-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, GokS1n4uj2OqLEUvgxQdY4tp/swC30IuKOtoEkMv4rN+Zp7xFnoEK28CrOFOIUwZ thOFO5qjTaBmFt1/uiYWmQ== 0001014736-03-000003.txt : 20030813 0001014736-03-000003.hdr.sgml : 20030813 20030813161153 ACCESSION NUMBER: 0001014736-03-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030630 FILED AS OF DATE: 20030813 EFFECTIVENESS DATE: 20030813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA CENTRAL INDEX KEY: 0001014736 IRS NUMBER: 954562891 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05582 FILM NUMBER: 03841445 BUSINESS ADDRESS: STREET 1: 800 E COLORADO BLVD STREET 2: SUIT 900 CITY: PASADENA STATE: CA ZIP: 91101 BUSINESS PHONE: 8187958220 MAIL ADDRESS: STREET 1: 800 EAST COLORADO BLVD SUITE 900 CITY: PASADENA STATE: CA ZIP: 91101 13F-HR 1 f13-063003.txt HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 2003 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: Joel Brouwer Title: Associate Director - Controller Phone: 626-683-4123 Signature, Place and Date of Signing: Joel Brouwer Pasadena, CA August 08, 2003 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. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 Form 13F Information Table Entry Total: 879 Form 13F Information Table Value Total: $3,691,776 (thousands) List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group. 02 28-2437 Strategic Investment Mgmt. 03 008-30714 Twenty-First Securities Corporation. 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 - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3M CO COM 88579Y101 1174 9100 SH DEFINED 01 900 0 8200 ABBOTT LABS COM 002824100 2283 52160 SH DEFINED 01 46700 0 5460 ABERCROMBIE AND FITCH CO COM 002896207 608 21400 SH DEFINED 01 21400 0 0 ACCENTURE LTD-CL A COM G1150G111 15 855 SH DEFINED 01 855 0 0 ACE LTD COM G0070K103 1680 49000 SH DEFINED 01 49000 0 0 ACTIVISION INC NEW COM NEW COM 004930202 172 13200 SH DEFINED 01 13200 0 0 ACXIOM CORPORATION COM 005125109 462 30300 SH DEFINED 01 30300 0 0 ADOBE SYS INC COM 00724F101 48 1500 SH DEFINED 01 1400 0 100 ADTRAN INC COM 00738A106 1394 27000 SH DEFINED 01 27000 0 0 ADVANCE PCS COM 00790K109 413 10800 SH DEFINED 01 10800 0 0 ADVANCED MICRO DEVICES COM 007903107 895 139700 SH DEFINED 01 52700 0 87000 ADVANCED MICRO DEVICES COM 007903107 103 16000 SH DEFINED 01 02 16000 0 0 ADVANCED MICRO DEVICES COM 007903107 12 1900 SH DEFINED 01 03 -137800 0 139700 ADVENT SOFTWARE INC COM COM 007974108 152 8900 SH DEFINED 01 8900 0 0 AES CORP COM 00130H105 3 400 SH DEFINED 01 400 0 0 AETHER SYS INC COM 00808V105 1364 284200 SH DEFINED 01 284200 0 0 AETNA INC-NEW COM 00817Y108 439 7300 SH DEFINED 01 0 0 7300 AFC ENTERPRISES INC COM 00104Q107 254 15500 SH DEFINED 01 15500 0 0 AFFILIATED COMPUTER SERVICES COM 008190100 37796 826500 SH DEFINED 01 672500 0 154000 AFFILIATED COMPUTER SERVICES COM 008190100 686 15000 SH DEFINED 01 02 15000 0 0 AFFILIATED COMPUTER SERVICES COM 008190100 119 2600 SH DEFINED 01 03 -823900 0 826500 AFLAC INC COM 001055102 71 2300 SH DEFINED 01 1800 0 500 AGILENT TECHNOLOGIES INC COM 00846U101 269 13746 SH DEFINED 01 0 0 13746 AIR PRODS & CHEMS INC COM 009158106 3 75 SH DEFINED 01 75 0 0 AK STL HLDG CORP COM 001547108 46 12800 SH DEFINED 01 12800 0 0 ALBEMARLE CORP COM COM 012653101 67 2400 SH DEFINED 01 2400 0 0 ALBERTO CULVER CO COM 013068101 767 15000 SH DEFINED 01 15000 0 0 ALCAN ALUMINUM LTD NEW COM 013716105 31 1000 SH DEFINED 01 0 0 1000 ALCOA INC COM 013817101 130 5100 SH DEFINED 01 3500 0 1600 ALDERWOODS GROUP INC COM 014383103 198 37000 SH DEFINED 01 37000 0 0 ALEXANDRIA RL EST COM 015271109 77 1700 SH DEFINED 01 1600 0 100 ALLEGHENY ENERGY INC COM 017361106 52 6200 SH DEFINED 01 1400 0 4800 ALLERGAN INC COM 018490102 1719 22300 SH DEFINED 01 21900 0 400 ALLETE INC COM 018522102 178 6700 SH DEFINED 01 6700 0 0 ALLIANCE GAMING CORP COM 01859P609 2591 137000 SH DEFINED 01 137000 0 0 ALLIANCE IMAGING INC COM 018606202 59 13500 SH DEFINED 01 13500 0 0 ALLIES CAPITAL CORP COM 01903Q108 9245 400200 SH DEFINED 01 353200 0 47000 ALLMERICA FINANCIAL CORP COM 019754100 94 5200 SH DEFINED 01 4000 0 1200 ALLSTATE CORP COM 020002101 114 3200 SH DEFINED 01 0 0 3200 ALLTEL CORP COM 020039103 20108 417000 SH DEFINED 01 326800 0 90200 ALLTEL CORP COM 020039103 241 5000 SH DEFINED 01 02 5000 0 0 ALLTEL CORP COM 020039103 39 800 SH DEFINED 01 03 -416200 0 417000 ALPHARMA INC COM 020813101 2236 103500 SH DEFINED 01 103500 0 0 ALTERA CORP COM 021441100 768 46735 SH DEFINED 01 7035 0 39700 ALTRIA GROUP INC COM 02209S103 17856 392950 SH DEFINED 01 314700 0 78250 AMAZON COM INC COM 023135106 1896 52200 SH DEFINED 01 23200 0 29000 AMAZON COM INC COM 023135106 182 5000 SH DEFINED 01 02 5000 0 0 AMAZON COM INC COM 023135106 29 800 SH DEFINED 01 03 -51400 0 52200 AMBAC INC COM 023139108 42990 648905 SH DEFINED 01 488255 0 160650 AMBAC INC COM 023139108 994 15000 SH DEFINED 01 02 15000 0 0 AMBAC INC COM 023139108 99 1500 SH DEFINED 01 03 -647405 0 648905 AMERADA HESS CORP COM 023551104 7795 158500 SH DEFINED 01 126500 0 32000 AMERADA HESS CORP COM 023551104 197 4000 SH DEFINED 01 02 4000 0 0 AMERADA HESS CORP COM 023551104 103 2100 SH DEFINED 01 03 -156400 0 158500 AMERICA MOVIL - 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