UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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 February 22, 2000
NOTE: List of 13F Securities was not received from SEC until February 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: 974
Form 13F Information Table Value Total: 27,146,970.00
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 6153 84800 SH Sole 84800
AFLAC INC COMMON 001055102 7111 150706 SH Sole 150706
AGCO CORP COMMON 001084102 441 32850 SH Sole 32850
AGL RES INC COMMON 001204106 534 31420 SH Sole 31420
AES CORP COMMON 00130H105 8730 116786 SH Sole 116786
AK STL HLDG CORP COMMON 001547108 1074 56890 SH Sole 56890
AMR CORP DEL COMMON 001765106 5715 85300 SH Sole 85300
AT + T CORP COMMON 001957109 265744 5229899 SH Sole 5229899
AT + T CDA INC Class B 00207Q202 3751 93202 SH Sole 93202
ABBOTT LABS COMMON 002824100 31590 869960 SH Sole 869960
ABERCROMBIE AND FITCH CO Class A 002896207 1519 56900 SH Sole 56900
ACNIELSON CORP COMMON 004833109 787 31950 SH Sole 31950
ACTUATE CORP COMMON 00508B102 8348 194714 SH Sole 194714
ACUSON COMMON 005113105 185 14730 SH Sole 14730
ACXIOM CORP COMMON 005125109 2103 87606 SH Sole 87606
ADAPTEC INC COMMON 00651F108 2938 58900 SH Sole 58900
ADOBE SYS INC COMMON 00724F101 4650 69140 SH Sole 69140
ADTRAN INC COMMON 00738A106 1121 21800 SH Sole 21800
CNF TRANSN INC COMMON 12612W104 921 26700 SH Sole 26700
COOPER INDS INC COMMON 216669101 2164 53520 SH Sole 53520
ADVANCED MICRO DEVICES INC COMMON 007903107 2414 83420 SH Sole 83420
AETNA INC COMMON 008117103 144754 2593584 SH Sole 2593584
AFFILIATED COMPUTER SVCS INC Class A 008190100 1254 27260 SH Sole 27260
AIR PRODS + CHEMS INC COMMON 009158106 28621 852780 SH Sole 852780
AIRBORNE FGHT CORP COMMON 009266107 591 26870 SH Sole 26870
AIRGAS INC COMMON 009363102 368 38760 SH Sole 38760
ALASKA AIR GROUP INC COMMON 011659109 511 14560 SH Sole 14560
ALBANY INTL CORP Class A 012348108 255 16471 SH Sole 16471
ALBEMARLE CORP COMMON 012653101 495 25810 SH Sole 25810
ALBERTO CULVER CO Class B Conv 013068101 813 31480 SH Sole 31480
ALBERTSONS INC COMMON 013104104 7685 238282 SH Sole 238282
ALCAN ALUM LTD COMMON 013716105 5298 128055 SH Sole 128055
ALCOA INC COMMON 013817101 366011 4409766 SH Sole 4409766
ALEXANDER + BALDWIN INC COMMON 014482103 543 23820 SH Sole 23820
ALLEGHENY ENERGY INC COMMON 017361106 1643 60990 SH Sole 60990
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 42399 1889642 SH Sole 1889642
ALLEGIANCE TELECOM INC COMMON 01747T102 2196 23810 SH Sole 23810
ALLERGAN INC COMMON 018490102 3723 74840 SH Sole 74840
ALLIANT CORP COMMON 018802108 1195 43460 SH Sole 43460
ALLIED WASTE INDUSTRIES INC COMMON 019589308 946 107300 SH Sole 107300
ALLMERICA FINL CORP COMMON 019754100 1666 29950 SH Sole 29950
ALLSTATE CORP COMMON 020002101 10889 452520 SH Sole 452520
ALLTEL CORP COMMON 020039103 14695 177715 SH Sole 177715
ALTERA CORP COMMON 021441100 5460 110160 SH Sole 110160
ALTERNATIVE RES CORP COMMON 02145R102 1325 240871 SH Sole 240871
ALZA CORP COMMON 022615108 1975 57050 SH Sole 57050
ALZA CORP WARRANTS 022615157 0 4960 SH Sole 4960
AMAZON COM INC COMMON 023135106 1130 14838 SH Sole 14838
AMBAC FINL GROUP INC COMMON 023139108 2014 38600 SH Sole 38600
AMERADA HESS CORP COMMON 023551104 2927 51575 SH Sole 51575
AMEREN CORP COMMON 023608102 2548 77795 SH Sole 77795
AMERICA ONLINE INC DEL COMMON 02364J104 342096 4508680 SH Sole 4508680
AMERICAN ELEC PWR INC COMMON 025537101 3505 109115 SH Sole 109115
AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 1159 25750 SH Sole 25750
AMERICAN EXPRESS CO COMMON 025816109 42124 253380 SH Sole 253380
AMERICAN FINL GROUP INC OHIO COMMON 025932104 851 32260 SH Sole 32260
AMERICAN GEN CORP COMMON 026351106 10712 141176 SH Sole 141176
AMERICAN GREETINGS CORP Class A 026375105 900 38115 SH Sole 38115
AMERICAN HOME PRODUCTS CORP COMMON 026609107 29070 740640 SH Sole 740640
AMERICAN INTL GROUP INC COMMON 026874107 147200 1361390 SH Sole 1361390
AMERICAN PWR CONVERSION CORP COMMON 029066107 2805 106350 SH Sole 106350
AMERICAN STD COS INC DEL COMMON 029712106 1791 39050 SH Sole 39050
AMERICAN WTR WKS INC COMMON 030411102 1137 53510 SH Sole 53510
AMETEK AEROSPACE PRODS INC COMMON 031100100 339 17770 SH Sole 17770
AMGEN INC COMMON 031162100 34725 578140 SH Sole 578140
AMSOUTH BANCORPORATION COMMON 032165102 4307 223000 SH Sole 223000
ANADARKO PETE CORP COMMON 032511107 2482 72740 SH Sole 72740
ANALOG DEVICES INC COMMON 032654105 9115 98010 SH Sole 98010
ANDREW CORP COMMON 034425108 886 46782 SH Sole 46782
ANHEUSER BUSCH COS INC COMMON 035229103 18781 264986 SH Sole 264986
ANTENNA TV SA ADR 03672N100 325 19000 SH Sole 19000
AON CORP COMMON 037389103 5820 145510 SH Sole 145510
APACHE CORP COMMON 037411105 2384 64550 SH Sole 64550
APOLLO GROUP INC Class A 037604105 856 42650 SH Sole 42650
APPLE COMPUTER COMMON 037833100 114025 1109055 SH Sole 1109055
APRIA HEALTHCARE GROUP INC COMMON 037933108 515 28700 SH Sole 28700
APPLIED MATERIALS INC COMMON 038222105 26969 212880 SH Sole 212880
ARCHER DANIELS MIDLAND CO COMMON 039483102 4244 350007 SH Sole 350007
ARMSTRONG WORLD INDS INC COMMON 042476101 762 22840 SH Sole 22840
ARNOLD INDS INC COMMON 042595108 191 13560 SH Sole 13560
ARROW ELECTRS INC COMMON 042735100 1345 53012 SH Sole 53012
ARVIN INDS INC COMMON 043339100 404 14230 SH Sole 14230
ASHLAND INC COMMON 044204105 1357 41206 SH Sole 41206
ASSOCIATED BANC CORP COMMON 045487105 1209 35312 SH Sole 35312
AT HOME CORP Ser A 045919107 641 14950 SH Sole 14950
ASSOCIATES FIRST CAP CORP Class A 046008108 54610 1990356 SH Sole 1990356
ASTORIA FINL CORP COMMON 046265104 915 30050 SH Sole 30050
ATLANTIC RICHFIELD CO COMMON 048825103 15924 184090 SH Sole 184090
ATMEL CORP COMMON 049513104 3291 111340 SH Sole 111340
AUTODESK INCORPORATED COMMON 052769106 1130 33480 SH Sole 33480
AUTOMATIC DATA PROCESSING INC COMMON 053015103 18897 350748 SH Sole 350748
AUTOZONE INC COMMON 053332102 2724 84300 SH Sole 84300
AVERY DENNISON CORP COMMON 053611109 4695 64420 SH Sole 64420
AVNET INC COMMON 053807103 1402 23170 SH Sole 23170
AVON PRODS INC COMMON 054303102 4525 137120 SH Sole 137120
BB+T CORP COMMON 054937107 4959 181160 SH Sole 181160
BISYS GROUP INC COMMON 055472104 58288 893300 SH Sole 893300
BJ SVCS CO COMMON 055482103 1635 39100 SH Sole 39100
BP AMOCO PLC ADR 055622104 370954 6254222 SH Sole 6254222
BMC SOFTWARE INC COMMON 055921100 76381 955510 SH Sole 955510
BAKER HUGHES INC COMMON 057224107 3934 186765 SH Sole 186765
BALL CORP COMMON 058498106 692 17585 SH Sole 17585
BANDAG INC COMMON 059815100 302 12100 SH Sole 12100
BANK AMER CORP COMMON 060505104 318189 6340006 SH Sole 6340006
BANK NEW YORK INC COMMON 064057102 16672 416800 SH Sole 416800
BANK ONE CORP COMMON 06423A103 20770 649052 SH Sole 649052
BANTA CORP COMMON 066821109 332 14695 SH Sole 14695
BARD C R INC COMMON 067383109 95026 1792950 SH Sole 1792950
BARNES + NOBLE INC COMMON 067774109 790 38300 SH Sole 38300
BARRICK GOLD CORP COMMON 067901108 3897 220332 SH Sole 220332
BAUSCH + LOMB INC COMMON 071707103 2227 32535 SH Sole 32535
BAXTER INTL INC COMMON 071813109 111785 1779655 SH Sole 1779655
BEA SYS INC COMMON 073325102 53934 771180 SH Sole 771180
BEAR STEARNS COS INC COMMON 073902108 2954 69104 SH Sole 69104
BECKMAN COULTER INC COMMON 075811109 816 16030 SH Sole 16030
BECTON DICKINSON + CO COMMON 075887109 3832 142240 SH Sole 142240
BED BATH + BEYOND INC COMMON 075896100 2767 79620 SH Sole 79620
BELL ATLANTIC CORP COMMON 077853109 54186 880178 SH Sole 880178
BELLSOUTH CORP COMMON 079860102 50030 1068740 SH Sole 1068740
BELO A H CORP Ser A 080555105 1246 65370 SH Sole 65370
BEMIS INC COMMON 081437105 1042 29877 SH Sole 29877
BERGEN BRUNSWIG CORP Class A 083739102 616 74082 SH Sole 74082
BEST BUY CO INC COMMON 086516101 43328 862240 SH Sole 862240
BESTFOODS COMMON 08658U101 8309 158080 SH Sole 158080
BETHLEHEM STL CORP COMMON 087509105 620 74037 SH Sole 74037
BEVERLY ENTERPRISES INC COMMON 087851309 247 56560 SH Sole 56560
BIOGEN INC COMMON 090597105 7010 82960 SH Sole 82960
BIOMET INC COMMON 090613100 2565 64130 SH Sole 64130
BLACK + DECKER CORPORATION COMMON 091797100 2579 49360 SH Sole 49360
BLACK HILLS CORP COMMON 092113109 262 11795 SH Sole 11795
BLOCK H + R INC COMMON 093671105 2440 55760 SH Sole 55760
BLYTH INDS INC COMMON 09643P108 657 26750 SH Sole 26750
BOB EVANS FARMS INC COMMON 096761101 336 21776 SH Sole 21776
BOEING CO COMMON 097023105 21914 528841 SH Sole 528841
BOISE CASCADE CORP COMMON 097383103 1303 32164 SH Sole 32164
BORDERS GROUP INC COMMON 099709107 700 43100 SH Sole 43100
BORG WARNER AUTOMOTIVE INC COMMON 099724106 605 14950 SH Sole 14950
BOSTON SCIENTIFIC CORP COMMON 101137107 5126 234336 SH Sole 234336
BOWATER INC COMMON 102183100 99133 1825230 SH Sole 1825230
BRIGGS + STRATTON CORP COMMON 109043109 709 13230 SH Sole 13230
BRINKER INTL INC COMMON 109641100 871 36090 SH Sole 36090
BRISTOL MYERS SQUIBB CO COMMON 110122108 203119 3164460 SH Sole 3164460
BRITISH TELECOMMUNICATIONS ADR 111021408 2142 9000 SH Sole 9000
BROADWING INC COMMON 111620100 4403 119400 SH Sole 119400
BROWN FORMAN CORP Class B 115637209 2223 38835 SH Sole 38835
BRUNSWICK CORP COMMON 117043109 1159 52090 SH Sole 52090
BUFFETS INC COMMON 119882108 232 23210 SH Sole 23210
BURLINGTON INDS INC COMMON 121693105 117 29180 SH Sole 29180
BURLINGTON NORTHN SANTA FE COMMON 12189T104 6389 263464 SH Sole 263464
BURLINGTON RES INC COMMON 122014103 4077 123304 SH Sole 123304
CBL + ASSOC PPTYS INC Common 124830100 14438 700000 SH Sole 700000
CCB FINL CORP COMMON 124875105 974 22350 SH Sole 22350
CBRL GROUP INC COMMON 12489V106 314 32347 SH Sole 32347
CBS CORP COMMON 12490K107 27632 432172 SH Sole 432172
CDW COMPUTER CTRS INC COMMON 125129106 1875 23850 SH Sole 23850
CIGNA CORP COMMON 125509109 8497 105475 SH Sole 105475
CLECO CORP NEW COMMON 12561W105 399 12430 SH Sole 12430
CK WITCO CORP COMMON 12562C108 878 65638 SH Sole 65638
CMP GROUP INC COMMON 125887109 494 17910 SH Sole 17910
CMS ENERGY CORP COMMON 125896100 96470 3093220 SH Sole 3093220
CSX CORP COMMON 126408103 3871 123366 SH Sole 123366
CVS CORP COMMON 126650100 8855 222076 SH Sole 222076
CABLETRON SYSTEMS INC COMMON 126920107 2564 98630 SH Sole 98630
CABOT CORP COMMON 127055101 743 36480 SH Sole 36480
CADENCE DESIGN SYS INC COMMON 127387108 3227 134460 SH Sole 134460
CALLAWAY GOLF CO COMMON 131193104 742 41960 SH Sole 41960
CALPINE CORP COMMON 131347106 2224 34750 SH Sole 34750
CAMBRIDGE TECHNOLOGY PARNERS M COMMON 132524109 875 33350 SH Sole 33350
CAMDEN PPTY TR REIT 133131102 13498 486400 SH Sole 486400
CAMPBELL SOUP CO COMMON 134429109 9519 246060 SH Sole 246060
CANADIAN NATL RY CO COMMON 136375102 139146 5250800 SH Sole 5250800
CAPITAL ONE FINL CORP COMMON 14040H105 5392 111900 SH Sole 111900
CARDINAL HEALTH INC COMMON 14149Y108 7393 154428 SH Sole 154428
CARLISLE COS INC COMMON 142339100 600 16660 SH Sole 16660
CARNIVAL CORP COMMON 143658102 196557 4111000 SH Sole 4111000
CAROLINA PWR + LT CO COMMON 144141108 2754 90470 SH Sole 90470
CARPENTER TECHNOLOGY CORP COMMON 144285103 333 12120 SH Sole 12120
CARRIER ACCESS CORP COMMON 144460102 7955 118180 SH Sole 118180
CARTER WALLACE INC. COMMON 146285101 445 24810 SH Sole 24810
CATERPILLAR INC COMMON 149123101 117639 2499640 SH Sole 2499640
CENDANT CORP COMMON 151313103 10844 408231 SH Sole 408231
CENTEX CORP COMMON 152312104 840 34030 SH Sole 34030
CENTRAL + SOUTH WEST CORP COMMON 152357109 2410 120500 SH Sole 120500
CENTURYTEL INC COMMON 156700106 3758 79327 SH Sole 79327
CERIDIAN CORP COMMON 15677T106 50464 2340360 SH Sole 2340360
CHAMPION INTL CORP COMMON 158525105 3383 54620 SH Sole 54620
CHARTER ONE FINL INC COMMON 160903100 2240 117140 SH Sole 117140
CHASE MANHATTAN CORP NEW COMMON 16161A108 383326 4934204 SH Sole 4934204
CHECKFREE HLDGS CORP COMMON 162816102 3161 30250 SH Sole 30250
CHESAPEAKE CORP COMMON 165159104 295 9660 SH Sole 9660
CHEVRON CORP COMMON 166751107 32215 371890 SH Sole 371890
CHIRON CORP COMMON 170040109 4251 100324 SH Sole 100324
CHRIS CRAFT INDS INC COMMON 170520100 1340 18577 SH Sole 18577
CHUBB CORP COMMON 171232101 5623 99860 SH Sole 99860
CHURCH + DWIGHT INC COMMON 171340102 572 21430 SH Sole 21430
CINCINNATI FINL CORP COMMON 172062101 2916 93500 SH Sole 93500
CINERGY CORP COMMON 172474108 2165 90442 SH Sole 90442
CIRCUIT CITY STORES INC COMMON 172737108 5133 113910 SH Sole 113910
CIRRUS LOGIC INC COMMON 172755100 482 36180 SH Sole 36180
CISCO SYS INC COMMON 17275R102 861173 8038951 SH Sole 8038951
CINTAS CORP COMMON 172908105 3259 61340 SH Sole 61340
CITIGROUP INC COMMON 172967101 643502 11555583 SH Sole 11555583
CITRIX SYS INC COMMON 177376100 6129 49830 SH Sole 49830
CITY NATL CORP COMMON 178566105 825 25059 SH Sole 25059
CLAIRE S STORES INC COMMON 179584107 632 28255 SH Sole 28255
CLAYTON HOMES INC COMMON 184190106 710 77226 SH Sole 77226
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 17082 191400 SH Sole 191400
CLEVELAND CLIFFS INC COMMON 185896107 190 6100 SH Sole 6100
CLOROX CO COMMON 189054109 6740 133796 SH Sole 133796
COASTAL CORP COMMON 190441105 325217 9177210 SH Sole 9177210
COCA COLA CO COMMON 191216100 238175 4088840 SH Sole 4088840
COCA COLA ENTERPRISES INC COMMON 191219104 4847 240860 SH Sole 240860
COLGATE PALMOLIVE CO COMMON 194162103 21481 330480 SH Sole 330480
COLUMBIA ENERGY GROUP COMMON 197648108 2965 46877 SH Sole 46877
COLUMBIA / HCA HEALTHCARE CORP COMMON 197677107 9376 319855 SH Sole 319855
COMCAST CORP Class A 200300101 3399 71000 SH Sole 71000
COMCAST CORP Class A Special 200300200 17892 353860 SH Sole 353860
COMDISCO INC COMMON 200336105 3150 84570 SH Sole 84570
COMERICA INC COMMON 200340107 4142 88720 SH Sole 88720
COMPAQ COMPUTER CORP COMMON 204493100 100726 3721973 SH Sole 3721973
COMPASS BANCSHARES INC COMMON 20449H109 1400 62750 SH Sole 62750
COMPUTER ASSOC INTL INC COMMON 204912109 21308 304677 SH Sole 304677
COMPUSA INC COMMON 204932107 259 51150 SH Sole 51150
COMPUTER SCIENCES CORP COMMON 205363104 304128 3214030 SH Sole 3214030
COMPUWARE CORP COMMON 205638109 7539 202380 SH Sole 202380
COMSAT CORP SER I 20564D107 582 29283 SH Sole 29283
COMVERSE TECHNOLOGY INC COMMON 205862402 5757 39775 SH Sole 39775
CONAGRA INC COMMON 205887102 6277 276670 SH Sole 276670
CONCORD EFS INC COMMON 206197105 3201 124328 SH Sole 124328
CONECTIV INC COMMON 206829103 863 51340 SH Sole 51340
CONOCO INC Class B 208251405 8841 355424 SH Sole 355424
CONSECO INC COMMON 208464107 3285 184415 SH Sole 184415
CONSOLIDATED EDISON INC COMMON 209115104 4322 125270 SH Sole 125270
CONSOLIDATED NAT GAS CO COMMON 209615103 3532 54385 SH Sole 54385
CONSOLIDATED PAPERS INC COMMON 209759109 1595 50130 SH Sole 50130
CONSOLIDATED STORES CORP COMMON 210149100 1015 62469 SH Sole 62469
CONSTELLATION ENERGY GROUP INC COMMON 210371100 2465 85010 SH Sole 85010
CONVERGYS CORP COMMON 212485106 2592 84300 SH Sole 84300
COOPER TIRE + RUBR CO COMMON 216831107 681 43220 SH Sole 43220
COORS ADOLPH CO Class B 217016104 1089 20740 SH Sole 20740
CORDANT TECHNOLOGIES INC COMMON 218412104 668 20250 SH Sole 20250
CORNING INC COMMON 219350105 17885 138710 SH Sole 138710
COSTCO WHSL CORP NEW COMMON 22160K105 11426 125213 SH Sole 125213
COUNTRYWIDE CR INDS INC COMMON 222372104 1611 63800 SH Sole 63800
COVAD COMMUNICATIONS GROUP INC COMMON 222814204 21961 392600 SH Sole 392600
COVANCE INC COMMON 222816100 348 32200 SH Sole 32200
CRANE CO COMMON 224399105 777 39113 SH Sole 39113
CROWN CORK + SEAL INC COMMON 228255105 1561 69755 SH Sole 69755
CUMMINS ENGINE INC COMMON 231021106 1152 23850 SH Sole 23850
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1954 60350 SH Sole 60350
CYTEC INDS INC COMMON 232820100 536 23300 SH Sole 23300
DPL INC COMMON 233293109 1516 87550 SH Sole 87550
DQE COMMON 23329J104 1440 41600 SH Sole 41600
DST SYS INC DEL COMMON 233326107 2671 35000 SH Sole 35000
DTE ENERGY CO COMMON 233331107 2600 82200 SH Sole 82200
DANA CORP COMMON 235811106 109531 3658653 SH Sole 3658653
DANAHER CORP COMMON 235851102 3890 80630 SH Sole 80630
DARDEN RESTAURANTS INC COMMON 237194105 74978 4136734 SH Sole 4136734
DAYTON HUDSON CORP COMMON 239753106 238717 3250610 SH Sole 3250610
DEAN FOODS CO COMMON 242361103 858 21590 SH Sole 21590
DEERE + CO COMMON 244199105 5744 132425 SH Sole 132425
DELL COMPUTER CORP COMMON 247025109 130882 2566320 SH Sole 2566320
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 17481 1109876 SH Sole 1109876
DELTA AIR LINES INC DE COMMON 247361108 3744 75160 SH Sole 75160
DELUXE CORP COMMON 248019101 1187 43280 SH Sole 43280
DENTSPLY INTL INC NEW COMMON 249030107 688 29130 SH Sole 29130
DEVON ENERGY CORPORATION NEW COMMON 25179M103 1557 47350 SH Sole 47350
DEVRY INC DEL COMMON 251893103 718 38300 SH Sole 38300
DEXTER CORP COMMON 252165105 507 12750 SH Sole 12750
DIAL CORP NEW COMMON 25247D101 1415 58190 SH Sole 58190
DIEBOLD INC COMMON 253651103 895 38080 SH Sole 38080
DILLARDS INC Class A 254067101 1230 60950 SH Sole 60950
DIME BANCORP INC NEW COMMON 25429Q102 925 61160 SH Sole 61160
DISNEY WALT CO COMMON 254687106 34195 1169047 SH Sole 1169047
DOLE FOOD INC COMMON 256605106 500 30800 SH Sole 30800
DOLLAR GEN CORP COMMON 256669102 3422 150432 SH Sole 150432
DOLLAR TREE STORES INC COMMON 256747106 1658 34240 SH Sole 34240
DOMINION RES INC VA COMMON 257470104 4271 108827 SH Sole 108827
DONALDSON INC COMMON 257651109 612 25430 SH Sole 25430
DONNELLEY R R + SONS CO COMMON 257867101 1809 72910 SH Sole 72910
DOVER CORP COMMON 260003108 5362 118180 SH Sole 118180
DOW CHEM CO COMMON 260543103 120342 900595 SH Sole 900595
DOW JONES + CO INC COMMON 260561105 3500 51475 SH Sole 51475
DREYERS GRAND ICE CREAM INC COMMON 261878102 259 15260 SH Sole 15260
DU PONT E I DE NEMOURS + CO COMMON 263534109 89129 1353002 SH Sole 1353002
DUKE ENERGY CO COMMON 264399106 10366 206811 SH Sole 206811
DUN + BRADSTREET CORP DEL COMMON 26483B106 93982 3185817 SH Sole 3185817
E M C CORP MASS COMMON 268648102 62760 574463 SH Sole 574463
ENSCO INTL INC COMMON 26874Q100 1733 75780 SH Sole 75780
E TRADE GROUP INC COMMON 269246104 3526 134960 SH Sole 134960
EASTERN ENTERPRISES COMMON 27637F100 865 15065 SH Sole 15065
EASTMAN CHEM CO COMMON 277432100 2114 44332 SH Sole 44332
EASTMAN KODAK CO COMMON 277461109 11889 179450 SH Sole 179450
EATON CORP COMMON 278058102 2961 40770 SH Sole 40770
ECOLAB INC COMMON 278865100 2869 73336 SH Sole 73336
EDISON INTL COMMON 281020107 5153 196770 SH Sole 196770
EDWARDS A G INC COMMON 281760108 1631 50871 SH Sole 50871
EL PASO ENERGY CORP DEL COMMON 283905107 5013 129156 SH Sole 129156
ELAN PLC ADR 284131208 988 33500 SH Sole 33500
ELECTRONIC ARTS COMMON 285512109 3305 39341 SH Sole 39341
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 18234 272400 SH Sole 272400
EMERSON ELEC CO COMMON 291011104 201791 3517060 SH Sole 3517060
EMONS TRANSN GROUP INC COMMON 291575108 771 385450 SH Sole 385450
ENERGY EAST CORP COMMON 29266M109 1315 63180 SH Sole 63180
ENGELHARD CORP COMMON 292845104 1355 71812 SH Sole 71812
ENRON CORP COMMON 293561106 17954 404590 SH Sole 404590
ENTERGY CORP COMMON 29364G103 3603 139930 SH Sole 139930
EQUIFAX INC COMMON 294429105 1920 81490 SH Sole 81490
EQUITY OFFICE PPTYS TR Common 294741103 126968 5156045 SH Sole 5156045
ERICSSON L M TEL CO ADR 294821400 1642 25000 SH Sole 25000
ETHYL CORP COMMON 297659104 161 46070 SH Sole 46070
EVEREST REINSURANCE HLDGS COMMON 299808105 578 25920 SH Sole 25920
EXPRESS SCRIPTS INC Class A 302182100 1363 21300 SH Sole 21300
EXXON MOBIL CORP COMMON 30231G102 598596 7430205 SH Sole 7430205
FMC CORP COMMON 302491303 1039 18130 SH Sole 18130
FPL GROUP INC COMMON 302571104 4351 101623 SH Sole 101623
FAMILY DLR STORES INC COMMON 307000109 1557 95420 SH Sole 95420
FASTENAL CO COMMON 311900104 941 20950 SH Sole 20950
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</TABLE>
