United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: 12/31/98
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
January 27, 1999
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: 394
Form 13F Information Table Value Total: $2,032,399,569
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>
ADC TELECOMMUNICATIONS INC Common 000886101 $118,150 3,400 3,400 3,400
AETNA INC. Common 008117103 $5,586,306 71,050 71,050 71,050
AETNA INC. Common 008117103 $34,414,163 437,700 437,700 2 437,700
AETNA INC. Common 008117103 $1,258,000 16,000 16,000 3 16,000
AIRBORNE FREIGHT Common 009266107 $180,313 5,000 5,000 5,000
AIRTOUCH COMMUNICATIONS Common 00949T100 $9,319,084 128,650 128,650 128,650
AIRTOUCH COMMUNICATIONS Common 00949T100 $45,802,231 632,300 632,300 2 632,300
AIRTOUCH COMMUNICATIONS Common 00949T100 $1,535,675 21,200 21,200 3 21,200
ALLSTATE CORP. Common 020002101 $2,881,571 74,846 74,846 74,846
ALLSTATE CORP. Common 020002101 $24,129,721 626,746 626,746 2 626,746
ALLSTATE CORP. Common 020002101 $1,027,950 26,700 26,700 3 26,700
ALZA CORP. Common 022615108 $3,866,500 74,000 74,000 74,000
ALZA CORP. Common 022615108 $9,838,675 188,300 188,300 2 188,300
ALZA CORP. Common 022615108 $240,350 4,600 4,600 3 4,600
AMBAC INC Common 023139108 $108,338 1,800 1,800 1,800
AMERICAN HOME PRODUCTS Common 026609107 $2,869,488 50,900 50,900 50,900
AMERICAN HOME PRODUCTS Common 026609107 $32,612,938 578,500 578,500 2 578,500
AMERICAN HOME PRODUCTS Common 026609107 $1,415,013 25,100 25,100 3 25,100
AMERITECH CORPORATION Common 030954101 $1,901,250 30,000 30,000 30,000
AMERITECH CORPORATION Common 030954101 $16,788,038 264,900 264,900 2 264,900
AMERITECH CORPORATION Common 030954101 $690,788 10,900 10,900 3 10,900
AMOCO CORP. Common 031905102 $1,676,500 28,000 28,000 28,000
AMOCO CORP. Common 031905102 $13,801,188 230,500 230,500 2 230,500
AMOCO CORP. Common 031905102 $568,813 9,500 9,500 3 9,500
ANHEUSER-BUSCH COS INC. Common 035229103 $118,125 1,800 1,800 1,800
ARROW ELECTRONICS Common 042735100 $144,113 5,400 5,400 5,400
ASSOCIATED BANC-CORP Common 045487105 $129,913 3,800 3,800 3,800
ATLANTIC RICHFIELD CO. Common 048825103 $228,813 3,500 3,500 3,500
ATMEL CORP Common 049513104 $102,594 6,700 6,700 6,700
BJ SERVICES CO Common 055482103 $115,625 7,400 7,400 7,400
BALTIMORE GAS & ELECTRIC Common 059165100 $142,025 4,600 4,600 4,600
BANK ONE CORP Common 06423A103 $4,473,586 87,610 87,610 87,610
BANK ONE CORP Common 06423A103 $35,138,660 688,150 688,150 2 688,150
BANK ONE CORP Common 06423A103 $1,318,944 25,830 25,830 3 25,830
BANKAMERICA CORP Common 06605F102 $2,212,720 36,802 36,802 36,802
BANKAMERICA CORP Common 06605F102 $26,717,686 444,369 444,369 2 444,369
BANKAMERICA CORP Common 06605F102 $1,213,864 20,189 20,189 3 20,189
BANKERS TRUST CORP Common 066365107 $2,810,894 32,900 32,900 32,900
BANKERS TRUST CORP Common 066365107 $23,503,856 275,100 275,100 2 275,100
BANKERS TRUST CORP Common 066365107 $820,200 9,600 9,600 3 9,600
BAXTER INTERNATIONAL INC Common 071813109 $270,113 4,200 4,200 4,200
BEAR STEARNS Common 073902108 $202,163 5,400 5,400 5,400
BELL ATLANTIC CORP Common 077853109 $1,215,000 22,500 22,500 22,500
BELL ATLANTIC CORP Common 077853109 $2,700,000 50,000 50,000 2 50,000
BELL ATLANTIC CORP Common 077853109 $205,200 3,800 3,800 3 3,800
A.H. BELO, CLASS A Common 080555105 $161,494 8,100 8,100 8,100
BEMIS COMPANY INC Common 081437105 $106,225 2,800 2,800 2,800
BETHLEHEM STEEL CORP Common 087509105 $104,688 12,500 12,500 12,500
BRISTOL-MYERS SQUIBB CO Common 110122108 $5,151,781 38,500 38,500 38,500
BRISTOL-MYERS SQUIBB CO Common 110122108 $36,892,106 275,700 275,700 2 275,700
BRISTOL-MYERS SQUIBB CO Common 110122108 $1,458,556 10,900 10,900 3 10,900
BURLINGTON NORTHERN SANTA FE Common 12189T104 $7,541,850 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $243,175 7,100 7,100 3 7,100
CVS CORP. Common 126650100 $18,356,690 333,758 333,758 2 333,758
CVS CORP. Common 126650100 $797,500 14,500 14,500 3 14,500
CALENERGY CO INC Common 129466108 $627,844 18,100 18,100 18,100
CALENERGY CO INC Common 129466108 $1,876,594 54,100 54,100 2 54,100
CALENERGY CO INC Common 129466108 $62,438 1,800 1,800 3 1,800
CENTOCOR, INC. Common 152342101 $4,025,150 89,200 89,200 89,200
CENTOCOR, INC. Common 152342101 $13,077,225 289,800 289,800 2 289,800
CENTOCOR, INC. Common 152342101 $460,275 10,200 10,200 3 10,200
CHEVRON CORP. Common 166751107 $199,050 2,400 2,400 2,400
CHIRON CORP Common 170040109 $159,744 6,100 6,100 6,100
CITIGROUP INC Common 172967101 $6,129,301 123,357 123,357 123,357
CITIGROUP INC Common 172967101 $31,949,510 643,009 643,009 2 643,009
CITIGROUP INC Common 172967101 $1,217,344 24,500 24,500 3 24,500
COLUMBIA/HCA CORP Common 197677107 $2,588,850 104,600 104,600 104,600
COLUMBIA/HCA CORP Common 197677107 $11,792,138 476,450 476,450 2 476,450
COLUMBIA/HCA CORP Common 197677107 $455,400 18,400 18,400 3 18,400
COMPUTER ASSOCIATES INTL INC Common 204912109 $18,102,838 424,700 424,700 2 424,700
COMPUTER ASSOCIATES INTL INC Common 204912109 $613,800 14,400 14,400 3 14,400
CONAGRA INC. Common 205887102 $283,500 9,000 9,000 9,000
CONAGRA INC. Common 205887102 $6,690,600 212,400 212,400 2 212,400
CONSOLIDATED NATURAL GAS Common 209615103 $156,600 2,900 2,900 2,900
CONSOLIDATED STORES Common 210149100 $769,144 38,100 38,100 38,100
CONSOLIDATED STORES Common 210149100 $3,659,994 181,300 181,300 2 181,300
CONSOLIDATED STORES Common 210149100 $88,825 4,400 4,400 3 4,400
COX COMMUNICATIONS, Class A Common 224044107 $5,294,975 76,600 76,600 76,600
COX COMMUNICATIONS, Class A Common 224044107 $20,094,638 290,700 290,700 2 290,700
COX COMMUNICATIONS, Class A Common 224044107 $746,550 10,800 10,800 3 10,800
CRESCENDO PHARMACEUTICALS CP Common 225637107 $41,284 3,030 3,030 3,030
CRESCENDO PHARMACEUTICALS CP Common 225637107 $85,293 6,260 6,260 2 6,260
CROWN CORK & SEAL CO INC Common 228255105 $734,878 23,850 23,850 23,850
CROWN CORK & SEAL CO INC Common 228255105 $12,907,356 418,900 418,900 2 418,900
CROWN CORK & SEAL CO INC Common 228255105 $486,838 15,800 15,800 3 15,800
DALLAS SEMICONDUCTOR Common 235204104 $3,475,975 85,300 85,300 85,300
DALLAS SEMICONDUCTOR Common 235204104 $8,239,650 202,200 202,200 2 202,200
DALLAS SEMICONDUCTOR Common 235204104 $215,975 5,300 5,300 3 5,300
DANA CORP Common 235811106 $106,275 2,600 2,600 2,600
DANA CORP Common 235811106 $9,388,374 229,685 229,685 2 229,685
DANA CORP Common 235811106 $357,166 8,738 8,738 3 8,738
DAYTON HUDSON Common 239753106 $8,647,450 159,400 159,400 159,400
DAYTON HUDSON Common 239753106 $31,747,100 585,200 585,200 2 585,200
DAYTON HUDSON Common 239753106 $1,101,275 20,300 20,300 3 20,300
DELTA AIRLINES INC Common 247361108 $1,840,800 35,400 35,400 35,400
DELTA AIRLINES INC Common 247361108 $13,707,200 263,600 263,600 2 263,600
DELTA AIRLINES INC Common 247361108 $504,400 9,700 9,700 3 9,700
DEXTER CORPORATION Common 252165105 $2,301,225 73,200 73,200 73,200
DEXTER CORPORATION Common 252165105 $8,255,488 262,600 262,600 2 262,600
DEXTER CORPORATION Common 252165105 $235,781 7,500 7,500 3 7,500
DOLLAR GENERAL Common 256669102 $172,463 7,300 7,300 7,300
DOMINION RESOURCES INC. Common 257470104 $158,950 3,400 3,400 3,400
DOW CHEMICAL Common 260543103 $2,950,922 32,450 32,450 32,450
DOW CHEMICAL Common 260543103 $23,284,547 256,050 256,050 2 256,050
DOW CHEMICAL Common 260543103 $854,813 9,400 9,400 3 9,400
DUPONT E I NEMOURS & CO Common 263534109 $100,819 1,900 1,900 1,900
DUKE POWER CO. Common 264399106 $7,296,719 113,900 113,900 2 113,900
DUKE POWER CO. Common 264399106 $288,281 4,500 4,500 3 4,500
EMC CORP/MASS Common 268648102 $11,203,000 131,800 131,800 131,800
EMC CORP/MASS Common 268648102 $61,718,500 726,100 726,100 2 726,100
EMC CORP/MASS Common 268648102 $2,176,000 25,600 25,600 3 25,600
ENSCO INTERNATIONAL INC Common 26874Q100 $140,006 13,100 13,100 13,100
ETEC SYSTEMS INC Common 26922C103 $112,000 2,800 2,800 2,800
EATON CORP Common 278058102 $106,031 1,500 1,500 1,500
A.G. EDWARDS Common 281760108 $2,454,775 65,900 65,900 65,900
A.G. EDWARDS Common 281760108 $15,367,488 412,550 412,550 2 412,550
A.G. EDWARDS Common 281760108 $540,125 14,500 14,500 3 14,500
ELAN CORPORATION PLC ADR 284131208 $2,217,019 31,700 31,700 31,700
ELAN CORPORATION PLC ADR 284131208 $8,259,619 118,100 118,100 2 118,100
ELAN CORPORATION PLC ADR 284131208 $188,831 2,700 2,700 3 2,700
EMERSON ELECTRIC Common 291011104 $248,050 4,100 4,100 4,100
ETHAN ALLEN INTERIORS INC Common 297602104 $188,600 4,600 4,600 4,600
EVEREST RE HOLDINGS Common 299808105 $4,084,544 104,900 104,900 104,900
EVEREST RE HOLDINGS Common 299808105 $13,962,988 358,600 358,600 2 358,600
EVEREST RE HOLDINGS Common 299808105 $498,400 12,800 12,800 3 12,800
EXXON CORP. Common 302290101 $13,045,500 178,400 178,400 2 178,400
EXXON CORP. Common 302290101 $563,063 7,700 7,700 3 7,700
FDX CORPORATION Common 31304N107 $4,379,106 49,100 49,100 49,100
FDX CORPORATION Common 31304N107 $14,475,131 162,300 162,300 2 162,300
FDX CORPORATION Common 31304N107 $552,963 6,200 6,200 3 6,200
FEDERAL SIGNAL CORP Common 313855108 $273,750 10,000 10,000 10,000
FIRST SECURITY CORP. Common 336294103 $264,138 11,300 11,300 11,300
FIRST TENNESSEE NATL CORP Common 337162101 $140,831 3,700 3,700 3,700
FIRST UNION CORPORATION Common 337358105 $164,194 2,700 2,700 2,700
FLEETWOOD ENTERPRISES Common 339099103 $104,250 3,000 3,000 3,000
FLORIDA PROGRESS CORP Common 341109106 $300,244 6,700 6,700 6,700
FLOWERS INDUSTRIES, INC. Common 343496105 $181,925 7,600 7,600 7,600
FLUOR CORP Common 343861100 $114,750 2,700 2,700 2,700
GTE CORP. Common 362320103 $15,005,250 230,850 230,850 2 230,850
GTE CORP. Common 362320103 $643,500 9,900 9,900 3 9,900
GATEWAY 2000, INC. Common 367833100 $4,179,459 81,650 81,650 81,650
GATEWAY 2000, INC. Common 367833100 $14,409,281 281,500 281,500 2 281,500
GATEWAY 2000, INC. Common 367833100 $578,419 11,300 11,300 3 11,300
GENERAL MILLS INC Common 370334104 $380,975 4,900 4,900 4,900
GENERAL MILLS INC Common 370334104 $18,465,625 237,500 237,500 2 237,500
GENERAL MILLS INC Common 370334104 $754,175 9,700 9,700 3 9,700
GENERAL MOTORS CORP Common 370442105 $651,219 9,100 9,100 9,100
GENERAL MOTORS CORP Common 370442105 $10,101,047 141,150 141,150 2 141,150
GENERAL MOTORS CORP Common 370442105 $415,063 5,800 5,800 3 5,800
GENZYME CORP Common 372917104 $164,175 3,300 3,300 3,300
GEORGIA PACIFIC CORP. Common 373298108 $1,171,250 20,000 20,000 20,000
GEORGIA PACIFIC CORP. Common 373298108 $8,913,213 152,200 152,200 2 152,200
GEORGIA PACIFIC CORP. Common 373298108 $286,956 4,900 4,900 3 4,900
GLAXO WELLCOME (ADR) Common 37733W105 $827,050 11,900 11,900 11,900
GLAXO WELLCOME (ADR) Common 37733W105 $20,627,600 296,800 296,800 2 296,800
GLAXO WELLCOME (ADR) Common 37733W105 $799,250 11,500 11,500 3 11,500
GRAINGER (W.W.) INC. Common 384802104 $104,063 2,500 2,500 2,500
HALLIBURTON CO Common 406216101 $204,413 6,900 6,900 6,900
HARRIS CORP. Common 413875105 $168,475 4,600 4,600 4,600
HARRIS CORP. Common 413875105 $446,825 12,200 12,200 3 12,200
HEINZ (H.J.) CO Common 423074103 $215,175 3,800 3,800 3,800
HERTZ CORP. Common 428040109 $173,375 3,800 3,800 3,800
HEWLETT-PACKARD Common 428236103 $1,352,588 19,800 19,800 19,800
HEWLETT-PACKARD Common 428236103 $19,933,588 291,800 291,800 2 291,800
HEWLETT-PACKARD Common 428236103 $826,581 12,100 12,100 3 12,100
HIBERNIA CORP Common 428656102 $168,538 9,700 9,700 9,700
HOUSEHOLD INTERNATIONAL Common 441815107 $6,672,850 168,400 168,400 2 168,400
HOUSEHOLD INTERNATIONAL Common 441815107 $305,113 7,700 7,700 3 7,700
HUBBELL INC. Common 443510201 $304,000 8,000 8,000 8,000
HUMANA INC Common 444859102 $190,594 10,700 10,700 10,700
IMS HEALTH INC. Common 449934108 $4,149,063 55,000 55,000 55,000
IMS HEALTH INC. Common 449934108 $11,760,706 155,900 155,900 2 155,900
IMS HEALTH INC. Common 449934108 $445,081 5,900 5,900 3 5,900
ILLINOIS TOOL WORKS Common 452308109 $1,513,800 26,100 26,100 26,100
ILLINOIS TOOL WORKS Common 452308109 $5,701,400 98,300 98,300 2 98,300
ILLINOIS TOOL WORKS Common 452308109 $133,400 2,300 2,300 3 2,300
INTERIM SERVICES, INC. Common 45868P100 $3,969,075 169,800 169,800 169,800
INTERIM SERVICES, INC. Common 45868P100 $13,326,088 570,100 570,100 2 570,100
INTERIM SERVICES, INC. Common 45868P100 $483,863 20,700 20,700 3 20,700
INTL BUSINESS MACHINES CORP Common 459200101 $2,599,688 14,100 14,100 14,100
INTL BUSINESS MACHINES CORP Common 459200101 $32,505,313 176,300 176,300 2 176,300
INTL BUSINESS MACHINES CORP Common 459200101 $1,401,250 7,600 7,600 3 7,600
JOHNSON & JOHNSON Common 478160104 $10,786,325 128,600 128,600 2 128,600
KN ENERGY INC Common 482620101 $47,288 1,300 1,300 1,300
KAYDON CORP Common 486587108 $220,344 5,500 5,500 5,500
KEANE INC Common 486665102 $131,794 3,300 3,300 3,300
KERR-MCGEE Common 492386107 $1,660,050 43,400 43,400 43,400
KERR-MCGEE Common 492386107 $7,795,350 203,800 203,800 2 203,800
KERR-MCGEE Common 492386107 $313,650 8,200 8,200 3 8,200
KIMBERLY-CLARK CORP Common 494368103 $2,012,140 36,920 36,920 36,920
KIMBERLY-CLARK CORP Common 494368103 $1,308,000 24,000 24,000 3 24,000
LSI LOGIC CORP Common 502161102 $140,288 8,700 8,700 8,700
MGIC INVESTMENT CORP Common 552848103 $107,494 2,700 2,700 2,700
MANPOWER INC Common 56418H100 $171,275 6,800 6,800 6,800
MARSH & MCLENNAN COS Common 571748102 $227,906 3,900 3,900 3,900
MARSHALL AND ILSLEY CORP Common 571834100 $111,031 1,900 1,900 1,900
MASCO CORP Common 574599106 $109,250 3,800 3,800 3,800
MCGRAW-HILL INC (MHP) Common 580645109 $163,000 1,600 1,600 1,600
MEDIAONE GROUP INC. Common 58440J104 $8,784,300 186,900 186,900 186,900
MEDIAONE GROUP INC. Common 58440J104 $54,162,800 1,152,400 1,152,400 2 1,152,400
MEDIAONE GROUP INC. Common 58440J104 $1,847,100 39,300 39,300 3 39,300
MERCURY GENERAL CORP Common 589400100 $201,538 4,600 4,600 4,600
MICRON TECHNOLOGY Common 595112103 $3,984,325 78,800 78,800 78,800
MICRON TECHNOLOGY Common 595112103 $460,119 9,100 9,100 3 9,100
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,291,260 49,074 49,074 49,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $4,469,836 169,875 169,875 2 169,875
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $136,825 5,200 5,200 3 5,200
HERMAN MILLER INC Common 600544100 $241,875 9,000 9,000 9,000
MINNESOTA MINING & MFG CO Common 604059105 $241,825 3,400 3,400 3,400
MINNESOTA MINING & MFG CO Common 604059105 $9,345,825 131,400 131,400 2 131,400
MINNESOTA MINING & MFG CO Common 604059105 $320,063 4,500 4,500 3 4,500
MOBIL CORP. Common 607059102 $209,100 2,400 2,400 2,400
MOLEX, INC. Common 608554101 $167,750 4,400 4,400 4,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,739,500 24,500 24,500 24,500
MORGAN STANLEY, DEAN WITTER Common 617446448 $18,452,900 259,900 259,900 2 259,900
MORGAN STANLEY, DEAN WITTER Common 617446448 $745,500 10,500 10,500 3 10,500
MOTOROLA CORPORATION Common 620076109 $1,428,863 23,400 23,400 23,400
MOTOROLA CORPORATION Common 620076109 $18,617,956 304,900 304,900 2 304,900
MOTOROLA CORPORATION Common 620076109 $775,494 12,700 12,700 3 12,700
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $5,889,565 150,532 150,532 150,532
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $15,120,404 386,464 386,464 2 386,464
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $414,725 10,600 10,600 3 10,600
NAC RE CORP Common 628907107 $98,569 2,100 2,100 2,100
NABISCO HOLDING CORP (Class A) Common 629526104 $4,693,650 113,100 113,100 113,100
NABISCO HOLDING CORP (Class A) Common 629526104 $30,340,650 731,100 731,100 2 731,100
NABISCO HOLDING CORP (Class A) Common 629526104 $1,157,850 27,900 27,900 3 27,900
NATIONAL CITY CORP Common 635405103 $108,750 1,500 1,500 1,500
NEW PLAN EXCEL REALTY TRUST Common 648053106 $142,000 6,400 6,400 6,400
NEWBRIDGE NETWORKS CORP Common 650901101 $115,425 3,800 3,800 3,800
NORFOLK SOUTHERN CORP Common 655844108 $1,267,500 40,000 40,000 40,000
NORFOLK SOUTHERN CORP Common 655844108 $9,331,969 294,500 294,500 2 294,500
NORFOLK SOUTHERN CORP Common 655844108 $405,600 12,800 12,800 3 12,800
NORTHERN STATES POWER Common 665772109 $7,989,225 287,900 287,900 2 287,900
NORTHERN STATES POWER Common 665772109 $352,425 12,700 12,700 3 12,700
OWENS ILLINOIS Common 690768403 $5,788,125 189,000 189,000 189,000
OWENS ILLINOIS Common 690768403 $25,954,688 847,500 847,500 2 847,500
OWENS ILLINOIS Common 690768403 $869,750 28,400 28,400 3 28,400
PG & E CORPORATION Common 69331C108 $648,900 20,600 20,600 20,600
PG & E CORPORATION Common 69331C108 $526,050 16,700 16,700 3 16,700
PPG INDUSTRIES INC Common 693506107 $151,288 2,600 2,600 2,600
PPG INDUSTRIES INC Common 693506107 $6,930,131 119,100 119,100 2 119,100
PPG INDUSTRIES INC Common 693506107 $290,938 5,000 5,000 3 5,000
PALL CORP Common 696429307 $2,688,188 106,200 106,200 106,200
PALL CORP Common 696429307 $12,747,375 503,600 503,600 2 503,600
PALL CORP Common 696429307 $513,844 20,300 20,300 3 20,300
PENNEY, (J.C.) CORP Common 708160106 $201,563 4,300 4,300 4,300
PEPSICO INC Common 713448108 $12,323,813 301,500 301,500 2 301,500
PEPSICO INC Common 713448108 $429,188 10,500 10,500 3 10,500
PHARMACIA & UPJOHN, INC. Common 716941109 $13,550,363 239,300 239,300 2 239,300
PHARMACIA & UPJOHN, INC. Common 716941109 $526,613 9,300 9,300 3 9,300
PHILIPS ELECTRONICS Common 718337504 $961,163 14,200 14,200 14,200
PHILIPS ELECTRONICS Common 718337504 $649,800 9,600 9,600 3 9,600
PITNEY BOWES INC. Common 724479100 $112,306 1,700 1,700 1,700
PLATINUM TECHNOLOGY INC Common 72764T101 $153,000 8,000 8,000 8,000
PRAXAIR INC Common 74005P104 $2,696,625 76,500 76,500 76,500
PRAXAIR INC Common 74005P104 $8,632,725 244,900 244,900 2 244,900
PRAXAIR INC Common 74005P104 $356,025 10,100 10,100 3 10,100
PRIMEDIA INC. Common 74157K101 $3,551,813 299,100 299,100 299,100
PRIMEDIA INC. Common 74157K101 $12,300,125 1,035,800 1,035,800 2 1,035,800
PRIMEDIA INC. Common 74157K101 $396,625 33,400 33,400 3 33,400
QUALCOMM INC Common 747525103 $150,256 2,900 2,900 2,900
QUESTAR CORP Common 748356102 $205,375 10,600 10,600 10,600
RPM INC/OHIO Common 749685103 $112,000 7,000 7,000 7,000
RAYCHEM Common 754603108 $3,408,969 105,500 105,500 105,500
RAYCHEM Common 754603108 $10,107,350 312,800 312,800 2 312,800
RAYCHEM Common 754603108 $352,206 10,900 10,900 3 10,900
REGIONS FINANCIAL CORP Common 758940100 $84,656 2,100 2,100 2,100
RICHFOOD HOLDINGS INC Common 763408101 $180,525 8,700 8,700 8,700
RITE AID Common 767754104 $6,238,650 125,400 125,400 125,400
RITE AID Common 767754104 $14,507,100 291,600 291,600 2 291,600
RITE AID Common 767754104 $328,350 6,600 6,600 3 6,600
ROCKWELL INTERNATIONAL CORP Common 773903109 $16,676,363 343,400 343,400 2 343,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $689,588 14,200 14,200 3 14,200
ROHM & HAAS CO Common 775371107 $2,069,588 68,700 68,700 68,700
ROHM & HAAS CO Common 775371107 $9,929,200 329,600 329,600 2 329,600
ROSS STORES INC Common 778296103 $129,938 3,300 3,300 3,300
SAFEWAY INC Common 786514208 $7,739,063 127,000 127,000 127,000
SAFEWAY INC Common 786514208 $25,904,531 425,100 425,100 2 425,100
SAFEWAY INC Common 786514208 $834,844 13,700 13,700 3 13,700
ST. JUDE MEDICAL INC. Common 790849103 $128,225 4,600 4,600 4,600
ST. PAUL COMPANIES Common 792860108 $299,388 8,600 8,600 8,600
SARA LEE CORPORATION Common 803111103 $2,666,538 94,600 94,600 94,600
SARA LEE CORPORATION Common 803111103 $20,013,125 710,000 710,000 2 710,000
SARA LEE CORPORATION Common 803111103 $766,700 27,200 27,200 3 27,200
SCANA CORP Common 805898103 $96,750 3,000 3,000 3,000
SCHLUMBERGER, LTD Common 806857108 $1,150,100 24,800 24,800 24,800
SCHLUMBERGER, LTD Common 806857108 $15,002,313 323,500 323,500 2 323,500
SCHLUMBERGER, LTD Common 806857108 $658,525 14,200 14,200 3 14,200
SEAGATE TECHNOLOGY Common 811804103 $3,167,175 104,700 104,700 104,700
SEAGATE TECHNOLOGY Common 811804103 $10,548,175 348,700 348,700 2 348,700
SEAGATE TECHNOLOGY Common 811804103 $423,500 14,000 14,000 3 14,000
SEARS ROEBUCK & CO INC Common 812387108 $930,750 21,900 21,900 21,900
SEARS ROEBUCK & CO INC Common 812387108 $17,267,750 406,300 406,300 2 406,300
SEARS ROEBUCK & CO INC Common 812387108 $743,750 17,500 17,500 3 17,500
SHERWIN-WILLIAMS CO Common 824348106 $2,211,938 75,300 75,300 75,300
SHERWIN-WILLIAMS CO Common 824348106 $8,659,750 294,800 294,800 2 294,800
SHERWIN-WILLIAMS CO Common 824348106 $232,063 7,900 7,900 3 7,900
SMITH INTERNATIONAL INC Common 832110100 $176,313 7,000 7,000 7,000
SONAT INC Common 835415100 $1,445,138 53,400 53,400 53,400
SONAT INC Common 835415100 $4,384,125 162,000 162,000 2 162,000
SONAT INC Common 835415100 $124,488 4,600 4,600 3 4,600
SPRINT CORPORATION Common 852061100 $1,337,588 15,900 15,900 15,900
SPRINT CORPORATION Common 852061100 $13,258,100 157,600 157,600 2 157,600
SPRINT CORPORATION Common 852061100 $454,275 5,400 5,400 3 5,400
SPRINT CORPORATION PCS GROUP Common 852061506 $1,468,438 63,500 63,500 2 63,500
SPRINT CORPORATION PCS GROUP Common 852061506 $37,000 1,600 1,600 3 1,600
SYBRON INTL CORP-WISCONSIN Common 87114F106 $212,063 7,800 7,800 7,800
SYNOPSYS INC Common 871607107 $124,775 2,300 2,300 2,300
TCA CABLE TV INC Common 872241104 $174,869 4,900 4,900 4,900
TECO ENERGY INC Common 872375100 $152,213 5,400 5,400 5,400
TJX COMPANIES, INC Common 872540109 $2,740,500 94,500 94,500 94,500
TJX COMPANIES, INC Common 872540109 $12,423,600 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $284,200 9,800 9,800 3 9,800
TELE-COMMUNICATIONS, INC. Common 87924V101 $10,315,781 186,500 186,500 2 186,500
TELE-COMMUNICATIONS, INC. Common 87924V101 $331,875 6,000 6,000 3 6,000
TELEFONOS DE MEXICO (Class L) ADR 879403780 $3,598,006 73,900 73,900 73,900
TELEFONOS DE MEXICO (Class L) ADR 879403780 $11,198,125 230,000 230,000 2 230,000
TELEFONOS DE MEXICO (Class L) ADR 879403780 $408,975 8,400 8,400 3 8,400
TENET HEALTHCARE Common 88033G100 $14,915,250 568,200 568,200 2 568,200
TENET HEALTHCARE Common 88033G100 $540,750 20,600 20,600 3 20,600
TERADYNE INC Common 880770102 $110,175 2,600 2,600 2,600
TEXACO INC Common 881694103 $964,600 18,200 18,200 18,200
TEXACO INC Common 881694103 $8,400,500 158,500 158,500 2 158,500
TEXACO INC Common 881694103 $302,100 5,700 5,700 3 5,700
TEXAS INSTRUMENTS Common 882508104 $5,300,188 61,900 61,900 61,900
TEXAS INSTRUMENTS Common 882508104 $35,560,063 415,300 415,300 2 415,300
TEXAS INSTRUMENTS Common 882508104 $1,267,250 14,800 14,800 3 14,800
3COM CORPORATION Common 885535104 $3,737,363 83,400 83,400 83,400
3COM CORPORATION Common 885535104 $14,201,081 316,900 316,900 2 316,900
3COM CORPORATION Common 885535104 $560,156 12,500 12,500 3 12,500
TIFFANY & CO Common 886547108 $4,077,375 78,600 78,600 78,600
TIFFANY & CO Common 886547108 $16,236,875 313,000 313,000 2 313,000
TIFFANY & CO Common 886547108 $606,938 11,700 11,700 3 11,700
TRANSATLANTIC HLDGS INC Common 893521104 $98,231 1,300 1,300 1,300
TYSON FOODS, INC. (Class A) Common 902494103 $19,646,688 924,550 924,550 2 924,550
TYSON FOODS, INC. (Class A) Common 902494103 $682,125 32,100 32,100 3 32,100
USX-MARATHON GROUP Common 902905827 $3,515,588 116,700 116,700 116,700
USX-MARATHON GROUP Common 902905827 $24,056,319 798,550 798,550 2 798,550
USX-MARATHON GROUP Common 902905827 $840,488 27,900 27,900 3 27,900
UNION CAMP CORP. Common 905530101 $167,813 2,500 2,500 2,500
U.S. FILTER CORP Common 911843209 $217,313 9,500 9,500 9,500
UNITED TECHNOLOGIES CORP. Common 913017109 $14,061,375 129,300 129,300 2 129,300
UNITED TECHNOLOGIES CORP. Common 913017109 $598,125 5,500 5,500 3 5,500
UNOCAL CORPORATION Common 915289102 $2,645,847 90,650 90,650 90,650
UNOCAL CORPORATION Common 915289102 $612,938 21,000 21,000 3 21,000
VF CORP Common 918204108 $210,938 4,500 4,500 4,500
VARIAN ASSOCIATES INC Common 922204102 $132,563 3,500 3,500 3,500
WACHOVIA CORP Common 929771103 $6,269,269 71,700 71,700 2 71,700
WACHOVIA CORP Common 929771103 $279,800 3,200 3,200 3 3,200
WAL-MART STORES, INC Common 931142103 $2,092,944 25,700 25,700 25,700
WAL-MART STORES, INC Common 931142103 $24,634,844 302,500 302,500 2 302,500
WAL-MART STORES, INC Common 931142103 $928,388 11,400 11,400 3 11,400
WANG LABORATORIES Common 93369N109 $4,102,838 147,850 147,850 147,850
WANG LABORATORIES Common 93369N109 $18,008,363 648,950 648,950 2 648,950
WANG LABORATORIES Common 93369N109 $585,525 21,100 21,100 3 21,100
WASTE MANAGEMENT INC. Common 94106L109 $1,550,421 33,253 33,253 33,253
WASTE MANAGEMENT INC. Common 94106L109 $13,772,093 295,380 295,380 2 295,380
WASTE MANAGEMENT INC. Common 94106L109 $559,687 12,004 12,004 3 12,004
WEATHERFORD INTERNATIONAL INC. Common 947074100 $1,424,063 73,500 73,500 73,500
WEATHERFORD INTERNATIONAL INC. Common 947074100 $5,682,688 293,300 293,300 2 293,300
WEATHERFORD INTERNATIONAL INC. Common 947074100 $160,813 8,300 8,300 3 8,300
WESTERN RESOURCES Common 959425109 $123,025 3,700 3,700 3,700
WEYERHAEUSER CO. Common 962166104 $172,763 3,400 3,400 3,400
WILLAMETTE INDUSTRIES Common 969133107 $2,472,300 73,800 73,800 73,800
WILLAMETTE INDUSTRIES Common 969133107 $412,050 12,300 12,300 3 12,300
WILLIAMS COMPANIES Common 969457100 $2,994,000 96,000 96,000 96,000
WILLIAMS COMPANIES Common 969457100 $25,261,875 810,000 810,000 2 810,000
WILLIAMS COMPANIES Common 969457100 $932,506 29,900 29,900 3 29,900
WISCONSIN ENERGY CORP Common 976657106 $150,900 4,800 4,800 4,800
Grand Totals $281,608,949
$1,687,947,410 2
$62,843,210 3
</TABLE>
