UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 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: State Treasurer, State of Michigan
Address: P.O. Box 15128
Lansing, MI 48901
13F File Number: 28-1462
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: Vernon L. Johnson
Title: Administrator
Phone: 517-373-3157
Signature, Place, and Date of Signing:
Vernon L. Johnson East Lansing, Michigan November 15, 1999
Report Type (Check only one.):
[ x ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
NONE
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: 0
Form 13F Information Table Entry Total: 964
Form 13F Information Table Value Total: 24,565,332.00
List of Other Included Managers:
NONE
<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 MANAGER Sole SHARED NONE
- ------------------------------ --------------- --------- -------- -------- --- ---- ------- --------- ------- -------- ------
FMC CORP Common 302491303 875 18130 SH Sole 18130
CANADIAN NATL RY CO COMMON 136375102 159165 5250800 SH Sole 5250800
CAPITAL ONE FINL CORP COMMON 14040H105 4388 112500 SH Sole 112500
ADC TELECOMMUNICATIONS INC COMMON 000886101 3233 77100 SH Sole 77100
AFLAC INC COMMON 001055102 6382 152406 SH Sole 152406
AGCO CORP COMMON 001084102 406 31250 SH Sole 31250
AGL RES INC COMMON 001204106 492 30270 SH Sole 30270
AES CORP COMMON 00130H105 6436 109086 SH Sole 109086
AK STL HLDG CORP COMMON 001547108 752 41190 SH Sole 41190
AMR CORP DEL COMMON 001765106 4687 86000 SH Sole 86000
AT + T CORP COMMON 001957109 228079 5243199 SH Sole 5243199
AT + T CDA INC DEPOSITORY RECEI 00207Q202 2927 46601 SH Sole 46601
ABBOTT LABS COMMON 002824100 31865 868560 SH Sole 868560
ABERCROMBIE AND FITCH CO Class A 002896207 1846 54200 SH Sole 54200
ACNIELSON CORP COMMON 004833109 689 30350 SH Sole 30350
ACTUATE CORP COMMON 00508B102 3298 97357 SH Sole 97357
ACUSON COMMON 005113105 179 14030 SH Sole 14030
CNF TRANSN INC COMMON 12612W104 941 25250 SH Sole 25250
CSX CORP COMMON 126408103 5253 123966 SH Sole 123966
CVS CORP COMMON 126650100 9084 222576 SH Sole 222576
CABLETRON SYSTEMS INC COMMON 126920107 1525 97230 SH Sole 97230
CABOT CORP COMMON 127055101 828 34880 SH Sole 34880
CADENCE DESIGN SYS INC COMMON 127387108 1698 126960 SH Sole 126960
EG + G INC COMMON 268457108 1012 25455 SH Sole 25455
E M C CORP MASS COMMON 268648102 41285 578420 SH Sole 578420
ENSCO INTL INC COMMON 26874Q100 1299 71930 SH Sole 71930
E TRADE GROUP INC COMMON 269246104 2878 122460 SH Sole 122460
EASTERN ENTERPRISES COMMON 27637F100 700 15065 SH Sole 15065
EASTMAN CHEM CO COMMON 277432100 1808 45332 SH Sole 45332
EASTMAN KODAK CO COMMON 277461109 13669 180750 SH Sole 180750
EATON CORP COMMON 278058102 3519 40770 SH Sole 40770
ECOLAB INC COMMON 278865100 2520 73836 SH Sole 73836
EDISON INTL COMMON 281020107 4840 199070 SH Sole 199070
EDWARDS AG INC COMMON 281760108 1307 49571 SH Sole 49571
ACXIOM CORP COMMON 005125109 395 20078 SH Sole 20078
ADAPTEC INC COMMON 00651F108 1707 43000 SH Sole 43000
ADOBE SYS INC COMMON 00724F101 3952 34820 SH Sole 34820
ADTRAN INC COMMON 00738A106 793 20700 SH Sole 20700
ADVANCED MICRO DEVICES INC COMMON 007903107 1418 82520 SH Sole 82520
AETNA INC COMMON 008117103 127517 2589184 SH Sole 2589184
AFFILIATED COMPUTER SVCS INC Class A 008190100 1051 25860 SH Sole 25860
AIR PRODS+ CHEMS INC COMMON 009158106 3831 130980 SH Sole 130980
AIRBORNE FGHT CORP COMMON 009266107 538 25520 SH Sole 25520
AIRGAS INC COMMON 009363102 433 37260 SH Sole 37260
ALASKA AIR GROUP INC COMMON 011659109 564 13860 SH Sole 13860
ALBANY INTL CORP Class A 012348108 236 15571 SH Sole 15571
ALBEMARLECORP COMMON 012653101 496 24660 SH Sole 24660
ALBERTO CULVER CO CL B CONV 013068101 728 31480 SH Sole 31480
ALBERTSONS INC COMMON 013104104 9478 239582 SH Sole 239582
ALCAN ALUM LTD COMMON 013716105 4064 130055 SH Sole 130055
ALCOA INC COMMON 013817101 273774 4411266 SH Sole 4411266
ALEXANDER+ BALDWIN INC COMMON 014482103 542 22720 SH Sole 22720
ALLEGHENYENERGY INC COMMON 017361106 1950 61190 SH Sole 61190
ALLEGHENYTELDYNE INC COMMON 017415100 63775 3779285 SH Sole 3779285
ALLERGAN INC COMMON 018490102 4149 37720 SH Sole 37720
ALLIANT CORP COMMON 018802108 1135 41010 SH Sole 41010
ALLIED SIGNAL INC COMMON 019512102 214610 3580560 SH Sole 3580560
ALLIED WASTE INDUSTRIES INC COMMON 019589308 1254 107300 SH Sole 107300
ALLMERICA FINL CORP COMMON 019754100 1353 28400 SH Sole 28400
ALLSTATE CORP COMMON 020002101 11367 455820 SH Sole 455820
ALLTEL CORP COMMON 020039103 12281 174515 SH Sole 174515
ALTERA CORP COMMON 021441100 4516 104110 SH Sole 104110
ALTERNATIVE RES CORP COMMON 02145R102 1250 240871 SH Sole 240871
ALZA CORP COMMON 022615108 2442 57050 SH Sole 57050
ALZA CORP WARRANTS 022615157 0 4960 SH Sole 4960
AMAZON COM INC COMMON 023135106 1186 14838 SH Sole 14838
AMBAC FINL GROUP INC COMMON 023139108 1736 36650 SH Sole 36650
AMERADA HESS CORP COMMON 023551104 3159 51575 SH Sole 51575
AMEREN CORP COMMON 023608102 2964 78395 SH Sole 78395
AMERICA ONLINE INC DEL COMMON 02364J104 234613 2254540 SH Sole 2254540
AMERICAN ELEC PWR INC COMMON 025537101 3724 109115 SH Sole 109115
AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 649 13400 SH Sole 13400
AMERICAN EXPRESS CO COMMON 025816109 34638 256580 SH Sole 256580
AMERICAN FINL GROUP INC OHIO COMMON 025932104 884 31510 SH Sole 31510
AMERICAN GEN CORP COMMON 026351106 8999 142276 SH Sole 142276
AMERICAN GREETINGS CORP Class A 026375105 1005 39015 SH Sole 39015
AMERICAN HOME PRODUCTS CORP COMMON 026609107 30965 746140 SH Sole 746140
AMERICAN INTL GROUP INC COMMON 026874107 118912 1367790 SH Sole 1367790
AMERICAN PWR CONVERSION CORP COMMON 029066107 1914 100750 SH Sole 100750
AMERICAN STD COS INC DEL COMMON 029712106 1429 37000 SH Sole 37000
AMERICAN WTR WKS INC COMMON 030411102 1463 50560 SH Sole 50560
AMERITECH CORP COMMON 030954101 41916 627960 SH Sole 627960
AMETEK AEROSPACE PRODS INC COMMON 031100100 335 16920 SH Sole 16920
AMGEN INC COMMON 031162100 23816 292220 SH Sole 292220
AMSOUTH BANCORPORATION COMMON 032165102 2386 101800 SH Sole 101800
ANADARKO PETE CORP COMMON 032511107 2223 72740 SH Sole 72740
ANALOG DEVICES INC COMMON 032654105 4654 90810 SH Sole 90810
ANDREW CORP COMMON 034425108 813 46782 SH Sole 46782
ANHEUSER BUSCH COS INC COMMON 035229103 18706 266986 SH Sole 266986
AON CORP COMMON 037389103 4302 145510 SH Sole 145510
APACHE CORP COMMON 037411105 2758 63850 SH Sole 63850
APOLLO GROUP INC Class A 037604105 867 41050 SH Sole 41050
APPLE COMPUTER COMMON 037833100 70179 1108455 SH Sole 1108455
APRIA HEALTHCARE GROUP INC COMMON 037933108 456 27200 SH Sole 27200
APPLIED MATERIALS INC COMMON 038222105 16655 214380 SH Sole 214380
ARCHER DANIELS MIDLAND CO COMMON 039483102 4275 352607 SH Sole 352607
ARMSTRONGWORLD INDS INC COMMON 042476101 1026 22840 SH Sole 22840
ARNOLD INDS INC COMMON 042595108 164 13010 SH Sole 13010
ARROW ELECTRS INC COMMON 042735100 877 49762 SH Sole 49762
ARVIN INDS INC COMMON 043339100 420 13580 SH Sole 13580
ASARCO INC COMMON 043413103 610 22590 SH Sole 22590
ASHLAND INC COMMON 044204105 1386 41206 SH Sole 41206
ASSOCIATED BANC CORP COMMON 045487105 1204 33262 SH Sole 33262
AT HOME CORP SER A 045919107 619 14950 SH Sole 14950
ASSOCIATES FIRST CAP CORP COMMON 046008108 71772 1993656 SH Sole 1993656
ASTORIA FINL CORP COMMON 046265104 895 29100 SH Sole 29100
ATLANTIC RICHFIELD CO COMMON 048825103 16315 184090 SH Sole 184090
ATMEL CORP COMMON 049513104 1778 52570 SH Sole 52570
AUTODESK INCORPORATED COMMON 052769106 732 33480 SH Sole 33480
AUTOMATIC DATA PROCESSING INC COMMON 053015103 15764 353248 SH Sole 353248
AUTOZONE INC COMMON 053332102 2405 85700 SH Sole 85700
AVERY DENNISON CORP COMMON 053611109 3446 65320 SH Sole 65320
AVNET INC COMMON 053807103 776 18470 SH Sole 18470
AVON PRODS INC COMMON 054303102 3695 148920 SH Sole 148920
BB+T CORP COMMON 054937107 5907 182460 SH Sole 182460
BISYS GROUP INC COMMON 055472104 41901 893300 SH Sole 893300
BJ SVCS CO COMMON 055482103 1182 37150 SH Sole 37150
BJS WHSL CLUB INC COMMON 05548J106 1146 38750 SH Sole 38750
BP AMOCO PLC DEPOSITORY RECEI 055622104 525003 4737761 SH Sole 4737761
BMC SOFTWARE INC COMMON 055921100 9776 136610 SH Sole 136610
BAKER HUGHES INC COMMON 057224107 5416 186765 SH Sole 186765
BALL CORP COMMON 058498106 775 17585 SH Sole 17585
BANDAG INC COMMON 059815100 368 11500 SH Sole 11500
BANK AMER CORP COMMON 060505104 325510 5845306 SH Sole 5845306
BANK NEW YORK INC COMMON 064057102 14037 419800 SH Sole 419800
BANK ONE CORP COMMON 06423A103 23347 670652 SH Sole 670652
BANKBOSTON CORP COMMON 06605R106 7349 169430 SH Sole 169430
BANTA CORP COMMON 066821109 322 14445 SH Sole 14445
BARD C R INC COMMON 067383109 84381 1792950 SH Sole 1792950
BARNES + NOBLE INC COMMON 067774109 936 36000 SH Sole 36000
BARRICK GOLD CORP COMMON 067901108 4792 220332 SH Sole 220332
BAUSCH + LOMB INC COMMON 071707103 2112 32035 SH Sole 32035
BAXTER INTL INC COMMON 071813109 107266 1780355 SH Sole 1780355
BEA SYS INC COMMON 073325102 3266 92500 SH Sole 92500
BEAR STEARNS COS INC COMMON 073902108 2530 65814 SH Sole 65814
BECKMAN COULTER INC COMMON 075811109 680 15080 SH Sole 15080
BECTON DICKINSON + CO COMMON 075887109 3992 142240 SH Sole 142240
BED BATH + BEYOND INC COMMON 075896100 2562 73320 SH Sole 73320
BELL ATLANTIC CORP COMMON 077853109 59705 886978 SH Sole 886978
BELLSOUTH CORP COMMON 079860102 48444 1076540 SH Sole 1076540
BELO A H CORP SER A 080555105 1184 61920 SH Sole 61920
BEMIS INC COMMON 081437105 1012 29877 SH Sole 29877
BERGEN BRUNSWIG CORP COMMON 083739102 731 70432 SH Sole 70432
BEST BUY CO INC COMMON 086516101 53508 863040 SH Sole 863040
BESTFOODS COMMON 08658U101 7735 159280 SH Sole 159280
BETHLEHEMSTL CORP COMMON 087509105 546 74037 SH Sole 74037
BEVERLY ENTERPRISES INC COMMON 087851309 228 53760 SH Sole 53760
BIOGEN INC COMMON 090597105 6227 79010 SH Sole 79010
BIOMET INC COMMON 090613100 1687 64130 SH Sole 64130
BLACK + DECKER CORPORATION COMMON 091797100 2292 50160 SH Sole 50160
BLACK HILLS CORP COMMON 092113109 262 11245 SH Sole 11245
BLOCK H +R INC COMMON 093671105 2422 55760 SH Sole 55760
BLYTH INDS INC COMMON 09643P108 717 25550 SH Sole 25550
BOB EVANSFARMS INC COMMON 096761101 439 21526 SH Sole 21526
BOEING CO COMMON 097023105 23377 548441 SH Sole 548441
BOISE CASCADE CORP COMMON 097383103 1172 32164 SH Sole 32164
BORDERS GROUP INC COMMON 099709107 598 40700 SH Sole 40700
BORG WARNER AUTOMOTIVE INC COMMON 099724106 604 14050 SH Sole 14050
BOSTON SCIENTIFIC CORP COMMON 101137107 5844 236136 SH Sole 236136
BOWATER INC COMMON 102183100 95756 1823930 SH Sole 1823930
BRIGGS + STRATTON CORP COMMON 109043109 772 13230 SH Sole 13230
BRINKER INTL INC COMMON 109641100 946 34940 SH Sole 34940
BRISTOL MYERS SQUIBB CO COMMON 110122108 214371 3175860 SH Sole 3175860
BRITISH TELECOMMUNICATIONS DEPOSITORY RECEI 111021408 1394 9000 SH Sole 9000
BROWN FORMAN CORP Class B 115637209 2447 39235 SH Sole 39235
BRUNSWICK CORP COMMON 117043109 1321 53090 SH Sole 53090
BUFFETS INC COMMON 119882108 260 22360 SH Sole 22360
BURLINGTON INDS INC COMMON 121693105 126 28030 SH Sole 28030
BURLINGTON NORTHN SANTA FE COMMON 12189T104 7300 265464 SH Sole 265464
BURLINGTON RES INC COMMON 122014103 3716 101104 SH Sole 101104
CBL + ASSOC PPTYS INC REIT 124830100 17106 700000 SH Sole 700000
CCB FINL CORP COMMON 124875105 874 21000 SH Sole 21000
CBRL GROUP INC COMMON 12489V106 489 31547 SH Sole 31547
CBS CORP COMMON 12490K107 18623 402655 SH Sole 402655
CIGNA CORP COMMON 125509109 8838 113675 SH Sole 113675
CLECO CORP NEW COMMON 12561W105 384 11830 SH Sole 11830
CK WITCO CORP COMMON 12562C108 927 62288 SH Sole 62288
CMP GROUPINC COMMON 125887109 449 17010 SH Sole 17010
CMS ENERGY CORP COMMON 125896100 104976 3093220 SH Sole 3093220
CALLAWAY GOLF CO COMMON 131193104 483 39660 SH Sole 39660
CALPINE CORP COMMON 131347106 1216 14300 SH Sole 14300
CAMBRIDGETECHNOLOGY PARNERS M COMMON 132524109 453 31250 SH Sole 31250
CAMDEN PPTY TR REIT 133131102 13072 486400 SH Sole 486400
CAMPBELL SOUP CO COMMON 134429109 9701 247960 SH Sole 247960
CARDINAL HEALTH INC COMMON 14149Y108 8471 155428 SH Sole 155428
CARLISLE COS INC COMMON 142339100 626 15860 SH Sole 15860
CARNIVAL CORP COMMON 143658102 178955 4113900 SH Sole 4113900
CAROLINA PWR + LT CO COMMON 144141108 3225 91170 SH Sole 91170
CARPENTERTECHNOLOGY CORP COMMON 144285103 282 11520 SH Sole 11520
CARRIER ACCESS CORP COMMON 144460102 4941 118180 SH Sole 118180
CARTER WALLACE INC. COMMON 146285101 422 23610 SH Sole 23610
CASE CORP COMMON 14743R103 2214 44450 SH Sole 44450
CATERPILLAR INC COMMON 149123101 101049 1843540 SH Sole 1843540
CENDANT CORP COMMON 151313103 7287 410531 SH Sole 410531
CENTEX CORP COMMON 152312104 1006 34030 SH Sole 34030
CENTOCOR INC COMMON 152342101 2180 37220 SH Sole 37220
CENTRAL + SOUTH WEST CORP COMMON 152357109 2565 121400 SH Sole 121400
CENTURYTEL INC COMMON 156700106 3223 79327 SH Sole 79327
CERIDIAN CORP COMMON 15677T106 148363 5964360 SH Sole 5964360
CHAMPION INTL CORP COMMON 158525105 2806 54620 SH Sole 54620
CHARTER ONE FINL INC COMMON 160903100 2120 91690 SH Sole 91690
CHASE MANHATTAN CORP NEW COMMON 16161A108 410282 5443204 SH Sole 5443204
CHESAPEAKE CORP COMMON 165159104 342 11310 SH Sole 11310
CHEVRON CORP COMMON 166751107 33209 374190 SH Sole 374190
CHIRON CORP COMMON 170040109 2639 95324 SH Sole 95324
CHRIS CRAFT INDS INC COMMON 170520100 989 17627 SH Sole 17627
CHUBB CORP COMMON 171232101 4990 100560 SH Sole 100560
CHURCH + DWIGHT INC COMMON 171340102 510 20380 SH Sole 20380
CINCINNATI BELL INC COMMON 171870108 1404 72250 SH Sole 72250
CINCINNATI FINL CORP COMMON 172062101 3535 94200 SH Sole 94200
CINERGY CORP COMMON 172474108 2561 90442 SH Sole 90442
CIRCUIT CITY STORES INC COMMON 172737108 4827 114410 SH Sole 114410
CIRRUS LOGIC INC COMMON 172755100 350 31780 SH Sole 31780
CISCO SYS INC COMMON 17275R102 551527 8044151 SH Sole 8044151
CINTAS CORP COMMON 172908105 3367 58240 SH Sole 58240
CITIGROUPINC COMMON 172967101 545463 12396883 SH Sole 12396883
CITRIX SYS INC COMMON 177376100 2839 45830 SH Sole 45830
CITY NATLCORP COMMON 178566105 804 23959 SH Sole 23959
CLAIRE S STORES INC COMMON 179584107 441 26655 SH Sole 26655
CLAYTON HOMES INC COMMON 184190106 659 75826 SH Sole 75826
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 15400 192800 SH Sole 192800
CLEVELANDCLIFFS INC COMMON 185896107 184 5900 SH Sole 5900
CLOROX CO COMMON 189054109 5156 134796 SH Sole 134796
COASTAL CORP COMMON 190441105 375692 9177210 SH Sole 9177210
COCA COLA CO COMMON 191216100 204249 4233140 SH Sole 4233140
COCA COLAENTERPRISES INC COMMON 191219104 5468 242360 SH Sole 242360
COLGATE PALMOLIVE CO COMMON 194162103 15229 332880 SH Sole 332880
COLUMBIA ENERGY GROUP COMMON 197648108 2596 46877 SH Sole 46877
COLUMBIA / HCA HEALTHCARE CORP COMMON 197677107 6826 322155 SH Sole 322155
COMAIR HLDGS INC COMMON 199789108 853 51100 SH Sole 51100
COMCAST CORP Class A 200300101 2671 74060 SH Sole 74060
COMCAST CORP Class A Special 200300200 14110 353860 SH Sole 353860
COMDISCO INC COMMON 200336105 1531 79270 SH Sole 79270
COMERICA INC COMMON 200340107 4491 88720 SH Sole 88720
COMPAQ COMPUTER CORP COMMON 204493100 105588 4615873 SH Sole 4615873
COMPASS BANCSHARES INC COMMON 20449H109 1490 59600 SH Sole 59600
COMPUTER ASSOC INTL INC COMMON 204912109 18770 307077 SH Sole 307077
COMPUSA INC COMMON 204932107 289 48150 SH Sole 48150
COMPUTER SCIENCES CORP COMMON 205363104 225719 3210230 SH Sole 3210230
COMPUWARECORP COMMON 205638109 5314 203880 SH Sole 203880
COMSAT CORP COM SER 1 20564D107 651 21983 SH Sole 21983
COMVERSE TECHNOLOGY INC COMMON 205862402 3449 36575 SH Sole 36575
CONAGRA INC COMMON 205887102 6299 279170 SH Sole 279170
CONCORD EFS INC COMMON 206197105 2207 107025 SH Sole 107025
CONECTIV INC COMMON 206829103 956 48690 SH Sole 48690
CONOCO INC Class B 208251405 9817 358624 SH Sole 358624
CONSECO INC COMMON 208464107 3504 184415 SH Sole 184415
CONSOLIDATED EDISON INC COMMON 209115104 5236 126170 SH Sole 126170
CONSOLIDATED NAT GAS CO COMMON 209615103 3417 54785 SH Sole 54785
CONSOLIDATED PAPERS INC COMMON 209759109 1279 47580 SH Sole 47580
CONSOLIDATED STORES CORP COMMON 210149100 1378 62469 SH Sole 62469
CONSTELLATION ENERGY GROUP INC COMMON 210371100 2391 85010 SH Sole 85010
CONVERGYS CORP COMMON 212485106 1583 79900 SH Sole 79900
COOPER INDS INC COMMON 216669101 2525 54020 SH Sole 54020
COOPER TIRE + RUBR CO COMMON 216831107 762 43220 SH Sole 43220
COORS ADOLPH CO Class B 217016104 1123 20740 SH Sole 20740
CORDANT TECHNOLOGIES INC COMMON 218412104 584 19200 SH Sole 19200
CORNING INC COMMON 219350105 9551 139310 SH Sole 139310
COSTCO WHSL CORP NEW COMMON 22160K105 9030 125413 SH Sole 125413
COUNTRYWIDE CR INDS INC COMMON 222372104 2058 63800 SH Sole 63800
COVAD COMMUNICATIONS GROUP INC COMMON 222814204 7193 165000 SH Sole 165000
COVANCE INC COMMON 222816100 298 30750 SH Sole 30750
CRANE CO COMMON 224399105 878 39113 SH Sole 39113
CROWN CORK + SEAL INC COMMON 228255105 1692 69755 SH Sole 69755
CUMMINS ENGINE INC COMMON 231021106 1188 23850 SH Sole 23850
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1169 54350 SH Sole 54350
CYPRUS AMAX MINERALS CO COMMON 232809103 1017 51840 SH Sole 51840
CYTEC INDS INC COMMON 232820100 528 22450 SH Sole 22450
DPL INC COMMON 233293109 1473 83600 SH Sole 83600
DQE COMMON 23329J104 1096 28000 SH Sole 28000
DST SYS INC DEL COMMON 233326107 1885 33150 SH Sole 33150
DTE ENERGY CO COMMON 233331107 3015 82900 SH Sole 82900
DANA CORP COMMON 235811106 135827 3658653 SH Sole 3658653
DANAHER CORP COMMON 235851102 4269 81030 SH Sole 81030
DARDEN RESTAURANTS INC COMMON 237194105 80925 4136734 SH Sole 4136734
DATA GEN CORP COMMON 237688106 596 28300 SH Sole 28300
DAYTON HUDSON CORP COMMON 239753106 212760 3542310 SH Sole 3542310
DEAN FOODS CO COMMON 242361103 901 20690 SH Sole 20690
DEERE + CO COMMON 244199105 5158 133325 SH Sole 133325
DELL COMPUTER CORP COMMON 247025109 60654 1450620 SH Sole 1450620
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 17827 1109876 SH Sole 1109876
DELTA AIRLINES INC DE COMMON 247361108 3888 80160 SH Sole 80160
DE LUXE CORP COMMON 248019101 1472 43280 SH Sole 43280
DENTSPLY INTL INC NEW COMMON 249030107 630 27680 SH Sole 27680
DEVON ENERGY CORPORATION NEW COMMON 25179M103 1740 42000 SH Sole 42000
DEXTER CORP COMMON 252165105 451 12100 SH Sole 12100
DIAL CORPNEW COMMON 25247D101 1379 54090 SH Sole 54090
DIEBOLD INC COMMON 253651103 837 36180 SH Sole 36180
DILLARDS INC Class A 254067101 1238 60950 SH Sole 60950
DIME BANCORP INC NEW COMMON 25429Q102 1023 58460 SH Sole 58460
DISNEY WALT CO COMMON 254687106 30562 1175447 SH Sole 1175447
DOLE FOODINC COMMON 256605106 569 29950 SH Sole 29950
DOLLAR GEN CORP COMMON 256669102 3900 126332 SH Sole 126332
DOLLAR TREE STORES INC COMMON 256747106 1286 32190 SH Sole 32190
DOMINION RES INC VA COMMON 257470104 4969 110127 SH Sole 110127
DONALDSONINC COMMON 257651109 568 24480 SH Sole 24480
DONNELLEYR R + SONS CO COMMON 257867101 2105 72910 SH Sole 72910
DOVER CORP COMMON 260003108 4863 118980 SH Sole 118980
DOW CHEM CO COMMON 260543103 102444 901595 SH Sole 901595
DOW JONES+ CO INC COMMON 260561105 2785 52175 SH Sole 52175
DREYERS GRAND ICE CREAM INC COMMON 261878102 250 14410 SH Sole 14410
DU PONT E I DE NEMOURS + CO COMMON 263534109 79791 1318859 SH Sole 1318859
DUKE ENERGY CO COMMON 264399106 11456 207811 SH Sole 207811
DUN + BRADSTREET CORP DEL COMMON 26483B106 95197 3186517 SH Sole 3186517
EL PASO ENERGY CORP DEL COMMON 283905107 2482 61676 SH Sole 61676
ELAN PLC DEPOSITORY RECEI 284131208 957 28500 SH Sole 28500
ELECTRONIC ARTS COMMON 285512109 2327 32150 SH Sole 32150
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 14902 281500 SH Sole 281500
EMERSON ELEC CO COMMON 291011104 222348 3518860 SH Sole 3518860
EMONS TRANSN GROUP INC COMMON 291575108 573 277875 SH Sole 277875
ENERGY EAST CORP COMMON 29266M109 1460 61480 SH Sole 61480
ENGELHARDCORP COMMON 292845104 1311 71812 SH Sole 71812
ENRON CORP COMMON 293561106 16737 407590 SH Sole 407590
ENTERGY CORP COMMON 29364G103 4069 140630 SH Sole 140630
EQUIFAX INC COMMON 294429105 2334 82990 SH Sole 82990
EQUITY OFFICE PPTYS TR REIT 294741103 119878 5156045 SH Sole 5156045
ETHYL CORP COMMON 297659104 170 43770 SH Sole 43770
EVEREST REINSURANCE HLDGS COMMON 299808105 608 25520 SH Sole 25520
EXXON CORP COMMON 302290101 249057 3277070 SH Sole 3277070
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