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Previous: SEPARATE ACCOUNT THREE OF THE MANUFACT LIFE INS CO OF AM, 497, 2000-05-11 |
Next: PRINTWARE INC, DFAN14A, 2000-05-11 |
<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, 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: 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
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Title: Compliance Manager
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Phone: (314) 444-4306
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Signature, Place, and Date of Signing:
/S/ Jill Kacich St. Louis, Missouri 3/11/00
- ------------------------- --------------------------- ---------------
[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).)
<PAGE>
<PAGE>
[ ] 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: 717
Form 13F Information Table Value Total: $2,435,148
<PAGE>
<PAGE>
<TABLE>
FORM 13F Holdings as of 03/31/2000
(SEC USE ONLY)
Page____ of ____ Name of Reporting Manager Conning Asset Management Company
------------------------------------
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<CAPTION>
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 2,333 43,300 SH X 43,300
ACM GOVERNMENT INCOME FUND COM 000912105 1,703 237,000 SH X 237,000
AFLAC INC COM 001055102 1,759 38,600 SH X 38,600
AES CORP COM 00130H105 2,552 32,400 SH X 32,400
AMR CORP COM 001765106 3,318 104,093 SH X 104,093
AT&T CORP COM 001957109 32,198 572,291 SH X 572,291
AXA FINANCIAL SERVICES INC COM 002451102 1,761 49,076 SH X 49,076
ABBOTT LABORATORIES COM 002824100 10,871 308,960 SH X 308,960
ACCEPTANCE INSURANCE CO COM 004308102 136 24,928 SH X 24,928
ACME ELECTRIC CORP COM 004644100 71 12,000 SH X 12,000
ADAPTEC INC COM 00651F108 409 10,600 SH X 10,600
ADOBE SYSTEMS INC COM 00724F101 5,209 46,800 SH X 46,800
ADVEST GROUP COM 007566102 395 20,800 SH X 20,800
AEROFLEX COM 007768104 1,415 28,585 SH X 28,585
ADVANCED MICRO DEVICES INC COM 007903107 1,193 20,900 SH X 20,900
AETNA INC. COM 008117103 1,655 29,752 SH X 29,752
AFFILIATED MANAGERS GROUP COM 008252108 241 5,080 SH X 5,080
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,002 35,244 SH X 35,244
ALBERTSONS INC COM 013104104 1,935 62,448 SH X 62,448
ALCAN ALUMINIUM LTD COM 013716105 1,437 42,359 SH X 42,359
ALCOA INC COM 013817101 4,027 57,326 SH X 57,326
ALLEGHENY TECHNOLOGIES INC COM 01741R102 425 21,168 SH X 21,168
ALLERGAN INC COM 018490102 1,015 20,300 SH X 20,300
ALLIED PRODUCTS CORP COM 019411107 99 32,950 SH X 32,950
ALLIED WASTE INDUSTRIES INC COM 019589308 134 20,400 SH X 20,400
ALLSTATE INSURANCE COM 020002101 3,397 142,654 SH X 142,654
ALLTEL COM 020039103 5,028 79,620 SH X 79,620
ALZA CORP COM 022615108 815 21,700 SH X 21,700
AMERADA HESS CORP COM 023551104 860 13,300 SH X 13,300
AMEREN CORP COM 023608102 1,254 40,545 SH X 40,545
AMERICA ONLINE INC COM 02364J104 23,444 348,500 SH X 348,500
AMERICAN ELECTRIC POWER CO INC COM 025537101 935 31,363 SH X 31,363
AMERICAN EXPRESS CO COM 025816109 10,794 72,472 SH X 72,472
AMERICAN GENERAL CORP COM 026351106 6,603 117,642 SH X 117,642
AMERICAN HOME PRODUCTS CORP COM 026609107 10,921 203,600 SH X 203,600
AMERICAN INTERNATIONAL GROUP COM 026874107 32,085 293,011 SH X 293,011
AMERICAN STATES WATER COMPANY COM 029899101 893 30,000 SH X 30,000
AMERON INTERNATIONAL COM 030710107 349 9,800 SH X 9,800
AMGEN COM 031162100 10,659 173,676 SH X 173,676
AMPCO-PITTSBURGH CORP COM 032037103 244 22,400 SH X 22,400
AMREP CORP COM 032159105 100 16,900 SH X 16,900
AMSOUTH BANCORPORATION COM 032165102 735 49,200 SH X 49,200
ANADARKO PETROLEUM CO COM 032511107 1,029 26,600 SH X 26,600
ANALOG DEVICES COM 032654105 3,834 47,600 SH X 47,600
ANHEUSER-BUSCH COS INC COM 035229103 4,764 76,538 SH X 76,538
AON CORP COM 037389103 1,176 36,479 SH X 36,479
APACHE COM 037411105 865 17,385 SH X 17,385
APACHE CORP PFD 037411600 315 7,000 SH X 7,000
APPLE COMPUTER INC COM 037833100 3,545 26,100 SH X 26,100
APPLIED MAGNETICS CORP COM 038213104 3 52,085 SH X 52,085
APPLIED MATERIALS INC COM 038222105 12,293 130,432 SH X 130,432
ARCHER-DANIELS-MIDLAND CO COM 039483102 886 85,459 SH X 85,459
ARROW FINANCIAL CORP COM 042744102 581 31,858 SH X 31,858
ASHLAND INC COM 044204105 545 16,350 SH X 16,350
ASSOCIATES FIRST CAPITAL CORP COM 046008108 3,731 174,123 SH X 174,123
ATLANTA SOSNOFF CAPITAL COM 046499109 185 20,300 SH X 20,300
ATLANTIC RICHFIELD CO COM 048825103 6,483 76,275 SH X 76,275
AUTODESK INC COM 052769106 550 12,085 SH X 12,085
AUTOMATIC DATA PROCESSING INC COM 053015103 6,358 131,780 SH X 131,780
AUTOZONE INC COM 053332102 719 25,900 SH X 25,900
AVERY DENNISON CORP COM 053611109 1,093 17,900 SH X 17,900
AVIALL INC COM 05366B102 398 47,200 SH X 47,200
AVON PRODUCTS INC COM 054303102 1,067 36,700 SH X 36,700
BB&T CORP COM 054937107 1,356 48,306 SH X 48,306
BP AMOCO PLC ADR COM 055622104 944 17,730 SH X 17,730
BRE PROPERTIES INC COM 05564E106 291 11,290 SH X 11,290
BMC SOFTWARE INC COM 055921100 1,748 35,400 SH X 35,400
BAIRNCO CORP COM 057097107 166 24,000 SH X 24,000
BAKER HUGHES INC COM 057224107 2,968 98,103 SH X 98,103
BANGOR HYDRO ELECTRIC COM 060077104 301 17,400 SH X 17,400
BANK OF AMERICA CORP COM 060505104 18,488 352,567 SH X 352,567
BANK OF NEW YORK COM 064057102 5,783 139,148 SH X 139,148
BANK ONE CORP COM 06423A103 6,706 194,941 SH X 194,941
BARD CR INC COM 067383109 348 9,000 SH X 9,000
BARCLAYS BANK PLC ADR PFD 06738C836 229 10,000 SH X 10,000
BARRICK GOLD CORP COM 067901108 853 54,400 SH X 54,400
BAUSCH & LOMB INC COM 071707103 934 17,900 SH X 17,900
BAXTER INTERNATIONAL COM 071813109 6,505 103,777 SH X 103,777
BEAR STEARNS COMPANIES INC COM 073902108 1,105 24,213 SH X 24,213
BEAZER HOMES USA INC COM 07556Q105 424 22,600 SH X 22,600
BECKMAN INSTRUMENTS COM 075811109 1,477 23,010 SH X 23,010
BECTON DICKINSON & CO COM 075887109 991 37,672 SH X 37,672
BED BATH & BEYOND INC COM 075896100 591 15,000 SH X 15,000
BELL ATLANTIC CORP COM 077853109 16,692 273,082 SH X 273,082
BELL INDUSTRIES INC COM 078107109 65 20,512 SH X 20,512
BELLSOUTH CORP COM 079860102 15,348 326,740 SH X 326,740
BEMIS CO INC COM 081437105 258 7,000 SH X 7,000
BERKSHIRE HATHAWAY INC CL B COM 084670207 209 115 SH X 115
BERLITZ INTERNATIONAL COM 08520F100 276 24,100 SH X 24,100
BEST BUY INC COM 086516101 2,528 29,400 SH X 29,400
BESTFOODS COM 08658U101 2,381 50,864 SH X 50,864
BETHLEHEM STEEL CORP COM 087509105 79 13,200 SH X 13,200
BIOGEN INC COM 090597105 2,068 29,600 SH X 29,600
BIOMET INC COM 090613100 627 17,248 SH X 17,248
BLACK & DECKER COM 091797100 522 13,900 SH X 13,900
H & R BLOCK INC COM 093671105 676 15,100 SH X 15,100
BLUEGREEN CORP COM 096231105 148 47,448 SH X 47,448
BOEING COMPANY COM 097023105 7,311 192,786 SH X 192,786
BOISE CASCADE CORP COM 097383103 225 6,466 SH X 6,466
BOSTON SCIENTIFIC CORP COM 101137107 1,290 60,506 SH X 60,506
BOULDER TOTAL RETURN FUND COM 101541100 191 20,000 SH X 20,000
BOWATER INC COM 102183100 351 6,570 SH X 6,570
BRISTOL-MYERS SQUIBB CO COM 110122108 22,350 386,672 SH X 386,672
BROOKE GROUP LTD COM 112525100 542 44,435 SH X 44,435
BROWN & SHARPE MFG CO COM 115223109 20 10,400 SH X 10,400
BROWN FORMAN CORP 'B' COM 115637209 544 10,000 SH X 10,000
BROWN SHOE COMPANY INC COM 115736100 522 43,499 SH X 43,499
BRUNSWICK CORP COM 117043109 474 25,010 SH X 25,010
BURLINGTON NORTHERN SANTA FE COM 12189T104 1,929 86,751 SH X 86,751
BURLINGTON RESOURCES COM 122014103 1,189 32,132 SH X 32,132
BUSH INDUSTRIES COM 123164105 314 22,650 SH X 22,650
CBS CORP COM 12490K107 6,703 118,371 SH X 118,371
CIGNA CORP COM 125509109 2,263 29,881 SH X 29,881
CKE RESTAURANTS INC COM 12561E105 510 79,927 SH X 79,927
CK WITCO CORPORATION COM 12562C108 349 34,300 SH X 34,300
CMS ENERGY CORP COM 125896100 245 13,500 SH X 13,500
CSG SYSTEMS INTERNATIONAL COM 126349109 5,462 111,890 SH X 111,890
CSX CORP COM 126408103 722 30,703 SH X 30,703
CTS CORP COM 126501105 4,315 75,704 SH X 75,704
CVS CORP COM 126650100 5,162 137,428 SH X 137,428
CABLETRON SYSTEMS COM 126920107 701 23,900 SH X 23,900
CALIFORNIA WATER SERVICE GRP COM 130788102 310 13,600 SH X 13,600
CAMPBELL SOUP CO COM 134429109 2,280 74,147 SH X 74,147
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,304 27,200 SH X 27,200
CARDINAL HEALTH INC COM 14149Y108 2,065 45,021 SH X 45,021
CARNIVAL CORP COM 143658102 3,306 133,250 SH X 133,250
CAROLINA POWER & LIGHT CO COM 144141108 753 23,200 SH X 23,200
CASCADE NATURAL GAS CORP COM 147339105 350 21,700 SH X 21,700
CATERPILLAR INC COM 149123101 2,559 64,900 SH X 64,900
CAVALIER HOMES INC COM 149507105 77 26,612 SH X 26,612
CENDANT CORP COM 151313103 2,115 114,322 SH X 114,322
CENTRAL & SOUTH WEST CORP COM 152357109 512 29,988 SH X 29,988
CENTRAL VERMONT PUBLIC SERVICE COM 155771108 293 28,100 SH X 28,100
CENTURY TEL INC COM 156700106 587 15,800 SH X 15,800
CERIDIAN CORP COM 15677T106 533 27,800 SH X 27,800
CHAMPION INTERNATIONAL COM 158525105 900 16,900 SH X 16,900
CHART HOUSE ENTERPRISES COM 160902102 99 19,000 SH X 19,000
CHART INDUSTRIES COM 16115Q100 168 52,825 SH X 52,825
CHASE INDUSTRIES INC COM 161568100 307 35,100 SH X 35,100
CHASE MANHATTAN CORP COM 16161A108 19,528 223,978 SH X 223,978
CHEVRON CORP COM 166751107 10,167 109,990 SH X 109,990
CHIC BY HIS INC COM 167113109 8 22,300 SH X 22,300
CHUBB CORP COM 171232101 1,770 26,201 SH X 26,201
CHYRON CORP COM 171605207 664 59,700 SH X 59,700
CINCINNATI FINANCIAL CORP COM 172062101 895 23,787 SH X 23,787
CINERGY CORP COM 172474108 726 33,777 SH X 33,777
CIRCUIT CITY STORES INC COM 172737108 6,641 109,100 SH X 109,100
CISCO SYSTEMS INC COM 17275R102 89,604 1,158,994 SH X 1,158,994
CITIGROUP INC. COM 172967101 40,621 683,557 SH X 683,557
CITRIX SYSTEMS INC COM 177376100 1,583 23,900 SH X 23,900
CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,646 52,800 SH X 52,800
CLOROX CO COM 189054109 1,072 32,944 SH X 32,944
COACHMEN INDUSTRIES INC COM 189873102 497 36,000 SH X 36,000
COASTAL CORP COM 190441105 1,427 31,026 SH X 31,026
COASTCAST COM 19057T108 370 21,600 SH X 21,600
COCA COLA COM 191216100 22,708 483,804 SH X 483,804
COCA-COLA ENTERPRISES COM 191219104 1,548 71,800 SH X 71,800
COLE NATIONAL CORP COM 193290103 191 23,500 SH X 23,500
KENNETH COLE PRODUCTIONS-A COM 193294105 1,855 47,250 SH X 47,250
COLGATE PALMOLIVE COM 194162103 6,595 116,990 SH X 116,990
COLUMBIA ENERGY GROUP COM 197648108 657 11,094 SH X 11,094
COLUMBIA HCA/HEALTHCARE COM 197677107 2,281 90,118 SH X 90,118
COMCAST CORP COM 200300200 9,261 213,512 SH X 213,512
COMERICA INC COM 200340107 1,052 25,123 SH X 25,123
COMPAQ COMPUTER CORP COM 204493100 11,550 432,082 SH X 432,082
COMPUTER ASSOC INTL COM 204912109 5,511 93,119 SH X 93,119
COMPUTER SCIENCES COM 205363104 2,013 25,444 SH X 25,444
COMPUTER TASK GROUP COM 205477102 546 49,600 SH X 49,600
COMPUWARE CORP COM 205638109 1,097 52,100 SH X 52,100
COMVERSE TECHNOLOGY INC COM 205862402 1,550 8,200 SH X 8,200
CONAGRA INC COM 205887102 3,347 184,680 SH X 184,680
CONECTIV INC COM 206829103 210 12,000 SH X 12,000
CONEXANT SYSTEMS INC COM 207142100 1,747 24,600 SH X 24,600
CONOCO INC CL B COM 208251405 2,645 103,211 SH X 103,211
CONSECO INC COM 208464107 689 60,245 SH X 60,245
CONSOLIDATED EDISON INC COM 209115104 978 33,690 SH X 33,690
CONSOLIDATED STORES CORPORATION COM 210149100 145 12,725 SH X 12,725
CONSTELLATION ENERGY GROUP INC COM 210371100 956 30,000 SH X 30,000
CONTINENTAL AIRLINES COM 210795209 1,226 29,900 SH X 29,900
CONVERSE INC COM 212540108 36 38,200 SH X 38,200
COOKER RESTAURANT CORP COM 216284208 45 17,100 SH X 17,100
COOPER CO INC COM 216648402 898 27,900 SH X 27,900
COOPER INDUSTRIES INC COM 216669101 849 24,267 SH X 24,267
COOPER TIRE & RUBBER COM 216831107 324 25,770 SH X 25,770
ADOLPH COORS COM 217016104 220 4,600 SH X 4,600
CORNING INC COM 219350105 8,014 41,310 SH X 41,310
CORRPRO COMPANIES INC COM 220317101 106 23,000 SH X 23,000
COSTCO WHOLESALE CORPORATION COM 22160K105 9,241 175,814 SH X 175,814
COUNTRYWIDE CREDIT COM 222372104 621 22,800 SH X 22,800
COX COMMUNICATIONS INC COM 224044107 446 9,200 SH X 9,200
CROSS TIMBERS ROYALTY TRUST COM 22757R109 140 13,900 SH X 13,900
CROWN CORK & SEAL COM 228255105 603 37,700 SH X 37,700
CROWN CRAFTS INC COM 228309100 26 19,600 SH X 19,600
CUMMINS ENGINE COM 231021106 233 6,200 SH X 6,200
CYBERIAN OUTPOST INC COM 231914102 128 15,000 SH X 15,000
DTE ENERGY CO COM 233331107 706 24,300 SH X 24,300
DVI COM 233343102 232 16,300 SH X 16,300
DALLAS SEMICONDUCTOR CORP COM 235204104 236 6,706 SH X 6,706
DANA CORP COM 235811106 1,235 43,810 SH X 43,810
DANAHER CORPORATION COM 235851102 1,097 21,501 SH X 21,501
DARDEN RESTAURANTS COM 237194105 276 15,500 SH X 15,500
DEERE & CO COM 244199105 1,413 37,194 SH X 37,194
DELL COMPUTERS COM 247025109 23,468 435,100 SH X 435,100
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2,799 174,916 SH X 174,916
DELTA AIR LINES INC COM 247361108 1,019 19,144 SH X 19,144
DELUXE CORP COM 248019101 493 18,600 SH X 18,600
DIAMOND OFFSHORE DRILLING INC COM 25271C102 5,090 127,440 SH X 127,440
DILLARD'S INC COM 254067101 455 27,700 SH X 27,700
THE WALT DISNEY COMPANY COM 254687106 17,173 415,200 SH X 415,200
DOLLAR GENERAL COM 256669102 894 33,249 SH X 33,249
DOMINION RESOURCES COM 25746U109 1,407 36,612 SH X 36,612
DONALDSON LUFKIN & JEN COM 257661108 1,423 27,500 SH X 27,500
R R DONNELLEY & SONS CO COM 257867101 588 28,107 SH X 28,107
DOVER CORP COM 260003108 1,403 29,308 SH X 29,308
DOW CHEMICAL COM 260543103 4,165 36,531 SH X 36,531
DOW JONES & CO COM 260561105 1,001 13,944 SH X 13,944
DUPONT (E.I.) DE NEMOURS COM 263534109 9,336 176,524 SH X 176,524
DUFF & PHELPS UTILITIES COM 264324104 881 100,000 SH X 100,000
DUFF & PHELPS CREDIT RATING COM 26432F109 1,376 13,800 SH X 13,800
DUKE ENERGY CORP COM 264399106 3,051 58,105 SH X 58,105
DUN & BRADSTREET CORP (NEW) COM 26483B106 793 27,696 SH X 27,696
DYCOM INDUSTRIES COM 267475101 2,296 47,100 SH X 47,100
DYERSBURG CORP COM 267575108 26 32,300 SH X 32,300
ECC INTERNATIONAL COM 268255106 48 13,325 SH X 13,325
E4L INC COM 268452109 73 34,300 SH X 34,300
EMC CORP/MASS COM 268648102 24,850 198,644 SH X 198,644
ESCO ELECTRONICS CORP COM 269030102 432 25,800 SH X 25,800
E'TOWN CORPORATION COM 269242103 519 8,200 SH X 8,200
THE EARTHGRAINS CO COM 270319106 206 13,859 SH X 13,859
EASTERN ENTERPRISES COM 27637F100 419 7,000 SH X 7,000
EASTMAN CHEMICAL COM 277432100 719 15,804 SH X 15,804
EASTMAN KODAK CO COM 277461109 5,931 109,210 SH X 109,210
EATON CORP COM 278058102 2,605 33,400 SH X 33,400
ECOLAB, INC COM 278865100 2,084 56,800 SH X 56,800
EDISON INTERNATIONAL COM 281020107 913 55,106 SH X 55,106
EDO CORP COM 281347104 92 13,500 SH X 13,500
EINSTEIN/NOAH BAGEL CORP COM 282577105 3 10,000 SH X 10,000
EL PASO ENERGY CORP COM 283905107 1,473 36,478 SH X 36,478
ELCOR CORP COM 284443108 1,643 47,625 SH X 47,625
ELECTRONIC DATA SYSTEMS CORP COM 285661104 5,167 80,500 SH X 80,500
EMERSON ELECTRIC CO COM 291011104 3,743 70,747 SH X 70,747
ENGELHARD CORP COM 292845104 241 15,950 SH X 15,950
ENHANCE FINANCIAL SERVICES GROUP COM 293310108 196 13,894 SH X 13,894
ENRON CORP COM 293561106 8,721 116,470 SH X 116,470
ENTERGY CORP COM 29364G103 794 39,347 SH X 39,347
ENTRADE INC COM 29382L100 503 16,300 SH X 16,300
EQUIFAX INC COM 294429105 852 33,725 SH X 33,725
ESTERLINE TECHNOLOGIES CORP COM 297425100 407 31,300 SH X 31,300
ETHAN ALLEN INTERIORS COM 297602104 226 9,049 SH X 9,049
EXPEDITORS INTERNATIONAL OF WA COM 302130109 315 7,931 SH X 7,931
EXPRESS SCRIPTS INC COM 302182100 370 8,800 SH X 8,800
EXXON MOBIL CORP COM 30231G102 46,962 603,364 SH X 603,364
FMC CORP COM 302491303 201 3,563 SH X 3,563
FPL GROUP INC COM 302571104 2,892 62,783 SH X 62,783
FAIRCHILD CORP COM 303698104 310 45,474 SH X 45,474
FAMILY DOLLAR STORES COM 307000109 3,392 163,000 SH X 163,000
FANSTEEL INC COM 307260109 41 11,700 SH X 11,700
FEDERAL HOME LOAN MORTGAGE CORP COM 313400301 7,657 173,286 SH X 173,286
FNMA COM 313586109 9,408 166,657 SH X 166,657
FEDERATED DEPARTMENT STORES COM 31410H101 1,286 30,763 SH X 30,763
FEDEX CORPORATION COM 31428X106 3,076 79,080 SH X 79,080
FIDELITY NATIONAL FINANCIAL INC COM 316326107 657 47,573 SH X 47,573
FIFTH THIRD BANC COM 316773100 2,969 47,131 SH X 47,131
FIRST DATA CORP COM 319963104 3,066 69,247 SH X 69,247
FIRST REPUBLIC BANK COM 336158100 364 18,360 SH X 18,360
FIRST UNION CORP (NC) COM 337358105 6,864 184,271 SH X 184,271
FIRSTAR CORPORATION COM 33763V109 3,946 172,034 SH X 172,034
FIRSTFED FINANCIAL COM 337907109 670 50,600 SH X 50,600
FIRSTENERGY CORP COM 337932107 749 36,306 SH X 36,306
FLEET BOSTON FINANCIAL CORP COM 339030108 7,882 215,939 SH X 215,939
FLORIDA PROGRESS CORP COM 341109106 440 9,600 SH X 9,600
FLUOR CORP COM 343861100 329 10,600 SH X 10,600
FORD MOTOR COMPANY COM 345370100 11,199 243,779 SH X 243,779
FORD MOTOR COMPANY PFD 345370407 788 30,000 SH X 30,000
FORT JAMES CORP COM 347471104 800 36,379 SH X 36,379
FORTUNE BRANDS INC COM 349631101 637 25,495 SH X 25,495
FOSTER WHEELER CORP COM 350244109 354 52,500 SH X 52,500
FRANKLIN RESOURCES INC COM 354613101 1,197 35,800 SH X 35,800
FREEPORT MCMORAN COM 35671D857 250 20,700 SH X 20,700
FRONTIER OIL CORP COM 35914P105 475 63,300 SH X 63,300
GPU INC COM 36225X100 714 26,100 SH X 26,100
GTE CORP COM 362320103 11,899 167,585 SH X 167,585
GALEY & LORD INC COM 36352K103 55 28,200 SH X 28,200
GANNETT CO INC COM 364730101 3,073 43,670 SH X 43,670
GAP INC COM 364760108 6,600 132,492 SH X 132,492
GATEWAY INC COM 367626108 2,852 53,800 SH X 53,800
GENERAL DYNAMICS CORP COM 369550108 1,423 28,600 SH X 28,600
GENERAL ELECTRIC CO COM 369604103 91,034 586,329 SH X 586,329
GENERAL MILLS INC COM 370334104 1,770 48,900 SH X 48,900
GENERAL MOTORS CORP COM 370442105 9,182 110,882 SH X 110,882
GENESCO INC COM 371532102 767 58,400 SH X 58,400
GENONE THERAPEUTICS CORP COM 372430108 702 29,800 SH X 29,800
GENRAD INC COM 372447102 575 46,500 SH X 46,500
GENUINE PARTS CO COM 372460105 736 30,825 SH X 30,825
GEORGIA-PACIFIC CORP COM 373298108 1,104 27,900 SH X 27,900
GETTY REALTY CORP COM 374297109 326 29,000 SH X 29,000
GIANT GROUP LTD COM 374503100 20 11,850 SH X 11,850
GIANT INDUSTRIES COM 374508109 257 28,600 SH X 28,600
GILLETTE COMPANY COM 375766102 7,042 186,862 SH X 186,862
GLEASON CORP COM 377339106 576 25,100 SH X 25,100
GLENBOROUGH REALTY TRUST COM 37803P105 363 25,000 SH X 25,000
GOLDEN STATE BANCORP COM 381197102 672 45,000 SH X 45,000
GOLDEN WEST FINANCIAL COM 381317106 943 30,246 SH X 30,246
B F GOODRICH COM 382388106 717 25,000 SH X 25,000
GOODYEAR TIRE & RUBBER CO COM 382550101 499 21,426 SH X 21,426
GOTTSCHALKS INC COM 383485109 77 14,700 SH X 14,700
W W GRAINGER INC COM 384802104 792 14,606 SH X 14,606
GREAT LAKES CHEMICAL CORP COM 390568103 333 9,781 SH X 9,781
GREEN MOUNTAIN POWER CORP COM 393154109 72 10,700 SH X 10,700
GRUBB & ELLIS CO COM 400095204 111 19,700 SH X 19,700
GUIDANT CORP COM 401698105 2,841 48,300 SH X 48,300
HS RESOURCES INC COM 404297103 560 26,500 SH X 26,500
HALLIBURTON CO COM 406216101 5,362 130,744 SH X 130,744
JOHN Q HAMMONS HOTELS COM 408623106 67 15,200 SH X 15,200
HARCOURT GENERAL INC COM 41163G101 468 12,567 SH X 12,567
HARLEY DAVIDSON INC COM 412822108 1,397 17,600 SH X 17,600
HARRAHS ENTERTAINMENT, INC COM 413619107 291 15,700 SH X 15,700
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 2,078 39,400 SH X 39,400
HASBRO INC COM 418056107 722 43,700 SH X 43,700
HEALTHSOUTH CORP COM 421924101 343 61,472 SH X 61,472
H J HEINZ CO COM 423074103 2,713 77,795 SH X 77,795
HERCULES INC COM 427056106 246 15,263 SH X 15,263
HERSHEY FOODS CORP COM 427866108 1,739 35,663 SH X 35,663
HERTZ CORP COM 428040109 1,080 31,700 SH X 31,700
HEWLETT-PACKARD CO COM 428236103 21,551 162,516 SH X 162,516
HEXCEL CORP COM 428291108 89 17,717 SH X 17,717
HIGHLANDS INSURANCE GROUP COM 431032101 969 110,000 SH X 110,000
HILB, ROGAL AND HAMILTON CO COM 431294107 970 35,500 SH X 35,500
HILTON HOTELS CORP COM 432848109 658 84,900 SH X 84,900
HOME DEPOT COM 437076102 24,629 381,846 SH X 381,846
HOMESTAKE MINING COM 437614100 235 39,176 SH X 39,176
HONEYWELL INTERNATIONAL INC COM 438516106 9,082 172,370 SH X 172,370
HORMEL FOODS CORP COM 440452100 329 20,000 SH X 20,000
HOUSEHOLD INTERNATIONAL INC COM 441815107 2,738 73,371 SH X 73,371
HUGHES SUPPLY INC COM 444482103 347 22,372 SH X 22,372
HUMANA INC COM 444859102 191 26,100 SH X 26,100
HUNTCO INC COM 445661101 54 12,800 SH X 12,800
HUNTINGTON BANCSHARES COM 446150104 980 43,813 SH X 43,813
IMS HEALTH INC COM 449934108 788 46,500 SH X 46,500
ITT EDUCATIONAL SERVICES INC COM 45068B109 1,050 65,650 SH X 65,650
ITT INDUSTRIES INC COM 450911102 587 18,900 SH X 18,900
IDEX CORP COM 45167R104 662 24,300 SH X 24,300
IKON OFFICE SOLUTIONS INC COM 451713101 107 17,300 SH X 17,300
ILLINOIS TOOL WORKS INC COM 452308109 4,286 77,581 SH X 77,581
INCO LTD COM 453258402 465 25,400 SH X 25,400
INGERSOLL-RAND CO COM 456866102 2,470 55,815 SH X 55,815
INSTEEL INDUSTRIES COM 45774W108 97 17,200 SH X 17,200
INTEL CORP COM 458140100 78,600 595,735 SH X 595,735
INTERNATIONAL ALUMINUM CORP COM 458884103 166 10,600 SH X 10,600
INTL BUSINESS MACHINES CORP COM 459200101 42,645 361,402 SH X 361,402
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 1,653 47,150 SH X 47,150
INTERNATIONAL PAPER COM 460146103 3,166 74,060 SH X 74,060
INTERNATIONAL SHIPHOLDING COM 460321201 124 15,525 SH X 15,525
INTERPUBLIC GROUP CO COM 460690100 2,049 43,362 SH X 43,362
INTERTAN INC COM 461120107 503 36,600 SH X 36,600
IT GROUP INC COM 465266104 163 21,621 SH X 21,621
JACK IN THE BOX COM 466367109 2,012 94,399 SH X 94,399
JACKPOT ENTERPRISES COM 466392107 373 22,419 SH X 22,419
JEFFERSON PILOT CORP COM 475070108 958 14,400 SH X 14,400
JO-ANN STORES INC-CL A COM 47758P109 188 22,500 SH X 22,500
JOHNSON & JOHNSON COM 478160104 15,105 215,520 SH X 215,520
JOHNSON CONTROLS INC COM 478366107 627 11,600 SH X 11,600
JOHNSON INDUSTRIES INC COM 479368102 66 23,900 SH X 23,900
KLA-TENCOR CORP COM 482480100 2,317 27,500 SH X 27,500
K MART CORP COM 482584109 3,820 394,394 SH X 394,394
KANEB SERVICES COM 484170105 420 76,300 SH X 76,300
KANSAS CITY SOUTHERN INDS COM 485170104 2,690 31,300 SH X 31,300
KATY INDS INC COM 486026107 198 21,600 SH X 21,600
KELLOGG CO COM 487836108 2,335 90,946 SH X 90,946
KERR-MCGEE CORP COM 492386107 660 11,436 SH X 11,436
KEYCORP COM 493267108 1,916 100,856 SH X 100,856
KEYSTONE CONSOLIDATED INDUSTRIES COM 493422109 60 12,700 SH X 12,700
KIMBERLY-CLARK CORP COM 494368103 6,442 114,992 SH X 114,992
KNIGHT RIDDER INC COM 499040103 586 11,500 SH X 11,500
KOHL'S CORP (WISCONSIN) COM 500255104 2,604 25,400 SH X 25,400
KOLLMORGEN CORP COM 500440102 312 22,700 SH X 22,700
PHILIPS ELECTRONICS COM 500472204 3,058 17,848 SH X 17,848
KROGER CO COM 501044101 6,608 376,265 SH X 376,265
LG&E ENERGY CORP COM 501917108 497 21,710 SH X 21,710
LSI LOGIC CORP COM 502161102 3,486 48,000 SH X 48,000
LAMSON & SESSIONS CO COM 513696104 158 21,300 SH X 21,300
LEGGETT & PLATT COM 524660107 746 34,700 SH X 34,700
LEHMAN BROTHERS HOLDING INC COM 524908100 3,329 34,320 SH X 34,320
LENNAR CORP COM 526057104 241 11,105 SH X 11,105
LEXINGTON CORPORATE PPTYS TR COM 529043101 564 55,000 SH X 55,000
LEXMARK INTERNATIONAL GROUP COM 529771107 2,041 19,300 SH X 19,300
ELI LILLY & CO COM 532457108 14,615 232,317 SH X 232,317
LIMITED INC COM 532716107 1,375 32,648 SH X 32,648
LINCOLN NATIONAL CORP COM 534187109 1,116 33,326 SH X 33,326
LIZ CLAIBORNE INC COM 539320101 472 10,300 SH X 10,300
LOCKHEED MARTIN CORP COM 539830109 1,238 60,558 SH X 60,558
LOEWS CORP COM 540424108 847 16,940 SH X 16,940
LOUISIANA PACIFIC CORP COM 546347105 189 13,653 SH X 13,653
LOWES COMPANIES INC COM 548661107 4,527 77,554 SH X 77,554
LUCENT TECHNOLOGIES COM 549463107 33,550 551,688 SH X 551,688
MBIA FINANCIAL SERVICES COM 55262C100 937 18,000 SH X 18,000
MBNA CORP COM 55262L100 4,201 164,740 SH X 164,740
MDC HOLINGS INC COM 552676108 834 46,500 SH X 46,500
MCI WORLDCOM INC COM 55268B106 25,948 572,657 SH X 572,657
MFS CHARTER INCOME TRUST COM 552727109 165 20,000 SH X 20,000
MGIC INVESTMENT CORP COM 552848103 737 16,900 SH X 16,900
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 334 21,100 SH X 21,100
MMI COMPANIES INC. COM 553087107 1,091 121,283 SH X 121,283
MALLINCKRODT INC. COM 561232109 471 16,390 SH X 16,390
MANOR CARE INC COM 564055101 167 12,400 SH X 12,400
MARSH & MCLENNAN COS INC COM 571748102 4,704 42,644 SH X 42,644
MARRIOTT INTERNATIONAL-CL A COM 571903202 1,131 35,904 SH X 35,904
MASCO CORP COM 574599106 1,353 65,988 SH X 65,988
MATLACK SYSTEMS INC COM 576901102 48 19,900 SH X 19,900
MATTEL INC COM 577081102 604 57,851 SH X 57,851
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,464 20,600 SH X 20,600
MAY DEPARTMENT STORES CO COM 577778103 1,729 60,672 SH X 60,672
MAYTAG CORP COM 578592107 427 12,900 SH X 12,900
MCDONALDS CORP COM 580135101 9,995 266,252 SH X 266,252
MCGRAW-HILL INC COM 580645109 3,017 66,300 SH X 66,300
MCKESSON HBOC INC COM 58155Q103 1,079 51,359 SH X 51,359
MEAD CORP COM 582834107 650 18,600 SH X 18,600
MEDIAONE INC. COM 58440J104 7,984 98,574 SH X 98,574
MEDICAL ASSURANCE INC COM 58449U100 2,253 108,457 SH X 108,457
MEDTRONIC INC COM 585055106 10,262 199,508 SH X 199,508
MELLON FINANCIAL CORP COM 58551A108 3,350 113,188 SH X 113,188
MERCK & CO INC COM 589331107 28,639 460,992 SH X 460,992
MERRILL LYNCH & CO COM 590188108 7,762 73,925 SH X 73,925
MESTEK INC COM 590829107 368 21,800 SH X 21,800
METHANEX CORP COM 59151K108 53 25,000 SH X 25,000
METROCALL INC COM 591647102 100 10,000 SH X 10,000
MICROSOFT CORP COM 594918104 86,620 815,251 SH X 815,251
MICRON TECHNOLOGY INC COM 595112103 5,722 45,415 SH X 45,415
MILACRON INC COM 598709103 346 24,000 SH X 24,000
MILLIPORE CORP COM 601073109 660 11,700 SH X 11,700
MINNESOTA MINING & MFG CO COM 604059105 6,935 78,306 SH X 78,306
MIRAGE RESORTS INC COM 60462E104 1,420 73,300 SH X 73,300
MOLECULAR BIO SYSTEMS INC COM 608513107 35 28,300 SH X 28,300
MOLEX INC COM 608554101 1,432 24,375 SH X 24,375
MONSANTO CO COM 611662107 582 11,300 SH X 11,300
J P MORGAN & CO INC COM 616880100 3,776 28,663 SH X 28,663
MORGAN STANLEY,DEAN WITTER & CO COM 617446448 14,761 180,572 SH X 180,572
MORTONS RESTAURANT GROUP COM 619429103 295 15,500 SH X 15,500
MOTOROLA INC COM 620076109 17,232 120,441 SH X 120,441
NCR CORPORATION (NEW) COM 62886E108 463 11,543 SH X 11,543
NS GROUP INC COM 628916108 548 33,600 SH X 33,600
NUI CORP COM 629430109 567 21,900 SH X 21,900
NABISCO GROUP HOLDINGS COM 62952P102 901 75,000 SH X 75,000
NASHUA CORP COM 631226107 123 14,700 SH X 14,700
NATIONAL CITY CORP. COM 635405103 3,116 151,056 SH X 151,056
NATIONAL DISCOUNT BROKERS GROUP COM 635646102 1,511 30,600 SH X 30,600
NATIONAL SEMICONDUCTOR CORP COM 637640103 1,328 21,900 SH X 21,900
NAVISTAR INTL CORP COM 63934E108 329 8,200 SH X 8,200
NETWORK APPLIANCE INC COM 64120L104 3,318 40,100 SH X 40,100
NEW CENTURY ENERGIES INC COM 64352U103 956 31,800 SH X 31,800
NEW PLAN EXCEL REALITY TRUST COM 648053106 385 28,000 SH X 28,000
NEW YORK TIMES CO COM 650111107 1,105 25,726 SH X 25,726
NEWELL RUBBERMAID INC. COM 651229106 1,069 43,068 SH X 43,068
NEWMONT MINING CORP COM 651639106 802 35,754 SH X 35,754
NEXTEL COMMUNICATIONS INC-A COM 65332V103 8,843 59,650 SH X 59,650
NEXTLINK COMMUNICATIONS INC-A COM 65333H707 5,269 42,600 SH X 42,600
NIAGARA MOHAWK HOLDINGS INC COM 653520106 555 41,100 SH X 41,100
NIKE INC CLASS B COM 654106103 2,814 71,015 SH X 71,015
NISOURCE INC COM 65473P105 243 14,414 SH X 14,414
NORDSTROM INC COM 655664100 838 28,400 SH X 28,400
NORFOLK SOUTHERN CORP COM 655844108 778 54,216 SH X 54,216
NORTEK COM 656559101 668 30,200 SH X 30,200
NORTEL NETWORKS CORP COM 656569100 27,280 216,480 SH X 216,480
NORTHERN STATES POWER CO (MINN) COM 665772109 562 28,300 SH X 28,300
NORTHERN TRUST CORPORATION COM 665859104 2,344 34,700 SH X 34,700
NORTHROP CORP COM 666807102 895 16,900 SH X 16,900
NOVELL INC COM 670006105 1,454 50,800 SH X 50,800
NUCOR CORP COM 670346105 635 12,700 SH X 12,700
NUMEREX CORP CL A COM 67053A102 392 32,000 SH X 32,000
OCCIDENTAL PETROLEUM CORP COM 674599105 1,222 58,900 SH X 58,900
OFFICE DEPOT INC COM 676220106 746 64,500 SH X 64,500
OIL-DRI CORP COM 677864100 128 16,900 SH X 16,900
OLD KENT FINANCIAL CORP COM 679833103 585 18,100 SH X 18,100
OMNICOM GROUP COM 681919106 2,570 27,500 SH X 27,500
ONEIDA LTD COM 682505102 773 39,919 SH X 39,919
ORACLE CORPORATION COM 68389X105 41,185 527,594 SH X 527,594
ORIENTAL FINANCIAL GROUP COM 68618W100 593 31,200 SH X 31,200
OWENS-ILLINOIS INC COM 690768403 605 35,825 SH X 35,825
PECO ENERGY CO COM 693304107 2,279 61,800 SH X 61,800
PG&E CORP COM 69331C108 1,260 60,000 SH X 60,000
PE CORP - PE BIOSYSTEMS GROUP COM 69332S102 3,136 32,500 SH X 32,500
PNC FINANCIAL CORP COM 693475105 2,225 49,371 SH X 49,371
PPG INDUSTRIES INC COM 693506107 1,418 27,100 SH X 27,100
PPL CORPORATION COM 69351T106 615 29,388 SH X 29,388
PACCAR INC COM 693718108 618 12,357 SH X 12,357
PACTIV CORP COM 695257105 448 51,463 SH X 51,463
PAINE WEBBER GROUP INC COM 695629105 827 18,800 SH X 18,800
PALL CORP COM 696429307 591 26,362 SH X 26,362
PAR TECHNOLOGY COM 698884103 78 18,000 SH X 18,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 780 37,026 SH X 37,026
PARKER HANNIFIN CORP COM 701094104 700 16,938 SH X 16,938
PAYCHEX INC COM 704326107 3,004 57,350 SH X 57,350
J. C. PENNEY CO COM 708160106 591 39,763 SH X 39,763
PEOPLES ENERGY CORP COM 711030106 244 8,900 SH X 8,900
PEOPLESOFT INC COM 712713106 674 33,700 SH X 33,700
PEP BOYS-MANNY MOE & JACK COM 713278109 68 11,500 SH X 11,500
PEPSICO INC COM 713448108 12,865 371,104 SH X 371,104
PERKINELMER INC COM 714046109 605 9,100 SH X 9,100
PHARMACIA-UPJOHN INC COM 716941109 4,878 82,288 SH X 82,288
PFIZER INCORPORATED COM 717081103 26,258 718,185 SH X 718,185
PHARMACEUTICAL RESOURCES COM 717125108 219 35,100 SH X 35,100
PHELPS DODGE CORP COM 717265102 549 11,557 SH X 11,557
PHILIP MORRIS COMPANIES INC COM 718154107 9,947 470,848 SH X 470,848
PHILLIPS PETROLEUM CO COM 718507106 1,741 37,644 SH X 37,644
PICCADILLY CAFETERIAS INC COM 719567109 76 25,200 SH X 25,200
PILLOWTEX CORP COM 721501104 104 25,937 SH X 25,937
PINNACLE WEST CAPITAL CORP COM 723484101 564 20,000 SH X 20,000
PITNEY BOWES INC COM 724479100 2,041 45,680 SH X 45,680
PLACER DOME INC COM 725906101 381 46,900 SH X 46,900
PLANTRONICS COM 727493108 324 3,480 SH X 3,480
PLAYBOY ENTERPRISES COM 728117201 193 11,500 SH X 11,500
PLAYBOY ENTERPRISES 'B' COM 728117300 940 47,300 SH X 47,300
POLARIS INDUSTRIES COM 731068102 366 12,160 SH X 12,160
POLO RALPH LAUREN CORP COM 731572103 701 37,500 SH X 37,500
PRAXAIR COM 74005P104 2,423 58,200 SH X 58,200
T. ROWE PRICE ASSOC COM 741477103 1,244 31,500 SH X 31,500
PRIMEDIA INC COM 74157K101 610 19,060 SH X 19,060
PROCTOR & GAMBLE CO COM 742718109 12,715 225,866 SH X 225,866
PROGRESSIVE CORP COM 743315103 2,595 34,122 SH X 34,122
PROVIDIAN FINANCIAL CORP COM 74406A102 5,878 67,850 SH X 67,850
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 1,421 47,971 SH X 47,971
PUERTO RICAN CEMENT CO INC COM 745075101 451 14,100 SH X 14,100
QMS INC COM 74726G102 96 24,900 SH X 24,900
Q.E.P. COMPANY INC COM 74727K102 198 23,000 SH X 23,000
QUAKER OATS CO COM 747402105 1,079 17,800 SH X 17,800
QUALCOMM INC COM 747525103 16,066 107,600 SH X 107,600
QUANTUM CORP - DLT & STORAGE COM 747906204 245 20,500 SH X 20,500
QUANTUM CORP - HARD DISK DRIVE COM 747906303 115 10,250 SH X 10,250
QUINTILES TRANSNATIONAL CORP COM 748767100 324 19,000 SH X 19,000
R & B FALCON CORP COM 74912E101 602 30,600 SH X 30,600
RLI CORP COM 749607107 762 22,737 SH X 22,737
RPC ENERGY SERVICES INC COM 749660106 604 64,000 SH X 64,000
RTI INTERNATIONAL METALS COM 74973W107 330 37,500 SH X 37,500
RADIAN GROUP COM 750236101 263 5,522 SH X 5,522
RALSTON PURINA CO COM 751277302 1,275 46,566 SH X 46,566
RAYTHEON CO COM 755111408 846 47,644 SH X 47,644
REGIONS FINANCIAL CORP COM 758940100 643 28,200 SH X 28,200
RELIANCE STEEL & ALUMINUM COM 759509102 1,315 58,750 SH X 58,750
RELIANT ENERGY INC COM 75952J108 1,388 59,106 SH X 59,106
REPUBLIC GROUP INC COM 760473108 305 28,329 SH X 28,329
RESPONSE USA INC COM 761235506 16 15,000 SH X 15,000
REX STORES CORP COM 761624105 562 22,000 SH X 22,000
REYNOLDS METALS CO COM 761763101 782 11,700 SH X 11,700
RITE AID CORP COM 767754104 211 38,218 SH X 38,218
ROBERTSON CECO CORP COM 770539203 371 37,800 SH X 37,800
ROCKWELL INTERNATIONAL CORP COM 773903109 1,179 28,194 SH X 28,194
ROHM & HAAS CO COM 775371107 1,574 35,281 SH X 35,281
ROWAN COMPANIES INC COM 779382100 274 9,300 SH X 9,300
ROWE FURNITURE CORP COM 779528108 227 39,470 SH X 39,470
ROYAL APPLIANCE MFG CO COM 780076105 280 56,800 SH X 56,800
ROYAL DUTCH PETROLEUM CO COM 780257804 20,526 356,313 SH X 356,313
RYDER SYSTEM INC COM 783549108 256 11,300 SH X 11,300
SBC COMMUNICATIONS INC COM 78387G103 24,692 587,539 SH X 587,539
SL INDUSTRIES INC COM 784413106 135 14,608 SH X 14,608
SLM HOLDING CORP COM 78442A109 1,913 57,440 SH X 57,440
SPS TECHNOLOGIES INC COM 784626103 829 27,166 SH X 27,166
S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,759 25,000 SH X 25,000
SABRE HOLDINGS CORP COM 785905100 2,817 76,332 SH X 76,332
SAFECO CORP COM 786429100 725 27,281 SH X 27,281
SAFEWAY INC COM 786514208 5,846 129,200 SH X 129,200
ST JOSEPH LIGHT & POWER COM 790654107 388 19,100 SH X 19,100
ST JUDE MEDICAL INC COM 790849103 219 8,469 SH X 8,469
ST PAUL COMPANIES INC COM 792860108 1,187 34,790 SH X 34,790
SARA LEE CORP COM 803111103 6,313 350,698 SH X 350,698
SCANA CORPORATION COM 80589M102 248 10,096 SH X 10,096
SCHERING-PLOUGH CORP COM 806605101 8,432 229,164 SH X 229,164
SCHLUMBERGER LTD COM 806857108 6,664 87,111 SH X 87,111
SCHWAB (CHARLES) CORP COM 808513105 8,654 152,320 SH X 152,320
SCIENTIFIC ATLANTA COM 808655104 1,319 20,800 SH X 20,800
SEA CONTAINERS LTD - CLASS A COM 811371707 594 26,870 SH X 26,870
SEAGATE TECHNOLOGY INC COM 811804103 1,890 31,300 SH X 31,300
SEAGRAM CO LTD COM 811850106 3,990 67,066 SH X 67,066
SEALED AIR CORPORATION COM 81211K100 623 11,469 SH X 11,469
SEARS ROEBUCK & CO COM 812387108 2,452 79,666 SH X 79,666
SEMPRA ENERGY COM 816851109 497 29,682 SH X 29,682
SEQUA CORP COM 817320203 411 8,700 SH X 8,700
SHERWIN-WILLIAMS CO COM 824348106 962 43,766 SH X 43,766
SIEBEL SYSTEMS INC COM 826170102 1,266 10,600 SH X 10,600
SIGMA-ALDRICH COM 826552101 492 18,300 SH X 18,300
SILICON GRAPHICS COM 827056102 534 50,600 SH X 50,600
SIZZLER INTERNATIONAL INC COM 830139101 175 63,500 SH X 63,500
A O SMITH COM 831865209 328 18,249 SH X 18,249
SOLECTRON CORP COM 834182107 3,610 90,100 SH X 90,100
SOUTHERN CO COM 842587107 2,634 121,091 SH X 121,091
SOUTHTRUST CORP COM 844730101 577 22,700 SH X 22,700
SOUTHWEST AIRLINES COM 844741108 2,887 138,704 SH X 138,704
SOVEREIGN CAP TRUST II PFD 845905306 243 5,000 SH X 5,000
SPARTECH CORP COM 847220209 732 21,300 SH X 21,300
SPARTON COM 847235108 82 16,900 SH X 16,900
SPORT SUPPLY GROUP INC COM 848915104 96 16,000 SH X 16,000
SPRINT CORP COM 852061100 15,187 240,892 SH X 240,892
SPRINT PCS GROUP COM 852061506 9,805 150,034 SH X 150,034
STANDARD COMMERCIAL CORP COM 853258101 78 22,144 SH X 22,144
STANLEY WORKS COM 854616109 394 14,944 SH X 14,944
STAPLES INC COM 855030102 1,972 98,600 SH X 98,600
STARRETT LS COM 855668109 397 16,900 SH X 16,900
STATE STREET CORP COM 857477103 3,113 32,136 SH X 32,136
STERLING BANCORP COM 859158107 244 16,275 SH X 16,275
STEWART INFO SERVICES COM 860372101 478 30,200 SH X 30,200
STIFEL FINANCIAL COM 860630102 130 12,064 SH X 12,064
SUIZA FOODS CORP COM 865077101 226 5,625 SH X 5,625
SUMMIT BANCORP COM 866005101 627 23,900 SH X 23,900
SUN MICROSYSTEMS INC COM 866810104 22,841 243,764 SH X 243,764
SUNGARD DATA SYSTEMS INC COM 867363103 245 6,500 SH X 6,500
SUNOCO INC COM 86764P109 612 22,366 SH X 22,366
SUNTRUST BANKS INC COM 867914103 2,903 50,267 SH X 50,267
SUPERVALU INC COM 868536103 561 29,600 SH X 29,600
SWIFT ENERGY CO COM 870738101 321 17,977 SH X 17,977
SYMS CORP COM 871551107 164 41,100 SH X 41,100
SYNPOSYS INC COM 871607107 1,288 26,430 SH X 26,430
SYNOVUS FINANCIAL CORP COM 87161C105 682 36,150 SH X 36,150
SYSCO CORP COM 871829107 1,728 48,362 SH X 48,362
TCBY ENTERPRISES COM 872245105 340 59,200 SH X 59,200
TJX COMPANIES INC COM 872540109 5,842 263,320 SH X 263,320
TNP ENTERPRISES INC COM 872594106 1,157 26,400 SH X 26,400
TRW INC COM 872649108 1,305 22,300 SH X 22,300
TANDY CORP COM 875382103 3,815 75,176 SH X 75,176
TANDYCRAFTS INC COM 875386104 66 22,900 SH X 22,900
TARGET CORP COM 87612E106 5,173 69,206 SH X 69,206
TECH-SYM COM 878308105 283 14,000 SH X 14,000
TEKTRONIX INC COM 879131100 588 10,500 SH X 10,500
TELLABS COM 879664100 3,975 63,106 SH X 63,106
TEMPLE INLAND INC COM 879868107 897 18,000 SH X 18,000
TENET HEALTHCARE COM 88033G100 2,813 122,225 SH X 122,225
TEREDYNE COM 880770102 1,883 22,900 SH X 22,900
TEREX CORP COM 880779103 361 25,100 SH X 25,100
TESORO PETROLEUM CORP COM 881609101 690 60,000 SH X 60,000
TEXACO INC COM 881694103 4,706 87,728 SH X 87,728
TEXAS INSTRUMENTS INC COM 882508104 26,584 166,152 SH X 166,152
TEXAS UTILITIES CO COM 882848104 2,026 68,255 SH X 68,255
TEXTRON INC COM 883203101 1,309 21,500 SH X 21,500
THERMO ELECTRON COM 883556102 579 28,400 SH X 28,400
THOMAS & BETTS CORP COM 884315102 234 8,300 SH X 8,300
THOMAS INDUSTRIES COM 884425109 680 36,250 SH X 36,250
3COM CORP COM 885535104 3,049 54,807 SH X 54,807
TIME WARNER INC COM 887315109 19,983 199,828 SH X 199,828
TIMES MIRROR CO COM 887364107 1,180 12,700 SH X 12,700
TODD SHIPYARDS CORP COM 889039103 133 17,500 SH X 17,500
TOKHEIM CORP COM 889073102 60 18,900 SH X 18,900
TOLL BROTHERS COM 889478103 506 25,300 SH X 25,300
TORCHMARK CORP COM 891027104 606 26,200 SH X 26,200
TOSCO CORP COM 891490302 776 25,500 SH X 25,500
TOYS 'R' US COM 892335100 740 49,930 SH X 49,930
TRANSTECHNOLOGY CORP COM 893889105 152 12,400 SH X 12,400
TREMONT CORP COM 894745207 320 17,600 SH X 17,600
TRICON GLOBAL RESTAURANTS COM 895953107 2,207 71,040 SH X 71,040
TRIBUNE CO COM 896047107 1,345 36,774 SH X 36,774
TULTEX CORP COM 899900104 3 67,900 SH X 67,900
TYCO INTERNATIONAL LTD COM 902124106 13,096 262,406 SH X 262,406
TYLER TECHNOLOGIES COM 902252105 273 45,900 SH X 45,900
UICI COM 902737105 199 30,000 SH X 30,000
USX-MARATHON GROUP COM 902905827 1,278 49,044 SH X 49,044
UST INC COM 902911106 530 33,900 SH X 33,900
US BANCORP COM 902973106 2,630 120,225 SH X 120,225
URS CORP COM 903236107 225 17,142 SH X 17,142
USX STEEL GROUP INC COM 90337T101 284 11,371 SH X 11,371
UNILEVER NV COM 904784709 4,275 88,836 SH X 88,836
UNICOM CORP COM 904911104 1,383 37,903 SH X 37,903
UNION CARBIDE CORP COM 905581104 1,096 18,800 SH X 18,800
UNION PACIFIC CORP COM 907818108 1,946 49,744 SH X 49,744
UNION PACIFIC RESOURCES GROUP COM 907834105 778 53,624 SH X 53,624
UNION PLANTERS CORP COM 908068109 570 18,500 SH X 18,500
UNISYS CORP COM 909214108 1,200 47,000 SH X 47,000
UNIT CORP COM 909218109 558 50,700 SH X 50,700
UNITED HEALTHCARE COM 910581107 1,489 24,967 SH X 24,967
UNITED INDUSTRIAL CORP COM 910671106 292 29,200 SH X 29,200
US AIR GROUP COM 911905107 570 20,500 SH X 20,500
US WEST INC COM 91273H101 6,953 95,745 SH X 95,745
UNITED TECHNOLOGIES CORP COM 913017109 10,908 172,628 SH X 172,628
UNO RESTAURANT CORP COM 914900105 321 29,535 SH X 29,535
UNOCAL CORP COM 915289102 1,051 35,344 SH X 35,344
UNUMPROVIDENT CORP COM 91529Y106 555 32,646 SH X 32,646
US FREIGHTWAYS CORP COM 916906100 393 10,498 SH X 10,498
VF CORP COM 918204108 667 27,700 SH X 27,700
VIACOM CLASS B COM 925524308 5,709 108,232 SH X 108,232
VULCAN MATERIALS CO COM 929160109 2,588 56,500 SH X 56,500
WEBS JAPAN COM 92923H889 219 13,300 SH X 13,300
WACHOVIA CORP COM 929771103 2,403 35,563 SH X 35,563
WACKENHUT CORP COM 929794105 321 23,000 SH X 23,000
WACKENHUT CORP COM 929794303 182 18,118 SH X 18,118
WAL-MART STORES, INC COM 931142103 39,425 708,572 SH X 708,572
WALGREEN CO COM 931422109 4,446 172,676 SH X 172,676
WARNER-LAMBERT CO COM 934488107 14,842 152,155 SH X 152,155
WASHINGTON MUTUAL INC COM 939322103 2,576 97,199 SH X 97,199
WASTE MANAGEMENT INC COM 94106L109 1,206 88,099 SH X 88,099
WATSCO INC COM 942622200 351 33,625 SH X 33,625
WATSON PHARMACEUTICALS INC COM 942683103 369 9,300 SH X 9,300
WELLPOINT HEALTH NETWORKS COM 94973H108 629 9,000 SH X 9,000
WELLS FARGO COMPANY COM 949746101 11,505 281,292 SH X 281,292
WENDYS FINANCING I PFD 950588202 395 8,200 SH X 8,200
WENDY'S INTERNATIONAL INC COM 950590109 330 16,350 SH X 16,350
WESTVACO CORP COM 961548104 476 14,250 SH X 14,250
WEYERHAEUSER CO COM 962166104 3,186 55,896 SH X 55,896
WHIRLPOOL CORP COM 963320106 733 12,500 SH X 12,500
WILLAMETTE INDUSTRIES COM 969133107 658 16,400 SH X 16,400
WILLIAMS COMPANIES INC COM 969457100 2,966 67,506 SH X 67,506
WILSHIRE OIL CO OF TEXAS COM 971889100 59 14,192 SH X 14,192
WINDMERE COM 973411101 605 41,000 SH X 41,000
WINN-DIXIE STORES INC COM 974280109 721 37,085 SH X 37,085
WISCONSIN ENERGY CORP COM 976657106 498 25,000 SH X 25,000
WISER OIL CO COM 977284108 53 21,600 SH X 21,600
WORLD FUEL SERVICES CORP COM 981475106 188 25,725 SH X 25,725
WORTHINGTON INDUSTRIES, INC. COM 981811102 133 10,769 SH X 10,769
WORLDTEX INC COM 981907108 48 33,410 SH X 33,410
WM WRIGLEY JR CO COM 982526105 1,300 16,922 SH X 16,922
WYNN'S INTERNATIONAL INC COM 983195108 666 48,205 SH X 48,205
XILINX COM 983919101 3,486 42,100 SH X 42,100
XEROX CORP COM 984121103 2,961 113,900 SH X 113,900
YAHOO! INC COM 984332106 14,053 82,000 SH X 82,000
YOUNG & RUBICAM INC COM 987425105 357 7,600 SH X 7,600
ZALE CORP COM 988858106 350 7,425 SH X 7,425
ZEMEX CORP COM 988910105 146 17,488 SH X 17,488
ZAPATA CORP COM 989070503 362 76,140 SH X 76,140
DAIMLERCHRYSLER AG ORD D1668R123 254 3,884 SH X 3,884
GLOBAL CROSSING LTD COM G3921A100 4,651 113,605 SH X 113,605
TOMMY HILFIGER ORD G8915Z102 406 28,000 SH X 28,000
TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,392 27,123 SH X 27,123
GRAND TOTAL 2,435,148 49,569,358 SH
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