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, 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: 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, 2000
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: 982
Form 13F Information Table Value Total: 24,445,926.00
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
------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ ---
ADC TELECOMMUNICATIONS INC COMMON 000886101 10955 407400 SH Sole 407400
AFLAC INC COMMON 001055102 9834 153506 SH Sole 153506
AGCO CORP COMMON 001084102 458 38550 SH Sole 38550
AGL RES INC COMMON 001204106 703 35020 SH Sole 35020
AES CORP COMMON 00130H105 18089 264072 SH Sole 264072
AK STL HLDG CORP COMMON 001547108 670 71490 SH Sole 71490
AMR CORP DEL COMMON 001765106 2831 86600 SH Sole 86600
AT + T CORP COMMON 001957109 206869 7042352 SH Sole 7042352
CSG SYS INTL INC COMMON 126349109 983 33900 SH Sole 33900
CSX CORP COMMON 126408103 2756 126366 SH Sole 126366
CVS CORP COMMON 126650100 10452 225676 SH Sole 225676
CABLETRON SYSTEMS INC COMMON 126920107 3097 105430 SH Sole 105430
CABOT CORP COMMON 127055101 1368 43180 SH Sole 43180
COVANCE INC COMMON 222816100 304 37100 SH Sole 37100
CRANE CO COMMON 224399105 801 35013 SH Sole 35013
EL PASO ENERGY CORP DEL COMMON 283905107 8243 133756 SH Sole 133756
ELAN PLC ADR 284131208 1834 33500 SH Sole 33500
ELECTRONIC ARTS COMMON 285512109 4152 84100 SH Sole 84100
ABBOTT LABS COMMON 002824100 91204 1917560 SH Sole 1917560
ABERCROMBIE AND FITCH CO CL A 002896207 1250 65600 SH Sole 65600
ACNIELSON CORP COMMON 004833109 892 37450 SH Sole 37450
ACTUATE CORP COMMON 00508B102 26890 778356 SH Sole 778356
ACUSON COMMON 005113105 406 17830 SH Sole 17830
ACXIOM CORP COMMON 005125109 2452 77228 SH Sole 77228
ADAPTEC INC COMMON 00651F108 1144 57200 SH Sole 57200
ADOBE SYS INC COMMON 00724F101 10750 69240 SH Sole 69240
ADTRAN INC COMMON 00738A106 1068 25100 SH Sole 25100
ADVANCED MICRO DEVICES INC COMMON 007903107 4187 177240 SH Sole 177240
AETNA INC COMMON 008117103 72911 1255730 SH Sole 1255730
AFFILIATED COMPUTER SVCS INC CL A 008190100 1599 32060 SH Sole 32060
AGILENT TECHNOLOGIES INC COMMON 00846U101 29431 601390 SH Sole 601390
AGILE SOFTWARE CORP DEL COMMON 00846X105 2345 26070 SH Sole 26070
AIR PRODS + CHEMS INC COMMON 009158106 44808 1244669 SH Sole 1244669
AIRBORNE FGHT CORP COMMON 009266107 323 31670 SH Sole 31670
AIRGAS INC COMMON 009363102 292 42860 SH Sole 42860
ALASKA AIR GROUP INC COMMON 011659109 412 17160 SH Sole 17160
ALBANY INTL CORP CL A 012348108 237 19782 SH Sole 19782
ALBEMARLE CORP COMMON 012653101 598 29610 SH Sole 29610
ALBERTO CULVER CO CL B CONV 013068101 927 32180 SH Sole 32180
ALBERTSONS INC COMMON 013104104 5145 244982 SH Sole 244982
ALCAN ALUM LTD COMMON 013716105 3662 126555 SH Sole 126555
ALCOA INC COMMON 013817101 199863 7895820 SH Sole 7895820
ALCATEL ALSTHOM SPON ADR 013904305 754 12000 SH Sole 12000
ALEXANDER + BALDWIN INC COMMON 014482103 682 26220 SH Sole 26220
ALLEGHENY ENERGY INC COMMON 017361106 2730 71490 SH Sole 71490
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 872 48092 SH Sole 48092
ALLEGIANCE TELECOM INC COMMON 01747T102 1330 35715 SH Sole 35715
ALLERGAN INC COMMON 018490102 6328 74940 SH Sole 74940
ALLETE COMMON 018522102 1063 48040 SH Sole 48040
ALLIANT CORP COMMON 018802108 1503 51160 SH Sole 51160
ALLIED WASTE INDUSTRIES INC COMMON 019589308 1003 109200 SH Sole 109200
ALLMERICA FINL CORP COMMON 019754100 2196 34350 SH Sole 34350
ALLSTATE CORP COMMON 020002101 14724 423720 SH Sole 423720
ALLTEL CORP COMMON 020039103 9520 182415 SH Sole 182415
ALTERA CORP COMMON 021441100 11003 230420 SH Sole 230420
ALZA CORP COMMON 022615108 5765 66650 SH Sole 66650
AMAZON COM INC COMMON 023135106 46463 1208801 SH Sole 1208801
AMBAC FINL GROUP INC COMMON 023139108 3318 45300 SH Sole 45300
AMERADA HESS CORP COMMON 023551104 3506 52375 SH Sole 52375
AMEREN CORP COMMON 023608102 3325 79395 SH Sole 79395
AMERICA ONLINE INC COMMON 02364J104 246377 4583750 SH Sole 4583750
AMERICAN ELEC PWR INC COMMON 025537101 7279 186035 SH Sole 186035
AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 953 30250 SH Sole 30250
AMERICAN EXPRESS CO COMMON 025816109 46695 768640 SH Sole 768640
AMERICAN FINL GROUP INC OHIO COMMON 025932104 878 37860 SH Sole 37860
AMERICAN GEN CORP COMMON 026351106 11371 145776 SH Sole 145776
AMERICAN GREETINGS CORP CL A 026375105 653 37315 SH Sole 37315
AMERICAN HOME PRODUCTS CORP COMMON 026609107 101113 1787640 SH Sole 1787640
AMERICAN INTL GROUP INC COMMON 026874107 196951 2058268 SH Sole 2058268
AMERICAN PWR CONVERSION CORP COMMON 029066107 2150 112050 SH Sole 112050
AMERICAN STD COS INC DEL COMMON 029712106 2011 45250 SH Sole 45250
AMERICAN WTR WKS INC COMMON 030411102 1750 63510 SH Sole 63510
AMERISOURCE HEALTH CORP CL A 03071P102 235 5000 SH Sole 5000
AMETEK AEROSPACE PRODS INC COMMON 031100100 440 20770 SH Sole 20770
AMGEN INC COMMON 031162100 41474 593940 SH Sole 593940
AMSOUTH BANCORPORATION COMMON 032165102 2718 217400 SH Sole 217400
ANADARKO PETE CORP COMMON 032511107 9331 140404 SH Sole 140404
ANALOG DEVICES INC COMMON 032654105 50910 616620 SH Sole 616620
ANDREW CORP COMMON 034425108 1220 46582 SH Sole 46582
ANHEUSER BUSCH COS INC COMMON 035229103 22111 522572 SH Sole 522572
ANTEC CORP COMMON 03664P105 726 24600 SH Sole 24600
ANTENNA TV SA SPON ADR 03672N100 572 26000 SH Sole 26000
AON CORP COMMON 037389103 5809 148010 SH Sole 148010
APACHE CORP COMMON 037411105 4165 70450 SH Sole 70450
APOLLO GROUP INC CL A 037604105 1944 48750 SH Sole 48750
APPLE COMPUTER COMMON 037833100 30960 1202318 SH Sole 1202318
APRIA HEALTHCARE GROUP INC COMMON 037933108 471 33800 SH Sole 33800
APPLIED MATERIALS INC COMMON 038222105 27708 467160 SH Sole 467160
ARCHER DANIELS MIDLAND CO COMMON 039483102 3153 365617 SH Sole 365617
ARMSTRONG HLDGS INC COMMON 042384107 277 23240 SH Sole 23240
ARNOLD INDS INC COMMON 042595108 268 15860 SH Sole 15860
ARROW ELECTRS INC COMMON 042735100 2160 63412 SH Sole 63412
ARVINMERITOR INC COMMON 043353101 682 46467 SH Sole 46467
ASHLAND INC COMMON 044204105 1375 40806 SH Sole 40806
ASSOCIATED BANC CORP COMMON 045487105 1168 44503 SH Sole 44503
ASSOCIATES FIRST CAP CORP CL A 046008108 75519 1987329 SH Sole 1987329
ASTORIA FINL CORP COMMON 046265104 1277 33050 SH Sole 33050
ATLAS AIR INC COMMON 049164106 1044 24700 SH Sole 24700
ATMEL CORP COMMON 049513104 4533 298480 SH Sole 298480
AUTODESK INCORPORATED COMMON 052769106 855 33680 SH Sole 33680
AUTOMATIC DATA PROCESSING INC COMMON 053015103 24205 361948 SH Sole 361948
AUTOZONE INC COMMON 053332102 1668 73500 SH Sole 73500
AVERY DENNISON CORP COMMON 053611109 13900 299720 SH Sole 299720
AVNET INC COMMON 053807103 1678 59140 SH Sole 59140
AVOCENT CORP COMMON 053893103 1532 27800 SH Sole 27800
AVON PRODS INC COMMON 054303102 5613 137320 SH Sole 137320
BB+T CORP COMMON 054937107 6952 230760 SH Sole 230760
BJ SVCS CO COMMON 055482103 3289 53800 SH Sole 53800
BJS WHSL CLUB INC COMMON 05548J106 1618 47400 SH Sole 47400
BP AMOCO PLC SPON ADR 055622104 300090 5662083 SH Sole 5662083
BMC SOFTWARE INC COMMON 055921100 2701 141210 SH Sole 141210
BAKER HUGHES INC COMMON 057224107 7090 190965 SH Sole 190965
BALL CORP COMMON 058498106 545 17185 SH Sole 17185
BANDAG INC COMMON 059815100 482 13400 SH Sole 13400
BANK AMER CORP COMMON 060505104 329501 6291187 SH Sole 6291187
BANK NEW YORK INC COMMON 064057102 23916 426600 SH Sole 426600
BANK ONE CORP COMMON 06423A103 25761 666952 SH Sole 666952
BANK TOKYO MITSUBISHI LTD SPON ADR 065379109 257 22000 SH Sole 22000
BANKNORTH GROUP INC NEW COMMON 06646R107 1673 93600 SH Sole 93600
BANTA CORP COMMON 066821109 395 16195 SH Sole 16195
BARD C R INC COMMON 067383109 61345 1451942 SH Sole 1451942
BARNES + NOBLE INC COMMON 067774109 817 41500 SH Sole 41500
BARRICK GOLD CORP COMMON 067901108 3488 228732 SH Sole 228732
BAUSCH + LOMB INC COMMON 071707103 1197 30735 SH Sole 30735
BAXTER INTL INC COMMON 071813109 122128 1530191 SH Sole 1530191
BEA SYS INC COMMON 073325102 79432 1020000 SH Sole 1020000
BEAR STEARNS COS INC COMMON 073902108 3913 62104 SH Sole 62104
BECKMAN COULTER INC COMMON 075811109 1483 19230 SH Sole 19230
BECTON DICKINSON + CO COMMON 075887109 3858 145940 SH Sole 145940
BED BATH + BEYOND INC COMMON 075896100 3957 162240 SH Sole 162240
BELLSOUTH CORP COMMON 079860102 43532 1081540 SH Sole 1081540
BELO A H CORP SER A 080555105 1410 76470 SH Sole 76470
BEMIS INC COMMON 081437105 985 30677 SH Sole 30677
BERGEN BRUNSWIG CORP CL A 083739102 1019 87182 SH Sole 87182
BEST BUY CO INC COMMON 086516101 7523 118240 SH Sole 118240
BESTFOODS COMMON 08658U101 41249 566997 SH Sole 566997
BETHLEHEM STL CORP COMMON 087509105 229 76237 SH Sole 76237
BIOGEN INC COMMON 090597105 5237 85860 SH Sole 85860
BIOMET INC COMMON 090613100 3593 102645 SH Sole 102645
BLACK + DECKER CORPORATION COMMON 091797100 1684 49260 SH Sole 49260
BLACK HILLS CORP COMMON 092113109 415 14795 SH Sole 14795
BLOCK H + R INC COMMON 093671105 2107 56860 SH Sole 56860
BLYTH INDS INC COMMON 09643P108 728 31050 SH Sole 31050
BOB EVANS FARMS INC COMMON 096761101 423 22876 SH Sole 22876
BOEING CO COMMON 097023105 32624 517841 SH Sole 517841
BOISE CASCADE CORP COMMON 097383103 878 33064 SH Sole 33064
BORDERS GROUP INC COMMON 099709107 707 50700 SH Sole 50700
BORG WARNER AUTOMOTIVE INC COMMON 099724106 565 17050 SH Sole 17050
BOSTON SCIENTIFIC CORP COMMON 101137107 3875 235736 SH Sole 235736
BOWATER INC COMMON 102183100 84328 1815947 SH Sole 1815947
BRIGGS + STRATTON CORP COMMON 109043109 489 12930 SH Sole 12930
BRINKER INTL INC COMMON 109641100 1274 42290 SH Sole 42290
BRISTOL MYERS SQUIBB CO COMMON 110122108 173566 3038361 SH Sole 3038361
BRITISH TELECOMMUNICATIONS ADR 111021408 964 9000 SH Sole 9000
BROADCOM CORP CL A 111320107 31249 128200 SH Sole 128200
BROADWING INC COMMON 111620100 3571 139700 SH Sole 139700
BROWN FORMAN CORP CL B 115637209 2170 39635 SH Sole 39635
BRUNSWICK CORP COMMON 117043109 927 50790 SH Sole 50790
BUFFETS INC COMMON 119882108 370 26910 SH Sole 26910
BURLINGTON NORTHN SANTA FE COMMON 12189T104 5030 233264 SH Sole 233264
BURLINGTON RES INC COMMON 122014103 4583 124504 SH Sole 124504
CBL + ASSOC PPTYS INC REIT 124830100 12030 480000 SH Sole 480000
CBRL GROUP INC COMMON 12489V106 530 36847 SH Sole 36847
CDW COMPUTER CTRS INC COMMON 125129106 3912 56700 SH Sole 56700
C H ROBINSON WORLDWIDE COMMON 12541W100 1544 27400 SH Sole 27400
CIGNA CORP COMMON 125509109 9498 90975 SH Sole 90975
CIT GROUP INC CL A 125577106 2662 152100 SH Sole 152100
CLECO CORP NEW COMMON 12561W105 679 14530 SH Sole 14530
CMS ENERGY CORP COMMON 125896100 82623 3067222 SH Sole 3067222
CNF TRANSN INC COMMON 12612W104 699 31400 SH Sole 31400
CP + L ENERGY INC COMMON 12614C106 3851 92370 SH Sole 92370
CADENCE DESIGN SYS INC COMMON 127387108 4096 159460 SH Sole 159460
CALLAWAY GOLF CO COMMON 131193104 760 49460 SH Sole 49460
CALPINE CORP COMMON 131347106 9321 89300 SH Sole 89300
CAMBRIDGE TECHNOLOGY PARNERS M COMMON 132524109 178 40750 SH Sole 40750
CAMPBELL SOUP CO COMMON 134429109 6323 244360 SH Sole 244360
CANADIAN NATL RY CO COMMON 136375102 152775 5211951 SH Sole 5211951
CAPITAL ONE FINL CORP COMMON 14040H105 7938 113300 SH Sole 113300
CARDINAL HEALTH INC COMMON 14149Y108 14148 160428 SH Sole 160428
CARLISLE COS INC COMMON 142339100 812 19560 SH Sole 19560
CARNIVAL CORP COMMON 143658102 88013 3574122 SH Sole 3574122
CARPENTER TECHNOLOGY CORP COMMON 144285103 414 14220 SH Sole 14220
CARTER WALLACE INC. COMMON 146285101 716 29310 SH Sole 29310
CATERPILLAR INC COMMON 149123101 84013 2489260 SH Sole 2489260
CENDANT CORP COMMON 151313103 4535 417031 SH Sole 417031
CENTEX CORP COMMON 152312104 1103 34330 SH Sole 34330
CENTRA SOFTWARE INC COMMON 15234X103 1365 210076 SH Sole 210076
CENTURYTEL INC COMMON 156700106 2211 81127 SH Sole 81127
CERIDIAN CORP COMMON 15677T106 2351 83760 SH Sole 83760
CHARTER ONE FINL INC COMMON 160903100 2953 121160 SH Sole 121160
CHASE MANHATTAN CORP NEW COMMON 16161A108 277847 6015636 SH Sole 6015636
CHECKFREE CORP NEW COMMON 162813109 2030 48450 SH Sole 48450
CHESAPEAKE CORP COMMON 165159104 171 8860 SH Sole 8860
CHEVRON CORP COMMON 166751107 32147 377090 SH Sole 377090
CHIRON CORP COMMON 170040109 5325 118324 SH Sole 118324
CHRIS CRAFT INDS INC COMMON 170520100 1864 22634 SH Sole 22634
CHUBB CORP COMMON 171232101 8012 101260 SH Sole 101260
CHURCH + DWIGHT INC COMMON 171340102 454 24730 SH Sole 24730
CINCINNATI FINL CORP COMMON 172062101 3302 93000 SH Sole 93000
CINERGY CORP COMMON 172474108 3040 91942 SH Sole 91942
CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 2705 117610 SH Sole 117610
CIRRUS LOGIC INC COMMON 172755100 1721 42680 SH Sole 42680
CISCO SYS INC COMMON 17275R102 766213 13868113 SH Sole 13868113
CINTAS CORP COMMON 172908105 4723 108410 SH Sole 108410
CITIGROUP INC COMMON 172967101 736351 13620372 SH Sole 13620372
CITRIX SYS INC COMMON 177376100 2148 107060 SH Sole 107060
CITY NATL CORP COMMON 178566105 1192 30859 SH Sole 30859
CLAIRE S STORES INC COMMON 179584107 597 33155 SH Sole 33155
CLARUS CORP DEL COMMON 182707109 842 36888 SH Sole 36888
CLAYTON HOMES INC COMMON 184190106 893 89326 SH Sole 89326
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 19029 336800 SH Sole 336800
CLEVELAND CLIFFS INC COMMON 185896107 158 6900 SH Sole 6900
CLOROX CO COMMON 189054109 5368 135696 SH Sole 135696
COASTAL CORP COMMON 190441105 380930 5139028 SH Sole 5139028
COCA COLA CO COMMON 191216100 232107 4210562 SH Sole 4210562
COCA COLA ENTERPRISES INC COMMON 191219104 3875 243160 SH Sole 243160
COLGATE PALMOLIVE CO COMMON 194162103 15646 331480 SH Sole 331480
COLUMBIA ENERGY GROUP COMMON 197648108 3257 45877 SH Sole 45877
COMCAST CORP CL A 200300101 2018 49600 SH Sole 49600
COMCAST CORP CL A SPL 200300200 19378 473360 SH Sole 473360
COMDISCO INC COMMON 200336105 1879 98570 SH Sole 98570
COMERICA INC COMMON 200340107 5290 90520 SH Sole 90520
COMMSCOPE INC COMMON 203372107 813 33200 SH Sole 33200
COMPAQ COMPUTER CORP COMMON 204493100 102417 3713448 SH Sole 3713448
COMPASS BANCSHARES INC COMMON 20449H109 1526 78250 SH Sole 78250
COMPUTER ASSOC INTL INC COMMON 204912109 8573 340363 SH Sole 340363
COMPUTER SCIENCES CORP COMMON 205363104 236900 3190568 SH Sole 3190568
COMPUWARE CORP COMMON 205638109 1746 208480 SH Sole 208480
COMVERSE TECHNOLOGY INC COMMON 205862402 9725 90050 SH Sole 90050
CONAGRA INC COMMON 205887102 32104 1600218 SH Sole 1600218
CONCORD EFS INC COMMON 206197105 4893 137775 SH Sole 137775
CONECTIV INC COMMON 206829103 1027 57440 SH Sole 57440
CONEXANT SYS INC COMMON 207142100 31113 743000 SH Sole 743000
CONOCO INC CL B 208251405 9725 361024 SH Sole 361024
CONSECO INC COMMON 208464107 1434 188115 SH Sole 188115
CONSOLIDATED EDISON INC COMMON 209115104 4183 122570 SH Sole 122570
CONSOLIDATED STORES CORP COMMON 210149100 865 64069 SH Sole 64069
CONSTELLATION ENERGY GROUP INC COMMON 210371100 4304 86510 SH Sole 86510
CONVERGYS CORP COMMON 212485106 3448 88700 SH Sole 88700
COOPER CAMERON CORP COMMON 216640102 2535 34400 SH Sole 34400
COOPER INDS INC COMMON 216669101 1901 53920 SH Sole 53920
COOPER TIRE + RUBR CO COMMON 216831107 429 42620 SH Sole 42620
COORS ADOLPH CO CL B 217016104 1342 21240 SH Sole 21240
CORNING INC COMMON 219350105 50404 169710 SH Sole 169710
COSTCO WHSL CORP NEW COMMON 22160K105 9029 258426 SH Sole 258426
COUNTRYWIDE CR INDS INC COMMON 222372104 2473 65500 SH Sole 65500
COVAD COMMUNICATIONS GROUP INC COMMON 222814204 5870 438900 SH Sole 438900
CREDENCE SYSTEMS CORP COMMON 225302108 966 32200 SH Sole 32200
CRITICAL PATH INC COMMON 22674V100 790 13006 SH Sole 13006
CROMPTON CORP COMMON 227116100 581 73738 SH Sole 73738
CROWN CASTLE INTL CORP COMMON 228227104 39781 1280665 SH Sole 1280665
CROWN CORK + SEAL INC COMMON 228255105 791 74055 SH Sole 74055
CUMMINS ENGINE INC COMMON 231021106 717 23950 SH Sole 23950
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 3248 78150 SH Sole 78150
CYTEC INDS INC COMMON 232820100 876 26200 SH Sole 26200
DPL INC COMMON 233293109 2546 85593 SH Sole 85593
DQE COMMON 23329J104 1541 38400 SH Sole 38400
DST SYS INC DEL COMMON 233326107 4782 40700 SH Sole 40700
DSP GROUP INC COMMON 23332B106 650 17400 SH Sole 17400
DTE ENERGY CO COMMON 233331107 3156 82500 SH Sole 82500
DANA CORP COMMON 235811106 22380 1040941 SH Sole 1040941
DANAHER CORP COMMON 235851102 4076 81930 SH Sole 81930
DARDEN RESTAURANTS INC COMMON 237194105 50056 2405115 SH Sole 2405115
DEAN FOODS CO COMMON 242361103 768 23090 SH Sole 23090
DEERE + CO COMMON 244199105 11828 355725 SH Sole 355725
DELHAIZE AMER INC CL A 246688105 81 4659 SH Sole 4659
DELL COMPUTER CORP COMMON 247025109 112335 3645775 SH Sole 3645775
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 16780 1109396 SH Sole 1109396
DELTA AIR LINES INC DE COMMON 247361108 3144 70860 SH Sole 70860
DELUXE CORP COMMON 248019101 849 41780 SH Sole 41780
DENTSPLY INTL INC NEW COMMON 249030107 1171 33530 SH Sole 33530
DEVON ENERGY CORPORATION NEW COMMON 25179M103 4406 73256 SH Sole 73256
DEVRY INC DEL COMMON 251893103 1697 45100 SH Sole 45100
DEXTER CORP COMMON 252165105 891 14850 SH Sole 14850
DIAL CORP NEW COMMON 25247D101 714 61390 SH Sole 61390
DIEBOLD INC COMMON 253651103 1227 46180 SH Sole 46180
DILLARDS INC CL A 254067101 574 54050 SH Sole 54050
DIME BANCORP INC NEW COMMON 25429Q102 1549 71860 SH Sole 71860
DISNEY WALT CO COM DISNEY 254687106 45971 1201847 SH Sole 1201847
DOLE FOOD INC COMMON 256605106 542 36100 SH Sole 36100
DOLLAR GEN CORP COMMON 256669102 3188 190315 SH Sole 190315
DOLLAR TREE STORES INC COMMON 256747106 2822 69560 SH Sole 69560
DOMINION RES INC VA NEW COMMON 25746U109 7991 137620 SH Sole 137620
DONALDSON INC COMMON 257651109 650 29530 SH Sole 29530
DONNELLEY R R + SONS CO COMMON 257867101 1732 70510 SH Sole 70510
DOVER CORP COMMON 260003108 5510 117380 SH Sole 117380
DOW CHEM CO COMMON 260543103 85947 3446487 SH Sole 3446487
DOW JONES + CO INC COMMON 260561105 3102 51275 SH Sole 51275
DREYERS GRAND ICE CREAM INC COMMON 261878102 392 18160 SH Sole 18160
DU PONT E I DE NEMOURS + CO COMMON 263534109 144334 3483168 SH Sole 3483168
DUKE ENERGY CO COMMON 264399106 18223 212511 SH Sole 212511
DYNEGY INC NEW CL A 26816Q101 11427 200480 SH Sole 200480
EGL INC COMMON 268484102 121 4000 SH Sole 4000
E M C CORP MASS COMMON 268648102 218206 2201326 SH Sole 2201326
ENSCO INTL INC COMMON 26874Q100 3423 89480 SH Sole 89480
E TRADE GROUP INC COMMON 269246104 3192 194160 SH Sole 194160
EASTERN ENTERPRISES COMMON 27637F100 1012 15865 SH Sole 15865
EASTMAN CHEM CO COMMON 277432100 1638 44332 SH Sole 44332
EASTMAN KODAK CO COMMON 277461109 7266 177750 SH Sole 177750
EATON CORP COMMON 278058102 2593 42070 SH Sole 42070
ECOLAB INC COMMON 278865100 2702 74936 SH Sole 74936
EDISON INTL COMMON 281020107 3630 187970 SH Sole 187970
EDISON SCHS INC CL A 281033100 1425 44885 SH Sole 44885
EDWARDS A G INC COMMON 281760108 2792 53371 SH Sole 53371
EDWARDS LIFESCIENCES CORP COMMON 28176E108 824 37791 SH Sole 37791
EFFICIENT NETWORKS INC COMMON 282056100 3861 103468 SH Sole 103468
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 28166 678700 SH Sole 678700
ELOQUENT INC COMMON 290140102 348 123703 SH Sole 123703
EMERSON ELEC CO COMMON 291011104 124104 1852293 SH Sole 1852293
ENERGY EAST CORP COMMON 29266M109 1914 84580 SH Sole 84580
ENERGIZER HLDGS INC COMMON 29266R108 1515 61844 SH Sole 61844
ENGELHARD CORP COMMON 292845104 1199 73812 SH Sole 73812
ENRON CORP COMMON 293561106 37371 426490 SH Sole 426490
ENTERGY CORP COMMON 29364G103 4791 128630 SH Sole 128630
EQUIFAX INC COMMON 294429105 2198 81590 SH Sole 81590
EQUITY OFFICE PPTYS TR REIT 294741103 97936 3156045 SH Sole 3156045
ERICSSON L M TEL CO ADR CL B 294821400 1748 118000 SH Sole 118000
EXPRESS SCRIPTS INC CL A 302182100 1777 24600 SH Sole 24600
EXXON MOBIL CORP COMMON 30231G102 634344 7117459 SH Sole 7117459
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