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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment [ ]; Amendment Number: ____
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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 May 12, 2000
[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: 298
Form 13F Information Table Value Total: $1362318
(thousands)
List of Other Included Managers:
No. Form 13F File Number Name
01 28-____________ AMERICAN NATIONAL INSURANCE COMPANY
<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 50 700.00 SH SOLE 700.00
237 3300.00 SH DEFINED 01 3300.00
Abbott Labs. COM 002824100 1738 49400.00 SH DEFINED 01 49400.00
Albertson's Inc. COM 013104104 469 15200.00 SH SOLE 15200.00
8880 287600.00SH DEFINED 01 287600.00
Alcatel Alsthom ADR COM 013904305 43 1000.00 SH SOLE 1000.00
203 4700.00 SH DEFINED 01 4700.00
Allegheny Energy Inc. COM 017361106 215 7750.00 SH SOLE 7750.00
3411 123200.00SH DEFINED 01 123200.00
Allegheny Technologies Inc. COM 01741r102 112 5600.00 SH SOLE 5600.00
3904 194600.00SH DEFINED 01 194600.00
Allergan, Inc. COM 018490102 515 10300.00 SH SOLE 10300.00
5460 109200.00SH DEFINED 01 109200.00
Alltel Corp. COM 020039103 1107 17500.00 SH SOLE 17500.00
21284 336500.00SH DEFINED 01 336500.00
American General Corp COM 026351106 494 8810.00 SH SOLE 8810.00
6881 122600.00SH DEFINED 01 122600.00
American Telephone & Telegraph COM 001957109 743 13200.00 SH SOLE 13200.00
19298 342700.00SH DEFINED 01 342700.00
Amgen Inc. COM 031162100 675 11000.00 SH SOLE 11000.00
6678 108800.00SH DEFINED 01 108800.00
Anheuser-Busch COM 035229103 934 15000.00 SH SOLE 15000.00
17063 274100.00SH DEFINED 01 274100.00
Apple Computer Co. COM 037833100 3545 26100.00 SH DEFINED 01 26100.00
AstraZeneca Group PLC ADR COM 046353108 51 1255.00 SH SOLE 1255.00
250 6180.00 SH DEFINED 01 6180.00
BP Amoco Plc ADR COM 055622104 2168 40712.00 SH SOLE 40712.00
30256 568180.00SH DEFINED 01 568180.00
Bank of Tokyo-Mitsubishi Ltd. COM 065379109 68 4800.00 SH SOLE 4800.00
333 23500.00 SH DEFINED 01 23500.00
Banta Corp. COM 066821109 375 20400.00 SH SOLE 20400.00
7767 422700.00SH DEFINED 01 422700.00
Beckman Coulter Inc. COM 075811109 430 6700.00 SH SOLE 6700.00
9692 151000.00SH DEFINED 01 151000.00
Biogen, Inc. COM 090597105 58 830.00 SH SOLE 830.00
4849 69400.00 SH DEFINED 01 69400.00
Black & Decker COM 091797100 302 8050.00 SH SOLE 8050.00
10401 276900.00SH DEFINED 01 276900.00
Boeing Company COM 097023105 431 11400.00 SH SOLE 11400.00
5952 157400.00SH DEFINED 01 157400.00
Bristol Myers Squibb COM 110122108 1824 31450.00 SH SOLE 31450.00
12099 208600.00SH DEFINED 01 208600.00
British Telecommunications PLC COM 111021408 118 625.00 SH SOLE 625.00
414 2200.00 SH DEFINED 01 2200.00
Broadcom Corp COM 111320107 73 300.00 SH SOLE 300.00
4080 16800.00 SH DEFINED 01 16800.00
Brunswick COM 117043109 293 15450.00 SH SOLE 15450.00
2536 133900.00SH DEFINED 01 133900.00
Burlington Northern, Inc. COM 12189T104 257 11300.00 SH SOLE 11300.00
Cable Wireless HKT Ltd. COM 126828102 113 4400.00 SH SOLE 4400.00
412 16000.00 SH DEFINED 01 16000.00
Calpine Corp. COM 131347106 6965 74100.00 SH DEFINED 01 74100.00
Canon Inc. ADR COM 138006309 39 900.00 SH SOLE 900.00
190 4400.00 SH DEFINED 01 4400.00
Centerpoint Properties Corp. COM 151895109 2361 64800.00 SH DEFINED 01 64800.00
Centex COM 152312104 274 11500.00 SH SOLE 11500.00
4160 174700.00SH DEFINED 01 174700.00
Chevron Corp. COM 166751107 1239 13400.00 SH SOLE 13400.00
19856 214800.00SH DEFINED 01 214800.00
Cigna Corp. COM 125509109 962 12700.00 SH SOLE 12700.00
17657 233100.00SH DEFINED 01 233100.00
Cisco Systems COM 17275R102 4186 54150.00 SH SOLE 54150.00
51165 661800.00SH DEFINED 01 661800.00
Citigroup Inc. COM 172967101 2714 45325.00 SH SOLE 45325.00
36236 605200.00SH DEFINED 01 605200.00
Coastal Corp COM 190441105 662 14400.00 SH SOLE 14400.00
6583 143100.00SH DEFINED 01 143100.00
Coca-Cola COM 191216100 5 100.00 SH SOLE 100.00
1619 34500.00 SH DEFINED 01 34500.00
Comerica, Inc. COM 200340107 352 8400.00 SH SOLE 8400.00
3497 83500.00 SH DEFINED 01 83500.00
ConAgra, Inc. COM 205887102 36 2000.00 SH SOLE 2000.00
852 47000.00 SH DEFINED 01 47000.00
Conexant Systems, Inc. COM 207142100 28 400.00 SH SOLE 400.00
1874 26400.00 SH DEFINED 01 26400.00
Conseco, Inc. COM 208464107 236 20617.00 SH SOLE 20617.00
2666 233120.00SH DEFINED 01 233120.00
Constellation Energy Group COM 059165100 838 26300.00 SH DEFINED 01 26300.00
Countrywide Credit Industries COM 222372104 470 17250.00 SH SOLE 17250.00
7270 266800.00SH DEFINED 01 266800.00
Crescent Real Estate Trust COM 225756105 1521 86900.00 SH DEFINED 01 86900.00
DTE Energy Co. COM 233331107 505 17300.00 SH SOLE 17300.00
5216 178700.00SH DEFINED 01 178700.00
DaimlerChrysler COM D1668R123 371 5671.00 SH SOLE 5671.00
4542 69409.00 SH DEFINED 01 69409.00
Dana Corp. COM 235811106 341 12100.00 SH SOLE 12100.00
4676 165900.00SH DEFINED 01 165900.00
Deere & Co COM 244199105 34 900.00 SH SOLE 900.00
4541 119500.00SH DEFINED 01 119500.00
Deluxe Corp. COM 248019101 5 200.00 SH SOLE 200.00
1511 57000.00 SH DEFINED 01 57000.00
Deutsche Telekom AG ADR COM 251566105 195 2424.00 SH SOLE 2424.00
941 11722.00 SH DEFINED 01 11722.00
Dillard's Inc. COM 254067101 7 408.00 SH SOLE 408.00
5770 351000.00SH DEFINED 01 351000.00
EMC Corp. COM 268648102 668 5300.00 SH SOLE 5300.00
40257 319500.00SH DEFINED 01 319500.00
ENI SPA ADR COM 26874r108 61 1200.00 SH SOLE 1200.00
284 5600.00 SH DEFINED 01 5600.00
Emerson Electric COM 291011104 627 11800.00 SH SOLE 11800.00
6906 130000.00SH DEFINED 01 130000.00
Enron Corp. COM 293561106 2209 29500.00 SH SOLE 29500.00
13934 186100.00SH DEFINED 01 186100.00
Equity Office Properties Trust COM 294741103 251 10000.00 SH DEFINED 01 10000.00
Ericsson LM ADR COM 294821400 113 1200.00 SH SOLE 1200.00
544 5800.00 SH DEFINED 01 5800.00
Exodus Communications, Inc. COM 302088109 42 300.00 SH SOLE 300.00
3414 24300.00 SH DEFINED 01 24300.00
Exxon Mobil Corp. COM 30231g102 257 3300.00 SH SOLE 3300.00
3351 43000.00 SH DEFINED 01 43000.00
Federated Department Stores, I COM 31410h101 564 13350.00 SH SOLE 13350.00
9380 222000.00SH DEFINED 01 222000.00
First Data Corp. COM 319963104 870 19600.00 SH SOLE 19600.00
Ford Motor Co. COM 345370100 496 10800.00 SH SOLE 10800.00
7928 172581.00SH DEFINED 01 172581.00
France Telecom ADR COM 35177q105 177 1000.00 SH SOLE 1000.00
902 5100.00 SH DEFINED 01 5100.00
General Electric COM 369604103 3673 23600.00 SH SOLE 23600.00
53909 346400.00SH DEFINED 01 346400.00
General Motors, Inc. COM 370442105 841 10150.00 SH SOLE 10150.00
8878 107200.00SH DEFINED 01 107200.00
General Telephone and Electron COM 362320103 1157 16300.00 SH SOLE 16300.00
22102 311300.00SH DEFINED 01 311300.00
Genetech, Inc. COM 368710406 1155 7600.00 SH DEFINED 01 7600.00
Glatfelter P.H. COM 377316104 1086 102200.00SH DEFINED 01 102200.00
Glaxo Holdings ADR COM 37733W105 75 1300.00 SH SOLE 1300.00
367 6400.00 SH DEFINED 01 6400.00
Global Marine Inc. COM 379352404 292 11500.00 SH SOLE 11500.00
4664 183800.00SH DEFINED 01 183800.00
Goodrich BF Co COM 382388106 233 8134.00 SH SOLE 8134.00
3749 130672.00SH DEFINED 01 130672.00
Group 1 Automotive Inc. COM 398905109 930 80000.00 SH DEFINED 01 80000.00
Hercules, Inc. COM 427056106 153 9500.00 SH SOLE 9500.00
1261 78200.00 SH DEFINED 01 78200.00
Hitachi Ltd. ADR COM 433578507 37 300.00 SH SOLE 300.00
207 1700.00 SH DEFINED 01 1700.00
Honda Motor Co Ltd. ADR COM 438128308 41 500.00 SH SOLE 500.00
195 2400.00 SH DEFINED 01 2400.00
Hospitality Properties Trust COM 44106M102 1013 50000.00 SH DEFINED 01 50000.00
IBP, Inc. COM 449223106 328 20800.00 SH SOLE 20800.00
6111 388000.00SH DEFINED 01 388000.00
Imperial Chemical Industries P COM 452704505 642 19900.00 SH SOLE 19900.00
7992 247800.00SH DEFINED 01 247800.00
Inktomi Corp. COM 457277101 59 300.00 SH SOLE 300.00
4875 25000.00 SH DEFINED 01 25000.00
Intel Corp. COM 458140100 4367 33100.00 SH SOLE 33100.00
44225 335200.00SH DEFINED 01 335200.00
International Business Machine COM 459200101 696 5900.00 SH SOLE 5900.00
11670 98900.00 SH DEFINED 01 98900.00
Interstate Bakeries Corp. COM 46072h108 363 25500.00 SH SOLE 25500.00
6522 457700.00SH DEFINED 01 457700.00
J C Penney COM 708160106 189 12700.00 SH SOLE 12700.00
4349 292400.00SH DEFINED 01 292400.00
J. P. Morgan COM 616880100 922 7000.00 SH SOLE 7000.00
15112 114700.00SH DEFINED 01 114700.00
Johnson & Johnson COM 478160104 829 11800.00 SH SOLE 11800.00
12294 175000.00SH DEFINED 01 175000.00
Kerr-McGee Corp. COM 492386107 214 3700.00 SH SOLE 3700.00
2801 48500.00 SH DEFINED 01 48500.00
Kinross Gold Corp. COM 496902107 43 27213.00 SH DEFINED 01 27213.00
Kirin Brewery Co. Ltd ADR COM 497350207 123 1000.00 SH SOLE 1000.00
614 5000.00 SH DEFINED 01 5000.00
LTV Corp. COM 501921100 108 30300.00 SH SOLE 30300.00
4794 1345700.00SH DEFINED 01 1345700.00
Liberty Property Trust COM 531172104 2396 100100.00SH DEFINED 01 100100.00
Lowe's Co. COM 548661107 841 14400.00 SH SOLE 14400.00
6626 113500.00SH DEFINED 01 113500.00
Lucent Technologies COM 549463107 1779 29050.00 SH SOLE 29050.00
14595 238293.00SH DEFINED 01 238293.00
MCI Worldcom Inc. COM 55268B106 1155 25500.00 SH SOLE 25500.00
19736 435550.00SH DEFINED 01 435550.00
Matsushita Electric Industrial COM 576879209 61 200.00 SH SOLE 200.00
333 1100.00 SH DEFINED 01 1100.00
McCormick & Co. COM 579780206 290 9000.00 SH SOLE 9000.00
14367 445500.00SH DEFINED 01 445500.00
MediaOne Group Inc. COM 58440j104 1219 15050.00 SH SOLE 15050.00
26187 323300.00SH DEFINED 01 323300.00
Merck & Co., Inc. COM 589331107 1143 18400.00 SH SOLE 18400.00
10748 173000.00SH DEFINED 01 173000.00
Microsoft Corp COM 594918104 3543 33350.00 SH SOLE 33350.00
43106 405700.00SH DEFINED 01 405700.00
Minnesota Mining & Mfg. Co. COM 604059105 598 6750.00 SH SOLE 6750.00
5943 67100.00 SH DEFINED 01 67100.00
Morgan Stanley, Dean Witter, D COM 617446448 1691 20400.00 SH SOLE 20400.00
10923 131800.00SH DEFINED 01 131800.00
NEXTLINK Communications, Inc. COM 65333h707 62 500.00 SH SOLE 500.00
3772 30500.00 SH DEFINED 01 30500.00
Nabisco Group Holdings Corp. COM 62952p102 498 41248.00 SH DEFINED 01 41248.00
Nec Corp. ADR COM 629050204 45 300.00 SH SOLE 300.00
238 1600.00 SH DEFINED 01 1600.00
Network Appliance, Inc. COM 64120l104 612 7400.00 SH SOLE 7400.00
3145 38000.00 SH DEFINED 01 38000.00
News Corp Ltd ADR COM 652487703 73 1300.00 SH SOLE 1300.00
343 6100.00 SH DEFINED 01 6100.00
Nextel Communications, Inc. COM 65332v103 904 6100.00 SH SOLE 6100.00
3365 22700.00 SH DEFINED 01 22700.00
Nippon Telegraph & Telephone C COM 654624105 260 3300.00 SH SOLE 3300.00
1261 16000.00 SH DEFINED 01 16000.00
Nokia Oyj ADR COM 654902204 133 600.00 SH SOLE 600.00
666 3000.00 SH DEFINED 01 3000.00
Novartis ADR COM 66987v109 144 2100.00 SH SOLE 2100.00
759 11100.00 SH DEFINED 01 11100.00
Novell Inc. COM 670006105 846 29550.00 SH SOLE 29550.00
17816 622400.00SH DEFINED 01 622400.00
Oracle Corp. COM 68389x105 500 6400.00 SH SOLE 6400.00
3708 47500.00 SH DEFINED 01 47500.00
PMC-Sierra, Inc. COM 69344f106 61 300.00 SH SOLE 300.00
4481 22000.00 SH DEFINED 01 22000.00
PNC Financial Services Group COM 693475105 617 13700.00 SH SOLE 13700.00
10319 229000.00SH DEFINED 01 229000.00
Peregrine Systems, Inc. COM 71366q101 60 900.00 SH SOLE 900.00
4158 62000.00 SH DEFINED 01 62000.00
Pfizer, Inc. COM 717081103 2000 54700.00 SH SOLE 54700.00
14435 394800.00SH DEFINED 01 394800.00
Phelps Dodge Corp COM 717265102 181 3815.00 SH SOLE 3815.00
1649 34800.00 SH DEFINED 01 34800.00
Philip Morris Cos., Inc. COM 718154107 2 101.00 SH SOLE 101.00
2271 107500.00SH DEFINED 01 107500.00
Praxair, Inc. COM 74005P104 631 15150.00 SH SOLE 15150.00
11293 271300.00SH DEFINED 01 271300.00
Procter & Gamble, Inc. COM 742718109 1672 29600.00 SH SOLE 29600.00
15611 276300.00SH DEFINED 01 276300.00
QLogic Corp COM 747277101 54 400.00 SH SOLE 400.00
3821 28200.00 SH DEFINED 01 28200.00
RJ Reynolds Tobacco Holdings, COM 76182k105 1709 100549.00SH DEFINED 01 100549.00
Royal Dutch Petroleum Co. ADR COM 780257804 497 8600.00 SH SOLE 8600.00
18870 326400.00SH DEFINED 01 326400.00
SBC Communications Inc. COM 78387G103 708 16800.00 SH SOLE 16800.00
Safeway Inc. COM 786514208 873 19300.00 SH SOLE 19300.00
14444 319200.00SH DEFINED 01 319200.00
Schering Plough Co. COM 806605101 1877 50550.00 SH SOLE 50550.00
12377 333400.00SH DEFINED 01 333400.00
Schlumberger Ltd. COM 806857108 107 1400.00 SH SOLE 1400.00
2494 32600.00 SH DEFINED 01 32600.00
Siemens AG ADR COM 826197402 72 500.00 SH SOLE 500.00
360 2500.00 SH DEFINED 01 2500.00
Smithfield Foods Inc COM 832248108 1624 81200.00 SH DEFINED 01 81200.00
Smithkline Beecham PLC ADR COM 832378301 53 800.00 SH SOLE 800.00
258 3900.00 SH DEFINED 01 3900.00
Solectron Corp. COM 834182107 1248 31100.00 SH SOLE 31100.00
10998 274100.00SH DEFINED 01 274100.00
Sony Corp. ADR COM 835699307 112 400.00 SH SOLE 400.00
588 2100.00 SH DEFINED 01 2100.00
Sun Microsystems COM 866810104 3355 35800.00 SH SOLE 35800.00
18281 195100.00SH DEFINED 01 195100.00
Telecom Italia SPA ADR COM 87927w106 61 400.00 SH SOLE 400.00
274 1800.00 SH DEFINED 01 1800.00
Telefonica SA ADR COM 879382208 40 536.00 SH SOLE 536.00
196 2633.32 SH DEFINED 01 2633.32
Texaco COM 881694103 43 800.00 SH SOLE 800.00
7869 146400.00SH DEFINED 01 146400.00
Tidewater Inc. COM 886423102 207 6500.00 SH SOLE 6500.00
4676 147000.00SH DEFINED 01 147000.00
Total Fina Elf ADR COM 89151e109 96 1300.00 SH SOLE 1300.00
449 6100.00 SH DEFINED 01 6100.00
Toyota Motor Corp. ADR COM 892331307 198 1900.00 SH SOLE 1900.00
988 9500.00 SH DEFINED 01 9500.00
Toys "R" Us COM 892335100 124 8400.00 SH SOLE 8400.00
351 23700.00 SH DEFINED 01 23700.00
Tyco International Ltd. COM 902124106 762 15200.00 SH SOLE 15200.00
13103 261400.00SH DEFINED 01 261400.00
U S West, Inc. COM 91273h101 1319 18168.00 SH SOLE 18168.00
28121 387212.00SH DEFINED 01 387212.00
U.S. Bancorp COM 902973106 520 23750.00 SH SOLE 23750.00
10343 472800.00SH DEFINED 01 472800.00
US Freightways Corp. COM 916906100 401 10700.00 SH SOLE 10700.00
8244 220200.00SH DEFINED 01 220200.00
UST, Inc. COM 902911106 145 9300.00 SH SOLE 9300.00
1058 67700.00 SH DEFINED 01 67700.00
USX-U.S. Steel Corporation COM 90337T101 313 12500.00 SH SOLE 12500.00
8313 332500.00SH DEFINED 01 332500.00
Union Pacific Resources Group, COM 907834105 102 7020.00 SH SOLE 7020.00
1565 107901.00SH DEFINED 01 107901.00
Universal Foods COM 913538104 468 21900.00 SH SOLE 21900.00
13195 617300.00SH DEFINED 01 617300.00
Unocal Corp. COM 915289102 543 18250.00 SH SOLE 18250.00
6750 226900.00SH DEFINED 01 226900.00
UtiliCorp United, Inc. COM 918005109 322 17800.00 SH SOLE 17800.00
3793 210000.00SH DEFINED 01 210000.00
Veritas Software Corp COM 923436109 4313 32925.00 SH SOLE 32925.00
53848 411050.00SH DEFINED 01 411050.00
Vitesse Semiconductor Corp. COM 928497106 67 700.00 SH SOLE 700.00
4293 44600.00 SH DEFINED 01 44600.00
Vodafone AirTouch PLC ADR COM 92857t107 117 2100.00 SH SOLE 2100.00
578 10400.00 SH DEFINED 01 10400.00
Wal-Mart COM 931142103 2020 35750.00 SH SOLE 35750.00
26736 473200.00SH DEFINED 01 473200.00
Warner-Lambert COM 934488107 190 1950.00 SH SOLE 1950.00
9554 97800.00 SH DEFINED 01 97800.00
Watson Pharmaceuticals, Inc. COM 942683103 631 15900.00 SH SOLE 15900.00
11351 286000.00SH DEFINED 01 286000.00
Wells Fargo Co. COM 949746101 1514 37150.00 SH SOLE 37150.00
18452 452800.00SH DEFINED 01 452800.00
Whirlpool Corp. COM 963320106 3635 62000.00 SH DEFINED 01 62000.00
Xilinx, Inc. COM 983919101 571 6900.00 SH SOLE 6900.00
4000 48300.00 SH DEFINED 01 48300.00
York International COM 986670107 351 15000.00 SH DEFINED 01 15000.00
Ziplink, Inc. COM 989741103 300 20000.00 SH DEFINED 01 20000.00
</TABLE>
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