13F-HR/A 1 a2164243z13f-hra.txt 13F-HR/A 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 ----------------------- Check Here if Amendment /X/; Amendment Number: 2 -------- This Amendment (Check only one.): /X/ is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: STATE STREET CORPORATION ------------------------------- Address: 225 FRANKLIN STREET ------------------------------- BOSTON, MASSACHUSETTS 02110 ------------------------------- ------------------------------- Form 13F File Number: 28-399 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: JAMES J. MALERBA ------------------------------- Title: SENIOR VICE PRESIDENT AND DEPUTY CONTROLLER ------------------------------- Phone: 617-664-8697 ------------------------------- Signature, Place, and Date of Signing: /s/ James J. Malerba Boston, Massachusetts October 19, 2005 ------------------------------- --------------------- ---------------- [Signature] [City, State] [Date] Report Type (Check only one.): / / 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) /X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) 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 --------------- ------------------------------------ 28-07472 Bel Air Investment Advisors LLC --------------- ------------------------------------ 28-99999 Shott Capital Management, LLC --------------- ------------------------------------ 28-04003 Ariel Capital Management, LLC --------------- ------------------------------------ 28-00096 Capital Guardian Trust Company --------------- ------------------------------------ 28-10372 Philadelphia International Advisors, l.P. --------------- ------------------------------------ 28-02924 Turner Investment partners Inc. (Turner Investment Partners --------------- ------------------------------------ 28-03570 AXA (Alliance Capital Management L.P.) --------------- ------------------------------------ 28-00223 Dresdner RCM Global Investors LLC (RCM Capital Management LLC) --------------- ------------------------------------ 28-00180 Sit Investment Associates Inc. --------------- ------------------------------------ 28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited) --------------- ------------------------------------
Report Summary: Number of Other Included Managers: 13 -------------------- Form 13F Information Table Entry Total: 4,007 -------------------- Form 13F Information Table Value Total: 439,082,968 -------------------- (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 Bank and Trust Company ------ ----------------- --------------------------------- 2 28- SSgA Funds Management, Inc. ------ ----------------- --------------------------------- 3 28- The Tuckerman Group, LLC ------ ----------------- --------------------------------- 4 28- Rexiter Capital Management, Limited ------ ----------------- --------------------------------- 5 28- State Street Global Advisors Limited ------ ----------------- --------------------------------- 6 28- State Street Global Advisors Ltd. ------ ----------------- --------------------------------- 7 28- State Street Global Advisors France S.A. ------ ----------------- --------------------------------- 8 28- State Street Global Advisors, Australia ------ ----------------- --------------------------------- 9 28- State Street Global Investment GmbH ------ ----------------- --------------------------------- 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 11,604 1,871,671 SH DEFINED 1,2 1,871,671 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 3,261,421
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 633,163 8,414,127 SH DEFINED 1,2,5,6,7,8,9,10,12, 13,14 8,414,427 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 2,149,456
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 439,082,968 TOTAL MARKET VALUE 439,082,968
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