-----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, TeEiLJHq9hQsnSTwlArmb6u/zS0DCF5Ko+6SeKeTvZCvqk0QO7Yq6ho1e7dptqbr xqtIaOqH6XnTzn51tZy0Qw== 0001068800-02-000328.txt : 20021113 0001068800-02-000328.hdr.sgml : 20021113 20021113161902 ACCESSION NUMBER: 0001068800-02-000328 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021113 EFFECTIVENESS DATE: 20021113 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: 02820276 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: September 30, 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 11/08/02 - --------------------------- ---------------------- -------- [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: 589 Form 13F Information Table Value Total: $ 121,698 September 30, 2002 13F REPORT
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8: (B) (A) SHARED INVEST- AS DE- MENT FINED FAIR MKT DIS- IN (C) TITLE VALUE PAR/ CRE- INSTR. SHARED SELECT (A) (B) (C) NAME OF ISSUER OF CLASS CUSIP (000's) SHARES TION V OTHER IND SOLE SHARED NONE ADC TELECOMMUNICATIONS INC Common Stock 000886101 5 4,300 X Y 4,300 AFLAC INC Common Stock 001055102 144 4,700 X Y 4,700 AES CORPORATION Common Stock 00130H105 4 1,500 X Y 1,500 AMR CORP Common Stock 001765106 6 1,500 X Y 1,500 AT&T WIRELESS SERVICES INC Common Stock 00209A106 36 8,802 X Y 8,802 ACUITY BRANDS INC Common Stock 00508Y102 12 1,000 X Y 1,000 ADOBE SYSTEMS INC Common Stock 00724F101 40 2,100 X Y 2,100 ADVANCED MEDICAL OPTICS Common Stock 00763M108 1 133 X Y 133 ADVANCED MICRO DEVICES Common Stock 007903107 3 600 X Y 600 AETNA INC - NEW Common Stock 00817Y108 33 924 X Y 924 AGERE SYSTEMS A Common Stock 00845V100 0 205 X Y 205 AGERE SYSTEMS INC-CL B Common Stock 00845V209 5 5,046 X Y 5,046 AGILENT TECHNOLOGIES INC Common Stock 00846U101 42 3,211 X Y 3,211 AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 76 1,800 X Y 1,800 ALBERTO CULVER CO CL B Common Stock 013068101 39 800 X Y 800 ALBERTSON'S INC Common Stock 013104104 83 3,452 X Y 3,452 ALCAN INC Common Stock 013716105 25 1,000 X Y 1,000 ALLEGHENY ENERGY INC Common Stock 017361106 9 700 X Y 700 ALLEGHENY TECHNOLOGIES INC Common Stock 01741R102 3 450 X Y 450 ALLERGAN INC Common Stock 018490102 71 1,300 X Y 1,300 ALLIED CAPITAL CORP Common Stock 01903Q108 33 1,500 X Y 1,500 ALLIED WASTE INDUSTRIES INC Common Stock 019589308 8 1,100 X Y 1,100 ALLSTATE CORP Common Stock 020002101 192 5,400 X Y 5,400 ALLTEL CORP Common Stock 020039103 80 2,000 X Y 2,000 ALTERA CORPORATION Common Stock 021441100 12 1,400 X Y 1,400 AMBAC INC Common Stock 023139108 59 1,100 X Y 1,100 AMERADA HESS CORP Common Stock 023551104 68 1,000 X Y 1,000 AMEREN CORPORATION Common Stock 023608102 33 800 X Y 800 AMERICAN ELECTRIC POWER CO Common Stock 025537101 78 2,740 X Y 2,740 AMERICAN GREETINGS CLASS A Common Stock 026375105 11 700 X Y 700 AMERICAN PHYSICANS SERVICES GROUP Common Stock 028882108 0 100 X Y 100 AMERICAN PHYSICIANS CAP INC Common Stock 028884104 2 100 X Y 100 AMERICAN POWER CONVERSION Common Stock 029066107 14 1,500 X Y 1,500 AMERICAN STANDARD COS INC Common Stock 029712106 13 200 X Y 200 AMERISOURCEBERGEN CORP Common Stock 03073E105 140 1,966 X Y 1,966 AMSOUTH BANCORPORATION Common Stock 032165102 60 2,900 X Y 2,900 ANADARKO PETROLEUM CORP Common Stock 032511107 80 1,787 X Y 1,787 ANALOG DEVICES Common Stock 032654105 49 2,500 X Y 2,500 ANDREW CORP Common Stock 034425108 12 1,800 X Y 1,800 ANTHEM INC Common Stock 03674B104 46 700 X Y 700 AON CORP Common Stock 037389103 40 1,950 X Y 1,950 APACHE CORP Common Stock 037411105 76 1,270 X Y 1,270 APOLLO GROUP INC CL A Common Stock 037604105 30 700 X Y 700 APPLE COMPUTER INC Common Stock 037833100 51 3,500 X Y 3,500 APPLERA CORP - APPLIED BIOSYSTEM Common Stock 038020103 7 400 X Y 400 APPLIED MICRO CIRCUITS CORP Common Stock 03822W109 1 500 X Y 500 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 54 4,330 X Y 4,330 ARCHSTONE COMMUNITIES TRUST Common Stock 039581103 69 2,900 X Y 2,900 ARDEN REALTY INC Common Stock 039793104 54 2,300 X Y 2,300 ARTISAN INTERNATIONAL FD-INV Common Stock 04314H204 40 2,820 X Y 2,820 ASHLAND INC Common Stock 044204105 11 400 X Y 400 AUTODESK INC Common Stock 052769106 46 3,600 X Y 3,600 AUTOMATIC DATA PROCESSING Common Stock 053015103 181 5,200 X Y 5,200 AUTOZONE INC Common Stock 053332102 126 1,600 X Y 1,600 AVAYA INC Common Stock 053499109 3 2,266 X Y 2,266 AVERY DENNISON CORP Common Stock 053611109 68 1,200 X Y 1,200 BB&T CORPORATION Common Stock 054937107 105 3,000 X Y 3,000 BJ SERVICES CO Common Stock 055482103 5 200 X Y 200 BP PLC SPONS ADR Common Stock 055622104 114 2,850 X Y 2,850 BMC SOFTWARE INC Common Stock 055921100 20 1,500 X Y 1,500 BAKER HUGHES INC Common Stock 057224107 84 2,900 X Y 2,900 BALL CORP Common Stock 058498106 66 1,300 X Y 1,300 BANK OF NEW YORK CO INC Common Stock 064057102 72 2,500 X Y 2,500 BARD CR INC Common Stock 067383109 16 300 X Y 300 BAUSH & LOMB INC Common Stock 071707103 43 1,300 X Y 1,300 BAXTER INTERNATIONAL INC Common Stock 071813109 176 5,750 X Y 5,750 BEARS STEARNS COMPANIES INC Common Stock 073902108 187 3,310 X Y 3,310 BECTON DICKINSON & CO Common Stock 075887109 108 3,800 X Y 3,800 BED BATH & BEYOND INC Common Stock 075896100 65 2,000 X Y 2,000 BEMIS Common Stock 081437105 138 2,800 X Y 2,800 BERKSHIRE HATHAWAY INC CL B Common Stock 084670207 25 10 X Y 10 BEST BUY COMPANY INC Common Stock 086516101 54 2,400 X Y 2,400 BIG LOTS INC Common Stock 089302103 28 1,800 X Y 1,800 BIOGEN INC Common Stock 090597105 26 900 X Y 900 BIOMET INC Common Stock 090613100 54 2,025 X Y 2,025 BLACK & DECKER CORP Common Stock 091797100 42 1,000 X Y 1,000 H & R BLOCK INC Common Stock 093671105 46 1,100 X Y 1,100 BOISE CASCADE CORP Common Stock 097383103 18 800 X Y 800 BOSTON SCIENTIFIC CORP Common Stock 101137107 104 3,300 X Y 3,300 BROADCOM CORP Common Stock 111320107 21 2,000 X Y 2,000 BROWN-FORMAN CORP CL B Common Stock 115637209 33 500 X Y 500 BRUNSWICK CORP Common Stock 117043109 19 900 X Y 900 BURLINGTON NORTHERN SANTA FE Common Stock 12189T104 68 2,850 X Y 2,850 BURLINGTON RESOURCES INC Common Stock 122014103 58 1,500 X Y 1,500 BUTLER MANUFACTURING CO Common Stock 123655102 26 1,200 X Y 1,200 CIGNA CORP Common Stock 125509109 50 700 X Y 700 CMS ENERGY CORP Common Stock 125896100 2 200 X Y 200 CNA FINANCIAL CORP Common Stock 126117100 8 300 X Y 300 CSX CORP Common Stock 126408103 34 1,300 X Y 1,300 CALIFORNIA COASTAL COMM INC Common Stock 129915203 0 100 X Y 100 CALPINE CORPORATION Common Stock 131347106 2 1,000 X Y 1,000 CAMPBELL SOUP CO Common Stock 134429109 64 2,900 X Y 2,900 CANREAL ESTATE INVEST TRUST Common Stock 13650J104 171 20,500 X Y 20,500 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 56 1,600 X Y 1,600 CARNIVAL CRUISE LINES - CL A Common Stock 143658102 70 2,800 X Y 2,800 CATERPILLAR INC Common Stock 149123101 115 3,100 X Y 3,100 CENDANT CORPORATION Common Stock 151313103 75 6,962 X Y 6,962 CENTEX CORPORATION Common Stock 152312104 146 3,300 X Y 3,300 CENTURYTEL INC Common Stock 156700106 31 1,400 X Y 1,400 CHARTER ONE FIN INC Common Stock 160903100 41 1,367 X Y 1,367 CHIRON CORP Common Stock 170040109 52 1,500 X Y 1,500 CHUBB CORP Common Stock 171232101 138 2,523 X Y 2,523 CIENA CORP Common Stock 171779101 5 1,700 X Y 1,700 CINCINNATI FINANCIAL CORP Common Stock 172062101 46 1,300 X Y 1,300 CINERGY CORP. Common Stock 172474108 53 1,700 X Y 1,700 CIRCUIT CITY STORES INC Common Stock 172737108 23 1,500 X Y 1,500 CINTAS CORP Common Stock 172908105 67 1,600 X Y 1,600 CITIZENS COMMUNICATIONS CO Common Stock 17453B101 14 2,000 X Y 2,000 CITRIX SYSTEMS INC Common Stock 177376100 2 400 X Y 400 CLOROX CO-DEL Common Stock 189054109 76 1,900 X Y 1,900 COCA-COLA ENTERPRISES Common Stock 191219104 70 3,300 X Y 3,300 COLONIAL PROPERTIES TRUST Common Stock 195872106 69 1,900 X Y 1,900 COMCAST CORP-SPECIAL CL A Common Stock 200300200 106 5,100 X Y 5,100 COMERICA INC Common Stock 200340107 81 1,690 X Y 1,690 COMMUNITY BANKCORP OF NJ COM Common Stock 20343B109 64 4,455 X Y 4,455 COMPUTER ASSOCIATES INTL INC Common Stock 204912109 24 2,550 X Y 2,550 COMPUWARE CORP Common Stock 205638109 2 600 X Y 600 COMVERSE TECHNOLOGY INC Common Stock 205862402 4 600 X Y 600 CONAGRA FOODS INC Common Stock 205887102 104 4,200 X Y 4,200 CONCORD EFS INC Common Stock 206197105 52 3,300 X Y 3,300 CONEXANT SYSTEMS INC Common Stock 207142100 2 1,500 X Y 1,500 CONSOLIDATED EDISON INC Common Stock 209115104 52 1,300 X Y 1,300 CONSTELLATION ENERGY GROUP INC Common Stock 210371100 35 1,400 X Y 1,400 CONVERGYS CORP Common Stock 212485106 5 300 X Y 300 COOPER TIRE & RUBBER Common Stock 216831107 15 900 X Y 900 COORS (ADOLPH) - CL B Common Stock 217016104 39 700 X Y 700 CORN PRODUCTS INTL INC Common Stock 219023108 7 250 X Y 250 CORNING INC Common Stock 219350105 3 1,600 X Y 1,600 COSTCO WHOLESALE CORP Common Stock 22160K105 126 3,900 X Y 3,900 COUNTRYWIDE CREDIT IND INC Common Stock 222372104 52 1,100 X Y 1,100 CRANE CO Common Stock 224399105 6 300 X Y 300 CUMMINS ENGINE Common Stock 231021106 21 900 X Y 900 D & K HEALTHCARE RESOURCES Common Stock 232861104 6 700 X Y 700 DTE ENERGY COMPANY Common Stock 233331107 138 3,400 X Y 3,400 DANA CORP Common Stock 235811106 12 900 X Y 900 DANAHER CORP Common Stock 235851102 51 900 X Y 900 DARDEN RESTAURANTS INC Common Stock 237194105 40 1,650 X Y 1,650 DEERE & COMPANY Common Stock 244199105 105 2,300 X Y 2,300 DELPHI AUTOMOTIVE SYSTEMS Common Stock 247126105 43 4,995 X Y 4,995 DELTA AIR LINES Common Stock 247361108 2 200 X Y 200 DELUXE CORPORATION Common Stock 248019101 18 400 X Y 400 DEVON ENERGY CORPORATION Common Stock 25179M103 14 300 X Y 300 DIAGEO PLC-SPONSORED ADR Common Stock 25243Q205 75 1,500 X Y 1,500 DILLARDS INC-CL A Common Stock 254067101 34 1,700 X Y 1,700 DOLLAR GENERAL Common Stock 256669102 25 1,870 X Y 1,870 DOMINION RESOURCES BLACK WARRIOR Common Stock 25746Q108 30 1,500 X Y 1,500 DOMINION RESOURCES INC/VA Common Stock 25746U109 167 3,295 X Y 3,295 R.R. DONNELLEY & SONS CO. Common Stock 257867101 26 1,100 X Y 1,100 DOVER CORP Common Stock 260003108 43 1,700 X Y 1,700 DOW JONES & CO INC Common Stock 260561105 8 200 X Y 200 DUKE REALTY Common Stock 264411505 52 2,100 X Y 2,100 DYNEGY INC-CL A Common Stock 26816Q101 1 1,100 X Y 1,100 EOG RESOURCES INC Common Stock 26875P101 40 1,100 X Y 1,100 EASTMAN CHEMICAL COMPANY Common Stock 277432100 4 100 X Y 100 EASTMAN KODAK CO Common Stock 277461109 68 2,500 X Y 2,500 EATON CORP Common Stock 278058102 32 500 X Y 500 EBAY INC Common Stock 278642103 121 2,300 X Y 2,300 ECOLAB INC Common Stock 278865100 50 1,200 X Y 1,200 EDISON INTERNATIONAL Common Stock 281020107 20 2,000 X Y 2,000 EL PASO CORPORATION Common Stock 28336L109 39 4,776 X Y 4,776 ELECTRONIC ARTS INC Common Stock 285512109 66 1,000 X Y 1,000 ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 62 4,400 X Y 4,400 ENGELHARD CORP Common Stock 292845104 17 700 X Y 700 ENTERGY CORP Common Stock 29364G103 83 2,000 X Y 2,000 EQUIFAX Common Stock 294429105 17 800 X Y 800 EQUITY OFFICE PROPERTIES TR Common Stock 294741103 158 6,100 X Y 6,100 EQUITY RESIDENTIAL PROPS TR Common Stock 29476L107 96 4,000 X Y 4,000 EXELON CORPORATION Common Stock 30161N101 140 2,937 X Y 2,937 FPIC INSURANCE GROUP INC Common Stock 302563101 1 100 X Y 100 FPL GROUP INC Common Stock 302571104 73 1,350 X Y 1,350 FAMILY DOLLAR STORES Common Stock 307000109 27 1,000 X Y 1,000 FEDERATED DEPARTMENT STORES Common Stock 31410H101 35 1,200 X Y 1,200 FEDEX CORPORATION Common Stock 31428X106 105 2,100 X Y 2,100 FIRST DATA CORP Common Stock 319963104 162 5,800 X Y 5,800 FIRST TENNESSEE NATL CORP Common Stock 337162101 7 200 X Y 200 FISERV INC Common Stock 337738108 29 1,050 X Y 1,050 FIRSTENERGY CORP Common Stock 337932107 87 2,900 X Y 2,900 FLUOR CORP Common Stock 343412102 28 1,150 X Y 1,150 FOREST LABORATORIES INC Common Stock 345838106 115 1,400 X Y 1,400 FORTUNE BRANDS INC Common Stock 349631101 52 1,100 X Y 1,100 FRANKLIN RESOURCES INC Common Stock 354613101 62 2,000 X Y 2,000 FREEPORT-MCMORAN COPPER - B Common Stock 35671D857 16 1,200 X Y 1,200 GABELLI ASSET MGMT INC -CL A Common Stock 36239Y102 65 2,200 X Y 2,200 GATEWAY INC Common Stock 367626108 5 1,800 X Y 1,800 GENERAL GROWTH PROPERTIES Common Stock 370021107 139 2,700 X Y 2,700 GENERAL MILLS CORP Common Stock 370334104 142 3,200 X Y 3,200 GENUINE PARTS CO Common Stock 372460105 31 1,000 X Y 1,000 GENZYME CORP Common Stock 372917104 29 1,400 X Y 1,400 GEORGIA-PACIFIC CORP Common Stock 373298108 16 1,222 X Y 1,222 GLENBOROUGH REALTY TRUST Common Stock 37803P105 55 2,700 X Y 2,700 GOLDEN WEST FINANCIAL CORP Common Stock 381317106 81 1,300 X Y 1,300 GOODRICH CORP Common Stock 382388106 4 200 X Y 200 GOODYEAR TIRE & RUBBER CO Common Stock 382550101 42 4,700 X Y 4,700 GRAINGER (W.W.) INC Common Stock 384802104 26 600 X Y 600 GREAT LAKES CHEMICAL CORP Common Stock 390568103 31 1,300 X Y 1,300 GUIDANT CORP Common Stock 401698105 113 3,500 X Y 3,500 HCA INC Common Stock 404119109 195 4,100 X Y 4,100 HALLIBURTON CO Common Stock 406216101 46 3,600 X Y 3,600 JOHN HANCOCK FINANCIAL SERVICES Common Stock 41014S106 61 2,200 X Y 2,200 HARLEY-DAVIDSON INC Common Stock 412822108 102 2,200 X Y 2,200 HARRAHS ENTERTAINMENT INC Common Stock 413619107 53 1,100 X Y 1,100 HARTFORD FINANCIAL SERVICES GROUP INC Common Stock 416515104 74 1,800 X Y 1,800 HASBRO INC Common Stock 418056107 11 1,000 X Y 1,000 HEALTHSOUTH CORP Common Stock 421924101 9 2,100 X Y 2,100 HEALTH MGMT ASSOCIATES INC - A Common Stock 421933102 51 2,500 X Y 2,500 HEINZ (H.J.) CO Common Stock 423074103 93 2,800 X Y 2,800 HERCULES INC Common Stock 427056106 6 700 X Y 700 HERSHEY FOODS CORP Common Stock 427866108 105 1,700 X Y 1,700 HIGHWOODS PROPERTIES INC Common Stock 431284108 54 2,300 X Y 2,300 HILTON HOTELS CORP Common Stock 432848109 23 2,000 X Y 2,000 HOME PROPERTIES OF NEW YORK, INC Common Stock 437306103 65 2,000 X Y 2,000 HON INDUSTRIES INC Common Stock 438092108 115 4,500 X Y 4,500 HONEYWELL INTERNATIONAL INC Common Stock 438516106 153 7,075 X Y 7,075 HORACE MANN EDUCATORS Common Stock 440327104 3 200 X Y 200 HOST MARRIOTT CORP Common Stock 44107P104 19 2,000 X Y 2,000 HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 54 1,913 X Y 1,913 HUMANA INC Common Stock 444859102 17 1,400 X Y 1,400 HUNTINGTON BANCSHARES Common Stock 446150104 26 1,451 X Y 1,451 ICN PHARMACEUTICALS INC Common Stock 448924100 8 900 X Y 900 IMS HEALTH INC Common Stock 449934108 25 1,700 X Y 1,700 ITT INDUSTRIES INC Common Stock 450911102 62 1,000 X Y 1,000 INTERNATIONAL ALUMINUM CO Common Stock 458884103 7 400 X Y 400 INTERNATIONAL FLAVORS & FRAGRANCES Common Stock 459506101 62 1,950 X Y 1,950 INTL GAME TECHNOLOGY Common Stock 459902102 48 700 X Y 700 INTERNATIONAL PAPER Common Stock 460146103 151 4,523 X Y 4,523 INTERPUBLIC GROUP COS INC Common Stock 460690100 41 2,600 X Y 2,600 INTUIT INC Common Stock 461202103 68 1,500 X Y 1,500 JABIL CIRCUIT INC Common Stock 466313103 22 1,500 X Y 1,500 JEFFERSON-PILOT CORP Common Stock 475070108 156 3,900 X Y 3,900 JOHNSON CONTROLS INC Common Stock 478366107 123 1,600 X Y 1,600 JONES APPAREL GROUP INC Common Stock 480074103 46 1,500 X Y 1,500 KLA-TENCOR CORPORATION Common Stock 482480100 39 1,400 X Y 1,400 KB HOME Common Stock 48666K109 15 300 X Y 300 KELLOGG CO Common Stock 487836108 147 4,412 X Y 4,412 KEMET CORP Common Stock 488360108 68 8,000 X Y 8,000 KERR-MCGEE CORP Common Stock 492386107 43 1,000 X Y 1,000 KEY CORP Common Stock 493267108 70 2,800 X Y 2,800 KEYSPAN CORPORATION Common Stock 49337W100 40 1,200 X Y 1,200 KINDER MORGAN INC Common Stock 49455P101 39 1,100 X Y 1,100 KING PHARMACEUTICALS INC Common Stock 495582108 50 2,733 X Y 2,733 KNIGHT RIDDER INC Common Stock 499040103 34 600 X Y 600 KOHLS CORP Common Stock 500255104 164 2,700 X Y 2,700 KROGER INC Common Stock 501044101 78 5,500 X Y 5,500 LSI LOGIC CORP Common Stock 502161102 13 2,000 X Y 2,000 LADENBURG THALMANN FINANCIAL Common Stock 50575Q102 0 845 X Y 845 LAFARGE NORTH AMERICA INC Common Stock 505862102 116 4,000 X Y 4,000 LEGGETT & PLATT INC Common Stock 524660107 36 1,800 X Y 1,800 LEHMAN BROS HOLDING INC Common Stock 524908100 137 2,800 X Y 2,800 LEXMARK INTERNATIONAL INC Common Stock 529771107 75 1,600 X Y 1,600 LIBERTY ALL STAR EQUITY FUND Common Stock 530158104 16 2,500 X Y 2,500 LIBERTY PROPERTY TRUST Common Stock 531172104 68 2,200 X Y 2,200 LIMITED INC. Common Stock 532716107 20 1,400 X Y 1,400 LINCOLN NATIONAL CORP Common Stock 534187109 34 1,100 X Y 1,100 LINEAR TECHNOLOGY CORP Common Stock 535678106 21 1,000 X Y 1,000 LIZ CLAIBORNE Common Stock 539320101 15 600 X Y 600 LOEWS CORP Common Stock 540424108 60 1,400 X Y 1,400 LOUISIANA PACIFIC CORP Common Stock 546347105 5 700 X Y 700 LOWE'S COMPANIES Common Stock 548661107 166 4,000 X Y 4,000 MBIA INC Common Stock 55262C100 44 1,100 X Y 1,100 MGIC INVESTMENT CORP Common Stock 552848103 106 2,600 X Y 2,600 MACK-CALI REALTY CORP Common Stock 554489104 64 2,000 X Y 2,000 MANOR CARE INC Common Stock 564055101 13 600 X Y 600 USX MARATHON GROUP Common Stock 565849106 52 2,300 X Y 2,300 MARKEL CORP Common Stock 570535104 21 107 X Y 107 MARSH & MCLENNAN COS Common Stock 571748102 200 4,800 X Y 4,800 MARSHALL & ILSLEY CORP Common Stock 571834100 11 400 X Y 400 MARRIOTT INTERNATIONAL CL A Common Stock 571903202 49 1,700 X Y 1,700 MASCO CORP Common Stock 574599106 68 3,500 X Y 3,500 MAXIM INTEGRATED PRODUCTS Common Stock 57772K101 69 2,800 X Y 2,800 MAY DEPARTMENT STORES Common Stock 577778103 59 2,600 X Y 2,600 MAYTAG CORP Common Stock 578592107 9 400 X Y 400 MCDATA CORPORATION - A Common Stock 580031201 0 55 X Y 55 MCDERMOTT INTL INC Common Stock 580037109 2 300 X Y 300 MCGRAW HILL COMPANIES INC Common Stock 580645109 98 1,600 X Y 1,600 MCKESSON CORP Common Stock 58155Q103 60 2,133 X Y 2,133 MEADOWBROOK INSURANCE GROUP Common Stock 58319P108 0 100 X Y 100 MEADWESTVACO CORP Common Stock 583334107 23 1,182 X Y 1,182 MEDIMMUNE INC Common Stock 584699102 40 1,900 X Y 1,900 MELLON FINANCIAL CORP Common Stock 58551A108 109 4,200 X Y 4,200 MEREDITH CORP Common Stock 589433101 56 1,300 X Y 1,300 MERISTAR HOSPITALITY CORP Common Stock 58984Y103 19 2,200 X Y 2,200 METLIFE INC Common Stock 59156R108 148 6,500 X Y 6,500 MICRON TECHNOLOGY Common Stock 595112103 78 6,300 X Y 6,300 MIIX GROUP INC Common Stock 59862V104 0 100 X Y 100 HERMAN MILLER INC Common Stock 600544100 147 8,300 X Y 8,300 MILLIPORE CORP Common Stock 601073109 10 300 X Y 300 MIRANT CORP Common Stock 604675108 4 1,933 X Y 1,933 MOLEX INC Common Stock 608554101 16 700 X Y 700 MONSANTO CO Common Stock 61166W101 122 8,005 X Y 8,005 MOODY'S CORPORATION Common Stock 615369105 68 1,400 X Y 1,400 MYKROLIS CORP Common Stock 62852P103 1 135 X Y 135 NCRIC GROUP INC Common Stock 628866105 1 100 X Y 100 NCR CORP Common Stock 62886E108 23 1,143 X Y 1,143 NATIONAL CITY CORP Common Stock 635405103 120 4,200 X Y 4,200 NATIONAL SEMICONDUCTOR CORP Common Stock 637640103 16 1,300 X Y 1,300 NATIONAL SERVICE INDS INC Common Stock 637657206 2 250 X Y 250 NATIONWIDE HEALTH PROPERTIES INC Common Stock 638620104 41 2,400 X Y 2,400 NAVISTAR INTERNATIONAL Common Stock 63934E108 17 800 X Y 800 NETWORK APPLIANCE INC Common Stock 64120L104 12 1,700 X Y 1,700 NEUBERGER BERMAN INC Common Stock 641234109 108 4,000 X Y 4,000 NEW VALLEY CORP NEW Common Stock 649080504 4 855 X Y 855 NEW YORK TIMES-CL A Common Stock 650111107 45 1,000 X Y 1,000 NEWELL RUBBERMAID INC Common Stock 651229106 67 2,169 X Y 2,169 NEWMONT MINING CORP Common Stock 651639106 63 2,300 X Y 2,300 NEXTEL COMMUNICATIONS INC-A Common Stock 65332V103 24 3,200 X Y 3,200 NICOR INC Common Stock 654086107 87 3,100 X Y 3,100 NIKE INC Common Stock 654106103 121 2,800 X Y 2,800 NISOURCE INC Common Stock 65473P105 19 1,100 X Y 1,100 NOKIA CORP Common Stock 654902204 67 5,070 X Y 5,070 NORDSTROM INC Common Stock 655664100 13 700 X Y 700 NORFOLK SOUTHERN CORP Common Stock 655844108 63 3,100 X Y 3,100 NORTEL NETWORKS CORP Common Stock 656568102 1 1,400 X Y 1,400 NORTH FORK BANCORPORATION Common Stock 659424105 140 3,700 X Y 3,700 NORTHERN TRUST CORP Common Stock 665859104 60 1,600 X Y 1,600 NORTHROP GRUMMAN CORP Common Stock 666807102 161 1,300 X Y 1,300 NOVARTIS AG-ADR Common Stock 66987V109 119 3,000 X Y 3,000 NOVELL INC Common Stock 670006105 7 3,200 X Y 3,200 NOVELLUS SYSTEMS INC Common Stock 670008101 25 1,200 X Y 1,200 NUCOR CORP Common Stock 670346105 23 600 X Y 600 NVIDIA CORP Common Stock 67066G104 3 300 X Y 300 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 74 2,600 X Y 2,600 OMNICARE INC Common Stock 681904108 15 700 X Y 700 OMNICOM GROUP Common Stock 681919106 95 1,700 X Y 1,700 PG&E CORP Common Stock 69331C108 8 700 X Y 700 PICO HOLDINGS INC Common Stock 693366205 1 100 X Y 100 PMA CAPITAL CORPORATION Common Stock 693419202 2 100 X Y 100 PMC - SIERRA INC Common Stock 69344F106 5 1,300 X Y 1,300 PNC FINANCIAL SERVICES GROUP Common Stock 693475105 100 2,376 X Y 2,376 PPG INDUSTRIES INC Common Stock 693506107 76 1,700 X Y 1,700 PPL CORPORATION Common Stock 69351T106 29 900 X Y 900 PACCAR INC Common Stock 693718108 42 1,250 X Y 1,250 PACTIV CORPORATION Common Stock 695257105 25 1,500 X Y 1,500 PALL CORP Common Stock 696429307 11 700 X Y 700 PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 1 500 X Y 500 PARKER-HANNIFIN Common Stock 701094104 38 1,000 X Y 1,000 PAYCHEX INC Common Stock 704326107 79 3,250 X Y 3,250 J. C. 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DE NEMOURS Common Stock 263534109 261 7,225 X Y 7,225 DUKE ENERGY CORP Common Stock 264399106 238 12,166 X Y 12,166 EMC CORP/MASS Common Stock 268648102 92 20,200 X Y 20,200 EMERSON CORP Common Stock 291011104 1,570 35,737 X Y 35,737 EXXON MOBIL CORPORATION Common Stock 30231G102 1,720 53,910 X Y 53,910 FMC TECHNOLOGIES INC Common Stock 30249U101 1,248 74,469 X Y 74,469 FREDDIE MAC Common Stock 313400301 347 6,200 X Y 6,200 FNMA Common Stock 313586109 423 7,100 X Y 7,100 FIFTH THIRD BANCORP Common Stock 316773100 303 4,950 X Y 4,950 FLEET BOSTON FINANCIAL CORP Common Stock 339030108 291 14,338 X Y 14,338 FORD MOTOR CO Common Stock 345370860 158 16,147 X Y 16,147 GAP INC Common Stock 364760108 1,077 99,261 X Y 99,261 GENERAL DYNAMICS CORP Common Stock 369550108 2,456 30,198 X Y 30,198 GENERAL ELECTRIC CO Common Stock 369604103 1,417 57,465 X Y 57,465 GENERAL MOTORS CORPORATION Common Stock 370442105 367 9,430 X Y 9,430 GILLETTE COMPANY Common Stock 375766102 298 10,074 X Y 10,074 GOLDMAN SACHS GROUP INC Common Stock 38141G104 251 3,800 X Y 3,800 HEWLETT-PACKARD CO Common Stock 428236103 309 26,484 X Y 26,484 HOME DEPOT INC Common Stock 437076102 465 17,800 X Y 17,800 ILLINOIS TOOL WORKS Common Stock 452308109 245 4,200 X Y 4,200 INTEL CORP Common Stock 458140100 1,609 115,838 X Y 115,838 IBM CORP Common Stock 459200101 875 15,000 X Y 15,000 JDS UNIPHASE CORP Common Stock 46612J101 22 11,100 X Y 11,100 JP MORGAN CHASE & CO Common Stock 46625H100 290 15,250 X Y 15,250 JOHNSON & JOHNSON Common Stock 478160104 3,610 66,761 X Y 66,761 KIMBERLY-CLARK CORP Common Stock 494368103 430 7,600 X Y 7,600 LILLY (ELI) & CO Common Stock 532457108 610 11,025 X Y 11,025 LOCKHEED MARTIN CORPORATION Common Stock 539830109 237 3,658 X Y 3,658 LUCENT TECHNOLOGIES INC Common Stock 549463107 11 14,812 X Y 14,812 MBNA CORP Common Stock 55262L100 217 11,806 X Y 11,806 MFA MORTGAGE INVESTMENTS INC Common Stock 55272X102 511 63,137 X Y 63,137 MATTEL INC Common Stock 577081102 185 10,275 X Y 10,275 MCDONALDS CORP Common Stock 580135101 233 13,180 X Y 13,180 MEDTRONIC INC Common Stock 585055106 366 8,700 X Y 8,700 MERCK & CO INC Common Stock 589331107 882 19,300 X Y 19,300 MERRILL LYNCH & CO Common Stock 590188108 208 6,300 X Y 6,300 MICROSOFT CORP Common Stock 594918104 3,177 72,623 X Y 72,623 MORGAN STANLEY DEAN WITTER & CO Common Stock 617446448 1,490 43,965 X Y 43,965 MOTOROLA INC Common Stock 620076109 171 16,791 X Y 16,791 NEW VALLEY CORP NEW WTS EXP 06/14/2004 Common Stock 649080116 1 12,840 X Y 12,840 OFFICE DEPOT INC Common Stock 676220106 227 18,400 X Y 18,400 ORACLE CORPORATION Common Stock 68389X105 329 41,800 X Y 41,800 PEPSICO INC Common Stock 713448108 2,117 57,284 X Y 57,284 PFIZER INC Common Stock 717081103 1,391 47,925 X Y 47,925 PHARMACIA CORP Common Stock 71713U102 1,822 46,860 X Y 46,860 PHILIP MORRIS COMPANIES INC Common Stock 718154107 601 15,500 X Y 15,500 PRAXAIR INC Common Stock 74005P104 2,809 54,951 X Y 54,951 PROCTOR & GAMBLE CO Common Stock 742718109 903 10,100 X Y 10,100 QWEST COMMUNICATIONS INTL Common Stock 749121109 25 11,089 X Y 11,089 SBC COMMUNICATIONS INC Common Stock 78387G103 631 31,379 X Y 31,379 S&P 500 DEPOSITORY RECEIPT Common Stock 78462F103 1,360 16,624 X Y 16,624 SCHERING-PLOUGH CORP Common Stock 806605101 241 11,300 X Y 11,300 SILVERLEAF RESORTS, INC. Common Stock 828395103 254 1,156,218 X Y 1,156,218 SOUTHERN CO Common Stock 842587107 391 13,600 X Y 13,600 SOUTHWEST AIRLINES Common Stock 844741108 141 10,762 X Y 10,762 SUN MICROSYSTEMS INC Common Stock 866810104 63 24,400 X Y 24,400 TARGET CORP Common Stock 87612E106 254 8,600 X Y 8,600 TEXAS INSTRUMENTS INC Common Stock 882508104 229 15,500 X Y 15,500 3M CO Common Stock 88579Y101 352 3,200 X Y 3,200 TRAVELERS PROPERTY CLASS B Common Stock 89420G406 150 11,122 X Y 11,122 TYCO INTERNATIONAL LTD Common Stock 902124106 219 15,518 X Y 15,518 US BANCORP Common Stock 902973304 291 15,674 X Y 15,674 UNION PACIFIC CORP Common Stock 907818108 208 3,600 X Y 3,600 UNITED PARCEL SERVICE Common Stock 911312106 2,936 46,952 X Y 46,952 UNITEDHEALTH GROUP INC Common Stock 91324P102 201 2,300 X Y 2,300 VERIZON COMMUNICATIONS INC Common Stock 92343V104 1,778 64,783 X Y 64,783 VIACOM INC CL B Common Stock 925524308 547 13,482 X Y 13,482 WACHOVIA CORP Common Stock 929903102 399 12,206 X Y 12,206 WAL-MART STORES INC Common Stock 931142103 3,520 71,478 X Y 71,478 WALGREEN CO Common Stock 931422109 274 8,900 X Y 8,900 WASHINGTON MUTUAL INC Common Stock 939322103 426 13,525 X Y 13,525 WELLS FARGO COMPANY Common Stock 949746101 745 15,460 X Y 15,460 WYETH Common Stock 983024100 321 10,100 X Y 10,100 TRANSOCEAN INC Common Stock G90078109 1,041 50,068 X Y 50,068 - ----------------------------------------------------------------------------------------------------------------------------------- GRAND TOTAL: 121,698 4,807,188 4,807,188 ===================================================================================================================================
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