1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/00
-------------
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: McDonald & Company Securities, Inc. (Gradison)
Address: 800 Superior Avenue
Cleveland, Ohio 44122
Form 13F File Number: 28-5156
-----------
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, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing the Report on Behalf of Reporting Manager:
Name: Ken Fox
Title: VP Compliance Officer
Phone: 216 443-2300
Signature, Place, and Date of Signing:
Ken Fox Cleveland, Ohio 5/16/00
------------------ --------------------- -----------
[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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-5156 McDonald & Company Securities, Inc.
------------ -----------------------------------
[Repeat as necessary.]
2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
----------------
Form 13F Information Table Entry Total: 686
----------------
Form 13F Information Table Value Total: $3,117,395,605
----------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
_______ 28-5156 Ken Fox
--------------- -----------------
[Repeat as necessary.]
3
<TABLE>
<CAPTION>
NAME OF ISSUER TITLE OF CUSIP NUMBER FAIR MARKET SHARES OF INVESTMENT INVESTMENT INVESTMENT
CLASS VALUE PRINCIPAL DISCRETION DISCRETION DISCRETION
AMOUNT SOLE SHARED OTHER
<S> <C> <C> <C> <C> <C> <C> <C>
FIRST INTERNET BANK OF COMMON 320545999 3,290,000 47,000 N X
NATIONAL BANK INDIANAPOLIS COMMON 633717103 262,675 13,825 N X
1-800-MUTUAL HOLDINGS CORP COMMON 681978995 75,000 100,000 N X
SPORTSWORLD 2000, INC COMMON 849200100 N/A 50,000 N X
THE WILBUR A EWING CO COMMON 967856998 N/A 29,900 N X
ALCOA INC COMMON 013817101 842,157 11,988 N X
APPLE COMPUTER INC COMMON 037833100 55,286,349 407,077 N X
ANCHOR BANCORP WISCONSIN COMMON 032839102 262,367 16,527 N X
AIRBORNE FREIGHT CORP COMMON 009266107 1,052,880 43,870 N X
AMBAC FINANCIAL GROUP INC COMMON 023139108 13,333,003 264,675 N X
ABM INDUSTRIES INC COMMON 000957100 2,998,577 127,599 N X
ALBERTSON INC COMMON 013104104 13,829,407 447,916 N X
ABBOTT LABORATORIES COMMON 002824100 10,164,793 288,871 N X
ABLE TELECOM HOLDING CORP COMMON 003712304 157,500 35,000 N X
AMERICREDIT CORP COMMON 03060R101 2,431,453 149,050 N X
ARMSTRONG WORLD INDS COMMON 042476101 1,787,500 100,000 N X
AFFILIATED COMPUTER COMMON 008190100 3,122,650 82,175 N X
ACTEL CORPORATION COMMON 004934105 1,638,971 45,925 N X
ACT TELECONFERENCING INC COMMON 000955104 338,560 26,949 N X
ALBERTO CULVER CO COMMON 013668101 8,174,646 343,285 N X
ADOBE SYSTEMS INC COMMON 00724F101 1,412,450 12,689 N X
ADC TELECOMMUNICATIONS INC COMMON 000886101 575,493 10,682 N X
ADVANCED DIGITAL INFO COMMON 007525108 674,657 19,698 N X
ARCHER DANIELS MIDLAND COMMON 039483102 1,169,594 113,410 N X
ADVANCED MARKETING SERVICE COMMON 00753T105 3,461,525 166,821 N X
ADAPTEC INC COMMON 00651F108 8,314,032 215,250 N X
APPLIED DIGITAL SOLUTIONS COMMON 038188108 87,500 10,000 N X
AEGON NON VOTING COMMON 007924103 8,643,608 107,374 N X
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 796,357 20,991 N X
THE AES CORP COMMON 00130H105 275,625 3,500 N X
AFLAC INC COMMON 001055102 782,772 17,180 N X
ASSOCIATES FIRST CAPITAL C COMMON 046008108 547,713 25,624 N X
AMERICAN GENERAL CORP COMMON 026351106 7,140,335 127,222 N X
AG-CHEM EQUIPMENT INC COMMON 008363103 105,651 12,615 N X
A G EDWARDS INC COMMON 281760108 10,790,800 269,770 N X
</TABLE>
<TABLE>
<CAPTION>
NAME OF ISSUER VOTING VOTING VOTING
MANAGER AUTHORITY AUTHORITY AUTHORITY
SOLE SHARED NONE
<S> <C> <C> <C> <C>
FIRST INTERNET BANK OF KRM 37,000 10,000
NATIONAL BANK INDIANAPOLIS KRM 10,825 3,000
1-800-MUTUAL HOLDINGS CORP KRM 100,000
SPORTSWORLD 2000, INC KRM 50,000
THE WILBUR A EWING CO KRM 29,900
ALCOA INC KRM 11,988
APPLE COMPUTER INC KRM 138,776 268,301
ANCHOR BANCORP WISCONSIN KRM 14,172 2,355
AIRBORNE FREIGHT CORP KRM 43,870
AMBAC FINANCIAL GROUP INC KRM 119,525 145,150
ABM INDUSTRIES INC KRM 99,000 28,599
ALBERTSON INC KRM 158,864 289,052
ABBOTT LABORATORIES KRM 117,434 171,437
ABLE TELECOM HOLDING CORP KRM 35,000
AMERICREDIT CORP KRM 116,500 32,550
ARMSTRONG WORLD INDS KRM 100,000
AFFILIATED COMPUTER KRM 57,000 25,175
ACTEL CORPORATION KRM 26,800 19,125
ACT TELECONFERENCING INC KRM 26,949
ALBERTO CULVER CO KRM 176,125 167,160
ADOBE SYSTEMS INC KRM 3,062 9,627
ADC TELECOMMUNICATIONS INC KRM 3,000 7,682
ADVANCED DIGITAL INFO KRM 19,698
ARCHER DANIELS MIDLAND KRM 45,716 67,694
ADVANCED MARKETING SERVICE KRM 114,647 52,174
ADAPTEC INC KRM 118,025 97,225
APPLIED DIGITAL SOLUTIONS KRM 10,000
AEGON NON VOTING KRM 86,033 21,341
AMERICAN EAGLE OUTFITTERS KRM 20,991
THE AES CORP KRM 3,500
AFLAC INC KRM 17,180
ASSOCIATES FIRST CAPITAL C KRM 21,000 4,624
AMERICAN GENERAL CORP KRM 45,081 82,141
AG-CHEM EQUIPMENT INC KRM 12,615
A G EDWARDS INC KRM 46,675 223,095
</TABLE>
4
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
ALLERGAN INC COMMON 018490102 320,000 6,400 N X
ASSOCIATED GROUP INC COMMON 045651106 269,250 3,000 N X
SAGA SYSTEMS INC COMMON 786610105 259,188 7,250 N X
ARGOSY GAMING CO COMMON 040228108 751,331 52,725 N X
AMERICAN HOME PRODUCTS COMMON 026609107 15,090,143 280,747 N X
AMERICAN INTERNATIONAL COMMON 026874107 40,403,612 368,983 N X
ARNOLD INDS INC COMMON 042595108 307,512 24,000 N X
THE ALLSTATE CORPORATION COMMON 020002101 4,610,804 193,625 N X
ALPHARMA INC COMMON 020813101 2,688,263 73,150 N X
APPLIED MATERIALS INC COMMON 038222105 5,613,059 59,555 N X
AMGEN INC COMMON 031162100 3,427,180 55,840 N X
AMERICAN SUPERCONDUCTOR COMMON 030111108 507,300 11,400 N X
AMAZON.COM INC COMMON 023135106 2,469,419 36,857 N X
ANDOVER BANCORP INC COMMON 034258103 2,908,427 101,825 N X
ANAREN MICROWAVE INC COMMON 032744104 4,576,306 47,732 N X
ABERCROMBIE & FITCH CO COMMON 002896207 207,206 12,950 N X
AMERICA ONLINE INC COMMON 02364J104 6,370,733 94,468 N X
APACHE CORP COMMON 037411105 238,800 4,800 N X
ANADARKO PETROLEUM CORP COMMON 032511107 633,709 16,380 N X
AMERICAN POWER CONVERSION COMMON 029066107 338,713 7,900 N X
AIR PRODUCTS & CHEMICALS I COMMON 009158106 4,049,685 142,404 N X
APPLIED POWER INC COMMON 038225108 2,258,625 79,250 N X
ATLANTIC RICHFIELD CO COMMON 048825103 2,700,025 31,765 N X
ON ASSIGNMENT INC COMMON 682159108 3,322,125 73,825 N X
ASPECT COMMUNICATIONS COMMON 04523Q102 382,120 10,310 N X
ALLTEL CORP COMMON 020039103 20,848,149 329,615 N X
ATMEL CORPORATION COMMON 049513104 3,022,386 58,545 N X
AUTOMATIC DATA PROCESSING COMMON 053015103 6,663,615 138,106 N X
AVERY DENNISON CORP COMMON 053611109 13,235,589 216,753 N X
AMERICA WEST HOLDINGS CORP COMMON 023657208 220,720 14,240 N X
ANIXTER INTERNATIONAL INC COMMON 035290105 1,666,507 59,785 N X
AXA FINANCIAL INC COMMON 002451102 403,235 11,240 N X
AMERICAN EXPRESS CO COMMON 025816109 3,986,474 26,766 N X
ALZA CORP COMMON 022615108 322,366 8,582 N X
BOEING CO COMMON 097023105 5,932,406 156,888 N X
BANK OF AMERICA CORP NEW COMMON 060505104 14,011,243 267,196 N X
BAXTER INTERNATIONAL COMMON 071813109 5,410,601 86,310 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
ALLERGAN INC KRM 6,400
ASSOCIATED GROUP INC KRM 3,000
SAGA SYSTEMS INC KRM 7,250
ARGOSY GAMING CO KRM 45,000 7,725
AMERICAN HOME PRODUCTS KRM 67,116 213,631
AMERICAN INTERNATIONAL KRM 114,476 254,507
ARNOLD INDS INC KRM 24,000
THE ALLSTATE CORPORATION KRM 61,889 131,736
ALPHARMA INC KRM 52,800 20,350
APPLIED MATERIALS INC KRM 5,650 53,905
AMGEN INC KRM 13,856 41,984
AMERICAN SUPERCONDUCTOR KRM 250 11,150
AMAZON.COM INC KRM 36,857
ANDOVER BANCORP INC KRM 81,400 20,425
ANAREN MICROWAVE INC KRM 28,500 19,232
ABERCROMBIE & FITCH CO KRM 9,000 3,950
AMERICA ONLINE INC KRM 19,730 74,738
APACHE CORP KRM 4,800
ANADARKO PETROLEUM CORP KRM 16,380
AMERICAN POWER CONVERSION KRM 7,900
AIR PRODUCTS & CHEMICALS I KRM 13,900 128,504
APPLIED POWER INC KRM 61,400 17,850
ATLANTIC RICHFIELD CO KRM 3,870 27,895
ON ASSIGNMENT INC KRM 56,600 17,225
ASPECT COMMUNICATIONS KRM 2,000 8,310
ALLTEL CORP KRM 113,534 216,081
ATMEL CORPORATION KRM 3,000 55,545
AUTOMATIC DATA PROCESSING KRM 29,296 108,810
AVERY DENNISON CORP KRM 65,075 151,678
AMERICA WEST HOLDINGS CORP KRM 14,240
ANIXTER INTERNATIONAL INC KRM 35,100 24,685
AXA FINANCIAL INC KRM 11,240
AMERICAN EXPRESS CO KRM 2,965 23,801
ALZA CORP KRM 8,582
BOEING CO KRM 145,600 11,288
BANK OF AMERICA CORP NEW KRM 91,911 175,285
BAXTER INTERNATIONAL KRM 85,160 1,150
</TABLE>
5
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
BANKATLANTIC BANKCORP INC COMMON 065908501 67,931 17,250 N X
BRUNSWICK CORP COMMON 117043109 12,460,258 657,950 N X
C R BARD CORP INC COMMON 067383109 2,517,428 65,070 N X
BLACK & DECKER CORP COMMON 091797100 15,356,393 408,817 N X
BRANDYWINE REALTY TRUST COMMON 105368203 1,060,894 61,950 N X
BECTON DICKINSON & CO COMMON 075887109 17,787,194 675,985 N X
BINDLEY WESTERN INDUSTRIES COMMON 090324104 622,257 45,879 N X
B E A SYSTEMS INC COMMON 073225102 587,000 8,000 N X
BE AEROSPACE INC COMMON 073302101 113,388 19,300 N X
BELL ATLANTIC CORP COMMON 077853109 7,802,301 127,645 N X
FRANKLIN RESOURCES INC COMMON 354613101 260,816 7,800 N X
BESTFOODS COMMON 08658U101 7,798,532 166,589 N X
BAKER HUGHES INC COMMON 057224107 355,891 11,765 N X
BJ'S WHOLESALE INC COMMON 05548J106 3,490,207 90,950 N X
BJ SERVICES CO COMMON 055482103 1,942,913 26,300 N X
BANK OF NEW YORK COMPANY I COMMON 064057102 19,101,648 459,583 N X
BARNES & NOBLE INC COMMON 067774109 1,982,855 84,600 N X
BANK UNITED FINANCIAL CORP COMMON 06652B103 1,197,700 171,100 N X
BELLSOUTH CORP COMMON 079860102 13,824,422 294,921 N X
BMC SOFTWARE COMMON 055921100 412,973 8,364 N X
BIOMET INC COMMON 090613100 256,153 7,042 N X
BRISTOL MYERS SQUIBB COMMON 110122108 20,981,500 361,750 N X
BARNESANDNOBLE.COM INC COMMON 067846105 94,380 10,000 N X
BOWATER INC COMMON 102183100 747,250 14,000 N X
BP AMOCO PLC COMMON 055622104 5,633,903 105,801 N X
BURLINGTON RESOURCES INC COMMON 122014103 2,609,203 70,519 N X
BRENTON BANKS INC COMMON 107211104 143,723 17,161 N X
BROADCOM CORPORATION CLASS COMMON 111320107 1,608,076 6,621 N X
BERKSHIRE HATHAWAY INC COMMON 084670108 457,600 8 N X
BERKSHIRE HATHAWAY INC COMMON 084670207 3,701,880 2,034 N X
BARR LABORTORIES INC COMMON 068306109 2,633,400 62,700 N X
BRISTOL RETAIL SOLUTIONS COMMON 110202108 14,104 21,500 N X
BROADWING INCORPORATED COMMON 111620100 3,188,611 85,743 N X
BOSTON SCIENTIFIC CORP COMMON 101137107 299,447 14,050 N X
THE BISYS GROUP INC COMMON 055472104 703,238 10,575 N X
ANHEUSER BUSCH CO INC COMMON 035229103 557,138 8,950 N X
BINDVIEW DEVELOPMENT CORP COMMON 090327107 2,890,412 93,050 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
BANKATLANTIC BANKCORP INC KRM 17,250
BRUNSWICK CORP KRM 404,475 253,475
C R BARD CORP INC KRM 900 64,170
BLACK & DECKER CORP KRM 241,725 167,092
BRANDYWINE REALTY TRUST KRM 57,750 4,200
BECTON DICKINSON & CO KRM 243,650 432,335
BINDLEY WESTERN INDUSTRIES KRM 45,879
B E A SYSTEMS INC KRM 8,000
BE AEROSPACE INC KRM 19,300
BELL ATLANTIC CORP KRM 15,081 112,564
FRANKLIN RESOURCES INC KRM 7,800
BESTFOODS KRM 34,072 132,517
BAKER HUGHES INC KRM 6,625 5,140
BJ'S WHOLESALE INC KRM 67,650 23,300
BJ SERVICES CO KRM 26,300
BANK OF NEW YORK COMPANY I KRM 244,150 215,433
BARNES & NOBLE INC KRM 67,450 17,150
BANK UNITED FINANCIAL CORP KRM 161,850 9,250
BELLSOUTH CORP KRM 50,287 244,634
BMC SOFTWARE KRM 6,154 2,210
BIOMET INC KRM 1,230 5,812
BRISTOL MYERS SQUIBB KRM 96,982 264,768
BARNESANDNOBLE.COM INC KRM 10,000
BOWATER INC KRM 14,000
BP AMOCO PLC KRM 50,124 55,677
BURLINGTON RESOURCES INC KRM 53,619 16,900
BRENTON BANKS INC KRM 17,161
BROADCOM CORPORATION CLASS KRM 6,621
BERKSHIRE HATHAWAY INC KRM 7 1
BERKSHIRE HATHAWAY INC KRM 72 1,962
BARR LABORTORIES INC KRM 48,300 14,400
BRISTOL RETAIL SOLUTIONS KRM 21,500
BROADWING INCORPORATED KRM 44,600 41,143
BOSTON SCIENTIFIC CORP KRM 3,250 10,800
THE BISYS GROUP INC KRM 1,800 8,775
ANHEUSER BUSCH CO INC KRM 2,150 6,800
BINDVIEW DEVELOPMENT CORP KRM 80,000 13,050
</TABLE>
6
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
BORG-WARNER AUTOMOTIVE INC COMMON 099724106 1,650,797 41,925 N X
BLUEGREEN CORPORATION COMMON 096231105 451,793 147,500 N X
CITIGROUP INC COMMON 172967101 83,576,697 1,395,853 N X
COMPUTER ASSOCIATES COMMON 204912109 31,441,199 531,209 N X
CONAGRA INC COMMON 205887102 5,604,598 309,219 N X
CARDINAL HEALTH INC COMMON 14149Y108 449,667 9,802 N X
CATERPILLAR INC DELAWARE COMMON 149123101 724,279 18,365 N X
COOPER INDS INC COMMON 216669101 4,130,000 118,000 N X
CAMBREX CORP COMMON 132011107 3,601,800 82,800 N X
NORTHLAND CRANBERRIES INC COMMON 666499108 340,963 62,700 N X
CBS INC COMMON 12490K107 2,371,965 41,889 N X
CHRIS CRAFT INDS INC COMMON 170520100 429,003 6,736 N X
COUNTRYWIDE CREDIT COMMON 222372104 9,525,456 349,558 N X
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 575,502 8,333 N X
CENDANT CORP COMMON 151313103 471,750 25,500 N X
CANANDAIGUA WINE COMPANY COMMON 137219200 226,950 4,450 N X
COMDISCO INC COMMON 200336105 15,001,794 339,984 N X
CABLE DESIGN TECHNOLOGIES COMMON 126924109 1,046,987 30,850 N X
CRESCENT REAL ESTATE COMMON 225756105 217,490 12,428 N X
BRIGHTPOINT INC. COMMON 109473108 3,132,289 255,697 N X
CHARTER ONE FINANCIAL INC COMMON 160903100 7,402,673 352,508 N X
COASTAL CORP COMMON 190441105 32,334,780 702,930 N X
CHINA.COM CORP CL A COMMON G2108N109 677,970 8,370 N X
CHECK POINT SOFTWARE COMMON M22465104 985,323 5,760 N X
C AND D TECHNOLOGIES INC COMMON 124661109 4,288,710 72,690 N X
CHARMING SHOPPES INC COMMON 161133103 284,684 50,050 N X
CHARTER COMMUNICATIONS INC COMMON 16117M107 608,224 42,450 N X
O'CHARLEY'S INC COMMON 670823103 2,290,600 176,200 N X
CHEVRON CORP COMMON 166751107 3,690,495 39,924 N X
PILGRIMS PRIDE CORP COMMON 721467108 921,382 145,950 N X
CHITTENDEN CORP COMMON 170228100 2,877,005 96,908 N X
CIGNA CORP COMMON 125509109 11,467,111 151,381 N X
CIENA CORPORATION COMMON 171779101 1,850,254 14,670 N X
CINERGY CORP COMMON 172474108 336,583 15,655 N X
CINCINNATI FINANCIAL CORP COMMON 172062101 12,791,703 339,979 N X
COLGATE PALMOLIVE CO COMMON 194162103 1,509,610 26,778 N X
CLARUS CORPORATION COMMON 182707109 559,068 7,916 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
BORG-WARNER AUTOMOTIVE INC KRM 27,500 14,425
BLUEGREEN CORPORATION KRM 147,500
CITIGROUP INC KRM 559,471 836,382
COMPUTER ASSOCIATES KRM 204,562 326,647
CONAGRA INC KRM 149,425 159,794
CARDINAL HEALTH INC KRM 2,000 7,802
CATERPILLAR INC DELAWARE KRM 8,060 10,305
COOPER INDS INC KRM 118,000
CAMBREX CORP KRM 58,900 23,900
NORTHLAND CRANBERRIES INC KRM 62,700
CBS INC KRM 1,200 40,689
CHRIS CRAFT INDS INC KRM 1,100 5,636
COUNTRYWIDE CREDIT KRM 223,550 126,008
CLEAR CHANNEL COMMUNICATIO KRM 6,133 2,200
CENDANT CORP KRM 14,300 11,200
CANANDAIGUA WINE COMPANY KRM 4,450
COMDISCO INC KRM 18,625 321,359
CABLE DESIGN TECHNOLOGIES KRM 13,000 17,850
CRESCENT REAL ESTATE KRM 1,000 11,428
BRIGHTPOINT INC. KRM 243,858 11,839
CHARTER ONE FINANCIAL INC KRM 149,107 203,401
COASTAL CORP KRM 280,550 422,380
CHINA.COM CORP CL A KRM 8,370
CHECK POINT SOFTWARE KRM 2,400 3,360
C AND D TECHNOLOGIES INC KRM 53,000 19,690
CHARMING SHOPPES INC KRM 50,050
CHARTER COMMUNICATIONS INC KRM 3,500 38,950
O'CHARLEY'S INC KRM 150,750 25,450
CHEVRON CORP KRM 15,910 24,014
PILGRIMS PRIDE CORP KRM 94,800 51,150
CHITTENDEN CORP KRM 76,208 20,700
CIGNA CORP KRM 101,125 50,256
CIENA CORPORATION KRM 1,000 13,670
CINERGY CORP KRM 1,356 14,299
CINCINNATI FINANCIAL CORP KRM 60,679 279,300
COLGATE PALMOLIVE CO KRM 4,900 21,878
CLARUS CORPORATION KRM 7,916
</TABLE>
7
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
CLOROX CO COMMON 189054109 2,049,399 62,103 N X
COMERICA INC COMMON 200340107 737,042 17,601 N X
CHASE MANHATTAN CORP NEW COMMON 16161A108 18,023,155 206,716 N X
COMCAST CORP COMMON 200300101 2,535,431 61,465 N X
COMCAST CORP CL A SPECIAL COMMON 200300200 3,939,144 90,816 N X
CMG INFORMATION SERVICES COMMON 125750109 2,814,128 24,835 N X
CONSECO INC COMMON 208464107 2,817,900 246,363 N X
COLE NATIONAL CORPORATION COMMON 193290103 732,063 90,100 N X
CONSOLIDATED STORES COMMON 210149100 803,644 70,650 N X
CENTERPOINT PROPERTIES INC COMMON 151895109 604,142 16,580 N X
CONEXANT SYSTEMS INC COMMON 207142100 230,963 3,253 N X
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 277,896 5,797 N X
CORECOMM LIMITED COMMON G2422R109 790,240 17,960 N X
3COM CORP COMMON 885535104 29,502,387 530,380 N X
COOPER COMPANIES INC NEW COMMON 216648402 3,650,924 113,425 N X
COX COMMUNICATIONS INC COMMON 224044107 1,026,988 21,175 N X
COMPAQ COMPUTER CORP COMMON 204493100 4,610,493 170,759 N X
COMPUWARE CORPORATION COMMON 205638109 4,938,852 234,480 N X
COMPUTER SCIENCES CORP COMMON 205363104 45,198,179 571,225 N X
CISCO SYSTEMS COMMON 17275R102 37,978,310 491,228 N X
CINTAS CORP COMMON 172908105 6,258,970 159,717 N X
COOPER TIRE & RUBBER COMMON 216831107 1,241,099 98,790 N X
CENTURYTEL INC COMMON 156700106 789,240 21,259 N X
CTS CORP COMMON 126501105 3,801,045 66,685 N X
CENTEX CORP COMMON 152312104 15,668,668 657,988 N X
CUMMINS ENGINE INC COMMON 231021106 228,083 6,072 N X
COUSINS PROPERTIES INC COMMON 222795106 1,156,113 31,405 N X
CABLEVISION SYSTEMS CORP COMMON 12686C109 644,558 10,610 N X
CONVERGYS CORPORATION COMMON 212485106 2,771,531 71,638 N X
CVS CORP DELAWARE COMMON 126650100 783,564 20,860 N X
CITIZENS UTILITIES CO COMMON 177342201 533,154 32,559 N X
DELTA AIR LINES DELAWARE COMMON 247361108 4,331,675 81,346 N X
DANSKIN INC COMMON 236365102 7,420 14,000 N X
DIEBOLD INC COMMON 253651103 5,220,765 189,846 N X
DOUBLECLICK INCORPORATED COMMON 258609304 2,075,105 22,164 N X
DANA CORP COMMON 235811106 8,670,600 307,599 N X
E I DUPONT DE NEMOURS & CO COMMON 263534109 8,472,833 160,052 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
CLOROX CO KRM 2,975 59,128
COMERICA INC KRM 12,600 5,001
CHASE MANHATTAN CORP NEW KRM 88,016 118,700
COMCAST CORP KRM 55,165 6,300
COMCAST CORP CL A SPECIAL KRM 66,078 24,738
CMG INFORMATION SERVICES KRM 24,835
CONSECO INC KRM 222,454 23,909
COLE NATIONAL CORPORATION KRM 84,000 6,100
CONSOLIDATED STORES KRM 63,950 6,700
CENTERPOINT PROPERTIES INC KRM 16,580
CONEXANT SYSTEMS INC KRM 3,253
CAPITAL ONE FINANCIAL CORP KRM 190 5,607
CORECOMM LIMITED KRM 17,960
3COM CORP KRM 236,775 293,605
COOPER COMPANIES INC NEW KRM 85,000 28,425
COX COMMUNICATIONS INC KRM 3,125 18,050
COMPAQ COMPUTER CORP KRM 19,450 151,309
COMPUWARE CORPORATION KRM 20,300 214,180
COMPUTER SCIENCES CORP KRM 261,591 309,634
CISCO SYSTEMS KRM 53,014 438,214
CINTAS CORP KRM 11,225 148,492
COOPER TIRE & RUBBER KRM 90,390 8,400
CENTURYTEL INC KRM 1,939 19,320
CTS CORP KRM 49,500 17,185
CENTEX CORP KRM 359,100 298,888
CUMMINS ENGINE INC KRM 4,072 2,000
COUSINS PROPERTIES INC KRM 18,200 13,205
CABLEVISION SYSTEMS CORP KRM 9,900 710
CONVERGYS CORPORATION KRM 44,600 27,038
CVS CORP DELAWARE KRM 20,860
CITIZENS UTILITIES CO KRM 28,700 3,859
DELTA AIR LINES DELAWARE KRM 19,350 61,996
DANSKIN INC KRM 14,000
DIEBOLD INC KRM 41,700 148,146
DOUBLECLICK INCORPORATED KRM 22,164
DANA CORP KRM 148,905 158,694
E I DUPONT DE NEMOURS & CO KRM 36,535 123,517
</TABLE>
8
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
DILLARD'S INC CLASS A COMMON 254067101 1,808,180 110,000 N X
DEERE & CO COMMON 244199105 695,742 18,309 N X
DELL COMPUTER CORPORATION COMMON 247025109 4,952,533 91,819 N X
DESERT WINDS ENTERTAINMENT COMMON 250478104 6,638 12,500 N X
DOLLAR GENERAL CORP COMMON 256669102 216,291 8,048 N X
D R HORTON INC COMMON 23331A109 1,916,995 146,750 N X
WALT DISNEY COMPANY COMMON 254687106 9,840,724 238,563 N X
ECHOSTAR COMMUNICATIONS COMMON 278762109 469,260 5,940 N X
DOW JONES & CO INC COMMON 260561105 312,386 4,350 N X
DONALDSON LUFKIN & JENRETT COMMON 257661108 828,000 16,000 N X
DORAL FINANCIAL CORP COMMON 25811P100 113,130 10,000 N X
DOVER CORP COMMON 260003108 263,313 5,500 N X
DOW CHEMICAL CO COMMON 260543103 638,286 5,599 N X
AMDOCS LIMITED COMMON G02602103 239,760 3,240 N X
DUKE-WEEKS REALTY CORP COMMON 264411505 3,024,599 158,149 N X
DUKE ENERGY CORP COMMON 264399106 12,498,990 238,076 N X
DVI INC COMMON 233343102 1,735,650 121,800 N X
DYCOM INDS INC COMMON 267475101 3,358,826 68,899 N X
BRINKER INTERNATIONAL INC COMMON 109641100 7,422,000 250,000 N X
ENGELHARD CORP COMMON 292845104 3,856,875 255,000 N X
ECI TELECOM LTD COMMON 268258100 14,728,367 469,430 N X
ELECTRONIC DATA SYSTEMS COMMON 285661104 827,961 12,899 N X
CALL: ELECTRONIC DATA SYS CALL O 285908AFC 216,000 6,000 C X
EL PASO ELECTRIC COMMON 283677854 204,388 19,700 N X
EASTMAN KODAK CO COMMON 277461109 250,111 4,605 N X
ELAN CORP PLC ADR COMMON 284131208 3,371,075 70,970 N X
E M C CORP MASSACHUSETTS COMMON 268648102 9,454,914 75,039 N X
EMULEX CORP NEW COMMON 292475209 204,609 1,875 N X
EMERSON ELECTRIC CO COMMON 291011104 10,458,294 196,862 N X
ENRON CORP COMMON 293561106 39,080,482 521,943 N X
EL PASO ENERGY GROUP COMMON 283905107 8,791,172 217,738 N X
EQUITY RESIDENTIAL COMMON 29476L107 231,805 5,768 N X
LM ERICSSON TELEPHONE CO COMMON 294821400 5,554,198 59,205 N X
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,325,788 36,700 N X
EATON CORP COMMON 278058102 772,200 9,900 N X
EATON VANCE SENIOR INCOME COMMON 27826S103 126,758 13,255 N X
EXODUS COMMUNS INC COMMON 302088109 2,707,014 19,267 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
DILLARD'S INC CLASS A KRM 110,000
DEERE & CO KRM 1,200 17,109
DELL COMPUTER CORPORATION KRM 9,471 82,348
DESERT WINDS ENTERTAINMENT KRM 12,500
DOLLAR GENERAL CORP KRM 6,500 1,548
D R HORTON INC KRM 102,000 44,750
WALT DISNEY COMPANY KRM 23,467 215,096
ECHOSTAR COMMUNICATIONS KRM 5,940
DOW JONES & CO INC KRM 3,250 1,100
DONALDSON LUFKIN & JENRETT KRM 16,000
DORAL FINANCIAL CORP KRM 10,000
DOVER CORP KRM 5,500
DOW CHEMICAL CO KRM 1,190 4,409
AMDOCS LIMITED KRM 3,240
DUKE-WEEKS REALTY CORP KRM 101,058 57,091
DUKE ENERGY CORP KRM 127,750 110,326
DVI INC KRM 96,500 25,300
DYCOM INDS INC KRM 53,000 15,899
BRINKER INTERNATIONAL INC KRM 250,000
ENGELHARD CORP KRM 255,000
ECI TELECOM LTD KRM 141,720 327,710
ELECTRONIC DATA SYSTEMS KRM 12,899
CALL: ELECTRONIC DATA SYS KRM 6,000
EL PASO ELECTRIC KRM 14,600 5,100
EASTMAN KODAK CO KRM 4,605
ELAN CORP PLC ADR KRM 4,500 66,470
E M C CORP MASSACHUSETTS KRM 6,751 68,288
EMULEX CORP NEW KRM 1,875
EMERSON ELECTRIC CO KRM 77,845 119,017
ENRON CORP KRM 233,825 288,118
EL PASO ENERGY GROUP KRM 209,000 8,738
EQUITY RESIDENTIAL KRM 1,700 4,068
LM ERICSSON TELEPHONE CO KRM 3,667 55,538
ENSCO INTERNATIONAL INC KRM 36,700
EATON CORP KRM 9,900
EATON VANCE SENIOR INCOME KRM 1,000 12,255
EXODUS COMMUNS INC KRM 19,267
</TABLE>
9
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
FORD MOTOR COMPANY COMMON 345370100 1,046,422 22,779 N X
THE FARMERS BANCORP COMMON 30887A102 751,124 17,071 N X
FLEET BOSTON FINANCIAL COR COMMON 339030108 11,310,329 309,872 N X
FURNITURE BRANDS INT INC COMMON 360921100 2,084,480 110,800 N X
FIRST COMMERCE BANCSHARES COMMON 319777207 350,002 10,090 N X
FIRST CITIZENS BANCSHARES COMMON 31946M103 520,475 9,217 N X
FEDERATED DEPARTMENT STORE COMMON 31410H101 15,512,341 367,156 N X
FIRST DATA CORP COMMON 319963104 5,911,371 133,214 N X
FAMILY DOLLAR STORES COMMON 307000109 242,846 11,668 N X
FEDEX CORPORATION COMMON 31428X106 12,638,483 325,625 N X
FIRST ENERGY CORP COMMON 337932107 11,358,023 550,692 N X
FIRST FIDELITY ACCEPTANCE COMMON 320191109 570 190,000 N X
FAIRFIELD COMMUNITY INC COMMON 304231301 946,051 119,180 N X
FINSH LINE CLASS A COMMON 317923100 526,500 54,000 N X
FIRST INDIANA CORP COMMON 32054R108 4,644,169 251,036 N X
FISERV INC COMMON 337738108 20,853,171 560,750 N X
FIFTH THIRD BANCORP COMMON 316773100 8,099,721 128,567 N X
FLORIDA EAST COAST INDUST COMMON 340632108 240,075 4,950 N X
R & B FALCON CORP COMMON 74912E101 437,172 22,205 N X
FLOWERS INDUSTRY INC COMMON 343496105 939,378 61,850 N X
FIRSTMERIT CORP COMMON 337915102 6,264,194 339,744 N X
FEDERAL MOGUL CORP COMMON 313549107 166,880 10,000 N X
FINISHMASTER INC COMMON 31787P108 459,400 57,425 N X
FIRST NORTHERN CAPITAL COR COMMON 335832101 209,779 16,866 N X
FEDERAL NATIONAL COMMON 313586109 30,999,409 548,051 N X
FORTUNE BRANDS INC COMMON 349631101 10,726,225 429,049 N X
SPRINT CORP COMMON 852061100 1,074,744 16,992 N X
FOSSIL INC COMMON 349882100 363,289 15,500 N X
F P L GROUP COMMON 302571104 263,020 5,710 N X
FEDERAL HOME LOAN MORTGAGE COMMON 313400301 1,881,746 42,585 N X
FOUR SEASONS HOTELS INC COMMON 35100E104 428,099 9,500 N X
FIRSTAR CORP WISCONSIN COMMON 33763V109 30,788,094 1,342,231 N X
FIRST UNION CORPORATION COMMON 337358105 9,963,928 267,488 N X
CEDAR FAIR L P COMMON 150185106 719,435 36,198 N X
FIRST UNION REAL EST EQUIT COMMON 337400105 59,125 21,500 N X
FORWARD AIR CORPORATION COMMON 349853101 2,464,736 104,050 N X
GILLETTE CO COMMON 375766102 2,831,176 75,121 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
FORD MOTOR COMPANY KRM 1,950 20,829
THE FARMERS BANCORP KRM 17,071
FLEET BOSTON FINANCIAL COR KRM 124,913 184,959
FURNITURE BRANDS INT INC KRM 83,000 27,800
FIRST COMMERCE BANCSHARES KRM 10,090
FIRST CITIZENS BANCSHARES KRM 9,217
FEDERATED DEPARTMENT STORE KRM 198,975 168,181
FIRST DATA CORP KRM 111,945 21,269
FAMILY DOLLAR STORES KRM 1,068 10,600
FEDEX CORPORATION KRM 226,150 99,475
FIRST ENERGY CORP KRM 550,692
FIRST FIDELITY ACCEPTANCE KRM 190,000
FAIRFIELD COMMUNITY INC KRM 112,350 6,830
FINSH LINE CLASS A KRM 54,000
FIRST INDIANA CORP KRM 235,857 15,179
FISERV INC KRM 325,150 235,600
FIFTH THIRD BANCORP KRM 37,660 90,907
FLORIDA EAST COAST INDUST KRM 4,950
R & B FALCON CORP KRM 22,205
FLOWERS INDUSTRY INC KRM 1,600 60,250
FIRSTMERIT CORP KRM 56,601 283,143
FEDERAL MOGUL CORP KRM 10,000
FINISHMASTER INC KRM 52,925 4,500
FIRST NORTHERN CAPITAL COR KRM 16,866
FEDERAL NATIONAL KRM 232,190 315,861
FORTUNE BRANDS INC KRM 255,625 173,424
SPRINT CORP KRM 1,800 15,192
FOSSIL INC KRM 15,500
F P L GROUP KRM 1,300 4,410
FEDERAL HOME LOAN MORTGAGE KRM 16,780 25,805
FOUR SEASONS HOTELS INC KRM 9,500
FIRSTAR CORP WISCONSIN KRM 299,946 1,042,285
FIRST UNION CORPORATION KRM 98,885 168,603
CEDAR FAIR L P KRM 36,198
FIRST UNION REAL EST EQUIT KRM 21,500
FORWARD AIR CORPORATION KRM 75,000 29,050
GILLETTE CO KRM 4,400 70,721
</TABLE>
10
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
GLACIER BANCORP INC (NEW) COMMON 37637Q105 421,815 29,863 N X
GLOBAL CROSSING LIMITED COMMON G3921A100 1,575,212 38,478 N X
GANNETT COMPANY INC COMMON 364730101 11,478,163 163,100 N X
GUIDANT CORPORATION COMMON 401698105 3,319,726 56,386 N X
GENERAL ELECTRIC CO COMMON 369604103 80,259,972 515,727 N X
GEHL COMPANY COMMON 368483103 1,990,619 109,075 N X
GILDAN ACTIVEWEAR INC COMMON 375916103 3,927,235 120,375 N X
GENERAL MILLS INC COMMON 370334104 830,008 22,936 N X
GLOBAL CONNECTIONS INC COMMON 379317100 27,500 20,000 N X
GREAT LAKES CHEMICAL CORP COMMON 390568103 206,040 6,060 N X
CORNING INC COMMON 219350105 2,232,746 11,509 N X
GENERAL MOTORS CORP COMMON 370442105 1,636,355 19,760 N X
GENERAL MOTORS CORP COMMON 370442832 324,945 2,610 N X
WALT DISNEY COMPANY COMMON 254687205 428,196 20,761 N X
GEORGIA PACIFIC CORP COMMON 373298108 5,249,614 132,690 N X
GENUINE PARTS CO COMMON 372460105 2,631,527 110,221 N X
GAP INC COMMON 364760108 1,555,386 31,225 N X
B F GOODRICH CO COMMON 382388106 10,778,082 375,700 N X
GROUP 1 SOFTWARE COMMON 39943Y103 710,400 37,888 N X
GTE CORP COMMON 362320103 5,446,694 76,714 N X
GATEWAY INC COMMON 367626108 1,123,695 21,183 N X
UNITED BANK SWITZERLAND COMMON H8919P109 377,161 1,507 N X
HALLIBURTON CO COMMON 406216101 1,416,057 34,433 N X
HASBRO INDUSTRIES INC COMMON 418056107 351,899 21,087 N X
HUNTINGTON BANCSHARES INC COMMON 446150104 2,844,937 127,148 N X
HCC INS HLDGS INC COMMON 404132102 1,962,988 148,150 N X
HOME DEPOT INC COMMON 437076102 9,495,755 147,221 N X
HARLEY DAVIDSON INC COMMON 412822108 1,170,781 14,750 N X
HARRAHS ENTERTAINMENT INC COMMON 413619107 1,220,518 65,750 N X
HOOPER HOLMES INC COMMON 439104100 753,170 21,950 N X
INTERNET HOLDERS TRUST COMMON 46059W102 252,890 1,520 N X
HOUSEHOLD INTERNATIONAL COMMON 441815107 11,833,034 317,129 N X
HIBERNIA CORPORATION COMMON 428656102 156,450 14,900 N X
HARTFORD FINANCIAL SERVICE COMMON 416515104 4,478,475 84,900 N X
HANOVER DIRECT INC COMMON 410783104 32,110 13,520 N X
HEINZ H J CO COMMON 423074103 2,352,180 67,446 N X
HONG KONG & CHINA GAS ADR COMMON 438550204 28,903 18,990 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
GLACIER BANCORP INC (NEW) KRM 29,863
GLOBAL CROSSING LIMITED KRM 38,478
GANNETT COMPANY INC KRM 100,050 63,050
GUIDANT CORPORATION KRM 12,366 44,020
GENERAL ELECTRIC CO KRM 106,472 409,255
GEHL COMPANY KRM 85,500 23,575
GILDAN ACTIVEWEAR INC KRM 87,500 32,875
GENERAL MILLS INC KRM 600 22,336
GLOBAL CONNECTIONS INC KRM 20,000
GREAT LAKES CHEMICAL CORP KRM 6,060
CORNING INC KRM 1,877 9,632
GENERAL MOTORS CORP KRM 5,388 14,372
GENERAL MOTORS CORP KRM 1,510 1,100
WALT DISNEY COMPANY KRM 20,761
GEORGIA PACIFIC CORP KRM 130,848 1,842
GENUINE PARTS CO KRM 49,875 60,346
GAP INC KRM 7,771 23,454
B F GOODRICH CO KRM 128,125 247,575
GROUP 1 SOFTWARE KRM 21,800 16,088
GTE CORP KRM 20,412 56,302
GATEWAY INC KRM 21,183
UNITED BANK SWITZERLAND KRM 1,507
HALLIBURTON CO KRM 1,970 32,463
HASBRO INDUSTRIES INC KRM 20,787 300
HUNTINGTON BANCSHARES INC KRM 51,621 75,527
HCC INS HLDGS INC KRM 115,300 32,850
HOME DEPOT INC KRM 20,908 126,313
HARLEY DAVIDSON INC KRM 3,200 11,550
HARRAHS ENTERTAINMENT INC KRM 58,550 7,200
HOOPER HOLMES INC KRM 21,950
INTERNET HOLDERS TRUST KRM 1,520
HOUSEHOLD INTERNATIONAL KRM 303,000 14,129
HIBERNIA CORPORATION KRM 10,000 4,900
HARTFORD FINANCIAL SERVICE KRM 84,900
HANOVER DIRECT INC KRM 13,520
HEINZ H J CO KRM 21,042 46,404
HONG KONG & CHINA GAS ADR KRM 18,990
</TABLE>
11
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
HONEYWELL INTERNATIONAL IN COMMON 438516106 32,838,059 623,255 N X
HELMERICH & PAYNE IN COMMON 423452101 4,126,844 133,124 N X
H & R BLOCK INC COMMON 093671105 391,786 8,755 N X
HARRIS CORP COMMON 413875105 635,959 18,400 N X
HERSHEY FOODS CORP COMMON 427866108 279,241 5,728 N X
HUDSON UNITED BANCORP COMMON 444165104 1,983,330 91,448 N X
HARVEY HUBBELL INC COMMON 443510201 2,377,656 86,855 N X
HUGHES SUPPLY INC COMMON 444482103 1,572,863 101,475 N X
HAWKINS CHEMICAL COMMON 420200107 113,198 13,617 N X
HEWLETT PACKARD INC COMMON 428236103 33,187,658 249,766 N X
HEWLETT PACKARD INC COMMON 428236103 16,355,584 123,090 N X
INTERNATIONAL BUSINESS COMMON 459200101 13,484,214 114,273 N X
INTEGRATED BUSINESS SYSTEM COMMON 45810X102 480,000 40,000 N X
INTERNET CAPITAL GROUP COMMON 46059C106 625,237 6,923 N X
INTERMEDIA COMMUNICATIONS COMMON 458801107 205,330 4,250 N X
INDIANA ENERGY INC COMMON 454707100 916,773 47,014 N X
INTERNATIONAL FLAVORS & COMMON 459506101 887,269 25,305 N X
INTERNATIONAL GAME COMMON 459902102 283,397 13,067 N X
IMMUNOMEDICS INC COMMON 452907108 338,151 13,100 N X
INFINITY BROADCASTING CORP COMMON 45662S102 816,821 25,230 N X
INKTOMI CORP COMMON 457277101 3,030,495 15,541 N X
WORLD FUEL SERVICES CORP COMMON 981475106 89,219 12,200 N X
INTEL CORP COMMON 458140100 43,601,814 330,472 N X
INTUIT COMMON 461202103 633,469 11,650 N X
INTERVOICE INC COMMON 461142101 2,943,806 101,950 N X
INTERNATIONAL PAPER COMMON 460146103 306,432 7,168 N X
IPC HOLDINGS LTD COMMON G4933P101 370,200 30,850 N X
IPALCO ENTERPRISES COMMON 462613100 1,193,420 61,201 N X
INGERSOLL RAND CO COMMON 456866102 20,788,783 469,803 N X
INTERIM SERVICES INC COMMON 45868P100 5,012,010 270,000 N X
ITLA CAPITAL CORPORATION COMMON 450565106 2,164,950 169,800 N X
INTRAWARE INCORPORATED COMMON 46118M103 502,697 12,168 N X
ILLINOIS TOOL WKS IN COMMON 452308109 8,634,084 156,273 N X
INVACARE CORP COMMON 461203101 386,189 14,075 N X
JOHNSON CONTROLS COMMON 478366107 35,547,828 657,526 N X
J C PENNEY COMPANY COMMON 708160106 680,829 45,770 N X
JDS UNIPHASE CORP COMMON 46612J101 3,105,221 25,756 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
HONEYWELL INTERNATIONAL IN KRM 335,125 288,130
HELMERICH & PAYNE IN KRM 22,600 110,524
H & R BLOCK INC KRM 1,131 7,624
HARRIS CORP KRM 18,400
HERSHEY FOODS CORP KRM 682 5,046
HUDSON UNITED BANCORP KRM 69,478 21,970
HARVEY HUBBELL INC KRM 22,650 64,205
HUGHES SUPPLY INC KRM 75,800 25,675
HAWKINS CHEMICAL KRM 13,617
HEWLETT PACKARD INC KRM 249,766
HEWLETT PACKARD INC KRM 123,090
INTERNATIONAL BUSINESS KRM 30,142 84,131
INTEGRATED BUSINESS SYSTEM KRM 40,000
INTERNET CAPITAL GROUP KRM 6,923
INTERMEDIA COMMUNICATIONS KRM 1,400 2,850
INDIANA ENERGY INC KRM 36,478 10,536
INTERNATIONAL FLAVORS & KRM 21,155 4,150
INTERNATIONAL GAME KRM 13,067
IMMUNOMEDICS INC KRM 11,500 1,600
INFINITY BROADCASTING CORP KRM 5,350 19,880
INKTOMI CORP KRM 6,000 9,541
WORLD FUEL SERVICES CORP KRM 5,300 6,900
INTEL CORP KRM 95,606 234,866
INTUIT KRM 11,350 300
INTERVOICE INC KRM 73,200 28,750
INTERNATIONAL PAPER KRM 165 7,003
IPC HOLDINGS LTD KRM 30,850
IPALCO ENTERPRISES KRM 43,001 18,200
INGERSOLL RAND CO KRM 260,600 209,203
INTERIM SERVICES INC KRM 270,000
ITLA CAPITAL CORPORATION KRM 136,500 33,300
INTRAWARE INCORPORATED KRM 12,168
ILLINOIS TOOL WKS IN KRM 150,382 5,891
INVACARE CORP KRM 4,800 9,275
JOHNSON CONTROLS KRM 287,719 369,807
J C PENNEY COMPANY KRM 35,400 10,370
JDS UNIPHASE CORP KRM 25,756
</TABLE>
12
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
JOHNSON & JOHNSON COMMON 478160104 12,211,066 173,823 N X
ST JOE PAPER CO COMMON 790148100 304,572 10,525 N X
JEFFERSON PILOT CORP COMMON 475070108 5,559,875 83,528 N X
J P MORGAN & CO INC COMMON 616880100 8,670,468 65,810 N X
KELLOGG COMPANY COMMON 487836108 881,371 34,228 N X
KEANE INC COMMON 486665102 1,042,295 41,279 N X
KEYCORP NEW COMMON 493267108 1,140,095 60,005 N X
K MART CORP COMMON 482584109 4,374,132 451,500 N X
KIMBERLY CLARK CORP COMMON 494368103 2,297,238 40,976 N X
KINDER MORGAN INC COMMON 49455P101 365,700 10,600 N X
KINDER MORGAN ENERGY COMMON 494550106 418,708 10,550 N X
COCA COLA CO COMMON 191216100 4,510,789 96,101 N X
KANEB PIPE LINE COMMON 484169107 250,630 10,000 N X
KROGER CO COMMON 501044101 2,945,105 167,688 N X
MBNA CORPORATION COMMON 55262L100 3,175,311 124,522 N X
KNIGHT RIDDER NEWSPAPERS I COMMON 499040103 317,750 6,200 N X
KANSAS CITY SOUTHERN COMMON 485170104 471,284 5,484 N X
LAFARGE CORP COMMON 505862102 508,440 21,408 N X
LANCASTER COLONY CORP COMMON 513847103 816,399 26,712 N X
LAFAYETTE BANCORPORATION COMMON 505893107 2,673,065 144,490 N X
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 241,880 10,000 N X
LINCOLN ELEC CO COMMON 533543104 221,250 10,000 N X
LEHMAN BROTHERS HOLDINGS COMMON 524908100 457,355 4,715 N X
LIFEPOINT INC COMMON 53215R100 1,359,500 250,000 N X
LG AND E ENERGY CORP COMMON 501917108 1,330,250 58,153 N X
LEGATO SYSTEMS INC COMMON 524651106 1,330,227 29,809 N X
LILLY INDUSTRIAL INC CL A COMMON 532491107 486,721 39,331 N X
LITTON INDS INC COMMON 538021106 4,670,672 105,700 N X
LAKELAND FINANCIAL CORP COMMON 511656100 144,425 10,900 N X
LINEAR TECHNOLOGY CORP COMMON 535678106 2,761,330 50,206 N X
LILLY ELI & CO COMMON 532457108 24,903,521 397,661 N X
AT&T CORP LIBERTY MEDIA COMMON 001957208 5,938,833 100,127 N X
LINCOLN NATIONAL CORP COMMON 534187109 4,107,435 122,610 N X
LINCOLN BANCORP IND COMMON 532879103 2,725,745 274,275 N X
LOWES CO COMMON 548661107 25,479,520 436,480 N X
LABOR READY INC (NEW) COMMON 505401208 140,220 14,200 N X
LSI LOGIC CORP COMMON 502161102 251,646 3,465 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
JOHNSON & JOHNSON KRM 19,415 154,408
ST JOE PAPER CO KRM 10,525
JEFFERSON PILOT CORP KRM 52,280 31,248
J P MORGAN & CO INC KRM 17,438 48,372
KELLOGG COMPANY KRM 30,200 4,028
KEANE INC KRM 30,042 11,237
KEYCORP NEW KRM 2,100 57,905
K MART CORP KRM 450,000 1,500
KIMBERLY CLARK CORP KRM 4,516 36,460
KINDER MORGAN INC KRM 10,600
KINDER MORGAN ENERGY KRM 10,550
COCA COLA CO KRM 4,965 91,136
KANEB PIPE LINE KRM 10,000
KROGER CO KRM 90,980 76,708
MBNA CORPORATION KRM 3,662 120,860
KNIGHT RIDDER NEWSPAPERS I KRM 6,200
KANSAS CITY SOUTHERN KRM 157 5,327
LAFARGE CORP KRM 19,608 1,800
LANCASTER COLONY CORP KRM 25,900 812
LAFAYETTE BANCORPORATION KRM 138,624 5,866
LINCOLN ELECTRIC HOLDINGS KRM 10,000
LINCOLN ELEC CO KRM 10,000
LEHMAN BROTHERS HOLDINGS KRM 4,715
LIFEPOINT INC KRM 250,000
LG AND E ENERGY CORP KRM 47,750 10,403
LEGATO SYSTEMS INC KRM 50 29,759
LILLY INDUSTRIAL INC CL A KRM 18,944 20,387
LITTON INDS INC KRM 105,000 700
LAKELAND FINANCIAL CORP KRM 10,900
LINEAR TECHNOLOGY CORP KRM 6,336 43,870
LILLY ELI & CO KRM 288,054 109,607
AT&T CORP LIBERTY MEDIA KRM 21,513 78,614
LINCOLN NATIONAL CORP KRM 116,600 6,010
LINCOLN BANCORP IND KRM 256,025 18,250
LOWES CO KRM 236,225 200,255
LABOR READY INC (NEW) KRM 14,200
LSI LOGIC CORP KRM 1,550 1,915
</TABLE>
13
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
LOEWS CORP COMMON 540424108 1,652,500 33,050 N X
LUCENT TECHNOLOGIES INC COMMON 549463107 16,357,805 267,066 N X
SOUTHWEST AIRLINES CO COMMON 844741108 25,873,973 1,243,164 N X
LEVEL 3 COMMUNICATIONS COMMON 52729N100 354,263 3,350 N X
LSI INDUSTRIES INC COMMON 50216C108 2,362,145 121,522 N X
LA-Z-BOY CHAIR CO COMMON 505336107 276,750 18,000 N X
MESABA HOLDINGS INC COMMON 59066B102 1,266,186 110,700 N X
MARRIOTT INTERNATIONAL INC COMMON 571903202 3,183,390 101,060 N X
MASCO CORP COMMON 574599106 587,325 28,650 N X
MAY DEPARTMENT STORES COMMON 577778103 7,172,966 251,683 N X
MBIA INC COMMON 55262C100 9,306,782 178,760 N X
MCDONALDS CORP COMMON 580135101 6,856,929 183,463 N X
MEREDITH CORP COMMON 589433101 603,044 21,780 N X
MEDTRONIC INC COMMON 585055106 12,188,234 236,950 N X
MEDIMMUNE INC COMMON 584699102 1,574,090 9,040 N X
MELLON FINANCIAL CORP COMMON 58551A108 7,123,043 239,430 N X
MERRILL LYNCH & CO INC COMMON 590188108 2,252,355 21,451 N X
MESSAGEMEDIA INC COMMON 590787107 177,632 14,000 N X
MILLICOM INTL CELLULAR S A COMMON L6388F102 489,487 8,578 N X
MICHAEL FOODS INC NEW COMMON 594079105 2,187,675 104,175 N X
MIRAGE RESORTS INC COMMON 60462E104 503,750 26,000 N X
MORRISON KNUDSEN NEW COMMON 61844A109 984,563 133,500 N X
MESA LABORATORIES INC COMMON 59064R109 109,550 25,400 N X
MUELLER INDUSTRIES INC COMMON 624756102 3,123,309 102,825 N X
MARTIN MARIETTA MATERIALS COMMON 573284106 803,225 16,910 N X
MARSH & MCLENNAN CO INC COMMON 571748102 896,293 8,125 N X
MEDICAL MANAGER CORP NEW COMMON 58461U103 701,260 20,000 N X
MINNESOTA MINING & COMMON 604059105 8,819,812 99,588 N X
METAMOR WORLDWIDE INC COMMON 59133P100 574,754 20,300 N X
PHILIP MORRIS COMPANIES IN COMMON 718154107 1,348,523 63,835 N X
MOLEX INC COMMON 608554101 1,050,406 17,879 N X
MOLEX INC CLASS A COMMON 608554200 416,903 9,395 N X
MOTOROLA INC COMMON 620076109 8,936,733 61,211 N X
MOTOROLA INC COMMON 620076109 3,476,698 23,813 N X
MERCANTILE BANCSHARES CORP COMMON 587405101 2,222,358 72,714 N X
MERCURY COMPUTER SYSTEMS COMMON 589378108 522,572 10,692 N X
MERCK & COMPANY INC COMMON 589331107 26,027,270 418,950 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
LOEWS CORP KRM 29,700 3,350
LUCENT TECHNOLOGIES INC KRM 33,791 233,275
SOUTHWEST AIRLINES CO KRM 544,762 698,402
LEVEL 3 COMMUNICATIONS KRM 3,350
LSI INDUSTRIES INC KRM 90,500 31,022
LA-Z-BOY CHAIR CO KRM 15,150 2,850
MESABA HOLDINGS INC KRM 87,300 23,400
MARRIOTT INTERNATIONAL INC KRM 101,060
MASCO CORP KRM 28,650
MAY DEPARTMENT STORES KRM 155,836 95,847
MBIA INC KRM 163,200 15,560
MCDONALDS CORP KRM 28,169 155,294
MEREDITH CORP KRM 400 21,380
MEDTRONIC INC KRM 57,687 179,263
MEDIMMUNE INC KRM 9,040
MELLON FINANCIAL CORP KRM 64,200 175,230
MERRILL LYNCH & CO INC KRM 7,600 13,851
MESSAGEMEDIA INC KRM 14,000
MILLICOM INTL CELLULAR S A KRM 5,600 2,978
MICHAEL FOODS INC NEW KRM 77,400 26,775
MIRAGE RESORTS INC KRM 25,000 1,000
MORRISON KNUDSEN NEW KRM 109,800 23,700
MESA LABORATORIES INC KRM 25,400
MUELLER INDUSTRIES INC KRM 86,000 16,825
MARTIN MARIETTA MATERIALS KRM 13,800 3,110
MARSH & MCLENNAN CO INC KRM 8,125
MEDICAL MANAGER CORP NEW KRM 20,000
MINNESOTA MINING & KRM 15,775 83,813
METAMOR WORLDWIDE INC KRM 20,300
PHILIP MORRIS COMPANIES IN KRM 7,429 56,406
MOLEX INC KRM 12,404 5,475
MOLEX INC CLASS A KRM 9,145 250
MOTOROLA INC KRM 61,211
MOTOROLA INC KRM 23,813
MERCANTILE BANCSHARES CORP KRM 58,000 14,714
MERCURY COMPUTER SYSTEMS KRM 10,692
MERCK & COMPANY INC KRM 75,220 343,730
</TABLE>
14
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
USX MARATHON GROUP INC COMMON 902905827 279,318 10,717 N X
MORTGAGE REALTY TRUST NEW COMMON 619088206 106,250 10,000 N X
MEDICIS PHARMACEUTICAL COMMON 584690309 2,894,000 72,350 N X
MORGAN STANLEY EMERGING COMMON 61744G107 189,978 10,934 N X
MICROSOFT CORP COMMON 594918104 29,199,944 274,823 N X
M & T BANK CORPORATION COMMON 55261F104 1,397,545 3,130 N X
MONSANTO CO COMMON 611662107 1,608,912 31,241 N X
MGIC INVESTMENT CORP COMMON 552848103 9,420,819 215,950 N X
MADE-TO-MANAGE SYSTEMS INC COMMON 556466100 1,780,847 206,475 N X
MATRIX CAPITAL CORP COMMON 576819106 169,200 21,150 N X
1ST MIRACLE GROUP INC COMMON 320966104 580 10,000 N X
MORGAN STANLEY DEAN COMMON 617446448 45,608,765 550,332 N X
MAIL-WELL INC COMMON 560321200 1,965,226 226,200 N X
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 3,230,169 45,455 N X
MAYTAG CORP COMMON 578592107 334,563 10,100 N X
MILACRON INC COMMON 598709103 166,037 11,500 N X
NOBLE AFFILIATES INC COMMON 654894104 1,987,647 60,575 N X
NATIONAL CITY CORP COMMON 635405103 4,508,625 218,600 N X
NCO GROUP INC COMMON 628858102 1,200,070 37,575 N X
NCR CORP COMMON 62886E108 434,193 10,821 N X
NCI BUILDING SYSTEMS COMMON 628852105 2,139,151 113,706 N X
NCS HEALTHCARE INC COMMON 628874109 19,127 10,550 N X
NEWMONT MINING CORP COMMON 651639106 308,904 13,767 N X
NETMANAGE INC COMMON 641144100 98,414 17,400 N X
NISOURCE INC COMMON 65473P105 2,194,999 130,074 N X
KNIGHT/TRIMARK GROUP COMMON 499068104 2,182,596 42,796 N X
NATIONAL COMPUTER SYSTEMS COMMON 635519101 2,128,963 41,950 N X
NORTHROP CORP COMMON 666807102 1,852,830 35,000 N X
NOKIA CORP ADR COMMON 654902204 7,735,812 34,846 N X
NORFOLK SOUTHERN CO COMMON 655844108 402,776 28,265 N X
NATIONAL SERVICES INDUSTRI COMMON 637657107 417,532 19,823 N X
NESTLES SA SPONSORED ADR COMMON 641069406 233,531 2,606 N X
NORTEL NETWORKS CORP COMMON 656569100 3,840,129 30,447 N X
NTL INC COMMON 629407107 907,061 9,773 N X
NORTHERN TRUST CORP COMMON 665859104 1,452,604 21,500 N X
NUCOR CORP COMMON 670346105 210,000 4,200 N X
NAVIDEC INC COMMON 63934Q101 232,500 15,000 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
USX MARATHON GROUP INC KRM 406 10,311
MORTGAGE REALTY TRUST NEW KRM 10,000
MEDICIS PHARMACEUTICAL KRM 53,400 18,950
MORGAN STANLEY EMERGING KRM 2,934 8,000
MICROSOFT CORP KRM 18,712 256,111
M & T BANK CORPORATION KRM 3,000 130
MONSANTO CO KRM 3,530 27,711
MGIC INVESTMENT CORP KRM 84,325 131,625
MADE-TO-MANAGE SYSTEMS INC KRM 175,475 31,000
MATRIX CAPITAL CORP KRM 9,750 11,400
1ST MIRACLE GROUP INC KRM 10,000
MORGAN STANLEY DEAN KRM 284,082 266,250
MAIL-WELL INC KRM 168,000 58,200
MAXIM INTEGRATED PRODUCTS KRM 5,600 39,855
MAYTAG CORP KRM 9,600 500
MILACRON INC KRM 10,600 900
NOBLE AFFILIATES INC KRM 42,250 18,325
NATIONAL CITY CORP KRM 112,456 106,144
NCO GROUP INC KRM 22,400 15,175
NCR CORP KRM 10,821
NCI BUILDING SYSTEMS KRM 86,800 26,906
NCS HEALTHCARE INC KRM 10,550
NEWMONT MINING CORP KRM 12,750 1,017
NETMANAGE INC KRM 17,400
NISOURCE INC KRM 117,678 12,396
KNIGHT/TRIMARK GROUP KRM 1,200 41,596
NATIONAL COMPUTER SYSTEMS KRM 27,700 14,250
NORTHROP CORP KRM 35,000
NOKIA CORP ADR KRM 5,364 29,482
NORFOLK SOUTHERN CO KRM 1,008 27,257
NATIONAL SERVICES INDUSTRI KRM 125 19,698
NESTLES SA SPONSORED ADR KRM 806 1,800
NORTEL NETWORKS CORP KRM 5,204 25,243
NTL INC KRM 438 9,335
NORTHERN TRUST CORP KRM 3,100 18,400
NUCOR CORP KRM 3,000 1,200
NAVIDEC INC KRM 15,000
</TABLE>
15
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
NOVELLUS SYSTEMS INC COMMON 670008101 918,710 16,369 N X
NOVARTIS A G ADR COMMON 66987V109 288,234 4,215 N X
NEW ARCADIA RESOURCES LTD COMMON 642005102 2,836 41,700 N X
NEWELL RUBBERMAID INC COMMON 651229106 8,993,473 362,450 N X
NEWS LIMITED ADR NEW COMMON 652487703 359,719 6,395 N X
NEXTEL COMMUNICATIONS INC COMMON 65332V103 985,863 6,650 N X
NEW YORK TIMES CO COMMON 650111107 18,187,463 423,575 N X
OAK HILL FINANCIAL CORP COMMON 671337103 267,169 20,954 N X
QUAKER OATS CO COMMON 747402105 448,625 7,400 N X
OMNICARE INC COMMON 681904108 173,707 14,400 N X
OLD KENT FINANCIAL CORP COMMON 679833103 2,393,248 74,789 N X
BANC ONE CORP COMMON 06423A103 14,831,741 429,906 N X
NETOPTRIX CORP COMMON 64116F103 390,044 2,271 N X
ORBOTECH LIMITED COMMON M75253100 626,025 7,365 N X
ORACLE SYSTEMS CORP COMMON 68389X105 14,488,493 185,600 N X
OLD REPUBLIC INTERNATIONAL COMMON 680223104 648,175 47,140 N X
SUNTERRA CORP COMMON 86787D109 130,600 65,300 N X
OCCIDENTAL PETROLEUM CORP COMMON 674599105 3,112,500 150,000 N X
PHILLIPS PETROLEUM CO COMMON 718507106 886,150 19,160 N X
PAYCHEX INC COMMON 704326107 332,634 6,351 N X
PITNEY BOWES INC COMMON 724479100 25,365,847 567,621 N X
PROVIDENT BANKSHARES CORP COMMON 743859100 1,808,888 114,850 N X
PACCAR INC COMMON 693718108 311,250 6,225 N X
PACIFIC CENTURY CYBERWORKS COMMON Y6801N100 1,032,747 400,600 N X
SPRINT CORPORATION PCS GRP COMMON 852061506 606,530 9,260 N X
PATTERSON DENTAL COMMON 703412106 628,256 16,425 N X
PRIDE INTERNATIONAL INC COMMON 741932107 1,227,816 53,675 N X
PENDAIRIES PETROLEUM LTD COMMON 706905106 75,725 23,300 N X
PECO ENERGY COMPANY COMMON 693304107 6,135,219 166,379 N X
PEPSICO INC COMMON 713448108 7,734,522 221,778 N X
PEROT SYSTEMS CORP COMMON 714265105 526,340 26,317 N X
PETSMART INC COMMON 716768106 58,200 19,400 N X
PFIZER INC COMMON 717081103 15,578,621 426,076 N X
PROVIDENT FINANCIAL GROUP COMMON 743866105 7,157,922 210,138 N X
PROCTER & GAMBLE CO COMMON 742718109 44,682,467 790,840 N X
PERSONNEL GROUP AMERICA COMMON 715338109 1,205,859 196,875 N X
PROGRESSIVE CORP OHIO COMMON 743315103 3,072,185 40,390 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
NOVELLUS SYSTEMS INC KRM 690 15,679
NOVARTIS A G ADR KRM 215 4,000
NEW ARCADIA RESOURCES LTD KRM 41,700
NEWELL RUBBERMAID INC KRM 61,500 300,950
NEWS LIMITED ADR NEW KRM 6,395
NEXTEL COMMUNICATIONS INC KRM 700 5,950
NEW YORK TIMES CO KRM 218,900 204,675
OAK HILL FINANCIAL CORP KRM 8,125 12,829
QUAKER OATS CO KRM 7,400
OMNICARE INC KRM 14,400
OLD KENT FINANCIAL CORP KRM 67,697 7,092
BANC ONE CORP KRM 311,544 118,362
NETOPTRIX CORP KRM 2,271
ORBOTECH LIMITED KRM 7,365
ORACLE SYSTEMS CORP KRM 25,416 160,184
OLD REPUBLIC INTERNATIONAL KRM 45,500 1,640
SUNTERRA CORP KRM 65,300
OCCIDENTAL PETROLEUM CORP KRM 150,000
PHILLIPS PETROLEUM CO KRM 19,160
PAYCHEX INC KRM 285 6,066
PITNEY BOWES INC KRM 282,625 284,996
PROVIDENT BANKSHARES CORP KRM 90,900 23,950
PACCAR INC KRM 150 6,075
PACIFIC CENTURY CYBERWORKS KRM 400,000 600
SPRINT CORPORATION PCS GRP KRM 100 9,160
PATTERSON DENTAL KRM 16,425
PRIDE INTERNATIONAL INC KRM 53,675
PENDAIRIES PETROLEUM LTD KRM 23,300
PECO ENERGY COMPANY KRM 165,479 900
PEPSICO INC KRM 39,936 181,842
PEROT SYSTEMS CORP KRM 26,317
PETSMART INC KRM 10,500 8,900
PFIZER INC KRM 60,565 365,511
PROVIDENT FINANCIAL GROUP KRM 147,558 62,580
PROCTER & GAMBLE CO KRM 67,958 722,882
PERSONNEL GROUP AMERICA KRM 139,200 57,675
PROGRESSIVE CORP OHIO KRM 1,700 38,690
</TABLE>
16
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
PARKER HANNIFIN CORP COMMON 701094104 5,693,882 137,823 N X
PRIORITY HEALTHCARE CORP COMMON 74264T102 779,981 15,522 N X
PRIORITY HEALTHCARE COMMON 74264T201 658,823 13,046 N X
KONINKLIJKE PHILIPS COMMON 500472204 884,832 5,165 N X
PULTE CORPORATION COMMON 745867101 4,175,000 200,000 N X
PIONEER STANDARD COMMON 723877106 1,046,068 66,417 N X
PROTECTIVE LIFE CORP COMMON 743674103 2,648,744 83,425 N X
PALL CORP COMMON 696429307 2,719,486 121,200 N X
PRIME MEDICAL SERVICES INC COMMON 74156D108 104,725 11,800 N X
PARAMETRIC TECH COMMON 699173100 683,958 32,472 N X
PNC BANK CORP COMMON 693475105 856,738 19,012 N X
PHARMACIA-UPJOHN INC COMMON 716941109 1,147,042 19,278 N X
PENWEST PHARMACEUTICALS CO COMMON 709754105 352,361 28,617 N X
PROGRESS SOFTWARE CORP COMMON 743312100 2,512,554 107,200 N X
PHILADELPHIA SUBURBAN CORP COMMON 718009608 197,671 10,906 N X
PEOPLESOFT INC COMMON 712713106 348,000 17,400 N X
PROVIDIAN FINANCIAL CORP COMMON 74406A102 29,966,967 345,939 N X
PAINE WEBBER GROUP COMMON 695629105 5,940,000 135,000 N X
QUANTA SERVICES COMMON 74762E102 358,666 5,910 N X
PRAXAIR INC COMMON 74005P104 1,740,966 41,825 N X
PRISON REALTY TRUST INC COMMON 74264N105 398,955 130,250 N X
QWEST COMMUNICATIONS COMMON 749121109 4,158,528 86,636 N X
QUALCOMM INC COMMON 747525103 15,295,773 102,441 N X
QUALITY DINING INC COMMON 74756P105 72,970 33,350 N X
Q LOGIC CORP COMMON 747277101 449,454 3,317 N X
NASDAQ - 100 SHARES COMMON 631100104 370,165 3,381 N X
RITE AID CORPORATION COMMON 767754104 121,726 21,640 N X
RALSTON PURINA GROUP COMMON 751277302 214,500 7,800 N X
RATIONAL SOFTWARE CORP COMMON 75409P202 229,500 3,000 N X
ROYAL CARIBBEAN COMMON V7780T103 7,739,620 276,415 N X
ROYAL DUTCH PETROLEUM CO COMMON 780257804 4,171,208 72,150 N X
RICHARDSON ELECTRONICS LIM COMMON 763165107 146,850 13,350 N X
THE REYNOLDS & REYNOLDS CO COMMON 761695105 4,153,518 153,834 N X
ROGERS COMMUNICATIONS INC COMMON 775109200 408,438 13,700 N X
REHABCARE CORP COMMON 759148109 511,042 20,700 N X
TRANSOCEAN SEDCO FOREX COMMON G90078109 5,731,405 111,695 N X
RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 268,160 15,774 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
PARKER HANNIFIN CORP KRM 21,750 116,073
PRIORITY HEALTHCARE CORP KRM 15,522
PRIORITY HEALTHCARE KRM 13,046
KONINKLIJKE PHILIPS KRM 5,165
PULTE CORPORATION KRM 200,000
PIONEER STANDARD KRM 64,417 2,000
PROTECTIVE LIFE CORP KRM 63,000 20,425
PALL CORP KRM 28,100 93,100
PRIME MEDICAL SERVICES INC KRM 10,000 1,800
PARAMETRIC TECH KRM 1,600 30,872
PNC BANK CORP KRM 7,664 11,348
PHARMACIA-UPJOHN INC KRM 2,189 17,089
PENWEST PHARMACEUTICALS CO KRM 28,617
PROGRESS SOFTWARE CORP KRM 77,600 29,600
PHILADELPHIA SUBURBAN CORP KRM 10,906
PEOPLESOFT INC KRM 17,400
PROVIDIAN FINANCIAL CORP KRM 262,121 83,818
PAINE WEBBER GROUP KRM 135,000
QUANTA SERVICES KRM 5,910
PRAXAIR INC KRM 3,675 38,150
PRISON REALTY TRUST INC KRM 117,450 12,800
QWEST COMMUNICATIONS KRM 20,814 65,822
QUALCOMM INC KRM 60,048 42,393
QUALITY DINING INC KRM 31,700 1,650
Q LOGIC CORP KRM 3,317
NASDAQ - 100 SHARES KRM 3,381
RITE AID CORPORATION KRM 13,900 7,740
RALSTON PURINA GROUP KRM 7,800
RATIONAL SOFTWARE CORP KRM 3,000
ROYAL CARIBBEAN KRM 194,000 82,415
ROYAL DUTCH PETROLEUM CO KRM 14,060 58,090
RICHARDSON ELECTRONICS LIM KRM 13,350
THE REYNOLDS & REYNOLDS CO KRM 60,000 93,834
ROGERS COMMUNICATIONS INC KRM 10,900 2,800
REHABCARE CORP KRM 20,700
TRANSOCEAN SEDCO FOREX KRM 101,158 10,537
RJ REYNOLDS TOBACCO HLDGS KRM 733 15,041
</TABLE>
17
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
COORS ADOLPH CO COMMON 217016104 13,148,400 273,925 N X
REYNOLDS METALS CO COMMON 761763101 479,361 7,168 N X
RELIASTAR FINANCIAL CORP COMMON 75952U103 1,517,939 44,810 N X
RAMBUS INC COMMON 750917106 2,503,250 8,500 N X
ROHM & HAAS CO COMMON 775371107 17,169,201 384,744 N X
ROSS STORES COMMON 778296103 628,044 26,100 N X
RPM INC OHIO COMMON 749685103 486,926 44,266 N X
RANGE RESOURCES CORP COMMON 75281A109 326,825 153,800 N X
RELIANCE STEEL & ALUMINUM COMMON 759509102 2,622,373 117,201 N X
ROSLIN BANCORP COMMON 778162107 2,793,078 156,800 N X
RHYTHMS NETCONNECTIONS COMMON 762430205 224,559 6,100 N X
RAYTHEON COMPANY CLASS B COMMON 755111408 185,488 10,450 N X
REUTERS GROUP PLC ADR COMMON 76132M102 336,876 2,822 N X
RAYONIER INCORPORATED COMMON 754907103 262,032 5,375 N X
SEARS ROEBUCK AND CO COMMON 812387108 287,201 9,378 N X
SONIC AUTOMOTIVE INC COMMON 83545G102 101,930 10,800 N X
SANMINA CORP COMMON 800907107 382,407 5,660 N X
SAP AKTIENGESELLSCHAFT COMMON 803054204 215,100 3,600 N X
SBC COMMUNICATIONS INC COMMON 78387G103 30,333,178 720,075 N X
SMITHKLINE BEECHAM AMERICA COMMON 832378301 443,943 6,720 N X
SYMBOL TECHNOLOGIES COMMON 871508107 929,067 11,287 N X
SHELL TRANSPORTATION & COMMON 822703609 1,553,334 31,660 N X
THE CHARLES SCHWAB CORP COMMON 808513105 255,488 4,497 N X
STOLT COMEX S A COMMON L8873E103 324,450 23,175 N X
SOUTHDOWN INC COMMON 841297104 4,129,370 69,694 N X
SIEBEL SYSTEMS INC COMMON 826170102 730,005 6,112 N X
SCIENTIFIC ATLANTA INC COMMON 808655104 686,263 10,850 N X
SANTA FE SNYDER CORP COMMON 80218K105 434,207 45,706 N X
SFX BROADCASTING INC CL A COMMON 784174104 1,006,717 13,334 N X
SILICON GAMING INC COMMON 827054107 38,933 88,888 N X
SCHERING PLOUGH CORP COMMON 806605101 6,250,106 168,353 N X
A SCHULMAN INC COMMON 808194104 287,525 21,700 N X
SHERWIN WILLIAMS CO COMMON 824348106 22,604,781 1,021,685 N X
SHAW INDUSTRIES COMMON 820286102 229,050 15,081 N X
SATYAM INFOWAY LIMITED ADS COMMON 804099109 376,662 7,024 N X
SKY FINANCIAL GROUP COMMON 83080P103 165,214 10,167 N X
SCHLUMBERGER LIMITED COMMON 806857108 2,383,358 31,155 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
COORS ADOLPH CO KRM 255,450 18,475
REYNOLDS METALS CO KRM 6,668 500
RELIASTAR FINANCIAL CORP KRM 41,075 3,735
RAMBUS INC KRM 8,500
ROHM & HAAS CO KRM 120,597 264,147
ROSS STORES KRM 26,100
RPM INC OHIO KRM 4,515 39,751
RANGE RESOURCES CORP KRM 153,800
RELIANCE STEEL & ALUMINUM KRM 85,700 31,501
ROSLIN BANCORP KRM 125,100 31,700
RHYTHMS NETCONNECTIONS KRM 6,000 100
RAYTHEON COMPANY CLASS B KRM 3,200 7,250
REUTERS GROUP PLC ADR KRM 484 2,338
RAYONIER INCORPORATED KRM 4,850 525
SEARS ROEBUCK AND CO KRM 9,378
SONIC AUTOMOTIVE INC KRM 10,800
SANMINA CORP KRM 5,660
SAP AKTIENGESELLSCHAFT KRM 3,600
SBC COMMUNICATIONS INC KRM 343,829 376,246
SMITHKLINE BEECHAM AMERICA KRM 1,000 5,720
SYMBOL TECHNOLOGIES KRM 11,287
SHELL TRANSPORTATION & KRM 30,610 1,050
THE CHARLES SCHWAB CORP KRM 1,800 2,697
STOLT COMEX S A KRM 22,175 1,000
SOUTHDOWN INC KRM 55,844 13,850
SIEBEL SYSTEMS INC KRM 6,112
SCIENTIFIC ATLANTA INC KRM 10,850
SANTA FE SNYDER CORP KRM 33,100 12,606
SFX BROADCASTING INC CL A KRM 13,334
SILICON GAMING INC KRM 88,888
SCHERING PLOUGH CORP KRM 36,696 131,657
A SCHULMAN INC KRM 20,000 1,700
SHERWIN WILLIAMS CO KRM 482,775 538,910
SHAW INDUSTRIES KRM 15,081
SATYAM INFOWAY LIMITED ADS KRM 7,024
SKY FINANCIAL GROUP KRM 10,167
SCHLUMBERGER LIMITED KRM 4,610 26,545
</TABLE>
18
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
SARA LEE CORP COMMON 803111103 6,919,380 384,410 N X
SLI INC COMMON 78442T108 198,406 11,671 N X
SOLECTRON CORP COMMON 834182107 2,497,821 62,251 N X
SOUTHERN MINERAL CORP CONV C 843367AA1 8,625 25,000 N X
SHARED MEDICAL SYSTEMS COMMON 819486101 1,916,782 36,950 N X
SYNOPSYS INC COMMON 871607107 394,047 8,083 N X
SOUTHERN CO COMMON 842587107 1,009,461 46,412 N X
RMS TITANIC INC COMMON 749612107 1,008,200 504,100 N X
ST PAUL COMPANIES INC COMMON 792860108 1,226,998 35,956 N X
SIMON PROPERTY GROUP INC COMMON 828806109 5,323,523 228,350 N X
SPIEKER PROPERTIES INC COMMON 848497103 609,650 13,700 N X
SPX CORP COMMON 784635104 228,331 2,004 N X
STANDARD & POOR DEPOSITORY COMMON 78462F103 596,989 3,970 N X
SEQUA CORP CLASS A COMMON 817320104 311,056 7,850 N X
STERIS CORP COMMON 859152100 134,275 13,100 N X
SUNTRUST BANKS INC COMMON 867914103 11,328,356 196,162 N X
ST JUDE MEDICAL INC COMMON 790849103 391,067 15,150 N X
STEEL DYNAMICS INC COMMON 858119100 251,784 21,775 N X
STATE STREET CORP COMMON 857477103 1,035,884 10,693 N X
SUPERIOR FINANCIAL CORP COMMON 868161100 229,425 24,150 N X
SUN COMMUNITIES INC COMMON 866674104 656,185 22,725 N X
SUN MICROSYSTEMS INC COMMON 866810104 122,647,388 1,308,895 N X
SAVOIR TECHNOLOGY GROUP IN COMMON 80533W107 1,855,350 260,400 N X
SUPER VALUE STORES (NEW) COMMON 868536103 4,133,219 218,250 N X
SOUTHWEST BANCORPORATION COMMON 84476R109 262,413 13,500 N X
SAFEWAY INCORPORATED COMMON 786514208 435,848 9,632 N X
SYBRON CORP COMMON 87114F106 6,815,000 235,000 N X
SYSCO CORP COMMON 871829107 233,693 6,469 N X
SUIZA FOODS CORP COMMON 865077101 296,844 7,375 N X
A T & T CORP COMMON 001957109 11,854,912 210,518 N X
TELECOMUNICACOES BRASILE COMMON 879287308 360,295 2,410 N X
THE TIMBERLAND CO COMMON 887100105 3,818,625 74,875 N X
TELEPHONE & DATA SYS COMMON 879433100 18,773,447 169,130 N X
TIDEWATER INC COMMON 886423102 327,674 10,300 N X
NATIONAL GOLF PROPERTIES COMMON 63623G109 2,216,881 105,250 N X
TELEFONICA S A ADR COMMON 879382208 971,793 13,066 N X
TERADYNE INC COMMON 880770102 275,930 3,365 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
SARA LEE CORP KRM 227,490 156,920
SLI INC KRM 7,000 4,671
SOLECTRON CORP KRM 17,146 45,105
SOUTHERN MINERAL CORP KRM 25,000
SHARED MEDICAL SYSTEMS KRM 26,500 10,450
SYNOPSYS INC KRM 165 7,918
SOUTHERN CO KRM 30,600 15,812
RMS TITANIC INC KRM 504,100
ST PAUL COMPANIES INC KRM 30,394 5,562
SIMON PROPERTY GROUP INC KRM 226,950 1,400
SPIEKER PROPERTIES INC KRM 5,800 7,900
SPX CORP KRM 1,800 204
STANDARD & POOR DEPOSITORY KRM 3,970
SEQUA CORP CLASS A KRM 7,850
STERIS CORP KRM 13,100
SUNTRUST BANKS INC KRM 97,400 98,762
ST JUDE MEDICAL INC KRM 400 14,750
STEEL DYNAMICS INC KRM 10,125 11,650
STATE STREET CORP KRM 1,750 8,943
SUPERIOR FINANCIAL CORP KRM 18,500 5,650
SUN COMMUNITIES INC KRM 20,300 2,425
SUN MICROSYSTEMS INC KRM 552,568 756,327
SAVOIR TECHNOLOGY GROUP IN KRM 211,000 49,400
SUPER VALUE STORES (NEW) KRM 215,750 2,500
SOUTHWEST BANCORPORATION KRM 13,500
SAFEWAY INCORPORATED KRM 9,632
SYBRON CORP KRM 235,000
SYSCO CORP KRM 836 5,633
SUIZA FOODS CORP KRM 5,875 1,500
A T & T CORP KRM 14,037 196,481
TELECOMUNICACOES BRASILE KRM 2,410
THE TIMBERLAND CO KRM 60,000 14,875
TELEPHONE & DATA SYS KRM 160,205 8,925
TIDEWATER INC KRM 10,300
NATIONAL GOLF PROPERTIES KRM 79,300 25,950
TELEFONICA S A ADR KRM 5,432 7,634
TERADYNE INC KRM 3,365
</TABLE>
19
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
TERAYON COMMUNICATIONS COMMON 880775101 358,340 1,748 N X
TRIUMPH GROUP INC COMMON 896818101 2,360,581 81,050 N X
TARGET CP COMMON 87612E106 14,071,314 188,245 N X
TENET HEALTHCARE CORP COMMON 88033G100 5,090,588 218,950 N X
FIRST FINANCIAL CORP COMMON 320218100 519,210 14,968 N X
THOR INDUSTRIES INC COMMON 885160101 1,060,047 43,600 N X
THOMAS INDUSTRIES INC COMMON 884425109 1,773,750 94,600 N X
TEMPLE INLAND INC COMMON 879868107 1,025,649 20,590 N X
TELLABS INC COMMON 879664100 4,700,748 74,634 N X
THORNBURG MORTGAGE ASSET COMMON 885218107 209,708 28,435 N X
TECHNITROL INC COMMON 878555101 4,930,863 84,650 N X
TOMMY HILFIGER CORP COMMON G8915Z102 7,069,331 487,540 N X
STATOSHERE CORP COMMON 863106100 600 10,000 N X
TOOTSIE ROLL INDUSTRIES IN COMMON 890516107 418,005 13,270 N X
TRIBUNE CO NEW COMMON 896047107 1,208,516 33,053 N X
TRINITY INDUSTRIES INC COMMON 896522109 1,665,267 70,300 N X
TRW INC COMMON 872649108 1,480,050 25,300 N X
COMPUTER TASK GROUP INC COMMON 205477102 198,770 18,070 N X
TOWER AUTOMOTIVE INC COMMON 891707101 2,175,009 132,825 N X
TIME WARNER INC COMMON 887315109 9,529,500 95,295 N X
TEXACO INC COMMON 881694103 1,905,223 35,446 N X
TRANSWITCH CORP COMMON 894065101 427,756 4,450 N X
TEXAS INSTRUMENTS INC COMMON 882508104 4,374,240 27,339 N X
TEXTRON INC COMMON 883203101 24,914,251 409,269 N X
TEXAS UTILITIES CO COMMON 882848104 204,817 6,899 N X
TYCO INTERNATIONAL LTD NEW COMMON 902124106 19,286,497 384,768 N X
UCBH HOLDINGS INC COMMON 90262T308 227,900 10,600 N X
UNITED DOMINION IND LTD COMMON 909914103 802,091 44,100 N X
UNIVERSAL HEALTH SERVICES COMMON 913903100 3,916,325 79,925 N X
MEDIA ONE GROUP INC COMMON 58440J104 1,231,119 15,199 N X
U N B CORP COMMON 903056109 1,330,140 88,676 N X
UNITED HEALTHCARE CORP COMMON 910581107 2,115,376 35,478 N X
UNION PACIFIC CORP COMMON 907818108 463,827 11,855 N X
URS CORPORATION COMMON 903236107 1,550,719 118,150 N X
USA NETWORKS INCORPORATED COMMON 902984103 9,500,783 421,078 N X
US BANCORP COMMON 902973106 326,353 14,919 N X
U S FREIGHTWAYS CORP COMMON 916906100 2,159,237 57,675 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
TERAYON COMMUNICATIONS KRM 1,748
TRIUMPH GROUP INC KRM 62,000 19,050
TARGET CP KRM 153,625 34,620
TENET HEALTHCARE CORP KRM 218,650 300
FIRST FINANCIAL CORP KRM 14,968
THOR INDUSTRIES INC KRM 38,500 5,100
THOMAS INDUSTRIES INC KRM 64,300 30,300
TEMPLE INLAND INC KRM 20,356 234
TELLABS INC KRM 7,937 66,697
THORNBURG MORTGAGE ASSET KRM 28,435
TECHNITROL INC KRM 63,300 21,350
TOMMY HILFIGER CORP KRM 129,725 357,815
STATOSHERE CORP KRM 10,000
TOOTSIE ROLL INDUSTRIES IN KRM 13,270
TRIBUNE CO NEW KRM 11,260 21,793
TRINITY INDUSTRIES INC KRM 70,200 100
TRW INC KRM 20,000 5,300
COMPUTER TASK GROUP INC KRM 525 17,545
TOWER AUTOMOTIVE INC KRM 105,600 27,225
TIME WARNER INC KRM 38,811 56,484
TEXACO INC KRM 4,942 30,504
TRANSWITCH CORP KRM 4,450
TEXAS INSTRUMENTS INC KRM 3,999 23,340
TEXTRON INC KRM 224,975 184,294
TEXAS UTILITIES CO KRM 4,188 2,711
TYCO INTERNATIONAL LTD NEW KRM 91,461 293,307
UCBH HOLDINGS INC KRM 3,800 6,800
UNITED DOMINION IND LTD KRM 40,000 4,100
UNIVERSAL HEALTH SERVICES KRM 66,100 13,825
MEDIA ONE GROUP INC KRM 10,990 4,209
U N B CORP KRM 88,676
UNITED HEALTHCARE CORP KRM 35,478
UNION PACIFIC CORP KRM 11,855
URS CORPORATION KRM 100,000 18,150
USA NETWORKS INCORPORATED KRM 394,018 27,060
US BANCORP KRM 2,400 12,519
U S FREIGHTWAYS CORP KRM 38,000 19,675
</TABLE>
20
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
AMERICAN IMAGE MOTOR CO COMMON 026725101 2,583 41,000 N X
WTS US MEDICAL PRODUCTS WRTRHT 90336P118 550 10,000 N X
U S WEST COMMUNICATIONS COMMON 91273H101 735,110 10,122 N X
UNITED STATES TRUST CORP COMMON 91288L105 435,374 2,300 N X
UNITED TECHNOLOGIES CORP COMMON 913017109 378,243 5,986 N X
UNITED WATER RESOURCES INC COMMON 913190104 220,141 6,335 N X
VIACOM INC CLASS A COMMON COMMON 925524100 3,028,011 56,664 N X
VISX INC COMMON 92844S105 196,553 10,770 N X
SEAGRAMS CO LIMITED COMMON 811850106 606,305 10,190 N X
VODAFONE AIRTOUCH PLC COMMON 92857T107 3,960,142 71,273 N X
VODAFONE AIRTOUCH PUBLIC COMMON G9387S105 119,492 20,792 N X
VINTAGE PETROLEUM INC COMMON 927460105 1,543,085 76,675 N X
VERISIGN INCORPORATED COMMON 92343E102 1,521,910 10,180 N X
VESTA INSURANCE GROUP INC COMMON 925391104 93,750 15,000 N X
VITESSE SEMICONDUCTOR COMMON 928497106 2,230,401 23,173 N X
VIATEL INC COMMON 925529208 736,158 14,668 N X
WALGREEN CO COMMON 931422109 18,548,163 720,317 N X
CALL: WAVE SYSTEMS CORP CALL O 94352RAHC 23,685 11,000 C X
WACHOVIA CORPORATION COMMON 929771103 868,928 12,861 N X
MCI WORLDCOM INC COMMON 55268B106 35,125,007 775,164 N X
WENDYS INTERNATIONAL INC COMMON 950590109 9,768,973 483,900 N X
WELLS FARGO & CO COMMON 949746101 26,522,464 650,858 N X
WHIRLPOOL CORP COMMON 963320106 6,138,624 104,710 N X
WARNER LAMBERT CO COMMON 934488107 5,604,270 57,369 N X
WARNER LAMBERT CO COMMON 934488107 735,786 7,532 N X
WATERLINK INC COMMON 94155N105 41,250 15,000 N X
WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,590,000 80,000 N X
WASHINGTON MUTUAL SAVINGS COMMON 939322103 385,867 14,561 N X
THE WILLIAMS COMPANIES COMMON 969457100 1,852,426 42,160 N X
WAL MART STORES INC COMMON 931142103 6,085,559 107,709 N X
WYNN INTERNATIONAL INC COMMON 983195108 2,031,202 147,050 N X
WORTHINGTON INDUSTRIES COMMON 981811102 1,387,387 112,112 N X
WATSCO INC CLASS A COMMON 942622200 1,711,310 163,950 N X
WM WRIGLEY JR CO COMMON 982526105 262,931 3,423 N X
WEYERHAEUSER CO COMMON 962166104 4,856,400 85,200 N X
XIRCOM COMMON 983922105 283,975 7,675 N X
XL CAPITAL LIMITED COMMON G98255105 5,184,484 93,625 N X
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
AMERICAN IMAGE MOTOR CO KRM 41,000
WTS US MEDICAL PRODUCTS KRM 10,000
U S WEST COMMUNICATIONS KRM 837 9,285
UNITED STATES TRUST CORP KRM 2,300
UNITED TECHNOLOGIES CORP KRM 2,156 3,830
UNITED WATER RESOURCES INC KRM 6,335
VIACOM INC CLASS A COMMON KRM 49,414 7,250
VISX INC KRM 4,200 6,570
SEAGRAMS CO LIMITED KRM 1,100 9,090
VODAFONE AIRTOUCH PLC KRM 14,625 56,648
VODAFONE AIRTOUCH PUBLIC KRM 20,792
VINTAGE PETROLEUM INC KRM 50,500 26,175
VERISIGN INCORPORATED KRM 10,180
VESTA INSURANCE GROUP INC KRM 15,000
VITESSE SEMICONDUCTOR KRM 432 22,741
VIATEL INC KRM 14,668
WALGREEN CO KRM 297,680 422,637
CALL: WAVE SYSTEMS CORP KRM 11,000
WACHOVIA CORPORATION KRM 12,861
MCI WORLDCOM INC KRM 299,866 475,298
WENDYS INTERNATIONAL INC KRM 358,050 125,850
WELLS FARGO & CO KRM 292,154 358,704
WHIRLPOOL CORP KRM 100,000 4,710
WARNER LAMBERT CO KRM 57,369
WARNER LAMBERT CO KRM 7,532
WATERLINK INC KRM 15,000
WELLPOINT HEALTH NETWORKS KRM 80,000
WASHINGTON MUTUAL SAVINGS KRM 13,835 726
THE WILLIAMS COMPANIES KRM 4,700 37,460
WAL MART STORES INC KRM 25,492 82,217
WYNN INTERNATIONAL INC KRM 110,000 37,050
WORTHINGTON INDUSTRIES KRM 60,900 51,212
WATSCO INC CLASS A KRM 116,500 47,450
WM WRIGLEY JR CO KRM 500 2,923
WEYERHAEUSER CO KRM 84,800 400
XIRCOM KRM 7,675
XL CAPITAL LIMITED KRM 16,200 77,425
</TABLE>
21
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
XCELERA.COM INC COMMON G31611109 1,694,034 10,457 N X
XILINX INC COMMON 983919101 4,716,200 56,950 N X
EXXON MOBIL CP COMMON 30231G102 35,855,922 460,057 N X
XEROX CORP COMMON 984121103 612,508 23,558 N X
EXTENDED SYSTEMS INC COMMON 301973103 891,440 8,104 N X
LEHMAN BROTHERS HOLDINGS COMMON 524908258 239,520 2,495 N X
YAHOO INC COMMON 984332106 2,248,612 13,121 N X
ZILA INC COMMON 989513205 98,448 21,000 N X
AGGREGATE COLUMN TOTALS 3,117,395,605
</TABLE>
<TABLE>
<CAPTION>
<S> <C> <C> <C> <C> <C>
XCELERA.COM INC KRM 10,457
XILINX INC KRM 4,540 52,410
EXXON MOBIL CP KRM 110,853 349,204
XEROX CORP KRM 10,700 12,858
EXTENDED SYSTEMS INC KRM 8,104
LEHMAN BROTHERS HOLDINGS KRM 2,495
YAHOO INC KRM 39 13,082
ZILA INC KRM 21,000
</TABLE>