-----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, ACf256VNQhYLCAHhuC0BnFeK0VbaWPmj6fijNk+1NCQdx1QNM5930mOnfBhtS6S/ c0rMBtu0vuBEDo0Im38yxQ== 0001012709-03-000040.txt : 20030114 0001012709-03-000040.hdr.sgml : 20030114 20030110115836 ACCESSION NUMBER: 0001012709-03-000040 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030110 EFFECTIVENESS DATE: 20030110 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FREMONT INVESTMENT ADVISORS INC CENTRAL INDEX KEY: 0000872726 IRS NUMBER: 943024487 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02875 FILM NUMBER: 03510091 BUSINESS ADDRESS: STREET 1: C/O FREMONT INVESTMENT ADVISORS INC STREET 2: 333 MARKET STRREET # 2600 CITY: SAN FRANCISCO STATE: CA ZIP: 94116 BUSINESS PHONE: 4152848829 MAIL ADDRESS: STREET 1: 333 MARKET STREET STREET 2: SUITE 2600 CITY: SAN FRANCISCO STATE: CA ZIP: 94116 13F-HR 1 x13f-103.txt FREMONT INVESTMENT ADVISORS, INC. UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2002 --------------------------------- Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holding entries. Institutional Investment Manager Filing this Report: Name: Fremont Investment Advisors Inc ---------------------------------------------------------------------- Address: 333 Market Street Suite 2600 ---------------------------------------------------------------------- San Francisco, CA 94105 ---------------------------------------------------------------------- ---------------------------------------------------------------------- Form 13F File Number: 28-2875 -------------------- The institutional investment 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: Raymund Santiago ---------------------------------------------------------------------- Title: Manager, Fund Administration ---------------------------------------------------------------------- Phone: (415) 284-8949 ---------------------------------------------------------------------- Signature, Place, and Date of Signing: /s/ Raymund Santiago San Francisco, CA 01/10/2003 - ---------------------------------- ------------------------------- ---------- [Signature] [City, State] [Date] Report type (Check only one.): [x] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager (s).) [ ] 13F COMBINATION REPORT. (Check here is a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 2875 ---------------------- ------------------------------------------------- [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: NONE ------------------- Form 13F Information Table Entry Total: 849 ------------------- Form 13F Information Table Value Total: $ 253,069 ------------------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- - ----- ----------------- ---------------------------------------------- [Repeat as necessary.] Form 13F INFORMATIONAL TABLE
Item 1: Item 2: Item 3: Item 4: Item 5: Item 6: Item 7: Item 8: Name of Issuer Title of CUSIP Fair Market Shares of Investment Managers Voting Class Number Value ($) Principal Discretion Authority Amount (a) (b) (c) (a) (b) (c) - --------------------------------------------------------------------------------------------------------------------------------- 3M Co. COM 88579Y101 542,520 4,400 X 1 X 3M Co. COM 88579Y101 172,620 1,400 X 1 X Abbott Laboratories COM 002824100 712,000 17,800 X 1 X Abbott Laboratories COM 002824100 836,000 20,900 X 1 X Abbott Laboratories COM 002824100 460,000 11,500 X 1 X Abbott Laboratories COM 002824100 472,000 11,800 X 1 X Accredo Health, Inc. COM 00437V104 200,925 5,700 X 1 X ACE Ltd COM G0070K103 85,086 2,900 X 1 X Actuate Corp COM 00508B102 38,586 21,800 X 1 X ADC telecommunications COM 000886101 18,601 8,900 X 1 X ADE Corp COM 00089C107 16,716 2,800 X 1 X Adobe Systems COM 00724F101 66,963 2,700 X 1 X Adobe Systems COM 00724F101 705,588 28,450 X 1 X Adobe Systems COM 00724F101 452,618 18,250 X 1 X ADTRAN Inc COM 00738A106 157,920 4,800 X 1 X Advance Auto Parts COM 00751Y106 122,250 2,500 X 1 X Advanced Micro Devices, Inc. COM 007903107 24,548 3,800 X 1 X AdvancePCS COM 00790K109 126,597 5,700 X 1 X Advisory Board Co, The COM 00762W107 257,140 8,600 X 1 X AES Corp COM 00130H105 18,120 6,000 X 1 X Aetna COM 00817Y108 65,792 1,600 X 1 X AFC Enterprises COM 00104Q107 157,575 7,500 X 1 X AFC Enterprises COM 00104Q107 65,131 3,100 X 1 X AFC Enterprises COM 00104Q107 172,282 8,200 X 1 X AFLAC Inc COM 001055102 174,696 5,800 X 1 X AGCO Corp COM 001084102 8,840 400 X 1 X AGCO Corp COM 001084102 198,900 9,000 X 1 X Agilent Technologies Inc COM 00846U101 93,392 5,200 X 1 X Agilent Technologies Inc COM 00846U101 224,500 12,500 X 1 X Air Products & Chemical Inc COM 009158106 111,150 2,600 X 1 X Alberto Culver Co COM 013068101 35,280 700 X 1 X Albertsons Corp COM 013104104 102,396 4,600 X 1 X Alcoa COM 013817101 216,410 9,500 X 1 X Allegheny Power System Inc COM 017361106 10,584 1,400 X 1 X Allegheny Technologies COM 01741R102 5,607 900 X 1 X Allergan Inc COM 018490102 86,430 1,500 X 1 X Alliance Imaging Inc COM 018606202 84,270 15,900 X 1 X Alliance Imaging Inc COM 018606202 128,790 24,300 X 1 X Allied Waste Industries, Inc. COM 019589308 22,000 2,200 X 1 X Allstate Corp COM 020002101 295,920 8,000 X 1 X Allstate Corp COM 020002101 680,616 18,400 X 1 X Alltel Corp COM 020039103 178,500 3,500 X 1 X Altera Corp COM 021441100 53,019 4,300 X 1 X Amazon.com Inc COM 023135106 54,781 2,900 X 1 X Ambac Financial Group COM 023139108 67,488 1,200 X 1 X Amerada Hess Corp COM 023551104 55,050 1,000 X 1 X Ameren Corp COM 023608102 66,512 1,600 X 1 X American Axle & Mfg Holdings COM 024061103 163,940 7,000 X 1 X American Capital Strategies COM 024937104 129,540 6,000 X 1 X American Eagle Outfitters COM 02553E106 60,632 4,400 X 1 X American Electric Power COM 025537101 101,121 3,700 X 1 X American Express Co COM 025816109 530,250 15,000 X 1 X American Financial Group Inc COM 025932104 106,122 4,600 X 1 X American Greetings Co COM 026375105 11,060 700 X 1 X American Intl Group COM 026874107 1,715,079 29,647 X 1 X American Intl Group COM 026874107 1,265,469 21,875 X 1 X American Intl Group COM 026874107 788,206 13,625 X 1 X American Pharmaceutical Partners COM 02886P109 400,500 22,500 X 1 X American Pharmaceutical Partners COM 02886P109 329,300 18,500 X 1 X American Pharmaceutical Partners COM 02886P109 293,700 16,500 X 1 X American Power Conversion Corp COM 029066107 33,330 2,200 X 1 X American Standard Cos Inc COM 029712106 56,912 800 X 1 X American Woodmark Corp COM 030506109 66,500 1,400 X 1 X AmeriCredit Corp COM 03060R101 47,988 6,200 X 1 X Amerigroup Corp COM 03073T102 318,255 10,500 X 1 X Amerigroup Corp COM 03073T102 527,394 17,400 X 1 X Amerisourcebergen Corp COM 3.073E+108 65,172 1,200 X 1 X Amerisourcebergen Corp COM 3.073E+108 141,206 2,600 X 1 X Amgen COM 031162100 711,952 14,728 X 1 X Amgen COM 031162100 232,032 4,800 X 1 X Amgen COM 031162100 135,594 2,805 X 1 X Amgen COM 031162100 531,740 11,000 X 1 X Amgen COM 031162100 67,676 1,400 X 1 X AMR Corp COM 001765106 11,220 1,700 X 1 X Amsouth Bancorp COM 032165102 78,720 4,100 X 1 X Anadarko Petroleum Corp COM 032511107 134,120 2,800 X 1 X Anadarko Petroleum Corp COM 032511107 713,710 14,900 X 1 X Anadarko Petroleum Corp COM 032511107 277,820 5,800 X 1 X Analog Devices Inc COM 032654105 97,867 4,100 X 1 X Anchor Bancorp Wisconsin COM 032839102 139,025 6,700 X 1 X Andrew Corp COM 034425108 10,280 1,000 X 1 X Anheuser Busch Cos Inc COM 035229103 479,160 9,900 X 1 X Annaly Mortgage Management COM 035710409 817,800 43,500 X 1 X Annaly Mortgage Management COM 035710409 494,440 26,300 X 1 X AnnTaylor Stores Corp COM 036115103 138,856 6,800 X 1 X Anthem Inc COM 03674B104 100,640 1,600 X 1 X Anthem Inc COM 03674B104 106,930 1,700 X 1 X Aol Time Warner COM 00184A105 668,100 51,000 X 1 X Aol Time Warner COM 00184A105 340,600 26,000 X 1 X Aol Time Warner COM 00184A105 23,580 1,800 X 1 X Aon Corp COM 037389103 66,115 3,500 X 1 X Apache Corp COM 037411105 94,034 1,650 X 1 X Apache Corp COM 037411105 336,241 5,900 X 1 X Apollo Group Inc COM 037604105 79,200 1,800 X 1 X Apple Computer Inc COM 037833100 55,887 3,900 X 1 X Applebee's Intl Inc COM 037899101 136,827 5,900 X 1 X Applera Corp - Applied Biosystem COM 038020103 42,096 2,400 X 1 X Applied Materials Inc COM 038222105 241,055 18,500 X 1 X Applied Micro Circuits Corp COM 03822W109 12,546 3,400 X 1 X Apria Healthcare Group Inc COM 037933108 458,144 20,600 X 1 X Archer Daniels Midland COM 039483102 91,574 7,385 X 1 X Ashland Corp COM 044204105 22,824 800 X 1 X AT&T Corp COM 001957505 228,201 8,740 X 1 X AT&T Corp COM 001957505 238,645 9,140 X 1 X AT&T Corp COM 001957505 263,189 10,080 X 1 X AT&T Wireless Services COM 00209A106 172,071 30,455 X 1 X AT&T Wireless Services COM 00209A106 140,120 24,800 X 1 X Autodesk, Inc. COM 052769106 18,590 1,300 X 1 X Automatic Data Processing COM 053015103 274,750 7,000 X 1 X Autozone Inc COM 053332102 84,780 1,200 X 1 X Autozone Inc COM 053332102 211,950 3,000 X 1 X Autozone Inc COM 053332102 134,235 1,900 X 1 X Autozone Inc COM 053332102 240,210 3,400 X 1 X Avaya Inc COM 053499109 8,330 3,400 X 1 X Avery Dennison Corp COM 053611109 73,296 1,200 X 1 X Avocent Corporation COM 053893103 211,090 9,500 X 1 X Avocent Corporation COM 053893103 93,324 4,200 X 1 X Avocent Corporation COM 053893103 73,326 3,300 X 1 X Avon Products COM 054303102 145,449 2,700 X 1 X Baker Hughes Inc COM 057224107 122,322 3,800 X 1 X Ball Corp COM 058498106 30,714 600 X 1 X Bank of America Corp COM 060505104 1,189,647 17,100 X 1 X Bank of America Corp COM 060505104 2,970,639 42,700 X 1 X Bank of New York COM 064057102 196,472 8,200 X 1 X Bank of New York COM 064057102 1,212,376 50,600 X 1 X Bank of New York COM 064057102 711,612 29,700 X 1 X Bank One Corp COM 06423A103 482,460 13,200 X 1 X Bard (C.R.) Inc COM 067383109 34,800 600 X 1 X Barr Laboratories Inc COM 068306109 84,617 1,300 X 1 X Bausch & Lomb Inc COM 071707103 21,600 600 X 1 X Baxter Intl COM 071813109 190,400 6,800 X 1 X BB&T Corp COM 054937107 199,746 5,400 X 1 X Bear Stearns Co. COM 073902108 65,340 1,100 X 1 X Bear Stearns Co. COM 073902108 100,980 1,700 X 1 X Becton Dickinson COM 075887109 89,001 2,900 X 1 X Bed Bath & Beyond Inc COM 075896100 113,949 3,300 X 1 X Bellsouth Corp COM 079860102 545,857 21,100 X 1 X Bemis Inc COM 081437105 29,778 600 X 1 X Benchmark Electronics Inc COM 08160H101 65,918 2,300 X 1 X Berkley WR Corp COM 084423102 293,114 7,400 X 1 X Best Buy Company Inc COM 086516101 88,148 3,650 X 1 X Best Buy Company Inc COM 086516101 3,623 150 X 1 X Big Lots Inc COM 089302103 17,199 1,300 X 1 X Biogen Inc COM 090597105 68,102 1,700 X 1 X Biomet Inc COM 090613100 85,980 3,000 X 1 X Biomet Inc COM 090613100 186,290 6,500 X 1 X BJ Services Co COM 055482103 51,696 1,600 X 1 X Black & Decker Corp COM 091797100 38,601 900 X 1 X Black & Decker Corp COM 091797100 115,803 2,700 X 1 X Block (H&R) COM 093671105 88,440 2,200 X 1 X Block (H&R) COM 093671105 237,180 5,900 X 1 X Block (H&R) COM 093671105 402,000 10,000 X 1 X BMC Software COM 055921100 46,197 2,700 X 1 X Boeing Co COM 097023105 313,405 9,500 X 1 X Boeing Co COM 097023105 300,209 9,100 X 1 X Boise Cascade COM 097383103 17,654 700 X 1 X Boston Scientific Corp COM 101137107 195,592 4,600 X 1 X Bristol Myers Squibb COM 110122108 504,670 21,800 X 1 X Bristol Myers Squibb COM 110122108 803,305 34,700 X 1 X Bristol Myers Squibb COM 110122108 431,400 18,635 X 1 X Broadcom Corp COM 111320107 45,180 3,000 X 1 X Brocade Communications COM 111621108 16,974 4,100 X 1 X Brown Forman Corp COM 115637209 45,752 700 X 1 X Brunswick Corp COM 117043109 19,860 1,000 X 1 X Burlington Northern COM 12189T104 111,843 4,300 X 1 X Burlington Resources Inc COM 122014103 93,830 2,200 X 1 X Calpine Corp COM 131347106 12,062 3,700 X 1 X Campbell Soup Co. COM 134429109 107,962 4,600 X 1 X Capital One Financial Corp COM 14040H105 74,300 2,500 X 1 X Capital One Financial Corp COM 14040H105 326,920 11,000 X 1 X Cardinal Health COM 14149Y108 301,869 5,100 X 1 X Cardinal Health COM 14149Y108 384,735 6,500 X 1 X Caremark RX Inc COM 141705103 136,500 8,400 X 1 X Carnival Corp COM 143658102 164,670 6,600 X 1 X Carnival Corp COM 143658102 616,265 24,700 X 1 X Carnival Corp COM 143658102 419,160 16,800 X 1 X Carreker Corp COM 144433109 24,915 5,500 X 1 X Caterpillar Inc COM 149123101 178,308 3,900 X 1 X CDW Computer Centers Inc COM 125129106 157,860 3,600 X 1 X Cendant Corp COM 151313103 120,520 11,500 X 1 X Cendant Corp COM 151313103 211,696 20,200 X 1 X Centerpoint Energy Inc COM 15189T107 28,050 3,300 X 1 X Centex Corp COM 152312104 35,140 700 X 1 X CenturyTel Inc COM 156700106 47,008 1,600 X 1 X Ceridian Corp COM 15677T106 118,244 8,200 X 1 X Charter One Financial, Inc. COM 160903100 76,163 2,651 X 1 X Checkfree Corp COM 162813109 86,405 5,400 X 1 X ChevronTexaco Corp COM 166764100 811,920 12,213 X 1 X ChevronTexaco Corp COM 166764100 252,624 3,800 X 1 X ChevronTexaco Corp COM 166764100 897,480 13,500 X 1 X ChevronTexaco Corp COM 166764100 438,768 6,600 X 1 X Chiron Corp COM 170040109 78,960 2,100 X 1 X Chiron Corp COM 170040109 112,800 3,000 X 1 X Choicepoint Inc COM 170388102 204,005 5,166 X 1 X Chubb Corp COM 171232101 99,180 1,900 X 1 X Ciena Corp COM 171779101 21,074 4,100 X 1 X Cigna Corp COM 125509109 65,792 1,600 X 1 X Cincinnati Financial COM 172062101 67,590 1,800 X 1 X Cinergy Corp COM 172474108 64,068 1,900 X 1 X Cintas Corp COM 172908105 86,925 1,900 X 1 X Circuit City Stores COM 172737108 17,808 2,400 X 1 X Cisco Systems COM 17275R102 1,080,750 82,500 X 1 X Cisco Systems COM 17275R102 1,756,710 134,100 X 1 X Cisco Systems COM 17275R102 1,148,346 87,660 X 1 X Cisco Systems COM 17275R102 1,813,040 138,400 X 1 X Cisco Systems COM 17275R102 206,980 15,800 X 1 X Cisco Systems COM 17275R102 844,950 64,500 X 1 X Citigroup Inc COM 172967101 2,062,134 58,600 X 1 X Citigroup Inc COM 172967101 1,270,359 36,100 X 1 X Citigroup Inc COM 172967101 693,243 19,700 X 1 X Citigroup Inc COM 172967101 1,137,798 32,333 X 1 X Citizens Communications Co COM 17453B101 33,760 3,200 X 1 X Citrix Systems COM 177376100 25,872 2,100 X 1 X Claire's Stores Inc COM 179584107 130,213 5,900 X 1 X Clear Channel Communications COM 184502102 257,301 6,900 X 1 X Clear Channel Communications COM 184502102 484,770 13,000 X 1 X Clear Channel Communications COM 184502102 234,927 6,300 X 1 X Clorox Co COM 189054109 107,250 2,600 X 1 X CMS Energy Corp COM 125896100 14,160 1,500 X 1 X CMS Energy Corp COM 125896100 282,256 29,900 X 1 X CMS Energy Corp COM 125896100 271,872 28,800 X 1 X CNA Financial Corp COM 126117100 450,560 17,600 X 1 X Coca Cola Co COM 191216100 1,236,288 28,200 X 1 X Coca Cola Co COM 191216100 188,512 4,300 X 1 X Coca Cola Enterprises COM 191219104 108,600 5,000 X 1 X Colgate Palmolive COM 194162103 325,066 6,200 X 1 X Comcast Corp COM 20030N101 618,383 26,236 X 1 X Comerica Inc COM 200340107 86,480 2,000 X 1 X Computer Associates COM 204912109 87,750 6,500 X 1 X Computer Sciences Corp COM 205363104 65,455 1,900 X 1 X Compuware Corp COM 205638109 20,160 4,200 X 1 X Comverse Tech Inc COM 205862402 21,042 2,100 X 1 X Conagra Foods Inc COM 205887102 152,561 6,100 X 1 X Concord EFS Inc COM 206197105 91,292 5,800 X 1 X ConocoPhillips COM 20825C104 373,571 7,720 X 1 X Consol Energy Inc COM 20854P109 1,728 100 X 1 X Consolidated Edison COM 209115104 102,768 2,400 X 1 X Constellation Energy Group COM 210371100 50,076 1,800 X 1 X Convergys Corp COM 212485106 28,785 1,900 X 1 X Cooper Industries Inc COM G24182100 36,450 1,000 X 1 X Cooper Tire & Rubber Co COM 216831107 12,272 800 X 1 X Coors Adolph Co COM 217016104 24,500 400 X 1 X Corning Inc COM 219350105 42,699 12,900 X 1 X Corrections Corp of America COM 22025Y407 174,930 10,200 X 1 X Costco Companies COM 22160K105 143,106 5,100 X 1 X Countrywide Financial Corp COM 222372104 72,310 1,400 X 1 X Coventry Health Care Inc COM 222862104 26,127 900 X 1 X Crane Co COM 224399105 13,951 700 X 1 X CSX Corp COM 126408103 67,944 2,400 X 1 X CSX Corp COM 126408103 28,310 1,000 X 1 X Cummins Inc COM 231021106 14,065 500 X 1 X CVS Corp COM 126650100 109,868 4,400 X 1 X Dana Corp COM 235811106 19,992 1,700 X 1 X Danaher Corp. COM 235851102 111,690 1,700 X 1 X Darden Restaurants COM 237194105 39,878 1,950 X 1 X Darden Restaurants COM 237194105 212,680 10,400 X 1 X Deere & Co COM 244199105 123,795 2,700 X 1 X Dell Computer Corp COM 247025109 783,482 29,300 X 1 X Dell Computer Corp COM 247025109 743,372 27,800 X 1 X Dell Computer Corp COM 247025109 366,338 13,700 X 1 X Delphi Automotive Systems COM 247126105 50,715 6,300 X 1 X Delphi Automotive Systems COM 247126105 185,150 23,000 X 1 X Delphi Automotive Systems COM 247126105 67,620 8,400 X 1 X Delta Airlines COM 247361108 16,940 1,400 X 1 X Deluxe Corp COM 248019101 29,470 700 X 1 X Devon Energy COM 25179M103 82,620 1,800 X 1 X Dial Corp COM 25247D101 236,292 11,600 X 1 X Dillards Inc COM 254067101 14,274 900 X 1 X Disney Walt Co COM 254687106 375,130 23,000 X 1 X Disney Walt Co COM 254687106 1,549,450 95,000 X 1 X Disney Walt Co COM 254687106 895,419 54,900 X 1 X Dole Food Co COM 256605106 283,446 8,700 X 1 X Dole Food Co COM 256605106 172,674 5,300 X 1 X Dollar General COM 256669102 45,410 3,800 X 1 X Dominion Resources, Inc. COM 25746U109 192,150 3,500 X 1 X Donnelley RR & Sons Co COM 257867101 26,124 1,200 X 1 X Dover Corp COM 260003108 67,068 2,300 X 1 X Dow Chemical COM 260543103 302,940 10,200 X 1 X Dow Jones & Co Inc COM 260561105 38,907 900 X 1 X DTE Energy Co COM 233331107 83,520 1,800 X 1 X Du Pont COM 263534109 474,880 11,200 X 1 X Du Pont COM 263534109 148,400 3,500 X 1 X Duke Power COM 264399106 197,354 10,100 X 1 X Dynegy Inc. - Cl A COM 26816Q101 4,838 4,100 X 1 X Eastman Chemical Co COM 277432100 33,093 900 X 1 X Eastman Kodak COM 277461109 115,632 3,300 X 1 X Eastman Kodak COM 277461109 406,464 11,600 X 1 X Eaton COM 278058102 62,488 800 X 1 X eBay, Inc. COM 278642103 237,370 3,500 X 1 X Ecolab Inc COM 278865100 69,300 1,400 X 1 X Edison Intl COM 281020107 43,845 3,700 X 1 X eFunds Corp COM 28224R101 143,027 15,700 X 1 X El Paso Corporation COM 28336L109 45,936 6,600 X 1 X Electronic Arts COM 285512109 79,632 1,600 X 1 X Electronic Arts COM 285512109 194,103 3,900 X 1 X Electronic Data Systems COM 285661104 101,365 5,500 X 1 X Electronic Data Systems COM 285661104 761,159 41,300 X 1 X Electronic Data Systems COM 285661104 453,194 24,590 X 1 X EMC Corp Mass COM 268648102 154,114 25,100 X 1 X EMC Corp Mass COM 268648102 1,258,086 204,900 X 1 X EMC Corp Mass COM 268648102 803,112 130,800 X 1 X Emerson Electric COM 291011104 238,995 4,700 X 1 X Energizer Holdings Inc COM 29266R108 242,730 8,700 X 1 X Englehard Corp COM 292845104 33,525 1,500 X 1 X Entergy Corp (New) COM 29364G103 113,975 2,500 X 1 X EOG Resources Inc COM 26875P101 55,888 1,400 X 1 X Equifax Inc COM 294429105 39,338 1,700 X 1 X Equity Office Properties Trust COM 294741103 117,406 4,700 X 1 X Equity Residential COM 29476L107 76,198 3,100 X 1 X Estee Lauder Companies Inc. COM 518439104 1,436,160 54,400 X 1 X Estee Lauder Companies Inc. COM 518439104 827,376 31,340 X 1 X Exelon Corp COM 30161N101 189,972 3,600 X 1 X ExpressJet Holdings Inc COM 30218U108 380,275 37,100 X 1 X ExpressJet Holdings Inc COM 30218U108 177,325 17,300 X 1 X ExpressJet Holdings Inc COM 30218U108 29,725 2,900 X 1 X Exxon Mobil Corp COM 30231G102 2,683,392 76,800 X 1 X Exxon Mobil Corp COM 30231G102 1,617,023 46,280 X 1 X Exxon Mobil Corp COM 30231G102 754,704 21,600 X 1 X Exxon Mobil Corp COM 30231G102 642,896 18,400 X 1 X Fair Issac & Co COM 303250104 68,320 1,600 X 1 X Family Dollar Stores Inc COM 307000109 65,541 2,100 X 1 X Federal Home Loan MTG COM 313400301 466,495 7,900 X 1 X Federal Home Loan MTG COM 313400301 1,163,285 19,700 X 1 X Federal Home Loan MTG COM 313400301 873,940 14,800 X 1 X Federal National Mortgage COM 313586109 733,362 11,400 X 1 X Federal National Mortgage COM 313586109 1,241,569 19,300 X 1 X Federal National Mortgage COM 313586109 1,531,054 23,800 X 1 X Federated Department Store COM 31410H101 63,272 2,200 X 1 X FedEx Corporation COM 31428X106 184,348 3,400 X 1 X Fidelity National Financial COM 316326107 606,698 18,480 X 1 X Fidelity National Financial COM 316326107 151,018 4,600 X 1 X Fifth Third Bancorp COM 316773100 389,826 6,658 X 1 X First Data Corp COM 319963104 304,526 8,600 X 1 X First Tennessee National Corp. COM 337162101 50,316 1,400 X 1 X FirstEnergy Corp COM 337932107 115,230 3,495 X 1 X Fiserv Inc COM 337738108 76,388 2,250 X 1 X Fleet Boston Financial Corp COM 339030108 286,740 11,800 X 1 X Fluor Corp COM 343412102 25,200 900 X 1 X Ford Motor Co COM 345370860 189,720 20,400 X 1 X Forest Labs COM 345838106 196,440 2,000 X 1 X Forest Labs COM 345838106 196,440 2,000 X 1 X Fortune Brands Inc COM 349631101 74,416 1,600 X 1 X FPL Group Inc COM 302571104 120,260 2,000 X 1 X Franklin Resources Inc COM 354613101 102,240 3,000 X 1 X Freeport-Mcmoran Copper B COM 35671D857 26,848 1,600 X 1 X Gamestop Corp COM 36466R101 179,340 18,300 X 1 X Gannett COM 364730101 222,580 3,100 X 1 X GAP Inc COM 364760108 152,096 9,800 X 1 X Gateway 2000 Inc COM 367626108 11,618 3,700 X 1 X Genentech, Inc. COM 368710406 1,288,266 38,850 X 1 X Genentech, Inc. COM 368710406 732,836 22,100 X 1 X General Dynamics Corp. COM 369550108 182,551 2,300 X 1 X General Electric Co COM 369604103 2,766,160 113,600 X 1 X General Electric Co COM 369604103 1,661,888 68,250 X 1 X General Electric Co COM 369604103 1,067,261 43,830 X 1 X General Electric Co COM 369604103 1,787,290 73,400 X 1 X General Electric Co COM 369604103 991,045 40,700 X 1 X General Mills Inc COM 370334104 197,190 4,200 X 1 X General Motors Corp COM 370442105 235,904 6,400 X 1 X General Motors Corp COM 370442105 556,586 15,100 X 1 X General Motors Corp COM 370442105 224,846 6,100 X 1 X Genesis Health Ventures COM 37183F107 200,850 13,000 X 1 X Genuine Parts Co COM 372460105 64,680 2,100 X 1 X Genzyme Corp COM 372917104 73,925 2,500 X 1 X Georgia-Pacific Corp COM 373298108 42,016 2,600 X 1 X Gilead Sciences COM 375558103 319,600 9,400 X 1 X Gillette Co COM 375766102 361,284 11,900 X 1 X Golden West Financial Corp COM 381317106 129,258 1,800 X 1 X Golden West Financial Corp COM 381317106 782,729 10,900 X 1 X Goldman Sachs Group COM 38141G104 367,740 5,400 X 1 X Goodrich (B.F.) COM 382388106 20,152 1,100 X 1 X Goodyear Tire & Rubber COM 382550101 12,939 1,900 X 1 X Grainger W W Inc. COM 384802104 56,705 1,100 X 1 X Great Lakes Chemical Corp COM 390568103 14,328 600 X 1 X Greenpoint Financial COM 395384100 519,570 11,500 X 1 X Greenpoint Financial COM 395384100 700,290 15,500 X 1 X GTECH Holdings COM 400518106 64,078 2,300 X 1 X Guidant Corp COM 401698105 107,975 3,500 X 1 X Gulf Island Fabrication Inc COM 402307102 108,875 6,700 X 1 X Halliburton Co COM 406216101 91,679 4,900 X 1 X Harley Davidson Inc COM 412822108 161,700 3,500 X 1 X Harley Davidson Inc COM 412822108 180,180 3,900 X 1 X Harrah's Entertainment COM 413619107 55,440 1,400 X 1 X Harrah's Entertainment COM 413619107 142,560 3,600 X 1 X Hartford Fin Svcs Group COM 416515104 127,204 2,800 X 1 X Hasbro, Inc. COM 418056107 24,255 2,100 X 1 X Hca Inc COM 404119109 244,850 5,900 X 1 X Hca Inc COM 404119109 161,850 3,900 X 1 X Health Management Associates Inc COM 421933102 48,330 2,700 X 1 X Health Management Associates Inc COM 421933102 107,400 6,000 X 1 X Healthsouth Rehab. 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