-----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, K9KdjlUAqpS9ANNb+k6I8Gey1bLdBIglcBYMvaQ4kwQef5FgBiOw27SpeiaCJv6R RbluoXMLlqvk75UkTMqwCw== 0001068800-01-500129.txt : 20010514 0001068800-01-500129.hdr.sgml : 20010514 ACCESSION NUMBER: 0001068800-01-500129 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010331 FILED AS OF DATE: 20010511 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: 1629604 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 con13f.txt FORM 13F REPORT--CONNING ASSET MANAGEMENT CO. 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, 2001 -------------------- 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: CityPlace II, 185 Asylum St. -------------------------------------------------------- Hartford, Connecticut 06103-4105 -------------------------------------------------------- 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. All information contained herein is true, correct and complete, and 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: William M. Bourque -------------------------------------------------------- Title: Vice President and Assistant General Counsel -------------------------------------------------------- Phone: (860) 541-5628 -------------------------------------------------------- Signature, Place and Date of Signing: /s/ William M. Bourque Hartford, Connecticut 05/04/01 - ---------------------- ---------------------- -------- [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: 1093 Form 13F Information Table Value Total: $ 1,368,882 FORM 13F HOLDINGS AS OF: 3/31/01 - ------------------------------------------------------------------------------------------------------------------------------------ NAME OF REPORTING MANAGER: CONNING ASSET MANAGEMENT COMPANY - ------------------------------------------------------------------------------------------------------------------------------------
Item 6: Item 8: Voting Auth. (Shs) Item 1: Item 2: Item 3: Item 4: Item 5: ------------------ Item 7: -------------------------- Name of Issuer Title Class Cusip Market Shrs/Par (A) (B) (C) Manager (A) (B) (C) Number Value Value Inv. Shared Shared Instr. Sole Shared None (000) Disc. as Other V Sole def. in Instr. V - ----------------------------------------------------------------------------------------------------------------------------------- AAR CORP COMMON STOCKS 000361105 5 333 X X ADC TELECOMMUNICATIONS INC COMMON STOCKS 000886101 681 72,000 X X ABM INDUSTRIES INC COMMON STOCKS 000957100 6 200 X X AFLAC INC COMMON STOCKS 001055102 1,397 49,130 X X AES CORPORATION COMMON STOCKS 00130H105 2,472 48,090 X X AMR CORP/DEL COMMON STOCKS 001765106 534 15,530 X X AOL TIME WARNER INC COMMON STOCKS 00184A105 17,797 428,886 X X A T & T CORP COMMON STOCKS 001957109 8,337 378,982 X X AXT INC COMMON STOCKS 00246W103 5 200 X X AARON RENTS INC COMMON STOCKS 002535201 3 200 X X ABBOTT LABORATORIES COMMON STOCKS 002824100 8,249 171,897 X X ACCREDO HEALTH INC COMMON STOCKS 00437V104 4 150 X X ACTEL CORP COMMON STOCKS 004934105 4 200 X X ADAPTIVE BROARDBAND CORP COMMON STOCKS 00650M104 1 300 X X ADAPTEC INC COMMON STOCKS 00651F108 86 9,200 X X ADMINISTAFF INC COMMON STOCKS 007094105 4 200 X X ADOBE SYSTEMS INC COMMON STOCKS 00724F101 1,313 42,361 X X ADVANCED TISSUE SCIENCES INC COMMON STOCKS 00755F103 2 610 X X ADVO INC COMMON STOCKS 007585102 9 233 X X AEROFLEX INC COMMON STOCKS 007768104 8 600 X X ADVANCED MICRO DEVICES COMMON STOCKS 007903107 726 29,400 X X ADVANCEPCS COMMON STOCKS 00790K109 13 300 X X AETNA INC - NEW COMMON STOCKS 00817Y108 498 13,693 X X AGRIBRANDS INTERNATIONAL INC COMMON STOCKS 00849R105 5 100 X X AIR PRODUCTS & CHEMICALS INC COMMON STOCKS 009158106 870 22,164 X X ALBERTO-CULVER CO COMMON STOCKS 013068101 193 4,817 X X ALBERTSON'S INC COMMON STOCKS 013104104 1,249 40,557 X X ALCAN INC COMMON STOCKS 013716105 1,150 31,624 X X ALCOA INC COMMON STOCKS 013817101 2,990 83,256 X X ALLEGHENY ENERGY INC COMMON STOCKS 017361106 279 6,000 X X ALLEGHENY TECHNOLOGIES INC COMMON STOCKS 01741R102 135 7,700 X X ALLEN TELECOM INC COMMON STOCKS 018091108 4 288 X X ALLERGAN INC COMMON STOCKS 018490102 1,057 13,500 X X ALLIANCE CAPITAL MGMT HOLDING COMMON STOCKS 01855A101 28 590 X X ALLIANCE PHARMACEUTICAL CP COMMON STOCKS 018773101 1 432 X X ALLIANCE SEMICONDUCTOR CORP COMMON STOCKS 01877H100 5 400 X X ALLIANT TECHSYSTEMS COMMON STOCKS 018804104 8 99 X X ALLIED WASTE INDUSTRIES INC COMMON STOCKS 019589308 295 18,424 X X ALLSTATE CORP COMMON STOCKS 020002101 2,956 71,758 X X ALLTEL CORP COMMON STOCKS 020039103 1,542 29,124 X X ALPHA INDUSTRIES INC COMMON STOCKS 020753109 6 400 X X ALPHARMA INC COMMON STOCKS 020813101 14 433 X X ALTERA CORPORATION COMMON STOCKS 021441100 818 36,989 X X ALZA CORP COMMON STOCKS 022615108 885 22,100 X X AMBAC FINANCIAL GROUP COMMON STOCKS 023139108 516 8,300 X X AMERADA HESS CORP COMMON STOCKS 023551104 672 8,800 X X AMEREN CORPORATION COMMON STOCKS 023608102 545 13,162 X X AMERICA FIRST MORTGAGE INVESTMENTS, INC. COMMON STOCKS 023934102 431 63,137 X X AMERICAN ELECTRIC POWER COMMON STOCKS 025537101 1,429 30,298 X X AMERICAN EXPRESS CO COMMON STOCKS 025816109 5,349 126,697 X X AMERICAN GENERAL CORP COMMON STOCKS 026351106 2,455 49,314 X X AMERICAN GREETINGS CORP-CL A COMMON STOCKS 026375105 41 3,600 X X AMERICAN HOME PRODUCTS CORP COMMON STOCKS 026609107 7,861 131,513 X X AMERICAN INTERNATIONAL GROUP COMMON STOCKS 026874107 18,214 224,981 X X AMERICAN ITALIAN PASTA CO COMMON STOCKS 027070101 7 200 X X AMERICAN MANAGEMENT SYSTEMS COMMON STOCKS 027352103 10 444 X X AMERICAN PHYSICANS SERVICES GROUP COMMON STOCKS 028882108 0 100 X X AMERICAN PHYSICIANS CAP INC COMMON STOCKS 028884104 2 100 X X AMERICAN POWER CONVERSION COMMON STOCKS 029066107 210 16,500 X X AMERICAN STATES WATER CO COMMON STOCKS 029899101 3 100 X X AMERICAN TOWER CORP CL A COMMON STOCKS 029912201 139 7,520 X X AMERUS GROUP CO COMMON STOCKS 03072M108 0 X X AMGEN INC COMMON STOCKS 031162100 7,115 109,232 X X AMSOUTH BANCORPORATION COMMON STOCKS 032165102 546 32,100 X X ANADARKO PETROLEUM CORP COMMON STOCKS 032511107 1,888 30,025 X X ANALOG DEVICES COMMON STOCKS 032654105 1,258 34,292 X X ANALOGIC CORP COMMON STOCKS 032657207 4 100 X X ANALYSTS INTERNATIONAL CORP COMMON STOCKS 032681108 2 249 X X ANCHOR BANCORP WISCONSIN INC COMMON STOCKS 032839102 3 200 X X ANCHOR GAMING COMMON STOCKS 033037102 10 200 X X ANDREW CORP COMMON STOCKS 034425108 95 6,500 X X ANHEUSER-BUSCH COS INC COMMON STOCKS 035229103 4,370 96,688 X X ANN TAYLOR STORES CORP COMMON STOCKS 036115103 8 300 X X AON CORP COMMON STOCKS 037389103 815 23,204 X X APACHE CORP COMMON STOCKS 037411105 747 12,817 X X APOGEE ENTERPRISES INC COMMON STOCKS 037598109 3 333 X X APPLE COMPUTER INC COMMON STOCKS 037833100 618 29,900 X X APPLEBEE'S INTL INC COMMON STOCKS 037899101 9 288 X X APPLERA CORP - APPLIED BIOSYSTEM COMMON STOCKS 038020103 1,072 27,660 X X APPLIED INDUSTRIAL TECH INC COMMON STOCKS 03820C105 11 600 X X APPLIED MATERIALS INC COMMON STOCKS 038222105 3,728 86,596 X X APPLIED MIRCO CIRCUITS CORP COMMON STOCKS 03822W109 410 21,500 X X APTARGROUP INC COMMON STOCKS 038336103 13 444 X X ARCH CHEMICALS INC COMMON STOCKS 03937R102 4 200 X X ARCHER DANIELS MIDLAND CO COMMON STOCKS 039483102 842 60,674 X X ARCTIC CAT INC COMMON STOCKS 039670104 5 321 X X ARMSTRONG HOLDINGS INC COMMON STOCKS 042384107 2 500 X X ARNOLD INDUSTRIES INC COMMON STOCKS 042595108 7 400 X X ARTESYN TECHNOLOGIES COMMON STOCKS 043127109 6 400 X X ARTHROCARE CORP COMMON STOCKS 043136100 7 400 X X ASHLAND INC COMMON STOCKS 044204105 294 7,548 X X ASPECT COMMUNICATIONS CORP COMMON STOCKS 04523Q102 5 455 X X ASPEN TECHNOLOGY INC COMMON STOCKS 045327103 8 300 X X ASTEC INDUSTRIES INC COMMON STOCKS 046224101 3 200 X X ASTROPOWER INC COMMON STOCKS 04644A101 7 200 X X ATLANTIC COAST AIRLINES HLDG COMMON STOCKS 048396105 11 600 X X ATMOS ENERGY CORP COMMON STOCKS 049560105 8 333 X X ATWOOD OCEANICS INC COMMON STOCKS 050095108 4 100 X X AUDIOVOX CORP CL A COMMON STOCKS 050757103 2 200 X X AUSPEX SYSTEMS INC COMMON STOCKS 052116100 1 266 X X AUTODESK INC COMMON STOCKS 052769106 153 4,600 X X AUTOMATIC DATA PROCESSING COMMON STOCKS 053015103 4,794 84,280 X X AUTOZONE INC COMMON STOCKS 053332102 283 10,400 X X AVANT CORPORATION COMMON STOCKS 053487104 7 400 X X AVAYA INC COMMON STOCKS 053499109 384 28,598 X X AVERY DENNISON CORP COMMON STOCKS 053611109 630 12,000 X X AVID TECHNOLOGY INC COMMON STOCKS 05367P100 3 200 X X AVISTA CORP COMMON STOCKS 05379B107 6 400 X X AVON PRODUCTS INC COMMON STOCKS 054303102 929 22,714 X X AWARE INC MASS COMMON STOCKS 05453N100 2 200 X X AXCELIS TECHNOLOGIES INC COMMON STOCKS 054540109 19 2,077 X X AZTAR CORP COMMON STOCKS 054802103 5 400 X X BB&T CORPORATION COMMON STOCKS 054937107 1,282 36,106 X X BMC INDUSTRIES INC COMMON STOCKS 055607105 3 600 X X BP AMERICA INC COMMON STOCKS 055622104 844 17,025 X X BMC SOFTWARE INC COMMON STOCKS 055921100 571 23,400 X X BAKER HUGHES INC COMMON STOCKS 057224107 1,212 32,307 X X BALDOR ELECTRIC CO COMMON STOCKS 057741100 8 370 X X BALL CORP COMMON STOCKS 058498106 86 1,900 X X BALLY TOTAL FITNESS HLDGS COMMON STOCKS 05873K108 9 300 X X BANK OF AMERICA CORP COMMON STOCKS 060505104 8,336 157,255 X X CADBURY SCHWEPPE COMMON STOCKS 0610700G4 21 4,650 X X BANK OF NEW YORK CO INC COMMON STOCKS 064057102 3,702 73,932 X X BANC ONE CORP COMMON STOCKS 06423A103 4,541 126,631 X X BARD (C.R.) INC COMMON STOCKS 067383109 194 4,300 X X BARNES GROUP INC COMMON STOCKS 067806109 4 200 X X BARRICK GOLD CORP COMMON STOCKS 067901108 612 40,600 X X BARRA INC COMMON STOCKS 068313105 7 150 X X BARRETT RESOURCES CORPORATION COMMON STOCKS 068480201 15 333 X X BASSETT FURNITURE COMMON STOCKS 070203104 4 278 X X BAUSH & LOMB INC COMMON STOCKS 071707103 271 5,600 X X BAXTER INTERNATIONAL INC COMMON STOCKS 071813109 3,186 34,060 X X BE AEROSPACE INC COMMON STOCKS 073302101 5 222 X X BEAR STERNS COMPANIES INC COMMON STOCKS 073902108 495 10,324 X X BECTON DICKINSON & CO COMMON STOCKS 075887109 889 24,972 X X BED BATH & BEYOND INC COMMON STOCKS 075896100 793 32,140 X X BEL FUSE INC COMMON STOCKS 077347300 6 200 X X BELDEN INC COMMON STOCKS 077459105 7 278 X X BELLSOUTH CORP COMMON STOCKS 079860102 8,513 205,762 X X BEMIS COMPANY COMMON STOCKS 081437105 183 5,400 X X BENCHMARK ELECTRONICS INC COMMON STOCKS 08160H101 6 200 X X BERGEN BRUNSWIG COMMON STOCKS 083739102 32 1,800 X X BERKSHIRE HATHAWAY INC-CL B COMMON STOCKS 084670207 23 10 X X BEST BUY COMPANY INC COMMON STOCKS 086516101 719 18,900 X X BIO-TECHNOLOGY GENERAL CORP COMMON STOCKS 090578105 5 610 X X BIOGEN INC COMMON STOCKS 090597105 1,546 22,671 X X BIOMET INC COMMON STOCKS 090613100 616 15,697 X X BLACK & DECKER CORP COMMON STOCKS 091797100 264 6,867 X X BLACK BOX CORP COMMON STOCKS 091826107 8 200 X X E..W. BLANCH HOLDINGS INC COMMON STOCKS 093210102 5 600 X X H & R BLOCK INC COMMON STOCKS 093671105 433 8,700 X X BOEING CO COMMON STOCKS 097023105 5,367 92,190 X X BOISE CASCADE CORP COMMON STOCKS 097383103 158 4,997 X X BOSTON SCIENTIFIC CORP COMMON STOCKS 101137107 740 39,272 X X BOWNE & CO INC COMMON STOCKS 103043105 5 444 X X BRADY CORPORATION -CL A COMMON STOCKS 104674106 9 278 X X BRIGGS & STRATTON COMMON STOCKS 109043109 62 1,600 X X BRIGHTPOINT INC COMMON STOCKS 109473108 2 500 X X BRISTOL-MYERS SQUIBB CO COMMON STOCKS 110122108 13,083 213,931 X X BROADCOM CORP COMMON STOCKS 111320107 814 22,700 X X BROADVISION INC COMMON STOCKS 111412102 156 26,076 X X BROOKTROUT INC COMMON STOCKS 114580103 1 100 X X BROWN-FORMAN CORP CL B COMMON STOCKS 115637209 406 6,500 X X TOM BROWN INC COMMON STOCKS 115660201 13 400 X X BROWN SHOE COMPANY INC COMMON STOCKS 115736100 9 499 X X BRUNSWICK CORP COMMON STOCKS 117043109 154 7,574 X X BRUSH ENGINEERED MATERIALS COMMON STOCKS 117421107 4 200 X X BUCKEYE TECHNOLOGIES INC COMMON STOCKS 118255108 5 444 X X BURLINGTON COAT FACTORY WRHS COMMON STOCKS 121579106 8 400 X X BURLINGTON NORTHERN SANTA FE COMMON STOCKS 12189T104 1,159 38,339 X X BURLINGTON RESOURCES INC COMMON STOCKS 122014103 914 20,319 X X C&D TECHNOLOGIES INC COMMON STOCKS 124661109 10 300 X X C-COR.NET CORPORATION COMMON STOCKS 125010108 9 1,000 X X C-CUBE MICROSYSTEMS INC - NEW COMMON STOCKS 12501N108 4 488 X X CDI CORP COMMON STOCKS 125071100 3 222 X X CEC ENTERTAINMENT INC COMMON STOCKS 125137109 12 300 X X CH ENERGY GROUP INC COMMON STOCKS 12541M102 10 222 X X CIGNA CORP COMMON STOCKS 125509109 1,781 16,461 X X CIT GROUP INC A COMMON STOCKS 125577106 590 21,434 X X CMS ENERGY CORP COMMON STOCKS 125896100 290 9,800 X X CNA FINANCIAL CORP COMMON STOCKS 126117100 163 4,300 X X CSX CORP COMMON STOCKS 126408103 734 21,836 X X CTS CORP COMMON STOCKS 126501105 10 300 X X CUNO INCORPORATED COMMON STOCKS 126583103 5 200 X X CVS CORP COMMON STOCKS 126650100 2,261 38,048 X X CABLETRON SYSTEMS COMMON STOCKS 126920107 246 18,800 X X CABLE DESIGN TECHNOLOGIES COMMON STOCKS 126924109 7 399 X X CABOT OIL & GAS CORP COMMON STOCKS 127097103 8 300 X X CACI INTERNATIONAL INC-CL A COMMON STOCKS 127190304 3 100 X X CAL DIVE INTERNATIONAL INC COMMON STOCKS 127914109 5 400 X X CALIFORNIA COASTAL COMM INC COMMON STOCKS 129915203 0 100 X X CALPINE CORPORATION COMMON STOCKS 131347106 1,366 26,556 X X CAMBREX CORP COMMON STOCKS 132011107 10 232 X X CAMPBELL SOUP CO COMMON STOCKS 134429109 1,251 41,814 X X CAPITAL ONE FINANCIAL CORP COMMON STOCKS 14040H105 965 17,400 X X CARAUSTAR INDUSTRIES INC COMMON STOCKS 140909102 3 278 X X CARDINAL HEALTH INC COMMON STOCKS 14149Y108 2,828 28,728 X X CARNIVAL CORP COMMON STOCKS 143658102 1,713 57,600 X X CARREKER CORPORATION COMMON STOCKS 144433109 5 300 X X CASCADE NATURAL GAS CORP COMMON STOCKS 147339105 4 200 X X CASEY'S GENERAL STORES INC COMMON STOCKS 147528103 6 466 X X CASH AMERICA INTL INC COMMON STOCKS 14754D100 2 310 X X CATERPILLAR INC COMMON STOCKS 149123101 1,432 33,025 X X CATO CORP CL A COMMON STOCKS 149205106 11 600 X X CENDANT CORPORATION COMMON STOCKS 151313103 979 69,371 X X CENTEX CORP COMMON STOCKS 152312104 225 5,400 X X CENTRAL PARKING CORP COMMON STOCKS 154785109 6 349 X X CENTURA BANKS INC COMMON STOCKS 15640T100 19 378 X X CENTURYTEL INC. COMMON STOCKS 156700106 368 12,803 X X CEPHALON INC COMMON STOCKS 156708109 23 421 X X CERIDIAN CORP COMMON STOCKS 15677T106 268 13,900 X X CERNER CORP COMMON STOCKS 156782104 15 288 X X CHAMPION ENTERPRISES INC COMMON STOCKS 158496109 3 499 X X CHANDLER INSURANCE CO COMMON STOCKS 159057108 1 100 X X CHARTER ONE FINANCIAL INC COMMON STOCKS 160903100 529 18,611 X X CHECKPOINT SYSTEMS INC COMMON STOCKS 162825103 3 299 X X CHEESECAKE FACTORY (THE) COMMON STOCKS 163072101 13 325 X X CHEMED CORP COMMON STOCKS 163596109 2 66 X X CHEMFIRST INC COMMON STOCKS 16361A106 5 200 X X CHESAPEAKE CORP COMMON STOCKS 165159104 5 200 X X CHEVRON CORP COMMON STOCKS 166751107 5,827 66,824 X X CHICOS FAS INC COMMON STOCKS 168615102 8 200 X X CHIRON CORP COMMON STOCKS 170040109 761 16,994 X X CHITTENDEN CORP COMMON STOCKS 170228100 9 300 X X CHOICEPOINT INC COMMON STOCKS 170388102 27 720 X X CHUBB CORP COMMON STOCKS 171232101 1,735 24,032 X X CIBER INC COMMON STOCKS 17163B102 4 544 X X CINCINNATI FINANCIAL CORP COMMON STOCKS 172062101 548 14,597 X X CINERGY CORP COMMON STOCKS 172474108 559 16,777 X X CIRCUIT CITY STORES COMMON STOCKS 172737108 259 21,100 X X CISCO SYSTEMS INC COMMON STOCKS 17275R102 13,277 707,355 X X CINTAS CORP COMMON STOCKS 172908105 296 7,700 X X CITIGROUP INC COMMON STOCKS 172967101 25,797 551,881 X X CITIZENS COMMUNICATIONS COMMON STOCKS 17453B101 127 9,300 X X CITRIX SYSTEMS INC COMMON STOCKS 177376100 371 16,400 X X CLARCOR INC COMMON STOCKS 179895107 5 217 X X CLEAR CHANNEL COMMUNICATIONS COMMON STOCKS 184502102 3,077 55,500 X X CLOROX COMPANY COMMON STOCKS 189054109 722 21,788 X X COCA-COLA BOTTLING CO CONSOL COMMON STOCKS 191098102 4 100 X X COCA-COLA COMPANY COMMON STOCKS 191216100 12,122 250,931 X X COCA-COLA ENTERPRISES COMMON STOCKS 191219104 823 41,700 X X COGNEX CORP COMMON STOCKS 192422103 9 444 X X COHERENT INC COMMON STOCKS 192479103 13 300 X X COHU INC COMMON STOCKS 192576106 3 200 X X COLGATE-PALMOLIVE CO COMMON STOCKS 194162103 3,955 69,223 X X COMCAST CORP-SPECIAL CL A COMMON STOCKS 200300200 3,686 86,744 X X COMERICA INC COMMON STOCKS 200340107 989 15,857 X X COMMERCE BANCORP COMMON STOCKS 200519106 18 310 X X COMMERCIAL FEDERAL CORP COMMON STOCKS 201647104 12 533 X X COMMERCIAL METALS CO COMMON STOCKS 201723103 6 222 X X COMMUNITY FIRST BANKSHARES COMMON STOCKS 203902101 8 400 X X COMPAQ COMPUTER CORP COMMON STOCKS 204493100 4,137 215,320 X X COMPUTER ASSOCIATES INTL INC COMMON STOCKS 204912109 1,829 63,242 X X COMPUTER SCIENCES CORP COMMON STOCKS 205363104 673 15,864 X X COMPUTER TASK GROUP COMMON STOCKS 205477102 1 200 X X COMPUWARE COMMON STOCKS 205638109 344 34,600 X X COMVERSE TECHNOLOGY INC COMMON STOCKS 205862402 1,163 18,226 X X CONAGRA FOODS INC COMMON STOCKS 205887102 958 51,000 X X CONCORD COMMUNICATIONS INC COMMON STOCKS 206186108 2 200 X X CONE MILLS CORP COMMON STOCKS 206814105 3 943 X X CONEXANT SYSTEMS INC COMMON STOCKS 207142100 248 23,600 X X CONMED CORP COMMON STOCKS 207410101 7 300 X X CONOCO INC CL B COMMON STOCKS 208251405 1,741 61,065 X X CONSECO INC COMMON STOCKS 208464107 466 30,345 X X CONSOLIDATED EDISON INC COMMON STOCKS 209115104 746 20,160 X X CONSOLIDATED GRAPHICS INC COMMON STOCKS 209341106 1 100 X X CONSOLIDATED STORES CORPORATION COMMON STOCKS 210149100 127 11,325 X X CONSTELLATION BRANDS COMMON STOCKS 21036P108 14 222 X X CONSTELLATION ENERGY GROUP INC COMMON STOCKS 210371100 684 15,700 X X CONVERGYS CORP COMMON STOCKS 212485106 566 14,826 X X COOPER CO INC COMMON STOCKS 216648402 4 100 X X COOPER INDUSTRIES INC COMMON STOCKS 216669101 304 8,300 X X COOPER TIRE & RUBBER COMMON STOCKS 216831107 57 4,800 X X COORS (ADOLPH) - CL B COMMON STOCKS 217016104 155 2,342 X X COPART INC COMMON STOCKS 217204106 9 500 X X CORN PRODUCTS INTL INC COMMON STOCKS 219023108 15 610 X X CORNING INC COMMON STOCKS 219350105 2,010 87,363 X X COST PLUS INC CALIFORNIA COMMON STOCKS 221485105 5 200 X X COSTCO WHOLESALE CORP COMMON STOCKS 22160K105 2,586 63,614 X X COUNTRYWIDE CREDIT IND INC COMMON STOCKS 222372104 507 10,656 X X COVENTRY HEALTH CARE INC COMMON STOCKS 222862104 9 499 X X CRANE & CO COMMON STOCKS 224399105 141 5,350 X X CROSS TIMBERS OIL CO COMMON STOCKS 227573102 18 748 X X CROWN CORK & SEAL CO INC COMMON STOCKS 228255105 13 2,300 X X CRYOLIFE INC COMMON STOCKS 228903100 8 300 X X CULLEN/FROST BANKERS INC COMMON STOCKS 229899109 20 544 X X CUMMINS ENGINE COMMON STOCKS 231021106 128 3,300 X X CURATIVE HEALTH SERVICES COMMON STOCKS 231264102 2 300 X X CYBERIAN OUTPOST INC COMMON STOCKS 231914102 13 15,000 X X CYGNUS INC COMMON STOCKS 232560102 1 200 X X CYMER INC COMMON STOCKS 232572107 6 300 X X DMC STRATEX NETWORLS INC COMMON STOCKS 23322L106 7 744 X X D R HORTON INC COMMON STOCKS 23331A109 15 723 X X DTE ENERGY CO COMMON STOCKS 233331107 546 14,200 X X DANA CORP COMMON STOCKS 235811106 267 15,329 X X DANAHER CORP COMMON STOCKS 235851102 801 13,901 X X DARDEN RESTAURANTS INC COMMON STOCKS 237194105 243 10,500 X X DATASCOPE CORP COMMON STOCKS 238113104 10 300 X X DEERE & CO COMMON STOCKS 244199105 899 23,563 X X DELL COMPUTER CORP COMMON STOCKS 247025109 6,737 279,744 X X DELPHI AUTOMOTIVE SYSTEMS COMMON STOCKS 247126105 829 58,682 X X DELPHI FINANCIAL GROUP-CL A COMMON STOCKS 247131105 7 208 X X DELTA & PINE LAND COMPANY COMMON STOCKS 247357106 8 344 X X DELTA AIR LINES INC COMMON STOCKS 247361108 466 11,521 X X DELUXE CORP COMMON STOCKS 248019101 127 5,300 X X DENDRITE INT COMMON STOCKS 248239105 6 350 X X DEVON ENERGY CORPORATION COMMON STOCKS 25179M103 672 11,582 X X DIAGNOSTIC PRODUCTS CORP COMMON STOCKS 252450101 5 100 X X DIGI INTERNATIONAL INC COMMON STOCKS 253798102 2 400 X X DILLARDS INC-CL A COMMON STOCKS 254067101 203 9,800 X X DIMON INC COMMON STOCKS 254394109 4 499 X X DIONEX CORP COMMON STOCKS 254546104 8 232 X X THE WALT DISNEY CO COMMON STOCKS 254687106 6,186 210,393 X X DOLE FOODS COMMON STOCKS 256605106 17 1,000 X X DOLLAR GENERAL COMMON STOCKS 256669102 572 28,852 X X DOMINION RESOURCES INC/VA COMMON STOCKS 25746U109 1,488 22,923 X X DONNELLEY (R.R.) & SONS CO COMMON STOCKS 257867101 267 9,800 X X DOVER CORP COMMON STOCKS 260003108 732 19,808 X X DOW CHEMICAL COMMON STOCKS 260543103 4,364 135,044 X X DOW JONES & CO INC COMMON STOCKS 260561105 473 8,500 X X DOWNEY FINANCIAL CORP COMMON STOCKS 261018105 13 291 X X DRESS BARN INC COMMON STOCKS 261570105 6 278 X X DRIL QUIP COMMON STOCKS 262037104 6 200 X X DU PONT (EI) DE NEMOURS COMMON STOCKS 263534109 4,250 101,406 X X DUKE ENERGY CORP COMMON STOCKS 264399106 3,187 75,710 X X DUPONT PHOTOMASKS INC COMMON STOCKS 26613X101 13 200 X X DYNEGY INC COMMON STOCKS 26816Q101 1,486 29,900 X X EMC CORP/MASS COMMON STOCKS 268648102 7,181 216,960 X X EOG RESOURCES INC COMMON STOCKS 26875P101 436 10,377 X X ESS TECHNOLOGY COMMON STOCKS 269151106 3 400 X X EARTHGRAINS COMPANY COMMON STOCKS 270319106 9 444 X X EAST WEST BANCORP INC COMMON STOCKS 27579R104 7 300 X X EASTMAN CHEMICAL COMPANY COMMON STOCKS 277432100 315 6,275 X X EASTMAN KODAK CO COMMON STOCKS 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COMMON STOCKS 341140101 8 200 X X FLUOR CORP COMMON STOCKS 343412102 283 6,700 X X FLOW INTERNATIONAL CORP COMMON STOCKS 343468104 2 200 X X FOOTSTAR INC COMMON STOCKS 344912100 10 233 X X FORD MOTOR COMPANY COMMON STOCKS 345370860 6,345 226,569 X X FOREST LABORATORIES INC COMMON STOCKS 345838106 1,094 17,418 X X FORTUNE BRANDS INC COMMON STOCKS 349631101 533 15,600 X X FORWARD AIR CORPORATION COMMON STOCKS 349853101 7 200 X X FOSSIL INC COMMON STOCKS 349882100 5 300 X X FOSTER WHEELER COMMON STOCKS 350244109 5 400 X X 4KIDS ENTERTAINMENT INC COMMON STOCKS 350865101 4 300 X X FOX ENTERTAINMENT COMMON STOCKS 35138T107 48 2,000 X X FRANKLIN COVEY COMPANY COMMON STOCKS 353469109 3 333 X X FRANKLIN RESOURCES INC COMMON STOCKS 354613101 871 21,749 X X FREEPORT-MCMORAN COPPER - B COMMON STOCKS 35671D857 146 10,900 X X FREMONT GENERAL CORPORATION COMMON STOCKS 357288109 2 666 X X FRIEDE GOLDMAN HALTER INC COMMON STOCKS 358430106 1 458 X X FRITZ COMPANIES INC COMMON STOCKS 358846103 3 300 X X FRONTIER INSURANCE GROUP INC COMMON STOCKS 359081106 0 415 X X G & K SERVICES INC-CL A COMMON STOCKS 361268105 5 222 X X GBC BANCORP/CALIFORNIA COMMON STOCKS 361475106 3 100 X X GPU INC COMMON STOCKS 36225X100 395 12,400 X X GANNETT CORP COMMON STOCKS 364730101 1,587 25,600 X X GAP INC COMMON STOCKS 364760108 2,038 81,623 X X GATEWAY INC COMMON STOCKS 367626108 597 35,300 X X GEMSTAR TV GUIDE INTL COMMON STOCKS 36866W106 135 4,680 X X GENCORP INC COMMON STOCKS 368682100 5 400 X X GENETECH INC COMMON STOCKS 368710406 646 12,300 X X GENERAL COMMUNICATION CLASS A COMMON STOCKS 369385109 4 500 X X GENERAL DYNAMICS CORP COMMON STOCKS 369550108 1,329 20,539 X X GENERAL ELECTRIC CO COMMON STOCKS 369604103 43,031 988,296 X X GENERAL MILLS INC COMMON STOCKS 370334104 1,162 26,603 X X GENERAL MOTORS CORP COMMON STOCKS 370442105 2,852 54,311 X X GENERAL MOTORS CORP - CL H COMMON STOCKS 370442832 240 12,310 X X GENERAL SEMICONDUCTOR INC COMMON STOCKS 370787103 4 400 X X GENESCO INC COMMON STOCKS 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CO COMMON STOCKS 382388106 410 10,500 X X GOODYEAR TIRE & RUBBER CO COMMON STOCKS 382550101 1,093 43,472 X X GRACO INC COMMON STOCKS 384109104 8 300 X X GRAINGER (W.W.) INC COMMON STOCKS 384802104 369 10,706 X X GREAT ATLANTIC & PAC TEA CO COMMON STOCKS 390064103 4 400 X X GREAT LAKES CHEMICAL CORP COMMON STOCKS 390568103 139 4,384 X X GREAT PLAINS SOFTWARE INC COMMON STOCKS 39119E105 13 200 X X GRIFFON CORPORATION COMMON STOCKS 398433102 3 499 X X GUIDANT CORP COMMON STOCKS 401698105 1,411 29,900 X X GYMBOREE CORP COMMON STOCKS 403777105 4 333 X X HCA - THE HEALTHCARE COMPANY COMMON STOCKS 404119109 2,127 53,178 X X HNC SOFTWARE COMMON STOCKS 40425P107 7 300 X X HS RESOURCES INC COMMON STOCKS 404297103 8 200 X X HA-LO INDUSTRIES COMMON STOCKS 404429102 1 417 X X HAIN CELESTIAL GROUP INC COMMON STOCKS 405217100 9 300 X X HALL KINION & ASSOCIATES INC COMMON STOCKS 406069104 2 100 X X HALLIBURTON CO COMMON STOCKS 406216101 2,381 61,763 X X HANCOCK FABRICS INC COMMON STOCKS 409900107 4 555 X X HARCOURT GENERAL INC COMMON STOCKS 41163G101 441 7,900 X X HARLAND (JOHN H.) CO COMMON STOCKS 412693103 5 300 X X HARLEY-DAVIDSON INC COMMON STOCKS 412822108 1,153 28,900 X X HARLEYSVILLE GROUP INC COMMON STOCKS 412824104 23 944 X X HARMAN INTERNATIONAL COMMON STOCKS 413086109 12 400 X X HARMONIC LIGHTWAVES INC COMMON STOCKS 413160102 6 800 X X HARRAH'S ENTERTAINMENT INC COMMON STOCKS 413619107 297 9,900 X X HARTFORD FINANCIAL SVCS GRP COMMON STOCKS 416515104 1,342 21,979 X X HASBRO INC COMMON STOCKS 418056107 214 16,750 X X HEALTHSOUTH CORP COMMON STOCKS 421924101 534 38,272 X X HEARTLAND EXPRESS INC COMMON STOCKS 422347104 8 333 X X HEINZ (H.J.) CO COMMON STOCKS 423074103 1,375 33,496 X X HELIX TECHNOLOGY COMMON STOCKS 423319102 5 200 X X HERCULES INC COMMON STOCKS 427056106 152 11,259 X X HERSHEY FOODS CORP COMMON STOCKS 427866108 1,814 27,609 X X HERTZ CORP COMMON STOCKS 428040109 0 X X HEWLETT PACKARD CO COMMON STOCKS 428236103 6,541 215,045 X X HILB ROGAL AND HAMILTON COMPANY COMMON STOCKS 431294107 11 300 X X HILTON HOTELS CORP COMMON STOCKS 432848109 342 32,415 X X HOLOGIC INC COMMON STOCKS 436440101 4 700 X X HOME DEPOT INC COMMON STOCKS 437076102 10,483 244,407 X X HOMESTAKE MINING COMMON STOCKS 437614100 116 21,352 X X HONEYWELL INTERNATIONAL COMMON STOCKS 438516106 4,156 95,170 X X HOOPER HOLMES INC COMMON STOCKS 439104100 5 600 X X HORACE MANN EDUCATORS COMMON STOCKS 440327104 3 200 X X HOUSEHOLD INTERNATIONAL INC COMMON STOCKS 441815107 2,607 44,343 X X HUDSON UNITED BANCORP COMMON STOCKS 444165104 10 463 X X HUGHES SUPPLY INC COMMON STOCKS 444482103 4 222 X X HUMANA INC COMMON STOCKS 444859102 175 15,100 X X HUNTINGTON BANCSHARES COMMON STOCKS 446150104 350 24,071 X X HUTCHINSON TECHNOLOGY INC COMMON STOCKS 448407106 11 700 X X HYPERION SOLUTIONS CORP COMMON STOCKS 44914M104 5 310 X X IHOP CORP COMMON STOCKS 449623107 4 200 X X IMS HEALTH INC COMMON STOCKS 449934108 742 28,900 X X ITT INDUSTRIES INC COMMON STOCKS 450911102 343 8,700 X X IDEX CORP COMMON STOCKS 45167R104 776 24,300 X X IDEXX LABRATORIES INC COMMON STOCKS 45168D104 7 300 X X ILLINOIS TOOL WORKS COMMON STOCKS 452308109 1,684 28,897 X X IMMUNEX CORP COMMON STOCKS 452528102 423 13,000 X X IMMUNE RESPONSE CORP COMMON STOCKS 45252T106 1 300 X X IMPATH INC COMMON STOCKS 45255G101 10 200 X X INCO LTD COMMON STOCKS 453258402 292 18,300 X X INFORMATION HOLDINGS INC COMMON STOCKS 456727106 7 300 X X INGERSOLL-RAND CO COMMON STOCKS 456866102 634 15,400 X X INFORMATION RESOURCES INC COMMON STOCKS 456905108 2 300 X X INPUT/OUTPUT INC COMMON STOCKS 457652105 5 499 X X INSIGHT ENTERPRISES INC COMMON STOCKS 45765U103 9 450 X X INSITUFORM TECHNOLOGIES- CLASS A COMMON STOCKS 457667103 7 200 X X INTEL CORP COMMON STOCKS 458140100 18,852 692,367 X X INTER-TEL INC COMMON STOCKS 458372109 3 300 X X INTERFACE INC COMMON STOCKS 458665106 4 556 X X INTERMAGNETICS GENERAL CORP COMMON STOCKS 458771102 2 100 X X INTERMET CORP COMMON STOCKS 45881K104 2 500 X X IBM CORP COMMON STOCKS 459200101 17,392 178,173 X X INTL FLAVORS & FRAGRANCES COMMON STOCKS 459506101 380 18,176 X X INTL FIBERCOM INC COMMON STOCKS 45950T101 6 1,100 X X INTL MULTIFOODS CORP COMMON STOCKS 460043102 30 1,600 X X INTERNATIONAL PAPER CO COMMON STOCKS 460146103 1,764 48,014 X X INTERPUBLIC GROUP COS INC COMMON STOCKS 460690100 1,056 29,706 X X INTERVOICE BRITE INC COMMON STOCKS 461142101 3 300 X X INTUIT INC COMMON STOCKS 461202103 592 18,500 X X INVCARE CORP COMMON STOCKS 461203101 12 333 X X IONICS INC COMMON STOCKS 462218108 5 200 X X J&J SNACK FOODS COMMON STOCKS 466032109 2 100 X X JDS UNIPHASE CORP COMMON STOCKS 46612J101 2,836 128,749 X X JLG INDUSTRIES INC COMMON STOCKS 466210101 8 610 X X JP MORGAN CHASE & CO COMMON STOCKS 46625H100 8,675 190,113 X X JABIL CIRCUIT INC COMMON STOCKS 466313103 270 12,300 X X JACK IN THE BOX INC. COMMON STOCKS 466367109 15 499 X X JEFFERIES GROUP INC (NEW) COMMON STOCKS 472319102 6 200 X X JEFFERSON PILOT COMMON STOCKS 475070108 688 10,150 X X JOHNSON & JOHNSON COMMON STOCKS 478160104 12,461 136,887 X X JOHNSON CONTROLS INC COMMON STOCKS 478366107 531 8,300 X X JUNIPER NETWORKS INC COMMON STOCKS 48203R104 203 3,200 X X KLA-TENCOR CORPORATION COMMON STOCKS 482480100 632 16,600 X X KMART CORP COMMON STOCKS 482584109 428 45,671 X X KAMAN CORP CL A COMMON STOCKS 483548103 3 200 X X KB HOME COMMON STOCKS 48666K109 78 2,500 X X KEITHLEY INSTRUMENTS INC COMMON STOCKS 487584104 5 200 X X KELLOGG CO COMMON STOCKS 487836108 1,846 69,012 X X KELLWOOD CO COMMON STOCKS 488044108 5 222 X X KELLY SERVICES CL A COMMON STOCKS 488152208 27 1,000 X X KENT ELECTRONICS COMMON STOCKS 490553104 4 278 X X KERR-MCGEE CORP COMMON STOCKS 492386107 615 9,478 X X KEYCORP COMMON STOCKS 493267108 1,026 39,624 X X KEYSPAN ENERGY CORP COMMON STOCKS 49337W100 466 12,144 X X KIMBERLY CLARK CORP COMMON STOCKS 494368103 5,316 76,185 X X KINDER MORGAN INC COMMON STOCKS 49455P101 416 7,700 X X KING PHARMACEUTICALS COMMON STOCKS 495582108 634 15,038 X X KIRBY CORP COMMON STOCKS 497266106 4 188 X X KNIGHT RIDDER INC COMMON STOCKS 499040103 436 7,800 X X KOHLS CORP COMMON STOCKS 500255104 2,119 33,555 X X KOPIN CORP COMMON STOCKS 500600101 5 700 X X KROGER CO COMMON STOCKS 501044101 2,009 79,600 X X KROLL-O'GARA CO COMMON STOCKS 501050108 3 500 X X KRONOS INC COMMON STOCKS 501052104 10 300 X X KULICKE & SOFFA INDUSTRIES COMMON STOCKS 501242101 5 456 X X LSI LOGIC CORP COMMON STOCKS 502161102 474 29,800 X X LA-Z-BOY INC COMMON STOCKS 505336107 11 666 X X LABOR READY INC COMMON STOCKS 505401208 4 1,100 X X LACLEDE GAS COMPANY COMMON STOCKS 505588103 5 200 X X LANDAMERICA FINANCIAL GROUP COMMON STOCKS 514936103 7 200 X X LANDRY'S SEAFOOD RESTAURANTS COMMON STOCKS 51508L103 3 278 X X LANDSTAR SYSTEM INC COMMON STOCKS 515098101 7 100 X X ESTEE LAUDER COMPANIES - CL A COMMON STOCKS 518439104 7 170 X X LAWSON PRODUCTS INC COMMON STOCKS 520776105 2 100 X X LEGGETT & PLATT INC COMMON STOCKS 524660107 392 20,300 X X LEHMAN BROTHERS HOLDING INC COMMON STOCKS 524908100 1,588 24,586 X X LENNOX INTERNATIONAL INC COMMON STOCKS 526107107 6 500 X X LEXMARK INTERNATIONAL INC COMMON STOCKS 529771107 576 12,100 X X LIBBEY INC COMMON STOCKS 529898108 6 200 X X ELI LILLY & CO COMMON STOCKS 532457108 10,457 134,262 X X LIMITED INC COMMON STOCKS 532716107 686 41,700 X X LINCOLN NATIONAL CORP COMMON STOCKS 534187109 722 16,800 X X LINENS' N THINGS INC COMMON STOCKS 535679104 14 400 X X LIZ CLAIBORNE INC COMMON STOCKS 539320101 306 6,400 X X LOCKHEED MARTIN CORP COMMON STOCKS 539830109 1,467 40,352 X X LOEWS CORP COMMON STOCKS 540424108 1,135 19,628 X X LONGS DRUG STORES CORP COMMON STOCKS 543162101 74 2,500 X X LOUIS DREYFUS NATURAL GAS COMMON STOCKS 546011107 14 400 X X LOUISIANA PACIFIC CORP COMMON STOCKS 546347105 74 7,453 X X LOWE'S COMPANIES COMMON STOCKS 548661107 2,128 36,892 X X LUBYS CAFETERIA COMMON STOCKS 549282101 3 388 X X LUCENT TECHNOLOGIES INC COMMON STOCKS 549463107 3,557 334,644 X X MAF BANCORP INC COMMON STOCKS 55261R108 8 300 X X MBIA INC COMMON STOCKS 55262C100 786 9,900 X X MBNA CORP COMMON STOCKS 55262L100 2,710 82,062 X X MDC HOLINGS INC COMMON STOCKS 552676108 8 220 X X MFS CHARTER INCOME TRUST COMMON STOCKS 552727109 183 20,000 X X MGIC INVESTMENT CORP COMMON STOCKS 552848103 627 9,642 X X MRO SOFTWARE INC COMMON STOCKS 55347W105 3 200 X X MACDERMID INC COMMON STOCKS 554273102 6 333 X X MANITOWOC COMPANY COMMON STOCKS 563571108 6 200 X X MANOR CARE INC COMMON STOCKS 564055101 181 8,400 X X MARCUS CORPORATION COMMON STOCKS 566330106 5 300 X X MARKEL CORP COMMON STOCKS 570535104 19 107 X X MARSH & MCLENNAN COS COMMON STOCKS 571748102 2,622 26,563 X X MARRIOTT INTERNATIONAL CL A COMMON STOCKS 571903202 961 23,050 X X MASCO CORP COMMON STOCKS 574599106 1,158 48,626 X X MASSEY ENERGY COMPANY COMMON STOCKS 576206106 33 1,700 X X MATTEL INC COMMON STOCKS 577081102 714 40,826 X X MAXIM INTEGRATED PRODUCTS COMMON STOCKS 57772K101 1,888 42,520 X X MAY DEPT STORES CO COMMON STOCKS 577778103 1,043 28,227 X X MAXIMUS INC COMMON STOCKS 577933104 7 200 X X MAYTAG CORP COMMON STOCKS 578592107 228 7,000 X X MCDATA CORPORATION COMMON STOCKS 580031201 121 6,489 X X MCDERMOTT INTL INC COMMON STOCKS 580037109 95 7,000 X X MCDONALDS CORPORATION COMMON STOCKS 580135101 4,196 150,504 X X MCGRAW-HILL COMPANIES COMMON STOCKS 580645109 1,080 18,190 X X MCKESSON HBOC INC COMMON STOCKS 58155Q103 753 27,262 X X MEAD CORP COMMON STOCKS 582834107 271 10,451 X X MEADOWBROOK INSURANCE GROUP COMMON STOCKS 58319P108 0 100 X X MEDICAL ASSURANCE INC COMMON STOCKS 58449U100 5 309 X X MEDICIS PHARMACEUTICAL COMMON STOCKS 584690309 16 300 X X MEDIMMUNE INC COMMON STOCKS 584699102 752 19,400 X X MEDTRONIC INC COMMON STOCKS 585055106 5,570 116,672 X X MEEMIC HOLDINGS INC. 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