United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: 03/31/99
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
April 23, 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: 422
Form 13F Information Table Value Total: $2,187,531,366
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
AS OF MARCH 31, 1999 (SEC USE ONLY)
NAME OF REPORTING MANAGER: CIMCO INC.
<CAPTION>
Item 6:
Item 4: Item 5: INVESTMENT DISCRETION
Item 2: Item 3: FAIR SHARES OR SHARED AS Item 7: Item 8:
Item 1: TITLE OF CUSIP MARKET PRINCIPAL DEFINED IN SHARED MANAGERS VOTING AUTHORITY
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT SOLE INST.V OTHER SEE INSTR.V SOLE SHARED NONE
<S> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC Common 000886101 $162,138 3,400 3,400 3,400
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $12,863,221 161,168 161,168 2 161,168
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $626,688 7,852 7,852 3 7,852
AETNA INC. Common 008117103 $5,814,150 70,050 70,050 70,050
AETNA INC. Common 008117103 $37,283,600 449,200 449,200 2 449,200
AETNA INC. Common 008117103 $1,469,100 17,700 17,700 3 17,700
AIRBORNE FREIGHT Common 009266107 $155,000 5,000 5,000 5,000
AIRTOUCH COMMUNICATIONS Common 00949T100 $9,058,594 93,750 93,750 93,750
AIRTOUCH COMMUNICATIONS Common 00949T100 $40,138,025 415,400 415,400 2 415,400
AIRTOUCH COMMUNICATIONS Common 00949T100 $1,333,425 13,800 13,800 3 13,800
ALLIEDSIGNAL INC Common 019512102 $10,447,425 212,400 212,400 2 212,400
ALLIEDSIGNAL INC Common 019512102 $521,388 10,600 10,600 3 10,600
ALLSTATE CORP. Common 020002101 $1,862,465 50,252 50,252 50,252
ALLSTATE CORP. Common 020002101 $24,095,814 650,140 650,140 2 650,140
ALLSTATE CORP. Common 020002101 $1,174,881 31,700 31,700 3 31,700
ALZA CORP. Common 022615108 $3,105,900 81,200 81,200 81,200
ALZA CORP. Common 022615108 $8,361,450 218,600 218,600 2 218,600
ALZA CORP. Common 022615108 $283,050 7,400 7,400 3 7,400
AMBAC INC Common 023139108 $97,200 1,800 1,800 1,800
AMERICAN HOME PRODUCTS Common 026609107 $3,321,225 50,900 50,900 50,900
AMERICAN HOME PRODUCTS Common 026609107 $34,791,300 533,200 533,200 2 533,200
AMERICAN HOME PRODUCTS Common 026609107 $1,461,600 22,400 22,400 3 22,400
AMERITECH CORPORATION Common 030954101 $1,728,750 30,000 30,000 30,000
AMERITECH CORPORATION Common 030954101 $15,264,863 264,900 264,900 2 264,900
AMERITECH CORPORATION Common 030954101 $714,550 12,400 12,400 3 12,400
ARROW ELECTRONICS Common 042735100 $81,000 5,400 5,400 5,400
ASSOCIATED BANC-CORP Common 045487105 $121,363 3,800 3,800 3,800
ATLANTIC RICHFIELD CO. Common 048825103 $255,938 3,500 3,500 3,500
ATMEL CORP Common 049513104 $101,756 6,700 6,700 6,700
AUTODESK INC Common 052769106 $1,273,781 31,500 31,500 31,500
AUTODESK INC Common 052769106 $5,034,469 124,500 124,500 2 124,500
AUTODESK INC Common 052769106 $161,750 4,000 4,000 3 4,000
BJ SERVICES CO Common 055482103 $172,050 7,400 7,400 7,400
BP AMOCO PLC ADR Common 055622104 $1,871,126 18,526 18,526 18,526
BP AMOCO PLC ADR Common 055622104 $15,403,914 152,514 152,514 2 152,514
BP AMOCO PLC ADR Common 055622104 $654,985 6,485 6,485 3 6,485
BALTIMORE GAS & ELECTRIC Common 059165100 $159,863 6,300 6,300 6,300
BANK ONE CORP Common 06423A103 $2,071,451 37,620 37,620 37,620
BANK ONE CORP Common 06423A103 $27,940,365 507,430 507,430 2 507,430
BANK ONE CORP Common 06423A103 $1,269,741 23,060 23,060 3 23,060
BANKAMERICA CORP Common 06605F102 $2,782,766 39,402 39,402 39,402
BANKAMERICA CORP Common 06605F102 $31,383,561 444,369 444,369 2 444,369
BANKAMERICA CORP Common 06605F102 $1,468,223 20,789 20,789 3 20,789
BANKERS TRUST CORP Common 066365107 $2,903,425 32,900 32,900 32,900
BANKERS TRUST CORP Common 066365107 $24,277,575 275,100 275,100 2 275,100
BANKERS TRUST CORP Common 066365107 $723,650 8,200 8,200 3 8,200
BAXTER INTERNATIONAL INC Common 071813109 $244,200 3,700 3,700 3,700
BEAR STEARNS Common 073902108 $253,378 5,670 5,670 5,670
BELL ATLANTIC CORP Common 077853109 $1,147,463 22,200 22,200 22,200
BELL ATLANTIC CORP Common 077853109 $2,584,375 50,000 50,000 2 50,000
BELL ATLANTIC CORP Common 077853109 $108,544 2,100 2,100 3 2,100
A.H. BELO Class A 080555105 $147,825 8,100 8,100 8,100
Common
BEMIS COMPANY INC Common 081437105 $86,975 2,800 2,800 2,800
BETHLEHEM STEEL CORP Common 087509105 $103,125 12,500 12,500 12,500
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,834,325 44,200 44,200 44,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $27,625,050 430,800 430,800 2 430,800
BRISTOL-MYERS SQUIBB CO Common 110122108 $1,199,138 18,700 18,700 3 18,700
BURLINGTON NORTHERN SANTA FE Common 12189T104 $7,239,075 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $335,325 10,200 10,200 3 10,200
CVS CORP. Common 126650100 $15,853,505 333,758 333,758 2 333,758
CVS CORP. Common 126650100 $717,250 15,100 15,100 3 15,100
CADENCE DESIGN SYSTEMS INC. Common 127387108 $2,227,375 86,500 86,500 86,500
CADENCE DESIGN SYSTEMS INC. Common 127387108 $8,407,375 326,500 326,500 2 326,500
CADENCE DESIGN SYSTEMS INC. Common 127387108 $280,675 10,900 10,900 3 10,900
CENTOCOR, INC. Common 152342101 $3,446,269 93,300 93,300 93,300
CENTOCOR, INC. Common 152342101 $10,704,488 289,800 289,800 2 289,800
CENTOCOR, INC. Common 152342101 $406,313 11,000 11,000 3 11,000
CHEVRON CORP. Common 166751107 $239,625 2,700 2,700 2,700
CHIRON CORP Common 170040109 $133,819 6,100 6,100 6,100
CITIGROUP INC Common 172967101 $7,879,428 123,357 123,357 123,357
CITIGROUP INC Common 172967101 $45,530,675 712,809 712,809 2 712,809
CITIGROUP INC Common 172967101 $1,807,663 28,300 28,300 3 28,300
COLUMBIA/HCA CORP Common 197677107 $2,359,613 124,600 124,600 124,600
COLUMBIA/HCA CORP Common 197677107 $9,022,772 476,450 476,450 2 476,450
COLUMBIA/HCA CORP Common 197677107 $263,231 13,900 13,900 3 13,900
COMPUTER ASSOCIATES INTL INC Common 204912109 $15,821,756 444,900 444,900 2 444,900
COMPUTER ASSOCIATES INTL INC Common 204912109 $704,138 19,800 19,800 3 19,800
CONAGRA INC. Common 205887102 $212,688 8,300 8,300 8,300
CONAGRA INC. Common 205887102 $9,750,313 380,500 380,500 2 380,500
CONAGRA INC. Common 205887102 $438,188 17,100 17,100 3 17,100
CONEXANT SYSTEMS INC Common 207142100 $400,084 14,450 14,450 14,450
CONEXANT SYSTEMS INC Common 207142100 $4,753,916 171,699 171,699 2 171,699
CONEXANT SYSTEMS INC Common 207142100 $166,125 6,000 6,000 3 6,000
CONSOLIDATED NATURAL GAS Common 209615103 $141,194 2,900 2,900 2,900
CONSOLIDATED STORES Common 210149100 $1,154,906 38,100 38,100 38,100
CONSOLIDATED STORES Common 210149100 $5,495,656 181,300 181,300 2 181,300
CONSOLIDATED STORES Common 210149100 $163,688 5,400 5,400 3 5,400
COX COMMUNICATIONS Class A 224044107 $5,103,500 69,200 69,200 69,200
Common
COX COMMUNICATIONS Class A 224044107 $18,887,375 256,100 256,100 2 256,100
Common
COX COMMUNICATIONS Class A 224044107 $678,500 9,200 9,200 3 9,200
Common
CRESCENDO PHARMACEUTICALS CP Common 225637107 $43,178 3,030 3,030 3,030
CRESCENDO PHARMACEUTICALS CP Common 225637107 $89,205 6,260 6,260 2 6,260
CROWN CORK & SEAL CO INC Common 228255105 $6,223,769 217,900 217,900 2 217,900
CROWN CORK & SEAL CO INC Common 228255105 $294,194 10,300 10,300 3 10,300
DALLAS SEMICONDUCTOR Common 235204104 $3,642,338 94,300 94,300 94,300
DALLAS SEMICONDUCTOR Common 235204104 $9,185,025 237,800 237,800 2 237,800
DALLAS SEMICONDUCTOR Common 235204104 $324,450 8,400 8,400 3 8,400
DANA CORP Common 235811106 $98,800 2,600 2,600 2,600
DANA CORP Common 235811106 $9,784,430 257,485 257,485 2 257,485
DANA CORP Common 235811106 $411,844 10,838 10,838 3 10,838
DAYTON HUDSON Common 239753106 $9,454,088 141,900 141,900 141,900
DAYTON HUDSON Common 239753106 $33,685,600 505,600 505,600 2 505,600
DAYTON HUDSON Common 239753106 $1,165,938 17,500 17,500 3 17,500
DELTA AIRLINES INC Common 247361108 $973,000 14,000 14,000 14,000
DELTA AIRLINES INC Common 247361108 $12,739,350 183,300 183,300 2 183,300
DELTA AIRLINES INC Common 247361108 $549,050 7,900 7,900 3 7,900
DEXTER CORPORATION Common 252165105 $2,305,800 73,200 73,200 73,200
DEXTER CORPORATION Common 252165105 $7,560,000 240,000 240,000 2 240,000
DEXTER CORPORATION Common 252165105 $204,750 6,500 6,500 3 6,500
THE WALT DISNEY CO. Common 254687106 $8,319,713 267,300 267,300 2 267,300
THE WALT DISNEY CO. Common 254687106 $395,288 12,700 12,700 3 12,700
DOLLAR GENERAL Common 256669102 $248,200 7,300 7,300 7,300
DOMINION RESOURCES INC. Common 257470104 $125,588 3,400 3,400 3,400
DOW CHEMICAL Common 260543103 $1,444,406 15,500 15,500 15,500
DOW CHEMICAL Common 260543103 $17,868,703 191,750 191,750 2 191,750
DOW CHEMICAL Common 260543103 $829,369 8,900 8,900 3 8,900
DUPONT E I NEMOURS & CO Common 263534109 $110,319 1,900 1,900 1,900
DUKE POWER CO. Common 264399106 $6,911,856 126,100 126,100 2 126,100
DUKE POWER CO. Common 264399106 $378,206 6,900 6,900 3 6,900
EMC CORP/MASS Common 268648102 $11,906,300 93,200 93,200 93,200
EMC CORP/MASS Common 268648102 $66,889,900 523,600 523,600 2 523,600
EMC CORP/MASS Common 268648102 $2,669,975 20,900 20,900 3 20,900
ENSCO INTERNATIONAL INC Common 26874Q100 $174,394 13,100 13,100 13,100
ETEC SYSTEMS INC Common 26922C103 $82,425 2,800 2,800 2,800
EATON CORP Common 278058102 $107,250 1,500 1,500 1,500
A.G. EDWARDS Common 281760108 $2,232,556 68,300 68,300 68,300
A.G. EDWARDS Common 281760108 $10,597,288 324,200 324,200 2 324,200
A.G. EDWARDS Common 281760108 $415,131 12,700 12,700 3 12,700
ELAN CORPORATION PLC ADR 284131208 $3,543,300 50,800 50,800 50,800
ELAN CORPORATION PLC ADR 284131208 $13,622,175 195,300 195,300 2 195,300
ELAN CORPORATION PLC ADR 284131208 $432,450 6,200 6,200 3 6,200
EMERSON ELECTRIC Common 291011104 $254,100 4,800 4,800 4,800
ETHAN ALLEN INTERIORS INC Common 297602104 $191,188 4,600 4,600 4,600
EVEREST RE HOLDINGS Common 299808105 $3,271,569 104,900 104,900 104,900
EVEREST RE HOLDINGS Common 299808105 $11,183,838 358,600 358,600 2 358,600
EVEREST RE HOLDINGS Common 299808105 $445,981 14,300 14,300 3 14,300
EXIGENT INTERNATIONAL INC. Common 302056106 $1,125 250 250 250
EXIGENT INTERNATIONAL INC. $3Warrants 302056114 $675 400 400 400
Exp. 1/30/
EXXON CORP. Common 302290101 $12,588,350 178,400 178,400 2 178,400
EXXON CORP. Common 302290101 $550,388 7,800 7,800 3 7,800
FDX CORPORATION Common 31304N107 $4,566,300 49,100 49,100 49,100
FDX CORPORATION Common 31304N107 $15,093,900 162,300 162,300 2 162,300
FDX CORPORATION Common 31304N107 $520,800 5,600 5,600 3 5,600
FEDERAL SIGNAL CORP Common 313855108 $208,750 10,000 10,000 10,000
FIRST SECURITY CORP. Common 336294103 $2,342,606 121,300 121,300 121,300
FIRST SECURITY CORP. Common 336294103 $8,099,663 419,400 419,400 2 419,400
FIRST SECURITY CORP. Common 336294103 $281,963 14,600 14,600 3 14,600
FIRST TENNESSEE NATL CORP Common 337162101 $135,513 3,700 3,700 3,700
FIRST UNION CORPORATION Common 337358105 $154,969 2,900 2,900 2,900
FLEETWOOD ENTERPRISES Common 339099103 $85,875 3,000 3,000 3,000
FLORIDA PROGRESS CORP Common 341109106 $271,800 7,200 7,200 7,200
FLOWERS INDUSTRIES, INC. Common 343496105 $187,150 7,600 7,600 7,600
FLUOR CORP Common 343861100 $72,900 2,700 2,700 2,700
GTE CORP. Common 362320103 $1,582,075 26,150 26,150 26,150
GTE CORP. Common 362320103 $16,283,575 269,150 269,150 2 269,150
GTE CORP. Common 362320103 $798,600 13,200 13,200 3 13,200
GATEWAY 2000, INC. Common 367833100 $5,598,128 81,650 81,650 81,650
GATEWAY 2000, INC. Common 367833100 $19,300,344 281,500 281,500 2 281,500
GATEWAY 2000, INC. Common 367833100 $678,769 9,900 9,900 3 9,900
GENERAL MILLS INC Common 370334104 $340,031 4,500 4,500 4,500
GENERAL MILLS INC Common 370334104 $16,525,519 218,700 218,700 2 218,700
GENERAL MILLS INC Common 370334104 $702,731 9,300 9,300 3 9,300
GENERAL MOTORS CORP Common 370442105 $9,061,050 104,150 104,150 2 104,150
GENERAL MOTORS CORP Common 370442105 $330,600 3,800 3,800 3 3,800
GENZYME CORP Common 372917104 $166,444 3,300 3,300 3,300
GEORGIA PACIFIC CORP. Common 373298108 $1,485,000 20,000 20,000 20,000
GEORGIA PACIFIC CORP. Common 373298108 $8,605,575 115,900 115,900 2 115,900
GEORGIA PACIFIC CORP. Common 373298108 $400,950 5,400 5,400 3 5,400
GLAXO WELLCOME ADR Common 37733W105 $15,810,638 236,200 236,200 2 236,200
GLAXO WELLCOME ADR Common 37733W105 $676,069 10,100 10,100 3 10,100
GRAINGER (W.W.) INC. Common 384802104 $107,656 2,500 2,500 2,500
HALLIBURTON CO Common 406216101 $215,600 5,600 5,600 5,600
HANNAFORD BROTHERS CO Common 410550107 $231,731 5,100 5,100 5,100
HARRIS CORP. Common 413875105 $131,675 4,600 4,600 4,600
HARRIS CORP. Common 413875105 $10,617,013 370,900 370,900 2 370,900
HARRIS CORP. Common 413875105 $520,975 18,200 18,200 3 18,200
HEINZ (H.J.) CO Common 423074103 $208,450 4,400 4,400 4,400
HERTZ CORP. Common 428040109 $203,300 3,800 3,800 3,800
HEWLETT-PACKARD Common 428236103 $1,342,688 19,800 19,800 19,800
HEWLETT-PACKARD Common 428236103 $19,787,688 291,800 291,800 2 291,800
HEWLETT-PACKARD Common 428236103 $962,938 14,200 14,200 3 14,200
HIBERNIA CORP Common 428656102 $127,919 9,700 9,700 9,700
HONEYWELL INC. Common 438506107 $1,053,794 13,900 13,900 13,900
HONEYWELL INC. Common 438506107 $11,614,475 153,200 153,200 2 153,200
HONEYWELL INC. Common 438506107 $614,081 8,100 8,100 3 8,100
HOUSEHOLD INTERNATIONAL Common 441815107 $14,504,188 317,900 317,900 2 317,900
HOUSEHOLD INTERNATIONAL Common 441815107 $748,250 16,400 16,400 3 16,400
HUBBELL INC. Common 443510201 $216,000 5,400 5,400 5,400
HUMANA INC Common 444859102 $184,575 10,700 10,700 10,700
IMS HEALTH INC. Common 449934108 $3,189,938 96,300 96,300 96,300
IMS HEALTH INC. Common 449934108 $10,328,375 311,800 311,800 2 311,800
IMS HEALTH INC. Common 449934108 $394,188 11,900 11,900 3 11,900
ILLINOIS TOOL WORKS Common 452308109 $2,444,063 39,500 39,500 39,500
ILLINOIS TOOL WORKS Common 452308109 $9,256,500 149,600 149,600 2 149,600
ILLINOIS TOOL WORKS Common 452308109 $327,938 5,300 5,300 3 5,300
INTERIM SERVICES, INC. Common 45868P100 $2,547,000 169,800 169,800 169,800
INTERIM SERVICES, INC. Common 45868P100 $9,378,000 625,200 625,200 2 625,200
INTERIM SERVICES, INC. Common 45868P100 $358,500 23,900 23,900 3 23,900
INTL BUSINESS MACHINES CORP Common 459200101 $2,499,225 14,100 14,100 14,100
INTL BUSINESS MACHINES CORP Common 459200101 $31,390,975 177,100 177,100 2 177,100
INTL BUSINESS MACHINES CORP Common 459200101 $1,418,000 8,000 8,000 3 8,000
JOHNSON & JOHNSON Common 478160104 $16,577,550 177,300 177,300 2 177,300
JOHNSON & JOHNSON Common 478160104 $691,900 7,400 7,400 3 7,400
KN ENERGY INC Common 482620101 $38,878 1,950 1,950 1,950
KAYDON CORP Common 486587108 $202,563 7,000 7,000 7,000
KEANE INC Common 486665102 $2,350,769 110,300 110,300 110,300
KEANE INC Common 486665102 $9,062,075 425,200 425,200 2 425,200
KEANE INC Common 486665102 $296,244 13,900 13,900 3 13,900
KERR-MCGEE Common 492386107 $1,424,063 43,400 43,400 43,400
KERR-MCGEE Common 492386107 $6,687,188 203,800 203,800 2 203,800
KERR-MCGEE Common 492386107 $278,906 8,500 8,500 3 8,500
KIMBERLY-CLARK CORP Common 494368103 $2,556,028 53,320 53,320 53,320
KIMBERLY-CLARK CORP Common 494368103 $27,175,769 566,900 566,900 2 566,900
KIMBERLY-CLARK CORP Common 494368103 $1,164,881 24,300 24,300 3 24,300
KONINKLIJKE PHILIPS ELECTRONIC Common 500472105 $1,170,613 14,200 14,200 14,200
KONINKLIJKE PHILIPS ELECTRONIC Common 500472105 $20,230,163 245,400 245,400 2 245,400
KONINKLIJKE PHILIPS ELECTRONIC Common 500472105 $948,031 11,500 11,500 3 11,500
LSI LOGIC CORP Common 502161102 $271,331 8,700 8,700 8,700
LINCOLN NATIONAL CORP Common 534187109 $108,763 1,100 1,100 1,100
MGIC INVESTMENT CORP Common 552848103 $112,200 3,200 3,200 3,200
MANPOWER INC Common 56418H100 $158,950 6,800 6,800 6,800
MARSH & MCLENNAN COS Common 571748102 $267,300 3,600 3,600 3,600
MARSHALL AND ILSLEY CORP Common 571834100 $105,331 1,900 1,900 1,900
MASCO CORP Common 574599106 $107,350 3,800 3,800 3,800
MAY DEPARTMENT STORES COMPAN Common 577778103 $162,369 4,150 4,150 4,150
MCGRAW-HILL INC (MHP) Common 580645109 $152,600 2,800 2,800 2,800
MEDIAONE GROUP INC. Common 58440J104 $10,917,594 172,100 172,100 172,100
MEDIAONE GROUP INC. Common 58440J104 $65,372,344 1,030,500 1,030,500 2 1,030,500
MEDIAONE GROUP INC. Common 58440J104 $2,467,719 38,900 38,900 3 38,900
MERCURY GENERAL CORP Common 589400100 $160,425 4,600 4,600 4,600
MICRON TECHNOLOGY Common 595112103 $3,797,175 78,800 78,800 78,800
MICRON TECHNOLOGY Common 595112103 $12,032,419 249,700 249,700 2 249,700
MICRON TECHNOLOGY Common 595112103 $438,506 9,100 9,100 3 9,100
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $1,797,600 64,200 64,200 64,200
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $6,395,200 228,400 228,400 2 228,400
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $229,600 8,200 8,200 3 8,200
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,441,549 49,074 49,074 49,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $4,990,078 169,875 169,875 2 169,875
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $152,750 5,200 5,200 3 5,200
HERMAN MILLER INC Common 600544100 $164,250 9,000 9,000 9,000
MINNESOTA MINING & MFG CO Common 604059105 $240,550 3,400 3,400 3,400
MINNESOTA MINING & MFG CO Common 604059105 $9,296,550 131,400 131,400 2 131,400
MINNESOTA MINING & MFG CO Common 604059105 $466,950 6,600 6,600 3 6,600
MOBIL CORP. Common 607059102 $211,200 2,400 2,400 2,400
MOLEX, INC. Common 608554101 $129,250 4,400 4,400 4,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,219,238 12,200 12,200 12,200
MORGAN STANLEY, DEAN WITTER Common 617446448 $17,798,869 178,100 178,100 2 178,100
MORGAN STANLEY, DEAN WITTER Common 617446448 $749,531 7,500 7,500 3 7,500
MOTOROLA CORPORATION Common 620076109 $1,714,050 23,400 23,400 23,400
MOTOROLA CORPORATION Common 620076109 $22,333,925 304,900 304,900 2 304,900
MOTOROLA CORPORATION Common 620076109 $988,875 13,500 13,500 3 13,500
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $5,795,482 150,532 150,532 150,532
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $14,878,864 386,464 386,464 2 386,464
MUTUAL RISK MANAGEMENT, LTD Common 628351108 $485,100 12,600 12,600 3 12,600
NABISCO HOLDING CORP Class A 629526104 $4,808,781 115,700 115,700 115,700
Common
NABISCO HOLDING CORP Class A 629526104 $30,793,656 740,900 740,900 2 740,900
Common
NABISCO HOLDING CORP Class A 629526104 $1,255,188 30,200 30,200 3 30,200
Common
NATIONAL CITY CORP Common 635405103 $99,563 1,500 1,500 1,500
NATIONAL SERVICE INDS INC Common 637657107 $98,781 2,900 2,900 2,900
NEW PLAN EXCEL REALTY TRUST Common 648053106 $145,825 7,600 7,600 7,600
NEWBRIDGE NETWORKS CORP Common 650901101 $179,550 5,700 5,700 5,700
NORFOLK SOUTHERN CORP Common 655844108 $1,070,825 40,600 40,600 40,600
NORFOLK SOUTHERN CORP Common 655844108 $7,767,438 294,500 294,500 2 294,500
NORFOLK SOUTHERN CORP Common 655844108 $398,263 15,100 15,100 3 15,100
NORTHERN STATES POWER Common 665772109 $6,675,681 287,900 287,900 2 287,900
NORTHERN STATES POWER Common 665772109 $236,513 10,200 10,200 3 10,200
NORTHERN TELECOM LTD Common 665815106 $12,449,850 200,400 200,400 2 200,400
NORTHERN TELECOM LTD Common 665815106 $590,188 9,500 9,500 3 9,500
OWENS ILLINOIS Common 690768403 $4,940,000 197,600 197,600 197,600
OWENS ILLINOIS Common 690768403 $16,697,500 667,900 667,900 2 667,900
OWENS ILLINOIS Common 690768403 $637,500 25,500 25,500 3 25,500
PG & E CORPORATION Common 69331C108 $9,929,128 319,650 319,650 2 319,650
PG & E CORPORATION Common 69331C108 $503,213 16,200 16,200 3 16,200
PPG INDUSTRIES INC Common 693506107 $158,875 3,100 3,100 3,100
PPG INDUSTRIES INC Common 693506107 $9,886,125 192,900 192,900 2 192,900
PPG INDUSTRIES INC Common 693506107 $461,250 9,000 9,000 3 9,000
PALL CORP Common 696429307 $1,758,938 106,200 106,200 106,200
PALL CORP Common 696429307 $8,340,875 503,600 503,600 2 503,600
PALL CORP Common 696429307 $336,219 20,300 20,300 3 20,300
PENNEY, (J.C.) CORP Common 708160106 $174,150 4,300 4,300 4,300
PEOPLESOFT INC Common 712713106 $797,063 54,500 54,500 54,500
PEOPLESOFT INC Common 712713106 $3,151,688 215,500 215,500 2 215,500
PEOPLESOFT INC Common 712713106 $109,688 7,500 7,500 3 7,500
PEPSICO INC Common 713448108 $14,797,200 377,600 377,600 2 377,600
PEPSICO INC Common 713448108 $642,675 16,400 16,400 3 16,400
PHARMACIA & UPJOHN, INC. Common 716941109 $4,737,194 75,947 75,947 75,947
PHARMACIA & UPJOHN, INC. Common 716941109 $14,714,263 235,900 235,900 2 235,900
PHARMACIA & UPJOHN, INC. Common 716941109 $548,900 8,800 8,800 3 8,800
PITNEY BOWES INC. Common 724479100 $95,625 1,500 1,500 1,500
PLATINUM TECH INTERN INC Common 72764T101 $204,000 8,000 8,000 8,000
PRAXAIR INC Common 74005P104 $2,758,781 76,500 76,500 76,500
PRAXAIR INC Common 74005P104 $9,213,969 255,500 255,500 2 255,500
PRAXAIR INC Common 74005P104 $389,475 10,800 10,800 3 10,800
PRIMEDIA INC. Common 74157K101 $4,187,400 299,100 299,100 299,100
PRIMEDIA INC. Common 74157K101 $14,501,200 1,035,800 1,035,800 2 1,035,800
PRIMEDIA INC. Common 74157K101 $495,600 35,400 35,400 3 35,400
QUALCOMM INC Common 747525103 $186,563 1,500 1,500 1,500
QUANTUM CORP Common 747906105 $109,800 6,100 6,100 6,100
QUESTAR CORP Common 748356102 $145,663 8,600 8,600 8,600
RPM INC/OHIO Common 749685103 $93,188 7,000 7,000 7,000
RAYCHEM Common 754603108 $2,644,325 117,200 117,200 117,200
RAYCHEM Common 754603108 $8,224,031 364,500 364,500 2 364,500
RAYCHEM Common 754603108 $286,544 12,700 12,700 3 12,700
REGIONS FINANCIAL CORP Common 758940100 $72,713 2,100 2,100 2,100
RICHFOOD HOLDINGS INC Common 763408101 $187,594 8,700 8,700 8,700
RITE AID Common 767754104 $3,135,000 125,400 125,400 125,400
RITE AID Common 767754104 $8,185,000 327,400 327,400 2 327,400
RITE AID Common 767754104 $255,000 10,200 10,200 3 10,200
ROCKWELL INTERNATIONAL CORP Common 773903109 $695,975 16,400 16,400 16,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $10,940,388 257,800 257,800 2 257,800
ROCKWELL INTERNATIONAL CORP Common 773903109 $492,275 11,600 11,600 3 11,600
ROHM & HAAS CO Common 775371107 $2,278,894 67,900 67,900 67,900
ROHM & HAAS CO Common 775371107 $11,062,200 329,600 329,600 2 329,600
ROHM & HAAS CO Common 775371107 $422,888 12,600 12,600 3 12,600
ROSS STORES INC Common 778296103 $144,581 3,300 3,300 3,300
SAFECO Common 78642910 $283,063 7,000 7,000 7,000
SAFEWAY INC Common 786514208 $6,516,688 127,000 127,000 127,000
SAFEWAY INC Common 786514208 $21,812,944 425,100 425,100 2 425,100
SAFEWAY INC Common 786514208 $769,688 15,000 15,000 3 15,000
ST. JUDE MEDICAL INC. Common 790849103 $112,125 4,600 4,600 4,600
ST. PAUL COMPANIES Common 792860108 $267,138 8,600 8,600 8,600
SARA LEE CORPORATION Common 803111103 $2,670,525 107,900 107,900 107,900
SARA LEE CORPORATION Common 803111103 $19,022,850 768,600 768,600 2 768,600
SARA LEE CORPORATION Common 803111103 $789,525 31,900 31,900 3 31,900
SCANA CORP Common 805898103 $97,594 4,500 4,500 4,500
SCHLUMBERGER, LTD Common 806857108 $1,679,231 27,900 27,900 27,900
SCHLUMBERGER, LTD Common 806857108 $19,470,656 323,500 323,500 2 323,500
SCHLUMBERGER, LTD Common 806857108 $908,831 15,100 15,100 3 15,100
SEAGATE TECHNOLOGY Common 811804103 $3,346,475 113,200 113,200 113,200
SEAGATE TECHNOLOGY Common 811804103 $12,215,225 413,200 413,200 2 413,200
SEAGATE TECHNOLOGY Common 811804103 $467,088 15,800 15,800 3 15,800
SEARS ROEBUCK & CO INC Common 812387108 $1,577,044 34,900 34,900 34,900
SEARS ROEBUCK & CO INC Common 812387108 $19,254,394 426,100 426,100 2 426,100
SEARS ROEBUCK & CO INC Common 812387108 $890,194 19,700 19,700 3 19,700
SHERWIN-WILLIAMS CO Common 824348106 $2,742,188 97,500 97,500 97,500
SHERWIN-WILLIAMS CO Common 824348106 $10,434,375 371,000 371,000 2 371,000
SHERWIN-WILLIAMS CO Common 824348106 $337,500 12,000 12,000 3 12,000
SMITH INTERNATIONAL INC Common 832110100 $280,000 7,000 7,000 7,000
SONAT INC Common 835415100 $1,602,000 53,400 53,400 53,400
SONAT INC Common 835415100 $4,860,000 162,000 162,000 2 162,000
SONAT INC Common 835415100 $138,000 4,600 4,600 3 4,600
SPRINT CORPORATION Common 852061100 $1,560,188 15,900 15,900 15,900
SPRINT CORPORATION Common 852061100 $15,464,500 157,600 157,600 2 157,600
SPRINT CORPORATION Common 852061100 $686,875 7,000 7,000 3 7,000
SPRINT CORPORATION PCS GROUP Common 852061506 $1,606,328 36,250 36,250 36,250
SPRINT CORPORATION PCS GROUP Common 852061506 $2,813,844 63,500 63,500 2 63,500
SPRINT CORPORATION PCS GROUP Common 852061506 $93,056 2,100 2,100 3 2,100
STORAGE TECHNOLOGY CORP Common 862111200 $125,438 4,500 4,500 4,500
SUNTRUST BANKS INC Common 867914103 $2,010,675 32,300 32,300 32,300
SUNTRUST BANKS INC Common 867914103 $7,968,000 128,000 128,000 2 128,000
SUNTRUST BANKS INC Common 867914103 $286,350 4,600 4,600 3 4,600
SYBRON INTL CORP-WISCONSIN Common 87114F106 $195,000 7,800 7,800 7,800
SYNOPSYS INC Common 871607107 $123,625 2,300 2,300 2,300
TCA CABLE TV INC Common 872241104 $213,150 4,900 4,900 4,900
TCF FINANCIAL CORP Common 872275102 $135,525 5,200 5,200 5,200
TECO ENERGY INC Common 872375100 $147,075 7,400 7,400 7,400
TJX COMPANIES, INC Common 872540109 $3,213,000 94,500 94,500 94,500
TJX COMPANIES, INC Common 872540109 $14,565,600 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $435,200 12,800 12,800 3 12,800
TELEFONOS DE MEXICO Class LADR 879403780 $4,963,200 75,200 75,200 75,200
TELEFONOS DE MEXICO Class LADR 879403780 $15,180,000 230,000 230,000 2 230,000
TELEFONOS DE MEXICO Class LADR 879403780 $534,600 8,100 8,100 3 8,100
TENET HEALTHCARE Common 88033G100 $10,760,288 568,200 568,200 2 568,200
TENET HEALTHCARE Common 88033G100 $390,113 20,600 20,600 3 20,600
TERADYNE INC Common 880770102 $141,863 2,600 2,600 2,600
TEXACO INC Common 881694103 $1,072,575 18,900 18,900 18,900
TEXACO INC Common 881694103 $8,994,875 158,500 158,500 2 158,500
TEXACO INC Common 881694103 $419,950 7,400 7,400 3 7,400
TEXAS INSTRUMENTS Common 882508104 $5,806,125 58,500 58,500 58,500
TEXAS INSTRUMENTS Common 882508104 $39,908,425 402,100 402,100 2 402,100
TEXAS INSTRUMENTS Common 882508104 $1,548,300 15,600 15,600 3 15,600
3COM CORPORATION Common 885535104 $2,629,650 112,800 112,800 112,800
3COM CORPORATION Common 885535104 $9,362,300 401,600 401,600 2 401,600
3COM CORPORATION Common 885535104 $393,981 16,900 16,900 3 16,900
TIFFANY & CO Common 886547108 $5,875,350 78,600 78,600 78,600
TIFFANY & CO Common 886547108 $23,359,375 312,500 312,500 2 312,500
TIFFANY & CO Common 886547108 $784,875 10,500 10,500 3 10,500
TYSON FOODS, INC. Class A 902494103 $4,498,497 217,450 217,450 217,450
Common
TYSON FOODS, INC. Class A 902494103 $14,146,630 683,825 683,825 2 683,825
Common
TYSON FOODS, INC. Class A 902494103 $508,913 24,600 24,600 3 24,600
Common
USX-MARATHON GROUP Common 902905827 $3,355,000 122,000 122,000 122,000
USX-MARATHON GROUP Common 902905827 $21,960,125 798,550 798,550 2 798,550
USX-MARATHON GROUP Common 902905827 $814,000 29,600 29,600 3 29,600
USEC INC Common 90333E108 $95,375 7,000 7,000 7,000
U.S. FILTER CORP Common 911843209 $290,938 9,500 9,500 9,500
UNITED TECHNOLOGIES CORP. Common 913017109 $1,408,550 10,400 10,400 10,400
UNITED TECHNOLOGIES CORP. Common 913017109 $16,997,406 125,500 125,500 2 125,500
UNITED TECHNOLOGIES CORP. Common 913017109 $744,906 5,500 5,500 3 5,500
UNOCAL CORPORATION Common 915289102 $3,342,719 90,650 90,650 90,650
UNOCAL CORPORATION Common 915289102 $21,018,750 570,000 570,000 2 570,000
UNOCAL CORPORATION Common 915289102 $848,125 23,000 23,000 3 23,000
VF CORP Common 918204108 $213,750 4,500 4,500 4,500
VARIAN ASSOCIATES INC Common 922204102 $135,625 3,500 3,500 3,500
WACHOVIA CORP Common 929771103 $9,880,519 121,700 121,700 2 121,700
WACHOVIA CORP Common 929771103 $495,244 6,100 6,100 3 6,100
WAL-MART STORES, INC Common 931142103 $2,065,000 22,400 22,400 22,400
WAL-MART STORES, INC Common 931142103 $22,954,688 249,000 249,000 2 249,000
WAL-MART STORES, INC Common 931142103 $986,406 10,700 10,700 3 10,700
WANG LABORATORIES Common 93369N109 $2,901,556 147,850 147,850 147,850
WANG LABORATORIES Common 93369N109 $13,304,769 677,950 677,950 2 677,950
WANG LABORATORIES Common 93369N109 $445,488 22,700 22,700 3 22,700
WASTE MANAGEMENT INC. Common 94106L109 $923,311 20,807 20,807 20,807
WASTE MANAGEMENT INC. Common 94106L109 $16,814,841 378,926 378,926 2 378,926
WASTE MANAGEMENT INC. Common 94106L109 $812,240 18,304 18,304 3 18,304
WEATHERFORD INTERNATIONAL INC. Common 947074100 $2,220,625 85,000 85,000 85,000
WEATHERFORD INTERNATIONAL INC. Common 947074100 $8,514,138 325,900 325,900 2 325,900
WEATHERFORD INTERNATIONAL INC. Common 947074100 $279,538 10,700 10,700 3 10,700
WELLS FARGO & CO Common 949740104 $2,671,763 76,200 76,200 76,200
WELLS FARGO & CO Common 949740104 $13,495,556 384,900 384,900 2 384,900
WELLS FARGO & CO Common 949740104 $501,394 14,300 14,300 3 14,300
WEYERHAEUSER CO. Common 962166104 $149,850 2,700 2,700 2,700
WILLAMETTE INDUSTRIES Common 969133107 $2,740,650 72,600 72,600 72,600
WILLAMETTE INDUSTRIES Common 969133107 $12,268,750 325,000 325,000 2 325,000
WILLAMETTE INDUSTRIES Common 969133107 $388,825 10,300 10,300 3 10,300
WILLIAMS COMPANIES Common 969457100 $4,104,050 103,900 103,900 103,900
WILLIAMS COMPANIES Common 969457100 $33,590,800 850,400 850,400 2 850,400
WILLIAMS COMPANIES Common 969457100 $1,303,500 33,000 33,000 3 33,000
WISCONSIN ENERGY CORP Common 976657106 $140,738 5,400 5,400 5,400
ACE LTD. Common G0070K103 $1,880,606 60,300 60,300 60,300
ACE LTD. Common G0070K103 $7,238,619 232,100 232,100 2 232,100
ACE LTD. Common G0070K103 $255,738 8,200 8,200 3 8,200
PARTNERRE LTD Common G6852T105 $109,350 2,700 2,700 2,700
Grand Totals $294,255,378
2 $1,819,663,010
3 $73,612,978
</TABLE>
