STATE STREET RESEARCH EXCHANGE TRUST
NSAR-A, 1996-08-29
Previous: DREYFUS MASSACHUSETTS TAX EXEMPT BOND FUND, 485BPOS, 1996-08-29
Next: TOWN & COUNTRY CORP, POS AM, 1996-08-29



<PAGE>      PAGE  1
000 A000000 06/30/96
000 C000000 0000766768
000 D000000 N
000 E000000 F
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 3.0
000 J000000 U
001 A000000 STATE STREET RESEARCH EXCHANGE TRUST
001 B000000 811-4256
001 C000000 6173571200
002 A000000 ONE FINANCIAL CENTER
002 B000000 BOSTON
002 C000000 MA
002 D010000 02111
002 D020000 2690
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 Y
007 B000000  1
007 C010100  1
007 C020100 STATE STREET RESEARCH EXCHANGE FUND
007 C030100 N
007 C010200  2
007 C010300  3
007 C010400  4
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
020 A000001 GOLDMAN SACHS & CO.
020 B000001 13-5108880
020 C000001      7
020 A000002 DONALDSON, LUFKIN & JENRETTE SECURITIES
020 B000002 13-2741729
020 C000002      6
020 A000003 MORGAN STANLEY & CO. INC.
020 B000003 13-2655998
020 C000003      4
020 A000004 ROBERT W. BAIRD & CO. INC.
020 B000004 39-6037917
020 C000004      3
020 A000005 STANDARD & POORS SECURITIES
020 B000005 13-3145333
020 C000005      3
020 A000006 SMITH BARNEY SHEARSON, INC.
<PAGE>      PAGE  2
020 B000006 13-1912900
020 C000006      3
020 A000007 BEAR STEARNS SECURITIES CORP
020 B000007 13-3299429
020 C000007      2
020 A000008 CITATION FINANCIAL GROUP, L.P.
020 C000008      1
020 A000009 PRUDENTIAL SECURITIES INC.
020 B000009 22-2347336
020 C000009      1
020 A000010 JP MORGAN SECURITIES
020 B000010 13-3224016
020 C000010      1
021  000000       33
022 A000001 AMERICAN EXPRESS CREDIT CORP.
022 C000001     49451
022 D000001         0
022 A000002 FORD MOTOR CREDIT CORP.
022 C000002     18883
022 D000002         0
022 A000003 BENEFICIAL CORP.
022 C000003     13851
022 D000003         0
022 A000004 GENERAL ELECTRIC CAPITAL CORP
022 C000004     10631
022 D000004         0
022 A000005 ASSOCIATES CORP OF NORTH AMERICA
022 C000005     10043
022 D000005         0
022 A000006 PHILIP MORRIS CO., INC.
022 C000006      9313
022 D000006         0
022 A000007 COMMERCIAL CREDIT CORP.
022 C000007      9212
022 D000007         0
022 A000008 HOUSEHOLD FINANCE CORP.
022 C000008      6377
022 D000008         0
022 A000009 GOLDMAN SACHS & C0.
022 B000009 13-5108880
022 C000009         0
022 D000009      4835
022 A000010 NATWEST SECURITIES CORP.
022 B000010 13-3255839
022 C000010      3786
022 D000010         0
023 C000000     164645
023 D000000       4835
024  00AA00 Y
025 A00AA01 LEHMAN BROTHERS, INC.
025 B00AA01 13-2518466
<PAGE>      PAGE  3
025 C00AA01 D
025 D00AA01    3050
025 D00AA02       0
025 D00AA03       0
025 D00AA04       0
025 D00AA05       0
025 D00AA06       0
025 D00AA07       0
025 D00AA08       0
026 A000000 N
026 B000000 Y
026 C000000 Y
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 Y
028 A01AA00         0
028 A02AA00         0
028 A03AA00         0
028 A04AA00       997
028 B01AA00         0
028 B02AA00         0
028 B03AA00         0
028 B04AA00      2520
028 C01AA00         0
028 C02AA00         0
028 C03AA00         0
028 C04AA00       290
028 D01AA00         0
028 D02AA00       113
028 D03AA00         0
028 D04AA00      1165
028 E01AA00         0
028 E02AA00         0
028 E03AA00         0
028 E04AA00        83
028 F01AA00         0
028 F02AA00         0
028 F03AA00         0
028 F04AA00       289
028 G01AA00         0
028 G02AA00       113
028 G03AA00         0
028 G04AA00      5344
028 H00AA00         0
062 A00AA00 N
062 B00AA00   0.0
062 C00AA00   0.0
<PAGE>      PAGE  4
062 D00AA00   0.0
062 E00AA00   0.0
062 F00AA00   0.0
062 G00AA00   0.0
062 H00AA00   0.0
062 I00AA00   0.0
062 J00AA00   0.0
062 K00AA00   0.0
062 L00AA00   0.0
062 M00AA00   0.0
062 N00AA00   0.0
062 O00AA00   0.0
062 P00AA00   0.0
062 Q00AA00   0.0
062 R00AA00   0.0
066 A00AA00 Y
066 B00AA00 N
066 C00AA00 N
066 D00AA00 Y
066 E00AA00 N
066 F00AA00 N
066 G00AA00 N
067  00AA00 N
068 A00AA00 N
068 B00AA00 N
069  00AA00 N
071 A00AA00     10713
071 B00AA00     19223
071 C00AA00    244101
071 D00AA00    4
072 A00AA00  6
072 B00AA00       94
072 C00AA00     2308
072 D00AA00        0
072 E00AA00        0
072 F00AA00      618
072 G00AA00        0
072 H00AA00        0
072 I00AA00        9
072 J00AA00       25
072 K00AA00        0
072 L00AA00        6
072 M00AA00       18
072 N00AA00        0
072 O00AA00       20
072 P00AA00        0
072 Q00AA00        0
072 R00AA00       12
072 S00AA00        3
072 T00AA00        0
072 U00AA00        0
<PAGE>      PAGE  5
072 V00AA00        0
072 W00AA00       13
072 X00AA00      724
072 Y00AA00        0
072 Z00AA00     1678
072AA00AA00    10080
072BB00AA00        0
072CC01AA00    17280
072CC02AA00        0
072DD01AA00     1207
072DD02AA00        0
072EE00AA00        0
073 A01AA00   1.4000
073 A02AA00   0.0000
073 B00AA00   0.0000
073 C00AA00   0.0000
074 A00AA00       40
074 B00AA00        0
074 C00AA00     3050
074 D00AA00        0
074 E00AA00        0
074 F00AA00   253496
074 G00AA00        0
074 H00AA00        0
074 I00AA00        0
074 J00AA00        0
074 K00AA00        0
074 L00AA00      270
074 M00AA00       21
074 N00AA00   256877
074 O00AA00        9
074 P00AA00      326
074 Q00AA00        0
074 R01AA00        0
074 R02AA00        0
074 R03AA00        0
074 R04AA00      520
074 S00AA00        0
074 T00AA00   256022
074 U01AA00      861
074 U02AA00        0
074 V01AA00   297.47
074 V02AA00     0.00
074 W00AA00   0.0000
074 X00AA00      430
074 Y00AA00        0
075 A00AA00        0
075 B00AA00   247052
076  00AA00     0.00
077 A000000 N
078  000000 N
<PAGE>      PAGE  6
080 A00AA00 FEDERAL INSURANCE COMPANY
080 C00AA00    15000
081 A00AA00 Y
081 B00AA00  25
082 A00AA00 N
082 B00AA00        0
083 A00AA00 N
083 B00AA00        0
084 A00AA00 N
084 B00AA00        0
085 A00AA00 Y
085 B00AA00 N
086 A010000      0
086 A020000      0
086 B010000      0
086 B020000      0
086 C010000      0
086 C020000      0
086 D010000      0
086 D020000      0
086 E010000      0
086 E020000      0
086 F010000      0
086 F020000      0
SIGNATURE   DOUGLAS A. ROMICH                            
TITLE       ASSISTANT TREASURER 
 


<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000766768
<NAME> STATE STREET RESEARCH EXCHANGE TRUST
<SERIES>
   <NUMBER> 01
   <NAME> STATE STREET RESEARCH EXCHANGE FUND
       
<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          DEC-31-1996
<PERIOD-END>                               JUN-30-1996
<INVESTMENTS-AT-COST>                       98,698,298
<INVESTMENTS-AT-VALUE>                     256,546,106
<RECEIVABLES>                                  270,063
<ASSETS-OTHER>                                  61,400
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                             256,877,569
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                      855,322
<TOTAL-LIABILITIES>                            855,322
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                    87,537,214
<SHARES-COMMON-STOCK>                          860,676
<SHARES-COMMON-PRIOR>                          879,362
<ACCUMULATED-NII-CURRENT>                      557,448
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                     10,079,777
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                   157,847,808
<NET-ASSETS>                               256,022,247
<DIVIDEND-INCOME>                            2,287,964
<INTEREST-INCOME>                               94,359
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                 703,821
<NET-INVESTMENT-INCOME>                      1,678,502
<REALIZED-GAINS-CURRENT>                    10,079,777
<APPREC-INCREASE-CURRENT>                   17,279,838
<NET-CHANGE-FROM-OPS>                       29,038,117
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                  (1,207,037)
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                              0
<NUMBER-OF-SHARES-REDEEMED>                   (19,066)
<SHARES-REINVESTED>                                380
<NET-CHANGE-IN-ASSETS>                      22,600,145
<ACCUMULATED-NII-PRIOR>                         85,983
<ACCUMULATED-GAINS-PRIOR>                            0
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                          617,631
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                703,821
<AVERAGE-NET-ASSETS>                       247,052,400
<PER-SHARE-NAV-BEGIN>                           265.44
<PER-SHARE-NII>                                   1.95
<PER-SHARE-GAIN-APPREC>                          31.48
<PER-SHARE-DIVIDEND>                            (1.40)
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                             297.47
<EXPENSE-RATIO>                                   0.57
<AVG-DEBT-OUTSTANDING>                               0
<AVG-DEBT-PER-SHARE>                                 0
        

</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission