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, 2000
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 November 13, 2000
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: 1,237
Form 13F Information Table Value Total: $4,997,478,000
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
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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
1ST SOURCE CORP COM COM 336901103 22 1050 SH DEFINED 02 1050 0 0
3COM CORP COM 885535104 1261 65700 SH DEFINED 01 39700 0 26000
A D C TELECOMMUNICATN COM 000886101 16370 608750 SH DEFINED 01 406750 0 202000
A H BELO CORPORATION CLASS A COM 080555105 4668 253200 SH DEFINED 01 253200 0 0
ABBOTT LABS COM 002824100 10583 222500 SH DEFINED 01 44500 0 178000
ABERCROMBIE AND FITCH CO COM 002896207 286 15000 SH DEFINED 02 15000 0 0
ABGENIC INC COM 00339B107 5455 67500 SH DEFINED 02 67500 0 0
ABOUT.COM INC. COM 003736105 340 10500 SH DEFINED 02 10500 0 0
AC NEILSON CORP COM 004833109 236 9900 SH DEFINED 02 9900 0 0
ACKERLEY GROUP INC. COM 004527107 20 2000 SH DEFINED 02 2000 0 0
ACT MFG INC COM COM 000973107 53 1000 SH DEFINED 02 1000 0 0
ACTUATE CORPORATION COM 00508B102 1693 49000 SH DEFINED 02 49000 0 0
ACTV INC COM 00088E104 289 21000 SH DEFINED 02 21000 0 0
ACUSON CORP COM 005113105 273 12000 SH DEFINED 02 12000 0 0
ACXIOM CORPORATION COM 005125109 1006 31700 SH DEFINED 02 31700 0 0
ADAC LABORATORIES COM 005313200 312 15000 SH DEFINED 02 15000 0 0
ADAPTEC INC COM 00651F108 1 50 SH DEFINED 02 50 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 624 32000 SH DEFINED 02 32000 0 0
ADOBE SYS INC COM 00724F101 13383 86200 SH DEFINED 01 58200 0 28000
ADTRAN INC COM 00738A106 1340 31500 SH DEFINED 02 31500 0 0
ADVANCE ENG. INDUSTRIES COM 007973100 413 12500 SH DEFINED 02 12500 0 0
ADVANCE FIBRE COMMUNICATIONS COM 00754A105 1064 28100 SH DEFINED 02 28100 0 0
ADVANCE PARADIGM INC COM 007491103 886 21000 SH DEFINED 02 21000 0 0
ADVANCED MICRO DEVICES COM 007903107 135 5650 SH DEFINED 02 5650 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 145 17000 SH DEFINED 02 17000 0 0
ADVANTA CORP COM 007942105 326 29000 SH DEFINED 02 29000 0 0
ADVO INC COM 007585102 248 7500 SH DEFINED 02 7500 0 0
AEROFLEX INC COM 007768104 61 1250 SH DEFINED 02 1250 0 0
AES CORP COM 00130H105 4125 60200 SH DEFINED 02 60200 0 0
AETNA INC COM 008117103 31807 547800 SH DEFINED 01 358800 0 189000
AFFYMETRIX INC COM 00826T108 1197 24000 SH DEFINED 02 24000 0 0
AGCO CORP COM 001084102 1962 165200 SH DEFINED 02 165200 0 0
AGILE SOFTWARE CORP DEL COM 00846X105 1844 20500 SH DEFINED 02 20500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 839 17150 SH DEFINED 01 2150 0 15000
AGL RES INC COM 001204106 331 16500 SH DEFINED 02 16500 0 0
AIRBORNE FGHT CORP COM 009266107 39 3800 SH DEFINED 02 3800 0 0
AIRGAS INC COM 009363102 116 17000 SH DEFINED 02 17000 0 0
AK STL HLDG CORP COM 001547108 155 16500 SH DEFINED 02 16500 0 0
ALASKA AIR GROUP INC COM 011659109 658 27400 SH DEFINED 02 27400 0 0
ALBANY INTERNATIONAL CORP. C COM 012348108 112 9300 SH DEFINED 02 9300 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 539 9600 SH DEFINED 02 9600 0 0
ALBERTSONS INC COM 013104104 1171 55750 SH DEFINED 01 30750 0 25000
ALCOA INC COM 013817101 4083 161300 SH DEFINED 01 50300 0 111000
ALFA CORP COM COM 015385107 52 3000 SH DEFINED 02 3000 0 0
ALKERMES INC COM 01642T108 2066 53500 SH DEFINED 02 53500 0 0
ALLAIRE CORP COM 016714107 486 57200 SH DEFINED 02 57200 0 0
ALLEGHENY ENERGY INC COM 017361106 5082 133000 SH DEFINED 01 133000 0 0
ALLEN GROUP INC COM 018091108 373 22000 SH DEFINED 02 22000 0 0
ALLERGAN INC COM 018490102 2178 25800 SH DEFINED 02 25800 0 0
ALLIANCE PHARMA CORP COM 018773101 198 13000 SH DEFINED 02 13000 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 139 7000 SH DEFINED 02 7000 0 0
ALLIANT ENERGY CORP COM 018802108 1634 55600 SH DEFINED 01 55600 0 0
ALLMERICA FINANCIAL CORP COM 019754100 134 2100 SH DEFINED 02 2100 0 0
ALLSTATE CORP COM 020002101 1897 54600 SH DEFINED 01 54600 0 0
ALLTEL CORP COM 020039103 2069 39650 SH DEFINED 01 39650 0 0
ALPHA INDUSTRIES INC COM 020753109 1805 53000 SH DEFINED 02 53000 0 0
ALPHARMA INC COM 020813101 1375 22500 SH DEFINED 02 22500 0 0
ALTEON WEBSYSTEMS INC COM 02145A109 1246 11500 SH DEFINED 02 11500 0 0
ALTERA CORP COM 021441100 4352 91150 SH DEFINED 01 24150 0 67000
AMAZON COM INC COM 023135106 876 22800 SH DEFINED 02 22800 0 0
AMB PROPERTY CORP COM 00163T109 3419 139200 SH DEFINED 01 139200 0 0
AMBAC INC COM 023139108 1275 17400 SH DEFINED 02 17400 0 0
AMERADA HESS CORP COM 023551104 1600 23900 SH DEFINED 01 23900 0 0
AMEREN CORP COM 023608102 2945 70300 SH DEFINED 01 70300 0 0
AMERICA ONLINE INC COM 02364J104 39555 735900 SH DEFINED 01 436900 0 299000
AMERICA WEST AIRLS INC CL B COM 023657208 61 5000 SH DEFINED 02 5000 0 0
AMERICAN CLASSIC VOYAGES CO. COM 024928103 834 57000 SH DEFINED 02 57000 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 277 8800 SH DEFINED 02 8800 0 0
AMERICAN ELEC PWR INC COM 025537101 254 6480 SH DEFINED 02 6480 0 0
AMERICAN EXPRESS CO COM 025816109 3733 61450 SH DEFINED 01 29450 0 32000
AMERICAN FINANCIAL GROUP INC COM 025932104 46 2000 SH DEFINED 02 2000 0 0
AMERICAN HOME PRODS CP COM 026609107 15046 266600 SH DEFINED 01 104600 0 162000
AMERICAN INTL GROUP COM 026874107 58086 607044 SH DEFINED 01 338044 0 269000
AMERICAN ITALIAN PASTA CO COM 027070101 19 1000 SH DEFINED 02 1000 0 0
AMERICAN STANDARD COMPANIES COM 029712106 267 6000 SH DEFINED 02 6000 0 0
AMERICAN STATES WATER CO COM 029899101 454 15000 SH DEFINED 02 15000 0 0
AMERICAN TECHNICNAL CERAMICS COM 030137103 16 1000 SH DEFINED 02 1000 0 0
AMERICAN TOWER CORP COM 029912201 38 1000 SH DEFINED 02 1000 0 0
AMERICAN WATER WORKS INC COM 030411102 121 4400 SH DEFINED 02 4400 0 0
AMERIPATH INC COM 03071D109 58 4000 SH DEFINED 02 4000 0 0
AMERITRADE HOLDING CORP COM 03072H109 666 37500 SH DEFINED 02 37500 0 0
AMERN PWR CONVERSION COM 029066107 1076 56100 SH DEFINED 01 56100 0 0
AMERUS GROUP CO COM 03072M108 837 32500 SH DEFINED 02 32500 0 0
AMGEN INC COM 031162100 27027 387050 SH DEFINED 01 249050 0 138000
AMKOR TECHNOLOGY INC COM 031652100 1129 43200 SH DEFINED 01 43200 0 0
AMPHENOL CORP COM 032095101 1110 19500 SH DEFINED 02 19500 0 0
AMR CORP COM 001765106 4500 137400 SH DEFINED 01 137400 0 0
AMYLIN PHARMACEUTICALS COM COM 032346108 204 19000 SH DEFINED 02 19000 0 0
ANADARKO PETE CORP COM 032511107 206 3100 SH DEFINED 02 3100 0 0
ANADIGICS INC COM COM 032515108 491 22200 SH DEFINED 02 22200 0 0
ANALOG DEVICES INC COM 032654105 4 50 SH DEFINED 02 50 0 0
ANALYSTS INTL CORP COM 032681108 227 31500 SH DEFINED 02 31500 0 0
ANCHOR BANCORP WIS INC COM COM 032839102 16 1000 SH DEFINED 02 1000 0 0
ANDREW CORP COM 034425108 2760 105400 SH DEFINED 01 105400 0 0
ANDRX CORP-ANDRX GROUP COM COM 034553107 8880 95100 SH DEFINED 01 95100 0 0
ANHEUSER BUSCH COS INC COM 035229103 381 9000 SH DEFINED 02 9000 0 0
ANIXTER INTL INC COM COM 035290105 699 24000 SH DEFINED 02 24000 0 0
ANTEC CORP COM 03664P105 2121 71900 SH DEFINED 01 71900 0 0
APPLE COMPUTER INC COM 037833100 1 50 SH DEFINED 02 50 0 0
APPLICA INC COM 03815A106 43 7000 SH DEFINED 02 7000 0 0
APPLIED MATLS INC COM 038222105 24425 411800 SH DEFINED 01 262800 0 149000
APPLIED MICRO CI4CUITS COM 03822W109 828 4000 SH DEFINED 02 4000 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 2192 157300 SH DEFINED 02 157300 0 0
ARCH CAPITAL GROUP LTD COM 03937L105 47 3000 SH DEFINED 02 3000 0 0
ARCHER DANIELS MIDLAND COM 039483102 6041 700350 SH DEFINED 01 567350 0 133000
ARCHSTONE COMMUNITIES TRUST COM 039581103 3741 152300 SH DEFINED 01 152300 0 0
ARIBA INC COM 04033V104 430 3000 SH DEFINED 02 3000 0 0
ARKANSAS BEST CORP COM 040790107 15 1000 SH DEFINED 02 1000 0 0
ARROW ELECTRONICS INC COM 042735100 286 8400 SH DEFINED 02 8400 0 0
ARROW INTL INC COM COM 042764100 73 2000 SH DEFINED 02 2000 0 0
ART TECHNOLOGY GROUP INC COM 04289L107 2085 22000 SH DEFINED 02 22000 0 0
ARTESYN TECHNOLOGIES COM COM 043127109 1398 48000 SH DEFINED 02 48000 0 0
ARTHROCARE CORP COM COM 043136100 952 49000 SH DEFINED 02 49000 0 0
ASHLAND INC COM 044204105 57 1700 SH DEFINED 02 1700 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 732 35500 SH DEFINED 02 35500 0 0
ASPEN TECHNOLOGY INC. COM 045327103 203 4500 SH DEFINED 02 4500 0 0
ASTEC ONDUSTRIES INC COM 046224101 33 3000 SH DEFINED 02 3000 0 0
ASYST TECHNOLOGY CORP COM 04648X107 851 42000 SH DEFINED 02 42000 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 26371 1460000 SH DEFINED 01 1134000 0 326000
AT&T CORP COM 001957109 46194 1572554 SH DEFINED 01 902554 0 670000
ATLANTIC COAST AIRLINES HLDG COM 048396105 563 17500 SH DEFINED 02 17500 0 0
ATLAS AIR INC COM 049164106 1500 35500 SH DEFINED 02 35500 0 0
ATMEL CORP COM 049513104 1835 120800 SH DEFINED 01 120800 0 0
AURORA BIOSCIENCES CORP COM 051920106 272 4000 SH DEFINED 02 4000 0 0
AUTODESK INC COM 052769106 8485 334400 SH DEFINED 01 280400 0 54000
AUTOMATIC DATA PROCESS COM 053015103 321 4800 SH DEFINED 02 4800 0 0
AVALONBAY COMMUNITIES INC. COM 053484101 739 15500 SH DEFINED 02 15500 0 0
AVANT CORP COM COM 053487104 538 29500 SH DEFINED 02 29500 0 0
AVERY DENNISON CORP COM 053611109 232 5000 SH DEFINED 02 5000 0 0
AVIGEN INC COM 053690103 358 9000 SH DEFINED 02 9000 0 0
AVISTA CORPORATION COM 05379B107 270 12000 SH DEFINED 02 12000 0 0
AVNET INC COM 053807103 244 8600 SH DEFINED 02 8600 0 0
AVT CORPORATION COM 002420107 487 87500 SH DEFINED 02 87500 0 0
AVX CORP NEW COM COM 002444107 4994 191600 SH DEFINED 01 191600 0 0
AXA FINANCIAL INC COM 002451102 23370 458800 SH DEFINED 01 307800 0 151000
AXENT TECHNOLOGIES INC COM 05459C108 302 14000 SH DEFINED 02 14000 0 0
AXT INC COM 00246W103 125 3000 SH DEFINED 02 3000 0 0
AZTAR CORP COM 054802103 1791 116500 SH DEFINED 02 116500 0 0
BAKER HUGHES INC COM 057224107 670 18050 SH DEFINED 02 18050 0 0
BALDWIN & LYONS INC CL B COM 057755209 78 4000 SH DEFINED 02 4000 0 0
BANCWEST CORP COM 059790105 1604 82500 SH DEFINED 02 82500 0 0
BANK NEW YORK INC COM 064057102 2455 43450 SH DEFINED 01 16450 0 27000
BANK OF AMERICA CORP COM 060505104 43459 829775 SH DEFINED 01 497775 0 332000
BANK ONE CORP COM 06423A103 21446 563450 SH DEFINED 01 219450 0 344000
BANKNORTH GROUP INC COM 06646R107 636 35600 SH DEFINED 02 35600 0 0
BARD C R INC COM 067383109 5024 119000 SH DEFINED 01 119000 0 0
BARNES AND NOBLE INC COM 067774109 167 8500 SH DEFINED 02 8500 0 0
BARNES GROUP INC COM 067806109 18 1000 SH DEFINED 02 1000 0 0
BARRA INC COM 068313105 279 4500 SH DEFINED 02 4500 0 0
BARRETT RESOURCES CORP COM 068480201 1204 32000 SH DEFINED 02 32000 0 0
BAUSCH & LOMB INC COM 071707103 2130 54700 SH DEFINED 01 54700 0 0
BAXTER INTL INC COM 071813109 31654 396600 SH DEFINED 01 289600 0 107000
BB&T CORP COM COM 054937107 2881 95650 SH DEFINED 01 95650 0 0
BEA SYSTEMS INC COM 073325102 8543 109700 SH DEFINED 01 87700 0 22000
BEAR STEARNS COS INC COM 073902108 25054 396899 SH DEFINED 01 278899 0 118000
BECKMAN COULTER INC. COM 075811109 9463 122700 SH DEFINED 01 122700 0 0
BECTON DICKINSON & CO COM 075887109 5959 225400 SH DEFINED 01 200400 0 25000
BELDEN INC COM 077459105 1725 73000 SH DEFINED 02 73000 0 0
BELLSOUTH CORP COM 079860102 52324 1291950 SH DEFINED 01 796950 0 495000
BENCHMARK ELECTRS INC COM COM 08160H101 312 6000 SH DEFINED 02 6000 0 0
BERGEN BRUNSWIG CORP COM 083739102 99 8500 SH DEFINED 02 8500 0 0
BERKLEY W R CORP COM COM 084423102 1020 29500 SH DEFINED 02 29500 0 0
BEST BUY INC COM 086516101 3487 54800 SH DEFINED 02 54800 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 38 5000 SH DEFINED 02 5000 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 885 42500 SH DEFINED 02 42500 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 202 11000 SH DEFINED 02 11000 0 0
BIOMET INC COM 090613100 1393 39800 SH DEFINED 01 39800 0 0
BIOSITE DIAGNOSTICS INC COM 090945106 120 3000 SH DEFINED 02 3000 0 0
BJ SVCS CO COM 055482103 269 4400 SH DEFINED 02 4400 0 0
BJS WHOLESALE CLUB INC COM COM 05548J106 242 7000 SH DEFINED 02 7000 0 0
BLACK HILLS CORP COM COM 092113109 477 17000 SH DEFINED 02 17000 0 0
BLOCK DRUG INC CL A COM 093644102 129 3000 SH DEFINED 02 3000 0 0
BLOCK H & R INC COM 093671105 1197 32300 SH DEFINED 01 32300 0 0
BLOCKBUSTER INC CLASS A COM 093679108 275 31200 SH DEFINED 02 31200 0 0
BLOUNT INTERNATIONAL INC COM 095180105 34 3000 SH DEFINED 02 3000 0 0
BMC SOFTWARE INC COM 055921100 1541 80550 SH DEFINED 01 45550 0 35000
BOCA RESORTS INC CL A COM 09688T106 55 5000 SH DEFINED 02 5000 0 0
BOEING CO COM 097023105 3 50 SH DEFINED 02 50 0 0
BOISE CASCADE CORP COM 097383103 213 8000 SH DEFINED 01 2000 0 6000
BORDERS GROUP INC. COM 099709107 72 5200 SH DEFINED 02 5200 0 0
BOSTON PROPERTIES INC COM 101121101 6312 147000 SH DEFINED 01 147000 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 565 34350 SH DEFINED 01 4350 0 30000
BOTTOMLINE TECHNOLOGIES INC COM 101388106 336 9000 SH DEFINED 02 9000 0 0
BOWATER INC COM 102183100 9260 199400 SH DEFINED 01 174400 0 25000
BOYDS COLLECTIONS LTD COM 103354106 7 1000 SH DEFINED 02 1000 0 0
BP AMOCO LP COM 055622104 124 2340 SH DEFINED 02 2340 0 0
BRE PROP INC COM 05564E106 96 3000 SH DEFINED 02 3000 0 0
BRIGHTPOINT INC COM COM 109473108 53 10500 SH DEFINED 02 10500 0 0
BRISTOL MYERS SQUIBB COM 110122108 30228 525700 SH DEFINED 01 281700 0 244000
BROADCOM CORP CL A COM 111320107 6923 28400 SH DEFINED 01 11400 0 17000
BROADVISION INC COM 111412102 1025 39900 SH DEFINED 02 39900 0 0
BROADWING INC COM 111620100 660 25800 SH DEFINED 02 25800 0 0
BROCADE COMMUNICATIONS SYS I COM 111621108 2596 11000 SH DEFINED 02 11000 0 0
BROOKLINE BANCORP INC COM 113739106 57 5000 SH DEFINED 02 5000 0 0
BROOKTROUT INC COM 114580103 33 1000 SH DEFINED 02 1000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 11 200 SH DEFINED 02 200 0 0
BROWN TOM INC COM NEW COM 115660201 1188 48500 SH DEFINED 02 48500 0 0
BT FINL CORP COM COM 055763106 56 3000 SH DEFINED 02 3000 0 0
BUCKEYE TECHNOLOGY INC COM 118255108 872 42000 SH DEFINED 02 42000 0 0
BUCKLE INC COM 118440106 773 66500 SH DEFINED 02 66500 0 0
BURLINGTON COAT FACTRY COM 121579106 43 3000 SH DEFINED 02 3000 0 0
BURLINGTON RES INC COM 122014103 3510 95350 SH DEFINED 01 95350 0 0
BURNHAM PACIFIC PROPERTIES I COM 12232C108 42 7000 SH DEFINED 02 7000 0 0
C & D TECHNOLOGIES INC COM 124661109 1788 31500 SH DEFINED 02 31500 0 0
C COR ELECTRS INC COM COM 125010108 933 60900 SH DEFINED 02 60900 0 0
C D I CORP COM COM 125071100 16 1000 SH DEFINED 02 1000 0 0
C P & L ENERGY INC COM 12614C106 546 13100 SH DEFINED 02 13100 0 0
CABLE DESIGN TECH CORP COM COM 126924109 1033 42500 SH DEFINED 02 42500 0 0
CABOT CORP COM 127055101 219 6900 SH DEFINED 02 6900 0 0
CABOT OIL & GAS CORP COM 127097103 1161 57000 SH DEFINED 02 57000 0 0
CACI INTERNATIONAL INC - CL COM 127190304 579 27000 SH DEFINED 02 27000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 14883 579400 SH DEFINED 01 476400 0 103000
CALPINE CORP COM 131347106 33886 324600 SH DEFINED 01 245600 0 79000
CAMBREX CORP COM COM 132011107 821 22200 SH DEFINED 02 22200 0 0
CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 26 6000 SH DEFINED 02 6000 0 0
CAMDEN PROP TR COM 133131102 760 24500 SH DEFINED 02 24500 0 0
CARAUSTAR INDS INC COM COM 140909102 22 2000 SH DEFINED 02 2000 0 0
CARNIVAL CORP. COM 143658102 18 750 SH DEFINED 02 750 0 0
CARRAMERICA REALTY CORP COM 144418100 3324 109900 SH DEFINED 01 109900 0 0
CASEYS GENERAL STORES INC COM 147528103 78 6000 SH DEFINED 02 6000 0 0
CATALINA MARKETING CP COM COM 148867104 2656 70600 SH DEFINED 01 70600 0 0
CATERPILLAR INC DEL COM 149123101 4934 159150 SH DEFINED 01 159150 0 0
CBL & ASSOC PROP COM 124830100 426 17000 SH DEFINED 02 17000 0 0
CCC INFORMATION SERVICES GRO COM 12487Q109 16 2000 SH DEFINED 02 2000 0 0
CDW COMPUTER CENTERS INC COM 125129106 711 10300 SH DEFINED 02 10300 0 0
CELGENE CORP COM 151020104 803 13500 SH DEFINED 02 13500 0 0
CELL GENESYS INC COM 150921104 120 4000 SH DEFINED 02 4000 0 0
CELL PATHWAYS INC COM 15114R101 41 5000 SH DEFINED 02 5000 0 0
CELL THERAPEUTICS INC COM 150934107 467 7000 SH DEFINED 02 7000 0 0
CENDENT CORP. COM 151313103 1781 163800 SH DEFINED 01 72800 0 91000
CENTENNIAL COMMUNICATIONS CO COM 15133V208 22 1000 SH DEFINED 02 1000 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 83 12000 SH DEFINED 02 12000 0 0
CENTURY SOUTH BANKS INC COM 156683104 37 2000 SH DEFINED 02 2000 0 0
CENTURYTEL INC COM 156700106 4188 153700 SH DEFINED 01 126700 0 27000
CEPHALON INC COM 156708109 1334 27500 SH DEFINED 02 27500 0 0
CERNER CORPORATION COM 156782104 1904 41000 SH DEFINED 02 41000 0 0
CERUS CORP COM 157085101 500 9000 SH DEFINED 02 9000 0 0
CH ROBINSON WORLDWIDE INC COM 12541W100 1826 32400 SH DEFINED 02 32400 0 0
CHARTER COMMUNICATIONS INC D COM 16117M107 1130 69500 SH DEFINED 02 69500 0 0
CHASE MANHATTAN CORP COM 16161A108 119762 2592950 SH DEFINED 01 1778950 0 814000
CHEAP TICKETS INC COM 162672109 555 53500 SH DEFINED 02 53500 0 0
CHECKFREE CORP COM 162813109 251 6000 SH DEFINED 02 6000 0 0
CHESAPEAKE CORP. COM 165159104 1480 76500 SH DEFINED 02 76500 0 0
CHEVRON CORPORATION COM 166751107 66346 778250 SH DEFINED 01 590250 0 188000
CHICOS FAS INC COM 168615102 1326 39000 SH DEFINED 02 39000 0 0
CHIRON CORP COM 170040109 783 17400 SH DEFINED 02 17400 0 0
CHOICEPOINT INC COM 170388102 1239 27000 SH DEFINED 02 27000 0 0
CHRIS CRAFT INDS INC COM 170520100 189 2300 SH DEFINED 02 2300 0 0
CHURCH & DWIGHT INC COM 171340102 386 21000 SH DEFINED 02 21000 0 0
CIENA CORP COM COM 171779101 983 8000 SH DEFINED 02 8000 0 0
CIGNA CORP COM 125509109 20337 194800 SH DEFINED 01 121800 0 73000
CINCINNATI FINANCIAL CORP COM 172062101 5006 141000 SH DEFINED 01 141000 0 0
CINERGY CORP. COM 172474108 238 7200 SH DEFINED 02 7200 0 0
CINTAS CORP COM COM 172908105 457 10500 SH DEFINED 02 10500 0 0
CIRCUIT CITY STORE INC COM 172737108 831 36150 SH DEFINED 01 2150 0 34000
CIRRUS LOGIC CORP COM 172755100 198 4900 SH DEFINED 02 4900 0 0
CISCO SYS INC COM 17275R102 103193 1867750 SH DEFINED 01 947750 0 920000
CIT GROUP INC COM 125577106 8230 470300 SH DEFINED 01 371300 0 99000
CITADEL COMMUNICATIONS CORP COM 172853202 850 50000 SH DEFINED 02 50000 0 0
CITIGROUP INC COM 172967101 111846 2068832 SH DEFINED 01 1282831 0 786001
CITIZENS COMMUNICATIONS COMP COM 17453B101 3344 250000 SH DEFINED 01 250000 0 0
CITRIX SYSTEMS INC COM 177376100 1569 78200 SH DEFINED 01 29200 0 49000
CITY NATIONAL CORP. COM 178566105 1306 33800 SH DEFINED 02 33800 0 0
CLAIRE'S STORES INC COM 179584107 140 7800 SH DEFINED 02 7800 0 0
CLAYTON HOMES INC COM 184190106 89 8900 SH DEFINED 02 8900 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 8291 146750 SH DEFINED 01 61750 0 85000
CLECO CORP COM 12561W105 2455 52500 SH DEFINED 02 52500 0 0
CLOROX CO DEL COM 189054109 922 23300 SH DEFINED 02 23300 0 0
CMG INFORMATION SERVICE COM 125750109 251 9000 SH DEFINED 02 9000 0 0
CMS ENERGY CORP COM 125896100 4147 153850 SH DEFINED 01 153850 0 0
CNA FINL CORP COM 126117100 3618 94600 SH DEFINED 01 60600 0 34000
CNET NETWORKS INC COM 12613R104 1910 78400 SH DEFINED 02 78400 0 0
CNF TRANSPORTATION INC COM 12612W104 111 5000 SH DEFINED 02 5000 0 0
COCA COLA CO COM 191216100 17568 318700 SH DEFINED 01 129700 0 189000
COGNEX CORP COM COM 192422103 868 22000 SH DEFINED 02 22000 0 0
COGNIZANT TECHNOLOGY SOLUTIO COM 192446102 566 14500 SH DEFINED 02 14500 0 0
COHU INC COM 192576106 138 9000 SH DEFINED 02 9000 0 0
COLGATE PALMOLIVE CO COM 194162103 16024 339500 SH DEFINED 01 202500 0 137000
COLONIAL PROP COM 195872106 51 2000 SH DEFINED 02 2000 0 0
COLUMBIA GAS SYSTEM INC COM 197648108 1349 19000 SH DEFINED 02 19000 0 0
COLUMBUS MCKINNON N Y COM COM 199333105 68 5000 SH DEFINED 02 5000 0 0
COMCAST CORP SPECIAL CL A COM 200300200 7709 188300 SH DEFINED 01 145300 0 43000
COMDISCO INC COM 200336105 862 45200 SH DEFINED 02 45200 0 0
COMERICA INC COM 200340107 1695 29000 SH DEFINED 01 11000 0 18000
COMMERCE BANCORP NJ COM COM 200519106 524 9000 SH DEFINED 02 9000 0 0
COMMERCE BANCSHARES INC COM 200525103 3736 101500 SH DEFINED 01 58500 0 43000
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