SECURITIES AND EXCHANGE COMMISSION

                             WASHINGTON, D.C. 20549


                                 ---------------

                                    FORM 8-K

                                 CURRENT REPORT
                     PURSUANT TO SECTION 13 OR 15(d) OF THE
                         SECURITIES EXCHANGE ACT OF 1934

                Date of Report (Date of earliest event reported):
                                 March 25, 1999

                                 ---------------

                               Conning Corporation
             (Exact name of registrant as specified in its charter)

                                    Missouri
                 (State or other jurisdiction of incorporation)


         0-23183                                       43-1719355
(Commission File Number)                    (I.R.S. Employer Identification No.)



                  700 Market Street, St. Louis, Missouri, 63101
               (Address of principal executive offices) (zip code)


                                 (314) 444-0498
              (Registrant's telephone number, including area code)



          (Former name or former address, if changed since last report)







ITEM 5.   OTHER EVENTS.

     On March 25, 1999, the Registrant's wholly owned subsidiary,  Conning Asset
Management  Company  ("CAM"),  entered  into an Asset  Purchase  Agreement  (the
"Purchase  Agreement")  by and  between  CAM and  TCW  Advisors,  Inc.  ("TCW"),
pursuant  to which CAM agreed to purchase  TCW's  insurance  company  high-grade
fixed income management  operations and to acquire all of TCW's right, title and
interest  in  and  to  certain  Investment  Advisory  Agreements  (the  "Assumed
Contracts"). The purchase price will consist of approximately $3,000,000 in cash
(excluding  acquisition   expenses),   and  may  include  additional  contingent
consideration of up to $2,300,000 in cash payable over the two year period after
the closing, based on the meeting of certain financial targets. The consummation
of the transaction is subject to certain  customary  conditions set forth in the
Purchase  Agreement,  including the consent of certain clients under the Assumed
Contracts to the assignment of their  Investment  Advisory  Agreements to CAM. A
copy of the press release  announcing the execution of the Purchase Agreement is
attached hereto as Exhibit 99.1.

         (a)  Exhibits.

               99.1 Press Release dated March 26, 1999, announcing the execution
of the Asset Purchase Agreement.






                                   SIGNATURES


      Pursuant to  the requirements of the Securities Exchange Act  of 1934, the
Registrant  has duly  caused  this report  to  be signed on  its behalf  by  the
undersigned, thereunto duly authorized.


Date:    April 5, 1999             CONNING CORPORATION


                                            By:   /s/ Fred M. Schpero
                                            Name:  Fred M. Schpero
                                            Title:  Senior Vice President and
                                                       Chief Financial Officer