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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 12/31/99
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
February 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: 3
Form 13F Information Table Entry Total: 423
Form 13F Information Table Value Total: $2,729,143,000
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 $6,450,806 88,900 88,900 88,900
ADC TELECOMMUNICATIONS INC Common 000886101 $24,642,225 339,600 339,600 2 339,600
ADC TELECOMMUNICATIONS INC Common 000886101 $1,458,506 20,100 20,100 3 20,100
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $1,224,581 24,100 24,100 24,100
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $13,180,864 259,402 259,402 2 259,402
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $1,071,026 21,078 21,078 3 21,078
AETNA INC. Common 008117103 $4,099,428 73,450 73,450 73,450
AETNA INC. Common 008117103 $29,234,588 523,800 523,800 2 523,800
AETNA INC. Common 008117103 $2,137,619 38,300 38,300 3 38,300
AIR PRODUCTS & CHEMICALS, INC. Common 009158106 $201,375 6,000 6,000 2 6,000
AIRBORNE FREIGHT Common 009266107 $110,000 5,000 5,000 2 5,000
ALLSTATE CORP. Common 020002101 $1,437,783 59,752 59,752 59,752
ALLSTATE CORP. Common 020002101 $20,338,588 845,240 845,240 2 845,240
ALLSTATE CORP. Common 020002101 $1,756,563 73,000 73,000 3 73,000
ALZA CORP. Common 022615108 $959,113 27,700 27,700 27,700
ALZA CORP. Common 022615108 $12,440,763 359,300 359,300 2 359,300
ALZA CORP. Common 022615108 $1,024,900 29,600 29,600 3 29,600
AMBAC INC Common 023139108 $469,688 9,000 9,000 2 9,000
AMERICAN HOME PRODUCTS Common 026609107 $2,205,850 56,200 56,200 56,200
AMERICAN HOME PRODUCTS Common 026609107 $27,157,075 691,900 691,900 2 691,900
AMERICAN HOME PRODUCTS Common 026609107 $2,311,825 58,900 58,900 3 58,900
ARROW ELECTRONICS Common 042735100 $284,200 11,200 11,200 2 11,200
ASSOCIATED BANC-CORP Common 045487105 $150,700 4,400 4,400 2 4,400
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $3,704,063 135,000 135,000 135,000
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $12,308,463 448,600 448,600 2 448,600
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $642,038 23,400 23,400 3 23,400
ATLANTIC RICHFIELD CO. Common 048825103 $216,250 2,500 2,500 2,500
ATMEL CORP Common 049513104 $396,138 13,400 13,400 2 13,400
AUTODESK INC Common 052769106 $3,472,875 102,900 102,900 102,900
AUTODESK INC Common 052769106 $14,394,375 426,500 426,500 2 426,500
AUTODESK INC Common 052769106 $766,125 22,700 22,700 3 22,700
BJ SERVICES CO Common 055482103 $326,138 7,800 7,800 2 7,800
BP AMOCO PLC ADR Common 055622104 $2,120,541 35,752 35,752 35,752
BP AMOCO PLC ADR Common 055622104 $18,376,673 309,828 309,828 2 309,828
BP AMOCO PLC ADR Common 055622104 $1,558,139 26,270 26,270 3 26,270
BANK ONE CORP Common 06423A103 $1,370,240 42,820 42,820 42,820
BANK ONE CORP Common 06423A103 $16,237,760 507,430 507,430 2 507,430
BANK ONE CORP Common 06423A103 $1,377,920 43,060 43,060 3 43,060
BAXTER INTERNATIONAL INC Common 071813109 $257,531 4,100 4,100 4,100
BAXTER INTERNATIONAL INC Common 071813109 $12,129,094 193,100 193,100 2 193,100
BAXTER INTERNATIONAL INC Common 071813109 $1,074,094 17,100 17,100 3 17,100
BEAR STEARNS Common 073902108 $491,625 11,500 11,500 2 11,500
BELL ATLANTIC CORP Common 077853109 $110,813 1,800 1,800 1,800
A.H. BELO Class A Common 080555105 $446,063 23,400 23,400 2 23,400
BEMIS COMPANY INC Common 081437105 $209,250 6,000 6,000 2 6,000
BIOMET Common 090613100 $328,000 8,200 8,200 2 8,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,837,088 44,200 44,200 44,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $29,128,288 453,800 453,800 2 453,800
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,522,569 39,300 39,300 3 39,300
CONSTELLATION ENERGY GROUP Common 113942146 $162,400 5,600 5,600 5,600
BURLINGTON NORTHERN SANTA FE Common 12189T104 $5,339,850 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $392,850 16,200 16,200 3 16,200
CVS CORP. Common 126650100 $1,411,575 35,400 35,400 35,400
CVS CORP. Common 126650100 $20,721,363 519,658 519,658 2 519,658
CVS CORP. Common 126650100 $1,854,188 46,500 46,500 3 46,500
CADENCE DESIGN SYSTEMS INC. Common 127387108 $3,280,800 136,700 136,700 136,700
CADENCE DESIGN SYSTEMS INC. Common 127387108 $13,701,600 570,900 570,900 2 570,900
CADENCE DESIGN SYSTEMS INC. Common 127387108 $741,600 30,900 30,900 3 30,900
KROGER COMPANY Common 138232866 $17,967,113 951,900 951,900 2 951,900
KROGER COMPANY Common 138232866 $1,589,275 84,200 84,200 3 84,200
EXXON MOBIL CORPORATION Common 139073011 $223,319 2,772 2,772 2,772
EXXON MOBIL CORPORATION Common 139073011 $16,193,063 201,000 201,000 2 201,000
EXXON MOBIL CORPORATION Common 139073011 $1,474,294 18,300 18,300 3 18,300
QUANTUM CORP - HARD DISK DRIVE Common 147832010 $23,934 3,450 3,450 2 3,450
TRANSOCEAN SEDCO FOREX INC Common 147991371 $179,992 5,343 5,343 5,343
TRANSOCEAN SEDCO FOREX INC Common 147991371 $2,294,388 68,108 68,108 2 68,108
TRANSOCEAN SEDCO FOREX INC Common 147991371 $194,310 5,768 5,768 3 5,768
SUNGARD DATA SYSTEMS Common 156748828 $254,125 10,700 10,700 2 10,700
GENZYME SURGICAL PRODUCTS Common 156923104 $3,429 590 590 2 590
CHEVRON CORP. Common 166751107 $207,900 2,400 2,400 2,400
ADELPHIA COMMUNICATIONS - CL A Common 169481534 $439,688 6,700 6,700 2 6,700
CHIRON CORP Common 170040109 $461,888 10,900 10,900 2 10,900
CITIGROUP INC Common 172967101 $8,691,983 156,085 156,085 156,085
CITIGROUP INC Common 172967101 $54,190,230 973,113 973,113 2 973,113
CITIGROUP INC Common 172967101 $3,856,359 69,250 69,250 3 69,250
GATEWAY INC Common 176391071 $10,521,125 146,000 146,000 146,000
GATEWAY INC Common 176391071 $38,964,194 540,700 540,700 2 540,700
GATEWAY INC Common 176391071 $2,363,650 32,800 32,800 3 32,800
VARIAN SEMICONDUCTOR Common 180363193 $340,000 10,000 10,000 2 10,000
HONEYWELL INTERNATIONAL, INC. Common 180578502 $1,276,336 22,125 22,125 22,125
HONEYWELL INTERNATIONAL, INC. Common 180578502 $29,126,419 504,900 504,900 2 504,900
HONEYWELL INTERNATIONAL, INC. Common 180578502 $2,503,638 43,400 43,400 3 43,400
COMPUTER SCIENCES CORP Common 182662097 $21,233,850 224,400 224,400 2 224,400
COMPUTER SCIENCES CORP Common 182662097 $1,760,025 18,600 18,600 3 18,600
COMPUTER ASSOCIATES INTL INC Common 204912109 $31,115,194 444,900 444,900 2 444,900
COMPUTER ASSOCIATES INTL INC Common 204912109 $2,692,594 38,500 38,500 3 38,500
CONAGRA INC. Common 205887102 $195,113 8,600 8,600 8,600
CONAGRA INC. Common 205887102 $8,632,594 380,500 380,500 2 380,500
CONAGRA INC. Common 205887102 $789,525 34,800 34,800 3 34,800
CONEXANT SYSTEMS INC Common 207142100 $5,183,888 78,100 78,100 78,100
CONEXANT SYSTEMS INC Common 207142100 $25,779,917 388,398 388,398 2 388,398
CONEXANT SYSTEMS INC Common 207142100 $1,612,913 24,300 24,300 3 24,300
CONSOLIDATED NATURAL GAS Common 209615103 $168,838 2,600 2,600 2,600
GARTNER GROUP INC. Common 215973079 $173,153 12,536 12,536 12,536
GARTNER GROUP INC. Common 215973079 $596,327 43,173 43,173 2 43,173
GARTNER GROUP INC. Common 215973079 $30,926 2,239 2,239 3 2,239
COUNTRYWIDE CREDIT IND INC Common 217962852 $1,343,300 53,200 53,200 53,200
COUNTRYWIDE CREDIT IND INC Common 217962852 $8,335,025 330,100 330,100 2 330,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $555,500 22,000 22,000 3 22,000
FEDERAL HOME LOAN MTG CORP. Common 218821641 $1,816,613 38,600 38,600 38,600
FEDERAL HOME LOAN MTG CORP. Common 218821641 $7,920,619 168,300 168,300 2 168,300
FEDERAL HOME LOAN MTG CORP. Common 218821641 $428,269 9,100 9,100 3 9,100
QUANTUM CORP - DLT & STORAGE Common 223011503 $231,413 15,300 15,300 2 15,300
COX COMMUNICATIONS Class A Common 224044107 $6,731,050 130,700 130,700 130,700
COX COMMUNICATIONS Class A Common 224044107 $25,899,350 502,900 502,900 2 502,900
COX COMMUNICATIONS Class A Common 224044107 $1,581,050 30,700 30,700 3 30,700
CRESCENDO PHARMACEUTICALS CP Common 225637107 $55,392 3,030 3,030 3,030
CRESCENDO PHARMACEUTICALS CP Common 225637107 $114,441 6,260 6,260 2 6,260
MERCK & CO Common 229811401 $174,688 2,600 2,600 2,600
DALLAS SEMICONDUCTOR Common 235204104 $4,014,456 62,300 62,300 62,300
DALLAS SEMICONDUCTOR Common 235204104 $9,607,631 149,100 149,100 2 149,100
DALLAS SEMICONDUCTOR Common 235204104 $483,281 7,500 7,500 3 7,500
DANA CORP Common 235811106 $170,644 5,700 5,700 5,700
DANA CORP Common 235811106 $8,528,745 284,885 284,885 2 284,885
DANA CORP Common 235811106 $761,550 25,438 25,438 3 25,438
DAYTON HUDSON Common 239753106 $10,736,563 146,200 146,200 146,200
DAYTON HUDSON Common 239753106 $39,913,281 543,500 543,500 2 543,500
DAYTON HUDSON Common 239753106 $2,482,188 33,800 33,800 3 33,800
COMPUWARE CORP Common 245002675 $2,540,450 68,200 68,200 68,200
COMPUWARE CORP Common 245002675 $9,252,900 248,400 248,400 2 248,400
COMPUWARE CORP Common 245002675 $596,000 16,000 16,000 3 16,000
LINENS 'N THINGS INC Common 245903030 $370,313 12,500 12,500 2 12,500
DELTA AIRLINES INC Common 247361108 $697,375 14,000 14,000 14,000
DELTA AIRLINES INC Common 247361108 $10,111,938 203,000 203,000 2 203,000
DELTA AIRLINES INC Common 247361108 $876,700 17,600 17,600 3 17,600
LANIER WORLDWIDE INC Common 253672694 $1,437,238 370,900 370,900 2 370,900
LANIER WORLDWIDE INC Common 253672694 $103,075 26,600 26,600 3 26,600
THE WALT DISNEY CO. Common 254687106 $27,980,550 956,600 956,600 2 956,600
THE WALT DISNEY CO. Common 254687106 $2,442,375 83,500 83,500 3 83,500
DOLLAR GENERAL Common 256669102 $276,413 12,150 12,150 2 12,150
DOMINION RESOURCES INC. Common 257470104 $133,450 3,400 3,400 3,400
DOW CHEMICAL Common 260543103 $1,977,650 14,800 14,800 14,800
DOW CHEMICAL Common 260543103 $19,475,844 145,750 145,750 2 145,750
DOW CHEMICAL Common 260543103 $1,656,950 12,400 12,400 3 12,400
DUKE ENERGY Common 264399106 $250,625 5,000 5,000 5,000
DUKE ENERGY Common 264399106 $9,022,500 180,000 180,000 2 180,000
DUKE ENERGY Common 264399106 $802,000 16,000 16,000 3 16,000
NORTEL NETWORKS CORP Common 264971924 $45,248,000 448,000 448,000 2 448,000
NORTEL NETWORKS CORP Common 264971924 $3,757,200 37,200 37,200 3 37,200
EMC CORP/MASS Common 268648102 $13,776,425 126,100 126,100 126,100
EMC CORP/MASS Common 268648102 $91,649,825 838,900 838,900 2 838,900
EMC CORP/MASS Common 268648102 $6,642,400 60,800 60,800 3 60,800
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $8,277,638 167,225 167,225 167,225
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $25,053,188 506,125 506,125 2 506,125
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $1,522,125 30,750 30,750 3 30,750
ENSCO INTERNATIONAL INC Common 26874Q100 $322,538 14,100 14,100 2 14,100
ETEC SYSTEMS INC Common 26922C103 $224,375 5,000 5,000 2 5,000
ABBOTT LABS Common 272418114 $272,344 7,500 7,500 7,500
EATON CORP Common 278058102 $152,513 2,100 2,100 2,100
EATON CORP Common 278058102 $399,438 5,500 5,500 2 5,500
ELAN CORPORATION PLC ADR 284131208 $3,413,150 115,700 115,700 115,700
ELAN CORPORATION PLC ADR 284131208 $15,390,150 521,700 521,700 2 521,700
ELAN CORPORATION PLC ADR 284131208 $778,800 26,400 26,400 3 26,400
EMERSON ELECTRIC Common 291011104 $332,775 5,800 5,800 5,800
EMERSON ELECTRIC Common 291011104 $9,753,750 170,000 170,000 2 170,000
EMERSON ELECTRIC Common 291011104 $889,313 15,500 15,500 3 15,500
IDEXX LABORATORIES INC. Common 296213517 $204,788 12,700 12,700 2 12,700
ETHAN ALLEN INTERIORS INC Common 297602104 $429,638 13,400 13,400 2 13,400
AFFILIATED COMPUTER SVCS-A Common 309831234 $248,400 5,400 5,400 2 5,400
FEDEX CORPORATION Common 31304N107 $4,020,063 98,200 98,200 98,200
FEDEX CORPORATION Common 31304N107 $13,939,219 340,500 340,500 2 340,500
FEDEX CORPORATION Common 31304N107 $851,500 20,800 20,800 3 20,800
LOWE'S COMPANIES Common 324255178 $3,214,550 53,800 53,800 53,800
LOWE'S COMPANIES Common 324255178 $13,515,450 226,200 226,200 2 226,200
LOWE'S COMPANIES Common 324255178 $722,975 12,100 12,100 3 12,100
FIRST SECURITY CORP. Common 336294103 $1,927,613 75,500 75,500 75,500
FIRST SECURITY CORP. Common 336294103 $8,379,373 328,200 328,200 2 328,200
FIRST SECURITY CORP. Common 336294103 $411,054 16,100 16,100 3 16,100
FIRST TENNESSEE NATL CORP Common 337162101 $182,400 6,400 6,400 2 6,400
FIRST UNION CORPORATION Common 337358105 $184,450 5,600 5,600 5,600
FIRST UNION CORPORATION Common 337358105 $8,128,975 246,800 246,800 2 246,800
FIRST UNION CORPORATION Common 337358105 $760,856 23,100 23,100 3 23,100
FLORIDA PROGRESS CORP Common 341109106 $152,325 3,600 3,600 3,600
FLORIDA PROGRESS CORP Common 341109106 $275,031 6,500 6,500 2 6,500
FLOWERS INDUSTRIES, INC. Common 343496105 $321,938 20,200 20,200 2 20,200
FLUOR CORP Common 343861100 $206,438 4,500 4,500 2 4,500
BOSTON SCIENTIFIC CORP Common 355826148 $3,139,063 143,500 143,500 143,500
BOSTON SCIENTIFIC CORP Common 355826148 $13,741,875 628,200 628,200 2 628,200
BOSTON SCIENTIFIC CORP Common 355826148 $735,000 33,600 33,600 3 33,600
GTE CORP. Common 362320103 $1,788,759 25,350 25,350 25,350
GTE CORP. Common 362320103 $21,264,009 301,350 301,350 2 301,350
GTE CORP. Common 362320103 $1,834,625 26,000 26,000 3 26,000
GENERAL MILLS INC Common 370334104 $278,850 7,800 7,800 7,800
GENERAL MILLS INC Common 370334104 $11,304,150 316,200 316,200 2 316,200
GENERAL MILLS INC Common 370334104 $1,011,725 28,300 28,300 3 28,300
GENZYME CORP Common 372917104 $364,500 8,100 8,100 2 8,100
GEORGIA PACIFIC CORP. Common 373298108 $1,268,750 25,000 25,000 25,000
GEORGIA PACIFIC CORP. Common 373298108 $11,763,850 231,800 231,800 2 231,800
GEORGIA PACIFIC CORP. Common 373298108 $1,015,000 20,000 20,000 3 20,000
GLAXO WELLCOME ADR Common 37733W105 $14,281,650 255,600 255,600 2 255,600
GLAXO WELLCOME ADR Common 37733W105 $1,246,013 22,300 22,300 3 22,300
GRAINGER (W.W.) INC. Common 384802104 $1,874,250 39,200 39,200 39,200
GRAINGER (W.W.) INC. Common 384802104 $8,319,375 174,000 174,000 2 174,000
GRAINGER (W.W.) INC. Common 384802104 $444,656 9,300 9,300 3 9,300
HANNAFORD BROTHERS CO Common 410550107 $180,213 2,600 2,600 2 2,600
HARRIS CORP. Common 413875105 $9,898,394 370,900 370,900 2 370,900
HARRIS CORP. Common 413875105 $904,706 33,900 33,900 3 33,900
HEINZ (H.J.) CO Common 423074103 $187,119 4,700 4,700 4,700
PHILIPS ELECTRONICS Common 423410901 $2,087,640 15,464 15,464 15,464
PHILIPS ELECTRONICS Common 423410901 $31,909,680 236,368 236,368 2 236,368
PHILIPS ELECTRONICS Common 423410901 $2,758,860 20,436 20,436 3 20,436
HERTZ CORP. Common 428040109 $150,375 3,000 3,000 2 3,000
HEWLETT-PACKARD Common 428236103 $2,525,250 22,200 22,200 22,200
HEWLETT-PACKARD Common 428236103 $35,319,375 310,500 310,500 2 310,500
HEWLETT-PACKARD Common 428236103 $3,071,250 27,000 27,000 3 27,000
HIBERNIA CORP Common 428656102 $112,625 10,600 10,600 2 10,600
HOUSEHOLD INTERNATIONAL Common 441815107 $1,303,750 35,000 35,000 35,000
HOUSEHOLD INTERNATIONAL Common 441815107 $23,795,300 638,800 638,800 2 638,800
HOUSEHOLD INTERNATIONAL Common 441815107 $2,048,750 55,000 55,000 3 55,000
HUBBELL INC. Common 443510201 $190,750 7,000 7,000 2 7,000
HUMANA INC Common 444859102 $119,538 14,600 14,600 2 14,600
IMS HEALTH INC. Common 449934108 $3,099,375 114,000 114,000 114,000
IMS HEALTH INC. Common 449934108 $10,635,750 391,200 391,200 2 391,200
IMS HEALTH INC. Common 449934108 $668,813 24,600 24,600 3 24,600
ILLINOIS TOOL WORKS Common 452308109 $5,776,594 85,500 85,500 85,500
ILLINOIS TOOL WORKS Common 452308109 $22,599,656 334,500 334,500 2 334,500
ILLINOIS TOOL WORKS Common 452308109 $1,344,494 19,900 19,900 3 19,900
INTERIM SERVICES, INC. Common 45868P100 $4,011,975 162,100 162,100 162,100
INTERIM SERVICES, INC. Common 45868P100 $17,626,950 712,200 712,200 2 712,200
INTERIM SERVICES, INC. Common 45868P100 $1,089,000 44,000 44,000 3 44,000
INTL BUSINESS MACHINES CORP Common 459200101 $3,042,075 28,200 28,200 28,200
INTL BUSINESS MACHINES CORP Common 459200101 $37,734,675 349,800 349,800 2 349,800
INTL BUSINESS MACHINES CORP Common 459200101 $3,300,975 30,600 30,600 3 30,600
JOHNSON & JOHNSON Common 478160104 $1,614,717 17,316 17,316 17,316
JOHNSON & JOHNSON Common 478160104 $14,090,821 151,108 151,108 2 151,108
JOHNSON & JOHNSON Common 478160104 $1,192,854 12,792 12,792 3 12,792
KEANE INC Common 486665102 $4,519,988 140,700 140,700 140,700
KEANE INC Common 486665102 $24,829,413 772,900 772,900 2 772,900
KEANE INC Common 486665102 $1,509,875 47,000 47,000 3 47,000
KERR-MCGEE Common 492386107 $3,155,800 50,900 50,900 50,900
KERR-MCGEE Common 492386107 $12,635,600 203,800 203,800 2 203,800
KERR-MCGEE Common 492386107 $818,400 13,200 13,200 3 13,200
KIMBERLY-CLARK Common 494368103 $3,266,640 49,920 49,920 49,920
KIMBERLY-CLARK Common 494368103 $35,467,125 542,000 542,000 2 542,000
KIMBERLY-CLARK Common 494368103 $3,062,475 46,800 46,800 3 46,800
LSI LOGIC CORP Common 502161102 $351,000 5,200 5,200 2 5,200
LINCOLN NATIONAL CORP Common 534187109 $140,000 3,500 3,500 3,500
MBIA INC. Common 55262C100 $2,033,281 38,500 38,500 38,500
MBIA INC. Common 55262C100 $12,051,813 228,200 228,200 2 228,200
MBIA INC. Common 55262C100 $786,906 14,900 14,900 3 14,900
MGIC INVESTMENT CORP Common 552848103 $541,688 9,000 9,000 2 9,000
MANPOWER INC Common 56418H100 $564,375 15,000 15,000 2 15,000
MARSH & MCLENNAN COS Common 571748102 $315,769 3,300 3,300 3,300
MARSHALL AND ILSLEY CORP Common 571834100 $169,594 2,700 2,700 2 2,700
MCGRAW-HILL INC (MHP) Common 580645109 $154,063 2,500 2,500 2,500
MEDIAONE GROUP INC. Common 58440J104 $8,172,850 106,400 106,400 106,400
MEDIAONE GROUP INC. Common 58440J104 $48,376,513 629,800 629,800 2 629,800
MEDIAONE GROUP INC. Common 58440J104 $3,471,925 45,200 45,200 3 45,200
MICRON TECHNOLOGY Common 595112103 $3,906,250 50,000 50,000 50,000
MICRON TECHNOLOGY Common 595112103 $13,984,375 179,000 179,000 2 179,000
MICRON TECHNOLOGY Common 595112103 $859,375 11,000 11,000 3 11,000
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $2,011,144 59,700 59,700 59,700
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $8,960,875 266,000 266,000 2 266,000
MIDAMERICAN ENERGY HOLDINGS CO Common 59562V107 $458,150 13,600 13,600 3 13,600
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $1,404,859 44,074 44,074 44,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $5,564,578 174,575 174,575 2 174,575
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $286,875 9,000 9,000 3 9,000
HERMAN MILLER INC Common 600544100 $184,000 8,000 8,000 2 8,000
MINNESOTA MINING & MFG CO Common 604059105 $332,775 3,400 3,400 3,400
MINNESOTA MINING & MFG CO Common 604059105 $12,860,775 131,400 131,400 2 131,400
MINNESOTA MINING & MFG CO Common 604059105 $1,076,625 11,000 11,000 3 11,000
MOLEX, INC. Common 608554101 $249,425 4,400 4,400 2 4,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,741,550 12,200 12,200 12,200
MORGAN STANLEY, DEAN WITTER Common 617446448 $20,784,400 145,600 145,600 2 145,600
MORGAN STANLEY, DEAN WITTER Common 617446448 $1,755,825 12,300 12,300 3 12,300
MOTOROLA, INC. Common 620076109 $3,445,650 23,400 23,400 23,400
MOTOROLA, INC. Common 620076109 $44,896,525 304,900 304,900 2 304,900
MOTOROLA, INC. Common 620076109 $3,843,225 26,100 26,100 3 26,100
ECOLAB INC Common 624213540 $293,438 7,500 7,500 2 7,500
NABISCO HOLDING CORP Class A Common 629526104 $3,644,550 115,700 115,700 115,700
NABISCO HOLDING CORP Class A Common 629526104 $23,338,350 740,900 740,900 2 740,900
NABISCO HOLDING CORP Class A Common 629526104 $1,773,450 56,300 56,300 3 56,300
EL PASO ENERGY CORPORATION Common 633116485 $2,220,075 57,200 57,200 57,200
EL PASO ENERGY CORPORATION Common 633116485 $6,287,625 162,000 162,000 2 162,000
EL PASO ENERGY CORPORATION Common 633116485 $333,788 8,600 8,600 3 8,600
NATIONAL CITY CORP Common 635405103 $142,125 6,000 6,000 6,000
NATIONAL SERVICE INDS INC Common 637657107 $162,250 5,500 5,500 2 5,500
BANK OF AMERICA CORP Common 644647169 $1,997,563 39,802 39,802 39,802
BANK OF AMERICA CORP Common 644647169 $22,301,769 444,369 444,369 2 444,369
BANK OF AMERICA CORP Common 644647169 $1,906,573 37,989 37,989 3 37,989
NEW PLAN EXCEL REALTY TRUST Common 648053106 $88,550 5,600 5,600 2 5,600
NEWBRIDGE NETWORKS CORP Common 650901101 $216,600 9,600 9,600 2 9,600
NORFOLK SOUTHERN CORP Common 655844108 $820,000 40,000 40,000 40,000
NORFOLK SOUTHERN CORP Common 655844108 $6,037,250 294,500 294,500 2 294,500
NORFOLK SOUTHERN CORP Common 655844108 $535,050 26,100 26,100 3 26,100
INGERSOLL-RAND COMPANY Common 670424893 $385,438 7,000 7,000 2 7,000
OWENS ILLINOIS Common 690768403 $4,879,669 194,700 194,700 194,700
OWENS ILLINOIS Common 690768403 $18,032,469 719,500 719,500 2 719,500
OWENS ILLINOIS Common 690768403 $1,082,700 43,200 43,200 3 43,200
PG & E CORPORATION Common 69331C108 $188,600 9,200 9,200 9,200
PG & E CORPORATION Common 69331C108 $9,389,000 458,000 458,000 2 458,000
PG & E CORPORATION Common 69331C108 $820,000 40,000 40,000 3 40,000
PPG INDUSTRIES INC Common 693506107 $212,713 3,400 3,400 3,400
PPG INDUSTRIES INC Common 693506107 $14,664,650 234,400 234,400 2 234,400
PPG INDUSTRIES INC Common 693506107 $1,219,969 19,500 19,500 3 19,500
PALL CORP Common 696429307 $2,102,344 97,500 97,500 97,500
PALL CORP Common 696429307 $11,499,281 533,300 533,300 2 533,300
PALL CORP Common 696429307 $726,656 33,700 33,700 3 33,700
PEOPLESOFT INC Common 712713106 $3,606,075 169,200 169,200 169,200
PEOPLESOFT INC Common 712713106 $15,502,713 727,400 727,400 2 727,400
PEOPLESOFT INC Common 712713106 $824,794 38,700 38,700 3 38,700
PEPSICO INC Common 713448108 $232,650 6,600 6,600 6,600
PEPSICO INC Common 713448108 $13,310,400 377,600 377,600 2 377,600
PEPSICO INC Common 713448108 $1,177,350 33,400 33,400 3 33,400
PHARMACIA & UPJOHN, INC. Common 716941109 $3,633,615 80,747 80,747 80,747
PHARMACIA & UPJOHN, INC. Common 716941109 $12,492,000 277,600 277,600 2 277,600
PHARMACIA & UPJOHN, INC. Common 716941109 $787,500 17,500 17,500 3 17,500
PITNEY BOWES INC. Common 724479100 $159,431 3,300 3,300 3,300
PRAXAIR INC Common 74005P104 $3,547,031 70,500 70,500 70,500
PRAXAIR INC Common 74005P104 $13,710,156 272,500 272,500 2 272,500
PRAXAIR INC Common 74005P104 $815,063 16,200 16,200 3 16,200
PRIMEDIA INC. Common 74157K101 $4,639,800 281,200 281,200 281,200
PRIMEDIA INC. Common 74157K101 $17,090,700 1,035,800 1,035,800 2 1,035,800
PRIMEDIA INC. Common 74157K101 $1,018,050 61,700 61,700 3 61,700
ROCKWELL INTERNATIONAL CORP Common 773903109 $785,150 16,400 16,400 16,400
ROCKWELL INTERNATIONAL CORP Common 773903109 $11,906,513 248,700 248,700 2 248,700
ROCKWELL INTERNATIONAL CORP Common 773903109 $1,005,375 21,000 21,000 3 21,000
ROHM & HAAS CO Common 775371107 $3,836,831 94,300 94,300 94,300
ROHM & HAAS CO Common 775371107 $14,171,456 348,300 348,300 2 348,300
ROHM & HAAS CO Common 775371107 $878,850 21,600 21,600 3 21,600
ROSS STORES INC Common 778296103 $195,519 10,900 10,900 2 10,900
SBC COMMUNICATIONS, INC. Common 78387G103 $1,992,364 40,869 40,869 40,869
SBC COMMUNICATIONS, INC. Common 78387G103 $24,064,511 493,631 493,631 2 493,631
SBC COMMUNICATIONS, INC. Common 78387G103 $2,079,870 42,664 42,664 3 42,664
SAFEWAY INC Common 786514208 $4,665,375 130,500 130,500 130,500
SAFEWAY INC Common 786514208 $17,206,475 481,300 481,300 2 481,300
SAFEWAY INC Common 786514208 $1,051,050 29,400 29,400 3 29,400
ST. JUDE MEDICAL INC. Common 790849103 $291,531 9,500 9,500 2 9,500
SARA LEE CORPORATION Common 803111103 $2,746,781 124,500 124,500 124,500
SARA LEE CORPORATION Common 803111103 $19,403,969 879,500 879,500 2 879,500
SARA LEE CORPORATION Common 803111103 $1,511,281 68,500 68,500 3 68,500
SCHLUMBERGER, LTD Common 806857108 $1,549,050 27,600 27,600 27,600
SCHLUMBERGER, LTD Common 806857108 $19,744,775 351,800 351,800 2 351,800
SCHLUMBERGER, LTD Common 806857108 $1,672,525 29,800 29,800 3 29,800
SEAGATE TECHNOLOGY Common 811804103 $6,341,813 136,200 136,200 136,200
SEAGATE TECHNOLOGY Common 811804103 $26,442,844 567,900 567,900 2 567,900
SEAGATE TECHNOLOGY Common 811804103 $1,652,969 35,500 35,500 3 35,500
SEARS ROEBUCK & CO INC Common 812387108 $1,215,000 40,000 40,000 40,000
SEARS ROEBUCK & CO INC Common 812387108 $12,335,288 406,100 406,100 2 406,100
SEARS ROEBUCK & CO INC Common 812387108 $1,063,125 35,000 35,000 3 35,000
SHERWIN-WILLIAMS CO Common 824348106 $2,349,900 111,900 111,900 111,900
SHERWIN-WILLIAMS CO Common 824348106 $9,475,200 451,200 451,200 2 451,200
SHERWIN-WILLIAMS CO Common 824348106 $508,200 24,200 24,200 3 24,200
SMITH INTERNATIONAL INC Common 832110100 $322,969 6,500 6,500 2 6,500
SPRINT CORPORATION Common 852061100 $1,514,531 22,500 22,500 22,500
SPRINT CORPORATION Common 852061100 $27,820,256 413,300 413,300 2 413,300
SPRINT CORPORATION Common 852061100 $2,355,938 35,000 35,000 3 35,000
SPRINT CORPORATION PCS GROUP Common 852061506 $2,280,625 22,250 22,250 22,250
SPRINT CORPORATION PCS GROUP Common 852061506 $7,175,000 70,000 70,000 2 70,000
SPRINT CORPORATION PCS GROUP Common 852061506 $358,750 3,500 3,500 3 3,500
STORAGE TECHNOLOGY CORP Common 862111200 $171,469 9,300 9,300 2 9,300
SUNTRUST BANKS INC Common 867914103 $3,186,019 46,300 46,300 46,300
SUNTRUST BANKS INC Common 867914103 $13,769,381 200,100 200,100 2 200,100
SUNTRUST BANKS INC Common 867914103 $743,175 10,800 10,800 3 10,800
SYBRON INTL CORP-WISCONSIN Common 87114F106 $372,781 15,100 15,100 2 15,100
SYNOPSYS INC Common 871607107 $333,750 5,000 5,000 2 5,000
TCF FINANCIAL CORP Common 872275102 $139,300 5,600 5,600 2 5,600
TJX COMPANIES, INC Common 872540109 $2,182,725 106,800 106,800 106,800
TJX COMPANIES, INC Common 872540109 $8,755,425 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $463,931 22,700 22,700 3 22,700
TELEFONOS DE MEXICO Class L ADR 879403780 $7,132,500 63,400 63,400 63,400
TELEFONOS DE MEXICO Class L ADR 879403780 $26,887,500 239,000 239,000 2 239,000
TELEFONOS DE MEXICO Class L ADR 879403780 $1,563,750 13,900 13,900 3 13,900
TERADYNE INC Common 880770102 $396,000 6,000 6,000 2 6,000
TEXACO INC Common 881694103 $1,265,481 23,300 23,300 23,300
TEXACO INC Common 881694103 $11,020,006 202,900 202,900 2 202,900
TEXACO INC Common 881694103 $961,331 17,700 17,700 3 17,700
TEXAS INSTRUMENTS Common 882508104 $8,367,725 86,600 86,600 86,600
TEXAS INSTRUMENTS Common 882508104 $66,130,150 684,400 684,400 2 684,400
TEXAS INSTRUMENTS Common 882508104 $4,956,863 51,300 51,300 3 51,300
3COM CORPORATION Common 885535104 $5,973,700 127,100 127,100 127,100
3COM CORPORATION Common 885535104 $22,865,500 486,500 486,500 2 486,500
3COM CORPORATION Common 885535104 $1,438,200 30,600 30,600 3 30,600
TIFFANY & CO Common 886547108 $6,675,900 74,800 74,800 74,800
TIFFANY & CO Common 886547108 $24,365,250 273,000 273,000 2 273,000
TIFFANY & CO Common 886547108 $1,499,400 16,800 16,800 3 16,800
TYSON FOODS, INC. Class A Common 902494103 $3,145,188 193,550 193,550 193,550
TYSON FOODS, INC. Class A Common 902494103 $11,341,281 697,925 697,925 2 697,925
TYSON FOODS, INC. Class A Common 902494103 $601,250 37,000 37,000 3 37,000
USX-MARATHON GROUP Common 902905827 $3,248,875 131,600 131,600 131,600
USX-MARATHON GROUP Common 902905827 $22,844,578 925,350 925,350 2 925,350
USX-MARATHON GROUP Common 902905827 $1,688,625 68,400 68,400 3 68,400
FEDERAL NATIONAL MTG ASSOC. Common 905099038 $212,288 3,400 3,400 3,400
UNITED TECHNOLOGIES CORP Common 913017109 $1,352,000 20,800 20,800 20,800
UNITED TECHNOLOGIES CORP Common 913017109 $21,125,000 325,000 325,000 2 325,000
UNITED TECHNOLOGIES CORP Common 913017109 $1,774,500 27,300 27,300 3 27,300
UNOCAL CORPORATION Common 915289102 $3,938,559 117,350 117,350 117,350
UNOCAL CORPORATION Common 915289102 $23,812,594 709,500 709,500 2 709,500
UNOCAL CORPORATION Common 915289102 $1,738,538 51,800 51,800 3 51,800
VF CORP Common 918204108 $135,000 4,500 4,500 2 4,500
VARIAN ASSOCIATES INC Common 922204102 $38,756 1,300 1,300 2 1,300
VARIAN MEDICAL SYSTEMS INC Common 92220P105 $190,800 6,400 6,400 2 6,400
WACHOVIA CORP Common 929771103 $10,342,800 152,100 152,100 2 152,100
WACHOVIA CORP Common 929771103 $931,600 13,700 13,700 3 13,700
WAL-MART STORES, INC Common 931142103 $2,543,800 36,800 36,800 36,800
WAL-MART STORES, INC Common 931142103 $26,550,913 384,100 384,100 2 384,100
WAL-MART STORES, INC Common 931142103 $2,122,138 30,700 30,700 3 30,700
CENTURYTEL INC Common 937329051 $2,681,425 56,600 56,600 56,600
CENTURYTEL INC Common 937329051 $11,848,488 250,100 250,100 2 250,100
CENTURYTEL INC Common 937329051 $615,875 13,000 13,000 3 13,000
WASTE MANAGEMENT INC. Common 94106L109 $357,620 20,807 20,807 20,807
WASTE MANAGEMENT INC. Common 94106L109 $10,610,291 617,326 617,326 2 617,326
WASTE MANAGEMENT INC. Common 94106L109 $991,788 57,704 57,704 3 57,704
WEATHERFORD INTERNATIONAL INC. Common 947074100 $3,394,688 85,000 85,000 85,000
WEATHERFORD INTERNATIONAL INC. Common 947074100 $14,665,050 367,200 367,200 2 367,200
WEATHERFORD INTERNATIONAL INC. Common 947074100 $766,800 19,200 19,200 3 19,200
WELLS FARGO COMPANY Common 949746101 $4,735,231 117,100 117,100 117,100
WELLS FARGO COMPANY Common 949746101 $18,075,563 447,000 447,000 2 447,000
WELLS FARGO COMPANY Common 949746101 $1,172,688 29,000 29,000 3 29,000
WESTVACO CORP Common 961548104 $195,750 6,000 6,000 2 6,000
WEYERHAEUSER CO. Common 962166104 $193,894 2,700 2,700 2,700
WILLAMETTE INDUSTRIES Common 969133107 $2,117,550 45,600 45,600 45,600
WILLAMETTE INDUSTRIES Common 969133107 $11,897,288 256,200 256,200 2 256,200
WILLAMETTE INDUSTRIES Common 969133107 $780,150 16,800 16,800 3 16,800
WILLIAMS COMPANIES Common 969457100 $3,358,819 109,900 109,900 109,900
WILLIAMS COMPANIES Common 969457100 $26,439,619 865,100 865,100 2 865,100
WILLIAMS COMPANIES Common 969457100 $1,919,325 62,800 62,800 3 62,800
XEROX CORP Common 984121103 $136,125 6,000 6,000 6,000
XEROX CORP Common 984121103 $9,272,381 408,700 408,700 2 408,700
XEROX CORP Common 984121103 $805,406 35,500 35,500 3 35,500
ACE LTD. Common G0070K103 $2,209,425 132,400 132,400 132,400
ACE LTD. Common G0070K103 $9,345,000 560,000 560,000 2 560,000
ACE LTD. Common G0070K103 $483,938 29,000 29,000 3 29,000
Grand Totals $324,821,462
2 $2,239,884,390
3 $164,437,148
</TABLE>
