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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13f Cover Page
Report for the Calendar Year or Quarter Ended 09/30/99
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
CIMCO Inc.
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
- --------------------------------------------------------------------------------
Name (Title) (Phone)
Michael S. Daubs President (608) 231-7500
/s/ Michael S. Daubs
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
Madison, Wisconsin
November 3, 1999
------------------------------------------
(Place and Date of Signing)
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 426
Form 13F Information Table Value Total: $2,365,407,351
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name:
------------- ------------------------
1. CUNA Mutual Pension Fund
------------- ------------------------
2. Ultra Series Fund
------------- ------------------------
3. MEMBERS Mutual Funds
------------- ------------------------
<PAGE>
FORM 13F
INFORMATION TABLE
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
INVESTMENT DISCRETION VOTING AUTHORITY
TITLE FAIR SHARES OF SHARED
NAME OF ISSUER OF CUSIP MARKET PRINCIPAL SOLE SHARED OTHER MANA- SOLE SHARED NONE
CLASS NUMBER VALUE AMOUNT (A) (B) (C) GERS (A) (B) (C)
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C>
ABBOTT LABS Common 272418114 $190,775 5,200 5,200 5,200
ACE LTD. Common G0070K103 $1,397,344 82,500 82,500 82,500
ACE LTD. Common G0070K103 $5,819,725 343,600 343,600 2 343,600
ACE LTD. Common G0070K103 $282,856 16,700 16,700 3 16,700
ADC TELECOMMUNICATIONS INC Common 000886101 $3,510,169 83,700 83,700 83,700
ADC TELECOMMUNICATIONS INC Common 000886101 $12,904,169 307,700 307,700 2 307,700
ADC TELECOMMUNICATIONS INC Common 000886101 $754,875 18,000 18,000 3 18,000
ADELPHIA COMMUNICATIONS - CL A Common 169481534 $247,013 4,200 4,200 2 4,200
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $978,750 22,500 22,500 22,500
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $13,458,987 309,402 309,402 2 309,402
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $803,793 18,478 18,478 3 18,478
AETNA INC. Common 008117103 $3,449,963 70,050 70,050 70,050
AETNA INC. Common 008117103 $23,787,750 483,000 483,000 2 483,000
AETNA INC. Common 008117103 $1,580,925 32,100 32,100 3 32,100
AIRBORNE FREIGHT Common 009266107 $105,313 5,000 5,000 2 5,000
ALLIEDSIGNAL INC Common 019512102 $12,730,725 212,400 212,400 2 212,400
ALLIEDSIGNAL INC Common 019512102 $988,969 16,500 16,500 3 16,500
ALLSTATE CORP. Common 020002101 $1,253,159 50,252 50,252 50,252
ALLSTATE CORP. Common 020002101 $21,078,173 845,240 845,240 2 845,240
ALLSTATE CORP. Common 020002101 $1,633,406 65,500 65,500 3 65,500
ALZA CORP. Common 022615108 $959,000 22,400 22,400 22,400
ALZA CORP. Common 022615108 $15,065,719 351,900 351,900 2 351,900
ALZA CORP. Common 022615108 $1,121,688 26,200 26,200 3 26,200
AMBAC INC Common 023139108 $284,250 6,000 6,000 2 6,000
AMERICAN HOME PRODUCTS Common 026609107 $2,340,600 56,400 56,400 56,400
AMERICAN HOME PRODUCTS Common 026609107 $28,713,850 691,900 691,900 2 691,900
AMERICAN HOME PRODUCTS Common 026609107 $2,099,900 50,600 50,600 3 50,600
AMERITECH CORPORATION Common 030954101 $2,089,275 31,300 31,300 31,300
AMERITECH CORPORATION Common 030954101 $25,037,925 375,100 375,100 2 375,100
AMERITECH CORPORATION Common 030954101 $1,869,000 28,000 28,000 3 28,000
ARROW ELECTRONICS Common 042735100 $153,338 8,700 8,700 2 8,700
ASSOCIATED BANC-CORP Common 045487105 $159,225 4,400 4,400 2 4,400
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $2,149,200 59,700 59,700 59,700
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $8,859,600 246,100 246,100 2 246,100
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $457,200 12,700 12,700 3 12,700
ATLANTIC RICHFIELD CO. Common 048825103 $221,563 2,500 2,500 2,500
ATMEL CORP Common 049513104 $226,544 6,700 6,700 2 6,700
AUTODESK INC Common 052769106 $1,918,438 87,700 87,700 87,700
AUTODESK INC Common 052769106 $7,842,188 358,500 358,500 2 358,500
AUTODESK INC Common 052769106 $409,063 18,700 18,700 3 18,700
BJ SERVICES CO Common 055482103 $248,138 7,800 7,800 2 7,800
BP AMOCO PLC ADR Common 055622104 $2,008,587 18,126 18,126 18,126
BP AMOCO PLC ADR Common 055622104 $16,900,458 152,514 152,514 2 152,514
BP AMOCO PLC ADR Common 055622104 $1,250,519 11,285 11,285 3 11,285
BANK OF AMERICA CORP Common 644647169 $2,277,730 40,902 40,902 40,902
BANK OF AMERICA CORP Common 644647169 $24,745,799 444,369 444,369 2 444,369
BANK OF AMERICA CORP Common 644647169 $1,798,094 32,289 32,289 3 32,289
BANK ONE CORP Common 06423A103 $1,428,009 41,020 41,020 41,020
BANK ONE CORP Common 06423A103 $17,664,907 507,430 507,430 2 507,430
BANK ONE CORP Common 06423A103 $1,318,001 37,860 37,860 3 37,860
BAXTER INTERNATIONAL INC Common 071813109 $247,025 4,100 4,100 4,100
BEAR STEARNS Common 073902108 $269,063 7,000 7,000 2 7,000
BELL ATLANTIC CORP Common 077853109 $121,163 1,800 1,800 1,800
A.H. BELO Class A Common 080555105 $240,975 12,600 12,600 2 12,600
BEMIS COMPANY INC Common 081437105 $169,375 5,000 5,000 2 5,000
BETHLEHEM STEEL CORP Common 087509105 $92,925 12,600 12,600 2 12,600
BOSTON SCIENTIFIC CORP Common 355826148 $1,145,925 46,300 46,300 46,300
BOSTON SCIENTIFIC CORP Common 355826148 $4,930,200 199,200 199,200 2 199,200
BOSTON SCIENTIFIC CORP Common 355826148 $235,125 9,500 9,500 3 9,500
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,983,500 44,200 44,200 44,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $30,631,500 453,800 453,800 2 453,800
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,234,250 33,100 33,100 3 33,100
BURLINGTON NORTHERN SANTA FE Common 12189T104 $6,055,500 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $445,500 16,200 16,200 3 16,200
CADENCE DESIGN SYSTEMS INC. Common 127387108 $1,386,988 103,700 103,700 103,700
CADENCE DESIGN SYSTEMS INC. Common 127387108 $6,595,213 493,100 493,100 2 493,100
CENTOCOR, INC. Common 152342101 $3,349,775 57,200 57,200 57,200
CENTOCOR, INC. Common 152342101 $11,203,006 191,300 191,300 2 191,300
CENTOCOR, INC. Common 152342101 $568,056 9,700 9,700 3 9,700
CENTURYTEL INC Common 937329051 $1,820,000 44,800 44,800 44,800
CENTURYTEL INC Common 937329051 $7,848,750 193,200 193,200 2 193,200
CENTURYTEL INC Common 937329051 $381,875 9,400 9,400 3 9,400
CHEVRON CORP. Common 166751107 $213,000 2,400 2,400 2,400
CHIRON CORP Common 170040109 $301,794 10,900 10,900 2 10,900
CITIGROUP INC Common 172967101 $7,417,740 168,585 168,585 168,585
CITIGROUP INC Common 172967101 $45,289,7721,029,313 1,029,313 2 1,029,313
CITIGROUP INC Common 172967101 $2,954,600 67,150 67,150 3 67,150
COMPUTER SCIENCES CORP Common 182662097 $13,232,813 188,200 188,200 2 188,200
COMPUTER SCIENCES CORP Common 182662097 $956,250 13,600 13,600 3 13,600
COMPUTER ASSOCIATES INTL INC Common 204912109 $27,194,513 444,900 444,900 2 444,900
COMPUTER ASSOCIATES INTL INC Common 204912109 $2,011,013 32,900 32,900 3 32,900
CONAGRA INC. Common 205887102 $261,725 11,600 11,600 11,600
CONAGRA INC. Common 205887102 $8,585,031 380,500 380,500 2 380,500
CONAGRA INC. Common 205887102 $692,669 30,700 30,700 3 30,700
CONEXANT SYSTEMS INC Common 207142100 $2,691,916 37,050 37,050 37,050
CONEXANT SYSTEMS INC Common 207142100 $14,109,781 194,199 194,199 2 194,199
CONEXANT SYSTEMS INC Common 207142100 $828,282 11,400 11,400 3 11,400
CONSOLIDATED NATURAL GAS Common 209615103 $162,175 2,600 2,600 2,600
CONSTELLATION ENERGY GROUP Common 113942146 $157,500 5,600 5,600 5,600
COUNTRYWIDE CREDIT IND INC Common 217962852 $1,715,700 53,200 53,200 53,200
COUNTRYWIDE CREDIT IND INC Common 217962852 $10,271,625 318,500 318,500 2 318,500
COUNTRYWIDE CREDIT IND INC Common 217962852 $612,750 19,000 19,000 3 19,000
COX COMMUNICATIONS Class A Common 224044107 $5,302,250 127,000 127,000 127,000
COX COMMUNICATIONS Class A Common 224044107 $19,589,100 469,200 469,200 2 469,200
COX COMMUNICATIONS Class A Common 224044107 $1,072,975 25,700 25,700 3 25,700
CRESCENDO PHARMACEUTICALS CP Common 225637107 $54,729 3,030 3,030 3,030
CRESCENDO PHARMACEUTICALS CP Common 225637107 $113,071 6,260 6,260 2 6,260
CVS CORP. Common 126650100 $1,216,213 29,800 29,800 29,800
CVS CORP. Common 126650100 $21,208,542 519,658 519,658 2 519,658
CVS CORP. Common 126650100 $1,648,825 40,400 40,400 3 40,400
DALLAS SEMICONDUCTOR Common 235204104 $5,039,156 94,300 94,300 94,300
DALLAS SEMICONDUCTOR Common 235204104 $13,562,438 253,800 253,800 2 253,800
DALLAS SEMICONDUCTOR Common 235204104 $657,281 12,300 12,300 3 12,300
DANA CORP Common 235811106 $144,788 3,900 3,900 3,900
DANA CORP Common 235811106 $10,576,356 284,885 284,885 2 284,885
DANA CORP Common 235811106 $829,298 22,338 22,338 3 22,338
DAYTON HUDSON Common 239753106 $8,576,925 142,800 142,800 142,800
DAYTON HUDSON Common 239753106 $31,953,250 532,000 532,000 2 532,000
DAYTON HUDSON Common 239753106 $1,759,831 29,300 29,300 3 29,300
DELTA AIRLINES INC Common 247361108 $679,000 14,000 14,000 14,000
DELTA AIRLINES INC Common 247361108 $9,845,500 203,000 203,000 2 203,000
DELTA AIRLINES INC Common 247361108 $746,900 15,400 15,400 3 15,400
DEXTER CORPORATION Common 252165105 $1,869,356 50,100 50,100 50,100
DEXTER CORPORATION Common 252165105 $4,212,581 112,900 112,900 2 112,900
DEXTER CORPORATION Common 252165105 $201,488 5,400 5,400 3 5,400
DOLLAR GENERAL Common 256669102 $239,281 7,750 7,750 2 7,750
DOMINION RESOURCES INC. Common 257470104 $153,425 3,400 3,400 3,400
DOW CHEMICAL Common 260543103 $1,795,275 15,800 15,800 15,800
DOW CHEMICAL Common 260543103 $16,560,844 145,750 145,750 2 145,750
DOW CHEMICAL Common 260543103 $1,295,325 11,400 11,400 3 11,400
DUKE ENERGY Common 264399106 $220,500 4,000 4,000 4,000
DUKE ENERGY Common 264399106 $7,717,500 140,000 140,000 2 140,000
DUKE ENERGY Common 264399106 $606,375 11,000 11,000 3 11,000
EMC CORP/MASS Common 268648102 $11,519,925 161,400 161,400 161,400
EMC CORP/MASS Common 268648102 $69,783,338 977,700 977,700 2 977,700
EMC CORP/MASS Common 268648102 $4,446,663 62,300 62,300 3 62,300
ENSCO INTERNATIONAL INC Common 26874Q100 $233,006 12,900 12,900 2 12,900
ETEC SYSTEMS INC Common 26922C103 $173,075 4,600 4,600 2 4,600
EATON CORP Common 278058102 $155,363 1,800 1,800 1,800
ELAN CORPORATION PLC ADR 284131208 $3,651,600 108,800 108,800 108,800
ELAN CORPORATION PLC ADR 284131208 $15,680,400 467,200 467,200 2 467,200
ELAN CORPORATION PLC ADR 284131208 $728,306 21,700 21,700 3 21,700
EMERSON ELECTRIC Common 291011104 $334,894 5,300 5,300 5,300
ETHAN ALLEN INTERIORS INC Common 297602104 $407,200 12,800 12,800 2 12,800
EVEREST RE HOLDINGS Common 299808105 $1,835,944 77,100 77,100 77,100
EVEREST RE HOLDINGS Common 299808105 $5,072,063 213,000 213,000 2 213,000
EVEREST RE HOLDINGS Common 299808105 $259,556 10,900 10,900 3 10,900
EXXON CORP. Common 302290101 $15,276,000 201,000 201,000 2 201,000
EXXON CORP. Common 302290101 $1,178,000 15,500 15,500 3 15,500
FDX CORPORATION Common 31304N107 $3,817,525 98,200 98,200 98,200
FDX CORPORATION Common 31304N107 $13,236,938 340,500 340,500 2 340,500
FDX CORPORATION Common 31304N107 $746,400 19,200 19,200 3 19,200
FEDERAL NATIONAL MTG ASSOC. Common 905099038 $213,138 3,400 3,400 3,400
FEDERAL SIGNAL CORP Common 313855108 $202,725 10,200 10,200 2 10,200
FIRST SECURITY CORP. Common 336294103 $2,287,761 96,200 96,200 96,200
FIRST SECURITY CORP. Common 336294103 $9,590,998 403,300 403,300 2 403,300
FIRST SECURITY CORP. Common 336294103 $411,416 17,300 17,300 3 17,300
FIRST TENNESSEE NATL CORP Common 337162101 $137,813 4,900 4,900 2 4,900
FIRST UNION CORPORATION Common 337358105 $188,813 5,300 5,300 5,300
FIRST UNION CORPORATION Common 337358105 $8,792,250 246,800 246,800 2 246,800
FIRST UNION CORPORATION Common 337358105 $655,500 18,400 18,400 3 18,400
FLEETWOOD ENTERPRISES Common 339099103 $155,444 7,700 7,700 7,700
FLORIDA PROGRESS CORP Common 341109106 $166,500 3,600 3,600 3,600
FLORIDA PROGRESS CORP Common 341109106 $189,625 4,100 4,100 2 4,100
FLOWERS INDUSTRIES, INC. Common 343496105 $273,963 20,200 20,200 2 20,200
FLUOR CORP Common 343861100 $128,800 3,200 3,200 2 3,200
GARTNER GROUP INC. Common 215973079 $209,195 12,536 12,536 12,536
GARTNER GROUP INC. Common 215973079 $720,449 43,173 43,173 2 43,173
GARTNER GROUP INC. Common 215973079 $37,363 2,239 2,239 3 2,239
GATEWAY INC Common 176391071 $7,185,200 163,300 163,300 163,300
GATEWAY INC Common 176391071 $26,769,600 608,400 608,400 2 608,400
GATEWAY INC Common 176391071 $1,460,800 33,200 33,200 3 33,200
GTE CORP. Common 362320103 $1,948,781 25,350 25,350 25,350
GTE CORP. Common 362320103 $23,166,281 301,350 301,350 2 301,350
GTE CORP. Common 362320103 $1,737,375 22,600 22,600 3 22,600
GENERAL MILLS INC Common 370334104 $316,388 3,900 3,900 3,900
GENERAL MILLS INC Common 370334104 $12,825,863 158,100 158,100 2 158,100
GENERAL MILLS INC Common 370334104 $1,005,950 12,400 12,400 3 12,400
GENZYME CORP Common 372917104 $189,263 4,200 4,200 2 4,200
GENZYME SURGICAL PRODUCTS Common 156923104 $3,319 590 590 2 590
GEORGIA PACIFIC CORP. Common 373298108 $1,617,500 40,000 40,000 40,000
GEORGIA PACIFIC CORP. Common 373298108 $9,373,413 231,800 231,800 2 231,800
GEORGIA PACIFIC CORP. Common 373298108 $727,875 18,000 18,000 3 18,000
GLAXO WELLCOME ADR Common 37733W105 $13,291,200 255,600 255,600 2 255,600
GLAXO WELLCOME ADR Common 37733W105 $1,045,200 20,100 20,100 3 20,100
GRAINGER (W.W.) INC. Common 384802104 $1,715,831 35,700 35,700 35,700
GRAINGER (W.W.) INC. Common 384802104 $7,396,819 153,900 153,900 2 153,900
GRAINGER (W.W.) INC. Common 384802104 $379,694 7,900 7,900 3 7,900
HANNAFORD BROTHERS CO Common 410550107 $359,231 5,100 5,100 2 5,100
HARRIS CORP. Common 413875105 $10,246,113 370,900 370,900 2 370,900
HARRIS CORP. Common 413875105 $734,825 26,600 26,600 3 26,600
HEINZ (H.J.) CO Common 423074103 $202,100 4,700 4,700 4,700
HERTZ CORP. Common 428040109 $132,000 3,000 3,000 2 3,000
HEWLETT-PACKARD Common 428236103 $1,796,850 19,800 19,800 19,800
HEWLETT-PACKARD Common 428236103 $25,727,625 283,500 283,500 2 283,500
HEWLETT-PACKARD Common 428236103 $1,896,675 20,900 20,900 3 20,900
HIBERNIA CORP Common 428656102 $123,225 10,600 10,600 2 10,600
HONEYWELL INC. Common 438506107 $1,313,488 11,800 11,800 11,800
HONEYWELL INC. Common 438506107 $17,364,750 156,000 156,000 2 156,000
HONEYWELL INC. Common 438506107 $1,335,750 12,000 12,000 3 12,000
HOUSEHOLD INTERNATIONAL Common 441815107 $25,631,850 638,800 638,800 2 638,800
HOUSEHOLD INTERNATIONAL Common 441815107 $1,942,050 48,400 48,400 3 48,400
HUBBELL INC. Common 443510201 $127,500 4,000 4,000 2 4,000
HUMANA INC Common 444859102 $100,375 14,600 14,600 2 14,600
IDEXX LABORATORIES INC. Common 296213517 $218,679 12,700 12,700 2 12,700
IMS HEALTH INC. Common 449934108 $2,196,844 96,300 96,300 96,300
IMS HEALTH INC. Common 449934108 $7,564,625 331,600 331,600 2 331,600
IMS HEALTH INC. Common 449934108 $435,719 19,100 19,100 3 19,100
ILLINOIS TOOL WORKS Common 452308109 $3,921,988 52,600 52,600 52,600
ILLINOIS TOOL WORKS Common 452308109 $19,110,369 256,300 256,300 2 256,300
ILLINOIS TOOL WORKS Common 452308109 $1,021,506 13,700 13,700 3 13,700
INTERIM SERVICES, INC. Common 45868P100 $2,654,388 162,100 162,100 162,100
INTERIM SERVICES, INC. Common 45868P100 $11,010,550 672,400 672,400 2 672,400
INTERIM SERVICES, INC. Common 45868P100 $625,525 38,200 38,200 3 38,200
INTL BUSINESS MACHINES CORP Common 459200101 $3,412,200 28,200 28,200 28,200
INTL BUSINESS MACHINES CORP Common 459200101 $40,970,600 338,600 338,600 2 338,600
INTL BUSINESS MACHINES CORP Common 459200101 $3,170,200 26,200 26,200 3 26,200
JOHNSON & JOHNSON Common 478160104 $15,582,000 169,600 169,600 2 169,600
JOHNSON & JOHNSON Common 478160104 $1,166,813 12,700 12,700 3 12,700
KAYDON CORP Common 486587108 $161,688 6,500 6,500 2 6,500
KEANE INC Common 486665102 $3,043,188 133,400 133,400 133,400
KEANE INC Common 486665102 $16,956,531 743,300 743,300 2 743,300
KEANE INC Common 486665102 $962,688 42,200 42,200 3 42,200
KERR-MCGEE Common 492386107 $2,802,681 50,900 50,900 50,900
KERR-MCGEE Common 492386107 $11,221,738 203,800 203,800 2 203,800
KERR-MCGEE Common 492386107 $660,750 12,000 12,000 3 12,000
KIMBERLY-CLARK CORP Common 494368103 $2,675,480 50,720 50,720 50,720
KIMBERLY-CLARK CORP Common 494368103 $28,590,500 542,000 542,000 2 542,000
KIMBERLY-CLARK CORP Common 494368103 $2,131,100 40,400 40,400 3 40,400
KROGER COMPANY Common 138232866 $21,001,294 951,900 951,900 2 951,900
KROGER COMPANY Common 138232866 $1,584,088 71,800 71,800 3 71,800
LSI LOGIC CORP Common 502161102 $270,400 5,200 5,200 2 5,200
LINCOLN NATIONAL CORP Common 534187109 $135,225 3,600 3,600 3,600
LOCKHEED MARTIN Common 539830109 $143,825 4,400 4,400 4,400
LOWE'S COMPANIES Common 324255178 $2,622,750 53,800 53,800 53,800
LOWE'S COMPANIES Common 324255178 $11,027,250 226,200 226,200 2 226,200
LOWE'S COMPANIES Common 324255178 $516,750 10,600 10,600 3 10,600
MBIA INC. Common 55262C100 $1,617,888 34,700 34,700 34,700
MBIA INC. Common 55262C100 $9,767,938 209,500 209,500 2 209,500
MBIA INC. Common 55262C100 $601,463 12,900 12,900 3 12,900
MGIC INVESTMENT CORP Common 552848103 $405,875 8,500 8,500 2 8,500
MANPOWER INC Common 56418H100 $399,013 13,700 13,700 2 13,700
MARSH & MCLENNAN COS Common 571748102 $260,300 3,800 3,800 3,800
MARSHALL AND ILSLEY CORP Common 571834100 $154,069 2,700 2,700 2 2,700
MAY DEPARTMENT STORES COMPANY Common 577778103 $151,216 4,150 4,150 4,150
MCGRAW-HILL INC (MHP) Common 580645109 $164,475 3,400 3,400 3,400
MEDIAONE GROUP INC. Common 58440J104 $8,764,494 128,300 128,300 128,300
MEDIAONE GROUP INC. Common 58440J104 $49,540,225 725,200 725,200 2 725,200
MEDIAONE GROUP INC. Common 58440J104 $3,087,725 45,200 45,200 3 45,200
MERCK & CO Common 229811401 $200,919 3,100 3,100 3,100
MERCURY GENERAL CORP Common 589400100 $159,863 5,800 5,800 2 5,800
MICRON TECHNOLOGY Common 595112103 $3,145,450 47,300 47,300 47,300
MICRON TECHNOLOGY Common 595112103 $11,125,450 167,300 167,300 2 167,300
MICRON TECHNOLOGY Common 595112103 $645,050 9,700 9,700 3 9,700
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $1,761,150 59,700 59,700 59,700
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $7,670,000 260,000 260,000 2 260,000
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $365,800 12,400 12,400 3 12,400
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,154,188 44,074 44,074 44,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $4,571,683 174,575 174,575 2 174,575
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $235,688 9,000 9,000 3 9,000
HERMAN MILLER INC Common 600544100 $191,250 8,000 8,000 2 8,000
MINNESOTA MINING & MFG CO Common 604059105 $326,613 3,400 3,400 3,400
MINNESOTA MINING & MFG CO Common 604059105 $12,622,613 131,400 131,400 2 131,400
MINNESOTA MINING & MFG CO Common 604059105 $979,838 10,200 10,200 3 10,200
MOBIL CORP. Common 607059102 $211,575 2,100 2,100 2,100
MOLEX, INC. Common 608554101 $160,050 4,400 4,400 2 4,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,088,088 12,200 12,200 12,200
MORGAN STANLEY, DEAN WITTER Common 617446448 $12,985,700 145,600 145,600 2 145,600
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,052,413 11,800 11,800 3 11,800
MOTOROLA CORPORATION Common 620076109 $2,059,200 23,400 23,400 23,400
MOTOROLA CORPORATION Common 620076109 $26,831,200 304,900 304,900 2 304,900
MOTOROLA CORPORATION Common 620076109 $2,015,200 22,900 22,900 3 22,900
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $969,367 79,132 79,132 79,132
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $2,523,059 205,964 205,964 2 205,964
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $142,100 11,600 11,600 3 11,600
NABISCO HOLDING CORP Class A Common 629526104 $3,998,881 115,700 115,700 115,700
NABISCO HOLDING CORP Class A Common 629526104 $25,607,356 740,900 740,900 2 740,900
NABISCO HOLDING CORP Class A Common 629526104 $1,690,106 48,900 48,900 3 48,900
NATIONAL CITY CORP Common 635405103 $160,125 6,000 6,000 6,000
NATIONAL SERVICE INDS INC Common 637657107 $126,000 4,000 4,000 2 4,000
NEW PLAN EXCEL REALTY TRUST Common 648053106 $135,375 7,600 7,600 2 7,600
NEWBRIDGE NETWORKS CORP Common 650901101 $218,925 8,400 8,400 2 8,400
NORFOLK SOUTHERN CORP Common 655844108 $965,300 39,400 39,400 39,400
NORFOLK SOUTHERN CORP Common 655844108 $7,215,250 294,500 294,500 2 294,500
NORFOLK SOUTHERN CORP Common 655844108 $507,150 20,700 20,700 3 20,700
NORTEL NETWORKS CORP Common 264971924 $23,623,200 463,200 463,200 2 463,200
NORTEL NETWORKS CORP Common 264971924 $1,779,900 34,900 34,900 3 34,900
NORTHERN STATES POWER Common 665772109 $2,156,250 100,000 100,000 2 100,000
NORTHERN STATES POWER Common 665772109 $178,969 8,300 8,300 3 8,300
OWENS ILLINOIS Common 690768403 $3,857,494 194,700 194,700 194,700
OWENS ILLINOIS Common 690768403 $13,957,906 704,500 704,500 2 704,500
OWENS ILLINOIS Common 690768403 $766,744 38,700 38,700 3 38,700
PG & E CORPORATION Common 69331C108 $186,300 7,200 7,200 7,200
PG & E CORPORATION Common 69331C108 $11,677,388 451,300 451,300 2 451,300
PG & E CORPORATION Common 69331C108 $926,325 35,800 35,800 3 35,800
PPG INDUSTRIES INC Common 693506107 $204,000 3,400 3,400 3,400
PPG INDUSTRIES INC Common 693506107 $14,064,000 234,400 234,400 2 234,400
PPG INDUSTRIES INC Common 693506107 $1,086,000 18,100 18,100 3 18,100
PALL CORP Common 696429307 $2,260,781 97,500 97,500 97,500
PALL CORP Common 696429307 $12,134,019 523,300 523,300 2 523,300
PALL CORP Common 696429307 $695,625 30,000 30,000 3 30,000
PEOPLESOFT INC Common 712713106 $2,494,894 147,300 147,300 147,300
PEOPLESOFT INC Common 712713106 $11,351,513 670,200 670,200 2 670,200
PEOPLESOFT INC Common 712713106 $533,531 31,500 31,500 3 31,500
PEPSICO INC Common 713448108 $201,300 6,600 6,600 6,600
PEPSICO INC Common 713448108 $11,516,800 377,600 377,600 2 377,600
PEPSICO INC Common 713448108 $872,300 28,600 28,600 3 28,600
PHARMACIA & UPJOHN, INC. Common 716941109 $4,021,957 81,047 81,047 81,047
PHARMACIA & UPJOHN, INC. Common 716941109 $13,775,900 277,600 277,600 2 277,600
PHARMACIA & UPJOHN, INC. Common 716941109 $789,038 15,900 15,900 3 15,900
PHILIPS ELECTRONICS Common 423410901 $1,319,464 13,064 13,064 13,064
PHILIPS ELECTRONICS Common 423410901 $23,105,568 228,768 228,768 2 228,768
PHILIPS ELECTRONICS Common 423410901 $1,730,736 17,136 17,136 3 17,136
PITNEY BOWES INC. Common 724479100 $152,344 2,500 2,500 2,500
PRAXAIR INC Common 74005P104 $3,312,000 72,000 72,000 72,000
PRAXAIR INC Common 74005P104 $11,633,400 252,900 252,900 2 252,900
PRAXAIR INC Common 74005P104 $676,200 14,700 14,700 3 14,700
PRIMEDIA INC. Common 74157K101 $3,936,800 281,200 281,200 281,200
PRIMEDIA INC. Common 74157K101 $14,501,2001,035,800 1,035,800 2 1,035,800
PRIMEDIA INC. Common 74157K101 $800,800 57,200 57,200 3 57,200
QUALCOMM INC Common 747525103 $302,700 1,600 1,600 2 1,600
QUANTUM CORP - DLT & STORAGE Common 223011503 $111,094 7,900 7,900 2 7,900
QUANTUM CORP - HARD DISK DRIVE Common 147832010 $25,659 3,450 3,450 2 3,450
ROCKWELL INTERNATIONAL CORP Common 773903109 $861,000 16,400 16,400 16,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $13,056,750 248,700 248,700 2 248,700
ROCKWELL INTERNATIONAL CORP Common 773903109 $1,013,250 19,300 19,300 3 19,300
ROHM & HAAS CO Common 775371107 $2,503,463 69,300 69,300 69,300
ROHM & HAAS CO Common 775371107 $12,325,850 341,200 341,200 2 341,200
ROHM & HAAS CO Common 775371107 $744,175 20,600 20,600 3 20,600
ROSS STORES INC Common 778296103 $197,225 9,800 9,800 2 9,800
SAFEWAY INC Common 786514208 $4,967,156 130,500 130,500 130,500
SAFEWAY INC Common 786514208 $17,546,813 461,000 461,000 2 461,000
SAFEWAY INC Common 786514208 $966,788 25,400 25,400 3 25,400
ST. JUDE MEDICAL INC. Common 790849103 $239,400 7,600 7,600 2 7,600
ST. PAUL COMPANIES Common 792860108 $255,750 9,300 9,300 9,300
SARA LEE CORPORATION Common 803111103 $2,674,100 114,400 114,400 114,400
SARA LEE CORPORATION Common 803111103 $20,558,313 879,500 879,500 2 879,500
SARA LEE CORPORATION Common 803111103 $1,432,888 61,300 61,300 3 61,300
SCHLUMBERGER, LTD Common 806857108 $1,595,200 25,600 25,600 25,600
SCHLUMBERGER, LTD Common 806857108 $20,731,369 332,700 332,700 2 332,700
SCHLUMBERGER, LTD Common 806857108 $1,539,119 24,700 24,700 3 24,700
SEAGATE TECHNOLOGY Common 811804103 $3,886,313 126,900 126,900 126,900
SEAGATE TECHNOLOGY Common 811804103 $17,391,938 567,900 567,900 2 567,900
SEAGATE TECHNOLOGY Common 811804103 $992,250 32,400 32,400 3 32,400
SEARS ROEBUCK & CO INC Common 812387108 $1,094,988 34,900 34,900 34,900
SEARS ROEBUCK & CO INC Common 812387108 $12,741,388 406,100 406,100 2 406,100
SEARS ROEBUCK & CO INC Common 812387108 $972,625 31,000 31,000 3 31,000
SHERWIN-WILLIAMS CO Common 824348106 $2,324,063 111,000 111,000 111,000
SHERWIN-WILLIAMS CO Common 824348106 $9,417,688 449,800 449,800 2 449,800
SHERWIN-WILLIAMS CO Common 824348106 $460,625 22,000 22,000 3 22,000
SMITH INTERNATIONAL INC Common 832110100 $263,250 6,500 6,500 2 6,500
SONAT INC Common 835415100 $2,119,313 53,400 53,400 53,400
SONAT INC Common 835415100 $6,429,375 162,000 162,000 2 162,000
SONAT INC Common 835415100 $222,250 5,600 5,600 3 5,600
SPRINT CORPORATION Common 852061100 $1,725,150 31,800 31,800 31,800
SPRINT CORPORATION Common 852061100 $23,235,275 428,300 428,300 2 428,300
SPRINT CORPORATION Common 852061100 $1,757,700 32,400 32,400 3 32,400
SPRINT CORPORATION PCS GROUP Common 852061506 $1,808,141 24,250 24,250 24,250
SPRINT CORPORATION PCS GROUP Common 852061506 $4,921,125 66,000 66,000 2 66,000
SPRINT CORPORATION PCS GROUP Common 852061506 $238,600 3,200 3,200 3 3,200
STORAGE TECHNOLOGY CORP Common 862111200 $154,500 8,000 8,000 2 8,000
SUNTRUST BANKS INC Common 867914103 $2,873,275 43,700 43,700 43,700
SUNTRUST BANKS INC Common 867914103 $11,762,675 178,900 178,900 2 178,900
SUNTRUST BANKS INC Common 867914103 $565,450 8,600 8,600 3 8,600
SYBRON INTL CORP-WISCONSIN Common 87114F106 $260,688 9,700 9,700 2 9,700
SYNOPSYS INC Common 871607107 $196,547 3,500 3,500 2 3,500
TCF FINANCIAL CORP Common 872275102 $159,950 5,600 5,600 2 5,600
TJX COMPANIES, INC Common 872540109 $2,997,075 106,800 106,800 106,800
TJX COMPANIES, INC Common 872540109 $12,021,975 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $578,088 20,600 20,600 3 20,600
TELEFONOS DE MEXICO Class L - ADR 879403780 $4,517,250 63,400 63,400 63,400
TELEFONOS DE MEXICO Class L - ADR 879403780 $16,672,500 234,000 234,000 2 234,000
TELEFONOS DE MEXICO Class L - ADr 879403780 $912,000 12,800 12,800 3 12,800
TERADYNE INC Common 880770102 $197,400 5,600 5,600 2 5,600
TEXACO INC Common 881694103 $1,117,313 17,700 17,700 17,700
TEXACO INC Common 881694103 $11,545,563 182,900 182,900 2 182,900
TEXACO INC Common 881694103 $902,688 14,300 14,300 3 14,300
TEXAS INSTRUMENTS Common 882508104 $7,715,050 93,800 93,800 93,800
TEXAS INSTRUMENTS Common 882508104 $58,101,400 706,400 706,400 2 706,400
TEXAS INSTRUMENTS Common 882508104 $3,898,650 47,400 47,400 3 47,400
3COM CORPORATION Common 885535104 $3,654,125 127,100 127,100 127,100
3COM CORPORATION Common 885535104 $13,259,500 461,200 461,200 2 461,200
3COM CORPORATION Common 885535104 $741,750 25,800 25,800 3 25,800
TIFFANY & CO Common 886547108 $5,484,281 91,500 91,500 91,500
TIFFANY & CO Common 886547108 $18,904,288 315,400 315,400 2 315,400
TIFFANY & CO Common 886547108 $1,150,800 19,200 19,200 3 19,200
TYCO INTERNATIONAL LTD Common 902124106 $4,531,746 43,891 43,891 43,891
TYCO INTERNATIONAL LTD Common 902124106 $14,072,252 136,293 136,293 2 136,293
TYCO INTERNATIONAL LTD Common 902124106 $729,874 7,069 7,069 3 7,069
TYSON FOODS, INC. Class A Common 902494103 $3,368,866 204,950 204,950 204,950
TYSON FOODS, INC. Class A Common 902494103 $11,472,142 697,925 697,925 2 697,925
TYSON FOODS, INC. Class A Common 902494103 $608,188 37,000 37,000 3 37,000
USX-MARATHON GROUP Common 902905827 $3,568,500 122,000 122,000 122,000
USX-MARATHON GROUP Common 902905827 $27,066,488 925,350 925,350 2 925,350
USX-MARATHON GROUP Common 902905827 $1,746,225 59,700 59,700 3 59,700
USEC INC Common 90333E108 $97,375 9,500 9,500 2 9,500
UNITED TECHNOLOGIES CORP. Common 913017109 $1,233,700 20,800 20,800 20,800
UNITED TECHNOLOGIES CORP. Common 913017109 $19,276,563 325,000 325,000 2 325,000
UNITED TECHNOLOGIES CORP. Common 913017109 $1,470,950 24,800 24,800 3 24,800
UNOCAL CORPORATION Common 915289102 $3,678,453 99,250 99,250 99,250
UNOCAL CORPORATION Common 915289102 $23,089,938 623,000 623,000 2 623,000
UNOCAL CORPORATION Common 915289102 $1,426,906 38,500 38,500 3 38,500
VF CORP Common 918204108 $139,500 4,500 4,500 2 4,500
VARIAN ASSOCIATES INC Common 922204102 $13,125 600 600 2 600
VARIAN MEDICAL SYSTEMS INC Common 92220P105 $115,938 5,300 5,300 2 5,300
VARIAN SEMICONDUCTOR Common 180363193 $187,456 8,900 8,900 2 8,900
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $7,946,794 33,425 33,425 33,425
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $23,192,513 97,550 97,550 2 97,550
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $1,295,738 5,450 5,450 3 5,450
WACHOVIA CORP Common 929771103 $11,958,863 152,100 152,100 2 152,100
WACHOVIA CORP Common 929771103 $888,463 11,300 11,300 3 11,300
WAL-MART STORES, INC Common 931142103 $2,130,800 44,800 44,800 44,800
WAL-MART STORES, INC Common 931142103 $20,551,756 432,100 432,100 2 432,100
WAL-MART STORES, INC Common 931142103 $1,460,169 30,700 30,700 3 30,700
THE WALT DISNEY CO. Common 254687106 $17,240,600 663,100 663,100 2 663,100
THE WALT DISNEY CO. Common 254687106 $1,266,200 48,700 48,700 3 48,700
WASTE MANAGEMENT INC. Common 94106L109 $400,535 20,807 20,807 20,807
WASTE MANAGEMENT INC. Common 94106L109 $9,993,176 519,126 519,126 2 519,126
WASTE MANAGEMENT INC. Common 94106L109 $791,252 41,104 41,104 3 41,104
WEATHERFORD INTERNATIONAL INC. Common 947074100 $2,720,000 85,000 85,000 85,000
WEATHERFORD INTERNATIONAL INC. Common 947074100 $11,062,400 345,700 345,700 2 345,700
WEATHERFORD INTERNATIONAL INC. Common 947074100 $540,800 16,900 16,900 3 16,900
WELLS FARGO COMPANY Common 949746101 $3,229,438 81,500 81,500 81,500
WELLS FARGO COMPANY Common 949746101 $17,712,375 447,000 447,000 2 447,000
WELLS FARGO COMPANY Common 949746101 $1,022,325 25,800 25,800 3 25,800
WESTVACO CORP Common 961548104 $153,750 6,000 6,000 2 6,000
WEYERHAEUSER CO. Common 962166104 $155,588 2,700 2,700 2,700
WILLAMETTE INDUSTRIES Common 969133107 $1,798,313 41,700 41,700 41,700
WILLAMETTE INDUSTRIES Common 969133107 $10,091,250 234,000 234,000 2 234,000
WILLAMETTE INDUSTRIES Common 969133107 $590,813 13,700 13,700 3 13,700
WILLIAMS COMPANIES Common 969457100 $4,134,988 109,900 109,900 109,900
WILLIAMS COMPANIES Common 969457100 $32,549,388 865,100 865,100 2 865,100
WILLIAMS COMPANIES Common 969457100 $2,080,663 55,300 55,300 3 55,300
XEROX CORP Common 984121103 $146,781 3,500 3,500 3,500
XEROX CORP Common 984121103 $12,166,069 290,100 290,100 2 290,100
XEROX CORP Common 984121103 $935,206 22,300 22,300 3 22,300
Grand Totals $281,303,176
2 $1,955,890,521
3 $128,213,654
</TABLE>
