<PAGE>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington D.C. 20549
Form 13F
Form 13F Cover Page
Report for Calendar Year or Quarter Ended: June 30, 2000
-------------
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: Frederick P. Baughman
---------------------
Title Senior Vice President, Controller and Chief Accounting Officer
--------------------------------------------------------------
Telephone: 617-786-3000
------------
Signature, Place, and Date of Signing:
/s/ Frederick P. Baughman Boston, Massachusetts August 2, 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.)
-------------------------------------------------------------------
13F File Number Name
-------------------------------------------------------------------
28-5798 Roy A. Hammer
-------------------------------------------------------------------
28-1721 George T. Shaw
-------------------------------------------------------------------
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 10
--
Form 13F Information Table Entry Total: 3,352
-----
Form 13F Information Table Value Total: 301,172,166
-----------
(thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other that the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
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No. Form 13F File Number Name
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1 28-1932 Frederick Ballou
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2 28-3602 Francis L. Coolidge
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3 28-2710 F. Davis Dossori, Jr.
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4 28-3488 Nicholas A. Grace
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5 28-5798 Roy A. Hammer
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6 28-6740 Edward J. Joyce
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7 28-5796 George H. Kidder
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8 28-1487 Peter B. Loring
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9 28-4282 Dean Ridlon
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10 28-1721 George T. Shaw
----------------------------------------------------------------------
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R12 6,607,344 126,913 122,223 4,690
ACE LTD ORD G0070K10 2,573,060 91,895 91,895
AMDOCS LTD ORD G0260210 9,744,640 126,966 93,591 31,125 2,250
CORECOMM LTD ORD G2422R10 818,395 41,969 2,836 39,133
EVEREST RE GROUP LTD COM G3223R10 10,038,644 305,358 305,358
FRESH DEL MONTE PROD ORD G3673810 220,453 32,066 32,066
GEMSTAR INTL GROUP L ORD G3788V10 2,888,291 47,000 44,200 2,800
GLOBAL CROSSING LTD COM G3921A10 299,064,586 11,366,091 11,364,031 2,060
INTERWAVE COMMUNCTNS ORD G4911N10 302,400 21,600 21,600
LORAL SPACE & COMMUN COM G5646210 38,575,789 5,560,875 5,547,662 600 12,613
SANTA FE INTL CORP ORD G7805C10 1,869,967 53,524 53,524
TRANSOCEAN SEDCO FOR ORD G9007810 162,310,078 3,037,410 2,953,831 43,873 39,706
CHECK POINT SOFTWARE ORD M2246510 2,387,904 11,277 11,277
ROYAL CARIBBEAN CRUI COM V7780T10 1,280,607 69,222 69,222
TEEKAY SHIPPING MARS COM Y8564W10 5,133,266 156,145 104,300 51,445 400
AAR CORP COM 00036110 2,327,172 193,931 193,781 150
ABC-NACO INC COM 00075210 613,600 76,700 76,700
ACTV INC COM 00088E10 3,880,632 259,800 259,700 100
A D C TELECOMMUNICAT COM 00088610 499,156,983 5,951,201 5,939,389 10,862 950
ADE CORP MASS COM 00089C10 276,356 14,450 14,350 100
ABN AMRO HLDG NV SPONSORED 00093710 1,126,167 45,850 45,850
ABM INDS INC COM 00095710 2,513,072 109,264 108,964 300
ACT MFG INC COM 00097310 1,172,534 25,250 25,150 100
ACT NETWORKS INC COM 00097510 603,292 39,400 39,400
AFLAC INC COM 00105510 216,941,433 4,722,586 4,707,016 14,170 1,400
AGCO CORP COM 00108410 10,110,476 825,345 825,345
AGL RES INC COM 00120410 8,948,450 561,489 559,939 1,550
AHL SVCS INC COM 00129610 306,219 49,995 49,995
AES CORP COM 00130H10 303,780,420 6,658,201 6,647,907 10,294
AK STL HLDG CORP COM 00154710 6,441,224 805,153 800,558 3,845 750
AMB PROPERTY CORP COM 00163T10 9,499,715 416,435 416,435
AMC ENTMT INC COM 00166910 309,562 63,500 63,500
AMFM INC COM 00169310 77,102,670 1,117,430 1,088,619 28,811
AMLI RESIDENTIAL PPT SH BEN INT 00173510 2,549,479 108,203 108,203
AMR CORP COM 00176510 66,958,311 2,532,750 2,529,710 2,840 200
APAC CUSTOMER SERVIC COM 00185E10 713,499 64,500 64,500
AT&T CORP COM 00195710 1,882,290,968 59,519,082 57,917,704 1,231,074 370,304
PAGE TOTAL: 3,641,437,658
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
DAIMLERCHRYSLER AG 126,913
ACE LTD 91,895
AMDOCS LTD 124,716 2,250
CORECOMM LTD 2,836 39,133
EVEREST RE GROUP LTD 299,458 5,900
FRESH DEL MONTE PROD 32,066
GEMSTAR INTL GROUP L 5,300 41,700
GLOBAL CROSSING LTD 10,292,601 110,570 962,920
INTERWAVE COMMUNCTNS 21,600
LORAL SPACE & COMMUN 5,548,262 12,613
SANTA FE INTL CORP 53,524
TRANSOCEAN SEDCO FOR 2,660,982 66,680 309,748
CHECK POINT SOFTWARE 11,277
ROYAL CARIBBEAN CRUI 69,222
TEEKAY SHIPPING MARS 155,745 400
AAR CORP 193,931
ABC-NACO INC 76,700
ACTV INC 259,800
A D C TELECOMMUNICAT 5,402,932 194,550 353,719
ADE CORP MASS 14,450
ABN AMRO HLDG NV 45,850
ABM INDS INC 109,264
ACT MFG INC 25,250
ACT NETWORKS INC 39,400
AFLAC INC 4,277,040 37,600 407,946
AGCO CORP 821,045 4,300
AGL RES INC 557,689 3,800
AHL SVCS INC 49,995
AES CORP 5,959,234 58,450 640,517
AK STL HLDG CORP 793,803 750 10,600
AMB PROPERTY CORP 415,535 900
AMC ENTMT INC 63,500
AMFM INC 1,019,719 97,711
AMLI RESIDENTIAL PPT 108,203
AMR CORP 2,282,138 18,400 232,212
APAC CUSTOMER SERVIC 64,500
AT&T CORP 53,365,273 790,554 5,363,255
</TABLE>
1
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
AT&T CORP COM LIB GR 00195720 359,483,891 14,824,078 14,705,790 43,732 74,556
AT&T CORP COM WIRLES 00195740 16,654,030 597,454 587,000 7,303 3,151
A S V INC COM 00196310 554,371 38,565 38,565
ATMI INC COM 00207R10 7,520,538 161,732 160,232 1,500
ATS MED INC COM 00208310 470,193 32,150 32,150
AVT CORP COM 00242010 1,374,582 186,384 186,384
AVX CORP NEW COM 00244410 6,019,861 262,452 262,452
AXA FINL INC COM 00245110 64,638,284 1,901,126 1,890,872 10,254
AARON RENTS INC COM 00253520 1,269,063 101,024 101,024
ABBOTT LABS COM 00282410 1,242,557,004 27,883,780 26,591,956 654,000 637,824
ABERCROMBIE & FITCH CL A 00289620 10,368,699 850,800 843,814 5,336 1,650
ABGENIX INC COM 00339B10 19,562,187 163,210 162,900 310
ABIOMED INC COM 00365410 521,212 16,950 16,850 100
ABOUT COM INC COM 00373610 1,445,881 45,901 45,901
ACACIA RESH CORP COM 00388110 700,800 29,200 29,200
ACCEPTANCE INS COS I COM 00430810 234,360 46,872 46,872
ACCLAIM ENTMT INC COM PAR $0 00432520 309,950 215,693 215,693
ACCREDO HEALTH INC COM 00437V10 1,740,196 50,350 50,250 100
ACCRUE SOFTWARE INC COM 00437W10 1,819,552 51,255 51,255
ACKERLEY GROUP INC COM 00452710 1,021,662 86,950 86,950
ACLARA BIOSCIENCES I COM 00461P10 1,365,111 26,800 26,800
ACME COMMUNICATION I COM 00463110 285,612 15,650 15,650
ACNIELSEN CORP COM 00483310 11,246,488 511,204 495,128 16,076
ACTIVISION INC NEW COM NEW 00493020 706,550 108,700 108,700
ACTION PERFORMANCE C COM 00493310 434,130 59,880 59,880
ACTEL CORP COM 00493410 10,287,981 225,490 225,490
ACTIVE SOFTWARE INC COM 00504E10 3,566,843 45,913 45,913
ACTUATE CORP COM 00508B10 9,436,700 176,800 176,600 200
ACUSON CORP COM 00511310 3,216,996 238,296 238,196 100
ACXIOM CORP COM 00512510 15,903,154 583,602 583,002 600
ADAC LABS COM NEW 00531320 1,220,400 50,850 48,750 2,100
ADAPTIVE BROADBAND C COM 00650M10 9,021,390 245,480 245,280 200
ADAPTEC INC COM 00651F10 38,595,670 1,696,513 1,694,613 1,900
ADELPHIA BUSINESS SO CL A 00684710 3,328,702 143,559 143,359 200
ADELPHIA COMMUNICATI CL A 00684810 14,113,734 301,093 293,087 5,931 2,075
ADEPT TECHNOLOGY INC COM 00685410 902,275 19,300 19,300
ADMINISTAFF INC COM 00709410 9,526,270 150,020 150,020
ADOBE SYS INC COM 00724F10 287,393,860 2,210,722 2,207,007 3,465 250
ADTRAN INC COM 00738A10 19,417,941 324,308 324,208 100
ADVANCE PARADIGM INC COM 00749110 4,823,650 235,300 224,700 10,600
ADVANCED DIGITAL INF COM 00752510 6,679,196 419,100 419,000 100
PAGE TOTAL: 2,189,738,969
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
AT&T CORP 13,534,289 74,556 1,215,233
AT&T CORP 590,403 3,151 3,900
A S V INC 38,565
ATMI INC 161,732
ATS MED INC 32,150
AVT CORP 186,384
AVX CORP NEW 261,852 600
AXA FINL INC 1,875,035 26,091
AARON RENTS INC 101,024
ABBOTT LABS 23,818,890 1,560,724 2,504,166
ABERCROMBIE & FITCH 841,348 1,650 7,802
ABGENIX INC 162,910 300
ABIOMED INC 16,950
ABOUT COM INC 45,901
ACACIA RESH CORP 29,200
ACCEPTANCE INS COS I 46,872
ACCLAIM ENTMT INC 215,693
ACCREDO HEALTH INC 50,350
ACCRUE SOFTWARE INC 51,255
ACKERLEY GROUP INC 86,950
ACLARA BIOSCIENCES I 26,800
ACME COMMUNICATION I 15,650
ACNIELSEN CORP 507,104 4,100
ACTIVISION INC NEW 108,700
ACTION PERFORMANCE C 59,880
ACTEL CORP 225,490
ACTIVE SOFTWARE INC 45,913
ACTUATE CORP 176,800
ACUSON CORP 236,196 2,100
ACXIOM CORP 576,702 6,900
ADAC LABS 50,850
ADAPTIVE BROADBAND C 245,480
ADAPTEC INC 1,564,201 12,500 119,812
ADELPHIA BUSINESS SO 143,559
ADELPHIA COMMUNICATI 298,251 2,075 767
ADEPT TECHNOLOGY INC 19,300
ADMINISTAFF INC 150,020
ADOBE SYS INC 1,940,358 68,050 202,314
ADTRAN INC 321,508 2,800
ADVANCE PARADIGM INC 235,300
ADVANCED DIGITAL INF 419,100
</TABLE>
2
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
ADVANCED LTG TECHNOL COM 00753C10 801,771 43,339 43,339
ADVANCED MARKETING S COM 00753T10 350,911 19,033 19,033
ADVANCED FIBRE COMMU COM 00754A10 26,212,312 578,485 578,165 320
ADVANCED RADIO TELEC COM 00754U10 2,549,868 174,350 174,150 200
ADVANCED TISSUE SCIE COM 00755F10 1,163,691 144,900 144,900
ADVEST GROUP INC COM 00756610 688,827 32,900 32,800 100
ADVANTAGE LEARNING S COM 00757K10 1,039,134 67,586 67,586
ADVO INC COM 00758510 10,980,018 261,429 261,329 100
AEROFLEX INC COM 00776810 7,346,222 147,850 147,750 100
ADVANCED MICRO DEVIC COM 00790310 184,987,716 2,394,663 2,390,378 4,185 100
AEGON N V ORD AMER R 00792410 3,006,643 84,397 79,618 4,779
ADVANTA CORP CL A 00794210 1,872,313 153,632 153,632
ADVANCED ENERGY INDS COM 00797310 10,392,007 176,324 176,193 131
ADVENT SOFTWARE INC COM 00797410 11,118,510 172,380 172,260 120
AETHER SYS INC COM 00808V10 9,023,280 44,016 44,016
AETNA INC COM 00811710 154,090,778 2,400,654 2,394,729 4,982 943
AFFILIATED COMPUTER CL A 00819010 11,414,093 345,233 344,763 470
AFFILIATED MANAGERS COM 00825210 7,884,695 173,290 173,090 200
AFFYMETRIX INC COM 00826T10 19,205,853 116,311 116,101 210
AFTERMARKET TECHNOLO COM 00831810 719,950 84,700 84,700
AGENCY COM LTD COM 00844710 4,753,559 266,874 18,300 124,297 124,277
AGILENT TECHNOLOGIES COM 00846U10 586,749,321 7,955,923 7,399,940 289,667 266,316
AGILE SOFTWARE CORP COM 00846X10 3,617,760 51,180 51,180
AGRIBRANDS INTL INC COM 00849R10 2,973,165 70,896 69,900 996
AIR PRODS & CHEMS IN COM 00915810 496,900,009 16,126,834 15,714,248 242,726 169,860
AIRBORNE FGHT CORP COM 00926610 9,528,454 503,166 502,116 450 600
AIRGAS INC COM 00936310 3,984,471 700,628 700,628
AIRGATE PCS INC COM 00936710 1,125,930 21,421 21,421
AIRNET COMMUNICATION COM 00941P10 425,811 16,299 12,100 2,199 2,000
AIRTRAN HLDGS INC COM 00949P10 1,468,950 353,453 353,453
AKAMAI TECHNOLOGIES COM 00971T10 36,123,632 304,240 66,703 437 237,100
AKZO NOBEL NV SPONSORED 01019930 1,446,512 34,390 34,390
ALABAMA NATL BANCORP COM 01031710 1,235,278 62,350 62,350
ALAMOSA PCS HOLDINGS COM 01159310 843,350 40,400 39,400 1,000
ALASKA AIR GROUP INC COM 01165910 7,344,446 270,763 269,263 1,500
ALASKA COMMUNICATION COM 01167P10 232,400 22,400 22,400
ALBANY INTL CORP CL A 01234810 3,238,430 223,340 222,914 426
ALBANY MOLECULAR RES COM 01242310 6,679,419 122,700 122,700
ALBEMARLE CORP COM 01265310 10,606,954 537,061 535,931 1,050 80
ALBERTO CULVER CO CL B CONV 01306810 26,108,994 854,296 853,496 800
ALBERTSONS INC COM 01310410 232,320,476 6,987,082 6,930,730 34,511 21,841
PAGE TOTAL: 1,902,555,913
<CAPTION>
Name of Voting Authority
-------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
ADVANCED LTG TECHNOL 43,339 800
ADVANCED MARKETING S 19,033
ADVANCED FIBRE COMMU 577,685
ADVANCED RADIO TELEC 174,350
ADVANCED TISSUE SCIE 144,900
ADVEST GROUP INC 32,900
ADVANTAGE LEARNING S 67,586
ADVO INC 261,429
AEROFLEX INC 147,850
ADVANCED MICRO DEVIC 2,206,986 19,500 168,177
AEGON N V 81,090 3,307
ADVANTA CORP 153,632
ADVANCED ENERGY INDS 176,324
ADVENT SOFTWARE INC 172,380
AETHER SYS INC 43,816 200
AETNA INC 2,170,804 15,343 214,507
AFFILIATED COMPUTER 341,333 3,900
AFFILIATED MANAGERS 173,290
AFFYMETRIX INC 116,111 200
AFTERMARKET TECHNOLO 84,700
AGENCY COM LTD 142,597 124,277
AGILENT TECHNOLOGIES 6,722,674 527,959 705,290
AGILE SOFTWARE CORP 50,880 300
AGRIBRANDS INTL INC 70,896
AIR PRODS & CHEMS IN 3,758,460 11,997,459 370,915
AIRBORNE FGHT CORP 499,066 600 3,500
AIRGAS INC 695,928 4,700
AIRGATE PCS INC 21,421
AIRNET COMMUNICATION 14,299 2,000
AIRTRAN HLDGS INC 353,453
AKAMAI TECHNOLOGIES 66,640 237,100 500
AKZO NOBEL NV 34,390
ALABAMA NATL BANCORP 62,350
ALAMOSA PCS HOLDINGS 40,400
ALASKA AIR GROUP INC 267,263 1,500 2,000
ALASKA COMMUNICATION 22,400
ALBANY INTL CORP 221,227 2,113
ALBANY MOLECULAR RES 122,700
ALBEMARLE CORP 470,765 63,096 3,200
ALBERTO CULVER CO 785,776 8,800 59,720
ALBERTSONS INC 6,252,307 79,441 655,334
</TABLE>
3
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
ALCAN ALUMINIUM LTD COM 01371610 90,138,607 2,907,997 2,906,997 700
ALCOA INC COM 01381710 471,441,951 16,256,619 16,188,309 58,758 9,552
ALCATEL SPONSORED 01390430 5,076,410 76,337 66,765 9,572
ALEXANDER & BALDWIN COM 01448210 9,536,851 432,275 432,155 120
ALEXANDERS INC COM 01475210 1,938,048 26,458 26,458
ALEXANDRIA REAL ESTA COM 01527110 12,984,072 378,412 323,507 54,905
ALEXION PHARMACEUTIC COM 01535110 2,564,061 35,861 35,361 500
ALFA CORP COM 01538510 4,494,892 256,851 256,851
ALGOS PHARMACEUTICAL COM 01586910 1,307,611 85,745 85,745
ALKERMES INC COM 01642T10 14,880,378 315,764 313,364 2,400
ALLAIRE CORP COM 01671410 4,324,152 117,664 117,164 300 200
ALLEGHANY CORP DEL COM 01717510 5,872,272 34,954 33,714 1,240
ALLEGHENY ENERGY INC COM 01736110 28,072,159 1,025,467 1,010,699 4,668 10,100
ALLEGHENY TECHNOLOGI COM 01741R10 26,294,112 1,460,784 1,456,381 3,953 450
ALLEGIANCE TELECOM I COM 01747T10 34,527,104 539,486 511,577 25,009 2,900
ALLEN TELECOM INC COM 01809110 3,462,389 195,759 195,759
ALLERGAN INC COM 01849010 161,017,744 2,161,312 2,156,232 4,280 800
ALLIANCE BANCORP COM 01852J10 627,893 38,200 38,200
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 3,085,681 65,048 63,188 400 1,460
ALLIANCE SEMICONDUCT COM 01877H10 4,424,844 180,150 180,050 100
ALLIANCE PHARMACEUTI COM 01877310 1,111,500 98,800 98,800
ALLIANT CORP COM 01880210 19,330,324 743,474 717,961 11,250 14,263
ALLIANT TECHSYSTEMS COM 01880410 9,546,246 141,558 141,288 270
ALLIED CAP CORP NEW COM 01903Q10 7,945,001 467,353 454,289 13,064
ALLIED RISER COMMUNI COM 01949610 1,649,997 116,814 116,314 500
ALLIED WASTE INDS IN COM PAR$.0 01958930 33,367,640 3,336,764 3,330,164 6,600
ALLMERICA FINL CORP COM 01975410 28,197,024 538,368 529,532 7,505 1,331
ALLSCRIPTS INC COM 01988610 1,145,722 49,814 49,814
ALLSTATE CORP COM 02000210 283,864,521 12,757,956 12,715,614 24,774 17,568
ALLTEL CORP COM 02003910 365,323,130 5,898,302 5,399,106 426,545 72,651
ALLTRISTA CORP COM 02004010 505,732 23,660 22,860 800
ALPHA INDS INC COM 02075310 9,694,521 220,020 219,800 220
ALPHARMA INC CL A 02081310 18,380,744 295,273 295,073 200
ALPINE GROUP INC COM 02082510 339,525 50,300 50,300
ALTERA CORP COM 02144110 395,759,393 3,882,392 3,860,817 13,275 8,300
ALTEON WEBSYSTEMS IN COM 02145A10 5,586,361 55,829 55,129 700
ALZA CORP DEL COM 02261510 92,900,038 1,571,248 1,559,845 10,603 800
AMAZON COM INC COM 02313510 42,130,961 1,160,249 1,158,233 2,016
AMBAC FINL GROUP INC COM 02313910 38,478,626 702,011 698,791 3,220
AMCOL INTL CORP COM 02341W10 2,853,411 172,934 172,934
AMERADA HESS CORP COM 02355110 95,079,192 1,539,744 1,533,969 2,200 3,575
PAGE TOTAL: 2,339,260,840
<CAPTION>
Name of Voting Authority
-------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
ALCAN ALUMINIUM LTD 2,646,929 27,400 233,368
ALCOA INC 14,770,292 122,324 1,364,003
ALCATEL 75,769 568
ALEXANDER & BALDWIN 428,975 3,300
ALEXANDERS INC 26,458
ALEXANDRIA REAL ESTA 378,412
ALEXION PHARMACEUTIC 35,861
ALFA CORP 256,851
ALGOS PHARMACEUTICAL 85,745
ALKERMES INC 315,264 500
ALLAIRE CORP 117,464 200
ALLEGHANY CORP DEL 34,954
ALLEGHENY ENERGY INC 1,001,267 10,100 14,100
ALLEGHENY TECHNOLOGI 1,317,340 11,550 131,894
ALLEGIANCE TELECOM I 534,936 2,900 1,650
ALLEN TELECOM INC 195,759
ALLERGAN INC 1,903,690 82,400 175,222
ALLIANCE BANCORP 38,200
ALLIANCE CAP MGMT HL 63,588 1,460
ALLIANCE SEMICONDUCT 180,150
ALLIANCE PHARMACEUTI 98,800
ALLIANT CORP 722,211 14,263 7,000
ALLIANT TECHSYSTEMS 141,558
ALLIED CAP CORP NEW 454,289 13,064
ALLIED RISER COMMUNI 116,814
ALLIED WASTE INDS IN 3,027,784 28,100 280,880
ALLMERICA FINL CORP 530,648 1,331 6,389
ALLSCRIPTS INC 49,814
ALLSTATE CORP 11,562,747 115,898 1,079,311
ALLTEL CORP 5,426,524 112,151 359,627
ALLTRISTA CORP 23,660
ALPHA INDS INC 219,620 400
ALPHARMA INC 295,273
ALPINE GROUP INC 50,300
ALTERA CORP 3,532,487 123,500 226,405
ALTEON WEBSYSTEMS IN 55,529 300
ALZA CORP DEL 1,403,324 57,600 110,324
AMAZON COM INC 1,002,936 157,313
AMBAC FINL GROUP INC 692,111 9,900
AMCOL INTL CORP 172,934
AMERADA HESS CORP 1,404,408 14,175 121,161
</TABLE>
4
<PAGE>
STATE STEET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
AMERCO COM 02358610 1,234,200 61,710 61,610 100
AMEREN CORP COM 02360810 76,807,777 2,275,786 2,271,563 3,311 912
AMERICA ONLINE INC D COM 02364J10 2,142,357,582 40,661,977 40,443,698 192,016 26,263
AMERICA WEST HLDG CO CL B 02365720 3,666,394 214,096 213,996 100
AMCORE FINL INC COM 02391210 3,483,656 190,239 190,239
AMERICAN AXLE & MFG COM 02406110 1,065,770 75,123 74,853 70 200
AMERICAN CLASSIC VOY COM 02492810 1,429,312 69,300 69,200 100
AMERICAN CAPITAL STR COM 02493710 1,261,793 52,850 52,850
AMERICAN EAGLE OUTFI COM 02553E10 3,926,888 280,492 280,292 200
AMERICAN ELEC PWR IN COM 02553710 163,061,954 5,504,201 5,471,302 14,075 18,824
AMERICAN EXPRESS CO COM 02581610 1,279,996,147 24,556,281 23,916,450 496,903 142,928
AMERICAN FINL GROUP COM 02593210 10,110,964 407,503 403,497 4,006
AMERICAN FINL HLDGS COM 02607510 795,337 50,100 50,100
AMERICAN FREIGHTWAYS COM 02629V10 4,109,561 283,418 283,418
AMERICAN GENERAL COR COM 02635110 276,228,130 4,528,330 4,163,047 251,154 114,129
AMERICAN GREETINGS C CL A 02637510 19,763,610 1,040,190 1,038,140 2,050
AMERICAN HOME PRODS COM 02660910 1,389,102,037 23,644,290 22,208,410 736,074 699,806
AMERICAN INDL PPTYS COM NEW 02679120 1,455,080 107,291 107,291
AMERICAN INTL GROUP COM 02687410 3,263,749,442 27,776,591 25,934,432 1,159,547 682,612
AMERICAN ITALIAN PAS CL A 02707010 2,500,023 120,850 120,750 100
AMERICAN MGMT SYS IN COM 02735210 28,493,128 867,952 846,552 400 21,000
AMERICAN NATL CAN GR COM 02771410 340,756 20,193 20,193
AMERICAN NATL INS CO COM 02859110 3,217,845 63,095 62,495 600
AMERICAN RETIREMENT COM 02891310 411,332 73,954 73,954
AMERICAN PWR CONVERS COM 02906610 130,450,334 3,196,372 3,190,712 4,660 1,000
AMERICAN STD COS INC COM 02971210 31,773,442 774,962 773,912 1,050
AMERICAN STS WTR CO COM 02989910 2,109,275 70,900 70,900
AMERICAN TOWER CORP CL A 02991220 27,955,135 670,596 572,226 87,070 11,300
AMERICAN SUPERCONDUC COM 03011110 8,533,977 176,870 142,700 33,895 275
AMERICAN TELESOURCE COM 03018P10 455,095 72,100 72,100
AMERICAN WTR WKS INC COM 03041110 21,548,975 861,959 857,459 4,500
AMERICAN WOODMARK CO COM 03050610 680,764 33,208 33,097 111
AMERICAN XTAL TECHNO COM 03051410 4,815,887 111,350 111,350
AMERICREDIT CORP COM 03060R10 18,959,760 1,115,280 1,115,220 60
AMERIPATH INC COM 03071D10 1,036,600 116,800 116,800
AMERISOURCE HEALTH C CL A 03071P10 21,657,995 698,645 698,305 340
AMERITRADE HLDG CORP CL A 03072H10 3,913,498 336,645 335,745 900
AMERUS LIFE HLDGS IN COM 03073210 2,211,226 107,211 107,211
AMES DEPT STORES INC COM NEW 03078950 1,495,440 192,960 192,960
AMETEK INC NEW COM 03110010 7,524,440 429,968 412,968 3,400 13,600
AMGEN INC COM 03116210 1,281,683,571 18,244,606 17,982,848 162,936 98,822
PAGE TOTAL: 10,245,374,132
<CAPTION>
Name of Voting Authority
-------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
AMERCO 61,710
AMEREN CORP 2,093,252 21,012 161,522
AMERICA ONLINE INC D 35,634,514 1,354,323 3,673,140
AMERICA WEST HLDG CO 214,096
AMCORE FINL INC 190,239
AMERICAN AXLE & MFG 74,923 200
AMERICAN CLASSIC VOY 69,300
AMERICAN CAPITAL STR 52,850
AMERICAN EAGLE OUTFI 277,192 3,300
AMERICAN ELEC PWR IN 4,934,587 65,904 503,710
AMERICAN EXPRESS CO 22,083,597 315,048 2,157,636
AMERICAN FINL GROUP 402,003 5,500
AMERICAN FINL HLDGS 50,100
AMERICAN FREIGHTWAYS 283,418
AMERICAN GENERAL COR 4,094,521 147,729 286,080
AMERICAN GREETINGS C 971,750 8,200 60,240
AMERICAN HOME PRODS 20,121,716 1,415,406 2,107,168
AMERICAN INDL PPTYS 107,291
AMERICAN INTL GROUP 24,414,112 881,969 2,480,510
AMERICAN ITALIAN PAS 120,850
AMERICAN MGMT SYS IN 844,752 21,000 2,200
AMERICAN NATL CAN GR 20,193
AMERICAN NATL INS CO 62,595 500
AMERICAN RETIREMENT 73,954
AMERICAN PWR CONVERS 2,788,012 110,900 297,460
AMERICAN STD COS INC 764,562 10,400
AMERICAN STS WTR CO 70,900
AMERICAN TOWER CORP 657,596 11,300 1,700
AMERICAN SUPERCONDUC 176,595 275
AMERICAN TELESOURCE 72,100
AMERICAN WTR WKS INC 853,659 8,300
AMERICAN WOODMARK CO 33,208
AMERICAN XTAL TECHNO 111,350
AMERICREDIT CORP 1,106,780 8,500
AMERIPATH INC 116,800
AMERISOURCE HEALTH C 698,645
AMERITRADE HLDG CORP 330,145 6,500
AMERUS LIFE HLDGS IN 107,211
AMES DEPT STORES INC 192,960
AMETEK INC NEW 414,068 13,600 2,300
AMGEN INC 15,865,629 701,922 1,677,055
</TABLE>
5
<PAGE>
STATE STEET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
AMKOR TECHNOLOGY INC COM 03165210 24,130,808 683,360 682,930 430
AMPEX CORP DEL CL A 03209210 343,304 203,500 203,500
AMPHENOL CORP NEW CL A 03209510 22,220,034 335,716 335,496 220
AMSOUTH BANCORPORATI COM 03216510 101,678,582 6,455,783 6,376,380 50,647 28,756
AMTRAN INC COM 03234G10 236,303 19,000 19,000
AMYLIN PHARMACEUTICA COM 03234610 2,101,880 138,400 138,400
ANADARKO PETE CORP COM 03251110 137,496,945 2,788,306 2,386,369 329,162 72,775
ANADIGICS INC COM 03251510 6,531,388 191,750 191,550 200
ANALOG DEVICES INC COM 03265410 500,665,352 6,587,702 6,439,102 138,202 10,398
ANALOGIC CORP COM PAR $0 03265720 1,771,320 44,283 44,183 100
ANALYSTS INTL CORP COM 03268110 1,339,233 143,818 143,818
ANAREN MICROWAVE INC COM 03274410 3,530,194 26,900 26,900
ANCHOR BANCORP WIS I COM 03283910 2,647,352 172,894 172,794 100
ANCHOR GAMING COM 03303710 2,648,854 55,257 55,257
ANCOR COMMUNICATIONS COM 03332K10 6,960,421 194,610 194,400 210
ANDOVER BANCORP INC COM 03425810 1,473,733 51,150 51,050 100
ANDREW CORP COM 03442510 47,679,217 1,420,631 1,419,791 840
ANDRX CORP COM 03455110 11,328,128 177,218 177,118 100
ANESTA CORP COM 03460310 1,878,062 75,500 75,500
ANHEUSER BUSCH COS I COM 03522910 645,300,758 8,640,068 8,496,109 61,409 82,550
ANICOM INC COM 03525010 370,440 98,784 95,800 2,984
ANIXTER INTL INC COM 03529010 4,109,858 155,089 154,669 420
ANNTAYLOR STORES COR COM 03611510 4,903,030 148,016 147,816 200
ANSOFT CORP COM 03638410 465,550 46,555 36,555 10,000
ANTEC CORP COM 03664P10 11,658,099 280,499 280,299 200
ANSWERTHINK CONSULTI COM 03691610 3,504,716 210,810 210,810
AON CORP COM 03738910 129,526,365 4,169,930 4,148,236 8,908 12,786
APACHE CORP COM 03741110 122,702,122 2,086,345 2,037,144 42,851 6,350
APARTMENT INVT & MGM CL A 03748R10 23,565,238 544,861 493,511 51,350
APEX INC COM 03754810 6,353,025 145,212 144,850 362
APHTON CORP COM 03759P10 842,025 32,700 32,700
APOGEE ENTERPRISES I COM 03759810 4,063,894 1,150,919 1,150,919
APOLLO GROUP INC CL A 03760410 15,949,248 569,616 569,016 600
APPLE COMPUTER INC COM 03783310 352,281,687 6,726,142 6,711,176 11,166 3,800
APPLEBEES INTL INC COM 03789910 12,812,852 422,699 411,299 400 11,000
APRIA HEALTHCARE GRO COM 03793310 6,694,747 546,510 546,510
APPLIED GRAPHICS TEC COM 03793710 472,608 111,202 52,207 58,995
APPLIED ANALYTICAL I COM 03793910 430,290 44,850 44,850
APPLICA INC COM 03815A10 1,739,842 153,805 153,805
APPLIED INDL TECHNOL COM 03820C10 2,799,420 170,957 170,957
APPLIED MICRO CIRCUI COM 03822W10 46,278,397 468,642 457,974 460 10,208
PAGE TOTAL: 2,273,485,321
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
AMKOR TECHNOLOGY INC 682,360 1,000
AMPEX CORP DEL 203,500
AMPHENOL CORP NEW 335,316 400
AMSOUTH BANCORPORATI 5,956,948 80,256 418,579
AMTRAN INC 19,000
AMYLIN PHARMACEUTICA 138,400
ANADARKO PETE CORP 2,553,624 89,360 145,322
ANADIGICS INC 191,750
ANALOG DEVICES INC 5,965,198 214,798 407,706
ANALOGIC CORP 44,283
ANALYSTS INTL CORP 143,818
ANAREN MICROWAVE INC 26,900
ANCHOR BANCORP WIS I 172,894
ANCHOR GAMING 55,257
ANCOR COMMUNICATIONS 194,610
ANDOVER BANCORP INC 51,150
ANDREW CORP 1,333,497 10,200 76,934
ANDRX CORP 176,018 1,200
ANESTA CORP 75,500
ANHEUSER BUSCH COS I 7,559,309 330,750 750,009
ANICOM INC 95,800 2,984
ANIXTER INTL INC 155,089
ANNTAYLOR STORES COR 148,016
ANSOFT CORP 36,555 10,000
ANTEC CORP 277,799 2,700
ANSWERTHINK CONSULTI 210,810
AON CORP 3,777,127 46,686 346,117
APACHE CORP 1,914,968 20,935 150,442
APARTMENT INVT & MGM 544,161 700
APEX INC 142,412 2,800
APHTON CORP 32,700
APOGEE ENTERPRISES I 105,923 1,044,996
APOLLO GROUP INC 563,266 6,350
APPLE COMPUTER INC 6,106,825 46,640 572,677
APPLEBEES INTL INC 411,699 11,000
APRIA HEALTHCARE GRO 542,710 3,800
APPLIED GRAPHICS TEC 111,202
APPLIED ANALYTICAL I 44,850
APPLICA INC 153,805
APPLIED INDL TECHNOL 170,957
APPLIED MICRO CIRCUI 456,634 10,208 1,800
</TABLE>
6
<PAGE>
STATE STREET CORPORATION
28-399
<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 MATLS INC COM 03822210 1,413,434,987 15,596,524 15,145,335 402,249 48,940 13,758,332 516,440 1,321,752
APPLIED PWR INC CL A 03822510 9,074,379 270,877 270,577 300 270,877
APPLIED SCIENCE & TE COM 03823610 547,256 21,150 21,150 21,150
APPLIEDTHEORY CORP COM 03828R10 667,560 44,504 44,504 44,504
APPNET INC COM 03831Q10 3,065,004 85,139 84,939 200 85,139
APTARGROUP INC COM 03833610 20,333,268 753,084 216,190 370,414 166,480 586,604 166,480
ARACRUZ CELULOSE S A SPON ADR C 03849620 251,056 13,000 13,000 13,000
ARADIGM CORP COM 03850510 560,735 32,042 32,042 32,042
ARCH CAP GROUP LTD COM 03937L10 970,815 64,994 64,994 64,994
ARCH CHEMICALS INC COM 03937R10 81,642,553 3,732,231 3,732,231 133,482 3,598,749
ARCH COAL INC COM 03938010 1,652,113 214,923 214,097 385 441 213,363 466 1,094
ARCH COMMUNICATIONS COM NEW 03938150 630,149 96,946 94,946 2,000 96,946
ARCHER DANIELS MIDLA COM 03948310 99,468,757 10,137,460 10,105,713 27,095 4,652 9,058,539 86,837 992,084
ARCHSTONE CMNTYS TR SH BEN INT 03958110 13,093,950 621,686 607,436 14,250 618,986 2,700
ARCTIC CAT INC COM 03967010 1,379,495 116,168 116,168 116,168
ARDEN RLTY GROUP INC COM 03979310 7,898,867 336,122 336,022 100 336,122
AREA BANCSHARES CORP COM 03987210 1,545,775 69,280 69,280 69,280
AREMISSOFT CORP DEL COM 04002610 623,620 20,036 20,036 20,036
ARGONAUT GROUP INC COM 04015710 2,238,956 130,742 130,242 500 130,742
ARGOSY GAMING CO COM 04022810 7,749,562 539,100 539,100 539,100
ARGUSS COMMUNICATION COM 04028210 2,127,514 112,716 62,050 50,666 112,716
ARIAD PHARMACEUTICAL COM 04033A10 386,048 29,000 28,400 600 29,000
ARIBA INC COM 04033V10 29,639,804 302,302 301,202 1,100 300,602 1,700
ARKANSAS BEST CORP D COM 04079010 280,968 28,275 28,275 28,275
ARMOR HOLDINGS INC COM 04226010 286,000 22,000 22,000 22,000
ARMSTRONG HLDGS INC COM 04238410 11,118,226 726,112 724,212 1,900 656,995 4,400 64,717
ARNOLD INDS INC COM 04259510 2,607,683 216,190 216,090 100 214,490 1,700
ARROW ELECTRS INC COM 04273510 27,155,256 875,976 874,196 1,780 866,576 9,400
ARROW INTL INC COM 04276410 4,737,938 141,431 141,331 100 141,431
ART TECHNOLOGY GROUP COM 04289L10 10,732,227 106,326 106,026 300 105,726 600
ARTESYN TECHNOLOGIES COM 04312710 6,218,707 223,598 223,498 100 223,598
ARTHROCARE CORP COM 04313610 1,405,800 26,400 26,400 26,400
ARVIN INDS INC COM 04333910 4,697,557 270,363 270,103 260 268,663 1,700
ASHLAND INC COM 04420410 42,732,583 1,218,772 1,213,409 3,515 1,848 1,122,431 10,948 85,393
ASHTON TECHNOLOGY GR COM 04508410 264,207 92,900 92,900 92,900
ASK JEEVES INC COM 04517410 956,671 52,966 52,966 52,966
ASPECT COMMUNICATION COM 04523Q10 12,900,232 328,150 327,950 200 327,550 600
ASPECT MED SYS INC COM 04523510 332,100 12,300 12,300 12,300
ASPEN TECHNOLOGY INC COM 04532710 6,860,161 178,186 178,086 100 178,186
ASSOCIATED BANC CORP COM 04548710 13,421,992 615,349 614,574 775 609,357 5,992
ASSOCIATED ESTATES R COM 04560410 494,116 70,588 70,588 70,588
PAGE TOTAL: 1,846,184,647
</TABLE>
7
<PAGE>
STATE STREET CORPORATION
28-399
<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>
AT HOME CORP COM SER A 04591910 17,549,146 845,742 837,002 8,640 100 838,842 100 6,800
ASSOCIATES FIRST CAP CL A 04600810 272,710,338 12,222,586 12,104,575 90,996 27,015 11,210,924 121,715 889,947
ASTEC INDS INC COM 04622410 2,593,908 102,223 102,023 200 102,223
ASTORIA FINL CORP COM 04626510 73,069,693 2,837,658 453,850 2,383,808 2,833,758 3,900
ASTRAZENECA PLC SPONSORED 04635310 2,140,534 46,033 32,578 13,455 46,033
ASYST TECHNOLOGY COR COM 04648X10 7,068,515 206,380 206,360 20 206,380
ATLANTIC COAST AIRLI COM 04839610 2,613,977 82,330 82,230 100 82,330
ATLAS AIR INC COM 04916410 6,685,413 186,353 145,848 40,080 425 185,928 425
ATMEL CORP COM 04951310 65,300,388 1,770,858 1,763,138 4,720 3,000 1,745,758 3,000 22,100
ATMOS ENERGY CORP COM 04956010 3,636,377 207,793 207,693 100 207,793
ATWOOD OCEANICS INC COM 05009510 6,379,438 143,762 143,562 200 143,762
AUDIOVOX CORP CL A 05075710 776,383 35,191 35,191 35,191
AURORA FOODS INC COM 05164B10 434,976 108,744 108,744 108,744
AURORA BIOSCIENCES C COM 05192010 3,447,057 50,553 50,553 50,553
AUSPEX SYS INC COM 05211610 560,843 113,600 113,600 113,600
AUTOBYTEL COM INC COM 05275N10 214,862 34,903 34,903 34,903
AUTODESK INC COM 05276910 31,163,841 898,430 897,030 1,400 826,300 7,800 64,330
AUTOLIV INC COM 05280010 12,375,375 514,312 493,696 12,418 8,198 504,701 8,198 1,413
AUTOMATIC DATA PROCE COM 05301510 761,386,615 14,215,052 11,509,431 1,766,365 939,256 11,922,806 1,306,456 985,790
AUTONATION INC COM 05329W10 12,484,923 1,767,902 1,765,652 2,250 1,757,502 10,400
AUTOZONE INC COM 05333210 45,671,340 2,075,970 2,072,930 3,040 1,909,510 18,000 148,460
AVANEX CORP COM 05348W10 2,578,595 27,001 26,600 401 27,001
AVALONBAY CMNTYS INC COM 05348410 21,597,316 517,301 467,851 49,450 516,301 1,000
AVANT CORP COM 05348710 5,115,580 273,064 273,064 273,064
AVANT IMMUNOTHERAPEU COM 05349110 1,066,762 101,000 101,000 101,000
AVENTIS SPONSORED 05356110 1,044,892 14,400 14,400 14,400
AVERY DENNISON CORP COM 05361110 144,147,379 2,147,447 1,908,124 197,373 41,950 1,848,261 106,250 192,936
AVIALL INC NEW COM 05366B10 349,045 70,700 70,700 70,700
AVID TECHNOLOGY INC COM 05367P10 1,824,372 152,031 152,031 152,031
AVIATION SALES CO COM 05367210 261,809 42,316 42,316 42,316
AVIGEN INC COM 05369010 1,587,660 36,186 36,186 36,186
AVIRON COM 05376210 3,510,641 113,705 108,870 4,720 115 113,590 115
AVISTA CORP COM 05379B10 5,225,816 299,697 299,697 299,697
AVIS GROUP HLDGS INC COM 05379010 2,998,781 159,935 159,835 100 159,935
AVNET INC COM 05380710 25,702,590 433,799 432,651 712 436 410,248 436 23,115
AVON PRODS INC COM 05430310 180,010,109 4,045,171 4,009,730 33,366 2,075 3,528,814 138,875 377,482
AWARE INC MASS COM 05453N10 5,947,371 116,330 116,030 300 116,330
AXA SPONSORED 05453610 4,029,417 50,645 38,900 11,745 50,645
AXENT TECHNOLOGIES I COM 05459C10 11,054,986 445,550 445,550 445,550
AZTAR CORP COM 05480210 8,271,497 533,645 533,645 532,225 1,420
BB&T CORP COM 05493710 132,804,305 5,562,484 5,556,924 5,560 5,127,798 43,900 390,786
PAGE TOTAL: 1,887,392,865
</TABLE>
8
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
AZURIX CORP COM 05501M10 537,607 76,801 76,801
B A S F A G SPONSORED 05526250 641,962 15,900 15,900
BHC COMMUNICATIONS I CL A 05544810 7,228,664 47,557 47,337 220
BISYS GROUP INC COM 05547210 7,502,569 121,993 121,703 290
BJS WHOLESALE CLUB I COM 05548J10 35,020,755 1,061,235 1,057,735 3,500
BJ SVCS CO COM 05548210 48,653,937 778,463 778,013 450
BMC INDS INC MINN COM 05560710 423,666 104,300 104,300
BOK FINL CORP COM NEW 05561Q20 1,563,018 89,000 89,000
BP AMOCO P L C SPONSORED 05562210 3,641,770,501 64,385,462 64,368,111 17,351
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 238,728 19,999 19,999
BRE PROPERTIES INC CL A 05564E10 8,855,529 306,685 306,685
BSB BANCORP COM 05565210 1,234,334 61,526 61,526
BT FINL CORP COM 05576310 1,888,892 109,501 109,501
BMC SOFTWARE INC COM 05592110 143,929,088 3,944,992 3,938,342 6,650
BACOU USA INC COM 05643910 729,200 36,460 36,380 80
BAKER HUGHES INC COM 05722410 196,961,312 6,155,041 5,936,221 206,497 12,323
BALDOR ELEC CO COM 05774110 3,559,349 191,106 190,986 120
BALDWIN & LYONS INC CL B 05775520 1,384,888 81,168 81,168
BALL CORP COM 05849810 16,405,939 509,707 505,732 3,975
BALLY TOTAL FITNESS COM 05873K10 4,165,560 164,160 163,860 300
BANCFIRST CORP COM 05945F10 876,645 27,830 27,830
BANCFIRST CORP ZANES COM 05945010 387,301 23,652 23,652
BANCO SANTANDER CENT ADR 05964H10 1,717,114 165,505 117,730 47,775
BANCORPSOUTH INC COM 05969210 5,458,390 388,166 388,166
BANCWEST CORP NEW COM 05979010 6,928,129 421,496 421,296 200
BANDAG INC COM 05981510 3,922,001 161,732 161,732
BANK OF AMERICA CORP COM 06050510 1,284,515,049 29,872,443 29,523,169 284,953 64,321
BANK OF GRANITE CORP COM 06240110 1,806,049 78,953 75,197 3,756
BANK NEW YORK INC COM 06405710 591,461,818 12,719,609 12,550,713 63,224 105,672
BANK ONE CORP COM 06423A10 530,318,617 19,965,312 19,859,461 70,818 35,033
BANK TOKYO-MITSUBISH SPONSORED 06537910 9,033,670 745,045 689,880 55,165
BANK UTD CORP CL A 06541210 17,568,763 499,297 499,097 200
BANKATLANTIC BANCORP CL B 06590810 1,320,465 224,760 224,760
BANKNORTH GROUP INC COM 06646R10 21,956,703 1,433,954 1,317,354 64,673 51,927
BANTA CORP COM 06682110 5,251,324 277,305 260,570 13,285 3,450
BARCLAYS PLC ADR 06738E20 1,655,000 16,550 16,550
BARD C R INC COM 06738310 40,608,981 843,823 831,323 12,500
BARNES & NOBLE INC COM 06777410 10,996,217 494,212 491,162 3,050
BARNES GROUP INC COM 06780610 1,794,580 110,016 110,016
BARNESANDNOBLE COM I CL A 06784610 999,700 153,070 151,870 1,200
BARRICK GOLD CORP COM 06790110 94,916,898 5,218,942 5,217,242 1,700
PAGE TOTAL: 6,756,188,912
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
AZURIX CORP 76,801
B A S F A G 15,900
BHC COMMUNICATIONS I 47,557
BISYS GROUP INC 121,693 300
BJS WHOLESALE CLUB I 1,052,235 9,000
BJ SVCS CO 769,263 9,200
BMC INDS INC MINN 104,300
BOK FINL CORP 89,000
BP AMOCO P L C 421,452 63,935,967 28,043
BP PRUDHOE BAY RTY T 19,999
BRE PROPERTIES INC 306,685
BSB BANCORP 61,526
BT FINL CORP 109,501
BMC SOFTWARE INC 3,525,885 30,100 389,007
BACOU USA INC 36,460
BAKER HUGHES INC 5,605,573 57,023 492,445
BALDOR ELEC CO 191,106
BALDWIN & LYONS INC 81,168
BALL CORP 473,370 4,000 32,337
BALLY TOTAL FITNESS 164,160
BANCFIRST CORP 27,830
BANCFIRST CORP ZANES 23,652
BANCO SANTANDER CENT 165,505
BANCORPSOUTH INC 388,166
BANCWEST CORP NEW 420,396 1,100
BANDAG INC 160,232 1,500
BANK OF AMERICA CORP 26,853,035 302,282 2,717,126
BANK OF GRANITE CORP 78,953
BANK NEW YORK INC 11,365,086 200,772 1,153,751
BANK ONE CORP 17,756,522 377,277 1,831,513
BANK TOKYO-MITSUBISH 745,045
BANK UTD CORP 499,297
BANKATLANTIC BANCORP 224,760
BANKNORTH GROUP INC 1,370,627 51,927 11,400
BANTA CORP 272,005 3,450 1,850
BARCLAYS PLC 16,550
BARD C R INC 781,256 4,900 57,667
BARNES & NOBLE INC 489,612 4,600
BARNES GROUP INC 110,016
BARNESANDNOBLE COM I 153,070
BARRICK GOLD CORP 4,743,049 56,400 419,493
</TABLE>
9
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
BARR LABS INC COM 06830610 15,263,997 340,623 339,386 1,237
BARRA INC COM 06831310 3,771,569 76,098 75,898 200
BARRETT RES CORP COM PAR $0 06848020 16,661,792 547,419 500,224 41,670 5,525
BASIN EXPL INC COM 07010710 1,910,926 106,905 106,905
BASSETT FURNITURE IN COM 07020310 576,886 45,694 45,694
BATTLE MTN GOLD CO COM 07159310 2,181,899 997,668 952,010 45,358 300
BAUSCH & LOMB INC COM 07170710 65,427,216 845,586 843,736 1,850
BAXTER INTL INC COM 07181310 486,865,811 6,924,363 4,902,020 2,021,975 368
BAY VIEW CAP CORP DE COM 07262L10 1,701,469 173,407 173,407
BE AEROSPACE INC COM 07330210 813,505 118,328 118,328
BE FREE INC COM 07330810 575,550 63,950 63,950
BEA SYS INC COM 07332510 75,125,453 1,519,620 1,509,870 9,150 600
BEAR STEARNS COS INC COM 07390210 91,621,994 2,201,129 2,198,690 2,438 1
BEASLEY BROADCAST GR CL A 07401410 224,812 16,500 16,500
BEBE STORES INC COM 07557110 216,359 25,834 25,834
BECKMAN COULTER INC COM 07581110 15,259,049 261,397 254,654 743 6,000
BECTON DICKINSON & C COM 07588710 285,173,881 9,940,875 9,914,855 16,920 9,100
BED BATH & BEYOND IN COM 07589610 78,554,692 2,167,026 2,164,666 2,360
BEDFORD PPTY INVS IN COM PAR $0 07644630 4,904,525 264,224 264,224
BEL FUSE INC CL A 07734720 485,946 17,998 17,998
BELCO OIL & GAS CORP COM 07741010 809,404 95,224 95,224
BELDEN INC COM 07745910 4,843,406 189,011 188,911 100
BELL & HOWELL CO NEW COM 07785210 2,690,489 110,948 110,948
BELL ATLANTIC CORP COM 07785310 40,655,799 800,122 414,408 385,714
BELLSOUTH CORP COM 07986010 7,624,687,750 178,878,305 178,056,899 407,353 414,053
BELLWETHER EXPL CO COM NEW 07989520 220,268 26,500 26,500
BELO A H CORP DEL COM SER A 08055510 17,012,588 982,705 981,805 900
BEMIS INC COM 08143710 29,665,118 882,234 863,976 9,682 8,576
BENCHMARK ELECTRS IN COM 08160H10 4,018,163 109,900 109,700 200
BENTHOS INC COM 08264110 530,945 64,357 64,357
BERGEN BRUNSWIG CORP CL A 08373910 6,333,145 1,151,481 1,150,811 670
BERINGER WINE ESTATE CL B 08410210 3,610,475 102,245 100,170 675 1,400
BERKLEY W R CORP COM 08442310 2,193,600 116,992 116,392 600
BERKSHIRE HATHAWAY I CL B 08467020 315,698,240 179,374 174,614 2,491 2,269
BERRY PETE CO CL A 08578910 2,804,592 164,976 164,976
BEST BUY INC COM 08651610 255,283,704 4,036,106 3,982,151 47,930 6,025
BESTFOODS COM 08658U10 369,872,837 5,341,124 4,776,301 341,565 223,258
BETHLEHEM STL CORP COM 08750910 38,594,024 10,834,931 10,833,831 1,100
BEVERLY ENTERPRISES COM NEW 08785130 2,592,807 922,051 922,051
BILLING CONCEPTS COR COM 09006310 1,217,503 274,398 274,398
BINDLEY WESTN INDS I COM 09032410 12,188,117 461,025 461,025
PAGE TOTAL: 9,882,840,305
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
BARR LABS INC 340,623
BARRA INC 76,098
BARRETT RES CORP 541,894 5,525
BASIN EXPL INC 106,905
BASSETT FURNITURE IN 45,694
BATTLE MTN GOLD CO 997,368 300
BAUSCH & LOMB INC 779,946 10,200 55,440
BAXTER INTL INC 4,411,441 2,057,502 455,420
BAY VIEW CAP CORP DE 173,407
BE AEROSPACE INC 118,328
BE FREE INC 63,950
BEA SYS INC 1,513,420 600 5,600
BEAR STEARNS COS INC 2,034,828 14,116 152,185
BEASLEY BROADCAST GR 16,500
BEBE STORES INC 25,834
BECKMAN COULTER INC 252,997 6,000 2,400
BECTON DICKINSON & C 3,735,022 5,799,581 406,272
BED BATH & BEYOND IN 1,933,542 79,600 153,884
BEDFORD PPTY INVS IN 264,224
BEL FUSE INC 17,998
BELCO OIL & GAS CORP 95,224
BELDEN INC 189,011
BELL & HOWELL CO NEW 110,948
BELL ATLANTIC CORP 414,408 385,714
BELLSOUTH CORP 30,959,350 144,867,669 3,051,286
BELLWETHER EXPL CO 26,500
BELO A H CORP DEL 972,205 10,500
BEMIS INC 811,018 15,076 56,140
BENCHMARK ELECTRS IN 109,900
BENTHOS INC 64,357
BERGEN BRUNSWIG CORP 1,137,399 14,082
BERINGER WINE ESTATE 100,845 1,400
BERKLEY W R CORP 116,992
BERKSHIRE HATHAWAY I 4,335 175,039
BERRY PETE CO 164,976
BEST BUY INC 3,658,056 122,605 255,445
BESTFOODS 4,634,512 382,458 324,154
BETHLEHEM STL CORP 2,418,168 8,246,809 169,954
BEVERLY ENTERPRISES 922,051
BILLING CONCEPTS COR 274,398
BINDLEY WESTN INDS I 461,025
</TABLE>
10
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
BINDVIEW DEV CORP COM 09032710 2,930,784 244,232 244,232
BIO RAD LABS INC CL A 09057220 1,415,875 56,635 56,635
BIO TECHNOLOGY GEN C COM 09057810 4,920,860 373,160 372,827 333
BIOCRYST PHARMACEUTI COM 09058V10 4,425,256 154,260 100,500 52,260 1,500
BIOGEN INC COM 09059710 159,304,615 2,469,839 2,450,836 13,503 5,500
BIOMATRIX INC COM 09060P10 2,238,291 98,930 98,930
BIOMARIN PHARMACEUTI COM 09061G10 632,111 37,183 37,183
BIOMET INC COM 09061310 72,363,648 1,882,656 1,878,051 4,605
BIOPURE CORP CL A 09065H10 2,179,144 115,838 108,588 6,250 1,000
BIOVAIL CORP COM 09067J10 12,545,393 226,300 226,300
BIOSITE DIAGNOSTICS COM 09094510 1,397,423 29,000 28,800 200
BLACK & DECKER CORP COM 09179710 56,383,668 1,434,261 1,421,676 12,185 400
BLACK BOX CORP DEL COM 09182610 10,946,004 138,256 138,156 100
BLACK HILLS CORP COM 09211310 4,995,903 221,430 216,715 740 3,975
BLACKROCK INC CL A 09247X10 1,231,050 42,450 42,350 100
BLANCH E W HLDGS INC COM 09321010 1,713,276 84,348 84,348
BLOCK DRUG INC CL A 09364410 3,959,218 93,572 93,372 200
BLOCK H & R INC COM 09367110 54,934,709 1,696,825 1,668,740 18,485 9,600
BLOUNT INTL INC NEW COM 09518010 1,052,588 136,931 136,931
BLUESTONE SOFTWARE I COM 09623P10 622,678 24,241 24,241
BLYTH INC COM 09643P10 10,094,782 342,196 339,396 200 2,600
BOB EVANS FARMS INC COM 09676110 11,963,132 800,906 800,906
BOCA RESORTS INC CL A 09688T10 2,007,202 203,261 203,261
BOEING CO COM 09702310 3,453,394,111 82,593,373 82,459,181 91,685 42,507
BOISE CASCADE CORP COM 09738310 77,790,677 3,006,403 1,081,680 1,924,723
BOMBAY CO INC COM 09792410 447,252 152,282 152,057 225
BONE CARE INTL INC COM 09807210 365,211 15,500 15,500
BORDERS GROUP INC COM 09970910 12,204,576 784,255 783,695 560
BORG WARNER INC COM 09972410 8,000,070 227,760 227,060 700
BORON LEPORE & ASSOC COM 10001P10 297,850 32,200 32,200
BOSTON COMMUNICATION COM 10058210 277,466 19,819 19,819
BOSTON PRIVATE FINL COM 10111910 302,866 30,100 10,100 20,000
BOSTON PROPERTIES IN COM 10112110 13,133,465 340,025 317,950 22,075
BOSTON SCIENTIFIC CO COM 10113710 162,603,186 7,412,280 7,368,355 18,220 25,705
BOTTOMLINE TECH DEL COM 10138810 1,923,018 56,250 54,250 2,000
BOWATER INC COM 10218310 20,719,290 469,559 468,909 600 50
BOWNE & CO INC COM 10304310 2,490,204 247,486 245,886 1,600
BOYD GAMING CORP COM 10330410 1,346,193 242,034 242,034
BOYDS COLLECTION LTD COM 10335410 2,904,628 341,721 341,721
BOYKIN LODGING CO COM 10343010 1,579,243 116,981 116,981
BRADLEY REAL ESTATE COM 10458010 6,179,094 289,935 289,935
PAGE TOTAL: 4,190,216,010
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
BINDVIEW DEV CORP 244,232
BIO RAD LABS INC 56,635
BIO TECHNOLOGY GEN C 373,160
BIOCRYST PHARMACEUTI 152,760 1,500
BIOGEN INC 2,218,857 94,400 156,582
BIOMATRIX INC 98,930
BIOMARIN PHARMACEUTI 37,183
BIOMET INC 1,738,248 19,400 125,008
BIOPURE CORP 114,838 1,000
BIOVAIL CORP 226,300
BIOSITE DIAGNOSTICS 29,000
BLACK & DECKER CORP 1,292,106 11,500 130,655
BLACK BOX CORP DEL 138,256
BLACK HILLS CORP 215,955 3,975 1,500
BLACKROCK INC 42,450
BLANCH E W HLDGS INC 84,348
BLOCK DRUG INC 93,572
BLOCK H & R INC 1,522,082 22,000 152,743
BLOUNT INTL INC NEW 136,931
BLUESTONE SOFTWARE I 24,241
BLYTH INC 336,196 2,600 3,400
BOB EVANS FARMS INC 388,972 409,301 2,633
BOCA RESORTS INC 203,261
BOEING CO 17,025,006 64,120,324 1,448,043
BOISE CASCADE CORP 973,253 1,929,723 103,427
BOMBAY CO INC 152,057 225
BONE CARE INTL INC 15,500
BORDERS GROUP INC 778,755 5,500
BORG WARNER INC 225,860 1,900
BORON LEPORE & ASSOC 32,200
BOSTON COMMUNICATION 19,819
BOSTON PRIVATE FINL 10,100 20,000
BOSTON PROPERTIES IN 339,425 600
BOSTON SCIENTIFIC CO 6,875,072 65,505 471,703
BOTTOMLINE TECH DEL 54,250 2,000
BOWATER INC 464,209 50 5,300
BOWNE & CO INC 247,486
BOYD GAMING CORP 242,034
BOYDS COLLECTION LTD 341,721
BOYKIN LODGING CO 116,981
BRADLEY REAL ESTATE 289,935
</TABLE>
11
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
BRADY CORP CL A 10467410 4,417,205 135,914 134,314 1,600
BRANDYWINE RLTY TR SH BEN INT 10536820 7,537,640 394,125 348,250 45,875
BRAUN CONSULTING INC COM 10565110 410,627 19,438 19,438
BREAKAWAY SOLUTIONS COM 10637210 778,734 28,842 28,742 100
BRENTON BKS INC COM 10721110 1,586,814 114,365 114,365
BRIGGS & STRATTON CO COM 10904310 13,514,604 394,587 394,087 500
BRIGHT HORIZON FAMIL COM 10919510 2,889,322 135,173 87,500 47,673
BRIGHTPOINT INC COM 10947310 10,291,914 1,188,992 1,186,892 2,100
BRINKER INTL INC COM 10964110 24,762,786 846,591 841,491 4,500 600
BRIO TECHNOLOGY INC COM 10970410 2,252,178 106,300 106,300
BRISTOL MYERS SQUIBB COM 11012210 2,168,359,279 37,225,052 34,723,505 1,278,427 1,223,120
BRITESMILE INC COM 11041510 220,050 48,900 48,900
BRITISH AMERN TOB PL SPONSORED 11044810 15,035,250 1,118,944 1,118,944
BRITISH TELECOMMUNIC ADR FINAL 11102140 1,716,605 12,980 11,250 1,730
BROADBASE SOFTWARE COM 11130R10 2,487,913 81,238 81,038 200
BROADCOM CORP CL A 11132010 461,734,848 2,108,985 2,107,110 1,875
BROADVISION INC COM 11141210 66,313,318 1,305,072 1,303,572 1,050 450
BROADWING INC COM 11162010 47,587,599 1,834,738 1,824,987 3,880 5,871
BROCADE COMMUNICATIO COM 11162110 46,920,711 255,721 249,386 6,135 200
BROOKLINE BANCORP IN COM 11373910 1,117,143 97,678 97,629 49
BROOKS AUTOMATION IN COM 11434A10 5,560,409 86,967 86,450 517
BROOKTROUT INC COM 11458010 1,870,379 85,750 85,650 100
BROWN & BROWN INC COM 11523610 3,751,800 72,150 72,050 100
BROWN FORMAN CORP CL B 11563720 56,967,367 1,059,858 1,059,658 200
BROWN TOM INC COM NEW 11566020 4,956,485 214,920 214,920
BROWN SHOE INC NEW COM 11573610 1,734,759 133,443 133,343 100
BRUNSWICK CORP COM 11704310 31,653,079 1,911,187 1,910,327 860
BRUSH ENGINEERED MAT COM 11742110 1,753,640 112,233 112,233
BSQUARE CORP COM 11776U10 595,343 26,534 26,534
BUCA INC COM 11776910 317,187 20,300 20,300
BUCKEYE PARTNERS L P UNIT LTD P 11823010 552,327 20,600 8,800 10,800 1,000
BUCKEYE TECHNOLOGIES COM 11825510 5,767,719 262,922 262,922
BUCKLE INC COM 11844010 847,680 72,143 72,143
BUDGET GROUP INC CL A 11900310 386,182 93,620 93,620
BUFFETS INC COM 11988210 5,432,573 428,200 428,200
BURLINGTON COAT FACT COM 12157910 1,494,218 138,200 138,200
BURLINGTON INDS INC COM 12169310 688,275 407,988 407,988
BURLINGTON NORTHN SA COM 12189T10 185,397,637 8,082,907 8,026,341 41,270 15,296
BURLINGTON RES INC COM 12201410 140,354,856 3,669,408 3,523,768 87,649 57,991
BURNHAM PAC PPTYS IN COM 12232C10 1,462,553 212,735 212,735
BURNS INTL SVCS CORP COM 12237410 929,650 74,372 74,372
PAGE TOTAL: 3,332,408,658
<CAPTION>
Voting Authority
Name of ------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
BRADY CORP 135,914
BRANDYWINE RLTY TR 394,125
BRAUN CONSULTING INC 19,438
BREAKAWAY SOLUTIONS 28,842
BRENTON BKS INC 114,365
BRIGGS & STRATTON CO 367,194 2,200 25,193
BRIGHT HORIZON FAMIL 135,173
BRIGHTPOINT INC 1,188,992
BRINKER INTL INC 839,991 600 6,000
BRIO TECHNOLOGY INC 106,300
BRISTOL MYERS SQUIBB 31,664,861 2,383,310 3,176,881
BRITESMILE INC 48,900
BRITISH AMERN TOB PL 1,118,944
BRITISH TELECOMMUNIC 12,980
BROADBASE SOFTWARE 81,238
BROADCOM CORP 1,762,785 118,500 227,700
BROADVISION INC 1,301,522 450 3,100
BROADWING INC 1,807,067 5,871 21,800
BROCADE COMMUNICATIO 254,321 200 1,200
BROOKLINE BANCORP IN 97,678
BROOKS AUTOMATION IN 86,967
BROOKTROUT INC 85,750
BROWN & BROWN INC 72,150
BROWN FORMAN CORP 980,389 6,700 72,769
BROWN TOM INC 214,920
BROWN SHOE INC NEW 133,343 100
BRUNSWICK CORP 1,710,410 12,500 188,277
BRUSH ENGINEERED MAT 112,233
BSQUARE CORP 26,534
BUCA INC 20,300
BUCKEYE PARTNERS L P 19,600 1,000
BUCKEYE TECHNOLOGIES 262,922
BUCKLE INC 72,143
BUDGET GROUP INC 93,620
BUFFETS INC 425,200 3,000
BURLINGTON COAT FACT 138,200
BURLINGTON INDS INC 404,588 3,400
BURLINGTON NORTHN SA 7,317,862 73,511 691,534
BURLINGTON RES INC 3,342,913 83,591 242,904
BURNHAM PAC PPTYS IN 212,735
BURNS INTL SVCS CORP 74,372
</TABLE>
12
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
BURR BROWN CORP COM 12257410 41,216,201 475,460 452,295 23,165
BUSH BOAKE ALLEN INC COM 12316210 2,165,625 49,500 49,500
BUSH INDS INC CL A 12316410 819,712 51,232 51,232
BUTLER MFG CO DEL COM 12365510 340,000 20,000 19,900 100
BUY COM INC COM 12426910 301,860 60,000 60,000
C&D TECHNOLOGIES INC COM 12466110 9,737,775 172,350 171,350 1,000
CAIS INTERNET INC COM 12476Q10 835,282 59,400 58,900 500
CBL & ASSOC PPTYS IN COM 12483010 13,023,921 522,273 489,248 33,025
CCC INFORMATION SVCS COM 12487Q10 1,594,578 150,078 150,078
CCB FINL CORP COM 12487510 13,132,114 354,922 354,522 400
CB RICHARD ELLIS SVC COM 12489L10 1,177,663 129,059 129,059
CBRL GROUP INC COM 12489V10 9,374,491 638,285 637,985 300
CFW COMMUNICATION CO COM 12492310 3,427,500 91,400 91,300 100
C BRIDGE INTERNET SO COM 12500B10 201,550 11,600 11,600
CCBT FINL COS INC COM 12500Q10 205,918 13,100 5,100 8,000
C-CUBE MICROSYSTEMS COM 12501N10 4,837,307 246,487 246,487
C COR NET CORP COM 12501010 5,570,100 206,300 206,300
C D I CORP COM 12507110 1,573,968 77,250 76,910 340
CDW COMPUTER CTRS IN COM 12512910 33,454,375 535,270 534,970 300
CEC ENTMT INC COM 12513710 5,530,515 215,825 215,725 100
CFS BANCORP INC COM 12525D10 785,081 85,745 85,745
CH ENERGY GROUP INC COM 12541M10 3,940,560 116,114 115,031 1,083
C H ROBINSON WORLDWI COM 12541W10 20,215,800 408,400 408,050 350
CIGNA CORP COM 12550910 273,346,502 2,923,492 2,878,891 34,034 10,567
CIT GROUP INC CL A 12557710 10,152,236 624,753 622,453 2,300
CKE RESTAURANTS INC COM 12561E10 698,013 232,671 232,671
CLECO CORP NEW COM 12561W10 7,980,035 238,210 238,210
CMGI INC COM 12575010 54,463,733 1,188,853 1,167,995 17,303 3,555
CMI CORP CL A 12576130 273,630 78,180 78,180
CMP GROUP INC COM 12588710 10,243,459 349,463 341,563 500 7,400
CMS ENERGY CORP COM 12589610 39,571,381 1,788,537 1,785,987 2,550
CPI CORP COM 12590210 1,160,185 54,920 54,920
CPB INC COM 12590310 1,257,500 50,300 50,300
CSS INDS INC COM 12590610 713,067 34,891 34,891
CTG RES INC COM 12595710 2,091,232 57,002 56,300 702
CSK AUTO CORP COM 12596510 927,260 122,621 122,621
CNA FINL CORP COM 12611710 5,755,316 169,274 168,474 800
CNA SURETY CORP COM 12612L10 1,466,209 122,829 122,829
CNF TRANSN INC COM 12612W10 10,848,428 476,854 476,454 400
CNET NETWORKS INC COM 12613R10 6,005,040 244,485 243,685 700 100
CSG SYS INTL INC COM 12634910 23,013,170 410,495 393,195 17,300
PAGE TOTAL: 623,428,292
<CAPTION>
STATE STREET CORPORATION
28-399
Name of
Voting Authority
------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
BURR BROWN CORP 470,960 4,500
BUSH BOAKE ALLEN INC 49,500
BUSH INDS INC 51,232
BUTLER MFG CO DEL 20,000
BUY COM INC 60,000
C&D TECHNOLOGIES INC 172,350
CAIS INTERNET INC 59,400
CBL & ASSOC PPTYS IN 522,273
CCC INFORMATION SVCS 150,078
CCB FINL CORP 351,522 3,400
CB RICHARD ELLIS SVC 129,059
CBRL GROUP INC 633,885 4,400
CFW COMMUNICATION CO 91,400
C BRIDGE INTERNET SO 11,600
CCBT FINL COS INC 5,100 8,000
C-CUBE MICROSYSTEMS 246,487
C COR NET CORP 206,300
C D I CORP 77,250
CDW COMPUTER CTRS IN 528,470 6,800
CEC ENTMT INC 215,825
CFS BANCORP INC 85,745
CH ENERGY GROUP INC 116,114
C H ROBINSON WORLDWI 404,900 3,500
CIGNA CORP 2,603,109 26,767 293,616
CIT GROUP INC 622,553 2,200
CKE RESTAURANTS INC 232,671
CLECO CORP NEW 236,610 1,600
CMGI INC 1,071,692 3,555 113,606
CMI CORP 78,180
CMP GROUP INC 339,763 7,400 2,300
CMS ENERGY CORP 1,652,637 14,000 121,900
CPI CORP 54,920
CPB INC 50,300
CSS INDS INC 34,891
CTG RES INC 57,002
CSK AUTO CORP 122,621
CNA FINL CORP 168,974 300
CNA SURETY CORP 122,829
CNF TRANSN INC 451,173 25,681
CNET NETWORKS INC 243,585 100 800
CSG SYS INTL INC 406,195 4,300
</TABLE>
13
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CSX CORP COM 12640810 80,101,563 3,780,694 3,748,748 18,818 13,128
CTC COMMUNICATIONS G COM 12641910 3,551,400 98,650 87,100 11,550
CT COMMUNICATIONS IN COM NEW 12642640 3,300,113 116,050 115,950 100
CTS CORP COM 12650110 8,610,570 191,346 191,346
CUNO INC COM 12658310 2,652,090 114,685 114,685
CVB FINL CORP COM 12660010 1,791,894 113,325 113,325
CVS CORP COM 12665010 257,299,560 6,432,489 6,358,895 48,607 24,987
CV THERAPEUTICS INC COM 12666710 2,613,062 37,700 37,700
CABLE & WIRELESS PUB SPONSORED 12683020 14,447,142 288,585 276,150 12,435
CABLEVISION SYS CORP CL A 12686C10 36,798,567 542,152 537,786 1,795 2,571
CABLETRON SYS INC COM 12692010 71,386,926 2,827,205 2,823,210 3,995
CABLE DESIGN TECHNOL COM 12692410 7,502,124 223,944 223,744 200
CACHEFLOW INC COM 12694610 1,757,841 28,554 28,304 200 50
CABOT CORP COM 12705510 111,537,956 4,093,136 2,114,558 202,864 1,775,714
CABOT INDUSTRIAL TRU COM 12707210 5,603,313 284,620 284,500 120
CABOT OIL & GAS CORP CL A 12709710 5,894,329 278,205 218,137 20,150 39,918
CACI INTL INC CL A 12719030 1,258,725 64,550 64,550
CADENCE DESIGN SYSTE COM 12738710 42,399,661 2,080,965 2,072,615 5,350 3,000
CADIZ INC COM 12753710 1,976,696 247,087 247,087
CADMUS COMMUNICATION COM 12758710 336,521 34,515 34,515
CAL DIVE INTL INC COM 12791410 2,923,388 53,950 53,350 600
CALDERA SYS INC COM 12878010 250,790 19,200 19,200
CALGON CARBON CORP COM 12960310 1,595,508 205,872 205,872
CALICO COMM INC COM 12989710 327,437 20,150 18,450 1,700
CALIFORNIA AMPLIFIER COM 12990010 857,812 18,750 18,750
CALIFORNIA WTR SVC G COM 13078810 1,807,013 74,516 74,516
CALIPER TECHNOLOGIES COM 13087610 789,222 17,157 16,800 357
CALLAWAY GOLF CO COM 13119310 18,734,315 1,148,499 1,147,899 600
CALLON PETE CO DEL COM 13123X10 223,318 15,013 15,013
CALPINE CORP COM 13134710 68,465,738 1,041,304 1,040,564 740
CAMBREX CORP COM 13201110 16,344,630 363,214 336,214 27,000
CAMBRIDGE TECH PARTN COM 13252410 5,029,450 576,838 575,488 1,350
CAMDEN PPTY TR SH BEN INT 13313110 7,917,531 269,533 269,533
CAMINUS CORP COM 13376610 269,500 11,000 11,000
CAMPBELL SOUP CO COM 13442910 203,447,969 6,985,338 6,952,944 9,512 22,882
CANADIAN NATL RY CO COM 13637510 637,035 21,826 21,826
CANANDAIGUA BRANDS I CL A 13721920 11,158,328 221,233 221,208 25
CANON INC ADR 13800630 3,217,955 63,880 48,400 15,480
CAPITAL CITY BK GROU COM 13967410 618,150 31,700 31,700
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 2,617,362 185,300 185,300
CAPITAL ONE FINL COR COM 14040H10 159,161,533 3,566,645 3,386,196 172,599 7,850
PAGE TOTAL: 1,167,214,037
<CAPTION>
STATE STREET CORPORATION
28-399
Name of
Voting Authority
------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CSX CORP 3,398,249 41,583 340,862
CTC COMMUNICATIONS G 87,100 11,550
CT COMMUNICATIONS IN 116,050
CTS CORP 191,346
CUNO INC 114,685
CVB FINL CORP 113,325
CVS CORP 5,742,259 74,087 616,143
CV THERAPEUTICS INC 37,700
CABLE & WIRELESS PUB 288,585
CABLEVISION SYS CORP 538,081 2,571 1,500
CABLETRON SYS INC 2,613,485 23,500 190,220
CABLE DESIGN TECHNOL 223,944
CACHEFLOW INC 28,504 50
CABOT CORP 659,934 3,426,502 6,700
CABOT INDUSTRIAL TRU 284,620
CABOT OIL & GAS CORP 238,287 39,918
CACI INTL INC 64,550
CADENCE DESIGN SYSTE 2,052,765 3,000 25,200
CADIZ INC 247,087
CADMUS COMMUNICATION 34,515
CAL DIVE INTL INC 53,950
CALDERA SYS INC 19,200
CALGON CARBON CORP 205,872
CALICO COMM INC 20,150
CALIFORNIA AMPLIFIER 18,750
CALIFORNIA WTR SVC G 74,516
CALIPER TECHNOLOGIES 17,157
CALLAWAY GOLF CO 1,111,862 36,637
CALLON PETE CO DEL 15,013
CALPINE CORP 1,030,104 11,200
CAMBREX CORP 363,214
CAMBRIDGE TECH PARTN 572,438 4,400
CAMDEN PPTY TR 269,533
CAMINUS CORP 11,000
CAMPBELL SOUP CO 6,042,745 267,182 675,411
CANADIAN NATL RY CO 21,826
CANANDAIGUA BRANDS I 221,233
CANON INC 63,880
CAPITAL CITY BK GROU 31,700
CAPITAL AUTOMOTIVE R 185,300
CAPITAL ONE FINL COR 3,300,649 33,450 232,546
</TABLE>
14
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CAPITOL FED FINL COM 14057C10 5,747,262 519,550 518,750 800
CAPROCK COMMUNICATIO COM 14066710 4,224,675 216,650 216,450 200
CAPSTEAD MTG CORP COM NEW 14067E40 1,242,381 148,344 148,344
CAPTEC NET LEASE REA COM 14072410 1,365,100 124,100 124,100
CARBO CERAMICS INC COM 14078110 1,261,022 35,901 35,801 100
CARAUSTAR INDS INC COM 14090910 11,243,138 743,348 176,392 566,956
CARDINAL HEALTH INC COM 14149Y10 524,904,866 7,093,309 4,677,670 2,407,727 7,912
CARDIODYNAMICS INTL COM 14159710 319,388 50,850 50,850
CAREER EDUCATION COR COM 14166510 3,821,800 78,800 78,700 100
CAREINSITE INC COM 14170M10 687,365 38,454 38,454
CAREMARK RX INC COM 14170510 9,146,601 1,342,719 1,342,619 100
CAREY INTERNATIONAL COM 14175010 510,669 36,805 36,805
CARLISLE COS INC COM 14233910 15,781,680 350,704 350,404 300
CARMIKE CINEMAS INC CL A 14343610 203,050 52,400 52,400
CARNIVAL CORP COM 14365810 166,321,213 8,529,293 8,396,074 105,225 27,994
CARPENTER TECHNOLOGY COM 14428510 45,392,364 2,148,751 200,171 1,948,580
CARRAMERICA RLTY COR COM 14441810 10,394,042 392,228 392,228
CARRIER ACCESS CORP COM 14446010 3,678,513 69,570 69,470 100
CARTER WALLACE INC COM 14628510 6,405,546 318,288 318,288
CASCADE CORP COM 14719510 627,886 52,600 52,600
CASCADE NAT GAS CORP COM 14733910 1,159,746 69,500 69,500
CASELLA WASTE SYS IN CL A 14744810 1,118,537 104,050 104,050
CASEYS GEN STORES IN COM 14752810 3,565,420 343,655 343,335 320
CASH AMER INTL INC COM 14754D10 1,267,209 171,825 171,825
CASINO DATA SYS COM 14758310 224,210 35,000 25,000 10,000
CASS COML CORP COM 14774110 1,668,798 80,424 26,930 53,494
CASTLE A M & CO COM 14841110 382,352 46,000 46,000
CASTLE & COOKE INC N COM 14843310 1,615,873 83,672 83,672
CATALINA MARKETING C COM 14886710 7,183,758 70,429 69,429 400 600
CATALYTICA INC COM 14888510 3,591,720 326,520 326,520
CATAPULT COMMUNICATI COM 14901610 254,568 25,300 25,300
CATELLUS DEV CORP COM 14911110 7,916,520 527,768 506,568 21,200
CATERPILLAR INC DEL COM 14912310 245,448,697 7,245,718 7,136,958 85,810 22,950
CATHAY BANCORP INC COM 14915010 3,097,850 66,800 59,700 100 7,000
CATO CORP NEW CL A 14920510 1,295,222 111,417 111,417
CEDAR FAIR L P DEPOSITRY 15018510 442,365 22,980 15,800 6,800 380
CELL GENESYS INC COM 15092110 1,198,232 42,794 42,694 100
CELLSTAR CORP COM 15092510 507,921 182,640 182,640
CELERITEK INC COM 15092610 830,238 20,343 19,843 500
CELL THERAPEUTICS IN COM 15093410 1,708,875 55,800 55,800
CELGENE CORP COM 15102010 23,676,286 402,145 401,625 520
PAGE TOTAL: 1,121,432,958
<CAPTION>
Voting Authority
---------------------------------------------
Sole Shared None
<S> <C> <C> <C>
CAPITOL FED FINL 519,550
CAPROCK COMMUNICATIO 216,650
CAPSTEAD MTG CORP 148,344
CAPTEC NET LEASE REA 124,100
CARBO CERAMICS INC 35,901
CARAUSTAR INDS INC 743,348
CARDINAL HEALTH INC 4,237,194 2,430,220 425,895
CARDIODYNAMICS INTL 50,850
CAREER EDUCATION COR 78,800
CAREINSITE INC 38,454
CAREMARK RX INC 1,342,719
CAREY INTERNATIONAL 36,805
CARLISLE COS INC 348,504 2,200
CARMIKE CINEMAS INC 52,400
CARNIVAL CORP 7,494,311 110,094 924,888
CARPENTER TECHNOLOGY 198,671 1,948,580 1,500
CARRAMERICA RLTY COR 391,528 700
CARRIER ACCESS CORP 69,570
CARTER WALLACE INC 315,088 3,200
CASCADE CORP 52,600
CASCADE NAT GAS CORP 69,500
CASELLA WASTE SYS IN 104,050
CASEYS GEN STORES IN 343,655
CASH AMER INTL INC 171,825
CASINO DATA SYS 25,000 10,000
CASS COML CORP 26,930 53,494
CASTLE A M & CO 46,000
CASTLE & COOKE INC N 83,672
CATALINA MARKETING C 69,629 600 200
CATALYTICA INC 326,520
CATAPULT COMMUNICATI 25,300
CATELLUS DEV CORP 527,768
CATERPILLAR INC DEL 6,662,487 68,950 514,281
CATHAY BANCORP INC 59,800 7,000
CATO CORP NEW 111,417
CEDAR FAIR L P 22,600 380
CELL GENESYS INC 42,794
CELLSTAR CORP 182,640
CELERITEK INC 20,343
CELL THERAPEUTICS IN 55,800
CELGENE CORP 401,445 700
</TABLE>
15
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CELL PATHWAYS INC NE COM 15114R10 3,471,326 147,716 147,716
CENDANT CORP COM 15131310 164,311,420 11,736,530 11,721,835 13,865 830
CENTENNIAL BANCORP COM 15133T10 752,580 86,633 86,633
CENTENNIAL COMMUNCTN CL A NEW 15133V20 2,418,803 175,913 175,913
CENTER TR INC COM 15184510 513,241 101,391 101,391
CENTERPOINT PPTYS TR SH BEN INT 15189510 5,851,700 143,600 143,600
CENTEX CONSTRUCTION COM 15231R10 3,086,384 136,042 111,942 19,100 5,000
CENTEX CORP COM 15231210 23,712,040 1,009,023 1,007,983 1,040
CENTIGRAM COMMUNICAT COM 15231710 260,732 10,200 10,200
CENTILLIUM COMMUNICA COM 15231910 1,083,300 15,700 15,700
CENTRAL GARDEN & PET COM 15352710 1,325,268 147,761 147,761
CENTRAL NEWSPAPERS I CL A 15464710 18,311,697 289,513 289,313 200
CENTRAL PKG CORP COM 15478510 2,151,134 90,815 90,715 100
CENTURA BKS INC COM 15640T10 8,088,307 238,333 210,263 28,070
CENTURY ALUM CO COM 15643110 221,338 20,353 20,353
CENTURY BUSINESS SVC COM 15649010 895,891 462,515 462,515
CENTURY SOUTH BKS IN COM 15668310 1,312,656 67,750 67,750
CENTURYTEL INC COM 15670010 77,901,086 2,709,603 2,285,533 345,817 78,253
CEPHALON INC COM 15670810 12,103,791 202,151 199,641 2,510
CERIDIAN CORP COM 15677T10 58,164,302 2,417,268 2,396,478 20,190 600
CERNER CORP COM 15678210 6,039,036 221,616 213,616 8,000
CERUS CORP COM 15708510 1,018,621 19,900 19,900
CHAMPION ENTERPRISES COM 15849610 1,473,556 302,268 302,268
CHAMPIONSHIP AUTO RA COM 15871110 1,772,046 69,492 63,292 100 6,100
CHARLES RIVER ASSOCI COM 15985210 662,700 37,600 37,600
CHARTER ONE FINL INC COM 16090310 76,526,221 3,327,227 3,317,913 9,314
CHARTER MUN MTG ACCE SH BEN INT 16090810 1,476,824 119,950 119,950
CHARMING SHOPPES INC COM 16113310 3,206,163 629,400 629,400
CHART INDS INC COM 16115Q10 351,731 72,150 72,150
CHARTER COMMUNICATIO CL A 16117M10 3,698,325 225,000 224,000 1,000
CHASE MANHATTAN CORP COM 16161A10 1,004,384,443 21,805,055 21,678,369 109,263 17,423
CHATEAU CMNTYS INC COM 16172610 4,611,134 163,226 163,126 100
CHATTEM INC COM 16245610 777,394 56,798 56,798
CHEAP TICKETS INC COM 16267210 512,208 42,684 42,584 100
CHECKFREE HLDGS CORP COM 16281610 19,379,010 375,839 375,539 300
CHECKPOINT SYS INC COM 16282510 2,666,242 355,499 355,499
CHEESECAKE FACTORY I COM 16307210 5,204,402 189,251 186,626 2,625
CHELSEA GCA RLTY INC COM 16326210 8,307,114 240,354 198,104 42,250
CHEMED CORP COM 16359610 1,729,667 61,364 61,364
CHEMFIRST INC COM 16361A10 2,702,120 112,005 112,005
CHEMICAL FINL CORP COM 16373110 2,525,926 97,151 97,151
PAGE TOTAL: 1,534,961,879
<CAPTION>
Name of Voting Authority
------------------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CELL PATHWAYS INC NE 147,716
CENDANT CORP 10,654,535 89,997 991,998
CENTENNIAL BANCORP 86,633
CENTENNIAL COMMUNCTN 175,913
CENTER TR INC 101,391
CENTERPOINT PPTYS TR 143,600
CENTEX CONSTRUCTION 131,042 5,000
CENTEX CORP 899,144 6,200 103,679
CENTIGRAM COMMUNICAT 10,200
CENTILLIUM COMMUNICA 15,700
CENTRAL GARDEN & PET 147,761
CENTRAL NEWSPAPERS I 289,113 400
CENTRAL PKG CORP 90,815
CENTURA BKS INC 238,033 300
CENTURY ALUM CO 20,353
CENTURY BUSINESS SVC 462,515
CENTURY SOUTH BKS IN 67,750
CENTURYTEL INC 2,460,895 96,553 152,155
CEPHALON INC 201,751 400
CERIDIAN CORP 2,179,658 20,000 217,610
CERNER CORP 221,616
CERUS CORP 19,900
CHAMPION ENTERPRISES 302,268
CHAMPIONSHIP AUTO RA 63,392 6,100
CHARLES RIVER ASSOCI 37,600
CHARTER ONE FINL INC 3,096,654 22,100 208,473
CHARTER MUN MTG ACCE 119,950
CHARMING SHOPPES INC 629,400
CHART INDS INC 72,150
CHARTER COMMUNICATIO 225,000
CHASE MANHATTAN CORP 19,630,023 177,440 1,997,592
CHATEAU CMNTYS INC 163,226
CHATTEM INC 56,798
CHEAP TICKETS INC 42,684
CHECKFREE HLDGS CORP 371,239 4,600
CHECKPOINT SYS INC 355,499
CHEESECAKE FACTORY I 189,251
CHELSEA GCA RLTY INC 240,354
CHEMED CORP 61,364
CHEMFIRST INC 112,005
CHEMICAL FINL CORP 97,151
</TABLE>
16
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CHESAPEAKE CORP COM 16515910 5,114,785 172,651 172,526 125
CHESAPEAKE ENERGY CO COM 16516710 4,486,017 578,841 578,841
CHEVRON CORPORATION COM 16675110 999,186,286 11,781,190 11,518,587 129,266 133,337
CHICOS FAS INC COM 16861510 1,918,000 95,900 95,900
CHILDRENS PL RETAIL COM 16890510 2,569,265 125,330 125,230 100
CHOICE HOTELS INTL I COM 16990510 3,434,306 345,608 345,608
CHIQUITA BRANDS INTL COM 17003210 1,010,175 256,585 256,585
CHIREX INC COM 17003810 2,072,000 103,600 103,500 100
CHIRON CORP COM 17004010 59,229,270 1,246,932 1,197,810 46,122 3,000
CHITTENDEN CORP COM 17022810 5,341,170 218,569 203,930 5,339 9,300
CHOICE ONE COMMUNICA COM 17038P10 1,050,256 25,734 25,100 634
CHOICEPOINT INC COM 17038810 10,667,718 239,724 238,740 984
CHORDIANT SOFTWARE I COM 17040410 277,637 16,700 16,700
CHRIS CRAFT INDS INC COM 17052010 15,872,584 240,268 239,853 415
CHROMAVISION MED SYS COM 17111P10 358,686 27,200 27,200
CHUBB CORP COM 17123210 186,334,114 3,029,823 2,972,628 29,903 27,292
CHURCH & DWIGHT INC COM 17134010 7,212,132 400,674 400,574 100
CHURCHILL DOWNS INC COM 17148410 1,355,750 58,000 58,000
CIBER INC COM 17163B10 4,076,799 307,683 307,583 100
CIENA CORP COM 17177910 102,985,229 617,836 615,941 1,895
CINCINNATI FINL CORP COM 17206210 79,794,965 2,538,250 2,533,046 5,204
CINERGY CORP COM 17247410 68,014,035 2,673,823 2,667,454 6,219 150
CIRCLE INTL GROUP IN COM 17257410 2,196,879 87,438 87,438
CIRCUIT CITY STORE I CIRCT CITY 17273710 114,997,767 3,465,145 3,456,210 8,735 200
CISCO SYS INC COM 17275R10 8,113,855,768 127,652,619 122,919,097 3,302,633 1,430,888
CIRRUS LOGIC CORP COM 17275510 10,403,488 650,218 648,188 100 1,930
CITADEL COMMUNICATIO COM 17285320 6,834,375 195,620 192,970 650 2,000
CINTAS CORP COM 17290810 41,485,402 1,130,793 1,118,888 3,555 8,350
CITIGROUP INC COM 17296710 5,446,041,603 90,390,732 89,147,607 1,002,874 240,251
CITIZENS BKG CORP MI COM 17442010 5,064,634 311,977 311,167 810
CITIZENS COMMUNICATI COM 17453B10 23,979,397 1,390,110 1,386,344 3,766
CITRIX SYS INC COM 17737610 54,152,983 2,859,639 2,848,514 5,225 5,900
CITY BK LYNNWOOD WAS COM 17770A10 282,150 10,800 10,800
CITY HLDG CO COM 17783510 457,368 77,850 77,650 200
CITY NATL CORP COM 17856610 13,482,513 387,986 387,786 200
CLAIRES STORES INC COM 17958410 7,696,265 399,806 398,406 1,400
CLARCOR INC COM 17989510 3,160,125 159,000 159,000
CLARENT CORP DEL COM 18046110 3,825,822 53,508 53,408 100
CLARUS CORP COM 18270710 1,325,831 34,105 34,105
CLAYTON HOMES INC COM 18419010 9,807,504 1,225,938 1,224,538 1,400
CLEAR CHANNEL COMMUN COM 18450210 413,122,650 5,508,302 5,477,426 30,451 425
PAGE TOTAL: 15,834,533,703
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CHESAPEAKE CORP 171,451 1,200
CHESAPEAKE ENERGY CO 578,841
CHEVRON CORPORATION 10,515,224 217,537 1,048,429
CHICOS FAS INC 95,900
CHILDRENS PL RETAIL 125,330
CHOICE HOTELS INTL I 345,608
CHIQUITA BRANDS INTL 256,585
CHIREX INC 103,600
CHIRON CORP 1,226,732 3,000 17,200
CHITTENDEN CORP 209,269 9,300
CHOICE ONE COMMUNICA 25,734
CHOICEPOINT INC 239,324 400
CHORDIANT SOFTWARE I 16,700
CHRIS CRAFT INDS INC 236,979 3,289
CHROMAVISION MED SYS 27,200
CHUBB CORP 2,708,479 50,292 271,052
CHURCH & DWIGHT INC 397,774 2,900
CHURCHILL DOWNS INC 58,000
CIBER INC 307,683
CIENA CORP 613,836 4,000
CINCINNATI FINL CORP 2,327,493 20,800 189,957
CINERGY CORP 2,463,154 23,250 187,419
CIRCLE INTL GROUP IN 87,438
CIRCUIT CITY STORE I 3,182,522 26,875 255,748
CISCO SYS INC 111,049,424 5,453,608 11,149,586
CIRRUS LOGIC CORP 643,588 1,930 4,700
CITADEL COMMUNICATIO 193,620 2,000
CINTAS CORP 1,108,593 8,350 13,850
CITIGROUP INC 56,291,345 28,642,494 5,456,893
CITIZENS BKG CORP MI 311,977
CITIZENS COMMUNICATI 1,382,254 7,856
CITRIX SYS INC 2,548,668 109,000 201,971
CITY BK LYNNWOOD WAS 10,800
CITY HLDG CO 77,850
CITY NATL CORP 384,086 3,900
CLAIRES STORES INC 396,181 3,625
CLARCOR INC 159,000
CLARENT CORP DEL 53,508
CLARUS CORP 34,105
CLAYTON HOMES INC 1,153,288 72,650
CLEAR CHANNEL COMMUN 4,927,798 44,025 536,479
</TABLE>
17
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CLEVELAND CLIFFS INC COM 18589610 2,884,749 111,760 111,460 300
CLICK2LEARN COM INC COM 18681S10 301,387 17,100 17,100
CLOROX CO DEL COM 18905410 177,162,359 3,953,458 3,941,743 6,555 5,160
CLOSURE MED CORP COM 18909310 1,092,845 47,515 47,415 100
COACHMEN INDS INC COM 18987310 1,621,201 140,974 140,974
COASTAL CORP COM 19044110 224,515,766 3,688,144 3,675,824 9,820 2,500
COBALT NETWORKS INC COM 19074R10 3,904,999 67,473 67,123 350
COCA COLA BOTTLING C COM 19109810 1,404,539 30,869 30,869
COCA COLA CO COM 19121610 2,599,149,003 45,252,172 42,673,669 1,127,724 1,450,779
COCA COLA ENTERPRISE COM 19121910 99,350,258 6,090,624 6,085,959 4,395 270
COGNEX CORP COM 19242210 28,925,766 558,952 552,232 420 6,300
COGNIZANT TECHNOLOGY CL A 19244610 2,666,575 80,350 80,350
COHERENT INC COM 19247910 14,387,078 171,530 171,420 110
COHU INC COM 19257610 4,236,020 157,070 156,870 200
COINSTAR INC COM 19259P30 1,378,494 137,000 137,000
COLDWATER CREEK INC COM 19306810 885,403 29,391 29,391
COLE KENNETH PRODTNS CL A 19329410 1,670,920 41,773 41,773
COLLATERAL THERAPEUT COM 19392110 409,547 16,150 16,150
COLGATE PALMOLIVE CO COM 19416210 576,475,901 9,627,990 9,458,634 129,727 39,629
COLLINS & AIKMAN COR COM 19483010 2,075,520 400,139 400,139
COLONIAL BANCGROUP I COM 19549330 4,572,279 508,031 507,931 100
COLONIAL PPTYS TR COM SH BEN 19587210 4,268,529 155,928 155,788 140
COLUMBIA ENERGY GROU COM 19764810 93,231,534 1,420,671 1,415,216 1,200 4,255
COLUMBIA LABS INC COM 19777910 867,192 150,816 150,816
COLUMBIA SPORTSWEAR COM 19851610 1,677,080 62,403 62,203 200
COLUMBUS MCKINNON CO COM 19933310 994,726 71,692 71,492 200
COMFORT SYS USA INC COM 19990810 818,420 204,605 204,605
COMCAST CORP CL A 20030010 5,601,187 144,082 140,132 1,650 2,300
COMCAST CORP CL A SPL 20030020 609,891,120 15,059,040 14,651,945 366,783 40,312
COMDISCO INC COM 20033610 26,244,824 1,176,265 1,175,265 1,000
COMERICA INC COM 20034010 134,265,461 2,991,988 2,806,412 178,076 7,500
COMMERCE BANCORP INC COM 20051910 9,155,380 199,030 198,215 768 47
COMMERCE BANCSHARES COM 20052510 10,710,952 360,032 321,382 36,478 2,172
COMMERCE GROUP INC M COM 20064110 8,200,734 277,991 237,991 40,000
COMMERCE ONE INC DEL COM 20069310 12,752,008 281,036 279,346 1,690
COMMERCIAL FEDERAL C COM 20164710 4,340,817 278,937 278,237 700
COMMERCIAL METALS CO COM 20172310 2,370,802 86,211 86,211
COMMERCIAL NET LEASE COM 20221810 2,080,638 198,156 198,156
COMMONWEALTH BANCORP COM 20268X10 508,178 42,794 42,794
COMMONWEALTH TEL ENT COM 20334910 4,657,208 98,959 98,759 200
COMMSCOPE INC COM 20337210 19,534,040 476,440 475,867 573
PAGE TOTAL: 4,701,241,439
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CLEVELAND CLIFFS INC 111,060 700
CLICK2LEARN COM INC 17,100
CLOROX CO DEL 3,533,157 37,800 382,501
CLOSURE MED CORP 47,515
COACHMEN INDS INC 140,974
COASTAL CORP 3,306,314 30,900 350,930
COBALT NETWORKS INC 67,473
COCA COLA BOTTLING C 30,869
COCA COLA CO 38,420,481 2,887,479 3,944,212
COCA COLA ENTERPRISE 5,542,165 55,870 492,589
COGNEX CORP 552,252 6,300 400
COGNIZANT TECHNOLOGY 80,350
COHERENT INC 171,530
COHU INC 157,070
COINSTAR INC 137,000
COLDWATER CREEK INC 29,391
COLE KENNETH PRODTNS 41,773
COLLATERAL THERAPEUT 16,150
COLGATE PALMOLIVE CO 8,573,807 379,429 674,754
COLLINS & AIKMAN COR 400,139
COLONIAL BANCGROUP I 508,031
COLONIAL PPTYS TR 155,928
COLUMBIA ENERGY GROU 1,271,537 15,055 134,079
COLUMBIA LABS INC 150,816
COLUMBIA SPORTSWEAR 62,403
COLUMBUS MCKINNON CO 71,692
COMFORT SYS USA INC 204,605
COMCAST CORP 141,782 2,300
COMCAST CORP 13,869,364 153,512 1,036,164
COMDISCO INC 1,163,305 12,960
COMERICA INC 2,782,166 27,700 182,122
COMMERCE BANCORP INC 198,983 47
COMMERCE BANCSHARES 356,783 2,172 1,077
COMMERCE GROUP INC M 277,991
COMMERCE ONE INC DEL 279,336 1,700
COMMERCIAL FEDERAL C 278,937
COMMERCIAL METALS CO 86,211
COMMERCIAL NET LEASE 198,156
COMMONWEALTH BANCORP 42,794
COMMONWEALTH TEL ENT 98,959
COMMSCOPE INC 472,240 4,200
</TABLE>
18
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
COMMUNITY FIRST BANK COM 20390210 5,940,520 364,181 359,906 1,175 3,100
COMMUNITY TR BANCORP COM 20414910 971,953 54,953 54,953
COMPANHIA BRASILEIRA ADR 20440T20 349,841 10,890 10,890
COMPANHIA CERVEJARIA SPON ADR P 20440X10 561,000 33,000 33,000
COMPANIA ANONIMA NAC SPON ADR D 20442110 491,269 18,070 18,070
COMPANIA DE TELECOMU SPON ADR N 20444930 560,062 30,900 30,900
COMPASS BANCSHARES I COM 20449H10 17,774,287 1,041,747 1,039,747 2,000
COMPAQ COMPUTER CORP COM 20449310 697,502,778 27,286,706 27,064,389 169,077 53,240
COMPLETE BUSINESS SO COM 20452F10 2,946,236 167,762 167,762
COMPUCREDIT CORP COM 20478N10 2,526,900 84,230 84,130 100
COMPUCOM SYS INC COM 20478010 297,212 182,900 182,900
COMPUTER ASSOC INTL COM 20491210 547,598,321 10,697,996 10,674,008 18,938 5,050
COMPUTER NETWORK TEC COM 20492510 5,412,051 311,485 247,250 61,235 3,000
COMPUTER SCIENCES CO COM 20536310 212,932,786 2,851,002 2,726,857 80,699 43,446
COMPUTER TASK GROUP COM 20547710 357,174 70,560 70,560
COMPX INTERNATIONAL CL A 20563P10 936,383 46,100 45,900 200
COMPUWARE CORP COM 20563810 57,814,116 5,572,445 5,554,015 16,030 2,400
COMSAT CORP COM SER 1 20564D10 11,453,336 487,376 485,475 1,900 1
COMSTOCK RES INC COM NEW 20576820 543,200 67,900 67,900
COMVERSE TECHNOLOGY COM PAR $0 20586240 225,530,022 2,425,054 2,422,189 2,665 200
CONAGRA INC COM 20588710 636,600,670 33,396,321 28,477,274 4,914,147 4,900
COMPUTER HORIZONS CO COM 20590810 2,827,480 210,425 210,425
COM21 INC COM 20593710 3,322,350 132,894 129,694 500 2,700
CONCERO INC COM 20601810 205,800 16,800 16,800
CONCORD CAMERA CORP COM 20615610 905,975 43,400 43,400
CONCORD COMMUNICATIO COM 20618610 4,440,081 111,350 111,250 100
CONCORD EFS INC COM 20619710 43,331,314 1,666,589 1,657,584 9,005
CONCUR TECHNOLOGIES COM 20670810 228,760 54,636 54,636
CONCURRENT COMPUTER COM 20671020 4,501,875 343,000 342,900 100
CONECTIV INC COM 20682910 12,318,692 791,588 786,538 3,450 1,600
CONEXANT SYSTEMS INC COM 20714210 166,865,877 3,431,689 3,382,535 36,569 12,585
CONMED CORP COM 20741010 3,499,697 135,254 135,054 200
CONNETICS CORP COM 20819210 861,583 58,663 58,663
CONOCO INC CL A 20825130 21,226,700 964,850 959,500 1,150 4,200
CONOCO INC CL B 20825140 225,247,392 9,170,564 9,121,557 25,608 23,399
CONSECO INC COM 20846410 53,644,149 5,501,964 5,491,637 5,153 5,174
CONSOL ENERGY INC COM 20854P10 5,530,032 365,622 365,622
CONSOLIDATED EDISON COM 20911510 245,705,039 8,293,841 4,346,722 3,940,107 7,012
CONSOLIDATED FREIGHT COM 20923210 292,431 71,992 71,992
CONSOLIDATED GRAPHIC COM 20934110 476,653 50,843 50,843
CONSOLIDATED PAPERS COM 20975910 24,257,241 663,455 654,695 4,960 3,800
PAGE TOTAL: 3,248,789,238
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
COMMUNITY FIRST BANK 361,081 3,100
COMMUNITY TR BANCORP 54,953
COMPANHIA BRASILEIRA 10,890
COMPANHIA CERVEJARIA 33,000
COMPANIA ANONIMA NAC 18,070
COMPANIA DE TELECOMU 30,900
COMPASS BANCSHARES I 1,031,572 10,175
COMPAQ COMPUTER CORP 25,087,532 271,405 1,927,769
COMPLETE BUSINESS SO 167,762
COMPUCREDIT CORP 84,230
COMPUCOM SYS INC 182,900
COMPUTER ASSOC INTL 9,421,651 339,837 936,508
COMPUTER NETWORK TEC 308,485 3,000
COMPUTER SCIENCES CO 2,508,616 66,146 276,240
COMPUTER TASK GROUP 70,560
COMPX INTERNATIONAL 46,100
COMPUWARE CORP 5,098,971 50,410 423,064
COMSAT CORP 461,441 1 25,934
COMSTOCK RES INC 67,900
COMVERSE TECHNOLOGY 2,165,068 87,400 172,586
CONAGRA INC 7,620,494 24,961,360 814,467
COMPUTER HORIZONS CO 210,425
COM21 INC 130,194 2,700
CONCERO INC 16,800
CONCORD CAMERA CORP 43,400
CONCORD COMMUNICATIO 111,350
CONCORD EFS INC 1,648,164 18,425
CONCUR TECHNOLOGIES 54,636
CONCURRENT COMPUTER 343,000
CONECTIV INC 782,613 1,600 7,375
CONEXANT SYSTEMS INC 3,061,965 135,685 234,039
CONMED CORP 135,254
CONNETICS CORP 58,663
CONOCO INC 957,150 4,200 3,500
CONOCO INC 8,399,669 102,382 668,513
CONSECO INC 5,090,288 49,299 362,377
CONSOL ENERGY INC 365,622
CONSOLIDATED EDISON 7,909,225 38,212 346,404
CONSOLIDATED FREIGHT 71,992
CONSOLIDATED GRAPHIC 50,843
CONSOLIDATED PAPERS 650,955 3,800 8,700
</TABLE>
19
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CONSOLIDATED PRODS I COM 20979810 1,371,978 152,442 152,442
CONSOLIDATED STORES COM 21014910 21,085,452 1,757,121 1,755,471 1,650
CONSTELLATION ENERGY COM 21037110 85,511,524 2,626,114 2,608,573 11,891 5,650
CONTINENTAL AIRLS IN CL B 21079530 10,652,033 226,639 226,639
CONVERGYS CORP COM 21248510 121,160,183 2,335,618 2,245,342 61,150 29,126
COOPER CAMERON CORP COM 21664010 20,278,236 307,246 306,946 300
COOPER COS INC COM NEW 21664840 5,996,818 164,861 164,761 100
COOPER INDS INC COM 21666910 70,342,516 2,160,264 2,137,909 15,955 6,400
COOPER TIRE & RUBR C COM 21683110 14,457,215 1,299,525 1,296,866 1,859 800
COORS ADOLPH CO CL B 21701610 43,853,788 724,856 724,331 525
COPART INC COM 21720410 4,519,008 282,438 282,338 100
COPENE PETROQ DO NOR SPON ADR P 21725210 316,625 17,000 17,000
COPPER MTN NETWORKS COM 21751010 12,587,246 142,834 139,967 2,867
COPYTELE INC COM 21772110 203,060 130,000 130,000
COR THERAPEUTICS INC COM 21775310 12,736,313 149,291 148,981 310
CORILLIAN CORP COM 21872510 279,300 16,800 16,800
CORINTHIAN COLLEGES COM 21886810 961,456 41,023 41,023
CORIXA CORP COM 21887F10 5,300,572 123,450 123,450
CORN PRODS INTL INC COM 21902310 6,330,214 238,876 226,240 3,001 9,635
CORNELL COMPANIES IN COM 21914110 341,368 42,671 42,671
CORNERSTONE RLTY INC COM 21922V10 3,109,400 310,940 310,940
CORNING INC COM 21935010 1,322,252,832 4,899,501 4,795,219 88,805 15,477
CORPORATE EXECUTIVE COM 21988R10 3,867,925 64,600 64,500 100
CORPORATE OFFICE PPT SH BEN INT 22002T10 488,748 53,200 53,200
CORRECTIONAL PPTYS T COM 22025E10 278,250 26,500 26,500
CORSAIR COMMUNICATIO COM 22040610 1,083,875 37,700 37,700
CORUS BANKSHARES INC COM 22087310 1,733,712 65,579 65,579
CORVAS INTL INC COM 22100510 211,200 17,600 17,600
CORVEL CORP COM 22100610 313,524 12,700 12,700
COST PLUS INC CALIF COM 22148510 6,833,874 238,222 238,122 100
COSTCO WHSL CORP NEW COM 22160K10 241,310,322 7,312,434 7,290,652 21,406 376
COSTAR GROUP INC COM 22160N10 1,373,397 54,800 54,800
COTELLIGENT INC COM 22163010 346,907 61,000 61,000
COULTER PHARMACEUTIC COM 22211610 2,446,101 119,322 119,222 100
COUNTRYWIDE CR INDS COM 22237210 58,185,035 1,919,538 1,917,338 2,200
COUSINS PPTYS INC COM 22279510 7,090,891 184,179 184,179
COVAD COMMUNICATIONS COM 22281420 11,732,163 727,576 684,543 40,743 2,290
COVANCE INC COM 22281610 5,145,564 583,927 583,732 195
COVENANT TRANS INC CL A 22284P10 215,136 26,892 26,892
COVENTRY HEALTH CARE COM 22286210 5,194,561 389,748 389,668 80
COX COMMUNICATIONS I CL A 22404410 65,002,211 1,426,676 1,416,428 5,380 4,868
PAGE TOTAL: 2,176,500,533
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CONSOLIDATED PRODS I 152,442
CONSOLIDATED STORES 1,628,376 13,400 115,345
CONSTELLATION ENERGY 2,358,858 27,350 239,906
CONTINENTAL AIRLS IN 225,939 700
CONVERGYS CORP 2,061,296 117,726 156,596
COOPER CAMERON CORP 282,275 23,171 1,800
COOPER COS INC 164,861
COOPER INDS INC 1,450,794 577,187 132,283
COOPER TIRE & RUBR C 1,202,875 8,500 88,150
COORS ADOLPH CO 688,285 3,500 33,071
COPART INC 282,438
COPENE PETROQ DO NOR 17,000
COPPER MTN NETWORKS 142,334 500
COPYTELE INC 130,000
COR THERAPEUTICS INC 148,991 300
CORILLIAN CORP 16,800
CORINTHIAN COLLEGES 41,023
CORIXA CORP 123,450
CORN PRODS INTL INC 229,241 9,635
CORNELL COMPANIES IN 42,671
CORNERSTONE RLTY INC 310,940
CORNING INC 4,280,747 175,177 443,577
CORPORATE EXECUTIVE 64,600
CORPORATE OFFICE PPT 53,200
CORRECTIONAL PPTYS T 26,500
CORSAIR COMMUNICATIO 37,700
CORUS BANKSHARES INC 65,579
CORVAS INTL INC 17,600
CORVEL CORP 12,700
COST PLUS INC CALIF 238,222
COSTCO WHSL CORP NEW 6,562,892 57,676 691,866
COSTAR GROUP INC 54,800
COTELLIGENT INC 61,000
COULTER PHARMACEUTIC 119,322
COUNTRYWIDE CR INDS 1,732,665 14,100 172,773
COUSINS PPTYS INC 184,179
COVAD COMMUNICATIONS 723,636 2,290 1,650
COVANCE INC 579,927 4,000
COVENANT TRANS INC 26,892
COVENTRY HEALTH CARE 389,748
COX COMMUNICATIONS I 1,145,948 4,868 275,860
</TABLE>
20
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
COX RADIO INC CL A 22405110 4,089,680 146,060 145,270 790
CRANE CO COM 22439910 25,708,505 1,057,441 1,047,058 5,150 5,233
CRAWFORD & CO CL B 22463310 2,597,353 236,123 236,123
CREATIVE BIOMOLECULE COM 22527010 833,700 59,550 59,550
CREDENCE SYS CORP COM 22530210 20,786,625 376,658 376,458 200
CREDIT ACCEP CORP MI COM 22531010 803,052 144,382 144,382
CREE INC COM 22544710 23,456,083 175,701 175,491 210
CRESCENT REAL ESTATE COM 22575610 14,126,201 689,083 687,783 1,300
CRESTLINE CAP CORP COM 22615310 1,792,772 105,074 105,074
CRITICAL PATH INC COM 22674V10 8,330,219 142,856 129,426 13,330 100
CROMPTON CORP COM 22711610 14,332,855 1,170,029 1,164,942 5,087
CROSS TIMBERS RTY TR TR UNIT 22757R10 203,119 14,706 14,706
CROSS TIMBERS OIL CO COM 22757310 7,422,185 335,466 328,366 7,000 100
CROSSMANN CMNTYS INC COM 22764E10 757,350 45,900 45,800 100
CROSSROADS SYS INC COM 22765D10 649,505 25,723 25,523 200
CROWN AMERN RLTY TR SH BEN INT 22818610 690,150 128,400 128,400
CROWN CASTLE INTL CO COM 22822710 17,269,135 473,127 471,487 1,350 290
CROWN CORK & SEAL IN COM 22825510 33,405,810 2,227,054 2,217,584 6,770 2,700
CROWN MEDIA HLDGS IN CL A 22841110 326,145 21,300 21,300
CRYOLIFE INC COM 22890310 447,350 19,450 19,450
CUBIC CORP COM 22966910 459,375 24,500 24,500
CUBIST PHARMACEUTICA COM 22967810 3,160,027 64,163 63,963 200
CULLEN FROST BANKERS COM 22989910 7,048,958 267,899 267,799 100
CUMMINS ENGINE INC COM 23102110 23,118,845 848,398 847,498 900
CUMULUS MEDIA INC CL A 23108210 1,739,681 190,650 190,550 100
CURAGEN CORP COM 23126R10 2,481,642 65,200 65,200
CURTISS WRIGHT CORP COM 23156110 1,392,653 37,450 37,450
CYBERIAN OUTPOST INC COM 23191410 277,171 57,600 57,600
CYBER-CARE INC COM 23243T10 990,930 99,561 99,561
CYBERCASH INC COM 23246210 447,108 94,128 94,128
CYBERSOURCE CORP COM 23251J10 604,979 43,801 41,801 2,000
CYBERONICS INC COM 23251P10 1,512,000 126,000 126,000
CYBEX COMPUTER PRODS COM 23252210 5,289,756 124,832 122,412 2,420
CYGNUS INC COM 23256010 2,167,425 152,100 150,100 2,000
CYLINK CORP COM 23256510 822,877 49,127 49,127
CYMER INC COM 23257210 9,384,832 196,541 196,341 200
CYPRESS COMMUNICATIO COM 23274310 216,050 29,800 29,800
CYPRESS SEMICONDUCTO COM 23280610 56,429,395 1,335,607 1,334,297 1,310
CYSIVE INC COM 23281T10 326,896 13,692 13,692
CYTEC INDS INC COM 23282010 13,423,260 543,738 542,338 400 1,000
CYTOGEN CORP COM 23282410 1,764,787 174,300 165,300 1,000 8,000
PAGE TOTAL: 311,086,441
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
COX RADIO INC 146,060
CRANE CO 977,576 13,733 66,132
CRAWFORD & CO 236,123
CREATIVE BIOMOLECULE 59,550
CREDENCE SYS CORP 376,158 500
CREDIT ACCEP CORP MI 144,382
CREE INC 175,401 300
CRESCENT REAL ESTATE 631,728 57,355
CRESTLINE CAP CORP 105,074
CRITICAL PATH INC 142,356 100 400
CROMPTON CORP 1,160,825 9,204
CROSS TIMBERS RTY TR 14,706
CROSS TIMBERS OIL CO 335,366 100
CROSSMANN CMNTYS INC 45,900
CROSSROADS SYS INC 25,723
CROWN AMERN RLTY TR 128,400
CROWN CASTLE INTL CO 472,137 290 700
CROWN CORK & SEAL IN 2,031,731 17,100 178,223
CROWN MEDIA HLDGS IN 21,300
CRYOLIFE INC 19,450
CUBIC CORP 24,500
CUBIST PHARMACEUTICA 64,163
CULLEN FROST BANKERS 267,899
CUMMINS ENGINE INC 776,155 4,900 67,343
CUMULUS MEDIA INC 190,650
CURAGEN CORP 65,200
CURTISS WRIGHT CORP 37,450
CYBERIAN OUTPOST INC 57,600
CYBER-CARE INC 99,561
CYBERCASH INC 94,128
CYBERSOURCE CORP 43,801
CYBERONICS INC 126,000
CYBEX COMPUTER PRODS 124,832
CYGNUS INC 150,100 2,000
CYLINK CORP 49,127
CYMER INC 196,541
CYPRESS COMMUNICATIO 29,800
CYPRESS SEMICONDUCTO 1,324,107 11,500
CYSIVE INC 13,692
CYTEC INDS INC 539,838 1,000 2,900
CYTOGEN CORP 166,300 8,000
</TABLE>
21
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Disretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
CYTYC CORP COM 23294610 12,364,639 231,656 225,572 6,084
DDI CORP COM 23316210 609,900 21,400 21,400
DQE INC COM 23329J10 30,421,794 770,172 768,380 1,792
DPL INC COM 23329310 25,942,411 1,182,587 1,176,742 5,845
D R HORTON INC COM 23331A10 4,578,693 337,612 337,612
DSP GROUP INC COM 23332B10 10,160,752 181,442 181,242 200
DST SYS INC DEL COM 23332610 31,636,027 415,580 407,480 600 7,500
DTE ENERGY CO COM 23333110 76,738,645 2,510,917 2,506,917 4,000
DVI INC COM 23334310 1,217,600 76,100 55,100 21,000
DAIN RAUSCHER CORP COM 23385610 8,796,282 133,277 133,177 100
DAISYTEK INTL CORP COM 23405310 898,402 95,200 95,200
DAL-TILE INTL INC COM 23426R10 3,051,485 369,877 369,767 110
DALEEN TECHNOLOGIES COM 23437N10 297,748 19,288 19,288
DALLAS SEMICONDUCTOR COM 23520410 25,660,927 629,716 542,126 61,990 25,600
DAN RIV INC GA CL A 23577410 290,700 61,200 61,200
DANA CORP COM 23581110 57,110,511 2,695,545 2,674,161 7,092 14,292
DANAHER CORP DEL COM 23585110 108,165,634 2,187,949 2,159,168 28,781
DANIELSON HLDG CORP COM 23627410 255,450 52,400 12,400 40,000
DARDEN RESTAURANTS I COM 23719410 53,527,158 3,293,979 3,283,954 3,125 6,900
DATA BROADCASTING CO COM 23759610 2,696,196 427,154 427,154
DATA CRITICAL CORP D COM 23762210 2,451,215 188,555 124,200 64,355
DATA RETURN CORP COM 23785M10 833,286 28,734 28,734
DATASCOPE CORP COM 23811310 3,150,324 87,509 87,409 100
DATASTREAM SYS INC COM 23812410 1,478,200 118,256 118,256
DAVE & BUSTERS INC COM 23833N10 250,575 40,092 40,092
DAVIDS BRIDAL INC COM 23857610 855,102 73,958 73,958
DAVOX CORP COM 23920810 216,047 16,700 16,700
DEAN FOODS CO COM 24236110 9,933,430 313,486 313,286 200
DEB SHOPS INC COM 24272810 301,400 24,112 24,112
DEERE & CO COM 24419910 148,125,948 4,003,404 3,992,574 8,455 2,375
DEL MONTE FOODS CO COM 24522P10 2,205,521 323,770 323,570 200
DELCO REMY INTL INC CL A 24662610 1,051,468 126,500 126,500
DELHAIZE AMER INC CL A 24668810 1,098,999 62,136 62,136
DELHAIZE AMER INC CL B 24668820 8,891,408 578,303 577,103 1,200
DELL COMPUTER CORP COM 24702510 2,260,729,153 45,845,416 45,511,635 269,036 64,745
DELPHI AUTOMOTIVE SY COM 24712610 917,031,086 62,974,254 62,940,254 19,530 14,470
DELPHI FINL GROUP IN CL A 24713110 4,521,155 133,222 119,086 100 14,036
DELTA & PINE LD CO COM 24735710 6,570,780 262,181 261,881 300
DELTA AIR LINES INC COM 24736110 106,678,589 2,109,857 2,104,503 5,354
DELTATHREE COM INC CL A 24783N10 216,973 14,900 14,900
DELTIC TIMBER CORP COM 24785010 1,577,111 73,783 72,084 100 1,599
PAGE TOTAL: 3,932,588,724
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
CYTYC CORP 231,256 400
DDI CORP 21,400
DQE INC 600,294 162,778 7,100
DPL INC 1,168,418 14,169
D R HORTON INC 337,612
DSP GROUP INC 181,442
DST SYS INC DEL 402,980 7,500 5,100
DTE ENERGY CO 2,265,231 20,900 224,786
DVI INC 76,100
DAIN RAUSCHER CORP 133,277
DAISYTEK INTL CORP 95,200
DAL-TILE INTL INC 369,877
DALEEN TECHNOLOGIES 19,288
DALLAS SEMICONDUCTOR 603,516 25,600 600
DAN RIV INC GA 61,200
DANA CORP 2,422,465 31,292 241,788
DANAHER CORP DEL 2,008,448 18,400 161,101
DANIELSON HLDG CORP 52,400
DARDEN RESTAURANTS I 3,034,721 24,300 234,958
DATA BROADCASTING CO 427,154
DATA CRITICAL CORP D 188,555
DATA RETURN CORP 28,734
DATASCOPE CORP 87,509
DATASTREAM SYS INC 118,256
DAVE & BUSTERS INC 40,092
DAVIDS BRIDAL INC 73,958
DAVOX CORP 16,700
DEAN FOODS CO 310,936 2,550
DEB SHOPS INC 24,112
DEERE & CO 3,610,518 31,575 361,311
DEL MONTE FOODS CO 323,770
DELCO REMY INTL INC 126,500
DELHAIZE AMER INC 60,969 1,167
DELHAIZE AMER INC 574,536 3,767
DELL COMPUTER CORP 40,155,311 1,554,545 4,135,560
DELPHI AUTOMOTIVE SY 8,250,765 53,823,253 900,236
DELPHI FINL GROUP IN 119,186 14,036
DELTA & PINE LD CO 262,181
DELTA AIR LINES INC 1,900,387 16,300 193,170
DELTATHREE COM INC 14,900
DELTIC TIMBER CORP 72,184 1,599
</TABLE>
22
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
DENBURY RES INC COM NEW 24791620 201,255 38,800 38,800
DELUXE CORP COM 24801910 28,020,896 1,189,241 1,157,014 9,637 22,590
DENDRITE INTL INC COM 24823910 8,210,841 246,483 246,383 100
DENTSPLY INTL INC NE COM 24903010 208,809,842 6,776,900 547,420 6,207,280 22,200
DEPARTMENT 56 INC COM 24950910 708,840 64,440 64,440
DETROIT DIESEL CORP COM 25083710 967,098 65,566 65,566
DEVELOPERS DIVERSIFI COM 25159110 6,858,891 459,188 459,188
DEVON ENERGY CORP NE COM 25179M10 45,279,249 805,867 800,861 4,776 230
DEVRY INC DEL COM 25189310 13,688,364 517,773 516,863 910
DEXTER CORP COM 25216510 11,943,024 248,813 247,313 1,500
DIAGEO P L C SPON ADR N 25243Q20 2,183,151 61,390 46,510 14,880
DIAGNOSTIC PRODS COR COM 25245010 2,805,408 87,669 86,069 1,600
DIAL CORP NEW COM 25247D10 8,069,394 777,773 757,573 20,200
DIAMETRICS MED INC COM 25253210 306,221 54,141 54,141
DIAMOND OFFSHORE DRI COM 25271C10 12,726,560 362,322 359,722 2,600
DIAMOND TECHNOLOGY P CL A 25276210 15,873,000 180,375 177,275 100 3,000
DIEBOLD INC COM 25365110 17,946,900 643,835 631,924 1,787 10,124
DIGENE CORP COM 25375210 1,273,831 31,550 31,550
DIGEX INC DEL CL A 25375610 7,730,890 113,795 90,975 22,595 225
DIGIMARC CORP COM 25380710 596,750 15,500 15,400 100
DIGITAL COURIER TECH COM 25383810 395,887 62,100 62,100
DIGITAL IMPACT INC D COM 25385G10 293,927 20,809 20,809
DIGITAL IS INC DEL COM 25385N10 5,209,099 107,128 106,928 200
DIGITAL INSIGHT CORP COM 25385P10 1,416,372 41,658 41,558 100
DIGITAL LIGHTWAVE IN COM 25385510 2,482,674 24,688 24,488 200
DIGITAL MICROWAVE CO COM 25385910 16,447,086 431,399 431,069 330
DIGITAL RIV INC COM 25388B10 839,266 109,180 109,080 100
DIGITAS INC COM 25388K10 1,101,484 67,526 37,500 30,026
DIGITALTHINK INC COM 25388M10 796,425 22,200 22,200
DIME CMNTY BANCSHARE COM 25392210 1,319,175 81,180 81,180
DILLARDS INC CL A 25406710 17,527,692 1,430,832 1,428,657 2,175
DIME BANCORP INC NEW COM 25429Q10 19,113,066 1,213,528 1,157,483 56,045
DIMON INC COM 25439410 334,050 157,200 157,200
DIONEX CORP COM 25454610 4,239,393 158,482 158,382 100
DISCOUNT AUTO PTS IN COM 25464210 476,340 47,634 47,634
DISNEY WALT CO COM DISNEY 25468710 1,575,345,701 40,589,140 37,786,718 1,808,807 993,615
DISNEY WALT CO COM GO COM 25468720 2,617,987 219,317 219,217 100
DISTRIBUCION Y SERVI SPONSORED 25475310 227,612 13,100 13,100
DIRECT FOCUS INC COM 25493110 2,601,900 53,100 53,000 100
DITECH COMMUNICATION COM 25500M10 20,875,601 220,761 44,972 175,789
DIVERSA CORP COM 25506410 414,294 12,507 12,500 7
PAGE TOTAL: 2,068,275,436
<CAPTION>
Voting Authority
-----------------------------------
Sole Shared None
<S> <C> <C> <C>
DENBURY RES INC 38,800
DELUXE CORP 1,060,664 32,090 96,487
DENDRITE INTL INC 246,483
DENTSPLY INTL INC NE 6,741,562 22,200 13,138
DEPARTMENT 56 INC 64,440
DETROIT DIESEL CORP 65,566
DEVELOPERS DIVERSIFI 459,188
DEVON ENERGY CORP NE 798,737 230 6,900
DEVRY INC DEL 511,973 5,800
DEXTER CORP 247,113 1,700
DIAGEO P L C 61,390
DIAGNOSTIC PRODS COR 86,069 1,600
DIAL CORP NEW 770,573 7,200
DIAMETRICS MED INC 54,141
DIAMOND OFFSHORE DRI 359,322 3,000
DIAMOND TECHNOLOGY P 177,375 3,000
DIEBOLD INC 626,443 10,124 7,268
DIGENE CORP 31,550
DIGEX INC DEL 113,570 225
DIGIMARC CORP 15,500
DIGITAL COURIER TECH 62,100
DIGITAL IMPACT INC D 20,809
DIGITAL IS INC DEL 107,128
DIGITAL INSIGHT CORP 41,658
DIGITAL LIGHTWAVE IN 24,688
DIGITAL MICROWAVE CO 430,699 700
DIGITAL RIV INC 109,180
DIGITAS INC 67,526
DIGITALTHINK INC 22,200
DIME CMNTY BANCSHARE 81,180
DILLARDS INC 1,298,691 11,400 120,741
DIME BANCORP INC NEW 1,203,728 9,800
DIMON INC 157,200
DIONEX CORP 158,482
DISCOUNT AUTO PTS IN 47,634
DISNEY WALT CO 36,015,363 1,261,215 3,312,562
DISNEY WALT CO 204,086 15,231
DISTRIBUCION Y SERVI 13,100
DIRECT FOCUS INC 53,100
DITECH COMMUNICATION 220,461 300
DIVERSA CORP 12,507
</TABLE>
23
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
DOBSON COMMUNICATION CL A 25606910 1,060,675 55,100 54,600 500
DOCUMENTUM INC COM 25615910 9,685,926 108,374 104,674 600 3,100
DOLE FOOD INC COM 25660510 5,864,082 418,863 418,063 800
DOLLAR GEN CORP COM 25666910 87,061,006 4,464,667 4,458,663 6,003 1
DOLLAR THRIFTY AUTOM COM 25674310 4,653,498 252,400 252,200 200
DOLLAR TREE STORES I COM 25674710 31,153,057 787,449 786,899 550
DOMINION RES INC VA COM 25746U10 175,961,615 4,104,061 4,063,111 13,074 27,876
DONALDSON INC COM 25765110 8,561,348 433,486 433,486
DONALDSON LUFKIN & J COM DLJ 25766110 10,276,119 242,150 241,200 950
DONALDSON LUFKIN & J COM DLJDIR 25766150 453,435 63,640 63,640
DONNA KARAN INTL INC COM 25782610 273,009 42,825 42,825
DONNELLEY R R & SONS COM 25786710 47,111,418 2,088,087 2,078,262 4,925 4,900
DORAL FINL CORP COM 25811P10 2,332,576 203,950 203,950
DOT HILL SYS CORP COM 25848T10 268,059 24,369 24,369
DOUBLECLICK INC COM 25860930 16,111,129 422,587 420,452 2,135
DOVER CORP COM 26000310 173,834,251 4,285,643 4,191,332 13,473 80,838
DOVER DOWNS ENTMT IN COM 26008610 1,331,400 95,100 95,100
DOW CHEM CO COM 26054310 355,045,155 11,761,525 11,551,747 110,964 98,814
DOW JONES & CO INC COM 26056110 392,438,486 5,357,522 1,561,025 59,808 3,736,689
DOWNEY FINL CORP COM 26101810 6,780,374 233,806 233,806
DRESS BARN INC COM 26157010 3,740,740 169,073 169,073
DREXLER TECHNOLOGY C COM 26187610 309,400 23,800 13,300 10,500
DREYERS GRAND ICE CR COM 26187810 4,321,422 205,782 205,782
DRIL-QUIP INC COM 26203710 3,146,275 67,300 67,200 100
DRUGSTORE COM INC COM 26224110 278,669 37,003 37,003
DSET CORP COM 26250410 813,776 26,791 15,600 11,191
DSL NET INC COM 26250610 708,011 68,659 68,659
DU PONT E I DE NEMOU COM 26353410 900,556,518 20,584,149 19,808,970 469,482 305,697
DUANE READE INC COM 26357810 3,043,392 118,190 117,990 200
DUKE ENERGY CORP COM 26439910 1,785,045,823 31,663,784 6,853,227 24,751,638 58,919
DUKE WEEKS REALTY CO COM NEW 26441150 21,310,576 952,428 858,678 93,750
DUN & BRADSTREET COR COM 26483B10 81,707,915 2,854,425 2,827,561 18,414 8,450
DURA AUTOMOTIVE SYST CL A 26590310 1,458,452 134,892 133,083 1,809
DUPONT PHOTOMASKS IN COM 26613X10 2,527,787 36,902 36,802 100
DURA PHARMACEUTICALS COM 26632S10 6,356,768 442,210 442,210
DURAMED PHARMACEUTIC COM 26635410 566,100 104,120 104,120
DUSA PHARMACEUTICALS COM 26689810 678,500 23,000 23,000
DYCOM INDS INC COM 26747510 19,166,130 416,655 413,060 3,595
DYNEGY INC NEW CL A 26816Q10 78,158,218 1,144,136 1,143,216 920
ECI TELECOM LTD ORD 26825810 685,041 19,162 19,162
EDP-ELECTRICIDADE DE SPONSORED 26835310 402,187 11,700 11,700
PAGE TOTAL: 4,245,238,318
<CAPTION>
Voting Authority
------------------------------------
Sole Shared None
<S> <C> <C> <C>
DOBSON COMMUNICATION 55,100
DOCUMENTUM INC 105,274 3,100
DOLE FOOD INC 414,363 4,500
DOLLAR GEN CORP 4,078,355 42,101 344,211
DOLLAR THRIFTY AUTOM 252,400
DOLLAR TREE STORES I 778,574 8,875
DOMINION RES INC VA 3,669,742 60,039 374,280
DONALDSON INC 430,186 3,300
DONALDSON LUFKIN & J 235,350 6,800
DONALDSON LUFKIN & J 63,640
DONNA KARAN INTL INC 42,825
DONNELLEY R R & SONS 1,859,859 20,700 207,528
DORAL FINL CORP 203,950
DOT HILL SYS CORP 24,369
DOUBLECLICK INC 421,587 1,000
DOVER CORP 3,854,170 106,538 324,935
DOVER DOWNS ENTMT IN 95,100
DOW CHEM CO 10,496,376 187,014 1,078,135
DOW JONES & CO INC 1,424,461 3,787,089 145,972
DOWNEY FINL CORP 233,806
DRESS BARN INC 169,073
DREXLER TECHNOLOGY C 13,300 10,500
DREYERS GRAND ICE CR 203,682 2,100
DRIL-QUIP INC 67,300
DRUGSTORE COM INC 37,003
DSET CORP 26,791
DSL NET INC 68,659
DU PONT E I DE NEMOU 18,478,939 443,466 1,661,744
DUANE READE INC 118,190
DUKE ENERGY CORP 6,372,852 24,696,900 594,032
DUKE WEEKS REALTY CO 950,928 1,500
DUN & BRADSTREET COR 2,523,507 104,050 226,868
DURA AUTOMOTIVE SYST 134,892
DUPONT PHOTOMASKS IN 36,902
DURA PHARMACEUTICALS 442,210
DURAMED PHARMACEUTIC 104,120
DUSA PHARMACEUTICALS 23,000
DYCOM INDS INC 416,255 400
DYNEGY INC NEW 1,129,760 14,376
ECI TELECOM LTD 396 18,766
EDP-ELECTRICIDADE DE 11,700
</TABLE>
24
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
EEX CORP COM NEW 26842V20 2,482,223 427,086 275,286 151,800
EGL INC COM 26848410 3,318,816 107,929 107,929
E M C CORP MASS COM 26864810 3,134,165,258 40,736,775 38,257,384 1,882,398 596,993
E MEDSOFT COM COM 26873Q10 516,000 64,500 63,500 1,000
ENSCO INTL INC COM 26874Q10 42,968,526 1,199,836 1,197,916 1,920
ENI S P A SPONSORED 26874R10 756,431 13,000 13,000
EOG RES INC COM 26875P10 22,188,825 662,353 493,163 141,365 27,825
E PIPHANY INC COM 26881V10 5,209,288 48,600 48,100 500
ESS TECHNOLOGY INC COM 26915110 6,141,475 423,550 423,550
E SPIRE COMMUNICATIO COM 26915310 2,482,650 367,800 360,900 6,900
E-TEK DYNAMICS INC COM 26924010 52,742,614 199,925 198,525 1,400
E TOWN COM 26924210 3,922,174 59,036 58,399 637
E TRADE GROUP INC COM 26924610 32,977,411 1,998,631 1,993,136 3,895 1,600
EARTHGRAINS CO COM 27031910 5,525,083 284,256 284,256
EARTHSHELL CORP COM 27032B10 624,407 206,007 203,507 2,500
EARTHWEB INC COM 27032C10 478,814 34,201 34,201
EARTHLINK INC COM 27032110 5,443,672 352,638 348,247 1,161 3,230
EAST WEST BANCORP IN COM 27579R10 5,655,125 393,400 393,400
EASTERN ENTERPRISES COM 27637F10 32,228,343 511,561 509,894 1,667
EASTGROUP PPTY INC COM 27727610 2,175,241 103,278 103,278
EASTMAN CHEM CO COM 27743210 90,738,322 1,900,279 1,892,493 2,293 5,493
EASTMAN KODAK CO COM 27746110 386,331,834 6,492,972 6,425,815 23,266 43,891
EATON CORP COM 27805810 83,499,822 1,246,266 1,242,516 3,750
EATON VANCE CORP COM NON VT 27826510 9,791,032 211,698 211,698
EBAY INC COM 27864210 35,398,606 651,764 650,834 730 200
EBENX INC COM 27866810 233,268 11,010 11,010
ECHELON CORP COM 27874N10 6,674,921 115,210 115,200 10
ECHOSTAR COMMUNICATI CL A 27876210 22,561,532 681,432 680,912 520
ECLIPSE SURGICAL TEC COM 27884910 332,281 75,950 75,950
ECLIPSYS CORP COM 27885610 1,817,895 242,386 235,940 296 6,150
ECOLAB INC COM 27886510 91,647,537 2,346,207 2,060,044 242,620 43,543
EDISON INTL COM 28102010 783,290,793 38,209,307 38,177,417 20,390 11,500
EDISON SCHOOLS INC CL A 28103310 906,611 39,100 39,100
EDUCATION MGMT CORP COM 28139T10 2,548,656 141,106 141,106
J D EDWARDS & CO COM 28166710 3,806,333 252,711 252,611 100
EDWARDS LIFESCIENCES COM 28176E10 30,561,038 1,651,948 762,858 889,017 73
EDWARDS AG INC COM 28176010 36,069,540 924,860 919,692 4,600 568
EFFICIENT NETWORKS I COM 28205610 4,431,301 60,239 60,039 200
EGAIN COMMUNICATIONS COM 28225C10 455,221 37,544 37,544
EGGHEAD COM INC NEW COM 28232910 283,626 96,570 96,570
EGLOBE INC COM 28233910 269,700 89,900 89,900
PAGE TOTAL: 4,953,652,245
<CAPTION>
Voting Authority
-----------------------------------
Sole Shared None
<S> <C> <C> <C>
EEX CORP 427,086
EGL INC 107,929
E M C CORP MASS 35,462,141 1,852,025 3,422,609
E MEDSOFT COM 64,500
ENSCO INTL INC 1,185,536 14,300
ENI S P A 13,000
EOG RES INC 631,228 27,825 3,300
E PIPHANY INC 48,400 200
ESS TECHNOLOGY INC 423,550
E SPIRE COMMUNICATIO 360,900 6,900
E-TEK DYNAMICS INC 199,425 500
E TOWN 58,399 637
E TRADE GROUP INC 1,973,431 1,600 23,600
EARTHGRAINS CO 284,256
EARTHSHELL CORP 203,507 2,500
EARTHWEB INC 34,201
EARTHLINK INC 348,885 3,230 523
EAST WEST BANCORP IN 393,400
EASTERN ENTERPRISES 480,810 3,200 27,551
EASTGROUP PPTY INC 103,278
EASTMAN CHEM CO 1,786,609 15,593 98,077
EASTMAN KODAK CO 5,909,852 89,991 493,129
EATON CORP 1,123,014 9,700 113,552
EATON VANCE CORP 211,698
EBAY INC 533,828 200 117,736
EBENX INC 11,010
ECHELON CORP 115,210
ECHOSTAR COMMUNICATI 678,832 2,600
ECLIPSE SURGICAL TEC 75,950
ECLIPSYS CORP 236,236 6,150
ECOLAB INC 2,143,888 61,043 141,276
EDISON INTL 5,159,627 32,527,351 522,329
EDISON SCHOOLS INC 39,100
EDUCATION MGMT CORP 141,106
J D EDWARDS & CO 252,711
EDWARDS LIFESCIENCES 757,135 886,938 7,875
EDWARDS AG INC 912,130 568 12,162
EFFICIENT NETWORKS I 59,939 300
EGAIN COMMUNICATIONS 37,544
EGGHEAD COM INC NEW 96,570
EGLOBE INC 89,900
</TABLE>
25
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
EL PASO ELEC CO COM NEW 28367785 4,310,239 385,290 385,290
EL PASO ENERGY CORP COM 28390510 198,471,130 3,896,404 3,852,095 13,910 30,399
ELAN PLC ADR 28413120 16,689,210 344,555 329,785 14,770
ELANTEC SEMICONDUCTO COM 28415510 3,355,925 48,200 48,200
ELCOR CORP COM 28444310 3,226,532 140,284 140,284
ELECTRIC FUEL CORP COM 28487110 206,712 13,500 13,500
ELECTRIC LIGHTWAVE I CL A 28489510 1,048,340 56,100 56,100
ELECTRO RENT CORP COM 28521810 1,177,347 96,110 96,110
ELECTRO SCIENTIFIC I COM 28522910 12,977,520 294,736 294,536 200
ELECTROGLAS INC COM 28532410 3,472,336 161,504 161,404 100
ELECTRONIC ARTS INC COM 28551210 41,122,901 563,814 562,304 1,510
ELECTRONIC DATA SYS COM 28566110 487,136,388 11,809,367 11,786,402 18,468 4,497
ELECTRONICS BOUTIQUE COM 28604510 785,443 47,966 47,966
ELECTRONICS FOR IMAG COM 28608210 5,854,589 231,297 231,097 200
ELOT INC COM 29014310 528,937 282,100 282,100
ELOYALTY CORP COM 29015110 3,950,307 309,828 303,461 6,367
EMAGIN CORP COM 29076N10 393,969 30,750 30,750
E MACHINES INC COM 29076P10 225,439 83,900 83,900
EMBARCADERO TECHNOLO COM 29078710 340,750 11,600 11,600
EMBRATEL PARTICIPACO SPON ADR P 29081N10 1,115,100 47,200 47,200
EMCOR GROUP INC COM 29084Q10 1,243,263 53,619 53,619
EMCORE CORP COM 29084610 8,982,000 74,850 74,850
EMERGE INTERACTIVE I CL A 29088W10 445,124 24,816 24,776 40
EMERSON ELEC CO COM 29101110 490,140,370 8,118,267 7,217,427 597,451 303,389
EMISPHERE TECHNOLOGI COM 29134510 1,509,040 35,416 35,316 100
EMMIS COMMUNICATIONS CL A 29152510 11,278,825 272,600 272,370 230
EMPIRE DIST ELEC CO COM 29164110 2,893,166 131,138 131,138
EMPRESA NACIONAL DE SPONSORED 29244T10 236,726 21,400 21,400
EMULEX CORP COM NEW 29247520 19,365,184 294,810 293,900 910
ENCOMPASS SVCS CORP COM 29255U10 2,738,834 476,319 476,319
ENDESA S A SPONSORED 29258N10 1,274,617 65,365 55,250 10,115
ENDOCARE INC COM 29264P10 350,325 17,300 17,300
ENERGEN CORP COM 29265N10 7,633,981 349,990 349,590 400
ENERGY CONVERSION DE COM 29265910 1,038,877 40,941 40,941
ENERGY EAST CORP COM 29266M10 23,472,737 1,231,389 1,225,631 5,058 700
ENERGIZER HLDGS INC COM 29266R10 17,713,869 970,623 968,655 1,469 499
ENERSIS S A SPONSORED 29274F10 320,985 16,100 16,100
ENGAGE INC COM 29282710 667,057 51,562 51,062 500
ENGELHARD CORP COM 29284510 36,570,878 2,143,411 2,141,015 2,396
ENGINEERING ANIMATIO COM 29287210 617,292 66,063 66,063
ENERGYNORTH INC COM 29292510 1,650,645 27,859 4,400 4,765 18,694
PAGE TOTAL: 1,416,532,909
<CAPTION>
Voting Authority
-----------------------------------
Sole Shared None
<S> <C> <C> <C>
EL PASO ELEC CO 385,290
EL PASO ENERGY CORP 3,484,457 61,349 350,598
ELAN PLC 344,555
ELANTEC SEMICONDUCTO 48,200
ELCOR CORP 140,284
ELECTRIC FUEL CORP 13,500
ELECTRIC LIGHTWAVE I 56,100
ELECTRO RENT CORP 96,110
ELECTRO SCIENTIFIC I 294,736
ELECTROGLAS INC 161,504
ELECTRONIC ARTS INC 530,405 33,409
ELECTRONIC DATA SYS 6,890,154 4,148,746 770,467
ELECTRONICS BOUTIQUE 47,966
ELECTRONICS FOR IMAG 230,597 700
ELOT INC 282,100
ELOYALTY CORP 309,828
EMAGIN CORP 30,750
E MACHINES INC 83,900
EMBARCADERO TECHNOLO 11,600
EMBRATEL PARTICIPACO 47,200
EMCOR GROUP INC 53,619
EMCORE CORP 74,850
EMERGE INTERACTIVE I 24,776 40
EMERSON ELEC CO 7,095,958 361,189 661,120
EMISPHERE TECHNOLOGI 35,416
EMMIS COMMUNICATIONS 272,600
EMPIRE DIST ELEC CO 131,138
EMPRESA NACIONAL DE 21,400
EMULEX CORP 294,410 400
ENCOMPASS SVCS CORP 476,319
ENDESA S A 65,365
ENDOCARE INC 17,300
ENERGEN CORP 349,990
ENERGY CONVERSION DE 40,941
ENERGY EAST CORP 1,219,689 700 11,000
ENERGIZER HLDGS INC 949,899 959 19,765
ENERSIS S A 16,100
ENGAGE INC 51,562
ENGELHARD CORP 1,974,812 14,300 154,299
ENGINEERING ANIMATIO 66,063
ENERGYNORTH INC 9,165 18,694
</TABLE>
26
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
ENESCO GROUP INC COM 29297310 237,975 50,100 50,100
ENHANCE FINL SVCS GR COM 29331010 4,856,450 337,840 337,840
ENRON CORP COM 29356110 797,793,276 12,368,888 12,129,357 166,755 72,776
ENTERCOM COMMUNICATI CL A 29363910 8,269,462 169,630 169,530 100
ENTERGY CORP NEW COM 29364G10 115,348,378 4,242,777 4,237,567 2,410 2,800
ENTERPRISE PRODS PAR COM 29379210 319,500 14,200 14,200
ENTERTAINMENT PPTYS COM SH BEN 29380T10 2,140,860 155,000 155,000
ENTREMED INC COM 29382F10 3,069,470 102,531 96,531 5,000 1,000
ENTRUST TECHNOLOGIES COM 29384810 29,236,981 353,317 344,022 9,045 250
ENZON INC COM 29390410 15,268,125 359,250 324,530 34,620 100
ENZO BIOCHEM INC COM 29410010 11,252,934 163,086 153,326 9,760
EOTT ENERGY PARTNERS UNIT LTD P 29410310 219,898 15,500 15,500
EPICOR SOFTWARE CORP COM 29426L10 418,720 167,488 167,488
EPICEDGE INC COM 29426X10 243,800 10,600 10,600
EPLUS INC COM 29426810 311,956 11,800 11,800
EPRESENCE INC COM 29434810 1,140,787 157,350 155,350 2,000
EPRISE CORP COM 29435210 246,555 15,000 15,000
EQUIFAX INC COM 29442910 62,779,500 2,391,600 2,379,303 6,897 5,400
EQUITABLE RES INC COM 29454910 13,451,762 278,793 276,331 100 2,362
EQUITY INNS INC COM 29470310 1,673,141 273,166 273,166
EQUITY OFFICE PROPER COM 29474110 63,901,008 2,318,446 2,200,046 118,400
EQUITY ONE COM 29475210 207,900 21,600 21,600
EQUITY RESIDENTIAL P SH BEN INT 29476L10 45,792,172 995,482 933,857 61,625
ERICSSON L M TEL CO ADR CL B S 29482140 19,484,000 974,200 928,040 46,160
ERIE INDTY CO CL A 29530P10 10,728,270 340,580 340,580
ESHARE TECHNOLOGIES COM 29642810 243,600 34,800 34,800
ESPEED INC CL A 29664310 664,586 15,300 15,300
ESSEX PPTY TR INC COM 29717810 10,022,460 238,630 218,105 20,525
ESTERLINE TECHNOLOGI COM 29742510 1,859,642 125,018 125,018
ETHAN ALLEN INTERIOR COM 29760210 6,557,736 273,239 273,139 100
ETHYL CORP COM 29765910 1,810,040 724,016 724,016
ETOYS INC COM 29786210 917,805 144,673 144,573 100
EVERGREEN RES INC COM NO PAR 29990030 2,778,825 93,800 93,600 200
EXAR CORP COM 30064510 10,733,591 123,110 122,450 660
EXCALIBUR TECHNOLOGI COM NEW 30065120 3,165,007 79,250 79,150 100
EXCEL TECHNOLOGY INC COM 30067T10 1,011,271 20,100 20,000 100
EXCELON CORP COM 30069110 456,377 57,500 57,500
EXCHANGE APPLICATION COM 30086710 6,694,856 251,450 250,350 1,100
EXELIXIS INC COM 30161Q10 907,866 27,202 27,200 2
EXTENDED SYSTEMS INC COM 30197310 1,915,200 19,950 18,150 1,800
EXIDE CORP COM 30205110 926,840 115,855 115,855
PAGE TOTAL: 1,259,058,582
<CAPTION>
Name of Voting Authority
--------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
50,100
ENESCO GROUP INC 337,840
ENHANCE FINL SVCS GR 11,041,554 164,176 1,163,158
ENRON CORP 169,630
ENTERCOM COMMUNICATI 3,825,291 35,000 382,486
ENTERGY CORP NEW 14,200
ENTERPRISE PRODS PAR 155,000
ENTERTAINMENT PPTYS 101,531 1,000
ENTREMED INC 352,667 250 400
ENTRUST TECHNOLOGIES 359,150 100
ENZON INC 163,086
ENZO BIOCHEM INC 15,500
EOTT ENERGY PARTNERS 167,488
EPICOR SOFTWARE CORP 10,600
EPICEDGE INC 11,800
EPLUS INC 155,350 2,000
EPRESENCE INC 15,000
EPRISE CORP 2,080,584 85,800 225,216
EQUIFAX INC 276,031 2,362 400
EQUITABLE RES INC 273,166
EQUITY INNS INC 2,218,475 99,971
EQUITY OFFICE PROPER 21,600
EQUITY ONE 936,553 58,929
EQUITY RESIDENTIAL P 973,400 800
ERICSSON L M TEL CO 339,380 1,200
ERIE INDTY CO 34,800
ESHARE TECHNOLOGIES 15,300
ESPEED INC 238,630
ESSEX PPTY TR INC 125,018
ESTERLINE TECHNOLOGI 273,239
ETHAN ALLEN INTERIOR 718,216 5,800
ETHYL CORP 144,673
ETOYS INC 93,800
EVERGREEN RES INC 123,110
EXAR CORP 79,250
EXCALIBUR TECHNOLOGI 20,100
EXCEL TECHNOLOGY INC 57,500
EXCELON CORP 251,450
EXCHANGE APPLICATION 27,202
EXELIXIS INC 19,950
EXTENDED SYSTEMS INC 115,855
EXIDE CORP </TABLE>
27
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
EXODUS COMMUNICATION COM 30208810 89,208,966 1,936,715 1,879,980 41,935 14,800
EXPEDIA INC COM 30212510 363,308 24,528 24,428 100
EXPEDITORS INTL WASH COM 30213010 11,038,620 232,392 230,782 1,610
EXPRESS SCRIPTS INC CL A 30218210 15,510,189 249,661 249,161 500
EXTENDED STAY AMER I COM 30224P10 4,463,624 482,554 482,554
EXTENSITY INC COM 30225510 373,325 10,900 10,900
EXTREME NETWORKS INC COM 30226D10 11,151,666 105,703 105,503 200
EXXON MOBIL CORP COM 30231G10 5,126,776,831 65,309,259 61,518,620 1,997,505 1,793,134
F&M BANCORP MD COM 30236710 1,214,032 61,470 61,470
F & M NATL CORP COM 30237410 3,428,649 163,269 163,269
FBL FINL GROUP INC CL A 30239F10 1,570,968 99,744 99,744
FEI CO COM 30241L10 1,239,367 40,635 40,635
F M C CORP COM NEW 30249130 58,733,062 1,012,639 1,012,089 550
FNB CORP PA COM 30252010 2,858,542 138,596 137,616 980
FPIC INS GROUP INC COM 30256310 565,202 36,030 36,030
FPL GROUP INC COM 30257110 156,275,113 3,157,073 3,049,005 61,987 46,081
FSI INTL INC COM 30263310 3,746,299 172,744 172,744
F Y I INC COM 30271210 4,266,458 126,650 126,650
FCNB CORP COM 30292010 816,185 45,188 45,188
FACTORY 2-U INC COM 30307210 3,078,123 81,406 81,400 6
FACTSET RESH SYS INC COM 30307510 4,365,868 154,544 139,444 100 15,000
FAIR ISAAC & CO INC COM 30325010 3,552,340 80,735 80,635 100
FAIRCHILD CORP CL A 30369810 339,850 69,713 69,713
FAIRCHILD SEMICONDUC CL A 30372610 4,563,580 112,681 112,681
FAIRFIELD CMNTYS INC COM PAR $0 30423130 2,206,102 280,140 280,140
FALL RIVER GAS CO COM 30627910 403,656 18,348 18,348
FAMILY DLR STORES IN COM 30700010 24,810,797 1,268,316 1,261,316 4,000 3,000
FARM FAMILY HLDGS IN COM 30790110 701,156 22,664 22,300 364
FARMERS CAP BK CORP COM 30956210 1,166,400 38,400 38,400
FASTENAL CO COM 31190010 13,208,265 260,904 260,704 200
FEDDERS CORP COM 31313510 1,003,023 172,578 172,578
FEDERAL AGRIC MTG CO CL C 31314830 491,219 33,733 33,733
FEDERAL HOME LN MTG COM 31340030 465,925,000 11,504,321 11,419,841 70,180 14,300
FEDERAL MOGUL CORP COM 31354910 45,436,176 4,751,744 4,750,944 800
FEDERAL NATL MTG ASS COM 31358610 963,272,447 18,458,092 18,236,604 139,153 82,335
FEDERAL REALTY INVT SH BEN INT 31374720 5,501,420 275,071 275,071
FEDERAL SIGNAL CORP COM 31385510 7,966,381 482,811 468,711 13,900 200
FEDERATED DEPT STORE COM 31410H10 143,025,750 4,237,800 4,230,295 6,905 600
FEDERATED INVS INC P CL B 31421110 8,940,739 254,998 254,898 100
FEDEX CORP COM 31428X10 190,843,372 5,022,194 4,940,949 6,845 74,400
FELCOR LODGING TR IN COM 31430F10 6,939,017 375,082 374,682 400
PAGE TOTAL: 7,391,341,087
<CAPTION>
Name of Voting Authority
--------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
1,915,915 14,800 6,000
EXODUS COMMUNICATION 24,428 100
EXPEDIA INC 231,892 500
EXPEDITORS INTL WASH 246,761 2,900
EXPRESS SCRIPTS INC 482,554
EXTENDED STAY AMER I 10,900
EXTENSITY INC 105,503 200
EXTREME NETWORKS INC 58,121,719 2,237,346 4,950,194
EXXON MOBIL CORP 61,470
F&M BANCORP MD 163,269
F & M NATL CORP 99,744
FBL FINL GROUP INC 40,635
FEI CO 956,813 3,700 52,126
F M C CORP 138,596
FNB CORP PA 36,030
FPIC INS GROUP INC 2,797,981 71,846 287,246
FPL GROUP INC 172,744
FSI INTL INC 126,650
F Y I INC 45,188
FCNB CORP 81,406
FACTORY 2-U INC 139,544 15,000
FACTSET RESH SYS INC 80,735
FAIR ISAAC & CO INC 69,713
FAIRCHILD CORP 112,081 600
FAIRCHILD SEMICONDUC 280,140
FAIRFIELD CMNTYS INC 18,348
FALL RIVER GAS CO 1,250,916 3,000 14,400
FAMILY DLR STORES IN 22,664
FARM FAMILY HLDGS IN 38,400
FARMERS CAP BK CORP 257,904 3,000
FASTENAL CO 172,578
FEDDERS CORP 33,733
FEDERAL AGRIC MTG CO 10,597,974 103,700 802,647
FEDERAL HOME LN MTG 833,327 3,913,117 5,300
FEDERAL MOGUL CORP 16,558,933 214,140 1,685,019
FEDERAL NATL MTG ASS 275,071
FEDERAL REALTY INVT 479,211 200 3,400
FEDERAL SIGNAL CORP 3,947,612 27,500 262,688
FEDERATED DEPT STORE 254,398 600
FEDERATED INVS INC P 4,446,815 111,400 463,979
FEDEX CORP 374,382 700
FELCOR LODGING TR IN </TABLE>
28
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
FERRO CORP COM 31540510 7,397,922 352,282 352,182 100
F5 NETWORKS INC COM 31561610 2,438,921 44,700 42,995 1,505 200
FIBERNET TELECOM GRP COM 31565310 317,900 18,700 18,700
FIDELITY NATL FINL I COM 31632610 8,073,376 440,879 439,906 973
FIFTH THIRD BANCORP COM 31677310 343,873,994 5,436,743 4,731,841 479,451 225,451
FILENET CORP COM 31686910 4,045,072 220,140 220,140
FINANCIAL FED CORP COM 31749210 1,241,113 71,431 71,431
FINANCIAL SEC ASSURN COM 31769P10 8,989,518 118,478 118,078 400
FINISAR COM 31787A10 4,826,814 184,321 180,583 738 3,000
FINISH LINE INC CL A 31792310 659,872 80,600 80,600
FINOVA GROUP INC COM 31792810 6,639,074 510,698 509,898 800
FIREPOND INC COM 31822410 493,200 13,700 13,700
FIRST AMERN CORP CAL COM 31852230 5,254,693 367,153 367,153
FIRST BANCORP P R COM 31867210 2,936,137 158,180 158,080 100
FIRST BUSEY CORP COM 31938310 982,110 59,750 59,750
FIRST CHARTER CORP COM 31943910 2,614,500 166,000 166,000
FIRST CTZNS BANCSHAR CL A 31946M10 2,409,750 40,500 40,400 100
FIRST COMWLTH FINL C COM 31982910 3,608,805 398,235 398,235
FIRST CONSULTING GRO COM 31986R10 583,064 104,830 104,700 130
FIRST FED CAP CORP COM 31996010 1,027,106 92,850 92,850
FIRST DATA CORP COM 31996310 409,495,227 8,251,793 8,134,909 91,034 25,850
FIRST FINL BANKSHARE COM 32020R10 1,749,440 63,616 63,616
FIRST FINL BANCORP O COM 32020910 4,723,403 239,925 239,925
FIRST FINL CORP IND COM 32021810 1,183,186 38,793 38,793
FIRST FINL HLDGS INC COM 32023910 1,192,537 86,730 86,730
FIRST INDUSTRIAL REA COM 32054K10 13,125,995 444,949 412,224 32,725
FIRST IND CORP COM 32054R10 1,230,123 61,893 61,893
FIRST MERCHANTS CORP COM 32081710 1,575,783 74,375 74,375
FIRST MIDWEST BANCOR COM 32086710 5,864,975 252,257 252,197 60
FIRST HEALTH GROUP C COM 32096010 20,348,493 620,154 620,054 100
FIRST NIAGARA FINL G COM 33582U10 696,562 74,300 74,300
FIRST REP BK SAN FRA COM 33615810 909,127 45,600 45,600
FIRST SEC CORP DEL COM 33629410 23,118,829 1,704,677 1,702,077 2,600
FIRST SENTINEL BANCO COM 33640T10 2,259,164 274,871 274,871
1ST SOURCE CORP COM 33690110 1,188,745 75,779 75,779
FIRST TENN NATL CORP COM 33716210 19,299,847 1,165,309 1,154,499 9,110 1,700
FIRST UN CORP COM 33735810 420,040,040 16,928,907 16,851,519 53,730 23,658
FIRST UTD BANCSHARES COM 33741E10 2,472,185 162,783 162,783
FIRST VA BANKS INC COM 33747710 15,266,767 438,549 435,749 2,800
FIRST WASH BANCORP I COM 33748T10 689,045 49,440 49,440
FIRST WASH RLTY TR I COM 33748950 1,241,936 56,293 56,293
PAGE TOTAL: 1,356,084,350
<CAPTION>
Name of Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
FERRO CORP 349,882 2,400
F5 NETWORKS INC 44,500 200
FIBERNET TELECOM GRP 18,700
FIDELITY NATL FINL I 440,879
FIFTH THIRD BANCORP 4,824,673 265,551 346,519
FILENET CORP 220,140
FINANCIAL FED CORP 71,431
FINANCIAL SEC ASSURN 118,178 300
FINISAR 180,421 3,000 900
FINISH LINE INC 80,600
FINOVA GROUP INC 505,798 4,900
FIREPOND INC 13,700
FIRST AMERN CORP CAL 367,153
FIRST BANCORP P R 158,180
FIRST BUSEY CORP 59,750
FIRST CHARTER CORP 166,000
FIRST CTZNS BANCSHAR 40,500
FIRST COMWLTH FINL C 398,235
FIRST CONSULTING GRO 104,830
FIRST FED CAP CORP 92,850
FIRST DATA CORP 7,463,113 79,750 708,930
FIRST FINL BANKSHARE 63,616
FIRST FINL BANCORP O 239,925
FIRST FINL CORP IND 38,793
FIRST FINL HLDGS INC 86,730
FIRST INDUSTRIAL REA 444,949
FIRST IND CORP 61,893
FIRST MERCHANTS CORP 74,375
FIRST MIDWEST BANCOR 252,257
FIRST HEALTH GROUP C 616,254 3,900
FIRST NIAGARA FINL G 74,300
FIRST REP BK SAN FRA 45,600
FIRST SEC CORP DEL 1,685,352 19,325
FIRST SENTINEL BANCO 274,871
1ST SOURCE CORP 75,779
FIRST TENN NATL CORP 1,150,309 1,700 13,300
FIRST UN CORP 15,200,366 152,758 1,575,783
FIRST UTD BANCSHARES 162,783
FIRST VA BANKS INC 433,349 5,200
FIRST WASH BANCORP I 49,440
FIRST WASH RLTY TR I 56,293
</TABLE>
29
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
FIRSTWORLD COMMUNICA COM SER B 33762530 279,300 26,600 26,600
FIRSTCOM CORP COM 33763T10 831,422 55,200 55,200
FIRSTAR CORP NEW WIS COM 33763V10 325,524,436 15,455,533 15,357,360 78,348 19,825
FISERV INC COM 33773810 44,354,648 1,025,541 1,024,351 1,190
FIRSTFED FINL CORP COM 33790710 4,244,760 300,514 300,414 100
FIRSTMERIT CORP COM 33791510 17,454,760 816,597 765,597 51,000
FLAGSTAR BANCORP INC COM 33793010 752,407 92,604 89,884 2,720
FIRSTENERGY CORP COM 33793210 403,575,452 17,265,260 17,249,675 13,245 2,340
FISHER SCIENTIFIC IN COM NEW 33803220 6,595,751 266,495 266,295 200
FLEETBOSTON FINL COR COM 33903010 913,489,254 26,867,331 26,392,098 310,266 164,967
FLEETWOOD ENTERPRISE COM 33909910 3,159,581 221,725 220,835 90 800
FLEMING COS INC COM 33913010 3,418,978 261,750 261,750
FLORIDA EAST COAST I COM 34063210 8,974,960 224,374 220,234 4,140
FLORIDA PROGRESS COR COM 34110910 75,998,109 1,621,293 1,606,885 5,550 8,858
FLORIDA ROCK INDS IN COM 34114010 4,816,891 135,211 135,011 200
FLOWERS INDS INC COM 34349610 22,583,915 1,132,764 904,011 220,878 7,875
FLOWSERVE CORP COM 34354P10 5,638,489 374,352 374,352
FLUOR CORP COM 34386110 41,605,660 1,315,594 1,315,494 100
FOCAL COMMUNICATIONS COM 34415510 1,280,006 35,372 34,572 800
FOOTSTAR INC COM 34491210 10,057,127 302,470 302,470
FORCENERGY INC COM NEW 34520620 319,987 15,900 15,900
FORD MTR CO DEL COM 34537010 980,907,744 22,811,808 22,670,229 109,545 32,034
FOREST CITY ENTERPRI CL A 34555010 3,954,436 118,485 118,485
FOREST LABS INC COM 34583810 76,083,098 753,298 737,928 4,370 11,000
FOREST OIL CORP COM NEW 34609160 6,453,624 404,946 396,646 8,200 100
FORRESTER RESH INC COM 34656310 3,753,895 51,556 51,556
FORT JAMES CORP COM 34747110 76,711,614 3,317,259 3,297,355 19,904
FORTUNE BRANDS INC COM 34963110 71,342,596 3,093,513 2,544,151 533,182 16,180
FORWARD AIR CORP COM 34985310 6,216,000 155,400 133,850 21,550
FOSSIL INC COM 34988210 3,448,901 177,440 177,190 250
FOSTER WHEELER CORP COM 35024410 2,241,206 259,850 258,850 1,000
FOUNDATION HEALTH SY COM 35040410 12,276,004 944,308 942,893 1,415
FOUNDRY NETWORKS INC COM 35063R10 14,853,300 135,030 134,830 200
4 KIDS ENTMT INC COM 35086510 432,420 16,592 16,592
FOX ENTMT GROUP INC CL A 35138T10 19,599,195 645,241 644,241 1,000
FRANCHISE FIN CORP A COM 35180710 6,141,276 267,012 267,012
FRANKLIN COVEY CO COM 35346910 564,671 81,400 81,400
FRANKLIN ELEC INC COM 35351410 2,143,271 31,635 31,635
FRANKLIN ELECTR PUBL COM 35351510 233,412 26,300 26,300
FRANKLIN RES INC COM 35461310 117,423,583 3,865,797 3,653,043 168,965 43,789
FREDS INC CL A 35610810 393,156 21,842 21,842
PAGE TOTAL: 3,300,129,295
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
FIRSTWORLD COMMUNICA 26,600
FIRSTCOM CORP 55,200
FIRSTAR CORP NEW WIS 14,217,966 144,179 1,093,388
FISERV INC 1,014,566 10,975
FIRSTFED FINL CORP 300,514
FIRSTMERIT CORP 808,997 7,600
FLAGSTAR BANCORP INC 92,604
FIRSTENERGY CORP 3,840,146 13,045,081 380,033
FISHER SCIENTIFIC IN 266,495
FLEETBOSTON FINL COR 16,170,783 9,206,935 1,489,613
FLEETWOOD ENTERPRISE 220,925 800
FLEMING COS INC 261,750
FLORIDA EAST COAST I 224,374
FLORIDA PROGRESS COR 1,498,155 22,758 100,380
FLORIDA ROCK INDS IN 135,211
FLOWERS INDS INC 902,486 221,728 8,550
FLOWSERVE CORP 371,752 2,600
FLUOR CORP 1,188,897 9,000 117,697
FOCAL COMMUNICATIONS 35,372
FOOTSTAR INC 302,470
FORCENERGY INC 15,900
FORD MTR CO DEL 20,637,574 188,669 1,985,565
FOREST CITY ENTERPRI 118,485
FOREST LABS INC 733,798 11,000 8,500
FOREST OIL CORP 281,854 123,092
FORRESTER RESH INC 51,556
FORT JAMES CORP 3,062,820 26,800 227,639
FORTUNE BRANDS INC 2,365,461 539,581 188,471
FORWARD AIR CORP 155,400
FOSSIL INC 177,440
FOSTER WHEELER CORP 259,850
FOUNDATION HEALTH SY 935,678 8,630
FOUNDRY NETWORKS INC 134,330 700
4 KIDS ENTMT INC 16,592
FOX ENTMT GROUP INC 643,341 1,900
FRANCHISE FIN CORP A 266,412 600
FRANKLIN COVEY CO 81,400
FRANKLIN ELEC INC 31,635
FRANKLIN ELECTR PUBL 26,300
FRANKLIN RES INC 3,510,234 75,689 279,874
FREDS INC 21,842
</TABLE>
30
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
FREEMARKETS INC COM 35660210 12,949,304 272,979 19,200 253,304 475
FREEPORT-MCMORAN COP CL B 35671D85 24,729,717 2,673,483 2,640,616 17,950 14,917
FREMONT GEN CORP COM 35728810 1,415,178 359,456 359,456
FRESENIUS MED CARE A SPONSORED 35802910 974,496 37,213 37,213
FRIEDE GOLDMAN HALTE COM 35843010 1,901,543 212,772 212,772
FRIEDMAN BILLINGS RA CL A 35843310 1,094,031 134,650 134,650
FRITZ COS INC COM 35884610 1,442,205 139,857 139,857
FRONTIER AIRLINES IN COM 35906510 2,216,928 154,900 154,900
FRONTIER FINL CORP W COM 35907K10 1,572,881 85,599 85,599
FRONTIER OIL CORP COM 35914P10 300,800 37,600 37,600
FRONTLINE CAP GROUP COM 35921N10 1,162,676 54,555 54,455 100
FUELCELL ENERGY INC COM 35952H10 1,045,184 15,134 12,134 3,000
FULLER H B CO COM 35969410 6,521,152 143,127 142,927 200
FULTON FINL CORP PA COM 36027110 6,417,444 362,834 362,560 274
FURNITURE BRANDS INT COM 36092110 11,534,854 762,635 761,135 1,500
FUTURELINK CORP COM NEW 36114Q20 309,400 43,050 43,050
G & K SVCS INC CL A 36126810 3,269,362 130,451 130,296 155
GATX CORP COM 36144810 14,438,678 424,667 423,277 1,390
GBC BANCORP CALIF COM 36147510 2,949,862 100,850 100,850
GC COS INC COM 36155Q10 804,403 35,951 35,951
GPU INC COM 36225X10 80,322,884 2,968,106 2,961,301 6,805
GTE CORP COM 36232010 1,001,789,436 16,093,003 15,600,657 309,706 182,640
GABLES RESIDENTIAL T SH BEN INT 36241810 4,456,217 173,057 173,057
GADZOOX NETWORKS INC COM 36255510 217,924 15,922 13,922 2,000
GALILEO INTERNATIONA COM 36354710 17,239,493 825,844 825,074 770
GALLAGHER ARTHUR J & COM 36357610 11,686,164 278,242 269,342 1,100 7,800
GALLAHER GROUP PLC SPONSORED 36359510 410,732 19,160 18,100 1,060
GANNETT INC COM 36473010 289,244,312 4,835,891 4,691,503 63,540 80,848
GAP INC DEL COM 36476010 422,081,906 13,506,621 13,472,859 33,762
GARAN INC COM 36480210 265,165 11,720 11,720
GARDNER DENVER INC COM 36555810 1,483,678 83,003 82,928 75
GARTNER GROUP INC NE COM 36665110 4,713,372 392,781 392,381 400
GARTNER GROUP INC NE CL B 36665120 3,505,625 355,000 353,822 515 663
GASONICS INTL CORP COM 36727810 1,313,252 33,300 33,200 100
GATEWAY INC COM 36762610 263,405,408 4,641,505 4,622,590 13,015 5,900
GAYLORD ENTMT CO NEW COM 36790510 2,787,561 129,654 129,434 220
GAYLORD CONTAINER CO CL A 36814510 947,651 352,680 352,680
GELTEX PHARMACEUTICA COM 36853810 2,242,061 109,706 106,728 2,771 207
GENCORP INC COM 36868210 1,727,536 215,942 215,842 100
GENE LOGIC INC COM 36868910 1,489,932 41,750 41,650 100
GENENTECH INC COM NEW 36871040 45,923,312 266,996 254,126 11,760 1,110
PAGE TOTAL: 2,254,303,719
<CAPTION>
Name of Voting Authority
-----------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
FREEMARKETS INC 272,504 475
FREEPORT-MCMORAN COP 2,313,744 112,017 247,722
FREMONT GEN CORP 359,456
FRESENIUS MED CARE A 37,213
FRIEDE GOLDMAN HALTE 212,772
FRIEDMAN BILLINGS RA 134,650
FRITZ COS INC 139,857
FRONTIER AIRLINES IN 154,900
FRONTIER FINL CORP W 85,599
FRONTIER OIL CORP 37,600
FRONTLINE CAP GROUP 54,555
FUELCELL ENERGY INC 15,134
FULLER H B CO 142,127 1,000
FULTON FINL CORP PA 362,834
FURNITURE BRANDS INT 759,235 3,400
FUTURELINK CORP 43,050
G & K SVCS INC 130,451
GATX CORP 420,867 3,800
GBC BANCORP CALIF 100,850
GC COS INC 35,951
GPU INC 2,128,649 649,604 189,853
GTE CORP 14,701,611 307,300 1,084,092
GABLES RESIDENTIAL T 173,057
GADZOOX NETWORKS INC 15,922
GALILEO INTERNATIONA 762,001 63,843
GALLAGHER ARTHUR J & 270,442 7,800
GALLAHER GROUP PLC 19,160
GANNETT INC 4,281,213 115,848 438,830
GAP INC DEL 11,802,733 483,609 1,220,279
GARAN INC 11,720
GARDNER DENVER INC 83,003
GARTNER GROUP INC NE 392,781
GARTNER GROUP INC NE 347,139 663 7,198
GASONICS INTL CORP 33,300
GATEWAY INC 4,218,071 48,600 374,834
GAYLORD ENTMT CO NEW 129,354 300
GAYLORD CONTAINER CO 352,680
GELTEX PHARMACEUTICA 109,499 207
GENCORP INC 215,942
GENE LOGIC INC 41,750
GENENTECH INC 264,686 1,110 1,200
</TABLE>
31
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
GENER S A SPONSORED 36873110 242,335 16,500 16,500
GENERAL BINDING CORP COM 36915410 229,076 34,257 34,257
GENERAL CABLE CORP D COM 36930010 1,609,505 198,093 198,041 52
GENERAL COMMUNICATIO CL A 36938510 1,180,543 230,350 230,350
GENERAL DYNAMICS COR COM 36955010 175,906,887 3,366,639 3,361,019 5,620
GENERAL ELEC CO COM 36960410 10,153,622,446 191,577,782 178,956,845 6,621,771 5,999,166
GENERAL GROWTH PPTYS COM 37002110 15,046,610 473,909 473,909
GENERAL MAGIC INC COM 37025310 212,043 25,900 16,200 9,700
GENERAL MLS INC COM 37033410 210,047,924 5,491,449 5,045,410 167,624 278,415
GENERAL MTRS CORP COM 37044210 4,212,842,042 72,557,646 72,499,240 28,156 30,250
GENERAL MTRS CORP CL H NEW 37044283 1,113,543,726 12,689,957 12,686,789 2,078 1,090
GENERAL SEMICONDUCTO COM 37078710 3,296,477 223,490 223,390 100
GENESCO INC COM 37153210 7,511,683 467,668 467,568 100
GENTEX CORP COM 37190110 21,993,570 875,366 715,734 135,407 24,225
GENLYTE GROUP INC COM 37230210 1,571,225 74,600 74,300 300
GENOME THERAPEUTICS COM 37243010 1,152,040 37,850 37,850
GENRAD INC COM 37244710 1,914,822 212,758 212,758
GENTEK INC COM 37245X10 1,024,393 91,570 91,570
GENZYME TRANSGENICS COM 37246E10 1,179,720 43,492 43,492
GEON CO COM 37246W10 53,563,993 2,895,351 2,895,171 180
GENUINE PARTS CO COM 37246010 66,060,140 3,303,007 3,005,172 290,535 7,300
GENZYME CORP COM GENL D 37291710 48,469,506 815,477 805,227 5,450 4,800
GENZYME CORP COM-MOLECU 37291750 225,801 16,274 12,887 344 3,043
GEORGIA GULF CORP COM PAR $0 37320020 18,265,152 877,626 877,526 100
GEORGIA PAC CORP COM GA PAC 37329810 92,352,251 3,518,181 3,509,808 6,685 1,688
GEORGIA PAC CORP COM-TIMBER 37329870 15,004,852 693,866 690,122 2,900 844
GEOWORKS CORP COM 37369210 426,825 27,100 27,100
GERBER SCIENTIFIC IN COM 37373010 1,672,077 145,398 140,672 2,726 2,000
GERDAU S A SPONSORED 37373710 444,045 35,000 35,000
GERON CORP COM 37416310 974,400 30,450 30,450
GETTY IMAGES INC COM 37427610 8,143,596 219,729 219,529 200
GETTY RLTY CORP NEW COM 37429710 326,250 30,000 30,000
GIBRALTAR STL CORP COM 37476F10 670,600 47,900 47,900
GILEAD SCIENCES INC COM 37555810 32,508,534 457,062 456,642 420
GILLETTE CO COM 37576610 1,036,579,113 29,669,952 17,418,216 11,857,547 394,189
GLACIER BANCORP INC COM 37637Q10 515,980 39,128 39,128
GLATFELTER P H CO COM 37731610 3,369,390 330,754 330,754
GLAXO WELLCOME PLC SPONSORED 37733W10 137,134,457 2,372,076 2,372,076
GLENAYRE TECHNOLOGIE COM 37789910 4,618,002 437,228 437,028 200
GLENBOROUGH RLTY TR COM 37803P10 4,382,231 251,318 251,318
GLIATECH INC COM 37929C10 843,007 41,630 37,330 100 4,200
PAGE TOTAL: 17,450,677,269
<CAPTION>
Name of Voting Authority
-------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
GENER S A 16,500
GENERAL BINDING CORP 34,257
GENERAL CABLE CORP D 198,093
GENERAL COMMUNICATIO 230,350
GENERAL DYNAMICS COR 3,042,911 19,600 304,128
GENERAL ELEC CO 157,640,646 18,133,295 15,803,841
GENERAL GROWTH PPTYS 473,509 400
GENERAL MAGIC INC 25,900
GENERAL MLS INC 4,548,304 449,015 494,130
GENERAL MTRS CORP 9,355,926 62,353,414 848,306
GENERAL MTRS CORP 1,142,542 11,449,217 98,198
GENERAL SEMICONDUCTO 223,490
GENESCO INC 467,668
GENTEX CORP 850,041 24,225 1,100
GENLYTE GROUP INC 74,600
GENOME THERAPEUTICS 37,850
GENRAD INC 212,758
GENTEK INC 91,570
GENZYME TRANSGENICS 43,492
GEON CO 203,308 2,692,043
GENUINE PARTS CO 2,982,001 30,800 290,206
GENZYME CORP 801,777 4,800 8,900
GENZYME CORP 13,231 3,043
GEORGIA GULF CORP 875,426 2,200
GEORGIA PAC CORP 3,199,032 23,588 295,561
GEORGIA PAC CORP 684,622 844 8,400
GEOWORKS CORP 27,100
GERBER SCIENTIFIC IN 143,398 2,000
GERDAU S A 35,000
GERON CORP 30,450
GETTY IMAGES INC 219,729
GETTY RLTY CORP NEW 30,000
GIBRALTAR STL CORP 47,900
GILEAD SCIENCES INC 453,362 3,700
GILLETTE CO 27,004,336 1,006,759 1,658,857
GLACIER BANCORP INC 39,128
GLATFELTER P H CO 327,754 3,000
GLAXO WELLCOME PLC 2,372,076
GLENAYRE TECHNOLOGIE 437,228
GLENBOROUGH RLTY TR 251,318
GLIATECH INC 37,430 4,200
</TABLE>
32
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
Issuer Class Number Value Prin Amt ------------------------------------
Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
GLIMCHER RLTY TR SH BEN INT 37930210 4,330,296 301,238 301,238
GLOBAL INDS LTD COM 37933610 11,560,352 612,469 520,324 86,645 5,500
GLOBAL IMAGING SYSTE COM 37934A10 262,500 25,000 25,000
GLOBAL MARINE INC COM 37935240 45,535,365 1,615,474 1,577,987 3,010 34,477
GLOBAL TELESYSTEMS I COM 37936U10 18,424,210 1,527,459 1,380,614 127,745 19,100
GLOBALNET FINANCIAL COM NEW 37937R20 871,500 41,500 41,400 100
GLOBIX CORP COM 37957F10 3,577,529 122,050 121,950 100
GLOBESPAN INC COM 37957110 8,658,260 70,924 70,724 200
GOLD BANC CORP INC COM 37990710 234,000 46,800 46,800
GOAMERICA INC COM 38020R10 523,314 33,900 33,900
GOLDEN ST BANCORP IN COM 38119710 8,668,764 481,598 478,768 2,830
GOLDEN TELECOM INC COM 38122G10 419,475 14,100 14,100
GOLDEN WEST FINL COR COM 38131710 112,157,701 2,748,155 2,743,205 4,950
GOLDMAN SACHS GROUP COM 38141G10 62,044,549 653,961 546,069 86,693 21,199
GOLF TR AMER INC COM 38168B10 560,085 35,281 35,281
GOODRICH B F CO COM 38238810 69,349,107 2,035,967 2,032,134 3,073 760
GOODYEAR TIRE & RUBR COM 38255010 53,797,380 2,689,869 2,683,543 5,826 500
GOODYS FAMILY CLOTHI COM 38258810 559,795 101,781 101,781
GOTO COM INC COM 38348T10 1,073,616 70,116 70,116
GO2NET INC COM 38348610 13,980,195 277,870 277,510 200 160
GRACE W R & CO DEL N COM 38388F10 23,038,409 1,900,075 1,898,177 1,000 898
GRACO INC COM 38410910 3,826,777 117,747 116,990 757
GRAINGER W W INC COM 38480210 49,692,700 1,612,771 1,582,728 18,869 11,174
GRANITE CONSTR INC COM 38732810 5,473,398 223,404 223,304 100
GRANT PRIDECO INC COM 38821G10 23,957,650 958,306 955,481 1,400 1,425
GRAY COMMUNICATIONS COM 38919010 455,718 46,445 46,445
GREAT ATLANTIC & PAC COM 39006410 10,691,737 643,112 643,062 50
GREAT LAKES CHEM COR COM 39056810 28,177,128 894,512 878,087 1,625 14,800
GREAT LAKES REIT INC COM 39075210 1,837,377 108,081 108,081
GREAT SOUTHN BANCORP COM 39090510 346,405 19,937 19,827 110
GREAT PLAINS SOFTWAR COM 39119E10 1,468,735 74,840 74,840
GREATER BAY BANCORP COM 39164810 5,088,737 108,850 108,550 300
GREENPOINT FINL CORP COM 39538410 15,625,762 833,374 831,024 2,350
GREIF BROS CORP CL A 39762410 3,101,014 100,846 100,846
GREY WOLF INC COM 39788810 5,653,250 1,130,650 1,128,650 2,000
GRIC COMMUNICATIONS COM 39808110 224,212 12,500 12,500
GRIFFON CORP COM 39843310 1,035,644 186,200 186,200
GROUP 1 AUTOMOTIVE I COM 39890510 2,641,092 220,091 219,991 100
GROUPE DANONE SPONSORED 39944910 463,316 17,200 17,200
GRUPO TELEVISA SA DE SP ADR REP 40049J20 1,044,395 15,150 15,150
GTECH HLDGS CORP COM 40051810 8,080,496 356,173 355,873 300
PAGE TOTAL: 608,511,945
<CAPTION>
Name of Voting Authority
Issuer -----------------------------------------
Sole Shared None
<S> <C> <C> <C>
GLIMCHER RLTY TR 301,238
GLOBAL INDS LTD 606,969 5,500
GLOBAL IMAGING SYSTE 25,000
GLOBAL MARINE INC 1,487,102 34,477 93,895
GLOBAL TELESYSTEMS I 1,505,959 19,100 2,400
GLOBALNET FINANCIAL 41,500
GLOBIX CORP 122,050
GLOBESPAN INC 70,624 300
GOLD BANC CORP INC 46,800
GOAMERICA INC 33,900
GOLDEN ST BANCORP IN 474,860 6,738
GOLDEN TELECOM INC 14,100
GOLDEN WEST FINL COR 2,546,587 20,800 180,768
GOLDMAN SACHS GROUP 629,262 21,199 3,500
GOLF TR AMER INC 35,281
GOODRICH B F CO 1,623,464 293,493 119,010
GOODYEAR TIRE & RUBR 2,440,840 20,200 228,829
GOODYS FAMILY CLOTHI 101,781
GOTO COM INC 70,116
GO2NET INC 277,710 160
GRACE W R & CO DEL N 1,812,127 9,198 78,750
GRACO INC 117,747
GRAINGER W W INC 1,442,215 23,874 146,682
GRANITE CONSTR INC 221,504 1,900
GRANT PRIDECO INC 947,561 1,425 9,320
GRAY COMMUNICATIONS 46,445
GREAT ATLANTIC & PAC 594,242 6,000 42,870
GREAT LAKES CHEM COR 793,469 22,200 78,843
GREAT LAKES REIT INC 108,081
GREAT SOUTHN BANCORP 19,937
GREAT PLAINS SOFTWAR 74,840
GREATER BAY BANCORP 108,850
GREENPOINT FINL CORP 823,174 10,200
GREIF BROS CORP 100,846
GREY WOLF INC 1,128,650 2,000
GRIC COMMUNICATIONS 12,500
GRIFFON CORP 186,200
GROUP 1 AUTOMOTIVE I 220,091
GROUPE DANONE 17,200
GRUPO TELEVISA SA DE 15,150
GTECH HLDGS CORP 353,773 2,400
</TABLE>
33
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
Issuer Class Number Value Prin Amt ------------------------------------
Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
GUESS INC COM 40161710 957,992 68,428 68,428
GUIDANT CORP COM 40169810 240,193,305 4,852,390 4,796,126 52,989 3,275
GUILFORD MLS INC COM 40179410 262,301 61,718 61,718
GUILFORD PHARMACEUTI COM 40182910 2,085,605 138,468 138,468
GUITAR CTR MGMT INC COM 40204010 1,647,481 156,903 156,903
GULF ISLAND FABRICAT COM 40230710 333,166 19,598 19,598
GYMBOREE CORP COM 40377710 254,400 84,800 84,800
HCA-HEALTHCARE CO COM 40411910 286,393,907 9,428,606 9,412,476 16,130
HCC INS HLDGS INC COM 40413210 5,258,537 278,598 273,112 5,486
HNC SOFTWARE INC COM 40425P10 10,463,599 169,451 169,251 200
HRPT PPTYS TR COM SH BEN 40426W10 4,076,150 665,494 665,094 400
HSB GROUP INC COM 40428N10 10,497,248 337,261 296,547 17,483 23,231
HSBC HLDGS PLC SPON ADR N 40428040 9,610,299 165,875 152,250 13,625
HS RES INC COM 40429710 8,291,580 276,386 276,386
HA-LO INDS INC COM 40442910 1,754,578 311,925 311,925
HAEMONETICS CORP COM 40502410 3,705,156 176,436 176,436
HAIN CELESTIAL GROUP COM 40521710 10,668,212 290,790 279,898 6,892 4,000
HALL KINION ASSOCIAT COM 40606910 702,883 21,100 21,100
HALLIBURTON CO COM 40621610 541,389,191 11,473,270 7,363,251 4,044,927 65,092
HAMILTON BANCORP INC COM 40701310 678,125 38,750 38,750
HANCOCK HLDG CO COM 41012010 2,093,142 61,563 61,563
HANCOCK JOHN FINL SV COM 41014S10 7,648,176 322,885 317,700 3,467 1,718
HANDLEMAN CO DEL COM 41025210 3,819,725 305,578 305,578
HANGER ORTHOPEDIC GR COM NEW 41043F20 352,995 71,500 71,500
HANNA M A CO COM 41052210 4,328,487 480,943 480,943
HANNAFORD BROS CO COM 41055010 24,251,271 337,409 333,598 3,811
HANOVER COMPRESSOR C COM 41076810 21,859,956 575,262 574,822 440
HANOVER DIRECT INC COM 41078310 1,281,542 820,450 820,450
HARCOURT GEN INC COM 41163G10 60,822,352 1,118,572 1,096,765 1,807 20,000
HARBOR FLA BANCSHARE COM 41190110 1,184,182 113,460 113,460
HARDINGE INC COM 41232430 6,156,462 589,869 589,869
HARKEN ENERGY CORP COM 41255210 336,312 538,100 538,100
HARLAND JOHN H CO COM 41269310 2,873,266 192,359 192,259 100
HARLEY DAVIDSON INC COM 41282210 195,316,275 5,073,150 4,979,064 92,036 2,050
HARLEYSVILLE GROUP I COM 41282410 1,625,855 97,066 96,666 400
HARLEYSVILLE NATL CO COM 41285010 1,733,523 52,932 52,932
HARMAN INTL INDS INC COM 41308610 7,469,694 122,454 122,454
HARMON INDS INC NEW COM 41313610 945,387 71,350 55,250 16,100
HARMONIC INC COM 41316010 9,432,373 381,106 380,686 420
HARRAHS ENTMT INC COM 41361910 165,148,208 7,887,864 7,886,164 1,700
HARRIS CORP DEL COM 41387510 20,582,523 628,474 627,674 800
PAGE TOTAL: 1,678,485,421
<CAPTION>
Name of Voting Authority
Issuer -----------------------------------------
Sole Shared None
<S> <C> <C> <C>
GUESS INC 68,428
GUIDANT CORP 4,308,233 183,575 360,582
GUILFORD MLS INC 61,718
GUILFORD PHARMACEUTI 138,468
GUITAR CTR MGMT INC 156,903
GULF ISLAND FABRICAT 19,598
GYMBOREE CORP 84,800
HCA-HEALTHCARE CO 8,506,271 54,000 868,335
HCC INS HLDGS INC 278,598
HNC SOFTWARE INC 169,451
HRPT PPTYS TR 664,794 700
HSB GROUP INC 312,030 23,231 2,000
HSBC HLDGS PLC 165,875
HS RES INC 276,386
HA-LO INDS INC 311,925
HAEMONETICS CORP 176,436
HAIN CELESTIAL GROUP 286,790 4,000
HALL KINION ASSOCIAT 21,100
HALLIBURTON CO 6,851,508 3,942,786 678,976
HAMILTON BANCORP INC 38,750
HANCOCK HLDG CO 61,563
HANCOCK JOHN FINL SV 320,067 1,718 1,100
HANDLEMAN CO DEL 305,578
HANGER ORTHOPEDIC GR 71,500
HANNA M A CO 477,693 3,250
HANNAFORD BROS CO 333,709 3,700
HANOVER COMPRESSOR C 570,562 4,700
HANOVER DIRECT INC 820,450
HARCOURT GEN INC 1,013,948 28,100 76,524
HARBOR FLA BANCSHARE 113,460
HARDINGE INC 589,869
HARKEN ENERGY CORP 538,100
HARLAND JOHN H CO 192,359
HARLEY DAVIDSON INC 4,446,857 176,550 449,743
HARLEYSVILLE GROUP I 97,066
HARLEYSVILLE NATL CO 52,932
HARMAN INTL INDS INC 122,454
HARMON INDS INC NEW 71,350
HARMONIC INC 380,606 500
HARRAHS ENTMT INC 2,020,702 5,649,170 217,992
HARRIS CORP DEL 616,474 12,000
</TABLE>
34
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
HARRIS FINL INC COM 41454110 404,011 65,300 65,300
HARSCO CORP COM 41586410 10,298,430 403,860 403,260 600
HARTE-HANKS INC COM 41619610 12,030,600 481,224 479,624 1,600
HARTFORD FINL SVCS G COM 41651510 230,180,195 4,114,990 4,035,639 24,313 55,038
HASBRO INC COM 41805610 41,590,308 2,761,274 2,757,379 3,895
HAVERTY FURNITURE IN COM 41959610 1,205,300 141,800 141,800
HAWAIIAN ELEC INDUST COM 41987010 10,710,296 326,414 324,114 2,300
HAYES LEMMERZ INTL I COM 42078110 1,374,802 113,978 113,978
HEARME COM 42190310 208,800 46,400 46,400
HEALTH CARE PPTY INV COM 42191510 8,925,846 327,554 327,554
HEALTHSOUTH CORP COM 42192410 47,835,414 6,655,825 6,639,550 15,275 1,000
HEALTH MGMT ASSOC IN CL A 42193310 26,568,330 2,034,017 2,025,772 8,245
HEALTHCARE RLTY TR COM 42194610 4,623,631 270,990 270,990
HEALTH CARE REIT INC COM 42217K10 2,954,786 181,833 181,833
HEALTHEON WEBMD CORP COM 42220910 5,785,552 390,599 372,861 10,100 7,638
HEARST-ARGYLE TELEVI COM 42231710 5,290,116 271,288 270,238 1,050
HEARTLAND EXPRESS IN COM 42234710 1,828,077 109,551 109,551
HEICO CORP NEW COM 42280610 414,675 29,100 29,100
HEIDRICK & STRUGGLES COM 42281910 10,990,062 174,100 174,100
HEILIG MEYERS CO COM 42289310 280,746 236,518 236,518
HEINZ H J CO COM 42307410 273,835,800 6,259,104 6,185,886 39,520 33,698
HELIX TECHNOLOGY COR COM 42331910 6,350,682 162,838 155,738 100 7,000
HELLER FINANCIAL INC CL A 42332810 5,919,108 288,737 275,037 13,700
HELMERICH & PAYNE IN COM 42345210 30,323,047 811,319 809,119 2,200
HEMISPHERX BIOPHARMA COM 42366C10 560,120 99,577 99,577
HENRY JACK & ASSOC I COM 42628110 8,938,290 178,320 178,100 220
HERBALIFE INTL INC CL A 42690820 629,606 71,955 71,622 333
HERCULES INC COM 42705610 25,227,987 1,794,054 1,789,504 4,550
HERSHEY FOODS CORP COM 42786610 103,365,722 2,131,252 2,094,139 9,439 27,674
HERTZ CORP CL A 42804010 4,056,165 144,543 144,243 300
HEWLETT PACKARD CO COM 42823610 2,495,012,240 19,980,078 18,409,479 844,568 726,031
HEXCEL CORP NEW COM 42829110 2,664,911 280,517 280,517
HI / FN INC COM 42835810 2,227,625 50,200 50,200
HIBERNIA CORP CL A 42865610 24,825,537 2,282,808 2,242,288 4,520 36,000
HICKORY TECH CORP COM 42906010 310,159 25,450 25,450
HIGH SPEED ACCESS CO COM 42979U10 373,876 56,976 56,976
HIGHLANDS INS GROUP COM 43103210 1,927,312 205,580 205,250 330
HIGHWOODS PPTYS INC COM 43128410 7,866,096 327,754 327,754
HILB ROGAL & HAMILTO COM 43129410 3,246,703 93,600 93,600
HILLENBRAND INDS INC COM 43157310 15,180,589 484,817 481,417 3,200 200
HILTON HOTELS CORP COM 43284810 75,072,496 8,007,733 7,639,100 368,633
PAGE TOTAL: 3,511,414,048
<CAPTION>
Name of Voting Authority
-----------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
HARRIS FINL INC 65,300
HARSCO CORP 401,060 2,800
HARTE-HANKS INC 475,824 5,400
HARTFORD FINL SVCS G 3,678,747 83,138 353,105
HASBRO INC 2,568,968 25,800 166,506
HAVERTY FURNITURE IN 141,800
HAWAIIAN ELEC INDUST 324,114 2,300
HAYES LEMMERZ INTL I 113,978
HEARME 46,400
HEALTH CARE PPTY INV 327,554
HEALTHSOUTH CORP 6,007,581 41,800 606,444
HEALTH MGMT ASSOC IN 2,011,842 22,175
HEALTHCARE RLTY TR 270,990
HEALTH CARE REIT INC 181,833
HEALTHEON WEBMD CORP 381,561 7,638 1,400
HEARST-ARGYLE TELEVI 270,688 600
HEARTLAND EXPRESS IN 109,551
HEICO CORP NEW 29,100
HEIDRICK & STRUGGLES 174,100
HEILIG MEYERS CO 236,518
HEINZ H J CO 5,462,722 238,248 558,134
HELIX TECHNOLOGY COR 155,838 7,000
HELLER FINANCIAL INC 288,337 400
HELMERICH & PAYNE IN 803,819 7,500
HEMISPHERX BIOPHARMA 99,577
HENRY JACK & ASSOC I 178,320
HERBALIFE INTL INC 71,955
HERCULES INC 1,668,424 13,400 112,230
HERSHEY FOODS CORP 1,922,558 48,374 160,320
HERTZ CORP 144,343 200
HEWLETT PACKARD CO 17,499,486 854,431 1,626,161
HEXCEL CORP NEW 280,517
HI / FN INC 50,200
HIBERNIA CORP 2,197,350 36,000 49,458
HICKORY TECH CORP 25,450
HIGH SPEED ACCESS CO 56,976
HIGHLANDS INS GROUP 8,515 197,065
HIGHWOODS PPTYS INC 327,754
HILB ROGAL & HAMILTO 93,600
HILLENBRAND INDS INC 478,517 200 6,100
HILTON HOTELS CORP 7,404,652 44,700 558,381
</TABLE>
35
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
HINES HORTICULTURE I COM 43324510 514,748 75,565 75,565
HISPANIC BROADCASTIN CL A 43357B10 27,678,587 835,580 832,780 2,800
HOLLINGER INTL INC CL A 43556910 1,703,656 125,039 124,639 400
HOLLYWOOD ENTMT CORP COM 43614110 1,602,034 203,433 203,433
HOME DEPOT INC COM 43707610 2,187,762,641 43,810,454 41,439,467 1,804,065 566,922
HOME PPTYS N Y INC COM 43730610 3,980,640 132,688 132,688
HOMEGROCER COM INC COM 43740K10 454,134 75,300 75,300
HOMESTAKE MNG CO COM 43761410 30,691,870 4,464,272 4,461,677 2,595
HOMESTORE COM INC COM 43785210 2,844,360 97,453 96,753 200 500
HON INDS INC COM 43809210 11,589,213 493,158 492,258 900
HONDA MOTOR LTD AMERN SHS 43812830 6,189,562 90,030 81,800 8,230
HONEYWELL INTL INC COM 43851610 2,810,954,042 83,443,288 13,770,944 69,595,308 77,036
HOOPER HOLMES INC COM 43910410 3,710,512 463,814 463,814
HORACE MANN EDUCATOR COM 44032710 6,187,575 412,505 412,429 76
HORIZON OFFSHORE INC COM 44043J10 229,400 14,800 14,800
HORMEL FOODS CORP COM 44045210 15,940,919 948,187 946,682 1,505
HOSPITALITY PPTYS TR COM SH BEN 44106M10 7,812,047 346,248 346,248
HOST MARRIOTT CORP N COM 44107P10 14,147,568 1,509,074 1,507,874 1,200
HOT TOPIC INC COM 44133910 595,200 18,600 18,600
HOTEL RESERVATIONS N CL A 44145110 395,675 13,300 13,300
HOTJOBS COM INC COM 44147410 483,268 34,989 34,989
HOUGHTON MIFFLIN CO COM 44156010 78,772,640 1,687,250 254,446 23,900 1,408,904
HOUSEHOLD INTL INC COM 44181510 342,732,720 8,246,300 8,222,139 18,103 6,058
HOUSTON EXPL CO COM 44212010 1,986,533 79,066 79,066
HUANENG PWR INTL INC SPON ADR N 44330410 247,603 18,600 18,600
HUB GROUP INC CL A 44332010 705,877 47,257 47,257
HUBBELL INC CL B 44351020 13,433,170 526,791 506,541 12,522 7,728
HUDSON CITY BANCORP COM 44368310 1,935,086 113,415 111,415 2,000
HUDSON RIV BANCORP I COM 44412810 961,875 81,000 79,200 1,800
HUDSON UNITED BANCOR COM 44416510 8,714,575 388,402 386,942 1,460
HUGHES SUPPLY INC COM 44448210 3,273,760 165,760 165,759 1
HUMANA INC COM 44485910 13,774,926 2,825,626 2,822,996 1,130 1,500
HUMAN GENOME SCIENCE COM 44490310 46,589,754 349,314 345,414 3,675 225
HUNT J B TRANS SVCS COM 44565810 4,177,746 270,632 270,632
HUNTINGTON BANCSHARE COM 44615010 55,731,607 3,524,640 3,522,500 2,140
HUTCHINSON TECHNOLOG COM 44840710 2,506,047 175,863 175,663 200
ICN PHARMACEUTICALS COM 44892410 17,868,570 642,477 641,540 937
IDT CORP COM 44894710 4,869,246 143,479 143,479
HYPERCOM CORP COM 44913M10 1,235,042 85,916 85,916
HYPERION SOLUTIONS C COM 44914M10 7,228,974 222,862 222,662 200
HYSEQ INC COM 44916330 1,127,337 24,811 24,811
PAGE TOTAL: 5,743,340,739
<CAPTION>
Name of Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
HINES HORTICULTURE I 75,565
HISPANIC BROADCASTIN 825,480 10,100
HOLLINGER INTL INC 125,039
HOLLYWOOD ENTMT CORP 203,433
HOME DEPOT INC 38,206,695 1,905,441 3,698,318
HOME PPTYS N Y INC 132,688
HOMEGROCER COM INC 75,300
HOMESTAKE MNG CO 4,014,843 35,600 413,829
HOMESTORE COM INC 96,953 500
HON INDS INC 488,858 4,300
HONDA MOTOR LTD 90,030
HONEYWELL INTL INC 12,832,761 69,683,011 927,516
HOOPER HOLMES INC 463,814
HORACE MANN EDUCATOR 409,585 2,920
HORIZON OFFSHORE INC 14,800
HORMEL FOODS CORP 936,887 11,300
HOSPITALITY PPTYS TR 346,248
HOST MARRIOTT CORP N 1,406,365 102,709
HOT TOPIC INC 18,600
HOTEL RESERVATIONS N 13,300
HOTJOBS COM INC 34,989
HOUGHTON MIFFLIN CO 276,046 1,408,904 2,300
HOUSEHOLD INTL INC 7,402,742 67,458 776,100
HOUSTON EXPL CO 79,066
HUANENG PWR INTL INC 18,600
HUB GROUP INC 47,257
HUBBELL INC 512,545 7,728 6,518
HUDSON CITY BANCORP 113,415
HUDSON RIV BANCORP I 81,000
HUDSON UNITED BANCOR 388,402
HUGHES SUPPLY INC 165,760
HUMANA INC 2,619,526 17,600 188,500
HUMAN GENOME SCIENCE 348,489 225 600
HUNT J B TRANS SVCS 268,132 2,500
HUNTINGTON BANCSHARE 3,224,758 28,910 270,972
HUTCHINSON TECHNOLOG 175,863
ICN PHARMACEUTICALS 635,577 6,900
IDT CORP 143,479
HYPERCOM CORP 85,916
HYPERION SOLUTIONS C 222,862
HYSEQ INC 24,811
</TABLE>
36
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
IBP INC COM 44922310 20,697,111 1,340,747 1,338,847 1,900
ICG COMMUNICATIONS I COM 44924610 7,202,426 326,463 324,563 1,900
ICOS CORP COM 44929510 7,784,260 176,915 176,115 800
IDEC PHARMACEUTICALS COM 44937010 54,514,182 464,694 442,834 18,110 3,750
IDG BOOKS WORLDWIDE CL A 44938410 1,075,922 118,729 14,629 100,100 4,000
IDX SYS CORP COM 44949110 1,449,564 102,624 102,624
IGEN INC COM 44953610 1,158,760 69,965 67,865 2,100
IHOP CORP COM 44962310 2,243,327 133,930 133,830 100
IMC GLOBAL INC COM 44966910 12,095,733 930,441 929,041 1,400
IMCO RECYCLING INC COM 44968110 327,851 60,300 60,300
IMS HEALTH INC COM 44993410 93,302,262 5,183,459 5,103,583 62,276 17,600
IRT PPTY CO COM 45005810 1,914,412 225,225 224,945 280
ISS GROUP INC COM 45030610 2,818,855 28,550 19,500 9,050
ITC DELTACOM INC COM 45031T10 11,124,964 498,609 461,849 36,460 300
ISTAR FINL INC COM 45031U10 7,775,080 371,356 371,356
I-STAT CORP COM 45031210 555,368 31,850 31,850
ITT EDUCATIONAL SERV COM 45068B10 2,391,206 136,158 136,158
ITXC CORP COM 45069F10 881,857 24,907 24,807 100
IXL ENTERPRISES INC COM 45071810 1,710,637 117,975 117,775 200
IBEAM BROADCASTING C COM 45073P10 944,100 52,450 52,450
IBASIS INC COM 45073210 4,708,786 109,349 29,772 79,577
IBIS TECHNOLOGY CORP COM 45090910 1,074,675 17,800 17,800
ITT INDS INC IND COM 45091110 46,814,466 1,541,217 1,521,723 1,025 18,469
IDACORP INC COM 45110710 12,406,510 384,698 378,588 2,400 3,710
IDEX CORP COM 45167R10 6,283,552 199,086 195,986 3,100
IDEXX LABS INC COM 45168D10 6,017,497 263,060 262,160 900
IGATE CAPITAL CORP COM 45169U10 3,402,038 247,421 247,321 100
IKON OFFICE SOLUTION COM 45171310 1,890,194 487,792 483,872 2,720 1,200
IDENTIX INC COM 45190610 2,530,313 161,300 161,200 100
ILEX ONCOLOGY INC COM 45192310 1,789,959 50,779 50,679 100
ILLINOIS TOOL WKS IN COM 45230810 337,386,990 5,919,070 5,025,086 658,968 235,016
ILLUMINET HLDGS INC COM 45233410 2,647,331 52,036 52,036
IMATION CORP COM 45245A10 14,995,526 510,486 501,558 8,120 808
IMCLONE SYS INC COM 45245W10 14,879,226 194,660 193,050 110 1,500
IMMUNE RESPONSE CORP COM 45252T10 539,943 49,650 49,650
IMMERSION CORP COM 45252110 852,720 28,424 28,424
IMMUNEX CORP NEW COM 45252810 56,816,708 1,149,275 1,110,705 33,045 5,525
IMMUNOGEN INC COM 45253H10 834,690 69,200 67,200 2,000
IMPATH INC COM 45255G10 3,021,725 55,700 55,500 200
IMPCO TECHNOLOGIES I COM 45255W10 546,637 12,900 12,900
IMPERIAL BANCORP COM 45255610 5,814,756 373,651 373,651
PAGE TOTAL: 757,222,119
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
IBP INC 1,324,547 16,200
ICG COMMUNICATIONS I 326,463
ICOS CORP 176,515 400
IDEC PHARMACEUTICALS 457,444 3,750 3,500
IDG BOOKS WORLDWIDE 114,729 4,000
IDX SYS CORP 102,624
IGEN INC 69,965
IHOP CORP 133,930
IMC GLOBAL INC 918,841 11,600
IMCO RECYCLING INC 60,300
IMS HEALTH INC 4,510,654 187,500 485,305
IRT PPTY CO 225,225
ISS GROUP INC 28,250 300
ITC DELTACOM INC 498,309 300
ISTAR FINL INC 370,644 712
I-STAT CORP 31,850
ITT EDUCATIONAL SERV 136,158
ITXC CORP 24,907
IXL ENTERPRISES INC 117,975
IBEAM BROADCASTING C 52,450
IBASIS INC 109,349
IBIS TECHNOLOGY CORP 17,800
ITT INDS INC IND 1,372,381 28,869 139,967
IDACORP INC 378,188 3,710 2,800
IDEX CORP 199,086
IDEXX LABS INC 263,060
IGATE CAPITAL CORP 247,421
IKON OFFICE SOLUTION 484,392 1,200 2,200
IDENTIX INC 161,300
ILEX ONCOLOGY INC 50,779
ILLINOIS TOOL WKS IN 5,214,017 274,616 430,437
ILLUMINET HLDGS INC 52,036
IMATION CORP 507,078 808 2,600
IMCLONE SYS INC 192,860 1,500 300
IMMUNE RESPONSE CORP 49,650
IMMERSION CORP 28,424
IMMUNEX CORP NEW 1,136,450 5,525 7,300
IMMUNOGEN INC 67,200 2,000
IMPATH INC 55,700
IMPCO TECHNOLOGIES I 12,900
IMPERIAL BANCORP 373,651
</TABLE>
37
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
IMPERIAL CR INDS INC COM 45272910 503,438 118,456 118,456
IMATRON INC COM 45290610 287,726 122,750 122,750
IMMUNOMEDICS INC COM 45290710 2,098,425 85,650 85,550 100
IMPSAT FIBER NETWORK COM 45321T10 264,650 15,800 15,800
IMRGLOBAL CORPORATIO COM 45321W10 1,931,229 147,851 147,751 100
INAMED CORP COM 45323510 1,211,774 33,086 32,986 100
INCO LTD COM 45325840 35,558,838 2,312,770 2,312,070 700
INCYTE GENOMICS INC COM 45337C10 23,141,640 281,573 277,768 2,405 1,400
INDEPENDENCE CMNTY B COM 45341410 8,611,201 649,902 649,902
INDEPENDENT BANK COR COM 45383610 547,534 48,403 44,982 2,000 1,421
INDUS INTL INC COM 45578L10 295,389 34,500 34,500
INDYMAC MTG HLDGS IN COM 45660710 6,084,686 448,657 448,657
INFINITY BROADCASTIN CL A 45662S10 58,185,516 1,596,880 1,586,840 10,040
INET TECHNOLOGIES IN COM 45662V10 15,196,293 280,116 280,116
INFOCURE CORP COM 45665A10 816,187 145,100 145,100
INFOCUS CORP COM 45665B10 14,394,026 447,200 447,200
INFORMATICA CORP COM 45666Q10 11,635,054 142,000 141,900 100
INFONET SVCS CORP CL B 45666T10 2,137,737 179,085 178,200 885
INFORMATION ARCHITEC COM 45669R10 252,853 36,450 36,450
INFORMATION HLDGS IN COM 45672710 5,724,122 154,706 45,900 90,306 18,500
INFORMIX CORP COM 45677910 21,920,542 2,947,498 2,912,228 23,870 11,400
INFOSPACE INC COM 45678T10 31,399,680 568,320 566,060 1,860 400
INFOUSA INC NEW COM 45681830 1,006,850 154,900 154,900
ING GROEP N V SPONSORED 45683710 3,207,937 47,525 36,745 10,780
INGERSOLL-RAND CO COM 45686610 120,262,170 2,987,880 2,937,854 28,911 21,115
INFORMATION RES INC COM 45690510 438,188 111,300 111,300
INGLES MKTS INC CL A 45703010 673,186 64,500 59,000 5,000 500
INGRAM MICRO INC CL A 45715310 5,822,440 333,913 333,038 875
INHALE THERAPEUTIC S COM 45719110 11,266,407 111,033 109,883 1,100 50
INKTOMI CORP COM 45727710 40,544,377 342,870 340,710 2,160
INNKEEPERS USA TR COM 4576J010 5,384,032 590,031 590,031
INNOVEX INC COM 45764710 489,011 50,155 50,155
INSIGHT ENTERPRISES COM 45765U10 8,460,322 142,641 141,841 800
INPUT/OUTPUT INC COM 45765210 2,507,349 297,185 297,185
INPRISE CORP COM 45766C10 646,567 105,562 105,562
INSITUFORM TECHNOLOG CL A 45766710 3,825,981 141,050 140,950 100
INSIGNIA FINL GROUP COM 45767A10 1,125,400 112,540 112,540
INSIGHT COMMUNICATIO CL A 45768V10 1,441,812 92,276 92,276
INSURANCE AUTO AUCTI COM 45787510 403,487 19,100 19,100
INTEGRATED ELECTRICA COM 45811E10 998,155 194,762 194,762
INTEGRATED CIRCUIT S COM 45811K20 289,412 16,900 16,700 200
PAGE TOTAL: 450,991,623
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
IMPERIAL CR INDS INC 118,456
IMATRON INC 122,750
IMMUNOMEDICS INC 85,650
IMPSAT FIBER NETWORK 15,800
IMRGLOBAL CORPORATIO 147,851
INAMED CORP 33,086
INCO LTD 2,093,960 22,700 196,110
INCYTE GENOMICS INC 277,573 1,400 2,600
INDEPENDENCE CMNTY B 649,902
INDEPENDENT BANK COR 46,982 1,421
INDUS INTL INC 34,500
INDYMAC MTG HLDGS IN 448,657
INFINITY BROADCASTIN 1,589,055 7,825
INET TECHNOLOGIES IN 279,216 900
INFOCURE CORP 145,100
INFOCUS CORP 447,200
INFORMATICA CORP 142,000
INFONET SVCS CORP 179,085
INFORMATION ARCHITEC 36,450
INFORMATION HLDGS IN 136,206 18,500
INFORMIX CORP 2,909,098 11,400 27,000
INFOSPACE INC 566,720 400 1,200
INFOUSA INC NEW 154,900
ING GROEP N V 47,525
INGERSOLL-RAND CO 2,659,181 42,615 286,084
INFORMATION RES INC 111,300
INGLES MKTS INC 64,000 500
INGRAM MICRO INC 333,413 500
INHALE THERAPEUTIC S 110,983 50
INKTOMI CORP 341,870 1,000
INNKEEPERS USA TR 590,031
INNOVEX INC 50,155
INSIGHT ENTERPRISES 142,641
INPUT/OUTPUT INC 297,185
INPRISE CORP 105,562
INSITUFORM TECHNOLOG 141,050
INSIGNIA FINL GROUP 112,540
INSIGHT COMMUNICATIO 92,276
INSURANCE AUTO AUCTI 19,100
INTEGRATED ELECTRICA 194,762
INTEGRATED CIRCUIT S 16,900
</TABLE>
38
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
INTEGRATED DEVICE TE COM 45811810 59,215,656 988,988 988,458 530
INTEGRATED SILICON S COM 45812P10 1,447,800 38,100 38,100
INTEGRA BK CORP COM 45814P10 1,865,529 109,737 109,737
INTELIDATA TECHNOLOG COM 45814T10 935,298 90,700 87,200 3,500
INTEL CORP COM 45814010 8,528,254,818 63,792,701 60,540,615 2,039,563 1,212,523
INTELECT COMMUNICATI COM 45814410 252,817 109,350 109,350
INTER TEL INC COM 45837210 2,459,044 153,097 153,097
INTERACTIVE INTELLIG COM 45839M10 406,687 10,845 10,845
INTERACT COMM CORP COM 45839Y10 434,811 36,811 36,811
INTERCEPT GROUP INC COM 45845L10 319,600 18,800 18,800
INTERDIGITAL COMMUNI COM 45866A10 5,980,720 361,111 360,891 220
INTERFACE INC CLA 45866510 989,305 259,524 259,524
INTERGRAPH CORP COM 45868310 2,080,654 275,146 275,146
INTERLIANT INC COM 45874210 2,731,933 117,190 117,090 100
INTERLINK ELECTRS COM 45875110 942,187 22,500 22,500
INTERLOGIX INC COM 45876310 650,127 47,282 47,282
INTERMEDIA COMMUNICA COM 45880110 10,015,635 336,660 335,920 740
INTERMET CORP COM 45881K10 740,107 107,652 107,652
INTERNAP NETWORK SVC COM 45885A10 6,309,020 151,966 151,766 200
INTERMUNE PHARMACEUT COM 45885B10 702,304 17,000 17,000
INTERNATIONAL BANCSH COM 45904410 3,387,160 103,821 103,696 125
INTERNATIONAL BUSINE COM 45920010 7,145,513,560 65,218,904 64,557,182 438,210 223,512
INTERNATIONAL FIBERC COM 45950T10 4,247,025 166,550 166,450 100
INTERNATIONAL FLAVOR COM 45950610 53,803,195 1,782,330 1,773,250 5,980 3,100
INTERNATIONAL HOME F COM 45965510 25,544,459 1,220,063 1,219,963 100
INTERNATIONAL GAME T COM 45990210 18,620,675 702,667 701,975 692
INTERNATIONAL MULTIF COM 46004310 3,081,622 178,005 177,905 100
INTL PAPER CO COM 46014610 1,059,093,986 35,525,761 9,267,757 26,236,865 21,139
INTERNATIONAL RECTIF COM 46025410 21,292,152 380,217 379,732 485
INTERNATIONAL SPEEDW CLA 46033520 13,622,842 329,253 323,527 100 5,626
INTL SPECIALTY PRODS COM 46033710 661,460 116,311 116,311
INTERNET CAP GROUP I COM 46059C10 14,039,613 379,285 373,085 6,200
INTERNET PICTURES CO COM 46059S10 1,877,224 124,114 124,014 100
INTERNET INITIATIVE SPONSORED 46059T10 1,022,358 17,255 13,310 3,945
INTERPOOL INC COM 46062R10 922,525 94,618 94,618
INTERSIL HLDG CORP CL A 46069S10 1,990,562 36,820 36,800 20
INTERPUBLIC GROUP CO COM 46069010 228,407,701 5,311,807 4,839,929 318,367 153,511
INTERSTATE BAKERIES COM 46072H10 6,679,722 477,123 457,423 19,700
INTERWEST BANCORP IN COM 46093110 1,427,286 101,949 101,949
INTRANET SOLUTIONS I COM NEW 46093930 1,335,411 34,799 34,799
INTERNET COM CORP COM 46096710 498,022 25,297 23,297 2,000
PAGE TOTAL: 17,233,802,612
<CAPTION>
Name of Voting Authority
----------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
INTEGRATED DEVICE TE 981,188 7,800
INTEGRATED SILICON S 38,100
INTEGRA BK CORP 109,737
INTELIDATA TECHNOLOG 90,700
INTEL CORP 55,235,699 3,149,323 5,407,679
INTELECT COMMUNICATI 109,350
INTER TEL INC 153,097
INTERACTIVE INTELLIG 10,845
INTERACT COMM CORP 36,811
INTERCEPT GROUP INC 18,800
INTERDIGITAL COMMUNI 361,111
INTERFACE INC 259,524
INTERGRAPH CORP 275,146
INTERLIANT INC 117,190
INTERLINK ELECTRS 22,500
INTERLOGIX INC 47,282
INTERMEDIA COMMUNICA 336,660
INTERMET CORP 107,652
INTERNAP NETWORK SVC 151,166 800
INTERMUNE PHARMACEUT 17,000
INTERNATIONAL BANCSH 103,821
INTERNATIONAL BUSINE 29,131,847 33,214,350 2,872,707
INTERNATIONAL FIBERC 166,550
INTERNATIONAL FLAVOR 1,599,403 18,000 164,927
INTERNATIONAL HOME F 1,213,663 6,400
INTERNATIONAL GAME T 696,403 6,264
INTERNATIONAL MULTIF 176,705 1,300
INTL PAPER CO 14,333,344 20,466,441 725,976
INTERNATIONAL RECTIF 379,517 700
INTERNATIONAL SPEEDW 319,627 5,626 4,000
INTL SPECIALTY PRODS 116,311
INTERNET CAP GROUP I 374,585 4,700
INTERNET PICTURES CO 124,114
INTERNET INITIATIVE 17,255
INTERPOOL INC 94,618
INTERSIL HLDG CORP 36,820
INTERPUBLIC GROUP CO 4,581,853 324,411 405,543
INTERSTATE BAKERIES 472,423 4,700
INTERWEST BANCORP IN 101,949
INTRANET SOLUTIONS I 34,799
INTERNET COM CORP 25,297
</TABLE>
39
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
INTERTAN INC COM 46112010 2,511,809 213,771 213,531 240
INTERTRUST TECHNOLOG COM 46113Q10 3,572,894 173,762 172,962 800
INTERWORLD CORP COM 46114Q10 854,747 41,695 41,695
INTERWOVEN INC COM 46114T10 3,280,932 29,831 29,831
INTERVOICE-BRITE INC COM 46114210 1,489,147 226,935 226,935
INTIMATE BRANDS INC CLA 46115610 24,499,006 1,240,456 1,234,806 5,650
INTRABIOTICS PHARMAC COM 46116T10 432,329 16,200 16,200
INTRAWARE INC COM 46118M10 1,640,347 102,126 102,126
INTUIT COM 46120210 60,027,387 1,450,813 1,447,383 1,730 1,700
INVACARE CORP COM 46120310 6,276,663 239,111 238,931 180
INTRUSION COM INC COM 46121E10 288,772 25,528 25,528
INVESTMENT TECHNOLOG COM 46145F10 8,604,956 217,847 217,647 200
INVITROGEN CORP COM 46185R10 4,745,309 63,100 63,100
INVESTORS FINL SERVI COM 46191510 8,149,646 205,348 204,268 1,080
IOMEGA CORP COM 46203010 7,285,224 1,821,306 1,804,906 1,400 15,000
IONICS INC COM 46221810 3,306,458 107,966 105,866 550 1,550
IPALCO ENTERPRISES I COM 46261310 14,921,419 741,437 734,837 6,600
IRON MTN INC PA COM 46284610 9,994,504 293,956 214,824 79,132
IRWIN FINL CORP COM 46411910 1,934,182 133,974 133,974
ISIS PHARMACEUTICALS COM 46433010 3,290,021 226,898 226,898
ISLE OF CAPRI CASINO COM 46459210 723,532 53,350 53,350
IT GROUP INC COM 46526610 376,028 77,134 77,134
I2 TECHNOLOGIES INC COM 46575410 49,206,357 471,931 469,610 2,321
IVAX CORP COM 46582310 50,629,585 1,219,990 1,218,740 1,250
IVEX PACKAGING CORP COM 46585510 1,464,050 131,600 131,600
IVILLAGE INC COM 46588H10 1,125,504 133,401 133,401
JDN RLTY CORP COM 46591710 3,258,525 319,871 319,871
IXYS CORP COM 46600W10 587,125 11,000 11,000
J & J SNACK FOODS CO COM 46603210 463,856 25,950 25,950
JDS UNIPHASE CORP COM 46612J10 340,409,636 2,839,705 2,830,568 8,580 557
JDA SOFTWARE GROUP I COM 46612K10 2,589,995 134,987 134,987
JLG INDS INC COM 46621010 6,818,423 574,183 574,183
JNI CORP COM 46622G10 485,222 15,343 15,343
JP REALTY INC COM 46624A10 1,741,087 97,748 97,748
JABIL CIRCUIT INC COM 46631310 59,755,249 1,204,136 1,200,386 2,950 800
JACK IN THE BOX INC COM 46636710 6,994,164 284,027 283,947 80
JACOBS ENGR GROUP IN COM 46981410 7,868,741 240,730 240,430 300
JAKKS PAC INC COM 47012E10 6,886,775 466,900 466,900
JAPAN AIR LINES LTD ADR NEW 47103430 398,437 50,200 50,200
JARDINE FLEMING INDI COM 47111210 1,093,500 97,200 97,200
JASON INC COM 47117110 204,040 21,199 21,199
PAGE TOTAL: 710,185,583
<CAPTION>
Name of Voting Authority
----------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
INTERTAN INC 213,531 240
INTERTRUST TECHNOLOG 173,762
INTERWORLD CORP 41,695
INTERWOVEN INC 29,831
INTERVOICE-BRITE INC 226,935
INTIMATE BRANDS INC 1,234,606 5,850
INTRABIOTICS PHARMAC 16,200
INTRAWARE INC 102,126
INTUIT 1,431,813 1,700 17,300
INVACARE CORP 239,111
INTRUSION COM INC 25,528
INVESTMENT TECHNOLOG 215,647 2,200
INVITROGEN CORP 63,100
INVESTORS FINL SERVI 205,348
IOMEGA CORP 1,806,306 15,000
IONICS INC 106,416 1,550
IPALCO ENTERPRISES I 734,037 7,400
IRON MTN INC PA 293,956
IRWIN FINL CORP 133,974
ISIS PHARMACEUTICALS 226,898
ISLE OF CAPRI CASINO 53,350
IT GROUP INC 77,134
I2 TECHNOLOGIES INC 470,631 1,300
IVAX CORP 1,205,240 14,750
IVEX PACKAGING CORP 131,600
IVILLAGE INC 133,401
JDN RLTY CORP 319,871
IXYS CORP 11,000
J & J SNACK FOODS CO 25,950
JDS UNIPHASE CORP 2,820,148 557 19,000
JDA SOFTWARE GROUP I 134,987
JLG INDS INC 574,183
JNI CORP 15,343
JP REALTY INC 97,748
JABIL CIRCUIT INC 1,188,036 800 15,300
JACK IN THE BOX INC 284,027
JACOBS ENGR GROUP IN 238,730 2,000
JAKKS PAC INC 466,900
JAPAN AIR LINES LTD 50,200
JARDINE FLEMING INDI 97,200
JASON INC 21,199
</TABLE>
40
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
JEFFERIES GROUP INC COM 47231910 3,230,505 160,029 159,829 200
JEFFERSON PILOT CORP COM 47507010 94,769,292 1,679,205 1,657,564 12,685 8,956
JEFFERSON SMURFIT GR SPONSORED 47508W10 885,920 50,265 34,000 16,265
JO-ANN STORES INC CL A 47758P10 475,300 67,900 67,900
JOHN NUVEEN CO CL A 47803510 2,707,243 64,555 64,005 550
JOHNS MANVILLE CORP COM 47812910 3,653,985 277,090 276,890 200
JOHNSON & JOHNSON COM 47816010 2,779,619,338 27,284,607 25,446,037 1,142,420 696,150
JOHNSON CTLS INC COM 47836610 80,376,964 1,566,436 1,558,936 4,400 3,100
JONES APPAREL GROUP COM 48007410 28,364,500 1,207,000 1,205,608 1,392
JONES LANG LASALLE I COM 48020Q10 2,511,838 187,801 187,801
JONES PHARMA INC COM 48023610 15,363,604 384,696 383,791 905
JOURNAL REGISTER CO COM 48113810 5,481,296 300,345 300,345
JUNIPER NETWORKS INC COM 48203R10 79,618,920 546,976 542,376 4,400 200
JUNO ONLINE SVCS INC COM 48204810 705,716 65,648 65,648
JUPITER COMMUNICATION COM 48205010 326,186 14,182 14,182
JUSTIN INDS INC COM 48217110 2,415,940 110,443 110,443
KLA-TENCOR CORP COM 48248010 168,615,341 2,879,262 2,872,287 6,975
K MART CORP COM 48258410 53,496,918 7,853,335 7,837,570 15,765
K-SWISS INC CL A 48268610 419,047 26,294 26,294
K V PHARMACEUTICAL C CL B CONV 48274010 2,110,282 77,621 77,621
K V PHARMACEUTICAL C CLA 48274020 273,533 10,322 10,322
KAISER ALUMINUM CORP COM 48300710 730,224 182,556 182,556
KAMAN CORP CL A 48354810 1,480,929 138,573 138,573
KANA COMMUNICATIONS COM 48360010 10,173,116 164,414 145,800 18,614
KANSAS CITY LIFE INS COM 48483610 1,339,100 49,827 49,827
KANSAS CITY PWR & LT COM 48513410 11,769,817 523,103 522,603 500
KANSAS CITY SOUTHN I COM 48517010 142,546,526 1,607,299 1,523,771 23,540 59,988
KATY INDS INC COM 48602610 387,797 33,004 33,004
KAUFMAN & BROAD HOME COM 48616810 17,477,334 882,159 881,309 850
KAYDON CORP COM 48658710 6,449,772 307,132 306,332 800
KEANE INC COM 48666510 12,766,167 590,343 578,333 1,760 10,250
KEEBLER FOODS CO COM 48725610 8,982,765 241,960 241,460 500
KEITHLEY INSTRS INC COM 48758410 1,215,393 13,950 13,950
KELLOGG CO COM 48783610 182,474,600 6,133,600 6,124,470 6,880 2,250
KELLSTROM INDS INC COM 48803510 235,079 50,828 50,828
KELLWOOD CO COM 48804410 3,647,146 172,646 172,646
KELLY SVCS INC CL A 48815220 6,012,153 259,985 256,082 3,903
KEMET CORP COM 48836010 24,535,647 978,998 978,468 530
KENNAMETAL INC COM 48917010 14,183,855 661,653 661,653
KENT ELECTRS CORP COM 49055310 6,892,892 231,212 231,112 100
KERR MCGEE CORP COM 49238610 234,051,793 3,971,220 3,966,472 2,936 1,812
PAGE TOTAL: 4,012,773,773
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
JEFFERIES GROUP INC 160,029
JEFFERSON PILOT CORP 1,522,520 22,656 134,029
JEFFERSON SMURFIT GR 50,265
JO-ANN STORES INC 67,900
JOHN NUVEEN CO 64,555
JOHNS MANVILLE CORP 276,790 300
JOHNSON & JOHNSON 23,590,772 1,457,650 2,236,185
JOHNSON CTLS INC 1,395,519 14,000 156,917
JONES APPAREL GROUP 1,141,868 65,132
JONES LANG LASALLE I 187,801
JONES PHARMA INC 384,096 600
JOURNAL REGISTER CO 300,345
JUNIPER NETWORKS INC 540,876 200 5,900
JUNO ONLINE SVCS INC 65,648
JUPITER COMMUNICATION 14,182
JUSTIN INDS INC 110,443
KLA-TENCOR CORP 2,636,004 23,990 219,268
K MART CORP 7,252,445 62,400 538,490
K-SWISS INC 26,294
K V PHARMACEUTICAL C 77,621
K V PHARMACEUTICAL C 10,322
KAISER ALUMINUM CORP 182,556
KAMAN CORP 138,573
KANA COMMUNICATIONS 163,614 800
KANSAS CITY LIFE INS 49,827
KANSAS CITY PWR & LT 518,703 4,400
KANSAS CITY SOUTHN I 1,519,811 63,288 24,200
KATY INDS INC 33,004
KAUFMAN & BROAD HOME 824,039 4,600 53,520
KAYDON CORP 305,032 2,100
KEANE INC 573,893 10,250 6,200
KEEBLER FOODS CO 239,460 500 2,000
KEITHLEY INSTRS INC 13,950
KELLOGG CO 5,439,803 236,850 456,947
KELLSTROM INDS INC 50,828
KELLWOOD CO 172,646
KELLY SVCS INC 257,410 2,575
KEMET CORP 978,198 800
KENNAMETAL INC 659,453 2,200
KENT ELECTRS CORP 231,212
KERR MCGEE CORP 1,416,059 2,455,137 100,024
</TABLE>
41
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
KEY ENERGY SVCS INC COM 49291410 5,251,419 545,602 545,302 300
KEY PRODTN INC COM 49313810 334,775 19,130 19,130
KEYCORP NEW COM 49326710 671,505,291 38,099,591 38,056,715 26,094 16,782
KEYNOTE SYS INC COM 49330810 2,876,389 40,764 40,764
KEYSPAN CORP COM 49337W10 40,099,599 1,304,052 1,292,951 10,096 1,005
KEYSTONE AUTOMOTIVE COM 49338N10 433,423 62,480 62,480
KEYSTONE FINANCIAL I COM 49348210 8,981,588 422,663 421,463 1,200
KFORCE COM INC COM 49373210 1,856,473 267,619 267,619
KILROY RLTY CORP COM 49427F10 4,783,924 184,444 184,444
KIMBALL INTL INC CL B 49427410 3,147,207 213,370 213,370
KIMBERLY CLARK CORP COM 49436810 551,757,531 9,616,689 9,217,925 242,749 156,015
KIMCO REALTY CORP COM 49446R10 14,546,677 354,797 332,047 22,750
KINDER MORGAN INC KA COM 49455P10 34,254,709 991,109 983,438 4,296 3,375
KING PHARMACEUTICALS COM 49558210 24,423,018 556,650 556,535 115
KINROSS GOLD CORP COM 49690210 341,255 364,200 364,200
KIRBY CORP COM 49726610 3,461,603 162,899 162,899
KNIGHT RIDDER INC COM 49904010 75,999,329 1,428,908 1,422,363 6,545
KNIGHT TRADING GROUP COM 49906310 13,100,167 439,426 438,176 1,250
KNIGHT TRANSN INC COM 49906410 757,588 52,025 52,025
KOGER EQUITY INC COM 50022810 3,435,328 203,575 203,575
KOHLS CORP COM 50025510 282,877,989 5,085,447 5,073,253 12,194
KOMAG INC COM 50045310 444,675 254,100 254,100
KONINKLIJKE AHOLD N SPON ADR N 50046730 1,609,873 54,922 45,442 9,480
KONOVER PPTY TR INC COM 50047R10 659,623 138,868 138,868
KONINKLIJKE PHILIPS SPON ADR N 50047220 4,219,377 88,829 71,472 17,357
KOPIN CORP COM 50060010 15,600,986 225,285 189,825 9,060 26,400
KOREA ELECTRIC PWR SPONSORED 50063110 2,968,357 161,000 161,000
KORN FERRY INTL COM NEW 50064320 5,513,664 174,004 173,904 100
KOS PHARMACEUTICALS COM 50064810 385,488 24,000 24,000
KRISPY KREME DOUGHNU COM 50101410 1,565,550 21,300 8,200 1,100 12,000
KROGER CO COM 50104410 300,126,042 13,603,755 13,549,299 53,560 896
KROLL O GARA CO COM 50105010 322,052 48,161 48,161
KRONOS INC COM 50105210 2,054,520 79,020 78,320 700
KULICKE & SOFFA INDS COM 50124210 10,333,743 174,042 173,567 475
LCA-VISION INC COM NEW 50180320 299,144 122,751 122,751
LCC INTERNATIONAL IN CL A 50181010 615,202 22,525 22,525
LG&E ENERGY CORP COM 50191710 27,808,454 1,164,752 1,142,670 18,182 3,900
LTV CORP NEW COM 50192110 1,777,704 618,332 618,332
LHS GROUP INC COM 50193810 3,854,788 111,733 111,633 100
LNR PPTY CORP COM 50194010 3,324,145 170,469 170,369 100
LSI INDS INC COM 50216C10 836,803 55,100 55,100
PAGE TOTAL: 2,128,545,472
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
KEY ENERGY SVCS INC 545,602
KEY PRODTN INC 19,130
KEYCORP NEW 7,338,596 30,068,336 692,659
KEYNOTE SYS INC 40,764
KEYSPAN CORP 1,286,539 1,005 16,508
KEYSTONE AUTOMOTIVE 62,480
KEYSTONE FINANCIAL I 419,163 3,500
KFORCE COM INC 267,619
KILROY RLTY CORP 184,444
KIMBALL INTL INC 213,370
KIMBERLY CLARK CORP 8,502,906 229,915 883,868
KIMCO REALTY CORP 354,497 300
KINDER MORGAN INC KA 978,184 3,375 9,550
KING PHARMACEUTICALS 554,250 2,400
KINROSS GOLD CORP 364,200
KIRBY CORP 162,899
KNIGHT RIDDER INC 1,309,907 10,400 108,601
KNIGHT TRADING GROUP 438,326 1,100
KNIGHT TRANSN INC 52,025
KOGER EQUITY INC 203,575
KOHLS CORP 4,537,568 184,500 363,379
KOMAG INC 254,100
KONINKLIJKE AHOLD N 54,922
KONOVER PPTY TR INC 138,868
KONINKLIJKE PHILIPS 88,829
KOPIN CORP 198,585 26,400 300
KOREA ELECTRIC PWR 161,000
KORN FERRY INTL 174,004
KOS PHARMACEUTICALS 24,000
KRISPY KREME DOUGHNU 9,300 12,000
KROGER CO 12,201,933 112,766 1,289,056
KROLL O GARA CO 48,161
KRONOS INC 79,020
KULICKE & SOFFA INDS 174,042
LCA-VISION INC 122,751
LCC INTERNATIONAL IN 22,525
LG&E ENERGY CORP 1,149,417 3,900 11,435
LTV CORP NEW 618,332
LHS GROUP INC 111,733
LNR PPTY CORP 170,469
LSI INDS INC 55,100
</TABLE>
42
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
LSI LOGIC CORP COM 50216110 260,943,769 4,821,132 4,811,102 10,030
LTC PPTYS INC COM 50217510 676,117 113,882 113,882
LTX CORP COM 50239210 16,904,651 483,861 316,950 300 166,611
L-3 COMMUNICATIONS H COM 50242410 16,011,597 280,600 280,300 300
LA Z BOY INC COM 50533610 4,938,220 352,730 352,630 100
LABORATORY CORP AMER COM NEW 50540R40 4,723,212 61,241 61,241
LABOR READY INC COM NEW 50540120 1,595,452 240,823 237,448 3,375
LABRANCHE & CO INC COM 50544710 1,204,035 83,759 83,759
LACLEDE GAS CO COM 50558810 2,446,675 127,100 126,600 500
LAFARGE CORP COM 50586210 4,348,239 207,059 206,959 100
LAM RESEARCH CORP COM 51280710 33,963,712 905,699 905,049 650
LAMAR ADVERTISING CO CL A 51281510 10,173,858 234,897 234,697 200
LAMSON & SESSIONS CO COM 51369610 342,988 22,400 13,900 8,500
LANCASTER COLONY COR COM 51384710 9,969,297 511,246 511,146 100
LANCE INC COM 51460610 2,329,812 258,868 258,868
LANDAUER INC COM 51476K10 488,335 31,380 31,380
LANDAMERICA FINL GRO COM 51493610 2,136,352 93,140 93,140
LANDRYS SEAFOOD REST COM 51508L10 1,493,849 175,747 175,747
LANDS END INC COM 51508610 6,903,985 206,861 206,861
LANDSTAR SYS INC COM 51509810 6,990,375 117,363 117,263 100
LANTE CORP COM 51654010 549,755 26,900 26,900
LASERSIGHT INC COM 51792410 277,822 72,881 72,881
LASALLE HOTEL PPTYS COM SH BEN 51794210 2,961,250 206,000 155,250 50,750
LASER VISION CTRS IN COM 51807H10 696,223 112,530 111,730 800
LATITUDE COMMUNICATI COM 51829210 396,444 35,438 35,438
LATTICE SEMICONDUCTO COM 51841510 25,509,613 369,036 367,196 240 1,600
LAUDER ESTEE COS INC CL A 51843910 19,631,531 397,102 387,252 3,550 6,300
LAUNCH MEDIA INC COM 51856710 395,807 42,790 42,790
LAWSON PRODS INC COM 52077610 1,014,131 41,183 41,183
LEAP WIRELESS INTL I COM 52186310 7,885,002 167,766 166,225 1,466 75
LEAR CORP COM 52186510 42,735,940 2,136,797 2,114,873 20,354 1,570
LEARN2 COM INC COM 52200210 297,319 151,000 151,000
LEARNING TREE INTL I COM 52201510 12,592,020 205,584 205,584
LEE ENTERPRISES INC COM 52376810 10,862,576 465,965 456,905 9,060
LEGATO SYS INC COM 52465110 11,256,630 744,240 738,115 5,825 300
LEGGETT & PLATT INC COM 52466010 53,651,977 3,251,635 3,199,594 42,041 10,000
LEGG MASON INC COM 52490110 30,166,050 603,321 599,461 3,485 375
LEHMAN BROS HLDGS IN COM 52490810 222,616,158 2,354,182 2,350,055 4,027 100
LENNAR CORP COM 52605710 8,578,001 423,605 423,605
LENNOX INTL INC COM 52610710 1,249,395 94,294 94,294
LEUCADIA NATL CORP COM 52728810 6,314,954 276,826 276,826
PAGE TOTAL: 848,223,128
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
LSI LOGIC CORP 4,291,642 176,020 353,470
LTC PPTYS INC 113,882
LTX CORP 317,250 166,611
L-3 COMMUNICATIONS H 277,800 2,800
LA Z BOY INC 352,730
LABORATORY CORP AMER 61,241
LABOR READY INC 240,823
LABRANCHE & CO INC 83,759
LACLEDE GAS CO 127,100
LAFARGE CORP 206,659 400
LAM RESEARCH CORP 904,399 1,300
LAMAR ADVERTISING CO 234,497 400
LAMSON & SESSIONS CO 22,400
LANCASTER COLONY COR 504,765 6,481
LANCE INC 256,768 2,100
LANDAUER INC 31,380
LANDAMERICA FINL GRO 93,140
LANDRYS SEAFOOD REST 175,747
LANDS END INC 204,661 2,200
LANDSTAR SYS INC 117,363
LANTE CORP 26,900
LASERSIGHT INC 72,881
LASALLE HOTEL PPTYS 206,000
LASER VISION CTRS IN 112,530
LATITUDE COMMUNICATI 35,438
LATTICE SEMICONDUCTO 366,936 1,600 500
LAUDER ESTEE COS INC 387,402 6,300 3,400
LAUNCH MEDIA INC 42,790
LAWSON PRODS INC 41,183
LEAP WIRELESS INTL I 167,691 75
LEAR CORP 2,130,027 1,570 5,200
LEARN2 COM INC 151,000
LEARNING TREE INTL I 205,584
LEE ENTERPRISES INC 462,865 3,100
LEGATO SYS INC 736,940 300 7,000
LEGGETT & PLATT INC 3,004,735 34,000 212,900
LEGG MASON INC 597,546 375 5,400
LEHMAN BROS HLDGS IN 2,180,729 17,065 156,388
LENNAR CORP 423,605
LENNOX INTL INC 94,294
LEUCADIA NATL CORP 275,826 1,000
</TABLE>
43
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
LEVEL 8 SYS INC COM 52729M10 305,399 14,500 14,500
LEVEL 3 COMMUNICATIO COM 52729N10 116,147,152 1,319,854 1,313,935 3,319 2,600
LEXICON GENETICS INC COM 52887210 811,250 23,600 23,600
LEXINGTON CORP PPTYS COM 52904310 1,068,358 95,500 95,500
LEXMARK INTL GROUP I CL A 52977110 137,940,173 2,051,155 2,045,585 5,570
LIBBEY INC COM 52989810 5,626,597 175,147 175,047 100
LIBERATE TECHNOLOGIE COM 53012910 2,431,899 82,966 82,516 450
LIBERTY CORP S C COM 53037010 4,453,764 106,042 106,042
LIBERTY DIGITAL INC CL A 53043610 4,496,400 149,880 149,680 200
LIBERTY FINL COS INC COM 53051210 2,314,638 105,513 105,413 100
LIBERTY PPTY TR SH BEN INT 53117210 10,766,189 415,090 414,990 100
LIFEPOINT HOSPITALS COM 53219L10 4,710,124 211,691 211,235 456
LIGAND PHARMACEUTICA CL B 53220K20 4,502,002 341,397 335,697 5,700
LIFEMINDERS INC COM 53220Q10 830,692 28,100 28,100
LIGHTBRIDGE INC COM 53222610 914,412 38,300 38,300
LIGHTPATH TECHNOLOGI CL A 53225710 971,412 24,400 24,400
LILLY ELI & CO COM 53245710 1,918,882,594 19,212,842 19,093,720 95,001 24,121
LILLY INDS INC CL A 53249110 4,727,099 157,245 148,032 9,213
LIMITED INC COM 53271610 148,658,727 6,874,392 6,861,202 12,890 300
LINCARE HLDGS INC COM 53279110 9,663,416 392,423 391,823 600
LINCOLN ELEC HLDGS I COM 53390010 3,718,879 260,974 260,974
LINCOLN NATL CORP IN COM 53418710 119,246,891 3,300,952 3,282,108 13,644 5,200
LINDSAY MFG CO COM 53555510 1,876,660 95,626 75,626 5,000 15,000
LINEAR TECHNOLOGY CO COM 53567810 427,885,521 6,692,299 5,855,220 671,398 165,681
LINENS N THINGS INC COM 53567910 8,597,540 316,960 272,610 41,350 3,000
LIONBRIDGE TECHNOLOG COM 53625210 1,406,086 144,214 6,418 137,796
LIQUI BOX CORP COM 53631410 1,039,500 21,000 21,000
LITHIA MTRS INC CL A 53679710 609,231 45,550 45,550
LITTELFUSE INC COM 53700810 14,905,800 304,200 294,700 100 9,400
LITTON INDS INC COM 53802110 15,117,522 359,941 359,541 400
LIZ CLAIBORNE INC COM 53932010 35,893,911 1,018,267 1,015,627 1,840 800
LOCAL FINL CORP COM 53955310 633,309 75,900 75,900
LOCKHEED MARTIN CORP COM 53983010 2,002,660,955 80,713,403 80,691,592 20,475 1,336
LODGIAN INC COM 54021P10 234,800 96,348 96,348
LODGENET ENTMT CORP COM 54021110 594,125 24,500 24,500
LOEWS CORP COM 54042410 121,889,580 2,031,493 2,028,268 2,725 500
LONE STAR STEAKHOUSE COM 54230710 3,630,258 358,544 358,544
LONE STAR TECHNOLOGI COM 54231210 7,925,353 171,359 171,259 100
LONGS DRUG STORES CO COM 54316210 13,830,498 635,885 632,585 3,300
LONGVIEW FIBRE CO COM 54321310 5,914,707 534,687 519,687 15,000
LOOKSMART LTD COM 54344210 2,118,527 114,515 114,515
PAGE TOTAL: 5,169,951,950
<CAPTION>
Name of Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
LEVEL 8 SYS INC 14,500
LEVEL 3 COMMUNICATIO 1,307,654 2,600 9,600
LEXICON GENETICS INC 23,600
LEXINGTON CORP PPTYS 95,500
LEXMARK INTL GROUP I 1,836,526 73,900 140,729
LIBBEY INC 175,147
LIBERATE TECHNOLOGIE 82,966
LIBERTY CORP S C 106,042
LIBERTY DIGITAL INC 149,880
LIBERTY FINL COS INC 105,513
LIBERTY PPTY TR 414,390 700
LIFEPOINT HOSPITALS 211,681 10
LIGAND PHARMACEUTICA 335,697 5,700
LIFEMINDERS INC 28,100
LIGHTBRIDGE INC 38,300
LIGHTPATH TECHNOLOGI 24,400
LILLY ELI & CO 16,718,420 691,281 1,803,141
LILLY INDS INC 148,032 9,213
LIMITED INC 6,090,002 55,000 729,390
LINCARE HLDGS INC 388,523 3,900
LINCOLN ELEC HLDGS I 260,974
LINCOLN NATL CORP IN 2,967,826 30,600 302,526
LINDSAY MFG CO 80,626 15,000
LINEAR TECHNOLOGY CO 5,984,893 345,981 361,425
LINENS N THINGS INC 313,960 3,000
LIONBRIDGE TECHNOLOG 144,214
LIQUI BOX CORP 21,000
LITHIA MTRS INC 45,550
LITTELFUSE INC 294,800 9,400
LITTON INDS INC 355,541 4,400
LIZ CLAIBORNE INC 900,992 8,500 108,775
LOCAL FINL CORP 75,900
LOCKHEED MARTIN CORP 5,799,065 201,066 74,713,272
LODGIAN INC 96,348
LODGENET ENTMT CORP 24,500
LOEWS CORP 1,974,410 10,700 46,383
LONE STAR STEAKHOUSE 356,644 1,900
LONE STAR TECHNOLOGI 171,359
LONGS DRUG STORES CO 590,095 5,000 40,790
LONGVIEW FIBRE CO 515,987 15,000 3,700
LOOKSMART LTD 114,515
</TABLE>
44
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------------
Issuer Class Value Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
LOUDEYE TECHNOLOGIES COM 54575410 385,357 22,100 22,100
LOUIS DREYFUS NAT GA COM 54601110 5,971,793 190,719 186,619 4,000 100
LOUISIANA PAC CORP COM 54634710 21,637,150 1,989,623 1,979,446 6,675 3,502
LOWES COS INC COM 54866110 1,535,664,105 37,398,668 6,289,975 31,092,768 15,925
LUBRIZOL CORP COM 54927110 10,058,874 478,994 477,634 160 1,200
LUBYS INC COM 54928210 1,289,728 161,216 161,066 150
LUCENT TECHNOLOGIES COM 54946310 3,500,545,339 59,080,934 56,296,144 1,964,365 820,425
LUMINEX CORP DEL COM 55027E10 607,725 14,600 14,600
LYCOS INC COM 55081810 23,427,792 433,848 429,864 2,184 1,800
LYDALL INC DEL COM 55081910 628,893 59,190 59,190
LYNX THERAPEUTICS IN COM NEW 55181230 1,103,438 23,200 23,200
LYONDELL CHEMICAL CO COM 55207810 16,711,776 997,718 995,098 2,620
M & T BK CORP COM 55261F10 19,620,900 43,602 40,502 100 3,000
MAF BANCORP INC COM 55261R10 2,910,247 160,018 160,018
MBIA INC COM 55262C10 81,131,054 1,683,671 1,670,566 13,105
MBNA CORP COM 55262L10 367,330,547 13,542,140 13,465,629 44,117 32,394
MCN ENERGY GROUP INC COM 55267J10 16,687,248 780,690 776,048 4,642
M D C HLDGS INC COM 55267610 2,654,062 142,500 142,500
MDU RES GROUP INC COM 55269010 8,886,966 410,958 405,298 5,660
MEMC ELECTR MATLS IN COM 55271510 3,930,696 218,372 218,272 100
MGC COMMUNICATIONS I COM 55276330 11,250,774 187,710 187,500 210
MGIC INVT CORP WIS COM 55284810 88,166,760 1,937,731 1,930,270 7,461
MGI PHARMA INC COM 55288010 976,605 33,950 33,850 100
MGI PPTYS INC COM 55288510 216,056 93,450 92,890 560
MGM GRAND INC COM 55295310 10,106,974 314,614 314,414 200
M/I SCHOTTENSTEIN HO COM 55305B10 212,940 13,520 13,520
MKS INSTRUMENT INC COM 55306N10 2,034,304 51,995 51,995
MMC NETWORKS INC COM 55308N10 11,316,513 211,773 211,220 553
MRV COMMUNICATIONS I COM 55347710 23,277,646 346,136 345,916 220
MSC INDL DIRECT INC CL A 55353010 3,979,034 190,048 189,948 100
M S CARRIERS INC COM 55353310 1,413,489 80,198 80,198
MSI HOLDINGS INC COM 55365410 552,782 61,000 61,000
MTS SYS CORP COM 55377710 560,093 89,615 89,615
MTI TECHNOLOGY CORP COM 55390310 1,654,400 206,800 206,800
MACDERMID INC COM 55427310 2,527,965 107,573 107,473 100
MACERICH CO COM 55438210 4,567,804 207,044 207,044
MACK CALI RLTY CORP COM 55448910 8,460,604 329,373 328,673 700
MACROCHEM CORP DEL COM 55590310 372,503 76,900 76,900
MACROVISION CORP COM 55590410 11,909,307 186,310 186,100 210
MACROMEDIA INC COM 55610010 37,768,359 390,625 389,905 520 200
MADISON GAS & ELEC C COM 55749710 2,500,745 126,620 124,417 1,753 450
PAGE TOTAL: 5,845,009,347
<CAPTION>
Name of Voting Authority
--------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
LOUDEYE TECHNOLOGIES 22,100
LOUIS DREYFUS NAT GA 190,619 100
LOUISIANA PAC CORP 1,791,300 16,102 182,221
LOWES COS INC 5,415,814 31,537,808 445,046
LUBRIZOL CORP 473,294 1,200 4,500
LUBYS INC 161,216
LUCENT TECHNOLOGIES 51,201,743 2,702,040 5,177,151
LUMINEX CORP DEL 14,600
LYCOS INC 430,948 1,800 1,100
LYDALL INC DEL 59,190
LYNX THERAPEUTICS IN 23,200
LYONDELL CHEMICAL CO 988,618 9,100
M & T BK CORP 40,502 3,000 100
MAF BANCORP INC 160,018
MBIA INC 1,515,580 12,400 155,691
MBNA CORP 12,144,414 134,494 1,263,232
MCN ENERGY GROUP INC 773,790 6,900
M D C HLDGS INC 142,500
MDU RES GROUP INC 410,958
MEMC ELECTR MATLS IN 218,372
MGC COMMUNICATIONS I 187,710
MGIC INVT CORP WIS 1,787,613 13,100 137,018
MGI PHARMA INC 33,950
MGI PPTYS INC 93,450
MGM GRAND INC 314,014 600
M/I SCHOTTENSTEIN HO 13,520
MKS INSTRUMENT INC 51,995
MMC NETWORKS INC 211,773
MRV COMMUNICATIONS I 346,136
MSC INDL DIRECT INC 190,048
M S CARRIERS INC 80,198
MSI HOLDINGS INC 61,000
MTS SYS CORP 89,615
MTI TECHNOLOGY CORP 206,800
MACDERMID INC 107,573
MACERICH CO 207,044
MACK CALI RLTY CORP 328,773 600
MACROCHEM CORP DEL 76,900
MACROVISION CORP 186,010 300
MACROMEDIA INC 386,425 200 4,000
MADISON GAS & ELEC C 126,170 450
</TABLE>
45
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------------
Issuer Class Value Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
MAGNETEK INC COM 55942410 1,847,696 230,962 230,962
MAIL COM INC CL A 56031110 368,017 64,712 63,712 1,000
MAIL-WELL INC COM 56032120 2,184,169 253,237 253,237
MALLINCKRODT INC NEW COM 56123210 70,705,141 1,627,763 1,625,548 1,990 225
MANAGEMENT NETWORK G COM 56169310 707,525 20,215 20,215
MANDALAY RESORT GROU COM 56256710 20,827,520 1,041,376 1,040,576 800
MANHATTAN ASSOCS INC COM 56275010 3,145,000 125,800 125,800
MANITOWOC INC COM 56357110 11,022,952 412,073 411,773 300
MANOR CARE INC NEW COM 56405510 11,400,641 1,628,663 1,627,113 550 1,000
MANPOWER INC COM 56418H10 25,019,168 781,849 780,899 950
MANUFACTURED HOME CM COM 56468210 3,585,810 149,802 149,702 100
MAPICS INC COM 56491010 537,912 93,550 93,550
MANUGISTICS GROUP IN COM 56501110 6,873,091 147,018 146,685 333
MAPINFO CORP COM 56510510 710,937 17,500 17,500
MARCHFIRST INC COM 56624410 21,009,327 1,151,196 1,085,767 65,429
MARCUS CORP COM 56633010 1,961,364 161,762 161,762
MARIMBA INC COM 56781Q10 1,026,418 73,647 73,547 100
MARINE DRILLING COS COM PAR $0 56824020 17,420,648 622,166 573,026 49,140
MARION CAP HLDGS INC COM 56863510 259,375 12,500 12,500
MARK IV INDS INC COM 57038710 9,753,071 467,213 467,113 100
MARKEL CORP COM 57053510 4,949,368 34,947 34,947
MARKETWATCH COM INC COM 57061910 363,071 19,300 19,300
MARKETING SVCS GROUP COM 57090710 360,284 81,200 78,200 3,000
MARSH & MCLENNAN COS COM 57174810 518,584,325 4,965,523 4,593,445 245,083 126,995
MARSHALL & ILSLEY CO COM 57183410 36,213,024 872,603 871,403 1,200
MARRIOTT INTL INC NE CL A 57190320 138,997,300 3,854,398 3,825,948 28,450
MARTEK BIOSCIENCES C COM 57290110 786,412 41,942 41,942
MARTHA STEWART LIVIN CL A 57308310 439,076 19,958 19,858 100
MARTIN MARIETTA MATL COM 57328410 46,029,073 1,138,291 1,137,791 500
MARVEL ENTERPRISES I COM 57383M10 216,250 34,600 34,600
MASCO CORP COM 57459910 137,307,233 7,601,995 7,559,794 20,711 21,490
MASCOTECH INC COM 57467010 2,727,640 252,279 252,189 90
MASTEC INC COM 57632310 7,062,647 184,949 184,949
MATRIA HEALTHCARE IN COM 57681710 779,601 169,700 169,700
MATRIX PHARMACEUTICA COM 57684410 534,771 40,941 40,341 600
MATRIXONE INC COM 57685P30 11,532,340 283,873 19,200 264,555 118
MATTEL INC COM 57708110 94,270,513 7,148,746 7,105,324 39,820 3,602
MATTHEWS INTL CORP CL A 57712810 2,786,842 96,098 96,098
MATTSON TECHNOLOGY I COM 57722310 1,231,750 37,900 37,900
MAXIM INTEGRATED PRO COM 57772K10 300,532,771 4,423,698 4,392,338 29,560 1,800
MAXIM PHARMACEUTICAL COM 57772M10 2,398,801 46,692 46,692
PAGE TOTAL: 1,518,468,874
<CAPTION>
Name of Voting Authority
--------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
MAGNETEK INC 229,562 1,400
MAIL COM INC 64,712
MAIL-WELL INC 253,237
MALLINCKRODT INC NEW 1,504,810 17,025 105,928
MANAGEMENT NETWORK G 20,215
MANDALAY RESORT GROU 1,031,576 9,800
MANHATTAN ASSOCS INC 125,800
MANITOWOC INC 412,073
MANOR CARE INC NEW 1,499,563 12,600 116,500
MANPOWER INC 740,897 40,952
MANUFACTURED HOME CM 149,802
MAPICS INC 93,550
MANUGISTICS GROUP IN 147,018
MAPINFO CORP 17,500
MARCHFIRST INC 1,138,573 12,623
MARCUS CORP 161,762
MARIMBA INC 73,647
MARINE DRILLING COS 621,566 600
MARION CAP HLDGS INC 12,500
MARK IV INDS INC 463,675 3,538
MARKEL CORP 34,947
MARKETWATCH COM INC 19,300
MARKETING SVCS GROUP 81,200
MARSH & MCLENNAN COS 4,377,538 161,595 426,390
MARSHALL & ILSLEY CO 862,075 10,528
MARRIOTT INTL INC NE 3,450,263 31,700 372,435
MARTEK BIOSCIENCES C 41,942
MARTHA STEWART LIVIN 19,958
MARTIN MARIETTA MATL 434,773 699,318 4,200
MARVEL ENTERPRISES I 34,600
MASCO CORP 6,839,868 78,890 683,237
MASCOTECH INC 252,279
MASTEC INC 184,949
MATRIA HEALTHCARE IN 169,700
MATRIX PHARMACEUTICA 40,941
MATRIXONE INC 283,755 118
MATTEL INC 6,456,679 65,002 627,065
MATTHEWS INTL CORP 96,098
MATTSON TECHNOLOGY I 37,900
MAXIM INTEGRATED PRO 3,958,706 166,300 298,692
MAXIM PHARMACEUTICAL 46,692
</TABLE>
46
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
MAXTOR CORP COM NEW 57772920 11,588,098 1,097,150 1,096,950 200
MAXWELL TECHNOLOGIES COM 57776710 606,150 44,900 44,800 100
MAXYGEN INC COM 57777610 1,422,158 25,053 24,700 322 31
MAY DEPT STORES CO COM 57777810 148,213,632 6,175,568 5,658,511 321,217 195,840
MAXXAM INC COM 57791310 847,154 47,727 47,727
MAVERICK TUBE CORP COM 57791410 3,579,462 122,900 122,800 100
MAXIMUS INC COM 57793310 2,591,280 117,120 117,020 100
MAYTAG CORP COM 57859210 173,759,056 4,712,110 1,825,303 2,881,607 5,200
MCAFEE COM CORP CL A 57906210 329,423 12,640 12,600 40
MCCLATCHY CO CL A 57948910 4,531,831 136,810 136,610 200
MCCORMICK & CO INC COM NON VT 57978020 25,978,517 799,339 792,439 6,900
MCDERMOTT INTL INC COM 58003710 8,884,831 1,008,265 1,008,065 200
MCDONALDS CORP COM 58013510 811,386,789 24,634,508 23,311,229 964,070 359,209
MCGRATH RENTCORP COM 58058910 1,056,142 62,126 62,126
MCGRAW HILL COS INC COM 58064510 210,416,508 3,896,602 3,762,294 41,696 92,612
MCK COMMUNICATIONS I COM 58124310 460,719 19,923 19,923
MCKESSON HBOC INC COM 58155Q10 97,124,063 4,638,872 4,633,557 5,315
MCLEODUSA INC CL A 58226610 37,883,565 1,831,274 1,822,682 6,990 1,602
MCMORAN EXPLORATION COM 58241110 1,618,419 98,086 98,024 62
MCWHORTER TECHNOLOGI COM 58280310 210,891 10,850 10,850
MEAD CORP COM 58283410 46,048,374 1,823,698 1,821,808 1,890
MEADE INSTRUMENTS CO COM 58306210 369,337 14,700 14,700
MECHANICAL TECHNOLOG COM 58353810 2,451,000 163,400 163,400
MEDAREX INC COM 58391610 5,729,100 67,800 67,600 200
MEDALLION FINL CORP COM 58392810 1,163,949 75,400 75,400
MEDFORD BANCORP INC COM 58413110 211,295 14,959 13,559 1,400
MEDIA 100 INC COM 58440W10 1,189,650 46,200 22,200 24,000
MEDIA METRIX INC COM 58440X10 1,248,244 49,072 48,872 200
MEDIA GEN INC CL A 58440410 9,646,112 198,635 198,635
MEDIAPLEX INC COM 58446B10 667,229 34,550 34,550
MEDIACOM COMMUNICATI CL A 58446K10 779,512 50,700 50,700
MEDICAL ASSURN INC COM 58449U10 1,664,167 147,926 147,926
MEDICAL MANAGER CORP COM 58461U10 5,907,440 173,432 173,232 200
MEDICALOGIC/MEDSCAPE COM 58464210 309,394 33,448 33,448
MEDICIS PHARMACEUTIC CL A NEW 58469030 18,840,609 330,537 330,037 500
MEDIMMUNE INC COM 58469910 235,420,418 3,181,357 3,173,842 6,465 1,050
MEDQUIST INC COM 58494910 22,109,860 650,290 650,070 220
MEDITRUST CORP PAIRED CTF 58501T30 2,569,912 685,310 685,290 20
MEDTRONIC INC COM 58505510 1,064,841,285 21,377,204 20,695,482 589,987 91,735
MELLON FINL CORP COM 58551A10 333,599,317 9,155,510 8,835,217 280,538 39,755
MEMBERWORKS INC COM 58600210 2,721,069 80,924 80,924
PAGE TOTAL: 3,299,975,961
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
MAXTOR CORP 1,097,150
MAXWELL TECHNOLOGIES 44,900
MAXYGEN INC 25,022 31
MAY DEPT STORES CO 5,404,094 238,840 532,634
MAXXAM INC 47,227 500
MAVERICK TUBE CORP 122,900
MAXIMUS INC 117,120
MAYTAG CORP 1,697,294 2,893,007 121,809
MCAFEE COM CORP 12,640
MCCLATCHY CO 134,710 2,100
MCCORMICK & CO INC 788,539 10,800
MCDERMOTT INTL INC 940,705 7,000 60,560
MCDONALDS CORP 21,943,480 536,509 2,154,519
MCGRATH RENTCORP 62,126
MCGRAW HILL COS INC 3,434,911 119,012 342,679
MCK COMMUNICATIONS I 19,923
MCKESSON HBOC INC 4,167,011 49,637 422,224
MCLEODUSA INC 1,823,772 1,602 5,900
MCMORAN EXPLORATION 98,086
MCWHORTER TECHNOLOGI 10,850
MEAD CORP 1,643,211 13,600 166,887
MEADE INSTRUMENTS CO 14,700
MECHANICAL TECHNOLOG 163,400
MEDAREX INC 67,400 400
MEDALLION FINL CORP 75,400
MEDFORD BANCORP INC 14,959
MEDIA 100 INC 22,200 24,000
MEDIA METRIX INC 49,072
MEDIA GEN INC 196,835 1,800
MEDIAPLEX INC 34,550
MEDIACOM COMMUNICATI 50,700
MEDICAL ASSURN INC 147,926
MEDICAL MANAGER CORP 173,432
MEDICALOGIC/MEDSCAPE 33,448
MEDICIS PHARMACEUTIC 330,537
MEDIMMUNE INC 2,841,668 124,450 215,239
MEDQUIST INC 650,290
MEDITRUST CORP 683,110 2,200
MEDTRONIC INC 18,684,308 795,835 1,897,061
MELLON FINL CORP 8,485,236 106,565 563,709
MEMBERWORKS INC 80,924
</TABLE>
47
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
MENS WEARHOUSE INC COM 58711810 6,954,315 311,685 311,485 200
MENTOR CORP MINN COM 58718810 3,971,640 146,086 146,086
MENTOR GRAPHICS CORP COM 58720010 23,945,300 1,204,795 1,204,445 350
MERCANTILE BANKSHARE COM 58740510 18,329,788 614,846 604,126 7,120 3,600
MERCATOR SOFTWARE IN COM 58758710 9,268,875 134,820 134,020 800
MERCHANTS N Y BANCOR COM 58916710 2,248,437 130,822 130,822
MERCK & CO INC COM 58933110 3,409,985,442 44,502,257 41,044,708 1,785,166 1,672,383
MERCURY COMPUTER SYS COM 58937810 4,273,262 132,250 131,150 100 1,000
MERCURY GENL CORP NE COM 58940010 3,834,786 162,319 153,119 600 8,600
MERCURY INTERACTIVE COM 58940510 101,778,581 1,051,975 1,025,160 21,215 5,600
MEREDITH CORP COM 58943310 26,976,003 799,289 796,685 400 2,204
MERIDIAN MED TECHNOL COM 58965810 307,147 27,302 9,682 17,620
MERIDIAN RESOURCE CO COM 58977Q10 998,711 175,613 175,613
MERISTAR HOSPITALITY COM 58984Y10 19,640,397 935,257 856,177 79,080
MERISEL INC COM 58984910 215,904 287,873 287,873
MERIDIAN GOLD INC COM 58997510 407,925 66,600 66,600
MERITOR AUTOMOTIVE I COM 59000G10 10,282,360 934,760 933,354 1,140 266
MERRILL LYNCH & CO I COM 59018810 6,128,514,910 53,291,434 6,654,777 46,632,357 4,300
MESA AIR GROUP INC COM 59047910 1,133,578 204,950 204,950
MESABA HLDGS INC COM 59066B10 819,061 85,658 85,658
MESSAGEMEDIA INC COM 59078710 656,600 187,600 187,600
MESTEK INC COM 59082910 460,012 26,100 17,100 9,000
META GROUP INC COM 59100210 550,415 28,593 15,372 13,221
METACREATIONS CORP COM 59101610 584,400 48,700 48,700
METALS USA INC COM 59132410 907,309 193,580 193,580
METASOLV SOFTWARE IN COM 59139310 1,566,576 35,604 35,404 200
METAWAVE COMMUNICATI COM 59140910 507,053 19,000 19,000
METHODE ELECTRS INC CL A 59152020 9,245,048 239,354 239,154 200
METLIFE INC COM 59156R10 18,689,976 887,379 851,883 29,959 5,537
METRICOM INC COM 59159610 2,996,283 107,490 107,390 100
METRIS COS INC COM 59159810 33,388,436 1,328,893 1,327,063 1,830
METRO GOLDWYN MAYER COM 59161010 4,791,743 183,416 183,316 100
METRO INFORMATION SE COM 59162P10 310,370 31,037 31,037
METROCALL INC COM 59164710 1,422,900 158,100 158,100
METROMEDIA FIBER NET CL A 59168910 48,911,211 1,232,424 1,229,904 2,520
METROMEDIA INTL GROU COM 59169510 2,026,179 426,564 426,564
METTLER TOLEDO INTER COM 59268810 9,761,800 244,045 242,945 1,100
MICHAEL FOOD INC NEW COM 59407910 2,720,774 111,052 111,052
MICHAELS STORES INC COM 59408710 14,033,956 306,338 306,118 220
MICREL INC COM 59479310 32,573,145 749,894 719,234 30,660
MICROS SYS INC COM 59490110 2,094,090 112,816 112,816
PAGE TOTAL: 9,962,084,698
<CAPTION>
Name of Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
MENS WEARHOUSE INC 311,685
MENTOR CORP MINN 146,086
MENTOR GRAPHICS CORP 1,200,295 4,500
MERCANTILE BANKSHARE 605,096 3,600 6,150
MERCATOR SOFTWARE IN 134,820
MERCHANTS N Y BANCOR 130,822
MERCK & CO INC 37,763,691 3,026,411 3,712,155
MERCURY COMPUTER SYS 131,250 1,000
MERCURY GENL CORP NE 153,719 8,600
MERCURY INTERACTIVE 947,975 37,300 66,700
MEREDITH CORP 744,696 8,004 46,589
MERIDIAN MED TECHNOL 27,302
MERIDIAN RESOURCE CO 175,613
MERISTAR HOSPITALITY 935,257
MERISEL INC 287,873
MERIDIAN GOLD INC 66,600
MERITOR AUTOMOTIVE I 923,694 266 10,800
MERRILL LYNCH & CO I 6,030,950 46,647,265 613,219
MESA AIR GROUP INC 204,950
MESABA HLDGS INC 85,658
MESSAGEMEDIA INC 187,600
MESTEK INC 17,100 9,000
META GROUP INC 28,593
METACREATIONS CORP 48,700
METALS USA INC 193,580
METASOLV SOFTWARE IN 35,404 200
METAWAVE COMMUNICATI 19,000
METHODE ELECTRS INC 239,354
METLIFE INC 878,742 5,537 3,100
METRICOM INC 107,490
METRIS COS INC 1,325,143 3,750
METRO GOLDWYN MAYER 183,416
METRO INFORMATION SE 31,037
METROCALL INC 158,100
METROMEDIA FIBER NET 1,227,524 4,900
METROMEDIA INTL GROU 426,564
METTLER TOLEDO INTER 244,045
MICHAEL FOOD INC NEW 111,052
MICHAELS STORES INC 306,338
MICREL INC 743,594 6,300
MICROS SYS INC 112,816
</TABLE>
48
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
MICROSOFT CORP COM 59491810 7,387,242,560 92,340,532 90,018,759 1,519,095 802,678
MICROVISION INC WASH COM 59496010 1,090,250 22,250 22,250
MICROSTRATEGY INC CL A 59497210 12,029,400 400,980 399,950 530 500
MICROCHIP TECHNOLOGY COM 59501710 35,465,407 608,681 607,406 1,275
MICROMUSE INC COM 59509410 38,340,987 231,690 210,040 18,240 3,410
MICRON ELECTRONICS I COM 59510010 4,919,350 393,548 393,548
MICRON TECHNOLOGY IN COM 59511210 798,213,870 9,064,226 9,049,256 13,770 1,200
MICROSEMI CORP COM 59513710 407,244 12,000 12,000
MID-AMER APT CMNTYS COM 59522J10 3,046,104 126,921 126,921
MID ATLANTIC MED SVC COM 59523C10 6,426,945 476,070 476,070
MID-STATE BANCSHARES COM 59544010 1,827,112 67,050 66,950 100
MIDAS GROUP INC COM 59562610 2,286,480 114,324 114,224 100
MID AMER BANCORP COM 59591510 1,421,400 56,856 56,856
MIDLAND CO COM 59748610 754,600 30,800 30,800
MIDWEST EXPRESS HLDG COM 59791110 1,891,398 87,972 87,872 100
MIDWAY GAMES INC COM 59814810 1,607,772 199,426 199,426
MIDWEST BANC HOLDING COM 59825110 409,312 29,500 29,500
MIKASA INC COM 59862T10 502,700 45,700 45,700
MILACRON INC COM 59870910 5,889,900 406,200 406,000 200
MILLENNIUM PHARMACEU COM 59990210 100,014,012 893,980 893,260 620 100
MILLENNIUM CHEMICALS COM 59990310 5,651,140 332,420 332,420
MILLER HERMAN INC COM 60054410 16,119,659 622,982 622,342 640
MILLER INDS INC TENN COM 60055110 244,891 135,150 135,150
MILLIPORE CORP COM 60107310 55,642,880 738,214 734,618 2,996 600
MILLS CORP COM 60114810 2,737,729 145,531 145,531
MINE SAFETY APPLIANC COM 60272010 1,705,176 71,049 71,049
MINERALS TECHNOLOGIE COM 60315810 42,675,120 927,720 927,620 100
MINIMED INC COM 60365K10 24,290,890 205,855 205,555 300
MINNESOTA MNG & MFG COM 60405910 2,302,069,192 27,903,869 27,260,857 344,018 298,994
MINNESOTA PWR INC COM 60411010 15,950,809 921,373 919,973 400 1,000
MIPS TECHNOLOGIES IN CL A 60456710 7,616,850 179,220 179,020 200
MIRAVANT MED TECHNOL COM 60469010 723,288 32,417 32,417
MISSISSIPPI CHEM COR COM NEW 60528820 659,874 138,921 138,921
MISSISSIPPI VY BANCS COM 60572010 965,926 39,832 39,832
MITCHELL ENERGY & DE CL A 60659220 5,639,736 175,556 175,306 250
MOBILE MINI INC COM 60740F10 447,858 20,300 20,300
MOCON INC COM 60749410 281,250 50,000 40,000 10,000
MODEM MEDIA INC CL A 60753310 578,320 46,500 46,500
MODINE MFG CO COM 60782810 6,804,324 252,012 251,612 400
MODIS PROFESSIONAL S COM 60783010 6,325,524 829,577 828,977 600
MOHAWK INDS INC COM 60819010 12,159,033 559,036 557,886 1,150
PAGE TOTAL: 10,913,076,272
<CAPTION>
Name of Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
MICROSOFT CORP 80,108,974 3,845,043 8,386,515
MICROVISION INC WASH 22,250
MICROSTRATEGY INC 400,480 500
MICROCHIP TECHNOLOGY 601,731 6,950
MICROMUSE INC 227,880 3,410 400
MICRON ELECTRONICS I 393,548
MICRON TECHNOLOGY IN 7,886,099 321,600 856,527
MICROSEMI CORP 12,000
MID-AMER APT CMNTYS 126,921
MID ATLANTIC MED SVC 476,070
MID-STATE BANCSHARES 67,050
MIDAS GROUP INC 114,324
MID AMER BANCORP 56,856
MIDLAND CO 30,800
MIDWEST EXPRESS HLDG 87,972
MIDWAY GAMES INC 199,426
MIDWEST BANC HOLDING 29,500
MIKASA INC 45,700
MILACRON INC 406,200
MILLENNIUM PHARMACEU 886,380 100 7,500
MILLENNIUM CHEMICALS 332,420
MILLER HERMAN INC 615,982 7,000
MILLER INDS INC TENN 135,150
MILLIPORE CORP 660,290 25,800 52,124
MILLS CORP 145,531
MINE SAFETY APPLIANC 71,049
MINERALS TECHNOLOGIE 347,094 579,126 1,500
MINIMED INC 203,255 2,600
MINNESOTA MNG & MFG 7,496,701 19,773,016 634,152
MINNESOTA PWR INC 915,173 1,000 5,200
MIPS TECHNOLOGIES IN 179,220
MIRAVANT MED TECHNOL 32,417
MISSISSIPPI CHEM COR 138,921
MISSISSIPPI VY BANCS 39,832
MITCHELL ENERGY & DE 175,556
MOBILE MINI INC 20,300
MOCON INC 40,000 10,000
MODEM MEDIA INC 46,500
MODINE MFG CO 249,812 2,200
MODIS PROFESSIONAL S 822,777 6,800
MOHAWK INDS INC 555,236 3,800
</TABLE>
49
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
MOLECULAR DEVICES CO COM 60851C10 4,899,131 70,810 70,810
MOLEX INC COM 60855410 138,197,675 2,871,640 2,865,361 4,678 1,601
MONACO COACH CORP COM 60886R10 1,847,372 135,587 135,587
MONDAVI ROBERT CORP CL A 60920010 1,764,164 57,489 57,289 200
MONTANA POWER CO COM 61208510 33,863,996 958,994 946,270 11,924 800
MONY GROUP INC COM 61533710 11,139,633 329,458 329,145 313
MOOG INC CL A 61539420 695,297 26,362 25,862 500
MORGAN J P & CO INC COM 61688010 478,093,811 4,341,374 4,040,016 173,322 128,036
MORGAN KEEGAN INC COM 61741010 3,464,480 234,880 234,880
MORGAN STANLEY DEAN COM NEW 61744644 1,627,516,021 19,549,742 19,090,969 431,210 27,563
MORRISON KNUDSEN COR COM 61844A10 1,786,298 246,386 246,386
MORRISON MGMT SPECIA COM 61845910 2,604,647 92,406 92,406
MORTONS RESTAURANT G COM 61942910 2,011,325 93,550 51,300 42,250
MOTIENT CORP COM 61990810 2,508,100 159,884 159,884
MOTOROLA INC COM 62007610 1,123,801,500 38,669,104 36,507,080 1,444,473 717,551
MOVADO GROUP INC COM 62458010 654,348 54,529 54,529
MP3 COM INC COM 62473M10 798,991 58,914 58,914
MUELLER INDS INC COM 62475610 10,858,120 387,790 387,490 300
MULTEX COM INC COM 62536710 2,455,354 97,485 97,285 200
MURPHY OIL CORP COM 62671710 23,998,818 403,769 386,789 9,880 7,100
MUSICLAND STORES COR COM 62758B10 4,509,811 606,402 606,402
MYERS INDS INC COM 62846410 1,108,927 103,156 103,156
MYLAN LABS INC COM 62853010 23,112,438 1,266,435 1,262,985 3,000 450
MYRIAD GENETICS INC COM 62855J10 1,981,283 13,380 13,380
MYPOINTS COM INC COM 62855T10 522,591 27,573 27,473 100
NABI INC COM 62871610 408,740 55,900 55,900
NBC INTERNET INC CL A 62873D10 2,169,687 173,575 173,450 125
NBT BANCORP INC COM 62877810 1,429,236 133,736 133,736
NBTY INC COM 62878210 6,479,244 1,016,352 1,016,352
NCH CORP COM 62885010 1,445,344 39,941 39,941
NCI BUILDING SYS INC COM 62885210 2,583,879 127,599 127,199 400
NCO GROUP INC COM 62885810 4,535,506 196,130 196,130
NCR CORP NEW COM 62886E10 77,143,425 1,981,237 1,945,683 35,083 471
NS GROUP INC COM 62891610 754,443 36,034 36,034
NL INDS INC COM NEW 62915640 2,337,215 153,260 153,160 100
NPS PHARMACEUTICALS COM 62936P10 1,136,875 42,500 42,500
NPC INTERNATIONAL IN COM 62936030 704,963 78,600 78,600
NRG ENERGY INC COM 62937710 2,474,043 135,564 105,141 30,423
NTL INC COM 62940710 38,796,964 647,966 627,429 2,098 18,439
NUI CORP COM 62943010 2,460,726 91,138 90,938 200
NVR INC COM 62944T10 9,431,847 165,471 164,471 1,000
PAGE TOTAL: 3,658,486,268
<CAPTION>
Name of Voting Authority
-------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
MOLECULAR DEVICES CO 70,810
MOLEX INC 2,641,251 26,851 203,538
MONACO COACH CORP 135,587
MONDAVI ROBERT CORP 57,489
MONTANA POWER CO 948,794 800 9,400
MONY GROUP INC 328,958 500
MOOG INC 26,362
MORGAN J P & CO INC 3,931,455 133,736 276,183
MORGAN KEEGAN INC 234,880
MORGAN STANLEY DEAN 18,048,076 172,863 1,328,803
MORRISON KNUDSEN COR 246,386
MORRISON MGMT SPECIA 92,406
MORTONS RESTAURANT G 93,550
MOTIENT CORP 159,884
MOTOROLA INC 34,200,477 991,122 3,477,505
MOVADO GROUP INC 54,529
MP3 COM INC 58,914
MUELLER INDS INC 387,790
MULTEX COM INC 97,485
MURPHY OIL CORP 392,669 7,100 4,000
MUSICLAND STORES COR 606,402
MYERS INDS INC 103,156
MYLAN LABS INC 1,249,485 450 16,500
MYRIAD GENETICS INC 13,380
MYPOINTS COM INC 27,573
NABI INC 55,900
NBC INTERNET INC 173,450 125
NBT BANCORP INC 133,736
NBTY INC 1,016,352
NCH CORP 39,541 400
NCI BUILDING SYS INC 127,599
NCO GROUP INC 194,330 1,800
NCR CORP NEW 1,881,483 12,371 87,383
NS GROUP INC 36,034
NL INDS INC 153,260
NPS PHARMACEUTICALS 42,500
NPC INTERNATIONAL IN 78,600
NRG ENERGY INC 135,564
NTL INC 626,698 18,439 2,829
NUI CORP 91,138
NVR INC 165,471
</TABLE>
50
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares
Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
NYMAGIC INC COM 62948410 220,604 15,481 15,481
NABISCO GROUP HLDG C COM 62952P10 135,821,486 5,236,592 5,223,666 12,926
NABISCO HLDGS CORP CL A 62952610 14,765,940 281,256 280,756 500
NABORS INDS INC COM 62956810 49,048,521 1,180,129 1,170,329 8,800 1,000
NACCO INDS INC CL A 62957910 1,500,329 42,714 42,514 200
NANOGEN INC COM 63007510 1,374,958 32,400 32,400
NANOMETRICS INC COM 63007710 2,965,464 72,000 67,300 4,700
NATIONAL BANCORP ALA COM 63258710 4,004,295 111,618 111,618
NATIONAL CITY CORP COM 63540510 183,860,692 10,776,034 10,420,166 40,604 315,264
NATIONAL COMM BANCOR COM 63544910 14,827,330 923,131 922,631 500
NATIONAL COMPUTER SY COM 63551910 12,923,495 262,406 262,286 120
NATIONAL DATA CORP COM 63562110 3,730,347 162,189 161,989 200
NATIONAL DISC BROKER COM 63564610 2,534,986 79,529 79,329 200
NATIONAL EQUIP SVCS COM 63584710 416,400 69,400 69,400
NATIONAL FUEL GAS CO COM 63618010 18,165,030 372,616 371,156 1,160 300
NATIONAL GOLF PPTYS COM 63623G10 1,921,255 90,947 90,947
NATIONAL HEALTH INVS COM 63633D10 1,851,938 168,358 168,358
NATIONAL INFO CONSOR COM 63649110 453,293 39,850 39,850
NATIONAL INSTRS CORP COM 63651810 6,846,943 156,950 156,850 100
NATIONAL-OILWELL INC COM 63707110 13,635,793 414,777 414,477 300
NATIONAL PENN BANCSH COM 63713810 2,592,067 125,676 125,676
NATIONAL PRESTO INDS COM 63721510 1,591,189 51,746 51,646 100
NATIONAL PROCESSING COM 63722910 772,650 61,812 61,812
NATIONAL R V HLDGS I COM 63727710 347,067 33,054 33,054
NATIONAL SEMICONDUCT COM 63764010 153,823,542 2,710,547 2,704,782 5,765
NATIONAL SVC INDS IN COM 63765710 14,575,800 728,790 727,940 550 300
NATIONAL STL CORP CL B 63784430 520,125 124,224 124,224
NATIONAL WESTN LIFE CL A 63852210 1,468,080 20,390 20,390
NATIONSRENT INC COM 63858810 2,091,263 548,600 259,800 288,800
NATIONWIDE FINL SVCS CL A 63861210 5,968,094 181,539 181,439 100
NATIONWIDE HEALTH PP COM 63862010 4,635,014 332,569 332,569
NATURAL MICROSYSTEMS COM 63888210 5,122,067 45,555 41,035 4,520
NATURES SUNSHINE PRO COM 63902710 369,600 52,800 52,800
NAUTICA ENTERPRISES COM 63908910 2,053,197 192,121 192,121
NAVISTAR INTL CORP N COM 63934E10 35,243,255 1,134,610 1,133,655 955
NAVISITE INC COM 63935M10 1,466,095 35,064 35,064
NAVIGANT CONSULTING COM 63935N10 1,698,278 399,595 399,595
NEIMAN MARCUS GROUP CL A 64020420 13,215,958 447,059 446,759 300
NEOFORMA COM INC COM 64047510 314,988 44,800 44,800
NEOMAGIC CORP COM 64049710 305,827 100,900 100,900
NEON SYS INC COM 64050910 742,875 39,620 39,420 200
PAGE TOTAL: 719,786,130
<CAPTION>
Voting Authority
---------------------------------
Sole Shared None
<S> <C> <C> <C>
NYMAGIC INC 15,481
NABISCO GROUP HLDG C 4,831,279 41,700 363,613
NABISCO HLDGS CORP 279,456 1,800
NABORS INDS INC 1,166,929 1,000 12,200
NACCO INDS INC 42,714
NANOGEN INC 32,400
NANOMETRICS INC 72,000
NATIONAL BANCORP ALA 111,618
NATIONAL CITY CORP 9,433,556 393,764 948,714
NATIONAL COMM BANCOR 910,231 12,900
NATIONAL COMPUTER SY 262,406
NATIONAL DATA CORP 162,189
NATIONAL DISC BROKER 79,529
NATIONAL EQUIP SVCS 69,400
NATIONAL FUEL GAS CO 369,016 300 3,300
NATIONAL GOLF PPTYS 90,947
NATIONAL HEALTH INVS 168,358
NATIONAL INFO CONSOR 39,850
NATIONAL INSTRS CORP 156,950
NATIONAL-OILWELL INC 414,277 500
NATIONAL PENN BANCSH 125,676
NATIONAL PRESTO INDS 51,746
NATIONAL PROCESSING 61,812
NATIONAL R V HLDGS I 33,054
NATIONAL SEMICONDUCT 2,484,381 22,000 204,166
NATIONAL SVC INDS IN 680,410 8,500 39,880
NATIONAL STL CORP 124,224
NATIONAL WESTN LIFE 20,390
NATIONSRENT INC 548,600
NATIONWIDE FINL SVCS 181,539
NATIONWIDE HEALTH PP 332,569
NATURAL MICROSYSTEMS 45,555
NATURES SUNSHINE PRO 52,800
NAUTICA ENTERPRISES 192,121
NAVISTAR INTL CORP N 1,036,703 7,200 90,707
NAVISITE INC 35,064
NAVIGANT CONSULTING 396,695 2,900
NEIMAN MARCUS GROUP 443,559 3,500
NEOFORMA COM INC 44,800
NEOMAGIC CORP 100,900
NEON SYS INC 39,620
</TABLE>
51
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
NEORX CORP COM PAR $0 64052030 839,937 44,500 44,500
NEOSE TECHNOLOGIES I COM 64052210 1,036,617 24,645 24,645
NETBANK INC COM 64093310 1,932,709 155,400 155,400
NETWORKS ASSOCS INC COM 64093810 23,565,969 1,156,612 1,154,118 2,494
NET GENESIS CORP COM 64107E10 227,581 12,600 12,600
NET PERCEPTIONS INC COM 64107U10 1,323,213 83,352 82,952 400
NET2PHONE COM 64108N10 584,909 16,390 16,390
NETCENTIVES INC COM 64108P10 433,906 23,297 23,297
NETEGRITY INC COM 64110P10 3,174,400 42,150 42,150
NETOPIA INC COM 64114K10 2,398,900 59,600 59,400 200
NETOBJECTS INC COM 64114L10 431,922 47,334 47,334
NETRO CORP COM 64114R10 5,547,359 96,686 96,486 200
NETRIX CORP COM 64114810 1,183,798 96,150 96,150
NETSOLVE INC COM 64115J10 302,900 11,650 11,650
NETPLIANCE INC COM 64115K10 289,262 31,700 31,700
NETIQ CORP COM 64115P10 2,463,943 41,324 41,124 200
NETSCOUT SYS INC COM 64115T10 349,620 27,155 27,155
NETRATINGS INC COM 64116M10 425,375 16,600 16,600
NETWORK APPLIANCE IN COM 64120L10 395,200,421 4,909,322 4,902,552 6,645 125
NETWORK ACCESS SOLUT COM 64120S10 433,416 45,327 45,127 200
NETWORK EQUIP TECHNO COM 64120810 1,233,017 122,542 122,542
NETWORK PERIPHERALS COM 64121R10 1,821,562 108,750 108,750
NETWORK PLUS CORP COM 64122D50 434,959 30,659 30,659
NET2000 COMMUNICATIO COM 64122G10 424,702 25,936 25,200 736
NETZERO INC COM 64122R10 403,418 77,298 77,298
NETWORK COMM INC COM 64122T10 327,591 59,562 59,562
NEUBERGER BERMAN INC COM 64123410 4,302,319 92,523 92,523
NEUROGEN CORP COM 64124E10 2,307,487 79,913 79,913
NEUROCRINE BIOSCIENC COM 64125C10 1,680,304 47,250 47,250
NEW CENTURY FINANCIA COM 64352D10 282,207 32,367 32,367
NEW CENTURY ENERGIES COM 64352U10 58,029,120 1,934,304 1,920,393 7,990 5,921
NEW ENGLAND BUSINESS COM 64387210 1,322,847 81,406 81,406
NEW ERA OF NETWORKS COM 64431210 11,980,877 281,903 208,828 72,600 475
NEW JERSEY RES COM 64602510 4,489,412 117,950 116,650 300 1,000
NEW PLAN EXCEL RLTY COM 64805310 6,149,533 473,041 473,041
NEW YORK TIMES CO CL A 65011110 150,982,509 3,822,342 3,585,073 237,269
NEWELL RUBBERMAID IN COM 65122910 117,549,368 4,565,024 4,548,519 15,027 1,478
NEWFIELD EXPL CO COM 65129010 10,336,081 264,181 263,921 260
NEWHALL LAND & FARMI DEPOSITARY 65142610 410,750 15,500 15,500
NEWMONT MINING CORP COM 65163910 64,735,648 2,993,556 2,973,002 20,554
NEWPARK RES INC COM PAR $. 65171850 4,644,863 492,197 492,197
PAGE TOTAL: 885,994,731
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
NEORX CORP 44,500
NEOSE TECHNOLOGIES I 24,645
NETBANK INC 155,400
NETWORKS ASSOCS INC 1,144,964 11,648
NET GENESIS CORP 12,600
NET PERCEPTIONS INC 83,352
NET2PHONE 16,390
NETCENTIVES INC 23,297
NETEGRITY INC 42,150
NETOPIA INC 59,600
NETOBJECTS INC 47,334
NETRO CORP 96,686
NETRIX CORP 96,150
NETSOLVE INC 11,650
NETPLIANCE INC 31,700
NETIQ CORP 41,324
NETSCOUT SYS INC 27,155
NETRATINGS INC 16,600
NETWORK APPLIANCE IN 4,391,570 173,625 344,127
NETWORK ACCESS SOLUT 45,327
NETWORK EQUIP TECHNO 122,542
NETWORK PERIPHERALS 108,750
NETWORK PLUS CORP 30,659
NET2000 COMMUNICATIO 25,936
NETZERO INC 77,298
NETWORK COMM INC 59,562
NEUBERGER BERMAN INC 92,123 400
NEUROGEN CORP 79,913
NEUROCRINE BIOSCIENC 47,250
NEW CENTURY FINANCIA 32,367
NEW CENTURY ENERGIES 1,780,972 22,021 131,311
NEW ENGLAND BUSINESS 81,406
NEW ERA OF NETWORKS 281,428 475
NEW JERSEY RES 116,950 1,000
NEW PLAN EXCEL RLTY 473,041
NEW YORK TIMES CO 3,514,955 21,800 285,587
NEWELL RUBBERMAID IN 4,111,715 40,578 412,731
NEWFIELD EXPL CO 263,781 400
NEWHALL LAND & FARMI 15,500
NEWMONT MINING CORP 2,697,526 22,000 274,030
NEWPARK RES INC 492,197
</TABLE>
52
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
NEWPORT CORP COM 65182410 5,250,637 48,900 48,900
NEWPORT NEWS SHIPBUI COM 65222810 20,747,763 564,565 543,090 21,475
NEWS CORP LTD ADR NEW 65248770 1,237,150 22,700 22,700
NEWS CORP LTD SP ADR PFD 65248780 960,782 20,227 20,227
NEXELL THERAPEUTICS COM NEW 65332H20 202,671 13,625 13,625
NEXTCARD INC COM 65332K10 679,243 79,911 79,911
NEXTEL COMMUNICATION CL A 65332V10 712,059,062 11,637,424 11,482,083 112,141 43,200
NEXTEL PARTNERS INC CL A 65333F10 1,895,108 58,200 57,600 600
NEXTLINK COMMUNICATI CL A 65333H70 57,860,412 1,525,171 1,474,650 46,561 3,960
NEXT LEVEL COMM INC COM 65333U10 7,340,200 85,600 84,900 700
NHANCEMENT TECHNOLOG COM 65334P10 228,966 17,200 17,200
NIAGARA MOHAWK HLDGS COM 65352010 40,570,927 2,911,023 2,902,703 8,320
NICOR INC COM 65408610 27,476,220 842,183 841,713 470
NIKE INC CL B 65410610 159,855,332 4,015,255 4,004,800 4,055 6,400
NIKU CORP COM 65411310 480,600 14,240 14,200 40
99 CENTS ONLY STORES COM 65440K10 3,932,911 98,631 98,431 200
NIPPON TELEG & TEL C SPONSORED 65462410 12,936,891 189,205 175,870 13,335
NISOURCE INC COM 65473P10 21,479,504 1,153,262 1,150,492 2,770
NISSAN MOTORS SPONSORED 65474440 542,800 47,200 47,200
NOBLE AFFILIATES INC COM 65489410 20,685,111 555,305 535,499 1,725 18,081
NOKIA CORP SPONSORED 65490220 20,918,609 418,900 400,920 17,980
NOBLE DRILLING CORP COM 65504210 49,548,867 1,203,022 1,187,537 7,285 8,200
NORDSON CORP COM 65566310 7,903,271 156,114 156,014 100
NORDSTROM INC COM 65566410 50,657,433 2,099,790 2,093,585 6,205
NORFOLK SOUTHERN COR COM 65584410 99,317,013 6,676,774 6,538,225 73,518 65,031
NORTEK INC COM 65655910 2,519,784 127,584 127,084 500
NORTEL NETWORKS CORP COM 65656810 2,824,116,408 41,378,995 41,365,725 13,270
NORTH FORK BANCORPOR COM 65942410 24,644,402 1,629,382 1,611,717 6,265 11,400
NORTH PITTSBURGH SYS COM 66156210 1,413,050 95,800 95,800
NORTHEAST OPTIC NETW COM 66433410 2,403,375 39,000 39,000
NORTHEAST UTILS COM 66439710 28,701,387 1,319,604 1,310,825 8,531 248
NORTHN STS PWR CO MI COM 66577210 53,320,124 2,641,310 2,610,862 11,576 18,872
NORTHERN TR CORP COM 66585910 308,346,254 4,739,268 3,513,423 953,822 272,023
NORTHPOINT COMMUNICA COM 66661010 3,113,163 278,284 226,429 50,830 1,025
NORTHROP GRUMMAN COR COM 66680710 421,664,753 6,364,751 6,362,197 2,554
NORTHWEST AIRLS CORP CL A 66728010 51,721,868 1,699,309 175,968 1,523,341
NORTHWEST BANCORP IN COM 66732810 782,588 113,831 113,831
NORTHWEST NAT GAS CO COM 66765510 4,311,908 192,711 192,711
NORTHWESTERN CORP COM 66807410 3,638,718 157,350 157,350
NOVA CORP GA COM 66978410 15,956,021 571,143 509,798 58,945 2,400
NOVARTIS A G SPONSORED 66987V10 1,096,000 27,400 27,400
PAGE TOTAL: 5,072,517,286
<CAPTION>
Name of Voting Authority
----------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
NEWPORT CORP 48,600 300
NEWPORT NEWS SHIPBUI 562,365 2,200
NEWS CORP LTD 22,700
NEWS CORP LTD 20,227
NEXELL THERAPEUTICS 13,625
NEXTCARD INC 79,911
NEXTEL COMMUNICATION 10,275,814 480,670 880,940
NEXTEL PARTNERS INC 58,200
NEXTLINK COMMUNICATI 1,516,811 3,960 4,400
NEXT LEVEL COMM INC 84,800 800
NHANCEMENT TECHNOLOG 17,200
NIAGARA MOHAWK HLDGS 2,677,228 24,200 209,595
NICOR INC 796,923 6,000 39,260
NIKE INC 3,540,869 42,400 431,986
NIKU CORP 14,240
99 CENTS ONLY STORES 98,631
NIPPON TELEG & TEL C 189,205
NISOURCE INC 1,142,762 10,500
NISSAN MOTORS 47,200
NOBLE AFFILIATES INC 532,624 18,081 4,600
NOKIA CORP 418,900
NOBLE DRILLING CORP 1,183,422 8,200 11,400
NORDSON CORP 154,914 1,200
NORDSTROM INC 1,929,846 15,900 154,044
NORFOLK SOUTHERN COR 5,965,296 114,031 597,447
NORTEK INC 127,584
NORTEL NETWORKS CORP 36,328,259 1,712,204 3,338,532
NORTH FORK BANCORPOR 1,603,982 11,400 14,000
NORTH PITTSBURGH SYS 95,800
NORTHEAST OPTIC NETW 39,000
NORTHEAST UTILS 1,304,556 248 14,800
NORTHN STS PWR CO MI 2,418,823 40,772 181,715
NORTHERN TR CORP 4,183,593 300,723 254,952
NORTHPOINT COMMUNICA 277,259 1,025
NORTHROP GRUMMAN COR 1,737,585 4,538,767 88,399
NORTHWEST AIRLS CORP 197,196 1,500,313 1,800
NORTHWEST BANCORP IN 113,831
NORTHWEST NAT GAS CO 192,711
NORTHWESTERN CORP 157,350
NOVA CORP GA 563,043 2,400 5,700
NOVARTIS A G 27,400
</TABLE>
53
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
NOVADIGM INC COM 66993710 480,241 24,316 24,316
NUANCE COMMUNICATION COM 66996710 1,816,201 21,800 21,800
NOVELL INC COM 67000610 51,826,732 5,602,890 5,594,390 8,500
NOVELLUS SYS INC COM 67000810 117,506,593 2,077,483 2,075,853 1,630
NOVEN PHARMACEUTICAL COM 67000910 1,569,176 52,198 52,198
NOVOSTE CORP COM 67010C10 6,795,400 111,400 111,200 200
NU SKIN ENTERPRISES CL A 67018T10 1,377,004 239,479 239,479
NSTAR COM 67019E10 21,538,924 529,381 516,591 6,140 6,650
NUCENTRIX BROADBAND COM 67019810 406,725 15,950 15,950
NUCOR CORP COM 67034610 49,889,585 1,503,287 1,443,939 22,898 36,450
NUEVO ENERGY CO COM 67050910 2,322,115 123,026 122,926 100
NUMEREX CORP PA CL A 67053A10 254,925 20,600 20,600
NUMERICAL TECHNOLOGI COM 67053T10 865,525 17,800 17,800
NVEST L P UNIT LTD P 67065F10 647,662 17,100 17,100
NVIDIA CORP COM 67066G10 29,784,009 468,582 463,362 5,220
NYFIX INC COM 67071210 2,127,212 50,724 50,724
O CHARLEYS INC COM 67082310 1,376,806 101,050 101,050
OGE ENERGY CORP COM 67083710 13,036,543 704,678 695,732 7,746 1,200
OM GROUP INC COM 67087210 7,055,048 160,342 159,906 436
OSI PHARMACEUTICALS COM 67104010 1,523,002 52,860 52,760 100
OTG SOFTWARE INC COM 67105910 715,163 25,039 25,000 39
OAK TECHNOLOGY INC COM 67180210 2,312,524 107,250 107,250
OAKLEY INC COM 67366210 3,197,655 278,057 278,057
OAKWOOD HOMES CORP COM 67409810 339,967 187,620 187,620
OBJECTIVE SYS INTEGR COM 67442410 409,846 38,350 38,350
OCCIDENTAL PETE CORP COM 67459910 162,898,457 7,734,235 7,721,370 12,865
OCEAN ENERGY INC TEX COM 67481E10 23,196,057 1,635,022 1,625,222 9,700 100
OCEANEERING INTL INC COM 67523210 2,808,257 147,803 135,203 2,600 10,000
OCEANFIRST FINL CORP COM 67523410 1,696,978 92,042 92,042
OCTEL CORP COM 67572710 400,560 51,275 51,275
OCULAR SCIENCES INC COM 67574410 1,208,558 102,856 102,756 100
OCWEN FINL CORP COM 67574610 1,661,397 298,705 256,105 42,600
OFFICEMAX INC COM 67622M10 5,603,020 1,120,604 1,120,604
OFFICE DEPOT INC COM 67622010 38,036,350 6,085,816 6,073,044 12,772
OFFSHORE LOGISTICS I COM 67625510 1,921,650 133,680 132,580 1,100
OGDEN CORP COM 67634610 4,563,117 507,013 506,813 200
OHIO CAS CORP COM 67724010 6,514,601 613,139 610,209 2,930
OLD KENT FINL CORP COM 67983310 57,257,331 2,140,461 2,132,555 7,906
OLD NATL BANCORP IND COM 68003310 8,481,280 289,345 289,045 300
OLD REP INTL CORP COM 68022310 19,852,140 1,203,160 1,194,209 8,951
OLD SECOND BANCORP I COM 68027710 214,242 10,112 10,112
PAGE TOTAL: 655,488,578
<CAPTION>
Name of Voting Authority
----------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
NOVADIGM INC 24,316
NUANCE COMMUNICATION 21,800
NOVELL INC 5,026,265 41,400 535,225
NOVELLUS SYS INC 1,927,521 15,500 134,462
NOVEN PHARMACEUTICAL 52,198
NOVOSTE CORP 111,400
NU SKIN ENTERPRISES 239,479
NSTAR 517,731 6,650 5,000
NUCENTRIX BROADBAND 15,950
NUCOR CORP 1,324,127 47,450 131,710
NUEVO ENERGY CO 123,026
NUMEREX CORP PA 20,600
NUMERICAL TECHNOLOGI 17,800
NVEST L P 17,100
NVIDIA CORP 463,782 4,800
NYFIX INC 50,724
O CHARLEYS INC 101,050
OGE ENERGY CORP 697,578 1,200 5,900
OM GROUP INC 160,342
OSI PHARMACEUTICALS 52,860
OTG SOFTWARE INC 25,039
OAK TECHNOLOGY INC 107,250
OAKLEY INC 278,057
OAKWOOD HOMES CORP 187,620
OBJECTIVE SYS INTEGR 38,350
OCCIDENTAL PETE CORP 7,004,557 129,306 600,372
OCEAN ENERGY INC TEX 1,620,812 100 14,110
OCEANEERING INTL INC 137,803 10,000
OCEANFIRST FINL CORP 92,042
OCTEL CORP 51,275
OCULAR SCIENCES INC 102,856
OCWEN FINL CORP 256,105 42,600
OFFICEMAX INC 1,112,104 8,500
OFFICE DEPOT INC 4,428,861 1,306,721 350,234
OFFSHORE LOGISTICS I 133,680
OGDEN CORP 503,213 3,800
OHIO CAS CORP 608,839 4,300
OLD KENT FINL CORP 1,980,369 16,905 143,187
OLD NATL BANCORP IND 288,820 525
OLD REP INTL CORP 1,190,610 12,550
OLD SECOND BANCORP I 10,112
</TABLE>
54
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
OLIN CORP COM PAR $1 68066520 152,478,991 9,241,151 9,241,051 100
OMNICARE INC COM 68190410 7,097,349 783,199 781,349 1,850
OMNICOM GROUP INC COM 68191910 274,730,620 3,084,712 3,067,217 14,895 2,600
OMEGA HEALTHCARE INV COM 68193610 391,810 87,069 87,069
OMEGA FINL CORP COM 68209210 1,568,530 62,120 62,120
OMNOVA SOLUTIONS INC COM 68212910 1,382,781 221,245 221,245
ON ASSIGNMENT INC COM 68215910 5,878,570 192,740 192,740
ON COMMAND CORP COM 68216010 914,850 64,200 64,200
ONDISPLAY INC COM 68232L10 987,830 12,130 12,100 30
ONE VALLEY BANCORP I COM 68241910 6,954,656 222,549 222,349 200
ONEIDA LTD COM 68250510 1,633,195 92,011 92,011
ONEMAIN COM INC COM 68267P10 1,387,462 123,330 123,330
ONEOK INC NEW COM 68268010 19,745,915 761,303 759,905 250 1,148
ONYX SOFTWARE CORP COM 68340210 3,228,461 108,750 108,750
OPEN MKT INC COM 68370M10 3,331,758 241,222 241,222
OPTICAL CABLE CORP COM 68382710 934,089 30,879 30,879
ORACLE CORP COM 68389X10 4,139,044,840 49,238,001 48,915,381 263,717 58,903
ORATEC INTERVENTIONS COM 68554M10 377,137 11,300 11,300
ORBITAL SCIENCES COR COM 68556410 2,894,851 237,536 235,836 100 1,600
ORCHID BIOSCIENCES I COM 68571P10 622,691 16,400 16,400
ORGANOGENESIS INC COM 68590610 2,739,847 239,560 236,717 2,843
O REILLY AUTOMOTIVE COM 68609110 3,436,532 247,678 247,678
ORGANIC INC COM 68617E10 436,800 44,800 44,800
ORIENTAL FINL GROUP COM 68618W10 1,018,256 70,531 70,531
ORTHODONTIC CTRS AME COM 68750P10 6,390,250 282,442 282,442
OSHKOSH B GOSH INC CL A 68822220 1,297,162 79,216 79,216
OSHKOSH TRUCK CORP COM 68823920 6,199,550 173,414 142,095 31,319
OSICOM TECHNOLOGIES COM PAR $0 68827150 1,210,137 14,300 14,200 100
OSTEOTECH INC COM 68858210 671,034 63,908 63,908
OTTER TAIL PWR CO COM 68964810 3,405,192 162,152 158,152 4,000
OUTBACK STEAKHOUSE I COM 68989910 19,328,195 660,793 656,508 3,860 425
OVERSEAS SHIPHOLDING COM 69036810 7,135,192 289,754 289,754
OWENS CORNING COM 69073F10 9,233,544 998,221 997,281 940
OWENS & MINOR INC NE COM 69073210 6,310,000 367,138 367,138
OWENS ILL INC COM NEW 69076840 197,626,363 16,909,931 9,178,669 7,731,262
OXFORD HEALTH PLANS COM 69147110 24,566,006 1,031,665 1,030,865 800
OXFORD INDS INC COM 69149730 491,130 27,285 27,125 160
P C CONNECTION COM 69318J10 2,111,223 37,039 37,039
PC-TEL INC COM 69325Q10 1,034,854 27,233 27,233
P-COM INC COM 69326210 3,091,788 543,659 543,459 200
PECO ENERGY CO COM 69330410 122,709,284 3,043,989 3,033,436 10,053 500
PAGE TOTAL: 5,046,028,725
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
OLIN CORP 431,865 8,806,086 3,200
OMNICARE INC 776,299 6,900
OMNICOM GROUP INC 2,700,791 105,100 278,821
OMEGA HEALTHCARE INV 87,069
OMEGA FINL CORP 62,120
OMNOVA SOLUTIONS INC 221,245
ON ASSIGNMENT INC 192,740
ON COMMAND CORP 64,200
ONDISPLAY INC 12,130
ONE VALLEY BANCORP I 222,549
ONEIDA LTD 92,011
ONEMAIN COM INC 123,330
ONEOK INC NEW 723,875 4,148 33,280
ONYX SOFTWARE CORP 108,750
OPEN MKT INC 241,222
OPTICAL CABLE CORP 30,879
ORACLE CORP 42,965,676 1,699,127 4,573,198
ORATEC INTERVENTIONS 11,300
ORBITAL SCIENCES COR 235,936 1,600
ORCHID BIOSCIENCES I 16,400
ORGANOGENESIS INC 236,717 2,843
O REILLY AUTOMOTIVE 247,678
ORGANIC INC 44,800
ORIENTAL FINL GROUP 70,531
ORTHODONTIC CTRS AME 282,442
OSHKOSH B GOSH INC 79,216
OSHKOSH TRUCK CORP 173,414
OSICOM TECHNOLOGIES 14,300
OSTEOTECH INC 63,908
OTTER TAIL PWR CO 158,152 4,000
OUTBACK STEAKHOUSE I 653,468 425 6,900
OVERSEAS SHIPHOLDING 287,254 2,500
OWENS CORNING 886,198 30,200 81,823
OWENS & MINOR INC NE 367,138
OWENS ILL INC 2,377,120 14,328,605 204,206
OXFORD HEALTH PLANS 1,024,765 6,900
OXFORD INDS INC 27,125 160
P C CONNECTION 37,039
PC-TEL INC 27,233
P-COM INC 543,659
PECO ENERGY CO 2,737,578 24,000 282,411
</TABLE>
55
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
PG&E CORP COM 69331C10 659,775,704 26,792,922 26,778,469 10,040 4,413
PFF BANCORP INC COM 69331W10 2,824,005 154,740 154,740
PE CORP COM PE BIO 69332S10 230,343,860 3,496,681 3,485,896 10,785
PE CORP CELERA GEN 69332S20 36,108,620 392,485 387,306 5,079 100
P F CHANGS CHINA BIS COM 69333Y10 1,441,955 45,150 45,050 100
PICO HLDGS INC COM NEW 69336620 1,065,618 75,780 75,780
PLX TECHNOLOGY INC COM 69341710 3,714,250 89,500 89,500
PMA CAP CORP CL A 69341920 1,916,150 100,850 100,850
PMC-SIERRA INC COM 69344F10 107,792,397 606,642 605,422 1,220
PMI GROUP INC COM 69344M10 46,631,652 981,719 976,519 5,200
PNC FINL SVCS GROUP COM 69347510 248,745,562 5,306,572 5,197,346 70,266 38,960
PPG INDS INC COM 69350610 132,964,226 3,000,637 2,983,764 6,965 9,908
PPL CORP COM 69351T10 78,929,962 3,598,029 3,590,514 5,115 2,400
PRI AUTOMATION INC COM 69357H10 8,811,960 134,758 134,358 400
PS BUSINESS PKS INC COM 69360J10 3,572,400 148,850 148,850
PSS WORLD MED INC COM 69366A10 4,609,146 685,987 685,987
PTEK HLDGS INC COM 69366M10 814,937 250,750 205,750 45,000
PAC-WEST TELECOM INC COM 69371Y10 903,240 45,162 45,022 140
PACCAR INC COM 69371810 52,797,997 1,330,360 1,328,920 1,440
PACIFIC CAP BANCORP COM 69404P10 4,039,994 161,200 161,200
PACIFIC CENTY FINL C COM 69405810 11,555,505 790,120 787,620 2,500
PACIFIC GATEWAY EXCH COM 69432710 200,756 58,942 58,942
PACIFIC GULF PPTYS I COM 69439610 3,374,873 134,661 134,661
PACIFIC SUNWEAR CALI COM 69487310 3,671,981 195,839 195,839
PACIFICARE HEALTH SY COM 69511210 76,087,923 1,264,192 1,263,422 770
PACKAGING CORP AMER COM 69515610 1,248,584 123,317 123,317
PACKARD BIOSCIENCE I COM 69517220 248,200 14,600 14,600
PACKETEER INC COM 69521010 4,046,423 138,933 85,573 53,360
PACTIV CORP COM 69525710 21,976,573 2,790,676 2,786,806 3,870
PAGING NETWORK INC COM 69554210 275,592 383,300 383,300
PAINE WEBBER GROUP I COM 69562910 128,092,373 2,815,217 2,811,787 3,430
PALL CORP COM 69642930 37,865,800 2,046,800 2,038,511 3,200 5,089
PALM HARBOR HOMES COM 69663910 1,652,507 113,966 113,966
PALM INC COM 69664210 4,956,788 148,518 134,353 12,664 1,501
PANAMSAT CORP NEW COM 69793310 7,992,973 182,960 182,810 150
PAN PACIFIC RETAIL P COM 69806L10 1,423,079 70,712 70,712
PAPA JOHNS INTL INC COM 69881310 5,587,004 228,041 227,741 300
PARADYNE NETWORKS IN COM 69911G10 1,410,650 43,322 43,322
PARAMETRIC TECHNOLOG COM 69917310 49,881,293 4,534,663 4,527,923 6,740
PAREXEL INTL CORP COM 69946210 1,606,349 167,993 167,993
PARK ELECTROCHEMICAL COM 70041620 2,057,156 57,045 56,945 100
PAGE TOTAL: 1,993,016,017
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
PG&E CORP 6,987,371 19,180,023 625,528
PFF BANCORP INC 154,740
PE CORP 3,050,645 117,600 328,436
PE CORP 366,876 100 25,509
P F CHANGS CHINA BIS 45,150
PICO HLDGS INC 75,780
PLX TECHNOLOGY INC 89,500
PMA CAP CORP 100,850
PMC-SIERRA INC 603,842 2,800
PMI GROUP INC 961,869 19,850
PNC FINL SVCS GROUP 4,753,200 76,760 476,612
PPG INDS INC 2,696,742 33,108 270,787
PPL CORP 3,281,003 21,500 295,526
PRI AUTOMATION INC 134,758
PS BUSINESS PKS INC 148,850
PSS WORLD MED INC 680,987 5,000
PTEK HLDGS INC 250,750
PAC-WEST TELECOM INC 45,122 40
PACCAR INC 1,239,842 9,300 81,218
PACIFIC CAP BANCORP 161,200
PACIFIC CENTY FINL C 782,816 7,304
PACIFIC GATEWAY EXCH 58,942
PACIFIC GULF PPTYS I 134,661
PACIFIC SUNWEAR CALI 195,839
PACIFICARE HEALTH SY 1,224,877 39,315
PACKAGING CORP AMER 123,317
PACKARD BIOSCIENCE I 14,600
PACKETEER INC 138,933
PACTIV CORP 2,588,424 18,600 183,652
PAGING NETWORK INC 383,300
PAINE WEBBER GROUP I 2,572,591 17,900 224,726
PALL CORP 1,890,301 19,889 136,610
PALM HARBOR HOMES 113,966
PALM INC 147,017 1,501
PANAMSAT CORP NEW 182,560 400
PAN PACIFIC RETAIL P 70,712
PAPA JOHNS INTL INC 226,241 1,800
PARADYNE NETWORKS IN 43,322
PARAMETRIC TECHNOLOG 4,072,418 33,200 429,045
PAREXEL INTL CORP 167,993
PARK ELECTROCHEMICAL 57,045
</TABLE>
56
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
PARK NATL CORP COM 70065810 5,375,939 59,239 59,239
PARK PL ENTMT CORP COM 70069010 33,286,206 2,731,288 2,726,168 5,120
PARKER DRILLING CO COM 70108110 3,058,339 494,317 390,317 104,000
PARKER HANNIFIN CORP COM 70109410 72,153,379 2,106,668 2,045,432 33,769 27,467
PARKERVISION INC COM 70135410 2,484,324 49,256 49,256
PARKWAY PPTYS INC COM 70159Q10 2,159,156 70,792 70,792
PATHOGENESIS CORP COM 70321E10 2,840,006 109,231 109,231
PATINA OIL & GAS COR COM 70322410 841,412 40,550 40,550
PATTERSON DENTAL CO COM 70341210 18,598,017 364,667 364,447 220
PATTERSON ENERGY INC COM 70341410 7,525,824 264,064 263,964 100
PAXAR CORP COM 70422710 3,336,200 279,484 279,484
PAXSON COMMUNICATION COM 70423110 1,693,440 211,680 211,180 500
PAYCHEX INC COM 70432610 300,690,012 7,159,286 6,175,646 939,632 44,008
PAYLESS SHOESOURCE I COM 70437910 11,036,175 215,340 213,890 1,426 24
PEDIATRIX MED GROUP COM 70532410 827,328 71,168 71,168
PEGASYSTEMS INC COM 70557310 647,500 129,500 128,300 1,200
PEGASUS COMMUNICATIO CL A 70590410 7,486,861 152,600 152,600
PEGASUS SOLUTIONS IN COM 70590610 1,330,871 122,379 122,279 100
PENN ENGR & MFG CORP COM NON VT 70738930 394,905 11,203 11,203
PENN TREATY AMERN CO COM 70787410 455,770 26,810 26,710 100
PENN VA CORP COM 70788210 470,337 19,100 19,100
PENNACO ENERGY INC COM 70804610 719,681 43,950 43,950
PENNEY J C INC COM 70816010 738,721,695 40,067,348 40,048,577 9,566 9,205
PENNSYLVANIA RL ESTA SH BEN INT 70910210 1,454,494 84,934 84,934
PENNZOIL-QUAKER STAT COM 70932310 9,625,150 797,973 796,468 1,100 405
PENTAIR INC COM 70963110 15,465,007 435,634 435,334 300
PENTON MEDIA INC COM 70966810 5,542,040 158,344 158,144 200
PEOPLES BK BRIDGEPOR COM 71019810 2,895,403 157,573 148,723 2,250 6,600
PEOPLES ENERGY CORP COM 71103010 20,367,339 629,107 628,367 740
PEOPLES HLDG CO COM 71114810 424,000 21,200 21,200
PEOPLESOFT INC COM 71271310 69,910,044 4,173,734 4,169,589 4,145
PEP BOYS MANNY MOE & COM 71327810 2,012,994 335,499 335,499
PEPSI BOTTLING GROUP COM 71340910 52,081,837 1,784,419 1,783,919 500
PEPSICO INC COM 71344810 1,803,145,522 40,577,571 38,164,871 1,546,652 866,048
PER SE TECHNOLOGIES COM NEW 71356930 1,605,684 171,273 171,273
PEREGRINE SYSTEMS IN COM 71366Q10 21,722,005 626,229 625,557 672
PERFICIENT INC COM 71375U10 271,600 19,400 5,400 14,000
PERFORMANCE FOOD GRO COM 71375510 2,587,040 80,845 80,745 100
PERICOM SEMICONDUCTO COM 71383110 1,836,000 27,000 27,000
PERKINELMER INC COM 71404610 72,930,651 1,102,921 1,100,891 2,030
PEROT SYS CORP CL A 71426510 3,007,488 273,408 273,408
PAGE TOTAL: 3,303,017,675
<CAPTION>
Name Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
PARK NATL CORP 59,239
PARK PL ENTMT CORP 2,571,511 159,777
PARKER DRILLING CO 390,317 104,000
PARKER HANNIFIN CORP 1,883,005 42,367 181,296
PARKERVISION INC 49,256
PARKWAY PPTYS INC 70,792
PATHOGENESIS CORP 109,231
PATINA OIL & GAS COR 40,550
PATTERSON DENTAL CO 362,967 1,700
PATTERSON ENERGY INC 264,064
PAXAR CORP 279,484
PAXSON COMMUNICATION 211,680
PAYCHEX INC 6,283,617 256,983 618,686
PAYLESS SHOESOURCE I 213,507 24 1,809
PEDIATRIX MED GROUP 71,168
PEGASYSTEMS INC 128,300 1,200
PEGASUS COMMUNICATIO 152,600
PEGASUS SOLUTIONS IN 122,379
PENN ENGR & MFG CORP 11,203
PENN TREATY AMERN CO 26,810
PENN VA CORP 19,100
PENNACO ENERGY INC 43,950
PENNEY J C INC 3,863,188 35,931,019 273,141
PENNSYLVANIA RL ESTA 84,934
PENNZOIL-QUAKER STAT 791,336 405 6,232
PENTAIR INC 431,534 4,100
PENTON MEDIA INC 158,344
PEOPLES BK BRIDGEPOR 150,973 6,600
PEOPLES ENERGY CORP 584,067 4,700 40,340
PEOPLES HLDG CO 21,200
PEOPLESOFT INC 3,761,950 32,600 379,184
PEP BOYS MANNY MOE & 335,499
PEPSI BOTTLING GROUP 759,588 1,014,931 9,900
PEPSICO INC 23,621,220 15,295,199 1,661,152
PER SE TECHNOLOGIES 171,273
PEREGRINE SYSTEMS IN 625,129 1,100
PERFICIENT INC 5,400 14,000
PERFORMANCE FOOD GRO 80,845
PERICOM SEMICONDUCTO 27,000
PERKINELMER INC 1,038,921 4,400 59,600
PEROT SYS CORP 273,408
</TABLE>
57
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
PERRIGO CO COM 71429010 4,114,805 651,902 651,902
PERSISTENCE SOFTWARE COM 71532910 509,711 28,122 22,441 5,681
PERSONNEL GROUP AMER COM 71533810 384,747 131,000 131,000
PERVASIVE SOFTWARE I COM 71571010 374,625 66,600 65,600 1,000
PETCO ANIMAL SUPPLIE COM 71601610 5,652,392 288,020 287,920 100
PETROCORP INC COM 71645N10 207,536 29,648 29,648
PETSMART INC COM 71676810 2,511,951 744,282 736,282 8,000
PHARMACYCLICS INC COM 71693310 6,145,750 100,750 99,750 1,000
PFIZER INC COM 71708110 5,702,452,224 118,801,088 111,447,667 4,316,575 3,036,846
PHARMACEUTICAL PROD COM 71712410 2,560,824 121,944 121,744 200
PHARMACEUTICAL RES I COM 71712510 400,575 76,300 76,300
PHARMACOPEIA INC COM 71713B10 2,272,375 49,000 49,000
PHARMACIA CORP COM 71713U10 1,365,866,758 26,425,731 20,854,115 5,519,434 52,182
PHELPS DODGE CORP COM 71726510 48,025,262 1,291,453 1,290,243 710 500
PHILADELPHIA CONS HL COM 71752810 816,256 48,552 48,552
PHILADELPHIA SUBN CO COM PAR $0 71800960 4,595,321 224,162 224,162
PHILIP MORRIS COS IN COM 71815410 1,095,663,614 41,249,289 40,574,296 342,075 332,918
PHILLIPS PETE CO COM 71850710 234,315,762 4,622,798 4,577,776 16,854 28,168
PHILLIPS VAN HEUSEN COM 71859210 14,303,276 1,505,608 133,873 1,371,735
PHOENIX INVT PARTNER COM 71908510 3,110,803 296,267 296,267
PHOENIX TECHNOLOGY L COM 71915310 8,120,113 497,800 497,800
PHONE COM INC COM 71920Q10 7,373,192 113,216 88,921 23,595 700
PHOTON DYNAMICS INC COM 71936410 6,673,283 89,350 57,660 31,690
PHOTRONICS INC COM 71940510 4,642,632 163,617 163,517 100
PICTURETEL CORP COM NEW 72003530 461,475 175,800 175,800
PIEDMONT NAT GAS INC COM 72018610 5,516,289 207,676 206,926 750
PIER 1 IMPORTS INC COM 72027910 11,078,242 1,136,230 1,136,030 200
PILGRIMS PRIDE CORP CL B 72146710 721,114 101,209 101,209
PILLOWTEX CORP COM 72150110 279,012 65,650 65,650
PILOT NETWORK SVCS I COM 72159610 1,896,384 127,488 89,418 38,070
PINNACLE ENTMT INC COM 72345610 3,106,090 159,803 159,803
PINNACLE HLDGS INC COM 72346N10 12,446,082 230,483 228,783 1,700
PINNACLE SYS INC COM 72348110 6,342,736 282,100 282,000 100
PINNACLE WEST CAP CO COM 72348410 48,944,293 1,444,850 1,443,610 1,240
PIONEER GROUP INC COM 72368410 7,401,895 174,676 174,476 200
PIONEER NAT RES CO COM 72378710 14,551,728 1,141,312 1,140,912 400
PIONEER STD ELECTRS COM 72387710 2,453,367 166,330 166,330
PITNEY BOWES INC COM 72447910 164,616,280 4,115,407 4,085,441 25,166 4,800
PITT DESMOINES INC COM 72450810 429,400 22,600 22,600
PITTSTON CO COM BRINKS 72570110 7,150,417 522,424 521,669 755
PIXELWORKS INC COM 72581M10 414,050 18,200 18,200
PAGE TOTAL: 8,808,902,641
<CAPTION>
Name Voting Authority
---------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
PERRIGO CO 646,802 5,100
PERSISTENCE SOFTWARE 28,122
PERSONNEL GROUP AMER 131,000
PERVASIVE SOFTWARE I 66,600
PETCO ANIMAL SUPPLIE 288,020
PETROCORP INC 29,648
PETSMART INC 736,282 8,000
PHARMACYCLICS INC 100,750
PFIZER INC 100,474,189 9,585,128 8,741,771
PHARMACEUTICAL PROD 121,944
PHARMACEUTICAL RES I 76,300
PHARMACOPEIA INC 49,000
PHARMACIA CORP 18,863,102 5,555,595 2,007,034
PHELPS DODGE CORP 1,163,746 10,840 116,867
PHILADELPHIA CONS HL 48,552
PHILADELPHIA SUBN CO 224,162
PHILIP MORRIS COS IN 38,486,862 555,418 2,207,009
PHILLIPS PETE CO 4,257,872 58,168 306,758
PHILLIPS VAN HEUSEN 133,873 1,371,735
PHOENIX INVT PARTNER 296,267
PHOENIX TECHNOLOGY L 497,800
PHONE COM INC 112,316 700 200
PHOTON DYNAMICS INC 89,350
PHOTRONICS INC 163,617
PICTURETEL CORP 175,800
PIEDMONT NAT GAS INC 207,676
PIER 1 IMPORTS INC 1,136,230
PILGRIMS PRIDE CORP 101,209
PILLOWTEX CORP 65,650
PILOT NETWORK SVCS I 127,488
PINNACLE ENTMT INC 159,803
PINNACLE HLDGS INC 230,083 400
PINNACLE SYS INC 282,100
PINNACLE WEST CAP CO 1,341,250 11,800 91,800
PIONEER GROUP INC 174,676
PIONEER NAT RES CO 1,125,912 15,400
PIONEER STD ELECTRS 166,330
PITNEY BOWES INC 3,778,630 39,200 297,577
PITT DESMOINES INC 22,600
PITTSTON CO 518,724 3,700
PIXELWORKS INC 18,200
</TABLE>
58
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
PIVOTAL CORP COM 72581R10 1,337,150 56,900 56,900
PIXAR COM 72581110 6,943,509 196,979 196,879 100
PLACER DOME INC COM 72590610 41,924,283 4,384,468 4,383,968 500
PLAINS RES INC COM PAR $0 72654050 1,712,752 107,047 106,947 100
PLANTRONICS INC NEW COM 72749310 19,343,940 167,480 167,380 100
PLAYBOY ENTERPRISES CL B 72811730 1,699,847 132,027 129,477 2,550
PLAYTEX PRODS INC COM 72813P10 2,367,533 209,294 209,194 100
PLEXUS CORP COM 72913210 14,528,523 128,571 128,461 110
PLUG POWER INC COM 72919P10 1,359,437 21,751 21,751
PLUM CREEK TIMBER CO COM 72925110 2,441,400 93,900 93,900
POGO PRODUCING CO COM 73044810 6,331,776 286,182 285,832 350
POHANG IRON & STL LT SPONSORED 73045010 703,200 29,300 29,300
POLARIS INDS INC COM 73106810 5,271,680 164,740 164,440 300
POLAROID CORP COM 73109510 146,544,935 8,113,439 8,102,347 11,092
POLICY MGMT SYS CORP COM 73110810 5,339,045 347,255 347,255
POLO RALPH LAUREN CO CL A 73157210 4,017,930 281,960 281,860 100
POLYCOM INC COM 73172K10 26,259,471 279,077 278,867 210
POLYMEDICA CORP COM 73173810 973,125 22,500 22,000 500
POLYMER GROUP INC COM 73174510 1,287,091 139,145 139,145
POPE & TALBOT INC COM 73282710 367,200 22,950 22,950
POPULAR INC COM 73317410 13,898,123 729,101 728,001 1,100
PORTAL SOFTWARE INC COM 73612610 15,248,240 238,720 238,320 400
POST PPTYS INC COM 73746410 9,851,204 223,891 223,891
POTLATCH CORP COM 73762810 17,641,679 532,579 530,907 320 1,352
POTOMAC ELEC PWR CO COM 73767910 26,384,025 1,055,361 1,048,847 5,700 814
POWER INTEGRATIONS I COM 73927610 3,755,782 159,400 159,300 100
POWER-ONE INC COM 73930810 15,791,668 138,600 138,500 100
POWERTEL INC COM 73936C10 11,336,867 159,816 159,596 220
POWERWAVE TECHNOLOGI COM 73936310 21,543,984 489,636 489,036 300 300
PRAECIS PHARMACEUTIC COM 73942110 602,100 21,600 21,600
PRAXAIR INC COM 74005P10 99,936,049 2,669,446 2,661,656 7,190 600
PRE PAID LEGAL SVCS COM 74006510 3,892,443 130,291 129,391 900
PRECISION CASTPARTS COM 74018910 18,877,711 417,187 416,947 240
PREDICTIVE SYS INC COM 74036W10 490,755 13,656 13,656
PREMIER NATL BANCORP COM 74053F10 1,307,904 100,608 100,608
PRENTISS PPTYS TR SH BEN INT 74070610 11,096,136 462,339 425,764 36,575
PRESIDENTIAL LIFE CO COM 74088410 2,379,701 171,510 171,510
PRESSTEK INC COM 74111310 3,128,902 191,816 188,816 3,000
PRICE COMMUNICATIONS COM NEW 74143730 16,511,071 700,750 700,650 100
PRICE T ROWE & ASSOC COM 74147710 90,374,975 2,126,470 1,818,317 250,012 58,141
PRICELINE COM INC COM 74150310 9,485,934 249,735 248,635 600 500
PAGE TOTAL: 684,289,080
<CAPTION>
Voting Authority
----------------------------------
Sole Shared None
<S> <C> <C> <C>
PIVOTAL CORP 56,900
PIXAR 195,379 1,600
PLACER DOME INC 3,982,468 42,300 359,700
PLAINS RES INC 107,047
PLANTRONICS INC NEW 167,480
PLAYBOY ENTERPRISES 132,027
PLAYTEX PRODS INC 209,294
PLEXUS CORP 128,571
PLUG POWER INC 21,751
PLUM CREEK TIMBER CO 93,900
POGO PRODUCING CO 286,182
POHANG IRON & STL LT 29,300
POLARIS INDS INC 164,740
POLAROID CORP 782,977 7,282,032 48,430
POLICY MGMT SYS CORP 344,755 2,500
POLO RALPH LAUREN CO 281,960
POLYCOM INC 276,277 2,800
POLYMEDICA CORP 22,500
POLYMER GROUP INC 139,145
POPE & TALBOT INC 22,950
POPULAR INC 727,201 1,900
PORTAL SOFTWARE INC 237,720 1,000
POST PPTYS INC 223,491 400
POTLATCH CORP 498,022 4,252 30,305
POTOMAC ELEC PWR CO 1,042,247 814 12,300
POWER INTEGRATIONS I 159,400
POWER-ONE INC 138,400 200
POWERTEL INC 159,516 300
POWERWAVE TECHNOLOGI 484,336 300 5,000
PRAECIS PHARMACEUTIC 21,600
PRAXAIR INC 2,412,681 23,755 233,010
PRE PAID LEGAL SVCS 130,291
PRECISION CASTPARTS 415,487 1,700
PREDICTIVE SYS INC 13,656
PREMIER NATL BANCORP 100,608
PRENTISS PPTYS TR 462,339
PRESIDENTIAL LIFE CO 171,510
PRESSTEK INC 191,816
PRICE COMMUNICATIONS 700,750
PRICE T ROWE & ASSOC 1,921,871 73,241 131,358
PRICELINE COM INC 248,435 500 800
</TABLE>
59
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
PRIMEDIA INC COM 74157K10 17,448,317 766,959 763,959 3,000
PRIME GROUP REALTY T SH BEN INT 74158J10 1,405,556 92,550 92,550
PRIMEX TECHNOLOGIES COM 74159710 19,342,752 879,216 879,216
PRIMUS KNOWLEDGE SOL COM 74163Q10 1,348,110 29,958 29,958
PRIMA ENERGY CORP COM PAR $0 74190120 767,725 14,350 14,350
PRIMARK CORP COM 74190310 4,869,245 130,718 130,618 100
PRIME HOSPITALITY CO COM 74191710 3,064,014 324,681 324,681
PRIMUS TELECOMMUNICA COM 74192910 4,676,848 188,014 187,814 200
PRIDE INTL INC COM 74193210 10,751,400 434,400 434,200 200
PRISON RLTY TR COM 74264N10 1,661,845 542,732 542,432 300
PRIORITY HEALTHCARE CL B 74264T10 15,062,224 202,689 202,589 100
PROBUSINESS SERVICES COM 74267410 2,729,750 102,769 102,569 200
PROCOM TECHNOLOGY IN COM 74270W10 542,248 10,491 10,491
PROCTER & GAMBLE CO COM 74271810 1,440,865,481 25,167,956 22,901,618 1,347,500 918,838
PRODIGY COMMUNICATIO CL A 74283P20 1,132,414 107,849 107,849
PROFESSIONALS GROUP COM 74295410 784,720 32,112 32,012 100
PROFESSIONAL DETAILI COM 74312N10 1,026,696 30,142 30,042 100
PROFIT RECOVERY GROU COM 74316810 4,102,069 246,741 246,741
PROGRESS SOFTWARE CO COM 74331210 8,268,957 461,000 461,000
PROGRESSIVE CORP OHI COM 74331510 82,416,538 1,113,737 1,109,257 4,480
PROJECT SOFTWARE & D COM 74339P10 1,620,180 90,010 89,690 320
PROLOGIS TR SH BEN INT 74341010 13,408,956 629,174 596,774 32,400
PROSOFTTRAINING COM COM 74347710 511,084 30,400 30,400
PROTECTION ONE INC COM 74366330 246,256 112,600 112,600
PROTECTIVE LIFE CORP COM 74367410 14,952,573 561,599 524,774 27,325 9,500
PROTEIN DESIGN LABS COM 74369L10 22,589,158 136,943 136,933 10
PROVIDENCE ENERGY CO COM 74374310 524,475 12,950 7,550 5,400
PROVIDENT BANKSHARES COM 74385910 4,390,929 325,254 325,254
PROVIDENT FINL GROUP COM 74386610 10,434,132 438,188 438,188
PROVINCE HEALTHCARE COM 74397710 3,808,658 105,430 105,230 200
PROVIDIAN FINL CORP COM 74406A10 208,645,650 2,318,285 2,312,217 3,470 2,598
PROXICOM INC COM 74428210 12,372,527 258,434 258,234 200
PROXIM INC COM 74428410 8,526,179 86,150 86,150
PSINET INC COM 74437C10 14,533,933 578,465 577,745 720
PUBLIC SVC CO N MEX COM 74449910 11,000,220 712,588 712,588
PUBLIC SVC ENTERPRIS COM 74457310 163,526,465 4,722,786 4,704,671 10,100 8,015
PUBLIC STORAGE INC COM 74460D10 12,884,795 549,763 549,653 110
PUBLICARD INC COM 74462710 248,699 75,800 75,800
PUGET SOUND ENERGY I COM 74533210 16,716,919 784,390 776,800 7,590
PULITZER INC COM 74576910 2,229,456 52,847 52,647 200
PULTE CORP COM 74586710 17,310,358 800,479 800,069 410
PAGE TOTAL: 2,162,748,511
<CAPTION>
Voting Authority
----------------------------------
Sole Shared None
<S> <C> <C> <C>
PRIMEDIA INC 765,259 1,700
PRIME GROUP REALTY T 92,550
PRIMEX TECHNOLOGIES 63,490 815,726
PRIMUS KNOWLEDGE SOL 29,958
PRIMA ENERGY CORP 14,350
PRIMARK CORP 130,718
PRIME HOSPITALITY CO 324,681
PRIMUS TELECOMMUNICA 188,014
PRIDE INTL INC 433,700 700
PRISON RLTY TR 542,732
PRIORITY HEALTHCARE 202,689
PROBUSINESS SERVICES 102,769
PROCOM TECHNOLOGY IN 10,491
PROCTER & GAMBLE CO 21,981,801 1,091,768 2,094,387
PRODIGY COMMUNICATIO 107,849
PROFESSIONALS GROUP 32,112
PROFESSIONAL DETAILI 30,142
PROFIT RECOVERY GROU 246,741
PROGRESS SOFTWARE CO 461,000
PROGRESSIVE CORP OHI 1,027,500 9,200 77,037
PROJECT SOFTWARE & D 90,010
PROLOGIS TR 628,674 500
PROSOFTTRAINING COM 30,400
PROTECTION ONE INC 112,600
PROTECTIVE LIFE CORP 546,399 9,500 5,700
PROTEIN DESIGN LABS 136,743 200
PROVIDENCE ENERGY CO 7,550 5,400
PROVIDENT BANKSHARES 325,254
PROVIDENT FINL GROUP 429,788 8,400
PROVINCE HEALTHCARE 105,430
PROVIDIAN FINL CORP 2,068,712 84,093 165,480
PROXICOM INC 258,434
PROXIM INC 86,150
PSINET INC 577,465 1,000
PUBLIC SVC CO N MEX 709,888 2,700
PUBLIC SVC ENTERPRIS 4,301,706 38,115 382,965
PUBLIC STORAGE INC 548,363 1,400
PUBLICARD INC 75,800
PUGET SOUND ENERGY I 775,790 8,600
PULITZER INC 52,847
PULTE CORP 729,149 4,200 67,130
</TABLE>
60
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
PUMA TECHNOLOGY INC COM 74588710 1,296,360 48,350 48,350
PURCHASEPRO COM COM 74614410 831,726 20,286 20,286
PURE RES INC COM 74622E10 1,673,100 93,600 93,600
QRS CORP COM 74726X10 1,950,468 79,410 78,060 1,350
QLOGIC CORP COM 74727710 38,898,758 588,822 587,472 1,350
QUADRAMED CORP COM 74730W10 216,752 86,701 86,701
QUAKER CHEM CORP COM 74731610 262,640 15,116 15,116
QUAKER OATS CO COM 74740210 195,931,634 2,608,075 2,540,761 36,556 30,758
QUALCOMM INC COM 74752510 745,365,720 12,422,762 12,365,882 47,675 9,205
QUANTA SVCS INC COM 74762E10 27,717,470 503,954 503,654 300
QUANEX CORP COM 74762010 1,380,489 92,806 92,806
QUANTUM EFFECT DEVIC COM 74764T10 837,900 14,700 14,700
QUANTUM CORP COM DSSG 74790620 14,254,178 1,471,475 1,460,437 11,038
QUANTUM CORP COM HDDG 74790630 22,992,477 2,078,510 2,070,603 7,907
QUEENS CNTY BANCORP COM 74824210 2,296,752 124,573 124,573
QUEST DIAGNOSTICS IN COM 74834L10 29,127,608 389,667 389,567 100
QUEST SOFTWARE INC COM 74834T10 3,102,993 56,036 55,936 100
QUESTAR CORP COM 74835610 15,056,700 777,120 770,920 3,000 3,200
QUICKLOGIC CORP COM 74837P10 979,000 44,000 43,600 400
QUIKSILVER INC COM 74838C10 2,397,263 154,046 154,046
QUINTILES TRANSNATIO COM 74876710 26,232,978 1,857,202 1,855,636 1,066 500
QUINTUS CORP COM 74879810 741,554 37,341 37,341
QUOKKA SPORTS INC COM 74907710 328,403 40,892 40,092 800
QUORUM HEALTH GROUP COM 74908410 7,596,004 736,618 736,618
R & B FALCON CORP COM 74912E10 20,314,732 862,182 846,782 2,900 12,500
QWEST COMMUNICATIONS COM 74912110 79,710,568 1,604,254 1,497,816 93,324 13,114
R & G FINANCIAL CORP CL B 74913610 405,580 51,100 51,100
RCN CORP COM 74936110 5,706,710 224,895 223,895 1,000
RFS HOTEL INVS INC COM 74955J10 4,481,790 381,429 381,429
R H DONNELLEY CORP COM NEW 74955W30 5,729,478 295,715 295,130 565 20
R G S ENERGY GROUP I COM 74956K10 6,829,036 306,923 305,723 1,200
RLI CORP COM 74960710 1,951,699 56,164 56,064 100
RPC INC COM 74966010 911,732 86,322 86,322
RPM INC OHIO COM 74968510 9,073,437 896,142 888,330 7,812
RSA SEC INC COM 74971910 19,356,967 279,523 278,803 720
RTI INTL METALS INC COM 74973W10 1,110,837 97,656 96,596 1,060
RF MICRODEVICES INC COM 74994110 22,880,552 261,119 259,289 1,680 150
RADIAN GROUP INC COM 75023610 27,227,486 526,135 525,975 160
RADIANT SYSTEMS INC COM 75025N10 2,637,600 109,900 109,900
RADIO ONE INC CL A 75040P10 5,270,017 178,270 176,730 1,540
RADIO ONE INC CL D NON V 75040P40 2,380,489 107,900 104,900 3,000
PAGE TOTAL: 1,357,447,637
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
PUMA TECHNOLOGY INC 48,350
PURCHASEPRO COM 20,286
PURE RES INC 93,600
QRS CORP 79,410
QLOGIC CORP 582,022 6,800
QUADRAMED CORP 86,701
QUAKER CHEM CORP 15,116
QUAKER OATS CO 2,296,000 107,258 204,817
QUALCOMM INC 10,859,020 438,405 1,125,337
QUANTA SVCS INC 499,454 4,500
QUANEX CORP 92,806
QUANTUM EFFECT DEVIC 14,700
QUANTUM CORP 1,457,375 14,100
QUANTUM CORP 2,067,410 11,100
QUEENS CNTY BANCORP 124,573
QUEST DIAGNOSTICS IN 386,267 3,400
QUEST SOFTWARE INC 56,036
QUESTAR CORP 763,020 3,200 10,900
QUICKLOGIC CORP 44,000
QUIKSILVER INC 154,046
QUINTILES TRANSNATIO 1,719,002 15,900 122,300
QUINTUS CORP 37,341
QUOKKA SPORTS INC 40,892
QUORUM HEALTH GROUP 731,718 4,900
R & B FALCON CORP 846,938 12,500 2,744
QWEST COMMUNICATIONS 1,254,263 13,114 336,877
R & G FINANCIAL CORP 51,100
RCN CORP 224,395 500
RFS HOTEL INVS INC 381,429
R H DONNELLEY CORP 295,695 20
R G S ENERGY GROUP I 306,923
RLI CORP 56,164
RPC INC 86,322
RPM INC OHIO 888,415 7,727
RSA SEC INC 279,123 400
RTI INTL METALS INC 97,656
RF MICRODEVICES INC 259,969 150 1,000
RADIAN GROUP INC 521,335 4,800
RADIANT SYSTEMS INC 109,900
RADIO ONE INC 178,270
RADIO ONE INC 107,900
</TABLE>
61
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
RADIOSHACK CORP COM 75043810 170,284,747 3,594,401 3,581,763 6,238 6,400
RADISYS CORP COM 75045910 4,849,628 85,456 84,550 906
RAINBOW TECHNOLOGIES COM 75086210 1,028,710 21,156 21,156
RAMBUS INC DEL COM 75091710 34,233,904 332,368 332,168 200
RALCORP HLDGS INC NE COM 75102810 2,374,968 193,875 193,875
RALSTON PURINA CO COM RAL-PU 75127730 108,558,719 5,445,088 5,436,686 5,102 3,300
RAMP NETWORKS INC COM 75156710 339,613 28,599 28,599
RAMTRON INTL CORP COM NEW 75190730 317,925 16,200 16,200
RARE MEDIUM GROUP IN COM 75382N10 4,157,765 262,950 262,850 100
RARE HOSPITALITY INT COM 75382010 6,224,887 220,350 220,250 100
RATIONAL SOFTWARE CO COM NEW 75409P20 71,532,865 769,692 765,367 3,950 375
RAYMOND JAMES FINANC COM 75473010 6,288,255 279,478 279,408 70
RAYONIER INC COM 75490710 10,298,708 287,072 286,772 300
RAYOVAC CORP COM 75508110 4,294,657 191,940 191,940
RAYTHEON CO CL A 75511130 75,580,521 3,888,487 3,887,329 1,143 15
RAYTHEON CO CL B 75511140 111,665,592 5,800,810 5,598,594 175,863 26,353
RAZORFISH INC CL A 75523610 6,585,066 409,978 354,356 55,622
READ-RITE CORP COM 75524610 397,860 179,297 179,297
READERS DIGEST ASSN CL A NON V 75526710 36,956,767 929,730 908,130 2,100 19,500
READERS DIGEST ASSN CL B 75526720 58,254,490 1,593,307 1,593,307
REALNETWORKS INC COM 75605L10 16,890,337 334,052 333,852 200
REALTY INCOME CORP COM 75610910 4,023,517 170,763 170,763
RECKSON ASSOCS RLTY COM 75621K10 11,928,960 502,272 502,272
RED HAT INC COM 75657710 4,882,471 180,418 174,394 3,874 2,150
REDBACK NETWORKS INC COM 75720910 39,317,221 219,496 219,096 400
REDWOOD TR INC COM 75807540 491,400 35,100 35,100
REEBOK INTL LTD COM 75811010 28,167,866 1,767,451 1,764,451 1,200 1,800
REGAL BELOIT CORP COM 75875010 2,296,657 142,987 142,987
REGENERON PHARMACEUT COM 75886F10 3,593,538 120,540 120,540
REGENT COMMUNICATION COM 75886510 313,681 36,500 36,500
REGIS CORP MINN COM 75893210 2,664,862 213,189 212,989 200
REGENCY RLTY CORP COM 75893910 5,729,853 241,257 241,257
REGIONS FINL CORP COM 75894010 72,463,117 3,645,943 3,573,545 44,780 27,618
REGISTER COM INC COM 75914G10 396,847 12,985 12,800 185
REHABCARE GROUP INC COM 75914810 591,325 21,700 21,100 600
REINSURANCE GROUP AM COM 75935110 3,327,728 110,464 110,364 100
RELIANCE GROUP HOLDI COM 75946410 318,311 424,415 424,415
RELIANCE STEEL & ALU COM 75950910 3,261,022 170,511 170,511
RELIANT ENERGY INC COM 75952J10 148,189,989 5,012,854 4,983,519 22,831 6,504
RELIASTAR FINL CORP COM 75952U10 40,773,175 777,565 770,715 6,850
REMEC INC COM 75954310 7,165,608 171,119 171,019 100
PAGE TOTAL: 1,111,013,132
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
RADIOSHACK CORP 3,166,923 113,000 314,478
RADISYS CORP 84,550 906
RAINBOW TECHNOLOGIES 21,156
RAMBUS INC DEL 331,568 800
RALCORP HLDGS INC NE 193,875
RALSTON PURINA CO 4,907,877 48,900 488,311
RAMP NETWORKS INC 28,599
RAMTRON INTL CORP 16,200
RARE MEDIUM GROUP IN 262,950
RARE HOSPITALITY INT 220,350
RATIONAL SOFTWARE CO 761,617 375 7,700
RAYMOND JAMES FINANC 279,478
RAYONIER INC 285,072 2,000
RAYOVAC CORP 191,940
RAYTHEON CO 183,096 3,663,203 42,188
RAYTHEON CO 5,330,625 58,853 411,332
RAZORFISH INC 409,978
READ-RITE CORP 179,297
READERS DIGEST ASSN 853,562 19,500 56,668
READERS DIGEST ASSN 1,593,307
REALNETWORKS INC 332,852 1,200
REALTY INCOME CORP 170,763
RECKSON ASSOCS RLTY 502,272
RED HAT INC 177,468 2,150 800
REDBACK NETWORKS INC 218,396 1,100
REDWOOD TR INC 35,100
REEBOK INTL LTD 1,684,621 10,400 72,430
REGAL BELOIT CORP 142,987
REGENERON PHARMACEUT 120,540
REGENT COMMUNICATION 36,500
REGIS CORP MINN 213,189
REGENCY RLTY CORP 241,257
REGIONS FINL CORP 3,335,950 54,918 255,075
REGISTER COM INC 12,985
REHABCARE GROUP INC 21,700
REINSURANCE GROUP AM 110,464
RELIANCE GROUP HOLDI 424,415
RELIANCE STEEL & ALU 170,511
RELIANT ENERGY INC 4,495,962 45,904 470,988
RELIASTAR FINL CORP 768,565 9,000
REMEC INC 171,119
</TABLE>
62
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
REMEDY CORP COM 75954810 16,768,596 300,782 300,682 100
RENAISSANCE WORLDWID COM 75968A10 241,966 154,908 153,508 1,400
REPUBLIC BANCSHARES COM 75992910 210,708 17,559 17,559
RENAL CARE GROUP INC COM 75993010 7,446,696 304,531 304,331 200
RENT A CTR INC NEW COM 76009N10 2,547,945 113,242 113,142 100
RENT WAY INC COM 76009U10 3,736,490 128,019 127,819 200
REPUBLIC BANCORP KY CL A 76028120 265,606 26,397 26,397
REPUBLIC BANCORP INC COM 76028210 2,651,831 296,725 296,460 265
REPUBLIC GROUP INC COM 76047310 319,680 35,520 35,520
REPUBLIC SECURITY FI COM 76075810 1,611,660 322,332 321,494 838
REPUBLIC SVCS INC COM 76075910 9,510,512 594,407 591,607 2,800
RESEARCH FRONTIERS I COM 76091110 562,500 18,750 18,750
RES-CARE INC COM 76094310 679,013 126,328 126,328
RESTORATION HARDWARE COM 76098110 278,635 50,661 50,661
RESMED INC COM 76115210 6,132,838 229,265 229,165 100
RESOURCE AMERICA INC CL A 76119520 732,458 112,151 112,151
RESOURCE BANCSHARES COM 76119710 346,068 82,653 82,653
RESPIRONICS INC COM 76123010 3,879,072 215,504 215,504
RETEK INC COM 76128Q10 732,448 22,889 22,889
REVLON INC CL A 76152550 578,778 91,695 91,495 200
REYNOLDS & REYNOLDS CL A 76169510 12,500,976 684,985 677,885 7,100
REYNOLDS R J TOB HLD COM 76182K10 27,541,607 985,847 980,231 5,616
RHYTHMS NETCONNECTIO COM 76243020 4,024,400 320,363 318,763 1,300 300
RIBOZYME PHARMACEUTI COM 76256710 458,730 17,772 17,772
RICA FOODS INC COM NEW 76258220 332,350 14,450 14,450
RICHMOND CNTY FINL C COM 76455610 3,794,400 198,400 198,400
RIGGS NATL CORP WASH COM 76657010 2,567,533 203,369 202,969 400
RITE AID CORP COM 76775410 29,556,475 4,504,187 4,496,992 7,195
RIVIANA FOODS INC COM 76953610 939,383 53,873 53,873
ROADWAY EXPRESS INC COM 76974210 3,901,440 166,465 165,965 500
ROBBINS & MYERS INC COM 77019610 1,049,146 45,991 45,991
ROBERT HALF INTL INC COM 77032310 47,762,124 1,675,864 1,673,184 2,680
ROBOTIC VISION SYS I COM 77107410 1,428,300 79,350 79,350
ROCK-TENN CO CL A 77273920 991,205 115,768 86,515 29,253
ROCKWELL INTL CORP N COM 77390310 99,365,742 3,154,468 3,139,656 8,049 6,763
ROGERS CORP COM 77513310 3,514,140 100,404 99,304 1,100
ROHM & HAAS CO COM 77537110 118,626,214 3,438,441 3,420,845 4,004 13,592
ROLLINS INC COM 77571110 3,212,524 215,968 215,828 140
ROLLINS TRUCK LEASIN COM 77574110 2,299,546 331,490 330,470 1,020
ROPER INDS INC NEW COM 77669610 5,912,020 230,713 230,613 100
ROSLYN BANCORP INC COM 77816210 14,754,156 888,323 346,153 542,170
PAGE TOTAL: 443,765,911
<CAPTION>
Voting Authority
------------------------------------
Sole Shared None
<S> <C> <C> <C>
REMEDY CORP 300,782
RENAISSANCE WORLDWID 154,908
REPUBLIC BANCSHARES 17,559
RENAL CARE GROUP INC 304,531
RENT A CTR INC NEW 113,242
RENT WAY INC 128,019
REPUBLIC BANCORP KY 26,397
REPUBLIC BANCORP INC 296,725
REPUBLIC GROUP INC 35,520
REPUBLIC SECURITY FI 322,332
REPUBLIC SVCS INC 592,507 1,900
RESEARCH FRONTIERS I 18,750
RES-CARE INC 126,328
RESTORATION HARDWARE 50,661
RESMED INC 229,265
RESOURCE AMERICA INC 112,151
RESOURCE BANCSHARES 82,653
RESPIRONICS INC 215,504
RETEK INC 22,889
REVLON INC 91,695
REYNOLDS & REYNOLDS 678,785 6,200
REYNOLDS R J TOB HLD 970,014 15,833
RHYTHMS NETCONNECTIO 319,863 300 200
RIBOZYME PHARMACEUTI 17,772
RICA FOODS INC 14,450
RICHMOND CNTY FINL C 198,400
RIGGS NATL CORP WASH 203,369
RITE AID CORP 4,069,087 31,800 403,300
RIVIANA FOODS INC 53,873
ROADWAY EXPRESS INC 165,965 500
ROBBINS & MYERS INC 45,991
ROBERT HALF INTL INC 1,582,464 93,400
ROBOTIC VISION SYS I 79,350
ROCK-TENN CO 115,768
ROCKWELL INTL CORP N 2,820,038 31,963 302,467
ROGERS CORP 100,404
ROHM & HAAS CO 3,041,618 42,892 353,931
ROLLINS INC 213,868 2,100
ROLLINS TRUCK LEASIN 331,490
ROPER INDS INC NEW 230,713
ROSLYN BANCORP INC 888,323
</TABLE>
63
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
ROSS STORES INC COM 77829610 18,467,635 1,082,384 1,077,558 4,826
ROSTELECOM OPEN JT S SPONSORED 77852910 343,881 25,239 25,239
ROUSE CO COM 77927310 10,092,827 407,791 401,791 6,000
ROWAN COS INC COM 77938210 46,262,977 1,523,061 1,519,061 4,000
ROYAL DUTCH PETE CO NY REG GLD 78025780 1,741,803,031 28,293,477 28,273,111 20,366
ROYAL PTT NEDERLAND SPONSORED 78064120 1,984,417 44,160 32,968 11,192
RUBY TUESDAY INC COM 78118210 8,969,167 713,992 599,292 114,700
RUDDICK CORP COM 78125810 4,394,501 372,037 372,037
RUDOLPH TECHNOLOGIES COM 78127010 452,483 11,677 11,677
RURAL CELLULAR CORP CL A 78190410 4,191,769 54,750 41,200 12,850 700
RUSS BERRIE & CO COM 78223310 1,401,534 72,807 72,707 100
RUSSELL CORP COM 78235210 12,048,860 602,443 602,243 200
RYANS FAMILY STEAK H COM 78351910 2,095,168 248,331 248,331
RYDER SYS INC COM 78354910 19,811,775 1,046,194 1,043,954 1,290 950
RYERSON TULL INC NEW COM 78375P10 2,202,571 212,296 212,296
RYLAND GROUP INC COM 78376410 5,269,511 238,170 237,970 200
S & T BANCORP INC COM 78385910 3,187,745 174,671 174,671
SBC COMMUNICATIONS I COM 78387G10 6,955,951,130 160,831,240 151,852,866 8,547,686 430,687
SBS TECHNOLOGIES INC COM 78387P10 375,686 10,171 10,171
SBA COMMUNICATIONS C COM 78388J10 3,114,298 59,963 59,963
SCG HLDG CORP COM 78388410 542,500 24,800 24,800
SCI SYS INC COM 78389010 46,517,633 1,187,068 1,183,908 3,160
SCM MICROSYSTEMS INC COM 78401810 5,373,060 88,720 88,610 110
SCPIE HLDGS INC COM 78402P10 1,359,519 66,318 66,318
SCP POOL CORP COM 78402810 2,446,162 104,092 103,792 300
SDL INC COM 78407610 86,158,985 302,114 300,164 1,950
SEI INVESTMENTS CO COM 78411710 7,189,211 180,579 166,638 13,941
SEMCO ENERGY INC COM 78412D10 1,605,721 123,517 123,517
SFX ENTMT INC CL A 78417810 11,844,602 261,401 261,201 200
SJW CORP COM 78430510 1,575,093 13,250 13,250
SK TELECOM LTD SPONSORED 78440P10 2,116,989 58,300 58,300
SL GREEN RLTY CORP COM 78440X10 8,514,792 318,310 261,010 57,300
SLM HLDG CORP COM 78442A10 95,903,223 2,561,723 2,556,109 3,227 2,387
SLI INC COM 78442T10 1,542,894 127,249 126,549 700
SPDR TR UNIT SER 1 78462F10 411,188,814 2,830,300 2,830,300
SPSS INC COM 78462K10 1,470,812 50,500 50,400 100
SPS TECHNOLOGIES INC COM 78462610 3,492,487 85,054 84,854 200
S1 CORPORATION COM 78463B10 7,924,564 339,935 339,515 420
SPX CORP COM 78463510 57,579,919 476,115 429,371 43,084 3,660
S3 INC COM 78484910 8,736,882 592,331 591,481 850
SVI HLDGS INC COM 78487210 786,175 153,400 153,400
PAGE TOTAL: 9,606,291,003
<CAPTION>
Voting Authority
------------------------------------
Sole Shared None
<S> <C> <C> <C>
ROSS STORES INC 1,067,084 15,300
ROSTELECOM OPEN JT S 25,239
ROUSE CO 406,291 1,500
ROWAN COS INC 1,387,324 10,000 125,737
ROYAL DUTCH PETE CO 25,602,090 274,800 2,416,587
ROYAL PTT NEDERLAND 44,160
RUBY TUESDAY INC 713,992
RUDDICK CORP 368,837 3,200
RUDOLPH TECHNOLOGIES 11,677
RURAL CELLULAR CORP 54,050 700
RUSS BERRIE & CO 72,807
RUSSELL CORP 559,363 4,800 38,280
RYANS FAMILY STEAK H 248,331
RYDER SYS INC 966,576 9,850 69,768
RYERSON TULL INC NEW 210,582 1,714
RYLAND GROUP INC 238,170
S & T BANCORP INC 174,671
SBC COMMUNICATIONS I 57,991,948 97,338,062 5,501,229
SBS TECHNOLOGIES INC 10,171
SBA COMMUNICATIONS C 59,963
SCG HLDG CORP 24,800
SCI SYS INC 1,174,368 12,700
SCM MICROSYSTEMS INC 88,720
SCPIE HLDGS INC 66,318
SCP POOL CORP 104,092
SDL INC 300,214 1,900
SEI INVESTMENTS CO 180,279 300
SEMCO ENERGY INC 123,517
SFX ENTMT INC 260,801 600
SJW CORP 13,250
SK TELECOM LTD 58,300
SL GREEN RLTY CORP 318,310
SLM HLDG CORP 2,284,981 91,087 185,655
SLI INC 127,249
SPDR TR 112,400 2,717,900
SPSS INC 50,500
SPS TECHNOLOGIES INC 85,054
S1 CORPORATION 339,935
SPX CORP 469,151 3,660 3,304
S3 INC 592,331
SVI HLDGS INC 153,400
</TABLE>
64
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SABA SOFTWARE INC COM 78493210 622,419 29,639 28,900 739
SABRE HLDGS CORP CL A 78590510 60,308,878 2,116,101 2,112,315 2,892 894
SAFECO CORP COM 78642910 44,027,736 2,215,232 2,206,433 2,400 6,399
SAFEGUARD SCIENTIFIC COM 78644910 19,729,127 615,343 609,173 6,170
SAFESCIENCE INC COM 78645210 210,000 40,000 40,000
SAFEWAY INC COM NEW 78651420 341,167,815 7,581,507 7,564,777 16,305 425
SAGA COMMUNICATIONS CL A 78659810 1,274,460 57,930 57,930
SAGA SYS INC COM 78661010 2,435,164 195,800 195,800
SAGENT TECHNOLOGY IN COM 78669310 1,385,812 97,250 97,000 250
ST FRANCIS CAP CORP COM 78937410 588,513 38,910 38,910
ST JOE CO COM 79014810 5,502,090 183,403 183,103 300
ST JUDE MED INC COM 79084910 106,688,872 2,325,643 2,322,643 3,000
ST MARY LD & EXPL CO COM 79222810 7,254,306 172,467 141,192 28,575 2,700
ST PAUL COS INC COM 79286010 122,606,620 3,592,868 3,584,025 4,047 4,796
SAKS INC COM 79377W10 13,111,140 1,248,680 1,243,280 5,400
SALEM COMMUNICATIONS CL A 79409310 301,168 32,450 32,450
SALIENT 3 COMMUNICAT CL A 79472110 202,641 16,800 16,800
SALTON INC COM 79575710 10,300,957 279,348 279,348
SANCHEZ COMPUTER ASS COM 79970210 2,218,107 93,394 92,794 100 500
SANDISK CORP COM 80004C10 21,799,276 356,273 356,028 245
SANDY SPRING BANCORP COM 80036310 1,076,008 52,650 52,650
SANMINA CORP COM 80090710 191,241,954 2,236,748 2,231,898 4,850
SANGSTAT MED CORP COM 80100310 3,110,501 107,723 107,723
SANTA CRUZ OPERATION COM 80183310 554,625 87,000 87,000
SANTA FE SNYDER CORP COM 80218K10 19,143,806 1,682,972 1,676,697 3,200 3,075
SANTANDER BANCORP COM 80280910 934,702 73,310 73,310
SAP AKTIENGESELLSCHA SPONSORED 80305420 1,696,303 36,140 28,310 7,830
SAPIENT CORP COM 80306210 92,969,744 869,388 865,213 4,175
SAPPI LTD SPON ADR N 80306920 420,375 57,000 57,000
SARA LEE CORP COM 80311110 369,854,115 19,151,518 15,594,990 3,423,807 132,721
SATCON TECHNOLOGY CO COM 80389310 499,685 19,548 19,548
SAUER-DANFOSS INC COM 80413710 981,081 99,350 99,350
SAUL CTRS INC COM 80439510 1,288,145 79,885 79,885
SAVVIS COMMUNICATION COM 80542310 804,619 61,600 61,600
SAWTEK INC COM 80546810 22,974,087 399,119 398,919 200
SCANA CORP NEW COM 80589M10 21,830,278 904,882 900,779 3,850 253
SCHAWK INC CL A 80637310 331,875 35,400 35,400
SCHEIN HENRY INC COM 80640710 3,100,342 179,730 179,730
SCHEIN PHARMACEUTICA COM 80641610 974,292 45,054 45,054
SCHERING PLOUGH CORP COM 80660510 1,254,083,922 24,833,345 24,158,562 350,142 324,641
SCHLUMBERGER LTD COM 80685710 593,888,585 7,958,306 7,950,521 7,785
PAGE TOTAL: 3,343,494,145
<CAPTION>
Name of Voting Authority
-------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SABA SOFTWARE INC 29,639
SABRE HLDGS CORP 1,949,453 17,839 148,809
SAFECO CORP 2,001,879 22,699 190,654
SAFEGUARD SCIENTIFIC 613,543 1,800
SAFESCIENCE INC 40,000
SAFEWAY INC 6,968,685 66,540 546,282
SAGA COMMUNICATIONS 57,930
SAGA SYS INC 195,800
SAGENT TECHNOLOGY IN 97,250
ST FRANCIS CAP CORP 38,910
ST JOE CO 181,703 1,700
ST JUDE MED INC 2,216,167 14,400 95,076
ST MARY LD & EXPL CO 169,767 2,700
ST PAUL COS INC 3,236,091 31,796 324,981
SAKS INC 1,236,232 12,448
SALEM COMMUNICATIONS 32,450
SALIENT 3 COMMUNICAT 16,800
SALTON INC 279,348
SANCHEZ COMPUTER ASS 92,894 500
SANDISK CORP 355,673 600
SANDY SPRING BANCORP 52,650
SANMINA CORP 2,068,292 18,100 150,356
SANGSTAT MED CORP 107,723
SANTA CRUZ OPERATION 87,000
SANTA FE SNYDER CORP 1,664,932 3,075 14,965
SANTANDER BANCORP 73,310
SAP AKTIENGESELLSCHA 36,140
SAPIENT CORP 773,061 33,900 62,427
SAPPI LTD 57,000
SARA LEE CORP 12,804,324 4,943,694 1,403,500
SATCON TECHNOLOGY CO 19,548
SAUER-DANFOSS INC 99,350
SAUL CTRS INC 79,885
SAVVIS COMMUNICATION 61,600
SAWTEK INC 395,719 3,400
SCANA CORP NEW 895,229 253 9,400
SCHAWK INC 35,400
SCHEIN HENRY INC 179,730
SCHEIN PHARMACEUTICA 45,054
SCHERING PLOUGH CORP 21,925,967 1,190,941 1,716,437
SCHLUMBERGER LTD 7,031,260 71,800 855,246
</TABLE>
65
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SCHOLASTIC CORP COM 80706610 9,426,697 154,220 153,220 1,000
SCHOOL SPECIALTY INC COM 80786310 2,150,537 115,857 115,757 100
SCHULMAN A INC COM 80819410 3,846,161 318,866 317,066 1,800
SCHWAB CHARLES CORP COM 80851310 754,626,876 22,442,435 22,304,886 127,779 9,770
SCHWEITZER-MAUDUIT I COM 80854110 1,208,300 96,664 96,661 3
SCICLONE PHARMACEUTI COM 80862K10 926,936 71,650 71,650
SCIENT CORP COM 80864H10 3,956,556 89,667 89,467 200
SCIENTIFIC ATLANTA I COM 80865510 188,483,584 2,529,981 2,524,556 5,425
SCIENTIFIC GAMES HLD COM 80874710 1,627,576 66,264 66,264
SCIQUEST COM INC COM 80908Q10 394,656 34,507 34,507
SCOTT TECHNOLOGIES I COM 81002230 1,810,100 105,318 105,318
SCOTTISH PWR PLC SPON ADR F 81013T70 508,275 15,201 15,026 175
SCOTTS CO CL A 81018610 5,734,223 157,102 152,902 4,200
SCRIPPS E W CO OHIO CL A 81105420 8,535,517 173,310 173,310
SEACHANGE INTL INC COM 81169910 1,066,296 36,928 36,928
SEACOAST FINL SVCS C COM 81170Q10 2,215,837 233,246 227,650 5,596
SEAGATE TECHNOLOGY COM 81180410 201,076,480 3,655,936 3,648,966 6,970
SEAGRAM LTD COM 81185010 325,923,228 5,619,366 5,617,616 1,750
SEACOR SMIT INC COM 81190410 5,135,699 132,750 132,600 150
SEALED AIR CORP NEW COM 81211K10 78,549,458 1,499,751 1,443,479 55,791 481
SEARS ROEBUCK & CO COM 81238710 1,152,630,712 35,329,677 35,306,899 17,570 5,208
SECOND BANCORP INC COM 81311410 583,484 38,420 38,420
SECURE COMPUTING COR COM 81370510 1,146,666 60,954 60,954
SECURITY CAP GROUP I CL B 81413P20 7,885,790 463,870 463,870
SEITEL INC COM NEW 81607430 1,641,168 201,990 201,990
SELECT COMFORT CORP COM 81616X10 231,312 72,580 72,580
SELECTIVE INS GROUP COM 81630010 3,490,509 183,711 183,711
SEMTECH CORP COM 81685010 24,971,414 326,492 325,772 720
SEMPRA ENERGY COM 81685110 64,456,639 3,791,567 3,786,647 4,320 600
SEMITOOL INC COM 81690910 669,455 38,670 38,670
SENIOR HSG PPTYS TR SH BEN INT 81721M10 935,285 127,911 127,911
SENSORMATIC ELECTRS COM 81726510 13,410,931 848,149 847,349 800
SEPRACOR INC COM 81731510 79,305,630 657,456 580,384 4,210 72,862
SEQUA CORPORATION CL A 81732010 3,675,766 96,257 96,257
SEQUENOM INC COM 81733710 568,548 12,530 12,500 30
SEQUOIA SOFTWARE COR COM 81743910 225,975 13,800 13,800
SERENA SOFTWARE INC COM 81749210 4,662,515 102,685 102,685
SEROLOGICALS CORP COM 81752310 372,375 74,475 74,475
SERVICE CORP INTL COM 81756510 4,814,476 1,510,661 1,507,941 2,720
SERVICEMASTER CO COM 81760N10 19,713,386 1,733,045 1,729,521 2,849 675
7-ELEVEN INC COM NEW 81782620 2,580,077 187,642 187,642
PAGE TOTAL: 2,985,175,105
<CAPTION>
Name of Voting Authority
------------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SCHOLASTIC CORP 153,020 1,200
SCHOOL SPECIALTY INC 115,857
SCHULMAN A INC 316,741 2,125
SCHWAB CHARLES CORP 19,519,500 795,345 2,127,590
SCHWEITZER-MAUDUIT I 96,661 3
SCICLONE PHARMACEUTI 71,650
SCIENT CORP 89,667
SCIENTIFIC ATLANTA I 2,254,886 91,300 183,795
SCIENTIFIC GAMES HLD 66,264
SCIQUEST COM INC 34,507
SCOTT TECHNOLOGIES I 105,318
SCOTTISH PWR PLC 14,737 464
SCOTTS CO 157,102
SCRIPPS E W CO OHIO 172,210 1,100
SEACHANGE INTL INC 36,928
SEACOAST FINL SVCS C 233,246
SEAGATE TECHNOLOGY 3,319,213 27,900 308,823
SEAGRAM LTD 5,094,008 42,600 482,758
SEACOR SMIT INC 132,750
SEALED AIR CORP NEW 1,312,510 48,705 138,536
SEARS ROEBUCK & CO 6,845,525 27,874,881 609,271
SECOND BANCORP INC 38,420
SECURE COMPUTING COR 60,954
SECURITY CAP GROUP I 463,870
SEITEL INC 201,990
SELECT COMFORT CORP 72,580
SELECTIVE INS GROUP 183,711
SEMTECH CORP 323,692 2,800
SEMPRA ENERGY 3,421,430 29,300 340,837
SEMITOOL INC 38,670
SENIOR HSG PPTYS TR 127,841 70
SENSORMATIC ELECTRS 841,949 6,200
SEPRACOR INC 578,294 72,862 6,300
SEQUA CORPORATION 95,557 700
SEQUENOM INC 12,530
SEQUOIA SOFTWARE COR 13,800
SERENA SOFTWARE INC 102,685
SEROLOGICALS CORP 74,475
SERVICE CORP INTL 1,389,173 121,488
SERVICEMASTER CO 1,589,885 675 142,485
7-ELEVEN INC 187,642
</TABLE>
66
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SHARED MED SYS CORP COM 81948610 27,168,594 372,494 372,104 320 70
SHAW GROUP INC COM 82028010 1,456,162 30,900 30,900
SHAW INDS INC COM 82028610 32,204,550 2,576,364 2,574,764 1,600
SHERWIN WILLIAMS CO COM 82434810 70,666,907 3,335,390 3,325,690 3,700 6,000
SHOE CARNIVAL INC COM 82488910 227,362 36,378 36,378
SHOPKO STORES INC COM 82491110 3,490,909 227,051 227,051
SHOP AT HOME INC COM NEW 82506630 535,878 114,700 114,700
SHORELINE FINL CORP COM 82519010 506,813 42,679 42,679
SHURGARD STORAGE CTR COM 82567D10 4,524,975 201,110 201,110
SICOR INC COM 82584610 4,211,392 526,424 526,024 400
SIEBEL SYS INC COM 82617010 485,737,922 2,969,748 2,964,838 4,910
SIERRA HEALTH SVCS I COM 82632210 338,915 106,343 106,343
SIERRA PAC RES NEW COM 82642810 10,446,659 831,608 831,608
SIERRACITIES COM INC COM 82652110 211,500 56,400 56,400
SIGMA ALDRICH CORP COM 82655210 52,016,532 1,778,343 1,757,761 7,542 13,040
SILGAN HOLDINGS INC COM 82704810 616,350 62,816 62,816
SILICON IMAGE INC COM 82705T10 2,042,381 40,950 40,950
SILICON GRAPHICS INC COM 82705610 2,915,505 777,468 773,748 3,720
SILICON STORAGE TECH COM 82705710 4,312,804 48,836 48,836
SILICON VY BANCSHARE COM 82706410 20,382,593 478,184 464,150 14,034
SILICON VY GROUP INC COM 82706610 10,964,608 423,753 423,653 100
SILICONIX INC COM NEW 82707920 3,346,515 49,578 49,578
SILVERSTREAM SOFTWAR COM 82790710 1,517,670 26,280 26,280
SIMMONS 1ST NATL COR CL A $5 PA 82873020 722,712 32,300 32,300
SIMON PPTY GROUP INC COM 82880610 24,968,916 1,125,385 1,022,010 103,375
SIMPSON INDS INC COM 82906010 578,380 76,800 76,800
SIMPSON MANUFACTURIN COM 82907310 2,597,386 54,325 54,325
SINCLAIR BROADCAST G CL A 82922610 11,771,892 1,070,172 1,070,172
SIRIUS SATELLITE RAD COM 82966U10 7,669,964 173,090 172,890 200
SITEL CORP COM 82980K10 1,387,543 281,050 281,050
SIPEX CORP COM 82990910 3,969,097 143,356 143,156 200
SKECHERS U S A INC CL A 83056610 453,171 28,660 28,660
SKY FINL GROUP INC COM 83080P10 8,350,350 523,960 523,960
SKYLINE CORP COM 83083010 1,186,090 55,167 55,167
SKYWEST INC COM 83087910 5,326,328 143,714 143,614 100
SMART & FINAL INC COM 83168310 512,015 66,608 66,608
SMARTDISK CORP COM 83169Q10 437,800 15,920 15,820 100
SMITH A O COM 83186520 3,102,591 148,187 147,737 450
SMITH INTL INC COM 83211010 32,703,509 449,150 440,305 8,495 350
SMITH CHARLES E RESD COM 83219710 8,466,780 222,810 222,810
SMITHFIELD FOODS INC COM 83224810 10,070,525 358,867 358,617 250
PAGE TOTAL: 864,118,545
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SHARED MED SYS CORP 340,593 3,570 28,331
SHAW GROUP INC 30,900
SHAW INDS INC 2,483,917 92,447
SHERWIN WILLIAMS CO 3,000,707 26,600 308,083
SHOE CARNIVAL INC 36,378
SHOPKO STORES INC 227,051
SHOP AT HOME INC 114,700
SHORELINE FINL CORP 42,679
SHURGARD STORAGE CTR 201,110
SICOR INC 526,424
SIEBEL SYS INC 2,636,832 114,900 218,016
SIERRA HEALTH SVCS I 106,343
SIERRA PAC RES NEW 825,808 5,800
SIERRACITIES COM INC 56,400
SIGMA ALDRICH CORP 1,637,337 38,940 102,066
SILGAN HOLDINGS INC 62,816
SILICON IMAGE INC 40,950
SILICON GRAPHICS INC 773,968 3,500
SILICON STORAGE TECH 48,536 300
SILICON VY BANCSHARE 478,184
SILICON VY GROUP INC 423,753
SILICONIX INC 49,578
SILVERSTREAM SOFTWAR 26,280
SIMMONS 1ST NATL COR 32,300
SIMON PPTY GROUP INC 1,040,390 84,995
SIMPSON INDS INC 76,800
SIMPSON MANUFACTURIN 54,325
SINCLAIR BROADCAST G 1,070,172
SIRIUS SATELLITE RAD 173,090
SITEL CORP 281,050
SIPEX CORP 143,356
SKECHERS U S A INC 28,660
SKY FINL GROUP INC 523,960
SKYLINE CORP 55,167
SKYWEST INC 143,714
SMART & FINAL INC 66,608
SMARTDISK CORP 15,920
SMITH A O 148,187
SMITH INTL INC 444,500 350 4,300
SMITH CHARLES E RESD 222,810
SMITHFIELD FOODS INC 358,867
</TABLE>
67
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SMITHKLINE BEECHAM P ADR REP OR 83237830 2,584,012 39,640 30,000 9,640
SMUCKER J M CO CL A 83269610 5,306,628 275,669 275,669
SMURFIT-STONE CONTAI COM 83272710 17,183,979 1,334,678 1,189,795 137,833 7,050
SNYDER COMMUNICATION COM SNC 83291410 5,401,985 227,452 227,352 100
SNAP ON INC COM 83303410 26,230,976 985,201 984,641 560
SODEXHO MARRIOTT SVC COM 83379310 3,214,064 200,879 199,154 225 1,500
SOFTNET SYS INC COM 83396410 1,559,250 162,000 160,800 1,200
SOFTWARE COM INC COM 83402P10 8,417,458 64,812 64,612 200
SOFTWARE TECHNOLOGIE COM 83404010 880,716 28,700 28,700
SOLA INTL INC COM 83409210 466,537 95,700 95,700
SOLECTRON CORP COM 83418210 418,467,343 9,993,250 9,484,172 406,909 102,169
SOLUTIA INC COM 83437610 14,604,865 1,062,172 1,059,042 3,130
SOMERA COMMUNICATION COM 83445810 890,734 65,375 65,375
SONERA GROUP PLC SPONSORED 83543320 8,644,550 187,925 186,000 1,925
SONIC AUTOMOTIVE INC CL A 83545G10 512,976 48,000 48,000
SONIC FDRY INC COM 83545R10 561,750 26,750 20,950 5,800
SONIC CORP COM 83545110 6,320,736 215,174 214,974 200
SONICWALL INC COM 83547010 2,938,188 33,365 33,365
SONOCO PRODS CO COM 83549510 101,461,297 4,934,408 878,775 4,052,498 3,135
SONOSITE INC COM 83568G10 575,231 19,965 19,865 100
SONY CORP ADR NEW 83569930 11,263,682 119,430 111,080 8,350
SOTHEBYS HLDGS INC CL A 83589810 7,341,705 419,526 419,126 400
SOURCE INFORMATION M COM NEW 83615120 1,059,875 69,500 69,500
SOURCE MEDIA INC COM NEW 83615330 220,720 56,508 56,508
SOUTH FINL GROUP INC COM 83784110 3,882,839 267,782 267,565 217
SOUTH JERSEY INDS IN COM 83851810 1,382,602 53,177 53,177
SOUTHDOWN INC COM 84129710 19,308,885 334,353 329,857 2,822 1,674
SOUTHERN CO COM 84258710 261,312,973 11,209,376 11,181,674 20,163 7,539
SOUTHERN PERU COPPER COM 84361110 1,989,466 163,245 163,245
SOUTHERN UN CO NEW COM 84403010 4,082,278 258,176 247,825 105 10,246
SOUTHTRUST CORP COM 84473010 61,805,346 2,731,728 2,727,928 3,800
SOUTHWEST AIRLS CO COM 84474110 1,108,836,510 58,553,969 58,519,900 26,521 7,548
SOUTHWEST BANCORPORA COM 84476R10 4,053,097 195,330 195,330
SOUTHWEST GAS CORP COM 84489510 3,576,492 204,371 204,371
SOUTHWEST SECS GROUP COM 84522410 8,717,915 234,038 232,438 1,600
SOUTHWESTERN ENERGY COM 84546710 1,022,750 163,640 163,640
SOVEREIGN BANCORP IN COM 84590510 12,951,123 1,842,003 1,827,183 14,820
SOVRAN SELF STORAGE COM 84610H10 1,888,835 88,111 88,111
SPANISH BROADCASTING CL A 84642588 2,649,413 128,850 125,050 3,800
SPARTECH CORP COM NEW 84722020 2,845,773 105,399 105,399
SPECIALTY EQUIP COS COM NEW 84749720 2,146,292 79,126 79,126
PAGE TOTAL: 2,148,561,846
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SMITHKLINE BEECHAM P 39,640
SMUCKER J M CO 273,669 2,000
SMURFIT-STONE CONTAI 1,322,538 7,050 5,090
SNYDER COMMUNICATION 226,952 500
SNAP ON INC 901,135 6,400 77,666
SODEXHO MARRIOTT SVC 199,379 1,500
SOFTNET SYS INC 162,000
SOFTWARE COM INC 64,512 300
SOFTWARE TECHNOLOGIE 28,700
SOLA INTL INC 95,700
SOLECTRON CORP 8,998,097 178,969 816,184
SOLUTIA INC 1,053,772 8,400
SOMERA COMMUNICATION 65,375
SONERA GROUP PLC 187,925
SONIC AUTOMOTIVE INC 48,000
SONIC FDRY INC 20,950 5,800
SONIC CORP 215,174
SONICWALL INC 33,365
SONOCO PRODS CO 879,764 4,044,291 10,353
SONOSITE INC 19,965
SONY CORP 119,430
SOTHEBYS HLDGS INC 415,226 4,300
SOURCE INFORMATION M 69,500
SOURCE MEDIA INC 56,508
SOUTH FINL GROUP INC 267,782
SOUTH JERSEY INDS IN 53,177
SOUTHDOWN INC 329,563 1,674 3,116
SOUTHERN CO 10,060,179 97,839 1,051,358
SOUTHERN PERU COPPER 163,245
SOUTHERN UN CO NEW 247,930 10,246
SOUTHTRUST CORP 2,524,458 20,400 186,870
SOUTHWEST AIRLS CO 7,673,765 50,093,873 786,331
SOUTHWEST BANCORPORA 195,330
SOUTHWEST GAS CORP 204,371
SOUTHWEST SECS GROUP 234,038
SOUTHWESTERN ENERGY 163,640
SOVEREIGN BANCORP IN 1,825,303 16,700
SOVRAN SELF STORAGE 88,111
SPANISH BROADCASTING 128,850
SPARTECH CORP 105,399
SPECIALTY EQUIP COS 79,126
</TABLE>
68
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SPECTRA-PHYSICS LASE COM 84756810 706,363 10,100 10,100
SPECTRALINK CORP COM 84758010 331,256 22,650 22,650
SPECTRASITE HLDGS IN COM 84760T10 4,074,650 143,600 143,100 500
SPEEDFAM-IPEC INC COM 84770510 3,269,276 179,759 179,759
SPEEDWAY MOTORSPORTS COM 84778810 1,994,744 86,728 81,728 5,000
SPIEGEL INC CL A 84845710 1,828,936 215,169 215,169
SPIEKER PPTYS INC COM 84849710 20,117,364 437,334 405,209 32,125
SPINNAKER EXPL CO COM 84855W10 603,878 23,566 23,466 100
SPORTSLINE COM INC COM 84893410 1,927,664 112,980 112,880 100
SPRINGS INDS INC CL A 85178310 10,265,664 320,802 320,802
SPRINT CORP COM FON GR 85206110 704,851,212 13,820,612 13,691,241 99,795 29,576
SPRINT CORP PCS COM SE 85206150 866,554,608 14,563,943 14,366,173 169,145 28,625
SPYGLASS INC COM 85219210 4,131,618 131,950 131,850 100
STAAR SURGICAL CO COM PAR $0 85231230 215,909 19,300 19,300
STAFF LEASING INC COM 85238110 229,784 64,510 64,510
STAMPS COM INC COM 85285710 418,553 57,242 57,242
STANCORP FINL GROUP COM 85289110 4,252,161 132,363 132,363
STANDARD MICROSYSTEM COM 85362610 464,325 30,200 30,200
STANDARD MTR PRODS I COM 85366610 257,550 30,300 30,300
STANDARD PAC CORP NE COM 85375C10 4,700,440 470,044 470,044
STANDARD REGISTER CO COM 85388710 2,722,519 191,054 190,954 100
STANDEX INTL CORP COM 85423110 1,167,669 73,554 71,034 2,520
STANLEY WKS COM 85461610 36,322,490 1,529,368 1,488,834 27,634 12,900
STARBASE CORP COM NEW 85491020 845,218 79,550 77,350 2,200
STAR TELECOMMUNICATI COM 85492310 399,667 157,909 157,909
STAPLES INC COM 85503010 136,396,621 8,871,325 7,637,070 943,311 290,944
STARBUCKS CORP COM 85524410 106,111,095 2,778,723 2,733,913 44,610 200
STARMEDIA NETWORK IN COM 85554610 2,302,353 121,979 120,879 1,100
STARRETT L S CO CL A 85566810 497,000 28,400 28,400
STARTEK INC COM 85569C10 2,606,906 51,750 51,750
STATE AUTO FINL CORP COM 85570710 1,249,558 105,226 105,226
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 38,235,114 1,174,225 1,151,730 22,495
STATE STR CORP COM 85747710 722,027,565 6,807,599 2,669,743 3,932,830 205,026
STATEN IS BANCORP IN COM 85755010 4,543,548 257,790 257,290 500
STATION CASINOS INC COM 85768910 13,056,950 522,278 522,178 100
STEEL DYNAMICS INC COM 85811910 4,982,550 549,829 472,274 76,755 800
STEELCASE INC CL A 85815520 6,215,540 365,620 365,520 100
STEIN MART INC COM 85837510 1,968,246 192,024 192,024
STEINWAY MUSICAL INS COM ORD 85849510 535,177 32,435 32,435
STEPAN CO COM 85858610 937,998 40,344 40,344
STERLING BANCSHARES COM 85890710 1,962,821 181,541 181,541
PAGE TOTAL: 2,716,282,560
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SPECTRA-PHYSICS LASE 10,100
SPECTRALINK CORP 22,650
SPECTRASITE HLDGS IN 143,600
SPEEDFAM-IPEC INC 179,759
SPEEDWAY MOTORSPORTS 81,728 5,000
SPIEGEL INC 215,169
SPIEKER PPTYS INC 436,634 700
SPINNAKER EXPL CO 23,566
SPORTSLINE COM INC 112,980
SPRINGS INDS INC 293,368 2,200 25,234
SPRINT CORP 12,672,982 141,576 1,006,054
SPRINT CORP 12,955,397 556,325 1,052,221
SPYGLASS INC 131,950
STAAR SURGICAL CO 19,300
STAFF LEASING INC 64,510
STAMPS COM INC 57,242
STANCORP FINL GROUP 132,363
STANDARD MICROSYSTEM 30,200
STANDARD MTR PRODS I 30,300
STANDARD PAC CORP NE 470,044
STANDARD REGISTER CO 189,154 1,900
STANDEX INTL CORP 71,034 2,520
STANLEY WKS 1,364,255 23,900 141,213
STARBASE CORP 79,550
STAR TELECOMMUNICATI 157,909
STAPLES INC 7,801,488 351,744 718,093
STARBUCKS CORP 2,570,352 23,500 184,871
STARMEDIA NETWORK IN 115,450 6,529
STARRETT L S CO 28,400
STARTEK INC 51,750
STATE AUTO FINL CORP 105,226
STARWOOD HOTELS&RESO 1,107,142 67,083
STATE STR CORP 2,646,346 3,916,627 244,626
STATEN IS BANCORP IN 257,790
STATION CASINOS INC 522,278
STEEL DYNAMICS INC 549,029 800
STEELCASE INC 364,920 700
STEIN MART INC 192,024
STEINWAY MUSICAL INS 32,435
STEPAN CO 40,344
STERLING BANCSHARES 181,541
</TABLE>
69
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
STERICYCLE INC COM 85891210 2,148,000 89,500 89,500
STERIS CORP COM 85915210 5,927,710 667,911 667,411 500
STERLING FINL CORP COM 85931710 619,125 31,250 31,250
STEWART & STEVENSON COM 86034210 5,441,704 361,287 361,177 110
STEWART ENTERPRISES CL A 86037010 2,828,595 801,075 799,475 1,600
STEWART INFORMATION COM 86037210 1,082,250 74,000 74,000
STILLWATER MNG CO COM 86074Q10 7,261,326 260,496 258,796 1,700
STONE ENERGY CORP COM 86164210 7,631,210 127,719 127,619 100
STONERIDGE INC COM 86183P10 1,034,626 118,243 118,243
STORAGE USA INC COM 86190710 7,557,487 256,186 227,821 28,365
STORAGE TECHNOLOGY C COM PAR $0 86211120 8,773,344 802,171 801,505 666
STRAYER ED INC COM 86323610 1,269,960 52,915 52,815 100
STRIDE RITE CORP COM 86331410 1,805,331 294,748 294,748
STRUCTURAL DYNAMICS COM 86355510 7,156,649 475,146 475,146
STRYKER CORP COM 86366710 88,061,881 2,012,843 1,839,700 154,368 18,775
STUDENT LN CORP COM 86390210 1,631,952 38,856 38,856
STURM RUGER & CO INC COM 86415910 1,097,216 123,630 123,630
SUIZA FOODS CORP COM 86507710 21,524,305 440,395 440,095 300
SUMMIT BANCORP COM 86600510 71,028,448 2,884,404 2,845,060 9,244 30,100
SUMMIT PPTYS INC COM 86623910 3,517,920 167,520 167,520
SUMMIT TECHNOLOGY IN COM 86627E10 5,815,387 308,100 308,000 100
SUN COMMUNITIES INC COM 86667410 3,870,767 115,763 115,763
SUN MICROSYSTEMS INC COM 86681010 2,545,711,293 27,994,230 27,236,454 651,326 106,450
SUNAIR ELECTRS INC COM 86701710 766,975 278,900 278,900
SUNBEAM CORP COM 86707110 1,751,443 509,585 496,685 12,900
SUNGLASS HUT INTL IN COM 86736F10 2,201,311 267,832 267,832
SUNGARD DATA SYS INC COM 86736310 34,956,034 1,127,614 1,061,261 56,953 9,400
SUNOCO INC COM 86764P10 44,720,602 1,519,197 1,513,581 5,516 100
SUNRISE ASSISTED LIV COM 86768K10 2,420,059 130,814 130,814
SUNRISE TECHNOLOGIES COM 86769L10 2,988,430 298,843 298,843
SUNRISE MED INC COM 86791010 412,819 84,681 84,681
SUNTRUST BKS INC COM 86791410 233,888,931 5,119,376 5,090,406 28,970
SUPERCONDUCTOR TECHN COM 86793110 957,247 24,350 24,350
SUPERGEN INC COM 86805910 5,433,222 149,882 149,882
SUPERIOR ENERGY SVCS COM 86815710 1,235,558 119,090 119,090
SUPERIOR INDS INTL I COM 86816810 5,834,383 226,578 226,548 30
SUPERIOR TELECOM INC COM 86836510 784,347 78,932 78,932
SUPERTEX INC COM 86853210 595,462 11,850 11,850
SUPERVALU INC COM 86853610 50,440,072 2,646,106 2,642,996 3,110
SUSQUEHANNA BANCSHAR COM 86909910 3,859,612 270,850 270,350 500
SWIFT ENERGY CO COM 87073810 7,818,050 275,526 275,426 100
PAGE TOTAL: 3,203,861,043
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
STERICYCLE INC 89,500
STERIS CORP 663,111 4,800
STERLING FINL CORP 31,250
STEWART & STEVENSON 359,287 2,000
STEWART ENTERPRISES 793,575 7,500
STEWART INFORMATION 74,000
STILLWATER MNG CO 260,496
STONE ENERGY CORP 127,719
STONERIDGE INC 118,243
STORAGE USA INC 256,186
STORAGE TECHNOLOGY C 794,571 7,600
STRAYER ED INC 52,915
STRIDE RITE CORP 294,748
STRUCTURAL DYNAMICS 472,446 2,700
STRYKER CORP 1,977,668 18,775 16,400
STUDENT LN CORP 38,856
STURM RUGER & CO INC 123,630
SUIZA FOODS CORP 432,995 7,400
SUMMIT BANCORP 2,627,598 51,600 205,206
SUMMIT PPTYS INC 167,520
SUMMIT TECHNOLOGY IN 308,100
SUN COMMUNITIES INC 115,763
SUN MICROSYSTEMS INC 25,106,369 1,024,890 1,862,971
SUNAIR ELECTRS INC 278,900
SUNBEAM CORP 509,585
SUNGLASS HUT INTL IN 267,832
SUNGARD DATA SYS INC 1,107,214 9,400 11,000
SUNOCO INC 1,415,618 15,515 88,064
SUNRISE ASSISTED LIV 130,814
SUNRISE TECHNOLOGIES 298,843
SUNRISE MED INC 84,681
SUNTRUST BKS INC 4,599,174 39,500 480,702
SUPERCONDUCTOR TECHN 24,350
SUPERGEN INC 149,882
SUPERIOR ENERGY SVCS 119,090
SUPERIOR INDS INTL I 224,778 1,800
SUPERIOR TELECOM INC 78,932
SUPERTEX INC 11,850
SUPERVALU INC 2,389,251 20,400 236,455
SUSQUEHANNA BANCSHAR 270,350 500
SWIFT ENERGY CO 275,526
</TABLE>
70
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
SWIFT TRANSN CO COM 87075610 6,867,476 490,534 490,334 200
SYBASE INC COM 87113010 33,251,445 1,445,715 1,443,485 2,230
SYBRON INTL CORP COM 87114F10 17,244,146 870,389 858,689 11,700
SYCAMORE NETWORKS IN COM 87120610 42,045,700 380,935 222,085 158,600 250
SYKES ENTERPRISES IN COM 87123710 3,968,899 308,264 307,864 400
SYLVAN LEARNING SYS COM 87139910 5,338,025 388,220 382,820 5,400
SYMANTEC CORP COM 87150310 50,001,540 927,036 925,836 1,200
SYMBOL TECHNOLOGIES COM 87150810 58,622,562 1,085,603 1,083,713 1,890
SYMMETRICOM INC COM 87154310 723,412 28,650 28,650
SYMYX TECHNOLOGIES COM 87155S10 2,290,233 53,750 53,550 200
SYNCOR INTL CORP DEL COM 87157J10 9,510,120 132,085 132,085
SYNOPSYS INC COM 87160710 19,419,903 561,886 558,786 600 2,500
SYNOVUS FINL CORP COM 87161C10 76,730,666 4,353,513 4,349,313 4,200
SYNTEL INC COM 87162H10 538,500 53,850 53,850
SYNTROLEUM CORP COM 87163010 2,905,256 169,650 169,450 200
SYSCO CORP COM 87182910 310,816,658 7,378,437 5,718,455 938,576 721,406
SYSTEMAX INC COM 87185110 742,295 191,560 191,560
SYSTEMS & COMPUTER T COM 87187310 4,602,880 230,144 230,044 100
TCF FINL CORP COM 87227510 19,241,104 749,060 746,268 1,000 1,792
TD WATERHOUSE GRP IN COM 87236210 1,184,140 68,400 66,000 2,400
TECO ENERGY INC COM 87237510 25,527,229 1,272,417 1,147,912 52,772 71,733
TEPPCO PARTNERS L P UT LTD PAR 87238410 376,176 15,839 13,439 2,400
THQ INC COM NEW 87244340 1,427,085 117,099 117,099
TJX COS INC NEW COM 87254010 97,082,587 5,177,738 5,164,093 11,545 2,100
TRW INC COM 87264910 87,129,357 2,008,746 1,993,200 7,020 8,526
TMP WORLDWIDE INC COM 87294110 19,188,462 259,964 259,764 200
TV GUIDE INC CL A 87307Q10 7,617,131 222,398 222,198 200
TXU CORP COM 87316810 138,501,939 4,694,981 4,685,280 4,602 5,099
TAKE-TWO INTERACTIVE COM 87405410 539,562 44,500 44,500
TALBOTS INC COM 87416110 5,004,815 91,101 90,801 100 200
TALK COM INC COM 87426410 1,768,911 304,355 304,355
TANGER FACTORY OUTLE COM 87546510 1,060,578 45,131 45,131
TANNING TECHNOLOGY C COM 87588P10 455,647 23,670 23,670
TANOX INC COM 87588Q10 875,272 18,500 18,500
TARGET CORP COM 87612E10 2,403,881,224 41,446,228 41,120,706 239,103 86,419
TARGETED GENETICS CO COM 87612M10 769,037 51,700 51,700
TARRANT APPAREL GROU COM 87628910 212,164 23,740 23,740
TAUBMAN CTRS INC COM 87666410 2,916,859 265,169 264,969 200
TECH DATA CORP COM 87823710 19,863,052 455,972 454,797 1,175
TECHNE CORP COM 87837710 18,467,410 142,057 141,937 120
TECHNICLONE CORP COM NEW 87851730 524,675 135,400 135,400
PAGE TOTAL: 3,499,234,132
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
SWIFT TRANSN CO 485,934 4,600
SYBASE INC 1,438,315 7,400
SYBRON INTL CORP 861,189 9,200
SYCAMORE NETWORKS IN 379,685 250 1,000
SYKES ENTERPRISES IN 305,064 3,200
SYLVAN LEARNING SYS 385,120 3,100
SYMANTEC CORP 917,075 9,961
SYMBOL TECHNOLOGIES 1,073,505 12,098
SYMMETRICOM INC 28,650
SYMYX TECHNOLOGIES 53,750
SYNCOR INTL CORP DEL 132,085
SYNOPSYS INC 553,292 2,500 6,094
SYNOVUS FINL CORP 4,007,570 36,300 309,643
SYNTEL INC 53,850
SYNTROLEUM CORP 169,650
SYSCO CORP 5,928,230 914,606 535,601
SYSTEMAX INC 191,560
SYSTEMS & COMPUTER T 230,144
TCF FINL CORP 740,168 1,792 7,100
TD WATERHOUSE GRP IN 68,400
TECO ENERGY INC 1,188,284 71,733 12,400
TEPPCO PARTNERS L P 13,439 2,400
THQ INC 117,099
TJX COS INC NEW 4,378,013 446,404 353,321
TRW INC 1,820,254 26,026 162,466
TMP WORLDWIDE INC 259,264 700
TV GUIDE INC 222,398
TXU CORP 4,216,831 41,099 437,051
TAKE-TWO INTERACTIVE 44,500
TALBOTS INC 90,901 200
TALK COM INC 304,355
TANGER FACTORY OUTLE 45,131
TANNING TECHNOLOGY C 23,670
TANOX INC 18,500
TARGET CORP 7,473,127 33,252,872 720,229
TARGETED GENETICS CO 51,700
TARRANT APPAREL GROU 23,740
TAUBMAN CTRS INC 265,169
TECH DATA CORP 451,872 4,100
TECHNE CORP 141,857 200
TECHNICLONE CORP 135,400
</TABLE>
71
<PAGE>
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
TECHNITROL INC COM 87855510 16,088,806 166,078 165,578 500
TECHNOLOGY SOLUTIONS COM 87872T10 1,900,510 307,178 301,011 6,167
TECUMSEH PRODS CO CL A 87889520 6,313,265 165,325 164,825 500
TEJON RANCH CO DEL COM 87908010 994,487 44,078 44,078
TEKELEC COM 87910110 11,064,120 229,608 229,408 200
TEKTRONIX INC COM 87913110 63,267,854 854,971 854,451 520
TELAXIS COMMUNICATIO COM 87920210 362,500 11,600 11,600
TELCOM SEMICONDUCTOR COM 87921P10 2,069,202 51,650 36,650 15,000
TELE CENTRO OESTE CE SPON ADR P 87923P10 214,920 17,910 17,910
TELE DANMARK A/S SPON ADR C 87924210 910,180 26,770 19,100 7,670
TELE NORTE LESTE PAR SPON ADR P 87924610 715,743 30,296 30,296
TELECORP PCS INC CL A 87929910 2,681,272 66,513 66,513
TELEDYNE TECHNOLOGIE COM 87936010 6,389,538 381,465 380,554 911
TELEFLEX INC COM 87936910 11,769,829 329,226 327,276 1,950
TELEFONICA S A SPONSORED 87938220 2,488,936 38,852 29,170 9,682
TELEFONOS DE MEXICO SPON ADR O 87940378 3,990,181 69,850 69,850
TELEPHONE & DATA SYS COM 87943310 52,695,911 525,645 523,038 2,607
TELE1 EUROPE HLDG AB SPONSORED 87944T20 997,225 82,675 82,675
TELESCAN INC COM 87951610 396,054 54,165 54,165
TELESP CELULAR PART SPON ADR P 87952L10 807,525 17,995 17,995
TELIGENT INC CL A 87959Y10 2,560,359 108,375 104,950 3,175 250
TELLABS INC COM 87966410 434,567,969 6,349,898 6,334,344 14,154 1,400
TELXON CORP COM 87970010 624,624 34,944 34,944
TEMPLE INLAND INC COM 87986810 71,326,458 1,698,249 1,316,556 381,693
TELETECH HOLDINGS IN COM 87993910 8,537,452 274,852 274,852
TENFOLD CORP COM 88033A10 1,921,583 116,906 116,706 200
TENET HEALTHCARE COR COM 88033G10 142,532,271 5,278,973 5,268,348 10,625
TENNANT CO COM 88034510 2,457,637 65,537 65,337 200
TENNECO AUTOMOTIVE I COM 88034910 990,932 188,749 185,285 3,424 40
TERADYNE INC COM 88077010 250,310,056 3,405,579 3,395,604 9,775 200
TERAYON COMMUNICATIO COM 88077510 15,599,226 242,850 242,520 330
TEREX CORP NEW COM 88077910 2,889,508 204,567 204,367 200
TERRA NETWORKS S A SPONSORED 88100W10 456,336 12,513 7,578 4,935
TERREMARK WORLDWIDE COM 88144810 1,037,263 210,100 210,100
TESORO PETE CORP COM 88160910 2,275,492 224,740 224,740
TETRA TECH INC NEW COM 88162G10 5,406,552 236,352 236,252 100
TEVA PHARMACEUTICAL ADR 88162420 1,148,211 20,712 20,712
TEXACO INC COM 88169410 2,150,696,411 40,388,665 9,011,257 31,279,901 97,507
TEXAS BIOTECHNOLOGY COM 88221T10 1,845,850 97,150 97,150
TEXAS INDS INC COM 88249110 4,185,084 144,938 143,438 1,500
TEXAS INSTRS INC COM 88250810 1,961,397,535 28,555,586 28,395,164 148,922 11,500
PAGE TOTAL: 5,248,884,867
<CAPTION>
Name of Voting Authority
----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
TECHNITROL INC 166,078
TECHNOLOGY SOLUTIONS 307,178
TECUMSEH PRODS CO 163,925 1,400
TEJON RANCH CO DEL 44,078
TEKELEC 229,108 500
TEKTRONIX INC 797,456 5,600 51,915
TELAXIS COMMUNICATIO 11,600
TELCOM SEMICONDUCTOR 51,650
TELE CENTRO OESTE CE 17,910
TELE DANMARK A/S 26,770
TELE NORTE LESTE PAR 30,296
TELECORP PCS INC 66,513
TELEDYNE TECHNOLOGIE 375,525 5,940
TELEFLEX INC 326,526 2,700
TELEFONICA S A 38,852
TELEFONOS DE MEXICO 69,850
TELEPHONE & DATA SYS 520,245 5,400
TELE1 EUROPE HLDG AB 82,675
TELESCAN INC 54,165
TELESP CELULAR PART 17,995
TELIGENT INC 108,125 250
TELLABS INC 5,638,636 238,855 472,407
TELXON CORP 34,944
TEMPLE INLAND INC 1,221,357 387,798 89,094
TELETECH HOLDINGS IN 274,852
TENFOLD CORP 116,906
TENET HEALTHCARE COR 4,765,305 31,700 481,968
TENNANT CO 65,537
TENNECO AUTOMOTIVE I 187,949 40 760
TERADYNE INC 3,100,630 100,800 204,149
TERAYON COMMUNICATIO 242,450 400
TEREX CORP NEW 204,567
TERRA NETWORKS S A 12,513
TERREMARK WORLDWIDE 210,100
TESORO PETE CORP 224,740
TETRA TECH INC NEW 236,352
TEVA PHARMACEUTICAL 20,712
TEXACO INC 39,588,420 170,107 630,138
TEXAS BIOTECHNOLOGY 97,150
TEXAS INDS INC 144,938
TEXAS INSTRS INC 24,976,935 957,500 2,621,151
</TABLE>
72
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
TEXAS REGL BANCSHARE CL A VTG 88267310 2,557,825 100,801 100,801
TEXTRON INC COM 88320310 132,275,844 2,435,481 2,411,516 18,374 5,591
THERAGENICS CORP COM 88337510 3,063,072 357,752 357,752
THERMA-WAVE INC COM 88343A10 595,730 26,700 26,700
THERMO CARDIOSYSTEMS COM NONRED 88355K20 1,094,690 109,469 109,469
THERMO ECOTEK CORP COM 88355R10 316,875 33,800 33,800
THERMO FIBERTEK INC COM 88355W10 228,475 48,100 48,100
THERMO ELECTRON CORP COM 88355610 54,812,485 2,602,435 2,595,302 7,062 71
THERMO INSTR SYS INC COM 88355910 3,241,556 172,883 172,883
THERMEDICS INC COM 88390110 1,466,303 147,560 147,560
THOMAS & BETTS CORP COM 88431510 19,226,553 1,005,310 1,001,990 824 2,496
THOMAS INDS INC COM 88442510 1,767,815 99,950 99,950
THOR INDS INC COM 88516010 1,023,939 48,759 48,759
THORATEC LABS CORP COM NEW 88517530 510,699 31,550 31,550
THORNBURG MTG INC COM 88521810 583,584 81,200 81,200
3DO CO COM 88553W10 366,016 46,662 46,662
3DFX INTERACTIVE INC COM 88553X10 1,113,313 143,081 143,081
3COM CORP COM 88553510 320,075,699 5,554,459 5,531,829 20,280 2,350
3-D SYS CORP DEL COM NEW 88554D20 283,100 14,900 14,900
THREE FIVE SYS INC COM 88554L10 3,170,660 53,740 53,740
TIBCO SOFTWARE INC COM 88632Q10 27,022,431 251,995 251,595 400
TICKETMASTER ONLINE- CL B 88633P20 1,963,916 123,230 123,230
TIDEWATER INC COM 88642310 21,382,020 593,945 593,145 800
TIFFANY & CO NEW COM 88654710 128,381,827 1,901,953 1,898,678 3,075 200
TIMBERLAND CO CL A 88710010 6,678,208 94,309 93,549 700 60
TIME WARNER INC COM 88731510 1,680,788,716 22,115,641 21,852,783 232,797 30,061
TIME WARNER TELECOM CL A 88731910 9,074,750 140,967 140,467 500
TIMKEN CO COM 88738910 19,715,735 1,058,563 1,056,963 1,600
TITAN CORP COM 88826610 22,583,982 504,670 504,350 320
TITAN INTL INC ILL COM 88830M10 338,374 63,700 63,700
TITAN PHARMACEUTICAL COM 88831410 2,472,500 57,500 55,000 2,500
TITANIUM METALS CORP COM 88833910 322,934 68,900 68,900
TIVO INC COM 88870610 979,195 27,977 27,777 200
TODD SHIPYARDS CORP COM 88903910 221,287 28,100 28,100
TOKIO MARINE & FIRE ADR NEW 88909040 702,100 11,800 11,800
TOLL BROTHERS INC COM 88947810 3,012,106 146,932 146,932
TOLLGRADE COMMUNICAT COM 88954210 2,126,625 16,050 16,050
TOO INC COM 89033310 3,449,104 135,594 135,060 534
TOOTSIE ROLL INDS IN COM 89051610 6,465,130 184,718 183,410 1,308
TOPPS INC COM 89078610 7,101,825 617,550 617,550
TORCHMARK CORP COM 89102710 59,060,783 2,392,384 2,374,534 14,750 3,100
PAGE TOTAL: 2,551,617,781
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
TEXAS REGL BANCSHARE 100,801
TEXTRON INC 2,177,549 26,306 231,626
THERAGENICS CORP 357,752
THERMA-WAVE INC 26,700
THERMO CARDIOSYSTEMS 109,469
THERMO ECOTEK CORP 33,800
THERMO FIBERTEK INC 48,100
THERMO ELECTRON CORP 2,403,959 26,336 172,140
THERMO INSTR SYS INC 172,633 250
THERMEDICS INC 147,560
THOMAS & BETTS CORP 934,424 9,596 61,290
THOMAS INDS INC 99,950
THOR INDS INC 48,759
THORATEC LABS CORP 31,550
THORNBURG MTG INC 81,200
3DO CO 46,662
3DFX INTERACTIVE INC 143,081
3COM CORP 4,949,148 199,594 405,717
3-D SYS CORP DEL 14,900
THREE FIVE SYS INC 53,740
TIBCO SOFTWARE INC 250,695 1,300
TICKETMASTER ONLINE- 123,230
TIDEWATER INC 587,845 6,100
TIFFANY & CO NEW 1,814,702 8,900 78,351
TIMBERLAND CO 94,249 60
TIME WARNER INC 19,218,971 850,005 2,046,665
TIME WARNER TELECOM 140,367 600
TIMKEN CO 1,006,783 6,200 45,580
TITAN CORP 500,570 4,100
TITAN INTL INC ILL 63,700
TITAN PHARMACEUTICAL 55,000 2,500
TITANIUM METALS CORP 68,900
TIVO INC 27,977
TODD SHIPYARDS CORP 28,100
TOKIO MARINE & FIRE 11,800
TOLL BROTHERS INC 146,932
TOLLGRADE COMMUNICAT 16,050
TOO INC 135,471 123
TOOTSIE ROLL INDS IN 184,282 436
TOPPS INC 617,550
TORCHMARK CORP 2,231,964 20,500 139,920
</TABLE>
73
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
TORO CO COM 89109210 2,601,133 78,973 78,773 200
TORONTO DOMINION BK COM NEW 89116050 642,809 26,440 26,440
TOSCO CORP COM NEW 89149030 90,962,832 3,212,872 3,195,487 14,285 3,100
TOTAL RENAL CARE HLD COM 89151A10 2,804,580 467,430 467,430
TOTAL FINA ELF S A SPONSORED 89151E10 10,245,952 133,390 133,390
TOWER AUTOMOTIVE INC COM 89170710 5,375,725 430,058 426,658 1,100 2,300
TOTAL SYS SVCS INC COM 89190610 3,310,874 208,559 208,459 100
TOWN & CTRY TR SH BEN INT 89208110 1,978,515 115,117 115,117
TOYOTA MOTOR CORP SP ADR REP 89233130 3,848,623 41,300 41,300
TOYS R US INC COM 89233510 54,995,140 3,776,620 3,751,745 24,875
TRACTOR SUPPLY CO COM 89235610 399,111 24,098 24,098
TRAMMELL CROW CO COM 89288R10 1,592,935 148,180 148,180
TRANS WORLD AIRLS IN COM PAR$.0 89334983 574,570 262,721 261,721 1,000
TRANS WORLD ENTMT CO COM 89336Q10 5,537,208 456,677 456,677
TRANSACTION SYS ARCH CL A 89341610 5,893,483 344,145 343,945 200
TRANSATLANTIC HLDGS COM 89352110 10,321,182 123,238 123,038 200
TRANSKARYOTIC THERAP COM 89373510 4,942,470 134,489 134,389 100
TRANSMONTAIGNE INC COM 89393410 1,427,431 233,050 233,050
TRAVELOCITY COM INC COM 89395310 1,531,062 93,500 93,500
TRANSWITCH CORP COM 89406510 29,804,602 386,135 385,815 320
TREDEGAR CORP COM 89465010 73,076,812 3,846,148 3,846,148
TREMONT CORP COM PAR $1 89474520 272,303 12,170 12,170
TRENDWEST RESORTS IN COM 89491710 514,839 31,928 31,928
TRENWICK GROUP INC COM 89529010 1,663,824 114,258 114,258
TREX INC COM 89531P10 1,485,650 29,713 29,613 100
TRIAD HOSPITALS INC COM 89579K10 5,579,674 230,689 230,033 656
TRIANGLE PHARMACEUTI COM 89589H10 1,908,185 210,570 210,570
TRIAD GTY INC COM 89592510 2,056,691 89,667 89,667
TRIARC COS INC CL A 89592710 2,305,102 112,444 112,264 180
TRICON GLOBAL RESTAU COM 89595310 159,757,959 5,655,149 5,627,947 21,129 6,073
TRIBUNE CO NEW COM 89604710 185,124,240 5,289,264 5,092,145 120,598 76,521
TRICO MARINE SERVICE COM 89610610 453,900 35,600 35,600
TRICORD SYSTEMS INC COM 89612110 581,596 32,200 31,700 500
TRIGON HEALTHCARE IN COM 89618L10 30,014,601 582,107 581,707 400
TRIMBLE NAVIGATION L COM 89623910 7,443,341 152,490 151,090 400 1,000
TRIMERIS INC COM 89626310 2,524,445 36,096 36,096
TRINITY INDS INC COM 89652210 7,637,022 412,812 412,412 400
TRIQUINT SEMICONDUCT COM 89674K10 36,387,852 380,280 354,300 25,005 975
TRITEL INC CL A 89675X10 1,315,134 44,300 43,900 400
TRITON PCS HLDGS INC CL A 89677M10 4,071,375 70,500 70,300 200
TRIUMPH GROUP INC NE COM 89681810 2,164,521 77,651 77,551 100
PAGE TOTAL: 765,129,303
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
TORO CO 78,973
TORONTO DOMINION BK 26,440
TOSCO CORP 3,002,440 19,800 190,632
TOTAL RENAL CARE HLD 467,430
TOTAL FINA ELF S A 133,390
TOWER AUTOMOTIVE INC 427,758 2,300
TOTAL SYS SVCS INC 208,109 450
TOWN & CTRY TR 115,117
TOYOTA MOTOR CORP 41,300
TOYS R US INC 3,345,106 29,700 401,814
TRACTOR SUPPLY CO 24,098
TRAMMELL CROW CO 148,180
TRANS WORLD AIRLS IN 262,721
TRANS WORLD ENTMT CO 456,677
TRANSACTION SYS ARCH 341,645 2,500
TRANSATLANTIC HLDGS 122,588 650
TRANSKARYOTIC THERAP 134,489
TRANSMONTAIGNE INC 233,050
TRAVELOCITY COM INC 93,500
TRANSWITCH CORP 382,835 3,300
TREDEGAR CORP 145,681 3,700,467
TREMONT CORP 12,170
TRENDWEST RESORTS IN 31,928
TRENWICK GROUP INC 114,258
TREX INC 29,713
TRIAD HOSPITALS INC 230,679 10
TRIANGLE PHARMACEUTI 210,570
TRIAD GTY INC 89,667
TRIARC COS INC 112,444
TRICON GLOBAL RESTAU 3,184,371 2,270,254 200,524
TRIBUNE CO NEW 4,707,561 116,801 464,902
TRICO MARINE SERVICE 35,600
TRICORD SYSTEMS INC 32,200
TRIGON HEALTHCARE IN 574,707 7,400
TRIMBLE NAVIGATION L 151,490 1,000
TRIMERIS INC 36,096
TRINITY INDS INC 409,662 3,150
TRIQUINT SEMICONDUCT 376,205 975 3,100
TRITEL INC 44,300
TRITON PCS HLDGS INC 70,100 400
TRIUMPH GROUP INC NE 77,651
</TABLE>
74
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
TRIZETTO GROUP INC COM 89688210 443,539 27,401 27,401
TROPICAL SPORTSWEAR COM 89708P10 348,250 19,900 19,900
TRUE NORTH COMMUNICA COM 89784410 13,869,812 315,223 314,593 630
TRUST CO NJ JERSEY C COM 89830410 2,187,591 119,868 119,868
TRUSTCO BK CORP N Y COM 89834910 4,505,712 360,457 360,457
TRUSTMARK CORP COM 89840210 5,312,530 304,670 304,670
TUCKER ANTHONY SUTRO COM 89864710 3,270,600 181,700 181,600 100
TUESDAY MORNING CORP COM NEW 89903550 670,939 63,899 63,899
TULARIK INC COM 89916510 976,450 33,100 33,100
TUMBLEWEED COMMUNICA COM 89969010 1,227,206 24,122 24,122
TUPPERWARE CORP COM 89989610 24,216,962 1,100,771 1,099,847 700 224
TUT SYSTEMS COM 90110310 5,827,578 101,570 101,570
TWEETER HOME ENTMT G COM 90116710 2,540,868 83,650 83,050 600
21ST CENTY INS GROUP COM 90130N10 5,849,928 371,424 371,324 100
24 / 7 MEDIA INC COM 90131410 2,121,562 135,780 135,680 100
TWINLAB CORP COM 90177410 940,765 147,571 147,571
II VI INC COM 90210410 532,125 11,000 10,900 100
TYCO INTL LTD NEW COM 90212410 1,073,626,557 22,662,302 22,164,770 376,896 120,636
TYLER TECHNOLOGIES I COM 90225210 428,878 167,400 167,400
TYSON FOODS INC CL A 90249410 13,806,765 1,577,916 1,576,766 1,150
UAL CORP COM PAR $0 90254950 15,366,430 264,087 262,475 1,612
UCAR INTL INC COM 90262K10 6,016,357 460,600 460,500 100
UCBH HOLDINGS INC COM 90262T30 328,250 12,300 12,300
UGI CORP NEW COM 90268110 4,902,288 239,136 237,836 1,300
UICI COM 90273710 1,622,789 247,301 247,301
UMB FINL CORP COM 90278810 4,024,555 122,655 122,655
USX MARATHON GROUP COM NEW 90290582 160,330,761 6,397,365 6,385,393 7,072 4,900
U S B HLDG INC COM 90291010 853,037 60,392 60,392
UST INC COM 90291110 39,631,209 2,698,387 2,679,087 6,800 12,500
U S PLASTIC LMBR COR COM 90294810 626,973 142,300 142,300
U S FRANCHISE SYS IN CL A NEW 90295630 214,754 44,629 44,629
U S RESTAURANT PPTYS COM 90297110 456,189 51,045 51,045
US BANCORP DEL COM 90297310 247,533,594 12,858,888 12,762,523 55,139 41,226
U S LIQUIDS INC COM 90297410 273,900 49,800 49,800
U S TIMBERLANDS CO L COM UNITS 90297710 245,700 25,200 25,200
USA NETWORKS INC COM 90298410 15,122,622 699,312 693,232 5,430 650
URS CORP NEW COM 90323610 1,146,800 75,200 75,200
U S CAN CORP COM 90328W10 1,452,550 83,600 83,600
U S G CORP COM NEW 90329340 32,245,553 1,061,582 1,059,972 1,010 600
US LEC CORP CL A 90331S10 1,183,200 69,600 69,100 500
USEC INC COM 90333E10 2,799,970 605,399 605,399
PAGE TOTAL: 1,699,082,098
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
TRIZETTO GROUP INC 26,517 884
TROPICAL SPORTSWEAR 19,900
TRUE NORTH COMMUNICA 314,723 500
TRUST CO NJ JERSEY C 119,868
TRUSTCO BK CORP N Y 360,457
TRUSTMARK CORP 304,670
TUCKER ANTHONY SUTRO 181,700
TUESDAY MORNING CORP 63,899
TULARIK INC 33,100
TUMBLEWEED COMMUNICA 24,122
TUPPERWARE CORP 998,367 37,724 64,680
TUT SYSTEMS 101,570
TWEETER HOME ENTMT G 83,650
21ST CENTY INS GROUP 370,824 600
24 / 7 MEDIA INC 135,780
TWINLAB CORP 147,571
II VI INC 11,000
TYCO INTL LTD NEW 20,408,736 338,999 1,914,567
TYLER TECHNOLOGIES I 167,400
TYSON FOODS INC 1,557,416 20,500
UAL CORP 237,363 417 26,307
UCAR INTL INC 457,500 3,100
UCBH HOLDINGS INC 12,300
UGI CORP NEW 239,136
UICI 247,301
UMB FINL CORP 122,655
USX MARATHON GROUP 5,830,213 49,510 517,642
U S B HLDG INC 60,392
UST INC 2,504,656 100,500 93,231
U S PLASTIC LMBR COR 142,300
U S FRANCHISE SYS IN 44,629
U S RESTAURANT PPTYS 51,045
US BANCORP DEL 11,579,273 139,026 1,140,589
U S LIQUIDS INC 49,800
U S TIMBERLANDS CO L 25,200
USA NETWORKS INC 696,462 650 2,200
URS CORP NEW 75,200
U S CAN CORP 83,600
U S G CORP 1,029,840 600 31,142
US LEC CORP 69,600
USEC INC 605,399
</TABLE>
75
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
-------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
U S AGGREGATES INC COM 90334D10 201,187 11,100 11,100
U S INTERACTIVE INC COM 90334M10 413,647 31,974 31,474 500
USX-U S STL COM 90337T10 31,806,748 1,713,541 1,712,331 1,210
U S XPRESS ENTERPRIS CL A 90338N10 230,121 28,544 28,544
US UNWIRED INC CL A 90338R10 666,250 51,250 50,000 1,250
US ONCOLOGY INC COM 90338W10 1,991,005 398,201 398,201
UTI ENERGY CORP COM 90338710 3,960,899 98,714 98,714
U S WIRELESS CORP COM 90339C10 342,000 16,000 16,000
ULTICOM INC COM 90384410 420,280 17,500 17,500
ULTIMATE ELECTRS INC COM 90384910 404,634 15,100 15,100
ULTRAMAR DIAMOND SHA COM 90400010 33,917,334 1,366,973 1,365,273 1,700
ULTRATECH STEPPER IN COM 90403410 2,188,424 147,121 147,121
UNIFI INC COM 90467710 7,831,494 632,848 632,748 100
UNIFIRST CORP MASS COM 90470810 359,887 45,700 45,700
UNIFY CORP COM 90474310 229,889 26,850 26,850
UNILEVER PLC SPON ADR N 90476770 992,663 39,509 39,509
UNILEVER N V N Y SHS NE 90478470 322,132,264 7,491,448 7,481,014 10,434
UNICOM CORP COM 90491110 123,693,093 3,197,278 3,187,164 9,966 148
UNIGRAPHICS SOLUTION CL A 90492810 850,200 43,600 42,500 1,100
UNION CARBIDE CORP COM 90558110 769,140,999 15,538,202 2,282,677 13,254,025 1,500
UNION PAC CORP COM 90781810 161,601,091 4,345,634 4,226,681 43,888 75,065
UNION PAC RES GROUP COM 90783410 98,084,426 4,458,383 4,405,370 24,415 28,598
UNION PLANTERS CORP COM 90806810 60,602,448 2,169,254 2,165,954 3,300
UNIONBANCAL CORP COM 90890610 18,549,823 999,344 996,944 2,400
UNIROYAL TECHNOLOGY COM 90916310 375,001 33,900 33,900
UNISOURCE ENERGY COR COM 90920510 3,454,350 230,290 230,290
UNISYS CORP COM 90921410 70,605,182 4,848,591 4,838,111 6,480 4,000
UNIT CORP COM 90921810 1,024,785 75,910 75,910
UNITED ASSET MGMT CO COM 90942010 8,363,084 357,779 357,679 100
UNITED AUTO GROUP IN COM 90944010 894,834 98,064 97,064 1,000
UNITED CMNTY FINL CO COM 90983910 1,434,368 215,500 215,500
UNITED BANKSHARES IN COM 90990710 4,848,981 266,618 266,618
UNITED DOMINION INDS COM 90991410 411,400 24,200 24,200
UNITED DOMINION REAL COM 91019710 7,933,002 721,182 721,182
UNITED FIRE & CAS CO COM 91033110 668,236 43,112 34,675 8,437
UNITED ILLUM CO COM 91063710 4,333,131 99,043 98,943 100
UNITED NATL BANCORP COM 91090910 2,032,348 110,604 110,604
UNITED NAT FOODS INC COM 91116310 891,000 64,800 63,900 900
UNITED PAN-EUROPE CO SPON ADR A 91130020 911,250 33,750 24,140 9,610
UNITED PARCEL SERVIC CL B 91131210 20,763,929 351,931 233,606 85,782 32,543
UNITED RENTALS INC COM 91136310 3,086,918 180,258 180,058 200
PAGE TOTAL: 1,772,642,605
<CAPTION>
Name of Voting Authority
-----------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
U S AGGREGATES INC 11,100
U S INTERACTIVE INC 31,974
USX-U S STL 1,558,635 9,800 145,106
U S XPRESS ENTERPRIS 28,544
US UNWIRED INC 51,250
US ONCOLOGY INC 398,201
UTI ENERGY CORP 98,714
U S WIRELESS CORP 16,000
ULTICOM INC 17,500
ULTIMATE ELECTRS INC 15,100
ULTRAMAR DIAMOND SHA 1,354,109 12,864
ULTRATECH STEPPER IN 147,121
UNIFI INC 628,748 4,100
UNIFIRST CORP MASS 45,700
UNIFY CORP 26,850
UNILEVER PLC 39,509
UNILEVER N V 6,773,101 77,800 640,547
UNICOM CORP 2,859,579 25,948 311,751
UNIGRAPHICS SOLUTION 43,600
UNION CARBIDE CORP 2,065,458 13,267,520 205,224
UNION PAC CORP 3,837,586 107,965 400,083
UNION PAC RES GROUP 4,062,634 57,298 338,451
UNION PLANTERS CORP 2,002,021 17,300 149,933
UNIONBANCAL CORP 978,281 2,400 18,663
UNIROYAL TECHNOLOGY 33,900
UNISOURCE ENERGY COR 230,290
UNISYS CORP 4,426,981 43,700 377,910
UNIT CORP 75,910
UNITED ASSET MGMT CO 357,779
UNITED AUTO GROUP IN 98,064
UNITED CMNTY FINL CO 215,500
UNITED BANKSHARES IN 266,618
UNITED DOMINION INDS 24,200
UNITED DOMINION REAL 721,182
UNITED FIRE & CAS CO 43,112
UNITED ILLUM CO 99,043
UNITED NATL BANCORP 110,604
UNITED NAT FOODS INC 64,800
UNITED PAN-EUROPE CO 33,750
UNITED PARCEL SERVIC 318,188 32,543 1,200
UNITED RENTALS INC 180,258
</TABLE>
76
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
UNITED RETAIL GROUP COM 91138010 716,278 84,268 84,268
UNITED STATES CELLUL COM 91168410 7,168,329 113,783 112,213 1,170 400
US AIRWAYS GROUP INC COM 91190510 46,404,696 1,189,864 1,188,514 1,350
U S INDS INC NEW COM 91208010 5,455,740 449,958 431,208 18,750
U S WEST INC NEW COM 91273H10 737,051,948 8,595,358 8,465,542 79,058 50,758
UNITED STATIONERS IN COM 91300410 11,456,088 353,856 353,756 100
UNITED TECHNOLOGIES COM 91301710 593,751,784 10,084,956 9,899,326 109,803 75,827
UNITED TELEVISION IN COM 91306610 3,641,565 28,284 28,264 20
UNITED THERAPEUTICS COM 91307C10 3,726,257 34,383 33,983 400
UNITED WTR RES INC COM 91319010 6,597,408 189,173 189,073 100
UNITEDHEALTH GROUP I COM 91324P10 288,061,432 3,359,317 3,353,692 5,625
UNITEDGLOBALCOM CL A 91324750 19,552,626 418,238 417,268 970
UNITRIN INC COM 91327510 15,126,773 514,954 513,854 100 1,000
UNIVERSAL ACCESS INC COM 91336310 506,660 20,680 20,600 80
UNIVERSAL CORP VA COM 91345610 6,517,316 308,512 307,152 1,360
UNIVERSAL DISPLAY CO COM 91347P10 706,550 23,800 23,700 100
UNIVERSAL ELECTRS IN COM 91348310 697,560 28,400 28,300 100
UNIVERSAL FOODS CORP COM 91353810 8,985,764 485,717 485,417 300
UNIVERSAL FST PRODS COM 91354310 1,529,838 111,261 111,261
UNIVERSAL HLTH SVCS CL B 91390310 19,698,011 300,733 300,533 200
UNIVISION COMMUNICAT CL A 91490610 77,701,693 750,741 747,041 3,700
UNOCAL CORP COM 91528910 139,538,400 4,212,480 4,168,422 17,618 26,440
UNOVA INC COM 91529B10 2,085,535 285,221 285,221
UNUMPROVIDENT CORP COM 91529Y10 80,993,483 4,037,159 4,015,183 18,424 3,552
USFREIGHTWAYS CORP COM 91690610 5,463,251 222,427 222,187 240
URBAN OUTFITTERS INC COM 91704710 395,658 44,900 44,900
URBAN SHOPPING CTRS COM 91706010 4,619,666 137,135 137,135
USBANCORP INC PA COM 91729210 248,627 69,800 69,800
USINTERNETWORKING IN COM 91731180 3,298,572 161,402 161,402
UTILICORP UTD INC COM 91800510 18,042,207 907,784 901,164 5,720 900
VA LINUX SYSTEMS INC COM 91819B10 818,204 19,028 18,894 84 50
V F CORP COM 91820410 47,297,204 1,986,276 1,967,371 15,705 3,200
VYYO INC COM 91845810 537,300 19,900 19,900
VAIL RESORTS INC COM 91879Q10 2,282,375 139,920 139,920
VALASSIS COMMUNICATI COM 91886610 21,633,726 567,442 567,042 400
VALHI INC NEW COM 91890510 687,862 66,300 66,300
VALENCE TECHNOLOGY I COM 91891410 3,471,687 188,300 187,600 700
VALENTIS INC COM 91913E10 575,644 48,991 46,136 2,855
VALERO ENERGY CORP N COM 91913Y10 28,252,039 889,828 886,928 400 2,500
VALLEY NATL BANCORP COM 91979410 8,285,991 340,819 339,559 1,260
VALMONT INDS INC COM 92025310 2,155,284 108,442 108,342 100
PAGE TOTAL: 2,225,737,031
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
UNITED RETAIL GROUP 84,268
UNITED STATES CELLUL 113,283 400 100
US AIRWAYS GROUP INC 1,053,686 37,900 98,278
U S INDS INC NEW 449,958
U S WEST INC NEW 7,649,343 345,058 600,957
UNITED STATIONERS IN 353,856
UNITED TECHNOLOGIES 9,246,419 139,727 698,810
UNITED TELEVISION IN 28,284
UNITED THERAPEUTICS 34,383
UNITED WTR RES INC 189,173
UNITEDHEALTH GROUP I 3,070,575 15,700 273,042
UNITEDGLOBALCOM 416,838 1,400
UNITRIN INC 507,454 1,000 6,500
UNIVERSAL ACCESS INC 20,680
UNIVERSAL CORP VA 306,412 2,100
UNIVERSAL DISPLAY CO 23,800
UNIVERSAL ELECTRS IN 28,400
UNIVERSAL FOODS CORP 482,217 3,500
UNIVERSAL FST PRODS 111,261
UNIVERSAL HLTH SVCS 295,733 5,000
UNIVISION COMMUNICAT 742,141 8,600
UNOCAL CORP 3,766,926 57,440 388,114
UNOVA INC 285,221
UNUMPROVIDENT CORP 3,638,257 37,234 361,668
USFREIGHTWAYS CORP 222,427
URBAN OUTFITTERS INC 44,900
URBAN SHOPPING CTRS 137,135
USBANCORP INC PA 69,800
USINTERNETWORKING IN 161,402
UTILICORP UTD INC 898,884 900 8,000
VA LINUX SYSTEMS INC 18,978 50
V F CORP 1,755,457 18,800 212,019
VYYO INC 19,900
VAIL RESORTS INC 139,920
VALASSIS COMMUNICATI 560,442 7,000
VALHI INC NEW 66,300
VALENCE TECHNOLOGY I 188,300
VALENTIS INC 48,991
VALERO ENERGY CORP N 879,428 2,500 7,900
VALLEY NATL BANCORP 340,241 578
VALMONT INDS INC 108,442
</TABLE>
77
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
----------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
VALSPAR CORP COM 92035510 11,965,151 354,523 353,923 200 400
VALUE CITY DEPT STOR COM 92038710 1,062,214 111,812 111,812
VALUE LINE INC COM 92043710 1,028,142 26,705 26,705
VALUEVISION INTL INC CL A 92047K10 5,829,600 242,900 242,900
VANS INC COM 92193010 330,525 22,600 22,600
VARCO INTL INC DEL COM 92212210 20,963,013 901,635 897,228 4,407
VARIAN MED SYS INC COM 92220P10 8,515,947 217,660 217,280 380
VARIAN INC COM 92220610 10,681,627 231,580 231,480 100
VARIAN SEMICONDUCTOR COM 92220710 12,793,548 203,680 202,580 1,100
VASOMEDICAL INC COM 92232110 776,275 164,500 87,500 77,000
VASTAR RES INC COM 92238010 9,871,589 120,202 120,202
VAXGEN INC COM NEW 92239020 284,375 13,000 13,000
VECTREN CORP COM 92240G10 10,664,847 618,252 615,586 2,666
VECTOR GROUP LTD COM 92240M10 1,217,745 82,559 82,559
VEECO INSTRS INC DEL COM 92241710 8,073,102 110,213 110,013 200
VENTAS INC COM 92276F10 1,132,570 355,372 355,372
VENTANA MED SYS INC COM 92276H10 1,981,050 84,300 84,200 100
VENTIV HEALTH INC COM 92279310 988,545 88,858 88,858
VENTRO CORP COM 92281510 1,104,716 58,528 58,328 200
VENATOR GROUP INC COM 92294410 7,279,150 710,161 705,341 2,220 2,600
VERITY INC COM 92343C10 14,262,920 375,340 375,140 200
VERISIGN INC COM 92343E10 156,089,010 884,357 850,020 33,137 1,200
VERITAS DGC INC COM 92343P10 4,521,140 173,890 173,890
VERIO INC COM 92343310 17,153,988 309,170 308,860 310
VERITAS SOFTWARE CO COM 92343610 720,929,516 6,379,004 6,360,034 17,970 1,000
VERTEL CORP COM 92490710 1,097,250 62,700 62,700
VERTEX PHARMACEUTICA COM 92532F10 17,224,702 163,461 161,351 1,110 1,000
VERTICALNET INC COM 92532L10 17,566,498 475,580 474,160 420 1,000
VETERINARY CTRS AMER COM 92551410 2,160,661 157,139 157,139
VIALINK CO COM 92552Q10 332,046 32,200 32,200
VIAD CORP COM 92552R10 56,856,661 2,086,483 2,085,783 700
VIASAT INC COM 92552V10 996,192 18,363 16,550 100 1,713
VIACOM INC CL A 92552410 1,558,813 22,798 22,383 415
VIACOM INC CL B 92552430 1,944,496,793 28,517,119 28,440,884 63,786 12,449
VIATEL INC COM 92552920 5,200,169 182,066 181,866 200
VIASYSTEMS GROUP INC COM 92553H10 1,720,678 106,300 106,300
VIANT CORP COM 92553N10 3,045,153 102,790 102,590 200
VIADOR INC COM 92553R10 311,943 19,650 19,650
VICAL INC COM 92560210 2,561,982 133,090 132,640 450
VICINITY CORP COM 92565310 437,774 22,307 21,800 507
VICOR CORP COM 92581510 4,835,978 138,917 138,717 200
PAGE TOTAL: 3,089,903,598
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
VALSPAR CORP 351,023 400 3,100
VALUE CITY DEPT STOR 111,812
VALUE LINE INC 26,705
VALUEVISION INTL INC 242,900
VANS INC 22,600
VARCO INTL INC DEL 894,248 7,387
VARIAN MED SYS INC 217,660
VARIAN INC 231,580
VARIAN SEMICONDUCTOR 203,680
VASOMEDICAL INC 87,500 77,000
VASTAR RES INC 120,002 200
VAXGEN INC 13,000
VECTREN CORP 613,919 4,333
VECTOR GROUP LTD 82,559
VEECO INSTRS INC DEL 110,213
VENTAS INC 355,372
VENTANA MED SYS INC 84,300
VENTIV HEALTH INC 88,858
VENTRO CORP 58,528
VENATOR GROUP INC 706,361 2,600 1,200
VERITY INC 375,340
VERISIGN INC 880,428 1,200 2,729
VERITAS DGC INC 173,890
VERIO INC 308,370 800
VERITAS SOFTWARE CO 5,710,147 230,100 438,757
VERTEL CORP 62,700
VERTEX PHARMACEUTICA 162,161 1,000 300
VERTICALNET INC 473,780 1,000 800
VETERINARY CTRS AMER 157,139
VIALINK CO 32,200
VIAD CORP 2,071,683 14,800
VIASAT INC 16,650 1,713
VIACOM INC 15,572 7,226
VIACOM INC 23,510,178 896,773 4,110,168
VIATEL INC 182,066
VIASYSTEMS GROUP INC 106,300
VIANT CORP 102,790
VIADOR INC 19,650
VICAL INC 133,090
VICINITY CORP 22,307
VICOR CORP 138,917
</TABLE>
78
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shares as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
VICORP RESTAURANTS I COM 92581710 213,926 11,722 11,722
VIA NET WRKS INC COM 92591210 686,946 44,500 44,500
VIGNETTE CORP COM 92673410 28,676,264 551,297 549,597 1,700
VINTAGE PETE INC COM 92746010 13,872,290 614,852 614,852
VION PHARMACEUTICALS COM 92762410 312,750 41,700 6,700 35,000
VIRATA CORP COM 92764610 2,426,737 40,700 40,500 200
VIRCO MFG CO COM 92765110 410,684 27,843 27,843
VISHAY INTERTECHNOLO COM 92829810 72,235,500 1,904,091 1,902,507 690 894
VISTEON CORP COM 92839U10 35,742,596 2,947,843 2,931,177 12,513 4,153
VISX INC DEL COM 92844S10 14,107,076 502,711 492,511 2,500 7,700
VISUAL NETWORKS INC COM 92844410 4,971,825 174,450 173,540 410 500
VITAL SIGNS INC COM 92846910 792,062 43,700 43,700
VITRIA TECHNOLOGY COM 92849Q10 8,982,930 146,960 146,660 300
VITESSE SEMICONDUCTO COM 92849710 104,697,042 1,423,249 1,407,159 15,815 275
VIVUS INC COM 92855110 382,922 55,200 55,200
VLASIC FOODS INTL IN COM 92855910 251,212 154,592 154,401 91 100
VODAFONE AIRTOUCH PL SPONSORED 92857T10 23,462,168 566,213 547,458 18,755
VOICESTREAM WIRELESS COM 92861510 160,255,637 1,377,986 1,104,234 239,299 34,453
VOLT INFORMATION SCI COM 92870310 1,762,656 53,516 53,416 100
VORNADO RLTY TR SH BEN INT 92904210 15,067,600 433,600 433,600
VULCAN MATLS CO COM 92916010 72,670,263 1,702,398 1,700,928 1,470
WFS FINL INC COM 92923B10 927,825 53,787 53,787
WD-40 CO COM 92923610 2,090,209 100,733 99,633 1,100
W HLDG CO INC COM 92925110 2,096,242 254,090 254,090
WMS INDS INC COM 92929710 2,428,240 157,300 157,300
WPS RESOURCES CORP COM 92931B10 62,961,131 2,094,376 188,002 1,906,374
WABASH NATL CORP COM 92956610 1,726,961 144,673 144,673
WABTEC CORP COM 92974010 2,656,674 256,065 256,065
WACHOVIA CORP COM 92977110 203,111,403 3,743,989 3,438,798 198,406 106,785
WACKENHUT CORP COM SER A 92979410 995,217 76,928 76,928
WACKENHUT CORRECTION COM 92979810 324,622 43,283 43,283
WADDELL & REED FINL CL A 93005910 21,429,025 653,085 651,781 1,040 264
WADDELL & REED FINL CL B 93005920 295,386 10,164 7,558 1,468 1,138
WAL MART STORES INC COM 93114210 4,478,342,030 77,715,263 74,759,203 1,855,899 1,100,161
WALGREEN CO COM 93142210 592,253,867 18,400,406 16,681,954 1,102,023 616,429
WALLACE COMPUTER SER COM 93227010 4,357,511 441,267 434,367 6,900
WALTER INDS INC COM 93317Q10 2,891,399 252,811 252,611 200
WARNACO GROUP INC CL A 93439010 3,537,138 456,405 455,405 1,000
WASHINGTON FED INC COM 93882410 7,134,454 390,929 387,929 3,000
WASHINGTON GAS LT CO COM 93883710 11,521,631 478,831 474,976 3,855
WASHINGTON MUT INC COM 93932210 272,675,807 9,443,318 9,396,481 46,837
PAGE TOTAL: 6,235,737,858
<CAPTION>
Name of Voting Authority
----------------------------------------
Issuer Sole Shared None
<C> <C> <C>
<S>
VICORP RESTAURANTS I 11,722
VIA NET WRKS INC 44,500
VIGNETTE CORP 549,197 2,100
VINTAGE PETE INC 609,252 5,600
VION PHARMACEUTICALS 6,700 35,000
VIRATA CORP 40,400 300
VIRCO MFG CO 27,843
VISHAY INTERTECHNOLO 1,887,525 894 15,672
VISTEON CORP 2,682,358 24,661 240,824
VISX INC DEL 490,411 7,700 4,600
VISUAL NETWORKS INC 173,950 500
VITAL SIGNS INC 43,700
VITRIA TECHNOLOGY 146,260 700
VITESSE SEMICONDUCTO 1,406,674 275 16,300
VIVUS INC 55,200
VLASIC FOODS INTL IN 154,492 100
VODAFONE AIRTOUCH PL 512,313 53,900
VOICESTREAM WIRELESS 1,340,633 34,453 2,900
VOLT INFORMATION SCI 53,516
VORNADO RLTY TR 432,700 900
VULCAN MATLS CO 1,536,103 12,500 153,795
WFS FINL INC 53,787
WD-40 CO 100,733
W HLDG CO INC 254,090
WMS INDS INC 157,300
WPS RESOURCES CORP 189,402 1,904,974
WABASH NATL CORP 144,673
WABTEC CORP 256,065
WACHOVIA CORP 3,285,074 132,985 325,930
WACKENHUT CORP 76,928
WACKENHUT CORRECTION 43,283
WADDELL & REED FINL 645,635 264 7,186
WADDELL & REED FINL 9,026 1,138
WAL MART STORES INC 66,911,362 3,677,861 7,126,040
WALGREEN CO 15,604,500 1,191,129 1,604,777
WALLACE COMPUTER SER 431,467 6,900 2,900
WALTER INDS INC 252,811
WARNACO GROUP INC 452,705 3,700
WASHINGTON FED INC 387,929 3,000
WASHINGTON GAS LT CO 475,131 3,700
WASHINGTON MUT INC 8,524,496 73,700 845,122
</TABLE>
79
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shares as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
WASHINGTON POST CO CL B 93964010 31,721,514 66,363 55,534 3,912 6,917
WASHINGTON REAL ESTA SH BEN INT 93965310 5,476,864 306,398 306,178 220
WASTE CONNECTIONS IN COM 94105310 3,036,562 153,750 153,750
WASTE MGMT INC DEL COM 94106L10 264,369,591 13,914,189 9,995,036 3,912,956 6,197
WATCHGUARD TECHNOLOG COM 94110510 1,598,996 29,106 29,106
WATERS CORP COM 94184810 66,556,373 533,253 532,053 1,200
WATSCO INC COM 94262220 1,540.687 123,255 121,555 1,700
WATSON PHARMACEUTICA COM 94268310 79,850,193 1,485,585 1,482,335 1,850 1,400
WATTS INDS INC CL A 94274910 1,454,097 115,176 115,176
WAUSAU-MOSINEE PAPER COM 94331510 4,456,324 520,477 519,289 1,188
WAVE SYSTEMS CORP CL A 94352610 4,478,749 283,250 282,350 900
WEATHERFORD INTL INC COM 94707410 36,710,884 922,106 919,081 1,600 1,425
WEBB DEL CORP COM 94742310 1,695,972 110,761 110,661 100
WEBMETHODS INC COM 94768C10 2,342,086 14,900 14,900
WEBSENSE INC COM 94768410 278,887 11,100 11,100
WEBLINK WIRELESS INC CL A 94769A10 3,370,031 254,342 254,342
WEBSTER FINL CORP CO COM 94789010 10,521,119 474,202 451,066 7,613 15,523
WEBTRENDS CORP COM 94844D10 8,997,280 232,566 232,466 100
WEBVAN GROUP INC COM 94845V10 1,235,585 169,700 169,700
WEINGARTEN RLTY INVS SH BEN INT 94874110 7,504,622 185,873 185,873
WEIS MKTS INC COM 94884910 3,723,445 113,693 111,334 100 2,259
WELLMAN INC COM 94970210 5,362,057 331,257 331,257
WELLPOINT HEALTH NET COM 94973H10 99,263,391 1,370,341 1,369,091 1,250
WELLS FARGO & CO NEW COM 94974610 1,141,265,077 29,452,002 27,660,331 1,267,026 524,645
WELLSFORD REAL PPTYS COM NEW 95024020 606,149 40,076 40,076
WENDYS INTL INC COM 95059010 32,692,857 1,835,440 1,832,983 2,457
WERNER ENTERPRISES I COM 95075510 2,560,277 221,439 221,439
WESBANCO INC COM 95081010 3,157,398 130,202 130,202
WESCO FINL CORP COM 95081710 2,314,040 11,288 9,999 1,289
WESCO INTL INC COM 95082P10 1,707,409 178,562 178,562
WESLEY JESSEN VISION COM 95101810 4,476,714 119,182 118,482 700
WEST COAST BANCORP O COM 95214510 611,500 61,150 61,150
WEST MARINE INC COM 95423510 308,945 45,141 44,041 600 500
WEST PHARMACEUTICAL COM 95530610 1,807,049 83,563 83,563
WEST TELESERVICES CO COM 95618810 2,102,389 83,059 83,059
WESTAMERICA BANCORPO COM 95709010 8,135,795 311,418 311,168 250
WESTELL TECHNOLOGIES CL A 95754110 1,850,850 123,390 123,290 100
WESTCORP INC COM 95790710 970,239 81,280 81,280
WESTERN DIGITAL CORP COM 95810210 4,213,385 842,677 842,677
WESTERN GAS RES INC COM 95825910 2,150,337 102,397 102,297 100
WESTERN PPTYS TR SH BEN INT 95926110 1,419,038 119,498 119,278 220
PAGE TOTAL: 1,857,894,757
<CAPTION>
Name of Voting Authority
--------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
WASHINGTON POST CO 58,581 6,917 865
WASHINGTON REAL ESTA 306,398
WASTE CONNECTIONS IN 153,750
WASTE MGMT INC DEL 8,975,696 3,985,048 953,445
WATCHGUARD TECHNOLOG 29,106
WATERS CORP 527,253 6,000
WATSCO INC 123,255
WATSON PHARMACEUTICA 1,372,852 10,600 102,133
WATTS INDS INC 115,176
WAUSAU-MOSINEE PAPER 515,629 1,188 3,660
WAVE SYSTEMS CORP 283,250
WEATHERFORD INTL INC 911,461 1,425 9,220
WEBB DEL CORP 110,761
WEBMETHODS INC 14,900
WEBSENSE INC 11,100
WEBLINK WIRELESS INC 254,342
WEBSTER FINL CORP CO 455,379 15,523 3,300
WEBTRENDS CORP 232,566
WEBVAN GROUP INC 167,800 1,900
WEINGARTEN RLTY INVS 185,873
WEIS MKTS INC 111,234 2,259 200
WELLMAN INC 328,957 2,300
WELLPOINT HEALTH NET 1,254,833 6,100 109,408
WELLS FARGO & CO NEW 26,131,260 734,145 2,586,597
WELLSFORD REAL PPTYS 40,076
WENDYS INTL INC 1,655,126 16,400 163,914
WERNER ENTERPRISES I 221,439
WESBANCO INC 130,202
WESCO FINL CORP 9,999 1,289
WESCO INTL INC 178,562
WESLEY JESSEN VISION 119,182
WEST COAST BANCORP O 61,150
WEST MARINE INC 44,641 500
WEST PHARMACEUTICAL 83,563
WEST TELESERVICES CO 83,059
WESTAMERICA BANCORPO 308,818 2,600
WESTELL TECHNOLOGIES 123,390
WESTCORP INC 81,280
WESTERN DIGITAL CORP 842,677
WESTERN GAS RES INC 102,397
WESTERN PPTYS TR 119,498
</TABLE>
80
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
---------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
WESTERN RES INC COM 95942510 5,735,976 370,063 367,694 1,769 600
WESTERN WIRELESS COR CL A 95988E20 13,224,970 242,660 230,565 8,345 3,750
WESTFIELD AMER INC COM 95991010 3,163,365 235,422 235,422
WESTPOINT STEVENS IN COM 96123810 4,462,604 401,133 401,133
WESTVACO CORP COM 96154810 384,104,796 15,480,606 15,477,741 2,865
WESTWOOD ONE INC COM 96181510 31,643,907 927,294 924,404 2,890
WET SEAL INC CL A 96184010 634,961 48,378 48,378
WEYERHAEUSER CO COM 96216610 170,663,345 3,968,915 3,946,538 6,577 15,800
WHIRLPOOL CORP COM 96332010 58,107,525 1,246,274 1,242,904 1,520 1,850
WHITE ELECTR DESIGNS COM 96380110 319,712 25,200 25,200
WHITEHALL JEWELLERS COM 96506310 2,024,537 108,700 108,700
WHITMAN CORP NEW COM 96647R10 15,209,629 1,229,061 1,226,823 2,120 118
WHITNEY HLDG CORP COM 96661210 5,208,184 152,344 152,244 100
WHOLE FOODS MKT INC COM 96683710 8,290,368 200,677 199,797 880
WILD OATS MARKETS IN COM 96808B10 1,708,331 135,992 129,547 6,445
WILEY JOHN & SONS IN CL A 96822320 70,923,690 3,152,164 230,040 14,870 2,907,254
WILEY JOHN & SONS IN CL B 96822330 29,797,248 1,267,968 1,267,968
WILLAMETTE INDS INC COM 96913310 49,818,177 1,828,190 1,826,815 1,375
WILLIAMS COMMUNICATI CL A 96945510 3,000,436 90,410 86,930 3,480
WILLIAMS COS INC DEL COM 96945710 313,940,378 7,530,894 7,430,362 65,632 34,900
WILLIAMS CLAYTON ENE COM 96949010 410,741 12,861 12,861
WILLIAMS SONOMA INC COM 96990410 12,437,059 383,422 383,322 100
WILMINGTON TRUST COR COM 97180710 12,175,285 284,802 282,602 2,200
WILSONS THE LEATHER COM 97246310 316,504 21,550 21,550
WIND RIVER SYSTEMS I COM 97314910 13,425,551 354,470 353,250 1,220
WINK COMMUNICATIONS COM 97416810 1,588,043 52,067 51,967 100
WINN DIXIE STORES IN COM 97428010 31,744,688 2,218,047 2,215,647 2,400
WINNEBAGO INDS INC COM 97463710 1,432,888 109,699 109,699
WINSTAR COMMUNICATI COM 97551510 12,760,373 376,690 375,790 900
WINSTON HOTELS INC COM 97563A10 411,000 54,800 54,800
WIRELESS FACILITIES COM 97653A10 1,446,610 28,400 28,400
WISCONSIN CENT TRANS COM 97659210 6,465,056 497,312 497,312
WISCONSIN ENERGY COR COM 97665710 21,277,394 1,073,965 1,043,850 10,565 19,550
WIT SOUNDVIEW GROUP COM 97738310 1,771,088 164,998 164,798 200
WITNESS SYS INC COM 97742410 282,750 11,600 11,600
WOLVERINE TUBE INC COM 97809310 1,336,829 78,637 78,637
WOLVERINE WORLD WIDE COM 97809710 4,769,783 483,016 383,601 93,315 6,100
WOODHEAD INDS INC COM 97943810 240,900 13,200 13,200
WOODWARD GOVERNOR CO COM 98074510 1,449,574 51,200 51,100 100
WORLD ACCESS INC COM 98141A10 4,624,281 418,033 417,933 100
WORLDGATE COMMUNICATI COM 98156L30 1,660,512 93,550 93,450 100
PAGE TOTAL: 1,304,009,048
<CAPTION>
Name of Voting Authority
-------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
WESTERN RES INC 369,163 600 300
WESTERN WIRELESS COR 238,110 3,750 800
WESTFIELD AMER INC 235,422
WESTPOINT STEVENS IN 397,533 3,600
WESTVACO CORP 1,576,305 13,773,629 130,672
WESTWOOD ONE INC 918,494 8,800
WET SEAL INC 48,378
WEYERHAEUSER CO 3,560,984 45,800 362,131
WHIRLPOOL CORP 1,115,956 11,050 119,268
WHITE ELECTR DESIGNS 25,200
WHITEHALL JEWELLERS 108,700
WHITMAN CORP NEW 1,215,543 118 13,400
WHITNEY HLDG CORP 152,344
WHOLE FOODS MKT INC 200,677
WILD OATS MARKETS IN 135,992
WILEY JOHN & SONS IN 244,310 2,907,254 600
WILEY JOHN & SONS IN 1,267,968
WILLAMETTE INDS INC 1,683,153 14,200 130,837
WILLIAMS COMMUNICATI 90,010 400
WILLIAMS COS INC DEL 6,765,822 91,825 673,247
WILLIAMS CLAYTON ENE 12,861
WILLIAMS SONOMA INC 378,922 4,500
WILMINGTON TRUST COR 282,102 2,700
WILSONS THE LEATHER 21,550
WIND RIVER SYSTEMS I 353,870 600
WINK COMMUNICATIONS 52,067
WINN DIXIE STORES IN 2,031,507 23,100 163,440
WINNEBAGO INDS INC 109,699
WINSTAR COMMUNICATI 375,640 1,050
WINSTON HOTELS INC 54,800
WIRELESS FACILITIES 28,400
WISCONSIN CENT TRANS 493,912 3,400
WISCONSIN ENERGY COR 1,042,315 19,550 12,100
WIT SOUNDVIEW GROUP 164,798 200
WITNESS SYS INC 11,600
WOLVERINE TUBE INC 78,637
WOLVERINE WORLD WIDE 476,916 6,100
WOODHEAD INDS INC 13,200
WOODWARD GOVERNOR CO 51,200
WORLD ACCESS INC 418,033
WORLDGATE COMMUNICATIO 93,550
</TABLE>
81
<PAGE>
STATE STREET CORPORATION
28-399
<TABLE>
<CAPTION>
Name of Title of Cusip Fair Market Shares Investment Discretion
--------------------------------
Issuer Class Number Value Prin Amt Sole Shared as Shared
Defined Other
<S> <C> <C> <C> <C> <C> <C> <C>
WORLD WRESTLING FEDN CL A 98156Q10 309,058 14,850 14,850
WORLDCOM INC GA NEW COM 98157D10 2,360,141,768 51,447,232 50,014,403 1,127,552 305,277
WORTHINGTON INDS INC COM 98181110 18,496,275 1,761,550 1,679,966 45,487 36,097
WORLDPAGES COM INC COM 98192210 1,083,000 180,500 180,500
WRIGLEY WM JR CO COM 98252610 143,434,255 1,788,747 1,780,200 8,547
WYNDHAM INTL INC CL A 98310110 2,289,857 915,943 898,943 17,000
WYNNS INTL INC COM 98319510 2,356,612 103,875 103,775 100
XM SATELLITE RADIO H CL A 98375910 1,330,885 35,550 35,450 100
X-RITE INC COM 98385710 315,725 34,600 34,600
XCEED INC COM 98388N10 823,531 90,250 90,150 100
XILINX INC COM 98391910 446,181,147 5,404,195 5,380,280 19,715 4,200
XIRCOM INC COM 98392210 8,637,352 181,839 181,639 200
XEROX CORP COM 98412110 648,901,387 31,272,356 10,907,860 20,354,826 9,670
XPEDIOR INC COM 98413B10 390,879 28,300 28,300
XTRA CORP COM 98413810 3,512,614 89,069 88,739 330
XYBERNAUT CORP COM 98414910 620,878 55,500 55,500
YAHOO INC COM 98433210 1,091,584,270 8,811,982 8,796,999 14,143 840
YANKEE CANDLE INC COM 98475710 1,012,223 46,808 45,233 1,575
YELLOW CORP COM 98550910 9,718,111 658,855 408,685 250,170
YORK INTL CORP NEW COM 98667010 8,150,801 322,804 321,854 950
YOUNG & RUBICAM INC COM 98742510 59,333,628 1,037,537 1,036,787 750
YOUNG BROADCASTING I CL A 98743410 2,416,889 94,090 94,090
YOUTHSTREAM MEDIA NE COM 98781910 357,674 60,245 60,245
Z TEL TECHNOLOGIES I COM 98879210 264,480 22,040 22,040
ZALE CORP NEW COM 98885810 49,734,316 1,362,584 1,362,384 200
ZEBRA TECHNOLOGIES C CL A 98920710 7,558,475 170,574 170,244 330
ZENITH NATL INS CORP COM 98939010 1,522,286 71,637 71,137 500
ZIFF-DAVIS INC COM ZD 98951110 1,926,342 214,038 213,138 900
ZIFF-DAVIS INC COM ZDNET 98951120 517,500 57,500 57,500
ZIONS BANCORPORATION COM 98970110 33,661,140 733,502 732,502 1,000
ZIXIT CORP COM 98974P10 5,253,877 114,061 113,961 100
ZORAN CORP COM 98975F10 8,146,186 123,545 96,400 26,145 1,000
ZYGO CORP COM 98985510 2,728,900 30,050 29,950 100
ZOLL MED CORP COM 98992210 970,200 19,800 19,300 500
ZOMAX INC MINN COM 98992910 2,105,250 160,400 160,300 100
PAGE TOTAL: 4,925,787,771
TOTAL MARKET VALUE 301,172,165,667
<CAPTION>
Name of Voting Authority
------------------------------------
Issuer Sole Shared None
<S> <C> <C> <C>
WORLD WRESTLING FEDN 14,850
WORLDCOM INC GA NEW 46,192,296 669,417 4,585,519
WORTHINGTON INDS INC 1,576,613 46,897 138,040
WORLDPAGES COM INC 180,500
WRIGLEY WM JR CO 1,595,570 66,575 126,602
WYNDHAM INTL INC 915,943
WYNNS INTL INC 103,875
XM SATELLITE RADIO H 35,550
X-RITE INC 34,600
XCEED INC 90,250
XILINX INC 4,856,295 186,400 361,500
XIRCOM INC 181,839
XEROX CORP 9,806,543 20,421,969 1,043,844
XPEDIOR INC 28,300
XTRA CORP 89,069
XYBERNAUT CORP 55,500
YAHOO INC 7,640,323 315,180 856,479
YANKEE CANDLE INC 46,808
YELLOW CORP 658,855
YORK INTL CORP NEW 320,104 2,700
YOUNG & RUBICAM INC 922,388 39,900 75,249
YOUNG BROADCASTING I 94,090
YOUTHSTREAM MEDIA NE 60,245
Z TEL TECHNOLOGIES I 22,040
ZALE CORP NEW 965,286 383,498 13,800
ZEBRA TECHNOLOGIES C 170,574
ZENITH NATL INS CORP 71,637
ZIFF-DAVIS INC 214,038
ZIFF-DAVIS INC 57,500
ZIONS BANCORPORATION 726,102 7,400
ZIXIT CORP 114,061
ZORAN CORP 122,545 1,000
ZYGO CORP 30,050
ZOLL MED CORP 19,800
ZOMAX INC MINN 160,400
</TABLE>
82
