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Previous: HARMAN INTERNATIONAL INDUSTRIES INC /DE/, SC 13G, 2000-02-15 |
Next: WARNACO GROUP INC /DE/, SC 13G, 2000-02-15 |
<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: December 31, 1999
----------------------
Check here if Amendment [ ]; Amendment Number:
--------------
This Amendment (Check only one,): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: Conning Asset Management Company
--------------------------------------------
Address: 700 Market St.
--------------------------------------------
St. Louis, Missouri 63101
--------------------------------------------
--------------------------------------------
Form 13F File Number: 28-4332
----
The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered integral
parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Jill Kacich
--------------------------------------------
Title: Compliance Manager
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Phone: (314) 444-4306
--------------------------------------------
Signature, Place, and Date of Signing:
/S/ Jill Kacich St. Louis, Missouri 2/14/00
- ----------------------- --------------------------- ------------
[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: 728
Form 13F Information Table Value Total: $ 2,263,839
<PAGE>
<PAGE>
<TABLE>
<CAPTION>
FORM 13F Holdings as of 12/31/1999
(SEC USE ONLY)
Page of Name of Reporting Manager Conning Asset Management Company
---- ---- ------------------------------------
Item 6: Item 8: Voting
Item 1: Item 2: Item 3: Item 4: Item 5: Investment Discretion Item 7: Authority (Shares)
----------------- ---------------------- -------------------
Name of Issuer Title CUSIP Fair Shrs of SH/ Put/ (a) (b) (c) Mngrs (a) (b) (c)
of Number Market Prn Amt PRN Call Sole Shared- Shared- See Sole Shared None
Class Value As Other Instr.V
Defined
in
Instr.V
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COM 000886101 1,618 22,300 SH X 22,300
ACM GOVERNMENT INCOME FUND COM 000912105 1,526 237,000 SH X 237,000
AFLAC INC COM 001055102 1,807 38,300 SH X 38,300
AES CORP COM 00130H105 2,272 30,400 SH X 30,400
AMR CORP COM 001765106 3,888 58,023 SH X 58,023
AT&T CORP COM 001957109 27,649 544,702 SH X 544,702
AXA FINANCIAL SERVICES INC COM 002451102 1,939 57,176 SH X 57,176
ABBOTT LABORATORIES COM 002824100 9,420 259,410 SH X 259,410
ACCEPTANCE INSURANCE CO COM 004308102 145 24,928 SH X 24,928
ACME ELECTRIC CORP COM 004644100 69 12,000 SH X 12,000
ADAPTEC INC COM 00651F108 584 11,700 SH X 11,700
ADOBE SYSTEMS INC COM 00724F101 3,221 47,900 SH X 47,900
ADVANCED COMMUNICATIONS GRP COM 00751B106 164 12,000 SH X 12,000
ADVEST GROUP COM 007566102 382 20,800 SH X 20,800
ADVOCAT INC COM 007586100 11 10,900 SH X 10,900
AEROFLEX COM 007768104 297 28,585 SH X 28,585
ADVANCED MICRO DEVICES INC COM 007903107 596 20,600 SH X 20,600
AETNA INC. COM 008117103 1,267 22,695 SH X 22,695
AFFILIATED MANAGERS GROUP COM 008252108 210 5,200 SH X 5,200
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,180 35,144 SH X 35,144
ALBERTSONS INC COM 013104104 2,037 63,158 SH X 63,158
ALCAN ALUMINIUM LTD COM 013716105 1,660 40,259 SH X 40,259
ALCOA INC COM 013817101 4,459 53,726 SH X 53,726
ALLEGHENY TECHNOLOGIES INC COM 01741R102 451 20,118 SH X 20,118
ALLERGAN INC COM 018490102 1,035 20,800 SH X 20,800
ALLIED PRODUCTS CORP COM 019411107 117 32,950 SH X 32,950
ALLIED WASTE INDUSTRIES INC COM 019589308 189 21,500 SH X 21,500
ALLSTATE INSURANCE COM 020002101 2,935 122,254 SH X 122,254
ALLTEL COM 020039103 6,327 76,520 SH X 76,520
ALZA CORP COM 022615108 561 16,200 SH X 16,200
AMERADA HESS CORP COM 023551104 789 13,900 SH X 13,900
AMEREN CORP COM 023608102 1,354 41,345 SH X 41,345
AMERICA ONLINE INC COM 02364J104 24,748 327,900 SH X 327,900
AMERICAN ELECTRIC POWER CO INC COM 025537101 984 30,644 SH X 30,644
AMERICAN EXPRESS CO COM 025816109 11,400 68,572 SH X 68,572
AMERICAN GENERAL CORP COM 026351106 7,978 105,142 SH X 105,142
AMERICAN HOME PRODUCTS CORP COM 026609107 7,565 191,900 SH X 191,900
AMERICAN INTERNATIONAL GROUP COM 026874107 30,208 279,382 SH X 279,382
AMERICAN PRECISION INDUSTRIES COM 029069101 142 16,500 SH X 16,500
AMERICAN STATES WATER COMPANY COM 029899101 1,080 30,000 SH X 30,000
AMERON INTERNATIONAL COM 030710107 388 9,800 SH X 9,800
AMGEN COM 031162100 9,879 164,476 SH X 164,476
AMPCO-PITTSBURGH CORP COM 032037103 227 22,400 SH X 22,400
AMREP CORP COM 032159105 80 16,900 SH X 16,900
AMSOUTH BANCORPORATION COM 032165102 1,002 51,900 SH X 51,900
ANADARKO PETROLEUM CO COM 032511107 689 20,200 SH X 20,200
ANALOG DEVICES COM 032654105 2,065 22,200 SH X 22,200
ANHEUSER-BUSCH COS INC COM 035229103 5,092 71,838 SH X 71,838
AON CORP COM 037389103 1,465 36,629 SH X 36,629
APACHE COM 037411105 1,603 43,385 SH X 43,385
APPLE COMPUTER INC COM 037833100 2,478 24,100 SH X 24,100
APPLIED MAGNETICS CORP COM 038213104 20 52,085 SH X 52,085
APPLIED MATERIALS INC COM 038222105 8,458 66,766 SH X 66,766
AQUARION COMPANY COM 03838W101 1,420 38,367 SH X 38,367
ARCHER-DANIELS-MIDLAND CO COM 039483102 1,077 88,437 SH X 88,437
ARROW FINANCIAL CORP COM 042744102 619 31,858 SH X 31,858
ARTESIAN RESOURCES CORP-CL A COM 043113208 208 6,600 SH X 6,600
ASHLAND INC COM 044204105 575 17,450 SH X 17,450
ASSOCIATES FIRST CAPITAL CORP COM 046008108 4,588 167,221 SH X 167,221
ATLANTA SOSNOFF CAPITAL COM 046499109 173 20,300 SH X 20,300
ATLANTIC RICHFIELD CO COM 048825103 6,875 79,475 SH X 79,475
AUTODESK INC COM 052769106 232 6,885 SH X 6,885
AUTOMATIC DATA PROCESSING INC COM 053015103 6,749 125,280 SH X 125,280
AUTOZONE INC COM 053332102 565 17,500 SH X 17,500
AVERY DENNISON CORP COM 053611109 1,348 18,500 SH X 18,500
AVIALL INC COM 05366B102 386 47,200 SH X 47,200
AVON PRODUCTS INC COM 054303102 1,208 36,600 SH X 36,600
BB&T CORP COM 054937107 1,265 46,200 SH X 46,200
BP AMOCO PLC ADR COM 055622104 1,052 17,730 SH X 17,730
BRE PROPERTIES INC COM 05564E106 256 11,290 SH X 11,290
BMC SOFTWARE INC COM 055921100 3,134 39,201 SH X 39,201
BAIRNCO CORP COM 057097107 144 24,000 SH X 24,000
BAKER HUGHES INC COM 057224107 2,058 97,703 SH X 97,703
BANGOR HYDRO ELECTRIC COM 060077104 284 17,400 SH X 17,400
BANK OF AMERICA CORP COM 060505104 16,942 337,573 SH X 337,573
BANK OF NEW YORK COM 064057102 5,306 132,648 SH X 132,648
BANK ONE CORP COM 06423A103 5,922 184,773 SH X 184,773
BARD C R INC COM 067383109 307 5,800 SH X 5,800
BARCLAYS BANK PLC ADR PFD 06738C836 223 10,000 SH X 10,000
BARRICK GOLD CORP COM 067901108 946 53,500 SH X 53,500
BAUSCH & LOMB INC COM 071707103 1,040 15,200 SH X 15,200
BAXTER INTERNATIONAL COM 071813109 6,336 100,877 SH X 100,877
BEAR STEARNS COMPANIES INC COM 073902108 1,060 24,803 SH X 24,803
BEAZER HOMES USA INC COM 07556Q105 435 22,600 SH X 22,600
BECTON DICKINSON & CO COM 075887109 1,035 38,672 SH X 38,672
BED BATH & BEYOND INC COM 075896100 566 16,300 SH X 16,300
BELL ATLANTIC CORP COM 077853109 17,318 281,304 SH X 281,304
BELL INDUSTRIES INC COM 078107109 153 20,512 SH X 20,512
BELLSOUTH CORP COM 079860102 13,390 286,040 SH X 286,040
BEMIS CO INC COM 081437105 255 7,300 SH X 7,300
BERKSHIRE HATHAWAY INC CL B COM 084670207 210 115 SH X 115
BERLITZ INTERNATIONAL COM 08520F100 414 24,100 SH X 24,100
BEST BUY INC COM 086516101 1,466 29,200 SH X 29,200
BESTFOODS COM 08658U101 2,390 45,464 SH X 45,464
BETHLEHEM STEEL CORP COM 087509105 117 14,000 SH X 14,000
BOIGEN INC COM 090597105 1,115 13,200 SH X 13,200
BIOMET INC COM 090613100 714 17,848 SH X 17,848
BLACK & DECKER COM 091797100 752 14,400 SH X 14,400
E W BLANCH HOLDINGS INC COM 093210102 343 5,600 SH X 5,600
H & R BLOCK INC COM 093671105 687 15,700 SH X 15,700
BLUEGREEN CORP COM 096231105 237 47,448 SH X 47,448
BOEING COMPANY COM 097023105 7,382 177,678 SH X 177,678
BOISE CASCADE CORP COM 097383103 310 7,666 SH X 7,666
BOSTON SCIENTIFIC CORP COM 101137107 1,289 58,906 SH X 58,906
BRIGGS & STRATTON COM 109043109 236 4,400 SH X 4,400
BRISTOL-MYERS SQUIBB CO COM 110122108 23,709 369,372 SH X 369,372
BROOKE GROUP LTD COM 112525100 664 44,435 SH X 44,435
BROWN & SHARPE MFG CO COM 115223109 22 10,400 SH X 10,400
BROWN FORMAN CORP 'B' COM 115637209 607 10,600 SH X 10,600
BROWN SHOE COMPANY INC COM 115736100 614 43,499 SH X 43,499
BRUNSWICK CORP COM 117043109 367 16,500 SH X 16,500
BURLINGTON NORTHERN SANTA FE COM 12189T104 1,853 76,401 SH X 76,401
BURLINGTON RESOURCES COM 122014103 1,009 30,513 SH X 30,513
BUSH INDUSTRIES COM 123164105 389 22,650 SH X 22,650
CBS CORP COM 12490K107 7,140 111,671 SH X 111,671
CIGNA CORP COM 125509109 2,319 28,781 SH X 28,781
CKE RESTAURANTS INC COM 12561E105 470 79,927 SH X 79,927
CK WITCO CORPORATION COM 12562C108 163 12,200 SH X 12,200
CMS ENERGY CORP COM 125896100 505 16,200 SH X 16,200
CSG SYSTEMS INTERNATIONAL COM 126349109 4,941 123,900 SH X 123,900
CSX CORP COM 126408103 1,010 32,203 SH X 32,203
CTS CORP COM 126501105 5,706 75,704 SH X 75,704
CVS CORP COM 126650100 2,335 58,469 SH X 58,469
CABLETRON SYSTEMS COM 126920107 608 23,400 SH X 23,400
CALIFORNIA WATER SERVICE GRP COM 130788102 412 13,600 SH X 13,600
CAMBREX CORP COM 132011107 218 6,332 SH X 6,332
CAMPBELL SOUP CO COM 134429109 2,656 68,647 SH X 68,647
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,316 27,300 SH X 27,300
CARDINAL HEALTH INC COM 14149Y108 2,036 42,521 SH X 42,521
CARNIVAL CRUISE LINES CL A COM 143658102 4,322 90,400 SH X 90,400
CAROLINA POWER & LIGHT CO COM 144141108 715 23,500 SH X 23,500
CASCADE NATURAL GAS CORP COM 147339105 350 21,700 SH X 21,700
CATERPILLAR INC COM 149123101 2,885 61,300 SH X 61,300
CAVALIER HOMES INC COM 149507105 105 26,612 SH X 26,612
CENDANT CORP COM 151313103 2,836 106,760 SH X 106,760
CENTRAL & SOUTH WEST CORP COM 152357109 648 32,388 SH X 32,388
CENTRAL VERMONT PUBLIC SERVICE COM 155771108 299 28,100 SH X 28,100
CENTURY TEL INC COM 156700106 801 16,900 SH X 16,900
CERIDIAN CORP COM 15677T106 494 22,900 SH X 22,900
CHAMPION INTERNATIONAL COM 158525105 991 16,000 SH X 16,000
CHART HOUSE ENTERPRISES COM 160902102 84 19,000 SH X 19,000
CHART INDUSTRIES COM 16115Q100 211 52,825 SH X 52,825
CHASE INDUSTRIES INC COM 161568100 285 35,100 SH X 35,100
CHASE MANHATTAN CORP COM 16161A108 17,940 230,924 SH X 230,924
CHEVRON CORP COM 166751107 9,294 107,290 SH X 107,290
CHIC BY HIS INC COM 167113109 14 22,300 SH X 22,300
CHUBB CORP COM 171232101 1,459 25,901 SH X 25,901
CHYRON CORP COM 171605207 90 59,700 SH X 59,700
CINCINNATI FINANCIAL CORP COM 172062101 782 25,087 SH X 25,087
CINERGY CORP COM 172474108 659 27,377 SH X 27,377
CIRCUIT CITY STORES INC COM 172737108 4,903 108,800 SH X 108,800
CISCO SYSTEMS INC COM 17275R102 66,720 622,827 SH X 622,827
CITIGROUP INC. COM 172967101 37,105 667,555 SH X 667,555
CITRIX SYSTEMS INC COM 177376100 1,316 10,700 SH X 10,700
CLARK/BARDES HOLDINGS INC COM 180668105 7,987 555,600 SH X 555,600
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4,400 49,300 SH X 49,300
CLOROX CO COM 189054109 1,770 35,144 SH X 35,144
COACHMEN INDUSTRIES INC COM 189873102 545 36,000 SH X 36,000
COASTAL CORP COM 190441105 1,082 30,526 SH X 30,526
COASTCAST COM 19057T108 359 21,600 SH X 21,600
COCA COLA COM 191216100 27,434 470,974 SH X 470,974
COCA-COLA ENTERPRISES COM 191219104 1,282 63,700 SH X 63,700
COLE NATIONAL CORP COM 193290103 118 23,500 SH X 23,500
KENNETH COLE PRODUCTIONS-A COM 193294105 1,441 31,500 SH X 31,500
COLGATE PALMOLIVE COM 194162103 7,279 111,990 SH X 111,990
COLUMBIA ENERGY GROUP COM 197648108 733 11,594 SH X 11,594
COLUMBIA HCA/HEALTHCARE COM 197677107 2,448 83,518 SH X 83,518
COMCAST CORP COM 200300200 9,516 188,212 SH X 188,212
COMERICA INC COM 200340107 1,141 24,433 SH X 24,433
COMPAQ COMPUTER CORP COM 204493100 10,042 371,082 SH X 371,082
COMPUTER ASSOC INTL COM 204912109 6,123 87,544 SH X 87,544
COMPUTER SCIENCES COM 205363104 2,313 24,444 SH X 24,444
COMPUTER TASK GROUP COM 205477102 735 49,600 SH X 49,600
COMPUWARE CORP COM 205638109 1,959 52,600 SH X 52,600
COMVERSE TECHNOLOGY INC COM 205862402 1,201 8,300 SH X 8,300
CONAGRA INC COM 205887102 2,925 129,598 SH X 129,598
CONECTIV INC COM 206829103 202 12,000 SH X 12,000
CONOCO INC CL B COM 208251405 2,428 97,611 SH X 97,611
CONSECO INC COM 208464107 1,046 58,571 SH X 58,571
CONSOLIDATED EDISON INC COM 209115104 1,131 32,785 SH X 32,785
CONSOLIDATED NATURAL GAS CO COM 209615103 940 14,471 SH X 14,471
CONSOLIDATED STORES CORPORATION COM 210149100 221 13,625 SH X 13,625
CONSTELLATION ENERGY GROUP INC COM 210371100 867 29,900 SH X 29,900
CONTINENTAL AIRLINES COM 210795209 1,323 29,900 SH X 29,900
CONVERSE INC COM 212540108 53 38,200 SH X 38,200
COOKER RESTAURANT CORP COM 216284208 49 17,100 SH X 17,100
COOPER CO INC COM 216648402 840 27,900 SH X 27,900
COOPER INDUSTRIES INC COM 216669101 739 18,267 SH X 18,267
COOPER TIRE & RUBBER COM 216831107 196 12,600 SH X 12,600
ADOLPH COORS COM 217016104 242 4,600 SH X 4,600
CORNING INC COM 219350105 4,609 35,744 SH X 35,744
CORRPRO COMPANIES INC COM 220317101 135 23,000 SH X 23,000
COSTCO WHOLESALE CORPORATION COM 22160K105 8,647 94,757 SH X 94,757
COUNTRYWIDE CREDIT COM 222372104 412 16,300 SH X 16,300
COX COMMUNICATIONS INC COM 224044107 721 14,000 SH X 14,000
CROSS TIMBERS ROYALTY TRUST COM 22757R109 137 13,900 SH X 13,900
CROWN CORK & SEAL COM 228255105 812 36,300 SH X 36,300
CROWN CRAFTS INC COM 228309100 56 19,600 SH X 19,600
CUMMINS ENGINE COM 231021106 314 6,500 SH X 6,500
CYBERIAN OUTPOST INC COM 231914102 149 15,000 SH X 15,000
DTE ENERGY CO COM 233331107 789 25,100 SH X 25,100
DVI COM 233343102 248 16,300 SH X 16,300
DALLAS SEMICONDUCTOR CORP COM 235204104 416 6,453 SH X 6,453
DANA CORP COM 235811106 1,017 33,967 SH X 33,967
DANAHER CORPORATION COM 235851102 1,013 21,001 SH X 21,001
DARDEN RESTAURANTS INC COM 237194105 281 15,500 SH X 15,500
DAYTON-HUDSON CORP COM 239753106 4,767 64,906 SH X 64,906
DEERE & CO COM 244199105 1,592 36,694 SH X 36,694
DELL COMPUTERS COM 247025109 21,134 414,400 SH X 414,400
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 1,481 94,011 SH X 94,011
DELTA AIR LINES INC COM 247361108 969 19,444 SH X 19,444
DELUXE CORP COM 248019101 327 11,900 SH X 11,900
DIAMOND OFFSHORE DRILLING INC COM 25271C102 3,995 130,720 SH X 130,720
DILLARD'S INC COM 254067101 323 16,000 SH X 16,000
THE WALT DISNEY COMPANY COM 254687106 12,443 425,400 SH X 425,400
DOLLAR GENERAL COM 256669102 832 36,593 SH X 36,593
DOMINION RESOURCES INC COM 257470104 1,075 27,400 SH X 27,400
DONALDSON LUFKIN & JEN COM 257661108 1,330 27,500 SH X 27,500
R R DONNELLEY & SONS CO COM 257867101 499 20,107 SH X 20,107
DOVER CORP COM 260003108 1,303 28,708 SH X 28,708
DOW CHEMICAL COM 260543103 4,467 33,431 SH X 33,431
DOW JONES & CO COM 260561105 975 14,344 SH X 14,344
DUPONT (E.I.) DE NEMOURS COM 263534109 11,067 168,000 SH X 168,000
DUFF & PHELPS UTILITIES COM 264324104 831 100,000 SH X 100,000
DUFF & PHELPS CREDIT RATING COM 26432F109 1,227 13,800 SH X 13,800
DUKE ENERGY CORP COM 264399106 3,749 74,802 SH X 74,802
DUN & BRADSTREET CORP (NEW) COM 26483B106 790 26,796 SH X 26,796
DYCOM INDUSTRIES COM 267475101 1,384 31,400 SH X 31,400
DYERSBURG CORP COM 267575108 28 32,300 SH X 32,300
ECC INTERNATIONAL COM 268255106 43 13,325 SH X 13,325
E4L INC COM 268452109 86 34,300 SH X 34,300
EMC CORP/MASS COM 268648102 20,626 188,794 SH X 188,794
ESCO ELECTRONICS CORP COM 269030201 300 25,800 SH X 25,800
E'TOWN CORPORATION COM 269242103 510 8,200 SH X 8,200
EASTERN ENTERPRISES COM 27637F100 414 7,200 SH X 7,200
EASTMAN CHEMICAL COM 277432100 510 10,704 SH X 10,704
EASTMAN KODAK CO COM 277461109 5,058 76,350 SH X 76,350
EATON CORP COM 278058102 828 11,400 SH X 11,400
ECOLAB, INC COM 278865100 2,230 57,000 SH X 57,000
EDISON INTERNATIONAL COM 281020107 1,456 55,606 SH X 55,606
EDO CORP COM 281347104 79 13,500 SH X 13,500
EINSTEIN/NOAH BAGEL CORP COM 282577105 4 10,000 SH X 10,000
EL PASO ENERGY CORP COM 283905107 1,598 41,178 SH X 41,178
ELCOR CORP COM 284443108 1,435 47,625 SH X 47,625
ELECTRONIC DATA SYSTEMS CORP COM 285661104 5,087 76,000 SH X 76,000
EMERSON ELECTRIC CO COM 291011104 4,094 71,347 SH X 71,347
ENGELHARD CORP COM 292845104 295 15,650 SH X 15,650
ENRON CORP COM 293561106 4,898 110,370 SH X 110,370
ENTERGY CORP COM 29364G103 982 38,147 SH X 38,147
ENTRADE INC COM 29382L100 666 16,300 SH X 16,300
EQUIFAX INC COM 294429105 552 23,425 SH X 23,425
ESTERLINE TECHNOLOGIES CORP COM 297425100 362 31,300 SH X 31,300
EXPEDITORS INTERNATIONAL OF WA COM 302130109 480 10,956 SH X 10,956
EXPRESS SCRIPTS INC COM 302182100 303 4,732 SH X 4,732
EXXON MOBIL CORP COM 30231G102 47,261 586,644 SH X 586,644
FMC CORP COM 302491303 216 3,763 SH X 3,763
FPL GROUP INC COM 302571104 2,651 61,933 SH X 61,933
FAIRCHILD CORP COM 303698104 412 45,474 SH X 45,474
FAMILY DOLLAR STORES COM 307000109 1,317 80,750 SH X 80,750
FANSTEEL INC COM 307260109 45 11,700 SH X 11,700
FDX HOLDING CORP COM 31304N107 3,266 79,780 SH X 79,780
FEDERAL HOME LOAN MORTGAGE CORP COM 313400301 7,901 167,886 SH X 167,886
FNMA COM 313586109 11,405 182,657 SH X 182,657
FEDERATED DEPARTMENT STORES COM 31410H101 1,555 30,763 SH X 30,763
FIDELITY NATIONAL FINANCIAL INC COM 316326107 684 47,573 SH X 47,573
FIFTH THIRD BANC COM 316773100 3,238 44,131 SH X 44,131
FIRST DATA CORP COM 319963104 3,908 79,247 SH X 79,247
FIRST REPUBLIC BANK COM 336158100 431 18,360 SH X 18,360
FIRST UNION CORP (NC) COM 337358105 5,776 175,865 SH X 175,865
FIRSTAR CORPORATION COM 33763V109 3,440 162,826 SH X 162,826
FIRSTFED FINANCIAL COM 337907109 712 50,600 SH X 50,600
FIRSTENERGY CORP COM 337932107 837 36,906 SH X 36,906
FLEET BOSTON FINANCIAL CORP COM 339030108 7,399 212,545 SH X 212,545
FLORIDA PROGRESS CORP COM 341109106 432 10,200 SH X 10,200
FLUOR CORP COM 343861100 528 11,500 SH X 11,500
FORD MOTOR COMPANY COM 345370100 12,463 233,379 SH X 233,379
FORT JAMES CORP COM 347471104 990 36,179 SH X 36,179
FORTUNE BRANDS INC COM 349631101 836 25,295 SH X 25,295
FOSTER WHEELER CORP COM 350244109 502 56,600 SH X 56,600
FRANKLIN RESOURCES INC COM 354613101 1,209 37,700 SH X 37,700
FREEPORT MCMORAN COM 35671D857 416 19,700 SH X 19,700
FRONTIER OIL CORP COM 35914P105 427 63,300 SH X 63,300
GATX CORP COM 361448103 1,114 33,000 SH X 33,000
GRC INTERNATIONAL COM 361922107 259 21,800 SH X 21,800
GPU INC COM 36225X100 545 18,200 SH X 18,200
GTE CORP COM 362320103 11,218 158,985 SH X 158,985
GALEY & LORD INC COM 36352K103 55 28,200 SH X 28,200
GANNETT CO INC COM 364730101 3,423 41,970 SH X 41,970
GAP INC COM 364760108 5,739 124,767 SH X 124,767
GATEWAY INC COM 367626108 3,610 50,100 SH X 50,100
GENERAL DYNAMICS CORP COM 369550108 1,498 28,400 SH X 28,400
GENERAL ELECTRIC CO COM 369604103 85,467 552,291 SH X 552,291
GENERAL INSTRUMENT CORP COM 370120107 2,185 25,700 SH X 25,700
GENERAL MILLS INC COM 370334104 1,705 47,700 SH X 47,700
GENERAL MOTORS CORP COM 370442105 7,660 105,382 SH X 105,382
GENESCO INC COM 371532102 759 58,400 SH X 58,400
GENONE THERAPEUTICS CORP COM 372430108 481 29,800 SH X 29,800
GENRAD INC COM 372447102 750 46,500 SH X 46,500
GENUINE PARTS CO COM 372460105 703 28,325 SH X 28,325
GEORGIA-PACIFIC CORP COM 373298108 1,365 26,900 SH X 26,900
GETTY REALTY CORP COM 374297109 324 29,000 SH X 29,000
GIANT GROUP LTD COM 374503100 41 11,850 SH X 11,850
GIANT INDUSTRIES COM 374508109 240 28,600 SH X 28,600
GILLETTE COMPANY COM 375766102 7,440 180,634 SH X 180,634
GLEASON CORP COM 377339106 584 25,100 SH X 25,100
GLENBOROUGH REALTY TRUST COM 37803P105 334 25,000 SH X 25,000
GOLDEN STATE BANCORP COM 381197102 776 45,000 SH X 45,000
GOLDEN WEST FINANCIAL COM 381317106 810 24,188 SH X 24,188
B F GOODRICH COM 382388106 437 15,900 SH X 15,900
GOODYEAR TIRE & RUBBER CO COM 382550101 615 21,826 SH X 21,826
GOTTSCHALKS INC COM 383485109 109 14,700 SH X 14,700
W W GRAINGER INC COM 384802104 746 15,606 SH X 15,606
GREAT LAKES CHEMICAL COM 390568103 423 11,081 SH X 11,081
GREEN MOUNTAIN POWER CORP COM 393154109 80 10,700 SH X 10,700
GRUBB & ELLIS CO COM 400095204 92 19,700 SH X 19,700
GUIDANT CORP COM 401698105 2,106 44,800 SH X 44,800
HS RESOURCES INC COM 404297103 457 26,500 SH X 26,500
HALLIBURTON CO COM 406216101 5,085 126,344 SH X 126,344
JOHN Q HAMMONS HOTELS COM 408623106 59 15,200 SH X 15,200
HARCOURT GENERAL INC COM 41163G101 546 13,567 SH X 13,567
HARRAHS ENTERTAINMENT INC COM 413619107 410 15,500 SH X 15,500
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 1,990 42,000 SH X 42,000
HASBRO INC COM 418056107 579 30,400 SH X 30,400
HAWAIIAN ELECTRIC COM 419870100 557 19,300 SH X 19,300
HEALTHSOUTH CORP COM 421924101 330 61,472 SH X 61,472
H J HEINZ CO COM 423074103 2,966 74,495 SH X 74,495
HERCULES INC COM 427056106 478 17,163 SH X 17,163
HERSHEY FOODS CORP COM 427866108 1,736 36,563 SH X 36,563
HERTZ CORP COM 428040109 1,589 31,700 SH X 31,700
HEWLETT-PACKARD CO COM 428236103 17,590 154,416 SH X 154,416
HEXCEL CORP COM 428291108 99 17,717 SH X 17,717
HIGHLANDS INSURANCE GROUP COM 431032101 1,888 200,000 SH X 200,000
HILB, ROGAL AND HAMILTON CO COM 431294107 1,003 35,500 SH X 35,500
HILTON HOTELS CORP COM 432848109 508 52,800 SH X 52,800
HOME DEPOT COM 437076102 24,792 361,446 SH X 361,446
HOMESTAKE MINING CO COM 437614100 328 41,976 SH X 41,976
HONEYWELL INTERNATIONAL INC COM 438516106 9,919 171,945 SH X 171,945
HORMEL FOODS CORP COM 440452100 406 10,000 SH X 10,000
HOUSEHOLD INTERNATIONAL INC COM 441815107 2,543 68,258 SH X 68,258
HUGHES SUPPLY INC COM 444482103 482 22,372 SH X 22,372
HUMANA INC COM 444859102 202 24,700 SH X 24,700
HUNTCO INC COM 445661101 41 12,800 SH X 12,800
HUNTINGTON BANCSHARES COM 446150104 817 34,213 SH X 34,213
IDEC PHARMACEUTICALS CORP COM 449370105 884 9,000 SH X 9,000
IMS HEALTH INC COM 449934108 1,223 45,000 SH X 45,000
ITT EDUCATIONAL SERVICES INC COM 45068B109 1,013 65,650 SH X 65,650
ITT INDUSTRIES INC COM 450911102 478 14,300 SH X 14,300
IDEX CORP COM 45167R104 738 24,300 SH X 24,300
IKON OFFICE SOLUTIONS INC COM 451713101 125 18,400 SH X 18,400
ILLINOIS TOOL WORKS INC COM 452308109 4,985 73,781 SH X 73,781
IMMUNEX CORP COM 452528102 4,818 44,000 SH X 44,000
INCO LTD COM 453258402 644 27,400 SH X 27,400
INGERSOLL-RAND CO COM 456866102 1,874 34,035 SH X 34,035
INGLES MARKETS INC CLASS A COM 457030104 1,002 90,090 SH X 90,090
INSTEEL INDUSTRIES COM 45774W108 156 17,200 SH X 17,200
INTEL CORP COM 458140100 47,366 575,450 SH X 575,450
INTERMEDIA COMMUNICATIONS INC COM 458801107 272 7,000 SH X 7,000
INTERNATIONAL ALUMINUM CORP COM 458884103 249 10,600 SH X 10,600
INTL BUSINESS MACHINES CORP COM 459200101 38,883 360,102 SH X 360,102
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 1,505 39,950 SH X 39,950
INTERNATIONAL PAPER COM 460146103 3,982 70,560 SH X 70,560
INTERNATIONAL SHIPHOLDING COM 460321201 180 15,525 SH X 15,525
INTERPUBLIC GROUP CO COM 460690100 2,351 40,762 SH X 40,762
INTERTAN INC COM 461120107 637 24,400 SH X 24,400
IT GROUP INC COM 465266104 199 21,621 SH X 21,621
JACK IN THE BOX COM 466367109 1,953 94,399 SH X 94,399
JACKPOT ENTERPRISES COM 466392107 186 22,419 SH X 22,419
JEFFERSON PILOT CORP COM 475070108 1,024 15,000 SH X 15,000
JO-ANN STORES INC-CL A COM 47758P109 253 22,500 SH X 22,500
JOHNSON & JOHNSON COM 478160104 18,927 203,220 SH X 203,220
JOHNSON CONTROLS INC COM 478366107 711 12,500 SH X 12,500
JOHNSON INDUSTRIES INC COM 479368102 40 23,900 SH X 23,900
KLA-TENCOR CORP COM 482480100 1,481 13,300 SH X 13,300
K MART CORP COM 482584109 3,030 301,094 SH X 301,094
KANEB SERVICES COM 484170105 334 76,300 SH X 76,300
KANSAS CITY SOUTHERN INDS COM 485170104 3,007 40,300 SH X 40,300
KATY INDS INC COM 486026107 188 21,600 SH X 21,600
KELLOGG CO COM 487836108 2,762 89,646 SH X 89,646
KERR-MCGEE CORP COM 492386107 759 12,237 SH X 12,237
KEYCORP COM 493267108 2,236 101,056 SH X 101,056
KEYSTONE CONSOLIDATED INDUSTRIES COM 493422109 75 12,700 SH X 12,700
KIMBERLY-CLARK CORP COM 494368103 7,099 108,686 SH X 108,686
KNIGHT RIDDER INC COM 499040103 857 14,400 SH X 14,400
KOHL'S CORP (WISCONSIN) COM 500255104 1,711 23,700 SH X 23,700
KOLLMORGEN CORP COM 500440102 279 22,700 SH X 22,700
PHILIPS ELECTRONICS COM 500472204 2,409 17,848 SH X 17,848
KROGER CO COM 501044101 4,188 221,900 SH X 221,900
LASMO PLC SERIES A PFD 501730303 1,015 40,000 SH X 40,000
LG&E ENERGY CORP COM 501917108 379 21,710 SH X 21,710
LSI LOGIC CORP COM 502161102 1,553 23,000 SH X 23,000
LABORATORY CORP PFD 50540R201 200 2,900 SH X 2,900
LAMSON & SESSIONS CO COM 513696104 104 21,300 SH X 21,300
LEGGETT & PLATT COM 524660107 431 20,100 SH X 20,100
LEHMAN BROTHERS HOLDING INC COM 524908100 1,651 19,500 SH X 19,500
LEXINGTON CORPORATE PPTYS TR COM 529043101 505 55,000 SH X 55,000
LEXMARK INTERNATIONAL GROUP COM 529771107 1,792 19,800 SH X 19,800
ELI LILLY & CO COM 532457108 14,099 212,017 SH X 212,017
LIMITED INC COM 532716107 1,431 33,048 SH X 33,048
LINCOLN NATIONAL CORP COM 534187109 1,297 32,426 SH X 32,426
LIZ CLAIBORNE INC COM 539320101 421 11,200 SH X 11,200
LOCKHEED MARTIN CORP COM 539830109 1,323 60,458 SH X 60,458
LOEWS CORP COM 540424108 998 16,440 SH X 16,440
LOUISIANA PACIFIC CORP COM 546347105 189 13,253 SH X 13,253
LOWES COMPANIES INC COM 548661107 4,371 73,154 SH X 73,154
LUCENT TECHNOLOGIES COM 549463107 38,281 511,569 SH X 511,569
MBIA INC COM 55262C100 665 12,600 SH X 12,600
MBNA CORP COM 55262L100 4,235 155,403 SH X 155,403
MDC HOLINGS INC COM 552676108 729 46,500 SH X 46,500
MCI WORLDCOM INC COM 55268B106 30,147 568,141 SH X 568,141
MFS CHARTER INCOME TRUST COM 552727109 161 20,000 SH X 20,000
MGIC INVESTMENT CORP COM 552848103 1,053 17,500 SH X 17,500
M/I SCHOTTENSTEIN HOMES INC COM 55305B101 328 21,100 SH X 21,100
MMI COMPANIES INC. COM 553087107 1,046 121,283 SH X 121,283
MALLINCKRODT INC COM 561232109 321 10,100 SH X 10,100
MANOR CARE INC COM 564055101 190 11,900 SH X 11,900
MARSH & MCLENNAN COS INC COM 571748102 3,832 40,044 SH X 40,044
MARRIOTT INTERNATIONAL-CL A COM 571903202 1,130 35,804 SH X 35,804
MASCO CORP COM 574599106 1,629 64,188 SH X 64,188
MATLACK SYSTEMS INC COM 576901102 65 19,900 SH X 19,900
MATTEL INC COM 577081102 836 63,703 SH X 63,703
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,472 31,200 SH X 31,200
MAY DEPARTMENT STORES CO COM 577778103 2,092 64,872 SH X 64,872
MAYTAG CORP COM 578592107 600 12,500 SH X 12,500
MCDONALDS CORP COM 580135101 8,437 209,282 SH X 209,282
MCGRAW-HILL INC COM 580645109 4,080 66,200 SH X 66,200
MCKESSON HBOC INC COM 58155Q103 1,223 54,271 SH X 54,271
MEAD CORP COM 582834107 534 12,300 SH X 12,300
MEDIAONE INC. COM 58440J104 7,149 93,074 SH X 93,074
MEDICAL ASSURANCE INC COM 58449U100 2,189 103,293 SH X 103,293
MEDTRONIC INC COM 585055106 7,295 200,218 SH X 200,218
MELLON FINANCIAL CORP COM 58551A108 3,682 108,088 SH X 108,088
MERCK & CO INC COM 589331107 29,583 440,992 SH X 440,992
MEREDITH CORP COM 589433101 221 5,300 SH X 5,300
MERRILL LYNCH & CO COM 590188108 6,476 77,625 SH X 77,625
MESTEK INC COM 590829107 441 21,800 SH X 21,800
METHANEX CORP COM 59151K108 66 25,000 SH X 25,000
METROCALL INC COM 591647102 17 10,000 SH X 10,000
MICROSOFT CORP COM 594918104 89,654 767,916 SH X 767,916
MICRON TECHNOLOGY INC COM 595112103 3,028 38,948 SH X 38,948
MILACRON INC COM 598709103 372 24,200 SH X 24,200
MILLIPORE CORP COM 601073109 243 6,300 SH X 6,300
MINNESOTA MINING & MFG CO COM 604059105 7,282 74,406 SH X 74,406
MIRAGE RESORTS INC COM 60462E104 1,140 75,100 SH X 75,100
MOLECULAR BIO SYSTEMS INC COM 608513107 28 28,300 SH X 28,300
MOLEX INC COM 608554101 1,032 18,200 SH X 18,200
MONSANTO COM 611662107 4,951 139,019 SH X 139,019
J P MORGAN & CO INC COM 616880100 3,414 26,963 SH X 26,963
MORGAN STANLEY,DEAN WITTER & CO COM 617446448 12,056 84,456 SH X 84,456
MORTONS RESTAURANT GROUP COM 619429103 240 15,500 SH X 15,500
MOTOROLA INC COM 620076109 14,485 98,369 SH X 98,369
NS GROUP INC COM 628916108 256 33,600 SH X 33,600
NUI CORP COM 629430109 578 21,900 SH X 21,900
NABISCO GROUP HOLDINGS COM 62952P102 539 50,700 SH X 50,700
NASHUA CORP COM 631226107 110 14,700 SH X 14,700
NATIONAL CITY CORP. COM 635405103 3,395 143,322 SH X 143,322
NATIONAL DISCOUNT BROKERS GROUP COM 635646102 807 30,600 SH X 30,600
NATIONAL SEMICONDUCTOR CORP COM 637640103 976 22,800 SH X 22,800
NAVISTAR INTL CORP COM 63934E108 454 9,600 SH X 9,600
NETWORK APPLIANCE INC COM 64120L104 1,595 19,200 SH X 19,200
NEW CENTURY ENERGIES INC COM 64352U103 714 23,500 SH X 23,500
NEW PLAN EXCEL REALITY TRUST COM 648053106 443 28,000 SH X 28,000
NEW VALLEY CORP NEW COM 649080116 9 12,840 SH X 12,840
NEW YORK TIMES CO COM 650111107 1,333 27,126 SH X 27,126
NEWELL RUBBERMAID INC. COM 651229106 1,259 43,399 SH X 43,399
NEWMONT MINING CORP COM 651639106 668 27,254 SH X 27,254
NEXTEL COMMUNICATIONS INC-A COM 65332V103 5,826 56,490 SH X 56,490
NEXTLINK COMMUNICATIONS INC-A COM 65333H707 3,987 48,000 SH X 48,000
NIAGARA MOHAWK HOLDINGS INC COM 653520106 330 23,700 SH X 23,700
NIKE INC CLASS B COM 654106103 3,554 71,715 SH X 71,715
NISOURCE INC COM 65473P105 258 14,414 SH X 14,414
NORD RESOURCES CORP COM 655555100 5 33,800 SH X 33,800
NORDSTROM INC COM 655664100 503 19,200 SH X 19,200
NORFOLK SOUTHERN CORP COM 655844108 1,144 55,816 SH X 55,816
NORTEK COM 656559101 846 30,200 SH X 30,200
NORTEL NETWORKS CORP COM 656569100 19,861 196,640 SH X 196,640
NORTHERN STATES POWER CO (MINN) COM 665772109 386 19,800 SH X 19,800
NORTHERN TRUST CORPORATION COM 665859104 1,781 33,600 SH X 33,600
NORTHROP CORP COM 666807102 633 11,700 SH X 11,700
NOVELL INC COM 670006105 2,077 52,000 SH X 52,000
NUCOR CORP COM 670346105 691 12,600 SH X 12,600
NUMEREX CORP CL A COM 67053A102 396 32,000 SH X 32,000
OEC MEDICAL SYSTEMS COM 670828102 1,049 30,300 SH X 30,300
OCCIDENTAL PETROLEUM CORP COM 674599105 1,255 58,021 SH X 58,021
OFFICE DEPOT INC COM 676220106 518 47,400 SH X 47,400
OIL-DRI CORP COM 677864100 243 16,900 SH X 16,900
OLD KENT FINANCIAL CORP COM 679833103 425 12,000 SH X 12,000
OMNICOM GROUP COM 681919106 2,590 25,900 SH X 25,900
ONEIDA LTD COM 682505102 868 39,919 SH X 39,919
ORIENTAL FINANCIAL GROUP COM 68618W100 688 31,200 SH X 31,200
OWENS-ILLINOIS INC COM 690768403 554 22,125 SH X 22,125
PECO ENERGY CO COM 693304107 1,154 33,200 SH X 33,200
PG&E CORP COM 69331C108 1,232 60,100 SH X 60,100
PE CORP - PE BIOSYSTEMS GROUP COM 69332S102 1,829 15,200 SH X 15,200
PNC FINANCIAL CORP COM 693475105 2,087 46,895 SH X 46,895
P P & L RESOURCES INC COM 693499105 446 19,488 SH X 19,488
PPG INDUSTRIES INC COM 693506107 1,677 26,800 SH X 26,800
PS GROUP HOLDINGS INC COM 693622102 156 13,900 SH X 13,900
PACCAR INC COM 693718108 556 12,557 SH X 12,557
PACTIV CORP COM 695257105 541 50,963 SH X 50,963
PAINE WEBBER GROUP INC COM 695629105 784 20,200 SH X 20,200
PALL CORP COM 696429307 422 19,562 SH X 19,562
PAR TECHNOLOGY COM 698884103 86 18,000 SH X 18,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,099 40,626 SH X 40,626
PARKER HANNIFIN CORP COM 701094104 849 16,538 SH X 16,538
PAYCHEX INC COM 704326107 2,230 55,750 SH X 55,750
J. C. PENNEY CO COM 708160106 823 41,263 SH X 41,263
PEOPLES ENERGY CORP COM 711030106 295 8,800 SH X 8,800
PEOPLESOFT INC COM 712713106 712 33,400 SH X 33,400
PEP BOYS-MANNY MOE & JACK COM 713278109 96 10,600 SH X 10,600
PEPSICO INC COM 713448108 12,602 357,504 SH X 357,504
PHARMACIA-UPJOHN INC COM 716941109 3,478 77,288 SH X 77,288
PFIZER INCORPORATED COM 717081103 22,118 681,885 SH X 681,885
PHARMACEUTICAL RESOURCES COM 717125108 173 35,100 SH X 35,100
PHELPS DODGE CORP COM 717265102 852 12,697 SH X 12,697
PHILIP MORRIS COMPANIES INC COM 718154107 10,374 447,948 SH X 447,948
PHILLIPS PETROLEUM CO COM 718507106 1,736 36,944 SH X 36,944
PICCADILLY CAFETERIAS INC COM 719567109 101 25,200 SH X 25,200
PILLOWTEX CORP COM 721501104 160 25,938 SH X 25,938
PINNACLE WEST CAPITAL CORP COM 723484101 388 12,700 SH X 12,700
PITNEY BOWES INC COM 724479100 2,052 42,480 SH X 42,480
PITTSTON MINERALS GROUP COM 725701205 32 19,500 SH X 19,500
PLACER DOME INC COM 725906101 485 45,100 SH X 45,100
PLANTRONICS COM 727493108 249 3,480 SH X 3,480
PLAYBOY ENTERPRISES COM 728117201 236 11,500 SH X 11,500
POLO RALPH LAUREN CORP COM 731572103 640 37,500 SH X 37,500
PRAXAIR COM 74005P104 2,898 57,600 SH X 57,600
T. ROWE PRICE ASSOC COM 741477103 1,160 31,400 SH X 31,400
PRIMEDIA INC COM 74157K101 305 18,500 SH X 18,500
PROCTOR & GAMBLE CO COM 742718109 23,399 213,566 SH X 213,566
PROGRESSIVE CORP COM 743315103 1,749 23,922 SH X 23,922
PROVIDIAN FINANCIAL CORP COM 74406A102 6,028 66,200 SH X 66,200
PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 1,684 48,371 SH X 48,371
PUERTO RICAN CEMENT CO INC COM 745075101 479 14,100 SH X 14,100
QMS INC COM 74726G102 73 24,900 SH X 24,900
Q.E.P. COMPANY INC COM 74727K102 177 23,000 SH X 23,000
QUAKER OATS CO COM 747402105 1,194 18,200 SH X 18,200
QUALCOMM INC COM 747525103 17,260 98,000 SH X 98,000
QUANTUM CORP - DLT & STORAGE COM 747906204 1,444 95,500 SH X 95,500
QUANTUM CORP - HARD DISK DRIVE COM 747906303 88 12,750 SH X 12,750
QUINTILES TRANSNATIONAL CORP COM 748767100 219 11,700 SH X 11,700
R & B FALCON CORP COM 74912E101 476 35,925 SH X 35,925
RLI CORP COM 749607107 773 22,737 SH X 22,737
RPC ENERGY SERVICES INC COM 749660106 368 64,000 SH X 64,000
RTI INTERNATIONAL METALS COM 74973W107 281 37,500 SH X 37,500
RALSTON PURINA CO COM 751277302 1,357 48,666 SH X 48,666
RAYTHEON CO COM 755111408 1,289 48,544 SH X 48,544
REGIONS FINANCIAL CORP COM 758940100 724 28,800 SH X 28,800
RELIANCE STEEL & ALUMINUM COM 759509102 1,377 58,750 SH X 58,750
RELIANT ENERGY INC COM 75952J108 1,345 58,806 SH X 58,806
REPUBLIC GROUP INC COM 760473108 428 28,329 SH X 28,329
REPUBLIC NEW YORK CORP COM 760719104 1,238 17,200 SH X 17,200
RESPONSE USA INC COM 761235506 15 15,000 SH X 15,000
REX STORES CORP COM 761624105 770 22,000 SH X 22,000
REYNOLDS METALS CO COM 761763101 674 8,800 SH X 8,800
RITE AID CORP COM 767754104 433 38,718 SH X 38,718
ROBERTSON CECO CORP COM 770539203 373 37,800 SH X 37,800
ROCKWELL INTERNATIONAL CORP COM 773903109 1,331 27,794 SH X 27,794
ROHM & HAAS CO COM 775371107 1,476 36,271 SH X 36,271
ROWE FURNITURE CORP COM 779528108 305 36,200 SH X 36,200
ROYAL APPLIANCE MFG CO COM 780076105 277 56,800 SH X 56,800
ROYAL DUTCH PETROLEUM CO COM 780257804 20,435 338,013 SH X 338,013
RYDER SYSTEM INC COM 783549108 310 12,700 SH X 12,700
SBC COMMUNICATIONS INC COM 78387G103 25,698 527,144 SH X 527,144
SL INDUSTRIES INC COM 784413106 170 14,608 SH X 14,608
SLM HOLDING CORP COM 78442A109 2,393 56,640 SH X 56,640
SPS TECHNOLOGIES INC COM 784626103 868 27,166 SH X 27,166
S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,672 25,000 SH X 25,000
SAFECO CORP COM 786429100 427 17,181 SH X 17,181
SAFEWAY INC COM 786514208 4,438 124,500 SH X 124,500
ST JOSEPH LIGHT & POWER COM 790654107 392 19,100 SH X 19,100
ST JUDE MEDICAL COM 790849103 306 9,969 SH X 9,969
ST PAUL COMPANIES INC COM 792860108 1,169 34,690 SH X 34,690
SARA LEE CORP COM 803111103 4,600 208,508 SH X 208,508
SCANA CORPORATION COM 805898103 430 16,000 SH X 16,000
SCHERING-PLOUGH CORP COM 806605101 9,089 215,364 SH X 215,364
SCHLUMBERGER LTD COM 806857108 4,646 82,611 SH X 82,611
SCHWAB (CHARLES) CORP COM 808513105 5,756 150,120 SH X 150,120
SCHWAB MONEY MARKET FUND COM 808515100 212 211,631 SH X 211,631
SEA CONTAINERS LTD - CLASS A COM 811371707 715 26,870 SH X 26,870
SEAGATE TECHNOLOGY INC COM 811804103 1,462 31,400 SH X 31,400
SEAGRAM CO LTD COM 811850106 2,802 62,366 SH X 62,366
SEALED AIR CORPORATION COM 81211K100 626 12,076 SH X 12,076
SEARS ROEBUCK & CO COM 812387108 2,426 79,766 SH X 79,766
SEMPRA ENERGY COM 816851109 594 34,182 SH X 34,182
SEQUA CORP COM 817320203 522 8,700 SH X 8,700
SERVICE CORP INTERNATIONAL COM 817565104 284 40,985 SH X 40,985
SHERWIN-WILLIAMS CO COM 824348106 625 29,766 SH X 29,766
SIEBEL SYSTEMS INC COM 826170102 2,050 24,400 SH X 24,400
SIGMA-ALDRICH COM 826552101 358 11,900 SH X 11,900
SILICON GRAPHICS COM 827056102 241 24,600 SH X 24,600
SITEL CORP COM 82980K107 84 12,000 SH X 12,000
SIZZLER INTERNATIONAL INC COM 830139101 159 63,500 SH X 63,500
A O SMITH COM 831865209 399 18,249 SH X 18,249
SOLECTRON CORP COM 834182107 3,910 41,100 SH X 41,100
SOUTHERN CO COM 842587107 2,662 113,291 SH X 113,291
SOUTHTRUST CORP COM 844730101 896 23,700 SH X 23,700
SOUTHWEST AIRLINES COM 844741108 1,496 92,454 SH X 92,454
SPARTECH CORP COM 847220209 687 21,300 SH X 21,300
SPARTON COM 847235108 90 16,900 SH X 16,900
SPORT SUPPLY GROUP INC COM 848915104 110 16,000 SH X 16,000
SPRINT CORP COM 852061100 17,138 254,612 SH X 254,612
SPRINT PCS GROUP COM 852061506 7,315 71,368 SH X 71,368
STANDARD COMMERCIAL CORP COM 853258101 79 22,144 SH X 22,144
STANLEY WORKS COM 854616109 480 15,944 SH X 15,944
STAPLES INC COM 855030102 1,415 68,200 SH X 68,200
STARRETT LS COM 855668109 379 16,900 SH X 16,900
STATE STREET CORP COM 857477103 3,020 41,336 SH X 41,336
STERLING BANCORP COM 859158107 260 16,275 SH X 16,275
STEWART INFO SERVICES COM 860372101 402 30,200 SH X 30,200
STIFEL FINANCIAL COM 860630102 119 12,064 SH X 12,064
SUIZA FOODS CORP COM 865077101 223 5,625 SH X 5,625
SUMMIT BANCORP COM 866005101 812 26,500 SH X 26,500
SUN MICROSYSTEMS INC COM 866810104 18,071 233,364 SH X 233,364
SUNOCO INC COM 86764P109 535 22,766 SH X 22,766
SUNTRUST BANKS INC COM 867914103 3,246 47,167 SH X 47,167
SUPERVALU INC COM 868536103 520 26,000 SH X 26,000
SWIFT ENERGY CO COM 870738101 207 17,977 SH X 17,977
SYMS CORP COM 871551107 206 41,100 SH X 41,100
SYNPOSYS INC COM 871607107 200 3,000 SH X 3,000
SYNOVUS FINANCIAL CORP COM 87161C105 742 37,350 SH X 37,350
SYSCO CORP COM 871829107 2,012 50,862 SH X 50,862
TCBY ENTERPRISES COM 872245105 226 59,200 SH X 59,200
TCW CONVERTIBLE SECR FD INC COM 872340104 720 75,300 SH X 75,300
TJX COMPANIES INC COM 872540109 5,388 263,620 SH X 263,620
TNP ENTERPRISES INC COM 872594106 1,089 26,400 SH X 26,400
TRW INC COM 872649108 1,122 21,600 SH X 21,600
TANDY CORP COM 875382103 1,977 40,198 SH X 40,198
TANDYCRAFTS INC COM 875386104 70 22,900 SH X 22,900
TECH-SYM COM 878308105 289 14,000 SH X 14,000
TELEBANC FINANCIAL CORPORATION COM 87925R109 6,163 237,050 SH X 237,050
TELEFONICA (ADR) COM 879382208 326 4,137 SH X 4,137
TELLABS COM 879664100 3,807 59,306 SH X 59,306
TEMPLE INLAND INC COM 879868107 910 13,800 SH X 13,800
TENET HEALTHCARE COM 88033G100 1,087 46,245 SH X 46,245
TEREDYNE COM 880770102 1,353 20,500 SH X 20,500
TEREX CORP COM 880779103 697 25,100 SH X 25,100
TESORO PETROLEUM CORP COM 881609101 694 60,000 SH X 60,000
TEXACO INC COM 881694103 4,580 84,328 SH X 84,328
TEXAS INSTRUMENTS INC COM 882508104 19,255 198,782 SH X 198,782
TEXAS UTILITIES CO COM 882848104 2,395 67,355 SH X 67,355
TEXTRON INC COM 883203101 3,165 41,275 SH X 41,275
THERMO ELECTRON COM 883556102 386 25,700 SH X 25,700
THOMAS & BETTS CORP COM 884315102 258 8,100 SH X 8,100
THOMAS INDUSTRIES COM 884425109 741 36,250 SH X 36,250
3COM CORP COM 885535104 2,383 50,707 SH X 50,707
TIME WARNER INC COM 887315109 14,458 199,648 SH X 199,648
TIMES MIRROR CO COM 887364107 637 9,500 SH X 9,500
TODD SHIPYARDS CORP COM 889039103 138 17,500 SH X 17,500
TOKHEIM CORP COM 889073102 69 18,900 SH X 18,900
TOLL BROTHERS COM 889478103 471 25,300 SH X 25,300
TORCHMARK CORP COM 891027104 497 17,100 SH X 17,100
TOSCO CORP COM 891490302 430 15,800 SH X 15,800
TOTAL RENAL CARE HOLDINGS COM 89151A107 648 96,950 SH X 96,950
TOYS 'R' US COM 892335100 493 34,430 SH X 34,430
TRANSTECHNOLOGY CORP COM 893889105 137 12,400 SH X 12,400
TREMONT CORP COM 894745207 264 17,600 SH X 17,600
TRICON GLOBAL RESTAURANTS COM 895953107 986 25,540 SH X 25,540
TRIBUNE CO COM 896047107 2,008 36,474 SH X 36,474
TULTEX CORP COM 899900104 3 67,900 SH X 67,900
TYCO INTERNATIONAL LTD COM 902124106 9,638 247,854 SH X 247,854
TYLER TECHNOLOGIES COM 902252105 252 45,900 SH X 45,900
UICI COM 902737105 317 30,000 SH X 30,000
USX-MARATHON GROUP COM 902905827 1,184 47,944 SH X 47,944
UST INC COM 902911106 728 28,900 SH X 28,900
US BANCORP COM 902973106 2,648 111,225 SH X 111,225
URS CORP COM 903236107 372 17,142 SH X 17,142
USX US STEEL COM 90337T101 408 12,371 SH X 12,371
UNILEVER NV COM 904784709 4,560 83,765 SH X 83,765
UNICOM CORP COM 904911104 1,223 36,503 SH X 36,503
UNION CARBIDE CORP COM 905581104 1,288 19,300 SH X 19,300
UNION PACIFIC CORP COM 907818108 1,918 43,944 SH X 43,944
UNION PACIFIC RESOURCES GROUP COM 907834105 384 30,101 SH X 30,101
UNION PLANTERS CORP COM 908068109 761 19,300 SH X 19,300
UNISYS CORP COM 909214108 1,482 46,400 SH X 46,400
UNIT CORP COM 909218109 390 50,700 SH X 50,700
UNITED HEALTHCARE COM 910581107 1,294 24,367 SH X 24,367
UNITED INDUSTRIAL CORP COM 910671106 270 29,200 SH X 29,200
UNITED PARK CITY MINES CO COM 911315208 201 7,240 SH X 7,240
US AIR GROUP COM 911905107 385 12,000 SH X 12,000
US WEST INC COM 91273H101 6,600 91,661 SH X 91,661
UNITED TECHNOLOGIES CORP COM 913017109 10,194 156,828 SH X 156,828
UNO RESTAURANT CORP COM 914900105 329 29,535 SH X 29,535
UNOCAL CORP COM 915289102 1,247 37,144 SH X 37,144
UNUMPROVIDENT CORP COM 91529Y106 1,067 33,282 SH X 33,282
US FREIGHTWAYS CORP COM 916906100 205 4,278 SH X 4,278
VF CORP COM 918204108 552 18,400 SH X 18,400
VIACOM CLASS B COM 925524308 6,179 102,232 SH X 102,232
VULCAN MATERIALS CO COM 929160109 2,264 56,700 SH X 56,700
WEBS JAPAN COM 92923H889 217 13,300 SH X 13,300
WACHOVIA CORP COM 929771103 2,153 31,663 SH X 31,663
WACKENHUT CORP COM 929794105 344 23,000 SH X 23,000
WACKENHUT CORP COM 929794303 187 18,118 SH X 18,118
WAL-MART STORES, INC COM 931142103 45,627 660,072 SH X 660,072
WALGREEN CO COM 931422109 4,896 167,376 SH X 167,376
WARNER-LAMBERT CO COM 934488107 12,139 148,155 SH X 148,155
WASHINGTON MUTUAL INC COM 939322103 2,343 90,149 SH X 90,149
WASTE MANAGEMENT INC COM 94106L109 1,540 89,615 SH X 89,615
WATSCO INC COM 942622200 389 33,625 SH X 33,625
WATSON PHARMACEUTICALS INC COM 942683103 390 10,900 SH X 10,900
WELLPOINT HEALTH NETWORKS COM 94973H108 613 9,300 SH X 9,300
WELLS FARGO COMPANY COM 949746101 11,073 273,832 SH X 273,832
WENDYS FINANCING I PFD 950588202 395 8,200 SH X 8,200
WENDY'S INTERNATIONAL INC COM 950590109 373 18,050 SH X 18,050
WESTVACO CORP COM 961548104 504 15,450 SH X 15,450
WEYERHAEUSER CO COM 962166104 2,945 41,016 SH X 41,016
WHIRLPOOL CORP COM 963320106 826 12,700 SH X 12,700
WILLAMETTE INDUSTRIES COM 969133107 822 17,700 SH X 17,700
WILLIAMS COMPANIES INC COM 969457100 1,932 63,206 SH X 63,206
WILSHIRE OIL CO OF TEXAS COM 971889100 53 14,192 SH X 14,192
WINDMERE COM 973411101 697 41,000 SH X 41,000
WINN-DIXIE STORES INC COM 974280109 612 25,585 SH X 25,585
WISCONSIN ENERGY CORP COM 976657106 481 25,000 SH X 25,000
WISER OIL CO COM 977284108 54 21,600 SH X 21,600
WORLD FUEL SERVICES CORP COM 981475106 193 25,725 SH X 25,725
WORTHINGTON INDUSTRIES, INC. COM 981811102 203 12,269 SH X 12,269
WORLDTEX INC COM 981907108 52 33,410 SH X 33,410
WM WRIGLEY JR CO COM 982526105 1,395 16,822 SH X 16,822
WYNN'S INTERNATIONAL INC COM 983195108 681 48,205 SH X 48,205
XILINX COM 983919101 1,746 38,400 SH X 38,400
XEROX CORP COM 984121103 2,530 111,500 SH X 111,500
YAHOO! INC COM 984332106 16,053 37,100 SH X 37,100
ZALE CORP COM 988858106 339 7,000 SH X 7,000
ZEMEX CORP COM 988910105 160 17,488 SH X 17,488
ZAPATA CORP COM 989070503 352 76,140 SH X 76,140
DAIMLERCHRYSLER AG ORD D1668R123 303 3,884 SH X 3,884
ESG RE LTD ORD G31215109 80 11,500 SH X 11,500
GLOBAL CROSSING LTD COM G3921A100 5,556 111,115 SH X 111,115
TOMMY HILFIGER ORD G8915Z102 655 28,000 SH X 28,000
GRAND TOTAL 2,263,839 46,618,366 SH
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