UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment 0 ; Amendment Number:
This Amendment (Check only one.): is a restatement.
adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: TEACHER RETIREMENT SYSTEM OF TEXAS
Address: 1000 RED RIVER
AUSTIN, TX 78701
13F File Number: 28-
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: Scot Leith
Title: Supervisor, Investment Accounting And Reporting
Phone: 512-391-2630
Signature, Place, and Date of Signing:
Scot Leith Austin, Texas June 30, 2000
Report Type (Check only one.):
X 13F HOLDINGS REPORT.
13F NOTICE.
13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information table Entry Total: 2321
Form 13F Information Table Value Total: 55,926,299,388.13
List of Other Included Managers:
No. 13F File Number Name
<TABLE>
<CAPTION>
Name of Issuer Title of Class Identifier Fair Market Value Shares Invest DiscretionVoting Authority
----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 70262162.55 1219300 SOLE 1219300
3i GROUP PLC Ordinary Intl 0888693 10880096.52 530000 SOLE 530000
77 BANK LTD THE Ordinary Intl 6804165 3205897.65 400000 SOLE 400000
99 CENTS ONLY STORES Domestic 65440K106 8014875.02 201000 SOLE 201000
AAR CORP Domestic 000361105 2100000 175000 SOLE 175000
AARON RENTS INC Domestic 002535201 1130625 90000 SOLE 90000
ABB LTD Ordinary Intl 5661190 14636845.83 121900 SOLE 121900
ABB LTD 144A ADR ADR 214340W 34758532.64 289474 SOLE 289474
ABB LTD COMM STK Ordinary Intl 5702259 4658716.69 39982 SOLE 39982
ABBEY NATIONAL Ordinary Intl 0004455 5780657.59 485800 SOLE 485800
ABBOTT LABS Domestic 002824100 226422062.53 5081000 SOLE 5081000
ABERCROMBIE & FITCH CO Domestic 002896207 5362500 440000 SOLE 440000
ABM INDUSTRIES INC Domestic 000957100 2829000 123000 SOLE 123000
ABN AMRO HLDG NV ADR 2003739 35142846.01 1430752 SOLE 1430752
ABN AMRO HOLDINGS NV Ordinary Intl 5250769 15308609.66 622360 SOLE 622360
ACCELERATED NETWORKS INC Domestic 00429P107 210937.5 5000 SOLE 5000
ACCOR 1.0% 3/29/02 144A CV Intl Conv 5638310 1865675.25 1800 SOLE 1800
ACCOR EUR3 Ordinary Intl 5852842 15596872.57 379000 SOLE 379000
ACERINOX SA Ordinary Intl 5500118 1481324.58 51000 SOLE 51000
ACNEILSEN CORP Domestic 004833109 6050000 275000 SOLE 275000
ACTEL CORP. Domestic 004934105 6843750 150000 SOLE 150000
ACTION PERFORMANCE COS INC Domestic 004933107 688750 95000 SOLE 95000
ACUSON Domestic 005113105 796500 59000 SOLE 59000
ACXIOM CORP Domestic 005125109 10900000 400000 SOLE 400000
ADAC LABS Domestic 005313200 3408000 142000 SOLE 142000
ADAPTEC INC Domestic 00651F108 3822000 168000 SOLE 168000
ADAPTIVE BROADBAND CORP Domestic 00650M104 8085000 220000 SOLE 220000
ADC TELECOMMUNICATIONS INC Domestic 000886101 93772250 1118000 SOLE 1118000
ADECCO SA CHF10(REGD) Ordinary Intl 5683097 11764933.27 13803 SOLE 13803
ADMINISTAFF INC. Domestic 007094105 4762500 75000 SOLE 75000
ADOBE SYS INC Domestic 00724F101 59592000 458400 SOLE 458400
ADTRAN INC Domestic 00738A106 12274375.01 205000 SOLE 205000
ADVANCE PARADIGM INC Domestic 007491103 2542000 124000 SOLE 124000
ADVANCED DIGITAL INFO CORP. Domestic 007525108 478125 30000 SOLE 30000
ADVANCED ENERGY INDUSTRIES Domestic 007973100 1768125 30000 SOLE 30000
ADVANCED FIBRE COMMUNICATION Domestic 00754A105 906250 20000 SOLE 20000
ADVANCED MICRO DEVICES INC Domestic 007903107 44704575 578700 SOLE 578700
ADVANCED TISSUE SCI Domestic 00755F103 1542000 192000 SOLE 192000
ADVANTEST CORP Ordinary Intl 6870490 4470488.16 20000 SOLE 20000
ADVO INC Domestic 007585102 5628000 134000 SOLE 134000
AEGON NV Ordinary Intl 5927375 4144334.57 116000 SOLE 116000
AEGON NV- AMERICAN REG SHR ADR 2008411 21574001.25 605586 SOLE 605586
AEROFLEX INC Domestic 007768104 3254531.25 65500 SOLE 65500
AES CORP Domestic 00130H105 62980750.04 1380400 SOLE 1380400
AETNA INC. Domestic 008117103 21823750.01 340000 SOLE 340000
AFFILIATED COMPUTER SVCS - A Domestic 008190100 6777812.5 205000 SOLE 205000
AFLAC INC Domestic 001055102 39258187.51 854600 SOLE 854600
AGCO CP Domestic 001084102 1898750 155000 SOLE 155000
AGILENT TECHNOLOGIES INC. Domestic 00846U101 90288880.02 1224256 SOLE 1224256
AGL RESOURCES INC. Domestic 001204106 4303125 270000 SOLE 270000
AGRIBRANDS INTERNATIONAL INC Domestic 00849R105 2138812.5 51000 SOLE 51000
AHOLD (KONINKLIJKE) NV Ordinary Intl 5252602 8779853.89 297082 SOLE 297082
AIR LIQUIDE NONNEG RTS Ordinary Intl 0051193$3 0 26360 SOLE 26360
AIR LIQUIDE PRIME FID NNG RTS Ordinary Intl 051207$2W 1.e-002 50 SOLE 50
AIR LIQUIDE REG RTS 27/6/00 Ordinary Intl 0005119$2 0 16650 SOLE 16650
AIR LIQUIDE(L') Ordinary Intl 4011406 3451703.87 26360 SOLE 26360
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Intl 5007880 2201967.09 16816 SOLE 16816
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 23029262.57 747400 SOLE 747400
AIRBORNE FGHT CORP Domestic 009266107 4639687.5 245000 SOLE 245000
AIRGAS INC Domestic 009363102 1649375 290000 SOLE 290000
AK STEEL HOLDING CORP Domestic 001547108 4240000 530000 SOLE 530000
AKZO NOBEL N.V. Ordinary Intl 5458314 5033608.6 118000 SOLE 118000
AKZO NOBEL NV-SPON ADR 2011936 17565300 417600 SOLE 417600
ALASKA AIR GROUP INC Domestic 011659109 2983750 110000 SOLE 110000
ALBANY INTL CORP Domestic 012348108 1160000 80000 SOLE 80000
ALBERMARLE CORP Domestic 012653101 5036250 255000 SOLE 255000
ALBERTO CULVER CO Domestic 013068101 5042812.53 165000 SOLE 165000
ALBERTSONS INC Domestic 013104104 43343536.25 1303565 SOLE 1303565
ALCAN ALUM LTD Domestic 013716105 25048000 808000 SOLE 808000
ALCAN ALUMINUM CO. Ordinary Intl 2013200 6227059.46 200579 SOLE 200579
ALCATEL ADR 2216593 18379336.5 276381 SOLE 276381
ALCATEL Ordinary Intl 5975006 42641643.55 647500 SOLE 647500
ALCOA INC Domestic 013817101 81749028 2818932 SOLE 2818932
ALEXANDER & BALDWIN INC Domestic 014482103 4191875 190000 SOLE 190000
ALITALIA Ordinary Intl 5140343 1035288 500000 SOLE 500000
ALLEGHENY ENERGY INC Domestic 017361106 15330000 560000 SOLE 560000
ALLEGHENY TECHNOLOGIES INC Domestic 01741R102 4770000 265000 SOLE 265000
ALLEGIANCE TELECOM INC Domestic 01747T102 960000 15000 SOLE 15000
ALLEN TELECOM INC COM Domestic 018091108 3785125 214000 SOLE 214000
ALLERGAN INC Domestic 018490102 42077600 564800 SOLE 564800
ALLIANCE PHARMACEUTICAL Domestic 018773101 2812500 250000 SOLE 250000
ALLIANCE SEMICONDUCTOR CORP. Domestic 01877H100 6386250 260000 SOLE 260000
ALLIANT ENERGY CORP Domestic 018802108 9240400 355400 SOLE 355400
ALLIANT TECHSYSTEMS INC Domestic 018804104 5057812.5 75000 SOLE 75000
ALLIANZ AG Ordinary Intl 5231485 85217220.4 233941 SOLE 233941
ALLIED IRISH BANKS ADR 2019703 19223250 1083000 SOLE 1083000
ALLIED WASTE INDS INC Domestic 019589308 4248000 424800 SOLE 424800
ALLIED ZURICH PLC Ordinary Intl 0287579 22317957.36 1891216 SOLE 1891216
ALLMERICA FINANCIAL CORP Domestic 019754100 15188750 290000 SOLE 290000
ALLOS THERAPEUTICS INC. Domestic 019777101 195000 20000 SOLE 20000
ALLSTATE CORP Domestic 020002101 56871000 2556000 SOLE 2556000
ALLTEL CORP Domestic 020039103 49921625.02 806000 SOLE 806000
ALMANIJ(ALGEM MAA) NPV Ordinary Intl 5285880 44.43 515 SOLE 515
ALPHA INDUSTRIES INC Domestic 020753109 10575000 240000 SOLE 240000
ALPHARMA INC Domestic 020813101 14006250 225000 SOLE 225000
ALTERA CORP Domestic 021441100 72885312.52 715000 SOLE 715000
ALUSUISSE-LONZA HDCHF125 Ordinary Intl 4780524 8530932.9 13050 SOLE 13050
ALZA CORP Domestic 022615108 28422570 480720 SOLE 480720
AMADA Ordinary Intl 6022105 2041491.43 240000 SOLE 240000
AMANO CORPORATION Ordinary Intl 6027304 4834251.7 432000 SOLE 432000
AMBAC FINANCIAL GROUP INC Domestic 023139108 19184375 350000 SOLE 350000
AMCAST INDL CORP Domestic 023395106 175000 20000 SOLE 20000
AMCOL INTL CORP Domestic 02341W103 2574000 156000 SOLE 156000
AMCOR LIMITED Ordinary Intl 6066608 3191312.14 910000 SOLE 910000
AMERADA HESS CORP Domestic 023551104 11732500 190000 SOLE 190000
AMEREN CORP Domestic 023608102 13331250 395000 SOLE 395000
AMERICA ONLINE INC DEL Domestic 02364J104 314965875.02 5978000 SOLE 5978000
AMERICAN EAGLE OUTFITTERS Domestic 02553E106 2730000 195000 SOLE 195000
AMERICAN ELEC PWR INC Domestic 025537101 18568950 626800 SOLE 626800
AMERICAN EXPRESS CO Domestic 025816109 224867250.05 4314000 SOLE 4314000
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 6203125 250000 SOLE 250000
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 2639000 182000 SOLE 182000
AMERICAN GENERAL CORP Domestic 026351106 49227000 807000 SOLE 807000
AMERICAN HOME PRODS CORP Domestic 026609107 253800000 4320000 SOLE 4320000
AMERICAN INTL GROUP INC Domestic 026874107 589145000.03 5014000 SOLE 5014000
AMERICAN ITALIAN PASTA CO-A Domestic 027070101 2172187.5 105000 SOLE 105000
AMERICAN MGMT SYS INC Domestic 027352103 7287843.75 222000 SOLE 222000
AMERICAN PWR CONVERSION CORP Domestic 029066107 28772812.51 705000 SOLE 705000
AMERICAN STATES WATER COMPANY Domestic 029899101 1695750 57000 SOLE 57000
AMERICAN STD COS INC DEL Domestic 029712106 13325000 325000 SOLE 325000
AMERICAN WATER WORKS INC Domestic 030411102 11375000 455000 SOLE 455000
AMERICAN XTAL TECHNOLOGY INC Domestic 030514103 4627750 107000 SOLE 107000
AMERICREDIT CORP Domestic 03060R101 8755000 515000 SOLE 515000
AMES DEPT. STORES INC. Domestic 030789507 1302000 168000 SOLE 168000
AMETEK INC Domestic 031100100 3500000 200000 SOLE 200000
AMFM INC. Domestic 001693100 6900000 100000 SOLE 100000
AMGEN INC Domestic 031162100 243767500 3470000 SOLE 3470000
AMP LIMITED Ordinary Intl 6115715 4082720.01 400000 SOLE 400000
AMR CORP DEL Domestic 001765106 14249812.52 539000 SOLE 539000
AMSOUTH BANCORPORATION Domestic 032165102 20189925.01 1281900 SOLE 1281900
ANADARKO PETE CORP Domestic 032511107 10109062.5 205000 SOLE 205000
ANADIGICS INC. Domestic 032515108 510937.5 15000 SOLE 15000
ANALOG DEVICES INC Domestic 032654105 94746920 1246670 SOLE 1246670
ANALOGIC CORP Domestic 032657207 2312000 57800 SOLE 57800
ANALYSTS INTL CORP Domestic 032681108 633250 68000 SOLE 68000
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 2174375 142000 SOLE 142000
ANCHOR GAMING Domestic 033037102 3163875 66000 SOLE 66000
ANDREW CORP Domestic 034425108 9303525 277200 SOLE 277200
ANDRX CORP Domestic 034551101 639218.75 10000 SOLE 10000
ANGELICA CORP Domestic 034663104 120800 15100 SOLE 15100
ANHEUSER-BUSCH COS INC Domestic 035229103 125101562.53 1675000 SOLE 1675000
ANIXTER INTL INC Domestic 035290105 6890000 260000 SOLE 260000
ANNTAYLOR STORES CORP Domestic 036115103 6956250 210000 SOLE 210000
ANTEC CORP Domestic 03664P105 8312500 200000 SOLE 200000
AON CORP Domestic 037389103 20723346.9 667150 SOLE 667150
APACHE CORP Domestic 037411105 17055625.03 290000 SOLE 290000
APEX INC. Domestic 037548104 5162500 118000 SOLE 118000
APOGEE ENTERPRISES INC Domestic 037598109 300156.25 85000 SOLE 85000
APOLLO GROUP INC. Domestic 037604105 10640000 380000 SOLE 380000
APPLE COMPUTER INC Domestic 037833100 50384750 962000 SOLE 962000
APPLEBEES INTL INC Domestic 037899101 4789375 158000 SOLE 158000
APPLICA INC Domestic 03815A106 1448000 128000 SOLE 128000
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 1932250 118000 SOLE 118000
APPLIED MATLS INC Domestic 038222105 230278125.04 2541000 SOLE 2541000
APPLIED PWR INC Domestic 038225108 7638000 228000 SOLE 228000
APRIA HEALTHCARE GROUP INC Domestic 037933108 2143750 175000 SOLE 175000
APTARGROUP INC Domestic 038336103 6345000 235000 SOLE 235000
ARCH CHEMICALS INC Domestic 03937R102 2843750 130000 SOLE 130000
ARCH COAL INC Domestic 039380100 226074 29408 SOLE 29408
ARCHER-DANIELS-MIDLAND CO Domestic 039483102 19688192.51 2006440 SOLE 2006440
ARCTIC CAT INC Domestic 039670104 2232500 188000 SOLE 188000
ARKANSAS BEST CORP Domestic 040790107 1142812.5 115000 SOLE 115000
ARM HOLDINGS PLC Ordinary Intl 0059585 12531874.98 1175000 SOLE 1175000
ARNOLD INDS INC Domestic 042595108 1133875 94000 SOLE 94000
ARROW ELECTRS INC Domestic 042735100 14570000 470000 SOLE 470000
ARTESYN TECHNOLOGIES INC Domestic 043127109 6675000 240000 SOLE 240000
ARVIN INDS INC Domestic 043339100 1650625 95000 SOLE 95000
ASAHI BANK LTD Ordinary Intl 6499367 4818089.87 1143000 SOLE 1143000
ASAHI CHEMICAL INDUS CO Ordinary Intl 6054603 3289069.5 464000 SOLE 464000
ASAHI GLASS CO LTD Ordinary Intl 6055208 8209489.16 733000 SOLE 733000
ASHLAND Domestic 044204105 8397468.78 239500 SOLE 239500
ASHWORTH INC Domestic 04516H101 111718.75 25000 SOLE 25000
ASIA PULP & PAPER-SPONS ADR ADR 2054469 2025000 400000 SOLE 400000
ASIA SATELLITE TELECOM HLDGS Ordinary Intl 6052607 5326376.15 1558000 SOLE 1558000
ASM LITHOGRAPHY HOLDING NV ADR 2242253 1103125 25000 SOLE 25000
ASM LITHOGRAPHY HOLDING NV Ordinary Intl 5949368 9494357.86 220000 SOLE 220000
ASM PACIFIC TECHNOLOGY LTD Ordinary Intl 6002453 749169.37 200000 SOLE 200000
ASPECT COMMUNICATIONS CORP Domestic 04523Q102 11400625 290000 SOLE 290000
ASPEN TECHNOLOGY INC Domestic 045327103 5428500 141000 SOLE 141000
ASSICURAZIONI GENERALI SPA Ordinary Intl 4056719 53152021.53 1544500 SOLE 1544500
ASSOCD BRIT FOODS Ordinary Intl 0673123 974051.77 140712 SOLE 140712
ASSOCIATED BANC CORP Domestic 045487105 6958187.5 319000 SOLE 319000
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 51586500.04 2312000 SOLE 2312000
ASTEC INDUSTRIES INC Domestic 046224101 2740500.01 108000 SOLE 108000
ASTORIA FINL CORP Domestic 046265104 5922500 230000 SOLE 230000
ASTRAZENECA Ordinary Intl 5659902 19683739.58 421088 SOLE 421088
ASTRAZENECA PLC ADR 2989022 31254234.6 675300 SOLE 675300
ASTRAZENECA PLC Ordinary Intl 0989529 30521492.67 653300 SOLE 653300
AT&T CORP Domestic 001957109 313234619.56 9904652 SOLE 9904652
AT&T CORP Domestic 001957406 1393750.02 50000 SOLE 50000
ATLANTIC COAST AIRLINES HLDG Domestic 048396105 3206750 101000 SOLE 101000
ATLAS COPCO AB ADR 2062019 4763350.32 253200 SOLE 253200
ATLAS COPCO AB-B SHS Ordinary Intl 4050982 2418676.88 128571 SOLE 128571
ATMEL CORP Domestic 049513104 40009375 1085000 SOLE 1085000
ATMOS ENERGY CORP Domestic 049560105 3132500 179000 SOLE 179000
ATWOOD OCEANICS INC Domestic 050095108 3594375 81000 SOLE 81000
AUDIOVOX CORP. CL A Domestic 050757103 2779875 126000 SOLE 126000
AUSPEX SYS INC Domestic 052116100 409812.5 83000 SOLE 83000
AUSTRALIAN GAS LIGHT COMPANY Ordinary Intl 6064969 1194796 200000 SOLE 200000
AUSTRIA TABAKWERKE AG Ordinary Intl 5355921 1060019.88 28500 SOLE 28500
AUTOBACS SEVEN CO Ordinary Intl 6068422 1401257.03 42000 SOLE 42000
AUTODESK INC Domestic 052769106 3444468.75 99300 SOLE 99300
AUTOMATIC DATA PROCESSING IN Domestic 053015103 116123500.03 2168000 SOLE 2168000
AUTOZONE INC Domestic 053332102 6470200 294100 SOLE 294100
AVANT! CORPORATION Domestic 053487104 1405078.13 75000 SOLE 75000
AVENTIS SA Ordinary Intl 4736817 51881361.76 707940 SOLE 707940
AVENTIS SA Ordinary Intl 5416839 13464804.32 186044 SOLE 186044
AVERY DENNISON CORP Domestic 053611109 24655012.54 367300 SOLE 367300
AVID TECHNOLOGY INC Domestic 05367P100 2064000 172000 SOLE 172000
AVNET INC Domestic 053807103 13035000 220000 SOLE 220000
AVON PRODS INC Domestic 054303102 36490000 820000 SOLE 820000
AVT CORPORATION Domestic 002420107 1290625 175000 SOLE 175000
AWARE INC/MASS Domestic 05453N100 6646250 130000 SOLE 130000
AXA Ordinary Intl 4026927 80382593.18 508207 SOLE 508207
AXA ASIA PACIFIC HOLDINGS Ordinary Intl 6617794 3122080.01 2000000 SOLE 2000000
AZTAR CORP Domestic 054802103 4216000 272000 SOLE 272000
BAKER (J.) INC Domestic 057232100 145312.5 25000 SOLE 25000
BAKER HUGHES INC Domestic 057224107 32239744 1007492 SOLE 1007492
BALDOR ELEC CO Domestic 057741100 3799500 204000 SOLE 204000
BALL CORP Domestic 058498106 2185531.27 67900 SOLE 67900
BALTIMORE TECHNOLOGIES Ordinary Intl 0436122 4587117 600000 SOLE 600000
BANCA COMMERCIALE ITALIANA ORD Ordinary Intl 4072942 3465652.47 616950 SOLE 616950
BANCA INTESA SPA Ordinary Intl 4076836 22936989.8 5101832 SOLE 5101832
BANCO ESPIRITO SANTO E-REG Ordinary Intl 4058061 8628766.02 350250 SOLE 350250
BANCO SANTANDER CNTL HISPANO ADR 2018186 28261500.02 2724000 SOLE 2724000
BANDAG INC Domestic 059815100 2061250 85000 SOLE 85000
BANGOR HYDRO ELEC CO Domestic 060077104 585937.5 25000 SOLE 25000
BANK AUSTRIA Ordinary Intl 4999621 1792958.93 36660 SOLE 36660
BANK NEW YORK INC Domestic 064057102 110037600 2366400 SOLE 2366400
BANK OF AMERICA CORP Domestic 060505104 234221000 5447000 SOLE 5447000
BANK OF EAST ASIA Ordinary Intl 6075648 4746225.57 2032871 SOLE 2032871
BANK OF IRELAND Ordinary Intl 5728169 430219.68 68000 SOLE 68000
BANK OF IRELAND (LN) Ordinary Intl 0764403 2219478.84 352142 SOLE 352142
BANK OF SCOTLAND Ordinary Intl 0076454 3271916.38 350000 SOLE 350000
BANK OF YOKOHAMA Ordinary Intl 6986449 3757620.14 837000 SOLE 837000
BANK ONE CORP (DE) Domestic 06423A103 91295312.5 3437000 SOLE 3437000
BANKNORTH GROUP INC NEW Domestic 06646R107 9723437.5 635000 SOLE 635000
BANTA CORP Domestic 066821109 2272500 120000 SOLE 120000
BANYU PHARM Ordinary Intl 6077309 12263125.56 500000 SOLE 500000
BARCLAYS PLC ORD Ordinary Intl 0078201 51132140.87 2059458 SOLE 2059458
BARCO N.V. Ordinary Intl 4089049 337906.5 3000 SOLE 3000
BARD C R INC Domestic 067383109 3513125 73000 SOLE 73000
BARNES & NOBLE INC Domestic 067774109 8121250 365000 SOLE 365000
BARNES GROUP INC. Domestic 067806109 1680187.5 103000 SOLE 103000
BARR LABS INC Domestic 068306109 9343406.26 208500 SOLE 208500
BARRA INC Domestic 068313105 4113687.5 83000 SOLE 83000
BARRATT DEVELOPMENTS PLC Ordinary Intl 0081180 401031.41 101300 SOLE 101300
BARRETT RES CORP Domestic 068480201 5904875 194000 SOLE 194000
BARRICK GOLD CORP Domestic 067901108 23300006.26 1281100 SOLE 1281100
BASF AG Ordinary Intl 5086577 8158860.3 200500 SOLE 200500
BASS ORD GBPO.28 Ordinary Intl 0243195 10267329.53 917732 SOLE 917732
BASSETT FURNITURE INDS INC Domestic 070203104 505000 40000 SOLE 40000
BAUSCH & LOMB INC Domestic 071707103 15738075 203400 SOLE 203400
BAXTER INTL INC Domestic 071813109 79108453.12 1125098 SOLE 1125098
BAY VEREINSBANK Ordinary Intl 4325419 16682472.71 255550 SOLE 255550
BAYER AG ADR 2085652 36372672 930000 SOLE 930000
BAYER AG Ordinary Intl 5069211 3911.09 100 SOLE 100
BAYER MOTOREN WERK EUR1 Ordinary Intl 5756029 7070642.05 233418 SOLE 233418
BB&T CORPORATION Domestic 054937107 26218928.15 1098175 SOLE 1098175
BCA INTESA P/WTS15/11/2002 Ordinary Intl 5811597 810229.32 616950 SOLE 616950
BCE INC. Ordinary Intl 2089933 2385151.25 100686 SOLE 100686
BCO BILBAO VIZCAYA ESP90 Ordinary Intl 5501906 33341845.05 2222480 SOLE 2222480
BCO COM PORTUGUES Ordinary Intl 5812493 2346578.03 449160 SOLE 449160
BCO POPULAR ESP Ordinary Intl 5857836 3646284.34 117400 SOLE 117400
BCO SANT CENT HISP Ordinary Intl 5705946 7906264.39 746400 SOLE 746400
BE AEROSPACE INC Domestic 073302101 1010625 147000 SOLE 147000
BEAR STEARNS COS INC Domestic 073902108 15601757.66 374817 SOLE 374817
BECKMAN COULTER INC Domestic 075811109 8756250.01 150000 SOLE 150000
BECTON DICKINSON & CO Domestic 075887109 11618437.5 405000 SOLE 405000
BED BATH & BEYOND INC Domestic 075896100 16370500 451600 SOLE 451600
BEIERSDORF Ordinary Intl 5107401 2530704 30000 SOLE 30000
BEKAERT SA NEW Ordinary Intl 5827431 1555807.8 30000 SOLE 30000
BELDEN INC Domestic 077459105 4843125 189000 SOLE 189000
BELL ATLANTIC CORP Domestic 077853109 252182437.51 4963000 SOLE 4963000
BELLSOUTH CORP Domestic 079860102 268068625.06 6289000 SOLE 6289000
BELO (A H) CORP Domestic 080555105 10041250 580000 SOLE 580000
BEMIS INC Domestic 081437105 5864200 174400 SOLE 174400
BENCHMARK ELECTRONICS INC Domestic 08160H101 3254062.5 89000 SOLE 89000
BENETTON GROUP SPA ADR 2091671 4137500.01 100000 SOLE 100000
BENI STABILI Ordinary Intl 5808135 909920.36 1689000 SOLE 1689000
BERGEN BRUNSWIG CORP Domestic 083739102 3025000 550000 SOLE 550000
BERINGER WINE ESTATES-B Domestic 084102102 3849062.5 109000 SOLE 109000
BEST BUY INC Domestic 086516101 46121900 729200 SOLE 729200
BESTFOODS INC Domestic 08658U101 72643250 1049000 SOLE 1049000
BETHLEHEM STEEL CORP Domestic 087509105 641250 180000 SOLE 180000
BEVERLY ENTERPRISES INC Domestic 087851309 357187.5 127000 SOLE 127000
BG GROUP PLC Ordinary Intl 0876289 19452906.08 3016322 SOLE 3016322
BG PLC (5.1) ADR 2528124 7424373.38 227567 SOLE 227567
BILLING CONCEPTS CORP Domestic 090063108 812062.5 183000 SOLE 183000
BINDLEY WESTERN INDS Domestic 090324104 4811625 182000 SOLE 182000
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 3428750 260000 SOLE 260000
BIOCHEM PHARMA INC ADR 2451844 7387500 300000 SOLE 300000
BIOGEN INC Domestic 090597105 15609000 242000 SOLE 242000
BIOMATRIX INC Domestic 09060P102 2941250 130000 SOLE 130000
BIOMET INC Domestic 090613100 7345406.25 191100 SOLE 191100
BIRMINGHAM STL CORP Domestic 091250100 658750 170000 SOLE 170000
BISYS GROUP INC Domestic 055472104 10301250 167500 SOLE 167500
BJ SVCS CO Domestic 055482103 24062500 385000 SOLE 385000
BJ'S WHOLESALE CLUB INC Domestic 05548J106 12375000 375000 SOLE 375000
BLACK & DECKER CORP Domestic 091797100 4324375 110000 SOLE 110000
BLACK BOX CORP Domestic 091826107 10688203.16 135000 SOLE 135000
BLACK HILLS CORP Domestic 092113109 2323937.5 103000 SOLE 103000
BLANCH E W HLDGS INC Domestic 093210102 1117187.5 55000 SOLE 55000
BLOCK H & R INC Domestic 093671105 7608125 235000 SOLE 235000
BLUE CIRCLE INDUSTRIES ORD Ordinary Intl 0105853 6407219.76 988846 SOLE 988846
BLYTH INC. Domestic 09643P108 6342500 215000 SOLE 215000
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HITACHI LTD Ordinary Intl 6429104 27590756.59 1908000 SOLE 1908000
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ITO-YOKADO CO. Ordinary Intl 6467944 6029960.78 100000 SOLE 100000
ITOCHU CORP. Ordinary Intl 6467803 3792353.85 750000 SOLE 750000
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IVAX CORP Domestic 465823102 33615000 810000 SOLE 810000
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STAFFMARK INC. Domestic 852389105 1130187.5 169000 SOLE 169000
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STANDARD MICROSYSTEMS CORP Domestic 853626109 1199250 78000 SOLE 78000
STANDARD MTR PRODS INC Domestic 853666105 340000 40000 SOLE 40000
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STANDARD REGISTER CO Domestic 853887107 883500 62000 SOLE 62000
STANDEX INTL CORP Domestic 854231107 936625 59000 SOLE 59000
STANLEY WKS Domestic 854616109 5844875 246100 SOLE 246100
STAPLES INC Domestic 855030102 15190500.03 988000 SOLE 988000
STARBUCKS CORP Domestic 855244109 14320312.5 375000 SOLE 375000
STARTEK INC. Domestic 85569C107 3778125 75000 SOLE 75000
STATE STREET CORP Domestic 857477103 55364625.02 522000 SOLE 522000
STATEN ISLAND BANCORP INC. Domestic 857550107 3965625 225000 SOLE 225000
STEEL DYNAMICS INC Domestic 858119100 3353125 370000 SOLE 370000
STEEL TECHNOLOGIES INC Domestic 858147101 249375 35000 SOLE 35000
STEIN MART INC Domestic 858375108 2613750 255000 SOLE 255000
STERIS CORP Domestic 859152100 1677375 189000 SOLE 189000
STEWART & STEVENSON SVCS INC Domestic 860342104 933875.01 62000 SOLE 62000
STEWART ENTERPRISES INC Domestic 860370105 1200625 340000 SOLE 340000
STILLWATER MINING COMPANY Domestic 86074Q102 6773625 243000 SOLE 243000
STIMICROELECTRONICS(SICOVAM) Ordinary Intl 5962332 74023092.18 1170000 SOLE 1170000
STONE ENERGY CORP Domestic 861642106 6931000 116000 SOLE 116000
STORAGE TECHNOLOGY CORP Domestic 862111200 2843750 260000 SOLE 260000
STORAGENETWORKS, INC. Domestic 86211E103 676875 7500 SOLE 7500
STOREBRAND ASA Ordinary Intl 4852832 5820864.1 802500 SOLE 802500
STRATOS LIGHTWAVE INC Domestic 863100103 139375 5000 SOLE 5000
STRIDE RITE CORP Domestic 863314100 1617000 264000 SOLE 264000
STRUCTURAL DYNAMICS RESH COR Domestic 863555108 1189937.51 79000 SOLE 79000
STRYKER CORP Domestic 863667101 39375000 900000 SOLE 900000
STURM RUGER & CO INC Domestic 864159108 1526500 172000 SOLE 172000
SUEZ LYONN EAUX Ordinary Intl 5286764 15298293.58 87160 SOLE 87160
SUEZ LYONN EAUX CERT VALUE GTD Ordinary Intl 5493962 86465.72 20000 SOLE 20000
SUEZ LYONN EAUX VVPR STRIP Ordinary Intl 5519299 1027.23 107160 SOLE 107160
SUEZ LYONNAISE DES EAUX Ordinary Intl 4540438 38241861.74 217403 SOLE 217403
SUIZA FOODS CORP Domestic 865077101 7575625.02 155000 SOLE 155000
SULZER AG Ordinary Intl 4854719 5337925.08 8000 SOLE 8000
SUMITOMO BANK LTD Ordinary Intl 6858526 11058078.52 900000 SOLE 900000
SUMITOMO CHEMICAL CO LTD Ordinary Intl 6858560 3798875.29 630000 SOLE 630000
SUMITOMO CORP Ordinary Intl 6858946 21130211.26 1874000 SOLE 1874000
SUMITOMO ELEC INDS Ordinary Intl 6858708 32646850.31 1900000 SOLE 1900000
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SUMITOMO METAL IND. Ordinary Intl 6858827 482963.93 700000 SOLE 700000
SUMITOMO METAL MINING Ordinary Intl 6858849 3307972.21 700000 SOLE 700000
SUMMIT BANCORP Domestic 866005101 7050137.5 286300 SOLE 286300
SUMMIT TECHNOLOGY INC Domestic 86627E101 4945250 262000 SOLE 262000
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SUN LIFE & PROVINCIAL HLDGS Ordinary Intl 0861199 369349.21 48600 SOLE 48600
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SUNGARD DATA SYS INC Domestic 867363103 17515000 565000 SOLE 565000
SUNOCO INC Domestic 86764P109 12363750.01 420000 SOLE 420000
SUNRISE MED INC Domestic 867910101 243750 50000 SOLE 50000
SUNTRUST BKS INC Domestic 867914103 49661216.11 1086976 SOLE 1086976
SUPERIOR INDS INTL INC Domestic 868168105 3347500 130000 SOLE 130000
SUPERVALU INC Domestic 868536103 7300937.51 383000 SOLE 383000
SUSQUEHANNA BANCSHARES INC P Domestic 869099101 3023850 212200 SOLE 212200
SVENSKA CELLULOSA Ordinary Intl 4865379 13372347.53 700232 SOLE 700232
SVENSKA HANDELSBK SER A Ordinary Intl 5703661 14074016.66 964400 SOLE 964400
SVENSKA HANDELSBKN SER B Ordinary Intl 5703672 781894.88 54000 SOLE 54000
SWIFT TRANSPORTATION INC Domestic 870756103 4200000 300000 SOLE 300000
SWIRE PACIFIC Ordinary Intl 6867748 11360075.95 1942000 SOLE 1942000
SWISS ARMY BRANDS INC Domestic 870827102 83537.5 16300 SOLE 16300
SWISSCOM AG-REG Ordinary Intl 5533976 10423713.18 30000 SOLE 30000
SYBASE INC Domestic 871130100 7820000 340000 SOLE 340000
SYBRON INTL CORP Domestic 87114F106 10401562.5 525000 SOLE 525000
SYKES ENTERPRISES INC Domestic 871237103 3669375 285000 SOLE 285000
SYLVAN LEARNING SYS INC Domestic 871399101 2543750 185000 SOLE 185000
SYMANTEC CORP Domestic 871503108 14811237.51 274600 SOLE 274600
SYMBOL TECHNOLOGIES INC Domestic 871508107 35505000 657500 SOLE 657500
SYMMETRICOM INC Domestic 871543104 3030000 120000 SOLE 120000
SYNCOR INTL CORP-DEL Domestic 87157J106 4752000 66000 SOLE 66000
SYNOPSYS INC Domestic 871607107 10023125 290000 SOLE 290000
SYNOVUS FINL CORP Domestic 87161C105 16391250.04 930000 SOLE 930000
SYSCO CORP Domestic 871829107 47643375.02 1131000 SOLE 1131000
SYSTEMS & COMPUTER TECHNOLOG Domestic 871873105 3700000 185000 SOLE 185000
TABACALERA SA ESP100 Ordinary Intl 5444012 1542387.4 100000 SOLE 100000
TACO CABANA INC. Domestic 873425102 132500 20000 SOLE 20000
TAISEI CORP Ordinary Intl 6870100 1119890.37 697000 SOLE 697000
TAISHO PHARMACEUTICAL CO. Ordinary Intl 6870144 17957563.45 500000 SOLE 500000
TAIWAN SEMICONDUCTOR-SP ADR 2113382 4960000 128000 SOLE 128000
TAKARA SHUZO CO LTD Ordinary Intl 6870382 19249090.31 770000 SOLE 770000
TAKEDA CHEM INDS Ordinary Intl 6870445 70780775.96 1076000 SOLE 1076000
TAKEFUJI CORPORATION Ordinary Intl 6876067 9685742.63 80000 SOLE 80000
TAKKT AG Ordinary Intl 5769470 1272924.94 135500 SOLE 135500
TALK.COM INC Domestic 874264104 2011125 346000 SOLE 346000
TANABE SEIYAKU CO LTD Ordinary Intl 6870984 4599026.51 600000 SOLE 600000
TARGET CORP Domestic 87612E106 75922000 1309000 SOLE 1309000
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TECH DATA CORP Domestic 878237106 11761875 270000 SOLE 270000
TECHNE CORP Domestic 878377100 16510000 127000 SOLE 127000
TECHNITROL INC. Domestic 878555101 10075000 104000 SOLE 104000
TECO ENERGY INC Domestic 872375100 12057562.5 601000 SOLE 601000
TECUMSEH PRODS CO Domestic 878895200 2405812.51 63000 SOLE 63000
TEIJIN LIMITED Ordinary Intl 6880507 2741240.97 561000 SOLE 561000
TEIKOKU OIL Ordinary Intl 6880905 1137942.44 350000 SOLE 350000
TEKELEC INC Domestic 879101103 1204687.5 25000 SOLE 25000
TEKTRONIX INC Domestic 879131100 11351600 153400 SOLE 153400
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TELECOM CORP NEW ZEALAND LTD ADR 2881366 4218750 150000 SOLE 150000
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TELEDYNE TECHNOLOGIES INC Domestic 879360105 3048500 182000 SOLE 182000
TELEFLEX INC Domestic 879369106 6613750 185000 SOLE 185000
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TELXON CORP Domestic 879700102 1573000 88000 SOLE 88000
TEMPLE-INLAND INC Domestic 879868107 12222000 291000 SOLE 291000
TENET HEALTHCARE CORP Domestic 88033G100 31857300 1179900 SOLE 1179900
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THE PMI GROUP INC. Domestic 69344M101 12112500 255000 SOLE 255000
THERAGENICS CORP Domestic 883375107 1361437.5 159000 SOLE 159000
THERMO ELECTRON CORP Domestic 883556102 10741875.01 510000 SOLE 510000
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WATSCO INC. Domestic 942622200 2037500 163000 SOLE 163000
WATSON PHARMACEUTICALS INC Domestic 942683103 24187500 450000 SOLE 450000
WATTS INDS INC Domestic 942749102 1704375 135000 SOLE 135000
WAUSAU-MOSINEE PAPER CORP Domestic 943315101 1969375 230000 SOLE 230000
WBL CORPORATION LTD Ordinary Intl 6944908 1365000 955500 SOLE 955500
WD 40 CO Domestic 929236107 1805250 87000 SOLE 87000
WEATHERFORD INTL INC Domestic 947074100 22295000 560000 SOLE 560000
WEBSTER FINANCIAL CORP Domestic 947890109 4215625 190000 SOLE 190000
WELFIDE CORP Ordinary Intl 6987505 4107178.3 320000 SOLE 320000
WELLA AG - PREFERRED STOCK Ordinary Intl 5728567 1538553.01 50000 SOLE 50000
WELLMAN INC Domestic 949702104 2185312.51 135000 SOLE 135000
WELLPOINT HEALTH NETWOKS Domestic 94973H108 17870331.27 246700 SOLE 246700
WELLS FARGO & CO (NEW) Domestic 949746101 205320750 5298600 SOLE 5298600
WENDYS INTL INC Domestic 950590109 5343750.04 300000 SOLE 300000
WERNER ENTERPRISES INC Domestic 950755108 3168125 274000 SOLE 274000
WESLEY JESSEN VISIONCARE Domestic 951018100 4056750 108000 SOLE 108000
WEST JAPAN RAILWAY CO. Ordinary Intl 6957995 16256320.58 4000 SOLE 4000
WESTAMERICA BANCORPORATION Domestic 957090103 5094375 195000 SOLE 195000
WESTFIELD HOLDINGS AUD0.20 Ordinary Intl 6054142 5791290.32 840000 SOLE 840000
WESTPAC BANK CORP Ordinary Intl 6076146 7293016.91 1008044 SOLE 1008044
WESTPOINT STEVENS INC Domestic 961238102 2614375 235000 SOLE 235000
WESTVACO CORP Domestic 961548104 8833250.04 356000 SOLE 356000
WESTWOOD ONE INC Domestic 961815107 18120375 531000 SOLE 531000
WET SEAL INC - CL A Domestic 961840105 1010625 77000 SOLE 77000
WEYERHAEUSER CO Domestic 962166104 32766000 762000 SOLE 762000
WHARF HLDGS Ordinary Intl 6435576 3940745.71 2202100 SOLE 2202100
WHIRLPOOL CORP Domestic 963320106 12723962.5 272900 SOLE 272900
WHITMAN CORPORATION NEW Domestic 96647R107 8353125 675000 SOLE 675000
WHITNEY HLDG CORP Domestic 966612103 4410187.5 129000 SOLE 129000
WHOLE FOODS MKT INC Domestic 966837106 6196875 150000 SOLE 150000
WHX CORP Domestic 929248102 247500 45000 SOLE 45000
WIENERBERGER BAUST NPV Ordinary Intl 5699373 4675044.27 205000 SOLE 205000
WILLAMETTE INDS INC Domestic 969133107 7728100 283600 SOLE 283600
WILLIAMS Ordinary Intl 0290317 10383819.18 1793199 SOLE 1793199
WILLIAMS COS INC Domestic 969457100 62247775.01 1493200 SOLE 1493200
WILLIAMS SONOMA INC Domestic 969904101 9406875 290000 SOLE 290000
WILMINGTON TR CORP Domestic 971807102 6412500 150000 SOLE 150000
WILSON (CONNOLLY) HLDDNGS PLC Ordinary Intl 0970404 868978.6 400000 SOLE 400000
WINN DIXIE STORES INC Domestic 974280109 1665975 116400 SOLE 116400
WINNEBAGO INDS INC Domestic 974637100 1606687.5 123000 SOLE 123000
WINSTAR COMMUNICATIONS INC. Domestic 975515107 931562.5 27500 SOLE 27500
WISCONSIN CENT TRANSN CORP Domestic 976592105 2860000 220000 SOLE 220000
WISCONSIN ENERGY CORP Domestic 976657106 10401562.5 525000 SOLE 525000
WM-DATA AB SER B Ordinary Intl 5970465 2073594.8 375000 SOLE 375000
WMC LTD ADR 2954912 1350000 75000 SOLE 75000
WMC LTD Ordinary Intl 6954985 8076220.6 1800000 SOLE 1800000
WOLTERS KLUWER CVA EURO.12 Ordinary Intl 5671519 3674754.77 137400 SOLE 137400
WOLVERINE TUBE INC Domestic 978093102 1020000 60000 SOLE 60000
WOLVERINE WORLD WIDE INC Domestic 978097103 2123125 215000 SOLE 215000
WOODSIDE PETROLEUM Ordinary Intl 6979728 11707800.03 1500000 SOLE 1500000
WOOLWORTHS LIMITED Ordinary Intl 6981239 4168043.21 1126052 SOLE 1126052
WORLDCOM INC Domestic 98157D106 421866408.28 9195998 SOLE 9195998
WORTHINGTON INDS INC Domestic 981811102 2839200 270400 SOLE 270400
WPP GROUP PLC Ordinary Intl 0974042 10516730.25 724000 SOLE 724000
WRIGLEY WM JR CO Domestic 982526105 26060937.5 325000 SOLE 325000
WYNNS INTL INC Domestic 983195108 2314125 102000 SOLE 102000
X-RITE INC Domestic 983857103 1724625 189000 SOLE 189000
XEROX CORP Domestic 984121103 20783200 1001600 SOLE 1001600
XILINX INC Domestic 983919101 87219025 1056400 SOLE 1056400
XIRCOM Domestic 983922105 8075000 170000 SOLE 170000
YAHOO! INC. Domestic 984332106 207614500.02 1676000 SOLE 1676000
YAMANOCHI PHARMACEUTICAL Intl Conv 4985244 0 0 SOLE 0
YAMANOUCHI PHARM Ordinary Intl 6985383 23531024.06 430000 SOLE 430000
YELLOW CORP Domestic 985509108 2065000 140000 SOLE 140000
YOKOGOWA ELECTRIC Ordinary Intl 6986427 1212230.05 121000 SOLE 121000
YORK INTL Domestic 986670107 4797500 190000 SOLE 190000
YOUNG & RUBICAM INC. Domestic 987425105 4289062.5 75000 SOLE 75000
ZALE CORP Domestic 988858106 7555500 207000 SOLE 207000
ZEBRA TECHNOLOGIES CORP Domestic 989207105 8862500 200000 SOLE 200000
ZENITH NATL INS CORP Domestic 989390109 1636250 77000 SOLE 77000
ZIONS BANCORPORATION Domestic 989701107 20650781.26 450000 SOLE 450000
ZIXIT CORPORATION Domestic 98974P100 3961375 86000 SOLE 86000
ZURICH ALLIED AG - NEW Ordinary Intl 5486779 15415165.13 31100 SOLE 31100
</TABLE>
