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Previous: SITHE INDEPENDENCE FUNDING CORP, 10-Q, EX-99.1, 2000-08-14 |
Next: IMAGINON INC /DE/, 10QSB, 2000-08-14 |
<PAGE> 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: 6/30/00
-------------
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: Craig Long
Title: AVP Compliance Officer
Phone: 216 443-2300
Signature, Place, and Date of Signing:
Craig Long Cleveland, Ohio 8/14/00
------------------ --------------------- -----------
[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.]
<PAGE> 2
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
----------------
Form 13F Information Table Entry Total: 689
----------------
Form 13F Information Table Value Total: $2,998,779,434
----------------
(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 Craig Long
--------------- -----------------
[Repeat as necessary.]
<PAGE> 3
FORM 13F 6/30/2000
REPORTING MANAGER: MCDONALD INVESTMENTS INC.
<TABLE>
<CAPTION>
VALUATION CURRENCY: USD
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5
NAME OF ISSUER TITLE OF CUSIP FAIR MKT SHARES OF
CLASS NUMBER VALUE PRIN AMT
---------------------------- ------------- -------------- --------------- --------------
<S> <C> <C> <C> <C>
AGILENT TECHNOLOGIES COMMON 00846U101 10,879,569 147,520 N
ALCOA INC COMMON 013817101 1,216,028 41,932 N
APPLE COMPUTER INC COMMON 037833100 41,746,961 797,078 N
ANCHOR BANCORP WISCONSIN COMMON 032839102 253,078 16,527 N
AIRBORNE FREIGHT CORP COMMON 009266107 481,404 25,420 N
AMBAC FINANCIAL GROUP INC COMMON 023139108 13,808,765 251,925 N
ABM INDUSTRIES INC COMMON 000957100 2,936,525 127,675 N
ABBOTT LABORATORIES COMMON 002824100 13,588,774 304,934 N
ABLE TELECOM HOLDING CORP COMMON 003712304 72,205 35,000 N
AMERICREDIT CORP COMMON 03060R101 2,604,400 153,200 N
<CAPTION>
VALUATION CURRENCY: USD
ITEM 1 ITEM 6 ITEM 7 ITEM 8
NAME OF ISSUER INVESTMENT DISCRETION VOTING AUTHORITY
SOLE SHARED NONE MGRS SOLE SHARED NONE
(A) (B) (C) (A) (B) (C)
---------------------------- ----------- ------- ---------- ---------- ---------- ---------- ----------
<S> <C> <C> <C> <C> <C> <C> <C>
AGILENT TECHNOLOGIES X KRM 49,519 98,001
ALCOA INC X KRM 14,136 27,796
APPLE COMPUTER INC X KRM 269,327 527,751
ANCHOR BANCORP WISCONSIN X KRM 14,172 2,355
AIRBORNE FREIGHT CORP X KRM 25,420
AMBAC FINANCIAL GROUP INC X KRM 114,625 137,300
ABM INDUSTRIES INC X KRM 99,500 28,175
ABBOTT LABORATORIES X KRM 118,959 185,975
ABLE TELECOM HOLDING CORP X KRM 35,000
AMERICREDIT CORP X KRM 120,700 32,500
</TABLE>
Page 1 of 40
<PAGE> 4
<TABLE>
<S> <C> <C> <C> <C>
AFFILIATED COMPUTER COMMON 008190100 2,749,188 83,150 N
ACTEL CORPORATION COMMON 004934105 2,175,401 47,680 N
ACT TELECONFERENCING INC COMMON 000955104 167,961 28,894 N
ALBERTO CULVER CO COMMON 013068101 8,023,399 262,520 N
ADOBE SYSTEMS INC COMMON 00724F101 971,490 7,473 N
ADC TELECOMMUNICATIONS INC COMMON 000886101 1,019,249 12,152 N
ARCHER DANIELS MIDLAND COMMON 039483102 1,061,224 108,145 N
ADVANCED MARKETING SERVICE COMMON 00753T105 3,431,782 186,126 N
ADAPTEC INC COMMON 00651F108 7,894,819 347,025 N
APPLIED DIGITAL SOLUTIONS COMMON 038188108 33,834 10,025 N
AEGON NON VOTING COMMON 007924103 6,995,325 196,360 N
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 232,344 16,596 N
AFLAC INC COMMON 001055102 678,964 14,780 N
ASSOCIATES FIRST CAPITAL C COMMON 046008108 537,163 24,074 N
AMERICAN GENERAL CORP COMMON 026351106 8,805,350 144,350 N
AG-CHEM EQUIPMENT INC COMMON 008363103 71,651 10,615 N
A G EDWARDS INC COMMON 281760108 12,580,230 322,570 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
AFFILIATED COMPUTER X KRM 57,000 26,150
ACTEL CORPORATION X KRM 28,900 18,780
ACT TELECONFERENCING INC X KRM 580 28,314
ALBERTO CULVER CO X KRM 140,275 122,245
ADOBE SYSTEMS INC X KRM 82 7,391
ADC TELECOMMUNICATIONS INC X KRM 3,200 8,952
ARCHER DANIELS MIDLAND X KRM 40,723 67,422
ADVANCED MARKETING SERVICE X KRM 135,700 50,426
ADAPTEC INC X KRM 156,375 190,650
APPLIED DIGITAL SOLUTIONS X KRM 10,000 25
AEGON NON VOTING X KRM 172,066 24,294
AMERICAN EAGLE OUTFITTERS X KRM 300 16,296
AFLAC INC X KRM 14,780
ASSOCIATES FIRST CAPITAL C X KRM 21,000 3,074
AMERICAN GENERAL CORP X KRM 63,581 80,769
AG-CHEM EQUIPMENT INC X KRM 10,615
A G EDWARDS INC X KRM 146,125 176,445
</TABLE>
Page 2 of 40
<PAGE> 5
<TABLE>
<S> <C> <C> <C> <C>
ALLERGAN INC COMMON 018490102 476,800 6,400 N
ARGOSY GAMING CO COMMON 040228108 303,672 21,125 N
AMERICAN HOME PRODUCTS COMMON 026609107 16,070,417 273,539 N
AMERICAN INTERNATIONAL COMMON 026874107 42,291,042 359,924 N
ARNOLD INDS INC COMMON 042595108 289,512 24,000 N
ALLIANCE SELECT INVESTOR EQUITY 01878A401 489,410 50,927 N
AKAMAI TECHNOLOGIES INC COMMON 00971T101 205,291 1,729 N
ALTERRA HEALTHCARE CORP COMMON 02146C104 20,000 10,000 N
THE ALLSTATE CORPORATION COMMON 020002101 3,607,426 162,131 N
ALPHARMA INC COMMON 020813101 4,432,200 71,200 N
ALTERA CORP COMMON 021441100 795,116 7,800 N
APPLIED MATERIALS INC COMMON 038222105 6,545,845 72,230 N
AMGEN INC COMMON 031162100 4,323,958 61,551 N
AMERICAN SUPERCONDUCTOR COMMON 030111108 721,821 14,960 N
AMAZON.COM INC COMMON 023135106 1,429,425 39,364 N
ANDOVER BANCORP INC COMMON 034258103 2,247,414 78,000 N
ANAREN MICROWAVE INC COMMON 032744104 6,494,049 49,485 N
ABERCROMBIE & FITCH CO COMMON 002896207 413,787 33,950 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
ALLERGAN INC X KRM 6,400
ARGOSY GAMING CO X KRM 13,400 7,725
AMERICAN HOME PRODUCTS X KRM 69,566 203,973
AMERICAN INTERNATIONAL X KRM 109,135 250,789
ARNOLD INDS INC X KRM 24,000
ALLIANCE SELECT INVESTOR X KRM 14,847 36,080
AKAMAI TECHNOLOGIES INC X KRM 1,729
ALTERRA HEALTHCARE CORP X KRM 10,000
THE ALLSTATE CORPORATION X KRM 73,689 88,442
ALPHARMA INC X KRM 50,700 20,500
ALTERA CORP X KRM 7,800
APPLIED MATERIALS INC X KRM 6,969 65,261
AMGEN INC X KRM 13,916 47,635
AMERICAN SUPERCONDUCTOR X KRM 250 14,710
AMAZON.COM INC X KRM 39,364
ANDOVER BANCORP INC X KRM 56,400 21,600
ANAREN MICROWAVE INC X KRM 33,000 16,485
ABERCROMBIE & FITCH CO X KRM 29,000 4,950
</TABLE>
Page 3 of 40
<PAGE> 6
<TABLE>
<S> <C> <C> <C> <C>
AMERICA ONLINE INC COMMON 02364J104 6,859,240 130,186 N
APACHE CORP COMMON 037411105 283,479 4,820 N
ANADARKO PETROLEUM CORP COMMON 032511107 1,254,030 25,430 N
AMERICAN POWER CONVERSION COMMON 029066107 322,423 7,900 N
AIR PRODUCTS & CHEMICALS I COMMON 009158106 4,044,730 131,267 N
AMPHENOL CORP COMMON 032095101 622,035 9,398 N
APPLIED POWER INC COMMON 038225108 2,847,500 85,000 N
ON ASSIGNMENT INC COMMON 682159108 3,493,013 114,525 N
ASPECT COMMUNICATIONS COMMON 04523Q102 406,496 10,340 N
ALLTEL CORP COMMON 020039103 28,711,236 463,548 N
AT HOME CORPORATION COMMON 045919107 239,019 11,519 N
ATMEL CORPORATION COMMON 049513104 1,908,540 51,757 N
AUTOMATIC DATA PROCESSING COMMON 053015103 7,223,560 134,861 N
AVERY DENNISON CORP COMMON 053611109 14,850,601 221,238 N
AMERICA WEST HOLDINGS CORP COMMON 023657208 221,598 12,940 N
ANIXTER INTERNATIONAL INC COMMON 035290105 1,830,753 69,085 N
AMERICAN EXPRESS CO COMMON 025816109 3,933,353 75,460 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
AMERICA ONLINE INC X KRM 25,316 104,870
APACHE CORP X KRM 4,820
ANADARKO PETROLEUM CORP X KRM 25,430
AMERICAN POWER CONVERSION X KRM 7,900
AIR PRODUCTS & CHEMICALS I X KRM 12,625 118,642
AMPHENOL CORP X KRM 100 9,298
APPLIED POWER INC X KRM 65,400 19,600
ON ASSIGNMENT INC X KRM 88,500 26,025
ASPECT COMMUNICATIONS X KRM 2,000 8,340
ALLTEL CORP X KRM 164,113 299,435
AT HOME CORPORATION X KRM 1,000 10,519
ATMEL CORPORATION X KRM 3,660 48,097
AUTOMATIC DATA PROCESSING X KRM 29,431 105,430
AVERY DENNISON CORP X KRM 65,625 155,613
AMERICA WEST HOLDINGS CORP X KRM 12,940
ANIXTER INTERNATIONAL INC X KRM 38,000 31,085
AMERICAN EXPRESS CO X KRM 8,895 66,565
</TABLE>
Page 4 of 40
<PAGE> 7
<TABLE>
<S> <C> <C> <C> <C>
ALZA CORP COMMON 022615108 224,675 3,800 N
BOEING CO COMMON 097023105 6,459,607 154,488 N
BANK OF AMERICA CORP NEW COMMON 060505104 9,607,189 223,423 N
BAXTER INTERNATIONAL COMMON 071813109 6,054,652 86,110 N
BANKATLANTIC BANKCORP INC COMMON 065908501 64,688 17,250 N
BRUNSWICK CORP COMMON 117043109 9,283,562 560,500 N
C R BARD CORP INC COMMON 067383109 2,837,931 58,970 N
BLACK & DECKER CORP COMMON 091797100 16,062,428 408,578 N
BRANDYWINE REALTY TRUST COMMON 105368203 1,192,444 62,350 N
BECTON DICKINSON & CO COMMON 075887109 19,843,949 691,716 N
BINDLEY WESTERN INDUSTRIES COMMON 090324104 293,488 11,101 N
BE AEROSPACE INC COMMON 073302101 139,563 20,300 N
BELL ATLANTIC CORP COMMON 077853109 6,314,989 124,279 N
FRANKLIN RESOURCES INC COMMON 354613101 227,813 7,500 N
BESTFOODS COMMON 08658U101 11,077,299 159,961 N
BIOGEN INC COMMON 090597105 266,385 4,130 N
BAKER HUGHES INC COMMON 057224107 325,280 10,165 N
BJ'S WHOLESALE INC COMMON 05548J106 2,889,975 87,575 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
ALZA CORP X KRM 3,800
BOEING CO X KRM 144,600 9,888
BANK OF AMERICA CORP NEW X KRM 92,871 130,552
BAXTER INTERNATIONAL X KRM 85,160 950
BANKATLANTIC BANKCORP INC X KRM 17,250
BRUNSWICK CORP X KRM 357,500 203,000
C R BARD CORP INC X KRM 650 58,320
BLACK & DECKER CORP X KRM 238,475 170,103
BRANDYWINE REALTY TRUST X KRM 58,150 4,200
BECTON DICKINSON & CO X KRM 234,875 456,841
BINDLEY WESTERN INDUSTRIES X KRM 11,101
BE AEROSPACE INC X KRM 20,300
BELL ATLANTIC CORP X KRM 15,256 109,023
FRANKLIN RESOURCES INC X KRM 7,500
BESTFOODS X KRM 31,788 128,173
BIOGEN INC X KRM 150 3,980
BAKER HUGHES INC X KRM 5,025 5,140
BJ'S WHOLESALE INC X KRM 63,750 23,825
</TABLE>
Page 5 of 40
<PAGE> 8
<TABLE>
<S> <C> <C> <C> <C>
BJ SERVICES CO COMMON 055482103 2,432,500 38,920 N
BANK OF NEW YORK COMPANY I COMMON 064057102 19,458,297 418,458 N
BARNES & NOBLE INC COMMON 067774109 2,854,676 128,300 N
BANK UNITED FINANCIAL CORP COMMON 06652B103 1,138,976 157,100 N
A H BELO CORP CLASS A COMMON 080555105 346,260 20,000 N
BELLSOUTH CORP COMMON 079860102 12,470,414 292,561 N
BMC SOFTWARE COMMON 055921100 309,166 8,474 N
BIOMET INC COMMON 090613100 304,967 7,934 N
BRISTOL MYERS SQUIBB COMMON 110122108 22,116,011 379,674 N
BARNESANDNOBLE.COM INC COMMON 067846105 65,310 10,000 N
BOWATER INC COMMON 102183100 617,750 14,000 N
BP AMOCO PLC COMMON 055622104 9,995,689 176,718 N
BURLINGTON RESOURCES INC COMMON 122014103 2,569,214 67,169 N
BRENTON BANKS INC COMMON 107211104 244,214 17,601 N
BROCADE COMMUNICATION SYS COMMON 111621108 1,291,911 7,041 N
BROADCOM CORPORATION CLASS COMMON 111320107 2,511,000 11,469 N
BERKSHIRE HATHAWAY INC COMMON 084670108 376,600 7 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
BJ SERVICES CO X KRM 38,920
BANK OF NEW YORK COMPANY I X KRM 234,850 183,608
BARNES & NOBLE INC X KRM 106,550 21,750
BANK UNITED FINANCIAL CORP X KRM 147,850 9,250
A H BELO CORP CLASS A X KRM 20,000
BELLSOUTH CORP X KRM 46,612 245,949
BMC SOFTWARE X KRM 6,154 2,320
BIOMET INC X KRM 1,230 6,704
BRISTOL MYERS SQUIBB X KRM 99,207 280,467
BARNESANDNOBLE.COM INC X KRM 10,000
BOWATER INC X KRM 14,000
BP AMOCO PLC X KRM 63,604 113,114
BURLINGTON RESOURCES INC X KRM 49,769 17,400
BRENTON BANKS INC X KRM 17,601
BROCADE COMMUNICATION SYS X KRM 500 6,541
BROADCOM CORPORATION CLASS X KRM 11,469
BERKSHIRE HATHAWAY INC X KRM 6 1
</TABLE>
Page 6 of 40
<PAGE> 9
<TABLE>
<S> <C> <C> <C> <C>
BERKSHIRE HATHAWAY INC COMMON 084670207 3,307,040 1,879 N
BROOKS AUTOMATION COMMON 11434A100 478,321 7,481 N
BARR LABORTORIES INC COMMON 068306109 3,885,287 86,700 N
BROADWING INCORPORATED COMMON 111620100 2,198,064 84,743 N
BOSTON SCIENTIFIC CORP COMMON 101137107 283,001 12,900 N
THE BISYS GROUP INC COMMON 055472104 693,413 11,275 N
ANHEUSER BUSCH CO INC COMMON 035229103 655,462 8,776 N
BORG-WARNER AUTOMOTIVE INC COMMON 099724106 5,550,628 158,025 N
BLUEGREEN CORPORATION COMMON 096231105 386,650 140,600 N
CITIGROUP INC COMMON 172967101 79,389,195 1,317,663 N
COMPUTER ASSOCIATES COMMON 204912109 28,125,707 549,459 N
CONAGRA INC COMMON 205887102 5,673,014 297,593 N
CARDINAL HEALTH INC COMMON 14149Y108 492,470 6,655 N
CATERPILLAR INC DELAWARE COMMON 149123101 608,395 17,960 N
CATALYST SEMICONDUCTOR INC COMMON 148881105 442,920 51,353 N
CAMBREX CORP COMMON 132011107 3,150,000 70,000 N
NORTHLAND CRANBERRIES INC COMMON 666499108 129,038 33,300 N
CYBEX COMPUTER PRODUCTS COMMON 232522102 201,790 4,762 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
BERKSHIRE HATHAWAY INC X KRM 12 1,867
BROOKS AUTOMATION X KRM 56 7,425
BARR LABORTORIES INC X KRM 64,950 21,750
BROADWING INCORPORATED X KRM 44,800 39,943
BOSTON SCIENTIFIC CORP X KRM 3,250 9,650
THE BISYS GROUP INC X KRM 2,900 8,375
ANHEUSER BUSCH CO INC X KRM 2,170 6,606
BORG-WARNER AUTOMOTIVE INC X KRM 142,000 16,025
BLUEGREEN CORPORATION X KRM 140,600
CITIGROUP INC X KRM 544,592 773,071
COMPUTER ASSOCIATES X KRM 199,187 350,272
CONAGRA INC X KRM 145,825 151,768
CARDINAL HEALTH INC X KRM 353 6,302
CATERPILLAR INC DELAWARE X KRM 8,560 9,400
CATALYST SEMICONDUCTOR INC X KRM 300 51,053
CAMBREX CORP X KRM 46,500 23,500
NORTHLAND CRANBERRIES INC X KRM 33,300
CYBEX COMPUTER PRODUCTS X KRM 4,762
</TABLE>
Page 7 of 40
<PAGE> 10
<TABLE>
<S> <C> <C> <C> <C>
CHRIS CRAFT INDS INC COMMON 170520100 458,147 6,935 N
COUNTRYWIDE CREDIT COMMON 222372104 6,859,954 226,304 N
CLEAR CHANNEL COMMUNICATIO COMMON 184502102 641,475 8,553 N
CENDANT CORP COMMON 151313103 373,800 26,700 N
CANANDAIGUA WINE COMPANY COMMON 137219200 224,449 4,450 N
COMDISCO INC COMMON 200336105 11,379,653 510,001 N
CABLE DESIGN TECHNOLOGIES COMMON 126924109 1,825,750 54,500 N
CRESCENT REAL ESTATE COMMON 225756105 236,324 11,528 N
BRIGHTPOINT INC. COMMON 109473108 2,353,973 271,947 N
CHARTER ONE FINANCIAL INC COMMON 160903100 8,359,569 363,460 N
COLUMBIA ENERGY GROUP COMMON 197648108 201,731 3,074 N
COASTAL CORP COMMON 190441105 41,167,571 676,264 N
CHINA.COM CORP CL A COMMON G2108N109 331,832 16,236 N
CHECK POINT SOFTWARE COMMON M22465104 1,187,918 5,610 N
C AND D TECHNOLOGIES INC COMMON 124661109 6,272,065 111,010 N
CHARMING SHOPPES INC COMMON 161133103 275,331 54,050 N
CHARTER COMMUNICATIONS INC COMMON 16117M107 722,861 43,975 N
<S> <C> <C> <C> <C> <C> <C> <C>
CHRIS CRAFT INDS INC X KRM 1,133 5,802
COUNTRYWIDE CREDIT X KRM 131,075 95,229
CLEAR CHANNEL COMMUNICATIO X KRM 6,133 2,420
CENDANT CORP X KRM 12,000 14,700
CANANDAIGUA WINE COMPANY X KRM 4,450
COMDISCO INC X KRM 144,925 365,076
CABLE DESIGN TECHNOLOGIES X KRM 36,100 18,400
CRESCENT REAL ESTATE X KRM 11,528
BRIGHTPOINT INC. X KRM 258,858 13,089
CHARTER ONE FINANCIAL INC X KRM 142,107 221,353
COLUMBIA ENERGY GROUP X KRM 1,000 2,074
COASTAL CORP X KRM 280,650 395,614
CHINA.COM CORP CL A X KRM 200 16,036
CHECK POINT SOFTWARE X KRM 2,400 3,210
C AND D TECHNOLOGIES INC X KRM 76,000 35,010
CHARMING SHOPPES INC X KRM 54,050
CHARTER COMMUNICATIONS INC X KRM 4,300 39,675
</TABLE>
Page 8 of 40
<PAGE> 11
<TABLE>
<S> <C> <C> <C> <C>
O'CHARLEY'S INC COMMON 670823103 2,155,475 158,200 N
CHEVRON CORP COMMON 166751107 3,716,336 43,818 N
PILGRIMS PRIDE CORP COMMON 721467108 1,032,769 144,950 N
CHITTENDEN CORP COMMON 170228100 2,398,785 98,158 N
CIGNA CORP COMMON 125509109 13,731,037 146,856 N
CIENA CORPORATION COMMON 171779101 3,303,756 19,820 N
CINERGY CORP COMMON 172474108 453,356 17,822 N
CINCINNATI FINANCIAL CORP COMMON 172062101 10,729,536 341,292 N
CT HOLDINGS INC COMMON 12643Y103 68,750 50,000 N
COLGATE PALMOLIVE CO COMMON 194162103 1,414,727 23,628 N
CLOROX CO COMMON 189054109 4,327,413 96,566 N
COMERICA INC COMMON 200340107 1,391,843 31,016 N
CHASE MANHATTAN CORP NEW COMMON 16161A108 15,128,287 328,426 N
COMCAST CORP COMMON 200300101 2,280,602 58,665 N
COMCAST CORP CL A SPECIAL COMMON 200300200 3,491,627 86,213 N
CMG INFORMATION SERVICES COMMON 125750109 1,200,575 26,206 N
CONSECO INC COMMON 208464107 4,530,182 464,634 N
CNF TRANSPORTATION INC COMMON 12612W104 561,925 24,700 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
O'CHARLEY'S INC X KRM 132,750 25,450
CHEVRON CORP X KRM 16,185 27,633
PILGRIMS PRIDE CORP X KRM 94,800 50,150
CHITTENDEN CORP X KRM 76,208 21,950
CIGNA CORP X KRM 98,325 48,531
CIENA CORPORATION X KRM 1,094 18,726
CINERGY CORP X KRM 2,031 15,791
CINCINNATI FINANCIAL CORP X KRM 61,941 279,351
CT HOLDINGS INC X KRM 50,000
COLGATE PALMOLIVE CO X KRM 2,100 21,528
CLOROX CO X KRM 7,125 89,441
COMERICA INC X KRM 21,975 9,041
CHASE MANHATTAN CORP NEW X KRM 128,752 199,674
COMCAST CORP X KRM 52,215 6,450
COMCAST CORP CL A SPECIAL X KRM 57,990 28,223
CMG INFORMATION SERVICES X KRM 26,206
CONSECO INC X KRM 435,769 28,865
CNF TRANSPORTATION INC X KRM 24,700
</TABLE>
Page 9 of 40
<PAGE> 12
<TABLE>
<S> <C> <C> <C> <C>
COLE NATIONAL CORPORATION COMMON 193290103 179,438 26,100 N
CONMED CORP COMMON 207410101 798,244 30,850 N
CONSOLIDATED STORES COMMON 210149100 829,800 69,150 N
CENTERPOINT PROPERTIES INC COMMON 151895109 753,060 18,480 N
CENTERPOINT PPTS TRUST CONV P 151895307 211,500 4,500 N
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 287,742 6,448 N
CORECOMM LIMITED COMMON G2422R109 455,520 23,360 N
3COM CORP COMMON 885535104 33,638,882 583,755 N
COOPER COMPANIES INC NEW COMMON 216648402 3,712,979 102,075 N
COX COMMUNICATIONS INC COMMON 224044107 1,004,756 22,052 N
COMPAQ COMPUTER CORP COMMON 204493100 3,921,007 153,386 N
COMPUWARE CORPORATION COMMON 205638109 2,013,061 194,030 N
COMPUTER SCIENCES CORP COMMON 205363104 41,138,151 550,800 N
CISCO SYSTEMS COMMON 17275R102 30,963,318 487,128 N
CINTAS CORP COMMON 172908105 5,795,456 157,966 N
COOPER TIRE & RUBBER COMMON 216831107 1,152,439 103,590 N
CENTURYTEL INC COMMON 156700106 869,227 30,234 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
COLE NATIONAL CORPORATION X KRM 20,600 5,500
CONMED CORP X KRM 15,700 15,150
CONSOLIDATED STORES X KRM 62,450 6,700
CENTERPOINT PROPERTIES INC X KRM 1,900 16,580
CENTERPOINT PPTS TRUST X KRM 4,500
CAPITAL ONE FINANCIAL CORP X KRM 355 6,093
CORECOMM LIMITED X KRM 23,360
3COM CORP X KRM 230,850 352,905
COOPER COMPANIES INC NEW X KRM 72,500 29,575
COX COMMUNICATIONS INC X KRM 2,802 19,250
COMPAQ COMPUTER CORP X KRM 20,790 132,596
COMPUWARE CORPORATION X KRM 194,030
COMPUTER SCIENCES CORP X KRM 255,741 295,059
CISCO SYSTEMS X KRM 55,479 431,649
CINTAS CORP X KRM 11,525 146,441
COOPER TIRE & RUBBER X KRM 95,390 8,200
CENTURYTEL INC X KRM 1,939 28,295
</TABLE>
Page 10 of 40
<PAGE> 13
<TABLE>
<S> <C> <C> <C> <C>
CTS CORP COMMON 126501105 3,045,825 67,685 N
CONSECO TWENTY FUND CL Y EQUITY 20846T813 243,279 10,265 N
CENTEX CORP COMMON 152312104 10,618,476 451,850 N
CUMMINS ENGINE INC COMMON 231021106 206,337 7,572 N
COUSINS PROPERTIES INC COMMON 222795106 1,476,668 38,355 N
CABLEVISION SYSTEMS CORP COMMON 12686C109 630,559 9,290 N
CONVERGYS CORPORATION COMMON 212485106 3,945,509 76,058 N
CVS CORP DELAWARE COMMON 126650100 673,200 16,830 N
DANSKIN INC COMMON 236365102 5,810 14,000 N
DIEBOLD INC COMMON 253651103 5,788,802 207,670 N
DOUBLECLICK INCORPORATED COMMON 258609304 777,026 20,381 N
DANA CORP COMMON 235811106 6,031,461 284,664 N
E I DUPONT DE NEMOURS & CO COMMON 263534109 6,922,782 158,235 N
DILLARD'S INC CLASS A COMMON 254067101 1,347,500 110,000 N
DEERE & CO COMMON 244199105 636,733 17,209 N
DELL COMPUTER CORPORATION COMMON 247025109 4,601,446 93,311 N
D R HORTON INC COMMON 23331A109 1,866,947 137,650 N
WALT DISNEY COMPANY COMMON 254687106 9,512,057 245,074 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
CTS CORP X KRM 49,500 18,185
CONSECO TWENTY FUND CL Y X KRM 10,265
CENTEX CORP X KRM 172,225 279,625
CUMMINS ENGINE INC X KRM 5,572 2,000
COUSINS PROPERTIES INC X KRM 20,400 17,955
CABLEVISION SYSTEMS CORP X KRM 8,300 990
CONVERGYS CORPORATION X KRM 44,600 31,458
CVS CORP DELAWARE X KRM 16,830
DANSKIN INC X KRM 14,000
DIEBOLD INC X KRM 40,700 166,970
DOUBLECLICK INCORPORATED X KRM 20,381
DANA CORP X KRM 145,855 138,809
E I DUPONT DE NEMOURS & CO X KRM 36,485 121,750
DILLARD'S INC CLASS A X KRM 110,000
DEERE & CO X KRM 2,100 15,109
DELL COMPUTER CORPORATION X KRM 10,760 82,551
D R HORTON INC X KRM 92,000 45,650
WALT DISNEY COMPANY X KRM 22,089 222,985
</TABLE>
Page 11 of 40
<PAGE> 14
<TABLE>
<S> <C> <C> <C> <C>
ECHOSTAR COMMUNICATIONS COMMON 278762109 225,472 6,810 N
D I Y HOME WAREHOUSE COMMON 23321D105 12,520 20,000 N
DOW JONES & CO INC COMMON 260561105 322,301 4,400 N
DONALDSON LUFKIN & JENRETT COMMON 257661108 2,546,280 60,000 N
DRUGMAX.COM INC COMMON 262240104 183,760 20,000 N
DIME BANCORP INC NEW COMMON 25429Q102 3,800,475 241,300 N
DORAL FINANCIAL CORP COMMON 25811P100 114,380 10,000 N
DOW CHEMICAL CO COMMON 260543103 612,001 20,273 N
AMDOCS LIMITED COMMON G02602103 225,645 2,940 N
DPL INC COMMON 233293109 637,716 29,069 N
DQE INC COMMON 23329J104 426,916 10,808 N
DUKE-WEEKS REALTY CORP COMMON 264411505 3,486,227 155,809 N
DOWNEY FINANCIAL CORP COMMON 261018105 841,725 29,025 N
DUKE ENERGY CORP COMMON 264399106 12,896,966 228,771 N
DVI INC COMMON 233343102 1,916,800 119,800 N
DYCOM INDS INC COMMON 267475101 2,772,604 60,274 N
BRINKER INTERNATIONAL INC COMMON 109641100 6,581,250 225,000 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
ECHOSTAR COMMUNICATIONS X KRM 6,810
D I Y HOME WAREHOUSE X KRM 20,000
DOW JONES & CO INC X KRM 2,950 1,450
DONALDSON LUFKIN & JENRETT X KRM 60,000
DRUGMAX.COM INC X KRM 20,000
DIME BANCORP INC NEW X KRM 241,300
DORAL FINANCIAL CORP X KRM 10,000
DOW CHEMICAL CO X KRM 2,670 17,603
AMDOCS LIMITED X KRM 2,940
DPL INC X KRM 29,069
DQE INC X KRM 10,808
DUKE-WEEKS REALTY CORP X KRM 102,058 53,751
DOWNEY FINANCIAL CORP X KRM 13,200 15,825
DUKE ENERGY CORP X KRM 128,050 100,721
DVI INC X KRM 94,500 25,300
DYCOM INDS INC X KRM 44,800 15,474
BRINKER INTERNATIONAL INC X KRM 225,000
</TABLE>
Page 12 of 40
<PAGE> 15
<TABLE>
<S> <C> <C> <C> <C>
ENGELHARD CORP COMMON 292845104 4,351,065 255,000 N
ELECTRONIC DATA SYSTEMS COMMON 285661104 574,365 13,924 N
EL PASO ELECTRIC COMMON 283677854 180,127 16,100 N
EASTMAN KODAK CO COMMON 277461109 259,182 4,356 N
ELAN CORP PLC ADR COMMON 284131208 3,082,110 63,630 N
E M C CORP MASSACHUSETTS COMMON 268648102 10,387,246 135,008 N
EMMIS BROADCASTING CORP COMMON 291525103 256,525 6,200 N
EMERSON ELECTRIC CO COMMON 291011104 11,631,969 192,662 N
ENRON CORP COMMON 293561106 32,877,779 509,733 N
EL PASO ENERGY GROUP COMMON 283905107 10,771,502 211,463 N
EQUITY RESIDENTIAL COMMON 29476L107 863,328 18,768 N
LM ERICSSON TELEPHONE CO COMMON 294821400 4,813,020 240,651 N
ENSCO INTERNATIONAL INC COMMON 26874Q100 1,167,504 32,600 N
EATON CORP COMMON 278058102 696,800 10,400 N
EDWARDS LIFESCIENCES CORP COMMON 28176E108 343,397 18,562 N
EXODUS COMMUNS INC COMMON 302088109 680,627 14,776 N
FORD MOTOR COMPANY COMMON 345370100 942,560 21,920 N
THE FARMERS BANCORP COMMON 30887A102 597,485 17,071 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
ENGELHARD CORP X KRM 255,000
ELECTRONIC DATA SYSTEMS X KRM 13,924
EL PASO ELECTRIC X KRM 11,000 5,100
EASTMAN KODAK CO X KRM 4,356
ELAN CORP PLC ADR X KRM 5,400 58,230
E M C CORP MASSACHUSETTS X KRM 13,992 121,016
EMMIS BROADCASTING CORP X KRM 5,800 400
EMERSON ELECTRIC CO X KRM 75,295 117,367
ENRON CORP X KRM 232,700 277,033
EL PASO ENERGY GROUP X KRM 202,100 9,363
EQUITY RESIDENTIAL X KRM 1,700 17,068
LM ERICSSON TELEPHONE CO X KRM 14,768 225,883
ENSCO INTERNATIONAL INC X KRM 32,600
EATON CORP X KRM 500 9,900
EDWARDS LIFESCIENCES CORP X KRM 17,032 1,530
EXODUS COMMUNS INC X KRM 14,776
FORD MOTOR COMPANY X KRM 1,220 20,700
THE FARMERS BANCORP X KRM 17,071
</TABLE>
Page 13 of 40
<PAGE> 16
<TABLE>
<S> <C> <C> <C> <C>
FLEET BOSTON FINANCIAL COR COMMON 339030108 10,218,598 300,547 N
FURNITURE BRANDS INT INC COMMON 360921100 1,740,131 115,050 N
FIRST CITIZENS BANCSHARES COMMON 31946M103 494,386 8,309 N
FEDERATED DEPARTMENT STORE COMMON 31410H101 12,246,390 362,856 N
FIRST DATA CORP COMMON 319963104 6,873,310 138,505 N
FAMILY DOLLAR STORES COMMON 307000109 228,261 11,668 N
FEDEX CORPORATION COMMON 31428X106 12,383,250 325,875 N
FIRST ENERGY CORP COMMON 337932107 376,151 16,092 N
FIRST FIDELITY ACCEPTANCE COMMON 320191109 570 190,000 N
FAIRFIELD COMMUNITY INC COMMON 304231301 854,280 108,480 N
FINSH LINE CLASS A COMMON 317923100 417,588 51,000 N
FIRST NATIONAL NEBRASKA IN COMMON 335720108 211,250 100 N
FIRST INDIANA CORP COMMON 32054R108 4,743,907 238,687 N
FISERV INC COMMON 337738108 23,708,569 548,175 N
FIFTH THIRD BANCORP COMMON 316773100 13,694,574 216,515 N
R & B FALCON CORP COMMON 74912E101 546,779 23,205 N
FLEXTRONICS INC LIMITED COMMON Y2573F102 330,801 4,816 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
FLEET BOSTON FINANCIAL COR X KRM 124,913 175,634
FURNITURE BRANDS INT INC X KRM 87,000 28,050
FIRST CITIZENS BANCSHARES X KRM 7,909 400
FEDERATED DEPARTMENT STORE X KRM 195,500 167,356
FIRST DATA CORP X KRM 111,895 26,610
FAMILY DOLLAR STORES X KRM 1,068 10,600
FEDEX CORPORATION X KRM 227,675 98,200
FIRST ENERGY CORP X KRM 16,092
FIRST FIDELITY ACCEPTANCE X KRM 190,000
FAIRFIELD COMMUNITY INC X KRM 99,650 8,830
FINSH LINE CLASS A X KRM 51,000
FIRST NATIONAL NEBRASKA IN X KRM 100
FIRST INDIANA CORP X KRM 226,357 12,330
FISERV INC X KRM 320,950 227,225
FIFTH THIRD BANCORP X KRM 42,056 174,459
R & B FALCON CORP X KRM 23,205
FLEXTRONICS INC LIMITED X KRM 4,816
</TABLE>
Page 14 of 40
<PAGE> 17
<TABLE>
<S> <C> <C> <C> <C>
FLOWERS INDUSTRY INC COMMON 343496105 834,405 41,850 N
FIRSTMERIT CORP COMMON 337915102 7,033,358 329,046 N
FEDERAL MOGUL CORP COMMON 313549107 171,178 17,900 N
FINISHMASTER INC COMMON 31787P108 351,200 57,925 N
FIRST NORTHERN CAPITAL COR COMMON 335832101 249,658 18,666 N
FEDERAL NATIONAL COMMON 313586109 27,707,339 530,914 N
FORTUNE BRANDS INC COMMON 349631101 10,389,051 450,464 N
FERRO CORP COMMON 315405100 203,700 9,700 N
SPRINT CORP COMMON 852061100 893,061 17,511 N
FOSSIL INC COMMON 349882100 301,289 15,500 N
FLORIDA PROGRESS CORP COMMON 341109106 651,141 13,891 N
F P L GROUP COMMON 302571104 282,645 5,710 N
FEDERAL HOME LOAN MORTGAGE COMMON 313400301 1,585,170 39,140 N
FOREST LABS INC CLASS A COMMON 345838106 989,800 9,800 N
FOUR SEASONS HOTELS INC COMMON 35100E104 311,875 5,000 N
FIRST STATE BANK MONEY EQUITY MF9306029 87,775 87,775 N
FIRST SECURITY CORP COMMON 336294103 461,142 34,000 N
FIRSTAR CORP WISCONSIN COMMON 33763V109 28,714,872 1,363,285 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
FLOWERS INDUSTRY INC X KRM 500 41,350
FIRSTMERIT CORP X KRM 53,174 275,872
FEDERAL MOGUL CORP X KRM 4,000 13,900
FINISHMASTER INC X KRM 53,425 4,500
FIRST NORTHERN CAPITAL COR X KRM 18,666
FEDERAL NATIONAL X KRM 229,502 301,412
FORTUNE BRANDS INC X KRM 283,225 167,239
FERRO CORP X KRM 9,700
SPRINT CORP X KRM 1,894 15,617
FOSSIL INC X KRM 15,500
FLORIDA PROGRESS CORP X KRM 13,891
F P L GROUP X KRM 1,300 4,410
FEDERAL HOME LOAN MORTGAGE X KRM 16,100 23,040
FOREST LABS INC CLASS A X KRM 9,800
FOUR SEASONS HOTELS INC X KRM 5,000
FIRST STATE BANK MONEY X KRM 87,775
FIRST SECURITY CORP X KRM 34,000
FIRSTAR CORP WISCONSIN X KRM 309,571 1,053,714
</TABLE>
Page 15 of 40
<PAGE> 18
<TABLE>
<S> <C> <C> <C> <C>
FIRST UNION CORPORATION COMMON 337358105 225,873 9,103 N
CEDAR FAIR L P COMMON 150185106 681,412 35,398 N
FIRST UNION REAL EST EQUIT COMMON 337400105 71,393 24,300 N
FORWARD AIR CORPORATION COMMON 349853101 4,432,000 110,800 N
GILLETTE CO COMMON 375766102 2,375,380 67,988 N
GREATER BAY BANCORP COMMON 391648102 903,444 19,325 N
GLACIER BANCORP INC (NEW) COMMON 37637Q105 417,189 31,634 N
GLOBAL CROSSING LIMITED COMMON G3921A100 1,017,076 38,653 N
GANNETT COMPANY INC COMMON 364730101 10,105,228 168,947 N
GUIDANT CORPORATION COMMON 401698105 2,758,932 55,736 N
GENERAL ELECTRIC CO COMMON 369604103 79,315,976 1,496,528 N
GEHL COMPANY COMMON 368483103 1,401,844 98,375 N
GILDAN ACTIVEWEAR INC COMMON 375916103 3,820,163 103,950 N
GENERAL MILLS INC COMMON 370334104 789,327 20,636 N
GLOBAL CONNECTIONS INC COMMON 379317100 3,600 20,000 N
GREAT LAKES CHEMICAL CORP COMMON 390568103 469,665 14,910 N
CORNING INC COMMON 219350105 4,257,818 15,777 N
<CAPTION>
<S> <C> <C> <C> <C>
FIRST UNION CORPORATION X KRM 1,200 7,903
CEDAR FAIR L P X KRM 35,398
FIRST UNION REAL EST EQUIT X KRM 24,300
FORWARD AIR CORPORATION X KRM 83,000 27,800
GILLETTE CO X KRM 5,775 62,213
GREATER BAY BANCORP X KRM 8,800 10,525
GLACIER BANCORP INC (NEW) X KRM 31,634
GLOBAL CROSSING LIMITED X KRM 38,653
GANNETT COMPANY INC X KRM 100,350 68,597
GUIDANT CORPORATION X KRM 12,366 43,370
GENERAL ELECTRIC CO X KRM 298,555 1,197,973
GEHL COMPANY X KRM 73,600 24,775
GILDAN ACTIVEWEAR INC X KRM 73,500 30,450
GENERAL MILLS INC X KRM 600 20,036
GLOBAL CONNECTIONS INC X KRM 20,000
GREAT LAKES CHEMICAL CORP X KRM 14,910
CORNING INC X KRM 1,922 13,855
</TABLE>
Page 16 of 40
<PAGE> 19
<TABLE>
<S> <C> <C> <C> <C>
GENERAL MOTORS CORP COMMON 370442105 1,084,417 18,677 N
GENERAL MOTORS CORP COMMON 370442832 421,129 4,799 N
WALT DISNEY COMPANY COMMON 254687205 327,996 27,475 N
GENUINE PARTS CO COMMON 372460105 1,929,060 96,453 N
GAP INC COMMON 364760108 303,109 9,700 N
B F GOODRICH CO COMMON 382388106 10,925,707 320,750 N
GROUP 1 SOFTWARE COMMON 39943Y103 817,012 47,363 N
GTE CORP COMMON 362320103 4,786,652 76,894 N
GATEWAY INC COMMON 367626108 229,611 4,046 N
UNITED BANK SWITZERLAND COMMON H8919P109 407,188 3,014 N
HALLIBURTON CO COMMON 406216101 1,641,813 34,793 N
HASBRO INDUSTRIES INC COMMON 418056107 317,634 21,087 N
HUNTINGTON BANCSHARES INC COMMON 446150104 1,981,954 125,337 N
HOME DEPOT INC COMMON 437076102 7,805,210 156,298 N
HARLEY DAVIDSON INC COMMON 412822108 1,158,850 30,100 N
HARRAHS ENTERTAINMENT INC COMMON 413619107 1,235,342 59,000 N
HELLER FINANCIAL INC COMMON 423328103 297,271 14,501 N
INTERNET HOLDERS TRUST COMMON 46059W102 218,665 2,020 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
GENERAL MOTORS CORP X KRM 6,303 12,374
GENERAL MOTORS CORP X KRM 1,707 3,092
WALT DISNEY COMPANY X KRM 300 27,175
GENUINE PARTS CO X KRM 37,875 58,578
GAP INC X KRM 6,512 3,188
B F GOODRICH CO X KRM 115,925 204,825
GROUP 1 SOFTWARE X KRM 28,700 18,663
GTE CORP X KRM 19,912 56,982
GATEWAY INC X KRM 4,046
UNITED BANK SWITZERLAND X KRM 3,014
HALLIBURTON CO X KRM 2,040 32,753
HASBRO INDUSTRIES INC X KRM 20,787 300
HUNTINGTON BANCSHARES INC X KRM 51,921 73,416
HOME DEPOT INC X KRM 18,182 138,116
HARLEY DAVIDSON INC X KRM 6,400 23,700
HARRAHS ENTERTAINMENT INC X KRM 51,800 7,200
HELLER FINANCIAL INC X KRM 14,501
INTERNET HOLDERS TRUST X KRM 2,020
</TABLE>
Page 17 of 40
<PAGE> 20
<TABLE>
<S> <C> <C> <C> <C>
HIBERNIA CORPORATION COMMON 428656102 151,163 13,900 N
HARTFORD FINANCIAL SERVICE COMMON 416515104 4,749,136 84,900 N
HARMONIC LIGHTWAVES INC COMMON 413160102 868,725 35,100 N
HEALTH MANAGEMENT ASSOC COMMON 421933102 470,268 36,000 N
HORACE MANN EDUCATORS COMMON 440327104 213,000 14,200 N
HANOVER DIRECT INC COMMON 410783104 21,132 13,520 N
HEINZ H J CO COMMON 423074103 2,670,369 61,037 N
HONG KONG & CHINA GAS ADR COMMON 438550204 31,793 20,889 N
HONEYWELL INTERNATIONAL IN COMMON 438516106 14,963,334 444,174 N
HELMERICH & PAYNE IN COMMON 423452101 4,683,985 125,324 N
HARRIS CORP COMMON 413875105 420,838 12,850 N
HERSHEY FOODS CORP COMMON 427866108 282,125 5,817 N
HUDSON UNITED BANCORP COMMON 444165104 2,148,376 95,747 N
HARVEY HUBBELL INC COMMON 443510201 1,966,178 77,105 N
HUGHES SUPPLY INC COMMON 444482103 2,008,081 101,675 N
HAWKINS CHEMICAL COMMON 420200107 90,799 11,530 N
HEWLETT PACKARD INC COMMON 428236103 33,342,251 267,005 N
<CAPTION>
<S> <C> <C> <C> <C> <C> <C> <C>
HIBERNIA CORPORATION X KRM 10,000 3,900
HARTFORD FINANCIAL SERVICE X KRM 84,900
HARMONIC LIGHTWAVES INC X KRM 35,100
HEALTH MANAGEMENT ASSOC X KRM 36,000
HORACE MANN EDUCATORS X KRM 14,200
HANOVER DIRECT INC X KRM 13,520
HEINZ H J CO X KRM 20,392 40,645
HONG KONG & CHINA GAS ADR X KRM 20,889
HONEYWELL INTERNATIONAL IN X KRM 163,075 281,099
HELMERICH & PAYNE IN X KRM 22,100 103,224
HARRIS CORP X KRM 12,850
HERSHEY FOODS CORP X KRM 682 5,135
HUDSON UNITED BANCORP X KRM 72,478 23,269
HARVEY HUBBELL INC X KRM 21,200 55,905
HUGHES SUPPLY INC X KRM 75,800 25,875
HAWKINS CHEMICAL X KRM 11,530
HEWLETT PACKARD INC X KRM 267,005
</TABLE>
Page 18 of 40
<PAGE> 21
<TABLE>
<S> <C> <C> <C> <C>
HEWLETT PACKARD INC COMMON 428236103 16,433,550 131,600 N
INTERSTATE BAKERIES CORP COMMON 46072H108 348,600 24,900 N
INTERNATIONAL BUSINESS COMMON 459200101 13,088,506 119,461 N
INTEGRATED BUSINESS SYSTEM COMMON 45810X102 570,000 60,000 N
INTERNET CAPITAL GROUP COMMON 46059C106 366,051 9,889 N
INTEGRATED DEVICE TECHNOLO COMMON 458118106 382,601 6,390 N
INTERNATIONAL FLAVORS & COMMON 459506101 705,856 23,382 N
INTERNATIONAL GAME COMMON 459902102 346,276 13,067 N
IMMUNOMEDICS INC COMMON 452907108 291,550 11,900 N
INFINITY BROADCASTING CORP COMMON 45662S102 857,386 23,530 N
INKTOMI CORP COMMON 457277101 981,475 8,300 N
INFOSPACE.COM INC COMMON 45678T102 273,488 4,950 N
WORLD FUEL SERVICES CORP COMMON 981475106 105,226 12,200 N
INTEL CORP COMMON 458140100 43,012,376 321,737 N
INTUIT COMMON 461202103 399,269 9,650 N
INTERVOICE INC COMMON 461142101 173,264 26,400 N
IPC HOLDINGS LTD COMMON G4933P101 391,300 27,950 N
IPALCO ENTERPRISES COMMON 462613100 1,079,626 53,646 N
<CAPTION>
<S> <C> <C> <C> <C>
HEWLETT PACKARD INC X KRM 131,600
INTERSTATE BAKERIES CORP X KRM 24,900
INTERNATIONAL BUSINESS X KRM 31,889 87,572
INTEGRATED BUSINESS SYSTEM X KRM 60,000
INTERNET CAPITAL GROUP X KRM 9,889
INTEGRATED DEVICE TECHNOLO X KRM 6,390
INTERNATIONAL FLAVORS & X KRM 20,000 3,382
INTERNATIONAL GAME X KRM 13,067
IMMUNOMEDICS INC X KRM 10,500 1,400
INFINITY BROADCASTING CORP X KRM 1,300 22,230
INKTOMI CORP X KRM 6,000 2,300
INFOSPACE.COM INC X KRM 100 4,850
WORLD FUEL SERVICES CORP X KRM 5,300 6,900
INTEL CORP X KRM 89,586 232,151
INTUIT X KRM 9,350 300
INTERVOICE INC X KRM 6,200 20,200
IPC HOLDINGS LTD X KRM 27,950
IPALCO ENTERPRISES X KRM 37,296 16,350
</TABLE>
Page 19 of 40
<PAGE> 22
<TABLE>
<S> <C> <C> <C> <C>
INGERSOLL RAND CO COMMON 456866102 20,300,248 504,354 N
INTERIM SERVICES INC COMMON 45868P100 4,792,500 270,000 N
ITLA CAPITAL CORPORATION COMMON 450565106 2,466,450 170,100 N
INTRAWARE INCORPORATED COMMON 46118M103 503,784 31,363 N
ILLINOIS TOOL WKS IN COMMON 452308109 8,939,310 156,830 N
INVACARE CORP COMMON 461203101 347,813 13,250 N
JOHNSON CONTROLS COMMON 478366107 32,126,043 626,080 N
J C PENNEY COMPANY COMMON 708160106 656,393 35,600 N
JDS UNIPHASE CORP COMMON 46612J101 3,058,850 25,517 N
JOHNSON & JOHNSON COMMON 478160104 36,666,240 359,914 N
JUNIPER NETWORKS INC COMMON 48203R104 250,223 1,719 N
ST JOE PAPER CO COMMON 790148100 249,000 8,300 N
JUNDT OPPORTUNITY CL A EQUITY 481713402 301,858 12,694 N
JEFFERSON PILOT CORP COMMON 475070108 4,425,868 78,420 N
J P MORGAN & CO INC COMMON 616880100 7,249,529 65,830 N
KELLOGG COMPANY COMMON 487836108 1,018,283 34,228 N
KEYCORP NEW COMMON 493267108 1,083,453 61,473 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
INGERSOLL RAND CO X KRM 262,125 242,229
INTERIM SERVICES INC X KRM 270,000
ITLA CAPITAL CORPORATION X KRM 136,500 33,600
INTRAWARE INCORPORATED X KRM 31,363
ILLINOIS TOOL WKS IN X KRM 151,802 5,028
INVACARE CORP X KRM 4,800 8,450
JOHNSON CONTROLS X KRM 282,569 343,511
J C PENNEY COMPANY X KRM 35,000 600
JDS UNIPHASE CORP X KRM 295 25,222
JOHNSON & JOHNSON X KRM 92,799 267,115
JUNIPER NETWORKS INC X KRM 1,719
ST JOE PAPER CO X KRM 8,300
JUNDT OPPORTUNITY CL A X KRM 12,694
JEFFERSON PILOT CORP X KRM 51,100 27,320
J P MORGAN & CO INC X KRM 17,338 48,492
KELLOGG COMPANY X KRM 30,200 4,028
KEYCORP NEW X KRM 4,600 56,873
</TABLE>
Page 20 of 40
<PAGE> 23
<TABLE>
<S> <C> <C> <C> <C>
KIMBERLY CLARK CORP COMMON 494368103 11,228,632 195,706 N
KINDER MORGAN INC COMMON 49455P101 366,368 10,600 N
KINDER MORGAN ENERGY COMMON 494550106 421,346 10,550 N
KENNAMETAL INC COMMON 489170100 416,755 19,440 N
COCA COLA CO COMMON 191216100 5,452,015 94,920 N
KANEB PIPE LINE COMMON 484169107 243,750 10,000 N
KROGER CO COMMON 501044101 3,956,734 179,338 N
MBNA CORPORATION COMMON 55262L100 3,503,190 129,150 N
KNIGHT RIDDER NEWSPAPERS I COMMON 499040103 329,766 6,200 N
KEYSPAN CORP COMMON 49337W100 320,600 10,426 N
KANSAS CITY SOUTHERN COMMON 485170104 721,122 8,131 N
LAFARGE CORP COMMON 505862102 421,218 20,058 N
LANCASTER COLONY CORP COMMON 513847103 516,009 26,462 N
LAFAYETTE BANCORPORATION COMMON 505893107 2,063,998 138,171 N
LORD ABBETT SECURITIES TR EQUITY 543915862 404,133 38,090 N
LEAR CORPORATION COMMON 521865105 272,000 13,600 N
LINCOLN ELECTRIC HOLDINGS COMMON 533900106 165,172 11,591 N
LINCOLN ELEC CO COMMON 533543104 221,250 10,000 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
KIMBERLY CLARK CORP X KRM 37,691 158,015
KINDER MORGAN INC X KRM 10,600
KINDER MORGAN ENERGY X KRM 10,550
KENNAMETAL INC X KRM 19,440
COCA COLA CO X KRM 5,440 89,480
KANEB PIPE LINE X KRM 10,000
KROGER CO X KRM 91,880 87,458
MBNA CORPORATION X KRM 4,027 125,123
KNIGHT RIDDER NEWSPAPERS I X KRM 6,200
KEYSPAN CORP X KRM 10,426
KANSAS CITY SOUTHERN X KRM 192 7,939
LAFARGE CORP X KRM 18,258 1,800
LANCASTER COLONY CORP X KRM 25,900 562
LAFAYETTE BANCORPORATION X KRM 132,305 5,866
LORD ABBETT SECURITIES TR X KRM 1,816 36,274
LEAR CORPORATION X KRM 9,900 3,700
LINCOLN ELECTRIC HOLDINGS X KRM 10,000 1,591
LINCOLN ELEC CO X KRM 10,000
</TABLE>
Page 21 of 40
<PAGE> 24
<TABLE>
<S> <C> <C> <C> <C>
LEHMAN BROTHERS HOLDINGS COMMON 524908100 390,545 4,130 N
LOCAL FINANCIAL CORP COMMON 539553107 741,364 88,850 N
LIFEPOINT INC COMMON 53215R100 2,732,633 502,507 N
LG AND E ENERGY CORP COMMON 501917108 995,659 41,703 N
LEGATO SYSTEMS INC COMMON 524651106 402,612 26,619 N
LAKEHEAD PIPE LINE PARTNER COMMON 511557100 226,356 5,650 N
LILLY INDUSTRIAL INC CL A COMMON 532491107 1,116,269 37,131 N
LITTON INDS INC COMMON 538021106 4,439,400 105,700 N
LAKELAND FINANCIAL CORP COMMON 511656100 125,350 10,900 N
LINEAR TECHNOLOGY CORP COMMON 535678106 3,665,262 57,325 N
LILLY ELI & CO COMMON 532457108 40,269,002 403,194 N
AT&T CORP LIBERTY MEDIA COMMON 001957208 4,537,709 187,122 N
LINCOLN NATIONAL CORP COMMON 534187109 4,429,286 122,610 N
LINCOLN BANCORP IND COMMON 532879103 2,503,750 250,375 N
LOCH HARRIS INC NEW COMMON 539578203 4,300 10,000 N
LOWES CO COMMON 548661107 17,328,258 421,992 N
LSI LOGIC CORP COMMON 502161102 202,698 3,745 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
LEHMAN BROTHERS HOLDINGS X KRM 4,130
LOCAL FINANCIAL CORP X KRM 88,550 300
LIFEPOINT INC X KRM 502,507
LG AND E ENERGY CORP X KRM 32,750 8,953
LEGATO SYSTEMS INC X KRM 50 26,569
LAKEHEAD PIPE LINE PARTNER X KRM 800 4,850
LILLY INDUSTRIAL INC CL A X KRM 18,944 18,187
LITTON INDS INC X KRM 105,000 700
LAKELAND FINANCIAL CORP X KRM 10,900
LINEAR TECHNOLOGY CORP X KRM 6,440 50,885
LILLY ELI & CO X KRM 280,964 122,230
AT&T CORP LIBERTY MEDIA X KRM 41,026 146,096
LINCOLN NATIONAL CORP X KRM 116,600 6,010
LINCOLN BANCORP IND X KRM 232,125 18,250
LOCH HARRIS INC NEW X KRM 10,000
LOWES CO X KRM 222,825 199,167
LSI LOGIC CORP X KRM 1,250 2,495
</TABLE>
Page 22 of 40
<PAGE> 25
<TABLE>
<S> <C> <C> <C> <C>
LOEWS CORP COMMON 540424108 1,557,000 25,950 N
LEARNING TREE INTERNATIONA COMMON 522015106 235,813 3,850 N
LUCENT TECHNOLOGIES INC COMMON 549463107 16,140,802 272,419 N
SOUTHWEST AIRLINES CO COMMON 844741108 22,637,254 1,195,335 N
LEVEL 3 COMMUNICATIONS COMMON 52729N100 507,320 5,765 N
LSI INDUSTRIES INC COMMON 50216C108 1,933,387 127,297 N
LUBRIZOL CORP COMMON 549271104 347,550 16,550 N
LA-Z-BOY CHAIR CO COMMON 505336107 243,600 17,400 N
MESABA HOLDINGS INC COMMON 59066B102 1,058,624 110,700 N
MARRIOTT INTERNATIONAL INC COMMON 571903202 3,330,779 92,360 N
MASCO CORP COMMON 574599106 517,505 28,650 N
MAY DEPARTMENT STORES COMMON 577778103 5,802,288 241,762 N
MBIA INC COMMON 55262C100 3,466,404 71,935 N
MCDONALDS CORP COMMON 580135101 5,904,170 179,251 N
MCN ENERGY GROUP INC COMMON 55267J100 453,150 21,200 N
MEREDITH CORP COMMON 589433101 937,575 27,780 N
MEDTRONIC INC COMMON 585055106 12,629,456 253,537 N
MEDIMMUNE INC COMMON 584699102 1,503,680 20,320 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
LOEWS CORP X KRM 23,450 2,500
LEARNING TREE INTERNATIONA X KRM 3,850
LUCENT TECHNOLOGIES INC X KRM 33,173 239,246
SOUTHWEST AIRLINES CO X KRM 525,187 670,148
LEVEL 3 COMMUNICATIONS X KRM 15 5,750
LSI INDUSTRIES INC X KRM 94,200 33,097
LUBRIZOL CORP X KRM 16,550
LA-Z-BOY CHAIR CO X KRM 15,150 2,250
MESABA HOLDINGS INC X KRM 87,300 23,400
MARRIOTT INTERNATIONAL INC X KRM 92,360
MASCO CORP X KRM 28,650
MAY DEPARTMENT STORES X KRM 157,611 84,151
MBIA INC X KRM 57,750 14,185
MCDONALDS CORP X KRM 25,669 153,582
MCN ENERGY GROUP INC X KRM 21,200
MEREDITH CORP X KRM 400 27,380
MEDTRONIC INC X KRM 58,469 195,068
MEDIMMUNE INC X KRM 20,320
</TABLE>
Page 23 of 40
<PAGE> 26
<TABLE>
<S> <C> <C> <C> <C>
MELLON FINANCIAL CORP COMMON 58551A108 8,799,194 241,484 N
MERRILL LYNCH & CO INC COMMON 590188108 2,631,775 22,885 N
MESSAGEMEDIA INC COMMON 590787107 49,000 14,000 N
MILLICOM INTL CELLULAR S A COMMON L6388F102 300,230 8,578 N
MICHAEL FOODS INC NEW COMMON 594079105 2,655,800 108,400 N
MILLIPORE CORP COMMON 601073109 400,694 5,316 N
MORRISON KNUDSEN NEW COMMON 61844A109 802,213 110,650 N
MCCORMICK & CO INC COMMON 579780206 344,500 10,600 N
MESA LABORATORIES INC COMMON 59064R109 87,450 15,900 N
MUELLER INDUSTRIES INC COMMON 624756102 2,760,100 98,575 N
MARTIN MARIETTA MATERIALS COMMON 573284106 683,806 16,910 N
MILLENNIUM PHARMACEUTICALS COMMON 599902103 313,251 2,800 N
MARSH & MCLENNAN CO INC COMMON 571748102 848,559 8,125 N
MEDICAL MANAGER CORP NEW COMMON 58461U103 959,384 28,165 N
MINNESOTA MINING & COMMON 604059105 8,028,901 97,320 N
PHILIP MORRIS COMPANIES IN COMMON 718154107 1,690,972 63,659 N
MOLEX INC COMMON 608554101 821,024 17,060 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
MELLON FINANCIAL CORP X KRM 59,375 182,109
MERRILL LYNCH & CO INC X KRM 7,710 15,175
MESSAGEMEDIA INC X KRM 14,000
MILLICOM INTL CELLULAR S A X KRM 5,600 2,978
MICHAEL FOODS INC NEW X KRM 81,500 26,900
MILLIPORE CORP X KRM 1,400 3,916
MORRISON KNUDSEN NEW X KRM 88,150 22,500
MCCORMICK & CO INC X KRM 10,600
MESA LABORATORIES INC X KRM 15,900
MUELLER INDUSTRIES INC X KRM 81,000 17,575
MARTIN MARIETTA MATERIALS X KRM 13,800 3,110
MILLENNIUM PHARMACEUTICALS X KRM 100 2,700
MARSH & MCLENNAN CO INC X KRM 8,125
MEDICAL MANAGER CORP NEW X KRM 28,165
MINNESOTA MINING & X KRM 15,475 81,845
PHILIP MORRIS COMPANIES IN X KRM 8,159 55,500
MOLEX INC X KRM 11,547 5,513
</TABLE>
Page 24 of 40
<PAGE> 27
<TABLE>
<S> <C> <C> <C> <C>
MOLEX INC CLASS A COMMON 608554200 333,025 9,515 N
MOTOROLA INC COMMON 620076109 6,613,838 227,569 N
MOTOROLA INC COMMON 620076109 2,163,421 74,439 N
MERCANTILE BANCSHARES CORP COMMON 587405101 2,594,148 87,014 N
MERCK & COMPANY INC COMMON 589331107 32,335,703 421,999 N
USX MARATHON GROUP INC COMMON 902905827 225,993 9,017 N
MORTGAGE REALTY TRUST NEW COMMON 619088206 106,250 10,000 N
MEDICIS PHARMACEUTICAL COMMON 584690309 3,995,700 70,100 N
MORGAN STANLEY EMERGING COMMON 61744G107 164,010 10,934 N
MICROSOFT CORP COMMON 594918104 22,672,560 283,407 N
M & T BANK CORPORATION COMMON 55261F104 1,176,750 2,615 N
MGIC INVESTMENT CORP COMMON 552848103 9,150,051 201,100 N
MADE-TO-MANAGE SYSTEMS INC COMMON 556466100 1,126,069 200,190 N
MATRIX CAPITAL CORP COMMON 576819106 92,475 13,700 N
1ST MIRACLE GROUP INC COMMON 320966104 2,100 140,000 N
MORGAN STANLEY DEAN COMMON 617446448 45,531,080 546,920 N
MAIL-WELL INC COMMON 560321200 1,615,463 187,300 N
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 3,569,598 52,542 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
MOLEX INC CLASS A X KRM 9,144 371
MOTOROLA INC X KRM 227,569
MOTOROLA INC X KRM 74,439
MERCANTILE BANCSHARES CORP X KRM 63,400 23,614
MERCK & COMPANY INC X KRM 72,575 349,424
USX MARATHON GROUP INC X KRM 406 8,611
MORTGAGE REALTY TRUST NEW X KRM 10,000
MEDICIS PHARMACEUTICAL X KRM 50,900 19,200
MORGAN STANLEY EMERGING X KRM 2,934 8,000
MICROSOFT CORP X KRM 20,632 262,775
M & T BANK CORPORATION X KRM 2,500 115
MGIC INVESTMENT CORP X KRM 84,325 116,775
MADE-TO-MANAGE SYSTEMS INC X KRM 169,715 30,475
MATRIX CAPITAL CORP X KRM 4,800 8,900
1ST MIRACLE GROUP INC X KRM 140,000
MORGAN STANLEY DEAN X KRM 290,062 256,858
MAIL-WELL INC X KRM 128,000 59,300
MAXIM INTEGRATED PRODUCTS X KRM 5,790 46,752
</TABLE>
Page 25 of 40
<PAGE> 28
<TABLE>
<S> <C> <C> <C> <C>
MAYTAG CORP COMMON 578592107 372,438 10,100 N
MYLAN LABS INC COMMON 628530107 421,575 23,100 N
NOBLE AFFILIATES INC COMMON 654894104 2,491,094 66,875 N
NATIONAL CITY CORP COMMON 635405103 3,673,186 215,272 N
NCO GROUP INC COMMON 628858102 983,391 42,525 N
NCI BUILDING SYSTEMS COMMON 628852105 2,000,822 98,806 N
NCS HEALTHCARE INC COMMON 628874109 7,913 10,550 N
ENERGY EAST CORP COMMON 29266M109 3,621,970 190,000 N
NEWMONT MINING CORP COMMON 651639106 297,712 13,767 N
NETWORKS ASSOCIATES INC COMMON 640938106 336,188 16,500 N
NORTH FORK BANCORPORATION COMMON 659424105 307,038 20,300 N
NATIONWIDE FINANCIAL COMMON 638612101 913,925 27,800 N
NISOURCE INC COMMON 65473P105 2,330,435 125,124 N
KNIGHT/TRADING GROUP INC COMMON 499063105 682,748 22,901 N
NATIONAL COMPUTER SYSTEMS COMMON 635519101 2,186,700 44,400 N
NORTHROP CORP COMMON 666807102 4,306,250 65,000 N
NOKIA CORP ADR COMMON 654902204 6,425,922 128,678 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
MAYTAG CORP X KRM 9,600 500
MYLAN LABS INC X KRM 500 22,600
NOBLE AFFILIATES INC X KRM 45,050 21,825
NATIONAL CITY CORP X KRM 108,156 107,116
NCO GROUP INC X KRM 27,300 15,225
NCI BUILDING SYSTEMS X KRM 72,300 26,506
NCS HEALTHCARE INC X KRM 10,550
ENERGY EAST CORP X KRM 190,000
NEWMONT MINING CORP X KRM 12,750 1,017
NETWORKS ASSOCIATES INC X KRM 16,500
NORTH FORK BANCORPORATION X KRM 20,300
NATIONWIDE FINANCIAL X KRM 26,550 1,250
NISOURCE INC X KRM 117,678 7,446
KNIGHT/TRADING GROUP INC X KRM 1,200 21,701
NATIONAL COMPUTER SYSTEMS X KRM 29,000 15,400
NORTHROP CORP X KRM 35,000 30,000
NOKIA CORP ADR X KRM 22,094 106,584
</TABLE>
Page 26 of 40
<PAGE> 29
<TABLE>
<S> <C> <C> <C> <C>
NORFOLK SOUTHERN CO COMMON 655844108 385,486 25,915 N
NATIONAL SERVICES INDUSTRI COMMON 637657107 218,460 10,923 N
NORTEL NETWORK COMMON 656568102 4,753,885 69,654 N
NETWORK APPLIANCE COMMON 64120L104 943,702 11,723 N
NTL INC COMMON 629407107 853,818 14,260 N
NORTHERN TRUST CORP COMMON 665859104 1,323,056 20,335 N
NUMED HOME HEALTH CARE COMMON 67052T201 30,204 328,300 N
NOVELLUS SYSTEMS INC COMMON 670008101 607,712 10,744 N
NOVARTIS A G ADR COMMON 66987V109 346,560 8,664 N
NEW ARCADIA RESOURCES LTD COMMON 642005102 2,669 41,700 N
NEWELL RUBBERMAID INC COMMON 651229106 8,819,530 342,506 N
NEWS LIMITED ADR NEW COMMON 652487703 499,657 9,168 N
NEXTEL COMMUNICATIONS INC COMMON 65332V103 1,343,689 21,960 N
NEW YORK TIMES CO COMMON 650111107 16,104,150 407,700 N
OAK HILL FINANCIAL CORP COMMON 671337103 293,429 20,959 N
QUAKER OATS CO COMMON 747402105 590,483 7,860 N
OMNICARE INC COMMON 681904108 304,100 33,554 N
OLD KENT FINANCIAL CORP COMMON 679833103 2,000,606 74,789 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
NORFOLK SOUTHERN CO X KRM 1,008 24,907
NATIONAL SERVICES INDUSTRI X KRM 125 10,798
NORTEL NETWORK X KRM 10,598 59,056
NETWORK APPLIANCE X KRM 11,723
NTL INC X KRM 14,260
NORTHERN TRUST CORP X KRM 2,305 18,030
NUMED HOME HEALTH CARE X KRM 328,300
NOVELLUS SYSTEMS INC X KRM 690 10,054
NOVARTIS A G ADR X KRM 60 8,604
NEW ARCADIA RESOURCES LTD X KRM 41,700
NEWELL RUBBERMAID INC X KRM 61,800 280,706
NEWS LIMITED ADR NEW X KRM 85 9,083
NEXTEL COMMUNICATIONS INC X KRM 8,950 13,010
NEW YORK TIMES CO X KRM 221,850 185,850
OAK HILL FINANCIAL CORP X KRM 8,125 12,834
QUAKER OATS CO X KRM 7,860
OMNICARE INC X KRM 33,554
OLD KENT FINANCIAL CORP X KRM 67,697 7,092
</TABLE>
Page 27 of 40
<PAGE> 30
<TABLE>
<S> <C> <C> <C> <C>
OM GROUP INC COMMON 670872100 361,680 8,220 N
BANC ONE CORP COMMON 06423A103 10,824,239 407,493 N
ORACLE SYSTEMS CORP COMMON 68389X105 16,720,215 198,901 N
OLD REPUBLIC INTERNATIONAL COMMON 680223104 539,385 32,690 N
OXFORD HEALTH PLANS COMMON 691471106 229,795 9,650 N
OCCIDENTAL PETROLEUM CORP COMMON 674599105 3,190,118 151,456 N
PHILLIPS PETROLEUM CO COMMON 718507106 930,632 18,360 N
PHILLIPS PETROLEUM CO COMMON 718507106 205,286 4,050 N
PAYCHEX INC COMMON 704326107 456,687 10,874 N
PITNEY BOWES INC COMMON 724479100 22,594,840 564,871 N
PROVIDENT BANKSHARES CORP COMMON 743859100 1,403,555 103,967 N
PACIFIC CENTURY CYBERWORKS COMMON Y6801N100 780,000 400,000 N
SPRINT CORPORATION PCS GRP COMMON 852061506 675,861 11,359 N
PATTERSON DENTAL COMMON 703412106 837,675 16,425 N
PRIDE INTERNATIONAL INC COMMON 741932107 1,286,381 51,975 N
PENDAIRIES PETROLEUM LTD COMMON 706905106 78,638 23,300 N
PECO ENERGY COMPANY COMMON 693304107 6,707,229 166,379 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
OM GROUP INC X KRM 8,220
BANC ONE CORP X KRM 302,669 104,824
ORACLE SYSTEMS CORP X KRM 26,198 172,703
OLD REPUBLIC INTERNATIONAL X KRM 31,050 1,640
OXFORD HEALTH PLANS X KRM 9,650
OCCIDENTAL PETROLEUM CORP X KRM 150,000 1,456
PHILLIPS PETROLEUM CO X KRM 18,360
PHILLIPS PETROLEUM CO X KRM 4,050
PAYCHEX INC X KRM 428 10,446
PITNEY BOWES INC X KRM 284,500 280,371
PROVIDENT BANKSHARES CORP X KRM 78,820 25,147
PACIFIC CENTURY CYBERWORKS X KRM 400,000
SPRINT CORPORATION PCS GRP X KRM 100 11,259
PATTERSON DENTAL X KRM 16,425
PRIDE INTERNATIONAL INC X KRM 51,975
PENDAIRIES PETROLEUM LTD X KRM 23,300
PECO ENERGY COMPANY X KRM 165,479 900
</TABLE>
Page 28 of 40
<PAGE> 31
<TABLE>
<S> <C> <C> <C> <C>
PEPSICO INC COMMON 713448108 9,553,637 214,988 N
PFIZER INC COMMON 717081103 28,764,513 599,261 N
PROVIDENT FINANCIAL GROUP COMMON 743866105 7,112,682 298,689 N
PROCTER & GAMBLE CO COMMON 742718109 46,302,483 808,777 N
PROGRESSIVE CORP OHIO COMMON 743315103 1,723,096 23,285 N
PARKER HANNIFIN CORP COMMON 701094104 4,493,977 131,211 N
PHARMACIA CORP COMMON 71713U102 2,715,998 52,546 N
PRIORITY HEALTHCARE CORP COMMON 74264T102 450,040 6,056 N
PRIORITY HEALTHCARE COMMON 74264T201 795,891 12,151 N
KONINKLIJKE PHILIPS COMMON 500472204 962,350 20,260 N
PULTE CORPORATION COMMON 745867101 4,325,000 200,000 N
PIONEER STANDARD COMMON 723877106 824,776 55,917 N
PROTECTIVE LIFE CORP COMMON 743674103 2,368,294 88,950 N
PALL CORP COMMON 696429307 1,959,150 105,900 N
POLYMEDICA INDUSTRIES INC COMMON 731738100 221,656 5,125 N
PMC-SIERRA INC COMMON 69344F106 393,934 2,217 N
PMI GROUP INC COMMON 69344M101 4,750,000 100,000 N
PNC BANK CORP COMMON 693475105 1,198,688 25,572 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
PEPSICO INC X KRM 41,436 173,552
PFIZER INC X KRM 84,189 515,072
PROVIDENT FINANCIAL GROUP X KRM 232,258 66,431
PROCTER & GAMBLE CO X KRM 69,114 739,663
PROGRESSIVE CORP OHIO X KRM 1,200 22,085
PARKER HANNIFIN CORP X KRM 21,550 109,661
PHARMACIA CORP X KRM 6,552 45,994
PRIORITY HEALTHCARE CORP X KRM 6,056
PRIORITY HEALTHCARE X KRM 12,151
KONINKLIJKE PHILIPS X KRM 20,260
PULTE CORPORATION X KRM 200,000
PIONEER STANDARD X KRM 53,917 2,000
PROTECTIVE LIFE CORP X KRM 64,800 24,150
PALL CORP X KRM 26,900 79,000
POLYMEDICA INDUSTRIES INC X KRM 5,125
PMC-SIERRA INC X KRM 2,217
PMI GROUP INC X KRM 100,000
PNC BANK CORP X KRM 7,664 17,908
</TABLE>
Page 29 of 40
<PAGE> 32
<TABLE>
<S> <C> <C> <C> <C>
PENTAIR INC COMMON 709631105 4,419,750 124,500 N
PENWEST PHARMACEUTICALS CO COMMON 709754105 409,464 40,690 N
PROGRESS SOFTWARE CORP COMMON 743312100 2,017,128 112,450 N
PEOPLESOFT INC COMMON 712713106 336,122 20,067 N
PSINET INC COMMON 74437C101 538,680 21,440 N
PROVIDIAN FINANCIAL CORP COMMON 74406A102 28,315,620 314,618 N
PAINE WEBBER GROUP COMMON 695629105 5,687,500 125,000 N
QUANTA SERVICES COMMON 74762E102 498,740 9,068 N
PRAXAIR INC COMMON 74005P104 1,565,845 41,825 N
PRISON REALTY TRUST INC COMMON 74264N105 322,993 105,450 N
QWEST COMMUNICATIONS COMMON 749121109 4,415,872 88,872 N
QUALCOMM INC COMMON 747525103 6,046,320 100,772 N
QUALITY DINING INC COMMON 74756P105 111,300 32,525 N
Q LOGIC CORP COMMON 747277101 263,591 3,990 N
NASDAQ - 100 SHARES COMMON 631100104 246,995 2,651 N
ROYAL CARIBBEAN COMMON V7780T103 5,600,690 302,740 N
ROYAL DUTCH PETROLEUM CO COMMON 780257804 5,085,104 82,600 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
PENTAIR INC X KRM 108,000 16,500
PENWEST PHARMACEUTICALS CO X KRM 40,690
PROGRESS SOFTWARE CORP X KRM 82,400 30,050
PEOPLESOFT INC X KRM 18,067 2,000
PSINET INC X KRM 200 21,240
PROVIDIAN FINANCIAL CORP X KRM 232,021 82,597
PAINE WEBBER GROUP X KRM 125,000
QUANTA SERVICES X KRM 9,068
PRAXAIR INC X KRM 3,675 38,150
PRISON REALTY TRUST INC X KRM 92,650 12,800
QWEST COMMUNICATIONS X KRM 20,814 68,058
QUALCOMM INC X KRM 60,243 40,529
QUALITY DINING INC X KRM 31,700 825
Q LOGIC CORP X KRM 3,990
NASDAQ - 100 SHARES X KRM 2,651
ROYAL CARIBBEAN X KRM 194,000 108,740
ROYAL DUTCH PETROLEUM CO X KRM 15,435 67,165
</TABLE>
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<PAGE> 33
<TABLE>
<S> <C> <C> <C> <C>
THE READERS DIGEST ASSOC I COMMON 755267101 475,013 11,950 N
THE REYNOLDS & REYNOLDS CO COMMON 761695105 2,518,238 137,986 N
ROGERS COMMUNICATIONS INC COMMON 775109200 310,650 10,900 N
REHABCARE CORP COMMON 759148109 1,167,663 42,850 N
ROBERT HALF INTERNATIONAL COMMON 770323103 570,000 20,000 N
TRANSOCEAN SEDCO FOREX COMMON G90078109 1,602,873 29,995 N
RJ REYNOLDS TOBACCO HLDGS COMMON 76182K105 462,403 16,551 N
COORS ADOLPH CO COMMON 217016104 16,194,338 267,675 N
RELIASTAR FINANCIAL CORP COMMON 75952U103 1,906,908 36,365 N
RAMBUS INC COMMON 750917106 3,893,400 37,800 N
ROHM & HAAS CO COMMON 775371107 12,027,701 348,629 N
RPM INC OHIO COMMON 749685103 410,457 40,539 N
RANGE RESOURCES CORP COMMON 75281A109 488,438 156,300 N
RELIANCE STEEL & ALUMINUM COMMON 759509102 2,157,797 112,826 N
ROSLIN BANCORP COMMON 778162107 2,391,696 144,000 N
REUTERS GROUP PLC ADR COMMON 76132M102 282,025 2,822 N
RYDEX OTX ADVISOR CLASS EQUITY 783554520 241,173 8,783 N
SEARS ROEBUCK AND CO COMMON 812387108 307,882 9,437 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
THE READERS DIGEST ASSOC I X KRM 500 11,450
THE REYNOLDS & REYNOLDS CO X KRM 60,000 77,986
ROGERS COMMUNICATIONS INC X KRM 8,100 2,800
REHABCARE CORP X KRM 42,850
ROBERT HALF INTERNATIONAL X KRM 20,000
TRANSOCEAN SEDCO FOREX X KRM 1,258 28,737
RJ REYNOLDS TOBACCO HLDGS X KRM 433 16,118
COORS ADOLPH CO X KRM 251,000 16,675
RELIASTAR FINANCIAL CORP X KRM 23,200 13,165
RAMBUS INC X KRM 34,000 3,800
ROHM & HAAS CO X KRM 118,497 230,132
RPM INC OHIO X KRM 4,515 36,024
RANGE RESOURCES CORP X KRM 156,300
RELIANCE STEEL & ALUMINUM X KRM 81,800 31,026
ROSLIN BANCORP X KRM 110,800 33,200
REUTERS GROUP PLC ADR X KRM 484 2,338
RYDEX OTX ADVISOR CLASS X KRM 8,783
SEARS ROEBUCK AND CO X KRM 9,437
</TABLE>
Page 31 of 40
<PAGE> 34
<TABLE>
<S> <C> <C> <C> <C>
SONIC AUTOMOTIVE INC COMMON 83545G102 115,430 10,800 N
SANMINA CORP COMMON 800907107 509,580 5,960 N
SBC COMMUNICATIONS INC COMMON 78387G103 27,155,092 627,863 N
SMITHKLINE BEECHAM AMERICA COMMON 832378301 490,865 7,530 N
SYMBOL TECHNOLOGIES COMMON 871508107 1,547,289 28,654 N
SHELL TRANSPORTATION & COMMON 822703609 1,554,570 31,130 N
SCANA CORP COMMON 80589M102 669,831 27,765 N
THE CHARLES SCHWAB CORP COMMON 808513105 603,906 17,960 N
S C I SYSTEMS INC COMMON 783890106 791,362 20,194 N
STOLT COMEX S A COMMON L8873E103 327,347 23,175 N
SANTA FE INTERNATIONAL COMMON G7805C108 216,616 6,200 N
SDL INC COMMON 784076101 229,576 805 N
SUNGARD DATA SYSTEMS INC COMMON 867363103 409,200 13,200 N
SOUTHDOWN INC COMMON 841297104 3,613,707 62,575 N
SIEBEL SYSTEMS INC COMMON 826170102 670,772 4,101 N
GENERAL SEMICONDUCTOR INC COMMON 370787103 629,088 42,650 N
SCIENTIFIC ATLANTA INC COMMON 808655104 852,429 11,442 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
SONIC AUTOMOTIVE INC X KRM 10,800
SANMINA CORP X KRM 5,960
SBC COMMUNICATIONS INC X KRM 244,973 382,890
SMITHKLINE BEECHAM AMERICA X KRM 900 6,630
SYMBOL TECHNOLOGIES X KRM 28,654
SHELL TRANSPORTATION & X KRM 30,080 1,050
SCANA CORP X KRM 27,765
THE CHARLES SCHWAB CORP X KRM 2,700 15,260
S C I SYSTEMS INC X KRM 20,194
STOLT COMEX S A X KRM 22,175 1,000
SANTA FE INTERNATIONAL X KRM 1,200 5,000
SDL INC X KRM 805
SUNGARD DATA SYSTEMS INC X KRM 13,200
SOUTHDOWN INC X KRM 48,925 13,650
SIEBEL SYSTEMS INC X KRM 4,101
GENERAL SEMICONDUCTOR INC X KRM 23,000 19,650
SCIENTIFIC ATLANTA INC X KRM 11,442
</TABLE>
Page 32 of 40
<PAGE> 35
<TABLE>
<S> <C> <C> <C> <C>
SANTA FE SNYDER CORP COMMON 80218K105 1,060,219 93,206 N
SFX ENTERTAINMENT INC CL A COMMON 784178105 2,039,085 45,000 N
SFX BROADCASTING INC CL A COMMON 784174104 1,006,717 13,334 N
SILICON GAMING INC COMMON 827054107 32,889 88,888 N
SCHERING PLOUGH CORP COMMON 806605101 8,290,030 164,159 N
A SCHULMAN INC COMMON 808194104 258,148 21,400 N
SHERWIN WILLIAMS CO COMMON 824348106 20,719,746 977,900 N
SHAW INDUSTRIES COMMON 820286102 188,513 15,081 N
SMITH INTERNATIONAL INC COMMON 832110100 764,537 10,500 N
SILICON VALLEY BANCSHARES COMMON 827064106 513,162 12,039 N
SAKS INC COMMON 79377W108 382,200 36,400 N
SCHLUMBERGER LIMITED COMMON 806857108 2,292,480 30,720 N
SARA LEE CORP COMMON 803111103 7,731,670 400,335 N
SOLECTRON CORP COMMON 834182107 2,800,139 66,869 N
SMARTDISK CORP COMMON 83169Q105 449,378 16,341 N
SOUTHERN MINERAL CORP CONV C 843367AA1 8,625 25,000 N
SANDISK CORP COMMON 80004C101 472,310 7,719 N
SOUTHERN CO COMMON 842587107 1,076,968 46,196 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
SANTA FE SNYDER CORP X KRM 79,300 13,906
SFX ENTERTAINMENT INC CL A X KRM 45,000
SFX BROADCASTING INC CL A X KRM 13,334
SILICON GAMING INC X KRM 88,888
SCHERING PLOUGH CORP X KRM 36,134 128,025
A SCHULMAN INC X KRM 20,000 1,400
SHERWIN WILLIAMS CO X KRM 475,775 502,125
SHAW INDUSTRIES X KRM 15,081
SMITH INTERNATIONAL INC X KRM 10,500
SILICON VALLEY BANCSHARES X KRM 12,039
SAKS INC X KRM 36,400
SCHLUMBERGER LIMITED X KRM 4,310 26,410
SARA LEE CORP X KRM 221,215 179,120
SOLECTRON CORP X KRM 17,197 49,672
SMARTDISK CORP X KRM 150 16,191
SOUTHERN MINERAL CORP X KRM 25,000
SANDISK CORP X KRM 7,719
SOUTHERN CO X KRM 30,600 15,596
</TABLE>
Page 33 of 40
<PAGE> 36
<TABLE>
<S> <C> <C> <C> <C>
SOLUTIA INC COMMON 834376105 350,625 25,500 N
SOMERSET GROUP INC COMMON 834706103 217,722 9,953 N
RMS TITANIC INC COMMON 749612107 945,188 504,100 N
SOUTHTRUST CORP COMMON 844730101 395,938 17,500 N
ST PAUL COMPANIES INC COMMON 792860108 1,221,265 35,788 N
SIMON PROPERTY GROUP INC COMMON 828806109 5,473,779 246,700 N
SPIEKER PROPERTIES INC COMMON 848497103 614,100 13,350 N
SPX CORP COMMON 784635104 242,359 2,004 N
SIERRA POWER RESOURCES COMMON 826428104 504,304 40,142 N
SILICON STORAGE TECHNOLOGY COMMON 827057100 406,240 4,600 N
STERIS CORP COMMON 859152100 351,450 39,600 N
SUNTERRA CORP COMMON 86787D109 14,490 63,000 N
SUNTRUST BANKS INC COMMON 867914103 9,229,524 202,012 N
STEEL DYNAMICS INC COMMON 858119100 164,720 18,175 N
QUESTAR CORP COMMON 748356102 284,813 14,700 N
STERLING FINANCIAL CORP COMMON 859319105 270,250 23,500 N
STATE STREET CORP COMMON 857477103 1,134,131 10,693 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
SOLUTIA INC X KRM 5,500 20,000
SOMERSET GROUP INC X KRM 9,953
RMS TITANIC INC X KRM 504,100
SOUTHTRUST CORP X KRM 17,500
ST PAUL COMPANIES INC X KRM 30,394 5,394
SIMON PROPERTY GROUP INC X KRM 245,300 1,400
SPIEKER PROPERTIES INC X KRM 5,450 7,900
SPX CORP X KRM 1,800 204
SIERRA POWER RESOURCES X KRM 40,142
SILICON STORAGE TECHNOLOGY X KRM 31 4,569
STERIS CORP X KRM 39,600
SUNTERRA CORP X KRM 63,000
SUNTRUST BANKS INC X KRM 93,500 108,512
STEEL DYNAMICS INC X KRM 10,125 8,050
QUESTAR CORP X KRM 14,700
STERLING FINANCIAL CORP X KRM 23,500
STATE STREET CORP X KRM 1,750 8,943
</TABLE>
Page 34 of 40
<PAGE> 37
<TABLE>
<S> <C> <C> <C> <C>
SUPERIOR FINANCIAL CORP COMMON 868161100 226,351 22,150 N
SUN COMMUNITIES INC COMMON 866674104 759,878 22,725 N
SUN MICROSYSTEMS INC COMMON 866810104 101,055,762 1,111,260 N
SAVOIR TECHNOLOGY GROUP IN COMMON 80533W107 1,000,827 141,700 N
SUPER VALUE STORES (NEW) COMMON 868536103 4,126,187 216,450 N
SOUTHWEST BANCORPORATION COMMON 84476R109 217,875 10,500 N
SAFEWAY INCORPORATED COMMON 786514208 428,715 9,527 N
SYBRON CORP COMMON 87114F106 4,656,055 235,000 N
SYSCO CORP COMMON 871829107 401,199 9,524 N
SUIZA FOODS CORP COMMON 865077101 255,372 5,225 N
A T & T CORP COMMON 001957109 5,488,238 173,541 N
THE TIMBERLAND CO COMMON 887100105 4,089,451 57,750 N
TELEPHONE & DATA SYS COMMON 879433100 15,782,940 157,436 N
TIDEWATER INC COMMON 886423102 259,200 7,200 N
NATIONAL GOLF PROPERTIES COMMON 63623G109 2,274,107 107,650 N
TELEFONICA S A ADR COMMON 879382208 815,146 12,724 N
TERADYNE INC COMMON 880770102 283,710 3,860 N
TERAYON COMMUNICATIONS COMMON 880775101 934,412 14,547 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR FINANCIAL CORP X KRM 16,500 5,650
SUN COMMUNITIES INC X KRM 20,300 2,425
SUN MICROSYSTEMS INC X KRM 450,623 660,637
SAVOIR TECHNOLOGY GROUP IN X KRM 111,000 30,700
SUPER VALUE STORES (NEW) X KRM 213,950 2,500
SOUTHWEST BANCORPORATION X KRM 10,500
SAFEWAY INCORPORATED X KRM 150 9,377
SYBRON CORP X KRM 235,000
SYSCO CORP X KRM 836 8,688
SUIZA FOODS CORP X KRM 3,325 1,900
A T & T CORP X KRM 12,899 160,642
THE TIMBERLAND CO X KRM 43,000 14,750
TELEPHONE & DATA SYS X KRM 148,386 9,050
TIDEWATER INC X KRM 7,200
NATIONAL GOLF PROPERTIES X KRM 81,100 26,550
TELEFONICA S A ADR X KRM 5,090 7,634
TERADYNE INC X KRM 700 3,160
TERAYON COMMUNICATIONS X KRM 14,547
</TABLE>
Page 35 of 40
<PAGE> 38
<TABLE>
<S> <C> <C> <C> <C>
TRIUMPH GROUP INC COMMON 896818101 2,170,069 77,850 N
TRIAD GUARANTY INC COMMON 895925105 219,058 9,550 N
TARGET CP COMMON 87612E106 10,637,954 183,413 N
TENET HEALTHCARE CORP COMMON 88033G100 5,871,150 217,450 N
FIRST FINANCIAL CORP COMMON 320218100 256,383 8,406 N
HOUSTON EXPLORATION CO COMMON 442120101 1,691,540 67,325 N
TIFFANY & CO NEW COMMON 886547108 360,788 5,345 N
THOMAS INDUSTRIES INC COMMON 884425109 1,744,037 98,600 N
TEMPLE INLAND INC COMMON 879868107 860,580 20,490 N
TELLABS INC COMMON 879664100 5,238,518 76,544 N
THORNBURG MORTGAGE ASSET COMMON 885218107 175,639 24,435 N
TECHNITROL INC COMMON 878555101 6,103,126 63,000 N
TOMMY HILFIGER CORP COMMON G8915Z102 3,207,488 427,665 N
TOSCO CORP COMMON 891490302 433,189 15,300 N
STATOSHERE CORP COMMON 863106100 600 10,000 N
TOOTSIE ROLL INDUSTRIES IN COMMON 890516107 446,046 12,744 N
TRIBUNE CO NEW COMMON 896047107 1,149,855 32,853 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
TRIUMPH GROUP INC X KRM 58,400 19,450
TRIAD GUARANTY INC X KRM 5,600 3,950
TARGET CP X KRM 153,825 29,588
TENET HEALTHCARE CORP X KRM 217,150 300
FIRST FINANCIAL CORP X KRM 8,406
HOUSTON EXPLORATION CO X KRM 46,050 21,275
TIFFANY & CO NEW X KRM 115 5,230
THOMAS INDUSTRIES INC X KRM 67,700 30,900
TEMPLE INLAND INC X KRM 20,356 134
TELLABS INC X KRM 6,004 70,540
THORNBURG MORTGAGE ASSET X KRM 24,435
TECHNITROL INC X KRM 43,300 19,700
TOMMY HILFIGER CORP X KRM 115,450 312,215
TOSCO CORP X KRM 15,300
STATOSHERE CORP X KRM 10,000
TOOTSIE ROLL INDUSTRIES IN X KRM 136 12,608
TRIBUNE CO NEW X KRM 12,560 20,293
</TABLE>
Page 36 of 40
<PAGE> 39
<TABLE>
<S> <C> <C> <C> <C>
TRINITY INDUSTRIES INC COMMON 896522109 1,298,700 70,200 N
TRW INC COMMON 872649108 1,097,388 25,300 N
COMPUTER TASK GROUP INC COMMON 205477102 106,446 21,024 N
TOWER AUTOMOTIVE INC COMMON 891707101 1,723,438 137,875 N
TIME WARNER INC COMMON 887315109 7,010,240 92,240 N
TEXACO INC COMMON 881694103 2,029,943 38,121 N
TEXAS BIOTECHNOLOGY CORP COMMON 88221T104 674,101 35,479 N
TRANSWITCH CORP COMMON 894065101 320,330 4,150 N
TEXAS INSTRUMENTS INC COMMON 882508104 3,982,324 57,977 N
TEXTRON INC COMMON 883203101 23,388,862 430,631 N
TYCO INTERNATIONAL LTD NEW COMMON 902124106 30,009,504 633,446 N
UAL CORP NEW COMMON 902549500 220,067 3,782 N
UCBH HOLDINGS INC COMMON 90262T308 253,536 9,500 N
UTILICORP UNITED INC COMMON 918005109 639,141 32,158 N
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 234,980 9,470 N
UNIVERSAL FOODS CORP COMMON 913538104 259,000 14,000 N
UNIVERSAL HEALTH SERVICES COMMON 913903100 4,537,513 69,275 N
MEDIA ONE GROUP INC COMMON 58440J104 910,711 13,669 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
TRINITY INDUSTRIES INC X KRM 70,200
TRW INC X KRM 20,000 5,300
COMPUTER TASK GROUP INC X KRM 525 20,499
TOWER AUTOMOTIVE INC X KRM 109,200 28,675
TIME WARNER INC X KRM 33,411 58,829
TEXACO INC X KRM 5,392 32,729
TEXAS BIOTECHNOLOGY CORP X KRM 300 35,179
TRANSWITCH CORP X KRM 4,150
TEXAS INSTRUMENTS INC X KRM 8,052 49,925
TEXTRON INC X KRM 222,625 208,006
TYCO INTERNATIONAL LTD NEW X KRM 208,206 425,240
UAL CORP NEW X KRM 2,533 1,249
UCBH HOLDINGS INC X KRM 2,700 6,800
UTILICORP UNITED INC X KRM 58 32,100
ULTRAMAR DIAMOND SHAMROCK X KRM 2,120 7,350
UNIVERSAL FOODS CORP X KRM 14,000
UNIVERSAL HEALTH SERVICES X KRM 55,500 13,775
MEDIA ONE GROUP INC X KRM 9,439 4,230
</TABLE>
Page 37 of 40
<PAGE> 40
<TABLE>
<S> <C> <C> <C> <C>
U N B CORP COMMON 903056109 1,105,119 86,676 N
UNITED HEALTHCARE INC COMMON 91324P102 3,423,826 39,928 N
UNION PACIFIC CORP COMMON 907818108 346,964 9,330 N
URS CORPORATION COMMON 903236107 1,647,763 108,050 N
USA NETWORKS INCORPORATED COMMON 902984103 9,116,624 421,578 N
US BANCORP COMMON 902973106 287,191 14,919 N
U S FREIGHTWAYS CORP COMMON 916906100 1,317,191 53,625 N
UNITED STATIONERS INC COMMON 913004107 745,435 23,025 N
U S WEST COMMUNICATIONS COMMON 91273H101 862,731 10,061 N
UNITED TECHNOLOGIES CORP COMMON 913017109 381,864 6,486 N
VIACOM INC CLASS A COMMON COMMON 925524100 3,303,470 48,314 N
VIACOM INC CLASS B COMMON COMMON 925524308 3,376,942 49,524 N
VISX INC COMMON 92844S105 303,080 10,800 N
SEAGRAMS CO LIMITED COMMON 811850106 735,150 12,675 N
VODAFONE AIRTOUCH PLC COMMON 92857T107 3,398,621 82,017 N
VODAFONE AIRTOUCH PUBLIC COMMON G9387S105 78,926 19,000 N
VINTAGE PETROLEUM INC COMMON 927460105 2,122,050 94,050 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
U N B CORP X KRM 86,676
UNITED HEALTHCARE INC X KRM 39,928
UNION PACIFIC CORP X KRM 9,330
URS CORPORATION X KRM 90,200 17,850
USA NETWORKS INCORPORATED X KRM 394,018 27,560
US BANCORP X KRM 2,400 12,519
U S FREIGHTWAYS CORP X KRM 38,000 15,625
UNITED STATIONERS INC X KRM 13,300 9,725
U S WEST COMMUNICATIONS X KRM 818 9,243
UNITED TECHNOLOGIES CORP X KRM 2,156 4,330
VIACOM INC CLASS A COMMON X KRM 40,464 7,850
VIACOM INC CLASS B COMMON X KRM 2,214 47,310
VISX INC X KRM 4,000 6,800
SEAGRAMS CO LIMITED X KRM 1,185 11,490
VODAFONE AIRTOUCH PLC X KRM 15,255 66,762
VODAFONE AIRTOUCH PUBLIC X KRM 19,000
VINTAGE PETROLEUM INC X KRM 56,400 37,650
</TABLE>
Page 38 of 40
<PAGE> 41
<TABLE>
<S> <C> <C> <C> <C>
VERISIGN INCORPORATED COMMON 92343E102 1,443,241 8,177 N
VARIAN SEMICONDUCTOR COMMON 922207105 550,305 8,761 N
VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,000,652 26,376 N
VESTA INSURANCE GROUP INC COMMON 925391104 92,820 15,000 N
VITESSE SEMICONDUCTOR COMMON 928497106 1,342,377 18,248 N
VECTREN CORP COMMON 92240G101 481,913 27,937 N
VIATEL INC COMMON 925529208 439,470 15,386 N
WALGREEN CO COMMON 931422109 22,423,513 696,642 N
WACHOVIA CORPORATION COMMON 929771103 665,648 12,270 N
WORLDCOM INC COMMON 98157D106 38,081,206 830,108 N
MCI WORLDCOM INC COMMON 55268B106 1,241,700 33,002 N
WENDYS INTERNATIONAL INC COMMON 950590109 8,384,579 470,700 N
WELLS FARGO & CO COMMON 949746101 24,380,144 629,165 N
WHIRLPOOL CORP COMMON 963320106 4,930,361 105,745 N
WELLPOINT HEALTH NETWORKS COMMON 94973H108 5,795,040 80,000 N
WASHINGTON MUTUAL SAVINGS COMMON 939322103 420,449 14,561 N
THE WILLIAMS COMPANIES COMMON 969457100 2,592,368 62,185 N
WAL MART STORES INC COMMON 931142103 6,374,074 110,613 N
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
VERISIGN INCORPORATED X KRM 50 8,127
VARIAN SEMICONDUCTOR X KRM 8,761
VISHAY INTERTECHNOLOGY INC X KRM 75 26,301
VESTA INSURANCE GROUP INC X KRM 15,000
VITESSE SEMICONDUCTOR X KRM 432 17,816
VECTREN CORP X KRM 21,700 6,237
VIATEL INC X KRM 150 15,236
WALGREEN CO X KRM 298,280 398,362
WACHOVIA CORPORATION X KRM 840 11,430
WORLDCOM INC X KRM 304,632 525,476
MCI WORLDCOM INC X KRM 33,000 2
WENDYS INTERNATIONAL INC X KRM 358,050 112,650
WELLS FARGO & CO X KRM 280,846 348,319
WHIRLPOOL CORP X KRM 101,000 4,745
WELLPOINT HEALTH NETWORKS X KRM 80,000
WASHINGTON MUTUAL SAVINGS X KRM 13,835 726
THE WILLIAMS COMPANIES X KRM 23,550 38,635
WAL MART STORES INC X KRM 24,834 85,779
</TABLE>
Page 39 of 40
<PAGE> 42
<TABLE>
<S> <C> <C> <C> <C>
WYNN INTERNATIONAL INC COMMON 983195108 3,073,090 135,450 N
WORTHINGTON INDUSTRIES COMMON 981811102 1,022,826 97,412 N
WATSCO INC CLASS A COMMON 942622200 1,763,750 141,100 N
WM WRIGLEY JR CO COMMON 982526105 323,880 4,039 N
WEYERHAEUSER CO COMMON 962166104 3,693,700 85,900 N
XL CAPITAL LIMITED COMMON G98255105 5,394,909 99,675 N
XCELERA.COM INC COMMON G31611109 851,020 25,030 N
XILINX INC COMMON 983919101 5,193,460 62,903 N
EXXON MOBIL CP COMMON 30231G102 35,988,090 458,447 N
XEROX CORP COMMON 984121103 573,115 27,620 N
SELIGMAN NEW TECH FUND II EQUITY 81634R104 411,684 17,400 N
EXTENDED SYSTEMS INC COMMON 301973103 1,076,832 11,217 N
YAHOO INC COMMON 984332106 1,607,526 12,977 N
ZEBRA TECHNOLOGIES COMMON 989207105 525,330 11,855 N
ZILA INC COMMON 989513205 64,821 17,000 N
-------------
2,998,779,434
</TABLE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
WYNN INTERNATIONAL INC X KRM 100,000 35,450
WORTHINGTON INDUSTRIES X KRM 60,000 37,412
WATSCO INC CLASS A X KRM 91,500 49,600
WM WRIGLEY JR CO X KRM 200 3,839
WEYERHAEUSER CO X KRM 85,400 500
XL CAPITAL LIMITED X KRM 16,850 82,825
XCELERA.COM INC X KRM 200 24,830
XILINX INC X KRM 4,956 57,947
EXXON MOBIL CP X KRM 108,513 349,934
XEROX CORP X KRM 12,100 15,520
SELIGMAN NEW TECH FUND II X KRM 17,400
EXTENDED SYSTEMS INC X KRM 11,217
YAHOO INC X KRM 59 12,918
ZEBRA TECHNOLOGIES X KRM 7,480 4,375
ZILA INC X KRM 17,000
</TABLE>
Page 40 of 40
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