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Previous: DUAL HOLDING CO, 10-Q, 1999-11-12 |
Next: FX ENERGY INC, 8-K, 1999-11-12 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Securities Management and Research, Inc.
Address: 2450 South Shore Blvd., Suite 400
League City, TX 77573
__________________________________________
Form 13F File Number: 28-03361
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: Brenda T. Koelemay
Title: Chief Administrative Officer
Phone: (281) 538-4932
Signature, Place, and Date of Signing:
Brenda T. Koelemay League City, Texas November 11, 1999
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 290
Form 13F Information Table Value Total: $1392998
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
01 28-____________ AMERICAN NATIONAL INSURANCE COMPANY
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AXA ADR COM 054536107 45 700.00 SH SOLE 700.00
217 3400.00 SH DEFINED 01 3400.00
Abbott Labs. COM 002824100 897 24450.00 SH SOLE 24450.00
6831 186200.00SH DEFINED 01 186200.00
Aetna, Inc. COM 008117103 438 8900.00 SH SOLE 8900.00
6600 134000.00SH DEFINED 01 134000.00
Albertson's Inc. COM 013104104 562 14200.00 SH SOLE 14200.00
11129 281300.00SH DEFINED 01 281300.00
Allegheny Energy Inc. COM 017361106 308 9650.00 SH SOLE 9650.00
3927 123200.00SH DEFINED 01 123200.00
Allegheny Teledyne Inc. COM 017415100 189 11200.00 SH SOLE 11200.00
6568 389200.00SH DEFINED 01 389200.00
AlliedSignal Inc. COM 019512102 509 8500.00 SH SOLE 8500.00
9806 163600.00SH DEFINED 01 163600.00
Alltel Corp. COM 020039103 1126 16000.00 SH SOLE 16000.00
23533 334400.00SH DEFINED 01 334400.00
American General Corp COM 026351106 538 8500.00 SH SOLE 8500.00
7754 122600.00SH DEFINED 01 122600.00
Anheuser-Busch COM 035229103 1005 14350.00 SH SOLE 14350.00
19204 274100.00SH DEFINED 01 274100.00
Apple Computer Co. COM 037833100 1652 26100.00 SH DEFINED 01 26100.00
Applebee's International COM 037899101 371 11000.00 SH SOLE 11000.00
1213 36000.00 SH DEFINED 01 36000.00
Associates First Capital COM 046008108 4742 131716.00SH DEFINED 01 131716.00
AstraZeneca Group PLC ADR COM 046353108 57 1355.00 SH SOLE 1355.00
278 6580.00 SH DEFINED 01 6580.00
BMC Software COM 055921100 1489 20800.00 SH SOLE 20800.00
5954 83200.00 SH DEFINED 01 83200.00
BP Amoco Plc ADR COM 055622104 1814 16374.00 SH SOLE 16374.00
33540 302669.00SH DEFINED 01 302669.00
Bank of Tokyo-Mitsubishi Ltd. COM 065379109 70 4600.00 SH SOLE 4600.00
358 23400.00 SH DEFINED 01 23400.00
Banta Corp. COM 066821109 455 20400.00 SH SOLE 20400.00
9431 422700.00SH DEFINED 01 422700.00
Barclays PLC ADR COM 06738e204 36 300.00 SH SOLE 300.00
167 1400.00 SH DEFINED 01 1400.00
Beckman Coulter Inc. COM 075811109 302 6700.00 SH SOLE 6700.00
5911 131000.00SH DEFINED 01 131000.00
Bergen Brunswig COM 083739102 425 41000.00 SH SOLE 41000.00
8912 859000.00SH DEFINED 01 859000.00
Biomet, Inc COM 090613100 763 29000.00 SH SOLE 29000.00
12201 463700.00SH DEFINED 01 463700.00
Black & Decker COM 091797100 279 6100.00 SH SOLE 6100.00
12651 276900.00SH DEFINED 01 276900.00
Bristol Myers Squibb COM 110122108 2781 41200.00 SH SOLE 41200.00
14486 214600.00SH DEFINED 01 214600.00
British Telecommunications PLC COM 111021408 77 500.00 SH SOLE 500.00
372 2400.00 SH DEFINED 01 2400.00
Brunswick COM 117043109 507 20400.00 SH SOLE 20400.00
3331 133900.00SH DEFINED 01 133900.00
Burlington Northern, Inc. COM 12189T104 311 11300.00 SH SOLE 11300.00
4815 175100.00SH DEFINED 01 175100.00
Cable Wireless HKT Ltd. COM 126828102 37 1700.00 SH SOLE 1700.00
183 8400.00 SH DEFINED 01 8400.00
Cabot Corp. COM 127055101 131 5500.00 SH SOLE 5500.00
746 31400.00 SH DEFINED 01 31400.00
Caremark RX Inc COM 141705103 157 27300.00 SH SOLE 27300.00
Centerpoint Properties Corp. COM 151895109 2187 64800.00 SH DEFINED 01 64800.00
Centex COM 152312104 325 11000.00 SH SOLE 11000.00
5058 171100.00SH DEFINED 01 171100.00
Chevron Corp. COM 166751107 1056 11900.00 SH SOLE 11900.00
7011 79000.00 SH DEFINED 01 79000.00
Cigna Corp. COM 125509109 987 12700.00 SH SOLE 12700.00
18124 233100.00SH DEFINED 01 233100.00
Cisco Systems COM 17275R102 1896 27648.00 SH SOLE 27648.00
27137 395800.00SH DEFINED 01 395800.00
Citigroup Inc. COM 172967101 1961 44575.00 SH SOLE 44575.00
26347 598800.00SH DEFINED 01 598800.00
Coca-Cola COM 191216100 5 100.00 SH SOLE 100.00
1665 34500.00 SH DEFINED 01 34500.00
Comerica, Inc. COM 200340107 699 13800.00 SH SOLE 13800.00
4227 83500.00 SH DEFINED 01 83500.00
ConAgra, Inc. COM 205887102 43 1900.00 SH SOLE 1900.00
1060 47000.00 SH DEFINED 01 47000.00
Conseco, Inc. COM 208464107 376 19767.00 SH SOLE 19767.00
4270 224720.00SH DEFINED 01 224720.00
Constellation Energy Group COM 059165100 740 26300.00 SH DEFINED 01 26300.00
Countrywide Credit Industries COM 222372104 540 16750.00 SH SOLE 16750.00
8504 263700.00SH DEFINED 01 263700.00
Crescent Real Estate Trust COM 225756105 1373 76300.00 SH DEFINED 01 76300.00
Cyprus Minerals COM 232809103 214 10900.00 SH SOLE 10900.00
1766 90000.00 SH DEFINED 01 90000.00
DTE Energy Co. COM 233331107 629 17300.00 SH SOLE 17300.00
6427 176700.00SH DEFINED 01 176700.00
DaimlerChrysler COM D1668R123 392 5645.00 SH SOLE 5645.00
7418 106829.00SH DEFINED 01 106829.00
Dana Corp. COM 235811106 423 11400.00 SH SOLE 11400.00
5996 161500.00SH DEFINED 01 161500.00
Deere & Co COM 244199105 35 900.00 SH SOLE 900.00
4379 113200.00SH DEFINED 01 113200.00
Delphi Automotive Systems Corp COM 247126105 100 6241.00 SH SOLE 6241.00
1151 71636.00 SH DEFINED 01 71636.00
Deluxe Corp. COM 248019101 7 200.00 SH SOLE 200.00
1700 50000.00 SH DEFINED 01 50000.00
Deutsche Telekom AG ADR COM 251566105 93 2224.00 SH SOLE 2224.00
461 11022.00 SH DEFINED 01 11022.00
Dillard's Inc. COM 254067101 8 408.00 SH SOLE 408.00
7130 351000.00SH DEFINED 01 351000.00
EMC Corp. COM 268648102 107 1500.00 SH SOLE 1500.00
20185 282800.00SH DEFINED 01 282800.00
ENI SPA ADR COM 26874r108 44 700.00 SH SOLE 700.00
214 3400.00 SH DEFINED 01 3400.00
Elf Aquitaine ADR COM 286269105 2037 22230.00 SH SOLE 22230.00
44548 486200.00SH DEFINED 01 486200.00
Emerson Electric COM 291011104 746 11800.00 SH SOLE 11800.00
8214 130000.00SH DEFINED 01 130000.00
Enron Corp. COM 293561106 1343 32700.00 SH SOLE 32700.00
9559 232800.00SH DEFINED 01 232800.00
Equity Office Properties Trust COM 294741103 233 10000.00 SH DEFINED 01 10000.00
Ericsson LM ADR COM 294821400 69 2200.00 SH SOLE 2200.00
341 10900.00 SH DEFINED 01 10900.00
Exxon COM 302290101 190 2500.00 SH SOLE 2500.00
3116 41000.00 SH DEFINED 01 41000.00
Federated Department Stores, I COM 31410h101 583 13350.00 SH SOLE 13350.00
9699 222000.00SH DEFINED 01 222000.00
First Data Corp. COM 319963104 983 22400.00 SH SOLE 22400.00
619 14100.00 SH DEFINED 01 14100.00
Flowserve Corp. COM 34354P105 288 17300.00 SH SOLE 17300.00
5383 323800.00SH DEFINED 01 323800.00
Ford Motor Co. COM 345370100 497 9900.00 SH SOLE 9900.00
12628 251299.00SH DEFINED 01 251299.00
Foster Wheeler COM 350244109 579 48000.00 SH DEFINED 01 48000.00
France Telecom ADR COM 35177q105 87 1000.00 SH SOLE 1000.00
444 5100.00 SH DEFINED 01 5100.00
General Electric COM 369604103 2857 24100.00 SH SOLE 24100.00
45220 381400.00SH DEFINED 01 381400.00
General Motors, Inc. COM 370442105 620 9850.00 SH SOLE 9850.00
6596 104800.00SH DEFINED 01 104800.00
General Telephone and Electron COM 362320103 1038 13500.00 SH SOLE 13500.00
24331 316500.00SH DEFINED 01 316500.00
Glatfelter P.H. COM 377316104 1545 94000.00 SH DEFINED 01 94000.00
Glaxo Holdings ADR COM 37733W105 68 1300.00 SH SOLE 1300.00
348 6700.00 SH DEFINED 01 6700.00
Global Marine Inc. COM 379352404 189 11500.00 SH SOLE 11500.00
3021 183800.00SH DEFINED 01 183800.00
Goodrich BF Co COM 382388106 277 9538.00 SH SOLE 9538.00
6517 224712.00SH DEFINED 01 224712.00
Group 1 Automotive Inc. COM 398905109 1465 80000.00 SH DEFINED 01 80000.00
Hercules, Inc. COM 427056106 346 12100.00 SH SOLE 12100.00
2238 78200.00 SH DEFINED 01 78200.00
Hitachi Ltd. ADR COM 433578507 33 300.00 SH SOLE 300.00
186 1700.00 SH DEFINED 01 1700.00
Honda Motor Co Ltd. ADR COM 438128308 41 500.00 SH SOLE 500.00
196 2400.00 SH DEFINED 01 2400.00
Hospitality Properties Trust COM 44106M102 1109 50000.00 SH DEFINED 01 50000.00
IBP, Inc. COM 449223106 508 20569.00 SH SOLE 20569.00
9287 376200.00SH DEFINED 01 376200.00
Imperial Chemical Industries P COM 452704505 859 19900.00 SH SOLE 19900.00
10706 247900.00SH DEFINED 01 247900.00
Intel Corp. COM 458140100 2720 36600.00 SH SOLE 36600.00
31048 417800.00SH DEFINED 01 417800.00
International Business Machine COM 459200101 496 4100.00 SH SOLE 4100.00
24684 204000.00SH DEFINED 01 204000.00
Interstate Bakeries Corp. COM 46072h108 584 25400.00 SH SOLE 25400.00
10527 457700.00SH DEFINED 01 457700.00
J C Penney COM 708160106 428 12400.00 SH SOLE 12400.00
9991 289600.00SH DEFINED 01 289600.00
J. P. Morgan COM 616880100 800 7000.00 SH SOLE 7000.00
13104 114700.00SH DEFINED 01 114700.00
Johnson & Johnson COM 478160104 1075 11700.00 SH SOLE 11700.00
21646 235600.00SH DEFINED 01 235600.00
Kerr-McGee Corp. COM 492386107 264 4800.00 SH SOLE 4800.00
2671 48500.00 SH DEFINED 01 48500.00
Kinross Gold Corp. COM 496902107 1 400.00 SH SOLE 400.00
2372 825050.00SH DEFINED 01 825050.00
Korn/Ferry International COM 500643200 231 10000.00 SH DEFINED 01 10000.00
LTV Corp. COM 501921100 165 30300.00 SH SOLE 30300.00
7317 1345700.00SH DEFINED 01 1345700.00
Liberty Property Trust COM 531172104 1838 81000.00 SH DEFINED 01 81000.00
Lucent Technologies COM 549463107 1940 29900.00 SH SOLE 29900.00
29083 448293.00SH DEFINED 01 448293.00
Matsushita Electric Industrial COM 576879209 42 200.00 SH SOLE 200.00
230 1100.00 SH DEFINED 01 1100.00
McCormick & Co. COM 579780206 63 1900.00 SH SOLE 1900.00
14233 430500.00SH DEFINED 01 430500.00
Mckesson HBOC Inc. COM 58155q103 121 4181.00 SH SOLE 4181.00
2501 86247.00 SH DEFINED 01 86247.00
MediaOne Group Inc. COM 58440j104 1028 15050.00 SH SOLE 15050.00
22051 322800.00SH DEFINED 01 322800.00
Merck & Co., Inc. COM 589331107 1381 21300.00 SH SOLE 21300.00
8231 127000.00SH DEFINED 01 127000.00
Microsoft Corp COM 594918104 3718 41050.00 SH SOLE 41050.00
49529 546900.00SH DEFINED 01 546900.00
Morgan Stanley, Dean Witter, D COM 617446448 919 10300.00 SH SOLE 10300.00
10158 113900.00SH DEFINED 01 113900.00
Murphy Oil Corp. COM 626717102 346 6400.00 SH SOLE 6400.00
6287 116300.00SH DEFINED 01 116300.00
Nabisco Group Holdings Corp. COM 62952p102 619 41248.00 SH DEFINED 01 41248.00
Network Associates Inc. COM 640938106 151 7900.00 SH SOLE 7900.00
2565 134100.00SH DEFINED 01 134100.00
News Corp Ltd ADR COM 652487703 48 1700.00 SH SOLE 1700.00
239 8400.00 SH DEFINED 01 8400.00
Nippon Telegraph & Telephone C COM 654624105 191 3100.00 SH SOLE 3100.00
981 15900.00 SH DEFINED 01 15900.00
Nokia Oyj ADR COM 654902204 72 800.00 SH SOLE 800.00
351 3900.00 SH DEFINED 01 3900.00
Novartis ADR COM 66987v109 156 2100.00 SH SOLE 2100.00
808 10900.00 SH DEFINED 01 10900.00
Novell Inc. COM 670006105 639 30900.00 SH SOLE 30900.00
12876 622400.00SH DEFINED 01 622400.00
Office Max COM 67622M108 129 22200.00 SH SOLE 22200.00
2117 364200.00SH DEFINED 01 364200.00
Omega Worldwide Inc. COM 68210b108 81 19893.00 SH DEFINED 01 19893.00
PNC Bank Corp. COM 693475105 680 12900.00 SH SOLE 12900.00
12065 229000.00SH DEFINED 01 229000.00
PacifiCare Health Systems, Inc COM 695112102 108 2500.00 SH SOLE 2500.00
1492 34500.00 SH DEFINED 01 34500.00
Pfizer, Inc. COM 717081103 2680 74700.00 SH SOLE 74700.00
22217 619300.00SH DEFINED 01 619300.00
Pharmacia & Upjohn, Inc. COM 716941109 360 7250.00 SH SOLE 7250.00
Praxair, Inc. COM 74005P104 681 14800.00 SH SOLE 14800.00
12480 271300.00SH DEFINED 01 271300.00
Procter & Gamble, Inc. COM 742718109 2897 30900.00 SH SOLE 30900.00
36281 387000.00SH DEFINED 01 387000.00
RJ Reynolds Tobacco Holdings, COM 76182k105 371 13749.00 SH DEFINED 01 13749.00
Raytheon Co. COM 755111408 2481 50000.00 SH DEFINED 01 50000.00
Reliance Group Holding COM 759464100 223 50350.00 SH SOLE 50350.00
3930 885700.00SH DEFINED 01 885700.00
Republic Services Inc. COM 760759100 929 85400.00 SH DEFINED 01 85400.00
Royal Dutch Petroleum Co. ADR COM 780257804 65 1100.00 SH SOLE 1100.00
6875 116400.00SH DEFINED 01 116400.00
SAP ADR COM 803054204 38 1000.00 SH SOLE 1000.00
189 5000.00 SH DEFINED 01 5000.00
SBC Communications Inc. COM 78387G103 909 17800.00 SH SOLE 17800.00
Safeway Inc. COM 786514208 731 19200.00 SH SOLE 19200.00
12108 318100.00SH DEFINED 01 318100.00
Schering Plough Co. COM 806605101 2988 68500.00 SH SOLE 68500.00
26847 615400.00SH DEFINED 01 615400.00
Schlumberger Ltd. COM 806857108 69 1100.00 SH SOLE 1100.00
6044 97000.00 SH DEFINED 01 97000.00
Shell Transport & Trading Co. COM 822703609 55 1200.00 SH SOLE 1200.00
282 6200.00 SH DEFINED 01 6200.00
Siemens AG ADR COM 826197402 41 500.00 SH SOLE 500.00
196 2400.00 SH DEFINED 01 2400.00
Smithfield Foods Inc COM 832248108 2172 81200.00 SH DEFINED 01 81200.00
Smithkline Beecham PLC ADR COM 832378301 46 800.00 SH SOLE 800.00
236 4100.00 SH DEFINED 01 4100.00
Solectron Corp. COM 834182107 1063 14800.00 SH SOLE 14800.00
9842 137050.00SH DEFINED 01 137050.00
Sony Corp. ADR COM 835699307 60 400.00 SH SOLE 400.00
300 2000.00 SH DEFINED 01 2000.00
Sun Microsystems COM 866810104 2823 30350.00 SH SOLE 30350.00
13634 146600.00SH DEFINED 01 146600.00
TCF Financial Corp COM 872275102 2742 96000.00 SH DEFINED 01 96000.00
Telecom Italia SPA ADR COM 87927w106 52 600.00 SH SOLE 600.00
276 3200.00 SH DEFINED 01 3200.00
Texaco COM 881694103 19 300.00 SH SOLE 300.00
9242 146400.00SH DEFINED 01 146400.00
Tidewater Inc. COM 886423102 166 6500.00 SH SOLE 6500.00
3749 147000.00SH DEFINED 01 147000.00
Toyota Motor Corp. ADR COM 892331307 125 2000.00 SH SOLE 2000.00
618 9900.00 SH DEFINED 01 9900.00
Toys "R" Us COM 892335100 176 11700.00 SH SOLE 11700.00
356 23700.00 SH DEFINED 01 23700.00
Tyson Foods Inc COM 902494103 552 33600.00 SH DEFINED 01 33600.00
U S West, Inc. COM 91273h101 980 17181.00 SH SOLE 17181.00
21747 381112.00SH DEFINED 01 381112.00
U.S. Bancorp COM 902973106 717 23750.00 SH SOLE 23750.00
14273 472800.00SH DEFINED 01 472800.00
U.S. Industries Inc. COM 912080108 164 10400.00 SH SOLE 10400.00
2567 163000.00SH DEFINED 01 163000.00
US Frightways Corp. COM 916906100 507 10700.00 SH SOLE 10700.00
10432 220200.00SH DEFINED 01 220200.00
UST, Inc. COM 902911106 281 9300.00 SH SOLE 9300.00
2044 67700.00 SH DEFINED 01 67700.00
USX-U.S. Steel Corporation COM 90337T101 299 11600.00 SH SOLE 11600.00
8304 322500.00SH DEFINED 01 322500.00
Union Pacific Resources Group, COM 907834105 114 7020.00 SH SOLE 7020.00
1628 100201.00SH DEFINED 01 100201.00
United HealthCare COM 910581107 623 12800.00 SH SOLE 12800.00
10161 208700.00SH DEFINED 01 208700.00
Universal Foods COM 913538104 505 22000.00 SH SOLE 22000.00
13923 607000.00SH DEFINED 01 607000.00
Unocal Corp. COM 915289102 643 17350.00 SH SOLE 17350.00
7954 214600.00SH DEFINED 01 214600.00
UtiliCorp United, Inc. COM 918005109 377 17900.00 SH SOLE 17900.00
4204 199600.00SH DEFINED 01 199600.00
Veritas Software Corp COM 923436109 1663 21900.00 SH SOLE 21900.00
27231 358600.00SH DEFINED 01 358600.00
Vodafone AirTouch PLC ADR COM 92857t107 48 200.00 SH SOLE 200.00
285 1200.00 SH DEFINED 01 1200.00
Wal-Mart COM 931142103 1707 35900.00 SH SOLE 35900.00
26645 560200.00SH DEFINED 01 560200.00
Warner-Lambert COM 934488107 372 5600.00 SH SOLE 5600.00
23795 358500.00SH DEFINED 01 358500.00
Waste Management Inc. COM 94106L109 389 20226.00 SH SOLE 20226.00
7413 385102.00SH DEFINED 01 385102.00
Wells Fargo Co. COM 949746101 1460 36850.00 SH SOLE 36850.00
23074 582300.00SH DEFINED 01 582300.00
Weyerhaeuser Co. COM 962166104 461 8000.00 SH SOLE 8000.00
12009 208400.00SH DEFINED 01 208400.00
Whirlpool Corp. COM 963320106 4049 62000.00 SH DEFINED 01 62000.00
Xerox Corp. COM 984121103 4739 113000.00SH DEFINED 01 113000.00
York International COM 986670107 507 14100.00 SH SOLE 14100.00
1962 54600.00 SH DEFINED 01 54600.00
Ziplink, Inc. COM 989741103 210 20000.00 SH DEFINED 01 20000.00
Prologis Trust 7.00% Conv Pfd CVP 743410300 1146 47000 SH DEFINED 01 47000
St. Paul Capital CVP 792856205 1094 20000 SH DEFINED 01 20000
</TABLE>
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