UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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
13F File Number: 028-05582
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 October 15, 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: 1,144
Form 13F Information Table Value Total: $6,061,430,985
List of Other Included Managers:
No. 13F File Number Name
01 28-2437 Strategic Investment Mgmt.
02 pending Affiliated Managers Group
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
As Of September 30, 1999
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 37 2000 SH DEFINED 02 2000 0 0
24-7 MEDIA INC COM 901314104 76 2000 SH DEFINED 02 2000 0 0
A D C TELECOMMUNICATN COM 000886101 50 1200 SH DEFINED 02 1200 0 0
A H BELO CORPORATION CLASS A COM 080555105 1932 101000 SH DEFINED 02 101000 0 0
A. SCHULMAN INC. COM 808194104 7 400 SH DEFINED 02 400 0 0
ABACUS DIRECT CORP COM 002553105 987 8100 SH DEFINED 02 8100 0 0
ABBOTT LABS COM 002824100 17247 470100 SH DEFINED 01 260100 0 210000
ABERCROMBIE AND FITCH CO COM 002896207 18026 529200 SH DEFINED 01 529200 0 0
ABOUT.COM INC. COM 003736105 57 1000 SH DEFINED 02 1000 0 0
AC NEILSON CORP COM 004833109 2201 97000 SH DEFINED 01 97000 0 0
ACKERLEY GROUP INC. COM 004527107 788 64000 SH DEFINED 02 64000 0 0
ACTIVISION INC NEW COM NEW COM 004930202 546 31000 SH DEFINED 02 31000 0 0
ACTV INC COM 00088E104 112 8000 SH DEFINED 02 8000 0 0
ADAPTEC INC COM 00651F108 4945 124600 SH DEFINED 01 62600 0 62000
ADOBE SYS INC COM 00724F101 329 2900 SH DEFINED 02 2900 0 0
ADVANCED MICRO DEVICES COM 007903107 430 25000 SH DEFINED 02 25000 0 0
ADVANTAGE LEARNING SYS INC COM 00757K100 838 45000 SH DEFINED 02 45000 0 0
ADVENT SOFTWARE INC COM COM 007974108 3642 58500 SH DEFINED 02 58500 0 0
AEGON NV COM 007924103 36437 421232 SH DEFINED 01 280917 0 140315
AFC CABLE SYS INC COM COM 000950105 808 19000 SH DEFINED 02 19000 0 0
AFFILIATED COMPUTER SERVICES COM 008190100 11403 280700 SH DEFINED 01 280700 0 0
AGL RES INC COM 001204106 244 15000 SH DEFINED 02 15000 0 0
AGRIBRANDS INTL INC COM 00849R105 1414 28500 SH DEFINED 02 28500 0 0
AIR EXPRESS INTL CORP COM COM 009104100 476 21000 SH DEFINED 02 21000 0 0
AIR PRODS & CHEMS INC COM 009158106 1735 59300 SH DEFINED 01 5300 0 54000
AIRGAS INC COM 009363102 27 2300 SH DEFINED 02 2300 0 0
AK STL HLDG CORP COM 001547108 2042 111900 SH DEFINED 01 111900 0 0
AKZO NOBEL NV COM 010199305 188 4400 SH DEFINED 02 4400 0 0
ALBANY INTERNATIONAL CORP. C COM 012348108 303 20000 SH DEFINED 02 20000 0 0
ALBERTSONS INC COM 013104104 7895 199560 SH DEFINED 01 156560 0 43000
ALCAN ALUMINUM LTD NEW COM 013716105 1128 36100 SH DEFINED 01 3100 0 33000
ALCOA INC COM 013817101 360 5800 SH DEFINED 02 5800 0 0
ALEXANDER & BALDWIN COM 014482103 406 17000 SH DEFINED 02 17000 0 0
ALLAIRE CORP COM 016714107 56 1000 SH DEFINED 02 1000 0 0
ALLEGHANY CORP DEL COM COM 017175100 177 1000 SH DEFINED 02 1000 0 0
ALLEGHENY TELEDYNE COM 017415100 1033 61200 SH DEFINED 01 5200 0 56000
ALLERGAN INC COM 018490102 1100 10000 SH DEFINED 02 10000 0 0
ALLIED SIGNAL INC COM 019512102 3297 55000 SH DEFINED 01 9000 0 46000
ALLIED WASTE INDUSTRIES INC COM 019589308 1898 162400 SH DEFINED 01 162400 0 0
ALLMERICA FINANCIAL CORP COM 019754100 29 600 SH DEFINED 02 600 0 0
ALLSTATE CORP COM 020002101 11107 445400 SH DEFINED 01 314400 0 131000
ALLTEL CORP COM 020039103 3237 46000 SH DEFINED 02 46000 0 0
ALLTRISTA CORP COM 020040101 3 100 SH DEFINED 02 100 0 0
ALPHARMA INC COM 020813101 494 14000 SH DEFINED 02 14000 0 0
ALTERA CORP COM 021441100 1154 26600 SH DEFINED 02 26600 0 0
ALTERNATIVE RESOURCES CORP COM 02145R102 157 30300 SH DEFINED 02 30300 0 0
AMAZON COM INC COM 023135106 3198 40000 SH DEFINED 02 40000 0 0
AMBAC INC COM 023139108 3648 77000 SH DEFINED 01 77000 0 0
AMC ENTERTAINMENT INC COM 001669100 195 14000 SH DEFINED 02 14000 0 0
AMCAST INDL CORP COM 023395106 652 49000 SH DEFINED 02 49000 0 0
AMERADA HESS CORP COM 023551104 2248 36700 SH DEFINED 01 36700 0 0
AMEREN CORP COM 023608102 1134 30000 SH DEFINED 02 30000 0 0
AMERICA ONLINE INC COM 02364J104 48483 465900 SH DEFINED 01 261900 0 204000
AMERICAN ANNUITY GROUP COM COM 023840101 50 2300 SH DEFINED 02 2300 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 2955 61000 SH DEFINED 02 61000 0 0
AMERICAN ELEC PWR INC COM 025537101 328 9600 SH DEFINED 01 9600 0 0
AMERICAN EXPRESS CO COM 025816109 6642 49200 SH DEFINED 01 13200 0 36000
AMERICAN GENERAL CORP COM 026351106 316 5000 SH DEFINED 02 5000 0 0
AMERICAN GREETINGS CORP COM 026375105 10 400 SH DEFINED 02 400 0 0
AMERICAN HOME PRODS CP COM 026609107 15210 366500 SH DEFINED 01 159500 0 207000
AMERICAN INTL GROUP COM 026874107 18765 215850 SH DEFINED 01 68850 0 147000
AMERICAN NATL INS CO COM 028591105 210 3140 SH DEFINED 02 3140 0 0
AMERICAN STANDARD COMPANIES COM 029712106 5523 143000 SH DEFINED 01 143000 0 0
AMERICAN WATER WORKS INC COM 030411102 1186 41000 SH DEFINED 02 41000 0 0
AMERITECH CORP COM 030954101 82223 1231800 SH DEFINED 01 755800 0 476000
AMERN PWR CONVERSION COM 029066107 13 700 SH DEFINED 02 700 0 0
AMERUS LIFE HOLDINGS A COM 030732101 1483 70000 SH DEFINED 02 70000 0 0
AMFM INC COM 001693100 13991 230300 SH DEFINED 01 192300 0 38000
AMGEN INC COM 031162100 101321 1243200 SH DEFINED 01 802200 0 441000
AMR CORP COM 001765106 36897 677000 SH DEFINED 01 354000 0 323000
AMSOUTH BANCORPORATION COM 032165102 3884 165700 SH DEFINED 01 165700 0 0
ANADARKO PETE CORP COM 032511107 275 9000 SH DEFINED 02 9000 0 0
ANALOG DEVICES INC COM 032654105 1568 30600 SH DEFINED 01 30600 0 0
ANDREW CORP COM 034425108 226 13000 SH DEFINED 02 13000 0 0
ANDRX CORP COM COM 034551101 2733 46700 SH DEFINED 02 46700 0 0
ANHEUSER BUSCH COS INC COM 035229103 4225 60300 SH DEFINED 01 10300 0 50000
ANIXTER INTL INC COM COM 035290105 5789 249000 SH DEFINED 02 249000 0 0
ANN TAYLOR STORES CORP COM 036115103 2260 55300 SH DEFINED 02 55300 0 0
ANSWERTHINK CONSULTING GROUP COM 036916104 837 87000 SH DEFINED 02 87000 0 0
APACHE CORP COM 037411105 1123 26000 SH DEFINED 02 26000 0 0
APOLLO GROUP INC COM 037604105 211 10000 SH DEFINED 02 10000 0 0
APPLE COMPUTER INC COM 037833100 133 2100 SH DEFINED 02 2100 0 0
APPLIED MATLS INC COM 038222105 40786 525000 SH DEFINED 01 439000 0 86000
APRIA HEALTHCARE GROUP INC COM 037933108 72 4300 SH DEFINED 02 4300 0 0
APTARGROUP INC COM 038336103 910 34000 SH DEFINED 02 34000 0 0
ARDENT SOFTWARE INC COM 039794102 458 17000 SH DEFINED 02 17000 0 0
ARGOSY GAMING COMPANY COM 040228108 1338 101000 SH DEFINED 02 101000 0 0
ARNOLD INDS INC COM COM 042595108 45 3600 SH DEFINED 02 3600 0 0
ARROW ELECTRONICS INC COM 042735100 3839 217800 SH DEFINED 01 217800 0 0
ARVIN INDS INC COM 043339100 340 11000 SH DEFINED 02 11000 0 0
ASARCO INC COM 043413103 2079 77000 SH DEFINED 01 77000 0 0
ASHLAND INC COM 044204105 6860 204000 SH DEFINED 01 55000 0 149000
ASPEN TECHNOLOGY INC. COM 045327103 1229 126000 SH DEFINED 02 126000 0 0
ASSOCIATES FIRST CAPITAL COR COM 046008108 7376 204886 SH DEFINED 01 103886 0 101000
ASTEC ONDUSTRIES INC COM 046224101 326 13500 SH DEFINED 02 13500 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 8056 215900 SH DEFINED 02 215900 0 0
AT HOME CORP COM 045919107 634 15300 SH DEFINED 02 15300 0 0
AT&T CORP COM 001957109 41417 952106 SH DEFINED 01 364106 0 588000
ATLANTIC RICHFIELD CO COM 048825103 40945 462000 SH DEFINED 01 381000 0 81000
ATMEL CORP COM 049513104 30 900 SH DEFINED 02 900 0 0
AUTODESK INC COM 052769106 319 14600 SH DEFINED 02 14600 0 0
AUTOLIV INC COM 052800109 715 19000 SH DEFINED 02 19000 0 0
AUTOMATIC DATA PROCESS COM 053015103 5908 132400 SH DEFINED 01 56400 0 76000
AUTOWEB.COM INC. COM 053331104 9 1000 SH DEFINED 02 1000 0 0
AVATAR HOLDINGS INC COM 053494100 1843 97000 SH DEFINED 02 97000 0 0
AVERY DENNISON CORP COM 053611109 317 6000 SH DEFINED 02 6000 0 0
AVIALL INC. COM 05366B102 215 21000 SH DEFINED 02 21000 0 0
AVIATION SALES CO COM COM 053672101 133 7000 SH DEFINED 02 7000 0 0
AVID TECHNOLOGY INC COM 05367P100 1313 100000 SH DEFINED 02 100000 0 0
AVNET INC COM 053807103 420 10000 SH DEFINED 02 10000 0 0
AVON PRODS INC COM 054303102 7469 301000 SH DEFINED 01 259000 0 42000
AWARE INC MASS COM COM 05453N100 534 18600 SH DEFINED 02 18600 0 0
AXA FINANCIAL INC COM 002451102 21209 380000 SH DEFINED 01 242000 0 138000
AZTAR CORP COM 054802103 2542 248000 SH DEFINED 02 248000 0 0
BAIRNCO CORP COM 057097107 40 5700 SH DEFINED 02 5700 0 0
BAKER HUGHES INC COM 057224107 29972 1033500 SH DEFINED 01 547500 0 486000
BALL CORP COM 058498106 1322 30000 SH DEFINED 02 30000 0 0
BANCWEST CORP COM 059790105 325 8000 SH DEFINED 02 8000 0 0
BANDAG INC COM 059815100 893 27900 SH DEFINED 01 27900 0 0
BANK OF AMERICA CORP COM 060505104 53379 958552 SH DEFINED 01 572552 0 386000
BANK ONE CORP COM 06423A103 3763 108096 SH DEFINED 01 23096 0 85000
BARD C R INC COM 067383109 3163 67200 SH DEFINED 01 67200 0 0
BARNES AND NOBLE INC COM 067774109 338 13000 SH DEFINED 02 13000 0 0
BARNESANDNOBLE.COM INC COM 067846105 2 100 SH DEFINED 02 100 0 0
BARR LABS INC COM COM 068306109 159 5000 SH DEFINED 02 5000 0 0
BARRETT RESOURCES CORP COM 068480201 33 900 SH DEFINED 02 900 0 0
BAUSCH & LOMB INC COM 071707103 19201 291200 SH DEFINED 01 267200 0 24000
BAXTER INTL INC COM 071813109 65088 1080300 SH DEFINED 01 632300 0 448000
BEAR STEARNS COS INC COM 073902108 6627 172400 SH DEFINED 01 172400 0 0
BEBE STORES INC COM 075571109 29 1200 SH DEFINED 02 1200 0 0
BECKMAN COULTER INC. COM 075811109 2568 56900 SH DEFINED 01 56900 0 0
BECTON DICKINSON & CO COM 075887109 1459 52000 SH DEFINED 01 22000 0 30000
BED BATH AND BEYOND INC COM 075896100 1600 45800 SH DEFINED 02 45800 0 0
BELDEN INC COM 077459105 955 46600 SH DEFINED 02 46600 0 0
BELL ATLANTIC CORP COM 077853109 22720 337528 SH DEFINED 01 168528 0 169000
BELLSOUTH CORP COM 079860102 108126 2402800 SH DEFINED 01 1474800 0 928000
BERGEN BRUNSWIG CORP COM 083739102 15510 1494900 SH DEFINED 01 1230900 0 264000
BERINGER WINE ESTATES-B COM 084102102 29 700 SH DEFINED 02 700 0 0
BERLITZ INTL INC NEW COM COM 08520F100 211 10000 SH DEFINED 02 10000 0 0
BEST BUY INC COM 086516101 32004 516200 SH DEFINED 01 341200 0 175000
BESTFOODS COM 08658U101 4196 86400 SH DEFINED 01 12400 0 74000
BETHLEHEM STEEL CORP COM 087509105 9 1200 SH DEFINED 01 1200 0 0
BEYOND.COM CORP COM 08860E101 12 1000 SH DEFINED 02 1000 0 0
BHC COMMUNICATIONS INC COM 055448104 1953 14000 SH DEFINED 02 14000 0 0
BINDLEY WESTN INDS INC COM COM 090324104 0 1 SH DEFINED 02 1 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 197 10000 SH DEFINED 02 10000 0 0
BIOGEN INC COM 090597105 2333 29600 SH DEFINED 01 29600 0 0
BIOMATRIX INC COM 09060P102 1571 70000 SH DEFINED 02 70000 0 0
BJ SVCS CO COM 055482103 7441 233900 SH DEFINED 01 233900 0 0
BJS WHOLESALE CLUB INC COM COM 05548J106 207 7000 SH DEFINED 02 7000 0 0
BLACK & DECKER CORP COM 091797100 46 1000 SH DEFINED 02 1000 0 0
BLOCK DRUG INC CL A COM 093644102 359 10000 SH DEFINED 02 10000 0 0
BLOCK H & R INC COM 093671105 30 700 SH DEFINED 02 700 0 0
BLOUNT INTERNATIONAL INC COM 095180105 5 400 SH DEFINED 02 400 0 0
BMC SOFTWARE INC COM 055921100 2075 29000 SH DEFINED 02 7000 0 22000
BOCA RESORTS INC CL A COM 09688T106 189 18000 SH DEFINED 02 18000 0 0
BOEING CO COM 097023105 4 100 SH DEFINED 02 100 0 0
BOISE CASCADE CORP COM 097383103 8362 229500 SH DEFINED 01 229500 0 0
BOK FINL CORP COM 05561Q201 20 1000 SH DEFINED 02 1000 0 0
BORDERS GROUP INC. COM 099709107 1718 117000 SH DEFINED 01 117000 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 9 200 SH DEFINED 02 200 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 4366 176400 SH DEFINED 01 132400 0 44000
BOTTOMLINE TECHNOLOGIES INC COM 101388106 369 25000 SH DEFINED 02 25000 0 0
BRADY CORP COM 068277102 448 14000 SH DEFINED 02 14000 0 0
BRIGGS & STRATTON CORP COM 109043109 2802 48000 SH DEFINED 01 48000 0 0
BRIGHTPOINT INC COM COM 109473108 2 300 SH DEFINED 02 300 0 0
BRINKER INTL INC COM 109641100 35 1300 SH DEFINED 02 1300 0 0
BRISTOL MYERS SQUIBB COM 110122108 43443 643600 SH DEFINED 01 262600 0 381000
BROADCOM CORP CL A COM 111320107 382 3500 SH DEFINED 02 3500 0 0
BROADVISION INC COM 111412102 665 5000 SH DEFINED 02 5000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 455 7300 SH DEFINED 02 7300 0 0
BROWN SHOE COMPANY INC COM 115736100 201 11000 SH DEFINED 02 11000 0 0
BUDGET GROUP INC COM 119003101 1010 143000 SH DEFINED 02 143000 0 0
BURLINGTON COAT FACTRY COM 121579106 7 360 SH DEFINED 02 360 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 8993 327000 SH DEFINED 01 261000 0 66000
BURLINGTON RES INC COM 122014103 3598 97900 SH DEFINED 01 97900 0 0
C D I CORP COM COM 125071100 546 20000 SH DEFINED 02 20000 0 0
CABLE DESIGN TECH CORP COM COM 126924109 798 35000 SH DEFINED 02 35000 0 0
CACI INTERNATIONAL INC - CL COM 127190304 1492 70000 SH DEFINED 02 70000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 883 66000 SH DEFINED 02 66000 0 0
CALLAWAY GOLF CO COM 131193104 1085 89000 SH DEFINED 02 89000 0 0
CAMPBELL SOUP CO COM 134429109 12 300 SH DEFINED 02 300 0 0
CANADIAN NATL RAILWAY CO COM 136375102 103 3400 SH DEFINED 02 3400 0 0
CANANDAIGUA BRANDS INC CL A COM 137219200 418 7000 SH DEFINED 02 7000 0 0
CARDINAL HEALTH INC COM 14149Y108 36370 667347 SH DEFINED 01 388347 0 279000
CARLISLE COS INC COM COM 142339100 277 7000 SH DEFINED 02 7000 0 0
CAROLINA PWR & LT CO COM 144141108 354 10000 SH DEFINED 02 10000 0 0
CARRAMERICA REALTY CORP COM 144418100 1207 55000 SH DEFINED 02 55000 0 0
CASE EQUIPMENT CORP COM 14743R103 25 500 SH DEFINED 02 500 0 0
CASEYS GENERAL STORES INC COM 147528103 509 38000 SH DEFINED 02 38000 0 0
CASTLE & COOKE INC NEW COM COM 148433105 615 40000 SH DEFINED 02 40000 0 0
CATALYTICA INC COM 148885106 270 18000 SH DEFINED 02 18000 0 0
CATELLUS DEVELOPMENT CORP COM 149111106 870 74000 SH DEFINED 02 74000 0 0
CATERPILLAR INC DEL COM 149123101 14860 271100 SH DEFINED 01 259100 0 12000
CB RICHARD SERVICES COM 12489L108 514 34000 SH DEFINED 02 34000 0 0
CBS CORP COM 12490K107 4126 89200 SH DEFINED 01 63200 0 26000
CBT GROUP PLC SPONSORED ADR COM 124853300 34 1400 SH DEFINED 02 1400 0 0
CCB FINANCIAL CORP COM 124875105 2627 63100 SH DEFINED 01 63100 0 0
CDW COMPUTER CENTERS INC COM 125129106 552 11300 SH DEFINED 02 11300 0 0
CENDENT CORP. COM 151313103 2084 117400 SH DEFINED 01 21400 0 96000
CENTEX CORP COM 152312104 21255 719000 SH DEFINED 01 719000 0 0
CENTOCOR INC COM 152342101 410 7000 SH DEFINED 02 7000 0 0
CENTRAL & SO WEST CORP COM 152357109 4 200 SH DEFINED 02 200 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 1312 172000 SH DEFINED 02 172000 0 0
CENTURYTEL INC COM 156700106 11875 292300 SH DEFINED 01 292300 0 0
CERIDIAN CORPORATION COM 15677T106 45 1800 SH DEFINED 02 1800 0 0
CERNER CORPORATION COM 156782104 214 14000 SH DEFINED 02 14000 0 0
CHAMPION ENTERPRISES INC COM 158496109 747 83000 SH DEFINED 02 83000 0 0
CHAMPION INTL CORP COM 158525105 7732 150500 SH DEFINED 01 150500 0 0
CHARTER ONE FINL INC COM 160903100 437 18900 SH DEFINED 02 18900 0 0
CHASE MANHATTAN CORP COM 16161A108 11751 155900 SH DEFINED 01 86900 0 69000
CHEAP TICKETS INC COM 162672109 1107 34200 SH DEFINED 02 34200 0 0
CHESAPEAKE CORP. COM 165159104 3358 111000 SH DEFINED 01 111000 0 0
CHEVRON CORPORATION COM 166751107 11351 127900 SH DEFINED 01 56900 0 71000
CHIRON CORP COM 170040109 15319 553300 SH DEFINED 01 553300 0 0
CHRIS CRAFT INDS INC COM 170520100 11497 204843 SH DEFINED 01 178843 0 26000
CHURCH & DWIGHT INC COM 171340102 3755 150200 SH DEFINED 02 150200 0 0
CIBER INC COM 17163B102 429 28000 SH DEFINED 02 28000 0 0
CINAR CORP CL B SUB VTG COM 171905300 3 100 SH DEFINED 02 100 0 0
CINERGY CORP. COM 172474108 14 500 SH DEFINED 02 500 0 0
CINTAS CORP COM COM 172908105 4353 75300 SH DEFINED 01 75300 0 0
CIRCUIT CITY STORE INC COM 172737108 47056 1115400 SH DEFINED 01 980400 0 135000
CIRRUS LOGIC CORP COM 172755100 660 60000 SH DEFINED 02 60000 0 0
CISCO SYS INC COM 17275R102 74246 1082900 SH DEFINED 01 531900 0 551000
CITADEL COMMUNICATIONS CORP COM 172853202 20 600 SH DEFINED 02 600 0 0
CITIGROUP INC COM 172967101 67732 1539372 SH DEFINED 01 759372 0 780000
CITIZENS UTILITIES CO.CL B COM 177342201 0 17 SH DEFINED 01 17 0 0
CITRIX SYSTEMS INC COM 177376100 2849 46000 SH DEFINED 02 46000 0 0
CITY NATIONAL CORP. COM 178566105 168 5000 SH DEFINED 02 5000 0 0
CK WITCO CORPORATION COM 12562C108 625 42000 SH DEFINED 02 42000 0 0
CLAIRE'S STORES INC COM 179584107 3 200 SH DEFINED 02 200 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 5336 66800 SH DEFINED 01 35800 0 31000
CLOROX CO DEL COM 189054109 13254 346500 SH DEFINED 01 238500 0 108000
CMG INFORMATION SERVICE COM 125750109 513 5000 SH DEFINED 02 5000 0 0
CMS ENERGY CORP COM 125896100 139 4100 SH DEFINED 02 4100 0 0
CNA SURETY CORP COM 12612L108 184 14000 SH DEFINED 02 14000 0 0
CNET INC COM 125945105 728 13000 SH DEFINED 02 13000 0 0
CNF TRANSPORTATION INC COM 12612W104 209 5600 SH DEFINED 02 5600 0 0
COASTAL CORP COM 190441105 446 10900 SH DEFINED 02 10900 0 0
COCA COLA CO COM 191216100 61557 1275800 SH DEFINED 01 644800 0 631000
COCA COLA ENTERPRISES COM 191219104 1354 60000 SH DEFINED 01 18000 0 42000
COLGATE PALMOLIVE CO COM 194162103 17229 376600 SH DEFINED 01 192600 0 184000
COLUMBIA GAS SYSTEM INC COM 197648108 10161 183500 SH DEFINED 01 183500 0 0
COLUMBIA HEALTHCARE CORP COM 197677107 1381 65200 SH DEFINED 01 9200 0 56000
COMAIR HOLDINGS INC. COM 199789108 803 48100 SH DEFINED 02 48100 0 0
COMCAST CORP COM 200300200 56052 1405700 SH DEFINED 01 993700 0 412000
COMERICA INC COM 200340107 2749 54300 SH DEFINED 01 12300 0 42000
COMMERCE BANCSHARES INC COM 200525103 1769 50000 SH DEFINED 02 50000 0 0
COMMERCIAL INTERTECH COM COM 201709102 1 100 SH DEFINED 02 100 0 0
COMMUNICATIONS SATELLI COM 20564D107 1067 36000 SH DEFINED 02 36000 0 0
COMMUNITY FIRST BANKSH COM COM 203902101 3 200 SH DEFINED 02 200 0 0
COMPAQ COMPUTER CORP COM 204493100 3637 159000 SH DEFINED 01 18000 0 141000
COMPASS BANCHSHARES INC COM 20449H109 425 17000 SH DEFINED 02 17000 0 0
COMPLETE BUSINESS SOLUTIONS COM 20452F107 301 22000 SH DEFINED 02 22000 0 0
COMPUSA INC. COM 204932107 186 31000 SH DEFINED 02 31000 0 0
COMPUTER ASSOC INTL COM 204912109 40966 670200 SH DEFINED 01 427200 0 243000
COMPUTER SCIENCES CORP COM 205363104 12445 177000 SH DEFINED 01 138000 0 39000
COMPUWARE CORP COM 205638109 26579 1019800 SH DEFINED 01 658800 0 361000
COMVERSE TECHNOLOGY COM PAR COM 205862402 1278 13550 SH DEFINED 02 13550 0 0
CONCENTRIC NETWORK CORP COM 20589R107 215 10600 SH DEFINED 02 10600 0 0
CONCORD EFS INC COM 206197105 2174 105400 SH DEFINED 02 105400 0 0
CONECTIV COM 206829103 1276 65000 SH DEFINED 02 65000 0 0
CONOCO INC CLASS B COM 208251405 2242 81883 SH DEFINED 01 4000 0 77883
CONSOLIDATED EDISON INC COM 209115104 17 400 SH DEFINED 02 400 0 0
CONSOLIDATED NAT GAS COM 209615103 6262 100400 SH DEFINED 01 100400 0 0
CONSOLIDATED PAPERS INC COM 209759109 1801 67000 SH DEFINED 02 67000 0 0
CONTINENTAL AIRLINES INC CLA COM 210795308 721 22000 SH DEFINED 02 22000 0 0
CONVERGYS CORP COM 212485106 218 11000 SH DEFINED 02 11000 0 0
COOPER CAMERON CORP COM 216640102 30 800 SH DEFINED 02 800 0 0
COOPER INDS INC COM 216669101 608 13000 SH DEFINED 02 13000 0 0
CORN PRODUCTS INTERNATIONSL COM 219023108 274 9000 SH DEFINED 02 9000 0 0
CORNING INC COM 219350105 3469 50600 SH DEFINED 01 4600 0 46000
COSTCO WHOLESALE CORP COM 22160K105 1908 26500 SH DEFINED 01 6500 0 20000
COULTER PHARMACEUTICAL COM 222116105 209 15000 SH DEFINED 02 15000 0 0
COVANCE INC COM 222816100 465 48000 SH DEFINED 02 48000 0 0
COVENANT TRANSPORT INC. CL A COM 22284P105 183 12000 SH DEFINED 02 12000 0 0
COX COMMUNICATIONS COM 224044107 97642 2338733 SH DEFINED 01 1554557 0 784176
COX RADIO INC COM 224051102 4939 83000 SH DEFINED 02 83000 0 0
CREDENCE SYS CORP COM COM 225302108 18 400 SH DEFINED 02 400 0 0
CREE RESEARCH INC COM 225447101 1459 43000 SH DEFINED 02 43000 0 0
CRESTLINE CAPITAL CORP COM 226153104 8 400 SH DEFINED 02 400 0 0
CROSSMANN COMMUNITIES COM 22764E109 261 16000 SH DEFINED 02 16000 0 0
CROWN CASTLE INTL CORP COM 228227104 37 2000 SH DEFINED 02 2000 0 0
CROWN CORK & SEAL INC COM 228255105 1528 63000 SH DEFINED 01 63000 0 0
CSG SYS INTL INC COM COM 126349109 3042 111000 SH DEFINED 02 111000 0 0
CSX CORP COM 126408103 475 11200 SH DEFINED 02 11200 0 0
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UST INC COM 902911106 936 31000 SH DEFINED 02 31000 0 0
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VARIAN INC COM 922206107 9 500 SH DEFINED 02 500 0 0
VARIAN SEMICONDUCTOR EQUIP COM 922207105 4 200 SH DEFINED 02 200 0 0
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VENTIV HEALTH INC COM 922793104 1238 125329 SH DEFINED 01 125329 0 0
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VERISIGN INC COM 92343E102 1704 16000 SH DEFINED 02 16000 0 0
VERITAS SOFTWARE CORP COM 923436109 6736 88700 SH DEFINED 02 88700 0 0
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WELLMAN INC COM 949702104 379 21000 SH DEFINED 02 21000 0 0
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WESTERN GAS RESOURCES INC COM 958259103 32 1700 SH DEFINED 02 1700 0 0
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WORLD ACCESS INC COM COM 98141A101 436 39000 SH DEFINED 02 39000 0 0
WORLD COLOR PRESS INC COM COM 981443104 7 200 SH DEFINED 02 200 0 0
XEROX CORP COM 984121103 4655 111000 SH DEFINED 01 19000 0 92000
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ZALE CORP NEW COM COM 988858106 1647 43000 SH DEFINED 02 43000 0 0
ZIONS BANCORPORATION COM 989701107 7668 139100 SH DEFINED 01 139100 0 0
ZOMAX INC COM 989929104 259 10000 SH DEFINED 02 10000 0 0
- ----------------------
GRAND_TOTAL 6061431
======================
</TABLE>
