<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/99
--------------
Check here if Amendment [ ]; Amendment Number:
--------------
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: STATE STREET CORPORATION
---------------------------------------------
Address: 225 FRANKLIN STREET
---------------------------------------------
BOSTON, MASSACHUSETTS
---------------------------------------------
---------------------------------------------
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 Reporting Manager:
Name: Rex S. Schuette
----------------------------------------------
Title: Chief Accounting Officer/Senior Vice President
----------------------------------------------
Phone: 617-786-3000
----------------------------------------------
Signature, Place, and Date of Signing:
/s/ Rex S. Schuette Boston, MA 5/5/99
------------------------ ----------------------------- --------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 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).)
[ ] 13F COMBINATION 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.]
Form 13F File Number Name
28-
------------------ ------------------------
[Repeat as necessary.]
<PAGE>
------------------------------------------------------------------------
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
-------------------
Form 13F Information Table Entry Total: 2,933
-------------------
Form 13F Information Table Value Total: $ 208,095,161,247
-------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file
number(s) of all institutional investment managers with respect
to which this report is filed, other than the manager filing this
report.
[If there are no entries in this list, state "NONE" and omit the
column headings and list entries.]
No. Form 13F File Number Name
1 28-1932 Frederick Balbu
---- --------------------- ----------------------
[Repeat as necessary.]
2 28-3602 Francis L. Coolidge
---- --------------------- ----------------------
3 28-2710 F. Davis Dossori, Jr.
---- --------------------- ----------------------
4 28-3448 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
---- --------------------- ----------------------
<PAGE>
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(F) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
*Securities and Exchange Commission
Washington, DC 20549
Report for the Calendar Quarter Ended March 31, 1999
- -------------------------------------------------------------------------------
(Please read instructions before preparing form.)
- -------------------------------------------------------------------------------
Name of Institutional Investment Manager:
State Street Corporation
- -------------------------------------------------------------------------------
(Business Address):
225 Franklin Street Boston MA 02110
- -------------------------------------------------------------------------------
(Street) City State Zip
Name, Phone Number, and Title of Person Duly Authorized to Submit this Report:
Rex S. Schuette, Chief Accounting Officer/Senior Vice President
- -------------------------------------------------------------------------------
ATTENTION - Intentional misstatements or omissions of facts
constitute Federal Criminal Violations:
See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
- -------------------------------------------------------------------------------
The Institutional Investment Manager submitting this form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of the Securities Exchange Act of 1934,
the undersigned Institutional Investment Manager has caused this report to be
signed on its behalf in the City of Boston and State of Massachusetts on the 5th
day of May, 1999.
STATE STREET CORPORATION
Rex S. Schuette
------------------------------------------
(Name of Institutional Investment Manager)
/s/ Rex S. Schuette
------------------------------------------
(Manual Signature of Person Duly Authorized
to Submit this Report)
Name and 13F file numbers of All Institutional Investment Managers with
respect to which this schedule is filed (other than the one filing this report).
(List in alphabetical order.)
13F file numbers will be assigned to Institutional Investment Managers
after they file their first report.
- --------------------------------------------------------------------------------
Name: 13F File No.
- --------------------------------------------------------------------------------
1. Frederick Ballou 28-1932
------------------------------------------------------------------------
2. Francis L. Coolidge 28-3602
------------------------------------------------------------------------
3. F. Davis Dossori, Jr. 28-2710
------------------------------------------------------------------------
4. Nicholas A. Grace 28-3488
------------------------------------------------------------------------
5. Roy A. Hammer 28-5798
------------------------------------------------------------------------
6. Edward J. Joyce 28-6740
------------------------------------------------------------------------
7. George H. Kidder 28-5796
------------------------------------------------------------------------
8. Peter B. Loring 28-1487
------------------------------------------------------------------------
9. Dean Ridlon 28-4282
------------------------------------------------------------------------
10. George T. Shaw 28-1721
- --------------------------------------------------------------------------------
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 1
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R12 19,404,667 226,130 214,772 7,115 4,243 218,497 4,243 3,390
ACE LTD ORD G0070K10 1,334,897 42,803 36,903 5,900 36,903 5,900
ANNUITY AND LIFE RE ORD G0391010 361,425 15,800 10,800 5,000 15,800
CORECOMM LTD ORD G2422R10 562,422 15,304 1,394 13,910 1,394 13,910
FRUIT OF THE LOOM LT ORD CL A G3682L10 10,000,284 930,259 928,559 1,700 845,134 85,125
LORAL SPACE & COMMUN COM G5646210 1,261,851 87,404 66,987 7,804 12,613 74,791 12,613
PARTNERRE LTD COM G6852T10 692,550 17,100 13,100 4,000 17,100
SANTA FE INTL CORP ORD G7805C10 622,277 33,300 33,300 33,300
XL CAP LTD CL A G9825510 795,946 13,102 12,658 444 13,102
MCDERMOTT J RAY S A COM P6465810 391,362 13,100 13,100 13,100
PANAMERICAN BEVERAGE CL A P7482310 1,733,000 98,679 72,604 26,075 72,604 26,075
STEINER LEISURE LTD ORD P8744Y10 409,743 13,325 6,500 3,450 3,375 9,950 3,375
ROYAL CARIBBEAN CRUI COM V7780T10 1,895,400 48,600 48,600 48,600
AAR CORP COM 00036110 2,175,023 122,110 122,110 122,110
ABR INFORMATION SVCS COM 00077R10 2,144,231 123,409 123,409 123,409
A D C TELECOMMUNICAT COM 00088610 31,438,083 659,259 655,559 3,700 640,159 19,100
AFC CABLE SYS INC COM 00095010 5,353,096 179,936 32,436 147,500 179,936
ABM INDS INC COM 00095710 2,854,861 93,602 86,352 5,250 2,000 91,602 2,000
AFLAC INC COM 00105510 84,841,752 1,558,531 1,548,131 9,000 1,400 1,458,797 1,400 98,334
AGCO CORP COM 00108410 1,994,631 303,967 303,967 299,267 4,700
AGL RES INC COM 00120410 9,493,068 540,546 540,546 536,246 4,300
AHL SVCS INC COM 00129610 496,100 24,200 24,200 24,200
AES CORP COM 00130H10 77,193,435 2,072,307 2,069,062 3,245 1,899,107 173,200
AK STL HLDG CORP COM 00154710 14,001,909 620,597 620,597 616,197 4,400
AMB PROPERTY CORP COM 00163T10 6,787,325 327,100 327,100 326,200 900
AMC ENTMT INC COM 00166910 418,200 27,200 27,200 27,200
AMLI RESIDENTIAL PPT SH BEN INT 00173510 1,389,671 67,378 67,280 98 67,378
AMR CORP COM 00176510 139,500,715 2,382,103 2,377,023 4,880 200 2,159,023 200 222,880
APAC TELESERVICES IN COM 00185E10 320,509 95,846 95,846 95,846
ARM FINL GROUP INC CL A 00194410 3,126,314 209,300 209,300 209,300
AT&T CORP COM 00195710 2,525,031,558 31,637,242 30,407,860 994,641 234,741 28,482,695 517,415 2,637,132
AT&T CORP COM LIB GR 00195720 133,339,736 2,535,458 2,503,675 6,563 25,220 2,375,927 25,220 134,311
ATMI INC COM 00207R10 1,532,040 76,602 76,602 76,602
AVT CORP COM 00242010 1,034,790 43,342 43,342 43,342
AVX CORP NEW COM 00244410 1,565,904 97,869 97,869 97,569 300
AAMES FINL CORP COM 00253A10 210,547 124,806 124,806 124,806
AARON RENTS INC COM 00253520 984,750 63,024 63,024 63,024
AAVID THERMAL TECHNO COM 00253910 865,328 62,933 62,933 62,933
ABACUS DIRECT CORP COM 00255310 2,881,808 35,144 35,144 35,144
ABB AB SPONSORED 00256Q10 689,009 55,400 6,800 46,100 2,500 52,900 2,500
ABBOTT LABS COM 00282410 1,007,181,339 21,515,452 20,166,446 671,661 677,345 18,293,804 1,353,845 1,867,803
ABERCROMBIE & FITCH CL A 00289620 27,214,949 295,013 294,788 225 290,338 4,675
ACCEPTANCE INS COS I COM 00430810 815,427 60,402 60,402 60,402
ACCLAIM ENTMT INC COM PAR $0 00432520 13,199,663 1,476,968 1,476,968 1,476,968
ACKERLEY GROUP INC COM 00452710 1,082,951 63,940 63,940 63,940
ACNIELSEN CORP COM 00483310 12,223,935 450,652 448,759 1,766 127 424,543 127 25,982
ACTION PERFORMANCE C COM 00493310 7,723,507 256,382 213,107 40,375 2,900 253,482 2,900
PAGE MARKET VALUE 4,160,571,988
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 2
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACTEL CORP COM 00493410 1,389,583 84,540 84,540 84,540
ACUSON CORP COM 00511310 1,877,431 125,690 125,690 122,490 3,200
ACX TECHNOLOGIES INC COM 00512310 815,482 62,132 62,132 62,132
ACXIOM CORP COM 00512510 5,861,614 221,193 219,393 800 1,000 220,193 1,000
ADAC LABS COM NEW 00531320 1,171,191 85,959 85,959 85,959
ADAPTEC INC COM 00651F10 27,890,407 1,222,620 1,218,320 1,100 3,200 1,197,220 3,200 22,200
ADELPHIA COMMUNICATI CL A 00684810 9,481,500 150,500 146,100 2,700 1,700 148,800 1,700
ADMINISTAFF INC COM 00709410 343,460 26,420 26,420 26,420
ADOBE SYS INC COM 00724F10 60,895,020 1,073,040 1,070,045 2,995 984,835 88,205
ADTRAN INC COM 00738A10 1,373,475 83,560 81,460 2,100 83,560
ADVANCE PARADIGM INC COM 00749110 2,565,392 40,600 40,600 40,600
ADVANCED LTG TECHNOL COM 00753C10 483,863 62,434 62,434 62,434
ADVANCED FIBRE COMMU COM 00754A10 1,814,129 189,090 189,090 188,490 600
ADVANCED TISSUE SCIE COM 00755F10 333,783 154,816 154,816 154,816
ADVEST GROUP INC COM 00756610 564,250 30,500 30,500 30,500
ADVANTAGE LEARNING S COM 00757K10 1,438,170 46,300 46,300 46,300
ADVANTICA RESTAURANT COM 00758B10 875,000 175,000 175,000 175,000
ADVO INC COM 00758510 8,011,370 414,839 414,839 414,839
AERIAL COMMUNICATION COM 00765510 564,975 72,900 62,200 10,700 72,900
AEROQUIP-VICKERS INC COM 00786910 20,849,990 363,798 361,834 1,964 337,698 26,100
ADVANCED MICRO DEVIC COM 00790310 27,902,340 1,800,151 1,792,251 1,900 6,000 1,660,051 6,000 134,100
AEGON N V SPONSORED 00792410 5,597,145 62,277 59,354 2,923 59,268 2,923 86
ADVANTA CORP CL A 00794210 1,160,757 104,932 104,932 104,932
ADVANCED ENERGY INDS COM 00797310 751,627 31,900 31,900 31,900
ADVENT SOFTWARE INC COM 00797410 1,126,900 22,538 22,538 22,538
AETNA INC COM 00811710 153,416,619 1,848,393 1,835,460 11,551 1,382 1,684,538 1,382 162,473
AFFILIATED COMPUTER CL A 00819010 11,227,324 245,406 245,336 70 245,406
AFFILIATED MANAGERS COM 00825210 2,238,600 86,100 86,100 86,100
AFFYMETRIX INC COM 00826T10 2,245,130 64,493 64,493 64,493
AFTERMARKET TECHNOLO COM 00831810 667,678 98,015 98,015 98,015
AGOURON PHARMACEUTIC COM 00848810 11,057,475 195,493 191,893 2,100 1,500 191,493 1,500 2,500
AGRIBRANDS INTL INC COM 00849R10 1,659,530 50,480 50,480 50,390 90
AGRIBIOTECH INC NEV COM 00849410 1,186,875 189,900 169,900 20,000 169,900 20,000
AIR EXPRESS INTL COR COM 00910410 2,274,089 150,353 148,103 2,250 150,353
AIR PRODS & CHEMS IN COM 00915810 524,328,831 15,308,871 3,023,966 11,979,675 305,230 3,385,910 11,646,742 276,219
AIRBORNE FGHT CORP COM 00926610 8,422,545 271,695 271,095 600 267,495 4,200
AIRGAS INC COM 00936310 2,946,651 351,839 351,839 346,339 5,500
AIRNET SYS INC COM 00941710 223,587 31,941 31,941 31,941
AIRTRAN HLDGS INC COM 00949P10 998,193 238,403 238,103 300 238,103 300
AIRTOUCH COMMUNICATI COM 00949T10 759,957,171 7,865,016 7,596,090 201,777 67,149 6,870,208 322,149 672,659
AIRTOUCH COMMUNICATI PFD C CV 4 00949T30 3,008,092 22,365 22,200 165 22,200 165
AKZO NOBEL NV SPONSORED 01019930 1,168,830 31,590 31,190 400 31,590
ALABAMA NATL BANCORP COM 01031710 732,375 31,500 31,500 31,500
ALARIS MED INC COM 01163710 583,544 184,900 184,900 184,900
ALASKA AIR GROUP INC COM 01165910 20,603,172 433,751 433,751 431,751 2,000
ALBANY INTL CORP CL A 01234810 2,532,656 135,075 129,779 5,296 132,391 2,684
ALBEMARLE CORP COM 01265310 3,363,466 160,647 158,957 650 1,040 156,007 1,040 3,600
PAGE MARKET VALUE 1,699,981,287
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 3
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALBERTO CULVER CO CL B CONV 01306810 16,327,063 698,484 696,784 1,700 647,584 50,900
ALBERTSONS INC COM 01310410 189,681,480 3,484,422 3,372,093 57,686 54,643 3,116,062 54,643 313,717
ALCAN ALUMINIUM LTD COM 01371610 62,712,499 2,429,587 2,424,959 2,535 2,093 2,235,244 2,093 192,250
ALCOA INC COM 01381710 261,802,776 6,356,442 6,336,016 18,626 1,800 5,904,094 1,800 450,548
ALCATEL SPONSORED 01390430 330,910 14,506 9,391 5,115 7,315 7,191
ALEXANDER & BALDWIN COM 01448210 4,957,647 252,619 252,619 247,719 4,900
ALEXANDERS INC COM 01475210 1,002,564 14,798 14,798 14,798
ALEXANDRIA REAL ESTA COM 01527110 2,971,968 112,417 110,467 1,950 112,417
ALFA CORP COM 01538510 1,792,261 111,148 111,148 111,148
ALGOS PHARMACEUTICAL COM 01586910 1,114,404 45,255 45,255 45,255
ALIANT COMMUNICATION COM 01609010 11,776,715 287,679 287,579 100 284,879 100 2,700
ALKERMES INC COM 01642T10 2,367,807 86,892 86,892 86,892
ALLEGHANY CORP DEL COM 01717510 3,747,740 20,382 19,141 1,241 20,382
ALLEGHENY ENERGY INC COM 01736110 21,730,732 736,635 719,267 4,568 12,800 703,335 12,800 20,500
ALLEGHENY TELEDYNE I COM 01741510 46,628,764 2,462,310 2,457,204 4,206 900 2,239,426 900 221,984
ALLEGIANCE TELECOM I COM 01747T10 275,000 11,000 11,000 11,000
ALLEN TELECOM INC COM 01809110 781,755 120,270 120,270 120,270
ALLERGAN INC COM 01849010 90,278,029 1,027,346 1,025,346 1,600 400 946,987 400 79,959
ALLIANCE CAP MGMT L UNIT LTD P 01854810 923,888 36,500 36,300 200 36,500
ALLIANT TECHSYSTEMS COM 01880410 6,289,306 80,957 80,707 250 80,957
ALLIED CAP CORP NEW COM 01903Q10 322,738 17,564 4,500 13,064 4,500 13,064
ALLIEDSIGNAL INC COM 01951210 2,958,400,564 60,145,985 6,898,042 53,184,791 63,152 6,456,878 53,112,139 576,968
ALLIED WASTE INDS IN COM PAR$.0 01958930 9,576,119 663,304 663,034 270 648,304 15,000
ALLMERICA FINL CORP COM 01975410 13,332,437 242,135 233,477 8,227 431 241,015 431 689
ALLSTATE CORP COM 02000210 420,645,620 11,349,782 11,300,678 25,216 23,888 10,319,878 23,888 1,006,016
ALLTEL CORP COM 02003910 244,410,262 3,918,401 3,301,100 544,801 72,500 3,574,077 72,500 271,824
ALPHARMA INC CL A 02081310 16,421,925 418,393 418,393 418,393
ALPINE GROUP INC COM 02082510 705,105 69,640 69,640 69,640
ALTERA CORP COM 02144110 30,026,972 504,655 494,805 5,300 4,550 486,405 4,550 13,700
ALTERNATIVE LIVING S COM 02145K10 2,432,000 121,600 68,900 49,500 3,200 118,400 3,200
ALTERNATIVE RESOURCE COM 02145R10 389,142 61,042 61,042 61,042
ALYDAAR SOFTWARE COR COM 02261010 226,050 41,100 41,100 41,100
ALZA CORP DEL SUB DB CON 022615AD 2,378,000 2,050,000 1,700,000 350,000 1,700,000 350,000
ALZA CORP DEL COM 02261510 46,636,695 1,219,260 1,211,632 6,728 900 1,094,960 45,700 78,600
AMAZON COM INC COM 02313510 57,462,417 333,721 332,636 1,085 333,021 700
AMBAC FINL GROUP INC COM 02313910 19,886,688 368,272 365,752 2,520 354,110 14,162
AMBASSADORS INTL INC COM 02317810 338,308 20,900 20,900 20,900
AMCOL INTL CORP COM 02341W10 1,218,340 121,834 121,834 121,834
AMERADA HESS CORP COM 02355110 63,778,782 1,253,637 1,240,837 4,900 7,900 1,139,837 7,900 105,900
AMERCO COM 02358610 1,158,850 53,900 53,900 53,900
AMEREN CORP COM 02360810 63,657,673 1,759,131 1,752,988 4,731 1,412 1,611,591 1,412 146,128
AMERICA ONLINE INC D COM 02364J10 2,034,689,181 13,841,423 13,809,758 23,164 8,501 12,172,206 466,501 1,202,716
AMERICA WEST HLDG CO CL B 02365720 4,291,084 225,112 225,086 26 225,112
AMERICAN ANNUITY GRO COM 02384010 1,857,058 85,382 85,382 85,382
AMCORE FINL INC COM 02391210 2,673,608 129,241 129,241 129,241
AMERICAN BANKERS INS COM 02445610 7,844,252 150,851 150,851 150,051 800
AMERICAN BUSINESS PR COM 02476310 1,153,432 82,388 80,983 1,405 82,388
PAGE MARKET VALUE 6,733,406,610
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 4
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN CLASSIC VOY COM 02492810 583,375 35,900 34,900 1,000 35,900
AMERICAN ELEC PWR IN COM 02553710 98,138,092 2,472,802 2,461,741 4,249 6,812 2,238,401 6,812 227,589
AMERICAN EXPRESS CO COM 02581610 743,608,677 6,315,148 6,208,955 75,450 30,743 5,531,180 232,443 551,525
AMERICAN FINL GROUP COM 02593210 7,405,526 210,462 209,887 575 202,962 7,500
AMERICAN FREIGHTWAYS COM 02629V10 1,529,228 118,775 118,775 118,775
AMERICAN GENERAL COR COM 02635110 262,553,632 3,724,165 3,152,662 435,639 135,864 3,336,969 135,864 251,332
AMERICAN GREETINGS C CL A 02637510 29,265,571 1,153,323 1,152,573 750 1,078,814 74,509
AMERICAN HEALTH PPTY COM 02649410 1,822,446 100,206 100,206 100,206
AMERICAN HERITAGE LI COM 02652210 2,012,524 86,330 86,330 86,330
AMERICAN HOME PRODS COM 02660910 1,232,980,704 18,896,256 17,312,637 811,628 771,991 15,916,860 1,359,461 1,619,935
AMERICAN HOMESTAR CO COM 02665110 407,417 55,719 55,719 55,719
AMERICAN INTL GROUP COM 02687410 2,195,212,276 18,198,651 16,810,777 874,406 513,468 15,637,345 1,060,808 1,500,498
AMERICAN ITALIAN PAS CL A 02707010 1,890,000 75,600 75,600 75,600
AMERICAN MGMT SYS IN COM 02735210 20,556,900 602,400 587,230 170 15,000 587,400 15,000
AMERICAN MEDIA INC CL A 02744L10 1,008,573 175,404 175,404 175,404
AMERICAN MED SEC GRO COM 02744P10 552,790 39,485 39,485 39,485
AMERICAN MOBILE SATE COM 02755R10 564,090 75,212 75,212 75,212
AMERICAN NATL INS CO COM 02859110 4,075,696 60,945 60,945 59,945 1,000
AMERICAN PAC CORP COM 02874010 217,775 28,100 28,100 28,100
AMERICAN ONCOLOGY RE COM 02891010 1,231,164 136,796 136,796 136,796
AMERICAN RETIREMENT COM 02891310 1,100,463 76,554 76,554 76,554
AMERICAN PWR CONVERS COM 02906610 14,525,676 537,988 536,778 1,210 502,606 35,382
AMERICAN SKIING CO COM 02965430 258,337 61,700 59,600 2,100 61,700
AMERICAN STD COS INC COM 02971210 17,870,153 519,859 515,559 700 3,600 503,259 3,600 13,000
AMERICAN TOWER CORP CL A 02991220 10,968,650 447,700 436,350 9,350 2,000 445,700 2,000
AMERICAN STORES CO N COM 03009610 118,747,167 3,598,399 3,581,207 7,626 9,566 3,258,719 9,566 330,114
AMERICAN WTR WKS INC COM 03041110 11,305,393 388,168 383,868 4,100 200 380,868 200 7,100
AMERICREDIT CORP COM 03060R10 3,791,418 288,870 288,870 288,870
AMERIN CORP COM 03070X10 2,307,951 113,625 113,545 80 113,625
AMERIPATH INC COM 03071D10 567,900 63,100 63,100 63,100
AMERISOURCE HEALTH C CL A 03071P10 19,550,724 571,876 571,876 571,876
AMERON INTL INC COM 03071010 642,443 18,097 17,397 700 18,097
AMERITRADE HLDG CORP CL A 03072H10 19,130,150 309,800 309,800 309,800
AMERUS LIFE HLDGS IN COM 03073210 2,088,360 87,015 87,015 87,015
AMES DEPT STORES INC COM NEW 03078950 3,935,250 106,000 106,000 106,000
AMERITECH CORP NEW COM 03095410 5,794,311,305 100,552,040 14,526,244 85,807,588 218,208 13,173,786 86,270,745 1,107,509
AMETEK INC NEW COM 03110010 3,499,346 191,745 174,845 3,300 13,600 175,345 13,600 2,800
AMF BOWLING INC COM 03113V10 872,800 218,200 218,200 217,500 700
AMGEN INC COM 03116210 671,709,989 8,971,085 8,879,483 43,802 47,800 8,095,857 274,700 600,528
AMKOR TECHNOLOGY INC COM 03165210 1,298,587 164,900 164,900 164,900
AMP INC COM 03189710 163,133,484 3,049,224 2,861,502 80,648 107,074 2,692,358 107,074 249,792
AMRESCO INC COM 03190910 1,327,183 172,653 172,353 300 172,153 500
AMPHENOL CORP NEW CL A 03209510 2,532,379 66,206 66,206 66,206
AMPLICON INC COM 03210110 230,615 22,228 22,228 22,228
AMSOUTH BANCORPORATI COM 03216510 84,893,399 1,865,789 1,803,502 34,895 27,392 1,728,166 27,392 110,231
AMTRAN INC COM 03234G10 414,200 21,800 21,800 21,800
ANACOMP INC DEL COM 03237110 775,794 48,300 48,300 48,300
PAGE MARKET VALUE 11,557,405,572
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 5
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ANADARKO PETE CORP COM 03251110 64,275,717 1,702,668 1,446,134 193,764 62,770 1,522,398 62,770 117,500
ANALOG DEVICES INC COM 03265410 25,520,502 857,832 818,382 38,201 1,249 833,517 1,249 23,066
ANALOGIC CORP COM PAR $0 03265720 974,770 29,595 28,595 1,000 29,595
ANALYSTS INTL CORP COM 03268110 1,010,252 87,848 87,848 87,848
ANCHOR BANCORP WIS I COM 03283910 1,264,501 82,244 82,244 82,244
ANCHOR GAMING COM 03303710 1,384,293 31,641 31,641 31,641
ANDOVER BANCORP INC COM 03425810 751,362 27,700 27,700 27,700
ANDREW CORP COM 03442510 14,554,950 1,182,176 1,175,476 6,700 1,100,109 82,067
ANDRX CORP COM 03455110 2,879,367 31,598 31,598 31,598
ANHEUSER BUSCH COS I COM 03522910 571,072,241 7,501,770 7,341,575 74,420 85,775 6,613,721 298,775 589,274
ANICOM INC COM 03525010 818,860 93,584 90,600 2,984 90,600 2,984
ANIXTER INTL INC COM 03529010 1,608,212 134,725 132,205 2,520 134,725
ANNTAYLOR STORES COR COM 03611510 5,200,898 117,702 117,702 117,702
ANTEC CORP COM 03664P10 2,272,184 105,683 105,583 100 105,683
ANSWERTHINK CONSULTI COM 03691610 537,600 19,200 19,200 19,200
ANTHRACITE CAP INC COM 03702310 638,250 85,100 85,100 85,100
AON CORP COM 03738910 133,316,136 2,107,765 2,099,554 3,961 4,250 1,907,601 4,250 195,914
APACHE CORP COM 03741110 32,829,206 1,259,658 1,253,357 5,587 714 1,145,044 714 113,900
APARTMENT INVT & MGM CL A 03748R10 12,609,961 347,861 347,461 400 347,361 500
APOGEE ENTERPRISES I COM 03759810 1,420,915 119,656 119,656 119,656
APOLLO GROUP INC CL A 03760410 7,767,649 260,005 260,005 253,355 6,650
APPLE COMPUTER INC COM 03783310 93,694,982 2,607,201 2,602,311 3,840 1,050 2,431,383 1,050 174,768
APPLEBEES INTL INC COM 03789910 3,017,561 121,617 110,617 11,000 110,617 11,000
APRIA HEALTHCARE GRO COM 03793310 4,842,340 407,776 407,776 404,276 3,500
APPLIED GRAPHICS TEC COM 03793710 452,452 60,327 41,523 18,804 60,327
APEX PC SOLUTIONS IN COM 03794510 662,174 47,512 39,000 5,362 3,150 44,362 3,150
APPLIED INDL TECHNOL COM 03820C10 1,193,234 107,257 107,257 107,257
APPLIED MICRO CIRCUI COM 03822W10 13,597,620 318,073 311,800 6,273 311,800 6,273
APPLIED MATLS INC COM 03822210 319,086,679 5,172,673 4,960,655 169,452 42,566 4,694,250 42,566 435,857
APPLIED PWR INC CL A 03822510 5,332,688 195,695 186,352 9,343 195,695
APTARGROUP INC COM 03833610 27,029,028 1,039,578 231,970 633,748 173,860 865,718 173,860
AQUA ALLIANCE INC CL A 03836710 1,812,600 805,600 805,600 805,600
AQUARION CO COM 03838W10 1,540,495 56,018 54,518 1,500 56,018
ARCADIA FINL LTD COM 03910110 911,990 191,998 191,998 191,998
ARCH CHEMICALS INC COM 03937R10 1,550,698 92,579 92,029 550 90,929 550 1,100
ARCH COAL INC COM 03938010 1,331,187 100,467 100,467 100,467
ARCHER DANIELS MIDLA COM 03948310 112,861,047 7,684,418 7,650,991 25,532 7,895 6,963,651 7,895 712,872
ARCHSTONE CMNTYS TR SH BEN INT 03958110 10,720,567 532,699 531,599 1,100 524,399 8,300
ARCTIC CAT INC COM 03967010 1,043,067 104,968 104,968 104,968
ARDEN RLTY GROUP INC COM 03979310 6,607,827 296,981 296,381 600 296,281 700
AREA BANCSHARES CORP COM 03987210 977,776 41,830 41,830 41,830
ARGONAUT GROUP INC COM 04015710 2,340,316 91,109 91,109 91,109
ARIS CORP COM 04040A10 273,862 32,700 30,700 2,000 32,700
ARMCO INC COM 04217010 4,968,951 1,119,890 1,119,100 790 1,116,390 3,500
ARMSTRONG WORLD INDS COM 04247610 23,562,987 521,455 520,955 500 472,967 48,488
ARNOLD INDS INC COM 04259510 1,954,545 131,398 131,298 100 129,698 1,700
ARROW ELECTRS INC COM 04273510 7,395,630 493,042 492,542 500 481,142 11,900
PAGE MARKET VALUE 1,531,470,129
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 6
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ARROW INTL INC COM 04276410 1,317,567 61,106 61,106 61,106
ARTESYN TECHNOLOGIES COM 04312710 1,706,673 137,913 137,913 137,913
ARVIN INDS INC COM 04333910 9,928,401 294,725 294,725 292,725 2,000
ASARCO INC COM 04341310 8,146,814 589,836 589,136 700 537,436 52,400
ASCEND COMMUNICATION COM 04349110 239,689,526 2,864,119 2,838,625 17,005 8,489 2,505,068 105,214 253,837
ASCENT ENTMT GROUP I COM 04362810 1,433,304 131,051 131,051 131,003 48
ASHLAND INC COM 04420410 43,408,653 1,060,377 1,056,383 2,200 1,794 982,381 1,794 76,202
ASPECT DEV INC COM 04523410 1,802,293 77,518 77,518 77,518
ASPECT TELECOMMUNICA COM 04523710 1,448,225 218,600 218,400 200 218,400 200
ASPEN TECHNOLOGY INC COM 04532710 1,471,702 103,736 103,736 103,736
ASSISTED LIVING CONC COM 04543L10 220,487 61,900 61,900 61,900
ASSOCIATED BANC CORP COM 04548710 10,364,578 324,532 324,002 530 318,657 5,875
ASSOCIATED ESTATES R COM 04560410 882,698 84,574 84,475 99 84,574
ASSOCIATED GROUP INC CL A 04565110 6,409,308 129,319 129,319 129,319
AT HOME CORP COM SER A 04591910 19,835,550 125,940 124,900 840 200 125,240 200 500
AT ENTMT INC COM 04592010 457,900 48,200 48,200 48,200
ASSOCIATES FIRST CAP CL A 04600810 426,493,350 9,477,630 8,761,386 618,558 97,686 8,670,970 97,686 708,974
ASTEC INDS INC COM 04622410 2,099,500 68,000 68,000 68,000
ASTORIA FINL CORP COM 04626510 140,839,400 2,816,788 297,802 2,518,986 2,812,243 4,545
ASTRA AB SPONSOR AD 04629810 1,025,283 44,700 4,200 37,500 3,000 41,700 3,000
ASTRA AB SPONSOR AD 04629820 330,990 14,752 14,752 14,752
ATLANTIC COAST AIRLI COM 04839610 1,466,437 52,140 52,140 52,140
ATLANTIC RICHFIELD C COM 04882510 371,857,078 5,085,225 4,345,019 580,187 160,019 4,128,222 572,928 384,075
ATLAS AIR INC COM 04916410 1,787,755 62,049 62,049 62,049
ATMEL CORP COM 04951310 7,624,557 502,045 501,445 600 490,045 12,000
ATMOS ENERGY CORP COM 04956010 3,253,735 135,223 135,223 135,223
ATWOOD OCEANICS INC COM 05009510 1,624,860 54,162 44,162 10,000 44,162 10,000
AUTHENTIC FITNESS CO COM 05266110 1,231,023 79,745 79,745 79,745
AUTODESK INC COM 05276910 29,420,586 727,566 725,666 500 1,400 679,966 1,400 46,200
AUTOLIV INC COM 05280010 15,604,832 415,442 392,578 11,801 11,063 402,966 11,063 1,413
AUTOMATIC DATA PROCE COM 05301510 449,153,180 10,855,666 8,263,473 1,632,570 959,623 8,871,315 1,234,223 750,128
AUTOZONE INC COM 05333210 53,960,306 1,776,471 1,774,271 2,200 1,628,971 147,500
AVADO BRANDS INC COM 05336P10 669,082 112,697 112,697 112,697
AVALONBAY CMNTYS INC COM 05348410 10,679,272 335,036 328,883 6,153 334,336 700
AVANT CORP COM 05348710 7,061,695 397,842 397,842 397,842
AVATAR HLDGS INC COM 05349410 465,539 25,509 25,509 25,509
AVERY DENNISON CORP COM 05361110 94,042,400 1,635,520 1,548,749 65,162 21,609 1,406,087 73,409 156,024
AVIALL INC NEW COM 05366B10 1,253,857 80,894 80,894 80,894
AVID TECHNOLOGY INC COM 05367P10 1,814,563 104,064 104,064 104,064
AVIATION SALES CO COM 05367210 1,694,248 38,073 38,073 38,073
AVIRON COM 05376210 1,150,200 56,800 56,800 56,800
AVISTA CORP COM 05379B10 4,584,401 282,117 281,517 600 281,517 600
AVIS RENT A CAR INC COM 05379010 13,306,372 480,600 480,600 480,600
AVNET INC COM 05380710 7,886,991 214,612 214,412 200 199,834 14,778
AVON PRODS INC COM 05430310 186,342,318 3,959,507 3,648,651 262,715 48,141 3,472,061 165,141 322,305
AVONDALE INDS INC COM 05435010 1,554,296 52,688 49,407 1,081 2,200 50,488 2,200
AXA SA SPONSORED 05453610 9,422,737 142,230 114,000 28,230 142,230
PAGE MARKET VALUE 2,198,224,522
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 7
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AXENT TECHNOLOGIES I COM 05459C10 2,552,496 106,080 106,080 106,080
AXYS PHARMACEUTICALS COM 05463510 536,291 128,085 128,085 128,085
AZTAR CORP COM 05480210 968,294 201,225 201,225 201,225
BB&T CORP COM 05493710 130,752,496 3,613,245 3,604,145 9,100 3,328,445 284,800
BA MERCHANT SVCS INC CL A 05523910 2,114,925 103,800 103,800 103,800
BEC ENERGY COM 05538M10 12,299,159 334,671 328,381 5,390 900 333,171 900 600
BHC COMMUNICATIONS I CL A 05544810 3,629,472 29,568 29,568 29,468 100
BISYS GROUP INC COM 05547210 6,081,806 108,121 105,531 2,590 108,121
BJS WHOLESALE CLUB I COM 05548J10 9,514,524 361,604 361,404 200 354,404 7,200
BJ SVCS CO COM 05548210 9,453,217 406,590 406,590 400,390 6,200
BMC INDS INC MINN COM 05560710 546,003 123,057 123,057 123,057
BOK FINL CORP COM NEW 05561Q20 1,309,645 50,860 50,860 50,860
BP AMOCO P L C SPONSORED 05562210 2,933,885,370 29,048,370 364,266 28,342,993 341,111 752,073 28,227,358 68,939
BRE PROPERTIES INC CL A 05564E10 4,919,828 217,451 217,451 217,451
BSB BANCORP COM 05565210 856,243 35,151 35,151 35,151
BT FINL CORP COM 05576310 1,672,945 63,130 63,130 63,130
BMC SOFTWARE INC COM 05592110 120,852,362 3,260,816 3,254,926 5,890 2,890,053 105,100 265,663
BWAY CORP COM 05603910 332,312 25,200 25,200 25,200
BACOU USA INC COM 05643910 384,300 29,280 29,200 80 29,280
BAKER HUGHES INC COM 05722410 103,374,745 4,252,005 4,175,785 67,177 9,043 3,882,490 9,043 360,472
BALDOR ELEC CO COM 05774110 3,057,450 151,923 147,258 666 3,999 147,924 3,999
BALDWIN & LYONS INC CL B 05775520 1,232,445 59,218 59,218 59,218
BALL CORP COM 05849810 34,160,748 727,800 723,000 4,800 700,000 27,800
BALLARD MED PRODS COM 05856610 3,257,085 133,624 133,624 133,624
BALLY TOTAL FITNESS COM 05873K10 2,356,462 98,700 98,650 50 98,650 50
BALTIMORE GAS & ELEC COM 05916510 52,609,556 2,073,283 2,056,011 11,297 5,975 1,876,346 5,975 190,962
BANCFIRST CORP COM 05945F10 697,046 19,987 19,987 19,987
BANCFIRST CORP ZANES COM 05945010 875,000 35,000 35,000 35,000
BANCORPSOUTH INC COM 05969210 3,230,016 201,876 201,876 201,876
BANCTEC INC COM 05978410 1,197,969 97,301 97,301 97,301
BANCWEST CORP NEW COM 05979010 4,919,927 115,763 115,763 115,763
BANDAG INC COM 05981510 2,752,530 96,794 96,794 95,094 1,700
BANK OF GRANITE CORP COM 06240110 1,161,451 52,495 48,739 3,756 48,739 3,756
BANK NEW YORK INC COM 06405710 357,710,860 9,953,832 9,805,727 49,033 99,072 8,941,857 99,072 912,903
BANK ONE CORP COM 06423A10 856,287,332 15,551,330 15,413,975 76,728 60,627 14,046,510 60,627 1,444,193
BANK PLUS CORP COM 06444610 375,812 89,757 89,757 89,757
BANK TOKYO-MITSUBISH SPONSORED 06537910 2,487,520 177,680 16,100 154,330 7,250 170,430 7,250
BANK UTD CORP CL A 06541210 5,935,336 145,207 145,207 144,907 300
BANKATLANTIC BANCORP CL B 06590810 1,105,681 159,389 159,389 159,389
BANKAMERICA CORP NEW COM 06605F10 1,678,722,279 23,769,519 23,434,696 214,708 120,115 21,519,033 124,025 2,126,461
BANKBOSTON CORP COM 06605R10 171,138,532 3,951,296 3,835,817 39,712 75,767 3,519,300 75,767 356,229
BANKERS TR CORP COM 06636510 112,323,276 1,272,785 1,264,878 6,159 1,748 1,153,013 1,748 118,024
BANKNORTH GROUP INC COM 06646L10 3,604,813 127,604 125,358 2,246 125,358 2,246
BANKUNITED FINL CORP CL A 06652B10 418,237 58,700 58,700 58,700
BANNER AEROSPACE INC COM 06652510 219,037 29,700 29,700 29,700
BANTA CORP COM 06682110 5,110,715 268,985 178,939 68,272 21,774 244,961 21,774 2,250
BARCLAYS PLC ADR 06738E20 1,508,732 13,220 1,100 11,120 1,000 12,220 1,000
PAGE MARKET VALUE 6,654,492,280
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 8
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BARD C R INC COM 06738310 79,101,608 1,568,325 1,567,025 1,000 300 1,500,025 300 68,000
BARNES & NOBLE INC COM 06777410 9,578,968 298,178 272,728 25,250 200 291,978 200 6,000
BARNES GROUP INC COM 06780610 1,203,637 64,194 63,696 498 64,194
BARRICK GOLD CORP COM 06790110 67,861,528 3,977,349 3,965,549 6,700 5,100 3,665,649 5,100 306,600
BARNETT INC COM 06806210 335,203 38,309 38,309 38,309
BARR LABS INC COM 06830610 8,234,146 269,972 269,972 269,972
BARRA INC COM 06831310 1,152,400 46,798 46,798 46,798
BARRETT RES CORP COM PAR $0 06848020 4,214,200 168,151 162,584 3,567 2,000 166,151 2,000
BASSETT FURNITURE IN COM 07020310 1,264,709 57,162 57,162 57,162
BATTLE MTN GOLD CO COM 07159310 8,523,286 3,099,377 3,091,619 6,500 1,258 2,846,336 1,258 251,783
BAUSCH & LOMB INC COM 07170710 41,708,095 641,663 641,263 400 588,263 53,400
BAXTER INTL INC COM 07181310 375,469,116 5,688,926 3,794,746 1,891,612 2,568 3,332,063 2,012,280 344,583
BAY VIEW CAP CORP DE COM 07262L10 1,791,162 94,896 94,896 94,896
BE AEROSPACE INC COM 07330210 1,489,086 100,955 100,955 100,955
BEA SYS INC COM 07332510 2,948,515 188,705 188,705 188,705
BEAR STEARNS COS INC COM 07390210 66,353,447 1,484,849 1,481,617 2,886 346 1,366,154 346 118,349
BECKMAN COULTER INC COM 07581110 6,331,732 143,090 137,871 219 5,000 135,690 5,000 2,400
BECTON DICKINSON & C COM 07588710 366,192,953 9,558,179 3,463,246 6,073,950 20,983 3,055,294 6,198,308 304,577
BED BATH & BEYOND IN COM 07589610 19,248,713 527,362 526,862 500 515,462 11,900
BEDFORD PPTY INVS IN COM PAR $0 07644630 1,575,317 107,714 107,714 107,714
BELDEN INC COM 07745910 2,749,728 161,161 161,161 161,161
BELL & HOWELL CO NEW COM 07785210 1,926,413 65,721 65,721 65,721
BELL ATLANTIC CORP COM 07785310 1,279,937,999 24,763,248 22,515,709 1,805,831 441,708 20,942,670 1,880,071 1,940,507
BELLSOUTH CORP COM 07986010 1,156,449,923 28,866,505 27,490,526 877,203 498,776 25,452,768 992,891 2,420,846
BELO A H CORP DEL COM SER A 08055510 10,253,653 561,844 561,120 724 548,244 13,600
BEMIS INC COM 08143710 20,740,159 667,702 650,594 5,732 11,376 607,726 11,376 48,600
BENCHMARK ELECTRS IN COM 08160H10 1,332,000 44,400 44,400 44,400
BENTHOS INC COM 08264110 423,605 68,467 68,467 68,467
BENTON OIL & GAS CO COM 08328810 509,044 140,426 140,426 140,426
BERGEN BRUNSWIG CORP CL A 08373910 77,778,580 3,888,929 3,869,604 16,925 2,400 3,815,179 2,400 71,350
BERINGER WINE ESTATE CL B 08410210 3,303,759 90,825 86,600 2,825 1,400 89,425 1,400
BERKLEY W R CORP COM 08442310 2,734,935 111,630 110,880 750 111,630
BERKSHIRE HATHAWAY I CL B 08467020 430,390,517 183,067 2,219 178,930 1,918 3,779 178,285 1,003
BERKSHIRE RLTY INC COM 08471010 1,986,050 177,532 177,532 177,532
BERLITZ INTL INC NEW COM 08520F10 262,450 11,600 11,600 11,600
BERRY PETE CO CL A 08578910 908,886 82,626 82,626 82,626
BEST BUY INC COM 08651610 150,033,260 2,885,255 2,864,240 18,865 2,150 2,831,805 2,150 51,300
BESTFOODS COM 08658U10 203,190,776 4,323,208 3,718,122 372,243 232,843 3,664,065 360,243 298,900
BETHLEHEM STL CORP COM 08750910 57,249,637 6,939,350 1,838,044 5,101,306 1,708,241 5,100,806 130,303
BEVERLY ENTERPRISES COM NEW 08785130 2,100,814 409,915 407,415 2,500 398,115 11,800
BIG FLOWER HLDGS INC COM 08915910 2,214,574 71,151 71,151 71,151
BILLING CONCEPTS COR COM 09006310 1,835,257 154,548 154,548 154,548
BINDLEY WESTN INDS I COM 09032410 8,442,270 295,577 293,177 2,400 295,577
BIO RAD LABS INC CL A 09057220 1,058,771 52,285 52,285 52,285
BIO TECHNOLOGY GEN C COM 09057810 1,232,461 206,477 206,477 206,477
BIOGEN INC COM 09059710 90,098,775 788,183 784,208 2,475 1,500 772,589 1,500 14,094
BIOMATRIX INC COM 09060P10 2,362,230 30,285 30,285 30,285
PAGE MARKET VALUE 4,576,084,347
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 9
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BIOMET INC COM 09061310 53,481,794 1,275,289 1,267,754 6,135 1,400 1,167,389 1,400 106,500
BIRMINGHAM STL CORP COM 09125010 519,058 131,841 131,841 131,841
BLACK & DECKER CORP COM 09179710 64,205,858 1,158,177 1,152,712 5,065 400 1,045,968 400 111,809
BLACK BOX CORP DEL COM 09182610 2,292,946 73,966 73,966 73,966
BLACK HILLS CORP COM 09211310 3,360,092 157,662 153,687 3,975 152,187 3,975 1,500
BLAIR CORP COM 09282810 584,325 37,100 37,100 37,100
BLANCH E W HLDGS INC COM 09321010 5,269,320 100,368 100,368 100,368
BLOCK DRUG INC CL A 09364410 3,104,479 75,719 75,719 75,719
BLOCK H & R INC COM 09367110 61,652,640 1,301,375 1,262,985 13,790 24,600 1,150,268 24,600 126,507
BLOUNT INTL INC CL A 09517710 3,205,818 111,024 111,024 111,024
BLYTH INDS INC COM 09643P10 3,052,208 129,194 126,044 550 2,600 126,294 2,600 300
BOB EVANS FARMS INC COM 09676110 5,264,860 263,243 263,143 100 260,110 3,133
BOEING CO COM 09702310 2,591,786,612 76,229,018 12,311,475 63,823,378 94,165 11,422,533 63,694,913 1,111,572
BOISE CASCADE CORP COM 09738310 76,287,407 2,365,501 1,235,012 1,130,489 1,167,434 1,130,489 67,578
BOISE CASCADE OFFICE COM 09740310 26,971,327 2,424,389 54,461 2,369,928 54,461 2,369,928
BORDERS GROUP INC COM 09970910 5,194,221 369,380 361,566 1,850 5,964 356,916 5,964 6,500
BORG-WARNER AUTOMOTI COM 09972410 9,463,572 197,933 197,907 26 195,933 2,000
BORG WARNER SEC CORP COM 09973310 938,938 56,056 56,056 56,056
BORON LEPORE & ASSOC COM 10001P10 473,100 45,600 45,600 45,600
BOSTON BEER INC CL A 10055710 485,622 62,661 62,461 200 62,661
BOSTON PROPERTIES IN COM 10112110 8,319,462 263,066 256,700 5,966 400 262,066 400 600
BOSTON SCIENTIFIC CO COM 10113710 194,160,890 4,779,345 4,725,940 41,530 11,875 4,215,670 186,975 376,700
BOWATER INC COM 10218310 11,308,103 285,378 285,378 277,678 7,700
BOWNE & CO INC COM 10304310 2,069,370 177,066 173,466 3,600 177,066
BOYD GAMING CORP COM 10330410 717,119 168,734 168,734 168,734
BOYKIN LODGING CO COM 10343010 987,840 82,320 82,320 82,320
BRADLEY REAL ESTATE COM 10458010 2,390,209 133,718 113,725 5,172 14,821 118,897 14,821
BRADY CORP CL A 10467410 1,871,642 89,394 87,894 1,500 89,394
BRANDYWINE RLTY TR SH BEN INT 10536820 3,383,250 208,200 208,200 208,200
BREED TECHNOLOGIES I COM 10670210 266,387 74,786 69,786 5,000 74,786
BRENTON BKS INC COM 10721110 664,859 51,143 51,143 51,143
BRIGGS & STRATTON CO COM 10904310 26,796,781 543,413 542,613 800 504,310 39,103
BRIGHT HORIZON FAMIL COM 10919510 1,108,471 50,673 2,900 47,773 50,673
BRIGHTPOINT INC COM 10947310 2,760,239 467,362 464,362 3,000 467,362
BRINKER INTL INC COM 10964110 25,786,357 994,192 993,592 600 988,492 5,700
BRISTOL MYERS SQUIBB COM 11012210 1,986,324,072 30,975,814 28,297,544 1,392,272 1,285,998 26,351,002 2,171,788 2,453,024
BRITISH AMERN TOB PL SPONSORED 11044810 4,404,846 246,425 246,425 246,425
BRITISH TELECOMMUNIC ADR FINAL 11102140 9,167,216 55,834 500 45,121 10,213 45,621 10,213
BROADCOM CORP CL A 11132010 1,953,512 31,700 31,500 200 31,700
BROADVISION INC COM 11141210 4,704,117 78,730 78,730 78,730
BROOKDALE LIVING CMN COM 11246210 679,650 39,400 39,400 39,400
BROOKLINE BANCORP IN COM 11373910 733,687 64,500 61,500 1,000 2,000 62,500 2,000
BROWN FORMAN CORP CL B 11563720 46,913,607 814,119 813,119 1,000 749,269 64,850
BROWN GROUP INC COM 11565710 1,030,801 78,168 77,943 225 77,943 225
BROWN TOM INC COM NEW 11566020 1,736,542 143,220 143,220 143,220
BROWNING FERRIS INDS COM 11588510 78,029,975 2,023,494 2,011,694 7,900 3,900 1,825,038 3,900 194,556
BRUNSWICK CORP COM 11704310 23,758,495 1,246,380 1,239,522 6,858 1,119,296 127,084
PAGE MARKET VALUE 5,359,621,696
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 10
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BRUSH WELLMAN INC COM 11742110 1,170,628 80,733 79,733 1,000 80,733
BRYLANE INC COM 11766110 607,268 25,042 25,042 25,042
BUCKEYE PARTNERS L P UNIT LTD P 11823010 427,825 15,700 2,900 11,800 1,000 14,700 1,000
BUCKEYE TECHNOLOGIES COM 11825510 1,779,400 127,100 127,100 127,100
BUCKLE INC COM 11844010 1,489,500 66,200 66,200 66,200
BUDGET GROUP INC CL A 11900310 1,662,864 135,744 135,744 135,744
BUFFETS INC COM 11988210 2,657,708 269,135 265,635 3,500 266,035 3,100
BUILDING ONE SVCS CO COM 12011410 2,929,094 170,425 170,100 325 170,425
BURLINGTON COAT FACT COM 12157910 1,393,608 118,605 118,605 118,605
BURLINGTON INDS INC COM 12169310 2,319,922 350,177 350,177 345,977 4,200
BURLINGTON NORTHN SA COM 12189T10 232,427,959 7,070,052 6,955,029 94,627 20,396 6,460,910 20,396 588,746
BURLINGTON RES INC COM 12201410 94,246,208 2,359,872 2,286,193 38,178 35,501 2,133,144 35,501 191,227
BURNHAM PAC PPTYS IN COM 12232C10 1,599,192 154,139 154,139 154,139
BURR BROWN CORP COM 12257410 2,532,618 107,771 107,766 5 107,771
BUSH BOAKE ALLEN INC COM 12316210 1,025,750 37,300 37,300 37,300
BUSH INDS INC CL A 12316410 522,422 42,432 42,432 42,432
BUTLER MFG CO DEL COM 12365510 653,517 27,884 27,884 27,884
C&D TECHNOLOGIES INC COM 12466110 1,313,400 52,800 52,800 52,800
CBL & ASSOC PPTYS IN COM 12483010 8,251,146 354,888 354,888 354,888
CCC INFORMATION SVCS COM 12487Q10 1,157,013 99,528 99,528 99,528
CCB FINL CORP COM 12487510 11,201,754 207,202 207,202 203,602 3,600
CB RICHARD ELLIS SVC COM 12489L10 954,508 57,849 57,849 57,849
CBRL GROUP INC COM 12489V10 6,303,258 350,181 350,181 330,828 19,353
CBS CORP COM 12490K10 380,868,521 9,332,268 9,309,789 16,679 5,800 8,447,660 5,800 878,808
CFW COMMUNICATION CO COM 12492310 1,245,600 57,600 57,600 57,600
CFSB BANCORP COM 12492710 870,000 34,800 34,800 34,800
C-CUBE MICROSYSTEMS COM 12501510 2,841,773 143,437 143,437 143,437
C D I CORP COM 12507110 1,127,280 46,849 46,849 46,849
CD RADIO INC COM 12512710 1,562,600 60,100 60,100 60,100
CDW COMPUTER CTRS IN COM 12512910 2,104,431 30,499 30,499 30,499
CEC ENTMT INC COM 12513710 9,880,943 275,427 275,427 275,427
C H ROBINSON WORLDWI COM 12541W10 4,619,359 181,600 181,600 181,600
CHS ELECTRONICS INC COM NEW 12542A20 1,790,807 561,910 561,910 561,910
CIGNA CORP COM 12550910 239,119,826 2,853,050 2,796,917 34,699 21,434 2,554,862 21,434 276,754
CIT GROUP INC CL A 12557710 5,119,135 167,500 167,500 167,100 400
CKE RESTAURANTS INC COM 12561E10 3,865,568 195,725 195,625 100 195,175 550
CLECO CORP COM 12561M10 4,289,890 145,420 144,625 795 143,720 1,700
CMAC INVT CORP COM 12566210 7,263,282 186,238 186,238 186,238
CMGI INC COM 12575010 30,945,166 169,042 165,200 2,842 1,000 168,042 1,000
CMP GROUP INC COM 12588710 3,917,917 213,220 212,720 500 210,720 2,500
CMP MEDIA INC CL A 12589110 11,272,950 366,600 16,400 350,200 16,400 350,200
CMS ENERGY CORP COM 12589610 22,251,689 552,837 549,581 3,256 538,337 14,500
CPI CORP COM 12590210 1,120,987 50,100 50,100 50,100
CSS INDS INC COM 12590610 780,774 35,091 35,091 35,091
CNET INC COM 12594510 6,709,279 72,828 72,828 72,828
CSK AUTO CORP COM 12596510 2,323,111 77,600 77,600 77,600
CNA FINL CORP COM 12611710 3,336,318 85,961 85,161 800 85,661 300
PAGE MARKET VALUE 1,127,853,768
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 11
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CNA SURETY CORP COM 12612L10 921,850 74,493 74,493 74,493
CNF TRANSN INC COM 12612W10 9,943,988 262,985 262,085 900 248,234 14,751
CNB BANCSHARES INC COM 12612610 5,428,960 134,881 134,881 134,881
CSG SYS INTL INC COM 12634910 24,230,092 614,400 597,400 17,000 614,400
CSX CORP COM 12640810 115,926,273 2,977,278 2,927,829 29,966 19,483 2,694,255 19,483 263,540
CTS CORP COM 12650110 2,734,854 55,320 55,320 55,320
CUNO INC COM 12658310 969,290 69,235 69,235 69,235
CVB FINL CORP COM 12660010 861,822 44,770 44,770 44,770
CVS CORP COM 12665010 243,729,340 5,131,144 5,083,653 26,629 20,862 4,470,834 194,662 465,648
CABLEVISION SYS CORP CL A 12686C10 33,401,614 450,612 449,712 500 400 448,812 400 1,400
CABLETRON SYS INC COM 12692010 16,644,531 2,033,044 2,033,044 1,883,344 149,700
CABLE DESIGN TECHNOL COM 12692410 1,951,554 177,414 177,414 177,414
CABOT CORP COM 12705510 86,311,975 4,061,740 333,306 1,927,820 1,800,614 409,765 3,643,775 8,200
CABOT INDUSTRIAL TRU COM 12707210 1,757,262 93,100 93,100 93,100
CABOT OIL & GAS CORP CL A 12709710 2,078,090 143,942 100,837 237 42,868 101,074 42,868
CADENCE DESIGN SYSTE COM 12738710 28,084,366 1,090,655 1,087,655 1,300 1,700 1,055,855 1,700 33,100
CADIZ INC COM 12753710 1,117,896 139,737 139,737 139,737
CAERE CORP COM 12764610 200,088 19,056 19,056 19,056
CAL DIVE INTL INC COM 12791410 532,312 25,500 25,500 25,500
CALGON CARBON CORP COM 12960310 1,132,176 218,272 217,872 400 215,672 2,600
CALIFORNIA MICROWAVE COM 13044210 575,555 53,540 53,540 53,540
CALIFORNIA WTR SVC G COM 13078810 1,427,517 58,266 58,266 58,266
CALLAWAY GOLF CO COM 13119310 4,223,265 414,574 413,374 1,200 391,013 23,561
CALPINE CORP COM 13134710 4,461,492 122,444 122,444 122,444
CAM DATA SYS INC COM 13173010 302,193 62,800 20,000 42,800 20,000 42,800
CAMBREX CORP COM 13201110 2,278,078 102,964 101,764 1,200 102,964
CAMBRIDGE TECH PARTN COM 13252410 3,356,806 241,932 239,432 700 1,800 235,332 1,800 4,800
CAMDEN PPTY TR SH BEN INT 13313110 11,587,727 468,191 468,191 468,191
CAMPBELL SOUP CO COM 13442910 229,776,740 5,647,424 5,618,368 8,844 20,212 4,875,192 218,412 553,820
CANADIAN NATL RY CO COM 13637510 693,310 12,464 12,180 284 11,198 1,266
CANANDAIGUA BRANDS I CL A 13721920 11,381,374 225,933 225,908 25 225,933
CANON INC ADR 13800630 1,337,477 56,020 4,000 49,020 3,000 53,020 3,000
CAPITAL CITY BK GROU COM 13967410 396,304 17,000 17,000 17,000
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 1,007,397 81,000 81,000 81,000
CAPITAL ONE FINL COR COM 14040H10 128,968,194 854,094 841,974 11,020 1,100 789,591 1,100 63,403
CAPITAL RE CORP COM 14043210 1,985,095 115,078 115,018 60 115,078
CAPITAL SR LIVING CO COM 14047510 371,461 52,600 52,600 52,600
CAPITOL TRANSAMERICA COM 14064010 548,198 37,166 37,166 37,166
CAPSTEAD MTG CORP COM 14067E10 1,436,861 267,323 267,323 267,323
CAPSTAR BROADCASTING CL A 14067G10 3,874,793 168,932 113,900 55,032 168,932
CAPTEC NET LEASE REA COM 14072410 1,430,000 110,000 109,600 400 110,000
CARBIDE/GRAPHITE GRO COM 14077710 373,784 34,371 34,371 34,371
CARBO CERAMICS INC COM 14078110 325,240 15,040 15,040 15,040
CARAUSTAR INDS INC COM 14090910 15,818,135 687,745 110,589 577,156 687,745
CARDINAL HEALTH INC COM 14149Y10 456,188,700 6,911,950 3,779,633 3,092,390 39,927 3,500,887 3,149,887 261,176
CAREMATRIX CORP COM 14170610 2,684,700 141,300 139,300 2,000 139,300 2,000
CARIBINER INTL INC COM 14188810 994,552 108,992 100,992 7,000 1,000 107,992 1,000
PAGE MARKET VALUE 1,465,763,281
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 12
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARLISLE COS INC COM 14233910 9,697,165 207,426 207,426 205,026 2,400
CARMIKE CINEMAS INC CL A 14343610 701,058 38,814 38,814 38,814
CARNIVAL CORP COM 14365810 384,842,923 7,924,775 7,412,936 419,056 92,783 7,139,945 92,783 692,047
CAROLINA FIRST CORP COM 14387710 2,360,600 107,300 107,300 107,300
CARRIAGE SVCS INC CL A 14390510 564,162 37,300 37,300 37,300
CAROLINA PWR & LT CO COM 14414110 73,739,941 1,950,173 1,945,953 3,620 600 1,770,301 600 179,272
CARPENTER TECHNOLOGY COM 14428510 45,894,899 1,769,476 122,194 1,647,282 121,194 1,646,482 1,800
CARRAMERICA RLTY COR COM 14441810 7,076,298 320,746 320,346 400 320,046 700
CARTER WALLACE INC COM 14628510 2,764,098 153,561 153,561 149,861 3,700
CASE CORP COM 14743R10 24,626,742 970,512 967,712 1,900 900 888,077 900 81,535
CASELLA WASTE SYS IN CL A 14744810 628,351 27,850 27,800 50 27,850
CASEYS GEN STORES IN COM 14752810 3,351,495 227,220 227,000 220 227,220
CASH AMER INTL INC COM 14754D10 1,484,809 115,325 115,325 115,325
CASTLE A M & CO COM 14841110 601,168 49,075 49,075 49,075
CASTLE & COOKE INC N COM 14843310 779,602 58,288 58,288 58,288
CATALINA MARKETING C COM 14886710 6,846,727 79,729 79,129 600 79,129 600
CATALYTICA INC COM 14888510 2,158,200 196,200 196,200 196,200
CATELLUS DEV CORP COM 14911110 4,076,432 304,780 304,127 653 284,948 19,832
CATERPILLAR INC DEL COM 14912310 232,318,338 5,057,325 4,909,358 115,787 32,180 4,600,746 32,180 424,399
CATHAY BANCORP INC COM 14915010 1,448,562 38,500 31,500 7,000 31,500 7,000
CATO CORP NEW CL A 14920510 2,226,499 239,100 239,100 239,100
CAVALIER HOMES INC COM 14950710 837,375 87,000 87,000 87,000
CEDAR FAIR L P DEPOSITRY 15018510 613,879 24,433 19,053 5,000 380 24,053 380
CELL GENESYS INC COM 15092110 498,390 100,950 100,700 250 100,950
CELLSTAR CORP COM 15092510 9,792,568 943,862 939,662 4,200 943,862
CENTENNIAL HEALTHCAR COM 15093710 457,950 51,600 51,600 51,600
CELESTIAL SEASONINGS COM 15101610 230,306 10,650 6,700 2,350 1,600 9,050 1,600
CELLNET DATA SYS INC COM 15115M10 865,668 150,551 150,551 150,551
CELLULAR COMMUNICATI COM 15116N10 1,269,000 47,000 47,000 47,000
CENDANT CORP COM 15131310 171,701,237 10,773,749 10,759,319 13,400 1,030 9,739,236 1,030 1,033,483
CENTENNIAL BANCORP COM 15133T10 861,225 68,898 68,898 68,898
CENTENNIAL CELLULAR CL A NEW 15133V20 8,471,925 179,300 179,300 179,300
CENTERPOINT PPTYS TR SH BEN INT 15189510 2,882,812 92,250 91,050 200 1,000 91,250 1,000
CENTERTRUST RETAIL P COM 15203810 1,401,850 121,900 121,900 121,900
CENTEX CONSTRUCTION COM 15231R10 9,603,969 275,881 215,212 60,669 215,212 60,669
CENTEX CORP COM 15231210 46,321,830 1,387,920 781,014 606,906 719,717 602,206 65,997
CENTOCOR INC COM 15234210 11,020,486 298,359 296,459 1,900 291,759 6,600
CENTRAL & SOUTH WEST COM 15235710 69,534,016 2,966,848 2,919,260 15,251 32,337 2,678,166 32,337 256,345
CENTRAL GARDEN & PET COM 15352710 2,299,404 136,261 136,261 136,261
CENTRAL HUDSON GAS & COM 15360910 3,022,676 84,404 83,921 483 84,404
CENTRAL NEWSPAPERS I CL A 15464710 6,306,236 202,610 202,610 201,610 1,000
CENTRAL PKG CORP COM 15478510 1,809,663 52,454 52,454 52,454
CENTURA BKS INC COM 15640T10 6,506,353 111,818 111,818 111,518 300
CENTURY ALUM CO COM 15643110 375,222 65,979 65,979 65,979
CENTURY BUSINESS SVC COM 15649010 2,324,112 212,500 212,500 212,500
CENTURY COMMUNICATIO CL A 15650310 6,836,176 147,214 147,214 147,214
CENTURY SOUTH BKS IN COM 15668310 955,812 37,300 37,300 37,300
PAGE MARKET VALUE 1,174,988,209
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 13
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CENTURY TEL ENTERPRI COM 15668610 120,129,607 1,710,030 1,202,066 422,195 85,769 1,542,930 85,769 81,331
CEPHALON INC COM 15670810 989,765 113,116 111,616 1,500 111,616 1,500
CERIDIAN CORP COM 15677T10 63,657,111 1,741,073 1,739,073 2,000 1,546,773 63,800 130,500
CERNER CORP COM 15678210 1,791,266 111,522 110,522 1,000 111,522
CHAMPION ENTERPRISES COM 15849610 3,721,356 192,070 192,070 192,070
CHAMPION INTL CORP COM 15852510 51,551,082 1,255,445 1,248,038 7,407 1,137,795 117,650
CHAMPIONSHIP AUTO RA COM 15871110 1,234,900 42,400 42,400 42,400
CHANCELLOR MEDIA COR COM 15891510 19,351,410 410,640 409,886 754 409,240 1,400
CHARTER ONE FINL INC COM 16090310 22,729,463 787,604 786,029 1,575 773,284 14,320
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,148,912 85,900 85,900 85,900
CHARMING SHOPPES INC COM 16113310 1,713,137 442,100 442,100 432,500 9,600
CHART INDS INC COM 16115Q10 465,934 71,005 71,005 71,005
CHARTWELL RE CORP COM 16139W10 614,341 35,614 35,614 35,614
CHASE INDS INC COM 16156810 322,941 42,353 42,353 42,353
CHASE MANHATTAN CORP COM 16161A10 1,001,189,093 12,303,399 12,265,142 34,377 3,880 11,410,821 3,880 888,698
CHATEAU CMNTYS INC COM 16172610 3,255,010 118,364 106,264 12,100 106,264 12,100
CHATTEM INC COM 16245610 1,225,000 39,200 39,200 39,200
CHECKFREE HLDGS CORP COM 16281610 7,283,677 171,131 171,131 171,131
CHECKPOINT SYS INC COM 16282510 1,189,854 143,149 143,149 143,149
CHEESECAKE FACTORY I COM 16307210 1,855,848 78,141 76,491 1,650 78,141
CHELSEA GCA RLTY INC COM 16326210 3,224,580 115,680 115,280 400 115,680
CHEMED CORP COM 16359610 1,070,273 41,564 41,564 41,564
CHEMFIRST INC COM 16361A10 2,198,307 93,545 93,545 93,545
CHEMICAL FINL CORP COM 16373110 2,159,136 67,473 67,473 67,473
CHESAPEAKE CORP COM 16515910 3,689,162 136,006 135,706 300 134,106 1,900
CHESAPEAKE ENERGY CO COM 16516710 330,056 240,041 240,041 240,041
CHEVRON CORPORATION COM 16675110 798,713,878 8,999,593 8,731,630 126,115 141,848 8,065,025 141,848 792,720
CHICAGO TITLE CORP COM 16822810 2,332,510 64,124 63,801 323 64,124
CHILDRENS PL RETAIL COM 16890510 1,586,589 58,900 58,900 58,900
CHOICE HOTELS INTL I COM 16990510 2,270,422 161,458 161,458 159,858 1,600
CHIQUITA BRANDS INTL COM 17003210 1,680,396 164,955 164,955 164,955
CHIREX INC COM 17003810 1,207,850 49,300 49,300 49,300
CHIRON CORP COM 17004010 12,668,069 577,475 574,947 2,028 500 552,375 500 24,600
CHITTENDEN CORP COM 17022810 1,878,257 70,381 62,081 8,300 62,081 8,300
CHOICEPOINT INC COM 17038810 3,129,406 62,745 62,353 392 62,745
CHRIS CRAFT INDS INC COM 17052010 4,500,951 98,651 98,351 300 95,121 3,530
CHUBB CORP COM 17123210 127,299,440 2,173,755 2,113,711 29,238 30,806 1,947,044 30,806 195,905
CHURCH & DWIGHT INC COM 17134010 4,218,032 103,510 103,510 101,910 1,600
CHURCHILL DOWNS INC COM 17148410 879,200 31,400 31,400 31,400
CIBER INC COM 17163B10 6,504,265 335,704 335,704 335,704
CIENA CORP COM 17177910 8,561,137 380,495 379,095 1,400 373,995 6,500
CILCORP INC COM 17179410 4,154,308 69,167 67,578 1,389 200 68,967 200
CINCINNATI BELL INC COM 17187010 14,665,451 653,628 648,952 1,600 3,076 633,152 3,076 17,400
CINCINNATI FINL CORP COM 17206210 72,537,431 1,990,763 1,987,563 3,200 1,838,863 151,900
CINERGY CORP COM 17247410 53,735,000 1,954,000 1,951,500 2,350 150 1,798,747 150 155,103
CIRCLE INTL GROUP IN COM 17257410 824,762 56,638 56,638 56,638
CIRCUIT CITY STORE I CIRCT CITY 17273710 92,067,696 1,201,536 1,200,536 1,000 1,102,386 99,150
PAGE MARKET VALUE 2,533,506,271
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 14
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CISCO SYS INC COM 17275R10 2,541,647,652 23,198,259 21,964,226 846,861 387,172 20,171,281 1,090,997 1,935,981
CIRRUS LOGIC CORP COM 17275510 2,587,153 405,828 403,898 1,930 398,998 1,930 4,900
CITATION CORP ALA COM 17289510 581,677 56,749 56,749 56,749
CINTAS CORP COM 17290810 25,809,527 394,792 389,942 2,450 2,400 383,392 2,400 9,000
CIRCUS CIRCUS ENTERP COM 17290910 7,132,402 406,127 405,827 300 394,727 11,400
CITIGROUP INC COM 17296710 3,370,656,603 52,769,575 32,009,271 20,629,242 131,062 29,547,465 20,411,124 2,810,986
CITIZENS BKG CORP MI COM 17442010 4,532,400 125,900 125,900 125,900
CITIZENS UTILS CO DE CL B 17734220 8,083,079 1,042,978 1,042,588 390 1,030,054 12,924
CITRIX SYS INC COM 17737610 14,906,036 390,978 390,658 320 383,378 7,600
CITY HLDG CO COM 17783510 2,056,946 69,727 69,727 69,727
CITY NATL CORP COM 17856610 7,766,513 251,547 251,547 247,647 3,900
CLAIRE'S STORES INC COM 17958410 7,386,378 245,191 245,191 241,366 3,825
CLARCOR INC COM 17989510 1,810,619 106,120 106,120 106,120
CLARIFY INC COM 18049210 2,475,566 92,763 92,763 92,763
CLAYTON HOMES INC COM 18419010 7,821,652 707,074 707,074 664,951 42,123
CLEAR CHANNEL COMMUN COM 18450210 204,544,934 3,050,087 3,035,262 14,400 425 2,795,562 425 254,100
CLEVELAND CLIFFS INC COM 18589610 2,366,627 69,480 69,480 68,680 800
CLOROX CO DEL COM 18905410 174,200,350 1,486,516 1,481,858 2,458 2,200 1,294,672 54,400 137,444
CLOSURE MED CORP COM 18909310 1,064,570 28,015 26,015 2,000 28,015
COACH USA INC COM 18975L10 2,814,102 102,331 102,331 102,331
COACHMEN INDS INC COM 18987310 1,479,157 72,154 72,154 72,154
COASTAL CORP COM 19044110 162,069,138 4,911,186 4,902,526 8,660 4,618,405 292,781
COCA COLA BOTTLING C COM 19109810 1,459,097 26,409 26,409 26,409
COCA COLA CO COM 19121610 2,206,666,193 35,953,828 33,319,126 993,201 1,641,501 30,216,188 2,740,301 2,997,339
COCA COLA ENTERPRISE COM 19121910 139,961,728 4,626,834 4,621,864 4,700 270 4,058,364 174,970 393,500
COGNEX CORP COM 19242210 3,670,703 154,967 147,667 1,700 5,600 149,367 5,600
COHERENT INC COM 19247910 1,767,150 128,520 128,520 128,520
COHU INC COM 19257610 995,913 42,835 42,835 42,835
COINMACH LAUNDRY COR COM 19259L10 535,398 52,234 52,234 52,234
COLDWATER CREEK INC COM 19306810 493,350 42,900 42,900 42,900
COLE NATIONAL CORP N CL A 19329010 1,054,631 57,788 57,788 57,788
COLE KENNETH PRODTNS CL A 19329410 1,536,370 58,251 58,251 58,251
COLEMAN INC NEW COM 19355910 328,234 39,786 39,786 39,786
COLGATE PALMOLIVE CO COM 19416210 338,264,680 3,676,790 3,621,607 38,441 16,742 3,231,898 147,292 297,600
COLLINS & AIKMAN COR COM 19483010 1,246,110 262,339 262,339 262,339
COLONIAL BANCGROUP I COM 19549330 4,294,080 357,840 355,674 2,166 357,840
COLONIAL GAS CO COM 19567410 1,637,818 47,473 43,802 1,671 2,000 45,473 2,000
COLONIAL PPTYS TR COM SH BEN 19587210 3,193,824 125,248 125,248 125,248
COLTEC INDS INC COM 19687910 3,402,660 187,093 186,249 844 186,493 600
COLUMBIA BKG SYS INC COM 19723610 615,000 41,000 41,000 41,000
COLUMBIA ENERGY GROU COM 19764810 58,679,780 1,123,058 1,121,558 1,050 450 1,021,142 450 101,466
COLUMBIA/HCA HEALTHC COM 19767710 159,120,433 8,402,621 8,388,421 14,200 7,679,582 723,039
COLUMBIA LABS INC COM 19777910 571,234 96,216 96,216 96,216
COLUMBIA SPORTSWEAR COM 19851610 639,775 32,600 24,600 8,000 32,600
COLUMBUS MCKINNON CO COM 19933310 981,939 48,792 48,792 48,792
COMAIR HOLDINGS INC COM 19978910 10,573,416 447,552 397,527 42,525 7,500 431,502 7,500 8,550
COMFORT SYS USA INC COM 19990810 2,306,362 157,700 157,700 157,700
PAGE MARKET VALUE 9,497,788,959
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 15
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMCAST CORP CL A 20030010 9,975,300 162,200 158,000 1,900 2,300 158,900 2,300 1,000
COMCAST CORP CL A SPL 20030020 365,125,418 5,801,443 4,423,999 1,368,538 8,906 3,927,567 1,505,426 368,450
COMDISCO INC COM 20033610 11,120,681 622,136 621,336 800 608,776 13,360
COMERICA INC COM 20034010 150,101,982 2,404,055 2,221,419 176,036 6,600 2,202,618 6,600 194,837
COMMERCE BANCORP INC COM 20051910 7,859,940 190,544 190,431 68 45 190,499 45
COMMERCE BANCSHARES COM 20052510 10,272,377 266,815 233,053 31,482 2,280 263,709 2,280 826
COMMERCE GROUP INC M COM 20064110 2,793,313 113,725 113,725 113,725
COMMERCIAL FEDERAL C COM 20164710 9,710,251 418,780 418,780 418,780
COMMERCIAL INTERTECH COM 20170910 647,185 58,174 58,174 58,174
COMMERCIAL METALS CO COM 20172310 1,325,880 66,294 65,561 733 66,294
COMMERCIAL NET LEASE COM 20221810 1,430,190 127,844 127,844 127,844
COMMNET CELLULAR INC COM 20260420 1,394,181 86,800 86,800 86,800
COMMONWEALTH BANCORP COM 20268X10 1,120,512 73,781 73,781 73,781
COMMONWEALTH ENERGY COM SH BEN 20280010 3,927,338 103,351 95,092 2,083 6,176 97,175 6,176
COMMONWEALTH INDS IN COM 20300410 476,073 52,897 52,897 52,897
COMMONWEALTH TEL ENT COM 20334910 2,114,334 57,436 57,436 57,436
COMMSCOPE INC COM 20337210 10,484,202 500,750 497,314 3,333 103 500,647 103
COMMUNITY BK SYS INC COM 20360710 868,661 36,480 36,480 36,480
COMMUNITY FIRST BANK COM 20390210 4,566,620 228,331 221,606 3,625 3,100 225,231 3,100
COMMUNITY TR BANCORP COM 20414910 1,138,452 54,212 54,212 54,212
COMPASS BANCSHARES I COM 20449H10 9,713,923 281,563 281,563 280,813 750
COMPAQ COMPUTER CORP COM 20449310 666,558,067 21,035,695 20,623,466 311,902 100,327 19,246,977 100,327 1,688,391
COMPLETE BUSINESS SO COM 20452F10 1,083,260 55,198 55,198 55,198
COMPUCOM SYS INC COM 20478010 360,352 122,694 122,694 122,694
COMPUTER ASSOC INTL COM 20491210 249,931,478 7,028,049 7,005,624 15,598 6,827 6,110,486 247,014 670,549
COMPUSA INC COM 20493210 3,068,828 438,404 438,404 430,204 8,200
COMPUTER LEARNING CT COM 20519910 388,307 73,100 73,100 73,100
COMPUTER SCIENCES CO COM 20536310 117,616,300 2,131,232 1,996,285 76,551 58,396 1,916,636 58,396 156,200
COMPUTER TASK GROUP COM 20547710 5,866,817 274,471 273,571 900 274,471
COMPUWARE CORP COM 20563810 114,811,986 4,808,879 4,784,829 24,050 4,278,037 163,800 367,042
COMSAT CORP COM SER 1 20564D10 8,144,434 281,454 277,354 4,100 266,883 14,571
COMSTOCK RES INC COM NEW 20576820 294,668 96,234 96,234 96,234
COMVERSE TECHNOLOGY COM PAR $0 20586240 18,008,695 211,867 211,817 50 207,967 3,900
CONAGRA INC COM 20588710 762,946,475 29,773,521 6,378,046 23,364,975 30,500 5,786,166 23,371,750 615,605
CONCENTRIC NETWORK C COM 20589R10 6,226,675 83,300 83,300 83,300
CONCENTRA MANAGED CA COM 20589T10 3,775,031 260,347 260,347 256,747 3,600
COMPUTER HORIZONS CO COM 20590810 1,448,507 132,441 130,905 525 1,011 131,430 1,011
COM21 INC COM 20593710 1,057,875 40,300 33,600 4,000 2,700 37,600 2,700
CONCORD COMMUNICATIO COM 20618610 3,100,800 54,400 54,400 54,400
CONCORD EFS INC COM 20619710 13,956,184 506,356 506,356 495,306 11,050
CONE MLS CORP N C COM 20681410 461,199 94,605 94,605 94,605
CONECTIV INC COM 20682910 16,402,700 846,591 839,991 6,600 824,273 22,318
CONEXANT SYSTEMS INC COM 20714210 9,346,162 337,565 329,123 4,235 4,207 321,464 4,207 11,894
CONMED CORP COM 20741010 2,294,155 74,005 74,005 74,005
CONNECTICUT ENERGY C COM 20756710 1,211,530 49,960 49,960 49,960
CONNING CORP COM 20821510 797,635 53,400 53,400 53,400
CONOCO INC CL A 20825130 1,009,498 41,100 30,800 10,100 200 40,900 200
PAGE MARKET VALUE 2,616,334,431
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 16
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CONSECO INC COM 20846410 130,885,763 4,239,215 4,227,002 7,513 4,700 3,920,881 4,700 313,634
CONSOLIDATED EDISON COM 20911510 339,608,863 7,494,899 3,143,793 4,343,094 8,012 7,204,282 8,012 282,605
CONSOLIDATED FREIGHT COM 20923210 1,392,057 118,473 118,473 118,473
CONSOLIDATED GRAPHIC COM 20934110 5,651,357 97,859 97,859 97,859
CONSOLIDATED NAT GAS COM 20961510 63,453,134 1,303,287 1,271,787 8,886 22,614 1,165,030 22,614 115,643
CONSOLIDATED PAPERS COM 20975910 8,378,455 356,530 349,080 4,550 2,900 342,930 2,900 10,700
CONSOLIDATED PRODS I COM 20979810 1,539,090 87,948 87,948 87,948
CONSOLIDATED STORES COM 21014910 39,235,640 1,294,393 1,292,093 2,300 1,198,718 95,675
CONTIFINANCIAL CORP COM 21075V10 523,010 73,405 73,405 73,405
CONTINENTAL AIRLS IN CL B 21079530 10,581,290 278,455 278,455 277,855 600
CONVERGYS CORP COM 21248510 12,383,567 723,128 717,552 3,300 2,276 702,952 2,276 17,900
COOPER CAMERON CORP COM 21664010 5,623,012 165,993 165,793 200 165,393 600
COOPER COS INC COM NEW 21664840 2,019,675 131,361 131,361 131,361
COOPER INDS INC COM 21666910 57,926,948 1,358,990 1,347,835 10,490 665 1,234,163 665 124,162
COOPER TIRE & RUBR C COM 21683110 17,102,108 930,727 929,327 1,400 856,727 74,000
COORS ADOLPH CO CL B 21701610 29,867,940 553,110 552,910 200 519,010 34,100
COPART INC COM 21720410 1,691,830 81,534 81,534 81,534
COPYTELE INC COM 21772110 239,100 150,000 150,000 150,000
COR THERAPEUTICS INC COM 21775310 1,035,246 104,181 104,181 104,181
CORDANT TECHNOLOGIES COM 21841210 21,366,622 536,688 519,762 14,026 2,900 526,388 2,900 7,400
CORN PRODS INTL INC COM 21902310 9,781,184 408,622 386,297 10,035 12,290 388,960 12,290 7,372
CORNERSTONE PPTYS IN COM 21922H10 6,632,613 453,512 453,312 200 452,412 1,100
CORNERSTONE RLTY INC COM 21922V10 1,993,250 187,600 187,600 187,600
CORNING INC COM 21935010 181,887,840 3,031,464 3,020,576 9,448 1,440 2,647,719 104,840 278,905
CORPORATE EXPRESS IN COM 21988810 2,451,334 472,592 472,592 472,592
CORPORATE OFFICE PPT SH BEN INT 22002T10 599,284 93,100 91,400 1,700 93,100
CORT BUSINESS SVCS C COM 22049310 1,308,875 56,600 56,600 56,600
CORUS BANKSHARES INC COM 22087310 1,533,968 47,750 47,750 47,750
COST PLUS INC CALIF COM 22148510 1,635,658 55,682 55,682 55,682
COSTCO COMPANIES INC COM 22160Q10 268,566,453 2,933,165 2,917,089 15,900 176 2,681,495 176 251,494
COTELLIGENT INC COM 22163010 522,737 58,900 58,900 58,900
COULTER PHARMACEUTIC COM 22211610 1,432,890 65,880 60,880 5,000 60,880 5,000
COUNTRYWIDE CR INDS COM 22237210 94,998,225 2,533,286 2,528,986 3,900 400 2,380,904 400 151,982
COUSINS PPTYS INC COM 22279510 4,163,426 143,879 143,479 400 143,879
COVANCE INC COM 22281610 8,046,581 321,067 320,147 695 225 316,442 225 4,400
COVENANT TRANS INC CL A 22284P10 510,212 34,300 34,300 34,300
COVENTRY HEALTH CARE COM 22286210 1,858,635 247,818 247,818 247,818
COX COMMUNICATIONS I CL A 22404410 20,909,480 276,489 273,050 2,060 1,379 259,810 1,379 15,300
COX RADIO INC CL A 22405110 2,773,137 54,110 53,860 250 54,110
CRANE CO COM 22439910 20,657,995 854,095 837,012 11,850 5,233 785,450 5,233 63,412
CRAWFORD & CO CL B 22463310 1,595,013 152,823 152,823 152,823
CREDENCE SYS CORP COM 22530210 1,964,250 91,629 91,629 91,629
CREDIT ACCEP CORP MI COM 22531010 696,555 122,482 122,482 122,482
CRESCENT REAL ESTATE COM 22575610 11,726,315 545,410 545,190 220 518,086 27,324
CRESTLINE CAP CORP COM 22615310 1,342,560 87,321 87,321 85,305 2,016
CRIIMI MAE INC COM 22660310 1,006,281 374,500 369,900 4,500 100 374,400 100
CROMPTON & KNOWLES C COM 22711110 6,685,906 424,502 424,502 418,202 6,300
PAGE MARKET VALUE 1,407,785,364
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 17
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CROSS TIMBERS OIL CO COM 22757310 1,178,054 166,816 166,816 166,816
CROSSMANN CMNTYS INC COM 22764E10 622,034 31,200 31,200 31,200
CROWN AMERN RLTY TR SH BEN INT 22818610 731,958 112,609 112,609 112,609
CROWN CASTLE INTL CO COM 22822710 297,000 16,500 16,500 16,500
CROWN CORK & SEAL IN COM 22825510 45,421,948 1,590,293 1,584,893 5,400 1,445,531 144,762
CUBIC CORP COM 22966910 375,133 23,818 23,818 23,818
CULLEN FROST BANKERS COM 22989910 13,459,271 280,770 280,770 280,770
CULP INC COM 23021510 215,625 37,100 37,100 37,100
CUMMINS ENGINE INC COM 23102110 20,883,322 587,237 585,412 1,825 514,948 72,289
CURATIVE HEALTH SVCS COM 23126410 674,578 58,659 58,659 58,659
CURTISS WRIGHT CORP COM 23156110 833,393 26,830 26,830 26,830
CUSTOMTRACKS CORP COM 23204610 325,665 21,711 11,711 10,000 21,711
CYLINK CORP COM 23256510 279,284 69,821 69,821 69,821
CYMER INC COM 23257210 2,285,247 114,981 114,981 114,981
CYPRESS SEMICONDUCTO COM 23280610 4,757,967 528,663 528,663 519,063 9,600
CYPRUS AMAX MINERALS COM 23280910 15,100,050 1,245,365 1,242,971 2,394 1,134,444 110,921
CYTEC INDS INC COM 23282010 5,404,189 242,210 239,876 1,479 855 237,455 855 3,900
D & N FINL CORP COM 23286410 866,775 38,100 38,100 38,100
CYTYC CORP COM 23294610 975,315 70,293 67,561 2,732 70,293
DII GROUP INC COM 23294910 13,171,245 450,299 450,299 450,299
DBT ONLINE INC COM 23304410 789,333 31,732 31,732 31,732
DQE INC COM 23329J10 13,040,746 339,824 337,674 1,250 900 333,924 900 5,000
DPL INC COM 23329310 13,395,063 811,822 810,022 1,800 794,522 17,300
D R HORTON INC COM 23331A10 11,453,683 683,802 683,802 683,802
DSP COMMUNICATIONS I COM 23332K10 2,678,430 168,720 165,820 2,900 168,720
DST SYS INC DEL COM 23332610 9,699,952 161,499 155,899 600 5,000 156,099 5,000 400
DT INDUSTRIES INC COM 23333J10 295,876 41,897 41,897 41,897
DTE ENERGY CO COM 23333110 79,201,783 2,060,561 2,055,455 4,906 200 1,881,344 200 179,017
DVI INC COM 23334310 743,750 50,000 50,000 50,000
DAIN RAUSCHER CORP COM 23385610 2,118,098 62,297 61,597 700 62,297
DAISYTEK INTL CORP COM 23405310 808,374 48,624 48,624 48,624
DAL-TILE INTL INC COM 23426R10 1,399,961 154,487 154,487 154,487
DALLAS SEMICONDUCTOR COM 23520410 4,901,628 126,903 122,803 500 3,600 123,303 3,600
DAMES & MOORE GROUP COM 23571310 801,201 71,619 71,619 71,619
DAN RIV INC GA CL A 23577410 737,800 86,800 86,800 86,800
DANA CORP COM 23581110 79,394,844 2,089,338 2,062,335 9,245 17,758 1,907,371 17,758 164,209
DANAHER CORP DEL COM 23585110 83,638,612 1,600,739 1,599,364 1,000 375 1,418,664 59,975 122,100
DANIEL INDS DEL COM 23623510 928,969 60,916 60,916 60,916
DARDEN RESTAURANTS I COM 23719410 43,163,319 2,092,767 2,081,168 2,000 9,599 1,909,377 9,599 173,791
DATA GEN CORP COM 23768810 6,764,178 668,067 666,267 1,800 633,867 34,200
DATA PROCESSING RES COM 23782310 624,414 45,621 45,621 45,621
DATA TRANSMISSION NE COM 23801710 976,917 40,918 40,918 40,918
DATASCOPE CORP COM 23811310 1,507,734 55,842 55,842 55,842
DATASTREAM SYS INC COM 23812410 600,783 69,656 69,656 69,656
DAVE & BUSTERS INC COM 23833N10 1,096,750 53,500 53,500 53,500
DAVOX CORP COM 23920810 284,602 46,000 46,000 46,000
DAY RUNNER INC COM 23954510 368,066 30,356 30,056 300 30,356
PAGE MARKET VALUE 489,272,919
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 18
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAYTON HUDSON CORP COM 23975310 1,329,070,478 19,948,525 6,654,800 13,199,204 94,521 6,345,464 13,035,223 567,838
DEAN FOODS CO COM 24236110 7,366,858 206,789 203,389 2,500 900 201,339 900 4,550
DEERE & CO COM 24419910 121,271,607 3,139,718 3,130,843 5,700 3,175 2,835,824 3,175 300,719
DELCO REMY INTL INC CL A 24662610 864,137 94,700 94,700 94,700
DELIA*S INC COM 24688510 381,150 12,100 11,600 500 12,100
DELL COMPUTER CORP COM 24702510 1,351,852,948 33,072,855 32,713,082 278,773 81,000 29,286,773 1,215,200 2,570,882
DELPHI FINL GROUP IN CL A 24713110 6,004,919 177,267 163,772 13,495 163,772 13,495
DELTA & PINE LD CO COM 24735710 4,219,484 137,219 137,219 136,819 400
DELTA AIR LINES INC COM 24736110 138,276,922 1,989,596 1,986,772 2,724 100 1,813,754 100 175,742
DELTEK SYS INC COM 24785A10 397,035 36,509 36,509 36,509
DELTIC TIMBER CORP COM 24785010 1,464,448 61,661 60,062 1,599 60,062 1,599
DELUXE CORP COM 24801910 42,060,956 1,444,153 1,410,306 13,457 20,390 1,304,481 20,390 119,282
DENDRITE INTL INC COM 24823910 1,939,403 86,922 86,922 86,922
DENTSPLY INTL INC NE COM 24903010 178,685,666 7,685,405 361,770 7,321,435 2,200 7,667,105 2,200 16,100
DEPARTMENT 56 INC COM 24950910 8,491,192 278,976 278,976 278,976
DETROIT DIESEL CORP COM 25083710 1,161,202 51,609 51,609 51,609
DEVELOPERS DIVERSIFI COM 25159110 5,308,048 370,881 335,428 24,318 11,135 359,746 11,135
DEVON ENERGY CORP COM 25179910 2,723,098 98,799 98,799 98,799
DEVRY INC DEL COM 25189310 7,403,468 255,292 255,182 110 255,292
DEXTER CORP COM 25216510 4,769,289 151,406 145,407 5,999 149,606 1,800
DIAGEO P L C SPNSRD ADR 25243Q20 694,851 15,188 1,900 11,610 1,678 13,510 1,678
DIAGNOSTIC PRODS COR COM 25245010 1,431,938 59,049 57,449 1,600 57,449 1,600
DIAL CORP NEW COM 25247D10 18,204,484 529,585 529,585 500,434 29,151
DIALOGIC CORP COM 25249910 1,267,153 41,546 41,546 41,546
DIAMOND OFFSHORE DRI COM 25271C10 8,121,995 256,822 255,322 1,400 100 250,922 100 5,800
DIAMOND MULTIMEDIA S COM 25271410 1,003,777 163,882 163,882 163,882
DIAMOND TECHNOLOGY P CL A 25276210 797,945 34,600 31,600 3,000 31,600 3,000
DIEBOLD INC COM 25365110 10,298,184 429,091 417,661 2,825 8,605 409,918 8,605 10,568
DIGI INTL INC COM 25379810 347,625 51,500 51,500 51,500
DIGITAL MICROWAVE CO COM 25385910 2,373,382 283,389 276,139 6,200 1,050 282,339 1,050
DIME CMNTY BANCSHARE COM 25392210 1,456,040 63,480 63,480 63,480
DILLARDS INC CL A 25406710 35,430,934 1,396,293 1,394,893 1,400 1,265,893 130,400
DIME BANCORP INC NEW COM 25429Q10 14,216,784 613,136 610,436 2,700 602,936 10,200
DIMON INC COM 25439410 760,250 199,436 199,436 199,436
DIONEX CORP COM 25454610 3,667,865 97,162 97,162 97,162
DISCOUNT AUTO PTS IN COM 25464210 1,040,944 48,416 48,416 48,416
DISNEY WALT CO COM 25468710 898,922,089 28,881,031 26,094,020 1,738,832 1,048,179 25,335,881 1,048,179 2,496,971
DOCUMENTUM INC COM 25615910 1,131,581 65,364 58,464 3,800 3,100 62,264 3,100
DOLE FOOD INC COM 25660510 7,806,210 260,207 258,691 416 1,100 252,007 1,100 7,100
DOLLAR GEN CORP COM 25666910 73,179,220 2,152,330 2,147,268 5,062 1,917,473 78,925 155,932
DOLLAR THRIFTY AUTOM COM 25674310 2,478,825 143,700 143,700 143,700
DOLLAR TREE STORES I COM 25674710 7,886,800 254,931 254,931 249,881 5,050
DOMINION RES INC VA COM 25747010 93,624,989 2,534,721 2,525,390 7,099 2,232 2,297,706 2,232 234,783
DONALDSON INC COM 25765110 4,111,236 228,402 228,402 224,702 3,700
DONALDSON LUFKIN & J COM 25766110 12,241,683 175,508 173,308 800 1,400 172,608 1,400 1,500
DONNA KARAN INTL INC COM 25782610 445,971 58,488 58,488 58,488
DONNELLEY R R & SONS COM 25786710 91,554,827 2,844,466 2,842,866 1,200 400 2,661,193 400 182,873
PAGE MARKET VALUE 4,508,209,890
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 19
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DORAL FINL CORP COM 25811P10 2,458,575 133,800 133,000 800 133,800
DOUBLECLICK INC COM 25860930 11,251,431 61,800 61,800 61,800
DOVER CORP COM 26000310 99,625,057 3,030,420 2,927,848 10,624 91,948 2,580,337 191,448 258,635
DOVER DOWNS ENTMT IN COM 26008610 630,850 40,700 40,700 40,700
DOW CHEM CO COM 26054310 285,033,686 3,058,728 2,988,452 38,304 31,972 2,751,257 31,972 275,499
DOW JONES & CO INC COM 26056110 261,673,149 5,545,450 1,160,211 66,819 4,318,420 1,104,473 4,318,420 122,557
DOWNEY FINL CORP COM 26101810 1,924,572 105,099 105,099 105,099
DRESS BARN INC COM 26157010 1,230,337 88,673 88,673 88,673
DREXLER TECHNOLOGY C COM 26187610 203,775 20,900 6,900 14,000 6,900 14,000
DREYERS GRAND ICE CR COM 26187810 1,561,521 120,702 120,702 118,802 1,900
DRIL-QUIP INC COM 26203710 562,581 25,500 25,500 25,500
DU PONT E I DE NEMOU COM 26353410 884,359,566 15,231,297 14,577,074 364,773 289,450 13,588,420 289,450 1,353,427
DUANE READE INC COM 26357810 2,071,112 74,300 74,300 74,300
DUCOMMUN INC DEL COM 26414710 329,887 35,188 35,188 35,188
DUFF & PHELPS CR RAT COM 26432F10 911,325 17,400 17,400 17,400
DUKE ENERGY CORP COM 26439910 279,102,375 5,091,994 4,792,204 219,773 80,017 4,565,735 80,017 446,242
DUKE REALTY INVT INC COM NEW 26441150 8,745,125 406,750 405,451 99 1,200 404,750 1,200 800
DUN & BRADSTREET COR COM 26483B10 80,151,191 2,249,858 2,227,580 5,195 17,083 1,952,150 91,083 206,625
DURA AUTOMOTIVE SYST CL A 26590310 600,708 21,264 19,164 2,100 21,264
DUPONT PHOTOMASKS IN COM 26613X10 816,948 20,617 20,617 20,617
DURA PHARMACEUTICALS COM 26632S10 3,878,301 274,570 274,070 500 274,570
DYCOM INDS INC COM 26747510 22,921,020 526,920 524,670 2,250 526,920
DYNEGY INC COM 26816L10 1,974,023 140,380 140,380 132,147 8,233
DYNEX CAP INC COM 26817Q10 626,332 189,110 189,110 189,110
EEX CORP COM NEW 26842V20 864,761 177,387 177,286 101 177,387
EG & G INC COM 26845710 18,131,361 687,445 684,795 2,650 633,707 53,738
EIS INTL INC COM 26853910 312,500 125,000 125,000 125,000
E M C CORP MASS COM 26864810 938,463,380 7,346,093 6,834,524 394,112 117,457 6,391,517 341,157 613,419
ENSCO INTL INC COM 26874Q10 9,449,496 709,848 708,548 700 600 692,448 600 16,800
ENI S P A SPONSORED 26874R10 5,204,656 82,450 61,900 20,150 400 82,050 400
E SPIRE COMMUNICATIO COM 26915310 3,265,625 237,500 224,100 6,500 6,900 230,600 6,900
ETEC SYS INC COM 26922C10 2,707,909 91,990 91,990 91,990
E TOWN COM 26924210 1,717,129 42,596 41,119 840 637 41,959 637
E TRADE GROUP INC COM 26924610 33,925,746 581,797 579,972 1,025 800 572,097 800 8,900
EAGLE HARDWARE & GAR COM 26959B10 29,279,767 766,747 128,723 638,024 128,723 638,024
EAGLE USA AIRFREIGHT COM 27001810 1,106,950 34,060 34,060 34,060
EARTHGRAINS CO COM 27031910 12,894,818 581,188 581,148 40 581,148 40
EARTHSHELL CORP COM 27032B10 1,278,225 131,100 131,100 131,100
EARTHLINK NETWORK IN COM 27032210 4,320,000 72,000 70,000 2,000 70,000 2,000
EASTERN ENTERPRISES COM 27637F10 11,233,000 308,811 307,753 1,058 288,211 20,600
EASTERN UTILS ASSOC COM 27717310 3,247,867 114,717 110,417 4,300 110,417 4,300
EASTGROUP PPTY INC COM 27727610 1,260,620 78,178 76,678 1,500 78,178
EASTMAN CHEM CO COM 27743210 43,504,432 1,034,293 1,024,748 2,952 6,593 934,136 6,593 93,564
EASTMAN KODAK CO COM 27746110 297,085,435 4,651,044 4,484,755 125,166 41,123 4,217,555 41,123 392,366
EATON CORP COM 27805810 67,038,614 937,603 933,598 3,755 250 844,843 250 92,510
EATON VANCE CORP COM NON VT 27826510 2,503,107 124,378 124,378 124,378
EBAY INC COM 27864210 3,872,198 28,200 27,900 300 27,900 300
PAGE MARKET VALUE 3,445,311,043
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 20
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ECHOSTAR COMMUNICATI CL A 27876210 4,577,285 56,077 56,077 56,077
ECLIPSE SURGICAL TEC COM 27884910 235,956 22,472 22,472 22,472
ECLIPSYS CORP COM 27885610 251,408 11,901 4,505 1,246 6,150 5,751 6,150
ECOLAB INC COM 27886510 62,720,690 1,766,780 1,563,330 176,000 27,450 1,555,730 85,150 125,900
EDISON INTL COM 28102010 733,451,069 32,964,093 4,575,610 28,351,959 36,524 4,271,075 28,271,146 421,872
EDUCATION MGMT CORP COM 28139T10 2,393,395 77,834 77,834 77,834
J D EDWARDS & CO COM 28166710 1,759,513 147,400 147,400 147,000 400
EDWARDS AG INC COM 28176010 23,521,205 719,589 717,514 2,075 701,573 18,016
800-JR CIGAR INC COM 28249110 257,586 33,237 20,237 13,000 33,237
EL PASO ELEC CO COM NEW 28367785 2,294,362 300,900 300,900 300,900
EL PASO ENERGY CORP COM 28390510 19,477,039 595,865 580,482 3,649 11,734 573,631 11,734 10,500
ELAN PLC ADR 28413120 21,075,311 302,155 20,360 236,835 44,960 257,195 44,960
ELCOR CORP COM 28444310 2,078,707 59,076 59,076 59,076
ELDER BEERMAN STORES COM 28447010 533,887 61,900 61,900 61,900
ELECTRIC LIGHTWAVE I CL A 28489510 314,812 34,500 34,500 34,500
ELECTRO RENT CORP COM 28521810 585,843 64,202 64,202 64,202
ELECTRO SCIENTIFIC I COM 28522910 4,734,909 101,826 101,826 101,826
ELECTROGLAS INC COM 28532410 1,143,995 88,854 88,854 88,854
ELECTRONIC ARTS INC COM 28551210 16,229,420 341,672 341,672 323,299 18,373
ELECTRONIC DATA SYS COM 28566110 602,889,124 12,382,959 6,190,495 6,187,225 5,239 5,620,895 6,177,655 584,409
ELECTRONICS FOR IMAG COM 28608210 9,115,080 233,720 233,720 233,720
EMERGING MKTS FLOATI COM 29088510 228,000 19,000 4,000 15,000 4,000 15,000
EMERSON ELEC CO COM 29101110 325,788,802 6,154,274 5,279,534 571,559 303,181 5,434,293 303,181 416,800
EMMIS COMMUNICATIONS CL A 29152510 2,486,000 49,720 49,720 49,720
EMPIRE DIST ELEC CO COM 29164110 2,050,068 89,868 89,868 89,868
ENCORE WIRE CORP COM 29256210 423,163 53,735 53,735 53,735
ENDESA S A SPONSORED 29258N10 1,617,621 65,030 5,600 56,830 2,600 62,430 2,600
ENERGEN CORP COM 29265N10 2,150,778 143,990 143,490 500 143,490 500
ENERGY EAST CORP COM 29266M10 24,351,291 463,287 461,287 2,000 456,987 6,300
ENGELHARD CORP COM 29284510 32,643,035 1,927,321 1,924,750 2,571 1,759,436 167,885
ENGINEERING ANIMATIO COM 29287210 1,463,548 34,743 34,743 34,743
ENERGYNORTH INC COM 29292510 695,310 25,284 6,424 18,860 6,424 18,860
ENESCO GROUP INC COM 29297310 1,806,019 99,990 99,990 98,890 1,100
ENHANCE FINL SVCS GR COM 29331010 4,555,840 198,080 198,080 198,080
ENRON CORP COM 29356110 288,542,188 4,490,929 4,357,878 69,216 63,835 4,023,402 63,835 403,692
ENRON OIL & GAS CO COM 29356210 4,684,326 281,764 272,714 6,550 2,500 278,564 2,500 700
ENTERGY CORP NEW COM 29364G10 92,424,667 3,360,897 3,348,530 7,675 4,692 3,043,975 4,692 312,230
ENTERTAINMENT PPTYS COM SH BEN 29380T10 1,048,800 60,800 60,800 60,800
ENTREMED INC COM 29382F10 1,006,204 47,631 46,631 1,000 46,631 1,000
ENZO BIOCHEM INC COM 29410010 912,825 97,368 88,108 9,260 97,368
EOTT ENERGY PARTNERS UNIT LTD P 29410310 267,375 15,500 15,500 15,500
EQUIFAX INC COM 29442910 64,851,496 1,886,589 1,875,367 5,822 5,400 1,667,889 71,100 147,600
EQUITABLE COS INC COM 29444G10 33,911,500 484,450 483,248 1,202 471,050 13,400
EQUITABLE RES INC COM 29454910 7,028,217 269,673 267,311 2,362 267,311 2,362
EQUITY INNS INC COM 29470310 1,497,708 176,201 176,201 176,201
EQUITY OFFICE PROPER COM 29474110 99,837,024 3,934,464 1,592,462 308,719 2,033,283 1,831,262 140,215 1,962,987
EQUITY ONE COM 29475210 660,212 76,000 74,400 1,600 76,000
PAGE MARKET VALUE 2,506,572,613
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 21
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EQUITY RESIDENTIAL P SH BEN INT 29476L10 25,898,317 627,838 626,959 879 600,889 26,949
ERICSSON L M TEL CO ADR CL B S 29482140 4,494,134 188,734 39,000 115,844 33,890 154,644 33,890 200
ERIE INDTY CO CL A 29530P10 8,299,500 301,800 301,800 301,000 800
ESSEX INTL INC DEL COM 29702510 2,895,457 121,914 121,897 17 121,914
ESSEX PPTY TR INC COM 29717810 2,167,199 82,955 82,955 82,955
ESTERLINE TECHNOLOGI COM 29742510 1,088,234 84,118 80,918 3,200 84,118
ETHAN ALLEN INTERIOR COM 29760210 3,657,705 88,006 88,006 88,006
ETHYL CORP COM 29765910 1,559,949 367,047 366,947 100 361,347 5,700
EVANS & SUTHERLAND C COM 29909610 522,528 43,544 43,544 43,544
EVEREN CAPITAL CORP COM 29976110 1,199,424 61,314 61,314 61,314
EVEREST REINS HLDGS COM 29980810 19,701,295 631,715 627,415 4,300 618,488 13,227
EXCEL SWITCHING CORP COM 30067V10 638,400 30,400 30,300 100 30,400
EXCITE INC COM 30090410 16,294,040 116,386 116,386 116,386
EXECUTIVE RISK INC COM 30158610 3,287,300 46,300 46,300 46,300
EXIDE CORP COM 30205110 849,449 76,355 76,355 76,355
EXODUS COMMUNICATION COM 30208810 8,143,975 60,550 58,800 850 900 59,650 900
EXPEDITORS INTL WASH COM 30213010 5,791,824 107,256 107,256 107,256
EXPRESS SCRIPTS INC CL A 30218210 12,198,241 141,944 141,944 141,944
EXTENDED STAY AMER I COM 30224P10 3,264,668 320,474 320,474 320,474
EXXON CORP COM 30229010 2,556,825,501 36,235,162 33,475,306 1,356,295 1,403,561 31,834,397 1,403,561 2,997,204
F&M BANCORP MD COM 30236710 972,470 31,370 31,370 31,370
F & M BANCORPORATION COM 30237110 2,430,384 73,648 73,648 73,648
F & M NATL CORP COM 30237410 2,315,976 96,499 96,499 96,499
FBL FINL GROUP INC CL A 30239F10 2,778,301 156,524 156,524 156,524
F M C CORP COM NEW 30249130 28,091,165 568,935 566,985 1,950 520,995 47,940
FNB CORP PA COM 30252010 2,019,607 87,809 87,809 87,809
FPIC INS GROUP INC COM 30256310 1,697,350 40,900 40,900 40,900
FPL GROUP INC COM 30257110 130,269,628 2,446,378 2,320,189 69,192 56,997 2,173,106 56,997 216,275
FSI INTL INC COM 30263310 619,164 103,194 103,194 103,194
F Y I INC COM 30271210 1,504,000 47,000 47,000 47,000
FACTSET RESH SYS INC COM 30307510 1,977,692 45,727 38,227 7,500 38,227 7,500
FAIR ISAAC & CO INC COM 30325010 1,627,948 43,925 43,925 43,925
FAIRCHILD CORP CL A 30369810 733,677 72,021 72,021 72,021
FAIRFIELD CMNTYS INC COM PAR $0 30423130 1,672,112 187,100 187,100 187,100
FALL RIVER GAS CO COM 30627910 305,253 17,825 17,825 17,825
FAMILY DLR STORES IN COM 30700010 17,113,610 744,070 737,642 2,428 4,000 725,170 4,000 14,900
FAMILY GOLF CTRS INC COM 30701A10 621,368 83,551 83,551 83,551
FARMERS CAP BK CORP COM 30956210 907,500 27,500 27,500 27,500
FASTENAL CO COM 31190010 4,990,830 142,343 142,243 100 139,243 3,100
FDX CORP COM 31304N10 182,344,170 1,960,690 1,914,938 4,268 41,484 1,741,304 41,484 177,902
FEDDERS CORP COM 31313510 673,367 133,024 133,024 133,024
FEDERAL AGRIC MTG CO CL C 31314830 668,337 12,700 12,700 12,700
FEDERAL HOME LN MTG COM 31340030 500,780,335 8,737,792 8,673,634 52,058 12,100 7,748,708 314,600 674,484
FEDERAL MOGUL CORP COM 31354910 75,173,652 1,758,448 327,861 1,430,587 321,961 1,430,587 5,900
FEDERAL NATL MTG ASS COM 31358610 1,076,422,138 15,544,002 15,313,812 129,205 100,985 14,132,402 100,985 1,310,615
FEDERAL REALTY INVT SH BEN INT 31374720 4,165,618 196,612 195,701 911 196,612
FEDERAL SIGNAL CORP COM 31385510 5,981,209 286,525 259,825 26,500 200 282,925 200 3,400
PAGE MARKET VALUE 4,727,634,001
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 22
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FEDERATED DEPT STORE COM 31410H10 104,892,768 2,614,150 2,605,729 8,421 2,399,550 214,600
FEDERATED INVS INC P CL B 31421110 25,102,279 1,380,232 64,300 1,314,932 1,000 1,379,232 1,000
FELCOR LODGING TR IN COM 31430F10 8,315,414 358,624 357,724 900 358,624
FERRO CORP COM 31540510 4,979,823 201,205 201,205 197,905 3,300
FIDELITY NATL FINL I COM 31632610 8,991,285 599,419 599,419 599,419
FIFTH THIRD BANCORP COM 31677310 247,802,982 3,758,178 3,090,031 446,336 221,811 3,275,367 221,811 261,000
FILENET CORP COM 31686910 924,280 132,040 132,040 132,040
FINANCIAL FED CORP COM 31749210 755,839 39,781 39,781 39,781
FINANCIAL SEC ASSURN COM 31769P10 11,990,194 241,616 241,616 241,316 300
FINLAY ENTERPRISES I COM NEW 31788420 553,574 51,200 51,200 51,200
FINISH LINE INC CL A 31792310 908,563 70,568 70,568 70,568
FINOVA GROUP INC COM 31792810 15,083,019 290,757 290,581 176 285,457 5,300
FIRST AMERN FINL COR COM 31852230 11,383,469 719,926 719,926 719,926
FIRST BANCORP P R COM 31867210 2,512,072 104,400 104,400 104,400
FIRST AMER CORP TENN COM 31890010 15,457,262 419,180 418,064 1,116 417,895 1,285
FIRST CHARTER CORP COM 31943910 1,274,900 67,100 67,100 67,100
FIRST CTZNS BANCSHAR CL A 31946M10 2,718,846 33,566 33,566 33,566
FIRST COMMERCE BANCS CL B 31977720 1,317,950 52,718 52,718 52,718
FIRST COMWLTH FINL C COM 31982910 3,111,233 146,411 146,382 29 146,411
FIRST CONSULTING GRO COM 31986R10 720,121 64,730 64,600 130 64,730
FIRST FED CAP CORP COM 31996010 820,032 69,790 69,790 69,790
FIRST DATA CORP COM 31996310 248,401,782 5,810,568 5,676,242 101,076 33,250 5,240,612 33,250 536,706
FIRST ESSEX BANCORP COM 32010310 384,608 25,535 4,000 21,535 25,535
FIRST FINL BANKSHARE COM 32020R10 1,554,518 48,016 48,016 48,016
FIRST FINL BANCORP O COM 32020910 2,651,825 121,923 121,923 121,923
FIRST FINL CORP IND COM 32021810 1,327,546 31,893 31,893 31,893
FIRST FINL HLDGS INC COM 32023910 1,027,440 57,080 57,080 57,080
FIRST INDUSTRIAL REA COM 32054K10 10,358,353 432,734 432,334 400 432,734
FIRST IND CORP COM 32054R10 897,237 47,223 47,223 47,223
FIRST LIBERTY FINL C COM 32069110 1,040,281 49,100 49,100 49,100
FIRST MERCHANTS CORP COM 32081710 1,248,128 50,944 49,850 1,094 50,944
FIRST MIDWEST BANCOR COM 32086710 4,326,680 113,860 113,860 113,860
FIRST HEALTH GROUP C COM 32096010 4,826,277 300,478 299,378 500 600 294,478 600 5,400
FIRST SIERRA FINANCI COM 33594410 419,400 46,600 46,600 46,600
FIRST REP BK SAN FRA COM 33615810 1,215,031 50,364 50,364 50,364
FIRST SEC CORP DEL COM 33629410 17,158,634 888,496 886,771 1,725 861,871 26,625
FIRST SENTINEL BANCO COM 33640T10 1,143,448 142,931 142,721 210 142,931
1ST SOURCE CORP COM 33690110 1,452,811 48,834 48,834 48,834
FIRST TENN NATL CORP COM 33716210 24,831,054 677,981 668,321 9,060 600 659,181 600 18,200
FIRST UN CORP COM 33735810 701,201,863 13,122,029 12,895,042 180,679 46,308 11,872,873 46,308 1,202,848
FIRST UN REAL EST EQ SH BEN INT 33740010 665,805 152,184 152,184 152,184
FIRST UTD BANCSHARES COM 33741E10 1,487,705 107,222 107,222 107,222
FIRST VA BANKS INC COM 33747710 11,720,999 256,550 256,550 250,350 6,200
FIRST WASH BANCORP I COM 33748T10 1,009,888 51,957 51,957 51,957
FIRST WESTERN BANCOR COM 33750510 1,713,285 54,390 54,390 54,390
FIRSTCITY FINL CORP COM 33761X10 233,519 23,500 23,500 23,500
FIRSTAR CORP NEW WIS COM 33763V10 251,885,667 2,814,365 2,791,827 15,908 6,630 2,492,899 109,130 212,336
PAGE MARKET VALUE 1,763,799,689
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 23
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FISERV INC COM 33773810 21,158,816 394,570 392,570 2,000 387,220 7,350
FIRSTFED FINL CORP COM 33790710 3,243,142 201,914 201,914 201,914
FIRSTMERIT CORP COM 33791510 8,516,889 330,753 325,503 5,250 329,953 800
FLAGSTAR BANCORP INC COM 33793010 1,568,800 59,200 59,200 59,200
FIRSTENERGY CORP COM 33793210 448,382,060 16,013,645 3,561,313 12,450,532 1,800 3,289,039 12,441,702 282,904
FISHER SCIENTIFIC IN COM NEW 33803220 2,976,598 171,315 171,315 171,315
FLEET FINL GROUP INC COM 33891510 370,879,520 9,857,263 9,644,785 160,572 51,906 9,061,480 51,906 743,877
FLEETWOOD ENTERPRISE COM 33909910 13,338,248 465,965 462,365 2,800 800 432,965 800 32,200
FLEMING COS INC COM 33913010 1,439,614 168,140 167,700 440 166,940 1,200
FLORIDA EAST COAST I COM 34063210 2,326,104 77,700 73,700 4,000 77,700
FLORIDA PANTHERS HLD CL A 34106410 1,118,720 144,351 144,351 144,351
FLORIDA PROGRESS COR COM 34110910 20,405,724 540,549 533,841 4,300 2,408 524,441 2,408 13,700
FLORIDA ROCK INDS IN COM 34114010 2,457,716 72,021 72,021 72,021
FLOWERS INDS INC COM 34349610 20,582,510 835,838 822,338 3,750 9,750 808,838 9,750 17,250
FLOWSERVE CORP COM 34354P10 3,373,250 216,762 216,762 213,762 3,000
FLUOR CORP COM 34386110 28,960,821 1,072,623 1,069,973 2,650 978,195 94,428
FOAMEX INTL INC COM 34412310 352,861 62,731 62,731 62,731
FOOD LION INC CL B 34477510 12,398,436 1,377,604 1,377,604 1,364,204 13,400
FOOD LION INC CL A 34477520 1,354,856 147,219 147,219 138,119 9,100
FOODMAKER INC NEW COM NEW 34483920 10,009,056 392,512 392,512 392,512
FOOTSTAR INC COM 34491210 3,716,480 116,140 116,140 116,140
FORD MTR CO DEL COM 34537010 974,851,440 17,197,090 16,845,603 294,822 56,665 15,896,535 56,665 1,243,890
FORE SYSTEMS INC COM 34544910 9,035,820 477,934 477,934 465,134 12,800
FOREMOST CORP OF AME COM 34546910 1,621,129 80,553 80,553 80,553
FOREST CITY ENTERPRI CL A 34555010 1,506,076 62,268 62,268 62,268
FOREST LABS INC CL A 34583810 19,611,847 347,882 333,562 3,320 11,000 329,582 11,000 7,300
FOREST OIL CORP COM NEW 34609160 2,119,417 282,589 149,154 133,435 149,154 133,435
FORRESTER RESH INC COM 34656310 309,825 10,200 10,200 10,200
FORT JAMES CORP COM 34747110 108,759,131 3,432,295 3,422,108 8,447 1,740 3,046,497 100,040 285,758
FORTUNE BRANDS INC COM 34963110 109,532,384 2,844,997 2,132,339 694,928 17,730 1,985,462 692,135 167,400
FOSSIL INC COM 34988210 1,426,027 47,834 47,834 47,834
FOSTER WHEELER CORP COM 35024410 8,245,169 680,014 678,114 1,900 635,414 44,600
FOUNDATION HEALTH SY COM 35040410 6,803,868 558,289 555,889 2,200 200 547,549 200 10,540
FOX ENTMT GROUP INC CL A 35138T10 317,362 11,700 11,700 11,700
FRANCHISE FIN CORP A COM 35180710 4,623,951 219,540 219,540 219,540
FRANCHISE MORTGAGE A COM 35181D10 342,200 47,200 47,200 47,200
FRANKLIN COVEY CO COM 35346910 987,822 109,758 109,758 109,758
FRANKLIN ELEC INC COM 35351410 1,239,875 19,075 19,075 19,075
FRANKLIN RES INC COM 35461310 96,820,818 3,442,518 2,889,998 410,666 141,854 3,046,264 141,854 254,400
FRANKLIN UNVL TR SH BEN INT 35514510 200,700 22,300 22,300 22,300
FREDS INC CL A 35610810 407,000 37,000 37,000 37,000
FREEDOM SECS CORP COM 35644K10 904,424 56,750 56,600 150 56,750
FREEPORT-MCMORAN COP CL A 35671D10 605,344 59,058 58,138 920 39,592 920 18,546
FREEPORT-MCMORAN COP CL B 35671D85 24,287,887 2,233,369 2,215,416 5,036 12,917 1,968,052 87,917 177,400
FREMONT GEN CORP COM 35728810 12,163,233 638,088 631,448 6,640 633,688 4,400
FRESENIUS MED CARE A SPONSORED 35802910 580,840 28,773 26,258 1,573 942 27,831 942
FRIEDE GOLDMAN INTER COM 35843010 1,678,400 104,900 104,900 104,900
PAGE MARKET VALUE 2,367,542,210
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 24
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FRIEDMAN BILLINGS RA CL A 35843310 645,295 96,500 96,500 96,500
FRIEDMANS INC CL A 35843810 609,246 67,694 67,694 67,694
FRITZ COS INC COM 35884610 872,485 126,907 126,907 126,907
FRONTIER CORPORATION COM 35906P10 104,991,005 2,023,923 2,019,423 4,500 1,863,523 160,400
FRONTIER FINL CORP W COM 35907K10 1,410,000 56,400 56,400 56,400
FRONTIER INS GROUP I COM 35908110 2,022,146 170,286 166,348 2,244 1,694 168,592 1,694
FRONTIER OIL CORP COM 35914P10 572,260 114,452 114,452 114,452
FUISZ TECHNOLOGIES L COM 35953610 553,649 84,372 72,972 11,400 84,372
FUJI PHOTO FILM LTD ADR 35958630 1,546,577 41,380 3,200 36,180 2,000 39,380 2,000
FULLER H B CO COM 35969410 6,275,258 106,474 106,474 105,374 1,100
FULTON FINL CORP PA COM 36027110 5,677,802 247,539 247,539 246,839 700
FUND AMERN ENTERPRIS COM 36076810 3,180,447 23,902 23,500 402 23,902
FURNITURE BRANDS INT COM 36092110 9,838,213 444,665 444,665 433,163 11,502
FURON CO COM 36110610 963,994 76,356 76,356 76,356
G & K SVCS INC CL A 36126810 3,856,706 83,502 83,447 55 83,502
GATX CORP COM 36144810 8,248,478 250,432 250,224 208 246,132 4,300
GBC BANCORP CALIF COM 36147510 1,436,970 95,798 95,798 95,798
GC COS INC COM 36155Q10 902,273 28,701 28,701 28,701
GPU INC COM 36225X10 159,424,549 4,272,742 3,715,096 557,071 575 3,532,196 548,114 192,432
GTE CORP COM 36232010 770,003,404 12,727,329 12,052,313 497,996 177,020 11,580,782 177,020 969,527
GT INTERACTIVE SOFTW COM 36236E10 613,830 132,720 132,720 132,720
GABLES RESIDENTIAL T SH BEN INT 36241810 4,843,843 220,807 220,807 220,807
GADZOOKS INC COM 36255310 271,599 36,520 36,520 36,520
GALEY & LORD INC COM 36352K10 229,139 51,643 51,143 500 51,643
GALILEO INTERNATIONA COM 36354710 37,461,600 774,400 774,400 768,900 5,500
GALLAGHER ARTHUR J & COM 36357610 4,535,416 98,596 93,696 1,000 3,900 94,696 3,900
GALLAHER GROUP PLC SPONSORED 36359510 616,992 26,255 4,800 9,260 12,195 14,060 12,195
GANNETT INC COM 36473010 245,358,918 3,894,586 3,717,232 54,900 122,454 3,422,816 122,454 349,316
GAP INC DEL COM 36476010 490,932,398 7,293,386 7,259,003 33,333 1,050 6,343,244 255,123 695,019
GARAN INC COM 36480210 396,955 16,120 16,120 16,120
GARDEN RIDGE CORP COM 36541P10 394,169 57,864 57,864 57,864
GARDNER DENVER INC COM 36555810 917,448 57,792 57,792 57,792
GARTNER GROUP INC NE COM 36665110 4,372,763 193,811 193,811 193,211 600
GATEWAY 2000 INC COM 36783310 160,060,388 2,334,535 2,327,031 6,464 1,040 2,108,595 70,740 155,200
GAYLORD ENTMT CO NEW COM 36790510 2,321,622 95,737 95,587 150 95,237 500
GAYLORD CONTAINER CO CL A 36814510 1,678,725 223,830 223,830 223,830
GELTEX PHARMACEUTICA COM 36853810 797,006 56,678 54,978 1,700 56,678
GENCORP INC COM 36868210 3,603,744 200,208 200,208 197,108 3,100
GENENTECH INC COM SPL 36871030 4,640,848 52,365 48,800 2,765 800 48,865 800 2,700
GENERAL BINDING CORP COM 36915410 889,016 34,276 34,276 34,276
GENERAL CABLE CORP D COM 36930010 1,746,162 165,325 165,273 52 165,325
GENERAL CIGAR HLDGS CL A 36933P10 254,217 27,300 27,300 27,300
GENERAL CHEM GROUP I COM 36933210 533,413 40,641 40,641 40,641
GENERAL COMMUNICATIO CL A 36938510 704,829 154,500 154,500 154,500
GENERAL DYNAMICS COR COM 36955010 147,904,014 2,302,008 2,293,588 7,220 1,200 2,152,674 1,200 148,134
GENERAL ELEC CO COM 36960410 5,718,197,842 51,689,924 45,232,894 4,128,604 2,328,426 41,984,859 5,703,686 4,001,379
GENERAL GROWTH PPTYS COM 37002110 12,958,094 399,485 394,485 5,000 394,485 5,000
PAGE MARKET VALUE 7,930,265,747
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 25
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENERAL INSTR CORP D COM 37012010 71,849,200 2,370,322 2,362,562 7,450 310 2,134,961 74,910 160,451
GENERAL MAGIC INC COM 37025310 451,856 124,650 124,200 450 124,650
GENERAL MLS INC COM 37033410 219,424,718 2,903,903 2,628,731 100,627 174,545 2,449,046 242,945 211,912
GENERAL MTRS CORP COM 37044210 5,780,636,178 66,444,094 8,868,491 57,551,210 24,393 8,096,601 57,538,485 809,008
GENERAL MTRS CORP CL H NEW 37044283 466,558,591 9,250,324 480,425 8,768,069 1,830 453,524 8,768,343 28,457
GENERAL NUTRITION CO COM 37047F10 4,729,788 337,842 337,842 331,442 6,400
GENERAL SEMICONDUCTO COM 37078710 867,390 119,640 119,640 119,640
GENESCO INC COM 37153210 933,029 100,868 100,868 100,868
GENTEX CORP COM 37190110 7,768,874 360,304 312,204 46,500 1,600 358,704 1,600
GENESIS HEALTH VENTU COM 37191210 838,017 171,901 170,701 1,200 171,901
GENESYS TELECOMMUNIC COM 37193110 754,606 50,100 50,100 50,100
GENESIS DIRECT INC COM 37193510 209,340 48,900 48,900 48,900
GENLYTE GROUP INC COM 37230210 824,000 51,500 51,200 300 51,500
GENRAD INC COM 37244710 2,129,196 148,118 147,418 700 148,118
GENSIA SICOR INC COM 37245010 957,834 340,624 340,624 340,624
GEON CO COM 37246W10 66,554,670 2,925,480 117,228 2,808,252 117,228 2,808,252
GENUINE PARTS CO COM 37246010 67,711,974 2,350,131 2,325,937 12,337 11,857 2,123,866 11,857 214,408
GENZYME CORP COM GENL D 37291710 21,794,937 432,122 422,822 3,400 5,900 419,022 5,900 7,200
GEORGIA GULF CORP COM PAR $0 37320020 1,897,292 169,598 169,598 167,498 2,100
GEORGIA PAC CORP COM GA PAC 37329810 95,001,315 1,279,479 1,275,485 3,150 844 1,168,693 844 109,942
GEORGIA PAC CORP COM-TIMBER 37329870 13,830,705 616,424 613,030 2,550 844 588,850 844 26,730
GEOTEL COMMUNICATION COM 37365610 3,902,769 85,074 83,074 2,000 85,074
GERBER SCIENTIFIC IN COM 37373010 2,079,826 103,028 100,102 2,926 103,028
GETCHELL GOLD CORP COM 37426510 4,167,713 159,152 159,152 159,152
GETTY IMAGES INC COM 37427610 1,906,800 90,800 90,800 90,800
GETTY RLTY CORP NEW COM 37429710 423,725 33,898 33,898 33,898
GIANT CEMENT HLDG IN COM 37445010 645,664 37,567 37,567 37,567
GIBRALTAR STL CORP COM 37476F10 667,889 33,500 33,500 33,500
GIBSON GREETINGS INC COM 37482710 509,507 69,681 69,531 150 69,681
GILEAD SCIENCES INC COM 37555810 6,242,600 137,200 137,200 137,200
GILLETTE CO COM 37576610 931,768,528 15,676,574 14,527,940 753,489 395,145 13,449,425 889,645 1,337,504
GLATFELTER P H CO COM 37731610 2,098,054 187,544 187,544 183,744 3,800
GLAXO WELLCOME PLC SPONSORED 37733W10 151,069,111 2,256,885 13,900 2,238,935 4,050 29,190 2,227,695
GLEASON CORP COM 37733910 710,778 41,966 41,966 41,966
GLENAYRE TECHNOLOGIE COM 37789910 991,498 288,478 276,778 11,700 288,478
GLENBOROUGH RLTY TR COM 37803P10 4,147,439 243,967 243,367 600 243,967
GLIMCHER RLTY TR SH BEN INT 37930210 1,722,858 119,851 114,751 5,100 119,851
GLOBAL DIRECTMAIL CO COM 37932110 1,186,620 70,843 70,843 70,843
GLOBAL INDL TECHNOLO COM 37933510 1,186,817 114,392 114,392 114,392
GLOBAL INDS LTD COM 37933610 2,770,200 273,600 261,600 6,500 5,500 268,100 5,500
GLOBAL MARINE INC COM 37935240 11,533,165 981,546 953,169 2,900 25,477 898,544 25,477 57,525
GLOBAL TELESYSTEMS G COM 37936U10 12,171,891 217,600 216,100 1,500 217,000 600
GOLD BANC CORP INC COM 37990710 528,062 35,500 35,500 35,500
GOLDEN ST BANCORP IN COM 38119710 15,676,927 704,581 703,781 800 692,552 12,029
GOLDEN WEST FINL COR COM 38131710 75,587,963 791,497 789,997 1,500 723,102 68,395
GOLF TR AMER INC COM 38168B10 758,512 33,900 33,900 33,900
GOODRICH B F CO COM 38238810 44,789,855 1,305,370 976,797 326,813 1,760 901,633 328,073 75,664
PAGE MARKET VALUE 8,104,968,281
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 26
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOODYEAR TIRE & RUBR COM 38255010 113,419,632 2,276,954 2,255,529 18,725 2,700 2,081,457 2,700 192,797
GOODYS FAMILY CLOTHI COM 38258810 1,128,729 80,988 80,988 80,988
GRACE W R & CO DEL N COM 38388F10 11,762,450 970,099 967,001 2,200 898 897,701 898 71,500
GRACO INC COM 38410910 2,560,670 116,067 115,310 757 116,067
GRAINGER W W INC COM 38480210 56,495,277 1,311,952 1,252,034 43,594 16,324 1,177,487 16,324 118,141
GRAND PREMIER FINL I COM 38617410 929,620 82,180 82,180 82,180
GRANITE CONSTR INC COM 38732810 3,119,136 133,439 133,439 131,339 2,100
GRAY COMMUNICATIONS COM 38919010 418,035 25,145 25,145 25,145
GREAT ATLANTIC & PAC COM 39006410 14,278,590 475,953 475,053 900 435,053 40,900
GREAT LAKES CHEM COR COM 39056810 28,415,835 773,220 750,891 5,670 16,659 701,961 16,659 54,600
GREAT LAKES REIT INC COM 39075210 1,190,899 82,131 82,131 82,131
GREAT PLAINS SOFTWAR COM 39119E10 1,477,843 38,200 38,200 38,200
GREATER BAY BANCORP COM 39164810 1,151,300 39,700 39,700 39,700
GREENBRIER COS INC COM 39365710 266,608 28,064 28,064 28,064
GREENPOINT FINL CORP COM 39538410 17,403,564 500,822 500,522 300 486,322 14,500
GREIF BROS CORP CL A 39762410 1,681,240 76,420 75,820 600 75,820 600
GREY WOLF INC COM 39788810 859,469 598,100 596,100 2,000 598,100
GRIFFON CORP COM 39843310 1,025,035 149,096 149,096 149,096
GROUP 1 AUTOMOTIVE I COM 39890510 1,431,964 58,300 58,300 58,300
GROUP MAINTENANCE AM COM 39943E10 1,358,175 119,400 119,400 119,400
GRUBB & ELLIS CO COM PAR $0 40009520 545,741 82,376 82,376 82,376
GTECH HLDGS CORP COM 40051810 5,494,539 225,417 223,217 2,200 222,317 3,100
GUARANTEE LIFE COS I COM 40074010 708,730 41,690 41,690 41,690
GUIDANT CORP COM 40169810 255,153,123 4,217,407 4,210,867 6,540 3,770,707 134,300 312,400
GUILFORD MLS INC COM 40179410 782,696 89,451 89,451 89,451
GUILFORD PHARMACEUTI COM 40182910 826,598 72,668 72,668 72,668
GUITAR CTR MGMT INC COM 40204010 1,490,940 72,953 72,953 72,953
GULF ISLAND FABRICAT COM 40230710 337,953 32,186 32,186 32,186
GULFMARK OFFSHORE IN COM 40262910 348,357 29,183 29,183 29,183
GULFSTREAM AEROSPACE COM 40273410 77,831,622 1,794,389 1,794,389 1,755,805 38,584
GYMBOREE CORP COM 40377710 961,236 107,557 107,557 107,557
HMT TECHNOLOGY CORP COM 40391710 569,163 162,618 162,618 162,618
HCC INS HLDGS INC COM 40413210 5,752,631 298,838 236,123 37,486 25,229 273,609 25,229
HCR MANOR CARE INC COM 40413410 32,988,866 1,446,119 1,434,519 11,200 400 1,264,241 49,800 132,078
HNC SOFTWARE INC COM 40425P10 3,622,182 110,601 110,601 110,601
HRPT PPTYS TR COM SH BEN 40426W10 7,213,806 534,356 519,106 8,250 7,000 526,556 7,000 800
HSB GROUP INC COM 40428N10 8,330,293 224,385 165,948 17,609 40,828 181,357 40,828 2,200
HS RES INC COM 40429710 650,431 74,335 74,335 74,335
HUBCO INC COM 40438210 13,095,858 390,199 390,199 390,199
HA-LO INDS INC COM 40442910 1,873,578 152,175 152,175 152,175
HADCO CORP COM 40468110 1,861,083 59,082 59,082 59,082
HAEMONETICS CORP COM 40502410 1,598,285 101,886 101,886 101,886
HAGLER BAILLY INC COM 40518310 383,200 47,900 47,900 47,900
HAIN FOOD GROUP INC COM 40521910 1,014,750 61,500 61,500 61,500
HALLIBURTON CO COM 40621610 357,842,985 9,294,623 5,655,243 3,570,238 69,142 5,478,121 3,298,008 518,494
HALTER MARINE GROUP COM 40642Y10 705,071 121,313 121,313 121,313
HAMBRECHT & QUIST GR COM 40654510 7,442,165 214,552 214,552 214,552
PAGE MARKET VALUE 1,049,799,953
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 27
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HAMILTON BANCORP INC COM 40701310 1,180,055 45,606 45,606 45,606
HANCOCK FABRICS INC COM 40990010 550,589 87,229 87,229 87,229
HANCOCK HLDG CO COM 41012010 2,199,490 47,815 47,815 47,815
HANCOCK JOHN INVS TR COM 41014210 220,013 10,700 10,700 10,700
HANDLEMAN CO DEL COM 41025210 2,103,994 157,308 157,308 157,308
HANGER ORTHOPEDIC GR COM NEW 41043F20 1,023,300 75,800 75,800 75,800
HANNA M A CO COM 41052210 3,588,026 280,052 280,052 276,202 3,850
HANNAFORD BROS CO COM 41055010 8,180,840 180,048 176,199 3,849 176,348 3,700
HANOVER COMPRESSOR C COM 41076810 3,217,100 121,400 121,400 121,400
HANOVER DIRECT INC COM 41078310 1,429,902 508,500 508,500 508,500
HARBINGER CORP COM 41145C10 886,119 131,277 131,277 131,277
HARCOURT GEN INC COM 41163G10 36,546,011 824,743 823,743 800 200 761,948 200 62,595
HARBOR FLA BANCSHARE COM 41190110 879,495 68,980 68,980 68,980
HARDINGE INC COM 41232430 7,678,124 543,584 48,500 495,084 48,500 495,084
HARKEN ENERGY CORP COM 41255210 918,004 564,926 563,726 1,200 564,926
HARLAND JOHN H CO COM 41269310 2,062,015 159,389 159,389 154,689 4,700
HARLEY DAVIDSON INC COM 41282210 55,557,589 968,324 964,878 3,446 913,025 55,299
HARLEYSVILLE GROUP I COM 41282410 2,039,993 105,290 66,290 8,900 30,100 75,190 30,100
HARLEYSVILLE NATL CO COM 41285010 1,094,486 30,615 30,615 30,615
HARMAN INTL INDS INC COM 41308610 3,645,379 99,194 99,194 99,194
HARMON INDS INC NEW COM 41313610 952,945 47,500 47,500 47,500
HARNISCHFEGER INDS I COM 41334510 3,902,220 686,165 684,965 700 500 640,165 500 45,500
HARRAHS ENTMT INC COM 41361910 152,161,519 7,982,453 1,556,023 6,426,430 1,434,856 6,425,930 121,667
HARRIS CORP DEL COM 41387510 30,156,408 1,053,499 1,053,299 200 955,306 98,193
HARRIS FINL INC COM 41454110 439,056 36,400 36,400 36,400
HARSCO CORP COM 41586410 5,871,215 233,105 228,105 5,000 229,205 3,900
HARTE-HANKS INC COM 41619610 4,849,654 176,756 175,756 1,000 175,356 1,000 400
HARTFORD FINL SVCS G COM 41651510 174,823,533 3,077,229 3,005,893 16,698 54,638 2,734,853 54,638 287,738
HARTFORD LIFE INC CL A 41659210 8,205,615 149,193 148,443 750 148,893 300
HARTMARX CORP COM 41711910 617,535 126,674 126,674 126,674
HASBRO INC COM 41805610 68,035,690 2,351,166 2,333,625 17,541 2,172,366 178,800
HAVEN BANCORP INC COM 41935210 505,312 38,500 38,500 38,500
HAVERTY FURNITURE IN COM 41959610 1,182,475 46,600 44,400 2,200 46,600
HAWAIIAN ELEC INDUST COM 41987010 7,653,263 218,278 217,678 600 215,278 600 2,400
HAYES LEMMERZ INTL I COM 42078110 1,896,638 80,708 79,708 1,000 80,708
HEALTH CARE PPTY INV COM 42191510 4,349,817 151,298 150,141 1,157 151,298
HEALTHSOUTH CORP COM 42192410 56,823,428 5,476,957 5,466,957 5,000 5,000 4,971,744 5,000 500,213
HEALTH MGMT ASSOC IN CL A 42193310 13,538,599 1,110,905 1,102,315 8,590 1,088,730 22,175
HEALTHCARE RLTY TR COM 42194610 3,950,138 207,902 207,077 825 207,902
HEALTHPLAN SVCS CORP COM 42195910 274,316 38,844 38,844 38,844
HEALTH CARE REIT INC COM 42217K10 7,365,104 342,563 342,563 342,563
HEALTHCARE FINANCIAL COM 42219W10 1,272,287 48,700 48,700 48,700
HEARST-ARGYLE TELEVI COM 42231710 7,028,763 285,432 285,082 350 284,832 600
HEARTLAND EXPRESS IN COM 42234710 1,174,942 77,365 77,365 77,365
HECLA MNG CO COM 42270410 706,998 263,118 263,118 263,118
HEFTEL BROADCASTING CL A 42279910 7,629,922 175,906 175,706 200 175,406 500
HEICO CORP NEW COM 42280610 573,600 23,900 23,900 23,900
PAGE MARKET VALUE 700,941,516
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 28
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEILIG MEYERS CO COM 42289310 1,903,068 366,892 366,892 362,792 4,100
HEINZ H J CO COM 42307410 232,994,655 4,918,093 4,851,466 32,659 33,968 4,280,074 195,218 442,801
HELIX TECHNOLOGY COR COM 42331910 1,378,953 89,688 81,188 2,500 6,000 83,688 6,000
HELLER FINANCIAL INC CL A 42332810 10,102,650 429,900 429,900 425,000 4,900
HELMERICH & PAYNE IN COM 42345210 17,401,065 767,006 765,606 1,400 706,882 60,124
HENRY JACK & ASSOC I COM 42628110 5,062,018 137,742 137,742 137,742
HERBALIFE INTL INC CL A 42690820 832,155 67,589 67,256 333 67,589
HERCULES INC COM 42705610 31,135,320 1,233,082 1,229,514 3,568 1,123,882 109,200
HERSHEY FOODS CORP COM 42786610 99,482,131 1,774,502 1,722,312 16,316 35,874 1,538,728 99,674 136,100
HERTZ CORP CL A 42804010 16,685,526 311,879 311,879 307,456 4,423
HESKA CORP COM 42805E10 246,675 75,900 75,900 75,900
HEWLETT PACKARD CO COM 42823610 1,004,809,124 14,817,571 13,200,966 837,900 778,705 12,787,272 778,705 1,251,594
HEXCEL CORP NEW COM 42829110 460,926 63,576 63,576 63,576
HIBERNIA CORP CL A 42865610 23,645,332 1,793,079 1,750,079 7,000 36,000 1,729,679 36,000 27,400
HIGHLANDS INS GROUP COM 43103210 1,249,864 118,336 58,050 60,286 58,380 59,956
HIGHWOODS PPTYS INC COM 43128410 7,080,970 300,525 259,276 35,728 5,521 294,404 5,521 600
HILB ROGAL & HAMILTO COM 43129410 995,895 58,800 58,800 58,800
HILLENBRAND INDS INC COM 43157310 11,036,014 238,942 236,042 2,700 200 229,342 200 9,400
HILTON HOTELS CORP SUB NT CON 432848AL 468,750 500,000 100,000 400,000 100,000 400,000
HILTON HOTELS CORP COM 43284810 45,597,680 3,242,617 3,236,317 5,900 400 2,944,571 400 297,646
HOLLINGER INTL INC CL A 43556910 7,867,763 580,133 580,133 580,133
HOLLY CORP COM PAR $0 43575830 385,908 28,853 28,853 28,853
HOLLYWOOD ENTMT CORP COM 43614110 2,686,786 144,257 144,257 144,257
HOLLYWOOD PK INC NEW COM 43625510 885,831 85,903 85,903 85,903
HOLOGIC INC COM 43644010 516,941 57,045 57,045 57,045
HOLOPHANE CORP COM 43645B10 981,354 44,607 44,607 44,607
HOME DEPOT INC COM 43707610 1,407,983,821 22,618,214 21,043,220 1,198,135 376,859 19,759,460 1,034,005 1,824,749
HOME PPTYS N Y INC COM 43730610 3,069,335 132,728 132,728 132,728
HOMEBASE INC COM 43738E10 826,879 186,360 186,360 186,360
HOMESTAKE MNG CO COM 43761410 26,145,807 3,031,398 3,028,298 3,100 2,771,318 260,080
HON INDS INC COM 43809210 6,210,540 283,108 281,808 1,300 276,608 1,300 5,200
HONDA MOTOR LTD AMERN SHS 43812830 2,193,811 24,615 1,800 20,815 2,000 22,615 2,000
HONEYWELL INC COM 43850610 118,085,605 1,557,611 1,531,439 20,104 6,068 1,424,343 6,068 127,200
HOOPER HOLMES INC COM 43910410 2,010,968 128,702 128,702 128,702
HORACE MANN EDUCATOR COM 44032710 5,000,160 215,645 214,007 1,638 211,725 3,920
HORIZON OFFSHORE INC COM 44043J10 534,600 79,200 79,200 79,200
HORMEL FOODS CORP COM 44045210 9,336,671 262,082 259,092 1,090 1,900 253,882 1,900 6,300
HOST MARRIOTT SVCS C COM 44091410 842,683 124,842 124,842 124,842
HOSPITALITY PPTYS TR COM SH BEN 44106M10 12,716,947 469,919 465,909 4,010 469,919
HOST MARRIOTT CORP N COM 44107P10 14,064,291 1,264,206 1,263,189 1,017 1,200,531 63,675
HOUGHTON MIFFLIN CO COM 44156010 74,104,921 1,580,905 148,401 23,600 1,408,904 169,701 1,408,904 2,300
HOUSEHOLD INTL INC COM 44181510 286,594,760 6,281,529 6,255,969 18,660 6,900 5,705,243 6,900 569,386
HOUSTON EXPL CO COM 44212010 876,134 50,425 50,425 50,425
HOWMET INTERNATIONAL COM 44320810 2,958,290 206,700 206,700 206,700
HUBBELL INC CL B 44351020 12,776,280 319,407 303,061 7,768 8,578 303,111 8,578 7,718
HUGHES SUPPLY INC COM 44448210 2,588,722 113,790 113,789 1 113,790
HUMANA INC COM 44485910 37,271,661 2,160,676 2,156,376 2,800 1,500 1,952,514 1,500 206,662
PAGE MARKET VALUE 3,552,086,240
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 29
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HUMAN GENOME SCIENCE COM 44490310 3,318,227 95,662 95,662 95,662
HUNT CORP COM 44559110 394,466 39,946 38,296 1,650 38,296 1,650
HUNT J B TRANS SVCS COM 44565810 2,875,635 136,935 136,935 134,235 2,700
HUNTINGTON BANCSHARE COM 44615010 80,836,741 2,612,947 2,600,912 10,035 2,000 2,392,249 2,000 218,698
HUSSMANN INTL INC COM 44811010 5,484,125 373,400 373,400 373,400
HUTCHINSON TECHNOLOG COM 44840710 2,671,152 107,383 107,383 107,383
HVIDE MARINE INC CLA 44851510 250,018 57,982 57,982 57,982
ICN PHARMACEUTICALS COM 44892410 10,094,044 401,753 398,716 3,037 395,253 6,500
IDT CORP COM 44894710 1,283,022 71,279 71,279 71,279
HYPERCOM CORP COM 44913M10 290,062 45,500 45,500 45,500
HYPERION SOLUTIONS C COM 44914M10 1,875,314 129,332 128,332 1,000 129,332
IBP INC COM 44922310 42,945,245 2,305,785 2,304,085 1,700 2,259,522 46,263
ICG COMMUNICATIONS I COM 44924610 3,948,000 197,400 197,400 197,400
ICOS CORP COM 44929510 5,135,231 152,155 151,555 600 152,155
ID BIOMEDICAL CORP COM 44936D10 210,805 95,000 95,000 95,000
IDEC PHARMACEUTICALS COM 44937010 4,496,699 87,527 81,927 3,800 1,800 85,727 1,800
IDX SYS CORP COM 44949110 567,776 39,157 39,157 39,157
IGEN INC COM 44953610 1,156,800 48,200 45,100 3,100 48,200
IHOP CORP COM 44962310 1,615,530 41,160 41,160 41,160
IMC GLOBAL INC COM 44966910 12,158,420 594,922 591,546 615 2,761 577,761 2,761 14,400
IMCO RECYCLING INC COM 44968110 859,586 66,764 66,764 66,764
IMS HEALTH INC COM 44993410 143,568,321 4,334,138 4,265,062 24,710 44,366 3,736,388 186,466 411,284
IRI INTL CORP COM 45004F10 294,495 72,500 72,500 72,500
IRT PPTY CO COM 45005810 1,473,560 167,222 155,722 11,000 500 166,722 500
ISS GROUP INC COM 45030610 1,780,800 22,400 22,400 22,400
ITC DELTACOM INC COM 45031T10 5,071,290 232,500 230,100 2,400 232,500
ITI TECHNOLOGIES INC COM 45056410 1,068,000 35,600 35,600 35,600
ITT EDUCATIONAL SERV COM 45068B10 2,794,612 74,400 74,400 74,400
IXC COMMUNICATIONS I COM 45071310 5,441,554 118,617 118,617 118,617
ITT INDS INC IND COM 45091110 49,808,000 1,408,000 1,385,056 4,075 18,869 1,268,543 18,869 120,588
IDACORP INC COM 45110710 9,551,894 324,486 317,876 2,900 3,710 317,976 3,710 2,800
IDEX CORP COM 45167R10 3,136,950 133,136 130,036 3,100 133,136
IDEXX LABS INC COM 45168D10 3,763,853 157,240 156,140 500 600 156,640 600
IKON OFFICE SOLUTION COM 45171310 24,670,454 1,925,574 1,910,564 8,800 6,210 1,749,850 6,210 169,514
ILLINOIS TOOL WKS IN COM 45230810 257,443,931 4,160,710 3,198,001 727,840 234,869 3,606,970 234,869 318,871
ILLINOVA CORP COM 45231710 9,562,710 451,348 451,248 100 426,955 24,393
IMATION CORP COM 45245A10 38,905,086 2,357,884 228,210 2,128,424 1,250 225,214 2,129,070 3,600
IMCLONE SYS INC COM 45245W10 1,690,875 100,200 100,200 100,200
IMMUNE RESPONSE CORP COM 45252T10 854,764 97,000 97,000 97,000
IMMUNEX CORP NEW COM 45252810 11,278,876 135,482 135,282 200 134,982 500
IMPAC MTG HLDGS INC COM 45254P10 525,990 105,198 105,198 105,198
IMPATH INC COM 45255G10 879,550 35,900 35,900 35,900
IMPERIAL BANCORP COM 45255610 3,116,732 181,999 181,999 181,999
IMPERIAL CREDIT COMM COM 45272T10 1,478,400 153,600 153,600 153,600
IMPERIAL CR INDS INC COM 45272910 912,076 124,737 124,737 124,737
IMPERIAL SUGAR CO NE COM 45309610 553,975 90,445 90,445 90,445
IMRGLOBAL CORPORATIO COM 45321W10 1,046,202 58,941 58,941 58,941
PAGE MARKET VALUE 763,139,848
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 30
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INACOM CORP COM 45323G10 1,469,221 189,577 189,577 189,577
INCO LTD COM 45325840 24,124,525 1,812,239 1,807,983 4,256 1,668,339 143,900
INCYTE PHARMACEUTICA COM 45337C10 2,092,225 104,288 100,588 2,300 1,400 102,888 1,400
INDEPENDENCE CMNTY B COM 45341410 4,400,675 341,800 341,800 341,800
INDEPENDENT BANK COR COM 45383610 814,663 59,521 56,100 2,000 1,421 58,100 1,421
INDIANA ENERGY INC COM 45470710 3,711,292 195,981 195,981 193,548 2,433
INDUS INTL INC COM 45578L10 590,121 133,000 133,000 133,000
INDUSTRI-MATEMATIK I COM 45579210 220,363 108,500 108,500 108,500
INDYMAC MTG HLDGS IN COM 45660710 4,563,117 419,597 378,297 41,300 418,797 800
INFINITY BROADCASTIN CL A 45662S10 867,775 33,700 27,200 6,500 33,700
INFORMATION HLDGS IN COM 45672710 1,916,307 107,206 89,706 17,500 89,706 17,500
INFORMIX CORP COM 45677910 12,927,622 1,752,898 1,725,898 15,000 12,000 1,722,098 12,000 18,800
INFOSEEK CORP COM 45678M10 7,755,200 104,800 104,300 500 104,300 500
INFOUSA INC NEW CL B 45681810 528,300 117,400 117,400 117,400
INGERSOLL RAND CO COM 45686610 125,111,423 2,521,137 2,447,437 43,170 30,530 2,270,229 30,530 220,378
INFORMATION RES INC COM 45690510 1,026,199 159,422 159,419 3 157,519 3 1,900
INGLES MKTS INC CL A 45703010 698,050 60,700 55,200 5,000 500 60,200 500
INGRAM MICRO INC CL A 45715310 3,735,533 163,753 162,053 1,700 161,553 1,700 500
INHALE THERAPEUTIC S COM 45719110 38,128,663 1,405,665 69,768 1,335,897 69,768 1,335,897
INKTOMI CORP COM 45727710 908,950 10,600 10,600 10,600
INNKEEPERS USA TR COM 4576J010 1,429,270 153,487 153,287 200 153,487
INNOVEX INC COM 45764710 951,123 71,112 71,112 71,112
INSIGHT ENTERPRISES COM 45765U10 2,667,332 107,771 107,771 107,771
INPUT/OUTPUT INC COM 45765210 1,203,603 190,685 190,685 190,685
INPRISE CORP COM 45766C10 796,359 205,512 205,512 205,512
INSITUFORM TECHNOLOG CL A 45766710 1,573,250 89,900 89,900 89,900
INSIGNIA FINL GROUP COM 45767A10 956,300 68,006 68,006 68,006
INSPIRE INS SOLUTION COM 45773210 1,007,000 53,000 53,000 53,000
INTEGRATED ELECTRICA COM 45811E10 1,436,800 89,800 89,800 89,800
INTEGRATED DEVICE TE COM 45811810 2,766,001 511,654 511,654 504,954 6,700
INTEGRATED HEALTH SV COM 45812C10 1,129,925 205,441 205,141 300 204,941 500
INTEGRATED PROCESS E COM 45812K10 709,200 78,800 78,800 78,800
INTEGRATED SYS INC COM 45812M10 989,534 77,235 77,235 77,235
INTEL CORP COM 45814010 3,096,376,234 26,047,329 24,245,791 1,111,111 690,427 22,531,701 1,433,527 2,082,101
INTELLIGROUP INC COM 45816A10 526,656 81,817 81,817 81,817
INTELLIQUEST INFORMA COM 45816H10 336,150 33,200 9,200 24,000 9,200 24,000
INTER TEL INC COM 45837210 1,352,026 86,880 86,880 86,880
INTERDIGITAL COMMUNI COM 45866A10 896,857 207,991 199,491 8,500 207,991
INTERFACE INC CL A 45866510 1,909,484 198,388 198,388 198,388
INTERIM SVCS INC COM 45868P10 5,534,865 368,991 368,991 368,991
INTERGRAPH CORP COM 45868310 1,277,073 189,196 189,196 189,196
INTERMEDIA COMMUNICA COM 45880110 4,201,425 157,800 156,980 820 157,800
INTERMET CORP COM 45881K10 1,114,512 83,328 83,328 83,328
INTERNATIONAL BANCSH COM 45904410 2,051,100 47,700 47,700 47,700
INTERNATIONAL BUSINE COM 45920010 2,443,752,131 13,787,036 13,469,458 200,132 117,446 12,114,444 528,846 1,143,746
INTERNATIONAL FLAVOR COM 45950610 54,550,578 1,452,281 1,349,314 68,442 34,525 1,288,958 34,525 128,798
INTERNATIONAL HOME F COM 45965510 5,428,956 338,000 337,900 100 327,400 10,600
PAGE MARKET VALUE 5,872,513,968
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 31
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL GAME T COM 45990210 8,368,556 572,209 569,767 442 2,000 537,887 2,000 32,322
INTERNATIONAL MULTIF COM 46004310 2,567,863 110,152 109,152 1,000 108,852 1,300
INTERNATIONAL NETWOR COM 46005310 7,653,205 109,430 109,430 109,430
INTL PAPER CO COM 46014610 1,422,023,322 33,707,619 4,231,608 9,012,442 20,463,569 12,853,083 20,463,569 390,967
INTERNATIONAL RECTIF COM 46025410 1,780,324 254,332 254,332 254,332
INTERNATIONAL SPEEDW CL A 46033520 4,114,500 78,000 78,000 78,000
INTL SPECIALTY PRODS COM 46033710 687,900 90,968 88,868 2,100 90,768 200
INTERNATIONAL TELECO COM 46047F10 655,256 52,950 52,950 52,950
INTERPOOL INC COM 46062R10 1,003,968 74,368 74,368 74,368
INTERPUBLIC GROUP CO COM 46069010 158,422,670 2,034,320 1,778,998 172,239 83,083 1,724,357 145,083 164,880
INTERSTATE BAKERIES COM 46072H10 33,505,968 1,553,936 1,550,336 3,600 1,528,436 25,500
INTERSTATE ENERGY CO COM 46084510 11,542,576 433,524 398,717 12,377 22,430 404,194 22,430 6,900
INTERWEST BANCORP IN COM 46093110 1,454,079 61,065 61,065 61,065
INTERTAN INC COM 46112010 233,054 23,903 23,903 11,321 12,582
INTERVOICE INC COM 46114210 3,884,100 353,100 353,100 353,100
INTIMATE BRANDS INC CL A 46115610 58,100,686 1,207,287 1,200,747 4,340 2,200 1,192,087 2,200 13,000
INTUIT COM 46120210 23,747,432 233,390 232,890 500 227,790 500 5,100
INVACARE CORP COM 46120310 2,514,784 103,438 103,338 100 103,438
INVESTMENT TECHNOLOG COM 46145010 1,263,675 24,900 24,900 24,900
INVESTORS FINL SERVI COM 46191510 1,696,652 59,014 59,014 59,014
IOMEGA CORP COM 46203010 5,328,442 1,039,696 1,038,296 1,400 1,036,896 2,800
IONICS INC COM 46221810 2,214,067 73,496 71,271 1,675 550 72,946 550
IPALCO ENTERPRISES I COM 46261310 9,386,973 427,906 419,466 8,440 419,606 8,300
IRON MTN INC DEL COM 46284P10 7,094,343 227,019 75,843 151,176 227,019
IRVINE APT CMNTYS IN COM 46360610 3,590,771 109,225 109,225 109,225
IRWIN FINL CORP COM 46411910 1,064,248 53,048 53,048 53,048
ISIS PHARMACEUTICALS COM 46433010 1,026,432 114,048 114,048 114,048
ISTITUTO BANC SAN PA SPONSORE 46522410 1,761,376 55,043 2,600 50,876 1,567 53,476 1,567
ISTITUTO NAZIONALE D SPONSORE 46523410 719,210 24,380 3,400 20,980 24,380
ITRON INC COM 46574110 488,784 52,137 52,137 52,137
I2 TECHNOLOGIES INC COM 46575410 2,747,000 103,294 103,294 103,294
IVAX CORP COM 46582310 6,700,652 567,275 567,275 554,675 12,600
IVEX PACKAGING CORP COM 46585510 1,318,231 86,800 86,800 86,800
JDN RLTY CORP COM 46591710 5,783,048 290,971 289,771 1,200 290,971
JDA SOFTWARE GROUP I COM 46612K10 621,264 83,537 83,537 83,537
JLG INDS INC COM 46621010 4,292,733 315,063 315,063 315,063
JP REALTY INC COM 46624A10 1,290,856 65,569 65,569 65,569
JSB FINANCIAL INC COM 46624M10 2,307,003 46,025 41,225 1,000 3,800 42,225 3,800
JABIL CIRCUIT INC COM 46631310 19,037,754 470,068 469,668 400 469,668 400
JACOBS ENGR GROUP IN COM 46981410 5,173,858 131,193 130,793 400 129,293 1,900
JACOR COMMUNUNICATIO CL A 46985840 10,183,696 133,996 132,596 1,400 133,596 400
JEFFBANKS INC COM 47231710 735,363 35,227 35,227 35,227
JEFFERIES GROUP INC COM 47231810 5,270,677 111,109 111,109 111,109
JEFFERSON SVGS BANCO COM 47490010 478,534 42,069 38,500 3,569 42,069
JEFFERSON PILOT CORP COM 47507010 94,463,554 1,394,296 1,378,165 8,175 7,956 1,250,459 7,956 135,881
JO-ANN STORES INC CL A 47758P10 1,168,530 84,984 84,984 84,984
JOHN NUVEEN CO CL A 47803510 1,326,474 31,677 31,327 350 31,677
PAGE MARKET VALUE 1,940,794,443
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 32
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JOHNS MANVILLE CORP COM 47812910 2,351,571 136,323 136,323 136,023 300
JOHNSON & JOHNSON COM 47816010 1,896,300,615 20,281,290 18,374,021 1,129,016 778,253 17,251,419 1,377,653 1,652,218
JOHNSON CTLS INC COM 47836610 85,775,979 1,375,166 1,365,866 5,800 3,500 1,249,219 3,500 122,447
JONES APPAREL GROUP COM 48007410 12,825,820 459,098 454,698 4,400 450,098 9,000
JONES LANG LASALLE I COM 48020Q10 2,316,000 77,200 77,200 77,200
JONES INTERCABLE INC CL A 48020620 2,895,385 73,418 72,018 1,400 73,418
JONES PHARMA INC COM 48023610 3,803,040 109,440 109,240 200 109,440
JOSTENS INC COM 48108810 10,529,311 495,497 494,897 600 444,611 15,754 35,132
JOURNAL REGISTER CO COM 48113810 620,700 51,725 51,725 51,725
JUNO LTG INC COM 48204710 1,958,121 87,272 87,272 87,272
JUST FOR FEET INC COM 48213P10 1,282,037 102,563 102,563 102,563
JUSTIN INDS INC COM 48217110 1,024,023 93,093 93,093 93,093
K&G MENS CTR INC COM 48224510 294,453 29,632 29,632 29,632
KLA-TENCORP CORP COM 48248010 51,878,687 1,068,298 1,065,098 3,200 982,029 86,269
K MART CORP COM 48258410 155,418,937 9,244,524 9,231,524 13,000 8,603,910 640,614
KN ENERGY INC COM 48262010 6,709,578 336,539 328,632 3,782 4,125 326,864 4,125 5,550
K2 INC COM 48273210 460,159 58,433 58,433 58,433
K V PHARMACEUTICAL C CL B CONV 48274010 782,894 55,921 55,921 55,921
KAISER ALUMINUM CORP COM 48300710 709,990 130,585 130,585 130,585
KAMAN CORP CL A 48354810 1,572,967 122,773 120,973 1,800 122,773
KANSAS CITY LIFE INS COM 48483610 1,656,161 20,321 20,321 20,321
KANSAS CITY PWR & LT COM 48513410 9,710,277 394,326 389,826 4,300 200 387,226 200 6,900
KANSAS CITY SOUTHN I COM 48517010 33,930,504 595,272 531,884 3,100 60,288 519,584 60,288 15,400
KAUFMAN & BROAD HOME COM 48616810 26,543,222 1,176,457 1,174,757 1,700 1,135,265 41,192
KAYDON CORP COM 48658710 5,285,661 182,661 181,861 800 180,261 2,400
KEANE INC COM 48666510 6,708,250 314,764 303,464 300 11,000 297,464 11,000 6,300
KEEBLER FOODS CO COM 48725610 9,672,500 265,000 265,000 265,000
KELLOGG CO COM 48783610 165,888,434 4,906,200 4,892,675 8,800 4,725 4,316,075 185,425 404,700
KELLEY OIL & GAS COR COM 48790610 286,667 539,863 539,863 539,863
KELLSTROM INDS INC COM 48803510 1,644,650 103,600 93,900 9,700 93,900 9,700
KELLWOOD CO COM 48804410 2,805,095 127,146 127,146 127,146
KELLY SVCS INC CL A 48815220 3,551,778 127,992 124,189 3,803 125,217 2,775
KEMET CORP COM 48836010 1,944,351 169,074 169,074 169,074
KENDLE INTERNATIONAL COM 48880L10 706,387 35,100 35,100 35,100
KENNAMETAL INC COM 48917010 2,552,664 144,832 144,707 125 142,332 2,500
KENT ELECTRS CORP COM 49055310 1,338,633 134,712 134,712 134,712
KERR MCGEE CORP COM 49238610 125,098,407 3,812,581 1,119,769 2,688,812 4,000 1,044,376 2,689,521 78,684
KEY ENERGY SVCS INC COM 49291410 356,455 76,052 76,052 76,052
KEYCORP NEW COM 49326710 180,798,076 5,964,571 5,919,697 23,334 21,540 5,392,978 21,540 550,053
KEYSPAN ENERGY COM 49337K10 22,139,622 881,179 873,597 5,577 2,005 856,766 2,005 22,408
KEYSTONE AUTOMOTIVE COM 49338N10 1,069,250 65,800 65,800 65,800
KEYSTONE FINANCIAL I COM 49348210 8,507,582 263,801 263,801 259,201 4,600
KILROY RLTY CORP COM 49427F10 2,804,769 136,818 134,244 700 1,874 134,944 1,874
KIMBALL INTL INC CL B 49427410 2,705,941 181,912 181,912 181,912
KIMBERLY CLARK CORP COM 49436810 371,151,359 7,742,482 7,296,993 281,037 164,452 6,683,612 406,038 652,832
KIMCO REALTY CORP COM 49446R10 9,652,547 261,764 248,745 200 12,819 248,645 12,819 300
KING WORLD PRODTNS I COM 49566710 28,029,357 917,131 912,531 4,600 847,531 69,600
PAGE MARKET VALUE 3,266,048,866
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 33
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KINROSS GOLD CORP COM 49690210 773,925 364,200 364,200 364,200
KIRBY CORP COM 49726610 1,720,880 90,874 90,874 90,874
KITTY HAWK INC COM 49832610 581,782 73,300 73,300 73,300
KNOLL INC COM 49890410 3,488,771 141,676 141,676 141,676
KNIGHT RIDDER INC COM 49904010 52,840,450 1,056,809 1,056,509 300 962,509 94,300
KNIGHT TRANSN INC COM 49906410 503,750 26,000 26,000 26,000
KNIGHT/TRIMARK GROUP CL A 49906710 763,800 11,400 11,400 11,400
KOGER EQUITY INC COM 50022810 1,831,194 136,280 136,280 136,280
KOHLS CORP COM 50025510 135,810,108 1,916,192 1,913,842 2,350 1,691,992 70,600 153,600
KOMAG INC COM 50045310 1,324,155 302,664 302,664 302,664
KONINKLIJKE AHOLD N SPNSRD ADR 50046730 2,120,809 55,446 51,200 4,246 55,446
KONINKLIJKE PHILIPS SPONSORED 50047210 1,777,671 21,564 3,200 16,248 2,116 19,448 2,116
KOPIN CORP COM 50060010 1,031,756 74,700 42,700 8,000 24,000 50,700 24,000
KROGER CO COM 50104410 237,887,446 3,973,068 3,966,620 3,500 2,948 3,530,566 117,148 325,354
KROLL O GARA CO COM 50105010 1,066,012 39,300 39,300 39,300
KRONOS INC COM 50105210 1,299,602 53,045 53,045 53,045
KULICKE & SOFFA INDS COM 50124210 2,951,396 116,887 116,887 116,887
KYOCERA CORP ADR 50155620 1,075,391 20,435 2,300 17,135 1,000 19,435 1,000
LCC INTERNATIONAL IN CL A 50181010 275,962 66,900 66,900 66,900
LG&E ENERGY CORP COM 50191710 14,500,906 696,757 666,753 18,614 11,390 673,632 11,390 11,735
LTV CORP NEW COM 50192110 2,705,570 503,362 503,362 503,362
LHS GROUP INC COM 50193810 1,570,009 53,562 53,562 53,562
LNR PPTY CORP COM 50194010 2,348,650 118,919 118,919 118,919
LSI LOGIC CORP COM 50216110 54,330,935 1,742,102 1,739,802 2,300 1,601,802 140,300
LTC PPTYS INC COM 50217510 1,479,528 122,023 121,915 108 122,023
LTX CORP COM 50239210 995,607 206,901 201,601 5,300 201,601 5,300
L-3 COMMUNICATIONS H COM 50242410 1,341,250 29,000 29,000 29,000
LA Z BOY INC COM 50533610 7,971,961 423,770 423,770 423,770
LABORATORY CORP AMER COM 50540R10 357,175 204,100 204,100 204,100
LABOR READY INC COM NEW 50540120 2,756,161 105,499 105,499 105,499
LACLEDE GAS CO COM 50558810 1,826,334 87,230 87,230 87,230
LADISH INC COM NEW 50575420 389,125 56,600 56,600 56,600
LAFARGE CORP COM 50586210 3,611,160 128,970 128,970 128,570 400
LAIDLAW INC COM 50730K50 20,575,491 3,540,174 3,540,174 3,258,974 281,200
LAM RESH CORP COM 51280710 6,131,267 211,423 211,423 211,423
LAMAR ADVERTISING CO CL A 51281510 4,146,965 122,196 122,196 122,196
LANCASTER COLONY COR COM 51384710 4,898,148 183,968 183,968 180,337 3,631
LANCE INC COM 51460610 2,095,681 128,965 128,515 450 126,965 2,000
LANDAUER INC COM 51476K10 827,487 34,300 34,300 34,300
LANDAMERICA FINL GRO COM 51493610 7,525,500 259,500 259,500 259,500
LANDRYS SEAFOOD REST COM 51508L10 638,979 99,747 99,747 99,747
LANDS END INC COM 51508610 3,494,458 100,923 100,923 98,523 2,400
LANDSTAR SYS INC COM 51509810 1,614,081 48,727 48,727 48,727
LASALLE HOTEL PPTYS COM SH BEN 51794210 802,950 60,600 60,600 60,600
LASER MTG MGMT INC COM 51806D10 433,872 79,800 79,800 79,800
LASON INC COM 51808R10 11,064,375 196,700 196,700 196,700
LATTICE SEMICONDUCTO COM 51841510 8,928,010 195,953 194,653 1,300 194,653 1,300
PAGE MARKET VALUE 618,486,495
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 34
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LAUDER ESTEE COS INC CL A 51843910 12,543,930 132,740 129,690 3,050 126,090 3,050 3,600
LAWSON PRODS INC COM 52077610 682,301 33,283 33,283 33,283
LAWTER INTL INC COM 52078610 1,237,446 176,778 176,678 100 174,578 2,200
LEAR CORP COM 52186510 15,124,388 354,309 351,379 2,200 730 347,579 730 6,000
LEARNING CO INC COM 52200810 23,320,176 804,144 804,044 100 800,444 3,700
LEARNING TREE INTL I COM 52201510 613,310 61,331 46,331 15,000 61,331
LEE ENTERPRISES INC COM 52376810 7,402,279 255,251 247,051 8,200 251,951 3,300
LEGATO SYS INC COM 52465110 11,179,961 216,561 212,736 2,225 1,600 212,161 1,600 2,800
LEGGETT & PLATT INC COM 52466010 20,931,960 1,046,598 978,664 49,134 18,800 999,998 18,800 27,800
LEGG MASON INC COM 52490110 7,723,418 229,270 229,270 228,670 600
LEHMAN BROS HLDGS IN COM 52490810 203,074,117 3,398,730 3,395,383 2,247 1,100 3,241,530 1,100 156,100
LENNAR CORP COM 52605710 4,199,116 187,670 187,670 187,170 500
LEUCADIA NATL CORP COM 52728810 4,874,122 161,128 153,728 7,400 150,628 7,400 3,100
LEVEL 3 COMMUNICATIO COM 52729N10 92,681,666 1,272,890 1,268,690 1,600 2,600 1,250,690 2,600 19,600
LEVEL ONE COMMUNICAT COM 52729510 7,953,494 163,568 163,568 163,568
LEXINGTON CORP PPTYS COM 52904310 831,037 74,700 74,700 74,700
LEXMARK INTL GROUP I CL A 52977110 154,694,485 1,382,744 1,379,989 2,755 1,360,089 22,655
LIBBEY INC COM 52989810 2,364,277 76,267 76,267 76,267
LIBERTY CORP S C COM 53037010 3,187,487 60,787 60,787 60,787
LIBERTY FINL COS INC COM 53051210 1,046,152 44,400 44,400 44,400
LIBERTY PPTY TR SH BEN INT 53117210 10,938,238 527,144 525,944 1,200 525,244 1,200 700
LIFE USA HLDG INC COM NEW 53191820 1,126,591 105,417 105,417 105,417
LIFECORE BIOMEDICAL COM 53218710 406,595 46,805 46,805 46,805
LIGAND PHARMACEUTICA CL B 53220K20 1,544,903 188,702 175,602 7,400 5,700 183,002 5,700
LILLY ELI & CO COM 53245710 1,250,075,835 14,728,434 14,606,095 89,380 32,959 12,857,024 523,159 1,348,251
LILLY INDS INC CL A 53249110 1,725,863 111,346 102,133 9,213 102,133 9,213
LIMITED INC COM 53271610 112,617,063 2,842,071 2,827,571 14,500 2,560,526 281,545
LINCARE HLDGS INC COM 53279110 9,347,850 332,368 332,368 326,268 6,100
LINCOLN ELEC HLDGS I COM 53390010 4,121,712 221,300 221,300 221,300
LINCOLN NATL CORP IN COM 53418710 131,300,759 1,327,947 1,319,030 8,117 800 1,198,392 800 128,755
LINDSAY MFG CO COM 53555510 1,905,774 95,888 51,138 7,750 37,000 58,888 37,000
LINEAR TECHNOLOGY CO COM 53567810 77,819,435 1,518,428 915,696 491,662 111,070 1,381,958 111,070 25,400
LINENS N THINGS INC COM 53567910 21,240,491 468,110 463,260 2,650 2,200 465,910 2,200
LIPOSOME CO INC COM 53631010 2,307,401 171,720 171,720 171,720
LITTELFUSE INC COM 53700810 1,679,475 91,400 82,000 9,400 82,000 9,400
LITTON INDS INC COM 53802110 13,324,648 229,490 225,236 3,154 1,100 214,052 1,100 14,338
LIZ CLAIBORNE INC COM 53932010 28,596,138 876,510 866,670 1,040 8,800 774,331 8,800 93,379
LO-JACK CORP COM 53945110 569,560 74,094 74,094 74,094
LOCAL FINL CORP COM 53955310 819,456 88,000 88,000 88,000
LOCKHEED MARTIN CORP COM 53983010 2,230,314,658 59,081,183 4,786,907 54,292,940 1,336 4,396,019 60,413 54,624,751
LODGIAN INC COM 54021P10 529,990 119,448 119,448 119,448
LOEWS CORP COM 54042410 173,911,249 2,330,469 2,329,769 600 100 2,295,269 100 35,100
LONE STAR INDS INC COM NEW 54229040 2,519,246 81,266 80,266 1,000 81,266
LONE STAR STEAKHOUSE COM 54230710 2,512,162 245,089 245,089 242,389 2,700
LONE STAR TECHNOLOGI COM 54231210 1,278,667 98,359 98,359 98,359
LONG BEACH FINL CORP COM 54244610 838,145 87,080 87,080 87,080
LONGS DRUG STORES CO COM 54316210 15,797,411 519,020 518,220 800 482,620 800 35,600
PAGE MARKET 4,674,834,437
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 35
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LONGVIEW FIBRE CO COM 54321310 3,840,665 332,180 317,180 15,000 313,180 15,000 4,000
LOUIS DREYFUS NAT GA COM 54601110 1,221,610 84,249 84,249 84,249
LOUISIANA PAC CORP COM 54634710 27,275,902 1,464,478 1,458,176 2,800 3,502 1,324,581 3,502 136,395
LOWES COS INC COM 54866110 292,343,986 4,832,132 4,796,302 34,560 1,270 4,466,062 1,270 364,800
LUBRIZOL CORP COM 54927110 7,387,537 328,335 326,835 300 1,200 308,492 1,200 18,643
LUBYS INC COM 54928210 1,930,381 114,393 114,393 114,393
LUCENT TECHNOLOGIES COM 54946310 2,269,933,956 21,017,907 19,512,670 1,091,435 413,802 18,373,596 1,002,904 1,641,407
LUFKIN INDS INC COM 54976410 515,078 31,100 31,100 31,100
LYCOS INC COM 55081810 15,999,614 185,908 185,346 562 185,908
LYDALL INC DEL COM 55081910 560,794 67,468 67,468 67,468
LYONDELL CHEMICAL CO COM 55207810 34,505,282 2,521,026 299,518 2,219,308 2,200 293,518 2,221,208 6,300
M & T BK CORP COM 55261F10 12,215,937 25,503 22,503 3,000 22,403 3,000 100
MAF BANCORP INC COM 55261R10 2,776,755 124,798 124,798 124,798
MBIA INC COM 55262C10 76,419,872 1,317,584 1,307,134 9,750 700 1,194,641 700 122,243
MBNA CORP COM 55262L10 246,128,783 10,309,059 10,250,535 26,630 31,894 8,981,283 389,314 938,462
MCN ENERGY GROUP INC COM 55267J10 8,391,206 522,426 520,234 2,192 513,926 8,500
M D C HLDGS INC COM 55267610 2,804,562 195,100 195,100 195,100
MCI WORLDCOM INC COM 55268B10 2,375,227,437 26,819,939 26,176,667 504,863 138,409 23,625,229 955,720 2,238,990
MDU RES GROUP INC COM 55269010 9,513,575 415,894 409,144 4,500 2,250 413,644 2,250
MEMC ELECTR MATLS IN COM 55271510 7,208,657 1,310,665 114,255 1,196,410 114,255 1,196,410
MGIC INVT CORP WIS COM 55284810 46,313,255 1,320,896 1,313,566 7,330 1,205,896 115,000
MGI PPTYS INC COM 55288510 2,065,963 75,469 68,209 7,260 68,209 7,260
MGM GRAND INC COM 55295310 2,928,098 87,081 86,232 849 86,992 89
MMC NETWORKS INC COM 55308N10 2,008,000 125,500 125,500 125,500
MMI COS INC COM 55308710 1,236,226 80,405 80,405 80,405
MRV COMMUNICATIONS I COM 55347710 570,580 94,608 94,608 94,608
MSC INDL DIRECT INC CL A 55353010 2,628,574 154,622 154,622 154,422 200
M S CARRIERS INC COM 55353310 3,859,749 145,998 145,998 145,998
MTS SYS CORP COM 55377710 887,274 87,632 87,632 87,632
MTI TECHNOLOGY CORP COM 55390310 603,985 109,200 109,200 109,200
MACDERMID INC COM 55427310 2,166,538 63,840 63,840 63,840
MACERICH CO COM 55438210 3,161,524 139,354 136,354 2,800 200 139,154 200
MACK CALI RLTY CORP COM 55448910 8,193,891 278,941 277,941 1,000 277,341 1,000 600
MACROCHEM CORP DEL COM 55590310 1,146,562 122,300 75,300 47,000 75,300 47,000
MACROMEDIA INC COM 55610010 6,836,085 150,867 150,197 670 150,867
MADISON GAS & ELEC C COM 55749710 1,644,961 84,357 83,907 450 83,907 450
MAGELLAN HEALTH SVCS COM 55907910 563,118 134,492 134,492 134,492
MAGNETEK INC COM 55942410 1,245,354 148,699 148,699 146,599 2,100
MAHONING NATL BANCOR COM 56009010 813,037 29,700 29,700 29,700
MAIL-WELL INC COM 56032120 2,148,051 160,602 160,602 160,602
MALLINCKRODT INC NEW COM 56123210 26,565,626 997,770 994,867 1,478 1,425 907,654 1,425 88,691
MANITOWOC INC COM 56357110 8,652,924 206,637 206,637 206,637
MANPOWER INC COM 56418H10 10,379,785 444,055 443,955 100 418,143 25,912
MANUFACTURED HOME CM COM 56468210 2,547,888 106,162 106,162 106,162
MAPICS INC COM 56491010 2,140,060 278,400 278,400 278,400
MANUGISTICS GROUP IN COM 56501110 537,850 81,185 81,185 81,185
MARCUS CORP COM 56633010 1,398,744 116,562 116,562 116,562
PAGE MARKET VALUE 5,539,445,291
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 36
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARINE DRILLING COS COM PAR $0 56824020 2,677,576 243,416 236,316 7,100 243,416
MARINER POST-ACUTE N COM 56845910 779,538 356,442 356,442 356,442
MARK IV INDS INC COM 57038710 4,323,072 332,544 332,544 327,406 5,138
MARKEL CORP COM 57053510 3,242,156 17,987 17,987 17,987
MARSH & MCLENNAN COS COM 57174810 291,155,559 3,921,287 3,415,196 383,141 122,950 3,481,199 122,950 317,138
MARSHALL & ILSLEY CO COM 57183410 29,819,229 537,894 536,994 900 523,066 14,828
MARRIOTT INTL INC NE CL A 57190320 103,312,207 3,072,482 3,068,882 3,600 2,761,529 310,953
MARSHALL INDS COM 57239310 1,115,694 82,644 82,544 100 82,644
MARTIN MARIETTA MATL COM 57328410 46,941,255 822,636 243,048 579,588 238,846 579,588 4,202
MARVEL ENTERPRISES I COM 57383M10 257,230 39,200 39,200 39,200
MASCO CORP COM 57459910 123,608,863 4,375,535 4,337,323 14,752 23,460 3,939,776 23,460 412,299
MASCOTECH INC COM 57467010 2,479,070 159,940 159,940 159,940
MASTECH CORP COM 57632N10 3,782,610 290,970 290,970 290,970
MASTEC INC COM 57632310 1,303,415 57,293 57,293 57,293
MATTEL INC COM 57708110 92,081,842 3,692,579 3,660,477 23,854 8,248 3,337,691 8,248 346,640
MATTHEWS INTL CORP CL A 57712810 1,843,651 67,348 67,348 67,348
MATTSON TECHNOLOGY I COM 57722310 236,250 35,000 35,000 35,000
MAXIM GROUP INC COM 57772J10 758,200 89,200 89,200 89,200
MAXIM INTEGRATED PRO COM 57772K10 34,194,605 631,771 616,521 14,100 1,150 611,921 1,150 18,700
MAXXIM MED INC COM 57777G10 1,866,737 98,900 98,900 98,900
MAY DEPT STORES CO COM 57777810 267,217,607 6,829,843 5,912,474 602,088 315,281 6,066,349 315,281 448,213
MAXXAM INC COM 57791310 1,447,676 28,738 28,738 28,238 500
MAVERICK TUBE CORP COM 57791410 478,966 67,823 67,823 67,823
MAXIMUS INC COM 57793310 1,199,950 41,200 41,200 41,200
MAYTAG CORP COM 57859210 253,724,488 4,202,476 1,208,023 8,000 2,986,453 1,115,633 2,986,453 100,390
MCCLATCHY CO CL A 57948910 5,187,644 154,569 154,569 154,569
MCCORMICK & CO INC COM NON VT 57978020 10,883,584 375,296 369,096 6,200 368,796 6,500
MCDERMOTT INTL INC COM 58003710 18,827,571 743,820 741,657 2,163 672,497 71,323
MCDONALDS CORP COM 58013510 845,530,846 18,660,197 17,624,373 679,775 356,049 16,646,132 356,049 1,658,016
MCGRATH RENTCORP COM 58058910 562,574 30,826 30,826 30,826
MCGRAW HILL COS INC COM 58064510 150,842,320 2,767,749 2,612,817 46,832 108,100 2,424,403 108,100 235,246
MCKESSON HBOC INC COM 58155Q10 235,260,828 3,564,558 3,559,321 5,237 3,129,226 123,546 311,786
MCLEODUSA INC COM 58226610 7,165,998 170,619 170,619 170,119 500
MCWHORTER TECHNOLOGI COM 58280310 468,713 34,401 34,401 34,401
MEAD CORP COM 58283410 41,919,138 1,363,224 1,362,024 400 800 1,238,036 800 124,388
MEADOWBROOK INS GROU COM 58319P10 354,000 23,600 23,600 23,600
MEDALLION FINL CORP COM 58392810 700,383 46,500 46,500 46,500
MEDAPHIS CORP COM 58402810 842,336 345,645 345,645 345,645
MEDIA ARTS GROUP INC COM 58439C10 1,062,108 118,012 118,012 118,012
MEDIAONE GROUP INC COM 58440J10 1,093,680,460 17,240,419 7,647,580 9,476,562 116,277 7,452,015 9,182,504 605,900
MEDIAONE GROUP INC PFD CV SER 58440J20 2,952,040 22,962 15,925 7,037 15,925 7,037
MEDIA GEN INC CL A 58440410 7,371,784 158,533 158,533 156,533 2,000
MEDICAL ASSURN INC COM 58449U10 3,387,020 120,965 120,965 120,965
MEDICAL MANAGER CORP COM 58461C10 1,033,988 44,713 44,713 44,713
MEDICIS PHARMACEUTIC CL A NEW 58469030 16,634,310 554,477 554,477 554,477
MEDIMMUNE INC COM 58469910 20,562,392 347,414 347,094 120 200 347,214 200
MEDQUIST INC COM 58494910 2,940,600 98,020 98,020 98,020
PAGE MARKET VALUE 3,738,018,083
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 37
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDITRUST CORP PAIRED CTF 58501T30 6,953,725 559,116 532,727 17,121 9,268 537,906 9,268 11,942
MEDPARTNERS INC NEW COM 58503X10 3,948,157 831,191 829,307 1,884 772,855 58,336
MEDTRONIC INC COM 58505510 527,587,728 7,340,351 7,279,593 45,258 15,500 6,496,302 275,950 568,099
MELLON BK CORP COM 58550910 226,121,349 3,213,092 3,187,702 17,100 8,290 2,946,752 8,290 258,050
MEMBERWORKS INC COM 58600210 1,874,270 51,704 51,454 250 51,704
MENS WEARHOUSE INC COM 58711810 2,882,129 99,814 99,614 200 99,814
MENTOR CORP MINN COM 58718810 1,415,298 96,364 96,264 100 96,364
MENTOR GRAPHICS CORP COM 58720010 5,227,443 387,218 386,688 530 380,018 7,200
MERCANTILE BANCORPOR COM 58734210 90,093,867 1,896,713 1,890,217 6,346 150 1,742,713 150 153,850
MERCANTILE BANKSHARE COM 58740510 13,525,683 365,559 361,959 3,600 355,509 3,600 6,450
MERCHANTS N Y BANCOR COM 58916710 1,065,143 30,986 30,986 30,986
MERCK & CO INC COM 58933110 2,920,566,425 36,450,127 32,736,699 1,939,791 1,773,637 30,622,062 2,835,475 2,992,590
MERCURY GENL CORP NE COM 58940010 3,893,166 111,632 103,032 8,600 102,632 8,600 400
MERCURY INTERACTIVE COM 58940510 4,971,718 139,557 136,672 85 2,800 136,757 2,800
MEREDITH CORP COM 58943310 19,312,094 614,311 611,607 500 2,204 562,307 2,204 49,800
MERIDIAN RESOURCE CO COM 58977Q10 657,520 194,821 194,821 194,821
MERISTAR HOSPITALITY COM 58984Y10 6,619,467 363,967 363,967 363,967
MERISEL INC COM 58984910 466,771 347,300 347,300 347,300
MERIDIAN GOLD INC COM 58997510 242,637 41,300 41,300 41,300
MERITOR AUTOMOTIVE I COM 59000G10 6,763,394 436,348 431,856 2,355 2,137 415,432 2,137 18,779
MERRILL CORP COM 59017510 931,100 69,615 69,615 69,615
MERRILL LYNCH & CO I COM 59018810 4,554,795,870 51,466,620 4,549,989 46,910,211 6,420 4,140,217 46,896,336 430,067
MESA AIR GROUP INC COM 59047910 707,500 113,200 113,200 113,200
MESABA HLDGS INC COM 59066B10 656,330 48,958 48,958 48,958
META GROUP INC COM 59100210 808,263 52,570 43,872 8,698 52,570
METALS USA INC COM 59132410 1,180,375 134,900 134,900 134,900
METAMOR WORLDWIDE IN COM 59133P10 1,702,400 121,600 121,600 121,600
METHODE ELECTRS INC CL A 59152020 1,935,238 173,954 173,954 173,954
METRIS COS INC COM 59159810 13,704,647 339,434 339,434 339,434
METRO GOLDWYN MAYER COM 59161010 504,000 38,400 38,400 38,400
METRO INFORMATION SE COM 59162P10 2,214,976 121,789 121,789 121,789
METROCALL INC COM 59164710 423,139 139,604 139,604 139,604
METROMEDIA FIBER NET CL A 59168910 5,808,125 112,100 112,100 112,100
METROMEDIA INTL GROU COM 59169510 1,151,616 236,229 228,729 7,500 228,729 7,500
METRO NETWORKS INC COM 59191810 1,734,205 31,531 31,531 31,531
METTLER TOLEDO INTER COM 59268810 3,967,425 160,300 160,300 160,300
METZLER GROUP INC COM 59290310 2,439,437 77,751 77,751 77,751
MEYER FRED INC DEL N COM 59290710 109,358,075 1,857,462 1,855,962 1,500 1,705,062 152,400
MICHAEL FOOD INC NEW COM 59407910 2,401,011 125,958 125,958 125,958
MICHAELS STORES INC COM 59408710 2,598,010 105,238 105,238 105,238
MICHIGAN FINL CORP COM 59448010 462,000 16,500 16,500 16,500
MICREL INC COM 59479310 2,944,296 58,813 58,813 58,813
MICROS SYS INC COM 59490110 2,263,338 68,586 68,586 68,586
MICROSOFT CORP COM 59491810 6,338,110,788 70,718,112 68,465,057 1,364,763 888,292 61,569,077 3,127,992 6,021,043
MICROAGE INC COM 59492810 470,721 87,576 87,576 87,576
MICRO WHSE INC COM 59501B10 3,122,106 193,619 193,619 191,019 2,600
MICROCHIP TECHNOLOGY COM 59501710 10,046,547 290,153 289,593 560 286,353 3,800
PAGE MARKET VALUE 14,910,629,522
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 38
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MICROMUSE INC COM 59509410 2,403,500 52,250 48,800 3,450 52,250
MICRON ELECTRONICS I COM 59510010 1,785,036 151,918 151,918 151,818 100
MICRON TECHNOLOGY IN COM 59511210 151,904,313 3,152,392 3,147,718 3,600 1,074 2,865,627 1,074 285,691
MID-AMER APT CMNTYS COM 59522J10 1,950,874 91,269 91,269 91,269
MID ATLANTIC MED SVC COM 59523C10 1,991,793 197,952 197,952 197,952
MIDAMERICAN ENERGY H COM 59562V10 7,465,696 266,632 266,387 245 259,132 7,500
MIDAS GROUP INC COM 59562610 2,462,974 73,797 73,797 73,797
MID AMER BANCORP COM 59591510 995,288 40,624 40,624 40,624
MIDLAND CO COM 59748610 451,137 18,700 18,700 18,700
MIDWEST EXPRESS HLDG COM 59791110 7,582,333 258,122 258,122 258,122
MIDWAY GAMES INC COM 59814810 1,058,319 121,828 121,828 121,828
MIKASA INC COM 59862T10 371,700 50,400 50,400 50,400
MILACRON INC COM 59870910 9,312,392 591,263 590,963 300 523,229 68,034
MILLENNIUM PHARMACEU COM 59990210 4,432,406 141,837 139,337 2,500 139,337 2,500
MILLENNIUM CHEMICALS COM 59990310 29,528,724 1,485,722 309,870 1,175,852 309,270 1,175,552 900
MILLER HERMAN INC COM 60054410 8,096,065 443,620 443,120 500 435,720 7,900
MILLER INDS INC TENN COM 60055110 914,251 192,474 192,474 192,474
MILLIPORE CORP COM 60107310 13,813,420 572,577 571,777 200 600 510,477 20,300 41,800
MILLS CORP COM 60114810 2,589,959 144,392 144,392 144,392
MINDSPRING ENTERPRIS COM 60268310 6,398,709 74,350 74,350 74,350
MINE SAFETY APPLIANC COM 60272010 1,080,888 18,636 18,636 18,636
MINERALS TECHNOLOGIE COM 60315810 36,235,872 754,914 116,241 638,673 114,541 638,673 1,700
MINIMED INC COM 60365K10 3,384,722 33,306 33,306 33,306
MINNESOTA MNG & MFG COM 60405910 1,865,543,287 26,368,103 5,346,777 20,684,375 336,951 5,213,473 20,679,431 475,199
MINNESOTA PWR INC COM 60411010 15,090,145 764,058 759,058 4,000 1,000 757,658 1,000 5,400
MINORCO SPONSORED 60434030 391,000 23,000 3,000 20,000 3,000 20,000
MIRAGE RESORTS INC COM 60462E10 45,896,451 2,159,833 2,152,583 7,250 1,990,933 168,900
MIRAVANT MED TECHNOL COM 60469010 230,718 33,559 33,559 33,559
MISSISSIPPI CHEM COR COM NEW 60528820 1,224,384 130,601 130,601 130,601
MISSISSIPPI VY BANCS COM 60572010 868,403 27,032 27,032 27,032
MITCHELL ENERGY & DE CL A 60659220 1,084,481 87,198 87,198 87,198
MOBIUS MGMT SYSTEMS COM 60692510 281,400 13,400 13,400 13,400
MOBIL CORP COM 60705910 1,006,809,936 11,441,022 10,478,212 557,132 405,678 10,087,096 405,678 948,248
MODINE MFG CO COM 60782810 4,188,842 149,271 149,271 147,071 2,200
MODIS PROFESSIONAL S COM 60783010 5,789,847 638,915 630,258 8,657 607,915 31,000
MOHAWK INDS INC COM 60819010 10,509,540 350,318 349,868 450 350,318
MOLEX INC COM 60855410 14,681,713 499,803 499,022 781 483,446 781 15,576
MOLEX INC CL A 60855420 437,986 16,927 15,881 1,046 14,327 2,600
MONACO COACH CORP COM 60886R10 1,387,755 60,175 60,175 60,175
MONDAVI ROBERT CORP CL A 60920010 1,554,731 43,489 43,489 43,489
MONSANTO CO COM 61166210 362,071,069 7,881,905 7,807,245 35,020 39,640 7,128,365 39,640 713,900
MONTANA POWER CO COM 61208510 20,892,784 284,016 279,628 3,088 1,300 277,716 1,300 5,000
MOOG INC CL A 61539420 929,091 30,462 30,462 30,462
MOORE LTD COM 61578510 10,089,435 1,021,715 1,015,715 6,000 932,315 89,400
MORGAN J P & CO INC COM 61688010 350,513,186 2,841,039 2,521,077 176,128 143,834 2,473,498 143,834 223,707
MORGAN KEEGAN INC COM 61741010 1,957,628 118,200 118,200 118,200
MORGAN STANLEY DEAN COM NEW 61744644 779,508,200 7,799,996 7,697,184 95,510 7,302 7,209,969 7,302 582,725
PAGE MARKET VALUE 4,798,142,383
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 39
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MORRISON KNUDSEN COR COM 61844A10 1,737,444 174,846 174,846 174,846
MORTON INTL INC IND COM 61933510 58,225,230 1,584,360 1,513,403 37,509 33,448 1,433,012 33,448 117,900
MORTONS RESTAURANT G COM 61942910 210,800 13,600 10,300 3,300 13,600
MOTIVEPOWER INDS INC COM 61980K10 2,229,014 88,717 88,717 88,717
MOTOROLA INC COM 62007610 625,430,475 8,538,300 7,812,138 480,767 245,395 7,555,590 245,395 737,315
MOVADO GROUP INC COM 62458010 970,000 38,800 38,800 38,800
MUELLER INDS INC COM 62475610 4,230,665 189,080 189,080 189,080
MURPHY OIL CORP COM 62671710 11,947,891 287,901 268,701 11,100 8,100 263,839 8,100 15,962
MUSICLAND STORES COR COM 62758B10 8,315,496 923,944 923,944 923,944
MYERS INDS INC COM 62846410 1,698,027 80,380 80,380 80,380
MYLAN LABS INC COM 62853010 21,032,353 766,569 755,969 7,950 2,650 745,519 2,650 18,400
NBT BANCORP INC COM 62877810 1,259,931 60,356 60,356 60,356
NBTY INC COM 62878210 1,168,303 239,652 239,652 239,652
NCH CORP COM 62885010 961,589 20,138 20,138 19,738 400
NCI BUILDING SYS INC COM 62885210 2,238,516 95,256 95,256 95,256
NCO GROUP INC COM 62885810 1,345,024 36,352 36,352 36,352
NCR CORP NEW COM 62886E10 27,384,000 547,680 509,686 37,310 684 532,540 684 14,456
NCS HEALTHCARE INC CL A 62887410 852,516 71,043 71,043 71,043
NAC RE CORP COM 62890710 4,569,837 85,120 85,120 85,120
NS GROUP INC COM 62891610 519,401 93,384 93,384 93,384
NFO WORLDWIDE INC COM 62910N10 731,540 73,154 73,154 73,154
NIPSCO INDS INC COM 62914010 17,198,892 636,996 630,706 6,290 624,496 12,500
NL INDS INC COM NEW 62915640 892,413 99,157 99,157 99,157
NPC INTERNATIONAL IN COM 62936030 614,062 39,300 39,300 39,300
NTL INC COM 62940710 22,154,181 272,248 258,098 550 13,600 258,648 13,600
NUI CORP COM 62943010 1,333,350 61,838 61,838 61,838
NVR INC COM 62944T10 4,793,445 113,791 113,791 113,791
NYMAGIC INC COM 62948410 240,968 18,536 18,536 18,536
NABISCO HLDGS CORP CL A 62952610 8,556,119 205,864 205,864 203,164 2,700
NABORS INDS INC SUB NT CON 629568AA 563,125 500,000 200,000 300,000 200,000 300,000
NABORS INDS INC COM 62956810 8,674,562 476,965 468,963 7,002 1,000 467,265 1,000 8,700
NACCO INDS INC CL A 62957910 7,856,274 106,077 106,077 99,077 7,000
NALCO CHEM CO COM 62985310 22,896,656 862,008 861,058 950 787,245 74,763
NATIONAL BANCORP ALA COM 63258710 1,999,575 71,096 71,096 71,096
NATIONAL CITY BANCOR COM 63531210 520,800 24,800 24,800 24,800
NATIONAL CITY BANCSH COM 63531310 1,243,522 50,756 50,756 50,756
NATIONAL CITY CORP COM 63540510 294,682,034 4,439,654 4,265,580 17,432 156,642 3,888,788 156,642 394,224
NATIONAL COMM BANCOR COM 63544910 6,438,595 282,246 282,246 281,246 1,000
NATIONAL COMPUTER SY COM 63551910 2,930,102 119,596 119,596 119,596
NATIONAL DATA CORP COM 63562110 6,163,374 146,747 146,692 55 146,747
NATIONAL HEALTHCARE COM 63590610 242,125 29,800 29,800 29,800
NATIONAL FUEL GAS CO COM 63618010 7,974,344 203,168 201,228 1,640 300 199,368 300 3,500
NATIONAL GOLF PPTYS COM 63623G10 1,650,022 75,001 54,301 20,700 54,301 20,700
NATIONAL HEALTH INVS COM 63633D10 2,138,433 99,462 99,407 55 99,462
NATIONAL INSTRS CORP COM 63651810 1,935,378 67,908 67,308 600 67,908
NATIONAL-OILWELL INC COM 63707110 1,627,039 140,723 140,723 140,723
NATIONAL PENN BANCSH COM 63713810 1,596,424 64,502 64,502 64,502
PAGE MARKET VALUE 1,203,973,866
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 40
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL PRESTO INDS COM 63721510 1,305,711 36,846 36,846 36,846
NATIONAL PROCESSING COM 63722910 267,300 59,400 59,400 59,400
NATIONAL R V HLDGS I COM 63727710 1,104,015 49,899 49,899 49,899
NATIONAL SEMICONDUCT SB NT CV 637640AB 247,125 300,000 300,000 300,000
NATIONAL SEMICONDUCT COM 63764010 19,437,580 2,087,369 2,083,769 3,600 1,922,569 164,800
NATIONAL SVC INDS IN COM 63765710 20,486,794 601,456 600,319 537 600 545,629 600 55,227
NATIONAL STL CORP CL B 63784430 981,948 119,024 119,024 119,024
NATIONAL WESTN LIFE CL A 63852210 1,739,693 16,451 16,451 16,451
NATIONWIDE FINL SVCS CL A 63861210 18,441,318 439,079 439,079 439,079
NATIONWIDE HEALTH PP COM 63862010 4,291,606 225,874 213,485 3,289 9,100 216,774 9,100
NATURAL MICROSYSTEMS COM 63888210 464,142 94,013 45,400 48,613 94,013
NATURES SUNSHINE PRO COM 63902710 665,104 60,464 60,464 60,464
NAUTICA ENTERPRISES COM 63908910 1,589,697 140,532 140,532 140,532
NAVISTAR INTL CORP N COM 63934E10 54,906,895 1,366,285 1,365,685 600 1,264,234 102,051
NEIMAN MARCUS GROUP COM 64020410 4,388,028 193,946 192,546 1,400 192,346 1,400 200
NEOMAGIC CORP COM 64049710 8,175,974 822,781 822,781 822,781
NETWORKS ASSOCS INC COM 64093810 23,661,947 771,074 769,659 915 500 756,488 500 14,086
NETWORK APPLIANCE IN COM 64120L10 16,159,297 319,196 319,036 160 319,196
NETWORK EQUIP TECHNO COM 64120810 953,506 106,692 106,692 106,692
NETWORK SOLUTIONS IN CL A 64121Q10 3,447,450 32,600 32,600 32,600
NEUROGEN CORP COM 64124E10 544,641 50,963 50,363 600 50,963
NEVADA POWER CO COM 64142310 8,041,473 324,908 324,216 692 321,008 3,900
NEW CENTURY ENERGIES COM 64352U10 48,880,400 1,435,042 1,361,630 59,746 13,666 1,322,201 13,666 99,175
NEW ENGLAND BUSINESS COM 64387210 1,689,549 58,896 58,896 58,896
NEW ENGLAND ELEC SYS COM 64400110 16,983,002 350,165 306,465 29,702 13,998 328,267 13,998 7,900
NEW ERA OF NETWORKS COM 64431210 6,911,855 102,020 80,900 17,320 3,800 98,220 3,800
NEW GERMANY FD INC COM 64446510 381,984 32,000 32,000 32,000
NEW JERSEY RES COM 64602510 3,495,744 98,300 97,300 1,000 97,300 1,000
NEW PLAN EXCEL RLTY COM 64805310 8,304,920 432,841 429,441 3,400 429,441 3,400
NEW YORK TIMES CO CL A 65011110 83,477,583 2,929,038 2,400,826 528,212 2,741,338 187,700
NEWBRIDGE NETWORKS C COM 65090110 841,050 26,700 14,400 12,300 14,400 12,300
NEWFIELD EXPL CO COM 65129010 3,980,665 175,941 175,941 175,941
NEWMONT MINING CORP COM 65163910 37,961,350 2,169,220 2,164,713 4,507 1,987,315 181,905
NEWPARK RES INC COM PAR $. 65171850 2,203,325 303,907 289,907 7,000 7,000 296,907 7,000
NEWPORT NEWS SHIPBUI COM 65222810 6,252,035 197,306 196,998 308 194,606 2,700
NEWS CORP LTD ADR NEW 65248770 424,800 14,400 14,400 14,400
NEWS CORP LTD SP ADR PFD 65248780 370,617 13,477 13,477 13,477
NEXTEL COMMUNICATION CL A 65332V10 121,644,480 3,321,351 3,300,342 10,009 11,000 3,052,251 11,000 258,100
NEXSTAR PHARMACEUTIC COM 65333B10 2,169,330 127,144 127,144 127,144
NEXTLINK COMMUNICATI CL A 65333H70 10,696,000 191,000 190,900 100 190,400 600
NICHOLS RESH CORP COM 65381810 978,649 51,849 51,849 51,849
NIELSEN MEDIA RESH I COM NEW 65392930 6,665,144 269,986 212,563 3,198 54,225 209,830 54,225 5,931
NICOR INC COM 65408610 22,049,901 613,571 612,271 1,300 566,571 47,000
NIKE INC CL B 65410610 194,507,353 3,371,771 3,352,171 13,200 6,400 3,024,168 6,400 341,203
NINE WEST GROUP INC COM 65440D10 4,018,253 162,768 162,703 65 160,368 2,400
99 CENTS ONLY STORES COM 65440K10 1,610,356 37,947 37,047 900 37,947
NOBLE AFFILIATES INC COM 65489410 9,002,093 310,417 292,511 75 17,831 287,786 17,831 4,800
PAGE MARKET VALUE 786,801,682
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 41
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NOKIA CORP SPONSORED 65490220 10,689,745 68,634 41,500 23,584 3,550 65,084 3,550
NOBLE DRILLING CORP COM 65504210 10,997,801 632,967 632,067 900 621,567 11,400
NORDSON CORP COM 65566310 4,661,313 83,611 83,511 100 82,311 1,300
NORDSTROM INC COM 65566410 71,393,378 1,746,627 1,740,327 6,300 1,606,927 139,700
NORFOLK SOUTHERN COR COM 65584410 135,827,794 5,149,869 4,944,125 125,012 80,732 4,618,282 80,732 450,855
NORRELL CORP GA COM 65630110 892,265 68,310 68,310 68,310
NORSTAN INC COM 65653510 366,300 39,600 39,600 39,600
NORTEK INC COM 65655910 1,030,020 41,617 40,684 933 41,617
NORTH CAROLINA NAT G COM 65822110 1,513,768 49,836 49,836 49,836
NORTH FACE INC COM 65931710 656,937 52,555 52,555 52,555
NORTH FORK BANCORPOR COM 65942410 26,541,703 1,256,412 1,250,222 3,640 2,550 1,239,374 2,550 14,488
NORTH PITTSBURGH SYS COM 66156210 881,375 64,100 64,100 64,100
NORTHEAST UTILS COM 66439710 11,141,486 802,990 796,598 6,144 248 760,147 248 42,595
NORTHERN BORDER PART UNIT LTD P 66478510 372,856 12,200 4,200 8,000 4,200 8,000
NORTHN STS PWR CO MI COM 66577210 49,688,094 2,142,929 2,105,527 11,930 25,472 1,939,869 25,472 177,588
NORTHERN TELECOM LTD COM 66581510 462,268,956 7,440,949 7,428,082 10,531 2,336 6,498,578 298,136 644,235
NORTHERN TR CORP COM 66585910 185,615,836 2,089,986 1,345,851 608,962 135,173 1,845,413 135,173 109,400
NORTHROP GRUMMAN COR COM 66680710 51,397,957 858,421 852,021 6,400 787,921 70,500
NORTHWAY FINL INC COM 66727010 339,465 11,222 11,222 11,222
NORTHWEST AIRLS CORP CL A 66728010 49,566,935 1,782,214 116,057 1,666,157 339,783 1,438,331 4,100
NORTHWEST BANCORP IN COM 66732810 609,575 65,900 65,900 65,900
NORTHWEST NAT GAS CO COM 66765510 2,651,053 121,191 121,191 121,191
NORTHWESTERN CORP COM 66807410 3,572,821 137,750 137,750 137,750
NOVA CORP GA COM 66978410 10,385,550 395,640 390,440 2,800 2,400 387,640 2,400 5,600
NOVACARE EMPLOYEE SV COM 66986Q10 856,195 109,600 109,600 109,600
NOVACARE CORP COM 66993010 551,400 315,086 315,086 315,086
NOVELL INC COM 67000610 109,093,233 4,331,331 4,320,831 10,500 3,891,544 439,787
NOVELLUS SYS INC COM 67000810 8,456,781 153,411 153,291 120 153,411
NOVOSTE CORP COM 67010C10 820,800 34,200 34,200 34,200
NOVO-NORDISK A S ADR 67010020 626,205 11,490 1,600 9,890 11,490
NU SKIN ENTERPRISES CL A 67018T10 4,654,353 203,469 203,469 203,469
NUCOR CORP COM 67034610 52,660,567 1,195,147 1,129,178 24,380 41,589 1,053,431 41,589 100,127
NUEVO ENERGY CO COM 67050910 1,197,126 88,676 88,676 88,676
NVEST L P UNIT LTD P 67065F10 397,700 16,400 16,400 16,400
OEA INC COM 67082610 892,097 108,133 108,133 106,733 1,400
OEC-MEDICAL SYS INC COM 67082810 1,219,966 53,042 53,042 53,042
OGE ENERGY CORP COM 67083710 9,392,695 416,306 414,506 800 1,000 408,006 1,000 7,300
OM GROUP INC COM 67087210 3,543,375 107,375 107,039 336 107,375
OAK INDS INC COM NEW 67140050 2,402,713 75,676 75,561 115 75,676
OAK TECHNOLOGY INC COM 67180210 534,413 174,531 159,531 15,000 159,531 15,000
OAKLEY INC COM 67366210 930,057 134,072 134,072 134,072
OAKWOOD HOMES CORP COM 67409810 3,116,344 222,596 220,596 2,000 220,596 2,000
OCCIDENTAL PETE CORP COM 67459910 83,214,144 4,623,008 4,612,989 10,019 4,198,650 424,358
OCEAN FINL CORP COM 67490410 1,504,228 104,642 104,642 104,642
OCEANEERING INTL INC COM 67523210 1,720,514 113,753 98,053 15,700 113,753
OCTEL CORP COM 67572710 9,984,264 815,042 811,600 67 3,375 811,492 3,375 175
OCWEN ASSET INVESTME COM 67574M10 547,563 148,512 83,512 5,000 60,000 88,512 60,000
PAGE MARKET VALUE 1,391,379,716
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 42
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OCULAR SCIENCES INC COM 67574410 1,268,137 44,206 44,206 44,206
OCWEN FINL CORP COM 67574610 825,702 93,702 93,702 93,702
OFFICEMAX INC COM 67622M10 5,394,394 625,437 625,437 614,537 10,900
OFFICE DEPOT INC COM 67622010 67,344,820 1,798,884 1,235,396 561,488 2,000 1,196,540 560,863 41,481
OFFSHORE LOGISTICS I COM 67625510 1,245,967 107,180 107,180 107,180
OGDEN CORP COM 67634610 7,778,907 323,286 322,986 100 200 305,983 200 17,103
OHIO CAS CORP COM 67724010 5,070,000 130,000 128,930 1,070 129,600 400
OLD KENT FINL CORP COM 67983310 20,218,408 477,841 473,310 4,531 462,968 14,873
OLD NATL BANCORP IND COM 68003310 5,826,234 127,525 127,503 22 127,525
OLD REP INTL CORP COM 68022310 22,766,309 1,247,469 1,238,868 6,351 2,250 1,217,767 2,250 27,452
OLIN CORP COM PAR $1 68066520 2,454,715 243,959 242,859 1,100 237,159 1,100 5,700
OLSTEN CORP COM 68138510 2,725,775 440,565 440,565 433,865 6,700
OMNICARE INC COM 68190410 8,036,443 421,595 421,438 157 413,795 7,800
OMNICOM GROUP INC COM 68191910 165,908,763 2,075,494 2,060,454 13,040 2,000 1,828,594 77,200 169,700
OMEGA HEALTHCARE INV COM 68193610 2,051,095 89,423 88,623 800 88,623 800
OMNIQUIP INTL INC COM 68196910 502,218 42,742 42,742 42,742
OMEGA FINL CORP COM 68209210 1,495,252 44,970 44,970 44,970
OMEGA PROTEIN CORP COM 68210P10 249,900 39,200 39,200 39,200
OMNIPOINT CORP COM 68212D10 1,955,376 135,442 131,542 3,900 135,442
ON ASSIGNMENT INC COM 68215910 1,516,103 59,165 59,165 59,165
ON COMMAND CORP COM 68216010 392,375 43,000 43,000 43,000
ONE VALLEY BANCORP I COM 68241910 5,516,562 158,181 158,181 158,181
ONEIDA LTD COM 68250510 1,000,637 58,861 58,861 58,861
ONEOK INC NEW COM 68268010 11,215,066 453,134 450,586 1,400 1,148 426,086 1,148 25,900
ONSALE INC COM 68283810 503,430 15,000 15,000 15,000
OPEN MKT INC COM 68370M10 1,343,468 103,847 94,652 9,195 103,847
ORACLE CORP COM 68389X10 574,290,938 21,774,064 21,713,216 40,486 20,362 19,305,081 662,074 1,806,909
ORANGE & ROCKLAND UT COM 68406510 4,025,242 70,081 67,063 1,706 1,312 68,769 1,312
ORBITAL SCIENCES COR COM 68556410 4,177,821 147,236 128,736 16,900 1,600 145,236 1,600 400
ORGANOGENESIS INC COM 68590610 1,562,685 135,157 132,357 2,800 132,357 2,800
OREGON STL MLS INC COM 68607910 1,335,560 127,964 127,964 126,164 1,800
O REILLY AUTOMOTIVE COM 68609110 2,715,474 60,681 60,681 60,681
ORIENTAL FINL GROUP COM 68618W10 1,309,267 46,865 46,865 46,865
ORION CAP CORP COM 68626810 3,254,375 104,140 104,080 60 103,780 60 300
ORTHODONTIC CTRS AME COM 68750P10 2,694,604 171,086 171,086 171,086
OSHKOSH B GOSH INC CL A 68822220 931,326 52,656 52,656 52,656
O'SULLIVAN INDS HLDG COM 68860910 1,293,203 93,629 93,629 93,629
OTTER TAIL PWR CO COM 68964810 2,466,109 61,846 58,846 1,000 2,000 59,846 2,000
OUTBACK STEAKHOUSE I COM 68989910 11,618,914 354,776 354,776 348,226 6,550
OUTDOOR SYS INC COM 69005710 8,468,580 282,286 281,286 1,000 281,686 600
OVERSEAS SHIPHOLDING COM 69036810 1,891,817 162,737 162,737 160,237 2,500
OWENS CORNING COM 69073F10 23,875,224 750,510 750,310 200 664,643 24,200 61,667
OWENS & MINOR INC NE COM 69073210 1,189,930 117,524 117,524 117,524
OWENS ILL INC COM NEW 69076840 378,777,300 15,151,092 1,834,140 13,316,952 1,693,240 13,314,252 143,600
OXFORD HEALTH PLANS COM 69147110 17,690,578 1,132,197 1,131,947 250 1,107,408 24,789
OXFORD INDS INC COM 69149730 841,741 34,533 33,573 800 160 34,373 160
PBOC HLDGS INC COM 69316G10 522,900 58,100 58,100 58,100
PAGE MARKET VALUE 1,389,539,644
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 43
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
P-COM INC COM 69326210 1,414,124 185,459 185,459 185,459
PECO ENERGY CO COM 69330410 136,225,305 2,945,412 2,936,297 9,115 2,676,770 268,642
PG&E CORP COM 69331C10 1,053,492,393 33,915,794 4,956,788 28,955,587 3,419 4,503,289 28,943,101 469,404
PFF BANCORP INC COM 69331W10 2,354,450 134,540 134,540 134,540
PIMCO ADVISORS HLDGS UT LTD PAR 69338P10 470,517 14,967 11,967 3,000 11,967 3,000
PLD TELEKOM INC COM 69340T10 420,825 108,600 108,600 108,600
PMA CAP CORP CL A 69341920 1,294,037 64,300 64,300 64,300
PMC-SIERRA INC COM 69344F10 22,860,352 321,131 321,031 100 321,131
PMI GROUP INC COM 69344M10 14,389,374 310,283 310,083 200 304,183 6,100
PNC BK CORP COM 69347510 228,699,748 4,116,118 4,035,401 40,507 40,210 3,705,036 40,210 370,872
P P & L RES INC COM 69349910 94,750,301 3,828,295 3,821,795 3,200 3,300 3,600,187 3,300 224,808
PPG INDS INC COM 69350610 118,431,421 2,310,857 2,290,649 6,400 13,808 2,091,230 13,808 205,819
PRI AUTOMATION INC COM 69357H10 1,578,696 75,176 75,176 75,176
PS BUSINESS PKS INC COM 69360J10 2,246,348 102,400 102,400 102,400
PSS WORLD MED INC COM 69366A10 3,390,698 384,782 378,582 6,200 379,482 5,300
PXRE CORP COM 69367410 1,049,382 58,299 58,299 58,299
PACCAR INC COM 69371810 44,602,184 1,082,919 1,081,519 1,400 1,003,939 78,980
PACIFIC CAP BANCORP COM 69404P10 2,045,599 88,700 88,700 88,700
PACIFIC CENTY FINL C COM 69405810 21,568,342 1,033,214 1,033,214 1,011,010 22,204
PACIFIC GATEWAY EXCH COM 69432710 1,335,511 40,242 40,242 40,242
PACIFIC GULF PPTYS I COM 69439610 2,688,804 149,378 149,378 149,378
PACIFIC SUNWEAR CALI COM 69487310 3,018,176 86,854 86,854 86,854
PACIFICARE HEALTH SY CL A 69511210 729,887 12,127 12,127 9,017 3,110
PACIFICARE HEALTH SY CL B 69511220 37,123,768 543,938 543,738 200 529,949 13,989
PACIFICORP COM 69511410 65,772,024 3,812,871 3,804,137 6,408 2,326 3,459,931 2,326 350,614
PAGEMART WIRELESS IN CL A 69553J10 793,367 162,742 153,842 8,900 162,742
PAGING NETWORK INC COM 69554210 1,588,044 338,819 338,019 800 337,719 1,100
PAINE WEBBER GROUP I COM 69562910 30,959,468 776,413 773,873 2,540 726,176 50,237
PAIRGAIN TECHNOLOGIE COM 69593410 2,988,794 306,543 301,543 5,000 306,543
PALL CORP COM 69642930 25,183,017 1,520,530 1,514,641 800 5,089 1,402,378 5,089 113,063
PALM HARBOR HOMES COM 69663910 1,784,065 82,026 82,026 82,026
PANAMSAT CORP NEW COM 69793310 4,708,683 151,283 151,283 150,883 400
PAN PACIFIC RETAIL P COM 69806L10 1,072,100 60,400 60,400 60,400
PAPA JOHNS INTL INC COM 69881310 5,465,675 123,868 123,868 121,668 2,200
PARAMETRIC TECHNOLOG COM 69917310 72,646,089 3,678,283 3,664,121 5,662 8,500 3,198,529 127,700 352,054
PAREXEL INTL CORP COM 69946210 2,474,020 119,593 113,793 2,900 2,900 116,693 2,900
PARK ELECTROCHEMICAL COM 70041620 1,848,157 78,645 78,645 78,645
PARK NATL CORP COM 70065810 3,451,968 35,958 35,958 35,958
PARK PL ENTMT CORP COM 70069010 8,356,357 1,105,046 1,100,646 4,000 400 1,025,947 400 78,699
PARKER DRILLING CO COM 70108110 1,684,708 472,967 372,967 100,000 367,767 100,000 5,200
PARKER HANNIFIN CORP COM 70109410 50,390,894 1,471,267 1,417,410 18,947 34,910 1,300,103 34,910 136,254
PARKERVISION INC COM 70135410 834,225 29,400 29,400 29,400
PARKWAY PPTYS INC COM 70159Q10 1,350,157 47,900 47,900 47,900
PATHOGENESIS CORP COM 70321E10 993,008 74,595 69,920 2,875 1,800 72,795 1,800
PATRIOT AMERN HOSPIT PAIRED CTF 70335220 3,228,319 629,916 584,720 45,196 628,736 1,180
PATTERSON DENTAL CO COM 70341210 4,144,215 95,820 95,820 95,820
PATTERSON ENERGY INC COM 70341410 757,344 136,164 136,164 136,164
PAGE MARKET VALUE 2,088,654,940
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 44
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PAXAR CORP COM 70422710 1,073,865 144,395 144,395 144,395
PAXSON COMMUNICATION COM 70423110 696,946 81,400 81,400 81,400
PAYCHEX INC COM 70432610 111,500,621 2,350,499 2,004,021 335,228 11,250 2,105,224 84,150 161,125
PAYLESS SHOESOURCE I COM 70437910 8,218,782 176,748 174,148 2,067 533 173,215 533 3,000
PAYMENTECH INC COM 70438410 2,110,208 89,321 89,321 89,321
PEC ISRAEL ECONOMIC COM 70509810 1,009,187 33,500 33,500 33,500
PEDIATRIX MED GROUP COM 70532410 4,974,778 176,881 176,881 176,881
PEGASUS COMMUNICATIO CL A 70590410 1,008,000 36,000 36,000 36,000
PEGASUS SYSTEMS INC COM 70590610 1,738,550 43,600 43,600 43,600
PENFORD CORP COM 70705110 467,075 31,400 31,400 31,400
PENN TREATY AMERN CO COM 70787410 635,484 25,612 25,612 25,612
PENN VA CORP COM 70788210 566,901 32,280 32,280 32,280
PENNEY J C INC COM 70816010 1,273,643,757 31,447,994 3,283,114 28,144,459 20,421 2,987,338 28,145,510 315,146
PENNSYLVANIA ENTERPR COM 70872010 1,176,360 49,015 49,015 49,015
PENNSYLVANIA RL ESTA SH BEN INT 70910210 1,072,334 57,384 57,384 57,384
PENNZENERGY CO COM 70931Q10 2,030,700 193,400 192,500 600 300 191,000 300 2,100
PENNZOIL-QUAKER STAT COM 70932310 3,544,905 286,457 285,557 600 300 278,225 300 7,932
PENSKE MOTORSPORTS I COM 70959810 1,060,425 30,083 24,683 5,400 24,683 5,400
PENTAIR INC COM 70963110 9,184,522 272,134 272,134 268,734 3,400
PENTON MEDIA INC COM 70966810 1,377,067 61,203 61,203 61,003 200
PEOPLES BANCORP INC COM 70990910 1,680,507 170,178 170,178 170,178
PEOPLES BK BRIDGEPOR COM 71019810 3,059,430 102,838 96,238 6,600 95,938 6,600 300
PEOPLES ENERGY CORP COM 71103010 17,427,251 539,343 538,246 1,097 508,143 31,200
PEOPLES HERITAGE FIN COM 71114710 19,465,038 1,081,391 440,865 608,450 32,076 1,048,315 32,076 1,000
PEOPLES HLDG CO COM 71114810 936,337 28,700 28,700 28,700
PEOPLESOFT INC COM 71271310 43,998,435 3,008,440 3,002,640 5,800 2,640,570 104,400 263,470
PEP BOYS MANNY MOE & COM 71327810 10,587,571 694,267 694,267 657,730 36,537
PEPSICO INC COM 71344810 1,571,608,585 40,105,356 18,197,947 20,986,500 920,909 19,275,826 19,385,206 1,444,324
PERCLOSE INC COM 71361C10 937,626 30,246 30,246 30,246
PEREGRINE SYSTEMS IN COM 71366Q10 2,816,699 83,768 83,768 83,768
PERFORMANCE FOOD GRO COM 71375510 1,464,618 55,795 55,795 55,795
PERKIN ELMER CORP COM 71404110 63,547,656 654,712 653,837 875 574,087 22,200 58,425
PERRIGO CO COM 71429010 2,956,078 407,735 407,735 402,035 5,700
PERSONNEL GROUP AMER COM 71533810 3,349,616 466,066 461,066 5,000 466,066
PETCO ANIMAL SUPPLIE COM 71601610 933,700 93,370 93,370 93,370
PETSMART INC COM 71676810 4,070,929 506,902 498,902 8,000 498,902 8,000
PHARMACYCLICS INC COM 71693310 854,700 51,800 51,800 51,800
PHARMACIA & UPJOHN I COM 71694110 692,568,961 11,103,310 6,363,628 4,711,886 27,796 5,899,920 4,674,667 528,723
PFIZER INC COM 71708110 2,804,731,766 20,214,283 17,541,295 1,976,720 696,268 16,251,293 2,386,901 1,576,089
PHARMACEUTICAL PROD COM 71712410 2,417,571 72,033 72,033 72,033
PHARMERICA INC COM 71713510 1,702,765 340,553 339,553 1,000 340,553
PHELPS DODGE CORP COM 71726510 37,655,023 764,569 763,078 700 791 691,136 791 72,642
PHILADELPHIA CONS HL COM 71752810 558,509 27,752 27,752 27,752
PHILADELPHIA SUBN CO COM PAR $0 71800960 2,533,343 111,665 111,665 111,665
PHILIP MORRIS COS IN COM 71815410 1,148,644,111 32,643,991 31,311,894 838,252 493,845 30,011,009 1,579,145 1,053,837
PHILLIPS PETE CO COM 71850710 157,072,702 3,324,290 3,288,688 9,251 26,351 3,040,736 26,351 257,203
PHILLIPS VAN HEUSEN COM 71859210 680,217 100,773 100,773 100,773
PAGE MARKET VALUE 8,025,350,211
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 45
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PHOENIX INVT PARTNER COM 71908510 1,898,931 220,166 220,166 220,166
PHYCOR INC COM 71940F10 1,589,193 334,567 334,567 334,567
PHYSICIAN RELIANCE N COM 71940G10 1,028,874 121,044 121,044 121,044
PHOTRONICS INC COM 71940510 1,652,242 88,711 88,711 88,711
PICTURETEL CORP COM NEW 72003530 1,178,023 168,289 167,289 1,000 167,289 1,000
PIEDMONT NAT GAS INC COM 72018610 5,766,110 164,746 163,826 920 164,746
PIER 1 IMPORTS INC COM 72027910 2,884,399 355,003 355,003 353,953 1,050
PIERCE LEAHY CORP COM 72072210 952,836 38,305 37,300 1,005 38,305
PILGRIM PRIME RATE T SH BEN INT 72146W10 456,750 48,400 28,400 20,000 28,400 20,000
PILGRIMS PRIDE CORP CL B 72146710 2,557,597 155,600 155,600 155,600
PILLOWTEX CORP COM 72150110 436,661 30,779 30,779 30,779
PINNACLE BANC GROUP COM 72344910 655,200 22,400 22,400 22,400
PINNACLE SYS INC COM 72348110 1,851,850 40,700 40,700 40,700
PINNACLE WEST CAP CO COM 72348410 141,782,220 3,897,793 438,731 3,459,062 427,431 3,458,262 12,100
PIONEER GROUP INC COM 72368410 1,402,948 94,717 94,717 94,717
PIONEER HI BRED INTL COM 72368610 115,310,503 3,064,731 3,022,611 38,520 3,600 2,771,505 3,600 289,626
PIONEER NAT RES CO COM 72378710 4,076,554 526,007 525,278 729 518,007 8,000
PIONEER STD ELECTRS COM 72387710 1,090,637 166,205 163,730 2,475 166,205
PITNEY BOWES INC COM 72447910 218,776,740 3,431,792 3,405,392 23,750 2,650 3,035,342 124,150 272,300
PITTSTON CO COM BRINKS 72570110 5,583,858 237,611 237,611 221,929 15,682
PITTSTON CO COM BAX GR 72570188 693,269 99,938 99,938 97,438 2,500
PITTWAY CORP DEL CL A 72579020 3,282,873 123,882 123,882 123,482 400
PIXAR COM 72581110 1,912,483 48,571 48,571 48,571
PJ AMER INC COM 72585Q10 439,300 19,100 19,100 19,100
PLACER DOME INC COM 72590610 30,039,656 2,685,229 2,678,029 7,200 2,480,929 204,300
PLAINS RES INC COM PAR $0 72654050 1,064,205 70,947 70,947 70,947
PLANTRONICS INC NEW COM 72749310 6,279,347 100,370 100,370 100,370
PLATINUM SOFTWARE CO COM 72764R10 1,086,455 147,316 147,316 147,316
PLATINUM TECHNOLOGY COM 72764T10 10,205,737 400,225 396,061 4,164 391,925 8,300
PLAYBOY ENTERPRISES CL B 72811730 1,697,332 75,437 74,437 1,000 74,437 1,000
PLAYTEX PRODS INC COM 72813P10 2,284,495 151,041 151,041 151,041
PLEXUS CORP COM 72913210 1,751,442 62,832 62,832 62,832
PLYMOUTH RUBR INC CL A 73002610 213,790 31,971 31,971 31,971
PLYMOUTH RUBR INC CL B 73002620 412,200 62,219 62,219 62,219
POE & BROWN INC COM 73044410 1,518,968 45,770 45,770 45,770
POGO PRODUCING CO COM 73044810 2,268,916 174,532 173,982 550 174,532
POLARIS INDS INC COM 73106810 3,219,450 101,400 101,400 101,400
POLAROID CORP COM 73109510 159,086,197 7,880,626 548,580 7,332,046 510,846 7,325,846 43,934
POLICY MGMT SYS CORP COM 73110810 5,393,368 176,110 176,110 173,410 2,700
POLO RALPH LAUREN CO CL A 73157210 3,855,750 194,000 194,000 193,400 600
POLYCOM INC COM 73172K10 1,185,000 63,200 63,200 63,200
POLYMER GROUP INC COM 73174510 1,269,322 137,224 137,224 137,224
POMEROY COMPUTER RES COM 73182210 1,274,000 98,000 98,000 98,000
POOL ENERGY SVCS CO COM 73278810 1,439,236 93,994 93,994 93,994
POPULAR INC COM 73317410 18,090,619 585,931 583,731 2,200 584,331 1,600
POST PPTYS INC COM 73746410 5,618,387 154,990 150,930 60 4,000 150,990 4,000
POTLATCH CORP COM 73762810 13,852,438 408,181 405,364 800 2,017 375,564 2,017 30,600
PAGE MARKET VALUE 790,366,361
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 46
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
POTOMAC ELEC PWR CO COM 73767910 16,168,921 697,327 696,313 200 814 653,300 814 43,213
POWERTEL INC COM 73936C10 998,868 70,096 66,896 3,200 70,096
POWERWAVE TECHNOLOGI COM 73936310 646,950 22,800 21,000 1,800 22,800
PREMIER BANCSHARES I COM 73990910 2,052,025 103,900 103,900 103,900
PRAXAIR INC COM 74005P10 73,319,924 2,033,163 2,015,101 16,862 1,200 1,841,525 13,812 177,826
PRE PAID LEGAL SVCS COM 74006510 2,318,214 94,621 94,621 94,621
PRECISION CASTPARTS COM 74018910 6,163,724 153,136 153,136 151,036 2,100
PREMARK INTL INC COM 74045910 69,269,508 2,103,091 2,099,417 2,600 1,074 2,059,126 1,074 42,891
PREMIER PKS INC COM NEW 74054020 10,014,290 268,840 268,600 240 268,840
PREMIERE TECHNOLOGIE COM 74058F10 1,561,594 137,283 137,283 137,283
PREMISYS COMMUNICATI COM 74058410 890,884 103,291 103,291 103,291
PRENTISS PPTYS TR SH BEN INT 74070610 3,578,137 190,834 190,834 190,834
PRESIDENTIAL LIFE CO COM 74088410 2,678,926 149,352 149,352 149,352
PRESSTEK INC COM 74111310 972,688 123,516 117,516 6,000 123,516
PREVIEW TRAVEL INC COM 74137R10 955,700 50,300 50,300 50,300
PRICE ENTERPRISES IN COM NEW 74144420 293,223 52,719 52,719 52,719
PRICE T ROWE & ASSOC COM 74147710 42,235,428 1,228,667 595,938 521,933 110,796 1,107,371 110,796 10,500
PRIME MED SVCS INC N COM 74156D10 258,125 35,000 35,000 35,000
PRIME BANCSHARES INC COM 74157H10 366,024 25,800 25,800 25,800
PRIMEDIA INC COM 74157K10 7,663,054 547,361 544,961 2,400 545,761 1,600
PRIME RETAIL INC COM 74157010 1,800,155 205,732 205,732 205,732
PRIME GROUP REALTY T SH BEN INT 74158J10 319,325 24,100 24,100 24,100
PRIMEX TECHNOLOGIES COM 74159710 744,925 35,900 35,900 35,900
PRIMARK CORP COM 74190310 4,610,910 216,984 108,884 86,500 21,600 195,384 21,600
PRIME BANCORP INC COM 74191410 1,050,944 42,144 42,144 42,144
PRIME HOSPITALITY CO COM 74191710 2,575,580 259,191 259,191 259,191
PRIMUS TELECOMMUNICA COM 74192910 933,160 92,164 92,164 92,164
PRIDE INTL INC COM 74193210 2,069,925 250,900 249,900 1,000 250,900
PRISON RLTY CORP COM 74264N10 7,499,618 430,098 427,336 262 2,500 426,723 2,500 875
PRIORITY HEALTHCARE CL B 74264T10 9,433,901 208,484 208,484 208,484
PROBUSINESS SERVICES COM 74267410 2,108,358 50,199 50,199 50,199
PROCTER & GAMBLE CO COM 74271810 2,013,404,515 20,558,160 18,470,118 1,142,403 945,639 17,386,590 1,537,489 1,634,081
PROFIT RECOVERY GROU COM 74316810 2,052,775 51,969 51,969 51,969
PROGRESS SOFTWARE CO COM 74331210 8,797,254 257,795 257,795 257,795
PROGRESSIVE CORP OHI COM 74331510 117,130,440 816,240 815,310 930 743,940 72,300
PROJECT SOFTWARE & D COM 74339P10 1,228,552 50,145 50,145 50,145
PROLOGIS TR SH BEN INT 74341010 11,104,050 541,661 541,461 200 541,161 500
PROMUS HOTEL CORP NE COM 74342P10 20,989,720 577,037 427,142 149,895 401,362 149,495 26,180
PROTECTION ONE INC COM 74366330 716,250 114,600 114,600 114,600
PROTECTIVE LIFE CORP COM 74367410 12,561,130 331,647 329,647 2,000 323,847 2,000 5,800
PROTEIN DESIGN LABS COM 74369L10 1,152,740 76,533 76,533 76,533
PROVIDENT BANKSHARES COM 74385910 2,975,820 113,907 113,907 113,907
PROVIDENT COS INC COM 74386210 55,040,192 1,592,506 1,591,206 1,300 1,461,454 131,052
PROVIDENT FINL GROUP COM 74386610 6,371,324 166,028 166,028 162,328 3,700
PROVINCE HEALTHCARE COM 74397710 662,300 35,800 35,800 35,800
PROVIDIAN FINL CORP COM 74406A10 195,217,330 1,774,703 1,765,188 4,517 4,998 1,567,855 68,098 138,750
PSINET INC COM 74437C10 7,881,503 185,177 184,977 200 184,977 200
PAGE MARKET VALUE 2,732,838,903
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 47
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PUBLIC SVC CO N MEX COM 74449910 4,900,556 288,268 288,268 285,068 3,200
PUBLIC SVC CO N C IN COM 74451610 2,870,670 101,169 101,169 101,169
PUBLIC SVC ENTERPRIS COM 74457310 160,638,465 4,206,627 4,185,505 13,142 7,980 3,888,986 7,980 309,661
PUBLIC STORAGE INC COM 74460D10 9,308,900 372,356 372,184 172 371,856 500
PUERTO RICAN CEM INC COM 74507510 705,364 22,000 22,000 22,000
PUGET SOUND ENERGY I COM 74533210 10,661,009 462,276 461,976 300 451,976 10,300
PULTE CORP COM 74586710 18,190,125 874,021 871,821 2,200 820,595 53,426
QRS CORP COM 74726X10 2,374,040 37,947 35,247 900 1,800 36,147 1,800
QLOGIC CORP COM 74727710 5,310,258 79,110 79,110 79,110
QUADRAMED CORP COM 74730W10 2,395,020 314,101 314,101 314,101
QUAKER FABRIC CORP N COM 74739910 322,990 58,071 58,071 58,071
QUAKER OATS CO COM 74740210 150,961,541 2,425,085 2,353,081 36,385 35,619 2,155,434 96,319 173,332
QUALCOMM INC COM 74752510 46,254,689 371,897 368,297 3,000 600 350,824 600 20,473
QUANEX CORP COM 74762010 1,091,293 70,406 70,406 70,406
QUANTUM CORP COM 74790610 63,710,892 3,539,494 3,535,364 4,130 3,465,694 73,800
QUEENS CNTY BANCORP COM 74824210 2,163,267 80,121 80,121 80,121
QUEST DIAGNOSTICS IN COM 74834L10 3,468,686 155,896 155,784 112 155,784 112
QUESTAR CORP COM 74835610 7,656,286 452,045 428,282 22,163 1,600 443,445 1,600 7,000
QUIKSILVER INC COM 74838C10 4,479,091 106,014 106,014 106,014
QUINTILES TRANSNATIO COM 74876710 80,228,376 2,125,255 449,641 1,675,614 440,291 1,675,564 9,400
QUORUM HEALTH GROUP COM 74908410 3,441,900 344,190 342,490 1,700 337,790 6,400
R & B FALCON CORP COM 74912E10 4,418,035 512,236 510,346 1,890 510,492 1,744
QWEST COMMUNICATIONS COM 74912110 19,000,229 263,548 219,313 37,543 6,692 256,274 6,692 582
RCN CORP COM 74936110 4,922,605 146,672 146,672 146,672
RFS HOTEL INVS INC COM 74955J10 1,263,888 109,314 109,314 109,314
R H DONNELLEY CORP COM NEW 74955W30 2,289,538 148,315 142,200 4,939 1,176 138,019 1,176 9,120
RJR NABISCO HOLDINGS COM NEW 74960K87 91,725,825 3,669,033 3,659,783 9,250 3,601,333 67,700
RLI CORP COM 74960710 1,172,427 40,083 40,083 40,083
RPC INC COM 74966010 354,820 55,122 55,122 55,122
RPM INC OHIO COM 74968510 8,815,579 662,228 564,013 82,512 15,703 636,873 15,703 9,652
RTI INTL METALS INC COM 74973W10 782,060 78,206 77,146 1,060 78,206
RWD TECHNOLOGIES INC COM 74975B10 432,437 24,800 24,800 24,800
RADIANT SYSTEMS INC COM 75025N10 270,750 28,500 28,500 28,500
RAINFOREST CAFE INC COM 75086K10 549,541 109,231 108,931 300 109,231
RAMBUS INC DEL COM 75091710 4,087,040 63,488 63,488 63,488
RALCORP HLDGS INC NE COM 75102810 10,426,041 548,739 546,786 1,953 548,739
RALSTON PURINA CO COM RAL-PU 75127730 112,152,464 4,202,513 4,177,722 24,641 150 3,670,685 146,550 385,278
RANGER OIL LTD COM 75280510 550,400 137,600 137,600 129,000 8,600
RANGE RES CORP COM 75281A10 639,299 182,657 164,457 18,200 182,657
RATIONAL SOFTWARE CO COM NEW 75409P20 12,696,527 473,539 473,539 467,039 6,500
RAYCHEM CORP DEL COM 75460310 23,618,736 1,046,837 1,044,737 2,100 947,645 99,192
RAYMOND JAMES FINANC COM 75473010 2,814,078 142,485 139,785 2,700 142,485
RAYONIER INC COM 75490710 6,994,384 174,589 174,489 100 172,489 2,100
RAYOVAC CORP COM 75508110 3,390,126 123,000 117,000 6,000 117,000 6,000
RAYTHEON CO CL A 75511130 283,517,850 4,909,400 147,318 4,761,330 752 142,916 4,760,520 5,964
RAYTHEON CO CL B 75511140 250,524,029 4,273,331 4,138,243 68,148 66,940 3,891,791 66,940 314,600
READ-RITE CORP COM 75524610 1,350,299 204,777 204,777 204,777
PAGE MARKET VALUE 1,429,892,425
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 48
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
READERS DIGEST ASSN CL A NON V 75526710 13,767,456 437,938 436,588 1,050 300 406,998 300 30,640
READERS DIGEST ASSN CL B 75526720 44,565,592 1,620,567 1,620,567 1,620,567
REALNETWORKS INC COM 75605L10 5,046,323 41,300 41,300 41,300
REALTY INCOME CORP COM 75610910 3,065,391 145,971 145,771 200 145,971
RECKSON ASSOCS RLTY COM 75621K10 9,406,128 457,452 457,452 457,452
RECOTON CORP COM 75626810 649,600 46,400 46,400 46,400
RED ROOF INNS INC COM 75700510 2,182,162 138,550 138,550 138,550
REDWOOD TR INC COM 75807540 747,200 46,700 46,700 46,700
REEBOK INTL LTD COM 75811010 11,296,380 711,583 704,883 4,900 1,800 654,233 1,800 55,550
REGAL BELOIT CORP COM 75875010 1,645,213 91,087 91,087 91,087
REGENERON PHARMACEUT COM 75886F10 665,415 100,440 100,440 100,440
REGIS CORP MINN COM 75893210 3,396,471 127,567 127,567 127,567
REGENCY RLTY CORP COM 75893910 1,139,943 60,797 60,797 60,797
REGIONS FINL CORP COM 75894010 94,627,147 2,732,914 2,648,616 49,620 34,678 2,490,401 34,678 207,835
REINSURANCE GROUP AM COM 75935110 7,337,220 172,389 172,389 172,389
RELIANCE BANCORP INC COM 75945110 1,288,258 44,809 44,809 44,809
RELIANCE GROUP HOLDI COM 75946410 1,948,285 253,452 253,452 252,652 800
RELIANCE STEEL & ALU COM 75950910 1,291,382 44,821 44,821 44,821
RELIANT ENERGY INC COM 75952J10 95,656,687 3,670,351 3,656,243 8,804 5,304 3,344,609 5,304 320,438
RELIASTAR FINL CORP COM 75952U10 20,327,564 476,893 467,843 5,450 3,600 460,393 3,600 12,900
RELTEC CORP COM 75952710 5,981,598 203,200 203,200 202,500 700
REMEC INC COM 75954310 1,874,533 89,798 87,298 2,500 89,798
REMEDY CORP COM 75954810 1,548,820 110,630 100,285 7,345 3,000 107,630 3,000
REMEDYTEMP INC CL A 75954910 290,182 23,100 23,100 23,100
RENAISSANCE WORLDWID COM 75968A10 397,762 64,290 63,290 1,000 63,290 1,000
REPUBLIC BANCSHARES COM 75992910 493,762 23,100 23,100 23,100
RENAL CARE GROUP INC COM 75993010 6,072,289 309,416 309,416 309,416
RENT A CTR INC NEW COM 76009N10 1,897,270 65,992 65,992 65,992
RENT WAY INC COM 76009U10 1,807,440 75,310 75,310 75,310
RENTAL SERVICE CORP COM 76009V10 2,346,592 134,091 134,091 134,091
REPUBLIC BANCORP INC COM 76028210 1,184,755 91,135 90,894 241 91,135
REPUBLIC BKG CORP FL COM 76032210 682,075 36,500 36,500 36,500
REPUBLIC GROUP INC COM 76047310 557,640 37,023 37,023 37,023
REPUBLIC N Y CORP COM 76071910 64,084,968 1,389,376 1,386,626 2,550 200 1,279,476 200 109,700
REPUBLIC SECURITY FI COM 76075810 1,859,795 201,059 200,221 838 201,059
RES-CARE INC COM 76094310 1,140,915 50,568 50,568 50,568
RESMED INC COM 76115210 5,562,425 196,900 196,900 196,900
RESOURCE AMERICA INC CL A 76119520 1,157,483 134,201 133,751 450 134,201
RESOURCE BANCSHARES COM 76119710 1,147,626 89,136 89,136 89,136
RESPIRONICS INC COM 76123010 1,636,414 124,093 124,093 124,093
REUTERS GROUP PLC SPONSORED 76132M10 6,718,304 77,333 42,892 34,441 42,892 34,441
REVLON INC CL A 76152550 748,996 36,315 36,315 36,215 100
REXALL SUNDOWN INC COM 76164810 2,628,599 136,999 136,999 136,599 400
REYNOLDS & REYNOLDS CL A 76169510 8,611,427 453,233 448,633 1,000 3,600 439,233 3,600 10,400
REYNOLDS METALS CO COM 76176310 41,082,737 850,363 849,263 1,100 768,982 81,381
RICHFOOD HLDGS INC COM 76340810 4,466,352 207,140 207,140 207,140
RICHMOND CNTY FINL C COM 76455610 1,802,620 121,700 121,700 121,700
PAGE MARKET VALUE 487,833,196
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 49
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RIGGS NATL CORP WASH COM 76657010 3,958,081 234,553 234,553 234,553
RISK CAP HLDGS INC COM 76771110 837,925 55,400 55,400 55,400
RITE AID CORP COM 76775410 82,674,075 3,306,963 3,298,571 4,600 3,792 2,990,924 3,792 312,247
RIVIANA FOODS INC COM 76953610 964,756 41,273 41,273 41,273
ROADWAY EXPRESS INC COM 76974210 1,410,430 82,665 82,165 500 82,165 500
ROANOKE ELEC STL COR COM 76984110 610,762 54,900 54,900 54,900
ROBBINS & MYERS INC COM 77019610 595,806 34,291 33,891 400 33,891 400
ROBERT HALF INTL INC COM 77032310 14,401,252 438,902 437,352 800 750 430,002 750 8,150
ROBERTS PHARMACEUTIC COM 77049110 3,042,406 146,622 135,222 6,500 4,900 141,722 4,900
ROCHESTER GAS & ELEC COM 77136710 9,214,416 359,587 358,403 1,184 359,587
ROCK-TENN CO CL A 77273920 1,544,341 100,445 71,192 29,253 100,445
ROCKWELL INTL CORP N COM 77390310 106,105,273 2,500,301 2,481,005 11,070 8,226 2,267,815 8,226 224,260
ROGERS CORP COM 77513310 803,187 32,452 32,452 32,452
ROHM & HAAS CO COM 77537110 72,806,986 2,169,328 2,158,603 6,000 4,725 1,977,667 4,725 186,936
ROHN INDS INC COM 77538110 217,462 98,000 98,000 98,000
ROLLINS INC COM 77571110 1,879,598 111,801 111,801 109,701 2,100
ROLLINS TRUCK LEASIN COM 77574110 2,540,242 269,179 268,279 900 269,179
ROMAC INTL INC COM 77583510 1,246,584 146,657 146,657 146,657
ROPER INDS INC NEW COM 77669610 3,097,375 129,733 129,733 129,733
ROSLYN BANCORP INC COM 77816210 79,605,990 4,717,392 809,103 3,908,289 4,717,392
ROSS STORES INC COM 77829610 27,013,953 616,588 614,570 1,318 700 605,438 700 10,450
ROUGE INDS INC DEL CL A 77908810 332,500 38,000 38,000 38,000
ROUSE CO COM 77927310 7,475,643 336,938 336,938 317,838 19,100
ROWAN COS INC COM 77938210 14,290,700 1,126,405 1,124,005 1,500 900 1,044,305 900 81,200
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,238,711,708 23,821,379 23,084,511 485,345 251,523 21,575,135 251,523 1,994,721
RUBY TUESDAY INC COM 78118210 3,846,060 221,356 221,356 221,356
RUDDICK CORP COM 78125810 3,966,865 203,429 203,429 199,929 3,500
RURAL / METRO CORP COM 78174810 488,252 61,516 61,516 61,516
RUSS BERRIE & CO COM 78223310 2,071,510 79,867 79,867 79,867
RUSSELL CORP COM 78235210 10,006,492 497,217 497,217 457,017 40,200
RYANS FAMILY STEAK H COM 78351910 2,437,983 202,121 202,121 202,121
RYDER SYS INC COM 78354910 27,781,606 1,005,669 998,494 5,325 1,850 909,058 1,850 94,761
RYERSON TULL INC NEW COM 78375P10 2,286,295 155,668 155,668 153,755 1,913
RYLAND GROUP INC COM 78376410 5,540,037 218,870 218,870 218,870
S & T BANCORP INC COM 78385910 2,285,437 119,500 119,500 119,500
SBC COMMUNICATIONS I COM 78387G10 1,333,179,265 28,253,105 27,465,428 661,498 126,179 24,360,127 1,494,631 2,398,347
SCB COMPUTER TECHNOL COM 78388N10 245,891 53,900 53,900 53,900
SCI SYS INC COM 78389010 9,212,338 310,965 309,765 1,200 305,465 5,500
SCM MICROSYSTEMS INC COM 78401810 3,304,800 54,400 54,400 54,400
SCIPE HLDGS INC COM 78402P10 1,668,683 61,378 61,378 61,378
SDL INC COM 78407610 4,995,515 55,047 55,047 55,047
SEI INVESTMENTS CO COM 78411710 5,638,245 60,954 56,938 3,716 300 60,654 300
SEMCO ENERGY INC COM 78412D10 1,248,895 81,229 80,717 512 81,229
SFX ENTMT INC CL A 78417810 8,182,394 126,737 126,737 126,737
SL GREEN RLTY CORP COM 78440X10 4,037,055 214,600 212,300 2,300 214,600
SLM HLDG CORP COM 78442A10 89,373,306 2,140,678 2,108,052 11,924 20,702 1,868,176 94,602 177,900
SLI INC COM 78442T10 1,442,049 68,669 68,219 450 68,669
PAGE MARKET VALUE 3,198,620,424
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 50
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SM&A CORP COM 78443210 209,300 18,200 18,200 18,200
SPDR TR UNIT SER 1 78462F10 328,077,589 2,555,619 2,481,000 74,619 587,719 1,967,900
SOS STAFFING SVCS IN COM 78462X10 344,520 45,000 45,000 45,000
SPS TECHNOLOGIES INC COM 78462610 1,875,129 47,774 47,174 600 47,174 600
SPX CORP COM 78463510 10,020,016 198,664 197,565 639 460 188,568 460 9,636
S3 INC COM 78484910 1,696,012 226,135 226,135 226,135
SABRATEK CORP COM 78571U10 617,700 41,180 41,180 41,180
SABRE GROUP HLDGS IN CL A 78590510 12,397,765 273,229 272,849 380 270,329 2,900
SAFECO CORP COM 78642910 73,795,543 1,824,951 1,815,552 3,000 6,399 1,650,359 6,399 168,193
SAFEGUARD SCIENTIFIC COM 78644910 8,137,192 120,551 120,551 120,551
SAFESKIN CORP COM 78645410 1,368,006 183,946 168,946 15,000 168,446 15,000 500
SAFETY-KLEEN CORP NE COM NEW 78648R20 1,819,317 137,307 137,307 137,307
SAFEWAY INC COM NEW 78651420 318,933,173 6,215,567 6,188,637 26,930 5,535,227 216,700 463,640
ST JOE CO COM 79014810 2,777,013 114,516 114,516 110,616 3,900
ST JOHN KNITS INC COM 79028910 1,878,691 71,230 71,230 71,230
ST JUDE MED INC COM 79084910 25,360,018 1,040,411 1,038,161 2,250 953,211 87,200
ST MARY LD & EXPL CO COM 79222810 1,100,567 63,342 57,792 2,850 2,700 60,642 2,700
ST PAUL BANCORP INC COM 79284810 5,567,389 257,083 255,326 1,757 257,083
ST PAUL COS INC COM 79286010 94,629,016 3,046,456 3,038,188 6,002 2,266 2,763,525 2,266 280,665
SAKS INC COM 79377W10 18,995,938 730,613 727,773 1,000 1,840 716,125 1,840 12,648
SAMSONITE CORP NEW COM 79604V10 268,556 43,846 43,846 43,846
SANCHEZ COMPUTER ASS COM 79970210 724,749 31,172 31,172 31,172
SANDISK CORP COM 80004C10 2,298,583 86,739 86,739 86,739
SANDY SPRING BANCORP COM 80036310 1,130,875 41,500 41,500 41,500
SANMINA CORP COM 80090710 13,074,105 205,084 205,084 205,084
SANGSTAT MED CORP COM 80100310 945,115 76,373 71,223 3,150 2,000 74,373 2,000
SANTA FE ENERGY RES COM 80201210 3,373,332 457,401 452,624 988 3,789 453,612 3,789
SAP AKTIENGESELLSCHA SPONSORED 80305420 1,185,092 45,040 4,700 38,340 2,000 43,040 2,000
SAPIENT CORP COM 80306210 3,389,313 47,486 46,236 1,250 47,486
SARA LEE CORP COM 80311110 310,199,348 12,533,307 12,030,493 212,856 289,958 10,704,832 696,478 1,131,997
SAUCONY INC CL A 80412010 255,000 30,000 30,000 30,000
SAUER INC COM 80413710 386,987 37,300 37,300 37,300
SAWTEK INC COM 80546810 2,370,937 70,250 68,450 1,800 70,250
SBARRO INC COM 80584410 2,311,449 86,815 86,515 300 85,415 1,400
SCANA CORP COM 80589810 11,498,057 530,182 527,942 840 1,400 519,382 1,400 9,400
SCHAWK INC CL A 80637310 442,650 45,400 45,400 45,400
SCHEIN HENRY INC COM 80640710 2,566,132 101,629 101,629 101,629
SCHEIN PHARMACEUTICA COM 80641610 308,100 23,700 23,700 23,700
SCHERING PLOUGH CORP COM 80660510 1,157,651,261 20,952,964 20,340,432 266,501 346,031 18,141,852 1,001,131 1,809,981
SCHLUMBERGER LTD COM 80685710 398,759,880 6,625,349 5,907,395 394,306 323,648 5,796,174 323,648 505,527
SCHNITZER STL INDS CL A 80688210 306,375 25,800 25,800 25,800
SCHOLASTIC CORP COM 80706610 4,275,291 87,474 86,674 800 86,274 1,200
SCHULMAN A INC COM 80819410 2,844,927 208,802 200,352 7,800 650 205,627 650 2,525
SCHWAB CHARLES CORP COM 80851310 496,157,550 5,161,587 5,154,887 4,450 2,250 4,497,069 180,975 483,543
SCHWEITZER-MAUDUIT I COM 80854110 714,851 62,161 62,161 62,161
SCIENTIFIC ATLANTA I COM 80865510 25,631,976 940,623 936,393 4,230 867,723 72,900
SCIENTIFIC GAMES HLD COM 80874710 782,136 44,064 44,064 44,064
PAGE MARKET VALUE 3,353,452,521
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 51
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCIOS INC COM 80890510 1,463,848 161,537 161,537 161,537
SCOTSMAN INDS INC COM 80934010 1,232,462 71,709 71,709 71,709
SCOTT TECHNOLOGIES I COM 81002230 1,301,700 74,918 74,918 74,918
SCOTTS CO CL A 81018610 3,164,989 84,682 84,682 84,682
SCRIPPS E W CO OHIO CL A 81105420 4,850,508 109,616 109,616 107,016 2,600
SEAGATE TECHNOLOGY COM 81180410 104,668,783 3,540,653 3,532,553 8,100 3,235,836 304,817
SEAGRAM LTD COM 81185010 211,648,100 4,232,962 4,207,962 25,000 3,865,362 367,600
SEACOR SMIT INC COM 81190410 3,490,300 64,861 64,861 64,861
SEALED AIR CORP NEW COM 81211K10 55,052,500 1,119,249 1,105,164 11,104 2,981 974,796 40,205 104,248
SEARS ROEBUCK & CO COM 81238710 1,671,886,962 36,999,291 5,172,535 31,817,279 9,477 4,719,381 31,814,456 465,454
SECURITY CAP GROUP I CL B 81413P20 2,451,637 183,300 183,300 183,300
SECURITY DYNAMICS TE COM 81420810 3,058,839 164,233 163,983 250 164,233
SEITEL INC COM NEW 81607430 1,606,796 115,290 115,290 115,290
SELECTIVE INS GROUP COM 81630010 2,568,508 145,731 145,731 145,731
SEMTECH CORP COM 81685010 1,807,503 56,706 56,706 56,706
SEMPRA ENERGY COM 81685110 60,068,395 3,130,682 3,111,917 14,362 4,403 2,843,814 4,403 282,465
SENSORMATIC ELECTRS COM 81726510 3,680,927 387,466 387,466 378,966 8,500
SEPRACOR INC COM 81731510 21,190,106 188,776 148,145 3,850 36,781 149,795 36,781 2,200
SEQUA CORPORATION CL A 81732010 2,025,024 40,299 40,299 39,599 700
SEQUENT COMPUTER SYS COM 81733810 2,411,044 266,061 266,061 263,061 3,000
SEROLOGICALS CORP COM 81752310 1,630,830 120,250 120,250 120,250
SERVICE CORP INTL COM 81756510 51,093,346 3,585,498 3,541,413 43,485 600 3,274,627 600 310,271
SERVICE EXPERTS INC COM 81756710 874,692 64,792 64,792 64,792
SERVICEMASTER CO COM 81760N10 19,118,649 941,249 936,550 229 4,470 918,279 4,470 18,500
SHARED MED SYS CORP COM 81948610 20,294,347 364,436 360,011 720 3,705 337,731 3,705 23,000
SHAW GROUP INC COM 82028010 486,958 34,940 34,940 34,940
SHAW INDS INC COM 82028610 15,296,725 826,850 826,850 773,399 53,451
SHERWIN WILLIAMS CO COM 82434810 66,129,496 2,351,271 2,338,871 11,400 1,000 2,105,787 1,000 244,484
SHILOH INDS INC COM 82454310 242,250 20,400 20,400 20,400
SHOPKO STORES INC COM 82491110 8,424,182 281,981 281,981 281,981
SHORELINE FINL CORP COM 82519010 723,575 28,100 28,100 28,100
SHOREWOOD PACKAGING COM 82522910 1,919,737 97,821 97,821 97,821
SHURGARD STORAGE CTR COM 82567D10 3,575,905 141,620 141,620 141,620
SIEBEL SYS INC COM 82617010 14,679,922 309,051 308,751 300 301,551 7,500
SIERRA HEALTH SVCS I COM 82632210 1,337,466 102,882 102,882 102,882
SIERRA PAC RES COM 82642510 6,443,619 183,125 182,025 1,100 183,125
SIGMA ALDRICH CORP COM 82655210 38,032,312 1,300,250 1,276,435 8,175 15,640 1,188,110 15,640 96,500
SIGCORP INC COM 82691210 3,686,399 134,663 134,663 134,663
SILGAN HOLDINGS INC COM 82704810 879,538 52,708 52,708 52,708
SILICON GRAPHICS INC COM 82705610 38,147,122 2,303,292 2,300,642 2,650 2,141,692 100 161,500
SILICON VY BANCSHARE COM 82706410 2,197,931 106,247 91,480 14,767 106,247
SILICON VY GROUP INC COM 82706610 1,980,262 160,840 160,840 160,840
SILICONIX INC COM NEW 82707920 919,695 43,795 43,795 43,795
SILVERLEAF RESORTS I COM 82839510 203,200 25,400 25,400 25,400
SIMMONS 1ST NATL COR CL A $5 PA 82873020 795,300 25,000 25,000 25,000
SIMON PPTY GROUP INC COM 82880610 25,564,507 931,753 925,553 6,200 878,999 6,200 46,554
SIMPSON INDS INC COM 82906010 844,526 87,743 85,543 2,200 87,743
PAGE MARKET VALUE 2,485,151,422
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 52
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SIMPSON MANUFACTURIN COM 82907310 813,653 20,215 20,215 20,215
SINCLAIR BROADCAST G CL A 82922610 1,735,673 119,192 119,192 119,192
SITEL CORP COM 82980K10 377,608 158,993 158,993 158,993
SIPEX CORP COM 82990910 987,565 75,606 75,606 75,606
SKY FINL GROUP INC COM 83080P10 4,581,731 169,305 169,305 169,305
SKYLINE CORP COM 83083010 1,181,234 42,567 42,567 42,567
SKYTEL COMMUNICATION COM 83087Q10 4,764,974 286,615 283,015 3,600 286,615
SKYWEST INC COM 83087910 2,625,141 90,914 90,914 90,914
SMART & FINAL INC COM 83168310 546,637 58,308 58,308 58,308
SMART MODULAR TECH I COM 83169010 2,061,843 138,036 138,036 138,036
SMITH A O COM 83186520 1,652,981 86,999 85,649 1,350 86,999
SMITH INTL INC COM 83211010 9,361,720 234,043 230,343 3,700 229,943 4,100
SMITH CHARLES E RESD COM 83219710 3,645,059 118,300 118,100 200 118,300
SMITHFIELD FOODS INC COM 83224810 9,202,459 405,627 405,627 405,627
SMITHKLINE BEECHAM P ADR REP OR 83237830 5,387,096 75,344 1,300 55,986 18,058 57,286 18,058
SMUCKER J M CO CL A 83269610 3,779,184 169,379 169,379 167,179 2,200
SMURFIT-STONE CONTAI COM 83272710 9,589,817 496,573 496,573 478,664 17,909
SNYDER COMMUNICATION COM 83291410 6,998,827 251,079 251,079 245,379 5,700
SNAP ON INC COM 83303410 23,002,539 793,191 784,881 7,110 1,200 718,407 1,200 73,584
SNYDER OIL CORP COM 83348210 2,179,126 147,119 145,619 1,500 145,619 1,500
SODEXHO MARRIOTT SVC COM 83379310 2,596,476 117,690 115,650 540 1,500 114,965 1,500 1,225
SOFTWARE AG SYS INC COM 83402510 1,198,054 142,000 142,000 142,000
SOLA INTL INC COM 83409210 1,274,748 105,683 105,683 105,683
SOLECTRON CORP COM 83418210 153,457,134 3,160,025 2,980,772 134,573 44,680 2,775,445 156,780 227,800
SOLUTIA INC COM 83437610 65,637,693 3,777,709 3,776,729 500 480 3,708,411 480 68,818
SONAT INC COM 83541510 44,895,120 1,496,504 1,465,557 12,836 18,111 1,351,505 18,111 126,888
SONIC CORP COM 83545110 5,723,412 212,474 212,474 212,474
SONOCO PRODS CO COM 83549510 94,967,345 4,129,015 537,088 3,579,555 12,372 535,881 3,580,071 13,063
SONY CORP ADR NEW 83569930 1,442,729 15,800 1,400 13,300 1,100 14,700 1,100
SOTHEBYS HLDGS INC CL A 83589810 7,872,402 243,163 243,163 238,763 4,400
SOUTH JERSEY INDS IN COM 83851810 876,396 40,527 40,527 40,527
SOUTHDOWN INC COM 84129710 11,524,021 214,652 211,103 1,925 1,624 208,528 1,624 4,500
SOUTHERN CO COM 84258710 210,652,896 9,036,243 9,004,943 21,186 10,114 8,175,996 10,114 850,133
SOUTHERN PERU COPPER COM 84361110 1,547,485 153,795 153,795 153,795
SOUTHERN UN CO NEW COM 84403010 1,972,739 104,516 95,221 9,295 95,221 9,295
SOUTHLAND CORP COM NEW 84443640 1,374,603 676,811 676,811 676,811
SOUTHTRUST CORP COM 84473010 79,414,748 2,128,397 2,124,247 2,650 1,500 1,969,597 1,500 157,300
SOUTHWEST AIRLS CO COM 84474110 135,951,183 4,494,254 4,484,689 5,065 4,500 3,945,035 154,425 394,794
SOUTHWEST BANCORPORA COM 84476R10 1,059,201 86,030 86,030 86,030
SOUTHWEST GAS CORP COM 84489510 3,691,627 134,241 134,241 134,241
SOUTHWEST SECS GROUP COM 84522410 1,500,216 53,105 53,105 53,105
SOUTHWESTERN ENERGY COM 84546710 879,501 124,540 124,540 124,540
SOVEREIGN BANCORP IN COM 84590510 10,156,818 829,128 828,128 1,000 815,028 14,100
SOVRAN SELF STORAGE COM 84610H10 1,432,732 61,459 59,459 2,000 59,459 2,000
SPARTECH CORP COM NEW 84722020 1,839,646 89,195 89,195 89,195
SPECIALTY EQUIP COS COM NEW 84749720 1,363,680 49,364 49,364 49,364
SPECTRA-PHYSICS LASE COM 84756810 316,350 44,400 44,400 44,400
PAGE MARKET VALUE 939,093,822
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 53
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPEEDWAY MOTORSPORTS COM 84778810 2,384,250 57,800 57,800 57,800
SPELLING ENTMT GROUP COM 84780710 885,263 101,173 101,173 101,173
SPIEGEL INC CL A 84845710 757,050 123,600 123,600 123,600
SPIEKER PPTYS INC COM 84849710 10,739,441 304,665 304,265 400 304,165 500
SPLASH TECHNOLOGY HL COM 84862310 348,468 57,484 57,484 57,484
SPORTSLINE USA INC COM 84893410 2,573,250 56,400 56,400 56,400
SPORTS AUTH INC COM 84917610 1,163,222 159,084 159,084 159,084
SPRINGS INDS INC CL A 85178310 7,298,323 269,689 268,989 700 224,389 45,300
SPRINT CORP COM FON GR 85206110 563,058,127 5,738,172 5,681,500 36,893 19,779 5,200,577 19,779 517,816
SPRINT CORP PCS COM SE 85206150 221,608,078 5,001,085 4,969,641 21,656 9,788 4,588,846 9,788 402,451
SS&C TECHNOLOGIES IN COM 85227Q10 475,200 38,400 38,400 38,400
STAFF LEASING INC COM 85238110 1,132,479 79,128 79,128 79,128
STAFFMARK INC COM 85238910 721,704 91,645 91,645 91,645
STAGE STORES INC COM 85254C10 837,476 115,514 115,514 115,514
STANDARD MTR PRODS I COM 85366610 1,174,897 56,794 56,794 56,794
STANDARD PAC CORP NE COM 85375C10 6,359,323 493,928 493,928 493,928
STANDARD PRODS CO COM 85383610 1,314,657 80,902 79,709 1,193 80,902
STANDARD REGISTER CO COM 85388710 3,129,692 105,423 105,423 103,223 2,200
STANDEX INTL CORP COM 85423110 28,175,000 1,288,000 49,334 1,236,146 2,520 49,334 1,238,666
STANLEY WKS COM 85461610 31,614,536 1,233,738 1,192,554 29,784 11,400 1,118,413 11,400 103,925
STAR TELECOMMUNICATI COM 85492310 927,311 96,344 96,344 96,344
STAPLES INC COM 85503010 247,618,872 7,532,133 6,037,122 1,199,346 295,665 6,499,413 501,115 531,605
STARBUCKS CORP COM 85524410 24,713,922 880,690 866,260 14,430 864,990 15,700
STARRETT L S CO CL A 85566810 909,576 33,688 33,688 33,688
STARWOOD FINL TR MD CL A SH BE 85568W10 9,154,372 187,782 187,582 200 187,182 600
STATE AUTO FINL CORP COM 85570710 712,900 65,936 65,936 65,936
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 24,288,667 850,384 831,538 5,559 13,287 790,458 13,287 46,639
STATE STR CORP COM 85747710 525,795,051 6,392,645 2,005,457 4,202,251 184,937 2,031,193 4,167,417 194,035
STATEN IS BANCORP IN COM 85755010 3,375,526 196,400 196,400 196,400
STATION CASINOS INC COM 85768910 1,221,169 95,778 95,778 95,778
STEEL DYNAMICS INC COM 85811910 2,551,939 154,084 154,084 154,084
STEELCASE INC CL A 85815520 865,659 57,000 57,000 57,000
STEIN MART INC COM 85837510 1,232,540 123,254 123,254 123,254
STEINWAY MUSICAL INS COM ORD 85849510 820,919 37,000 37,000 37,000
STEPAN CO COM 85858610 661,804 29,744 29,744 29,744
STERLING BANCSHARES COM 85890710 956,481 92,191 92,191 92,191
STERIS CORP COM 85915210 8,755,897 328,860 325,520 3,340 322,660 6,200
STERLING BANCORP COM 85915810 782,480 40,000 40,000 40,000
STERLING COMM INC COM 85920510 14,342,292 466,416 460,696 1,900 3,820 454,330 3,820 8,266
STERLING FINL CORP COM 85931710 924,600 26,800 26,800 26,800
STERLING SOFTWARE IN COM 85954710 53,980,876 2,272,879 2,266,179 1,900 4,800 2,225,170 4,800 42,909
STEWART & STEVENSON COM 86034210 1,317,067 171,337 171,337 169,437 1,900
STEWART ENTERPRISES CL A 86037010 7,505,451 467,280 466,132 1,148 457,680 9,600
STEWART INFORMATION COM 86037210 1,590,838 47,400 47,400 47,400
STILLWATER MNG CO COM 86074Q10 5,192,340 196,866 194,766 2,100 196,866
STONE & WEBSTER INC COM 86157210 717,405 31,362 31,162 200 31,362
STONE ENERGY CORP COM 86164210 4,332,128 135,379 135,379 135,379
PAGE MARKET VALUE 1,830,998,518
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 54
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STONERIDGE INC COM 86183P10 680,400 48,600 48,600 48,600
STORAGE USA INC COM 86190710 4,783,485 168,581 167,381 1,200 168,581
STORAGE TECHNOLOGY C COM PAR $0 86211120 13,290,911 476,804 476,804 467,804 9,000
STRAYER ED INC COM 86323610 1,141,487 30,851 30,851 30,851
STRIDE RITE CORP COM 86331410 6,238,165 509,238 506,738 2,500 509,238
STRUCTURAL DYNAMICS COM 86355510 4,740,624 248,695 248,695 245,895 2,800
STRYKER CORP COM 86366710 19,032,603 377,354 373,704 2,650 1,000 367,954 1,000 8,400
STUDENT LN CORP COM 86390210 1,145,319 30,644 30,644 30,644
STURM RUGER & CO INC COM 86415910 841,300 84,130 84,130 84,130
SUBURBAN LODGES AMER COM 86444410 331,660 48,025 48,025 48,025
SUGEN INC COM 86504110 1,224,130 63,800 48,800 15,000 63,800
SUIZA FOODS CORP COM 86507710 12,446,302 369,469 369,469 366,469 3,000
SUMMIT BANCORP COM 86600510 83,468,541 2,140,219 2,096,441 13,678 30,100 1,937,569 30,100 172,550
SUMMIT PPTYS INC COM 86623910 3,532,904 211,716 211,350 366 211,716
SUN COMMUNITIES INC COM 86667410 3,749,770 118,103 112,203 400 5,500 112,603 5,500
SUN MICROSYSTEMS INC COM 86681010 699,814,310 5,595,739 5,494,764 87,840 13,135 5,012,094 184,845 398,800
SUN HEALTHCARE GROUP COM 86693310 235,675 235,675 235,675 235,675
SUNBEAM CORP COM 86707110 1,889,400 339,698 303,898 35,800 338,998 700
SUNDSTRAND CORP COM 86732310 26,875,928 386,704 370,994 11,470 4,240 359,750 4,240 22,714
SUNGLASS HUT INTL IN COM 86736F10 1,921,731 183,022 183,022 183,022
SUNGARD DATA SYS INC COM 86736310 23,389,720 584,743 477,812 96,531 10,400 564,643 10,400 9,700
SUNOCO INC COM 86764P10 44,927,662 1,245,845 1,243,729 2,016 100 1,132,770 100 112,975
SUNRISE ASSISTED LIV COM 86768K10 2,795,365 61,353 61,353 61,353
SUNTERRA CORP COM 86787D10 1,145,264 117,463 117,463 117,463
SUNRISE MED INC COM 86791010 553,587 88,574 88,574 88,574
SUNTRUST BKS INC COM 86791410 257,402,380 4,134,978 4,094,088 25,390 15,500 3,747,123 15,500 372,355
SUNSTONE HOTEL INVS COM 86793310 2,340,008 325,589 320,889 1,000 3,700 321,889 3,700
SUPERGEN INC COM 86805910 592,778 57,832 57,832 57,832
SUPERIOR CONSULTANT COM 86814610 1,035,727 30,351 30,351 30,351
SUPERIOR ENERGY SVCS COM 86815710 382,761 106,500 106,500 106,500
SUPERIOR INDS INTL I COM 86816810 2,870,049 123,443 123,443 121,343 2,100
SUPERIOR SVCS INC COM 86831610 2,288,602 115,516 115,516 115,516
SUPERIOR TELECOM INC COM 86836510 4,853,989 257,165 257,165 257,165
SUPERVALU INC COM 86853610 48,141,740 2,334,145 2,328,845 5,300 2,183,236 150,909
SUSQUEHANNA BANCSHAR COM 86909910 3,361,926 182,962 180,712 2,250 180,712 2,250
SWIFT ENERGY CO COM 87073810 541,031 64,126 64,126 64,126
SWIFT TRANSN CO COM 87075610 3,827,142 149,720 149,720 149,720
SYBASE INC COM 87113010 2,857,280 359,995 359,995 359,995
SYBRON INTL CORP COM 87114F10 13,165,050 526,602 526,602 517,502 9,100
SYKES ENTERPRISES IN COM 87123710 3,621,722 112,086 112,086 112,086
SYLVAN LEARNING SYS COM 87139910 4,982,113 181,995 166,333 13,812 1,850 180,145 1,850
SYMANTEC CORP COM 87150310 5,465,790 322,713 322,713 318,213 4,500
SYMBOL TECHNOLOGIES COM 87150810 11,446,155 254,359 254,117 242 249,059 5,300
SYMS CORP COM 87155110 257,402 34,611 34,611 34,611
SYNETIC INC COM 87160F10 4,742,334 84,874 84,874 84,874
SYNOPSYS INC COM 87160710 17,694,016 329,191 327,991 200 1,000 321,897 1,000 6,294
SYNOVUS FINL CORP COM 87161C10 68,880,184 3,360,009 3,357,209 2,800 2,973,260 119,749 267,000
PAGE MARKET VALUE 1,420,946,422
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 55
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SYNTEL INC COM 87162H10 217,750 26,800 26,800 26,800
SYNTROLEUM CORP COM 87163010 594,125 97,000 97,000 97,000
SYSCO CORP COM 87182910 157,142,105 5,972,260 4,340,729 898,574 732,957 4,667,982 881,357 422,921
SYSTEM SOFTWARE ASSO COM 87183910 309,174 137,411 137,411 137,411
SYSTEMS & COMPUTER T COM 87187310 1,399,440 139,944 139,944 139,944
TAVA TECHNOLOGIES IN COM 87216910 452,040 90,408 90,408 90,408
TCA CABLE TV INC COM 87224110 8,219,238 188,948 186,548 2,400 185,148 3,800
TCBY ENTERPRISES INC COM 87224510 374,994 62,499 62,499 62,499
TCF FINL CORP COM 87227510 11,649,948 447,009 445,217 1,792 437,617 1,792 7,600
TECO ENERGY INC COM 87237510 16,478,879 829,126 683,971 72,492 72,663 737,863 72,663 18,600
TIG HLDGS INC COM 87246910 3,231,945 198,133 198,033 100 196,433 1,700
TJ INTL INC COM 87253410 1,538,957 63,791 63,791 63,791
TJX COS INC NEW COM 87254010 236,951,610 6,969,165 6,564,170 399,095 5,900 6,067,018 529,450 372,697
TNP ENTERPRISES INC COM 87259410 1,967,650 68,440 68,440 68,440
TRW INC COM 87264910 71,009,575 1,560,650 1,535,770 17,280 7,600 1,403,455 7,600 149,595
TSI INC MINN COM 87287610 239,687 29,500 9,500 10,000 10,000 19,500 10,000
TMP WORLDWIDE INC COM 87294110 3,458,368 53,360 53,360 53,360
TV GUIDE INC CL A 87307Q10 3,025,962 82,060 82,060 82,060
TALBOTS INC COM 87416110 9,987,436 409,741 177,046 232,495 200 177,046 232,695
TANDY CORP COM 87538210 92,335,070 1,446,986 1,443,986 3,000 1,323,070 123,916
TANGER FACTORY OUTLE COM 87546510 555,256 29,033 29,033 29,033
TAUBMAN CTRS INC COM 87666410 2,334,347 190,559 190,559 190,559
TECH DATA CORP COM 87823710 47,997,897 2,092,597 2,091,397 100 1,100 2,052,397 1,100 39,100
TECHNE CORP COM 87837710 2,932,314 101,552 101,552 101,552
TECHNITROL INC COM 87855510 1,465,359 63,540 63,040 500 63,540
TECHNOLOGY SOLUTIONS COM 87872T10 1,234,377 173,246 173,246 173,246
TECUMSEH PRODS CO CL A 87889520 6,263,162 122,959 121,459 1,500 119,859 1,500 1,600
TEJON RANCH CO DEL COM 87908010 627,335 37,878 37,878 37,878
TEKELEC COM 87910110 1,105,866 151,240 151,240 151,240
TEKTRONIX INC COM 87913110 16,265,267 644,169 641,869 200 2,100 581,180 2,100 60,889
TEL-SAVE COM INC COM 87917610 1,428,522 136,871 136,871 136,871
TELE DANMARK A/S SPNSR ADR 87924210 1,780,268 36,332 1,200 28,732 6,400 29,932 6,400
TELEFLEX INC COM 87936910 6,491,740 190,586 186,686 3,900 187,386 3,200
TELEFONICA S A SPONSORED 87938220 2,504,794 19,607 5,594 13,095 918 18,689 918
TELEPHONE & DATA SYS COM 87943310 15,854,510 281,233 279,796 1,437 275,433 5,800
TELIGENT INC CL A 87959Y10 720,112 17,300 16,000 1,300 17,300
TELLABS INC COM 87966410 246,571,149 2,522,467 2,515,112 6,955 400 2,238,067 87,000 197,400
TELXON CORP COM 87970010 624,993 66,228 66,228 66,228
TEMPLE INLAND INC COM 87986810 69,256,484 1,103,689 721,831 381,858 654,738 380,998 67,953
TELETECH HOLDINGS IN COM 87993910 641,330 97,734 92,734 5,000 92,734 5,000
TENET HEALTHCARE COR COM 88033G10 71,655,127 3,783,869 3,776,029 6,590 1,250 3,473,009 1,250 309,610
TENNANT CO COM 88034510 1,377,911 40,231 40,231 40,231
TENNECO INC NEW COM 88037E10 57,855,990 2,070,945 2,065,453 5,212 280 1,893,676 280 176,989
TERADYNE INC COM 88077010 23,373,706 428,388 424,448 2,350 1,590 414,798 1,590 12,000
TEREX CORP NEW COM 88077910 10,341,567 428,666 428,666 428,666
TERRA INDS INC COM 88091510 699,277 153,283 153,283 153,283
TESORO PETE CORP COM 88160910 1,716,440 156,040 156,040 156,040
PAGE MARKET VALUE 1,214,259,053
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 56
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TETRA TECHNOLOGIES I COM 88162F10 331,539 49,117 49,117 49,117
TETRA TECH INC NEW COM 88162G10 2,606,949 123,775 123,532 243 123,775
TEXACO INC COM 88169410 1,769,624,581 31,182,812 6,821,389 24,269,951 91,472 30,552,679 91,472 538,661
TEXAS INDS INC COM 88249110 2,321,038 93,545 92,145 1,400 93,545
TEXAS INSTRS INC COM 88250810 500,062,589 5,038,414 4,988,854 46,110 3,450 4,558,635 3,450 476,329
TEXAS REGL BANCSHARE CL A VTG 88267310 2,043,873 75,699 75,699 75,699
TEXAS UTILS CO COM 88284810 154,284,480 3,673,440 3,654,738 11,825 6,877 3,329,452 6,877 337,111
TEXTRON INC COM 88320310 1,832,373,162 23,681,721 1,984,076 21,685,134 12,511 1,824,308 21,678,220 179,193
THERAGENICS CORP COM 88337510 752,514 107,502 107,502 107,502
THERMO BIOANALYSIS C COM 88355H10 509,236 28,000 28,000 28,000
THERMO CARDIOSYSTEMS COM NONRED 88355K20 673,944 84,243 79,243 5,000 79,243 5,000
THERMO ECOTEK CORP COM 88355R10 312,400 39,050 39,050 39,050
THERMO FIBERTEK INC COM 88355W10 310,478 43,200 43,200 43,200
THERMO ELECTRON CORP COM 88355610 28,308,925 2,087,371 2,059,974 23,010 4,387 1,936,184 4,387 146,800
THERMO INSTR SYS INC COM 88355910 781,229 54,113 54,113 53,863 250
THERMOTREX CORP COM 88366610 286,775 49,874 49,874 49,874
THERMEDICS INC COM 88390110 508,534 72,010 68,010 4,000 72,010
THOMAS & BETTS CORP COM 88431510 26,587,998 707,843 704,978 2,865 658,878 2,865 46,100
THOMAS INDS INC COM 88442510 1,438,125 76,700 76,700 76,700
THOR INDS INC COM 88516010 707,234 31,259 29,009 2,250 31,259
THORNBURG MTG ASSET COM 88521810 824,067 95,544 95,544 95,544
3DFX INTERACTIVE INC COM 88553X10 787,500 63,000 63,000 63,000
3COM CORP COM 88553510 108,952,921 4,673,684 4,428,754 243,580 1,350 4,087,579 230,380 355,725
TIDEWATER INC COM 88642310 67,894,369 2,623,937 2,623,237 200 500 2,558,240 500 65,197
TIFFANY & CO NEW COM 88654710 15,242,272 203,910 200,910 2,000 1,000 196,210 1,000 6,700
TIMBERLAND CO CL A 88710010 1,421,858 22,547 22,517 30 22,517 30
TIME WARNER INC COM 88731510 1,100,108,960 15,535,629 15,323,724 197,201 14,704 13,988,609 72,048 1,474,972
TIMES MIRROR CO NEW COM SER A 88736410 56,869,245 1,050,702 1,038,943 3,700 8,059 919,086 43,559 88,057
TIMKEN CO COM 88738910 13,224,591 813,821 810,821 3,000 755,921 57,900
TITAN EXPL INC COM 88828910 800,140 160,028 160,028 160,028
TITAN INTL INC ILL COM 88830M10 674,319 87,722 87,722 87,722
TITANIUM METALS CORP COM 88833910 650,290 113,094 113,094 113,094
TOLL BROTHERS INC COM 88947810 2,314,417 127,692 127,692 127,692
TOOTSIE ROLL INDS IN COM 89051610 5,002,408 108,748 95,894 12,854 108,324 424
TOPPS INC COM 89078610 248,500 56,800 56,800 56,800
TORCHMARK CORP COM 89102710 57,313,165 1,812,274 1,788,199 19,556 4,519 1,646,797 4,519 160,958
TORO CO COM 89109210 2,605,474 83,043 83,043 83,043
TOSCO CORP COM NEW 89149030 22,658,864 913,222 907,585 3,637 2,000 887,422 2,000 23,800
TOTAL RENAL CARE HLD COM 89151A10 3,995,981 363,271 361,068 3 2,200 353,871 2,200 7,200
TOTAL S A SPONSORED 89151E10 1,163,880 19,080 2,900 16,180 19,080
TOWER AUTOMOTIVE INC COM 89170710 9,308,924 499,808 493,958 3,550 2,300 497,508 2,300
TOWER REALTY TR INC COM 89185E10 1,634,263 86,300 86,300 86,300
TOTAL SYS SVCS INC COM 89190610 2,597,512 138,534 138,534 138,084 450
TOWN & CTRY TR SH BEN INT 89208110 1,098,125 72,907 72,907 72,907
TOYOTA MOTOR CORP ADR 2 COM 89233130 2,761,740 48,240 44,390 3,850 44,390 3,850
TOYS R US INC COM 89233510 64,887,291 3,449,250 3,444,585 4,665 3,150,204 299,046
TRAMMELL CROW CO COM 89288R10 2,242,200 121,200 121,200 121,200
PAGE MARKET VALUE 5,872,108,879
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 57
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRANS WORLD AIRLS IN COM PAR$.0 89334983 1,473,175 284,013 284,013 284,013
TRANS WORLD ENTMT CO COM 89336Q10 719,510 65,410 65,410 65,410
TRANSACTION NETWORK COM 89341410 641,359 39,167 39,167 39,167
TRANSACTION SYS ARCH CL A 89341610 4,848,336 134,676 134,676 134,676
TRANSAMERICA CORP COM 89348510 114,990,819 1,619,589 1,616,605 1,200 1,784 1,464,739 1,784 153,066
TRANSATLANTIC HLDGS COM 89352110 6,764,550 90,194 89,444 750 88,744 1,450
TRANSKARYOTIC THERAP COM 89373510 2,236,120 70,429 70,429 70,429
TRANSOCEAN OFFSHORE COM 89381710 15,011,167 521,004 519,204 1,800 508,204 12,800
TRANSMONTAIGNE INC COM 89393410 1,324,050 109,200 109,200 109,200
TRAVELERS PPTY CAS C CL A 89393910 8,509,787 238,036 237,636 400 234,936 400 2,700
TRAVEL SERVICES INTL COM 89416910 372,750 35,500 35,500 35,500
TREDEGAR INDS INC COM 89465010 2,833,922 91,603 91,603 91,603
TREMONT CORP COM PAR $1 89474520 502,735 28,524 28,494 30 28,524
TRENDWEST RESORTS IN COM 89491710 308,320 21,828 21,828 21,828
TRENWICK GROUP INC COM 89529010 1,551,881 55,178 55,178 55,178
TRI CONTL CORP COM 89543610 363,921 12,549 3,100 7,041 2,408 7,041 2,408 3,100
TRIANGLE BANCORP INC COM 89583510 1,850,438 110,891 110,891 110,891
TRIANGLE PHARMACEUTI COM 89589H10 850,364 79,570 79,570 79,570
TRIAD GTY INC COM 89592510 760,380 56,067 56,067 56,067
TRIARC COS INC CL A 89592710 1,173,893 67,322 67,322 67,322
TRICON GLOBAL RESTAU COM 89595310 366,732,889 5,220,397 3,281,618 1,928,978 9,801 3,040,970 1,995,173 184,254
TRIBUNE CO NEW COM 89604710 105,682,652 1,615,029 1,494,481 76,438 44,110 1,419,856 44,110 151,063
TRICO MARINE SERVICE COM 89610610 504,562 88,722 88,722 88,722
TRIGON HEALTHCARE IN COM 89618L10 16,134,010 471,066 471,066 467,366 3,700
TRIMBLE NAVIGATION L COM 89623910 923,227 94,690 94,490 200 94,690
TRINET CORP RLTY TR COM 89628710 2,544,554 100,278 100,278 100,278
TRINITY INDS INC COM 89652210 8,128,444 276,713 276,538 175 259,135 17,578
TRISTAR AEROSPACE CO COM 89674L10 529,250 58,000 58,000 58,000
TRIUMPH GROUP INC NE COM 89681810 1,237,298 52,651 52,651 52,651
TRIZEC HAHN CORP SUB VTG 89693810 230,425 12,500 11,500 1,000 12,500
TRUE NORTH COMMUNICA COM 89784410 3,744,244 133,723 133,723 133,723
TRUST CO NJ JERSEY C COM 89830410 1,690,079 69,694 69,694 69,694
TRUSTCO BK CORP N Y COM 89834910 2,896,925 115,877 115,877 115,877
TRUSTMARK CORP COM 89840210 10,312,070 523,801 523,801 523,001 800
TUBOSCOPE INC COM 89860010 1,679,562 186,618 186,618 186,618
TUPPERWARE CORP COM 89989610 14,267,862 792,659 791,235 500 924 719,435 924 72,300
20TH CENTY INDS CAL COM PAR $1 90127220 4,534,871 279,069 279,069 278,469 600
TWINLAB CORP COM 90177410 902,540 96,271 96,271 96,271
TYCO INTL LTD NEW COM 90212410 523,208,820 7,292,109 7,275,863 14,546 1,700 6,356,684 292,376 643,049
TYLER CORP DEL COM 90218410 457,187 104,500 104,500 104,500
TYSON FOODS INC CL A 90249410 15,519,015 750,182 749,582 600 720,982 29,200
UAL CORP COM PAR $0 90254950 10,864,419 139,511 139,477 34 123,602 34 15,875
UCAR INTL INC COM 90262K10 3,477,843 246,219 245,019 1,200 242,119 4,100
UGI CORP NEW COM 90268110 2,735,933 163,956 161,156 2,800 163,956
UICI COM 90273710 4,337,122 192,761 191,361 1,400 192,761
UMB FINL CORP COM 90278810 3,173,780 81,904 81,904 81,904
UST CORP COM 90290010 4,588,070 210,038 193,746 11,792 4,500 205,538 4,500
PAGE MARKET VALUE 1,278,125,130
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 58
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USX MARATHON GROUP COM NEW 90290582 112,371,792 4,086,247 4,074,340 8,307 3,600 3,725,579 3,600 357,068
U S B HLDG INC COM 90291010 494,872 35,348 35,348 35,348
UST INC COM 90291110 58,092,255 2,223,627 2,201,027 9,800 12,800 2,091,727 95,700 36,200
U S RESTAURANT PPTYS COM 90297110 1,054,435 54,600 54,600 54,600
US BANCORP DEL COM 90297310 326,672,666 9,590,531 9,534,094 14,989 41,448 8,360,257 366,309 863,965
USA NETWORKS INC COM 90298410 12,201,399 340,707 340,132 575 339,407 1,300
UNUM CORP COM 90319210 154,497,119 3,248,331 1,802,184 1,441,627 4,520 1,648,320 1,432,494 167,517
URS CORP NEW COM 90323610 971,735 53,800 53,800 53,800
U S G CORP COM NEW 90329340 34,832,866 678,012 672,412 3,800 1,800 664,673 1,800 11,539
U S FOODSERVICE COM 90331R10 10,339,554 222,356 221,056 1,300 218,166 4,190
US LEC CORP CL A 90331S10 405,862 23,700 23,700 23,700
U S A FLORAL PRODS I COM 90331T10 321,280 50,900 50,900 50,900
USX-U S STL COM 90337T10 35,355,233 1,504,478 1,500,878 2,200 1,400 1,405,775 1,400 97,303
U S XPRESS ENTERPRIS CL A 90338N10 863,005 74,237 74,237 74,237
UTI ENERGY CORP COM 90338710 615,336 57,914 57,914 57,914
ULTRAMAR DIAMOND SHA COM 90400010 10,378,291 479,921 479,921 470,151 9,770
ULTRATECH STEPPER IN COM 90403410 1,427,995 101,097 101,097 101,097
UNICAPITAL CORP NEW COM 90459D10 2,602,275 408,200 408,200 408,200
UNIFI INC COM 90467710 4,286,167 336,170 335,570 600 315,494 20,676
UNIFIRST CORP MASS COM 90470810 791,765 37,480 37,480 37,480
UNILEVER PLC AMERN SHS 90476760 398,860 10,780 2,900 7,880 10,780
UNILEVER N V NEW YORK S 90478450 476,575,056 7,173,338 7,117,814 34,724 20,800 6,270,682 306,200 596,456
UNICOM CORP COM 90491110 104,141,080 2,848,342 2,835,891 12,451 2,576,440 271,902
UNION CAMP CORP COM 90553010 61,817,292 920,928 898,775 9,290 12,863 822,417 12,863 85,648
UNION CARBIDE CORP COM 90558110 728,282,584 16,117,082 1,940,303 14,175,579 1,200 1,789,220 14,171,320 156,542
UNION PAC CORP COM 90781810 179,817,695 3,365,041 3,195,329 70,129 99,583 2,969,834 99,583 295,624
UNION PAC RES GROUP COM 90783410 38,977,478 3,282,314 3,225,492 11,090 45,732 3,008,661 45,732 227,921
UNION PLANTERS CORP COM 90806810 72,039,896 1,639,618 1,637,988 1,630 1,511,131 128,487
UNIONBANCAL CORP COM 90890610 38,771,309 1,138,257 1,135,857 2,400 1,122,357 15,900
UNIPHASE CORP COM 90914910 16,112,895 139,960 139,875 85 139,560 400
UNISOURCE ENERGY COR COM 90920510 1,524,631 137,826 137,826 137,826
UNISOURCE WORLDWIDE COM 90920810 2,822,982 396,208 390,403 3,100 2,705 387,803 2,705 5,700
UNISYS CORP COM 90921410 143,561,081 5,185,144 5,178,791 5,920 433 4,879,654 433 305,057
UNITED ASSET MGMT CO COM 90942010 5,820,168 257,245 254,145 200 2,900 253,545 2,900 800
UNITED AUTO GROUP IN COM 90944010 562,371 72,564 72,564 72,564
UNITED BANKSHARES IN COM 90990710 4,434,044 193,838 193,838 193,838
UNITED DOMINION INDS COM 90991410 353,775 17,800 17,800 17,800
UNITED DOMINION REAL COM 91019710 5,229,980 510,242 504,242 6,000 504,242 6,000
UNITED FIRE & CAS CO COM 91033110 929,884 36,112 36,112 36,112
UNITED HEALTHCARE CO COM 91058110 125,646,344 2,387,579 2,380,932 6,405 242 2,154,253 242 233,084
UNITED ILLUM CO COM 91063710 6,146,831 146,573 146,313 260 146,573
UNITED INTL HLDGS IN CL A 91073410 7,556,820 173,720 173,720 173,720
UNITED NATL BANCORP COM 91090910 1,207,526 52,360 52,360 52,360
UNITED NAT FOODS INC COM 91116310 501,721 21,464 20,764 700 21,464
UNITED PAYORS&UTD PR COM 91131910 1,358,351 58,900 58,900 58,900
UNITED RENTALS INC COM 91136310 3,793,578 133,108 132,820 288 133,108
U S BIOSCIENCE INC COM PAR $0 91164620 1,089,914 100,222 100,222 100,222
PAGE MARKET VALUE 2,798,050,048
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 59
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED STATES CELLUL COM 91168410 2,291,124 52,071 48,921 2,750 400 51,571 400 100
UNITED STATES FILTER COM NEW 91184320 27,479,965 897,305 895,255 2,050 882,268 15,037
US AIRWAYS GROUP INC COM 91190510 56,498,816 1,157,478 1,156,678 800 1,051,636 105,842
U S HOME CORP NEW COM 91192010 2,109,663 64,664 64,664 64,664
U S INDS INC NEW COM 91208010 6,484,856 394,528 394,528 393,141 1,387
U S OFFICE PRODS CO COM NEW 91232530 512,804 128,201 128,201 128,201
UNITED STS SATELLITE CL A 91253410 2,674,308 156,164 156,164 156,164
U S WEST INC NEW COM 91273H10 1,564,103,946 28,406,232 8,055,537 20,299,175 51,520 7,594,266 20,245,931 566,035
U S TR CORP NEW COM 91288L10 5,579,233 75,205 75,055 150 75,005 200
UNITED STATIONERS IN COM 91300410 8,096,469 530,916 530,916 530,916
UNITED TECHNOLOGIES COM 91301710 465,461,890 3,436,741 3,356,155 43,402 37,184 3,125,826 37,184 273,731
UNITED TELEVISION IN COM 91306610 1,851,616 17,804 17,804 17,804
UNITED WTR RES INC COM 91319010 2,922,492 140,843 140,043 800 140,843
UNITRIN INC COM 91327510 6,787,375 217,196 216,196 1,000 214,196 1,000 2,000
UNITRODE CORP COM 91328310 1,903,146 135,939 135,939 135,939
UNIVERSAL CORP VA COM 91345610 6,589,934 257,802 257,502 300 255,302 2,500
UNIVERSAL FOODS CORP COM 91353810 6,265,380 303,776 289,176 14,600 299,976 3,800
UNIVERSAL FST PRODS COM 91354310 1,483,523 72,367 72,367 72,367
UNIVERSAL HLTH SVCS CL B 91390310 3,506,018 81,064 81,064 80,664 400
UNIVISION COMMUNICAT CL A 91490610 4,362,000 87,240 87,240 87,040 200
UNOCAL CORP COM 91528910 119,265,070 3,234,307 3,184,329 24,888 25,090 2,909,446 25,090 299,771
UNOVA INC COM 91529B10 2,228,616 169,001 169,001 168,901 100
USFREIGHTWAYS CORP COM 91690610 9,896,591 301,037 301,037 301,037
URBAN OUTFITTERS INC COM 91704710 614,621 43,708 43,708 43,708
URBAN SHOPPING CTRS COM 91706010 1,459,910 50,891 50,891 50,891
USBANCORP INC PA COM 91729210 1,528,429 104,508 104,508 104,508
USWEB CORP COM 91732710 11,638,605 282,148 282,148 282,148
UTILICORP UTD INC COM 91800510 13,983,970 614,680 609,282 4,348 1,050 605,080 1,050 8,550
V F CORP COM 91820410 80,578,335 1,696,386 1,658,018 32,768 5,600 1,531,930 5,600 158,856
VLSI TECHNOLOGY INC COM 91827010 4,142,200 213,791 213,791 213,791
VWR SCIENTIFIC PRODS COM 91843510 1,437,795 63,902 63,902 63,902
VAIL RESORTS INC COM 91879Q10 1,822,386 114,796 114,796 114,796
VALASSIS COMMUNICATI COM 91886610 106,913,688 2,065,965 2,056,865 800 8,300 2,028,259 8,300 29,406
VALHI INC NEW COM 91890510 1,292,200 113,600 113,600 113,600
VALERO ENERGY CORP N COM 91913Y10 10,627,072 427,219 425,737 1,482 422,519 4,700
VALLEY NATL BANCORP COM 91979410 4,969,294 197,296 197,296 196,771 525
VALMONT INDS INC COM 92025310 1,132,089 81,592 81,592 81,592
VALSPAR CORP COM 92035510 4,366,160 138,336 138,336 137,836 500
VALUE CITY DEPT STOR COM 92038710 579,267 59,412 59,412 59,412
VALUE LINE INC COM 92043710 577,496 16,709 16,709 16,709
VANGUARD CELLULAR SY CL A 92202210 4,428,039 162,128 162,128 159,328 2,800
VANTIVE CORP COM 92209110 1,334,057 110,600 110,600 110,600
VARCO INTL INC COM 92212610 4,326,456 388,895 388,895 383,895 5,000
VARLEN CORP COM 92224810 1,714,900 77,950 77,950 77,950
VASTAR RES INC COM 92238010 3,935,220 82,413 82,413 82,213 200
VEECO INSTRS INC DEL COM 92241710 1,577,985 42,721 42,721 42,721
VENCOR INC NEW COM 92260R10 352,531 268,698 267,742 900 56 268,642 56
PAGE MARKET VALUE 2,573,687,540
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 60
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VENTAS INC COM 92276F10 1,472,388 245,398 244,442 900 56 245,342 56
VENTANA MED SYS INC COM 92276H10 1,259,712 56,300 56,300 56,300
VENATOR GROUP INC COM 92294410 4,440,430 628,778 625,578 600 2,600 588,181 2,600 37,997
VERITY INC COM 92343C10 495,800 14,800 14,800 14,800
VERISIGN INC COM 92343E10 3,064,600 19,900 19,900 19,900
VERITAS DGC INC COM 92343P10 1,397,070 98,040 98,040 98,040
VERIO INC COM 92343310 1,222,312 26,500 26,500 26,500
VERITAS SOFTWARE CO COM 92343610 13,703,517 169,703 169,703 169,203 500
VERMONT FINL SVCS CO COM 92418010 1,792,010 63,434 63,434 63,434
VERTEX PHARMACEUTICA COM 92532F10 2,793,937 110,651 109,151 500 1,000 109,651 1,000
VESTA INS GROUP INC COM 92539110 282,853 55,191 55,191 55,191
VETERINARY CTRS AMER COM 92551410 2,045,850 144,839 144,839 144,839
VIAD CORP COM 92552R10 30,872,794 1,110,053 1,110,053 1,065,076 44,977
VIASOFT INC COM 92552U10 328,655 79,674 78,859 815 79,674
VIACOM INC CL A 92552410 1,066,393 12,800 4,800 8,000 1,100 8,000 3,700
VIACOM INC CL B 92552430 390,082,686 4,647,327 4,628,897 17,730 700 4,221,747 700 424,880
VICAL INC COM 92560210 673,835 65,740 65,240 500 65,740
VICOR CORP COM 92581510 1,052,912 84,233 84,233 84,233
VINTAGE PETE INC COM 92746010 1,495,980 166,220 166,220 166,220
VION PHARMACEUTICALS COM 92762410 288,750 55,000 55,000 55,000
VIRCO MFG CO COM 92765110 330,932 23,851 23,851 23,851
VISIO CORP COM 92791410 3,052,462 108,532 108,232 300 108,532
VIROPHARMA INC COM 92824110 297,926 47,200 47,200 47,200
VISHAY INTERTECHNOLO COM 92829810 5,143,904 354,752 352,720 1,555 477 349,183 477 5,092
VISTANA INC COM 92839P10 522,396 37,314 35,314 2,000 37,314
VISX INC DEL COM 92844S10 13,514,304 125,642 123,042 2,600 125,642
VISUAL NETWORKS INC COM 92844410 3,184,350 85,200 84,900 300 85,200
VITAL SIGNS INC COM 92846910 439,200 24,400 24,400 24,400
VITESSE SEMICONDUCTO COM 92849710 18,971,364 374,743 358,828 15,915 368,043 6,700
VIVUS INC COM 92855110 557,308 139,327 139,327 139,327
VLASIC FOODS INTL IN COM 92855910 2,165,084 167,356 167,150 206 163,106 4,250
VODAFONE GROUP PLC SPONSORED 92857T10 22,560,227 120,161 600 99,576 19,985 100,176 19,985
VOLT INFORMATION SCI COM 92870310 605,966 36,866 36,866 36,866
VORNADO RLTY TR SH BEN INT 92904210 9,365,646 271,468 271,468 270,868 600
VULCAN MATLS CO COM 92916010 31,646,313 766,032 765,732 300 728,367 37,665
WEBS INDEX FD INC FRANCE WEB 92923H50 213,721 10,117 10,117 10,117
WEBS INDEX FD INC GERMANY WE 92923H60 514,504 25,887 25,887 25,887
WEBS INDEX FD INC JAPAN WEBS 92923H88 590,203 51,322 51,322 51,322
WD-40 CO COM 92923610 1,800,668 62,092 58,892 3,200 62,092
WHX CORP COM 92924810 543,375 69,000 69,000 69,000
WICOR INC COM 92925310 3,797,320 187,522 187,122 400 187,122 400
WPS RESOURCES CORP COM 92931B10 63,114,483 2,139,474 131,232 2,008,242 131,832 2,007,642
WSFS FINL CORP COM 92932810 597,402 40,848 40,848 40,848
WABASH NATL CORP COM 92956610 1,202,873 103,473 103,473 103,473
WACHOVIA CORP COM 92977110 244,812,741 3,015,418 2,701,582 197,155 116,681 2,652,987 116,681 245,750
WACKENHUT CORP COM SER A 92979410 897,298 40,328 40,328 40,328
WACKENHUT CORRECTION COM 92979810 845,826 43,798 43,798 43,798
PAGE MARKET VALUE 891,120,280
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 61
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WADDELL & REED FINL CL A 93005910 6,132,677 299,155 297,510 1,469 176 298,439 176 540
WADDELL & REED FINL CL B 93005920 322,889 16,246 5,494 4,993 5,759 9,236 5,759 1,251
WAINWRIGHT BK&TR CO COM 93070510 268,320 34,622 34,622 34,622
WAL MART STORES INC COM 93114210 2,968,158,759 32,197,151 30,927,901 649,444 619,806 27,831,046 1,610,906 2,755,199
WALDEN RESIDENTIAL P COM 93121010 1,420,962 80,622 80,622 80,622
WALGREEN CO COM 93142210 421,379,655 14,916,094 13,089,097 1,161,107 665,890 12,599,910 1,110,890 1,205,294
WALLACE COMPUTER SER COM 93227010 4,839,219 244,257 243,977 280 240,957 3,300
WALTER INDS INC COM 93317Q10 2,957,073 262,851 262,851 262,851
WANG LABS INC NEW COM 93369N10 3,841,770 195,759 195,759 195,759
WARNACO GROUP INC CL A 93439010 7,166,833 290,308 289,908 400 284,908 400 5,000
WARNER LAMBERT CO COM 93448810 775,498,848 11,705,643 10,779,106 499,558 426,979 9,923,351 793,099 989,193
WARREN BANCORP INC COM 93471010 339,500 38,800 38,800 38,800
WASHINGTON FED INC COM 93882410 4,696,713 223,653 223,653 222,927 726
WASHINGTON GAS LT CO COM 93883710 8,807,211 389,269 387,965 1,304 384,069 5,200
WASHINGTON MUT INC COM 93932210 313,685,254 7,674,257 7,655,044 18,943 270 6,969,882 270 704,105
WASHINGTON POST CO CL B 93964010 28,648,081 54,934 42,629 4,313 7,992 45,642 7,992 1,300
WASHINGTON REAL ESTA SH BEN INT 93965310 2,939,944 180,232 169,368 2,214 8,650 171,582 8,650
WASHINGTON TR BANCOR COM 94061010 710,687 41,500 41,500 41,500
WASTE INDUSTRIES INC COM 94105810 286,500 19,100 19,100 19,100
WASTE MGMT INC DEL COM 94106L10 482,710,717 10,877,988 7,860,560 3,003,837 13,591 6,936,584 3,263,507 677,897
WATERS CORP COM 94184810 44,362,744 422,253 421,808 445 419,453 2,800
WATSCO INC COM 94262220 1,600,048 109,405 109,405 109,405
WATSON PHARMACEUTICA COM 94268310 20,655,662 468,117 461,017 5,300 1,800 458,217 1,800 8,100
WATTS INDS INC CL A 94274910 1,598,634 117,876 117,076 800 116,076 1,800
WAUSAU-MOSINEE PAPER COM 94331510 4,297,146 306,939 305,751 1,188 301,591 1,188 4,160
WAVEPHORE INC COM 94356710 604,650 75,000 75,000 75,000
WEATHERFORD INTL INC COM 94707410 12,650,299 484,222 482,197 600 1,425 473,877 1,425 8,920
WEBB DEL CORP COM 94742310 4,763,202 219,634 219,634 219,634
WEBSTER FINL CORP CO COM 94789010 10,480,239 362,952 361,588 1,364 362,952
WEEKS CORP COM 94856P10 3,621,690 126,801 126,401 400 126,801
WEINGARTEN RLTY INVS SH BEN INT 94874110 5,590,413 141,083 138,793 2,290 141,083
WEIS MKTS INC COM 94884910 1,925,959 52,766 52,007 759 50,407 759 1,600
WELLMAN INC COM 94970210 1,723,036 194,145 194,145 192,045 2,100
WELLPOINT HEALTH NET COM 94973H10 34,180,825 450,863 448,563 2,300 445,963 4,900
WELLS FARGO & CO NEW COM 94974610 850,222,259 24,249,109 22,329,053 1,327,345 592,711 20,928,068 1,325,531 1,995,510
WELLSFORD REAL PPTYS COM 95024010 644,656 73,675 73,675 73,675
WENDYS INTL INC COM 95059010 45,174,733 1,588,590 1,584,390 2,200 2,000 1,470,365 2,000 116,225
WERNER ENTERPRISES I COM 95075510 2,571,801 163,289 160,189 1,000 2,100 161,189 2,100
WESBANCO INC COM 95081010 3,116,190 103,442 103,442 103,442
WESLEY JESSEN VISION COM 95101810 1,584,815 57,500 57,500 57,500
WEST COAST BANCORP O COM 95214510 1,154,090 61,759 61,759 61,759
WEST MARINE INC COM 95423510 353,970 39,884 38,824 560 500 39,384 500
WEST PHARMACEUTICAL COM 95530610 2,240,111 70,278 68,278 2,000 70,278
WEST TELESERVICES CO COM 95618810 671,959 79,054 79,054 79,054
WESTAMERICA BANCORPO COM 95709010 5,752,366 181,893 181,893 181,893
WESTELL TECHNOLOGIES CL A 95754110 250,437 56,840 56,840 56,840
WESTERN BANCORP COM 95768310 2,737,924 88,500 88,500 88,500
PAGE MARKET VALUE 6,099,341,470
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 62
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTCORP INC COM 95790710 432,450 55,800 55,800 55,800
WESTERN DIGITAL CORP COM 95810210 2,692,013 341,843 339,443 2,400 340,643 1,200
WESTERN GAS RES INC COM 95825910 694,852 92,647 92,647 92,647
WESTERN INVT REAL ES SH BEN INT 95846810 878,015 84,628 84,628 84,628
WESTERN RES INC COM 95942510 7,042,485 263,892 256,723 6,569 600 262,492 600 800
WESTERN WIRELESS COR CL A 95988E20 13,726,243 378,655 367,305 7,850 3,500 375,155 3,500
WESTERNBANK PUERTO R COM 95989710 2,838,379 178,100 178,100 178,100
WESTFIELD AMER INC COM 95991010 2,941,430 168,689 168,689 168,689
WESTINGHOUSE AIR BRA COM 96038610 1,615,495 77,389 77,389 77,389
WESTPOINT STEVENS IN COM 96123810 5,768,697 208,354 208,354 203,554 4,800
WESTVACO CORP COM 96154810 27,653,493 1,316,833 1,315,833 1,000 1,191,528 125,305
WESTWOOD ONE INC COM 96181510 2,647,137 92,882 92,882 92,882
WET SEAL INC CL A 96184010 1,680,356 45,569 45,569 45,569
WEYERHAEUSER CO COM 96216610 143,887,635 2,592,570 2,568,338 8,282 15,950 2,338,572 15,950 238,048
WHIRLPOOL CORP COM 96332010 55,127,386 1,013,837 1,005,487 6,500 1,850 920,643 1,850 91,344
WHITMAN CORP COM 96647K10 9,240,126 537,623 531,650 5,973 524,523 13,100
WHITNEY HLDG CORP COM 96661210 3,921,779 106,264 106,264 106,264
WHITTMAN-HART INC COM 96683410 2,632,675 122,450 122,450 122,450
WHOLE FOODS MKT INC COM 96683710 3,200,381 93,102 92,107 995 92,802 300
WILD OATS MARKETS IN COM 96808B10 1,367,100 50,400 50,400 50,400
WILEY JOHN & SONS IN CL A 96822320 68,185,824 1,623,472 133,760 12,210 1,477,502 145,970 1,477,502
WILEY JOHN & SONS IN CL B 96822330 25,953,403 633,984 633,984 633,984
WILLAMETTE INDS INC COM 96913310 54,475,099 1,443,049 1,441,399 1,650 1,312,939 130,110
WILLIAMS COS INC DEL COM 96945710 226,237,158 5,727,523 5,629,388 72,235 25,900 5,190,218 25,900 511,405
WILLIAMS SONOMA INC COM 96990410 4,070,260 144,080 144,080 144,080
WILMAR INDS INC COM 97142610 683,573 46,150 46,150 46,150
WILMINGTON TRUST COR COM 97180710 9,849,149 172,414 171,014 1,400 169,514 2,900
WIND RIVER SYSTEMS I COM 97314910 2,466,587 138,479 138,479 138,479
WINDMERE-DURABLE HLD COM 97341110 669,935 95,705 95,705 95,705
WINN DIXIE STORES IN COM 97428010 68,454,069 1,831,547 1,829,347 2,200 1,664,869 166,678
WINNEBAGO INDS INC COM 97463710 1,103,186 78,799 78,799 78,799
WINSTAR COMMUNICATIO COM 97551510 7,216,101 198,550 186,250 11,800 500 198,050 500
WISCONSIN CENT TRANS COM 97659210 3,750,743 283,075 283,075 278,975 4,100
WISCONSIN ENERGY COR COM 97665710 18,648,247 715,534 684,000 10,840 20,694 651,050 20,694 43,790
WITCO CORP COM 97738510 3,624,170 287,063 285,613 1,450 280,063 7,000
WOLVERINE TUBE INC COM 97809310 1,295,744 61,337 61,337 61,337
WOLVERINE WORLD WIDE COM 97809710 1,954,701 205,758 194,158 5,500 6,100 199,658 6,100
WOODWARD GOVERNOR CO COM 98074510 1,107,500 44,300 44,300 44,300
WORLD ACCESS INC COM 98141A10 915,143 112,633 112,633 112,633
WORLD COLOR PRESS IN COM 98144310 5,472,533 257,531 256,931 600 257,531
WORTHINGTON INDS INC COM 98181110 16,134,430 1,373,143 1,219,265 85,542 68,336 1,209,317 68,336 95,490
WRIGLEY WM JR CO COM 98252610 126,446,933 1,398,177 1,391,535 6,342 300 1,233,777 52,100 112,300
WYMAN GORDON CO COM 98308510 1,120,249 121,108 86,991 34,117 121,108
WYNNS INTL INC COM 98319510 1,124,616 64,496 61,459 3,037 64,496
X-RITE INC COM 98385710 454,824 69,973 69,973 69,973
XILINX INC COM 98391910 31,507,993 776,786 764,866 9,320 2,600 753,686 2,600 20,500
XIRCOM INC COM 98392210 10,227,709 407,073 407,013 60 407,073
PAGE MARKET VALUE 983,138,006
</TABLE>
<PAGE>
AS OF MARCH 31, 1999 PAGE NO. 63
STATE STREET CORPORATION 28-399
<TABLE>
<CAPTION>
Investment Discretion Voting Authority
------------------------------- -----------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 8:
Name of Title of Cusip Fair Market Shares Shared as Shared
Issuer Class Number Value Prin Amt Sole Defined Other Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
XOMED SURGICAL PRODS COM 98412V10 3,612,962 92,050 92,050 92,050
XEROX CORP COM 98412110 1,080,613,174 20,731,188 8,471,574 12,240,234 19,380 7,726,058 12,194,248 810,882
XTRA CORP COM 98413810 3,022,012 78,879 78,679 200 78,879
XYLAN CORP COM 98415110 5,341,826 145,111 145,111 145,111
YAHOO INC COM 98433210 89,865,441 533,722 531,280 2,242 200 521,622 200 11,900
YANKEE ENERGY SYS IN COM 98477910 1,224,338 53,089 52,230 859 53,089
YELLOW CORP COM 98550910 6,681,382 384,540 108,340 275,000 1,200 383,340 1,200
YORK INTL CORP NEW COM 98667010 8,823,515 249,873 249,873 246,373 3,500
YOUNG & RUBICAM INC COM 98742510 2,579,475 63,300 63,300 63,300
YOUNG BROADCASTING I CL A 98743410 3,666,881 80,370 80,370 80,370
ZALE CORP NEW COM 98885810 28,994,199 848,106 841,906 6,200 841,906 6,200
ZAPATA CORP COM NEW 98907050 704,235 78,800 78,800 78,800
ZEBRA TECHNOLOGIES C CL A 98920710 2,425,088 102,109 101,779 330 102,109
ZENITH NATL INS CORP COM 98939010 1,242,780 51,118 51,118 51,118
ZIFF-DAVIS INC COM 98951110 490,200 22,800 22,100 700 22,800
ZILA INC COM PAR $0 98951320 545,696 144,326 144,326 144,326
ZIONS BANCORPORATION COM 98970110 24,953,460 375,240 375,240 368,440 6,800
ZONAGEN INC COM 98975L10 1,575,950 73,300 50,800 22,500 50,800 22,500
ZOLTEK COS INC COM 98975W10 338,002 45,067 45,067 45,067
PAGE MARKET VALUE 1,266,700,616
TOTAL MARKET VALUE 208,095,161,247
</TABLE>
