UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 May 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: 1,426
Form 13F Information Table Value Total: $5,696,170,000
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 20 1000 SH DEFINED 02 1000 0 0
24-7 MEDIA INC COM 901314104 119 3000 SH DEFINED 02 3000 0 0
3COM CORP COM 885535104 1502 27000 SH DEFINED 01 1000 0 26000
A D C TELECOMMUNICATN COM 000886101 13124 243600 SH DEFINED 01 175600 0 68000
A H BELO CORPORATION CLASS A COM 080555105 5282 295500 SH DEFINED 01 295500 0 0
ABBOTT LABS COM 002824100 11957 339800 SH DEFINED 01 102800 0 237000
ABERCROMBIE AND FITCH CO COM 002896207 1890 118100 SH DEFINED 01 118100 0 0
ABGENIC INC COM 00339B107 760 5500 SH DEFINED 02 5500 0 0
AC NEILSON CORP COM 004833109 1962 87200 SH DEFINED 01 87200 0 0
ACKERLEY GROUP INC. COM 004527107 408 27000 SH DEFINED 02 27000 0 0
ACTIVISION INC NEW COM NEW COM 004930202 410 34000 SH DEFINED 02 34000 0 0
ACTUATE CORPORATION COM 00508B102 1318 24500 SH DEFINED 02 24500 0 0
ACTV INC COM 00088E104 754 21500 SH DEFINED 02 21500 0 0
ACUSON CORP COM 005113105 1837 124000 SH DEFINED 02 124000 0 0
ACXIOM CORPORATION COM 005125109 303 9100 SH DEFINED 02 9100 0 0
ADAPTEC INC COM 00651F108 1642 42500 SH DEFINED 01 42500 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 1659 31000 SH DEFINED 02 31000 0 0
ADELPHIA COMMUNICATIONS CORP COM 006848105 931 19000 SH DEFINED 02 19000 0 0
ADOBE SYS INC COM 00724F101 14571 130900 SH DEFINED 01 91900 0 39000
ADTRAN INC COM 00738A106 1070 18000 SH DEFINED 02 18000 0 0
ADVANCE ENG. INDUSTRIES COM 007973100 638 12500 SH DEFINED 02 12500 0 0
ADVANCE FIBRE COMMUNICATIONS COM 00754A105 1505 24000 SH DEFINED 02 24000 0 0
ADVANCE PARADIGM INC COM 007491103 24 2000 SH DEFINED 02 2000 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 1267 37000 SH DEFINED 02 37000 0 0
ADVANCED MICRO DEVICES COM 007903107 1261 22100 SH DEFINED 02 22100 0 0
ADVANTA CORP COM 007942105 284 14000 SH DEFINED 02 14000 0 0
ADVENT SOFTWARE INC COM COM 007974108 92 2000 SH DEFINED 02 2000 0 0
AEGON NV COM 007924103 12180 151300 SH DEFINED 01 110300 0 41000
AERIAL COMMUNICATIONS INC COM 007655103 1108 19500 SH DEFINED 02 19500 0 0
AES CORP COM 00130H105 19491 247500 SH DEFINED 01 179500 0 68000
AETNA INC COM 008117103 39499 711700 SH DEFINED 01 483700 0 228000
AFFILIATED COMPUTER SERVICES COM 008190100 5803 152700 SH DEFINED 01 152700 0 0
AFFILIATED MANAGERS GROUP COM 008252108 95 2000 SH DEFINED 02 2000 0 0
AFFYMETRIX INC COM 00826T108 2004 13500 SH DEFINED 02 13500 0 0
AFLAC INC COM 001055102 9245 202900 SH DEFINED 02 202900 0 0
AGCO CORP COM 001084102 857 75300 SH DEFINED 02 75300 0 0
AGRIBRANDS INTL INC COM 00849R105 845 21500 SH DEFINED 02 21500 0 0
AIR PRODS & CHEMS INC COM 009158106 3697 130000 SH DEFINED 01 76000 0 54000
AIRBORNE FGHT CORP COM 009266107 91 3800 SH DEFINED 02 3800 0 0
AIRGAS INC COM 009363102 1487 178900 SH DEFINED 02 178900 0 0
AK STL HLDG CORP COM 001547108 1074 103500 SH DEFINED 01 103500 0 0
AKZO NOBEL NV COM 010199305 189 4400 SH DEFINED 02 4400 0 0
ALASKA AIR GROUP INC COM 011659109 111 3700 SH DEFINED 02 3700 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 321 5500 SH DEFINED 02 5500 0 0
ALBERTO CULVER CO COM 013068101 24 1000 SH DEFINED 02 1000 0 0
ALBERTSONS INC COM 013104104 4742 153600 SH DEFINED 01 128600 0 25000
ALCAN ALUMINUM LTD NEW COM 013716105 37 1100 SH DEFINED 02 1100 0 0
ALCOA INC COM 013817101 3330 47400 SH DEFINED 01 12400 0 35000
ALEXANDER & BALDWIN COM 014482103 21 1000 SH DEFINED 02 1000 0 0
ALEXANDRIA RL EST COM 015271109 30 1000 SH DEFINED 02 1000 0 0
ALKERMES INC COM 01642T108 879 9500 SH DEFINED 02 9500 0 0
ALLAIRE CORP COM 016714107 227 3000 SH DEFINED 02 3000 0 0
ALLEGHANY CORP DEL COM COM 017175100 949 5050 SH DEFINED 02 5050 0 0
ALLEGHENY ENERGY INC COM 017361106 4233 152900 SH DEFINED 01 152900 0 0
ALLEGIANCE TELECOM INC COM 01747T102 3668 45500 SH DEFINED 02 45500 0 0
ALLEN GROUP INC COM 018091108 16 1000 SH DEFINED 02 1000 0 0
ALLERGAN INC COM 018490102 18855 377100 SH DEFINED 01 277100 0 100000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 354 16500 SH DEFINED 02 16500 0 0
ALLIANT ENERGY CORP COM 018802108 1796 59000 SH DEFINED 01 59000 0 0
ALLIES CAPITAL CORP COM 01903Q108 70 4000 SH DEFINED 02 4000 0 0
ALLMERICA FINANCIAL CORP COM 019754100 6283 123200 SH DEFINED 01 123200 0 0
ALLSTATE CORP COM 020002101 10797 453400 SH DEFINED 01 325400 0 128000
ALLTEL CORP COM 020039103 7590 120000 SH DEFINED 01 73000 0 47000
ALLTRISTA CORP COM 020040101 2 100 SH DEFINED 02 100 0 0
ALPHA INDUSTRIES INC COM 020753109 475 5000 SH DEFINED 02 5000 0 0
ALPHARMA INC COM 020813101 864 23500 SH DEFINED 02 23500 0 0
ALTERA CORP COM 021441100 1955 21900 SH DEFINED 02 21900 0 0
ALZA CORP DEL COM 022615108 1071 28500 SH DEFINED 02 28500 0 0
AMAZON COM INC COM 023135106 2003 29900 SH DEFINED 02 29900 0 0
AMB PROPERTY CORP COM 00163T109 3698 172000 SH DEFINED 01 172000 0 0
AMBAC INC COM 023139108 4201 83400 SH DEFINED 01 83400 0 0
AMCORE FINL INC COM COM 023912108 54 3000 SH DEFINED 02 3000 0 0
AMERADA HESS CORP COM 023551104 330 5100 SH DEFINED 02 5100 0 0
AMEREN CORP COM 023608102 2769 89500 SH DEFINED 01 89500 0 0
AMERICA ONLINE INC COM 02364J104 53532 793800 SH DEFINED 01 503800 0 290000
AMERICAN ANNUITY GROUP COM COM 023840101 111 7300 SH DEFINED 02 7300 0 0
AMERICAN CLASSIC VOYAGES CO. COM 024928103 1310 52000 SH DEFINED 02 52000 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 197 5200 SH DEFINED 02 5200 0 0
AMERICAN ELEC PWR INC COM 025537101 1303 43700 SH DEFINED 01 43700 0 0
AMERICAN EXPRESS CO COM 025816109 8236 55300 SH DEFINED 01 18300 0 37000
AMERICAN FINANCIAL GROUP INC COM 025932104 664 23200 SH DEFINED 02 23200 0 0
AMERICAN GENERAL CORP COM 026351106 2413 43000 SH DEFINED 01 43000 0 0
AMERICAN GREETINGS CORP COM 026375105 7079 387900 SH DEFINED 01 387900 0 0
AMERICAN HOME PRODS CP COM 026609107 18017 335200 SH DEFINED 01 160200 0 175000
AMERICAN INTL GROUP COM 026874107 52483 479297 SH DEFINED 01 301297 0 178000
AMERICAN ITALIAN PASTA CO COM 027070101 308 12500 SH DEFINED 02 12500 0 0
AMERICAN NATL INS CO COM 028591105 2294 39900 SH DEFINED 02 39900 0 0
AMERICAN STATES WATER CO COM 029899101 89 3000 SH DEFINED 02 3000 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 267 6000 SH DEFINED 02 6000 0 0
AMERICAN TOWER CORP COM 029912201 1062 21500 SH DEFINED 02 21500 0 0
AMERN PWR CONVERSION COM 029066107 7435 173400 SH DEFINED 01 173400 0 0
AMERUS LIFE HOLDINGS A COM 030732101 2284 126000 SH DEFINED 02 126000 0 0
AMFM INC COM 001693100 1168 18800 SH DEFINED 01 18800 0 0
AMGEN INC COM 031162100 37433 609900 SH DEFINED 01 398900 0 211000
AMKOR TECHNOLOGY INC COM 031652100 1114 21000 SH DEFINED 02 21000 0 0
AMR CORP COM 001765106 2327 73000 SH DEFINED 01 73000 0 0
ANACOMP INC COM 032371106 86 5500 SH DEFINED 02 5500 0 0
ANADARKO PETE CORP COM 032511107 7857 203100 SH DEFINED 01 141100 0 62000
ANADIGICS INC COM COM 032515108 495 7500 SH DEFINED 02 7500 0 0
ANALOG DEVICES INC COM 032654105 290 3600 SH DEFINED 02 3600 0 0
ANALOGIC CORP COM 032657207 37 1000 SH DEFINED 02 1000 0 0
ANCHOR BANCORP WIS INC COM COM 032839102 48 3000 SH DEFINED 02 3000 0 0
ANCOR COMMUNICATIONS INC COM 03332K108 535 13000 SH DEFINED 02 13000 0 0
ANDOVER BANCORP INC COM 034258103 114 4000 SH DEFINED 02 4000 0 0
ANDREW CORP COM 034425108 480 21000 SH DEFINED 01 21000 0 0
ANDRX CORP COM COM 034551101 1790 15500 SH DEFINED 02 15500 0 0
ANHEUSER BUSCH COS INC COM 035229103 722 11600 SH DEFINED 02 11600 0 0
ANIXTER INTL INC COM COM 035290105 4516 162000 SH DEFINED 02 162000 0 0
ANN TAYLOR STORES CORP COM 036115103 23 1000 SH DEFINED 02 1000 0 0
APACHE CORP COM 037411105 50 1000 SH DEFINED 02 1000 0 0
APOLLO GROUP INC COM 037604105 132 4700 SH DEFINED 02 4700 0 0
APPLE COMPUTER INC COM 037833100 272 2000 SH DEFINED 02 2000 0 0
APPLIED MATLS INC COM 038222105 22356 237200 SH DEFINED 01 136200 0 101000
APPLIED MICRO CI4CUITS COM 03822W109 8614 57400 SH DEFINED 02 57400 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 62 4300 SH DEFINED 02 4300 0 0
APTARGROUP INC COM 038336103 907 34000 SH DEFINED 02 34000 0 0
ARCH COAL INC COM 039380100 82 11714 SH DEFINED 01 11714 0 0
ARCHER DANIELS MIDLAND COM 039483102 4043 392000 SH DEFINED 01 392000 0 0
ARCHSTONE COMMUNITIES TRUST COM 039581103 4187 210000 SH DEFINED 01 210000 0 0
ARCTIC CAT INC COM COM 039670104 205 20000 SH DEFINED 02 20000 0 0
ARDEN RLTY GROUP INC COM 039793104 2693 129000 SH DEFINED 01 129000 0 0
ARGOSY GAMING COMPANY COM 040228108 620 43500 SH DEFINED 02 43500 0 0
ARGUSS HLDGS INC COM 040282105 571 25500 SH DEFINED 02 25500 0 0
ARROW ELECTRONICS INC COM 042735100 264 7500 SH DEFINED 02 7500 0 0
ARROW INTL INC COM COM 042764100 31 1000 SH DEFINED 02 1000 0 0
ARTESYN TECHNOLOGIES COM COM 043127109 170 9000 SH DEFINED 02 9000 0 0
ASHLAND INC COM 044204105 1583 47600 SH DEFINED 01 47600 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 1612 43500 SH DEFINED 02 43500 0 0
ASPEN TECHNOLOGY INC. COM 045327103 868 21500 SH DEFINED 02 21500 0 0
ASSOCIATES FIRST CAPITAL COR COM 046008108 3976 186000 SH DEFINED 01 87000 0 99000
ASTEC ONDUSTRIES INC COM 046224101 505 19000 SH DEFINED 02 19000 0 0
ASYST TECHNOLOGY CORP COM 04648X107 527 9000 SH DEFINED 02 9000 0 0
AT & T CORP LIBERTY MEDIA GR COM 001957208 4051 68300 SH DEFINED 02 68300 0 0
AT HOME CORP COM 045919107 112 3400 SH DEFINED 02 3400 0 0
AT&T CORP COM 001957109 44605 792099 SH DEFINED 01 480099 0 312000
ATMEL CORP COM 049513104 6241 120900 SH DEFINED 01 120900 0 0
ATMI INC COM 00207R101 478 10000 SH DEFINED 02 10000 0 0
ATWOOD OCEANICS INC COM 050095108 796 12000 SH DEFINED 02 12000 0 0
AURORA FOODS INC COM 05164B106 30 10000 SH DEFINED 02 10000 0 0
AUTODESK INC COM 052769106 814 17900 SH DEFINED 02 17900 0 0
AUTOMATIC DATA PROCESS COM 053015103 6871 142400 SH DEFINED 01 51400 0 91000
AUTOWEB.COM INC. COM 053331104 7 1000 SH DEFINED 02 1000 0 0
AVERY DENNISON CORP COM 053611109 366 6000 SH DEFINED 02 6000 0 0
AVIS RENT A CAR INC COM 053790101 194 11000 SH DEFINED 02 11000 0 0
AVISTA CORPORATION COM 05379B107 815 20000 SH DEFINED 02 20000 0 0
AVNET INC COM 053807103 202 3200 SH DEFINED 02 3200 0 0
AVT CORPORATION COM 002420107 721 61000 SH DEFINED 02 61000 0 0
AVX CORP NEW COM COM 002444107 14086 185800 SH DEFINED 01 148800 0 37000
AWARE INC MASS COM COM 05453N100 24 600 SH DEFINED 02 600 0 0
AXA FINANCIAL INC COM 002451102 36532 1018300 SH DEFINED 01 700300 0 318000
AXENT TECHNOLOGIES INC COM 05459C108 103 5500 SH DEFINED 02 5500 0 0
AZTAR CORP COM 054802103 1378 145000 SH DEFINED 02 145000 0 0
BAIRNCO CORP COM 057097107 40 5700 SH DEFINED 02 5700 0 0
BAKER HUGHES INC COM 057224107 12154 401800 SH DEFINED 01 270800 0 131000
BALDOR ELEC CO COM COM 057741100 352 19500 SH DEFINED 02 19500 0 0
BALDWIN & LYONS INC CL B COM 057755209 233 12000 SH DEFINED 02 12000 0 0
BALL CORP COM 058498106 104 3000 SH DEFINED 02 3000 0 0
BANK OF AMERICA CORP COM 060505104 31641 603400 SH DEFINED 01 381400 0 222000
BANK ONE CORP COM 06423A103 4541 132100 SH DEFINED 01 48100 0 84000
BARD C R INC COM 067383109 3606 93200 SH DEFINED 01 93200 0 0
BARNES AND NOBLE INC COM 067774109 2801 119500 SH DEFINED 01 119500 0 0
BARNES GROUP INC COM 067806109 44 3000 SH DEFINED 02 3000 0 0
BARRETT RESOURCES CORP COM 068480201 27 900 SH DEFINED 02 900 0 0
BARRICK GOLD CORP COM 067901108 176 11200 SH DEFINED 02 11200 0 0
BAUSCH & LOMB INC COM 071707103 6242 119600 SH DEFINED 01 85600 0 34000
BAXTER INTL INC COM 071813109 27257 434800 SH DEFINED 01 330800 0 104000
BB&T CORP COM COM 054937107 3368 120000 SH DEFINED 01 120000 0 0
BEA SYSTEMS INC COM 073325102 7169 97700 SH DEFINED 01 87700 0 10000
BEAR STEARNS COS INC COM 073902108 17821 390599 SH DEFINED 01 311599 0 79000
BECKMAN COULTER INC. COM 075811109 4076 63500 SH DEFINED 01 63500 0 0
BECTON DICKINSON & CO COM 075887109 1581 60100 SH DEFINED 02 60100 0 0
BED BATH AND BEYOND INC COM 075896100 1803 45800 SH DEFINED 01 45800 0 0
BELDEN INC COM 077459105 2811 102200 SH DEFINED 02 102200 0 0
BELL ATLANTIC CORP COM 077853109 28191 461200 SH DEFINED 01 269200 0 192000
BELLSOUTH CORP COM 079860102 60553 1291800 SH DEFINED 01 934800 0 357000
BERGEN BRUNSWIG CORP COM 083739102 510 75500 SH DEFINED 02 75500 0 0
BERKLEY W R CORP COM COM 084423102 1868 81000 SH DEFINED 02 81000 0 0
BEST BUY INC COM 086516101 10346 120300 SH DEFINED 01 91300 0 29000
BHC COMMUNICATIONS INC COM 055448104 2246 14400 SH DEFINED 02 14400 0 0
BINDVIEW DEVELOPMENT CORP COM 090327107 544 17500 SH DEFINED 02 17500 0 0
BIOGEN INC COM 090597105 3256 46600 SH DEFINED 01 31600 0 15000
BIOMET INC COM 090613100 3157 86800 SH DEFINED 01 86800 0 0
BJ SVCS CO COM 055482103 4248 57500 SH DEFINED 01 48500 0 9000
BJS WHOLESALE CLUB INC COM COM 05548J106 269 7000 SH DEFINED 02 7000 0 0
BLACK & DECKER CORP COM 091797100 38 1000 SH DEFINED 02 1000 0 0
BLACK HILLS CORP COM COM 092113109 430 19500 SH DEFINED 02 19500 0 0
BLOCK DRUG INC CL A COM 093644102 84 3030 SH DEFINED 02 3030 0 0
BLOCK H & R INC COM 093671105 1656 37000 SH DEFINED 01 37000 0 0
BLOUNT INTERNATIONAL INC COM 095180105 5 400 SH DEFINED 02 400 0 0
BLYTH INDS INC COM COM 09643P108 2494 91300 SH DEFINED 01 91300 0 0
BMC SOFTWARE INC COM 055921100 1466 29700 SH DEFINED 01 14700 0 15000
BOEING CO COM 097023105 121 3200 SH DEFINED 02 3200 0 0
BOISE CASCADE CORP COM 097383103 5247 151000 SH DEFINED 01 151000 0 0
BOISE CASCADE OFFICE PRODUCT COM 097403109 418 25500 SH DEFINED 02 25500 0 0
BORG-WARNER AUTOMOTIVE COM 099724106 8 200 SH DEFINED 02 200 0 0
BOSTON PROPERTIES INC COM 101121101 3054 96000 SH DEFINED 01 96000 0 0
BOSTON SCIENTIFIC CORPORATIO COM 101137107 2688 126100 SH DEFINED 01 126100 0 0
BOTTOMLINE TECHNOLOGIES INC COM 101388106 146 4000 SH DEFINED 02 4000 0 0
BOWATER INC COM 102183100 7350 137700 SH DEFINED 01 83700 0 54000
BRADY CORP COM 104674106 265 8500 SH DEFINED 02 8500 0 0
BRE PROP INC COM 05564E106 284 11000 SH DEFINED 02 11000 0 0
BRIGGS & STRATTON CORP COM 109043109 1349 32800 SH DEFINED 01 32800 0 0
BRINKER INTL INC COM 109641100 39 1300 SH DEFINED 02 1300 0 0
BRIO TECHNOLOGY COM 109704106 245 6500 SH DEFINED 02 6500 0 0
BRISTOL MYERS SQUIBB COM 110122108 32834 566100 SH DEFINED 01 329100 0 237000
BROADCOM CORP CL A COM 111320107 1312 5400 SH DEFINED 02 5400 0 0
BROADVISION INC COM 111412102 2244 50000 SH DEFINED 02 50000 0 0
BROADWING INC COM 111620100 1253 33700 SH DEFINED 02 33700 0 0
BROCADE COMMUNICATIONS SYS I COM 111621108 179 1000 SH DEFINED 02 1000 0 0
BROOKLINE BANCORP INC COM 113739106 200 21000 SH DEFINED 02 21000 0 0
BROOKS AUTOMATION INC COM 11434A100 188 3000 SH DEFINED 02 3000 0 0
BROWN FORMAN CORP CLASS B COM 115637209 27 500 SH DEFINED 02 500 0 0
BROWN TOM INC COM NEW COM 115660201 726 39500 SH DEFINED 02 39500 0 0
BRUNSWICK CORP COM 117043109 231 12200 SH DEFINED 02 12200 0 0
BT FINL CORP COM COM 055763106 63 4000 SH DEFINED 02 4000 0 0
BUCKEYE TECHNOLOGY INC COM 118255108 18 1000 SH DEFINED 02 1000 0 0
BUCKLE INC COM 118440106 1419 88000 SH DEFINED 02 88000 0 0
BUDGET GROUP INC COM 119003101 294 59500 SH DEFINED 02 59500 0 0
BURLINGTON COAT FACTRY COM 121579106 75 4360 SH DEFINED 02 4360 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 5210 229000 SH DEFINED 01 229000 0 0
BURLINGTON RES INC COM 122014103 3981 107600 SH DEFINED 01 107600 0 0
BURNHAM PACIFIC PROPERTIES I COM 12232C108 64 9000 SH DEFINED 02 9000 0 0
BURR BROWN CORP COM COM 122574106 734 13500 SH DEFINED 02 13500 0 0
C & D TECHNOLOGIES INC COM 124661109 1092 18500 SH DEFINED 02 18500 0 0
C COR ELECTRS INC COM COM 125010108 760 15500 SH DEFINED 02 15500 0 0
C CUBE MICROSYSTEMS INC COM 125015107 1056 14500 SH DEFINED 02 14500 0 0
C D I CORP COM COM 125071100 57 3000 SH DEFINED 02 3000 0 0
CABLE DESIGN TECH CORP COM COM 126924109 1917 56500 SH DEFINED 02 56500 0 0
CABLETRON SYS INC COM 126920107 2297 78200 SH DEFINED 01 56200 0 22000
CABOT CORP COM 127055101 973 31900 SH DEFINED 02 31900 0 0
CABOT OIL & GAS CORP COM 127097103 1562 86500 SH DEFINED 02 86500 0 0
CACI INTERNATIONAL INC - CL COM 127190304 823 27500 SH DEFINED 02 27500 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3952 191600 SH DEFINED 01 191600 0 0
CADIZ INC COM 127537108 378 44500 SH DEFINED 02 44500 0 0
CAL DIVE INTERNATIONAL COM 127914109 1117 22000 SH DEFINED 02 22000 0 0
CALLAWAY GOLF CO COM 131193104 215 13900 SH DEFINED 02 13900 0 0
CALPINE CORP COM 131347106 18452 196300 SH DEFINED 01 138300 0 58000
CAMBREX CORP COM COM 132011107 1022 23500 SH DEFINED 02 23500 0 0
CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 217 16000 SH DEFINED 02 16000 0 0
CAMDEN PROP TR COM 133131102 1191 44000 SH DEFINED 02 44000 0 0
CANADIAN NATL RAILWAY CO COM 136375102 139 5200 SH DEFINED 02 5200 0 0
CAPITAL AUTOMOTIVE REIT COM 139733109 96 8000 SH DEFINED 02 8000 0 0
CAPROCK COMMUNICATIONS CORP COM 140667106 466 9500 SH DEFINED 02 9500 0 0
CARAUSTAR INDS INC COM COM 140909102 42 3000 SH DEFINED 02 3000 0 0
CARDINAL HEALTH INC COM 14149Y108 2335 50900 SH DEFINED 01 50900 0 0
CAREY INTERNATIONAL INC COM 141750109 247 14500 SH DEFINED 02 14500 0 0
CARLISLE COS INC COM COM 142339100 160 4000 SH DEFINED 02 4000 0 0
CAROLINA PWR & LT CO COM 144141108 29 900 SH DEFINED 02 900 0 0
CARRAMERICA REALTY CORP COM 144418100 2391 112500 SH DEFINED 01 112500 0 0
CASCADE NAT GAS CORP COM 147339105 65 4000 SH DEFINED 02 4000 0 0
CASEYS GENERAL STORES INC COM 147528103 76 7000 SH DEFINED 02 7000 0 0
CASTLE & COOKE INC NEW COM COM 148433105 151 9000 SH DEFINED 02 9000 0 0
CATALINA MARKETING CP COM COM 148867104 2835 28000 SH DEFINED 01 28000 0 0
CATAPULT COMMUNICATIONS CORP COM 149016107 82 8000 SH DEFINED 02 8000 0 0
CATERPILLAR INC DEL COM 149123101 8578 217500 SH DEFINED 01 217500 0 0
CATO CORP COM 149205106 652 55500 SH DEFINED 02 55500 0 0
CB RICHARD SERVICES COM 12489L108 359 33000 SH DEFINED 02 33000 0 0
CBL & ASSOC PROP COM 124830100 102 5000 SH DEFINED 02 5000 0 0
CBS CORP COM 12490K107 7990 141100 SH DEFINED 01 70100 0 71000
CDW COMPUTER CENTERS INC COM 125129106 253 3000 SH DEFINED 02 3000 0 0
CELGENE CORP COM 151020104 747 7500 SH DEFINED 02 7500 0 0
CENDENT CORP. COM 151313103 3077 166300 SH DEFINED 01 75300 0 91000
CENTENNIAL COMMUNICATIONS CO COM 15133V208 1532 63000 SH DEFINED 01 63000 0 0
CENTRAL & SO WEST CORP COM 152357109 185 10800 SH DEFINED 02 10800 0 0
CENTRAL GARDEN & PET CO COM COM 153527106 1215 123000 SH DEFINED 02 123000 0 0
CENTRAL NEWSPAPERS INC COM 154647101 1672 50000 SH DEFINED 01 50000 0 0
CENTURY SOUTH BANKS INC COM 156683104 84 4000 SH DEFINED 02 4000 0 0
CENTURYTEL INC COM 156700106 6051 163000 SH DEFINED 01 136000 0 27000
CEPHALON INC COM 156708109 1313 35000 SH DEFINED 02 35000 0 0
CERNER CORPORATION COM 156782104 27 1000 SH DEFINED 02 1000 0 0
CFS BANCORP INC COM 12525D102 36 4000 SH DEFINED 02 4000 0 0
CH ROBINSON WORLDWIDE INC COM 12541W100 298 8000 SH DEFINED 02 8000 0 0
CHARTER ONE FINL INC COM 160903100 372 17700 SH DEFINED 02 17700 0 0
CHASE MANHATTAN CORP COM 16161A108 14517 166500 SH DEFINED 01 85500 0 81000
CHECKFREE HLDGS CORP COM COM 162816102 888 12600 SH DEFINED 02 12600 0 0
CHESAPEAKE CORP. COM 165159104 3326 112500 SH DEFINED 01 112500 0 0
CHEVRON CORPORATION COM 166751107 48271 522200 SH DEFINED 01 358200 0 164000
CHIRON CORP COM 170040109 1726 34600 SH DEFINED 02 34600 0 0
CHOICEPOINT INC COM 170388102 1196 32000 SH DEFINED 02 32000 0 0
CHRIS CRAFT INDS INC COM 170520100 14190 222808 SH DEFINED 01 178938 0 43870
CHURCH & DWIGHT INC COM 171340102 1349 78500 SH DEFINED 02 78500 0 0
CIBER INC COM 17163B102 174 8500 SH DEFINED 02 8500 0 0
CIENA CORP COM COM 171779101 3973 31500 SH DEFINED 02 31500 0 0
CIGNA CORP COM 125509109 18635 246000 SH DEFINED 01 187000 0 59000
CINCINNATI FINANCIAL CORP COM 172062101 6848 182000 SH DEFINED 01 182000 0 0
CINERGY CORP. COM 172474108 26 1200 SH DEFINED 02 1200 0 0
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