100
COMPX INTL INC COMMON STOCKS 20563P101 609 30,000 X 30,000
COMSTOCK RESOURCES INC COMMON STOCKS 205768203 249 31,100 X 31,100
COMVERSE TECHNOLOGY INC COMMON STOCKS 205862402 1,399 15,600 X 15,600
CONAGRA INC COMMON STOCKS 205887102 2,653 137,160 X 137,160
CONE MILLS CORP COMMON STOCKS 206814105 192 31,100 X 31,100
CONECTIV INC-CLASS A COMMON STOCKS 206829202 697 28,600 X 28,600
CONEXANT SYSTEMS INC COMMON STOCKS 207142100 1,001 21,100 X 21,100
CONGOLEUM CORP COMMON STOCKS 207195108 120 29,900 X 29,900
CONOCO INC -CL B COMMON STOCKS 208251405 1,602 63,700 X 63,700
CONSECO INC COMMON STOCKS 208464107 197 20,223 X 20,223
CONSOLIDATED EDISON INC COMMON STOCKS 209115104 621 20,400 X 20,400
CONSTELLATION ENERGY GROUP COMMON STOCKS 210371100 303 9,300 X 9,300
CONVERGYS CORP COMMON STOCKS 212485106 493 9,500 X 9,500
COOKER RESTAURANT CORP/OH COMMON STOCKS 216284208 88 30,600 X 30,600
COOPER INDUSTRIES COMMON STOCKS 216669101 300 9,100 X 9,100
COOPER TIRE & RUBBER COMMON STOCKS 216831107 145 13,000 X 13,000
CORNELL COMPANIES INC COMMON STOCKS 219141108 249 31,100 X 31,100
CORNING INC COMMON STOCKS 219350105 9,074 36,300 X 36,300
CORRPRO COMPANIES INC COMMON STOCKS 220317101 101 31,100 X 31,100
COSTCO WHOLESALE CORP COMMON STOCKS 22160K105 4,844 148,106 X 148,106
COTELLIGENT INC COMMON STOCKS 221630106 177 31,100 X 31,100
COUNTRYWIDE CREDIT IND INC COMMON STOCKS 222372104 553 17,500 X 17,500
COX COMMUNICATIONS INC CL A COMMON STOCKS 224044107 393 8,900 X 8,900
CRAIG CORP COMMON STOCKS 224174102 109 28,000 X 28,000
CROMPTON CORPORATION COMMON STOCKS 227116100 403 32,900 X 32,900
CROSS TIMBERS ROYALTY TRUST COMMON STOCKS 22757R109 401 29,000 X 29,000
CROWN CORK & SEAL CO INC COMMON STOCKS 228255105 283 16,500 X 16,500
CROWN CRAFTS INC COMMON STOCKS 228309100 35 31,100 X 31,100
CULP INC COMMON STOCKS 230215105 152 29,600 X 29,600
CYBERIAN OUTPOST INC COMMON STOCKS 231914102 65 15,000 X 15,000
DTE ENERGY COMPANY COMMON STOCKS 233331107 275 9,000 X 9,000
DALLAS SEMICONDUCTOR CORP COMMON STOCKS 235204104 232 5,700 X 5,700
DAN RIVER INC CL A COMMON STOCKS 235774106 145 30,600 X 30,600
DANA CORP COMMON STOCKS 235811106 597 25,387 X 25,387
DANAHER CORP COMMON STOCKS 235851102 646 13,100 X 13,100
DAVE & BUSTER'S INC COMMON STOCKS 23833N104 186 29,800 X 29,800
DEERE & CO COMMON STOCKS 244199105 836 21,600 X 21,600
DELCO REMY INTL INC COMMON STOCKS 246626105 249 30,000 X 30,000
DELL COMPUTER CORP COMMON STOCKS 247025109 18,570 392,100 X 392,100
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 247126105 2,128 142,137 X 142,137
DELTA AIR LINES INC COMMON STOCKS 247361108 611 12,000 X 12,000
DELUXE CORP COMMON STOCKS 248019101 279 11,100 X 11,100
DIAMOND OFFSHORE DRILLING COMMON STOCKS 25271C102 3,789 107,860 X 107,860
DILLARDS INC-CL A COMMON STOCKS 254067101 224 15,700 X 15,700
DIMON INC COMMON STOCKS 254394109 66 31,100 X 31,100
THE WALT DISNEY CO COMMON STOCKS 254687106 13,604 345,000 X 345,000
DOLLAR GENERAL COMMON STOCKS 256669102 566 30,485 X 30,485
DOMINION RESOURCES INC/VA COMMON STOCKS 25746U109 1,040 24,050 X 24,050
DONNELLEY (R.R.) & SONS CO COMMON STOCKS 257867101 296 11,700 X 11,700
DONNELLY CORP COMMON STOCKS 257870105 380 29,200 X 29,200
DOVER CORP COMMON STOCKS 260003108 816 18,800 X 18,800
DOW CHEMICAL COMMON STOCKS 260543103 2,135 67,011 X 67,011
DOW JONES & CO INC COMMON STOCKS 260561105 410 5,600 X 5,600
DU PONT (E.I.) DE NEMOURS COMMON STOCKS 263534109 6,391 140,524 X 140,524
DUCOMMUN INC COMMON STOCKS 264147109 345 28,900 X 28,900
DUFF & PHELPS UTILITIES COMMON STOCKS 264324104 906 100,000 X 100,000
DUKE ENERGY CORP COMMON STOCKS 264399106 2,324 40,622 X 40,622
DUN & BRADSTREET CORP COMMON STOCKS 26483B106 286 9,975 X 9,975
ECC INTERNATIONAL COMMON STOCKS 268255106 104 30,225 X 30,225
EEX CORP COMMON STOCKS 26842V207 181 31,100 X 31,100
E4L INC COMMON STOCKS 268452109 28 34,300 X 34,300
EMC CORP/MASS COMMON STOCKS 268648102 26,429 358,626 X 358,626
EARTHGRAINS COMPANY COMMON STOCKS 270319106 238 12,250 X 12,250
EASTMAN CHEMICAL COMPANY COMMON STOCKS 277432100 633 13,275 X 13,275
EASTMAN KODAK CO COMMON STOCKS 277461109 5,393 90,980 X 90,980
EATON CORP COMMON STOCKS 278058102 1,422 21,220 X 21,220
ECOLAB INC COMMON STOCKS 278865100 1,875 48,000 X 48,000
EDISON INTERNATIONAL COMMON STOCKS 281020107 663 32,000 X 32,000
EDO CORP COMMON STOCKS 281347104 191 30,200 X 30,200
EL PASO ENERGY CORPORATION COMMON STOCKS 283905107 1,073 21,100 X 21,100
ELECTRONIC DATA SYSTEMS
CORP COMMON STOCKS 285661104 2,490 52,700 X 52,700
EMERSON ELECTRIC CO COMMON STOCKS 291011104 3,103 51,500 X 51,500
ENHANCE FINANCIAL SVCS
GROUP COMMON STOCKS 293310108 190 13,200 X 13,200
ENNIS BUSINESS FORMS COMMON STOCKS 293389102 249 31,100 X 31,100
ENRON CORP COMMON STOCKS 293561106 6,766 99,300 X 99,300
ENTERGY CORP COMMON STOCKS 29364G103 635 22,700 X 22,700
EQUIFAX INC COMMON STOCKS 294429105 652 23,900 X 23,900
EXPEDITORS INTERNATIONAL OF
WA INC COMMON STOCKS 302130109 333 7,000 X 7,000
EXPRESS SCRIPTS INC COMMON STOCKS 302182100 320 5,155 X 5,155
EXXON MOBIL CORPORATION COMMON STOCKS 30231G102 42,817 536,437 X 536,437
FPL GROUP INC COMMON STOCKS 302571104 2,231 45,200 X 45,200
FAIRCHILD CORP COMMON STOCKS 303698104 152 31,174 X 31,174
FALCON PRODUCTS INC COMMON STOCKS 306075102 290 30,500 X 30,500
FAMILY DOLLAR STORES COMMON STOCKS 307000109 3,754 191,900 X 191,900
FANSTEEL INC COMMON STOCKS 307260109 122 31,100 X 31,100
FEDERAL AGRICULTURAL
MORTGAGE CORP COMMON STOCKS 313148108 403 23,700 X 23,700
FHLMC COMMON STOCKS 313400301 5,917 143,000 X 143,000
FEDERATED DEPARTMENT STORES COMMON STOCKS 31410H101 670 19,400 X 19,400
FEDEX CORPORATION COMMON STOCKS 31428X106 2,287 62,940 X 62,940
FIBERMARK INC COMMON STOCKS 315646109 375 30,300 X 30,300
FIFTH THIRD BANCORP COMMON STOCKS 316773100 2,050 31,350 X 31,350
FIRST BANKS AMERICA INC COMMON STOCKS 31928N103 512 27,700 X 27,700
FIRST DATA CORP COMMON STOCKS 319963104 2,413 47,000 X 47,000
FIRST REPUBLIC BANK COMMON STOCKS 336158100 613 30,760 X 30,760
FIRSTAR CORPORATION COMMON STOCKS 33763V109 2,462 109,455 X 109,455
FIRSTENERGY CORP COMMON STOCKS 337932107 337 14,400 X 14,400
FLEET BOSTON FINANCIAL CORP COMMON STOCKS 339030108 4,093 114,471 X 114,471
FLOORING AMERICA INC COMMON STOCKS 339756108 3 31,100 X 31,100
FLORIDA PROGRESS CORP COMMON STOCKS 341109106 286 6,100 X 6,100
FORD MOTOR COMPANY COMMON STOCKS 345370100 9,275 202,900 X 202,900
FORT JAMES CORPORATION COMMON STOCKS 347471104 310 13,400 X 13,400
FORTUNE BRANDS INC COMMON STOCKS 349631101 233 10,100 X 10,100
FRANKLIN ELECTRONIC
PUBLISHING COMMON STOCKS 353515109 276 31,100 X 31,100
FRANKLIN RESOURCES INC COMMON STOCKS 354613101 703 23,000 X 23,000
FREEPORT-MCMOORAN COPPER-B COMMON STOCKS 35671D857 93 10,100 X 10,100
FRONTIER INSURANCE GROUP INC COMMON STOCKS 359081106 27 42,500 X 42,500
FURR'S RESTAURANT GROUP INC COMMON STOCKS 361115603 88 29,900 X 29,900
GP STRATEGIES CORP COMMON STOCKS 36225V104 139 29,200 X 29,200
GPU INC COMMON STOCKS 36225X100 559 19,900 X 19,900
GTE CORP COMMON STOCKS 362320103 9,280 147,000 X 147,000
GABELLI UTILITY TRUST COMMON STOCKS 36240A101 232 29,200 X 29,200
GAINSCO INC COMMON STOCKS 363127101 152 30,400 X 30,400
GANNETT CO COMMON STOCKS 364730101 1,716 28,400 X 28,400
GAP INC COMMON STOCKS 364760108 3,039 95,211 X 95,211
GATEWAY INC COMMON STOCKS 367626108 2,022 35,800 X 35,800
GENETECH INC COMMON STOCKS 368710406 415 2,700 X 2,700
GENERAL CHEMICAL GROUP INC COMMON STOCKS 369332101 23 33,100 X 33,100
GENERAL DYNAMICS CORP COMMON STOCKS 369550108 991 18,600 X 18,600
GENERAL ELECTRIC CO COMMON STOCKS 369604103 79,723 1,536,041 X 1,536,041
GENERAL MILLS INC COMMON STOCKS 370334104 1,078 27,900 X 27,900
GENERAL MOTORS CORP. COMMON STOCKS 370442105 4,596 74,250 X 74,250
GENESIS WORLDWIDE INC COMMON STOCKS 37184G104 19 23,600 X 23,600
GENONE THERAPEUTICS CORP COMMON STOCKS 372430108 462 29,800 X 29,800
GENUINE PARTS CO COMMON STOCKS 372460105 219 10,925 X 10,925
GEORGIA-PAC (GEORGIA-PAC GP) COMMON STOCKS 373298108 278 10,600 X 10,600
GERBER CHILDRENSWEAR INC COMMON STOCKS 373701101 159 29,900 X 29,900
GETTY PETROLEUM MARKETING COMMON STOCKS 374292100 126 29,700 X 29,700
GIANT INDUSTRIES COMMON STOCKS 374508109 245 31,100 X 31,100
GILLETTE COMPANY COMMON STOCKS 375766102 4,969 144,900 X 144,900
GLOBAL VACATION GROUP INC COMMON STOCKS 37937F106 88 29,800 X 29,800
GOLDCORP INC-CL B COMMON STOCKS 380956201 225 23,100 X 23,100
GOLDEN STATE BANCORP COMMON STOCKS 381197102 790 45,000 X 45,000
GOLDEN WEST FINANCIAL CORP COMMON STOCKS 381317106 961 23,000 X 23,000
GOODRICH CO COMMON STOCKS 382388106 718 20,300 X 20,300
GOODRICH PETROLEUM CORP COMMON STOCKS 382410405 139 30,000 X 30,000
GOTTSCHALKS INC COMMON STOCKS 383485109 189 30,000 X 30,000
GRAPHIC PACKAGING
INTERNATIONAL CORP COMMON STOCKS 388690109 66 31,100 X 31,100
GRAY COMMUNICATIONS SYSTEM COMMON STOCKS 389190109 305 31,100 X 31,100
GRAY COMMUNICATIONS
SYSTEM-CL B COMMON STOCKS 389190208 289 29,600 X 29,600
GREEN MOUNTAIN POWER CORP COMMON STOCKS 393154109 250 30,300 X 30,300
GREENBRIER COMPANIES INC COMMON STOCKS 393657101 213 29,400 X 29,400
GRUBB & ELLIS CO COMMON STOCKS 400095204 179 30,400 X 30,400
GUEST SUPPLY INC COMMON STOCKS 401630108 526 28,900 X 28,900
GUIDANT CORP COMMON STOCKS 401698105 1,510 31,300 X 31,300
GUNDLE/SLT ENVIRONMENTAL INC COMMON STOCKS 402809107 114 30,400 X 30,400
THE HEALTHCARE COMPANY COMMON STOCKS 404119109 1,872 63,603 X 63,603
HALLIBURTON CO COMMON STOCKS 406216101 6,117 128,400 X 128,400
HALLWOOD COMMON STOCKS 406364406 241 31,150 X 31,150
JOHN Q HAMMONS HOTELS COMMON STOCKS 408623106 147 29,300 X 29,300
HANCOCK FABRICS INC COMMON STOCKS 409900107 126 29,700 X 29,700
HANGER ORTHOPEDIC GROUP INC COMMON STOCKS 41043F208 154 31,100 X 31,100
HARCOURT GENERAL INC COMMON STOCKS 41163G101 239 4,400 X 4,400
HARLEY-DAVIDSON INC COMMON STOCKS 412822108 1,167 30,700 X 30,700
HARTFORD FINANCIAL SVCS GRP COMMON STOCKS 416515104 1,138 20,400 X 20,400
HARTMARX CORP COMMON STOCKS 417119104 80 31,100 X 31,100
HASBRO INC COMMON STOCKS 418056107 496 31,450 X 31,450
HAVERTY FURNITURE CO COMMON STOCKS 419596200 154 14,000 X 14,000
HAWK CORP COMMON STOCKS 420089104 215 28,400 X 28,400
HEALTHSOUTH CORP COMMON STOCKS 421924101 481 68,100 X 68,100
HEALTHPLAN SERVICES CORP COMMON STOCKS 421959107 69 30,000 X 30,000
HECLA MINING CO COMMON STOCKS 422704106 35 31,100 X 31,100
HEICO CORP COMMON STOCKS 422806109 443 31,100 X 31,100
HEICO CORP-CLASS A COMMON STOCKS 422806208 381 31,100 X 31,100
HEINZ (H.J.) CO COMMON STOCKS 423074103 1,522 36,150 X 36,150
HERSHEY FOODS CORP COMMON STOCKS 427866108 1,415 27,800 X 27,800
HERTZ CORP-CL A COMMON STOCKS 428040109 970 31,000 X 31,000
HEWLETT-PACKARD CO COMMON STOCKS 428236103 18,184 146,700 X 146,700
HIGHLANDS INSURANCE GROUP COMMON STOCKS 431032101 274 29,200 X 29,200
HILTON HOTELS CORP COMMON STOCKS 432848109 610 64,500 X 64,500
HOME DEPOT INC COMMON STOCKS 437076102 17,190 346,500 X 346,500
HOMEBASE INC COMMON STOCKS 43738E108 49 31,100 X 31,100
HOMESTAKE MINING COMMON STOCKS 437614100 111 16,100 X 16,100
HONEYWELL INTERNATIONAL INC COMMON STOCKS 438516106 4,917 126,212 X 126,212
HOUSEHOLD FINANCE CORP COMMON STOCKS 441815107 2,276 52,532 X 52,532
HOWELL CORP COMMON STOCKS 443051107 278 29,300 X 29,300
HUFFY CORP COMMON STOCKS 444356109 101 31,100 X 31,100
HUMANA INC COMMON STOCKS 444859102 50 10,300 X 10,300
HUNT CORP COMMON STOCKS 445591100 295 28,400 X 28,400
HUNTCO INC COMMON STOCKS 445661101 80 29,600 X 29,600
HUNTINGTON BANCSHARES COMMON STOCKS 446150104 580 32,797 X 32,797
IMS HEALTH INC COMMON STOCKS 449934108 342 19,000 X 19,000
ITT INDUSTRIES INC COMMON STOCKS 450911102 271 8,000 X 8,000
IDEX CORP COMMON STOCKS 45167R104 801 24,000 X 24,000
ILLINOIS TOOL WORKS COMMON STOCKS 452308109 2,931 51,300 X 51,300
INCO LTD COMMON STOCKS 453258402 181 11,800 X 11,800
INCO LTD-CLASS VBN SHARES COMMON STOCKS 453258709 85 19,500 X 19,500
INDUSTRIAL DISTRIBUTION COMMON STOCKS 456061100 76 30,300 X 30,300
INGERSOLL-RAND CO COMMON STOCKS 456866102 1,807 44,440 X 44,440
INSTEEL INDUSTRIES COMMON STOCKS 45774W108 183 29,500 X 29,500
INTEL CORP COMMON STOCKS 458140100 69,889 533,970 X 533,970
INTERNATIONAL ALUMINUM CORP COMMON STOCKS 458884103 518 30,000 X 30,000
INTL BUSINESS MACHINES CORP COMMON STOCKS 459200101 34,850 309,980 X 309,980
INTL FLAVORS & FRAGRANCES COMMON STOCKS 459506101 1,128 33,200 X 33,200
INTERNATIONAL PAPER CO COMMON STOCKS 460146103 1,441 46,313 X 46,313
INTERNATIONAL SHIPHOLDING COMMON STOCKS 460321201 257 29,425 X 29,425
INTERPUBLIC GROUP COS INC COMMON STOCKS 460690100 1,241 28,600 X 28,600
ISHARES MSCI JAPAN INDEX COMMON STOCKS 464286848 257 16,900 X 16,900
J. ALEXANDERS CORP COMMON STOCKS 466096104 108 28,700 X 28,700
JDS UNIPHASE CORP COMMON STOCKS 46612J101 443 3,500 X 3,500
JLK DIRECT DISTRIBUTION COMMON STOCKS 46621C105 154 30,100 X 30,100
JACKPOT ENTERPRISES COMMON STOCKS 466392107 393 31,119 X 31,119
JEFFERSON PILOT COMMON STOCKS 475070108 370 6,550 X 6,550
JO-ANN STORES INC-CL B COMMON STOCKS 47758P208 224 29,400 X 29,400
JOHNSON & JOHNSON COMMON STOCKS 478160104 18,862 196,820 X 196,820
JOHNSON CONTROLS INC COMMON STOCKS 478366107 272 5,300 X 5,300
KLA-TENCOR CORPORATION COMMON STOCKS 482480100 1,087 18,600 X 18,600
KMART CORP COMMON STOCKS 482584109 1,968 286,700 X 286,700
K2 INC COMMON STOCKS 482732104 253 30,400 X 30,400
KANEB SERVICES COMMON STOCKS 484170105 124 31,100 X 31,100
KANSAS CITY SOUTHERN INDS COMMON STOCKS 485170104 1,717 22,900 X 22,900
KATY INDS INC COMMON STOCKS 486026107 365 31,100 X 31,100
KELLOGG CO COMMON STOCKS 487836108 2,014 66,800 X 66,800
KERR-MCGEE CORP COMMON STOCKS 492386107 352 5,967 X 5,967
KEY PRODUCTION COMPANY INC COMMON STOCKS 493138101 544 31,100 X 31,100
KEYCORP COMMON STOCKS 493267108 773 41,200 X 41,200
KEYSTONE CONSOLIDATED
INDUSTRIES COMMON STOCKS 493422109 107 28,600 X 28,600
KIMBERLY-CLARK CORP COMMON STOCKS 494368103 5,028 86,256 X 86,256
KNIGHT RIDDER INC COMMON STOCKS 499040103 662 12,400 X 12,400
KOHLS CORP COMMON STOCKS 500255104 1,834 33,200 X 33,200
KONINKLIJKE PHILIPS
ELECTRONIC COMMON STOCKS 500472204 3,296 69,392 X 69,392
KROGER CO COMMON STOCKS 501044101 7,167 331,420 X 331,420
LSI LOGIC CORP COMMON STOCKS 502161102 1,740 30,200 X 30,200
LACLEDE GAS CO. PREFERRED STOCKS 505588301 340 16,200 X 16,200
LAMSON & SESSIONS CO COMMON STOCKS 513696104 476 31,100 X 31,100
NOVO-NORDISK COMMON STOCKS 5154656K3 419 315 X 315
LASER MORTGAGE MGMT INC COMMON STOCKS 51806D100 111 29,200 X 29,200
LEGGETT & PLATT INC COMMON STOCKS 524660107 580 31,800 X 31,800
LEHMAN BROTHERS HOLDINGS INC COMMON STOCKS 524908100 2,404 25,750 X 25,750
LENNAR CORP COMMON STOCKS 526057104 208 10,255 X 10,255
LEXMARK INTL GROUP INC-CL A COMMON STOCKS 529771107 904 13,000 X 13,000
LILLY (ELI) & CO COMMON STOCKS 532457108 17,909 197,100 X 197,100
LIMITED INC COMMON STOCKS 532716107 873 39,600 X 39,600
LINCOLN NATIONAL CORP COMMON STOCKS 534187109 664 18,000 X 18,000
LINEAR TECHNOLOGY CORP COMMON STOCKS 535678106 1,995 31,600 X 31,600
LITHIA MOTORS INC-CL A COMMON STOCKS 536797103 408 30,500 X 30,500
LOCKHEED MARTIN CORPORATION COMMON STOCKS 539830109 902 36,402 X 36,402
LODGIAN US COMMON STOCKS 54021P106 76 31,100 X 31,100
LOEWS CORP COMMON STOCKS 540424108 605 9,800 X 9,800
LOWE'S COMPANIES COMMON STOCKS 548661107 2,377 56,900 X 56,900
LUCENT TECHNOLOGIES INC COMMON STOCKS 549463107 31,232 524,359 X 524,359
LYDALL INC COMMON STOCKS 550819106 330 31,100 X 31,100
M & F WORLDWIDE CORP COMMON STOCKS 552541104 167 29,700 X 29,700
MBIA INC COMMON STOCKS 55262C100 786 15,100 X 15,100
MBNA CORP COMMON STOCKS 55262L100 2,483 89,245 X 89,245
MFS CHARTER INCOME TRUST COMMON STOCKS 552727109 163 20,000 X 20,000
MGIC INVESTMENT CORP COMMON STOCKS 552848103 300 6,600 X 6,600
M/I SCHOTTENSTEIN HOMES INC COMMON STOCKS 55305B101 490 31,100 X 31,100
MSC SOFTWARE CORP COMMON STOCKS 553531104 280 30,100 X 30,100
MAC-GRAY CORP COMMON STOCKS 554153106 127 29,100 X 29,100
MARINEMAX INC COMMON STOCKS 567908108 215 30,700 X 30,700
MARITRANS INC COMMON STOCKS 570363101 177 29,200 X 29,200
MARSH & MCLENNAN COS COMMON STOCKS 571748102 3,095 29,650 X 29,650
MARRIOTT INTERNATIONAL-CL A COMMON STOCKS 571903202 834 22,950 X 22,950
MASCO CORP COMMON STOCKS 574599106 750 41,200 X 41,200
MATLACK SYSTEMS INC COMMON STOCKS 576901102 66 30,000 X 30,000
MATTEL INC COMMON STOCKS 577081102 533 38,687 X 38,687
MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K101 2,145 32,600 X 32,600
MAY DEPARTMENT STORES CO COMMON STOCKS 577778103 773 30,626 X 30,626
MCDONALDS CORPORATION COMMON STOCKS 580135101 7,496 224,000 X 224,000
MCGRAW HILL COMPANIES INC COMMON STOCKS 580645109 2,468 45,900 X 45,900
MCKESSON HBOC INC COMMON STOCKS 58155Q103 365 17,414 X 17,414
MCWHORTER TECHNOLOGIES COMMON STOCKS 582803102 604 31,100 X 31,100
MEAD CORP COMMON STOCKS 582834107 281 10,100 X 10,100
MEADOWBROOK INSURANCE GROUP COMMON STOCKS 58319P108 146 28,400 X 28,400
MEDIA ARTS GROUP INC COMMON STOCKS 58439C102 120 29,500 X 29,500
MEDIAONE GROUP INC COMMON STOCKS 58440J104 2,310 34,200 X 34,200
MEDTRONIC INC COMMON STOCKS 585055106 8,507 173,400 X 173,400
MEEMIC HOLDINGS INC. COMMON STOCKS 585135106 82,215 5,098,597 X 5,098,597
MELLON FINANCIAL CORP COMMON STOCKS 58551A108 1,942 51,700 X 51,700
MERCK & CO INC COMMON STOCKS 589331107 31,048 417,350 X 417,350
MERCURY INTERACTIVE CORP COMMON STOCKS 589405109 215 2,150 X 2,150
MEREDITH CORP COMMON STOCKS 589433101 334 10,400 X 10,400
MERIDIAN INS GROUP INC COMMON STOCKS 589644103 49,550 3,811,500 X 3,811,500
MERIDIAN RESOURCE CORP COMMON STOCKS 58977Q109 177 31,100 X 31,100
MERISTAR HOTELS & RESORTS
INC COMMON STOCKS 589988104 89 31,100 X 31,100
MERRILL LYNCH & CO COMMON STOCKS 590188108 5,469 48,300 X 48,300
MESTEK INC COMMON STOCKS 590829107 548 31,100 X 31,100
MET-PRO CORP COMMON STOCKS 590876306 270 30,000 X 30,000
METHANEX CORP COMMON STOCKS 59151K108 58 20,500 X 20,500
MICROSOFT CORP COMMON STOCKS 594918104 58,738 779,412 X 779,412
MICROFINANCIAL INC COMMON STOCKS 595072109 275 27,500 X 27,500
MIKASA INC COMMON STOCKS 59862T109 320 29,100 X 29,100
MILLIPORE CORP COMMON STOCKS 601073109 744 9,900 X 9,900
MINNESOTA MINING &
MANUFACTURING COMMON STOCKS 604059105 4,154 50,250 X 50,250
MINOLTA-QMS INC COMMON STOCKS 604312108 97 31,100 X 31,100
MOLEX INC COMMON STOCKS 608554101 895 18,125 X 18,125
J.P. MORGAN & COMPANY COMMON STOCKS 616880100 2,107 17,700 X 17,700
MORGAN ST DEAN WITTER & CO COMMON STOCKS 617446448 13,133 160,854 X 160,854
MORTONS RESTAURANT GROUP COMMON STOCKS 619429103 636 29,600 X 29,600
MOSSIMO INC COMMON STOCKS 619696107 24 31,100 X 31,100
MOTOROLA INC COMMON STOCKS 620076109 10,005 322,774 X 322,774
NCR CORPORATION COMMON STOCKS 62886E108 444 11,000 X 11,000
NYMAGIC INC COMMON STOCKS 629484106 419 29,400 X 29,400
RJR NABISCO HOLDINGS CORP COMMON STOCKS 62952P102 1,445 56,600 X 56,600
NASHUA CORP COMMON STOCKS 631226107 240 29,100 X 29,100
NATIONAL CITY CORP COMMON STOCKS 635405103 2,240 117,324 X 117,324
NATIONAL SEMICONDUCTOR CORP COMMON STOCKS 637640103 929 15,800 X 15,800
NEFF CORP COMMON STOCKS 640094108 115 30,200 X 30,200
THOMAS NELSON INC COMMON STOCKS 640376109 265 30,900 X 30,900
THOMAS NELSON INC-CLASS B COMMON STOCKS 640376208 306 29,900 X 29,900
NETWORK APPLIANCE INC COMMON STOCKS 64120L104 2,528 30,700 X 30,700
NEW CENTURY ENERGIES INC COMMON STOCKS 64352U103 598 19,000 X 19,000
NEW YORK TIMES CO COMMON STOCKS 650111107 628 15,800 X 15,800
NEWELL RUBBERMAID INC COMMON STOCKS 651229106 669 25,889 X 25,889
NEWMONT MINING CORP COMMON STOCKS 651639106 615 26,377 X 26,377
NEXTEL COMMUNICATIONS INC-A COMMON STOCKS 65332V103 5,639 99,300 X 99,300
NEXTLINK COMMUNICATIONS INC
CLASS A COMMON STOCKS 65333H707 3,080 81,200 X 81,200
NIAGARA MOHAWK HOLDINGS INC COMMON STOCKS 653520106 492 35,100 X 35,100
NIKE INC COMMON STOCKS 654106103 2,332 55,600 X 55,600
NORDSTROM INC COMMON STOCKS 655664100 548 22,600 X 22,600
NORFOLK SOUTHERN CORP COMMON STOCKS 655844108 552 35,150 X 35,150
NORTEL NETWORKS CORP COMMON STOCKS 656568102 26,492 408,240 X 408,240
NORTHERN STATES POWER-MN COMMON STOCKS 665772109 295 14,000 X 14,000
NORTHERN TRUST CORP COMMON STOCKS 665859104 1,509 22,700 X 22,700
NORTHROP GRUMMAN CORP COMMON STOCKS 666807102 828 11,300 X 11,300
NOVASTAR FINANCIAL INC COMMON STOCKS 669947400 105 27,500 X 27,500
NOVELL INC COMMON STOCKS 670006105 305 33,400 X 33,400
NUMEREX CORP CL A COMMON STOCKS 67053A102 294 32,000 X 32,000
OAKWOOD HOMES COMMON STOCKS 674098108 56 31,100 X 31,100
OCCIDENTAL PETROLEUM CORP COMMON STOCKS 674599105 730 33,800 X 33,800
OCTEL CORP COMMON STOCKS 675727101 231 29,600 X 29,600
OFFICE DEPOT INC COMMON STOCKS 676220106 336 50,400 X 50,400
OIL-DRI CORP COMMON STOCKS 677864100 262 29,100 X 29,100
OLD KENT FINANCIAL CORP COMMON STOCKS 679833103 520 17,200 X 17,200
OMNICOM GROUP COMMON STOCKS 681919106 1,607 18,100 X 18,100
OMEGA PROTEIN CORP COMMON STOCKS 68210P107 59 29,300 X 29,300
ORACLE CORPORATION COMMON STOCKS 68389X105 38,949 470,732 X 470,732
OREGON STEEL MILLS INC COMMON STOCKS 686079104 60 31,100 X 31,100
OSMONICS INC COMMON STOCKS 688350107 266 28,800 X 28,800
OWENS-ILLINOIS INC COMMON STOCKS 690768403 214 18,700 X 18,700
OXFORD INDUSTRIES INC COMMON STOCKS 691497309 540 30,000 X 30,000
PECO ENERGY CO COMMON STOCKS 693304107 2,155 53,110 X 53,110
PG&E CORPORATION COMMON STOCKS 69331C108 883 35,400 X 35,400
PE CORP-PE BIOSYSTEMS GROUP COMMON STOCKS 69332S102 1,411 21,000 X 21,000
PNC BANK CORP COMMON STOCKS 693475105 1,489 29,900 X 29,900
PPG INDUSTRIES INC COMMON STOCKS 693506107 732 16,100 X 16,100
PPL CORPORATION COMMON STOCKS 69351T106 343 15,100 X 15,100
PACTIV CORPORATION COMMON STOCKS 695257105 83 10,600 X 10,600
PAINE WEBBER GROUP COMMON STOCKS 695629105 610 13,100 X 13,100
PALL CORP COMMON STOCKS 696429307 258 12,400 X 12,400
PAMECO CORP COMMON STOCKS 697934107 75 29,100 X 29,100
PANAVISION INC COMMON STOCKS 69830E209 160 19,400 X 19,400
PARAMETRIC TECHNOLOGY CORP COMMON STOCKS 699173100 187 17,000 X 17,000
PARKER HANNIFIN CORP COMMON STOCKS 701094104 237 6,925 X 6,925
PATINA OIL & GAS CORP COMMON STOCKS 703224105 645 31,100 X 31,100
PAULA FINANCIAL COMMON STOCKS 703588103 50 18,400 X 18,400
PAYCHEX INC COMMON STOCKS 704326107 2,222 58,400 X 58,400
PEDIATRIX MEDICAL GROUP INC COMMON STOCKS 705324101 362 31,100 X 31,100
PENN-AMERICA GROUP INC COMMON STOCKS 707247102 245 31,100 X 31,100
PENN ENGINEERING &
MANUFACTURING COMMON STOCKS 707389102 700 21,700 X 21,700
PENN TREATY AMERICAN CORP COMMON STOCKS 707874103 510 30,000 X 30,000
J.C. PENNEY COMPANY INC COMMON STOCKS 708160106 297 16,100 X 16,100
PENTACON INC COMMON STOCKS 709620108 65 29,700 X 29,700
PEOPLESOFT INC COMMON STOCKS 712713106 278 16,600 X 16,600
PEPSIAMERICAS INC COMMON STOCKS 71343P101 90 29,900 X 29,900
PEPSICO INC COMMON STOCKS 713448108 13,159 305,500 X 305,500
PERKINELMER INC COMMON STOCKS 714046109 351 5,800 X 5,800
PFIZER INC COMMON STOCKS 717081103 39,668 876,650 X 876,650
PHARMACEUTICAL RESOURCES COMMON STOCKS 717125108 184 35,100 X 35,100
PHARMACIA CORP COMMON STOCKS 71713U102 11,105 216,915 X 216,915
PHILIP MORRIS COMPANIES INC COMMON STOCKS 718154107 10,376 388,680 X 388,680
PHILLIPS PETROLEUM CO COMMON STOCKS 718507106 1,219 23,400 X 23,400
PICCADILLY CAFETERIAS INC COMMON STOCKS 719567109 106 37,600 X 37,600
PILGRIMS PRIDE CORP COMMON STOCKS 721467207 167 30,700 X 30,700
PILLOWTEX CORP COMMON STOCKS 721501104 132 31,100 X 31,100
PINNACLE WEST CAPITAL COMMON STOCKS 723484101 561 16,380 X 16,380
PITNEY BOWES INC COMMON STOCKS 724479100 1,106 26,900 X 26,900
PLACER DOME INC COMMON STOCKS 725906101 192 20,100 X 20,100
PLANTRONICS INC COMMON STOCKS 727493108 247 2,140 X 2,140
PLAYBOY ENTERPRISES COMMON STOCKS 728117201 351 29,900 X 29,900
PRAXAIR INC COMMON STOCKS 74005P104 1,837 44,800 X 44,800
PREMIUMWEAR INC COMMON STOCKS 740909106 416 31,100 X 31,100
PRICE T ROWE ASSOCIATES COMMON STOCKS 741477103 1,178 29,200 X 29,200
PRIMEDIA INC COMMON STOCKS 74157K101 228 10,000 X 10,000
PROCTOR & GAMBLE CO COMMON STOCKS 742718109 10,901 190,300 X 190,300
PROGRESSIVE CORP COMMON STOCKS 743315103 2,334 26,500 X 26,500
PROVIDIAN FINANCIAL CORP COMMON STOCKS 74406A102 5,506 61,100 X 61,100
PUBLIC SERVICE ENTERPRISE
GROUP COMMON STOCKS 744573106 705 20,150 X 20,150
Q.E.P. COMPANY INC COMMON STOCKS 74727K102 187 23,000 X 23,000
QUAKER CHEMICAL COMMON STOCKS 747316107 511 29,400 X 29,400
QUAKER OATS CO COMMON STOCKS 747402105 914 12,400 X 12,400
QUALCOMM INC COMMON STOCKS 747525103 6,396 97,200 X 97,200
QUINTILES TRANSNATIONAL
CORP COMMON STOCKS 748767100 139 10,400 X 10,400
R & B FALCON CORP COMMON STOCKS 74912E101 621 26,350 X 26,350
RDO EQUIPMENT COMPANY COMMON STOCKS 749413100 162 29,500 X 29,500
RTI INTERNATIONAL METALS COMMON STOCKS 74973W107 354 31,100 X 31,100
RADIAN GROUP INC COMMON STOCKS 750236101 269 5,200 X 5,200
RADIOSHACK CORPORATION COMMON STOCKS 750438103 3,417 72,950 X 72,950
RALSTON-RALSTON PURINA
GROUP COMMON STOCKS 751277302 373 18,700 X 18,700
RANGE RESOURCES CORP COMMON STOCKS 75281A109 97 31,100 X 31,100
RAYTECH CORP-DEL COMMON STOCKS 755103108 94 29,000 X 29,000
RAYTHEON COMMON STOCKS 755111408 618 31,100 X 31,100
REGIONS FINANCIAL GROUP COMMON STOCKS 758940100 268 13,500 X 13,500
RELIANT ENERGY INC COMMON STOCKS 75952J108 788 27,218 X 27,218
REPUBLIC GROUP INC COMMON STOCKS 760473108 280 31,129 X 31,129
RESORTQUEST INTL INC COMMON STOCKS 761183102 154 30,000 X 30,000
REVLON INC COMMON STOCKS 761525500 191 30,200 X 30,200
REYNOLDS METALS CO COMMON STOCKS 761763101 393 5,800 X 5,800
RIGHTCHOICE MANAGED CARE COMMON STOCKS 76657K101 460 29,200 X 29,200
RITE AID CORP COMMON STOCKS 767754104 105 16,000 X 16,000
ROCKWELL INTL CORP COMMON STOCKS 773903109 599 17,550 X 17,550
ROHM AND HAAS CO COMMON STOCKS 775371107 703 20,144 X 20,144
ROUGE INDUSTRIES INC-CLASS A COMMON STOCKS 779088103 93 31,100 X 31,100
ROWE FURNITURE CORP COMMON STOCKS 779528108 119 31,170 X 31,170
ROYAL APPLIANCE MFG CO COMMON STOCKS 780076105 177 31,100 X 31,100
ROYAL DUTCH PETRO NY SHARES COMMON STOCKS 780257804 19,876 321,100 X 321,100
SBC COMMUNICATIONS INC COMMON STOCKS 78387G103 23,498 525,554 X 525,554
SL INDUSTRIES INC COMMON STOCKS 784413106 289 29,608 X 29,608
SLM HOLDING CORP COMMON STOCKS 78442A109 368 9,840 X 9,840
SABRE HOLDINGS CORP COMMON STOCKS 785905100 2,455 86,139 X 86,139
SAFECO CORP COMMON STOCKS 786429100 337 14,400 X 14,400
SAFEWAY INC COMMON STOCKS 786514208 3,780 85,250 X 85,250
ST. JUDE MEDICAL INC COMMON STOCKS 790849103 239 5,200 X 5,200
ST. PAUL COMPANIES COMMON STOCKS 792860108 740 20,932 X 20,932
SAPIENT CORPORATION COMMON STOCKS 803062108 385 3,600 X 3,600
SARA LEE CORP COMMON STOCKS 803111103 5,306 284,860 X 284,860
SCHERING-PLOUGH CORP COMMON STOCKS 806605101 10,046 206,800 X 206,800
SCHLUMBERGER LTD COMMON STOCKS 806857108 5,057 68,400 X 68,400
SCHWAB (CHARLES) CORP COMMON STOCKS 808513105 6,205 193,500 X 193,500
SCIENTIFIC-ATLANTA INC COMMON STOCKS 808655104 1,047 14,600 X 14,600
SEA CONTAINERS LTD COMMON STOCKS 811371103 647 27,300 X 27,300
SEAGATE TECHNOLOGY INC COMMON STOCKS 811804103 1,180 20,400 X 20,400
SEAGRAM CO LTD COMMON STOCKS 811850106 2,658 48,200 X 48,200
SEALED AIR CORP COMMON STOCKS 81211K100 274 5,233 X 5,233
SEARS ROEBUCK & CO COMMON STOCKS 812387108 2,074 59,500 X 59,500
SEMPRA ENERGY COMMON STOCKS 816851109 215 12,622 X 12,622
SHERWIN WILLIAMS CO COMMON STOCKS 824348106 642 27,700 X 27,700
SIEBEL SYSTEMS INC COMMON STOCKS 826170102 3,163 21,700 X 21,700
SIGMA-ALDRICH COMMON STOCKS 826552101 324 10,000 X 10,000
SILICON GRAPHICS INC COMMON STOCKS 827056102 308 42,800 X 42,800
SILVERLEAF RESORTS, INC. COMMON STOCKS 828395103 81 30,000 X 30,000
SIMULA INC COMMON STOCKS 829206101 60 30,100 X 30,100
SIZZLER INTERNATIONAL INC COMMON STOCKS 830139101 80 31,100 X 31,100
SKECHERS USA INC-CLASS A COMMON STOCKS 830566105 492 31,100 X 31,100
SOLA INTERNATIONAL INC COMMON STOCKS 834092108 152 31,100 X 31,100
SOLECTRON CORP COMMON STOCKS 834182107 2,391 59,900 X 59,900
SOUTHERN CO COMMON STOCKS 842587107 1,637 68,500 X 68,500
SOUTHTRUST CORP COMMON STOCKS 844730101 235 10,400 X 10,400
SOUTHWEST AIRLINES COMMON STOCKS 844741108 1,954 101,855 X 101,855
SOVEREIGN CAP TRUST II PREFERRED STOCKS 845905306 224 5,000 X 5,000
SPARTON COMMON STOCKS 847235108 124 30,100 X 30,100
SPORT SUPPLY GROUP INC COMMON STOCKS 848915104 138 29,900 X 29,900
THE SPORTS AUTHORITY COMMON STOCKS 849176102 35 31,100 X 31,100
SPRINT CORP (FON GROUP) COMMON STOCKS 852061100 9,976 183,780 X 183,780
SPRINT CORP (PCS GROUP) COMMON STOCKS 852061506 6,762 116,200 X 116,200
STANDARD COMMERCIAL CORP COMMON STOCKS 853258101 142 31,144 X 31,144
STAPLES INC COMMON STOCKS 855030102 1,103 73,150 X 73,150
STAR GAS PARTNER-SEN
SUB UTS COMMON STOCKS 85512C204 99 14,800 X 14,800
STARBUCKS CORP COMMON STOCKS 855244109 435 11,400 X 11,400
STARRETT (LS) CO COMMON STOCKS 855668109 544 31,100 X 31,100
STATE STREET CORP COMMON STOCKS 857477103 2,530 23,500 X 23,500
STERLING BANCORP NY COMMON STOCKS 859158107 474 30,075 X 30,075
STIFEL FINANCIAL COMMON STOCKS 860630102 311 29,664 X 29,664
SUIZA FOODS CORP COMMON STOCKS 865077101 244 5,000 X 5,000
SUMMIT BANCORP COMMON STOCKS 866005101 266 10,800 X 10,800
SUN MICROSYSTEMS INC COMMON STOCKS 866810104 19,791 223,200 X 223,200
SUNBURST HOSPITALITY CORP COMMON STOCKS 866948102 131 29,500 X 29,500
SUNOCO INC COMMON STOCKS 86764P109 657 20,566 X 20,566
SUNTERRA CORPORATION COMMON STOCKS 86787D109 7 31,100 X 31,100
SUNRISE MEDICAL COMMON STOCKS 867910101 145 29,700 X 29,700
SUNTRUST BANKS INC COMMON STOCKS 867914103 1,682 32,500 X 32,500
SUPERVALU INC COMMON STOCKS 868536103 263 13,500 X 13,500
SYMS CORP COMMON STOCKS 871551107 122 31,100 X 31,100
SYNOPSYS INC COMMON STOCKS 871607107 950 27,480 X 27,480
SYNOVUS FINANCIAL CORP COMMON STOCKS 87161C105 305 17,300 X 17,300
SYSCO CORP COMMON STOCKS 871829107 1,274 30,400 X 30,400
TB WOOD'S CORP COMMON STOCKS 872226105 294 28,300 X 28,300
TJX COMPANIES INC COMMON STOCKS 872540109 4,043 215,600 X 215,600
TRC COMPANIES INC COMMON STOCKS 872625108 339 29,500 X 29,500
TRW INC COMMON STOCKS 872649108 325 7,500 X 7,500
TXU CORP COMMON STOCKS 873168108 1,676 50,405 X 50,405
TANDYCRAFTS INC COMMON STOCKS 875386104 87 31,100 X 31,100
TARGET CORP COMMON STOCKS 87612E106 2,862 49,000 X 49,000
TASTY BAKING CO COMMON STOCKS 876553306 352 27,500 X 27,500
TECH DATA CORP COMMON STOCKS 878237106 227 5,200 X 5,200
TECH-SYM COMMON STOCKS 878308105 833 29,600 X 29,600
TEKTRONIX INC COMMON STOCKS 879131100 631 10,100 X 10,100
TELLABS INC COMMON STOCKS 879664100 3,107 45,300 X 45,300
TEMPLE-INLAND INC COMMON STOCKS 879868107 1,044 21,300 X 21,300
TENET HEALTHCARE
CORPORATION COMMON STOCKS 88033G100 2,308 86,060 X 86,060
TERADYNE INC COMMON STOCKS 880770102 1,416 17,400 X 17,400
TERRA NITROGEN COMPANY LP COMMON STOCKS 881005201 118 29,400 X 29,400
TETRA TECHNOLOGIES INC COMMON STOCKS 88162F105 441 31,100 X 31,100
TEXACO INC COMMON STOCKS 881694103 3,812 69,200 X 69,200
TEXAS INSTRUMENTS INC COMMON STOCKS 882508104 21,322 297,260 X 297,260
TEXTRON INC COMMON STOCKS 883203101 766 13,700 X 13,700
THERMO ELECTRON CORP COMMON STOCKS 883556102 206 9,800 X 9,800
3COM CORP COMMON STOCKS 885535104 2,109 39,000 X 39,000
TIME WARNER INC COMMON STOCKS 887315109 14,039 182,160 X 182,160
TIMES MIRROR CO - CL A COMMON STOCKS 887364107 574 6,000 X 6,000
TITAN INTERNATIONAL INC COMMON STOCKS 88830M102 165 31,100 X 31,100
TITANIUM METALS CORP COMMON STOCKS 888339108 146 31,100 X 31,100
TODD SHIPYARDS CORP COMMON STOCKS 889039103 236 30,000 X 30,000
TOKHEIM CORP COMMON STOCKS 889073102 51 31,100 X 31,100
TORCHMARK CORP COMMON STOCKS 891027104 396 14,700 X 14,700
TOSCO CORP COMMON STOCKS 891490302 654 22,300 X 22,300
TOYS R US INC COMMON STOCKS 892335100 572 37,612 X 37,612
TRANSMEDIA NETWORK INC COMMON STOCKS 893767301 122 28,800 X 28,800
TRANSPORTATION COMPONENTS COMMON STOCKS 893878108 54 28,000 X 28,000
TRANSPRO INC COMMON STOCKS 893885103 146 28,900 X 28,900
TRANSTECHNOLOGY CORP COMMON STOCKS 893889105 320 29,100 X 29,100
TREMONT CORP COMMON STOCKS 894745207 651 29,100 X 29,100
TRICON GLOBAL RESTAURANTS COMMON STOCKS 895953107 1,340 47,420 X 47,420
TRIBUNE CO COMMON STOCKS 896047107 962 26,900 X 26,900
TRUMP HOTELS & CASINO
RESORT COMMON STOCKS 898168109 87 31,100 X 31,100
TWIN DISC INC COMMON STOCKS 901476101 486 28,500 X 28,500
TYCO INTERNATIONAL LTD COMMON STOCKS 902124106 10,900 230,996 X 230,996
USX-MARATHON GROUP COMMON STOCKS 902905827 736 28,659 X 28,659
UST INC COMMON STOCKS 902911106 366 23,000 X 23,000
U.S. BANCORP COMMON STOCKS 902973106 1,616 75,598 X 75,598
UNICAPITAL CORP COMMON STOCKS 90459D108 18 35,000 X 35,000
UNIFIRST CORP COMMON STOCKS 904708104 236 30,000 X 30,000
UNILEVER N V NY SHARES COMMON STOCKS 904784709 2,916 63,727 X 63,727
UNICOM CORPORATION COMMON STOCKS 904911104 790 20,100 X 20,100
UNIGRAPHICS SOLUTIONS INC COMMON STOCKS 904928108 585 30,000 X 30,000
UNION CARBIDE CORP COMMON STOCKS 905581104 633 12,400 X 12,400
UNION PACIFIC CORP COMMON STOCKS 907818108 1,145 29,100 X 29,100
UNION PACIFIC RESOURCES GRP COMMON STOCKS 907834105 675 30,074 X 30,074
UNION PLANTERS CORP COMMON STOCKS 908068109 243 8,700 X 8,700
UNISYS CORP COMMON STOCKS 909214108 526 28,600 X 28,600
UNITED INDUSTRIAL CORP COMMON STOCKS 910671106 266 29,200 X 29,200
UNITED PARK CITY MINES CO COMMON STOCKS 911315208 652 29,140 X 29,140
US AIRWAYS GROUP INC COMMON STOCKS 911905107 538 13,100 X 13,100
US WEST INC COMMON STOCKS 91273H101 6,462 79,751 X 79,751
UNITED TECHNOLOGIES CORP COMMON STOCKS 913017109 7,761 132,770 X 132,770
UNITED WISCONSIN SERVICES COMMON STOCKS 913238101 165 30,300 X 30,300
UNITEDHEALTH GROUP INC COMMON STOCKS 91324P102 1,277 15,600 X 15,600
UNO RESTAURANT CORP COMMON STOCKS 914900105 333 31,135 X 31,135
UNOCAL CORP COMMON STOCKS 915289102 759 22,300 X 22,300
UNUMPROVIDENT CORP COMMON STOCKS 91529Y106 297 14,800 X 14,800
URSTADT BIDDLE-CL A COMMON STOCKS 917286205 135 19,000 X 19,000
UTAH MEDICAL PRODUCTS COMMON STOCKS 917488108 163 24,000 X 24,000
VF CORP COMMON STOCKS 918204108 350 12,800 X 12,800
VERITAS SOFTWARE CORP COMMON STOCKS 923436109 5,320 43,800 X 43,800
VESTA INSURANCE GROUP INC COMMON STOCKS 925391104 192 31,100 X 31,100
VIACOM INC-CL B COMMON STOCKS 925524308 12,260 182,976 X 182,976
VLASIC FOODS INT'L COMMON STOCKS 928559103 51 31,100 X 31,100
VULCAN MATERIALS CO COMMON STOCKS 929160109 1,409 33,000 X 33,000
WHX CORP COMMON STOCKS 929248102 171 31,000 X 31,000
WACHOVIA CORP COMMON STOCKS 929771103 1,402 22,700 X 22,700
WACKENHUT CORP COMMON STOCKS 929794303 292 31,118 X 31,118
WAL-MART STORES INC COMMON STOCKS 931142103 36,845 647,000 X 647,000
WALGREEN CO COMMON STOCKS 931422109 4,392 142,500 X 142,500
WARNER-LAMBERT CO COMMON STOCKS 934488107 6,617 53,300 X 53,300
WASHINGTON HOMES INC COMMON STOCKS 938864105 179 29,800 X 29,800
WASHINGTON MUTUAL INC COMMON STOCKS 939322103 1,718 58,698 X 58,698
WASTE MANAGEMENT INC COMMON STOCKS 94106L109 1,075 57,025 X 57,025
WATER PIK TECHNOLOGIES INC COMMON STOCKS 94113U100 188 30,000 X 30,000
WATERLINK INC COMMON STOCKS 94155N105 74 29,600 X 29,600
WATSON PHARMACEUTICALS INC COMMON STOCKS 942683103 317 5,900 X 5,900
WEIDER NUTRITION INTL INC COMMON STOCKS 948603105 93 31,100 X 31,100
WELLPOINT HEALTH NETWORK COMMON STOCKS 94973H108 290 4,000 X 4,000
WELLS FARGO & COMPANY COMMON STOCKS 949746101 10,864 263,340 X 263,340
WENDYS FINANCING I PREFERRED STOCKS 950588202 395 8,200 X 8,200
WESTCOAST HOSPITALITY CORP COMMON STOCKS 95750P106 205 29,300 X 29,300
WESTERN MASS EL PREFERRED STOCKS 958587701 805 32,051 X 32,051
WEYERHAEUSER CO COMMON STOCKS 962166104 2,144 48,950 X 48,950
WHIRLPOOL CORP COMMON STOCKS 963320106 214 4,600 X 4,600
WILLBROS GROUP INC COMMON STOCKS 969199108 214 31,100 X 31,100
WILLIAMS COS INC COMMON STOCKS 969457100 1,857 44,200 X 44,200
WILSHIRE OIL CO OF TEXAS COMMON STOCKS 971889100 117 29,592 X 29,592
WINN DIXIE STORES INC COMMON STOCKS 974280109 256 17,300 X 17,300
WISCONSIN ENERGY CORP COMMON STOCKS 976657106 528 25,000 X 25,000
WISER OIL CO COMMON STOCKS 977284108 96 30,700 X 30,700
WORLD FUEL SERVICES CORP COMMON STOCKS 981475106 268 31,125 X 31,125
WORLDCOM INC COMMON STOCKS 98157D106 22,905 515,911 X 515,911
WORLDTEX INC COMMON STOCKS 981907108 11 33,410 X 33,410
WRIGLEY (WM.) JR CO COMMON STOCKS 982526105 862 10,700 X 10,700
XILINX INC COMMON STOCKS 983919101 2,731 32,600 X 32,600
XEROX CORP COMMON STOCKS 984121103 1,550 67,550 X 67,550
YAHOO! INC COMMON STOCKS 984332106 9,296 72,400 X 72,400
YOUNG & RUBICAM INC COMMON STOCKS 987425105 246 4,300 X 4,300
ZALE CORP COMMON STOCKS 988858106 241 6,600 X 6,600
ZEMEX CORP COMMON STOCKS 988910105 223 29,788 X 29,788
ZAPATA CORP COMMON STOCKS 989070503 97 31,140 X 31,140
BARINGS: INTERNATIONAL BOND
FUND COMMON STOCKS 99C001072 192 10,160 X 10,160
TOTAL VALUE 2,060,462
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