<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: June 30, 1999
-------------
Check here if amendment [_] Amendment Number [_]
Institutional Investment Manager filing this report:
Name: State Street Corporation
------------------------
Address: 225 Franklin Street
-------------------
Boston, Massachusetts 02110
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Form 13F File Number: 28-399
------
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 the reporting manager:
Name: Rex S. Schuette
---------------
Title Chief Accounting Officer and Senior Vice President
--------------------------------------------------
Telephone: 617-786-3000
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Signature, Place, and Date of Signing:
/s/ Rex S. Schuette Boston, Massachusetts August 5, 1999
------------------- --------------------- --------------
[Signature] [City, State] [Date]
Report Type (Check only one):
[_] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 13FCOMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
List of Other Managers Reporting for this Manager:
(if there are no entries in this list, omit this section.)
13F File Number Name
____________________________________________________
28-5798 Roy A. Hammer
____________________________________________________
28-1721 George T. Shaw
____________________________________________________
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
---------------
Form 13F Information Table Entry Total: 2,936
---------------
Form 13F Information Table Value Total: 254,376,586
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(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
<TABLE>
<CAPTION>
- ------------------------------------------------------------------
No. Form 13F File Number Name
- ------------------------------------------------------------------
<S> <C> <C>
1 28-1932 Frederick Ballou
- ------------------------------------------------------------------
2 28-3602 Francis L. Coolidge
- ------------------------------------------------------------------
3 28-2710 F. Davis Dossori, Jr.
- ------------------------------------------------------------------
4 28-3488 Nicholas A. Grace
- ------------------------------------------------------------------
5 28-5798 Roy A. Hammer
- ------------------------------------------------------------------
6 28-6740 Edward J. Joyce
- ------------------------------------------------------------------
7 28-5796 George H. Kidder
- ------------------------------------------------------------------
8 28-1487 Peter B. Loring
- ------------------------------------------------------------------
9 28-4282 Dean Ridlon
- ------------------------------------------------------------------
10 28-1721 George T. Shaw
- ------------------------------------------------------------------
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 1
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R12 12,022,654 135,086 117,296 15,984 1,806 129,890 1,806 3,390
ACE LTD ORD G0070K10 3,644,221 128,999 82,500 34,989 11,510 117,489 11,510
ANNUITY AND LIFE RE ORD G0391010 354,504 15,800 10,800 5,000 15,800
CORECOMM LTD ORD G2422R10 919,355 19,054 1,394 17,660 1,394 17,660
FRUIT OF THE LOOM LT ORD CL A G3682L10 9,695,965 994,458 994,158 300 912,033 82,425
LORAL SPACE & COMMUN COM G5646210 1,377,072 76,504 60,287 3,604 12,613 63,891 12,613
PARTNERRE LTD COM G6852T10 949,325 25,400 22,900 2,500 25,400
RENAISSANCE RE HLDGS COM G7496G10 1,054,500 28,500 28,500 28,500
SANTA FE INTL CORP ORD G7805C10 759,000 33,000 33,000 33,000
TRANSOCEAN OFFSHORE ORD G9007610 5,446,875 207,500 203,300 300 3,900 196,500 3,900 7,100
XL CAP LTD CL A G9825510 4,623,734 81,836 81,392 444 81,836
PANAMERICAN BEVERAGE CL A P7482310 1,325,018 55,645 34,820 20,825 34,820 20,825
STEINER LEISURE LTD ORD P8744Y10 873,743 28,825 22,000 3,450 3,375 25,450 3,375
ROYAL CARIBBEAN CRUI COM V7780T10 1,933,750 44,200 44,200 44,200
TEEKAY SHIPPING CORP COM V8956410 699,712 39,700 38,000 1,700 39,700
AAR CORP COM 00036110 3,034,613 133,760 133,760 133,760
ABC-NACO INC COM 00075210 252,150 12,300 12,300 12,300
ABR INFORMATION SVCS COM 00077R10 1,468,641 16,307 16,307 16,307
ACTV INC COM 00088E10 543,900 39,200 39,200 39,200
A D C TELECOMMUNICAT COM 00088610 32,718,026 718,099 717,259 840 707,099 11,000
AFC CABLE SYS INC COM 00095010 6,276,213 177,736 30,236 147,500 177,736
ABM INDS INC COM 00095710 2,715,860 88,502 82,852 3,650 2,000 86,502 2,000
AFLAC INC COM 00105510 185,985,566 3,884,816 3,873,691 9,725 1,400 3,569,749 8,400 305,357
AGCO CORP COM 00108410 3,786,884 334,767 333,667 1,100 330,867 3,900
AGL RES INC COM 00120410 10,222,320 554,446 554,446 550,646 3,800
AHL SVCS INC COM 00129610 728,160 29,200 29,200 29,200
AES CORP COM 00130H10 144,107,103 2,479,262 2,474,495 4,767 2,308,162 4,100 167,000
AK STL HLDG CORP COM 00154710 8,340,682 370,697 370,697 366,197 4,500
AMB PROPERTY CORP COM 00163T10 7,712,700 328,200 328,200 327,300 900
AMC ENTMT INC COM 00166910 685,300 35,600 35,600 35,600
AMLI RESIDENTIAL PPT SH BEN INT 00173510 1,545,665 69,080 69,080 69,080
AMR CORP COM 00176510 161,452,200 2,365,600 2,360,645 4,755 200 2,169,611 3,800 192,189
APAC TELESERVICES IN COM 00185E10 209,774 64,546 64,546 64,546
ARM FINL GROUP INC CL A 00194410 1,283,500 151,000 151,000 151,000
AT&T CORP COM 00195710 3,044,263,921 54,544,971 52,577,778 1,591,105 376,088 49,041,275 1,390,504 4,085,192
AT&T CORP COM LIB GR 00195720 191,372,023 5,207,402 5,153,774 8,700 44,928 4,750,428 44,928 411,036
Subtotal Page 3,854,384,629
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 2
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATMI INC COM 00207R10 2,281,884 76,702 76,402 300 76,702
AVT CORP COM 00242010 1,687,028 44,542 44,542 44,542
AVX CORP NEW COM 00244410 2,256,369 92,569 92,569 92,269 300
AARON RENTS INC COM 00253520 1,404,509 63,124 63,124 63,124
AAVID THERMAL TECHNO COM 00253910 704,384 31,133 31,133 31,133
ABACUS DIRECT CORP COM 00255310 3,325,476 36,344 36,344 36,344
ABBOTT LABS COM 00282410 1,103,927,875 24,328,989 22,999,519 663,789 665,681 21,041,749 1,399,181 1,872,001
ABERCROMBIE & FITCH CL A 00289620 26,581,344 553,778 552,548 1,230 545,670 8,108
ABOUT COM INC COM 00373610 586,187 11,300 11,300 11,300
ABOVENET COMMUNICATI COM 00374310 1,610,962 39,900 38,900 1,000 39,900
ACCEPTANCE INS COS I COM 00430810 804,340 53,402 53,402 53,402
ACCLAIM ENTMT INC COM PAR $0 00432520 10,164,733 1,594,468 1,594,468 1,594,468
ACKERLEY GROUP INC COM 00452710 1,117,409 61,440 61,440 61,440
ACNIELSEN CORP COM 00483310 12,460,338 411,912 410,519 1,266 127 387,110 127 22,315
ACTION PERFORMANCE C COM 00493310 8,812,056 267,032 219,507 40,525 7,000 260,032 7,000
ACTEL CORP COM 00493410 1,196,815 81,140 81,140 81,140
ACTUATE SOFTWARE COR COM 00508B10 514,100 19,400 19,400 19,400
ACUSON CORP COM 00511310 2,393,977 139,290 139,290 137,190 2,100
ACX TECHNOLOGIES INC COM 00512310 1,230,645 75,732 75,732 75,732
ACXIOM CORP COM 00512510 5,961,015 239,043 237,153 890 1,000 237,443 1,000 600
ADAPTIVE BROADBAND C COM 00650M10 1,153,687 52,740 52,740 52,740
ADAPTEC INC COM 00651F10 41,006,766 1,161,270 1,156,820 1,250 3,200 1,140,470 3,200 17,600
ADELPHIA COMMUNICATI CL A 00684810 10,631,737 167,100 161,600 3,800 1,700 165,100 1,700 300
ADMINISTAFF INC COM 00709410 392,320 24,520 24,520 24,520
ADOBE SYS INC COM 00724F10 87,310,385 1,062,739 1,060,324 2,415 974,747 5,300 81,792
ADTRAN INC COM 00738A10 3,144,982 86,460 86,460 86,460
ADVANCE PARADIGM INC COM 00749110 7,277,300 119,300 119,300 119,300
ADVANCED DIGITAL INF COM 00752510 550,800 13,600 13,600 13,600
ADVANCED LTG TECHNOL COM 00753C10 300,006 33,334 33,334 33,334
ADVANCED FIBRE COMMU COM 00754A10 2,860,781 183,090 183,090 183,090
ADVANCED RADIO TELEC COM 00754U10 769,062 53,500 53,500 53,500
ADVANCED TISSUE SCIE COM 00755F10 340,327 104,716 104,716 104,716
ADVEST GROUP INC COM 00756610 309,023 15,500 15,500 15,500
ADVANTAGE LEARNING S COM 00757K10 911,550 41,200 41,200 41,200
ADVANTICA RESTAURANT COM 00758B10 571,573 166,300 166,300 166,300
ADVO INC COM 00758510 8,585,084 413,739 413,739 413,739
Subtotal Page 1,355,136,829
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 3
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared Note
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AERIAL COMMUNICATION COM 00765510 792,450 58,700 58,700 58,700
AEROFLEX INC COM 00776810 235,025 11,900 11 900 11,900
ADVANCED MICRO DEVIC COM 00790310 37,342,227 2,067,447 2,059,847 1,600 6,000 1,934,347 8,100 125,000
ADVANTA CORP CL A 00794210 887 422 49,132 49,132 49,132
ADVANCED ENERGY INDS COM 00797310 1,297,984 32,000 32,000 32,000
ADVENT SOFTWARE INC COM 00797410 1,483,246 22,138 22,138 22,138
AETNA INC COM 00811710 190,335,530 2,128,152 2,119,964 6,006 2,182 1,963,212 2,182 162,628
AFFILIATED COMPUTER CL A 00819010 14,757,491 291,506 291,436 70 287,906 3,600
AFFILIATED MANAGERS COM 00825210 3,063,980 101,500 101,500 101,500
AFFYMETRIX INC COM 00826T10 3,367,029 68,193 68,193 68,193
AFTERMARKET TECHNOLO COM 00831810 1,005,720 88,415 88,415 88,415
AGRIBRANDS INTL INC COM 00849R10 2,620,191 66,230 66,150 80 66,060 80 90
AGRIBIOTECH INC NEV COM 00849410 1,107,527 182,700 182,700 182,700
AIR EXPRESS INTL COR COM 00910410 4,015,669 158,253 156,003 2,250 158,253
AIR PRODS & CHEMS IN COM 00915810 583,392,838 14,494,232 3,455,602 10,795,842 242,788 3,682,265 10,523,797 277,635
AIRBORNE FGHT CORP COM 00926610 7,713,459 278,595 277,995 600 274,795 600 3,200
AIRGAS INC COM 00936310 5,047,477 412,039 412,039 407,339 4,700
AIRTRAN HLDGS INC COM 00949P10 1,335,742 232,303 232,003 300 232,003 300
AIRTOUCH COMMUNICATI COM 00949T10 12,667,127 117,663 115,356 2,307 64,528 45,600
AIRTOUCH COMMUNICATI PFD C CV 4 00949T30 1,973,836 13,365 13,200 165 13,200 165
AKZO NOBEL NV SPONSORE 01019930 1,313,201 30,990 30,990 30,990
ALABAMA NATL BANCORP COM 01031710 862,450 34,498 32,900 1,598 34,498
ALARIS MED INC COM 01163710 558,900 165,600 165,600 165,600
ALASKA AIR GROUP INC COM 01165910 8,005,604 191,751 191,751 190,051 1,700
ALBANY INTL CORP CL A 01234810 2,903,817 138,277 133,281 4,996 135,693 2,548
ALBEMARLE CORP COM 01265310 4,362,461 188,647 186,957 650 1,040 184,507 1,040 3,100
ALBERTO CULVER CO CL B CONV 01306810 20,733,073 778,707 777,107 1,600 725,307 2,600 50,800
ALBERTSONS INC COM 01310410 327,129,746 6,344,396 6,225,104 58,323 60,969 5,763,764 71,269 509,363
ALCAN ALUMINIUM LTD COM 01371610 90,153,232 2,822,846 2,819,643 1,110 2,093 2,622,703 7,793 192,350
ALCOA INC COM 01381710 448,291,181 7,245,110 7,222,345 20,965 1,800 6,767,344 10,200 466,436
ALEXANDER & BALDWIN COM 01448210 5,907,797 265,519 265,519 262,519 3,000
ALEXANDERS INC COM 01475210 1,085,814 14,698 14,698 14,698
ALEXANDRIA REAL ESTA COM 01527110 5,769,281 184,617 182,467 2,150 184,617
ALFA CORP COM 01538510 2,476,960 123,848 123,848 123,848
ALGOS PHARMACEUTICAL COM 01586910 1,086,663 49,255 49,255 49,255
ALIANT COMMUNICATION COM 01609010 13,901,317 300,979 300,879 100 298,179 100 2,700
Subtotal Page 1,808,983,467
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 4
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared Note
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALKERMES INC COM 01642T10 2,175,877 94,092 94,092 94,092
ALLEGHANY CORP DEL COM 01717510 3,820,620 20,652 19,411 1,241 20,652
ALLEGHENY ENERGY INC COM 01736110 24,999,318 779,718 764,767 4,551 10,400 755,918 10,400 13,400
ALLEGHENY TELEDYNE I COM 01741510 62,636,249 2,768,453 2,762,347 5,206 900 2,536,229 7,900 224,324
ALLEGIANCE TELECOM I COM 01747T10 6,276,328 114,375 95,200 17,375 1800 111,975 1,800 600
ALLEN TELECOM INC COM 01809110 1,419,770 129,070 129,070 129,070
ALLERGAN INC COM 01849010 126,362,955 1,138,405 1,136,205 1,800 400 1,045,705 15,900 76,800
ALLIANCE CAP MGMT L UNIT LTD P 01854810 788,412 24,400 24,200 200 24,400
ALLIANT CORP COM 01880210 13,358,864 470,797 438,317 13,250 19,230 445,567 19,230 6,000
ALLIANT TECHSYSTEMS COM 01880410 8,715,480 100,757 99,907 850 100,757
ALLIED CAP CORP NEW COM 01903Q10 1,585,536 66,064 53,000 13,064 53,000 13,064
ALLIEDSIGNAL INC COM 01951210 3,780,797,202 60,012,654 8,110,403 51,835,349 66,902 7,607,334 51,876,252 529,068
ALLIED WASTE INDS IN COM PAR$. 01958930 16,436,029 832,204 831,934 270 817,804 14,400
ALLMERICA FINL CORP COM 01975410 22,703,248 373,335 364,677 7,327 1,331 367,615 1,331 4,389
ALLSTATE CORP COM 02000210 447,708,161 12,479,670 12,433,477 23,107 23,086 11,396,907 42,286 1,023,595
ALLTEL CORP COM 02003910 48,360,727 4,872,178 4,219,107 578,197 74,874 4,532,968 79,974 259,236
ALPHA INDS INC COM 02075310 1,538,335 32,301 32,301 32,301
ALPHARMA INC CL A 02081310 14,914,453 419,393 419,393 419,393
ALPINE GROUP INC COM 02082510 1,063,946 66,240 66,240 66,240
ALTERA CORP COM 02144110 93,458,673 2,538,810 2,519,510 10,200 9,100 2,474,210 9,100 55,500
ALTERRA HEALTHCARE C COM 02146C10 1,991,687 144,850 70,000 65,850 9,000 135,850 9,000
ALZA CORP DEL SUB DB CO 022615AD 2,823,875 2,050,000 1,650,000 400,000 1,650,000 400,000
ALZA CORP DEL COM 02261510 78,211,409 1,537,325 1,429,320 107,105 900 1,417,425 28,400 91,500
AMAZON COM INC COM 02313510 41,543,251 332,014 331,236 778 330,914 1,100
AMBAC FINL GROUP INC COM 02313910 22,945,513 401,672 398,852 2,820 390,210 11,462
AMBASSADORS INTL INC COM 02317810 235,025 15,800 15,800 15,800
AMCOL INTL CORP COM 02341W10 1,656,488 115,234 115,234 115,234
AMERADA HESS CORP COM 02355110 80,311,910 1,349,780 1,340,380 1,500 7,900 1,238,980 9,000 101,800
AMERCO COM 02358610 1,082,250 48,100 48,100 48,100
AMEREN CORP COM 02360810 78,333,736 2,041,270 2,035,347 4,511 1,412 1,896,630 5,412 139,228
AMERICA ONLINE INC D COM 02364J10 1,869,069,730 16,991,543 16,947,095 36,054 8,394 15,155,094 519,594 1,316,295
AMERICA WEST HLDG CO CL B 02365720 13,820,501 732,212 732,186 26 732,212
AMERICAN ANNUITY GRO COM 02384010 1,760,113 72,582 72,582 72,582
AMCORE FINL INC COM 02391210 3,165,051 137,241 137,241 137,241
AMERICAN AXLE & MFG COM 02406110 380,800 27,200 27,000 200 27,000 200
AMERICAN BANKERS INS COM 02445610 8,304,418 152,551 15,2551 152,051 500
Subtotal 7,184,755,940
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 5
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN BUSINESS PR COM 02476310 1,144,329 75,038 73,633 1,405 75,038
AMERICAN CLASSIC VOY COM 02492810 849,600 35,400 34,400 1,000 35,400
AMERICAN EAGLE OUTFI COM 02553E10 16,161,600 355,200 355,200 355,200
AMERICAN ELEC PWR IN COM 02553710 107,835,055 2,870,855 2,860,344 3,699 6,812 2,629,749 11,912 229,194
AMERICAN EXPRESS CO COM 02581610 941,963,424 7,238,912 7,124,675 80,514 33,723 6,512,762 172,023 553,737
AMERICAN FINL GROUP COM 02593210 8,308,130 243,912 243,587 325 239,112 4,800
AMERICAN FREIGHTWAYS COM 02629V10 2,155,243 110,175 110,175 110,175
AMERICAN GENERAL COR COM 02635110 316,943,960 4,204,895 3,630,058 438,893 135,944 3,824,719 143,144 237,032
AMERICAN GREETINGS C CL A 02637510 33,071,164 1,097,798 1,096,748 1,050 1,027,298 2,200 68,300
AMERICAN HEALTH PPTY COM 02649410 2,111,233 104,906 104,906 104,906
AMERICAN HERITAGE LI COM 02652210 1,854,699 75,702 75,702 75,702
AMERICAN HOME PRODS COM 02660910 1,226,443,754 21,375,926 19,780,061 816,660 779,205 18,367,909 1,372,675 1,622,971
AMERICAN INDL PPTYS COM NEW 02679120 210,462 14,900 14,900 14,900
AMERICAN INTL GROUP COM 02687410 2,408,652,680 20,542,880 19,144,323 876,784 521,773 18,091,826 899,273 1,538,350
AMERICAN ITALIAN PAS CL A 02707010 2,433,037 80,100 80,100 80,100
AMERICAN MGMT SYS IN COM 02735210 25,370,339 791,290 776,030 260 15,000 773,890 15,000 2,400
AMERICAN MOBILE SATE COM 02755R10 1,249,609 76,312 76,312 76,312
AMERICAN NATL INS CO COM 02859110 4,199,831 58,945 58,945 58,845 100
AMERICAN PAC CORP COM 02874010 223,580 26,500 26,500 26,500
AMERICAN RETIREMENT COM 02891310 1,008,175 80,654 80,654 80,654
AMERICAN PWR CONVERS COM 02906610 21,640,372 1,075,298 1,072,778 2,520 1,003,914 70,564
AMERICAN STD COS INC COM 02971210 26,326,032 548,459 543,259 1,600 3,600 531,159 3,600 13,700
AMERICAN TOWER CORP CL A 02991220 13,470,984 561,291 548,891 10,400 2,000 557,991 2,000 1,300
AMERICAN WTR WKS INC COM 03041110 13,824,216 449,568 444,368 5,000 200 442,268 200 7,100
AMERICAN XTAL TECHNO COM 03051410 540,532 22,700 22,700 22,700
AMERICREDIT CORP COM 03060R10 6,220,320 388,770 388,770 388,770
AMERISOURCE HEALTH C CL A 03071P10 15,553,368 609,936 609,876 60 609,936
AMERITRADE HLDG CORP CL A 03072H10 13,239,400 124,900 124,900 124,700 200
AMERUS LIFE HLDGS IN COM 03073210 2,222,505 82,315 82,315 82,315
AMES DEPT STORES INC COM NEW 03078950 4,731,312 103,700 103,700 103,700
AMERITECH CORP NEW COM 03095410 7,465,880,100 101,576,600 16,680,549 84,679,978 216,073 15,347,791 85,175,300 1,053,509
AMETEK INC NEW COM 03110010 4,886,235 212,445 195,545 3,300 13,600 196,145 13,600 2,700
AMF BOWLING INC COM 03113V10 1,765,864 209,300 209,300 209,300
AMGEN INC COM 03116210 550,210,347 9,038,363 8,941,136 47,257 49,970 8,184,265 296,370 557,728
AMKOR TECHNOLOGY INC COM 03165210 1,849,100 180,400 180,400 180,400
AMRESCO INC COM 03190910 1,140,333 177,153 176,853 300 177,153
Subtotal Page 13,245,690,924
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 6
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMPHENOL CORP NEW CL A 03209510 2,814,538 70,806 70,806 70,806
AMSOUTH BANCORPORATI COM 03216510 62,523,884 2,696,506 2,607,660 48,716 40,130 2,500,630 43,030 152,846
AMTRAN INC COM 03234G10 674,725 27,400 27,400 27,400
ANACOMP INC DEL COM 03237110 853,400 50,200 50,200 50,200
ANADARKO PETE CORP COM 03251110 74,327,146 2,019,101 1,734,426 220,055 64,620 1,841,881 66,120 111,100
ANADIGICS INC COM 03251510 965,700 26,100 21,100 5,000 26,100
ANALOG DEVICES INC COM 03265410 47,135,981 939,207 896,082 40,876 2,249 924,092 2,249 12,866
ANALOGIC CORP COM PAR $ 03265720 1,117,673 35,945 35,945 35,945
ANALYSTS INTL CORP COM 03268110 1,282,940 89,248 89,248 89,248
ANCHOR BANCORP WIS I COM 03283910 1,543,302 86,644 86,644 86,644
ANCHOR GAMING COM 03303710 1,563,985 32,541 32,541 32,541
ANCOR COMMUNICATIONS COM 03332K10 666,925 20,600 20,600 20,600
ANDOVER BANCORP INC COM 03425810 539,650 17,200 17,200 17,200
ANDREW CORP COM 03442510 23,480,365 1,239,920 1,238,520 1,400 1,160,903 600 78,417
ANDRX CORP COM 03455110 5,467,854 70,896 70,896 70,696 200
ANESTA CORP COM 03460310 220,719 10,800 10,800 10,800
ANHEUSER BUSCH COS I COM 03522910 579,348,366 8,167,083 8,014,983 65,745 86,355 7,266,940 298,855 601,288
ANICOM INC COM 03525010 898,632 85,584 82,600 2,984 82,600 2,984
ANIXTER INTL INC COM 03529010 2,191,916 120,105 120,105 120,105
ANNTAYLOR STORES COR COM 03611510 7,123,590 158,302 158,302 158,302
ANTEC CORP COM 03664P10 3,670,553 114,483 114,383 100 114,483
ANSWERTHINK CONSULTI COM 03691610 805,475 31,900 31,900 31,900
ANTHRACITE CAP INC COM 03702310 331,381 50,500 50,500 50,500
AON CORP COM 03738910 150,550,001 3,649,697 3,636,819 6,503 6,375 3,338,211 13,175 298,311
APACHE CORP COM 03741110 66,819,558 1,713,322 1,706,808 3,100 3,414 1,579,308 4,514 129,500
APARTMENT INVT & MGM CL A 03748R10 15,785,907 369,261 368,861 400 368,761 500
APOGEE ENTERPRISES I COM 03759810 12,578,039 936,075 936,075 127,256 808,819
APOLLO GROUP INC CL A 03760410 8,361,850 314,805 314,805 309,155 5,650
APPLE COMPUTER INC COM 03783310 213,473,357 4,609,461 4,604,683 3,728 1,050 4,341,428 4,750 262,553
APPLEBEES INTL INC COM 03789910 3,711,912 123,217 112,217 11,000 112,217 11,000
APRIA HEALTHCARE GRO COM 03793310 18,099,492 1,064,676 1,064,676 1,061,276 3,400
APPLIED GRAPHICS TEC COM 03793710 820,801 65,014 46,210 18,804 65,014
APPLIED INDL TECHNOL COM 03820C10 1,967,583 103,557 103,557 103,557
APPLIED MICRO CIRCUI COM 03822W10 14,567,133 177,108 172,100 5,008 171,900 5,008 200
APPLIED MATLS INC COM 03822210 517,801,325 7,009,155 6,803,869 162,535 42,751 6,407,914 115,751 484,280
APPLIED PWR INC CL A 03822510 4,596,391 168,292 168,252 40 168,292
Subtotal Page 1,848,682,049
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 7
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ----------------------------
Issuer Class Number Value Prin Amount Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APTARGROUP INC COM 03833610 30,267,540 1,008,918 150,370 655,493 203,055 805,863 203,055
AQUA ALLIANCE INC CL A 03836710 1,148,226 735,100 735,100 735,100
AQUARION CO COM 03838W10 1,859,277 53,218 53,218 53,218
ARCADIA FINL LTD COM 03910110 1,351,584 174,398 174,398 174,398
ARCH CHEMICALS INC COM 03937R10 2,570,483 105,729 105,179 550 105,179 550
ARCH COAL INC COM 03938010 1,280,204 92,267 92,267 92,267
ARCHER DANIELS MIDLA COM 03948310 136,388,056 8,835,140 8,803,503 23,742 7,895 8,074,070 26,495 734,575
ARCHSTONE CMNTYS TR SH BEN INT 03958110 11,826,214 539,099 538,499 600 537,899 1,200
ARCTIC CAT INC COM 03967010 323,233 36,168 36,168 36,168
ARDEN RLTY GROUP INC COM 03979310 6,532,544 265,281 264,681 600 264,581 700
ARDENT SOFTWARE INC COM 03979410 563,125 26,500 26,500 26,500
AREA BANCSHARES CORP COM 03987210 1,343,501 49,530 49,530 49,530
ARGONAUT GROUP INC COM 04015710 2,059,416 85,809 85,809 85,809
ARMCO INC COM 04217010 7,217,573 1,089,445 1,089,100 345 1,089,445
ARMSTRONG WORLD INDS COM 04247610 36,033,294 623,284 622,584 700 576,266 200 46,818
ARNOLD INDS INC COM 04259510 2,144,168 138,898 138,798 100 137,298 1,600
ARROW ELECTRS INC COM 04273510 10,811,171 569,009 568,644 365 561,509 7,500
ARROW INTL INC COM 04276410 1,524,192 58,906 58,906 58,906
ARTESYN TECHNOLOGIES COM 04312710 3,037,688 136,913 136,913 136,913
ARVIN INDS INC COM 04333910 8,435,709 222,725 222,725 221,025 1,700
ASARCO INC COM 04341310 12,217,867 649,472 648,772 700 594,112 51,300
ASCENT ENTMT GROUP I COM 04362810 2,053,082 145,351 145,351 145,303 48
ASHLAND INC COM 04420410 44,035,301 1,097,453 1,094,459 1,200 1,794 1,023,057 2,494 71,902
ASPECT DEV INC COM 04523410 1,356,383 73,318 73,318 73,318
ASPECT TELECOMMUNICA COM 04523710 2,172,300 222,800 221,600 1,200 222,800
ASPEN TECHNOLOGY INC COM 04532710 1,223,598 104,136 104,136 104,136
ASSOCIATED BANC CORP COM 04548710 14,843,803 357,682 357,202 480 352,607 5,075
ASSOCIATED ESTATES R COM 04560410 982,463 83,175 83,175 83,175
ASSOCIATED GROUP INC CL A 04565110 9,502,974 145,919 145,919 145,619 300
AT HOME CORP COM SER A 04591910 23,856,065 442,295 437,765 4,130 400 440,695 400 1,200
AT ENTMT INC COM 04592010 920,625 49,100 49,100 49,100
ASSOCIATES FIRST CAP CL A 04600810 492,728,166 11,166,644 10,423,845 651,508 91,291 10,379,163 107,691 679,790
ASTEC INDS INC COM 04622410 2,823,975 69,300 69,300 69,300
ASTORIA FINL CORP COM 04626510 122,406,329 2,785,951 321,802 2,464,149 2,781,706 4,245
ASTRAZENECA PLC SPONSORED 04635310 1,105,622 28,214 5,318 21,383 1,513 26,701 1,513
ATLANTIC COAST AIRLI COM 04839610 1,043,860 54,940 54,940 54,940
Subtotal Page 999,989,611
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 8
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ------------------------------
Issuer Class Number Value Prin Amount Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ATLANTIC RICHFIELD C COM 04882510 451,422,313 5,402,244 5,067,120 177,809 157,315 4,847,930 164,415 389,899
ATLAS AIR INC COM 04916410 1,960,767 60,799 60,799 60,799
ATMEL CORP COM 04951310 14,563,769 556,145 554,545 1,600 548,245 7,900
ATMOS ENERGY CORP COM 04956010 3,730,575 149,223 149,223 149,223
ATWOOD OCEANICS INC COM 05009510 1,636,312 52,362 42,362 10,000 42,362 10,000
AUDIOVOX CORP CL A 05075710 203,951 18,541 18,541 18,541
AURORA FOODS INC COM 05164B10 715,750 40,900 40,900 40,900
AUTHENTIC FITNESS CO COM 05266110 1,507,537 86,145 86,145 86,145
AUTOBYTEL COM INC COM 05275N10 271,375 13,000 13,000 13,000
AUTODESK INC COM 05276910 23,290,717 787,860 786,260 200 1,400 741,060 2,300 44,500
AUTOLIV INC COM 05280010 12,532,333 414,292 392,778 10,655 10,859 402,220 10,859 1,213
AUTOMATIC DATA PROCE COM 05301510 549,732,920 12,493,930 9,821,241 1,689,506 983,183 10,438,031 1,275,783 759,180
AUTONATION INC COM 05329W10 26,532,256 1,489,572 1,487,672 1,900 1,483,772 5,800
AUTOZONE INC COM 05333210 60,205,897 1,998,536 1,995,536 3,000 1,862,836 3,500 132,200
AVADO BRANDS INC COM 05336P10 906,149 108,197 108,197 108,197
AVALONBAY CMNTYS INC COM 05348410 13,251,032 358,136 351,983 6,153 357,436 700
AVANT CORP COM 05348710 5,099,288 403,904 403,904 403,904
AVATAR HLDGS INC COM 05349410 255,819 13,509 13,509 13,509
AVERY DENNISON CORP COM 05361110 126,652,743 2,097,768 1,879,621 181,241 36,906 1,849,946 91,406 156,416
AVIALL INC NEW COM 05366B10 1,659,105 88,194 88,194 88,194
AVID TECHNOLOGY INC COM 05367P10 3,029,307 187,864 187,864 187,864
AVIATION SALES CO COM 05367210 1,574,983 39,873 39,873 39,873
AVIRON COM 05376210 2,811,175 97,780 71,500 26,280 97,780
AVISTA CORP COM 05379B10 3,232,401 198,917 198,317 600 198,317 600
AVIS RENT A CAR INC COM 05379010 8,376,350 287,600 287,600 287,600
AVNET INC COM 05380710 11,194,782 240,748 240,312 436 225,334 436 14,978
AVON PRODS INC COM 05430310 258,218,134 4,652,579 4,350,743 270,552 31,284 4,168,909 155,684 327,986
AVONDALE INDS INC COM 05435010 1,813,032 46,488 43,407 881 2,200 44,288 2,200
AWARE INC MASS COM 05453N10 1,512,900 32,800 32,800 32,800
AXA SA SPONSORED 05453610 3,906,027 62,685 25,400 37,285 62,685
AXENT TECHNOLOGIES I COM 05459C10 1,208,397 108,620 108,620 108,620
AXYS PHARMACEUTICALS COM 05463510 311,124 92,185 92,185 92,185
AZTAR CORP COM 05480210 2,039,743 222,025 222,025 222,025
BB&T CORP COM 05493710 155,798,682 4,246,700 4,239,650 7,050 3,950,600 7,200 288,900
BCE INC COM 05534B10 2,416,238 48,999 45,699 1,400 1,900 39,800 1,900 400
BEC ENERGY COM 05538M10 9,082,053 220,171 214,381 4,890 900 218,671 900 600
Subtotal Page 1,762,655,936
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 9
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BHC COMMUNICATIONS I CL A 05544810 6,248,840 48,068 47,868 200 47,968 100
BISYS GROUP INC COM 05547210 6,834,028 116,821 114,831 1,990 116,521 800
BJS WHOLESALE CLUB I COM 05548J10 12,394,682 412,304 412,104 200 405,804 6,500
BJ SVCS CO COM 05548210 11,338,838 385,190 385,190 379,690 5,500
BMC INDS INC MINN COM 05560710 1,276,182 123,757 123,757 123,757
BOK FINL CORP COM NEW 05561Q20 1,357,440 53,760 53,760 53,760
BP AMOCO P L C SPONSORED 05562210 3,070,211,914 28,296,884 177,980 27,942,174 176,730 413,122 27,839,221 42,290
BRE PROPERTIES INC CL A 05564E10 5,911,126 227,351 227,351 227,351
BSB BANCORP COM 05565210 897,777 33,251 33,251 33,251
BT FINL CORP COM 05576310 1,585,438 64,630 64,630 64,630
BMC SOFTWARE INC COM 05592110 213,900,858 3,961,127 3,955,027 6,100 3,556,703 110,300 292,774
BACOU USA INC COM 05643910 426,208 24,980 24,900 80 24,980
BAKER HUGHES INC COM 05722410 166,871,372 4,981,235 4,790,005 183,507 7,723 4,574,386 15,023 389,686
BALDOR ELEC CO COM 05774110 3,046,936 153,305 148,640 666 3,999 149,306 3,999
BALDWIN & LYONS INC CL B 05775520 1,291,367 54,518 54,518 54,518
BALL CORP COM 05849810 30,403,945 719,620 714,820 4,800 691,220 900 27,500
BALLARD MED PRODS COM 05856610 3,084,737 132,324 132,324 132,324
BALLY TOTAL FITNESS COM 05873K10 2,863,037 100,900 100,850 50 100,850 50
BANCFIRST CORP COM 05945F10 732,128 21,376 21,376 21,376
BANCFIRST CORP ZANES COM 05945010 583,612 23,700 23,700 23,700
BANCORPSOUTH INC COM 05969210 4,967,627 274,076 274,076 274,076
BANCTEC INC COM 05978410 1,707,620 95,201 95,201 95,201
BANCWEST CORP NEW COM 05979010 4,349,676 117,163 117,163 117,163
BANDAG INC COM 05981510 3,537,865 101,994 101,994 100,594 1,400
BANK OF AMERICA CORP COM 06050510 2,014,150,574 27,473,682 27,114,121 270,846 88,715 25,139,372 137,527 2,178,014
BANK OF GRANITE CORP COM 06240110 1,284,686 52,170 48,414 3,756 52,170
BANK MONTREAL QUE COM 06367110 500,204 13,681 13,681
BANK NEW YORK INC COM 06405710 416,205,173 11,344,759 11,194,914 50,673 99,172 10,298,347 116,672 928,790
BANK ONE CORP COM 06423A10 1,076,205,467 18,068,659 17,727,224 279,997 61,438 16,285,815 295,952 1,469,408
BANK TOKYO-MITSUBISH SPONSORED 06537910 8,800,835 604,370 478,100 119,020 7,250 597,120 7,250
BANK UTD CORP CL A 06541210 4,408,795 109,707 109,707 109,707
BANKATLANTIC BANCORP CL B 06590810 1,330,785 163,789 163,789 163,789
BANKBOSTON CORP COM 06605R10 674,026,222 13,183,887 4,433,954 8,657,586 92,347 4,110,134 8,713,376 360,377
BANKNORTH GROUP INC COM 06646L10 4,283,532 129,804 126,558 1,000 2,246 127,558 2,246
BANTA CORP COM 06682110 5,311,026 252,906 193,639 43,010 16,257 234,699 16,257 1,950
BANYAN SYS INC COM 06690810 202,334 18,500 15,500 3,000 15,500 3,000
Subtotal Page 7,762,532,886
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 10
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARCLAYS PLC ADR 06738E20 1,245,190 10,420 800 8,620 1,000 9,420 1,000
BARD C R INC COM 06738310 74,815,309 1,564,781 1,563,481 1,000 300 1,494,081 300 70,400
BARNES & NOBLE INC COM 06777410 8,378,885 306,078 305,828 250 300,978 5,100
BARNES GROUP INC COM 06780610 1,548,513 71,196 71,196 71,196
BARNESANDNOBLE COM I CL A 06784610 313,200 17,400 16,300 1,100 17,400
BARRICK GOLD CORP COM 06790110 91,487,800 4,721,951 4,714,351 3,900 3,700 4,373,151 16,300 332,500
BARR LABS INC COM 06830610 10,721,271 268,872 268,872 268,872
BARRA INC COM 06831310 1,214,474 48,098 48,098 48,098
BARRETT RES CORP COM PAR $ 06848020 23,218,832 605,051 595,284 7,767 2,000 603,051 2,000
BASIN EXPL INC COM 07010710 217,271 10,830 10,830 10,830
BASSETT FURNITURE IN COM 07020310 1,572,930 68,762 68,762 68,762
BATTLE MTN GOLD CO COM 07159310 7,939,733 3,257,995 3,255,037 1,700 1,258 2,977,554 12,758 255,283
BAUSCH & LOMB INC COM 07170710 59,833,021 782,131 781,731 400 726,831 3,900 51,400
BAXTER INTL INC COM 07181310 395,335,140 6,520,992 4,366,626 2,151,798 2,568 3,871,712 2,289,410 359,870
BAY VIEW CAP CORP DE COM 07262L10 1,941,268 94,696 94,696 94,696
BE AEROSPACE INC COM 07330210 1,933,263 103,455 103,455 103,455
BEA SYS INC COM 07332510 6,849,310 239,805 239,805 238,905 900
BEAR STEARNS COS INC COM 07390210 78,912,971 1,687,978 1,684,903 2,729 346 1,564,788 2,646 120,544
BEBE STORES INC COM 07557110 836,400 24,600 24,600 24,600
BECKMAN COULTER INC COM 07581110 7,614,188 156,590 151,371 219 5,000 149,390 5,000 2,200
BECTON DICKINSON & C COM 07588710 297,860,970 9,928,699 3,738,564 6,171,502 18,633 3,350,694 6,266,195 311,810
BED BATH & BEYOND IN COM 07589610 23,398,837 607,762 607,762 597,662 10,100
BEDFORD PPTY INVS IN COM PAR $ 07644630 2,038,000 114,014 114,014 114,014
BELCO OIL & GAS CORP COM 07741010 252,506 36,400 36,400 36,400
BELDEN INC COM 07745910 4,152,135 173,461 173,461 173,461
BELL & HOWELL CO NEW COM 07785210 2,522,854 66,721 66,721 66,721
BELL ATLANTIC CORP COM 07785310 1,795,316,678 27,461,823 25,245,690 1,781,946 434,187 23,354,741 2,143,225 1,946,555
BELLSOUTH CORP COM 07986010 8,716,231,120 188,970,214 187,646,529 845,536 478,149 28,359,103 158,192,121 2,398,792
BELO A H CORP DEL COM SER A 08055510 12,141,839 616,744 615,120 1,624 607,044 9,700
BEMIS INC COM 08143710 30,007,752 754,912 737,604 5,932 11,376 694,536 12,376 48,000
BENCHMARK ELECTRS IN COM 08160H10 1,753,725 48,800 48,800 48,800
BENTHOS INC COM 08264110 588,168 65,352 65,352 65,352
BERGEN BRUNSWIG CORP CL A 08373910 26,796,012 1,553,392 1,541,467 7,025 4,900 1,521,542 4,900 26,950
BERINGER WINE ESTATE CL B 08410210 4,444,453 106,375 102,200 2,775 1,400 104,975 1,400
BERKLEY W R CORP COM 08442310 2,644,500 105,780 105,030 750 105,780
BERKSHIRE HATHAWAY I CL B 08467020 412,334,720 184,078 2,931 178,541 2,606 5,071 178,485 522
Subtotal Page 12,108,433,238
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 11
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared Note
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERKSHIRE RLTY INC COM 08471010 2,128,934 184,132 184,132 184,132
BERLITZ INTL INC NEW COM 08520F10 202,125 11,000 11,000 11,000
BERRY PETE CO CL A 08578910 1,030,306 73,926 73,926 73,926
BEST BUY INC COM 08651610 257,794,852 3,819,183 3,792,743 22,890 3,550 3,530,233 99,350 189,600
BESTFOODS COM 08658U10 245,234,632 4,954,235 4,340,413 371,129 242,693 4,307,942 375,793 270,500
BETHLEHEM STL CORP COM 08750910 56,318,244 7,326,427 1,964,379 5,362,048 1,831,996 5,361,948 128,203
BEVERLY ENTERPRISES COM NEW 08785130 3,810,222 472,615 470,115 2,500 465,915 6,700
BEYOND COM CORP COM 08860E10 1,391,319 48,500 48,500 48,500
BIG FLOWER HLDGS INC COM 08915910 2,420,938 75,951 75,951 75,951
BILLING CONCEPTS COR COM 09006310 1,850,866 165,448 165,448 165,448
BINDLEY WESTN INDS I COM 09032410 4,508,067 195,476 195,476 195,476
BINDVIEW DEV CORP COM 09032710 724,375 30,500 30,500 30,500
BIO RAD LABS INC CL A 09057220 1,326,758 50,785 50,785 50,785
BIO TECHNOLOGY GEN C COM 09057810 1,457,150 224,177 224,177 224,177
BIOGEN INC COM 09059710 71,804,733 1,116,506 1,106,616 6,890 3,000 1,095,918 3,000 17,588
BIOMATRIX INC COM 09060P10 1,301,697 60,370 60,370 60,370
BIOMET INC COM 09061310 60,208,013 1,514,667 1,507,582 5,685 1,400 1,400,567 7,900 106,200
BLACK & DECKER CORP COM 09179710 88,507,562 1,402,100 1,399,075 2,625 400 1,273,491 15,300 113,309
BLACK BOX CORP DEL COM 09182610 3,807,795 75,966 75,966 75,966
BLACK HILLS CORP COM 09211310 3,673,105 158,837 154,862 3,975 153,462 3,975 1,400
BLAIR CORP COM 09282810 315,162 11,700 11,700 11,700
BLANCH E W HLDGS INC COM 09321010 5,330,041 78,168 78,168 78,168
BLOCK DRUG INC CL A 09364410 3,052,280 73,219 73,219 73,219
BLOCK H & R INC COM 09367110 74,830,600 1,496,612 1,463,852 11,890 20,870 1,344,697 23,170 128,135
BLOUNT INTL INC CL A 09517710 3,010,253 110,724 110,724 110,724
BLYTH INDS INC COM 09643P10 7,143,196 210,094 206,944 550 2,600 203,994 2,600 3,500
BOB EVANS FARMS INC COM 09676110 5,502,254 276,843 276,843 274,110 2,733
BOEING CO COM 09702310 3,480,009,236 79,091,119 14,575,118 64,439,566 76,435 13,576,854 64,352,800 1,159,945
BOISE CASCADE CORP COM 09738310 104,432,738 2,435,749 1,565,796 869,953 1,477,666 870,153 86,150
BOISE CASCADE OFFICE COM 09740310 28,362,291 2,413,812 76,261 2,337,551 76,261 2,337,551
BOMBAY CO INC COM 09792410 322,927 43,057 43,057 43,057
BORDERS GROUP INC COM 09970910 5,927,997 374,905 373,366 700 839 368,966 839 5,100
BORG-WARNER AUTOMOTI COM 09972410 9,929,205 180,531 180,531 178,531 2,000
BOSTON BEER INC CL A 10055710 264,925 32,861 32,661 200 32,861
BOSTON PROPERTIES IN COM 10112110 9,487,717 264,466 260,000 4,466 263,866 600
BOSTON SCIENTIFIC CO COM 10113710 244,505,143 5,564,903 5,513,608 39,420 11,875 4,993,528 200,575 370,800
Subtotal Page 4,791,927,658
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 12
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared Note
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOTTOMLINE TECH DEL COM 10138810 704,900 13,300 13,300 13,300
BOWATER INC COM 10218310 14,124,098 298,134 298,134 293,934 4,200
BOWNE & CO INC COM 10304310 2,582,257 193,066 190,466 2,600 193,066
BOYD GAMING CORP COM 10330410 1,271,438 181,634 181,634 181,634
BOYDS COLLECTION LTD COM 10335410 1,622,134 93,700 93,700 93,700
BOYKIN LODGING CO COM 10343010 1,379,445 89,720 89,720 89,720
BRADLEY REAL ESTATE COM 10458010 2,774,793 133,725 125,725 3,000 5,000 128,725 5,000
BRADY CORP CL A 10467410 2,970,305 91,394 89,894 1,500 91,394
BRANDYWINE RLTY TR SH BEN INT 10536820 4,697,425 237,100 237,100 237,100
BRENTON BKS INC COM 10721110 919,708 59,336 59,336 59,336
BRIGGS & STRATTON CO COM 10904310 35,979,693 623,025 622,925 100 554,896 59,903
BRIGHT HORIZON FAMIL COM 10919510 1,082,915 57,373 9,600 47,773 57,373
BRIGHTPOINT INC COM 10947310 1,476,472 243,562 243,562 243,562
BRINKER INTL INC COM 10964110 27,480,530 999,292 998,692 600 994,292 5,000
BRISTOL MYERS SQUIBB COM 11012210 2,412,155,143 34,245,569 31,571,845 1,382,757 1,290,967 29,554,229 2,182,457 2,488,101
BRITISH AMERN TOB PL SPONSORE 11044810 9,644,346 501,005 501,005 301 500,704
BRITISH TELECOMMUNIC ADR FINAL 11102140 17,593,540 102,736 60,700 33,496 8,540 94,196 8,540
BROADCAST COM INC COM 11131010 2,871,583 21,500 21,500 21,300 200
BROADCOM CORP CL A 11132010 9,526,635 65,900 65,700 200 65,400 500
BROADVISION INC COM 11141210 11,381,837 154,330 154,330 154,330
BROOKE GROUP LTD COM 11252510 597,558 25,564 25,564 25,564
BROOKLINE BANCORP IN COM 11373910 803,559 69,500 66,500 1,000 2,000 67,500 2,000
BROOKS AUTOMATION IN COM 11434A10 346,393 12,800 12,800 12,800
BROWN & BROWN INC COM 11523610 1,716,460 45,170 45,170 45,170
BROWN FORMAN CORP CL B 11563720 59,658,099 915,184 914,184 1,000 851,834 63,350
BROWN TOM INC COM NEW 11566020 2,160,316 138,820 138,820 138,820
BROWN SHOE INC NEW COM 11573610 1,906,779 87,668 87,443 225 87,443 225
BROWNING FERRIS INDS COM 11588510 104,087,133 2,420,631 2,400,531 16,800 3,300 2,232,136 7,900 179,795
BRUNSWICK CORP COM 11704310 44,116,229 1,582,645 1,579,445 3,200 1,445,861 2,600 134,184
BRUSH WELLMAN INC COM 11742110 1,410,723 77,833 77,833 77,833
BUCKEYE PARTNERS L P UNIT LTD P 11823010 338,250 12,300 500 10,800 1,000 11,300 1,000
BUCKEYE TECHNOLOGIES COM 11825510 1,933,305 127,300 127,300 127,300
BUCKLE INC COM 11844010 1,500,750 52,200 52,200 52,200
BUDGET GROUP INC CL A 11900310 1,500,143 121,844 121,844 121,844
BUFFETS INC COM 11988210 3,419,352 297,335 297,335 294,335 3,000
BUILDING ONE SVCS CO COM 12011410 2,397,794 172,814 172,489 325 172,814
Subtotal Page 2,790,132,040
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 13
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BURLINGTON COAT FACT COM 12157910 2,037,512 105,505 105,505 105,505
BURLINGTON INDS INC COM 12169310 3,500,912 378,477 378,477 374,677 3,800
BURLINGTON NORTHN SA COM 12189T10 245,274,418 7,912,078 7,780,008 111,374 20,696 7,278,008 31,596 602,474
BURLINGTON RES INC COM 12201410 118,956,746 2,750,445 2,637,850 59,579 53,016 2,508,012 55,716 186,717
BURNHAM PAC PPTYS IN COM 12232C10 1,993,792 161,939 161,939 161,939
BURR BROWN CORP COM 12257410 4,020,362 109,771 109,766 5 109,771
BUSH BOAKE ALLEN INC COM 12316210 974,025 33,300 33,300 33,300
BUSH INDS INC CL A 12316410 306,432 18,432 18,432 18,432
BUTLER MFG CO DEL COM 12365510 745,470 26,684 26,684 26,684
C&D TECHNOLOGIES INC COM 12466110 1,675,187 54,700 54,700 54,700
CBL & ASSOC PPTYS IN COM 12483010 9,299,508 352,588 352,588 352,588
CCC INFORMATION SVCS COM 12487Q10 1,316,185 102,228 102,228 102,228
CCBT BANCORP INC COM 12487S10 277,200 14,400 5,600 8,800 5,600 8,800
CCB FINL CORP COM 12487510 11,939,280 225,802 225,802 222,802 3,000
CB RICHARD ELLIS SVC COM 12489L10 1,563,368 62,849 62,849 62,849
CBRL GROUP INC COM 12489V10 6,392,992 369,281 369,281 349,928 19,353
CBS CORP COM 12490K10 532,150,124 12,215,925 10,510,576 1,698,649 6,700 9,620,068 1,702,320 891,937
CFW COMMUNICATION CO COM 12492310 1,450,150 59,800 59,800 59,800
CFSB BANCORP COM 12492710 918,266 37,290 37,290 37,290
C-CUBE MICROSYSTEMS COM 12501510 4,820,765 152,137 152,137 152,137
C D I CORP COM 12507110 1,614,164 47,389 47,049 340 47,389
CDNOW INC NEW COM 12508610 1,351,643 76,689 76,689 76,689
CD RADIO INC COM 12512710 1,828,140 60,000 60,000 60,000
CDW COMPUTER CTRS IN COM 12512910 3,277,912 74,498 74,498 74,198 300
CEC ENTMT INC COM 12513710 10,310,140 244,027 244,027 244,027
C H ROBINSON WORLDWI COM 12541W10 6,611,325 179,900 179,900 179,900
CHS ELECTRONICS INC COM NEW 12542A20 701,356 160,310 160,310 160,310
CIGNA CORP COM 12550910 283,262,347 3,182,723 3,141,138 33,418 8,167 2,894,105 8,167 280,451
CIT GROUP INC CL A 12557710 4,637,325 160,600 160,600 160,200 400
CKE RESTAURANTS INC COM 12561E10 2,950,431 181,565 181,565 181,565
CLECO CORP COM 12561M10 4,680,483 154,090 153,825 265 154,090
CMGI INC COM 12575010 42,913,774 376,232 368,400 5,732 2,100 373,332 2,100 800
CMI CORP CL A 12576130 209,473 22,956 22,956 22,956
CMP GROUP INC COM 12588710 6,573,460 251,020 250,020 1,000 248,920 2,100
CMS ENERGY CORP COM 12589610 70,354,606 1,680,110 1,677,604 2,506 1,586,010 1,900 92,200
CPI CORP COM 12590210 1,475,100 44,700 44,700 44,700
Subtotal Page 1,392,364,373
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 14
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CSS INDS INC COM 12590610 823,809 29,291 29,291 29,291
CNET INC COM 12594510 12,046,852 209,056 209,056 208,556 500
CSK AUTO CORP COM 12596510 2,219,400 82,200 82,200 82,200
CNA FINL CORP COM 12611710 4,065,908 100,861 100,061 800 100,561 300
CNA SURETY CORP COM 12612L10 1,332,036 86,993 86,993 86,993
CNF TRANSN INC COM 12612W10 12,371,975 321,350 320,250 1,100 304,991 15,079
CNB BANCSHARES INC COM 12612610 8,372,217 146,881 146,881 146,481 400
CSG SYS INTL INC COM 12634910 15,730,530 600,700 583,700 17,000 600,200 500
CSX CORP COM 12640810 152,059,429 3,351,172 3,305,613 27,556 18,003 3,063,579 23,403 252,960
CTC COMMUNICATIONS C COM 12641810 212,550 10,900 3,200 7,700 3,200 7,700
CTS CORP COM 12650110 4,712,400 67,320 67,320 67,320
CUNO INC COM 12658310 1,383,406 72,335 72,335 72,335
CVB FINL CORP COM 12660010 1,246,960 47,960 47,960 47,960
CVS CORP COM 12665010 296,336,558 5,839,144 5,786,853 30,679 21,612 5,230,380 138,012 470,752
CABLEVISION SYS CORP CL A 12686C10 30,982,840 442,612 441,712 500 400 440,812 400 1,400
CABLETRON SYS INC COM 12692010 29,304,236 2,254,172 2,253,572 600 2,106,072 4,500 143,600
CABLE DESIGN TECHNOL COM 12692410 2,771,929 179,564 179,564 179,564
CABOT CORP COM 12705510 98,589,936 4,076,154 365,406 1,910,134 1,800,614 445,115 3,625,739 5,300
CABOT INDUSTRIAL TRU COM 12707210 2,195,125 103,300 103,300 103,300
CABOT OIL & GAS CORP CL A 12709710 2,805,707 150,642 107,537 237 42,868 107,774 42,868
CADENCE DESIGN SYSTE COM 12738710 15,445,450 1,223,402 1,220,002 1,700 1,700 1,202,802 1,700 18,900
CADIZ INC COM 12753710 1,445,153 153,137 153,137 153,137
CAERE CORP COM 12764610 252,492 19,056 19,056 19,056
CAL DIVE INTL INC COM 12791410 699,075 23,400 23,400 23,400
CALGON CARBON CORP COM 12960310 987,750 166,372 166,372 166,372
CALIFORNIA WTR SVC G COM 13078810 1,475,174 56,466 56,466 56,466
CALLAWAY GOLF CO COM 13119310 6,461,383 441,804 441,604 200 416,213 24,361
CALPINE CORP COM 13134710 18,594,576 344,344 344,344 344,044 300
CAM DATA SYS INC COM 13173010 335,603 62,800 35,000 27,800 35,000 27,800
CAMBREX CORP COM 13201110 2,978,430 113,464 112,564 900 113,464
CAMBRIDGE TECH PARTN COM 13252410 4,536,826 258,332 255,832 700 1,800 252,632 1,800 3,900
CAMDEN PPTY TR SH BEN INT 13313110 13,178,225 474,891 474,891 474,891
CAMPBELL SOUP CO COM 13442910 293,703,309 6,333,225 6,308,204 4,909 20,112 5,560,872 228,312 544,041
CANADIAN PAC LTD NEW COM 13592310 384,016 16,127 14,602 1,525 1,525 880
CANADIAN NATL RY CO COM 13637510 744,638 11,114 10,914 200 11,114
CANANDAIGUA BRANDS I CL A 13721920 9,162,474 174,733 174,708 25 174,733
Subtotal Page 1,049,948,377
</TABLE>
<PAGE>
As of June 30, 1998 State Street Corporation 28-399 Page 15
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CANON INC ADR 13800630 1,497,607 51,420 4,000 44,420 3,000 48,420 3,000
CAPITAL CITY BK GROU COM 13967410 465,000 18,600 18,600 18,600
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 1,071,925 80,900 80,900 80,900
CAPITAL ONE FINL COR COM 14040H10 180,780,049 3,246,360 3,105,464 123,769 17,127 3,004,724 53,727 187,909
CAPITAL RE CORP COM 14043210 1,801,803 112,178 112,118 60 112,178
CAPITAL SR LIVING CO COM 14047510 545,000 54,500 54,500 54,500
CAPITOL FED FINL COM 14057C10 537,505 51,500 51,500 51,500
CAPITOL TRANSAMERICA COM 14064010 318,874 24,066 24,066 24,066
CAPROCK COMMUNICATIO COM 14066710 1,510,650 37,300 37,300 37,300
CAPSTEAD MTG CORP COM 14067E10 1,557,281 286,423 286,423 286,423
CAPSTAR BROADCASTING CL A 14067G10 4,772,338 174,332 119,300 55,032 173,832 500
CAPTEC NET LEASE REA COM 14072410 1,223,292 90,200 89,800 400 90,200
CARBO CERAMICS INC COM 14078110 402,985 13,240 13,240 13,240
CARAUSTAR INDS INC COM 14090910 17,015,391 689,245 112,089 577,156 689,245
CARDINAL HEALTH INC COM 14149Y10 483,034,451 7,532,701 4,254,621 3,233,988 44,092 4,045,920 3,237,455 249,326
CAREMATRIX CORP COM 14170610 1,647,902 132,500 130,500 2,000 130,500 2,000
CARLISLE COS INC COM 14233910 9,708,063 201,726 201,726 199,426 2,300
CARMIKE CINEMAS INC CL A 14343610 303,026 19,014 19,014 19,014
CARNIVAL CORP COM 14365810 431,906,662 8,905,292 8,480,018 341,407 83,867 8,085,960 99,067 706,787
CAROLINA FIRST CORP COM 14387710 2,734,875 112,200 112,200 112,200
CARRIAGE SVCS INC CL A 14390510 691,419 37,000 37,000 37,000
CAROLINA PWR & LT CO COM 14414110 94,781,058 2,213,890 2,208,672 4,618 600 2,029,068 4,600 180,222
CARPENTER TECHNOLOGY COM 14428510 49,089,223 1,718,690 132,494 1,586,196 131,094 1,586,196 1,400
CARRAMERICA RLTY COR COM 14441810 7,861,150 314,446 314,046 400 313,746 700
CARRIER ACCESS CORP COM 14446010 1,349,409 30,800 30,800 30,800
CARTER WALLACE INC COM 14628510 3,256,582 179,061 179,061 176,061 3,000
CASE CORP COM 14743R10 55,210,925 1,147,240 1,144,040 2,300 900 1,060,715 1,400 84,795
CASELLA WASTE SYS IN CL A 14744810 809,900 31,150 31,100 50 31,150
CASEYS GEN STORES IN COM 14752810 3,408,300 227,220 227,000 220 227,220
CASH AMER INTL INC COM 14754D10 1,627,721 126,425 126,425 126,425
CASTLE A M & CO COM 14841110 888,675 52,275 52,275 52,275
CASTLE & COOKE INC N COM 14843310 1,111,926 63,088 63,088 63,088
CATALINA MARKETING C COM 14886710 7,730,668 84,029 83,429 600 83,229 600 200
CATALYTICA INC COM 14888510 2,910,600 207,900 207,900 207,900
CATELLUS DEV CORP COM 14911110 5,185,716 340,047 340,047 308,195 28,132
CATERPILLAR INC DEL COM 14912310 357,057,540 5,950,959 5,807,004 109,515 34,440 5,463,621 41,240 446,098
Subtotal Page 1,735,805,491
</TABLE>
<PAGE>
As of June 30, 1998 State Street Corporation 28-399 Page 16
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting
------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CATHAY BANCORP INC COM 14915010 1,751,000 41,200 34,200 7,000 34,200 7,000
CATO CORP NEW CL A 14920510 1,557,750 134,000 134,000 134,000
CAVALIER HOMES INC COM 14950710 302,100 36,900 36,900 36,900
CELL GENESYS INC COM 15092110 273,062 64,250 64,000 250 64,250
CELLSTAR CORP COM 15092510 6,888,750 874,762 874,762 874,762
CELGENE CORP COM 15102010 495,248 28,200 28,200 28,200
CELL PATHWAYS INC NE COM 15114R10 308,728 26,702 26,702 26,702
CELLNET DATA SYS INC COM 15115M10 1,453,959 161,551 161,551 161,551
CELLULAR COMMUNICATI COM 15116N10 1,436,400 50,400 50,400 50,400
CENDANT CORP COM 15131310 230,991,950 11,267,900 11,252,570 14,300 1,030 10,296,603 17,630 950,077
CENTENNIAL BANCORP COM 15133T10 939,188 67,998 67,998 67,998
CENTENNIAL CELLULAR CL A NEW 15133V20 2,988,937 83,900 83,900 83,900
CENTERPOINT PPTYS TR SH BEN INT 15189510 3,887,743 106,150 104,950 200 1,000 105,150 1,000
CENTERTRUST RETAIL P COM 15203810 1,417,050 120,600 120,600 120,600
CENTEX CONSTRUCTION COM 15231R10 8,311,177 243,551 182,212 61,339 182,212 61,339
CENTEX CORP COM 15231210 57,011,941 1,517,809 895,223 622,586 828,016 622,086 67,497
CENTOCOR INC COM 15234210 15,752,675 337,859 335,759 2,100 332,159 5,700
CENTRAL & SOUTH WEST COM 15235710 77,986,059 3,336,302 3,291,094 11,471 33,737 3,034,117 39,437 262,748
CENTRAL GARDEN & PET COM 15352710 1,281,875 125,061 125,061 125,061
CENTRAL HUDSON GAS & COM 15360910 3,536,568 84,204 83,721 483 84,204
CENTRAL NEWSPAPERS I CL A 15464710 9,086,625 242,310 242,310 231,010 11,300
CENTRAL PKG CORP COM 15478510 1,731,474 50,554 50,554 50,554
CENTURA BKS INC COM 15640T10 6,370,882 113,009 113,009 112,709 300
CENTURY BUSINESS SVC COM 15649010 3,410,400 235,200 235,200 235,200
CENTURY COMMUNICATIO CL A 15650310 7,266,160 157,960 157,014 946 157,560 400
CENTURY SOUTH BKS IN COM 15668310 866,250 38,500 38,500 38,500
CENTURYTEL INC COM 15670010 119,091,516 2,996,013 2,224,656 640,275 131,082 2,739,535 133,282 123,196
CEPHALON INC COM 15670810 2,116,553 121,816 120,316 1,500 120,316 1,500
CERIDIAN CORP COM 15677T10 68,769,035 2,103,865 2,102,365 1,200 300 1,913,265 67,200 123,400
CERNER CORP COM 15678210 2,281,888 108,822 107,822 1,000 108,822
CHAMPION ENTERPRISES COM 15849610 3,586,616 192,570 192,570 192,570
CHAMPION INTL CORP COM 15852510 70,462,712 1,471,806 1,464,256 7,550 1,352,124 1,600 116,972
CHAMPIONSHIP AUTO RA COM 15871110 1,341,177 44,800 44,800 44,800
CHARTER ONE FINL INC COM 16090310 27,706,620 996,211 993,718 2,493 977,991 18,220
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,132,580 88,400 88,400 88,400
CHARMING SHOPPES INC COM 16113310 2,768,504 454,300 454,300 454,300
Subtotal Page 746,561,152
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 17
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHART INDS INC COM 16115Q10 539,083 68,455 68,455 68,455
CHARTWELL RE CORP COM 16139W10 359,723 19,314 19,314 19,314
CHASE MANHATTAN CORP COM 16161A10 1,156,782,492 13,373,208 13,319,408 46,080 7,720 12,516,390 26,520 830,298
CHATEAU CMNTYS INC COM 16172610 3,732,066 124,664 112,564 12,100 112,564 12,100
CHATTEM INC COM 16245610 1,272,480 40,000 40,000 40,000
CHEAP TICKETS INC COM 16267210 521,950 14,300 14,300 14,300
CHECKFREE HLDGS CORP COM 16281610 5,086,043 184,531 184,531 184,131 400
CHECKPOINT SYS INC COM 16282510 1,172,972 131,249 131,249 131,249
CHEESECAKE FACTORY I COM 16307210 2,328,400 76,341 74,691 1,650 76,341
CHELSEA GCA RLTY INC COM 16326210 4,573,057 123,180 122,780 400 123,180
CHEMED CORP COM 16359610 1,548,253 46,564 46,564 46,564
CHEMFIRST INC COM 16361A10 2,179,449 89,645 89,645 89,645
CHEMICAL FINL CORP COM 16373110 2,352,351 67,573 67,573 67,573
CHESAPEAKE CORP COM 16515910 5,504,399 147,031 146,906 125 145,231 1,800
CHESAPEAKE ENERGY CO COM 16516710 695,014 236,641 236,641 236,641
CHEVRON CORPORATION COM 16675110 992,693,300 10,442,588 10,177,879 125,501 139,208 9,471,096 153,808 808,328
CHICAGO TITLE CORP COM 16822810 2,552,476 71,524 71,201 323 71,524
CHILDRENS PL RETAIL COM 16890510 2,494,800 61,600 61,600 61,600
CHOICE HOTELS INTL I COM 16990510 3,212,495 162,658 162,658 162,658
CHIQUITA BRANDS INTL COM 17003210 1,601,595 177,955 177,955 177,955
CHIREX INC COM 17003810 2,084,912 64,900 64,900 64,900
CHIRON CORP COM 17004010 13,995,356 674,475 671,547 2,428 500 660,275 500 13,700
CHITTENDEN CORP COM 17022810 4,187,312 133,994 125,694 8,300 125,694 8,300
CHOICEPOINT INC COM 17038810 4,258,745 63,445 63,053 392 63,445
CHRIS CRAFT INDS INC COM 17052010 5,996,279 127,242 126,933 309 124,836 2,406
CHUBB CORP COM 17123210 172,231,564 2,478,152 2,418,372 32,038 27,742 2,254,224 31,342 192,586
CHURCH & DWIGHT INC COM 17134010 5,211,735 119,810 119,710 100 118,510 1,300
CHURCHILL DOWNS INC COM 17148410 1,059,150 30,700 30,700 30,700
CIBER INC COM 17163B10 4,108,126 214,804 214,804 214,804
CIENA CORP COM 17177910 11,172,057 370,095 368,795 1,300 368,995 1,100
CILCORP INC COM 17179410 3,961,437 63,383 61,978 1,205 200 63,183 200
CINCINNATI BELL INC COM 17187010 18,007,705 722,128 718,852 1,600 1,676 709,152 1,676 11,300
CINCINNATI FINL CORP COM 17206210 85,645,566 2,280,112 2,276,912 3,200 2,134,212 3,800 142,100
CINERGY CORP COM 17247410 72,581,792 2,268,181 2,264,931 3,100 150 2,116,428 3,950 147,803
CIRCLE INTL GROUP IN COM 17257410 1,396,456 63,838 63,838 63,838
CIRCUIT CITY STORE I CIRCT CITY 17273710 134,513,154 1,446,378 1,443,178 3,100 100 1,343,328 2,300 100,750
Subtotal Page 2,731,613,744
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 18
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CISCO SYS INC COM 17275R10 3,487,169,862 54,117,508 51,686,357 1,660,161 770,990 47,844,742 2,272,540 3,985,416
CIRRUS LOGIC CORP COM 17275510 3,758,811 423,528 421,598 1,930 417,598 1,930 4,000
CITADEL COMMUNICATIO COM 17285320 1,375,106 38,000 35,700 300 2,000 36,000 2,000
CITATION CORP ALA COM 17289510 807,099 50,249 50,249 50,249
CINTAS CORP COM 17290810 31,456,415 468,192 463,342 2,450 2,400 457,692 2,400 8,100
CITIGROUP INC COM 17296710 4,053,960,650 85,346,540 54,381,286 30,772,218 193,035 50,557,276 30,475,699 4,291,642
CITIZENS BKG CORP MI COM 17442010 3,565,353 118,600 118,600 118,600
CITIZENS UTILS CO DE CL B 17734220 11,515,276 1,035,081 1,035,081 1,030,257 4,824
CITRIX SYS INC COM 17737610 25,070,349 443,723 442,958 765 435,723 8,000
CITY HLDG CO COM 17783510 2,255,069 77,761 77,761 77,761
CITY NATL CORP COM 17856610 9,799,022 261,747 261,747 258,247 3,500
CLAIRE'S STORES INC COM 17958410 7,413,193 287,891 287,891 284,066 3,825
CLARCOR INC COM 17989510 2,239,506 116,720 116,720 116,720
CLARIFY INC COM 18049210 3,929,598 95,263 95,263 95,263
CLAYTON HOMES INC COM 18419010 9,080,634 793,970 793,775 195 744,297 49,673
CLEAR CHANNEL COMMUN COM 18450210 304,973,772 4,423,949 4,402,182 21,342 425 4,105,962 7,325 310,662
CLEVELAND CLIFFS INC COM 18589610 2,362,727 72,980 72,980 72,280 700
CLOROX CO DEL COM 18905410 184,146,558 1,724,025 1,719,067 2,758 2,200 1,518,491 58,200 147,334
CLOSURE MED CORP COM 18909310 855,450 28,515 28,515 28,515
COACH USA INC COM 18975L10 4,450,815 106,131 106,131 106,131
COACHMEN INDS INC COM 18987310 1,898,455 81,654 81,654 81,654
COASTAL CORP COM 19044110 204,094,870 5,070,680 5,058,545 9,635 2,500 4,767,599 6,700 296,381
COCA COLA BOTTLING C COM 19109810 1,439,704 25,709 25,709 25,709
COCA COLA CO COM 19121610 2,532,164,568 40,841,364 38,191,730 1,004,813 1,644,821 34,958,851 2,811,921 3,048,190
COCA COLA ENTERPRISE COM 19121910 174,692,059 5,872,002 5,868,982 2,750 270 5,355,432 127,470 389,100
COGNEX CORP COM 19242210 5,187,751 164,367 158,967 800 4,600 159,767 4,600
COHERENT INC COM 19247910 2,188,810 117,520 117,520 117,520
COHU INC COM 19257610 1,603,725 45,335 45,335 45,335
COINSTAR INC COM 19259P30 745,862 26,000 26,000 26,000
COLE NATIONAL CORP N CL A 19329010 233,252 29,388 29,388 29,388
COLE KENNETH PRODTNS CL A 19329410 1,208,409 43,351 43,351 43,351
COLEMAN INC NEW COM 19355910 414,243 44,186 44,186 44,186
COLGATE PALMOLIVE CO COM 19416210 415,589,525 4,219,183 4,142,451 47,066 29,666 3,776,067 168,316 274,800
COLLINS & AIKMAN COR COM 19483010 2,104,034 275,939 275,939 275,939
COLONIAL BANCGROUP I COM 19549330 5,403,012 387,674 385,774 1,900 386,574 1,100
COLONIAL GAS CO COM 19567410 1,664,001 44,973 43,302 1,671 44,973
Subtotal Page 11,500,817,545
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 19
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLONIAL PPTYS TR COM SH BE 19587210 3,721,881 131,748 131,748 131,748
COLTEC INDS INC COM 19687910 866,265 39,944 39,100 844 39,944
COLUMBIA BKG SYS INC COM 19723610 208,300 13,548 13,548 13,548
COLUMBIA ENERGY GROU COM 19764810 79,862,611 1,273,990 1,272,040 1,500 450 1,169,274 1,850 102,866
COLUMBIA/HCA HEALTHC COM 19767710 255,623,675 11,205,667 11,194,360 11,307 10,472,318 732,259
COLUMBIA LABS INC COM 19777910 808,389 94,416 94,416 94,416
COLUMBIA SPORTSWEAR COM 19851610 418,200 27,200 27,200 27,200
COLUMBUS MCKINNON CO COM 19933310 1,319,808 54,992 53,592 1,400 54,992
COMAIR HOLDINGS INC COM 19978910 10,256,299 492,807 441,327 39,480 12,000 473,457 12,000 7,350
COMFORT SYS USA INC COM 19990810 3,061,800 170,100 170,100 170,100
COMCAST CORP CL A 20030010 4,104,055 114,600 108,100 3,400 3,100 111,500 3,100
COMCAST CORP CL A SPL 20030020 403,139,440 10,488,317 10,383,189 80,416 24,712 9,514,005 235,012 739,300
COMDISCO INC COM 20033610 18,389,422 717,636 711,836 5,800 706,276 11,360
COMERICA INC COM 20034010 157,483,680 2,649,590 2,468,504 173,586 7,500 2,443,769 10,700 195,121
COMMERCE BANCORP INC COM 20051910 8,308,761 194,357 193,281 1,031 45 194,312 45
COMMERCE BANCSHARES COM 20052510 10,831,878 269,115 235,353 31,482 2,280 266,009 2,280 826
COMMERCE GROUP INC M COM 20064110 4,495,359 184,425 133,425 51,000 184,425
COMMERCIAL FEDERAL C COM 20164710 12,155,900 524,255 524,180 75 523,555 700
COMMERCIAL INTERTECH COM 20170910 970,148 60,874 60,874 60,874
COMMERCIAL METALS CO COM 20172310 2,110,738 74,061 74,061 74,061
COMMERCIAL NET LEASE COM 20221810 1,850,704 143,744 143,744 143,744
COMMNET CELLULAR INC COM 20260420 2,514,750 95,800 95,800 95,800
COMMONWEALTH BANCORP COM 20268X10 1,167,357 65,081 65,081 65,081
COMMONWEALTH ENERGY COM SH BE 20280010 4,124,316 98,198 91,892 830 5,476 92,722 5,476
COMMONWEALTH TEL ENT COM 20334910 2,908,876 71,936 71,936 71,936
COMMSCOPE INC COM 20337210 16,880,212 548,950 545,514 3,333 103 548,847 103
COMMUNITY BK SYS INC COM 20360710 286,230 11,280 11,280 11,280
COMMUNITY FIRST BANK COM 20390210 6,905,390 289,231 282,106 4,025 3,100 286,131 3,100
COMMUNITY TR BANCORP COM 20414910 1,225,130 52,412 52,412 52,412
COMPASS BANCSHARES I COM 20449H10 12,077,009 443,193 442,293 900 442,068 1,125
COMPAQ COMPUTER CORP COM 20449310 558,871,433 23,594,015 23,297,021 209,501 87,493 21,927,517 125,893 1,540,605
COMPLETE BUSINESS SO COM 20452F10 1,122,820 62,598 62,598 62,598
COMPUCOM SYS INC COM 20478010 207,462 50,294 50,294 50,294
COMPUTER ASSOC INTL COM 20491210 459,878,154 8,399,601 8,380,019 13,255 6,327 7,464,321 257,814 676,056
COMPUTER NETWORK TEC COM 20492510 733,087 33,900 33,900 33,900
COMPUSA INC COM 20493210 3,514,755 472,604 472,604 466,604 6,000
Subtotal Page 2,052,404,294
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 20
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPUTER SCIENCES CO COM 20536310 160,182,849 2,315,216 2,187,144 76,576 51,496 2,112,920 55,096 147,200
COMPUTER TASK GROUP COM 20547710 4,502,807 264,871 263,971 900 264,871
COMPUWARE CORP COM 20563810 172,088,063 5,409,533 5,390,818 18,715 4,896,633 171,900 341,000
COMSAT CORP COM SER 1 20564D10 11,040,380 339,704 339,404 300 321,183 17,271
COMVERSE TECHNOLOGY COM PAR $ 20586240 26,747,762 354,275 354,275 349,025 5,250
CONAGRA INC COM 20588710 830,061,186 31,176,007 7,190,935 23,951,572 33,500 6,578,794 23,980,897 616,316
CONCENTRIC NETWORK C COM 20589R10 6,614,400 166,400 166,400 166,400
CONCENTRA MANAGED CA COM 20589T10 4,358,386 294,247 294,247 291,147 3,100
COMPUTER HORIZONS CO COM 20590810 2,012,629 145,716 144,705 1,011 144,705 1,011
COM21 INC COM 20593710 2,069,620 121,300 84,800 33,800 2,700 118,600 2,700
CONCORD COMMUNICATIO COM 20618610 2,596,500 57,700 57,700 57,700
CONCORD EFS INC COM 20619710 27,676,109 654,096 654,056 40 644,146 9,950
CONCUR TECHNOLOGIES COM 20670810 750,937 26,700 26,700 26,700
CONE MLS CORP N C COM 20681410 266,430 44,405 44,405 44,405
CONECTIV INC COM 20682910 14,421,886 590,166 584,316 4,250 1,600 578,148 1,600 10,418
CONEXANT SYSTEMS INC COM 20714210 18,543,435 319,373 310,331 4,835 4,207 306,922 4,207 8,244
CONMED CORP COM 20741010 2,205,153 72,005 72,005 72,005
CONNECTICUT ENERGY C COM 20756710 1,980,544 51,360 51,360 51,360
CONNING CORP COM 20821510 853,125 52,500 52,500 52,500
CONOCO INC CL A 20825130 8,220,337 294,900 294,100 600 200 292500 200 2,200
CONSECO INC COM 20846410 151,119,948 4,965,008 4,955,376 5,172 4,460 4,645,146 12,660 307,202
CONSOLIDATED EDISON COM 20911510 355,318,520 7,852,343 3,497,377 4,347,254 7,712 7,552,478 13,912 285,953
CONSOLIDATED FREIGHT COM 20923210 1,277,631 99,473 99,473 99,473
CONSOLIDATED GRAPHIC COM 20934110 2,572,950 51,459 51,459 51,459
CONSOLIDATED NAT GAS COM 20961510 90,574,665 1,490,941 1,462,055 6,416 22,470 1,348,856 24,770 116,765
CONSOLIDATED PAPERS COM 20975910 10,608,515 396,580 390,380 4,200 2,000 388,180 2,000 6,400
CONSOLIDATED PRODS I COM 20979810 1,570,158 87,231 85,513 1,718 87,231
CONSOLIDATED STORES COM 21014910 39,432,528 1,460,464 1,458,164 2,300 1,362,589 2,500 95,375
CONSTELLATION ENERGY COM 21037110 68,399,977 2,308,860 2,292,699 11,086 5,075 2,107,223 9,175 192,462
CONTIFINANCIAL CORP COM 21075V10 217,299 61,005 60,705 300 61,005
CONTINENTAL AIRLS IN CL B 21079530 9,641,594 256,255 256,255 255,655 600
CONVERGYS CORP COM 21248510 13,220,105 682,328 678,152 2,500 1,676 670,352 1,676 10,300
COOPER CAMERON CORP COM 21664010 6,378,110 172,093 171,893 200 171,493 600
COOPER COS INC COM NEW 21664840 1,652,350 66,261 66,261 66,261
COOPER INDS INC COM 21666910 74,710,012 1,436,731 1,425,426 9,640 1,665 1,323,815 3,565 109,351
COOPER TIRE & RUBR C COM 21683110 25,261,007 1,069,249 1,067,749 1,500 995,549 73,700
Subtotal Page 2,149,147,907
</TABLE>
<PAGE>
As of June, 1999 State Street Corporation 28-399 Page 21
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COORS ADOLPH CO CL B 21701610 28,375,380 573,240 572,990 250 538,740 34,500
COPART INC COM 21720410 1,885,597 88,734 88,734 88,734
COPLEY PHARMACEUTICA COM 21745K10 216,275 21,100 21,100 21,100
COPYTELE INC COM 21772110 213,156 124,000 124,000 124,000
COR THERAPEUTICS INC COM 21775310 1,573,544 106,681 106,681 106,681
CORDANT TECHNOLOGIES COM 21841210 26,560,376 587,788 570,862 14,026 2,900 579,288 2,900 5,600
CORN PRODS INTL INC COM 21902310 10,832,680 355,905 334,172 9,423 12,310 337,523 12,310 6,072
CORNERSTONE PPTYS IN COM 21922H10 8,474,265 533,812 533,612 200 532,712 1,100
CORNERSTONE RLTY INC COM 21922V10 2,130,650 198,200 198,200 198,200
CORNING INC COM 21935010 259,329,543 3,698,104 3,677,156 18,748 2,200 3,285,205 116,000 295,909
CORPORATE EXECUTIVE COM 21988R10 391,182 11,000 11,000 11,000
CORPORATE EXPRESS IN COM 21988810 3,520,944 502,992 502,992 502,992
CORPORATE OFFICE PPT SH BEN INT 22002T10 616,481 75,300 73,000 2,300 75,300
CORT BUSINESS SVCS C COM 22049310 1,373,983 57,400 57,400 57,400
CORUS BANKSHARES INC COM 22087310 1,318,607 41,450 41,450 41,450
COST PLUS INC CALIF COM 22148510 2,551,731 56,082 56,082 56,082
COSTCO COMPANIES INC COM 22160Q10 259,522,494 3,241,519 3,227,768 11,951 1,800 2,979,355 6,200 255,504
COULTER PHARMACEUTIC COM 22211610 1,592,425 70,580 65,580 5,000 65,580 5,000
COUNTRYWIDE CR INDS COM 22237210 90,351,954 2,113,496 2,108,611 4,735 150 1,969,189 2,250 142,057
COUSINS PPTYS INC COM 22279510 5,067,708 149,879 149,479 400 149,879
COVAD COMMUNICATIONS COM 22281420 5,173,929 97,050 97,050 96,250 800
COVANCE INC COM 22281610 8,403,012 351,047 350,547 500 347,147 3,900
COVENTRY HEALTH CARE COM 22286210 2,838,348 259,518 259,518 259,518
COX COMMUNICATIONS I CL A 22404410 21,021,787 571,058 564,200 4,100 2,758 565,300 2,758 3,000
COX RADIO INC CL A 22405110 2,729,317 50,310 50,060 250 50,310
CRANE CO COM 22439910 30,527,150 971,058 955,075 10,750 5,233 901,013 7,033 63,012
CRAWFORD & CO CL B 22463310 2,736,873 168,423 168,423 168,423
CREDENCE SYS CORP COM 22530210 3,416,576 92,029 92,029 92,029
CREDIT ACCEP CORP MI COM 22531010 663,618 110,603 110,382 221 110,603
CREE RESH INC COM 22544710 1,963,970 25,527 25,527 25,527
CRESCENT OPER INC COM 22575M10 269,755 39,600 39,600 39,600
CRESCENT REAL ESTATE COM 22575610 13,941,083 586,993 585,843 1,150 552,769 34,224
CRESTLINE CAP CORP COM 22615310 1,362,965 81,071 81,071 79,845 1,226
CRIIMI MAE INC COM 22660310 322,875 143,500 143,400 100 143,400 100
CRITICAL PATH INC COM 22674V10 1,227,926 22,200 22,200 22,200
CROMPTON & KNOWLES C COM 22711110 6,519,514 330,102 329,202 900 325,802 4,300
Subtotal Page 809,017,673
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 22
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CROSS TIMBERS OIL CO COM 22757310 2,582,538 173,616 173,616 173,616
CROSSMANN CMNTYS INC COM 22764E10 956,139 32,900 32,900 32,900
CROWN AMERN RLTY TR SH BEN INT 22818610 591,606 80,909 80,909 80,909
CROWN CASTLE INTL CO COM 22822710 2,039,576 98,000 98,000 97,300 700
CROWN CORK & SEAL IN COM 22825510 51,493,857 1,806,802 1,803,102 3,700 1,656,862 2,700 147,240
CUBIC CORP COM 22966910 613,605 24,918 24,918 24,918
CULLEN FROST BANKERS COM 22989910 15,574,183 565,060 564,940 120 565,060
CUMMINS ENGINE INC COM 23102110 40,564,005 710,092 709,592 500 662,113 300 47,489
CURTISS WRIGHT CORP COM 23156110 976,928 25,130 25,130 25,130
CYBERIAN OUTPOST INC COM 23191410 250,412 25,200 25,200 25,200
CUSTOMTRACKS CORP COM 23204610 1,594,819 28,511 28,511 28,511
CYBERCASH INC COM 23246210 414,186 32,328 32,328 32,328
CYBEX COMPUTER PRODS COM 23252210 392,340 14,075 14,075 14,075
CYMER INC COM 23257210 2,962,025 118,481 118,481 118,481
CYPRESS SEMICONDUCTO COM 23280610 10,544,941 615,763 615,763 608,963 6,800
CYPRUS AMAX MINERALS COM 23280910 20,858,919 1,367,798 1,367,098 700 1,252,477 2,000 110,021
CYTEC INDS INC COM 23282010 8,877,267 281,818 281,276 542 278,918 2,900
CYTYC CORP COM 23294610 1,411,663 72,393 69,461 2,932 72,393
DII GROUP INC COM 23294910 16,424,705 440,199 440,199 440,199
DBT ONLINE INC COM 23304410 1,016,298 31,032 31,032 31,032
DQE INC COM 23329J10 12,638,331 314,974 312,824 1,250 900 312,874 900 1,200
DPL INC COM 23329310 16,705,833 903,018 900,722 2,296 887,818 15,200
D R HORTON INC COM 23331A10 11,035,708 663,802 663,702 100 663,802
DSP GROUP INC COM 23332B10 439,056 12,196 12,196 12,196
DSP COMMUNICATIONS I COM 23332K10 4,840,027 167,620 167,620 167,620
DST SYS INC DEL COM 23332610 10,336,587 164,399 159,399 5,000 158,999 5,000 400
DTE ENERGY CO COM 23333110 94,754,100 2,325,254 2,319,889 5,165 200 2,141,057 3,500 180,697
DVI INC COM 23334310 839,125 49,000 49,000 49,000
DAIN RAUSCHER CORP COM 23385610 3,371,825 62,297 62,297 62,297
DAISYTEK INTL CORP COM 23405310 757,268 46,424 46,424 46,424
DAL-TILE INTL INC COM 23426R10 1,951,802 171,587 171,587 171,587
DALLAS SEMICONDUCTOR COM 23520410 7,442,639 146,653 124,303 15,650 6,700 139,953 6,700
DAN RIV INC GA CL A 23577410 640,150 86,800 86,800 86,800
DANA CORP COM 23581110 112,136,004 2,434,458 2,408,888 8,090 17,480 2,259,320 19,980 155,158
DANAHER CORP DEL COM 23585110 107,450,107 1,848,604 1,845,119 3,110 375 1,687,129 37,575 123,900
DARDEN RESTAURANTS I COM 23719410 48,620,932 2,229,091 2,217,892 2,000 9,199 2,037,571 12,299 176,791
Subtotal Page 614,099,506
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 23
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DATA BROADCASTING CO COM 23759610 628,798 59,534 59,534 59,534
DATA GEN CORP COM 23768810 10,812,066 742,485 742,385 100 706,785 1,300 34,400
DATA TRANSMISSION NE COM 23801710 1,145,193 40,718 40,718 40,718
DATASCOPE CORP COM 23811310 2,070,199 64,442 64,442 64,442
DATASTREAM SYS INC COM 23812410 1,098,496 68,656 68,656 68,656
DAVE & BUSTERS INC COM 23833N10 1,667,500 57,500 57,500 57,500
DAYTON HUDSON CORP COM 23975310 1,363,535,420 20,977,468 7,017,534 13,856,411 103,523 6,718,025 13,692,040 566,343
DEAN FOODS CO COM 24236110 12,692,577 305,389 302,389 2,100 900 298,939 900 5,550
DEERE & CO COM 24419910 138,096,398 3,524,036 3,514,411 6,450 3,175 3,246,446 6,675 270,915
DEL MONTE FOODS CO COM 24522P10 569,500 34,000 34,000 34,000
DELCO REMY INTL INC CL A 24662610 721,600 65,600 65,600 65,600
DELL COMPUTER CORP COM 24702510 1,372,414,915 37,092,295 36,760,500 243,095 88,700 33,414,027 1,284,800 2,393,468
DELPHI AUTOMOTIVE SY COM 24712610 1,007,922,087 54,482,275 8,309,630 46,154,999 17,645 7,641,844 46,160,530 672,966
DELPHI FINL GROUP IN CL A 24713110 3,584,271 99,910 86,147 13,763 86,147 13,763
DELTA & PINE LD CO COM 24735710 3,711,298 117,819 117,819 117,819
DELTA AIR LINES INC COM 24736110 123,737,010 2,147,280 2,144,381 2,799 100 1,973,588 3,300 170,392
DELTIC TIMBER CORP COM 24785010 1,717,530 63,761 62,162 1,599 62,162 1,599
DELUXE CORP COM 24801910 48,317,252 1,244,905 1,214,658 11,857 18,390 1,110,389 21,690 112,166
DENDRITE INTL INC COM 24823910 3,060,582 84,722 84,722 84,722
DENTSPLY INTL INC NE COM 24903010 214,450,640 7,426,862 367,670 7,046,992 12,200 7,402,962 12,200 11,700
DEPARTMENT 56 INC COM 24950910 6,572,980 244,576 244,576 244,576
DETROIT DIESEL CORP COM 25083710 1,157,596 47,009 46,409 600 47,009
DEVELOPERS DIVERSIFI COM 25159110 5,598,500 331,763 312,428 10,800 8,535 323,228 8,535
DEVON ENERGY CORP COM 25179910 6,725,457 187,799 187,799 187,799
DEVRY INC DEL COM 25189310 6,188,746 276,592 274,482 2,110 275,892 700
DEXTER CORP COM 25216510 6,591,423 161,507 157,507 4,000 160,007 1,500
DIAGEO P L C SPNSRD ADR 25243Q20 4,478,407 104,149 76,600 25,871 1,678 102,471 1,678
DIAGNOSTIC PRODS COR COM 25245010 1,564,928 56,649 55,049 1,600 55,049 1,600
DIAL CORP NEW COM 25247D10 21,721,484 584,115 584,115 548,034 34,501
DIALOGIC CORP COM 25249910 1,963,230 44,746 44,746 44,746
DIAMOND OFFSHORE DRI COM 25271C10 7,063,161 248,922 247,322 1,400 200 247,422 200 1,300
DIAMOND MULTIMEDIA S COM 25271410 317,550 76,982 76,982 76,982
DIAMOND TECHNOLOGY P CL A 25276210 780,887 34,900 31,900 3,000 31,900 3,000
DIEBOLD INC COM 25365110 11,864,866 412,691 401,261 2,825 8,605 398,318 8,605 5,768
DIGITAL MICROWAVE CO COM 25385910 3,701,184 290,289 289,239 1,050 289,239 1,050
DIGITAL RIV INC COM 25388B10 960,925 28,900 28,900 28,900
Subtotal Page 4,399,204,656
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 24
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIME CMNTY BANCSHARE COM 25392210 1,506,135 64,780 64,780 64,780
DILLARDS INC CL A 25406710 55,516,889 1,580,552 1,579,752 800 1,462,412 1,300 116,800
DIME BANCORP INC NEW COM 25429Q10 13,603,212 675,936 673,236 2,700 663,636 12,300
DIMON INC COM 25439410 1,112,279 214,436 214,436 214,436
DIONEX CORP COM 25454610 3,931,011 97,062 97,062 97,062
DISCOUNT AUTO PTS IN COM 25464210 1,114,961 46,216 46,216 46,216
DISNEY WALT CO COM 25468710 1,015,751,534 32,966,102 30,188,536 1,728,002 1,049,564 29,289,105 1,096,064 2,557,084
DOCUMENTUM INC COM 25615910 774,106 59,264 55,564 600 3,100 56,164 3,100
DOLE FOOD INC COM 25660510 8,492,518 289,107 287,591 416 1,100 283,707 1,100 4,300
DOLLAR GEN CORP COM 25666910 89,337,719 3,080,611 3,075,369 5,242 2,795,992 103,956 180,663
DOLLAR THRIFTY AUTOM COM 25674310 3,427,050 147,400 147,400 147,400
DOLLAR TREE STORES I COM 25674710 13,095,764 297,631 297,631 293,281 4,350
DOMINION RES INC VA COM 25747010 124,570,379 2,876,117 2,865,236 8,649 2,232 2,629,150 6,832 240,135
DONALDSON INC COM 25765110 6,392,099 260,902 260,902 257,802 3,100
DONALDSON LUFKIN & J COM DLJ 25766110 9,044,007 150,108 147,908 800 1,400 147,208 1,400 1,500
DONALDSON LUFKIN & J COM DLJD 25766150 424,800 14,400 14,400 14,400
DONNA KARAN INTL INC COM 25782610 621,936 62,588 62,588 62,588
DONNELLEY R R & SONS COM 25786710 114,759,480 3,096,419 3,095,246 1,173 2,905,896 4,900 185,623
DORAL FINL CORP COM 25811P10 2,309,775 133,900 133,100 800 133,900
DOUBLECLICK INC COM 25860930 16,122,768 175,725 175,000 725 175,325 400
DOVER CORP COM 26000310 118,601,805 3,388,623 3,290,508 8,667 89,448 2,983,783 145,048 259,792
DOVER DOWNS ENTMT IN COM 26008610 774,690 43,800 43,800 438,00
DOW CHEM CO COM 26054310 439,391,977 3,463,188 3,396,683 32,844 33,661 3,149,568 38,961 274,659
DOW JONES & CO INC COM 26056110 297,730,245 5,610,988 1,332,057 65,619 4,213,312 1,253,756 4,231,312 125,160
DOWNEY FINL CORP COM 26101810 2,235,358 101,899 101,899 101,899
DRESS BARN INC COM 26157010 1,305,168 81,573 81,573 81,573
DREYERS GRAND ICE CR COM 26187810 1,960,230 129,602 129,602 127,802 1,800
DRIL-QUIP INC COM 26203710 561,956 24,500 24,500 24,500
DU PONT E I DE NEMOU COM 26353410 1,218,520,286 17,837,573 17,175,808 370,900 290,865 16,122,554 317,065 1,386,807
DUANE READE INC COM 26357810 2,357,650 77,300 77,300 77,300
DUCOMMUN INC DEL COM 26414710 228,450 19,138 19,138 19,138
DUFF & PHELPS CR RAT COM 26432F10 1,143,562 17,100 17,100 17,100
DUKE ENERGY CORP COM 26439910 325,605,715 5,981,331 5,707,383 191,716 82,232 5,433,997 91,032 456,302
DUKE REALTY INVT INC COM NEW 26441150 9,349,760 414,403 407,151 552 6,700 406,903 6,700 800
DUN & BRADSTREET COR COM 26483B10 90,893,991 2,564,946 2,545,003 5,060 14,883 2,260,362 93,183 210,051
DURA AUTOMOTIVE SYST CL A 26590310 904,699 27,209 25,400 1,809 27,209
Subtotal Page 3,993,473,964
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-339 Page 25
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DUPONT PHOTOMASKS IN COM 26613X10 982,251 20,517 20,517 20,517
DURA PHARMACEUTICALS COM 26632S10 2,697,403 225,970 225,970 225,970
DYCOM INDS INC COM 26747510 20,203,120 360,770 358,520 2,250 360,770
DYNEGY INC COM 26816L10 3,642,642 178,780 178,780 170,547 8,233
DYNEX CAP INC COM 26817Q10 237,356 115,110 115,110 115,110
EEX CORP COM NEW 26842V20 1,720,285 247,987 182,886 65,101 247,987
EG & G INC COM 26845710 27,660,781 776,443 775,043 1,400 720,535 500 54,038
EIS INTL INC COM 26853910 359,375 125,000 125,000 125,000
E M C CORP MASS COM 26864810 943,438,650 17,153,430 15,996,124 859,902 297,404 15,129,716 774,404 1,243,466
ENSCO INTL INC COM 26874Q10 15,432,194 774,048 772,748 700 600 762,748 600 10,700
ENI S P A SPONSORED 26874R10 3,981,000 66,350 57,500 8,450 400 65,950 400
ESSEF CORP COM 26914510 493,857 24,388 24,388 24,388
ESS TECHNOLOGY INC COM 26915110 675,881 50,300 50,300 50,300
E SPIRE COMMUNICATIO COM 26915310 2,944,685 278,800 265,400 6,500 6,900 271,900 6,900
ETEC SYS INC COM 26922C10 2,975,542 89,490 89,490 89,490
E-TEK DYNAMICS INC COM 26924010 3,058,236 64,300 64,300 64,000 300
E TOWN COM 26924210 1,930,467 42,196 40,719 840 637 41,559 637
E TRADE GROUP INC COM 26924610 58,416,608 1,462,719 1,458,844 2,275 1,600 1,443,819 1,600 17,300
EAGLE USA AIRFREIGHT COM 27001810 1,827,337 43,060 43,060 43,060
EARTHGRAINS CO COM 27031910 5,390,784 208,848 208,848 208,848
EARTHSHELL CORP COM 27032B10 793,100 113,300 113,300 113,300
EARTHLINK NETWORK IN COM 27032210 5,056,265 82,300 80,200 2,100 80,000 2,100 200
EASTERN ENTERPRISES COM 27637F10 16,364,757 411,692 411,434 258 392,792 18,900
EASTERN UTILS ASSOC COM 27717310 3,329,482 114,317 110,017 4,300 110,017 4,300
EASTGROUP PPTY INC COM 27727610 1,656,679 82,578 81,078 1,500 82,578
EASTMAN CHEM CO COM 27743210 63,896,501 1,234,715 1,227,038 1,823 5,854 1,132,990 7,354 94,371
EASTMAN KODAK CO COM 27746110 360,140,978 5,315,734 5,198,357 77,128 40,249 4,870,662 48,749 390,207
EATON CORP COM 27805810 100,959,420 1,097,385 1,093,480 3,905 1,001,991 1,700 93,694
EATON VANCE CORP COM NON V 27826510 4,613,800 133,978 133,978 133,978
EBAY INC COM 27864210 7,689,850 50,800 50,600 200 50,300 200 300
ECHELON CORP COM 27874N10 222,008 33,200 33,200 33,200
ECHOSTAR COMMUNICATI CL A 27876210 10,246,062 66,777 66,777 66,577 200
ECLIPSE SURGICAL TEC COM 27884910 347,843 32,172 32,172 32,172
ECLIPSYS CORP COM 27885610 1,357,132 56,696 49,300 1,246 6,150 50,546 6,150
ECOLAB INC COM 27886510 93,884,184 2,152,073 1,892,806 223,232 36,035 1,936,638 96,435 119,000
EDIFY CORP COM 28059910 258,137 19,300 19,300 19,300
Subtotal Page 1,768,884,652
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-339 Page 26
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- ----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EDISON INTL COM 28102010 877,340,481 32,797,775 5,315,445 27,447,356 34,974 5,011,035 27,376,028 410,712
EDUCATION MGMT CORP COM 28139T10 1,600,530 77,134 77,134 77,134
J D EDWARDS & CO COM 28166710 2,750,950 148,700 148,700 148,300 400
EDWARDS AG INC COM 28176010 30,628,050 949,707 944,914 4,793 932,291 17,416
EGGHEAD.COM INC COM 28233010 504,533 45,100 45,100 45,100
800-JR CIGAR INC COM 28249110 224,445 18,137 5,137 13,000 18,137
EL PASO ELEC CO COM NEW 28367785 2,463,930 275,700 275,700 275,700
EL PASO ENERGY CORP COM 28390510 25,105,572 713,490 698,482 3,274 11,734 692,656 11,734 9,100
ELAN PLC ADR 28413120 22,911,565 825,642 295,920 460,472 69,250 756,392 69,250
ELCOR CORP COM 28444310 2,655,121 60,776 60,776 60,776
ELECTRO RENT CORP COM 28521810 650,396 60,502 60,502 60,502
ELECTRO SCIENTIFIC I COM 28522910 2,666,714 63,826 63,826 63,826
ELECTROGLAS INC COM 28532410 2,033,080 101,654 101,654 101,654
ELECTRONIC ARTS INC COM 28551210 20,043,259 369,461 369,261 200 347,498 21,173
ELECTRONIC DATA SYS COM 28566110 707,142,060 12,488,160 7,087,173 5,395,398 5,589 6,494,648 5,398,784 593,538
ELECTRONICS BOUTIQUE COM 28604510 319,200 22,400 22,400 22,400
ELECTRONICS FOR IMAG COM 28608210 12,791,347 248,980 248,920 60 248,480 500
ELF AQUITAINE SPONSORED 28626910 814,699 11,075 10,950 125 11,075
EMERGING MKTS FLOATI COM 29088510 233,928 19,000 4,000 15,000 4,000 15,000
EMERSON ELEC CO COM 29101110 448,528,145 7,126,621 6,149,807 657,710 319,104 6,414,217 329,704 382,700
EMMIS COMMUNICATIONS CL A 29152510 5,254,487 106,420 106,420 106,420
EMPIRE DIST ELEC CO COM 29164110 2,342,139 89,868 89,868 89,868
EMULEX CORP COM NEW 29247520 1,278,650 11,500 11,500 11,500
ENDESA S A SPONSORED 29258N10 835,656 39,325 3,200 33,525 2,600 36,725 2,600
ENERGEN CORP COM 29265N10 2,437,826 130,890 130,890 130,890
ENERGY EAST CORP COM 29266M10 22,320,324 858,474 854,474 4,000 849,174 9,300
ENGELHARD CORP COM 29284510 47,182,537 2,085,416 2,084,270 1,146 1,916,931 2,100 166,385
ENGINEERING ANIMATIO COM 29287210 767,880 36,243 36,243 36,243
ENERGYNORTH INC COM 29292510 731,643 25,284 6,424 18,860 6,424 18,860
ENESCO GROUP INC COM 29297310 2,453,331 106,090 106,090 105,090 1,000
ENHANCE FINL SVCS GR COM 29331010 2,490,080 126,080 126,080 126,080
ENRON CORP COM 29356110 445,608,786 5,450,872 5,323,421 64,240 63,211 4,943,684 71,011 435,237
ENRON OIL & GAS CO COM 29356210 5,794,314 286,139 276,914 6,725 2,500 282,939 2,500 700
ENTERCOM COMMUNICATI CL A 29363910 658,350 15,400 15,400 15,400
ENTERGY CORP NEW COM 29364G10 121,798,656 3,897,557 3,884,482 8,475 4,600 3,575,545 10,100 311,522
ENTERTAINMENT PPTYS COM SH BE 29380T10 1,131,525 64,200 64,200 64,200
Subtotal Page 2,824,494,189
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 27
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------------- ---------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENTREMED INC COM 29382F10 1,044,697 46,431 45,931 500 45,931 500
ENTRUST TECHNOLOGIES COM 29384810 1,665,825 50,100 50,100 50,100
ENZON INC COM 29390410 1,284,662 62,100 62,100 62,100
ENZO BIOCHEM INC COM 29410010 981,801 96,968 87,708 9,260 96,968
EOTT ENERGY PARTNERS UNIT LTD P 29410310 277,062 15,500 15,500 15,500
EPICOR SOFTWARE CORP COM 29426L10 1,034,605 139,116 138,116 1,000 139,116
EQUIFAX INC COM 29442910 74,873,859 2,098,071 2,087,449 5,222 5,400 1,884,271 74,500 139,300
EQUITABLE COS INC COM 29444G10 41,288,750 616,250 615,648 602 613,550 2,700
EQUITABLE RES INC COM 29454910 6,401,380 169,573 167,211 2,362 167,211 2,362
EQUITY INNS INC COM 29470310 1,890,709 204,401 204,401 204,401
EQUITY OFFICE PROPER COM 29474110 99,093,130 3,867,049 1,570,209 286,710 2,010,130 1,780,955 117,062 1,969,032
EQUITY ONE COM 29475210 678,412 68,700 67,100 1,600 68,700
EQUITY RESIDENTIAL P SH BEN INT 29476L10 29,682,429 658,702 657,823 879 621,683 37,019
ERICSSON L M TEL CO ADR CL B S 29482140 11,429,270 347,004 218,900 93,664 34,440 312,364 34,440 200
ERIE INDTY CO CL A 29530P10 7,854,600 275,600 275,600 274,800 800
ESSEX PPTY TR INC COM 29717810 3,153,858 89,155 89,155 89,155
ESTERLINE TECHNOLOGI COM 29742510 1,147,383 79,818 79,818 79,818
ETHAN ALLEN INTERIOR COM 29760210 4,728,527 125,259 125,259 125,259
ETHYL CORP COM 29765910 2,541,882 423,647 423,647 418,147 5,500
EVEREN CAPITAL CORP COM 29976110 1,875,592 62,914 62,914 62,914
EVEREST REINS HLDGS COM 29980810 20,976,733 642,965 641,165 1,800 628,538 14,427
EVERGREEN RES INC COM NO PAR 29990030 259,426 10,300 10,300 10,300
EXCEL SWITCHING CORP COM 30067V10 865,179 28,900 28,900 28,900
EXCHANGE APPLICATION COM 30086710 1,475,150 36,200 14,200 22,000 36,200
EXECUTIVE RISK INC COM 30158610 4,151,025 48,800 48,800 48,800
EXIDE CORP COM 30205110 1,135,086 76,955 76,955 76,955
EXODUS COMMUNICATION COM 30208810 17,942,575 149,600 146,200 1,600 1,800 147,300 1,800 500
EXPEDITORS INTL WASH COM 30213010 6,357,752 233,312 233,312 232,812 500
EXPRESS SCRIPTS INC CL A 30218210 8,350,585 138,744 138,744 138,544 200
EXTENDED STAY AMER I COM 30224P10 3,935,688 327,974 326,774 1,200 327,974
EXTREME NETWORKS INC COM 30226D10 1,503,805 25,900 25,900 25,900
EXXON CORP COM 30229010 3,137,477,161 40,680,417 37,927,444 1,358,178 1,394,795 36,176,267 1,448,695 3,033,526
F&M BANCORP MD COM 30236710 1,076,333 32,070 32,070 32,070
F & M BANCORPORATION COM 30237110 2,735,063 72,452 72,452 72,452
F & M NATL CORP COM 30237410 3,696,998 111,399 111,399 111,399
FBL FINL GROUP INC CL A 30239F10 2,843,568 145,824 145,824 145,824
Subtotal Page 3,507,710,560
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 28
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------------ --------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
F M C CORP COM NEW 30249130 92,447,859 1,353,318 1,351,418 1,900 1,292,128 61,190
FNB CORP PA COM 30252010 2,520,288 93,344 93,344 93,344
FPIC INS GROUP INC COM 30256310 2,051,550 42,300 42,300 42,300
FPL GROUP INC COM 30257110 153,511,763 2,810,284 2,685,988 68,824 55,472 2,528,387 60,072 221,825
FSI INTL INC COM 30263310 249,310 29,994 29,994 29,994
F Y I INC COM 30271210 1,590,712 50,700 50,700 50,700
FCNB CORP COM 30292010 222,381 10,166 10,166 10,166
FACTSET RESH SYS INC COM 30307510 2,558,147 45,177 37,677 7,500 37,677 7,500
FAIR ISAAC & CO INC COM 30325010 1,571,654 44,825 44,825 44,825
FAIRCHILD CORP CL A 30369810 1,158,184 90,838 90,838 90,838
FAIRFIELD CMNTYS INC COM PAR $ 30423130 3,070,200 190,400 190,400 190,400
FALL RIVER GAS CO COM 30627910 348,612 18,348 18,348 18,348
FAMILY DLR STORES IN COM 30700010 20,245,680 843,570 837,142 2,428 4,000 826,870 4,000 12,700
FAMILY GOLF CTRS INC COM 30701A10 679,922 88,451 88,451 88,451
FARMERS CAP BK CORP COM 30956210 1,029,500 29,000 29,000 29,000
FASTENAL CO COM 31190010 8,477,909 161,678 161,343 335 158,878 2,800
FDX CORP COM 31304N10 243,391,485 4,486,479 4,401,975 9,236 75,268 4,040,029 81,468 363,772
FEDDERS CORP COM 31313510 531,841 80,278 80,278 80,278
FEDERAL AGRIC MTG CO CL C 31314830 905,850 13,200 13,200 13,200
FEDERAL HOME LN MTG COM 31340030 591,804,334 10,203,523 10,131,470 57,453 14,600 9,317,039 227,100 659,384
FEDERAL MOGUL CORP COM 31354910 92,276,964 1,774,557 366,461 1,408,096 361,561 1,407,596 5,400
FEDERAL NATL MTG ASS COM 31358610 1,146,891,768 16,804,275 16,570,488 131,332 102,455 15,350,949 125,455 1,317,692
FEDERAL REALTY INVT SH BEN INT 31374720 4,727,590 206,112 205,501 611 206,112
FEDERAL SIGNAL CORP COM 31385510 6,329,086 298,725 283,625 14,900 200 295,525 200 3,000
FEDERATED DEPT STORE COM 31410H10 233,263,079 4,406,428 4,397,007 8,821 600 4,164,828 4,400 237,200
FEDERATED INVS INC P CL B 31421110 23,087,286 1,287,132 96,200 1,190,932 1,287,132
FELCOR LODGING TR IN COM 31430F10 8,522,523 410,724 409,824 900 410,024 700
FERRO CORP COM 31540510 6,184,887 224,905 224,905 222,005 2,900
FIDELITY NATL FINL I COM 31632610 10,743,380 537,169 537,169 537,169
FIFTH THIRD BANCORP COM 31677310 285,121,521 4,283,548 3,580,804 470,610 232,134 3,797,114 238,834 247,600
FILENET CORP COM 31686910 1,521,578 133,040 133,040 133,040
FINANCIAL FED CORP COM 31749210 883,982 40,181 40,181 40,181
FINANCIAL SEC ASSURN COM 31769P10 11,430,432 219,816 219,816 219,516 300
FINLAY ENTERPRISES I COM NEW 31788420 214,000 16,000 16,000 16,000
FINISH LINE INC CL A 31792310 832,140 73,968 73,968 73,968
FINOVA GROUP INC COM 31792810 18,258,033 346,946 346,770 176 342,346 4,600
Subtotal Page 2,978,655,430
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 29
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST AMERN FINL COR COM 31852230 13,008,102 727,726 727,726 727,726
FIRST BANCORP P R COM 31867210 2,283,274 101,200 101,200 101,200
FIRST AMER CORP TENN COM 31890010 18,772,724 451,680 450,764 916 450,395 1,285
FIRST CHARTER CORP COM 31943910 1,918,125 77,500 77,500 77,500
FIRST CTZNS BANCSHAR CL A 31946M10 2,484,354 30,766 30,766 30,766
FIRST COMMERCE BANCS CL B 31977720 1,183,885 49,718 49,718 49,718
FIRST COMWLTH FINL C COM 31982910 3,653,137 153,011 152,982 29 153,011
FIRST CONSULTING GRO COM 31986R10 734,506 69,130 69,000 130 69,130
FIRST FED CAP CORP COM 31996010 1,063,327 72,090 72,090 72,090
FIRST DATA CORP COM 31996310 323,450,080 6,609,520 6,489,853 90,267 29,400 6,023,390 39,600 545,050
FIRST ESSEX BANCORP COM 32010310 414,943 25,535 4,000 21,535 25,535
FIRST FINL BANKSHARE COM 32020R10 1,575,308 49,616 49,616 49,616
FIRST FINL BANCORP O COM 32020910 2,698,777 119,283 119,283 119,283
FIRST FINL CORP IND COM 32021810 1,171,907 30,993 30,993 30,993
FIRST FINL HLDGS INC COM 32023910 1,104,000 58,880 58,880 58,880
FIRST INDUSTRIAL REA COM 32054K10 11,620,502 423,534 423,134 400 423,534
FIRST IND CORP COM 32054R10 960,229 44,923 44,923 44,923
FIRST LIBERTY FINL C COM 32069110 1,612,675 51,400 51,400 51,400
FIRST MERCHANTS CORP COM 32081710 1,171,920 49,344 48,250 1,094 49,344
FIRST MIDWEST BANCOR COM 32086710 4,593,510 115,560 115,560 115,560
FIRST HEALTH GROUP C COM 32096010 5,448,243 252,678 252,178 500 249,378 3,300
FIRST SIERRA FINANCI COM 33594410 1,240,000 49,600 49,600 49,600
FIRST REP BK SAN FRA COM 33615810 1,315,591 45,464 45,464 45,464
FIRST SEC CORP DEL COM 33629410 28,383,491 1,041,596 1,038,571 3,025 1,026,271 15,325
FIRST SENTINEL BANCO COM 33640T10 1,719,273 193,721 193,721 193,721
1ST SOURCE CORP COM 33690110 1,614,208 50,444 50,444 50,444
FIRST TENN NATL CORP COM 33716210 29,533,992 770,881 761,221 9,060 600 759,881 600 10,400
FIRST UN CORP COM 33735810 685,983,073 14,556,670 14,410,579 111,092 34,999 13,278,276 57,899 1,204,129
FIRST UN REAL EST EQ SH BEN INT 33740010 454,788 101,064 101,064 101,064
FIRST UTD BANCSHARES COM 33741E10 2,004,459 107,622 107,622 107,622
FIRST VA BANKS INC COM 33747710 13,890,093 282,750 282,750 278,350 4,400
FIRST WASH BANCORP I COM 33748T10 1,132,640 56,457 56,457 56,457
FIRST WESTERN BANCOR COM 33750510 1,716,540 51,240 51,240 51,240
FIRSTAR CORP NEW WIS COM 33763V10 265,757,968 9,491,356 9,424,567 46,899 19,890 8,687,174 219,490 584,692
FISERV INC COM 33773810 20,467,934 653,677 650,554 3,123 644,152 9,525
FIRSTFED FINL CORP COM 33790710 4,023,519 209,014 209,014 209,014
Subtotal Page 1,460,161,097
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 30
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRSTMERIT CORP COM 33791510 9,129,438 325,331 320,081 5,250 324,531 800
FLAGSTAR BANCORP INC COM 33793010 2,807,800 111,200 111,200 111,200
FIRSTENERGY CORP COM 33793210 502,454,510 16,208,210 3,748,128 12,458,282 1,800 3,462,111 12,455,352 290,747
FISHER SCIENTIFIC IN COM NEW 33803220 4,058,887 181,915 181,915 181,915
FLASHNET COMMUNICATI COM 33852710 335,581 11,400 11,400 11,400
FLEET FINL GROUP INC COM 33891510 474,589,604 10,694,977 10,480,950 166,299 47,728 9,883,498 61,328 750,151
FLEETWOOD ENTERPRISE COM 33909910 13,150,900 497,443 496,543 100 800 464,443 800 32,200
FLEMING COS INC COM 33913010 2,014,612 173,300 173,300 173,300
FLORIDA EAST COAST I COM 34063210 3,155,025 71,300 67,300 4,000 71,300
FLORIDA PANTHERS HLD CL A 34106410 1,436,877 134,451 134,451 134,451
FLORIDA PROGRESS COR COM 34110910 58,120,778 1,406,874 1,400,166 3,300 3,408 1,317,166 5,708 84,000
FLORIDA ROCK INDS IN COM 34114010 3,085,855 67,821 67,821 67,821
FLOWERS INDS INC COM 34349610 17,391,629 801,938 788,438 3,750 9,750 776,338 9,750 15,850
FLOWSERVE CORP COM 34354P10 4,481,668 236,662 236,662 234,162 2,500
FLUOR CORP COM 34386110 48,316,216 1,192,993 1,191,993 1,000 1,094,565 1,300 97,128
FOOD LION INC CL B 34477510 16,164,878 1,398,104 1,396,604 1,500 1,392,304 5,800
FOOD LION INC CL A 34477520 1,410,975 118,819 118,819 117,419 1,400
FOODMAKER INC NEW COM NEW 34483920 9,937,265 350,212 350,212 350,212
FOOTSTAR INC COM 34491210 4,282,343 115,157 110,540 4,617 115,157
FORD MTR CO DEL COM 34537010 1,096,509,901 19,428,919 19,074,817 297,527 56,575 18,164,954 82,575 1,181,390
FOREMOST CORP OF AME COM 34546910 1,959,166 89,053 89,053 89,053
FOREST CITY ENTERPRI CL A 34555010 1,911,504 68,268 68,268 68,268
FOREST LABS INC CL A 34583810 19,662,817 425,142 410,862 3,280 11,000 407,742 11,000 6,400
FOREST OIL CORP COM NEW 34609160 3,640,517 289,804 161,554 128,250 161,554 128,250
FORT JAMES CORP COM 34747110 138,583,640 3,658,974 3,650,874 6,360 1,740 3,266,363 104,740 287,871
FORTUNE BRANDS INC COM 34963110 184,848,853 4,467,646 3,801,804 649,812 16,030 3,634,990 648,556 184,100
FORWARD AIR CORP COM 34985310 660,937 23,500 23,500 23,500
FOSSIL INC COM 34988210 2,928,332 60,534 60,534 60,534
FOSTER WHEELER CORP COM 35024410 10,735,310 763,427 761,527 1,900 720,127 43,300
FOUNDATION HEALTH SY COM 35040410 9,519,585 634,639 631,789 2,650 200 624,999 200 9,440
FOX ENTMT GROUP INC CL A 35138T10 3,752,324 139,300 139,300 137,900 1,400
FRANCHISE FIN CORP A COM 35180710 5,937,190 266,840 266,840 266,240 600
FRANCHISE MORTGAGE A COM 35181D10 320,250 36,600 36,600 36,600
FRANKLIN COVEY CO COM 35346910 513,727 69,658 69,658 69,658
FRANKLIN ELEC INC COM 35351410 1,252,875 19,275 19,275 19,275
FRANKLIN RES INC COM 35461310 153,665,200 3,782,528 3,308,805 355,170 118,553 3,418,575 124,853 239,100
Subtotal Page 2,812,726,969
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 31
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FREEDOM SECS CORP COM 35644K10 1,050,618 61,350 61,200 150 61,350
FREEPORT-MCMORAN COP CL A 35671D10 895,086 53,438 53,438 34,092 19,346
FREEPORT-MCMORAN COP CL B 35671D85 45,597,701 2,542,103 2,523,050 6,136 12,917 2,264,236 93,617 183,300
FREMONT GEN CORP COM 35728810 11,295,706 598,448 594,448 4,000 594,248 4,200
FRESENIUS MED CARE A SPONSORED 35802910 558,345 27,831 26,258 1,573 27,831
FRIEDE GOLDMAN INTER COM 35843010 776,234 56,200 56,200 56,200
FRIEDMAN BILLINGS RA CL A 35843310 463,125 39,000 39,000 39,000
FRITZ COS INC COM 35884610 1,254,600 116,707 116,707 116,707
FRONTIER CORPORATION COM 35906P10 138,579,768 2,363,834 2,358,964 4,870 2,171,434 32,200 160,200
FRONTIER FINL CORP W COM 35907K10 1,519,000 62,000 62,000 62,000
FRONTIER INS GROUP I COM 35908110 2,548,037 165,726 163,548 2,178 165,726
FULLER H B CO COM 35969410 7,348,534 107,474 107,474 106,574 900
FULTON FINL CORP PA COM 36027110 6,025,316 291,261 291,261 290,491 770
FURNITURE BRANDS INT COM 36092110 11,296,984 405,273 405,163 110 399,873 5,400
FURON CO COM 36110610 1,488,764 78,356 78,356 78,356
G & K SVCS INC CL A 36126810 4,305,329 82,202 82,147 55 82,202
GATX CORP COM 36144810 10,654,771 279,932 279,724 208 276,432 3,500
GBC BANCORP CALIF COM 36147510 1,401,259 69,198 69,198 69,198
GC COS INC COM 36155Q10 883,060 24,701 24,701 24,701
GPU INC COM 36225X10 183,056,480 4,339,168 3,768,927 569,666 575 3,585,127 564,109 189,932
GTE CORP COM 36232010 1,109,296,736 14,692,672 14,033,126 484,088 175,458 13,418,864 358,258 915,550
GT INTERACTIVE SOFTW COM 36236E10 522,620 149,320 149,320 149,320
GABLES RESIDENTIAL T SH BEN INT 36241810 3,240,156 134,307 134,307 134,307
GALILEO INTERNATIONA COM 36354710 30,646,119 573,500 573,500 568,000 5,500
GALLAGHER ARTHUR J & COM 36357610 4,613,202 93,196 88,796 500 3,900 89,296 3,900
GALLAHER GROUP PLC SPONSORED 36359510 287,867 11,780 4,800 1,800 5,180 6,600 5,180
GANNETT INC COM 36473010 312,209,809 4,374,218 4,200,863 54,457 118,898 3,901,733 126,198 346,287
GAP INC DEL COM 36476010 635,262,551 12,610,671 12,571,872 38,799 11,142,434 401,909 1,058,956
GARAN INC COM 36480210 508,217 15,820 15,820 15,820
GARDNER DENVER INC COM 36555810 852,883 52,892 52,892 52,892
GARTNER GROUP INC NE COM 36665110 3,737,375 182,311 182,311 181,711 600
GATEWAY INC COM 36762610 140,624,850 2,380,970 2,373,341 4,789 2,840 2,160,730 76,240 144,000
GAYLORD ENTMT CO NEW COM 36790510 3,116,610 103,887 103,887 103,887
GAYLORD CONTAINER CO CL A 36814510 1,747,171 220,130 220,130 220,130
GELTEX PHARMACEUTICA COM 36853810 1,094,004 60,778 59,078 1,700 60,778
GENCORP INC COM 36868210 5,822,852 230,608 230,608 227,908 2,700
Subtotal Page 2,684,581,739
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 32
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL BINDING CORP COM 36915410 697,386 29,676 29,676 29,676
GENERAL CABLE CORP D COM 36930010 2,719,600 169,975 169,923 52 169,975
GENERAL COMMUNICATIO CL A 36938510 1,111,989 163,600 16,3600 163,600
GENERAL DYNAMICS COR COM 36955010 162,964,379 2,366,089 2,359,069 5,820 1,200 2,216,805 1,200 148,084
GENERAL ELEC CO COM 36960410 6,564,875,572 58,096,244 51,657,524 4,145,436 2,293,284 48,227,725 5,781,347 4,058,613
GENERAL GROWTH PPTYS COM 37002110 12,832,717 361,485 356,485 5,000 356,085 5,000 400
GENERAL INSTR CORP D COM 37012010 102,600,355 2,414,126 2,406,416 7,400 310 2,203,216 45,710 165,200
GENERAL MLS INC COM 37033410 250,873,362 3,121,286 2,855,629 94,667 170,990 2,668,616 244,690 207,980
GENERAL MTRS CORP COM 37044210 5,254,693,224 79,616,564 10,107,205 69,482,816 26,543 9,330,431 69,487,837 790,299
GENERAL MTRS CORP CL H NEW 37044283 472,751,065 8,395,210 491,117 7,902,263 1,830 462,899 7,901,862 30,449
GENERAL NUTRITION CO COM 37047F10 7,789,518 334,142 333,642 500 329,342 4,800
GENERAL SEMICONDUCTO COM 37078710 1,099,015 120,440 120,440 120,440
GENESCO INC COM 37153210 1,505,244 103,368 103,368 103,368
GENTEX CORP COM 37190110 10,794,532 385,519 338,104 45,815 1,600 383,119 1,600 800
GENESIS HEALTH VENTU COM 37191210 278,703 92,901 91,701 1,200 92,901
GENESYS TELECOMMUNIC COM 37193110 1,717,500 68,700 68,700 68,700
GENLYTE GROUP INC COM 37230210 1,171,211 52,200 51,900 300 52,200
GENRAD INC COM 37244710 3,178,847 148,718 148,718 148,718
GENTEK INC COM 37245X10 526,431 37,941 37,941 37,941
GEON CO COM 37246W10 80,340,555 2,491,180 252,428 2,238,752 252,428 2,238,752
GENUINE PARTS CO COM 37246010 92,478,120 2,642,232 2,621,713 8,662 11,857 2,406,687 14,557 220,988
GENZYME CORP COM GENL D 37291710 23,393,538 482,341 473,722 3,419 5,200 470,941 5,200 6,200
GEORGIA GULF CORP COM PAR $ 37320020 3,137,028 185,898 185,898 183,898 2,000
GEORGIA PAC CORP COM GA PAC 37329810 170,563,833 3,600,292 3,591,404 6,400 2,488 3,340,576 5,688 253,548
GEORGIA PAC CORP COM-TIMBER 37329870 14,579,072 577,389 573,895 2,650 844 545,527 844 31,018
GERBER SCIENTIFIC IN COM 37373010 2,451,705 111,128 106,202 2,926 2,000 109,128 2,000
GETTY IMAGES INC COM 37427610 1,815,775 96,200 96,200 96,200
GETTY RLTY CORP NEW COM 37429710 315,387 21,940 21,880 60 21,940
GIBRALTAR STL CORP COM 37476F10 727,650 29,400 29,400 29,400
GILEAD SCIENCES INC COM 37555810 10,392,525 198,900 198,900 196,900 2,000
GILLETTE CO COM 37576610 723,420,810 17,644,410 16,455,497 770,211 418,702 15,361,849 944,502 1,324,402
GLATFELTER P H CO COM 37731610 3,025,093 206,844 206,844 203,144 3,700
GLAXO WELLCOME PLC SPONSORED 37733W10 128,780,538 2,274,270 13,900 2,258,370 2,000 23,860 2,250,410
GLEASON CORP COM 37733910 391,147 23,266 23,266 23,266
GLENAYRE TECHNOLOGIE COM 37789910 994,740 276,778 276,778 276,778
GLENBOROUGH RLTY TR COM 37803P10 4,708,672 269,067 268,467 600 269,067
Subtotal Page 14,115,696,838
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 33
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GLIMCHER RLTY TR SH BEN INT 37930210 2,345,735 143,251 138,151 1,100 4,000 139,251 4,000
GLOBAL INDL TECHNOLO COM 37933510 1,274,856 105,692 105,692 105,692
GLOBAL INDS LTD COM 37933610 3,338,807 260,600 248,400 6,700 5,500 255,100 5,500
GLOBAL IMAGING SYSTE COM 37934A10 454,425 24,900 24,900 24,900
GLOBAL MARINE INC COM 37935240 16,527,185 1,066,270 1,032,593 1,200 32,477 970,458 32,477 60,825
GLOBAL TELESYSTEMS G COM 37936U10 23,091,480 285,080 284,880 200 284,180 900
GOLD BANC CORP INC COM 37990710 383,250 29,200 29,200 29,200
GOLDEN ST BANCORP IN COM 38119710 15,019,177 667,519 666,719 800 655,490 12,029
GOLDEN WEST FINL COR COM 38131710 85,939,042 876,929 875,429 1,500 805,689 1,300 69,940
GOLDMAN SACHS GROUP COM 38141G10 21,075,686 291,705 224,180 37,553 29,972 261,033 29,972 700
GOLF TR AMER INC COM 38168B10 571,825 23,400 23,400 23,400
GOODRICH B F CO COM 38238810 60,389,397 1,420,927 1,111,279 307,888 1,760 1,035,090 312,273 73,564
GOODYEAR TIRE & RUBR COM 38255010 158,194,105 2,689,827 2,666,548 20,479 2,800 2,500,093 5,700 184,034
GOODYS FAMILY CLOTHI COM 38258810 935,409 81,788 81,788 81,788
GO2NET INC COM 38348610 2,030,437 22,100 22,100 22,100
GRACE W R & CO DEL N COM 38388F10 22,801,273 1,200,067 1,197,269 1,900 898 1,115,469 16,098 68,500
GRACO INC COM 38410910 2,309,374 78,617 77,860 757 78,617
GRAINGER W W INC COM 38480210 79,168,806 1,471,211 1,416,743 37,544 16,924 1,343,615 19,124 108,472
GRAND PREMIER FINL I COM 38617410 898,177 72,580 72,580 72,580
GRAND UN CO COM 38653240 387,069 35,800 35,800 35,800
GRANITE CONSTR INC COM 38732810 4,113,616 140,339 140,339 138,539 1,800
GRAY COMMUNICATIONS COM 38919010 344,900 17,245 17,245 17,245
GREAT ATLANTIC & PAC COM 39006410 18,714,029 553,473 552,523 950 512,673 400 40,400
GREAT LAKES CHEM COR COM 39056810 42,723,886 927,530 907,030 5,500 15,000 832,130 15,600 79,800
GREAT LAKES REIT INC COM 39075210 1,386,628 85,331 85,331 85,331
GREAT PLAINS SOFTWAR COM 39119E10 2,085,665 44,200 44,200 44,200
GREATER BAY BANCORP COM 39164810 1,383,200 41,600 41,600 41,600
GREENPOINT FINL CORP COM 39538410 18,447,693 562,224 560,684 1,540 553,824 8,400
GREIF BROS CORP CL A 39762410 1,826,310 71,620 71,020 600 71,020 600
GREY WOLF INC COM 39788810 1,657,250 662,900 662,900 662,900
GRIFFON CORP COM 39843310 1,051,463 134,596 134,596 134,596
GROUP 1 AUTOMOTIVE I COM 39890510 1,309,750 62,000 62,000 62,000
GROUP MAINTENANCE AM COM 39943E10 1,798,243 139,000 139,000 139,000
GRUBB & ELLIS CO COM PAR $ 40009520 229,187 45,276 45,276 45,276
GTECH HLDGS CORP COM 40051810 5,839,064 247,817 245,417 2,400 245,317 2,500
GUESS INC COM 40161710 426,790 30,900 30,900 30,900
Subtotal Page 600,473,189
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 34
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GUIDANT CORP COM 40169810 221,920,639 4,340,746 4,329,656 10,340 750 3,906,096 145,450 289,200
GUILFORD MLS INC COM 40179410 1,058,779 102,051 102,051 102,051
GUILFORD PHARMACEUTI COM 40182910 546,567 42,868 42,868 42,868
GUITAR CTR MGMT INC COM 40204010 739,492 70,853 70,853 70,853
GULF ISLAND FABRICAT COM 40230710 215,892 18,086 18,086 18,086
GULFSTREAM AEROSPACE COM 40273410 26,873,461 397,760 397,705 55 389,460 8,300
GYMBOREE CORP COM 40377710 1,163,998 110,857 110,857 110,857
HMT TECHNOLOGY CORP COM 40391710 275,545 110,218 110,218 110,218
HCC INS HLDGS INC COM 40413210 4,190,493 184,709 179,223 5,486 184,709
HCR MANOR CARE INC COM 40413410 38,119,292 1,576,024 1,567,574 6,050 2,400 1,416,136 31,800 126,978
HNC SOFTWARE INC COM 40425P10 3,355,457 108,901 108,901 108,901
HRPT PPTYS TR COM SH BE 40426W10 8,216,511 536,606 523,706 5,900 7,000 528,806 7,000 800
HSB GROUP INC COM 40428N10 9,877,589 239,823 186,148 13,259 40,416 197,507 40,416 1,900
HS RES INC COM 40429710 1,145,116 77,635 77,635 77,635
HA-LO INDS INC COM 40442910 1,724,421 174,625 174,625 174,625
HADCO CORP COM 40468110 2,579,059 64,882 64,782 100 64,882
HAEMONETICS CORP COM 40502410 2,156,384 107,486 107,486 107,486
HAIN FOOD GROUP INC COM 40521910 1,216,875 59,000 59,000 59,000
HALLIBURTON CO COM 40621610 495,723,252 10,955,210 6,404,179 4,482,999 68,032 6,200,340 4,234,546 518,714
HAMBRECHT & QUIST GR COM 40654510 8,475,792 229,852 229,852 229,852
HAMILTON BANCORP INC COM 40701310 1,236,144 51,506 51,506 51,506
HANCOCK HLDG CO COM 41012010 2,082,873 46,415 46,415 46,415
HANDLEMAN CO DEL COM 41025210 1,931,356 163,508 163,508 163,508
HANGER ORTHOPEDIC GR COM NEW 41043F20 1,123,610 79,200 79,200 79,200
HANNA M A CO COM 41052210 7,213,410 438,852 438,852 435,602 3,250
HANNAFORD BROS CO COM 41055010 10,923,095 204,170 201,499 2,671 200,970 3,200
HANOVER COMPRESSOR C COM 41076810 3,925,675 122,200 122,200 122,200
HANOVER DIRECT INC COM 41078310 1,507,650 524,400 524,400 524,400
HARBINGER CORP COM 41145C10 1,797,212 143,777 143,777 143,777
HARCOURT GEN INC COM 41163G10 53,610,558 1,039,730 1,000,180 4,750 34,800 943,035 35,800 60,895
HARBOR FLA BANCSHARE COM 41190110 895,230 73,080 73,080 73,080
HARDINGE INC COM 41232430 9,086,122 517,374 13,000 504,374 13,000 504,374
HARKEN ENERGY CORP COM 41255210 882,579 543,126 541,926 1,200 543,126
HARLAND JOHN H CO COM 41269310 3,413,393 171,209 171,209 161,689 5,800
HARLEY DAVIDSON INC COM 41282210 53,264,064 979,569 976,183 3,386 923,565 55,514
HARLEYSVILLE GROUP I COM 41282410 2,066,195 100,790 61,790 12,400 26,600 74,190 26,600
Subtotal Page 984,533,780
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 35
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HARLEYSVILLE NATL CO COM 41285010 1,194,586 33,415 33,415 33,415
HARMAN INTL INDS INC COM 41308610 4,276,536 97,194 97,194 97,194
HARMON INDS INC NEW COM 41313610 871,728 44,000 44,000 44,000
HARMONIC INC COM 41316010 1,573,773 27,400 27,000 400 27,400
HARRAHS ENTMT INC COM 41361910 178,113,960 8,073,337 1,937,337 6,136,000 1,727,834 6,136,250 207,773
HARRIS CORP DEL COM 41387510 47,706,684 1,217,411 1,216,711 700 1,114,718 1,800 100,893
HARRIS FINL INC COM 41454110 494,108 45,700 45,700 45,700
HARSCO CORP COM 41586410 7,046,560 220,205 215,205 5,000 217,505 2,700
HARTE-HANKS INC COM 41619610 8,089,109 298,216 298,156 60 293,116 5,100
HARTFORD FINL SVCS G COM 41651510 203,668,829 3,492,743 3,421,757 16,348 54,638 3,154,490 60,338 277,915
HARTFORD LIFE INC CL A 41659210 11,466,619 217,893 217,143 750 216,293 1,600
HARTMARX CORP COM 41711910 303,448 72,474 72,474 72,474
HASBRO INC COM 41805610 78,138,783 2,796,964 2,778,148 18,216 600 2,622,814 5,800 168,350
HAVERTY FURNITURE IN COM 41959610 1,406,475 39,900 39,900 39,900
HAWAIIAN ELEC INDUST COM 41987010 8,226,344 231,728 230,078 1,050 600 229,028 600 2,100
HAYES LEMMERZ INTL I COM 42078110 2,406,047 81,908 80,908 1,000 81,908
HEALTH CARE PPTY INV COM 42191510 3,983,046 137,941 135,241 2,700 137,941
HEALTHSOUTH CORP COM 42192410 91,671,174 6,162,768 6,155,043 6,725 1,000 5,650,210 1,000 507,108
HEALTH MGMT ASSOC IN CL A 42193310 13,916,553 1,237,027 1,232,040 4,987 1,218,052 18,975
HEALTHCARE RLTY TR COM 42194610 3,905,378 184,870 184,670 200 184,870
HEALTH CARE REIT INC COM 42217K10 8,078,514 347,463 347,463 347,463
HEALTHCARE FINANCIAL COM 42219W10 1,822,100 53,200 53,200 53,200
HEALTHEON CORP COM 42220910 3,726,800 48,400 48,400 48,100 300
HEARST-ARGYLE TELEVI COM 42231710 6,107,448 254,477 253,727 750 253,877 600
HEARTLAND EXPRESS IN COM 42234710 1,204,102 73,533 73,533 73,533
HECLA MNG CO COM 42270410 304,182 147,518 147,518 147,518
HEICO CORP NEW COM 42280610 606,500 24,200 24,200 24,200
HEILIG MEYERS CO COM 42289310 2,538,777 372,692 372,692 368,792 3,900
HEINZ H J CO COM 42307410 282,593,923 5,637,784 5,564,848 34,278 38,658 4,977,903 211,908 447,973
HELIX TECHNOLOGY COR COM 42331910 2,338,357 97,688 90,688 7,000 90,688 7,000
HELLER FINANCIAL INC CL A 42332810 11,352,858 408,200 408,200 407,800 400
HELMERICH & PAYNE IN COM 42345210 20,461,258 866,085 864,685 1,400 805,221 59,424
HENRY JACK & ASSOC I COM 42628110 5,437,773 138,542 138,542 138,542
HERBALIFE INTL INC CL A 42690820 287,522 26,289 25,956 333 26,289
HERCULES INC COM 42705610 57,564,915 1,464,309 1,460,259 4,050 1,323,909 34,900 105,500
HERSHEY FOODS CORP COM 42786610 117,057,812 1,971,500 1,932,976 8,350 30,174 1,743,826 98,674 129,000
Subtotal Page 1,189,942,581
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 36
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HERTZ CORP CL A 42804010 13,496,098 217,679 217,679 213,256 4,423
HEWLETT PACKARD CO COM 42823610 1,787,108,587 17,782,175 16,225,361 793,454 763,360 15,709,922 786,760 1,275,979
HEXCEL CORP NEW COM 42829110 743,944 73,476 73,476 73,476
HI / FN INC COM 42835810 844,987 11,100 11,100 11,100
HIBERNIA CORP CL A 42865610 15,620,785 995,779 950,779 9,000 36,000 947,979 36,000 11,800
HIGHLANDS INS GROUP COM 43103210 1,248,828 118,936 32,050 86,886 32,380 86,556
HIGHWOODS PPTYS INC COM 43128410 8,525,361 310,725 268,876 36,328 5,521 304,604 5,521 600
HILB ROGAL & HAMILTO COM 43129410 1,324,600 59,200 59,200 59,200
HILLENBRAND INDS INC COM 43157310 11,959,360 276,517 273,642 2,675 200 271,017 200 5,300
HILTON HOTELS CORP SUB NT CON 432848AL 656,012 715,000 215,000 500,000 215,000 500,000
HILTON HOTELS CORP COM 43284810 52,691,085 3,714,040 3,706,740 4,500 2,800 3,359,294 47,800 306,946
HISPANIC BROADCASTIN CL A 43357B10 18,202,867 239,906 239,606 300 236,206 3,700
HOLLINGER INTL INC CL A 43556910 1,972,829 166,133 166,133 166,133
HOLLYWOOD ENTMT CORP COM 43614110 2,542,218 129,957 129,957 129,957
HOLLYWOOD PK INC NEW COM 43625510 1,570,851 92,403 92,403 92,403
HOLOGIC INC COM 43644010 205,003 36,445 36,445 36,445
HOLOPHANE CORP COM 43645B10 1,662,516 43,607 43,607 43,607
HOME DEPOT INC COM 43707610 1,607,766,813 24,950,988 23,367,385 1,198,075 385,528 22,006,657 1,084,174 1,843,062
HOME PPTYS N Y INC COM 43730610 3,755,011 135,928 135,928 135,928
HOMEBASE INC COM 43738E10 1,084,149 171,760 171,760 171,760
HOMESTAKE MNG CO COM 43761410 29,577,346 3,612,721 3,609,121 3,600 3,317,207 11,000 282,174
HON INDS INC COM 43809210 9,048,203 310,008 308,508 200 1,300 304,008 1,300 4,700
HONDA MOTOR LTD AMERN SHS 43812830 7,227,576 83,315 59,300 22,015 2,000 81,315 2,000
HONEYWELL INC COM 43850610 206,215,553 1,779,638 1,754,006 19,564 6,068 1,650,670 8,968 120,000
HONG KONG TELECOMMUN SPONSORED 43857920 274,757 10,200 600 9,600 600 9,600
HOOPER HOLMES INC COM 43910410 2,689,540 132,002 132,002 132,002
HORACE MANN EDUCATOR COM 44032710 6,287,347 231,263 231,107 156 228,443 2,820
HORMEL FOODS CORP COM 44045210 12,207,100 303,282 300,292 1,090 1,900 294,782 1,900 6,600
HOST MARRIOTT SVCS C COM 44091410 1,040,341 128,042 128,042 128,042
HOSPITALITY PPTYS TR COM SH BEN 44106M10 13,139,594 484,409 483,609 800 484,409
HOST MARRIOTT CORP N COM 44107P10 16,455,626 1,385,737 1,384,737 1,000 1,319,275 66,462
HOUGHTON MIFFLIN CO COM 44156010 75,562,982 1,605,605 174,001 22,700 1,408,904 194,401 1,408,904 2,300
HOUSEHOLD INTL INC COM 44181510 340,555,566 7,188,508 7,158,618 21,880 8,010 6,581,842 18,910 587,756
HOUSTON EXPL CO COM 44212010 795,827 42,025 42,025 42,025
HOWMET INTERNATIONAL COM 44320810 5,020,322 292,100 292,100 292,100
HUBBELL INC CL B 44351020 15,563,035 342,987 326,861 7,768 8,358 329,511 8,358 5,118
Subtotal Page 4,274,642,619
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 37
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------------- --------------------------
Issuer Class Number Value Prin Amount Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUDSON UNITED BANCOR COM 44416510 12,790,458 407,664 407,664 407,664
HUGHES SUPPLY INC COM 44448210 3,171,373 106,827 106,389 438 106,827
HUMANA INC COM 44485910 32,200,710 2,489,040 2,486,540 1,000 1,500 2,292,148 1,500 194,462
HUMAN GENOME SCIENCE COM 44490310 3,869,499 97,962 97,962 97,962
HUNT CORP COM 44559110 262,729 31,846 30,196 1,650 30,196 1,650
HUNT J B TRANS SVCS COM 44565810 2,660,693 163,735 163,735 161,435 2,300
HUNTINGTON BANCSHARE COM 44615010 102,224,605 2,920,703 2,910,158 8,545 2,000 2,716,235 7,100 197,368
HUSSMANN INTL INC COM 44811010 4,625,766 279,300 279,300 279,300
HUTCHINSON TECHNOLOG COM 44840710 2,813,378 101,383 101,383 101,383
ICN PHARMACEUTICALS COM 44892410 14,411,825 447,753 446,616 1,137 441,853 5,900
IDT CORP COM 44894710 1,663,832 74,779 74,779 74,779
HYPERCOM CORP COM 44913M10 461,844 48,300 48,300 48,300
HYPERION TELECOMMUNI CL A 44914K30 490,993 26,100 26,100 26,100
HYPERION SOLUTIONS C COM 44914M10 2,326,282 130,602 130,602 130,602
IBP INC COM 44922310 54,109,268 2,278,285 2,277,085 1,200 2,227,222 51,063
ICG COMMUNICATIONS I COM 44924610 4,324,162 202,300 202,300 202,300
ICOS CORP COM 44929510 7,066,801 173,155 172,555 600 172,755 400
IDEC PHARMACEUTICALS COM 44937010 8,301,658 107,727 102,927 3,000 1,800 105,927 1,800
IDG BOOKS WORLDWIDE CL A 44938410 275,575 15,100 14,600 500 15,100
IDX SYS CORP COM 44949110 926,328 41,057 41,057 41,057
IGEN INC COM 44953610 1,473,725 50,600 48,200 2,400 50,600
IHOP CORP COM 44962310 2,045,751 85,020 85,020 85,020
IMC GLOBAL INC COM 44966910 12,497,038 719,254 716,193 300 2,761 706,093 2,761 10,400
IMCO RECYCLING INC COM 44968110 1,199,846 70,064 70,064 70,064
IMS HEALTH INC COM 44993410 152,624,125 4,883,972 4,818,791 23,515 41,666 4,273,591 190,966 416,965
IRI INTL CORP COM 45004F10 320,975 69,400 69,400 69,400
IRT PPTY CO COM 45005810 1,723,404 174,522 163,022 11,000 500 174,022 500
ISS GROUP INC COM 45030610 2,797,275 74,100 74,100 74,100
ITC DELTACOM INC COM 45031T10 7,011,200 250,400 247,600 2,800 250,400
ITI TECHNOLOGIES INC COM 45056410 807,712 35,700 35,700 35,700
ITT EDUCATIONAL SERV COM 45068B10 1,832,158 70,300 70,300 70,300
IXC COMMUNICATIONS I COM 45071310 4,812,457 122,417 122,417 122,417
ITT INDS INC IND COM 45091110 55,324,407 1,451,132 1,429,188 3,575 18,369 1,296,387 18,969 118,413
IDACORP INC COM 45110710 10,736,334 340,836 334,676 2,450 3,710 334,626 3,710 2,500
IDEX CORP COM 45167R10 4,439,308 135,036 131,936 3,100 135,036
IDEXX LABS INC COM 45168D10 3,658,585 156,940 155,740 600 600 156,340 600
Subtotal Page 522,282,079
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 38
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------------- --------------------------
Issuer Class Number Value Prin Amount Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IKON OFFICE SOLUTION COM 45171310 33,388,785 2,225,919 2,213,609 8,500 3,810 2,046,537 7,910 189,502
IDENTIX INC COM 45190610 307,112 31,100 21,100 10,000 21,100 10,000
ILLINOIS TOOL WKS IN COM 45230810 392,113,548 4,796,496 3,814,697 740,165 241,634 4,224,464 247,134 324,898
ILLINOVA CORP COM 45231710 12,375,887 454,161 454,061 100 428,428 23,293
IMATION CORP COM 45245A10 57,687,403 2,324,980 259,110 2,064,740 1,130 256,600 2,065,380 3,000
IMCLONE SYS INC COM 45245W10 2,661,837 104,900 104,900 104,900
IMMUNE RESPONSE CORP COM 45252T10 312,287 58,100 58,100 58,100
IMMUNEX CORP NEW COM 45252810 17,647,730 138,482 138,282 200 137,982 500
IMPAC MTG HLDGS INC COM 45254P10 318,895 62,998 62,998 62,998
IMPATH INC COM 45255G10 945,000 35,000 35,000 35,000
IMPERIAL BANCORP COM 45255610 3,367,465 169,971 169,971 169,971
IMPERIAL CREDIT COMM COM 45272T10 1,800,198 166,500 166,500 166,500
IMPERIAL CR INDS INC COM 45272910 913,969 128,837 128,837 128,837
IMPERIAL SUGAR CO NE COM 45309610 498,770 71,900 71,900 71,900
IMRGLOBAL CORPORATIO COM 45321W10 995,051 51,691 51,691 51,691
INACOM CORP COM 45323G10 2,153,282 170,557 170,557 170,557
INCO LTD COM 45325840 41,405,076 2,300,282 2,296,782 3,500 2,149,182 3,900 147,200
INCYTE PHARMACEUTICA COM 45337C10 3,306,951 125,088 121,588 2,100 1,400 123,688 1,400
INDEPENDENCE CMNTY B COM 45341410 4,683,150 346,900 346,900 346,900
INDEPENDENT BANK COR COM 45383610 913,830 58,021 54,600 2,000 1,421 56,600 1,421
INDIANA ENERGY INC COM 45470710 4,522,001 212,181 212,181 210,248 1,933
INDUS INTL INC COM 45578L10 355,308 82,400 82,400 82,400
INDYMAC MTG HLDGS IN COM 45660710 4,999,952 312,497 293,397 19,100 312,497
INFINITY BROADCASTIN CL A 45662S10 7,026,887 237,700 231,200 6,500 235,900 1,800
INFORMATION HLDGS IN COM 45672710 2,359,042 120,206 13,000 89,706 17,500 102,706 17,500
INFORMIX CORP COM 45677910 9,535,081 1,117,698 1,090,698 15,000 12,000 1,093,798 12,000 11,900
INFOSEEK CORP COM 45678M10 10,373,566 216,400 216,400 215,900 500
INFOSPACE COM INC COM 45678T10 2,194,900 46,700 46,700 46,400 300
INFOUSA INC NEW CL B 45681810 691,900 81,400 81,400 81,400
INGERSOLL RAND CO COM 45686610 173,935,925 2,691,465 2,628,054 40,331 23,080 2,440,777 26,280 224,278
INFORMATION RES INC COM 45690510 1,494,692 170,822 170,819 3 169,019 3 1,800
INGLES MKTS INC CL A 45703010 338,550 22,200 16,700 5,000 500 21,700 500
INGRAM MICRO INC CL A 45715310 8,977,814 348,653 346,953 1,700 346,453 1,700 500
INHALE THERAPEUTIC S COM 45719110 33,464,551 1,405,365 69,468 1,335,897 69,468 1,335,897
INKTOMI CORP COM 45727710 5,325,750 40,500 40,500 40,100 400
INNKEEPERS USA TR COM 4576J010 1,669,870 166,987 166,787 200 166,987
Subtotal Page 845,062,015
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 39
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INNOVEX INC COM 45764710 326,368 23,312 23,312 23,312
INSIGHT ENTERPRISES COM 45765U10 2,114,788 85,446 85,446 85,446
INPUT/OUTPUT INC COM 45765210 1,606,811 212,485 212,485 212,485
INPRISE CORP COM 45766C10 481,708 98,812 98,812 98,812
INSITUFORM TECHNOLOG CLA 45766710 1,918,137 88,700 88,700 88,700
INSIGNIA FINL GROUP COM 45767A10 701,463 66,806 66,806 66,806
INSPIRE INS SOLUTION COM 45773210 720,650 49,700 49,700 49,700
INTEGRATED ELECTRICA COM 45811E10 1,693,125 105,000 105,000 105,000
INTEGRATED DEVICE TE COM 45811810 5,940,512 546,254 546,254 540,854 5,400
INTEGRATED HEALTH SV COM 45812C10 1,555,528 194,441 191,441 3,000 194,441
INTEGRATED SYS INC COM 45812M10 898,111 76,435 76,435 76,435
INTEL CORP COM 45814010 3,348,253,674 56,273,171 52,661,603 2,234,191 1,377,377 49,137,411 2,940,877 4,165,381
INTELLIQUEST INFORMA COM 45816H10 249,000 33,200 9,200 24,000 9,200 24,000
INTER TEL INC COM 45837210 1,581,910 86,680 86,680 86,680
INTERDIGITAL COMMUNI COM 45866A10 899,959 199,991 199,991 199,991
INTERFACE INC CLA 45866510 1,870,659 216,888 216,888 216,888
INTERIM SVCS INC COM 45868P10 6,232,689 302,191 302,191 302,191
INTERGRAPH CORP COM 45868310 1,550,744 200,096 200,096 200,096
INTERMEDIA COMMUNICA COM 45880110 4,215,000 140,500 139,880 620 140,500
INTERMET CORP COM 45881K10 1,384,361 91,528 91,528 91,528
INTERNATIONAL BANCSH COM 45904410 2,864,522 67,700 67,700 67,700
INTERNATIONAL BUSINE COM 45920010 4,003,208,937 30,972,603 30,328,985 413,944 229,674 27,568,919 1,085,274 2,302,374
INTERNATIONAL FLAVOR COM 45950610 68,748,548 1,562,467 1,488,497 56,370 17,600 1,413,899 17,600 130,968
INTERNATIONAL HOME F COM 45965510 11,943,488 647,800 647,700 100 634,200 13,600
INTERNATIONAL INTEGR COM 45969810 409,500 18,200 18,200 18,200
INTERNATIONAL GAME T COM 45990210 11,418,181 617,199 614,757 442 2,000 577,887 2,000 36,822
INTERNATIONAL MULTIF COM 46004310 2,679,282 118,752 118,652 100 117,552 1,200
INTERNATIONAL NETWOR COM 46005310 6,136,798 151,995 151,995 151,595 400
INTL PAPER CO COM 46014610 1,728,236,994 34,392,776 6,650,074 8,397,491 9,345,211 114,512,069 19,354,511 525,326
INTERNATIONAL RECTIF COM 46025410 3,393,654 254,932 254,932 254,932
INTERNATIONAL SPEEDW CL A 46033520 4,688,250 98,700 98,700 98,500 200
INTL SPECIALTY PRODS COM 46033710 713,782 70,068 69,368 700 70,068
INTERNATIONAL TELECO COM 46047F10 932,000 58,250 58,250 58,250
INTERPOOL INC COM 46062R10 923,884 71,068 71,068 71,068
INTERPUBLIC GROUP CO COM 46069010 215,824,195 2,491,477 2,047,731 290,077 153,669 2,104,094 219,269 168,114
INTERSTATE BAKERIES COM 46072H10 37,917,094 1,689,936 1,688,536 1,400 1,668,136 21,800
Subtotal Page 9,484,234,306
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 40
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERWEST BANCORP IN COM 46093110 1,680,375 67,215 67,215 67,215
INTERTAN INC COM 46112010 354,420 17,721 17,721 17,721
INTERVU INC COM 46114R10 601,498 15,700 15,700 15,700
INTERVOICE INC COM 46114210 5,311,372 367,900 367,900 367,900
INTIMATE BRANDS INC CL A 46115610 59,017,785 1,245,758 1,238,943 4,505 2,310 1,230,428 2,310 13,020
INTRAWARE INC COM 46118M10 638,400 26,600 26,600 26,600
INTUIT COM 46120210 23,936,298 265,590 264,990 100 500 260,590 500 4,500
INVACARE CORP COM 46120310 2,825,281 105,618 105,538 80 105,618
INVESTMENT TECHNOLOG COM 46145F10 5,265,094 163,894 163,894 161,994 1,900
INVESTORS FINL SERVI COM 46191510 2,416,560 60,414 60,414 60,414
IOMEGA CORP COM 46203010 4,786,401 969,496 953,396 1,100 15,000 954,496 15,000
IONICS INC COM 46221810 2,959,091 81,071 79,771 750 550 80,521 550
IPALCO ENTERPRISES I COM 46261310 9,931,745 468,766 460,766 8,000 462,266 6,500
IRON MTN INC DEL COM 46284P10 5,763,672 201,351 75,343 126,008 201,351
IRWIN FINL CORP COM 46411910 1,067,586 54,748 54,748 54,748
ISIS PHARMACEUTICALS COM 46433010 1,187,274 116,548 116,548 116,548
ISTITUTO BANC SAN PA SPONSORED 46522410 1,631,932 59,343 6,100 51,676 1,567 57,776 1,567
ISTITUTO NAZIONALE D SPONSORED 46523410 1,076,010 46,280 3,500 42,780 46,280
IT GROUP INC COM 46526610 366,550 22,821 22,821 22,821
I2 TECHNOLOGIES INC COM 46575410 4,488,942 104,394 103,894 500 103,994 400
IVAX CORP COM 46582310 9,356,046 662,375 662,375 654,275 8,100
IVEX PACKAGING CORP COM 46585510 1,962,400 89,200 89,200 89,200
IVILLAGE INC COM 46588H10 1,165,800 23,200 23,200 23,200
JDN RLTY CORP COM 46591710 6,201,701 277,171 277,171 277,171
JDA SOFTWARE GROUP I COM 46612K10 753,219 80,887 80,887 80,887
JLG INDS INC COM 46621010 6,372,546 312,763 312,763 312,763
JP REALTY INC COM 46624A10 1,461,320 71,069 71,069 71,069
JSB FINANCIAL INC COM 46624M10 2,148,196 42,225 37,425 1,000 3,800 38,425 3,800
JABIL CIRCUIT INC COM 46631310 17,660,481 391,368 390,968 400 385,068 400 5,900
JACOBS ENGR GROUP IN COM 46981410 5,669,334 149,193 148,793 400 147,493 1,700
JEFFBANKS INC COM 47231710 1,022,622 35,961 35,961 35,961
JEFFERIES GROUP INC COM 47231910 3,343,961 115,309 115,309 115,309
JEFFERSON SVGS BANCO COM 47490010 367,257 26,469 22,900 3,569 26,469
JEFFERSON PILOT CORP COM 47507010 104,536,939 1,579,418 1,564,637 6,825 7,956 1,423,681 11,056 144,681
JEFFERSON SMURFIT GR SPONSORED 47508W10 1,291,197 54,800 2,200 46,950 5,650 49,150 5,650
JO-ANN STORES INC CL A 47758P10 872,010 58,134 58,134 58,134
Subtotal Page 299,491,315
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 41
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JOHN NUVEEN CO CL A 47803510 1,582,705 37,077 36,727 350 37,077
JOHNS MANVILLE CORP COM 47812910 1,801,294 129,823 129,823 129,523 300
JOHNSON & JOHNSON COM 47816010 2,288,132,910 23,348,295 21,505,204 1,118,228 724,863 20,317,461 1,328,763 1,688,005
JOHNSON CTLS INC COM 47836610 100,925,965 1,456,111 1,447,311 5,300 3,500 1,331,064 5,000 120,047
JONES APPAREL GROUP COM 48007410 22,115,525 644,542 642,030 2,512 634,240 10,302
JONES LANG LASALLE I COM 48020Q10 3,890,466 130,500 130,500 130,500
JONES INTERCABLE INC CL A 48020620 4,648,532 94,868 93,318 1,550 94,868
JONES PHARMA INC COM 48023610 4,380,075 111,240 110,940 300 111,240
JOSTENS INC COM 48108810 10,907,546 517,878 517,378 500 465,492 17,254 35,132
JOURNAL REGISTER CO COM 48113810 1,573,312 69,925 69,925 69,925
JUNO LTG INC COM 48204710 2,128,364 86,872 86,672 200 86,872
JUST FOR FEET INC COM 48213P10 687,233 106,763 106,763 106,763
JUSTIN INDS INC COM 48217110 1,211,027 86,893 86,893 86,893
KLA-TENCORP CORP COM 48248010 80,852,998 1,246,289 1,244,189 2,100 1,161,389 1,700 83,200
K MART CORP COM 48258410 125,269,336 7,592,081 7,578,931 13,150 6,971,964 8,400 609,567
KN ENERGY INC COM 48262010 5,240,365 391,803 385,432 2,246 4,125 382,728 4,125 4,950
K V PHARMACEUTICAL C CL B CONV 48274010 582,945 36,721 36,721 36,721
KAISER ALUMINUM CORP COM 48300710 1,154,504 130,085 130,085 130,085
KAMAN CORP CL A 48354810 1,838,092 117,173 117,173 117,173
KANSAS CITY LIFE INS COM 48483610 1,691,706 39,342 39,342 39,342
KANSAS CITY PWR & LT COM 48513410 10,789,713 423,126 419,426 3,700 418,226 4,900
KANSAS CITY SOUTHN I COM 48517010 101,028,626 1,583,223 1,519,235 3,700 60,288 1,377,635 111,688 93,900
KAUFMAN & BROAD HOME COM 48616810 32,317,898 1,299,212 1,299,212 1,252,820 46,392
KAYDON CORP COM 48658710 6,727,051 200,061 199,261 800 197,961 2,100
KEANE INC COM 48666510 7,713,179 340,914 327,164 300 13,450 322,164 13,450 5,300
KEEBLER FOODS CO COM 48725610 6,499,550 213,100 213,100 211,400 1,700
KELLOGG CO COM 48783610 182,862,933 5,541,301 5,528,856 8,320 4,125 4,961,376 197,825 382,100
KELLSTROM INDS INC COM 48803510 1,525,061 83,565 73,400 10,165 73,400 10,165
KELLWOOD CO COM 48804410 3,560,047 131,246 131,246 131,246
KELLY SVCS INC CL A 48815220 4,275,580 133,092 129,289 3,803 130,617 2,475
KEMET CORP COM 48836010 4,316,147 188,174 188,174 188,174
KENNAMETAL INC COM 48917010 4,990,442 160,982 160,507 475 158,982 2,000
KENT ELECTRS CORP COM 49055310 3,334,597 168,312 168,312 168,312
KERAVISION INC COM 49206110 246,675 14,300 10,300 4,000 10,300 4,000
KERR MCGEE CORP COM 49238610 194,863,222 3,882,743 1,261,867 2,616,876 4,000 1,186,428 2,619,785 76,530
KEY ENERGY SVCS INC COM 49291410 775,276 217,652 217,652 217,652
Subtotal Page 3,226,440,897
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 42
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KEYCORP NEW COM 49326710 220,134,185 6,852426 6,808,681 22,205 21,540 6,241,746 32,340 555,796
KEYSTONE AUTOMOTIVE COM 49338N10 1,148,487 66100 66,100 66,100
KEYSTONE FINANCIAL I COM 49348210 8,439,980 285501 285,501 281,701 3,800
KILROY RLTY CORP COM 49427F10 3,542,126 145318 143,444 1,874 143,444 1,874
KIMBALL INTL INC CL B 49427410 2,944,890 174512 174,512 174,512
KIMBERLY CLARK CORP COM 49436810 494,809,362 8,680,866 8,277459 247,442 155,965 7,611,375 407,951 661,540
KIMCO REALTY CORP COM 49446R10 10,360,638 260,645 260445 200 260,345 300
KING PHARMACEUTICALS COM 49558210 1,110,037 42,900 42900 42,900
KING WORLD PRODTNS I COM 49566710 35,081,967 1,007,755 1,005255 2,500 936,655 2,100 69,000
KINROSS GOLD CORP COM 49690210 614,405 364,200 364200 364,200
KIRBY CORP COM 49726610 1,988,908 93,874 93874 93,874
KITTY HAWK INC COM 49832610 390,600 49,600 49600 49,600
KNOLL INC COM 49890410 3,689,586 138,576 138576 138,576
KNIGHT RIDDER INC COM 49904010 70,854,056 1,286,805 1,286505 300 1,188,805 2,600 95,400
KNIGHT TRANSN INC COM 49906410 540,787 25,300 25300 25,300
KNIGHT/TRIMARK GROUP CL A 49906710 6,121,350 100,350 99600 750 99,550 800
KOGER EQUITY INC COM 50022810 2,672,996 144,980 144980 144,980
KOHLS CORP COM 50025510 173,412,856 2,255,777 2,253015 2,512 250 2,029,627 76,250 149,900
KOMAG INC COM 50045310 775,882 234,264 234264 234,264
KONINKLIJKE AHOLD N SPNSRD ADR 50046730 586,201 16,930 2600 14,330 16,930
KONOVER PPTY TR INC COM 50047R10 365,904 40,656 40656 40,656
KONINKLIJKE PHILIPS SPNSRD ADR 50047220 2,976,316 29,505 3704 20,725 5,076 24,429 5,076
KOPIN CORP COM 50060010 1,615,747 67,500 41700 1,500 24,300 43,200 24,300
KORN FERRY INTL COM NEW 50064320 494,700 29,100 29100 29,100
KROGER CO COM 50104410 371,784,869 13,307,974 13,292678 9,400 5,896 11,983,248 394,096 930,630
KROLL O GARA CO COM 50105010 867,036 39,300 39300 39,300
KRONOS INC COM 50105210 2,518,197 55,345 55345 55,345
KULICKE & SOFFA INDS COM 50124210 2,954,333 110,187 110187 110,187
KYOCERA CORP ADR 50155620 1,128,913 18,835 1900 15,935 1,000 17,835 1,000
LCA-VISION INC COM NEW 50180320 366,436 39,351 39351 39,351
LG&E ENERGY CORP COM 50191710 15,685,257 746,917 725353 16,114 5,450 731,432 5,450 10,035
LTV CORP NEW COM 50192110 3,248,648 490,362 490362 490,362
LHS GROUP INC COM 50193810 1,827,241 55,162 55162 55,162
LNR PPTY CORP COM 50194010 2,644,493 123,719 123719 123,719
LSI LOGIC CORP COM 50216110 95,288,207 2,065,869 2,062769 3,100 1,928,069 2,700 135,100
LTC PPTYS INC COM 50217510 1,716,195 132,015 132015 132,015
Subtotal Page 1,544,701,791
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 43
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LTX CORP COM 50239210 2,981,901 224,001 22,500 201,501 22,500 201,501
L-3 COMMUNICATIONS H COM 50242410 2,744,121 56,800 56,800 56,400 400
LA Z BOY INC COM 50533610 9,466,110 411,570 411,570 411,570
LABORATORY CORP AMER COM 50540R10 637,675 221,800 221,800 221,800
LABOR READY INC COM NEW 50540120 3,532,717 108,699 108,699 108,699
LACLEDE GAS CO COM 50558810 1,995,547 85,830 85,830 85,830
LAFARGE CORP COM 50586210 5,027,447 141,870 141,870 141,470 400
LAIDLAW INC COM 50730K50 29,810,974 4,042,166 4,040,066 2,100 3,757,266 4,100 280,800
LAM RESH CORP COM 51280710 9,240,431 197,923 197,923 197,923
LAMAR ADVERTISING CO CL A 51281510 5,164,038 126,146 126,146 125,746 400
LANCASTER COLONY COR COM 51384710 14,114,571 409,118 409,118 403,787 5,331
LANCE INC COM 51460610 2,318,984 148,415 148,415 146,415 2,000
LANDAUER INC COM 51476K10 973,500 33,000 33,000 33,000
LANDAMERICA FINL GRO COM 51493610 7,354,250 255,800 255,800 255,800
LANDRYS SEAFOOD REST COM 51508L10 909,976 113,747 113,747 113,747
LANDS END INC COM 51508610 5,723,169 118,923 118,923 116,923 2,000
LANDSTAR SYS INC COM 51509810 1,755,142 48,627 48,627 48,627
LASALLE HOTEL PPTYS COM SH BEN 51794210 1,235,678 80,700 80,700 80,700
LASER VISION CTRS IN COM 51807H10 957,600 15,200 15,200 15,200
LASON INC COM 51808R10 9,671,912 194,900 194,900 194,900
LATTICE SEMICONDUCTO COM 51841510 20,514,674 329,553 328,653 900 328,653 900
LAUDER ESTEE COS INC CL A 51843910 13,552,797 270,380 264,280 6,100 263,080 6,100 1,200
LAWSON PRODS INC COM 52077610 966,752 38,383 38,383 38,383
LEAP WIRELESS INTL I COM 52186310 620,682 30,651 29,395 1,056 200 30,081 200 370
LEAR CORP COM 52186510 19,899,005 399,980 394,279 4,751 950 393,830 950 5,200
LEARNING TREE INTL I COM 52201510 477,739 43,681 43,681 43,681
LEE ENTERPRISES INC COM 52376810 8,514,105 279,151 270,951 8,200 276,251 2,900
LEGATO SYS INC COM 52465110 16,026,260 277,511 273,236 2,675 1,600 272,711 1,600 3,200
LEGGETT & PLATT INC COM 52466010 31,867,128 1,145,805 1,071,964 49,341 24,500 1,105,705 24,500 15,600
LEGG MASON INC COM 52490110 8,834,595 229,470 229,470 228,870 600
LEHMAN BROS HLDGS IN COM 52490810 182,218,216 2,933,090 2,930,018 2,972 100 2,784,490 2,400 146,200
LENNAR CORP COM 52605710 3,995,280 166,470 166,470 166,470
LEUCADIA NATL CORP COM 52728810 3,959,210 156,028 156,028 155,528 500
LEVEL 3 COMMUNICATIO COM 52729N10 75,160,986 1,251,390 1,247,190 1,600 2,600 1,244,090 2,600 4,700
LEVEL ONE COMMUNICAT COM 52729510 9,413,912 192,368 192,368 191,968 400
LEXINGTON CORP PPTYS COM 52904310 620,775 53,400 53,400 53,400
Subtotal Page 512,257,859
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 44
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEXMARK INTL GROUP I CL A 52977110 124,512,749 1,900,958 1,895,478 5,480 1,866,948 34,010
LIBBEY INC COM 52989810 2,252,343 77,667 77,667 77,667
LIBERTY CORP S C COM 53037010 3,269,291 59,987 59,987 59,987
LIBERTY FINL COS INC COM 53051210 1,686,337 57,900 57,900 57,900
LIBERTY PPTY TR SH BEN INT 53117210 12,100,294 486,444 484,144 1,100 1,200 484,544 1,200 700
LIFE USA HLDG INC COM NEW 53191820 1,986,869 98,117 98,117 98,117
LIFECORE BIOMEDICAL COM 53218710 363,457 31,605 31,605 31,605
LIFEPOINT HOSPITALS COM 53219L10 1,739,554 129,460 128,935 525 121,409 8,051
LIGAND PHARMACEUTICA CL B 53220K20 2,401,909 215,902 202,302 7,900 5,700 210,202 5,700
LILLY ELI & CO COM 53245710 1,199,860,495 16,751,979 16,632,355 89,525 30,099 14,820,656 559,599 1,360,865
LILLY INDS INC CL A 53249110 2,100,216 113,146 103,933 9,213 103,933 9,213
LIMITED INC COM 53271610 136,928,500 3,017,708 3,009,658 8,050 2,740,957 3,000 272,561
LINCARE HLDGS INC COM 53279110 7,701,700 308,068 307,868 200 302,768 5,300
LINCOLN ELEC HLDGS I COM 53390010 4,505,900 219,800 219,800 219,800
LINCOLN NATL CORP IN COM 53418710 160,759,274 3,073,086 3,053,652 16,234 3,200 2,803,368 9,300 260,418
LINDSAY MFG CO COM 53555510 1,664,456 94,776 52,026 12,750 30,000 64,776 30,000
LINEAR TECHNOLOGY CO COM 53567810 112,115,770 1,667,149 1,102,696 456,835 107,618 1,547,031 107,618 12,500
LINENS N THINGS INC COM 53567910 18,984,437 433,930 428,660 3,070 2,200 431,330 2,200 400
LIPOSOME CO INC COM 53631010 3,651,345 190,920 190,920 190,920
LITTELFUSE INC COM 53700810 1,728,650 89,800 80,400 9,400 80,400 9,400
LITTON INDS INC COM 53802110 20,316,453 281,442 277,188 3,154 1,100 264,444 1,100 14,938
LIZ CLAIBORNE INC COM 53932010 38,342,812 1,050,488 1,048,648 1,040 800 954,609 2,100 93,779
LOCAL FINL CORP COM 53955310 914,425 92,600 92,600 92,600
LOCKHEED MARTIN CORP COM 53983010 2,183,092,497 58,606,510 5,799,425 52,805,749 1,336 5,203,730 293,578 53,109,202
LODGIAN INC COM 54021P10 465,560 70,948 70,948 70,948
LOEWS CORP COM 54042410 149,535,251 1,889,861 1,887,436 2,325 100 1,870,861 100 18,900
LONE STAR INDS INC COM NEW 54229040 3,390,571 90,266 90,266 90,266
LONE STAR STEAKHOUSE COM 54230710 2,501,563 257,389 257,389 254,789 2,600
LONE STAR TECHNOLOGI COM 54231210 1,859,472 104,759 104,759 104,759
LONG BEACH FINL CORP COM 54244610 1,204,040 81,980 81,980 81,980
LONGS DRUG STORES CO COM 54316210 19,485,468 563,783 562,983 800 526,083 1,700 36,000
LONGVIEW FIBRE CO COM 54321310 5,593,437 357,980 342,980 15,000 339,580 15,000 3,400
LOUIS DREYFUS NAT GA COM 54601110 3,379,821 156,749 156,749 156,749
LOUISIANA PAC CORP COM 54634710 39,199,288 1,641,855 1,635,503 2,850 3,502 1,505,017 5,502 131,336
LOWES COS INC COM 54866110 312,822,617 5,518,419 5,092,195 420,834 5,390 4,765,394 404,125 348,900
LUBRIZOL CORP COM 54927110 10,139,316 372,085 370,535 350 1,200 353,542 1,200 17,343
Subtotal Page 4,592,556,137
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 45
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LUBYS INC COM 54928210 1,705,395 113,693 113,693 113,693
LUCENT TECHNOLOGIES COM 54946310 3,528,813,663 52,327,560 49,263,872 2,217,621 846,067 46,232,467 2,281,087 3,789,250
LUFKIN INDS INC COM 54976410 424,000 21,200 21,200 21,200
LYCOS INC COM 55081810 19,469,047 211,908 211,246 562 100 211,408 100 400
LYDALL INC DEL COM 55081910 708,032 61,568 61,568 61,568
LYONDELL CHEMICAL CO COM 55207810 7,600,683 368,518 366,018 300 2,200 358,518 2,200 7,800
M & T BK CORP COM 55261F10 15,016,650 27,303 24,303 3,000 24,203 3,000 100
MAF BANCORP INC COM 55261R10 2,919,651 120,398 120,398 120,398
MBIA INC COM 55262C10 96,363,734 1,488,243 1,478,843 9,000 400 1,361,600 2,200 124,443
MBNA CORP COM 55262L10 359,524,974 11,739,591 11,673,974 33,723 31,894 10,490,390 268,494 978,297
MCN ENERGY GROUP INC COM 55267J10 11,643,364 561,126 558,934 2,192 551,826 9,300
M D C HLDGS INC COM 55267610 4,585,950 213,300 213,300 213,300
MCI WORLDCOM INC COM 55268B10 2,634,095,503 30,606,952 29,892,204 563,504 151,244 27,556,722 742,155 2,291,950
MDU RES GROUP INC COM 55269010 9,765,680 428,094 422,244 4,500 1,350 426,744 1,350
MEMC ELECTR MATLS IN COM 55271510 14,608,130 1,198,665 95,555 1,103,110 9,5555 1,103,110
MGC COMMUNICATIONS I COM 55276330 546,000 21,000 21,000 21,000
MGIC INVT CORP WIS COM 55284810 72,242,794 1,485,713 1,477,682 8,031 1,375,813 2,100 107,800
MGI PPTYS INC COM 55288510 2,138,779 75,709 69,709 6,000 69,709 6,000
MGM GRAND INC COM 55295310 4,578,266 93,434 93,032 402 93,345 89
MMC NETWORKS INC COM 55308N10 5,839,875 130,500 130,500 130,500
MMI COS INC COM 55308710 1,296,084 76,805 76,805 76,805
MRV COMMUNICATIONS I COM 55347710 1,340,167 102,108 102,108 102,108
MSC INDL DIRECT INC CL A 55353010 1,492,625 145,622 145,622 145,622
M S CARRIERS INC COM 55353310 4,243,714 143,098 143,098 143,098
MTS SYS CORP COM 55377710 1,204,465 98,832 98,832 98,832
MTI TECHNOLOGY CORP COM 55390310 1,580,502 121,000 121,000 121,000
MACDERMID INC COM 55427310 2,996,460 64,440 64,440 64,440
MACERICH CO COM 55438210 3,862,792 147,154 144,154 2,800 200 146,954 200
MACK CALI RLTY CORP COM 55448910 8,737,877 282,441 281,441 1,000 280,841 1,000 600
MACROCHEM CORP DEL COM 55590310 446,462 75,200 38,200 37,000 38,200 37,000
MACROVISION CORP COM 55590410 1,238,282 16,538 16,538 16,538
MACROMEDIA INC COM 55610010 5,892,636 167,167 166,497 670 166,767 400
MADISON GAS & ELEC C COM 55749710 1,726,387 84,214 82,207 1,557 450 83,764 450
MAGELLAN HEALTH SVCS COM 55907910 1,289,920 128,992 128,992 128,992
MAGNETEK INC COM 55942410 1,759,618 166,599 166,599 164,499 2,100
MAHONING NATL BANCOR COM 56009010 770,000 17,600 17,600 17,600
Subtotal Page 6,832,468,161
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 46
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MAIL-WELL INC COM 56032120 2,693,549 166,402 166,402 166,402
MAKER COMMUNICATIONS COM 56087510 734,700 23,700 21,200 2,500 23,700
MALLINCKRODT INC NEW COM 56123210 41,264,927 1,134,431 1,132,308 698 1,425 1,036,535 6,825 90,591
MANITOWOC INC COM 56357110 12,908,037 310,103 310,103 310,103
MANNATECH INC COM 56377110 262,237 25,900 25,900 25,900
MANPOWER INC COM 56418H10 10,928,214 483,015 482,615 400 452,643 30,012
MANUFACTURED HOME CM COM 56468210 2,903,212 111,662 111,662 111,662
MAPICS INC COM 56491010 576,685 54,600 54,600 54,600
MANUGISTICS GROUP IN COM 56501110 1,283,032 88,485 88,485 88,485
MARCUS CORP COM 56633010 1,385,863 112,562 112,562 112,562
MARIMBA INC COM 56781Q10 637,512 12,100 12,100 12,100
MARINE DRILLING COS COM PAR $ 56824020 4,020,090 293,716 286,616 7,100 293,716
MARK IV INDS INC COM 57038710 7,141,179 338,044 338,044 334,106 3,938
MARKEL CORP COM 57053510 3,550,569 18,987 18,987 18,987
MARKETING SVCS GROUP COM 57090710 597,063 22,800 22,800 22,800
MARSH & MCLENNAN COS COM 57174810 336,376,945 4,444,316 3,977,697 346,152 120,467 3,993,330 127,267 323,719
MARSHALL & ILSLEY CO COM 57183410 38,386,426 596,294 595,394 900 588,066 8,228
MARRIOTT INTL INC NE CL A 57190320 131,441,857 3,516,839 3,491,239 25,600 3,209,417 5,900 300,822
MARSHALL INDS COM 57239310 2,872,947 79,944 79,844 100 79,944
MARTIN MARIETTA MATL COM 57328410 51,636,505 875,195 268,448 606,747 264,846 606,747 3,602
MARVEL ENTERPRISES I COM 57383M10 281,725 38,200 38,200 38,200
MASCO CORP COM 57459910 143,216,419 4,959,876 4,912,489 22,197 25,190 4,508,555 32,590 418,731
MASCOTECH INC COM 57467010 2,712,291 160,140 160,140 160,140
MASTECH CORP COM 57632N10 3,664,841 196,770 195,670 1,100 196,770
MASTEC INC COM 57632310 1,663,727 58,893 58,893 58,893
MATRIA HEALTHCARE IN COM 57681710 345,825 47,700 47,700 47,700
MATTEL INC COM 57708110 162,865,496 6,234,086 6,200,129 25,709 8,248 5,723,458 18,248 492,380
MATTHEWS INTL CORP CL A 57712810 1,953,709 65,948 65,948 65,948
MATTSON TECHNOLOGY I COM 57722310 441,875 35,000 35,000 35,000
MAXIM INTEGRATED PRO COM 57772K10 46,760,871 703,171 688,221 13,800 1,150 691,321 1,150 10,700
MAXTOR CORP COM NEW 57772920 648,495 128,900 128,900 128,900
MAXXIM MED INC COM 57777G10 1,701,776 73,000 73,000 73,000
MAY DEPT STORES CO COM 57777810 290,805,432 7,114,506 6,230,564 583,118 300,824 6,365,649 307,624 441,233
MAXXAM INC COM 57791310 1,840,701 28,538 28,538 28,138 400
MAXIMUS INC COM 57793310 1,239,125 43,100 43,100 43,100
MAYTAG CORP COM 57859210 298,696,715 4,278,587 1,306,213 7,250 2,965,124 1,194,062 2,981,024 103,501
Subtotal Page 1,610,440,572
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 47
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCCLATCHY CO CL A 57948910 4,749,098 143,369 143,369 143,369
MCCORMICK & CO INC COM NON V 57978020 13,003,417 411,996 405,796 6,200 406,396 5,600
MCDERMOTT INTL INC COM 58003710 22,734,272 804,753 802,590 2,163 733,026 100 69,837
MCDONALDS CORP COM 58013510 877,195,468 21,329,981 20,257,784 706,133 366,064 19,220,554 398,764 1,688,569
MCGRATH RENTCORP COM 58058910 576,520 28,826 28,826 28,826
MCGRAW HILL COS INC COM 58064510 175,033,008 3,245,138 3,089,656 45,482 110,000 2,856,992 148,500 239,646
MCKESSON HBOC INC COM 58155Q10 130,420,758 4,051,970 4,048,573 3,397 3,596,861 135,546 318,683
MCLEODUSA INC COM 58226610 9,945,045 180,819 180,719 100 180,319 500
MCMORAN EXPLORATION COM 58241110 394,285 17,771 16,924 847 16,924 847
MCWHORTER TECHNOLOGI COM 58280310 263,489 18,251 18,251 18,251
MEAD CORP COM 58283410 64,984,668 1,556,519 1,555,019 700 800 1,425,431 2,900 126,918
MEDALLION FINL CORP COM 58392810 958,818 50,300 50,300 50,300
MEDAPHIS CORP COM 58402810 2,034,608 353,845 353,845 353,845
MEDCO RESH INC COM 58405910 269,981 10,285 10,285 10,285
MEDIAONE GROUP INC COM 58440J10 1,267,015,238 17,035,499 8,914,460 7,995,773 125,266 8,762,590 7,699,709 573,200
MEDIAONE GROUP INC PFD CV SER 58440J20 3,439,983 22,962 15,925 7,037 15,925 7,037
MEDIA GEN INC CL A 58440410 8,304,483 162,833 162,833 161,133 1,700
MEDICAL ASSURN INC COM 58449U10 3,263,101 115,508 115,508 115,508
MEDICAL MANAGER CORP COM 58461C10 2,137,850 48,313 48,313 48,313
MEDICIS PHARMACEUTIC CL A NEW 58469030 12,656,339 498,772 498,577 195 498,772
MEDIMMUNE INC COM 58469910 35,019,568 516,894 516,694 200 512,494 200 4,200
MEDQUIST INC COM 58494910 6,327,125 144,620 144,620 144,620
MEDITRUST CORP PAIRED CTF 58501T30 7,117,967 544,937 534,060 8,536 2,341 538,154 2,341 4,442
MEDPARTNERS INC NEW COM 58503X10 5,786,527 771,537 770,237 1,300 705,237 59,800
MEDTRONIC INC COM 58505510 661,426,017 8,493,432 8,397,444 76,413 19,575 7,653,771 299,125 540,536
MELLON BK CORP COM 58550910 266,701,900 7,332,011 7,280,031 35,400 16,580 6,814,831 29,080 488,100
MEMBERWORKS INC COM 58600210 1,535,811 52,959 52,754 205 52,959
MENS WEARHOUSE INC COM 58711810 2,629,713 103,126 103,126 103,126
MENTOR CORP MINN COM 58718810 1,789,192 96,064 95,964 100 96,064
MENTOR GRAPHICS CORP COM 58720010 5,444,049 424,918 424,388 530 420,618 4,300
MERCANTILE BANCORPOR COM 58734210 124,284,634 2,175,661 2,169,115 6,396 150 2,025,761 3,550 146,350
MERCANTILE BANKSHARE COM 58740510 14,070,724 397,759 394,159 3,600 388,709 3,600 5,450
MERCHANTS N Y BANCOR COM 58916710 1,051,431 31,386 31,386 31,386
MERCK & CO INC COM 58933110 2,999,412,188 40,739,045 37,101,578 1,886,388 1,751,079 34,884,762 2,878,617 2,954,676
MERCURY GENL CORP NE COM 58940010 3,656,088 107,532 98,932 8,600 98,532 8,600 400
MERCURY INTERACTIVE COM 58940510 5,102,560 144,242 140,972 470 2,800 141,442 2,800
Subtotal Page 6,740,735,923
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 48
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEREDITH CORP COM 58943310 23,852,504 688,881 684,377 2,300 2,204 634,577 2,904 51,400
MERIDIAN RESOURCE CO COM 58977Q10 734,781 189,621 189,621 189,621
MERISTAR HOSPITALITY COM 58984Y10 16,605,848 740,110 739,710 400 740,110
MERISEL INC COM 58984910 772,574 338,700 338,700 338,700
MERIDIAN GOLD INC COM 58997510 228,937 49,500 49,500 49,500
MERITOR AUTOMOTIVE I COM 59000G10 16,392,726 642,852 638,744 1,971 2,137 627,149 2,137 13,566
MERRILL CORP COM 59017510 893,417 61,615 61,615 61,615
MERRILL LYNCH & CO I COM 59018810 4,334,825,506 54,526,107 6,254,591 48,267,116 4,400 5,795,185 48,257,324 472,798
MESA AIR GROUP INC COM 59047910 539,648 71,800 71,800 71,800
MESABA HLDGS INC COM 59066B10 615,289 48,258 48,258 48,258
METALS USA INC COM 59132410 1,906,125 149,500 149,500 149,500
METAMOR WORLDWIDE IN COM 59133P10 3,339,805 138,800 138,800 138,800
METHODE ELECTRS INC CL A 59152020 3,823,647 167,154 167,154 167,154
METRIS COS INC COM 59159810 27,778,052 681,670 681,670 681,670
METRO GOLDWYN MAYER COM 59161010 1,872,450 102,600 102,600 102,600
METRO INFORMATION SE COM 59162P10 874,292 52,589 52,589 52,589
METROMEDIA FIBER NET CL A 59168910 10,357,043 288,200 288,200 287,200 1,000
METROMEDIA INTL GROU COM 59169510 1,779,967 237,329 237,329 237,329
METRO NETWORKS INC COM 59191810 1,629,592 30,531 30,531 30,531
METTLER TOLEDO INTER COM 59268810 4,110,600 161,200 161,200 161,200
METZLER GROUP INC COM 59290310 2,311,963 83,691 83,651 40 83,691
MICHAEL FOOD INC NEW COM 59407910 2,952,963 125,658 125,658 125,658
MICHAELS STORES INC COM 59408710 3,587,351 117,138 117,138 117,138
MICREL INC COM 59479310 4,389,162 59,313 59,313 59,313
MICROS SYS INC COM 59490110 2,427,124 71,386 71,386 71,386
MICROSOFT CORP COM 59491810 7,369,428,415 81,712,757 79,498,205 1,353,125 861,427 72,062,581 3,266,127 6,340,489
MICROSTRATEGY INC CL A 59497210 902,371 23,825 22,600 1,225 23,825
MICRO WHSE INC COM 59501B10 4,197,389 234,819 234,819 232,519 2,300
MICROCHIP TECHNOLOGY COM 59501710 16,072,110 339,253 339,193 60 335,353 3,900
MICROMUSE INC COM 59509410 3,629,653 72,775 65,700 5,445 1,630 71,145 1,630
MICRON ELECTRONICS I COM 59510010 1,578,908 156,918 156,918 156,918
MICRON TECHNOLOGY IN COM 59511210 147,617,761 3,644,883 3,638,334 5,475 1,074 3,330,868 5,974 306,281
MID-AMER APT CMNTYS COM 59522J10 2,369,595 102,469 102,469 102,469
MID ATLANTIC MED SVC COM 59523C10 2,077,226 210,352 210,352 210,352
MID-STATE BANCSHARES COM 59544010 502,875 14,900 14,900 14,900
MIDAMERICAN ENERGY H COM 59562V10 9,356,783 270,232 269,987 245 264,432 5,800
Subtotal Page 12,026,334,452
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 49
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MIDAS GROUP INC COM 59562610 2,179,114 76,797 76,797 76,797
MID AMER BANCORP COM 59591510 951,116 38,624 38,624 38,624
MIDLAND CO COM 59748610 499,887 19,700 19,700 19,700
MIDWEST EXPRESS HLDG COM 59791110 5,784,148 170,122 170,122 170,122
MIDWAY GAMES INC COM 59814810 1,655,353 127,955 127,955 127,955
MIKASA INC COM 59862T10 255,651 22,600 22,600 22,600
MILACRON INC COM 59870910 12,003,725 648,850 648,550 300 579,686 68,234
MILLENNIUM PHARMACEU COM 59990210 5,361,732 148,937 146,337 100 2,500 146,437 2,500
MILLENNIUM CHEMICALS COM 59990310 7,263,457 308,270 308,270 307,370 900
MILLER HERMAN INC COM 60054410 9,740,220 463,820 463,320 500 457,320 6,500
MILLER INDS INC TENN COM 60055110 686,116 174,274 174,274 174,274
MILLIPORE CORP COM 60107310 25,609,305 631,362 630,302 460 600 570,462 20,700 40,200
MILLS CORP COM 60114810 3,187,815 146,992 146,992 146,992
MINDSPRING ENTERPRIS COM 60268310 7,041,176 158,900 158,900 158,700 200
MINE SAFETY APPLIANC COM 60272010 1,167,104 18,236 18,236 18,236
MINERALS TECHNOLOGIE COM 60315810 42,446,811 760,532 128,141 632,391 126,741 632,391 1,400
MINIMED INC COM 60365K10 5,671,180 73,712 73,712 73,512 200
MINNESOTA MNG & MFG COM 60405910 2,368,192,221 27,240,326 6,252,669 20,657,392 330,265 6,080,613 20,667,110 486,094
MINNESOTA PWR INC COM 60411010 16,528,566 831,626 822,458 8,168 1,000 825,026 1,000 5,600
MIPS TECHNOLOGIES IN CL A 60456710 1,835,987 38,300 38,300 38,300
MIRAGE RESORTS INC COM 60462E10 43,396,352 2,590,827 2,583,077 7,750 2,425,627 2,500 162,700
MISSISSIPPI CHEM COR COM NEW 60528820 1,244,171 126,801 126,801 126,801
MISSISSIPPI VY BANCS COM 60572010 905,372 27,332 27,332 27,332
MITCHELL ENERGY & DE CL A 60659220 2,023,858 104,798 104,798 104,798
MOBIL CORP COM 60705910 1,279,849,177 12,960,498 12,005,890 549,434 405,174 11,554,547 422,374 972,959
MODINE MFG CO COM 60782810 4,977,785 152,871 152,871 150,971 1,900
MODIS PROFESSIONAL S COM 60783010 10,218,817 753,489 751,158 2,331 726,789 26,700
MOHAWK INDS INC COM 60819010 14,307,171 471,018 470,568 450 466,518 4,500
MOLECULAR DEVICES CO COM 60851C10 426,000 11,360 11,360 11,360
MOLEX INC COM 60855410 21,697,836 586,428 584,847 800 781 574,171 781 11,476
MOLEX INC CL A 60855420 522,553 16,589 15,481 1,108 16,589
MONACO COACH CORP COM 60886R10 2,579,974 60,975 60,975 60,975
MONDAVI ROBERT CORP CL A 60920010 1,756,512 48,289 48,289 48,289
MONSANTO CO COM 61166210 360,305,534 9,107,364 9,039,429 29,445 38,490 8,314,796 38,490 754,078
MONTANA POWER CO COM 61208510 22,800,828 323,416 319,028 3,088 1,300 317,816 1,300 4,300
MONY GROUP INC COM 61533710 1,984,024 60,813 60,500 313 60,813
Subtotal Page 4,287,056,648
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 50
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MOOG INC CL A 61539420 534,943 15,562 15,562 15,562
MOORE LTD COM 61578510 274,741 32,805 30,805 2,000 19,100 13,705
MORGAN J P & CO INC COM 61688010 555,548,380 3,954,081 3,637,368 177,212 139,501 3,562,777 143,201 242,047
MORGAN KEEGAN INC COM 61741010 2,412,573 127,400 127,400 127,400
MORGAN STANLEY DEAN COM NEW 61744644 855,469,582 8,335,879 8,231,026 95,981 8,872 7,772,182 21,672 542,025
MORRISON KNUDSEN COR COM 61844A10 1,770,013 171,646 168,346 3,300 171,646
MORTONS RESTAURANT G COM 61942910 487,987 25,600 22,300 3,300 25,600
MOTIVEPOWER INDS INC COM 61980K10 4,857,637 262,575 262,575 262,575
MOTOROLA INC COM 62007610 926,383,446 9,777,134 9,047,264 468,919 260,951 8,749,890 274,051 745,417
MOVADO GROUP INC COM 62458010 1,068,637 41,300 41,300 41,300
MUELLER INDS INC COM 62475610 6,179,248 182,080 182,080 182,080
MURPHY OIL CORP COM 62671710 15,179,799 310,985 294,785 8,100 8,100 285,279 8,100 17,606
MUSICLAND STORES COR COM 62758B10 8,950,368 942,144 942,144 942,144
MYERS INDS INC COM 62846410 1,757,600 87,880 87,880 87,880
MYLAN LABS INC COM 62853010 24,191,028 912,869 903,669 6,550 2,650 897,219 2,650 13,000
NBT BANCORP INC COM 62877810 1,186,048 57,856 57,856 57,856
NBTY INC COM 62878210 1,690,988 260,152 260,152 260,152
NCH CORP COM 62885010 1,016,631 20,538 20,538 20,138 400
NCI BUILDING SYS INC COM 62885210 2,164,347 101,256 100,856 400 101,256
NCO GROUP INC COM 62885810 5,633,576 148,252 147,852 400 148,252
NCR CORP NEW COM 62886E10 30,776,649 630,514 595,106 34,802 605 621,982 605 7,926
NS GROUP INC COM 62891610 407,777 44,084 44,084 44,084
NFO WORLDWIDE INC COM 62910N10 1,060.556 75,754 75,754 75,754
NL INDS INC COM NEW 62915640 1,144,284 102,857 102,857 102,857
NPC INTERNATIONAL IN COM 62936030 667,275 43,400 43,400 43,400
NTL INC COM 62940710 30,837,536 357,798 344,198 13,600 343,398 13,600 800
NUI CORP COM 62943010 1,510,950 60,438 60,438 60,438
NVR INC COM 62944T10 6,141,940 117,691 115,691 2,000 117,691
NABISCO GROUP HLDG C COM 62952P10 88,947,846 4,546,971 4,536,037 10,334 600 4,229,571 12,700 304,700
NABISCO HLDGS CORP CL A 62952610 10,185,152 236,864 236,864 235,864 1,000
NABORS INDS INC COM 62956810 13,920,123 571,082 559,563 5,002 6,517 556,265 6,517 8,300
NACCO INDS INC CL A 62957910 8,979,421 122,169 122,169 115,169 7,000
NALCO CHEM CO COM 62985310 51,314,231 989,190 986,740 1,450 1,000 911,527 2,200 75,463
NATIONAL BANCORP ALA COM 63258710 2,005,944 75,696 75,696 75,696
NATIONAL CITY BANCSH COM 63531310 2,496,323 78,164 78,164 78,164
NATIONAL CITY CORP COM 63540510 321,839,228 4,913,576 4,740,534 16,550 156,492 4,365,396 163,992 384,188
Subtotal Page 2,988,992,807
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 51
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL COMM BANCOR COM 63544910 6,181,896 282,601 282,546 55 281,601 1,000
NATIONAL COMPUTER SY COM 63551910 5,075,865 150,396 150,396 150,396
NATIONAL DATA CORP COM 63562110 6,688,109 156,447 156,392 55 156,047 400
NATIONAL DISC BROKER COM 63564610 1,303,937 22,579 22,579 22,579
NATIONAL EQUIP SVCS COM 63584710 242,400 20,200 20,200 20,200
NATIONAL FUEL GAS CO COM 63618010 10,787,758 222,428 221,828 300 300 219,128 300 3,000
NATIONAL GOLF PPTYS COM 63623G10 1,993,608 82,001 61,301 20,700 61,301 20,700
NATIONAL HEALTH INVS COM 63633D10 2,470,699 108,307 108,307 108,307
NATIONAL INSTRS CORP COM 63651810 2,661,035 65,908 65,908 65,908
NATIONAL-OILWELL INC COM 63707110 1,975,722 141,123 140,223 900 141,123
NATIONAL PENN BANCSH COM 63713810 1,650,158 70,127 70,127 70,127
NATIONAL PRESTO INDS COM 63721510 1,260,184 32,946 32,946 32,946
NATIONAL PROCESSING COM 63722910 374,625 37,000 37,000 37,000
NATIONAL R V HLDGS I COM 63727710 1,227,025 50,599 50,599 50,599
NATIONAL SEMICONDUCT SB NT CV 637640AB 285,000 300,000 300,000 300,000
NATIONAL SEMICONDUCT COM 63764010 62,695,064 2,476,891 2,470,891 6,000 2,314,791 2,800 159,300
NATIONAL SVC INDS IN COM 63765710 24,294,420 674,845 673,708 537 600 618,418 2,500 53,927
NATIONAL STL CORP CL B 63784430 953,276 113,824 113,824 113,824
NATIONAL WESTN LIFE CL A 63852210 1,525,658 15,851 15,851 15,851
NATIONSRENT INC COM 63858810 396,862 55,700 55,700 55,700
NATIONWIDE FINL SVCS CL A 63861210 17,605,824 389,079 389,079 389,079
NATIONWIDE HEALTH PP COM 63862010 4,017,983 210,785 200,185 3,200 7,400 203,385 7,400
NATURAL MICROSYSTEMS COM 63888210 576,550 60,296 9,400 50,896 60,296
NATURES SUNSHINE PRO COM 63902710 621,222 59,164 59,164 59,164
NAUTICA ENTERPRISES COM 63908910 2,479,477 146,932 146,932 146,932
NAVARRE CORP COM 63920810 225,427 22,900 22,900 22,900
NAVISTAR INTL CORP N COM 63934E10 67,646,050 1,352,921 1,352,121 800 1,253,688 800 97,473
NEIMAN MARCUS GROUP COM 64020410 4,116,239 160,246 158,846 1,400 158,846 1,400
NEOMAGIC CORP COM 64049710 6,509,446 774,381 774,381 774,381
NEON SYS INC COM 64050910 363,787 10,900 10,900 10,900
NETWORK EVENT THEATE COM 64092410 231,150 13,800 13,800 13,800
NETBANK INC COM 64093310 934,800 24,600 24,600 24,600
NETWORKS ASSOCS INC COM 64093810 10,703,283 728,759 727,259 1,500 719,211 9,548
NETGRAVITY INC COM 64111410 632,450 27,800 27,800 27,800
NETWORK APPLIANCE IN COM 64120L10 63,145,957 1,130,129 1,130,129 1,034,229 33,500 62,400
NETWORK EQUIP TECHNO COM 64120810 934,096 94,592 94,592 94,592
Subtotal Page 314,787,042
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 52
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NETWORK SOLUTIONS IN CL A 64121Q10 7,137,075 90,200 90,200 90,200
NEVADA POWER CO COM 64142310 8,670,850 346,834 345,416 1,418 343,434 3,400
NEW CENTURY ENERGIES COM 64352U10 63,770,095 1,643,051 1,579,207 51,678 12,166 1,519,510 14,566 108,975
NEW ENGLAND BUSINESS COM 64387210 1,821,501 58,996 58,996 58,996
NEW ENGLAND ELEC SYS COM 64400110 18,858,528 376,230 331,565 29,367 15,298 355,932 15,298 5,000
NEW ERA OF NETWORKS COM 64431210 8,690,694 197,799 160,200 33,574 4,025 193,774 4,025
NEW JERSEY RES COM 64602510 3,665,082 97,900 96,900 1,000 96,900 1,000
NEW PLAN EXCEL RLTY COM 64805310 8,444,538 469,141 467,641 1,500 466,641 1,500 1,000
NEW YORK TIMES CO CL A 65011110 124,029,788 3,369,276 2,795,645 573,631 3,187,676 5,100 176,500
NEWBRIDGE NETWORKS C COM 65090110 2,110,250 73,400 58,000 15,400 58,000 15,400
NEWELL RUBBERMAID IN COM 65122910 196,033,988 4,227,148 4,208,945 13,989 4,214 3,760,786 138,688 327,674
NEWFIELD EXPL CO COM 65129010 6,342,616 223,041 223,041 223,041
NEWMONT MINING CORP COM 65163910 48,905,935 2,460,676 2,455,969 4,707 2,270,421 5,100 183,755
NEWPARK RES INC COM PAR $. 65171850 2,919,937 329,007 295,007 24,000 10,000 319,007 10,000
NEWPORT NEWS SHIPBUI COM 65222810 6,436,841 218,198 218,198 215,898 2,300
NEWS CORP LTD ADR NEW 65248770 508,492 14,400 14,400 14,400
NEWS CORP LTD SP ADR PFD 65248780 737,824 23,377 23,377 23,377
NEXTEL COMMUNICATION CL A 65332V10 198,596,031 3,957,121 3,921,687 23,234 12,200 3,632,621 6,7000 257,500
NEXSTAR PHARMACEUTIC COM 65333B10 2,859,843 143,444 143,444 143,444
NEXTLINK COMMUNICATI CL A 65333H70 15,291,500 205,600 205,500 100 205,000 600
NIAGARA MOHAWK HLDGS COM 65352010 45,571,748 2,837,240 2,830,040 7,200 2,603,366 300 229,104
NICHOLS RESH CORP COM 65381810 1,217,321 55,649 55,649 55,649
NIELSEN MEDIA RESH I COM NEW 65392930 7,898,904 270,048 203,464 6,252 60,332 206,750 60,332 2,966
NICOR INC COM 65408610 26,771,973 703,378 701,878 1,500 657,078 1,100 45,200
NIKE INC CL B 65410610 244,682,065 3,860,861 3,847,511 6,950 6,400 3,494,988 12,900 352,383
99 CENTS ONLY STORES COM 65440K10 1,830,041 36,647 35,947 700 36,647
NIPPON TELEG & TEL C SPONSORED 65462410 10,996,950 175,600 131,100 44,500 175,600
NISOURCE INC COM 65473P10 18,289,763 708,576 701,906 6,670 697,676 10,900
NOBLE AFFILIATES INC COM 65489410 9,623,520 341,417 323,011 575 17,831 319,486 17,831 4,100
NOKIA CORP SPONSORED 65490220 13,786,124 150,566 104,500 39,116 6,950 143,616 6,950
NOBLE DRILLING CORP COM 65504210 14,087,367 715,567 709,067 900 5,600 700,267 5,600 9,700
NORDSON CORP COM 65566310 5,752,048 93,911 93,811 100 92,811 1,100
NORDSTROM INC COM 65566410 64,470,113 1,924,481 1,918,781 5,700 1,790,881 1,700 131,900
NORFOLK SOUTHERN COR COM 65584410 178,547,320 5,926,882 5,729,478 122,257 75,147 5,407,591 84,947 434,344
NORRELL CORP GA COM 65630110 1,207,918 64,210 64,210 64,210
NORSTAN INC COM 65653510 240,034 19,300 19,300 19,300
Subtotal Page 1,370,804,617
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 53
<TABLE>
<CAPTION>
Name of Issuer Title Cusip Fair Shares Investment Discretion Voting Authority
------------------------------- -------------------------
of Class Number Market Prin Sole Shared Shared Sole Shared None
Value Amount Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTEK INC COM 65655910 1,835,415 58,617 57,684 933 58,617
NORTEL NETWORKS CORP COM 65656910 743,331,222 8,562,540 8,552,059 8,145 2,336 7,732,774 192,836 634,865
NORTH CAROLINA NAT G COM 65822110 1,568,929 46,061 46,061 46,061
NORTH FORK BANCORPOR COM 65942410 25,175,731 1,177,812 1,171,572 3,690 2,550 1,162,574 2,550 12,688
NORTH PITTSBURGH SYS COM 66156210 1,108,400 65,200 65,200 65,200
NORTHEAST OPTIC NETW COM 66433410 237,979 15,800 15,800 15,800
NORTHEAST UTILS COM 66439710 15,761,781 881,778 875,529 6,001 248 835,246 248 42,514
NORTHERN BORDER PART UNIT LTD P 66478510 378,956 12,200 4,200 8,000 4,200 8,000
NORTHN STS PWR CO MI COM 66577210 57,786,927 2,389,173 2,353,771 9,930 25,472 2,154,528 29,272 179,388
NORTHERN TR CORP COM 66585910 222,662,724 2,295,492 1,570,887 608,425 116,180 2,074,312 118,680 102,500
NORTHPOINT COMMUNICA COM 66661010 717,006 19,644 14,800 4,844 19,644
NORTHROP GRUMMAN COR COM 66680710 67,398,853 1,016,390 1,010,590 5,800 948,990 67,400
NORTHWAY FINL INC COM 66727010 308,746 11,126 11,126 11,126
NORTHWEST AIRLS CORP CL A 66728010 57,122,552 1,757,617 123,357 1,634,260 218,870 1,537,747 1,000
NORTHWEST BANCORP IN COM 66732810 759,000 75,900 75,900 75,900
NORTHWEST NAT GAS CO COM 66765510 2,952,682 122,391 121,391 1,000 122,391
NORTHWESTERN CORP COM 66807410 3,375,295 139,550 139,550 139,550
NOVA CORP GA COM 66978410 11,412,250 456,490 451,240 2,850 2,400 448,690 2,400 5,400
NOVACARE CORP COM 66993010 324,729 216,486 216,486 216,486
NOVELL INC COM 67000610 133,203,416 5,026,544 5,016,544 10,000 4,573,714 7,100 442,900
NOVELLUS SYS INC COM 67000810 12,954,600 189,811 189,691 120 189,411 400
NOVOSTE CORP COM 67010C10 831,600 39,600 39,600 39,600
NU SKIN ENTERPRISES CL A 67018T10 4,212,070 211,269 211,069 200 211,269
NUCOR CORP COM 67034610 64,214,423 1,353,678 1,289,870 22,980 40,828 1,208,179 43,128 102,141
NUEVO ENERGY CO COM 67050910 1,254,457 94,676 94,676 94,676
NVEST L P UNIT LTD P 67065F10 780,612 31,700 30,700 1,000 31,700
OEA INC COM 67082610 665,030 74,933 74,933 74,933
OEC-MEDICAL SYS INC COM 67082810 1,265,229 51,642 51,642 51,642
OGE ENERGY CORP COM 67083710 10,671,017 449,306 447,306 800 1,200 442,006 1,200 6,100
OM GROUP INC COM 67087210 4,228,837 122,575 120,839 1,736 122,575
OAK INDS INC COM NEW 67140050 3,364,159 76,676 76,561 115 76,676
OAKLEY INC COM 67366210 990,175 138,972 138,972 138,972
OAKWOOD HOMES CORP COM 67409810 2,934,697 223,596 221,596 2,000 221,596 2,000
OCCIDENTAL PETE CORP COM 67459910 113,195,502 5,358,367 5,345,942 12,425 4,921,860 7,100 429,407
OCEAN ENERGY INC TEX COM 67481E10 10,964,771 1,139,197 1,136,350 2,847 1,118,487 20,710
OCEAN FINL CORP COM 67490410 1,682,761 92,842 92,842 92,842
Subtotal Page 1,581,632,533
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 54
<TABLE>
<CAPTION>
Name of Issuer Title Cusip Fair Shares Investment Discretion Voting Authority
------------------------------- ------------------------------
of Class Number Market Prin Sole Shared Shared Sole Shared None
Value Amount As Other
Defined
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCEANEERING INTL INC COM 67523210 1,756,867 108,953 95,753 3,200 10,000 98,953 10,000
OCTEL CORP COM 67572710 2,936,250 234,900 231,525 3,375 231,525 3,375
OCWEN ASSET INVESTME COM 67574M10 517,104 114,912 49,912 5,000 60,000 54,912 60,000
OCULAR SCIENCES INC COM 67574410 1,185,079 68,206 68,206 68,206
OCWEN FINL CORP COM 67574610 952,305 107,302 107,302 107,302
OFFICEMAX INC COM 67622M10 7,654,944 637,912 637,912 630,512 7,400
OFFICE DEPOT INC COM 67622010 132,627,147 6,011,565 5,132,333 879,232 4,799,362 885,703 326,500
OFFSHORE LOGISTICS I COM 67625510 1,200,165 107,880 107,880 107,880
OGDEN CORP COM 67634610 9,230,932 342,686 342,686 324,383 18,303
OHIO CAS CORP COM 67724010 4,155,458 115,030 115,030 115,030
OLD KENT FINL CORP COM 67983310 24,617,558 587,882 583,055 4,827 579,359 8,523
OLD NATL BANCORP IND COM 68003310 6,398,696 212,850 212,850 212,350 500
OLD REP INTL CORP COM 68022310 18,616,095 1,075,329 1,066,866 6,213 2,250 1,057,629 2,250 15,450
OLIN CORP COM PAR $ 68066520 3,264,560 247,559 246,359 100 1,100 243,359 1,100 3,100
OLSTEN CORP COM 68138510 3,069,304 486,265 486,265 480,965 5,300
OMNICARE INC COM 68190410 5,949,379 471,238 470,738 500 464,538 6,700
OMNICOM GROUP INC COM 68191910 202,542,480 2,531,781 2,516,291 13,090 2,400 2,284,981 86,100 160,700
OMEGA HEALTHCARE INV COM 68193610 2,370,135 91,823 91,023 800 91,023 800
OMEGA FINL CORP COM 68209210 1,576,607 45,370 45,370 45,370
OMNIPOINT CORP COM 68212D10 4,116,056 142,242 142,242 142,242
ON ASSIGNMENT INC COM 68215910 1,613,610 61,765 61,765 61,765
ON COMMAND CORP COM 68216010 830,137 47,100 47,100 47,100
ONE VALLEY BANCORP I COM 68241910 6,261,787 166,981 166,981 166,981
ONEIDA LTD COM 68250510 1,675,153 59,561 59,561 59,561
ONEMAIN COM INC COM 68267P10 238,612 10,100 10,100 10,100
ONEOK INC NEW COM 68268010 16,760,856 527,901 526,453 300 1,148 487,353 1,148 39,400
ONSALE INC COM 68283810 293,523 15,500 15,500 15,500
OPEN MKT INC COM 68370M10 1,697,502 119,652 119,652 119,652
OPTICAL COATING LAB COM 68382910 1,862,161 22,268 22,268 22,268
ORACLE CORP COM 68389X10 799,029,866 21,522,690 21,467,272 35,056 20,362 19,006,951 698,874 1,799,539
ORANGE & ROCKLAND UT COM 68406510 3,910,015 66,981 64,663 1,706 612 66,369 612
ORBITAL SCIENCES COR COM 68556410 3,091,000 130,836 118,236 11,000 1,600 129,236 1,600
ORGANOGENESIS INC COM 68590610 1,255,725 133,944 130,944 3,000 130,944 3,000
OREGON STL MLS INC COM 68607910 2,699,194 202,764 202,764 201,064 1,700
O REILLY AUTOMOTIVE COM 68609110 3,348,980 66,481 66,481 66,481
ORIENTAL FINL GROUP COM 68618W10 1,192,547 49,432 49,432 49,432
Subtotal Page 1,280,497,789
</TABLE>
<PAGE>
As of June 30, 1999 State Stree Corporation 28-399 Page 55
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ----------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ORION CAP CORP COM 68626810 3,614,047 100,740 100,680 60 100,680 60
ORTHODONTIC CTRS AME COM 68750P10 2,179,289 154,286 154,286 154,286
OSHKOSH B GOSH INC CL A 68822220 1,103,908 52,256 52,256 52,256
OSHKOSH TRUCK CORP COM 68823920 1,443,803 28,697 27,297 1,400 28,697
OSTEOTECH INC COM 68858210 548,780 19,088 19,088 19,088
O'SULLIVAN INDS HLDG COM 68860910 1,408,093 82,829 79,329 3,500 79,329 3,500
OTTER TAIL PWR CO COM 68964810 2,357,912 61,146 59,146 2,000 59,146 2,000
OUTBACK STEAKHOUSE I COM 68989910 15,588,230 396,526 396,526 390,776 5,750
OUTDOOR SYS INC COM 69005710 11,741,539 321,686 321,686 320,386 1,300
OVERSEAS SHIPHOLDING COM 69036810 2,393,781 184,137 184,137 181,737 2,400
OWENS CORNING COM 69073F10 30,717,396 893,597 893,447 150 801,410 24,200 66,357
OWENS & MINOR INC NE COM 69073210 1,050,764 95,524 95,524 95,524
OWENS ILL INC COM NEW 69076840 500,875,845 15,323,396 2,094,517 13,228,879 1,957,817 13,230,079 135,500
OXFORD HEALTH PLANS COM 69147110 9,815,996 630,767 630,767 599,658 28,389
OXFORD INDS INC COM 69149730 909,749 32,133 31,973 160 31,973 160
P-COM INC COM 69326210 933,007 178,259 178,259 178,259
PECO ENERGY CO COM 69330410 157,317,340 3,756,832 3,747,717 9,115 3,485,358 3,900 266,214
PG&E CORP COM 69331C10 804,808,127 24,811,423 5,665,224 19,142,580 3,619 5,193,564 19,140,269 477,590
PFF BANCORP INC COM 69331W10 2,335,125 124,540 124,540 124,540
PE CORP COM PE BIO 69332S10 87,011,138 758,267 757,792 475 676,242 23,200 58,225
PE CORP CELERA GE 69332S20 1,988,038 122,817 122,380 437 108,901 10,006
P F CHANGS CHINA BIS COM 69333Y10 229,225 10,600 10,600 10,600
PICO HLDGS INC COM NEW 69336620 510,796 20,180 20,180 20,180
PIMCO ADVISORS HLDGS UT LTD PAR 69338P10 299,493 10,067 8,067 2,000 8,067 2,000
PLX TECHNOLOGY INC COM 69341710 1,359,662 28,700 28,700 28,700
PMA CAP CORP CL A 69341920 1,472,239 71,600 71,600 71,600
PMC-SIERRA INC COM 69344F10 33,574,169 569,662 569,462 200 568,962 700
PMI GROUP INC COM 69344M10 42,252,564 672,683 672,483 200 658,983 13,700
PNC BK CORP COM 69347510 266,451,718 4,623,891 4,543,274 40,107 40,510 4,200,428 47,610 375,853
P P & L RES INC COM 69349910 127,773,537 4,155,237 4,148,637 3,300 3,300 3,920,954 6,000 226,423
PPG INDS INC COM 69350610 154,530,230 2,616,407 2,600,979 6,020 9,408 2,394,434 13,608 199,353
PRI AUTOMATION INC COM 69357H10 2,678,005 73,876 73,876 73,876
PS BUSINESS PKS INC COM 69360J10 2,727,562 111,900 111,900 111,900
PSS WORLD MED INC COM 69366A10 4,854,956 433,982 432,782 1,200 429,282 4,700
PXRE CORP COM 69367410 1,060,294 58,499 58,499 58,499
PACCAR INC COM 69371810 64,016,587 1,199,374 1,198,674 700 1,122,794 1,400 75,180
Subtotal Page 2,343,932,944
</TABLE>
<PAGE>
As of June 30, 1999 State Stree Corporation 28-399 Page 56
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- ----------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC CAP BANCORP COM 69404P10 3,320,100 105,400 105,400 105,400
PACIFIC CENTY FINL C COM 69405810 28,716,573 1,331,814 1,330,514 1,300 1,317,010 14,804
PACIFIC GATEWAY EXCH COM 69432710 1,128,360 38,742 38,742 38,742
PACIFIC GULF PPTYS I COM 69439610 3,626,289 160,278 160,278 160,278
PACIFIC SUNWEAR CALI COM 69487310 3,774,273 154,842 154,842 154,842
PACIFICARE HEALTH SY CL A 69511210 12,500,492 173,770 173,320 450 169,372 4,398
PACIFICORP COM 69511410 82,491,769 4,489,348 4,483,833 3,189 2,326 4,124,835 10,926 353,587
PAGEMART WIRELESS IN CL A 69553J10 435,888 57,642 57,642 57,642
PAGING NETWORK INC COM 69554210 1,466,789 304,819 304,819 304,819
PAINE WEBBER GROUP I COM 69562910 97,682,208 2,089,459 2,087,319 2,140 1,918,892 3,200 166,337
PAIRGAIN TECHNOLOGIE COM 69593410 7,236,294 629,243 629,243 629,243
PALL CORP COM 69642930 38,770,495 1,747,442 1,741,553 800 5,089 1,633,090 5,989 108,363
PALM HARBOR HOMES COM 69663910 2,037,565 81,301 81,301 81,301
PANAMSAT CORP NEW COM 69793310 5,851,569 150,283 150,283 149,783 500
PAN PACIFIC RETAIL P COM 69806L10 1,094,687 56,500 56,500 56,500
PAPA JOHNS INTL INC COM 69881310 6,384,342 142,868 142,868 140,968 1,900
PARAMETRIC TECHNOLOG COM 69917310 56,344,834 4,060,889 4,048,939 6,450 5,500 3,602,595 130,200 326,254
PAREXEL INTL CORP COM 69946210 1,471,614 110,548 110,493 55 110,548
PARK ELECTROCHEMICAL COM 70041620 1,775,168 61,745 61,745 61,745
PARK NATL CORP COM 70065810 3,685,800 36,858 36,858 36,858
PARK PL ENTMT CORP COM 70069010 10,929,913 1,143,416 1,137,916 2,700 2,800 1,049,067 2,800 87,199
PARKER DRILLING CO COM 70108110 1,223,674 369,467 269,467 100,000 269,467 100,000
PARKER HANNIFIN CORP COM 70109410 76,733,364 1,677,232 1,625,596 23,444 28,192 1,508,450 30,792 137,990
PARKERVISION INC COM 70135410 1,057,000 30,200 30,200 30,200
PARKWAY PPTYS INC COM 70159Q10 1,931,187 58,300 58,300 58,300
PATHOGENESIS CORP COM 70321E10 1,011,816 71,320 70,320 1,000 71,320
PATTERSON DENTAL CO COM 70341210 3,270,670 94,120 94,120 94,120
PATTERSON ENERGY INC COM 70341410 1,351,532 136,864 136,864 136,864
PAXAR CORP COM 70422710 1,455,455 163,995 163,995 163,995
PAXSON COMMUNICATION COM 70423110 1,169,175 91,700 91,700 91,700
PAYCHEX INC COM 70432610 137,673,320 4,319,163 3,553,254 745,334 20,575 3,956,226 135,625 227,312
PAYLESS SHOESOURCE I COM 70437910 10,266,275 191,893 190,548 1,187 158 189,135 158 2,600
PAYMENTECH INC COM 70438410 1,840,220 72,521 72,521 72,521
PEC ISRAEL ECONOMIC COM 70509810 882,000 28,000 28,000 28,000
PEDIATRIX MED GROUP COM 70532410 3,170,096 149,181 149,181 149,181
PEGASYSTEMS INC COM 70557310 386,425 37,700 37,700 37,700
Subtotal Page 614,147,231
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 57
<TABLE>
<CAPTION>
Name of Issuer Title Cusip Fair Shares Investment Discretion Voting Authority
----------------------------- ---------------------------
of Class Number Market Prin Sole Shared as Shared Sole Shared None
Value Amount Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEGASUS COMMUNICATIO CL A 70590410 1,506,493 38,200 38,200 38,200
PEGASUS SYSTEMS INC COM 70590610 1,692,152 45,200 45,200 45,200
PENFORD CORP COM 70705110 299,000 18,400 18,400 18,400
PENN TREATY AMERN CO COM 70787410 623,494 25,912 25,912 25,912
PENNEY J C INC COM 70816010 1,545,285,865 31,820,886 3,883,855 27,922,510 14,521 3,566,042 27,926,906 320,913
PENNSYLVANIA ENTERPR COM 70872010 1,669,833 54,415 54,415 54,415
PENNSYLVANIA RL ESTA SH BEN INT 70910210 1,214,011 57,984 57,984 57,984
PENNZENERGY CO COM 70931Q10 2,631,737 158,300 157,400 600 300 158,000 300
PENNZOIL-QUAKER STAT COM 70932310 6,279,855 418,657 418,357 300 407,125 300 11,232
PENSKE MOTORSPORTS I COM 70959810 1,512,718 30,483 25,083 5,400 25,083 5,400
PENTAIR INC COM 70963110 14,286,535 312,274 312,234 40 307,274 5,000
PENTON MEDIA INC COM 70966810 1,406,572 58,003 58,003 58,003
PEOPLES BANCORP INC COM 70990910 1,694,510 169,978 169,978 169,978
PEOPLES BK BRIDGEPOR COM 71019810 3,041,812 99,938 93,338 6,600 93,038 6,600 300
PEOPLES ENERGY CORP COM 71103010 22,509,163 597,266 596,791 475 565,766 1,300 30,200
PEOPLES HERITAGE FIN COM 71114710 28,326,225 1,505,753 433,565 1,009,145 63,043 1,438,110 63,043 4,600
PEOPLES HLDG CO COM 71114810 601,250 18,500 18,500 18,500
PEOPLESOFT INC COM 71271310 60,253,956 3,492,983 3,490,383 2,600 3,118,062 109,400 264,351
PEP BOYS MANNY MOE & COM 71327810 14,554,029 693,049 693,049 656,602 1,000 35,447
PEPSI BOTTLING GROUP COM 71340910 3,572,812 154,500 154,500 153,400 1,100
PEPSICO INC COM 71344810 1,618,906,299 41,846,261 21,386,680 19,536,070 923,511 21,870,032 18,593,505 1,382,724
PERCLOSE INC COM 71361C10 1,444,070 30,046 30,046 30,046
PEREGRINE SYSTEMS IN COM 71366Q10 2,519,072 98,068 98,068 98,068
PERFORMANCE FOOD GRO COM 71375510 1,614,771 59,395 59,395 59,395
PEROT SYS CORP CL A 71426510 2,218,400 75,200 75,200 74,700 500
PERRIGO CO COM 71429010 3,394,154 445,135 445,135 440,335 4,800
PERSONNEL GROUP AMER COM 71533810 5,019,660 501,966 497,966 4,000 501,966
PETCO ANIMAL SUPPLIE COM 71601610 1,629,652 103,470 103,470 103,470
PETSMART INC COM 71676810 5,280,820 515,202 507,202 8,000 507,202 8,000
PHARMACYCLICS INC COM 71693310 1,411,200 50,400 50,400 50,400
PHARMACIA & UPJOHN I COM 71694110 709,670,961 12,491,568 7,545,130 4,917,467 28,971 7,146,738 4,853,707 491,123
PFIZER INC COM 71708110 2,724,974,821 24,999,769 19,864,438 3,633,741 1,501,590 20,172,771 3,223,069 1,592,133
PHARMACEUTICAL PROD COM 71712410 2,084,140 76,133 76,133 76,133
PHELPS DODGE CORP COM 71726510 55,730,602 899,795 898,744 260 791 823,812 1,891 74,092
PHILADELPHIA CONS HL COM 71752810 675,024 27,552 27,552 27,552
PHILADELPHIA SUBN CO COM PAR $ 71800960 3,778,754 163,852 162,052 1,800 163,852
Subtotal Page 6,853,314,422
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 58
<TABLE>
<CAPTION>
Name of Issuer Title Cusip Fair Shares Investment Discretion Voting Authority
----------------------------- ---------------------------
of Class Number Market Prin Sole Shared as Shared Sole Shared None
Value Amount Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHILIP MORRIS COS IN COM 71815410 1,466,681,550 36,496,418 35,342,971 713,053 440,394 34,258,980 1,113,794 1,100,811
PHILLIPS PETE CO COM 71850710 189,349,111 3,763,498 3,724,946 10,101 28,451 3,487,244 33,251 243,003
PHILLIPS VAN HEUSEN COM 71859210 960,730 96,073 96,073 96,073
PHOENIX INVT PARTNER COM 71908510 1,918,769 222,466 222,466 222,466
PHOENIX TECHNOLOGY L COM 71915310 300,300 16,800 16,800 16,800
PHYCOR INC COM 71940F10 2,610,370 352,467 352,467 352,467
PHOTRONICS INC COM 71940510 2,239,569 91,411 91,411 91,411
PICTURETEL CORP COM NEW 72003530 1,549,512 193,689 193,689 193,689
PIEDMONT NAT GAS INC COM 72018610 4,744,259 152,426 152,426 152,426
PIER 1 IMPORTS INC COM 72027910 3,388,533 301,203 300,003 1,200 301,203
PIERCE LEAHY CORP COM 72072210 1,013,277 41,045 40,000 1,045 41,045
PILGRIM PRIME RATE T SH BEN INT 72146W10 402,800 42,400 22,400 20,000 22,400 20,000
PILGRIMS PRIDE CORP CL B 72146710 1,527,000 50,900 50,900 50,900
PILLOWTEX CORP COM 72150110 485,755 29,779 29,779 29,779
PINNACLE BANC GROUP COM 72344910 664,870 20,900 20,900 20,900
PINNACLE HLDGS INC COM 72346N10 274,400 11,200 11,200 11,200
PINNACLE SYS INC COM 72348110 2,932,100 87,200 87,200 87,200
PINNACLE WEST CAP CO COM 72348410 163,914,905 4,072,420 487,131 3,585,289 481,031 3,584,489 6,900
PIONEER GROUP INC COM 72368410 1,676,993 97,217 97,217 97,217
PIONEER HI BRED INTL COM 72368610 134,970,515 3,466,382 3,424,132 37,150 5,100 3,129,954 51,200 284,268
PIONEER NAT RES CO COM 72378710 6,875,858 625,078 624,378 700 618,478 6,600
PIONEER STD ELECTRS COM 72387710 2,247,960 187,330 187,330 187,330
PITNEY BOWES INC COM 72447910 250,699,259 3,901,934 3,884,984 13,100 3,850 3,523,184 130,650 248,100
PITTSTON CO COM BRINKS 72570110 6,360,641 237,781 236,881 900 223,029 13,182
PITTSTON CO COM BAX GR 72570188 1,004,511 105,738 105,738 105,738
PITTWAY CORP DEL CL A 72579020 4,118,918 120,482 120,482 120,482
PIXAR COM 72581110 2,090,311 48,471 48,471 48,471
PLACER DOME INC COM 72590610 48,517,160 4,129,120 4,125,720 3,400 3,877,820 11,300 240,000
PLAINS RES INC COM PAR $0 72654050 1,391,693 73,247 73,247 73,247
PLANTRONICS INC NEW COM 72749310 4,954,058 76,070 76,070 76,070
PLATINUM TECHNOLOGY COM 72764T10 2,204,762 75,700 75,100 600 75,700
PLAYBOY ENTERPRISES CL B 72811730 2,189,691 82,437 81,437 1,000 81,437 1,000
PLAYTEX PRODS INC COM 72813P10 2,411,191 154,941 154,941 154,941
PLEXUS CORP COM 72913210 1,995,239 66,232 66,232 66,232
PLYMOUTH RUBR INC CL B 73002620 333,059 48,012 48,012 48,012
POGO PRODUCING CO COM 73044810 3,393,139 182,182 182,182 182,182
Subtotal Page 2,322,392,768
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 59
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POLARIS INDS INC COM 73106810 4,528,350 104,100 104,100 104,100
POLAROID CORP COM 73109510 219,409,135 7,978,514 697,077 7,281,437 660,343 7,276,237 41,934
POLICY MGMT SYS CORP COM 73110810 5,398,800 179,960 179,910 50 177,560 2,400
POLO RALPH LAUREN CO CL A 73157210 4,045,100 212,900 212,900 212,300 600
POLYCOM INC COM 73172K10 2,733,900 70,100 70,100 70,100
POLYMER GROUP INC COM 73174510 1,531,307 130,324 130,324 130,324
POMEROY COMPUTER RES COM 73182210 437,621 31,400 31,400 31,400
POOL ENERGY SVCS CO COM 73278810 2,124,513 104,594 104,594 104,594
POPULAR INC COM 73317410 17,539,462 578,631 577,631 1,000 577,031 1,600
POST PPTYS INC COM 73746410 6,466,930 157,730 153,730 4,000 153,330 4,000 400
POTLATCH CORP COM 73762810 19,991,950 455,014 452,147 850 2,017 422,297 2,217 30,500
POTOMAC ELEC PWR CO COM 73767910 22,772,963 773,617 771,303 1,500 814 725,100 814 45,813
POWER INTEGRATIONS I COM 73927610 1,330,875 18,200 18,200 18,200
POWERHOUSE TECHNOLOG COM 73932310 251,091 12,897 12,897 12,897
POWERTEL INC COM 73936C10 4,218,230 141,196 141,196 141,196
POWERWAVE TECHNOLOGI COM 73936310 796,575 24,700 24,700 24,700
PREMIER BANCSHARES I COM 73990910 2,080,243 113,600 113,600 113,600
PRAXAIR INC COM 74005P10 115,056,955 2,351,124 2,332,437 17,487 1,200 2,154,744 16,212 180,168
PRE PAID LEGAL SVCS COM 74006510 2,626,269 96,821 96,621 200 96,821
PRECISION CASTPARTS COM 74018910 6,846,580 161,096 161,036 60 159,496 1,600
PREMARK INTL INC COM 74045910 74,002,162 1,973,391 1,972,217 600 574 1,932,326 574 40,491
PREMIER NATL BANCORP COM 74053F10 309,505 15,771 15,771 15,771
PREMIER PKS INC COM NEW 74054020 11,324,145 308,140 307,900 240 307,240 900
PREMIERE TECHNOLOGIE COM 74058F10 1,792,654 155,883 155,883 155,883
PREMISYS COMMUNICATI COM 74058410 712,122 97,391 97,391 97,391
PRENTISS PPTYS TR SH BEN INT 74070610 5,167,590 218,734 218,734 218,734
PRESIDENTIAL LIFE CO COM 74088410 2,173,508 110,752 108,052 2,700 110,752
PRESSTEK INC COM 74111310 864,951 119,816 113,816 6,000 119,816
PREVIEW TRAVEL INC COM 74137R10 1,175,823 53,600 53,600 53,600
PRICE COMMUNICATIONS COM NEW 74143730 696,000 46,400 46,400 46,400
PRICE T ROWE & ASSOC COM 74147710 61,504,610 1,602,726 865,838 592,432 144,456 1,449,170 144,456 9,100
PRICELINE COM INC COM 74150310 6,899,051 59,700 59,700 59,400 300
PRIME BANCSHARES INC COM 74157H10 361,075 20,200 20,200 20,200
PRIMEDIA INC COM 74157K10 9,175,806 541,761 539,361 2,400 540,161 1,600
PRIME RETAIL INC COM 74157010 1,888,831 217,432 217,432 217,432
PRIME GROUP REALTY T SH BEN INT 74158J10 603,263 35,100 35,100 35,100
Subtotal Page 618,837,945
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 60
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
--------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PRIMEX TECHNOLOGIES COM 74159710 269,525 12,500 12,500 12,500
PRIMARK CORP COM 74190310 5,836,447 207,984 101,484 84,900 21,600 186,384 21,600
PRIME BANCORP INC COM 74191410 1,067,540 38,644 38,644 38,644
PRIME HOSPITALITY CO COM 74191710 3,064,692 255,391 255,391 255,391
PRIMUS TELECOMMUNICA COM 74192910 2,092,564 93,264 93,264 93,264
PRIDE INTL INC COM 74193210 2,620,432 248,100 248,100 248,100
PRISON RLTY TR COM 74264N10 5,259,094 535,986 533,224 262 2,500 532,611 2,500 875
PRIORITY HEALTHCARE CL B 74264T10 8,420,587 244,075 244,075 244,075
PROBUSINESS SERVICES COM 74267410 1,808,064 50,399 50,399 50,399
PROCTER & GAMBLE CO COM 74271810 2,049,778,421 22,966,705 20,890,801 1,149,420 926,484 19,741,204 1,556,734 1,654,867
PRODIGY COMMUNICATIO COM 74283P10 1,076,400 41,600 41,600 41,600
PROFESSIONAL DETAILI COM 74312N10 249,100 10,600 10,600 10,600
PROFIT RECOVERY GROU COM 74316810 2,979,189 62,969 62,969 62,969
PROGRESS SOFTWARE CO COM 74331210 5,867,383 207,695 207,695 207,695
PROGRESSIVE CORP OHI COM 74331510 137,781,610 950,218 949,188 1,030 880,318 1,500 68,400
PROJECT SOFTWARE & D COM 74339P10 1,160,781 37,145 37,145 37,145
PROLOGIS TR SH BEN INT 74341010 8,125,737 401,271 401,071 200 400,771 500
PROMUS HOTEL CORP NE COM 74342P10 40,687,004 1,312,484 467,423 845,061 437,718 844,661 30,105
PROTECTION ONE INC COM 74366330 654,675 121,800 121,800 121,800
PROTECTIVE LIFE CORP COM 74367410 12,502,038 367,707 365,647 60 2,000 360,707 2,000 5,000
PROTEIN DESIGN LABS COM 74369L10 1,806,753 81,433 81,433 81,433
PROVIDENT AMER CORP COM 74383210 420,912 15,100 15,100 15,100
PROVIDENT BANKSHARES COM 74385910 3,079,927 132,470 132,470 132,470
PROVIDENT COS INC COM 74386210 72,657,640 1,816,441 1,816,141 300 1,697,189 3,400 115,852
PROVIDENT FINL GROUP COM 74386610 7,688,100 175,728 175,728 170,728 5,000
PROVINCE HEALTHCARE COM 74397710 700,050 35,900 35,900 35,900
PROVIDIAN FINL CORP COM 74406A10 189,307,571 2,030,108 2,022,260 5,250 2,598 1,830,610 68,798 130,700
PROXIM INC COM 74428410 962,800 16,600 16,600 16,600
PROXYMED PHARMACY IN COM 74429010 412,768 25,900 25,900 25,900
PSINET INC COM 74437C10 10,337,118 236,277 236,077 200 235,577 200 500
PUBLIC SVC CO N MEX COM 74449910 7,583,664 381,568 381,568 378,768 2,800
PUBLIC SVC CO N C IN COM 74451610 2,836,343 96,969 96,969 96,969
PUBLIC SVC ENTERPRIS COM 74457310 148,483,850 3,638,240 3,617,383 13,192 7,665 3,342,433 13,665 282,142
PUBLIC STORAGE INC COM 74460D10 10,464,272 373,724 373,724 372,724 1,000
PUGET SOUND ENERGY I COM 74533210 12,301,824 512,576 510,776 1,800 504,976 7,600
PULITZER INC COM 74576910 1,752,165 36,081 36,081 36,081
Subtotal Page 2,762,097,040
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 61
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PULTE CORP COM 74586710 21,279,584 922,712 922,712 861,486 61,226
QRS CORP COM 74726X10 3,127,566 40,097 36,047 1,350 2,700 37,397 2,700
QLOGIC CORP COM 74727710 10,903,200 82,600 82,600 82,400 200
QUADRAMED CORP COM 74730W10 726,383 89,401 89,401 89,401
QUAKER OATS CO COM 74740210 176,689,387 2,661,987 2,591,610 35,458 34,919 2,387,906 100,019 174,062
QUALCOMM INC COM 74752510 122,110,320 850,943 846,493 3,250 1,200 796,885 1,200 52,168
QUANTA SVCS INC COM 74762E10 1,707,200 38,800 38,800 38,800
QUANEX CORP COM 74762010 2,003,721 70,306 70,306 70,306
QUANTUM CORP COM 74790610 23,001,112 953,414 949,114 4,300 938,014 15,400
QUEENS CNTY BANCORP COM 74824210 2,616,579 80,821 80,821 80,821
QUEST DIAGNOSTICS IN COM 74834L10 4,122,237 150,584 150,584 150,584
QUESTAR CORP COM 74835610 9,766,793 510,682 495,882 14,800 504,382 6,300
QUIKSILVER INC COM 74838C10 2,374,795 91,121 91,121 91,121
QUINTILES TRANSNATIO COM 74876710 22,037,442 524,701 524,145 556 516,001 8,700
QUORUM HEALTH GROUP COM 74908410 4,966,889 395,390 393,690 1,700 390,590 4,800
R & B FALCON CORP COM 74912E10 5,807,306 619,446 606,246 700 12,500 605,202 12,500 1,744
QWEST COMMUNICATIONS COM 74912110 21,115,905 638,676 551,926 77,422 9,328 627,884 9,328 1,464
R& G FINANCIAL CORP CL B 74913610 210,800 12,400 12,400 12,400
RCORP COM 74936110 7,358,134 176,772 176,772 176,272 500
RFS HOTEL INVS INC COM 74955J10 1,928,442 153,514 153,514 153,514
R H DONNELLEY CORP COM NEW 74955W30 2,495,524 127,570 126,000 754 816 125,434 816 1,320
RLI CORP COM 74960710 1,580,341 40,783 40,783 40,783
RPC INC COM 74966010 512,067 58,522 58,522 58,522
RPM INC OHIO COM 74968510 10,596,128 746,890 640,588 79,612 26,690 711,748 26,690 8,452
RTI INTL METALS INC COM 74973W10 1,035,521 70,506 69,446 1,060 70,506
RWD TECHNOLOGIES INC COM 74975B10 237,963 22,800 22,800 22,800
RF MICRODEVICES INC COM 74994110 3,395,437 45,500 45,500 45,200
RADIAN GROUP INC COM 75023610 8,440,326 172,915 172,542 373 172,915 300
RAINBOW TECHNOLOGIES COM 75086210 222,727 18,856 9,856 3,000 6,000 12,856 6,000
RAMBUS INC DEL COM 75091710 6,645,576 72,088 72,088 71,888 200
RALCORP HLDGS INC NE COM 75102810 8,380,791 519,739 517,786 1,953 519,739
RALSTON PURINA CO COM RAL-P 75127730 149,585,436 4,914,592 4,890,409 20,283 3,900 4,359,365 160,400 394,827
RANGER OIL LTD COM 75280510 1,093,051 221,400 221,400 213,100 8,300
RANGE RES CORP COM 75281A10 280,261 45,757 45,757 45,757
RARE MEDIUM GROUP IN COM 75382N10 456,437 36,700 36,700 36,700
RATIONAL SOFTWARE CO COM NEW 75409P20 18,907,122 574,039 574,039 567,439 6,600
Subtotal Page 657,718,503
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 62
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYCHEM CORP DEL COM 75460310 45,060,117 1,217,841 1,216,441 1,400 1,115,319 1,200 100,692
RAYMOND JAMES FINANC COM 75473010 3,086,040 128,585 128,585 128,585
RAYONIER INC COM 75490710 9,254,521 185,789 185,689 100 183,989 1,800
RAYOVAC CORP COM 75508110 2,663,453 117,400 117,400 117,400
RAYTHEON CO CL A 75511130 315,738,428 4,584,224 145,273 4,438,364 587 145,737 4,437,408 1,079
RAYTHEON CO CL B 75511140 343,970,205 4,879,010 4,751,307 66,463 61,240 4,524,870 61,240 292,900
READ-RITE CORP COM 75524610 1,260,306 203,177 203,177 203,177
READERS DIGEST ASSN CL A NON V 75526710 25,040,353 629,946 628,446 1,200 300 586,711 300 41,115
READERS DIGEST ASSN CL B 75526720 61,656,525 1,644,174 1,644,174 1,644,174
REALNETWORKS INC COM 75605L10 6,977,037 101,300 101,300 101,000 300
REALTY INCOME CORP COM 75610910 3,606,936 151,871 151,671 200 151,871
REALTY INFORMATION G COM 75612B10 639,450 14,700 14,700 14,700
RECKSON ASSOCS RLTY COM 75621K10 10,538,151 447,252 447,252 447,252
RECKSON ASSOCS RLTY CL B 75621K30 675,280 28,284 28,284 28,284
RED ROOF INNS INC COM 75700510 2,440,328 136,050 136,050 136,050
REDWOOD TR INC COM 75807540 520,046 31,400 31,400 31,400
REEBOK INTL LTD COM 75811010 14,488,015 777,880 774,580 1,500 1,800 716,530 2,200 59,150
REED INTL PLC SPNSRD AD 75821287 435,698 16,100 2,600 13,500 2,600 13,500
REGAL BELOIT CORP COM 75875010 2,359,830 99,887 99,887 99,887
REGENERON PHARMACEUT COM 75886F10 541,684 69,340 69,340 69,340
REGIS CORP MINN COM 75893210 2,294,132 119,567 119,567 119,567
REGENCY RLTY CORP COM 75893910 3,139,118 143,097 143,097 143,097
REGIONS FINL CORP COM 75894010 119,635,431 3,112,507 3,032,359 45,470 34,678 2,875,794 39,778 196,935
REINSURANCE GROUP AM COM 75935110 5,963,736 169,184 169,139 45 169,184
RELIANCE BANCORP INC COM 75945110 1,152,211 41,709 41,709 41,709
RELIANCE GROUP HOLDI COM 75946410 2,055,229 276,352 270,552 1,800 4,000 272,352 4,000
RELIANCE STEEL & ALU COM 75950910 1,861,119 47,721 47,721 47,721
RELIANT ENERGY INC COM 75952J10 119,466,936 4,324,595 4,310,616 7,075 6,904 3,951,388 15,004 358,203
RELIASTAR FINL CORP COM 75952U10 22,618,443 516,993 507,943 5,450 3,600 506,293 3,600 7,100
REMEC INC COM 75954310 1,626,980 100,898 100,898 100,898
REMEDY CORP COM 75954810 2,938,243 109,330 98,985 7,345 3,000 106,330 3,000
RENAISSANCE WORLDWID COM 75968A10 689,238 86,490 74,090 11,400 1,000 85,490 1,000
RENAL CARE GROUP INC COM 75993010 8,303,701 320,916 320,916 320,916
RENT A CTR INC NEW COM 76009N10 1,838,208 76,592 76,592 76,592
RENT WAY INC COM 76009U10 1,925,921 78,210 78,210 78,210
RENTAL SERVICE CORP COM 76009V10 3,208,604 112,091 112,091 112,091
Subtotal Page 1,149,669,653
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 63
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Ivestment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REPUBLIC BANCORP INC COM 76028210 2,631,178 173,252 173,011 241 173,252
REPUBLIC BKG CORP FL COM 76032210 779,625 40,500 40,500 40,500
REPUBLIC GROUP INC COM 76047310 668,214 37,123 37,123 37,123
REPUBLIC N Y CORP COM 76071910 103,531,663 1,518,349 1,514,199 3,950 200 1,413,149 2,400 102,800
REPUBLIC SECURITY FI COM 76075810 1,895,756 226,359 225,521 838 226,359
REPUBLIC SVCS INC CL A 76075910 3,672,900 148,400 148,400 147,700 700
RES-CARE INC COM 76094310 1,182,272 51,968 51,968 51,968
RESMED INC COM 76115210 6,574,344 198,100 198,100 198,100
RESOURCE AMERICA INC CL A 76119520 1,873,414 129,201 128,751 450 129,201
RESOURCE BANCSHARES COM 76119710 806,582 78,691 78,691 78,691
RESPIRONICS INC COM 76123010 1,845,870 122,041 122,041 122,041
REUTERS GROUP PLC SPONSORED 76132M10 3,556,108 43,869 53 29,769 14,047 29,822 14,047
REVLON INC CL A 76152550 1,207,428 39,915 39,915 39,815 100
REXALL SUNDOWN INC COM 76164810 2,038,872 167,299 167,299 167,299
REYNOLDS & REYNOLDS CL A 76169510 10,677,665 458,033 454,433 3,600 438,933 3,600 15,500
REYNOLDS METALS CO COM 76176310 60,731,355 1,029,345 1,028,845 500 944,567 1,300 83,168
REYNOLDS R J TOB HLD COM 76182K10 16,382,555 515,986 513,769 2,017 200 500,488 200 15,298
RHONE POULENC S A SPNSRD ADR 76242660 1,626,523 35,121 34,400 721 35,121
RHYTHMS NETCONNECTIO COM 76243020 3,963,662 67,900 67,900 67,200 700
RICHFOOD HLDGS INC COM 76340810 3,871,155 219,640 219,640 219,640
RICHMOND CNTY FINL C COM 76455610 2,136,750 111,000 111,000 111,000
RIGGS NATL CORP WASH COM 76657010 3,564,484 173,353 173,353 173,353
RISK CAP HLDGS INC COM 76771110 723,600 53,600 53,600 53,600
RITE AID CORP COM 76775410 93,307,720 3,789,146 3,784,646 3,900 600 3,483,201 6,300 299,645
RIVIANA FOODS INC COM 76953610 726,993 38,773 38,773 38,773
ROADWAY EXPRESS INC COM 76974210 1,597,759 82,465 81,965 500 81,965 500
ROBBINS & MYERS INC COM 77019610 758,407 33,991 33,591 400 33,591 400
ROBERT HALF INTL INC COM 77032310 12,269,398 475,337 474,452 135 750 467,637 750 6,950
ROBERTS PHARMACEUTIC COM 77049110 3,751,728 156,322 147,922 3,500 4,900 151,422 4,900
ROCHESTER GAS & ELEC COM 77136710 9,039,128 340,303 340,303 340,303
ROCK FINL CORP MICH COM 77215010 217,187 13,900 13,900 13,900
ROCK-TENN CO CL A 77273920 1,547,635 92,745 63,492 29,253 92,745
ROCKWELL INTL CORP N COM 77390310 174,744,762 2,876,457 2,857,061 11,170 8,226 2,639,170 13,326 223,961
ROGERS CORP COM 77513310 939,634 31,852 31,852 31,852
ROHM & HAAS CO COM 77537110 133,975,971 3,124,804 3,087,255 20,601 16,947 2,837,534 21,647 265,622
ROLLINS INC COM 77571110 2,076,607 130,301 130,301 128,301 2,000
Subtotal Page 670,894,904
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 64
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -------------------------------
Issuer Class Number Value Prin Amt Sole Shared Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ROLLINS TRUCK LEASIN COM 77574110 3,182,628 286,079 285,179 900 286,079
ROMAC INTL INC COM 77583510 1,382,343 155,757 155,757 155,757
ROPER INDS INC NEW COM 77669610 6,177,056 193,033 193,033 193,033
ROSLYN BANCORP INC COM 77816210 63,518,459 3,695,727 813,543 2,882,184 3,694,827 900
ROSS STORES INC COM 77829610 30,224,395 599,988 597,970 1,318 700 588,538 700 10,750
ROUGE INDS INC DEL CL A 77908810 295,425 30,300 30,300 30,300
ROUSE CO COM 77927310 9,024,085 355,629 355,629 336,229 19,400
ROWAN COS INC COM 77938210 22,979,578 1,259,155 1,255,655 2,600 900 1,176,955 1,100 81,100
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,657,568,899 27,511,517 26,954,421 404,560 152,536 25,326,860 200,736 1,983,921
ROYAL PTT NEDERLAND SPONSORED 78064120 571,200 11,900 1,600 10,300 11,900
RUBY TUESDAY INC COM 78118210 4,342,564 228,556 228,556 228,556
RUDDICK CORP COM 78125810 4,542,580 227,129 227,129 224,029 3,100
RUSS BERRIE & CO COM 78223310 1,731,683 69,967 69,967 69,967
RUSSELL CORP COM 78235210 12,895,701 661,318 661,318 616,818 44,500
RYANS FAMILY STEAK H COM 78351910 2,167,144 186,421 186,421 186,421
RYDER SYS INC COM 78354910 30,979,541 1,203,089 1,200,839 400 1,850 1,103,278 4,250 95,561
RYERSON TULL INC NEW COM 78375P10 6,260,233 277,468 277,468 275,855 1,613
RYLAND GROUP INC COM 78376410 6,847,900 230,670 230,670 230,670
S & T BANCORP INC COM 78385910 2,992,125 118,500 118,500 118,500
SBC COMMUNICATIONS I COM 78387G10 1,872,981,414 32,292,783 31,508,867 654,217 129,699 28,287,320 1,535,085 2,449,400
SCI SYS INC COM 78389010 16,442,204 347,065 345,665 1,400 341,565 5,500
SCM MICROSYSTEMS INC COM 78401810 2,545,987 54,900 54,900 54,900
SCIPE HLDGS INC COM 78402P10 2,051,394 62,878 62,878 62,878
SCP POOL CORP COM 78402810 261,208 10,095 10,095 10,095
SDL INC COM 78407610 6,484,567 126,994 126,194 800 126,694 300
SEI INVESTMENTS CO COM 78411710 5,732,190 64,954 60,938 4,016 64,854 100
SEMCO ENERGY INC COM 78412D10 1,236,766 80,117 80,117 80,117
SFX ENTMT INC CL A 78417810 9,173,568 143,337 143,337 142,937 400
SL GREEN RLTY CORP COM 78440X10 4,765,908 233,200 230,900 2,300 233,200
SLM HLDG CORP COM 78442A10 107,070,798 2,337,178 2,327,502 5,837 3,839 2,088,839 81,039 167,300
SLI INC COM 78442T10 1,835,163 67,969 67,519 450 67,969
SPDR TR UNIT SER 1 78462F10 303,406,776 2,214,648 2,140,000 74,648 155,148 2,059,500
SPS TECHNOLOGIES INC COM 78462610 1,780,275 47,474 46,874 600 46,874 600
SPX CORP COM 78463510 20,067,889 240,334 239,541 333 460 229,027 460 10,407
S3 INC COM 78484910 2,213,797 243,435 243,435 243,435
SVI HLDGS INC COM 78487210 340,800 28,400 28,400 28,400
Subtotal Page 4,226,074,243
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 65
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SABRATEK CORP COM 78571U10 885,500 40,480 40,480 40,480
SABRE GROUP HLDGS IN CL A 78590510 20,544,493 298,829 298,449 380 294,529 4,300
SAFECO CORP COM 78642910 93,258,275 2,113,502 2,103,348 3,755 6,399 1,918,833 9,699 168,405
SAFEGUARD SCIENTIFIC COM 78644910 8,602,713 136,551 135,951 600 136,151 400
SAFESKIN CORP COM 78645410 2,114,952 176,246 146,246 30,000 146,246 30,000
SAFETY-KLEEN CORP NE COM NEW 78648R20 3,255,376 179,607 179,607 179,007 600
SAFEWAY INC COM NEW 78651420 362,632,495 7,325,909 7,298,529 25,780 1,600 6,641,769 235,200 448,940
SAGA SYS INC COM 78661010 1,695,750 133,000 133,000 133,000
ST JOE CO COM 79014810 3,094,632 114,616 114,616 113,716 900
ST JOHN KNITS INC COM 79028910 2,086,402 71,330 71,330 71,330
ST JUDE MED INC COM 79084910 41,071,314 1,152,879 1,151,279 1,600 1,063,979 5,500 83,400
ST MARY LD & EXPL CO COM 79222810 1,362,068 66,242 60,692 2,850 2,700 63,542 2,700
ST PAUL BANCORP INC COM 79284810 6,458,716 253,283 251,526 1,757 253,283
ST PAUL COS INC COM 79286010 111,844,247 3,515,788 3,511,045 2,477 2,266 3,225,126 7,066 283,596
SAKS INC COM 79377W10 23,500,582 813,873 810,373 1,660 1,840 801,085 1,840 10,948
SALOMON BROTHERS FD COM 79547710 212,899 10,746 7,430 3,316 7,430 3,316
SANCHEZ COMPUTER ASS COM 79970210 2,027,086 58,544 58,544 58,544
SANDISK CORP COM 80004C10 4,096,755 91,039 91,039 91,039
SANDY SPRING BANCORP COM 80036310 1,121,100 40,400 40,400 40,400
SANMINA CORP COM 80090710 56,388,934 743,182 298,584 444,598 738,782 4,400
SANGSTAT MED CORP COM 80100310 1,100,946 63,823 63,823 63,823
SANTA FE SNYDER CORP COM 80218K10 15,310,808 1,913,851 1,906,787 200 6,864 1,894,522 6,864 12,465
SAP AKTIENGESELLSCHA SPONSORED 80305420 925,872 26,740 2,400 22,340 2,000 24,740 2,000
SAPIENT CORP COM 80306210 3,005,994 53,086 51,836 1,250 53,086
SARA LEE CORP COM 80311110 317,244,821 13,983,551 13,551,229 164,064 268,258 12,129,412 696,978 1,157,161
SAUER INC COM 80413710 397,700 38,800 37,100 1,700 38,800
SAWTEK INC COM 80546810 2,961,231 64,550 64,550 64,550
SBARRO INC COM 80584410 2,647,069 97,815 97,515 300 96,415 1,400
SCANA CORP COM 80589810 13,293,175 568,692 567,142 150 1,400 559,292 1,400 8,000
SCHAWK INC CL A 80637310 367,310 41,100 41,100 41,100
SCHEIN HENRY INC COM 80640710 3,400,934 107,329 107,329 107,329
SCHEIN PHARMACEUTICA COM 80641610 281,044 23,300 23,300 23,300
SCHERING PLOUGH CORP COM 80660510 1,246,241,640 23,737,936 23,115,946 278,068 343,922 20,887,838 1,004,822 1,835,568
SCHLUMBERGER LTD COM 80685710 465,714,753 7,312,556 6,844,527 285,026 183,003 6,641,098 195,603 475,855
SCHOLASTIC CORP COM 80706610 4,630,871 91,474 90,674 800 90,374 1,100
SCHOOL SPECIALTY INC COM 80786310 340,514 21,200 21,200 21,200
Subtotal Page 2,824,118,971
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 66
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHULMAN A INC COM 80819410 3,822,423 222,402 214,552 7,600 250 220,027 250 2,125
SCHWAB CHARLES CORP COM 80851310 658,794,038 6,043,982 6,030,182 9,150 4,650 5,343,917 196,375 503,060
SCHWEITZER-MAUDUIT I COM 80854110 944,415 62,961 62,961 62,961
SCIENTIFIC ATLANTA I COM 80865510 36,904,176 1,025,116 1,024,136 980 954016 1,300 69,800
SCIENTIFIC GAMES HLD COM 80874710 837,798 42,964 42,964 42964
SCOTSMAN INDS INC COM 80934010 1,401,724 65,009 65,009 65009
SCOTT TECHNOLOGIES I COM 81002230 1,494,146 77,618 77,618 77618
SCOTTS CO CL A 81018610 3,942,492 82,782 82,782 82782
SCRIPPS E W CO OHIO CL A 81105420 5,256,361 110,516 110,516 109916 600
SEACOAST FINL SVCS C COM 81170Q10 551,642 48,496 42,900 5,596 48496
SEAGATE TECHNOLOGY COM 81180410 99,024,199 3,864,359 3,856,609 7,750 3,570178 5,400 287,531
SEAGRAM LTD COM 81185010 267,690,533 5,313,956 5,289,656 24,300 4,917529 389,800
SEACOR SMIT INC COM 81190410 3,411,213 63,761 63,761 63761
SEALED AIR CORP NEW COM 81211K10 81,974,752 1,263,580 1,251,345 11,304 931 1,116,743 39,555 106,212
SEARS ROEBUCK & CO COM 81238710 1,659,412,723 37,238,291 6,205,328 31,025,951 7,012 5,724,877 31,028,968 475,854
SECOND BANCORP INC COM 81311410 323,358 11,055 11,055 11,055
SECURITY CAP GROUP I CL B 81413P20 2,776,973 190,700 190,700 190,700
SECURITY DYNAMICS TE COM 81420810 3,927,701 184,833 184,583 250 184,833
SECURITY FIRST TECHN COM 81427910 1,204,837 26,700 26,700 26,700
SEITEL INC COM NEW 81607430 1,896,954 117,190 116,490 700 117,190
SELECT COMFORT CORP COM 81616X10 238,617 26,700 26,700 26,700
SELECTIVE INS GROUP COM 81630010 2,762,674 144,931 144,931 144,931
SEMTECH CORP COM 81685010 3,523,962 67,606 67,606 67,606
SEMPRA ENERGY COM 81685110 79,728,735 3,523,922 3,519,570 3,001 1,351 3,227,101 9,751 284,360
SENSORMATIC ELECTRS COM 81726510 6,398,002 459,066 457,066 2,000 454,066 5,000
SEPRACOR INC COM 81731510 19,628,050 241,576 203,345 1,800 36,431 202,645 36,431 2,500
SEQUA CORPORATION CL A 81732010 3,534,930 50,499 50,499 49,799 700
SEQUENT COMPUTER SYS COM 81733810 4,884,107 275,161 275,161 272,261 2,900
SEROLOGICALS CORP COM 81752310 496,640 61,125 61,125 61,125
SERVICE CORP INTL COM 81756510 76,870,601 3,993,278 3,961,213 22,465 9,600 3,669,370 23,900 298,858
SERVICE EXPERTS INC COM 81756710 1,559,512 71,292 71,292 71,292
SERVICEMASTER CO COM 81760N10 18,282,168 975,049 970,350 229 4,470 966,779 4,470 3,800
7-ELEVEN INC COM 81782610 1,865,759 840,811 840,811 840,811
SHARED MED SYS CORP COM 81948610 26,526,474 406,536 402,111 720 3,705 380,231 4,205 22,100
SHAW INDS INC COM 82028610 21,912,450 1,252,140 1,252,140 1,198,499 52,951
SHELL TRANS & TRADIN NEW YRK S 82270360 503,076 10,848 8,100 2,298 450 6,298 450 4,100
Subtotal Page 3,104,308,215
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 67
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHERWIN WILLIAMS CO COM 82434810 75,159,043 2,708,434 2,702,974 4,460 1,000 2,452,600 4,500 251,334
SHOE CARNIVAL INC COM 82488910 208,726 12,278 12,278 12,278
SHOPKO STORES INC COM 82491110 4,459,606 122,181 122,181 122,181
SHORELINE FINL CORP COM 82519010 865,785 28,800 28,800 28,800
SHOREWOOD PACKAGING COM 82522910 1,868,977 101,371 101,071 300 101,371
SHURGARD STORAGE CTR COM 82567D10 3,977,067 146,620 146,620 146,620
SIEBEL SYS INC COM 82617010 24,266,942 365,951 365,951 359,351 6,600
SIEBERT FINL CORP COM 82617610 532,878 17,800 17,800 17,800
SIERRA HEALTH SVCS I COM 82632210 1,784,153 123,582 123,582 123,582
SIERRA PAC RES COM 82642510 6,548,409 180,025 178,625 1,400 180,025
SIGMA ALDRICH CORP COM 82655210 51,327,694 1,490,481 1,467,066 7,775 15,640 1,370,741 27,240 92,500
SIGCORP INC COM 82691210 3,260,494 115,163 115,163 115,163
SILGAN HOLDINGS INC COM 82704810 1,043,596 52,508 52,508 52,508
SILICON GRAPHICS INC COM 82705610 42,451,434 2,592,454 2,587,704 4,750 2,421,654 4,500 166,300
SILICON VY BANCSHARE COM 82706410 2,493,488 100,747 88,380 12,367 100,747
SILICON VY GROUP INC COM 82706610 2,737,666 162,840 162,840 162,840
SILICONIX INC COM NEW 82707920 1,465,728 42,795 42,795 42,795
SIMMONS 1ST NATL COR CL A $5 PA 82873020 1,018,362 31,700 31,700 31,700
SIMON PPTY GROUP INC COM 82880610 20,506,831 808,151 806,151 2,000 760,597 47,554
SIMPSON INDS INC COM 82906010 319,472 31,168 31,168 31,168
SIMPSON MANUFACTURIN COM 82907310 926,962 19,515 19,515 19,515
SINCLAIR BROADCAST G CL A 82922610 1,937,031 118,292 118,292 118,292
SIPEX CORP COM 82990910 1,527,373 74,506 74,506 74,506
SKY FINL GROUP INC COM 83080P10 5,343,861 196,105 196,105 196,105
SKYLINE CORP COM 83083010 1,139,269 38,867 38,867 38,867
SKYTEL COMMUNICATION COM 83087Q10 5,525,588 263,915 263,915 263,915
SKYWEST INC COM 83087910 6,199,687 248,614 248,614 248,614
SMART & FINAL INC COM 83168310 560,784 53,408 53,408 53,408
SMART MODULAR TECH I COM 83169010 2,455,713 141,336 141,336 141,336
SMITH A O COM 83186520 2,356,172 84,149 83,249 900 84,149
SMITH INTL INC COM 83211010 11,947,042 275,043 268,543 6,500 271,443 3,600
SMITH CHARLES E RESD COM 83219710 3,933,298 115,900 115,700 200 115,900
SMITHFIELD FOODS INC COM 83224810 13,572,981 405,927 405,927 405,927
SMITHKLINE BEECHAM P ADR REP O 83237830 4,271,304 64,656 3,600 50,056 11,000 53,656 11,000
SMUCKER J M CO CL A 83269610 4,169,182 187,379 187,379 185,479 1,900
SMURFIT-STONE CONTAI COM 83272710 11,220,950 545,713 545,713 538,472 7,241
Subtotal Page 323,383,548
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 68
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- --------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SNYDER COMMUNICATION COM 83291410 9,807,937 299,479 299,479 294,079 5,400
SNAP ON INC COM 83303410 34,609,572 956,409 949,374 5,835 1,200 877,825 1,500 77,084
SODEXHO MARRIOTT SVC COM 83379310 2,247,757 117,150 115,450 200 1,500 113,875 1,500 1,775
SOLA INTL INC COM 83409210 2,203,825 113,383 113,383 113,383
SOLECTRON CORP COM 83418210 247,537,009 3,711,923 3,527,960 137,883 46,080 3,317,943 163,380 230,600
SOLUTIA INC COM 83437610 57,820,287 2,713,039 2,711,689 1,250 100 2,657,461 100 55,478
SONAT INC COM 83541510 55,250,313 1,667,934 1,638,223 11,600 18,111 1,516,815 20,511 128,888
SONIC AUTOMOTIVE INC CL A 83545G10 251,625 18,300 18,300 18,300
SONIC CORP COM 83545110 6,274,570 192,324 192,324 192,324
SONOCO PRODS CO COM 83549510 126,885,489 4,238,417 593,389 3,638,783 6,245 601,399 3,628,765 8,253
SONY CORP ADR NEW 83569930 8,168,522 74,007 53,000 19,907 1,100 72,907 1,100
SOTHEBYS HLDGS INC CL A 83589810 11,142,526 292,263 292,263 288,063 4,200
SOURCE MEDIA INC COM NEW 83615330 326,400 19,200 19,200 19,200
SOUTH JERSEY INDS IN COM 83851810 1,124,750 39,727 39,727 39,727
SOUTHDOWN INC COM 84129710 15,680,341 244,052 240,503 1,925 1,624 238,528 1,624 3,900
SOUTHERN CO COM 84258710 272,811,988 10,294,792 10,265,413 21,265 8,114 9,402,925 25,714 866,153
SOUTHERN PERU COPPER COM 84361110 1,482,607 102,695 102,695 102,695
SOUTHERN UN CO NEW COM 84403010 2,009,895 92,409 83,114 9,295 83,114 9,295
SOUTHTRUST CORP COM 84473010 90,042,793 2,346,392 2,340,642 4,250 1,500 2,193,292 4,800 148,300
SOUTHWEST AIRLS CO COM 84474110 159,318,883 5,118,679 5,107,684 6,745 4,250 4,592,937 107,550 416,112
SOUTHWEST BANCORPORA COM 84476R10 1,800,540 100,030 100,030 100,030
SOUTHWEST GAS CORP COM 84489510 4,220,498 147,441 147,441 147,441
SOUTHWEST SECS GROUP COM 84522410 4,165,266 58,205 58,205 58,205
SOUTHWESTERN ENERGY COM 84546710 1,258,356 119,140 119,140 119,140
SOVEREIGN BANCORP IN COM 84590510 10,940,084 902,275 893,265 9,010 890,475 11,800
SOVRAN SELF STORAGE COM 84610H10 1,733,638 64,359 64,359 64,359
SPARTECH CORP COM NEW 84722020 2,656,341 83,995 83,995 83,995
SPECIALTY EQUIP COS COM NEW 84749720 1,491,396 50,664 50,664 50,664
SPEEDFAM-IPEC INC COM 84770510 2,095,496 130,463 130,463 130,463
SPEEDWAY MOTORSPORTS COM 84778810 2,437,344 62,000 62,000 62,000
SPIEGEL INC CL A 84845710 502,325 56,600 56,600 56,600
SPIEKER PPTYS INC COM 84849710 12,718,539 327,165 326,765 400 326,665 500
SPORTSLINE USA INC COM 84893410 2,360,575 65,800 65,800 65,800
SPORTS AUTH INC COM 84917610 361,322 81,434 79,634 1,800 81,434
SPRINGS INDS INC CL A 85178310 12,955,534 296,975 296,975 251,575 100 45,300
SPRINT CORP COM FON GR 85206110 681,340,122 12,855,474 12,735,417 77,997 42,060 11,753,510 62,060 1,039,674
Subtotal Page 1,848,034,465
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 69
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPRINT CORP PCS COM SE 85206150 346,955,523 6,086,939 6,054,338 21,883 10,718 5,669,820 19,118 398,001
SPYGLASS INC COM 85219210 440,737 21,900 21,700 200 21,900
STAFF LEASING INC COM 85238110 1,171,985 91,028 91,028 91,028
STAFFMARK INC COM 85238910 1,158,028 115,445 115,445 115,445
STAGE STORES INC COM 85254C10 506,441 77,914 77,914 77,914
STANCORP FINL GROUP COM 85289110 339,000 11,300 11,300 11,300
STANDARD MTR PRODS I COM 85366610 1,389,003 56,694 56,694 56,694
STANDARD PAC CORP NE COM 85375C10 6,431,464 494,728 493,328 1,400 494,728
STANDARD PRODS CO COM 85383610 2,106,426 82,202 82,109 93 82,202
STANDARD REGISTER CO COM 85388710 3,641,507 118,423 118,423 116,623 1,800
STANDEX INTL CORP COM 85423110 35,440,660 1,294,636 52,334 1,239,782 2,520 52,334 1,242,302
STANLEY WKS COM 85461610 43,103,961 1,339,173 1,298,639 27,634 12,900 1,217,498 14,200 107,475
STAR TELECOMMUNICATI COM 85492310 894,036 114,444 114,444 114,444
STAPLES INC COM 85503010 258,791,933 8,365,127 6,864,488 1,191,311 309,328 7,296,846 525,378 540,593
STARBUCKS CORP COM 85524410 37,236,713 991,340 959,160 30,030 2,150 975,090 2,150 14,100
STARRETT L S CO CL A 85566810 572,115 21,288 21,288 21,288
STARWOOD FINL TR MD CL A SH BE 85568W10 12,126,084 195,582 195,382 200 194,982 600
STARTEK INC COM 85569C10 351,450 14,200 14,200 14,200
STATE AUTO FINL CORP COM 85570710 1,071,036 79,336 78,736 600 79,336
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 25,477,950 833,648 823,131 2,559 7,958 775,254 7,958 50,436
STATE STR CORP COM 85747710 581,451,560 6,810,560 2,310,793 4,306,671 193,096 2,329,853 4,283,936 196,211
STATEN IS BANCORP IN COM 85755010 3,630,600 201,700 201,200 500 201,700
STATION CASINOS INC COM 85768910 6,647,914 326,278 326,278 326,278
STEEL DYNAMICS INC COM 85811910 3,048,692 197,084 193,784 3,300 197,084
STEELCASE INC CL A 85815520 2,438,000 121,900 121,900 121,200 700
STEIN MART INC COM 85837510 1,115,193 118,954 118,954 118,954
STEINWAY MUSICAL INS COM ORD 85849510 1,007,000 38,000 38,000 38,000
STEPAN CO COM 85858610 802,966 31,644 31,644 31,644
STERLING BANCSHARES COM 85890710 1,322,667 98,891 98,891 98,891
STERIS CORP COM 85915210 6,565,025 338,840 334,820 4,020 324,240 14,600
STERLING COMM INC COM 85920510 18,360,153 499,596 497,696 1,900 492,530 7,066
STERLING FINL CORP COM 85931710 798,025 23,300 23,300 23,300
STERLING SOFTWARE IN COM 85954710 18,684,878 706,770 706,370 400 694,370 12,400
STEWART & STEVENSON COM 86034210 2,884,339 189,137 189,137 187,337 1,800
STEWART ENTERPRISES CL A 86037010 7,597,577 521,740 521,532 208 513,340 8,400
STEWART INFORMATION COM 86037210 1,970,962 93,300 93,300 93,300
Subtotal Page 1,437,531,603
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 70
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STILLWATER MNG CO COM 86074Q10 7,366,645 226,666 224,566 2,100 226,666
STONE & WEBSTER INC COM 86157210 869,625 32,662 32,462 200 32,662
STONE ENERGY CORP COM 86164210 6,393,497 150,879 150,879 150,879
STONERIDGE INC COM 86183P10 1,170,400 83,600 83,600 83,600
STORAGE USA INC COM 86190710 5,666,592 177,081 175,881 1,200 177,081
STORAGE TECHNOLOGY C COM PAR $ 86211120 11,811,891 519,204 517,904 1,300 511,404 7,800
STRAYER ED INC COM 86323610 1,026,510 33,451 33,451 33,451
STRIDE RITE CORP COM 86331410 4,281,934 415,238 414,238 1,000 415,238
STRUCTURAL DYNAMICS COM 86355510 6,766,907 364,557 364,557 362,095 2,462
STRYKER CORP COM 86366710 25,757,790 428,404 425,004 2,400 1,000 420,204 1,000 7,200
STUDENT LN CORP COM 86390210 1,114,458 25,044 25,044 25,044
STURM RUGER & CO INC COM 86415910 904,440 84,630 84,630 84,630
SUGEN INC COM 86504110 1,920,450 65,100 50,100 15,000 65,100
SUIZA FOODS CORP COM 86507710 15,860,951 378,769 378,769 376,469 2,300
SUMMIT BANCORP COM 86600510 100,851,254 2,412,017 2,372,839 9,078 30,100 2,216,567 33,600 161,850
SUMMIT PPTYS INC COM 86623910 5,514,516 279,216 278,850 366 279,216
SUMMIT TECHNOLOGY IN COM 86627E10 1,392,600 63,300 63,300 63,300
SUN COMMUNITIES INC COM 86667410 4,469,556 125,903 120,003 400 5,500 120,403 5,500
SUN MICROSYSTEMS INC COM 86681010 793,769,911 11,524790 11,286,242 202,553 35,995 10,380,775 401,715 742,300
SUNBEAM CORP COM 86707110 2,481,090 312,598 276,798 35,800 312,598
SUNGLASS HUT INTL IN COM 86736F10 3,265,908 190,022 190,022 190,022
SUNGARD DATA SYS INC COM 86736310 23,257,243 674,123 567,112 96,611 10,400 655,323 10,400 8,400
SUNOCO INC COM 86764P10 41,355,827 1,369,988 1,368,272 1,616 100 1,255,413 1,600 112,975
SUNRISE ASSISTED LIV COM 86768K10 2,150,148 61,653 61,253 400 61,653
SUNRISE TECHNOLOGIES COM 86769L10 818,300 66,800 66,800 66,800
SUNTERRA CORP COM 86787D10 1,781,329 127,813 127,813 127,813
SUNRISE MED INC COM 86791010 343,239 48,174 48,174 48,174
SUNTRUST BKS INC COM 86791410 328,729,200 4,734,208 4,698,558 20,150 15,500 4,331,532 23,100 379,576
SUNSTONE HOTEL INVS COM 86793310 3,399,311 399,919 394,789 1,000 4,130 395,789 4,130
SUPERGEN INC COM 86805910 827,337 54,032 54,032 54,032
SUPERIOR CONSULTANT COM 86814610 759,149 30,751 30,751 30,751
SUPERIOR INDS INTL I COM 86816810 4,007,844 146,743 146,743 144,943 1,800
SUPERIOR NATL INS GR COM 86822410 327,000 12,000 12,000 12,000
SUPERIOR SVCS INC COM 86831610 3,218,879 120,616 120,616 120,616
SUPERIOR TELECOM INC COM 86836510 6,087,425 243,497 243,497 243,497
SUPERVALU INC COM 86853610 62,992,920 2,434,509 2,248,909 5,600 2,271,490 4,440 157,009
Subtotal Page 1,482,712,076
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 71
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUSQUEHANNA BANCSHAR COM 86909910 3,232,511 182,762 180,512 2,250 180,512 2,250
SWIFT ENERGY CO COM 87073810 668,215 62,526 62,526 62,526
SWIFT TRANSN CO COM 87075610 5,995,924 272,542 272,430 112 268,242 4,300
SYBASE INC COM 87113010 6,638,863 603,533 602,495 1,038 603,533
SYBRON INTL CORP COM 87114F10 16,520,717 599,402 599,402 591,402 8,000
SYKES ENTERPRISES IN COM 87123710 3,510,582 105,186 105,186 105,186
SYLVAN LEARNING SYS COM 87139910 7,897,361 290,483 276,033 9,100 5,350 281,233 5,350 3,900
SYMANTEC CORP COM 87150310 19,880,131 779,613 779,613 775,013 4,600
SYMBOL TECHNOLOGIES COM 87150810 15,830,511 429,302 429,022 280 422,553 6,749
SYNCOR INTL CORP DEL COM 87157J10 755,460 20,985 20,985 20,985
SYNETIC INC COM 87160F10 6,625,712 96,374 96,374 96,174 200
SYNOPSYS INC COM 87160710 19,590,888 354,991 352,591 400 2,000 347,297 2,000 5,694
SYNOVUS FINL CORP COM 87161C10 72,691,898 3,657,454 3,655,554 1,900 3,328,604 75,800 253,050
SYNTEL INC COM 87162H10 249,300 27,700 27,700 27,700
SYNTROLEUM CORP COM 87163010 645,251 72,200 72,200 72,200
SYSCO CORP COM 87182910 196,297,859 6,584,525 4,958,242 890,766 735,517 5,265,231 894,717 424,577
SYSTEMAX INC COM 87185110 994,244 80,343 80,343 80,343
SYSTEMS & COMPUTER T COM 87187310 2,177,659 149,544 149,544 149,544
TAVA TECHNOLOGIES IN COM 87216910 290,630 37,808 37,808 37,808
TCA CABLE TV INC COM 87224110 11,885,214 214,148 213,548 600 210,548 3,600
TCBY ENTERPRISES INC COM 87224510 248,056 40,499 40,499 40,499
TCF FINL CORP COM 87227510 13,486,175 483,809 482,017 1,792 475,717 1,792 6,300
TCI MUSIC INC CL A 87229N10 1,468,062 41,500 41,500 41,500
TECO ENERGY INC COM 87237510 21,637,206 951,086 811,571 67,116 72,399 868,187 72,399 10,500
THQ INC COM NEW 87244340 310,500 10,800 10,800 10,800
TJ INTL INC COM 87253410 1,850,421 59,691 59,691 59,691
TJX COS INC NEW COM 87254010 239,235,824 7,181,671 6,776,894 398,877 5,900 6,283,017 540,057 358,597
TNP ENTERPRISES INC COM 87259410 2,161,950 59,640 59,640 59,640
TRW INC COM 87264910 100,213,218 1,826,209 1,805,569 13,180 7,460 1,662,938 11,460 151,811
TSI INC MINN COM 87287610 517,312 44,500 9,500 200,00 15,000 29,500 15,000
TSI INTERNATIONAL SO COM 87287910 1,197,425 42,200 40,000 2,200 42,200
TMP WORLDWIDE INC COM 87294110 4,696,460 73,960 73,960 73,760 200
TV GUIDE INC CL A 87307Q10 4,964,885 135,560 134,460 1,100 135,560
TALBOTS INC COM 87416110 15,366,014 403,043 167,746 235,097 200 167,746 235,297
TALK COM INC COM 87426410 1,591,548 141,471 141,471 141,471
TANDY CORP COM 87538210 172,514,331 3,529,705 3,524,105 5,600 3,229,427 36,500 262,968
Subtotal Page 973,838,317
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 72
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TANGER FACTORY OUTLE COM 87546510 492,258 18,933 18,933 18,933
TARRANT APPAREL GROU COM 87628910 584,675 25,700 25,700 25,700
TAUBMAN CTRS INC COM 87666410 2,623,672 198,959 198,959 198,959
TECH DATA CORP COM 87823710 11,359,179 296,972 295,597 275 1,100 292,072 1,100 3,800
TECHNE CORP COM 87837710 2,465,232 97,152 97,152 97,152
TECHNITROL INC COM 87855510 1,926,615 59,740 58,840 900 59,740
TECHNOLOGY SOLUTIONS COM 87872T10 1,967,200 181,946 181,946 181,946
TECUMSEH PRODS CO CL A 87889520 7,737,340 127,759 126,759 1,000 125,459 1,000 1,300
TEJON RANCH CO DEL COM 87908010 877,416 34,578 34,578 34,578
TEKELEC COM 87910110 1,866,317 153,140 153,140 153,140
TEKTRONIX INC COM 87913110 22,572,299 747,749 745,449 200 2,100 683,470 2,700 60,089
TELE DANMARK A/S SPNSR ADR 87924210 1,361,248 52,864 3,600 37,264 12,000 40,864 12,000
TELEBANC FINANCIAL C COM 87925R10 391,375 10,100 10,100 10,100
TELEFLEX INC COM 87936910 9,349,206 215,236 211,286 3,950 212,336 2,900
TELEFONICA S A SPONSORED 87938220 3,128,171 21,262 5,705 13,750 1,807 19,455 1,807
TELEPHONE & DATA SYS COM 87943310 23,343,913 319,233 315,796 3,437 314,233 5,000
TELIGENT INC CL A 87959Y10 2,099,401 35,100 35,100 34,900 200
TELLABS INC COM 87966410 478,582,858 7,083,610 7,071,806 11,004 800 6,499,910 184,300 399,400
TEMPLE INLAND INC COM 87986810 84,627,320 1,233,185 851,357 381,828 771,944 381,998 78,383
TELETECH HOLDINGS IN COM 87993910 1,008,794 99,634 99,634 99,634
TENET HEALTHCARE COR COM 88033G10 80,634,683 4,344,073 4,335,913 6,910 1,250 4,066,613 1,250 276,210
TENNANT CO COM 88034510 1,268,192 39,631 39,631 39,631
TENNECO INC NEW COM 88037E10 59,897,170 2,508,782 2,503,400 5,102 280 2,338,813 2,780 167,189
TERADYNE INC COM 88077010 37,141,244 517,648 514,948 2,700 510,848 6,800
TERAYON COMMUNICATIO COM 88077510 1,732,125 31,000 31,000 31,000
TEREX CORP NEW COM 88077910 7,078,611 232,566 232,566 232,566
TERRA INDS INC COM 88091510 629,132 157,283 157,283 157,283
TESORO PETE CORP COM 88160910 2,521,870 158,240 158,240 158,240
TETRA TECH INC NEW COM 88162G10 2,794,753 169,379 169,379 169,379
TEXACO INC COM 88169410 2,852,739,462 45,735,302 7,743,485 37,897,685 94,132 45,114,653 105,432 515,217
TEXAS INDS INC COM 88249110 3,958,118 102,145 100,745 1,400 102,145
TEXAS INSTRS INC COM 88250810 851,469,552 5,912,983 5,862,748 46,985 3,250 5,353,002 75,950 483,421
TEXAS REGL BANCSHARE CL A VTG 88267310 2,058,028 75,699 75,699 75,699
TEXAS UTILS CO COM 88284810 176,834,262 4,267,545 4,250,023 11,545 5,977 3,909,682 12,577 345,286
TEXTRON INC COM 88320310 1,926,501,659 23,404,870 2,254,341 21,139,438 11,091 2,088,169 21,136,154 180,547
THEGLOBE COM INC COM 88335R10 572,891 29,100 27,100 2,000 29,100
Subtotal Page 6,666,196,241
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-3999 Page 73
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
THERAGENICS CORP COM 88337510 722,155 104,102 104,102 104,102
THERMO BIOANALYSIS C COM 88355H10 526,462 30,300 30,300 30,300
THERMO CARDIOSYSTEMS COM NONR 88355K20 915,055 84,143 79,143 5,000 79,143 5,000
THERMO ECOTEK CORP COM 88355R10 307,200 38,400 38,400 38,400
THERMO FIBERTEK INC COM 88355W10 272,175 38,200 38,200 38,200
THERMO ELECTRON CORP COM 88355610 46,520,307 2,318,827 2,292,202 21,335 5,290 2,171,137 9,490 138,200
THERMO INSTR SYS INC COM 88355910 1,403,408 87,713 87,713 87,463 250
THERMO OPTEK CORP COM 88358210 323,700 31,200 31,200 31,200
THERMOQUEST CORP COM 88365510 520,499 39,100 39,100 39,100
THERMEDICS INC COM 88390110 832,585 89,410 85,410 4,000 89,410
THOMAS & BETTS CORP COM 88431510 38,426,346 813,256 809,760 700 2,796 763,760 3,496 46,000
THOMAS INDS INC COM 88442510 1,601,050 78,100 78,100 78,100
THOR INDS INC COM 88516010 909,674 32,059 29,809 2,250 32,059
THORNBURG MTG ASSET COM 88521810 1,005,440 100,544 100,544 100,544
3DFX INTERACTIVE INC COM 88553X10 1,107,828 70,901 69,081 1,820 70,901
3COM CORP COM 88553510 138,949,308 5,206,629 4,970,074 235,955 600 4,642,874 228,430 335,325
TICKETMASTER ONLINE- CL B 88633P20 765,325 25,300 25,300 25,300
TIDEWATER INC COM 88642310 23,386,241 766,762 766,062 200 500 735,656 500 29,246
TIFFANY & CO NEW COM 88654710 21,472,215 222,510 220,910 600 1,000 215,110 1,000 6,400
TIMBERLAND CO CL A 88710010 1,555,012 22,847 22,617 200 30 22,817 30
TIME WARNER INC COM 88731510 1,297,131,739 17,860,678 17,634,404 202,445 23,829 16,057,742 303,773 1,483,314
TIME WARNER TELECOM CL A 88731910 516,200 17,800 17,800 17,800
TIMES MIRROR CO NEW COM SER A 88736410 66,252,461 1,118,185 1,106,726 3,400 8,059 983,649 42,459 91,857
TIMKEN CO COM 88738910 17,286,223 886,473 883,473 3,000 829,073 300 57,100
TITAN CORP COM 88826610 500,500 45,500 45,500 45,500
TITAN EXPL INC COM 88828910 257,640 51,528 51,528 51,528
TITAN INTL INC ILL COM 88830M10 577,980 48,672 48,672 48,672
TITANIUM METALS CORP COM 88833910 1,209,307 107,494 107,494 107,494
TOLL BROTHERS INC COM 88947810 2,580,843 120,392 120,392 120,392
TOOTSIE ROLL INDS IN COM 89051610 4,230,634 109,531 96,092 13,439 109,107 424
TOPPS INC COM 89078610 905,756 124,400 124,400 124,400
TORCHMARK CORP COM 89102710 70,694,271 2,071,627 2,049,958 17,150 4,519 1,901,150 8,619 161,858
TORO CO COM 89109210 2,946,943 74,843 74,843 74,843
TOSCO CORP COM NEW 89149030 29,075,947 1,121,022 1,115,385 3,637 2,000 1,104,622 2,000 14,400
TOTAL RENAL CARE HLD COM 89151A10 6,003,321 385,768 382,768 800 2,200 378,268 2,200 5,300
TOWER AUTOMOTIVE INC COM 89170710 13,087,794 514,518 508,858 3,360 2,300 512,218 2,300
Subtotal Page 1,794,779,544
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 74
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
------------------------------ ------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOTAL SYS SVCS INC COM 89190610 3,065,346 161,334 161,334 160,884 450
TOWN & CTRY TR SH BEN INT 89208110 1,285,337 71,907 71,907 71,907
TOYOTA MOTOR CORP ADR 2 COM 89233130 1,327,872 20,748 16,898 3,850 16,898 3,850
TOYS R US INC COM 89233510 101,488,994 4,905,931 4,900,711 5,220 4,552,173 5,800 347,958
TRAMMELL CROW CO COM 89288R10 1,980,658 120,500 120,500 120,500
TRANS WORLD AIRLS IN COM PAR$ 89334983 1,357,245 274,913 274,913 274,913
TRANS WORLD ENTMT CO COM 89336Q10 960,862 85,410 85,410 85,410
TRANSACTION NETWORK COM 89341410 1,171,959 40,067 40,067 40,067
TRANSACTION SYS ARCH CLA 89341610 5,343,624 137,016 136,976 40 134,916 2,100
TRANSAMERICA CORP COM 89348510 142,745,625 1,903,275 1,899,866 1,625 1,784 1,730,805 5,084 157,516
TRANSATLANTIC HLDGS COM 89352110 6,934,969 92,544 92,544 92,194 350
TRANSCANADA PIPELINE COM 89352610 356,692 25,478 25,478 14,100 89
TRANSKARYOTIC THERAP COM 89373510 2,433,057 73,729 73,729 73,729
TRANSMONTAIGNE INC COM 89393410 1,452,167 115,600 115,600 115,600
TRAVELERS PPTY CAS C CLA 89393910 9,305,333 237,836 237,436 400 236,836 400 600
TRANSWITCH CORP COM 89406510 1,331,237 28,100 28,100 28,100
TREDEGAR CORP COM 89465010 1,993,567 88,603 88,603 88,603
TREMONT CORP COM PAR $ 89474520 449,221 20,894 20,894 20,894
TRENDWEST RESORTS IN COM 89491710 518,263 23,228 23,228 23,228
TRENWICK GROUP INC COM 89529010 1,256,913 50,978 50,978 50,978
TRI CONTL CORP COM 89543610 360,704 11,949 2,500 7,041 2,408 9,541 2,408
TRIAD HOSPITALS INC COM 89579K10 2,719,237 201,425 200,900 525 190,476 10,949
TRIANGLE BANCORP INC COM 89583510 1,906,106 112,541 112,541 112,541
TRIANGLE PHARMACEUTI COM 89589H10 1,623,060 90,170 90,170 90,170
TRIAD GTY INC COM 89592510 1,034,372 57,667 57,667 57,667
TRIARC COS INC CLA 89592710 1,440,155 67,772 67,772 67,772
TRICON GLOBAL RESTAU COM 89595310 291,096,157 5,378,220 3,305,918 2,062,727 9,575 3,069,895 2,132,371 175,954
TRIBUNE CO NEW COM 89604710 203,446,371 2,335,109 2,226,359 63,840 44,910 2,125,877 47,510 161,532
TRIGON HEALTHCARE IN COM 89618L10 19,965,000 548,866 548,866 541,866 7,000
TRIMBLE NAVIGATION L COM 89623910 1,183,083 91,890 91,690 200 91,890
TRINET CORP RLTY TR COM 89628710 3,714,986 134,178 134,178 134,178
TRINITY INDS INC COM 89652210 9,518,623 284,138 283,338 800 267,260 16,878
TRIQUINT SEMICONDUCT COM 89674K10 758,440 13,350 13,300 50 13,350
TRIUMPH GROUP INC NE COM 89681810 1,319,650 51,751 51,751 51,751
TRUE NORTH COMMUNICA COM 89784410 3,567,709 119,923 119,923 119,923
TRUST CO NJ JERSEY C COM 89830410 1,670,709 71,094 71,094 71,094
Subtotal Page 832,083,303
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 75
<TABLE>
<CAPTION>
Name of Title Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- ---------------------------
Issuer of Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRUSTCO BK CORP N Y COM 89834910 3,049,452 113,468 113,468 113,468
TRUSTMARK CORP COM 89840210 10,975,447 479,801 479,801 479,001 800
TUBOSCOPE INC COM 89860010 2,615,832 191,118 191,118 191,118
TUPPERWARE CORP COM 89989610 26,306,998 1,031,647 1,030,723 500 424 948,123 12,524 71,000
TURNER CORP COM 90027310 22,231,223 1,261,346 3,651 1,257,695 5,651 1,255,695
20TH CENTY INDS CAL COM PAR $ 90127220 5,725,176 309,469 309,469 308,869 600
24/7 MEDIA INC COM 90131410 1,078,000 28,000 28,000 28,000
TWINLAB CORP COM 90177410 843,681 98,171 98,171 98,171
TYCO INTL LTD NEW COM 90212410 1,038,068,682 10,955,870 10,806,554 71,991 77,325 9,733,914 465,201 756,755
TYLER TECHNOLOGIES I COM 90225210 698,100 107,400 107,400 107,400
TYSON FOODS INC CL A 90249410 19,986,345 888,282 887,682 600 868,482 19,800
UAL CORP COM PAR $ 90254950 8,238,459 127,481 127,481 111,979 15,352
UCAR INTL INC COM 90262K10 5,724,654 226,719 226,719 223,719 3,000
UGI CORP NEW COM 90268110 4,430,158 219,456 217,656 1,800 219,456
UICI COM 90273710 5,902,385 213,661 212,261 1,400 213,661
UMB FINL CORP COM 90278810 3,106,465 72,454 72,454 72,454
UST CORP COM 90290010 6,743,874 222,938 207,246 11,192 4,500 218,438 4,500
USX MARATHON GROUP COM NEW 90290582 153,910,479 4,726,690 4,713,308 6,582 6,800 4,328,843 13,900 383,947
U S B HLDG INC COM 90291010 597,902 39,048 39,048 39,048
UST INC COM 90291110 72,625,844 2,477,683 2,455,423 9,460 12,800 2,359,283 90,900 27,500
U S FRANCHISE SVCS I CL A NEW 90295630 537,938 23,200 23,200 23,200
U S RESTAURANT PPTYS COM 90297110 1,181,500 55,600 55,600 55,600
US BANCORP DEL COM 90297310 360,129,066 10,790,384 10,672,702 76,234 41,448 9,661,846 253,948 874,590
U S LIQUIDS INC COM 90297410 459,250 22,000 22,000 22,000
USA NETWORKS INC COM 90298410 13,153,255 327,807 327,032 775 327,107 700
URS CORP NEW COM 90323610 1,694,233 57,800 57,800 57,800
U S G CORP COM NEW 90329340 31,360,672 560,012 554,412 3,800 1,800 545,973 1,800 12,239
U S FOODSERVICE COM 90331R10 10,400,968 244,011 243,156 855 240,321 3,690
US LEC CORP CL A 90331S10 335,250 14,900 14,700 200 14,900
USEC INC COM 90333E10 2,244,637 150,900 150,900 150,900
USX-U S STL COM 90337T10 41,930,622 1,552,986 1,550,486 1,100 1,400 1,450,883 2,900 99,203
UTI ENERGY CORP COM 90338710 939,297 56,714 56,714 56,714
UBID INC COM 90346910 351,680 10,990 10,990 10,990
ULTRAMAR DIAMOND SHA COM 90400010 13,159,419 603,311 602,311 1,000 592,841 10,470
ULTRATECH STEPPER IN COM 90403410 1,448,919 96,197 96,197 96,197
UNICAPITAL CORP NEW COM 90459D10 1,217,037 198,700 198,700 198,700
Subtotal Page 1,873,402,899
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 76
<TABLE>
<CAPTION>
Name of Title Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- ------------------------------
Issuer of Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNIFI INC COM 90467710 7,651,487 360,070 358,470 1,000 600 339,294 600 20,176
UNIFIRST CORP MASS COM 90470810 255,045 13,880 13,880 13,880
UNILEVER PLC SPNSRD ADR 90476770 588,885 15,809 2,789 13,020 15,809
UNILEVER N V N Y SHS NE 90478470 518,925,143 7,439,787 7,397,861 23,358 18,568 6,620,282 289,889 529,616
UNICOM CORP COM 90491110 124,915,814 3,239,350 3,231,000 8,350 2,962,927 4,400 271,343
UNION CARBIDE CORP COM 90558110 788,146,076 16,167,099 2,297,254 13,868,645 1,200 2,142,241 13,866,016 158,842
UNION PAC CORP COM 90781810 224,320,782 3,846,906 3,680,428 68,835 97,643 3,444,284 103,143 299,479
UNION PAC RES GROUP COM 90783410 64,079,392 3,928,359 3,881,825 14,111 32,423 3,597,915 37,023 293,421
UNION PLANTERS CORP COM 90806810 85,081,009 1,903,932 1,902,202 1,730 1,766,445 3,300 134,187
UNIONBANCAL CORP COM 90890610 80,091,184 2,217,057 2,214,657 2,400 2,176,257 2,400 38,400
UNISOURCE ENERGY COR COM 90920510 1,831,446 153,426 153,426 153,426
UNISOURCE WORLDWIDE COM 90920810 5,207,864 431,758 428,603 450 2,705 429,053 2,705
UNISTAR FINANCIAL SV COM 90921U10 595,900 10,100 10,100 10,100
UNISYS CORP COM 90921410 193,244,253 4,962,998 4,956,273 6,725 4,613,341 50,100 299,557
UNITED ASSET MGMT CO COM 90942010 5,008,298 220,145 219,445 200 500 219,645 500
UNITED AUTO GROUP IN COM 90944010 751,981 73,364 73,364 73,364
UNITED CMNTY FINL CO COM 90983910 550,762 37,500 37,500 37,500
UNITED BANKSHARES IN COM 90990710 5,036,007 190,038 190,038 190,038
UNITED DOMINION INDS COM 90991410 373,450 15,400 15,400 15,400
UNITED DOMINION REAL COM 91019710 6,232,693 530,442 529,942 500 530,442
UNITED FIRE & CAS CO COM 91033110 834,912 32,112 32,112 32,112
UNITED HEALTHCARE CO COM 91058110 166,044,363 2,651,407 2,644,435 6,730 242 2,426,174 242 223,931
UNITED ILLUM CO COM 91063710 5,059,042 119,213 119,013 200 119,213
UNITED INTL HLDGS IN CL A 91073410 13,424,915 198,520 198,520 198,020 500
UNITED NATL BANCORP COM 91090910 1,497,912 63,070 63,070 63,070
UNITED NAT FOODS INC COM 91116310 533,709 21,564 20,864 700 21,564
UNITED PAYORS&UTD PR COM 91131910 1,460,781 63,000 63,000 63,000
UNITED RENTALS INC COM 91136310 4,206,434 142,591 141,803 788 142,591
UNITED RETAIL GROUP COM 91138010 269,225 17,800 17,800 17,800
U S BIOSCIENCE INC COM PAR $0 91164620 1,104,889 113,322 113,322 113,322
UNITED STATES CELLUL COM 91168410 3,013,173 56,321 55,921 400 55,821 400 100
US AIRWAYS GROUP INC COM 91190510 53,699,182 1,232,707 1,231,807 900 1,127,105 14,200 90,842
U S HOME CORP NEW COM 91192010 2,260,072 63,664 63,664 63,664
U S INDS INC NEW COM 91208010 7,064,877 415,581 415,581 414,681 900
U S OFFICE PRODS CO COM NEW 91232530 432,155 80,401 80,401 80,401
U S WEST INC NEW COM 91273H10 1,737,529,193 29,574,965 8,472,233 21,050,322 52,410 7,941,424 21,102,944 530,597
Subtotal 4,111,322,305
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 77
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
U S TR CORP NEW COM 91288L10 8,015,587 86,655 77,555 8,600 500 85,955 500 200
UNITED STATIONERS IN COM 91300410 13,607,352 618,516 618,516 618,516
UNITED TECHNOLOGIES COM 91301710 584,462,160 8,117,530 7,946,806 93,792 76,932 7,425,451 89,432 602,647
UNITED TELEVISION IN COM 91306610 1,730,857 16,504 16,504 16,504
UNITED WTR RES INC COM 91319010 3,138,587 138,343 138,343 138,343
UNITRIN INC COM 91327510 13,816,836 336,996 335,996 1,000 330,096 1,000 5,900
UNITRODE CORP COM 91328310 4,054,591 141,339 141,339 141,339
UNIVERSAL CORP VA COM 91345610 6,810,718 239,502 239,202 300 237,002 2,500
UNIVERSAL FOODS CORP COM 91353810 6,911,593 327,176 321,276 5,900 323,776 3,400
UNIVERSAL FST PRODS COM 91354310 1,424,740 66,267 65,267 1,000 66,267
UNIVERSAL HLTH SVCS CL B 91390310 4,001,163 83,794 83,764 30 83,394 400
UNIVISION COMMUNICAT CL A 91490610 19,359,600 297,840 296,540 1,300 290,940 6,900
UNOCAL CORP COM 91528910 146,295,103 3,691,990 3,640,322 23,578 28,090 3,356,958 32,590 302,442
UNOVA INC COM 91529B10 2,817,828 177,501 177,501 177,401 100
USFREIGHTWAYS CORP COM 91690610 12,981,114 280,297 280,237 60 280,297
URBAN OUTFITTERS INC COM 91704710 1,065,501 42,408 42,408 42,408
URBAN SHOPPING CTRS COM 91706010 1,760,566 55,891 55,891 55,891
USBANCORP INC PA COM 91729210 1,036,476 65,808 65,808 65,808
USINTERNETWORKING IN COM 91731180 546,000 13,000 13,000 13,000
USWEB CORP COM 91732710 11,130,241 501,656 426,848 74,808 500,756 900
UTILICORP UTD INC COM 91800510 70,530,206 2,901,045 2,896,982 3,013 1,050 2,853,545 1,050 46,450
V F CORP COM 91820410 78,029,865 1,825,260 1,786,310 33,350 5,600 1,655,504 8,500 161,256
VWR SCIENTIFIC PRODS COM 91843510 2,560,825 69,802 69,802 69,802
VAIL RESORTS INC COM 91879Q10 2,163,528 120,196 120,196 120,196
VALASSIS COMMUNICATI COM 91886610 39,518,265 1,078,997 1,071,897 300 6,800 1,063,088 6,800 9,109
VALHI INC NEW COM 91890510 451,675 40,600 40,600 40,600
VALERO ENERGY CORP N COM 91913Y10 8,329,067 388,537 387,237 1,300 384,837 3,700
VALLEY NATL BANCORP COM 91979410 5,915,226 205,747 205,747 205,196 551
VALMONT INDS INC COM 92025310 1,379,374 80,992 80,992 80,992
VALSPAR CORP COM 92035510 5,218,768 137,336 137,336 136,836 500
VALUE AMER INC COM 92038N10 465,500 24,500 24,500 24,500
VALUE CITY DEPT STOR COM 92038710 916,447 74,812 74,812 74,812
VALUE LINE INC COM 92043710 636,051 16,309 16,309 16,309
VALUEVISION INTL INC CL A 92047K10 691,650 34,800 34,800 34,800
VANTIVE CORP COM 92209110 1,229,477 107,500 107,500 107,500
VARCO INTL INC COM 92212610 4,472,870 413,695 413,695 409,395 4,300
Subtotal Page 1,067,475,407
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 78
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
-------------------------------- --------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VARIAN MED SYS INC COM 92220P10 3,598,630 142,520 142,520 126,454 13,526
VARIAN INC COM 92220610 1,459,863 108,138 108,138 106,512 1,626
VARIAN SEMICONDUCTOR COM 92220710 1,821,346 107,138 106,038 1,100 105,512 1,626
VARLEN CORP COM 92224810 3,436,425 84,850 84,850 84,850
VASTAR RES INC COM 92238010 4,761,961 90,813 90,813 90,613 200
VEECO INSTRS INC DEL COM 92241710 1,415,114 41,621 41,621 41,621
VENTAS INC COM 92276F10 1,379,214 256,598 255,642 900 56 256,542 56
VENTANA MED SYS INC COM 92276H10 1,049,962 54,900 54,900 54,900
VENATOR GROUP INC COM 92294410 6,705,334 642,458 638,758 1,100 2,600 599,581 2,600 38,097
VERITY INC COM 92343C10 1,360,093 25,100 25,100 25,100
VERISIGN INC COM 92343E10 4,485,000 52,000 52,000 51,600 400
VERITAS DGC INC COM 92343P10 1,890,530 103,240 103,240 103,240
VERIO INC COM 92343310 3,051,050 43,900 43,900 43,500 400
VERITAS SOFTWARE CO COM 92343610 35,611,153 375,103 374,903 200 369,203 5,900
VERTEX PHARMACEUTICA COM 92532F10 2,857,630 118,451 117,451 1,000 117,451 1,000
VERTICALNET INC COM 92532L10 1,186,500 11,300 11,300 11,300
VETERINARY CTRS AMER COM 92551410 2,011,773 148,339 148,339 148,339
VIAD CORP COM 92552R10 113,336,554 3,663,463 3,663,463 3,579,076 82,347
VIACOM INC CL A 92552410 988,400 22,400 6,400 16,000 6,000 16,000 400
VIACOM INC CL B 92552430 439,464,476 9,987,829 9,951,410 34,275 2,144 9,109,543 17,944 858,612
VIATEL INC COM 92552920 1,957,022 34,869 34,869 34,869
VICAL INC COM 92560210 698,885 57,640 57,140 500 57,640
VICOR CORP COM 92581510 1,843,968 87,033 87,033 87,033
VIGNETTE CORP COM 92673410 1,402,500 18,700 18,700 18,700
VINTAGE PETE INC COM 92746010 2,180,315 202,820 202,820 202,820
VION PHARMACEUTICALS COM 92762410 257,785 55,000 55,000 55,000
VIRCO MFG CO COM 92765110 270,109 16,751 16,751 16,751
VISIO CORP COM 92791410 4,134,751 108,632 108,332 300 108,632
VIROPHARMA INC COM 92824110 200,630 26,100 23,100 3,000 23,100 3,000
VISHAY INTERTECHNOLO COM 92829810 10,557,099 502,719 502,123 596 495,808 596 6,315
VISTANA INC COM 92839P10 507,370 32,214 30,214 2,000 32,214
VISX INC DEL COM 92844S10 34,777,663 439,184 433,984 5,200 434,484 4,700
VISUAL NETWORKS INC COM 92844410 7,075,200 221,100 220,800 300 221,100
VITAL SIGNS INC COM 92846910 520,355 26,100 26,100 26,100
VITESSE SEMICONDUCTO COM 92849710 27,616,665 409,518 404,728 4,790 403,718 5,800
VIVUS INC COM 92855110 230,283 87,727 87,727 87,727
Subtotal Page 726,101,608
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 79
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VLASIC FOODS INTL IN COM 92855910 1,390,047 190,105 190,070 35 186,655 3,450
VODAFONE GROUP PLC SPONSORED 92857T10 112,598,305 571,565 360,326 175,244 35,995 467,182 35,995 68,388
VOICESTREAM WIRELESS COM 92861510 16,759,488 589,355 529,905 44,950 14,500 573,655 14,500 1,200
VOLT INFORMATION SCI COM 92870310 867,328 37,916 37,916 37,916
VORNADO RLTY TR SH BEN INT 92904210 10,225,225 289,568 289,568 288,568 1,000
VULCAN MATLS CO COM 92916010 55,488,320 1,150,017 1,149,717 300 1,038,806 111,211
WFS FINL INC COM 92923B10 457,875 33,000 33,000 33,000
WEBS INDEX FD INC JAPAN WEBS 92923H88 333750 26,700 26,700 26,700
WD-40 CO COM 92923610 1,549,800 61,992 58,792 3,200 61,992
WHX CORP COM 92924810 235,575 35,900 35,900 35,900
WICOR INC COM 92925310 5,113,085 183,022 183,022 183,022
WMS INDS INC COM 92929710 532,100 31,300 31,300 31,300
WPS RESOURCES CORP COM 92931B10 61,317,000 2,043,900 128,132 1,915,768 128,732 1,915,168
WABASH NATL CORP COM 92956610 2,212,101 114,173 114,173 114,173
WACHOVIA CORP COM 92977110 285,990,985 3,342,500 3,025,724 199,975 116,801 2,971,359 121,601 249,540
WACKENHUT CORP COM SER A 92979410 798,133 26,828 26,828 26,828
WACKENHUT CORRECTION COM 92979810 915,274 46,198 46,198 46,198
WADDELL & REED FINL CL A 93005910 7,185,413 260,700 259,624 900 176 259,125 176 1,399
WADDELL & REED FINL CL B 93005920 374,868 13,884 5,581 2,544 5,759 6,189 5,759 1,936
WAL MART STORES INC COM 93114210 3,515,851,953 72,867,398 70,329,972 1,306,282 1,231,144 63,904,490 3,332,744 5,588,936
WALDEN RESIDENTIAL P COM 93121010 2,371,923 110,322 110,322 110,322
WALGREEN CO COM 93142210 490,097,376 16,684,166 14,922,515 1,093,871 667,780 14,303,954 1,139,280 1,240,932
WALLACE COMPUTER SER COM 93227010 7,139,425 285,577 279,677 5,900 276,877 5,900 2,800
WALTER INDS INC COM 93317Q10 3,135,294 242,351 242,351 242,351
WARNACO GROUP INC CL A 93439010 9,742,564 364,208 363,808 400 359,308 400 4,500
WARNER LAMBERT CO COM 93448810 940,668,345 13,608,222 12,712,385 470,227 425,610 11,759,645 807,530 1,032,246
WARREN BANCORP INC COM 93471010 227,700 27,600 27,600 27,600
WASHINGTON FED INC COM 93882410 4,838,583 215,652 213,652 2,000 213,652 2,000
WASHINGTON GAS LT CO COM 93883710 8,737,794 336,069 334,465 1,604 332,869 3,200
WASHINGTON MUT INC COM 93932210 314,769,752 8,851,295 8,830,017 21,008 270 8,114,732 15,470 721,093
WASHINGTON POST CO CL B 93964010 30,751,771 57,186 45,229 4,015 7,942 48,544 7,942 700
WASHINGTON REAL ESTA SH BEN INT 93965310 3,191,472 188,432 177,668 2,214 8,550 179,882 8,550
WASHINGTON TR BANCOR COM 94061010 506,700 28,150 28,150 28,150
WASTE INDUSTRIES INC COM 94105810 368,225 20,600 20,600 20,600
WASTE MGMT INC DEL COM 94106L10 636,501,641 11,841,891 9,112,034 2,716,846 13,011 8,147,104 2,994,444 691,705
WATERS CORP COM 94184810 41,119,068 774,006 773,916 90 769,406 4,600
Subtotal Page 6,574,364,258
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 80
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WATSCO INC COM 94262220 1,588,456 97,005 97,005 97,005
WATSON PHARMACEUTICA COM 94268310 45,518,154 1,298,219 1,292,819 2,200 3,200 1,194,719 22,600 80,900
WATTS INDS INC CL A 94274910 2,537,979 132,276 124,776 7,500 123,076 7,500 1,700
WAUSAU-MOSINEE PAPER COM 94331510 6,232,302 346,239 345,051 1,188 341,491 1,188 3,560
WAVE SYSTEMS CORP CL A 94352610 397,100 20,900 19,500 1,400 20,900
WAVO CORP COM 94402710 569,925 89,400 89,400 89,400
WEATHERFORD INTL INC COM 94707410 19,500,138 532,427 530,402 600 1,425 523,582 1,425 7,420
WEBB DEL CORP COM 94742310 1,746,074 73,134 73,134 73,134
WEBSTER FINL CORP CO COM 94789010 10,059,686 370,864 365,188 5,676 370,864
WEBTRENDS CORP COM 94844D10 645,750 14,000 14,000 14,000
WEEKS CORP COM 94856P10 4,096,180 134,301 134,301 134,301
WEINGARTEN RLTY INVS SH BEN INT 94874110 6,057,215 145,083 142,893 2,190 145,083
WEIS MKTS INC COM 94884910 2,573,094 65,766 65,007 759 64,807 759 200
WELLMAN INC COM 94970210 3,253,458 204,145 204,145 202,145 2,000
WELLPOINT HEALTH NET COM 94973H10 96,554,139 1,137,604 1,135,504 2,100 1,072,304 4,100 61,200
WELLS FARGO & CO NEW COM 94974610 1,182,272,240 27,655,491 25,721,965 1,351,555 581,971 24,499,214 1,081,371 2,060,966
WELLSFORD REAL PPTYS COM 95024010 888,756 82,675 82,675 82,675
WENDYS INTL INC COM 95059010 51,026,770 1,790,413 1,788,006 2,407 1,675,988 3,000 111,425
WERNER ENTERPRISES I COM 95075510 2,875,721 138,589 138,589 138,589
WESBANCO INC COM 95081010 2,974,260 99,142 99,142 99,142
WESLEY JESSEN VISION COM 95101810 2,016,962 62,300 62,300 62,300
WEST COAST BANCORP O COM 95214510 1,086,207 62,069 62,069 62,069
WEST MARINE INC COM 95423510 570,597 39,184 38,124 560 500 38,684 500
WEST PHARMACEUTICAL COM 95530610 2,664,211 67,878 67,878 67,878
WEST TELESERVICES CO COM 95618810 688,631 73,454 73,454 73,454
WESTAMERICA BANCORPO COM 95709010 9,226,944 252,793 252,793 250,293 2,500
WESTELL TECHNOLOGIES CL A 95754110 210,742 30,240 30,240 30,240
WESTERN BANCORP COM 95768310 4,115,100 94,600 94,600 94,600
WESTCORP INC COM 95790710 556,875 49,500 49,500 49,500
WESTERN DIGITAL CORP COM 95810210 1,961,121 301,711 299,243 2,468 301,711
WESTERN GAS RES INC COM 95825910 1,544,752 96,547 96,547 96,547
WESTERN INVT REAL ES SH BEN INT 95846810 997,750 85,828 85,828 85,828
WESTERN RES INC COM 95942510 7,077,377 265,817 255,123 5,994 4,700 260,317 4,700 800
WESTERN WIRELESS COR CL A 95988E20 23,135,085 856,855 844,505 8,850 3,500 852,855 3,500 500
WESTERNBANK PUERTO R COM 95989710 2,417,776 185,100 185,100 185,100
WESTFIELD AMER INC COM 95991010 2,578,448 171,189 171,189 171,189
Subtotal Page 1,502,215,975
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 81
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
---------------------------- -----------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTINGHOUSE AIR BRA COM 96038610 2,098,017 80,889 80,889 80,889
WESTOWER CORP COM 96121E10 286,650 11,700 11,700 11,700
WESTPOINT STEVENS IN COM 96123810 6,822,595 228,854 228,854 224,554 4,300
WESTVACO CORP COM 96154810 434,396,046 14,979,174 1,497,700 13,481,474 1,368,560 13,482,099 126,855
WESTWOOD ONE INC COM 96181510 4,103,362 114,982 114,982 114,982
WET SEAL INC CL A 96184010 1,353,075 47,269 47,269 47,269
WEYERHAEUSER CO COM 96216610 209,720,431 3,050,479 3,027,122 7,907 15,450 2,787,787 20,350 242,342
WHIRLPOOL CORP COM 96332010 86,742,504 1,172,196 1,166,648 3,698 1,850 1,078,423 3,050 90,723
WHITE MTNS INS GROUP COM 96412610 3,511,182 24,902 24,500 402 24,902
WHITMAN CORP NEW COM 96647R10 9,863,100 547,950 547,950 540,350 7,600
WHITNEY HLDG CORP COM 96661210 4,506,219 113,364 113,364 113,364
WHITTAKER CORP DEL COM PAR $ 96668040 674,100 24,075 24,075 24,075
WHITTMAN-HART INC COM 96683410 5,141,912 161,950 161,950 161,950
WHOLE FOODS MKT INC COM 96683710 4,241,567 88,252 87,507 745 88,252
WILD OATS MARKETS IN COM 96808B10 1,617,335 53,300 53,300 53,300
WILEY JOHN & SONS IN CL A 96822320 57,923,575 3,286,444 299,420 32,020 2,955,004 330,840 2,955,004 600
WILEY JOHN & SONS IN CL B 96822330 23,615,904 1,267,968 1,267,968 1,267,968
WILLAMETTE INDS INC COM 96913310 76,238,229 1,655,122 1,653,822 1,300 1,519,022 2,300 132,560
WILLIAMS COS INC DEL COM 96945710 279,286,693 6,561,879 6,461,257 64,922 35,700 6,019,380 45,300 496,869
WILLIAMS SONOMA INC COM 96990410 5,038,340 144,730 144,680 50 144,230 500
WILMAR INDS INC COM 97142610 245,050 18,850 18,850 18,850
WILMINGTON TRUST COR COM 97180710 10,879,103 189,614 188,214 1,400 187,014 2,600
WIND RIVER SYSTEMS I COM 97314910 2,306,968 143,629 143,629 143,629
WINDMERE-DURABLE HLD COM 97341110 1,864,771 110,505 110,505 110,505
WINN DIXIE STORES IN COM 97428010 76,949,005 2,083,250 2,081,650 1,600 1,907,433 4,600 171,217
WINNEBAGO INDS INC COM 97463710 1,637,977 72,799 72,799 72,799
WINSTAR COMMUNICATIO COM 97551510 18,746,812 384,550 383,650 400 500 383,550 500 500
WISCONSIN CENT TRANS COM 97659210 5,890,415 312,075 312,075 308,675 3,400
WISCONSIN ENERGY COR COM 97665710 19,224,909 767,094 739,125 7,275 20,694 702,985 20,694 43,415
WITCO CORP COM 97738510 5,936,119 300,563 298,113 2,450 296,763 3,800
WOLVERINE TUBE INC COM 97809310 1,744,604 69,437 69,437 69,437
WOLVERINE WORLD WIDE COM 97809710 3,778,012 269,858 256,658 7,100 6,100 263,758 6,100
WOODWARD GOVERNOR CO COM 98074510 1,097,200 42,200 42,200 42,200
WORLD ACCESS INC COM 98141A10 2,307,078 163,333 163,333 163,333
WORLD COLOR PRESS IN COM 98144310 6,325,852 230,031 229,931 100 230,031
WORTHINGTON INDS INC COM 98181110 27,924,671 1,698,891 1,527,538 90,663 80,690 1,518,711 83,590 96,590
Subtotal Page 1,404,039,382
</TABLE>
<PAGE>
As of June 30, 1999 State Street Corporation 28-399 Page 81
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
----------------------------- -------------------------------
Issuer Class Number Value Prin Amt Sole Shared As Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WRIGLEY WM JR CO COM 98252610 144,898,729 1,624,662 1,617,210 7,152 300 1,461,762 56,400 106,500
WYMAN GORDON CO COM 98308510 3,914,947 202,721 87,091 115,630 202,721
WYNNS INTL INC COM 98319510 1,137,267 61,684 61,684 61,684
XILINX INC COM 98391910 47,761,728 834,266 822,966 8,700 2,600 819,966 2,600 11,700
XIRCOM INC COM 98392210 11,631,378 386,913 386,913 386,913
XOMED SURGICAL PRODS COM 98412V10 2,699,694 55,450 55,450 55,450
XEROX CORP COM 98412110 1,254,320,306 21,237,349 9,736,252 11,482,637 18,460 8,861,538 11,560,509 806,206
XOOM COM INC COM 98413F10 1,043,571 19,925 19,800 125 19,800 125
XTRA CORP COM 98413810 3,513,215 76,479 76,279 200 76,479
YAHOO INC COM 98433210 88,022,333 511,015 509,023 1,792 200 508,315 200 2,500
YANKEE ENERGY SYS IN COM 98477910 2,086,702 52,579 51,830 749 52,579
YELLOW CORP COM 98550910 6,834,460 385,040 108,840 275,000 1,200 383,840 1,200
YORK INTL CORP NEW COM 98667010 29,012,536 677,673 677,073 600 665,573 12,100
YOUNG & RUBICAM INC COM 98742510 3,975,737 87,500 87,500 87,100 400
YOUNG BROADCASTING I CL A 98743410 1,803,351 42,370 42,370 42,370
ZALE CORP NEW COM 98885810 25,253,840 631,346 631,306 40 629,646 1,700
ZEBRA TECHNOLOGIES C CL A 98920710 4,070,055 105,889 105,779 110 105,889
ZENITH NATL INS CORP COM 98939010 1,214,455 49,318 49,318 49,318
ZIFF-DAVIS INC COM ZD 98951110 598,367 39,400 38,700 700 39,400
ZILA INC COM PAR $ 98951320 328,033 108,226 107,226 1,000 108,226
ZIONS BANCORPORATION COM 98970110 26,433,272 416,272 416,272 410,272 6,000
Subtotal Page 1,660,553,976
254,376,586,221
TOTAL MARKET VALUE 254,376,586,221
</TABLE>
