UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: JUNE 30, 2004
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Check Here if Amendment / /; Amendment Number:
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This Amendment (Check only one.): / / is a restatement.
/ / adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: STATE STREET CORPORATION
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Address: 225 FRANKLIN STREET
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BOSTON, MASSACHUSETTS 02110
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Form 13F File Number: 28-399
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The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: PAMELA D. GORMLEY
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Title: EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
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Phone: 617-664-7902
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Signature, Place, and Date of Signing:
/s/ Pamela D. Gormley Boston, Massachusetts August 13, 2004
------------------------------- --------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
/X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
/ / 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
/ / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-03621 Advanced Investment Partners LLC
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28-07472 Bel Air Investment Advisors LLC
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28-99999 Shott Capital Management, LLC
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28-04003 Ariel Capital Management, LLC
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28-00096 Capital Guardian Trust Company
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28-10372 Philadelphia International Advisors, l.P.
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28-02924 Turner Investment partners Inc. (Turner Investment Partners
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28-03570 AXA (Alliance Capital Management L.P.)
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28-00223 Dresdner RCM Global Investors LLC (RCM Capital Management LLC)
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28-00180 Sit Investment Associates Inc.
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28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
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Report Summary:
Number of Other Included Managers: 14
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Form 13F Information Table Entry Total: 4,007
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Form 13F Information Table Value Total: 442,358,054
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
No. Form 13F File Number Name
1 28- State Street Global Advisors, a division of State Street Bank and Trust
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2 28- SSgA Funds Management, Inc.
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3 28- The Tuckerman Group, LLC
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4 28- Rexiter Capital Management, Limited
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5 28- State Street Global Advisors Limited
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6 28- State Street Global Advisors Ltd.
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7 28- State Street Global Advisors France S.A.
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8 28- State Street Global Advisors, Australia
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9 28- State Street Global Investment GmbH
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10 28- State Street Global Advisors (Japan) Co., Ltd.
------ ----------------- ---------------------------------
12 28- State Street Global Advisors Asia Limited
------ ----------------- ---------------------------------
13 28- State Street Global Advisors GbmH
------ ----------------- ---------------------------------
14 28- SSgA Japan, a division of State Street Trust & Banking Co., Ltd.
------ ----------------- ---------------------------------
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 2,767 339,883 SH DEFINED 1,2 339,883
1-800 CONTACTS INC COM 68197710 1,242 83,509 SH DEFINED 1,2 83,509
1ST SOURCE CORP COM 33690110 5,940 239,045 SH DEFINED 1,2 239,045
21ST CENTY INS GROUP COM 90130N10 6,300 486,856 SH DEFINED 1,2,5 486,856
24/7 REAL MEDIA INC COM NEW 90131420 1,342 239,136 SH DEFINED 1 239,136
3COM CORP COM 88553510 34,085 5,453,560 SH DEFINED 1,2,5,6,7,9 5,453,560
3M CO COM 88579Y10 5,656,052 62,838,040 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 62,838,040
4 KIDS ENTMT INC COM 35086510 4,961 207,384 SH DEFINED 1,2 207,384
7-ELEVEN INC COM NEW 81782620 5,186 290,554 SH DEFINED 1,2 290,554
8X8 INC NEW COM 28291410 42 18,800 SH DEFINED 1 18,800
99 CENTS ONLY STORES COM 65440K10 16,211 1,063,012 SH DEFINED 1,2,5,9 1,063,012
A C MOORE ARTS & CRA COM 00086T10 5,920 215,187 SH DEFINED 1,2,5 215,187
A D C TELECOMMUNICAT COM 00088610 68,892 24,257,651 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 24,257,651
A S V INC COM 00196310 4,679 149,432 SH DEFINED 1,2 149,432
AAIPHARMA INC COM 00252W10 460 84,928 SH DEFINED 1,5 84,928
AAON INC COM PAR $0 00036020 3,091 153,112 SH DEFINED 1,2 153,112
AAR CORP COM 00036110 6,545 576,673 SH DEFINED 1,2,5 576,673
AARON RENTS INC COM 00253520 14,439 435,695 SH DEFINED 1,2 435,695
AASTROM BIOSCIENCES COM 00253U10 21 23,700 SH DEFINED 1 23,700
ABAXIS INC COM 00256710 4,789 252,323 SH DEFINED 1,2 252,323
ABB LTD SPONSORED 00037520 312 56,253 SH DEFINED 1 56,253
ABBOTT LABS COM 00282410 1,838,935 45,116,163 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 45,116,163
ABC BANCORP COM 00040010 3,395 166,922 SH DEFINED 1,2 166,922
ABERCROMBIE & FITCH CL A 00289620 115,514 2,981,014 SH DEFINED 1,2,5,9 2,981,014
ABGENIX INC COM 00339B10 15,556 1,327,299 SH DEFINED 1,2,5 1,327,299
ABIOMED INC COM 00365410 2,086 165,829 SH DEFINED 1,2 165,829
ABITIBI-CONSOLIDATED COM 00392410 301 43,717 SH DEFINED 1,13 43,717
ABLE LABORATORIES IN COM NEW 00371N40 5,442 264,704 SH DEFINED 1,2 264,704
ABM INDS INC COM 00095710 11,250 577,797 SH DEFINED 1,2,5 577,797
ABN AMRO HLDG NV SPONSORED 00093710 1,776 80,546 SH DEFINED 1 80,546
ACACIA RESH CORP ACACIA TCH 00388130 114 17,683 SH DEFINED 1,5 17,683
ACADIA RLTY TR COM SH BEN 00423910 12,168 885,565 SH DEFINED 1,2,3,5 885,565
ACCELRYS INC COM 00430U10 3,913 396,885 SH DEFINED 1,2,5 396,885
ACCENTURE LTD BERMUD CL A G1150G11 33,992 1,236,984 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,236,984
ACCLAIM ENTMT INC COM PAR $0 00432520 22 64,247 SH DEFINED 1 64,247
ACCREDITED HOME LEND COM 00437P10 5,937 210,905 SH DEFINED 1,2,5 210,905
ACCREDO HEALTH INC COM 00437V10 21,469 551,184 SH DEFINED 1,2,5 551,184
ACE CASH EXPRESS INC COM 00440310 2,869 111,690 SH DEFINED 1,2 111,690
ACE LTD ORD G0070K10 324,039 7,664,115 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,664,115
ACETO CORP COM 00444610 4,155 236,088 SH DEFINED 1,2 236,088
ACLARA BIOSCIENCES I COM 00461P10 121 27,114 SH DEFINED 1 27,114
ACME COMMUNICATION I COM 00463110 301 43,678 SH DEFINED 1,2 43,678
ACME UTD CORP COM 00481610 127 16,900 SH DEFINED 1 16,900
ACTEL CORP COM 00493410 7,020 379,472 SH DEFINED 1,2 379,472
ACTION PERFORMANCE C COM 00493310 3,812 252,960 SH DEFINED 1,2 252,960
ACTIVCARD CORP COM 00506J10 7,237 999,540 SH DEFINED 1,2 999,540
ACTIVE POWER INC COM 00504W10 37 11,754 SH DEFINED 1 11,754
ACTIVISION INC NEW COM NEW 00493020 39,231 2,467,387 SH DEFINED 1,2,5,9 2,467,387
ACTUANT CORP CL A NEW 00508X20 15,789 404,947 SH DEFINED 1,2 404,947
ACTUATE CORP COM 00508B10 2,705 684,844 SH DEFINED 1,2,5 684,844
Page Total 8,322,591
1 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ACUITY BRANDS INC COM 00508Y10 19,460 720,725 SH DEFINED 1,2,5 720,725
ACXIOM CORP COM 00512510 34,893 1,405,291 SH DEFINED 1,2,5,9 1,405,291
ADAMS RES & ENERGY I COM NEW 00635130 160 10,800 SH DEFINED 1 10,800
ADAPTEC INC COM 00651F10 15,730 1,859,296 SH DEFINED 1,2,5,6 1,859,296
ADE CORP MASS COM 00089C10 2,522 116,707 SH DEFINED 1,2 116,707
ADECCO SA SPONSORED 00675410 230 18,311 SH DEFINED 1 18,311
ADMINISTAFF INC COM 00709410 7,837 472,082 SH DEFINED 1,2,5 472,082
ADOBE SYS INC COM 00724F10 355,509 7,645,353 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,645,353
ADOLOR CORP COM 00724X10 8,173 644,531 SH DEFINED 1,2,5 644,531
ADTRAN INC COM 00738A10 31,022 929,644 SH DEFINED 1,2,5,9 929,644
ADVANCE AUTO PARTS I COM 00751Y10 54,900 1,242,633 SH DEFINED 1,2,5 1,242,633
ADVANCED DIGITAL INF COM 00752510 9,890 1,019,625 SH DEFINED 1,2,5 1,019,625
ADVANCED ENERGY INDS COM 00797310 5,274 335,483 SH DEFINED 1,2 335,483
ADVANCED FIBRE COMMU COM 00754A10 23,521 1,164,403 SH DEFINED 1,2,5,9 1,164,403
ADVANCED MARKETING S COM 00753T10 3,003 232,623 SH DEFINED 1,2 232,623
ADVANCED MEDICAL OPT COM 00763M10 24,156 567,438 SH DEFINED 1,2,5 567,438
ADVANCED MICRO DEVIC COM 00790310 154,810 9,736,452 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,736,452
ADVANCED NEUROMODULA COM 00757T10 9,902 301,896 SH DEFINED 1,2 301,896
ADVANCED PHOTONIX IN CL A 00754E10 51 21,000 SH DEFINED 1 21,000
ADVANCED SEMICONDUCT SPONSORED 00756M40 52 13,112 SH DEFINED 1 13,112
ADVANCIS PHARMACEUTI COM 00764L10 326 48,478 SH DEFINED 1,2 48,478
ADVANTA CORP CL A 00794210 686 31,266 SH DEFINED 1 31,266
ADVANTA CORP CL B 00794220 6,913 301,600 SH DEFINED 1,2 301,600
ADVENT SOFTWARE INC COM 00797410 13,632 754,401 SH DEFINED 1,2,5,9 754,401
ADVISORY BRD CO COM 00762W10 8,444 237,183 SH DEFINED 1,2 237,183
ADVO INC COM 00758510 16,860 512,147 SH DEFINED 1,2,5 512,147
AEGON N V ORD AMER R 00792410 858 70,778 SH DEFINED 1,2 70,778
AEROFLEX INC COM 00776810 14,735 1,031,894 SH DEFINED 1,2,5 1,031,894
AEROPOSTALE COM 00786510 22,901 851,029 SH DEFINED 1,2,5 851,029
AES CORP COM 00130H10 199,238 20,064,207 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 20,064,207
AETHER SYS INC COM 00808V10 139 40,311 SH DEFINED 1 40,311
AETNA INC NEW COM 00817Y10 759,078 8,930,328 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,930,328
AFFILIATED COMPUTER CL A 00819010 170,930 3,228,753 SH DEFINED 1,2,5,6,9,10 3,228,753
AFFILIATED MANAGERS COM 00825210 30,488 605,290 SH DEFINED 1,2,5 605,290
AFFORDABLE RESIDENTI COM 00827310 9,611 578,962 SH DEFINED 1,2,3 578,962
AFFYMETRIX INC COM 00826T10 29,662 906,275 SH DEFINED 1,2,5 906,275
AFLAC INC COM 00105510 667,129 16,347,194 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 16,347,194
AFTERMARKET TECHNOLO COM 00831810 8,651 524,317 SH DEFINED 1,2,5 524,317
AGCO CORP COM 00108410 22,818 1,120,193 SH DEFINED 1,2,5,9 1,120,193
AGERE SYS INC CL A 00845V10 5,496 2,389,724 SH DEFINED 1,5,6,7 2,389,724
AGERE SYS INC CL B 00845V20 45,164 21,006,724 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 21,006,724
AGILE SOFTWARE CORP COM 00846X10 7,556 863,555 SH DEFINED 1,2 863,555
AGILENT TECHNOLOGIES COM 00846U10 398,851 13,621,951 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,621,951
AGILYSYS INC COM 00847J10 7,275 527,523 SH DEFINED 1,2 527,523
AGL RES INC COM 00120410 26,647 917,291 SH DEFINED 1,2,5,6,9 917,291
AGRIUM INC COM 00891610 242 16,629 SH DEFINED 1 16,629
AIR METHODS CORP COM PAR $. 00912830 122 14,100 SH DEFINED 1 14,100
AIR PRODS & CHEMS IN COM 00915810 750,542 14,309,673 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,309,673
AIRGAS INC COM 00936310 35,145 1,469,903 SH DEFINED 1,2,5,9 1,469,903
AIRGATE PCS INC COM NEW 00936730 2,674 146,146 SH DEFINED 1,2,5 146,146
AIRNET COMMUNICATION COM 00941P10 10 14,700 SH DEFINED 1 14,700
AIRSPAN NETWORKS INC COM 00950H10 1,680 300,553 SH DEFINED 1,2 300,553
AIRTRAN HLDGS INC COM 00949P10 20,943 1,481,147 SH DEFINED 1,2,9 1,481,147
AK STL HLDG CORP COM 00154710 9,219 1,749,406 SH DEFINED 1,2,5 1,749,406
AKAMAI TECHNOLOGIES COM 00971T10 19,547 1,088,943 SH DEFINED 1,2,5 1,088,943
AKSYS LTD COM 01019610 1,522 261,118 SH DEFINED 1,2 261,118
Page Total 4,076,831
2 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
AKTIEBOLAGETT ELECTR SPONSORED 01019820 326 8,464 SH DEFINED 1 8,464
AKZO NOBEL NV SPONSORED 01019930 505 13,563 SH DEFINED 1 13,563
ALABAMA NATL BANCORP COM 01031710 10,568 190,511 SH DEFINED 1,2 190,511
ALAMOSA HLDGS INC COM 01158910 7,115 968,065 SH DEFINED 1,2,5 968,065
ALASKA AIR GROUP INC COM 01165910 11,855 496,658 SH DEFINED 1,2,6,9 496,658
ALASKA COMMUNICATION COM 01167P10 419 68,763 SH DEFINED 1,2 68,763
ALBANY INTL CORP CL A 01234810 14,718 438,562 SH DEFINED 1,2 438,562
ALBANY MOLECULAR RES COM 01242310 5,423 419,407 SH DEFINED 1,2,5 419,407
ALBEMARLE CORP COM 01265310 20,383 644,011 SH DEFINED 1,2,5,9 644,011
ALBERTO CULVER CO COM 01306810 109,910 2,192,053 SH DEFINED 1,2,5,6,9,10 2,192,053
ALBERTSONS INC COM 01310410 267,922 10,095,040 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,095,040
ALCAN INC COM 01371610 1,289 31,132 SH DEFINED 1,5 31,132
ALCATEL SPONSORED 01390430 743 47,996 SH DEFINED 1 47,996
ALCOA INC COM 01381710 1,041,372 31,528,080 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 31,528,080
ALCON INC COM SHS H0130110 1,514 19,252 SH DEFINED 1,2,5 19,252
ALDERWOODS GROUP INC COM 01438310 9,159 750,760 SH DEFINED 1,2,5 750,760
ALDILA INC COM NEW 01438420 181 14,600 SH DEFINED 2 14,600
ALEXANDER & BALDWIN COM 01448210 26,627 796,026 SH DEFINED 1,2,5,9 796,026
ALEXANDERS INC COM 01475210 6,469 38,566 SH DEFINED 1,2,5 38,566
ALEXANDRIA REAL ESTA COM 01527110 23,609 415,795 SH DEFINED 1,2,3,5 415,795
ALEXION PHARMACEUTIC COM 01535110 6,385 343,302 SH DEFINED 1,2,5 343,302
ALFA CORP COM 01538510 8,486 606,134 SH DEFINED 1,2 606,134
ALICO INC COM 01623010 1,978 49,269 SH DEFINED 1,2 49,269
ALIGN TECHNOLOGY INC COM 01625510 13,829 727,859 SH DEFINED 1,2 727,859
ALKERMES INC COM 01642T10 18,450 1,356,646 SH DEFINED 1,2,5 1,356,646
ALLEGHANY CORP DEL COM 01717510 13,587 47,343 SH DEFINED 1,2,5 47,343
ALLEGHENY ENERGY INC COM 01736110 63,896 4,146,408 SH DEFINED 1,2,5,6,9,10 4,146,408
ALLEGHENY TECHNOLOGI COM 01741R10 48,454 2,684,449 SH DEFINED 1,2,5,6,9,10,13 2,684,449
ALLERGAN INC COM 01849010 313,642 3,503,594 SH DEFINED 1,2,5,6,9,10,13 3,503,594
ALLETE INC COM 01852210 37,152 1,115,671 SH DEFINED 1,2,5,9 1,115,671
ALLIANCE CAP MGMT HL UNIT LTD P 01855A10 5,526 162,763 SH DEFINED 1,5 162,763
ALLIANCE DATA SYSTEM COM 01858110 21,510 509,101 SH DEFINED 1,2,5,9 509,101
ALLIANCE FIBER OPTIC COM 01868010 23 23,741 SH DEFINED 1 23,741
ALLIANCE GAMING CORP COM NEW 01859P60 13,801 804,272 SH DEFINED 1,2,5 804,272
ALLIANCE IMAGING INC COM NEW 01860620 933 204,079 SH DEFINED 1,2 204,079
ALLIANCE RES PARTNER UT LTD PAR 01877R10 648 13,890 SH DEFINED 1,5 13,890
ALLIANCE SEMICONDUCT COM 01877H10 2,494 419,162 SH DEFINED 1,2,5 419,162
ALLIANT ENERGY CORP COM 01880210 43,553 1,669,991 SH DEFINED 1,2,5,9 1,669,991
ALLIANT TECHSYSTEMS COM 01880410 49,488 781,315 SH DEFINED 1,2,5,7,9 781,315
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 835 76,274 SH DEFINED 1 76,274
ALLIED CAP CORP NEW COM 01903Q10 40,015 1,638,633 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 1,638,633
ALLIED DEFENSE GROUP COM 01911810 208 11,594 SH DEFINED 1,2,5 11,594
ALLIED DOMECQ PLC SPON ADR N 01912120 432 12,439 SH DEFINED 1 12,439
ALLIED HEALTHCARE IN COM 01923A10 101 20,700 SH DEFINED 1 20,700
ALLIED HLDGS INC COM 01922310 61 14,087 SH DEFINED 1 14,087
ALLIED IRISH BKS P L SPON ADR O 01922840 636 20,510 SH DEFINED 1 20,510
ALLIED WASTE INDS IN COM PAR$.0 01958930 110,564 8,388,737 SH DEFINED 1,2,5,6,9,10,12,14 8,388,737
ALLMERICA FINL CORP COM 01975410 26,701 789,972 SH DEFINED 1,2,5,9 789,972
ALLOS THERAPEUTICS I COM 01977710 440 195,471 SH DEFINED 1,2 195,471
ALLOY INC COM 01985510 3,601 585,516 SH DEFINED 1,2 585,516
ALLSCRIPTS HEALTHCAR COM 01988P10 3,661 466,963 SH DEFINED 1,2 466,963
ALLSTATE CORP COM 02000210 1,066,236 22,905,185 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,905,185
ALLTEL CORP COM 02003910 406,988 8,040,071 SH DEFINED 1,2,5,6,7,9,10,13 8,040,071
ALPHA TECHNOLOGIES G COM 02078110 83 49,700 SH DEFINED 1 49,700
ALPHARMA INC CL A 02081310 22,329 1,090,294 SH DEFINED 1,2,5 1,090,294
ALTAIR NANOTECHNOLOG COM 02137310 62 27,400 SH DEFINED 1 27,400
Page Total 3,906,898
3 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ALTEON INC COM 02144G10 37 31,200 SH DEFINED 1 31,200
ALTERA CORP COM 02144110 303,986 13,717,758 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,717,758
ALTIRIS INC COM 02148M10 8,690 314,735 SH DEFINED 1,2 314,735
ALTRIA GROUP INC COM 02209S10 3,992,449 79,769,213 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 79,769,213
ALUMINA LTD SPONSORED 02220510 179 11,999 SH DEFINED 1 11,999
AMAZON COM INC COM 02313510 212,538 3,906,951 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,906,951
AMB PROPERTY CORP COM 00163T10 55,774 1,610,569 SH DEFINED 1,2,3,5,7,9 1,610,569
AMBAC FINL GROUP INC COM 02313910 260,069 3,541,238 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,541,238
AMBASSADORS GROUP IN COM 02317710 2,465 104,865 SH DEFINED 1,2 104,865
AMC ENTMT INC COM 00166910 7,885 513,014 SH DEFINED 1,2 513,014
AMCOL INTL CORP COM 02341W10 6,090 321,364 SH DEFINED 1,2 321,364
AMCORE FINL INC COM 02391210 12,492 414,183 SH DEFINED 1,2,5 414,183
AMDOCS LTD ORD G0260210 7,679 327,747 SH DEFINED 1,5,7 327,747
AMEDISYS INC COM 02343610 4,809 145,545 SH DEFINED 1,2 145,545
AMERADA HESS CORP COM 02355110 231,428 2,922,442 SH DEFINED 1,2,5,6,7,9,10,12,14 2,922,442
AMERCO COM 02358610 2,866 121,121 SH DEFINED 1,2 121,121
AMEREN CORP COM 02360810 239,108 5,565,825 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,565,825
AMERICA MOVIL S A DE SPON ADR L 02364W10 17,467 480,270 SH DEFINED 1,2 480,270
AMERICA ONLINE LATIN CL A 02365B10 69 99,633 SH DEFINED 1 99,633
AMERICA SVC GROUP IN COM 02364L10 3,175 91,377 SH DEFINED 1,2 91,377
AMERICA WEST HLDG CO CL B 02365720 4,751 523,218 SH DEFINED 1,2 523,218
AMERICAN AXLE & MFG COM 02406110 39,169 1,077,264 SH DEFINED 1,2,5,10,12,14 1,077,264
AMERICAN BLDG CTL IN COM 02475010 19 12,180 SH DEFINED 1 12,180
AMERICAN CAPITAL STR COM 02493710 18,631 664,925 SH DEFINED 1,2,5 664,925
AMERICAN EAGLE OUTFI COM 02553E10 39,656 1,371,722 SH DEFINED 1,2,5,9 1,371,722
AMERICAN ECOLOGY COR COM NEW 02553340 238 19,900 SH DEFINED 1 19,900
AMERICAN ELEC PWR IN COM 02553710 405,110 12,659,675 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,659,675
AMERICAN EQTY INVT L COM 02567620 2,506 251,898 SH DEFINED 1,2 251,898
AMERICAN EXPRESS CO COM 02581610 2,290,794 44,585,327 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 44,585,327
AMERICAN FINL GROUP COM 02593210 20,878 682,966 SH DEFINED 1,2,5,9 682,966
AMERICAN FINL RLTY T COM 02607P30 22,369 1,565,378 SH DEFINED 1,2,5 1,565,378
AMERICAN GREETINGS C CL A 02637510 31,383 1,353,895 SH DEFINED 1,2,5,6,9 1,353,895
AMERICAN HEALTHWAYS COM 02649V10 12,670 475,962 SH DEFINED 1,2,5 475,962
AMERICAN HOME MTG IN COM 02660R10 14,013 540,414 SH DEFINED 1,2,5 540,414
AMERICAN INTL GROUP COM 02687410 5,890,698 82,641,673 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 82,641,673
AMERICAN ITALIAN PAS CL A 02707010 7,962 261,214 SH DEFINED 1,2,5 261,214
AMERICAN LD LEASE IN COM 02711810 281 14,900 SH DEFINED 1 14,900
AMERICAN MED SEC GRO COM 02744P10 5,925 217,444 SH DEFINED 1,2,5 217,444
AMERICAN MED SYS HLD COM 02744M10 13,596 403,449 SH DEFINED 1,2 403,449
AMERICAN NATL INS CO COM 02859110 11,171 120,995 SH DEFINED 1,2,5 120,995
AMERICAN PAC CORP COM 02874010 92 11,800 SH DEFINED 1 11,800
AMERICAN PHARMACEUTI COM 02886P10 5,551 182,716 SH DEFINED 1,2,5 182,716
AMERICAN PHYSICIANS COM 02888210 134 14,000 SH DEFINED 1 14,000
AMERICAN PHYSICIANS COM 02888410 3,220 139,089 SH DEFINED 1,2 139,089
AMERICAN PWR CONVERS COM 02906610 108,741 5,533,901 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,533,901
AMERICAN REAL ESTATE DEPOSITRY 02916910 858 39,925 SH DEFINED 1 39,925
AMERICAN RLTY INVS I COM 02917410 113 12,500 SH DEFINED 1 12,500
AMERICAN SOFTWARE IN CL A 02968310 187 30,700 SH DEFINED 1 30,700
AMERICAN STD COS INC COM 02971210 250,042 6,202,975 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,202,975
AMERICAN STS WTR CO COM 02989910 5,543 238,492 SH DEFINED 1,2 238,492
AMERICAN SUPERCONDUC COM 03011110 4,299 328,680 SH DEFINED 1,2,5 328,680
AMERICAN TECHNICNAL COM 03013710 159 17,700 SH DEFINED 1 17,700
AMERICAN TECHNOLOGY COM NEW 03014520 116 20,097 SH DEFINED 1 20,097
AMERICAN TOWER CORP CL A 02991220 31,820 2,093,393 SH DEFINED 1,2,5,7 2,093,393
AMERICAN VANGUARD CO COM 03037110 2,101 62,279 SH DEFINED 1,2 62,279
AMERICAN WOODMARK CO COM 03050610 5,738 95,873 SH DEFINED 1,2 95,873
Page Total 14,619,790
4 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
AMERICANWEST BANCORP COM 03058P10 2,855 149,112 SH DEFINED 1,2 149,112
AMERICAS CAR MART IN COM 03062T10 2,340 77,932 SH DEFINED 1,2,5 77,932
AMERICREDIT CORP COM 03060R10 50,452 2,583,316 SH DEFINED 1,2,5,9 2,583,316
AMERIGROUP CORP COM 03073T10 18,925 384,664 SH DEFINED 1,2,5 384,664
AMERISERV FINL INC COM 03074A10 87 15,700 SH DEFINED 1 15,700
AMERISOURCEBERGEN CO COM 03073E10 206,498 3,454,305 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,454,305
AMERISTAR CASINOS IN COM 03070Q10 16,062 478,312 SH DEFINED 1,2,5 478,312
AMERITRADE HLDG CORP COM 03074K10 33,395 2,942,283 SH DEFINED 1,2,5 2,942,283
AMERIVEST PPTYS INC COM 03071L10 97 16,400 SH DEFINED 1 16,400
AMERON INTL INC COM 03071010 4,007 117,410 SH DEFINED 1,2 117,410
AMERUS GROUP CO COM 03072M10 31,634 764,106 SH DEFINED 1,2,5,9 764,106
AMETEK INC NEW COM 03110010 31,303 1,013,055 SH DEFINED 1,2,5,9 1,013,055
AMGEN INC COM 03116210 2,128,481 39,004,600 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 39,004,600
AMIS HLDGS INC COM 03153810 7,764 458,837 SH DEFINED 1,2,5 458,837
AMKOR TECHNOLOGY INC COM 03165210 9,215 1,126,502 SH DEFINED 1,2,5 1,126,502
AMLI RESIDENTIAL PPT SH BEN INT 00173510 15,370 523,860 SH DEFINED 1,2,3 523,860
AMN HEALTHCARE SERVI COM 00174410 4,078 266,703 SH DEFINED 1,2 266,703
AMPHENOL CORP NEW CL A 03209510 44,102 1,323,583 SH DEFINED 1,2,5 1,323,583
AMR CORP COM 00176510 19,869 1,640,683 SH DEFINED 1,2,5 1,640,683
AMREP CORP NEW COM 03215910 201 9,700 SH DEFINED 1 9,700
AMSOUTH BANCORPORATI COM 03216510 262,063 10,289,066 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,289,066
AMSURG CORP COM 03232P40 12,205 485,684 SH DEFINED 1,2 485,684
AMVESCAP PLC SPONSORED 03235E10 255 18,351 SH DEFINED 1 18,351
AMYLIN PHARMACEUTICA COM 03234610 21,489 942,496 SH DEFINED 1,2,5 942,496
ANADARKO PETE CORP COM 03251110 446,200 7,614,338 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,614,338
ANADIGICS INC COM 03251510 162 31,515 SH DEFINED 1,5 31,515
ANALOG DEVICES INC COM 03265410 549,366 11,668,774 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,668,774
ANALOGIC CORP COM PAR $0 03265720 6,882 162,189 SH DEFINED 1,2 162,189
ANALYSTS INTL CORP COM 03268110 149 48,501 SH DEFINED 1 48,501
ANAREN INC COM 03274410 5,660 346,414 SH DEFINED 1,2 346,414
ANCHOR BANCORP WIS I COM 03283910 9,179 347,182 SH DEFINED 1,2 347,182
ANCHOR GLASS CONTAIN COM NEW 03304B30 1,532 113,224 SH DEFINED 1,2 113,224
ANDREA ELECTRONICS C COM 03439310 2 14,000 SH DEFINED 1 14,000
ANDREW CORP COM 03442510 78,568 3,926,420 SH DEFINED 1,2,5,6,9,10 3,926,420
ANDRX CORP DEL ANDRX GROU 03455310 59,283 2,122,572 SH DEFINED 1,2,5,10,12,14 2,122,572
ANGELICA CORP COM 03466310 4,089 162,831 SH DEFINED 1,2 162,831
ANHEUSER BUSCH COS I COM 03522910 1,355,846 25,108,250 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 25,108,250
ANIMAS CORP DEL COM 03525Y10 358 19,200 SH DEFINED 1 19,200
ANIXTER INTL INC COM 03529010 19,338 568,266 SH DEFINED 1,2,5 568,266
ANNALY MTG MGMT INC COM 03571040 21,267 1,253,921 SH DEFINED 1,2,5 1,253,921
ANNTAYLOR STORES COR COM 03611510 37,050 1,278,460 SH DEFINED 1,2,5,9 1,278,460
ANSOFT CORP COM 03638410 1,506 98,685 SH DEFINED 1,2 98,685
ANSWERTHINK INC COM 03691610 3,228 563,340 SH DEFINED 1,2,5 563,340
ANSYS INC COM 03662Q10 20,031 426,194 SH DEFINED 1,2 426,194
ANTEON INTL CORP COM 03674E10 12,676 388,586 SH DEFINED 1,2 388,586
ANTHEM INC COM 03674B10 559,678 6,249,196 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,249,196
ANTHRACITE CAP INC COM 03702310 18,292 1,526,893 SH DEFINED 1,2 1,526,893
ANTIGENICS INC DEL COM 03703210 3,409 398,206 SH DEFINED 1,2 398,206
ANWORTH MORTGAGE ASS COM 03734710 8,127 684,117 SH DEFINED 1,2,5 684,117
AO TATNEFT SPON ADR R 03737P30 2,695 101,446 SH DEFINED 1,2,7 101,446
AON CORP COM 03738910 635,140 22,309,090 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,309,090
AP PHARMA INC COM 00202J10 97 28,932 SH DEFINED 1 28,932
APAC CUSTOMER SERVIC COM 00185E10 74 42,398 SH DEFINED 1 42,398
APACHE CORP COM 03741110 429,430 9,860,620 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,860,620
APARTMENT INVT & MGM CL A 03748R10 96,585 3,102,622 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 3,102,622
APCO ARGENTINA INC C ORD 03748910 271 7,530 SH DEFINED 1 7,530
Page Total 7,308,917
5 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
APHTON CORP COM 03759P10 108 27,068 SH DEFINED 1 27,068
APOGEE ENTERPRISES I COM 03759810 12,273 1,180,051 SH DEFINED 1,2 1,180,051
APOGENT TECHNOLOGIES COM 03760A10 60,056 1,876,738 SH DEFINED 1,2,5,9 1,876,738
APOLLO GROUP INC CL A 03760410 414,231 4,691,713 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,691,713
APOLLO GROUP INC COM UNV PH 03760420 13,233 151,075 SH DEFINED 1,2,5 151,075
APOLLO INVT CORP COM 03761U10 11,327 822,600 SH DEFINED 1,2 822,600
APPLE COMPUTER INC COM 03783310 342,651 10,530,162 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,530,162
APPLEBEES INTL INC COM 03789910 27,305 1,186,136 SH DEFINED 1,2,5,9 1,186,136
APPLERA CORP COM AP BIO 03802010 152,575 7,014,934 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,014,934
APPLERA CORP COM CE GEN 03802020 19,466 1,691,204 SH DEFINED 1,2,5 1,691,204
APPLICA INC COM 03815A10 3,730 419,101 SH DEFINED 1,2,5 419,101
APPLIED DIGITAL SOLU COM NEW 03818830 82 33,550 SH DEFINED 1 33,550
APPLIED EXTRUSION TE COM 03819610 5 10,970 SH DEFINED 1 10,970
APPLIED FILMS CORP COM 03819710 7,090 244,325 SH DEFINED 1,2,5 244,325
APPLIED INDL TECHNOL COM 03820C10 8,588 285,130 SH DEFINED 1,2 285,130
APPLIED MATLS INC COM 03822210 928,046 47,301,042 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 47,301,042
APPLIED MICRO CIRCUI COM 03822W10 42,239 7,939,718 SH DEFINED 1,2,5,6,9,10 7,939,718
APPLIED SIGNAL TECHN COM 03823710 5,225 149,070 SH DEFINED 1,2 149,070
APRIA HEALTHCARE GRO COM 03793310 28,427 990,494 SH DEFINED 1,2,5,9 990,494
APROPOS TECHNOLOGY I COM 03833410 46 11,840 SH DEFINED 1 11,840
APTARGROUP INC COM 03833610 31,501 721,002 SH DEFINED 1,2,5 721,002
AQUA AMERICA INC COM 03836W10 24,836 1,238,687 SH DEFINED 1,2,5,9 1,238,687
AQUANTIVE INC COM 03839G10 7,458 754,845 SH DEFINED 1,2 754,845
AQUILA INC COM 03840P10 13,518 3,797,228 SH DEFINED 1,2,5,9 3,797,228
ARACRUZ CELULOSE S A SPON ADR P 03849620 12,332 377,577 SH DEFINED 1,2,4 377,577
ARADIGM CORP COM 03850510 13 14,828 SH DEFINED 1 14,828
ARAMARK CORP CL B 03852110 59,368 2,064,249 SH DEFINED 1,2,5 2,064,249
ARBITRON INC COM 03875Q10 18,911 517,818 SH DEFINED 1,2,5 517,818
ARBOR RLTY TR INC COM 03892310 1,782 89,320 SH DEFINED 1,2 89,320
ARCH CAP GROUP LTD ORD G0450A10 1,271 31,876 SH DEFINED 1,5 31,876
ARCH CHEMICALS INC COM 03937R10 10,083 349,871 SH DEFINED 1,2 349,871
ARCH COAL INC COM 03938010 25,595 699,501 SH DEFINED 1,2,5,9 699,501
ARCH WIRELESS INC CL A 03939270 6,984 245,122 SH DEFINED 1,2 245,122
ARCHER DANIELS MIDLA COM 03948310 296,188 17,651,254 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 17,651,254
ARCHSTONE SMITH TR COM 03958310 118,057 4,025,127 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 4,025,127
ARCTIC CAT INC COM 03967010 7,224 262,400 SH DEFINED 1,2 262,400
ARDEN GROUP INC CL A 03976210 2,189 24,463 SH DEFINED 1,2 24,463
ARDEN RLTY INC COM 03979310 30,099 1,023,431 SH DEFINED 1,2,3,5 1,023,431
ARENA PHARMACEUTICAL COM 04004710 122 22,405 SH DEFINED 1 22,405
ARGONAUT GROUP INC COM 04015710 7,840 425,400 SH DEFINED 1,2,5 425,400
ARGOSY GAMING CO COM 04022810 16,553 440,230 SH DEFINED 1,2,5 440,230
ARIAD PHARMACEUTICAL COM 04033A10 5,643 753,345 SH DEFINED 1,2,5 753,345
ARIBA INC COM 04033V10 8,413 4,227,775 SH DEFINED 1,2 4,227,775
ARK RESTAURANTS CORP COM 04071210 205 8,700 SH DEFINED 1 8,700
ARKANSAS BEST CORP D COM 04079010 11,825 359,201 SH DEFINED 1,2 359,201
ARM HLDGS PLC SPONSORED 04206810 100 14,964 SH DEFINED 1 14,964
ARMOR HOLDINGS INC COM 04226010 24,162 710,634 SH DEFINED 1,2,5 710,634
AROTECH CORP COM 04268210 48 23,000 SH DEFINED 1 23,000
ARQULE INC COM 04269E10 112 21,286 SH DEFINED 1 21,286
ARRAY BIOPHARMA INC COM 04269X10 2,368 297,863 SH DEFINED 1,2,5 297,863
ARRIS GROUP INC COM 04269Q10 8,348 1,405,362 SH DEFINED 1,2 1,405,362
ARROW ELECTRS INC COM 04273510 48,845 1,821,203 SH DEFINED 1,2,5,6,7,9 1,821,203
ARROW FINL CORP COM 04274410 4,231 138,960 SH DEFINED 1,2,5 138,960
ARROW INTL INC COM 04276410 17,840 596,264 SH DEFINED 1,2 596,264
ART TECHNOLOGY GROUP COM 04289L10 57 47,297 SH DEFINED 1 47,297
ARTESYN TECHNOLOGIES COM 04312710 5,643 626,989 SH DEFINED 1,2,5 626,989
Page Total 2,906,466
6 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ARTHROCARE CORP COM 04313610 9,964 343,105 SH DEFINED 1,2 343,105
ARTISAN COMPONENTS I COM 04292310 8,600 333,335 SH DEFINED 1,2 333,335
ARVINMERITOR INC COM 04335310 26,099 1,333,611 SH DEFINED 1,2,5,9 1,333,611
ASBURY AUTOMOTIVE GR COM 04343610 3,149 209,918 SH DEFINED 1,2,5 209,918
ASCENTIAL SOFTWARE C COM NEW 04362P20 18,117 1,133,048 SH DEFINED 1,2,5,9 1,133,048
ASHFORD HOSPITALITY COM SHS 04410310 2,028 242,874 SH DEFINED 1,2 242,874
ASHLAND INC COM 04420410 120,907 2,289,470 SH DEFINED 1,2,5,6,7,9,10 2,289,470
ASHWORTH INC COM 04516H10 232 27,913 SH DEFINED 1,5 27,913
ASIAINFO HLDGS INC COM 04518A10 2,427 459,729 SH DEFINED 1,2 459,729
ASK JEEVES INC COM 04517410 20,252 518,879 SH DEFINED 1,2,5 518,879
ASML HLDG NV N Y SHS N0705911 24,653 1,440,842 SH DEFINED 1,2 1,440,842
ASPECT COMMUNICATION COM 04523Q10 18,949 1,334,435 SH DEFINED 1,2,5 1,334,435
ASPECT MED SYS INC COM 04523510 2,995 162,509 SH DEFINED 1,2 162,509
ASPEN TECHNOLOGY INC COM 04532710 7,967 1,097,413 SH DEFINED 1,2,5 1,097,413
ASSET ACCEP CAP CORP COM 04543P10 1,338 78,474 SH DEFINED 1,2 78,474
ASSOCIATED BANC CORP COM 04548710 42,802 1,444,547 SH DEFINED 1,2,5,9 1,444,547
ASSOCIATED ESTATES R COM 04560410 1,394 173,161 SH DEFINED 1,3,5 173,161
ASSURANT INC COM 04621X10 18,781 711,949 SH DEFINED 1,2,5 711,949
ASTA FDG INC COM 04622010 2,082 119,635 SH DEFINED 1,2 119,635
ASTEC INDS INC COM 04622410 4,826 256,292 SH DEFINED 1,2,5 256,292
ASTORIA FINL CORP COM 04626510 42,538 1,162,880 SH DEFINED 1,2,5,7,9 1,162,880
ASTRAZENECA PLC SPONSORED 04635310 8,679 190,157 SH DEFINED 1,2 190,157
ASTRO-MED INC NEW COM 04638F10 119 11,770 SH DEFINED 1 11,770
ASYST TECHNOLOGY COR COM 04648X10 7,796 754,010 SH DEFINED 1,2,5 754,010
AT RD INC COM 04648K10 4,548 594,548 SH DEFINED 1,2 594,548
AT&T CORP COM NEW 00195750 491,479 33,593,916 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 33,593,916
AT&T WIRELESS SVCS I COM 00209A10 1,079,879 75,410,517 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 75,410,517
ATARI INC COM 04651M10 444 184,387 SH DEFINED 1,2 184,387
ATHEROGENICS INC COM 04743910 11,076 582,050 SH DEFINED 1,2,5 582,050
ATHEROS COMMUNICATIO COM 04743P10 1,002 94,913 SH DEFINED 1,2 94,913
ATI TECHNOLOGIES INC COM 00194110 506 26,836 SH DEFINED 5,13 26,836
ATLANTIC AMERN CORP COM 04820910 129 46,600 SH DEFINED 1 46,600
ATLANTIC COAST AIRLI COM 04839610 199 34,692 SH DEFINED 1,2 34,692
ATLANTIS PLASTICS IN COM 04915610 185 11,000 SH DEFINED 1 11,000
ATLAS AMER INC COM 04916710 212 10,500 SH DEFINED 1 10,500
ATMEL CORP COM 04951310 116,479 19,675,574 SH DEFINED 1,2,5,9,10,12,14 19,675,574
ATMI INC COM 00207R10 13,562 496,601 SH DEFINED 1,2,5 496,601
ATMOS ENERGY CORP COM 04956010 23,239 907,781 SH DEFINED 1,2,5 907,781
ATP OIL & GAS CORP COM 00208J10 152 19,818 SH DEFINED 1 19,818
ATRIX LABS INC COM 04962L10 11,916 347,613 SH DEFINED 1,2,5 347,613
ATS MED INC COM 00208310 72 19,029 SH DEFINED 1 19,029
ATWOOD OCEANICS INC COM 05009510 6,463 154,791 SH DEFINED 1,2 154,791
AU OPTRONICS CORP SPONSORED 00225510 7,863 481,215 SH DEFINED 1 481,215
AUDIOVOX CORP CL A 05075710 4,606 272,873 SH DEFINED 1,2,5 272,873
AUGUST TECHNOLOGY CO COM 05106U10 2,656 211,824 SH DEFINED 1,2 211,824
AULT INC COM 05150310 85 28,400 SH DEFINED 1,2 28,400
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 836 13,059 SH DEFINED 1 13,059
AUTHENTIDATE HLDG CO COM 05266610 4,601 420,595 SH DEFINED 1,2 420,595
AUTOBYTEL INC COM 05275N10 5,285 582,054 SH DEFINED 1,2 582,054
AUTODESK INC COM 05276910 125,457 2,930,544 SH DEFINED 1,2,5,6,9,10 2,930,544
AUTOLIV INC COM 05280010 37,847 896,854 SH DEFINED 1,2,5 896,854
AUTOMATIC DATA PROCE COM 05301510 791,067 18,888,902 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 18,888,902
AUTONATION INC COM 05329W10 116,769 6,828,618 SH DEFINED 1,2,5,6,7,9,10 6,828,618
AUTOZONE INC COM 05333210 286,113 3,571,945 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,571,945
AVALONBAY CMNTYS INC COM 05348410 86,502 1,530,473 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 1,530,473
AVANEX CORP COM 05348W10 4,507 1,158,659 SH DEFINED 1,2,5 1,158,659
Page Total 3,632,433
7 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
AVANIR PHARMACEUTICA CL A 05348P10 120 71,515 SH DEFINED 1,5 71,515
AVANT IMMUNOTHERAPEU COM 05349110 2,988 1,123,196 SH DEFINED 1,2,5 1,123,196
AVATAR HLDGS INC COM 05349410 3,622 87,070 SH DEFINED 1,2,5 87,070
AVAYA INC COM 05349910 176,657 11,187,896 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,187,896
AVENTIS SPONSORED 05356110 11,392 149,758 SH DEFINED 1 149,758
AVERY DENNISON CORP COM 05361110 201,889 3,154,021 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,154,021
AVI BIOPHARMA INC COM 00234610 94 39,127 SH DEFINED 1 39,127
AVIALL INC NEW COM 05366B10 7,673 403,652 SH DEFINED 1,2 403,652
AVID TECHNOLOGY INC COM 05367P10 19,554 358,327 SH DEFINED 1,2,5 358,327
AVIGEN INC COM 05369010 75 22,212 SH DEFINED 1,5 22,212
AVISTA CORP COM 05379B10 14,821 804,617 SH DEFINED 1,2,5 804,617
AVNET INC COM 05380710 99,835 4,398,011 SH DEFINED 1,2,5,9,10,12,14 4,398,011
AVOCENT CORP COM 05389310 22,969 625,173 SH DEFINED 1,2,5,9 625,173
AVON PRODS INC COM 05430310 622,532 13,492,233 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,492,233
AVX CORP NEW COM 00244410 8,403 581,489 SH DEFINED 1,2,5 581,489
AWARE INC MASS COM 05453N10 96 24,342 SH DEFINED 1 24,342
AXA SPONSORED 05453610 16,394 740,458 SH DEFINED 1,2 740,458
AXCELIS TECHNOLOGIES COM 05454010 23,102 1,857,103 SH DEFINED 1,2,5 1,857,103
AXEDA SYSTEMS INC COM 05495910 17 15,695 SH DEFINED 1 15,695
AXONYX INC COM 05461R10 3,847 734,129 SH DEFINED 1,2 734,129
AXT INC COM 00246W10 39 19,825 SH DEFINED 1 19,825
AZTAR CORP COM 05480210 13,910 496,776 SH DEFINED 1,2,5 496,776
B A S F A G SPONSORED 05526250 1,536 28,522 SH DEFINED 1 28,522
BAIRNCO CORP COM 05709710 119 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 410,529 10,903,813 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,903,813
BALCHEM CORP COM 05766520 217 7,879 SH DEFINED 1 7,879
BALDOR ELEC CO COM 05774110 12,713 544,463 SH DEFINED 1,2,5 544,463
BALDWIN & LYONS INC CL B 05775520 3,384 126,534 SH DEFINED 1,2 126,534
BALDWIN TECHNOLOGY I CL A 05826410 72 20,200 SH DEFINED 1 20,200
BALL CORP COM 05849810 163,061 2,263,170 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,263,170
BALLARD PWR SYS INC COM 05858H10 115 12,528 SH DEFINED 1 12,528
BALLY TOTAL FITNESS COM 05873K10 514 102,758 SH DEFINED 1,2,5 102,758
BAM ENTMNT INC COM 05936110 7 12,500 SH DEFINED 1 12,500
BANC CORP COM 05944B10 177 26,900 SH DEFINED 1,5 26,900
BANCFIRST CORP COM 05945F10 3,733 62,479 SH DEFINED 1,2 62,479
BANCINSURANCE CORP COM 05945K10 89 11,015 SH DEFINED 1 11,015
BANCO BILBAO VIZCAYA SPONSORED 05946K10 1,801 133,372 SH DEFINED 1 133,372
BANCO BRADESCO S A SP ADR PFD 05946030 3,843 83,643 SH DEFINED 1,2 83,643
BANCO SANTANDER CENT ADR 05964H10 1,637 155,919 SH DEFINED 1 155,919
BANCO SANTANDER CHIL SP ADR REP 05965X10 767 28,740 SH DEFINED 1,2,7 28,740
BANCORP BK COM 05969F10 507 28,643 SH DEFINED 1,2 28,643
BANCORPSOUTH INC COM 05969210 28,308 1,256,473 SH DEFINED 1,2,5 1,256,473
BANCTRUST FINANCIAL COM 05978R10 1,861 106,199 SH DEFINED 1,2 106,199
BANDAG INC COM 05981510 18,074 405,894 SH DEFINED 1,2,9 405,894
BANK HAWAII CORP COM 06254010 32,088 709,596 SH DEFINED 1,2,5,9 709,596
BANK MUTUAL CORP NEW COM 06375010 12,218 1,120,916 SH DEFINED 1,2,5 1,120,916
BANK NEW YORK INC COM 06405710 637,866 21,637,258 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,637,258
BANK NOVA SCOTIA HAL COM 06414910 2,850 105,756 SH DEFINED 1,7 105,756
BANK OF AMERICA CORP COM 06050510 5,434,922 64,227,395 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 64,227,395
BANK OF GRANITE CORP COM 06240110 4,819 230,698 SH DEFINED 1,2,5 230,698
BANK OF THE OZARKS I COM 06390410 3,891 166,844 SH DEFINED 1,2 166,844
BANK ONE CORP COM 06423A10 1,688,458 33,107,026 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 33,107,026
BANK SOUTH CAROLINA COM 06506610 200 14,806 SH DEFINED 1 14,806
BANK UTD CORP LITIGA CTF RT CON 06541611 3 41,940 SH DEFINED 1,2 41,940
BANKATLANTIC BANCORP CL A 06590850 22,885 1,240,383 SH DEFINED 1,2,5 1,240,383
BANKNORTH GROUP INC COM 06646R10 90,041 2,772,191 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,772,191
Page Total 9,833,333
8 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
BANKRATE INC COM 06646V10 158 18,400 SH DEFINED 1 18,400
BANKUNITED FINL CORP CL A 06652B10 11,340 439,538 SH DEFINED 1,2 439,538
BANNER CORP COM 06652V10 6,950 238,022 SH DEFINED 1,2 238,022
BANTA CORP COM 06682110 26,287 591,910 SH DEFINED 1,2,5,6,9 591,910
BARCLAYS PLC ADR 06738E20 3,344 95,926 SH DEFINED 1,2 95,926
BARD C R INC COM 06738310 229,578 4,052,575 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,052,575
BARNES & NOBLE INC COM 06777410 38,895 1,144,637 SH DEFINED 1,2,5,9 1,144,637
BARNES GROUP INC COM 06780610 6,496 224,144 SH DEFINED 1,2 224,144
BARR PHARMACEUTICALS COM 06830610 43,423 1,288,508 SH DEFINED 1,2,5,9 1,288,508
BARRETT BUSINESS SER COM 06846310 180 12,172 SH DEFINED 1 12,172
BARRICK GOLD CORP COM 06790110 1,218 61,661 SH DEFINED 1,5 61,661
BARRIER THERAPEUTICS COM 06850R10 471 33,600 SH DEFINED 1 33,600
BASSETT FURNITURE IN COM 07020310 4,448 204,403 SH DEFINED 1,2,5 204,403
BAUSCH & LOMB INC COM 07170710 137,055 2,106,270 SH DEFINED 1,2,5,6,7,9,10 2,106,270
BAXTER INTL INC COM 07181310 731,236 21,189,117 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,189,117
BAY VIEW CAP CORP DE COM 07262L10 119 57,625 SH DEFINED 1 57,625
BAYER A G SPONSORED 07273030 868 29,711 SH DEFINED 1 29,711
BB&T CORP COM 05493710 575,397 15,563,890 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 15,563,890
BBVA BANCO FRANCES S SPONSORED 07329M10 109 21,356 SH DEFINED 1,7 21,356
BE AEROSPACE INC COM 07330210 3,639 480,074 SH DEFINED 1,2,5 480,074
BEA SYS INC COM 07332510 42,858 5,213,810 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 5,213,810
BEACON POWER CORP COM 07367710 12 29,902 SH DEFINED 1 29,902
BEAR STEARNS COS INC COM 07390210 293,500 3,481,204 SH DEFINED 1,2,5,6,7,9,10,13 3,481,204
BEARINGPOINT INC COM 07400210 13,182 1,486,174 SH DEFINED 1,2,5 1,486,174
BEASLEY BROADCAST GR CL A 07401410 971 64,261 SH DEFINED 1,2 64,261
BEAZER HOMES USA INC COM 07556Q10 21,693 216,261 SH DEFINED 1,2,5 216,261
BEBE STORES INC COM 07557110 2,606 130,278 SH DEFINED 1,2 130,278
BECKMAN COULTER INC COM 07581110 119,701 1,962,316 SH DEFINED 1,2,5,8,9,13 1,962,316
BECTON DICKINSON & C COM 07588710 643,047 12,414,031 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,414,031
BED BATH & BEYOND IN COM 07589610 327,399 8,514,934 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,514,934
BEDFORD PPTY INVS IN COM PAR $0 07644630 10,736 367,162 SH DEFINED 1,2,3 367,162
BEI TECHNOLOGIES INC COM 05538P10 8,056 284,547 SH DEFINED 1,2,5 284,547
BEL FUSE INC CL A 07734720 495 13,771 SH DEFINED 1,5 13,771
BEL FUSE INC CL B 07734730 6,983 167,470 SH DEFINED 1,2 167,470
BELDEN INC COM 07745910 8,765 408,992 SH DEFINED 1,2,5 408,992
BELL INDS INC COM 07810710 98 32,600 SH DEFINED 1 32,600
BELL MICROPRODUCTS I COM 07813710 340 42,015 SH DEFINED 1,5 42,015
BELLSOUTH CORP COM 07986010 3,712,488 141,589,926 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 141,589,926
BELO CORP COM SER A 08055510 42,242 1,573,257 SH DEFINED 1,2,5,9 1,573,257
BEMIS INC COM 08143710 81,774 2,894,670 SH DEFINED 1,2,5,6,9,10 2,894,670
BENCHMARK ELECTRS IN COM 08160H10 29,339 1,008,202 SH DEFINED 1,2,5 1,008,202
BENTLEY PHARMACEUTIC COM 08265710 3,326 242,070 SH DEFINED 1,2 242,070
BERKLEY W R CORP COM 08442310 70,359 1,638,161 SH DEFINED 1,2,5,9 1,638,161
BERKSHIRE HATHAWAY I CL B 08467020 480,046 162,452 SH DEFINED 1,5 162,452
BERKSHIRE HILLS BANC COM 08468010 3,402 91,696 SH DEFINED 1,2,5 91,696
BERRY PETE CO CL A 08578910 10,277 349,448 SH DEFINED 1,2 349,448
BEST BUY INC COM 08651610 438,431 8,640,744 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,640,744
BEVERLY ENTERPRISES COM NEW 08785130 13,752 1,599,079 SH DEFINED 1,2,5 1,599,079
BFC FINL CORP CL A 05538420 551 46,663 SH DEFINED 1,2 46,663
BG PLC ADR FIN IN 05543420 5,989 190,253 SH DEFINED 1 190,253
BHA GROUP HLDGS INC COM 05544610 2,709 71,567 SH DEFINED 1,2 71,567
BHP BILLITON LTD SPONSORED 08860610 1,325 75,649 SH DEFINED 1 75,649
BIG 5 SPORTING GOODS COM 08915P10 7,518 287,058 SH DEFINED 1,2 287,058
BIG LOTS INC COM 08930210 42,214 2,919,391 SH DEFINED 1,2,5,6,9,10 2,919,391
BINDVIEW DEV CORP COM 09032710 184 52,556 SH DEFINED 1 52,556
BIO LOGIC SYS CORP COM 09090910 83 12,700 SH DEFINED 1 12,700
Page Total 8,267,660
9 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
BIO RAD LABS INC CL A 09057220 17,051 289,679 SH DEFINED 1,2,5 289,679
BIOCRYST PHARMACEUTI COM 09058V10 1,140 165,285 SH DEFINED 1 165,285
BIOENVISION INC COM 09059N10 1,989 227,100 SH DEFINED 1 227,100
BIOGEN IDEC INC COM 09062X10 603,717 9,544,937 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,544,937
BIOLASE TECHNOLOGY I COM 09091110 5,472 406,543 SH DEFINED 1,2,5 406,543
BIOMARIN PHARMACEUTI COM 09061G10 6,533 1,088,829 SH DEFINED 1,2 1,088,829
BIOMET INC COM 09061310 341,660 7,688,119 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,688,119
BIOPURE CORP CL A 09065H10 31 44,402 SH DEFINED 1 44,402
BIO-REFERENCE LABS I COM $.01 N 09057G60 1,028 77,500 SH DEFINED 1 77,500
BIOSITE INC COM 09094510 9,306 206,396 SH DEFINED 1,2 206,396
BIOSOURCE INTL INC COM 09066H10 74 10,500 SH DEFINED 1 10,500
BIOSPHERE MEDICAL IN COM 09066V10 38 11,900 SH DEFINED 1 11,900
BIOVAIL CORP COM 09067J10 2,046 107,807 SH DEFINED 1,13 107,807
BIOVERIS CORP COM 09067610 2,778 333,878 SH DEFINED 1,2,5 333,878
BISYS GROUP INC COM 05547210 31,684 2,253,510 SH DEFINED 1,2,5,9 2,253,510
BITSTREAM INC CL A 09173610 19 10,100 SH DEFINED 1 10,100
BJ SVCS CO COM 05548210 231,858 5,057,990 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,057,990
BJS WHOLESALE CLUB I COM 05548J10 30,018 1,200,728 SH DEFINED 1,2,5,9 1,200,728
BKF CAP GROUP INC COM 05548G10 1,956 67,336 SH DEFINED 1,2 67,336
BLACK & DECKER CORP COM 09179710 234,484 3,774,088 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,774,088
BLACK BOX CORP DEL COM 09182610 13,602 287,814 SH DEFINED 1,2,5 287,814
BLACK HILLS CORP COM 09211310 19,830 629,536 SH DEFINED 1,2,5,7,9 629,536
BLACKROCK INC CL A 09247X10 12,448 195,023 SH DEFINED 1,2,5 195,023
BLAIR CORP COM 09282810 5,074 175,559 SH DEFINED 1,2 175,559
BLOCK H & R INC COM 09367110 236,727 4,964,905 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,964,905
BLOCKBUSTER INC CL A 09367910 5,820 383,408 SH DEFINED 1,2,5 383,408
BLOUNT INTL INC NEW COM 09518010 812 63,765 SH DEFINED 1 63,765
BLUE COAT SYSTEMS IN COM NEW 09534T50 4,236 126,492 SH DEFINED 1,2 126,492
BLUE NILE INC COM 09578R10 1,425 37,900 SH DEFINED 1 37,900
BLUEGREEN CORP COM 09623110 3,139 227,457 SH DEFINED 1,2 227,457
BLYTH INC COM 09643P10 23,486 680,941 SH DEFINED 1,2,5,9 680,941
BMC SOFTWARE INC COM 05592110 190,959 10,322,095 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,322,095
BOB EVANS FARMS INC COM 09676110 18,682 682,332 SH DEFINED 1,2,5,6,9 682,332
BOC GROUP PLC SPONSORED 05561760 393 11,617 SH DEFINED 1 11,617
BOCA RESORTS INC CL A 09688T10 7,264 366,507 SH DEFINED 1,2,5 366,507
BOEING CO COM 09702310 4,839,844 94,731,736 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 94,731,736
BOISE CASCADE CORP COM 09738310 112,066 2,977,305 SH DEFINED 1,2,5,6,9,10,13 2,977,305
BOK FINL CORP COM NEW 05561Q20 7,979 203,184 SH DEFINED 1,2,5 203,184
BOLT TECHNOLOGY CORP COM 09769810 83 18,400 SH DEFINED 1 18,400
BOMBAY CO INC COM 09792410 3,412 556,688 SH DEFINED 1,2 556,688
BONE CARE INTL INC COM 09807210 4,666 199,225 SH DEFINED 1,2 199,225
BON-TON STORES INC COM 09776J10 491 33,506 SH DEFINED 1 33,506
BORDERS GROUP INC COM 09970910 30,249 1,290,474 SH DEFINED 1,2,5,9 1,290,474
BORG WARNER INC COM 09972410 35,406 808,920 SH DEFINED 1,2,5,9 808,920
BORLAND SOFTWARE COR COM 09984910 10,235 1,205,585 SH DEFINED 1,2,5 1,205,585
BOSTON BEER INC CL A 10055710 2,890 143,501 SH DEFINED 1,2 143,501
BOSTON COMMUNICATION COM 10058210 2,497 243,590 SH DEFINED 1,2 243,590
BOSTON LIFE SCIENCES COM NEW 10084340 17 16,100 SH DEFINED 1 16,100
BOSTON PRIVATE FINL COM 10111910 8,647 373,340 SH DEFINED 1,2 373,340
BOSTON PROPERTIES IN COM 10112110 99,479 1,986,407 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 1,986,407
BOSTON SCIENTIFIC CO COM 10113710 949,485 22,184,223 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,184,223
BOTTOMLINE TECH DEL COM 10138810 312 29,396 SH DEFINED 1,2 29,396
BOWATER INC COM 10218310 32,363 778,146 SH DEFINED 1,2,5,7,9 778,146
BOWNE & CO INC COM 10304310 8,866 559,400 SH DEFINED 1,2 559,400
BOYD GAMING CORP COM 10330410 23,087 868,923 SH DEFINED 1,2,9 868,923
BOYDS COLLECTION LTD COM 10335410 356 107,230 SH DEFINED 1 107,230
Page Total 8,239,212
10 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
BOYKIN LODGING CO COM 10343010 954 124,695 SH DEFINED 1,3,5 124,695
BP PLC SPONSORED 05562210 3,066,637 57,245,415 SH DEFINED 1,2 57,245,415
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 781 23,967 SH DEFINED 1 23,967
BRADLEY PHARMACEUTIC COM 10457610 9,838 352,621 SH DEFINED 1,2 352,621
BRADY CORP CL A 10467410 14,806 321,163 SH DEFINED 1,2,5 321,163
BRANDYWINE RLTY TR SH BEN INT 10536820 24,918 916,456 SH DEFINED 1,2,3,5 916,456
BRASCAN CORP CL A LTD V 10549P60 743 26,306 SH DEFINED 1 26,306
BRAUN CONSULTING INC COM 10565110 20 11,206 SH DEFINED 1 11,206
BRE PROPERTIES INC CL A 05564E10 27,699 797,099 SH DEFINED 1,2,3,5 797,099
BRIGGS & STRATTON CO COM 10904310 34,786 393,729 SH DEFINED 1,2,5 393,729
BRIGHAM EXPLORATION COM 10917810 2,299 249,897 SH DEFINED 1,2 249,897
BRIGHT HORIZON FAMIL COM 10919510 10,516 196,149 SH DEFINED 1,2,5 196,149
BRIGHTPOINT INC COM NEW 10947340 3,731 272,107 SH DEFINED 1,2 272,107
BRINKER INTL INC COM 10964110 78,975 2,314,615 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,314,615
BRINKS CO COM 10969610 30,374 886,840 SH DEFINED 1,2,5,7,9 886,840
BRISTOL MYERS SQUIBB COM 11012210 1,362,478 55,611,367 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 55,611,367
BRISTOL WEST HLDGS I COM 11037M10 3,562 195,797 SH DEFINED 1,2 195,797
BRITESMILE INC COM NEW 11041520 112 10,336 SH DEFINED 1 10,336
BRITISH AMERN TOB PL SPONSORED 11044810 35,011 1,121,058 SH DEFINED 1 1,121,058
BRITISH AWYS PLC ADR 2ND IN 11041930 260 5,105 SH DEFINED 1 5,105
BRITISH SKY BROADCAS SPONSORED 11101310 11,294 248,160 SH DEFINED 1 248,160
BROADCOM CORP CL A 11132010 382,763 8,213,801 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,213,801
BROADVISION INC COM NEW 11141260 101 24,066 SH DEFINED 1,5 24,066
BROCADE COMMUNICATIO COM 11162110 24,247 4,054,730 SH DEFINED 1,2,5 4,054,730
BROOKFIELD HOMES COR COM 11272310 6,802 259,712 SH DEFINED 1,2,5 259,712
BROOKFIELD PPTYS COR COM 11290010 2,627 91,359 SH DEFINED 1,3,5 91,359
BROOKLINE BANCORP IN COM 11373M10 13,455 917,148 SH DEFINED 1,2,5 917,148
BROOKS AUTOMATION IN COM 11434010 16,790 833,266 SH DEFINED 1,2,5 833,266
BROOKSTONE INC COM 11453710 6,329 315,677 SH DEFINED 1,2,5 315,677
BROOKTROUT INC COM 11458010 158 14,589 SH DEFINED 1 14,589
BROWN & BROWN INC COM 11523610 41,730 968,215 SH DEFINED 1,2,5,9 968,215
BROWN FORMAN CORP CL A 11563710 636 13,241 SH DEFINED 1,5 13,241
BROWN FORMAN CORP CL B 11563720 123,724 2,563,170 SH DEFINED 1,2,5,6,7,9,10 2,563,170
BROWN SHOE INC NEW COM 11573610 12,931 315,940 SH DEFINED 1,2 315,940
BRUKER BIOSCIENCES C COM 11679410 1,978 406,072 SH DEFINED 1,2,5 406,072
BRUNSWICK CORP COM 11704310 117,775 2,886,632 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,886,632
BRUSH ENGINEERED MAT COM 11742110 4,452 235,547 SH DEFINED 1,2,5 235,547
BRYN MAWR BK CORP COM 11766510 2,488 109,697 SH DEFINED 1,2 109,697
BSB BANCORP COM 05565210 5,156 145,211 SH DEFINED 1,2,5 145,211
BSQUARE CORP COM 11776U10 21 20,627 SH DEFINED 1 20,627
BT GROUP PLC ADR 05577E10 1,131 30,908 SH DEFINED 1 30,908
BTU INTL INC COM 05603210 154 29,900 SH DEFINED 1 29,900
BUCA INC COM 11776910 82 15,355 SH DEFINED 1,5 15,355
BUCKEYE PARTNERS L P UNIT LTD P 11823010 1,360 33,533 SH DEFINED 1,5 33,533
BUCKEYE TECHNOLOGIES COM 11825510 5,178 450,284 SH DEFINED 1,2 450,284
BUCKLE INC COM 11844010 3,897 137,956 SH DEFINED 1,2 137,956
BUFFALO WILD WINGS I COM 11984810 1,363 49,308 SH DEFINED 1,2 49,308
BUILDING MATLS HLDG COM 12011310 3,906 206,339 SH DEFINED 1,2 206,339
BUNGE LIMITED COM G1696210 10,030 257,576 SH DEFINED 1,5 257,576
BURLINGTON COAT FACT COM 12157910 7,925 410,608 SH DEFINED 1,2 410,608
BURLINGTON NORTHN SA COM 12189T10 454,796 12,968,246 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,968,246
BURLINGTON RES INC COM 12201410 477,853 13,207,656 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,207,656
C COR NET CORP COM 12501010 6,714 652,506 SH DEFINED 1,2,5 652,506
C D I CORP COM 12507110 7,390 213,577 SH DEFINED 1,2 213,577
C D W CORP COM 12512N10 82,177 1,288,849 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 1,288,849
C H ROBINSON WORLDWI COM 12541W10 60,540 1,320,676 SH DEFINED 1,2,5,9 1,320,676
Page Total 6,608,453
11 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
C&D TECHNOLOGIES INC COM 12466110 6,627 371,655 SH DEFINED 1,2,5 371,655
CABLE & WIRELESS PUB SPONSORED 12683020 308 43,404 SH DEFINED 1 43,404
CABLE DESIGN TECHNOL COM 12692410 7,813 737,085 SH DEFINED 1,2 737,085
CABLEVISION SYS CORP CL A NY CA 12686C10 49,623 2,525,320 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,525,320
CABOT CORP COM 12705510 328,283 8,065,920 SH DEFINED 1,2,5,6,7,9 8,065,920
CABOT MICROELECTRONI COM 12709P10 13,834 451,953 SH DEFINED 1,2,5,9 451,953
CABOT OIL & GAS CORP COM 12709710 37,809 893,837 SH DEFINED 1,2,5 893,837
CACHE INC COM NEW 12715030 1,112 82,323 SH DEFINED 1,2 82,323
CACI INTL INC CL A 12719030 24,256 599,808 SH DEFINED 1,2,5 599,808
CADBURY SCHWEPPES PL ADR 12720930 886 25,268 SH DEFINED 1 25,268
CADENCE DESIGN SYSTE COM 12738710 78,347 5,355,234 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 5,355,234
CADMUS COMMUNICATION COM 12758710 283 19,215 SH DEFINED 1,2 19,215
CAE INC COM 12476510 86 19,000 SH DEFINED 7 19,000
CAESARS ENTMT INC COM 12768710 164,459 10,963,933 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 10,963,933
CAGLES INC CL A 12770310 161 11,700 SH DEFINED 1 11,700
CAL DIVE INTL INC COM 12791410 19,115 630,457 SH DEFINED 1,2,5 630,457
CAL MAINE FOODS INC COM NEW 12803020 2,293 163,774 SH DEFINED 1,2 163,774
CALAVO GROWERS INC COM 12824610 231 17,800 SH DEFINED 1 17,800
CALGON CARBON CORP COM 12960310 3,653 545,212 SH DEFINED 1,2 545,212
CALIFORNIA FIRST NTN COM 13022210 282 21,220 SH DEFINED 1 21,220
CALIFORNIA MICRO DEV COM 13043910 3,204 277,864 SH DEFINED 1,2 277,864
CALIFORNIA PIZZA KIT COM 13054D10 6,215 324,381 SH DEFINED 1,2 324,381
CALIFORNIA WTR SVC G COM 13078810 7,251 263,212 SH DEFINED 1,2 263,212
CALIPER LIFE SCIENCE COM 13087210 110 23,605 SH DEFINED 1 23,605
CALLAWAY GOLF CO COM 13119310 15,377 1,356,020 SH DEFINED 1,2,5,9 1,356,020
CALLON PETE CO DEL COM 13123X10 1,644 115,320 SH DEFINED 1,2 115,320
CALPINE CORP COM 13134710 59,252 13,715,817 SH DEFINED 1,2,5,6,9,10 13,715,817
CAMBREX CORP COM 13201110 9,526 377,580 SH DEFINED 1,2,5 377,580
CAMCO FINL CORP COM 13261810 260 18,602 SH DEFINED 1 18,602
CAMDEN NATL CORP COM 13303410 4,363 131,941 SH DEFINED 1,2,5 131,941
CAMDEN PPTY TR SH BEN INT 13313110 35,290 770,528 SH DEFINED 1,2,3,5 770,528
CAMPBELL SOUP CO COM 13442910 282,280 10,501,487 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,501,487
CANADIAN NATL RY CO COM 13637510 776 17,791 SH DEFINED 1 17,791
CANADIAN PAC RY LTD COM 13645T10 498 20,223 SH DEFINED 1,7 20,223
CANCERVAX CORP COM 13738Y10 1,349 177,301 SH DEFINED 1,2 177,301
CANDELA CORP COM 13690710 2,774 283,065 SH DEFINED 1,2 283,065
CANDIES INC COM 13740910 38 13,900 SH DEFINED 1 13,900
CANON INC ADR 13800630 2,216 41,493 SH DEFINED 1 41,493
CANTEL MEDICAL CORP COM 13809810 320 14,850 SH DEFINED 1,2 14,850
CAPITAL AUTOMOTIVE R COM SH BEN 13973310 24,537 836,587 SH DEFINED 1,2,5 836,587
CAPITAL CITY BK GROU COM 13967410 5,609 141,682 SH DEFINED 1,2 141,682
CAPITAL CORP OF THE COM 14006510 2,904 74,758 SH DEFINED 1,2 74,758
CAPITAL CROSSING BK COM 14007110 1,245 22,419 SH DEFINED 1,2 22,419
CAPITAL LEASE FDG IN COM 14028810 2,667 256,435 SH DEFINED 1,2 256,435
CAPITAL ONE FINL COR COM 14040H10 527,070 7,707,953 SH DEFINED 1,2,5,6,7,9,10,12,
13,14 7,707,953
CAPITAL SOUTHWEST CO COM 14050110 2,536 32,180 SH DEFINED 1,2 32,180
CAPITAL TRUST INC MD CL A NEW 14052H50 2,006 75,079 SH DEFINED 1,2 75,079
CAPITALSOURCE INC COM 14055X10 13,774 563,339 SH DEFINED 1,2 563,339
CAPITOL BANCORP LTD COM 14056D10 4,129 158,751 SH DEFINED 1,2 158,751
CAPITOL FED FINL COM 14057C10 7,593 253,948 SH DEFINED 1,2,5 253,948
CAPSTEAD MTG CORP COM NO PAR 14067E50 2,488 185,007 SH DEFINED 1,2,5 185,007
CAPSTONE TURBINE COR COM 14067D10 1,869 865,318 SH DEFINED 1,2,5 865,318
CAPTARIS INC COM 14071N10 2,471 382,553 SH DEFINED 1,2 382,553
CAPTIVA SOFTWARE COR COM 14073T10 187 19,260 SH DEFINED 1 19,260
CARACO PHARMACEUTICA COM 14075T10 309 32,048 SH DEFINED 1,2 32,048
CARAUSTAR INDS INC COM 14090910 6,752 478,495 SH DEFINED 1,2 478,495
Page Total 1,780,353
12 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CARBO CERAMICS INC COM 14078110 15,834 232,006 SH DEFINED 1,2 232,006
CARDIAC SCIENCE INC COM NEW 14141020 2,019 817,245 SH DEFINED 1,2,5 817,245
CARDINAL HEALTH INC COM 14149Y10 941,803 13,444,732 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,444,732
CARDIODYNAMICS INTL COM 14159710 2,758 546,076 SH DEFINED 1,2,5 546,076
CARDIOTECH INTL INC COM 14160C10 82 19,595 SH DEFINED 1 19,595
CAREER EDUCATION COR COM 14166510 76,522 1,679,584 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,679,584
CAREMARK RX INC COM 14170510 442,089 13,421,039 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,421,039
CARLISLE COS INC COM 14233910 28,349 455,399 SH DEFINED 1,2,5,9 455,399
CARMAX INC COM 14313010 37,256 1,703,507 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,703,507
CARMIKE CINEMAS INC COM 14343640 4,579 116,080 SH DEFINED 1,2 116,080
CARNIVAL CORP PAIRED CTF 14365830 591,035 12,575,215 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,575,215
CARNIVAL PLC ADR 14365C10 477 9,723 SH DEFINED 1 9,723
CARPENTER TECHNOLOGY COM 14428510 16,140 473,999 SH DEFINED 1,2 473,999
CARRAMERICA RLTY COR COM 14441810 42,221 1,396,643 SH DEFINED 1,2,3,5 1,396,643
CARREKER CORP COM 14443310 2,607 260,159 SH DEFINED 1,2,5 260,159
CARRIAGE SVCS INC COM 14390510 279 55,400 SH DEFINED 1,2 55,400
CARRIER ACCESS CORP COM 14446010 3,067 257,321 SH DEFINED 1,2 257,321
CARRINGTON LABS INC COM 14452510 233 52,300 SH DEFINED 1 52,300
CARRIZO OIL & CO INC COM 14457710 256 25,100 SH DEFINED 1 25,100
CARTER INC COM 14622910 4,090 140,505 SH DEFINED 1,2 140,505
CASCADE BANCORP COM 14715410 4,597 248,751 SH DEFINED 1,2 248,751
CASCADE CORP COM 14719510 5,100 163,215 SH DEFINED 1,2 163,215
CASCADE NAT GAS CORP COM 14733910 4,339 196,610 SH DEFINED 1,2,5 196,610
CASELLA WASTE SYS IN CL A 14744810 3,222 245,057 SH DEFINED 1,2 245,057
CASEYS GEN STORES IN COM 14752810 14,131 772,183 SH DEFINED 1,2,5 772,183
CASH AMER INTL INC COM 14754D10 11,143 484,471 SH DEFINED 1,2 484,471
CASTLE ENERGY CORP COM PAR$0. 14844930 169 13,500 SH DEFINED 1 13,500
CASUAL MALE RETAIL G COM 14871110 3,720 509,566 SH DEFINED 1,2 509,566
CATALINA MARKETING C COM 14886710 17,337 947,871 SH DEFINED 1,2,5,9 947,871
CATALYST SEMICONDUCT COM 14888110 115 16,969 SH DEFINED 1 16,969
CATALYTICA ENERGY SY COM 14888410 29 10,205 SH DEFINED 1 10,205
CATAPULT COMMUNICATI COM 14901610 2,267 98,578 SH DEFINED 1,2 98,578
CATELLUS DEV CORP NE COM 14911310 40,083 1,626,074 SH DEFINED 1,2,3,5 1,626,074
CATERPILLAR INC DEL COM 14912310 1,188,751 14,964,134 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,964,134
CATHAY GENERAL BANCO COM 14915010 22,793 341,730 SH DEFINED 1,2,5 341,730
CATO CORP NEW CL A 14920510 8,695 387,289 SH DEFINED 1,2 387,289
CAVALIER HOMES INC COM 14950710 267 49,900 SH DEFINED 1 49,900
CB BANCSHARES INC HA COM 12478510 6,289 67,976 SH DEFINED 1,2 67,976
CBL & ASSOC PPTYS IN COM 12483010 22,218 403,959 SH DEFINED 1,2,3,5 403,959
CBRL GROUP INC COM 12489V10 31,799 1,030,769 SH DEFINED 1,2,5,9 1,030,769
CCA INDS INC COM 12486710 88 10,400 SH DEFINED 1 10,400
CCC INFORMATION SVCS COM 12487Q10 3,653 218,069 SH DEFINED 1,2 218,069
CCF HLDG CO COM 12487X10 298 11,250 SH DEFINED 1 11,250
CDN IMPERIAL BK OF C COM 13606910 959 19,605 SH DEFINED 1 19,605
CEC ENTMT INC COM 12513710 19,921 675,056 SH DEFINED 1,2,5 675,056
CEDAR FAIR L P DEPOSITRY 15018510 1,902 60,294 SH DEFINED 1,5 60,294
CEDAR SHOPPING CTRS COM NEW 15060220 2,401 208,968 SH DEFINED 1,2 208,968
CELESTICA INC SUB VTG SH 15101Q10 3,067 153,711 SH DEFINED 1,5,7 153,711
CELGENE CORP COM 15102010 47,259 825,344 SH DEFINED 1,2,5 825,344
CELL GENESYS INC COM 15092110 6,550 630,433 SH DEFINED 1,2,5 630,433
CELL THERAPEUTICS IN COM 15093410 5,568 755,537 SH DEFINED 1,2,5 755,537
CELLEGY PHARMACEUTIC COM 15115L10 42 10,800 SH DEFINED 1 10,800
CELLSTAR CORP COM NEW 15092520 169 22,950 SH DEFINED 1 22,950
CEMEX S A SPON ADR 5 15129088 17,690 607,901 SH DEFINED 1,2,4 607,901
CENDANT CORP COM 15131310 874,891 35,738,998 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 35,738,998
CENTENE CORP DEL COM 15135B10 12,475 323,609 SH DEFINED 1,2 323,609
Page Total 4,595,693
13 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CENTENNIAL COMMUNCTN CL A NEW 15133V20 1,699 238,238 SH DEFINED 1,2 238,238
CENTER BANCORP INC COM 15140810 144 12,882 SH DEFINED 1 12,882
CENTER FINL CORP CAL COM 15146E10 2,067 136,276 SH DEFINED 1,2 136,276
CENTERPOINT ENERGY I COM 15189T10 162,363 14,118,561 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,118,561
CENTERPOINT PPTYS TR COM 15189510 34,122 444,592 SH DEFINED 1,2,3,5 444,592
CENTEX CORP COM 15231210 206,448 4,512,521 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,512,521
CENTILLIUM COMMUNICA COM 15231910 154 40,134 SH DEFINED 1,5 40,134
CENTRA SOFTWARE INC COM 15234X10 45 20,010 SH DEFINED 1 20,010
CENTRAL COAST BANCOR COM 15314510 2,757 149,655 SH DEFINED 1,2 149,655
CENTRAL EUROPEAN DIS COM 15343510 4,851 187,243 SH DEFINED 1,2 187,243
CENTRAL FGHT LINES I COM 15349110 412 51,515 SH DEFINED 1,2 51,515
CENTRAL GARDEN & PET COM 15352710 9,338 261,046 SH DEFINED 1,2 261,046
CENTRAL PAC FINL COR COM 15476010 8,086 294,045 SH DEFINED 1,2 294,045
CENTRAL PKG CORP COM 15478510 5,896 315,477 SH DEFINED 1,2 315,477
CENTRAL VT PUB SVC C COM 15577110 5,944 290,100 SH DEFINED 1,2 290,100
CENTURY ALUM CO COM 15643110 17,010 686,173 SH DEFINED 1,2 686,173
CENTURY BANCORP INC CL A NON V 15643210 1,447 43,988 SH DEFINED 1,2 43,988
CENTURY BUSINESS SVC COM 15649010 4,491 1,030,092 SH DEFINED 1,2 1,030,092
CENTURYTEL INC COM 15670010 147,977 4,925,991 SH DEFINED 1,2,5,6,9,10,12,14 4,925,991
CENVEO INC COM 15670S10 257 87,820 SH DEFINED 1,5 87,820
CEPHALON INC COM 15670810 44,783 829,308 SH DEFINED 1,2,5,9 829,308
CEPHEID COM 15670R10 6,524 565,375 SH DEFINED 1,2,5 565,375
CERADYNE INC COM 15671010 8,209 229,493 SH DEFINED 1,2,5 229,493
CERES GROUP INC COM 15677210 2,243 365,383 SH DEFINED 1,2 365,383
CERIDIAN CORP NEW COM 15677910 56,052 2,491,195 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,491,195
CERNER CORP COM 15678210 23,129 518,818 SH DEFINED 1,2,5 518,818
CERTEGY INC COM 15688010 47,934 1,235,425 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,235,425
CERUS CORP COM 15708510 41 17,262 SH DEFINED 1 17,262
CEVA INC COM 15721010 156 19,784 SH DEFINED 1,5 19,784
CFS BANCORP INC COM 12525D10 315 23,794 SH DEFINED 1,5 23,794
CH ENERGY GROUP INC COM 12541M10 11,706 252,057 SH DEFINED 1,2,5 252,057
CHAD THERAPEUTICS IN COM 15722810 118 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 11,143 1,213,840 SH DEFINED 1,2,5,6 1,213,840
CHARLES & COLVARD LT COM 15976510 116 19,200 SH DEFINED 1 19,200
CHARLES RIV LABS INT COM 15986410 65,242 1,335,016 SH DEFINED 1,2,5,9 1,335,016
CHARLES RIVER ASSOCI COM 15985210 3,951 127,651 SH DEFINED 1,2 127,651
CHARLOTTE RUSSE HLDG COM 16104810 4,517 211,260 SH DEFINED 1,2 211,260
CHARMING SHOPPES INC COM 16113310 16,050 1,797,325 SH DEFINED 1,2,5 1,797,325
CHARTER COMMUNICATIO CL A 16117M10 15,849 4,053,384 SH DEFINED 1,2,5 4,053,384
CHARTER FINL CORP WE COM 16122M10 2,375 69,851 SH DEFINED 1,2 69,851
CHARTER ONE FINL INC COM 16090310 285,705 6,465,381 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,465,381
CHARTERMAC SH BEN INT 16090810 12,023 611,521 SH DEFINED 1,2,5 611,521
CHATTEM INC COM 16245610 9,367 324,449 SH DEFINED 1,2 324,449
CHECK POINT SOFTWARE ORD M2246510 9,387 347,783 SH DEFINED 1,2,5 347,783
CHECKERS DRIVE-IN RE COM NEW 16280930 671 59,000 SH DEFINED 1,2 59,000
CHECKFREE CORP NEW COM 16281310 72,817 2,427,227 SH DEFINED 1,2,5,9,10,12,14 2,427,227
CHECKPOINT SYS INC COM 16282510 16,642 928,191 SH DEFINED 1,2 928,191
CHEESECAKE FACTORY I COM 16307210 30,496 766,414 SH DEFINED 1,2,5,9 766,414
CHELSEA PPTY GROUP I COM 16342110 52,161 799,770 SH DEFINED 1,2,3,5 799,770
CHEMED CORP NEW COM 16359R10 8,938 184,293 SH DEFINED 1,2 184,293
CHEMICAL FINL CORP COM 16373110 13,892 376,587 SH DEFINED 1,2,5 376,587
CHENIERE ENERGY INC COM NEW 16411R20 5,088 260,000 SH DEFINED 1,2 260,000
CHEROKEE INC DEL NEW COM 16444H10 2,496 99,466 SH DEFINED 1,2,5 99,466
CHEROKEE INTL CORP COM 16445010 724 63,411 SH DEFINED 1,2 63,411
CHESAPEAKE CORP COM 16515910 8,111 304,010 SH DEFINED 1,2 304,010
CHESAPEAKE ENERGY CO COM 16516710 41,886 2,845,490 SH DEFINED 1,2,5 2,845,490
Page Total 1,506,367
14 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CHEVRONTEXACO CORP COM 16676410 3,932,674 41,788,052 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 41,788,052
CHICAGO MERCANTILE H CL A 16776010 45,037 311,958 SH DEFINED 1,2,5 311,958
CHICAGO PIZZA & BREW COM 16788910 2,658 174,778 SH DEFINED 1,2 174,778
CHICOS FAS INC COM 16861510 67,306 1,490,391 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,490,391
CHILDRENS PL RETAIL COM 16890510 6,397 271,982 SH DEFINED 1,2,5 271,982
CHILDTIME LEARNING C COM 16882010 24 10,200 SH DEFINED 1 10,200
CHINA PETE & CHEM CO SPON ADR H 16941R10 295 7,975 SH DEFINED 1 7,975
CHINADOTCOM CORP CL A G2108N10 90 12,135 SH DEFINED 1,5 12,135
CHIPPAC INC CL A 16965710 5,474 873,064 SH DEFINED 1,2 873,064
CHIQUITA BRANDS INTL COM 17003280 15,990 764,344 SH DEFINED 1,2 764,344
CHIRON CORP COM 17004010 204,177 4,573,856 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,573,856
CHITTENDEN CORP COM 17022810 20,606 586,221 SH DEFINED 1,2,5 586,221
CHOICE HOTELS INTL I COM 16990510 26,707 532,434 SH DEFINED 1,2,5 532,434
CHOICEPOINT INC COM 17038810 66,338 1,452,869 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,452,869
CHOLESTECH CORP COM 17039310 113 13,900 SH DEFINED 1 13,900
CHORDIANT SOFTWARE I COM 17040410 4,776 1,047,468 SH DEFINED 1,2 1,047,468
CHRISTOPHER & BANKS COM 17104610 11,826 667,779 SH DEFINED 1,2,5 667,779
CHROMAVISION MED SYS COM 17111P10 31 16,300 SH DEFINED 1 16,300
CHRONIMED INC COM 17116410 142 17,362 SH DEFINED 1,5 17,362
CHUBB CORP COM 17123210 369,546 5,420,147 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,420,147
CHURCH & DWIGHT INC COM 17134010 26,694 583,084 SH DEFINED 1,2,5,9 583,084
CHURCHILL DOWNS INC COM 17148410 6,033 147,534 SH DEFINED 1,2 147,534
CIBA SPECIALTY CHEMI SPONSORED 17162W20 6,362 176,048 SH DEFINED 1 176,048
CIBER INC COM 17163B10 7,439 905,017 SH DEFINED 1,2 905,017
CIENA CORP COM 17177910 50,493 13,646,739 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,646,739
CIGNA CORP COM 12550910 337,445 4,904,007 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,904,007
CIMA LABS INC COM 17179610 7,752 229,837 SH DEFINED 1,2 229,837
CIMAREX ENERGY CO COM 17179810 19,858 656,902 SH DEFINED 1,2,5 656,902
CINCINNATI BELL INC COM 17187110 19,649 4,425,404 SH DEFINED 1,2,5,9 4,425,404
CINCINNATI FINL CORP COM 17206210 243,813 5,602,326 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,602,326
CINERGY CORP COM 17247410 215,568 5,672,840 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,672,840
CINTAS CORP COM 17290810 214,630 4,502,403 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,502,403
CIPHERGEN BIOSYSTEMS COM 17252Y10 2,698 368,562 SH DEFINED 1,2 368,562
CIPRICO INC COM 17252910 63 13,830 SH DEFINED 1 13,830
CIRCLE GROUP HLDGS I COM 17257010 995 193,300 SH DEFINED 1 193,300
CIRCOR INTL INC COM 17273K10 4,141 203,070 SH DEFINED 1,2 203,070
CIRCUIT CITY STORE I COM 17273710 64,531 4,983,083 SH DEFINED 1,2,5,6,9,10 4,983,083
CIRRUS LOGIC INC COM 17275510 12,357 2,056,143 SH DEFINED 1,2,5 2,056,143
CISCO SYS INC COM 17275R10 4,978,709 210,072,128 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 210,072,128
CIT GROUP INC COM 12558110 107,275 2,801,639 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,801,639
CITADEL BROADCASTING COM 17285T10 6,771 464,752 SH DEFINED 1,2 464,752
CITIGROUP INC COM 17296710 12,320,433 264,955,549 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 264,955,549
CITIZENS BKG CORP MI COM 17442010 21,109 679,841 SH DEFINED 1,2,5 679,841
CITIZENS COMMUNICATI COM 17453B10 89,190 7,371,046 SH DEFINED 1,2,5,6,7,9,10 7,371,046
CITIZENS FIRST BANCO COM 17461R10 3,358 142,751 SH DEFINED 1,2,5 142,751
CITIZENS INC CL A 17474010 3,894 474,925 SH DEFINED 1,2 474,925
CITRIX SYS INC COM 17737610 122,520 6,017,678 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,017,678
CITY BK LYNNWOOD WAS COM 17770A10 4,246 132,600 SH DEFINED 1,2 132,600
CITY HLDG CO COM 17783510 9,260 293,214 SH DEFINED 1,2 293,214
CITY NATL CORP COM 17856610 39,174 596,258 SH DEFINED 1,2,5,7,9 596,258
CKE RESTAURANTS INC COM 12561E10 11,573 868,225 SH DEFINED 1,2 868,225
CLAIRES STORES INC COM 17958410 39,855 1,836,630 SH DEFINED 1,2,5,6,9 1,836,630
CLARCOR INC COM 17989510 25,120 548,476 SH DEFINED 1,2,5 548,476
CLARK INC COM 18145710 4,822 259,945 SH DEFINED 1,2 259,945
CLARUS CORP COM 18270710 1,789 155,565 SH DEFINED 1,2 155,565
CLEAN HARBORS INC COM 18449610 212 22,400 SH DEFINED 1 22,400
Page Total 23,810,038
15 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CLEAR CHANNEL COMMUN COM 18450210 658,541 17,822,487 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 17,822,487
CLECO CORP NEW COM 12561W10 19,744 1,098,135 SH DEFINED 1,2,5,6 1,098,135
CLEVELAND CLIFFS INC COM 18589610 10,373 183,951 SH DEFINED 1,2,5 183,951
CLIFTON SVGS BANCORP COM 18712Q10 1,708 144,600 SH DEFINED 1 144,600
CLOROX CO DEL COM 18905410 305,030 5,671,805 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,671,805
CLOSURE MED CORP COM 18909310 3,438 136,899 SH DEFINED 1,2 136,899
CMGI INC COM 12575010 11,229 5,758,684 SH DEFINED 1,2,5 5,758,684
CMS ENERGY CORP COM 12589610 50,008 5,477,306 SH DEFINED 1,2,5,6,9,10 5,477,306
CNA FINL CORP COM 12611710 16,583 560,435 SH DEFINED 1,2,5 560,435
CNA SURETY CORP COM 12612L10 2,959 270,263 SH DEFINED 1,2 270,263
CNET NETWORKS INC COM 12613R10 21,239 1,918,618 SH DEFINED 1,2,5 1,918,618
CNF INC COM 12612W10 50,592 1,217,316 SH DEFINED 1,2,5,9 1,217,316
CNS INC COM 12613610 135 13,421 SH DEFINED 1 13,421
COACH INC COM 18975410 153,674 3,400,613 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,400,613
COACHMEN INDS INC COM 18987310 3,527 220,559 SH DEFINED 1,2 220,559
COAST DISTR SYS COM 19034510 208 27,800 SH DEFINED 1 27,800
COASTAL FINL CORP DE COM 19046E10 2,708 181,126 SH DEFINED 1,2,5 181,126
COBIZ INC COM 19089710 2,741 198,631 SH DEFINED 1,2 198,631
COBRA ELECTRS CORP COM 19104210 92 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 5,542 95,933 SH DEFINED 1,2 95,933
COCA COLA CO COM 19121610 3,827,147 75,815,106 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 75,815,106
COCA COLA ENTERPRISE COM 19121910 297,782 10,271,881 SH DEFINED 1,2,5,6,7,9,10,13 10,271,881
COCA-COLA FEMSA S A SPON ADR R 19124110 13,206 595,132 SH DEFINED 1,2,4 595,132
COEUR D ALENE MINES COM 19210810 14,207 3,482,225 SH DEFINED 1,2,5 3,482,225
COGNEX CORP COM 19242210 25,812 670,791 SH DEFINED 1,2,5 670,791
COGNITRONICS CORP COM 19243210 121 29,500 SH DEFINED 1 29,500
COGNIZANT TECHNOLOGY CL A 19244610 45,639 1,796,104 SH DEFINED 1,2,5,9 1,796,104
COGNOS INC COM 19244C10 430 11,890 SH DEFINED 1 11,890
COHERENT INC COM 19247910 14,708 492,718 SH DEFINED 1,2,5 492,718
COHU INC COM 19257610 6,686 351,150 SH DEFINED 1,2 351,150
COINSTAR INC COM 19259P30 9,393 427,526 SH DEFINED 1,2 427,526
COLDWATER CREEK INC COM 19306810 5,639 213,042 SH DEFINED 1,2,5 213,042
COLE KENNETH PRODTNS CL A 19329410 3,897 113,720 SH DEFINED 1,2 113,720
COLE NATIONAL CORP N CL A 19329010 4,681 200,451 SH DEFINED 1,2,5 200,451
COLES MYER LTD SPON ADR N 19387040 289 6,050 SH DEFINED 1 6,050
COLGATE PALMOLIVE CO COM 19416210 887,951 15,191,627 SH DEFINED 1,2,5,6,7,9,10,13 15,191,627
COLLAGENEX PHARMACEU COM 19419B10 1,958 208,250 SH DEFINED 1 208,250
COLLINS & AIKMAN COR COM NEW 19483020 3,172 567,504 SH DEFINED 1,2,5 567,504
COLONIAL BANCGROUP I COM 19549330 32,522 1,789,857 SH DEFINED 1,2,5,9 1,789,857
COLONIAL PPTYS TR COM SH BEN 19587210 18,049 468,446 SH DEFINED 1,2,3,5 468,446
COLT TELECOM GROUP P SPONSORED 19687710 85 14,344 SH DEFINED 1 14,344
COLUMBIA BANCORP COM 19722710 2,651 90,729 SH DEFINED 1,2 90,729
COLUMBIA BKG SYS INC COM 19723610 5,095 229,295 SH DEFINED 1,2 229,295
COLUMBIA LABS INC COM 19777910 134 38,613 SH DEFINED 1 38,613
COLUMBIA SPORTSWEAR COM 19851610 8,668 158,693 SH DEFINED 1,2,5 158,693
COLUMBUS MCKINNON CO COM 19933310 71 10,078 SH DEFINED 1 10,078
COMARCO INC COM 20008010 88 12,500 SH DEFINED 1 12,500
COMCAST CORP NEW CL A 20030N10 1,642,284 58,444,267 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 58,444,267
COMCAST CORP NEW CL A SPL 20030N20 92,428 3,347,613 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,347,613
COMERICA INC COM 20034010 279,658 5,095,815 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,095,815
COMFORCE CORP COM 20038K10 181 75,800 SH DEFINED 1 75,800
COMFORT SYS USA INC COM 19990810 3,202 501,146 SH DEFINED 1,2 501,146
COMMERCE BANCORP INC COM 20051910 68,638 1,247,734 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,247,734
COMMERCE BANCSHARES COM 20052510 34,555 752,094 SH DEFINED 1,2,5,7 752,094
COMMERCE GROUP INC M COM 20064110 19,625 397,504 SH DEFINED 1,2,5 397,504
COMMERCE ONE INC DEL COM NEW 20069320 19 19,716 SH DEFINED 1,5 19,716
Page Total 8,690,739
16 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
COMMERCIAL CAP BANCO COM 20162L10 10,510 605,067 SH DEFINED 1,2,5 605,067
COMMERCIAL FEDERAL C COM 20164710 28,055 1,035,234 SH DEFINED 1,2,5 1,035,234
COMMERCIAL METALS CO COM 20172310 16,064 495,045 SH DEFINED 1,2,5 495,045
COMMERCIAL NET LEASE COM 20221810 13,272 771,650 SH DEFINED 1,2,5 771,650
COMMONWEALTH TEL ENT COM 20334910 20,325 453,977 SH DEFINED 1,2 453,977
COMMSCOPE INC COM 20337210 25,055 1,168,060 SH DEFINED 1,2,5,9 1,168,060
COMMUNICATIONS SYS I COM 20390010 115 14,303 SH DEFINED 1,2 14,303
COMMUNITY BK NORTHN COM 20356610 153 11,300 SH DEFINED 1 11,300
COMMUNITY BK SYS INC COM 20360710 12,110 531,362 SH DEFINED 1,2 531,362
COMMUNITY BKS INC MI COM 20362810 5,104 173,246 SH DEFINED 1,2 173,246
COMMUNITY FIRST BANK COM 20390210 21,595 670,869 SH DEFINED 1,2,5 670,869
COMMUNITY HEALTH SYS COM 20366810 27,685 1,034,197 SH DEFINED 1,2,5,7,9 1,034,197
COMMUNITY TR BANCORP COM 20414910 5,852 191,863 SH DEFINED 1,2 191,863
COMPANHIA DE BEBIDAS SPONSORED 20441W10 576 14,901 SH DEFINED 1,2 14,901
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 2,691 134,070 SH DEFINED 1,2 134,070
COMPANHIA ENERGETICA SP ADR N-V 20440960 1,173 78,100 SH DEFINED 1,2 78,100
COMPANHIA SIDERURGIC SPONSORED 20440W10 2,314 190,260 SH DEFINED 1,2 190,260
COMPANHIA VALE DO RI SPON ADR P 20441210 8,567 219,102 SH DEFINED 1,2 219,102
COMPANHIA VALE DO RI SPONSORED 20441220 238 5,013 SH DEFINED 2 5,013
COMPANIA ANONIMA NAC SPON ADR D 20442110 12,242 607,519 SH DEFINED 1,2,4,7 607,519
COMPANIA DE MINAS BU SPONSORED 20444810 1,347 60,957 SH DEFINED 1,7 60,957
COMPANIA DE TELECOMU SPON ADR N 20444930 694 56,927 SH DEFINED 1,2,7 56,927
COMPASS BANCSHARES I COM 20449H10 87,376 2,031,998 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,031,998
COMPASS MINERALS INT COM 20451N10 3,764 194,244 SH DEFINED 1,2 194,244
COMPETITIVE TECHNOLO COM 20451210 125 25,400 SH DEFINED 1 25,400
COMPEX TECHNOLOGIES COM 20451310 101 16,400 SH DEFINED 1 16,400
COMPUCOM SYS INC COM 20478010 1,630 359,052 SH DEFINED 1,2 359,052
COMPUCREDIT CORP COM 20478N10 5,267 304,422 SH DEFINED 1,2 304,422
COMPUTER ACCESS TECH COM 20485310 62 13,100 SH DEFINED 1 13,100
COMPUTER ASSOC INTL COM 20491210 452,487 16,125,694 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 16,125,694
COMPUTER HORIZONS CO COM 20590810 80 20,195 SH DEFINED 1 20,195
COMPUTER NETWORK TEC COM 20492510 282 47,032 SH DEFINED 1,2 47,032
COMPUTER PROGRAMS & COM 20530610 1,966 96,461 SH DEFINED 1,2 96,461
COMPUTER SCIENCES CO COM 20536310 243,271 5,239,524 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,239,524
COMPUTER TASK GROUP COM 20547710 98 24,745 SH DEFINED 1 24,745
COMPUWARE CORP COM 20563810 74,029 11,216,562 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,216,562
COMPX INTERNATIONAL CL A 20563P10 719 47,924 SH DEFINED 1,2 47,924
COMSTOCK RES INC COM NEW 20576820 15,057 773,760 SH DEFINED 1,2,5 773,760
COMTECH TELECOMMUNIC COM NEW 20582620 5,600 248,219 SH DEFINED 1,2,5 248,219
COMVERSE TECHNOLOGY COM PAR $0 20586240 117,217 5,878,486 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,878,486
CONAGRA FOODS INC COM 20588710 940,133 34,716,872 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 34,716,872
CONCEPTUS INC COM 20601610 4,247 377,188 SH DEFINED 1,2,7 377,188
CONCORD CAMERA CORP COM 20615610 105 31,841 SH DEFINED 1,5 31,841
CONCORD COMMUNICATIO COM 20618610 3,373 295,655 SH DEFINED 1,2,5 295,655
CONCUR TECHNOLOGIES COM 20670810 4,220 394,439 SH DEFINED 1,2,5 394,439
CONCURRENT COMPUTER COM 20671020 201 101,272 SH DEFINED 1,2,5 101,272
CONEXANT SYSTEMS INC COM 20714210 19,722 4,554,720 SH DEFINED 1,2,5 4,554,720
CONMED CORP COM 20741010 13,140 479,558 SH DEFINED 1,2 479,558
CONNECTICUT WTR SVC COM 20779710 3,220 124,695 SH DEFINED 1,2,5 124,695
CONNETICS CORP COM 20819210 10,447 517,168 SH DEFINED 1,2 517,168
CONNS INC COM 20824210 915 58,085 SH DEFINED 1,2 58,085
CONOCOPHILLIPS COM 20825C10 1,476,838 19,358,214 SH DEFINED 1,2,5,6,7,9,10,13 19,358,214
CONSECO INC COM NEW 20846488 24,763 1,244,385 SH DEFINED 1,2 1,244,385
CONSOL ENERGY INC COM 20854P10 29,879 829,985 SH DEFINED 1,2,5 829,985
CONSOLIDATED EDISON COM 20911510 284,751 7,161,735 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,161,735
CONSOLIDATED GRAPHIC COM 20934110 20,767 471,440 SH DEFINED 1,2 471,440
Page Total 4,061,589
17 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CONSOLIDATED TOMOKA COM 21022610 3,528 93,430 SH DEFINED 1,2 93,430
CONSTAR INTL INC NEW COM 21036U10 53 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 52,591 1,416,398 SH DEFINED 1,2,5,9 1,416,398
CONSTELLATION ENERGY COM 21037110 223,679 5,901,826 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,901,826
CONSUMER PORTFOLIO S COM 21050210 154 34,300 SH DEFINED 1 34,300
CONTINENTAL AIRLS IN CL B 21079530 13,489 1,186,356 SH DEFINED 1,2,5 1,186,356
CONVERA CORP CL A 21191910 65 28,300 SH DEFINED 1 28,300
CONVERGYS CORP COM 21248510 100,542 6,528,723 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,528,723
COOPER CAMERON CORP COM 21664010 42,295 868,482 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 868,482
COOPER COS INC COM NEW 21664840 23,148 366,433 SH DEFINED 1,2,5 366,433
COOPER INDS LTD CL A G2418210 148,643 2,501,991 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,501,991
COOPER TIRE & RUBR C COM 21683110 49,790 2,164,778 SH DEFINED 1,2,5,6,9,10 2,164,778
COORS ADOLPH CO CL B 21701610 97,144 1,342,882 SH DEFINED 1,2,5,6,9,10,12,14 1,342,882
COPART INC COM 21720410 33,891 1,269,331 SH DEFINED 1,2,5,9 1,269,331
CORCEPT THERAPEUTICS COM 21835210 173 22,359 SH DEFINED 1,2 22,359
CORE LABORATORIES N COM N2271710 362 15,753 SH DEFINED 1,2,5 15,753
CORGENTECH INC COM 21872P10 651 40,405 SH DEFINED 1,2 40,405
CORILLIAN CORP COM 21872510 2,002 397,201 SH DEFINED 1 397,201
CORINTHIAN COLLEGES COM 21886810 30,632 1,238,150 SH DEFINED 1,2,5,9 1,238,150
CORIO INC COM 21887510 61 28,400 SH DEFINED 1 28,400
CORIXA CORP COM 21887F10 3,693 790,706 SH DEFINED 1,2 790,706
CORN PRODS INTL INC COM 21902310 35,756 768,119 SH DEFINED 1,2,5 768,119
CORNELL COMPANIES IN COM 21914110 2,109 155,061 SH DEFINED 1,2,5 155,061
CORNERSTONE RLTY INC COM 21922V10 9,885 1,127,133 SH DEFINED 1,2,3,5 1,127,133
CORNING INC COM 21935010 477,948 36,596,336 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 36,596,336
CORPORATE EXECUTIVE COM 21988R10 22,817 394,823 SH DEFINED 1,2,5 394,823
CORPORATE OFFICE PPT SH BEN INT 22002T10 26,384 1,061,719 SH DEFINED 1,2,3,5 1,061,719
CORRECTIONAL PPTYS T COM 22025E10 4,799 164,084 SH DEFINED 1,2 164,084
CORRECTIONS CORP AME COM NEW 22025Y40 23,170 586,727 SH DEFINED 1,2,5 586,727
CORRPRO COS INC COM 22031710 20 10,691 SH DEFINED 1 10,691
CORUS BANKSHARES INC COM 22087310 15,311 372,442 SH DEFINED 1,2 372,442
CORUS GROUP PLC SPONSORED 22087M10 107 14,306 SH DEFINED 1 14,306
CORVEL CORP COM 22100610 3,033 106,940 SH DEFINED 1,2 106,940
CORVIS CORP COM 22100910 8,070 5,723,133 SH DEFINED 1,2,5 5,723,133
COSI INC COM 22122P10 1,574 264,600 SH DEFINED 1 264,600
COST PLUS INC CALIF COM 22148510 12,261 377,850 SH DEFINED 1,2,5 377,850
COSTAR GROUP INC COM 22160N10 11,240 244,712 SH DEFINED 1,2 244,712
COSTCO WHSL CORP NEW COM 22160K10 538,514 13,077,080 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,077,080
COTT CORP QUE COM 22163N10 1,494 46,124 SH DEFINED 1,2 46,124
COUNTRYWIDE FINANCIA COM 22237210 567,936 8,084,492 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,084,492
COURIER CORP COM 22266010 3,870 93,712 SH DEFINED 1,2 93,712
COUSINS PPTYS INC COM 22279510 29,600 898,332 SH DEFINED 1,2,3,5 898,332
COVANCE INC COM 22281610 34,151 885,187 SH DEFINED 1,2,5,9 885,187
COVANSYS CORP COM 22281W10 2,530 244,955 SH DEFINED 1,2 244,955
COVENANT TRANS INC CL A 22284P10 2,083 121,871 SH DEFINED 1,2 121,871
COVENTRY HEALTH CARE COM 22286210 96,625 1,975,981 SH DEFINED 1,2,5,9 1,975,981
COVISTA COMMUNICATIO COM 22357410 59 22,500 SH DEFINED 1 22,500
COX COMMUNICATIONS I CL A 22404410 99,414 3,577,312 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,577,312
COX RADIO INC CL A 22405110 9,184 528,400 SH DEFINED 1,2,5 528,400
CPI CORP COM 12590210 397 26,953 SH DEFINED 1,2 26,953
CRANE CO COM 22439910 46,843 1,492,283 SH DEFINED 1,2,5,6,9,10 1,492,283
CRAWFORD & CO CL B 22463310 1,143 231,820 SH DEFINED 1,2 231,820
CRAY INC COM 22522310 7,919 1,196,281 SH DEFINED 1,2,5 1,196,281
CREDENCE SYS CORP COM 22530210 21,735 1,575,018 SH DEFINED 1,2,5,9 1,575,018
CREDICORP LTD COM G2519Y10 501 38,521 SH DEFINED 1,7 38,521
CREDIT ACCEP CORP MI COM 22531010 3,685 244,544 SH DEFINED 1,2 244,544
Page Total 2,948,752
18 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
CREDIT SUISSE GROUP SPONSORED 22540110 2,031 56,723 SH DEFINED 1 56,723
CREE INC COM 22544710 31,343 1,353,900 SH DEFINED 1,2,5,9 1,353,900
CRESCENT REAL ESTATE COM 22575610 28,640 1,776,669 SH DEFINED 1,2,3,5,7,8,9,10,
12,14 1,776,669
CRH PLC ADR 12626K20 24,882 1,136,172 SH DEFINED 1 1,136,172
CRIIMI MAE INC COM NEW 22660350 201 16,800 SH DEFINED 1 16,800
CRITICAL PATH INC COM NEW 22674V50 16 11,641 SH DEFINED 1 11,641
CRITICARE SYS INC COM 22690110 73 24,400 SH DEFINED 1 24,400
CROMPTON CORP COM 22711610 34,151 5,420,860 SH DEFINED 1,2,5,9 5,420,860
CROSS A T CO CL A 22747810 107 22,419 SH DEFINED 1,2 22,419
CROSS CTRY HEALTHCAR COM 22748310 6,655 366,658 SH DEFINED 1,2 366,658
CROSS TIMBERS RTY TR TR UNIT 22757R10 396 14,299 SH DEFINED 1,5 14,299
CROSSROADS SYS INC COM 22765D10 28 16,571 SH DEFINED 1 16,571
CROSSTEX ENERGY INC COM 22765Y10 449 11,199 SH DEFINED 1,2 11,199
CROWN CASTLE INTL CO COM 22822710 29,528 2,001,870 SH DEFINED 1,2,5,7 2,001,870
CROWN HOLDINGS INC COM 22836810 26,925 2,700,621 SH DEFINED 1,2,5 2,700,621
CROWN MEDIA HLDGS IN CL A 22841110 2,461 288,811 SH DEFINED 1,2 288,811
CRYOLIFE INC COM 22890310 115 21,734 SH DEFINED 1 21,734
CRYSTALLEX INTL CORP COM 22942F10 52 20,878 SH DEFINED 1,5 20,878
CSG SYS INTL INC COM 12634910 22,163 1,070,666 SH DEFINED 1,2,5,9 1,070,666
CSK AUTO CORP COM 12596510 15,234 888,819 SH DEFINED 1,2 888,819
CSS INDS INC COM 12590610 3,377 96,362 SH DEFINED 1,2 96,362
CSX CORP COM 12640810 203,402 6,206,960 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,206,960
CT COMMUNICATIONS IN COM NEW 12642640 4,120 273,752 SH DEFINED 1,2 273,752
CTI MOLECULAR IMAGIN COM 22943D10 6,012 423,986 SH DEFINED 1,2 423,986
CTS CORP COM 12650110 7,096 588,386 SH DEFINED 1,2 588,386
CUBIC CORP COM 22966910 5,554 265,361 SH DEFINED 1,2 265,361
CUBIST PHARMACEUTICA COM 22967810 6,929 624,257 SH DEFINED 1,2,5 624,257
CULLEN FROST BANKERS COM 22989910 29,928 668,782 SH DEFINED 1,2,5,9 668,782
CUMMINS INC COM 23102110 65,762 1,052,191 SH DEFINED 1,2,5,6,9,10 1,052,191
CUMULUS MEDIA INC CL A 23108210 13,679 813,725 SH DEFINED 1,2 813,725
CUNO INC COM 12658310 15,080 282,661 SH DEFINED 1,2,5 282,661
CURAGEN CORP COM 23126R10 6,517 1,084,345 SH DEFINED 1,2,5 1,084,345
CURATIVE HEALTH SRVC COM 23126W10 123 14,169 SH DEFINED 1 14,169
CURIS INC COM 23126910 2,205 498,900 SH DEFINED 1 498,900
CURON MED INC COM 23129210 21 12,700 SH DEFINED 1 12,700
CURTISS WRIGHT CORP COM 23156110 17,298 307,841 SH DEFINED 1,2 307,841
CV THERAPEUTICS INC COM 12666710 9,805 585,016 SH DEFINED 1,2,5 585,016
CVB FINL CORP COM 12660010 12,870 591,732 SH DEFINED 1,2,5 591,732
CVS CORP COM 12665010 484,878 11,539,227 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,539,227
CYBERGUARD CORP COM 23191010 1,102 135,083 SH DEFINED 1,2 135,083
CYBERONICS INC COM 23251P10 10,807 323,951 SH DEFINED 1,2 323,951
CYBEROPTICS CORP COM 23251710 2,349 90,398 SH DEFINED 1,2 90,398
CYBERSOURCE CORP COM 23251J10 2,780 332,583 SH DEFINED 1,2 332,583
CYBEX INTL INC COM 23252E10 53 14,200 SH DEFINED 1 14,200
CYMER INC COM 23257210 24,164 645,401 SH DEFINED 1,2,5 645,401
CYPRESS BIOSCIENCES COM PAR $. 23267450 5,942 432,784 SH DEFINED 1,2 432,784
CYPRESS SEMICONDUCTO COM 23280610 26,252 1,850,065 SH DEFINED 1,2,5,9 1,850,065
CYTEC INDS INC COM 23282010 38,048 837,132 SH DEFINED 1,2,5,9 837,132
CYTOGEN CORP COM NEW 23282430 2,784 175,100 SH DEFINED 1,2 175,100
CYTOKINETICS INC COM 23282W10 1,054 71,000 SH DEFINED 1 71,000
CYTYC CORP COM 23294610 43,974 1,733,304 SH DEFINED 1,2,5,9 1,733,304
D & E COMMUNICATIONS COM 23286010 2,775 206,797 SH DEFINED 1,2 206,797
D & K HEALTHCARE RES COM 23286110 179 14,900 SH DEFINED 1 14,900
D R HORTON INC COM 23331A10 104,065 3,664,245 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,664,245
DADE BEHRING HLDGS I COM 23342J20 43,133 907,686 SH DEFINED 1,2,5 907,686
DAIMLERCHRYSLER AG ORD D1668R12 2,170 46,111 SH DEFINED 1,2 46,111
Page Total 1,431,737
19 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
DAKTRONICS INC COM 23426410 6,094 244,265 SH DEFINED 1,2 244,265
DANA CORP COM 23581110 70,061 3,574,541 SH DEFINED 1,2,5,6,9,10 3,574,541
DANAHER CORP DEL COM 23585110 468,537 9,036,399 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,036,399
DANIELSON HLDG CORP COM 23627410 1,687 244,068 SH DEFINED 1,2 244,068
DARDEN RESTAURANTS I COM 23719410 97,458 4,742,467 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,742,467
DARLING INTL INC COM 23726610 3,769 897,462 SH DEFINED 1,2 897,462
DATA I O CORP COM 23769010 123 43,700 SH DEFINED 1 43,700
DATARAM CORP COM PAR $1 23810820 204 22,200 SH DEFINED 1 22,200
DATASCOPE CORP COM 23811310 9,467 238,530 SH DEFINED 1,2 238,530
DATASTREAM SYS INC COM 23812410 117 18,003 SH DEFINED 1 18,003
DAVE & BUSTERS INC COM 23833N10 6,957 370,253 SH DEFINED 1,2 370,253
DAVITA INC COM 23918K10 47,922 1,554,393 SH DEFINED 1,2,5 1,554,393
DAWSON GEOPHYSICAL C COM 23935910 242 11,100 SH DEFINED 1 11,100
DDI CORP COM PAR $ 23316230 2,601 316,067 SH DEFINED 1,2 316,067
DEAN FOODS CO NEW COM 24237010 99,070 2,655,311 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,655,311
DEB SHOPS INC COM 24272810 1,726 71,752 SH DEFINED 1,2 71,752
DECKERS OUTDOOR CORP COM 24353710 3,198 108,456 SH DEFINED 1,2 108,456
DECODE GENETICS INC COM 24358610 6,275 738,201 SH DEFINED 1,2 738,201
DECORATOR INDS INC COM PAR $0 24363120 95 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 622,925 8,881,173 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,881,173
DEL LABS INC COM 24509110 2,247 72,452 SH DEFINED 1,2 72,452
DEL MONTE FOODS CO COM 24522P10 19,474 1,916,723 SH DEFINED 1,2,5,7 1,916,723
DELL INC COM 24702R10 2,725,949 76,101,302 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 76,101,302
DELPHAX TECHNOLOGIES COM 24712X10 108 20,400 SH DEFINED 1 20,400
DELPHI CORP COM 24712610 801,857 75,080,282 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 75,080,282
DELPHI FINL GROUP IN CL A 24713110 22,306 501,259 SH DEFINED 1,2,5 501,259
DELTA & PINE LD CO COM 24735710 13,977 636,760 SH DEFINED 1,2,5 636,760
DELTA AIR LINES INC COM 24736110 28,699 4,030,823 SH DEFINED 1,2,5,6,9,10,13 4,030,823
DELTA FINANCIAL CORP COM 24791810 339 42,599 SH DEFINED 1 42,599
DELTA PETE CORP COM NEW 24790720 2,806 208,627 SH DEFINED 1,2 208,627
DELTATHREE INC COM 24783N10 28 13,000 SH DEFINED 1 13,000
DELTIC TIMBER CORP COM 24785010 6,435 167,569 SH DEFINED 1,2 167,569
DELUXE CORP COM 24801910 63,088 1,450,305 SH DEFINED 1,2,5,6,7,9,10 1,450,305
DENBURY RES INC COM NEW 24791620 17,139 818,083 SH DEFINED 1,2 818,083
DENDREON CORP COM 24823Q10 10,484 855,845 SH DEFINED 1,2,5 855,845
DENDRITE INTL INC COM 24823910 13,085 704,238 SH DEFINED 1,2 704,238
DENTSPLY INTL INC NE COM 24903010 58,304 1,119,080 SH DEFINED 1,2,5,9 1,119,080
DEPARTMENT 56 INC COM 24950910 3,344 217,111 SH DEFINED 1,2,5 217,111
DEPOMED INC COM 24990810 1,302 263,515 SH DEFINED 1,2 263,515
DESERT CMNTY BK VICT COM 25037Y10 665 26,246 SH DEFINED 1 26,246
DEUTSCHE BANK AG NAM ORD D1819089 810 10,233 SH DEFINED 1 10,233
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,371 77,434 SH DEFINED 1 77,434
DEVELOPERS DIVERSIFI COM 25159110 61,752 1,745,891 SH DEFINED 1,2,3,5 1,745,891
DEVON ENERGY CORP NE COM 25179M10 476,491 7,219,567 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,219,567
DEVRY INC DEL COM 25189310 28,181 1,027,766 SH DEFINED 1,2,5,6,9 1,027,766
DHB INDS INC COM 23321E10 4,815 317,211 SH DEFINED 1,2 317,211
DIAGEO P L C SPON ADR N 25243Q20 9,049 165,282 SH DEFINED 1 165,282
DIAGNOSTIC PRODS COR COM 25245010 16,937 385,455 SH DEFINED 1,2,5 385,455
DIAMOND OFFSHORE DRI COM 25271C10 18,751 786,882 SH DEFINED 1,2,5,7 786,882
DIAMONDCLUSTER INTL COM 25278P10 2,488 286,317 SH DEFINED 1,2 286,317
DICKS SPORTING GOODS COM 25339310 14,770 442,870 SH DEFINED 1,2 442,870
DIEBOLD INC COM 25365110 52,682 996,449 SH DEFINED 1,2,5,9 996,449
DIGENE CORP COM 25375210 9,958 272,597 SH DEFINED 1,2 272,597
DIGI INTL INC COM 25379810 2,775 258,855 SH DEFINED 1,2,5 258,855
DIGIMARC CORP COM 25380710 2,540 190,256 SH DEFINED 1,2 190,256
DIGITAL ANGEL CORP COM 25383010 66 19,900 SH DEFINED 1 19,900
Page Total 5,943,601
20 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
DIGITAL GENERATION S COM 25392110 113 76,600 SH DEFINED 1 76,600
DIGITAL IMPACT INC D COM 25385G10 22 11,809 SH DEFINED 1 11,809
DIGITAL INSIGHT CORP COM 25385P10 11,100 539,887 SH DEFINED 1,2 539,887
DIGITAL LIGHTWAVE IN COM 25385510 37 21,349 SH DEFINED 1 21,349
DIGITAL RIV INC COM 25388B10 25,358 777,146 SH DEFINED 1,2 777,146
DIGITAL THEATER SYS COM 25389G10 6,327 242,225 SH DEFINED 1,2 242,225
DIGITALNET HLDGS INC COM 25389B10 1,568 77,116 SH DEFINED 1,2 77,116
DIGITAS INC COM 25388K10 8,975 813,733 SH DEFINED 1,2 813,733
DILLARDS INC CL A 25406710 50,736 2,275,155 SH DEFINED 1,2,5,6,9,10 2,275,155
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 8 68,321 SH DEFINED 1 68,321
DIME CMNTY BANCSHARE COM 25392210 15,391 880,512 SH DEFINED 1,2,5 880,512
DIMON INC COM 25439410 3,069 536,573 SH DEFINED 1,2 536,573
DIODES INC COM 25454310 2,579 108,859 SH DEFINED 1,2 108,859
DIONEX CORP COM 25454610 17,967 325,667 SH DEFINED 1,2,5 325,667
DIRECT GEN CORP COM 25456W20 6,936 215,142 SH DEFINED 1,2 215,142
DIRECTV GROUP INC COM 25459L10 877,280 51,302,913 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 51,302,913
DISCOVERY LABORATORI COM 25466810 6,634 691,729 SH DEFINED 1,2,5 691,729
DISCOVERY PARTNERS I COM 25467510 101 19,812 SH DEFINED 1 19,812
DISNEY WALT CO COM DISNEY 25468710 1,733,924 68,023,695 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 68,023,695
DISTRIBUCION Y SERVI SPONSORED 25475310 262 17,106 SH DEFINED 1,2,7 17,106
DISTRIBUTED ENERGY S COM 25475V10 139 51,150 SH DEFINED 1,2 51,150
DITECH COMMUNICATION COM 25500M10 18,366 786,881 SH DEFINED 1,2 786,881
DIVERSA CORP COM 25506410 4,122 406,873 SH DEFINED 1,2 406,873
DIXIE GROUP INC CL A 25551910 186 15,644 SH DEFINED 1 15,644
DIXON TICONDEROGA CO COM 25586010 76 19,200 SH DEFINED 1 19,200
DJ ORTHOPEDICS INC COM 23325G10 5,707 248,147 SH DEFINED 1,2 248,147
DNP SELECT INCOME FD COM 23325P10 1,179 112,030 SH DEFINED 5,7 112,030
DOBSON COMMUNICATION CL A 25606910 5,282 1,620,336 SH DEFINED 1,2 1,620,336
DOCUCORP INTL INC COM 25591110 90 10,300 SH DEFINED 1 10,300
DOLLAR GEN CORP COM 25666910 210,242 10,748,592 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,748,592
DOLLAR THRIFTY AUTOM COM 25674310 10,538 384,038 SH DEFINED 1,2,5 384,038
DOLLAR TREE STORES I COM 25674710 49,584 1,807,643 SH DEFINED 1,2,5,9 1,807,643
DOMINION HOMES INC COM 25738610 1,258 54,439 SH DEFINED 1,2 54,439
DOMINION RES INC VA COM 25746U10 678,923 10,762,889 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,762,889
DOMTAR INC COM 25756110 478 36,915 SH DEFINED 1,5,8 36,915
DONALDSON INC COM 25765110 32,121 1,096,291 SH DEFINED 1,2,5,9 1,096,291
DONEGAL GROUP INC CL A 25770120 1,356 67,757 SH DEFINED 1,2 67,757
DONEGAL GROUP INC CL B 25770130 220 10,966 SH DEFINED 1 10,966
DONNELLEY R R & SONS COM 25786710 195,756 5,928,421 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,928,421
DORAL FINL CORP COM 25811P10 54,072 1,567,308 SH DEFINED 1,2,5,10,12,14 1,567,308
DORCHESTER MINERALS COM UNIT 25820R10 605 31,807 SH DEFINED 1,5 31,807
DOT HILL SYS CORP COM 25848T10 6,720 599,473 SH DEFINED 1,2,5 599,473
DOUBLECLICK INC COM 25860930 14,437 1,858,085 SH DEFINED 1,2,5 1,858,085
DOV PHARMACEUTICAL I COM 25985810 2,588 185,419 SH DEFINED 1,2 185,419
DOVER CORP COM 26000310 249,892 5,935,671 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,935,671
DOVER DOWNS GAMING & COM 26009510 3,538 314,494 SH DEFINED 1,2,5 314,494
DOVER MOTORSPORTS IN COM 26017410 810 202,489 SH DEFINED 1,2,5 202,489
DOW CHEM CO COM 26054310 1,119,470 27,505,402 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 27,505,402
DOW JONES & CO INC COM 26056110 92,884 2,059,504 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,059,504
DOWNEY FINL CORP COM 26101810 18,548 348,322 SH DEFINED 1,2,5 348,322
DPAC TECHNOLOGIES CO COM 23326910 11 17,200 SH DEFINED 1 17,200
DPL INC COM 23329310 32,806 1,689,302 SH DEFINED 1,2,5,9 1,689,302
DRESS BARN INC COM 26157010 5,673 331,392 SH DEFINED 1,2 331,392
DREW INDS INC COM NEW 26168L20 4,025 98,886 SH DEFINED 1,2 98,886
DREXLER TECHNOLOGY C COM 26187610 1,833 137,533 SH DEFINED 1,2 137,533
DREYERS GRAND ICE CR COM A CALL 26187710 415 5,247 SH DEFINED 1,5 5,247
Page Total 5,592,338
21 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
DRIL-QUIP INC COM 26203710 1,889 101,028 SH DEFINED 1,2 101,028
DRS TECHNOLOGIES INC COM 23330X10 11,815 370,362 SH DEFINED 1,2,5 370,362
DRUGSTORE COM INC COM 26224110 2,215 638,274 SH DEFINED 1,2 638,274
DSL NET INC COM 26250610 8 26,359 SH DEFINED 1 26,359
DSP GROUP INC COM 23332B10 16,847 618,477 SH DEFINED 1,2,5 618,477
DST SYS INC DEL COM 23332610 64,215 1,335,313 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,335,313
DTE ENERGY CO COM 23333110 211,008 5,204,942 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,204,942
DU PONT E I DE NEMOU COM 26353410 1,980,155 44,578,008 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 44,578,008
DUANE READE INC COM 26357810 5,918 362,401 SH DEFINED 1,2 362,401
DUCOMMUN INC DEL COM 26414710 2,611 122,114 SH DEFINED 1,2,5 122,114
DUKE ENERGY CORP COM 26439910 1,599,509 78,832,364 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 78,832,364
DUKE REALTY CORP COM NEW 26441150 91,322 2,870,861 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 2,870,861
DUN & BRADSTREET COR COM 26483E10 64,185 1,190,590 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,190,590
DUPONT PHOTOMASKS IN COM 26613X10 4,177 205,481 SH DEFINED 1,2 205,481
DUQUESNE LT HLDGS IN COM 26623310 32,114 1,663,052 SH DEFINED 1,2,5,9 1,663,052
DURA AUTOMOTIVE SYST CL A 26590310 450 49,192 SH DEFINED 1,5 49,192
DURATEK INC COM 26658Q10 2,106 139,398 SH DEFINED 1,2 139,398
DURECT CORP COM 26660510 1,938 560,231 SH DEFINED 1,2 560,231
DUSA PHARMACEUTICALS COM 26689810 1,514 159,400 SH DEFINED 1 159,400
DYAX CORP COM 26746E10 4,562 388,244 SH DEFINED 1,2 388,244
DYCOM INDS INC COM 26747510 39,758 1,419,933 SH DEFINED 1,2,5,9 1,419,933
DYNABAZAAR INC COM 26779R10 3 11,500 SH DEFINED 1 11,500
DYNAVAX TECHNOLOGIES COM 26815810 198 29,700 SH DEFINED 1 29,700
DYNEGY INC NEW CL A 26816Q10 51,340 12,051,657 SH DEFINED 1,2,5,6,9,10 12,051,657
E M C CORP MASS COM 26864810 858,288 75,288,453 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 75,288,453
E ON AG SPONSORED 26878010 16,223 223,791 SH DEFINED 1,2 223,791
E PIPHANY INC COM 26881V10 4,794 992,496 SH DEFINED 1,2,5 992,496
E TRADE FINANCIAL CO COM 26924610 100,262 8,992,112 SH DEFINED 1,2,5,6,9,10 8,992,112
E Z EM INC COM NEW 26930540 1,309 71,200 SH DEFINED 1 71,200
EAGLE BROADBAND INC COM 26943710 2,350 2,373,420 SH DEFINED 1,2 2,373,420
EAGLE MATERIALS INC COM 26969P10 20,820 293,155 SH DEFINED 1,2,5,7 293,155
EAGLE MATERIALS INC CL B 26969P20 1,030 14,869 SH DEFINED 1,2,5 14,869
EARTHLINK INC COM 27032110 25,114 2,426,512 SH DEFINED 1,2,5 2,426,512
EAST WEST BANCORP IN COM 27579R10 28,127 916,196 SH DEFINED 1,2,5 916,196
EASTERN AMERN NAT GA SPERS RCT 27621710 206 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 15,260 453,227 SH DEFINED 1,2,3,5 453,227
EASTMAN CHEM CO COM 27743210 94,735 2,049,200 SH DEFINED 1,2,5,6,7,9,10 2,049,200
EASTMAN KODAK CO COM 27746110 240,416 8,910,898 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,910,898
EATON CORP COM 27805810 336,787 5,202,148 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,202,148
EATON VANCE CORP COM NON VT 27826510 36,115 945,165 SH DEFINED 1,2,5,9 945,165
EBAY INC COM 27864210 1,566,028 17,031,304 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 17,031,304
ECHELON CORP COM 27874N10 5,334 476,698 SH DEFINED 1,2 476,698
ECHOSTAR COMMUNICATI CL A 27876210 93,527 3,041,534 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,041,534
ECLIPSYS CORP COM 27885610 8,658 567,359 SH DEFINED 1,2,5 567,359
ECOLAB INC COM 27886510 247,207 7,798,337 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,798,337
ECOLLEGE COM COM 27887E10 3,498 218,651 SH DEFINED 1,2 218,651
ECOLOGY & ENVIRONMEN CL A 27887810 101 10,600 SH DEFINED 1 10,600
EDEN BIOSCIENCE CORP COM 27944510 10 12,006 SH DEFINED 1 12,006
EDGE PETE CORP DEL COM 27986210 2,460 144,711 SH DEFINED 1,2 144,711
EDISON INTL COM 28102010 1,004,762 39,294,560 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 39,294,560
EDO CORP COM 28134710 5,929 245,794 SH DEFINED 1,2 245,794
EDP-ELECTRICIDADE DE SPONSORED 26835310 402 14,264 SH DEFINED 1 14,264
EDUCATION LENDING GR COM 28140A10 2,602 146,599 SH DEFINED 1,2 146,599
EDUCATION MGMT CORP COM 28139T10 32,649 993,571 SH DEFINED 1,2,5,9 993,571
EDWARDS AG INC COM 28176010 39,311 1,155,200 SH DEFINED 1,2,5,6,7,9 1,155,200
EDWARDS LIFESCIENCES COM 28176E10 58,729 1,685,183 SH DEFINED 1,2,5,9 1,685,183
Page Total 9,042,900
22 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
EFUNDS CORP COM 28224R10 13,637 779,274 SH DEFINED 1,2,5 779,274
EGL INC COM 26848410 17,971 675,598 SH DEFINED 1,2 675,598
EL PASO CORP COM 28336L10 267,585 33,957,524 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 33,957,524
EL PASO ELEC CO COM NEW 28367785 14,755 955,624 SH DEFINED 1,2,5 955,624
ELAN PLC ADR 28413120 310 12,549 SH DEFINED 1 12,549
ELECTRO RENT CORP COM 28521810 2,981 284,682 SH DEFINED 1,2,5 284,682
ELECTRO SCIENTIFIC I COM 28522910 12,941 457,135 SH DEFINED 1,2,5 457,135
ELECTROGLAS INC COM 28532410 104 19,373 SH DEFINED 1 19,373
ELECTRONIC ARTS INC COM 28551210 469,254 8,602,271 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,602,271
ELECTRONIC DATA SYS COM 28566110 565,920 29,551,947 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 29,551,947
ELECTRONICS BOUTIQUE COM 28604510 6,824 259,085 SH DEFINED 1,2,5 259,085
ELECTRONICS FOR IMAG COM 28608210 32,757 1,159,146 SH DEFINED 1,2,5 1,159,146
ELIZABETH ARDEN INC COM 28660G10 6,001 285,219 SH DEFINED 1,2 285,219
ELKCORP COM 28745610 8,399 350,825 SH DEFINED 1,2 350,825
ELLIS PERRY INTL INC COM 28885310 1,644 65,098 SH DEFINED 1,2 65,098
E-LOAN INC COM 26861P10 203 75,101 SH DEFINED 1 75,101
EMBARCADERO TECHNOLO COM 29078710 3,048 246,585 SH DEFINED 1,2 246,585
EMBOTELLADORA ANDINA SPON ADR A 29081P20 160 13,219 SH DEFINED 1,2,7 13,219
EMBREX INC COM 29081710 1,748 129,505 SH DEFINED 1 129,505
EMC INS GROUP INC COM 26866410 1,132 47,885 SH DEFINED 1,2 47,885
EMCOR GROUP INC COM 29084Q10 9,982 226,959 SH DEFINED 1,2,5 226,959
EMCORE CORP COM 29084610 113 34,529 SH DEFINED 1,5 34,529
EMERGE INTERACTIVE I CL A 29088W10 27 14,126 SH DEFINED 1 14,126
EMERITUS CORP COM 29100510 97 12,910 SH DEFINED 1 12,910
EMERSON ELEC CO COM 29101110 780,754 12,285,660 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,285,660
EMERSON RADIO CORP COM NEW 29108720 128 40,800 SH DEFINED 1,5 40,800
EMISPHERE TECHNOLOGI COM 29134510 125 30,549 SH DEFINED 1,2 30,549
EMMIS COMMUNICATIONS CL A 29152510 20,423 973,461 SH DEFINED 1,2,5,9 973,461
EMPIRE DIST ELEC CO COM 29164110 8,608 428,068 SH DEFINED 1,2 428,068
EMPIRE RESORTS INC COM 29205210 735 52,303 SH DEFINED 1,2 52,303
EMPRESA NACIONAL DE SPONSORED 29244T10 620 50,038 SH DEFINED 1,2,7 50,038
EMS TECHNOLOGIES INC COM 26873N10 3,261 167,832 SH DEFINED 1,2 167,832
EMULEX CORP COM NEW 29247520 18,626 1,301,573 SH DEFINED 1,2,5 1,301,573
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 445 10,433 SH DEFINED 1 10,433
ENBRIDGE ENERGY PART COM 29250R10 344 7,432 SH DEFINED 1,5 7,432
ENBRIDGE INC COM 29250N10 546 14,913 SH DEFINED 1 14,913
ENCANA CORP COM 29250510 2,269 52,578 SH DEFINED 1,5 52,578
ENCORE ACQUISITION C COM 29255W10 9,045 324,190 SH DEFINED 1,2 324,190
ENCORE CAP GROUP INC COM 29255410 2,188 165,657 SH DEFINED 1,2 165,657
ENCORE MED CORP COM 29256E10 2,408 382,237 SH DEFINED 1,2 382,237
ENCORE WIRE CORP COM 29256210 5,090 184,405 SH DEFINED 1,2,5 184,405
ENCYSIVE PHARMACEUTI COM 29256X10 6,969 819,883 SH DEFINED 1,2,5 819,883
ENDESA S A SPONSORED 29258N10 834 44,044 SH DEFINED 1 44,044
ENDO PHARMACEUTICALS COM 29264F20 27,777 1,184,504 SH DEFINED 1,2,5 1,184,504
ENDOCARDIAL SOLUTION COM 29296210 2,716 262,189 SH DEFINED 1,2 262,189
ENDOLOGIX INC COM 29266S10 52 10,700 SH DEFINED 1 10,700
ENDURANCE SPECIALTY SHS G3039710 3,045 87,502 SH DEFINED 1,5 87,502
ENERGEN CORP COM 29265N10 41,258 859,722 SH DEFINED 1,2,5 859,722
ENERGIZER HLDGS INC COM 29266R10 105,307 2,340,145 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,340,145
ENERGY CONVERSION DE COM 29265910 3,321 294,925 SH DEFINED 1,2 294,925
ENERGY EAST CORP COM 29266M10 60,085 2,477,712 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,477,712
ENERGY PARTNERS LTD COM 29270U10 5,771 377,196 SH DEFINED 1,2,5 377,196
ENERGYSOUTH INC COM 29297010 2,988 74,666 SH DEFINED 1,2 74,666
ENERSIS S A SPONSORED 29274F10 134 22,428 SH DEFINED 1,2 22,428
ENESCO GROUP INC COM 29297310 414 46,180 SH DEFINED 1 46,180
ENGELHARD CORP COM 29284510 207,349 6,417,495 SH DEFINED 1,2,5,6,7,9,10 6,417,495
Page Total 2,761,226
23 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ENGINEERED SUPPORT S COM 29286610 31,548 539,195 SH DEFINED 1,2 539,195
ENI S P A SPONSORED 26874R10 18,944 188,798 SH DEFINED 1,2 188,798
ENNIS BUSINESS FORMS COM 29338910 4,914 251,990 SH DEFINED 1,2 251,990
ENPRO INDS INC COM 29355X10 8,342 363,019 SH DEFINED 1,2,5 363,019
ENSCO INTL INC COM 26874Q10 72,259 2,483,141 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,483,141
ENSTAR GROUP INC GA COM 29358R10 2,115 40,651 SH DEFINED 1,2 40,651
ENTEGRIS INC COM 29362U10 16,560 1,431,271 SH DEFINED 1,2,5 1,431,271
ENTERASYS NETWORKS I COM 29363710 7,103 3,366,329 SH DEFINED 1,2,5 3,366,329
ENTERCOM COMMUNICATI CL A 29363910 21,235 569,292 SH DEFINED 1,2,5,9 569,292
ENTERGY CORP NEW COM 29364G10 467,600 8,348,502 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,348,502
ENTERPRISE PRODS PAR COM 29379210 3,967 186,696 SH DEFINED 1,2,5 186,696
ENTERTAINMENT PPTYS COM SH BEN 29380T10 13,586 380,145 SH DEFINED 1,2,5 380,145
ENTRAVISION COMMUNIC CL A 29382R10 5,719 744,725 SH DEFINED 1,2,5 744,725
ENTREMED INC COM 29382F10 31 15,389 SH DEFINED 1 15,389
ENTRUST INC COM 29384810 3,730 828,983 SH DEFINED 1,2,5 828,983
ENVIRONMENTAL TECTON COM 29409210 99 14,100 SH DEFINED 1 14,100
ENZO BIOCHEM INC COM 29410010 6,507 433,826 SH DEFINED 1,2,5 433,826
ENZON PHARMACEUTICAL COM 29390410 11,845 928,300 SH DEFINED 1,2,5 928,300
EOG RES INC COM 26875P10 228,209 3,821,959 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,821,959
EON LABS INC COM 29412E10 15,405 376,368 SH DEFINED 1,2,5 376,368
EPICOR SOFTWARE CORP COM 29426L10 8,860 630,604 SH DEFINED 1,2,5 630,604
EPIMMUNE INC COM 29425Y10 24 14,000 SH DEFINED 1 14,000
EPIQ SYS INC COM 26882D10 3,172 218,728 SH DEFINED 1,2 218,728
EPIX MEDICAL INC COM 26881Q10 6,130 290,533 SH DEFINED 1,2,5 290,533
EQUIFAX INC COM 29442910 117,195 4,735,148 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,735,148
EQUINIX INC COM NEW 29444U50 5,130 151,152 SH DEFINED 1,2 151,152
EQUITABLE RES INC COM 29454910 45,866 886,986 SH DEFINED 1,2,5,6,7,9 886,986
EQUITEX INC COM PAR $0 29459230 13 14,700 SH DEFINED 1 14,700
EQUITY INNS INC COM 29470310 9,261 996,909 SH DEFINED 1,2,3,5 996,909
EQUITY OFFICE PROPER COM 29474110 389,311 14,312,903 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 14,312,903
EQUITY OIL CO COM 29474910 118 25,700 SH DEFINED 1 25,700
EQUITY ONE COM 29475210 16,773 927,697 SH DEFINED 1,2,3 927,697
EQUITY RESIDENTIAL SH BEN INT 29476L10 283,640 9,540,538 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 9,540,538
ERESEARCHTECHNOLOGY COM 29481V10 19,208 686,017 SH DEFINED 1,2,5 686,017
ERICSSON L M TEL CO ADR B SEK 29482160 1,751 58,561 SH DEFINED 1,2 58,561
ERIE INDTY CO CL A 29530P10 13,293 284,170 SH DEFINED 1,2,5 284,170
ESB FINL CORP COM 26884F10 159 12,667 SH DEFINED 1 12,667
ESCALADE INC COM 29605610 2,325 100,592 SH DEFINED 1,2 100,592
ESCO TECHNOLOGIES IN COM 29631510 17,071 319,927 SH DEFINED 1,2,5 319,927
ESPEED INC CL A 29664310 7,307 413,989 SH DEFINED 1,2 413,989
ESS TECHNOLOGY INC COM 26915110 12,011 1,121,516 SH DEFINED 1,2,5 1,121,516
ESSEX PPTY TR INC COM 29717810 39,548 578,608 SH DEFINED 1,2,3,5 578,608
ESTERLINE TECHNOLOGI COM 29742510 10,311 349,163 SH DEFINED 1,2 349,163
ETHAN ALLEN INTERIOR COM 29760210 24,462 681,203 SH DEFINED 1,2,5 681,203
EURONET WORLDWIDE IN COM 29873610 7,237 312,871 SH DEFINED 1,2,5 312,871
EVANS & SUTHERLAND C COM 29909610 74 15,800 SH DEFINED 1 15,800
EVEREST RE GROUP LTD COM G3223R10 38,358 477,326 SH DEFINED 1,5,7,8,9,10,12,13,
14 477,326
EVERGREEN RES INC COM NO PAR 29990030 19,646 486,292 SH DEFINED 1,2,5 486,292
EVERGREEN SOLAR INC COM 30033R10 433 133,672 SH DEFINED 2 133,672
EVERTRUST FINL GROUP COM 30041210 1,173 46,134 SH DEFINED 1,2,5 46,134
EVOLVING SYS INC COM 30049R10 80 16,830 SH DEFINED 1 16,830
EXACT SCIENCES CORP COM 30063P10 111 17,954 SH DEFINED 1 17,954
EXACTECH INC COM 30064E10 1,634 75,314 SH DEFINED 1,2 75,314
EXAR CORP COM 30064510 10,592 722,497 SH DEFINED 1,2,5 722,497
EXCEL TECHNOLOGY INC COM 30067T10 5,279 159,000 SH DEFINED 1,2 159,000
EXELIXIS INC COM 30161Q10 10,361 1,026,816 SH DEFINED 1,2,5 1,026,816
Page Total 2,067,636
24 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
EXELON CORP COM 30161N10 887,224 26,651,353 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 26,651,353
EXIDE TECHNOLOGIES COM NEW 30205120 6,342 310,100 SH DEFINED 1,2 310,100
EXPEDITORS INTL WASH COM 30213010 91,339 1,848,589 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,848,589
EXPLORATION CO COM NEW 30213320 107 28,187 SH DEFINED 1 28,187
EXPONENT INC COM 30214U10 1,868 69,519 SH DEFINED 1,2 69,519
EXPRESS SCRIPTS INC COM 30218210 178,330 2,250,785 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,250,785
EXPRESSJET HOLDINGS CL A 30218U10 31,141 2,565,143 SH DEFINED 1,2 2,565,143
EXTREME NETWORKS INC COM 30226D10 9,403 1,703,427 SH DEFINED 1,2,5 1,703,427
EXULT INC DEL COM 30228410 3,574 664,360 SH DEFINED 1,2,5 664,360
EXXON MOBIL CORP COM 30231G10 9,257,910 208,464,545 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 208,464,545
EYETECH PHARMACEUTIC COM 30229710 5,406 125,950 SH DEFINED 1,2,5 125,950
F M C CORP COM NEW 30249130 38,852 901,231 SH DEFINED 1,2,5,9 901,231
F N B CORP VA COM 30293010 2,990 103,740 SH DEFINED 1,2 103,740
F5 NETWORKS INC COM 31561610 13,627 514,599 SH DEFINED 1,2 514,599
FACTSET RESH SYS INC COM 30307510 22,323 472,241 SH DEFINED 1,2,5 472,241
FAIR ISAAC CORP COM 30325010 32,424 971,372 SH DEFINED 1,2,5,9 971,372
FAIRCHILD CORP CL A 30369810 91 21,278 SH DEFINED 1 21,278
FAIRCHILD SEMICONDUC COM 30372610 24,736 1,511,050 SH DEFINED 1,2,5,8,9,13 1,511,050
FAIRMONT HOTELS RESO COM 30520410 1,156 42,909 SH DEFINED 1 42,909
FALCON PRODS INC COM 30607510 48 18,000 SH DEFINED 1 18,000
FALCONSTOR SOFTWARE COM 30613710 4,249 550,417 SH DEFINED 1,2,5 550,417
FAMILY DLR STORES IN COM 30700010 138,843 4,564,189 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,564,189
FARGO ELECTRONICS IN COM 30744P10 278 25,000 SH DEFINED 1,2 25,000
FARMER BROS CO COM 30767510 3,393 126,452 SH DEFINED 1,2 126,452
FARMERS CAP BK CORP COM 30956210 3,415 95,525 SH DEFINED 1,2 95,525
FARO TECHNOLOGIES IN COM 31164210 3,782 147,347 SH DEFINED 1,2 147,347
FASTENAL CO COM 31190010 56,193 988,789 SH DEFINED 1,2,5,6,9 988,789
FBL FINL GROUP INC CL A 30239F10 5,970 211,259 SH DEFINED 1,2 211,259
FEDDERS CORP COM NEW 31313550 153 35,153 SH DEFINED 1 35,153
FEDERAL AGRIC MTG CO CL C 31314830 2,853 119,216 SH DEFINED 1,2 119,216
FEDERAL HOME LN MTG COM 31340030 1,330,648 21,021,294 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,021,294
FEDERAL NATL MTG ASS COM 31358610 2,188,611 30,669,997 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 30,669,997
FEDERAL REALTY INVT SH BEN INT 31374720 31,877 766,447 SH DEFINED 1,2,3,5 766,447
FEDERAL SIGNAL CORP COM 31385510 16,801 902,776 SH DEFINED 1,2,5,9 902,776
FEDERATED DEPT STORE COM 31410H10 413,663 8,424,918 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,424,918
FEDERATED INVS INC P CL B 31421110 91,720 3,023,088 SH DEFINED 1,2,5,6,7,9,10 3,023,088
FEDEX CORP COM 31428X10 688,165 8,424,101 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,424,101
FEI CO COM 30241L10 10,362 433,361 SH DEFINED 1,2,5 433,361
FELCOR LODGING TR IN COM 31430F10 19,904 1,644,965 SH DEFINED 1,2,3,5 1,644,965
FERRO CORP COM 31540510 20,022 750,433 SH DEFINED 1,2,5,9 750,433
FIAT S P A SP ADR ORD 31562188 103 12,207 SH DEFINED 1 12,207
FIDELITY BANKSHARES COM 31604Q10 7,750 218,605 SH DEFINED 1,2 218,605
FIDELITY NATL FINL I COM 31632610 131,955 3,533,865 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,533,865
FIDELITY SOUTHN CORP COM 31639410 174 12,681 SH DEFINED 1 12,681
FIFTH THIRD BANCORP COM 31677310 797,978 14,837,816 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,837,816
FILENET CORP COM 31686910 20,682 655,111 SH DEFINED 1,2,5 655,111
FINANCIAL FED CORP COM 31749210 9,320 264,319 SH DEFINED 1,2 264,319
FINANCIAL INSTNS INC COM 31758540 3,393 139,531 SH DEFINED 1,2 139,531
FINDWHAT COM COM 31779410 5,886 254,377 SH DEFINED 1,2,5 254,377
FINISAR COM 31787A10 4,881 2,464,907 SH DEFINED 1,2,5 2,464,907
FINISH LINE INC CL A 31792310 8,549 283,373 SH DEFINED 1,2,5 283,373
FIRST ACCEPTANCE COR COM 31845710 1,991 284,369 SH DEFINED 1 284,369
FIRST ADVANTAGE CORP CL A 31845F10 1,212 64,110 SH DEFINED 1,2 64,110
FIRST ALBANY COS INC COM 31846510 101 10,045 SH DEFINED 1 10,045
FIRST AMERN CORP CAL COM 31852230 27,820 1,074,528 SH DEFINED 1,2,5,9 1,074,528
FIRST BANCORP N C COM 31891010 4,001 119,668 SH DEFINED 1,2,5 119,668
Page Total 16,665,584
25 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
FIRST BANCORP P R COM 31867210 24,856 609,968 SH DEFINED 1,2,5 609,968
FIRST BANCTRUST CORP COM 31868F10 359 28,640 SH DEFINED 1 28,640
FIRST BUSEY CORP COM 31938310 4,065 138,793 SH DEFINED 1,2,5 138,793
FIRST CASH FINL SVCS COM 31942D10 3,098 145,585 SH DEFINED 1,2 145,585
FIRST CHARTER CORP COM 31943910 10,092 463,137 SH DEFINED 1,2,5 463,137
FIRST CMNTY BANCORP COM 31983B10 8,864 230,597 SH DEFINED 1,2 230,597
FIRST CMNTY BANCSHAR COM 31983A10 4,864 145,189 SH DEFINED 1,2 145,189
FIRST COMWLTH FINL C COM 31982910 14,010 1,080,175 SH DEFINED 1,2,5 1,080,175
FIRST CONSULTING GRO COM 31986R10 128 23,167 SH DEFINED 1 23,167
FIRST CTZNS BANCSHAR CL A 31946M10 11,846 97,101 SH DEFINED 1,2,5 97,101
FIRST DATA CORP COM 31996310 1,346,918 30,254,228 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 30,254,228
FIRST DEFIANCE FINL COM 32006W10 303 13,712 SH DEFINED 1,5 13,712
FIRST FED CAP CORP COM 31996010 9,080 326,264 SH DEFINED 1,2 326,264
FIRST FINL BANCORP O COM 32020910 9,980 563,199 SH DEFINED 1,2,5 563,199
FIRST FINL BANKSHARE COM 32020R10 9,175 218,816 SH DEFINED 1,2,5 218,816
FIRST FINL CORP IND COM 32021810 7,525 234,854 SH DEFINED 1,2 234,854
FIRST FINL HLDGS INC COM 32023910 5,613 194,836 SH DEFINED 1,2 194,836
FIRST HEALTH GROUP C COM 32096010 34,276 2,195,798 SH DEFINED 1,2,5,7,9 2,195,798
FIRST HORIZON NATL C COM 32051710 165,441 3,638,461 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,638,461
FIRST HORIZON PHARMA COM 32051K10 7,341 388,420 SH DEFINED 1,2 388,420
FIRST IND CORP COM 32054R10 4,118 216,070 SH DEFINED 1,2 216,070
FIRST INDUSTRIAL REA COM 32054K10 32,589 883,647 SH DEFINED 1,2,3,5 883,647
FIRST LONG IS CORP COM 32073410 2,140 46,350 SH DEFINED 1,2 46,350
FIRST MARBLEHEAD COR COM 32077110 7,042 174,916 SH DEFINED 1,2 174,916
FIRST MERCHANTS CORP COM 32081710 7,546 290,776 SH DEFINED 1,2 290,776
FIRST MIDWEST BANCOR COM 32086710 33,943 964,010 SH DEFINED 1,2,5 964,010
FIRST NATL BANKSHRS COM 32110010 14,694 775,425 SH DEFINED 1,2,5 775,425
FIRST NIAGARA FINL G COM 33582V10 15,789 1,315,746 SH DEFINED 1,2,5 1,315,746
FIRST OAK BROOK BANC COM 33584720 3,219 106,248 SH DEFINED 1,2 106,248
FIRST PL FINL CORP COM 33610T10 4,715 253,646 SH DEFINED 1,2 253,646
FIRST REP BK SAN FRA COM 33615810 7,722 179,248 SH DEFINED 1,2 179,248
FIRST SENTINEL BANCO COM 33640T10 7,687 374,062 SH DEFINED 1,2 374,062
FIRST ST BANCORPORAT COM 33645310 5,414 175,434 SH DEFINED 1,2 175,434
FIRST UN REAL EST EQ SH BEN INT 33740010 47 14,849 SH DEFINED 1 14,849
FIRSTBANK CORP MICH COM 33761G10 1,955 67,297 SH DEFINED 1,5 67,297
FIRSTENERGY CORP COM 33793210 862,551 23,056,692 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 23,056,692
FIRSTFED FINL CORP COM 33790710 18,660 448,556 SH DEFINED 1,2,5 448,556
FIRSTMERIT CORP COM 33791510 29,182 1,106,647 SH DEFINED 1,2,5,9 1,106,647
FISERV INC COM 33773810 225,026 5,786,230 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,786,230
FISHER COMMUNICATION COM 33775620 4,270 84,834 SH DEFINED 1,2 84,834
FISHER SCIENTIFIC IN COM NEW 33803220 52,445 908,144 SH DEFINED 1,2,5 908,144
FLAG FINL CORP COM 33832H10 163 12,606 SH DEFINED 1 12,606
FLAGSTAR BANCORP INC COM 33793010 22,206 1,117,009 SH DEFINED 1,2,5 1,117,009
FLANDERS CORP COM 33849410 1,285 155,400 SH DEFINED 1 155,400
FLEETWOOD ENTERPRISE COM 33909910 12,294 844,976 SH DEFINED 1,2,6 844,976
FLEXTRONICS INTL LTD ORD Y2573F10 96,501 6,050,232 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 6,050,232
FLIR SYS INC COM 30244510 20,504 373,475 SH DEFINED 1,2,5 373,475
FLORIDA EAST COAST I COM 34063210 12,645 327,159 SH DEFINED 1,2 327,159
FLORIDA ROCK INDS IN COM 34114010 17,485 414,630 SH DEFINED 1,2,5,7 414,630
FLOWERS FOODS INC COM 34349810 14,761 564,490 SH DEFINED 1,2,5 564,490
FLOWSERVE CORP COM 34354P10 35,018 1,404,102 SH DEFINED 1,2,5,9 1,404,102
FLUOR CORP NEW COM 34341210 110,470 2,317,391 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,317,391
FLUSHING FINL CORP COM 34387310 7,415 420,133 SH DEFINED 1,2 420,133
FMC TECHNOLOGIES INC COM 30249U10 26,038 904,086 SH DEFINED 1,2,5,9 904,086
FNB CORP PA COM 30252010 15,739 771,522 SH DEFINED 1,2,5 771,522
FOCUS ENHANCEMENTS I COM 34415910 17 11,700 SH DEFINED 1 11,700
Page Total 3,411,132
26 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
FOMENTO ECONOMICO ME SPON ADR U 34441910 1,574 34,334 SH DEFINED 1,2 34,334
FONAR CORP COM 34443710 39 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 43,732 1,796,729 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 1,796,729
FORD MTR CO DEL COM PAR $0 34537086 948,687 60,619,001 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 60,619,001
FOREST CITY ENTERPRI CL A 34555010 16,180 305,276 SH DEFINED 1,2,5 305,276
FOREST LABS INC COM 34583810 542,578 9,581,097 SH DEFINED 1,2,5,6,9,10,13 9,581,097
FOREST OIL CORP COM PAR $0 34609170 25,141 920,257 SH DEFINED 1,2,5,9 920,257
FORMFACTOR INC COM 34637510 9,310 414,684 SH DEFINED 1,2 414,684
FORRESTER RESH INC COM 34656310 4,653 249,484 SH DEFINED 1,2 249,484
FORTUNE BRANDS INC COM 34963110 377,547 5,005,266 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,005,266
FORWARD AIR CORP COM 34985310 21,844 584,055 SH DEFINED 1,2 584,055
FOSSIL INC COM 34988210 13,263 486,715 SH DEFINED 1,2 486,715
FOSTER L B CO COM 35006010 151 18,900 SH DEFINED 1 18,900
FOUNDRY NETWORKS INC COM 35063R10 15,996 1,136,859 SH DEFINED 1,2,5 1,136,859
FOUNTAIN POWERBOAT I COM NEW 35075530 69 13,400 SH DEFINED 1 13,400
FOX ENTMT GROUP INC CL A 35138T10 72,186 2,703,596 SH DEFINED 1,2,5,7 2,703,596
FPIC INS GROUP INC COM 30256310 2,491 100,899 SH DEFINED 1,2,5 100,899
FPL GROUP INC COM 30257110 385,362 6,025,987 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,025,987
FRANCE TELECOM SPONSORED 35177Q10 365 13,894 SH DEFINED 1 13,894
FRANKLIN BK CORP DEL COM 35245110 2,502 158,177 SH DEFINED 1,2 158,177
FRANKLIN ELEC INC COM 35351410 10,512 277,647 SH DEFINED 1,2 277,647
FRANKLIN ELECTR PUBL COM 35351510 129 27,700 SH DEFINED 1 27,700
FRANKLIN RES INC COM 35461310 322,167 6,433,053 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,433,053
FREDS INC CL A 35610810 14,808 670,360 SH DEFINED 1,2,5 670,360
FREEMARKETS INC COM 35660210 4,193 643,064 SH DEFINED 1,2,5 643,064
FREEPORT-MCMORAN COP CL B 35671D85 175,270 5,287,190 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,287,190
FREMONT GEN CORP COM 35728810 13,055 739,650 SH DEFINED 1,2,5 739,650
FRESH DEL MONTE PROD ORD G3673810 1,378 54,540 SH DEFINED 1,5 54,540
FRIEDMAN BILLINGS RA CL A 35843410 26,857 1,357,100 SH DEFINED 1,2,5 1,357,100
FRIEDMAN INDS INC COM 35843510 103 22,240 SH DEFINED 1 22,240
FRONTIER AIRLINES IN COM 35906510 6,043 555,439 SH DEFINED 1,2 555,439
FRONTIER FINL CORP W COM 35907K10 8,906 254,901 SH DEFINED 1,2,5 254,901
FRONTIER OIL CORP COM 35914P10 14,463 682,558 SH DEFINED 1,2 682,558
FROZEN FOOD EXPRESS COM 35936010 200 29,256 SH DEFINED 1 29,256
FSI INTL INC COM 30263310 2,805 361,509 SH DEFINED 1,2 361,509
FTI CONSULTING INC COM 30294110 12,921 783,116 SH DEFINED 1,2,5 783,116
FUELCELL ENERGY INC COM 35952H10 7,719 660,890 SH DEFINED 1,2,5 660,890
FUJI PHOTO FILM LTD ADR 35958630 539 17,042 SH DEFINED 1 17,042
FULLER H B CO COM 35969410 12,763 449,390 SH DEFINED 1,2,5 449,390
FULTON FINL CORP PA COM 36027110 27,859 1,382,563 SH DEFINED 1,2,5 1,382,563
FURNITURE BRANDS INT COM 36092110 25,725 1,026,933 SH DEFINED 1,2,5,9 1,026,933
FX ENERGY INC COM 30269510 2,876 322,734 SH DEFINED 1,2 322,734
G & K SVCS INC CL A 36126810 11,676 290,518 SH DEFINED 1,2,5 290,518
G B & T BANCSHARES I COM 36146210 2,469 103,305 SH DEFINED 1,2 103,305
GABELLI ASSET MGMT I CL A 36239Y10 4,461 104,969 SH DEFINED 1,2 104,969
GABLES RESIDENTIAL T SH BEN INT 36241810 21,980 646,854 SH DEFINED 1,2,3,5 646,854
GAIAM INC CL A 36268Q10 144 21,300 SH DEFINED 1,2 21,300
GALLAGHER ARTHUR J & COM 36357610 39,216 1,287,874 SH DEFINED 1,2,5,9 1,287,874
GALLAHER GROUP PLC SPONSORED 36359510 14,819 306,174 SH DEFINED 1 306,174
GALYANS TRADING INC COM 36458R10 277 16,600 SH DEFINED 1 16,600
GAMESTOP CORP CL A 36466R10 4,345 285,463 SH DEFINED 1,2,5 285,463
GANDER MOUNTAIN CO COM 36471P10 1,350 58,887 SH DEFINED 1 58,887
GANNETT INC COM 36473010 657,617 7,750,347 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,750,347
GAP INC DEL COM 36476010 692,607 28,561,117 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 28,561,117
GARDNER DENVER INC COM 36555810 12,872 461,376 SH DEFINED 1,2 461,376
GARMIN LTD ORD G3726010 816 22,008 SH DEFINED 1,5 22,008
Page Total 4,639,610
27 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
GARTNER INC COM 36665110 16,483 1,246,799 SH DEFINED 1,2,5,9 1,246,799
GARTNER INC CL B 36665120 4,838 375,346 SH DEFINED 1,9 375,346
GATEWAY INC COM 36762610 40,253 8,945,156 SH DEFINED 1,2,5,6,9,10 8,945,156
GATX CORP COM 36144810 35,112 1,290,896 SH DEFINED 1,2,5,6,9 1,290,896
GAYLORD ENTMT CO NEW COM 36790510 14,393 458,515 SH DEFINED 1,2 458,515
GEMPLUS INTL S A ADR 36866Y10 62 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 10,969 2,285,301 SH DEFINED 1,2,5 2,285,301
GENAERA CORP COM 36867G10 2,898 689,982 SH DEFINED 1 689,982
GENAISSANCE PHARMACE COM 36867W10 61 14,456 SH DEFINED 1 14,456
GENCORP INC COM 36868210 6,939 518,228 SH DEFINED 1,2 518,228
GENE LOGIC INC COM 36868910 197 48,717 SH DEFINED 1,2,5 48,717
GENELABS TECHNOLOGIE COM 36870610 2,619 1,133,584 SH DEFINED 1,2,5 1,133,584
GENENCOR INTL INC COM 36870910 3,809 232,658 SH DEFINED 1,2 232,658
GENENTECH INC COM NEW 36871040 337,967 6,013,656 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 6,013,656
GENERAL BINDING CORP COM 36915410 1,593 102,865 SH DEFINED 1,2 102,865
GENERAL CABLE CORP D COM 36930010 5,231 611,790 SH DEFINED 1,2,5 611,790
GENERAL COMMUNICATIO CL A 36938510 5,656 712,366 SH DEFINED 1,2 712,366
GENERAL DYNAMICS COR COM 36955010 667,963 6,726,714 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,726,714
GENERAL ELEC CO COM 36960410 10,432,417 321,988,172 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 321,988,172
GENERAL EMPLOYMENT E COM 36973010 24 12,578 SH DEFINED 1 12,578
GENERAL GROWTH PPTYS COM 37002110 132,729 4,488,639 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 4,488,639
GENERAL MARITIME COR SHS Y2692M10 1,230 44,839 SH DEFINED 1,5 44,839
GENERAL MLS INC COM 37033410 460,121 9,680,641 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,680,641
GENERAL MTRS CORP COM 37044210 4,681,875 100,490,992 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 100,490,992
GENESCO INC COM 37153210 16,308 690,142 SH DEFINED 1,2 690,142
GENESEE & WYO INC CL A 37155910 7,105 299,810 SH DEFINED 1,2 299,810
GENESIS HEALTHCARE C COM 37184D10 7,985 274,955 SH DEFINED 1,2,5 274,955
GENESIS MICROCHIP IN COM 37184C10 7,436 540,023 SH DEFINED 1,2 540,023
GENLYTE GROUP INC COM 37230210 22,850 363,388 SH DEFINED 1,2 363,388
GEN-PROBE INC NEW COM 36866T10 38,325 809,918 SH DEFINED 1,2,5 809,918
GENTA INC COM NEW 37245M20 2,145 857,862 SH DEFINED 1,2,5 857,862
GENTEX CORP COM 37190110 45,961 1,158,290 SH DEFINED 1,2,5,9 1,158,290
GENTIVA HEALTH SERVI COM 37247A10 6,529 401,556 SH DEFINED 1,2,5 401,556
GENUINE PARTS CO COM 37246010 193,277 4,870,882 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,870,882
GENUS INC COM 37246110 151 44,200 SH DEFINED 1,5 44,200
GENVEC INC COM 37246C10 174 56,812 SH DEFINED 1 56,812
GENWORTH FINL INC COM CL A 37247D10 31,602 1,377,000 SH DEFINED 1,2 1,377,000
GENZYME CORP COM GENL D 37291710 297,201 6,279,346 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,279,346
GEO GROUP INC COM 36159R10 3,150 154,401 SH DEFINED 1,2,5 154,401
GEORGIA GULF CORP COM PAR $0 37320020 31,008 864,703 SH DEFINED 1,2,5 864,703
GEORGIA PAC CORP COM 37329810 386,485 10,451,188 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,451,188
GERBER SCIENTIFIC IN COM 37373010 229 32,506 SH DEFINED 1,2 32,506
GERDAU S A SPONSORED 37373710 144 11,904 SH DEFINED 1,2 11,904
GERMAN AMERN BANCORP COM 37386510 2,188 130,237 SH DEFINED 1,2,5 130,237
GERON CORP COM 37416310 5,292 657,384 SH DEFINED 1,2 657,384
GETTY IMAGES INC COM 37427610 25,238 420,635 SH DEFINED 1,2,5 420,635
GETTY RLTY CORP NEW COM 37429710 7,592 301,744 SH DEFINED 1,2 301,744
GEVITY HR INC COM 37439310 9,583 365,914 SH DEFINED 1,2 365,914
GIANT INDS INC COM 37450810 3,837 174,396 SH DEFINED 1,2 174,396
GIBRALTAR STL CORP COM 37476F10 6,936 211,340 SH DEFINED 1,2 211,340
GIGA TRONICS INC COM 37517510 67 36,300 SH DEFINED 1 36,300
G-III APPAREL GROUP COM 36237H10 101 13,000 SH DEFINED 1 13,000
GILEAD SCIENCES INC COM 37555810 346,406 5,170,236 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,170,236
GILLETTE CO COM 37576610 1,354,564 31,947,271 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 31,947,271
GLACIER BANCORP INC COM 37637Q10 10,416 369,761 SH DEFINED 1,2 369,761
GLADSTONE CAPITAL CO COM 37653510 2,446 121,384 SH DEFINED 1,2 121,384
Page Total 19,738,173
28 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
GLAMIS GOLD LTD COM 37677510 3,726 212,577 SH DEFINED 1,9 212,577
GLATFELTER COM 37731610 8,713 618,794 SH DEFINED 1,2,9 618,794
GLAXOSMITHKLINE PLC SPONSORED 37733W10 822,337 19,834,467 SH DEFINED 1,2 19,834,467
GLENAYRE TECHNOLOGIE COM 37789910 127 55,275 SH DEFINED 1 55,275
GLENBOROUGH RLTY TR COM 37803P10 11,613 632,867 SH DEFINED 1,2,3,5 632,867
GLIMCHER RLTY TR SH BEN INT 37930210 16,676 753,878 SH DEFINED 1,2,3,5 753,878
GLOBAL CROSSING LTD SHS NEW G3921A17 340 21,800 SH DEFINED 1 21,800
GLOBAL IMAGING SYSTE COM 37934A10 12,355 337,029 SH DEFINED 1,2 337,029
GLOBAL INDS LTD COM 37933610 7,687 1,343,938 SH DEFINED 1,2,5 1,343,938
GLOBAL PMTS INC COM 37940X10 17,625 391,498 SH DEFINED 1,2,5 391,498
GLOBAL POWER EQUIPME COM 37941P10 3,334 415,684 SH DEFINED 1,2,5 415,684
GLOBALSANTAFE CORP SHS G3930E10 26,188 988,244 SH DEFINED 1,5,7,8,9,10,12,13,
14 988,244
GLOWPOINT INC COM 37988710 24 12,500 SH DEFINED 1 12,500
GOLD BANC CORP INC COM 37990710 10,276 662,939 SH DEFINED 1,2,5 662,939
GOLDCORP INC NEW COM 38095640 350 29,993 SH DEFINED 1,13 29,993
GOLDEN TELECOM INC COM 38122G10 5,950 211,450 SH DEFINED 1,2 211,450
GOLDEN WEST FINL COR COM 38131710 435,249 4,092,611 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,092,611
GOLDMAN SACHS GROUP COM 38141G10 1,138,959 12,095,998 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,095,998
GOODRICH CORP COM 38238810 109,736 3,394,243 SH DEFINED 1,2,5,6,7,9,10 3,394,243
GOODRICH PETE CORP COM NEW 38241040 153 18,500 SH DEFINED 1 18,500
GOODYEAR TIRE & RUBR COM 38255010 44,283 4,871,598 SH DEFINED 1,2,5,6,9,10 4,871,598
GOODYS FAMILY CLOTHI COM 38258810 3,843 370,609 SH DEFINED 1,2,5 370,609
GOREMOTE INTERNET CO COM 38285910 25 13,500 SH DEFINED 1 13,500
GORMAN RUPP CO COM 38308210 5,526 203,388 SH DEFINED 1,2 203,388
GOTTSCHALKS INC COM 38348510 74 12,492 SH DEFINED 1 12,492
GOVERNMENT PPTYS TR COM 38374W10 2,416 231,239 SH DEFINED 1,2 231,239
GP STRATEGIES CORP COM 36225V10 133 20,257 SH DEFINED 1 20,257
GRACE W R & CO DEL N COM 38388F10 57,440 9,264,526 SH DEFINED 1,2 9,264,526
GRACO INC COM 38410910 34,536 1,112,256 SH DEFINED 1,2,5,9 1,112,256
GRAFTECH INTL LTD COM 38431310 15,841 1,514,474 SH DEFINED 1,2,5 1,514,474
GRAINGER W W INC COM 38480210 144,033 2,504,923 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,504,923
GRANITE BROADCASTING COM 38724110 17 23,830 SH DEFINED 1 23,830
GRANITE CONSTR INC COM 38732810 19,091 1,047,205 SH DEFINED 1,2,5,9 1,047,205
GRANT PRIDECO INC COM 38821G10 37,971 2,056,917 SH DEFINED 1,2,5,9 2,056,917
GRAPHIC PACKAGING CO COM 38868810 7,568 874,938 SH DEFINED 1,2 874,938
GRAY TELEVISION INC COM 38937510 8,927 642,665 SH DEFINED 1,2 642,665
GREAT AMERN FINL RES COM 38991510 2,285 143,732 SH DEFINED 1,2 143,732
GREAT ATLANTIC & PAC COM 39006410 2,226 290,585 SH DEFINED 1,2,5 290,585
GREAT LAKES CHEM COR COM 39056810 45,277 1,673,217 SH DEFINED 1,2,5,6,9,10 1,673,217
GREAT NORTHN IRON OR CTFS BEN I 39106410 1,273 13,248 SH DEFINED 1,5 13,248
GREAT PLAINS ENERGY COM 39116410 31,894 1,073,856 SH DEFINED 1,2,5,9 1,073,856
GREAT SOUTHN BANCORP COM 39090510 5,031 174,028 SH DEFINED 1,2 174,028
GREATER BAY BANCORP COM 39164810 29,542 1,022,229 SH DEFINED 1,2,5,9 1,022,229
GREEN MOUNTAIN PWR C COM 39315410 292 11,183 SH DEFINED 1 11,183
GREENBRIER COS INC COM 39365710 1,912 100,386 SH DEFINED 1,2 100,386
GREENHILL & CO INC COM 39525910 2,166 103,600 SH DEFINED 1 103,600
GREENPOINT FINL CORP COM 39538410 111,980 2,820,653 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,820,653
GREIF INC CL A 39762410 9,003 213,086 SH DEFINED 1,2 213,086
GREY GLOBAL GROUP IN COM 39787M10 14,763 14,988 SH DEFINED 1,2,5 14,988
GREY WOLF INC COM 39788810 12,101 2,854,083 SH DEFINED 1,2,5 2,854,083
GRIFFIN LD & NURSERI CL A 39823110 215 8,600 SH DEFINED 1 8,600
GRIFFON CORP COM 39843310 9,522 427,398 SH DEFINED 1,2 427,398
GROUP 1 AUTOMOTIVE I COM 39890510 9,621 289,715 SH DEFINED 1,2 289,715
GROUP 1 SOFTWARE INC COM 39943Y10 3,850 167,756 SH DEFINED 1,2 167,756
GROUPE CGI INC CL A SUB V 39945C10 114 16,870 SH DEFINED 1 16,870
GROUPE DANONE SPONSORED 39944910 1,044 59,496 SH DEFINED 1 59,496
Page Total 3,307,257
29 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
GRUPO AEROPORTUARIO SPON ADR S 40051E20 458 24,755 SH DEFINED 1,7 24,755
GRUPO TELEVISA SA DE SP ADR REP 40049J20 20,024 442,328 SH DEFINED 1,2,4 442,328
GSI COMMERCE INC COM 36238G10 2,783 289,036 SH DEFINED 1,2,5 289,036
GTC BIOTHERAPEUTICS COM 36238T10 34 21,777 SH DEFINED 1 21,777
GTECH HLDGS CORP COM 40051810 43,150 931,768 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 931,768
GTX INC DEL COM 40052B10 362 34,787 SH DEFINED 1,2 34,787
GUESS INC COM 40161710 2,568 159,484 SH DEFINED 1,2 159,484
GUIDANT CORP COM 40169810 522,276 9,346,393 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,346,393
GUILFORD PHARMACEUTI COM 40182910 2,074 436,626 SH DEFINED 1,2 436,626
GUITAR CTR MGMT INC COM 40204010 17,667 397,273 SH DEFINED 1,2,5 397,273
GULF ISLAND FABRICAT COM 40230710 2,568 118,727 SH DEFINED 1,2 118,727
GULFMARK OFFSHORE IN COM 40262910 3,581 226,919 SH DEFINED 1,2,5 226,919
GULFTERRA ENERGY PAR COM 40274U10 320 8,266 SH DEFINED 1,5 8,266
GYMBOREE CORP COM 40377710 7,587 493,947 SH DEFINED 1,2 493,947
HAEMONETICS CORP COM 40502410 17,584 593,064 SH DEFINED 1,2,5 593,064
HAGGAR CORP COM 40517310 310 15,508 SH DEFINED 1 15,508
HAIN CELESTIAL GROUP COM 40521710 7,283 402,372 SH DEFINED 1,2,5 402,372
HALLIBURTON CO COM 40621610 410,434 13,563,582 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,563,582
HALLWOOD GROUP INC COM PAR $0 40636440 206 4,033 SH DEFINED 1 4,033
HAMPSHIRE GROUP LTD COM 40885910 321 11,150 SH DEFINED 1 11,150
HANARO TELECOM INC SPONSORED 40964920 30 12,549 SH DEFINED 1 12,549
HANCOCK FABRICS INC COM 40990010 3,206 251,435 SH DEFINED 1,2 251,435
HANCOCK HLDG CO COM 41012010 14,700 505,849 SH DEFINED 1,2 505,849
HANDLEMAN CO DEL COM 41025210 9,382 405,078 SH DEFINED 1,2 405,078
HANGER ORTHOPEDIC GR COM NEW 41043F20 4,434 378,301 SH DEFINED 1,2,5 378,301
HANMI FINL CORP COM 41049510 8,294 281,163 SH DEFINED 1,2 281,163
HANOVER CAP MTG HLDG COM 41076110 159 13,500 SH DEFINED 1,2 13,500
HANOVER COMPRESSOR C COM 41076810 20,768 1,745,190 SH DEFINED 1,2,5,9 1,745,190
HANOVER DIRECT INC COM 41078310 8 60,400 SH DEFINED 1 60,400
HANSEN NAT CORP COM 41131010 1,640 64,728 SH DEFINED 1,2 64,728
HANSON PLC NEW SPONSORED 41134910 211 6,093 SH DEFINED 1 6,093
HARBOR FLA BANCSHARE COM 41190110 9,371 340,641 SH DEFINED 1,2,5 340,641
HARDINGE INC COM 41232430 5,850 489,949 SH DEFINED 1 489,949
HARKEN ENERGY CORP COM NEW 41255230 29 55,071 SH DEFINED 1 55,071
HARLAND JOHN H CO COM 41269310 14,955 509,543 SH DEFINED 1,2,5 509,543
HARLEY DAVIDSON INC COM 41282210 525,397 8,482,348 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,482,348
HARLEYSVILLE GROUP I COM 41282410 5,357 284,192 SH DEFINED 1,2 284,192
HARLEYSVILLE NATL CO COM 41285010 9,950 388,687 SH DEFINED 1,2 388,687
HARMAN INTL INDS INC COM 41308610 93,725 1,029,945 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,029,945
HARMONIC INC COM 41316010 10,844 1,274,313 SH DEFINED 1,2,5 1,274,313
HARRAHS ENTMT INC COM 41361910 327,120 6,046,586 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,046,586
HARRIS & HARRIS GROU COM 41383310 1,392 113,687 SH DEFINED 1,2 113,687
HARRIS CORP DEL COM 41387510 58,950 1,161,571 SH DEFINED 1,2,5,7,9 1,161,571
HARRIS INTERACTIVE I COM 41454910 4,834 719,380 SH DEFINED 1,2 719,380
HARSCO CORP COM 41586410 25,488 542,289 SH DEFINED 1,2,5,9 542,289
HARTE-HANKS INC COM 41619610 39,827 1,631,594 SH DEFINED 1,2,5,9 1,631,594
HARTFORD FINL SVCS G COM 41651510 1,467,963 21,355,295 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,355,295
HARTMARX CORP COM 41711910 1,728 274,279 SH DEFINED 1,2 274,279
HARVARD BIOSCIENCE I COM 41690610 70 15,632 SH DEFINED 1 15,632
HARVEST NATURAL RESO COM 41754V10 8,487 569,191 SH DEFINED 1,2,5 569,191
HASBRO INC COM 41805610 127,449 6,707,819 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,707,819
HAVAS SPONSORED 41931310 65 12,678 SH DEFINED 1 12,678
HAVERTY FURNITURE IN COM 41959610 5,406 309,253 SH DEFINED 1,2 309,253
HAWAIIAN ELEC INDUST COM 41987010 27,051 1,036,441 SH DEFINED 1,2,5,9 1,036,441
HAWAIIAN HOLDINGS IN COM 41987910 85 11,915 SH DEFINED 1 11,915
HAWK CORP CL A 42008910 113 16,200 SH DEFINED 1 16,200
Page Total 3,895,926
30 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
HAWKINS INC COM 42026110 149 12,452 SH DEFINED 1 12,452
HAYES LEMMERZ INTL I COM NEW 42078130 8,357 553,441 SH DEFINED 1,2 553,441
HCA INC COM 40411910 545,770 13,122,633 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,122,633
HCC INS HLDGS INC COM 40413210 30,225 904,681 SH DEFINED 1,2,5,9 904,681
HEADWATERS INC COM 42210P10 21,381 824,571 SH DEFINED 1,2 824,571
HEALTH CARE PPTY INV COM 42191510 31,284 1,301,317 SH DEFINED 1,2,5 1,301,317
HEALTH CARE REIT INC COM 42217K10 15,772 485,305 SH DEFINED 1,2,5 485,305
HEALTH MGMT ASSOC IN CL A 42193310 155,947 6,955,714 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,955,714
HEALTH NET INC COM 42222G10 56,106 2,117,220 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,117,220
HEALTHCARE RLTY TR COM 42194610 27,791 741,480 SH DEFINED 1,2,5 741,480
HEALTHCARE SVCS GRP COM 42190610 3,380 220,903 SH DEFINED 1,2 220,903
HEALTHEXTRAS INC COM 42221110 4,662 281,361 SH DEFINED 1,2 281,361
HEARST-ARGYLE TELEVI COM 42231710 15,154 587,822 SH DEFINED 1,2,5 587,822
HEARTLAND EXPRESS IN COM 42234710 15,412 563,313 SH DEFINED 1,2,5 563,313
HEARTLAND FINL USA I COM 42234Q10 2,316 126,204 SH DEFINED 1,2 126,204
HECLA MNG CO COM 42270410 11,047 1,938,013 SH DEFINED 1,2,5 1,938,013
HEICO CORP NEW COM 42280610 4,592 251,627 SH DEFINED 1,2,5 251,627
HEICO CORP NEW CL A 42280620 190 13,642 SH DEFINED 1 13,642
HEIDRICK & STRUGGLES COM 42281910 9,061 305,301 SH DEFINED 1,2,5 305,301
HEINZ H J CO COM 42307410 419,813 10,709,519 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,709,519
HELEN OF TROY CORP L COM G4388N10 1,390 37,707 SH DEFINED 1,5 37,707
HELIX TECHNOLOGY COR COM 42331910 10,074 472,285 SH DEFINED 1,2 472,285
HELLENIC TELECOM ORG SPONSORED 42332530 310 47,912 SH DEFINED 1 47,912
HELMERICH & PAYNE IN COM 42345210 26,252 1,003,894 SH DEFINED 1,2,5,6,9 1,003,894
HEMISPHERX BIOPHARMA COM 42366C10 104 30,210 SH DEFINED 1,5 30,210
HENRY JACK & ASSOC I COM 42628110 20,358 1,012,857 SH DEFINED 1,2,5,9 1,012,857
HERCULES INC COM 42705610 42,740 3,506,133 SH DEFINED 1,2,5,6,9,10 3,506,133
HERITAGE COMMERCE CO COM 42692710 213 14,600 SH DEFINED 1 14,600
HERITAGE PPTY INVT T COM 42725M10 21,502 794,617 SH DEFINED 1,2,3 794,617
HERLEY INDS INC DEL COM 42739810 3,483 178,252 SH DEFINED 1,2 178,252
HERSHA HOSPITALITY T SH BEN INT 42782510 116 11,700 SH DEFINED 1,2 11,700
HERSHEY FOODS CORP COM 42786610 334,075 7,220,111 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,220,111
HESKA CORP COM 42805E10 20 16,000 SH DEFINED 1 16,000
HEWITT ASSOCS INC COM 42822Q10 9,003 327,381 SH DEFINED 1,2,5 327,381
HEWLETT PACKARD CO COM 42823610 2,030,570 96,235,535 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 96,235,535
HEXCEL CORP NEW COM 42829110 4,445 383,893 SH DEFINED 1,2 383,893
HI / FN INC COM 42835810 276 23,127 SH DEFINED 1 23,127
HIBBETT SPORTING GOO COM 42856510 9,995 365,459 SH DEFINED 1,2 365,459
HIBERNIA CORP CL A 42865610 71,942 2,960,577 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,960,577
HICKORY TECH CORP COM 42906010 173 17,062 SH DEFINED 1 17,062
HIGHLAND HOSPITALITY COM 43014110 4,995 497,045 SH DEFINED 1,2 497,045
HIGHWOODS PPTYS INC COM 43128410 32,191 1,369,816 SH DEFINED 1,2,3,5,9 1,369,816
HILB ROGAL & HOBBS C COM 43129410 24,215 678,663 SH DEFINED 1,2,5 678,663
HILFIGER TOMMY CORP ORD G8915Z10 837 55,314 SH DEFINED 1,2,5 55,314
HILLENBRAND INDS INC COM 43157310 56,259 930,673 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 930,673
HILTON HOTELS CORP COM 43284810 254,366 13,631,599 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,631,599
HITACHI LIMITED ADR 10 COM 43357850 603 8,669 SH DEFINED 1 8,669
HI-TECH PHARMACAL IN COM 42840B10 174 10,650 SH DEFINED 1 10,650
HMS HLDGS CORP COM 40425J10 103 17,100 SH DEFINED 1 17,100
HNI CORP COM 40425110 35,250 832,744 SH DEFINED 1,2,5,6,9 832,744
HOLLINGER INTL INC CL A 43556910 14,168 843,865 SH DEFINED 1,2,5 843,865
HOLLIS-EDEN PHARMACE COM 43590210 1,702 141,250 SH DEFINED 1,2 141,250
HOLLY CORP COM PAR $0 43575830 6,130 163,897 SH DEFINED 1,2 163,897
HOLLYWOOD ENTMT CORP COM 43614110 11,017 824,633 SH DEFINED 1,2,5 824,633
HOLLYWOOD MEDIA CORP COM 43623310 96 26,340 SH DEFINED 1 26,340
HOLOGIC INC COM 43644010 7,944 341,658 SH DEFINED 1,2,5 341,658
Page Total 4,415,502
31 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
HOME DEPOT INC COM 43707610 2,597,826 73,801,889 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 73,801,889
HOME PROPERTIES INC COM 43730610 27,679 710,088 SH DEFINED 1,2,3,5 710,088
HOMESTORE INC COM 43785210 5,801 1,453,811 SH DEFINED 1,2,5 1,453,811
HONDA MOTOR LTD AMERN SHS 43812830 819 33,689 SH DEFINED 1 33,689
HONEYWELL INTL INC COM 43851610 3,797,176 103,663,008 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 103,663,008
HOOKER FURNITURE COR COM 43903810 1,481 73,446 SH DEFINED 1,2 73,446
HOOPER HOLMES INC COM 43910410 7,017 1,222,417 SH DEFINED 1,2 1,222,417
HORACE MANN EDUCATOR COM 44032710 14,110 807,187 SH DEFINED 1,2,5,9 807,187
HORIZON FINL CORP WA COM 44041F10 4,673 234,814 SH DEFINED 1,2,5 234,814
HORIZON OFFSHORE INC COM 44043J10 40 40,269 SH DEFINED 1,5 40,269
HORMEL FOODS CORP COM 44045210 45,272 1,455,695 SH DEFINED 1,2,5,7,9 1,455,695
HORNBECK OFFSHORE SV COM 44054310 632 48,382 SH DEFINED 1,2 48,382
HOSPIRA INC COM 44106010 124,763 4,520,395 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,520,395
HOSPITALITY PPTYS TR COM SH BEN 44106M10 57,591 1,361,495 SH DEFINED 1,2,3,5,9 1,361,495
HOST MARRIOTT CORP N COM 44107P10 80,868 6,542,707 SH DEFINED 1,2,3,5,7,8,9,10,12,1 6,542,707
HOT TOPIC INC COM 44133910 16,615 810,895 SH DEFINED 1,2,5 810,895
HOUSTON EXPL CO COM 44212010 12,357 238,362 SH DEFINED 1,2 238,362
HOVNANIAN ENTERPRISE CL A 44248720 19,099 550,254 SH DEFINED 1,2,5,9 550,254
HRPT PPTYS TR COM SH BEN 40426W10 24,872 2,484,765 SH DEFINED 1,2,3,5 2,484,765
HSBC HLDGS PLC SPON ADR N 40428040 24,828 331,433 SH DEFINED 1,2 331,433
HUANENG PWR INTL INC SPON ADR N 44330410 317 8,766 SH DEFINED 1,7 8,766
HUB GROUP INC CL A 44332010 2,171 63,658 SH DEFINED 1,2 63,658
HUBBELL INC CL B 44351020 52,904 1,132,595 SH DEFINED 1,2,5,6,9 1,132,595
HUDSON CITY BANCORP COM 44368310 25,136 751,682 SH DEFINED 1,2,5 751,682
HUDSON HIGHLAND GROU COM 44379210 4,565 148,899 SH DEFINED 1,2,5 148,899
HUDSON RIV BANCORP I COM 44412810 8,220 481,563 SH DEFINED 1,2 481,563
HUDSON UNITED BANCOR COM 44416510 19,060 511,277 SH DEFINED 1,2,5 511,277
HUFFY CORP COM 44435610 26 22,653 SH DEFINED 1 22,653
HUGHES SUPPLY INC COM 44448210 21,246 360,532 SH DEFINED 1,2,5 360,532
HUGOTON RTY TR TEX UNIT BEN I 44471710 878 38,419 SH DEFINED 1 38,419
HUMAN GENOME SCIENCE COM 44490310 24,299 2,089,337 SH DEFINED 1,2,5 2,089,337
HUMANA INC COM 44485910 92,162 5,453,383 SH DEFINED 1,2,5,6,9,10 5,453,383
HUMBOLDT BANCORP COM 44506910 4,816 230,195 SH DEFINED 1,2,5 230,195
HUNT J B TRANS SVCS COM 44565810 33,237 861,498 SH DEFINED 1,2,5,9 861,498
HUNTINGTON BANCSHARE COM 44615010 178,277 7,757,931 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,757,931
HURCO COMPANIES INC COM 44732410 377 31,600 SH DEFINED 1 31,600
HUTCHINSON TECHNOLOG COM 44840710 10,894 443,019 SH DEFINED 1,2,5 443,019
HUTTIG BLDG PRODS IN COM 44845110 115 15,027 SH DEFINED 1 15,027
HYDRIL COM 44877410 8,157 258,951 SH DEFINED 1,2 258,951
HYPERCOM CORP COM 44913M10 6,478 766,662 SH DEFINED 1,2 766,662
HYPERION SOLUTIONS C COM 44914M10 34,733 794,435 SH DEFINED 1,2,5 794,435
IBERIABANK CORP COM 45082810 6,670 112,833 SH DEFINED 1,2,5 112,833
IBIS TECHNOLOGY CORP COM 45090910 64 10,457 SH DEFINED 1 10,457
ICICI BK LTD ADR 45104G10 466 38,497 SH DEFINED 1,2 38,497
ICO INC NEW COM 44929310 125 55,500 SH DEFINED 1 55,500
ICOS CORP COM 44929510 17,994 603,010 SH DEFINED 1,2,5 603,010
ICT GROUP INC COM 44929Y10 1,041 113,600 SH DEFINED 1 113,600
ICU MED INC COM 44930G10 6,382 190,330 SH DEFINED 1,2 190,330
IDACORP INC COM 45110710 28,320 1,048,897 SH DEFINED 1,2,5,6,9 1,048,897
IDENTIX INC COM 45190610 10,444 1,398,071 SH DEFINED 1,2 1,398,071
IDEX CORP COM 45167R10 30,601 890,865 SH DEFINED 1,2,5 890,865
IDEXX LABS INC COM 45168D10 26,757 425,124 SH DEFINED 1,2,5,7 425,124
IDT CORP COM 44894710 8,509 471,961 SH DEFINED 1,2,5 471,961
IDT CORP CL B 44894730 2,266 122,858 SH DEFINED 1,2 122,858
IDX SYS CORP COM 44949110 10,317 323,510 SH DEFINED 1,2 323,510
I-FLOW CORP COM NEW 44952030 2,546 214,676 SH DEFINED 1,2 214,676
Page Total 7,544,089
32 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
IGATE CORP COM 45169U10 1,214 304,978 SH DEFINED 1,2 304,978
IGI INC COM 44957510 63 26,800 SH DEFINED 1 26,800
IHOP CORP COM 44962310 12,029 336,392 SH DEFINED 1,2 336,392
II VI INC COM 90210410 5,409 176,419 SH DEFINED 1,2 176,419
IKON OFFICE SOLUTION COM 45171310 260,000 22,667,806 SH DEFINED 1,2,5,6 22,667,806
ILEX ONCOLOGY INC COM 45192310 15,112 604,702 SH DEFINED 1,2,5 604,702
ILLINOIS TOOL WKS IN COM 45230810 804,624 8,391,111 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,391,111
ILLUMINA INC COM 45232710 1,893 299,074 SH DEFINED 1,2 299,074
IMAGE ENTMT INC COM NEW 45243920 55 15,000 SH DEFINED 1 15,000
IMAGISTICS INTERNATI COM 45247T10 16,280 459,881 SH DEFINED 1,2,5 459,881
I-MANY INC COM 44973Q10 35 28,997 SH DEFINED 1 28,997
IMATION CORP COM 45245A10 32,832 770,523 SH DEFINED 1,2,5,9 770,523
IMC GLOBAL INC COM 44966910 29,504 2,201,805 SH DEFINED 1,2,5,9 2,201,805
IMCLONE SYS INC COM 45245W10 56,175 654,791 SH DEFINED 1,2,5 654,791
IMCO RECYCLING INC COM 44968110 2,336 176,687 SH DEFINED 1,2 176,687
IMMERSION CORP COM 45252110 78 16,024 SH DEFINED 1 16,024
IMMTECH INTL INC COM 45251910 128 10,400 SH DEFINED 1 10,400
IMMUCOR INC COM 45252610 13,932 428,005 SH DEFINED 1,2 428,005
IMMUNICON CORP DEL COM 45260A10 206 26,300 SH DEFINED 1 26,300
IMMUNOGEN INC COM 45253H10 3,966 653,323 SH DEFINED 1,2,5 653,323
IMMUNOMEDICS INC COM 45290710 3,488 716,254 SH DEFINED 1,2,5 716,254
IMPAC MED SYS INC COM 45255A10 161 11,000 SH DEFINED 1 11,000
IMPAC MTG HLDGS INC COM 45254P10 30,869 1,370,715 SH DEFINED 1,2,5 1,370,715
IMPAX LABORATORIES I COM 45256B10 14,201 732,784 SH DEFINED 1,2 732,784
IMPERIAL CHEM INDS P ADR NEW 45270450 239 14,125 SH DEFINED 1 14,125
IMPERIAL OIL LTD COM NEW 45303840 974 20,804 SH DEFINED 1 20,804
IMPERIAL TOBACCO GRO SPONSORED 45314210 543 12,382 SH DEFINED 1 12,382
IMS HEALTH INC COM 44993410 168,386 7,183,698 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,183,698
INAMED CORP COM 45323510 22,794 362,788 SH DEFINED 1,2,5,9 362,788
INCO LTD COM 45325840 1,232 35,642 SH DEFINED 1 35,642
INCYTE CORP COM 45337C10 8,217 1,075,527 SH DEFINED 1,2,5 1,075,527
INDEPENDENCE CMNTY B COM 45341410 39,111 1,074,473 SH DEFINED 1,2,5,9 1,074,473
INDEPENDENCE HLDG CO COM NEW 45344030 1,595 46,518 SH DEFINED 1,2 46,518
INDEPENDENT BANK COR COM 45383610 6,281 216,975 SH DEFINED 1,2,5 216,975
INDEPENDENT BANK COR COM 45383810 7,351 289,391 SH DEFINED 1,2 289,391
INDEVUS PHARMACEUTIC COM 45407210 3,817 620,618 SH DEFINED 1,2,5 620,618
INDIA FD INC COM 45408910 2,070 96,372 SH DEFINED 7 96,372
INDUS INTL INC COM 45578L10 59 28,100 SH DEFINED 1 28,100
INDYMAC BANCORP INC COM 45660710 24,403 772,257 SH DEFINED 1,2,5,9 772,257
INERGY L P UNIT LTD P 45661510 235 9,800 SH DEFINED 1 9,800
INET TECHNOLOGIES IN COM 45662V10 4,459 357,565 SH DEFINED 1,2 357,565
INFINEON TECHNOLOGIE SPONSORED 45662N10 1,933 142,100 SH DEFINED 1 142,100
INFINITY PPTY & CAS COM 45665Q10 9,932 300,972 SH DEFINED 1,2,5 300,972
INFOCROSSING INC COM 45664X10 2,588 191,712 SH DEFINED 1,2 191,712
INFOCUS CORP COM 45665B10 5,478 644,470 SH DEFINED 1,2,5 644,470
INFONET SVCS CORP CL B 45666T10 1,829 1,045,271 SH DEFINED 1,2,5 1,045,271
INFORMATICA CORP COM 45666Q10 9,120 1,195,314 SH DEFINED 1,2,5 1,195,314
INFORMATION HLDGS IN COM 45672710 5,881 214,887 SH DEFINED 1,2 214,887
INFOSPACE INC COM NEW 45678T20 26,595 699,120 SH DEFINED 1,2 699,120
INFOSYS TECHNOLOGIES SPONSORED 45678810 1,447 15,524 SH DEFINED 1,2 15,524
INFOUSA INC NEW COM 45681830 5,245 517,272 SH DEFINED 1,2 517,272
INFRASOURCE SVCS INC COM 45684P10 991 80,800 SH DEFINED 1 80,800
ING GROUP N V SPONSORED 45683710 23,823 1,005,190 SH DEFINED 1,2 1,005,190
INGERSOLL-RAND COMPA CL A G4776G10 284,520 4,165,130 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,165,130
INGLES MKTS INC CL A 45703010 1,664 148,986 SH DEFINED 1,2,5 148,986
INGRAM MICRO INC CL A 45715310 18,725 1,294,033 SH DEFINED 1,2,5 1,294,033
Page Total 1,996,124
33 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
INKINE PHARMACEUTICA COM 45721410 2,151 555,836 SH DEFINED 1,2 555,836
INNKEEPERS USA TR COM 4576J010 8,024 778,287 SH DEFINED 1,2,3,5 778,287
INNODATA ISOGEN INC COM NEW 45764220 43 11,700 SH DEFINED 1 11,700
INNOTRAC CORP COM 45767M10 100 11,400 SH DEFINED 1 11,400
INNOVATIVE SOLUTIONS COM 45769N10 1,603 82,141 SH DEFINED 1,2 82,141
INNOVEX INC COM 45764710 95 20,683 SH DEFINED 1 20,683
INPUT/OUTPUT INC COM 45765210 6,972 841,014 SH DEFINED 1,2 841,014
INSIGHT COMMUNICATIO CL A 45768V10 6,873 742,174 SH DEFINED 1,2,5 742,174
INSIGHT ENTERPRISES COM 45765U10 14,475 815,039 SH DEFINED 1,2,5 815,039
INSIGNIA SYS INC COM 45765Y10 19 12,600 SH DEFINED 1 12,600
INSITUFORM TECHNOLOG CL A 45766710 6,085 374,014 SH DEFINED 1,2 374,014
INSMED INC COM NEW 45766920 75 33,500 SH DEFINED 1 33,500
INSPIRE PHARMACEUTIC COM 45773310 7,578 453,204 SH DEFINED 1,2 453,204
INSTINET GROUP INC COM 45775010 7,093 1,343,384 SH DEFINED 1,2,5 1,343,384
INSURANCE AUTO AUCTI COM 45787510 2,521 148,323 SH DEFINED 1,2,5 148,323
INTAC INTL COM 45811T10 616 50,143 SH DEFINED 1,2 50,143
INTEGRA BK CORP COM 45814P10 6,070 274,779 SH DEFINED 1,2 274,779
INTEGRA LIFESCIENCES COM NEW 45798520 18,757 531,817 SH DEFINED 1,2 531,817
INTEGRAL SYS INC MD COM 45810H10 171 10,610 SH DEFINED 1 10,610
INTEGRATED ALARM SVC COM 45890M10 109 20,130 SH DEFINED 1 20,130
INTEGRATED CIRCUIT S COM 45811K20 24,748 911,211 SH DEFINED 1,2,5,9 911,211
INTEGRATED DEVICE TE COM 45811810 34,743 2,510,326 SH DEFINED 1,2,5,9 2,510,326
INTEGRATED ELECTRICA COM 45811E10 4,708 584,881 SH DEFINED 1,2,5 584,881
INTEGRATED SILICON S COM 45812P10 6,679 547,002 SH DEFINED 1,2,5 547,002
INTEL CORP COM 45814010 5,662,207 205,152,416 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 205,152,416
INTELIDATA TECHNOLOG COM 45814T10 78 117,688 SH DEFINED 1,5 117,688
INTELLIGROUP INC COM 45816A10 104 20,017 SH DEFINED 1 20,017
INTELLISYNC CORP COM 45817610 147 51,210 SH DEFINED 1,5 51,210
INTER PARFUMS INC COM 45833410 1,380 66,170 SH DEFINED 1,2 66,170
INTER TEL INC COM 45837210 16,740 670,423 SH DEFINED 1,2 670,423
INTERACTIVE DATA COR COM 45840J10 10,267 589,380 SH DEFINED 1,2,5 589,380
INTERCEPT INC COM 45845L10 4,473 273,063 SH DEFINED 1,2,5 273,063
INTERCHANGE FINL SVC COM 45844710 4,396 176,680 SH DEFINED 1,2 176,680
INTERCONTINENTAL HOT SPONSORED 45857310 339 31,462 SH DEFINED 1 31,462
INTERDIGITAL COMMUNI COM 45866A10 16,584 881,650 SH DEFINED 1,2,5 881,650
INTERFACE INC CL A 45866510 6,598 753,174 SH DEFINED 1,2,5 753,174
INTERGRAPH CORP COM 45868310 18,443 713,177 SH DEFINED 1,2,5 713,177
INTERLAND INC COM NEW 45872720 34 12,187 SH DEFINED 1 12,187
INTERMAGNETICS GEN C COM 45877110 10,193 299,519 SH DEFINED 1,2 299,519
INTERMET CORP COM 45881K10 99 23,323 SH DEFINED 1 23,323
INTERMUNE INC COM 45884X10 6,581 426,786 SH DEFINED 1,2,5 426,786
INTERNAP NETWORK SVC COM 45885A10 2,653 2,192,975 SH DEFINED 1,2 2,192,975
INTERNATIONAL BANCSH COM 45904410 17,586 433,694 SH DEFINED 1,2,5 433,694
INTERNATIONAL BUSINE COM 45920010 11,367,144 128,952,289 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 128,952,289
INTERNATIONAL FLAVOR COM 45950610 100,671 2,691,748 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,691,748
INTERNATIONAL GAME T COM 45990210 405,415 10,502,980 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,502,980
INTERNATIONAL RECTIF COM 46025410 37,191 897,906 SH DEFINED 1,2,5,9 897,906
INTERNATIONAL SHIPHO COM NEW 46032120 159 10,700 SH DEFINED 1 10,700
INTERNATIONAL SPEEDW CL A 46033520 25,616 526,652 SH DEFINED 1,2,5,9 526,652
INTERNATIONAL STL GR COM 46037710 5,685 191,105 SH DEFINED 1,2 191,105
INTERNET CAP GROUP I COM NEW 46059C20 4,085 530,541 SH DEFINED 1,2 530,541
INTERNET SEC SYS INC COM 46060X10 10,992 716,572 SH DEFINED 1,2,5 716,572
INTERPUBLIC GROUP CO COM 46069010 154,713 11,268,226 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,268,226
INTERSECTIONS INC COM 46098130 1,974 82,300 SH DEFINED 1 82,300
INTERSIL CORP CL A 46069S10 39,686 1,832,222 SH DEFINED 1,2,5,9 1,832,222
INTERSTATE BAKERIES COM 46072H10 16,207 1,493,701 SH DEFINED 1,2,5,9 1,493,701
Page Total 18,108,750
34 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
INTERVIDEO INC COM 46114Y10 1,062 82,090 SH DEFINED 1,2 82,090
INTERVOICE INC NEW COM 46114210 6,538 569,984 SH DEFINED 1,2,5 569,984
INTERWOVEN INC COM NEW 46114T50 6,375 631,236 SH DEFINED 1,2,5 631,236
INTEVAC INC COM 46114810 1,797 202,551 SH DEFINED 1,2 202,551
INTL PAPER CO COM 46014610 1,442,521 32,271,174 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 32,271,174
INTRADO INC COM 46117A10 4,544 282,411 SH DEFINED 1,2 282,411
INTRAWARE INC COM 46118M10 48 26,776 SH DEFINED 1 26,776
INTROGEN THERAPEUTIC COM 46119F10 117 27,500 SH DEFINED 1 27,500
INTUIT COM 46120210 229,594 5,951,110 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,951,110
INTUITIVE SURGICAL I COM NEW 46120E60 9,005 473,926 SH DEFINED 1,2 473,926
INVACARE CORP COM 46120310 19,291 431,380 SH DEFINED 1,2,5 431,380
INVERESK RESH GROUP COM 46123810 14,207 460,681 SH DEFINED 1,2 460,681
INVERNESS MED INNOVA COM 46126P10 4,708 214,971 SH DEFINED 1,2,5 214,971
INVESTMENT TECHNOLOG COM 46145F10 9,569 748,189 SH DEFINED 1,2,5 748,189
INVESTORS FINL SERVI COM 46191510 46,100 1,057,817 SH DEFINED 1,2,5,9 1,057,817
INVESTORS REAL ESTAT SH BEN INT 46173010 6,751 650,418 SH DEFINED 1,2,5 650,418
INVISION TECHNOLOGIE COM 46185110 14,378 288,127 SH DEFINED 1,2,5 288,127
INVITROGEN CORP COM 46185R10 90,818 1,261,542 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,261,542
IOMEGA CORP COM NEW 46203030 4,842 867,714 SH DEFINED 1,2,5 867,714
IONICS INC COM 46221810 8,490 300,537 SH DEFINED 1,2 300,537
IPASS INC COM 46261V10 6,396 603,964 SH DEFINED 1,2 603,964
IPAYMENT INC COM 46262E10 6,214 151,564 SH DEFINED 1,2 151,564
IPC HLDGS LTD ORD G4933P10 205 5,548 SH DEFINED 1,5 5,548
IRELAND BK SPONSORED 46267Q10 664 12,326 SH DEFINED 1 12,326
IRON MTN INC PA COM 46284610 37,992 787,239 SH DEFINED 1,2,5 787,239
IRSA INVERSIONES Y R GLOBL DEP 45004720 87 11,793 SH DEFINED 1,7 11,793
IRVINE SENSORS CORP COM NEW 46366450 26 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 16,714 633,118 SH DEFINED 1,2 633,118
ISCO INTL INC COM 46426P10 17 41,922 SH DEFINED 1 41,922
ISHARES TR MSCI EMERG 46428723 8,899 55,055 SH DEFINED 7 55,055
ISHARES TR RUSSELL100 46428759 5,015 83,500 SH DEFINED 1 83,500
ISIS PHARMACEUTICALS COM 46433010 4,481 780,629 SH DEFINED 1,2,5 780,629
ISLAND PAC INC COM 46447810 15 23,500 SH DEFINED 1 23,500
ISLE OF CAPRI CASINO COM 46459210 4,981 285,432 SH DEFINED 1,2,5 285,432
ISOLAGEN INC COM 46488N10 2,069 201,313 SH DEFINED 1,2 201,313
ISTA PHARMACEUTICALS COM NEW 45031X20 692 66,189 SH DEFINED 1,2 66,189
ISTAR FINL INC COM 45031U10 49,938 1,248,457 SH DEFINED 1,2,5,7,8,9,10,12,14 1,248,457
ITC DELTACOM INC COM NEW 45031T40 415 74,491 SH DEFINED 1,2 74,491
ITLA CAP CORP COM 45056510 3,120 77,218 SH DEFINED 1,2 77,218
ITRON INC COM 46574110 10,857 473,264 SH DEFINED 1,2 473,264
ITT EDUCATIONAL SERV COM 45068B10 41,310 1,086,539 SH DEFINED 1,2,5,9 1,086,539
ITT INDS INC IND COM 45091110 865,121 10,423,140 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,423,140
IVAX CORP COM 46582310 56,437 2,352,532 SH DEFINED 1,2,5,7,9 2,352,532
IVAX DIAGNOSTICS INC COM 45070W10 303 47,400 SH DEFINED 1 47,400
IVILLAGE INC COM 46588H10 2,063 324,920 SH DEFINED 1,2 324,920
IXIA COM 45071R10 4,398 448,346 SH DEFINED 1,2 448,346
IXYS CORP COM 46600W10 2,156 273,575 SH DEFINED 1,2,5 273,575
J & J SNACK FOODS CO COM 46603210 5,926 145,139 SH DEFINED 1,2 145,139
J ALEXANDER CORP COM 46609610 150 18,800 SH DEFINED 1 18,800
J JILL GROUP INC COM 46618910 7,573 321,030 SH DEFINED 1,2,5 321,030
J P MORGAN CHASE & C COM 46625H10 2,719,111 70,134,400 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 70,134,400
J2 GLOBAL COMMUNICAT COM NEW 46626E20 8,924 321,004 SH DEFINED 1,2 321,004
JABIL CIRCUIT INC COM 46631310 138,196 5,488,340 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,488,340
JACK IN THE BOX INC COM 46636710 25,094 844,905 SH DEFINED 1,2,5 844,905
JACLYN INC COM 46977210 114 21,900 SH DEFINED 1 21,900
JACO ELECTRS INC COM 46978310 119 19,600 SH DEFINED 1 19,600
Page Total 5,956,550
35 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
JACOBS ENGR GROUP IN COM 46981410 29,182 741,038 SH DEFINED 1,2,5,9 741,038
JACUZZI BRANDS INC COM 46986510 9,883 1,226,218 SH DEFINED 1,2 1,226,218
JAKKS PAC INC COM 47012E10 8,601 413,721 SH DEFINED 1,2 413,721
JANUS CAP GROUP INC COM 47102X10 105,052 6,370,663 SH DEFINED 1,2,5,6,7,9,10 6,370,663
JARDEN CORP COM 47110910 20,803 578,025 SH DEFINED 1,2 578,025
JDA SOFTWARE GROUP I COM 46612K10 6,173 468,700 SH DEFINED 1,2 468,700
JDS UNIPHASE CORP COM 46612J10 152,061 40,121,519 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 40,121,519
JEFFERIES GROUP INC COM 47231910 21,619 699,199 SH DEFINED 1,2,5,9 699,199
JEFFERSON PILOT CORP COM 47507010 198,881 3,914,983 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,914,983
JETBLUE AWYS CORP COM 47714310 37,885 1,289,498 SH DEFINED 1,2,5,6,9 1,289,498
JLG INDS INC COM 46621010 9,878 711,129 SH DEFINED 1,2,5 711,129
JMAR TECHNOLOGIES IN COM 46621210 125 63,400 SH DEFINED 1 63,400
JO-ANN STORES INC COM 47758P30 11,758 399,930 SH DEFINED 1,2 399,930
JOHNSON & JOHNSON COM 47816010 7,526,462 135,124,993 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 135,124,993
JOHNSON CTLS INC COM 47836610 279,065 5,227,894 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,227,894
JONES APPAREL GROUP COM 48007410 170,123 4,309,082 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,309,082
JONES LANG LASALLE I COM 48020Q10 13,824 510,112 SH DEFINED 1,2,5 510,112
JOS A BANK CLOTHIERS COM 48083810 4,028 128,319 SH DEFINED 1,2,5 128,319
JOULE INC COM 48110910 27 16,800 SH DEFINED 1 16,800
JOURNAL COMMUNICATIO CL A 48113010 5,486 291,357 SH DEFINED 1,2 291,357
JOURNAL REGISTER CO COM 48113810 12,291 614,529 SH DEFINED 1,2,5 614,529
JOY GLOBAL INC COM 48116510 23,777 794,145 SH DEFINED 1,2,5 794,145
JUNIPER NETWORKS INC COM 48203R10 171,740 6,989,808 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 6,989,808
JUNO LTG INC COM NEW 48204720 407 11,400 SH DEFINED 1 11,400
JUPITERMEDIA CORP COM 48207D10 2,609 184,112 SH DEFINED 1,2 184,112
K FED BANCORP COM 48246S10 317 24,900 SH DEFINED 1 24,900
K V PHARMACEUTICAL C CL A 48274020 13,737 594,945 SH DEFINED 1,2,5 594,945
K2 INC COM 48273210 8,234 524,429 SH DEFINED 1,2 524,429
KADANT INC COM 48282T10 6,511 281,487 SH DEFINED 1,2 281,487
KAMAN CORP CL A 48354810 5,097 364,296 SH DEFINED 1,2 364,296
KANA SOFTWARE INC COM NEW 48360030 58 24,474 SH DEFINED 1 24,474
KANEB PIPE LINE PART SR PREF UN 48416910 264 5,762 SH DEFINED 1,5 5,762
KANEB SERVICES LLC COM 48417310 701 24,848 SH DEFINED 1,2,5 24,848
KANSAS CITY LIFE INS COM 48483610 2,764 65,664 SH DEFINED 1,2 65,664
KANSAS CITY SOUTHERN COM NEW 48517030 16,519 1,065,750 SH DEFINED 1,2,5,6 1,065,750
KATY INDS INC COM 48602610 113 23,204 SH DEFINED 1,2 23,204
KAYDON CORP COM 48658710 20,956 677,542 SH DEFINED 1,2,5 677,542
KB HOME COM 48666K10 135,053 1,967,845 SH DEFINED 1,2,5,6,9,10 1,967,845
KCS ENERGY INC COM 48243420 9,712 729,104 SH DEFINED 1,2,5 729,104
KEANE INC COM 48666510 20,338 1,485,634 SH DEFINED 1,2,5,9 1,485,634
KEITH COMPANIES INC COM 48753910 150 10,330 SH DEFINED 1 10,330
KEITHLEY INSTRS INC COM 48758410 4,788 216,159 SH DEFINED 1,2 216,159
KELLOGG CO COM 48783610 445,618 10,647,992 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,647,992
KELLWOOD CO COM 48804410 26,181 601,179 SH DEFINED 1,2,5 601,179
KELLY SVCS INC CL A 48815220 12,529 420,439 SH DEFINED 1,2,5,6,9 420,439
KEMET CORP COM 48836010 20,258 1,657,771 SH DEFINED 1,2,5,9 1,657,771
KENNAMETAL INC COM 48917010 30,802 672,522 SH DEFINED 1,2,5,9 672,522
KENSEY NASH CORP COM 49005710 7,541 218,587 SH DEFINED 1,2 218,587
KENT FINL SVCS INC COM NEW 49056020 69 30,000 SH DEFINED 1 30,000
KERR MCGEE CORP COM 49238610 402,919 7,493,378 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,493,378
KERYX BIOPHARMACEUTI COM 49251510 2,963 234,075 SH DEFINED 1,2 234,075
KEY ENERGY SVCS INC COM 49291410 20,352 2,155,983 SH DEFINED 1,2,5 2,155,983
KEY TRONICS CORP COM 49314410 176 47,600 SH DEFINED 1 47,600
KEYCORP NEW COM 49326710 375,251 12,554,414 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,554,414
KEYNOTE SYS INC COM 49330810 3,688 268,199 SH DEFINED 1,2 268,199
KEYSPAN CORP COM 49337W10 184,846 5,036,667 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,036,667
Page Total 10,600,246
36 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
KEYSTONE AUTOMOTIVE COM 49338N10 5,488 196,776 SH DEFINED 1,2 196,776
KEYSTONE PPTY TR COR COM 49359610 14,477 602,440 SH DEFINED 1,2,3,5 602,440
KFORCE INC COM 49373210 2,903 307,555 SH DEFINED 1,2,5 307,555
KFX INC COM 48245L10 3,973 521,425 SH DEFINED 1,2 521,425
KILROY RLTY CORP COM 49427F10 27,980 820,516 SH DEFINED 1,2,3,5 820,516
KIMBALL INTL INC CL B 49427410 7,620 516,580 SH DEFINED 1,2,5 516,580
KIMBERLY CLARK CORP COM 49436810 996,348 15,123,678 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 15,123,678
KIMCO REALTY CORP COM 49446R10 94,059 2,067,221 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 2,067,221
KINDER MORGAN ENERGY UT LTD PAR 49455010 1,228 30,186 SH DEFINED 1,2,5 30,186
KINDER MORGAN INC KA COM 49455P10 227,000 3,828,631 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,828,631
KINDER MORGAN MANAGE SHS 49455U10 1,843 50,122 SH DEFINED 1,5 50,122
KINDRED HEALTHCARE I COM 49458010 11,311 429,260 SH DEFINED 1,2,5 429,260
KINETIC CONCEPTS INC COM NEW 49460W20 11,198 224,411 SH DEFINED 1,2 224,411
KING PHARMACEUTICALS COM 49558210 71,412 6,236,876 SH DEFINED 1,2,5,6,9,10 6,236,876
KINROSS GOLD CORP COM NEW 49690220 197 35,496 SH DEFINED 1,5 35,496
KINTERA INC COM 49720P50 493 47,265 SH DEFINED 1,2 47,265
KIRBY CORP COM 49726610 14,587 374,993 SH DEFINED 1,2,5 374,993
KIRKLANDS INC COM 49749810 1,833 153,645 SH DEFINED 1,2 153,645
KLA-TENCOR CORP COM 48248010 266,011 5,387,024 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,387,024
KMART HLDG CORPORATI COM 49878010 30,575 425,829 SH DEFINED 1,2,5 425,829
KNBT BANCORP INC COM 48292110 7,482 448,040 SH DEFINED 1,2 448,040
KNIGHT RIDDER INC COM 49904010 161,724 2,246,161 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,246,161
KNIGHT TRADING GROUP COM 49906310 18,003 1,796,680 SH DEFINED 1,2,5 1,796,680
KNIGHT TRANSN INC COM 49906410 13,117 456,572 SH DEFINED 1,2,5 456,572
KNOLOGY INC COM 49918380 138 27,700 SH DEFINED 1 27,700
KOHLS CORP COM 50025510 374,471 8,856,929 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,856,929
KOMAG INC COM NEW 50045320 9,576 685,481 SH DEFINED 1,2,5 685,481
KONINKLIJKE AHOLD N SPON ADR N 50046730 256 32,284 SH DEFINED 1 32,284
KONINKLIJKE PHILIPS NY REG SH 50047230 2,027 74,506 SH DEFINED 1,2 74,506
KOOKMIN BK NEW SPONSORED 50049M10 10,117 322,414 SH DEFINED 4 322,414
KOPIN CORP COM 50060010 6,251 1,223,211 SH DEFINED 1,2,5 1,223,211
KOREA ELECTRIC PWR SPONSORED 50063110 534 58,312 SH DEFINED 1 58,312
KORN FERRY INTL COM NEW 50064320 12,655 653,323 SH DEFINED 1,2,5,9 653,323
KOS PHARMACEUTICALS COM 50064810 7,678 232,890 SH DEFINED 1,2 232,890
KOSAN BIOSCIENCES IN COM 50064W10 2,710 343,013 SH DEFINED 1,2,5 343,013
KRAFT FOODS INC CL A 50075N10 288,868 9,118,299 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 9,118,299
KRAMONT RLTY TR COM SH BEN 50075Q10 5,796 362,229 SH DEFINED 1,2,5 362,229
KRISPY KREME DOUGHNU COM 50101410 20,867 1,093,105 SH DEFINED 1,2,5,9 1,093,105
KROGER CO COM 50104410 411,628 22,616,914 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,616,914
KROLL INC COM 50104910 23,689 642,325 SH DEFINED 1,2,5 642,325
KRONOS INC COM 50105210 28,274 686,252 SH DEFINED 1,2,5 686,252
KRONOS WORLDWIDE INC COM 50105F10 2,673 78,167 SH DEFINED 1,2 78,167
K-SWISS INC CL A 48268610 9,275 458,951 SH DEFINED 1,2 458,951
KT CORP SPONSORED 48268K10 6,804 377,152 SH DEFINED 1,2,5 377,152
KULICKE & SOFFA INDS COM 50124210 10,228 933,189 SH DEFINED 1,2,5 933,189
KVH INDS INC COM 48273810 2,695 210,068 SH DEFINED 1,2 210,068
KYOCERA CORP ADR 50155620 570 6,647 SH DEFINED 1 6,647
KYPHON INC COM 50157710 9,728 345,221 SH DEFINED 1,2,5 345,221
L-3 COMMUNICATIONS H COM 50242410 116,905 1,750,073 SH DEFINED 1,2,5,9 1,750,073
LA BARGE INC COM 50247010 208 27,500 SH DEFINED 1 27,500
LA JOLLA PHARMACEUTI COM 50345910 121 49,889 SH DEFINED 1,5 49,889
LA QUINTA CORP PAIRED CTF 50419U20 26,044 3,100,508 SH DEFINED 1,2,5 3,100,508
LA Z BOY INC COM 50533610 15,329 852,572 SH DEFINED 1,2,5 852,572
LABONE INC NEW COM 50540L10 10,899 342,960 SH DEFINED 1,2,5 342,960
LABOR READY INC COM NEW 50540120 12,013 775,013 SH DEFINED 1,2,5 775,013
LABORATORY CORP AMER COM NEW 50540R40 76,864 1,936,119 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,936,119
Page Total 3,496,752
37 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
LABRANCHE & CO INC COM 50544710 15,132 1,797,159 SH DEFINED 1,2,5,9 1,797,159
LACLEDE GROUP INC COM 50559710 8,956 326,745 SH DEFINED 1,2,5 326,745
LACROSSE FOOTWEAR IN COM 50568810 115 14,400 SH DEFINED 1 14,400
LAFARGE COPPEE S A SPON ADR N 50586140 372 16,501 SH DEFINED 1 16,501
LAFARGE NORTH AMERIC COM 50586210 27,113 626,156 SH DEFINED 1,2,5,13 626,156
LAIDLAW INTL INC COM 50730R10 19,845 1,531,236 SH DEFINED 1,2 1,531,236
LAKELAND BANCORP INC COM 51163710 2,832 176,122 SH DEFINED 1,2 176,122
LAKELAND FINL CORP COM 51165610 2,696 80,472 SH DEFINED 1,2 80,472
LAKELAND INDS INC COM 51179510 207 8,624 SH DEFINED 1 8,624
LAKES ENTMNT INC COM 51206P10 2,766 239,070 SH DEFINED 1,2 239,070
LAM RESEARCH CORP COM 51280710 49,174 1,834,868 SH DEFINED 1,2,5,9 1,834,868
LAMAR ADVERTISING CO CL A 51281510 38,059 877,952 SH DEFINED 1,2,5 877,952
LAMSON & SESSIONS CO COM 51369610 151 18,800 SH DEFINED 1 18,800
LAN CHILE S A SPONSORED 50172310 217 11,233 SH DEFINED 1,7 11,233
LANCASTER COLONY COR COM 51384710 27,078 650,299 SH DEFINED 1,2,5,9 650,299
LANCE INC COM 51460610 7,139 463,541 SH DEFINED 1,2 463,541
LANCER CORP COM 51461410 88 14,078 SH DEFINED 1 14,078
LANDAMERICA FINL GRO COM 51493610 19,148 491,859 SH DEFINED 1,2,5 491,859
LANDAUER INC COM 51476K10 7,807 174,820 SH DEFINED 1,2 174,820
LANDEC CORP COM 51476610 178 25,961 SH DEFINED 1 25,961
LANDRYS RESTAURANTS COM 51508L10 10,573 353,721 SH DEFINED 1,2 353,721
LANDSTAR SYS INC COM 51509810 34,622 654,860 SH DEFINED 1,2,5 654,860
LANNET INC COM 51601210 1,023 68,085 SH DEFINED 1,2 68,085
LANTRONIX INC COM 51654810 42 33,609 SH DEFINED 1 33,609
LARGE SCALE BIOLOGY COM 51705310 14 10,239 SH DEFINED 1 10,239
LASALLE HOTEL PPTYS COM SH BEN 51794210 20,103 823,882 SH DEFINED 1,2,3,5 823,882
LASERSCOPE COM 51808110 7,084 257,143 SH DEFINED 1,2 257,143
LATTICE SEMICONDUCTO COM 51841510 15,807 2,254,964 SH DEFINED 1,2,5,9 2,254,964
LAUDER ESTEE COS INC CL A 51843910 105,068 2,153,916 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,153,916
LAUREATE EDUCATION I COM 51861310 18,974 496,184 SH DEFINED 1,2,5,9 496,184
LAWSON PRODS INC COM 52077610 5,568 145,941 SH DEFINED 1,2 145,941
LAWSON SOFTWARE INC COM 52078010 11,371 1,606,065 SH DEFINED 1,2 1,606,065
LAYNE CHRISTENSEN CO COM 52105010 1,829 110,518 SH DEFINED 1,2 110,518
LAZARE KAPLAN INTL I COM 52107810 124 14,711 SH DEFINED 1 14,711
LCA-VISION INC COM PAR $. 50180330 4,151 142,497 SH DEFINED 1,2 142,497
LCC INTERNATIONAL IN CL A 50181010 76 15,575 SH DEFINED 1 15,575
LEAPFROG ENTERPRISES CL A 52186N10 11,458 576,078 SH DEFINED 1,2,5 576,078
LEAR CORP COM 52186510 92,234 1,563,550 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,563,550
LEARNING TREE INTL I COM 52201510 2,528 174,211 SH DEFINED 1,2 174,211
LECG CORP COM 52323410 2,567 148,283 SH DEFINED 1,2 148,283
LECROY CORP COM 52324W10 1,096 60,855 SH DEFINED 1,2 60,855
LEE ENTERPRISES INC COM 52376810 30,874 643,077 SH DEFINED 1,2,5,6,9 643,077
LEGG MASON INC COM 52490110 116,391 1,278,880 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,278,880
LEGGETT & PLATT INC COM 52466010 148,188 5,548,035 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,548,035
LEHMAN BROS HLDGS IN COM 52490810 3,862,413 51,327,743 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 51,327,743
LENNAR CORP CL A 52605710 99,133 2,216,749 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,216,749
LENNOX INTL INC COM 52610710 14,348 792,718 SH DEFINED 1,2,5 792,718
LESCO INC OHIO COM 52687210 140 10,390 SH DEFINED 1 10,390
LEUCADIA NATL CORP COM 52728810 37,594 756,422 SH DEFINED 1,2,5,7,9 756,422
LEVEL 3 COMMUNICATIO COM 52729N10 30,581 8,712,424 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 8,712,424
LEVITT CORP CL A 52742P10 6,108 237,122 SH DEFINED 1,2,5 237,122
LEXAR MEDIA INC COM 52886P10 6,992 1,046,717 SH DEFINED 1,2,5 1,046,717
LEXICON GENETICS INC COM 52887210 7,137 910,326 SH DEFINED 1,2,5 910,326
LEXINGTON CORP PPTYS COM 52904310 14,160 711,219 SH DEFINED 1,2,5 711,219
LEXMARK INTL NEW CL A 52977110 423,299 4,385,150 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,385,150
LIBBEY INC COM 52989810 5,963 214,799 SH DEFINED 1,2 214,799
Page Total 5,378,707
38 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
LIBERTY CORP S C COM 53037010 12,841 273,514 SH DEFINED 1,2,5 273,514
LIBERTY MEDIA CORP N COM SER A 53071810 314,119 34,940,884 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 34,940,884
LIBERTY MEDIA INTL I COM SER A 53071910 64,261 1,732,102 SH DEFINED 1,2,5,7,8,9,10,12,13, 1,732,102
LIBERTY PPTY TR SH BEN INT 53117210 72,775 1,809,861 SH DEFINED 1,2,3,5,7,8,9,10,12,1 1,809,861
LIFECELL CORP COM 53192710 4,182 372,381 SH DEFINED 1,2 372,381
LIFECORE BIOMEDICAL COM 53218710 66 10,705 SH DEFINED 1 10,705
LIFELINE SYS INC COM 53219210 8,973 379,262 SH DEFINED 1,2 379,262
LIFEPOINT HOSPITALS COM 53219L10 26,781 719,528 SH DEFINED 1,2,5,9 719,528
LIFEPOINT INC COM 53215R10 11 27,200 SH DEFINED 1 27,200
LIFETIME HOAN CORP COM 53192610 1,921 84,300 SH DEFINED 1,2 84,300
LIGAND PHARMACEUTICA CL B 53220K20 19,043 1,095,692 SH DEFINED 1,2,5 1,095,692
LIGHTBRIDGE INC COM 53222610 274 48,930 SH DEFINED 1,2 48,930
LILLY ELI & CO COM 53245710 2,222,321 31,788,314 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 31,788,314
LIMITED BRANDS INC COM 53271610 242,050 12,943,839 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,943,839
LIN TV CORP CL A 53277410 8,924 420,961 SH DEFINED 1,2 420,961
LINCARE HLDGS INC COM 53279110 59,342 1,805,904 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,805,904
LINCOLN ELEC HLDGS I COM 53390010 18,012 528,365 SH DEFINED 1,2,5 528,365
LINCOLN NATL CORP IN COM 53418710 242,752 5,137,603 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,137,603
LINDSAY MFG CO COM 53555510 4,723 196,612 SH DEFINED 1,2,5 196,612
LINEAR TECHNOLOGY CO COM 53567810 358,555 9,084,247 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,084,247
LINENS N THINGS INC COM 53567910 21,008 716,768 SH DEFINED 1,2,5 716,768
LIONBRIDGE TECHNOLOG COM 53625210 4,368 571,044 SH DEFINED 1,2 571,044
LIPID SCIENCES INC A COM 53630P10 78 17,800 SH DEFINED 1 17,800
LIQUIDMETAL TECHNOLO COM 53634X10 87 61,000 SH DEFINED 1 61,000
LITHIA MTRS INC CL A 53679710 10,028 404,698 SH DEFINED 1,2,5 404,698
LITTELFUSE INC COM 53700810 15,729 370,880 SH DEFINED 1,2 370,880
LIVEPERSON INC COM 53814610 105 35,045 SH DEFINED 1 35,045
LIZ CLAIBORNE INC COM 53932010 115,880 3,220,670 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,220,670
LKQ CORP COM 50188920 3,514 188,934 SH DEFINED 1,2 188,934
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,084 65,381 SH DEFINED 1 65,381
LMI AEROSPACE INC COM 50207910 19 14,400 SH DEFINED 1 14,400
LNR PPTY CORP COM 50194010 15,818 291,577 SH DEFINED 1,2,5 291,577
LOCKHEED MARTIN CORP COM 53983010 4,402,403 84,531,545 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 84,531,545
LODGENET ENTMT CORP COM 54021110 2,969 179,936 SH DEFINED 1,2 179,936
LOEWS CORP COM 54042410 298,344 4,975,711 SH DEFINED 1,2,5,6,7,9,10,13 4,975,711
LOEWS CORP CAROLNA GP 54042420 9,917 403,944 SH DEFINED 1,2,5 403,944
LOGIC DEVICES INC COM 54140210 53 34,500 SH DEFINED 1 34,500
LOGICVISION INC COM 54140W10 35 12,400 SH DEFINED 1 12,400
LO-JACK CORP COM 53945110 145 16,442 SH DEFINED 1 16,442
LONE STAR STEAKHOUSE COM 54230710 15,507 570,308 SH DEFINED 1,2 570,308
LONE STAR TECHNOLOGI COM 54231210 12,071 437,987 SH DEFINED 1,2 437,987
LONGS DRUG STORES CO COM 54316210 11,791 493,960 SH DEFINED 1,2,5,6 493,960
LONGVIEW FIBRE CO COM 54321310 15,010 1,019,029 SH DEFINED 1,2,5,9 1,019,029
LOOKSMART LTD COM 54344210 2,803 1,291,661 SH DEFINED 1,2 1,291,661
LORUS THERAPEUTICS I COM 54419110 11 17,700 SH DEFINED 1 17,700
LOUDEYE CORP COM 54575410 36 22,700 SH DEFINED 1 22,700
LOUISIANA PAC CORP COM 54634710 147,217 6,224,813 SH DEFINED 1,2,5,6,9,10,12,14 6,224,813
LOWES COS INC COM 54866110 3,323,567 63,245,813 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 63,245,813
LSB INDS INC COM 50216010 142 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 3,280 285,249 SH DEFINED 1,2 285,249
LSI LOGIC CORP COM 50216110 86,077 11,296,253 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,296,253
LTC PPTYS INC COM 50217510 6,506 391,929 SH DEFINED 1,2,5 391,929
LTX CORP COM 50239210 12,672 1,172,240 SH DEFINED 1,2,5,9 1,172,240
LUBRIZOL CORP COM 54927110 97,568 2,664,343 SH DEFINED 1,2,5,9 2,664,343
LUBYS INC COM 54928210 214 30,921 SH DEFINED 1,2 30,921
LUCENT TECHNOLOGIES COM 54946310 470,079 124,359,521 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 124,359,521
Page Total 12,789,060
39 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
LUFKIN INDS INC COM 54976410 3,048 95,321 SH DEFINED 1,2 95,321
LUMINENT MTG CAP INC COM 55027830 6,228 519,014 SH DEFINED 1,2 519,014
LUMINEX CORP DEL COM 55027E10 4,083 405,876 SH DEFINED 1,2,5 405,876
LYDALL INC DEL COM 55081910 146 14,986 SH DEFINED 1 14,986
LYNCH INTERACTIVE CO COM 55114610 208 6,100 SH DEFINED 1,2 6,100
LYON WILLIAM HOMES COM 55207410 6,863 74,473 SH DEFINED 1,2 74,473
LYONDELL CHEMICAL CO COM 55207810 34,385 1,977,275 SH DEFINED 1,2,5,9 1,977,275
M & F WORLDWIDE CORP COM 55254110 1,951 142,444 SH DEFINED 1,2 142,444
M & T BK CORP COM 55261F10 248,691 2,848,699 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,848,699
M D C HLDGS INC COM 55267610 13,981 219,790 SH DEFINED 1,2,5 219,790
M/I HOMES INC COM 55305B10 7,898 194,520 SH DEFINED 1,2 194,520
MACATAWA BK CORP COM 55422510 3,420 124,411 SH DEFINED 1,2 124,411
MACDERMID INC COM 55427310 16,235 479,613 SH DEFINED 1,2,5 479,613
MACERICH CO COM 55438210 43,742 913,769 SH DEFINED 1,2,3,5 913,769
MAC-GRAY CORP COM 55415310 69 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 48,601 1,174,513 SH DEFINED 1,2,3,5,9 1,174,513
MACROCHEM CORP DEL COM 55590310 15 10,400 SH DEFINED 1 10,400
MACROMEDIA INC COM 55610010 22,913 933,311 SH DEFINED 1,2,5,9 933,311
MACRONIX INTL LTD SPONSORED 55610310 52 16,729 SH DEFINED 1 16,729
MACROVISION CORP COM 55590410 23,189 926,451 SH DEFINED 1,2,5,9 926,451
MADDEN STEVEN LTD COM 55626910 5,214 261,115 SH DEFINED 1,2,5 261,115
MAF BANCORP INC COM 55261R10 18,586 435,474 SH DEFINED 1,2,5 435,474
MAGELLAN HEALTH SVCS COM NEW 55907920 13,394 400,433 SH DEFINED 1,2 400,433
MAGELLAN MIDSTREAM P COM UNIT R 55908010 1,044 20,530 SH DEFINED 1,2,5 20,530
MAGMA DESIGN AUTOMAT COM 55918110 8,079 420,102 SH DEFINED 1,2 420,102
MAGNA ENTMT CORP CL A 55921110 3,562 603,746 SH DEFINED 1,2 603,746
MAGNA INTL INC CL A 55922240 2,044 23,994 SH DEFINED 1 23,994
MAGNETEK INC COM 55942410 2,319 278,055 SH DEFINED 1,2 278,055
MAGNUM HUNTER RES IN COM PAR $0 55972F20 10,756 1,036,240 SH DEFINED 1,2,5 1,036,240
MAGUIRE PPTYS INC COM 55977510 19,116 771,755 SH DEFINED 1,2,3,5 771,755
MAGYAR TAVKOZLESI RT SPONSORED 55977610 200 9,853 SH DEFINED 1 9,853
MAIN STR BKS INC NEW COM 56034R10 5,870 208,891 SH DEFINED 1,2,5 208,891
MAINSOURCE FINANCIAL COM 56062Y10 3,336 164,335 SH DEFINED 1,2 164,335
MAIR HOLDINGS INC COM 56063510 227 27,861 SH DEFINED 1 27,861
MANAGEMENT NETWORK G COM 56169310 3,856 1,548,695 SH DEFINED 1 1,548,695
MANDALAY RESORT GROU COM 56256710 62,955 917,172 SH DEFINED 1,2,5,7,9 917,172
MANHATTAN ASSOCS INC COM 56275010 16,919 547,895 SH DEFINED 1,2,5 547,895
MANITOWOC INC COM 56357110 26,744 790,080 SH DEFINED 1,2,5 790,080
MANNATECH INC COM 56377110 1,089 113,416 SH DEFINED 1,2 113,416
MANNING GREG AUCTION COM 56382310 1,204 78,712 SH DEFINED 1,2 78,712
MANOR CARE INC NEW COM 56405510 83,767 2,563,251 SH DEFINED 1,2,5,6,9,10 2,563,251
MANPOWER INC COM 56418H10 109,150 2,149,896 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,149,896
MANTECH INTL CORP CL A 56456310 4,258 226,837 SH DEFINED 1,2 226,837
MANUFACTURED HOME CM COM 56468210 13,947 420,203 SH DEFINED 1,2,3,5 420,203
MANUGISTICS GROUP IN COM 56501110 3,668 1,111,423 SH DEFINED 1,2,5 1,111,423
MANULIFE FINL CORP COM 56501R10 12,805 316,165 SH DEFINED 1,5,7,13 316,165
MAPICS INC COM 56491010 3,570 338,058 SH DEFINED 1,2 338,058
MAPINFO CORP COM 56510510 2,886 272,286 SH DEFINED 1,2,5 272,286
MARATHON OIL CORP COM 56584910 485,303 12,825,137 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,825,137
MARCHEX INC CL B 56624R10 299 26,720 SH DEFINED 1,2 26,720
MARCUS CORP COM 56633010 8,324 482,566 SH DEFINED 1,2 482,566
MARIMBA INC COM 56781Q10 2,303 283,237 SH DEFINED 1 283,237
MARINE PRODS CORP COM 56842710 2,914 157,109 SH DEFINED 1,2 157,109
MARINEMAX INC COM 56790810 4,194 146,236 SH DEFINED 1,2 146,236
MARISA CHRISTINA INC COM 57026810 27 21,200 SH DEFINED 1 21,200
MARKEL CORP COM 57053510 22,983 82,821 SH DEFINED 1,2,5 82,821
Page Total 1,452,631
40 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MARKETWATCH COM INC COM 57061910 1,320 112,844 SH DEFINED 1,2 112,844
MARLIN BUSINESS SVCS COM 57115710 375 24,972 SH DEFINED 1,2 24,972
MARRIOTT INTL INC NE CL A 57190320 351,199 7,040,886 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,040,886
MARSH & MCLENNAN COS COM 57174810 1,867,279 41,147,616 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 41,147,616
MARSHALL & ILSLEY CO COM 57183410 233,878 5,983,065 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,983,065
MARSHALL EDWARDS INC COM 57232230 337 45,331 SH DEFINED 1,2 45,331
MARTEK BIOSCIENCES C COM 57290110 14,839 264,179 SH DEFINED 1,2,5 264,179
MARTEN TRANS LTD COM 57307510 2,123 113,834 SH DEFINED 1,2 113,834
MARTHA STEWART LIVIN CL A 57308310 1,595 177,246 SH DEFINED 1,2 177,246
MARTIN MARIETTA MATL COM 57328410 55,851 1,259,884 SH DEFINED 1,2,5,9 1,259,884
MARVEL ENTERPRISES I COM 57383M10 14,914 764,022 SH DEFINED 1,2,5 764,022
MARVELL TECHNOLOGY G ORD G5876H10 18,697 700,244 SH DEFINED 1,5,7,8,9,10,12,
13,14 700,244
MASCO CORP COM 57459910 409,969 13,148,447 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,148,447
MASSEY ENERGY CORP COM 57620610 23,257 824,425 SH DEFINED 1,2,5 824,425
MASTEC INC COM 57632310 1,755 323,202 SH DEFINED 1,2,5 323,202
MATERIAL SCIENCES CO COM 57667410 676 63,458 SH DEFINED 1,2 63,458
MATRIA HEALTHCARE IN COM NEW 57681720 3,800 151,576 SH DEFINED 1,2,5 151,576
MATRITECH INC COM 57681810 87 66,800 SH DEFINED 1,5 66,800
MATRIX SVC CO COM 57685310 2,588 282,860 SH DEFINED 1,2 282,860
MATRIXONE INC COM 57685P30 5,035 728,605 SH DEFINED 1,2,5 728,605
MATRIXX INITIATIVES COM 57685L10 112 11,024 SH DEFINED 1 11,024
MATSUSHITA ELEC INDL ADR 57687920 1,245 86,716 SH DEFINED 1 86,716
MATTEL INC COM 57708110 222,703 12,202,921 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,202,921
MATTHEWS INTL CORP CL A 57712810 16,882 512,510 SH DEFINED 1,2,5 512,510
MATTSON TECHNOLOGY I COM 57722310 6,375 530,362 SH DEFINED 1,2 530,362
MAUI LD & PINEAPPLE COM 57734510 1,425 41,901 SH DEFINED 1,2 41,901
MAVERICK TUBE CORP COM 57791410 18,618 708,996 SH DEFINED 1,2,5 708,996
MAXIM INTEGRATED PRO COM 57772K10 485,165 9,255,339 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,255,339
MAXIM PHARMACEUTICAL COM 57772M10 3,321 344,159 SH DEFINED 1,2,5 344,159
MAXIMUS INC COM 57793310 10,532 297,020 SH DEFINED 1,2,5 297,020
MAXTOR CORP COM NEW 57772920 15,070 2,272,991 SH DEFINED 1,2,5 2,272,991
MAXWELL SHOE INC CL A 57776610 6,479 278,766 SH DEFINED 1,2,5 278,766
MAXWELL TECHNOLOGIES COM 57776710 1,750 135,665 SH DEFINED 1,2 135,665
MAXYGEN INC COM 57777610 4,348 411,364 SH DEFINED 1,2 411,364
MAY DEPT STORES CO COM 57777810 254,086 9,242,859 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,242,859
MAYTAG CORP COM 57859210 54,486 2,223,025 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,223,025
MB FINANCIAL INC NEW COM 55264U10 12,813 348,094 SH DEFINED 1,2 348,094
MBIA INC COM 55262C10 245,105 4,291,048 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,291,048
MBNA CORP COM 55262L10 988,336 38,322,461 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 38,322,461
MBT FINL CORP COM 57887710 4,032 221,044 SH DEFINED 1,2 221,044
MCCLATCHY CO CL A 57948910 14,383 205,027 SH DEFINED 1,2,5 205,027
MCCORMICK & CO INC COM NON VT 57978020 129,201 3,800,036 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,800,036
MCDATA CORP CL B 58003110 67 13,038 SH DEFINED 1,2 13,038
MCDATA CORP CL A 58003120 11,580 2,152,369 SH DEFINED 1,2,5,9 2,152,369
MCDERMOTT INTL INC COM 58003710 1,037 102,024 SH DEFINED 1,2,5 102,024
MCDONALDS CORP COM 58013510 1,168,441 44,940,028 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 44,940,028
MCG CAPITAL CORP COM 58047P10 7,027 456,908 SH DEFINED 1,2 456,908
MCGRATH RENTCORP COM 58058910 5,201 140,748 SH DEFINED 1,2 140,748
MCGRAW HILL COS INC COM 58064510 448,912 5,862,770 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,862,770
MCKESSON CORP COM 58155Q10 277,547 8,084,669 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,084,669
MCLEODUSA INC CL A 58226670 80 167,196 SH DEFINED 1,5 167,196
MCMORAN EXPLORATION COM 58241110 3,373 216,517 SH DEFINED 1,2 216,517
MDU RES GROUP INC COM 55269010 35,214 1,465,424 SH DEFINED 1,2,5,9 1,465,424
MEADE INSTRUMENTS CO COM 58306210 42 13,281 SH DEFINED 1 13,281
MEADOWBROOK INS GROU COM 58319P10 85 15,953 SH DEFINED 1 15,953
MEADWESTVACO CORP COM 58333410 179,118 6,094,515 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,094,515
Page Total 7,643,764
41 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MEASUREMENT SPECIALT COM 58342110 2,961 137,092 SH DEFINED 1,2 137,092
MECHANICAL TECHNOLOG COM 58353810 183 30,618 SH DEFINED 1 30,618
MEDALLION FINL CORP COM 58392810 158 19,850 SH DEFINED 1,2 19,850
MEDAREX INC COM 58391610 9,046 1,240,860 SH DEFINED 1,2,5 1,240,860
MEDCATH CORP COM 58404W10 1,248 62,425 SH DEFINED 1,2 62,425
MEDCO HEALTH SOLUTIO COM 58405U10 316,522 8,440,582 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,440,582
MEDIA GEN INC CL A 58440410 21,515 335,028 SH DEFINED 1,2,5,6,9 335,028
MEDIACOM COMMUNICATI CL A 58446K10 6,929 886,015 SH DEFINED 1,2,5 886,015
MEDIALINK WORLDWIDE COM 58445P10 40 11,152 SH DEFINED 1 11,152
MEDICAL ACTION INDS COM 58449L10 2,064 112,190 SH DEFINED 1,2 112,190
MEDICAL STAFFING NET COM 58463F10 1,393 216,287 SH DEFINED 1,2 216,287
MEDICINES CO COM 58468810 21,857 716,383 SH DEFINED 1,2,5 716,383
MEDICIS PHARMACEUTIC CL A NEW 58469030 29,541 739,449 SH DEFINED 1,2,5 739,449
MEDICORE INC COM 58493110 79 25,300 SH DEFINED 1 25,300
MEDIMMUNE INC COM 58469910 167,482 7,160,416 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,160,416
MEDIS TECHNOLOGIES L COM 58500P10 3,084 190,120 SH DEFINED 1,2 190,120
MEDQUIST INC COM 58494910 5,228 456,626 SH DEFINED 1,2 456,626
MEDSOURCE TECHNOLOGI COM 58505Y10 1,521 214,219 SH DEFINED 1,2 214,219
MEDTRONIC INC COM 58505510 1,803,603 37,019,766 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 37,019,766
MELLON FINL CORP COM 58551A10 355,753 12,129,331 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,129,331
MEMBERWORKS INC COM 58600210 5,416 182,838 SH DEFINED 1,2 182,838
MEMC ELECTR MATLS IN COM 55271510 12,687 1,284,123 SH DEFINED 1,2 1,284,123
MENS WEARHOUSE INC COM 58711810 14,304 542,039 SH DEFINED 1,2,5 542,039
MENTOR CORP MINN COM 58718810 25,650 748,019 SH DEFINED 1,2,5 748,019
MENTOR GRAPHICS CORP COM 58720010 20,494 1,324,754 SH DEFINED 1,2,5,8,9,13 1,324,754
MERCANTILE BANK CORP COM 58737610 3,672 100,744 SH DEFINED 1,2,5 100,744
MERCANTILE BANKSHARE COM 58740510 65,468 1,398,300 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,398,300
MERCK & CO INC COM 58933110 3,591,053 75,601,111 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 75,601,111
MERCURY COMPUTER SYS COM 58937810 11,285 455,036 SH DEFINED 1,2,5 455,036
MERCURY GENL CORP NE COM 58940010 36,440 733,933 SH DEFINED 1,2,5 733,933
MERCURY INTERACTIVE COM 58940510 130,165 2,612,175 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,612,175
MEREDITH CORP COM 58943310 68,681 1,249,657 SH DEFINED 1,2,5,6,9,10 1,249,657
MERGE TECHNOLOGIES I COM 58998110 1,839 125,668 SH DEFINED 1,2 125,668
MERIDIAN BIOSCIENCE COM 58958410 2,227 201,037 SH DEFINED 1 201,037
MERIDIAN GOLD INC COM 58997510 1,829 140,996 SH DEFINED 1,2 140,996
MERIDIAN RESOURCE CO COM 58977Q10 5,512 794,252 SH DEFINED 1,2,5 794,252
MERISTAR HOSPITALITY COM 58984Y10 11,967 1,749,615 SH DEFINED 1,2,3,5 1,749,615
MERIT MED SYS INC COM 58988910 8,170 512,839 SH DEFINED 1,2 512,839
MERITAGE CORP COM 59001A10 10,842 157,586 SH DEFINED 1,2,5 157,586
MERIX CORP COM 59004910 2,569 226,553 SH DEFINED 1,2 226,553
MERRILL LYNCH & CO I COM 59018810 5,140,646 95,232,416 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 95,232,416
MESA AIR GROUP INC COM 59047910 3,972 491,006 SH DEFINED 1,2 491,006
MESTEK INC COM 59082910 505 30,396 SH DEFINED 1,2 30,396
METAL MGMT INC COM NEW 59109720 4,466 225,460 SH DEFINED 1,2 225,460
METALS USA INC COM NEW 59132420 4,919 275,084 SH DEFINED 1,2 275,084
METASOLV INC COM 59139P10 101 35,579 SH DEFINED 1 35,579
METHANEX CORP COM 59151K10 176 13,280 SH DEFINED 1,9 13,280
METHODE ELECTRS INC COM 59152020 9,520 734,010 SH DEFINED 1,2 734,010
METLIFE INC COM 59156R10 756,740 21,108,496 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,108,496
METRIS COS INC COM 59159810 5,671 652,599 SH DEFINED 1,2,5 652,599
METRO GOLDWYN MAYER COM 59161010 10,164 840,011 SH DEFINED 1,2,5 840,011
METRO ONE TELECOMMUN COM 59163F10 75 50,935 SH DEFINED 1,5 50,935
METROCALL HLDGS INC COM 59164X10 5,010 74,780 SH DEFINED 1,2 74,780
METROLOGIC INSTRS IN COM 59167610 3,062 153,545 SH DEFINED 1,2 153,545
METTLER TOLEDO INTER COM 59268810 23,872 485,795 SH DEFINED 1,2,5 485,795
MFA MTG INVTS INC COM 55272X10 10,306 1,157,965 SH DEFINED 1,2 1,157,965
Page Total 12,759,680
42 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MGE ENERGY INC COM 55277P10 9,883 302,880 SH DEFINED 1,2 302,880
MGI PHARMA INC COM 55288010 21,437 793,672 SH DEFINED 1,2,5 793,672
MGIC INVT CORP WIS COM 55284810 260,832 3,438,335 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,438,335
MGM MIRAGE COM 55295310 34,422 733,322 SH DEFINED 1,2,5 733,322
MGP INGREDIENTS INC COM 55302G10 1,671 43,192 SH DEFINED 1,2 43,192
MICHAELS STORES INC COM 59408710 83,316 1,514,840 SH DEFINED 1,2,5,9 1,514,840
MICREL INC COM 59479310 16,369 1,347,247 SH DEFINED 1,2,5,9 1,347,247
MICRO THERAPEUTICS I COM 59500W10 609 145,066 SH DEFINED 1,2 145,066
MICROCHIP TECHNOLOGY COM 59501710 123,660 3,920,741 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,920,741
MICROMUSE INC COM 59509410 7,549 1,128,330 SH DEFINED 1,2,5 1,128,330
MICRON TECHNOLOGY IN COM 59511210 256,414 16,748,157 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 16,748,157
MICROS SYS INC COM 59490110 15,630 325,831 SH DEFINED 1,2 325,831
MICROSEMI CORP COM 59513710 15,885 1,117,850 SH DEFINED 1,2,5 1,117,850
MICROSOFT CORP COM 59491810 9,248,452 323,825,362 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 323,825,362
MICROSTRATEGY INC CL A NEW 59497240 13,535 316,970 SH DEFINED 1,2,5 316,970
MICROTEK MEDICAL HLD COM 59515B10 2,875 561,508 SH DEFINED 1,2,5 561,508
MICROTUNE INC DEL COM 59514P10 71 15,248 SH DEFINED 1,2 15,248
MICROVISION INC WASH COM 59496010 2,030 241,610 SH DEFINED 1 241,610
MID-AMER APT CMNTYS COM 59522J10 16,834 444,288 SH DEFINED 1,2,3 444,288
MIDAS GROUP INC COM 59562610 6,940 398,871 SH DEFINED 1,2 398,871
MIDDLEBY CORP COM 59627810 3,256 59,607 SH DEFINED 1,2 59,607
MIDDLESEX WATER CO COM 59668010 3,095 159,432 SH DEFINED 1,2,5 159,432
MIDLAND CO COM 59748610 4,079 137,569 SH DEFINED 1,2 137,569
MID-STATE BANCSHARES COM 59544010 8,854 376,612 SH DEFINED 1,2 376,612
MIDWAY GAMES INC COM 59814810 6,840 593,729 SH DEFINED 1,2 593,729
MIDWEST AIR GROUP IN COM 59791110 54 12,889 SH DEFINED 1 12,889
MIDWEST BANC HOLDING COM 59825110 3,826 171,570 SH DEFINED 1,2 171,570
MILACRON INC COM 59870910 2,628 656,953 SH DEFINED 1,2,5,6 656,953
MILLENNIUM CELL INC COM 60038B10 47 24,978 SH DEFINED 1 24,978
MILLENNIUM CHEMICALS COM 59990310 16,894 975,426 SH DEFINED 1,2 975,426
MILLENNIUM PHARMACEU COM 59990210 69,197 5,014,275 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 5,014,275
MILLER HERMAN INC COM 60054410 31,353 1,083,381 SH DEFINED 1,2,5,6,9 1,083,381
MILLICOM INTL CELLUL SHS NEW L6388F11 276 12,637 SH DEFINED 1,5 12,637
MILLIPORE CORP COM 60107310 72,493 1,286,027 SH DEFINED 1,2,5,6,7,9,10 1,286,027
MILLS CORP COM 60114810 48,167 1,031,421 SH DEFINED 1,2,3,5 1,031,421
MIM CORP COM 55304410 227 26,110 SH DEFINED 1 26,110
MINDSPEED TECHNOLOGI COM 60268210 7,790 1,570,581 SH DEFINED 1,2,5 1,570,581
MINE SAFETY APPLIANC COM 60272010 10,912 323,799 SH DEFINED 1,2 323,799
MINERALS TECHNOLOGIE COM 60315810 65,897 1,136,158 SH DEFINED 1,2,5,9 1,136,158
MIPS TECHNOLOGIES IN COM 60456710 3,027 494,566 SH DEFINED 1,2 494,566
MISSION RESOURCES CO COM 60510910 2,711 475,656 SH DEFINED 1,2 475,656
MISSION WEST PPTYS I COM 60520310 3,475 286,940 SH DEFINED 1,2,5 286,940
MITCHELLS & BUTLERS SPONS ADR 60668M20 114 22,208 SH DEFINED 1 22,208
MITSUBISHI TOKYO FIN SPONSORED 60681610 2,742 292,601 SH DEFINED 1,2 292,601
MITSUI & CO LTD ADR 60682720 297 1,968 SH DEFINED 1 1,968
MKS INSTRUMENT INC COM 55306N10 10,608 464,856 SH DEFINED 1,2,5 464,856
MMO2 PLC ADR 55309W10 519 30,908 SH DEFINED 1 30,908
MOBILE MINI INC COM 60740F10 6,230 219,300 SH DEFINED 1,2,5 219,300
MOBILE TELESYSTEMS O SPONSORED 60740910 13,476 110,457 SH DEFINED 1,2,4,7 110,457
MOBILITY ELECTRONICS COM 60741U10 2,394 283,307 SH DEFINED 1,2 283,307
MOBIUS MGMT SYSTEMS COM 60692510 82 13,540 SH DEFINED 1 13,540
MOCON INC COM 60749410 88 10,400 SH DEFINED 1 10,400
MODEM MEDIA INC CL A 60753310 187 35,700 SH DEFINED 1 35,700
MODINE MFG CO COM 60782810 17,474 548,626 SH DEFINED 1,2,5,6,9 548,626
MODTECH HLDGS INC COM 60783C10 82 10,567 SH DEFINED 1 10,567
MOHAWK INDS INC COM 60819010 67,361 918,605 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 918,605
Page Total 10,625,167
43 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
MOLDFLOW CORP COM 60850710 1,469 135,500 SH DEFINED 1 135,500
MOLECULAR DEVICES CO COM 60851C10 4,852 272,905 SH DEFINED 1,2 272,905
MOLEX INC COM 60855410 144,242 4,496,326 SH DEFINED 1,2,5,6,7,9,10,13 4,496,326
MOLEX INC CL A 60855420 1,587 58,191 SH DEFINED 1,5,7 58,191
MOLINA HEALTHCARE IN COM 60855R10 4,909 128,572 SH DEFINED 1,2 128,572
MONACO COACH CORP COM 60886R10 22,664 804,561 SH DEFINED 1,2 804,561
MONARCH CASINO & RES COM 60902710 1,465 103,900 SH DEFINED 1 103,900
MONDAVI ROBERT CORP CL A 60920010 6,211 167,775 SH DEFINED 1,2 167,775
MONOLITHIC SYS TECHN COM 60984210 2,730 362,587 SH DEFINED 1,2 362,587
MONRO MUFFLER BRAKE COM 61023610 5,426 223,650 SH DEFINED 1,2,5 223,650
MONSANTO CO NEW COM 61166W10 355,050 9,222,068 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,222,068
MONSTER WORLDWIDE IN COM 61174210 71,498 2,779,864 SH DEFINED 1,2,5,6,9,10 2,779,864
MONTEREY PASTA CO COM 61257010 39 10,800 SH DEFINED 1 10,800
MONTPELIER RE HOLDIN SHS G6218510 249 7,134 SH DEFINED 1,5 7,134
MONY GROUP INC COM 61533710 29,179 932,234 SH DEFINED 1,2,5,9 932,234
MOODYS CORP COM 61536910 277,235 4,287,587 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,287,587
MOOG INC CL A 61539420 14,516 391,173 SH DEFINED 1,2 391,173
MORGAN STANLEY COM NEW 61744644 4,839,721 91,713,495 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 91,713,495
MORGAN STANLEY INDIA COM 61745C10 1,941 96,329 SH DEFINED 7 96,329
MOTOROLA INC COM 62007610 1,295,502 70,986,413 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 70,986,413
MOVADO GROUP INC COM 62458010 5,066 293,690 SH DEFINED 1,2 293,690
MOVIE GALLERY INC COM 62458110 15,835 809,970 SH DEFINED 1,2 809,970
MPS GROUP INC COM 55340910 27,177 2,242,341 SH DEFINED 1,2,5,9 2,242,341
MRO SOFTWARE INC COM 55347W10 7,958 584,712 SH DEFINED 1,2,5 584,712
MRV COMMUNICATIONS I COM 55347710 4,743 1,730,883 SH DEFINED 1,2,5 1,730,883
MSC INDL DIRECT INC CL A 55353010 10,375 315,934 SH DEFINED 1,2,5 315,934
MSC SOFTWARE CORP COM 55353110 3,453 385,854 SH DEFINED 1,2,5 385,854
MTC TECHNOLOGIES INC COM 55377A10 2,855 110,520 SH DEFINED 1,2 110,520
MTI TECHNOLOGY CORP COM 55390310 52 28,200 SH DEFINED 1 28,200
MTR GAMING GROUP INC COM 55376910 3,948 360,509 SH DEFINED 1,2,5 360,509
MTS SYS CORP COM 55377710 10,621 452,902 SH DEFINED 1,2 452,902
MUELLER INDS INC COM 62475610 19,328 539,901 SH DEFINED 1,2,5 539,901
MULTIMEDIA GAMES INC COM 62545310 10,624 396,112 SH DEFINED 1,2,5 396,112
MURPHY OIL CORP COM 62671710 87,651 1,189,293 SH DEFINED 1,2,5,9 1,189,293
MYERS INDS INC COM 62846410 4,724 335,029 SH DEFINED 1,2 335,029
MYKROLIS CORP COM 62852P10 10,074 578,287 SH DEFINED 1,2,5 578,287
MYLAN LABS INC COM 62853010 151,223 7,467,806 SH DEFINED 1,2,5,6,7,9,10 7,467,806
MYOGEN INC COM 62856E10 439 56,710 SH DEFINED 1,2 56,710
MYRIAD GENETICS INC COM 62855J10 7,499 502,588 SH DEFINED 1,2,5 502,588
NABI BIOPHARMACEUTIC COM 62951910 13,787 969,551 SH DEFINED 1,2,5 969,551
NABORS INDUSTRIES LT SHS G6359F10 155,854 3,446,571 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,446,571
NACCO INDS INC CL A 62957910 8,363 88,027 SH DEFINED 1,2 88,027
NANOGEN INC COM 63007510 2,492 368,055 SH DEFINED 1,2 368,055
NANOPHASE TCHNOLOGIE COM 63007910 101 13,500 SH DEFINED 1 13,500
NAPCO SEC SYS INC COM 63040210 580 78,000 SH DEFINED 1,2 78,000
NARA BANCORP INC COM 63080P10 5,210 304,150 SH DEFINED 1,2,5 304,150
NASB FINL INC COM 62896810 2,268 53,743 SH DEFINED 1,2 53,743
NASH FINCH CO COM 63115810 4,816 192,394 SH DEFINED 1,2 192,394
NASSDA CORP COM 63172M10 115 27,800 SH DEFINED 1 27,800
NATCO GROUP INC CL A 63227W20 167 21,700 SH DEFINED 1,2 21,700
NATIONAL AUSTRALIA B SPONSORED 63252540 1,086 10,413 SH DEFINED 1 10,413
NATIONAL BEVERAGE CO COM 63501710 1,749 176,178 SH DEFINED 1,2 176,178
NATIONAL BK GREECE S SPONSORED 63364340 339 74,425 SH DEFINED 1 74,425
NATIONAL CITY CORP COM 63540510 742,338 21,203,599 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 21,203,599
NATIONAL COMMERCE FI COM 63545P10 110,452 3,398,514 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,398,514
NATIONAL FINL PARTNE COM 63607P20 17,173 486,896 SH DEFINED 1,2 486,896
Page Total 8,531,020
44 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
NATIONAL FUEL GAS CO COM 63618010 32,616 1,304,649 SH DEFINED 1,2,5,9 1,304,649
NATIONAL GRID TRANSC SPONSORED 63627410 539 13,758 SH DEFINED 1 13,758
NATIONAL HEALTH INVS COM 63633D10 14,239 523,690 SH DEFINED 1,2 523,690
NATIONAL HEALTH REAL COM 63590510 266 15,700 SH DEFINED 1,2,5 15,700
NATIONAL HEALTHCARE COM 63590610 3,085 110,145 SH DEFINED 1,2,5 110,145
NATIONAL INSTRS CORP COM 63651810 27,546 898,722 SH DEFINED 1,2,5,9 898,722
NATIONAL PENN BANCSH COM 63713810 10,832 364,207 SH DEFINED 1,2,5 364,207
NATIONAL PRESTO INDS COM 63721510 3,520 85,379 SH DEFINED 1,2,5 85,379
NATIONAL PROCESSING COM 63722910 4,486 156,037 SH DEFINED 1,2 156,037
NATIONAL SEMICONDUCT COM 63764010 247,688 11,263,664 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,263,664
NATIONAL WESTN LIFE CL A 63852210 6,094 39,690 SH DEFINED 1,2 39,690
NATIONAL-OILWELL INC COM 63707110 35,730 1,134,652 SH DEFINED 1,2,5,9 1,134,652
NATIONWIDE FINL SVCS CL A 63861210 65,802 1,749,591 SH DEFINED 1,2,5,10,12,14 1,749,591
NATIONWIDE HEALTH PP COM 63862010 20,358 1,077,119 SH DEFINED 1,2,5 1,077,119
NATROL INC COM 63878910 30 10,774 SH DEFINED 1 10,774
NATURAL ALTERNATIVES COM NEW 63884230 121 14,200 SH DEFINED 1 14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10 476 12,500 SH DEFINED 1 12,500
NATURES SUNSHINE PRO COM 63902710 2,889 202,906 SH DEFINED 1,2 202,906
NATUS MEDICAL INC DE COM 63905010 70 10,900 SH DEFINED 1 10,900
NAUTILUS GROUP INC COM 63910B10 9,295 476,427 SH DEFINED 1,2,5 476,427
NAVARRE CORP COM 63920810 4,128 286,851 SH DEFINED 1,2 286,851
NAVIGANT CONSULTING COM 63935N10 15,246 711,113 SH DEFINED 1,2 711,113
NAVIGANT INTL INC COM 63935R10 3,625 203,749 SH DEFINED 1,2 203,749
NAVIGATORS GROUP INC COM 63890410 4,893 169,381 SH DEFINED 1,2 169,381
NAVISTAR INTL CORP N COM 63934E10 65,288 1,684,413 SH DEFINED 1,2,5,6,9,10 1,684,413
NBC CAP CORP COM 62872910 3,057 113,276 SH DEFINED 1,2,5 113,276
NBT BANCORP INC COM 62877810 11,561 517,496 SH DEFINED 1,2,5 517,496
NBTY INC COM 62878210 18,615 633,390 SH DEFINED 1,2,5 633,390
NCI BUILDING SYS INC COM 62885210 11,534 354,361 SH DEFINED 1,2 354,361
NCO GROUP INC COM 62885810 11,853 444,114 SH DEFINED 1,2 444,114
NCR CORP NEW COM 62886E10 139,335 2,809,742 SH DEFINED 1,2,5,6,7,9,10 2,809,742
NDCHEALTH CORP COM 63948010 14,491 624,609 SH DEFINED 1,2,5 624,609
NEC CORP ADR 62905020 545 75,970 SH DEFINED 1 75,970
NEIGHBORCARE INC COM 64015Y10 17,530 559,513 SH DEFINED 1,2,5 559,513
NEIMAN MARCUS GROUP CL A 64020420 34,505 620,038 SH DEFINED 1,2,5,9 620,038
NEKTAR THERAPEUTICS COM 64026810 15,834 793,295 SH DEFINED 1,2,5 793,295
NELNET INC CL A 64031N10 2,254 127,010 SH DEFINED 1,2 127,010
NELSON THOMAS INC COM 64037610 8,056 354,286 SH DEFINED 1,2,5 354,286
NEOFORMA COM INC COM NEW 64047550 1,439 118,539 SH DEFINED 1,2 118,539
NEOMAGIC CORP COM 64049710 39 13,400 SH DEFINED 1 13,400
NEON SYS INC COM 64050910 38 10,500 SH DEFINED 1 10,500
NEOPHARM INC COM 64091910 2,659 257,383 SH DEFINED 1,2 257,383
NEORX CORP COM PAR $0 64052030 88 35,448 SH DEFINED 1 35,448
NEOSE TECHNOLOGIES I COM 64052210 187 22,486 SH DEFINED 1 22,486
NEOWARE SYS INC COM 64065P10 1,292 156,200 SH DEFINED 1,5 156,200
NET PERCEPTIONS INC COM 64107U10 8 11,252 SH DEFINED 1 11,252
NET2PHONE COM 64108N10 2,409 531,772 SH DEFINED 1,2 531,772
NETBANK INC COM 64093310 9,083 831,021 SH DEFINED 1,2,5 831,021
NETEGRITY INC COM 64110P10 4,399 520,003 SH DEFINED 1,2,5 520,003
NETFLIX COM INC COM 64110L10 12,090 335,824 SH DEFINED 1,2,5 335,824
NETGEAR INC COM 64111Q10 3,078 286,307 SH DEFINED 1,2 286,307
NETIQ CORP COM 64115P10 18,456 1,398,192 SH DEFINED 1,2,5 1,398,192
NETOPIA INC COM 64114K10 182 27,627 SH DEFINED 1 27,627
NETRATINGS INC COM 64116M10 2,889 177,367 SH DEFINED 1,2 177,367
NETSCOUT SYS INC COM 64115T10 1,978 300,195 SH DEFINED 1,2 300,195
NETWORK APPLIANCE IN COM 64120L10 206,134 9,574,247 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,574,247
Page Total 1,134,481
45 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
NETWORK ENGINES INC COM 64121A10 86 31,456 SH DEFINED 1 31,456
NETWORK EQUIP TECHNO COM 64120810 3,015 369,495 SH DEFINED 1,2 369,495
NEUROBIOLOGICAL TECH COM 64124W10 76 20,402 SH DEFINED 1 20,402
NEUROCRINE BIOSCIENC COM 64125C10 18,016 347,463 SH DEFINED 1,2,5 347,463
NEUROGEN CORP COM 64124E10 2,260 301,802 SH DEFINED 1,2 301,802
NEW BRUNSWICK SCIENT COM 64287610 152 24,511 SH DEFINED 1,2 24,511
NEW CENTURY FINANCIA COM 64352D10 57,100 1,219,560 SH DEFINED 1,2,5 1,219,560
NEW FRONTIER MEDIA I COM 64439810 134 15,757 SH DEFINED 1 15,757
NEW HORIZONS WORLDWI COM 64552610 141 23,563 SH DEFINED 1 23,563
NEW JERSEY RES COM 64602510 17,849 429,275 SH DEFINED 1,2,5 429,275
NEW PLAN EXCEL RLTY COM 64805310 44,004 1,883,719 SH DEFINED 1,2,3,5,9 1,883,719
NEW YORK CMNTY BANCO COM 64944510 82,244 4,189,701 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 4,189,701
NEW YORK TIMES CO CL A 65011110 206,006 4,607,608 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,607,608
NEWALLIANCE BANCSHAR COM 65020310 11,052 791,686 SH DEFINED 1,2 791,686
NEWCASTLE INVT CORP COM 65105M10 14,243 475,551 SH DEFINED 1,2 475,551
NEWELL RUBBERMAID IN COM 65122910 183,030 7,788,511 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,788,511
NEWFIELD EXPL CO COM 65129010 48,022 861,530 SH DEFINED 1,2,5,9 861,530
NEWMONT MINING CORP COM 65163910 486,088 12,540,969 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,540,969
NEWPARK RES INC COM PAR $. 65171850 8,267 1,333,355 SH DEFINED 1,2 1,333,355
NEWPORT CORP COM 65182410 12,308 761,154 SH DEFINED 1,2,5,9 761,154
NEWS CORP LTD ADR NEW 65248770 7,544 212,988 SH DEFINED 1,4 212,988
NEWS CORP LTD SP ADR PFD 65248780 95,076 2,891,613 SH DEFINED 1,5 2,891,613
NEWTEK BUSINESS SVCS COM 65252610 52 13,800 SH DEFINED 1 13,800
NEXEN INC COM 65334H10 543 13,923 SH DEFINED 1 13,923
NEXSTAR BROADCASTING CL A 65336K10 783 70,510 SH DEFINED 1,2 70,510
NEXTEL COMMUNICATION CL A 65332V10 839,059 31,472,598 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 31,472,598
NEXTEL PARTNERS INC CL A 65333F10 23,410 1,470,472 SH DEFINED 1,2,5 1,470,472
NIC INC COM 62914B10 3,323 464,823 SH DEFINED 1,2 464,823
NICOR INC COM 65408610 52,841 1,555,507 SH DEFINED 1,2,5,6,9,10 1,555,507
NII HLDGS INC CL B NEW 62913F20 16,244 482,171 SH DEFINED 1,2 482,171
NIKE INC CL B 65410610 509,290 6,723,301 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,723,301
NIKU CORP COM NEW 65411370 126 11,073 SH DEFINED 1 11,073
NISOURCE INC COM 65473P10 203,257 9,857,254 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,857,254
NISSAN MOTORS SPONSORED 65474440 10,567 472,582 SH DEFINED 1,2 472,582
NITROMED INC COM 65479850 348 57,429 SH DEFINED 1,2 57,429
NL INDS INC COM NEW 62915640 2,143 147,816 SH DEFINED 1,2 147,816
NMS COMMUNICATIONS C COM 62924810 5,030 681,615 SH DEFINED 1,2 681,615
NMT MED INC COM 62929410 48 12,700 SH DEFINED 1 12,700
NN INC COM 62933710 2,648 208,362 SH DEFINED 1,2 208,362
NOBEL LEARNING CMNTY COM 65488910 124 17,933 SH DEFINED 1 17,933
NOBLE CORPORATION SHS G6542210 129,702 3,423,132 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,423,132
NOBLE ENERGY INC COM 65504410 39,732 779,052 SH DEFINED 1,2,5,9 779,052
NOBLE INTL LTD COM 65505310 1,751 70,678 SH DEFINED 1,2 70,678
NOKIA CORP SPONSORED 65490220 6,666 458,440 SH DEFINED 1,2 458,440
NOLAND CO COM 65528610 406 9,550 SH DEFINED 1 9,550
NOMURA HLDGS INC SPONSORED 65535H20 17,744 1,186,891 SH DEFINED 1,2 1,186,891
NORANDA INC COM 65542210 368 21,450 SH DEFINED 7 21,450
NORDSON CORP COM 65566310 25,037 577,292 SH DEFINED 1,2,5,9 577,292
NORDSTROM INC COM 65566410 136,447 3,202,223 SH DEFINED 1,2,5,6,7,9,10 3,202,223
NORFOLK SOUTHERN COR COM 65584410 291,761 11,001,563 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,001,563
NORTEL NETWORKS CORP COM 65656810 2,351 471,200 SH DEFINED 1,5 471,200
NORTH AMERN GALVANZN COM 65686Y10 52 26,300 SH DEFINED 1 26,300
NORTH AMERN SCIENTIF COM 65715D10 84 10,000 SH DEFINED 1 10,000
NORTH AMERN TECH GRO COM NEW 65719320 11 15,700 SH DEFINED 1 15,700
NORTH FORK BANCORPOR COM 65942410 176,735 4,644,816 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,644,816
NORTH PITTSBURGH SYS COM 66156210 5,691 283,850 SH DEFINED 1,2 283,850
Page Total 3,801,090
46 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
NORTHEAST UTILS COM 66439710 41,476 2,130,228 SH DEFINED 1,2,5,7,9 2,130,228
NORTHERN BORDER PART UNIT LTD P 66478510 313 7,825 SH DEFINED 1,5 7,825
NORTHERN STS FINL CO COM 66575110 320 11,800 SH DEFINED 1 11,800
NORTHERN TR CORP COM 66585910 246,173 5,822,445 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,822,445
NORTHFIELD LABS INC COM 66613510 2,658 186,406 SH DEFINED 1,2 186,406
NORTHROP GRUMMAN COR COM 66680710 1,121,750 20,889,193 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 20,889,193
NORTHWEST AIRLS CORP CL A 66728010 90,698 8,156,265 SH DEFINED 1,2,5 8,156,265
NORTHWEST BANCORP IN COM 66732810 5,634 246,020 SH DEFINED 1,2 246,020
NORTHWEST NAT GAS CO COM 66765510 13,966 457,893 SH DEFINED 1,2,5 457,893
NORTHWEST PIPE CO COM 66774610 1,834 104,400 SH DEFINED 1 104,400
NOVA CHEMICALS CORP COM 66977W10 516 17,821 SH DEFINED 1,5,7 17,821
NOVAMED INC DEL COM 66986W10 40 11,552 SH DEFINED 1 11,552
NOVARTIS A G SPONSORED 66987V10 31,199 701,091 SH DEFINED 1,2 701,091
NOVASTAR FINL INC COM 66994740 14,201 374,111 SH DEFINED 1,2 374,111
NOVATEL WIRELESS INC COM NEW 66987M60 7,011 264,568 SH DEFINED 1,2 264,568
NOVAVAX INC COM 67000210 105 19,500 SH DEFINED 1 19,500
NOVELL INC COM 67000610 77,657 9,255,944 SH DEFINED 1,2,5,6,9,10 9,255,944
NOVELLUS SYS INC COM 67000810 133,858 4,257,557 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,257,557
NOVEN PHARMACEUTICAL COM 67000910 9,845 447,077 SH DEFINED 1,2 447,077
NOVO-NORDISK A S ADR 67010020 833 16,037 SH DEFINED 1 16,037
NOVOSTE CORP COM 67010C10 42 15,184 SH DEFINED 1 15,184
NPS PHARMACEUTICALS COM 62936P10 11,921 567,670 SH DEFINED 1,2,5 567,670
NRG ENERGY INC COM NEW 62937750 17,706 713,959 SH DEFINED 1,2 713,959
NS GROUP INC COM 62891610 4,207 255,904 SH DEFINED 1,2,5 255,904
NSTAR COM 67019E10 35,049 732,017 SH DEFINED 1,2,5,7,9 732,017
NTL INC DEL COM 62940M10 52,274 907,219 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 907,219
NTT DOCOMO INC SPONS ADR 62942M20 11,484 634,148 SH DEFINED 1,2 634,148
NU HORIZONS ELECTRS COM 66990810 151 16,740 SH DEFINED 1 16,740
NU SKIN ENTERPRISES CL A 67018T10 20,822 822,366 SH DEFINED 1,2 822,366
NUANCE COMMUNICATION COM 66996710 215 47,041 SH DEFINED 1 47,041
NUCO2 INC COM 62942810 1,526 77,732 SH DEFINED 1,2 77,732
NUCOR CORP COM 67034610 190,393 2,480,364 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,480,364
NUI CORP COM 62943110 4,001 274,058 SH DEFINED 1,2 274,058
NUTRACEUTICAL INTL C COM 67060Y10 1,924 90,285 SH DEFINED 1,2 90,285
NUVASIVE INC COM 67070410 339 31,000 SH DEFINED 1 31,000
NUVEEN INVTS INC CL A 67090F10 10,262 382,918 SH DEFINED 1,2,5 382,918
NUVELO INC COM NEW 67072M30 3,300 343,008 SH DEFINED 1,2 343,008
NVE CORP COM NEW 62944520 237 5,921 SH DEFINED 1 5,921
NVIDIA CORP COM 67066G10 89,920 4,392,785 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,392,785
NVR INC COM 62944T10 72,234 149,182 SH DEFINED 1,2,5 149,182
NYFIX INC COM 67071210 207 42,360 SH DEFINED 1,5 42,360
NYMAGIC INC COM 62948410 2,706 102,498 SH DEFINED 1,2 102,498
O CHARLEYS INC COM 67082310 5,634 327,776 SH DEFINED 1,2 327,776
O I CORP COM 67084110 129 14,300 SH DEFINED 1 14,300
O REILLY AUTOMOTIVE COM 68609110 30,152 667,085 SH DEFINED 1,2,5,9 667,085
OAK HILL FINL INC COM 67133710 271 8,601 SH DEFINED 1 8,601
OAKLEY INC COM 67366210 6,938 536,179 SH DEFINED 1,2,5 536,179
OCCIDENTAL PETE CORP COM 67459910 679,623 14,038,893 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,038,893
OCEANEERING INTL INC COM 67523210 21,887 639,037 SH DEFINED 1,2,5 639,037
OCEANFIRST FINL CORP COM 67523410 3,213 134,143 SH DEFINED 1,2 134,143
OCTEL CORP COM 67572710 8,691 330,073 SH DEFINED 1,2,5 330,073
OCULAR SCIENCES INC COM 67574410 11,512 302,960 SH DEFINED 1,2 302,960
OCWEN FINL CORP COM 67574610 8,865 736,275 SH DEFINED 1,2 736,275
ODYSSEY HEALTHCARE I COM 67611V10 10,904 579,362 SH DEFINED 1,2,5 579,362
ODYSSEY RE HLDGS COR COM 67612W10 3,787 157,800 SH DEFINED 1,2 157,800
OFFICE DEPOT INC COM 67622010 153,068 8,546,487 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,546,487
Page Total 3,275,678
47 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
OFFSHORE LOGISTICS I COM 67625510 8,865 315,250 SH DEFINED 1,2 315,250
OGE ENERGY CORP COM 67083710 39,478 1,549,976 SH DEFINED 1,2,5,6,9 1,549,976
OHIO CAS CORP COM 67724010 23,399 1,162,408 SH DEFINED 1,2,5,9 1,162,408
OIL STS INTL INC COM 67802610 6,416 419,342 SH DEFINED 1,2 419,342
OLD DOMINION FGHT LI COM 67958010 7,998 271,300 SH DEFINED 1,2 271,300
OLD NATL BANCORP IND COM 68003310 26,743 1,077,058 SH DEFINED 1,2,5 1,077,058
OLD REP INTL CORP COM 68022310 99,510 4,195,184 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 4,195,184
OLD SECOND BANCORP I COM 68027710 6,191 117,374 SH DEFINED 1,2 117,374
OLIN CORP COM PAR $1 68066520 39,383 2,235,116 SH DEFINED 1,2,5,9 2,235,116
OLYMPIC CASCADE FINL COM 68158N10 21 13,100 SH DEFINED 1 13,100
OLYMPIC STEEL INC COM 68162K10 685 33,554 SH DEFINED 1 33,554
OM GROUP INC COM 67087210 20,892 632,896 SH DEFINED 1,2,5 632,896
OMEGA FINL CORP COM 68209210 4,625 135,197 SH DEFINED 1,2,5 135,197
OMEGA HEALTHCARE INV COM 68193610 7,521 749,104 SH DEFINED 1,2 749,104
OMEGA PROTEIN CORP COM 68210P10 923 95,167 SH DEFINED 1,2 95,167
OMI CORP NEW COM Y6476W10 1,281 107,608 SH DEFINED 1,5 107,608
OMNI ENERGY SERVICES COM NEW 68210T20 278 55,000 SH DEFINED 1 55,000
OMNICARE INC COM 68190410 71,896 1,679,429 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,679,429
OMNICELL INC COM 68213N10 3,988 272,967 SH DEFINED 1,2 272,967
OMNICOM GROUP INC COM 68191910 401,983 5,296,920 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,296,920
OMNIVISION TECHNOLOG COM 68212810 13,469 844,448 SH DEFINED 1,2,5 844,448
OMNOVA SOLUTIONS INC COM 68212910 3,687 604,400 SH DEFINED 1,2 604,400
ON ASSIGNMENT INC COM 68215910 208 35,236 SH DEFINED 1,2 35,236
ON SEMICONDUCTOR COR COM 68218910 8,906 1,774,139 SH DEFINED 1,2 1,774,139
ON2 TECHNOLOGIES INC COM 68338A10 10 14,100 SH DEFINED 1 14,100
ONE LIBERTY PPTYS IN COM 68240610 196 10,800 SH DEFINED 1 10,800
ONEOK INC NEW COM 68268010 36,340 1,652,567 SH DEFINED 1,2,5,9 1,652,567
ONLINE RES CORP COM 68273G10 104 15,223 SH DEFINED 1 15,223
ONYX PHARMACEUTICALS COM 68339910 22,543 532,181 SH DEFINED 1,2,5 532,181
OPEN JT STK CO-VIMPE SPONSORED 68370R10 17,918 185,778 SH DEFINED 1,2,4,7 185,778
OPEN SOLUTIONS INC COM 68371P10 4,063 162,638 SH DEFINED 1,2 162,638
OPENTV CORP CL A G6754310 189 91,515 SH DEFINED 1 91,515
OPENWAVE SYS INC COM NEW 68371830 13,218 1,040,819 SH DEFINED 1,2,5 1,040,819
OPLINK COMMUNICATION COM 68375Q10 3,338 1,738,737 SH DEFINED 1,2 1,738,737
OPNET TECHNOLOGIES I COM 68375710 2,723 207,900 SH DEFINED 1,2,5 207,900
OPSWARE INC COM 68383A10 6,999 883,755 SH DEFINED 1,2,5,7 883,755
OPTICAL COMMUNICATIO CL A 68382T10 467 195,585 SH DEFINED 1,2 195,585
OPTION CARE INC COM 68394810 7,126 466,985 SH DEFINED 1,2,5 466,985
ORACLE CORP COM 68389X10 1,672,967 140,231,954 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 140,231,954
ORASURE TECHNOLOGIES COM 68554V10 6,476 665,583 SH DEFINED 1,2,5 665,583
ORBITAL SCIENCES COR COM 68556410 10,710 775,516 SH DEFINED 1,2 775,516
ORBITZ INC CL A 68556Y10 3,216 148,774 SH DEFINED 1,2 148,774
ORBOTECH LTD ORD M7525310 389 19,092 SH DEFINED 1,2,7 19,092
ORCHID BIOSCIENCES I COM PAR $0 68571P50 447 58,031 SH DEFINED 1 58,031
OREGON STL MLS INC COM 68607910 5,734 389,023 SH DEFINED 1,2 389,023
ORIENTAL FINL GROUP COM 68618W10 7,889 291,440 SH DEFINED 1,2 291,440
ORIGEN FINL INC COM 68619E20 265 33,300 SH DEFINED 1 33,300
ORIX CORP SPONSORED 68633010 449 7,835 SH DEFINED 1 7,835
ORLEANS HOMEBUILDERS COM 68658810 791 41,046 SH DEFINED 1 41,046
ORTHODONTIC CTRS AME COM 68750P10 6,091 743,717 SH DEFINED 1,2,5 743,717
ORTHOLOGIC CORP COM 68750J10 4,672 538,815 SH DEFINED 1,2,5 538,815
ORTHOVITA INC COM 68750U10 2,072 403,129 SH DEFINED 1,2 403,129
OSCIENT PHARMACEUTIC COM 68812R10 4,376 856,314 SH DEFINED 1,2 856,314
OSHKOSH B GOSH INC CL A 68822220 4,141 165,838 SH DEFINED 1,2 165,838
OSHKOSH TRUCK CORP COM 68823920 23,714 413,777 SH DEFINED 1,2,5 413,777
OSI PHARMACEUTICALS COM 67104010 29,903 424,515 SH DEFINED 1,2,5 424,515
Page Total 2,697,883
48 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
OSI SYSTEMS INC COM 67104410 4,034 202,419 SH DEFINED 1,2 202,419
OSTEOTECH INC COM 68858210 182 28,036 SH DEFINED 1,5 28,036
OTTER TAIL CORP COM 68964810 11,147 414,994 SH DEFINED 1,2,5 414,994
OUTBACK STEAKHOUSE I COM 68989910 46,027 1,112,831 SH DEFINED 1,2,5,7,9 1,112,831
OVERLAND STORAGE INC COM 69031010 2,112 159,273 SH DEFINED 1,2 159,273
OVERNITE CORP COM 69032210 13,145 447,105 SH DEFINED 1,2 447,105
OVERSEAS SHIPHOLDING COM 69036810 47,947 1,086,502 SH DEFINED 1,2,9 1,086,502
OVERSTOCK COM INC DE COM 69037010 6,483 165,762 SH DEFINED 1,2,5 165,762
OWENS & MINOR INC NE COM 69073210 15,269 589,519 SH DEFINED 1,2,5 589,519
OWENS ILL INC COM NEW 69076840 303,905 18,132,769 SH DEFINED 1,2,5 18,132,769
OXFORD HEALTH PLANS COM 69147110 91,173 1,656,483 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 1,656,483
OXFORD INDS INC COM 69149730 10,234 234,947 SH DEFINED 1,2 234,947
OXIGENE INC COM 69182810 115 18,229 SH DEFINED 1 18,229
P & F INDS INC CL A NEW 69283050 201 26,300 SH DEFINED 1 26,300
P A M TRANSN SVCS IN COM 69314910 1,561 81,585 SH DEFINED 1,2 81,585
P C CONNECTION COM 69318J10 633 96,927 SH DEFINED 1,2 96,927
P F CHANGS CHINA BIS COM 69333Y10 18,719 454,890 SH DEFINED 1,2 454,890
P T TELEKOMUNIKASI I SPONSORED 71568410 500 32,180 SH DEFINED 1,2 32,180
PAB BANKSHARES INC COM 69313P10 137 11,300 SH DEFINED 1,2 11,300
PACCAR INC COM 69371810 274,239 4,729,081 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,729,081
PACER INTL INC TENN COM 69373H10 12,807 692,290 SH DEFINED 1,2 692,290
PACIFIC CAP BANCORP COM 69404P10 19,416 690,240 SH DEFINED 1,2,5 690,240
PACIFIC ENERGY PARTN COM UNIT 69422R10 615 23,600 SH DEFINED 1,2 23,600
PACIFIC SUNWEAR CALI COM 69487310 21,142 1,079,224 SH DEFINED 1,2,5,9 1,079,224
PACIFICARE HEALTH SY COM 69511210 47,963 1,240,631 SH DEFINED 1,2,5,9 1,240,631
PACKAGING CORP AMER COM 69515610 56,389 2,359,359 SH DEFINED 1,2,5,9 2,359,359
PACKETEER INC COM 69521010 7,429 460,018 SH DEFINED 1,2 460,018
PACTIV CORP COM 69525710 133,706 5,361,114 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,361,114
PAC-WEST TELECOM INC COM 69371Y10 18 16,763 SH DEFINED 1 16,763
PAIN THERAPEUTICS IN COM 69562K10 2,981 369,884 SH DEFINED 1,2 369,884
PALATIN TECHNOLOGIES COM NEW 69607730 3,365 799,320 SH DEFINED 1,2 799,320
PALL CORP COM 69642930 79,847 3,048,769 SH DEFINED 1,2,5,6,7,9,10 3,048,769
PALM HARBOR HOMES COM 69663910 4,817 271,687 SH DEFINED 1,2 271,687
PALMONE INC COM 69713P10 22,706 653,025 SH DEFINED 1,2,5 653,025
PALMSOURCE INC COM 69715410 3,848 224,521 SH DEFINED 1,2,5 224,521
PALOMAR MED TECHNOLO COM NEW 69752930 2,193 130,642 SH DEFINED 1,2 130,642
PAN PACIFIC RETAIL P COM 69806L10 36,377 720,061 SH DEFINED 1,2,3,5 720,061
PANAMSAT CORP NEW COM 69793310 19,761 851,040 SH DEFINED 1,2,5 851,040
PANERA BREAD CO CL A 69840W10 17,941 500,018 SH DEFINED 1,2,5 500,018
PANTRY INC COM 69865710 7,359 337,588 SH DEFINED 1,2 337,588
PAPA JOHNS INTL INC COM 69881310 13,741 465,172 SH DEFINED 1,2 465,172
PAR PHARMACEUTICAL C COM 69888P10 23,347 663,070 SH DEFINED 1,2,5,9 663,070
PAR TECHNOLOGY CORP COM 69888410 144 13,291 SH DEFINED 1 13,291
PARADIGM GENETICS IN COM 69900R10 12 15,004 SH DEFINED 1 15,004
PARADYNE NETWORKS IN COM 69911G10 2,587 470,391 SH DEFINED 1,2 470,391
PARALLEL PETE CORP D COM 69915710 153 30,200 SH DEFINED 1 30,200
PARAMETRIC TECHNOLOG COM 69917310 40,655 8,130,966 SH DEFINED 1,2,5,6,8,9,10,13 8,130,966
PAREXEL INTL CORP COM 69946210 8,494 429,012 SH DEFINED 1,2 429,012
PARK ELECTROCHEMICAL COM 70041620 7,817 309,568 SH DEFINED 1,2 309,568
PARK NATL CORP COM 70065810 25,973 203,378 SH DEFINED 1,2,5 203,378
PARK OHIO HLDGS CORP COM 70066610 122 10,368 SH DEFINED 1 10,368
PARKER DRILLING CO COM 70108110 5,428 1,420,813 SH DEFINED 1,2,5 1,420,813
PARKER HANNIFIN CORP COM 70109410 245,191 4,123,633 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,123,633
PARKERVISION INC COM 70135410 70 12,232 SH DEFINED 1 12,232
PARKVALE FINL CORP COM 70149210 229 8,700 SH DEFINED 1 8,700
PARKWAY PPTYS INC COM 70159Q10 9,953 223,905 SH DEFINED 1,2,3 223,905
Page Total 1,732,361
49 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
PARLUX FRAGRANCES IN COM 70164510 245 22,400 SH DEFINED 2 22,400
PARTNERRE LTD COM G6852T10 694 12,235 SH DEFINED 1,5 12,235
PARTNERS TRUST FINCL COM 70213A10 1,793 91,473 SH DEFINED 1 91,473
PARTY CITY CORP COM 70214510 2,149 172,094 SH DEFINED 1,2,5 172,094
PATHMARK STORES INC COM 70322A10 3,502 459,635 SH DEFINED 1,2 459,635
PATINA OIL & GAS COR COM 70322410 35,760 1,197,195 SH DEFINED 1,2,5 1,197,195
PATRICK INDS INC COM 70334310 108 10,800 SH DEFINED 1 10,800
PATTERSON UTI ENERGY COM 70348110 40,069 1,199,300 SH DEFINED 1,2,5,7,9 1,199,300
PAULA FINL DEL COM 70358810 44 14,900 SH DEFINED 1 14,900
PAXAR CORP COM 70422710 9,190 470,795 SH DEFINED 1,2 470,795
PAXSON COMMUNICATION COM 70423110 1,647 506,898 SH DEFINED 1,2 506,898
PAYCHEX INC COM 70432610 339,751 10,028,079 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,028,079
PAYLESS SHOESOURCE I COM 70437910 20,142 1,350,898 SH DEFINED 1,2,5,9 1,350,898
PC MALL INC COM 69323K10 1,669 88,408 SH DEFINED 1 88,408
PC-TEL INC COM 69325Q10 4,590 388,946 SH DEFINED 1,2 388,946
PDF SOLUTIONS INC COM 69328210 1,912 224,663 SH DEFINED 1,2,5 224,663
PDI INC COM 69329V10 5,934 195,342 SH DEFINED 1,2 195,342
PEABODY ENERGY CORP COM 70454910 44,089 787,438 SH DEFINED 1,2,5,9 787,438
PEAPACK-GLADSTONE FI COM 70469910 3,317 103,268 SH DEFINED 1,2 103,268
PEARSON PLC SPONSORED 70501510 466 37,374 SH DEFINED 1 37,374
PEC SOLUTIONS INC COM 70510710 3,152 264,247 SH DEFINED 1,2 264,247
PECO II INC COM 70522110 9 11,100 SH DEFINED 1 11,100
PEDIATRIX MED GROUP COM 70532410 31,798 455,236 SH DEFINED 1,2,5 455,236
PEETS COFFEE & TEA I COM 70556010 4,728 189,207 SH DEFINED 1,2 189,207
PEGASUS SOLUTIONS IN COM 70590610 5,214 397,143 SH DEFINED 1,2 397,143
PEGASYSTEMS INC COM 70557310 1,202 138,473 SH DEFINED 1,2 138,473
PEMSTAR INC COM 70655210 90 38,824 SH DEFINED 1,5 38,824
PENN ENGR & MFG CORP COM NON VT 70738930 4,089 190,724 SH DEFINED 1,2 190,724
PENN NATL GAMING INC COM 70756910 23,400 704,805 SH DEFINED 1,2,5 704,805
PENN VA CORP COM 70788210 9,236 255,764 SH DEFINED 1,2 255,764
PENN VA RESOURCES PA COM 70788410 297 8,300 SH DEFINED 1 8,300
PENN-AMER GROUP INC COM 70724710 2,949 210,639 SH DEFINED 1,2 210,639
PENNEY J C INC COM 70816010 1,533,506 40,611,927 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 40,611,927
PENNFED FINL SVCS IN COM 70816710 2,392 72,012 SH DEFINED 1,2 72,012
PENNROCK FINL SVCS C COM 70835210 3,687 122,087 SH DEFINED 1,2 122,087
PENNSYLVANIA RL ESTA SH BEN INT 70910210 25,244 737,063 SH DEFINED 1,2,3,5 737,063
PENTAIR INC COM 70963110 47,344 1,407,374 SH DEFINED 1,2,5,9 1,407,374
PENWEST PHARMACEUTIC COM 70975410 3,238 252,737 SH DEFINED 1,2 252,737
PEOPLES BANCORP INC COM 70978910 4,447 165,027 SH DEFINED 1,2 165,027
PEOPLES BK BRIDGEPOR COM 71019810 13,256 425,567 SH DEFINED 1,2,5 425,567
PEOPLES ENERGY CORP COM 71103010 56,315 1,336,073 SH DEFINED 1,2,5,6,9,10 1,336,073
PEOPLES HLDG CO COM 71114810 4,580 132,513 SH DEFINED 1,2 132,513
PEOPLESOFT INC COM 71271310 180,671 9,765,991 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,765,991
PEP BOYS MANNY MOE & COM 71327810 22,966 905,951 SH DEFINED 1,2,5 905,951
PEPCO HOLDINGS INC COM 71329110 51,569 2,821,059 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,821,059
PEPSI BOTTLING GROUP COM 71340910 436,740 14,300,584 SH DEFINED 1,2,5,6,9,10,13 14,300,584
PEPSIAMERICAS INC COM 71343P20 35,156 1,655,177 SH DEFINED 1,2,5,6,7,9 1,655,177
PEPSICO INC COM 71344810 2,809,810 52,149,408 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 52,149,408
PEREGRINE PHARMACEUT COM 71366110 2,948 2,019,200 SH DEFINED 1,2,5 2,019,200
PERFORMANCE FOOD GRO COM 71375510 19,281 726,504 SH DEFINED 1,2,5 726,504
PERFORMANCE TECHNOLO COM 71376K10 142 15,117 SH DEFINED 1 15,117
PERICOM SEMICONDUCTO COM 71383110 3,657 341,450 SH DEFINED 1,2 341,450
PERINI CORP COM 71383910 1,560 146,158 SH DEFINED 1,2 146,158
PERKINELMER INC COM 71404610 68,874 3,436,847 SH DEFINED 1,2,5,6,9,10 3,436,847
PERMA-FIX ENVIRONMEN COM 71415710 22 12,500 SH DEFINED 1 12,500
PEROT SYS CORP CL A 71426510 16,315 1,229,481 SH DEFINED 1,2,5 1,229,481
Page Total 5,946,959
50 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
PERRIGO CO COM 71429010 28,438 1,499,090 SH DEFINED 1,2,5,9 1,499,090
PER-SE TECHNOLOGIES COM NEW 71356930 5,834 401,251 SH DEFINED 1,2 401,251
PERUSAHAAN PERS INDO SPONSORED 71568010 252 11,904 SH DEFINED 1,2,4 11,904
PERVASIVE SOFTWARE I COM 71571010 85 13,600 SH DEFINED 1 13,600
PETCO ANIMAL SUPPLIE COM NEW 71601620 12,428 385,835 SH DEFINED 1,2 385,835
PETMED EXPRESS INC COM 71638210 358 44,600 SH DEFINED 1 44,600
PETROBRAS ENERGIA PA SP ADR B S 71646M10 267 27,340 SH DEFINED 1,2,7 27,340
PETRO-CDA COM 71644E10 888 20,553 SH DEFINED 1,5 20,553
PETROKAZAKHSTAN INC COM 71649P10 3,049 112,029 SH DEFINED 1,2,7 112,029
PETROLEO BRASILEIRO SPONSORED 71654V10 14,101 559,549 SH DEFINED 1,2 559,549
PETROLEO BRASILEIRO SPONSORED 71654V40 24,458 871,327 SH DEFINED 1,2,4 871,327
PETROLEUM DEV CORP COM 71657810 7,494 273,318 SH DEFINED 1,2,5 273,318
PETROQUEST ENERGY IN COM 71674810 199 46,500 SH DEFINED 1 46,500
PETSMART INC COM 71676810 78,328 2,413,793 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,413,793
PFF BANCORP INC COM 69331W10 12,533 336,551 SH DEFINED 1,2 336,551
PFIZER INC COM 71708110 8,176,733 238,527,803 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 238,527,803
PFSWEB INC COM 71709810 39 23,282 SH DEFINED 1 23,282
PG&E CORP COM 69331C10 390,250 13,967,426 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,967,426
PHARMACEUTICAL PROD COM 71712410 21,560 678,642 SH DEFINED 1,2,5 678,642
PHARMACOPEIA DRUG DI COM 7171EP10 103 17,961 SH DEFINED 1,2,5 17,961
PHARMACYCLICS INC COM 71693310 2,425 239,200 SH DEFINED 1,2 239,200
PHARMION CORP COM 71715B40 8,471 173,165 SH DEFINED 1,2 173,165
PHARMOS CORP COM NEW 71713920 4,954 1,205,325 SH DEFINED 1,2 1,205,325
PHELPS DODGE CORP COM 71726510 245,659 3,169,391 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,169,391
PHILADELPHIA CONS HL COM 71752810 24,247 403,642 SH DEFINED 1,2,5 403,642
PHILLIPS VAN HEUSEN COM 71859210 9,568 497,032 SH DEFINED 1,2 497,032
PHOENIX COS INC NEW COM 71902E10 20,191 1,648,269 SH DEFINED 1,2,5 1,648,269
PHOENIX TECHNOLOGY L COM 71915310 138 19,794 SH DEFINED 1 19,794
PHOTON DYNAMICS INC COM 71936410 10,387 296,169 SH DEFINED 1,2 296,169
PHOTRONICS INC COM 71940510 15,471 816,852 SH DEFINED 1,2,5 816,852
PICO HLDGS INC COM NEW 69336620 1,670 88,572 SH DEFINED 1,2 88,572
PIEDMONT NAT GAS INC COM 72018610 25,699 601,844 SH DEFINED 1,2,5 601,844
PIER 1 IMPORTS INC COM 72027910 22,170 1,253,227 SH DEFINED 1,2,5,9 1,253,227
PILGRIMS PRIDE CORP COM 72146710 5,372 185,614 SH DEFINED 1,2 185,614
PINNACLE AIRL CORP COM 72344310 2,761 244,306 SH DEFINED 1,2 244,306
PINNACLE ENTMT INC COM 72345610 6,195 491,274 SH DEFINED 1,2,5 491,274
PINNACLE SYS INC COM 72348110 7,384 1,032,794 SH DEFINED 1,2,5 1,032,794
PINNACLE WEST CAP CO COM 72348410 113,550 2,811,346 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,811,346
PIONEER NAT RES CO COM 72378710 76,380 2,177,316 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,177,316
PIONEER RAILCORP COM 72383910 30 12,600 SH DEFINED 1 12,600
PIPER JAFFRAY COS COM 72407810 15,067 333,124 SH DEFINED 1,2,5,7 333,124
PITNEY BOWES INC COM 72447910 301,176 6,806,245 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,806,245
PIXAR COM 72581110 21,866 314,576 SH DEFINED 1,2,5,6 314,576
PIXELWORKS INC COM 72581M10 10,673 696,651 SH DEFINED 1,2,5 696,651
PLACER DOME INC COM 72590610 304 18,277 SH DEFINED 1 18,277
PLAINS ALL AMERN PIP UNIT LTD P 72650310 2,026 60,687 SH DEFINED 1,5 60,687
PLAINS EXPL& PRODTN COM 72650510 26,923 1,467,176 SH DEFINED 1,2,5,9 1,467,176
PLAINS RES INC COM PAR $0 72654050 6,951 410,076 SH DEFINED 1,2 410,076
PLANAR SYS INC COM 72690010 7,007 523,302 SH DEFINED 1,2,5 523,302
PLANTRONICS INC NEW COM 72749310 34,025 808,188 SH DEFINED 1,2,5,9 808,188
PLATINUM UNDERWRITER COM G7127P10 501 16,450 SH DEFINED 1,2,5 16,450
PLATO LEARNING INC COM 72764Y10 2,750 277,456 SH DEFINED 1,2 277,456
PLAYBOY ENTERPRISES CL B 72811730 3,066 264,076 SH DEFINED 1,2 264,076
PLAYTEX PRODS INC COM 72813P10 4,016 513,580 SH DEFINED 1,2 513,580
PLEXUS CORP COM 72913210 15,484 1,146,933 SH DEFINED 1,2,5,9 1,146,933
PLUG POWER INC COM 72919P10 5,240 700,557 SH DEFINED 1,2,5 700,557
Page Total 9,837,192
51 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
PLUM CREEK TIMBER CO COM 72925110 161,297 4,950,794 SH DEFINED 1,2,5,6,7,8,9,10,12,
14 4,950,794
PLUMTREE SOFTWARE IN COM 72940Q10 62 16,680 SH DEFINED 1 16,680
PLX TECHNOLOGY INC COM 69341710 4,807 278,518 SH DEFINED 1,2 278,518
PMA CAP CORP CL A 69341920 3,895 432,791 SH DEFINED 1,2,5 432,791
PMC COML TR SH BEN INT 69343410 156 10,828 SH DEFINED 1 10,828
PMC-SIERRA INC COM 69344F10 61,260 4,268,975 SH DEFINED 1,2,5,6,9,10 4,268,975
PMI GROUP INC COM 69344M10 66,836 1,535,752 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,535,752
PNC FINL SVCS GROUP COM 69347510 436,367 8,220,938 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,220,938
PNM RES INC COM 69349H10 28,212 1,358,295 SH DEFINED 1,2,5,9 1,358,295
POGO PRODUCING CO COM 73044810 48,799 987,826 SH DEFINED 1,2,5,7,9 987,826
POLARIS INDS INC COM 73106810 25,748 536,409 SH DEFINED 1,2,5 536,409
POLO RALPH LAUREN CO CL A 73157210 15,604 452,941 SH DEFINED 1,2,5 452,941
POLYCOM INC COM 73172K10 37,188 1,659,416 SH DEFINED 1,2,5,9 1,659,416
POLYMEDICA CORP COM 73173810 12,959 417,485 SH DEFINED 1,2 417,485
POLYONE CORP COM 73179P10 12,073 1,622,730 SH DEFINED 1,2,5 1,622,730
POMEROY IT SOLUTIONS COM 73182210 301 25,341 SH DEFINED 1,2 25,341
POPE & TALBOT INC COM 73282710 5,169 261,451 SH DEFINED 1,2,5 261,451
POPULAR INC COM 73317410 58,569 1,369,383 SH DEFINED 1,2,5 1,369,383
PORTAL SOFTWARE INC COM NEW 73612630 1,628 448,558 SH DEFINED 1,2 448,558
PORTFOLIO RECOVERY A COM 73640Q10 5,316 192,824 SH DEFINED 1,2 192,824
PORTUGAL TELECOM SGP SPONSORED 73727310 420 38,713 SH DEFINED 1 38,713
POSSIS MEDICAL INC COM 73740710 12,911 378,078 SH DEFINED 1,2 378,078
POST PPTYS INC COM 73746410 24,457 838,999 SH DEFINED 1,2,3,5 838,999
POTASH CORP SASK INC COM 73755L10 635 6,549 SH DEFINED 1 6,549
POTLATCH CORP COM 73762810 23,036 553,222 SH DEFINED 1,2,5,9 553,222
POWELL INDS INC COM 73912810 3,546 207,472 SH DEFINED 1,2 207,472
POWER INTEGRATIONS I COM 73927610 12,959 520,452 SH DEFINED 1,2,5 520,452
POWER-ONE INC COM 73930810 26,366 2,401,318 SH DEFINED 1,2,5,6,9,10 2,401,318
POWERWAVE TECHNOLOGI COM 73936310 11,695 1,518,858 SH DEFINED 1,2,5,9 1,518,858
POZEN INC COM 73941U10 3,008 439,185 SH DEFINED 1,2,5 439,185
PPG INDS INC COM 69350610 328,715 5,260,279 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,260,279
PPL CORP COM 69351T10 289,326 6,303,400 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,303,400
PRAECIS PHARMACEUTIC COM 73942110 3,089 812,861 SH DEFINED 1,2,5 812,861
PRAXAIR INC COM 74005P10 399,959 10,021,514 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,021,514
PRE PAID LEGAL SVCS COM 74006510 5,887 247,041 SH DEFINED 1,2 247,041
PRECISION CASTPARTS COM 74018910 66,633 1,218,382 SH DEFINED 1,2,5,9 1,218,382
PRECISION DRILLING C COM 74022D10 1,665 34,683 SH DEFINED 1,7 34,683
PREMCOR INC COM 74045Q10 13,695 365,188 SH DEFINED 1,2,5 365,188
PRENTISS PPTYS TR SH BEN INT 74070610 31,103 927,907 SH DEFINED 1,2,3,5 927,907
PRESIDENTIAL LIFE CO COM 74088410 6,739 373,952 SH DEFINED 1,2 373,952
PRESSTEK INC COM 74111310 5,351 509,124 SH DEFINED 1,2 509,124
PRG-SCHULTZ INTERNAT COM 69357C10 3,878 708,937 SH DEFINED 1,2 708,937
PRICE COMMUNICATIONS COM NEW 74143730 10,079 682,888 SH DEFINED 1,2,5 682,888
PRICE LEGACY CORP COM NEW 74144P50 5,656 306,411 SH DEFINED 1,2 306,411
PRICE T ROWE GROUP I COM 74144T10 170,959 3,392,049 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,392,049
PRICELINE COM INC COM NEW 74150340 11,914 442,421 SH DEFINED 1,2,5 442,421
PRIDE INTL INC DEL COM 74153Q10 28,466 1,663,708 SH DEFINED 1,2,5,7,9 1,663,708
PRIMA ENERGY CORP COM PAR $0 74190120 6,599 166,780 SH DEFINED 1,2,5 166,780
PRIME GROUP REALTY T SH BEN INT 74158J10 175 33,142 SH DEFINED 1,5 33,142
PRIME HOSPITALITY CO COM 74191710 7,080 666,624 SH DEFINED 1,2 666,624
PRIME MED SVCS INC N COM 74156D10 424 53,373 SH DEFINED 1,2 53,373
PRIMEDIA INC COM 74157K10 5,995 2,156,524 SH DEFINED 1,2,5 2,156,524
PRIMUS KNOWLEDGE SOL COM 74163Q10 33 17,806 SH DEFINED 1 17,806
PRIMUS TELECOMMUNICA COM 74192910 7,319 1,440,702 SH DEFINED 1,2 1,440,702
PRINCETON REVIEW INC COM 74235210 2,132 281,998 SH DEFINED 1,2,5 281,998
PRINCIPAL FINANCIAL COM 74251V10 391,315 11,251,157 SH DEFINED 1,2,5,6,9,10,12,
13,14 11,251,157
Page Total 2,909,464
52 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
PRIORITY HEALTHCARE CL B 74264T10 14,399 627,412 SH DEFINED 1,2,5 627,412
PRIVATEBANCORP INC COM 74296210 6,702 243,884 SH DEFINED 1,2,5 243,884
PROASSURANCE CORP COM 74267C10 13,981 409,893 SH DEFINED 1,2,5 409,893
PROCTER & GAMBLE CO COM 74271810 4,685,157 86,060,926 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 86,060,926
PROGENICS PHARMACEUT COM 74318710 2,807 166,580 SH DEFINED 1,2 166,580
PROGRESS ENERGY INC COM 74326310 1,086,086 24,655,754 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 24,655,754
PROGRESS SOFTWARE CO COM 74331210 11,840 546,383 SH DEFINED 1,2,5 546,383
PROGRESSIVE CORP OHI COM 74331510 552,346 6,475,333 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,475,333
PROLOGIS SH BEN INT 74341010 204,804 6,221,267 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 6,221,267
PROQUEST COMPANY COM 74346P10 10,357 380,072 SH DEFINED 1,2,5 380,072
PROSOFTTRAINING COM 74347710 10 18,500 SH DEFINED 1 18,500
PROSPERITY BANCSHARE COM 74360610 5,406 222,004 SH DEFINED 1,2 222,004
PROTECTIVE LIFE CORP COM 74367410 50,937 1,317,233 SH DEFINED 1,2,5,9 1,317,233
PROTEIN DESIGN LABS COM 74369L10 23,925 1,250,638 SH DEFINED 1,2,5,9 1,250,638
PROVIDE COMM INC COM 74373W10 687 34,864 SH DEFINED 1,2 34,864
PROVIDENT BANCORP IN COM 74383A10 6,562 575,646 SH DEFINED 1,2 575,646
PROVIDENT BANKSHARES COM 74385910 19,892 689,736 SH DEFINED 1,2,5 689,736
PROVIDENT FINL GROUP COM 74386610 21,969 556,729 SH DEFINED 1,2,5 556,729
PROVIDENT FINL HLDGS COM 74386810 1,746 73,824 SH DEFINED 1,2 73,824
PROVIDENT FINL SVCS COM 74386T10 14,706 837,955 SH DEFINED 1,2,5 837,955
PROVIDIAN FINL CORP COM 74406A10 149,307 10,177,690 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,177,690
PROVINCE HEALTHCARE COM 74397710 17,448 1,017,400 SH DEFINED 1,2,5 1,017,400
PROXIM CORP CL A 74428310 174 146,565 SH DEFINED 1,5 146,565
PROXYMED PHARMACY IN COM NEW 74429030 681 39,904 SH DEFINED 1,2 39,904
PRUDENTIAL FINL INC COM 74432010 660,903 14,222,152 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,222,152
PRUDENTIAL PLC ADR 74435K20 871 49,952 SH DEFINED 1 49,952
PS BUSINESS PKS INC COM 69360J10 15,577 387,107 SH DEFINED 1,2,3,5 387,107
PSS WORLD MED INC COM 69366A10 12,418 1,108,793 SH DEFINED 1,2,5 1,108,793
PSYCHIATRIC SOLUTION COM 74439H10 2,969 119,091 SH DEFINED 1,2 119,091
PTEK HLDGS INC COM 69366M10 10,441 905,541 SH DEFINED 1,2 905,541
PUBLIC STORAGE INC COM 74460D10 93,274 2,027,248 SH DEFINED 1,2,3,5,7,8,9,10,12,
14 2,027,248
PUBLIC SVC ENTERPRIS COM 74457310 303,396 7,579,217 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,579,217
PUGET ENERGY INC NEW COM 74531010 32,543 1,485,288 SH DEFINED 1,2,5,7,9 1,485,288
PULITZER INC COM 74576910 6,654 136,077 SH DEFINED 1,2 136,077
PULTE HOMES INC COM 74586710 168,500 3,238,516 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,238,516
Q MED COM 74791410 126 14,807 SH DEFINED 1 14,807
QAD INC COM 74727D10 1,964 185,085 SH DEFINED 1,2 185,085
QLOGIC CORP COM 74727710 77,909 2,929,996 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,929,996
QRS CORP COM 74726X10 190 29,079 SH DEFINED 1,2,6 29,079
QUAKER CHEM CORP COM 74731610 3,590 129,989 SH DEFINED 1,2,5 129,989
QUAKER CITY BANCORP COM 74731K10 4,500 81,914 SH DEFINED 1,2 81,914
QUALCOMM INC COM 74752510 1,761,759 24,140,301 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 24,140,301
QUALITY DISTR INC FL COM 74756M10 160 14,500 SH DEFINED 1 14,500
QUALITY SYS INC COM 74758210 4,161 84,769 SH DEFINED 1,2 84,769
QUANEX CORP COM 74762010 12,906 265,019 SH DEFINED 1,2 265,019
QUANTA SVCS INC COM 74762E10 10,464 1,682,331 SH DEFINED 1,2,5,9 1,682,331
QUANTUM CORP COM DSSG 74790620 9,676 3,121,220 SH DEFINED 1,2,5,9 3,121,220
QUANTUM FUEL SYS TEC COM 74765E10 214 34,889 SH DEFINED 1 34,889
QUEBECOR WORLD INC COM NON-VT 74820310 218 9,923 SH DEFINED 1 9,923
QUEST DIAGNOSTICS IN COM 74834L10 234,048 2,755,126 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,755,126
QUEST SOFTWARE INC COM 74834T10 9,538 739,418 SH DEFINED 1,2,5 739,418
QUESTAR CORP COM 74835610 45,876 1,187,278 SH DEFINED 1,2,5,9 1,187,278
QUICKSILVER RESOURCE COM 74837R10 14,974 223,258 SH DEFINED 1,2 223,258
QUIDEL CORP COM 74838J10 3,100 526,365 SH DEFINED 1,2,5 526,365
QUIKSILVER INC COM 74838C10 22,330 937,860 SH DEFINED 1,2,5 937,860
QUINENCO S A SPONSORED 74871810 92 10,897 SH DEFINED 1,7 10,897
Page Total 10,427,272
53 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
QUINTON CARDIOLOGY S COM 74877310 187 18,500 SH DEFINED 1 18,500
QUIXOTE CORP COM 74905610 2,260 112,732 SH DEFINED 1,2 112,732
QUOVADX INC COM 74913K10 32 28,444 SH DEFINED 1 28,444
QWEST COMMUNICATIONS COM 74912110 498,391 138,827,597 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 138,827,597
R & G FINANCIAL CORP CL B 74913610 22,113 668,876 SH DEFINED 1,2 668,876
R H DONNELLEY CORP COM NEW 74955W30 27,132 620,292 SH DEFINED 1,2,5 620,292
RADIAN GROUP INC COM 75023610 79,347 1,656,512 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,656,512
RADIANT SYSTEMS INC COM 75025N10 170 36,294 SH DEFINED 1 36,294
RADIO ONE INC CL A 75040P10 2,051 127,681 SH DEFINED 1,2 127,681
RADIO ONE INC CL D NON V 75040P40 11,822 738,394 SH DEFINED 1,2,5 738,394
RADIOLOGIX INC COM 75040K10 61 13,600 SH DEFINED 1 13,600
RADIOSHACK CORP COM 75043810 237,806 8,306,193 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,306,193
RADISYS CORP COM 75045910 10,302 554,765 SH DEFINED 1,2,5 554,765
RAE SYS INC COM 75061P10 1,854 343,285 SH DEFINED 1,2 343,285
RAILAMERICA INC COM 75075310 7,221 494,583 SH DEFINED 1,2 494,583
RAINDANCE COMM COM 75086X10 111 53,600 SH DEFINED 1 53,600
RAINMAKER SYSTEMS COM 75087510 24 11,900 SH DEFINED 1 11,900
RAIT INVT TR COM 74922710 8,581 348,114 SH DEFINED 1,2,5 348,114
RALCORP HLDGS INC NE COM 75102810 16,265 462,075 SH DEFINED 1,2,5 462,075
RAMBUS INC DEL COM 75091710 15,434 870,491 SH DEFINED 1,2,5 870,491
RAMCO-GERSHENSON PPT COM SH BEN 75145220 7,328 302,454 SH DEFINED 1,2,3 302,454
RAMTRON INTL CORP COM NEW 75190730 78 17,140 SH DEFINED 1 17,140
RANGE RES CORP COM 75281A10 13,306 911,379 SH DEFINED 1,2 911,379
RANK GROUP PLC SPONSORED 75303710 193 18,080 SH DEFINED 1 18,080
RARE HOSPITALITY INT COM 75382010 13,480 541,369 SH DEFINED 1,2,5 541,369
RAVEN INDS INC COM 75421210 4,108 115,616 SH DEFINED 1,2 115,616
RAYMOND JAMES FINANC COM 75473010 25,154 951,011 SH DEFINED 1,2,5,9 951,011
RAYONIER INC COM 75490710 76,373 1,718,167 SH DEFINED 1,2,5,9 1,718,167
RAYOVAC CORP COM 75508110 18,889 672,199 SH DEFINED 1,2 672,199
RAYTECH CORP DEL COM 75510310 71 42,300 SH DEFINED 1 42,300
RAYTHEON CO COM NEW 75511150 587,062 16,412,131 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 16,412,131
RC2 CORP COM 74938810 8,600 242,267 SH DEFINED 1,2 242,267
RCM TECHNOLOGIES INC COM NEW 74936040 170 26,500 SH DEFINED 1 26,500
READERS DIGEST ASSN COM 75526710 34,374 2,149,728 SH DEFINED 1,2,5,9 2,149,728
READING INTERNATIONA CL A 75540810 1,781 204,766 SH DEFINED 1,2 204,766
REALNETWORKS INC COM 75605L10 11,590 1,694,378 SH DEFINED 1,2,5 1,694,378
REALTY INCOME CORP COM 75610910 28,892 692,355 SH DEFINED 1,2,5 692,355
RECKSON ASSOCS RLTY COM 75621K10 28,892 1,052,166 SH DEFINED 1,2,3,5 1,052,166
RED HAT INC COM 75657710 36,836 1,603,676 SH DEFINED 1,2,5 1,603,676
RED ROBIN GOURMET BU COM 75689M10 4,595 167,898 SH DEFINED 1,2 167,898
REDBACK NETWORKS INC COM NEW 75720950 5,369 837,576 SH DEFINED 1,2,5 837,576
REDWOOD TR INC COM 75807540 18,720 336,207 SH DEFINED 1,2,5 336,207
REEBOK INTL LTD COM 75811010 50,741 1,410,262 SH DEFINED 1,2,5,6,9,10 1,410,262
REED ELSEVIER N V SPONSORED 75820410 3,329 117,080 SH DEFINED 1 117,080
REED ELSEVIER P L C SPONSORED 75820510 16,240 412,713 SH DEFINED 1 412,713
REGAL BELOIT CORP COM 75875010 9,000 404,306 SH DEFINED 1,2,5 404,306
REGAL ENTMT GROUP CL A 75876610 7,052 389,625 SH DEFINED 1,2,5 389,625
REGENCY CTRS CORP COM 75884910 42,445 989,400 SH DEFINED 1,2,3,5 989,400
REGENERATION TECH IN COM 75886N10 4,057 378,078 SH DEFINED 1,2 378,078
REGENERON PHARMACEUT COM 75886F10 7,013 666,004 SH DEFINED 1,2,5 666,004
REGENT COMMUNICATION COM 75886510 3,919 633,077 SH DEFINED 1,2 633,077
REGIONS FINL CORP COM 75894010 246,361 6,740,392 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,740,392
REGIS CORP MINN COM 75893210 27,439 615,359 SH DEFINED 1,2,5,9 615,359
REGISTER COM INC COM 75914G10 394 66,024 SH DEFINED 1,2 66,024
REHABCARE GROUP INC COM 75914810 9,487 356,234 SH DEFINED 1,2,5 356,234
REINSURANCE GROUP AM COM 75935110 11,336 278,880 SH DEFINED 1,2,5 278,880
Page Total 2,305,840
54 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
RELIABILITY INC COM 75990310 67 61,800 SH DEFINED 1 61,800
RELIANCE STEEL & ALU COM 75950910 26,493 657,061 SH DEFINED 1,2,5,7 657,061
RELIANT ENERGY INC COM 75952B10 72,649 6,708,127 SH DEFINED 1,2,5 6,708,127
RELIV INTL INC COM 75952R10 199 21,125 SH DEFINED 1 21,125
REMEC INC COM 75954310 6,352 1,005,030 SH DEFINED 1,2 1,005,030
REMINGTON OIL & GAS COM 75959430 8,520 361,012 SH DEFINED 1,2 361,012
RENAISSANCE LEARNING COM 75968L10 4,659 207,792 SH DEFINED 1,2 207,792
RENAISSANCE RE HLDGS COM G7496G10 9,437 174,923 SH DEFINED 1,5,7,8,9,10,12,
13,14 174,923
RENAL CARE GROUP INC COM 75993010 31,618 954,362 SH DEFINED 1,2,5,9 954,362
RENOVIS INC COM 75988510 573 62,505 SH DEFINED 1,2 62,505
RENT A CTR INC NEW COM 76009N10 59,538 1,989,252 SH DEFINED 1,2,5,9 1,989,252
RENT WAY INC COM 76009U10 3,648 405,321 SH DEFINED 1,2,5 405,321
RENTRAK CORP COM 76017410 149 15,800 SH DEFINED 1 15,800
REPLIGEN CORP COM 75991610 75 30,390 SH DEFINED 1 30,390
REPSOL YPF S A SPONSORED 76026T20 1,033 47,243 SH DEFINED 1 47,243
REPUBLIC AWYS HLDGS COM 76027610 251 17,600 SH DEFINED 1 17,600
REPUBLIC BANCORP INC COM 76028210 14,534 1,045,615 SH DEFINED 1,2,5 1,045,615
REPUBLIC BANCORP KY CL A 76028120 3,112 154,119 SH DEFINED 1,2 154,119
REPUBLIC FIRST BANCO COM 76041610 136 10,500 SH DEFINED 1 10,500
REPUBLIC SVCS INC COM 76075910 91,127 3,148,809 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,148,809
RES-CARE INC COM 76094310 2,806 220,972 SH DEFINED 1,2 220,972
RESEARCH FRONTIERS I COM 76091110 78 10,970 SH DEFINED 1 10,970
RESEARCH IN MOTION L COM 76097510 1,172 17,128 SH DEFINED 1,5 17,128
RESMED INC COM 76115210 19,859 389,696 SH DEFINED 1,2,5 389,696
RESOURCE AMERICA INC CL A 76119520 5,662 239,929 SH DEFINED 1,2,5 239,929
RESOURCES CONNECTION COM 76122Q10 12,837 328,232 SH DEFINED 1,2 328,232
RESPIRONICS INC COM 76123010 28,215 480,256 SH DEFINED 1,2,5 480,256
RESTORATION HARDWARE COM 76098110 2,531 346,261 SH DEFINED 1,2,5 346,261
RETAIL VENTURES INC COM 76128Y10 1,376 177,723 SH DEFINED 1,2 177,723
RETALIX LTD ORD M8215W10 626 30,900 SH DEFINED 1,2 30,900
RETEK INC COM 76128Q10 6,725 1,095,341 SH DEFINED 1,2,5,9 1,095,341
RETRACTABLE TECHNOLO COM 76129W10 117 18,900 SH DEFINED 1 18,900
REUTERS GROUP PLC SPONSORED 76132M10 459 11,266 SH DEFINED 1 11,266
REVLON INC CL A 76152550 5,890 1,996,764 SH DEFINED 1,2 1,996,764
REWARDS NETWORK INC COM 76155710 2,980 331,079 SH DEFINED 1,2 331,079
REX STORES CORP COM 76162410 130 10,589 SH DEFINED 1 10,589
REXHALL INDS INC COM 76168410 35 17,500 SH DEFINED 1 17,500
REYNOLDS & REYNOLDS CL A 76169510 21,028 909,101 SH DEFINED 1,2,5,9 909,101
REYNOLDS R J TOB HLD COM 76182K10 123,448 1,826,420 SH DEFINED 1,2,5,6,10 1,826,420
RF MICRODEVICES INC COM 74994110 26,539 3,538,530 SH DEFINED 1,2,5,9 3,538,530
RIGEL PHARMACEUTICAL COM NEW 76655960 1,989 139,943 SH DEFINED 1,2 139,943
RIGGS NATL CORP WASH COM 76657010 6,331 299,786 SH DEFINED 1,2 299,786
RIMAGE CORP COM 76672110 186 12,400 SH DEFINED 1 12,400
RIO TINTO PLC SPONSORED 76720410 1,211 12,350 SH DEFINED 1 12,350
RITE AID CORP COM 76775410 22,523 4,314,747 SH DEFINED 1,2,5 4,314,747
RIVIANA FOODS INC COM 76953610 2,539 97,030 SH DEFINED 1,2 97,030
RIVIERA TOOL CO COM 76964810 39 10,694 SH DEFINED 1 10,694
RLI CORP COM 74960710 92,929 2,546,004 SH DEFINED 1,2 2,546,004
ROANOKE ELEC STL COR COM 76984110 188 13,850 SH DEFINED 1 13,850
ROBBINS & MYERS INC COM 77019610 4,481 199,608 SH DEFINED 1,2 199,608
ROBERT HALF INTL INC COM 77032310 140,165 4,708,252 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,708,252
ROCK OF AGES CORP CL A 77263210 94 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 9,048 533,785 SH DEFINED 1,2 533,785
ROCKWELL AUTOMATION COM 77390310 233,198 6,216,945 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,216,945
ROCKWELL COLLINS INC COM 77434110 192,314 5,771,732 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,771,732
ROFIN SINAR TECHNOLO COM 77504310 5,814 229,001 SH DEFINED 1,2,5 229,001
Page Total 1,309,731
55 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
ROGERS COMMUNICATION CL B 77510920 333 18,345 SH DEFINED 1 18,345
ROGERS CORP COM 77513310 19,329 276,518 SH DEFINED 1,2 276,518
ROHM & HAAS CO COM 77537110 267,984 6,445,021 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,445,021
ROLLINS INC COM 77571110 11,351 493,304 SH DEFINED 1,2,9 493,304
ROPER INDS INC NEW COM 77669610 29,202 513,212 SH DEFINED 1,2,5 513,212
ROSS STORES INC COM 77829610 73,424 2,743,779 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,743,779
ROSTELECOM OPEN JT S SPONSORED 77852910 562 43,463 SH DEFINED 1,2,7 43,463
ROUSE CO COM 77927310 96,179 2,024,813 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 2,024,813
ROWAN COS INC COM 77938210 80,233 3,297,698 SH DEFINED 1,2,5,6,9,10 3,297,698
ROWE COS COM 77952810 189 34,300 SH DEFINED 1 34,300
ROXIO INC COM 78000810 82 16,668 SH DEFINED 1 16,668
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 103 13,302 SH DEFINED 1 13,302
ROYAL BANCSHARES PA CL A 78008110 1,692 68,222 SH DEFINED 1,2 68,222
ROYAL BK CDA MONTREA COM 78008710 3,477 78,438 SH DEFINED 1,5 78,438
ROYAL CARIBBEAN CRUI COM V7780T10 11,212 258,273 SH DEFINED 1,5,7,8 258,273
ROYAL DUTCH PETE CO NY REG EUR 78025780 10,757 208,192 SH DEFINED 1,2 208,192
ROYAL GOLD INC COM 78028710 4,300 303,423 SH DEFINED 1,2,5 303,423
ROYAL GROUP TECHNOLO SUB VTG SH 77991510 101 11,237 SH DEFINED 1 11,237
RPC INC COM 74966010 4,655 294,830 SH DEFINED 1,2,5 294,830
RPM INTL INC COM 74968510 23,510 1,546,704 SH DEFINED 1,2,5,9 1,546,704
RSA SEC INC COM 74971910 37,788 1,846,002 SH DEFINED 1,2,5,9 1,846,002
RTI INTL METALS INC COM 74973W10 5,263 329,994 SH DEFINED 1,2 329,994
RUBY TUESDAY INC COM 78118210 25,712 936,673 SH DEFINED 1,2,5,9 936,673
RUDDICK CORP COM 78125810 19,237 856,867 SH DEFINED 1,2,5,9 856,867
RUDOLPH TECHNOLOGIES COM 78127010 3,514 193,184 SH DEFINED 1,2,5 193,184
RURAL / METRO CORP COM 78174810 20 13,195 SH DEFINED 1 13,195
RURAL CELLULAR CORP CL A 78190410 103 11,642 SH DEFINED 1 11,642
RUSH ENTERPISES INC CL B 78184630 421 32,500 SH DEFINED 1 32,500
RUSS BERRIE & CO COM 78223310 3,162 162,750 SH DEFINED 1,2 162,750
RUSSELL CORP COM 78235210 8,886 494,779 SH DEFINED 1,2 494,779
RYANAIR HLDGS PLC SPONSORED 78351310 6,833 208,453 SH DEFINED 1,2,5,7 208,453
RYANS RESTAURANT GRO COM 78352010 11,135 704,732 SH DEFINED 1,2,5 704,732
RYDER SYS INC COM 78354910 69,959 1,745,930 SH DEFINED 1,2,5,6,9,10 1,745,930
RYERSON TULL INC NEW COM 78375P10 5,912 372,273 SH DEFINED 1,2 372,273
RYLAND GROUP INC COM 78376410 31,215 399,170 SH DEFINED 1,2,5,9 399,170
S & T BANCORP INC COM 78385910 12,592 393,749 SH DEFINED 1,2,5 393,749
S L INDS INC COM 78441310 129 11,700 SH DEFINED 1 11,700
S Y BANCORP INC COM 78506010 4,111 175,626 SH DEFINED 1,2 175,626
S1 CORPORATION COM 78463B10 11,102 1,116,929 SH DEFINED 1,2,5 1,116,929
SABA SOFTWARE INC COM NEW 78493260 39 10,482 SH DEFINED 1 10,482
SABRE HLDGS CORP CL A 78590510 115,639 4,173,187 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,173,187
SAFECO CORP COM 78642910 165,834 3,768,953 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,768,953
SAFEGUARD SCIENTIFIC COM 78644910 4,435 1,928,449 SH DEFINED 1,2,5 1,928,449
SAFENET INC COM 78645R10 9,452 341,485 SH DEFINED 1,2 341,485
SAFETY INS GROUP INC COM 78648T10 3,226 150,591 SH DEFINED 1,2 150,591
SAFEWAY INC COM NEW 78651420 315,970 12,469,211 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,469,211
SAFLINK CORP COM NEW 78657830 70 29,748 SH DEFINED 1 29,748
SAGA COMMUNICATIONS CL A 78659810 4,250 232,853 SH DEFINED 1,2 232,853
SAKS INC COM 79377W10 75,721 5,048,039 SH DEFINED 1,2,5,9,10,12,14 5,048,039
SALEM COMMUNICATIONS CL A 79409310 4,079 150,338 SH DEFINED 1,2 150,338
SALIX PHARMACEUTICAL COM 79543510 11,750 356,599 SH DEFINED 1,2,5 356,599
SALTON INC COM 79575710 106 19,844 SH DEFINED 1,5 19,844
SAN PAOLO-IMI S P A SPONSORED 79917510 10,991 451,013 SH DEFINED 1,2 451,013
SANDERS MORRIS HARRI COM 80000Q10 2,198 150,144 SH DEFINED 1,2 150,144
SANDERSON FARMS INC COM 80001310 19,964 372,321 SH DEFINED 1,2 372,321
SANDISK CORP COM 80004C10 56,436 2,601,942 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,601,942
Page Total 1,695,927
56 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SANDS REGENT COM 80009110 175 21,300 SH DEFINED 1 21,300
SANDY SPRING BANCORP COM 80036310 8,135 234,115 SH DEFINED 1,2 234,115
SANFILIPPO JOHN B & COM 80042210 2,779 103,996 SH DEFINED 1,2 103,996
SANGAMO BIOSCIENCES COM 80067710 114 19,037 SH DEFINED 1 19,037
SANMINA SCI CORP COM 80090710 205,182 22,547,446 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,547,446
SANOFI-SYNTHELABO SPONSORED 80105N10 17,781 555,816 SH DEFINED 1,2 555,816
SANTANDER BANCORP COM 80280910 2,843 115,015 SH DEFINED 1,2 115,015
SANTARUS INC COM 80281730 579 39,226 SH DEFINED 1,2 39,226
SANYO ELEC LTD ADR 5 COM 80303830 207 9,960 SH DEFINED 1 9,960
SAP AKTIENGESELLSCHA SPONSORED 80305420 40,383 965,858 SH DEFINED 1,2 965,858
SAPIENT CORP COM 80306210 8,184 1,361,786 SH DEFINED 1,2,5 1,361,786
SARA LEE CORP COM 80311110 564,300 24,545,456 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 24,545,456
SATCON TECHNOLOGY CO COM 80389310 36 14,001 SH DEFINED 1 14,001
SAUER-DANFOSS INC COM 80413710 2,992 175,252 SH DEFINED 1,2 175,252
SAUL CTRS INC COM 80439510 9,166 285,444 SH DEFINED 1,2,3,5 285,444
SAVIENT PHARMACEUTIC COM 80517Q10 243 98,163 SH DEFINED 1,2,5 98,163
SAVVIS COMMUNICATION COM 80542310 83 60,300 SH DEFINED 1 60,300
SAXON CAPITAL INC COM 80556P30 10,072 441,153 SH DEFINED 1,2 441,153
SBA COMMUNICATIONS C COM 78388J10 3,114 699,783 SH DEFINED 1,2 699,783
SBC COMMUNICATIONS I COM 78387G10 2,574,278 106,155,783 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 106,155,783
SBS TECHNOLOGIES INC COM 78387P10 4,601 286,306 SH DEFINED 1,2 286,306
SCANA CORP NEW COM 80589M10 105,307 2,895,446 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,895,446
SCANSOFT INC COM 80603P10 6,257 1,263,948 SH DEFINED 1,2,5 1,263,948
SCANSOURCE INC COM 80603710 11,900 200,267 SH DEFINED 1,2 200,267
SCBT FINANCIAL CORP COM 78401V10 3,414 113,231 SH DEFINED 1,2,5 113,231
SCHAWK INC CL A 80637310 1,458 104,349 SH DEFINED 1,2 104,349
SCHEIB EARL INC COM 80639810 38 12,100 SH DEFINED 1 12,100
SCHEIN HENRY INC COM 80640710 44,173 699,601 SH DEFINED 1,2,5,9 699,601
SCHERING A G SPONSORED 80658520 609 10,292 SH DEFINED 1 10,292
SCHERING PLOUGH CORP COM 80660510 674,692 36,509,293 SH DEFINED 1,2,5,6,7,9,10,13 36,509,293
SCHLUMBERGER LTD COM 80685710 853,313 13,435,877 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,435,877
SCHNITZER STL INDS CL A 80688210 8,780 258,537 SH DEFINED 1,2,5 258,537
SCHOLASTIC CORP COM 80706610 18,513 618,116 SH DEFINED 1,2,5,9 618,116
SCHOOL SPECIALTY INC COM 80786310 15,094 415,692 SH DEFINED 1,2,5 415,692
SCHULMAN A INC COM 80819410 12,367 575,475 SH DEFINED 1,2 575,475
SCHWAB CHARLES CORP COM 80851310 334,137 34,769,735 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 34,769,735
SCHWEITZER-MAUDUIT I COM 80854110 6,466 211,100 SH DEFINED 1,2 211,100
SCICLONE PHARMACEUTI COM 80862K10 4,174 823,304 SH DEFINED 1,2 823,304
SCIENTIFIC ATLANTA I COM 80865510 253,343 7,343,286 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,343,286
SCIENTIFIC GAMES COR CL A 80874P10 19,218 1,004,097 SH DEFINED 1,2,5 1,004,097
SCM MICROSYSTEMS INC COM 78401810 82 12,565 SH DEFINED 1 12,565
SCO GROUP INC COM 78403A10 111 19,017 SH DEFINED 1 19,017
SCOTTISH PWR PLC SPON ADR F 81013T70 213,655 7,240,079 SH DEFINED 1 7,240,079
SCOTTS CO CL A 81018610 21,693 339,586 SH DEFINED 1,2,5,9 339,586
SCP POOL CORP COM 78402810 27,225 605,006 SH DEFINED 1,2,5 605,006
SCPIE HLDGS INC COM 78402P10 152 16,651 SH DEFINED 1,5 16,651
SCRIPPS E W CO OHIO CL A 81105420 43,018 409,697 SH DEFINED 1,2,5,7 409,697
SCS TRANSN INC COM 81111T10 6,304 238,885 SH DEFINED 1,2,5 238,885
SEA CONTAINERS LTD CL A 81137170 298 17,000 SH DEFINED 1,5 17,000
SEABOARD CORP COM 81154310 2,974 5,972 SH DEFINED 1,2 5,972
SEABULK INTL INC COM 81169P10 1,484 179,707 SH DEFINED 1,2 179,707
SEACHANGE INTL INC COM 81169910 11,441 677,785 SH DEFINED 1,2,5 677,785
SEACOAST BKG CORP FL COM 81170730 3,848 183,854 SH DEFINED 1,2 183,854
SEACOAST FINL SVCS C COM 81170Q10 15,276 441,509 SH DEFINED 1,2 441,509
SEACOR HOLDINGS INC COM 81190410 12,691 288,902 SH DEFINED 1,2,5 288,902
SEAGATE TECHNOLOGY SHS G7945J10 2,317 160,554 SH DEFINED 1,2,5 160,554
Page Total 6,191,066
57 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SEALED AIR CORP NEW COM 81211K10 178,986 3,359,979 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,359,979
SEARS ROEBUCK & CO COM 81238710 887,287 23,498,071 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 23,498,071
SEATTLE GENETICS INC COM 81257810 3,042 432,728 SH DEFINED 1,2 432,728
SECOND BANCORP INC COM 81311410 4,171 133,210 SH DEFINED 1,2,5 133,210
SECURE COMPUTING COR COM 81370510 7,640 655,786 SH DEFINED 1,2,5 655,786
SECURITY BANK CORP COM 81404710 1,710 49,431 SH DEFINED 1,2 49,431
SEEBEYOND TECHNOLOGI COM 81570410 3,275 868,614 SH DEFINED 1,2,5 868,614
SEI INVESTMENTS CO COM 78411710 50,344 1,733,613 SH DEFINED 1,2,5,9 1,733,613
SELAS CORP AMER COM 81611910 100 33,400 SH DEFINED 1 33,400
SELECT COMFORT CORP COM 81616X10 23,371 822,926 SH DEFINED 1,2,5 822,926
SELECT MEDICAL CORP COM 81619610 18,807 1,401,407 SH DEFINED 1,2,5 1,401,407
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 489 15,986 SH DEFINED 5 15,986
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 361 11,464 SH DEFINED 5 11,464
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 470 19,770 SH DEFINED 5 19,770
SELECTICA INC COM 81628810 126 26,548 SH DEFINED 1 26,548
SELECTIVE INS GROUP COM 81630010 25,227 632,584 SH DEFINED 1,2,5 632,584
SEMCO ENERGY INC COM 78412D10 1,212 208,319 SH DEFINED 1,5 208,319
SEMICONDUCTOR MFG IN SPONSORED 81663N20 2,489 232,000 SH DEFINED 1 232,000
SEMITOOL INC COM 81690910 3,155 278,731 SH DEFINED 1,2,5 278,731
SEMPRA ENERGY COM 81685110 277,901 8,071,466 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,071,466
SEMTECH CORP COM 81685010 28,039 1,191,135 SH DEFINED 1,2,5,9 1,191,135
SENIOR HSG PPTYS TR SH BEN INT 81721M10 13,576 808,579 SH DEFINED 1,2 808,579
SENSIENT TECHNOLOGIE COM 81725T10 22,654 1,054,657 SH DEFINED 1,2,5,9 1,054,657
SEPRACOR INC COM 81731510 59,801 1,130,447 SH DEFINED 1,2,5,9 1,130,447
SEQUA CORPORATION CL A 81732010 7,295 124,771 SH DEFINED 1,2,9 124,771
SEQUENOM INC COM 81733710 48 32,670 SH DEFINED 1 32,670
SERENA SOFTWARE INC COM 81749210 9,157 479,701 SH DEFINED 1,2,5 479,701
SEROLOGICALS CORP COM 81752310 9,645 482,500 SH DEFINED 1,2 482,500
SERVICE CORP INTL COM 81756510 22,098 2,998,324 SH DEFINED 1,2,5 2,998,324
SERVICEMASTER CO COM 81760N10 57,482 4,665,734 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 4,665,734
SFBC INTL INC COM 78412110 5,192 165,723 SH DEFINED 1,2 165,723
SHARPER IMAGE CORP COM 82001310 6,513 207,498 SH DEFINED 1,2 207,498
SHAW COMMUNICATIONS CL B CONV 82028K20 680 40,477 SH DEFINED 1,5,7 40,477
SHAW GROUP INC COM 82028010 10,261 1,012,938 SH DEFINED 1,2,5 1,012,938
SHELL TRANS & TRADIN ADR NY SHS 82270360 3,684 82,412 SH DEFINED 1 82,412
SHENANDOAH TELECOMMU COM 82312B10 3,275 122,507 SH DEFINED 1,2 122,507
SHERWIN WILLIAMS CO COM 82434810 300,982 7,243,853 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,243,853
SHIP FINANCE INTERNA SHS G8107510 518 34,662 SH DEFINED 1,2,5,7,8,10,
13,14 34,662
SHOE CARNIVAL INC COM 82488910 3,243 216,040 SH DEFINED 1,2,5 216,040
SHOE PAVILION INC COM 82489410 36 14,200 SH DEFINED 1 14,200
SHOPKO STORES INC COM 82491110 9,531 674,058 SH DEFINED 1,2 674,058
SHUFFLE MASTER INC COM 82554910 15,798 435,093 SH DEFINED 1,2 435,093
SHURGARD STORAGE CTR COM 82567D10 26,860 718,175 SH DEFINED 1,2,3,5 718,175
SI INTL INC COM 78427V10 925 45,365 SH DEFINED 1,2 45,365
SIEBEL SYS INC COM 82617010 140,445 13,138,020 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,138,020
SIEMENS A G SPONSORED 82619750 12,042 166,046 SH DEFINED 1,2 166,046
SIERRA HEALTH SVCS I COM 82632210 35,543 795,156 SH DEFINED 1,2,5 795,156
SIERRA PAC RES NEW COM 82642810 18,243 2,366,172 SH DEFINED 1,2,5,9 2,366,172
SIFCO INDS INC COM 82654610 49 13,380 SH DEFINED 1 13,380
SIGMA ALDRICH CORP COM 82655210 138,462 2,322,796 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,322,796
SIGMA DESIGNS INC COM 82656510 161 20,200 SH DEFINED 1 20,200
SIGMATEL INC COM 82661W10 10,260 353,061 SH DEFINED 1,2 353,061
SIGNATURE BK NEW YOR COM 82669G10 673 28,337 SH DEFINED 1,2 28,337
SILGAN HOLDINGS INC COM 82704810 11,640 288,761 SH DEFINED 1,2 288,761
SILICON GRAPHICS INC COM 82705610 8,646 3,930,201 SH DEFINED 1,2 3,930,201
SILICON IMAGE INC COM 82705T10 15,559 1,186,783 SH DEFINED 1,2,5 1,186,783
Page Total 2,499,181
58 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SILICON LABORATORIES COM 82691910 24,755 534,083 SH DEFINED 1,2,5,9 534,083
SILICON STORAGE TECH COM 82705710 13,625 1,322,833 SH DEFINED 1,2,5 1,322,833
SILICON VY BANCSHARE COM 82706410 36,673 924,928 SH DEFINED 1,2,5,9 924,928
SILICONIX INC COM NEW 82707920 6,424 129,459 SH DEFINED 1,2 129,459
SILICONWARE PRECISIO SPONSD ADR 82708486 64 15,775 SH DEFINED 1 15,775
SIMMONS 1ST NATL COR CL A $1 PA 82873020 6,062 232,880 SH DEFINED 1,2 232,880
SIMON PPTY GROUP INC COM 82880610 347,552 6,759,086 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,14 6,759,086
SIMPLETECH INC COM 82882310 530 155,740 SH DEFINED 1,2 155,740
SIMPSON MANUFACTURIN COM 82907310 19,707 351,160 SH DEFINED 1,2,5 351,160
SINCLAIR BROADCAST G CL A 82922610 6,969 678,530 SH DEFINED 1,2 678,530
SINOPEC SHANGHAI PET SPON ADR H 82935M10 209 6,291 SH DEFINED 1 6,291
SIPEX CORP COM 82990910 2,014 353,922 SH DEFINED 1,2 353,922
SIRENZA MICRODEVICES COM 82966T10 112 26,632 SH DEFINED 1 26,632
SIRF TECHNOLOGY HLDG COM 82967H10 1,426 109,100 SH DEFINED 1 109,100
SIRIUS SATELLITE RAD COM 82966U10 35,680 11,584,274 SH DEFINED 1,2,5 11,584,274
SIRNA THERAPEUTICS I COM 82966910 124 42,011 SH DEFINED 1 42,011
SIRVA INC COM 82967Y10 4,722 205,300 SH DEFINED 1,2 205,300
SITEL CORP COM 82980K10 3,003 711,539 SH DEFINED 1,2 711,539
SIX FLAGS INC COM 83001P10 12,925 1,780,360 SH DEFINED 1,2,5,9 1,780,360
SIZELER PPTY INVS IN COM 83013710 396 43,000 SH DEFINED 1,2,5 43,000
SJW CORP COM 78430510 3,556 104,580 SH DEFINED 1,2 104,580
SK TELECOM LTD SPONSORED 78440P10 12,869 613,090 SH DEFINED 1,2,4 613,090
SKECHERS U S A INC CL A 83056610 3,854 296,497 SH DEFINED 1,2 296,497
SKY FINL GROUP INC COM 83080P10 23,034 931,426 SH DEFINED 1,2,5 931,426
SKYLINE CORP COM 83083010 4,059 99,849 SH DEFINED 1,2 99,849
SKYWEST INC COM 83087910 15,974 917,500 SH DEFINED 1,2,5 917,500
SKYWORKS SOLUTIONS I COM 83088M10 20,167 2,310,104 SH DEFINED 1,2,5 2,310,104
SL GREEN RLTY CORP COM 78440X10 36,108 771,528 SH DEFINED 1,2,3,5 771,528
SLM CORP COM 78442P10 504,637 12,475,580 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,475,580
SM&A COM 78465D10 203 23,531 SH DEFINED 1 23,531
SMART & FINAL INC COM 83168310 2,580 214,630 SH DEFINED 1,2 214,630
SMITH & NEPHEW PLC SPDN ADR N 83175M20 3,868 69,985 SH DEFINED 1 69,985
SMITH A O COM 83186520 9,139 287,493 SH DEFINED 1,2 287,493
SMITH INTL INC COM 83211010 116,108 2,082,274 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,082,274
SMITH MICRO SOFTWARE COM 83215410 31 16,068 SH DEFINED 1 16,068
SMITHFIELD FOODS INC COM 83224810 35,728 1,215,241 SH DEFINED 1,2,5,9 1,215,241
SMITHTOWN BANCORP IN COM 83244910 2,536 62,342 SH DEFINED 1,2 62,342
SMUCKER J M CO COM NEW 83269640 33,959 739,676 SH DEFINED 1,2,5,6,9 739,676
SMURFIT-STONE CONTAI COM 83272710 64,392 3,227,681 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 3,227,681
SNAP ON INC COM 83303410 47,587 1,418,382 SH DEFINED 1,2,5,6,9,10 1,418,382
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 212 5,177 SH DEFINED 1,2,7 5,177
SOCKET COMMUNICATION COM 83367210 44 15,400 SH DEFINED 1 15,400
SOHU COM INC COM 83408W10 5,744 288,931 SH DEFINED 1,2 288,931
SOLA INTL INC COM 83409210 8,059 467,721 SH DEFINED 1,2 467,721
SOLECTRON CORP COM 83418210 161,488 24,959,447 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 24,959,447
SOMERA COMMUNICATION COM 83445810 69 42,653 SH DEFINED 1 42,653
SONIC AUTOMOTIVE INC CL A 83545G10 9,574 432,251 SH DEFINED 1,2,5 432,251
SONIC CORP COM 83545110 23,589 1,036,879 SH DEFINED 1,2,5 1,036,879
SONIC INNOVATIONS IN COM 83545M10 458 80,709 SH DEFINED 1,2 80,709
SONIC SOLUTIONS COM 83546010 5,197 244,575 SH DEFINED 1,2 244,575
SONICWALL INC COM 83547010 8,477 985,732 SH DEFINED 1,2,5 985,732
SONOCO PRODS CO COM 83549510 113,068 4,434,053 SH DEFINED 1,2,5,6,9 4,434,053
SONOSITE INC COM 83568G10 5,627 234,537 SH DEFINED 1,2 234,537
SONUS NETWORKS INC COM 83591610 16,124 3,373,266 SH DEFINED 1,2,5 3,373,266
SONY CORP ADR NEW 83569930 1,339 35,188 SH DEFINED 1 35,188
SOTHEBYS HLDGS INC CL A 83589810 15,423 966,363 SH DEFINED 1,2,9 966,363
Page Total 1,837,849
59 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
selva
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SOUND FED BANCORP IN COM 83607V10 163 12,128 SH DEFINED 1,5 12,128
SOURCE INTERLINK COS COM NEW 83615120 2,616 235,292 SH DEFINED 1,2 235,292
SOURCECORP COM 83616710 9,427 342,541 SH DEFINED 1,2,5 342,541
SOUTH FINL GROUP INC COM 83784110 16,561 583,744 SH DEFINED 1,2,5 583,744
SOUTH JERSEY INDS IN COM 83851810 13,073 297,122 SH DEFINED 1,2 297,122
SOUTHERN CMNTY FINL COM 84263210 1,662 159,840 SH DEFINED 1,2 159,840
SOUTHERN CO COM 84258710 753,562 25,851,190 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 25,851,190
SOUTHERN PERU COPPER COM 84361110 6,603 159,772 SH DEFINED 1,2,5,7 159,772
SOUTHERN UN CO NEW COM 84403010 20,143 955,557 SH DEFINED 1,2,5 955,557
SOUTHSIDE BANCSHARES COM 84470P10 2,945 140,228 SH DEFINED 1,2 140,228
SOUTHTRUST CORP COM 84473010 348,786 8,987,021 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,987,021
SOUTHWEST AIRLS CO COM 84474110 1,526,070 91,000,001 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 91,000,001
SOUTHWEST BANCORP IN COM 84476710 4,749 260,204 SH DEFINED 1,2 260,204
SOUTHWEST BANCORPORA COM 84476R10 25,063 568,072 SH DEFINED 1,2,5 568,072
SOUTHWEST GAS CORP COM 84489510 13,876 575,043 SH DEFINED 1,2,5 575,043
SOUTHWEST WTR CO COM 84533110 2,508 200,300 SH DEFINED 1,2 200,300
SOUTHWESTERN ENERGY COM 84546710 20,566 717,343 SH DEFINED 1,2 717,343
SOVEREIGN BANCORP IN COM 84590510 152,407 6,896,224 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,896,224
SOVRAN SELF STORAGE COM 84610H10 13,082 342,642 SH DEFINED 1,2,3,5 342,642
SPACEHAB INC COM 84624310 202 54,800 SH DEFINED 1,2 54,800
SPANISH BROADCASTING CL A 84642588 5,106 547,270 SH DEFINED 1,2 547,270
SPARTAN STORES INC COM 84682210 46 13,600 SH DEFINED 1 13,600
SPARTECH CORP COM NEW 84722020 11,810 455,284 SH DEFINED 1,2 455,284
SPARTON CORP COM 84723510 98 11,055 SH DEFINED 1 11,055
SPATIALIGHT INC COM 84724810 1,665 275,161 SH DEFINED 1 275,161
SPDR TR UNIT SER 1 78462F10 106,212 927,372 SH DEFINED 1,5,6 927,372
SPECIALTY LABORATORI COM 84749R10 978 109,126 SH DEFINED 1,2 109,126
SPECTRALINK CORP COM 84758010 4,714 316,357 SH DEFINED 1,2 316,357
SPECTRANETICS CORP COM 84760C10 170 30,300 SH DEFINED 1 30,300
SPECTRASITE INC COM 84761M10 16,392 379,259 SH DEFINED 1,2 379,259
SPECTRUM CTL INC COM 84761510 115 14,400 SH DEFINED 1 14,400
SPEEDUS CORP COM 84772310 73 30,500 SH DEFINED 1 30,500
SPEEDWAY MOTORSPORTS COM 84778810 8,300 248,219 SH DEFINED 1,2 248,219
SPHERION CORP COM 84842010 10,280 1,013,771 SH DEFINED 1,2,5 1,013,771
SPHERIX INC COM 84842R10 82 15,999 SH DEFINED 1 15,999
SPINNAKER EXPL CO COM 84855W10 15,486 393,238 SH DEFINED 1,2,5 393,238
SPIRE CORP COM 84856510 59 10,200 SH DEFINED 1 10,200
SPORTS AUTH INC NEW COM 84917U10 12,592 350,743 SH DEFINED 1,2 350,743
SPORTS CLUB INC COM 84917P10 17 10,688 SH DEFINED 1 10,688
SPORTS RESORTS INTL COM 84918U10 495 130,310 SH DEFINED 1 130,310
SPORTSLINE COM INC COM 84893410 21 19,280 SH DEFINED 1 19,280
SPORTSMANS GUIDE INC COM NEW 84890720 253 10,800 SH DEFINED 1,2 10,800
SPRINT CORP COM FON GR 85206110 655,971 37,271,084 SH DEFINED 1,2,5,6,7,9,10,13 37,271,084
SPSS INC COM 78462K10 3,830 213,152 SH DEFINED 1,2,5 213,152
SPX CORP COM 78463510 112,228 2,416,626 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,416,626
SRA INTL INC CL A 78464R10 8,127 192,038 SH DEFINED 1,2 192,038
SRS LABS INC COM 78464M10 95 17,300 SH DEFINED 1 17,300
SS&C TECHNOLOGIES IN COM 85227Q10 7,281 389,369 SH DEFINED 1,2 389,369
ST JOE CO COM 79014810 22,232 559,996 SH DEFINED 1,2,5,7 559,996
ST JUDE MED INC COM 79084910 433,750 5,733,639 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,733,639
ST MARY LD & EXPL CO COM 79222810 17,647 495,015 SH DEFINED 1,2,5 495,015
ST PAUL TRAVELERS IN COM 79286010 913,733 22,539,042 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 22,539,042
STAAR SURGICAL CO COM PAR $0 85231230 191 24,489 SH DEFINED 1 24,489
STAGE STORES INC COM NEW 85254C30 12,414 329,625 SH DEFINED 1,2,5 329,625
STAKTEK HLDGS INC COM 85256P10 379 72,246 SH DEFINED 1,2 72,246
STAMPS COM INC COM NEW 85285720 3,088 303,043 SH DEFINED 1,2 303,043
Page Total 5,319,991
60 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
STANCORP FINL GROUP COM 85289110 33,799 504,457 SH DEFINED 1,2,5,9 504,457
STANDARD COML CORP COM 85325810 2,311 128,030 SH DEFINED 1,2,5 128,030
STANDARD MICROSYSTEM COM 85362610 5,750 246,579 SH DEFINED 1,2 246,579
STANDARD MTR PRODS I COM 85366610 2,131 144,652 SH DEFINED 1,2 144,652
STANDARD PAC CORP NE COM 85375C10 15,820 320,901 SH DEFINED 1,2,5 320,901
STANDARD REGISTER CO COM 85388710 2,859 240,258 SH DEFINED 1,2 240,258
STANDEX INTL CORP COM 85423110 5,230 192,282 SH DEFINED 1,2,5 192,282
STANLEY FURNITURE IN COM NEW 85430520 3,608 85,675 SH DEFINED 1,2,5 85,675
STANLEY WKS COM 85461610 171,357 3,759,471 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,759,471
STAPLES INC COM 85503010 498,242 16,941,261 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 16,941,261
STAR SCIENTIFIC INC COM 85517P10 1,410 359,713 SH DEFINED 1,2 359,713
STARBUCKS CORP COM 85524410 481,855 11,079,675 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,079,675
STARTEK INC COM 85569C10 6,811 190,239 SH DEFINED 1,2 190,239
STARWOOD HOTELS&RESO PAIRED CTF 85590A20 340,100 7,583,064 SH DEFINED 1,2,3,5,6,7,8,9,10,
12,13,14 7,583,064
STATE AUTO FINL CORP COM 85570710 7,189 234,023 SH DEFINED 1,2 234,023
STATE BANCORP INC N. COM 85571610 2,983 122,104 SH DEFINED 1,2 122,104
STATE FINL SVCS CORP CL A 85685510 2,542 85,715 SH DEFINED 1,2 85,715
STATE STR CORP COM 85747710 781,005 15,925,879 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 15,925,879
STATION CASINOS INC COM 85768910 33,758 697,480 SH DEFINED 1,2,5 697,480
STEAK N SHAKE CO COM 85787310 7,264 398,678 SH DEFINED 1,2 398,678
STEEL DYNAMICS INC COM 85811910 16,670 582,263 SH DEFINED 1,2 582,263
STEEL TECHNOLOGIES I COM 85814710 2,783 126,023 SH DEFINED 1,2 126,023
STEELCASE INC CL A 85815520 6,304 450,320 SH DEFINED 1,2,5 450,320
STEIN MART INC COM 85837510 7,003 430,682 SH DEFINED 1,2,5 430,682
STEINWAY MUSICAL INS COM ORD 85849510 5,654 161,122 SH DEFINED 1,2 161,122
STELLENT INC COM 85856W10 2,114 247,498 SH DEFINED 1,2,5 247,498
STEMCELLS INC COM 85857R10 23 15,200 SH DEFINED 1 15,200
STEPAN CO COM 85858610 2,437 93,207 SH DEFINED 1,2,5 93,207
STERICYCLE INC COM 85891210 29,085 562,141 SH DEFINED 1,2,5,9 562,141
STERIS CORP COM 85915210 38,597 1,710,874 SH DEFINED 1,2,5,9 1,710,874
STERLING BANCORP COM 85915810 5,940 215,064 SH DEFINED 1,2 215,064
STERLING BANCSHARES COM 85890710 9,460 666,680 SH DEFINED 1,2 666,680
STERLING FINL CORP COM 85931710 8,777 337,183 SH DEFINED 1,2 337,183
STERLING FINL CORP W COM 85931910 11,579 363,311 SH DEFINED 1,2 363,311
STET HELLAS COMMUNIC ADR 85982310 761 45,344 SH DEFINED 1,5 45,344
STEWART & STEVENSON COM 86034210 8,585 479,051 SH DEFINED 1,2 479,051
STEWART ENTERPRISES CL A 86037010 17,392 2,136,573 SH DEFINED 1,2,5 2,136,573
STEWART INFORMATION COM 86037210 11,862 351,272 SH DEFINED 1,2 351,272
STEWART W P & CO LTD COM G8492210 269 13,130 SH DEFINED 1,2,5 13,130
STIFEL FINL CORP COM 86063010 1,363 50,123 SH DEFINED 1,2 50,123
STILLWATER MNG CO COM 86074Q10 10,648 709,387 SH DEFINED 1,2,5 709,387
STMICROELECTRONICS N NY REGISTR 86101210 979 44,470 SH DEFINED 1,2 44,470
STONE ENERGY CORP COM 86164210 18,614 407,477 SH DEFINED 1,2,5 407,477
STONERIDGE INC COM 86183P10 4,628 272,261 SH DEFINED 1,2 272,261
STORA ENSO CORP SPON ADR R 86210M10 471 34,650 SH DEFINED 1 34,650
STORAGE TECHNOLOGY C COM PAR $0 86211120 117,320 4,045,504 SH DEFINED 1,2,5,9,10,12,14 4,045,504
STRATAGENE CORP COM 86269H10 138 16,379 SH DEFINED 1 16,379
STRATASYS INC COM 86268510 3,249 131,218 SH DEFINED 1,2,5 131,218
STRATEGIC DIAGNOSTIC COM 86270010 55 13,100 SH DEFINED 1 13,100
STRATEX NETWORKS INC COM 86279T10 3,981 1,349,573 SH DEFINED 1,2 1,349,573
STRATTEC SEC CORP COM 86311110 5,217 76,245 SH DEFINED 1,2,5 76,245
STRAYER ED INC COM 86323610 23,430 210,004 SH DEFINED 1,2 210,004
STREETTRACKS SER TR DJ LRG CAP 86330E20 2,087 16,553 SH DEFINED 1 16,553
STRIDE RITE CORP COM 86331410 7,073 641,269 SH DEFINED 1,2,5 641,269
STRYKER CORP COM 86366710 566,173 10,294,063 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,294,063
STUDENT LN CORP COM 86390210 6,650 48,719 SH DEFINED 1,2,5 48,719
Page Total 3,363,396
61 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
STURM RUGER & CO INC COM 86415910 4,496 371,223 SH DEFINED 1,2 371,223
SUFFOLK BANCORP COM 86473910 6,175 190,061 SH DEFINED 1,2 190,061
SUMMIT PPTYS INC COM 86623910 16,046 625,826 SH DEFINED 1,2,3,5 625,826
SUMTOTAL SYS INC COM 86661510 82 12,578 SH DEFINED 1 12,578
SUN BANCORP INC COM 86663B10 2,922 137,452 SH DEFINED 1,2 137,452
SUN COMMUNITIES INC COM 86667410 13,841 367,625 SH DEFINED 1,2,3,5 367,625
SUN LIFE FINL INC COM 86679610 609 21,049 SH DEFINED 1,5 21,049
SUN MICROSYSTEMS INC COM 86681010 395,406 91,317,800 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 91,317,800
SUNAIR ELECTRS INC COM 86701710 84 14,900 SH DEFINED 1 14,900
SUNCOR ENERGY INC COM 86722910 1,258 49,103 SH DEFINED 1 49,103
SUNGARD DATA SYS INC COM 86736310 218,523 8,404,745 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,404,745
SUNLINK HEALTH SYSTE COM 86737U10 74 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 261,079 4,103,723 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,103,723
SUNOCO LOGISTICS PRT COM UNITS 86764L10 330 9,200 SH DEFINED 1 9,200
SUNRISE SENIOR LIVIN COM 86768K10 10,763 274,995 SH DEFINED 1,2 274,995
SUNRISE TELECOM INC COM 86769Y10 111 42,217 SH DEFINED 1 42,217
SUNTERRA CORP COM NEW 86787D20 2,720 215,906 SH DEFINED 1,2 215,906
SUNTRON CORP COM 86789P10 163 28,212 SH DEFINED 1,2 28,212
SUNTRUST BKS INC COM 86791410 532,465 8,193,025 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,193,025
SUPERCONDUCTOR TECHN COM 86793110 80 64,880 SH DEFINED 1 64,880
SUPERGEN INC COM 86805910 4,154 643,966 SH DEFINED 1,2,5 643,966
SUPERIOR ENERGY SVCS COM 86815710 8,208 816,694 SH DEFINED 1,2 816,694
SUPERIOR INDS INTL I COM 86816810 17,745 530,485 SH DEFINED 1,2,5,9 530,485
SUPERTEX INC COM 86853210 2,422 148,225 SH DEFINED 1,2 148,225
SUPERVALU INC COM 86853610 164,259 5,366,185 SH DEFINED 1,2,5,6,7,9,10,12,14 5,366,185
SUPPORTSOFT INC COM 86858710 4,287 493,908 SH DEFINED 1,2,5 493,908
SUPREME INDS INC CL A 86860710 125 19,360 SH DEFINED 1 19,360
SUREWEST COMMUNICATI COM 86873310 7,302 231,074 SH DEFINED 1,2,5 231,074
SURMODICS INC COM 86887310 6,194 251,378 SH DEFINED 1,2 251,378
SUSQUEHANNA BANCSHAR COM 86909910 19,180 762,308 SH DEFINED 1,2,5 762,308
SWIFT ENERGY CO COM 87073810 9,830 445,614 SH DEFINED 1,2,5 445,614
SWIFT TRANSN CO COM 87075610 20,674 1,151,755 SH DEFINED 1,2,5,9 1,151,755
SWISSCOM AG SPONSORED 87101310 301 9,053 SH DEFINED 1 9,053
SWS GROUP INC COM 78503N10 4,228 276,327 SH DEFINED 1,2 276,327
SYBASE INC COM 87113010 22,768 1,264,898 SH DEFINED 1,2,5,9 1,264,898
SYBRON DENTAL SPECIA COM 87114210 23,693 793,747 SH DEFINED 1,2,5 793,747
SYCAMORE NETWORKS IN COM 87120610 12,061 2,851,314 SH DEFINED 1,2,5 2,851,314
SYKES ENTERPRISES IN COM 87123710 3,186 419,769 SH DEFINED 1,2 419,769
SYMANTEC CORP COM 87150310 377,396 8,620,287 SH DEFINED 1,2,5,6,7,9,10,13 8,620,287
SYMBION INC DEL COM 87150710 1,121 64,109 SH DEFINED 1,2 64,109
SYMBOL TECHNOLOGIES COM 87150810 92,917 6,303,701 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,303,701
SYMMETRICOM INC COM 87154310 5,978 671,683 SH DEFINED 1,2,5 671,683
SYMS CORP COM 87155110 130 14,000 SH DEFINED 1 14,000
SYMYX TECHNOLOGIES COM 87155S10 9,774 405,236 SH DEFINED 1,2,5 405,236
SYNALLOY CP DEL COM 87156510 179 17,577 SH DEFINED 1 17,577
SYNAPTICS INC COM 87157D10 7,022 363,447 SH DEFINED 1,2,5 363,447
SYNGENTA AG SPONSORED 87160A10 449 26,745 SH DEFINED 1 26,745
SYNNEX CORP COM 87162W10 1,103 70,236 SH DEFINED 1,2 70,236
SYNOPSYS INC COM 87160710 74,812 2,631,455 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,631,455
SYNOVIS LIFE TECHNOL COM 87162G10 183 17,000 SH DEFINED 1,2 17,000
SYNOVUS FINL CORP COM 87161C10 207,230 8,184,440 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,184,440
SYNPLICITY INC COM 87160Y10 131 21,799 SH DEFINED 1 21,799
SYNTEL INC COM 87162H10 1,943 117,429 SH DEFINED 1,2 117,429
SYNTHETECH INC COM 87162E10 17 13,801 SH DEFINED 1 13,801
SYNTROLEUM CORP COM 87163010 2,409 363,929 SH DEFINED 1,2 363,929
SYPRIS SOLUTIONS INC COM 87165510 1,805 94,067 SH DEFINED 1,2 94,067
Page Total 2,582,443
62 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
SYSCO CORP COM 87182910 694,445 19,360,052 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 19,360,052
SYSTEMAX INC COM 87185110 944 140,879 SH DEFINED 1,2 140,879
T-3 ENERGY SRVCS INC COM 87306E10 84 14,100 SH DEFINED 1,2 14,100
TAIWAN GREATER CHINA SH BEN INT 87403710 128 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 49,051 5,902,657 SH DEFINED 1,2,5,7,8,13 5,902,657
TAKE-TWO INTERACTIVE COM 87405410 23,863 778,818 SH DEFINED 1,2,5 778,818
TALBOTS INC COM 87416110 9,791 250,084 SH DEFINED 1,2,5 250,084
TALISMAN ENERGY INC COM 87425E10 933 42,897 SH DEFINED 1 42,897
TALK AMERICA HLDGS I COM NEW 87426R20 7,348 958,009 SH DEFINED 1,2 958,009
TALX CORP COM 87491810 6,299 257,856 SH DEFINED 1,2,5 257,856
TANGER FACTORY OUTLE COM 87546510 14,308 365,924 SH DEFINED 1,2,3,5 365,924
TANOX INC COM 87588Q10 10,683 560,192 SH DEFINED 1,2 560,192
TAPESTRY PHARMACEUTI COM 87603110 31 17,700 SH DEFINED 1 17,700
TARAGON RLTY INVS IN COM 87628710 1,501 101,743 SH DEFINED 1,2,5 101,743
TARGET CORP COM 87612E10 3,634,375 85,575,120 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 85,575,120
TARGETED GENETICS CO COM 87612M10 54 34,214 SH DEFINED 1 34,214
TARO PHARMACEUTICAL ORD M8737E10 330 7,580 SH DEFINED 1,2 7,580
TARRANT APPAREL GROU COM 87628910 15 10,240 SH DEFINED 1 10,240
TASER INTL INC COM 87651B10 15,259 352,974 SH DEFINED 1,2 352,974
TASTY BAKING CO COM 87655330 128 13,592 SH DEFINED 1,5 13,592
TAUBMAN CTRS INC COM 87666410 23,786 1,039,139 SH DEFINED 1,2,3,5 1,039,139
TAYLOR CAP GROUP INC COM 87685110 1,186 54,541 SH DEFINED 1,2 54,541
TBC CORP COM 87218010 6,710 281,928 SH DEFINED 1,2 281,928
TC PIPELINES LP UT COM LTD 87233Q10 677 21,060 SH DEFINED 1,2,5 21,060
TCF FINL CORP COM 87227510 68,734 1,184,046 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,184,046
TDK CORP AMERN DEP 87235140 383 5,001 SH DEFINED 1 5,001
TEAM INC COM 87815510 210 13,000 SH DEFINED 1 13,000
TECH DATA CORP COM 87823710 30,793 786,936 SH DEFINED 1,2,5,9 786,936
TECH OPS SEVCON INC COM 87829310 73 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 34,475 793,446 SH DEFINED 1,2,5 793,446
TECHNICAL OLYMPIC US COM 87848310 2,194 98,469 SH DEFINED 1,2 98,469
TECHNITROL INC COM 87855510 15,907 726,358 SH DEFINED 1,2,5 726,358
TECHNOLOGY RESH CORP COM NEW 87872730 146 11,800 SH DEFINED 1 11,800
TECHNOLOGY SOLUTIONS COM 87872T10 29 26,749 SH DEFINED 1 26,749
TECO ENERGY INC COM 87237510 63,682 5,311,268 SH DEFINED 1,2,5,6,7,9,10 5,311,268
TECUMSEH PRODS CO CL A 87889520 15,370 373,158 SH DEFINED 1,2,5,9 373,158
TEEKAY SHIPPING MARS COM Y8564W10 1,581 42,300 SH DEFINED 1,2,5 42,300
TEGAL CORP COM 87900810 21 11,400 SH DEFINED 1 11,400
TEJON RANCH CO DEL COM 87908010 4,219 121,245 SH DEFINED 1,2 121,245
TEKELEC COM 87910110 15,906 875,408 SH DEFINED 1,2,5 875,408
TEKTRONIX INC COM 87913110 75,447 2,217,727 SH DEFINED 1,2,5,6,7,9,10 2,217,727
TELE NORTE LESTE PAR SPON ADR P 87924610 16,102 1,264,902 SH DEFINED 1,2,4 1,264,902
TELECOM ARGENTINA S SPON ADR R 87927320 10,267 1,135,761 SH DEFINED 1,2,4 1,135,761
TELECOMMUNICATION SY CL A 87929J10 133 23,500 SH DEFINED 1 23,500
TELECOMUNICACOES BRA SPONSORED 87928730 291 9,978 SH DEFINED 1 9,978
TELEDYNE TECHNOLOGIE COM 87936010 17,838 890,987 SH DEFINED 1,2,5 890,987
TELEFLEX INC COM 87936910 24,442 487,368 SH DEFINED 1,2,5,9 487,368
TELEFONICA MOVILES S SPONSORED 87938V10 171 16,176 SH DEFINED 1 16,176
TELEFONICA S A SPONSORED 87938220 17,765 398,047 SH DEFINED 1,2 398,047
TELEFONOS DE MEXICO SPON ADR O 87940378 13,236 397,846 SH DEFINED 1,2 397,846
TELEPHONE & DATA SYS COM 87943310 66,929 940,009 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 940,009
TELETECH HOLDINGS IN COM 87993910 5,955 679,050 SH DEFINED 1,2 679,050
TELIK INC COM 87959M10 15,329 642,198 SH DEFINED 1,2 642,198
TELLABS INC COM 87966410 131,019 14,990,728 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,990,728
TELSTRA CORP LTD SPON ADR F 87969N20 184 10,406 SH DEFINED 1 10,406
TELULAR CORP COM NEW 87970T20 134 18,600 SH DEFINED 1 18,600
Page Total 5,150,895
63 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
TEMPLE INLAND INC COM 87986810 166,263 2,400,912 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,400,912
TEMPUR PEDIC INTL IN COM 88023U10 3,166 226,007 SH DEFINED 1,2 226,007
TENARIS S A SPONSORED 88031M10 2,920 89,173 SH DEFINED 1,2 89,173
TENET HEALTHCARE COR COM 88033G10 174,925 13,044,349 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 13,044,349
TENNANT CO COM 88034510 5,450 131,483 SH DEFINED 1,2 131,483
TENNECO AUTOMOTIVE I COM 88034910 11,424 863,503 SH DEFINED 1,2,5 863,503
TEPPCO PARTNERS L P UT LTD PAR 87238410 2,661 69,872 SH DEFINED 1,5 69,872
TERADYNE INC COM 88077010 146,596 6,457,994 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,457,994
TERAYON COMMUNICATIO COM 88077510 2,450 1,046,996 SH DEFINED 1,2,5 1,046,996
TERCICA INC COM 88078L10 354 43,135 SH DEFINED 1,2 43,135
TEREX CORP NEW COM 88077910 53,181 1,558,196 SH DEFINED 1,2,5 1,558,196
TERRA INDS INC COM 88091510 2,966 526,771 SH DEFINED 1,2 526,771
TERRA NITROGEN CO L COM UNIT 88100520 155 12,900 SH DEFINED 1 12,900
TERREMARK WORLDWIDE COM 88144810 3,107 3,655,089 SH DEFINED 1,2,5 3,655,089
TESORO PETE CORP COM 88160910 48,630 1,761,961 SH DEFINED 1,2,5 1,761,961
TESSERA TECHNOLOGIES COM 88164L10 6,208 344,489 SH DEFINED 1,2 344,489
TETRA TECH INC NEW COM 88162G10 15,634 957,981 SH DEFINED 1,2,5,13 957,981
TETRA TECHNOLOGIES I COM 88162F10 10,414 387,854 SH DEFINED 1,2 387,854
TEVA PHARMACEUTICAL ADR 88162420 33,075 492,337 SH DEFINED 1,2,4,5,7 492,337
TEXAS CAPITAL BANCSH COM 88224Q10 4,725 284,645 SH DEFINED 1,2 284,645
TEXAS GENCO HLDGS IN COM 88244310 16,611 368,401 SH DEFINED 1,2,5 368,401
TEXAS INDS INC COM 88249110 14,295 347,225 SH DEFINED 1,2,5 347,225
TEXAS INSTRS INC COM 88250810 1,288,383 53,282,999 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 53,282,999
TEXAS REGL BANCSHARE CL A VTG 88267310 21,033 458,141 SH DEFINED 1,2,5 458,141
TEXTRON INC COM 88320310 283,164 4,771,095 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,771,095
THERAGENICS CORP COM 88337510 137 29,681 SH DEFINED 1 29,681
THERMA-WAVE INC COM 88343A10 122 24,668 SH DEFINED 1 24,668
THERMO ELECTRON CORP COM 88355610 147,947 4,812,841 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,812,841
THERMOGENESIS CORP COM NEW 88362320 2,563 541,877 SH DEFINED 1,2,5 541,877
THESTREET COM COM 88368Q10 58 15,603 SH DEFINED 1 15,603
THIRD WAVE TECHNOLOG COM 88428W10 1,499 339,987 SH DEFINED 1,2 339,987
THOMAS & BETTS CORP COM 88431510 56,238 2,065,309 SH DEFINED 1,2,5,6,9,10 2,065,309
THOMAS INDS INC COM 88442510 7,467 224,895 SH DEFINED 1,2 224,895
THOMSON SPONSORED 88511810 226 11,380 SH DEFINED 1 11,380
THOMSON CORP COM 88490310 1,090 32,563 SH DEFINED 7 32,563
THOR INDS INC COM 88516010 26,124 780,763 SH DEFINED 1,2,5,9 780,763
THORATEC CORP COM NEW 88517530 8,415 783,563 SH DEFINED 1,2,5 783,563
THORNBURG MTG INC COM 88521810 20,711 768,483 SH DEFINED 1,2,5 768,483
THQ INC COM NEW 87244340 14,708 642,271 SH DEFINED 1,2,5 642,271
THREE FIVE SYS INC COM 88554L10 205 40,230 SH DEFINED 1,5 40,230
TIBCO SOFTWARE INC COM 88632Q10 16,329 1,932,422 SH DEFINED 1,2,5 1,932,422
TIDEWATER INC COM 88642310 24,355 817,270 SH DEFINED 1,2,5,9 817,270
TIER TECHNOLOGIES IN CL B 88650Q10 4,230 434,285 SH DEFINED 1,2 434,285
TIERONE CORP COM 88650R10 6,342 294,828 SH DEFINED 1,2 294,828
TIFFANY & CO NEW COM 88654710 148,129 4,019,771 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,019,771
TIMBERLAND CO CL A 88710010 67,013 1,037,519 SH DEFINED 1,2,5,9 1,037,519
TIME WARNER INC COM 88731710 2,458,819 139,864,590 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 139,864,590
TIME WARNER TELECOM CL A 88731910 3,136 748,472 SH DEFINED 1,2,5 748,472
TIMKEN CO COM 88738910 17,332 654,303 SH DEFINED 1,2,5 654,303
TIPPERARY CORP COM PAR $0 88800230 194 54,400 SH DEFINED 1 54,400
TIPPINGPOINT TECH IN COM 88801110 535 21,198 SH DEFINED 1,2 21,198
TITAN CORP COM 88826610 21,125 1,627,512 SH DEFINED 1,2,5,9 1,627,512
TITAN INTL INC ILL COM 88830M10 172 16,672 SH DEFINED 1 16,672
TITAN PHARMACEUTICAL COM 88831410 54 20,117 SH DEFINED 1 20,117
TITANIUM METALS CORP COM NEW 88833920 1,611 17,404 SH DEFINED 1,2 17,404
TIVO INC COM 88870610 4,575 645,293 SH DEFINED 1,2 645,293
Page Total 5,379,253
64 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
TJX COS INC NEW COM 87254010 355,707 14,735,158 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,735,158
TLC VISION CORP COM 87254910 247 21,185 SH DEFINED 1 21,185
TNS INC COM 87296010 495 22,687 SH DEFINED 1,2 22,687
TODCO CL A 88889T10 2,200 142,213 SH DEFINED 1,2 142,213
TODD SHIPYARDS CORP COM 88903910 187 10,660 SH DEFINED 1 10,660
TODHUNTER INTL INC D COM 88905010 193 13,900 SH DEFINED 1 13,900
TOLL BROTHERS INC COM 88947810 30,471 720,003 SH DEFINED 1,2,5,9 720,003
TOLLGRADE COMMUNICAT COM 88954210 223 21,017 SH DEFINED 1,2 21,017
TOMPKINSTRUSTCO INC COM 89011010 5,468 115,125 SH DEFINED 1,2,5 115,125
TOO INC COM 89033310 9,250 553,898 SH DEFINED 1,2,5 553,898
TOOTSIE ROLL INDS IN COM 89051610 15,111 464,961 SH DEFINED 1,2,5,6,9 464,961
TOPPS INC COM 89078610 5,147 528,988 SH DEFINED 1,2 528,988
TORCH OFFSHORE INC COM 89101910 39 13,500 SH DEFINED 1 13,500
TORCHMARK CORP COM 89102710 188,472 3,503,199 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,503,199
TORO CO COM 89109210 30,265 431,929 SH DEFINED 1,2,5 431,929
TORONTO DOMINION BK COM NEW 89116050 3,196 99,312 SH DEFINED 1,5 99,312
TOTAL ENTMT RESTAURA COM 89150E10 145 10,700 SH DEFINED 1 10,700
TOTAL S A SPONSORED 89151E10 27,700 288,303 SH DEFINED 1,2 288,303
TOTAL SYS SVCS INC COM 89190610 15,567 710,811 SH DEFINED 1,2,5 710,811
TOWER AUTOMOTIVE INC COM 89170710 3,538 972,074 SH DEFINED 1,2,5 972,074
TOWN & CTRY TR SH BEN INT 89208110 9,290 368,063 SH DEFINED 1,2,3 368,063
TOYOTA MOTOR CORP SP ADR REP 89233130 23,823 291,871 SH DEFINED 1,2,6 291,871
TOYS R US INC COM 89233510 98,172 6,162,719 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,162,719
TRACK DATA CORP COM 89191810 15 13,900 SH DEFINED 1 13,900
TRACTOR SUPPLY CO COM 89235610 22,540 538,981 SH DEFINED 1,2,5 538,981
TRADESTATION GROUP I COM 89267P10 1,830 254,580 SH DEFINED 1,2 254,580
TRAFFIX INC COM 89272110 90 13,700 SH DEFINED 1 13,700
TRAMMELL CROW CO COM 89288R10 9,096 645,076 SH DEFINED 1,2 645,076
TRANS WORLD ENTMT CO COM 89336Q10 6,557 654,402 SH DEFINED 1,2 654,402
TRANSACT TECHNOLOGIE COM 89291810 3,743 118,360 SH DEFINED 1,2 118,360
TRANSACTION SYS ARCH CL A 89341610 19,691 914,585 SH DEFINED 1,2,9 914,585
TRANSALTA CORP COM 89346D10 180 14,371 SH DEFINED 7 14,371
TRANSATLANTIC HLDGS COM 89352110 22,685 280,100 SH DEFINED 1,2,5,7 280,100
TRANSCAT INC COM 89352910 54 19,200 SH DEFINED 1 19,200
TRANSGENOMIC INC COM 89365K20 21 15,900 SH DEFINED 1 15,900
TRANSKARYOTIC THERAP COM 89373510 7,834 523,696 SH DEFINED 1,2,5 523,696
TRANSMETA CORP DEL COM 89376R10 4,981 2,274,572 SH DEFINED 1,2,5 2,274,572
TRANSMONTAIGNE INC COM 89393410 3,030 563,212 SH DEFINED 1,2 563,212
TRANSOCEAN INC ORD G9007810 248,245 8,577,926 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,577,926
TRANSPRO INC COM 89388510 84 14,521 SH DEFINED 1 14,521
TRANSTECHNOLOGY CORP COM 89388910 91 12,900 SH DEFINED 1 12,900
TRANSWITCH CORP COM 89406510 167 94,622 SH DEFINED 1,5 94,622
TRAVELZOO INC COM 89421Q10 366 12,282 SH DEFINED 1,2 12,282
TRC COS INC COM 87262510 4,241 254,232 SH DEFINED 1,2 254,232
TREDEGAR CORP COM 89465010 7,539 467,412 SH DEFINED 1,2 467,412
TREND MICRO INC SPONS ADR 89486M20 841 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 5,073 134,381 SH DEFINED 1,2 134,381
TRI CONTL CORP COM 89543610 1,599 95,005 SH DEFINED 5 95,005
TRIAD GTY INC COM 89592510 7,973 136,994 SH DEFINED 1,2 136,994
TRIAD HOSPITALS INC COM 89579K10 38,525 1,034,778 SH DEFINED 1,2,5,7,9 1,034,778
TRIARC COS INC CL B SER 1 89592730 6,495 638,671 SH DEFINED 1,2 638,671
TRIBUNE CO NEW COM 89604710 390,533 8,575,597 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,575,597
TRICO BANCSHARES COM 89609510 3,278 176,156 SH DEFINED 1,2 176,156
TRICO MARINE SERVICE COM 89610610 9 19,395 SH DEFINED 1 19,395
TRIDENT MICROSYSTEMS COM 89591910 3,014 265,063 SH DEFINED 1,2 265,063
TRIMBLE NAVIGATION L COM 89623910 23,903 860,123 SH DEFINED 1,2,5 860,123
Page Total 1,669,229
65 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
TRIMERIS INC COM 89626310 3,684 255,331 SH DEFINED 1,2,5 255,331
TRINITY INDS INC COM 89652210 23,396 735,969 SH DEFINED 1,2,5,9 735,969
TRIPATH IMAGING INC COM 89694210 3,596 382,146 SH DEFINED 1,2,5 382,146
TRIPATH TECHNOLOGY I COM 89672P10 1,163 357,758 SH DEFINED 1 357,758
TRIQUINT SEMICONDUCT COM 89674K10 14,467 2,649,554 SH DEFINED 1,2,5,9 2,649,554
TRITON PCS HLDGS INC CL A 89677M10 1,504 345,010 SH DEFINED 1,2,5 345,010
TRIUMPH GROUP INC NE COM 89681810 7,644 239,384 SH DEFINED 1,2 239,384
TRIZEC PROPERTIES IN COM 89687P10 30,173 1,855,657 SH DEFINED 1,2,3,5 1,855,657
TRIZETTO GROUP INC COM 89688210 3,332 500,362 SH DEFINED 1,2 500,362
TRM CORP COM 87263610 205 14,119 SH DEFINED 1 14,119
TROVER SOLUTIONS INC COM 89724910 100 14,464 SH DEFINED 1 14,464
TRUSTCO BK CORP N Y COM 89834910 16,808 1,283,054 SH DEFINED 1,2,5 1,283,054
TRUSTMARK CORP COM 89840210 22,675 784,065 SH DEFINED 1,2,5 784,065
TRW AUTOMOTIVE HLDGS COM 87264S10 3,583 190,060 SH DEFINED 1,2 190,060
TTM TECHNOLOGIES IN COM 87305R10 11,667 984,532 SH DEFINED 1,2 984,532
TUESDAY MORNING CORP COM NEW 89903550 11,386 392,628 SH DEFINED 1,2,5 392,628
TULARIK INC COM 89916510 13,840 558,046 SH DEFINED 1,2,5 558,046
TUMBLEWEED COMMUNICA COM 89969010 2,985 700,631 SH DEFINED 1,2 700,631
TUPPERWARE CORP COM 89989610 20,650 1,062,792 SH DEFINED 1,2,5,9 1,062,792
TUT SYSTEMS COM 90110310 37 11,720 SH DEFINED 1 11,720
TWEETER HOME ENTMT G COM 90116710 161 29,819 SH DEFINED 1,5 29,819
TXU CORP COM 87316810 440,887 10,883,410 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 10,883,410
TYCO INTL LTD NEW COM 90212410 1,551,847 46,827,004 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 46,827,004
TYLER TECHNOLOGIES I COM 90225210 6,180 653,248 SH DEFINED 1,2,5 653,248
TYSON FOODS INC CL A 90249410 142,624 6,807,852 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 6,807,852
U S B HLDG INC COM 90291010 7,356 320,959 SH DEFINED 1,2 320,959
U S CONCRETE INC COM 90333L10 1,905 270,243 SH DEFINED 1,2,5 270,243
U S ENERGY CORP WYO COM 91180510 29 11,800 SH DEFINED 1 11,800
U S G CORP COM NEW 90329340 10,208 580,684 SH DEFINED 1,2,5 580,684
U S I HLDGS COM 90333H10 9,872 624,782 SH DEFINED 1,2 624,782
U S PHYSICAL THERAPY COM 90337L10 2,229 162,565 SH DEFINED 1,5 162,565
U S RESTAURANT PPTYS COM 90297110 5,598 368,558 SH DEFINED 1,2,5 368,558
U S XPRESS ENTERPRIS CL A 90338N10 1,473 93,647 SH DEFINED 1,2 93,647
UBIQUITEL INC COM 90347430 3,729 883,630 SH DEFINED 1,2,5 883,630
UBS AG NAMEN AKT H8920M85 64,348 905,548 SH DEFINED 1,2 905,548
UCBH HOLDINGS INC COM 90262T30 19,803 501,094 SH DEFINED 1,2,5 501,094
UGI CORP NEW COM 90268110 18,943 590,137 SH DEFINED 1,2,5 590,137
UICI COM 90273710 21,925 920,848 SH DEFINED 1,2,5 920,848
UIL HLDG CORP COM 90274810 10,408 213,761 SH DEFINED 1,2,5 213,761
ULTICOM INC COM 90384410 2,603 222,455 SH DEFINED 1,2,5 222,455
ULTIMATE ELECTRS INC COM 90384910 116 23,432 SH DEFINED 1,5 23,432
ULTIMATE SOFTWARE GR COM 90385D10 1,817 178,998 SH DEFINED 1,2 178,998
ULTRA CLEAN HLDGS IN COM 90385V10 757 103,600 SH DEFINED 1 103,600
ULTRA PETROLEUM CORP COM 90391410 3,413 91,419 SH DEFINED 1,2,5 91,419
ULTRALIFE BATTERIES COM 90389910 3,693 190,759 SH DEFINED 1,2 190,759
ULTRATECH INC COM 90403410 5,646 346,797 SH DEFINED 1,2 346,797
UMB FINL CORP COM 90278810 15,472 299,724 SH DEFINED 1,2,5 299,724
UMPQUA HLDGS CORP COM 90421410 9,512 453,175 SH DEFINED 1,2,5 453,175
UNI MARTS INC COM 90457130 91 41,200 SH DEFINED 1 41,200
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 11,304 571,775 SH DEFINED 2,4 571,775
UNIFI INC COM 90467710 262 89,279 SH DEFINED 1,2 89,279
UNIFIRST CORP MASS COM 90470810 4,424 152,096 SH DEFINED 1,2,5 152,096
UNILEVER N V N Y SHS NE 90478470 2,099 30,631 SH DEFINED 1,2 30,631
UNILEVER PLC SPON ADR N 90476770 1,370 34,453 SH DEFINED 1 34,453
UNION BANKSHARES COR COM 90539910 5,423 171,601 SH DEFINED 1,2 171,601
UNION PAC CORP COM 90781810 442,692 7,446,459 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,446,459
Page Total 3,023,114
66 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
UNION PLANTERS CORP COM 90806810 174,378 5,849,656 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,849,656
UNIONBANCAL CORP COM 90890610 71,629 1,270,026 SH DEFINED 1,2,5 1,270,026
UNISOURCE ENERGY COR COM 90920510 13,532 544,534 SH DEFINED 1,2,5 544,534
UNISYS CORP COM 90921410 124,937 9,001,250 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 9,001,250
UNIT CORP COM 90921810 21,653 688,479 SH DEFINED 1,2,5 688,479
UNITED AUTO GROUP IN COM 90944010 8,922 291,107 SH DEFINED 1,2 291,107
UNITED BANKSHARES IN COM 90990710 24,627 757,740 SH DEFINED 1,2,5 757,740
UNITED BUSINESS MEDI ADR 90969M10 128 15,512 SH DEFINED 1 15,512
UNITED CAPITAL CORP COM 90991210 192 11,300 SH DEFINED 1 11,300
UNITED CMNTY BKS BLA CAP STK 90984P10 11,115 441,419 SH DEFINED 1,2 441,419
UNITED CMNTY FINL CO COM 90983910 5,788 445,230 SH DEFINED 1,2,5 445,230
UNITED DEFENSE INDS COM 91018B10 21,914 626,120 SH DEFINED 1,2,5 626,120
UNITED DOMINION REAL COM 91019710 48,925 2,473,453 SH DEFINED 1,2,3,5,9 2,473,453
UNITED FIRE & CAS CO COM 91033110 9,593 166,112 SH DEFINED 1,2 166,112
UNITED GUARDIAN INC COM 91057110 95 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 3,990 170,885 SH DEFINED 1,2 170,885
UNITED MICROELECTRON SPONSORED 91087320 620 143,893 SH DEFINED 1 143,893
UNITED NAT FOODS INC COM 91116310 20,145 696,820 SH DEFINED 1,2 696,820
UNITED ONLINE INC COM 91126810 18,964 1,076,868 SH DEFINED 1,2,5 1,076,868
UNITED PANAM FINANCI COM 91130110 1,331 78,058 SH DEFINED 1,2 78,058
UNITED PARCEL SERVIC CL B 91131210 2,094,167 27,859,074 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 27,859,074
UNITED RENTALS INC COM 91136310 20,070 1,121,847 SH DEFINED 1,2,5,9 1,121,847
UNITED RETAIL GROUP COM 91138010 38 14,800 SH DEFINED 1 14,800
UNITED STATES CELLUL COM 91168410 7,909 205,150 SH DEFINED 1,2,5 205,150
UNITED STATES STL CO COM 91290910 202,888 5,776,996 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,776,996
UNITED STATIONERS IN COM 91300410 25,142 632,992 SH DEFINED 1,2,5 632,992
UNITED SURGICAL PART COM 91301630 17,941 454,560 SH DEFINED 1,2 454,560
UNITED TECHNOLOGIES COM 91301710 5,670,918 61,990,793 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 61,990,793
UNITED THERAPEUTICS COM 91307C10 7,265 283,251 SH DEFINED 1,2 283,251
UNITED UTILS PLC SPONSORED 91311Q10 250 13,071 SH DEFINED 1 13,071
UNITEDGLOBALCOM CL A 91324750 23,662 3,259,286 SH DEFINED 1,2,5 3,259,286
UNITEDHEALTH GROUP I COM 91324P10 1,232,353 19,796,840 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 19,796,840
UNITRIN INC COM 91327510 33,105 777,121 SH DEFINED 1,2,5,7,9 777,121
UNIVERSAL AMERN FINL COM 91337710 4,547 414,142 SH DEFINED 1,2 414,142
UNIVERSAL COMPRESSIO COM 91343110 9,125 297,418 SH DEFINED 1,2 297,418
UNIVERSAL CORP VA COM 91345610 20,967 411,606 SH DEFINED 1,2,5,7,9 411,606
UNIVERSAL DISPLAY CO COM 91347P10 3,232 302,359 SH DEFINED 1,2 302,359
UNIVERSAL ELECTRS IN COM 91348310 3,688 210,986 SH DEFINED 1,2,5 210,986
UNIVERSAL FST PRODS COM 91354310 8,916 277,852 SH DEFINED 1,2 277,852
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 5,325 185,553 SH DEFINED 1,2 185,553
UNIVERSAL HLTH SVCS CL B 91390310 32,526 708,792 SH DEFINED 1,2,5,7,9 708,792
UNIVERSAL TECHNICAL COM 91391510 8,022 200,700 SH DEFINED 1,2 200,700
UNIVEST CORP PA COM 91527110 4,882 95,728 SH DEFINED 1,2 95,728
UNIVISION COMMUNICAT CL A 91490610 260,547 8,159,949 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,159,949
UNIZAN FINANCIAL COR COM 91528W10 9,846 377,227 SH DEFINED 1,2 377,227
UNOCAL CORP COM 91528910 295,067 7,764,925 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 7,764,925
UNOVA INC COM 91529B10 16,310 805,444 SH DEFINED 1,2,5 805,444
UNUMPROVIDENT CORP COM 91529Y10 132,248 8,317,479 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 8,317,479
UPM KYMMENE CORP SPONSORED 91543610 477 24,986 SH DEFINED 1 24,986
UQM TECHNOLOGIES INC COM 90321310 31 11,776 SH DEFINED 1 11,776
URBAN OUTFITTERS INC COM 91704710 18,138 297,782 SH DEFINED 1,2,5 297,782
UROLOGIX INC COM 91727310 2,893 187,500 SH DEFINED 1,2 187,500
URS CORP NEW COM 90323610 15,492 565,401 SH DEFINED 1,2 565,401
URSTADT BIDDLE PPTYS COM 91728610 179 12,672 SH DEFINED 1 12,672
URSTADT BIDDLE PPTYS CL A 91728620 5,365 362,285 SH DEFINED 1,2 362,285
US BANCORP DEL COM NEW 90297330 1,603,432 58,179,682 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 58,179,682
Page Total 12,379,445
67 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
US LEC CORP CL A 90331S10 148 36,550 SH DEFINED 1 36,550
US ONCOLOGY INC COM 90338W10 31,056 2,109,771 SH DEFINED 1,2,5 2,109,771
USANA HEALTH SCIENCE COM 90328M10 5,637 181,362 SH DEFINED 1,2 181,362
USEC INC COM 90333E10 11,778 1,343,033 SH DEFINED 1,2,5 1,343,033
USF CORP COM 91729Q10 15,290 435,243 SH DEFINED 1,2,5 435,243
UST INC COM 90291110 130,185 3,616,253 SH DEFINED 1,2,5,6,7,9,10,13 3,616,253
UTAH MED PRODS INC COM 91748810 245 9,300 SH DEFINED 1,2 9,300
UTI WORLDWIDE INC ORD G8721010 621 11,765 SH DEFINED 1,5 11,765
UTSTARCOM INC COM 91807610 36,110 1,193,704 SH DEFINED 1,2,5,9 1,193,704
V F CORP COM 91820410 155,735 3,197,841 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,197,841
VA SOFTWARE CORP COM 91819B10 88 35,995 SH DEFINED 1 35,995
VAIL RESORTS INC COM 91879Q10 6,503 339,431 SH DEFINED 1,2 339,431
VALASSIS COMMUNICATI COM 91886610 30,086 987,405 SH DEFINED 1,2,5,9 987,405
VALEANT PHARMACEUTIC COM 91911X10 35,917 1,795,838 SH DEFINED 1,2,5,9 1,795,838
VALENCE TECHNOLOGY I COM 91891410 2,971 866,266 SH DEFINED 1,2,5 866,266
VALERO ENERGY CORP N COM 91913Y10 268,440 3,639,372 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,639,372
VALERO L P COM UT LTD 91913W10 708 14,443 SH DEFINED 1,5 14,443
VALHI INC NEW COM 91890510 3,837 337,445 SH DEFINED 1,2 337,445
VALLEY NATL BANCORP COM 91979410 25,428 1,005,846 SH DEFINED 1,2,5 1,005,846
VALMONT INDS INC COM 92025310 8,089 353,225 SH DEFINED 1,2 353,225
VALPEY FISHER CORP COM 92034410 69 20,800 SH DEFINED 1 20,800
VALSPAR CORP COM 92035510 37,327 740,755 SH DEFINED 1,2,5,9 740,755
VALUE LINE INC COM 92043710 1,304 36,314 SH DEFINED 1,2 36,314
VALUECLICK INC COM 92046N10 14,162 1,182,140 SH DEFINED 1,2,5 1,182,140
VALUEVISION MEDIA IN CL A 92047K10 4,119 316,370 SH DEFINED 1,2 316,370
VANS INC COM 92193010 8,692 422,960 SH DEFINED 1,2,5 422,960
VARCO INTL INC DEL COM 92212210 27,797 1,269,868 SH DEFINED 1,2,5,9 1,269,868
VARIAN INC COM 92220610 41,301 979,864 SH DEFINED 1,2,5,9 979,864
VARIAN MED SYS INC COM 92220P10 101,827 1,283,261 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,283,261
VARIAN SEMICONDUCTOR COM 92220710 22,609 586,334 SH DEFINED 1,2,5 586,334
VASOMEDICAL INC COM 92232110 54 47,732 SH DEFINED 1 47,732
VASTERA INC COM 92239N10 104 34,602 SH DEFINED 1 34,602
VAXGEN INC COM NEW 92239020 5,101 360,263 SH DEFINED 1,2 360,263
VCA ANTECH INC COM 91819410 14,289 318,808 SH DEFINED 1,2 318,808
VECTOR GROUP LTD COM 92240M10 5,124 325,340 SH DEFINED 1,2,5 325,340
VECTREN CORP COM 92240G10 30,635 1,221,023 SH DEFINED 1,2,5,9 1,221,023
VEECO INSTRS INC DEL COM 92241710 12,083 468,171 SH DEFINED 1,2,5 468,171
VENTANA MED SYS INC COM 92276H10 9,852 207,278 SH DEFINED 1,2 207,278
VENTAS INC COM 92276F10 26,616 1,139,867 SH DEFINED 1,2,5 1,139,867
VENTIV HEALTH INC COM 92279310 4,272 275,959 SH DEFINED 1,2 275,959
VERINT SYS INC COM 92343X10 5,665 165,539 SH DEFINED 1,2 165,539
VERISIGN INC COM 92343E10 136,838 6,876,305 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 6,876,305
VERISITY LTD ORD M9738511 132 21,990 SH DEFINED 1 21,990
VERITAS DGC INC COM 92343P10 29,815 1,287,912 SH DEFINED 1,2,5 1,287,912
VERITAS SOFTWARE CO COM 92343610 348,564 12,542,801 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,542,801
VERITY INC COM 92343C10 5,269 390,043 SH DEFINED 1,2 390,043
VERIZON COMMUNICATIO COM 92343V10 3,313,549 91,559,806 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 91,559,806
VERMONT PURE HLDGS L COM 92423710 67 24,100 SH DEFINED 1 24,100
VERSANT CORP COM 92528410 27 21,000 SH DEFINED 1 21,000
VERSO TECHNOLOGIES I COM 92531710 3,363 1,966,864 SH DEFINED 1,2,5 1,966,864
VERTEX PHARMACEUTICA COM 92532F10 17,370 1,602,404 SH DEFINED 1,2,5,9 1,602,404
VESTA INS GROUP INC COM 92539110 2,891 446,871 SH DEFINED 1,2,5 446,871
VI TECHNOLOGIES INC COM 91792010 16 14,496 SH DEFINED 1 14,496
VIA NET WRKS INC COM 92591210 22 27,510 SH DEFINED 1 27,510
VIACOM INC CL A 92552410 1,080 29,703 SH DEFINED 1,2,5,9 29,703
VIACOM INC CL B 92552430 1,774,463 49,677,011 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 49,677,011
Page Total 6,775,344
68 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
VIAD CORP COM 92552R10 31,243 1,156,717 SH DEFINED 1,5 1,156,717
VIASAT INC COM 92552V10 9,870 395,590 SH DEFINED 1,2,5 395,590
VIASYS HEALTHCARE IN COM NEW 92553Q20 10,085 482,297 SH DEFINED 1,2,5 482,297
VICAL INC COM 92560210 94 16,235 SH DEFINED 1 16,235
VICON INDS INC COM 92581110 92 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 7,511 411,113 SH DEFINED 1,2 411,113
VICURON PHARMACEUTIC COM 92647110 9,704 772,614 SH DEFINED 1,2,5 772,614
VIDEO DISPLAY CORP COM 92655510 274 10,300 SH DEFINED 1 10,300
VIEWPOINT CORP COM 92672P10 73 36,647 SH DEFINED 1 36,647
VIGNETTE CORP COM 92673410 6,439 3,878,783 SH DEFINED 1,2,5 3,878,783
VIISAGE TECHNOLOGY I COM 92675K10 2,276 261,600 SH DEFINED 1,2 261,600
VINA CONCHA Y TORO S SPONSORED 92719110 381 7,855 SH DEFINED 1,2,7 7,855
VINTAGE PETE INC COM 92746010 20,361 1,199,803 SH DEFINED 1,2,5 1,199,803
VION PHARMACEUTICALS COM 92762410 2,529 607,892 SH DEFINED 1,2 607,892
VIRAGE LOGIC CORP COM 92763R10 202 22,122 SH DEFINED 1 22,122
VIRCO MFG CO COM 92765110 84 12,126 SH DEFINED 1 12,126
VIRGINIA COMM BANCOR COM 92778Q10 2,358 79,891 SH DEFINED 1,2 79,891
VIRGINIA FINL GROUP COM 92781010 3,769 109,709 SH DEFINED 1,2 109,709
VIROLOGIC INC COM 92823R20 43 17,400 SH DEFINED 1 17,400
VIROPHARMA INC COM 92824110 22 12,287 SH DEFINED 1 12,287
VISHAY INTERTECHNOLO COM 92829810 38,905 2,093,900 SH DEFINED 1,2,5,9 2,093,900
VISTACARE INC CL A 92839Y10 3,505 188,957 SH DEFINED 1,2,5 188,957
VISTEON CORP COM 92839U10 47,057 4,032,319 SH DEFINED 1,2,5,6,8,9,10,13 4,032,319
VISUAL NETWORKS INC COM 92844410 66 21,901 SH DEFINED 1 21,901
VISX INC DEL COM 92844S10 36,136 1,352,380 SH DEFINED 1,2,5,9 1,352,380
VITAL SIGNS INC COM 92846910 3,720 128,110 SH DEFINED 1,2 128,110
VITALWORKS INC COM 92848310 139 40,300 SH DEFINED 1 40,300
VITESSE SEMICONDUCTO COM 92849710 17,041 3,492,084 SH DEFINED 1,2,5 3,492,084
VITRIA TECHNOLOGY COM NEW 92849Q40 121 39,563 SH DEFINED 1,5 39,563
VIVENDI UNIVERSAL SPON ADR N 92851S20 1,077 38,594 SH DEFINED 1 38,594
VIVUS INC COM 92855110 149 40,803 SH DEFINED 1,5 40,803
VODAFONE GROUP PLC N SPONSORED 92857W10 38,383 1,736,793 SH DEFINED 1,2 1,736,793
VOLT INFORMATION SCI COM 92870310 5,301 168,225 SH DEFINED 1,2,5 168,225
VOLVO AKTIEBOLAGET ADR B 92885640 517 14,767 SH DEFINED 1 14,767
VORNADO RLTY TR SH BEN INT 92904210 125,788 2,202,548 SH DEFINED 1,2,3,5,7,8,9,10,12,1 2,202,548
VOTORANTIM CELULOSE SPONSORED 92906P10 2,721 85,565 SH DEFINED 1,2 85,565
VULCAN MATLS CO COM 92916010 141,504 2,975,895 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,975,895
W HLDG CO INC COM 92925110 13,518 787,314 SH DEFINED 1,2,5 787,314
W P CAREY & CO LLC COM 92930Y10 1,157 38,861 SH DEFINED 1,5 38,861
WABASH NATL CORP COM 92956610 17,100 620,703 SH DEFINED 1,2 620,703
WABTEC CORP COM 92974010 9,940 550,984 SH DEFINED 1,2 550,984
WACHOVIA CORP 2ND NE COM 92990310 1,870,647 42,037,014 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 42,037,014
WADDELL & REED FINL CL A 93005910 23,629 1,068,693 SH DEFINED 1,2,5,9 1,068,693
WAL MART STORES INC COM 93114210 6,071,629 115,080,155 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 115,080,155
WALGREEN CO COM 93142210 1,076,330 29,724,655 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 29,724,655
WALTER INDS INC COM 93317Q10 10,331 758,506 SH DEFINED 1,2 758,506
WARNACO GROUP INC COM NEW 93439040 14,106 663,180 SH DEFINED 1,2 663,180
WARWICK CMNTY BANCOR COM 93655910 229 7,145 SH DEFINED 1 7,145
WASHINGTON FED INC COM 93882410 30,120 1,254,994 SH DEFINED 1,2,5,9 1,254,994
WASHINGTON GROUP INT COM NEW 93886220 12,890 359,145 SH DEFINED 1,2 359,145
WASHINGTON MUT INC COM 93932210 1,023,644 26,491,833 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 26,491,833
WASHINGTON POST CO CL B 93964010 102,313 110,013 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 110,013
WASHINGTON REAL ESTA SH BEN INT 93965310 26,155 890,227 SH DEFINED 1,2,3,5 890,227
WASHINGTON TR BANCOR COM 94061010 5,533 212,904 SH DEFINED 1,2 212,904
WASTE CONNECTIONS IN COM 94105310 21,010 708,378 SH DEFINED 1,2,5 708,378
WASTE INDUSTRIES USA COM 94105710 164 14,700 SH DEFINED 1 14,700
Page Total 10,899,984
69 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
WASTE MGMT INC DEL COM 94106L10 604,188 19,712,508 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 19,712,508
WATCHGUARD TECHNOLOG COM 94110510 3,826 529,862 SH DEFINED 1,2,5 529,862
WATER PIK TECHNOLOGI COM 94113U10 2,194 132,495 SH DEFINED 1,2 132,495
WATERS CORP COM 94184810 186,234 3,897,747 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,897,747
WATSCO INC COM 94262220 11,375 405,232 SH DEFINED 1,2 405,232
WATSON PHARMACEUTICA COM 94268310 75,731 2,815,266 SH DEFINED 1,2,5,6,9,10 2,815,266
WATSON WYATT & CO HL CL A 94271210 14,519 544,814 SH DEFINED 1,2,5 544,814
WATTS WATER TECHNOLO CL A 94274910 9,525 353,415 SH DEFINED 1,2 353,415
WAUSAU-MOSINEE PAPER COM 94331510 11,976 692,254 SH DEFINED 1,2 692,254
WAVE SYSTEMS CORP CL A 94352610 38 29,121 SH DEFINED 1 29,121
WAYPOINT FINL CORP COM 94675610 13,500 489,294 SH DEFINED 1,2,5 489,294
WCI CMNTYS INC COM 92923C10 11,400 510,968 SH DEFINED 1,2 510,968
WD-40 CO COM 92923610 8,727 291,478 SH DEFINED 1,2 291,478
WEATHERFORD INTERNAT COM G9508910 45,579 1,013,325 SH DEFINED 1,5,7,8,9,10,12,
13,14 1,013,325
WEBEX COMMUNICATIONS COM 94767L10 15,566 715,350 SH DEFINED 1,2,5 715,350
WEBMD CORP COM 94769M10 30,916 3,317,197 SH DEFINED 1,2,5 3,317,197
WEBMETHODS INC COM 94768C10 6,488 757,097 SH DEFINED 1,2 757,097
WEBSENSE INC COM 94768410 25,131 675,018 SH DEFINED 1,2,5 675,018
WEBSTER FINL CORP CO COM 94789010 38,021 808,610 SH DEFINED 1,2,5,9 808,610
WEIDER NUTRITION INT CL A 94860310 67 14,385 SH DEFINED 1 14,385
WEIGHT WATCHERS INTL COM 94862610 18,708 477,989 SH DEFINED 1,2,5 477,989
WEINGARTEN RLTY INVS SH BEN INT 94874110 39,189 1,252,838 SH DEFINED 1,2,3,5 1,252,838
WEIS MKTS INC COM 94884910 6,936 197,882 SH DEFINED 1,2,5 197,882
WELLCHOICE INC COM 94947510 8,525 205,917 SH DEFINED 1,2,5 205,917
WELLMAN INC COM 94970210 6,317 777,031 SH DEFINED 1,2 777,031
WELLPOINT HEALTH NET COM 94973H10 545,664 4,871,563 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 4,871,563
WELLS FARGO & CO NEW COM 94974610 2,933,361 51,255,656 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 51,255,656
WELLS GARDNER ELECTR COM 94976510 129 27,452 SH DEFINED 1 27,452
WELLSFORD REAL PPTYS COM NEW 95024020 327 21,039 SH DEFINED 1,2,5 21,039
WENDYS INTL INC COM 95059010 131,315 3,769,087 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 3,769,087
WERNER ENTERPRISES I COM 95075510 24,272 1,150,331 SH DEFINED 1,2,5,9 1,150,331
WESBANCO INC COM 95081010 10,793 370,508 SH DEFINED 1,2 370,508
WESCO FINL CORP COM 95081710 12,764 35,260 SH DEFINED 1,2,5 35,260
WESCO INTL INC COM 95082P10 5,265 286,145 SH DEFINED 1,2,5 286,145
WEST BANCORPORATION CAP STK 95123P10 4,076 233,022 SH DEFINED 1,2 233,022
WEST COAST BANCORP O COM 95214510 7,466 348,213 SH DEFINED 1,2 348,213
WEST CORP COM 95235510 9,940 380,096 SH DEFINED 1,2,5 380,096
WEST MARINE INC COM 95423510 5,560 207,068 SH DEFINED 1,2 207,068
WEST PHARMACEUTICAL COM 95530610 8,830 208,736 SH DEFINED 1,2 208,736
WESTAFF INC COM 95707010 29 10,350 SH DEFINED 1 10,350
WESTAMERICA BANCORPO COM 95709010 32,653 622,551 SH DEFINED 1,2,5,9 622,551
WESTAR ENERGY INC COM 95709T10 24,118 1,211,341 SH DEFINED 1,2,5,9 1,211,341
WESTBANK CORP COM 95711610 458 25,491 SH DEFINED 1 25,491
WESTCORP INC COM 95790710 10,526 231,602 SH DEFINED 1,2,5 231,602
WESTELL TECHNOLOGIES CL A 95754110 7,490 1,468,549 SH DEFINED 1,2,5 1,468,549
WESTERN DIGITAL CORP COM 95810210 18,673 2,156,231 SH DEFINED 1,2,5 2,156,231
WESTERN GAS RES INC COM 95825910 23,787 732,370 SH DEFINED 1,2,5,9 732,370
WESTERN SIERRA BANCO COM 95952210 2,782 89,778 SH DEFINED 1,2 89,778
WESTERN WIRELESS COR CL A 95988E20 23,843 824,739 SH DEFINED 1,2,5 824,739
WESTFIELD FINANCIAL COM 96008D10 1,194 58,687 SH DEFINED 1,2 58,687
WESTPAC BKG CORP SPONSORED 96121430 982 15,897 SH DEFINED 1 15,897
WESTWOOD ONE INC COM 96181510 32,513 1,366,078 SH DEFINED 1,2,5,9 1,366,078
WET SEAL INC CL A 96184010 255 48,669 SH DEFINED 1 48,669
WEYCO GROUP INC COM 96214910 1,402 41,340 SH DEFINED 1,2 41,340
WEYERHAEUSER CO COM 96216610 433,062 6,860,927 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,860,927
WFS FINL INC COM 92923B10 10,559 213,263 SH DEFINED 1,2 213,263
Page Total 5,518,760
70 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
WGL HLDGS INC COM 92924F10 27,914 971,925 SH DEFINED 1,2,5,6,9 971,925
W-H ENERGY SVCS INC COM 92925E10 7,447 379,973 SH DEFINED 1,2,5 379,973
WHEELING PITTSBURGH COM NEW 96314230 1,695 81,249 SH DEFINED 1 81,249
WHIRLPOOL CORP COM 96332010 146,036 2,128,806 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,128,806
WHITE ELECTR DESIGNS COM 96380110 1,164 222,100 SH DEFINED 1,5 222,100
WHITE MTNS INS GROUP COM G9618E10 6,782 13,299 SH DEFINED 1,5 13,299
WHITEHALL JEWELLERS COM 96506310 117 15,692 SH DEFINED 1 15,692
WHITING PETE CORP NE COM 96638710 6,622 263,293 SH DEFINED 1,2 263,293
WHITNEY HLDG CORP COM 96661210 17,820 398,920 SH DEFINED 1,2,5 398,920
WHOLE FOODS MKT INC COM 96683710 99,873 1,046,337 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 1,046,337
WILD OATS MARKETS IN COM 96808B10 6,168 438,347 SH DEFINED 1,2 438,347
WILEY JOHN & SONS IN CL A 96822320 20,859 651,831 SH DEFINED 1,2,5 651,831
WILLIAMS CLAYTON ENE COM 96949010 1,569 65,643 SH DEFINED 1,2 65,643
WILLIAMS COS INC DEL COM 96945710 177,626 14,926,573 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 14,926,573
WILLIAMS SONOMA INC COM 96990410 45,221 1,371,989 SH DEFINED 1,2,5,9 1,371,989
WILLIS GROUP HOLDING SHS G9665510 886 23,654 SH DEFINED 1,2,5 23,654
WILLIS LEASE FINANCE COM 97064610 84 10,138 SH DEFINED 1 10,138
WILLOW GROVE BANCORP COM 97111W10 162 10,116 SH DEFINED 1 10,116
WILMINGTON TRUST COR COM 97180710 31,597 848,924 SH DEFINED 1,2,5,9 848,924
WILSHIRE ENTERPRISES COM 97188910 88 17,686 SH DEFINED 1 17,686
WILSHIRE FINL SVCS G COM NEW 97186720 574 61,805 SH DEFINED 1,2 61,805
WILSHIRE ST BK CALIF COM 97200A10 1,849 75,422 SH DEFINED 1,2 75,422
WILSON GREATBATCH TE COM 97223210 11,005 393,739 SH DEFINED 1,2,5 393,739
WILSONS THE LEATHER COM 97246310 44 11,194 SH DEFINED 1 11,194
WIND RIVER SYSTEMS I COM 97314910 16,613 1,412,653 SH DEFINED 1,2,5,9 1,412,653
WINN DIXIE STORES IN COM 97428010 34,948 4,853,822 SH DEFINED 1,2,5,6,7,9,10 4,853,822
WINNEBAGO INDS INC COM 97463710 27,212 729,930 SH DEFINED 1,2 729,930
WINSTON HOTELS INC COM 97563A10 5,405 522,218 SH DEFINED 1,2,3,5 522,218
WINTRUST FINANCIAL C COM 97650W10 17,550 347,454 SH DEFINED 1,2 347,454
WIPRO LTD SPON ADR 1 97651M10 516 11,049 SH DEFINED 1 11,049
WIRELESS FACILITIES COM 97653A10 6,646 676,111 SH DEFINED 1,2 676,111
WIRELESS TELECOM GRO COM 97652410 30 10,100 SH DEFINED 1 10,100
WISCONSIN ENERGY COR COM 97665710 69,423 2,128,896 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 2,128,896
WISER OIL CO DEL COM 97728410 173 16,330 SH DEFINED 1 16,330
WITNESS SYS INC COM 97742410 3,678 302,739 SH DEFINED 1,2 302,739
WJ COMMUNICATIONS IN COM 92928410 1,229 347,126 SH DEFINED 1 347,126
WMC RES LTD SPONSORED 92928R10 165 11,999 SH DEFINED 1 11,999
WMS INDS INC COM 92929710 12,285 412,232 SH DEFINED 1,2 412,232
WMX TECHNOLOGIES INC NOTE 2.00 92929QAF 1,083 1,122,000 SH DEFINED 1 1,122,000
WOLVERINE TUBE INC COM 97809310 131 12,049 SH DEFINED 1 12,049
WOLVERINE WORLD WIDE COM 97809710 27,927 1,063,883 SH DEFINED 1,2,5 1,063,883
WOODHEAD INDS INC COM 97943810 2,722 177,100 SH DEFINED 1,2 177,100
WOODWARD GOVERNOR CO COM 98074510 12,939 179,430 SH DEFINED 1,2,5 179,430
WORLD ACCEP CORP DEL COM 98141910 4,568 249,235 SH DEFINED 1,2 249,235
WORLD FUEL SVCS CORP COM 98147510 8,107 179,846 SH DEFINED 1,2 179,846
WORLD WRESTLING ENTM CL A 98156Q10 2,507 196,650 SH DEFINED 1,2 196,650
WORLDGATE COMMUNICAT COM 98156L30 33 15,550 SH DEFINED 1 15,550
WORLDWIDE RESTRNT CO COM 98160A10 129 37,100 SH DEFINED 1 37,100
WORTHINGTON INDS INC COM 98181110 45,610 2,221,646 SH DEFINED 1,2,5,6,9,10 2,221,646
WPP GROUP PLC SPON ADR N 92930930 452 8,816 SH DEFINED 1 8,816
WPS RESOURCES CORP COM 92931B10 22,276 480,597 SH DEFINED 1,2,5,9 480,597
WRIGHT MED GROUP INC COM 98235T10 22,168 622,693 SH DEFINED 1,2 622,693
WRIGLEY WM JR CO COM 98252610 346,633 5,497,744 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 5,497,744
WSFS FINL CORP COM 92932810 5,385 110,890 SH DEFINED 1,2,5 110,890
WYETH COM 98302410 1,361,686 37,657,236 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 37,657,236
WYNDHAM INTL INC CL A 98310110 142 142,010 SH DEFINED 1 142,010
Page Total 2,673,571
71 of 72
STATE STREET CORPORATION
FORM 13F INFORMATION TABLE AS OF JUNE OF 30, 2004
TITLE OF VALUE SHARES OR SH/ PUT/ INVESTMENT VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL DISCRETION OTHER MANAGERS SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
WYNN RESORTS LTD COM 98313410 12,205 315,958 SH DEFINED 1,2,5 315,958
XANSER CORP COM 98389J10 108 43,719 SH DEFINED 1 43,719
XCEL ENERGY INC COM 98389B10 203,892 12,201,801 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 12,201,801
XEROX CORP COM 98412110 1,241,672 85,632,539 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 85,632,539
XETA TECHNOLOGIES IN COM 98390910 60 12,100 SH DEFINED 1 12,100
XICOR INC COM 98490310 6,547 432,690 SH DEFINED 1,2,5 432,690
XILINX INC COM 98391910 374,852 11,253,425 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,253,425
XL CAP LTD CL A G9825510 224,713 2,977,909 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,977,909
XM SATELLITE RADIO H CL A 98375910 51,321 1,880,594 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 1,880,594
XOMA LTD ORD G9825R10 479 106,841 SH DEFINED 1,5 106,841
X-RITE INC COM 98385710 4,983 342,730 SH DEFINED 1,2 342,730
XTO ENERGY INC COM 98385X10 126,888 4,259,412 SH DEFINED 1,2,5,7,8,9,10,12,
13,14 4,259,412
XYBERNAUT CORP COM 98414910 3,950 2,323,818 SH DEFINED 1,2 2,323,818
YAHOO INC COM 98433210 1,422,908 39,090,886 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 39,090,886
YANKEE CANDLE INC COM 98475710 21,901 748,757 SH DEFINED 1,2,5 748,757
YARDVILLE NATL BANCO COM 98502110 3,241 129,902 SH DEFINED 1,2 129,902
YELLOW ROADWAY CORP COM 98557710 18,622 467,197 SH DEFINED 1,2,5 467,197
YORK INTL CORP NEW COM 98667010 33,193 808,210 SH DEFINED 1,2,5,9 808,210
YOUNG BROADCASTING I CL A 98743410 2,880 218,996 SH DEFINED 1,2 218,996
YOUNG INNOVATIONS IN COM 98752010 1,813 71,383 SH DEFINED 1,2 71,383
YUM BRANDS INC COM 98849810 429,357 11,535,665 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 11,535,665
Z TEL TECHNOLOGIES I COM 98879210 19 14,140 SH DEFINED 1 14,140
ZALE CORP NEW COM 98885810 60,501 2,219,419 SH DEFINED 1,2,5 2,219,419
ZARLINK SEMICONDUCTO COM 98913910 67 15,545 SH DEFINED 1 15,545
ZEBRA TECHNOLOGIES C CL A 98920710 49,778 572,161 SH DEFINED 1,2,5,9 572,161
ZENITH NATL INS CORP COM 98939010 9,400 193,420 SH DEFINED 1,2 193,420
ZHONE TECHNOLOGIES I COM 98950P10 2,358 604,564 SH DEFINED 1,2 604,564
ZILA INC COM PAR $0 98951320 2,836 577,606 SH DEFINED 1,2,5 577,606
ZIMMER HLDGS INC COM 98956P10 610,435 6,921,037 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 6,921,037
ZIONS BANCORPORATION COM 98970110 160,725 2,615,533 SH DEFINED 1,2,5,6,7,8,9,10,12,
13,14 2,615,533
ZIX CORP COM 98974P10 2,237 283,520 SH DEFINED 1,2 283,520
ZOLL MED CORP COM 98992210 4,803 136,911 SH DEFINED 1,2 136,911
ZOMAX INC MINN COM 98992910 115 30,411 SH DEFINED 1 30,411
ZOOM TECHNOLOGIES IN COM 98976E10 60 15,100 SH DEFINED 1 15,100
ZORAN CORP COM 98975F10 12,521 682,329 SH DEFINED 1,2,5 682,329
ZYGO CORP COM 98985510 3,014 269,339 SH DEFINED 1,2 269,339
ZYMOGENETICS INC COM 98985T10 4,925 259,200 SH DEFINED 1,2 259,200
Page Total 5,109,380
Grand Total 442,358,054
TOTAL MARKET VALUE 442,358,054
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