<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: December 31, 1999
-----------------
Check here if amendment [ ] Amendment Number [ ]
Institutional Investment Manager filing this report:
Name: State Street Corporation
------------------------
Address: 225 Franklin Street
-------------------
Boston, Massachusetts 02110
---------------------------
Form 13F File Number: 28-399
------
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: James G. Cowden
---------------
Title: Vice President
--------------
Telephone: 617-664-1117
------------
Signature, Place, and Date of Signing:
/s/ James G. Cowden Boston, Massachusetts February 10, 2000
- ------------------- --------------------- -----------------
[Signature] [City, State] [Date]
Report Type (Check only one):
[ ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report and all
holdings are reported by other reporting manager(s).)
[X] 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.)
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13F File Number Name
-----------------------------------------------------
28-5798 Roy A. Hammer
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28-1721 George T. Shaw
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<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R12 9,931,272 127,324 125,899 1,425 126,327 997
ACE LTD ORD G0070K10 1,960,705 117,499 117,499 117,499
CORECOMM LTD ORD G2422R10 1,661,371 27,981 1,891 26,090 1,891 26,090
FRESH DEL MONTE PROD ORD G3673810 248,994 27,666 27,666 27,666
GEMSTAR INTL GROUP L ORD G3788V10 12,446,662 174,690 170,430 4,260 96,644 78,046
GLOBAL CROSSING LTD COM G3921A10 521,850,800 10,437,016 10,434,851 2,165 9,625,293 13,870 797,853
LORAL SPACE & COMMUN COM G5646210 144,995,455 5,963,946 5,942,929 8,404 12,613 5,951,333 12,613
SANTA FE INTL CORP ORD G7805C10 1,133,946 43,824 43,824 43,824
TRANSOCEAN OFFSHORE ORD G9007610 1,019,870 30,274 29,438 836 15,936 14,338
XL CAP LTD CL A G9825510 1,704,508 32,858 31,058 1,800 32,858
ROYAL CARIBBEAN CRUI COM V7780T10 2,831,593 57,422 57,422 57,422
TEEKAY SHIPPING CORP COM V8956410 723,585 45,400 45,400 45,400
AAR CORP COM 00036110 2,377,208 132,531 132,531 132,531
ABC-NACO INC COM 00075210 664,950 80,600 80,600 80,600
ACTV INC COM 00088E10 6,843,912 149,800 149,800 149,800
A D C TELECOMMUNICAT COM 00088610 184,554,190 2,543,400 2,540,850 2,050 500 2,312,110 73,500 157,790
ABM INDS INC COM 00095710 1,734,197 85,114 81,914 3,200 85,114
ACT NETWORKS INC COM 00097510 412,521 44,300 44,300 44,300
AEP INDS INC COM 00103110 448,050 17,400 17,400 17,400
AFLAC INC COM 00105510 220,807,414 4,679,412 4,665,767 12,245 1,400 4,285,011 8,700 385,701
AGCO CORP COM 00108410 5,907,724 439,661 439,661 436,161 3,500
AGL RES INC COM 00120410 6,930,152 407,656 403,496 1,400 2,760 401,496 2,760 3,400
AHL SVCS INC COM 00129610 3,229,258 154,695 154,695 154,695
AES CORP COM 00130H10 257,514,123 3,445,005 3,438,938 6,067 3,162,680 4,300 278,025
AK STL HLDG CORP COM 00154710 8,677,309 459,725 458,825 900 450,525 9,200
AMB PROPERTY CORP COM 00163T10 6,039,615 302,935 302,935 302,035 900
AMC ENTMT INC COM 00166910 878,887 101,900 101,800 100 101,900
AMFM INC COM 00169310 62,820,586 802,819 775,293 27,526 726,668 76,151
AMLI RESIDENTIAL PPT SH BEN INT 00173510 1,537,441 76,160 76,160 76,160
AMR CORP COM 00176510 172,011,378 2,567,334 2,561,784 5,350 200 2,350,138 3,500 213,696
APAC CUSTOMER SERVIC COM 00185E10 393,736 28,000 28,000 28,000
AT&T CORP COM 00195710 3,063,213,310 60,285,234 58,948,372 971,558 365,304 54,906,393 434,154 4,944,687
AT&T CORP COM LIB GR 00195720 323,723,581 5,698,155 5,646,799 13,028 38,328 5,124,398 38,328 535,429
A S V INC COM 00196310 658,768 48,350 48,350 48,350
ATMI INC COM 00207R10 3,702,348 111,982 111,982 111,982
AVT CORP COM 00242010 7,507,874 159,742 159,742 159,742
AVX CORP NEW COM 00244410 5,252,173 105,176 105,176 104,876 300
Page Total 5,048,349,466
</TABLE>
1
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AXA FINL INC COM 00245110 37,431,926 1,100,939 1,096,531 4,404 4 1,085,335 4 15,600
AARON RENTS INC COM 00253520 1,496,751 84,324 84,324 84,324
AAVID THERMAL TECHNO COM 00253910 1,356,632 55,233 55,233 55,233
ABBOTT LABS COM 00282410 1,011,915,945 27,867,260 26,545,240 680,905 641,115 24,179,063 1,411,415 2,276,782
ABERCROMBIE & FITCH CL A 00289620 22,276,519 834,733 833,703 1,030 826,887 7,846
ABGENIX INC COM 00339B10 5,763,750 43,500 43,500 43,500
ABOUT COM INC COM 00373610 1,633,539 18,201 18,201 18,201
ACCEPTANCE INS COS I COM 00430810 281,761 49,002 49,002 49,002
ACCLAIM ENTMT INC COM PAR $0 00432520 7,662,187 1,495,061 1,495,061 1,495,061
ACCREDO HEALTH INC COM 00437V10 959,400 31,200 31,200 31,200
ACKERLEY GROUP INC COM 00452710 1,197,156 66,050 66,050 66,050
ACNIELSEN CORP COM 00483310 9,750,835 395,973 383,908 12,065 384,105 11,868
ACTIVISION INC NEW COM NEW 00493020 1,688,913 110,300 110,300 110,300
ACTION PERFORMANCE C COM 00493310 833,600 72,487 72,487 72,487
ACTEL CORP COM 00493410 2,662,560 110,940 110,940 110,940
ACTUATE CORP COM 00508B10 5,410,825 126,200 126,200 126,200
ACUSON CORP COM 00511310 2,059,414 163,940 163,940 161,840 2,100
ACX TECHNOLOGIES INC COM 00512310 863,712 80,819 80,819 80,819
ACXIOM CORP COM 00512510 9,465,960 394,415 393,615 800 388,815 5,600
ADAPTIVE BROADBAND C COM 00650M10 5,531,471 74,940 74,940 74,940
ADAPTEC INC COM 00651F10 93,651,783 1,877,730 1,873,630 1,300 2,800 1,755,330 3,100 119,300
ADELPHIA BUSINESS SO CL A 00684710 3,556,800 74,100 74,100 74,100
ADELPHIA COMMUNICATI CL A 00684810 12,105,581 184,466 178,685 3,581 2,200 181,699 2,200 567
ADFORCE INC COM 00686710 1,928,267 27,016 27,016 27,016
ADMINISTAFF INC COM 00709410 1,376,980 45,520 45,520 45,520
ADOBE SYS INC COM 00724F10 163,966,596 2,438,165 2,432,955 5,210 2,171,770 55,600 210,795
ADTRAN INC COM 00738A10 13,914,531 270,516 270,516 268,216 2,300
ADVANCE PARADIGM INC COM 00749110 4,808,326 223,000 223,000 223,000
ADVANCED COMMUNICATI COM 00751B10 746,650 54,800 54,700 100 54,700 100
ADVANCED DIGITAL INF COM 00752510 7,750,825 159,400 159,400 159,400
ADVANCED FIBRE COMMU COM 00754A10 16,732,600 374,440 374,340 100 374,440
ADVANCED RADIO TELEC COM 00754U10 3,079,200 128,300 128,300 128,300
ADVEST GROUP INC COM 00756610 586,162 31,900 31,900 31,900
ADVANTAGE LEARNING S COM 00757K10 568,142 50,786 50,786 50,786
ADVANTICA RESTAURANT COM 00758B10 266,875 152,500 152,500 152,500
ADVO INC COM 00758510 9,025,688 380,029 380,029 380,029
AERIAL COMMUNICATION COM 00765510 4,981,644 81,834 81,834 81,834
Page Total 1,469,289,506
</TABLE>
2
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AEROFLEX INC COM 00776810 876,687 84,500 84,500 84,500
ADVANCED MICRO DEVIC COM 00790310 69,632,029 2,406,332 2,403,932 2,400 2,253,632 2,200 150,500
AEGON N V ORD AMER R 00792410 3,178,335 33,281 31,846 1,435 25,784 7,497
ADVANTA CORP CL A 00794210 2,478,934 135,832 135,832 135,832
ADVANCED ENERGY INDS COM 00797310 3,021,142 61,343 61,343 61,343
ADVENT SOFTWARE INC COM 00797410 3,860,162 59,906 59,906 59,906
AETNA INC COM 00811710 138,012,527 2,472,811 2,467,033 4,835 943 2,264,193 943 207,675
AFFILIATED COMPUTER CL A 00819010 10,661,098 231,763 231,693 70 228,463 3,300
AFFILIATED MANAGERS COM 00825210 4,975,368 123,040 123,040 123,040
AFFYMETRIX INC COM 00826T10 14,160,549 83,451 83,251 200 83,451
AFTERMARKET TECHNOLO COM 00831810 1,082,864 90,715 90,715 90,715
AGENCY COM LTD COM 00844710 12,713,382 249,282 125,005 124,277 125,005 124,277
AGILENT TECHNOLOGIES COM 00846U10 1,248,588 16,150 14,400 1,750 16,150
AGRIBRANDS INTL INC COM 00849R10 2,688,700 58,450 58,450 58,450
AGRIBIOTECH INC NEV COM 00849410 427,975 180,200 180,200 180,200
AIR EXPRESS INTL COR COM 00910410 6,300,290 194,983 192,633 2,350 194,983
AIR PRODS & CHEMS IN COM 00915810 539,787,211 16,083,285 15,520,629 353,045 209,611 3,908,873 11,838,003 336,409
AIRBORNE FGHT CORP COM 00926610 7,676,460 348,930 347,530 800 600 345,430 600 2,900
AIRGAS INC COM 00936310 5,089,435 535,730 535,730 531,030 4,700
AIRNET COMMUNICATION COM 00941P10 894,424 24,589 19,123 3,466 2,000 22,589 2,000
AIRTRAN HLDGS INC COM 00949P10 1,267,334 279,703 279,703 279,703
AKZO NOBEL NV SPONSORED 01019930 1,541,752 30,990 30,990 30,990
ALABAMA NATL BANCORP COM 01031710 875,800 46,400 46,400 46,400
ALASKA AIR GROUP INC COM 01165910 6,582,460 187,401 187,401 185,801 1,600
ALBANY INTL CORP CL A 01234810 2,625,824 169,408 164,412 4,996 167,079 2,329
ALBANY MOLECULAR RES COM 01242310 887,550 29,100 29,100 29,100
ALBEMARLE CORP COM 01265310 4,449,196 231,886 231,236 650 229,086 2,800
ALBERTO CULVER CO CL B CONV 01306810 23,247,939 900,664 900,064 600 843,244 2,900 54,520
ALBERTSONS INC COM 01310410 238,959,245 7,409,589 7,329,198 39,122 41,269 6,758,427 52,469 598,693
ALCAN ALUMINIUM LTD COM 01371610 127,803,775 3,088,913 3,087,913 1,000 2,855,245 4,900 228,768
ALCOA INC COM 01381710 625,685,789 7,538,383 7,504,565 26,218 7,600 6,969,247 16,300 552,836
ALEXANDER & BALDWIN COM 01448210 7,003,489 307,009 306,889 120 304,009 3,000
ALEXANDERS INC COM 01475210 1,473,982 18,658 18,658 18,658
ALEXANDRIA REAL ESTA COM 01527110 7,831,541 246,182 231,157 15,025 246,182
ALFA CORP COM 01538510 2,940,254 180,251 180,251 180,251
ALGOS PHARMACEUTICAL COM 01586910 667,095 60,645 60,645 60,645
ALKERMES INC COM 01642T10 5,697,615 115,982 115,982 115,982
Page Total 1,888,306,800
</TABLE>
3
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ALLAIRE CORP COM 01671410 4,730,559 32,332 32,232 100 32,332
ALLEGHANY CORP DEL COM 01717510 4,891,078 26,367 25,126 1,241 26,367
ALLEGHENY ENERGY INC COM 01736110 21,059,777 781,816 766,882 4,834 10,100 752,816 10,100 18,900
ALLEGHENY TECHNOLOGI COM 01741R10 36,195,233 1,613,194 1,608,188 4,106 900 1,489,774 3,000 120,420
ALLEGIANCE TELECOM I COM 01747T10 24,046,346 260,665 232,115 26,750 1,800 257,965 1,800 900
ALLEN TELECOM INC COM 01809110 1,730,357 149,659 149,659 149,659
ALLERGAN INC COM 01849010 139,598,052 2,805,991 2,801,691 3,500 800 2,550,991 68,000 187,000
ALLIANCE BANCORP COM 01852J10 832,500 45,000 45,000 45,000
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 1,136,049 37,948 37,288 200 460 37,488 460
ALLIANCE SEMICONDUCT COM 01877H10 1,893,974 113,500 113,500 113,500
ALLIANT CORP COM 01880210 14,868,040 540,656 506,551 12,999 21,106 513,650 21,106 5,900
ALLIANT TECHSYSTEMS COM 01880410 7,996,997 128,338 116,488 11,850 128,338
ALLIED CAP CORP NEW COM 01903Q10 5,839,751 318,903 305,839 13,064 305,839 13,064
ALLIED RISER COMMUNI COM 01949610 339,556 16,414 16,014 400 16,414
ALLIED WASTE INDS IN COM PAR$.0 01958930 30,681,277 3,481,761 3,475,221 6,540 3,224,295 4,300 253,166
ALLMERICA FINL CORP COM 01975410 21,338,417 383,612 374,115 8,166 1,331 337,092 1,331 45,189
ALLSTATE CORP COM 02000210 334,279,241 13,892,413 13,842,636 26,693 23,084 12,638,363 41,684 1,212,366
ALLTEL CORP COM 02003910 482,197,591 5,831,601 5,354,048 381,557 95,996 5,394,887 101,996 334,718
ALLTRISTA CORP COM 02004010 663,750 30,000 29,200 800 30,000
ALPHA INDS INC COM 02075310 4,599,288 80,250 80,250 80,250
ALPHARMA INC CL A 02081310 13,190,919 428,973 428,973 428,973
ALPINE GROUP INC COM 02082510 928,802 72,140 72,140 72,140
ALTERA CORP COM 02144110 113,669,257 2,293,476 2,273,486 10,890 9,100 2,232,376 9,100 52,000
ALTEON WEBSYSTEMS IN COM 02145A10 1,002,894 11,429 10,929 500 11,429
ALTERRA HEALTHCARE C COM 02146C10 991,039 119,230 106,630 6,100 6,500 112,730 6,500
ALZA CORP DEL COM 02261510 54,634,891 1,577,903 1,570,825 7,078 1,470,573 107,330
AMAZON COM INC COM 02313510 69,998,079 919,515 917,489 2,026 786,244 133,271
AMBAC FINL GROUP INC COM 02313910 25,464,020 487,938 485,588 2,350 474,738 13,200
AMCOL INTL CORP COM 02341W10 2,083,898 129,234 129,234 129,234
AMERADA HESS CORP COM 02355110 88,826,745 1,565,229 1,554,554 2,775 7,900 1,443,876 9,000 112,353
AMERCO COM 02358610 1,085,000 43,400 43,400 43,400
AMEREN CORP COM 02360810 73,044,748 2,230,374 2,223,101 6,161 1,112 2,072,470 4,112 153,792
AMERICA ONLINE INC D COM 02364J10 3,094,810,517 40,788,277 40,658,918 112,271 17,088 36,346,138 1,104,988 3,337,151
AMERICA WEST HLDG CO CL B 02365720 12,526,692 603,696 603,696 603,696
AMERICAN ANNUITY GRO COM 02384010 1,523,322 84,629 84,629 84,629
AMCORE FINL INC COM 02391210 3,346,536 139,439 138,689 750 139,439
AMERICAN AXLE & MFG COM 02406110 642,055 52,953 52,753 200 52,753 200
Page Total 4,696,687,247
</TABLE>
4
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN BUSINESS PR COM 02476310 796,270 68,133 68,133 68,133
AMERICAN CLASSIC VOY COM 02492810 1,652,000 47,200 47,200 47,200
AMERICAN EAGLE OUTFI COM 02553E10 18,560,565 412,457 412,457 409,657 2,800
AMERICAN ELEC PWR IN COM 02553710 106,057,314 3,301,395 3,291,469 4,160 5,766 2,999,153 9,766 292,476
AMERICAN EXPRESS CO COM 02581610 1,405,175,922 8,452,186 8,309,585 108,473 34,128 7,736,596 44,228 671,362
AMERICAN FINL GROUP COM 02593210 7,312,864 277,265 276,665 600 272,465 4,800
AMERICAN FREIGHTWAYS COM 02629V10 1,864,224 115,168 115,168 115,168
AMERICAN GENERAL COR COM 02635110 348,335,979 4,590,919 4,192,237 267,778 130,904 4,181,611 137,704 271,604
AMERICAN GREETINGS C CL A 02637510 27,922,340 1,181,898 1,180,348 1,550 1,126,758 2,000 53,140
AMERICAN HOME PRODS COM 02660910 924,459,018 23,553,096 22,080,880 721,916 750,300 20,836,417 750,300 1,966,379
AMERICAN INDL PPTYS COM NEW 02679120 940,500 76,000 76,000 76,000
AMERICAN INTL GROUP COM 02687410 3,061,661,336 28,315,943 26,532,968 1,106,735 676,239 25,287,989 710,614 2,317,339
AMERICAN ITALIAN PAS CL A 02707010 2,795,175 90,900 90,900 90,900
AMERICAN MGMT SYS IN COM 02735210 33,331,921 1,062,372 1,041,102 270 21,000 1,037,772 21,000 3,600
AMERICAN MOBILE SATE COM 02755R10 1,737,278 82,484 82,484 82,484
AMERICAN NATL CAN GR COM 02771410 200,109 15,393 15,393 15,393
AMERICAN NATL INS CO COM 02859110 3,878,868 60,845 60,845 60,245 600
AMERICAN PAC CORP COM 02874010 225,250 26,500 26,500 26,500
AMERICAN RETIREMENT COM 02891310 681,423 85,854 85,854 85,854
AMERICAN PWR CONVERS COM 02906610 32,897,854 1,247,312 1,245,692 1,620 1,146,117 101,195
AMERICAN STD COS INC COM 02971210 28,669,948 624,958 623,408 1,550 604,158 20,800
AMERICAN STS WTR CO COM 02989910 2,253,600 62,600 62,500 100 62,600
AMERICAN TOWER CORP CL A 02991220 14,114,326 461,826 421,026 38,800 2,000 458,126 2,000 1,700
AMERICAN SUPERCONDUC COM 03011110 1,999,200 71,400 71,400 71,400
AMERICAN WTR WKS INC COM 03041110 13,061,886 614,677 608,977 5,500 200 607,477 200 7,000
AMERICAN WOODMARK CO COM 03050610 1,246,450 51,400 51,400 51,400
AMERICAN XTAL TECHNO COM 03051410 1,375,779 78,900 78,900 78,900
AMERICREDIT CORP COM 03060R10 14,323,995 774,270 774,270 774,270
AMERIPATH INC COM 03071D10 799,051 97,600 97,600 97,600
AMERISOURCE HEALTH C CL A 03071P10 3,661,661 241,105 241,105 241,105
AMERITRADE HLDG CORP CL A 03072H10 5,056,215 233,145 232,645 500 230,345 2,800
AMERUS LIFE HLDGS IN COM 03073210 1,964,453 85,411 85,411 85,411
AMES DEPT STORES INC COM NEW 03078950 4,163,622 144,510 144,510 144,510
AMETEK INC NEW COM 03110010 4,738,717 248,595 231,695 3,300 13,600 232,695 13,600 2,300
AMF BOWLING INC COM 03113V10 1,120,312 358,500 358,500 358,500
AMGEN INC COM 03116210 1,208,956,405 20,128,474 19,896,507 130,360 101,607 17,924,101 611,107 1,593,266
AMKOR TECHNOLOGY INC COM 03165210 12,385,647 438,430 438,430 438,430
Page Total 7,300,377,477
</TABLE>
5
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMRESCO INC COM 03190910 330,484 235,053 235,053 235,053
AMPEX CORP DEL CL A 03209210 1,003,670 184,600 184,600 184,600
AMPHENOL CORP NEW CL A 03209510 5,547,809 83,348 83,348 83,348
AMSOUTH BANCORPORATI COM 03216510 144,151,102 7,464,328 7,368,969 55,229 40,130 6,979,657 42,430 442,241
AMTRAN INC COM 03234G10 255,750 13,200 13,200 13,200
ANACOMP INC DEL COM 03237110 1,045,752 57,500 57,500 57,500
ANADARKO PETE CORP COM 03251110 88,452,648 2,592,019 2,256,455 252,940 82,624 2,374,655 84,124 133,240
ANADIGICS INC COM 03251510 3,928,317 83,250 83,250 83,250
ANALOG DEVICES INC COM 03265410 290,457,693 3,123,201 3,070,716 49,236 3,249 2,932,719 4,449 186,033
ANALOGIC CORP COM PAR $0 03265720 1,076,889 32,633 32,633 32,633
ANALYSTS INTL CORP COM 03268110 1,370,850 109,668 109,668 109,668
ANCHOR BANCORP WIS I COM 03283910 1,844,403 121,944 121,944 121,944
ANCHOR FINL CORP S C COM 03303610 968,000 35,200 35,200 35,200
ANCHOR GAMING COM 03303710 1,674,800 38,557 38,557 38,557
ANCOR COMMUNICATIONS COM 03332K10 9,332,812 137,500 137,500 137,500
ANDOVER BANCORP INC COM 03425810 842,800 30,100 30,100 30,100
ANDREW CORP COM 03442510 27,598,537 1,457,387 1,457,387 1,396,037 1,000 60,350
ANDRX CORP COM 03455110 2,580,989 60,999 60,999 60,799 200
ANESTA CORP COM 03460310 1,036,376 60,300 60,300 60,300
ANHEUSER BUSCH COS I COM 03522910 649,053,546 9,157,722 9,006,722 64,650 86,350 8,124,057 304,850 728,815
ANICOM INC COM 03525010 532,457 125,284 122,300 2,984 122,300 2,984
ANIXTER INTL INC COM 03529010 2,426,304 117,639 116,719 920 117,639
ANNTAYLOR STORES COR COM 03611510 4,441,202 128,966 128,966 128,966
ANSOFT CORP COM 03638410 213,246 35,541 25,541 10,000 25,541 10,000
ANTEC CORP COM 03664P10 5,193,913 142,299 142,199 100 142,299
ANSWERTHINK CONSULTI COM 03691610 4,730,267 138,110 138,110 138,110
AON CORP COM 03738910 170,607,840 4,265,196 4,245,361 9,073 10,762 3,887,277 17,662 360,257
APACHE CORP COM 03741110 105,853,315 2,865,780 2,827,905 34,975 2,900 2,698,530 4,000 163,250
APARTMENT INVT & MGM CL A 03748R10 15,470,027 388,577 383,177 5,400 387,877 700
APEX INC COM 03754810 5,752,174 178,362 178,100 262 178,362
APOGEE ENTERPRISES I COM 03759810 4,990,332 985,842 985,842 144,844 840,998
APOLLO GROUP INC CL A 03760410 7,934,460 395,497 395,397 100 390,147 5,350
APPLE COMPUTER INC COM 03783310 357,939,463 3,481,495 3,472,647 6,798 2,050 3,195,944 5,950 279,601
APPLEBEES INTL INC COM 03789910 6,510,620 220,699 209,699 11,000 209,699 11,000
APRIA HEALTHCARE GRO COM 03793310 14,950,417 833,496 833,396 100 830,396 3,100
APPLIED GRAPHICS TEC COM 03793710 796,208 92,314 73,510 18,804 92,314
APPLIED ANALYTICAL I COM 03793910 530,801 58,170 58,170 58,170
Page Total 1,941,426,273
</TABLE>
6
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
APPLIED INDL TECHNOL COM 03820C10 1,723,713 103,682 103,682 103,682
APPLIED MICRO CIRCUI COM 03822W10 19,784,321 155,476 145,412 10,064 144,712 10,064 700
APPLIED MATLS INC COM 03822210 1,036,490,830 8,181,509 7,962,540 186,645 32,324 7,362,866 218,224 600,419
APPLIED PWR INC CL A 03822510 7,371,204 200,577 200,577 200,577
APPLIEDTHEORY CORP COM 03828R10 877,704 31,629 31,629 31,629
APPNET INC COM 03831Q10 502,643 11,489 11,489 11,489
APTARGROUP INC COM 03833610 22,329,818 888,749 156,840 532,844 199,065 689,684 199,065
AQUARION CO COM 03838W10 2,142,966 57,918 57,468 450 57,918
ARACRUZ CELULOSE S A SPON ADR C 03849620 341,250 13,000 13,000 13,000
ARCADIA FINL LTD COM 03910110 812,849 183,198 183,198 183,198
ARCH CHEMICALS INC COM 03937R10 80,942,274 3,865,992 3,865,992 102,982 3,763,010
ARCH COAL INC COM 03938010 1,017,684 89,965 89,965 89,965
ARCHER DANIELS MIDLA COM 03948310 127,957,974 10,553,235 10,516,220 26,906 10,109 9,616,885 27,894 908,456
ARCHSTONE CMNTYS TR SH BEN INT 03958110 11,595,538 565,636 555,836 9,800 562,936 2,700
ARCTIC CAT INC COM 03967010 951,680 95,168 95,168 95,168
ARDEN RLTY GROUP INC COM 03979310 5,258,691 262,122 262,022 100 261,422 700
ARDENT SOFTWARE INC COM 03979410 2,843,100 72,900 72,400 500 72,900
AREA BANCSHARES CORP COM 03987210 1,429,085 58,330 58,330 58,330
ARGONAUT GROUP INC COM 04015710 2,015,166 101,392 100,392 1,000 101,392
ARGOSY GAMING CO COM 04022810 6,562,495 421,700 421,700 421,700
ARGUSS HLDGS INC COM 04028210 1,296,958 99,766 49,100 50,666 99,766
ARIBA INC COM 04033V10 4,795,155 27,034 26,954 80 27,034
ARIS CORP COM 04040A10 205,625 17,500 15,500 2,000 17,500
ARMSTRONG WORLD INDS COM 04247610 23,565,987 706,097 699,947 5,550 600 645,728 900 59,469
ARNOLD INDS INC COM 04259510 2,149,812 152,881 152,781 100 151,181 1,700
ARROW ELECTRS INC COM 04273510 15,635,389 616,173 616,073 100 607,273 8,900
ARROW INTL INC COM 04276410 1,658,249 57,181 57,181 57,181
ART TECHNOLOGY GROUP COM 04289L10 1,391,821 10,863 10,863 10,863
ARTESYN TECHNOLOGIES COM 04312710 3,682,308 175,348 175,348 175,348
ARVIN INDS INC COM 04333910 6,421,688 226,315 226,115 200 224,615 1,700
ASCENT ENTMT GROUP I COM 04362810 1,755,918 138,403 138,403 138,403
ASHLAND INC COM 04420410 41,208,402 1,251,128 1,246,930 2,350 1,848 1,165,693 2,648 82,787
ASHTON TECHNOLOGY GR COM 04508410 640,481 99,500 99,500 99,500
ASPECT COMMUNICATION COM 04523Q10 9,579,756 244,850 243,450 1,400 244,850
ASPECT DEV INC COM 04523410 7,898,461 115,306 115,306 115,306
ASPEN TECHNOLOGY INC COM 04532710 3,088,793 116,836 116,836 116,836
ASSOCIATED BANC CORP COM 04548710 13,532,894 395,121 394,541 580 390,246 4,875
Page Total 1,471,458,682
</TABLE>
7
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ASSOCIATED ESTATES R COM 04560410 674,761 86,375 86,375 86,375
ASSOCIATED GROUP INC CL A 04565110 11,488,283 125,899 125,899 125,599 300
AT HOME CORP COM SER A 04591910 21,965,762 512,321 507,322 4,499 500 510,221 500 1,600
ASSOCIATES FIRST CAP CL A 04600810 348,034,586 12,684,863 12,304,863 324,526 55,474 11,779,240 71,374 834,249
ASTEC INDS INC COM 04622410 2,100,792 111,673 111,673 111,673
ASTORIA FINL CORP COM 04626510 83,720,986 2,750,632 347,738 2,402,894 2,746,487 4,145
ASTRAZENECA PLC SPONSORED 04635310 664,994 15,928 11,278 4,650 15,928
ASYST TECHNOLOGY COR COM 04648X10 4,064,844 62,000 62,000 62,000
ATLANTIC COAST AIRLI COM 04839610 1,345,675 56,660 56,660 56,660
ATLANTIC RICHFIELD C COM 04882510 529,357,164 6,119,736 5,800,396 163,222 156,118 5,478,398 163,718 477,620
ATLAS AIR INC COM 04916410 3,775,962 137,623 114,848 22,775 137,623
ATMEL CORP COM 04951310 34,456,107 1,165,554 1,161,554 4,000 1,147,354 18,200
ATMOS ENERGY CORP COM 04956010 3,160,438 154,643 154,643 154,643
ATWOOD OCEANICS INC COM 05009510 3,281,657 84,962 74,962 10,000 74,962 10,000
AUDIOVOX CORP CL A 05075710 560,865 18,541 18,541 18,541
AURORA FOODS INC COM 05164B10 953,958 102,444 102,444 102,444
AURORA BIOSCIENCES C COM 05192010 306,154 11,553 11,553 11,553
AUSPEX SYS INC COM 05211610 1,262,800 123,200 123,200 123,200
AUTOBYTEL COM INC COM 05275N10 632,599 41,654 41,654 41,654
AUTODESK INC COM 05276910 31,652,437 937,850 936,850 1,000 877,420 700 59,730
AUTOLIV INC COM 05280010 11,857,774 405,394 384,948 10,337 10,109 393,872 10,109 1,413
AUTOMATIC DATA PROCE COM 05301510 752,678,304 13,970,827 11,339,236 1,657,137 974,454 11,762,806 1,284,554 923,467
AUTONATION INC COM 05329W10 12,846,418 1,388,802 1,386,602 2,200 1,377,102 11,700
AUTOWEB COM INC COM 05333110 412,684 37,948 37,948 37,948
AUTOZONE INC COM 05333210 75,601,711 2,339,741 2,335,741 4,000 2,182,581 3,500 153,660
AVADO BRANDS INC COM 05336P10 452,264 107,197 107,197 107,197
AVALONBAY CMNTYS INC COM 05348410 13,413,932 387,406 382,006 5,400 386,406 1,000
AVANT CORP COM 05348710 6,069,960 404,664 404,664 404,664
AVERY DENNISON CORP COM 05361110 165,954,156 2,277,244 2,054,545 171,913 50,786 1,990,566 104,486 182,192
AVIALL INC NEW COM 05366B10 709,763 86,694 86,694 86,694
AVID TECHNOLOGY INC COM 05367P10 1,397,385 106,981 106,981 106,981
AVIATION SALES CO COM 05367210 935,368 56,689 56,689 56,689
AVIRON COM 05376210 1,173,882 74,240 67,620 6,620 74,240
AVISTA CORP COM 05379B10 2,689,079 174,197 169,197 5,000 169,197 5,000
AVIS RENT A CAR INC COM 05379010 2,904,737 113,635 113,635 113,635
AVNET INC COM 05380710 20,105,844 332,328 331,510 382 436 311,181 436 20,711
AVON PRODS INC COM 05430310 145,601,610 4,412,170 4,336,025 66,073 10,072 3,912,696 123,872 375,602
Page Total 2,298,265,695
</TABLE>
8
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AWARE INC MASS COM 05453N10 2,956,560 81,280 81,080 200 81,280
AXA SPONSORED 05453610 1,083,815 15,265 10,100 5,165 15,265
AXENT TECHNOLOGIES I COM 05459C10 2,828,700 134,700 134,700 134,700
AZTAR CORP COM 05480210 2,524,359 232,125 232,125 232,125
BB&T CORP COM 05493710 141,520,263 5,169,690 5,158,840 10,850 4,811,970 7,400 350,320
AZURIX CORP COM 05501M10 215,390 24,101 24,101 24,101
BHC COMMUNICATIONS I CL A 05544810 5,817,120 36,357 36,037 320 33,657 2,700
BISYS GROUP INC COM 05547210 6,211,343 95,193 93,203 1,990 94,893 300
BJS WHOLESALE CLUB I COM 05548J10 27,180,272 744,665 744,365 300 738,665 6,000
BJ SVCS CO COM 05548210 17,300,551 413,770 413,670 100 408,370 5,400
BMC INDS INC MINN COM 05560710 626,715 128,557 128,557 128,557
BOK FINL CORP COM NEW 05561Q20 1,515,911 75,034 75,034 75,034
BP AMOCO P L C SPONSORED 05562210 3,222,867,342 54,337,526 54,323,712 13,814 233,328 54,073,872 30,326
BRE PROPERTIES INC CL A 05564E10 5,208,594 229,585 229,585 229,585
BSB BANCORP COM 05565210 751,250 39,026 39,026 39,026
BT FINL CORP COM 05576310 1,827,122 83,051 83,051 83,051
BMC SOFTWARE INC COM 05592110 345,734,959 4,325,093 4,321,153 3,940 3,832,436 119,000 373,657
BACOU USA INC COM 05643910 338,292 22,460 22,380 80 22,460
BAKER HUGHES INC COM 05722410 130,045,318 6,174,405 5,981,105 148,616 44,684 5,642,374 52,584 479,447
BALDOR ELEC CO COM 05774110 2,823,675 155,789 152,336 120 3,333 152,456 3,333
BALDWIN & LYONS INC CL B 05775520 1,392,060 62,918 62,918 62,918
BALL CORP COM 05849810 19,951,391 506,702 501,902 4,800 476,242 600 29,860
BALLY TOTAL FITNESS COM 05873K10 3,137,323 117,560 117,260 300 117,560
BANCFIRST CORP COM 05945F10 758,050 22,337 22,337 22,337
BANCFIRST CORP ZANES COM 05945010 673,900 29,300 29,300 29,300
BANCO DE A EDWARDS SPON ADR R 05950410 627,162 38,300 38,300 38,300
BANCO SANTANDER CENT ADR 05964H10 458,481 39,230 25,780 13,450 39,230
BANCO SANTANDER P R COM 05964610 801,180 51,900 51,900 51,900
BANCORPSOUTH INC COM 05969210 4,533,365 277,916 277,916 277,916
BANCWEST CORP NEW COM 05979010 7,094,022 363,796 363,796 363,796
BANDAG INC COM 05981510 2,816,850 112,674 112,674 111,174 1,500
BANK OF AMERICA CORP COM 06050510 1,562,904,733 31,141,625 30,693,787 350,618 97,220 28,388,823 157,142 2,595,660
BANK OF GRANITE CORP COM 06240110 1,366,389 63,553 59,797 3,756 63,553
BANK NEW YORK INC COM 06405710 512,996,320 12,824,908 12,658,028 59,708 107,172 11,625,437 124,172 1,075,299
BANK ONE CORP COM 06423A10 651,245,024 20,351,407 20,222,717 83,578 45,112 18,325,265 278,156 1,747,986
BANK TOKYO-MITSUBISH SPONSORED 06537910 7,332,046 526,085 502,380 23,705 526,085
BANK UTD CORP CL A 06541210 9,552,405 350,547 350,447 100 350,547
Page Total 6,707,018,252
</TABLE>
9
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BANKATLANTIC BANCORP CL B 06590810 922,961 180,090 180,090 180,090
BANKNORTH GROUP INC COM 06646L10 3,672,079 137,274 133,928 1,100 2,246 135,028 2,246
BANTA CORP COM 06682110 5,403,779 239,508 194,749 33,835 10,924 227,034 10,924 1,550
BANYAN SYS INC COM 06690810 2,440,000 122,000 119,000 3,000 119,000 3,000
BARD C R INC COM 06738310 45,325,971 855,207 853,757 1,150 300 799,277 300 55,630
BARNES & NOBLE INC COM 06777410 7,140,540 346,208 343,958 2,250 341,508 4,700
BARNES GROUP INC COM 06780610 1,352,525 82,916 82,916 82,916
BARNESANDNOBLE COM I CL A 06784610 1,873,677 132,070 130,970 1,100 132,070
BARRICK GOLD CORP COM 06790110 94,204,198 5,326,183 5,323,883 2,300 4,921,143 11,400 393,640
BARR LABS INC COM 06830610 9,870,386 314,594 314,394 200 314,594
BARRA INC COM 06831310 1,782,699 56,148 56,148 56,148
BARRETT RES CORP COM PAR$0 06848020 13,854,641 470,654 433,624 32,030 5,000 465,654 5,000
BASIN EXPL INC COM 07010710 1,997,441 113,330 113,330 113,330
BASSETT FURNITURE IN COM 07020310 935,392 58,462 58,362 100 58,462
BATTLE MTN GOLD CO COM 07159310 1,421,986 689,615 686,360 1,358 1,897 680,818 1,897 6,900
BAUSCH & LOMB INC COM 07170710 63,739,894 931,366 929,766 1,600 867,456 4,200 59,710
BAXTER INTL INC COM 07181310 466,293,361 7,423,635 5,159,468 2,261,725 2,442 4,724,735 2,266,146 432,754
BAY VIEW CAP CORP DE COM 07262L10 1,622,453 114,362 114,362 114,362
BE AEROSPACE INC COM 07330210 949,019 112,483 112,483 112,483
BE INC COM 07330910 304,129 13,332 13,332 13,332
BEA SYS INC COM 07332510 37,779,268 540,190 539,590 600 537,590 2,600
BEAR STEARNS COS INC COM 07390210 84,330,573 1,972,645 1,969,617 3,027 1 1,817,278 2,416 152,951
BEBE STORES INC COM 07557110 1,877,418 69,534 69,534 69,534
BECKMAN COULTER INC COM 07581110 8,571,063 168,473 162,254 219 6,000 160,473 6,000 2,000
BECTON DICKINSON & C COM 07588710 279,884,238 10,390,327 10,362,924 16,170 11,233 3,879,647 6,127,922 382,758
BED BATH & BEYOND IN COM 07589610 76,738,355 2,208,298 2,204,318 3,980 2,003,598 62,300 142,400
BEDFORD PPTY INVS IN COM PAR$0 07644630 2,222,734 130,274 130,274 130,274
BELCO OIL & GAS CORP COM 07741010 382,932 69,624 69,624 69,624
BELDEN INC COM 07745910 3,135,531 149,311 149,311 149,311
BELL & HOWELL CO NEW COM 07785210 2,522,627 79,298 79,298 79,298
BELL ATLANTIC CORP COM 07785310 1,878,606,661 30,515,686 29,710,797 392,675 412,214 26,618,102 1,552,865 2,344,719
BELLSOUTH CORP COM 07986010 8,750,231,658 186,922,833 186,064,516 417,605 440,712 32,406,613 151,631,507 2,884,713
BELO A H CORP DEL COM SER A 08055510 12,101,911 634,871 633,447 1,424 625,971 8,900
BEMIS INC COM 08143710 30,372,044 870,883 851,475 9,732 9,676 809,267 10,576 51,040
BENCHMARK ELECTRS IN COM 08160H10 2,574,678 112,250 112,250 112,250
BERGEN BRUNSWIG CORP CL A 08373910 9,541,228 1,147,886 1,146,861 1,025 844,354 303,532
BERINGER WINE ESTATE CL B 08410210 4,639,256 116,345 100,570 14,375 1,400 114,945 1,400
Page Total 11,910,619,306
</TABLE>
10
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERKLEY W R CORP COM 08442310 2,004,876 96,042 95,542 500 96,042
BERKSHIRE HATHAWAY I CL B 08467020 333,268,620 182,114 176,899 2,710 2,505 4,816 177,186 112
BERLITZ INTL INC NEW COM 08520F10 256,086 14,900 14,900 14,900
BERRY PETE CO CL A 08578910 1,363,155 90,126 90,126 90,126
BEST BUY INC COM 08651610 201,217,331 4,004,325 3,972,550 28,200 3,575 3,661,430 98,775 244,120
BEST SOFTWARE INC COM 08657910 964,650 32,700 32,700 32,700
BESTFOODS COM 08658U10 298,939,436 5,687,368 5,112,075 330,959 244,334 4,997,284 383,434 306,650
BETHLEHEM STL CORP COM 08750910 70,638,359 8,434,431 8,433,860 571 2,091,091 6,185,089 158,251
BEVERLY ENTERPRISES COM NEW 08785130 2,982,573 681,731 681,731 674,631 7,100
BEYOND COM CORP COM 08860E10 906,816 116,080 116,080 116,080
BILLING CONCEPTS COR COM 09006310 1,331,837 204,898 204,898 204,898
BINDLEY WESTN INDS I COM 09032410 3,473,914 230,641 230,641 230,641
BINDVIEW DEV CORP COM 09032710 4,237,853 85,291 85,291 85,291
BIO RAD LABS INC CL A 09057220 1,029,318 44,035 44,035 44,035
BIO TECHNOLOGY GEN C COM 09057810 4,046,999 265,377 265,377 265,377
BIOCRYST PHARMACEUTI COM 09058V10 1,309,800 44,400 35,200 7,700 1,500 42,900 1,500
BIOGEN INC COM 09059710 155,275,087 1,837,575 1,822,100 10,675 4,800 1,802,375 4,800 30,400
BIOMATRIX INC COM 09060P10 1,378,877 71,630 71,630 71,630
BIOMET INC COM 09061310 72,213,240 1,805,331 1,801,146 4,185 1,688,311 7,300 109,720
BIOVAIL CORP INTL NE COM 09067K10 8,464,593 90,289 90,289 90,289
BLACK & DECKER CORP COM 09179710 77,968,233 1,492,215 1,461,290 30,525 400 1,360,678 1,000 130,537
BLACK BOX CORP DEL COM 09182610 6,241,452 93,156 93,156 93,156
BLACK HILLS CORP COM 09211310 3,556,287 160,287 155,972 340 3,975 154,812 3,975 1,500
BLANCH E W HLDGS INC COM 09321010 3,919,877 63,998 63,998 63,998
BLOCK DRUG INC CL A 09364410 2,442,521 78,791 78,691 100 78,791
BLOCK H & R INC COM 09367110 74,174,100 1,695,408 1,661,178 14,260 19,970 1,526,181 22,170 147,057
BLOUNT INTL INC NEW COM 09518010 1,672,875 104,968 104,968 104,968
BLYTH INDS INC COM 09643P10 5,572,994 226,895 223,695 600 2,600 221,095 2,600 3,200
BOB EVANS FARMS INC COM 09676110 4,519,150 292,748 292,748 290,115 2,633
BOCA RESORTS INC CL A 09688T10 1,386,557 142,211 142,211 142,211
BOEING CO COM 09702310 3,427,392,835 82,713,344 82,479,475 159,793 74,076 16,461,552 64,859,029 1,392,763
BOISE CASCADE CORP COM 09738310 109,898,815 2,713,551 2,713,351 200 1,677,308 921,027 115,216
BOISE CASCADE OFFICE COM 09740310 24,419,055 1,627,937 1,627,937 85,012 1,542,925
BOMBAY CO INC COM 09792410 857,619 190,582 190,357 225 190,357 225
BORDERS GROUP INC COM 09970910 9,148,473 562,983 562,744 239 558,144 239 4,600
BORG-WARNER AUTOMOTI COM 09972410 8,782,425 216,850 216,850 173,450 43,400
BOSTON PRIVATE FINL COM 10111910 230,350 27,100 10,100 2,000 15,000 12,100 15,000
Page Total 4,927,487,038
</TABLE>
11
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BOSTON PROPERTIES IN COM 10112110 7,901,081 253,850 249,850 4,000 253,250 600
BOSTON SCIENTIFIC CO COM 10113710 133,974,903 6,124,567 6,079,122 18,790 26,655 5,654,492 39,255 430,820
BOTTOMLINE TECH DEL COM 10138810 1,234,800 34,300 34,300 34,300
BOWATER INC COM 10218310 17,734,443 326,529 326,429 100 321,829 4,700
BOWNE & CO INC COM 10304310 2,590,461 191,886 190,286 1,600 191,886
BOYD GAMING CORP COM 10330410 1,023,690 176,134 175,134 1,000 176,134
BOYDS COLLECTION LTD COM 10335410 1,725,030 248,671 248,671 248,671
BOYKIN LODGING CO COM 10343010 997,673 91,220 91,220 91,220
BRADLEY REAL ESTATE COM 10458010 2,227,402 127,740 127,740 127,740
BRADY CORP CL A 10467410 3,529,923 104,014 102,514 1,500 104,014
BRANDYWINE RLTY TR SH BEN INT 10536820 4,282,881 261,550 257,950 3,600 261,550
BRENTON BKS INC COM 10721110 936,714 92,515 92,515 92,515
BRIGGS & STRATTON CO COM 10904310 34,653,654 646,222 646,222 575,534 70,688
BRIGHT HORIZON FAMIL COM 10919510 2,001,993 106,773 59,200 47,573 106,773
BRIGHTSTAR INFO TECH COM 10947N10 316,800 38,400 38,400 38,400
BRIGHTPOINT INC COM 10947310 3,647,332 277,892 275,892 2,000 277,892
BRINKER INTL INC COM 10964110 22,975,612 952,357 951,757 600 947,157 5,200
BRIO TECHNOLOGY INC COM 10970410 2,247,000 53,500 53,500 53,500
BRISTOL MYERS SQUIBB COM 11012210 2,492,560,484 38,832,793 36,402,215 1,186,745 1,243,833 33,650,597 2,167,023 3,015,173
BRITESMILE INC COM 11041510 367,250 45,200 45,200 45,200
BRITISH AMERN TOB PL SPONSORED 11044810 6,252,602 610,010 610,010 610,010
BRITISH TELECOMMUNIC ADR FINAL 11102140 9,631,860 40,470 39,550 920 40,470
BROADCOM CORP CL A 11132010 51,960,978 190,770 190,370 400 189,470 1,300
BROADVISION INC COM 11141210 68,591,106 403,330 403,310 20 403,330
BROADWING INC COM 11162010 45,164,057 1,224,788 1,220,970 2,142 1,676 1,048,912 1,676 174,200
BROCADE COMMUNICATIO COM 11162110 7,777,911 43,943 43,943 43,943
BROOKE GROUP LTD COM 11252510 936,833 62,719 62,719 62,719
BROOKLINE BANCORP IN COM 11373910 815,382 83,629 83,629 83,629
BROOKS AUTOMATION IN COM 11434A10 1,843,009 56,600 56,600 56,600
BROOKTROUT INC COM 11458010 1,045,040 56,300 56,300 56,300
BROWN & BROWN INC COM 11523610 2,723,983 71,100 71,100 71,100
BROWN FORMAN CORP CL B 11563720 62,191,304 1,086,311 1,085,811 500 1,011,681 74,630
BROWN TOM INC COM NEW 11566020 1,772,455 132,520 132,520 132,520
BROWN SHOE INC NEW COM 11573610 1,253,494 88,743 88,643 100 88,643 100
BRUNSWICK CORP COM 11704310 49,307,112 2,216,050 2,213,750 2,300 2,041,767 2,000 172,283
BRUSH WELLMAN INC COM 11742110 1,303,484 77,533 77,533 77,533
BUCKEYE PARTNERS L P UNIT LTD P 11823010 548,600 21,100 9,300 10,800 1,000 20,100 1,000
Page Total 3,050,048,336
</TABLE>
12
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BUCKEYE TECHNOLOGIES COM 11825510 2,327,521 156,472 156,472 156,472
BUCKLE INC COM 11844010 878,988 59,343 59,143 200 59,343
BUDGET GROUP INC CL A 11900310 1,028,210 113,464 113,464 113,464
BUFFETS INC COM 11988210 3,227,350 322,735 322,735 320,035 2,700
BUILDING ONE SVCS CO COM 12011410 1,248,156 132,262 132,262 132,262
BURLINGTON COAT FACT COM 12157910 1,577,587 113,700 112,500 1,200 113,700
BURLINGTON INDS INC COM 12169310 1,551,708 387,927 387,927 384,527 3,400
BURLINGTON NORTHN SA COM 12189T10 230,023,326 9,485,498 9,396,552 70,509 18,437 8,757,585 28,237 699,676
BURLINGTON RES INC COM 12201410 143,460,646 4,339,140 4,194,626 82,908 61,606 4,026,714 64,106 248,320
BURNHAM PAC PPTYS IN COM 12232C10 1,508,990 160,959 160,959 160,959
BURNS INTL SVCS CORP COM 12237410 1,458,236 134,872 134,872 134,872
BURR BROWN CORP COM 12257410 7,557,458 209,203 209,195 8 209,203
BUSH BOAKE ALLEN INC COM 12316210 749,141 30,500 30,500 30,500
BUSH INDS INC CL A 12316410 650,218 37,832 37,832 37,832
BUTLER MFG CO DEL COM 12365510 576,408 25,834 25,834 25,834
C&D TECHNOLOGIES INC COM 12466110 3,591,250 84,500 84,500 84,500
CAIS INTERNET INC COM 12476Q10 1,260,250 35,500 35,000 500 35,500
CBL & ASSOC PPTYS IN COM 12483010 8,015,865 388,648 384,648 4,000 388,648
CCC INFORMATION SVCS COM 12487Q10 1,947,592 113,728 113,728 113,728
CCB FINL CORP COM 12487510 11,020,881 252,993 252,768 225 249,993 3,000
CB RICHARD ELLIS SVC COM 12489L10 1,217,192 98,359 98,359 98,359
CBRL GROUP INC COM 12489V10 4,037,622 416,121 416,121 412,421 3,700
CBS CORP COM 12490K10 924,859,638 14,465,171 14,425,634 29,989 9,548 11,699,923 1,654,320 1,110,928
CFW COMMUNICATION CO COM 12492310 2,217,050 63,800 63,800 63,800
CCBT FINL COS INC COM 12500Q10 221,400 14,400 5,600 8,800 5,600 8,800
C COR NET CORP COM 12501010 3,898,296 50,875 50,875 50,875
C-CUBE MICROSYSTEMS COM 12501510 12,313,485 197,807 197,807 197,807
C D I CORP COM 12507110 1,465,593 60,750 60,410 340 60,750
CDNOW INC NEW COM 12508610 817,501 82,785 82,785 82,785
CDW COMPUTER CTRS IN COM 12512910 14,047,063 178,659 178,659 175,759 2,900
CEC ENTMT INC COM 12513710 10,155,168 359,475 359,475 359,475
CFS BANCORP INC COM 12525D10 822,249 88,300 88,300 88,300
CH ENERGY GROUP INC COM 12541M10 2,757,612 83,564 83,081 483 83,564
C H ROBINSON WORLDWI COM 12541W10 8,209,567 206,530 206,450 80 206,530
CHS ELECTRONICS INC COM NEW 12542A20 241,998 215,110 215,110 215,110
CIGNA CORP COM 12550910 270,040,198 3,351,955 3,307,733 35,155 9,067 3,031,146 9,067 311,742
CIT GROUP INC CL A 12557710 4,586,934 217,133 217,133 215,753 1,380
Page Total 1,685,568,347
</TABLE>
13
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CKE RESTAURANTS INC COM 12561E10 1,577,748 268,553 268,553 268,553
CLECO CORP NEW COM 12561W10 5,471,668 170,659 170,505 154 169,159 1,500
CK WITCO CORP COM 12562C10 11,335,553 847,518 838,671 8,847 839,214 8,304
CMGI INC COM 12575010 101,243,220 365,664 355,590 7,724 2,350 319,331 2,350 43,983
CMI CORP CL A 12576130 676,228 95,756 95,756 95,756
CMP GROUP INC COM 12588710 7,600,221 275,750 275,250 500 273,850 1,900
CMS ENERGY CORP COM 12589610 59,426,048 1,905,475 1,901,325 3,556 594 1,781,381 2,794 121,300
CPI CORP COM 12590210 909,699 40,320 40,320 40,320
CPB INC COM 12590310 1,157,100 40,600 40,600 40,600
CSS INDS INC COM 12590610 604,720 28,291 28,291 28,291
CNET INC COM 12594510 8,267,623 145,685 145,485 100 100 144,885 100 700
CTG RES INC COM 12595710 1,414,394 40,702 40,100 602 40,702
CSK AUTO CORP COM 12596510 1,655,867 94,621 94,621 94,621
CNA FINL CORP COM 12611710 4,908,943 126,074 123,174 2,900 125,774 300
CNA SURETY CORP COM 12612L10 1,195,467 91,959 90,979 980 91,959
CNF TRANSN INC COM 12612W10 15,081,088 437,133 436,033 1,100 411,287 25,846
CSG SYS INTL INC COM 12634910 19,127,838 479,695 462,595 17,100 473,195 6,500
CSX CORP COM 12640810 118,369,435 3,772,731 3,728,826 25,748 18,157 3,436,189 22,657 313,885
CTC COMMUNICATIONS G COM 12641910 1,786,932 45,800 38,100 7,700 38,100 7,700
CT COMMUNICATIONS IN COM NEW 12642640 2,044,000 36,500 36,500 36,500
CTS CORP COM 12650110 18,579,636 246,496 246,496 246,496
CUNO INC COM 12658310 1,601,066 77,335 77,335 77,335
CVB FINL CORP COM 12660010 1,319,605 57,064 57,064 57,064
CVS CORP COM 12665010 261,070,756 6,547,229 6,485,356 35,961 25,912 5,939,684 35,012 572,533
CABLE & WIRELESS PUB SPONSORED 12683020 681,563 12,875 9,350 3,525 12,875
CABLEVISION SYS CORP CL A 12686C10 32,718,453 433,357 430,186 600 2,571 429,086 2,571 1,700
CABLETRON SYS INC COM 12692010 71,556,784 2,752,184 2,750,084 2,100 2,577,434 4,100 170,650
CABLE DESIGN TECHNOL COM 12692410 3,854,087 167,569 167,569 167,569
CACHEFLOW INC COM 12694610 1,313,927 10,054 9,804 200 50 10,004 50
CABOT CORP COM 12705510 81,877,426 4,018,524 1,966,563 274,947 1,777,014 483,693 3,529,431 5,400
CABOT INDUSTRIAL TRU COM 12707210 3,811,893 207,450 207,450 207,450
CABOT OIL & GAS CORP CL A 12709710 3,051,860 190,005 150,137 39,868 150,137 39,868
CACI INTL INC CL A 12719030 957,037 42,300 42,300 42,300
CADENCE DESIGN SYSTE COM 12738710 35,406,576 1,475,274 1,467,874 4,400 3,000 1,450,274 3,000 22,000
CADIZ INC COM 12753710 1,687,551 177,637 177,637 177,637
CAL DIVE INTL INC COM 12791410 970,562 29,300 29,300 29,300
CALGON CARBON CORP COM 12960310 968,035 164,772 164,772 164,772
Page Total 885,280,609
</TABLE>
14
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CALICO COMM INC COM 12989710 567,100 10,700 9,000 1,700 10,700
CALIFORNIA WTR SVC G COM 13078810 1,720,690 56,766 56,766 56,766
CALLAWAY GOLF CO COM 13119310 10,611,669 599,970 599,520 450 566,845 33,125
CALPINE CORP COM 13134710 25,341,952 395,968 395,968 391,268 4,700
CAM DATA SYS INC COM 13173010 214,500 12,000 7,000 5,000 7,000 5,000
CAMBREX CORP COM 13201110 4,146,696 120,414 119,514 900 120,414
CAMBRIDGE TECH PARTN COM 13252410 10,661,043 406,135 405,035 100 1,000 401,535 1,000 3,600
CAMDEN PPTY TR SH BEN INT 13313110 10,114,403 364,483 364,483 364,483
CAMPBELL SOUP CO COM 13442910 283,794,214 7,335,648 7,305,064 10,072 20,512 6,456,872 233,912 644,864
CANADIAN NATL RY CO COM 13637510 588,989 22,226 22,226 22,226
CANANDAIGUA BRANDS I CL A 13721920 13,042,383 255,733 255,708 25 255,733
CANON INC ADR 13800630 807,183 19,900 13,300 6,600 19,900
CAPITAL CITY BK GROU COM 13967410 535,350 24,900 24,900 24,900
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 1,221,137 100,200 100,200 100,200
CAPITAL ONE FINL COR COM 14040H10 176,058,239 3,653,646 3,463,619 166,350 23,677 3,405,799 27,977 219,870
CAPITAL SR LIVING CO COM 14047510 265,755 52,500 52,500 52,500
CAPITOL FED FINL COM 14057C10 3,919,500 402,000 402,000 402,000
CAPROCK COMMUNICATIO COM 14066710 5,053,684 155,800 155,800 155,800
CAPSTEAD MTG CORP COM 14067E10 1,179,155 281,623 281,623 281,623
CAPTEC NET LEASE REA COM 14072410 906,000 120,800 120,800 120,800
CARBO CERAMICS INC COM 14078110 560,021 25,601 25,601 25,601
CARAUSTAR INDS INC COM 14090910 16,789,152 699,548 121,292 578,256 699,548
CARDINAL HEALTH INC COM 14149Y10 380,145,070 7,940,367 4,977,570 2,951,320 11,477 4,625,464 2,926,014 388,889
CAREER EDUCATION COR COM 14166510 1,385,337 36,100 36,100 36,100
CAREINSITE INC COM 14170M10 1,594,222 19,804 19,804 19,804
CAREMARK RX INC COM 14170510 5,173,364 1,022,000 1,022,000 1,020,669 1,331
CAREY DIVERSIFIED LL COM 14174P10 233,550 13,840 12,921 919 12,921 919
CAREY INTERNATIONAL COM 14175010 1,088,416 44,653 44,653 44,653
CARLISLE COS INC COM 14233910 6,700,572 186,127 186,027 100 184,027 2,100
CARMIKE CINEMAS INC CL A 14343610 330,556 42,314 42,314 42,314
CARNIVAL CORP COM 14365810 518,539,595 10,845,386 10,477,556 294,252 73,578 9,848,584 89,378 907,424
CAROLINA FIRST CORP COM 14387710 2,231,062 122,250 122,250 122,250
CARRIAGE SVCS INC CL A 14390510 320,598 54,000 54,000 54,000
CAROLINA PWR & LT CO COM 14414110 83,133,065 2,731,316 2,728,848 1,868 600 2,489,995 4,800 236,521
CARPENTER TECHNOLOGY COM 14428510 53,572,278 1,952,556 138,314 1,814,242 137,114 1,814,142 1,300
CARRAMERICA RLTY COR COM 14441810 6,103,161 285,528 285,528 284,828 700
CARRIER ACCESS CORP COM 14446010 4,016,507 59,670 59,670 59,670
Page Total 1,632,666,168
</TABLE>
15
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARTER WALLACE INC COM 14628510 3,793,765 211,505 211,505 208,805 2,700
CASCADE NAT GAS CORP COM 14733910 796,575 49,400 49,400 49,400
CASELLA WASTE SYS IN CL A 14744810 899,393 47,650 47,600 50 47,650
CASEYS GEN STORES IN COM 14752810 3,183,859 305,055 304,835 220 305,055
CASH AMER INTL INC COM 14754D10 1,235,568 126,725 126,725 126,725
CASS COML CORP COM 14774110 1,628,586 80,424 26,930 53,494 26,930 53,494
CASTLE A M & CO COM 14841110 578,828 49,262 49,262 49,262
CASTLE & COOKE INC N COM 14843310 869,972 68,572 68,572 68,572
CATALINA MARKETING C COM 14886710 6,427,481 55,529 53,929 1,000 600 54,729 600 200
CATALYTICA INC COM 14888510 3,575,214 263,620 263,620 263,620
CATAPULT COMMUNICATI COM 14901610 239,481 24,100 24,100 24,100
CATELLUS DEV CORP COM 14911110 4,837,401 377,568 356,668 20,900 375,168 2,400
CATERPILLAR INC DEL COM 14912310 323,262,759 6,868,870 6,734,617 103,213 31,040 6,293,384 38,640 536,846
CATHAY BANCORP INC COM 14915010 1,984,400 48,400 41,400 7,000 41,400 7,000
CATO CORP NEW CL A 14920510 1,145,302 90,717 90,717 90,717
CELLSTAR CORP COM 15092510 4,824,944 488,602 488,602 488,602
CELGENE CORP COM 15102010 6,034,000 86,200 86,100 100 86,200
CELL PATHWAYS INC NE COM 15114R10 942,834 101,928 101,928 101,928
CELLNET DATA SYS INC COM 15115M10 232,144 206,351 206,351 206,351
CENDANT CORP COM 15131310 316,569,183 11,918,123 11,893,541 23,752 830 10,807,221 17,036 1,093,866
CENTENNIAL BANCORP COM 15133T10 811,087 75,450 75,450 75,450
CENTENNIAL CELLULAR CL A NEW 15133V20 4,331,959 52,271 52,271 52,271
CENTER TR INC CENTER TR 15184510 1,145,003 118,200 118,200 118,200
CENTERPOINT PPTYS TR SH BEN INT 15189510 4,605,075 126,600 126,600 126,600
CENTEX CONSTRUCTION COM 15231R10 7,002,138 179,542 173,542 3,000 3,000 176,542 3,000
CENTEX CORP COM 15231210 26,159,530 1,059,648 1,057,848 1,800 978,468 81,180
CENTRAL & SOUTH WEST COM 15235710 77,125,520 3,856,276 3,812,235 13,004 31,037 3,496,566 35,237 324,473
CENTRAL GARDEN & PET COM 15352710 1,253,932 120,861 120,861 120,861
CENTRAL NEWSPAPERS I CL A 15464710 20,680,261 525,213 525,113 100 522,113 3,100
CENTRAL PKG CORP COM 15478510 1,334,255 69,765 69,765 69,765
CENTURA BKS INC COM 15640T10 5,130,325 116,268 115,668 600 115,968 300
CENTURY BUSINESS SVC COM 15649010 2,692,373 319,115 319,115 319,115
CENTURY SOUTH BKS IN COM 15668310 955,412 42,700 42,700 42,700
CENTURYTEL INC COM 15670010 138,310,317 2,919,479 2,414,497 420,542 84,440 2,690,809 86,640 142,030
CEPHALON INC COM 15670810 5,070,798 146,716 144,716 2,000 146,716
CERIDIAN CORP COM 15677T10 52,655,093 2,442,032 2,424,632 16,800 600 2,232,356 3,600 206,076
CERNER CORP COM 15678210 2,629,513 133,566 133,566 133,566
Page Total 1,034,954,280
</TABLE>
16
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CHAMPION ENTERPRISES COM 15849610 1,836,748 216,088 216,088 216,088
CHAMPION INTL CORP COM 15852510 104,809,419 1,692,194 1,683,669 7,725 800 1,548,963 2,300 140,931
CHAMPIONSHIP AUTO RA COM 15871110 1,049,766 45,642 45,642 45,642
CHARLES RIVER ASSOCI COM 15985210 1,199,300 35,800 35,800 35,800
CHARTER ONE FINL INC COM 16090310 30,648,061 1,602,513 1,598,920 3,593 1,582,543 19,970
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,018,725 86,700 86,700 86,700
CHARMING SHOPPES INC COM 16113310 4,728,262 713,700 713,700 713,700
CHART INDS INC COM 16115Q10 379,620 94,905 94,905 94,905
CHARTER COMMUNICATIO CL A 16117M10 704,921 32,225 30,000 2,225 32,225
CHASE MANHATTAN CORP COM 16161A10 1,220,603,305 15,711,809 15,628,412 71,502 11,895 14,409,097 30,195 1,272,517
CHATEAU CMNTYS INC COM 16172610 3,067,724 118,276 118,276 118,276
CHATTEM INC COM 16245610 1,396,500 73,500 73,500 73,500
CHEAP TICKETS INC COM 16267210 372,067 27,184 27,184 27,184
CHECKFREE HLDGS CORP COM 16281610 26,729,532 255,785 255,685 100 252,085 3,700
CHECKPOINT SYS INC COM 16282510 1,382,875 135,749 135,749 135,749
CHEESECAKE FACTORY I COM 16307210 3,335,535 95,301 93,651 1,650 95,301
CHELSEA GCA RLTY INC COM 16326210 4,406,867 148,130 143,730 4,400 148,130
CHEMDEX CORP COM 16359510 1,179,708 10,628 10,128 500 10,628
CHEMED CORP COM 16359610 1,252,744 43,764 43,764 43,764
CHEMFIRST INC COM 16361A10 2,018,078 92,255 92,255 92,255
CHEMICAL FINL CORP COM 16373110 2,337,712 73,340 73,340 73,340
CHESAPEAKE CORP COM 16515910 4,319,684 141,629 141,604 25 140,429 1,200
CHESAPEAKE ENERGY CO COM 16516710 812,347 342,041 342,041 342,041
CHEVRON CORPORATION COM 16675110 1,072,354,177 12,379,269 12,105,392 132,095 141,782 11,243,567 156,082 979,620
CHICAGO TITLE CORP COM 16822810 3,491,505 75,492 75,169 323 75,492
CHICOS FAS INC COM 16861510 1,241,625 33,000 33,000 33,000
CHILDRENS PL RETAIL COM 16890510 1,421,471 86,480 86,480 86,480
CHOICE HOTELS INTL I COM 16990510 4,685,537 273,608 273,508 100 273,608
CHIQUITA BRANDS INTL COM 17003210 994,103 209,285 209,285 209,285
CHIREX INC COM 17003810 1,165,612 79,700 79,700 79,700
CHIRON CORP COM 17004010 38,389,207 905,940 873,038 32,002 900 890,340 900 14,700
CHITTENDEN CORP COM 17022810 4,398,483 148,472 139,030 1,142 8,300 140,172 8,300
CHOICEPOINT INC COM 17038810 6,212,456 150,150 149,366 784 150,150
CHRIS CRAFT INDS INC COM 17052010 14,354,461 199,022 198,763 259 193,716 5,306
CHUBB CORP COM 17123210 174,908,619 3,106,063 3,049,902 31,019 25,142 2,825,272 28,942 251,849
CHURCH & DWIGHT INC COM 17134010 7,604,727 284,960 284,760 200 282,660 2,300
CHURCHILL DOWNS INC COM 17148410 807,719 35,800 35,800 35,800
Page Total 2,751,619,202
</TABLE>
17
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIBER INC COM 17163B10 6,376,782 231,883 231,883 231,883
CIENA CORP COM 17177910 25,322,482 440,391 438,891 1,500 436,891 3,500
CINCINNATI FINL CORP COM 17206210 81,639,426 2,617,739 2,615,339 2,400 2,442,929 3,500 171,310
CINERGY CORP COM 17247410 61,935,623 2,587,443 2,584,074 3,219 150 2,410,594 4,250 172,599
CIRCLE INTL GROUP IN COM 17257410 1,342,520 60,338 60,338 60,338
CIRCUIT CITY STORE I CIRCT CITY 17273710 158,944,488 3,527,240 3,519,540 7,500 200 3,285,460 4,600 237,180
CISCO SYS INC COM 17275R10 6,726,612,711 62,792,184 60,388,570 1,634,975 768,639 55,467,017 2,361,089 4,964,078
CIRRUS LOGIC CORP COM 17275510 5,809,463 436,408 434,478 1,930 430,278 1,930 4,200
CITADEL COMMUNICATIO COM 17285320 7,144,035 110,120 107,820 300 2,000 108,120 2,000
CINTAS CORP COM 17290810 27,306,568 514,006 508,256 1,850 3,900 502,406 3,900 7,700
CITIGROUP INC COM 17296710 4,993,691,129 89,674,271 88,818,998 662,289 192,984 56,779,520 27,759,322 5,135,429
CITIZENS BKG CORP MI COM 17442010 4,791,404 214,141 213,981 160 214,141
CITIZENS UTILS CO DE CL B 17734220 14,690,822 1,035,513 1,033,496 2,017 1,027,657 7,856
CITRIX SYS INC COM 17737610 172,517,955 1,402,585 1,401,465 1,120 1,271,585 42,100 88,900
CITY HLDG CO COM 17783510 1,136,198 81,157 81,157 81,157
CITY NATL CORP COM 17856610 8,789,205 266,849 266,849 263,649 3,200
CLAIRES STORES INC COM 17958410 6,968,828 311,456 311,256 200 307,931 3,525
CLARCOR INC COM 17989510 2,078,100 115,450 115,450 115,450
CLARIFY INC COM 18049210 13,556,718 107,593 107,593 107,593
CLAYTON HOMES INC COM 18419010 8,176,797 890,040 889,740 300 823,020 67,020
CLEAR CHANNEL COMMUN COM 18450210 487,295,896 5,459,898 5,429,687 29,786 425 4,953,547 7,925 498,426
CLEVELAND CLIFFS INC COM 18589610 2,588,977 83,180 83,180 82,480 700
CLOROX CO DEL COM 18905410 195,305,487 3,877,032 3,867,332 4,800 4,900 3,517,363 13,640 346,029
CLOSURE MED CORP COM 18909310 369,705 28,715 28,715 28,715
COACHMEN INDS INC COM 18987310 2,036,944 134,674 134,674 134,674
COASTAL CORP COM 19044110 151,954,777 4,288,026 4,274,466 11,060 2,500 3,946,794 6,700 334,532
COCA COLA BOTTLING C COM 19109810 1,263,443 26,669 26,669 26,669
COCA COLA CO COM 19121610 2,707,849,634 46,486,689 43,799,776 1,035,976 1,650,937 39,939,773 2,854,937 3,691,979
COCA COLA ENTERPRISE COM 19121910 125,939,955 6,257,886 6,251,846 5,770 270 5,782,756 11,770 463,360
COGNEX CORP COM 19242210 7,590,648 194,632 188,832 200 5,600 189,032 5,600
COGNIZANT TECHNOLOGY CL A 19244610 1,574,092 14,400 14,400 14,400
COHERENT INC COM 19247910 3,210,133 120,005 119,920 85 120,005
COHU INC COM 19257610 3,554,770 114,670 114,670 114,670
COINSTAR INC COM 19259P30 1,314,600 93,900 93,900 93,900
COLDWATER CREEK INC COM 19306810 385,215 18,791 18,791 18,791
COLE KENNETH PRODTNS CL A 19329410 1,182,591 25,849 25,849 25,849
COLEMAN INC NEW COM 19355910 525,494 56,432 56,432 56,432
Page Total 16,022,773,615
</TABLE>
18
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COLGATE PALMOLIVE CO COM 19416210 650,789,230 10,012,142 9,877,906 96,532 37,704 9,045,650 326,604 639,888
COLLINS & AIKMAN COR COM 19483010 1,630,924 283,639 283,639 283,639
COLONIAL BANCGROUP I COM 19549330 4,441,340 428,081 422,481 5,600 426,981 1,100
COLONIAL PPTYS TR COM SH BEN 19587210 2,995,250 129,178 129,038 140 129,178
COLUMBIA ENERGY GROU COM 19764810 85,341,454 1,349,272 1,346,936 1,581 755 1,228,094 2,155 119,023
COLUMBIA/HCA HEALTHC COM 19767710 284,290,463 9,698,774 9,669,654 29,120 8,883,703 815,071
COLUMBIA LABS INC COM 19777910 766,620 102,216 102,216 102,216
COLUMBIA SPORTSWEAR COM 19851610 1,054,639 49,053 49,053 49,053
COLUMBUS MCKINNON CO COM 19933310 565,906 55,892 55,892 55,892
COMFORT SYS USA INC COM 19990810 1,135,049 153,905 153,905 153,905
COMCAST CORP CL A 20030010 7,063,094 147,532 140,432 4,000 3,100 144,132 3,100 300
COMCAST CORP CL A SPL 20030020 675,973,692 13,369,204 13,065,687 235,171 68,346 12,073,579 436,746 858,879
COMDISCO INC COM 20033610 33,231,283 892,115 891,115 1,000 795,255 96,860
COMERICA INC COM 20034010 136,500,929 2,923,746 2,739,150 177,096 7,500 2,744,396 10,600 168,750
COMMERCE BANCORP INC COM 20051910 8,542,194 211,247 210,634 568 45 211,202 45
COMMERCE BANCSHARES COM 20052510 9,364,066 276,430 240,980 33,056 2,394 272,959 2,394 1,077
COMMERCE GROUP INC M COM 20064110 4,493,264 171,991 129,991 42,000 171,991
COMMERCE ONE INC DEL COM 20069310 4,660,587 23,718 23,523 195 23,718
COMMERCIAL FEDERAL C COM 20164710 11,655,495 654,362 654,062 300 653,662 700
COMMERCIAL INTERTECH COM 20170910 749,368 58,774 58,774 58,774
COMMERCIAL METALS CO COM 20172310 2,101,073 61,911 61,811 100 61,911
COMMERCIAL NET LEASE COM 20221810 1,358,030 136,664 136,664 136,664
COMMNET CELLULAR INC COM 20260420 3,498,412 108,900 108,900 108,900
COMMONWEALTH BANCORP COM 20268X10 1,170,084 70,381 70,381 70,381
COMMONWEALTH TEL ENT COM 20334910 4,431,453 83,810 83,810 83,810
COMMSCOPE INC COM 20337210 21,377,856 530,310 526,734 3,473 103 530,207 103
COMMUNITY FIRST BANK COM 20390210 5,419,669 344,106 307,306 33,700 3,100 341,006 3,100
COMMUNITY TR BANCORP COM 20414910 1,022,240 51,112 51,112 51,112
COMPANHIA BRASILEIRA ADR 20440T20 830,418 25,700 25,700 25,700
COMPANHIA CERVEJARIA SPON ADR P 20440X10 672,000 48,000 48,000 48,000
COMPANIA CERVECERIAS SPONSORED 20442910 320,620 10,000 10,000 10,000
COMPANIA DE TELECOMU SPON ADR N 20444930 835,850 45,800 45,800 45,800
COMPASS BANCSHARES I COM 20449H10 15,374,953 689,089 688,189 900 680,714 8,375
COMPAQ COMPUTER CORP COM 20449310 741,782,545 27,410,485 27,164,203 183,114 63,168 25,509,800 102,068 1,798,617
COMPLETE BUSINESS SO COM 20452F10 3,093,189 123,112 123,112 123,112
COMPUCREDIT CORP COM 20478N10 1,777,930 46,180 46,180 46,180
COMPUCOM SYS INC COM 20478010 890,150 215,794 215,794 215,794
Page Total 2,731,201,319
</TABLE>
19
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMPUTER ASSOC INTL COM 20491210 699,277,263 9,998,674 9,978,426 14,121 6,127 8,909,208 271,314 818,152
COMPUTER NETWORK TEC COM 20492510 3,856,283 168,125 138,400 26,725 3,000 165,125 3,000
COMPUSA INC COM 20493210 3,457,189 682,969 682,969 676,669 6,300
COMPUTER SCIENCES CO COM 20536310 270,866,333 2,862,524 2,732,044 80,534 49,946 2,559,062 53,646 249,816
COMPUTER TASK GROUP COM 20547710 3,210,219 216,731 216,731 216,731
COMPX INTERNATIONAL CL A 20563P10 880,162 47,900 47,900 47,900
COMPUWARE CORP COM 20563810 225,279,432 6,047,770 6,024,815 20,555 2,400 5,442,910 178,600 426,260
COMSAT CORP COM SER 1 20564D10 6,720,492 338,138 336,837 1,300 1 292,467 1 45,670
COMVERSE TECHNOLOGY COM PAR $0 20586240 163,102,707 1,126,789 1,126,072 617 100 1,022,339 33,700 70,750
CONAGRA INC COM 20588710 752,130,064 33,152,469 28,224,697 4,917,272 10,500 7,849,874 24,552,854 749,741
CONCENTRIC NETWORK C COM 20589R10 6,399,960 207,710 207,710 207,710
COMPUTER HORIZONS CO COM 20590810 2,498,058 154,325 153,125 1,200 153,125 1,200
COM21 INC COM 20593710 1,923,838 85,744 82,644 400 2,700 83,044 2,700
CONCORD COMMUNICATIO COM 20618610 6,030,562 135,900 135,900 135,900
CONCORD EFS INC COM 20619710 30,972,486 1,202,815 1,196,190 6,625 1,187,690 15,125
CONCUR TECHNOLOGIES COM 20670810 2,018,661 69,609 69,609 69,609
CONCURRENT COMPUTER COM 20671020 4,454,980 238,400 238,400 238,400
CONECTIV INC COM 20682910 9,459,339 562,654 555,854 5,200 1,600 550,079 1,600 10,975
CONEXANT SYSTEMS INC COM 20714210 39,848,496 600,354 563,260 26,408 10,686 587,068 10,686 2,600
CONMED CORP COM 20741010 1,944,609 75,154 75,154 75,154
CONNECTICUT ENERGY C COM 20756710 2,028,691 52,185 48,560 225 3,400 48,785 3,400
CONNING CORP COM 20821510 537,075 65,100 65,100 65,100
CONOCO INC CL A 20825130 29,982,150 1,211,400 1,208,400 2,800 200 1,208,300 200 2,900
CONOCO INC CL B 20825140 225,453,468 9,063,456 9,030,061 12,206 21,189 8,406,359 37,372 619,725
CONSECO INC COM 20846410 126,558,214 7,105,222 7,091,195 8,853 5,174 6,704,240 13,274 387,708
CONSOL ENERGY INC COM 20854P10 1,101,220 110,122 110,122 110,122
CONSOLIDATED EDISON COM 20911510 274,047,541 7,943,407 3,881,173 4,054,522 7,712 7,602,932 13,012 327,463
CONSOLIDATED FREIGHT COM 20923210 764,912 96,373 96,373 96,373
CONSOLIDATED GRAPHIC COM 20934110 1,014,595 67,925 67,925 67,925
CONSOLIDATED NAT GAS COM 20961510 111,876,515 1,722,847 1,691,231 8,346 23,270 1,555,286 25,470 142,091
CONSOLIDATED PAPERS COM 20975910 18,812,821 591,375 560,675 16,966 13,734 570,141 13,734 7,500
CONSOLIDATED PRODS I COM 20979810 1,178,550 116,400 116,400 116,400
CONSOLIDATED STORES COM 21014910 30,282,346 1,863,529 1,862,829 700 1,754,284 2,100 107,145
CONSTELLATION ENERGY COM 21037110 82,457,382 2,843,358 2,821,547 15,636 6,175 2,597,165 10,275 235,918
CONTINENTAL AIRLS IN CL B 21079530 8,140,105 183,439 183,439 182,539 900
CONVERGYS CORP COM 21248510 20,222,922 657,656 649,958 4,722 2,976 447,780 2,976 206,900
COOPER CAMERON CORP COM 21664010 12,594,719 257,366 257,066 300 228,175 28,391 800
Page Total 3,181,384,359
</TABLE>
20
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COOPER COS INC COM NEW 21664840 2,017,200 66,961 66,961 66,961
COOPER INDS INC COM 21666910 92,242,943 2,281,152 2,271,712 8,040 1,400 1,506,059 642,973 132,120
COOPER TIRE & RUBR C COM 21683110 20,923,418 1,328,471 1,323,771 2,200 2,500 1,244,421 2,500 81,550
COORS ADOLPH CO CL B 21701610 39,197,655 746,622 746,322 300 709,622 37,000
COPART INC COM 21720410 4,869,564 111,944 111,944 111,944
COPPER MTN NETWORKS COM 21751010 1,785,078 36,617 36,167 450 36,617
COR THERAPEUTICS INC COM 21775310 2,950,364 109,781 109,781 109,781
CORDANT TECHNOLOGIES COM 21841210 12,848,682 389,354 372,728 14,526 2,100 374,854 2,100 12,400
CORINTHIAN COLLEGES COM 21886810 518,636 21,723 21,723 21,723
CORIXA CORP COM 21887F10 1,156,000 68,000 68,000 68,000
CORN PRODS INTL INC COM 21902310 10,382,667 317,028 300,290 4,728 12,010 305,018 12,010
CORNELL CORRECTIONS COM 21914110 432,150 51,600 51,600 51,600
CORNERSTONE PPTYS IN COM 21922H10 5,418,781 370,515 370,515 369,415 1,100
CORNERSTONE RLTY INC COM 21922V10 1,956,727 200,690 200,690 200,690
CORNING INC COM 21935010 556,935,506 4,319,439 4,253,872 57,567 8,000 3,826,035 128,400 365,004
CORPORATE EXECUTIVE COM 21988R10 2,212,650 39,600 39,600 39,600
CORPORATE OFFICE PPT SH BEN INT 22002T10 474,275 62,200 62,200 62,200
CORT BUSINESS SVCS C COM 22049310 1,056,682 60,600 60,600 60,600
CORUS BANKSHARES INC COM 22087310 1,295,496 53,979 53,979 53,979
COST PLUS INC CALIF COM 22148510 9,494,846 266,522 266,522 266,522
COSTCO WHSL CORP NEW COM 22160K10 349,569,898 3,830,903 3,816,912 13,291 700 3,508,295 5,100 317,508
COSTAR GROUP INC COM 22160N10 1,101,362 30,700 30,700 30,700
COTELLIGENT INC COM 22163010 360,662 67,100 67,100 67,100
COULTER PHARMACEUTIC COM 22211610 1,950,628 85,980 85,980 85,980
COUNTRYWIDE CR INDS COM 22237210 51,575,220 2,042,583 2,041,183 1,400 1,876,255 1,800 164,528
COUSINS PPTYS INC COM 22279510 4,631,687 136,479 136,479 136,479
COVAD COMMUNICATIONS COM 22281420 12,913,727 230,862 230,462 400 229,762 1,100
COVANCE INC COM 22281610 4,533,406 419,294 419,099 195 415,394 3,900
COVENANT TRANS INC CL A 22284P10 564,687 32,500 32,500 32,500
COVENTRY HEALTH CARE COM 22286210 1,907,671 282,618 282,618 282,618
COX COMMUNICATIONS I CL A 22404410 60,547,056 1,175,671 1,166,060 4,448 5,163 929,681 5,163 240,827
COX RADIO INC CL A 22405110 4,392,990 44,040 43,790 250 37,740 6,300
CRANE CO COM 22439910 23,697,996 1,192,352 1,178,119 9,000 5,233 1,117,737 7,233 67,382
CRAWFORD & CO CL B 22463310 2,471,888 181,423 181,423 181,423
CREDENCE SYS CORP COM 22530210 17,484,158 202,129 202,129 202,129
CREDIT ACCEP CORP MI COM 22531010 412,877 111,982 111,982 111,982
CREDITRUST CORP COM 22542910 628,796 81,800 81,800 81,800
Page Total 1,306,914,029
</TABLE>
21
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CREE RESH INC COM 22544710 10,124,706 118,591 118,591 118,591
CRESCENT REAL ESTATE COM 22575610 10,423,200 567,249 567,249 515,728 51,521
CRESTLINE CAP CORP COM 22615310 2,628,532 127,444 127,344 100 127,444
CRITICAL PATH INC COM 22674V10 4,661,275 49,391 49,291 100 49,291 100
CROSS TIMBERS OIL CO COM 22757310 2,077,155 229,216 229,216 229,216
CROSSMANN CMNTYS INC COM 22764E10 585,900 37,800 37,800 37,800
CROWN AMERN RLTY TR SH BEN INT 22818610 613,849 111,609 111,609 111,609
CROWN CASTLE INTL CO COM 22822710 10,093,257 314,187 313,887 200 100 313,387 100 700
CROWN CORK & SEAL IN COM 22825510 46,563,695 2,081,059 2,076,159 2,200 2,700 1,914,958 4,700 161,401
CUBIC CORP COM 22966910 556,018 25,418 25,418 25,418
CULLEN FROST BANKERS COM 22989910 13,077,111 507,849 507,849 507,849
CUMMINS ENGINE INC COM 23102110 62,698,975 1,297,793 1,296,993 800 1,225,614 400 71,779
CUMULUS MEDIA INC CL A 23108210 4,125,975 81,300 81,300 81,300
CURTISS WRIGHT CORP COM 23156110 1,034,343 28,050 28,050 28,050
CYBERIAN OUTPOST INC COM 23191410 716,457 72,100 72,100 72,100
CYBERCASH INC COM 23246210 754,134 81,528 81,528 81,528
CYBERONICS INC COM 23251P10 1,391,300 87,300 87,300 87,300
CYBEX COMPUTER PRODS COM 23252210 2,330,977 57,555 56,775 780 57,555
CYGNUS INC COM 23256010 1,744,700 95,600 93,600 2,000 93,600 2,000
CYMER INC COM 23257210 6,308,486 137,141 137,141 137,141
CYPRESS SEMICONDUCTO COM 23280610 41,307,035 1,275,893 1,275,733 160 1,267,793 8,100
CYTEC INDS INC COM 23282010 7,959,817 346,079 343,279 300 2,500 337,879 2,500 5,700
CYTYC CORP COM 23294610 5,598,957 91,693 88,761 2,932 91,693
DII GROUP INC COM 23294910 16,862,092 237,598 237,298 300 237,598
DBT ONLINE INC COM 23304410 1,708,112 70,258 70,258 70,258
DQE INC COM 23329J10 16,186,737 467,487 467,487 460,787 6,700
DPL INC COM 23329310 16,676,597 963,297 960,852 2,445 948,397 14,900
D R HORTON INC COM 23331A10 9,837,431 712,238 712,238 712,238
DSP GROUP INC COM 23332B10 5,821,428 62,596 62,596 62,596
DST SYS INC DEL COM 23332610 23,713,572 310,745 286,898 18,847 5,000 301,345 5,000 4,400
DTE ENERGY CO COM 23333110 83,642,147 2,644,811 2,640,111 4,500 200 2,419,489 3,400 221,922
DVI INC COM 23334310 671,265 44,200 44,200 44,200
DAIN RAUSCHER CORP COM 23385610 3,014,455 64,827 64,827 64,827
DAISYTEK INTL CORP COM 23405310 1,940,117 83,224 83,224 83,224
DAL-TILE INTL INC COM 23426R10 2,602,803 257,067 257,067 257,067
DALLAS SEMICONDUCTOR COM 23520410 17,020,260 264,138 221,663 29,025 13,450 250,688 13,450
DAN RIV INC GA CL A 23577410 397,700 77,600 77,600 77,600
Page Total 437,470,570
</TABLE>
22
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DANA CORP COM 23581110 88,342,709 2,950,954 2,923,645 11,667 15,642 2,695,304 18,642 237,008
DANAHER CORP DEL COM 23585110 106,593,128 2,209,184 2,196,278 12,531 375 2,039,149 3,375 166,660
DARDEN RESTAURANTS I COM 23719410 59,825,604 3,300,723 3,289,356 1,200 10,167 3,112,386 13,667 174,670
DATA BROADCASTING CO COM 23759610 1,275,070 154,554 154,554 154,554
DATA CRITICAL CORP D COM 23762210 1,179,959 79,325 35,000 44,325 79,325
DATA RETURN CORP COM 23785M10 536,819 10,034 10,034 10,034
DATA TRANSMISSION NE COM 23801710 878,335 50,918 50,918 50,918
DATASCOPE CORP COM 23811310 2,434,360 60,859 60,859 60,859
DATASTREAM SYS INC COM 23812410 1,995,809 81,256 81,256 81,256
DAVE & BUSTERS INC COM 23833N10 488,763 59,700 59,700 59,700
DAVIDS BRIDAL INC COM 23857610 476,655 42,608 42,608 42,608
DAYTON HUDSON CORP COM 23975310 1,597,876,908 21,758,472 21,405,626 254,182 98,664 7,585,145 13,502,586 670,741
DEAN FOODS CO COM 24236110 71,927,625 1,809,500 1,809,400 100 1,770,550 38,950
DEB SHOPS INC COM 24272810 496,022 26,812 26,812 26,812
DEERE & CO COM 24419910 177,617,632 4,094,931 4,082,712 10,144 2,075 3,757,980 5,475 331,476
DEL MONTE FOODS CO COM 24522P10 3,008,683 244,370 244,370 244,370
DELCO REMY INTL INC CL A 24662610 818,400 99,200 99,200 99,200
DELHAIZE AMER INC CL A 24668810 4,516,759 222,369 222,369 208,602 13,767
DELHAIZE AMER INC CL B 24668820 9,719,400 465,600 465,100 500 461,834 3,766
DELIA*S INC COM 24688510 286,375 39,500 36,200 3,300 39,500
DELL COMPUTER CORP COM 24702510 2,292,176,640 44,944,640 44,669,939 214,226 60,475 39,826,790 1,298,675 3,819,175
DELPHI AUTOMOTIVE SY COM 24712610 965,124,641 61,277,755 61,225,907 32,234 19,614 8,917,109 51,516,741 843,905
DELPHI FINL GROUP IN CL A 24713110 3,093,870 103,129 89,090 14,039 89,090 14,039
DELTA & PINE LD CO COM 24735710 3,368,682 193,881 193,881 193,881
DELTA AIR LINES INC COM 24736110 119,455,203 2,398,121 2,393,372 4,749 2,196,224 3,000 198,897
DELTIC TIMBER CORP COM 24785010 1,348,221 61,633 60,034 1,599 60,034 1,599
DELUXE CORP COM 24801910 36,135,077 1,317,020 1,281,023 11,407 24,590 1,199,110 26,990 90,920
DENDRITE INTL INC COM 24823910 5,194,155 153,333 153,233 100 153,333
DENTSPLY INTL INC NE COM 24903010 174,338,608 7,379,412 530,428 6,828,984 20,000 7,338,012 20,000 21,400
DEPARTMENT 56 INC COM 24950910 1,946,112 86,016 86,016 86,016
DETROIT DIESEL CORP COM 25083710 997,071 51,966 51,966 51,966
DEVELOPERS DIVERSIFI COM 25159110 3,837,239 298,038 298,038 298,038
DEVON ENERGY CORP NE COM 25179M10 12,810,795 389,682 387,380 1,675 627 380,855 627 8,200
DEVRY INC DEL COM 25189310 6,734,943 359,197 358,587 610 354,397 4,800
DEXTER CORP COM 25216510 7,210,530 181,397 177,397 4,000 179,997 1,400
DIAGNOSTIC PRODS COR COM 25245010 1,470,465 60,019 58,419 1,600 58,419 1,600
DIAL CORP NEW COM 25247D10 13,444,584 553,002 552,468 100 434 534,768 434 17,800
Page Total 5,778,981,851
</TABLE>
23
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DIAMOND OFFSHORE DRI COM 25271C10 8,642,077 282,772 280,822 1,750 200 279,572 200 3,000
DIAMOND TECHNOLOGY P CL A 25276210 7,811,673 90,900 86,400 4,500 86,400 4,500
DIEBOLD INC COM 25365110 10,818,413 460,358 449,559 675 10,124 442,466 10,124 7,768
DIGEX INC DEL CL A 25375610 3,703,906 53,875 35,075 18,800 53,875
DIGITAL IS INC DEL COM 25385N10 996,719 10,478 10,478 10,478
DIGITAL MICROWAVE CO COM 25385910 7,822,544 333,769 333,769 333,769
DIGITAL RIV INC COM 25388B10 2,602,666 78,130 78,130 78,130
DIME CMNTY BANCSHARE COM 25392210 1,161,430 62,780 62,780 62,780
DILLARDS INC CL A 25406710 37,312,015 1,848,319 1,845,919 2,400 1,719,959 700 127,660
DIME BANCORP INC NEW COM 25429Q10 15,229,211 1,006,890 1,003,170 3,720 992,890 14,000
DIMON INC COM 25439410 724,542 222,936 222,936 222,936
DIONEX CORP COM 25454610 4,906,689 119,132 119,132 119,132
DISCOUNT AUTO PTS IN COM 25464210 934,708 51,750 51,750 51,750
DISNEY WALT CO COM DISNEY 25468710 1,138,086,436 38,908,938 36,155,337 1,748,040 1,005,561 34,815,760 1,051,461 3,041,717
DISNEY WALT CO COM GO COM 25468720 4,922,282 207,254 207,254 204,849 2,405
DISTRIBUCION Y SERVI SPONSORED 25475310 279,300 14,700 14,700 14,700
DIRECT FOCUS INC COM 25493110 1,021,200 36,800 36,800 36,800
DITECH COMMUNICATION COM 25500M10 15,535,025 166,150 4,686 161,464 166,150
DOCUMENTUM INC COM 25615910 4,539,962 75,824 72,124 600 3,100 72,724 3,100
DOLE FOOD INC COM 25660510 4,942,941 304,181 304,065 116 299,681 4,500
DOLLAR GEN CORP COM 25666910 80,612,350 3,543,400 3,541,082 2,318 3,238,080 5,300 300,020
DOLLAR THRIFTY AUTOM COM 25674310 2,757,542 115,200 115,200 115,200
DOLLAR TREE STORES I COM 25674710 16,099,974 332,390 332,290 100 328,040 4,350
DOMINION RES INC VA COM 25747010 129,773,923 3,306,342 3,294,661 9,749 1,932 3,011,925 6,432 287,985
DONALDSON INC COM 25765110 7,487,901 311,192 311,192 308,492 2,700
DONALDSON LUFKIN & J COM DLJ 25766110 8,127,000 168,000 165,900 2,100 166,500 1,500
DONALDSON LUFKIN & J COM DLJDIR 25766150 699,202 51,556 51,556 51,556
DONNA KARAN INTL INC COM 25782610 389,704 59,388 59,388 59,388
DONNELLEY R R & SONS COM 25786710 54,189,259 2,183,994 2,168,294 11,300 4,400 1,983,534 8,000 192,460
DORAL FINL CORP COM 25811P10 1,870,808 151,950 151,150 800 151,950
DOUBLECLICK INC COM 25860930 27,669,546 109,339 108,114 1,225 108,539 800
DOVER CORP COM 26000310 166,271,061 3,664,376 3,569,636 8,292 86,448 3,282,544 90,948 290,884
DOVER DOWNS ENTMT IN COM 26008610 1,250,625 66,700 66,700 66,700
DOW CHEM CO COM 26054310 530,303,640 3,968,596 3,891,919 43,491 33,186 3,593,710 38,486 336,400
DOW JONES & CO INC COM 26056110 387,008,944 5,691,308 1,687,486 63,086 3,940,736 1,570,619 3,982,436 138,253
DOWNEY FINL CORP COM 26101810 2,184,354 108,206 108,106 100 108,206
DRESS BARN INC COM 26157010 1,377,763 82,873 82,873 82,873
Page Total 2,690,067,335
</TABLE>
24
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DREYERS GRAND ICE CR COM 26187810 2,475,319 145,607 145,607 143,707 1,900
DRIL-QUIP INC COM 26203710 1,330,425 43,800 43,800 43,800
DRUGSTORE COM INC COM 26224110 445,208 12,303 12,303 12,303
DSET CORP COM 26250410 1,473,621 39,428 39,428 39,428
DSL NET INC COM 26250610 243,393 16,859 16,859 16,859
DU PONT E I DE NEMOU COM 26353410 1,270,020,132 19,279,243 18,551,171 422,155 305,917 17,399,532 328,986 1,550,725
DUANE READE INC COM 26357810 2,324,579 84,340 84,340 84,340
DUFF & PHELPS CR RAT COM 26432F10 2,072,232 23,300 23,300 23,300
DUKE ENERGY CORP COM 26439910 343,963,714 6,862,119 6,641,759 131,196 89,164 6,217,568 97,664 546,887
DUKE WEEKS REALTY CO COM NEW 26441150 13,251,771 679,578 670,978 8,600 678,078 1,500
DUN & BRADSTREET COR COM 26483B10 86,281,275 2,924,789 2,890,019 22,828 11,942 2,595,943 88,442 240,404
DURA AUTOMOTIVE SYST CL A 26590310 1,398,987 80,231 78,422 1,809 80,231
DUPONT PHOTOMASKS IN COM 26613X10 1,365,571 28,302 28,302 28,302
DURA PHARMACEUTICALS COM 26632S10 4,017,479 288,260 288,260 288,260
DURAMED PHARMACEUTIC COM 26635410 660,487 92,700 92,700 92,700
DYCOM INDS INC COM 26747510 22,427,117 508,990 506,740 2,250 508,990
DYNEGY INC COM 26816L10 9,495,659 390,575 390,575 387,175 3,400
ECI TELECOM LTD ORD 26825810 676,996 21,407 21,407 396 21,011
EEX CORP COM NEW 26842V20 1,260,818 429,288 205,686 203,602 20,000 409,288 20,000
EIS INTL INC COM 26853910 722,625 125,000 125,000 125,000
E M C CORP MASS COM 26864810 2,222,726,865 20,345,326 19,105,146 915,751 324,429 17,982,699 820,235 1,542,392
ENSCO INTL INC COM 26874Q10 19,690,594 860,791 859,771 1,020 847,991 12,800
ENI S P A SPONSORED 26874R10 1,477,350 26,800 26,800 26,800
EOG RES INC COM 26875P10 6,392,796 364,013 296,363 48,850 18,800 344,513 18,800 700
EPIX MEDICAL INC COM 26881Q10 203,000 20,300 20,300 20,300
ESS TECHNOLOGY INC COM 26915110 2,640,253 119,000 119,000 119,000
E SPIRE COMMUNICATIO COM 26915310 1,431,495 246,300 239,400 6,900 239,400 6,900
ETEC SYS INC COM 26922C10 4,793,547 106,820 106,820 106,820
E-TEK DYNAMICS INC COM 26924010 23,781,640 176,651 106,075 70,576 176,351 300
E TOWN COM 26924210 2,697,043 43,326 41,749 940 637 42,689 637
E TRADE GROUP INC COM 26924610 30,018,565 1,149,036 1,145,936 1,500 1,600 1,130,236 1,600 17,200
EAGLE USA AIRFREIGHT COM 27001810 5,525,563 128,129 128,129 128,129
EARTHGRAINS CO COM 27031910 3,433,915 212,956 212,956 212,956
EARTHSHELL CORP COM 27032B10 685,191 166,107 163,607 2,500 163,607 2,500
EARTHWEB INC COM 27032C10 1,393,642 27,700 27,700 27,700
EARTHLINK NETWORK IN COM 27032210 2,951,370 69,444 67,344 100 2,000 67,244 2,000 200
EAST WEST BANCORP IN COM 27579R10 3,234,383 282,800 282,800 282,800
Page Total 4,098,984,620
</TABLE>
25
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EASTERN ENTERPRISES COM 27637F10 27,700,601 482,278 480,419 1,859 456,678 25,600
EASTERN UTILS ASSOC COM 27717310 3,497,913 115,397 111,097 4,300 111,097 4,300
EASTGROUP PPTY INC COM 27727610 1,551,743 83,878 83,878 83,878
EASTMAN CHEM CO COM 27743210 62,557,666 1,311,839 1,302,260 1,504 8,075 1,214,784 9,675 87,380
EASTMAN KODAK CO COM 27746110 408,500,812 6,166,050 6,084,677 35,569 45,804 5,643,458 54,304 468,288
EATON CORP COM 27805810 92,325,548 1,271,264 1,266,759 4,505 1,160,368 1,500 109,396
EATON VANCE CORP COM NON VT 27826510 6,091,324 160,298 160,298 160,298
EBAY INC COM 27864210 29,830,810 238,290 237,450 740 100 188,469 100 49,721
ECHELON CORP COM 27874N10 1,762,536 90,100 90,100 90,100
ECHOSTAR COMMUNICATI CL A 27876210 28,397,460 291,256 291,056 200 290,056 1,200
ECLIPSE SURGICAL TEC COM 27884910 622,450 84,400 84,400 84,400
ECLIPSYS CORP COM 27885610 4,525,016 176,586 170,140 296 6,150 170,436 6,150
ECOLAB INC COM 27886510 92,009,871 2,351,690 2,025,118 273,371 53,201 2,153,119 57,201 141,370
EDISON INTL COM 28102010 870,098,165 33,226,340 33,144,123 47,043 35,174 5,626,473 27,090,050 509,817
EDISON SCHOOLS INC CL A 28103310 201,600 12,800 12,800 12,800
EDUCATION MGMT CORP COM 28139T10 1,453,984 103,856 103,856 103,856
J D EDWARDS & CO COM 28166710 5,337,497 178,661 178,661 178,261 400
EDWARDS AG INC COM 28176010 27,023,456 842,850 839,982 2,868 830,888 11,962
EFAX COM INC COM 28201210 285,872 39,600 39,600 39,600
EFFICIENT NETWORKS I COM 28205610 771,052 11,339 11,339 11,339
EGGHEAD COM INC NEW COM 28232910 1,828,483 112,960 112,960 112,960
EL PASO ELEC CO COM NEW 28367785 2,936,633 299,290 298,890 400 299,290
EL PASO ENERGY CORP COM 28390510 150,944,874 3,889,129 3,844,806 14,124 30,199 3,541,518 32,099 315,512
ELAN PLC ADR 28413120 9,648,889 327,081 318,066 9,015 327,081
ELCOM INTL INC COM 28443410 474,504 13,956 13,956 13,956
ELCOR CORP COM 28444310 3,073,774 102,034 102,034 102,034
ELECTRIC LIGHTWAVE I CL A 28489510 838,125 44,700 44,700 44,700
ELECTRO RENT CORP COM 28521810 760,972 65,460 65,460 65,460
ELECTRO SCIENTIFIC I COM 28522910 4,722,589 64,693 64,693 64,693
ELECTROGLAS INC COM 28532410 2,439,907 96,154 96,154 96,154
ELECTRONIC ARTS INC COM 28551210 33,907,356 403,659 403,359 300 375,064 28,595
ELECTRONIC DATA SYS COM 28566110 838,174,002 12,521,834 12,494,623 22,118 5,093 7,199,543 4,592,923 729,368
ELECTRONICS BOUTIQUE COM 28604510 530,388 29,466 29,466 29,466
ELECTRONICS FOR IMAG COM 28608210 9,689,263 166,697 166,697 165,997 700
EMBRATEL PARTICIPACO SPON ADR P 29081N10 1,169,025 42,900 42,900 42,900
EMBOTELLADORA ANDINA SPON ADR A 29081P20 288,554 16,200 16,200 16,200
EMCOR GROUP INC COM 29084Q10 744,034 40,769 40,769 40,769
Page Total 2,726,716,748
</TABLE>
26
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
EMCORE CORP COM 29084610 1,598,000 47,000 47,000 47,000
EMERSON ELEC CO COM 29101110 492,382,266 8,581,826 7,636,053 618,726 327,047 7,636,513 336,947 608,366
EMMIS COMMUNICATIONS CL A 29152510 9,869,074 79,180 79,180 79,180
EMPIRE DIST ELEC CO COM 29164110 2,084,622 92,138 91,838 300 92,138
EMPRESA NACIONAL DE SPONSORED 29244T10 561,294 39,564 39,564 39,564
EMULEX CORP COM NEW 29247520 22,995,000 204,400 204,400 204,400
ENDESA S A SPONSORED 29258N10 310,879 15,400 10,800 4,600 15,400
ENERGEN CORP COM 29265N10 2,642,289 146,290 146,290 146,290
ENERGY EAST CORP COM 29266M10 19,404,068 932,350 928,350 4,000 923,350 9,000
ENERSIS S A SPONSORED 29274F10 501,812 21,700 21,700 21,700
ENGAGE TECHNOLOGIES COM 29282710 829,860 13,831 13,831 13,831
ENGELHARD CORP COM 29284510 38,207,869 2,024,258 2,023,312 946 1,893,359 2,500 128,399
ENGINEERING ANIMATIO COM 29287210 516,626 59,043 59,043 59,043
ENERGYNORTH INC COM 29292510 1,392,187 25,284 6,424 18,860 6,424 18,860
ENESCO GROUP INC COM 29297310 810,733 73,290 73,290 73,290
ENHANCE FINL SVCS GR COM 29331010 2,303,275 141,740 141,740 141,740
ENRON CORP COM 29356110 561,769,528 12,659,595 12,414,607 171,599 73,389 11,498,048 89,989 1,071,558
ENTERCOM COMMUNICATI CL A 29363910 7,329,237 110,630 110,630 110,630
ENTERGY CORP NEW COM 29364G10 115,359,098 4,479,965 4,465,978 10,687 3,300 4,102,424 8,900 368,641
ENTERTAINMENT PPTYS COM SH BEN 29380T10 890,122 67,500 67,500 67,500
ENTREMED INC COM 29382F10 1,820,169 71,031 65,531 5,000 500 70,531 500
ENTRUST TECHNOLOGIES COM 29384810 5,143,913 85,822 85,822 85,822
ENZON INC COM 29390410 9,712,963 223,930 203,980 19,950 223,930
ENZO BIOCHEM INC COM 29410010 5,553,856 120,736 110,876 9,360 500 120,236 500
EOTT ENERGY PARTNERS UNIT LTD P 29410310 201,500 15,500 15,500 15,500
EPICOR SOFTWARE CORP COM 29426L10 976,596 192,927 192,927 192,927
EQUIFAX INC COM 29442910 57,395,853 2,435,950 2,425,228 5,322 5,400 2,162,932 71,200 201,818
EQUITABLE RES INC COM 29454910 9,121,153 273,293 270,931 2,362 270,931 2,362
EQUITY INNS INC COM 29470310 1,289,121 190,981 190,981 190,981
EQUITY OFFICE PROPER COM 29474110 90,396,922 3,670,941 1,648,869 12,000 2,010,072 1,547,362 2,123,579
EQUITY ONE COM 29475210 300,585 28,800 28,800 28,800
EQUITY RESIDENTIAL P SH BEN INT 29476L10 31,073,233 727,932 722,732 5,200 675,687 52,245
ERICSSON L M TEL CO ADR CL B S 29482140 12,812,249 195,050 188,710 6,340 195,050
ERIE INDTY CO CL A 29530P10 8,144,902 251,580 251,480 100 250,380 1,200
ESHARE TECHNOLOGIES COM 29642810 458,967 26,900 26,900 26,900
ESSEX PPTY TR INC COM 29717810 4,715,970 138,705 137,905 800 138,705
ESTERLINE TECHNOLOGI COM 29742510 941,354 81,418 81,418 81,418
Page Total 1,521,817,145
</TABLE>
27
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ETHAN ALLEN INTERIOR COM 29760210 6,814,425 212,539 212,539 212,539
ETHYL CORP COM 29765910 1,682,789 480,797 480,797 474,997 5,800
ETOYS INC COM 29786210 1,515,228 57,723 56,223 1,500 57,723
EVEREST REINS HLDGS COM 29980810 16,112,833 722,160 720,560 1,600 642,860 79,300
EVERGREEN RES INC COM NO PAR 29990030 1,254,125 63,500 63,500 63,500
EXAR CORP COM 30064510 2,508,075 42,600 42,600 42,600
EXCALIBUR TECHNOLOGI COM NEW 30065120 1,101,375 53,400 53,400 53,400
EXCHANGE APPLICATION COM 30086710 3,218,400 57,600 55,100 2,500 57,600
EXIDE CORP COM 30205110 712,795 85,755 85,755 85,755
EXODUS COMMUNICATION COM 30208810 50,192,101 565,150 553,850 4,100 7,200 555,150 7,200 2,800
EXPEDIA INC COM 30212510 393,855 11,253 10,528 625 100 11,153 100
EXPEDITORS INTL WASH COM 30213010 8,739,705 199,482 199,482 198,982 500
EXPRESS SCRIPTS INC CL A 30218210 10,185,792 159,153 158,953 200 156,653 2,500
EXTENDED STAY AMER I COM 30224P10 2,583,209 341,604 341,604 341,604
EXTREME NETWORKS INC COM 30226D10 5,745,050 68,803 68,803 68,803
EXXON MOBIL CORP COM 30231G10 5,283,340,791 65,581,053 61,742,112 1,985,928 1,853,013 58,437,703 1,925,779 5,217,571
F&M BANCORP MD COM 30236710 852,666 42,107 42,007 100 42,107
F & M NATL CORP COM 30237410 3,390,787 123,024 123,024 123,024
FBL FINL GROUP INC CL A 30239F10 1,711,880 85,594 85,594 85,594
F M C CORP COM NEW 30249130 48,058,117 838,535 837,735 500 300 782,145 500 55,890
FNB CORP PA COM 30252010 2,146,168 96,457 96,457 96,457
FPIC INS GROUP INC COM 30256310 801,309 48,020 48,020 48,020
FPL GROUP INC COM 30257110 137,483,417 3,211,329 3,091,761 64,926 54,642 2,886,547 59,042 265,740
FSI INTL INC COM 30263310 1,228,131 106,794 106,794 106,794
F Y I INC COM 30271210 6,186,300 181,950 181,950 181,950
FCNB CORP COM 30292010 678,442 44,488 44,488 44,488
FACTORY 2-U INC COM 30307210 1,688,312 59,500 59,500 59,500
FACTSET RESH SYS INC COM 30307510 4,530,423 56,897 49,397 7,500 49,397 7,500
FAIR ISAAC & CO INC COM 30325010 3,672,105 69,285 69,285 69,285
FAIRCHILD CORP CL A 30369810 708,992 78,238 78,238 78,238
FAIRCHILD SEMICONDUC CL A 30372610 517,084 17,381 17,381 17,381
FAIRFIELD CMNTYS INC COM PAR $0 30423130 2,400,905 223,340 223,340 223,340
FALL RIVER GAS CO COM 30627910 389,895 18,348 18,348 18,348
FAMILY DLR STORES IN COM 30700010 14,878,240 912,104 906,104 2,000 4,000 895,604 4,000 12,500
FARM FAMILY HLDGS IN COM 30790110 1,054,729 24,964 24,700 264 24,964
FARMERS CAP BK CORP COM 30956210 840,487 27,900 27,900 27,900
FATBRAIN COM INC COM 31188910 441,091 17,600 17,600 17,600
Page Total 5,629,760,028
</TABLE>
28
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FASTENAL CO COM 31190010 8,142,764 181,204 180,804 400 178,604 2,600
FDX CORP COM 31304N10 3,532,208 86,284 10,816 75,468 10,816 75,468
FEDDERS CORP COM 31313510 852,379 154,978 154,978 154,978
FEDERAL AGRIC MTG CO CL C 31314830 954,845 47,300 47,300 47,300
FEDERAL HOME LN MTG COM 31340030 536,712,178 11,404,364 11,317,145 72,619 14,600 10,606,863 28,900 768,601
FEDERAL MOGUL CORP COM 31354910 73,271,160 3,640,803 3,626,178 2,907 11,718 890,136 2,740,167 10,500
FEDERAL NATL MTG ASS COM 31358610 1,217,538,732 19,500,276 19,254,244 144,217 101,815 17,761,018 123,015 1,616,243
FEDERAL REALTY INVT SH BEN INT 31374720 3,875,667 206,021 206,021 206,021
FEDERAL SIGNAL CORP COM 31385510 5,741,281 357,445 342,345 14,900 200 354,545 200 2,700
FEDERATED DEPT STORE COM 31410H10 242,155,423 4,789,277 4,777,517 11,160 600 4,522,809 4,500 261,968
FEDERATED INVS INC P CL B 31421110 3,322,227 165,598 165,498 100 165,598
FELCOR LODGING TR IN COM 31430F10 7,914,060 452,232 447,032 5,200 451,532 700
FERRO CORP COM 31540510 5,639,150 256,325 256,325 253,925 2,400
FIDELITY HLDGS INC COM 31617J10 325,716 17,200 17,200 17,200
FIDELITY NATL FINL I COM 31632610 7,394,284 514,385 514,385 514,385
FIFTH THIRD BANCORP COM 31677310 405,056,635 5,520,363 4,826,721 457,213 236,429 4,950,719 243,529 326,115
FILENET CORP COM 31686910 4,014,720 157,440 157,440 157,440
FINANCIAL FED CORP COM 31749210 1,213,164 53,181 53,181 53,181
FINANCIAL SEC ASSURN COM 31769P10 7,468,365 143,278 143,278 142,978 300
FINISAR COM 31787A10 1,363,403 15,170 14,361 687 122 15,048 122
FINET COM INC COM PAR $0 31792230 304,777 232,300 232,300 232,300
FINISH LINE INC CL A 31792310 570,711 104,968 104,968 104,968
FINOVA GROUP INC COM 31792810 13,359,289 376,318 375,926 176 216 371,602 216 4,500
FIRST AMERN FINL COR COM 31852230 3,404,666 273,753 273,753 273,753
FIRST BANCORP P R COM 31867210 2,387,910 115,080 114,880 200 115,080
FIRST BUSEY CORP COM 31938310 957,037 42,300 42,300 42,300
FIRST CHARTER CORP COM 31943910 1,134,962 76,300 76,300 76,300
FIRST CTZNS BANCSHAR CL A 31946M10 2,325,465 33,340 33,300 40 33,340
FIRST COMMERCE BANCS CL B 31977720 520,091 26,418 26,418 26,418
FIRST COMWLTH FINL C COM 31982910 3,595,620 299,635 299,635 299,635
FIRST CONSULTING GRO COM 31986R10 1,322,615 85,330 85,200 130 85,330
FIRST FED CAP CORP COM 31996010 1,071,281 73,250 73,250 73,250
FIRST DATA CORP COM 31996310 404,140,736 8,195,586 8,076,372 100,814 18,400 7,496,863 28,700 670,023
FIRST FINL BANKSHARE COM 32020R10 1,407,304 45,766 45,766 45,766
FIRST FINL BANCORP O COM 32020910 3,737,739 174,865 174,865 174,865
FIRST FINL CORP IND COM 32021810 1,161,709 27,993 27,993 27,993
FIRST FINL HLDGS INC COM 32023910 996,480 62,280 62,280 62,280
Page Total 2,978,886,753
</TABLE>
29
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST INDUSTRIAL REA COM 32054K10 8,795,588 320,574 319,174 1,400 320,574
FIRST IND CORP COM 32054R10 977,510 44,943 44,943 44,943
FIRST MERCHANTS CORP COM 32081710 1,300,031 49,525 49,525 49,525
FIRST MIDWEST BANCOR COM 32086710 5,005,717 188,895 188,745 150 188,895
FIRST HEALTH GROUP C COM 32096010 9,825,177 365,588 365,488 100 362,588 3,000
FIRST SIERRA FINANCI COM 33594410 1,397,400 81,600 81,600 81,600
FIRST REP BK SAN FRA COM 33615810 1,138,904 48,464 48,464 48,464
FIRST SEC CORP DEL COM 33629410 30,762,046 1,204,890 1,201,865 3,025 1,188,165 16,725
FIRST SENTINEL BANCO COM 33640T10 1,673,494 214,221 214,221 214,221
1ST SOURCE CORP COM 33690110 1,648,225 65,929 65,929 65,929
FIRST TENN NATL CORP COM 33716210 23,048,890 808,733 799,573 8,860 300 796,833 300 11,600
FIRST UN CORP COM 33735810 559,656,709 16,991,733 16,897,973 68,406 25,354 15,490,399 46,654 1,454,680
FIRST UTD BANCSHARES COM 33741E10 1,776,641 132,833 132,833 132,833
FIRST VA BANKS INC COM 33747710 13,232,347 307,729 307,729 302,929 4,800
FIRST WASH BANCORP I COM 33748T10 859,290 58,257 58,257 58,257
FIRST WASH RLTY TR I COM 33748950 644,701 34,500 34,500 34,500
FIRSTAR CORP NEW WIS COM 33763V10 329,746,441 15,609,299 15,513,758 75,338 20,203 14,529,057 43,657 1,036,585
FISERV INC COM 33773810 28,117,215 733,901 730,501 3,400 689,926 43,975
FIRSTFED FINL CORP COM 33790710 2,975,716 211,614 211,614 211,614
FIRSTMERIT CORP COM 33791510 11,910,435 517,845 512,595 5,250 511,345 6,500
FLAGSTAR BANCORP INC COM 33793010 1,963,050 113,800 113,800 113,800
FIRSTENERGY CORP COM 33793210 374,019,901 16,486,089 16,478,219 5,630 2,240 4,056,514 12,077,010 352,565
FISHER SCIENTIFIC IN COM NEW 33803220 6,384,913 176,745 176,745 176,745
FLASHNET COMMUNICATI COM 33852710 279,899 45,240 45,240 45,240
FLEETBOSTON FINL COR COM 33903010 970,358,669 27,874,258 27,431,546 265,848 176,864 16,359,997 10,081,306 1,432,955
FLEETWOOD ENTERPRISE COM 33909910 13,012,023 630,886 628,786 1,300 800 592,726 800 37,360
FLEMING COS INC COM 33913010 1,859,350 181,400 181,400 181,400
FLORIDA EAST COAST I COM 34063210 6,485,194 155,334 151,334 4,000 155,334
FLORIDA PROGRESS COR COM 34110910 68,305,065 1,614,319 1,599,163 5,948 9,208 1,501,731 11,508 101,080
FLORIDA ROCK INDS IN COM 34114010 3,884,872 112,811 112,811 112,811
FLOWERS INDS INC COM 34349610 10,063,259 631,440 617,940 3,750 9,750 614,540 9,750 7,150
FLOWSERVE CORP COM 34354P10 4,420,204 260,012 260,012 257,812 2,200
FLUOR CORP COM 34386110 62,106,400 1,353,818 1,352,018 1,800 1,244,207 1,500 108,111
FLYCAST COMMUNICATIO COM 34406710 2,455,939 18,901 18,901 18,901
FOCAL COMMUNICATIONS COM 34415510 411,862 17,072 17,072 17,072
FOOTSTAR INC COM 34491210 7,603,589 249,298 248,198 1,100 249,298
FORD MTR CO DEL COM 34537010 1,241,836,719 23,293,756 23,143,001 124,281 26,474 21,407,241 51,874 1,834,641
Page Total 3,809,943,385
</TABLE>
30
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FOREMOST CORP OF AME COM 34546910 2,864,257 100,943 100,943 100,943
FOREST CITY ENTERPRI CL A 34555010 2,546,180 90,935 90,935 90,935
FOREST LABS INC COM 34583810 28,900,333 470,406 455,656 3,750 11,000 453,106 11,000 6,300
FOREST OIL CORP COM NEW 34609160 4,097,214 310,701 310,701 193,554 117,147
FORRESTER RESH INC COM 34656310 912,800 13,253 13,253 13,253
FORT JAMES CORP COM 34747110 98,040,715 3,581,396 3,565,788 14,518 1,090 3,337,950 5,890 237,556
FORTUNE BRANDS INC COM 34963110 126,193,818 3,816,884 3,179,436 617,118 20,330 3,023,867 609,177 183,840
FORWARD AIR CORP COM 34985310 2,212,125 51,000 51,000 51,000
FOSSIL INC COM 34988210 3,431,518 148,390 148,140 250 148,390
FOSTER WHEELER CORP COM 35024410 8,952,674 1,008,752 1,007,752 1,000 969,292 39,460
FOUNDATION HEALTH SY COM 35040410 6,730,489 677,316 675,766 1,550 668,676 8,640
FOUNDRY NETWORKS INC COM 35063R10 5,781,831 19,165 19,165 19,165
FOUR MEDIA CO COM 35087210 254,362 17,100 17,100 17,100
FOX ENTMT GROUP INC CL A 35138T10 10,671,564 427,941 427,641 300 426,041 1,900
FRANCHISE FIN CORP A COM 35180710 4,584,222 191,512 191,512 190,912 600
FRANKLIN COVEY CO COM 35346910 687,720 94,858 94,858 94,858
FRANKLIN ELEC INC COM 35351410 1,722,038 24,535 24,535 24,535
FRANKLIN RES INC COM 35461310 131,249,259 4,093,608 3,780,397 223,573 89,638 3,735,080 96,238 262,290
FREEDOM SECS CORP COM 35644K10 861,187 76,550 76,400 150 76,550
FREEPORT-MCMORAN COP CL B 35671D85 66,509,147 3,148,362 3,082,509 52,936 12,917 2,817,737 92,617 238,008
FREMONT GEN CORP COM 35728810 1,839,369 249,406 241,406 8,000 245,406 4,000
FRESENIUS MED CARE A SPONSORED 35802910 775,006 27,313 27,313 27,313
FRIEDE GOLDMAN HALTE COM 35843010 994,883 143,417 143,417 143,417
FRIEDMAN BILLINGS RA CL A 35843310 886,725 112,600 112,600 112,600
FRITZ COS INC COM 35884610 1,057,423 100,707 100,707 100,707
FRONTIER AIRLINES IN COM 35906510 820,137 72,100 72,100 72,100
FRONTIER FINL CORP W COM 35907K10 1,346,980 67,349 67,349 67,349
FRONTIER INS GROUP I COM 35908110 517,880 150,678 148,778 1,900 150,678
FULLER H B CO COM 35969410 7,367,126 131,704 131,704 130,904 800
FULTON FINL CORP PA COM 36027110 5,017,878 278,771 278,141 630 278,001 770
FURNITURE BRANDS INT COM 36092110 24,827,726 1,128,533 1,127,033 1,500 1,125,433 3,100
G & K SVCS INC CL A 36126810 3,044,901 94,051 93,996 55 94,051
GATX CORP COM 36144810 10,145,688 300,613 299,905 708 297,213 3,400
GBC BANCORP CALIF COM 36147510 1,550,753 80,300 80,300 80,300
GC COS INC COM 36155Q10 672,775 26,001 26,001 26,001
GPU INC COM 36225X10 109,238,935 3,671,897 3,664,190 7,132 575 2,768,595 698,972 204,330
GTE CORP COM 36232010 1,174,783,774 16,648,958 16,144,062 321,636 183,260 15,363,845 204,960 1,080,153
Page Total 1,852,091,412
</TABLE>
31
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GT INTERACTIVE SOFTW COM 36236E10 305,896 184,720 184,720 184,720
GABLES RESIDENTIAL T SH BEN INT 36241810 3,098,568 129,107 129,107 129,107
GALILEO INTERNATIONA COM 36354710 19,808,833 661,684 661,684 609,816 51,868
GALLAGHER ARTHUR J & COM 36357610 8,246,754 127,363 105,596 500 21,267 106,096 21,267
GALLAHER GROUP PLC SPONSORED 36359510 320,415 20,840 18,200 2,640 20,840
GANNETT INC COM 36473010 409,187,174 5,016,885 4,848,556 78,981 89,348 4,498,065 95,848 422,972
GAP INC DEL COM 36476010 667,672,750 14,514,625 14,479,149 35,476 12,795,571 420,009 1,299,045
GARAN INC COM 36480210 452,847 15,820 15,820 15,820
GARDNER DENVER INC COM 36555810 858,179 51,428 51,428 51,428
GARTNER GROUP INC NE COM 36665110 4,785,297 313,790 288,790 25,000 313,190 600
GARTNER GROUP INC NE CL B 36665120 3,398,290 246,039 242,046 3,020 973 237,854 973 7,212
GATEWAY INC COM 36762610 361,817,176 5,020,915 5,004,575 9,740 6,600 4,506,755 162,600 351,560
GAYLORD ENTMT CO NEW COM 36790510 2,835,961 94,731 94,581 150 94,431 300
GAYLORD CONTAINER CO CL A 36814510 2,437,537 357,830 260,830 97,000 357,830
GELTEX PHARMACEUTICA COM 36853810 862,875 67,349 64,778 2,571 67,349
GENCORP INC COM 36868210 1,584,858 160,492 160,492 160,492
GENE LOGIC INC COM 36868910 556,500 21,000 16,000 5,000 16,000 5,000
GENENTECH INC COM NEW 36871040 17,170,404 127,661 111,626 16,035 127,661
GENER S A SPONSORED 36873110 255,750 16,500 16,500 16,500
GENERAL BINDING CORP COM 36915410 436,312 37,133 37,133 37,133
GENERAL CABLE CORP D COM 36930010 1,286,243 170,093 170,041 52 170,093
GENERAL CIGAR HLDGS CL A 36933P10 296,364 35,655 35,655 35,655
GENERAL COMMUNICATIO CL A 36938510 757,312 173,100 173,100 173,100
GENERAL DYNAMICS COR COM 36955010 179,296,300 3,398,982 3,391,732 7,250 3,121,221 277,761
GENERAL ELEC CO COM 36960410 10,238,862,906 66,163,896 61,870,997 2,126,292 2,166,607 55,524,091 5,734,775 4,905,030
GENERAL GROWTH PPTYS COM 37002110 11,911,452 425,409 425,409 425,009 400
GENERAL INSTR CORP D COM 37012010 232,032,575 2,729,795 2,721,385 7,600 810 2,519,985 4,510 205,300
GENERAL MLS INC COM 37033410 243,900,335 6,822,387 6,336,704 191,069 294,614 5,875,033 446,814 500,540
GENERAL MTRS CORP COM 37044210 5,529,900,411 76,078,259 76,004,598 44,281 29,380 10,808,105 64,345,866 924,288
GENERAL MTRS CORP CL H NEW 37044283 691,300,992 7,201,052 7,198,047 1,980 1,025 548,069 6,599,037 53,946
GENERAL SEMICONDUCTO COM 37078710 2,161,247 152,340 152,340 152,340
GENESCO INC COM 37153210 1,446,484 111,268 111,268 111,268
GENTEX CORP COM 37190110 8,202,178 295,574 233,134 51,340 11,100 283,374 11,100 1,100
GENESYS TELECOMMUNIC COM 37193110 3,806,460 70,490 70,490 70,490
GENLYTE GROUP INC COM 37230210 1,207,687 56,500 56,200 300 56,500
GENOME THERAPEUTICS COM 37243010 274,125 17,000 17,000 17,000
GENRAD INC COM 37244710 2,569,647 159,358 159,358 159,358
Page Total 18,655,305,094
</TABLE>
32
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GENTEK INC COM 37245X10 712,231 68,241 68,241 68,241
GEON CO COM 37246W10 80,949,537 2,490,755 2,490,675 80 217,308 2,273,447
GENUINE PARTS CO COM 37246010 84,820,442 3,418,525 3,091,868 315,400 11,257 3,128,757 14,357 275,411
GENZYME CORP COM GENL D 37291710 22,893,345 508,741 500,141 4,200 4,400 498,141 4,400 6,200
GEORGIA GULF CORP COM PAR $0 37320020 14,662,963 481,748 481,748 479,948 1,800
GEORGIA PAC CORP COM GA PAC 37329810 198,379,364 3,908,953 3,898,265 8,400 2,288 3,608,104 5,388 295,461
GEORGIA PAC CORP COM-TIMBER 37329870 13,263,739 538,629 535,635 2,150 844 529,885 844 7,900
GERBER SCIENTIFIC IN COM 37373010 2,369,152 107,998 103,272 2,726 2,000 105,998 2,000
GERDAU S A SPONSORED 37373710 276,925 10,600 10,600 10,600
GETTY IMAGES INC COM 37427610 6,145,004 125,729 125,729 125,729
GETTY RLTY CORP NEW COM 37429710 423,763 37,880 37,880 37,880
GIBRALTAR STL CORP COM 37476F10 904,612 38,700 38,600 100 38,700
GILEAD SCIENCES INC COM 37555810 17,034,057 314,717 314,617 100 312,217 2,500
GILLETTE CO COM 37576610 808,201,421 19,622,731 18,412,459 775,527 434,745 17,078,259 964,645 1,579,827
GLACIER BANCORP INC COM 37637Q10 632,100 39,200 39,200 39,200
GLATFELTER P H CO COM 37731610 3,574,796 245,488 245,488 242,088 3,400
GLAXO WELLCOME PLC SPONSORED 37733W10 128,798,747 2,305,123 2,305,123 2,305,123
GLENAYRE TECHNOLOGIE COM 37789910 2,966,888 262,278 262,278 262,278
GLENBOROUGH RLTY TR COM 37803P10 2,603,804 194,677 194,677 194,677
GLIATECH INC COM 37929C10 743,137 44,700 44,700 44,700
GLIMCHER RLTY TR SH BEN INT 37930210 2,246,185 174,461 174,461 174,461
GLOBAL INDS LTD COM 37933610 4,537,388 526,074 447,124 73,450 5,500 520,574 5,500
GLOBAL IMAGING SYSTE COM 37934A10 426,300 34,800 34,800 34,800
GLOBAL MARINE INC COM 37935240 20,849,695 1,254,117 1,218,380 1,260 34,477 1,136,092 34,477 83,548
GLOBAL TELESYSTEMS G COM 37936U10 19,686,361 566,514 565,914 600 564,114 2,400
GLOBAL SPORTS INC COM 37937A10 280,622 22,339 22,339 22,339
GLOBIX CORP COM 37957F10 2,652,000 44,200 44,200 44,200
GOLDEN ST BANCORP IN COM 38119710 7,943,797 460,510 458,530 1,980 449,010 11,500
GOLDEN WEST FINL COR COM 38131710 103,244,018 3,081,911 3,076,211 5,700 2,871,611 3,900 206,400
GOLDMAN SACHS GROUP COM 38141G10 37,053,448 393,403 333,684 45,183 14,536 375,967 14,536 2,900
GOLF TR AMER INC COM 38168B10 560,614 33,100 33,100 33,100
GOODRICH B F CO COM 38238810 57,592,892 2,094,287 2,091,404 2,123 760 1,684,623 294,054 115,610
GOODYEAR TIRE & RUBR COM 38255010 75,850,772 2,702,971 2,686,901 15,170 900 2,474,233 4,000 224,738
GOODYS FAMILY CLOTHI COM 38258810 517,445 96,269 96,269 96,269
GOTO COM INC COM 38348T10 761,752 12,966 12,966 12,966
GO2NET INC COM 38348610 13,103,070 150,610 150,610 149,310 1,300
GRACE W R & CO DEL N COM 38388F10 30,585,116 2,165,318 2,162,320 2,100 898 2,056,170 32,198 76,950
Page Total 1,768,247,502
</TABLE>
33
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GRACO INC COM 38410910 3,072,586 85,647 84,890 757 85,647
GRAINGER W W INC COM 38480210 77,948,668 1,630,316 1,589,173 26,019 15,124 1,479,043 16,524 134,749
GRAND PREMIER FINL I COM 38617410 1,063,205 71,780 71,780 71,780
GRAND UN CO COM 38653240 1,206,900 119,200 119,200 119,200
GRANITE CONSTR INC COM 38732810 3,561,493 193,171 193,171 191,371 1,800
GRAY COMMUNICATIONS COM 38919010 994,805 56,245 56,245 56,245
GREAT ATLANTIC & PAC COM 39006410 16,896,487 606,152 604,652 1,500 566,182 700 39,270
GREAT LAKES CHEM COR COM 39056810 38,481,880 1,007,722 993,422 1,100 13,200 903,052 14,200 90,470
GREAT LAKES REIT INC COM 39075210 1,197,883 83,331 83,331 83,331
GREAT SOUTHN BANCORP COM 39090510 585,200 26,600 26,600 26,600
GREAT PLAINS SOFTWAR COM 39119E10 4,061,915 54,340 54,340 54,340
GREATER BAY BANCORP COM 39164810 2,216,637 51,700 51,700 51,700
GREENPOINT FINL CORP COM 39538410 14,116,706 592,840 591,980 860 583,540 9,300
GREIF BROS CORP CL A 39762410 2,271,293 76,346 76,346 76,346
GREY WOLF INC COM 39788810 2,160,562 751,500 751,500 751,500
GRIFFON CORP COM 39843310 1,096,773 140,396 140,396 140,396
GROUP 1 AUTOMOTIVE I COM 39890510 1,125,984 80,791 80,791 80,791
GROUP MAINTENANCE AM COM 39943E10 1,666,402 155,928 155,928 155,928
GRUPO TELEVISA SA DE SP ADR REP 40049J20 975,975 14,300 14,300 14,300
GTECH HLDGS CORP COM 40051810 6,196,454 281,657 281,457 200 279,557 2,100
GUESS INC COM 40161710 940,209 43,228 43,228 43,228
GUIDANT CORP COM 40169810 233,848,829 4,975,507 4,945,819 27,888 1,800 4,479,412 156,900 339,195
GUILFORD MLS INC COM 40179410 554,269 76,451 76,451 76,451
GUILFORD PHARMACEUTI COM 40182910 1,490,356 87,668 87,668 87,668
GUITAR CTR MGMT INC COM 40204010 1,949,039 193,703 193,703 193,703
GYMBOREE CORP COM 40377710 590,383 104,957 104,957 104,957
HCC INS HLDGS INC COM 40413210 2,792,980 211,798 206,312 5,486 211,798
HNC SOFTWARE INC COM 40425P10 12,690,105 120,001 120,001 120,001
HRPT PPTYS TR COM SH BEN 40426W10 4,655,196 517,244 516,844 400 515,744 1,500
HSB GROUP INC COM 40428N10 8,566,067 253,344 208,570 12,608 32,166 219,478 32,166 1,700
HSBC HLDGS PLC SPON ADR N 40428040 9,091,390 127,375 121,800 5,575 127,375
HS RES INC COM 40429710 1,342,671 77,836 77,836 77,836
HA-LO INDS INC COM 40442910 1,499,437 199,925 199,925 199,925
HADCO CORP COM 40468110 5,720,772 112,172 111,972 200 112,172
HAEMONETICS CORP COM 40502410 3,828,636 160,786 160,786 160,786
HAIN FOOD GROUP INC COM 40521910 3,015,031 134,750 99,100 33,150 2,500 132,250 2,500
HALLIBURTON CO COM 40621610 491,863,895 12,220,221 7,487,072 4,662,617 70,532 7,068,608 4,522,727 628,886
Page Total 965,337,073
</TABLE>
34
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HAMILTON BANCORP INC COM 40701310 1,036,706 58,406 58,406 58,406
HANCOCK HLDG CO COM 41012010 1,972,685 50,908 50,808 100 50,908
HANDLEMAN CO DEL COM 41025210 2,475,418 185,078 185,078 185,078
HANGER ORTHOPEDIC GR COM NEW 41043F20 884,000 88,400 88,400 88,400
HANNA M A CO COM 41052210 3,843,393 351,412 351,412 348,162 3,250
HANNAFORD BROS CO COM 41055010 15,734,517 227,010 222,930 4,080 223,910 3,100
HANOVER COMPRESSOR C COM 41076810 8,494,127 225,010 225,010 223,310 1,700
HANOVER DIRECT INC COM 41078310 2,075,312 572,500 572,500 572,500
HARBINGER CORP COM 41145C10 6,137,393 192,927 192,827 100 192,927
HARCOURT GEN INC COM 41163G10 43,290,283 1,075,535 1,073,215 1,320 1,000 1,019,461 1,600 54,474
HARBOR FLA BANCSHARE COM 41190110 949,705 73,410 73,410 73,410
HARDINGE INC COM 41232430 6,920,169 529,794 529,794 529,794
HARKEN ENERGY CORP COM 41255210 430,705 530,426 529,226 1,200 530,426
HARLAND JOHN H CO COM 41269310 2,676,994 146,188 146,088 100 144,609 1,579
HARLEY DAVIDSON INC COM 41282210 64,708,513 1,010,092 995,255 14,337 500 934,527 500 75,065
HARLEYSVILLE GROUP I COM 41282410 1,644,678 115,416 76,216 12,600 26,600 88,816 26,600
HARLEYSVILLE NATL CO COM 41285010 1,206,140 37,112 37,112 37,112
HARMAN INTL INDS INC COM 41308610 4,596,862 81,904 81,904 81,904
HARMON INDS INC NEW COM 41313610 663,843 54,750 54,750 54,750
HARMONIC INC COM 41316010 12,147,189 127,950 127,800 150 127,950
HARRAHS ENTMT INC COM 41361910 217,106,777 8,212,232 8,210,682 1,550 2,485,052 5,477,059 250,121
HARRIS CORP DEL COM 41387510 13,589,047 509,201 509,001 200 497,001 12,200
HARRIS FINL INC COM 41454110 369,000 49,200 49,200 49,200
HARSCO CORP COM 41586410 9,082,436 286,061 280,961 5,100 283,661 2,400
HARTE-HANKS INC COM 41619610 7,984,512 367,104 367,104 362,604 4,500
HARTFORD FINL SVCS G COM 41651510 188,861,906 3,986,531 3,907,910 23,783 54,838 3,592,421 60,338 333,772
HARTFORD LIFE INC CL A 41659210 10,315,624 234,446 234,446 232,046 2,400
HASBRO INC COM 41805610 61,392,220 3,241,919 3,227,578 14,341 3,043,489 5,500 192,930
HAVERTY FURNITURE IN COM 41959610 1,037,775 82,200 82,200 82,200
HAWAIIAN ELEC INDUST COM 41987010 7,132,009 246,996 244,116 2,880 245,096 1,900
HAYES LEMMERZ INTL I COM 42078110 1,642,181 94,178 94,178 94,178
HEALTH CARE PPTY INV COM 42191510 5,722,360 239,680 239,680 239,680
HEALTHSOUTH CORP COM 42192410 38,761,839 7,211,505 7,204,005 6,500 1,000 6,624,782 1,000 585,723
HEALTH MGMT ASSOC IN CL A 42193310 19,919,213 1,489,287 1,479,842 9,445 1,470,112 19,175
HEALTHCARE RLTY TR COM 42194610 2,860,781 183,090 183,090 183,090
HEALTH CARE REIT INC COM 42217K10 4,348,936 287,533 287,533 287,533
HEALTHEON WEBMD CORP COM 42220910 3,259,350 86,916 85,916 1,000 85,616 1,000 300
Page Total 775,274,598
</TABLE>
35
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEARST-ARGYLE TELEVI COM 42231710 4,038,693 151,688 150,738 950 151,088 600
HEARTLAND EXPRESS IN COM 42234710 1,484,453 94,251 94,251 94,251
HEICO CORP NEW COM 42280610 499,494 22,900 22,900 22,900
HEIDRICK & STRUGGLES COM 42281910 2,661,750 63,000 63,000 63,000
HEILIG MEYERS CO COM 42289310 1,184,183 430,612 430,612 426,712 3,900
HEINZ H J CO COM 42307410 257,100,322 6,457,860 6,379,843 41,009 37,008 5,707,219 216,358 534,283
HELIX TECHNOLOGY COR COM 42331910 5,417,233 120,888 113,888 7,000 113,888 7,000
HELLER FINANCIAL INC CL A 42332810 6,949,516 346,402 341,702 4,700 343,102 3,300
HELMERICH & PAYNE IN COM 42345210 8,097,981 372,321 370,721 1,600 368,475 3,846
HEMISPHERX BIOPHARMA COM 42366C10 1,110,956 111,800 111,800 111,800
HENRY JACK & ASSOC I COM 42628110 4,131,214 76,950 76,950 76,950
HERBALIFE INTL INC CL A 42690820 938,040 65,255 64,922 333 65,255
HERCULES INC COM 42705610 46,057,528 1,652,288 1,648,988 3,300 1,540,958 2,100 109,230
HERSHEY FOODS CORP COM 42786610 104,469,461 2,202,278 2,166,176 7,028 29,074 2,015,924 33,874 152,480
HERTZ CORP CL A 42804010 8,438,192 168,343 168,343 163,343 5,000
HEWLETT PACKARD CO COM 42823610 2,201,261,790 19,351,752 17,787,252 815,133 749,367 17,049,568 771,767 1,530,417
HEXCEL CORP NEW COM 42829110 517,360 93,017 93,017 93,017
HI / FN INC COM 42835810 1,135,375 29,300 29,300 29,300
HIBERNIA CORP CL A 42865610 11,788,437 1,109,500 1,069,430 4,070 36,000 1,061,800 36,000 11,700
HIGH SPEED ACCESS CO COM 42979U10 261,308 14,826 14,826 14,826
HIGHLANDS INS GROUP COM 43103210 1,403,008 148,671 148,341 330 7,915 140,756
HIGHWOODS PPTYS INC COM 43128410 6,226,463 263,554 263,254 300 262,954 600
HILB ROGAL & HAMILTO COM 43129410 2,098,975 74,300 74,300 74,300
HILLENBRAND INDS INC COM 43157310 11,432,004 360,779 358,029 2,550 200 355,079 200 5,500
HILTON HOTELS CORP COM 43284810 72,102,184 7,540,492 7,081,985 458,507 6,963,124 166,900 410,468
HINES HORTICULTURE I COM 43324510 786,328 93,200 93,200 93,200
HISPANIC BROADCASTIN CL A 43357B10 29,057,008 315,087 314,787 300 306,987 8,100
HOLLINGER INTL INC CL A 43556910 788,367 60,939 60,539 400 60,939
HOLLYWOOD ENTMT CORP COM 43614110 2,263,928 156,133 156,133 156,133
HOLLYWOOD PK INC NEW COM 43625510 2,447,944 109,103 109,103 109,103
HOME DEPOT INC COM 43707610 3,120,543,043 45,389,717 43,133,846 1,665,887 589,984 40,225,962 1,709,803 3,453,952
HOME PPTYS N Y INC COM 43730610 3,720,127 135,588 135,588 135,588
HOMEBASE INC COM 43738E10 489,185 159,760 159,760 159,760
HOMESTAKE MNG CO COM 43761410 32,748,130 4,192,029 4,180,369 11,660 3,803,949 9,300 378,780
HOMESTORE COM INC COM 43785210 1,481,510 19,953 19,453 500 19,453 500
HON INDS INC COM 43809210 7,937,837 361,847 361,747 100 357,647 4,200
HONDA MOTOR LTD AMERN SHS 43812830 5,003,865 65,410 62,300 3,110 65,410
Page Total 5,968,073,192
</TABLE>
36
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HONEYWELL INTL INC COM 43851610 3,790,239,708 65,703,533 13,425,224 52,204,374 73,935 12,599,382 52,230,396 873,755
HOOPER HOLMES INC COM 43910410 4,113,099 159,732 159,732 159,732
HORACE MANN EDUCATOR COM 44032710 5,778,267 294,434 294,358 76 292,014 2,420
HORMEL FOODS CORP COM 44045210 13,478,562 331,780 330,690 1,090 326,880 4,900
HOSPITALITY PPTYS TR COM SH BEN 44106M10 6,289,468 329,948 329,948 329,948
HOST MARRIOTT CORP N COM 44107P10 12,613,020 1,528,851 1,523,251 5,600 1,409,117 119,734
HOUGHTON MIFFLIN CO COM 44156010 68,576,023 1,625,525 194,221 22,400 1,408,904 214,521 1,408,904 2,100
HOUSEHOLD INTL INC COM 44181510 311,618,637 8,365,601 8,328,591 22,113 14,897 7,636,499 25,497 703,605
HOUSTON EXPL CO COM 44212010 958,227 48,366 48,366 48,366
HOWMET INTERNATIONAL COM 44320810 2,552,539 141,321 140,721 600 141,321
HUB GROUP INC CL A 44332010 1,597,000 79,850 79,850 79,850
HUBBELL INC CL B 44351020 10,516,538 385,928 365,376 12,824 7,728 372,782 7,728 5,418
HUDSON CITY BANCORP COM 44368310 238,036 17,715 17,715 17,715
HUDSON RIV BANCORP I COM 44412810 791,775 78,200 78,200 78,200
HUDSON UNITED BANCOR COM 44416510 12,987,285 508,070 507,310 760 508,070
HUGHES SUPPLY INC COM 44448210 2,856,102 132,460 132,459 1 132,460
HUMANA INC COM 44485910 22,779,181 2,782,360 2,774,740 6,120 1,500 2,605,460 1,500 175,400
HUMAN GENOME SCIENCE COM 44490310 18,275,622 119,742 119,742 119,742
HUNT J B TRANS SVCS COM 44565810 2,714,891 196,106 196,106 193,806 2,300
HUNTINGTON BANCSHARE COM 44615010 86,325,864 3,615,743 3,603,241 12,502 3,352,649 5,110 257,984
HUSSMANN INTL INC COM 44811010 3,796,407 252,052 249,030 2,963 59 251,993 59
HUTCHINSON TECHNOLOG COM 44840710 2,660,776 125,213 125,213 125,213
HUTTIG BLDG PRODS IN COM 44845110 608,653 123,284 120,121 2,000 1,163 121,955 1,163 166
ICN PHARMACEUTICALS COM 44892410 10,917,192 431,305 430,668 637 425,505 5,800
IDT CORP COM 44894710 1,902,203 100,779 100,779 100,779
HYPERCOM CORP COM 44913M10 691,160 69,116 69,116 69,116
HYPERION SOLUTIONS C COM 44914M10 6,843,942 157,332 157,332 157,332
IBP INC COM 44922310 31,744,656 1,763,592 1,762,292 1,300 1,712,692 50,900
ICG COMMUNICATIONS I COM 44924610 4,523,681 241,263 239,563 1,700 241,263
ICOS CORP COM 44929510 3,756,138 128,415 127,715 700 128,015 400
IDEC PHARMACEUTICALS COM 44937010 25,921,690 263,834 247,534 12,700 3,600 260,234 3,600
IDX SYS CORP COM 44949110 2,305,437 73,774 73,774 73,774
IGEN INC COM 44953610 1,606,946 54,015 51,915 2,100 54,015
IHOP CORP COM 44962310 1,640,832 98,330 98,330 98,330
IMC GLOBAL INC COM 44966910 10,838,563 661,897 658,036 1,100 2,761 648,836 2,761 10,300
IMCO RECYCLING INC COM 44968110 889,608 70,464 70,464 70,464
IPC COMMUNICATIONS I COM NEW 44980K20 2,960,700 41,700 41,700 41,700
Page Total 4,488,908,428
</TABLE>
37
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IMS HEALTH INC COM 44993410 147,173,915 5,413,393 5,351,619 41,187 20,587 4,777,839 167,987 467,567
IRI INTL CORP COM 45004F10 276,400 69,100 69,100 69,100
IRT PPTY CO COM 45005810 1,335,242 170,922 170,922 170,922
ISS GROUP INC COM 45030610 9,360,263 131,603 131,603 131,603
ITC DELTACOM INC COM 45031T10 8,181,116 296,149 269,749 26,400 296,149
ITI TECHNOLOGIES INC COM 45056410 1,047,000 34,900 34,900 34,900
ITT EDUCATIONAL SERV COM 45068B10 1,723,664 111,658 111,658 111,658
ITXC CORP COM 45069F10 341,529 10,157 10,157 10,157
IXL ENTERPRISES INC COM 45071810 1,158,562 20,875 20,875 20,875
ITT INDS INC IND COM 45091110 52,506,087 1,570,299 1,550,505 1,325 18,469 1,423,489 19,069 127,741
IDACORP INC COM 45110710 9,581,348 357,353 351,043 2,600 3,710 351,443 3,710 2,200
IDEX CORP COM 45167R10 4,554,306 149,936 146,836 3,100 149,936
IDEXX LABS INC COM 45168D10 3,294,498 204,310 203,010 700 600 203,710 600
IKON OFFICE SOLUTION COM 45171310 16,773,194 2,462,301 2,456,971 3,120 2,210 2,306,341 6,710 149,250
IDENTIX INC COM 45190610 922,537 101,100 101,100 101,100
ILLINOIS TOOL WKS IN COM 45230810 415,732,835 6,153,353 5,278,761 641,888 232,704 5,477,205 238,404 437,744
ILLINOVA CORP COM 45231710 17,877,068 514,448 514,248 200 437,048 77,400
IMATION CORP COM 45245A10 8,894,399 265,014 256,200 7,886 928 261,586 928 2,500
IMCLONE SYS INC COM 45245W10 5,012,562 126,500 125,000 1,500 125,000 1,500
IMMUNEX CORP NEW COM 45252810 30,136,042 275,215 274,335 880 274,015 1,200
IMPATH INC COM 45255G10 1,040,373 40,900 40,900 40,900
IMPERIAL BANCORP COM 45255610 4,014,593 166,408 166,308 100 166,408
IMPERIAL CREDIT COMM COM 45272T10 1,983,800 174,400 174,400 174,400
IMPERIAL CR INDS INC COM 45272910 877,356 140,377 140,377 140,377
IN FOCUS SYS INC COM 45291910 11,132,078 480,100 480,100 480,100
IMPERIAL SUGAR CO NE COM 45309610 466,992 141,000 141,000 141,000
IMRGLOBAL CORPORATIO COM 45321W10 1,346,658 107,201 107,201 107,201
INACOM CORP COM 45323G10 1,489,841 203,753 203,753 203,753
INCO LTD COM 45325840 61,574,206 2,620,179 2,617,179 3,000 2,425,569 4,200 190,410
INCYTE PHARMACEUTICA COM 45337C10 9,319,080 155,318 141,568 12,350 1,400 153,918 1,400
INDEPENDENCE CMNTY B COM 45341410 4,421,275 353,702 353,702 353,702
INDEPENDENT BANK COR COM 45383610 674,012 53,921 50,500 2,000 1,421 52,500 1,421
INDIANA ENERGY INC COM 45470710 4,284,796 241,397 241,397 239,364 2,033
INDUS INTL INC COM 45578L10 266,895 21,900 21,900 21,900
INDYMAC MTG HLDGS IN COM 45660710 4,365,051 342,357 342,357 342,357
INFINITY BROADCASTIN CL A 45662S10 40,261,294 1,112,590 1,104,440 8,150 1,105,965 6,625
INET TECHNOLOGIES IN COM 45662V10 2,698,293 38,616 38,616 38,616
Page Total 886,099,160
</TABLE>
38
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INFOCURE CORP COM 45665A10 4,175,939 133,900 133,900 133,900
INFORMATICA CORP COM 45666Q10 5,015,581 47,150 47,150 47,150
INFORMATION HLDGS IN COM 45672710 3,739,000 128,656 20,200 89,956 18,500 110,156 18,500
INFORMIX CORP COM 45677910 16,806,019 1,469,443 1,441,923 15,520 12,000 1,443,743 12,000 13,700
INFOSPACE COM INC COM 45678T10 19,996,160 93,440 93,440 93,140 300
INFOUSA INC NEW COM 45681830 1,581,849 113,500 113,500 113,500
INGERSOLL-RAND CO COM 45686610 172,306,727 3,129,322 3,066,906 35,506 26,910 2,838,031 30,010 261,281
INFORMATION RES INC COM 45690510 1,191,575 128,819 128,819 128,819
INGLES MKTS INC CL A 45703010 656,375 59,000 53,500 5,000 500 58,500 500
INGRAM MICRO INC CL A 45715310 2,688,498 204,838 204,838 204,338 500
INHALE THERAPEUTIC S COM 45719110 59,858,345 1,406,380 70,233 1,336,147 70,483 1,335,897
INKTOMI CORP COM 45727710 21,699,375 244,500 244,040 460 243,500 1,000
INNKEEPERS USA TR COM 4576J010 1,403,964 171,487 171,487 171,487
INNOVEX INC COM 45764710 644,175 68,712 68,712 68,712
INSIGHT ENTERPRISES COM 45765U10 9,526,196 234,491 233,891 600 234,491
INPUT/OUTPUT INC COM 45765210 1,086,735 214,685 214,685 214,685
INPRISE CORP COM 45766C10 215,841 19,512 19,512 19,512
INSITUFORM TECHNOLOG CL A 45766710 3,419,662 121,050 121,050 121,050
INSIGNIA FINL GROUP COM 45767A10 798,682 91,940 91,940 91,940
INSPIRE INS SOLUTION COM 45773210 291,719 63,500 63,500 63,500
INTEGRATED ELECTRICA COM 45811E10 1,546,650 153,712 153,712 153,712
INTEGRATED DEVICE TE COM 45811810 17,234,526 594,294 594,294 588,994 5,300
INTEGRATED SYS INC COM 45812M10 3,015,042 89,835 89,835 89,835
INTEGRATED SILICON S COM 45812P10 271,616 16,400 16,400 16,400
INTEL CORP COM 45814010 5,333,948,723 64,801,593 61,490,227 1,986,021 1,325,345 56,774,277 2,951,045 5,076,271
INTELLIGROUP INC COM 45816A10 277,620 11,217 11,217 11,217
INTER TEL INC COM 45837210 2,777,425 111,097 111,097 111,097
INTERDIGITAL COMMUNI COM 45866A10 17,654,325 235,391 235,391 235,391
INTERFACE INC CL A 45866510 1,297,913 225,724 225,724 225,724
INTERIM SVCS INC COM 45868P10 16,613,932 671,270 671,270 671,270
INTERGRAPH CORP COM 45868310 943,943 201,396 201,396 201,396
INTERLIANT INC COM 45874210 374,140 14,390 14,390 14,390
INTERMEDIA COMMUNICA COM 45880110 9,514,373 245,140 244,720 420 245,140
INTERMET CORP COM 45881K10 1,474,980 126,880 126,880 126,880
INTERNAP NETWORK SVC COM 45885A10 3,344,609 19,333 19,333 19,333
INTERNATIONAL BANCSH COM 45904410 2,803,635 63,359 63,359 63,359
INTERNATIONAL BUSINE COM 45920010 7,112,329,170 65,931,209 65,321,286 376,822 233,101 30,139,352 33,060,243 2,731,614
Page Total 12,852,525,039
</TABLE>
39
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
INTERNATIONAL FIBERC COM 45950T10 883,575 112,200 112,200 112,200
INTERNATIONAL FLAVOR COM 45950610 67,645,046 1,797,875 1,775,070 19,005 3,800 1,645,876 3,800 148,199
INTERNATIONAL HOME F COM 45965510 22,969,975 1,322,013 1,321,913 100 1,296,413 25,600
INTERNATIONAL GAME T COM 45990210 12,979,997 639,031 636,839 192 2,000 629,731 2,000 7,300
INTERNATIONAL MULTIF COM 46004310 1,781,025 134,417 134,317 100 133,117 1,300
INTL PAPER CO COM 46014610 1,887,657,143 33,447,156 7,841,095 7,122,445 18,483,616 14,322,926 18,493,016 631,214
INTERNATIONAL RECTIF COM 46025410 6,875,232 264,432 264,432 264,432
INTERNATIONAL SPEEDW CL A 46033520 11,097,562 220,299 214,573 100 5,626 211,273 5,626 3,400
INTL SPECIALTY PRODS COM 46033710 911,451 99,211 98,511 700 99,211
INTERNET CAP GROUP I COM 46059C10 2,139,450 12,585 11,245 1,340 12,585
INTERPOOL INC COM 46062R10 527,417 70,918 70,918 70,918
INTERPUBLIC GROUP CO COM 46069010 302,392,542 5,241,953 4,760,343 318,401 163,209 4,527,708 302,309 411,936
INTERSTATE BAKERIES COM 46072H10 22,996,383 1,268,766 1,254,266 14,500 1,225,066 43,700
INTERWEST BANCORP IN COM 46093110 1,499,555 77,899 77,899 77,899
INTERTAN INC COM 46112010 2,541,466 97,281 97,121 160 97,121 160
INTERTRUST TECHNOLOG COM 46113Q10 1,297,521 11,031 11,031 11,031
INTERVU INC COM 46114R10 4,441,500 42,300 42,300 42,300
INTERVOICE-BRITE INC COM 46114210 4,057,938 174,535 174,535 174,535
INTIMATE BRANDS INC CL A 46115610 16,977,363 393,678 389,378 4,300 382,053 11,625
INTRAWARE INC COM 46118M10 5,945,394 74,376 74,376 74,376
INTUIT COM 46120210 56,851,862 948,527 946,177 850 1,500 932,527 1,500 14,500
INVACARE CORP COM 46120310 2,317,782 115,531 115,531 115,531
INVESTMENT TECHNOLOG COM 46145F10 3,830,362 133,230 133,230 131,330 1,900
INVITROGEN CORP COM 46185R10 1,788,000 29,800 29,800 29,800
INVESTORS FINL SERVI COM 46191510 3,394,754 73,799 73,334 465 73,799
IOMEGA CORP COM 46203010 4,703,082 1,393,506 1,329,306 49,200 15,000 1,378,506 15,000
IONICS INC COM 46221810 2,292,637 81,516 79,516 450 1,550 79,966 1,550
IPALCO ENTERPRISES I COM 46261310 8,725,967 511,427 499,527 8,900 3,000 501,827 3,000 6,600
IRON MTN INC DEL COM 46284P10 9,984,422 253,979 122,253 131,726 253,979
IRWIN FINL CORP COM 46411910 1,173,347 65,874 65,874 65,874
ISIS PHARMACEUTICALS COM 46433010 856,550 137,048 137,048 137,048
IT GROUP INC COM 46526610 951,737 104,300 104,300 104,300
ITURF INC CL A 46575Q10 268,639 21,600 21,600 21,600
I2 TECHNOLOGIES INC COM 46575410 24,203,400 124,120 123,420 700 123,720 400
IVAX CORP COM 46582310 21,005,150 815,734 815,734 787,234 28,500
IVEX PACKAGING CORP COM 46585510 1,849,000 184,900 184,900 184,900
IVILLAGE INC COM 46588H10 1,509,657 74,551 74,551 74,551
Page Total 2,523,323,883
</TABLE>
40
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JDN RLTY CORP COM 46591710 2,731,107 169,371 169,371 169,371
IXNET INC COM 46601C10 440,216 14,613 14,613 14,613
J & J SNACK FOODS CO COM 46603210 582,200 28,400 28,400 28,400
JDS UNIPHASE CORP COM 46612J10 162,395,371 1,006,716 1,005,476 1,240 1,000,416 6,300
JDA SOFTWARE GROUP I COM 46612K10 1,638,105 100,037 99,937 100 100,037
JLG INDS INC COM 46621010 5,808,765 364,483 361,483 3,000 364,483
JP REALTY INC COM 46624A10 1,187,500 76,000 76,000 76,000
JSB FINANCIAL INC COM 46624M10 2,436,309 46,965 42,065 1,100 3,800 43,165 3,800
JABIL CIRCUIT INC COM 46631310 50,370,219 690,003 688,803 800 400 683,603 400 6,000
JACK IN THE BOX INC COM 46636710 7,822,313 378,127 378,047 80 378,127
JACOBS ENGR GROUP IN COM 46981410 5,416,872 166,673 166,673 165,173 1,500
JAKKS PAC INC COM 47012E10 1,190,361 63,700 63,700 63,700
JEFFERIES GROUP INC COM 47231910 2,618,638 119,029 119,029 119,029
JEFFERSON PILOT CORP COM 47507010 118,137,132 1,730,947 1,713,766 9,225 7,956 1,593,146 10,356 127,445
JEFFERSON SMURFIT GR SPONSORED 47508W10 364,530 12,570 7,500 5,070 12,570
JO-ANN STORES INC CL A 47758P10 907,132 80,634 80,634 80,634
JOHN NUVEEN CO CL A 47803510 1,907,860 52,905 52,555 350 52,905
JOHNS MANVILLE CORP COM 47812910 2,307,827 165,590 165,590 165,290 300
JOHNSON & JOHNSON COM 47816010 2,568,436,970 27,543,560 25,787,929 1,053,759 701,872 24,092,693 1,348,972 2,101,895
JOHNSON CTLS INC COM 47836610 113,444,638 1,994,631 1,985,921 5,610 3,100 1,831,541 4,800 158,290
JONES APPAREL GROUP COM 48007410 24,675,721 909,704 907,572 2,132 843,584 66,120
JONES LANG LASALLE I COM 48020Q10 1,712,980 144,251 144,251 144,251
JONES INTERCABLE INC CL A 48020620 3,926,524 56,650 56,500 150 56,650
JONES PHARMA INC COM 48023610 8,756,725 201,596 201,046 550 201,596
JOSTENS INC COM 48108810 15,799,785 649,876 649,676 200 592,509 17,154 40,213
JOURNAL REGISTER CO COM 48113810 3,386,800 219,395 219,395 219,395
JUNIPER NETWORKS INC COM 48203R10 5,370,640 15,796 15,796 15,796
JUNO ONLINE SVCS INC COM 48204810 1,446,554 40,748 40,748 40,748
JUSTIN INDS INC COM 48217110 1,210,720 81,393 81,393 81,393
KLA-TENCORP CORP COM 48248010 159,064,549 1,428,189 1,424,689 3,500 1,325,469 1,800 100,920
K MART CORP COM 48258410 83,206,491 8,269,379 8,254,689 14,690 7,742,489 8,100 518,790
K-SWISS INC CL A 48268610 555,482 29,900 29,900 29,900
K V PHARMACEUTICAL C CL B CONV 48274010 1,190,203 55,521 55,521 55,521
KAISER ALUMINUM CORP COM 48300710 1,093,521 142,256 142,256 142,256
KAMAN CORP CL A 48354810 1,498,302 116,373 116,373 116,373
KANSAS CITY LIFE INS COM 48483610 1,489,286 44,127 44,127 44,127
KANSAS CITY PWR & LT COM 48513410 8,698,472 394,274 393,074 1,200 389,574 4,700
Page Total 3,373,226,820
</TABLE>
41
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KANSAS CITY SOUTHN I COM 48517010 155,707,898 2,086,538 2,023,350 3,200 59,988 1,905,080 62,588 118,870
KAUFMAN & BROAD HOME COM 48616810 30,933,407 1,278,927 1,277,327 1,600 1,226,407 52,520
KAYDON CORP COM 48658710 6,807,861 253,911 253,111 800 252,011 1,900
KEANE INC COM 48666510 11,702,655 364,285 352,885 850 10,550 348,335 10,550 5,400
KEEBLER FOODS CO COM 48725610 3,497,625 124,360 124,360 124,360
KELLOGG CO COM 48783610 194,475,268 6,311,673 6,304,078 4,870 2,725 5,676,098 204,525 431,050
KELLSTROM INDS INC COM 48803510 605,580 66,365 56,200 10,165 56,200 10,165
KELLWOOD CO COM 48804410 2,424,688 124,746 124,746 124,746
KELLY SVCS INC CL A 48815220 4,591,166 182,733 178,830 3,903 180,658 2,075
KEMET CORP COM 48836010 8,597,108 190,784 190,784 190,784
KENNAMETAL INC COM 48917010 6,791,812 201,987 201,987 200,187 1,800
KENT ELECTRS CORP COM 49055310 8,988,798 395,112 395,112 395,112
KERR MCGEE CORP COM 49238610 256,062,418 4,130,039 3,469,436 658,619 1,984 1,349,829 2,690,368 89,842
KEY ENERGY SVCS INC COM 49291410 1,851,510 356,952 356,952 356,952
KEYCORP NEW COM 49326710 173,342,118 7,834,672 7,786,678 31,694 16,300 7,151,345 25,500 657,827
KEYSPAN CORP COM 49337W10 20,848,938 899,165 888,430 8,830 1,905 884,852 1,905 12,408
KEYSTONE AUTOMOTIVE COM 49338N10 529,925 90,200 90,200 90,200
KEYSTONE FINANCIAL I COM 49348210 6,324,686 300,289 299,739 550 296,589 3,700
KILROY RLTY CORP COM 49427F10 3,226,340 144,194 144,194 144,194
KIMBALL INTL INC CL B 49427410 2,708,805 164,170 164,170 164,170
KIMBERLY CLARK CORP COM 49436810 651,059,934 9,949,416 9,546,991 245,861 156,564 8,723,915 425,250 800,251
KIMCO REALTY CORP COM 49446R10 8,941,204 263,947 260,147 3,800 263,647 300
KINDER MORGAN INC KA COM 49455P10 15,937,919 789,514 782,343 3,046 4,125 619,039 4,125 166,350
KING PHARMACEUTICALS COM 49558210 6,475,385 115,504 115,504 115,504
KINROSS GOLD CORP COM 49690210 682,875 364,200 364,200 364,200
KIRBY CORP COM 49726610 2,500,979 121,999 121,999 121,999
KNIGHT RIDDER INC COM 49904010 89,797,219 1,507,626 1,501,976 5,650 1,387,716 2,300 117,610
KNIGHT TRANSN INC COM 49906410 663,165 38,725 38,725 38,725
KNIGHT/TRIMARK GROUP CL A 49906710 10,516,796 228,626 227,676 950 227,526 1,100
KOGER EQUITY INC COM 50022810 2,490,581 147,590 147,590 147,590
KOHLS CORP COM 50025510 185,835,975 2,574,369 2,570,257 4,112 2,328,549 79,900 165,920
KOMAG INC COM 50045310 910,825 291,464 291,464 291,464
KONINKLIJKE AHOLD N SPON ADR N 50046730 426,871 14,259 9,334 4,925 14,259
KONOVER PPTY TR INC COM 50047R10 909,912 144,156 144,156 144,156
KOPIN CORP COM 50060010 7,114,800 169,400 122,600 2,200 44,600 124,800 44,600
KOREA TELECOM SPONSORED 50063P10 2,401,792 32,131 32,131 32,131
KOREA ELECTRIC PWR SPONSORED 50063110 4,907,750 293,000 293,000 293,000
Page Total 1,891,592,588
</TABLE>
42
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
KORN FERRY INTL COM NEW 50064320 4,046,864 111,254 111,254 111,254
KROGER CO COM 50104410 297,504,673 15,761,837 15,675,729 49,060 37,048 14,073,807 447,748 1,240,282
KROLL O GARA CO COM 50105010 944,806 57,261 57,261 57,261
KRONOS INC COM 50105210 4,774,200 79,570 79,570 79,570
KULICKE & SOFFA INDS COM 50124210 4,876,200 114,567 114,567 114,567
LCA-VISION INC COM NEW 50180320 527,526 112,551 112,551 112,551
LG&E ENERGY CORP COM 50191710 15,952,466 914,863 896,024 13,389 5,450 894,178 5,450 15,235
LTV CORP NEW COM 50192110 1,931,663 468,282 468,282 468,282
LHS GROUP INC COM 50193810 1,921,558 78,233 78,033 200 78,233
LNR PPTY CORP COM 50194010 2,543,383 127,969 127,969 127,969
LSI INDS INC COM 50216C10 1,215,325 56,200 56,200 56,200
LSI LOGIC CORP COM 50216110 159,959,745 2,369,774 2,365,024 4,750 2,208,404 2,900 158,470
LTC PPTYS INC COM 50217510 1,106,909 131,197 131,197 131,197
LTX CORP COM 50239210 8,491,558 379,511 177,900 201,611 177,900 201,611
L-3 COMMUNICATIONS H COM 50242410 4,312,350 103,600 103,600 103,200 400
LA Z BOY INC COM 50533610 6,913,598 411,230 411,130 100 411,230
LABORATORY CORP AMER COM 50540R10 1,104,772 299,640 299,640 299,640
LABOR READY INC COM NEW 50540120 2,212,182 182,448 175,698 6,750 182,448
LACLEDE GAS CO COM 50558810 1,967,875 91,000 91,000 91,000
LAFARGE CORP COM 50586210 4,313,892 156,159 156,059 100 155,759 400
LAM RESEARCH CORP COM 51280710 33,931,916 304,153 304,133 20 304,153
LAMAR ADVERTISING CO CL A 51281510 9,114,399 150,497 150,497 150,097 400
LANCASTER COLONY COR COM 51384710 12,117,224 365,803 365,703 100 349,172 16,631
LANCE INC COM 51460610 1,938,950 193,895 193,895 191,795 2,100
LANDAUER INC COM 51476K10 837,812 38,300 38,300 38,300
LANDAMERICA FINL GRO COM 51493610 4,719,435 256,840 256,840 256,840
LANDRYS SEAFOOD REST COM 51508L10 1,201,820 138,347 138,347 138,347
LANDS END INC COM 51508610 4,995,347 143,751 143,751 141,951 1,800
LANDSTAR SYS INC COM 51509810 3,423,375 79,963 79,963 79,963
LANIER WORLDWIDE INC COM 51589L10 1,113,392 287,327 287,327 280,227 7,100
LASERSIGHT INC COM 51792410 815,000 81,500 81,500 81,500
LASALLE HOTEL PPTYS COM SH BEN 51794210 960,671 82,200 82,200 82,200
LASER VISION CTRS IN COM 51807H10 1,250,329 118,380 117,980 400 118,380
LASON INC COM 51808R10 1,852,950 168,450 168,450 168,450
LATITUDE COMMUNICATI COM 51829210 492,142 18,838 18,838 18,838
LATTICE SEMICONDUCTO COM 51841510 21,502,477 456,286 454,446 40 1,800 454,486 1,800
LAUDER ESTEE COS INC CL A 51843910 14,952,149 296,452 287,052 3,100 6,300 287,352 6,300 2,800
Page Total 641,840,933
</TABLE>
43
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LAUNCH MEDIA INC COM 51856710 795,164 41,990 41,990 41,990
LAWSON PRODS INC COM 52077610 644,794 27,883 27,883 27,883
LEAP WIRELESS INTL I COM 52186310 7,173,408 91,381 90,175 1,131 75 91,306 75
LEAR CORP COM 52186510 18,104,832 565,776 523,122 26,149 16,505 544,171 16,505 5,100
LEARN2 COM INC COM 52200210 418,327 127,500 127,500 127,500
LEARNING TREE INTL I COM 52201510 1,524,152 54,434 54,434 54,434
LEE ENTERPRISES INC COM 52376810 10,905,239 341,461 327,121 14,340 338,861 2,600
LEGATO SYS INC COM 52465110 33,635,374 488,801 480,751 4,850 3,200 479,101 3,200 6,500
LEGGETT & PLATT INC COM 52466010 70,344,572 3,281,456 3,210,665 45,091 25,700 3,056,256 25,700 199,500
LEGG MASON INC COM 52490110 13,309,658 367,163 366,768 250 145 362,718 145 4,300
LEHMAN BROS HLDGS IN COM 52490810 219,544,357 2,592,421 2,586,424 5,897 100 2,432,641 2,400 157,380
LENNAR CORP COM 52605710 3,825,900 235,440 235,440 235,440
LEUCADIA NATL CORP COM 52728810 4,871,882 210,676 210,676 209,676 1,000
LEVEL 3 COMMUNICATIO COM 52729N10 74,602,043 911,170 906,530 2,040 2,600 899,670 2,600 8,900
LEXINGTON CORP PPTYS COM 52904310 723,016 78,700 78,700 78,700
LEXMARK INTL GROUP I CL A 52977110 198,165,225 2,189,671 2,186,461 3,210 1,991,871 63,100 134,700
LIBBEY INC COM 52989810 2,350,226 81,747 81,747 81,747
LIBERATE TECHNOLOGIE COM 53012910 3,908,456 15,208 15,008 200 15,208
LIBERTY CORP S C COM 53037010 3,467,433 82,192 82,192 82,192
LIBERTY DIGITAL INC CL A 53043610 8,329,365 112,180 112,180 112,180
LIBERTY FINL COS INC COM 53051210 1,931,593 84,213 84,213 84,213
LIBERTY PPTY TR SH BEN INT 53117210 12,013,402 485,390 485,390 484,690 700
LIFEPOINT HOSPITALS COM 53219L10 1,745,612 147,783 147,366 417 147,720 63
LIGAND PHARMACEUTICA CL B 53220K20 2,713,689 210,772 204,972 100 5,700 205,072 5,700
LILLY ELI & CO COM 53245710 1,256,750,981 18,898,511 18,772,260 95,102 31,149 16,687,017 570,549 1,640,945
LILLY INDS INC CL A 53249110 1,638,574 121,945 112,732 9,213 112,732 9,213
LIMITED INC COM 53271610 155,983,403 3,601,390 3,592,440 8,800 150 3,258,138 3,150 340,102
LINCARE HLDGS INC COM 53279110 10,194,127 293,889 293,489 400 289,189 4,700
LINCOLN ELEC HLDGS I COM 53390010 4,251,307 206,124 206,124 206,124
LINCOLN NATL CORP IN COM 53418710 137,820,360 3,445,509 3,423,125 19,184 3,200 3,141,118 9,100 295,291
LINDSAY MFG CO COM 53555510 1,751,562 95,976 56,926 11,050 28,000 67,976 28,000
LINEAR TECHNOLOGY CO COM 53567810 122,925,911 1,717,754 1,297,406 308,861 111,487 1,592,267 111,487 14,000
LINENS N THINGS INC COM 53567910 11,694,765 394,760 363,210 28,650 2,900 391,460 2,900 400
LIONBRIDGE TECHNOLOG COM 53625210 2,626,430 143,914 6,118 137,796 143,914
LIPOSOME CO INC COM 53631010 3,550,340 290,940 290,940 290,940
LIQUI BOX CORP COM 53631410 688,050 13,900 13,900 13,900
LITHIA MTRS INC CL A 53679710 1,304,875 73,000 73,000 73,000
Page Total 2,406,228,404
</TABLE>
44
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LITTELFUSE INC COM 53700810 2,577,049 106,200 96,800 9,400 96,800 9,400
LITTON INDS INC COM 53802110 12,307,504 246,767 244,613 2,154 242,167 4,600
LIZ CLAIBORNE INC COM 53932010 42,615,617 1,132,641 1,130,001 1,840 800 1,031,527 1,700 99,414
LOCAL FINL CORP COM 53955310 976,287 94,100 94,100 94,100
LOCKHEED MARTIN CORP COM 53983010 1,650,750,346 75,462,873 75,444,982 15,755 2,136 5,905,334 197,390 69,360,149
LODGIAN INC COM 54021P10 635,240 127,048 127,048 127,048
LOEWS CINEPLEX ENTMT COM 54042310 458,837 78,100 78,100 78,100
LOEWS CORP COM 54042410 142,340,933 2,345,493 2,341,568 3,825 100 2,299,210 100 46,183
LONE STAR STEAKHOUSE COM 54230710 2,570,865 288,149 288,149 285,849 2,300
LONE STAR TECHNOLOGI COM 54231210 3,296,122 119,859 119,859 119,859
LONGS DRUG STORES CO COM 54316210 16,173,850 626,602 623,302 3,300 585,412 600 40,590
LONGVIEW FIBRE CO COM 54321310 5,529,997 388,070 373,070 15,000 370,070 15,000 3,000
LOOKSMART LTD COM 54344210 616,005 22,815 22,815 22,815
LOUIS DREYFUS NAT GA COM 54601110 3,427,781 189,119 188,919 200 189,119
LOUISIANA PAC CORP COM 54634710 33,215,231 2,362,056 2,350,079 8,475 3,502 2,184,554 5,202 172,300
LOWES COS INC COM 54866110 387,385,719 6,483,443 6,450,909 27,144 5,390 5,603,227 463,775 416,441
LUBRIZOL CORP COM 54927110 11,094,962 359,351 358,151 1,200 347,822 1,200 10,329
LUBYS INC COM 54928210 1,567,088 137,766 137,766 137,766
LUCENT TECHNOLOGIES COM 54946310 4,474,003,875 59,653,385 57,071,395 1,742,989 839,001 52,621,870 2,363,021 4,668,494
LYCOS INC COM 55081810 19,090,742 239,948 236,124 3,624 200 238,748 200 1,000
LYDALL INC DEL COM 55081910 535,750 80,868 80,868 80,868
LYONDELL CHEMICAL CO COM 55207810 8,684,764 681,158 680,158 1,000 669,758 11,400
M & T BK CORP COM 55261F10 13,795,353 33,302 30,302 3,000 30,202 3,000 100
MAF BANCORP INC COM 55261R10 2,467,802 117,868 117,868 117,868
MBIA INC COM 55262C10 90,325,208 1,710,316 1,700,341 9,975 1,567,756 1,700 140,860
MBNA CORP COM 55262L10 371,846,960 13,645,760 13,573,130 40,236 32,394 12,031,480 427,494 1,186,786
MCN ENERGY GROUP INC COM 55267J10 13,828,817 582,266 575,024 7,242 576,366 5,900
M D C HLDGS INC COM 55267610 3,402,510 216,900 216,900 216,900
MCI WORLDCOM INC COM 55268B10 2,750,209,827 51,830,120 50,572,077 981,746 276,297 47,274,555 336,597 4,218,968
MDU RES GROUP INC COM 55269010 8,607,160 430,358 425,698 4,660 430,358
MEMC ELECTR MATLS IN COM 55271510 12,535,204 1,023,282 1,023,282 150,172 873,110
MGC COMMUNICATIONS I COM 55276330 4,303,600 84,800 84,800 84,800
MGIC INVT CORP WIS COM 55284810 116,887,487 1,942,072 1,933,291 8,781 1,809,252 1,900 130,920
MGI PPTYS INC COM 55288510 361,719 68,899 68,899 68,899
MGM GRAND INC COM 55295310 4,377,144 87,000 86,757 243 87,000
M/I SCHOTTENSTEIN HO COM 55305B10 210,398 13,520 13,520 13,520
MKS INSTRUMENT INC COM 55306N10 1,423,144 39,395 39,395 39,395
Page Total 10,214,436,897
</TABLE>
45
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MMC NETWORKS INC COM 55308N10 5,352,875 155,720 155,720 155,720
MMI COS INC COM 55308710 727,130 84,305 84,305 84,305
MRV COMMUNICATIONS I COM 55347710 7,067,653 112,408 110,408 2,000 112,408
MSC INDL DIRECT INC CL A 55353010 2,832,823 213,798 213,798 213,798
M S CARRIERS INC COM 55353310 3,328,127 139,398 139,398 139,398
MTS SYS CORP COM 55377710 776,023 100,132 100,132 100,132
MTI TECHNOLOGY CORP COM 55390310 5,608,687 152,100 152,100 152,100
MACDERMID INC COM 55427310 3,353,656 81,673 81,673 81,673
MACERICH CO COM 55438210 3,141,446 150,944 150,944 150,944
MACK CALI RLTY CORP COM 55448910 7,482,999 287,123 286,823 300 286,523 600
MACROCHEM CORP DEL COM 55590310 494,903 118,200 107,200 11,000 107,200 11,000
MACROVISION CORP COM 55590410 5,379,800 72,700 63,700 9,000 72,700
MACROMEDIA INC COM 55610010 10,341,703 141,425 140,905 520 141,025 400
MADISON GAS & ELEC C COM 55749710 1,659,829 82,476 78,517 3,509 450 82,026 450
MAGELLAN HEALTH SVCS COM 55907910 950,536 150,592 150,592 150,592
MAGNETEK INC COM 55942410 1,407,259 183,070 183,070 180,970 2,100
MAIL-WELL INC COM 56032120 2,568,199 190,237 190,237 190,237
MAKER COMMUNICATIONS COM 56087510 1,137,150 26,600 26,600 26,600
MALLINCKRODT INC NEW COM 56123210 44,653,231 1,403,660 1,400,585 2,850 225 1,304,164 6,825 92,671
MANDALAY RESORT GROU MANDALAY 56256710 10,418,169 517,673 517,173 500 509,373 8,300
MANHATTAN ASSOCS INC COM 56275010 244,112 33,100 33,100 33,100
MANITOWOC INC COM 56357110 11,276,882 331,673 331,673 331,673
MANOR CARE INC NEW COM 56405510 26,755,008 1,672,188 1,666,888 4,900 400 1,562,788 400 109,000
MANPOWER INC COM 56418H10 32,232,848 856,687 856,287 400 812,368 44,319
MANUFACTURED HOME CM COM 56468210 2,805,653 115,402 115,402 115,402
MAPICS INC COM 56491010 1,324,362 104,900 104,900 104,900
MANUGISTICS GROUP IN COM 56501110 3,146,704 97,385 97,385 97,385
MAPQUEST COM INC COM 56564410 747,524 33,132 33,132 33,132
MARCUS CORP COM 56633010 1,548,775 115,262 115,262 115,262
MARIMBA INC COM 56781Q10 2,275,324 49,397 49,397 49,397
MARINE DRILLING COS COM PAR $0 56824020 9,127,954 406,826 366,626 40,200 406,826
MARK IV INDS INC COM 57038710 6,112,414 345,588 345,588 342,350 3,238
MARKEL CORP COM 57053510 3,339,785 21,547 21,547 21,547
MARKETWATCH COM INC COM 57061910 566,662 15,525 15,400 125 15,525
MARKETING SVCS GROUP COM 57090710 1,167,475 69,700 66,700 3,000 69,700
MARSH & MCLENNAN COS COM 57174810 473,876,375 4,952,359 4,590,773 234,348 127,238 4,427,527 134,238 390,594
MARSHALL & ILSLEY CO COM 57183410 38,100,188 606,575 605,575 1,000 597,247 9,328
Page Total 733,330,243
</TABLE>
46
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MARRIOTT INTL INC NE CL A 57190320 128,877,840 4,083,323 4,055,473 27,850 3,716,946 5,500 360,877
MARTIN MARIETTA MATL COM 57328410 40,609,434 990,474 990,274 200 295,327 691,547 3,600
MARVEL ENTERPRISES I COM 57383M10 242,000 44,000 44,000 44,000
MASCO CORP COM 57459910 186,642,006 7,355,350 7,304,759 25,401 25,190 6,709,246 33,090 613,014
MASCOTECH INC COM 57467010 2,360,911 186,089 186,089 186,089
MASTECH CORP COM 57632N10 4,331,769 175,021 175,021 175,021
MASTEC INC COM 57632310 4,709,568 105,833 105,833 105,833
MATRIA HEALTHCARE IN COM 57681710 798,600 193,600 193,600 193,600
MATTEL INC COM 57708110 94,014,414 7,163,003 7,126,331 31,771 4,901 6,532,516 16,401 614,086
MATTHEWS INTL CORP CL A 57712810 1,964,820 71,448 71,448 71,448
MATTSON TECHNOLOGY I COM 57722310 599,375 35,000 35,000 35,000
MAXIM INTEGRATED PRO COM 57772K10 75,939,832 1,609,338 1,578,758 28,480 2,100 1,582,838 2,100 24,400
MAXTOR CORP COM NEW 57772920 2,122,075 292,700 292,700 292,700
MAXWELL TECHNOLOGIES COM 57776710 462,000 46,200 46,200 46,200
MAY DEPT STORES CO COM 57777810 235,702,188 7,308,595 6,548,074 493,647 266,874 6,514,626 273,074 520,895
MAXXAM INC COM 57791310 1,609,270 37,534 37,534 37,034 500
MAVERICK TUBE CORP COM 57791410 1,747,839 70,800 70,800 70,800
MAXIMUS INC COM 57793310 3,206,028 94,470 94,470 94,470
MAYTAG CORP COM 57859210 230,948,208 4,811,421 1,881,738 2,929,483 200 1,716,053 2,964,833 130,535
MCCLATCHY CO CL A 57948910 6,487,932 150,010 150,010 150,010
MCCORMICK & CO INC COM NON VT 57978020 13,126,860 441,239 434,939 6,300 435,839 5,400
MCDERMOTT INTL INC COM 58003710 13,443,558 1,483,509 1,483,509 1,417,349 100 66,060
MCDONALDS CORP COM 58013510 995,973,587 24,706,628 23,526,876 813,255 366,497 22,270,566 398,197 2,037,865
MCGRATH RENTCORP COM 58058910 789,705 45,126 45,126 45,126
MCGRAW HILL COS INC COM 58064510 221,420,843 3,593,036 3,462,958 38,066 92,012 3,199,372 97,512 296,152
MCKESSON HBOC INC COM 58155Q10 104,753,520 4,655,712 4,650,318 3,304 2,090 4,241,654 14,390 399,668
MCLEODUSA INC COM 58226610 21,002,361 356,728 354,528 2,200 355,328 1,400
MCMORAN EXPLORATION COM 58241110 1,480,566 70,086 70,024 62 70,086
MEAD CORP COM 58283410 79,088,960 1,820,774 1,817,724 2,250 800 1,666,308 2,900 151,566
MECHANICAL TECHNOLOG COM 58353810 790,500 34,000 34,000 34,000
MEDAREX INC COM 58391610 566,200 15,200 15,200 15,200
MEDALLION FINL CORP COM 58392810 1,058,283 59,000 59,000 59,000
MEDCO RESH INC COM 58405910 2,521,750 83,885 83,885 83,885
MEDIAONE GROUP INC COM 58440J10 1,199,391,189 15,614,633 10,295,418 5,179,078 140,137 10,083,778 4,864,569 666,286
MEDIA 100 INC COM 58440W10 634,488 24,000 24,000 24,000
MEDIA METRIX INC COM 58440X10 717,574 20,072 20,072 20,072
MEDIA GEN INC CL A 58440410 7,902,076 151,963 151,963 150,363 1,600
Page Total 3,688,038,129
</TABLE>
47
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MEDICAL ASSURN INC COM 58449U10 2,461,590 116,184 116,184 116,184
MEDICAL MANAGER CORP COM 58461U10 9,244,921 109,732 109,732 109,532 200
MEDICONSULT COM INC COM 58469J10 342,500 54,800 54,800 54,800
MEDICIS PHARMACEUTIC CL A NEW 58469030 21,308,111 500,637 500,337 300 500,637
MEDIMMUNE INC COM 58469910 55,967,386 337,407 336,957 250 200 332,407 200 4,800
MEDQUIST INC COM 58494910 17,837,898 691,070 691,070 691,070
MEDITRUST CORP PAIRED CTF 58501T30 2,303,488 418,816 418,796 20 415,074 3,742
MEDTRONIC INC COM 58505510 783,966,977 21,515,684 21,059,050 348,944 107,690 19,094,259 703,890 1,717,535
MELLON FINL CORP COM 58551A10 313,621,368 9,207,368 8,947,203 182,886 77,279 8,565,647 90,279 551,442
MEMBERWORKS INC COM 58600210 2,071,665 62,424 62,424 62,424
MENS WEARHOUSE INC COM 58711810 3,812,434 129,785 129,785 129,785
MENTOR CORP MINN COM 58718810 2,814,437 109,036 109,036 109,036
MENTOR GRAPHICS CORP COM 58720010 6,103,180 462,818 462,818 458,918 3,900
MERCANTILE BANKSHARE COM 58740510 13,749,229 430,511 422,691 4,220 3,600 421,561 3,600 5,350
MERCHANTS N Y BANCOR COM 58916710 1,777,095 103,772 103,772 103,772
MERCK & CO INC COM 58933110 3,095,192,753 46,068,328 42,615,298 1,757,447 1,695,583 39,672,670 2,845,421 3,550,237
MERCURY COMPUTER SYS COM 58937810 3,346,000 95,600 95,600 95,600
MERCURY GENL CORP NE COM 58940010 2,663,747 119,719 110,619 500 8,600 110,719 8,600 400
MERCURY INTERACTIVE COM 58940510 23,861,308 221,067 206,452 11,815 2,800 218,267 2,800
MEREDITH CORP COM 58943310 34,326,076 823,424 821,120 100 2,204 764,130 3,004 56,290
MERIDIAN RESOURCE CO COM 58977Q10 432,088 141,113 141,113 141,113
MERISTAR HOSPITALITY COM 58984Y10 13,112,112 819,507 810,727 8,780 819,507
MERISEL INC COM 58984910 470,220 358,400 358,400 358,400
MERIDIAN GOLD INC COM 58997510 344,687 50,600 50,600 50,600
MERITOR AUTOMOTIVE I COM 59000G10 15,669,105 808,728 803,434 2,571 2,723 777,539 2,723 28,466
MERRILL LYNCH & CO I COM 59018810 4,431,097,265 53,186,783 6,555,976 46,626,407 4,400 6,027,265 46,605,765 553,753
MESA AIR GROUP INC COM 59047910 589,475 124,100 124,100 124,100
MESABA HLDGS INC COM 59066B10 670,871 58,658 58,658 58,658
MESSAGEMEDIA INC COM 59078710 1,778,843 126,500 126,500 126,500
MESTEK INC COM 59082910 601,425 29,700 20,700 9,000 20,700 9,000
METALS USA INC COM 59132410 1,374,280 161,680 161,680 161,680
METAMOR WORLDWIDE IN COM 59133P10 5,449,345 187,102 182,102 5,000 187,102
METASOLV SOFTWARE IN COM 59139310 817,827 10,004 9,804 200 9,804 200
METHODE ELECTRS INC CL A 59152020 5,654,128 176,004 176,004 176,004
METRICOM INC COM 59159610 4,469,045 56,840 56,840 56,840
METRIS COS INC COM 59159810 35,338,195 990,226 990,226 979,626 10,600
METRO GOLDWYN MAYER COM 59161010 3,199,059 135,772 135,772 135,772
Page Total 8,917,840,133
</TABLE>
48
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STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
METRO INFORMATION SE COM 59162P10 852,624 35,526 35,526 35,526
METROMEDIA FIBER NET CL A 59168910 16,838,062 351,254 350,367 887 349,954 1,300
METROMEDIA INTL GROU COM 59169510 1,134,689 238,882 238,614 268 238,614 268
METROWEST BK MASS COM 59266810 317,967 53,557 53,557 53,557
METTLER TOLEDO INTER COM 59268810 8,088,006 211,800 211,700 100 211,800
MIAMI COMPUTER SUPPL COM 59326110 1,678,050 45,200 45,200 45,200
MICHAEL FOOD INC NEW COM 59407910 2,018,068 81,952 81,952 81,952
MICHAELS STORES INC COM 59408710 3,833,763 134,518 134,518 134,518
MICHIGAN FINL CORP COM 59448010 360,097 13,065 13,065 13,065
MICREL INC COM 59479310 9,466,744 166,267 156,417 9,850 166,267
MICROS SYS INC COM 59490110 6,572,384 88,816 88,816 88,816
MICROSOFT CORP COM 59491810 10,930,797,322 93,625,673 91,426,385 1,365,370 833,918 82,528,926 3,344,418 7,752,329
MICROSTRATEGY INC CL A 59497210 43,302,000 206,200 205,800 400 206,200
MICRO WHSE INC COM 59501B10 4,777,791 258,259 258,259 255,959 2,300
MICROCHIP TECHNOLOGY COM 59501710 19,678,785 287,546 284,136 3,410 283,746 3,800
MICROMUSE INC COM 59509410 29,841,800 175,540 161,620 12,290 1,630 173,910 1,630
MICRON ELECTRONICS I COM 59510010 6,033,621 542,348 542,348 542,348
MICRON TECHNOLOGY IN COM 59511210 348,096,935 4,477,131 4,467,350 8,707 1,074 4,081,961 6,474 388,696
MID-AMER APT CMNTYS COM 59522J10 2,312,478 102,209 102,209 102,209
MID ATLANTIC MED SVC COM 59523C10 1,868,703 224,820 224,820 224,820
MID-STATE BANCSHARES COM 59544010 1,555,500 48,800 48,800 48,800
MIDAMERICAN ENERGY H COM 59562V10 10,220,938 303,409 302,664 745 299,309 4,100
MIDAS GROUP INC COM 59562610 1,957,003 89,463 88,457 987 19 89,444 19
MID AMER BANCORP COM 59591510 1,296,436 45,489 45,489 45,489
MIDLAND CO COM 59748610 377,650 18,200 18,200 18,200
MIDWEST EXPRESS HLDG COM 59791110 2,616,841 82,097 82,097 82,097
MIDWAY GAMES INC COM 59814810 3,506,411 146,485 146,385 100 146,485
MIDWEST BANC HOLDING COM 59825110 451,000 32,800 32,800 32,800
MIKASA INC COM 59862T10 530,267 52,700 52,700 52,700
MILACRON INC COM 59870910 12,268,619 797,959 797,959 737,785 60,174
MILLENNIUM PHARMACEU COM 59990210 34,619,330 283,765 281,165 100 2,500 278,565 2,500 2,700
MILLENNIUM CHEMICALS COM 59990310 5,338,820 270,320 270,320 269,420 900
MILLER HERMAN INC COM 60054410 10,524,846 457,602 457,602 451,202 6,400
MILLER INDS INC TENN COM 60055110 497,587 173,074 173,074 173,074
MILLIPORE CORP COM 60107310 27,522,359 712,553 709,307 2,646 600 648,083 20,900 43,570
MILLS CORP COM 60114810 2,931,964 164,026 164,026 164,026
MINDSPRING ENTERPRIS COM 60268310 2,965,499 112,304 112,104 200 112,104 200
Page Total 11,557,050,959
</TABLE>
49
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINE SAFETY APPLIANC COM 60272010 1,170,112 18,283 18,283 18,283
MINERALS TECHNOLOGIE COM 60315810 35,286,208 880,790 880,790 310,185 569,305 1,300
MINIMED INC COM 60365K10 10,356,597 141,387 141,387 139,287 2,100
MINNESOTA MNG & MFG COM 60405910 2,674,649,700 27,327,200 26,678,266 346,773 302,161 7,292,492 19,443,897 590,811
MINNESOTA PWR INC COM 60411010 13,873,147 819,103 813,625 4,478 1,000 813,003 1,000 5,100
MIPS TECHNOLOGIES IN CL A 60456710 3,131,440 60,220 60,220 60,220
MIRAGE RESORTS INC COM 60462E10 50,749,744 3,355,355 3,346,125 9,230 3,080,794 2,200 272,361
MISSISSIPPI CHEM COR COM NEW 60528820 842,681 136,202 136,202 136,202
MISSISSIPPI VY BANCS COM 60572010 851,364 31,532 31,532 31,532
MITCHELL ENERGY & DE CL A 60659220 2,754,573 124,856 124,756 100 124,856
MODEM MEDIA POPPE TY CL A 60753310 1,020,437 14,500 14,500 14,500
MODINE MFG CO COM 60782810 4,453,525 178,141 177,941 200 176,441 1,700
MODIS PROFESSIONAL S COM 60783010 8,528,596 598,498 596,067 2,431 584,498 14,000
MOHAWK INDS INC COM 60819010 14,401,409 546,025 545,275 750 539,925 6,100
MOLECULAR DEVICES CO COM 60851C10 2,696,720 51,860 51,860 51,860
MOLEX INC COM 60855410 131,588,496 2,321,317 2,319,236 1,300 781 2,163,605 781 156,931
MONACO COACH CORP COM 60886R10 4,557,372 178,287 178,287 178,287
MONDAVI ROBERT CORP CL A 60920010 1,587,692 45,689 45,489 100 100 45,589 100
MONSANTO CO COM 61166210 374,511,717 10,568,381 10,498,713 35,000 34,668 9,619,012 34,668 914,701
MONTANA POWER CO COM 61208510 29,694,099 823,418 815,142 7,476 800 696,218 800 126,400
MONY GROUP INC COM 61533710 8,223,670 281,758 281,345 413 281,758
MOOG INC CL A 61539420 1,265,274 46,862 40,662 6,200 46,862
MORGAN J P & CO INC COM 61688010 537,996,955 4,248,742 3,932,924 178,385 137,433 3,830,509 141,133 277,100
MORGAN KEEGAN INC COM 61741010 2,830,415 168,980 168,980 168,980
MORGAN STANLEY DEAN COM NEW 61744644 1,405,733,765 9,847,522 9,680,581 151,891 15,050 9,184,750 27,750 635,022
MORRISON KNUDSEN COR COM 61844A10 1,339,258 171,436 171,436 171,436
MORRISON MGMT SPECIA COM 61845910 1,333,243 61,833 61,833 61,833
MORTONS RESTAURANT G COM 61942910 899,775 58,050 30,300 27,750 58,050
MOTOROLA INC COM 62007610 1,718,057,781 11,667,625 10,990,588 428,437 248,600 10,487,715 262,000 917,910
MOVADO GROUP INC COM 62458010 894,292 41,000 41,000 41,000
MPATH INTERACTIVE IN COM 62473C10 1,235,400 46,400 46,400 46,400
MP3 COM INC COM 62473M10 607,249 19,164 19,164 19,164
MUELLER INDS INC COM 62475610 8,306,325 229,140 229,040 100 229,140
MULTEX COM INC COM 62536710 2,115,841 56,235 56,235 56,235
MURPHY OIL CORP COM 62671710 17,573,331 306,289 288,579 9,610 8,100 294,789 8,100 3,400
MUSICLAND STORES COR COM 62758B10 6,366,577 754,602 754,602 754,602
MYERS INDS INC COM 62846410 1,267,733 80,491 80,491 80,491
Page Total 7,082,752,513
</TABLE>
50
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MYLAN LABS INC COM 62853010 23,179,747 920,306 918,556 1,300 450 908,456 450 11,400
NBC INTERNET INC CL A 62873D10 3,073,391 39,785 39,660 125 39,660 125
NBT BANCORP INC COM 62877810 1,085,387 70,025 70,025 70,025
NBTY INC COM 62878210 7,114,121 615,302 615,302 615,302
NCH CORP COM 62885010 1,173,228 26,328 26,328 25,928 400
NCI BUILDING SYS INC COM 62885210 1,740,831 94,099 93,699 400 94,099
NCO GROUP INC COM 62885810 10,020,478 332,630 332,630 331,130 1,500
NCR CORP NEW COM 62886E10 23,965,860 632,762 597,081 35,110 571 623,491 571 8,700
NFO WORLDWIDE INC COM 62910N10 1,934,408 86,454 86,454 86,454
NL INDS INC COM NEW 62915640 1,853,529 123,060 123,060 123,060
NPC INTERNATIONAL IN COM 62936030 470,137 59,700 59,700 59,700
NTL INC COM 62940710 42,367,595 339,620 322,694 2,176 14,750 323,495 14,750 1,375
NUI CORP COM 62943010 1,601,964 60,738 60,738 60,738
NVR INC COM 62944T10 6,669,290 139,671 137,871 1,800 139,671
NABISCO GROUP HLDG C COM 62952P10 55,050,526 5,181,226 5,172,671 7,588 967 4,821,489 10,667 349,070
NABISCO HLDGS CORP CL A 62952610 6,553,764 208,056 206,756 1,300 206,256 1,800
NABORS INDS INC COM 62956810 23,099,977 746,678 735,061 10,617 1,000 735,778 1,000 9,900
NACCO INDS INC CL A 62957910 9,801,247 176,402 176,402 168,632 7,770
NATIONAL BANCORP ALA COM 63258710 2,276,333 81,118 81,118 81,118
NATIONAL CITY BANCSH COM 63531310 2,133,037 84,897 84,897 84,897
NATIONAL CITY CORP COM 63540510 261,035,453 11,020,199 10,658,903 49,912 311,384 9,780,423 325,584 914,192
NATIONAL COMM BANCOR COM 63544910 11,685,642 515,081 514,981 100 507,781 7,300
NATIONAL COMPUTER SY COM 63551910 13,890,623 369,186 369,186 369,186
NATIONAL DATA CORP COM 63562110 3,775,287 111,244 111,189 55 110,844 400
NATIONAL DISC BROKER COM 63564610 1,479,948 56,379 56,379 56,379
NATIONAL EQUIP SVCS COM 63584710 633,750 101,400 101,400 101,400
NATIONAL FUEL GAS CO COM 63618010 11,464,714 246,553 243,353 2,900 300 243,453 300 2,800
NATIONAL GOLF PPTYS COM 63623G10 1,119,844 56,701 56,701 56,701
NATIONAL HEALTH INVS COM 63633D10 1,734,544 116,608 116,608 116,608
NATIONAL INFO CONSOR COM 63649110 515,200 16,100 16,100 16,100
NATIONAL INSTRS CORP COM 63651810 5,131,237 134,150 134,150 134,150
NATIONAL-OILWELL INC COM 63707110 3,654,961 232,993 232,993 232,993
NATIONAL PENN BANCSH COM 63713810 2,348,659 93,479 93,374 105 93,479
NATIONAL PRESTO INDS COM 63721510 1,599,133 45,046 44,946 100 45,046
NATIONAL PROCESSING COM 63722910 391,494 44,112 44,112 44,112
NATIONAL R V HLDGS I COM 63727710 984,618 51,149 51,149 51,149
NATIONAL SEMICONDUCT COM 63764010 121,805,363 2,845,122 2,839,672 5,450 2,643,472 3,100 198,550
Page Total 668,415,320
</TABLE>
51
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL SVC INDS IN COM 63765710 22,638,890 767,420 766,183 937 300 731,943 3,000 32,477
NATIONAL STL CORP CL B 63784430 765,445 102,924 102,924 102,924
NATIONAL WESTN LIFE CL A 63852210 1,268,876 18,490 18,490 18,490
NATIONSRENT INC COM 63858810 2,438,988 433,598 190,300 243,298 433,598
NATIONWIDE FINL SVCS CL A 63861210 11,614,500 415,739 415,739 415,739
NATIONWIDE HEALTH PP COM 63862010 3,013,573 219,169 219,169 219,169
NATURAL MICROSYSTEMS COM 63888210 2,586,924 55,262 3,285 51,977 55,262
NATURES SUNSHINE PRO COM 63902710 513,552 64,194 64,194 64,194
NAUTICA ENTERPRISES COM 63908910 1,735,498 153,421 153,421 153,421
NAVARRE CORP COM 63920810 394,772 68,656 68,656 68,656
NAVISTAR INTL CORP N COM 63934E10 56,516,607 1,202,481 1,201,181 1,300 1,103,689 500 98,292
NAVIGANT CONSULTING COM 63935N10 3,437,652 316,106 316,106 313,206 2,900
NEFF CORP CL A 64009410 335,325 52,600 52,600 52,600
NEIMAN MARCUS GROUP CL A 64020420 6,831,043 244,516 244,416 100 241,015 3,501
NEIMAN MARCUS GROUP CL B 64020430 829,201 30,783 30,461 262 60 30,354 60 369
NEOMAGIC CORP COM 64049710 7,555,071 690,781 690,781 690,781
NEON SYS INC COM 64050910 1,178,285 30,020 30,020 30,020
NETWORK EVENT THEATE COM 64092410 1,820,700 61,200 61,200 61,200
NETBANK INC COM 64093310 2,075,700 112,200 112,200 112,200
NETWORKS ASSOCS INC COM 64093810 22,124,617 829,041 826,267 2,774 816,893 12,148
NET PERCEPTIONS INC COM 64107U10 2,396,184 57,052 57,052 57,052
NETOPIA INC COM 64114K10 1,857,470 34,200 34,200 34,200
NETOBJECTS INC COM 64114L10 553,311 33,534 33,534 33,534
NETRO CORP COM 64114R10 794,886 15,586 15,586 15,586
NETWORK APPLIANCE IN COM 64120L10 194,527,050 2,341,950 2,341,550 400 2,119,690 73,300 148,960
NETWORK ACCESS SOLUT COM 64120S10 1,939,641 58,777 39,627 19,150 58,777
NETWORK EQUIP TECHNO COM 64120810 1,165,749 98,692 98,692 98,692
NETWORK SOLUTIONS IN COM 64121Q10 34,128,950 156,870 156,870 155,570 1,300
NETWORK PERIPHERALS COM 64121R10 2,702,700 57,200 57,200 57,200
NETWORK PLUS CORP COM 64122D50 335,139 15,959 15,959 15,959
NETZERO INC COM 64122R10 816,137 30,298 30,298 30,298
NEUBERGER BERMAN INC COM 64123410 296,584 11,923 11,923 11,923
NEUROGEN CORP COM 64124E10 863,989 52,363 51,763 600 52,363
NEUROCRINE BIOSCIENC COM 64125C10 574,200 23,200 23,200 23,200
NEW CENTURY FINANCIA COM 64352D10 689,850 43,800 43,800 43,800
NEW CENTURY ENERGIES COM 64352U10 54,975,591 1,809,896 1,788,767 13,533 7,596 1,679,605 9,296 120,995
NEW ENGLAND BUSINESS COM 64387210 1,656,975 67,806 67,806 67,806
Page Total 449,949,625
</TABLE>
52
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NEW ENGLAND ELEC SYS COM 64400110 21,121,089 408,137 367,226 26,767 14,144 388,693 14,144 5,300
NEW ERA OF NETWORKS COM 64431210 8,305,942 174,403 118,078 56,125 200 174,203 200
NEW JERSEY RES COM 64602510 3,796,826 97,200 96,200 1,000 96,200 1,000
NEW PLAN EXCEL RLTY COM 64805310 6,038,460 381,891 381,891 380,891 1,000
NEW YORK TIMES CO CL A 65011110 164,582,210 3,350,274 3,174,468 175,806 3,083,467 4,600 262,207
NEWELL RUBBERMAID IN COM 65122910 140,792,071 4,854,899 4,840,319 12,302 2,278 4,434,115 11,578 409,206
NEWFIELD EXPL CO COM 65129010 9,773,941 365,381 365,321 60 365,381
NEWHALL LAND & FARMI DEPOSITARY 65142610 302,400 11,200 11,200 11,200
NEWMONT MINING CORP COM 65163910 70,910,570 2,894,309 2,887,279 7,030 2,618,360 4,600 271,349
NEWPARK RES INC COM PAR $. 65171850 2,183,237 356,447 342,447 8,000 6,000 350,447 6,000
NEWPORT NEWS SHIPBUI COM 65222810 7,378,745 268,318 268,238 80 266,318 2,000
NEWS CORP LTD ADR NEW 65248770 550,800 14,400 14,400 14,400
NEWS CORP LTD SP ADR PFD 65248780 781,656 23,377 23,377 23,377
NIAGARA BANCORP INC COM 65291410 600,650 58,600 58,600 58,600
NEXTERA ENTERPRISES CL A 65332E10 735,458 57,123 57,123 57,123
NEXTCARD INC COM 65332K10 1,009,498 34,961 34,961 34,961
NEXTEL COMMUNICATION CL A 65332V10 581,042,550 5,634,352 5,578,064 45,238 11,050 5,061,070 187,350 385,932
NEXTLINK COMMUNICATI CL A 65333H70 38,008,340 457,590 456,890 700 455,790 1,800
NEXT LEVEL COMM INC COM 65333U10 1,789,512 23,900 23,300 600 23,900
NIAGARA MOHAWK HLDGS COM 65352010 43,632,050 3,130,663 3,123,593 7,070 2,921,403 1,300 207,960
NICOR INC COM 65408610 26,108,972 803,353 802,353 1,000 753,593 1,200 48,560
NIKE INC CL B 65410610 213,020,201 4,298,055 4,285,355 6,300 6,400 3,866,432 13,500 418,123
99 CENTS ONLY STORES COM 65440K10 2,013,441 52,639 52,639 52,639
NIPPON TELEG & TEL C SPONSORED 65462410 12,249,989 142,235 136,120 6,115 142,235
NISOURCE INC COM 65473P10 14,003,239 783,398 776,908 6,490 772,798 10,600
NOBLE AFFILIATES INC COM 65489410 8,538,485 398,306 380,250 225 17,831 376,575 17,831 3,900
NOKIA CORP SPONSORED 65490220 15,767,391 82,525 78,390 4,135 82,525
NOBLE DRILLING CORP COM 65504210 26,928,589 822,247 813,647 1,000 7,600 805,047 7,600 9,600
NORDSON CORP COM 65566310 5,140,603 106,541 106,441 100 105,541 1,000
NORDSTROM INC COM 65566410 59,066,782 2,244,861 2,238,861 6,000 2,091,201 1,500 152,160
NORFOLK SOUTHERN COR COM 65584410 138,067,069 6,734,979 6,571,824 89,497 73,658 6,103,606 81,158 550,215
NORTEK INC COM 65655910 3,527,552 125,984 125,384 600 125,984
NORTEL NETWORKS CORP COM 65656910 1,988,986,031 19,692,931 19,680,831 12,100 17,552,593 650,200 1,490,138
NORTH FORK BANCORPOR COM 65942410 22,182,992 1,276,719 1,274,904 1,815 1,267,019 9,700
NORTH PITTSBURGH SYS COM 66156210 1,132,800 76,800 76,800 76,800
NORTHEAST OPTIC NETW COM 66433410 1,870,603 29,900 29,900 29,900
NORTHEAST UTILS COM 66439710 17,711,633 861,377 854,628 6,501 248 849,329 248 11,800
Page Total 3,659,652,377
</TABLE>
53
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHN STS PWR CO MI COM 66577210 51,589,824 2,645,632 2,610,130 10,030 25,472 2,447,730 29,272 168,630
NORTHERN TR CORP COM 66585910 246,929,862 4,659,054 3,525,230 877,462 256,362 4,154,252 261,162 243,640
NORTHPOINT COMMUNICA COM 66661010 2,427,072 101,128 96,084 5,044 101,128
NORTHROP GRUMMAN COR COM 66680710 90,343,927 1,671,117 1,663,698 7,419 1,586,297 84,820
NORTHWAY FINL INC COM 66727010 276,276 10,626 10,626 10,626
NORTHWEST AIRLS CORP CL A 66728010 37,613,135 1,690,478 126,068 1,564,410 203,041 1,485,637 1,800
NORTHWEST BANCORP IN COM 66732810 575,292 82,931 82,931 82,931
NORTHWEST NAT GAS CO COM 66765510 2,869,600 130,811 130,211 600 130,811
NORTHWESTERN CORP COM 66807410 2,594,900 117,950 117,950 117,950
NOVA CORP GA COM 66978410 12,069,908 382,419 369,719 10,300 2,400 375,019 2,400 5,000
NOVELL INC COM 67000610 221,416,518 5,544,145 5,532,845 11,300 5,020,162 7,200 516,783
NOVELLUS SYS INC COM 67000810 29,299,000 239,115 238,895 220 234,815 4,300
NOVEN PHARMACEUTICAL COM 67000910 255,526 14,098 14,098 14,098
NOVOSTE CORP COM 67010C10 1,588,950 96,300 96,300 96,300
NU SKIN ENTERPRISES CL A 67018T10 4,302,447 474,779 474,579 200 446,079 28,700
NSTAR COM 67019E10 17,365,873 428,787 416,647 5,490 6,650 417,437 6,650 4,700
NUCOR CORP COM 67034610 85,950,258 1,568,092 1,504,516 24,748 38,828 1,408,498 41,028 118,566
NUEVO ENERGY CO COM 67050910 1,643,925 87,676 87,676 87,676
NVEST L P UNIT LTD P 67065F10 487,362 30,700 30,700 30,700
NVIDIA CORP COM 67066G10 3,991,100 85,031 85,031 85,031
NYFIX INC COM 67071210 375,004 13,216 13,216 13,216
O CHARLEYS INC COM 67082310 1,120,875 85,400 85,400 85,400
OEA INC COM 67082610 479,373 98,333 98,333 98,333
OGE ENERGY CORP COM 67083710 9,567,488 503,552 493,906 8,446 1,200 496,352 1,200 6,000
OM GROUP INC COM 67087210 5,201,536 151,045 135,359 15,686 151,045
OAK INDS INC COM NEW 67140050 9,091,304 85,666 85,551 115 85,666
OAKLEY INC COM 67366210 890,237 160,057 160,057 160,057
OAKWOOD HOMES CORP COM 67409810 732,104 229,716 229,716 229,716
OBJECT DESIGN INC COM 67441610 285,650 19,700 19,700 19,700
OCCIDENTAL PETE CORP COM 67459910 141,079,142 6,523,891 6,506,865 17,026 5,906,770 106,506 510,615
OCEAN ENERGY INC TEX COM 67481E10 13,943,366 1,799,144 1,798,624 520 1,776,834 22,310
OCEANEERING INTL INC COM 67523210 1,578,138 105,653 93,053 2,600 10,000 95,653 10,000
OCEANFIRST FINL CORP COM 67523410 1,151,975 66,542 66,542 66,542
OCTEL CORP COM 67572710 2,978,403 287,075 284,075 3,000 284,075 3,000
OCULAR SCIENCES INC COM 67574410 1,719,625 91,106 91,106 91,106
OCWEN FINL CORP COM 67574610 1,406,906 225,105 178,955 3,550 42,600 182,505 42,600
OFFICEMAX INC COM 67622M10 4,429,061 814,615 814,615 807,915 6,700
Page Total 1,009,620,942
</TABLE>
54
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OFFICE DEPOT INC COM 67622010 71,871,382 6,533,762 6,522,995 10,767 5,098,952 1,046,000 388,810
OFFSHORE LOGISTICS I COM 67625510 972,000 103,680 103,680 103,680
OGDEN CORP COM 67634610 4,486,712 375,866 375,866 365,023 10,843
OHIO CAS CORP COM 67724010 7,100,994 442,099 438,099 4,000 438,499 3,600
OLD KENT FINL CORP COM 67983310 66,010,563 1,866,023 1,861,172 4,851 1,744,120 121,903
OLD NATL BANCORP IND COM 68003310 6,171,171 190,251 190,251 189,751 500
OLD REP INTL CORP COM 68022310 15,035,528 1,103,525 1,090,129 13,396 1,087,425 16,100
OLD SECOND BANCORP I COM 68027710 257,856 10,112 10,112 10,112
OLIN CORP COM PAR $1 68066520 173,223,765 8,743,376 8,743,276 100 304,815 8,435,861 2,700
OLSTEN CORP COM 68138510 6,891,960 609,261 609,261 604,461 4,800
OMNICARE INC COM 68190410 6,605,496 550,458 549,458 1,000 543,758 6,700
OMNICOM GROUP INC COM 68191910 317,420,900 3,174,209 3,155,679 13,830 4,700 2,826,951 92,500 254,758
OMEGA HEALTHCARE INV COM 68193610 1,197,437 94,383 94,383 94,383
OMEGA FINL CORP COM 68209210 1,251,930 43,170 43,170 43,170
OMNIPOINT CORP COM 68212D10 19,976,947 165,612 165,612 165,612
OMNOVA SOLUTIONS INC COM 68212910 1,281,423 165,345 165,345 165,345
ON ASSIGNMENT INC COM 68215910 2,031,350 67,995 67,995 67,995
ON COMMAND CORP COM 68216010 893,550 48,300 48,300 48,300
ONE VALLEY BANCORP I COM 68241910 4,965,813 162,149 162,149 162,149
ONEIDA LTD COM 68250510 1,555,364 71,511 71,411 100 71,511
ONEMAIN COM INC COM 68267P10 1,398,450 93,230 93,230 93,230
ONEOK INC NEW COM 68268010 14,837,669 590,554 588,306 1,100 1,148 558,326 1,148 31,080
ONHEALTH NETWORK CO COM 68272W10 575,542 64,400 63,900 500 64,400
ONTRACK DATA INTL IN COM 68337210 281,044 23,300 23,300 23,300
ONYX SOFTWARE CORP COM 68340210 1,270,950 34,350 34,350 34,350
OPEN MKT INC COM 68370M10 6,866,761 152,172 150,122 2,050 152,172
OPTICAL CABLE CORP COM 68382710 445,580 22,279 22,279 22,279
OPTICAL COATING LAB COM 68382910 27,942,400 94,400 94,400 94,400
ORACLE CORP COM 68389X10 2,864,115,111 25,558,308 25,488,955 46,066 23,287 22,674,320 716,499 2,167,489
ORANGE PLC ADR 68521110 15,968,267 96,485 96,100 385 96,485
ORBITAL SCIENCES COR COM 68556410 3,356,677 180,836 179,236 1,600 179,236 1,600
ORGANOGENESIS INC COM 68590610 1,377,471 158,567 155,567 3,000 155,567 3,000
OREGON STL MLS INC COM 68607910 1,670,532 210,474 210,474 208,674 1,800
O REILLY AUTOMOTIVE COM 68609110 3,907,152 181,728 181,728 181,728
ORIENTAL FINL GROUP COM 68618W10 1,192,031 54,031 54,031 54,031
ORTHODONTIC CTRS AME COM 68750P10 2,344,331 196,392 196,392 196,392
OSHKOSH B GOSH INC CL A 68822220 1,091,348 51,816 51,816 51,816
Page Total 3,657,843,457
</TABLE>
55
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
OSHKOSH TRUCK CORP COM 68823920 3,090,774 105,444 84,795 20,649 105,444
OSTEOTECH INC COM 68858210 1,041,217 77,848 77,848 77,848
OTTER TAIL PWR CO COM 68964810 2,340,037 62,401 60,401 2,000 60,401 2,000
OUTBACK STEAKHOUSE I COM 68989910 11,362,558 438,083 436,983 1,100 432,283 5,800
OVERSEAS SHIPHOLDING COM 69036810 3,070,927 207,327 207,327 205,227 2,100
OWENS CORNING COM 69073F10 20,361,993 1,054,370 1,053,370 1,000 955,650 24,500 74,220
OWENS & MINOR INC NE COM 69073210 1,792,654 200,588 200,588 200,588
OWENS ILL INC COM NEW 69076840 405,418,099 16,176,606 8,440,044 7,736,562 2,357,308 13,596,607 222,691
OXFORD HEALTH PLANS COM 69147110 11,023,341 868,869 868,619 250 863,169 5,700
OXFORD INDS INC COM 69149730 606,900 30,633 30,473 160 30,473 160
P C CONNECTION COM 69318J10 648,358 18,793 18,793 18,793
P-COM INC COM 69326210 2,539,634 287,159 287,159 287,159
PECO ENERGY CO COM 69330410 137,360,634 3,952,824 3,940,571 12,253 3,656,284 4,000 292,540
PG&E CORP COM 69331C10 568,595,585 27,736,370 27,719,005 13,818 3,547 5,977,799 21,197,601 560,970
PFF BANCORP INC COM 69331W10 1,796,837 92,740 92,740 92,740
PE CORP COM PE BIO 69332S10 211,956,056 1,761,720 1,755,870 5,850 1,568,559 50,600 142,561
PE CORP CELERA GEN 69332S20 22,467,561 150,789 148,127 2,662 140,060 10,729
P F CHANGS CHINA BIS COM 69333Y10 669,137 26,900 26,900 26,900
PICO HLDGS INC COM NEW 69336620 638,746 51,880 51,880 51,880
PIMCO ADVISORS HLDGS UT LTD PAR 69338P10 448,512 11,901 9,901 2,000 9,901 2,000
PLX TECHNOLOGY INC COM 69341710 1,126,751 59,500 59,500 59,500
PMA CAP CORP CL A 69341920 1,578,075 79,400 79,400 79,400
PMC-SIERRA INC COM 69344F10 33,822,144 210,977 210,647 330 210,077 900
PMI GROUP INC COM 69344M10 40,651,463 832,817 828,017 4,800 806,767 26,050
PNC BK CORP COM 69347510 274,925,005 6,178,090 6,074,768 63,312 40,010 5,657,754 46,410 473,926
P P & L RES INC COM 69349910 83,699,076 3,658,976 3,653,601 2,975 2,400 3,397,374 6,200 255,402
PPG INDS INC COM 69350610 189,383,181 3,027,128 3,003,935 8,785 14,408 2,758,623 18,508 249,997
PRI AUTOMATION INC COM 69357H10 6,499,915 96,833 96,833 96,833
PS BUSINESS PKS INC COM 69360J10 2,402,400 105,600 105,600 105,600
PSW TECHNOLOGIES IN COM 69364J10 334,941 16,800 16,800 16,800
PSS WORLD MED INC COM 69366A10 4,776,933 506,192 506,192 501,492 4,700
PAC-WEST TELECOM INC COM 69371Y10 290,228 10,952 10,812 140 10,912 40
PACCAR INC COM 69371810 70,804,549 1,597,864 1,596,464 1,400 1,507,344 1,300 89,220
PACIFIC CAP BANCORP COM 69404P10 3,567,000 116,000 116,000 116,000
PACIFIC CENTY FINL C COM 69405810 21,329,827 1,141,426 1,135,551 5,875 1,129,322 12,104
PACIFIC GATEWAY EXCH COM 69432710 1,533,600 89,884 89,884 89,884
PACIFIC GULF PPTYS I COM 69439610 3,020,044 149,138 149,138 149,138
Page Total 2,146,974,692
</TABLE>
56
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PACIFIC SUNWEAR CALI COM 69487310 4,920,352 154,364 154,364 154,364
PACIFICARE HEALTH SY COM 69511210 23,814,702 449,334 448,884 450 424,005 25,329
PACKETEER INC COM 69521010 1,906,208 26,848 17,123 9,725 26,848
PACTIV CORP COM 69525710 29,968,046 2,820,522 2,814,238 6,084 200 2,644,570 2,300 173,652
PAGING NETWORK INC COM 69554210 363,385 447,519 447,519 447,519
PAINE WEBBER GROUP I COM 69562910 120,036,201 3,092,760 3,087,020 5,740 2,865,099 3,300 224,361
PAIRGAIN TECHNOLOGIE COM 69593410 5,013,870 353,413 353,413 353,413
PALL CORP COM 69642930 44,684,894 2,072,391 2,066,502 800 5,089 1,940,692 6,289 125,410
PALM HARBOR HOMES COM 69663910 1,627,308 90,406 90,406 90,406
PANAMSAT CORP NEW COM 69793310 8,366,531 140,910 140,510 400 140,610 300
PAN PACIFIC RETAIL P COM 69806L10 921,008 56,462 56,462 56,462
PAPA JOHNS INTL INC COM 69881310 4,737,498 181,778 181,778 179,978 1,800
PARAMETRIC TECHNOLOG COM 69917310 122,770,741 4,536,647 4,529,767 6,880 4,023,573 124,200 388,874
PAREXEL INTL CORP COM 69946210 1,429,169 120,993 120,993 120,993
PARK ELECTROCHEMICAL COM 70041620 1,124,767 42,345 42,345 42,345
PARK NATL CORP COM 70065810 4,323,264 45,034 45,034 45,034
PARK PL ENTMT CORP COM 70069010 24,511,962 1,960,957 1,957,237 3,720 1,823,285 137,672
PARKER DRILLING CO COM 70108110 1,266,089 397,267 297,267 100,000 297,267 100,000
PARKER HANNIFIN CORP COM 70109410 102,277,746 1,993,252 1,929,641 35,419 28,192 1,798,185 31,092 163,975
PARKERVISION INC COM 70135410 1,143,900 37,200 37,200 37,200
PARKWAY PPTYS INC COM 70159Q10 1,429,075 49,600 49,600 49,600
PATHOGENESIS CORP COM 70321E10 1,768,145 82,481 82,481 82,481
PATTERSON DENTAL CO COM 70341210 9,954,940 233,547 233,547 233,547
PATTERSON ENERGY INC COM 70341410 5,449,132 419,164 419,164 419,164
PAXAR CORP COM 70422710 1,770,791 209,884 209,884 209,884
PAXSON COMMUNICATION COM 70423110 1,745,547 146,230 145,730 500 146,230
PAYCHEX INC COM 70432610 199,822,640 4,995,566 4,211,234 761,257 23,075 4,484,435 138,325 372,806
PAYLESS SHOESOURCE I COM 70437910 10,569,313 224,879 223,497 1,314 68 222,211 68 2,600
PCORDER COM INC CL A 70453H10 677,229 13,279 13,279 13,279
PEDIATRIX MED GROUP COM 70532410 581,392 83,056 83,056 83,056
PEGASYSTEMS INC COM 70557310 1,369,125 121,700 121,700 121,700
PEGASUS COMMUNICATIO CL A 70590410 5,278,500 54,000 54,000 54,000
PEGASUS SYSTEMS INC COM 70590610 3,704,363 61,420 61,420 61,420
PENN TREATY AMERN CO COM 70787410 472,689 30,012 30,012 30,012
PENNEY J C INC COM 70816010 670,150,355 33,613,400 33,587,859 11,286 14,255 4,010,812 29,317,496 285,092
PENNSYLVANIA RL ESTA SH BEN INT 70910210 1,000,176 68,684 68,684 68,684
PENNZOIL-QUAKER STAT COM 70932310 6,129,548 601,703 597,298 1,000 3,405 586,366 3,405 11,932
Page Total 1,427,080,601
</TABLE>
57
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PENTAIR INC COM 70963110 10,686,868 277,581 277,581 274,181 3,400
PENTON MEDIA INC COM 70966810 3,631,056 151,294 151,294 151,294
PEOPLES BK BRIDGEPOR COM 71019810 2,064,398 97,723 89,423 1,700 6,600 90,823 6,600 300
PEOPLES ENERGY CORP COM 71103010 21,022,020 627,523 626,798 725 588,383 1,100 38,040
PEOPLES HERITAGE FIN COM 71114710 9,534,517 633,018 493,805 87,584 51,629 576,489 51,629 4,900
PEOPLES HLDG CO COM 71114810 731,981 25,350 25,350 25,350
PEOPLESOFT INC COM 71271310 86,300,855 4,049,402 4,046,202 3,200 3,592,230 130,100 327,072
PEP BOYS MANNY MOE & COM 71327810 12,861,057 1,439,080 1,438,680 400 1,381,336 800 56,944
PEPSI BOTTLING GROUP COM 71340910 14,296,401 863,205 841,568 21,637 350,725 510,980 1,500
PEPSICO INC COM 71344810 1,545,301,802 43,838,349 40,190,475 2,705,948 941,926 25,138,306 17,113,054 1,586,989
PER SE TECHNOLOGIES COM NEW 71356930 1,099,042 130,745 130,745 130,745
PEREGRINE SYSTEMS IN COM 71366Q10 10,797,656 128,258 128,258 128,258
PERFORMANCE FOOD GRO COM 71375510 1,470,909 60,345 60,345 60,345
PERKINELMER INC COM 71404610 41,915,278 1,005,476 1,002,976 2,500 957,676 1,800 46,000
PEROT SYS CORP CL A 71426510 2,880,476 152,608 152,608 152,108 500
PERRIGO CO COM 71429010 3,699,528 462,441 462,441 458,141 4,300
PERSONNEL GROUP AMER COM 71533810 2,216,726 216,266 216,266 216,266
PERVASIVE SOFTWARE I COM 71571010 1,282,130 75,700 74,600 1,100 75,700
PETCO ANIMAL SUPPLIE COM 71601610 1,479,616 99,470 99,470 99,470
PETSMART INC COM 71676810 3,361,634 584,632 576,632 8,000 576,632 8,000
PHARMACYCLICS INC COM 71693310 2,479,125 60,100 60,100 60,100
PHARMACIA & UPJOHN I COM 71694110 626,234,805 13,916,329 9,042,394 4,825,813 48,122 8,620,611 4,728,300 567,418
PFIZER INC COM 71708110 2,531,276,729 78,036,709 72,855,377 3,073,641 2,107,691 64,980,828 7,267,367 5,779,514
PHARMACEUTICAL PROD COM 71712410 1,141,721 96,145 94,645 1,500 96,145
PHARMACEUTICAL RES I COM 71712510 383,604 77,700 77,700 77,700
PHELPS DODGE CORP COM 71726510 89,996,627 1,335,757 1,333,210 1,247 1,300 1,229,234 2,640 103,883
PHILADELPHIA CONS HL COM 71752810 561,904 38,752 38,752 38,752
PHILADELPHIA SUBN CO COM PAR $0 71800960 4,146,957 200,462 200,462 200,462
PHILIP MORRIS COS IN COM 71815410 940,190,228 40,877,836 39,961,839 483,257 432,740 38,697,359 432,740 1,747,737
PHILLIPS PETE CO COM 71850710 226,260,444 4,814,052 4,770,575 15,026 28,451 4,488,446 33,151 292,455
PHILLIPS VAN HEUSEN COM 71859210 832,637 100,173 100,173 100,173
PHOENIX INVT PARTNER COM 71908510 1,745,786 214,866 214,866 214,866
PHOENIX TECHNOLOGY L COM 71915310 1,856,328 117,400 117,400 117,400
PHONE COM INC COM 71920Q10 5,863,050 50,571 36,821 13,250 500 50,071 500
PHOTON DYNAMICS INC COM 71936410 2,251,375 58,100 28,000 30,100 58,100
PHYCOR INC COM 71940F10 636,688 339,567 339,567 339,567
PHOTRONICS INC COM 71940510 3,395,411 118,617 118,617 118,617
Page Total 6,215,887,369
</TABLE>
58
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PICTURETEL CORP COM NEW 72003530 757,570 175,689 175,689 175,689
PIEDMONT NAT GAS INC COM 72018610 4,673,472 155,136 153,226 1,910 155,136
PIER 1 IMPORTS INC COM 72027910 3,241,560 508,480 508,480 508,480
PIERCE LEAHY CORP COM 72072210 1,914,028 44,255 43,210 1,045 44,255
PILGRIMS PRIDE CORP CL B 72146710 660,878 79,509 79,509 79,509
PILLOWTEX CORP COM 72150110 486,477 78,629 78,529 100 78,629
PINNACLE HLDGS INC COM 72346N10 5,499,554 129,783 129,783 129,783
PINNACLE SYS INC COM 72348110 4,048,356 99,500 99,500 99,500
PINNACLE WEST CAP CO COM 72348410 41,880,422 1,370,343 1,368,878 1,465 1,286,043 84,300
PIONEER GROUP INC COM 72368410 2,149,497 136,476 136,476 136,476
PIONEER NAT RES CO COM 72378710 8,874,137 992,966 992,966 978,966 14,000
PIONEER STD ELECTRS COM 72387710 1,757,416 121,730 121,730 121,730
PITNEY BOWES INC COM 72447910 212,089,728 4,390,001 4,373,301 12,900 3,800 3,966,170 136,300 287,531
PITT DESMOINES INC COM 72450810 512,200 20,800 20,800 20,800
PITTSTON CO COM BRINKS 72570110 6,077,060 276,230 276,230 272,530 3,700
PITTSTON CO COM BAX GR 72570188 983,216 92,538 92,538 92,538
PITTWAY CORP DEL CL A 72579020 7,751,221 172,972 172,972 172,972
PIXAR COM 72581110 4,856,244 137,279 137,279 137,279
PLACER DOME INC COM 72590610 47,061,199 4,377,786 4,373,886 3,900 4,037,736 9,000 331,050
PLAINS RES INC COM PAR $0 72654050 1,018,087 81,447 81,447 81,447
PLANETRX COM INC COM 72704910 221,299 15,262 15,262 15,262
PLANTRONICS INC NEW COM 72749310 11,237,380 157,030 156,730 300 157,030
PLAYERS INTL INC COM 72790310 987,101 120,100 120,100 120,100
PLAYBOY ENTERPRISES CL B 72811730 2,475,618 101,827 99,277 2,550 101,827
PLAYTEX PRODS INC COM 72813P10 2,394,564 155,744 155,744 155,744
PLEXUS CORP COM 72913210 3,863,684 87,811 87,811 87,811
PLUG POWER INC COM 72919P10 419,540 14,851 14,851 14,851
PLYMOUTH RUBR INC CL B 73002620 327,057 48,012 48,012 48,012
POGO PRODUCING CO COM 73044810 4,206,052 206,432 206,182 250 206,432
POHANG IRON & STL LT SPONSORED 73045010 2,044,000 58,400 58,400 58,400
POLARIS INDS INC COM 73106810 4,565,325 125,940 125,940 125,940
POLAROID CORP COM 73109510 154,874,530 8,232,752 8,215,560 17,192 822,836 7,365,386 44,530
POLICY MGMT SYS CORP COM 73110810 6,811,787 266,481 266,481 264,381 2,100
POLO RALPH LAUREN CO CL A 73157210 3,912,487 229,310 229,310 228,710 600
POLYCOM INC COM 73172K10 11,544,478 181,269 181,269 179,369 1,900
POLYMER GROUP INC COM 73174510 1,908,858 104,595 104,595 104,595
POPULAR INC COM 73317410 15,421,251 552,001 551,001 1,000 550,101 1,900
Page Total 583,507,333
</TABLE>
59
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PORTAL SOFTWARE INC COM 73612610 5,967,778 58,010 58,010 58,010
POST PPTYS INC COM 73746410 6,385,493 166,941 166,941 166,541 400
POTLATCH CORP COM 73762810 22,926,763 513,765 510,948 1,400 1,417 484,598 1,417 27,750
POTOMAC ELEC PWR CO COM 73767910 16,707,104 728,391 724,073 3,504 814 714,577 814 13,000
POWER INTEGRATIONS I COM 73927610 5,076,528 105,900 105,900 105,900
POWER-ONE INC COM 73930810 2,629,608 57,400 57,400 57,400
POWERTEL INC COM 73936C10 11,775,593 117,316 117,296 20 117,316
POWERWAVE TECHNOLOGI COM 73936310 4,256,238 72,912 72,912 72,912
PREMIER BANCSHARES I COM 73990910 1,748,087 128,300 128,300 128,300
PRAXAIR INC COM 74005P10 139,153,583 2,765,813 2,756,183 7,160 2,470 2,536,456 5,970 223,387
PRE PAID LEGAL SVCS COM 74006510 2,373,384 98,891 98,891 98,891
PRECISION CASTPARTS COM 74018910 4,724,895 179,996 179,916 80 178,296 1,700
PREMIER NATL BANCORP COM 74053F10 1,312,179 71,171 71,171 71,171
PREMIER PKS INC COM NEW 74054020 12,671,851 438,852 438,512 340 432,952 5,900
PREMIERE TECHNOLOGIE COM 74058F10 1,504,531 214,933 214,933 214,933
PRENTISS PPTYS TR SH BEN INT 74070610 5,170,911 241,914 237,714 4,200 241,914
PRESIDENTIAL LIFE CO COM 74088410 2,375,152 129,260 127,460 1,800 129,260
PRESSTEK INC COM 74111310 1,863,634 134,316 129,916 4,400 134,316
PREVIEW TRAVEL INC COM 74137R10 3,080,587 59,100 59,100 59,100
PRICE COMMUNICATIONS COM NEW 74143730 10,765,747 387,090 386,990 100 387,090
PRICE T ROWE & ASSOC COM 74147710 105,232,995 2,848,986 2,227,692 481,047 140,247 2,590,039 140,247 118,700
PRICELINE COM INC COM 74150310 6,113,033 129,035 129,035 128,635 400
PRIMEDIA INC COM 74157K10 8,481,973 514,059 511,659 2,400 512,359 1,700
PRIME RETAIL INC COM 74157010 1,211,242 215,332 215,332 215,332
PRIME GROUP REALTY T SH BEN INT 74158J10 653,041 43,000 43,000 43,000
PRIMEX TECHNOLOGIES COM 74159710 19,218,359 926,186 926,186 43,340 882,846
PRIMARK CORP COM 74190310 5,472,511 196,768 95,768 85,000 16,000 180,768 16,000
PRIME HOSPITALITY CO COM 74191710 2,973,001 337,381 337,381 337,381
PRIMUS TELECOMMUNICA COM 74192910 4,515,948 118,064 118,064 118,064
PRIDE INTL INC COM 74193210 3,941,437 269,500 269,500 269,500
PRISON RLTY TR COM 74264N10 2,154,675 425,657 425,357 300 424,782 875
PRIORITY HEALTHCARE CL B 74264T10 5,708,401 197,270 197,270 197,270
PROBUSINESS SERVICES COM 74267410 2,392,884 66,469 66,469 66,469
PROCOM TECHNOLOGY IN COM 74270W10 386,661 14,591 14,591 14,591
PROCTER & GAMBLE CO COM 74271810 2,861,688,772 26,119,355 23,998,879 1,183,944 936,532 22,558,706 1,579,182 1,981,467
PRODIGY COMMUNICATIO COM 74283P10 1,093,350 56,431 56,431 56,431
PROFESSIONALS GROUP COM 74295410 943,573 40,260 40,260 40,260
Page Total 3,294,651,502
</TABLE>
60
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROFESSIONAL DETAILI COM 74312N10 686,814 22,942 22,942 22,942
PROFIT RECOVERY GROU COM 74316810 4,185,932 157,591 157,591 157,591
PROGRESS SOFTWARE CO COM 74331210 12,279,281 216,375 216,375 216,375
PROGRESSIVE CORP OHI COM 74331510 81,073,760 1,108,701 1,108,101 600 1,031,801 1,400 75,500
PROJECT SOFTWARE & D COM 74339P10 4,873,455 87,810 87,490 320 87,810
PROLOGIS TR SH BEN INT 74341010 8,769,818 455,575 453,975 1,600 455,075 500
PROTECTION ONE INC COM 74366330 203,772 105,200 105,200 105,200
PROTECTIVE LIFE CORP COM 74367410 13,477,949 423,675 380,925 34,250 8,500 410,275 8,500 4,900
PROTEIN DESIGN LABS COM 74369L10 6,232,310 89,033 89,033 89,033
PROVANT INC COM 74372410 995,784 39,437 38,437 1,000 38,437 1,000
PROVIDENT AMER CORP COM 74383210 1,509,522 42,900 42,900 42,900
PROVIDENT BANKSHARES COM 74385910 2,215,901 127,998 127,998 127,998
PROVIDENT FINL GROUP COM 74386610 7,594,665 211,698 211,698 208,798 2,900
PROVINCE HEALTHCARE COM 74397710 1,140,570 60,030 60,030 60,030
PROVIDIAN FINL CORP COM 74406A10 217,200,353 2,385,192 2,378,644 3,950 2,598 2,160,764 72,498 151,930
PROXICOM INC COM 74428210 6,783,332 54,567 54,567 54,567
PROXIM INC COM 74428410 22,242,000 202,200 202,200 202,200
PROXYMED PHARMACY IN COM 74429010 854,100 87,600 87,600 87,600
PSINET INC COM 74437C10 10,339,358 167,439 167,239 100 100 166,839 100 500
PUBLIC SVC CO N MEX COM 74449910 8,507,330 523,528 523,028 500 520,628 500 2,400
PUBLIC SVC CO N C IN COM 74451610 3,159,435 97,779 97,779 97,779
PUBLIC SVC ENTERPRIS COM 74457310 164,476,430 4,724,705 4,704,048 12,992 7,665 4,354,869 12,665 357,171
PUBLIC STORAGE INC COM 74460D10 9,567,720 421,727 421,727 420,327 1,400
PUBLICARD INC COM 74462710 545,302 83,100 83,100 83,100
PUGET SOUND ENERGY I COM 74533210 11,099,220 572,863 569,163 3,700 565,563 7,300
PULITZER INC COM 74576910 1,582,125 39,247 39,247 39,247
PULTE CORP COM 74586710 21,998,902 977,729 977,429 300 914,026 63,703
QRS CORP COM 74726X10 5,933,550 56,510 55,160 1,350 56,510
QAD INC COM 74727D10 402,779 28,900 28,900 28,900
QLOGIC CORP COM 74727710 31,832,711 199,110 198,610 500 196,310 2,800
QUADRAMED CORP COM 74730W10 977,408 112,101 112,101 112,101
QUAKER OATS CO COM 74740210 188,074,031 2,865,890 2,801,670 34,662 29,558 2,563,236 96,458 206,196
QUALCOMM INC COM 74752510 2,071,075,010 11,759,120 11,712,120 40,600 6,400 10,492,060 326,800 940,260
QUANTA SVCS INC COM 74762E10 3,942,852 139,570 139,570 139,570
QUANEX CORP COM 74762010 1,718,853 67,406 67,406 67,406
QUANTUM CORP COM DSSG 74790620 18,541,571 1,225,889 1,224,039 1,850 1,043,689 182,200
QUANTUM CORP COM HDDG 74790630 2,538,615 365,953 365,153 800 364,453 1,500
Page Total 2,948,632,520
</TABLE>
61
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
QUEENS CNTY BANCORP COM 74824210 2,612,761 96,323 96,223 100 96,323
QUEST DIAGNOSTICS IN COM 74834L10 4,204,322 137,567 137,567 137,567
QUEST SOFTWARE INC COM 74834T10 1,159,536 11,368 11,368 11,368
QUESTAR CORP COM 74835610 8,508,390 567,226 561,626 2,400 3,200 553,226 3,200 10,800
QUIKSILVER INC COM 74838C10 1,548,000 99,871 99,871 99,871
QUINTILES TRANSNATIO COM 74876710 33,226,887 1,778,075 1,776,559 766 750 1,663,525 750 113,800
QUOKKA SPORTS INC COM 74907710 202,676 15,442 14,642 800 15,442
QUORUM HEALTH GROUP COM 74908410 4,850,099 520,844 520,844 516,544 4,300
R & B FALCON CORP COM 74912E10 8,811,011 664,982 646,082 2,400 16,500 645,738 16,500 2,744
QWEST COMMUNICATIONS COM 74912110 57,637,759 1,340,413 1,247,789 79,744 12,880 1,056,693 12,880 270,840
R & G FINANCIAL CORP CL B 74913610 549,700 47,800 47,800 47,800
RCN CORP COM 74936110 7,497,857 154,595 153,795 800 154,095 500
RFS HOTEL INVS INC COM 74955J10 1,400,791 134,214 134,214 134,214
R H DONNELLEY CORP COM NEW 74955W30 3,659,843 193,899 193,230 489 180 193,719 180
R G S ENERGY GROUP I COM 74956K10 5,749,608 279,623 279,623 279,623
RLI CORP COM 74960710 1,510,076 44,414 44,414 44,414
RPC INC COM 74966010 331,326 57,622 57,622 57,622
RPM INC OHIO COM 74968510 7,192,286 706,026 697,174 4,412 4,440 693,634 4,440 7,952
RSA SEC INC COM 74971910 16,478,282 212,623 212,373 250 212,623
RTI INTL METALS INC COM 74973W10 586,545 78,206 77,146 1,060 78,206
RWD TECHNOLOGIES INC COM 74975B10 373,500 36,000 36,000 36,000
RF MICRODEVICES INC COM 74994110 13,722,918 200,519 200,319 200 199,619 900
RACING CHAMPIONS COR COM 75006910 273,762 61,700 61,700 61,700
RADIAN GROUP INC COM 75023610 24,430,571 511,635 511,575 60 509,335 2,300
RADIANT SYSTEMS INC COM 75025N10 1,981,219 49,300 49,300 49,300
RADIO ONE INC CL A 75040P10 3,379,160 36,730 35,230 1,500 36,730
RADIO UNICA COMMUNIC COM 75040Q10 1,014,956 35,150 17,000 18,150 35,150
RADISYS CORP COM 75045910 2,489,106 48,806 47,900 906 47,900 906
RAINBOW TECHNOLOGIES COM 75086210 448,864 19,306 9,856 3,450 6,000 13,306 6,000
RAINMAKER SYSTEMS COM 75087510 224,775 11,100 11,100 11,100
RAMBUS INC DEL COM 75091710 4,037,250 59,867 59,867 59,667 200
RALCORP HLDGS INC NE COM 75102810 2,608,776 130,851 129,875 976 130,851
RALSTON PURINA CO COM RAL-PU 75127730 159,506,241 5,722,197 5,697,479 19,918 4,800 5,083,789 160,700 477,708
RARE MEDIUM GROUP IN COM 75382N10 5,432,700 159,200 159,200 159,200
RARE HOSPITALITY INT COM 75382010 1,060,409 49,000 49,000 49,000
RATIONAL SOFTWARE CO COM NEW 75409P20 24,486,945 498,462 497,762 700 487,762 10,700
RAYMOND JAMES FINANC COM 75473010 3,749,585 201,320 201,320 201,320
Page Total 416,938,492
</TABLE>
62
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RAYONIER INC COM 75490710 9,704,286 200,867 200,767 100 199,267 1,600
RAYOVAC CORP COM 75508110 2,644,198 140,090 140,090 140,090
RAYTHEON CO CL A 75511130 108,863,071 4,387,517 4,385,098 1,807 612 193,123 4,157,411 36,983
RAYTHEON CO CL B 75511140 151,139,161 5,690,052 5,570,415 63,984 55,653 5,201,040 55,653 433,359
RAZORFISH INC CL A 75523610 15,543,995 163,406 163,406 163,406
READ-RITE CORP COM 75524610 1,009,645 212,557 212,557 212,557
READERS DIGEST ASSN CL A NON V 75526710 19,043,300 651,053 649,853 1,200 599,993 51,060
READERS DIGEST ASSN CL B 75526720 45,481,605 1,716,287 230 1,716,057 230 1,716,057
REALNETWORKS INC COM 75605L10 13,857,054 115,176 115,176 114,676 500
REALTY INCOME CORP COM 75610910 2,537,143 123,013 123,013 123,013
RECKSON ASSOCS RLTY COM 75621K10 9,222,376 449,872 449,872 449,872
RED HAT INC COM 75657710 5,181,751 24,529 23,097 682 750 23,779 750
REDBACK NETWORKS INC COM 75720910 4,792,145 26,998 26,998 26,998
REDWOOD TR INC COM 75807540 546,250 43,700 43,700 43,700
REEBOK INTL LTD COM 75811010 8,047,837 983,002 980,602 600 1,800 922,472 2,100 58,430
REGAL BELOIT CORP COM 75875010 2,117,919 102,687 102,687 102,687
REGENERON PHARMACEUT COM 75886F10 857,310 67,240 67,240 67,240
REGIS CORP MINN COM 75893210 2,754,598 145,939 145,939 145,939
REGENCY RLTY CORP COM 75893910 4,274,140 213,707 213,707 213,707
REGIONS FINL CORP COM 75894010 92,773,057 3,692,460 3,615,892 47,890 28,678 3,413,007 33,478 245,975
REINSURANCE GROUP AM COM 75935110 2,083,026 75,064 74,864 200 75,064
RELIANCE BANCORP INC COM 75945110 1,404,460 40,709 40,709 40,709
RELIANCE GROUP HOLDI COM 75946410 2,306,261 348,115 348,115 348,115
RELIANCE STEEL & ALU COM 75950910 1,963,106 83,761 83,761 83,761
RELIANT ENERGY INC COM 75952J10 115,301,712 5,040,512 5,013,469 16,139 10,904 4,579,242 17,704 443,566
RELIASTAR FINL CORP COM 75952U10 25,676,223 655,223 645,973 5,650 3,600 525,523 3,600 126,100
REMEC INC COM 75954310 2,808,034 110,119 110,119 110,119
REMEDY CORP COM 75954810 5,648,616 119,232 119,232 119,232
RENAISSANCE WORLDWID COM 75968A10 1,504,647 204,020 202,620 1,400 204,020
REPUBLIC BANCSHARES COM 75992910 307,500 24,600 24,600 24,600
RENAL CARE GROUP INC COM 75993010 5,698,380 243,781 243,781 243,781
RENT A CTR INC NEW COM 76009N10 1,684,059 85,002 85,002 85,002
RENT WAY INC COM 76009U10 1,657,891 88,719 88,719 88,719
REPUBLIC BANCORP KY CL A 76028120 250,866 29,300 29,300 29,300
REPUBLIC BANCORP INC COM 76028210 2,637,522 217,241 217,000 241 217,241
REPUBLIC GROUP INC COM 76047310 686,266 45,373 45,373 45,373
REPUBLIC N Y CORP COM 76071910 118,993,392 1,652,686 1,648,736 3,950 1,532,626 2,000 118,060
Page Total 791,002,802
</TABLE>
63
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
REPUBLIC SECURITY FI COM 76075810 1,690,833 236,282 235,444 838 236,282
REPUBLIC SVCS INC COM 76075910 3,813,399 267,607 266,507 1,100 266,907 700
RES-CARE INC COM 76094310 1,213,519 95,178 95,178 95,178
RESTORATION HARDWARE COM 76098110 420,811 61,775 61,775 61,775
RESMED INC COM 76115210 9,110,685 218,220 218,220 218,220
RESOURCE AMERICA INC CL A 76119520 1,030,451 130,851 130,851 130,851
RESOURCE BANCSHARES COM 76119710 544,857 120,251 120,251 120,251
RESPIRONICS INC COM 76123010 1,297,385 162,804 162,804 162,804
RETEK INC COM 76128Q10 1,022,572 13,589 13,589 13,589
REVLON INC CL A 76152550 553,962 69,795 69,795 69,695 100
REXALL SUNDOWN INC COM 76164810 1,891,313 183,409 183,309 100 183,409
REYNOLDS & REYNOLDS CL A 76169510 11,225,970 498,932 495,332 3,600 475,732 3,600 19,600
REYNOLDS METALS CO COM 76176310 82,180,159 1,072,498 1,069,290 400 2,808 983,853 4,208 84,437
REYNOLDS R J TOB HLD COM 76182K10 12,823,350 727,566 717,332 9,912 322 712,411 322 14,833
RHYTHMS NETCONNECTIO COM 76243020 6,123,988 197,548 197,548 196,648 900
RICHMOND CNTY FINL C COM 76455610 2,816,768 155,950 155,950 155,950
RIGGS NATL CORP WASH COM 76657010 2,445,120 185,419 184,669 750 185,419
RISK CAP HLDGS INC COM 76771110 623,599 49,394 49,394 49,394
RITE AID CORP COM 76775410 49,155,211 4,418,446 4,406,026 12,420 4,040,142 5,500 372,804
RIVIANA FOODS INC COM 76953610 697,095 39,273 39,273 39,273
ROADWAY EXPRESS INC COM 76974210 1,363,780 63,065 62,565 500 62,565 500
ROBBINS & MYERS INC COM 77019610 766,783 33,891 33,891 33,891
ROBERT HALF INTL INC COM 77032310 16,492,241 577,419 571,119 6,300 532,883 44,536
ROCK-TENN CO CL A 77273920 1,520,253 103,068 73,815 29,253 103,068
ROCKWELL INTL CORP N COM 77390310 158,281,261 3,306,136 3,282,963 12,675 10,498 3,021,813 15,598 268,725
ROGERS CORP COM 77513310 1,260,414 32,952 32,952 32,952
ROHM & HAAS CO COM 77537110 145,054,159 3,565,123 3,537,697 11,768 15,658 3,212,912 20,758 331,453
ROLLINS INC COM 77571110 2,429,175 161,945 161,945 159,845 2,100
ROLLINS TRUCK LEASIN COM 77574110 3,493,482 292,660 291,020 1,640 292,660
ROMAC INTL INC COM 77583510 2,804,557 208,719 208,719 208,719
ROPER INDS INC NEW COM 77669610 9,897,782 261,763 261,763 261,763
ROSLYN BANCORP INC COM 77816210 51,587,490 2,788,513 685,988 2,102,525 2,787,613 900
ROSS STORES INC COM 77829610 31,766,588 1,771,009 1,767,848 3,161 1,718,709 52,300
ROUGE INDS INC DEL CL A 77908810 271,687 34,500 34,500 34,500
ROUSE CO COM 77927310 6,816,808 320,791 318,991 1,800 316,791 4,000
ROWAN COS INC COM 77938210 33,047,756 1,523,851 1,519,651 4,200 1,405,131 118,720
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,795,247,360 29,643,132 29,617,122 26,010 27,297,876 45,700 2,299,556
Page Total 2,452,782,623
</TABLE>
64
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RUBY TUESDAY INC COM 78118210 5,982,995 328,971 287,596 41,375 328,971
RUDDICK CORP COM 78125810 4,102,090 264,651 264,651 261,951 2,700
RURAL CELLULAR CORP CL A 78190410 2,681,062 29,625 17,300 11,625 700 28,925 700
RUSS BERRIE & CO COM 78223310 1,454,433 55,407 55,407 55,407
RUSSELL CORP COM 78235210 11,001,969 656,834 656,834 621,554 35,280
RYANS FAMILY STEAK H COM 78351910 1,490,313 175,331 175,331 175,331
RYDER SYS INC COM 78354910 28,983,723 1,186,059 1,183,064 1,745 1,250 1,124,909 3,350 57,800
RYERSON TULL INC NEW COM 78375P10 4,582,331 235,753 235,679 74 234,039 1,714
RYLAND GROUP INC COM 78376410 5,151,358 223,370 223,370 223,370
S & T BANCORP INC COM 78385910 3,276,810 141,321 141,321 141,321
SBC COMMUNICATIONS I COM 78387G10 8,188,611,746 167,971,523 156,304,114 11,251,179 416,229 57,995,614 104,846,167 5,129,741
SCI SYS INC COM 78389010 35,791,205 435,485 433,885 1,600 429,385 6,100
SCM MICROSYSTEMS INC COM 78401810 4,281,221 66,960 66,960 66,960
SCPIE HLDGS INC COM 78402P10 1,985,903 61,818 61,818 61,818
SCP POOL CORP COM 78402810 1,384,906 53,395 53,395 53,395
SDL INC COM 78407610 21,228,186 97,377 96,477 900 96,877 500
SEI INVESTMENTS CO COM 78411710 5,873,082 49,347 45,046 4,301 49,247 100
SEMCO ENERGY INC COM 78412D10 935,711 79,217 79,117 100 79,217
SFX ENTMT INC CL A 78417810 5,706,726 157,701 157,701 157,101 600
SK TELECOM LTD SPONSORED 78440P10 3,875,875 101,000 101,000 101,000
SL GREEN RLTY CORP COM 78440X10 5,357,242 246,310 239,910 6,400 246,310
SLM HLDG CORP COM 78442A10 111,367,282 2,635,912 2,629,688 3,837 2,387 2,375,885 77,787 182,240
SLI INC COM 78442T10 1,290,410 95,149 95,149 95,149
SPDR TR UNIT SER 1 78462F10 419,034,375 2,853,000 2,853,000 324,700 2,528,300
SPSS INC COM 78462K10 949,400 37,600 37,600 37,600
SPS TECHNOLOGIES INC COM 78462610 2,036,111 63,754 63,754 63,754
S1 CORPORATION COM 78463B10 13,028,750 166,768 166,768 166,768
SPX CORP COM 78463510 14,954,583 185,054 180,785 3,809 460 181,690 460 2,904
S3 INC COM 78484910 2,923,232 252,831 252,331 500 252,831
SVI HLDGS INC COM 78487210 1,422,000 118,500 118,500 118,500
SABRE HLDGS CORP CL A 78590510 34,137,573 666,099 665,719 380 652,299 13,800
SAFECO CORP COM 78642910 56,737,412 2,280,901 2,272,402 2,100 6,399 2,092,753 9,499 178,649
SAFEGUARD SCIENTIFIC COM 78644910 22,660,423 139,021 138,021 1,000 138,421 600
SAFESCIENCE INC COM 78645210 431,287 37,100 37,100 37,100
SAFESKIN CORP COM 78645410 2,842,366 234,422 234,422 234,422
SAFETY-KLEEN CORP NE COM NEW 78648R20 2,401,786 212,322 212,322 211,722 600
SAFEWAY INC COM NEW 78651420 295,644,349 8,269,772 8,249,007 19,165 1,600 7,731,193 13,400 525,179
Page Total 9,325,600,226
</TABLE>
65
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SAGA COMMUNICATIONS CL A 78659810 891,607 44,030 44,030 44,030
SAGA SYS INC COM 78661010 3,049,364 152,950 152,950 152,950
SAGENT TECHNOLOGY IN COM 78669310 1,850,106 61,800 61,800 61,800
ST FRANCIS CAP CORP COM 78937410 713,337 38,300 38,300 38,300
ST JOE CO COM 79014810 3,126,596 128,603 128,603 126,903 1,700
ST JUDE MED INC COM 79084910 41,129,387 1,340,287 1,337,587 2,700 1,244,527 5,800 89,960
ST MARY LD & EXPL CO COM 79222810 2,471,708 99,867 71,592 25,575 2,700 97,167 2,700
ST PAUL COS INC COM 79286010 133,637,642 3,967,039 3,954,234 7,339 5,466 3,635,228 10,466 321,345
SAKS INC COM 79377W10 13,555,046 871,035 869,135 1,700 200 859,987 200 10,848
SALESLOGIX CORP COM 79466P10 809,373 19,711 19,711 19,711
SALTON INC COM 79575710 1,456,114 43,548 43,548 43,548
SAN PAOLO-IMI S P A SPONSORED 79917510 766,500 28,000 20,200 7,800 28,000
SANCHEZ COMPUTER ASS COM 79970210 2,769,578 67,244 67,244 67,244
SANDERSON FARMS INC COM 80001310 234,598 27,400 27,400 27,400
SANDISK CORP COM 80004C10 10,463,722 108,714 108,714 108,714
SANDY SPRING BANCORP COM 80036310 1,026,000 38,000 38,000 38,000
SANMINA CORP COM 80090710 32,914,105 329,553 329,353 200 325,153 4,400
SANGSTAT MED CORP COM 80100310 2,169,459 72,923 72,923 72,923
SANTA CRUZ OPERATION COM 80183310 2,861,325 94,200 94,200 94,200
SANTA FE SNYDER CORP COM 80218K10 12,872,688 1,609,086 1,603,622 1,000 4,464 1,591,857 4,464 12,765
SAP AKTIENGESELLSCHA SPONSORED 80305420 590,122 11,335 8,210 3,125 11,335
SAPIENT CORP COM 80306210 14,479,726 102,739 100,239 2,500 102,739
SAPPI LTD SPON ADR N 80306920 548,625 57,000 57,000 57,000
SARA LEE CORP COM 80311110 437,121,090 19,813,303 16,296,875 3,292,827 223,601 14,491,623 3,969,637 1,352,043
SAUER INC COM 80413710 492,972 54,400 54,400 54,400
SAUL CTRS INC COM 80439510 786,065 55,900 55,900 55,900
SAWTEK INC COM 80546810 9,842,256 147,866 147,866 147,866
SCANA CORP COM 80589810 17,366,759 646,205 638,955 6,250 1,000 637,005 1,000 8,200
SCHAWK INC CL A 80637310 371,450 43,700 43,700 43,700
SCHEIN HENRY INC COM 80640710 1,661,736 124,830 124,830 124,830
SCHEIN PHARMACEUTICA COM 80641610 414,117 34,154 34,154 34,154
SCHERING PLOUGH CORP COM 80660510 1,109,907,441 26,192,506 25,492,159 364,205 336,142 23,509,060 1,026,042 1,657,404
SCHLUMBERGER LTD COM 80685710 455,546,476 8,116,641 8,107,916 8,725 7,320,852 13,300 782,489
SCHOLASTIC CORP COM 80706610 6,421,678 103,264 102,464 800 102,264 1,000
SCHOOL SPECIALTY INC COM 80786310 1,208,729 79,916 79,857 59 79,916
SCHULMAN A INC COM 80819410 3,771,187 231,191 223,591 7,600 229,066 2,125
SCHWAB CHARLES CORP COM 80851310 536,475,069 14,025,492 13,987,167 33,525 4,800 12,407,154 408,650 1,209,688
Page Total 2,865,773,753
</TABLE>
66
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SCHWEITZER-MAUDUIT I COM 80854110 942,551 70,146 69,961 185 69,961 185
SCIENT CORP COM 80864H10 3,299,040 38,167 38,167 38,167
SCIENTIFIC ATLANTA I COM 80865510 68,807,715 1,231,458 1,229,678 1,780 1,146,448 1,500 83,510
SCIENTIFIC GAMES HLD COM 80874710 675,133 40,764 40,764 40,764
SCITEX LTD ORD 80909010 261,781 17,977 17,977 17,977
SCOTT TECHNOLOGIES I COM 81002230 1,398,977 74,118 74,118 74,118
SCOTTISH PWR PLC SPON ADR F 81013T70 1,550,668 55,381 53,978 1,403 18,197 37,184
SCOTTS CO CL A 81018610 3,884,205 96,502 96,502 96,502
SCRIPPS E W CO OHIO CL A 81105420 5,404,775 120,610 120,510 100 119,510 1,100
SEACOAST FINL SVCS C COM 81170Q10 1,920,208 188,496 182,900 5,596 188,496
SEAGATE TECHNOLOGY COM 81180410 166,562,284 3,577,215 3,567,515 9,700 3,258,707 5,400 313,108
SEAGRAM LTD COM 81185010 263,515,476 5,888,614 5,884,914 3,700 5,433,877 454,737
SEACOR SMIT INC COM 81190410 3,255,126 62,901 62,901 62,901
SEALED AIR CORP NEW COM 81211K10 79,335,052 1,531,210 1,469,637 61,092 481 1,363,033 39,105 129,072
SEARS ROEBUCK & CO COM 81238710 1,108,302,922 36,487,339 36,460,955 19,648 6,736 6,014,604 29,910,836 561,899
SECOND BANCORP INC COM 81311410 1,088,655 48,655 48,655 48,655
SECURE COMPUTING COR COM 81370510 206,067 16,404 16,404 16,404
SECURITY CAP GROUP I CL B 81413P20 3,070,250 245,620 245,620 245,620
SEITEL INC COM NEW 81607430 757,282 112,190 112,190 112,190
SELECT COMFORT CORP COM 81616X10 314,723 77,480 77,480 77,480
SELECTIVE INS GROUP COM 81630010 2,414,103 140,461 140,461 140,461
SEMTECH CORP COM 81685010 12,284,403 235,672 235,672 235,672
SEMPRA ENERGY COM 81685110 70,688,328 4,068,393 4,059,623 8,170 600 3,698,268 8,200 361,925
SENIOR HSG PPTYS TR SH BEN INT 81721M10 844,111 68,211 68,211 68,061 150
SENSORMATIC ELECTRS COM 81726510 11,414,190 654,596 652,596 2,000 649,396 5,200
SEPRACOR INC COM 81731510 21,976,070 221,562 183,431 1,700 36,431 182,631 36,431 2,500
SEQUA CORPORATION CL A 81732010 4,177,366 77,449 77,449 76,749 700
SERENA SOFTWARE INC COM 81749210 1,509,447 48,791 48,791 48,791
SEROLOGICALS CORP COM 81752310 599,610 99,935 99,935 99,935
SERVICE CORP INTL COM 81756510 32,757,256 4,722,107 4,708,877 13,230 4,333,984 15,900 372,223
SERVICE EXPERTS INC COM 81756710 474,212 81,592 81,592 81,592
SERVICEMASTER CO COM 81760N10 16,084,273 1,306,390 1,298,894 3,029 4,467 1,174,936 4,467 126,987
7-ELEVEN INC COM 81782610 1,346,633 756,111 756,111 756,111
SHARED MED SYS CORP COM 81948610 23,043,491 452,392 451,802 520 70 425,142 470 26,780
SHAW INDS INC COM 82028610 31,589,682 2,038,044 2,038,044 1,936,515 101,529
SHERWIN WILLIAMS CO COM 82434810 62,410,089 2,971,909 2,963,709 2,200 6,000 2,667,393 9,700 294,816
SHIRE PHARMACEUTICAL SPONSORED 82481R10 822,897 28,254 28,254 28,254
Page Total 2,008,989,051
</TABLE>
67
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SHOE CARNIVAL INC COM 82488910 461,624 45,878 45,878 45,878
SHOPKO STORES INC COM 82491110 8,743,473 380,151 380,151 380,151
SHOP AT HOME INC COM NEW 82506630 1,194,427 120,200 119,700 500 120,200
SHORELINE FINL CORP COM 82519010 900,025 48,650 48,650 48,650
SHOREWOOD PACKAGING COM 82522910 2,043,946 107,934 107,934 107,934
SHURGARD STORAGE CTR COM 82567D10 3,503,787 151,110 151,110 151,110
SICOR INC COM 82584610 3,061,436 395,024 395,024 395,024
SIEBEL SYS INC COM 82617010 77,047,572 917,233 914,613 2,620 903,933 13,300
SIERRA HEALTH SVCS I COM 82632210 918,960 137,425 137,425 137,425
SIERRA PAC RES NEW COM 82642810 11,651,310 670,579 669,161 1,418 569,979 100,600
SIGMA ALDRICH CORP COM 82655210 60,297,758 2,005,780 1,984,365 7,875 13,540 1,867,110 25,840 112,830
SIGCORP INC COM 82691210 2,638,840 115,993 115,993 115,993
SILGAN HOLDINGS INC COM 82704810 754,671 56,424 56,424 56,424
SILICON GRAPHICS INC COM 82705610 29,817,874 3,078,133 3,073,763 4,370 2,880,103 4,600 193,430
SILICON VY BANCSHARE COM 82706410 5,745,316 116,067 106,700 9,367 116,067
SILICON VY GROUP INC COM 82706610 3,066,365 172,753 172,753 172,753
SILICONIX INC COM NEW 82707920 1,950,934 14,836 14,826 10 14,836
SILKNET SOFTWARE INC COM 82709410 3,604,565 21,747 21,747 21,747
SIMMONS 1ST NATL COR CL A $5 PA 82873020 741,250 29,650 29,650 29,650
SIMON PPTY GROUP INC COM 82880610 19,174,437 835,961 826,561 9,400 763,914 72,047
SIMPSON INDS INC COM 82906010 989,640 87,968 87,968 87,968
SIMPSON MANUFACTURIN COM 82907310 1,729,218 39,525 39,525 39,525
SINCLAIR BROADCAST G CL A 82922610 5,414,129 443,672 443,672 443,672
SIRIUS SATELLITE RAD COM 82966U10 3,083,405 69,290 69,290 69,290
SITEL CORP COM 82980K10 1,474,200 210,600 210,600 210,600
SIPEX CORP COM 82990910 2,210,727 90,006 90,006 90,006
SKY FINL GROUP INC COM 83080P10 8,154,650 405,200 404,900 300 405,200
SKYLINE CORP COM 83083010 1,115,474 47,467 47,467 47,467
SKYWEST INC COM 83087910 5,901,392 210,764 210,764 210,764
SMART & FINAL INC COM 83168310 287,883 39,708 39,708 39,708
SMITH A O COM 83186520 2,207,165 100,899 100,449 450 100,899
SMITH INTL INC COM 83211010 15,484,605 311,643 306,643 5,000 308,043 3,600
SMITH CHARLES E RESD COM 83219710 3,642,210 102,960 102,960 102,960
SMITHFIELD FOODS INC COM 83224810 11,465,208 477,717 477,717 477,717
SMITHKLINE BEECHAM P ADR REP OR 83237830 932,377 14,540 9,350 5,190 14,540
SMUCKER J M CO CL A 83269610 3,881,611 199,057 199,057 197,357 1,700
SMURFIT-STONE CONTAI COM 83272710 20,172,320 823,360 781,200 22,103 20,057 798,413 20,057 4,890
Page Total 325,464,784
</TABLE>
68
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SNYDER COMMUNICATION COM SNC 83291410 3,629,626 188,552 188,452 100 188,052 500
SNYDER COMMUNICATION COM CIRCLE 83291420 536,286 43,558 43,558 43,433 125
SNAP ON INC COM 83303410 33,088,203 1,245,697 1,239,312 6,385 1,147,141 200 98,356
SODEXHO MARRIOTT SVC COM 83379310 1,520,402 116,954 115,054 400 1,500 115,129 1,500 325
SOFTNET SYS INC COM 83396410 1,751,212 69,700 69,700 69,700
SOFTWARE COM INC COM 83402P10 1,153,152 12,012 12,012 12,012
SOLA INTL INC COM 83409210 1,624,526 117,083 117,083 117,083
SOLECTRON CORP COM 83418210 511,201,369 5,373,996 5,144,099 173,828 56,069 4,755,986 199,569 418,441
SOLUTIA INC COM 83437610 30,394,835 1,968,960 1,967,010 1,850 100 1,932,420 100 36,440
SONERA GROUP PLC SPONSORED 83543320 12,215,700 176,400 176,400 176,400
SONIC CORP COM 83545110 5,328,759 186,974 186,974 186,974
SONOCO PRODS CO COM 83549510 103,035,751 4,529,044 638,728 3,887,181 3,135 645,008 3,874,883 9,153
SONY CORP ADR NEW 83569930 13,410,301 47,095 44,990 2,105 47,095
SOTHEBYS HLDGS INC CL A 83589810 8,068,290 268,943 268,843 100 264,943 4,000
SOURCE INFORMATION M COM NEW 83615120 773,850 46,200 46,200 46,200
SOURCE MEDIA INC COM NEW 83615330 1,233,950 66,700 66,700 66,700
SOUTH JERSEY INDS IN COM 83851810 1,138,247 40,027 40,027 40,027
SOUTHDOWN INC COM 84129710 13,197,466 255,641 251,825 2,192 1,624 251,401 1,624 2,616
SOUTHERN CO COM 84258710 276,861,584 11,781,344 11,739,375 33,110 8,859 10,734,916 24,859 1,021,569
SOUTHERN PERU COPPER COM 84361110 2,031,432 131,595 131,595 131,595
SOUTHERN UN CO NEW COM 84403010 3,818,727 199,672 189,913 9,759 189,913 9,759
SOUTHTRUST CORP COM 84473010 113,167,081 2,992,888 2,988,148 4,740 2,796,518 3,300 193,070
SOUTHWEST AIRLS CO COM 84474110 987,098,889 61,215,435 61,197,915 11,145 6,375 7,827,018 52,604,476 783,941
SOUTHWEST BANCORPORA COM 84476R10 2,702,951 136,430 136,430 136,430
SOUTHWEST GAS CORP COM 84489510 4,519,983 196,521 196,521 196,521
SOUTHWEST SECS GROUP COM 84522410 1,525,455 56,238 56,238 56,238
SOUTHWESTERN ENERGY COM 84546710 712,895 108,640 108,640 108,640
SOVEREIGN BANCORP IN COM 84590510 10,528,659 1,412,674 1,403,304 9,370 1,243,914 168,760
SOVRAN SELF STORAGE COM 84610H10 1,133,498 60,859 60,859 60,859
SPARTECH CORP COM NEW 84722020 3,753,061 116,374 116,374 116,374
SPECIALTY EQUIP COS COM NEW 84749720 1,496,684 62,526 62,526 62,526
SPEEDFAM-IPEC INC COM 84770510 1,662,520 128,509 128,509 128,509
SPEEDWAY MOTORSPORTS COM 84778810 1,772,403 63,728 58,728 5,000 58,728 5,000
SPIEGEL INC CL A 84845710 1,546,602 219,969 219,969 219,969
SPIEKER PPTYS INC COM 84849710 11,365,028 311,909 308,509 3,400 311,209 700
SPLITROCK SVCS INC COM 84863630 332,329 16,721 15,721 1,000 15,721 1,000
SPORTSLINE COM INC COM 84893410 3,938,822 78,580 78,580 78,580
Page Total 2,173,270,528
</TABLE>
69
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SPRINGS INDS INC CL A 85178310 13,227,653 331,213 330,713 500 284,083 47,130
SPRINT CORP COM FON GR 85206110 941,196,030 13,982,589 13,838,857 110,566 33,166 12,990,584 52,166 939,839
SPRINT CORP PCS COM SE 85206150 713,988,555 6,965,742 6,865,089 87,518 13,135 6,281,272 223,935 460,535
SPYGLASS INC COM 85219210 3,227,162 85,100 84,900 200 85,100
SS&C TECHNOLOGIES IN COM 85227Q10 336,700 51,800 51,800 51,800
STAFF LEASING INC COM 85238110 843,866 88,828 87,828 1,000 88,828
STAFFMARK INC COM 85238910 1,108,173 146,545 146,545 146,545
STAMPS COM INC COM 85285710 428,404 10,292 10,292 10,292
STANCORP FINL GROUP COM 85289110 1,939,726 77,013 77,013 77,013
STANDARD MTR PRODS I COM 85366610 777,128 48,194 48,194 48,194
STANDARD PAC CORP NE COM 85375C10 5,546,684 504,244 504,244 504,244
STANDARD REGISTER CO COM 85388710 2,749,351 141,902 141,802 100 140,002 1,900
STANDEX INTL CORP COM 85423110 1,207,101 57,654 55,134 2,520 55,134 2,520
STANLEY WKS COM 85461610 47,467,661 1,575,690 1,534,556 28,234 12,900 1,430,966 14,700 130,024
STAR TELECOMMUNICATI COM 85492310 1,389,945 175,809 175,809 175,809
STAPLES INC COM 85503010 188,241,593 9,071,884 7,627,775 1,148,621 295,488 8,086,749 306,288 678,847
STARBUCKS CORP COM 85524410 25,483,718 1,050,875 1,007,845 42,830 200 1,037,175 200 13,500
STARMEDIA NETWORK IN COM 85554610 1,239,918 30,950 29,950 1,000 30,950
STARRETT L S CO CL A 85566810 728,933 32,488 32,488 32,488
STARTEK INC COM 85569C10 1,504,375 41,500 41,500 41,500
STARWOOD FINL INC COM 85569R10 4,334,141 256,838 256,838 256,126 712
STATE AUTO FINL CORP COM 85570710 748,487 82,026 82,026 82,026
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 20,436,046 869,619 867,899 1,720 796,211 73,408
STATE STR CORP COM 85747710 545,407,391 7,464,994 2,722,122 4,531,706 211,166 2,719,621 4,515,567 229,806
STATEN IS BANCORP IN COM 85755010 3,470,220 192,790 192,290 500 192,790
STATION CASINOS INC COM 85768910 9,212,138 410,578 410,578 410,578
STEEL DYNAMICS INC COM 85811910 5,243,655 329,024 286,074 42,950 329,024
STEELCASE INC CL A 85815520 2,975,040 247,920 247,920 247,220 700
STEIN MART INC COM 85837510 828,163 145,624 145,624 145,624
STEINWAY MUSICAL INS COM ORD 85849510 901,125 44,500 44,500 44,500
STEPAN CO COM 85858610 781,753 33,444 33,344 100 33,444
STERLING BANCSHARES COM 85890710 1,351,848 120,841 120,841 120,841
STERICYCLE INC COM 85891210 1,220,898 64,900 64,900 64,900
STERIS CORP COM 85915210 5,127,439 500,238 489,598 10,640 496,238 4,000
STERLING COMM INC COM 85920510 20,829,318 612,627 611,677 950 457,661 154,966
STERLING FINL CORP COM 85931710 1,081,125 34,875 34,875 34,875
STERLING SOFTWARE IN COM 85954710 22,828,806 724,724 724,124 600 705,324 19,400
Page Total 2,599,410,269
</TABLE>
70
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STEWART & STEVENSON COM 86034210 3,287,858 277,597 277,597 275,597 2,000
STEWART ENTERPRISES CL A 86037010 2,890,056 608,433 606,233 2,200 599,933 8,500
STEWART INFORMATION COM 86037210 746,803 56,100 56,100 56,100
STILLWATER MNG CO COM 86074Q10 6,033,810 189,296 187,196 2,100 189,296
STONE & WEBSTER INC COM 86157210 1,517,669 90,273 90,273 90,273
STONE ENERGY CORP COM 86164210 5,784,039 162,359 162,359 162,359
STONERIDGE INC COM 86183P10 1,741,957 112,843 112,843 112,843
STORAGE USA INC COM 86190710 5,363,657 177,311 175,371 1,940 177,311
STORAGE TECHNOLOGY C COM PAR $0 86211120 11,200,551 607,504 606,838 666 599,904 7,600
STRAYER ED INC COM 86323610 834,733 42,265 42,265 42,265
STRIDE RITE CORP COM 86331410 1,572,987 241,998 241,498 500 241,998
STRUCTURAL DYNAMICS COM 86355510 4,574,700 358,800 358,800 356,400 2,400
STRYKER CORP COM 86366710 33,564,611 482,077 473,427 7,350 1,300 473,677 1,300 7,100
STUDENT ADVANTAGE IN COM 86386Q10 320,579 14,449 14,449 14,449
STUDENT LN CORP COM 86390210 1,429,218 28,656 28,556 100 28,656
STURM RUGER & CO INC COM 86415910 783,928 88,330 88,330 88,330
SUIZA FOODS CORP COM 86507710 10,034,159 253,228 253,228 251,228 2,000
SUMMIT BANCORP COM 86600510 88,019,955 2,874,121 2,831,718 12,303 30,100 2,647,231 33,600 193,290
SUMMIT PPTYS INC COM 86623910 2,392,032 133,820 133,820 133,820
SUMMIT TECHNOLOGY IN COM 86627E10 2,642,430 226,100 226,000 100 226,100
SUN COMMUNITIES INC COM 86667410 3,972,294 123,413 121,013 2,400 123,413
SUN MICROSYSTEMS INC COM 86681010 2,178,745,981 28,135,723 27,507,064 515,866 112,793 25,511,018 873,533 1,751,172
SUNAIR ELECTRS INC COM 86701710 627,525 278,900 278,900 278,900
SUNBEAM CORP COM 86707110 1,641,479 392,042 379,142 12,900 392,042
SUNGLASS HUT INTL IN COM 86736F10 2,324,047 206,582 206,582 206,582
SUNGARD DATA SYS INC COM 86736310 18,339,631 772,195 665,064 96,731 10,400 752,595 10,400 9,200
SUNOCO INC COM 86764P10 35,540,460 1,512,360 1,508,794 3,216 350 1,430,246 1,250 80,864
SUNQUEST INFORMATION COM 86765410 237,600 17,600 17,600 17,600
SUNRISE ASSISTED LIV COM 86768K10 1,448,067 105,314 105,314 105,314
SUNRISE TECHNOLOGIES COM 86769L10 2,589,544 219,230 219,230 219,230
SUNTERRA CORP COM 86787D10 2,045,539 177,873 177,873 177,873
SUNRISE MED INC COM 86791010 634,625 102,574 102,574 102,574
SUNTRUST BKS INC COM 86791410 385,043,807 5,595,591 5,549,536 30,255 15,800 5,107,777 22,700 465,114
SUPERGEN INC COM 86805910 2,433,190 82,832 82,832 82,832
SUPERIOR CONSULTANT COM 86814610 609,201 42,751 42,751 42,751
SUPERIOR INDS INTL I COM 86816810 4,383,842 163,503 163,503 161,903 1,600
SUPERIOR NATL INS GR COM 86822410 591,348 78,200 78,200 78,200
Page Total 2,825,943,912
</TABLE>
71
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
SUPERIOR TELECOM INC COM 86836510 3,219,185 208,537 208,537 208,537
SUPERVALU INC COM 86853610 104,934,940 5,246,747 5,239,347 7,400 4,934,316 4,200 308,231
SUSQUEHANNA BANCSHAR COM 86909910 2,937,668 185,050 184,550 500 184,550 500
SWIFT ENERGY CO COM 87073810 1,720,699 149,626 149,626 149,626
SWIFT TRANSN CO COM 87075610 6,005,049 340,712 340,712 336,912 3,800
SYBASE INC COM 87113010 24,988,691 1,469,923 1,465,185 4,738 1,469,923
SYBRON INTL CORP COM 87114F10 14,733,670 596,819 588,969 7,850 589,019 7,800
SYCAMORE NETWORKS IN COM 87120610 7,221,060 23,445 23,095 300 50 23,395 50
SYKES ENTERPRISES IN COM 87123710 9,529,650 217,200 217,200 214,700 2,500
SYLVAN LEARNING SYS COM 87139910 3,951,467 303,959 303,859 100 300,359 3,600
SYMANTEC CORP COM 87150310 41,673,757 710,853 710,753 100 692,053 18,800
SYMBOL TECHNOLOGIES COM 87150810 30,856,300 485,452 485,172 280 478,753 6,699
SYNCOR INTL CORP DEL COM 87157J10 1,680,075 57,685 57,685 57,685
SYNOPSYS INC COM 87160710 25,250,590 378,286 375,286 500 2,500 370,392 2,500 5,394
SYNOVUS FINL CORP COM 87161C10 83,819,115 4,217,314 4,215,014 2,300 3,929,414 6,300 281,600
SYNTEL INC COM 87162H10 583,541 36,050 36,050 36,050
SYNTROLEUM CORP COM 87163010 1,010,343 124,350 124,350 124,350
SYSCO CORP COM 87182910 290,812,270 7,350,798 5,723,542 898,779 728,477 5,964,308 894,577 491,913
SYSTEMAX INC COM 87185110 1,448,910 170,460 170,460 170,460
SYSTEMS & COMPUTER T COM 87187310 2,659,215 163,644 163,644 163,644
TCF FINL CORP COM 87227510 13,879,031 557,951 556,159 1,792 549,959 1,792 6,200
TD WATERHOUSE GRP IN COM 87236210 801,900 48,600 46,600 2,000 48,600
TECO ENERGY INC COM 87237510 17,815,640 959,791 829,443 55,277 75,071 873,520 75,071 11,200
TEPPCO PARTNERS L P UT LTD PAR 87238410 305,882 15,839 13,439 2,400 13,439 2,400
THQ INC COM NEW 87244340 2,026,520 87,399 87,399 87,399
TJ INTL INC COM 87253410 2,483,502 59,131 59,131 59,131
TJX COS INC NEW COM 87254010 155,353,633 7,601,587 7,587,617 11,870 2,100 6,744,425 394,162 463,000
TNP ENTERPRISES INC COM 87259410 2,903,175 70,380 70,200 180 70,380
TRW INC COM 87264910 106,547,509 2,051,476 2,029,470 13,480 8,526 1,864,011 13,126 174,339
TSI INC MINN COM 87287610 640,375 54,500 9,500 25,000 20,000 34,500 20,000
TSI INTERNATIONAL SO COM 87287910 4,791,607 84,620 84,620 84,620
TMP WORLDWIDE INC COM 87294110 10,193,044 71,782 71,782 71,582 200
TV GUIDE INC CL A 87307Q10 6,824,014 158,698 158,498 200 158,698
TALBOTS INC COM 87416110 3,346,919 75,001 74,801 200 74,801 200
TALK COM INC COM 87426410 5,707,441 321,546 321,546 321,546
TANDY CORP COM 87538210 188,176,525 3,825,737 3,812,814 6,523 6,400 3,407,178 95,000 323,559
TANGER FACTORY OUTLE COM 87546510 853,509 41,133 41,133 41,133
Page Total 1,181,686,421
</TABLE>
72
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TARRANT APPAREL GROU COM 87628910 284,322 29,540 29,540 29,540
TAUBMAN CTRS INC COM 87666410 1,997,016 185,769 185,769 185,769
TECH DATA CORP COM 87823710 8,638,553 318,472 318,397 75 315,072 3,400
TECHNE CORP COM 87837710 6,312,142 114,637 114,637 114,637
TECHNITROL INC COM 87855510 2,920,446 65,628 65,128 500 65,628
TECHNOLOGY SOLUTIONS COM 87872T10 6,789,435 207,311 207,311 207,311
TECUMSEH PRODS CO CL A 87889520 5,667,347 120,104 119,479 375 250 118,654 250 1,200
TEJON RANCH CO DEL COM 87908010 811,727 34,178 34,178 34,178
TEKELEC COM 87910110 3,735,180 166,008 166,008 166,008
TEKTRONIX INC COM 87913110 32,371,834 832,716 832,116 600 783,926 700 48,090
TELCOM SEMICONDUCTOR COM 87921P10 335,979 15,999 15,999 15,999
TELE DANMARK A/S SPON ADR C 87924210 479,425 12,700 9,000 3,700 12,700
TELE NORTE LESTE PAR SPON ADR P 87924610 979,200 38,400 38,400 38,400
TELEBANC FINANCIAL C COM 87925R10 4,302,220 165,470 165,470 165,470
TELECORP PCS INC CL A 87929910 942,894 24,813 24,813 24,813
TELEDYNE TECHNOLOGIE COM 87936010 1,226,404 129,957 124,284 5,544 129 112,925 129 16,903
TELEFLEX INC COM 87936910 8,065,720 257,592 253,492 4,100 254,992 2,600
TELEFONICA DE ARGENT SPON ADR C 87937820 357,841 11,590 11,590 11,590
TELEFONICA S A SPONSORED 87938220 1,833,955 23,270 23,270 23,270
TELEFONOS DE MEXICO SPON ADR O 87940378 6,356,250 56,500 56,500 56,500
TELEPHONE & DATA SYS COM 87943310 46,825,254 371,629 369,197 2,432 366,629 5,000
TELESCAN INC COM 87951610 1,392,346 56,400 56,400 56,400
TELESP CELULAR PART SPON ADR P 87952L10 572,062 13,500 13,500 13,500
TELIGENT INC CL A 87959Y10 5,508,100 89,200 79,900 9,300 89,000 200
TELLABS INC COM 87966410 495,711,001 7,722,919 7,710,275 11,844 800 7,052,784 198,400 471,735
TEMPLE INLAND INC COM 87986810 91,285,029 1,384,428 1,002,300 382,128 910,073 381,898 92,457
TELETECH HOLDINGS IN COM 87993910 4,197,776 124,552 124,552 124,552
TENFOLD CORP COM 88033A10 1,314,166 32,906 32,906 32,906
TENET HEALTHCARE COR COM 88033G10 126,432,420 5,380,103 5,371,478 8,625 4,933,646 446,457
TENNANT CO COM 88034510 1,569,936 47,937 47,937 47,937
TENNECO AUTOMOTIVE I COM 88034910 1,421,532 152,656 149,080 3,536 40 150,896 40 1,720
TERADYNE INC COM 88077010 196,256,214 2,973,579 2,965,089 8,290 200 2,788,979 200 184,400
TERAYON COMMUNICATIO COM 88077510 4,667,559 74,310 74,310 74,310
TEREX CORP NEW COM 88077910 8,980,011 323,604 323,504 100 323,604
TERRA INDS INC COM 88091510 230,056 147,283 147,283 147,283
TESORO PETE CORP COM 88160910 6,670,580 576,940 576,940 576,940
TETRA TECH INC NEW COM 88162G10 2,555,355 166,202 166,202 166,202
Page Total 1,089,997,287
</TABLE>
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25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEVA PHARMACEUTICAL ADR 88162420 823,396 11,486 11,486 11,486
TEXACO INC COM 88169410 2,243,944,001 41,315,805 9,470,218 31,721,721 123,866 40,589,886 136,666 589,253
TEXAS INDS INC COM 88249110 4,591,375 107,875 106,475 1,400 107,875
TEXAS INSTRS INC COM 88250810 1,418,133,432 14,676,672 14,588,361 82,111 6,200 13,083,940 396,600 1,196,132
TEXAS REGL BANCSHARE CL A VTG 88267310 2,259,129 77,901 74,301 3,600 77,901
TEXAS UTILS CO COM 88284810 168,510,323 4,738,494 4,717,132 15,862 5,500 4,314,463 11,400 412,631
TEXTRON INC COM 88320310 196,932,982 2,568,010 2,534,244 24,275 9,491 2,335,180 13,891 218,939
THEGLOBE COM INC COM 88335R10 463,908 55,392 55,392 55,392
THERAGENICS CORP COM 88337510 3,584,039 395,502 395,502 395,502
THERMO BIOANALYSIS C COM 88355H10 341,775 18,600 18,600 18,600
THERMO CARDIOSYSTEMS COM NONRED 88355K20 587,095 89,469 89,469 89,469
THERMO FIBERTEK INC COM 88355W10 207,266 29,090 29,090 29,090
THERMO ELECTRON CORP COM 88355610 45,418,500 3,027,900 3,012,452 11,358 4,090 2,859,770 9,090 159,040
THERMO INSTR SYS INC COM 88355910 1,350,385 121,383 121,383 121,133 250
THERMO OPTEK CORP COM 88358210 543,725 47,800 47,800 47,800
THERMOQUEST CORP COM 88365510 517,270 50,162 50,162 50,162
THESTREET COM COM 88368Q10 662,009 34,503 34,303 200 34,503
THERMEDICS INC COM 88390110 677,776 124,660 124,660 124,660
THOMAS & BETTS CORP COM 88431510 30,457,646 955,534 948,578 4,460 2,496 895,548 3,496 56,490
THOMAS INDS INC COM 88442510 1,531,753 74,950 74,950 74,950
THOR INDS INC COM 88516010 1,092,962 35,909 33,659 2,250 35,909
THORNBURG MTG ASSET COM 88521810 798,138 96,744 96,744 96,744
3DFX INTERACTIVE INC COM 88553X10 1,037,923 105,781 105,781 105,781
3COM CORP COM 88553510 289,897,598 6,168,034 6,141,649 24,435 1,950 5,547,131 197,788 423,115
TIBCO SOFTWARE INC COM 88632Q10 2,763,945 18,065 18,065 18,065
TICKETS COM INC COM 88633M10 210,486 14,707 14,707 14,707
TICKETMASTER ONLINE- CL B 88633P20 3,216,408 83,680 83,680 83,680
TIDEWATER INC COM 88642310 26,234,100 728,725 728,225 500 708,090 20,635
TIFFANY & CO NEW COM 88654710 57,923,874 649,007 645,232 3,775 636,007 13,000
TIMBERLAND CO CL A 88710010 4,040,125 76,409 75,749 600 60 76,349 60
TIME WARNER INC COM 88731510 1,612,896,237 22,304,683 22,060,120 217,234 27,329 19,719,934 710,473 1,874,276
TIME WARNER TELECOM CL A 88731910 3,788,570 75,867 75,567 300 75,867
TIMES MIRROR CO NEW COM SER A 88736410 67,796,094 1,011,882 1,003,548 1,025 7,309 906,316 8,609 96,957
TIMKEN CO COM 88738910 21,548,404 1,054,382 1,051,882 2,500 990,002 200 64,180
TITAN CORP COM 88826610 9,864,552 208,500 208,500 208,500
TITAN INTL INC ILL COM 88830M10 491,868 75,672 75,672 75,672
TITANIUM METALS CORP COM 88833910 418,473 92,994 92,994 92,994
Page Total 6,225,557,542
</TABLE>
74
<PAGE>
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25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TOLL BROTHERS INC COM 88947810 2,094,046 112,432 112,432 112,432
TOO INC COM 89033310 1,476,669 85,604 84,213 1,391 84,427 1,177
TOOTSIE ROLL INDS IN COM 89051610 4,384,573 133,120 132,141 979 132,696 424
TOPPS INC COM 89078610 2,728,625 263,000 263,000 263,000
TORCHMARK CORP COM 89102710 63,137,224 2,172,501 2,153,076 16,325 3,100 2,030,881 7,400 134,220
TORO CO COM 89109210 2,232,115 59,823 59,823 59,823
TORONTO DOMINION BK COM NEW 89116050 713,880 26,440 26,440 26,440
TOSCO CORP COM NEW 89149030 105,434,611 3,878,126 3,867,114 9,012 2,000 3,674,426 4,000 199,700
TOTAL RENAL CARE HLD COM 89151A10 3,666,415 548,290 548,290 542,990 5,300
TOTAL FINA S A SPONSORED 89151E10 7,554,482 109,090 109,090 109,090
TOWER AUTOMOTIVE INC COM 89170710 4,682,937 303,358 284,658 16,400 2,300 301,058 2,300
TOTAL SYS SVCS INC COM 89190610 2,465,705 151,159 151,159 150,709 450
TRACK DATA CORP COM 89191810 633,631 62,200 62,200 62,200
TOWN & CTRY TR SH BEN INT 89208110 1,499,658 83,607 83,607 83,607
TOWNE SERVICES INC COM 89214810 293,200 73,300 53,300 20,000 53,300 20,000
TOYOTA MOTOR CORP SP ADR REP 89233130 2,334,078 23,970 23,000 970 23,970
TOYS R US INC COM 89233510 66,239,485 4,628,248 4,624,723 3,525 4,147,518 5,500 475,230
TRACTOR SUPPLY CO COM 89235610 508,800 31,800 31,800 31,800
TRAMMELL CROW CO COM 89288R10 1,493,580 128,480 128,480 128,480
TRANS WORLD AIRLS IN COM PAR$.0 89334983 717,950 261,073 261,073 261,073
TRANS WORLD ENTMT CO COM 89336Q10 1,659,283 158,027 158,027 158,027
TRANSACTION SYS ARCH CL A 89341610 6,513,248 232,616 232,616 230,716 1,900
TRANSATLANTIC HLDGS COM 89352110 7,325,181 93,838 93,838 93,188 650
TRANSKARYOTIC THERAP COM 89373510 3,241,276 84,189 84,189 84,189
TRANSMONTAIGNE INC COM 89393410 1,308,300 186,900 186,900 186,900
TRAVELERS PPTY CAS C CL A 89393910 8,486,807 247,790 247,790 245,590 2,200
TRANSWITCH CORP COM 89406510 9,259,636 127,610 127,610 127,610
TREDEGAR CORP COM 89465010 2,185,188 105,631 105,631 105,631
TRENDWEST RESORTS IN COM 89491710 538,380 23,928 23,928 23,928
TRENWICK GROUP INC COM 89529010 973,166 57,458 57,458 57,458
TREX INC COM 89531P10 614,260 22,963 22,963 22,963
TRIAD HOSPITALS INC COM 89579K10 2,648,206 175,088 174,671 417 174,415 673
TRIANGLE BANCORP INC COM 89583510 3,767,817 194,468 133,831 60,637 194,468
TRIANGLE PHARMACEUTI COM 89589H10 1,999,568 156,070 156,070 156,070
TRIAD GTY INC COM 89592510 1,430,224 62,867 62,867 62,867
TRIARC COS INC CL A 89592710 1,744,963 94,964 94,964 94,964
TRIGEN ENERGY CORP COM 89593010 444,800 25,600 25,600 25,600
Page Total 328,431,967
</TABLE>
75
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25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TRICON GLOBAL RESTAU COM 89595310 222,557,829 5,762,015 5,741,113 12,571 8,331 3,343,197 2,212,419 206,399
TRIBUNE CO NEW COM 89604710 298,911,775 5,428,640 5,217,016 124,904 86,720 4,937,460 92,120 399,060
TRIGON HEALTHCARE IN COM 89618L10 21,638,928 733,523 733,423 100 715,623 17,900
TRIMBLE NAVIGATION L COM 89623910 2,320,146 107,290 107,090 200 107,290
TRINITY INDS INC COM 89652210 13,053,464 459,031 458,831 200 452,481 6,550
TRIQUINT SEMICONDUCT COM 89674K10 10,894,156 97,925 87,500 10,025 400 97,525 400
TRITON PCS HLDGS INC CL A 89677M10 659,750 14,500 14,500 14,500
TRIUMPH GROUP INC NE COM 89681810 1,382,311 57,151 57,151 57,151
TROPICAL SPORTSWEAR COM 89708P10 375,712 23,300 23,300 23,300
TRUE NORTH COMMUNICA COM 89784410 9,455,456 211,593 211,493 100 211,593
TRUST CO NJ JERSEY C COM 89830410 2,151,805 94,068 94,068 94,068
TRUSTCO BK CORP N Y COM 89834910 3,568,980 269,357 269,257 100 269,357
TRUSTMARK CORP COM 89840210 10,221,489 473,020 473,020 472,220 800
TUBOSCOPE INC COM 89860010 2,260,885 142,418 142,318 100 142,418
TUESDAY MORNING CORP COM NEW 89903550 860,989 46,699 46,699 46,699
TUPPERWARE CORP COM 89989610 27,638,541 1,631,844 1,630,420 1,000 424 1,528,240 30,124 73,480
TUT SYSTEMS COM 90110310 3,138,135 58,520 58,520 58,520
TWEETER HOME ENTMT G COM 90116710 1,874,400 52,800 51,200 1,600 52,800
24 / 7 MEDIA INC COM 90131410 3,819,375 67,900 67,900 67,900
TWINLAB CORP COM 90177410 871,252 109,771 109,771 109,771
TYCO INTL LTD NEW COM 90212410 968,167,356 24,824,804 24,399,433 301,700 123,671 22,069,121 958,061 1,797,622
TYLER TECHNOLOGIES I COM 90225210 888,250 161,500 161,500 161,500
TYSON FOODS INC CL A 90249410 17,169,863 1,056,607 1,056,307 300 1,036,207 20,400
UAL CORP COM PAR $0 90254950 17,605,488 226,986 226,986 205,446 21,540
UCAR INTL INC COM 90262K10 5,644,195 316,876 316,776 100 314,176 2,700
UGI CORP NEW COM 90268110 6,506,854 318,386 316,586 1,800 318,386
UICI COM 90273710 2,657,937 251,651 251,551 100 251,651
UMB FINL CORP COM 90278810 3,440,723 91,145 91,045 100 91,145
UST CORP COM 90290010 7,566,437 238,313 219,886 13,927 4,500 233,813 4,500
USX MARATHON GROUP COM NEW 90290582 134,617,741 5,452,981 5,435,237 12,772 4,972 4,970,458 11,972 470,551
U S B HLDG INC COM 90291010 724,304 45,448 45,448 45,448
UST INC COM 90291110 70,982,633 2,818,225 2,779,650 6,575 32,000 2,643,705 110,100 64,420
U S PLASTIC LMBR COR COM 90294810 948,575 123,400 123,400 123,400
U S FRANCHISE SYS IN CL A NEW 90295630 284,400 63,200 63,200 63,200
U S RESTAURANT PPTYS COM 90297110 919,125 64,500 64,500 64,500
US BANCORP DEL COM 90297310 301,608,697 12,666,248 12,572,721 52,301 41,226 11,574,694 59,126 1,032,428
U S LIQUIDS INC COM 90297410 634,825 75,800 75,800 75,800
Page Total 2,178,022,781
</TABLE>
76
<PAGE>
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<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
USA NETWORKS INC COM 90298410 14,612,133 264,473 263,498 975 263,473 1,000
URS CORP NEW COM 90323610 1,286,039 59,300 59,300 59,300
U S CAN CORP COM 90328W10 1,615,837 81,300 81,300 81,300
U S G CORP COM NEW 90329340 21,770,477 461,973 460,563 810 600 429,588 600 31,785
U S FOODSERVICE COM 90331R10 8,428,399 503,188 501,588 1,600 495,908 7,280
US LEC CORP CL A 90331S10 1,596,375 49,500 49,300 200 49,500
USEC INC COM 90333E10 3,429,293 489,899 489,899 489,899
USX-U S STL COM 90337T10 52,128,615 1,579,655 1,576,785 2,870 1,451,753 1,000 126,902
U S XPRESS ENTERPRIS CL A 90338N10 253,552 34,380 34,380 34,380
US ONCOLOGY INC COM 90338W10 1,361,135 275,701 275,701 275,701
UTI ENERGY CORP COM 90338710 1,593,907 69,114 69,114 69,114
UBID INC COM 90346910 319,934 12,073 12,073 12,073
ULTRAMAR DIAMOND SHA COM 90400010 15,833,234 697,899 696,799 1,100 691,329 6,570
ULTRATECH STEPPER IN COM 90403410 1,659,601 102,921 102,921 102,921
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 385,600 12,800 12,800 12,800
UNICAPITAL CORP NEW COM 90459D10 885,986 240,300 240,300 240,300
UNIFI INC COM 90467710 5,975,887 485,371 485,271 100 481,871 3,500
UNIFIRST CORP MASS COM 90470810 632,260 50,080 50,080 50,080
UNILEVER N V N Y SHS NE 90478470 443,445,816 8,146,037 8,142,318 3,719 7,255,268 283,321 607,448
UNICOM CORP COM 90491110 126,423,338 3,773,831 3,762,881 10,950 3,433,579 4,400 335,852
UNIGRAPHICS SOLUTION CL A 90492810 1,431,000 53,000 52,000 1,000 53,000
UNION CARBIDE CORP COM 90558110 1,058,717,211 15,860,932 2,293,778 13,564,614 2,540 2,108,258 13,562,574 190,100
UNION PAC CORP COM 90781810 195,673,941 4,478,997 4,329,090 70,933 78,974 4,027,999 84,274 366,724
UNION PAC RES GROUP COM 90783410 57,246,735 4,489,940 4,440,459 21,162 28,319 4,127,764 32,519 329,657
UNION PLANTERS CORP COM 90806810 90,315,975 2,290,133 2,286,383 3,750 2,128,826 3,000 158,307
UNIONBANCAL CORP COM 90890610 31,150,536 789,881 787,481 2,400 763,281 2,400 24,200
UNISOURCE ENERGY COR COM 90920510 1,804,351 161,290 161,290 161,290
UNISYS CORP COM 90921410 164,523,519 5,151,502 5,139,717 7,785 4,000 4,780,522 10,100 360,880
UNITED ASSET MGMT CO COM 90942010 4,686,515 252,479 252,379 100 252,379 100
UNITED AUTO GROUP IN COM 90944010 847,799 94,864 93,864 1,000 94,864
UNITED CMNTY FINL CO COM 90983910 1,514,398 152,400 152,400 152,400
UNITED BANKSHARES IN COM 90990710 5,205,179 218,018 218,018 218,018
UNITED DOMINION INDS COM 90991410 354,878 17,800 17,800 17,800
UNITED DOMINION REAL COM 91019710 5,237,522 530,382 530,382 530,382
UNITED FIRE & CAS CO COM 91033110 1,039,596 45,949 37,512 8,437 45,949
UNITED HEALTHCARE CO COM 91058110 207,879,612 3,913,028 3,905,241 7,545 242 3,622,018 242 290,768
UNITED ILLUM CO COM 91063710 3,783,409 73,643 73,343 300 73,643
Page Total 2,535,049,594
</TABLE>
77
<PAGE>
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<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNITED NATL BANCORP COM 91090910 1,626,218 73,296 73,296 73,296
UNITED NAT FOODS INC COM 91116310 626,400 52,200 49,500 2,700 52,200
UNITED PARCEL SERVIC CL B 91131210 6,824,790 98,910 62,263 18,197 18,450 80,460 18,450
UNITED PAYORS&UTD PR COM 91131910 1,289,583 77,864 77,864 77,864
UNITED RENTALS INC COM 91136310 1,899,950 110,946 110,558 388 110,946
UNITED RETAIL GROUP COM 91138010 1,064,250 129,000 129,000 129,000
UNITED STATES CELLUL COM 91168410 9,906,259 98,143 96,313 1,430 400 96,643 400 1,100
US AIRWAYS GROUP INC COM 91190510 41,695,797 1,300,474 1,299,974 500 1,164,433 31,500 104,541
U S HOME CORP NEW COM 91192010 1,638,115 64,084 64,084 64,084
U S INDS INC NEW COM 91208010 5,300,064 378,576 363,026 15,550 377,676 900
U S OFFICE PRODS CO COM NEW 91232530 494,796 158,335 158,201 134 158,335
U S WEST INC NEW COM 91273H10 2,291,626,440 31,828,145 9,240,224 22,536,867 51,054 8,482,636 22,754,393 591,116
U S TR CORP NEW COM 91288L10 6,114,659 76,255 68,210 7,545 500 75,555 500 200
UNITED STATIONERS IN COM 91300410 12,881,633 451,006 450,906 100 451,006
UNITED TECHNOLOGIES COM 91301710 631,566,975 9,716,415 9,527,601 112,644 76,170 8,883,134 88,770 744,511
UNITED TELEVISION IN COM 91306610 2,748,482 20,284 20,264 20 20,284
UNITED WTR RES INC COM 91319010 5,446,775 159,323 159,223 100 159,323
UNITEDGLOBALCOM CL A 91324750 20,154,115 285,368 284,968 400 283,968 1,400
UNITRIN INC COM 91327510 13,977,913 371,506 370,406 100 1,000 364,606 1,000 5,900
UNIVERSAL CORP VA COM 91345610 5,540,966 242,897 242,697 200 240,697 2,200
UNIVERSAL FOODS CORP COM 91353810 7,030,495 345,055 339,155 5,900 342,055 3,000
UNIVERSAL FST PRODS COM 91354310 1,185,324 80,361 80,361 80,361
UNIVERSAL HLTH SVCS CL B 91390310 3,570,588 99,183 99,183 98,783 400
UNO RESTAURANT CORP COM 91490010 208,037 18,700 440 18,260 18,700
UNIVISION COMMUNICAT CL A 91490610 51,134,681 500,403 497,653 2,750 493,103 7,300
UNOCAL CORP COM 91528910 144,618,020 4,308,981 4,266,713 15,278 26,990 3,908,513 31,990 368,478
UNOVA INC COM 91529B10 2,530,073 194,621 194,621 194,621
UNUMPROVIDENT CORP COM 91529Y10 183,041,733 5,708,993 5,687,017 18,424 3,552 3,672,844 1,684,807 351,342
USFREIGHTWAYS CORP COM 91690610 14,038,242 293,227 293,187 40 293,227
URBAN OUTFITTERS INC COM 91704710 1,471,045 50,508 50,508 50,508
URBAN SHOPPING CTRS COM 91706010 2,500,518 92,185 92,185 92,185
USBANCORP INC PA COM 91729210 728,594 62,008 62,008 62,008
USINTERNETWORKING IN COM 91731180 5,996,742 85,821 85,821 85,821
USWEB CORP COM 91732710 14,912,124 335,579 269,671 65,908 333,779 1,800
UTILICORP UTD INC COM 91800510 17,324,956 891,339 883,921 6,368 1,050 876,589 1,050 13,700
V F CORP COM 91820410 62,243,490 2,074,783 2,049,993 20,390 4,400 1,866,536 7,200 201,047
VAIL RESORTS INC COM 91879Q10 2,015,580 112,370 112,370 112,370
Page Total 3,576,974,422
</TABLE>
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<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Print Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VALASSIS COMMUNICATI COM 91886610 23,091,399 546,542 546,142 400 538,142 8,400
VALHI INC NEW COM 91890510 357,000 34,000 34,000 34,000
VALENCE TECHNOLOGY I COM 91891410 2,093,800 110,200 110,200 110,200
VALERO ENERGY CORP N COM 91913Y10 8,253,630 415,277 415,277 407,677 7,600
VALLEY NATL BANCORP COM 91979410 6,289,276 224,617 224,617 224,066 551
VALMONT INDS INC COM 92025310 1,403,690 87,392 87,392 87,392
VALSPAR CORP COM 92035510 7,197,181 171,873 171,873 171,373 500
VALUE AMER INC COM 92038N10 277,190 54,759 54,759 54,759
VALUE CITY DEPT STOR COM 92038710 1,195,056 79,012 79,012 79,012
VALUE LINE INC COM 92043710 734,580 20,405 20,405 20,405
VALUEVISION INTL INC CL A 92047K10 10,029,600 175,000 175,000 175,000
VARCO INTL INC COM 92212610 6,880,523 675,422 606,247 69,175 671,622 3,800
VARIAN MED SYS INC COM 92220P10 4,501,761 151,005 150,930 75 150,705 300
VARIAN INC COM 92220610 3,231,112 143,605 143,530 75 143,605
VARIAN SEMICONDUCTOR COM 92220710 4,851,970 142,705 141,430 1,275 142,705
VASTAR RES INC COM 92238010 6,000,418 101,702 101,202 500 101,502 200
VEECO INSTRS INC DEL COM 92241710 2,210,743 47,226 47,226 47,226
VENTAS INC COM 92276F10 1,071,336 255,872 255,872 255,872
VENTANA MED SYS INC COM 92276H10 1,579,562 63,500 63,500 63,500
VENTIV HEALTH INC COM 92279310 635,033 69,123 69,123 68,957 166
VENATOR GROUP INC COM 92294410 4,006,429 572,347 566,291 1,720 4,336 565,311 4,336 2,700
VERITY INC COM 92343C10 9,386,623 220,540 220,540 220,540
VERISIGN INC COM 92343E10 50,559,353 264,796 264,596 200 263,796 1,000
VERITAS DGC INC COM 92343P10 1,532,160 109,440 109,440 109,440
VERIO INC COM 92343310 9,999,947 216,510 216,310 200 215,710 800
VERITAS SOFTWARE CO COM 92343610 214,168,385 1,496,373 1,494,353 2,020 1,476,623 19,750
VERTEX PHARMACEUTICA COM 92532F10 4,369,785 124,851 122,751 1,100 1,000 123,851 1,000
VERTICALNET INC COM 92532L10 28,803,320 175,630 175,630 175,630
VETERINARY CTRS AMER COM 92551410 1,249,377 97,039 97,039 97,039
VIAD CORP COM 92552R10 86,069,386 3,087,691 3,087,257 434 2,942,457 434 144,800
VIACOM INC CL A 92552410 1,042,961 17,257 17,257 15,157 2,100
VIACOM INC CL B 92552430 684,654,933 11,328,407 11,270,368 55,895 2,144 10,313,944 18,044 996,419
VIATEL INC COM 92552920 4,331,184 80,768 80,768 80,768
VICAL INC COM 92560210 2,366,220 79,040 78,440 600 79,040
VICOR CORP COM 92581510 4,285,588 105,817 105,817 105,817
VIGNETTE CORP COM 92673410 14,278,637 87,599 87,599 87,599
VINTAGE PETE INC COM 92746010 3,029,395 251,152 251,152 251,152
Page Total 1,216,018,543
</TABLE>
79
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
VION PHARMACEUTICALS COM 92762410 294,000 48,000 48,000 48,000
VIRCO MFG CO COM 92765110 378,560 29,120 29,120 29,120
VISIO CORP COM 92791410 6,387,467 134,473 134,173 300 134,473
VISHAY INTERTECHNOLO COM 92829810 16,165,213 511,153 510,357 200 596 504,842 596 5,715
VISX INC DEL COM 92844S10 17,953,420 346,926 342,626 4,300 342,326 4,600
VISUAL NETWORKS INC COM 92844410 19,823,595 250,140 238,440 11,200 500 249,640 500
VITAL SIGNS INC COM 92846910 597,037 26,100 26,100 26,100
VITESSE SEMICONDUCTO COM 92849710 47,151,927 899,211 881,931 17,280 887,611 11,600
VLASIC FOODS INTL IN COM 92855910 1,447,961 254,609 254,311 198 100 251,509 100 3,000
VODAFONE AIRTOUCH PL SPONSORED 92857T10 25,083,877 506,745 493,780 12,965 451,745 55,000
VOICESTREAM WIRELESS COM 92861510 136,461,980 958,893 715,295 194,891 48,707 908,586 48,707 1,600
VOLT INFORMATION SCI COM 92870310 910,019 38,116 38,116 38,116
VORNADO RLTY TR SH BEN INT 92904210 11,395,345 350,626 350,626 349,426 1,200
VULCAN MATLS CO COM 92916010 68,262,956 1,709,266 1,708,466 800 1,562,764 1,800 144,702
WFS FINL INC COM 92923B10 736,987 34,887 34,887 34,887
WD-40 CO COM 92923610 1,694,398 76,583 73,183 3,400 76,583
W HLDG CO INC COM 92925110 2,124,177 204,740 204,740 204,740
WICOR INC COM 92925310 5,413,955 185,492 185,492 185,492
WMS INDS INC COM 92929710 1,397,812 106,500 106,500 106,500
WPS RESOURCES CORP COM 92931B10 49,857,773 1,984,389 129,852 1,854,537 130,452 1,853,937
WABASH NATL CORP COM 92956610 1,603,095 106,873 106,873 106,873
WACHOVIA CORP COM 92977110 258,104,064 3,795,648 3,487,334 192,474 115,840 3,379,221 120,040 296,387
WACKENHUT CORP COM SER A 92979410 987,753 66,128 66,128 66,128
WACKENHUT CORRECTION COM 92979810 729,046 62,381 62,381 62,381
WADDELL & REED FINL CL A 93005910 5,316,798 196,011 195,441 394 176 195,044 176 791
WADDELL & REED FINL CL B 93005920 327,831 13,048 6,310 979 5,759 7,289 5,759
WAL MART STORES INC COM 93114210 5,571,192,209 80,595,909 78,033,611 1,365,589 1,196,709 70,531,533 3,362,109 6,702,267
WALDEN RESIDENTIAL P COM 93121010 3,283,150 151,822 151,822 151,822
WALGREEN CO COM 93142210 553,127,796 18,910,352 17,194,774 1,076,220 639,358 16,275,311 1,133,658 1,501,383
WALLACE COMPUTER SER COM 93227010 4,932,421 296,687 290,787 5,900 288,287 5,900 2,500
WALTER INDS INC COM 93317Q10 2,240,905 207,261 207,261 207,261
WARNACO GROUP INC CL A 93439010 4,215,838 342,417 342,217 200 338,117 4,300
WARNER LAMBERT CO COM 93448810 1,224,775,430 14,947,770 14,133,977 404,468 409,325 13,201,198 808,645 937,927
WASHINGTON FED INC COM 93882410 8,348,246 422,696 420,696 2,000 420,696 2,000
WASHINGTON GAS LT CO COM 93883710 9,722,322 353,539 351,935 1,604 350,239 3,300
WASHINGTON MUT INC COM 93932210 260,574,912 10,070,528 10,026,937 43,591 9,232,962 16,000 821,566
WASHINGTON POST CO CL B 93964010 26,264,537 47,249 35,677 4,030 7,542 38,938 7,542 769
Page Total 8,349,284,812
</TABLE>
80
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON REAL ESTA SH BEN INT 93965310 2,960,220 197,348 197,128 220 197,348
WASTE CONNECTIONS IN COM 94105310 1,803,181 124,900 124,900 124,900
WASTE INDUSTRIES INC COM 94105810 217,190 19,200 19,200 19,200
WASTE MGMT INC DEL COM 94106L10 238,616,126 13,883,524 10,308,068 3,565,634 9,822 9,422,694 3,581,296 879,534
WATERS CORP COM 94184810 32,238,575 608,275 608,185 90 589,375 18,900
WATKINS JOHNSON CO COM 94248610 1,012,000 25,300 25,300 25,300
WATSCO INC COM 94262220 1,100,760 95,205 95,205 95,205
WATSON PHARMACEUTICA COM 94268310 53,669,044 1,498,633 1,496,183 1,050 1,400 1,403,013 1,400 94,220
WATTS INDS INC CL A 94274910 1,188,496 80,576 80,576 80,576
WAUSAU-MOSINEE PAPER COM 94331510 4,431,500 379,182 377,994 1,188 374,934 1,188 3,060
WAVE SYSTEMS CORP CL A 94352610 2,147,466 179,900 178,500 1,400 179,900
WAVO CORP COM 94402710 380,137 98,100 98,100 98,100
WEATHERFORD INTL INC COM 94707410 25,188,665 630,710 628,585 700 1,425 621,565 1,425 7,720
WEBB DEL CORP COM 94742310 2,058,679 82,761 82,761 82,761
WEBLINK WIRELESS INC CL A 94769A10 2,644,951 170,642 170,642 170,642
WEBSTER FINL CORP CO COM 94789010 11,412,254 484,350 479,868 4,228 254 481,396 254 2,700
WEBTRENDS CORP COM 94844D10 2,821,473 34,833 34,833 34,833
WEINGARTEN RLTY INVS SH BEN INT 94874110 5,387,829 138,373 138,373 138,373
WEIS MKTS INC COM 94884910 3,690,670 84,843 83,984 100 759 82,884 759 1,200
WELLMAN INC COM 94970210 4,181,591 224,515 224,515 222,515 2,000
WELLPOINT HEALTH NET COM 94973H10 83,100,137 1,260,296 1,259,146 1,150 1,163,837 4,000 92,459
WELLS FARGO & CO NEW COM 94974610 1,256,741,078 31,078,989 29,151,081 1,366,680 561,228 28,009,388 598,128 2,471,473
WELLSFORD REAL PPTYS COM 95024010 866,940 101,993 101,993 101,993
WENDYS INTL INC COM 95059010 41,217,333 1,980,460 1,976,753 3,707 1,864,405 3,100 112,955
WERNER ENTERPRISES I COM 95075510 2,454,367 174,539 174,539 174,539
WESBANCO INC COM 95081010 2,672,852 102,802 102,802 102,802
WESCO INTL INC COM 95082P10 1,270,119 143,112 143,112 143,112
WESLEY JESSEN VISION COM 95101810 4,464,780 117,882 117,882 117,882
WEST COAST BANCORP O COM 95214510 886,977 65,702 65,702 65,702
WEST MARINE INC COM 95423510 405,438 49,144 48,644 500 48,644 500
WEST PHARMACEUTICAL COM 95530610 2,057,712 66,513 66,513 66,513
WEST TELESERVICES CO COM 95618810 1,804,892 73,859 73,859 73,859
WESTAMERICA BANCORPO COM 95709010 6,381,201 228,414 228,314 100 226,114 2,300
WESTELL TECHNOLOGIES CL A 95754110 892,680 83,040 83,040 83,040
WESTCORP INC COM 95790710 706,150 48,700 48,700 48,700
WESTERN DIGITAL CORP COM 95810210 1,740,858 415,777 415,777 415,777
WESTERN GAS RES INC COM 95825910 926,347 70,247 70,247 70,247
Page Total 1,805,740,668
</TABLE>
81
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WESTERN PPTYS TR SH BEN INT 95926110 832,161 87,028 87,028 87,028
WESTERN RES INC COM 95942510 4,625,325 273,090 264,665 6,825 1,600 270,390 1,600 1,100
WESTERN WIRELESS COR CL A 95988E20 26,340,551 394,615 384,365 6,750 3,500 390,315 3,500 800
WESTFIELD AMER INC COM 95991010 2,220,740 180,372 180,372 180,372
WESTINGHOUSE AIR BRA COM 96038610 3,475,396 195,797 195,797 195,797
WESTPOINT STEVENS IN COM 96123810 5,261,532 300,659 300,659 296,859 3,800
WESTVACO CORP COM 96154810 492,122,612 15,084,218 15,082,668 1,550 1,501,737 13,464,884 117,597
WESTWOOD ONE INC COM 96181510 24,634,640 324,140 324,040 100 320,840 3,300
WET SEAL INC CL A 96184010 635,125 51,847 51,847 51,847
WEYERHAEUSER CO COM 96216610 297,342,828 4,140,573 4,113,056 12,067 15,450 3,769,739 20,150 350,684
WHIRLPOOL CORP COM 96332010 86,502,271 1,329,536 1,326,086 1,600 1,850 1,214,470 2,950 112,116
WHITEHALL JEWELLERS COM 96506310 1,803,187 48,900 48,900 48,900
WHITMAN CORP NEW COM 96647R10 12,609,858 938,443 938,305 20 118 828,425 118 109,900
WHITNEY HLDG CORP COM 96661210 4,228,551 114,094 114,094 114,094
WHITTMAN-HART INC COM 96683410 6,444,920 120,185 120,185 120,185
WHOLE FOODS MKT INC COM 96683710 6,215,502 134,027 133,247 780 134,027
WILD OATS MARKETS IN COM 96808B10 2,572,516 115,947 115,947 115,947
WILEY JOHN & SONS IN CL A 96822320 52,900,084 3,158,214 154,690 40,020 2,963,504 194,110 2,963,504 600
WILEY JOHN & SONS IN CL B 96822330 21,079,968 1,267,968 1,267,968 1,267,968
WILLAMETTE INDS INC COM 96913310 84,776,548 1,825,625 1,823,825 1,800 1,700,635 2,100 122,890
WILLIAMS COMMUNICATI CL A 96945510 2,548,915 88,085 76,930 11,155 88,085
WILLIAMS COS INC DEL COM 96945710 229,153,570 7,497,990 7,391,818 71,272 34,900 6,831,085 44,900 622,005
WILLIAMS SONOMA INC COM 96990410 12,551,192 272,852 272,852 269,052 3,800
WILMINGTON TRUST COR COM 97180710 9,884,929 204,869 203,469 1,400 202,469 2,400
WIND RIVER SYSTEMS I COM 97314910 6,306,458 172,190 171,190 1,000 172,190
WINDMERE-DURABLE HLD COM 97341110 1,948,285 114,605 114,605 114,605
WINK COMMUNICATIONS COM 97416810 625,665 10,417 10,417 10,417
WINN DIXIE STORES IN COM 97428010 53,111,918 2,218,821 2,217,921 900 2,062,081 4,900 151,840
WINNEBAGO INDS INC COM 97463710 1,673,150 83,399 83,399 83,399
WINSTAR COMMUNICATIO COM 97551510 13,530,326 179,805 178,905 400 500 178,605 500 700
WIRELESS FACILITIES COM 97653A10 458,062 10,500 10,500 10,500
WISCONSIN CENT TRANS COM 97659210 4,925,412 366,556 366,556 363,556 3,000
WISCONSIN ENERGY COR COM 97665710 14,858,516 771,871 743,477 7,950 20,444 741,127 20,444 10,300
WOLVERINE TUBE INC COM 97809310 946,897 67,037 67,037 67,037
WOLVERINE WORLD WIDE COM 97809710 3,863,779 353,276 268,751 78,425 6,100 347,176 6,100
WOODWARD GOVERNOR CO COM 98074510 1,020,250 37,100 37,100 37,100
WORLD ACCESS INC COM 98141A10 4,347,285 225,833 225,833 225,833
Page Total 1,498,378,924
</TABLE>
82
<PAGE>
STATE STREET CORPORATION
25-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion Voting Authority
Issuer Class Number Value Prin Amt Sole Shared as Shared Sole Shared None
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WORLDGATE COMMUNICAT COM 98156L30 2,765,730 58,150 58,150 58,150
WORTHINGTON INDS INC COM 98181110 32,991,686 1,992,011 1,824,731 92,345 74,935 1,784,098 77,135 130,778
WRIGLEY WM JR CO COM 98252610 151,993,414 1,832,637 1,826,045 6,092 500 1,649,592 56,475 126,570
WYNDHAM INTL INC CL A 98310110 2,090,027 711,620 677,620 34,000 711,540 80
WYNNS INTL INC COM 98319510 1,818,946 128,775 128,775 128,775
XCEED INC COM 98388N10 2,199,500 53,000 53,000 53,000
XILINX INC COM 98391910 252,156,523 5,545,680 5,515,680 25,200 4,800 5,061,580 154,600 329,500
XIRCOM INC COM 98392210 38,631,675 515,089 515,089 508,289 6,800
XEROX CORP COM 98412110 680,103,694 29,977,683 29,903,994 57,829 15,860 28,988,182 32,860 956,641
XTRA CORP COM 98413810 3,204,931 75,189 74,989 200 75,189
YAHOO INC COM 98433210 1,884,933,849 4,356,345 4,352,733 3,412 200 3,867,384 125,700 363,261
YANKEE CANDLE INC COM 98475710 272,948 16,733 15,733 1,000 16,733
YANKEE ENERGY SYS IN COM 98477910 2,269,521 51,654 50,830 749 75 51,579 75
YELLOW CORP COM 98550910 7,333,142 436,185 159,985 275,000 1,200 434,985 1,200
YORK INTL CORP NEW COM 98667010 14,084,893 513,354 512,754 600 501,154 12,200
YOUNG & RUBICAM INC COM 98742510 8,745,973 123,618 123,618 123,218 400
YOUNG BROADCASTING I CL A 98743410 2,378,640 46,640 46,640 46,640
ZALE CORP NEW COM 98885810 23,020,985 475,886 475,786 100 466,686 9,200
ZAPATA CORP COM NEW 98907050 314,962 68,100 68,100 68,100
ZEBRA TECHNOLOGIES C CL A 98920710 8,166,834 139,604 137,494 2,110 139,604
ZENITH NATL INS CORP COM 98939010 1,108,325 53,737 53,237 500 53,737
ZIFF-DAVIS INC COM ZD 98951110 2,287,016 144,638 143,938 700 144,638
ZIFF-DAVIS INC COM ZDNET 98951120 1,430,352 68,112 65,112 3,000 68,112
ZIONS BANCORPORATION COM 98970110 39,502,291 667,415 667,415 661,115 6,300
ZIXIT CORP COM 98974P10 3,122,885 78,811 78,811 78,811
ZORAN CORP COM 98975F10 2,834,887 50,850 33,700 16,550 600 50,250 600
ZOMAX INC MINN COM 98992910 2,267,025 50,100 50,100 50,100
Page Total 3,172,030,654
Total Market Value 299,860,413,234
</TABLE>
83
