United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: 09/30/98
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: CIMCO Inc.
Address: 5910 Mineral Point Road
Madison, WI 53705
13F File Number: 28-3832
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 this Report on Behalf of Reporting Manager:
Name: Michael S. Daubs
Title: President
Phone: (608) 231-7500
Signature, Place, and Date of Signing:
/s/ Michael S. Daubs
Madison, Wisconsin
October 28, 1998
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:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 318
Form 13F Information Table Value Total: 1,614,342,878
List of Other Included Managers:
No. 13F File Number: Name:
1 CUNA Mutual Pension Fund
2 Ultra Series Fund
3 MEMBERS Mutual Funds
<PAGE>
<TABLE>
FORM 13F INFORMATION TABLE
<CAPTION>
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Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
- ---------- -------- -------- ---------- --------- ---------- -------- -----------------
Name of Title of CUSIP Fair Market Shrs or Investment Other Voting Authority
Issuer class Value prn amt discretion managers _________________
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
AETNA INC. Common 008117103 $4,937,975 71,050 71,050 71,050
AETNA INC. Common 008117103 $30,420,150 437,700 437,700 2 437,700
AETNA INC. Common 008117103 $889,600 12,800 12,800 3 12,800
AIRTOUCH COMMUNICATIONS Common 00949T100 $7,333,050 128,650 128,650 128,650
AIRTOUCH COMMUNICATIONS Common 00949T100 $36,850,500 646,500 646,500 2 646,500
AIRTOUCH COMMUNICATIONS Common 00949T100 $1,026,000 18,000 18,000 3 18,000
ALLSTATE CORP. Common 020002101 $4,504,659 108,546 108,546 108,546
ALLSTATE CORP. Common 020002101 $27,254,959 656,746 656,746 2 656,746
ALLSTATE CORP. Common 020002101 $830,000 20,000 20,000 3 20,000
ALZA Common 022615108 $2,984,200 68,800 68,800 68,800
ALZA Common 022615108 $8,167,513 188,300 188,300 2 188,300
ALZA Common 022615108 $199,525 4,600 4,600 3 4,600
AMERICAN GENERAL CORP. Common 026351106 $95,813 1,500 1,500 1,500
AMERICAN HOME PRODUCTS Common 026609107 $2,678,613 50,900 50,900 50,900
AMERICAN HOME PRODUCTS Common 026609107 $26,933,475 511,800 511,800 2 511,800
AMERICAN HOME PRODUCTS Common 026609107 $836,738 15,900 15,900 3 15,900
AMERITECH Common 030954101 $1,425,000 30,000 30,000 30,000
AMERITECH Common 030954101 $13,247,750 278,900 278,900 2 278,900
AMERITECH Common 030954101 $384,750 8,100 8,100 3 8,100
AMOCO CORP. Common 031905102 $1,508,500 28,000 28,000 28,000
AMOCO CORP. Common 031905102 $12,418,188 230,500 230,500 2 230,500
AMOCO CORP. Common 031905102 $344,800 6,400 6,400 3 6,400
ANHEUSER-BUSCH COS INC. Common 035229103 $97,200 1,800 1,800 1,800
ATLANTIC RICHFIELD CO. Common 048825103 $191,531 2,700 2,700 2,700
BALTIMORE GAS & ELECTRIC Common 059165100 $153,525 4,600 4,600 4,600
BANC ONE CORP Common 059438101 $3,480,299 82,010 82,010 82,010
BANC ONE CORP Common 059438101 $23,979,310 565,050 565,050 2 565,050
BANC ONE CORP Common 059438101 $765,148 18,030 18,030 3 18,030
BANKAMERICA CORP. Common 066050105 $823,713 13,700 13,700 13,700
BANKAMERICA CORP. Common 066050105 $10,082,963 167,700 167,700 2 167,700
BANKAMERICA CORP. Common 066050105 $360,750 6,000 6,000 3 6,000
BANKERS TRUST CORP Common 066365107 $1,657,900 28,100 28,100 28,100
BANKERS TRUST CORP Common 066365107 $11,994,700 203,300 203,300 2 203,300
BANKERS TRUST CORP Common 066365107 $407,100 6,900 6,900 3 6,900
BAXTER INTERNATIONAL INC Common 071813109 $140,175 4,200 4,200 4,200
BELL ATLANTIC Common 077853109 $1,089,844 22,500 22,500 22,500
BELL ATLANTIC Common 077853109 $8,975,469 185,300 185,300 2 185,300
BELL ATLANTIC Common 077853109 $242,188 5,000 5,000 3 5,000
BIOGEN Common 090597105 $1,572,919 23,900 23,900 23,900
BIOGEN Common 090597105 $4,751,663 72,200 72,200 2 72,200
BIOGEN Common 090597105 $105,300 1,600 1,600 3 1,600
BRISTOL-MYERS SQUIBB CO Common 110122108 $3,999,188 38,500 38,500 38,500
BRISTOL-MYERS SQUIBB CO Common 110122108 $28,638,338 275,700 275,700 2 275,700
BRISTOL-MYERS SQUIBB CO Common 110122108 $862,163 8,300 8,300 3 8,300
BURLINGTON NORTHERN SANTA FE Common 12189T104 $7,101,450 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $225,750 7,000 7,000 3 7,000
CVS CORP. Common 126650100 $16,690,722 380,958 380,958 2 380,958
CVS CORP. Common 126650100 $512,606 11,700 11,700 3 11,700
CENTOCOR, INC. Common 152342101 $2,583,550 65,200 65,200 65,200
CENTOCOR, INC. Common 152342101 $8,190,488 206,700 206,700 2 206,700
CENTOCOR, INC. Common 152342101 $229,825 5,800 5,800 3 5,800
CHEVRON CORP. Common 166751107 $201,750 2,400 2,400 2,400
COLUMBIA/HCA CORP Common 197677107 $2,098,538 104,600 104,600 104,600
COLUMBIA/HCA CORP Common 197677107 $8,555,653 426,450 426,450 2 426,450
COLUMBIA/HCA CORP Common 197677107 $232,725 11,600 11,600 3 11,600
COMPUTER ASSOCIATES INTL INC Common 204912109 $17,427,000 471,000 471,000 2 471,000
COMPUTER ASSOCIATES INTL INC Common 204912109 $506,900 13,700 13,700 3 13,700
CONAGRA INC. Common 205887102 $242,438 9,000 9,000 9,000
CONSOLIDATED NATURAL GAS Common 209615103 $158,050 2,900 2,900 2,900
CONSOLIDATED STORES Common 210149100 $747,713 38,100 38,100 38,100
CONSOLIDATED STORES Common 210149100 $3,558,013 181,300 181,300 2 181,300
CONSOLIDATED STORES Common 210149100 $96,163 4,900 4,900 3 4,900
COX COMMUNICATIONS Class A
Common 224044107 $4,861,625 89,000 89,000 89,000
COX COMMUNICATIONS Class A
Common 224044107 $25,307,763 463,300 463,300 2 463,300
COX COMMUNICATIONS Class A
Common 224044107 $699,200 12,800 12,800 3 12,800
CRESCENDO PHARMACEUTICALS CP Common 225637107 $39,958 3,030 3,030 3,030
CRESCENDO PHARMACEUTICALS CP Common 225637107 $82,554 6,260 6,260 2 6,260
CROWN CORK & SEAL CO INC Common 228255105 $637,988 23,850 23,850 23,850
CROWN CORK & SEAL CO INC Common 228255105 $11,205,575 418,900 418,900 2 418,900
CROWN CORK & SEAL CO INC Common 228255105 $358,450 13,400 13,400 3 13,400
DALLAS SEMICONDUCTOR Common 235204104 $2,303,100 85,300 85,300 85,300
DALLAS SEMICONDUCTOR Common 235204104 $5,459,400 202,200 202,200 2 202,200
DALLAS SEMICONDUCTOR Common 235204104 $159,300 5,900 5,900 3 5,900
DANA CORP Common 235811106 $97,013 2,600 2,600 2,600
DANA CORP Common 235811106 $8,439,528 226,185 226,185 2 226,185
DANA CORP Common 235811106 $281,262 7,538 7,538 3 7,538
DAYTON HUDSON Common 239753106 $4,987,125 139,500 139,500 139,500
DAYTON HUDSON Common 239753106 $15,379,650 430,200 430,200 2 430,200
DAYTON HUDSON Common 239753106 $436,150 12,200 12,200 3 12,200
DELTA AIRLINES INC Common 247361108 $1,721,325 17,700 17,700 17,700
DELTA AIRLINES INC Common 247361108 $12,282,675 126,300 126,300 2 126,300
DELTA AIRLINES INC Common 247361108 $398,725 4,100 4,100 3 4,100
DEXTER CORPORATION Common 252165105 $568,400 23,200 23,200 23,200
DEXTER CORPORATION Common 252165105 $7,604,800 310,400 310,400 2 310,400
DEXTER CORPORATION Common 252165105 $237,650 9,700 9,700 3 9,700
DOMINION RESOURCES INC. Common 257470104 $151,725 3,400 3,400 3,400
DOW CHEMICAL Common 260543103 $2,772,447 32,450 32,450 32,450
DOW CHEMICAL Common 260543103 $21,338,016 249,750 249,750 2 249,750
DOW CHEMICAL Common 260543103 $657,869 7,700 7,700 3 7,700
DRESSER INDUSTRIES INC Common 261597108 $263,375 8,600 8,600 8,600
DUPONT E I NEMOURS & CO Common 263534109 $90,000 1,600 1,600 1,600
DUKE POWER CO. Common 264399106 $6,678,319 100,900 100,900 2 100,900
DUKE POWER CO. Common 264399106 $185,325 2,800 2,800 3 2,800
EMC CORP/MASS Common 268648102 $8,812,800 153,600 153,600 153,600
EMC CORP/MASS Common 268648102 $54,884,925 956,600 956,600 2 956,600
EMC CORP/MASS Common 268648102 $1,526,175 26,600 26,600 3 26,600
EATON CORP Common 278058102 $94,031 1,500 1,500 1,500
A.G. EDWARDS Common 281760108 $1,785,406 58,900 58,900 58,900
A.G. EDWARDS Common 281760108 $12,975,266 428,050 428,050 2 428,050
A.G. EDWARDS Common 281760108 $366,781 12,100 12,100 3 12,100
ELAN CORPORATION PLC ADR 284131208 $2,284,381 31,700 31,700 31,700
ELAN CORPORATION PLC ADR 284131208 $8,510,581 118,100 118,100 2 118,100
ELAN CORPORATION PLC ADR 284131208 $201,775 2,800 2,800 3 2,800
EMERSON ELECTRIC Common 291011104 $255,225 4,100 4,100 4,100
EVEREST RE HOLDINGS Common 299808105 $2,827,275 75,900 75,900 75,900
EVEREST RE HOLDINGS Common 299808105 $17,928,425 481,300 481,300 2 481,300
EVEREST RE HOLDINGS Common 299808105 $521,500 14,000 14,000 3 14,000
EXXON CORP. Common 302290101 $12,232,250 173,200 173,200 2 173,200
EXXON CORP. Common 302290101 $395,500 5,600 5,600 3 5,600
FDX CORPORATION Common 31304N107 $2,200,294 49,100 49,100 49,100
FDX CORPORATION Common 31304N107 $6,565,031 146,500 146,500 2 146,500
FDX CORPORATION Common 31304N107 $179,250 4,000 4,000 3 4,000
FIRST SECURITY CORP. Common 336294103 $67,000 4,000 4,000 4,000
FIRST UNION CORPORATION Common 337358105 $138,206 2,700 2,700 2,700
FLORIDA PROGRESS CORP Common 341109106 $151,594 3,500 3,500 3,500
GTE CORP. Common 362320103 $1,438,250 26,150 26,150 26,150
GTE CORP. Common 362320103 $12,322,750 224,050 224,050 2 224,050
GTE CORP. Common 362320103 $401,500 7,300 7,300 3 7,300
GATEWAY Common 367833100 $3,910,359 74,750 74,750 74,750
GATEWAY Common 367833100 $12,560,231 240,100 240,100 2 240,100
GATEWAY Common 367833100 $350,494 6,700 6,700 3 6,700
GENERAL MILLS INC Common 370334104 $343,000 4,900 4,900 4,900
GENERAL MILLS INC Common 370334104 $16,625,000 237,500 237,500 2 237,500
GENERAL MILLS INC Common 370334104 $518,000 7,400 7,400 3 7,400
GENERAL MOTORS CORP Common 370442105 $499,363 9,100 9,100 9,100
GENERAL MOTORS CORP Common 370442105 $6,774,319 123,450 123,450 2 123,450
GENERAL MOTORS CORP Common 370442105 $181,088 3,300 3,300 3 3,300
GENERAL SIGNAL Common 370838104 $6,896,100 203,200 203,200 2 203,200
GENERAL SIGNAL Common 370838104 $223,988 6,600 6,600 3 6,600
GEORGIA PACIFIC CORP. Common 373298108 $912,500 20,000 20,000 20,000
GEORGIA PACIFIC CORP. Common 373298108 $6,944,125 152,200 152,200 2 152,200
GEORGIA PACIFIC CORP. Common 373298108 $177,938 3,900 3,900 3 3,900
GLAXO WELLCOME ADR Common 37733W105 $1,513,813 26,500 26,500 26,500
GLAXO WELLCOME ADR Common 37733W105 $19,982,325 349,800 349,800 2 349,800
GLAXO WELLCOME ADR Common 37733W105 $605,525 10,600 10,600 3 10,600
HARRIS CORP. Common 413875105 $147,200 4,600 4,600 4,600
HARRIS CORP. Common 413875105 $8,633,600 269,800 269,800 2 269,800
HARRIS CORP. Common 413875105 $294,400 9,200 9,200 3 9,200
HEINZ (H.J.) CO Common 423074103 $194,750 3,800 3,800 3,800
HEWLETT-PACKARD Common 428236103 $1,048,163 19,800 19,800 19,800
HEWLETT-PACKARD Common 428236103 $14,176,663 267,800 267,800 2 267,800
HEWLETT-PACKARD Common 428236103 $465,850 8,800 8,800 3 8,800
HUBBELL INC. Common 443510201 $142,000 4,000 4,000 4,000
IMS HEALTH INC. Common 449934108 $3,406,563 55,000 55,000 55,000
IMS HEALTH INC. Common 449934108 $9,451,663 152,600 152,600 2 152,600
IMS HEALTH INC. Common 449934108 $253,944 4,100 4,100 3 4,100
INTERIM SERVICES, INC. Common 45868P100 $3,491,513 169,800 169,800 169,800
INTERIM SERVICES, INC. Common 45868P100 $11,260,025 547,600 547,600 2 547,600
INTERIM SERVICES, INC. Common 45868P100 $279,650 13,600 13,600 3 13,600
INTL BUSINESS MACHINES CORP Common 459200101 $5,075,750 39,500 39,500 39,500
INTL BUSINESS MACHINES CORP Common 459200101 $33,480,675 260,550 260,550 2 260,550
INTL BUSINESS MACHINES CORP Common 459200101 $976,600 7,600 7,600 3 7,600
KERR-MCGEE Common 492386107 $1,801,800 39,600 39,600 39,600
KERR-MCGEE Common 492386107 $7,757,750 170,500 170,500 2 170,500
KERR-MCGEE Common 492386107 $245,700 5,400 5,400 3 5,400
KIMBERLY-CLARK CORP Common 494368103 $1,333,260 32,920 32,920 32,920
KIMBERLY-CLARK CORP Common 494368103 $15,321,150 378,300 378,300 2 378,300
KIMBERLY-CLARK CORP Common 494368103 $498,150 12,300 12,300 3 12,300
MARSH & MCLENNAN COS Common 571748102 $194,025 3,900 3,900 3,900
MASCO CORP Common 574599106 $94,050 3,800 3,800 3,800
MAY DEPARTMENT STORES COMPANY Common 577778103 $190,550 3,700 3,700 3,700
MCGRAW-HILL INC (MHP) Common 580645109 $198,125 2,500 2,500 2,500
MEDIAONE GROUP INC. Common 58440J104 $8,305,369 186,900 186,900 186,900
MEDIAONE GROUP INC. Common 58440J104 $51,209,775 1,152,400 1,152,400 2 1,152,400
MEDIAONE GROUP INC. Common 58440J104 $1,466,438 33,000 33,000 3 33,000
MICRON TECHNOLOGY Common 595112103 $2,021,050 66,400 66,400 66,400
MICRON TECHNOLOGY Common 595112103 $7,600,244 249,700 249,700 2 249,700
MICRON TECHNOLOGY Common 595112103 $222,194 7,300 7,300 3 7,300
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,409,479 42,074 42,074 42,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $4,645,613 138,675 138,675 2 138,675
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $117,250 3,500 3,500 3 3,500
MINNESOTA MINING & MFG CO Common 604059105 $235,800 3,200 3,200 3,200
MOBIL CORP. Common 607059102 $250,594 3,300 3,300 3,300
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,686,188 39,100 39,100 39,100
MORGAN STANLEY, DEAN WITTER Common 617446448 $13,407,563 310,900 310,900 2 310,900
MORGAN STANLEY, DEAN WITTER Common 617446448 $375,188 8,700 8,700 3 8,700
MOTOROLA CORPORATION Common 620076109 $823,200 19,200 19,200 19,200
MOTOROLA CORPORATION Common 620076109 $11,614,838 270,900 270,900 2 270,900
MOTOROLA CORPORATION Common 620076109 $411,600 9,600 9,600 3 9,600
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $5,325,070 150,532 150,532 150,532
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $13,671,164 386,464 386,464 2 386,464
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $343,138 9,700 9,700 3 9,700
NABISCO HOLDING CORP Class A
Common 629526104 $3,960,313 110,200 110,200 110,200
NABISCO HOLDING CORP Class A
Common 629526104 $24,340,469 677,300 677,300 2 677,300
NABISCO HOLDING CORP Class A
Common 629526104 $740,313 20,600 20,600 3 20,600
NATIONAL CITY CORP Common 635405103 $98,906 1,500 1,500 1,500
NATIONSBANK CORP Common 638585109 $882,750 16,500 16,500 16,500
NATIONSBANK CORP Common 638585109 $10,855,150 202,900 202,900 2 202,900
NATIONSBANK CORP Common 638585109 $347,750 6,500 6,500 3 6,500
NORFOLK SOUTHERN CORP Common 655844108 $1,162,500 40,000 40,000 40,000
NORFOLK SOUTHERN CORP Common 655844108 $8,558,906 294,500 294,500 2 294,500
NORFOLK SOUTHERN CORP Common 655844108 $261,563 9,000 9,000 3 9,000
NORTHERN STATES POWER Common 665772109 $6,920,213 246,600 246,600 2 246,600
NORTHERN STATES POWER Common 665772109 $190,825 6,800 6,800 3 6,800
OCCIDENTAL PETROLEUM CORP Common 674599105 $98,900 4,600 4,600 4,600
OCCIDENTAL PETROLEUM CORP Common 674599105 $681,550 31,700 31,700 2 31,700
OCCIDENTAL PETROLEUM CORP Common 674599105 $15,050 700 700 3 700
OWENS ILLINOIS Common 690768403 $4,725,000 189,000 189,000 189,000
OWENS ILLINOIS Common 690768403 $22,960,000 918,400 918,400 2 918,400
OWENS ILLINOIS Common 690768403 $667,500 26,700 26,700 3 26,700
PG & E CORPORATION Common 69331C108 $1,322,813 41,500 41,500 41,500
PG & E CORPORATION Common 69331C108 $13,833,750 434,000 434,000 2 434,000
PG & E CORPORATION Common 69331C108 $392,063 12,300 12,300 3 12,300
PPG INDUSTRIES INC Common 693506107 $141,863 2,600 2,600 2,600
PALL CORP Common 696429307 $193,031 8,700 8,700 8,700
PENNEY, (J.C.) CORP Common 708160106 $193,231 4,300 4,300 4,300
PHARMACIA & UPJOHN, INC. Common 716941109 $3,796,534 75,647 75,647 75,647
PHARMACIA & UPJOHN, INC. Common 716941109 $22,905,575 456,400 456,400 2 456,400
PHARMACIA & UPJOHN, INC. Common 716941109 $697,606 13,900 13,900 3 13,900
PHILIPS ELECTRONICS Common 718337504 $757,925 14,200 14,200 14,200
PHILIPS ELECTRONICS Common 718337504 $11,059,300 207,200 207,200 2 207,200
PHILIPS ELECTRONICS Common 718337504 $384,300 7,200 7,200 3 7,200
PITNEY BOWES INC. Common 724479100 $89,356 1,700 1,700 1,700
PRAXAIR INC Common 74005P104 $2,500,594 76,500 76,500 76,500
PRAXAIR INC Common 74005P104 $7,831,925 239,600 239,600 2 239,600
PRAXAIR INC Common 74005P104 $235,350 7,200 7,200 3 7,200
PRIMEDIA INC. Common 74157K101 $3,252,713 299,100 299,100 299,100
PRIMEDIA INC. Common 74157K101 $11,264,325 1,035,800 1,035,800 2 1,035,800
PRIMEDIA INC. Common 74157K101 $295,800 27,200 27,200 3 27,200
QUESTAR CORP Common 748356102 $154,000 8,000 8,000 8,000
RAYCHEM Common 754603108 $2,571,563 105,500 105,500 105,500
RAYCHEM Common 754603108 $7,624,500 312,800 312,800 2 312,800
RAYCHEM Common 754603108 $224,250 9,200 9,200 3 9,200
REGIONS FINANCIAL CORP Common 758940100 $76,125 2,100 2,100 2,100
RITE AID Common 767754104 $4,451,700 125,400 125,400 125,400
RITE AID Common 767754104 $10,351,800 291,600 291,600 2 291,600
RITE AID Common 767754104 $262,700 7,400 7,400 3 7,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $1,551,500 42,800 42,800 42,800
ROCKWELL INTERNATIONAL CORP Common 773903109 $11,824,750 326,200 326,200 2 326,200
ROCKWELL INTERNATIONAL CORP Common 773903109 $366,125 10,100 10,100 3 10,100
ROHM & HAAS CO Common 775371107 $1,457,375 52,400 52,400 52,400
ROHM & HAAS CO Common 775371107 $7,125,563 256,200 256,200 2 256,200
ROHM & HAAS CO Common 775371107 $205,813 7,400 7,400 3 7,400
SAFECO Common 786429100 $291,813 7,000 7,000 7,000
SAFEWAY INC Common 786514208 $6,130,013 132,900 132,900 132,900
SAFEWAY INC Common 786514208 $20,304,225 440,200 440,200 2 440,200
SAFEWAY INC Common 786514208 $562,725 12,200 12,200 3 12,200
ST. PAUL COMPANIES Common 792860108 $279,500 8,600 8,600 8,600
SARA LEE CORPORATION Common 803111103 $2,554,200 47,300 47,300 47,300
SARA LEE CORPORATION Common 803111103 $19,170,000 355,000 355,000 2 355,000
SARA LEE CORPORATION Common 803111103 $599,400 11,100 11,100 3 11,100
SCANA CORP Common 805898103 $151,031 4,500 4,500 4,500
SCHLUMBERGER, LTD Common 806857108 $869,963 17,100 17,100 17,100
SCHLUMBERGER, LTD Common 806857108 $12,973,125 255,000 255,000 2 255,000
SCHLUMBERGER, LTD Common 806857108 $407,000 8,000 8,000 3 8,000
SEAGATE TECHNOLOGY Common 811804103 $2,345,850 93,600 93,600 93,600
SEAGATE TECHNOLOGY Common 811804103 $8,739,294 348,700 348,700 2 348,700
SEAGATE TECHNOLOGY Common 811804103 $255,638 10,200 10,200 3 10,200
SEARS ROEBUCK & CO INC Common 812387108 $967,706 21,900 21,900 21,900
SEARS ROEBUCK & CO INC Common 812387108 $17,356,850 392,800 392,800 2 392,800
SEARS ROEBUCK & CO INC Common 812387108 $556,763 12,600 12,600 3 12,600
SONAT INC Common 835415100 $1,595,325 53,400 53,400 53,400
SONAT INC Common 835415100 $4,086,900 136,800 136,800 2 136,800
SONAT INC Common 835415100 $119,500 4,000 4,000 3 4,000
SPRINT CORPORATION Common 852061100 $1,144,800 15,900 15,900 15,900
SPRINT CORPORATION Common 852061100 $11,347,200 157,600 157,600 2 157,600
SPRINT CORPORATION Common 852061100 $338,400 4,700 4,700 3 4,700
TECO ENERGY INC Common 872375100 $154,238 5,400 5,400 5,400
TJX COMPANIES, INC Common 872540109 $1,179,188 66,200 66,200 66,200
TJX COMPANIES, INC Common 872540109 $5,650,125 317,200 317,200 2 317,200
TJX COMPANIES, INC Common 872540109 $162,094 9,100 9,100 3 9,100
TELEFONOS DE MEXICO Class L ADR 879403780 $3,251,600 73,900 73,900 73,900
TELEFONOS DE MEXICO Class L ADR 879403780 $10,120,000 230,000 230,000 2 230,000
TELEFONOS DE MEXICO Class L ADR 879403780 $206,800 4,700 4,700 3 4,700
TENET HEALTHCARE Common 88033G100 $12,494,750 434,600 434,600 2 434,600
TENET HEALTHCARE Common 88033G100 $402,500 14,000 14,000 3 14,000
TEXACO INC Common 881694103 $1,138,638 18,200 18,200 18,200
TEXACO INC Common 881694103 $8,452,194 135,100 135,100 2 135,100
TEXACO INC Common 881694103 $312,813 5,000 5,000 3 5,000
TEXAS INSTRUMENTS Common 882508104 $3,089,900 58,300 58,300 58,300
TEXAS INSTRUMENTS Common 882508104 $22,466,700 423,900 423,900 2 423,900
TEXAS INSTRUMENTS Common 882508104 $683,700 12,900 12,900 3 12,900
3COM CORPORATION Common 885535104 $2,371,931 78,900 78,900 78,900
3COM CORPORATION Common 885535104 $8,612,906 286,500 286,500 2 286,500
3COM CORPORATION Common 885535104 $258,538 8,600 8,600 3 8,600
TIFFANY & CO Common 886547108 $2,324,888 74,100 74,100 74,100
TIFFANY & CO Common 886547108 $9,820,375 313,000 313,000 2 313,000
TIFFANY & CO Common 886547108 $285,513 9,100 9,100 3 9,100
TRAVELERS GROUP, INC. Common 894190107 $4,625,888 123,357 123,357 123,357
TRAVELERS GROUP, INC. Common 894190107 $24,285,338 647,609 647,609 2 647,609
TRAVELERS GROUP, INC. Common 894190107 $738,750 19,700 19,700 3 19,700
TYSON FOODS, INC. Class A
Common 902494103 $3,184,969 160,250 160,250 160,250
TYSON FOODS, INC. Class A
Common 902494103 $19,516,256 981,950 981,950 2 981,950
TYSON FOODS, INC. Class A
Common 902494103 $578,363 29,100 29,100 3 29,100
USX-MARATHON GROUP Common 902905827 $3,855,600 108,800 108,800 108,800
USX-MARATHON GROUP Common 902905827 $23,496,834 663,050 663,050 2 663,050
USX-MARATHON GROUP Common 902905827 $694,575 19,600 19,600 3 19,600
UNION CAMP CORP. Common 905530101 $98,438 2,500 2,500 2,500
UNITED HEALTHCARE Common 910581107 $297,500 8,500 8,500 8,500
UNITED HEALTHCARE Common 910581107 $945,000 27,000 27,000 2 27,000
UNITED HEALTHCARE Common 910581107 $21,000 600 600 3 600
UNITED TECHNOLOGIES CORP. Common 913017109 $794,950 10,400 10,400 10,400
UNITED TECHNOLOGIES CORP. Common 913017109 $10,479,581 137,100 137,100 2 137,100
UNITED TECHNOLOGIES CORP. Common 913017109 $343,969 4,500 4,500 3 4,500
UNOCAL CORPORATION Common 915289102 $3,122,938 86,150 86,150 86,150
UNOCAL CORPORATION Common 915289102 $18,172,125 501,300 501,300 2 501,300
UNOCAL CORPORATION Common 915289102 $572,750 15,800 15,800 3 15,800
WAL-MART STORES, INC Common 931142103 $2,884,200 52,800 52,800 52,800
WAL-MART STORES, INC Common 931142103 $23,647,163 432,900 432,900 2 432,900
WAL-MART STORES, INC Common 931142103 $748,363 13,700 13,700 3 13,700
WANG LABORATORIES Common 93369N109 $2,864,594 147,850 147,850 147,850
WANG LABORATORIES Common 93369N109 $12,573,406 648,950 648,950 2 648,950
WANG LABORATORIES Common 93369N109 $337,125 17,400 17,400 3 17,400
WASTE MANAGEMENT INC. Common 94106L109 $3,059,322 63,653 63,653 63,653
WASTE MANAGEMENT INC. Common 94106L109 $17,984,026 374,180 374,180 2 374,180
WASTE MANAGEMENT INC. Common 94106L109 $538,492 11,204 11,204 3 11,204
WEATHERFORD INTERNATIONAL INC Common 947074100 $1,461,850 67,600 67,600 67,600
WEATHERFORD INTERNATIONAL INC Common 947074100 $6,126,363 283,300 283,300 2 283,300
WEATHERFORD INTERNATIONAL INC Common 947074100 $160,025 7,400 7,400 3 7,400
WESTERN RESOURCES Common 959425109 $153,088 3,700 3,700 3,700
WEYERHAEUSER CO. Common 962166104 $143,438 3,400 3,400 3,400
WILLAMETTE INDUSTRIES Common 969133107 $2,013,863 70,200 70,200 70,200
WILLAMETTE INDUSTRIES Common 969133107 $8,818,538 307,400 307,400 2 307,400
WILLAMETTE INDUSTRIES Common 969133107 $246,713 8,600 8,600 3 8,600
WILLIAMS COMPANIES Common 969457100 $2,078,625 72,300 72,300 72,300
WILLIAMS COMPANIES Common 969457100 $20,142,250 700,600 700,600 2 700,600
WILLIAMS COMPANIES Common 969457100 $606,625 21,100 21,100 3 21,100
WISCONSIN ENERGY CORP Common 976657106 $151,500 4,800 4,800 4,800
Grand Totals $221,878,244
2 $1,352,367,926
3 $40,096,708
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