-----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, I+xP1rCfWhVy2J3ReJ0XrKPXSgfKTaA29JXA7cjvf5zgni/jkMfigDBnjiDBub/R 5m8aYcRBGJ0PHtdDdQLvJw== 0001068800-02-000116.txt : 20020509 0001068800-02-000116.hdr.sgml : 20020509 ACCESSION NUMBER: 0001068800-02-000116 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020331 FILED AS OF DATE: 20020509 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: 1934 Act SEC FILE NUMBER: 028-04513 FILM NUMBER: 02639078 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 CONNING ASSET MANAGEMENT COMPANY FORM 13F 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, 2002 --------------------------- 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 04/15/02 - ------------------------ ---------------------- -------- [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: 457 Form 13F Information Table Value Total: $1,014,823.
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: - ----------------------------------------------------------------------------------------------------------------------------------- A) B) IN- SHARED FAIR VEST- AS C) TITLE OF MARKET SHARES/ MENT DE- SHARED SEL (A) (B) (C) NAME OF ISSUER CLASS CUSIP VALUE PAR DIS- FINED OTHER IND SOLE SHARED NONE (000'S) VALUE CRE- IN TION INSTR. SOLE V - ----------------------------------------------------------------------------------------------------------------------------------- A T & T CORP Common Stock 001957109 5,881 378,409 X Y 378,409 ABBOTT LABORATORIES Common Stock 002824100 8,475 149,997 X Y 149,997 ACE LTD Common Stock G0070K103 797 18,400 X Y 18,400 ACTERNA CORP Common Stock 00503U105 99 57,000 X Y 57,000 ADC TELECOMMUNICATIONS INC Common Stock 000886101 540 150,000 X Y 150,000 ADOBE SYSTEMS INC Common Stock 00724F101 843 23,161 X Y 23,161 ADVANCED MICRO DEVICES Common Stock 007903107 426 31,500 X Y 31,500 AES CORPORATION Common Stock 00130H105 236 45,400 X Y 45,400 AETNA INC - NEW Common Stock 00817Y108 431 12,283 X Y 12,283 AFLAC INC Common Stock 001055102 1,246 48,430 X Y 48,430 AGILENT TECHNOLOGIES Common Stock 00846U101 1,507 48,392 X Y 48,392 AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 1,116 23,000 X Y 23,000 ALBERTSONS INC Common Stock 013104104 1,190 39,331 X Y 39,331 ALCAN INC Common Stock 013716105 1,254 30,924 X Y 30,924 ALCOA INC Common Stock 013817101 3,455 91,956 X Y 91,956 ALLEGHENY ENERGY INC Common Stock 017361106 377 10,900 X Y 10,900 ALLEGIANCE TELECOM INC Common Stock 01747T102 128 49,000 X Y 49,000 ALLERGAN INC Common Stock 018490102 811 12,500 X Y 12,500 ALLIED WASTE INDUSTRIES INC Common Stock 019589308 229 17,524 X Y 17,524 ALLSTATE INSURANCE Common Stock 020002101 2,469 70,458 X Y 70,458 ALLTEL Common Stock 020039103 1,632 29,324 X Y 29,324 ALTERA CORPORATION Common Stock 021441100 654 34,189 X Y 34,189 AMEREN CORP Common Stock 023608102 495 12,162 X Y 12,162 AMERICA FIRST MORTGAGE INVESTMENTS, INC. Common Stock 023934102 1,148 126,274 X Y 126,274 AMERICAN COUNTRY HOLDINGS Common Stock 025278201 1,116 555,471 X Y 555,471 AMERICAN ELECTRIC POWER CO INC Common Stock 025537101 1,346 30,698 X Y 30,698 AMERICAN EXPRESS CO Common Stock 025816109 4,662 127,797 X Y 127,797 AMERICAN INTERNATIONAL GROUP Common Stock 026874107 18,214 246,205 X Y 246,205 AMERICAN POWER CONVERSION Common Stock 029066107 216 16,400 X Y 16,400 AMERISOURCEBERGEN CORP Common Stock 03073E105 702 10,366 X Y 10,366 AMGEN INC Common Stock 031162100 5,768 99,432 X Y 99,432 AMR CORP Common Stock 001765106 377 14,430 X Y 14,430 AMSOUTH BANCORPORATION Common Stock 032165102 690 32,600 X Y 32,600 ANADARKO PETROLEUM CORP Common Stock 032511107 1,296 24,878 X Y 24,878 ANALOG DEVICES Common Stock 032654105 1,272 34,192 X Y 34,192 ANHEUSER-BUSCH COS INC Common Stock 035229103 4,330 85,148 X Y 85,148 AOL TIME WARNER INC Common Stock 00184A105 12,715 512,431 X Y 512,431 AON CORP Common Stock 037389103 845 24,404 X Y 24,404 APACHE CORP Common Stock 037411105 663 12,564 X Y 12,564 APPLE COMPUTER INC Common Stock 037833100 731 33,600 X Y 33,600 APPLERA CORP - APPLIED BIOSYSTEM Common Stock 038020103 436 19,300 X Y 19,300 APPLIED MATERIALS INC Common Stock 038222105 5,423 124,596 X Y 124,596 APPLIED MICROCIRCUITS CORP Common Stock 03822W109 204 26,400 X Y 26,400 ARCHER DANIELS MIDLAND CO Common Stock 039483102 857 61,879 X Y 61,879 AT&T WIRELESS SERVICES INC Common Stock 00209A106 3,798 377,296 X Y 377,296 ATHEROGENICS INC Common Stock 047439104 79 12,000 X Y 12,000 AUTOMATIC DATA PROCESSING Common Stock 053015103 3,283 62,280 X Y 62,280 AUTOZONE INC Common Stock 053332102 684 10,300 X Y 10,300 AVAYA INC Common Stock 053499109 337 62,743 X Y 62,743 AVERY DENNISON CORP Common Stock 053611109 678 10,600 X Y 10,600 AVON PRODUCTS INC Common Stock 054303102 1,290 25,114 X Y 25,114 BAKER HUGHES INC Common Stock 057224107 1,152 32,627 X Y 32,627 BANC ONE CORPORATION Common Stock 06423A103 4,235 118,025 X Y 118,025 BANK OF AMERICA CORP Common Stock 060505104 10,156 158,736 X Y 158,736 BANK OF NEW YORK CO INC Common Stock 064057102 2,516 66,832 X Y 66,832 BARRICK GOLD CORP Common Stock 067901108 978 54,210 X Y 54,210 BAXTER INTERNATIONAL INC Common Stock 071813109 3,324 59,920 X Y 59,920 BB&T CORPORATION Common Stock 054937107 1,562 42,206 X Y 42,206 BEA SYSTEMS INC Common Stock 073325102 498 39,145 X Y 39,145 BECTON DICKINSON & CO Common Stock 075887109 1,002 27,300 X Y 27,300 BED BATH & BEYOND INC Common Stock 075896100 878 26,300 X Y 26,300 BELLSOUTH CORP Common Stock 079860102 7,045 181,762 X Y 181,762 BEST BUY COMPANY INC Common Stock 086516101 1,368 20,300 X Y 20,300 BIG LOTS INC Common Stock 089302103 141 11,125 X Y 11,125 BIOGEN INC Common Stock 090597105 743 13,971 X Y 13,971 BIOMET INC Common Stock 090613100 736 24,070 X Y 24,070 BMC SOFTWARE INC Common Stock 055921100 345 21,400 X Y 21,400 BOEING CO Common Stock 097023105 3,969 86,346 X Y 86,346 BOSTON SCIENTIFIC CORP Common Stock 101137107 839 37,472 X Y 37,472 BP PLC-SPONS ADR Common Stock 055622104 706 14,250 X Y 14,250 BRISTOL-MYERS SQUIBB CO Common Stock 110122108 8,849 188,231 X Y 188,231 BROADCOM CORP CL A Common Stock 111320107 754 24,600 X Y 24,600 BURLINGTON NORTHERN SANTA FE Common Stock 12189T104 1,079 37,189 X Y 37,189 BURLINGTON RESOURCES INC Common Stock 122014103 716 19,014 X Y 19,014 CALPINE CORPORATION Common Stock 131347106 269 36,656 X Y 36,656 CAMPBELL SOUP CO Common Stock 134429109 1,027 38,414 X Y 38,414 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 995 20,200 X Y 20,200 CARDINAL HEALTH INC Common Stock 14149Y108 2,885 43,650 X Y 43,650 CARNIVAL CORP Common Stock 143658102 1,535 56,200 X Y 56,200 CATERPILLAR INC Common Stock 149123101 1,861 33,525 X Y 33,525 CENDANT CORPORATION Common Stock 151313103 1,744 100,150 X Y 100,150 CENTURYTEL INC. Common Stock 156700106 445 13,403 X Y 13,403 CHARTER ONE FINANCIAL INC Common Stock 160903100 609 20,002 X Y 20,002 CHEVRONTEXACO CORP Common Stock 166764100 8,666 102,574 X Y 102,574 CHIRON CORP Common Stock 170040109 751 17,294 X Y 17,294 CHUBB CORP Common Stock 171232101 1,326 17,646 X Y 17,646 CIENA CORP Common Stock 171779101 279 35,900 X Y 35,900 CIGNA CORP Common Stock 125509109 1,270 14,161 X Y 14,161 CINCINNATI FINANCIAL CORP Common Stock 172062101 587 14,600 X Y 14,600 CINERGY CORP Common Stock 172474108 531 16,677 X Y 16,677 CINTAS CORP Common Stock 172908105 713 16,100 X Y 16,100 CIRCUIT CITY STORES Common Stock 172737108 341 19,000 X Y 19,000 CISCO SYSTEMS INC Common Stock 17275R102 11,281 789,739 X Y 789,739 CITIGROUP INC Common Stock 172967101 23,181 511,990 X Y 511,990 CITIZENS COMMUNICATIONS CO Common Stock 17453B101 211 23,000 X Y 23,000 CITRIX SYSTEMS INC Common Stock 177376100 482 31,600 X Y 31,600 CLARION COMMERCIAL HLDGS-A Common Stock 18051W109 47 15,000 X Y 15,000 CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 3,287 70,500 X Y 70,500 CLOROX COMPANY Common Stock 189054109 986 22,524 X Y 22,524 CMS ENERGY CORP Common Stock 125896100 247 11,300 X Y 11,300 COCA-COLA COMPANY Common Stock 191216100 12,064 254,531 X Y 254,531 COCA-COLA ENTERPRISES Common Stock 191219104 706 40,500 X Y 40,500 COLGATE-PALMOLIVE CO Common Stock 194162103 3,007 53,723 X Y 53,723 COMCAST CORP - SPECIAL CL A Common Stock 200300200 3,008 88,844 X Y 88,844 COMERICA INC Common Stock 200340107 1,002 16,740 X Y 16,740 COMPAQ COMPUTER CORP Common Stock 204493100 1,869 184,221 X Y 184,221 COMPUTER ASSOCIATES INTL INC Common Stock 204912109 895 54,912 X Y 54,912 COMPUTER SCIENCES CORP Common Stock 205363104 887 18,664 X Y 18,664 COMPUWARE Common Stock 205638109 377 33,000 X Y 33,000 COMVERSE TECHNOLOGY INC Common Stock 205862402 253 16,246 X Y 16,246 CONAGRA FOODS INC Common Stock 205887102 1,156 49,400 X Y 49,400 CONCORD EFS INC Common Stock 206197105 1,359 45,200 X Y 45,200 CONEXANT SYSTEMS INC Common Stock 207142100 743 72,400 X Y 72,400 CONOCO INC Common Stock 208251504 1,731 62,565 X Y 62,565 CONSECO INC Common Stock 208464107 110 29,229 X Y 29,229 CONSOLIDATED EDISON INC Common Stock 209115104 806 19,760 X Y 19,760 CONSTELLATION ENERGY GROUP INC Common Stock 210371100 439 15,200 X Y 15,200 CONVERGYS CORP Common Stock 212485106 458 15,026 X Y 15,026 CORNING INC Common Stock 219350105 791 117,563 X Y 117,563 COSTCO WHOLESALE CORP Common Stock 22160K105 1,783 43,214 X Y 43,214 COUNTRYWIDE CREDIT IND INC Common Stock 222372104 491 11,956 X Y 11,956 CSX CORP Common Stock 126408103 836 22,136 X Y 22,136 CVS CORP Common Stock 126650100 1,373 50,268 X Y 50,268 DANA CORP Common Stock 235811106 215 11,551 X Y 11,551 DANAHER CORP Common Stock 235851102 962 14,301 X Y 14,301 DARDEN RESTAURANTS INC Common Stock 237194105 474 11,200 X Y 11,200 DEERE & CO Common Stock 244199105 1,101 22,963 X Y 22,963 DELL COMPUTER CORP Common Stock 247025109 6,192 250,675 X Y 250,675 DELPHI AUTOMOTIVE SYSTEMS Common Stock 247126105 936 58,520 X Y 58,520 DELTA AIR LINES INC Common Stock 247361108 356 10,321 X Y 10,321 DEUTSCHE TELEKOM AG-SPON ADR Common Stock 251566105 282 20,000 X Y 20,000 DEVON ENERGY CORPORATION Common Stock 25179M103 550 12,582 X Y 12,582 DOLLAR GENERAL Common Stock 256669102 415 28,122 X Y 28,122 DOMINION RESOURCES INC/VA Common Stock 25746U109 1,610 27,618 X Y 27,618 DONNELLEY (R.R.) & SONS CO Common Stock 257867101 292 10,200 X Y 10,200 DOUBLECLICK INC Common Stock 258609304 215 20,000 X Y 20,000 DOVER CORP Common Stock 260003108 835 21,108 X Y 21,108 DOW CHEMICAL Common Stock 260543103 2,804 89,627 X Y 89,627 DTE ENERGY CO Common Stock 233331107 659 15,900 X Y 15,900 DU PONT (EI) DE NEMOURS Common Stock 263534109 4,743 101,231 X Y 101,231 DUKE ENERGY CORP Common Stock 264399106 2,794 78,990 X Y 78,990 DYNEGY INC CL A Common Stock 26816Q101 799 30,800 X Y 30,800 EASTMAN KODAK CO Common Stock 277461109 908 28,818 X Y 28,818 ECOLAB INC Common Stock 278865100 576 12,300 X Y 12,300 EDISON INTERNATIONAL Common Stock 281020107 473 29,920 X Y 29,920 EL PASO CORPORATION Common Stock 28336L109 2,014 51,548 X Y 51,548 ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 2,699 45,723 X Y 45,723 ELI LILLY & CO Common Stock 532457108 8,485 111,999 X Y 111,999 EMC CORP/MASS Common Stock 268648102 3,145 287,956 X Y 287,956 EMERSON ELECTRIC CO Common Stock 291011104 2,485 43,158 X Y 43,158 ENGELHARD CORP Common Stock 292845104 306 10,650 X Y 10,650 ENTERGY CORP Common Stock 29364G103 883 21,400 X Y 21,400 EOG RESOURCES INC Common Stock 26875P101 358 10,177 X Y 10,177 EQUIFAX INC Common Stock 294429105 361 12,018 X Y 12,018 EQUITY OFFICE PROPERTIES TR Common Stock 294741103 1,172 40,800 X Y 40,800 EQUITY RESIDENTIAL PROPS TR Common Stock 29476L107 705 26,100 X Y 26,100 EXELON CORP Common Stock 30161N101 1,564 31,710 X Y 31,710 EXXON MOBIL CORPORATION Common Stock 30231G102 27,357 662,146 X Y 662,146 FAMILY DOLLAR STORES Common Stock 307000109 496 15,100 X Y 15,100 FEDERATED DEPARTMENT STORES Common Stock 31410H101 754 18,000 X Y 18,000 FEDEX CORPORATION Common Stock 31428X106 1,649 28,500 X Y 28,500 FHLMC Common Stock 313400301 4,334 67,993 X Y 67,993 FIFTH THIRD BANCORP Common Stock 316773100 3,470 54,391 X Y 54,391 FIRST DATA CORP Common Stock 319963104 3,267 40,057 X Y 40,057 FIRSTENERGY CORP Common Stock 337932107 1,076 29,463 X Y 29,463 FISERV INC Common Stock 337738108 710 16,600 X Y 16,600 FLEET BOSTON FINANCIAL CORP Common Stock 339030108 3,554 106,437 X Y 106,437 FLUOR CORP (NEW) Common Stock 343412102 533 14,050 X Y 14,050 FNMA Common Stock 313586109 7,713 98,544 X Y 98,544 FORD MOTOR CO Common Stock 345370860 2,674 179,555 X Y 179,555 FOREST LABORATORIES Common Stock 345838106 1,400 17,618 X Y 17,618 FORTUNE BRANDS INC Common Stock 349631101 683 15,000 X Y 15,000 FPL GROUP INC Common Stock 302571104 897 16,886 X Y 16,886 FRANKLIN RESOURCES INC Common Stock 354613101 1,011 24,749 X Y 24,749 FREEPORT-MCMORAN COPPER-B Common Stock 35671D857 176 12,000 X Y 12,000 GANNETT CORP Common Stock 364730101 1,991 26,100 X Y 26,100 GAP INC Common Stock 364760108 957 79,786 X Y 79,786 GATEWAY INC Common Stock 367626108 195 42,200 X Y 42,200 GEMSTAR TV GUIDE INTL INC Common Stock 36866W106 654 35,782 X Y 35,782 GENERAL DYNAMICS CORP Common Stock 369550108 1,768 19,439 X Y 19,439 GENERAL ELECTRIC CO Common Stock 369604103 37,868 983,341 X Y 983,341 GENERAL MILLS INC Common Stock 370334104 1,669 36,103 X Y 36,103 GENERAL MOTORS CORP Common Stock 370442105 2,983 56,311 X Y 56,311 GENL ELEC CAPITAL CORP Preferred Stock SF 369622568 1,977 10,010 X 10,010 GENUINE PARTS CO Common Stock 372460105 602 16,475 X Y 16,475 GENZYME CORP Common Stock 372917104 879 19,800 X Y 19,800 GEORGIA-PACIFIC CORP Common Stock 373298108 616 23,866 X Y 23,866 GILLETTE COMPANY Common Stock 375766102 3,653 106,836 X Y 106,836 GOLDEN WEST FINANCIAL CORP Common Stock 381317106 967 15,164 X Y 15,164 GOODYEAR TIRE & RUBBER CO Common Stock 382550101 566 20,572 X Y 20,572 GUIDANT CORP Common Stock 401698105 1,270 30,600 X Y 30,600 H & R BLOCK INC Common Stock 093671105 832 16,500 X Y 16,500 HALLIBURTON CO Common Stock 406216101 679 41,163 X Y 41,163 HARLEY-DAVIDSON EAGLEMARK Common Stock 412822108 1,487 29,000 X Y 29,000 HARRAH'S ENTERTAINMENT INC Common Stock 413619107 453 11,200 X Y 11,200 HARTFORD FINANCIAL SERVICES GROUP Common Stock 416515104 1,667 24,879 X Y 24,879 HASBRO INC Common Stock 418056107 222 15,450 X Y 15,450 HCA INC Common Stock 404119109 2,092 51,328 X Y 51,328 HEALTH MGMT ASSOCIATES INC - A Common Stock 421933102 373 21,000 X Y 21,000 HEALTHSOUTH CORP Common Stock 421924101 413 34,572 X Y 34,572 HEINZ (H.J.) CO Common Stock 423074103 1,431 35,096 X Y 35,096 HERCULES INC Common Stock 427056106 132 10,563 X Y 10,563 HERSHEY FOODS CORP Common Stock 427866108 925 13,100 X Y 13,100 HEWLETT-PACKARD CO Common Stock 428236103 3,964 197,123 X Y 197,123 HILTON HOTELS CORP Common Stock 432848109 397 30,815 X Y 30,815 HOME DEPOT INC Common Stock 437076102 11,372 227,467 X Y 227,467 HONEYWELL INTERNATIONAL INC Common Stock 438516106 3,199 83,883 X Y 83,883 HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 2,268 44,043 X Y 44,043 HUMANA INC Common Stock 444859102 174 13,300 X Y 13,300 HUNTINGTON BANCSHARES Common Stock 446150104 415 22,422 X Y 22,422 ILLINOIS TOOL WORKS Common Stock 452308109 2,346 31,897 X Y 31,897 IMMUNEX CORP Common Stock 452528102 1,513 52,600 X Y 52,600 IMS HEALTH INC Common Stock 449934108 550 27,500 X Y 27,500 INCO LTD Common Stock 453258402 297 15,900 X Y 15,900 INGERSOLL-RAND CO Common Stock G4776G101 753 15,050 X Y 15,050 INTEL CORP Common Stock 458140100 19,786 692,525 X Y 692,525 INTERNATIONAL BUSINESS MACHINES CORP Common Stock 459200101 16,507 168,103 X Y 168,103 INTERNATIONAL PAPER CO Common Stock 460146103 2,039 46,599 X Y 46,599 INTERPUBLIC GROUP COS INC Common Stock 460690100 957 35,196 X Y 35,196 INTUIT INC Common Stock 461202103 769 20,300 X Y 20,300 JABIL CIRCUIT INC Common Stock 466313103 329 17,500 X Y 17,500 JDS UNIPHASE CORP Common Stock 46612J101 1,198 246,980 X Y 246,980 JEFFERSON PILOT Common Stock 475070108 787 15,575 X Y 15,575 JOHN HANCOCK FINANCIAL SERVS Common Stock 41014S106 1,056 27,500 X Y 27,500 JOHNSON & JOHNSON Common Stock 478160104 18,263 299,768 X Y 299,768 JOHNSON CONTROLS INC Common Stock 478366107 968 10,900 X Y 10,900 JONES APPAREL GROUP INC Common Stock 480074103 610 17,100 X Y 17,100 JP MORGAN CHASE & CO Common Stock 46625H100 5,949 202,856 X Y 202,856 JUNIPER NETWORKS INC Common Stock 48203R104 238 25,559 X Y 25,559 KELLOGG CO Common Stock 487836108 1,393 40,312 X Y 40,312 KERR-MCGEE CORP Common Stock 492386107 845 15,278 X Y 15,278 KEYCORP Common Stock 493267108 980 39,052 X Y 39,052 KEYSPAN CORPORATION Common Stock 49337W100 376 11,744 X Y 11,744 KIMBERLY CLARK CORP Common Stock 494368103 3,411 54,485 X Y 54,485 KINDER MORGAN INC Common Stock 49455P101 459 11,100 X Y 11,100 KING PHARMACEUTICALS Common Stock 495582108 703 22,647 X Y 22,647 KLA-TENCOR CORPORATION Common Stock 482480100 1,042 18,000 X Y 18,000 KOHL'S CORP Common Stock 500255104 2,176 32,155 X Y 32,155 KROGER CO Common Stock 501044101 1,839 83,000 X Y 83,000 LEGGETT & PLATT INC Common Stock 524660107 551 21,500 X Y 21,500 LEHMAN BROTHERS HOLDING INC Common Stock 524908100 1,355 23,886 X Y 23,886 LEXMARK INTERNATIONAL INC Common Stock 529771107 656 13,200 X Y 13,200 LIMITED INC Common Stock 532716107 773 43,000 X Y 43,000 LINCOLN NATIONAL CORP Common Stock 534187109 876 17,100 X Y 17,100 LINEAR TECHNOLOGY CORP Common Stock 535678106 1,232 33,400 X Y 33,400 LIZ CLAIBORNE INC Common Stock 539320101 336 11,100 X Y 11,100 LOCKHEED MARTIN CORPORATION Common Stock 539830109 2,474 43,852 X Y 43,852 LOEWS CORP Common Stock 540424108 1,017 17,428 X Y 17,428 LOWE'S COMPANIES Common Stock 548661107 3,274 72,384 X Y 72,384 LSI LOGIC CORP Common Stock 502161102 502 33,400 X Y 33,400 LUCENT TECHNOLOGIES INC Common Stock 549463107 1,891 340,134 X Y 340,134 MARATHON OIL CORP Common Stock 565849106 810 29,449 X Y 29,449 MARRIOTT INTERNATIONAL CL A Common Stock 571903202 898 22,750 X Y 22,750 MARSH & MCLENNAN COS Common Stock 571748102 2,858 27,063 X Y 27,063 MASCO CORP Common Stock 574599106 1,328 47,326 X Y 47,326 MASS MUTUAL BENEFITS Preferred MANAGEMENT Stock SF 575765995 11,223 11,500 X 11,500 MATTEL INC Common Stock 577081102 841 44,401 X Y 44,401 MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 1,497 32,720 X Y 32,720 MAY DEPT STORES CO Common Stock 577778103 1,056 28,833 X Y 28,833 MBIA INC Common Stock 55262C100 801 13,700 X Y 13,700 MBNA CORP Common Stock 55262L100 3,072 88,531 X Y 88,531 MCDONALDS CORPORATION Common Stock 580135101 3,308 126,704 X Y 126,704 MCGRAW-HILL COMPANIES Common Stock 580645109 1,198 18,200 X Y 18,200 MCKESSON CORP Common Stock 58155Q103 982 27,825 X Y 27,825 MCLEODUSA INC Common Stock 582266102 5 25,000 X Y 25,000 MEADWESTVACO CORP Common Stock 583334107 639 18,404 X Y 18,404 MEDIMMUNE INC Common Stock 584699102 961 23,300 X Y 23,300 MEDTRONIC INC Common Stock 585055106 5,429 121,872 X Y 121,872 MELLON FINANCIAL CORP Common Stock 58551A108 1,639 45,478 X Y 45,478 MERCK & CO Common Stock 589331107 13,596 221,748 X Y 221,748 MERRILL LYNCH & CO Common Stock 590188108 3,915 81,581 X Y 81,581 METLIFE INC Common Stock 59156R108 1,991 62,500 X Y 62,500 MGIC INVESTMENT CORP Common Stock 552848103 748 11,142 X Y 11,142 MICRON TECHNOLOGY INC Common Stock 595112103 2,171 67,519 X Y 67,519 MICROSOFT CORP Common Stock 594918104 30,128 516,166 X Y 516,166 MINNESOTA MINING & MFG CO Common Stock 604059105 4,472 37,886 X Y 37,886 MIRANT CORP Common Stock 604675108 328 36,389 X Y 36,389 MOLEX INC Common Stock 608554101 543 18,225 X Y 18,225 MOODY'S CORPORATION Common Stock 615369105 531 14,358 X Y 14,358 MORGAN ST DEAN WITTER & CO Common Stock 617446448 5,113 103,938 X Y 103,938 MOTOROLA INC Common Stock 620076109 3,401 261,528 X Y 261,528 NABORS INDUSTRIES INC Common Stock 629568106 498 14,053 X Y 14,053 NASDAQ 100 INDEX TRACKING STOCK Common Stock 631100104 1,486 44,000 X Y 44,000 NATIONAL CITY CORP. Common Stock 635405103 1,621 56,804 X Y 56,804 NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 739 29,400 X Y 29,400 NETWORK APPLIANCE INC Common Stock 64120L104 487 30,460 X Y 30,460 NEW VALLEY CORP NEW Common Stock 649080116 2 12,840 X Y 12,840 NEW YORK TIMES CO CL A Common Stock 650111107 837 19,066 X Y 19,066 NEWELL RUBBERMAID INC Common Stock 651229106 802 25,764 X Y 25,764 NEWMONT MINING CORP Common Stock 651639106 808 33,033 X Y 33,033 NEWPORT CORP Common Stock 651824104 265 14,000 X Y 14,000 NEXTEL COMMUNICATIONS INC-CL A Common Stock 65332V103 928 185,956 X Y 185,956 NIKE INC - CL B Common Stock 654106103 1,559 26,490 X Y 26,490 NISOURCE INC Common Stock 65473P105 381 18,136 X Y 18,136 NOBLE DRILLING CORP Common Stock 655042109 412 11,700 X Y 11,700 NOKIA CORP SPON ADR Common Stock 654902204 396 19,070 X Y 19,070 NORDSTROM INC Common Stock 655664100 311 12,200 X Y 12,200 NORFOLK SOUTHERN CORP Common Stock 655844108 825 34,675 X Y 34,675 NORTEL NETWORKS CORP Common Stock 656568102 1,530 301,741 X Y 301,741 NORTHERN TRUST CORP Common Stock 665859104 1,142 21,106 X Y 21,106 NORTHROP GRUMMAN CORP Common Stock 666807102 1,210 11,300 X Y 11,300 NOVELL INC Common Stock 670006105 125 30,500 X Y 30,500 NOVELLUS SYSTEMS INC Common Stock 670008101 571 13,400 X Y 13,400 NVIDIA CORP Common Stock 67066G104 704 13,800 X Y 13,800 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 1,000 37,200 X Y 37,200 OFFICE DEPOT INC Common Stock 676220106 494 25,933 X Y 25,933 OMNICOM GROUP Common Stock 681919106 1,740 18,600 X Y 18,600 OPNET TECHNOLOGIES INC Common Stock 683757108 141 16,000 X Y 16,000 ORACLE CORPORATION Common Stock 68389X105 9,994 602,223 X Y 602,223 P G & E CORPORATION Common Stock 69331C108 719 33,894 X Y 33,894 PAC WEST TELECOM INC Common Stock 69371Y101 59 130,000 X Y 130,000 PACTIV CORPORATION Common Stock 695257105 258 13,563 X Y 13,563 PALM CORP Common Stock 696642107 153 50,579 X Y 50,579 PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 152 20,626 X Y 20,626 PARK PLACE ENTERTAINMENT Common Stock 700690100 244 25,000 X Y 25,000 PARKER HANNIFIN CORP Common Stock 701094104 555 11,138 X Y 11,138 PAYCHEX INC Common Stock 704326107 1,334 36,075 X Y 36,075 PENNEY (J.C.) CO Common Stock 708160106 447 22,787 X Y 22,787 PEOPLESOFT INC Common Stock 712713106 831 28,492 X Y 28,492 PEPSI BOTTLING GROUP INC Common Stock 713409100 674 27,100 X Y 27,100 PEPSICO INC Common Stock 713448108 8,516 168,636 X Y 168,636 PFIZER INC Common Stock 717081103 24,884 607,563 X Y 607,563 PHARMACIA CORP Common Stock 71713U102 5,140 125,088 X Y 125,088 PHILIP MORRIS COMPANIES Common Stock 718154107 10,896 206,927 X Y 206,927 PHILLIPS PETROLEUM CO Common Stock 718507106 2,453 41,493 X Y 41,493 PITNEY BOWES INC Common Stock 724479100 1,018 24,400 X Y 24,400 PLACER DOME INC Common Stock 725906101 305 26,300 X Y 26,300 PLUM CREEK TIMBER CO Common Stock 729251108 607 19,640 X Y 19,640 PMC SIERRA INC Common Stock 69344F106 253 17,200 X Y 17,200 PNC BANK CORP Common Stock 693475105 1,529 27,826 X Y 27,826 PPG INDUSTRIES INC Common Stock 693506107 791 15,412 X Y 15,412 PPL CORPORATION Common Stock 69351T106 429 13,143 X Y 13,143 PRAXAIR INC Common Stock 74005P104 892 15,400 X Y 15,400 PROCTER & GAMBLE Common Stock 742718109 10,984 129,519 X Y 129,519 PROGRESS ENERGY INC Common Stock 743263105 939 20,981 X Y 20,981 PROVIDIAN FINANCIAL CORP Common Stock 74406A102 98 25,000 X Y 25,000 PUBLIC SERVICE ENTERPRISE GRP Common Stock 744573106 824 19,550 X Y 19,550 QUALCOMM INC Common Stock 747525103 2,385 71,720 X Y 71,720 QUINTILES TRANSNATIONAL CORP Common Stock 748767100 196 11,800 X Y 11,800 QWEST COMMUNICATIONS INTERNATIONAL Common Stock 749121109 1,396 160,497 X Y 160,497 RADIOSHACK CORPORATION Common Stock 750438103 469 17,105 X Y 17,105 RATIONAL SOFTWARE CORP Common Stock 75409P202 243 13,300 X Y 13,300 RAYTHEON COMPANY Common Stock 755111507 1,377 35,580 X Y 35,580 REGIONS FINL CORP Common Stock 758940100 702 21,600 X Y 21,600 RELIANT ENERGY INC Common Stock 75952J108 584 27,944 X Y 27,944 REVLON INC CL A Common Stock 761525500 75 15,000 X Y 15,000 RF MICRO DEVICES INC Common Stock 749941100 313 20,000 X Y 20,000 ROBERT HALF INTL INC Common Stock 770323103 389 14,957 X Y 14,957 ROCKWELL COLLINS Common Stock 774341101 724 31,113 X Y 31,113 ROCKWELL INTERNATIONAL CORP Common Stock 773903109 558 28,213 X Y 28,213 ROHM & HAAS CO Common Stock 775371107 824 21,459 X Y 21,459 ROYAL DUTCH PETRO NY SHARES Common Stock 780257804 10,444 203,213 X Y 203,213 S&P 500 DEPOSITORY RECEIPT Common Stock 78462F103 1,616 14,542 X Y 14,542 SABRE GROUP HOLDINGS INC Common Stock 785905100 565 12,831 X Y 12,831 SAFECO CORP Common Stock 786429100 360 10,600 X Y 10,600 SAFEWAY INC Common Stock 786514208 2,055 47,800 X Y 47,800 SANMINA CORP Common Stock 800907107 465 45,607 X Y 45,607 SAPIENT CORPORATION Common Stock 803062108 51 11,500 X Y 11,500 SARA LEE CORP Common Stock 803111103 1,607 76,800 X Y 76,800 SBC COMMUNICATIONS INC Common Stock 78387G103 12,110 319,965 X Y 319,965 SCHERING-PLOUGH CORP Common Stock 806605101 4,688 135,955 X Y 135,955 SCHLUMBERGER LTD Common Stock 806857108 3,204 55,049 X Y 55,049 SCHWAB (CHARLES) CORP Common Stock 808513105 1,972 151,232 X Y 151,232 SCIENT INC Common Stock 808649107 3 18,600 X Y 18,600 SCIENTIFIC-ATLANTA INC Common Stock 808655104 344 15,400 X Y 15,400 SEALED AIR CORP Common Stock 81211K100 502 11,152 X Y 11,152 SEARS Common Stock 812387108 1,663 31,623 X Y 31,623 SEMPRA ENERGY Common Stock 816851109 382 17,117 X Y 17,117 SHERWIN WILLIAMS CO Common Stock 824348106 347 13,145 X Y 13,145 SIEBEL SYSTEMS INC Common Stock 826170102 3,053 109,900 X Y 109,900 SMITHKLINE BEECHAM HLDG Preferred Stock SF 83237C807 2,060 10,010 X 10,010 SOLECTRON CORP Common Stock 834182107 642 77,600 X Y 77,600 SOUTHERN CAL ED Preferred Stock SF 842400772 1,191 12,500 X 12,500 SOUTHERN CO Common Stock 842587107 1,808 71,174 X Y 71,174 SOUTHTRUST CORP Common Stock 844730101 756 29,900 X Y 29,900 SOUTHWEST AIRLINES Common Stock 844741108 1,689 80,029 X Y 80,029 SPRINT CORP (FON GROUP) Common Stock 852061100 1,621 114,944 X Y 114,944 SPRINT CORP (PCS GROUP) Common Stock 852061506 877 94,700 X Y 94,700 ST PAUL COS Common Stock 792860108 1,112 22,734 X Y 22,734 STAPLES INC Common Stock 855030102 849 43,150 X Y 43,150 STARBUCKS CORP Common Stock 855244109 833 36,176 X Y 36,176 STARWOOD HOTELS & RESORTS WORLDWIDE Common Stock 85590A203 702 19,492 X Y 19,492 STATE STREET CORP Common Stock 857477103 1,876 37,010 X Y 37,010 STILWELL FINANCIAL INC Common Stock 860831106 468 20,538 X Y 20,538 STRYKER CORP Common Stock 863667101 1,205 19,600 X Y 19,600 SUN MICROSYSTEMS INC Common Stock 866810104 3,604 423,550 X Y 423,550 SUNTRUST BANKS INC Common Stock 867914103 1,756 27,963 X Y 27,963 SUPERVALUE INC Common Stock 868536103 291 11,200 X Y 11,200 SYCAMORE NETWORKS INC Common Stock 871206108 269 77,000 X Y 77,000 SYMBOL TECHNOLOGIES Common Stock 871508107 164 18,850 X Y 18,850 SYNOVUS FINANCIAL CORP Common Stock 87161C105 753 25,700 X Y 25,700 SYSCO CORP Common Stock 871829107 1,930 65,276 X Y 65,276 T ROWE PRICE GROUP INC Common Stock 74144T108 449 11,273 X Y 11,273 TARGET CORPORATION Common Stock 87612E106 3,811 90,944 X Y 90,944 TECO ENERGY Common Stock 872375100 297 11,900 X Y 11,900 TELLABS INC Common Stock 879664100 840 81,824 X Y 81,824 TENET HEALTHCARE CORPORATION Common Stock 88033G100 1,802 31,200 X Y 31,200 TERADYNE INC Common Stock 880770102 844 25,082 X Y 25,082 TERAYON COMMUNICATIONS SYS Common Stock 880775101 177 30,000 X Y 30,000 TEXAS INSTRUMENTS INC Common Stock 882508104 4,969 168,888 X Y 168,888 TEXTRON INC Common Stock 883203101 672 14,129 X Y 14,129 THE WALT DISNEY CO Common Stock 254687106 4,852 210,853 X Y 210,853 THERMO ELECTRON CORP Common Stock 883556102 328 16,100 X Y 16,100 TIFFANY & CO Common Stock 886547108 418 12,746 X Y 12,746 TJX COMPANIES Common Stock 872540109 1,014 26,700 X Y 26,700 TMP WORLDWIDE INC Common Stock 872941109 299 10,700 X Y 10,700 TORCHMARK CORP Common Stock 891027104 429 10,675 X Y 10,675 TOYS R US, INC. Common Stock 892335100 294 16,443 X Y 16,443 TRANSOCEAN SEDCO FOREX INC Common Stock G90078109 826 29,410 X Y 29,410 TRANSWITCH CORP Common Stock 894065101 40 14,000 X Y 14,000 TRIBUNE COMPANY Common Stock 896047107 1,219 28,476 X Y 28,476 TRICON GLOBAL RESTAURANTS Common Stock 895953107 800 13,530 X Y 13,530 TRW INC Common Stock 872649108 834 16,600 X Y 16,600 TXU CORPORATION Common Stock 873168108 1,338 26,303 X Y 26,303 TYCO INTERNATIONAL LTD Common Stock 902124106 5,875 201,612 X Y 201,612 UNILEVER N V - NY SHARES Common Stock 904784709 3,214 55,146 X Y 55,146 UNION PACIFIC CORP Common Stock 907818108 1,599 26,363 X Y 26,363 UNION PLANTERS CORP Common Stock 908068109 587 12,600 X Y 12,600 UNISYS CORP Common Stock 909214108 325 29,200 X Y 29,200 UNITED TECHNOLOGIES CORP Common Stock 913017109 3,286 45,026 X Y 45,026 UNITEDHEALTH GROUP INC Common Stock 91324P102 2,202 30,378 X Y 30,378 UNIVISION COMMUNICATIONS Common Stock 914906102 808 19,600 X Y 19,600 UNOCAL CORP Common Stock 915289102 823 22,914 X Y 22,914 UNUMPROVIDENT CORP Common Stock 91529Y106 605 21,379 X Y 21,379 US BANCORP Common Stock 902973304 3,837 183,999 X Y 183,999 USA EDUCATION INC Common Stock 90390U102 1,528 16,465 X Y 16,465 UST INC Common Stock 902911106 631 18,100 X Y 18,100 VERISIGN INC Common Stock 92343E102 865 36,452 X Y 36,452 VERITAS SOFTWARE CORP Common Stock 923436109 2,137 60,147 X Y 60,147 VERIZON COMMUNICATIONS Common Stock 92343V104 12,399 264,898 X Y 264,898 VF CORP Common Stock 918204108 437 10,400 X Y 10,400 VIACOM CLASS B Common Stock 925524308 7,913 169,841 X Y 169,841 VIANT CORP Common Stock 92553N107 27 20,000 X Y 20,000 VISTEON CORP Common Stock 92839U107 280 19,681 X Y 19,681 VITESSE SEMICONDUCTOR CORP Common Stock 928497106 124 17,600 X Y 17,600 VULCAN MATERIALS CO Common Stock 929160109 493 10,200 X Y 10,200 WACHOVIA CORP Common Stock 929903102 6,280 188,889 X Y 188,889 WALGREEN CO Common Stock 931422109 3,969 98,652 X Y 98,652 WAL-MART STORES INC Common Stock 931142103 27,576 444,638 X Y 444,638 WASHINGTON MUTUAL INC Common Stock 939322103 3,037 93,350 X Y 93,350 WASTE MANAGEMENT INC Common Stock 94106L109 1,569 59,610 X Y 59,610 WATERS CORPORATION Common Stock 941848103 469 15,100 X Y 15,100 WELLPOINT HEALTH NETWORKS Common Stock 94973H108 892 15,464 X Y 15,464 WELLS FARGO COMPANY Common Stock 949746101 7,835 166,978 X Y 166,978 WEYERHAEUSER Common Stock 962166104 1,303 21,086 X Y 21,086 WILLIAMS COS INC Common Stock 969457100 853 54,821 X Y 54,821 WINN DIXIE STORES INC Common Stock 974280109 206 12,290 X Y 12,290 WORLDCOM INC - WORLDCOM GROUP Common Stock 98157D106 2,920 388,339 X Y 388,339 WRIGLEY (WM.) JR CO Common Stock 982526105 1,203 21,464 X Y 21,464 WYETH Common Stock 983024100 8,138 128,053 X Y 128,053 XCEL ENERGY INC Common Stock 98389B100 889 37,515 X Y 37,515 XEROX CORP Common Stock 984121103 667 68,686 X Y 68,686 XILINX INC Common Stock 983919101 1,997 55,600 X Y 55,600 XL CAPITAL LTS CLASS A Common Stock G98255105 1,248 13,091 X Y 13,091 YAHOO! INC Common Stock 984332106 932 64,000 X Y 64,000 ZIMMER HOLDINGS INC Common Stock 98956P102 652 18,222 X Y 18,222 - ----------------------------------------------------------------------------------------------------------------------------------- GRAND TOTALS 1,014,823 29,983,149 29,983,149
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