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<PAGE>
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
If amended report check here:
Institutional Investment Manager Filing This Report:
Name: The St. Paul Companies, Inc.
Address: 385 Washington Street
St. Paul, MN 55102-1396
13F File Number: 28-62
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: Sandra Ulsaker Wiese
Title: Corporate Secretary
Phone: (651) 310-8506
Signature, Place and Date of signing:
/s/ Sandra Ulsaker Wiese, St. Paul, Minnesota, November 9, 1999
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
<TABLE>
<CAPTION>
Report Summary:
<S> <C> <C>
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 505
Form 13F Information Table Value Total: $1,681,406
List of Other Included Managers:
No. 13F Filing Number Name
01 28-29 ST. PAUL FIRE AND MARINE INSURANCE COMPANY
</TABLE>
<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH/
(X$1000) PRN/AMT PRN
<S> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COMM 000886101 59 1,400 SH
AMFM INC COMM 001693100 7,533 124,000 SH
AMFM INC COMM 001693100 5,056 83,220 SH
AMERICAN TELEPHONE & TELEGRAPH CO. COMM 001957109 18,194 418,242 SH
AMERICAN TELEPHONE & TELEGRAPH CO. COMM 001957109 392 9,000 SH
AMERICAN TELEPHONE & TELEGRAPH CO. COMM 001957109 12,292 282,573 SH
AT&T CORP - LIBERTY MEDIA CL A COMM 001957208 12,358 331,200 SH
AT&T CORP - LIBERTY MEDIA CL A COMM 001957208 8,444 226,316 SH
ABBOTT LABORATORIES COMM 002824100 8,467 230,800 SH
ABBOTT LABORATORIES COMM 002824100 198 5,400 SH
ABBOTT LABORATORIES COMM 002824100 5,790 157,816 SH
ADOBE SYSTEMS INC. COMM 00724F101 57 500 SH
AETNA LIFE & CASUALTY COMM 008117103 79 1,600 SH
ALBERTO-CULVER CO. COMM 013068101 46 2,000 SH
ALCOA INC COMM 013817101 93 1,500 SH
ALFA CORPORATOIN COMM 015385107 24 1,480 SH
ALFA CORPORATOIN COMM 015385107 883 54,310 SH
ALLIED SIGNAL INC. COMM 019512102 96 1,600 SH
ALZA CORP COMM 022615108 642 15,000 SH
ALZA CORP COMM 022615108 425 9,930 SH
AMBAC FINL INC COMM 023139108 43 900 SH
AMERICA ONLINE, INC. COMM 02364J104 12,488 120,000 SH
AMERICA ONLINE, INC. COMM 02364J104 271 2,600 SH
AMERICA ONLINE, INC. COMM 02364J104 8,325 80,000 SH
AMERICAN EXPRESS COMPANY COMM 025816109 5,360 39,700 SH
AMERICAN EXPRESS COMPANY COMM 025816109 3,600 26,663 SH
AMERICAN HOME PRODUCTS COMM 026609107 62 1,500 SH
AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 12,750 146,660 SH
AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 226 2,600 SH
AMERICAN INTERNATIONAL GROUP, INC. COMM 026874107 8,598 98,903 SH
AMERITECH CORP. COMM 030954101 14,525 217,600 SH
AMERITECH CORP. COMM 030954101 300 4,500 SH
AMERITECH CORP. COMM 030954101 9,787 146,623 SH
AMGEN INC. COMM 031162100 82 1,000 SH
AMSOUTH BANCORPORATION COMM 032165102 98 4,200 SH
ANHEUSER BUSCH COS. INC. COMM 035229103 2,992 42,700 SH
<PAGE>
ANHEUSER BUSCH COS. INC. COMM 035229103 98 1,400 SH
ANHEUSER BUSCH COS. INC. COMM 035229103 2,016 28,775 SH
AON CORP. COMM 037389103 24 800 SH
APACHE CORP COMM 037411105 8,063 186,700 SH
APACHE CORP COMM 037411105 5,485 127,006 SH
APPLE COMPUTER COMM 037833100 3,267 51,600 SH
APPLE COMPUTER COMM 037833100 25 400 SH
APPLE COMPUTER COMM 037833100 1,783 28,160 SH
APPLIED MATERIALS, INC. COMM 038222105 2,486 32,000 SH
APPLIED MATERIALS, INC. COMM 038222105 109 1,400 SH
APPLIED MATERIALS, INC. COMM 038222105 1,677 21,590 SH
ASHLAND INC COMM 044204105 34 1,000 SH
ASSOCIATES FIRST CAPITAL CORP. COMM 046008108 3,154 87,612 SH
ASSOCIATES FIRST CAPITAL CORP. COMM 046008108 2,127 59,097 SH
ASTORIA FINANCIAL CORP COMM 046265104 65 2,100 SH
ATLANTIC RICHFIELD COMM 048825103 11,654 131,500 SH
ATLANTIC RICHFIELD COMM 048825103 186 2,100 SH
ATLANTIC RICHFIELD COMM 048825103 7,877 88,880 SH
AUTOMATIC DATA PROCESSING COMM 053015103 6,694 150,000 SH
AUTOMATIC DATA PROCESSING COMM 053015103 4,507 101,000 SH
BP AMOCO PLC (ADR) COMM 055622104 558 5,040 SH
BP AMOCO PLC (ADR) COMM 055622104 3,125 28,198 SH
BP AMOCO PLC (ADR) COMM 055622104 1,499 13,526 SH
BMC SOFTWARE COMM 055921100 3,292 46,000 SH
BMC SOFTWARE COMM 055921100 2,278 31,831 SH
BAKER HUGHES INC COMM 057224107 2,891 99,700 SH
BAKER HUGHES INC COMM 057224107 1,950 67,240 SH
BALDWIN & LYONS INC CL. B COMM 057755209 19 920 SH
BALDWIN & LYONS INC CL. B COMM 057755209 698 33,950 SH
BANK OF AMERICA CORP COMM 060505104 13,309 239,000 SH
BANK OF AMERICA CORP COMM 060505104 145 2,600 SH
BANK OF AMERICA CORP COMM 060505104 8,937 160,492 SH
BANK OF NEW YORK CO., INC. COMM 064057102 4,835 144,600 SH
BANK OF NEW YORK CO., INC. COMM 064057102 3,242 96,956 SH
BANK ONE CORP. COMM 06423A103 202 5,800 SH
BANKBOSTON CORP COMM 06605R106 35 800 SH
BARD, C.R., INC. COMM 067383109 71 1,500 SH
BARRICK GOLD CORP COMM 067901108 54 2,500 SH
BAXTER INTERNATIONAL INC. COMM 071813109 72 1,200 SH
BEAR STEARNS COMPANIES, INC. COMM 073902108 62 1,600 SH
BELL ATLANTIC CORP. COMM 077853109 6,758 100,400 SH
BELL ATLANTIC CORP. COMM 077853109 222 3,300 SH
BELL ATLANTIC CORP. COMM 077853109 4,588 68,155 SH
<PAGE>
BELL SOUTH CORP. COMM 079860102 293 6,500 SH
BERKSHIRE HATHAWAY A COMM 084670108 6,875 124 SH
BERKSHIRE HATHAWAY A COMM 084670108 990 18 SH
BERKSHIRE HATHAWAY A COMM 084670108 4,485 79 SH
BEST BUY CO INC COMM 086516101 62 1,000 SH
BIOMET INC. COMM 090613100 61 2,300 SH
BLACK & DECKER CORP. COMM 091797100 50 1,100 SH
BLOCK H & R COMM 093671105 100 2,300 SH
BOEING COMPANY COMM 097023105 171 4,000 SH
BOISE CASCD CP COMM 097383103 80 2,200 SH
BRISTOL-MYERS SQUIBB CO. COMM 110122108 15,822 234,400 SH
BRISTOL-MYERS SQUIBB CO. COMM 110122108 486 7,200 SH
BRISTOL-MYERS SQUIBB CO. COMM 110122108 10,709 158,656 SH
BROWN & BROWN INC. COMM 115236101 25 740 SH
BROWN & BROWN INC. COMM 115236101 903 27,170 SH
BURLINGTON RESOURCES INC. COMM 122014103 4,744 129,100 SH
BURLINGTON RESOURCES INC. COMM 122014103 3,195 86,941 SH
CBS CORP COMM 12490K107 37 800 SH
CV THERAPEUTICS, INC. COMM 126667104 132 9,048 SH
CABLEVISION SYSTEMS COMM 12686C109 6,548 90,000 SH
CABLEVISION SYSTEMS COMM 12686C109 4,393 60,380 SH
CARNIVAL CRUISE LINES INC. COMM 143658102 4,350 100,000 SH
CARNIVAL CRUISE LINES INC. COMM 143658102 91 2,100 SH
CARNIVAL CRUISE LINES INC. COMM 143658102 2,184 50,207 SH
CENTERPOINT PROPERTIES TRUST COMM 151895109 2,086 61,800 SH
CENTEX CORP. COMM 152312104 35 1,200 SH
CENTRIS GROUP INC. COMM 155904105 4 430 SH
CENTRIS GROUP INC. COMM 155904105 159 15,850 SH
CENTURYTEL INC COMM 156700106 65 1,600 SH
CHASE MANHATTAN BANK COMM 16161A108 6,784 90,000 SH
CHASE MANHATTAN BANK COMM 16161A108 384 5,100 SH
CHASE MANHATTAN BANK COMM 16161A108 4,605 61,094 SH
CHEVRON CORP COMM 166751107 1,775 20,000 SH
CHEVRON CORP COMM 166751107 222 2,500 SH
CHEVRON CORP COMM 166751107 1,303 14,680 SH
CHUBB CORP COMM 171232101 30 605 SH
CHUBB CORP COMM 171232101 1,109 22,341 SH
CINCINNATI FINL COMM 172062101 32 850 SH
CINCINNATI FINL COMM 172062101 1,172 31,230 SH
CISCO SYSTEMS INC. COMM 17275R102 24,772 361,300 SH
CISCO SYSTEMS INC. COMM 17275R102 487 7,100 SH
CISCO SYSTEMS INC. COMM 17275R102 16,741 244,176 SH
CITIGROUP INC COMM 172967101 16,659 378,618 SH
<PAGE>
CITIGROUP INC COMM 172967101 372 8,450 SH
CITIGROUP INC COMM 172967101 11,263 255,972 SH
CLEAR CHANNEL COMM 184502102 10,440 130,700 SH
CLEAR CHANNEL COMM 184502102 6,834 85,560 SH
COASTAL CORP. COMM 190441105 66 1,600 SH
COCA COLA CO COMM 191216100 7,339 152,100 SH
COCA COLA CO COMM 191216100 236 4,900 SH
COCA COLA CO COMM 191216100 4,944 102,473 SH
COMCAST CORP. CL A COMM 200300200 56 1,400 SH
COMPAQ COMPUTER COMM 204493100 66 2,900 SH
COMPUTER ASSOCIATES INTL, INC. COMM 204912109 6,113 100,000 SH
COMPUTER ASSOCIATES INTL, INC. COMM 204912109 116 1,900 SH
COMPUTER ASSOCIATES INTL, INC. COMM 204912109 4,118 67,370 SH
COMPUTER SCIENCES CORP COMM 205363104 42 600 SH
COMPUWARE CORP. COMM 205638109 63 2,400 SH
COMVERSE TECHNOLOGY COMM 205862402 12,602 133,620 SH
COMVERSE TECHNOLOGY COMM 205862402 66 700 SH
COMVERSE TECHNOLOGY COMM 205862402 8,309 88,100 SH
CONAGRA INC COMM 205887102 104 4,600 SH
CONCEPTUS, INC. COMM 206016107 750 513,112 SH
CONECTIV INC. COMM 206829103 61 3,100 SH
CONOCO COMM 208251306 3,330 120,000 SH
CONOCO COMM 208251306 2,203 79,370 SH
CONOCO INC CLASS B COMM 208251405 1,601 58,471 SH
CONOCO INC CLASS B COMM 208251405 1,074 39,245 SH
CONSOLIDATED EDISON OF NY COMM 209115104 112 2,700 SH
COOPER TIRE COMM 216831107 39 2,200 SH
COORS, ADOLPH CO. CLASS B COMM 217016104 92 1,700 SH
CRANE CO. COMM 224399105 34 1,500 SH
CRAWFORD & COMPANY CLASS A COMM 224633206 16 1,350 SH
CRAWFORD & COMPANY CLASS A COMM 224633206 588 49,790 SH
DANAHER CORP COMM 235851102 2,108 40,000 SH
DANAHER CORP COMM 235851102 1,418 26,910 SH
DAYTON-HUDSON CORP COMM 239753106 8,415 140,100 SH
DAYTON-HUDSON CORP COMM 239753106 48 800 SH
DAYTON-HUDSON CORP COMM 239753106 5,672 94,436 SH
DELL COMPUTER CORP COMM 247025109 11,348 271,400 SH
DELL COMPUTER CORP COMM 247025109 238 5,700 SH
DELL COMPUTER CORP COMM 247025109 7,647 182,892 SH
DELPHI INFORMATION SYSTEMS, INC. COMM 247171200 86 12,785 SH
DELUXE CORP. COMM 248019101 65 1,900 SH
DEVRY INC. COMM 251893103 44 2,200 SH
DIME BANCORP COMM 25429Q102 42 2,400 SH
<PAGE>
DOW CHEMICAL COMPANY COMM 260543103 3,375 29,700 SH
DOW CHEMICAL COMPANY COMM 260543103 80 700 SH
DOW CHEMICAL COMPANY COMM 260543103 2,412 21,230 SH
DU PONT E I DE NEMOURS AND CO. COMM 263534109 1,681 27,779 SH
DU PONT E I DE NEMOURS AND CO. COMM 263534109 1,142 18,876 SH
EMC CORP. COMM 268648102 4,854 68,000 SH
EMC CORP. COMM 268648102 150 2,100 SH
EMC CORP. COMM 268648102 3,276 45,900 SH
EOG RESOURCES INC COMM 26875P101 5,840 274,800 SH
EOG RESOURCES INC COMM 26875P101 3,959 186,300 SH
EASTMAN KODAK CO. COMM 277461109 129 1,700 SH
ECOLAB INC COMM 278865100 3,559 104,300 SH
ECOLAB INC COMM 278865100 2,182 63,931 SH
ENERGY EAST CORP COMM 29266M109 45 1,900 SH
ENGELHARD CORP. COMM 292845104 69 3,800 SH
ENRON CORP. COMM 293561106 4,106 100,000 SH
ENRON CORP. COMM 293561106 140 3,400 SH
ENRON CORP. COMM 293561106 1,629 39,680 SH
ENTERGY CORP. COMM 29364G103 3,308 114,300 SH
ENTERGY CORP. COMM 29364G103 2,230 77,050 SH
EQUIFAX INC. COMM 294429105 12 430 SH
EQUIFAX INC. COMM 294429105 446 15,850 SH
ERIE INDEMNITY COMPANY COMM 29530P102 41 1,230 SH
ERIE INDEMNITY COMPANY COMM 29530P102 1,491 45,280 SH
EXXON CORP. COMM 302290101 12,863 169,250 SH
EXXON CORP. COMM 302290101 410 5,400 SH
EXXON CORP. COMM 302290101 8,683 114,246 SH
FBL FINANCIAL GROUP CLASS A COMM 30239F106 25 1,230 SH
FBL FINANCIAL GROUP CLASS A COMM 30239F106 934 45,280 SH
FPL GROUP COMM 302571104 101 2,000 SH
FDX CORP COMM 31304N107 35 900 SH
FED HOME LOAN MTG CO. COMM 313400301 4,680 90,000 SH
FED HOME LOAN MTG CO. COMM 313400301 114 2,200 SH
FED HOME LOAN MTG CO. COMM 313400301 3,180 61,160 SH
FEDERAL NATIONAL MORTGAGE COMM 313586109 4,012 64,000 SH
FEDERAL NATIONAL MORTGAGE COMM 313586109 270 4,300 SH
FEDERAL NATIONAL MORTGAGE COMM 313586109 2,702 43,100 SH
FEDERATED DEPT. STORES, INC. COMM 31410H101 74 1,700 SH
FILENET CORPORATION COMM 316869106 247 35,616 SH
FIRST DATA CORPORATION COMM 319963104 75 1,700 SH
FLEXI INTERNATIONAL SOFTWARE COMM 338923105 29 56,902 SH
FORD MOTOR CO. COMM 345370100 4,940 98,300 SH
FORD MOTOR CO. COMM 345370100 276 5,500 SH
<PAGE>
FORD MOTOR CO. COMM 345370100 3,354 66,741 SH
GENERAL PUBLIC UTILITIES CORP. COMM 36225X100 52 1,600 SH
GTE CORPORATION COMM 362320103 7,572 98,500 SH
GTE CORPORATION COMM 362320103 108 1,400 SH
GTE CORPORATION COMM 362320103 5,094 66,260 SH
GALLAGHER, ARTHUR J. AND CO COMM 363576109 39 740 SH
GALLAGHER, ARTHUR J. AND CO COMM 363576109 1,447 27,170 SH
GAP INC COMM 364760108 77 2,400 SH
GARDEN FRESH COMMON COMM 365235100 5,459 396,104 SH
GENL DYNAMICS COMM 369550108 137 2,200 SH
GENERAL ELECTRIC CO. COMM 369604103 37,549 316,700 SH
GENERAL ELECTRIC CO. COMM 369604103 996 8,400 SH
GENERAL ELECTRIC CO. COMM 369604103 25,300 213,388 SH
GENERAL MILLS INC COMM 370334104 5,792 71,400 SH
GENERAL MILLS INC COMM 370334104 3,899 48,056 SH
GENERAL MOTORS COMM 370442105 189 3,000 SH
INTERDENT, INC. COMM 45865R109 1,428 262,353 SH
GEORGIA-PACIFIC CORP. COMM 373298108 73 1,800 SH
GILLETTE CO. COMM 375766102 51 1,500 SH
GOLDMAN SACHS GROUP COMM 38141G104 3,044 49,900 SH
GOLDMAN SACHS GROUP COMM 38141G104 2,153 35,300 SH
GOODRICH (B F) CO. COMM 382388106 84 2,900 SH
GREAT LAKES CHEMICAL CORP. COMM 390568103 42 1,100 SH
GUIDANT CORP. COMM 401698105 8,730 162,800 SH
GUIDANT CORP. COMM 401698105 5,936 110,700 SH
HCC INSURANCE HLDGS INC. COMM 404132102 13 800 SH
HCC INSURANCE HLDGS INC. COMM 404132102 495 29,420 SH
HARLEYSVILLE GROUP INC. COMM 412824104 16 1,110 SH
HARLEYSVILLE GROUP INC. COMM 412824104 573 40,730 SH
HASBRO COMM 418056107 34 1,600 SH
HEWLETT-PACKARD COMM 428236103 5,082 56,000 SH
HEWLETT-PACKARD COMM 428236103 309 3,400 SH
HEWLETT-PACKARD COMM 428236103 3,421 37,700 SH
HOME DEPOT, INC. COMM 437076102 9,113 132,800 SH
HOME DEPOT, INC. COMM 437076102 240 3,500 SH
HOME DEPOT, INC. COMM 437076102 6,140 89,476 SH
HOMELAND HLDG CORP COMM 43739T104 75 20,379 SH
HONEYWELL INC COMM 438506107 5,399 48,500 SH
HONEYWELL INC COMM 438506107 3,640 32,705 SH
HORACE MANN COMM 440327104 38 1,480 SH
HORACE MANN COMM 440327104 1,402 54,310 SH
HORMEL FOODS CP COMM 440452100 99 2,400 SH
IBP INC. COMM 449223106 54 2,200 SH
<PAGE>
ICO INC PFD PREF 449293307 260 20,000 SH
ILLINOIS TOOL WORKS INC COMM 452308109 37 500 SH
INGERSOLL-RAND CO COMM 456866102 1,621 29,500 SH
INGERSOLL-RAND CO COMM 456866102 66 1,200 SH
INGERSOLL-RAND CO COMM 456866102 1,092 19,886 SH
INTEL CORP COMM 458140100 23,787 320,100 SH
INTEL CORP COMM 458140100 565 7,600 SH
INTEL CORP COMM 458140100 16,063 216,160 SH
INTERNATIONAL BUSINESS MACHINES CORP COMM 459200101 23,147 191,300 SH
INTERNATIONAL BUSINESS MACHINES CORP COMM 459200101 653 5,400 SH
INTERNATIONAL BUSINESS MACHINES CORP COMM 459200101 15,610 129,008 SH
INTERPUBLIC GROUP OF COS INC COMM 460690100 6,317 153,600 SH
INTERPUBLIC GROUP OF COS INC COMM 460690100 4,273 103,900 SH
(R) IRON MOUNTAIN INC. COMM 46284P104 86 2,539 SH
JOHNSON & JOHNSON COMM 478160104 12,146 132,200 SH
JOHNSON & JOHNSON COMM 478160104 413 4,500 SH
JOHNSON & JOHNSON COMM 478160104 7,943 86,454 SH
JOHNSON CONTROL COMM 478366107 66 1,000 SH
K MART CORP COMM 482584109 33 2,800 SH
KANSAS CITY SOU COMM 485170104 56 1,200 SH
KERR-MCGEE CORP. COMM 492386107 77 1,400 SH
KIMBERLY-CLARK CORP. COMM 494368103 13,145 249,200 SH
KIMBERLY-CLARK CORP. COMM 494368103 148 2,800 SH
KIMBERLY-CLARK CORP. COMM 494368103 8,840 167,582 SH
KNIGHT RIDDER INC COMM 499040103 6,600 120,000 SH
KNIGHT RIDDER INC COMM 499040103 88 1,600 SH
KNIGHT RIDDER INC COMM 499040103 4,483 81,510 SH
KNIGHT/TRIMARK COMM 499067106 148 5,000 SH
KOHL'S CORP. COMM 500255104 3,968 60,000 SH
KOHL'S CORP. COMM 500255104 2,695 40,760 SH
ESTEE LAUDER COS. INC. COMM 518439104 2,930 75,000 SH
ESTEE LAUDER COS. INC. COMM 518439104 1,953 50,000 SH
LEHMAN BROS COMM 524908100 58 1,000 SH
LEVEL 8 SYSTEMS, INC. (R) COMM 52729M102 237 18,798 SH
LEXMARK INTL COMM 529771107 32 400 SH
LIFE USA HLDG COMM 531918209 13 610 SH
LIFE USA HLDG COMM 531918209 467 22,650 SH
LILLY, ELI & CO. COMM 532457108 8,312 129,500 SH
LILLY, ELI & CO. COMM 532457108 225 3,500 SH
LILLY, ELI & CO. COMM 532457108 5,590 87,095 SH
LINCOLN NATL-IN COMM 534187109 86 2,300 SH
LITTON INDS INC COMM 538021106 60 1,100 SH
LOUISIANA PAC COMM 546347105 56 3,600 SH
LOWE'S COMPANIES INC. COMM 548661107 59 1,200 SH
<PAGE>
LUCENT TECHNOLOGIES INC. COMM 549463107 11,100 171,100 SH
LUCENT TECHNOLOGIES INC. COMM 549463107 462 7,125 SH
LUCENT TECHNOLOGIES INC. COMM 549463107 7,514 115,822 SH
MBNA CORP. COMM 55262L100 5,914 259,250 SH
MBNA CORP. COMM 55262L100 55 2,400 SH
MBNA CORP. COMM 55262L100 3,989 174,882 SH
MCI WORLDCOM INC. COMM 55268B106 11,381 158,351 SH
MCI WORLDCOM INC. COMM 55268B106 316 4,400 SH
MCI WORLDCOM INC. COMM 55268B106 7,692 107,017 SH
MGIC INVESTMENT CORP. COMM 552848103 57 1,200 SH
MMI COMPANIES INC. COMM 553087107 5,299 484,500 SH
MALLINCKRODT GROUP INC COMM 561232109 69 2,300 SH
MANDALAY RESORT GROU[ COMM 562567107 4,148 210,000 SH
MANDALAY RESORT GROU[ COMM 562567107 2,744 138,920 SH
MARKEL CORP. COMM 570535104 51 280 SH
MARKEL CORP. COMM 570535104 1,895 10,410 SH
MAY DEPARTMENT STORES CO. COMM 577778103 91 2,500 SH
MAYTAG CORP. COMM 578592107 33 1,000 SH
MCDONALD'S CORP COMM 580135101 2,033 47,000 SH
MCDONALD'S CORP COMM 580135101 1,354 31,303 SH
MCGRAW-HILL COMPANIES INC. COMM 580645109 8,456 174,800 SH
MCGRAW-HILL COMPANIES INC. COMM 580645109 5,828 120,466 SH
MEDIAONE GROUP INC COMM 58440J104 6,831 100,000 SH
MEDIAONE GROUP INC COMM 58440J104 75 1,100 SH
MEDIAONE GROUP INC COMM 58440J104 3,167 46,360 SH
MEDTRONIC INC COMM 585055106 11,067 311,200 SH
MEDTRONIC INC COMM 585055106 6,629 186,404 SH
MELLON FINANCIAL CORP COMM 58551A108 4,882 145,200 SH
MELLON FINANCIAL CORP COMM 58551A108 3,294 97,972 SH
MERCK AND CO INC COMM 589331107 14,207 219,200 SH
MERCK AND CO INC COMM 589331107 350 5,400 SH
MERCK AND CO INC COMM 589331107 9,868 152,261 SH
MERCURY GENERAL CORP. COMM 589400100 25 920 SH
MERCURY GENERAL CORP. COMM 589400100 936 33,950 SH
MEREDITH CORP COMM 589433101 12,346 340,000 SH
MEREDITH CORP COMM 589433101 8,346 229,840 SH
MERRILL LYNCH & CO. COMM 590188108 88 1,300 SH
MICROSOFT CORP. COMM 594918104 40,174 443,600 SH
MICROSOFT CORP. COMM 594918104 1,087 12,000 SH
MICROSOFT CORP. COMM 594918104 27,138 299,662 SH
MID-AMERICA APT. COMMUNITIES COMM 59522J103 2,150 100,000 SH
MINNESOTA MINING AND MANUFACTURING CO COMM 604059105 3,843 40,000 SH
MINNESOTA MINING AND MANUFACTURING CO COMM 604059105 67 700 SH
<PAGE>
MINNESOTA MINING AND MANUFACTURING CO COMM 604059105 2,585 26,910 SH
MOBIL CORPORATION COMM 607059102 10,941 108,600 SH
MOBIL CORPORATION COMM 607059102 171 1,700 SH
MOBIL CORPORATION COMM 607059102 7,386 73,306 SH
MOLEX INC.A COMM 608554200 16 490 SH
J. P. MORGAN & CO. COMM 616880100 126 1,100 SH
MORGAN STANLEY DEAN WITT COMM 617446448 4,709 52,800 SH
MORGAN STANLEY DEAN WITT COMM 617446448 214 2,400 SH
MORGAN STANLEY DEAN WITT COMM 617446448 3,209 35,984 SH
MOTOROLA INC COMM 620076109 6,688 76,000 SH
MOTOROLA INC COMM 620076109 114 1,300 SH
MOTOROLA INC COMM 620076109 4,487 50,993 SH
MUTUAL RISK MGMT. LTD. COMM 628351108 26 2,090 SH
MUTUAL RISK MGMT. LTD. COMM 628351108 943 76,950 SH
NATL SEMICON COMM 637640103 3,668 120,000 SH
NATL SEMICON COMM 637640103 40 1,300 SH
NATL SEMICON COMM 637640103 2,427 79,420 SH
NEW YORK TIMES CO. COMM 650111107 4,500 120,000 SH
NEW YORK TIMES CO. COMM 650111107 3,057 81,510 SH
NIKE INC CLASS B COMM 654106103 46 800 SH
NOKIA CORP. ADR COMM 654902204 9,203 102,400 SH
NOKIA CORP. ADR COMM 654902204 6,316 70,270 SH
NOBLE DRILLING COMM 655042109 2,783 127,200 SH
NOBLE DRILLING COMM 655042109 35 1,600 SH
NOBLE DRILLING COMM 655042109 1,888 86,311 SH
NORTEL NETWORKS CORPORATION COMM 656569100 7,834 153,600 SH
NORTEL NETWORKS CORPORATION COMM 656569100 133 2,600 SH
NORTEL NETWORKS CORPORATION COMM 656569100 5,458 107,020 SH
NORTH FORK BCP COMM 659424105 57 2,900 SH
NORTHERN TRUST COMM 665859104 3,340 40,000 SH
NORTHERN TRUST COMM 665859104 2,247 26,910 SH
NOVELL INC COMM 670006105 37 1,800 SH
OFFICE DEPOT COMM 676220106 27 2,550 SH
OLD KENT FINL COMM 679833103 100 2,700 SH
ORACLE CORPORATION COMM 68389X105 2,548 56,000 SH
ORACLE CORPORATION COMM 68389X105 187 4,100 SH
ORACLE CORPORATION COMM 68389X105 1,752 38,509 SH
PECO ENERGY CO. COMM 693304107 64 1,700 SH
PPG INDUSTRIES, INC. COMM 693506107 2,406 40,100 SH
PPG INDUSTRIES, INC. COMM 693506107 1,624 27,063 SH
PACCAR INC COMM 693718108 51 1,000 SH
PACHOLDER FUND INC. COMM 693742108 891 66,000 SH
PACIFICARE HEALTH SYSTEMS, INC COMM 695112102 30 700 SH
<PAGE>
PAINE WEBBER GROUP, INC. COMM 695629105 54 1,500 SH
PAYCHEX INC COMM 704326107 116 3,400 SH
PEPSICO INC COMM 713448108 3,822 125,300 SH
PEPSICO INC COMM 713448108 2,601 85,291 SH
(R) PETROCORP INC. COMM 71645N101 2,815 858,000 SH
PHARMACIA & UPJOHN INC. COMM 716941109 5,955 120,000 SH
PHARMACIA & UPJOHN INC. COMM 716941109 3,998 80,560 SH
PFIZER INC COMM 717081103 12,843 358,000 SH
PFIZER INC COMM 717081103 298 8,300 SH
PFIZER INC COMM 717081103 7,295 203,340 SH
PHILIP MORRIS COS INC COMM 718154107 3,419 100,000 SH
PHILIP MORRIS COS INC COMM 718154107 236 6,900 SH
PHILIP MORRIS COS INC COMM 718154107 2,304 67,380 SH
PRESIDENTKAL LIFE COPR. COMM 740884101 20 1,170 SH
PRESIDENTKAL LIFE COPR. COMM 740884101 737 43,010 SH
PROCTER AND GAMBLE COMM 742718109 14,278 152,300 SH
PROCTER AND GAMBLE COMM 742718109 375 4,000 SH
PROCTER AND GAMBLE COMM 742718109 9,480 101,118 SH
PROGRESSIVE CORP. COMM 743315103 26 320 SH
PROGRESSIVE CORP. COMM 743315103 961 11,760 SH
QUAKER OATS COMM 747402105 167 2,700 SH
QUALCOMM INC COMM 747525103 95 500 SH
(R) RAILAMERICA INC COMM 750753105 494 50,000 SH
RELIANT ENERGY INC COMM 75952J108 2,143 79,200 SH
RELIANT ENERGY INC COMM 75952J108 1,450 53,592 SH
REYNOLDS & REYNOLDS CO. COMM 761695105 51 2,500 SH
ROYAL DUTCH PETROLEUM CO. COMM 780257804 8,978 152,000 SH
ROYAL DUTCH PETROLEUM CO. COMM 780257804 295 5,000 SH
ROYAL DUTCH PETROLEUM CO. COMM 780257804 6,047 102,390 SH
SBC COMMUNICATIONS INC. COMM 78387G103 3,064 60,000 SH
SBC COMMUNICATIONS INC. COMM 78387G103 347 6,800 SH
SBC COMMUNICATIONS INC. COMM 78387G103 2,028 39,710 SH
SAFEWAY INC. COMM 786514208 107 2,800 SH
SANMINA CORP. COMM 800907107 39 500 SH
SCHERING PLOUGH CORP COMM 806605101 6,430 147,400 SH
SCHERING PLOUGH CORP COMM 806605101 135 3,100 SH
SCHERING PLOUGH CORP COMM 806605101 4,335 99,364 SH
SCHLUMBERGER LTD COMM 806857108 5,702 91,500 SH
SCHLUMBERGER LTD COMM 806857108 81 1,300 SH
SCHLUMBERGER LTD COMM 806857108 3,844 61,683 SH
SCHWAB (CHARLES) CORP COMM 808513105 3,314 99,100 SH
SCHWAB (CHARLES) CORP COMM 808513105 27 800 SH
SCHWAB (CHARLES) CORP COMM 808513105 2,234 66,804 SH
<PAGE>
SHERWIN-WILLIAMS CO COMM 824348106 34 1,600 SH
SIEBEL SYSTEMS COMM 826170102 3,904 58,600 SH
SIEBEL SYSTEMS COMM 826170102 2,586 38,810 SH
SOLECTRON CORP. COMM 834182107 101 1,400 SH
SOUTHERN COMPANY COMM 842587107 4,797 186,300 SH
SOUTHERN COMPANY COMM 842587107 3,237 125,717 SH
SOUTHTRUST CORP COMM 844730101 97 2,700 SH
SOUTHWEST AIRLINES CO. COMM 844741108 39 2,600 SH
SPRINT CORP (FON) COMM 852061100 5,317 98,000 SH
SPRINT CORP (FON) COMM 852061100 3,556 65,550 SH
SPRINT CORP (PCS) COMM 852061506 82 1,100 SH
SUN MICROSYSTEMS INC COMM 866810104 10,044 108,000 SH
SUN MICROSYSTEMS INC COMM 866810104 149 1,600 SH
SUN MICROSYSTEMS INC COMM 866810104 6,882 74,000 SH
SUNGARD DATA SYSTEMS COMM 867363103 61 2,300 SH
SUNTRUST BANKS INC COMM 867914103 145 2,200 SH
SUPERVALU INC COMM 868536103 57 2,600 SH
TJX COMPANIES INC COMM 872540109 5,046 179,800 SH
TJX COMPANIES INC COMM 872540109 65 2,300 SH
TJX COMPANIES INC COMM 872540109 3,371 120,115 SH
TAIWAN SEMICONDUCTOR COMM 874039100 1,003 34,000 SH
TAIWAN SEMICONDUCTOR COMM 874039100 502 17,000 SH
TELLABS INC COMM 879664100 97 1,700 SH
TEMPLE-INLAND INC COMM 879868107 104 1,700 SH
TEXAS INSTRUMENT COMM 882508104 5,346 65,000 SH
TEXAS INSTRUMENT COMM 882508104 173 2,100 SH
TEXAS INSTRUMENT COMM 882508104 3,606 43,846 SH
TIME WARNER INC. COMM 887315109 10,668 175,600 SH
TIME WARNER INC. COMM 887315109 97 1,600 SH
TIME WARNER INC. COMM 887315109 7,160 117,861 SH
TIMES MIRROR CO. COMM 887364107 86 1,300 SH
TUPPERWARE CORP. COMM 899896104 51 2,500 SH
20TH CENTURY INDUSTRIES COMM 901272203 20 1,050 SH
20TH CENTURY INDUSTRIES COMM 901272203 745 38,460 SH
TYCO INTERNATIONAL LTD. COMM 902124106 18,585 180,000 SH
TYCO INTERNATIONAL LTD. COMM 902124106 248 2,400 SH
TYCO INTERNATIONAL LTD. COMM 902124106 12,566 121,703 SH
USX-MARATHON GROUP COM COMM 902905827 61 2,100 SH
US BANCORP COMM 902973106 11,779 390,200 SH
US BANCORP COMM 902973106 7,906 261,907 SH
UNILEVER NV COMM 904784709 5,184 76,089 SH
UNILEVER NV COMM 904784709 204 3,000 SH
UNILEVER NV COMM 904784709 3,514 51,581 SH
<PAGE>
UNICOM CORP. COMM 904911104 85 2,300 SH
UNIONBANCAL CP COMM 908906100 76 2,100 SH
UNISYS CORP. COMM 909214108 81 1,800 SH
UNITED FIRE & CASUALTY CO. COMM 910331107 16 680 SH
UNITED FIRE & CASUALTY CO. COMM 910331107 572 24,880 SH
UNITED TECHNOLOGIES CORP. COMM 913017109 10,878 183,400 SH
UNITED TECHNOLOGIES CORP. COMM 913017109 119 2,000 SH
UNITED TECHNOLOGIES CORP. COMM 913017109 7,355 124,012 SH
VIACOM INC. CL B COMM 925524308 2,636 62,400 SH
VIACOM INC. CL B COMM 925524308 1,786 42,276 SH
WADDELL & REED FINANCIAL INC COMM 930059100 14 610 SH
WADDELL & REED FINANCIAL INC COMM 930059100 503 22,650 SH
WAL-MART STORES INC COMM 931142103 20,823 437,800 SH
WAL-MART STORES INC COMM 931142103 571 12,000 SH
WAL-MART STORES INC COMM 931142103 14,061 295,638 SH
WALGREEN CO. COMM 931422109 2,538 100,000 SH
WALGREEN CO. COMM 931422109 46 1,800 SH
WALGREEN CO. COMM 931422109 1,708 67,300 SH
WARNER-LAMBERT COMPANY COMM 934488107 113 1,700 SH
WELLPOINT HEALTH NETWORKS INC. COMM 94973H108 57 1,000 SH
WELLS FARGO & CO COMM 949746101 2,885 72,800 SH
WELLS FARGO & CO COMM 949746101 166 4,200 SH
WELLS FARGO & CO COMM 949746101 2,003 50,540 SH
WHIRLPOOL CORP. COMM 963320106 65 1,000 SH
XEROX CORP COMM 984121103 2,516 60,000 SH
XEROX CORP COMM 984121103 55 1,300 SH
XEROX CORP COMM 984121103 1,694 40,400 SH
YOUNG & RUBECAM COMM 987425105 6,499 147,700 SH
YOUNG & RUBECAM COMM 987425105 4,422 100,495 SH
ZIONS BANCORP COMM 989701107 83 1,500 SH
AMDOCS LTD COMM G02602103 5,662 269,600 SH
AMDOCS LTD COMM G02602103 4,339 206,600 SH
TERRA NOVA (BERMUDA) HLDG A COMM G87615103 142 4,450 SH
TERRA NOVA (BERMUDA) HLDG A COMM G87615103 5,231 163,793 SH
TRANSOCEAN OFFSHORE INC COMM G90076103 4,165 136,000 SH
TRANSOCEAN OFFSHORE INC COMM G90076103 2,876 93,920 SH
ROYAL CARIBBEAN CRUISES LTD. COMM V7780T103 3,330 74,000 SH
ROYAL CARIBBEAN CRUISES LTD. COMM V7780T103 2,264 50,300 SH
<PAGE>
<CAPTION>
NAME OF ISSURER PUT/ INVESTMT OTHER VOTING AUTHORITY
CALL DSCRETN MANAGERS SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS SHARED 1,400
AMFM INC SHARED 01 124,000
AMFM INC SOLE 83,220
AMERICAN TELEPHONE & TELEGRAPH CO. SHARED 01 418,242
AMERICAN TELEPHONE & TELEGRAPH CO. SHARED 9,000
AMERICAN TELEPHONE & TELEGRAPH CO. SOLE 282,573
AT&T CORP - LIBERTY MEDIA CL A SHARED 01 331,200
AT&T CORP - LIBERTY MEDIA CL A SOLE 226,316
ABBOTT LABORATORIES SHARED 01 230,800
ABBOTT LABORATORIES SHARED 5,400
ABBOTT LABORATORIES SOLE 157,816
ADOBE SYSTEMS INC. SHARED 500
AETNA LIFE & CASUALTY SHARED 1,600
ALBERTO-CULVER CO. SHARED 2,000
ALCOA INC SHARED 1,500
ALFA CORPORATOIN SHARED 1,480
ALFA CORPORATOIN SHARED 54,310
ALLIED SIGNAL INC. SHARED 1,600
ALZA CORP SHARED 01 15,000
ALZA CORP SOLE 9,930
AMBAC FINL INC SHARED 900
AMERICA ONLINE, INC. SHARED 01 120,000
AMERICA ONLINE, INC. SHARED 2,600
AMERICA ONLINE, INC. SOLE 80,000
AMERICAN EXPRESS COMPANY SHARED 01 39,700
AMERICAN EXPRESS COMPANY SOLE 26,663
AMERICAN HOME PRODUCTS SHARED 1,500
AMERICAN INTERNATIONAL GROUP, INC. SHARED 01 146,660
AMERICAN INTERNATIONAL GROUP, INC. SHARED 2,600
AMERICAN INTERNATIONAL GROUP, INC. SOLE 98,903
AMERITECH CORP. SHARED 01 217,600
AMERITECH CORP. SHARED 4,500
AMERITECH CORP. SOLE 146,623
AMGEN INC. SHARED 1,000
AMSOUTH BANCORPORATION SHARED 4,200
ANHEUSER BUSCH COS. INC. SHARED 01 42,700
<PAGE>
ANHEUSER BUSCH COS. INC. SHARED 1,400
ANHEUSER BUSCH COS. INC. SOLE 28,775
AON CORP. SHARED 800
APACHE CORP SHARED 01 186,700
APACHE CORP SOLE 127,006
APPLE COMPUTER SHARED 01 51,600
APPLE COMPUTER SHARED 400
APPLE COMPUTER SOLE 28,160
APPLIED MATERIALS, INC. SHARED 01 32,000
APPLIED MATERIALS, INC. SHARED 1,400
APPLIED MATERIALS, INC. SOLE 21,590
ASHLAND INC SHARED 1,000
ASSOCIATES FIRST CAPITAL CORP. SHARED 01 87,612
ASSOCIATES FIRST CAPITAL CORP. SOLE 59,097
ASTORIA FINANCIAL CORP SHARED 2,100
ATLANTIC RICHFIELD SHARED 01 131,500
ATLANTIC RICHFIELD SHARED 2,100
ATLANTIC RICHFIELD SOLE 88,880
AUTOMATIC DATA PROCESSING SHARED 01 150,000
AUTOMATIC DATA PROCESSING SOLE 101,000
BP AMOCO PLC (ADR) SHARED 5,040
BP AMOCO PLC (ADR) SHARED 01 28,198
BP AMOCO PLC (ADR) SOLE 13,526
BMC SOFTWARE SHARED 01 46,000
BMC SOFTWARE SOLE 31,831
BAKER HUGHES INC SHARED 01 99,700
BAKER HUGHES INC SOLE 67,240
BALDWIN & LYONS INC CL. B SHARED 920
BALDWIN & LYONS INC CL. B SHARED 33,950
BANK OF AMERICA CORP SHARED 01 239,000
BANK OF AMERICA CORP SHARED 2,600
BANK OF AMERICA CORP SOLE 160,492
BANK OF NEW YORK CO., INC. SHARED 01 144,600
BANK OF NEW YORK CO., INC. SOLE 96,956
BANK ONE CORP. SHARED 5,800
BANKBOSTON CORP SHARED 800
BARD, C.R., INC. SHARED 1,500
BARRICK GOLD CORP SHARED 2,500
BAXTER INTERNATIONAL INC. SHARED 1,200
BEAR STEARNS COMPANIES, INC. SHARED 1,600
BELL ATLANTIC CORP. SHARED 01 100,400
BELL ATLANTIC CORP. SHARED 3,300
BELL ATLANTIC CORP. SOLE 68,155
<PAGE>
BELL SOUTH CORP. SHARED 6,500
BERKSHIRE HATHAWAY A SHARED 01 124
BERKSHIRE HATHAWAY A SHARED 18
BERKSHIRE HATHAWAY A SOLE 79
BEST BUY CO INC SHARED 1,000
BIOMET INC. SHARED 2,300
BLACK & DECKER CORP. SHARED 1,100
BLOCK H & R SHARED 2,300
BOEING COMPANY SHARED 4,000
BOISE CASCD CP SHARED 2,200
BRISTOL-MYERS SQUIBB CO. SHARED 01 234,400
BRISTOL-MYERS SQUIBB CO. SHARED 7,200
BRISTOL-MYERS SQUIBB CO. SOLE 158,656
BROWN & BROWN INC. SHARED 740
BROWN & BROWN INC. SHARED 27,170
BURLINGTON RESOURCES INC. SHARED 01 129,100
BURLINGTON RESOURCES INC. SOLE 86,941
CBS CORP SHARED 800
CV THERAPEUTICS, INC. SHARED 01 9,048
CABLEVISION SYSTEMS SHARED 01 90,000
CABLEVISION SYSTEMS SOLE 60,380
CARNIVAL CRUISE LINES INC. SHARED 01 100,000
CARNIVAL CRUISE LINES INC. SHARED 2,100
CARNIVAL CRUISE LINES INC. SOLE 50,207
CENTERPOINT PROPERTIES TRUST SHARED 01 61,800
CENTEX CORP. SHARED 1,200
CENTRIS GROUP INC. SHARED 430
CENTRIS GROUP INC. SHARED 15,850
CENTURYTEL INC SHARED 1,600
CHASE MANHATTAN BANK SHARED 01 90,000
CHASE MANHATTAN BANK SHARED 5,100
CHASE MANHATTAN BANK SOLE 61,094
CHEVRON CORP SHARED 01 20,000
CHEVRON CORP SHARED 2,500
CHEVRON CORP SOLE 14,680
CHUBB CORP SHARED 605
CHUBB CORP SHARED 22,341
CINCINNATI FINL SHARED 850
CINCINNATI FINL SHARED 31,230
CISCO SYSTEMS INC. SHARED 01 361,300
CISCO SYSTEMS INC. SHARED 7,100
CISCO SYSTEMS INC. SOLE 244,176
CITIGROUP INC SHARED 01 378,618
<PAGE>
CITIGROUP INC SHARED 8,450
CITIGROUP INC SOLE 255,972
CLEAR CHANNEL SHARED 01 130,700
CLEAR CHANNEL SOLE 85,560
COASTAL CORP. SHARED 1,600
COCA COLA CO SHARED 01 152,100
COCA COLA CO SHARED 4,900
COCA COLA CO SOLE 102,473
COMCAST CORP. CL A SHARED 1,400
COMPAQ COMPUTER SHARED 2,900
COMPUTER ASSOCIATES INTL, INC. SHARED 01 100,000
COMPUTER ASSOCIATES INTL, INC. SHARED 1,900
COMPUTER ASSOCIATES INTL, INC. SOLE 67,370
COMPUTER SCIENCES CORP SHARED 600
COMPUWARE CORP. SHARED 2,400
COMVERSE TECHNOLOGY SHARED 01 133,620
COMVERSE TECHNOLOGY SHARED 700
COMVERSE TECHNOLOGY SOLE 88,100
CONAGRA INC SHARED 4,600
CONCEPTUS, INC. SHARED 01 513,112
CONECTIV INC. SHARED 3,100
CONOCO SHARED 01 120,000
CONOCO SOLE 79,370
CONOCO INC CLASS B SHARED 01 58,471
CONOCO INC CLASS B SOLE 39,245
CONSOLIDATED EDISON OF NY SHARED 2,700
COOPER TIRE SHARED 2,200
COORS, ADOLPH CO. CLASS B SHARED 1,700
CRANE CO. SHARED 1,500
CRAWFORD & COMPANY CLASS A SHARED 1,350
CRAWFORD & COMPANY CLASS A SHARED 49,790
DANAHER CORP SHARED 01 40,000
DANAHER CORP SOLE 26,910
DAYTON-HUDSON CORP SHARED 01 140,100
DAYTON-HUDSON CORP SHARED 800
DAYTON-HUDSON CORP SOLE 94,436
DELL COMPUTER CORP SHARED 01 271,400
DELL COMPUTER CORP SHARED 5,700
DELL COMPUTER CORP SOLE 182,892
DELPHI INFORMATION SYSTEMS, INC. SHARED 01 12,785
DELUXE CORP. SHARED 1,900
DEVRY INC. SHARED 2,200
DIME BANCORP SHARED 2,400
<PAGE>
DOW CHEMICAL COMPANY SHARED 01 29,700
DOW CHEMICAL COMPANY SHARED 700
DOW CHEMICAL COMPANY SOLE 21,230
DU PONT E I DE NEMOURS AND CO. SHARED 01 27,779
DU PONT E I DE NEMOURS AND CO. SOLE 18,876
EMC CORP. SHARED 01 68,000
EMC CORP. SHARED 2,100
EMC CORP. SOLE 45,900
EOG RESOURCES INC SHARED 01 274,800
EOG RESOURCES INC SOLE 186,300
EASTMAN KODAK CO. SHARED 1,700
ECOLAB INC SHARED 01 104,300
ECOLAB INC SOLE 63,931
ENERGY EAST CORP SHARED 1,900
ENGELHARD CORP. SHARED 3,800
ENRON CORP. SHARED 01 100,000
ENRON CORP. SHARED 3,400
ENRON CORP. SOLE 39,680
ENTERGY CORP. SHARED 01 114,300
ENTERGY CORP. SOLE 77,050
EQUIFAX INC. SHARED 430
EQUIFAX INC. SHARED 15,850
ERIE INDEMNITY COMPANY SHARED 1,230
ERIE INDEMNITY COMPANY SHARED 45,280
EXXON CORP. SHARED 01 169,250
EXXON CORP. SHARED 5,400
EXXON CORP. SOLE 114,246
FBL FINANCIAL GROUP CLASS A SHARED 1,230
FBL FINANCIAL GROUP CLASS A SHARED 45,280
FPL GROUP SHARED 2,000
FDX CORP SHARED 900
FED HOME LOAN MTG CO. SHARED 01 90,000
FED HOME LOAN MTG CO. SHARED 2,200
FED HOME LOAN MTG CO. SOLE 61,160
FEDERAL NATIONAL MORTGAGE SHARED 01 64,000
FEDERAL NATIONAL MORTGAGE SHARED 4,300
FEDERAL NATIONAL MORTGAGE SOLE 43,100
FEDERATED DEPT. STORES, INC. SHARED 1,700
FILENET CORPORATION SHARED 01 35,616
FIRST DATA CORPORATION SHARED 1,700
FLEXI INTERNATIONAL SOFTWARE SHARED 01 56,902
FORD MOTOR CO. SHARED 01 98,300
FORD MOTOR CO. SHARED 5,500
<PAGE>
FORD MOTOR CO. SOLE 66,741
GENERAL PUBLIC UTILITIES CORP. SHARED 1,600
GTE CORPORATION SHARED 01 98,500
GTE CORPORATION SHARED 1,400
GTE CORPORATION SOLE 66,260
GALLAGHER, ARTHUR J. AND CO SHARED 740
GALLAGHER, ARTHUR J. AND CO SHARED 27,170
GAP INC SHARED 2,400
GARDEN FRESH COMMON SHARED 01 396,104
GENL DYNAMICS SHARED 2,200
GENERAL ELECTRIC CO. SHARED 01 316,700
GENERAL ELECTRIC CO. SHARED 8,400
GENERAL ELECTRIC CO. SOLE 213,388
GENERAL MILLS INC SHARED 01 71,400
GENERAL MILLS INC SOLE 48,056
GENERAL MOTORS SHARED 3,000
INTERDENT, INC. SHARED 01 262,353
GEORGIA-PACIFIC CORP. SHARED 1,800
GILLETTE CO. SHARED 1,500
GOLDMAN SACHS GROUP SHARED 01 49,900
GOLDMAN SACHS GROUP SOLE 35,300
GOODRICH (B F) CO. SHARED 2,900
GREAT LAKES CHEMICAL CORP. SHARED 1,100
GUIDANT CORP. SHARED 01 162,800
GUIDANT CORP. SOLE 110,700
HCC INSURANCE HLDGS INC. SHARED 800
HCC INSURANCE HLDGS INC. SHARED 29,420
HARLEYSVILLE GROUP INC. SHARED 1,110
HARLEYSVILLE GROUP INC. SHARED 40,730
HASBRO SHARED 1,600
HEWLETT-PACKARD SHARED 01 56,000
HEWLETT-PACKARD SHARED 3,400
HEWLETT-PACKARD SOLE 37,700
HOME DEPOT, INC. SHARED 01 132,800
HOME DEPOT, INC. SHARED 3,500
HOME DEPOT, INC. SOLE 89,476
HOMELAND HLDG CORP SHARED 01 20,379
HONEYWELL INC SHARED 01 48,500
HONEYWELL INC SOLE 32,705
HORACE MANN SHARED 1,480
HORACE MANN SHARED 54,310
HORMEL FOODS CP SHARED 2,400
IBP INC. SHARED 2,200
<PAGE>
ICO INC PFD SHARED 20,000
ILLINOIS TOOL WORKS INC SHARED 500
INGERSOLL-RAND CO SHARED 01 29,500
INGERSOLL-RAND CO SHARED 1,200
INGERSOLL-RAND CO SOLE 19,886
INTEL CORP SHARED 01 320,100
INTEL CORP SHARED 7,600
INTEL CORP SOLE 216,160
INTERNATIONAL BUSINESS MACHINES CORP SHARED 01 191,300
INTERNATIONAL BUSINESS MACHINES CORP SHARED 5,400
INTERNATIONAL BUSINESS MACHINES CORP SOLE 129,008
INTERPUBLIC GROUP OF COS INC SHARED 01 153,600
INTERPUBLIC GROUP OF COS INC SOLE 103,900
(R) IRON MOUNTAIN INC. SHARED 2,539
JOHNSON & JOHNSON SHARED 01 132,200
JOHNSON & JOHNSON SHARED 4,500
JOHNSON & JOHNSON SOLE 86,454
JOHNSON CONTROL SHARED 1,000
K MART CORP SHARED 2,800
KANSAS CITY SOU SHARED 1,200
KERR-MCGEE CORP. SHARED 1,400
KIMBERLY-CLARK CORP. SHARED 01 249,200
KIMBERLY-CLARK CORP. SHARED 2,800
KIMBERLY-CLARK CORP. SOLE 167,582
KNIGHT RIDDER INC SHARED 01 120,000
KNIGHT RIDDER INC SHARED 1,600
KNIGHT RIDDER INC SOLE 81,510
KNIGHT/TRIMARK SHARED 01 5,000
KOHL'S CORP. SHARED 01 60,000
KOHL'S CORP. SOLE 40,760
ESTEE LAUDER COS. INC. SHARED 01 75,000
ESTEE LAUDER COS. INC. SOLE 50,000
LEHMAN BROS SHARED 1,000
LEVEL 8 SYSTEMS, INC. (R) SHARED 18,798
LEXMARK INTL SHARED 400
LIFE USA HLDG SHARED 610
LIFE USA HLDG SHARED 22,650
LILLY, ELI & CO. SHARED 01 129,500
LILLY, ELI & CO. SHARED 3,500
LILLY, ELI & CO. SOLE 87,095
LINCOLN NATL-IN SHARED 2,300
LITTON INDS INC SHARED 1,100
LOUISIANA PAC SHARED 3,600
LOWE'S COMPANIES INC. SHARED 1,200
<PAGE>
LUCENT TECHNOLOGIES INC. SHARED 01 171,100
LUCENT TECHNOLOGIES INC. SHARED 7,125
LUCENT TECHNOLOGIES INC. SOLE 115,822
MBNA CORP. SHARED 01 259,250
MBNA CORP. SHARED 2,400
MBNA CORP. SOLE 174,882
MCI WORLDCOM INC. SHARED 01 158,351
MCI WORLDCOM INC. SHARED 4,400
MCI WORLDCOM INC. SOLE 107,017
MGIC INVESTMENT CORP. SHARED 1,200
MMI COMPANIES INC. SHARED 01 484,500
MALLINCKRODT GROUP INC SHARED 2,300
MANDALAY RESORT GROU[ SHARED 01 210,000
MANDALAY RESORT GROU[ SOLE 138,920
MARKEL CORP. SHARED 280
MARKEL CORP. SHARED 10,410
MAY DEPARTMENT STORES CO. SHARED 2,500
MAYTAG CORP. SHARED 1,000
MCDONALD'S CORP SHARED 01 47,000
MCDONALD'S CORP SOLE 31,303
MCGRAW-HILL COMPANIES INC. SHARED 01 174,800
MCGRAW-HILL COMPANIES INC. SOLE 120,466
MEDIAONE GROUP INC SHARED 01 100,000
MEDIAONE GROUP INC SHARED 1,100
MEDIAONE GROUP INC SOLE 46,360
MEDTRONIC INC SHARED 01 311,200
MEDTRONIC INC SOLE 186,404
MELLON FINANCIAL CORP SHARED 01 145,200
MELLON FINANCIAL CORP SOLE 97,972
MERCK AND CO INC SHARED 01 219,200
MERCK AND CO INC SHARED 5,400
MERCK AND CO INC SOLE 152,261
MERCURY GENERAL CORP. SHARED 920
MERCURY GENERAL CORP. SHARED 33,950
MEREDITH CORP SHARED 01 340,000
MEREDITH CORP SOLE 229,840
MERRILL LYNCH & CO. SHARED 1,300
MICROSOFT CORP. SHARED 01 443,600
MICROSOFT CORP. SHARED 12,000
MICROSOFT CORP. SOLE 299,662
MID-AMERICA APT. COMMUNITIES SHARED 01 100,000
MINNESOTA MINING AND MANUFACTURING CO SHARED 01 40,000
MINNESOTA MINING AND MANUFACTURING CO SHARED 700
<PAGE>
MINNESOTA MINING AND MANUFACTURING CO SOLE 26,910
MOBIL CORPORATION SHARED 01 108,600
MOBIL CORPORATION SHARED 1,700
MOBIL CORPORATION SOLE 73,306
MOLEX INC.A SOLE 490
J. P. MORGAN & CO. SHARED 1,100
MORGAN STANLEY DEAN WITT SHARED 01 52,800
MORGAN STANLEY DEAN WITT SHARED 2,400
MORGAN STANLEY DEAN WITT SOLE 35,984
MOTOROLA INC SHARED 01 76,000
MOTOROLA INC SHARED 1,300
MOTOROLA INC SOLE 50,993
MUTUAL RISK MGMT. LTD. SHARED 2,090
MUTUAL RISK MGMT. LTD. SHARED 76,950
NATL SEMICON SHARED 01 120,000
NATL SEMICON SHARED 1,300
NATL SEMICON SOLE 79,420
NEW YORK TIMES CO. SHARED 01 120,000
NEW YORK TIMES CO. SOLE 81,510
NIKE INC CLASS B SHARED 800
NOKIA CORP. ADR SHARED 01 102,400
NOKIA CORP. ADR SOLE 70,270
NOBLE DRILLING SHARED 01 127,200
NOBLE DRILLING SHARED 1,600
NOBLE DRILLING SOLE 86,311
NORTEL NETWORKS CORPORATION SHARED 01 153,600
NORTEL NETWORKS CORPORATION SHARED 2,600
NORTEL NETWORKS CORPORATION SOLE 107,020
NORTH FORK BCP SHARED 2,900
NORTHERN TRUST SHARED 01 40,000
NORTHERN TRUST SOLE 26,910
NOVELL INC SHARED 1,800
OFFICE DEPOT SHARED 2,550
OLD KENT FINL SHARED 2,700
ORACLE CORPORATION SHARED 01 56,000
ORACLE CORPORATION SHARED 4,100
ORACLE CORPORATION SOLE 38,509
PECO ENERGY CO. SHARED 1,700
PPG INDUSTRIES, INC. SHARED 01 40,100
PPG INDUSTRIES, INC. SOLE 27,063
PACCAR INC SHARED 1,000
PACHOLDER FUND INC. SHARED 66,000
PACIFICARE HEALTH SYSTEMS, INC SHARED 700
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PAINE WEBBER GROUP, INC. SHARED 1,500
PAYCHEX INC SHARED 3,400
PEPSICO INC SHARED 01 125,300
PEPSICO INC SOLE 85,291
(R) PETROCORP INC. SHARED 858,000
PHARMACIA & UPJOHN INC. SHARED 01 120,000
PHARMACIA & UPJOHN INC. SOLE 80,560
PFIZER INC SHARED 01 358,000
PFIZER INC SHARED 8,300
PFIZER INC SOLE 203,340
PHILIP MORRIS COS INC SHARED 01 100,000
PHILIP MORRIS COS INC SHARED 6,900
PHILIP MORRIS COS INC SOLE 67,380
PRESIDENTKAL LIFE COPR. SHARED 1,170
PRESIDENTKAL LIFE COPR. SHARED 43,010
PROCTER AND GAMBLE SHARED 01 152,300
PROCTER AND GAMBLE SHARED 4,000
PROCTER AND GAMBLE SOLE 101,118
PROGRESSIVE CORP. SHARED 320
PROGRESSIVE CORP. SHARED 11,760
QUAKER OATS SHARED 2,700
QUALCOMM INC SHARED 500
(R) RAILAMERICA INC SHARED 50,000
RELIANT ENERGY INC SHARED 01 79,200
RELIANT ENERGY INC SOLE 53,592
REYNOLDS & REYNOLDS CO. SHARED 2,500
ROYAL DUTCH PETROLEUM CO. SHARED 01 152,000
ROYAL DUTCH PETROLEUM CO. SHARED 5,000
ROYAL DUTCH PETROLEUM CO. SOLE 102,390
SBC COMMUNICATIONS INC. SHARED 01 60,000
SBC COMMUNICATIONS INC. SHARED 6,800
SBC COMMUNICATIONS INC. SOLE 39,710
SAFEWAY INC. SHARED 2,800
SANMINA CORP. SHARED 500
SCHERING PLOUGH CORP SHARED 01 147,400
SCHERING PLOUGH CORP SHARED 3,100
SCHERING PLOUGH CORP SOLE 99,364
SCHLUMBERGER LTD SHARED 01 91,500
SCHLUMBERGER LTD SHARED 1,300
SCHLUMBERGER LTD SOLE 61,683
SCHWAB (CHARLES) CORP SHARED 01 99,100
SCHWAB (CHARLES) CORP SHARED 800
SCHWAB (CHARLES) CORP SOLE 66,804
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SHERWIN-WILLIAMS CO SHARED 1,600
SIEBEL SYSTEMS SHARED 01 58,600
SIEBEL SYSTEMS SOLE 38,810
SOLECTRON CORP. SHARED 1,400
SOUTHERN COMPANY SHARED 01 186,300
SOUTHERN COMPANY SOLE 125,717
SOUTHTRUST CORP SHARED 2,700
SOUTHWEST AIRLINES CO. SHARED 2,600
SPRINT CORP (FON) SHARED 01 98,000
SPRINT CORP (FON) SOLE 65,550
SPRINT CORP (PCS) SHARED 1,100
SUN MICROSYSTEMS INC SHARED 01 108,000
SUN MICROSYSTEMS INC SHARED 1,600
SUN MICROSYSTEMS INC SOLE 74,000
SUNGARD DATA SYSTEMS SHARED 2,300
SUNTRUST BANKS INC SHARED 2,200
SUPERVALU INC SHARED 2,600
TJX COMPANIES INC SHARED 01 179,800
TJX COMPANIES INC SHARED 2,300
TJX COMPANIES INC SOLE 120,115
TAIWAN SEMICONDUCTOR SHARED 01 34,000
TAIWAN SEMICONDUCTOR SOLE 17,000
TELLABS INC SHARED 1,700
TEMPLE-INLAND INC SHARED 1,700
TEXAS INSTRUMENT SHARED 01 65,000
TEXAS INSTRUMENT SHARED 2,100
TEXAS INSTRUMENT SOLE 43,846
TIME WARNER INC. SHARED 01 175,600
TIME WARNER INC. SHARED 1,600
TIME WARNER INC. SOLE 117,861
TIMES MIRROR CO. SHARED 1,300
TUPPERWARE CORP. SHARED 2,500
20TH CENTURY INDUSTRIES SHARED 1,050
20TH CENTURY INDUSTRIES SHARED 38,460
TYCO INTERNATIONAL LTD. SHARED 01 180,000
TYCO INTERNATIONAL LTD. SHARED 2,400
TYCO INTERNATIONAL LTD. SOLE 121,703
USX-MARATHON GROUP COM SHARED 2,100
US BANCORP SHARED 01 390,200
US BANCORP SOLE 261,907
UNILEVER NV SHARED 01 76,089
UNILEVER NV SHARED 3,000
UNILEVER NV SOLE 51,581
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UNICOM CORP. SHARED 2,300
UNIONBANCAL CP SHARED 2,100
UNISYS CORP. SHARED 1,800
UNITED FIRE & CASUALTY CO. SHARED 680
UNITED FIRE & CASUALTY CO. SHARED 24,880
UNITED TECHNOLOGIES CORP. SHARED 01 183,400
UNITED TECHNOLOGIES CORP. SHARED 2,000
UNITED TECHNOLOGIES CORP. SOLE 124,012
VIACOM INC. CL B SHARED 01 62,400
VIACOM INC. CL B SOLE 42,276
WADDELL & REED FINANCIAL INC SHARED 610
WADDELL & REED FINANCIAL INC SHARED 22,650
WAL-MART STORES INC SHARED 01 437,800
WAL-MART STORES INC SHARED 12,000
WAL-MART STORES INC SOLE 295,638
WALGREEN CO. SHARED 01 100,000
WALGREEN CO. SHARED 1,800
WALGREEN CO. SOLE 67,300
WARNER-LAMBERT COMPANY SHARED 1,700
WELLPOINT HEALTH NETWORKS INC. SHARED 1,000
WELLS FARGO & CO SHARED 01 72,800
WELLS FARGO & CO SHARED 4,200
WELLS FARGO & CO SOLE 50,540
WHIRLPOOL CORP. SHARED 1,000
XEROX CORP SHARED 01 60,000
XEROX CORP SHARED 1,300
XEROX CORP SOLE 40,400
YOUNG & RUBECAM SHARED 01 147,700
YOUNG & RUBECAM SOLE 100,495
ZIONS BANCORP SHARED 1,500
AMDOCS LTD SHARED 01 269,600
AMDOCS LTD SOLE 206,600
TERRA NOVA (BERMUDA) HLDG A SHARED 4,450
TERRA NOVA (BERMUDA) HLDG A SHARED 163,793
TRANSOCEAN OFFSHORE INC SHARED 01 136,000
TRANSOCEAN OFFSHORE INC SOLE 93,920
ROYAL CARIBBEAN CRUISES LTD. SHARED 01 74,000
ROYAL CARIBBEAN CRUISES LTD. SOLE 50,300
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