UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 August 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: 968
Form 13F Information Table Value Total: 25,056,913.00
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 16507 196800 SH Sole 196800
AFLAC INC COMMON 001055102 7111 154806 SH Sole 154806
AGCO CORP COMMON 001084102 470 38350 SH Sole 38350
AGL RES INC COMMON 001204106 557 34920 SH Sole 34920
AES CORP COMMON 00130H105 11341 248572 SH Sole 248572
AK STL HLDG CORP COMMON 001547108 572 71490 SH Sole 71490
AMR CORP DEL COMMON 001765106 2308 87300 SH Sole 87300
AT + T CORP COMMON 001957109 166102 5252227 SH Sole 5252227
ABBOTT LABS COMMON 002824100 85861 1926760 SH Sole 1926760
ABERCROMBIE AND FITCH CO CL A 002896207 800 65600 SH Sole 65600
ACNIELSON CORP COMMON 004833109 815 37050 SH Sole 37050
ACTUATE CORP COMMON 00508B102 10393 194714 SH Sole 194714
ACUSON COMMON 005113105 239 17730 SH Sole 17730
ACXIOM CORP COMMON 005125109 2066 75828 SH Sole 75828
ADAPTEC INC COMMON 00651F108 1379 60600 SH Sole 60600
ADOBE SYS INC COMMON 00724F101 9079 69840 SH Sole 69840
ADTRAN INC COMMON 00738A106 1491 24900 SH Sole 24900
ADVANCED MICRO DEVICES INC COMMON 007903107 6900 89320 SH Sole 89320
AETNA INC COMMON 008117103 80647 1256430 SH Sole 1256430
AFFILIATED COMPUTER SVCS INC CL A 008190100 1053 31860 SH Sole 31860
AGILENT TECHNOLOGIES INC COMMON 00846U101 19447 263690 SH Sole 263690
AIR PRODS + CHEMS INC COMMON 009158106 26313 853969 SH Sole 853969
AIRBORNE FGHT CORP COMMON 009266107 598 31570 SH Sole 31570
AIRGAS INC COMMON 009363102 255 44760 SH Sole 44760
ALASKA AIR GROUP INC COMMON 011659109 463 17060 SH Sole 17060
ALBANY INTL CORP CL A 012348108 285 19682 SH Sole 19682
ALBEMARLE CORP COMMON 012653101 581 29410 SH Sole 29410
ALBERTO CULVER CO CL B CONV 013068101 993 32480 SH Sole 32480
ALBERTSONS INC COMMON 013104104 8215 247082 SH Sole 247082
ALCAN ALUM LTD COMMON 013716105 3954 127555 SH Sole 127555
ALCOA INC COMMON 013817101 229101 7900020 SH Sole 7900020
ALCATEL ALSTHOM SPON ADR 013904305 798 12000 SH Sole 12000
ALEXANDER + BALDWIN INC COMMON 014482103 590 26720 SH Sole 26720
ALLEGHENY ENERGY INC COMMON 017361106 1946 71090 SH Sole 71090
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 873 48492 SH Sole 48492
ALLEGIANCE TELECOM INC COMMON 01747T102 2286 35715 SH Sole 35715
ALLERGAN INC COMMON 018490102 5635 75640 SH Sole 75640
ALLIANT CORP COMMON 018802108 1322 50860 SH Sole 50860
ALLIED WASTE INDUSTRIES INC COMMON 019589308 1101 110100 SH Sole 110100
ALLMERICA FINL CORP COMMON 019754100 1810 34550 SH Sole 34550
ALLSTATE CORP COMMON 020002101 9661 434220 SH Sole 434220
ALLTEL CORP COMMON 020039103 11391 183915 SH Sole 183915
ALTERA CORP COMMON 021441100 11841 116160 SH Sole 116160
ALZA CORP COMMON 022615108 3539 59850 SH Sole 59850
AMAZON COM INC COMMON 023135106 52973 1458801 SH Sole 1458801
AMBAC FINL GROUP INC COMMON 023139108 2467 45000 SH Sole 45000
AMERADA HESS CORP COMMON 023551104 3265 52875 SH Sole 52875
AMEREN CORP COMMON 023608102 2700 79995 SH Sole 79995
AMERICA ONLINE INC DEL COMMON 02364J104 242183 4591150 SH Sole 4591150
AMERICAN ELEC PWR INC COMMON 025537101 5559 187635 SH Sole 187635
AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 419 29950 SH Sole 29950
AMERICAN EXPRESS CO COMMON 025816109 40613 779140 SH Sole 779140
AMERICAN FINL GROUP INC OHIO COMMON 025932104 934 37660 SH Sole 37660
AMERICAN GEN CORP COMMON 026351106 8837 144876 SH Sole 144876
AMERICAN GREETINGS CORP CL A 026375105 715 37615 SH Sole 37615
AMERICAN HOME PRODUCTS CORP COMMON 026609107 92428 1573240 SH Sole 1573240
AMERICAN INTL GROUP INC COMMON 026874107 162265 1380979 SH Sole 1380979
AMERICAN PWR CONVERSION CORP COMMON 029066107 4614 113050 SH Sole 113050
AMERICAN STD COS INC DEL COMMON 029712106 1855 45250 SH Sole 45250
AMERICAN WTR WKS INC COMMON 030411102 1573 62910 SH Sole 62910
AMETEK INC NEW COMMON 031100100 360 20570 SH Sole 20570
AMGEN INC COMMON 031162100 42069 598840 SH Sole 598840
AMSOUTH BANCORPORATION COMMON 032165102 3608 229100 SH Sole 229100
ANADARKO PETE CORP COMMON 032511107 3686 74740 SH Sole 74740
ANALOG DEVICES INC COMMON 032654105 47000 618420 SH Sole 618420
ANDREW CORP COMMON 034425108 1577 46982 SH Sole 46982
ANHEUSER BUSCH COS INC COMMON 035229103 19679 263486 SH Sole 263486
ANTEC CORP COMMON 03664P105 1010 24300 SH Sole 24300
ANTENNA TV SA SPON ADR 03672N100 372 24000 SH Sole 24000
AON CORP COMMON 037389103 4635 149210 SH Sole 149210
APACHE CORP COMMON 037411105 3902 66350 SH Sole 66350
APOLLO GROUP INC CL A 037604105 1357 48450 SH Sole 48450
APPLE COMPUTER COMMON 037833100 116169 2218018 SH Sole 2218018
APRIA HEALTHCARE GROUP INC COMMON 037933108 412 33600 SH Sole 33600
ARCHER DANIELS MIDLAND CO COMMON 039483102 3446 351207 SH Sole 351207
ARMSTRONG HLDGS INC COMMON 042384107 359 23440 SH Sole 23440
ARNOLD INDS INC COMMON 042595108 190 15760 SH Sole 15760
ARROW ELECTRS INC COMMON 042735100 1929 62212 SH Sole 62212
ARVIN INDS INC COMMON 043339100 285 16430 SH Sole 16430
ASHLAND INC COMMON 044204105 1441 41106 SH Sole 41106
ASSOCIATED BANC CORP COMMON 045487105 971 44503 SH Sole 44503
AT HOME CORP COM SER A 045919107 310 14950 SH Sole 14950
ASSOCIATES FIRST CAP CORP CL A 046008108 44420 1990829 SH Sole 1990829
ASTORIA FINL CORP COMMON 046265104 851 33050 SH Sole 33050
ATMEL CORP COMMON 049513104 5267 142840 SH Sole 142840
AUTODESK INCORPORATED COMMON 052769106 1179 33980 SH Sole 33980
AUTOMATIC DATA PROCESSING INC COMMON 053015103 19596 365848 SH Sole 365848
AUTOZONE INC COMMON 053332102 1716 78000 SH Sole 78000
AVERY DENNISON CORP COMMON 053611109 4391 65420 SH Sole 65420
AVNET INC COMMON 053807103 1687 28470 SH Sole 28470
AVON PRODS INC COMMON 054303102 6164 138520 SH Sole 138520
BB+T CORP COMMON 054937107 4862 203660 SH Sole 203660
BISYS GROUP INC COMMON 055472104 54741 890096 SH Sole 890096
BJ SVCS CO COMMON 055482103 3338 53400 SH Sole 53400
BJS WHSL CLUB INC COMMON 05548J106 1561 47300 SH Sole 47300
BP AMOCO PLC SPON ADR 055622104 370025 6541884 SH Sole 6541884
BMC SOFTWARE INC COMMON 055921100 5196 142410 SH Sole 142410
BAKER HUGHES INC COMMON 057224107 6162 192565 SH Sole 192565
BALL CORP COMMON 058498106 556 17285 SH Sole 17285
BANDAG INC COMMON 059815100 325 13400 SH Sole 13400
BANK AMER CORP COMMON 060505104 271317 6309687 SH Sole 6309687
BANK NEW YORK INC COMMON 064057102 20004 430200 SH Sole 430200
BANK ONE CORP COMMON 06423A103 17766 668852 SH Sole 668852
BANK TOKYO MITSUBISHI LTD SPON ADR 065379109 267 22000 SH Sole 22000
BANKNORTH GROUP INC NEW COMMON 06646R107 1453 94900 SH Sole 94900
BANTA CORP COMMON 066821109 307 16195 SH Sole 16195
BARD C R INC COMMON 067383109 85713 1781042 SH Sole 1781042
BARNES + NOBLE INC COMMON 067774109 939 42200 SH Sole 42200
BARRICK GOLD CORP COMMON 067901108 4196 230732 SH Sole 230732
BAUSCH + LOMB INC COMMON 071707103 2394 30935 SH Sole 30935
BAXTER INTL INC COMMON 071813109 124593 1771991 SH Sole 1771991
BEA SYS INC COMMON 073325102 51909 1050000 SH Sole 1050000
BEAR STEARNS COS INC COMMON 073902108 2685 64504 SH Sole 64504
BECKMAN COULTER INC COMMON 075811109 1105 18930 SH Sole 18930
BECTON DICKINSON + CO COMMON 075887109 4224 147240 SH Sole 147240
BED BATH + BEYOND INC COMMON 075896100 2966 81820 SH Sole 81820
BELLSOUTH CORP COMMON 079860102 46778 1097440 SH Sole 1097440
BELO A H CORP SER A 080555105 1324 76470 SH Sole 76470
BEMIS INC COMMON 081437105 1042 30977 SH Sole 30977
BERGEN BRUNSWIG CORP CL A 083739102 476 86582 SH Sole 86582
BEST BUY CO INC COMMON 086516101 7542 119240 SH Sole 119240
BESTFOODS COMMON 08658U101 39361 568397 SH Sole 568397
BETHLEHEM STL CORP COMMON 087509105 274 76837 SH Sole 76837
BEVERLY ENTERPRISES INC COMMON 087851309 43 15160 SH Sole 15160
BIOGEN INC COMMON 090597105 5590 86660 SH Sole 86660
BIOMET INC COMMON 090613100 2653 69030 SH Sole 69030
BLACK + DECKER CORPORATION COMMON 091797100 1952 49660 SH Sole 49660
BLACK HILLS CORP COMMON 092113109 311 13795 SH Sole 13795
BLOCK H + R INC COMMON 093671105 1857 57360 SH Sole 57360
BLYTH INDS INC COMMON 09643P108 913 30950 SH Sole 30950
BOB EVANS FARMS INC COMMON 096761101 355 23776 SH Sole 23776
BOEING CO COMMON 097023105 22121 529041 SH Sole 529041
BOISE CASCADE CORP COMMON 097383103 863 33364 SH Sole 33364
BORDERS GROUP INC COMMON 099709107 778 50000 SH Sole 50000
BORG WARNER AUTOMOTIVE INC COMMON 099724106 599 17050 SH Sole 17050
BOSTON SCIENTIFIC CORP COMMON 101137107 5215 237736 SH Sole 237736
BOWATER INC COMMON 102183100 80160 1816647 SH Sole 1816647
BRIGGS + STRATTON CORP COMMON 109043109 446 13030 SH Sole 13030
BRINKER INTL INC COMMON 109641100 1228 41990 SH Sole 41990
BRISTOL MYERS SQUIBB CO COMMON 110122108 177934 3054661 SH Sole 3054661
BRITISH TELECOMMUNICATIONS ADR 111021408 1190 9000 SH Sole 9000
BROADCOM CORP CL A 111320107 27367 125000 SH Sole 125000
BROADWING INC COMMON 111620100 3566 137500 SH Sole 137500
BROWN FORMAN CORP CL B CONV 115637209 2147 39935 SH Sole 39935
BRUNSWICK CORP COMMON 117043109 848 51190 SH Sole 51190
BUFFETS INC COMMON 119882108 339 26710 SH Sole 26710
BURLINGTON INDS INC COMMON 121693105 56 33480 SH Sole 33480
BURLINGTON NORTHN SANTA FE COMMON 12189T104 5729 249764 SH Sole 249764
BURLINGTON RES INC COMMON 122014103 4804 125604 SH Sole 125604
BURR BROWN COMMON 122574106 3129 36100 SH Sole 36100
CBL + ASSOC PPTYS INC COM 124830100 17456 700000 SH Sole 700000
CCB FINL CORP COMMON 124875105 923 24950 SH Sole 24950
CBRL GROUP INC COMMON 12489V106 551 37547 SH Sole 37547
CDW COMPUTER CTRS INC COMMON 125129106 3506 56100 SH Sole 56100
C H ROBINSON WORLDWIDE COMMON 12541W100 1346 27200 SH Sole 27200
CIGNA CORP COMMON 125509109 8880 94975 SH Sole 94975
CLECO CORP NEW COMMON 12561W105 483 14430 SH Sole 14430
CMP GROUP INC COMMON 125887109 613 20910 SH Sole 20910
CMS ENERGY CORP COMMON 125896100 67873 3067722 SH Sole 3067722
CNF TRANSN INC COMMON 12612W104 710 31200 SH Sole 31200
CSG SYS INTL INC COMMON 126349109 1884 33600 SH Sole 33600
CSX CORP COMMON 126408103 2699 127366 SH Sole 127366
CVS CORP COMMON 126650100 9103 227576 SH Sole 227576
CABLETRON SYSTEMS INC COMMON 126920107 2682 106230 SH Sole 106230
CABOT CORP COMMON 127055101 1177 43180 SH Sole 43180
CADENCE DESIGN SYS INC COMMON 127387108 3223 158160 SH Sole 158160
CALLAWAY GOLF CO COMMON 131193104 807 49460 SH Sole 49460
CALPINE CORP COMMON 131347106 5405 82200 SH Sole 82200
CAMBRIDGE TECHNOLOGY PARNERS M COMMON 132524109 350 40150 SH Sole 40150
CAMPBELL SOUP CO COMMON 134429109 7175 246360 SH Sole 246360
CANADIAN NATL RY CO COMMON 136375102 152124 5211951 SH Sole 5211951
CAPITAL ONE FINL CORP COMMON 14040H105 5096 114200 SH Sole 114200
CARDINAL HEALTH INC COMMON 14149Y108 11886 160628 SH Sole 160628
CARLISLE COS INC COMMON 142339100 876 19460 SH Sole 19460
CARNIVAL CORP COMMON 143658102 79716 4088022 SH Sole 4088022
CARPENTER TECHNOLOGY CORP COMMON 144285103 298 14120 SH Sole 14120
CARTER WALLACE INC. COMMON 146285101 582 28910 SH Sole 28910
CATERPILLAR INC COMMON 149123101 84452 2493060 SH Sole 2493060
CENDANT CORP COMMON 151313103 5887 420531 SH Sole 420531
CENTEX CORP COMMON 152312104 814 34630 SH Sole 34630
CENTURYTEL INC COMMON 156700106 2350 81727 SH Sole 81727
CERIDIAN CORP COMMON 15677T106 2032 84460 SH Sole 84460
CHARTER ONE FINL INC COMMON 160903100 2811 122200 SH Sole 122200
CHASE MANHATTAN CORP NEW COMMON 16161A108 275612 5983436 SH Sole 5983436
CHECKFREE HLDGS CORP COMMON 162816102 1921 37250 SH Sole 37250
CHESAPEAKE CORP COMMON 165159104 316 10660 SH Sole 10660
CHEVRON CORP COMMON 166751107 32253 380290 SH Sole 380290
CHIRON CORP COMMON 170040109 5497 115724 SH Sole 115724
CHRIS CRAFT INDS INC COMMON 170520100 1482 22434 SH Sole 22434
CHUBB CORP COMMON 171232101 6277 102060 SH Sole 102060
CHURCH + DWIGHT INC COMMON 171340102 442 24530 SH Sole 24530
CINCINNATI FINL CORP COMMON 172062101 2949 93800 SH Sole 93800
CINERGY CORP COMMON 172474108 2357 92642 SH Sole 92642
CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 3936 118610 SH Sole 118610
CIRRUS LOGIC INC COMMON 172755100 680 42480 SH Sole 42480
CISCO SYS INC COMMON 17275R102 860399 13536266 SH Sole 13536266
CINTAS CORP COMMON 172908105 3955 107810 SH Sole 107810
CITIGROUP INC COMMON 172967101 637283 10577304 SH Sole 10577304
CITRIX SYS INC COMMON 177376100 2044 107960 SH Sole 107960
CITY NATL CORP COMMON 178566105 1062 30559 SH Sole 30559
CLAIRE S STORES INC COMMON 179584107 634 32955 SH Sole 32955
CLARUS CORP DEL COMMON 182707109 1434 36888 SH Sole 36888
CLAYTON HOMES INC COMMON 184190106 711 88826 SH Sole 88826
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 14828 197700 SH Sole 197700
CLEVELAND CLIFFS INC COMMON 185896107 178 6900 SH Sole 6900
CLOROX CO COMMON 189054109 6135 136896 SH Sole 136896
COASTAL CORP COMMON 190441105 399110 6556228 SH Sole 6556228
COCA COLA CO COMMON 191216100 269362 4689662 SH Sole 4689662
COCA COLA ENTERPRISES INC COMMON 191219104 4001 245260 SH Sole 245260
COLGATE PALMOLIVE CO COMMON 194162103 20141 336380 SH Sole 336380
COLUMBIA ENERGY GROUP COMMON 197648108 3089 47077 SH Sole 47077
COMCAST CORP CL A 200300101 2119 54500 SH Sole 54500
COMCAST CORP CL A SPL 200300200 19041 470160 SH Sole 470160
COMDISCO INC COMMON 200336105 2188 98070 SH Sole 98070
COMERICA INC COMMON 200340107 4093 91220 SH Sole 91220
COMMSCOPE INC COMMON 203372107 1349 32900 SH Sole 32900
COMPAQ COMPUTER CORP COMMON 204493100 95135 3721648 SH Sole 3721648
COMPASS BANCSHARES INC COMMON 20449H109 1325 77650 SH Sole 77650
COMPUTER ASSOC INTL INC COMMON 204912109 17571 343263 SH Sole 343263
COMPUTER SCIENCES CORP COMMON 205363104 238355 3191368 SH Sole 3191368
COMPUWARE CORP COMMON 205638109 2181 210180 SH Sole 210180
COMSAT CORP SER 1 20564D107 806 34283 SH Sole 34283
COMVERSE TECHNOLOGY INC COMMON 205862402 8282 89050 SH Sole 89050
CONAGRA INC COMMON 205887102 5484 287670 SH Sole 287670
CONCORD EFS INC COMMON 206197105 3554 136675 SH Sole 136675
CONECTIV INC COMMON 206829103 906 58240 SH Sole 58240
CONEXANT SYS INC COMMON 207142100 35900 738300 SH Sole 738300
CONOCO INC CL B CONV 208251405 8944 364124 SH Sole 364124
CONSECO INC COMMON 208464107 1849 189615 SH Sole 189615
CONSOLIDATED EDISON INC COMMON 209115104 3661 123570 SH Sole 123570
CONSOLIDATED PAPERS INC COMMON 209759109 2147 58730 SH Sole 58730
CONSOLIDATED STORES CORP COMMON 210149100 775 64569 SH Sole 64569
CONSTELLATION ENERGY GROUP INC COMMON 210371100 2840 87210 SH Sole 87210
CONVERGYS CORP COMMON 212485106 4638 89400 SH Sole 89400
COOPER INDS INC COMMON 216669101 1769 54320 SH Sole 54320
COOPER TIRE + RUBR CO COMMON 216831107 479 43020 SH Sole 43020
COORS ADOLPH CO CL B 217016104 1297 21440 SH Sole 21440
CORNING INC COMMON 219350105 43426 160910 SH Sole 160910
COSTCO WHSL CORP NEW COMMON 22160K105 8597 260526 SH Sole 260526
COUNTRYWIDE CR INDS INC COMMON 222372104 2004 66100 SH Sole 66100
COVAD COMMUNICATIONS GROUP INC COMMON 222814204 7077 438900 SH Sole 438900
COVANCE INC COMMON 222816100 324 36800 SH Sole 36800
CRANE CO COMMON 224399105 859 35313 SH Sole 35313
CROMPTON CORP COMMON 227116100 897 73238 SH Sole 73238
CROWN CASTLE INTL CORP COMMON 228227104 29602 811010 SH Sole 811010
CROWN CORK + SEAL INC COMMON 228255105 1120 74655 SH Sole 74655
CUMMINS ENGINE INC COMMON 231021106 658 24150 SH Sole 24150
CYBEX COMPUTER PRODS CORP COMMON 232522102 932 22000 SH Sole 22000
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 3251 76950 SH Sole 76950
CYTEC INDS INC COMMON 232820100 657 26600 SH Sole 26600
DPL INC COMMON 233293109 1867 85093 SH Sole 85093
DQE COMMON 23329J104 1770 44800 SH Sole 44800
DST SYS INC DEL COMMON 233326107 3075 40400 SH Sole 40400
DTE ENERGY CO COMMON 233331107 2543 83200 SH Sole 83200
DANA CORP COMMON 235811106 39740 1875641 SH Sole 1875641
DANAHER CORP COMMON 235851102 4085 82630 SH Sole 82630
DARDEN RESTAURANTS INC COMMON 237194105 66923 4118315 SH Sole 4118315
DEAN FOODS CO COMMON 242361103 732 23090 SH Sole 23090
DEERE + CO COMMON 244199105 5051 136525 SH Sole 136525
DELL COMPUTER CORP COMMON 247025109 180221 3654675 SH Sole 3654675
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 16195 1112096 SH Sole 1112096
DELTA AIR LINES INC DE COMMON 247361108 3613 71460 SH Sole 71460
DELUXE CORP COMMON 248019101 994 42180 SH Sole 42180
DENTSPLY INTL INC NEW COMMON 249030107 1030 33430 SH Sole 33430
DEVON ENERGY CORPORATION NEW COMMON 25179M103 3132 55750 SH Sole 55750
DEVRY INC DEL COMMON 251893103 1184 44800 SH Sole 44800
DEXTER CORP COMMON 252165105 713 14850 SH Sole 14850
DIAL CORP NEW COMMON 25247D101 654 62990 SH Sole 62990
DIEBOLD INC COMMON 253651103 1276 45780 SH Sole 45780
DILLARDS INC CL A 254067101 668 54550 SH Sole 54550
DIME BANCORP INC NEW COMMON 25429Q102 1132 71860 SH Sole 71860
DISNEY WALT CO COMMON 254687106 47035 1211847 SH Sole 1211847
DOLE FOOD INC COMMON 256605106 503 35900 SH Sole 35900
DOLLAR GEN CORP COMMON 256669102 3742 191915 SH Sole 191915
DOLLAR TREE STORES INC COMMON 256747106 2617 66160 SH Sole 66160
DOMINION RES INC VA NEW COMMON 25746U109 5952 138820 SH Sole 138820
DONALDSON INC COMMON 257651109 583 29530 SH Sole 29530
DONNELLEY R R + SONS CO COMMON 257867101 1602 71010 SH Sole 71010
DOVER CORP COMMON 260003108 4802 118380 SH Sole 118380
DOW CHEM CO COMMON 260543103 81910 2713387 SH Sole 2713387
DOW JONES + CO INC COMMON 260561105 3793 51775 SH Sole 51775
DREYERS GRAND ICE CREAM INC COMMON 261878102 379 18060 SH Sole 18060
DU PONT E I DE NEMOURS + CO COMMON 263534109 133318 3047268 SH Sole 3047268
DUKE ENERGY CO COMMON 264399106 12082 214311 SH Sole 214311
DUN + BRADSTREET CORP DEL COMMON 26483B106 2699 94295 SH Sole 94295
DYNEGY INC NEW CL A 26816Q101 6697 98040 SH Sole 98040
E M C CORP MASS COMMON 268648102 97374 1265626 SH Sole 1265626
ENSCO INTL INC COMMON 26874Q100 3179 88780 SH Sole 88780
E TRADE GROUP INC COMMON 269246104 3098 187760 SH Sole 187760
EASTERN ENTERPRISES COMMON 27637F100 999 15865 SH Sole 15865
EASTMAN CHEM CO COMMON 277432100 2136 44732 SH Sole 44732
EASTMAN KODAK CO COMMON 277461109 10749 180650 SH Sole 180650
EATON CORP COMMON 278058102 2839 42370 SH Sole 42370
ECOLAB INC COMMON 278865100 2955 75636 SH Sole 75636
EDISON INTL COMMON 281020107 3972 193770 SH Sole 193770
EDWARDS A G INC COMMON 281760108 2237 57371 SH Sole 57371
EDWARDS LIFESCIENCES CORP COMMON 28176E108 692 37391 SH Sole 37391
EL PASO ENERGY CORP DEL COMMON 283905107 6869 134856 SH Sole 134856
ELAN PLC ADR 284131208 1623 33500 SH Sole 33500
ELECTRONIC ARTS COMMON 285512109 3020 41400 SH Sole 41400
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 28091 681000 SH Sole 681000
ELF AQUITAINE SPON ADR 286269105 202 2000 SH Sole 2000
EMERSON ELEC CO COMMON 291011104 126401 2093593 SH Sole 2093593
ENERGY EAST CORP COMMON 29266M109 1519 79680 SH Sole 79680
ENERGIZER HLDGS INC COMMON 29266R108 1182 64744 SH Sole 64744
ENGELHARD CORP COMMON 292845104 1270 74412 SH Sole 74412
ENRON CORP COMMON 293561106 27541 426990 SH Sole 426990
ENTERGY CORP COMMON 29364G103 3647 134130 SH Sole 134130
EQUIFAX INC COMMON 294429105 2160 82290 SH Sole 82290
EQUITY OFFICE PPTYS TR REAL ESTATE INV 294741103 86988 3156045 SH Sole 3156045
ERICSSON L M TEL CO ADR CL B 294821400 2360 118000 SH Sole 118000
ETHYL CORP COMMON 297659104 134 53670 SH Sole 53670
EXPRESS SCRIPTS INC CL A 302182100 1516 24400 SH Sole 24400
EXXON MOBIL CORP COMMON 30231G102 586007 7465059 SH Sole 7465059
FMC CORP COMMON 302491303 1028 17730 SH Sole 17730
FPL GROUP INC COMMON 302571104 5144 103923 SH Sole 103923
FAMILY DLR STORES INC COMMON 307000109 2154 110120 SH Sole 110120
FASTENAL CO COMMON 311900104 1238 24450 SH Sole 24450
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