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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 03/31/00
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
May 14, 2000
------------------------------------------
(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:
Form 13F Information Table Entry Total:
Form 13F Information Table Value Total:
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>
ADC TELECOMMUNICATIONS INC Common 000886101 $9,837,575 182,600 182,600 182,600
ADC TELECOMMUNICATIONS INC Common 000886101 $37,744,825 700,600 700,600 2 700,600
ADC TELECOMMUNICATIONS INC Common 000886101 $2,634,488 48,900 48,900 3 48,900
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $1,226,250 21,800 21,800 21,800
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $14,591,363 259,402 259,402 2 259,402
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $1,376,888 24,478 24,478 3 24,478
AETNA INC. Common 008117103 $4,028,991 72,350 72,350 72,350
AETNA INC. Common 008117103 $15,932,194 286,100 286,100 2 286,100
AETNA INC. Common 008117103 $1,046,925 18,800 18,800 3 18,800
AIR PRODUCTS & CHEMICALS, INC. Common 009158106 $213,281 7,500 7,500 2 7,500
AIRBORNE FREIGHT Common 009266107 $141,600 5,900 5,900 2 5,900
ALLSTATE CORP. Common 020002101 $1,322,832 55,552 55,552 55,552
ALLSTATE CORP. Common 020002101 $20,127,278 845,240 845,240 2 845,240
ALLSTATE CORP. Common 020002101 $1,905,000 80,000 80,000 3 80,000
ALZA CORP. Common 022615108 $2,820,944 75,100 75,100 75,100
ALZA CORP. Common 022615108 $13,830,513 368,200 368,200 2 368,200
ALZA CORP. Common 022615108 $991,650 26,400 26,400 3 26,400
AMBAC INC Common 023139108 $604,500 12,000 12,000 2 12,000
AMERICAN HOME PRODUCTS Common 026609107 $2,847,488 53,100 53,100 53,100
AMERICAN HOME PRODUCTS Common 026609107 $37,103,138 691,900 691,900 2 691,900
AMERICAN HOME PRODUCTS Common 026609107 $3,415,913 63,700 63,700 3 63,700
ARROW ELECTRONICS Common 042735100 $426,525 12,100 12,100 2 12,100
ASSOCIATED BANC-CORP Common 045487105 $131,450 4,400 4,400 2 4,400
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $3,035,550 141,600 141,600 141,600
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $10,523,669 490,900 490,900 2 490,900
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $686,000 32,000 32,000 3 32,000
ATLANTIC RICHFIELD CO. Common 048825103 $93,500 1,100 1,100 1,100
ATMEL CORP Common 049513104 $691,775 13,400 13,400 2 13,400
AUTODESK INC Common 052769106 $5,678,400 124,800 124,800 124,800
AUTODESK INC Common 052769106 $23,564,450 517,900 517,900 2 517,900
AUTODESK INC Common 052769106 $1,465,100 32,200 32,200 3 32,200
BJ SERVICES CO Common 055482103 $650,100 8,800 8,800 2 8,800
BP AMOCO PLC ADR Common 055622104 $1,775,047 33,452 33,452 33,452
BP AMOCO PLC ADR Common 055622104 $17,506,698 329,926 329,926 2 329,926
BP AMOCO PLC ADR Common 055622104 $1,616,814 30,470 30,470 3 30,470
BANK ONE CORP Common 06423A103 $1,337,875 38,920 38,920 38,920
BANK ONE CORP Common 06423A103 $17,827,906 518,630 518,630 2 518,630
BANK ONE CORP Common 06423A103 $1,628,000 47,360 47,360 3 47,360
BAXTER INTERNATIONAL INC Common 071813109 $131,644 2,100 2,100 2,100
BAXTER INTERNATIONAL INC Common 071813109 $21,012,850 335,200 335,200 2 335,200
BAXTER INTERNATIONAL INC Common 071813109 $1,999,731 31,900 31,900 3 31,900
BEAR STEARNS Common 073902108 $638,750 14,000 14,000 2 14,000
BELL ATLANTIC CORP Common 077853109 $55,013 900 900 900
A.H. BELO Class A Common 080555105 $602,388 33,700 33,700 2 33,700
BEMIS COMPANY INC Common 081437105 $221,250 6,000 6,000 2 6,000
BIOMET Common 090613100 $327,375 9,000 9,000 2 9,000
ARROWPOINT COMMUNICATIONS Common 105184987 $118,484 1,000 1,000 2 1,000
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,552,550 44,200 44,200 44,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $27,442,800 475,200 475,200 2 475,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,512,125 43,500 43,500 3 43,500
MEMBERS FUNDS Emerging Growth Cl. B 110172628 $969 100 100 100
CONSTELLATION ENERGY GROUP Common 113942146 $70,125 2,200 2,200 2,200
APPLIED MATERIALS, INC. Common 119751462 $709,514 7,528 7,528 2 7,528
TARGET CORP Common 119869898 $10,771,475 144,100 144,100 144,100
TARGET CORP Common 119869898 $40,955,525 547,900 547,900 2 547,900
TARGET CORP Common 119869898 $2,840,500 38,000 38,000 3 38,000
BURLINGTON NORTHERN SANTA FE Common 12189T104 $4,871,925 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $462,413 20,900 20,900 3 20,900
MEMBERS FUNDS Emerging Growth Cl. A 124571497 $19,379,031 1,999,900 1,999,900 1,999,900
CVS CORP. Common 126650100 $1,476,206 39,300 39,300 39,300
CVS CORP. Common 126650100 $24,954,947 664,358 664,358 2 664,358
CVS CORP. Common 126650100 $2,336,388 62,200 62,200 3 62,200
CADENCE DESIGN SYSTEMS INC. Common 127387108 $3,089,675 148,900 148,900 148,900
CADENCE DESIGN SYSTEMS INC. Common 127387108 $12,628,450 608,600 608,600 2 608,600
CADENCE DESIGN SYSTEMS INC. Common 127387108 $821,700 39,600 39,600 3 39,600
KROGER COMPANY Common 138232866 $18,359,838 1,045,400 1,045,400 2 1,045,400
KROGER COMPANY Common 138232866 $1,789,619 101,900 101,900 3 101,900
EXXON MOBIL CORPORATION Common 139073011 $91,196 1,172 1,172 1,172
EXXON MOBIL CORPORATION Common 139073011 $15,640,313 201,000 201,000 2 201,000
EXXON MOBIL CORPORATION Common 139073011 $1,548,469 19,900 19,900 3 19,900
EDWARDS LIFESCIENCES CORP Common 142802048 $5,696 420 420 420
EDWARDS LIFESCIENCES CORP Common 142802048 $909,230 67,040 67,040 2 67,040
EDWARDS LIFESCIENCES CORP Common 142802048 $86,529 6,380 6,380 3 6,380
QUANTUM CORP - HARD DISK DRIVE Common 147832010 $38,813 3,450 3,450 2 3,450
TRANSOCEAN SEDCO FOREX INC Common 147991371 $274,163 5,343 5,343 5,343
TRANSOCEAN SEDCO FOREX INC Common 147991371 $3,494,792 68,108 68,108 2 68,108
TRANSOCEAN SEDCO FOREX INC Common 147991371 $295,971 5,768 5,768 3 5,768
SUNGARD DATA SYSTEMS Common 156748828 $479,425 12,700 12,700 2 12,700
GENZYME SURGICAL PRODUCTS Common 156923104 $6,933 590 590 2 590
CHEVRON CORP. Common 166751107 $110,925 1,200 1,200 1,200
ADELPHIA COMMUNICATIONS - CL A Common 169481534 $421,400 8,600 8,600 2 8,600
CHIRON CORP Common 170040109 $543,638 10,900 10,900 2 10,900
AUTOMATIC DATA PROCESSING Common 170421923 $16,178,225 335,300 335,300 2 335,300
AUTOMATIC DATA PROCESSING Common 170421923 $1,654,975 34,300 34,300 3 34,300
CITIGROUP INC Common 172967101 $9,026,473 152,185 152,185 152,185
CITIGROUP INC Common 172967101 $57,717,765 973,113 973,113 2 973,113
CITIGROUP INC Common 172967101 $4,685,688 79,000 79,000 3 79,000
GATEWAY INC Common 176391071 $7,621,400 143,800 143,800 143,800
GATEWAY INC Common 176391071 $28,885,000 545,000 545,000 2 545,000
GATEWAY INC Common 176391071 $2,014,000 38,000 38,000 3 38,000
VARIAN SEMICONDUCTOR Common 180363193 $661,700 10,400 10,400 2 10,400
HONEYWELL INTERNATIONAL, INC. Common 180578502 $1,338,263 25,400 25,400 25,400
HONEYWELL INTERNATIONAL, INC. Common 180578502 $29,858,006 566,700 566,700 2 566,700
HONEYWELL INTERNATIONAL, INC. Common 180578502 $2,818,781 53,500 53,500 3 53,500
AVERY DENNISON CORP Common 181882369 $366,375 6,000 6,000 2 6,000
COMPUTER SCIENCES CORP Common 182662097 $24,022,350 303,600 303,600 2 303,600
COMPUTER SCIENCES CORP Common 182662097 $2,262,975 28,600 28,600 3 28,600
ALLTEL CORP. Common 190351730 $75,675 1,200 1,200 1,200
ALLTEL CORP. Common 190351730 $14,756,625 234,000 234,000 2 234,000
ALLTEL CORP. Common 190351730 $1,481,969 23,500 23,500 3 23,500
DOMINION RESOURCES INC/VA Common 190902215 $124,807 3,247 3,247 3,247
COMPAQ COMPUTER CORP. Common 204493100 $5,713,800 213,600 213,600 2 213,600
COMPAQ COMPUTER CORP. Common 204493100 $545,700 20,400 20,400 3 20,400
COMPUTER ASSOCIATES INTL INC Common 204912109 $26,332,519 444,900 444,900 2 444,900
COMPUTER ASSOCIATES INTL INC Common 204912109 $2,533,225 42,800 42,800 3 42,800
CONAGRA INC. Common 205887102 $77,938 4,300 4,300 4,300
CONEXANT SYSTEMS INC Common 207142100 $5,062,300 71,300 71,300 71,300
CONEXANT SYSTEMS INC Common 207142100 $20,085,758 282,898 282,898 2 282,898
CONEXANT SYSTEMS INC Common 207142100 $1,498,100 21,100 21,100 3 21,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $1,419,725 52,100 52,100 52,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $8,995,225 330,100 330,100 2 330,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $681,250 25,000 25,000 3 25,000
FEDERAL HOME LOAN MTG CORP. Common 218821641 $1,665,869 37,700 37,700 37,700
FEDERAL HOME LOAN MTG CORP. Common 218821641 $7,436,756 168,300 168,300 2 168,300
FEDERAL HOME LOAN MTG CORP. Common 218821641 $486,063 11,000 11,000 3 11,000
QUANTUM CORP - DLT & STORAGE Common 223011503 $261,431 21,900 21,900 2 21,900
COX COMMUNICATIONS Class A Common 224044107 $6,241,950 128,700 128,700 128,700
COX COMMUNICATIONS Class A Common 224044107 $24,390,650 502,900 502,900 2 502,900
COX COMMUNICATIONS Class A Common 224044107 $1,731,450 35,700 35,700 3 35,700
MERCK & CO Common 229811401 $80,763 1,300 1,300 1,300
DALLAS SEMICONDUCTOR Common 235204104 $4,172,850 118,800 118,800 118,800
DALLAS SEMICONDUCTOR Common 235204104 $9,806,900 279,200 279,200 2 279,200
DALLAS SEMICONDUCTOR Common 235204104 $505,800 14,400 14,400 3 14,400
DANA CORP Common 235811106 $78,925 2,800 2,800 2,800
DANA CORP Common 235811106 $8,030,196 284,885 284,885 2 284,885
DANA CORP Common 235811106 $829,784 29,438 29,438 3 29,438
OUTBACK STEAKHOUSE INC Common 241351868 $477,731 14,900 14,900 2 14,900
COMPUWARE CORP Common 245002675 $2,877,138 136,600 136,600 136,600
COMPUWARE CORP Common 245002675 $11,719,175 556,400 556,400 2 556,400
COMPUWARE CORP Common 245002675 $842,500 40,000 40,000 3 40,000
LINENS 'N THINGS INC Common 245903030 $537,725 15,700 15,700 2 15,700
DELTA AIRLINES INC Common 247361108 $745,500 14,000 14,000 14,000
DELTA AIRLINES INC Common 247361108 $10,809,750 203,000 203,000 2 203,000
DELTA AIRLINES INC Common 247361108 $937,200 17,600 17,600 3 17,600
BRINKER INTERNATIONAL INC Common 247913235 $2,104,844 70,900 70,900 70,900
BRINKER INTERNATIONAL INC Common 247913235 $10,568,750 356,000 356,000 2 356,000
BRINKER INTERNATIONAL INC Common 247913235 $676,875 22,800 22,800 3 22,800
LANIER WORLDWIDE INC Common 253672694 $764,981 370,900 370,900 2 370,900
LANIER WORLDWIDE INC Common 253672694 $54,863 26,600 26,600 3 26,600
THE WALT DISNEY CO. Common 254687106 $39,579,325 956,600 956,600 2 956,600
THE WALT DISNEY CO. Common 254687106 $3,715,475 89,800 89,800 3 89,800
DOVER CORP Common 256420536 $4,414,075 92,200 92,200 92,200
DOVER CORP Common 256420536 $16,852,000 352,000 352,000 2 352,000
DOVER CORP Common 256420536 $1,149,000 24,000 24,000 3 24,000
DOLLAR GENERAL Common 256669102 $589,906 21,950 21,950 2 21,950
DOW CHEMICAL Common 260543103 $1,584,600 13,900 13,900 13,900
DOW CHEMICAL Common 260543103 $16,615,500 145,750 145,750 2 145,750
DOW CHEMICAL Common 260543103 $1,573,200 13,800 13,800 3 13,800
DUKE ENERGY Common 264399106 $131,250 2,500 2,500 2,500
DUKE ENERGY Common 264399106 $11,025,000 210,000 210,000 2 210,000
DUKE ENERGY Common 264399106 $1,050,000 20,000 20,000 3 20,000
DANAHER CORP Common 264883080 $459,000 9,000 9,000 2 9,000
NORTEL NETWORKS CORP Common 264971924 $43,785,000 347,500 347,500 2 347,500
NORTEL NETWORKS CORP Common 264971924 $4,221,000 33,500 33,500 3 33,500
EMC CORP/MASS Common 268648102 $13,825,000 110,600 110,600 110,600
EMC CORP/MASS Common 268648102 $91,487,500 731,900 731,900 2 731,900
EMC CORP/MASS Common 268648102 $7,512,500 60,100 60,100 3 60,100
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $9,135,864 164,425 164,425 164,425
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $28,121,570 506,125 506,125 2 506,125
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $1,986,359 35,750 35,750 3 35,750
ENSCO INTERNATIONAL INC Common 26874Q100 $552,713 15,300 15,300 2 15,300
ABBOTT LABS Common 272418114 $130,194 3,700 3,700 3,700
EATON CORP Common 278058102 $85,800 1,100 1,100 1,100
EATON CORP Common 278058102 $546,000 7,000 7,000 2 7,000
ELAN CORPORATION PLC ADR 284131208 $5,424,500 114,200 114,200 114,200
ELAN CORPORATION PLC ADR 284131208 $24,975,500 525,800 525,800 2 525,800
ELAN CORPORATION PLC ADR 284131208 $1,444,000 30,400 30,400 3 30,400
EMERSON ELECTRIC Common 291011104 $200,925 3,800 3,800 3,800
EMERSON ELECTRIC Common 291011104 $14,434,875 273,000 273,000 2 273,000
EMERSON ELECTRIC Common 291011104 $1,427,625 27,000 27,000 3 27,000
IDEXX LABORATORIES INC. Common 296213517 $356,681 15,300 15,300 2 15,300
ETHAN ALLEN INTERIORS INC Common 297602104 $510,000 20,400 20,400 2 20,400
AFFILIATED COMPUTER SVCS-A Common 309831234 $444,600 11,700 11,700 2 11,700
FEDEX CORPORATION Common 31304N107 $3,923,400 100,600 100,600 100,600
FEDEX CORPORATION Common 31304N107 $13,279,500 340,500 340,500 2 340,500
FEDEX CORPORATION Common 31304N107 $939,900 24,100 24,100 3 24,100
LOWE'S COMPANIES Common 324255178 $3,449,963 59,100 59,100 59,100
LOWE'S COMPANIES Common 324255178 $15,159,988 259,700 259,700 2 259,700
LOWE'S COMPANIES Common 324255178 $986,538 16,900 16,900 3 16,900
FIRST SECURITY CORP. Common 336294103 $886,800 73,900 73,900 73,900
FIRST SECURITY CORP. Common 336294103 $3,954,000 329,500 329,500 2 329,500
FIRST SECURITY CORP. Common 336294103 $216,000 18,000 18,000 3 18,000
FIRST TENNESSEE NATL CORP Common 337162101 $158,438 7,800 7,800 2 7,800
FIRST UNION CORPORATION Common 337358105 $104,300 2,800 2,800 2,800
FIRST UNION CORPORATION Common 337358105 $9,193,300 246,800 246,800 2 246,800
FIRST UNION CORPORATION Common 337358105 $860,475 23,100 23,100 3 23,100
FLORIDA PROGRESS CORP Common 341109106 $82,575 1,800 1,800 1,800
FLORIDA PROGRESS CORP Common 341109106 $367,000 8,000 8,000 2 8,000
FLOWERS INDUSTRIES, INC. Common 343496105 $349,313 23,000 23,000 2 23,000
FLUOR CORP Common 343861100 $310,000 10,000 10,000 2 10,000
BOSTON SCIENTIFIC CORP Common 355826148 $2,992,275 140,400 140,400 140,400
BOSTON SCIENTIFIC CORP Common 355826148 $13,388,513 628,200 628,200 2 628,200
BOSTON SCIENTIFIC CORP Common 355826148 $824,794 38,700 38,700 3 38,700
GTE CORP. Common 362320103 $1,664,950 23,450 23,450 23,450
GTE CORP. Common 362320103 $21,395,850 301,350 301,350 2 301,350
GTE CORP. Common 362320103 $2,023,500 28,500 28,500 3 28,500
GENERAL MILLS INC Common 370334104 $130,275 3,600 3,600 3,600
GENERAL MILLS INC Common 370334104 $11,442,488 316,200 316,200 2 316,200
GENERAL MILLS INC Common 370334104 $1,024,106 28,300 28,300 3 28,300
GENZYME CORP Common 372917104 $556,388 11,100 11,100 2 11,100
GEORGIA PACIFIC CORP. Common 373298108 $989,063 25,000 25,000 25,000
GEORGIA PACIFIC CORP. Common 373298108 $9,170,588 231,800 231,800 2 231,800
GEORGIA PACIFIC CORP. Common 373298108 $870,375 22,000 22,000 3 22,000
GLAXO WELLCOME ADR Common 37733W105 $14,649,075 255,600 255,600 2 255,600
GLAXO WELLCOME ADR Common 37733W105 $1,398,425 24,400 24,400 3 24,400
CELESTICA INC Common 384717580 $318,375 6,000 6,000 2 6,000
GRAINGER (W.W.) INC. Common 384802104 $2,267,650 41,800 41,800 41,800
GRAINGER (W.W.) INC. Common 384802104 $10,199,000 188,000 188,000 2 188,000
GRAINGER (W.W.) INC. Common 384802104 $623,875 11,500 11,500 3 11,500
HANNAFORD BROTHERS CO Common 410550107 $191,750 2,600 2,600 2 2,600
HARRIS CORP. Common 413875105 $13,790,438 399,000 399,000 2 399,000
HARRIS CORP. Common 413875105 $1,306,463 37,800 37,800 3 37,800
HEINZ (H.J.) CO Common 423074103 $97,650 2,800 2,800 2,800
PHILIPS ELECTRONICS Common 423410901 $2,649,177 15,464 15,464 15,464
PHILIPS ELECTRONICS Common 423410901 $41,880,424 244,468 244,468 2 244,468
PHILIPS ELECTRONICS Common 423410901 $4,032,011 23,536 23,536 3 23,536
HERTZ CORP. Common 428040109 $102,188 3,000 3,000 2 3,000
HEWLETT-PACKARD Common 428236103 $2,942,888 22,200 22,200 22,200
HEWLETT-PACKARD Common 428236103 $41,160,656 310,500 310,500 2 310,500
HEWLETT-PACKARD Common 428236103 $3,937,106 29,700 29,700 3 29,700
HIBERNIA CORP Common 428656102 $111,300 10,600 10,600 2 10,600
HOUSEHOLD INTERNATIONAL Common 441815107 $1,305,938 35,000 35,000 35,000
HOUSEHOLD INTERNATIONAL Common 441815107 $23,835,225 638,800 638,800 2 638,800
HOUSEHOLD INTERNATIONAL Common 441815107 $2,276,063 61,000 61,000 3 61,000
HUBBELL INC. Common 443510201 $301,125 11,000 11,000 2 11,000
IMS HEALTH INC. Common 449934108 $1,902,081 112,300 112,300 112,300
IMS HEALTH INC. Common 449934108 $6,625,950 391,200 391,200 2 391,200
IMS HEALTH INC. Common 449934108 $453,925 26,800 26,800 3 26,800
ILLINOIS TOOL WORKS Common 452308109 $4,652,050 84,200 84,200 84,200
ILLINOIS TOOL WORKS Common 452308109 $18,481,125 334,500 334,500 2 334,500
ILLINOIS TOOL WORKS Common 452308109 $1,298,375 23,500 23,500 3 23,500
INTERIM SERVICES, INC. Common 45868P100 $2,962,575 159,600 159,600 159,600
INTERIM SERVICES, INC. Common 45868P100 $13,220,213 712,200 712,200 2 712,200
INTERIM SERVICES, INC. Common 45868P100 $946,688 51,000 51,000 3 51,000
INTL BUSINESS MACHINES CORP Common 459200101 $3,327,600 28,200 28,200 28,200
INTL BUSINESS MACHINES CORP Common 459200101 $44,769,200 379,400 379,400 2 379,400
INTL BUSINESS MACHINES CORP Common 459200101 $4,377,800 37,100 37,100 3 37,100
JOHNSON & JOHNSON Common 478160104 $1,297,277 18,516 18,516 18,516
JOHNSON & JOHNSON Common 478160104 $11,827,111 168,808 168,808 2 168,808
JOHNSON & JOHNSON Common 478160104 $1,148,464 16,392 16,392 3 16,392
KEANE INC Common 486665102 $3,896,075 154,300 154,300 154,300
KEANE INC Common 486665102 $23,129,000 916,000 916,000 2 916,000
KEANE INC Common 486665102 $1,681,650 66,600 66,600 3 66,600
KERR-MCGEE Common 492386107 $3,251,325 56,300 56,300 56,300
KERR-MCGEE Common 492386107 $12,595,275 218,100 218,100 2 218,100
KERR-MCGEE Common 492386107 $929,775 16,100 16,100 3 16,100
KIMBERLY-CLARK Common 494368103 $2,672,320 47,720 47,720 47,720
KIMBERLY-CLARK Common 494368103 $32,289,600 576,600 576,600 2 576,600
KIMBERLY-CLARK Common 494368103 $3,085,600 55,100 55,100 3 55,100
LSI LOGIC CORP Common 502161102 $755,300 10,400 10,400 2 10,400
LINCOLN NATIONAL CORP Common 534187109 $56,950 1,700 1,700 1,700
MBIA INC. Common 55262C100 $1,962,756 37,700 37,700 37,700
MBIA INC. Common 55262C100 $11,880,663 228,200 228,200 2 228,200
MBIA INC. Common 55262C100 $859,031 16,500 16,500 3 16,500
MGIC INVESTMENT CORP Common 552848103 $654,375 15,000 15,000 2 15,000
MANPOWER INC Common 56418H100 $816,500 23,000 23,000 2 23,000
MARSH & MCLENNAN COS Common 571748102 $143,406 1,300 1,300 1,300
MARSHALL AND ILSLEY CORP Common 571834100 $155,925 2,700 2,700 2 2,700
MCDONALDS CORP Common 580135101 $19,081,750 508,000 508,000 2 508,000
MCDONALDS CORP Common 580135101 $1,814,269 48,300 48,300 3 48,300
MCGRAW-HILL INC (MHP) Common 580645109 $68,250 1,500 1,500 1,500
MEDIAONE GROUP INC. Common 58440J104 $6,617,700 81,700 81,700 81,700
MEDIAONE GROUP INC. Common 58440J104 $46,283,400 571,400 571,400 2 571,400
MEDIAONE GROUP INC. Common 58440J104 $3,661,200 45,200 45,200 3 45,200
MICRON TECHNOLOGY Common 595112103 $5,821,200 46,200 46,200 46,200
MICRON TECHNOLOGY Common 595112103 $20,563,200 163,200 163,200 2 163,200
MICRON TECHNOLOGY Common 595112103 $1,461,600 11,600 11,600 3 11,600
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,103,771 43,074 43,074 43,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $4,473,484 174,575 174,575 2 174,575
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $230,625 9,000 9,000 3 9,000
MINNESOTA MINING & MFG CO Common 604059105 $159,413 1,800 1,800 1,800
MINNESOTA MINING & MFG CO Common 604059105 $13,815,750 156,000 156,000 2 156,000
MINNESOTA MINING & MFG CO Common 604059105 $1,328,438 15,000 15,000 3 15,000
MOLEX, INC. Common 608554101 $323,125 5,500 5,500 2 5,500
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,990,125 24,400 24,400 24,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $21,287,813 261,000 261,000 2 261,000
MORGAN STANLEY, DEAN WITTER Common 617446448 $2,006,438 24,600 24,600 3 24,600
MOTOROLA, INC. Common 620076109 $3,331,575 23,400 23,400 23,400
MOTOROLA, INC. Common 620076109 $43,410,138 304,900 304,900 2 304,900
MOTOROLA, INC. Common 620076109 $4,214,300 29,600 29,600 3 29,600
ECOLAB INC Common 624213540 $403,563 11,000 11,000 2 11,000
NABISCO HOLDING CORP Class A Common 629526104 $3,659,719 113,700 113,700 113,700
NABISCO HOLDING CORP Class A Common 629526104 $23,847,719 740,900 740,900 2 740,900
NABISCO HOLDING CORP Class A Common 629526104 $2,108,281 65,500 65,500 3 65,500
EL PASO ENERGY CORPORATION Common 633116485 $2,378,088 58,900 58,900 58,900
EL PASO ENERGY CORPORATION Common 633116485 $7,025,250 174,000 174,000 2 174,000
EL PASO ENERGY CORPORATION Common 633116485 $444,125 11,000 11,000 3 11,000
NATIONAL CITY CORP Common 635405103 $61,875 3,000 3,000 3,000
BANK OF AMERICA CORP Common 644647169 $1,966,511 37,502 37,502 37,502
BANK OF AMERICA CORP Common 644647169 $23,631,956 450,669 450,669 2 450,669
BANK OF AMERICA CORP Common 644647169 $2,290,942 43,689 43,689 3 43,689
NEWBRIDGE NETWORKS CORP Common 650901101 $353,569 10,900 10,900 2 10,900
INGERSOLL-RAND COMPANY Common 670424893 $575,250 13,000 13,000 2 13,000
PG & E CORPORATION Common 69331C108 $7,560,000 360,000 360,000 2 360,000
PG & E CORPORATION Common 69331C108 $798,000 38,000 38,000 3 38,000
PPG INDUSTRIES INC Common 693506107 $88,931 1,700 1,700 1,700
PPG INDUSTRIES INC Common 693506107 $12,262,050 234,400 234,400 2 234,400
PPG INDUSTRIES INC Common 693506107 $1,150,875 22,000 22,000 3 22,000
PALL CORP Common 696429307 $2,142,781 95,500 95,500 95,500
PALL CORP Common 696429307 $11,965,919 533,300 533,300 2 533,300
PALL CORP Common 696429307 $868,331 38,700 38,700 3 38,700
PEOPLESOFT INC Common 712713106 $3,752,000 187,600 187,600 187,600
PEOPLESOFT INC Common 712713106 $15,774,000 788,700 788,700 2 788,700
PEOPLESOFT INC Common 712713106 $1,002,000 50,100 50,100 3 50,100
PEPSICO INC Common 713448108 $124,425 3,600 3,600 3,600
PEPSICO INC Common 713448108 $14,191,363 410,600 410,600 2 410,600
PEPSICO INC Common 713448108 $1,361,763 39,400 39,400 3 39,400
PHARMACIA & UPJOHN, INC. Common 716941109 $4,576,885 77,247 77,247 77,247
PHARMACIA & UPJOHN, INC. Common 716941109 $16,447,800 277,600 277,600 2 277,600
PHARMACIA & UPJOHN, INC. Common 716941109 $1,096,125 18,500 18,500 3 18,500
PITNEY BOWES INC. Common 724479100 $120,656 2,700 2,700 2,700
PRAXAIR INC Common 74005P104 $2,847,150 68,400 68,400 68,400
PRAXAIR INC Common 74005P104 $11,342,813 272,500 272,500 2 272,500
PRAXAIR INC Common 74005P104 $715,950 17,200 17,200 3 17,200
PRIMEDIA INC. Common 74157K101 $7,974,400 249,200 249,200 249,200
PRIMEDIA INC. Common 74157K101 $31,545,600 985,800 985,800 2 985,800
PRIMEDIA INC. Common 74157K101 $1,974,400 61,700 61,700 3 61,700
ROCKWELL INTERNATIONAL CORP Common 773903109 $685,725 16,400 16,400 16,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $12,330,506 294,900 294,900 2 294,900
ROCKWELL INTERNATIONAL CORP Common 773903109 $1,166,569 27,900 27,900 3 27,900
ROHM & HAAS CO Common 775371107 $3,989,475 89,400 89,400 89,400
ROHM & HAAS CO Common 775371107 $15,542,888 348,300 348,300 2 348,300
ROHM & HAAS CO Common 775371107 $1,115,625 25,000 25,000 3 25,000
ROSS STORES INC Common 778296103 $421,094 17,500 17,500 2 17,500
SBC COMMUNICATIONS, INC. Common 78387G103 $136,626 3,253 3,253 3,253
SBC COMMUNICATIONS, INC. Common 78387G103 $1,544,886 36,783 36,783 2 36,783
SBC COMMUNICATIONS, INC. Common 78387G103 $161,364 3,842 3,842 3 3,842
SAFEWAY INC Common 786514208 $5,810,100 128,400 128,400 128,400
SAFEWAY INC Common 786514208 $21,778,825 481,300 481,300 2 481,300
SAFEWAY INC Common 786514208 $1,466,100 32,400 32,400 3 32,400
ST. JUDE MEDICAL INC. Common 790849103 $245,219 9,500 9,500 2 9,500
SARA LEE CORPORATION Common 803111103 $1,085,400 60,300 60,300 60,300
SARA LEE CORPORATION Common 803111103 $12,886,200 715,900 715,900 2 715,900
SARA LEE CORPORATION Common 803111103 $1,251,000 69,500 69,500 3 69,500
SCHLUMBERGER, LTD Common 806857108 $2,111,400 27,600 27,600 27,600
SCHLUMBERGER, LTD Common 806857108 $26,912,700 351,800 351,800 2 351,800
SCHLUMBERGER, LTD Common 806857108 $2,631,600 34,400 34,400 3 34,400
SEAGATE TECHNOLOGY Common 811804103 $8,109,650 134,600 134,600 134,600
SEAGATE TECHNOLOGY Common 811804103 $32,107,225 532,900 532,900 2 532,900
SEAGATE TECHNOLOGY Common 811804103 $2,205,150 36,600 36,600 3 36,600
SEARS ROEBUCK & CO INC Common 812387108 $1,077,538 34,900 34,900 34,900
SEARS ROEBUCK & CO INC Common 812387108 $12,538,338 406,100 406,100 2 406,100
SEARS ROEBUCK & CO INC Common 812387108 $1,176,338 38,100 38,100 3 38,100
SHERWIN-WILLIAMS CO Common 824348106 $2,314,406 105,500 105,500 105,500
SHERWIN-WILLIAMS CO Common 824348106 $9,924,525 452,400 452,400 2 452,400
SHERWIN-WILLIAMS CO Common 824348106 $585,731 26,700 26,700 3 26,700
SMITH INTERNATIONAL INC Common 832110100 $596,750 7,700 7,700 2 7,700
SPRINT CORPORATION Common 852061100 $1,417,500 22,500 22,500 22,500
SPRINT CORPORATION Common 852061100 $31,531,500 500,500 500,500 2 500,500
SPRINT CORPORATION Common 852061100 $3,024,000 48,000 48,000 3 48,000
SPRINT CORPORATION PCS GROUP Common 852061506 $2,860,688 43,800 43,800 43,800
SPRINT CORPORATION PCS GROUP Common 852061506 $9,143,750 140,000 140,000 2 140,000
SPRINT CORPORATION PCS GROUP Common 852061506 $587,813 9,000 9,000 3 9,000
STORAGE TECHNOLOGY CORP Common 862111200 $226,313 14,200 14,200 2 14,200
SUNTRUST BANKS INC Common 867914103 $2,598,750 45,000 45,000 45,000
SUNTRUST BANKS INC Common 867914103 $11,555,775 200,100 200,100 2 200,100
SUNTRUST BANKS INC Common 867914103 $739,200 12,800 12,800 3 12,800
SYBRON INTL CORP-WISCONSIN Common 87114F106 $437,900 15,100 15,100 2 15,100
SYNOPSYS INC Common 871607107 $453,375 9,300 9,300 2 9,300
TCF FINANCIAL CORP Common 872275102 $133,350 5,600 5,600 2 5,600
TJX COMPANIES, INC Common 872540109 $2,349,656 105,900 105,900 105,900
TJX COMPANIES, INC Common 872540109 $9,505,125 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $632,344 28,500 28,500 3 28,500
TELEFONOS DE MEXICO Class L ADR 879403780 $7,818,900 116,700 116,700 116,700
TELEFONOS DE MEXICO Class L ADR 879403780 $28,401,300 423,900 423,900 2 423,900
TELEFONOS DE MEXICO Class L ADR 879403780 $1,943,000 29,000 29,000 3 29,000
TERADYNE INC Common 880770102 $493,500 6,000 6,000 2 6,000
TEXACO INC Common 881694103 $1,152,938 21,500 21,500 21,500
TEXACO INC Common 881694103 $10,880,513 202,900 202,900 2 202,900
TEXACO INC Common 881694103 $1,056,413 19,700 19,700 3 19,700
TEXAS INSTRUMENTS Common 882508104 $11,872,000 74,200 74,200 74,200
TEXAS INSTRUMENTS Common 882508104 $84,672,000 529,200 529,200 2 529,200
TEXAS INSTRUMENTS Common 882508104 $6,976,000 43,600 43,600 3 43,600
3COM CORPORATION Common 885535104 $6,969,813 125,300 125,300 125,300
3COM CORPORATION Common 885535104 $27,061,563 486,500 486,500 2 486,500
3COM CORPORATION Common 885535104 $1,880,125 33,800 33,800 3 33,800
TIFFANY & CO Common 886547108 $5,694,863 68,100 68,100 68,100
TIFFANY & CO Common 886547108 $21,633,788 258,700 258,700 2 258,700
TIFFANY & CO Common 886547108 $1,480,163 17,700 17,700 3 17,700
USX-MARATHON GROUP Common 902905827 $3,693,056 141,700 141,700 141,700
USX-MARATHON GROUP Common 902905827 $25,581,647 981,550 981,550 2 981,550
USX-MARATHON GROUP Common 902905827 $2,019,844 77,500 77,500 3 77,500
FEDERAL NATIONAL MTG ASSOC. Common 905099038 $95,944 1,700 1,700 1,700
UNITED TECHNOLOGIES CORP Common 913017109 $1,434,356 22,700 22,700 22,700
UNITED TECHNOLOGIES CORP Common 913017109 $24,023,888 380,200 380,200 2 380,200
UNITED TECHNOLOGIES CORP Common 913017109 $2,249,475 35,600 35,600 3 35,600
UNOCAL CORPORATION Common 915289102 $3,485,213 117,150 117,150 117,150
UNOCAL CORPORATION Common 915289102 $21,107,625 709,500 709,500 2 709,500
UNOCAL CORPORATION Common 915289102 $1,779,050 59,800 59,800 3 59,800
VARIAN MEDICAL SYSTEMS INC Common 92220P105 $460,813 10,100 10,100 2 10,100
WACHOVIA CORP Common 929771103 $10,276,256 152,100 152,100 2 152,100
WACHOVIA CORP Common 929771103 $925,606 13,700 13,700 3 13,700
WAL-MART STORES, INC Common 931142103 $2,042,400 36,800 36,800 36,800
WAL-MART STORES, INC Common 931142103 $20,368,500 367,000 367,000 2 367,000
WAL-MART STORES, INC Common 931142103 $1,936,950 34,900 34,900 3 34,900
CENTURYTEL INC Common 937329051 $2,234,925 60,200 60,200 60,200
CENTURYTEL INC Common 937329051 $10,365,300 279,200 279,200 2 279,200
CENTURYTEL INC Common 937329051 $612,563 16,500 16,500 3 16,500
WEATHERFORD INTERNATIONAL INC. Common 947074100 $5,168,819 87,700 87,700 87,700
WEATHERFORD INTERNATIONAL INC. Common 947074100 $22,844,175 387,600 387,600 2 387,600
WEATHERFORD INTERNATIONAL INC. Common 947074100 $1,432,181 24,300 24,300 3 24,300
WELLS FARGO COMPANY Common 949746101 $4,683,250 114,400 114,400 114,400
WELLS FARGO COMPANY Common 949746101 $18,299,063 447,000 447,000 2 447,000
WELLS FARGO COMPANY Common 949746101 $1,350,938 33,000 33,000 3 33,000
WESTVACO CORP Common 961548104 $300,375 9,000 9,000 2 9,000
WEYERHAEUSER CO. Common 962166104 $79,800 1,400 1,400 1,400
WILLAMETTE INDUSTRIES Common 969133107 $1,793,588 44,700 44,700 44,700
WILLAMETTE INDUSTRIES Common 969133107 $10,280,025 256,200 256,200 2 256,200
WILLAMETTE INDUSTRIES Common 969133107 $762,375 19,000 19,000 3 19,000
WILLIAMS COMPANIES Common 969457100 $4,859,488 110,600 110,600 110,600
WILLIAMS COMPANIES Common 969457100 $39,666,775 902,800 902,800 2 902,800
WILLIAMS COMPANIES Common 969457100 $3,383,188 77,000 77,000 3 77,000
XEROX CORP Common 984121103 $10,626,200 408,700 408,700 2 408,700
XEROX CORP Common 984121103 $1,037,400 39,900 39,900 3 39,900
ACE LTD. Common G0070K103 $2,941,725 128,600 128,600 128,600
ACE LTD. Common G0070K103 $12,810,000 560,000 560,000 2 560,000
ACE LTD. Common G0070K103 $663,375 29,000 29,000 3 29,000
Grand Totals $348,624,504
2 $2,373,302,673
3 $194,640,651
</TABLE>
