UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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 May 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: 972
Form 13F Information Table Value Total: 26,362,418.00
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 9450 175400 SH Sole 175400
AFLAC INC COMMON 001055102 7081 155406 SH Sole 155406
AGCO CORP COMMON 001084102 393 34550 SH Sole 34550
AGL RES INC COMMON 001204106 607 33020 SH Sole 33020
AES CORP COMMON 00130H105 9496 120586 SH Sole 120586
AK STL HLDG CORP COMMON 001547108 669 64490 SH Sole 64490
AMR CORP DEL COMMON 001765106 2757 86500 SH Sole 86500
AT + T CORP COMMON 001957109 296417 5269627 SH Sole 5269627
ABBOTT LABS COMMON 002824100 67597 1921060 SH Sole 1921060
ABERCROMBIE AND FITCH CO CL A 002896207 947 59200 SH Sole 59200
ACNIELSON CORP COMMON 004833109 757 33650 SH Sole 33650
ACTUATE CORP COMMON 00508B102 10478 194714 SH Sole 194714
CSG SYS INTL INC COMMON 126349109 1469 30100 SH Sole 30100
CSX CORP COMMON 126408103 2995 127466 SH Sole 127466
CVS CORP COMMON 126650100 8597 228876 SH Sole 228876
CABLETRON SYSTEMS INC COMMON 126920107 3120 106430 SH Sole 106430
COORS ADOLPH CO CL B 217016104 1030 21540 SH Sole 21540
CORDANT TECHNOLOGIES INC COMMON 218412104 1208 21350 SH Sole 21350
CORNING INC COMMON 219350105 31255 161110 SH Sole 161110
EL PASO ENERGY CORP DEL COMMON 283905107 5384 133356 SH Sole 133356
ACUSON COMMON 005113105 230 15530 SH Sole 15530
ACXIOM CORP COMMON 005125109 2342 70428 SH Sole 70428
ADAPTEC INC COMMON 00651F108 2345 60700 SH Sole 60700
ADOBE SYS INC COMMON 00724F101 7707 69240 SH Sole 69240
ADTRAN INC COMMON 00738A106 1367 23000 SH Sole 23000
ADVANCED MICRO DEVICES INC COMMON 007903107 4909 86020 SH Sole 86020
AETNA INC COMMON 008117103 70040 1257730 SH Sole 1257730
AFFILIATED COMPUTER SVCS INC CL A 008190100 1093 28760 SH Sole 28760
AIR PRODS + CHEMS INC COMMON 009158106 24290 854169 SH Sole 854169
AIRBORNE FGHT CORP COMMON 009266107 678 28270 SH Sole 28270
AIRGAS INC COMMON 009363102 335 40360 SH Sole 40360
ALASKA AIR GROUP INC COMMON 011659109 462 15360 SH Sole 15360
ALBANY INTL CORP CL A 012348108 260 17582 SH Sole 17582
ALBEMARLE CORP COMMON 012653101 563 27110 SH Sole 27110
ALBERTO CULVER CO CL B CONV 013068101 773 32480 SH Sole 32480
ALBERTSONS INC COMMON 013104104 7669 247382 SH Sole 247382
ALCAN ALUM LTD COMMON 013716105 4334 127955 SH Sole 127955
ALCOA INC COMMON 013817101 274893 3913065 SH Sole 3913065
ALCATEL ALSTHOM SPON ADR 013904305 526 12000 SH Sole 12000
ALEXANDER + BALDWIN INC COMMON 014482103 516 25020 SH Sole 25020
ALLEGHENY ENERGY INC COMMON 017361106 1769 64190 SH Sole 64190
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1095 54592 SH Sole 54592
ALLEGIANCE TELECOM INC COMMON 01747T102 2880 35715 SH Sole 35715
ALLERGAN INC COMMON 018490102 3842 76840 SH Sole 76840
ALLIANT CORP COMMON 018802108 1393 45760 SH Sole 45760
ALLIED WASTE INDUSTRIES INC COMMON 019589308 724 110300 SH Sole 110300
ALLMERICA FINL CORP COMMON 019754100 1609 31550 SH Sole 31550
ALLSTATE CORP COMMON 020002101 11202 470420 SH Sole 470420
ALLTEL CORP COMMON 020039103 11567 183415 SH Sole 183415
ALTERA CORP COMMON 021441100 10349 115960 SH Sole 115960
ALZA CORP COMMON 022615108 2241 59650 SH Sole 59650
AMAZON COM INC COMMON 023135106 97740 1458801 SH Sole 1458801
AMBAC FINL GROUP INC COMMON 023139108 2045 40600 SH Sole 40600
AMERADA HESS CORP COMMON 023551104 3424 52975 SH Sole 52975
AMEREN CORP COMMON 023608102 2478 80095 SH Sole 80095
AMERICA ONLINE INC DEL COMMON 02364J104 280469 4170550 SH Sole 4170550
AMERICAN ELEC PWR INC COMMON 025537101 3378 113315 SH Sole 113315
AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 1030 27150 SH Sole 27150
AMERICAN EXPRESS CO COMMON 025816109 38944 261480 SH Sole 261480
AMERICAN FINL GROUP INC OHIO COMMON 025932104 972 33960 SH Sole 33960
AMERICAN GEN CORP COMMON 026351106 8103 144376 SH Sole 144376
AMERICAN GREETINGS CORP CL A 026375105 686 37615 SH Sole 37615
AMERICAN HOME PRODUCTS CORP COMMON 026609107 48007 895240 SH Sole 895240
AMERICAN INTL GROUP INC COMMON 026874107 151798 1386279 SH Sole 1386279
AMERICAN PWR CONVERSION CORP COMMON 029066107 4800 111950 SH Sole 111950
AMERICAN STD COS INC DEL COMMON 029712106 1523 41150 SH Sole 41150
AMERICAN WTR WKS INC COMMON 030411102 1337 56310 SH Sole 56310
AMETEK INC NEW COMMON 031100100 359 18670 SH Sole 18670
AMGEN INC COMMON 031162100 36619 596640 SH Sole 596640
AMSOUTH BANCORPORATION COMMON 032165102 3412 228400 SH Sole 228400
ANADARKO PETE CORP COMMON 032511107 2880 74440 SH Sole 74440
ANALOG DEVICES INC COMMON 032654105 16461 204320 SH Sole 204320
ANDREW CORP COMMON 034425108 1075 46982 SH Sole 46982
ANHEUSER BUSCH COS INC COMMON 035229103 16919 271786 SH Sole 271786
ANTENNA TV SA SPON ADR 03672N100 561 24000 SH Sole 24000
AON CORP COMMON 037389103 4831 149810 SH Sole 149810
APACHE CORP COMMON 037411105 3316 66650 SH Sole 66650
APOLLO GROUP INC CL A 037604105 1242 44050 SH Sole 44050
APPLE COMPUTER COMMON 037833100 150556 1108559 SH Sole 1108559
APRIA HEALTHCARE GROUP INC COMMON 037933108 436 30200 SH Sole 30200
APPLIED MATERIALS INC COMMON 038222105 42135 447060 SH Sole 447060
ARADIGM CORP COMMON 038505103 796 38129 SH Sole 38129
ARCH COAL INC COMMON 039380100 72 10215 SH Sole 10215
ARCHER DANIELS MIDLAND CO COMMON 039483102 3679 354607 SH Sole 354607
ARMSTRONG WORLD INDS INC COMMON 042476101 417 23340 SH Sole 23340
ARNOLD INDS INC COMMON 042595108 183 14260 SH Sole 14260
ARROW ELECTRS INC COMMON 042735100 1967 55812 SH Sole 55812
ARVIN INDS INC COMMON 043339100 338 14930 SH Sole 14930
ASHLAND INC COMMON 044204105 1388 41506 SH Sole 41506
ASSOCIATED BANC CORP COMMON 045487105 1109 37112 SH Sole 37112
AT HOME CORP COM SER A 045919107 492 14950 SH Sole 14950
ASSOCIATES FIRST CAP CORP CL A 046008108 42691 1991429 SH Sole 1991429
ASTORIA FINL CORP COMMON 046265104 895 31550 SH Sole 31550
ATLANTIC RICHFIELD CO COMMON 048825103 16022 188490 SH Sole 188490
ATMEL CORP COMMON 049513104 6605 127940 SH Sole 127940
AUTODESK INCORPORATED COMMON 052769106 1637 35980 SH Sole 35980
AUTOMATIC DATA PROCESSING INC COMMON 053015103 17763 368148 SH Sole 368148
AUTOZONE INC COMMON 053332102 2239 80700 SH Sole 80700
AVERY DENNISON CORP COMMON 053611109 4019 65820 SH Sole 65820
AVNET INC COMMON 053807103 1605 25470 SH Sole 25470
AVON PRODS INC COMMON 054303102 4113 141520 SH Sole 141520
BB+T CORP COMMON 054937107 5693 202860 SH Sole 202860
BISYS GROUP INC COMMON 055472104 59191 890096 SH Sole 890096
BJ SVCS CO COMMON 055482103 3280 44400 SH Sole 44400
BJS WHSL CLUB INC COMMON 05548J106 1649 42700 SH Sole 42700
BP AMOCO PLC SPON ADR 055622104 330726 6232760 SH Sole 6232760
BMC SOFTWARE INC COMMON 055921100 7041 142610 SH Sole 142610
BAKER HUGHES INC COMMON 057224107 5816 192265 SH Sole 192265
BALL CORP COMMON 058498106 611 17685 SH Sole 17685
BANDAG INC COMMON 059815100 292 12700 SH Sole 12700
BANK AMER CORP COMMON 060505104 332469 6340287 SH Sole 6340287
BANK NEW YORK INC COMMON 064057102 17876 430100 SH Sole 430100
BANK ONE CORP COMMON 06423A103 23026 669852 SH Sole 669852
BANK TOKYO MITSUBISHI LTD SPON ADR 065379109 312 22000 SH Sole 22000
BANTA CORP COMMON 066821109 283 15395 SH Sole 15395
BARD C R INC COMMON 067383109 68920 1781442 SH Sole 1781442
BARNES + NOBLE INC COMMON 067774109 927 40300 SH Sole 40300
BARRICK GOLD CORP COMMON 067901108 3612 230232 SH Sole 230232
BAUSCH + LOMB INC COMMON 071707103 1761 33735 SH Sole 33735
BAXTER INTL INC COMMON 071813109 111119 1772591 SH Sole 1772591
BEA SYS INC COMMON 073325102 38522 525000 SH Sole 525000
BEAR STEARNS COS INC COMMON 073902108 3021 66204 SH Sole 66204
BECKMAN COULTER INC COMMON 075811109 1087 16930 SH Sole 16930
BECTON DICKINSON + CO COMMON 075887109 3866 146940 SH Sole 146940
BED BATH + BEYOND INC COMMON 075896100 3226 81920 SH Sole 81920
BELL ATLANTIC CORP COMMON 077853109 55439 906978 SH Sole 906978
BELLSOUTH CORP COMMON 079860102 51674 1099440 SH Sole 1099440
BELO A H CORP COM SER A 080555105 1229 68770 SH Sole 68770
BEMIS INC COMMON 081437105 1128 30577 SH Sole 30577
BERGEN BRUNSWIG CORP CL A 083739102 527 78082 SH Sole 78082
BEST BUY CO INC COMMON 086516101 10272 119440 SH Sole 119440
BESTFOODS COMMON 08658U101 53727 1147697 SH Sole 1147697
BETHLEHEM STL CORP COMMON 087509105 459 76537 SH Sole 76537
BEVERLY ENTERPRISES INC COMMON 087851309 220 59560 SH Sole 59560
BIOGEN INC COMMON 090597105 6132 87760 SH Sole 87760
BIOMET INC COMMON 090613100 2398 65930 SH Sole 65930
BLACK + DECKER CORPORATION COMMON 091797100 1907 50760 SH Sole 50760
BLACK HILLS CORP COMMON 092113109 273 12395 SH Sole 12395
BLOCK H + R INC COMMON 093671105 2571 57460 SH Sole 57460
BLYTH INDS INC COMMON 09643P108 763 27950 SH Sole 27950
BOB EVANS FARMS INC COMMON 096761101 278 22276 SH Sole 22276
BOEING CO COMMON 097023105 19251 507441 SH Sole 507441
BOISE CASCADE CORP COMMON 097383103 1159 33364 SH Sole 33364
BORDERS GROUP INC COMMON 099709107 772 44900 SH Sole 44900
BORG WARNER AUTOMOTIVE INC COMMON 099724106 620 15750 SH Sole 15750
BOSTON SCIENTIFIC CORP COMMON 101137107 5161 242136 SH Sole 242136
BOWATER INC COMMON 102183100 96793 1813447 SH Sole 1813447
BRIGGS + STRATTON CORP COMMON 109043109 552 13430 SH Sole 13430
BRINKER INTL INC COMMON 109641100 1125 37890 SH Sole 37890
BRISTOL MYERS SQUIBB CO COMMON 110122108 221244 3831061 SH Sole 3831061
BRITISH TELECOMMUNICATIONS ADR FINAL INST 111021408 1693 9000 SH Sole 9000
BROADWING INC COMMON 111620100 4674 125700 SH Sole 125700
BROWN FORMAN CORP CL B 115637209 2179 40035 SH Sole 40035
BRUNSWICK CORP COMMON 117043109 1015 53590 SH Sole 53590
BUFFETS INC COMMON 119882108 220 24410 SH Sole 24410
BURLINGTON INDS INC COMMON 121693105 132 30180 SH Sole 30180
BURLINGTON NORTHN SANTA FE COMMON 12189T104 5904 266864 SH Sole 266864
BURLINGTON RES INC COMMON 122014103 4699 127004 SH Sole 127004
CBL + ASSOC PPTYS INC COMMON 124830100 14306 700000 SH Sole 700000
CCB FINL CORP COMMON 124875105 1042 23550 SH Sole 23550
CBRL GROUP INC COMMON 12489V106 340 34047 SH Sole 34047
CBS CORP COMMON 12490K107 25214 445272 SH Sole 445272
CDW COMPUTER CTRS INC COMMON 125129106 2124 25150 SH Sole 25150
C H ROBINSON WORLDWIDE COMMON 12541W100 890 23900 SH Sole 23900
CIGNA CORP COMMON 125509109 7459 98475 SH Sole 98475
CLECO CORP NEW COMMON 12561W105 433 13030 SH Sole 13030
CK WITCO CORP COMMON 12562C108 703 69038 SH Sole 69038
CMP GROUP INC COMMON 125887109 548 18810 SH Sole 18810
CMS ENERGY CORP COMMON 125896100 55670 3071422 SH Sole 3071422
CNF TRANSN INC COMMON 12612W104 780 28100 SH Sole 28100
CABOT CORP COMMON 127055101 1189 38980 SH Sole 38980
CADENCE DESIGN SYS INC COMMON 127387108 2935 141460 SH Sole 141460
CALLAWAY GOLF CO COMMON 131193104 684 44160 SH Sole 44160
CALPINE CORP COMMON 131347106 3445 36650 SH Sole 36650
CAMBRIDGE TECHNOLOGY PARNERS M COMMON 132524109 475 35050 SH Sole 35050
CAMDEN PPTY TR SH BEN INT 133131102 13163 486400 SH Sole 486400
CAMPBELL SOUP CO COMMON 134429109 7659 249060 SH Sole 249060
CANADIAN NATL RY CO COMMON 136375102 139094 5211951 SH Sole 5211951
CAPITAL ONE FINL CORP COMMON 14040H105 5522 115200 SH Sole 115200
CARDINAL HEALTH INC COMMON 14149Y108 7539 164328 SH Sole 164328
CARLISLE COS INC COMMON 142339100 702 17560 SH Sole 17560
CARNIVAL CORP COMMON 143658102 101628 4095822 SH Sole 4095822
CAROLINA PWR + LT CO COMMON 144141108 3022 93170 SH Sole 93170
CARPENTER TECHNOLOGY CORP COMMON 144285103 265 12720 SH Sole 12720
CARTER WALLACE INC. COMMON 146285101 490 26110 SH Sole 26110
CATERPILLAR INC COMMON 149123101 98490 2497360 SH Sole 2497360
CENDANT CORP COMMON 151313103 7628 412331 SH Sole 412331
CENTEX CORP COMMON 152312104 825 34630 SH Sole 34630
CENTRAL + SOUTH WEST CORP COMMON 152357109 2119 124200 SH Sole 124200
CENTURYTEL INC COMMON 156700106 3027 81527 SH Sole 81527
CERIDIAN CORP COMMON 15677T106 1621 84460 SH Sole 84460
CHAMPION INTL CORP COMMON 158525105 2994 56220 SH Sole 56220
CHARTER ONE FINL INC COMMON 160903100 2588 123240 SH Sole 123240
CHASE MANHATTAN CORP NEW COMMON 16161A108 388963 4461224 SH Sole 4461224
CHECKFREE HLDGS CORP COMMON 162816102 2245 31850 SH Sole 31850
CHESAPEAKE CORP COMMON 165159104 300 10160 SH Sole 10160
CHEVRON CORP COMMON 166751107 35440 383390 SH Sole 383390
CHIRON CORP COMMON 170040109 5268 105624 SH Sole 105624
CHRIS CRAFT INDS INC COMMON 170520100 1282 20134 SH Sole 20134
CHUBB CORP COMMON 171232101 6943 102760 SH Sole 102760
CHURCH + DWIGHT INC COMMON 171340102 387 22530 SH Sole 22530
CINCINNATI FINL CORP COMMON 172062101 3604 95800 SH Sole 95800
CINERGY CORP COMMON 172474108 1994 92742 SH Sole 92742
CIRCUIT CITY STORES INC COMMON 172737108 7233 118810 SH Sole 118810
CIRRUS LOGIC INC COMMON 172755100 699 38280 SH Sole 38280
CISCO SYS INC COMMON 17275R102 1041845 13475766 SH Sole 13475766
CINTAS CORP COMMON 172908105 3809 97210 SH Sole 97210
CITIGROUP INC COMMON 172967101 686940 11581704 SH Sole 11581704
CITRIX SYS INC COMMON 177376100 6934 104660 SH Sole 104660
CITY NATL CORP COMMON 178566105 932 27659 SH Sole 27659
CLAIRE S STORES INC COMMON 179584107 597 29755 SH Sole 29755
CLARUS CORP DEL COMMON 182707109 2605 36888 SH Sole 36888
CLAYTON HOMES INC COMMON 184190106 821 81126 SH Sole 81126
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 13654 197700 SH Sole 197700
CLEVELAND CLIFFS INC COMMON 185896107 152 6400 SH Sole 6400
CLOROX CO COMMON 189054109 4488 138096 SH Sole 138096
COASTAL CORP COMMON 190441105 359942 7824828 SH Sole 7824828
COCA COLA CO COMMON 191216100 229954 4899162 SH Sole 4899162
COCA COLA ENTERPRISES INC COMMON 191219104 5357 248460 SH Sole 248460
COLGATE PALMOLIVE CO COMMON 194162103 19183 340280 SH Sole 340280
COLUMBIA ENERGY GROUP COMMON 197648108 2813 47477 SH Sole 47477
COLUMBIA / HCA HEALTHCARE CORP COMMON 197677107 8327 328955 SH Sole 328955
COMCAST CORP CL A 200300101 2929 71000 SH Sole 71000
COMCAST CORP CL A SPL 200300200 20393 470160 SH Sole 470160
COMDISCO INC COMMON 200336105 3913 88670 SH Sole 88670
COMERICA INC COMMON 200340107 3824 91320 SH Sole 91320
COMPAQ COMPUTER CORP COMMON 204493100 99065 3720748 SH Sole 3720748
COMPASS BANCSHARES INC COMMON 20449H109 1317 66050 SH Sole 66050
COMPUTER ASSOC INTL INC COMMON 204912109 20288 342775 SH Sole 342775
COMPUTER SCIENCES CORP COMMON 205363104 252525 3191468 SH Sole 3191468
COMPUWARE CORP COMMON 205638109 4433 210480 SH Sole 210480
COMSAT CORP COM SER 1 20564D107 635 30783 SH Sole 30783
COMVERSE TECHNOLOGY INC COMMON 205862402 8444 44675 SH Sole 44675
CONAGRA INC COMMON 205887102 5212 287570 SH Sole 287570
CONCORD EFS INC COMMON 206197105 2740 119475 SH Sole 119475
CONECTIV INC COMMON 206829103 946 54040 SH Sole 54040
CONEXANT SYS INC COMMON 207142100 8903 125400 SH Sole 125400
CONOCO INC CL B 208251405 9372 365724 SH Sole 365724
CONSECO INC COMMON 208464107 2185 191015 SH Sole 191015
CONSOLIDATED EDISON INC COMMON 209115104 3743 129070 SH Sole 129070
CONSOLIDATED PAPERS INC COMMON 209759109 2027 52730 SH Sole 52730
CONSOLIDATED STORES CORP COMMON 210149100 736 64669 SH Sole 64669
CONSTELLATION ENERGY GROUP INC COMMON 210371100 2783 87310 SH Sole 87310
CONVERGYS CORP COMMON 212485106 3430 88800 SH Sole 88800
COOPER INDS INC COMMON 216669101 1926 55020 SH Sole 55020
COOPER TIRE + RUBR CO COMMON 216831107 556 44220 SH Sole 44220
COSTCO WHSL CORP NEW COMMON 22160K105 13652 259726 SH Sole 259726
COUNTRYWIDE CR INDS INC COMMON 222372104 1804 66200 SH Sole 66200
COVAD COMMUNICATIONS GROUP INC COMMON 222814204 21214 292600 SH Sole 292600
COVANCE INC COMMON 222816100 356 33100 SH Sole 33100
CRANE CO COMMON 224399105 905 38413 SH Sole 38413
CROWN CASTLE INTL CORP CL A 228227104 30717 811010 SH Sole 811010
CROWN CORK + SEAL INC COMMON 228255105 1209 75555 SH Sole 75555
CUMMINS ENGINE INC COMMON 231021106 907 24150 SH Sole 24150
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 3134 63550 SH Sole 63550
CYTEC INDS INC COMMON 232820100 750 24500 SH Sole 24500
DPL INC COMMON 233293109 1722 77593 SH Sole 77593
DQE COMMON 23329J104 1993 43800 SH Sole 43800
DST SYS INC DEL COMMON 233326107 2396 36900 SH Sole 36900
DTE ENERGY CO COMMON 233331107 2456 84700 SH Sole 84700
DANA CORP COMMON 235811106 55576 1971641 SH Sole 1971641
DANAHER CORP COMMON 235851102 4240 83130 SH Sole 83130
DARDEN RESTAURANTS INC COMMON 237194105 73406 4121015 SH Sole 4121015
DEAN FOODS CO COMMON 242361103 575 21490 SH Sole 21490
DEERE + CO COMMON 244199105 5192 136625 SH Sole 136625
DELL COMPUTER CORP COMMON 247025109 141331 2620275 SH Sole 2620275
DELPHI AUTOMOTIVE SYS CORP COMMON 247126105 17821 1113796 SH Sole 1113796
DELTA AIR LINES INC DE COMMON 247361108 4013 75360 SH Sole 75360
DELUXE CORP COMMON 248019101 1136 42880 SH Sole 42880
DENTSPLY INTL INC NEW COMMON 249030107 869 30630 SH Sole 30630
DEVON ENERGY CORPORATION NEW COMMON 25179M103 2421 49850 SH Sole 49850
DEVRY INC DEL COMMON 251893103 1232 40400 SH Sole 40400
DEXTER CORP COMMON 252165105 713 13450 SH Sole 13450
DIAL CORP NEW COMMON 25247D101 841 61190 SH Sole 61190
DIEBOLD INC COMMON 253651103 1102 40080 SH Sole 40080
DILLARDS INC CL A 254067101 1007 61250 SH Sole 61250
DIME BANCORP INC NEW COMMON 25429Q102 1191 64360 SH Sole 64360
DISNEY WALT CO COMMON 254687106 50024 1209047 SH Sole 1209047
DOLE FOOD INC COMMON 256605106 630 32400 SH Sole 32400
DOLLAR GEN CORP COMMON 256669102 4148 154332 SH Sole 154332
DOLLAR TREE STORES INC COMMON 256747106 1879 36040 SH Sole 36040
DOMINION RES INC VA NEW COMMON 25746U109 5344 139020 SH Sole 139020
DONALDSON INC COMMON 257651109 603 26730 SH Sole 26730
DONNELLEY R R + SONS CO COMMON 257867101 1545 73810 SH Sole 73810
DOVER CORP COMMON 260003108 5696 118980 SH Sole 118980
DOW CHEM CO COMMON 260543103 102729 901129 SH Sole 901129
DOW JONES + CO INC COMMON 260561105 3768 52475 SH Sole 52475
DREYERS GRAND ICE CREAM INC COMMON 261878102 414 16060 SH Sole 16060
DU PONT E I DE NEMOURS + CO COMMON 263534109 161087 3046568 SH Sole 3046568
DUKE ENERGY CO COMMON 264399106 11215 213611 SH Sole 213611
DUN + BRADSTREET CORP DEL COMMON 26483B106 2688 93895 SH Sole 93895
DYNEGY INC NEW CL A 26816Q101 5092 81140 SH Sole 81140
E M C CORP MASS COMMON 268648102 74295 594363 SH Sole 594363
ENSCO INTL INC COMMON 26874Q100 2882 79780 SH Sole 79780
E TRADE GROUP INC COMMON 269246104 5060 167960 SH Sole 167960
EASTERN ENTERPRISES COMMON 27637F100 944 15765 SH Sole 15765
EASTMAN CHEM CO COMMON 277432100 2081 45732 SH Sole 45732
EASTMAN KODAK CO COMMON 277461109 10013 184350 SH Sole 184350
EATON CORP COMMON 278058102 3352 42970 SH Sole 42970
ECOLAB INC COMMON 278865100 2775 75636 SH Sole 75636
EDISON INTL COMMON 281020107 3358 202770 SH Sole 202770
EDWARDS A G INC COMMON 281760108 2071 51771 SH Sole 51771
ELAN PLC ADR 284131208 1591 33500 SH Sole 33500
ELECTRONIC ARTS COMMON 285512109 2662 37400 SH Sole 37400
ELECTRONIC DATA SYS CORP NEW COMMON 285661104 17652 275000 SH Sole 275000
ELF AQUITAINE ADR 286269105 174 2000 SH Sole 2000
EMERSON ELEC CO COMMON 291011104 163754 3096993 SH Sole 3096993
ENERGY EAST CORP COMMON 29266M109 1426 71980 SH Sole 71980
ENGELHARD CORP COMMON 292845104 1110 73412 SH Sole 73412
ENRON CORP COMMON 293561106 31297 417990 SH Sole 417990
ENTERGY CORP COMMON 29364G103 2910 144130 SH Sole 144130
EQUIFAX INC COMMON 294429105 2085 82590 SH Sole 82590
EQUITY OFFICE PPTYS TR REIT 294741103 129546 5156045 SH Sole 5156045
ERICSSON L M TEL CO ADR CL B 294821400 2767 29500 SH Sole 29500
ETHYL CORP COMMON 297659104 148 48470 SH Sole 48470
EXPRESS SCRIPTS INC CL A 302182100 941 22400 SH Sole 22400
EXXON MOBIL CORP COMMON 30231G102 579848 7451859 SH Sole 7451859
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