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:  1
                                               --------
   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:    PAMELA D. GORMLEY
         -------------------------------
Title:   EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
         -------------------------------
Phone:   617-664-7902
         -------------------------------

Signature, Place, and Date of Signing:

    /s/ Pamela D. Gormley         Boston, Massachusetts   August 26, 2004
-------------------------------   ---------------------   ---------------
        [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: 439,128,804
                                        --------------------
                                            (thousands)


List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.

[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]



    No.       Form 13F File Number         Name
                                     
    1         28-                          State Street Global Advisors, a division of State Street Bank and Trust
    ------       -----------------         ---------------------------------
    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      57,440   9,264,526 SH       DEFINED    1,2                    9,264,526
GRACO INC             COM        38410910      34,536   1,112,256 SH       DEFINED    1,2,5,9                1,112,256
GRAFTECH INTL LTD     COM        38431310      15,841   1,514,474 SH       DEFINED    1,2,5                  1,514,474
GRAINGER W W INC      COM        38480210     144,033   2,504,923 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  2,504,923
GRANITE BROADCASTING  COM        38724110          17      23,830 SH       DEFINED    1                         23,830
GRANITE CONSTR INC    COM        38732810      19,091   1,047,205 SH       DEFINED    1,2,5,9                1,047,205
GRANT PRIDECO INC     COM        38821G10      37,971   2,056,917 SH       DEFINED    1,2,5,9                2,056,917
GRAPHIC PACKAGING CO  COM        38868810       7,568     874,938 SH       DEFINED    1,2                      874,938
GRAY TELEVISION INC   COM        38937510       8,927     642,665 SH       DEFINED    1,2                      642,665
GREAT AMERN FINL RES  COM        38991510       2,285     143,732 SH       DEFINED    1,2                      143,732
GREAT ATLANTIC & PAC  COM        39006410       2,226     290,585 SH       DEFINED    1,2,5                    290,585
GREAT LAKES CHEM COR  COM        39056810      45,277   1,673,217 SH       DEFINED    1,2,5,6,9,10           1,673,217
GREAT NORTHN IRON OR  CTFS BEN I 39106410       1,273      13,248 SH       DEFINED    1,5                       13,248
GREAT PLAINS ENERGY   COM        39116410      31,894   1,073,856 SH       DEFINED    1,2,5,9                1,073,856
GREAT SOUTHN BANCORP  COM        39090510       5,031     174,028 SH       DEFINED    1,2                      174,028
GREATER BAY BANCORP   COM        39164810      29,542   1,022,229 SH       DEFINED    1,2,5,9                1,022,229
GREEN MOUNTAIN PWR C  COM        39315410         292      11,183 SH       DEFINED    1                         11,183
GREENBRIER COS INC    COM        39365710       1,912     100,386 SH       DEFINED    1,2                      100,386
GREENHILL & CO INC    COM        39525910       2,166     103,600 SH       DEFINED    1                        103,600
GREENPOINT FINL CORP  COM        39538410     111,980   2,820,653 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  2,820,653
GREIF INC             CL A       39762410       9,003     213,086 SH       DEFINED    1,2                      213,086
GREY GLOBAL GROUP IN  COM        39787M10      14,763      14,988 SH       DEFINED    1,2,5                     14,988
GREY WOLF INC         COM        39788810      12,101   2,854,083 SH       DEFINED    1,2,5                  2,854,083
GRIFFIN LD & NURSERI  CL A       39823110         215       8,600 SH       DEFINED    1                          8,600
GRIFFON CORP          COM        39843310       9,522     427,398 SH       DEFINED    1,2                      427,398
GROUP 1 AUTOMOTIVE I  COM        39890510       9,621     289,715 SH       DEFINED    1,2                      289,715
GROUP 1 SOFTWARE INC  COM        39943Y10       3,850     167,756 SH       DEFINED    1,2                      167,756
GROUPE CGI INC        CL A SUB V 39945C10         114      16,870 SH       DEFINED    1                         16,870
GROUPE DANONE         SPONSORED  39944910       1,044      59,496 SH       DEFINED    1                         59,496
Page Total                                  3,307,257


                                                                        29 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
GRUPO AEROPORTUARIO   SPON ADR S 40051E20         458      24,755 SH       DEFINED    1,7                       24,755
GRUPO TELEVISA SA DE  SP ADR REP 40049J20      20,024     442,328 SH       DEFINED    1,2,4                    442,328
GSI COMMERCE INC      COM        36238G10       2,783     289,036 SH       DEFINED    1,2,5                    289,036
GTC BIOTHERAPEUTICS   COM        36238T10          34      21,777 SH       DEFINED    1                         21,777
GTECH HLDGS CORP      COM        40051810      43,150     931,768 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                    931,768
GTX INC DEL           COM        40052B10         362      34,787 SH       DEFINED    1,2                       34,787
GUESS INC             COM        40161710       2,568     159,484 SH       DEFINED    1,2                      159,484
GUIDANT CORP          COM        40169810     522,276   9,346,393 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  9,346,393
GUILFORD PHARMACEUTI  COM        40182910       2,074     436,626 SH       DEFINED    1,2                      436,626
GUITAR CTR MGMT INC   COM        40204010      17,667     397,273 SH       DEFINED    1,2,5                    397,273
GULF ISLAND FABRICAT  COM        40230710       2,568     118,727 SH       DEFINED    1,2                      118,727
GULFMARK OFFSHORE IN  COM        40262910       3,581     226,919 SH       DEFINED    1,2,5                    226,919
GULFTERRA ENERGY PAR  COM        40274U10         320       8,266 SH       DEFINED    1,5                        8,266
GYMBOREE CORP         COM        40377710       7,587     493,947 SH       DEFINED    1,2                      493,947
HAEMONETICS CORP      COM        40502410      17,584     593,064 SH       DEFINED    1,2,5                    593,064
HAGGAR CORP           COM        40517310         310      15,508 SH       DEFINED    1                         15,508
HAIN CELESTIAL GROUP  COM        40521710       7,283     402,372 SH       DEFINED    1,2,5                    402,372
HALLIBURTON CO        COM        40621610     410,434  13,563,582 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 13,563,582
HALLWOOD GROUP INC    COM PAR $0 40636440         206       4,033 SH       DEFINED    1                          4,033
HAMPSHIRE GROUP LTD   COM        40885910         321      11,150 SH       DEFINED    1                         11,150
HANARO TELECOM INC    SPONSORED  40964920          30      12,549 SH       DEFINED    1                         12,549
HANCOCK FABRICS INC   COM        40990010       3,206     251,435 SH       DEFINED    1,2                      251,435
HANCOCK HLDG CO       COM        41012010      14,700     505,849 SH       DEFINED    1,2                      505,849
HANDLEMAN CO DEL      COM        41025210       9,382     405,078 SH       DEFINED    1,2                      405,078
HANGER ORTHOPEDIC GR  COM NEW    41043F20       4,434     378,301 SH       DEFINED    1,2,5                    378,301
HANMI FINL CORP       COM        41049510       8,294     281,163 SH       DEFINED    1,2                      281,163
HANOVER CAP MTG HLDG  COM        41076110         159      13,500 SH       DEFINED    1,2                       13,500
HANOVER COMPRESSOR C  COM        41076810      20,768   1,745,190 SH       DEFINED    1,2,5,9                1,745,190
HANOVER DIRECT INC    COM        41078310           8      60,400 SH       DEFINED    1                         60,400
HANSEN NAT CORP       COM        41131010       1,640      64,728 SH       DEFINED    1,2                       64,728
HANSON PLC NEW        SPONSORED  41134910         211       6,093 SH       DEFINED    1                          6,093
HARBOR FLA BANCSHARE  COM        41190110       9,371     340,641 SH       DEFINED    1,2,5                    340,641
HARDINGE INC          COM        41232430       5,850     489,949 SH       DEFINED    1                        489,949
HARKEN ENERGY CORP    COM NEW    41255230          29      55,071 SH       DEFINED    1                         55,071
HARLAND JOHN H CO     COM        41269310      14,955     509,543 SH       DEFINED    1,2,5                    509,543
HARLEY DAVIDSON INC   COM        41282210     525,397   8,482,348 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  8,482,348
HARLEYSVILLE GROUP I  COM        41282410       5,357     284,192 SH       DEFINED    1,2                      284,192
HARLEYSVILLE NATL CO  COM        41285010       9,950     388,687 SH       DEFINED    1,2                      388,687
HARMAN INTL INDS INC  COM        41308610      93,725   1,029,945 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  1,029,945
HARMONIC INC          COM        41316010      10,844   1,274,313 SH       DEFINED    1,2,5                  1,274,313
HARRAHS ENTMT INC     COM        41361910     327,120   6,046,586 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  6,046,586
HARRIS & HARRIS GROU  COM        41383310       1,392     113,687 SH       DEFINED    1,2                      113,687
HARRIS CORP DEL       COM        41387510      58,950   1,161,571 SH       DEFINED    1,2,5,7,9              1,161,571
HARRIS INTERACTIVE I  COM        41454910       4,834     719,380 SH       DEFINED    1,2                      719,380
HARSCO CORP           COM        41586410      25,488     542,289 SH       DEFINED    1,2,5,9                  542,289
HARTE-HANKS INC       COM        41619610      39,827   1,631,594 SH       DEFINED    1,2,5,9                1,631,594
HARTFORD FINL SVCS G  COM        41651510   1,467,963  21,355,295 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 21,355,295
HARTMARX CORP         COM        41711910       1,728     274,279 SH       DEFINED    1,2                      274,279
HARVARD BIOSCIENCE I  COM        41690610          70      15,632 SH       DEFINED    1                         15,632
HARVEST NATURAL RESO  COM        41754V10       8,487     569,191 SH       DEFINED    1,2,5                    569,191
HASBRO INC            COM        41805610     127,449   6,707,819 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  6,707,819
HAVAS                 SPONSORED  41931310          65      12,678 SH       DEFINED    1                         12,678
HAVERTY FURNITURE IN  COM        41959610       5,406     309,253 SH       DEFINED    1,2                      309,253
HAWAIIAN ELEC INDUST  COM        41987010      27,051   1,036,441 SH       DEFINED    1,2,5,9                1,036,441
HAWAIIAN HOLDINGS IN  COM        41987910          85      11,915 SH       DEFINED    1                         11,915
HAWK CORP             CL A       42008910         113      16,200 SH       DEFINED    1                         16,200
Page Total                                  3,895,926


                                                                        30 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
HAWKINS INC           COM        42026110         149      12,452 SH       DEFINED    1                         12,452
HAYES LEMMERZ INTL I  COM NEW    42078130       8,357     553,441 SH       DEFINED    1,2                      553,441
HCA INC               COM        40411910     545,770  13,122,633 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 13,122,633
HCC INS HLDGS INC     COM        40413210      30,225     904,681 SH       DEFINED    1,2,5,9                  904,681
HEADWATERS INC        COM        42210P10      21,381     824,571 SH       DEFINED    1,2                      824,571
HEALTH CARE PPTY INV  COM        42191510      31,284   1,301,317 SH       DEFINED    1,2,5                  1,301,317
HEALTH CARE REIT INC  COM        42217K10      15,772     485,305 SH       DEFINED    1,2,5                    485,305
HEALTH MGMT ASSOC IN  CL A       42193310     155,947   6,955,714 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  6,955,714
HEALTH NET INC        COM        42222G10      56,106   2,117,220 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  2,117,220
HEALTHCARE RLTY TR    COM        42194610      27,791     741,480 SH       DEFINED    1,2,5                    741,480
HEALTHCARE SVCS GRP   COM        42190610       3,380     220,903 SH       DEFINED    1,2                      220,903
HEALTHEXTRAS INC      COM        42221110       4,662     281,361 SH       DEFINED    1,2                      281,361
HEARST-ARGYLE TELEVI  COM        42231710      15,154     587,822 SH       DEFINED    1,2,5                    587,822
HEARTLAND EXPRESS IN  COM        42234710      15,412     563,313 SH       DEFINED    1,2,5                    563,313
HEARTLAND FINL USA I  COM        42234Q10       2,316     126,204 SH       DEFINED    1,2                      126,204
HECLA MNG CO          COM        42270410      11,047   1,938,013 SH       DEFINED    1,2,5                  1,938,013
HEICO CORP NEW        COM        42280610       4,592     251,627 SH       DEFINED    1,2,5                    251,627
HEICO CORP NEW        CL A       42280620         190      13,642 SH       DEFINED    1                         13,642
HEIDRICK & STRUGGLES  COM        42281910       9,061     305,301 SH       DEFINED    1,2,5                    305,301
HEINZ H J CO          COM        42307410     419,813  10,709,519 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 10,709,519
HELEN OF TROY CORP L  COM        G4388N10       1,390      37,707 SH       DEFINED    1,5                       37,707
HELIX TECHNOLOGY COR  COM        42331910      10,074     472,285 SH       DEFINED    1,2                      472,285
HELLENIC TELECOM ORG  SPONSORED  42332530         310      47,912 SH       DEFINED    1                         47,912
HELMERICH & PAYNE IN  COM        42345210      26,252   1,003,894 SH       DEFINED    1,2,5,6,9              1,003,894
HEMISPHERX BIOPHARMA  COM        42366C10         104      30,210 SH       DEFINED    1,5                       30,210
HENRY JACK & ASSOC I  COM        42628110      20,358   1,012,857 SH       DEFINED    1,2,5,9                1,012,857
HERCULES INC          COM        42705610      42,740   3,506,133 SH       DEFINED    1,2,5,6,9,10           3,506,133
HERITAGE COMMERCE CO  COM        42692710         213      14,600 SH       DEFINED    1                         14,600
HERITAGE PPTY INVT T  COM        42725M10      21,502     794,617 SH       DEFINED    1,2,3                    794,617
HERLEY INDS INC DEL   COM        42739810       3,483     178,252 SH       DEFINED    1,2                      178,252
HERSHA HOSPITALITY T  SH BEN INT 42782510         116      11,700 SH       DEFINED    1,2                       11,700
HERSHEY FOODS CORP    COM        42786610     334,075   7,220,111 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  7,220,111
HESKA CORP            COM        42805E10          20      16,000 SH       DEFINED    1                         16,000
HEWITT ASSOCS INC     COM        42822Q10       9,003     327,381 SH       DEFINED    1,2,5                    327,381
HEWLETT PACKARD CO    COM        42823610   2,030,570  96,235,535 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 96,235,535
HEXCEL CORP NEW       COM        42829110       4,445     383,893 SH       DEFINED    1,2                      383,893
HI / FN INC           COM        42835810         276      23,127 SH       DEFINED    1                         23,127
HIBBETT SPORTING GOO  COM        42856510       9,995     365,459 SH       DEFINED    1,2                      365,459
HIBERNIA CORP         CL A       42865610      71,942   2,960,577 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  2,960,577
HICKORY TECH CORP     COM        42906010         173      17,062 SH       DEFINED    1                         17,062
HIGHLAND HOSPITALITY  COM        43014110       4,995     497,045 SH       DEFINED    1,2                      497,045
HIGHWOODS PPTYS INC   COM        43128410      32,191   1,369,816 SH       DEFINED    1,2,3,5,9              1,369,816
HILB ROGAL & HOBBS C  COM        43129410      24,215     678,663 SH       DEFINED    1,2,5                    678,663
HILFIGER TOMMY CORP   ORD        G8915Z10         837      55,314 SH       DEFINED    1,2,5                     55,314
HILLENBRAND INDS INC  COM        43157310      56,259     930,673 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                    930,673
HILTON HOTELS CORP    COM        43284810     254,366  13,631,599 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 13,631,599
HITACHI LIMITED       ADR 10 COM 43357850         603       8,669 SH       DEFINED    1                          8,669
HI-TECH PHARMACAL IN  COM        42840B10         174      10,650 SH       DEFINED    1                         10,650
HMS HLDGS CORP        COM        40425J10         103      17,100 SH       DEFINED    1                         17,100
HNI CORP              COM        40425110      35,250     832,744 SH       DEFINED    1,2,5,6,9                832,744
HOLLINGER INTL INC    CL A       43556910      14,168     843,865 SH       DEFINED    1,2,5                    843,865
HOLLIS-EDEN PHARMACE  COM        43590210       1,702     141,250 SH       DEFINED    1,2                      141,250
HOLLY CORP            COM PAR $0 43575830       6,130     163,897 SH       DEFINED    1,2                      163,897
HOLLYWOOD ENTMT CORP  COM        43614110      11,017     824,633 SH       DEFINED    1,2,5                    824,633
HOLLYWOOD MEDIA CORP  COM        43623310          96      26,340 SH       DEFINED    1                         26,340
HOLOGIC INC           COM        43644010       7,944     341,658 SH       DEFINED    1,2,5                    341,658
Page Total                                  4,415,502


                                                                        31 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
HOME DEPOT INC        COM        43707610   2,597,826  73,801,889 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 73,801,889
HOME PROPERTIES INC   COM        43730610      27,679     710,088 SH       DEFINED    1,2,3,5                  710,088
HOMESTORE INC         COM        43785210       5,801   1,453,811 SH       DEFINED    1,2,5                  1,453,811
HONDA MOTOR LTD       AMERN SHS  43812830         819      33,689 SH       DEFINED    1                         33,689
HONEYWELL INTL INC    COM        43851610   3,797,176 103,663,008 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                103,663,008
HOOKER FURNITURE COR  COM        43903810       1,481      73,446 SH       DEFINED    1,2                       73,446
HOOPER HOLMES INC     COM        43910410       7,017   1,222,417 SH       DEFINED    1,2                    1,222,417
HORACE MANN EDUCATOR  COM        44032710      14,110     807,187 SH       DEFINED    1,2,5,9                  807,187
HORIZON FINL CORP WA  COM        44041F10       4,673     234,814 SH       DEFINED    1,2,5                    234,814
HORIZON OFFSHORE INC  COM        44043J10          40      40,269 SH       DEFINED    1,5                       40,269
HORMEL FOODS CORP     COM        44045210      45,272   1,455,695 SH       DEFINED    1,2,5,7,9              1,455,695
HORNBECK OFFSHORE SV  COM        44054310         632      48,382 SH       DEFINED    1,2                       48,382
HOSPIRA INC           COM        44106010     124,763   4,520,395 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  4,520,395
HOSPITALITY PPTYS TR  COM SH BEN 44106M10      57,591   1,361,495 SH       DEFINED    1,2,3,5,9              1,361,495
HOST MARRIOTT CORP N  COM        44107P10      80,868   6,542,707 SH       DEFINED    1,2,3,5,7,8,9,10,12,1  6,542,707
HOT TOPIC INC         COM        44133910      16,615     810,895 SH       DEFINED    1,2,5                    810,895
HOUSTON EXPL CO       COM        44212010      12,357     238,362 SH       DEFINED    1,2                      238,362
HOVNANIAN ENTERPRISE  CL A       44248720      19,099     550,254 SH       DEFINED    1,2,5,9                  550,254
HRPT PPTYS TR         COM SH BEN 40426W10      24,872   2,484,765 SH       DEFINED    1,2,3,5                2,484,765
HSBC HLDGS PLC        SPON ADR N 40428040      24,828     331,433 SH       DEFINED    1,2                      331,433
HUANENG PWR INTL INC  SPON ADR N 44330410         317       8,766 SH       DEFINED    1,7                        8,766
HUB GROUP INC         CL A       44332010       2,171      63,658 SH       DEFINED    1,2                       63,658
HUBBELL INC           CL B       44351020      52,904   1,132,595 SH       DEFINED    1,2,5,6,9              1,132,595
HUDSON CITY BANCORP   COM        44368310      25,136     751,682 SH       DEFINED    1,2,5                    751,682
HUDSON HIGHLAND GROU  COM        44379210       4,565     148,899 SH       DEFINED    1,2,5                    148,899
HUDSON RIV BANCORP I  COM        44412810       8,220     481,563 SH       DEFINED    1,2                      481,563
HUDSON UNITED BANCOR  COM        44416510      19,060     511,277 SH       DEFINED    1,2,5                    511,277
HUFFY CORP            COM        44435610          26      22,653 SH       DEFINED    1                         22,653
HUGHES SUPPLY INC     COM        44448210      21,246     360,532 SH       DEFINED    1,2,5                    360,532
HUGOTON RTY TR TEX    UNIT BEN I 44471710         878      38,419 SH       DEFINED    1                         38,419
HUMAN GENOME SCIENCE  COM        44490310      24,299   2,089,337 SH       DEFINED    1,2,5                  2,089,337
HUMANA INC            COM        44485910      92,162   5,453,383 SH       DEFINED    1,2,5,6,9,10           5,453,383
HUMBOLDT BANCORP      COM        44506910       4,816     230,195 SH       DEFINED    1,2,5                    230,195
HUNT J B TRANS SVCS   COM        44565810      33,237     861,498 SH       DEFINED    1,2,5,9                  861,498
HUNTINGTON BANCSHARE  COM        44615010     178,277   7,757,931 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  7,757,931
HURCO COMPANIES INC   COM        44732410         377      31,600 SH       DEFINED    1                         31,600
HUTCHINSON TECHNOLOG  COM        44840710      10,894     443,019 SH       DEFINED    1,2,5                    443,019
HUTTIG BLDG PRODS IN  COM        44845110         115      15,027 SH       DEFINED    1                         15,027
HYDRIL                COM        44877410       8,157     258,951 SH       DEFINED    1,2                      258,951
HYPERCOM CORP         COM        44913M10       6,478     766,662 SH       DEFINED    1,2                      766,662
HYPERION SOLUTIONS C  COM        44914M10      34,733     794,435 SH       DEFINED    1,2,5                    794,435
IBERIABANK CORP       COM        45082810       6,670     112,833 SH       DEFINED    1,2,5                    112,833
IBIS TECHNOLOGY CORP  COM        45090910          64      10,457 SH       DEFINED    1                         10,457
ICICI BK LTD          ADR        45104G10         466      38,497 SH       DEFINED    1,2                       38,497
ICO INC NEW           COM        44929310         125      55,500 SH       DEFINED    1                         55,500
ICOS CORP             COM        44929510      17,994     603,010 SH       DEFINED    1,2,5                    603,010
ICT GROUP INC         COM        44929Y10       1,041     113,600 SH       DEFINED    1                        113,600
ICU MED INC           COM        44930G10       6,382     190,330 SH       DEFINED    1,2                      190,330
IDACORP INC           COM        45110710      28,320   1,048,897 SH       DEFINED    1,2,5,6,9              1,048,897
IDENTIX INC           COM        45190610      10,444   1,398,071 SH       DEFINED    1,2                    1,398,071
IDEX CORP             COM        45167R10      30,601     890,865 SH       DEFINED    1,2,5                    890,865
IDEXX LABS INC        COM        45168D10      26,757     425,124 SH       DEFINED    1,2,5,7                  425,124
IDT CORP              COM        44894710       8,509     471,961 SH       DEFINED    1,2,5                    471,961
IDT CORP              CL B       44894730       2,266     122,858 SH       DEFINED    1,2                      122,858
IDX SYS CORP          COM        44949110      10,317     323,510 SH       DEFINED    1,2                      323,510
I-FLOW CORP           COM NEW    44952030       2,546     214,676 SH       DEFINED    1,2                      214,676
Page Total                                  7,544,089


                                                                        32 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
IGATE CORP            COM        45169U10       1,214     304,978 SH       DEFINED    1,2                      304,978
IGI INC               COM        44957510          63      26,800 SH       DEFINED    1                         26,800
IHOP CORP             COM        44962310      12,029     336,392 SH       DEFINED    1,2                      336,392
II VI INC             COM        90210410       5,409     176,419 SH       DEFINED    1,2                      176,419
IKON OFFICE SOLUTION  COM        45171310     260,000  22,667,806 SH       DEFINED    1,2,5,6               22,667,806
ILEX ONCOLOGY INC     COM        45192310      15,112     604,702 SH       DEFINED    1,2,5                    604,702
ILLINOIS TOOL WKS IN  COM        45230810     804,624   8,391,111 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  8,391,111
ILLUMINA INC          COM        45232710       1,893     299,074 SH       DEFINED    1,2                      299,074
IMAGE ENTMT INC       COM NEW    45243920          55      15,000 SH       DEFINED    1                         15,000
IMAGISTICS INTERNATI  COM        45247T10      16,280     459,881 SH       DEFINED    1,2,5                    459,881
I-MANY INC            COM        44973Q10          35      28,997 SH       DEFINED    1                         28,997
IMATION CORP          COM        45245A10      32,832     770,523 SH       DEFINED    1,2,5,9                  770,523
IMC GLOBAL INC        COM        44966910      29,504   2,201,805 SH       DEFINED    1,2,5,9                2,201,805
IMCLONE SYS INC       COM        45245W10      56,175     654,791 SH       DEFINED    1,2,5                    654,791
IMCO RECYCLING INC    COM        44968110       2,336     176,687 SH       DEFINED    1,2                      176,687
IMMERSION CORP        COM        45252110          78      16,024 SH       DEFINED    1                         16,024
IMMTECH INTL INC      COM        45251910         128      10,400 SH       DEFINED    1                         10,400
IMMUCOR INC           COM        45252610      13,932     428,005 SH       DEFINED    1,2                      428,005
IMMUNICON CORP DEL    COM        45260A10         206      26,300 SH       DEFINED    1                         26,300
IMMUNOGEN INC         COM        45253H10       3,966     653,323 SH       DEFINED    1,2,5                    653,323
IMMUNOMEDICS INC      COM        45290710       3,488     716,254 SH       DEFINED    1,2,5                    716,254
IMPAC MED SYS INC     COM        45255A10         161      11,000 SH       DEFINED    1                         11,000
IMPAC MTG HLDGS INC   COM        45254P10      30,869   1,370,715 SH       DEFINED    1,2,5                  1,370,715
IMPAX LABORATORIES I  COM        45256B10      14,201     732,784 SH       DEFINED    1,2                      732,784
IMPERIAL CHEM INDS P  ADR NEW    45270450         239      14,125 SH       DEFINED    1                         14,125
IMPERIAL OIL LTD      COM NEW    45303840         974      20,804 SH       DEFINED    1                         20,804
IMPERIAL TOBACCO GRO  SPONSORED  45314210         543      12,382 SH       DEFINED    1                         12,382
IMS HEALTH INC        COM        44993410     168,386   7,183,698 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  7,183,698
INAMED CORP           COM        45323510      22,794     362,788 SH       DEFINED    1,2,5,9                  362,788
INCO LTD              COM        45325840       1,232      35,642 SH       DEFINED    1                         35,642
INCYTE CORP           COM        45337C10       8,217   1,075,527 SH       DEFINED    1,2,5                  1,075,527
INDEPENDENCE CMNTY B  COM        45341410      39,111   1,074,473 SH       DEFINED    1,2,5,9                1,074,473
INDEPENDENCE HLDG CO  COM NEW    45344030       1,595      46,518 SH       DEFINED    1,2                       46,518
INDEPENDENT BANK COR  COM        45383610       6,281     216,975 SH       DEFINED    1,2,5                    216,975
INDEPENDENT BANK COR  COM        45383810       7,351     289,391 SH       DEFINED    1,2                      289,391
INDEVUS PHARMACEUTIC  COM        45407210       3,817     620,618 SH       DEFINED    1,2,5                    620,618
INDIA FD INC          COM        45408910       2,070      96,372 SH       DEFINED    7                         96,372
INDUS INTL INC        COM        45578L10          59      28,100 SH       DEFINED    1                         28,100
INDYMAC BANCORP INC   COM        45660710      24,403     772,257 SH       DEFINED    1,2,5,9                  772,257
INERGY L P            UNIT LTD P 45661510         235       9,800 SH       DEFINED    1                          9,800
INET TECHNOLOGIES IN  COM        45662V10       4,459     357,565 SH       DEFINED    1,2                      357,565
INFINEON TECHNOLOGIE  SPONSORED  45662N10       1,933     142,100 SH       DEFINED    1                        142,100
INFINITY PPTY & CAS   COM        45665Q10       9,932     300,972 SH       DEFINED    1,2,5                    300,972
INFOCROSSING INC      COM        45664X10       2,588     191,712 SH       DEFINED    1,2                      191,712
INFOCUS CORP          COM        45665B10       5,478     644,470 SH       DEFINED    1,2,5                    644,470
INFONET SVCS CORP     CL B       45666T10       1,829   1,045,271 SH       DEFINED    1,2,5                  1,045,271
INFORMATICA CORP      COM        45666Q10       9,120   1,195,314 SH       DEFINED    1,2,5                  1,195,314
INFORMATION HLDGS IN  COM        45672710       5,881     214,887 SH       DEFINED    1,2                      214,887
INFOSPACE INC         COM NEW    45678T20      26,595     699,120 SH       DEFINED    1,2                      699,120
INFOSYS TECHNOLOGIES  SPONSORED  45678810       1,447      15,524 SH       DEFINED    1,2                       15,524
INFOUSA INC NEW       COM        45681830       5,245     517,272 SH       DEFINED    1,2                      517,272
INFRASOURCE SVCS INC  COM        45684P10         991      80,800 SH       DEFINED    1                         80,800
ING GROUP N V         SPONSORED  45683710      23,823   1,005,190 SH       DEFINED    1,2                    1,005,190
INGERSOLL-RAND COMPA  CL A       G4776G10     284,520   4,165,130 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  4,165,130
INGLES MKTS INC       CL A       45703010       1,664     148,986 SH       DEFINED    1,2,5                    148,986
INGRAM MICRO INC      CL A       45715310      18,725   1,294,033 SH       DEFINED    1,2,5                  1,294,033
Page Total                                  1,996,124


                                                                        33 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
INKINE PHARMACEUTICA  COM        45721410       2,151     555,836 SH       DEFINED    1,2                      555,836
INNKEEPERS USA TR     COM        4576J010       8,024     778,287 SH       DEFINED    1,2,3,5                  778,287
INNODATA ISOGEN INC   COM NEW    45764220          43      11,700 SH       DEFINED    1                         11,700
INNOTRAC CORP         COM        45767M10         100      11,400 SH       DEFINED    1                         11,400
INNOVATIVE SOLUTIONS  COM        45769N10       1,603      82,141 SH       DEFINED    1,2                       82,141
INNOVEX INC           COM        45764710          95      20,683 SH       DEFINED    1                         20,683
INPUT/OUTPUT INC      COM        45765210       6,972     841,014 SH       DEFINED    1,2                      841,014
INSIGHT COMMUNICATIO  CL A       45768V10       6,873     742,174 SH       DEFINED    1,2,5                    742,174
INSIGHT ENTERPRISES   COM        45765U10      14,475     815,039 SH       DEFINED    1,2,5                    815,039
INSIGNIA SYS INC      COM        45765Y10          19      12,600 SH       DEFINED    1                         12,600
INSITUFORM TECHNOLOG  CL A       45766710       6,085     374,014 SH       DEFINED    1,2                      374,014
INSMED INC            COM NEW    45766920          75      33,500 SH       DEFINED    1                         33,500
INSPIRE PHARMACEUTIC  COM        45773310       7,578     453,204 SH       DEFINED    1,2                      453,204
INSTINET GROUP INC    COM        45775010       7,093   1,343,384 SH       DEFINED    1,2,5                  1,343,384
INSURANCE AUTO AUCTI  COM        45787510       2,521     148,323 SH       DEFINED    1,2,5                    148,323
INTAC INTL            COM        45811T10         616      50,143 SH       DEFINED    1,2                       50,143
INTEGRA BK CORP       COM        45814P10       6,070     274,779 SH       DEFINED    1,2                      274,779
INTEGRA LIFESCIENCES  COM NEW    45798520      18,757     531,817 SH       DEFINED    1,2                      531,817
INTEGRAL SYS INC MD   COM        45810H10         171      10,610 SH       DEFINED    1                         10,610
INTEGRATED ALARM SVC  COM        45890M10         109      20,130 SH       DEFINED    1                         20,130
INTEGRATED CIRCUIT S  COM        45811K20      24,748     911,211 SH       DEFINED    1,2,5,9                  911,211
INTEGRATED DEVICE TE  COM        45811810      34,743   2,510,326 SH       DEFINED    1,2,5,9                2,510,326
INTEGRATED ELECTRICA  COM        45811E10       4,708     584,881 SH       DEFINED    1,2,5                    584,881
INTEGRATED SILICON S  COM        45812P10       6,679     547,002 SH       DEFINED    1,2,5                    547,002
INTEL CORP            COM        45814010   5,662,207 205,152,416 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                205,152,416
INTELIDATA TECHNOLOG  COM        45814T10          78     117,688 SH       DEFINED    1,5                      117,688
INTELLIGROUP INC      COM        45816A10         104      20,017 SH       DEFINED    1                         20,017
INTELLISYNC CORP      COM        45817610         147      51,210 SH       DEFINED    1,5                       51,210
INTER PARFUMS INC     COM        45833410       1,380      66,170 SH       DEFINED    1,2                       66,170
INTER TEL INC         COM        45837210      16,740     670,423 SH       DEFINED    1,2                      670,423
INTERACTIVE DATA COR  COM        45840J10      10,267     589,380 SH       DEFINED    1,2,5                    589,380
INTERCEPT INC         COM        45845L10       4,473     273,063 SH       DEFINED    1,2,5                    273,063
INTERCHANGE FINL SVC  COM        45844710       4,396     176,680 SH       DEFINED    1,2                      176,680
INTERCONTINENTAL HOT  SPONSORED  45857310         339      31,462 SH       DEFINED    1                         31,462
INTERDIGITAL COMMUNI  COM        45866A10      16,584     881,650 SH       DEFINED    1,2,5                    881,650
INTERFACE INC         CL A       45866510       6,598     753,174 SH       DEFINED    1,2,5                    753,174
INTERGRAPH CORP       COM        45868310      18,443     713,177 SH       DEFINED    1,2,5                    713,177
INTERLAND INC         COM NEW    45872720          34      12,187 SH       DEFINED    1                         12,187
INTERMAGNETICS GEN C  COM        45877110      10,193     299,519 SH       DEFINED    1,2                      299,519
INTERMET CORP         COM        45881K10          99      23,323 SH       DEFINED    1                         23,323
INTERMUNE INC         COM        45884X10       6,581     426,786 SH       DEFINED    1,2,5                    426,786
INTERNAP NETWORK SVC  COM        45885A10       2,653   2,192,975 SH       DEFINED    1,2                    2,192,975
INTERNATIONAL BANCSH  COM        45904410      17,586     433,694 SH       DEFINED    1,2,5                    433,694
INTERNATIONAL BUSINE  COM        45920010  11,367,144 128,952,289 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                128,952,289
INTERNATIONAL FLAVOR  COM        45950610     100,671   2,691,748 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  2,691,748
INTERNATIONAL GAME T  COM        45990210     405,415  10,502,980 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 10,502,980
INTERNATIONAL RECTIF  COM        46025410      37,191     897,906 SH       DEFINED    1,2,5,9                  897,906
INTERNATIONAL SHIPHO  COM NEW    46032120         159      10,700 SH       DEFINED    1                         10,700
INTERNATIONAL SPEEDW  CL A       46033520      25,616     526,652 SH       DEFINED    1,2,5,9                  526,652
INTERNATIONAL STL GR  COM        46037710       5,685     191,105 SH       DEFINED    1,2                      191,105
INTERNET CAP GROUP I  COM NEW    46059C20       4,085     530,541 SH       DEFINED    1,2                      530,541
INTERNET SEC SYS INC  COM        46060X10      10,992     716,572 SH       DEFINED    1,2,5                    716,572
INTERPUBLIC GROUP CO  COM        46069010     154,713  11,268,226 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 11,268,226
INTERSECTIONS INC     COM        46098130       1,974      82,300 SH       DEFINED    1                         82,300
INTERSIL CORP         CL A       46069S10      39,686   1,832,222 SH       DEFINED    1,2,5,9                1,832,222
INTERSTATE BAKERIES   COM        46072H10      16,207   1,493,701 SH       DEFINED    1,2,5,9                1,493,701
Page Total                                 18,108,750


                                                                        34 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
INTERVIDEO INC        COM        46114Y10       1,062      82,090 SH       DEFINED    1,2                       82,090
INTERVOICE INC NEW    COM        46114210       6,538     569,984 SH       DEFINED    1,2,5                    569,984
INTERWOVEN INC        COM NEW    46114T50       6,375     631,236 SH       DEFINED    1,2,5                    631,236
INTEVAC INC           COM        46114810       1,797     202,551 SH       DEFINED    1,2                      202,551
INTL PAPER CO         COM        46014610   1,442,521  32,271,174 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 32,271,174
INTRADO INC           COM        46117A10       4,544     282,411 SH       DEFINED    1,2                      282,411
INTRAWARE INC         COM        46118M10          48      26,776 SH       DEFINED    1                         26,776
INTROGEN THERAPEUTIC  COM        46119F10         117      27,500 SH       DEFINED    1                         27,500
INTUIT                COM        46120210     229,594   5,951,110 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,951,110
INTUITIVE SURGICAL I  COM NEW    46120E60       9,005     473,926 SH       DEFINED    1,2                      473,926
INVACARE CORP         COM        46120310      19,291     431,380 SH       DEFINED    1,2,5                    431,380
INVERESK RESH GROUP   COM        46123810      14,207     460,681 SH       DEFINED    1,2                      460,681
INVERNESS MED INNOVA  COM        46126P10       4,708     214,971 SH       DEFINED    1,2,5                    214,971
INVESTMENT TECHNOLOG  COM        46145F10       9,569     748,189 SH       DEFINED    1,2,5                    748,189
INVESTORS FINL SERVI  COM        46191510      46,100   1,057,817 SH       DEFINED    1,2,5,9                1,057,817
INVESTORS REAL ESTAT  SH BEN INT 46173010       6,751     650,418 SH       DEFINED    1,2,5                    650,418
INVISION TECHNOLOGIE  COM        46185110      14,378     288,127 SH       DEFINED    1,2,5                    288,127
INVITROGEN CORP       COM        46185R10      90,818   1,261,542 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  1,261,542
IOMEGA CORP           COM NEW    46203030       4,842     867,714 SH       DEFINED    1,2,5                    867,714
IONICS INC            COM        46221810       8,490     300,537 SH       DEFINED    1,2                      300,537
IPASS INC             COM        46261V10       6,396     603,964 SH       DEFINED    1,2                      603,964
IPAYMENT INC          COM        46262E10       6,214     151,564 SH       DEFINED    1,2                      151,564
IPC HLDGS LTD         ORD        G4933P10         205       5,548 SH       DEFINED    1,5                        5,548
IRELAND BK            SPONSORED  46267Q10         664      12,326 SH       DEFINED    1                         12,326
IRON MTN INC PA       COM        46284610      37,992     787,239 SH       DEFINED    1,2,5                    787,239
IRSA INVERSIONES Y R  GLOBL DEP  45004720          87      11,793 SH       DEFINED    1,7                       11,793
IRVINE SENSORS CORP   COM NEW    46366450          26      11,424 SH       DEFINED    1                         11,424
IRWIN FINL CORP       COM        46411910      16,714     633,118 SH       DEFINED    1,2                      633,118
ISCO INTL INC         COM        46426P10          17      41,922 SH       DEFINED    1                         41,922
ISHARES TR            MSCI EMERG 46428723       8,899      55,055 SH       DEFINED    7                         55,055
ISHARES TR            RUSSELL100 46428759       5,015      83,500 SH       DEFINED    1                         83,500
ISIS PHARMACEUTICALS  COM        46433010       4,481     780,629 SH       DEFINED    1,2,5                    780,629
ISLAND PAC INC        COM        46447810          15      23,500 SH       DEFINED    1                         23,500
ISLE OF CAPRI CASINO  COM        46459210       4,981     285,432 SH       DEFINED    1,2,5                    285,432
ISOLAGEN INC          COM        46488N10       2,069     201,313 SH       DEFINED    1,2                      201,313
ISTA PHARMACEUTICALS  COM NEW    45031X20         692      66,189 SH       DEFINED    1,2                       66,189
ISTAR FINL INC        COM        45031U10      49,938   1,248,457 SH       DEFINED    1,2,5,7,8,9,10,12,14   1,248,457
ITC DELTACOM INC      COM NEW    45031T40         415      74,491 SH       DEFINED    1,2                       74,491
ITLA CAP CORP         COM        45056510       3,120      77,218 SH       DEFINED    1,2                       77,218
ITRON INC             COM        46574110      10,857     473,264 SH       DEFINED    1,2                      473,264
ITT EDUCATIONAL SERV  COM        45068B10      41,310   1,086,539 SH       DEFINED    1,2,5,9                1,086,539
ITT INDS INC IND      COM        45091110     865,121  10,423,140 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 10,423,140
IVAX CORP             COM        46582310      56,437   2,352,532 SH       DEFINED    1,2,5,7,9              2,352,532
IVAX DIAGNOSTICS INC  COM        45070W10         303      47,400 SH       DEFINED    1                         47,400
IVILLAGE INC          COM        46588H10       2,063     324,920 SH       DEFINED    1,2                      324,920
IXIA                  COM        45071R10       4,398     448,346 SH       DEFINED    1,2                      448,346
IXYS CORP             COM        46600W10       2,156     273,575 SH       DEFINED    1,2,5                    273,575
J & J SNACK FOODS CO  COM        46603210       5,926     145,139 SH       DEFINED    1,2                      145,139
J ALEXANDER CORP      COM        46609610         150      18,800 SH       DEFINED    1                         18,800
J JILL GROUP INC      COM        46618910       7,573     321,030 SH       DEFINED    1,2,5                    321,030
J P MORGAN CHASE & C  COM        46625H10   2,719,111  70,134,400 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 70,134,400
J2 GLOBAL COMMUNICAT  COM NEW    46626E20       8,924     321,004 SH       DEFINED    1,2                      321,004
JABIL CIRCUIT INC     COM        46631310     138,196   5,488,340 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,488,340
JACK IN THE BOX INC   COM        46636710      25,094     844,905 SH       DEFINED    1,2,5                    844,905
JACLYN INC            COM        46977210         114      21,900 SH       DEFINED    1                         21,900
JACO ELECTRS INC      COM        46978310         119      19,600 SH       DEFINED    1                         19,600
Page Total                                  5,956,550


                                                                        35 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
JACOBS ENGR GROUP IN  COM        46981410      29,182     741,038 SH       DEFINED    1,2,5,9                  741,038
JACUZZI BRANDS INC    COM        46986510       9,883   1,226,218 SH       DEFINED    1,2                    1,226,218
JAKKS PAC INC         COM        47012E10       8,601     413,721 SH       DEFINED    1,2                      413,721
JANUS CAP GROUP INC   COM        47102X10     105,052   6,370,663 SH       DEFINED    1,2,5,6,7,9,10         6,370,663
JARDEN CORP           COM        47110910      20,803     578,025 SH       DEFINED    1,2                      578,025
JDA SOFTWARE GROUP I  COM        46612K10       6,173     468,700 SH       DEFINED    1,2                      468,700
JDS UNIPHASE CORP     COM        46612J10     152,061  40,121,519 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 40,121,519
JEFFERIES GROUP INC   COM        47231910      21,619     699,199 SH       DEFINED    1,2,5,9                  699,199
JEFFERSON PILOT CORP  COM        47507010     198,881   3,914,983 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  3,914,983
JETBLUE AWYS CORP     COM        47714310      37,885   1,289,498 SH       DEFINED    1,2,5,6,9              1,289,498
JLG INDS INC          COM        46621010       9,878     711,129 SH       DEFINED    1,2,5                    711,129
JMAR TECHNOLOGIES IN  COM        46621210         125      63,400 SH       DEFINED    1                         63,400
JO-ANN STORES INC     COM        47758P30      11,758     399,930 SH       DEFINED    1,2                      399,930
JOHNSON & JOHNSON     COM        47816010   7,526,462 135,124,993 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                135,124,993
JOHNSON CTLS INC      COM        47836610     279,065   5,227,894 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,227,894
JONES APPAREL GROUP   COM        48007410     170,123   4,309,082 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  4,309,082
JONES LANG LASALLE I  COM        48020Q10      13,824     510,112 SH       DEFINED    1,2,5                    510,112
JOS A BANK CLOTHIERS  COM        48083810       4,028     128,319 SH       DEFINED    1,2,5                    128,319
JOULE INC             COM        48110910          27      16,800 SH       DEFINED    1                         16,800
JOURNAL COMMUNICATIO  CL A       48113010       5,486     291,357 SH       DEFINED    1,2                      291,357
JOURNAL REGISTER CO   COM        48113810      12,291     614,529 SH       DEFINED    1,2,5                    614,529
JOY GLOBAL INC        COM        48116510      23,777     794,145 SH       DEFINED    1,2,5                    794,145
JUNIPER NETWORKS INC  COM        48203R10     171,740   6,989,808 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  6,989,808
JUNO LTG INC          COM NEW    48204720         407      11,400 SH       DEFINED    1                         11,400
JUPITERMEDIA CORP     COM        48207D10       2,609     184,112 SH       DEFINED    1,2                      184,112
K FED BANCORP         COM        48246S10         317      24,900 SH       DEFINED    1                         24,900
K V PHARMACEUTICAL C  CL A       48274020      13,737     594,945 SH       DEFINED    1,2,5                    594,945
K2 INC                COM        48273210       8,234     524,429 SH       DEFINED    1,2                      524,429
KADANT INC            COM        48282T10       6,511     281,487 SH       DEFINED    1,2                      281,487
KAMAN CORP            CL A       48354810       5,097     364,296 SH       DEFINED    1,2                      364,296
KANA SOFTWARE INC     COM NEW    48360030          58      24,474 SH       DEFINED    1                         24,474
KANEB PIPE LINE PART  SR PREF UN 48416910         264       5,762 SH       DEFINED    1,5                        5,762
KANEB SERVICES LLC    COM        48417310         701      24,848 SH       DEFINED    1,2,5                     24,848
KANSAS CITY LIFE INS  COM        48483610       2,764      65,664 SH       DEFINED    1,2                       65,664
KANSAS CITY SOUTHERN  COM NEW    48517030      16,519   1,065,750 SH       DEFINED    1,2,5,6                1,065,750
KATY INDS INC         COM        48602610         113      23,204 SH       DEFINED    1,2                       23,204
KAYDON CORP           COM        48658710      20,956     677,542 SH       DEFINED    1,2,5                    677,542
KB HOME               COM        48666K10     135,053   1,967,845 SH       DEFINED    1,2,5,6,9,10           1,967,845
KCS ENERGY INC        COM        48243420       9,712     729,104 SH       DEFINED    1,2,5                    729,104
KEANE INC             COM        48666510      20,338   1,485,634 SH       DEFINED    1,2,5,9                1,485,634
KEITH COMPANIES INC   COM        48753910         150      10,330 SH       DEFINED    1                         10,330
KEITHLEY INSTRS INC   COM        48758410       4,788     216,159 SH       DEFINED    1,2                      216,159
KELLOGG CO            COM        48783610     445,618  10,647,992 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 10,647,992
KELLWOOD CO           COM        48804410      26,181     601,179 SH       DEFINED    1,2,5                    601,179
KELLY SVCS INC        CL A       48815220      12,529     420,439 SH       DEFINED    1,2,5,6,9                420,439
KEMET CORP            COM        48836010      20,258   1,657,771 SH       DEFINED    1,2,5,9                1,657,771
KENNAMETAL INC        COM        48917010      30,802     672,522 SH       DEFINED    1,2,5,9                  672,522
KENSEY NASH CORP      COM        49005710       7,541     218,587 SH       DEFINED    1,2                      218,587
KENT FINL SVCS INC    COM NEW    49056020          69      30,000 SH       DEFINED    1                         30,000
KERR MCGEE CORP       COM        49238610     402,919   7,493,378 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  7,493,378
KERYX BIOPHARMACEUTI  COM        49251510       2,963     234,075 SH       DEFINED    1,2                      234,075
KEY ENERGY SVCS INC   COM        49291410      20,352   2,155,983 SH       DEFINED    1,2,5                  2,155,983
KEY TRONICS CORP      COM        49314410         176      47,600 SH       DEFINED    1                         47,600
KEYCORP NEW           COM        49326710     375,251  12,554,414 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 12,554,414
KEYNOTE SYS INC       COM        49330810       3,688     268,199 SH       DEFINED    1,2                      268,199
KEYSPAN CORP          COM        49337W10     184,846   5,036,667 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,036,667
Page Total                                 10,600,246


                                                                        36 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
KEYSTONE AUTOMOTIVE   COM        49338N10       5,488     196,776 SH       DEFINED    1,2                      196,776
KEYSTONE PPTY TR COR  COM        49359610      14,477     602,440 SH       DEFINED    1,2,3,5                  602,440
KFORCE INC            COM        49373210       2,903     307,555 SH       DEFINED    1,2,5                    307,555
KFX INC               COM        48245L10       3,973     521,425 SH       DEFINED    1,2                      521,425
KILROY RLTY CORP      COM        49427F10      27,980     820,516 SH       DEFINED    1,2,3,5                  820,516
KIMBALL INTL INC      CL B       49427410       7,620     516,580 SH       DEFINED    1,2,5                    516,580
KIMBERLY CLARK CORP   COM        49436810     996,348  15,123,678 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 15,123,678
KIMCO REALTY CORP     COM        49446R10      94,059   2,067,221 SH       DEFINED    1,2,3,5,7,8,9,10,12,
                                                                                      14                     2,067,221
KINDER MORGAN ENERGY  UT LTD PAR 49455010       1,228      30,186 SH       DEFINED    1,2,5                     30,186
KINDER MORGAN INC KA  COM        49455P10     227,000   3,828,631 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  3,828,631
KINDER MORGAN MANAGE  SHS        49455U10       1,843      50,122 SH       DEFINED    1,5                       50,122
KINDRED HEALTHCARE I  COM        49458010      11,311     429,260 SH       DEFINED    1,2,5                    429,260
KINETIC CONCEPTS INC  COM NEW    49460W20      11,198     224,411 SH       DEFINED    1,2                      224,411
KING PHARMACEUTICALS  COM        49558210      71,412   6,236,876 SH       DEFINED    1,2,5,6,9,10           6,236,876
KINROSS GOLD CORP     COM NEW    49690220         197      35,496 SH       DEFINED    1,5                       35,496
KINTERA INC           COM        49720P50         493      47,265 SH       DEFINED    1,2                       47,265
KIRBY CORP            COM        49726610      14,587     374,993 SH       DEFINED    1,2,5                    374,993
KIRKLANDS INC         COM        49749810       1,833     153,645 SH       DEFINED    1,2                      153,645
KLA-TENCOR CORP       COM        48248010     266,011   5,387,024 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,387,024
KMART HLDG CORPORATI  COM        49878010      30,575     425,829 SH       DEFINED    1,2,5                    425,829
KNBT BANCORP INC      COM        48292110       7,482     448,040 SH       DEFINED    1,2                      448,040
KNIGHT RIDDER INC     COM        49904010     161,724   2,246,161 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  2,246,161
KNIGHT TRADING GROUP  COM        49906310      18,003   1,796,680 SH       DEFINED    1,2,5                  1,796,680
KNIGHT TRANSN INC     COM        49906410      13,117     456,572 SH       DEFINED    1,2,5                    456,572
KNOLOGY INC           COM        49918380         138      27,700 SH       DEFINED    1                         27,700
KOHLS CORP            COM        50025510     374,471   8,856,929 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  8,856,929
KOMAG INC             COM NEW    50045320       9,576     685,481 SH       DEFINED    1,2,5                    685,481
KONINKLIJKE AHOLD N   SPON ADR N 50046730         256      32,284 SH       DEFINED    1                         32,284
KONINKLIJKE PHILIPS   NY REG SH  50047230       2,027      74,506 SH       DEFINED    1,2                       74,506
KOOKMIN BK NEW        SPONSORED  50049M10      10,117     322,414 SH       DEFINED    4                        322,414
KOPIN CORP            COM        50060010       6,251   1,223,211 SH       DEFINED    1,2,5                  1,223,211
KOREA ELECTRIC PWR    SPONSORED  50063110         534      58,312 SH       DEFINED    1                         58,312
KORN FERRY INTL       COM NEW    50064320      12,655     653,323 SH       DEFINED    1,2,5,9                  653,323
KOS PHARMACEUTICALS   COM        50064810       7,678     232,890 SH       DEFINED    1,2                      232,890
KOSAN BIOSCIENCES IN  COM        50064W10       2,710     343,013 SH       DEFINED    1,2,5                    343,013
KRAFT FOODS INC       CL A       50075N10     288,868   9,118,299 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  9,118,299
KRAMONT RLTY TR       COM SH BEN 50075Q10       5,796     362,229 SH       DEFINED    1,2,5                    362,229
KRISPY KREME DOUGHNU  COM        50101410      20,867   1,093,105 SH       DEFINED    1,2,5,9                1,093,105
KROGER CO             COM        50104410     411,628  22,616,914 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                 22,616,914
KROLL INC             COM        50104910      23,689     642,325 SH       DEFINED    1,2,5                    642,325
KRONOS INC            COM        50105210      28,274     686,252 SH       DEFINED    1,2,5                    686,252
KRONOS WORLDWIDE INC  COM        50105F10       2,673      78,167 SH       DEFINED    1,2                       78,167
K-SWISS INC           CL A       48268610       9,275     458,951 SH       DEFINED    1,2                      458,951
KT CORP               SPONSORED  48268K10       6,804     377,152 SH       DEFINED    1,2,5                    377,152
KULICKE & SOFFA INDS  COM        50124210      10,228     933,189 SH       DEFINED    1,2,5                    933,189
KVH INDS INC          COM        48273810       2,695     210,068 SH       DEFINED    1,2                      210,068
KYOCERA CORP          ADR        50155620         570       6,647 SH       DEFINED    1                          6,647
KYPHON INC            COM        50157710       9,728     345,221 SH       DEFINED    1,2,5                    345,221
L-3 COMMUNICATIONS H  COM        50242410     116,905   1,750,073 SH       DEFINED    1,2,5,9                1,750,073
LA BARGE INC          COM        50247010         208      27,500 SH       DEFINED    1                         27,500
LA JOLLA PHARMACEUTI  COM        50345910         121      49,889 SH       DEFINED    1,5                       49,889
LA QUINTA CORP        PAIRED CTF 50419U20      26,044   3,100,508 SH       DEFINED    1,2,5                  3,100,508
LA Z BOY INC          COM        50533610      15,329     852,572 SH       DEFINED    1,2,5                    852,572
LABONE INC NEW        COM        50540L10      10,899     342,960 SH       DEFINED    1,2,5                    342,960
LABOR READY INC       COM NEW    50540120      12,013     775,013 SH       DEFINED    1,2,5                    775,013
LABORATORY CORP AMER  COM NEW    50540R40      76,864   1,936,119 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  1,936,119
Page Total                                  3,496,752


                                                                        37 of 72


                            STATE STREET CORPORATION
                 FORM 13F INFORMATION TABLE AS OF JUNE 30, 2004



                      TITLE OF                  VALUE   SHARES OR SH/ PUT/ INVESTMENT                          VOTING AUTHORITY
NAME OF ISSUER        CLASS      CUSIP        (x1000)     PRN AMT PRN CALL DISCRETION OTHER MANAGERS              SOLE SHARED NONE
--------------------- ---------- -------- ----------- ----------- --- ---- ---------- -------------------- ----------- ------ ----
                                                                                             
LABRANCHE & CO INC    COM        50544710      15,132   1,797,159 SH       DEFINED    1,2,5,9                1,797,159
LACLEDE GROUP INC     COM        50559710       8,956     326,745 SH       DEFINED    1,2,5                    326,745
LACROSSE FOOTWEAR IN  COM        50568810         115      14,400 SH       DEFINED    1                         14,400
LAFARGE COPPEE S A    SPON ADR N 50586140         372      16,501 SH       DEFINED    1                         16,501
LAFARGE NORTH AMERIC  COM        50586210      27,113     626,156 SH       DEFINED    1,2,5,13                 626,156
LAIDLAW INTL INC      COM        50730R10      19,845   1,531,236 SH       DEFINED    1,2                    1,531,236
LAKELAND BANCORP INC  COM        51163710       2,832     176,122 SH       DEFINED    1,2                      176,122
LAKELAND FINL CORP    COM        51165610       2,696      80,472 SH       DEFINED    1,2                       80,472
LAKELAND INDS INC     COM        51179510         207       8,624 SH       DEFINED    1                          8,624
LAKES ENTMNT INC      COM        51206P10       2,766     239,070 SH       DEFINED    1,2                      239,070
LAM RESEARCH CORP     COM        51280710      49,174   1,834,868 SH       DEFINED    1,2,5,9                1,834,868
LAMAR ADVERTISING CO  CL A       51281510      38,059     877,952 SH       DEFINED    1,2,5                    877,952
LAMSON & SESSIONS CO  COM        51369610         151      18,800 SH       DEFINED    1                         18,800
LAN CHILE S A         SPONSORED  50172310         217      11,233 SH       DEFINED    1,7                       11,233
LANCASTER COLONY COR  COM        51384710      27,078     650,299 SH       DEFINED    1,2,5,9                  650,299
LANCE INC             COM        51460610       7,139     463,541 SH       DEFINED    1,2                      463,541
LANCER CORP           COM        51461410          88      14,078 SH       DEFINED    1                         14,078
LANDAMERICA FINL GRO  COM        51493610      19,148     491,859 SH       DEFINED    1,2,5                    491,859
LANDAUER INC          COM        51476K10       7,807     174,820 SH       DEFINED    1,2                      174,820
LANDEC CORP           COM        51476610         178      25,961 SH       DEFINED    1                         25,961
LANDRYS RESTAURANTS   COM        51508L10      10,573     353,721 SH       DEFINED    1,2                      353,721
LANDSTAR SYS INC      COM        51509810      34,622     654,860 SH       DEFINED    1,2,5                    654,860
LANNET INC            COM        51601210       1,023      68,085 SH       DEFINED    1,2                       68,085
LANTRONIX INC         COM        51654810          42      33,609 SH       DEFINED    1                         33,609
LARGE SCALE BIOLOGY   COM        51705310          14      10,239 SH       DEFINED    1                         10,239
LASALLE HOTEL PPTYS   COM SH BEN 51794210      20,103     823,882 SH       DEFINED    1,2,3,5                  823,882
LASERSCOPE            COM        51808110       7,084     257,143 SH       DEFINED    1,2                      257,143
LATTICE SEMICONDUCTO  COM        51841510      15,807   2,254,964 SH       DEFINED    1,2,5,9                2,254,964
LAUDER ESTEE COS INC  CL A       51843910     105,068   2,153,916 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  2,153,916
LAUREATE EDUCATION I  COM        51861310      18,974     496,184 SH       DEFINED    1,2,5,9                  496,184
LAWSON PRODS INC      COM        52077610       5,568     145,941 SH       DEFINED    1,2                      145,941
LAWSON SOFTWARE INC   COM        52078010      11,371   1,606,065 SH       DEFINED    1,2                    1,606,065
LAYNE CHRISTENSEN CO  COM        52105010       1,829     110,518 SH       DEFINED    1,2                      110,518
LAZARE KAPLAN INTL I  COM        52107810         124      14,711 SH       DEFINED    1                         14,711
LCA-VISION INC        COM PAR $. 50180330       4,151     142,497 SH       DEFINED    1,2                      142,497
LCC INTERNATIONAL IN  CL A       50181010          76      15,575 SH       DEFINED    1                         15,575
LEAPFROG ENTERPRISES  CL A       52186N10      11,458     576,078 SH       DEFINED    1,2,5                    576,078
LEAR CORP             COM        52186510      92,234   1,563,550 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  1,563,550
LEARNING TREE INTL I  COM        52201510       2,528     174,211 SH       DEFINED    1,2                      174,211
LECG CORP             COM        52323410       2,567     148,283 SH       DEFINED    1,2                      148,283
LECROY CORP           COM        52324W10       1,096      60,855 SH       DEFINED    1,2                       60,855
LEE ENTERPRISES INC   COM        52376810      30,874     643,077 SH       DEFINED    1,2,5,6,9                643,077
LEGG MASON INC        COM        52490110     116,391   1,278,880 SH       DEFINED    1,2,5,7,8,9,10,12,
                                                                                      13,14                  1,278,880
LEGGETT & PLATT INC   COM        52466010     148,188   5,548,035 SH       DEFINED    1,2,5,6,7,8,9,10,12,
                                                                                      13,14                  5,548,035

LEHMAN BROS HLDGS IN  COM        52490810     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                               439,128,804

                      TOTAL MARKET VALUE  439,128,804


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