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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 06/30/00
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
August 7, 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 $14,359,400 171,200 171,200 171,200
ADC TELECOMMUNICATIONS INC Common 000886101 $54,820,700 653,600 653,600 2 653,600
ADC TELECOMMUNICATIONS INC Common 000886101 $4,260,850 50,800 50,800 3 50,800
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $3,068,258 97,020 97,020 97,020
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $27,646,006 874,182 874,182 2 874,182
AMERICAN TELEPHONE & TELEGRAPH Common 001957109 $2,704,507 85,518 85,518 3 85,518
AETNA INC. Common 008117103 $3,511,056 54,700 54,700 54,700
AETNA INC. Common 008117103 $14,012,131 218,300 218,300 2 218,300
AETNA INC. Common 008117103 $1,193,888 18,600 18,600 3 18,600
AIR PRODUCTS & CHEMICALS, INC. Common 009158106 $308,125 10,000 10,000 2 10,000
AIRBORNE FREIGHT Common 009266107 $111,731 5,900 5,900 2 5,900
ALLSTATE CORP. Common 020002101 $1,224,907 55,052 55,052 55,052
ALLSTATE CORP. Common 020002101 $22,878,340 1,028,240 1,028,240 2 1,028,240
ALLSTATE CORP. Common 020002101 $2,447,500 110,000 110,000 3 110,000
ALZA CORP. Common 022615108 $4,440,288 75,100 75,100 75,100
ALZA CORP. Common 022615108 $21,154,925 357,800 357,800 2 357,800
ALZA CORP. Common 022615108 $1,590,463 26,900 26,900 3 26,900
AMBAC INC Common 023139108 $877,000 16,000 16,000 2 16,000
AMERICAN HOME PRODUCTS Common 026609107 $3,119,625 53,100 53,100 53,100
AMERICAN HOME PRODUCTS Common 026609107 $40,649,125 691,900 691,900 2 691,900
AMERICAN HOME PRODUCTS Common 026609107 $4,441,500 75,600 75,600 3 75,600
ARROW ELECTRONICS Common 042735100 $375,100 12,100 12,100 2 12,100
ASSOCIATED BANC-CORP Common 045487105 $105,573 4,840 4,840 2 4,840
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $3,195,150 143,200 143,200 143,200
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $10,953,206 490,900 490,900 2 490,900
ASSOCIATES FIRST CAPITAL CORP COMMON 046008108 $758,625 34,000 34,000 3 34,000
ATMEL CORP Common 049513104 $435,125 11,800 11,800 2 11,800
AUTODESK INC Common 052769106 $4,329,000 124,800 124,800 124,800
AUTODESK INC Common 052769106 $18,734,719 540,100 540,100 2 540,100
AUTODESK INC Common 052769106 $1,321,594 38,100 38,100 3 38,100
BJ SERVICES CO Common 055482103 $581,250 9,300 9,300 2 9,300
BP AMOCO PLC ADR Common 055622104 $1,994,168 35,256 35,256 35,256
BP AMOCO PLC ADR Common 055622104 $17,417,064 307,926 307,926 2 307,926
BP AMOCO PLC ADR Common 055622104 $1,881,834 33,270 33,270 3 33,270
BANK ONE CORP Common 06423A103 $1,033,813 38,920 38,920 38,920
BANK ONE CORP Common 06423A103 $13,776,110 518,630 518,630 2 518,630
BANK ONE CORP Common 06423A103 $1,483,781 55,860 55,860 3 55,860
BAXTER INTERNATIONAL INC Common 071813109 $133,594 1,900 1,900 1,900
BAXTER INTERNATIONAL INC Common 071813109 $34,945,313 497,000 497,000 2 497,000
BAXTER INTERNATIONAL INC Common 071813109 $3,895,313 55,400 55,400 3 55,400
BEAR STEARNS Common 073902108 $832,500 20,000 20,000 2 20,000
BELL ATLANTIC CORP Common 077853109 $45,731 900 900 900
A.H. BELO Class A Common 080555105 $649,219 37,500 37,500 2 37,500
BEMIS COMPANY INC Common 081437105 $336,250 10,000 10,000 2 10,000
BIOMET Common 090613100 $468,938 12,200 12,200 2 12,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $2,574,650 44,200 44,200 44,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $27,680,400 475,200 475,200 2 475,200
BRISTOL-MYERS SQUIBB CO Common 110122108 $3,098,900 53,200 53,200 3 53,200
MEMBERS FUNDS Emerging Growth Class B 110172628 $845 100 100 100
CONSTELLATION ENERGY GROUP Common 113942146 $71,638 2,200 2,200 2,200
CONSTELLATION ENERGY GROUP Common 113942146 $455,875 14,000 14,000 2 14,000
TARGET CORP Common 119869898 $8,444,800 145,600 145,600 145,600
TARGET CORP Common 119869898 $33,286,200 573,900 573,900 2 573,900
TARGET CORP Common 119869898 $2,784,000 48,000 48,000 3 48,000
BURLINGTON NORTHERN SANTA FE Common 12189T104 $5,050,838 220,200 220,200 2 220,200
BURLINGTON NORTHERN SANTA FE Common 12189T104 $479,394 20,900 20,900 3 20,900
MEMBERS FUNDS Emerging Growth Class A 124571497 $16,919,154 1,999,900 1,999,900 1,999,900
CVS CORP. Common 126650100 $1,844,000 46,100 46,100 46,100
CVS CORP. Common 126650100 $29,486,320 737,158 737,158 2 737,158
CVS CORP. Common 126650100 $3,368,000 84,200 84,200 3 84,200
CADENCE DESIGN SYSTEMS INC. Common 127387108 $3,467,825 170,200 170,200 170,200
CADENCE DESIGN SYSTEMS INC. Common 127387108 $14,403,088 706,900 706,900 2 706,900
CADENCE DESIGN SYSTEMS INC. Common 127387108 $1,024,863 50,300 50,300 3 50,300
ATMI INC Common 128891752 $446,400 9,600 9,600 2 9,600
AGILENT TECHNOLOGIES INC. Common 132411783 $624,441 8,467 8,467 8,467
AGILENT TECHNOLOGIES INC. Common 132411783 $8,733,770 118,424 118,424 2 118,424
AGILENT TECHNOLOGIES INC. Common 132411783 $880,354 11,937 11,937 3 11,937
KROGER COMPANY Common 138232866 $23,064,138 1,045,400 1,045,400 2 1,045,400
KROGER COMPANY Common 138232866 $2,512,919 113,900 113,900 3 113,900
EXXON MOBIL CORPORATION Common 139073011 $115,552 1,472 1,472 1,472
EXXON MOBIL CORPORATION Common 139073011 $14,365,500 183,000 183,000 2 183,000
EXXON MOBIL CORPORATION Common 139073011 $1,562,150 19,900 19,900 3 19,900
GRANT PRIDECO INC. Common 141173174 $2,192,500 87,700 87,700 87,700
GRANT PRIDECO INC. Common 141173174 $9,690,000 387,600 387,600 2 387,600
GRANT PRIDECO INC. Common 141173174 $632,500 25,300 25,300 3 25,300
CHARTER COMMUNICATIONS INC Common-Class A 146993219 $841,600 51,200 51,200 2 51,200
QUANTUM CORP - HARD DISK DRIVE Common 147832010 $38,166 3,450 3,450 2 3,450
TRANSOCEAN SEDCO FOREX INC Common 147991371 $285,517 5,343 5,343 5,343
TRANSOCEAN SEDCO FOREX INC Common 147991371 $3,639,521 68,108 68,108 2 68,108
TRANSOCEAN SEDCO FOREX INC Common 147991371 $308,228 5,768 5,768 3 5,768
SUNGARD DATA SYSTEMS Common 156748828 $446,400 14,400 14,400 2 14,400
GENZYME SURGICAL PRODUCTS Common 156923104 $5,863 590 590 2 590
CHEVRON CORP. Common 166751107 $101,775 1,200 1,200 1,200
ADELPHIA COMMUNICATIONS - CL A Common 169481534 $403,125 8,600 8,600 2 8,600
CHIRON CORP Common 170040109 $517,750 10,900 10,900 2 10,900
AUTOMATIC DATA PROCESSING Common 170421923 $19,930,606 372,100 372,100 2 372,100
AUTOMATIC DATA PROCESSING Common 170421923 $2,174,638 40,600 40,600 3 40,600
CITIGROUP INC Common 172967101 $8,843,796 146,785 146,785 146,785
CITIGROUP INC Common 172967101 $53,352,158 885,513 885,513 2 885,513
CITIGROUP INC Common 172967101 $4,910,375 81,500 81,500 3 81,500
GATEWAY INC Common 176391071 $8,353,600 147,200 147,200 147,200
GATEWAY INC Common 176391071 $33,686,800 593,600 593,600 2 593,600
GATEWAY INC Common 176391071 $2,786,425 49,100 49,100 3 49,100
VARIAN SEMICONDUCTOR Common 180363193 $690,938 11,000 11,000 2 11,000
HONEYWELL INTERNATIONAL, INC. Common 180578502 $855,663 25,400 25,400 25,400
HONEYWELL INTERNATIONAL, INC. Common 180578502 $19,090,706 566,700 566,700 2 566,700
HONEYWELL INTERNATIONAL, INC. Common 180578502 $2,004,406 59,500 59,500 3 59,500
AVERY DENNISON CORP Common 181882369 $604,125 9,000 9,000 2 9,000
COMPUTER SCIENCES CORP Common 182662097 $23,885,063 319,800 319,800 2 319,800
COMPUTER SCIENCES CORP Common 182662097 $2,591,656 34,700 34,700 3 34,700
ALLTEL CORP. Common 190351730 $105,294 1,700 1,700 1,700
ALLTEL CORP. Common 190351730 $16,103,750 260,000 260,000 2 260,000
ALLTEL CORP. Common 190351730 $1,734,250 28,000 28,000 3 28,000
DOMINION RESOURCES INC/VA Common 190902215 $126,353 2,947 2,947 2,947
STORAGENETWORKS INC Common 195161441 $63,175 700 700 2 700
UTILICORP UNITED Common Stock 199961806 $325,950 16,400 16,400 2 16,400
COMPAQ COMPUTER CORP. Common 204493100 $7,479,588 292,600 292,600 2 292,600
COMPAQ COMPUTER CORP. Common 204493100 $771,988 30,200 30,200 3 30,200
COMPUTER ASSOCIATES INTL INC Common 204912109 $24,293,588 474,600 474,600 2 474,600
COMPUTER ASSOCIATES INTL INC Common 204912109 $2,559,375 50,000 50,000 3 50,000
CONAGRA INC. Common 205887102 $81,969 4,300 4,300 4,300
CONEXANT SYSTEMS INC Common 207142100 $4,507,538 92,700 92,700 92,700
CONEXANT SYSTEMS INC Common 207142100 $18,521,165 380,898 380,898 2 380,898
CONEXANT SYSTEMS INC Common 207142100 $1,541,413 31,700 31,700 3 31,700
COUNTRYWIDE CREDIT IND INC Common 217962852 $1,609,594 53,100 53,100 53,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $10,006,156 330,100 330,100 2 330,100
COUNTRYWIDE CREDIT IND INC Common 217962852 $879,063 29,000 29,000 3 29,000
FEDERAL HOME LOAN MTG CORP. Common 218821641 $1,534,950 37,900 37,900 37,900
FEDERAL HOME LOAN MTG CORP. Common 218821641 $6,816,150 168,300 168,300 2 168,300
FEDERAL HOME LOAN MTG CORP. Common 218821641 $526,500 13,000 13,000 3 13,000
QUANTUM CORP - DLT & STORAGE Common 223011503 $212,156 21,900 21,900 2 21,900
COX COMMUNICATIONS Class A Common 224044107 $5,863,894 128,700 128,700 128,700
COX COMMUNICATIONS Class A Common 224044107 $22,913,381 502,900 502,900 2 502,900
COX COMMUNICATIONS Class A Common 224044107 $1,854,394 40,700 40,700 3 40,700
MERCK & CO Common 229811401 $99,613 1,300 1,300 1,300
DALLAS SEMICONDUCTOR Common 235204104 $4,841,100 118,800 118,800 118,800
DALLAS SEMICONDUCTOR Common 235204104 $11,450,750 281,000 281,000 2 281,000
DALLAS SEMICONDUCTOR Common 235204104 $790,550 19,400 19,400 3 19,400
DANA CORP Common 235811106 $59,325 2,800 2,800 2,800
DANA CORP Common 235811106 $6,036,001 284,885 284,885 2 284,885
DANA CORP Common 235811106 $623,718 29,438 29,438 3 29,438
OUTBACK STEAKHOUSE INC Common 241351868 $690,300 23,600 23,600 2 23,600
HANDSPRING INC. Common 243121833 $810,000 30,000 30,000 2 30,000
COMPUWARE CORP Common 245002675 $1,417,225 136,600 136,600 136,600
COMPUWARE CORP Common 245002675 $5,772,650 556,400 556,400 2 556,400
COMPUWARE CORP Common 245002675 $444,050 42,800 42,800 3 42,800
LINENS 'N THINGS INC Common 245903030 $425,863 15,700 15,700 2 15,700
DELTA AIRLINES INC Common 247361108 $707,875 14,000 14,000 14,000
DELTA AIRLINES INC Common 247361108 $10,264,188 203,000 203,000 2 203,000
DELTA AIRLINES INC Common 247361108 $1,147,769 22,700 22,700 3 22,700
BRINKER INTERNATIONAL INC Common 247913235 $2,073,825 70,900 70,900 70,900
BRINKER INTERNATIONAL INC Common 247913235 $10,413,000 356,000 356,000 2 356,000
BRINKER INTERNATIONAL INC Common 247913235 $786,825 26,900 26,900 3 26,900
PHARMACIA CORPORATION Common 251052394 $4,249,901 82,223 82,223 82,223
PHARMACIA CORPORATION Common 251052394 $16,774,868 324,544 324,544 2 324,544
PHARMACIA CORPORATION Common 251052394 $1,308,469 25,315 25,315 3 25,315
LANIER WORLDWIDE INC Common 253672694 $463,625 370,900 370,900 2 370,900
LANIER WORLDWIDE INC Common 253672694 $33,250 26,600 26,600 3 26,600
THE WALT DISNEY CO. Common 254687106 $37,128,038 956,600 956,600 2 956,600
THE WALT DISNEY CO. Common 254687106 $4,055,906 104,500 104,500 3 104,500
DOVER CORP Common 256420536 $4,469,988 110,200 110,200 110,200
DOVER CORP Common 256420536 $17,733,925 437,200 437,200 2 437,200
DOVER CORP Common 256420536 $1,383,181 34,100 34,100 3 34,100
DOLLAR GENERAL Common 256669102 $535,022 27,437 27,437 2 27,437
DOW CHEMICAL Common 260543103 $1,258,819 41,700 41,700 41,700
DOW CHEMICAL Common 260543103 $13,199,484 437,250 437,250 2 437,250
DOW CHEMICAL Common 260543103 $1,449,000 48,000 48,000 3 48,000
CLECO CORP Common 263702617 $308,200 9,200 9,200 2 9,200
DUKE ENERGY Common 264399106 $140,938 2,500 2,500 2,500
DUKE ENERGY Common 264399106 $11,838,750 210,000 210,000 2 210,000
DUKE ENERGY Common 264399106 $1,240,250 22,000 22,000 3 22,000
DANAHER CORP Common 264883080 $494,375 10,000 10,000 2 10,000
NORTEL NETWORKS CORP (HLDG) Common 264971924 $47,433,750 695,000 695,000 2 695,000
NORTEL NETWORKS CORP (HLDG) Common 264971924 $5,002,725 73,300 73,300 3 73,300
EMC CORP/MASS Common 268648102 $14,533,494 188,900 188,900 188,900
EMC CORP/MASS Common 268648102 $106,896,963 1,389,400 1,389,400 2 1,389,400
EMC CORP/MASS Common 268648102 $10,124,975 131,600 131,600 3 131,600
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $6,834,080 164,925 164,925 164,925
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $20,972,555 506,125 506,125 2 506,125
VODAFONE AIRTOUCH PLC-SP ADR Common 268712859 $1,688,578 40,750 40,750 3 40,750
ENSCO INTERNATIONAL INC Common 26874Q100 $676,856 18,900 18,900 2 18,900
ABBOTT LABS Common 272418114 $138,144 3,100 3,100 3,100
EATON CORP Common 278058102 $73,700 1,100 1,100 1,100
EATON CORP Common 278058102 $670,000 10,000 10,000 2 10,000
ELAN CORPORATION PLC ADR 284131208 $5,531,563 114,200 114,200 114,200
ELAN CORPORATION PLC ADR 284131208 $25,468,438 525,800 525,800 2 525,800
ELAN CORPORATION PLC ADR 284131208 $1,719,531 35,500 35,500 3 35,500
EMERSON ELECTRIC Common 291011104 $784,875 13,000 13,000 13,000
EMERSON ELECTRIC Common 291011104 $28,732,463 475,900 475,900 2 475,900
EMERSON ELECTRIC Common 291011104 $3,073,088 50,900 50,900 3 50,900
IDEXX LABORATORIES INC. Common 296213517 $349,988 15,300 15,300 2 15,300
ETHAN ALLEN INTERIORS INC Common 297602104 $667,200 27,800 27,800 2 27,800
AFFILIATED COMPUTER SVCS-A Common 309831234 $443,038 13,400 13,400 2 13,400
FEDEX CORPORATION Common 31304N107 $3,822,800 100,600 100,600 100,600
FEDEX CORPORATION Common 31304N107 $12,939,000 340,500 340,500 2 340,500
FEDEX CORPORATION Common 31304N107 $1,075,400 28,300 28,300 3 28,300
LOWE'S COMPANIES Common 324255178 $3,330,169 81,100 81,100 81,100
LOWE'S COMPANIES Common 324255178 $12,832,031 312,500 312,500 2 312,500
LOWE'S COMPANIES Common 324255178 $1,084,050 26,400 26,400 3 26,400
FIRST SECURITY CORP. Common 336294103 $1,002,269 73,900 73,900 73,900
FIRST SECURITY CORP. Common 336294103 $4,468,844 329,500 329,500 2 329,500
FIRST SECURITY CORP. Common 336294103 $244,125 18,000 18,000 3 18,000
FIRST TENNESSEE NATL CORP Common 337162101 $129,188 7,800 7,800 2 7,800
FIRST UNION CORPORATION Common 337358105 $69,475 2,800 2,800 2,800
FIRST UNION CORPORATION Common 337358105 $6,123,725 246,800 246,800 2 246,800
FIRST UNION CORPORATION Common 337358105 $655,050 26,400 26,400 3 26,400
FLORIDA PROGRESS CORP Common 341109106 $84,375 1,800 1,800 1,800
FLORIDA PROGRESS CORP Common 341109106 $468,750 10,000 10,000 2 10,000
FLOWERS INDUSTRIES, INC. Common 343496105 $458,563 23,000 23,000 2 23,000
BOSTON SCIENTIFIC CORP Common 355826148 $3,080,025 140,400 140,400 140,400
BOSTON SCIENTIFIC CORP Common 355826148 $13,781,138 628,200 628,200 2 628,200
BOSTON SCIENTIFIC CORP Common 355826148 $1,024,481 46,700 46,700 3 46,700
GTE CORP. Common 362320103 $1,472,213 23,650 23,650 23,650
GTE CORP. Common 362320103 $18,759,038 301,350 301,350 2 301,350
GTE CORP. Common 362320103 $1,992,000 32,000 32,000 3 32,000
GENERAL MILLS INC Common 370334104 $137,700 3,600 3,600 3,600
GENERAL MILLS INC Common 370334104 $12,094,650 316,200 316,200 2 316,200
GENERAL MILLS INC Common 370334104 $1,354,050 35,400 35,400 3 35,400
GENZYME CORP Common 372917104 $713,250 12,000 12,000 2 12,000
GEORGIA PACIFIC CORP. Common 373298108 $656,250 25,000 25,000 25,000
GEORGIA PACIFIC CORP. Common 373298108 $6,084,750 231,800 231,800 2 231,800
GEORGIA PACIFIC CORP. Common 373298108 $656,250 25,000 25,000 3 25,000
GLAXO WELLCOME ADR Common 37733W105 $14,776,875 255,600 255,600 2 255,600
GLAXO WELLCOME ADR Common 37733W105 $1,688,125 29,200 29,200 3 29,200
CELESTICA INC Common 384717580 $431,738 8,700 8,700 2 8,700
GRAINGER (W.W.) INC. Common 384802104 $1,287,963 41,800 41,800 41,800
GRAINGER (W.W.) INC. Common 384802104 $6,070,063 197,000 197,000 2 197,000
GRAINGER (W.W.) INC. Common 384802104 $400,563 13,000 13,000 3 13,000
SIGMA-ALDRICH Common 403313723 $321,750 11,000 11,000 2 11,000
HARRIS CORP. Common 413875105 $13,067,250 399,000 399,000 2 399,000
HARRIS CORP. Common 413875105 $1,365,675 41,700 41,700 3 41,700
HEINZ (H.J.) CO Common 423074103 $122,500 2,800 2,800 2,800
PHILIPS ELECTRONICS Common 423410901 $2,938,160 61,856 61,856 61,856
PHILIPS ELECTRONICS Common 423410901 $46,786,170 984,972 984,972 2 984,972
PHILIPS ELECTRONICS Common 423410901 $5,103,590 107,444 107,444 3 107,444
HERTZ CORP. Common 428040109 $84,188 3,000 3,000 2 3,000
HEWLETT-PACKARD Common 428236103 $2,772,225 22,200 22,200 22,200
HEWLETT-PACKARD Common 428236103 $39,060,900 312,800 312,800 2 312,800
HEWLETT-PACKARD Common 428236103 $4,208,288 33,700 33,700 3 33,700
HIBERNIA CORP Common 428656102 $115,275 10,600 10,600 2 10,600
PARKER HANNIFIN CORP Common 430929832 $342,500 10,000 10,000 2 10,000
HOUSEHOLD INTERNATIONAL Common 441815107 $1,454,688 35,000 35,000 35,000
HOUSEHOLD INTERNATIONAL Common 441815107 $22,780,406 548,100 548,100 2 548,100
HOUSEHOLD INTERNATIONAL Common 441815107 $2,460,500 59,200 59,200 3 59,200
IMS HEALTH INC. Common 449934108 $2,021,400 112,300 112,300 112,300
IMS HEALTH INC. Common 449934108 $7,041,600 391,200 391,200 2 391,200
IMS HEALTH INC. Common 449934108 $603,000 33,500 33,500 3 33,500
ILLINOIS TOOL WORKS Common 452308109 $4,913,400 86,200 86,200 86,200
ILLINOIS TOOL WORKS Common 452308109 $19,425,600 340,800 340,800 2 340,800
ILLINOIS TOOL WORKS Common 452308109 $1,567,500 27,500 27,500 3 27,500
INTEL CORP. Common 458140100 $9,331,388 69,800 69,800 2 69,800
INTEL CORP. Common 458140100 $1,016,025 7,600 7,600 3 7,600
SPHERION CORPORATION Common 45868P100 $2,832,900 159,600 159,600 159,600
SPHERION CORPORATION Common 45868P100 $12,641,550 712,200 712,200 2 712,200
SPHERION CORPORATION Common 45868P100 $1,029,500 58,000 58,000 3 58,000
INTL BUSINESS MACHINES CORP Common 459200101 $3,089,663 28,200 28,200 28,200
INTL BUSINESS MACHINES CORP Common 459200101 $41,568,013 379,400 379,400 2 379,400
INTL BUSINESS MACHINES CORP Common 459200101 $4,524,931 41,300 41,300 3 41,300
AMERICAN TELEPHONE & TELEGRAPH Common-Tracking 471210609 $677,363 24,300 24,300 24,300
AMERICAN TELEPHONE & TELEGRAPH Common-Tracking 471210609 $3,091,338 110,900 110,900 2 110,900
AMERICAN TELEPHONE & TELEGRAPH Common-Tracking 471210609 $236,938 8,500 8,500 3 8,500
JOHNSON & JOHNSON Common 478160104 $1,886,318 18,516 18,516 18,516
JOHNSON & JOHNSON Common 478160104 $25,377,878 249,108 249,108 2 249,108
JOHNSON & JOHNSON Common 478160104 $2,749,810 26,992 26,992 3 26,992
KEANE INC Common 486665102 $3,336,738 154,300 154,300 154,300
KEANE INC Common 486665102 $21,103,838 975,900 975,900 2 975,900
KEANE INC Common 486665102 $1,723,513 79,700 79,700 3 79,700
KERR-MCGEE Common 492386107 $3,424,269 58,100 58,100 58,100
KERR-MCGEE Common 492386107 $13,697,075 232,400 232,400 2 232,400
KERR-MCGEE Common 492386107 $1,131,600 19,200 19,200 3 19,200
KIMBERLY-CLARK Common 494368103 $2,737,935 47,720 47,720 47,720
KIMBERLY-CLARK Common 494368103 $33,082,425 576,600 576,600 2 576,600
KIMBERLY-CLARK Common 494368103 $3,568,725 62,200 62,200 3 62,200
CONCORD EFS INC Common 497770533 $400,400 15,400 15,400 2 15,400
LSI LOGIC CORP Common 502161102 $497,950 9,200 9,200 2 9,200
LINCOLN NATIONAL CORP Common 534187109 $50,575 1,400 1,400 1,400
MBIA INC. Common 55262C100 $1,816,669 37,700 37,700 37,700
MBIA INC. Common 55262C100 $10,996,388 228,200 228,200 2 228,200
MBIA INC. Common 55262C100 $915,563 19,000 19,000 3 19,000
MGIC INVESTMENT CORP Common 552848103 $773,500 17,000 17,000 2 17,000
MANPOWER INC Common 56418H100 $832,000 26,000 26,000 2 26,000
MARSH & MCLENNAN COS Common 571748102 $125,325 1,200 1,200 1,200
MARSHALL AND ILSLEY CORP Common 571834100 $174,300 4,200 4,200 2 4,200
MCDONALDS CORP Common 580135101 $21,597,119 655,700 655,700 2 655,700
MCDONALDS CORP Common 580135101 $2,467,019 74,900 74,900 3 74,900
MCGRAW-HILL INC (MHP) Common 580645109 $81,000 1,500 1,500 1,500
MICRON TECHNOLOGY Common 595112103 $8,136,975 92,400 92,400 92,400
MICRON TECHNOLOGY Common 595112103 $28,338,513 321,800 321,800 2 321,800
MICRON TECHNOLOGY Common 595112103 $2,289,625 26,000 26,000 3 26,000
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $926,091 43,074 43,074 43,074
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $3,753,363 174,575 174,575 2 174,575
MIDWEST EXPRESS HOLDINGS, INC Common 597911106 $245,100 11,400 11,400 3 11,400
MINNESOTA MINING & MFG CO Common 604059105 $998,250 12,100 12,100 12,100
MINNESOTA MINING & MFG CO Common 604059105 $16,467,000 199,600 199,600 2 199,600
MINNESOTA MINING & MFG CO Common 604059105 $1,856,250 22,500 22,500 3 22,500
MOLEX, INC. Common 608554101 $332,063 6,900 6,900 2 6,900
MORGAN STANLEY, DEAN WITTER Common 617446448 $2,031,300 24,400 24,400 24,400
MORGAN STANLEY, DEAN WITTER Common 617446448 $21,728,250 261,000 261,000 2 261,000
MORGAN STANLEY, DEAN WITTER Common 617446448 $2,289,375 27,500 27,500 3 27,500
MOTOROLA, INC. Common 620076109 $2,040,188 70,200 70,200 70,200
MOTOROLA, INC. Common 620076109 $27,481,500 945,600 945,600 2 945,600
MOTOROLA, INC. Common 620076109 $2,946,938 101,400 101,400 3 101,400
ECOLAB INC Common 624213540 $429,688 11,000 11,000 2 11,000
NABISCO HOLDING CORP Class A Common 629526104 $3,927,000 74,800 74,800 74,800
NABISCO HOLDING CORP Class A Common 629526104 $30,723,000 585,200 585,200 2 585,200
NABISCO HOLDING CORP Class A Common 629526104 $3,055,500 58,200 58,200 3 58,200
ALCATEL SA -SPONSORED ADR 631224310 $247,979 3,729 3,729 2 3,729
EL PASO ENERGY CORPORATION Common 633116485 $3,000,219 58,900 58,900 58,900
EL PASO ENERGY CORPORATION Common 633116485 $8,863,125 174,000 174,000 2 174,000
EL PASO ENERGY CORPORATION Common 633116485 $662,188 13,000 13,000 3 13,000
NATIONAL CITY CORP Common 635405103 $51,188 3,000 3,000 3,000
BANK OF AMERICA CORP Common 644647169 $1,341,686 31,202 31,202 31,202
BANK OF AMERICA CORP Common 644647169 $15,177,667 352,969 352,969 2 352,969
BANK OF AMERICA CORP Common 644647169 $1,663,627 38,689 38,689 3 38,689
INGERSOLL-RAND COMPANY Common 670424893 $523,250 13,000 13,000 2 13,000
PG & E CORPORATION Common 69331C108 $8,865,000 360,000 360,000 2 360,000
PG & E CORPORATION Common 69331C108 $960,375 39,000 39,000 3 39,000
PPG INDUSTRIES INC Common 693506107 $75,331 1,700 1,700 1,700
PPG INDUSTRIES INC Common 693506107 $10,386,850 234,400 234,400 2 234,400
PPG INDUSTRIES INC Common 693506107 $1,152,125 26,000 26,000 3 26,000
PALL CORP Common 696429307 $1,766,750 95,500 95,500 95,500
PALL CORP Common 696429307 $10,119,500 547,000 547,000 2 547,000
PALL CORP Common 696429307 $795,500 43,000 43,000 3 43,000
PEOPLESOFT INC Common 712713106 $3,695,050 220,600 220,600 220,600
PEOPLESOFT INC Common 712713106 $15,738,300 939,600 939,600 2 939,600
PEOPLESOFT INC Common 712713106 $1,125,600 67,200 67,200 3 67,200
PEPSICO INC Common 713448108 $159,975 3,600 3,600 3,600
PEPSICO INC Common 713448108 $15,704,213 353,400 353,400 2 353,400
PEPSICO INC Common 713448108 $1,693,069 38,100 38,100 3 38,100
PITNEY BOWES INC. Common 724479100 $108,000 2,700 2,700 2,700
PRAXAIR INC Common 74005P104 $1,928,031 51,500 51,500 51,500
PRAXAIR INC Common 74005P104 $8,479,594 226,500 226,500 2 226,500
PRAXAIR INC Common 74005P104 $524,125 14,000 14,000 3 14,000
PRIMEDIA INC. Common 74157K101 $5,669,300 249,200 249,200 249,200
PRIMEDIA INC. Common 74157K101 $22,426,950 985,800 985,800 2 985,800
PRIMEDIA INC. Common 74157K101 $1,744,925 76,700 76,700 3 76,700
ROHM & HAAS CO Common 775371107 $3,122,250 90,500 90,500 90,500
ROHM & HAAS CO Common 775371107 $12,016,350 348,300 348,300 2 348,300
ROHM & HAAS CO Common 775371107 $1,000,500 29,000 29,000 3 29,000
ROSS STORES INC Common 778296103 $298,594 17,500 17,500 2 17,500
SBC COMMUNICATIONS, INC. Common 78387G103 $157,992 3,653 3,653 3,653
SAFEWAY INC Common 786514208 $5,794,050 128,400 128,400 128,400
SAFEWAY INC Common 786514208 $21,718,663 481,300 481,300 2 481,300
SAFEWAY INC Common 786514208 $1,750,850 38,800 38,800 3 38,800
ST. JUDE MEDICAL INC. Common 790849103 $362,413 7,900 7,900 2 7,900
SARA LEE CORPORATION Common 803111103 $1,164,544 60,300 60,300 60,300
SARA LEE CORPORATION Common 803111103 $13,825,819 715,900 715,900 2 715,900
SARA LEE CORPORATION Common 803111103 $1,545,000 80,000 80,000 3 80,000
SCHLUMBERGER, LTD Common 806857108 $2,059,650 27,600 27,600 27,600
SCHLUMBERGER, LTD Common 806857108 $26,581,425 356,200 356,200 2 356,200
SCHLUMBERGER, LTD Common 806857108 $2,932,763 39,300 39,300 3 39,300
SEAGATE TECHNOLOGY Common 811804103 $5,841,000 106,200 106,200 106,200
SEAGATE TECHNOLOGY Common 811804103 $21,906,500 398,300 398,300 2 398,300
SEAGATE TECHNOLOGY Common 811804103 $1,721,500 31,300 31,300 3 31,300
SEARS ROEBUCK & CO INC Common 812387108 $10,280,138 315,100 315,100 2 315,100
SEARS ROEBUCK & CO INC Common 812387108 $1,089,675 33,400 33,400 3 33,400
SHERWIN-WILLIAMS CO Common 824348106 $2,235,281 105,500 105,500 105,500
SHERWIN-WILLIAMS CO Common 824348106 $9,644,550 455,200 455,200 2 455,200
SHERWIN-WILLIAMS CO Common 824348106 $665,288 31,400 31,400 3 31,400
SMITH INTERNATIONAL INC Common 832110100 $640,750 8,800 8,800 2 8,800
SPRINT CORPORATION Common 852061100 $1,147,500 22,500 22,500 22,500
SPRINT CORPORATION Common 852061100 $27,305,400 535,400 535,400 2 535,400
SPRINT CORPORATION Common 852061100 $2,983,500 58,500 58,500 3 58,500
SPRINT CORPORATION PCS GROUP Common 852061506 $2,612,050 43,900 43,900 43,900
SPRINT CORPORATION PCS GROUP Common 852061506 $8,330,000 140,000 140,000 2 140,000
SPRINT CORPORATION PCS GROUP Common 852061506 $595,000 10,000 10,000 3 10,000
STORAGE TECHNOLOGY CORP Common 862111200 $155,313 14,200 14,200 2 14,200
SUNTRUST BANKS INC Common 867914103 $2,055,938 45,000 45,000 45,000
SUNTRUST BANKS INC Common 867914103 $9,142,069 200,100 200,100 2 200,100
SUNTRUST BANKS INC Common 867914103 $676,175 14,800 14,800 3 14,800
SYBRON INTL CORP-WISCONSIN Common 87114F106 $299,169 15,100 15,100 2 15,100
SYNOPSYS INC Common 871607107 $414,750 12,000 12,000 2 12,000
TCF FINANCIAL CORP Common 872275102 $143,850 5,600 5,600 2 5,600
TJX COMPANIES, INC Common 872540109 $1,985,625 105,900 105,900 105,900
TJX COMPANIES, INC Common 872540109 $8,032,500 428,400 428,400 2 428,400
TJX COMPANIES, INC Common 872540109 $590,625 31,500 31,500 3 31,500
TELEFONOS DE MEXICO Class L ADR 879403780 $6,403,713 112,100 112,100 112,100
TELEFONOS DE MEXICO Class L ADR 879403780 $24,215,288 423,900 423,900 2 423,900
TELEFONOS DE MEXICO Class L ADR 879403780 $1,828,000 32,000 32,000 3 32,000
TERADYNE INC Common 880770102 $441,000 6,000 6,000 2 6,000
TEXACO INC Common 881694103 $1,144,875 21,500 21,500 21,500
TEXACO INC Common 881694103 $10,804,425 202,900 202,900 2 202,900
TEXACO INC Common 881694103 $1,203,450 22,600 22,600 3 22,600
TEXAS INSTRUMENTS Common 882508104 $10,193,225 148,400 148,400 148,400
TEXAS INSTRUMENTS Common 882508104 $72,252,381 1,051,900 1,051,900 2 1,051,900
TEXAS INSTRUMENTS Common 882508104 $6,772,588 98,600 98,600 3 98,600
3COM CORPORATION Common 885535104 $7,220,413 125,300 125,300 125,300
3COM CORPORATION Common 885535104 $27,590,850 478,800 478,800 2 478,800
3COM CORPORATION Common 885535104 $2,241,613 38,900 38,900 3 38,900
TIFFANY & CO Common 886547108 $4,596,750 68,100 68,100 68,100
TIFFANY & CO Common 886547108 $17,685,000 262,000 262,000 2 262,000
TIFFANY & CO Common 886547108 $1,478,250 21,900 21,900 3 21,900
TYCO INTERNATIONAL LTD Common 902124106 $3,756,838 79,300 79,300 79,300
TYCO INTERNATIONAL LTD Common 902124106 $14,861,538 313,700 313,700 2 313,700
TYCO INTERNATIONAL LTD Common 902124106 $1,241,225 26,200 26,200 3 26,200
USX-MARATHON GROUP Common 902905827 $3,551,356 141,700 141,700 141,700
USX-MARATHON GROUP Common 902905827 $24,600,097 981,550 981,550 2 981,550
USX-MARATHON GROUP Common 902905827 $2,328,306 92,900 92,900 3 92,900
FEDERAL NATIONAL MTG ASSOC. Common 905099038 $88,719 1,700 1,700 1,700
UNITED TECHNOLOGIES CORP Common 913017109 $1,336,463 22,700 22,700 22,700
UNITED TECHNOLOGIES CORP Common 913017109 $22,384,275 380,200 380,200 2 380,200
UNITED TECHNOLOGIES CORP Common 913017109 $2,472,750 42,000 42,000 3 42,000
UNOCAL CORPORATION Common 915289102 $3,880,594 117,150 117,150 117,150
UNOCAL CORPORATION Common 915289102 $23,502,188 709,500 709,500 2 709,500
UNOCAL CORPORATION Common 915289102 $2,100,125 63,400 63,400 3 63,400
VARIAN MEDICAL SYSTEMS INC Common 92220P105 $395,163 10,100 10,100 2 10,100
WACHOVIA CORP Common 929771103 $8,251,425 152,100 152,100 2 152,100
WACHOVIA CORP Common 929771103 $835,450 15,400 15,400 3 15,400
WAL-MART STORES, INC Common 931142103 $1,844,000 32,000 32,000 32,000
WAL-MART STORES, INC Common 931142103 $21,148,375 367,000 367,000 2 367,000
WAL-MART STORES, INC Common 931142103 $2,351,100 40,800 40,800 3 40,800
CENTURYTEL INC Common 937329051 $2,075,750 72,200 72,200 72,200
CENTURYTEL INC Common 937329051 $9,956,125 346,300 346,300 2 346,300
CENTURYTEL INC Common 937329051 $661,250 23,000 23,000 3 23,000
ICN PHARMACEUTICALS INC Common 939103939 $564,594 20,300 20,300 2 20,300
WEATHERFORD INTERNATIONAL INC. Common 947074100 $3,491,556 87,700 87,700 87,700
WEATHERFORD INTERNATIONAL INC. Common 947074100 $15,431,325 387,600 387,600 2 387,600
WEATHERFORD INTERNATIONAL INC. Common 947074100 $1,118,731 28,100 28,100 3 28,100
WELLS FARGO COMPANY Common 949746101 $3,619,250 93,400 93,400 93,400
WELLS FARGO COMPANY Common 949746101 $15,151,250 391,000 391,000 2 391,000
WELLS FARGO COMPANY Common 949746101 $1,278,750 33,000 33,000 3 33,000
WESTVACO CORP Common 961548104 $322,563 13,000 13,000 2 13,000
WEYERHAEUSER CO. Common 962166104 $60,200 1,400 1,400 1,400
WILLAMETTE INDUSTRIES Common 969133107 $1,218,075 44,700 44,700 44,700
WILLAMETTE INDUSTRIES Common 969133107 $7,112,250 261,000 261,000 2 261,000
WILLAMETTE INDUSTRIES Common 969133107 $585,875 21,500 21,500 3 21,500
WILLIAMS COMPANIES Common 969457100 $4,618,975 110,800 110,800 110,800
WILLIAMS COMPANIES Common 969457100 $37,810,563 907,000 907,000 2 907,000
WILLIAMS COMPANIES Common 969457100 $3,501,750 84,000 84,000 3 84,000
XEROX CORP Common 984121103 $8,480,525 408,700 408,700 2 408,700
XEROX CORP Common 984121103 $923,375 44,500 44,500 3 44,500
ACE LTD. Common G0070K103 $3,600,800 128,600 128,600 128,600
ACE LTD. Common G0070K103 $15,680,000 560,000 560,000 2 560,000
ACE LTD. Common G0070K103 $1,064,000 38,000 38,000 3 38,000
Grand Totals $332,151,922
$2,339,096,788 2
$219,225,558 3
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