-----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, R4UeLsAcTeCtXDGIGixTB4kEypm0yGRXzAaJXXsJZaAuT+tFzQncuO6lTOBRHI0W XbJ3YgxU0mOrz77HpdkOow== 0001034549-99-000003.txt : 19990723 0001034549-99-000003.hdr.sgml : 19990723 ACCESSION NUMBER: 0001034549-99-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990722 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC/NY CENTRAL INDEX KEY: 0001034549 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 133521976 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-06194 FILM NUMBER: 99668644 BUSINESS ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 2127716100 MAIL ADDRESS: STREET 1: 650 5TH AVENUE STREET 2: 14TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10019 13F-HR 1 FORM 13F HOLDINGS REPORT July 22, 1999 Securities Exchange Commission Attn: Filing Desk 450 5th Street, N.W. Washington DC 20549 Dear Sir/Madam: Please find the following requested data in regard to the Form 13F: Report for the Quarter Ended: June 30, 1999 Institutional Investment Manager: Paradigm Asset Management Company, LLC Address: 650 5th Avenue, 14th Floor, New York, NY 10019 Name, Phone No., and Title of Person Authorized to Submit this Report: James E. Francis 212-771-6100 CEO & President Items 1 to 6 is attached of the relevant filing instructions are attached. General Investment Process Data: Paradigm Asset Management Company's Investment Committee, made up of four portfolio managers, reviews the criteria for the decision rules, processes and constraints utilized in the investment strategy. Paradigm's approach is well defined, systematic and disciplined. Therefore, subsequent to implementation, no manager discretion is exercised to manipulate the strategy. The decision to eliminate manager discretion provides assurance that the integrity of the product will not be corrupted due to judgmental or emotional overlays. Nevertheless, constant monitoring and analysis of the portfolio's behavior and performance provide valuable information for subsequent implementation If you have any further questions, please call me at: 212-771-6100 Sincerely, James E. Francis President & CEO Encl Paradigm Asset Management PORTFOLIO APPRAISAL Master Portfolio Group June 30, 1999 INVSTMT NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHARES SH DSCRETN - ------------------------------------------------------------- ------------ 3 Com Corp. COM 88553510 520406 19500 SH SOLE 99 Cents Only Stores COM 65440K10 349562 7000 SH SOLE A O N Corp COM 3738910 14408625 349300 SH SOLE ACMAT Corp COM 461620 105648 7100 SH SOLE AMR Corp COM 176510 607425 8900 SH SOLE ATMI Inc COM 00207R10 690200 23200 SH SOLE Abacus Direct Corp. COM 255310 1354200 14800 SH SOLE Abbott Labs COM 282410 2300512 50700 SH SOLE Abercombie & Fitch COM 289620 1852800 38600 SH SOLE Abovenet Comm. COM 374310 1082050 26800 SH SOLE Adobe Sys Inc. COM 00724F10 2226434 27100 SH SOLE Advent Software COM 797410 830800 12400 SH SOLE Advo System Inc. COM 758510 14525 700 SH SOLE Aetna Life & Cas COM 811710 16751644 187300 SH SOLE Affil. Cmptr Svc A COM 819010 1559250 30800 SH SOLE Air Express Intl COM 910410 702887 27700 SH SOLE Air Prod & Chem. COM 915810 289800 7200 SH SOLE Airborne Freight COM 926610 174431 6300 SH SOLE Akzo N V ADR COM 1019930 224587 5300 SH SOLE Albertsons Inc. COM 1310410 9003277 174609 SH SOLE Alcoa Inc. COM 1381710 11329312 183100 SH SOLE Aliant Comm. COM 1609010 600437 13000 SH SOLE Alkermes Inc. COM 01642T10 471750 20400 SH SOLE Alleghany Corp. New COM 1717510 277500 1500 SH SOLE Allegiance Telecom Inc. COM 01747T10 153650 2800 SH SOLE Allied Signal Inc. COM 1951210 14811300 235100 SH SOLE Allstate Corp. COM 2000210 27885638 777300 SH SOLE Alltel Corp. COM 2003910 493350 6900 SH SOLE Alpha Inds. Inc. COM 2075310 61912 1300 SH SOLE Altera Co COM 2144110 1663925 45200 SH SOLE Alza Corp. COM 2261510 61050 1200 SH SOLE Amazon Com COM 2313510 325325 2600 SH SOLE Amdocs Ltd. COM G0260210 1066975 46900 SH SOLE Amer Express Co. COM 2581610 15315712 117700 SH SOLE Amer Home Products COM 2660910 12720037 221700 SH SOLE Amer Tel & Teleg. COM 195710 34930169 625848 SH SOLE Amer. Elec. Pwr COM 2553710 10220756 272100 SH SOLE Amer. Italian Pasta A COM 2707010 619650 20400 SH SOLE Amerada Hess Corp. COM 2355110 1172150 19700 SH SOLE Ameren Corp. COM 2360810 19187 500 SH SOLE America Online Inc. COM 02364J10 3399000 30900 SH SOLE American Annuity Gp COM 2384010 220675 9100 SH SOLE American Bkrs Ins GP COM 2445610 1551469 28500 SH SOLE American General COM 2635110 22914000 304000 SH SOLE American Heritage Li COM 2652210 921200 37600 SH SOLE American Intl Group COM 2687410 24821825 211700 SH SOLE American Natl Ins. COM 2859110 1396500 19600 SH SOLE American Tower Corp. COM 2991220 72000 3000 SH SOLE Americredit Corp COM 03060R10 2168000 135500 SH SOLE Amerisource Health COM 03071P10 300900 11800 SH SOLE Ameritech Corp. COM 3095410 34287750 466500 SH SOLE Amerus Life Hldgs COM 3073210 153900 5700 SH SOLE Ames Dept. Stores COM 3078950 734562 16100 SH SOLE Ametek Aerospace COM 3110010 287500 12500 SH SOLE Amgen Inc. COM 3116210 1430562 23500 SH SOLE Analog Devices Inc. COM 3265410 963600 19200 SH SOLE Analogic Corp. COM 3265720 407328 13100 SH SOLE Anheuser Busch Co. COM 3522910 28765156 405500 SH SOLE Answerthink Consulting Gr COM 36916104 42925 1700 SH SOLE Apache Corp. 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Coast Airln Hldgs COM 4839610 404700 21300 SH SOLE Atlantic Richfield COM 4882510 24818062 297000 SH SOLE Atwood Oceanics COM 5009510 634375 20300 SH SOLE Auto Data Process COM 5301510 1562000 35500 SH SOLE Autodesk Inc. COM 5276910 168506 5700 SH SOLE Avalonbay Cmntys COM 5348410 569800 15400 SH SOLE Avery Dennison Corp. COM 5361110 519225 8600 SH SOLE Aviation Sales COM 5367210 79000 2000 SH SOLE Avon Products COM 5430310 1381950 24900 SH SOLE B J Services Co. COM 5548210 2081231 70700 SH SOLE BB&T Corporation COM 5493710 4340131 118300 SH SOLE BEC Energy COM 05538M10 198000 4800 SH SOLE BISYS Group Inc. COM 5547210 1866150 31900 SH SOLE BMC Software Inc. COM 5592110 2646000 49000 SH SOLE BP Amoco PLC ADR COM 5562210 22600767 208302 SH SOLE Baker Hughes Inc. COM 5722410 16967750 506500 SH SOLE Banctec Inc. COM 5978410 209869 11700 SH SOLE Bank New York Inc. COM 6405710 12796600 348800 SH SOLE Bank One Corporation COM 06423A10 32835972 551286 SH SOLE Bank Utd Corp COM 6541210 562625 14000 SH SOLE Bank of America COM 60505104 32741362 446600 SH SOLE BankBoston Corp. COM 06605R10 1421275 27800 SH SOLE Barnes Group COM 6780610 150075 6900 SH SOLE Barrett Res Corp. COM 6848020 1957125 51000 SH SOLE Baxter Intl Inc. COM 7181310 7960062 131300 SH SOLE Bea Sys Inc. COM 7332510 277056 9700 SH SOLE Bell & Howell Co COM 7785210 858344 22700 SH SOLE Bell Atlantic Corp. COM 7785310 29091875 445000 SH SOLE Bellsouth Corp. COM 7986010 16171425 350600 SH SOLE Beringer Wine Est. COM 8410210 426169 10200 SH SOLE Best Buy Inc. COM 8651610 20250 300 SH SOLE Bestfoods COM 08658U10 3677850 74300 SH SOLE Beyond.Com Corp. COM 08860E10 1259381 43900 SH SOLE Billing Concepts COM 9006310 1248525 111600 SH SOLE Biogen Inc. 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COM 12640810 1338562 29500 SH SOLE CVS Corp COM 12665010 1852375 36500 SH SOLE Cadence Design Sys COM 12738710 248712 19700 SH SOLE Campbell Soup Co COM 13442910 412737 8900 SH SOLE Canadaigua Brands A COM 13721920 194019 3700 SH SOLE Capital RE Corp COM 14043210 110831 6900 SH SOLE Caraustar Inds COM 14090910 328344 13300 SH SOLE Cardinal Health Inc COM 14149Y10 2750963 42900 SH SOLE Carnival Corp. COM 14365810 906950 18700 SH SOLE Carolina Pwr & Light COM 14414110 10167969 237500 SH SOLE Carpenter Tech. COM 14428510 976837 34200 SH SOLE Castle & Cooke Inc COM 14843310 225600 12800 SH SOLE Castle A M COM 14841110 74800 4400 SH SOLE Catalina Mktg COM 14886710 2714000 29500 SH SOLE Caterpillar Tractor COM 14912310 14130000 235500 SH SOLE Centex Construct COM 15231R10 535762 15700 SH SOLE Centex Corp. COM 15231210 116444 3100 SH SOLE Central & S W Corp. COM 15235710 7872700 336800 SH SOLE Central Garden COM 15352710 531975 51900 SH SOLE Central Newspapers COM 15464710 228750 6100 SH SOLE Centura Bks COM 15640T10 349525 6200 SH SOLE Champion Enterprises COM 15849610 1428537 76700 SH SOLE Champion Intl. Corp. COM 15852510 3188475 66600 SH SOLE Charles River Assoc. COM 15985210 127819 5100 SH SOLE Charles Schwab COM 80851310 1940200 17800 SH SOLE Chartwell Re Corp. COM 16139W10 143412 7700 SH SOLE Chase Manh. New COM 16161A10 41874650 484100 SH SOLE Check Point Software COM M2246510 134062 2500 SH SOLE Chemed Corp COM 16359610 202825 6100 SH SOLE Chevron Corp. COM 16675110 23062162 242600 SH SOLE Chic By His Inc COM 16711310 48129 18300 SH SOLE Chicago Bridge&Iron COM N1980810 107319 7700 SH SOLE Chubb Corp. COM 17123210 12058250 173500 SH SOLE Cigna Corp. COM 12550910 11596700 130300 SH SOLE Cinergy Corp. 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Del COM 34537010 31734806 562300 SH SOLE Forrester Research COM 346563109 15000 600 SH SOLE Fort James COM 34747110 20505525 541400 SH SOLE Franchise Fin Corp. COM 35180710 280350 12600 SH SOLE Fremont General Corp COM 35728810 987162 52300 SH SOLE Frontier Corp COM 35906P10 633150 10800 SH SOLE Fuller H B Co. COM 35969410 198287 2900 SH SOLE Fundtech Ltd COM M4709510 508375 19600 SH SOLE Furniture Brands COM 36092110 203487 7300 SH SOLE Furon Co COM 36110610 281200 14800 SH SOLE G & K Svcs Inc. COM 36126810 560412 10700 SH SOLE GATX Corp. COM 36144810 1195162 31400 SH SOLE GPU Inc. COM 36225X10 274219 6500 SH SOLE GTE Corp. COM 36232010 37478200 496400 SH SOLE Galileo International COM 36354710 865687 16200 SH SOLE Galileo Technology Ltd. COM M4729810 240156 5300 SH SOLE Gallagher Arthur Co. COM 36357610 89100 1800 SH SOLE Gannett Inc. COM 36473010 10063875 141000 SH SOLE Gap Inc. Del COM 36476010 2712694 53850 SH SOLE Garan Inc. 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Inc CL A COM 42332810 339312 12200 SH SOLE Helmerich & Payne COM 42345210 155925 6600 SH SOLE Hewlett Packard COM 42823610 26371200 262400 SH SOLE Hibernia Corp A COM 42865610 348262 22200 SH SOLE Hispanic Broadcasting COM 43357B10 1456800 19200 SH SOLE Home Depot. Inc. COM 43707610 3505400 54400 SH SOLE Honeywell Inc. COM 43850610 27392850 236400 SH SOLE Horace Mann Edtrs COM 44032710 511125 18800 SH SOLE Household Intl Corp. COM 44181510 16931825 357400 SH SOLE Hrpt Properties Trust COM 40426W10 53594 3500 SH SOLE Hudson United Bancorp COM 44416510 122362 3900 SH SOLE Hughes Supply Inc COM 44448210 575937 19400 SH SOLE Human Genome Sciences COM 44490310 327850 8300 SH SOLE Hutchinson Technology COM 44840710 86025 3100 SH SOLE I2 Technologies Inc. COM 46575410 1204000 28000 SH SOLE ICG Comm. Inc. COM 44924610 1895962 88700 SH SOLE IDEC Pharmaceuticals COM 44937010 2080687 27000 SH SOLE IHOP Corp. COM 44962310 264687 11000 SH SOLE IMS Health Inc. 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