UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 March 31, 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: 2281
Form 13F Information Table Value Total: 58680537078
List of Other Included Managers:
No. 13F File Number Name
<TABLE>
<CAPTION>
Name of Issuer Title of ClaIdentifierFair Market ValuShares Invest DiscretiVoting Authority
<S> <C> <C> <C> <C> <C> <C>
3COM CORP Domestic 885535104 79059812.51 1421300SOLE 1421300
99 CENTS ONLY STORES Domestic 65440K106 7889250 201000SOLE 201000
AAR CORP Domestic 000361105 2052562.5 123000SOLE 123000
AARON RENTS INC Domestic 002535201 1355625 90000SOLE 90000
ABB LTD Ordinary Int5661190 14348246.76 121900SOLE 121900
ABB LTD 144A ADR ADR 214340W 33252862 289474SOLE 289474
ABB LTD COMM STK Ordinary Int5702259 4710842.14 39982SOLE 39982
ABBEY NATIONAL Ordinary Int0004455 6378236.86 485800SOLE 485800
ABBOTT LABS Domestic 002824100 184065812.5 5231000SOLE 5231000
ABERCROMBIE & FITCH CO Domestic 002896207 6448000 403000SOLE 403000
ABM INDUSTRIES INC Domestic 000957100 2773000 118000SOLE 118000
ABN AMRO HLDG NV ADR 2003739 32370764.01 1430752SOLE 1430752
ABN AMRO HOLDINGS NV Ordinary Int5250769 13870057.04 622360SOLE 622360
ACCOR 1.0% 3/29/02 144A CV Intl Conv 5638310 1897936.92 1800SOLE 1800
ACCOR EUR3 Ordinary Int5852842 14869287.29 379000SOLE 379000
ACERINOX SA Ordinary Int5500118 5967522.76 151000SOLE 151000
ACNEILSEN CORP Domestic 004833109 5692500 253000SOLE 253000
ACTEL CORP. Domestic 004934105 4139750 116000SOLE 116000
ACTION PERFORMANCE COS INC Domestic 004933107 1264687.5 95000SOLE 95000
ACUSON Domestic 005113105 873937.5 59000SOLE 59000
ACXIOM CORP Domestic 005125109 12136250 365000SOLE 365000
ADAC LABS Domestic 005313200 1952500 142000SOLE 142000
ADAPTEC INC Domestic 00651F108 6489000 168000SOLE 168000
ADAPTIVE BROADBAND CORP Domestic 00650M104 10165000 190000SOLE 190000
ADC TELECOMMUNICATIONS INC Domestic 000886101 55652875 1033000SOLE 1033000
ADECCO SA CHF10(REGD) Ordinary Int5683097 9782122.39 13803SOLE 13803
ADOBE SYS INC Domestic 00724F101 47129712.5 423400SOLE 423400
ADTRAN INC Domestic 00738A106 11412000 192000SOLE 192000
ADVANCE PARADIGM INC Domestic 007491103 1472500 124000SOLE 124000
ADVANCED ENERGY INDUSTRIES Domestic 007973100 255000 5000SOLE 5000
ADVANCED MICRO DEVICES INC Domestic 007903107 29598318.75 518700SOLE 518700
ADVANCED TISSUE SCI Domestic 00755F103 1161000 172000SOLE 172000
ADVANTEST CORP Ordinary Int6870490 4249012.96 20000SOLE 20000
ADVO INC Domestic 007585102 4100000 164000SOLE 164000
AEGON NV Ordinary Int5462304 4634272.38 58000SOLE 58000
AEGON NV- AMERICAN REG SHR ADR 2008411 24374836.5 302793SOLE 302793
AES CORP Domestic 00130H105 63409500 805200SOLE 805200
AETNA INC. Domestic 008117103 19702500 355000SOLE 355000
AFFILIATED COMPUTER SVCS - A Domestic 008190100 8322000 219000SOLE 219000
AFLAC INC Domestic 001055102 51467400.01 1129600SOLE 1129600
AGCO CP Domestic 001084102 2411500 212000SOLE 212000
AGL RESOURCES INC. Domestic 001204106 4152750 226000SOLE 226000
AGRIBRANDS INTERNATIONAL INC Domestic 00849R105 2004937.5 51000SOLE 51000
AHOLD (KONINKLIJKE) NV Ordinary Int5252602 5127707.63 197082SOLE 197082
AIR LIQUIDE(L') Ordinary Int4011406 3659990.06 26360SOLE 26360
AIR LIQUIDE(L')PRIME DE FIDELI Ordinary Int5007880 2310198.64 16650SOLE 16650
AIR PRODUCTS & CHEMICALS INC Domestic 009158106 20543250.02 722400SOLE 722400
AIRBORNE FGHT CORP Domestic 009266107 4752000 198000SOLE 198000
AIRGAS INC Domestic 009363102 2285937.5 275000SOLE 275000
AJINOMOTO CO. INC. Ordinary Int6010906 3046848.44 250000SOLE 250000
AK STEEL HOLDING CORP Domestic 001547108 4181125 403000SOLE 403000
AKZO NOBEL N.V. Ordinary Int5458314 5035979.47 118000SOLE 118000
AKZO NOBEL NV-SPON ADR 2011936 17982900 417600SOLE 417600
ALASKA AIR GROUP INC Domestic 011659109 2946125 98000SOLE 98000
ALBANY INTL CORP Domestic 012348108 1288687.5 87000SOLE 87000
ALBERMARLE CORP Domestic 012653101 4523500 218000SOLE 218000
ALBERTO CULVER CO Domestic 013068101 2500312.53 105000SOLE 105000
ALBERTSONS INC Domestic 013104104 36601231.88 1185465SOLE 1185465
ALCAN ALUM LTD Domestic 013716105 30928750.04 908000SOLE 908000
ALCAN ALUMINUM CO. Ordinary Int2013200 6707611.55 200579SOLE 200579
ALCATEL ADR 2216593 11916771.54 276381SOLE 276381
ALCATEL ALSTHOM Ordinary Int4216825 28414558.31 129500SOLE 129500
ALCOA INC Domestic 013817101 87250500 1242000SOLE 1242000
ALEXANDER & BALDWIN INC Domestic 014482103 3609375 175000SOLE 175000
ALITALIA Ordinary Int5140343 1090867.33 500000SOLE 500000
ALLAIRE CORP Domestic 016714107 15503125 205000SOLE 205000
ALLEGHENY ENERGY INC Domestic 017361106 13400750 484000SOLE 484000
ALLEGHENY TECHNOLOGIES INC Domestic 01741R102 5015625 250000SOLE 250000
ALLEGIANCE TELECOM INC Domestic 01747T102 6046875.02 75000SOLE 75000
ALLEN TELECOM INC COM Domestic 018091108 2932500 184000SOLE 184000
ALLERGAN INC Domestic 018490102 21990000 439800SOLE 439800
ALLIANCE PHARMACEUTICAL Domestic 018773101 3734375 250000SOLE 250000
ALLIANT ENERGY CORP Domestic 018802108 9417362.5 309400SOLE 309400
ALLIANT TECHSYSTEMS INC Domestic 018804104 3826875 65000SOLE 65000
ALLIANZ AG Ordinary Int5231485 94844594.93 232941SOLE 232941
ALLIED IRISH BANKS ADR 2019703 20915437.51 1083000SOLE 1083000
ALLIED WASTE INDS INC Domestic 019589308 1869000 284800SOLE 284800
ALLIED ZURICH PLC Ordinary Int0287579 20681969.38 1891216SOLE 1891216
ALLMERICA FINANCIAL CORP. Domestic 019754100 14280000 280000SOLE 280000
ALLOS THERAPEUTICS INC. Domestic 019777101 286250 20000SOLE 20000
ALLSTATE CORP Domestic 020002101 54673500 2296000SOLE 2296000
ALLTEL CORP Domestic 020039103 59771250 945000SOLE 945000
ALMANIJ(ALGEM MAA) NPV Ordinary Int5285880 39.42 515SOLE 515
ALPHA INDUSTRIES INC Domestic 020753109 10450000 110000SOLE 110000
ALPHARMA INC Domestic 020813101 7350000 200000SOLE 200000
ALTERA CORP Domestic 021441100 92463000 1036000SOLE 1036000
ALUSUISSE-LONZA HDCHF125 Ordinary Int4780524 8444259.57 13050SOLE 13050
ALZA CORP Domestic 022615108 6412670 170720SOLE 170720
AMADA Ordinary Int6022105 1942183.06 240000SOLE 240000
AMANO CORPORATION Ordinary Int6027304 3575956.81 432000SOLE 432000
AMBAC FINANCIAL GROUP INC Domestic 023139108 16623750 330000SOLE 330000
AMCAST INDL CORP Domestic 023395106 183750 20000SOLE 20000
AMCOL INTL CORP Domestic 02341W103 2398500 156000SOLE 156000
AMCOR LIMITED Ordinary Int6066608 3152921.19 910000SOLE 910000
AMERADA HESS CORP Domestic 023551104 20356875.05 315000SOLE 315000
AMEREN CORP Domestic 023608102 12684375.01 410000SOLE 410000
AMERICA ONLINE INC DEL Domestic 02364J104 404490125 5998000SOLE 5998000
AMERICAN EAGLE OUTFITTERS Domestic 02553E106 8270375 218000SOLE 218000
AMERICAN ELEC PWR INC Domestic 025537101 11537437.5 387000SOLE 387000
AMERICAN EXPRESS CO Domestic 025816109 228321187.5 1533000SOLE 1533000
AMERICAN FINANCIAL GRP (NEW) Domestic 025932104 5839500 204000SOLE 204000
AMERICAN FREIGHTWAYS CORP Domestic 02629V108 2494562.5 167000SOLE 167000
AMERICAN GENERAL CORP Domestic 026351106 46134750.03 822000SOLE 822000
AMERICAN HOME PRODS CORP Domestic 026609107 239993750 4465000SOLE 4465000
AMERICAN INTL GROUP INC Domestic 026874107 571042500 5215000SOLE 5215000
AMERICAN ITALIAN PASTA CO-A Domestic 027070101 2585625 105000SOLE 105000
AMERICAN MGMT SYS INC Domestic 027352103 9726375 222000SOLE 222000
AMERICAN PWR CONVERSION CORP Domestic 029066107 37129750 866000SOLE 866000
AMERICAN STATES WATER COMPANY Domestic 029899101 1695750 57000SOLE 57000
AMERICAN STD COS INC DEL Domestic 029712106 12987000 351000SOLE 351000
AMERICAN WATER WORKS INC Domestic 030411102 9357500 394000SOLE 394000
AMERICAN XTAL TECHNOLOGY INC Domestic 030514103 3464125 107000SOLE 107000
AMERICREDIT CORP Domestic 03060R101 7878937.5 483000SOLE 483000
AMES DEPT. STORES INC. Domestic 030789507 4126500 168000SOLE 168000
AMETEK INC Domestic 031100100 2714250 141000SOLE 141000
AMFM INC. Domestic 001693100 7765625 125000SOLE 125000
AMGEN INC Domestic 031162100 207877125 3387000SOLE 3387000
AMR CORP DEL Domestic 001765106 17180625.04 539000SOLE 539000
AMSOUTH BANCORPORATION Domestic 032165102 12874631.26 861900SOLE 861900
ANADARKO PETE CORP Domestic 032511107 11412812.52 295000SOLE 295000
ANALOG DEVICES INC Domestic 032654105 110580435 1373670SOLE 1373670
ANALOGIC CORP Domestic 032657207 1991250 54000SOLE 54000
ANALYSTS INTL CORP Domestic 032681108 671500 68000SOLE 68000
ANCHOR BANCORP WISCONSIN INC. Domestic 032839102 1619250 102000SOLE 102000
ANCHOR GAMING Domestic 033037102 2503875 66000SOLE 66000
ANDREW CORP Domestic 034425108 3252825 142200SOLE 142200
ANDRX CORP Domestic 034551101 1155000 10000SOLE 10000
ANGELICA CORP Domestic 034663104 150056.25 15100SOLE 15100
ANHEUSER-BUSCH COS INC Domestic 035229103 108159375 1737500SOLE 1737500
ANIXTER INTL INC Domestic 035290105 5853750 210000SOLE 210000
ANNTAYLOR STORES CORP Domestic 036115103 4048000 176000SOLE 176000
AON CORP Domestic 037389103 27965587.51 867150SOLE 867150
AOYAMA TRADING Ordinary Int6045878 1607175.99 104000SOLE 104000
APACHE CORP Domestic 037411105 18656250 375000SOLE 375000
APEX INC. Domestic 037548104 4380750 118000SOLE 118000
APOGEE ENTERPRISES INC Domestic 037598109 337343.75 85000SOLE 85000
APOLLO GROUP INC. Domestic 037604105 9048187.5 321000SOLE 321000
APPLE COMPUTER INC Domestic 037833100 82302375 606000SOLE 606000
APPLEBEES INTL INC Domestic 037899101 4443750 158000SOLE 158000
APPLIED INDUSTRIAL TECH INC Domestic 03820C105 2128000 133000SOLE 133000
APPLIED MATLS INC Domestic 038222105 271469217.5 2880310SOLE 2880310
APPLIED MICRO CIRCUITS CORP Domestic 03822W109 12005000.01 80000SOLE 80000
APPLIED PWR INC Domestic 038225108 5928000 208000SOLE 208000
APRIA HEALTHCARE GROUP INC Domestic 037933108 3465000 240000SOLE 240000
APTARGROUP INC Domestic 038336103 5871250 220000SOLE 220000
ARCH COAL INC Domestic 039380100 429808.47 61401.21SOLE 61401.21
ARCHER-DANIELS-MIDLAND CO Domestic 039483102 19557037.52 1896440SOLE 1896440
ARCTIC CAT INC Domestic 039670104 1927000 188000SOLE 188000
ARIBA INC Domestic 04033V104 4192500 20000SOLE 20000
ARKANSAS BEST CORP Domestic 040790107 997500 95000SOLE 95000
ARM HOLDINGS PLC Ordinary Int0571777 13109086.84 215000SOLE 215000
ARNOLD INDS INC Domestic 042595108 1204375 94000SOLE 94000
ARROW ELECTRS INC Domestic 042735100 12584250 357000SOLE 357000
ARROWPOINT COMMUNICATIONS Domestic 042810101 592422 5000SOLE 5000
ARTESYN TECHNOLOGIES INC Domestic 043127109 3939000 208000SOLE 208000
ARVIN INDS INC Domestic 043339100 1968375 87000SOLE 87000
ASAHI BANK LTD Ordinary Int6499367 6407887.88 1143000SOLE 1143000
ASAHI CHEMICAL INDUS CO Ordinary Int6054603 2963194.17 464000SOLE 464000
ASAHI GLASS CO LTD Ordinary Int6055208 3698220.76 433000SOLE 433000
ASHLAND Domestic 044204105 8295875 249500SOLE 249500
ASHWORTH INC Domestic 04516H101 107812.5 25000SOLE 25000
ASIA PULP & PAPER-SPONS ADR ADR 2054469 2950000 400000SOLE 400000
ASIA SATELLITE TELECOM HLDGS Ordinary Int6052607 6102741.9 1558000SOLE 1558000
ASIAINFO HOLDINGS INC ADR 2556396 423500 7000SOLE 7000
ASM LITHOGRAPHY HOLDING NV Ordinary Int5460784 4466814.67 40000SOLE 40000
ASPECT COMMUNICATIONS CORP Domestic 04523Q102 10006875 270000SOLE 270000
ASPEN TECHNOLOGY INC Domestic 045327103 5692875 141000SOLE 141000
ASSICURAZIONI GENERALI SPA Ordinary Int4056719 48764956.36 1758500SOLE 1758500
ASSOCD BRIT FOODS Ordinary Int0673123 934391.07 140712SOLE 140712
ASSOCIATED BANC CORP Domestic 045487105 8275375 277000SOLE 277000
ASSOCIATES FIRST CAPITAL CORP Domestic 046008108 50273957.26 2351998SOLE 2351998
ASTEC INDUSTRIES INC Domestic 046224101 3400000 128000SOLE 128000
ASTORIA FINL CORP Domestic 046265104 5533125 195000SOLE 195000
ASTRAZENECA Ordinary Int5659902 17009225.95 421088SOLE 421088
ASTRAZENECA PLC ADR 2989022 27255783.29 675300SOLE 675300
ASTRAZENECA PLC Ordinary Int0989529 2150400.42 53300SOLE 53300
AT&T CORP Domestic 001957109 602355215.8 10696652SOLE 10696652
ATLANTIC COAST AIRLINES HLDG Domestic 048396105 2613375 101000SOLE 101000
ATLANTIC RICHFIELD CO Domestic 048825103 88230000 1038000SOLE 1038000
ATLAS COPCO AB ADR 2062019 5890419.73 253200SOLE 253200
ATLAS COPCO AB-B SHS Ordinary Int4050982 2991061.47 128571SOLE 128571
ATMEL CORP Domestic 049513104 47030375 911000SOLE 911000
ATMOS ENERGY CORP Domestic 049560105 2849250 174000SOLE 174000
ATWOOD OCEANICS INC Domestic 050095108 5371312.5 81000SOLE 81000
AUDIOVOX CORP. CL A Domestic 050757103 5496750 126000SOLE 126000
AUSPEX SYS INC Domestic 052116100 1463000 133000SOLE 133000
AUSTRALIAN GAS LIGHT COMPANY Ordinary Int6064969 965127.92 200000SOLE 200000
AUSTRIA TABAKWERKE AG Ordinary Int5355921 1090867.33 28500SOLE 28500
AUTOBACS SEVEN CO Ordinary Int6068422 1298103.68 42000SOLE 42000
AUTODESK INC Domestic 052769106 6793150 149300SOLE 149300
AUTOMATIC DATA PROCESSING IN Domestic 053015103 84678750 1755000SOLE 1755000
AUTOZONE INC Domestic 053332102 6773775 244100SOLE 244100
AVENTIS SA Ordinary Int4736817 38748916.77 707940SOLE 707940
AVENTIS SA Ordinary Int5416839 10129663.55 186044SOLE 186044
AVERY DENNISON CORP Domestic 053611109 27923881.26 457300SOLE 457300
AVIATION SALES COMPANY Domestic 053672101 295312.5 45000SOLE 45000
AVID TECHNOLOGY INC Domestic 05367P100 3521375 197000SOLE 197000
AVNET INC Domestic 053807103 9324000 148000SOLE 148000
AVON PRODS INC Domestic 054303102 11846250 405000SOLE 405000
AXA Ordinary Int4026927 66481600.18 469115SOLE 469115
AXA ASIA PAC HLDGS Ordinary Int060230$5W 2913593.74 2000000SOLE 2000000
AZTAR CORP Domestic 054802103 2584000 272000SOLE 272000
BAKER (J.) INC Domestic 057232100 175000 25000SOLE 25000
BAKER HUGHES INC Domestic 057224107 33652883 1112492SOLE 1112492
BALDOR ELEC CO Domestic 057741100 4046000 224000SOLE 224000
BALL CORP Domestic 058498106 2001168.77 57900SOLE 57900
BANCA COMMERCIALE ITALIANA ORD Ordinary Int4072942 2816018.05 616950SOLE 616950
BANCA INTESA SPA Ordinary Int4076836 17179232.23 4973126SOLE 4973126
BANCO ESPIRITO SANTO E-REG Ordinary Int4058061 8378865.88 350250SOLE 350250
BANCO SANTANDER CNTL HISPANO ADR 2018186 29283000 2724000SOLE 2724000
BANDAG INC Domestic 059815100 1104000 48000SOLE 48000
BANGOR HYDRO ELEC CO Domestic 060077104 432812.5 25000SOLE 25000
BANK AUSTRIA Ordinary Int4999621 1785571.84 36660SOLE 36660
BANK NEW YORK INC Domestic 064057102 106873812.5 2571400SOLE 2571400
BANK OF AMERICA CORP Domestic 060505104 298316937.5 5689000SOLE 5689000
BANK OF EAST ASIA Ordinary Int6075648 4516620.83 2032871SOLE 2032871
BANK OF IRELAND Ordinary Int5728169 481512.67 68000SOLE 68000
BANK OF IRELAND (LN) Ordinary Int0764403 2510389.94 352142SOLE 352142
BANK OF SCOTLAND Ordinary Int0076454 3997830.39 350000SOLE 350000
BANK OF YOKOHAMA Ordinary Int6986449 3394842.39 837000SOLE 837000
BANK ONE CORP (DE) Domestic 06423A103 119784000 3472000SOLE 3472000
BANKNORTH GROUP INC Domestic 06646L100 2439937.5 91000SOLE 91000
BANTA CORP Domestic 066821109 1543500 84000SOLE 84000
BANYU PHARM Ordinary Int6077309 9408667.97 500000SOLE 500000
BARCLAYS PLC ORD Ordinary Int0078201 54604351.98 2059458SOLE 2059458
BARCO N.V. Ordinary Int4089049 384674.27 3000SOLE 3000
BARD C R INC Domestic 067383109 889812.5 23000SOLE 23000
BARNES & NOBLE INC Domestic 067774109 7710937.5 329000SOLE 329000
BARNES GROUP INC. Domestic 067806109 841000 58000SOLE 58000
BARR LABS INC Domestic 068306109 5838000 139000SOLE 139000
BARRA INC Domestic 068313105 2472875 73000SOLE 73000
BARRATT DEVELOPMENTS PLC Ordinary Int0081180 1520463.75 401300SOLE 401300
BARRETT RES CORP Domestic 068480201 5783625 194000SOLE 194000
BARRICK GOLD CORP Domestic 067901108 19626631.25 1251100SOLE 1251100
BASF AG Ordinary Int5086577 9516190.77 200500SOLE 200500
BASS ORD GBPO.28 Ordinary Int0243195 11573402.19 917732SOLE 917732
BASSETT FURNITURE INDS INC Domestic 070203104 700000 50000SOLE 50000
BAUSCH & LOMB INC Domestic 071707103 6439937.49 123400SOLE 123400
BAXTER INTL INC Domestic 071813109 68302607.47 1089573SOLE 1089573
BAY VEREINSBANK Ordinary Int4325419 15772578.09 255550SOLE 255550
BAYER AG ADR 2085652 41735978.28 930000SOLE 930000
BAYER AG Ordinary Int5069211 4487.87 100SOLE 100
BAYER MOTOREN WERK EUR1 Ordinary Int5756029 7359644.71 233418SOLE 233418
BB&T CORPORATION Domestic 054937107 28712848.43 1023175SOLE 1023175
BCA INTESA P/WTS15/11/2002 Ordinary Int5811597 1381442.82 616950SOLE 616950
BCE INC. Ordinary Int2089933 31557308.86 253121SOLE 253121
BCO BILBAO VIZCAYA ESP90 Ordinary Int5501906 27962654.83 1902480SOLE 1902480
BCO COM PORTUGUES Ordinary Int5812493 2411187.71 449160SOLE 449160
BCO POPULAR ESP Ordinary Int5857836 6656970.07 217400SOLE 217400
BCO SANT CENT HISP Ordinary Int5705946 8020814.52 746400SOLE 746400
BE AEROSPACE INC Domestic 073302101 863625 147000SOLE 147000
BEAR STEARNS COS INC Domestic 073902108 20294775.66 444817SOLE 444817
BECKMAN COULTER INC Domestic 075811109 8922062.5 139000SOLE 139000
BECTON DICKINSON & CO Domestic 075887109 14603437.5 555000SOLE 555000
BED BATH & BEYOND INC Domestic 075896100 20144250.04 511600SOLE 511600
BEKAERT SA NEW Ordinary Int5827431 1435351.77 30000SOLE 30000
BELDEN INC Domestic 077459105 4922500 179000SOLE 179000
BELL ATLANTIC CORP Domestic 077853109 305441625 4997000SOLE 4997000
BELLSOUTH CORP Domestic 079860102 301125000.1 6424000SOLE 6424000
BELO (A H) CORP Domestic 080555105 9598875 537000SOLE 537000
BEMIS INC Domestic 081437105 9012250 244400SOLE 244400
BENCHMARK ELECTRONICS INC Domestic 08160H101 3293000 89000SOLE 89000
BENETTON GROUP SPA ADR 2091671 8250000 200000SOLE 200000
BENI STABILI Ordinary Int5808135 727292.74 1689000SOLE 1689000
BERGEN BRUNSWIG CORP Domestic 083739102 3186000 472000SOLE 472000
BERINGER WINE ESTATES-B Domestic 084102102 3910375 109000SOLE 109000
BERKSHIRE HATHAWAY INC DEL Domestic 084670207 1820000 1000SOLE 1000
BEST BUY INC Domestic 086516101 75611200 879200SOLE 879200
BESTFOODS INC Domestic 08658U101 48029625 1026000SOLE 1026000
BETHLEHEM STEEL CORP Domestic 087509105 1080000 180000SOLE 180000
BEVERLY ENTERPRISES INC Domestic 087851309 837062.5 227000SOLE 227000
BG GROUP PLC Ordinary Int0876289 12744536.16 2266322SOLE 2266322
BG PLC (5.1) ADR 2528124 6699003.57 227567SOLE 227567
BILLING CONCEPTS CORP Domestic 090063108 1286718.75 183000SOLE 183000
BINDLEY WESTERN INDS Domestic 090324104 2332750 172000SOLE 172000
BIO-TECHNOLOGY GENERAL CORP Domestic 090578105 4030000 260000SOLE 260000
BIOCHEM PHARMA INC ADR 2451844 8850000 400000SOLE 400000
BIOGEN INC Domestic 090597105 23897250.02 342000SOLE 342000
BIOMATRIX INC Domestic 09060P102 3160625 130000SOLE 130000
BIOMET INC Domestic 090613100 14226262.5 391100SOLE 391100
BIRMINGHAM STL CORP Domestic 091250100 1383750 270000SOLE 270000
BISYS GROUP INC Domestic 055472104 11138750 167500SOLE 167500
BJ SVCS CO Domestic 055482103 23418375 317000SOLE 317000
BJ'S WHOLESALE CLUB INC Domestic 05548J106 12970750 338000SOLE 338000
BLACK & DECKER CORP Domestic 091797100 6573437.5 175000SOLE 175000
BLACK BOX CORP Domestic 091826107 8308125.02 120000SOLE 120000
BLACK HILLS CORP Domestic 092113109 2095937.5 95000SOLE 95000
BLANCH E W HLDGS INC Domestic 093210102 1500000 75000SOLE 75000
BLOCK H & R INC Domestic 093671105 14991250 335000SOLE 335000
BLUE CIRCLE INDUSTRIES ORD Ordinary Int0105853 6593989.35 988846SOLE 988846
BLYTH INDUSTRIES INC. Domestic 09643P108 4970875 182000SOLE 182000
BMC INDS INC MINN Domestic 055607105 756437.5 133000SOLE 133000
BMC SOFTWARE INC Domestic 055921100 26415625.02 535000SOLE 535000
BOB EVANS FARMS INC Domestic 096761101 1087500 87000SOLE 87000
BOC GROUP Ordinary Int0108120 17970412.99 915819SOLE 915819
BOEING CO Domestic 097023105 109013437.5 2883000SOLE 2883000
BOISE CASCADE CORP Domestic 097383103 10887175 313300SOLE 313300
BOMBARDIER INC 'B' Ordinary Int2109723 17574734.8 700000SOLE 700000
BOMBAY CORP Domestic 097924104 364375 110000SOLE 110000
BOOKER PLC Ordinary Int0110523 737030.18 350000SOLE 350000
BOOKS-A-MILLION INC Domestic 098570104 330000 55000SOLE 55000
BOOTS COMPANY PLC ORD Ordinary Int0111441 3738343.9 439858SOLE 439858
BORDERS GROUP INC Domestic 099709107 6410937.51 373000SOLE 373000
BORG WARNER AUTOMOTIVE INC Domestic 099724106 3346875 85000SOLE 85000
BOSTON SCIENTIFIC CORP Domestic 101137107 12542406.25 588500SOLE 588500
BOUYGUES Ordinary Int4115159 33118732.29 41800SOLE 41800
BOUYGUES NW FRF 50 (S/R 24/3 Ordinary Int5923878 199992.34 41800SOLE 41800
BOWATER INC Domestic 102183100 17560375.01 329000SOLE 329000
BOWNE & CO INC Domestic 103043105 3244500 252000SOLE 252000
BP AMOCO PLC Ordinary Int0798059 72895908.53 7967580SOLE 7967580
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</TABLE>
