UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: First Quadrant, L.P.
Address: 800 E. Colorado Blvd.
Suite 900
Pasadena, CA 91101
SEC File Number: 801-51748
The institutional manager filing this report and the person by whom it is
signed hereby represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists and tables, are considered integral parts of this form.
Person signing this Report on Behalf of Reporting Manager:
Name: Kevin W. Brennan
Title: Controller - Portfolio Accounting
Phone: 626-683-4123
Signature, Place and Date of Signing:
Kevin W. Brennan Pasadena, CA August 12, 1999
Report Type (Check only one):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Report for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 993
Form 13F Information Table Value Total: $6,426,152,956
List of Other Included Managers:
No. 13F File Number Name
01 28-2437 Strategic Investment Mgmt.
02 pending Affiliated Managers Group
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<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
'MALL INC COM 45244X306 38 2000 SH DEFINED 02 2000 0 0
24-7 MEDIA INC COM 901314104 77 2000 SH DEFINED 02 2000 0 0
7TH LEBEL INC COM 817916109 37 8000 SH DEFINED 02 8000 0 0
A D C TELECOMMUNICATN COM 000886101 55 1200 SH DEFINED 02 1200 0 0
A H BELO CORPORATION CLASS A COM 080555105 1536 78000 SH DEFINED 02 78000 0 0
A. SCHULMAN INC. COM 808194104 7 400 SH DEFINED 02 400 0 0
ABACUS DIRECT CORP COM 002553105 915 10000 SH DEFINED 02 10000 0 0
ABBOTT LABS COM 002824100 9983 220000 SH DEFINED 01 23000 0 197000
ABERCROMBIE AND FITCH CO COM 002896207 25315 527400 SH DEFINED 01 527400 0 0
ABOUT.COM INC. COM 003736105 52 1000 SH DEFINED 02 1000 0 0
ABOVENET COMMUNICATIONS INC COM 003743101 81 2000 SH DEFINED 02 2000 0 0
AC NEILSON CORP COM 004833109 2408 79600 SH DEFINED 01 79600 0 0
ACTIVISION INC NEW COM NEW COM 004930202 451 31000 SH DEFINED 02 31000 0 0
ADAPTEC INC COM 00651F108 4788 135600 SH DEFINED 01 73600 0 62000
ADOBE SYS INC COM 00724F101 41 500 SH DEFINED 02 500 0 0
ADVANCED MICRO DEVICES COM 007903107 470 26000 SH DEFINED 02 26000 0 0
AETNA INC COM 008117103 268 3000 SH DEFINED 02 3000 0 0
AFC CABLE SYS INC COM COM 000950105 636 18000 SH DEFINED 02 18000 0 0
AGL RES INC COM 001204106 301 16300 SH DEFINED 02 16300 0 0
AHL SERVICES INC COM 001296102 50 2000 SH DEFINED 02 2000 0 0
AIR EXPRESS INTL CORP COM COM 009104100 634 25000 SH DEFINED 02 25000 0 0
AIR PRODS & CHEMS INC COM 009158106 5848 145300 SH DEFINED 01 91300 0 54000
AIRGAS INC COM 009363102 28 2300 SH DEFINED 02 2300 0 0
AK STL HLDG CORP COM 001547108 2484 110400 SH DEFINED 01 110400 0 0
AKZO NOBEL NV COM 010199305 186 4400 SH DEFINED 02 4400 0 0
ALBANY INTERNATIONAL CORP. C COM 012348108 447 21300 SH DEFINED 02 21300 0 0
ALBERTSONS INC COM 013104104 2762 53560 SH DEFINED 01 10560 0 43000
ALCAN ALUMINUM LTD NEW COM 013716105 1153 36100 SH DEFINED 01 3100 0 33000
ALCOA INC COM 013817101 272 4400 SH DEFINED 02 4400 0 0
ALEXANDER & BALDWIN COM 014482103 378 17000 SH DEFINED 02 17000 0 0
ALLAIRE CORP COM 016714107 68 1000 SH DEFINED 02 1000 0 0
ALLEGHANY CORP DEL COM COM 017175100 185 1000 SH DEFINED 02 1000 0 0
ALLEGHENY TELEDYNE COM 017415100 1385 61200 SH DEFINED 01 5200 0 56000
ALLERGAN INC COM 018490102 1110 10000 SH DEFINED 02 10000 0 0
ALLIED SIGNAL INC COM 019512102 3465 55000 SH DEFINED 01 9000 0 46000
ALLIED WASTE INDUSTRIES INC COM 019589308 3219 163000 SH DEFINED 01 163000 0 0
ALLSTATE CORP COM 020002101 15918 443700 SH DEFINED 01 312700 0 131000
ALLTEL CORP COM 020039103 3289 46000 SH DEFINED 02 46000 0 0
ALPHARMA INC COM 020813101 533 15000 SH DEFINED 02 15000 0 0
ALTERA CORP COM 021441100 169 4600 SH DEFINED 02 4600 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 212 30300 SH DEFINED 02 30300 0 0
AMAZON COM INC COM 023135106 4517 36100 SH DEFINED 02 36100 0 0
AMBAC INC COM 023139108 3999 70000 SH DEFINED 01 70000 0 0
AMC ENTERTAINMENT INC COM 001669100 270 14000 SH DEFINED 02 14000 0 0
AMCAST INDL CORP COM 023395106 799 49000 SH DEFINED 02 49000 0 0
AMERADA HESS CORP COM 023551104 5599 94100 SH DEFINED 01 94100 0 0
AMEREN CORP COM 023608102 3392 88400 SH DEFINED 01 88400 0 0
AMERICA ONLINE INC COM 02364J104 53867 489700 SH DEFINED 01 285700 0 204000
AMERICAN ANNUITY GROUP COM COM 023840101 104 4300 SH DEFINED 02 4300 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 8463 186000 SH DEFINED 02 186000 0 0
AMERICAN ELEC PWR INC COM 025537101 511 13600 SH DEFINED 01 13600 0 0
AMERICAN EXPRESS CO COM 025816109 6519 50100 SH DEFINED 01 14100 0 36000
AMERICAN GENERAL CORP COM 026351106 377 5000 SH DEFINED 02 5000 0 0
AMERICAN HOME PRODS CP COM 026609107 22262 388000 SH DEFINED 01 181000 0 207000
AMERICAN INTL GROUP COM 026874107 19862 169400 SH DEFINED 01 52400 0 117000
AMERICAN NATL INS CO COM 028591105 224 3140 SH DEFINED 02 3140 0 0
AMERICAN STANDARD COMPANIES COM 029712106 6907 143900 SH DEFINED 01 143900 0 0
AMERICAN WATER WORKS INC COM 030411102 2060 67000 SH DEFINED 01 52000 0 15000
AMERICREDIT CORP COM 03060r101 80 5000 SH DEFINED 02 5000 0 0
AMERITECH CORP COM 030954101 104701 1424500 SH DEFINED 01 948500 0 476000
AMERITRADE HOLDING CORP COM 03072H109 636 6000 SH DEFINED 02 6000 0 0
AMERUS LIFE HOLDINGS A COM 030732101 1890 70000 SH DEFINED 02 70000 0 0
AMGEN INC COM 031162100 58757 965200 SH DEFINED 01 755600 0 209600
AMSOUTH BANCORPORATION COM 032165102 4294 185200 SH DEFINED 01 185200 0 0
ANALOG DEVICES INC COM 032654105 90 1800 SH DEFINED 02 1800 0 0
ANHEUSER BUSCH COS INC COM 035229103 4270 60200 SH DEFINED 01 10200 0 50000
ANIXTER INTL INC COM COM 035290105 4617 253000 SH DEFINED 02 253000 0 0
ANN TAYLOR STORES CORP COM 036115103 2475 55000 SH DEFINED 02 55000 0 0
APACHE CORP COM 037411105 1209 31000 SH DEFINED 02 31000 0 0
APARTMENT INC MGMT CO COM 03748r101 428 10000 SH DEFINED 02 10000 0 0
APOLLO GROUP INC COM 037604105 266 10000 SH DEFINED 02 10000 0 0
APPLE COMPUTER INC COM 037833100 3191 68900 SH DEFINED 01 68900 0 0
APPLIED MATLS INC COM 038222105 36051 488000 SH DEFINED 01 411000 0 77000
APRIA HEALTHCARE GROUP INC COM 037933108 32 1900 SH DEFINED 02 1900 0 0
APTARGROUP INC COM 038336103 1020 34000 SH DEFINED 02 34000 0 0
ARNOLD INDS INC COM COM 042595108 56 3600 SH DEFINED 02 3600 0 0
ARROW ELECTRONICS INC COM 042735100 3834 201800 SH DEFINED 01 201800 0 0
ARVIN INDS INC COM 043339100 417 11000 SH DEFINED 02 11000 0 0
ASARCO INC COM 043413103 1571 83500 SH DEFINED 01 83500 0 0
ASHLAND INC COM 044204105 12318 307000 SH DEFINED 01 148000 0 159000
ASSISTED LIVING CONCEPTS INC COM 04543L109 0 6000 SH DEFINED 02 6000 0 0
ASSOCIATES FIRST CAPITAL COR COM 046008108 10408 235886 SH DEFINED 01 134886 0 101000
ASTEC ONDUSTRIES INC COM 046224101 550 13500 SH DEFINED 02 13500 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 7865 214000 SH DEFINED 02 214000 0 0
AT HOME CORP COM 045919107 108 2000 SH DEFINED 02 2000 0 0
AT&T CORP COM 001957109 73405 1315205 SH DEFINED 01 675205 0 640000
ATLANTIC RICHFIELD CO COM 048825103 40879 489200 SH DEFINED 01 408200 0 81000
ATMEL CORP COM 049513104 24 900 SH DEFINED 02 900 0 0
AUTODESK INC COM 052769106 12 400 SH DEFINED 02 400 0 0
AUTOLIV INC COM 052800109 1059 35000 SH DEFINED 01 20000 0 15000
AUTOMATIC DATA PROCESS COM 053015103 3678 83600 SH DEFINED 01 7600 0 76000
AUTOWEB.COM INC. COM 053331104 15 1000 SH DEFINED 02 1000 0 0
AUTOZONE INC COM 053332102 3 100 SH DEFINED 02 100 0 0
AVATAR HOLDINGS INC COM 053494100 2140 113000 SH DEFINED 02 113000 0 0
AVERY DENNISON CORP COM 053611109 362 6000 SH DEFINED 02 6000 0 0
AVIALL INC. COM 05366B102 395 21000 SH DEFINED 02 21000 0 0
AVIATION SALES CO COM COM 053672101 356 9000 SH DEFINED 02 9000 0 0
AVNET INC COM 053807103 465 10000 SH DEFINED 02 10000 0 0
AVON PRODS INC COM 054303102 16545 298100 SH DEFINED 01 256100 0 42000
AXENT TECHNOLOGIES INC COM 05459C108 1 100 SH DEFINED 02 100 0 0
AZTAR CORP COM 054802103 92 10000 SH DEFINED 02 10000 0 0
BAIRNCO CORP COM 057097107 43 5700 SH DEFINED 02 5700 0 0
BAKER HUGHES INC COM 057224107 908 27100 SH DEFINED 01 27100 0 0
BALL CORP COM 058498106 3296 78000 SH DEFINED 02 78000 0 0
BANCWEST CORP COM 059790105 297 8000 SH DEFINED 02 8000 0 0
BANDAG INC COM 059815100 989 28500 SH DEFINED 01 28500 0 0
BANK OF AMERICA CORP COM 060505104 89804 1224952 SH DEFINED 01 838952 0 386000
BANK ONE CORP COM 06423A103 9218 154760 SH DEFINED 01 69760 0 85000
BANK UNITED CORP COM 065412108 40 1000 SH DEFINED 02 1000 0 0
BANKBOSTON CORP COM 06605R106 2761 54000 SH DEFINED 02 54000 0 0
BARD C R INC COM 067383109 913 19100 SH DEFINED 02 19100 0 0
BARR LABS INC COM COM 068306109 199 5000 SH DEFINED 02 5000 0 0
BARRETT RESOURCES CORP COM 068480201 38 1000 SH DEFINED 02 1000 0 0
BARRICK GOLD CORP COM 067901108 620 32000 SH DEFINED 01 2000 0 30000
BAUSCH & LOMB INC COM 071707103 21244 277700 SH DEFINED 01 262700 0 15000
BAXTER INTL INC COM 071813109 9415 155300 SH DEFINED 01 65300 0 90000
BEAR STEARNS COS INC COM 073902108 8209 175600 SH DEFINED 01 160600 0 15000
BEC ENERGY HOLDING CO COM 05538M101 206 5000 SH DEFINED 02 5000 0 0
BECKMAN COULTER INC. COM 075811109 2776 57100 SH DEFINED 01 57100 0 0
BECTON DICKINSON & CO COM 075887109 1560 52000 SH DEFINED 01 22000 0 30000
BED BATH AND BEYOND INC COM 075896100 1070 27800 SH DEFINED 02 27800 0 0
BELL ATLANTIC CORP COM 077853109 33049 505528 SH DEFINED 01 266528 0 239000
BELLSOUTH CORP COM 079860102 125741 2726100 SH DEFINED 01 1742100 0 984000
BERGEN BRUNSWIG CORP COM 083739102 22009 1275900 SH DEFINED 01 1011900 0 264000
BERLITZ INTL INC NEW COM COM 08520F100 184 10000 SH DEFINED 02 10000 0 0
BEST BUY INC COM 086516101 48796 722900 SH DEFINED 01 547900 0 175000
BESTFOODS COM 08658U101 4227 85400 SH DEFINED 01 11400 0 74000
BETHLEHEM STEEL CORP COM 087509105 32 4200 SH DEFINED 01 4200 0 0
BEYOND.COM CORP COM 08860E101 29 1000 SH DEFINED 02 1000 0 0
BHC COMMUNICATIONS INC COM 055448104 1820 14000 SH DEFINED 02 14000 0 0
BILLINGS CONCEPTS CORP COM 090063108 112 10000 SH DEFINED 02 10000 0 0
BINDLEY WESTN INDS INC COM COM 090324104 0 1 SH DEFINED 02 1 0 0
BIOGEN INC COM 090597105 1801 28000 SH DEFINED 01 28000 0 0
BIOMATRIX INC COM 09060P102 1466 68000 SH DEFINED 02 68000 0 0
BLACK & DECKER CORP COM 091797100 63 1000 SH DEFINED 02 1000 0 0
BLOCK H & R INC COM 093671105 35 700 SH DEFINED 02 700 0 0
BMC SOFTWARE INC COM 055921100 302 5600 SH DEFINED 02 5600 0 0
BOEING CO COM 097023105 2336 53100 SH DEFINED 01 3100 0 50000
BOISE CASCADE CORP COM 097383103 9806 228700 SH DEFINED 01 228700 0 0
BOK FINL CORP COM 05561Q201 255 10100 SH DEFINED 02 10100 0 0
BORDERS GROUP INC. COM 099709107 1842 116500 SH DEFINED 01 116500 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 7724 175800 SH DEFINED 01 131800 0 44000
BRADY CORP COM 068277102 455 14000 SH DEFINED 02 14000 0 0
BRIGGS & STRATTON CORP COM 109043109 739 12800 SH DEFINED 02 12800 0 0
BRINKER INTL INC COM 109641100 36 1300 SH DEFINED 02 1300 0 0
BRISTOL MYERS SQUIBB COM 110122108 48644 690600 SH DEFINED 01 309600 0 381000
BROADCOM CORP CL A COM 111320107 145 1000 SH DEFINED 02 1000 0 0
BROADVISION INC COM 111412102 443 6000 SH DEFINED 02 6000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 476 7300 SH DEFINED 02 7300 0 0
BROWN SHOE COMPANY INC COM 115736100 239 11000 SH DEFINED 02 11000 0 0
BUDGET GROUP INC COM 119003101 1761 143000 SH DEFINED 02 143000 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 2139 69000 SH DEFINED 01 3000 0 66000
C D I CORP COM COM 125071100 681 20000 SH DEFINED 02 20000 0 0
CABLE DESIGN TECH CORP COM COM 126924109 448 29000 SH DEFINED 02 29000 0 0
CABOT CORP COM 127055101 7 300 SH DEFINED 02 300 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 556 44000 SH DEFINED 02 44000 0 0
CALLAWAY GOLF CO COM 131193104 1594 109000 SH DEFINED 02 109000 0 0
CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 118 6700 SH DEFINED 02 6700 0 0
CAMPBELL SOUP CO COM 134429109 2504 54000 SH DEFINED 02 54000 0 0
CANADIAN NATL RAILWAY CO COM 136375102 13 200 SH DEFINED 02 200 0 0
CANANDAIGUA BRANDS INC COM 137219200 524 10000 SH DEFINED 02 10000 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1526 27400 SH DEFINED 01 27400 0 0
CAPSTAR BROADCASTING CORP A COM 14067G105 55 2000 SH DEFINED 02 2000 0 0
CARDINAL HEALTH INC COM 14149Y108 66430 1035938 SH DEFINED 01 651938 0 384000
CARNIVAL CORP. COM 143658102 15 300 SH DEFINED 02 300 0 0
CARPENTER TECH COM 144285103 26 900 SH DEFINED 02 900 0 0
CASE EQUIPMENT CORP COM 14743R103 265 5500 SH DEFINED 02 5500 0 0
CASEYS GENERAL STORES INC COM 147528103 645 43000 SH DEFINED 02 43000 0 0
CASTLE & COOKE INC NEW COM COM 148433105 899 51000 SH DEFINED 02 51000 0 0
CATALYTICA INC COM 148885106 322 23000 SH DEFINED 02 23000 0 0
CATELLUS DEVELOPMENT CORP COM 149111106 2089 137000 SH DEFINED 02 137000 0 0
CATERPILLAR INC DEL COM 149123101 23832 397200 SH DEFINED 01 335200 0 62000
CB RICHARD SERVICES COM 12489L108 796 32000 SH DEFINED 02 32000 0 0
CBS CORP COM 12490K107 3842 88200 SH DEFINED 01 62200 0 26000
CCB FINANCIAL CORP COM 124875105 3284 62100 SH DEFINED 01 62100 0 0
CDW COMPUTER CENTERS INC COM 125129106 484 11000 SH DEFINED 02 11000 0 0
CEC ENTERTAINMENT INC COM 125137109 211 5000 SH DEFINED 02 5000 0 0
CENDENT CORP. COM 151313103 2407 117400 SH DEFINED 01 21400 0 96000
CENTEX CORP COM 152312104 27131 722300 SH DEFINED 01 722300 0 0
CENTRAL & SO WEST CORP COM 152357109 5 200 SH DEFINED 02 200 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 1681 164000 SH DEFINED 02 164000 0 0
CENTURYTEL INC COM 156700106 11698 294300 SH DEFINED 01 294300 0 0
CERIDIAN CORPORATION COM 15677T106 59 1800 SH DEFINED 02 1800 0 0
CERNER CORPORATION COM 156782104 147 7000 SH DEFINED 02 7000 0 0
CFW COMMUNICATIONS CO COM 124923103 121 5000 SH DEFINED 02 5000 0 0
CHAMPION ENTERPRISES INC COM 158496109 1546 83000 SH DEFINED 02 83000 0 0
CHAMPION INTL CORP COM 158525105 6947 145100 SH DEFINED 01 145100 0 0
CHANCELLOR MEDIA CORP COM 158915108 12530 227300 SH DEFINED 01 189300 0 38000
CHASE MANHATTAN CORP COM 16161A108 13373 154600 SH DEFINED 01 85600 0 69000
CHESAPEAKE CORP. COM 165159104 4358 116400 SH DEFINED 01 116400 0 0
CHEVRON CORPORATION COM 166751107 21570 226900 SH DEFINED 01 117900 0 109000
CHIRON CORP COM 170040109 11562 557200 SH DEFINED 01 557200 0 0
CHRIS CRAFT INDS INC COM 170520100 9876 209573 SH DEFINED 01 183973 0 25600
CHURCH & DWIGHT INC COM 171340102 348 8000 SH DEFINED 02 8000 0 0
CIBER INC COM 17163B102 593 31000 SH DEFINED 02 31000 0 0
CINTAS CORP COM COM 172908105 4072 60600 SH DEFINED 01 60600 0 0
CIRCUIT CITY STORE INC COM 172737108 28 300 SH DEFINED 02 300 0 0
CIRRUS LOGIC CORP COM 172755100 559 63000 SH DEFINED 02 63000 0 0
CISCO SYS INC COM 17275R102 78221 1213900 SH DEFINED 01 641900 0 572000
CITATION CORP COM 172895104 48 3000 SH DEFINED 02 3000 0 0
CITIGROUP INC COM 172967101 86653 1824272 SH DEFINED 01 1044272 0 780000
CITIZENS UTILITIES CO.CL B COM 177342201 0 17 SH DEFINED 01 17 0 0
CITRIX SYSTEMS INC COM 177376100 2034 36000 SH DEFINED 02 36000 0 0
CITY NATIONAL CORP. COM 178566105 187 5000 SH DEFINED 02 5000 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 44796 649800 SH DEFINED 01 404800 0 245000
CLOROX CO DEL COM 189054109 19344 181100 SH DEFINED 01 127100 0 54000
CLOSURE MEDICAL CORP COM 189093107 120 4000 SH DEFINED 02 4000 0 0
CMG INFORMATION SERVICE COM 125750109 3536 31000 SH DEFINED 02 31000 0 0
CMS ENERGY CORP COM 125896100 147 3500 SH DEFINED 02 3500 0 0
CNA SURETY CORP COM 12612L108 214 14000 SH DEFINED 02 14000 0 0
CNET INC COM 125945105 634 11000 SH DEFINED 02 11000 0 0
CNF TRANSPORTATION INC COM 12612W104 23 600 SH DEFINED 02 600 0 0
COASTAL CORP COM 190441105 588 14600 SH DEFINED 02 14600 0 0
COCA COLA CO COM 191216100 84444 1362000 SH DEFINED 01 731000 0 631000
COCA COLA ENTERPRISES COM 191219104 1800 60500 SH DEFINED 01 18500 0 42000
COLGATE PALMOLIVE CO COM 194162103 15139 153700 SH DEFINED 01 87700 0 66000
COLUMBIA GAS SYSTEM INC COM 197648108 15948 254400 SH DEFINED 01 229400 0 25000
COLUMBIA HEALTHCARE CORP COM 197677107 1487 65200 SH DEFINED 01 9200 0 56000
COMAIR HOLDINGS INC. COM 199789108 416 20000 SH DEFINED 02 20000 0 0
COMCAST CORP COM 200300200 6169 160500 SH DEFINED 01 76500 0 84000
COMERICA INC COM 200340107 2811 47300 SH DEFINED 01 5300 0 42000
COMMERCE BANCSHARES INC COM 200525103 2536 63000 SH DEFINED 02 63000 0 0
COMMONWEALTH TELEPHONE ENTER COM 203349105 40 1000 SH DEFINED 02 1000 0 0
COMMUNICATIONS SATELLI COM 20564D107 1170 36000 SH DEFINED 02 36000 0 0
COMPAQ COMPUTER CORP COM 204493100 6846 289000 SH DEFINED 01 58000 0 231000
COMPUSA INC. COM 204932107 234 31500 SH DEFINED 02 31500 0 0
COMPUTER ASSOC INTL COM 204912109 9871 180300 SH DEFINED 01 127300 0 53000
COMPUTER SCIENCES CORP COM 205363104 2906 42000 SH DEFINED 01 3000 0 39000
COMPUWARE CORP COM 205638109 7088 222800 SH DEFINED 01 111800 0 111000
COMVERSE TECHNOLOGY COM PAR COM 205862402 555 7350 SH DEFINED 02 7350 0 0
CONCENTRA MANAGED CARE INC. COM 20589T103 9 600 SH DEFINED 02 600 0 0
CONCENTRIC NETWORK CORP COM 20589R107 358 9000 SH DEFINED 02 9000 0 0
CONCORD EFS INC COM 206197105 4697 111000 SH DEFINED 02 111000 0 0
CONECTIV COM 206829103 1588 65000 SH DEFINED 02 65000 0 0
CONSOLIDATED EDISON INC COM 209115104 18 400 SH DEFINED 02 400 0 0
CONSOLIDATED NAT GAS COM 209615103 13845 227900 SH DEFINED 01 227900 0 0
CONSOLIDATED PAPERS INC COM 209759109 1792 67000 SH DEFINED 02 67000 0 0
CONSOLIDATED PRODUCTS INC COM 209798107 72 4000 SH DEFINED 02 4000 0 0
CONTINENTAL AIRLINES INC CLA COM 210795308 1121 29800 SH DEFINED 02 29800 0 0
CORN PRODUCTS INTERNATIONSL COM 219023108 304 10000 SH DEFINED 02 10000 0 0
CORNING INC COM 219350105 3548 50600 SH DEFINED 01 4600 0 46000
COSTCO COMPANIES INC COM 22160Q102 2122 26500 SH DEFINED 01 6500 0 20000
COULTER PHARMACEUTICAL COM 222116105 338 15000 SH DEFINED 02 15000 0 0
COVENANT TRANSPORT INC. CL A COM 22284P105 189 12000 SH DEFINED 02 12000 0 0
COX COMMUNICATIONS COM 224044107 55708 1513300 SH DEFINED 01 1175500 0 337800
COX RADIO INC COM 224051102 4286 79000 SH DEFINED 02 79000 0 0
CRESTLINE CAPITAL CORP COM 226153104 7 400 SH DEFINED 02 400 0 0
CROMPTON & KNOWLES CP COM 227111101 1643 83200 SH DEFINED 02 83200 0 0
CROSSMANN COMMUNITIES COM 22764E109 465 16000 SH DEFINED 02 16000 0 0
CROWN CORK & SEAL INC COM 228255105 2394 84000 SH DEFINED 01 66000 0 18000
CSG SYS INTL INC COM COM 126349109 2907 111000 SH DEFINED 02 111000 0 0
CSX CORP COM 126408103 236 5200 SH DEFINED 02 5200 0 0
CULLEN FROST BANKERS COM COM 229899109 799 29000 SH DEFINED 02 29000 0 0
CUMMINS ENGINE INC COM 231021106 9580 167700 SH DEFINED 01 167700 0 0
CVS CORP COM 126650100 15 300 SH DEFINED 02 300 0 0
CYBERCASH INC COM 232462101 38 3000 SH DEFINED 02 3000 0 0
CYBERIAN OUTPOST INC COM 231914102 70 7000 SH DEFINED 02 7000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 116 6800 SH DEFINED 02 6800 0 0
CYPRUS AMAX MINERALS CO COM 232809103 183 12000 SH DEFINED 02 12000 0 0
Coca Cola Bottling Co Consol COM 191098102 157 2800 SH DEFINED 02 2800 0 0
DAIMLERCHRYSLER AG COM D1668R123 10233 114975 SH DEFINED 01 38975 0 76000
DAL TILE INTERNATIONAL INC COM 23426r108 1229 108000 SH DEFINED 02 108000 0 0
DANA CORP COM 235811106 51 1115 SH DEFINED 02 1115 0 0
DANAHER CORP DEL COM 235851102 14188 244100 SH DEFINED 01 244100 0 0
DARDEN RESTAURANTS INC COM 237194105 1738 79700 SH DEFINED 02 79700 0 0
DATA GEN CORP COM 237688106 802 55100 SH DEFINED 02 55100 0 0
DAVE & BUSTER'S INC COM 23833N104 319 11000 SH DEFINED 02 11000 0 0
DAYTON HUDSON CORP COM 239753106 12786 196700 SH DEFINED 01 113700 0 83000
DEERE & CO COM 244199105 1187 30300 SH DEFINED 01 5300 0 25000
DELL COMPUTER CORP COM 247025109 41854 1131200 SH DEFINED 01 673200 0 458000
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 737 39852 SH DEFINED 02 39852 0 0
DELTA AIR LINES INC DEL COM 247361108 15991 277500 SH DEFINED 01 277500 0 0
DENTSPLY INTL INC NEW COM COM 249030107 3436 119000 SH DEFINED 01 119000 0 0
DEPARTMENT 56 INC. COM 249509100 296 11000 SH DEFINED 02 11000 0 0
DEVON ENERGY CORP COM COM 251799102 537 15000 SH DEFINED 02 15000 0 0
DEXTER CORP COM 252165105 4 100 SH DEFINED 02 100 0 0
DIAL CORP COM 25247D101 617 16600 SH DEFINED 01 16600 0 0
DIEBOLD INC COM 253651103 14 500 SH DEFINED 02 500 0 0
DIGITAL RIVER INC COM 25388B104 33 1000 SH DEFINED 02 1000 0 0
DILLARD'S INC CLASS A COM 254067101 3126 89000 SH DEFINED 01 3000 0 86000
DIME SAVINGS BANK OF NY FSB COM 25429Q102 20793 1033200 SH DEFINED 01 992200 0 41000
DIMON INCORPORATED COM 254394109 101 19500 SH DEFINED 01 19500 0 0
DISNEY WALT CO DEL COM 254687106 24958 810000 SH DEFINED 01 368000 0 442000
DOCUMENTUM INC COM 256159104 183 14000 SH DEFINED 02 14000 0 0
DOLE FOOD INC COM 256605106 1933 65800 SH DEFINED 01 65800 0 0
DOLLAR GEN CORP COM 256669102 142 4883 SH DEFINED 02 4883 0 0
DOLLAR TREE STORES INC. COM 256747106 2768 62900 SH DEFINED 02 62900 0 0
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