-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, BimYJAv0BEAccoN/e2DRb8BTJC17A9RIE5DBjwlHyUK5dEb1iqfzFm0LDwjD5iob MUKPQzaO0VooCApmJXwYlQ== 0001068800-00-000179.txt : 20000512 0001068800-00-000179.hdr.sgml : 20000512 ACCESSION NUMBER: 0001068800-00-000179 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20000331 FILED AS OF DATE: 20000511 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CONNING CORP CENTRAL INDEX KEY: 0000801051 STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282] IRS NUMBER: 431719355 STATE OF INCORPORATION: MO FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-04513 FILM NUMBER: 625688 BUSINESS ADDRESS: STREET 1: 700 MARKET ST CITY: ST LOUIS STATE: MO ZIP: 63101 BUSINESS PHONE: 3144440498 MAIL ADDRESS: STREET 1: CONNING CORP STREET 2: 700 MARKET ST CITY: ST LOUIS STATE: MO ZIP: 63101 13F-HR 1 FORM 13F REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2000 ---------------------- Check here if Amendment [ ]; Amendment Number: ______________ This Amendment (Check only one,): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Conning Asset Management Company ------------------------------------------- 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 ------------------------------------------- Phone: (314) 444-4306 ------------------------------------------- Signature, Place, and Date of Signing: /S/ Jill Kacich St. Louis, Missouri 3/11/00 - ------------------------- --------------------------- --------------- [Signature] [City, State] [Date] Report Type (Check only one.): [ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 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).) UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 717 Form 13F Information Table Value Total: $2,435,148 FORM 13F Holdings as of 03/31/2000 (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 - ----------------------------------------------------------------------------------------------------------------------------------- ADC TELECOMMUNICATIONS COM 000886101 2,333 43,300 SH X 43,300 ACM GOVERNMENT INCOME FUND COM 000912105 1,703 237,000 SH X 237,000 AFLAC INC COM 001055102 1,759 38,600 SH X 38,600 AES CORP COM 00130H105 2,552 32,400 SH X 32,400 AMR CORP COM 001765106 3,318 104,093 SH X 104,093 AT&T CORP COM 001957109 32,198 572,291 SH X 572,291 AXA FINANCIAL SERVICES INC COM 002451102 1,761 49,076 SH X 49,076 ABBOTT LABORATORIES COM 002824100 10,871 308,960 SH X 308,960 ACCEPTANCE INSURANCE CO COM 004308102 136 24,928 SH X 24,928 ACME ELECTRIC CORP COM 004644100 71 12,000 SH X 12,000 ADAPTEC INC COM 00651F108 409 10,600 SH X 10,600 ADOBE SYSTEMS INC COM 00724F101 5,209 46,800 SH X 46,800 ADVEST GROUP COM 007566102 395 20,800 SH X 20,800 AEROFLEX COM 007768104 1,415 28,585 SH X 28,585 ADVANCED MICRO DEVICES INC COM 007903107 1,193 20,900 SH X 20,900 AETNA INC. COM 008117103 1,655 29,752 SH X 29,752 AFFILIATED MANAGERS GROUP COM 008252108 241 5,080 SH X 5,080 AIR PRODUCTS & CHEMICALS INC COM 009158106 1,002 35,244 SH X 35,244 ALBERTSONS INC COM 013104104 1,935 62,448 SH X 62,448 ALCAN ALUMINIUM LTD COM 013716105 1,437 42,359 SH X 42,359 ALCOA INC COM 013817101 4,027 57,326 SH X 57,326 ALLEGHENY TECHNOLOGIES INC COM 01741R102 425 21,168 SH X 21,168 ALLERGAN INC COM 018490102 1,015 20,300 SH X 20,300 ALLIED PRODUCTS CORP COM 019411107 99 32,950 SH X 32,950 ALLIED WASTE INDUSTRIES INC COM 019589308 134 20,400 SH X 20,400 ALLSTATE INSURANCE COM 020002101 3,397 142,654 SH X 142,654 ALLTEL COM 020039103 5,028 79,620 SH X 79,620 ALZA CORP COM 022615108 815 21,700 SH X 21,700 AMERADA HESS CORP COM 023551104 860 13,300 SH X 13,300 AMEREN CORP COM 023608102 1,254 40,545 SH X 40,545 AMERICA ONLINE INC COM 02364J104 23,444 348,500 SH X 348,500 AMERICAN ELECTRIC POWER CO INC COM 025537101 935 31,363 SH X 31,363 AMERICAN EXPRESS CO COM 025816109 10,794 72,472 SH X 72,472 AMERICAN GENERAL CORP COM 026351106 6,603 117,642 SH X 117,642 AMERICAN HOME PRODUCTS CORP COM 026609107 10,921 203,600 SH X 203,600 AMERICAN INTERNATIONAL GROUP COM 026874107 32,085 293,011 SH X 293,011 AMERICAN STATES WATER COMPANY COM 029899101 893 30,000 SH X 30,000 AMERON INTERNATIONAL COM 030710107 349 9,800 SH X 9,800 AMGEN COM 031162100 10,659 173,676 SH X 173,676 AMPCO-PITTSBURGH CORP COM 032037103 244 22,400 SH X 22,400 AMREP CORP COM 032159105 100 16,900 SH X 16,900 AMSOUTH BANCORPORATION COM 032165102 735 49,200 SH X 49,200 ANADARKO PETROLEUM CO COM 032511107 1,029 26,600 SH X 26,600 ANALOG DEVICES COM 032654105 3,834 47,600 SH X 47,600 ANHEUSER-BUSCH COS INC COM 035229103 4,764 76,538 SH X 76,538 AON CORP COM 037389103 1,176 36,479 SH X 36,479 APACHE COM 037411105 865 17,385 SH X 17,385 APACHE CORP PFD 037411600 315 7,000 SH X 7,000 APPLE COMPUTER INC COM 037833100 3,545 26,100 SH X 26,100 APPLIED MAGNETICS CORP COM 038213104 3 52,085 SH X 52,085 APPLIED MATERIALS INC COM 038222105 12,293 130,432 SH X 130,432 ARCHER-DANIELS-MIDLAND CO COM 039483102 886 85,459 SH X 85,459 ARROW FINANCIAL CORP COM 042744102 581 31,858 SH X 31,858 ASHLAND INC COM 044204105 545 16,350 SH X 16,350 ASSOCIATES FIRST CAPITAL CORP COM 046008108 3,731 174,123 SH X 174,123 ATLANTA SOSNOFF CAPITAL COM 046499109 185 20,300 SH X 20,300 ATLANTIC RICHFIELD CO COM 048825103 6,483 76,275 SH X 76,275 AUTODESK INC COM 052769106 550 12,085 SH X 12,085 AUTOMATIC DATA PROCESSING INC COM 053015103 6,358 131,780 SH X 131,780 AUTOZONE INC COM 053332102 719 25,900 SH X 25,900 AVERY DENNISON CORP COM 053611109 1,093 17,900 SH X 17,900 AVIALL INC COM 05366B102 398 47,200 SH X 47,200 AVON PRODUCTS INC COM 054303102 1,067 36,700 SH X 36,700 BB&T CORP COM 054937107 1,356 48,306 SH X 48,306 BP AMOCO PLC ADR COM 055622104 944 17,730 SH X 17,730 BRE PROPERTIES INC COM 05564E106 291 11,290 SH X 11,290 BMC SOFTWARE INC COM 055921100 1,748 35,400 SH X 35,400 BAIRNCO CORP COM 057097107 166 24,000 SH X 24,000 BAKER HUGHES INC COM 057224107 2,968 98,103 SH X 98,103 BANGOR HYDRO ELECTRIC COM 060077104 301 17,400 SH X 17,400 BANK OF AMERICA CORP COM 060505104 18,488 352,567 SH X 352,567 BANK OF NEW YORK COM 064057102 5,783 139,148 SH X 139,148 BANK ONE CORP COM 06423A103 6,706 194,941 SH X 194,941 BARD CR INC COM 067383109 348 9,000 SH X 9,000 BARCLAYS BANK PLC ADR PFD 06738C836 229 10,000 SH X 10,000 BARRICK GOLD CORP COM 067901108 853 54,400 SH X 54,400 BAUSCH & LOMB INC COM 071707103 934 17,900 SH X 17,900 BAXTER INTERNATIONAL COM 071813109 6,505 103,777 SH X 103,777 BEAR STEARNS COMPANIES INC COM 073902108 1,105 24,213 SH X 24,213 BEAZER HOMES USA INC COM 07556Q105 424 22,600 SH X 22,600 BECKMAN INSTRUMENTS COM 075811109 1,477 23,010 SH X 23,010 BECTON DICKINSON & CO COM 075887109 991 37,672 SH X 37,672 BED BATH & BEYOND INC COM 075896100 591 15,000 SH X 15,000 BELL ATLANTIC CORP COM 077853109 16,692 273,082 SH X 273,082 BELL INDUSTRIES INC COM 078107109 65 20,512 SH X 20,512 BELLSOUTH CORP COM 079860102 15,348 326,740 SH X 326,740 BEMIS CO INC COM 081437105 258 7,000 SH X 7,000 BERKSHIRE HATHAWAY INC CL B COM 084670207 209 115 SH X 115 BERLITZ INTERNATIONAL COM 08520F100 276 24,100 SH X 24,100 BEST BUY INC COM 086516101 2,528 29,400 SH X 29,400 BESTFOODS COM 08658U101 2,381 50,864 SH X 50,864 BETHLEHEM STEEL CORP COM 087509105 79 13,200 SH X 13,200 BIOGEN INC COM 090597105 2,068 29,600 SH X 29,600 BIOMET INC COM 090613100 627 17,248 SH X 17,248 BLACK & DECKER COM 091797100 522 13,900 SH X 13,900 H & R BLOCK INC COM 093671105 676 15,100 SH X 15,100 BLUEGREEN CORP COM 096231105 148 47,448 SH X 47,448 BOEING COMPANY COM 097023105 7,311 192,786 SH X 192,786 BOISE CASCADE CORP COM 097383103 225 6,466 SH X 6,466 BOSTON SCIENTIFIC CORP COM 101137107 1,290 60,506 SH X 60,506 BOULDER TOTAL RETURN FUND COM 101541100 191 20,000 SH X 20,000 BOWATER INC COM 102183100 351 6,570 SH X 6,570 BRISTOL-MYERS SQUIBB CO COM 110122108 22,350 386,672 SH X 386,672 BROOKE GROUP LTD COM 112525100 542 44,435 SH X 44,435 BROWN & SHARPE MFG CO COM 115223109 20 10,400 SH X 10,400 BROWN FORMAN CORP 'B' COM 115637209 544 10,000 SH X 10,000 BROWN SHOE COMPANY INC COM 115736100 522 43,499 SH X 43,499 BRUNSWICK CORP COM 117043109 474 25,010 SH X 25,010 BURLINGTON NORTHERN SANTA FE COM 12189T104 1,929 86,751 SH X 86,751 BURLINGTON RESOURCES COM 122014103 1,189 32,132 SH X 32,132 BUSH INDUSTRIES COM 123164105 314 22,650 SH X 22,650 CBS CORP COM 12490K107 6,703 118,371 SH X 118,371 CIGNA CORP COM 125509109 2,263 29,881 SH X 29,881 CKE RESTAURANTS INC COM 12561E105 510 79,927 SH X 79,927 CK WITCO CORPORATION COM 12562C108 349 34,300 SH X 34,300 CMS ENERGY CORP COM 125896100 245 13,500 SH X 13,500 CSG SYSTEMS INTERNATIONAL COM 126349109 5,462 111,890 SH X 111,890 CSX CORP COM 126408103 722 30,703 SH X 30,703 CTS CORP COM 126501105 4,315 75,704 SH X 75,704 CVS CORP COM 126650100 5,162 137,428 SH X 137,428 CABLETRON SYSTEMS COM 126920107 701 23,900 SH X 23,900 CALIFORNIA WATER SERVICE GRP COM 130788102 310 13,600 SH X 13,600 CAMPBELL SOUP CO COM 134429109 2,280 74,147 SH X 74,147 CAPITAL ONE FINANCIAL CORP COM 14040H105 1,304 27,200 SH X 27,200 CARDINAL HEALTH INC COM 14149Y108 2,065 45,021 SH X 45,021 CARNIVAL CORP COM 143658102 3,306 133,250 SH X 133,250 CAROLINA POWER & LIGHT CO COM 144141108 753 23,200 SH X 23,200 CASCADE NATURAL GAS CORP COM 147339105 350 21,700 SH X 21,700 CATERPILLAR INC COM 149123101 2,559 64,900 SH X 64,900 CAVALIER HOMES INC COM 149507105 77 26,612 SH X 26,612 CENDANT CORP COM 151313103 2,115 114,322 SH X 114,322 CENTRAL & SOUTH WEST CORP COM 152357109 512 29,988 SH X 29,988 CENTRAL VERMONT PUBLIC SERVICE COM 155771108 293 28,100 SH X 28,100 CENTURY TEL INC COM 156700106 587 15,800 SH X 15,800 CERIDIAN CORP COM 15677T106 533 27,800 SH X 27,800 CHAMPION INTERNATIONAL COM 158525105 900 16,900 SH X 16,900 CHART HOUSE ENTERPRISES COM 160902102 99 19,000 SH X 19,000 CHART INDUSTRIES COM 16115Q100 168 52,825 SH X 52,825 CHASE INDUSTRIES INC COM 161568100 307 35,100 SH X 35,100 CHASE MANHATTAN CORP COM 16161A108 19,528 223,978 SH X 223,978 CHEVRON CORP COM 166751107 10,167 109,990 SH X 109,990 CHIC BY HIS INC COM 167113109 8 22,300 SH X 22,300 CHUBB CORP COM 171232101 1,770 26,201 SH X 26,201 CHYRON CORP COM 171605207 664 59,700 SH X 59,700 CINCINNATI FINANCIAL CORP COM 172062101 895 23,787 SH X 23,787 CINERGY CORP COM 172474108 726 33,777 SH X 33,777 CIRCUIT CITY STORES INC COM 172737108 6,641 109,100 SH X 109,100 CISCO SYSTEMS INC COM 17275R102 89,604 1,158,994 SH X 1,158,994 CITIGROUP INC. COM 172967101 40,621 683,557 SH X 683,557 CITRIX SYSTEMS INC COM 177376100 1,583 23,900 SH X 23,900 CLEAR CHANNEL COMMUNICATIONS COM 184502102 3,646 52,800 SH X 52,800 CLOROX CO COM 189054109 1,072 32,944 SH X 32,944 COACHMEN INDUSTRIES INC COM 189873102 497 36,000 SH X 36,000 COASTAL CORP COM 190441105 1,427 31,026 SH X 31,026 COASTCAST COM 19057T108 370 21,600 SH X 21,600 COCA COLA COM 191216100 22,708 483,804 SH X 483,804 COCA-COLA ENTERPRISES COM 191219104 1,548 71,800 SH X 71,800 COLE NATIONAL CORP COM 193290103 191 23,500 SH X 23,500 KENNETH COLE PRODUCTIONS-A COM 193294105 1,855 47,250 SH X 47,250 COLGATE PALMOLIVE COM 194162103 6,595 116,990 SH X 116,990 COLUMBIA ENERGY GROUP COM 197648108 657 11,094 SH X 11,094 COLUMBIA HCA/HEALTHCARE COM 197677107 2,281 90,118 SH X 90,118 COMCAST CORP COM 200300200 9,261 213,512 SH X 213,512 COMERICA INC COM 200340107 1,052 25,123 SH X 25,123 COMPAQ COMPUTER CORP COM 204493100 11,550 432,082 SH X 432,082 COMPUTER ASSOC INTL COM 204912109 5,511 93,119 SH X 93,119 COMPUTER SCIENCES COM 205363104 2,013 25,444 SH X 25,444 COMPUTER TASK GROUP COM 205477102 546 49,600 SH X 49,600 COMPUWARE CORP COM 205638109 1,097 52,100 SH X 52,100 COMVERSE TECHNOLOGY INC COM 205862402 1,550 8,200 SH X 8,200 CONAGRA INC COM 205887102 3,347 184,680 SH X 184,680 CONECTIV INC COM 206829103 210 12,000 SH X 12,000 CONEXANT SYSTEMS INC COM 207142100 1,747 24,600 SH X 24,600 CONOCO INC CL B COM 208251405 2,645 103,211 SH X 103,211 CONSECO INC COM 208464107 689 60,245 SH X 60,245 CONSOLIDATED EDISON INC COM 209115104 978 33,690 SH X 33,690 CONSOLIDATED STORES CORPORATION COM 210149100 145 12,725 SH X 12,725 CONSTELLATION ENERGY GROUP INC COM 210371100 956 30,000 SH X 30,000 CONTINENTAL AIRLINES COM 210795209 1,226 29,900 SH X 29,900 CONVERSE INC COM 212540108 36 38,200 SH X 38,200 COOKER RESTAURANT CORP COM 216284208 45 17,100 SH X 17,100 COOPER CO INC COM 216648402 898 27,900 SH X 27,900 COOPER INDUSTRIES INC COM 216669101 849 24,267 SH X 24,267 COOPER TIRE & RUBBER COM 216831107 324 25,770 SH X 25,770 ADOLPH COORS COM 217016104 220 4,600 SH X 4,600 CORNING INC COM 219350105 8,014 41,310 SH X 41,310 CORRPRO COMPANIES INC COM 220317101 106 23,000 SH X 23,000 COSTCO WHOLESALE CORPORATION COM 22160K105 9,241 175,814 SH X 175,814 COUNTRYWIDE CREDIT COM 222372104 621 22,800 SH X 22,800 COX COMMUNICATIONS INC COM 224044107 446 9,200 SH X 9,200 CROSS TIMBERS ROYALTY TRUST COM 22757R109 140 13,900 SH X 13,900 CROWN CORK & SEAL COM 228255105 603 37,700 SH X 37,700 CROWN CRAFTS INC COM 228309100 26 19,600 SH X 19,600 CUMMINS ENGINE COM 231021106 233 6,200 SH X 6,200 CYBERIAN OUTPOST INC COM 231914102 128 15,000 SH X 15,000 DTE ENERGY CO COM 233331107 706 24,300 SH X 24,300 DVI COM 233343102 232 16,300 SH X 16,300 DALLAS SEMICONDUCTOR CORP COM 235204104 236 6,706 SH X 6,706 DANA CORP COM 235811106 1,235 43,810 SH X 43,810 DANAHER CORPORATION COM 235851102 1,097 21,501 SH X 21,501 DARDEN RESTAURANTS COM 237194105 276 15,500 SH X 15,500 DEERE & CO COM 244199105 1,413 37,194 SH X 37,194 DELL COMPUTERS COM 247025109 23,468 435,100 SH X 435,100 DELPHI AUTOMOTIVE SYSTEMS COM 247126105 2,799 174,916 SH X 174,916 DELTA AIR LINES INC COM 247361108 1,019 19,144 SH X 19,144 DELUXE CORP COM 248019101 493 18,600 SH X 18,600 DIAMOND OFFSHORE DRILLING INC COM 25271C102 5,090 127,440 SH X 127,440 DILLARD'S INC COM 254067101 455 27,700 SH X 27,700 THE WALT DISNEY COMPANY COM 254687106 17,173 415,200 SH X 415,200 DOLLAR GENERAL COM 256669102 894 33,249 SH X 33,249 DOMINION RESOURCES COM 25746U109 1,407 36,612 SH X 36,612 DONALDSON LUFKIN & JEN COM 257661108 1,423 27,500 SH X 27,500 R R DONNELLEY & SONS CO COM 257867101 588 28,107 SH X 28,107 DOVER CORP COM 260003108 1,403 29,308 SH X 29,308 DOW CHEMICAL COM 260543103 4,165 36,531 SH X 36,531 DOW JONES & CO COM 260561105 1,001 13,944 SH X 13,944 DUPONT (E.I.) DE NEMOURS COM 263534109 9,336 176,524 SH X 176,524 DUFF & PHELPS UTILITIES COM 264324104 881 100,000 SH X 100,000 DUFF & PHELPS CREDIT RATING COM 26432F109 1,376 13,800 SH X 13,800 DUKE ENERGY CORP COM 264399106 3,051 58,105 SH X 58,105 DUN & BRADSTREET CORP (NEW) COM 26483B106 793 27,696 SH X 27,696 DYCOM INDUSTRIES COM 267475101 2,296 47,100 SH X 47,100 DYERSBURG CORP COM 267575108 26 32,300 SH X 32,300 ECC INTERNATIONAL COM 268255106 48 13,325 SH X 13,325 E4L INC COM 268452109 73 34,300 SH X 34,300 EMC CORP/MASS COM 268648102 24,850 198,644 SH X 198,644 ESCO ELECTRONICS CORP COM 269030102 432 25,800 SH X 25,800 E'TOWN CORPORATION COM 269242103 519 8,200 SH X 8,200 THE EARTHGRAINS CO COM 270319106 206 13,859 SH X 13,859 EASTERN ENTERPRISES COM 27637F100 419 7,000 SH X 7,000 EASTMAN CHEMICAL COM 277432100 719 15,804 SH X 15,804 EASTMAN KODAK CO COM 277461109 5,931 109,210 SH X 109,210 EATON CORP COM 278058102 2,605 33,400 SH X 33,400 ECOLAB, INC COM 278865100 2,084 56,800 SH X 56,800 EDISON INTERNATIONAL COM 281020107 913 55,106 SH X 55,106 EDO CORP COM 281347104 92 13,500 SH X 13,500 EINSTEIN/NOAH BAGEL CORP COM 282577105 3 10,000 SH X 10,000 EL PASO ENERGY CORP COM 283905107 1,473 36,478 SH X 36,478 ELCOR CORP COM 284443108 1,643 47,625 SH X 47,625 ELECTRONIC DATA SYSTEMS CORP COM 285661104 5,167 80,500 SH X 80,500 EMERSON ELECTRIC CO COM 291011104 3,743 70,747 SH X 70,747 ENGELHARD CORP COM 292845104 241 15,950 SH X 15,950 ENHANCE FINANCIAL SERVICES GROUP COM 293310108 196 13,894 SH X 13,894 ENRON CORP COM 293561106 8,721 116,470 SH X 116,470 ENTERGY CORP COM 29364G103 794 39,347 SH X 39,347 ENTRADE INC COM 29382L100 503 16,300 SH X 16,300 EQUIFAX INC COM 294429105 852 33,725 SH X 33,725 ESTERLINE TECHNOLOGIES CORP COM 297425100 407 31,300 SH X 31,300 ETHAN ALLEN INTERIORS COM 297602104 226 9,049 SH X 9,049 EXPEDITORS INTERNATIONAL OF WA COM 302130109 315 7,931 SH X 7,931 EXPRESS SCRIPTS INC COM 302182100 370 8,800 SH X 8,800 EXXON MOBIL CORP COM 30231G102 46,962 603,364 SH X 603,364 FMC CORP COM 302491303 201 3,563 SH X 3,563 FPL GROUP INC COM 302571104 2,892 62,783 SH X 62,783 FAIRCHILD CORP COM 303698104 310 45,474 SH X 45,474 FAMILY DOLLAR STORES COM 307000109 3,392 163,000 SH X 163,000 FANSTEEL INC COM 307260109 41 11,700 SH X 11,700 FEDERAL HOME LOAN MORTGAGE CORP COM 313400301 7,657 173,286 SH X 173,286 FNMA COM 313586109 9,408 166,657 SH X 166,657 FEDERATED DEPARTMENT STORES COM 31410H101 1,286 30,763 SH X 30,763 FEDEX CORPORATION COM 31428X106 3,076 79,080 SH X 79,080 FIDELITY NATIONAL FINANCIAL INC COM 316326107 657 47,573 SH X 47,573 FIFTH THIRD BANC COM 316773100 2,969 47,131 SH X 47,131 FIRST DATA CORP COM 319963104 3,066 69,247 SH X 69,247 FIRST REPUBLIC BANK COM 336158100 364 18,360 SH X 18,360 FIRST UNION CORP (NC) COM 337358105 6,864 184,271 SH X 184,271 FIRSTAR CORPORATION COM 33763V109 3,946 172,034 SH X 172,034 FIRSTFED FINANCIAL COM 337907109 670 50,600 SH X 50,600 FIRSTENERGY CORP COM 337932107 749 36,306 SH X 36,306 FLEET BOSTON FINANCIAL CORP COM 339030108 7,882 215,939 SH X 215,939 FLORIDA PROGRESS CORP COM 341109106 440 9,600 SH X 9,600 FLUOR CORP COM 343861100 329 10,600 SH X 10,600 FORD MOTOR COMPANY COM 345370100 11,199 243,779 SH X 243,779 FORD MOTOR COMPANY PFD 345370407 788 30,000 SH X 30,000 FORT JAMES CORP COM 347471104 800 36,379 SH X 36,379 FORTUNE BRANDS INC COM 349631101 637 25,495 SH X 25,495 FOSTER WHEELER CORP COM 350244109 354 52,500 SH X 52,500 FRANKLIN RESOURCES INC COM 354613101 1,197 35,800 SH X 35,800 FREEPORT MCMORAN COM 35671D857 250 20,700 SH X 20,700 FRONTIER OIL CORP COM 35914P105 475 63,300 SH X 63,300 GPU INC COM 36225X100 714 26,100 SH X 26,100 GTE CORP COM 362320103 11,899 167,585 SH X 167,585 GALEY & LORD INC COM 36352K103 55 28,200 SH X 28,200 GANNETT CO INC COM 364730101 3,073 43,670 SH X 43,670 GAP INC COM 364760108 6,600 132,492 SH X 132,492 GATEWAY INC COM 367626108 2,852 53,800 SH X 53,800 GENERAL DYNAMICS CORP COM 369550108 1,423 28,600 SH X 28,600 GENERAL ELECTRIC CO COM 369604103 91,034 586,329 SH X 586,329 GENERAL MILLS INC COM 370334104 1,770 48,900 SH X 48,900 GENERAL MOTORS CORP COM 370442105 9,182 110,882 SH X 110,882 GENESCO INC COM 371532102 767 58,400 SH X 58,400 GENONE THERAPEUTICS CORP COM 372430108 702 29,800 SH X 29,800 GENRAD INC COM 372447102 575 46,500 SH X 46,500 GENUINE PARTS CO COM 372460105 736 30,825 SH X 30,825 GEORGIA-PACIFIC CORP COM 373298108 1,104 27,900 SH X 27,900 GETTY REALTY CORP COM 374297109 326 29,000 SH X 29,000 GIANT GROUP LTD COM 374503100 20 11,850 SH X 11,850 GIANT INDUSTRIES COM 374508109 257 28,600 SH X 28,600 GILLETTE COMPANY COM 375766102 7,042 186,862 SH X 186,862 GLEASON CORP COM 377339106 576 25,100 SH X 25,100 GLENBOROUGH REALTY TRUST COM 37803P105 363 25,000 SH X 25,000 GOLDEN STATE BANCORP COM 381197102 672 45,000 SH X 45,000 GOLDEN WEST FINANCIAL COM 381317106 943 30,246 SH X 30,246 B F GOODRICH COM 382388106 717 25,000 SH X 25,000 GOODYEAR TIRE & RUBBER CO COM 382550101 499 21,426 SH X 21,426 GOTTSCHALKS INC COM 383485109 77 14,700 SH X 14,700 W W GRAINGER INC COM 384802104 792 14,606 SH X 14,606 GREAT LAKES CHEMICAL CORP COM 390568103 333 9,781 SH X 9,781 GREEN MOUNTAIN POWER CORP COM 393154109 72 10,700 SH X 10,700 GRUBB & ELLIS CO COM 400095204 111 19,700 SH X 19,700 GUIDANT CORP COM 401698105 2,841 48,300 SH X 48,300 HS RESOURCES INC COM 404297103 560 26,500 SH X 26,500 HALLIBURTON CO COM 406216101 5,362 130,744 SH X 130,744 JOHN Q HAMMONS HOTELS COM 408623106 67 15,200 SH X 15,200 HARCOURT GENERAL INC COM 41163G101 468 12,567 SH X 12,567 HARLEY DAVIDSON INC COM 412822108 1,397 17,600 SH X 17,600 HARRAHS ENTERTAINMENT, INC COM 413619107 291 15,700 SH X 15,700 HARTFORD FINANCIAL SERVICES GROUP COM 416515104 2,078 39,400 SH X 39,400 HASBRO INC COM 418056107 722 43,700 SH X 43,700 HEALTHSOUTH CORP COM 421924101 343 61,472 SH X 61,472 H J HEINZ CO COM 423074103 2,713 77,795 SH X 77,795 HERCULES INC COM 427056106 246 15,263 SH X 15,263 HERSHEY FOODS CORP 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500255104 2,604 25,400 SH X 25,400 KOLLMORGEN CORP COM 500440102 312 22,700 SH X 22,700 PHILIPS ELECTRONICS COM 500472204 3,058 17,848 SH X 17,848 KROGER CO COM 501044101 6,608 376,265 SH X 376,265 LG&E ENERGY CORP COM 501917108 497 21,710 SH X 21,710 LSI LOGIC CORP COM 502161102 3,486 48,000 SH X 48,000 LAMSON & SESSIONS CO COM 513696104 158 21,300 SH X 21,300 LEGGETT & PLATT COM 524660107 746 34,700 SH X 34,700 LEHMAN BROTHERS HOLDING INC COM 524908100 3,329 34,320 SH X 34,320 LENNAR CORP COM 526057104 241 11,105 SH X 11,105 LEXINGTON CORPORATE PPTYS TR COM 529043101 564 55,000 SH X 55,000 LEXMARK INTERNATIONAL GROUP COM 529771107 2,041 19,300 SH X 19,300 ELI LILLY & CO COM 532457108 14,615 232,317 SH X 232,317 LIMITED INC COM 532716107 1,375 32,648 SH X 32,648 LINCOLN NATIONAL CORP COM 534187109 1,116 33,326 SH X 33,326 LIZ CLAIBORNE INC COM 539320101 472 10,300 SH X 10,300 LOCKHEED MARTIN CORP COM 539830109 1,238 60,558 SH X 60,558 LOEWS CORP COM 540424108 847 16,940 SH X 16,940 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COM 635405103 3,116 151,056 SH X 151,056 NATIONAL DISCOUNT BROKERS GROUP COM 635646102 1,511 30,600 SH X 30,600 NATIONAL SEMICONDUCTOR CORP COM 637640103 1,328 21,900 SH X 21,900 NAVISTAR INTL CORP COM 63934E108 329 8,200 SH X 8,200 NETWORK APPLIANCE INC COM 64120L104 3,318 40,100 SH X 40,100 NEW CENTURY ENERGIES INC COM 64352U103 956 31,800 SH X 31,800 NEW PLAN EXCEL REALITY TRUST COM 648053106 385 28,000 SH X 28,000 NEW YORK TIMES CO COM 650111107 1,105 25,726 SH X 25,726 NEWELL RUBBERMAID INC. 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ROWE PRICE ASSOC COM 741477103 1,244 31,500 SH X 31,500 PRIMEDIA INC COM 74157K101 610 19,060 SH X 19,060 PROCTOR & GAMBLE CO COM 742718109 12,715 225,866 SH X 225,866 PROGRESSIVE CORP COM 743315103 2,595 34,122 SH X 34,122 PROVIDIAN FINANCIAL CORP COM 74406A102 5,878 67,850 SH X 67,850 PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 1,421 47,971 SH X 47,971 PUERTO RICAN CEMENT CO INC COM 745075101 451 14,100 SH X 14,100 QMS INC COM 74726G102 96 24,900 SH X 24,900 Q.E.P. COMPANY INC COM 74727K102 198 23,000 SH X 23,000 QUAKER OATS CO COM 747402105 1,079 17,800 SH X 17,800 QUALCOMM INC COM 747525103 16,066 107,600 SH X 107,600 QUANTUM CORP - DLT & STORAGE COM 747906204 245 20,500 SH X 20,500 QUANTUM CORP - HARD DISK DRIVE COM 747906303 115 10,250 SH X 10,250 QUINTILES TRANSNATIONAL CORP COM 748767100 324 19,000 SH X 19,000 R & B FALCON CORP COM 74912E101 602 30,600 SH X 30,600 RLI CORP COM 749607107 762 22,737 SH X 22,737 RPC ENERGY SERVICES INC COM 749660106 604 64,000 SH X 64,000 RTI INTERNATIONAL METALS COM 74973W107 330 37,500 SH X 37,500 RADIAN GROUP COM 750236101 263 5,522 SH X 5,522 RALSTON PURINA CO COM 751277302 1,275 46,566 SH X 46,566 RAYTHEON CO COM 755111408 846 47,644 SH X 47,644 REGIONS FINANCIAL CORP COM 758940100 643 28,200 SH X 28,200 RELIANCE STEEL & ALUMINUM COM 759509102 1,315 58,750 SH X 58,750 RELIANT ENERGY INC COM 75952J108 1,388 59,106 SH X 59,106 REPUBLIC GROUP INC COM 760473108 305 28,329 SH X 28,329 RESPONSE USA INC COM 761235506 16 15,000 SH X 15,000 REX STORES CORP COM 761624105 562 22,000 SH X 22,000 REYNOLDS METALS CO COM 761763101 782 11,700 SH X 11,700 RITE AID CORP COM 767754104 211 38,218 SH X 38,218 ROBERTSON CECO CORP COM 770539203 371 37,800 SH X 37,800 ROCKWELL INTERNATIONAL CORP COM 773903109 1,179 28,194 SH X 28,194 ROHM & HAAS CO COM 775371107 1,574 35,281 SH X 35,281 ROWAN COMPANIES INC COM 779382100 274 9,300 SH X 9,300 ROWE FURNITURE CORP COM 779528108 227 39,470 SH X 39,470 ROYAL APPLIANCE MFG CO COM 780076105 280 56,800 SH X 56,800 ROYAL DUTCH PETROLEUM CO COM 780257804 20,526 356,313 SH X 356,313 RYDER SYSTEM INC COM 783549108 256 11,300 SH X 11,300 SBC COMMUNICATIONS INC COM 78387G103 24,692 587,539 SH X 587,539 SL INDUSTRIES INC COM 784413106 135 14,608 SH X 14,608 SLM HOLDING CORP COM 78442A109 1,913 57,440 SH X 57,440 SPS TECHNOLOGIES INC COM 784626103 829 27,166 SH X 27,166 S&P 500 DEPOSITORY RECEIPT COM 78462F103 3,759 25,000 SH X 25,000 SABRE HOLDINGS CORP COM 785905100 2,817 76,332 SH X 76,332 SAFECO CORP COM 786429100 725 27,281 SH X 27,281 SAFEWAY INC COM 786514208 5,846 129,200 SH X 129,200 ST JOSEPH LIGHT & POWER COM 790654107 388 19,100 SH X 19,100 ST JUDE MEDICAL INC COM 790849103 219 8,469 SH X 8,469 ST PAUL COMPANIES INC COM 792860108 1,187 34,790 SH X 34,790 SARA LEE CORP COM 803111103 6,313 350,698 SH X 350,698 SCANA CORPORATION COM 80589M102 248 10,096 SH X 10,096 SCHERING-PLOUGH CORP COM 806605101 8,432 229,164 SH X 229,164 SCHLUMBERGER LTD COM 806857108 6,664 87,111 SH X 87,111 SCHWAB (CHARLES) CORP COM 808513105 8,654 152,320 SH X 152,320 SCIENTIFIC ATLANTA COM 808655104 1,319 20,800 SH X 20,800 SEA CONTAINERS LTD - CLASS A COM 811371707 594 26,870 SH X 26,870 SEAGATE TECHNOLOGY INC COM 811804103 1,890 31,300 SH X 31,300 SEAGRAM CO LTD COM 811850106 3,990 67,066 SH X 67,066 SEALED AIR CORPORATION COM 81211K100 623 11,469 SH X 11,469 SEARS ROEBUCK & CO COM 812387108 2,452 79,666 SH X 79,666 SEMPRA ENERGY COM 816851109 497 29,682 SH X 29,682 SEQUA CORP COM 817320203 411 8,700 SH X 8,700 SHERWIN-WILLIAMS CO COM 824348106 962 43,766 SH X 43,766 SIEBEL SYSTEMS INC COM 826170102 1,266 10,600 SH X 10,600 SIGMA-ALDRICH COM 826552101 492 18,300 SH X 18,300 SILICON GRAPHICS COM 827056102 534 50,600 SH X 50,600 SIZZLER INTERNATIONAL INC COM 830139101 175 63,500 SH X 63,500 A O SMITH COM 831865209 328 18,249 SH X 18,249 SOLECTRON CORP COM 834182107 3,610 90,100 SH X 90,100 SOUTHERN CO COM 842587107 2,634 121,091 SH X 121,091 SOUTHTRUST CORP COM 844730101 577 22,700 SH X 22,700 SOUTHWEST AIRLINES COM 844741108 2,887 138,704 SH X 138,704 SOVEREIGN CAP TRUST II PFD 845905306 243 5,000 SH X 5,000 SPARTECH CORP COM 847220209 732 21,300 SH X 21,300 SPARTON COM 847235108 82 16,900 SH X 16,900 SPORT SUPPLY GROUP INC COM 848915104 96 16,000 SH X 16,000 SPRINT CORP COM 852061100 15,187 240,892 SH X 240,892 SPRINT PCS GROUP COM 852061506 9,805 150,034 SH X 150,034 STANDARD COMMERCIAL CORP COM 853258101 78 22,144 SH X 22,144 STANLEY WORKS COM 854616109 394 14,944 SH X 14,944 STAPLES INC COM 855030102 1,972 98,600 SH X 98,600 STARRETT LS COM 855668109 397 16,900 SH X 16,900 STATE STREET CORP COM 857477103 3,113 32,136 SH X 32,136 STERLING BANCORP COM 859158107 244 16,275 SH X 16,275 STEWART INFO SERVICES COM 860372101 478 30,200 SH X 30,200 STIFEL FINANCIAL COM 860630102 130 12,064 SH X 12,064 SUIZA FOODS CORP COM 865077101 226 5,625 SH X 5,625 SUMMIT BANCORP COM 866005101 627 23,900 SH X 23,900 SUN MICROSYSTEMS INC COM 866810104 22,841 243,764 SH X 243,764 SUNGARD DATA SYSTEMS INC COM 867363103 245 6,500 SH X 6,500 SUNOCO INC COM 86764P109 612 22,366 SH X 22,366 SUNTRUST BANKS INC COM 867914103 2,903 50,267 SH X 50,267 SUPERVALU INC COM 868536103 561 29,600 SH X 29,600 SWIFT ENERGY CO COM 870738101 321 17,977 SH X 17,977 SYMS CORP COM 871551107 164 41,100 SH X 41,100 SYNPOSYS INC COM 871607107 1,288 26,430 SH X 26,430 SYNOVUS FINANCIAL CORP COM 87161C105 682 36,150 SH X 36,150 SYSCO CORP COM 871829107 1,728 48,362 SH X 48,362 TCBY ENTERPRISES COM 872245105 340 59,200 SH X 59,200 TJX COMPANIES INC COM 872540109 5,842 263,320 SH X 263,320 TNP ENTERPRISES INC COM 872594106 1,157 26,400 SH X 26,400 TRW INC COM 872649108 1,305 22,300 SH X 22,300 TANDY CORP COM 875382103 3,815 75,176 SH X 75,176 TANDYCRAFTS INC COM 875386104 66 22,900 SH X 22,900 TARGET CORP COM 87612E106 5,173 69,206 SH X 69,206 TECH-SYM COM 878308105 283 14,000 SH X 14,000 TEKTRONIX INC COM 879131100 588 10,500 SH X 10,500 TELLABS COM 879664100 3,975 63,106 SH X 63,106 TEMPLE INLAND INC COM 879868107 897 18,000 SH X 18,000 TENET HEALTHCARE COM 88033G100 2,813 122,225 SH X 122,225 TEREDYNE COM 880770102 1,883 22,900 SH X 22,900 TEREX CORP COM 880779103 361 25,100 SH X 25,100 TESORO PETROLEUM CORP COM 881609101 690 60,000 SH X 60,000 TEXACO INC COM 881694103 4,706 87,728 SH X 87,728 TEXAS INSTRUMENTS INC COM 882508104 26,584 166,152 SH X 166,152 TEXAS UTILITIES CO COM 882848104 2,026 68,255 SH X 68,255 TEXTRON INC COM 883203101 1,309 21,500 SH X 21,500 THERMO ELECTRON COM 883556102 579 28,400 SH X 28,400 THOMAS & BETTS CORP COM 884315102 234 8,300 SH X 8,300 THOMAS INDUSTRIES COM 884425109 680 36,250 SH X 36,250 3COM CORP COM 885535104 3,049 54,807 SH X 54,807 TIME WARNER INC COM 887315109 19,983 199,828 SH X 199,828 TIMES MIRROR CO COM 887364107 1,180 12,700 SH X 12,700 TODD SHIPYARDS CORP COM 889039103 133 17,500 SH X 17,500 TOKHEIM CORP COM 889073102 60 18,900 SH X 18,900 TOLL BROTHERS COM 889478103 506 25,300 SH X 25,300 TORCHMARK CORP COM 891027104 606 26,200 SH X 26,200 TOSCO CORP COM 891490302 776 25,500 SH X 25,500 TOYS 'R' US COM 892335100 740 49,930 SH X 49,930 TRANSTECHNOLOGY CORP COM 893889105 152 12,400 SH X 12,400 TREMONT CORP COM 894745207 320 17,600 SH X 17,600 TRICON GLOBAL RESTAURANTS COM 895953107 2,207 71,040 SH X 71,040 TRIBUNE CO COM 896047107 1,345 36,774 SH X 36,774 TULTEX CORP COM 899900104 3 67,900 SH X 67,900 TYCO INTERNATIONAL LTD COM 902124106 13,096 262,406 SH X 262,406 TYLER TECHNOLOGIES COM 902252105 273 45,900 SH X 45,900 UICI COM 902737105 199 30,000 SH X 30,000 USX-MARATHON GROUP COM 902905827 1,278 49,044 SH X 49,044 UST INC COM 902911106 530 33,900 SH X 33,900 US BANCORP COM 902973106 2,630 120,225 SH X 120,225 URS CORP COM 903236107 225 17,142 SH X 17,142 USX STEEL GROUP INC COM 90337T101 284 11,371 SH X 11,371 UNILEVER NV COM 904784709 4,275 88,836 SH X 88,836 UNICOM CORP COM 904911104 1,383 37,903 SH X 37,903 UNION CARBIDE CORP COM 905581104 1,096 18,800 SH X 18,800 UNION PACIFIC CORP COM 907818108 1,946 49,744 SH X 49,744 UNION PACIFIC RESOURCES GROUP COM 907834105 778 53,624 SH X 53,624 UNION PLANTERS CORP COM 908068109 570 18,500 SH X 18,500 UNISYS CORP COM 909214108 1,200 47,000 SH X 47,000 UNIT CORP COM 909218109 558 50,700 SH X 50,700 UNITED HEALTHCARE COM 910581107 1,489 24,967 SH X 24,967 UNITED INDUSTRIAL CORP COM 910671106 292 29,200 SH X 29,200 US AIR GROUP COM 911905107 570 20,500 SH X 20,500 US WEST INC COM 91273H101 6,953 95,745 SH X 95,745 UNITED TECHNOLOGIES CORP COM 913017109 10,908 172,628 SH X 172,628 UNO RESTAURANT CORP COM 914900105 321 29,535 SH X 29,535 UNOCAL CORP COM 915289102 1,051 35,344 SH X 35,344 UNUMPROVIDENT CORP COM 91529Y106 555 32,646 SH X 32,646 US FREIGHTWAYS CORP COM 916906100 393 10,498 SH X 10,498 VF CORP COM 918204108 667 27,700 SH X 27,700 VIACOM CLASS B COM 925524308 5,709 108,232 SH X 108,232 VULCAN MATERIALS CO COM 929160109 2,588 56,500 SH X 56,500 WEBS JAPAN COM 92923H889 219 13,300 SH X 13,300 WACHOVIA CORP COM 929771103 2,403 35,563 SH X 35,563 WACKENHUT CORP COM 929794105 321 23,000 SH X 23,000 WACKENHUT CORP COM 929794303 182 18,118 SH X 18,118 WAL-MART STORES, INC COM 931142103 39,425 708,572 SH X 708,572 WALGREEN CO COM 931422109 4,446 172,676 SH X 172,676 WARNER-LAMBERT CO COM 934488107 14,842 152,155 SH X 152,155 WASHINGTON MUTUAL INC COM 939322103 2,576 97,199 SH X 97,199 WASTE MANAGEMENT INC COM 94106L109 1,206 88,099 SH X 88,099 WATSCO INC COM 942622200 351 33,625 SH X 33,625 WATSON PHARMACEUTICALS INC COM 942683103 369 9,300 SH X 9,300 WELLPOINT HEALTH NETWORKS COM 94973H108 629 9,000 SH X 9,000 WELLS FARGO COMPANY COM 949746101 11,505 281,292 SH X 281,292 WENDYS FINANCING I PFD 950588202 395 8,200 SH X 8,200 WENDY'S INTERNATIONAL INC COM 950590109 330 16,350 SH X 16,350 WESTVACO CORP COM 961548104 476 14,250 SH X 14,250 WEYERHAEUSER CO COM 962166104 3,186 55,896 SH X 55,896 WHIRLPOOL CORP COM 963320106 733 12,500 SH X 12,500 WILLAMETTE INDUSTRIES COM 969133107 658 16,400 SH X 16,400 WILLIAMS COMPANIES INC COM 969457100 2,966 67,506 SH X 67,506 WILSHIRE OIL CO OF TEXAS COM 971889100 59 14,192 SH X 14,192 WINDMERE COM 973411101 605 41,000 SH X 41,000 WINN-DIXIE STORES INC COM 974280109 721 37,085 SH X 37,085 WISCONSIN ENERGY CORP COM 976657106 498 25,000 SH X 25,000 WISER OIL CO COM 977284108 53 21,600 SH X 21,600 WORLD FUEL SERVICES CORP COM 981475106 188 25,725 SH X 25,725 WORTHINGTON INDUSTRIES, INC. COM 981811102 133 10,769 SH X 10,769 WORLDTEX INC COM 981907108 48 33,410 SH X 33,410 WM WRIGLEY JR CO COM 982526105 1,300 16,922 SH X 16,922 WYNN'S INTERNATIONAL INC COM 983195108 666 48,205 SH X 48,205 XILINX COM 983919101 3,486 42,100 SH X 42,100 XEROX CORP COM 984121103 2,961 113,900 SH X 113,900 YAHOO! INC COM 984332106 14,053 82,000 SH X 82,000 YOUNG & RUBICAM INC COM 987425105 357 7,600 SH X 7,600 ZALE CORP COM 988858106 350 7,425 SH X 7,425 ZEMEX CORP COM 988910105 146 17,488 SH X 17,488 ZAPATA CORP COM 989070503 362 76,140 SH X 76,140 DAIMLERCHRYSLER AG ORD D1668R123 254 3,884 SH X 3,884 GLOBAL CROSSING LTD COM G3921A100 4,651 113,605 SH X 113,605 TOMMY HILFIGER ORD G8915Z102 406 28,000 SH X 28,000 TRANSOCEAN SEDCO FOREX INC ORD G90078109 1,392 27,123 SH X 27,123 GRAND TOTAL 2,435,148 49,569,358 SH
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