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: 12/31/00
------------
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 44114
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: Russell Gordon
Title: Compliance Officer
Phone: 216 443-2300
Signature, Place, and Date of Signing:
Russell Gordon Cleveland, Ohio 2/6/01
-------------- --------------- -------
[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: 422
------------------------
Form 13F Information Table Value Total: 2,788,281,418
------------------------
(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.]
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<TABLE>
<CAPTION>
Name of Issuer Title of Class CUSIP Fair Market Shares of Investment Voting
Number Value Principal Discretion Authority
Amount Sole
Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C>
UNITS MCDONALD SELECT EQUITY 30265X716 272,692 27,997 X 27,997
PROGRESS ENERGY INC COMMON 743263AA3 5,515 12,256 X 12,256
CHARITABLE LARGE CAP EQUITY 998155147 966,293 7,707 X 7,707
AGILENT TECHNOLOGIES COMMON 00846U101 9,071,741 165,694 X 45,990 119,704
ALCOA INC COMMON 013817101 1,049,756 31,336 X 31,336
APPLE COMPUTER INC COMMON 037833100 10,691,733 718,772 X 271,589 447,183
AMBAC FINANCIAL GROUP INC COMMON 023139108 18,219,022 312,435 X 172,987 139,448
ABM INDUSTRIES INC COMMON 000957100 3,766,110 122,975 X 99,500 23,475
ABBOTT LABORATORIES COMMON 002824100 13,741,604 283,695 X 10,150 273,545
AMERICREDIT CORP COMMON 03060R101 4,002,344 146,875 X 120,700 26,175
AFFILIATED COMPUTER COMMON 008190100 3,730,795 61,475 X 45,000 16,475
ACTEL CORPORATION COMMON 004934105 1,280,633 52,945 X 38,900 14,045
ALBERTO CULVER CO COMMON 013068101 11,488,869 268,350 X 143,900 124,450
ARCHER DANIELS MIDLAND COMMON 039483102 2,163,641 144,243 X 43,072 101,171
ADVANCED MARKETING SERVICE COMMON 00753T105 3,081,031 177,326 X 135,700 41,626
AUTOMATIC DATA PROCESSING COMMON 053015103 10,305,521 162,771 X 25,600 137,171
AEGON NON VOTING COMMON 007924103 7,685,175 185,462 X 170,200 15,262
</TABLE>
4
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN ELECTRIC POWER COMMON 025537101 644,630 13,863 X 1,600 12,263
AFLAC INC COMMON 001055102 496,509 6,878 X 6,878
AMERICAN GENERAL CORP COMMON 026351106 12,446,273 152,715 X 40,725 111,990
A G EDWARDS INC COMMON 281760108 16,412,125 345,970 X 154,745 191,225
AMERICAN HOME PRODUCTS COMMON 026609107 21,520,789 338,643 X 61,756 276,887
AMERICAN INTERNATIONAL COMMON 026874107 49,985,893 507,147 X 151,939 355,208
THE ALLSTATE CORPORATION COMMON 020002101 5,234,748 120,165 X 34,450 85,715
ALPHARMA INC COMMON 020813101 1,956,826 44,600 X 33,500 11,100
ALTERA CORP COMMON 021441100 410,483 15,600 X 15,600
APPLIED MATERIALS INC COMMON 038222105 13,450,768 352,225 X 141,250 210,975
AMGEN INC COMMON 031162100 612,845 9,585 X 2,300 7,285
AIM HIGH YIELD A EQUITY 00142C706 146,721 27,020 X 27,020
AMLI RESIDENTIAL PROPERT COMMON 001735109 1,962,696 79,500 X 56,700 22,800
ANDOVER BANCORP INC COMMON 034258103 2,527,749 73,400 X 54,500 18,900
ANAREN MICROWAVE INC COMMON 032744104 3,516,620 52,340 X 40,200 12,140
ABERCROMBIE & FITCH CO COMMON 002896207 294,320 14,716 X 10,000 4,716
AMERICA ONLINE INC COMMON 02364J104 1,729,038 49,685 X 1,675 48,010
APOGENT TECHNOLOGIES INC COMMON 03760A101 4,817,500 235,000 X 235,000
</TABLE>
5
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
APACHE CORP COMMON 037411105 2,327,843 33,225 X 33,225
AIR PRODUCTS & CHEMICALS COMMON 009158106 5,432,377 132,497 X 7,475 125,022
APW LIMITED COMMON G04397108 2,774,250 82,200 X 65,400 16,800
ASSOCIATED BANC CORP COMMON 045487105 221,069 7,278 X 7,278
ON ASSIGNMENT INC COMMON 682159108 3,079,425 108,050 X 88,500 19,550
ALLTEL CORP COMMON 020039103 26,125,620 418,425 X 108,395 310,030
AVAYA INCORPORATED COMMON 053499109 194,562 18,866 X 1,033 17,833
AVON PRODUCTS INC COMMON 054303102 221,901 4,635 X 4,635
AVNET INC COMMON 053807103 7,218,088 335,725 X 137,250 198,475
AVERY DENNISON CORP COMMON 053611109 15,346,178 279,657 X 67,632 212,025
ANIXTER INTERNATIONAL IN COMMON 035290105 2,009,179 92,910 X 68,000 24,910
AMERICAN EXPRESS CO COMMON 025816109 3,949,987 71,899 X 7,175 64,724
BOEING CO COMMON 097023105 9,269,370 140,445 X 129,100 11,345
BANK OF AMERICA CORP NEW COMMON 060505104 8,631,060 188,143 X 95,872 92,271
BAXTER INTERNATIONAL COMMON 071813109 7,590,237 85,947 X 85,000 947
BRUNSWICK CORP COMMON 117043109 5,697,411 346,600 X 170,400 176,200
BLACK & DECKER CORP COMMON 091797100 18,032,667 459,431 X 242,467 216,964
BECTON DICKINSON & CO COMMON 075887109 24,395,356 704,559 X 204,242 500,317
BEDFORD PROPERTY INVESTORS COMMON 076446301 1,986,525 98,100 X 68,500 29,600
</TABLE>
6
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
FRANKLIN RESOURCES INC COMMON 354613101 1,282,065 33,650 X 33,650
BIOGEN INC COMMON 090597105 1,801,890 30,000 X 30,000
BJ'S WHOLESALE INC COMMON 05548J106 4,466,850 116,400 X 62,600 53,800
BJ SERVICES CO COMMON 055482103 1,005,575 14,600 X 14,600
BANK OF NEW YORK COMPANY COMMON 064057102 23,173,717 419,905 X 221,150 198,755
BARNES & NOBLE INC COMMON 067774109 3,254,863 122,825 X 106,400 16,425
BELLSOUTH CORP COMMON 079860102 12,437,701 303,818 X 34,258 269,560
BIOMET INC COMMON 090613100 216,617 5,458 X 5,458
BRISTOL MYERS SQUIBB COMMON 110122108 31,448,966 425,342 X 56,440 368,902
BARNESANDNOBLE.COM INC COMMON 067846105 13,130 10,000 X 10,000
BURLINGTON NORTHERN COMMON 12189T104 384,887 13,594 X 13,594
BOWATER INC COMMON 102183100 789,250 14,000 X 14,000
BP AMOCO PLC COMMON 055622104 14,930,346 311,861 X 110,903 200,958
BROADCOM CORPORATION CLASS COMMON 111320107 235,200 2,800 X 2,500 300
BERKSHIRE HATHAWAY INC COMMON 084670207 3,222,626 1,369 X 1,369
BARR LABORTORIES INC COMMON 068306109 4,035,295 55,325 X 44,350 10,975
BROADWING INCORPORATED COMMON 111620100 2,922,482 128,106 X 21,994 106,112
THE BISYS GROUP INC COMMON 055472104 935,644 17,950 X 5,800 12,150
</TABLE>
7
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
ANHEUSER BUSCH CO INC COMMON 035229103 755,300 16,600 X 2,000 14,600
BORG-WARNER AUTOMOTIVE INC COMMON 099724106 6,211,000 155,275 X 142,000 13,275
BROWN SHOE CO INC COMMON 115736100 130,000 10,000 X 10,000
CITIGROUP INC COMMON 172967101 90,087,617 1,764,244 X 705,318 1,058,927
COMPUTER ASSOCIATES COMMON 204912109 10,908,593 559,415 X 200,477 358,938
CONAGRA INC COMMON 205887102 7,537,270 289,895 X 141,275 148,620
CARDINAL HEALTH INC COMMON 14149Y108 439,147 4,408 X 4,408
CAMBREX CORP COMMON 132011107 2,790,794 61,675 X 45,000 16,675
CARNIVAL CORP CLASS A COMMON 143658102 1,241,764 40,300 X 40,300
COMDISCO INC COMMON 200336105 5,480,930 479,186 X 140,805 338,381
CABLE DESIGN TECHNOLOGIES COMMON 126924109 1,370,680 81,525 X 59,150 22,375
BRIGHTPOINT INC. COMMON 109473108 1,085,000 310,000 X 310,000
CHARTER ONE FINANCIAL INC COMMON 160903100 8,715,082 301,821 X 11,812 290,009
COASTAL CORP COMMON 190441105 53,903,871 610,373 X 275,897 334,476
CHECK POINT SOFTWARE COMMON M22465104 454,114 3,400 X 3,400
C AND D TECHNOLOGIES INC COMMON 124661109 3,541,416 82,000 X 57,800 24,200
O'CHARLEY'S INC COMMON 670823103 2,757,453 154,800 X 132,750 22,050
CHEVRON CORP COMMON 166751107 9,148,098 108,341 X 16,675 91,666
CHITTENDEN CORP COMMON 170228100 2,835,024 93,525 X 75,350 18,175
</TABLE>
8
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
CIGNA CORP COMMON 125509109 19,225,572 145,318 X 98,125 47,193
CINERGY CORP COMMON 172474108 1,268,223 36,106 X 1,664 34,442
CINCINNATI FINANCIAL CORP COMMON 172062101 15,512,534 392,097 X 51,638 340,459
COLGATE PALMOLIVE CO COMMON 194162103 3,292,760 51,011 X 2,675 48,336
CLOROX CO COMMON 189054109 7,323,437 206,294 X 46,050 160,244
COMERICA INC COMMON 200340107 616,016 10,375 X 6,375 4,000
CHASE MANHATTAN CORP NEW COMMON 16161A108 2,967,078 65,300 X 2,708 62,592
COMCAST CORP CL A SPECIAL COMMON 200300200 1,474,861 35,326 X 2,500 32,826
CONSECO INC COMMON 208464107 1,704,655 129,258 X 128,558 700
COOPER COMPANIES INC NEW COMMON 216648402 3,872,182 97,108 X 72,500 24,608
COMPAQ COMPUTER CORP COMMON 204493100 1,681,100 111,701 X 5,300 106,401
COMPUTER SCIENCES CORP COMMON 205363104 34,971,647 581,649 X 252,630 329,019
CISCO SYSTEMS COMMON 17275R102 11,303,564 295,518 X 11,500 284,018
CINTAS CORP COMMON 172908105 11,942,567 224,535 X 11,225 213,310
COOPER TIRE & RUBBER COMMON 216831107 487,688 45,900 X 40,000 5,900
CTS CORP COMMON 126501105 2,314,724 63,525 X 49,500 14,025
CENTEX CORP COMMON 152312104 9,550,393 254,250 X 99,575 154,675
COUSINS PROPERTIES INC COMMON 222795106 2,289,352 81,944 X 60,100 21,844
</TABLE>
9
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
CONVERGYS CORPORATION COMMON 212485106 5,786,017 127,690 X 9,600 118,090
CURTISS WRIGHT CORP COMMON 231561101 1,304,326 28,050 X 22,425 5,625
DOMINION RESOURCES INC/V COMMON 25746U109 252,456 3,768 X 242 3,526
DIEBOLD INC COMMON 253651103 7,448,066 223,163 X 41,500 181,663
E I DUPONT DE NEMOURS & COMMON 263534109 8,807,460 182,300 X 29,075 153,225
DILLARD'S INC CLASS A COMMON 254067101 1,299,430 110,000 X 110,000
DEERE & CO COMMON 244199105 758,663 16,560 X 1,000 15,560
DELL COMPUTER CORPORATION COMMON 247025109 311,617 17,870 X 17,870
DELPHI FINANCIAL GROUP COMMON 247131105 1,636,250 42,500 X 33,400 9,100
D R HORTON INC COMMON 23331A109 3,390,724 138,748 X 100,280 38,468
WALT DISNEY COMPANY COMMON 254687106 5,047,627 174,429 X 7,925 166,504
DONALDSON LUFKIN & JENRETT COMMON 257661108 5,398,140 60,000 X 60,000
DIME BANCORP INC NEW COMMON 25429Q102 7,095,120 240,000 X 240,000
DORAL FINANCIAL CORP COMMON 25811P100 241,880 10,000 X 10,000
DOVER CORP COMMON 260003108 1,156,046 28,500 X 28,500
DOW CHEMICAL CO COMMON 260543103 1,036,158 28,291 X 28,291
DPL INC COMMON 233293109 998,328 30,081 X 30,081
DQE INC COMMON 23329J104 447,856 13,675 X 13,675
DUKE-WEEKS REALTY CORP COMMON 264411505 8,063,284 327,443 X 180,050 147,393
</TABLE>
10
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
DALLAS SEMICONDUCTOR CORP COMMON 235204104 9,481,327 370,003 X 130,725 239,278
DOWNEY FINANCIAL CORP COMMON 261018105 2,887,500 52,500 X 34,600 17,900
DTE ENERGY COMPANY COMMON 233331107 351,571 9,029 X 5,359 3,670
DUKE ENERGY CORP COMMON 264399106 20,015,368 234,784 X 122,300 112,484
DVI INC COMMON 233343102 1,903,378 111,550 X 94,500 17,050
DYCOM INDS INC COMMON 267475101 1,896,556 52,773 X 43,500 9,273
BRINKER INTERNATIONAL INC COMMON 109641100 9,506,250 225,000 X 225,000
ENGELHARD CORP COMMON 292845104 5,195,625 255,000 X 255,000
EMC CORP MASSACHUSETTS COMMON 268648102 5,929,805 89,170 X 5,550 83,620
EMULEX CORP NEW COMMON 292475209 267,792 3,350 X 3,350
EMERSON ELECTRIC CO COMMON 291011104 17,396,394 220,730 X 78,418 142,312
ENRON CORP COMMON 293561106 40,230,132 483,972 X 210,964 273,008
EL PASO ENERGY GROUP COMMON 283905107 14,451,991 201,773 X 200,000 1,773
EQUITY RESIDENTIAL COMMON 29476L107 719,069 13,000 X 13,000
LM ERICSSON TELEPHONE CO COMMON 294821400 188,853 16,880 X 2,000 14,880
ENSCO INTERNATIONAL INC COMMON 26874Q100 430,897 12,650 X 12,650
EDWARDS LIFESCIENCES CORP COMMON 2.818E+112 302,638 17,050 X 17,000 50
EXELON CORPORATION COMMON 30161N101 11,274,883 160,588 X 160,000 588
</TABLE>
11
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
FORD MOTOR CO COMMON 345370860 845,104 36,057 X 1,500 34,557
FLEET BOSTON FINANCIAL CORP COMMON 339030108 12,238,364 325,809 X 129,696 196,113
FURNITURE BRANDS INT INC COMMON 360921100 623,991 29,625 X 9,000 20,625
FIRST DATA CORP COMMON 319963104 5,574,390 105,800 X 105,800
FAMILY DOLLAR STORES COMMON 307000109 214,380 10,000 X 10,000
FEDEX CORPORATION COMMON 31428X106 7,361,910 184,232 X 83,494 100,738
FIRST ENERGY CORP COMMON 337932107 230,410 7,300 X 3,616 3,684
FIRSTFED FINANCIAL CORP COMMON 337907109 2,017,947 62,450 X 49,000 13,450
FIRST FIDELITY ACCEPTANCE COMMON 320191109 570 190,000 X 190,000
FIRST FINANCIAL BANCORP COMMON 320209109 580,958 34,174 X 2,874 31,300
FIRST NATIONAL NEBRASKA COMMON 335720108 210,000 100 X 100
FIRST INDIANA CORP COMMON 32054R108 343,030 14,597 X 9,597 5,000
FISERV INC COMMON 337738108 25,354,425 534,475 X 318,125 216,350
FIFTH THIRD BANCORP COMMON 316773100 21,646,230 362,280 X 30,331 331,949
FLOWERS INDUSTRY INC COMMON 343496105 695,363 44,150 X 1,400 42,750
FEDERAL NATIONAL COMMON 313586109 43,924,908 506,339 X 134,888 371,451
FORTUNE BRANDS INC COMMON 349631101 13,422,660 447,422 X 251,308 196,114
SPRINT CORP COMMON 852061100 320,783 15,792 X 1,600 14,192
FOSSIL INC COMMON 349882100 224,502 15,500 X 15,500
</TABLE>
12
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
F P L GROUP COMMON 302571104 366,643 5,110 X 5,110
FEDERAL HOME LOAN MORTGAGE COMMON 313400301 1,025,549 14,890 X 8,800 6,090
FOREST LABS INC CLASS A COMMON 345838106 1,302,175 9,800 X 9,800
FIRSTAR CORP WISCONSIN COMMON 33763V109 38,764,563 1,667,293 X 286,471 1,380,822
FIRST UNION CORPORATION COMMON 337358105 322,742 11,604 X 11,604
FORWARD AIR CORPORATION COMMON 349853101 3,163,210 84,775 X 70,700 14,075
GILLETTE CO COMMON 375766102 933,759 25,848 X 1,050 24,798
GREATER BAY BANCORP COMMON 391648102 1,975,175 48,175 X 30,100 18,075
G B C BANCORP CALIFORNIA COMMON 361475106 1,519,651 39,600 X 24,300 15,300
GANNETT COMPANY INC COMMON 364730101 6,026,112 95,557 X 3,250 92,307
GUIDANT CORPORATION COMMON 401698105 231,933 4,300 X 4,300
GENERAL ELECTRIC CO COMMON 369604103 76,769,352 1,601,430 X 244,008 1,357,422
GILDAN ACTIVEWEAR INC COMMON 375916103 3,488,972 89,175 X 73,500 15,675
GENERAL MILLS INC COMMON 370334104 1,749,187 39,252 X 39,252
CORNING INC COMMON 219350105 605,712 11,469 X 5,000 6,469
GENLYTE GROUP INC COMMON 372302109 1,839,129 77,437 X 61,812 15,625
GENERAL MOTORS CORP COMMON 370442832 263,350 11,450 X 9,500 1,950
GEORGIA PACIFIC CORP COMMON 373298108 308,729 9,919 X 9,919
</TABLE>
13
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
GENUINE PARTS CO COMMON 372460105 892,487 34,080 X 30,000 4,080
GAP INC COMMON 364760108 694,850 27,249 X 26,687 562
GROUP 1 SOFTWARE COMMON 39943Y103 989,854 87,987 X 67,910 20,077
UNITED BANK SWITZERLAND COMMON H8919P109 411,529 3,014 X 3,014
HALLIBURTON CO COMMON 406216101 645,359 17,803 X 17,803
HUNTINGTON BANCSHARES INC COMMON 446150104 1,669,193 103,113 X 52,272 50,841
HOME DEPOT INC COMMON 437076102 4,113,794 90,041 X 11,187 78,854
HELLER FINANCIAL INC COMMON 423328103 445,007 14,501 X 14,501
HOUSEHOLD INTERNATIONAL COMMON 441815107 18,548,475 337,245 X 300,000 37,245
HARTFORD FINANCIAL SERVICE COMMON 416515104 5,932,500 84,000 X 84,000
HARMONIC LIGHTWAVES INC COMMON 413160102 540,360 95,000 X 95,000
WEBMD CORP COMMON 94769M105 558,930 70,412 X 70,412
HEINZ H J CO COMMON 423074103 3,685,886 77,699 X 20,750 56,949
HONEYWELL INTERNATIONAL COMMON 438516106 19,855,469 419,662 X 150,617 269,045
HELMERICH & PAYNE IN COMMON 423452101 7,952,300 181,249 X 22,400 158,849
HERSHEY FOODS CORP COMMON 427866108 856,574 13,306 X 6 13,300
HUDSON UNITED BANCORP COMMON 444165104 646,356 30,870 X 30,410 460
HARVEY HUBBELL INC COMMON 443510201 2,034,670 76,780 X 20,900 55,880
HEWLETT PACKARD INC COMMON 428236103 30,464,640 965,201 X 270,653 694,548
</TABLE>
14
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL BUSINESS COMMON 459200101 7,519,100 88,460 X 4,105 84,355
INTERNATIONAL FLAVORS & COMMON 459506101 458,058 22,550 X 20,000 2,550
INTEL CORP COMMON 458140100 18,512,074 615,776 X 127,000 488,776
INGERSOLL RAND CO COMMON 456866102 20,506,314 489,703 X 265,260 224,443
ITLA CAPITAL CORPORATION COMMON 450565106 3,120,244 163,150 X 136,500 26,650
ILLINOIS TOOL WKS IN COMMON 452308109 9,322,443 156,514 X 150,318 6,196
JOHNSON CONTROLS COMMON 478366107 33,887,672 651,686 X 287,688 363,998
J C PENNEY COMPANY COMMON 708160106 516,563 47,500 X 47,500
JDS UNIPHASE CORP COMMON 46612J101 200,103 4,800 X 4,700 100
JOHNSON & JOHNSON COMMON 478160104 35,966,953 342,337 X 78,400 263,937
JONES APPAREL GROUP INC COMMON 480074103 6,469,788 201,000 X 141,000 60,000
JEFFERSON PILOT CORP COMMON 475070108 6,590,633 88,169 X 51,402 36,767
J P MORGAN & CO INC COMMON 616880100 11,767,547 71,103 X 17,275 53,828
KELLOGG COMPANY COMMON 487836108 922,110 35,128 X 30,000 5,128
KEYCORP NEW COMMON 493267108 644,840 23,030 X 23,030
KIMCO REALTY CORP COMMON 49446R109 883,760 20,000 X 20,000
KIMBERLY CLARK CORP COMMON 494368103 18,605,467 263,198 X 94,875 168,323
KERR MCGEE CORP COMMON 492386107 17,948,220 268,132 X 72,150 195,982
</TABLE>
15
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
COCA COLA CO COMMON 191216100 5,781,310 94,872 X 4,675 90,197
KROGER CO COMMON 501044101 1,950,755 72,082 X 6,426 65,656
MBNA CORPORATION COMMON 55262L100 222,847 6,033 X 6,033
LANCASTER COLONY CORP COMMON 513847103 742,603 26,462 X 25,900 562
LINCOLN ELECTRIC HOLDING COMMON 533900106 196,250 10,000 X 10,000
LINCOLN ELEC CO COMMON 533543104 221,250 10,000 X 10,000
LIFEPOINT INC COMMON 53215R100 2,223,469 501,007 X 501,007
LILLY ELI & CO COMMON 532457108 7,214,802 77,526 X 10,925 66,601
AT&T CORP LIBERTY MEDIA COMMON 1957208 592,704 43,700 X 25,500 18,200
LINCOLN NATIONAL CORP COMMON 534187109 487,324 10,300 X 700 9,600
LOWES CO COMMON 548661107 18,403,332 413,558 X 219,825 193,733
LAM RESEARCH CORP COMMON 512807108 13,628,188 939,875 X 450,125 489,750
LSI LOGIC CORP COMMON 502161102 235,842 13,800 X 13,500 300
LIMITED INC COMMON 532716107 2,416,189 141,604 X 141,604
LUCENT TECHNOLOGIES INC COMMON 549463107 3,230,422 239,291 X 11,700 227,591
SOUTHWEST AIRLINES CO COMMON 844741108 38,387,323 1,144,865 X 518,976 625,889
LSI INDUSTRIES INC COMMON 50216C108 1,883,913 92,177 X 72,021 20,156
MESABA HOLDINGS INC COMMON 59066B102 1,353,035 107,700 X 87,300 20,400
MARRIOTT INTERNATIONAL I COMMON 571903202 929,923 22,010 X 22,010
</TABLE>
16
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
ST MARY LAND EXPLORATION COMMON 792228108 2,590,086 77,750 X 60,000 17,750
MAY DEPARTMENT STORES COMMON 577778103 2,573,069 78,567 X 72,500 6,067
MBIA INC COMMON 55262C100 5,057,178 68,225 X 52,425 15,800
MCDONALDS CORP COMMON 580135101 7,488,330 220,245 X 24,600 195,645
MCN ENERGY GROUP INC COMMON 55267J100 678,467 24,504 X 24,504
MEREDITH CORP COMMON 589433101 672,729 20,900 X 20,900
MEDTRONIC INC COMMON 585055106 13,066,539 216,423 X 52,600 163,823
MELLON FINANCIAL CORP COMMON 58551A108 11,667,590 237,204 X 54,725 182,479
MERRILL LYNCH & CO INC COMMON 590188108 469,679 6,888 X 6,888
MICHAEL FOODS INC NEW COMMON 594079105 3,120,951 103,600 X 81,500 22,100
MUELLER INDUSTRIES INC COMMON 624756102 2,568,015 95,775 X 81,000 14,775
MARSH & MCLENNAN CO INC COMMON 571748102 868,725 7,425 X 7,425
MINNESOTA MINING & COMMON 604059105 14,987,067 124,374 X 13,050 111,324
MAXIMUS INC COMMON 577933104 2,673,631 76,525 X 61,200 15,325
PHILIP MORRIS COMPANIES COMMON 718154107 2,465,364 56,031 X 3,500 52,531
MOLEX INC CLASS A COMMON 608554200 254,863 10,019 X 9,144 875
MOTOROLA INC COMMON 620076109 7,539,561 372,324 X 91,025 281,299
MERCANTILE BANCSHARES CO COMMON 587405101 3,525,825 81,639 X 62,400 19,239
</TABLE>
17
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
MERCK & COMPANY INC COMMON 589331107 44,727,472 477,730 X 51,042 426,688
USX MARATHON GROUP INC COMMON 902905827 524,864 18,914 X 18,914
MEDICIS PHARMACEUTICAL COMMON 584690309 2,891,509 48,905 X 39,900 9,005
MICROSOFT CORP COMMON 594918104 8,707,315 200,745 X 4,675 196,070
M & T BANK CORPORATION COMMON 55261F104 1,778,200 26,150 X 25,000 1,150
MGIC INVESTMENT CORP COMMON 552848103 15,344,910 227,541 X 84,400 143,141
MASTEC INC COMMON 576323109 1,772,500 88,625 X 44,000 44,625
MURPHY OIL CORP COMMON 626717102 785,694 13,000 X 13,000
MENS WEARHOUSE INC COMMON 587118100 1,802,588 66,150 X 53,000 13,150
MORGAN STANLEY DEAN COMMON 617446448 42,747,292 539,398 X 288,040 251,358
MYLAN LABS INC COMMON 628530107 569,249 22,600 X 22,600
MILACRON EXEC CALL OPTION CALL O 995262136 N/A 1,700,000 X 1,700,000
NOBLE AFFILIATES INC COMMON 654894104 2,007,900 43,650 X 31,700 11,950
NATIONAL CITY CORP COMMON 635405103 2,827,908 98,362 X 31,501 66,861
NCO GROUP INC COMMON 628858102 1,214,241 39,975 X 27,300 12,675
NCI BUILDING SYSTEMS COMMON 628852105 1,734,672 92,206 X 72,300 19,906
ENERGY EAST CORP COMMON 29266M109 3,740,720 190,000 X 190,000
NETWORKS ASSOCIATES INC COMMON 640938106 52,350 12,500 X 12,500
NORTH FORK BANCORPORATION COMMON 659424105 498,629 20,300 X 20,300
</TABLE>
18
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
NISOURCE INC COMMON 65473P105 1,308,352 42,548 X 31,834 10,714
NORTHROP CORP COMMON 666807102 14,853,514 178,958 X 87,600 91,358
NORFOLK SOUTHERN CO COMMON 655844108 352,795 26,500 X 26,500
NORTEL NETWORK COMMON 656568102 214,823 6,700 X 6,200 500
NVR INC NEW COMMON 62944T105 837,390 6,775 X 6,775
NEWELL RUBBERMAID INC COMMON 651229106 3,245,470 142,658 X 26,550 116,108
NEW YORK TIMES CO COMMON 650111107 9,023,911 225,243 X 102,443 122,800
QUAKER OATS CO COMMON 747402105 404,106 4,150 X 4,150
OFFICE DEPOT INC COMMON 676220106 2,089,763 293,300 X 293,300
OM GROUP INC COMMON 670872100 2,092,138 38,300 X 29,400 8,900
BANC ONE CORP COMMON 06423A103 4,801,709 131,105 X 30,851 100,254
ORACLE SYSTEMS CORP COMMON 68389X105 6,105,555 210,080 X 11,625 198,455
OXFORD HEALTH PLANS COMMON 691471106 381,175 9,650 X 9,650
OCCIDENTAL PETROLEUM COR COMMON 674599105 3,640,046 150,105 X 150,000 105
PHILLIPS PETROLEUM CO COMMON 718507106 1,326,211 23,318 X 3,550 19,768
PALM INC COMMON 696642107 19,503,212 688,843 X 312,196 376,647
PITNEY BOWES INC COMMON 724479100 16,040,981 484,256 X 165,236 319,020
PACIFIC CENTURY CYBERWORKS COMMON Y6801N134 180,000 300,000 X 300,000
</TABLE>
19
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
ONE GROUP DIVERSIFIED EQUITY 68231N701 289,023 15,572 X 15,572
PEPSICO INC COMMON 713448108 11,494,949 231,926 X 25,227 206,699
PFIZER INC COMMON 717081103 27,611,822 600,257 X 41,756 558,501
PFF BANCORP INC COMMON 69331W104 1,771,661 84,870 X 67,000 17,870
PROVIDENT FINANCIAL GROUP COMMON 743866105 6,956,588 185,509 X 137,500 48,009
PROCTER & GAMBLE CO COMMON 742718109 80,751,293 1,029,492 X 1,029,492
PROCTER & GAMBLE CO COMMON 742718109 4,141,526 52,800 X 52,800
PROGRESS ENERGY INC COMMON 743263105 816,963 16,609 X 16,609
PROGRESSIVE CORP OHIO COMMON 743315103 3,347,001 32,299 X 1,000 31,299
PARKER HANNIFIN CORP COMMON 701094104 7,725,670 175,086 X 26,350 148,736
PHARMACIA CORP COMMON 71713U102 1,131,916 18,556 X 1,000 17,556
PULTE CORPORATION COMMON 745867101 9,703,240 230,000 X 200,000 30,000
PALL CORP COMMON 696429307 2,786,675 130,750 X 26,900 103,850
PMI GROUP INC COMMON 69344M101 6,768,800 100,000 X 100,000
PNC BANK CORP COMMON 693475105 2,642,981 36,174 X 36,174
PPG INDUSTRIES INC COMMON 693506107 223,877 4,834 X 4,834
PPL CORP COMMON 69351T106 7,735,373 171,182 X 17,200 153,982
PROVIDIAN FINANCIAL CORP COMMON 74406A102 34,992,430 608,564 X 452,324 156,240
QUANTA SERVICES COMMON 7.476E+106 241,378 7,499 X 7,499
</TABLE>
20
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
QWEST COMMUNICATIONS COMMON 749121109 705,584 17,262 X 1,695 15,567
QUALCOMM INC COMMON 747525103 5,020,043 61,080 X 60,000 1,080
NASDAQ - 100 SHARES COMMON 631100104 4,293,481 73,550 X 4,825 68,725
QUIXOTE CORP COMMON 749056107 486,113 26,100 X 17,800 8,300
RALSTON PURINA GROUP COMMON 751277302 223,369 8,550 X 8,550
ROYAL CARIBBEAN COMMON V7780T103 1,245,134 47,075 X 47,075
ROYAL DUTCH PETROLEUM CO COMMON 780257804 5,549,509 91,632 X 3,305 88,327
THE READERS DIGEST ASSOC COMMON 755267101 391,250 10,000 X 10,000
THE REYNOLDS & REYNOLDS COMMON 761695105 1,330,981 65,727 X 60,000 5,727
REHABCARE CORP COMMON 759148109 1,790,419 34,850 X 26,200 8,650
TRANSOCEAN SEDCO FOREX COMMON G90078109 381,294 8,289 X 8,289
COORS ADOLPH CO COMMON 217016104 21,951,551 273,325 X 249,300 24,025
ROHM & HAAS CO COMMON 775371107 634,642 17,477 X 17,477
RPM INC OHIO COMMON 749685103 276,611 32,303 X 2,875 29,428
RELIANCE STEEL & ALUMINU COMMON 759509102 2,674,881 108,076 X 81,800 26,276
ROSLIN BANCORP COMMON 778162107 3,712,520 135,925 X 108,500 27,425
REUTERS GROUP PLC ADR COMMON 76132M102 227,732 2,312 X 2,312
SEARS ROEBUCK AND CO COMMON 812387108 236,161 6,796 X 6,796
</TABLE>
21
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
SBC COMMUNICATIONS INC COMMON 78387G103 33,156,617 694,379 X 230,497 463,882
SMITHKLINE BEECHAM AMERICA COMMON 832378301 224,374 3,608 X 3,608
SCANA CORP COMMON 80589M102 820,817 27,765 X 27,765
THE CHARLES SCHWAB CORP COMMON 808513105 429,938 15,152 X 15,152
SUNGARD DATA SYSTEMS INC COMMON 867363103 622,050 13,200 X 13,200
GENERAL SEMICONDUCTOR IN COMMON 370787103 978,281 156,525 X 123,000 33,525
SILICON GAMING INC COMMON 827054107 5,600 88,888 X 88,888
SCHERING PLOUGH CORP COMMON 806605101 10,545,455 185,823 X 15,600 170,223
A SCHULMAN INC COMMON 808194104 230,000 20,000 X 20,000
SHERWIN WILLIAMS CO COMMON 824348106 16,543,852 628,733 X 271,995 356,738
SHAW INDUSTRIES COMMON 820286102 285,604 15,081 X 15,081
SAKS INC COMMON 79377W108 354,000 35,400 X 35,400
SCHLUMBERGER LIMITED COMMON 806857108 2,040,177 25,522 X 300 25,222
SARA LEE CORP COMMON 803111103 10,167,068 413,918 X 211,557 202,361
SOUTHERN CO COMMON 842587107 5,254,032 158,016 X 32,600 125,416
SOUTHTRUST CORP COMMON 844730101 712,040 17,500 X 17,500
ST PAUL COMPANIES INC COMMON 792860108 1,668,061 30,712 X 30,000 712
SIMON PROPERTY GROUP INC COMMON 828806109 4,640,400 193,350 X 193,350
SIERRA POWER RESOURCES COMMON 826428104 642,520 40,000 X 40,000
</TABLE>
22
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
EW SCRIPPS CO NEW CLASS COMMON 811054204 1,048,441 16,675 X 16,675
STERIS CORP COMMON 859152100 462,788 28,700 X 28,700
SUNTRUST BANKS INC COMMON 867914103 13,062,483 207,341 X 91,488 115,853
QUESTAR CORP COMMON 748356102 441,926 14,700 X 14,700
DMC STRATEX NETWORKS INC COMMON 23322L106 1,616,250 107,750 X 87,800 19,950
SUNOCO INC COMMON 86764P109 263,609 7,825 X 7,000 825
SUN MICROSYSTEMS INC COMMON 866810104 50,500,915 1,811,692 X 800,404 1,011,288
SUPER VALUE STORES (NEW) COMMON 868536103 2,775,000 200,000 X 200,000
SOUTHWEST SECURITIES GROUP COMMON 845224104 1,554,570 60,080 X 40,650 19,430
SYBRON DENTAL SPECIALTIES COMMON 871142105 1,321,869 78,333 X 78,333
SYSCO CORP COMMON 871829107 240,000 8,000 X 8,000
A T & T CORP COMMON 1957109 3,439,569 199,395 X 5,091 194,304
THE TIMBERLAND CO COMMON 887100105 5,553,968 83,050 X 63,925 19,125
TELEPHONE & DATA SYS COMMON 879433100 3,654,000 40,600 X 40,000 600
NATIONAL GOLF PROPERTIES COMMON 63623G109 2,167,854 105,425 X 81,100 24,325
TELEFONICA S A ADR COMMON 879382208 636,200 12,724 X 5,090 7,634
TRIGON HEALTH COMMON 89618L100 933,756 12,000 X 12,000
TRIUMPH GROUP INC COMMON 896818101 3,012,475 73,475 X 58,400 15,075
</TABLE>
23
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
TRIAD GUARANTY INC COMMON 895925105 2,409,844 72,750 X 55,600 17,150
GEORGIA-PACIFIC TIMBER G COMMON 373298702 222,679 7,438 X 7,438
TARGET CORP COMMON 8.761E+110 20,220,492 626,992 X 347,375 279,617
TENET HEALTHCARE CORP COMMON 88033G100 9,554,170 215,000 X 215,000
HOUSTON EXPLORATION CO COMMON 442120101 2,418,078 63,425 X 46,050 17,375
THOMAS INDUSTRIES INC COMMON 884425109 2,163,994 93,075 X 67,700 25,375
TELLABS INC COMMON 879664100 5,094,888 90,175 X 2,450 87,725
TECHNITROL INC COMMON 878555101 4,654,322 113,175 X 46,200 66,975
TOMMY HILFIGER CORP COMMON G8915Z102 2,632,543 268,271 X 98,850 169,421
TOO INC COMMON 890333107 131,050 10,484 X 10,484
TOSCO CORP COMMON 891490302 4,158,423 122,530 X 9,600 112,930
TOOTSIE ROLL INDUSTRIES COMMON 890516107 541,701 11,760 X 11,760
TRIBUNE CO NEW COMMON 896047107 517,478 12,248 X 5,300 6,948
TRINITY INDUSTRIES INC COMMON 896522109 1,737,500 69,500 X 69,500
TRW INC COMMON 872649108 1,691,931 43,663 X 20,400 23,263
TIME WARNER INC COMMON 887315109 435,316 8,333 X 600 7,733
TEXACO INC COMMON 881694103 2,712,750 43,666 X 3,352 40,314
TEXAS INSTRUMENTS INC COMMON 882508104 1,856,343 39,184 X 6,700 32,484
TEXTRON INC COMMON 883203101 20,513,708 441,155 X 224,618 216,537
</TABLE>
24
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
TYCO INTERNATIONAL LTD N COMMON 902124106 33,978,655 612,228 X 191,173 421,055
UBS AG COMMON H8920G155 10,112,336 61,887 X 61,887
UTILICORP UNITED INC COMMON 918005109 995,100 32,100 X 32,100
ULTRAMAR DIAMOND SHAMROC COMMON 904000106 4,873,032 157,831 X 150,000 7,831
UNIVERSAL HEALTH SERVICE COMMON 913903100 5,160,056 46,175 X 38,300 7,875
UNITED HEALTHCARE INC COMMON 91324P102 3,708,953 60,431 X 5,700 54,731
UNION PACIFIC CORP COMMON 907818108 345,100 6,800 X 500 6,300
URS CORPORATION COMMON 903236107 174,053 11,850 X 11,850
USA NETWORKS INCORPORATE COMMON 902984103 7,674,472 394,818 X 394,018 800
US BANCORP COMMON 902973106 365,405 12,519 X 12,519
U S FREIGHTWAYS CORP COMMON 916906100 1,536,986 51,100 X 38,000 13,100
UNITED STATIONERS INC COMMON 913004107 1,520,485 61,125 X 46,100 15,025
UNITED TECHNOLOGIES CORP COMMON 913017109 304,279 3,870 X 3,870
VIACOM INC CLASS A COMMO COMMON 925524100 251,168 5,344 X 4,704 640
VIACOM INC CLASS B COMMO COMMON 925524308 588,303 12,584 X 1,362 11,222
VODAFONE GROUP PLC ADR COMMON 92857W100 590,556 16,490 X 1,000 15,490
VINTAGE PETROLEUM INC COMMON 927460105 1,855,450 86,300 X 56,400 29,900
VISHAY INTERTECHNOLOGY I COMMON 928298108 307,219 20,312 X 20,312
</TABLE>
25
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C>
VECTREN CORP COMMON 92240G101 209,177 8,163 X 8,163
VERIZON COMMUNICATIONS COMMON 92343V104 11,466,044 228,749 X 15,526 213,223
WALGREEN CO COMMON 931422109 29,839,430 713,640 X 290,680 422,960
WACHOVIA CORPORATION COMMON 929771103 660,881 11,370 X 11,370
WORLDCOM INC COMMON 98157D106 8,320,474 591,657 X 171,875 419,782
MCI WORLDCOM INC COMMON 55268B106 1,241,625 33,000 X 33,000
WENDYS INTERNATIONAL INC COMMON 950590109 10,433,063 397,450 X 331,600 65,850
WELLS FARGO & CO COMMON 949746101 38,270,464 687,230 X 267,175 420,055
WELLPOINT HEALTH NETWORK COMMON 94973H108 12,714,957 110,325 X 71,950 38,375
THE WILLIAMS COMPANIES COMMON 969457100 730,866 18,300 X 750 17,550
WAL MART STORES INC COMMON 931142103 5,994,041 112,829 X 3,650 109,179
WORTHINGTON INDUSTRIES COMMON 981811102 734,233 91,062 X 60,000 31,062
WM WRIGLEY JR CO COMMON 982526105 369,551 3,857 X 3,857
XL CAPITAL LIMITED COMMON G98255105 4,653,069 53,254 X 16,450 36,804
EXXON MOBIL CP COMMON 30231G102 46,911,397 539,596 X 90,906 448,690
CROSS TIMBERS OIL COMPANY COMMON 227573102 2,892,827 104,246 X 70,200 34,046
ZEBRA TECHNOLOGIES COMMON 989207105 1,944,997 47,675 X 38,600 9,075
2,788,281,418
</TABLE>