UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for Calendar Year or Quarter Ended: SEPTEMBER 30, 2006
Check here if amendment |_| Amendment Number |_|
This Amendment (Check only one.): |_| is a restatement.
|_| adds new holdings entries.
Institutional Investment Manager filing this report:
Name: STATE STREET CORPORATION
Address: ONE LINCOLN STREET
BOSTON, MASSACHUSETTS 02111
Form 13F File Number: 28-00399
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this report on behalf of the reporting manager:
Name: PAMELA D. GORMLEY
Title EXECUTIVE VICE PRESIDENT AND CORPORATE CONTROLLER
Telephone: 617-664-7902
Signature, Place, and Date of Signing:
/s/ PAMELA D. GORMLEY Boston, Massachusetts November 10, 2006
------------------------------------- --------------------- -----------------
[Signature] [City, State] [Date]
Advanced Investment Partners LLC, Bel Air Investment Advisors LLC, and Shott
Capital Management, LLC have been removed for the List of Other Managers
Reporting for this Manager as they are not deemed to share investment discretion
for the purposes of Form 13F reporting.
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.)
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.)
28-00115 T. Rowe Price Associates, Inc.
28-00694 JP Morgan Chase & Co (JP Morgan Fleming Asset Management Limited)
28-03459 Smith Asset Management Group L.P.
28-04557 Wellington Management Company LLP
REPORT SUMMARY:
Number of Other Included Managers: 12
Form 13F Information Table Entry Total: 3,938
Form 13F Information Table Value Total: 459,392,052 (thousands)
List of Other Included Managers:
Provide a numbered list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
FORM 13F
FILE
NO. NUMBER NAME
--------------------------------------------------------------------------------
1 28-00733 State Street Bank and Trust Company
2 28-11338 SSgA Funds Management, Inc.
3 28-11339 Tuckerman Group, LLC
4 28-11328 Rexiter Capital Management LTD
5 28-11326 State Street Global Advisors LTD
6 28-11327 State Street Global Advisors Ltd.
7 28-11329 State Street Banque, SA
8 28-11330 State Street Global Advisors, Australia
10 28-11332 State Street Global Advisors (Japan) Co., Ltd.
12 28-11331 State Street Global Advisors Asia LTD
13 28-11334 State Street Global Advisors GmbH
14 28-11333 State Street Trust & Banking Co., Ltd.
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
1 800 FLOWERS COM CL A 68243Q10 2,378 452,114 SH DEFINED 1,2,6 452,114
1-800 CONTACTS INC COM 68197710 237 15,835 SH DEFINED 1 15,835
1ST SOURCE CORP COM 33690110 10,332 349,995 SH DEFINED 1,2 349,995
21ST CENTY INS GROUP COM 90130N10 8,543 571,411 SH DEFINED 1,2,5 571,411
24/7 REAL MEDIA INC COM NEW 90131420 4,881 571,571 SH DEFINED 1,5 571,571
3COM CORP COM 88553510 34,187 7,752,249 SH DEFINED 1,2,5,6,13 7,752,249
3-D SYS CORP DEL COM NEW 88554D20 3,263 177,929 SH DEFINED 1 177,929
3M CO COM 88579Y10 4,048,365 54,398,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 54,398,882
4 KIDS ENTMT INC COM 35086510 297 17,999 SH DEFINED 1 17,999
8X8 INC NEW COM 28291410 27 25,500 SH DEFINED 1 25,500
99 CENTS ONLY STORES COM 65440K10 11,683 987,539 SH DEFINED 1,2,5,6,13 987,539
A C MOORE ARTS & CRA COM 00086T10 3,718 195,372 SH DEFINED 1,2,5,6 195,372
A D C TELECOMMUNICAT COM NEW 00088630 43,308 2,885,267 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,885,267
A S V INC COM 00196310 4,790 321,289 SH DEFINED 1,2,6 321,289
AAMES INVT CORP MD COM 00253G10 2,105 597,891 SH DEFINED 1,2 597,891
AAON INC COM PAR $0 00036020 2,952 129,436 SH DEFINED 1 129,436
AAR CORP COM 00036110 13,502 566,346 SH DEFINED 1,2,5,6 566,346
AARON RENTS INC COM 00253520 12,739 554,362 SH DEFINED 1,2,6 554,362
AASTROM BIOSCIENCES COM 00253U10 190 163,460 SH DEFINED 1,5 163,460
ABAXIS INC COM 00256710 6,237 266,670 SH DEFINED 1,2 266,670
ABB LTD SPONSORED 00037520 18,061 1,370,356 SH DEFINED 1,2 1,370,356
ABBOTT LABS COM 00282410 1,980,708 40,788,880 SH DEFINED 1,2,5,6,7,8,10,12,13,14 40,788,880
ABERCROMBIE & FITCH CL A 00289620 114,540 1,648,526 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,648,526
ABINGTON CMNTY BANCO COM 00350R10 844 56,200 SH DEFINED 1 56,200
ABIOMED INC COM 00365410 3,670 248,295 SH DEFINED 1 248,295
ABITIBI-CONSOLIDATED COM 00392410 34 13,893 SH DEFINED 1,13 13,893
ABM INDS INC COM 00095710 15,661 834,790 SH DEFINED 1,2,5 834,790
ABN AMRO HLDG NV SPONSORED 00093710 650 22,261 SH DEFINED 1,2 22,261
ABRAXAS PETE CORP COM 00383010 220 72,000 SH DEFINED 1,5 72,000
ABRAXIS BIOSCIENCE I COM 00383E10 10,585 381,015 SH DEFINED 1,2,5,12 381,015
ABX AIR INC COM 00080S10 4,677 832,249 SH DEFINED 1,2,6 832,249
ACACIA RESH CORP ACACIA TCH 00388130 4,040 355,949 SH DEFINED 1,2,5 355,949
ACADIA PHARMACEUTICA COM 00422510 2,303 266,519 SH DEFINED 1,5 266,519
ACADIA RLTY TR COM SH BEN 00423910 21,975 861,784 SH DEFINED 1,2,3,5 861,784
ACCELRYS INC COM 00430U10 243 38,564 SH DEFINED 1,5 38,564
ACCENTURE LTD BERMUD CL A G1150G11 118,113 3,724,776 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,724,776
ACCESS INTEGRATED TE CL A 00432910 991 104,650 SH DEFINED 1 104,650
ACCO BRANDS CORP COM 00081T10 17,281 776,347 SH DEFINED 1,2,5,6,7 776,347
ACCREDITED HOME LEND COM 00437P10 9,433 262,467 SH DEFINED 1,2,5,6 262,467
ACCURIDE CORP COM 00439810 2,504 227,456 SH DEFINED 1,2,6 227,456
ACE CASH EXPRESS INC COM 00440310 5,070 169,616 SH DEFINED 1,2 169,616
ACE LTD ORD G0070K10 439,081 8,022,682 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,022,682
ACETO CORP COM 00444610 182 25,807 SH DEFINED 1 25,807
ACME COMMUNICATION I COM 00463110 123 23,478 SH DEFINED 1 23,478
ACTEL CORP COM 00493410 6,338 407,609 SH DEFINED 1,2 407,609
ACTIVE POWER INC COM 00504W10 159 63,564 SH DEFINED 1 63,564
ACTIVIDENTITY CORP COM 00506P10 247 52,628 SH DEFINED 1 52,628
ACTIVISION INC NEW COM NEW 00493020 69,980 4,634,428 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,634,428
ACTUANT CORP CL A NEW 00508X20 19,070 380,629 SH DEFINED 1,2,6 380,629
ACTUATE CORP COM 00508B10 2,437 552,548 SH DEFINED 1,2,5 552,548
ACUITY BRANDS INC COM 00508Y10 36,886 812,461 SH DEFINED 1,2,5 812,461
ACXIOM CORP COM 00512510 35,481 1,438,795 SH DEFINED 1,2,5,6,12,13 1,438,795
ADAMS RESPIRATORY TH COM 00635P10 14,911 407,505 SH DEFINED 1,2,6 407,505
ADAPTEC INC COM 00651F10 7,546 1,711,163 SH DEFINED 1,2,5,6 1,711,163
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ADE CORP MASS COM 00089C10 4,065 126,961 SH DEFINED 1 126,961
ADECCO SA SPONSORED 00675410 468 30,964 SH DEFINED 1,2 30,964
ADESA INC COM 00686U10 30,105 1,302,662 SH DEFINED 1,2,5,10,12,13 1,302,662
ADEZA BIOMEDICAL COR COM 00686410 2,407 146,660 SH DEFINED 1 146,660
ADMINISTAFF INC COM 00709410 12,827 380,619 SH DEFINED 1,2,5,6 380,619
ADOBE SYS INC COM 00724F10 550,363 14,692,013 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,692,013
ADOLOR CORP COM 00724X10 8,215 592,259 SH DEFINED 1,2,5,6 592,259
ADTRAN INC COM 00738A10 30,062 1,260,987 SH DEFINED 1,2,5,6,12,13 1,260,987
ADVANCE AMER CASH AD COM 00739W10 14,946 1,036,498 SH DEFINED 1,2,6 1,036,498
ADVANCE AUTO PARTS I COM 00751Y10 60,041 1,822,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,822,724
ADVANCED ANALOGIC TE COM 00752J10 2,112 384,724 SH DEFINED 1,2,6 384,724
ADVANCED ENERGY INDS COM 00797310 9,375 549,864 SH DEFINED 1,2 549,864
ADVANCED MAGNETICS I COM 00753P10 3,102 90,977 SH DEFINED 1 90,977
ADVANCED MEDICAL OPT COM 00763M10 34,687 877,033 SH DEFINED 1,2,5,6,12,13 877,033
ADVANCED MICRO DEVIC COM 00790310 300,414 12,089,107 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,089,107
ADVANCED SEMICONDUCT SPONSORED 00756M40 9,074 1,943,046 SH DEFINED 1,4 1,943,046
ADVANTA CORP CL A 00794210 209 6,140 SH DEFINED 1,6 6,140
ADVANTA CORP CL B 00794220 14,707 398,562 SH DEFINED 1,2,6 398,562
ADVENT SOFTWARE INC COM 00797410 20,639 569,986 SH DEFINED 1,2,5,6,13 569,986
ADVENTRX PHARMACEUTI COM 00764X10 1,180 430,782 SH DEFINED 1,5 430,782
ADVISORY BRD CO COM 00762W10 13,931 275,746 SH DEFINED 1,2,6 275,746
ADVO INC COM 00758510 14,934 533,754 SH DEFINED 1,2,5,6 533,754
AEGON N V ORD AMER R 00792410 1,466 78,125 SH DEFINED 1,2 78,125
AEP INDS INC COM 00103110 5,222 124,478 SH DEFINED 1,2 124,478
AEROFLEX INC COM 00776810 14,056 1,367,304 SH DEFINED 1,2,5 1,367,304
AEROPOSTALE COM 00786510 43,789 1,498,087 SH DEFINED 1,2,5,6,13 1,498,087
AES CORP COM 00130H10 427,800 20,980,862 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,980,862
AETHER HLDGS INC COM 00809C10 185 31,111 SH DEFINED 1 31,111
AETNA INC NEW COM 00817Y10 1,143,293 28,907,532 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,907,532
AFC ENTERPRISES INC COM 00104Q10 4,861 336,656 SH DEFINED 1,2,6 336,656
AFFILIATED COMPUTER CL A 00819010 149,616 2,885,001 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,885,001
AFFILIATED MANAGERS COM 00825210 33,017 329,805 SH DEFINED 1,2,5,6 329,805
AFFIRMATIVE INS HLDG COM 00827210 2,109 143,976 SH DEFINED 1,2 143,976
AFFORDABLE RESIDENTI COM 00827310 4,450 459,262 SH DEFINED 1,2,5,6 459,262
AFFYMETRIX INC COM 00826T10 26,848 1,245,280 SH DEFINED 1,2,5,6,12,13 1,245,280
AFLAC INC COM 00105510 555,830 12,146,624 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,146,624
AFTERMARKET TECHNOLO COM 00831810 9,170 516,305 SH DEFINED 1,2,5 516,305
AGCO CORP COM 00108410 54,018 2,130,874 SH DEFINED 1,2,5,10,13 2,130,874
AGERE SYS INC COM 00845V30 29,910 2,003,342 SH DEFINED 1,2,5,6,8,10,12 2,003,342
AGILE SOFTWARE CORP COM 00846X10 5,263 806,037 SH DEFINED 1,2,6 806,037
AGILENT TECHNOLOGIES COM 00846U10 415,100 12,698,072 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,698,072
AGILYSYS INC COM 00847J10 11,305 807,496 SH DEFINED 1,2 807,496
AGL RES INC COM 00120410 45,871 1,256,734 SH DEFINED 1,2,5,6,13 1,256,734
AGREE REALTY CORP COM 00849210 4,235 128,925 SH DEFINED 1,2,3 128,925
AIR METHODS CORP COM PAR $. 00912830 2,801 118,686 SH DEFINED 1 118,686
AIR PRODS & CHEMS IN COM 00915810 423,591 6,382,267 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,382,267
AIRCASTLE LTD COM G0129K10 295 10,154 SH DEFINED 1,2 10,154
AIRGAS INC COM 00936310 35,540 982,580 SH DEFINED 1,2,5,6,12,13 982,580
AIRSPAN NETWORKS INC COM 00950H10 61 22,568 SH DEFINED 1 22,568
AIRTRAN HLDGS INC COM 00949P10 19,119 1,927,365 SH DEFINED 1,2,6,13 1,927,365
AK STL HLDG CORP COM 00154710 27,156 2,236,876 SH DEFINED 1,2,5,6 2,236,876
AKAMAI TECHNOLOGIES COM 00971T10 91,255 1,825,470 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,825,470
AKORN INC COM 00972810 1,273 352,495 SH DEFINED 1 352,495
AKSYS LTD COM 01019610 23 28,400 SH DEFINED 1 28,400
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
AKZO NOBEL NV SPONSORED 01019930 597 9,711 SH DEFINED 1 9,711
ALABAMA NATL BANCORP COM 01031710 14,512 212,637 SH DEFINED 1,2 212,637
ALAMO GROUP INC COM 01131110 235 10,344 SH DEFINED 1 10,344
ALASKA AIR GROUP INC COM 01165910 38,037 999,922 SH DEFINED 1,2,6,7,13 999,922
ALASKA COMMUNICATION COM 01167P10 7,475 563,322 SH DEFINED 1,2 563,322
ALBANY INTL CORP CL A 01234810 11,761 369,618 SH DEFINED 1,2,6 369,618
ALBANY MOLECULAR RES COM 01242310 7,086 757,016 SH DEFINED 1,2,5 757,016
ALBEMARLE CORP COM 01265310 30,485 561,102 SH DEFINED 1,2,5,13 561,102
ALBERTO CULVER CO COM 01306810 106,431 2,103,795 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,103,795
ALCATEL SPONSORED 01390430 11,699 960,489 SH DEFINED 1,2 960,489
ALCOA INC COM 01381710 751,746 26,809,765 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,809,765
ALCON INC COM SHS H0130110 14,723 128,582 SH DEFINED 1,2,5,12 128,582
ALDERWOODS GROUP INC COM 01438310 18,528 934,352 SH DEFINED 1,2,5,6 934,352
ALERIS INTL INC COM 01447710 22,127 437,817 SH DEFINED 1,2 437,817
ALEXANDER & BALDWIN COM 01448210 26,323 593,271 SH DEFINED 1,2,5,12,13 593,271
ALEXANDERS INC COM 01475210 22,857 73,672 SH DEFINED 1,2,3,5 73,672
ALEXANDRIA REAL ESTA COM 01527110 58,093 619,329 SH DEFINED 1,2,3,5 619,329
ALEXION PHARMACEUTIC COM 01535110 16,300 479,694 SH DEFINED 1,2,5,6 479,694
ALFA CORP COM 01538510 10,490 607,412 SH DEFINED 1,2 607,412
ALFACELL CORP COM 01540410 33 23,993 SH DEFINED 1,2 23,993
ALICO INC COM 01623010 2,933 50,135 SH DEFINED 1,2 50,135
ALIGN TECHNOLOGY INC COM 01625510 8,693 763,917 SH DEFINED 1,2,6 763,917
ALKERMES INC COM 01642T10 23,366 1,474,197 SH DEFINED 1,2,5,6 1,474,197
ALLEGHANY CORP DEL COM 01717510 12,939 44,770 SH DEFINED 1,2,5 44,770
ALLEGHENY ENERGY INC COM 01736110 193,564 4,818,610 SH DEFINED 1,2,5,6,10,13 4,818,610
ALLEGHENY TECHNOLOGI COM 01741R10 153,086 2,461,578 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,461,578
ALLERGAN INC COM 01849010 385,739 3,425,444 SH DEFINED 1,2,5,6,10,12,13 3,425,444
ALLETE INC COM NEW 01852230 16,778 386,135 SH DEFINED 1,2,5 386,135
ALLIANCE DATA SYSTEM COM 01858110 61,946 1,122,416 SH DEFINED 1,2,5,10,12,13 1,122,416
ALLIANCE FIBER OPTIC COM 01868010 16 10,841 SH DEFINED 1 10,841
ALLIANCE HOLDINGS GP COM UNITS 01861G10 217 11,228 SH DEFINED 1,2 11,228
ALLIANCE IMAGING INC COM NEW 01860620 4,005 512,820 SH DEFINED 1,2,6 512,820
ALLIANCE ONE INTL IN COM 01877210 4,608 1,123,904 SH DEFINED 1,2,5 1,123,904
ALLIANCE RES PARTNER UT LTD PAR 01877R10 1,158 33,271 SH DEFINED 1,2,5 33,271
ALLIANCEBERNSTEIN HO UNIT LTD P 01881G10 14,191 205,695 SH DEFINED 1,2,5 205,695
ALLIANT ENERGY CORP COM 01880210 70,969 1,986,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,986,260
ALLIANT TECHSYSTEMS COM 01880410 47,276 583,218 SH DEFINED 1,2,5,12,13 583,218
ALLIANZ AKTIENGESELL SP ADR 1/1 01880510 22,066 1,273,309 SH DEFINED 1,2 1,273,309
ALLIED CAP CORP NEW COM 01903Q10 47,360 1,567,703 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,567,703
ALLIED HEALTHCARE IN COM 01923A10 53 26,800 SH DEFINED 1 26,800
ALLIED IRISH BKS P L SPON ADR O 01922840 863 15,955 SH DEFINED 1 15,955
ALLIED WASTE INDS IN COM PAR$.0 01958930 60,990 5,411,752 SH DEFINED 1,2,5,6,10,13 5,411,752
ALLIED WRLD ASSUR CO SHS G0219G20 388 9,608 SH DEFINED 1,2 9,608
ALLIS CHALMERS ENERG COM PAR $. 01964550 2,647 180,817 SH DEFINED 1 180,817
ALLOS THERAPEUTICS I COM 01977710 698 185,029 SH DEFINED 1,2 185,029
ALLOY INC NEW COM 01985530 200 16,936 SH DEFINED 1 16,936
ALLSCRIPTS HEALTHCAR COM 01988P10 13,110 583,175 SH DEFINED 1,2,6 583,175
ALLSTATE CORP COM 02000210 1,194,971 19,049,431 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,049,431
ALLTEL CORP COM 02003910 520,433 9,377,172 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,377,172
ALNYLAM PHARMACEUTIC COM 02043Q10 5,839 405,182 SH DEFINED 1,2,5 405,182
ALON USA ENERGY INC COM 02052010 4,381 148,557 SH DEFINED 1,2,6 148,557
ALPHA NATURAL RESOUR COM 02076X10 13,606 863,309 SH DEFINED 1,2,6 863,309
ALPHARMA INC CL A 02081310 24,665 1,054,530 SH DEFINED 1,2,5 1,054,530
ALTAIR NANOTECHNOLOG COM 02137310 248 65,000 SH DEFINED 1,5 65,000
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ALTEON INC COM 02144G10 2 10,500 SH DEFINED 1 10,500
ALTERA CORP COM 02144110 170,670 9,285,653 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,285,653
ALTIRIS INC COM 02148M10 8,141 386,005 SH DEFINED 1,2,6 386,005
ALTRIA GROUP INC COM 02209S10 6,130,224 80,081,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,081,311
ALTUS PHARMACEUTICAL COM 02216N10 1,404 87,897 SH DEFINED 1,2 87,897
ALUMINA LTD SPONSORED 02220510 292 15,968 SH DEFINED 1 15,968
ALVARION LTD SHS M0861T10 89 13,903 SH DEFINED 1,2,5 13,903
AMAZON COM INC COM 02313510 240,390 7,484,113 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,484,113
AMB PROPERTY CORP COM 00163T10 144,150 2,615,674 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,615,674
AMBAC FINL GROUP INC COM 02313910 222,581 2,689,798 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,689,798
AMBASSADORS GROUP IN COM 02317710 8,262 292,156 SH DEFINED 1,2,6 292,156
AMBASSADORS INTL INC COM 02317810 2,774 87,807 SH DEFINED 1 87,807
AMCOL INTL CORP COM 02341W10 7,275 292,036 SH DEFINED 1,2 292,036
AMCORE FINL INC COM 02391210 10,117 334,003 SH DEFINED 1,2,5 334,003
AMDOCS LTD ORD G0260210 8,940 225,766 SH DEFINED 1,5,12 225,766
AMEDISYS INC COM 02343610 10,575 266,583 SH DEFINED 1,2,6 266,583
AMERCO COM 02358610 11,109 149,822 SH DEFINED 1,2,6 149,822
AMEREN CORP COM 02360810 331,216 6,274,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,274,219
AMERICA MOVIL S A DE SPON ADR L 02364W10 31,732 805,984 SH DEFINED 1,2,7 805,984
AMERICA SVC GROUP IN COM 02364L10 194 14,939 SH DEFINED 1 14,939
AMERICAN AXLE & MFG COM 02406110 12,294 736,628 SH DEFINED 1,2,5 736,628
AMERICAN CAMPUS CMNT COM 02483510 11,775 461,602 SH DEFINED 1,2,3 461,602
AMERICAN CAPITAL STR COM 02493710 53,761 1,362,073 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,362,073
AMERICAN COMMERCIAL COM NEW 02519520 23,621 397,330 SH DEFINED 1,2,6 397,330
AMERICAN EAGLE OUTFI COM 02553E10 265,478 6,056,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,056,985
AMERICAN ECOLOGY COR COM NEW 02553340 3,567 180,691 SH DEFINED 1 180,691
AMERICAN ELEC PWR IN COM 02553710 578,239 15,898,797 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,898,797
AMERICAN EQTY INVT L COM 02567620 10,034 817,727 SH DEFINED 1,2 817,727
AMERICAN EXPRESS CO COM 02581610 1,948,049 34,736,958 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,736,958
AMERICAN FINL GROUP COM 02593210 63,628 1,355,813 SH DEFINED 1,2,5,7,10,13,14 1,355,813
AMERICAN FINL RLTY T COM 02607P30 33,514 3,003,005 SH DEFINED 1,2,3,5 3,003,005
AMERICAN GREETINGS C CL A 02637510 35,168 1,521,113 SH DEFINED 1,2,5,6,7,13 1,521,113
AMERICAN HOME MTG IN COM 02660R10 34,234 981,753 SH DEFINED 1,2,5 981,753
AMERICAN INTL GROUP COM 02687410 4,678,327 70,605,606 SH DEFINED 1,2,5,6,7,8,10,12,13,14 70,605,606
AMERICAN ITALIAN PAS CL A 02707010 366 47,041 SH DEFINED 1,5 47,041
AMERICAN LD LEASE IN COM 02711810 451 18,990 SH DEFINED 1,2,3 18,990
AMERICAN MED SYS HLD COM 02744M10 20,608 1,118,184 SH DEFINED 1,2,6 1,118,184
AMERICAN NATL INS CO COM 02859110 14,921 128,739 SH DEFINED 1,2,5 128,739
AMERICAN OIL & GAS I COM 02872310 62 12,200 SH DEFINED 1 12,200
AMERICAN ORIENTAL BI COM 02873110 2,034 334,583 SH DEFINED 1 334,583
AMERICAN PAC CORP COM 02874010 80 10,500 SH DEFINED 1 10,500
AMERICAN PHYSICIANS COM 02888410 6,267 129,543 SH DEFINED 1 129,543
AMERICAN PWR CONVERS COM 02906610 96,028 4,372,851 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,372,851
AMERICAN RAILCAR IND COM 02916P10 3,294 113,157 SH DEFINED 1,2 113,157
AMERICAN REAL ESTATE DEPOSITRY 02916910 579 10,945 SH DEFINED 1,2 10,945
AMERICAN REPROGRAPHI COM 02926310 10,754 335,445 SH DEFINED 1,2,6 335,445
AMERICAN SCIENCE & E COM 02942910 5,434 111,995 SH DEFINED 1,2,6 111,995
AMERICAN SOFTWARE IN CL A 02968310 82 11,915 SH DEFINED 1 11,915
AMERICAN STD COS INC COM 02971210 201,908 4,810,766 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,810,766
AMERICAN STS WTR CO COM 02989910 11,975 313,067 SH DEFINED 1,2 313,067
AMERICAN SUPERCONDUC COM 03011110 3,969 428,597 SH DEFINED 1,2,5 428,597
AMERICAN TECHNICNAL COM 03013710 218 17,700 SH DEFINED 1 17,700
AMERICAN TECHNOLOGY COM NEW 03014520 96 25,097 SH DEFINED 1 25,097
AMERICAN TOWER CORP CL A 02991220 209,460 5,738,625 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,738,625
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
AMERICAN VANGUARD CO COM 03037110 2,791 199,378 SH DEFINED 1,2,6 199,378
AMERICAN WOODMARK CO COM 03050610 12,237 363,233 SH DEFINED 1,2,6 363,233
AMERICANWEST BANCORP COM 03058P10 3,038 142,947 SH DEFINED 1 142,947
AMERICAS CAR MART IN COM 03062T10 1,858 112,971 SH DEFINED 1,5 112,971
AMERICREDIT CORP COM 03060R10 88,153 3,527,532 SH DEFINED 1,2,5,7,10,12,13 3,527,532
AMERIGAS PARTNERS L UNIT L P I 03097510 1,315 42,596 SH DEFINED 1,2,5 42,596
AMERIGROUP CORP COM 03073T10 49,399 1,671,717 SH DEFINED 1,2,5,12 1,671,717
AMERIPRISE FINL INC COM 03076C10 307,399 6,554,344 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,554,344
AMERIS BANCORP COM 03076K10 6,122 224,984 SH DEFINED 1,2 224,984
AMERISOURCEBERGEN CO COM 03073E10 463,974 10,264,910 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,264,910
AMERISTAR CASINOS IN COM 03070Q10 7,560 348,220 SH DEFINED 1,2,5 348,220
AMERITYRE CORP COM 03073V10 99 15,978 SH DEFINED 1 15,978
AMERIVEST PPTYS INC COM 03071L10 236 48,100 SH DEFINED 1,3,5 48,100
AMERON INTL INC COM 03071010 8,355 125,753 SH DEFINED 1,2 125,753
AMERUS GROUP CO COM 03072M10 36,958 543,422 SH DEFINED 1,2,5,13 543,422
AMES NATL CORP COM 03100110 211 9,860 SH DEFINED 1 9,860
AMETEK INC NEW COM 03110010 51,167 1,174,897 SH DEFINED 1,2,5,6,12,13 1,174,897
AMGEN INC COM 03116210 2,435,533 34,049,115 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,049,115
AMICAS INC COM 00171210 160 53,600 SH DEFINED 1 53,600
AMIS HLDGS INC COM 03153810 17,827 1,882,434 SH DEFINED 1,2,6 1,882,434
AMKOR TECHNOLOGY INC COM 03165210 8,654 1,680,457 SH DEFINED 1,2,5,6 1,680,457
AMN HEALTHCARE SERVI COM 00174410 16,946 713,523 SH DEFINED 1,2,6 713,523
AMPCO-PITTSBURGH COR COM 03203710 3,304 106,806 SH DEFINED 1,2 106,806
AMPEX CORP DEL CL A NEW 03209230 2,284 172,347 SH DEFINED 1 172,347
AMPHENOL CORP NEW CL A 03209510 100,085 1,616,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,616,095
AMR CORP COM 00176510 45,192 1,952,966 SH DEFINED 1,2,5 1,952,966
AMREP CORP NEW COM 03215910 2,318 47,423 SH DEFINED 1,2 47,423
AMSOUTH BANCORPORATI COM 03216510 247,936 8,537,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,537,742
AMSURG CORP COM 03232P40 11,825 531,225 SH DEFINED 1,2,6 531,225
AMVESCAP PLC SPONSORED 03235E10 350 15,981 SH DEFINED 1,2 15,981
AMYLIN PHARMACEUTICA COM 03234610 56,687 1,286,295 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,286,295
ANADARKO PETE CORP COM 03251110 586,981 13,392,212 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,392,212
ANADIGICS INC COM 03251510 3,883 542,358 SH DEFINED 1,2 542,358
ANADYS PHARMACEUTICA COM 03252Q40 839 289,320 SH DEFINED 1,5 289,320
ANALOG DEVICES INC COM 03265410 278,080 9,461,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,461,723
ANALOGIC CORP COM PAR $0 03265720 10,799 210,433 SH DEFINED 1,2 210,433
ANALYSTS INTL CORP COM 03268110 24 11,201 SH DEFINED 1 11,201
ANAREN INC COM 03274410 7,513 356,564 SH DEFINED 1,2 356,564
ANCHOR BANCORP WIS I COM 03283910 9,680 338,327 SH DEFINED 1,2 338,327
ANDERSONS INC COM 03416410 6,272 183,653 SH DEFINED 1,2,6 183,653
ANDREW CORP COM 03442510 32,701 3,535,207 SH DEFINED 1,2,5,6,10,12,13 3,535,207
ANDRX CORP DEL ANDRX GROU 03455310 25,549 1,045,819 SH DEFINED 1,2,5,6 1,045,819
ANGIODYNAMICS INC COM 03475V10 5,168 249,559 SH DEFINED 1 249,559
ANGLO AMERN PLC ADR 03485P10 7,198 341,145 SH DEFINED 1,2,7 341,145
ANGLOGOLD ASHANTI LT SPONSORED 03512820 408 10,824 SH DEFINED 1 10,824
ANHEUSER BUSCH COS I COM 03522910 993,921 20,920,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,920,256
ANIKA THERAPEUTICS I COM 03525510 140 10,472 SH DEFINED 1 10,472
ANIXTER INTL INC COM 03529010 29,600 524,166 SH DEFINED 1,2,5 524,166
ANNALY CAP MGMT INC COM 03571040 27,271 2,075,418 SH DEFINED 1,2,5 2,075,418
ANNTAYLOR STORES COR COM 03611510 147,385 3,520,913 SH DEFINED 1,2,5,10,12,13 3,520,913
ANSOFT CORP COM 03638410 11,433 458,953 SH DEFINED 1,2 458,953
ANSWERTHINK INC COM 03691610 151 56,011 SH DEFINED 1,5 56,011
ANSYS INC COM 03662Q10 24,371 551,630 SH DEFINED 1,2,6 551,630
ANTHRACITE CAP INC COM 03702310 18,867 1,467,125 SH DEFINED 1,2 1,467,125
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ANTIGENICS INC DEL COM 03703210 43 27,832 SH DEFINED 1 27,832
ANWORTH MORTGAGE ASS COM 03734710 6,198 742,305 SH DEFINED 1,2,5 742,305
AON CORP COM 03738910 556,617 16,433,938 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,433,938
AP PHARMA INC COM 00202J10 11 10,700 SH DEFINED 1 10,700
APAC CUSTOMER SERVIC COM 00185E10 49 18,498 SH DEFINED 1 18,498
APACHE CORP COM 03741110 611,502 9,675,669 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,675,669
APARTMENT INVT & MGM CL A 03748R10 196,329 3,608,331 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,608,331
APCO ARGENTINA INC C ORD 03748910 238 2,741 SH DEFINED 1,2 2,741
APEX SILVER MINES LT ORD G0407410 261 15,638 SH DEFINED 1,2,5,6 15,638
APOGEE ENTERPRISES I COM 03759810 17,013 1,118,510 SH DEFINED 1,2 1,118,510
APOLLO GROUP INC CL A 03760410 207,166 4,207,279 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,207,279
APOLLO INVT CORP COM 03761U10 20,087 979,396 SH DEFINED 1,2 979,396
APPLE COMPUTER INC COM 03783310 1,648,830 21,418,942 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,418,942
APPLEBEES INTL INC COM 03789910 34,730 1,614,592 SH DEFINED 1,2,5,6,13 1,614,592
APPLERA CORP COM AP BIO 03802010 252,047 7,612,405 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,612,405
APPLERA CORP COM CE GEN 03802020 16,931 1,216,308 SH DEFINED 1,2,5,6 1,216,308
APPLICA INC COM 03815A10 154 28,491 SH DEFINED 1 28,491
APPLIED DIGITAL SOLU COM NEW 03818830 96 59,250 SH DEFINED 1 59,250
APPLIED INDL TECHNOL COM 03820C10 19,149 784,782 SH DEFINED 1,2 784,782
APPLIED MATLS INC COM 03822210 633,719 35,742,758 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,742,758
APPLIED MICRO CIRCUI COM 03822W10 14,867 5,162,222 SH DEFINED 1,2,5,6,8 5,162,222
APPLIED SIGNAL TECHN COM 03823710 196 13,200 SH DEFINED 1 13,200
APRIA HEALTHCARE GRO COM 03793310 19,143 969,775 SH DEFINED 1,2,5,6,13 969,775
APTARGROUP INC COM 03833610 28,782 565,687 SH DEFINED 1,2,5 565,687
AQUA AMERICA INC COM 03836W10 65,028 2,963,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,963,894
AQUANTIVE INC COM 03839G10 24,137 1,021,909 SH DEFINED 1,2,6 1,021,909
AQUILA INC COM 03840P10 31,890 7,364,973 SH DEFINED 1,2,5,13 7,364,973
ARACRUZ CELULOSE S A SPON ADR P 03849620 7,473 150,145 SH DEFINED 1,2,7 150,145
ARAMARK CORP CL B 03852110 45,010 1,369,753 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,369,753
ARBITRON INC COM 03875Q10 18,867 509,784 SH DEFINED 1,2,5,6 509,784
ARBOR RLTY TR INC COM 03892310 8,664 338,948 SH DEFINED 1,2 338,948
ARCH CAP GROUP LTD ORD G0450A10 4,065 64,026 SH DEFINED 1,2,5 64,026
ARCH CHEMICALS INC COM 03937R10 9,688 340,522 SH DEFINED 1,2 340,522
ARCH COAL INC COM 03938010 69,583 2,406,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,406,900
ARCHER DANIELS MIDLA COM 03948310 644,117 17,004,141 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,004,141
ARCHSTONE SMITH TR COM 03958310 413,046 7,587,187 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,587,187
ARCTIC CAT INC COM 03967010 3,491 210,275 SH DEFINED 1,2 210,275
ARDEN GROUP INC CL A 03976210 2,866 24,621 SH DEFINED 1,2 24,621
ARENA PHARMACEUTICAL COM 04004710 8,566 715,000 SH DEFINED 1,2,5,6 715,000
ARENA RESOURCES INC COM 04004910 4,600 143,225 SH DEFINED 1,5 143,225
ARES CAP CORP COM 04010L10 10,032 575,872 SH DEFINED 1,2 575,872
ARGON ST INC COM 04014910 3,110 129,753 SH DEFINED 1,2,6 129,753
ARGONAUT GROUP INC COM 04015710 15,114 487,068 SH DEFINED 1,2,5,6 487,068
ARIAD PHARMACEUTICAL COM 04033A10 3,515 806,111 SH DEFINED 1,2,5,6 806,111
ARIBA INC COM NEW 04033V20 7,991 1,066,885 SH DEFINED 1,2,5,6 1,066,885
ARISTOTLE CORP COM NEW 04044820 87 10,427 SH DEFINED 1 10,427
ARKANSAS BEST CORP D COM 04079010 16,638 386,651 SH DEFINED 1,2 386,651
ARLINGTON TANKERS LT COM G0489910 307 13,600 SH DEFINED 1 13,600
ARM HLDGS PLC SPONSORED 04206810 147 22,334 SH DEFINED 1 22,334
ARMOR HOLDINGS INC COM 04226010 16,679 290,938 SH DEFINED 1,2,5,6 290,938
ARQULE INC COM 04269E10 114 27,086 SH DEFINED 1 27,086
ARRAY BIOPHARMA INC COM 04269X10 3,828 449,321 SH DEFINED 1,5 449,321
ARRIS GROUP INC COM 04269Q10 21,462 1,872,766 SH DEFINED 1,2 1,872,766
ARROW ELECTRS INC COM 04273510 60,679 2,212,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,212,125
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ARROW FINL CORP COM 04274410 3,738 147,401 SH DEFINED 1,2,5 147,401
ARROW INTL INC COM 04276410 12,409 390,098 SH DEFINED 1,2,6 390,098
ART TECHNOLOGY GROUP COM 04289L10 3,399 1,327,858 SH DEFINED 1,2,5 1,327,858
ARTHROCARE CORP COM 04313610 18,492 394,632 SH DEFINED 1,2,6 394,632
ARVINMERITOR INC COM 04335310 25,209 1,770,284 SH DEFINED 1,2,5,13 1,770,284
ASBURY AUTOMOTIVE GR COM 04343610 4,256 206,604 SH DEFINED 1,2,5 206,604
ASHFORD HOSPITALITY COM SHS 04410310 18,204 1,525,874 SH DEFINED 1,2,3 1,525,874
ASHLAND INC NEW COM 04420910 101,760 1,595,480 SH DEFINED 1,2,5,6,10,12,13 1,595,480
ASHWORTH INC COM 04516H10 273 39,913 SH DEFINED 1,5 39,913
ASIAINFO HLDGS INC COM 04518A10 100 22,307 SH DEFINED 1,2 22,307
ASML HLDG NV N Y SHS N0705911 428 18,376 SH DEFINED 1 18,376
ASPECT MED SYS INC COM 04523510 3,589 210,227 SH DEFINED 1,2,6 210,227
ASPEN INSURANCE HOLD SHS G0538410 2,104 81,454 SH DEFINED 1,2 81,454
ASPEN TECHNOLOGY INC COM 04532710 15,581 1,426,787 SH DEFINED 1,2,5 1,426,787
ASSET ACCEP CAP CORP COM 04543P10 3,787 233,041 SH DEFINED 1,2,6 233,041
ASSOCIATED BANC CORP COM 04548710 86,544 2,662,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,662,904
ASSOCIATED ESTATES R COM 04560410 3,072 198,604 SH DEFINED 1,3,5 198,604
ASSURANT INC COM 04621X10 79,759 1,493,326 SH DEFINED 1,2,5,10,12 1,493,326
ASSURED GUARANTY LTD COM G0585R10 3,905 150,612 SH DEFINED 1,2 150,612
ASTA FDG INC COM 04622010 8,795 234,596 SH DEFINED 1,2 234,596
ASTEC INDS INC COM 04622410 5,660 224,173 SH DEFINED 1,2,5,6 224,173
ASTORIA FINL CORP COM 04626510 40,728 1,321,477 SH DEFINED 1,2,5,12,13 1,321,477
ASTRAZENECA PLC SPONSORED 04635310 6,173 98,771 SH DEFINED 1,2 98,771
ASTRO-MED INC NEW COM 04638F10 148 14,712 SH DEFINED 1 14,712
ASYST TECHNOLOGY COR COM 04648X10 6,631 980,900 SH DEFINED 1,2,5,6 980,900
AT ROAD INC COM 04648K10 4,365 747,382 SH DEFINED 1,6 747,382
AT&T INC COM 00206R10 3,840,705 117,957,762 SH DEFINED 1,2,5,6,7,8,10,12,13,14 117,957,762
ATARI INC COM 04651M10 31 53,627 SH DEFINED 1 53,627
ATHEROGENICS INC COM 04743910 6,740 511,745 SH DEFINED 1,2,5,6 511,745
ATHEROS COMMUNICATIO COM 04743P10 18,012 993,472 SH DEFINED 1,2,6 993,472
ATI TECHNOLOGIES INC COM 00194110 549 25,601 SH DEFINED 1,5,13 25,601
ATLANTIC AMERN CORP COM 04820910 26 10,600 SH DEFINED 1 10,600
ATLANTIC TELE NETWOR COM NEW 04907920 1,122 60,741 SH DEFINED 1 60,741
ATLANTIS PLASTICS IN COM 04915610 74 11,000 SH DEFINED 1 11,000
ATLAS AIR WORLDWIDE COM NEW 04916420 11,247 258,432 SH DEFINED 1,2 258,432
ATLAS AMER INC COM 04916710 16,875 395,385 SH DEFINED 1,2,5,6 395,385
ATLAS PIPELINE PARTN UNIT L P I 04939210 477 11,000 SH DEFINED 1 11,000
ATMEL CORP COM 04951310 46,041 7,622,739 SH DEFINED 1,2,5,6,8,13 7,622,739
ATMI INC COM 00207R10 14,935 513,770 SH DEFINED 1,2,5,6 513,770
ATMOS ENERGY CORP COM 04956010 55,173 1,932,517 SH DEFINED 1,2,5 1,932,517
ATP OIL & GAS CORP COM 00208J10 16,763 453,788 SH DEFINED 1,2,6 453,788
ATS MED INC COM 00208310 59 24,829 SH DEFINED 1 24,829
ATWOOD OCEANICS INC COM 05009510 16,299 362,446 SH DEFINED 1,2,6 362,446
AU OPTRONICS CORP SPONSORED 00225510 1,196 83,947 SH DEFINED 1 83,947
AUDIBLE INC COM NEW 05069A30 2,302 317,077 SH DEFINED 1,2,5,6 317,077
AUDIOCODES LTD ORD M1534210 100 10,686 SH DEFINED 1,2,5 10,686
AUDIOVOX CORP CL A 05075710 5,820 418,079 SH DEFINED 1,2,5 418,079
AURORA OIL & GAS COR COM 05203610 2,084 680,940 SH DEFINED 1,2 680,940
AUSTRALIA&NEW ZEALAN SPONSORED 05252830 1,414 14,145 SH DEFINED 1 14,145
AUTHENTIDATE HLDG CO COM 05266610 95 57,994 SH DEFINED 1,2,5 57,994
AUTOBYTEL INC COM 05275N10 148 50,654 SH DEFINED 1 50,654
AUTODESK INC COM 05276910 200,736 5,771,605 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,771,605
AUTOLIV INC COM 05280010 36,883 669,260 SH DEFINED 1,2,5,12 669,260
AUTOMATIC DATA PROCE COM 05301510 763,538 16,128,803 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,128,803
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
AUTONATION INC COM 05329W10 93,000 4,449,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,449,745
AUTOZONE INC COM 05333210 164,602 1,593,437 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,593,437
AUXILIUM PHARMACEUTI COM 05334D10 2,144 211,827 SH DEFINED 1 211,827
AVALONBAY CMNTYS INC COM 05348410 213,652 1,774,515 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,774,515
AVANEX CORP COM 05348W10 3,126 1,807,053 SH DEFINED 1,5 1,807,053
AVANIR PHARMACEUTICA CL A NEW 05348P40 2,639 381,290 SH DEFINED 1,2,5 381,290
AVANT IMMUNOTHERAPEU COM 05349110 130 99,162 SH DEFINED 1,5 99,162
AVATAR HLDGS INC COM 05349410 5,573 94,361 SH DEFINED 1,2,5,6 94,361
AVAYA INC COM 05349910 145,732 12,738,832 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,738,832
AVENTINE RENEWABLE E COM 05356X40 231 10,787 SH DEFINED 1,2 10,787
AVERY DENNISON CORP COM 05361110 149,202 2,479,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,479,677
AVI BIOPHARMA INC COM 00234610 1,629 447,660 SH DEFINED 1,2,5 447,660
AVIALL INC NEW COM 05366B10 1,087 22,658 SH DEFINED 1,2 22,658
AVICI SYS INC COM NEW 05367L80 101 11,683 SH DEFINED 1,2 11,683
AVID TECHNOLOGY INC COM 05367P10 25,493 699,964 SH DEFINED 1,2,5,6,8 699,964
AVIGEN INC COM 05369010 97 18,712 SH DEFINED 1 18,712
AVIS BUDGET GROUP COM 05377410 42,377 2,316,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,316,949
AVISTA CORP COM 05379B10 19,945 842,278 SH DEFINED 1,2,5 842,278
AVNET INC COM 05380710 44,903 2,288,646 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,288,646
AVOCENT CORP COM 05389310 32,702 1,085,708 SH DEFINED 1,2,5,6,12,13 1,085,708
AVON PRODS INC COM 05430310 386,867 12,617,960 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,617,960
AVX CORP NEW COM 00244410 9,080 513,279 SH DEFINED 1,2,5 513,279
AWARE INC MASS COM 05453N10 109 19,242 SH DEFINED 1 19,242
AXA SPONSORED 05453610 2,928 79,328 SH DEFINED 1,2 79,328
AXCELIS TECHNOLOGIES COM 05454010 11,024 1,565,842 SH DEFINED 1,2,5 1,565,842
AXIS CAPITAL HOLDING SHS G0692U10 27,180 783,524 SH DEFINED 1,2,5,6,7,8,10,12,13,14 783,524
AXONYX INC COM 05461R10 42 47,056 SH DEFINED 1 47,056
AZTAR CORP COM 05480210 26,777 505,124 SH DEFINED 1,2,5,6 505,124
AZZ INC COM 00247410 207 5,666 SH DEFINED 1 5,666
B A S F A G SPONSORED 05526250 1,731 21,605 SH DEFINED 1 21,605
BADGER METER INC COM 05652510 4,019 159,563 SH DEFINED 1 159,563
BAIRNCO CORP COM 05709710 159 13,221 SH DEFINED 1 13,221
BAKER HUGHES INC COM 05722410 701,492 10,285,804 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,285,804
BALCHEM CORP COM 05766520 5,157 260,582 SH DEFINED 1 260,582
BALDOR ELEC CO COM 05774110 16,166 524,372 SH DEFINED 1,2,5 524,372
BALDWIN & LYONS INC CL B 05775520 5,528 228,234 SH DEFINED 1,2 228,234
BALL CORP COM 05849810 116,694 2,884,898 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,884,898
BALLY TECHNOLOGIES I COM 05874B10 12,065 685,521 SH DEFINED 1,2,5,6 685,521
BALLY TOTAL FITNESS COM 05873K10 638 422,324 SH DEFINED 1,5 422,324
BANCFIRST CORP COM 05945F10 9,206 197,036 SH DEFINED 1,2 197,036
BANCO BILBAO VIZCAYA SPONSORED 05946K10 3,895 168,402 SH DEFINED 1,2 168,402
BANCO BRADESCO S A SP ADR PFD 05946030 11,619 348,390 SH DEFINED 1,2 348,390
BANCO MACRO SA SPON ADR B 05961W10 8,703 406,702 SH DEFINED 1,2,7 406,702
BANCO SANTANDER CENT ADR 05964H10 1,877 118,902 SH DEFINED 1,2 118,902
BANCO SANTANDER CHIL SP ADR REP 05965X10 836 18,483 SH DEFINED 1,2,5 18,483
BANCOLOMBIA S A SPON ADR P 05968L10 60,173 2,103,935 SH DEFINED 1,2,4,5,7 2,103,935
BANCORP INC DEL COM 05969A10 3,539 138,827 SH DEFINED 1 138,827
BANCORPSOUTH INC COM 05969210 18,452 664,715 SH DEFINED 1,2,5 664,715
BANCTRUST FINANCIAL COM 05978R10 2,934 105,190 SH DEFINED 1 105,190
BANDAG INC COM 05981510 9,189 223,907 SH DEFINED 1,2,13 223,907
BANK HAWAII CORP COM 06254010 42,121 874,603 SH DEFINED 1,2,5,10,13 874,603
BANK MUTUAL CORP NEW COM 06375010 10,706 882,592 SH DEFINED 1,2,5 882,592
BANK NEW YORK INC COM 06405710 686,197 19,461,053 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,461,053
BANK NOVA SCOTIA HAL COM 06414910 4,285 99,491 SH DEFINED 1,7 99,491
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
BANK OF AMERICA CORP COM 06050510 6,838,204 127,649,882 SH DEFINED 1,2,5,6,7,8,10,12,13,14 127,649,882
BANK OF GRANITE CORP COM 06240110 4,903 279,668 SH DEFINED 1,2,5 279,668
BANK OF THE OZARKS I COM 06390410 4,942 145,904 SH DEFINED 1,2,6 145,904
BANKATLANTIC BANCORP CL A 06590850 9,382 659,740 SH DEFINED 1,2,5 659,740
BANKFINANCIAL CORP COM 06643P10 5,706 326,225 SH DEFINED 1,2 326,225
BANKRATE INC COM 06646V10 8,572 322,729 SH DEFINED 1,6 322,729
BANKUNITED FINL CORP CL A 06652B10 16,958 650,464 SH DEFINED 1,2 650,464
BANNER CORP COM 06652V10 16,376 399,035 SH DEFINED 1,2 399,035
BANTA CORP COM 06682110 22,498 472,654 SH DEFINED 1,2,5,6,13 472,654
BARCLAYS PLC ADR 06738E20 5,218 102,780 SH DEFINED 1,2 102,780
BARD C R INC COM 06738310 210,708 2,809,444 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,809,444
BARNES & NOBLE INC COM 06777410 51,956 1,369,430 SH DEFINED 1,2,5,13 1,369,430
BARNES GROUP INC COM 06780610 8,749 498,236 SH DEFINED 1,2 498,236
BARR PHARMACEUTICALS COM 06830610 124,039 2,388,125 SH DEFINED 1,2,5,6,10,12,13 2,388,125
BARRETT BILL CORP COM 06846N10 13,542 551,395 SH DEFINED 1,2,6 551,395
BARRETT BUSINESS SER COM 06846310 847 39,437 SH DEFINED 1 39,437
BARRICK GOLD CORP COM 06790110 785 25,565 SH DEFINED 1,5,7 25,565
BASIC ENERGY SVCS IN COM 06985P10 3,989 163,497 SH DEFINED 1,2,6 163,497
BASIN WTR INC COM 07011T30 125 15,207 SH DEFINED 1 15,207
BASSETT FURNITURE IN COM 07020310 262 16,136 SH DEFINED 1,2,5 16,136
BAUSCH & LOMB INC COM 07170710 70,015 1,396,660 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,396,660
BAXTER INTL INC COM 07181310 902,197 19,845,958 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,845,958
BAYER A G SPONSORED 07273030 2,138 41,954 SH DEFINED 1,2 41,954
BB&T CORP COM 05493710 606,044 13,842,939 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,842,939
BBVA BANCO FRANCES S SPONSORED 07329M10 125 16,956 SH DEFINED 1 16,956
BCSB BANKCORP INC COM 05494810 126 10,000 SH DEFINED 1 10,000
BE AEROSPACE INC COM 07330210 21,275 1,008,790 SH DEFINED 1,2,5,6 1,008,790
BEA SYS INC COM 07332510 157,846 10,384,591 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,384,591
BEACON ROOFING SUPPL COM 07368510 11,181 552,439 SH DEFINED 1,2,5,6 552,439
BEAR STEARNS COS INC COM 07390210 497,452 3,550,690 SH DEFINED 1,2,5,6,10,12,13 3,550,690
BEARINGPOINT INC COM 07400210 21,943 2,791,705 SH DEFINED 1,2,5 2,791,705
BEASLEY BROADCAST GR CL A 07401410 105 14,974 SH DEFINED 1,6 14,974
BEAZER HOMES USA INC COM 07556Q10 38,898 996,353 SH DEFINED 1,2,5,13 996,353
BEBE STORES INC COM 07557110 7,133 287,848 SH DEFINED 1,2,6 287,848
BECKMAN COULTER INC COM 07581110 64,855 1,126,743 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,126,743
BECTON DICKINSON & C COM 07588710 1,021,779 14,458,455 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,458,455
BED BATH & BEYOND IN COM 07589610 269,572 7,045,801 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,045,801
BEL FUSE INC CL B 07734730 5,231 163,002 SH DEFINED 1,2 163,002
BELDEN CDT INC COM 07745410 30,976 810,246 SH DEFINED 1,2,5 810,246
BELL MICROPRODUCTS I COM 07813710 246 47,495 SH DEFINED 1,5 47,495
BELLSOUTH CORP COM 07986010 4,038,047 94,457,240 SH DEFINED 1,2,5,6,7,8,10,12,13,14 94,457,240
BELO CORP COM SER A 08055510 38,796 2,453,916 SH DEFINED 1,2,5,13 2,453,916
BEMIS INC COM 08143710 81,987 2,495,048 SH DEFINED 1,2,5,6,10,12,13 2,495,048
BENCHMARK ELECTRS IN COM 08160H10 25,300 941,209 SH DEFINED 1,2,5 941,209
BENETTON GROUP SPA ADR NEW 08179540 348 10,180 SH DEFINED 1 10,180
BENTLEY PHARMACEUTIC COM 08265710 4,350 362,481 SH DEFINED 1 362,481
BERKLEY W R CORP COM 08442310 145,959 4,124,308 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,124,308
BERKSHIRE HATHAWAY I CL B 08467020 480,452 151,371 SH DEFINED 1,2,5 151,371
BERKSHIRE HILLS BANC COM 08468010 6,300 177,017 SH DEFINED 1,2,5 177,017
BERRY PETE CO CL A 08578910 13,407 476,116 SH DEFINED 1,2,6 476,116
BEST BUY INC COM 08651610 564,061 10,531,386 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,531,386
BFC FINL CORP CL A 05538420 1,452 248,630 SH DEFINED 1 248,630
BG PLC ADR FIN IN 05543420 1,465 24,036 SH DEFINED 1 24,036
BHP BILLITON LTD SPONSORED 08860610 7,025 185,466 SH DEFINED 1 185,466
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
BHP BILLITON PLC SPONSORED 05545E20 279 8,045 SH DEFINED 1 8,045
BIG 5 SPORTING GOODS COM 08915P10 6,250 274,115 SH DEFINED 1,2,6 274,115
BIG LOTS INC COM 08930210 168,261 8,493,735 SH DEFINED 1,2,5,6,10,13 8,493,735
BIO RAD LABS INC CL A 09057220 27,076 382,805 SH DEFINED 1,2,5,6 382,805
BIOCRYST PHARMACEUTI COM 09058V10 3,860 309,530 SH DEFINED 1,2,5 309,530
BIOENVISION INC COM 09059N10 2,796 507,393 SH DEFINED 1,2,5 507,393
BIOGEN IDEC INC COM 09062X10 416,411 9,319,844 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,319,844
BIOLASE TECHNOLOGY I COM 09091110 8,253 1,320,492 SH DEFINED 1,5 1,320,492
BIOMARIN PHARMACEUTI COM 09061G10 17,576 1,235,147 SH DEFINED 1,2,6 1,235,147
BIOMED REALTY TRUST COM 09063H10 44,563 1,468,782 SH DEFINED 1,2,3 1,468,782
BIOMET INC COM 09061310 201,803 6,269,122 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,269,122
BIO-REFERENCE LABS I COM $.01 N 09057G60 2,867 127,714 SH DEFINED 1 127,714
BIOSCRIP INC COM 09069N10 147 48,531 SH DEFINED 1,5 48,531
BIOSITE INC COM 09094510 15,454 334,291 SH DEFINED 1,2,6 334,291
BIOVERIS CORP COM 09067610 302 32,202 SH DEFINED 1,5 32,202
BISYS GROUP INC COM 05547210 26,179 2,410,611 SH DEFINED 1,2,5,13 2,410,611
BJ SVCS CO COM 05548210 316,842 10,515,820 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,515,820
BJS RESTAURANTS INC COM 09180C10 4,267 193,883 SH DEFINED 1,2,6 193,883
BJS WHOLESALE CLUB I COM 05548J10 26,255 899,744 SH DEFINED 1,2,5,13 899,744
BLACK & DECKER CORP COM 09179710 166,309 2,095,887 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,095,887
BLACK BOX CORP DEL COM 09182610 10,456 268,647 SH DEFINED 1,2,5 268,647
BLACK HILLS CORP COM 09211310 25,853 769,200 SH DEFINED 1,2,5,13 769,200
BLACKBAUD INC COM 09227Q10 13,150 597,985 SH DEFINED 1,2,6 597,985
BLACKBOARD INC COM 09193550 8,651 326,461 SH DEFINED 1,2,6 326,461
BLACKROCK INC CL A 09247X10 23,758 159,450 SH DEFINED 1,2,5 159,450
BLOCK H & R INC COM 09367110 171,077 7,869,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,869,220
BLOCKBUSTER INC CL A 09367910 11,606 3,022,442 SH DEFINED 1,2,5 3,022,442
BLOCKBUSTER INC CL B 09367920 74 21,001 SH DEFINED 1 21,001
BLOUNT INTL INC NEW COM 09518010 6,243 623,102 SH DEFINED 1,2,6 623,102
BLUE COAT SYSTEMS IN COM NEW 09534T50 4,028 223,644 SH DEFINED 1,2,5,6 223,644
BLUE NILE INC COM 09578R10 8,595 236,445 SH DEFINED 1,2,6 236,445
BLUEGREEN CORP COM 09623110 3,226 281,227 SH DEFINED 1,2 281,227
BLUELINX HLDGS INC COM 09624H10 2,839 298,255 SH DEFINED 1,2 298,255
BLYTH INC COM 09643P10 14,733 605,554 SH DEFINED 1,2,5,13 605,554
BMC SOFTWARE INC COM 05592110 314,228 11,543,998 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,543,998
BOARDWALK PIPELINE P UT LTD PAR 09662710 1,434 53,636 SH DEFINED 1,2 53,636
BOB EVANS FARMS INC COM 09676110 24,511 809,484 SH DEFINED 1,2,5,13 809,484
BOEING CO COM 09702310 6,779,364 85,977,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,977,985
BOIS D ARC ENERGY IN COM 09738U10 3,100 202,624 SH DEFINED 1,2,6 202,624
BOK FINL CORP COM NEW 05561Q20 9,492 180,456 SH DEFINED 1,2,5 180,456
BOMBAY CO INC COM 09792410 67 49,091 SH DEFINED 1,5 49,091
BON-TON STORES INC COM 09776J10 12,716 427,559 SH DEFINED 1 427,559
BOOKHAM INC COM 09856E10 1,964 609,809 SH DEFINED 1,5 609,809
BOOKS-A-MILLION INC COM 09857010 2,935 164,450 SH DEFINED 1,2 164,450
BORDERS GROUP INC COM 09970910 27,915 1,368,361 SH DEFINED 1,2,5,13 1,368,361
BORG WARNER INC COM 09972410 44,405 776,720 SH DEFINED 1,2,5,12,13 776,720
BORLAND SOFTWARE COR COM 09984910 6,788 1,184,572 SH DEFINED 1,2,5 1,184,572
BOSTON BEER INC CL A 10055710 7,721 235,046 SH DEFINED 1,2,6 235,046
BOSTON COMMUNICATION COM 10058210 25 12,133 SH DEFINED 1 12,133
BOSTON PRIVATE FINL COM 10111910 14,912 534,868 SH DEFINED 1,2,6 534,868
BOSTON PROPERTIES IN COM 10112110 409,394 3,961,620 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,961,620
BOSTON SCIENTIFIC CO COM 10113710 435,554 29,449,252 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,449,252
BOTTOMLINE TECH DEL COM 10138810 2,281 233,723 SH DEFINED 1 233,723
BOWATER INC COM 10218310 25,113 1,220,845 SH DEFINED 1,2,5,13 1,220,845
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
BOWNE & CO INC COM 10304310 6,700 469,219 SH DEFINED 1,2 469,219
BOYD GAMING CORP COM 10330410 27,536 716,344 SH DEFINED 1,2,13 716,344
BOYKIN LODGING CO COM 10343010 495 64,933 SH DEFINED 1,3,5 64,933
BP PLC SPONSORED 05562210 3,156,722 48,135,433 SH DEFINED 1,2 48,135,433
BP PRUDHOE BAY RTY T UNIT BEN I 05563010 1,823 24,802 SH DEFINED 1,2,5 24,802
BRADLEY PHARMACEUTIC COM 10457610 9,749 612,394 SH DEFINED 1,2 612,394
BRADY CORP CL A 10467410 26,575 755,834 SH DEFINED 1,2,5 755,834
BRANDYWINE RLTY TR SH BEN INT 10536820 51,816 1,591,904 SH DEFINED 1,2,3,5 1,591,904
BRE PROPERTIES INC CL A 05564E10 54,408 910,891 SH DEFINED 1,2,3,5 910,891
BRIGGS & STRATTON CO COM 10904310 21,477 779,554 SH DEFINED 1,2,5,12 779,554
BRIGHAM EXPLORATION COM 10917810 5,309 784,214 SH DEFINED 1,2,6 784,214
BRIGHT HORIZON FAMIL COM 10919510 17,240 413,144 SH DEFINED 1,2,5,6 413,144
BRIGHTPOINT INC COM NEW 10947340 12,276 863,296 SH DEFINED 1,2,5,6 863,296
BRINKER INTL INC COM 10964110 66,740 1,664,755 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,664,755
BRINKS CO COM 10969610 35,068 660,904 SH DEFINED 1,2,5,6,13 660,904
BRISTOL MYERS SQUIBB COM 11012210 1,231,871 49,433,026 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,433,026
BRISTOL WEST HLDGS I COM 11037M10 3,195 219,565 SH DEFINED 1,2 219,565
BRISTOW GROUP INC COM 11039410 11,213 325,950 SH DEFINED 1,2 325,950
BRITESMILE INC COM NEW 11041520 30 11,836 SH DEFINED 1 11,836
BRITISH AMERN TOB PL SPONSORED 11044810 1,703 31,126 SH DEFINED 1 31,126
BRITISH AWYS PLC ADR 2ND IN 11041930 591 7,380 SH DEFINED 1 7,380
BRITISH SKY BROADCAS SPONSORED 11101310 470 11,444 SH DEFINED 1 11,444
BROADCOM CORP CL A 11132010 345,632 11,391,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,391,959
BROADWING CORP COM 11161E10 14,047 1,113,101 SH DEFINED 1,2,5,6 1,113,101
BROCADE COMMUNICATIO COM 11162110 50,543 7,159,013 SH DEFINED 1,2,5,6,8,10 7,159,013
BRONCO DRILLING CO I COM 11221110 2,602 148,021 SH DEFINED 1,6 148,021
BROOKDALE SR LIVING COM 11246310 6,670 143,692 SH DEFINED 1,2,6 143,692
BROOKFIELD HOMES COR COM 11272310 5,289 187,802 SH DEFINED 1,2,5,6 187,802
BROOKFIELD PPTYS COR COM 11290010 12,517 354,402 SH DEFINED 1,2,3 354,402
BROOKLINE BANCORP IN COM 11373M10 12,452 905,583 SH DEFINED 1,2,5 905,583
BROOKS AUTOMATION IN COM 11434010 14,484 1,109,887 SH DEFINED 1,2,5 1,109,887
BROWN & BROWN INC COM 11523610 73,397 2,401,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,401,745
BROWN FORMAN CORP CL A 11563710 1,719 22,222 SH DEFINED 1,5,12 22,222
BROWN FORMAN CORP CL B 11563720 140,014 1,826,668 SH DEFINED 1,2,5,6,10,12,13 1,826,668
BROWN SHOE INC NEW COM 11573610 22,268 621,330 SH DEFINED 1,2 621,330
BRT RLTY TR SH BEN INT 05564530 272 9,600 SH DEFINED 1 9,600
BRUKER BIOSCIENCES C COM 11679410 6,954 991,984 SH DEFINED 1,2,5,6 991,984
BRUNSWICK CORP COM 11704310 74,856 2,399,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,399,992
BRUSH ENGINEERED MAT COM 11742110 6,960 279,841 SH DEFINED 1,2,5 279,841
BRYN MAWR BK CORP COM 11766510 202 9,120 SH DEFINED 1 9,120
BT GROUP PLC ADR 05577E10 489 9,662 SH DEFINED 1,2 9,662
BUCA INC COM 11776910 116 22,055 SH DEFINED 1,5 22,055
BUCKEYE PARTNERS L P UNIT LTD P 11823010 2,201 50,491 SH DEFINED 1,2,5 50,491
BUCKEYE TECHNOLOGIES COM 11825510 6,372 749,641 SH DEFINED 1,2 749,641
BUCKLE INC COM 11844010 4,827 127,215 SH DEFINED 1,2 127,215
BUCYRUS INTL INC NEW CL A 11875910 18,951 446,748 SH DEFINED 1,2,6 446,748
BUFFALO WILD WINGS I COM 11984810 3,589 93,840 SH DEFINED 1 93,840
BUILD A BEAR WORKSHO COM 12007610 3,863 169,640 SH DEFINED 1,2,6 169,640
BUILDERS FIRSTSOURCE COM 12008R10 4,266 280,132 SH DEFINED 1,2,6 280,132
BUILDING MATLS HLDG COM 12011310 11,286 433,756 SH DEFINED 1,2 433,756
BUNGE LIMITED COM G1696210 42,512 733,590 SH DEFINED 1,2,5,6,7,8,10,12,13,14 733,590
BUNZL PUB LTD CO SPON ADR N 12073840 250 3,925 SH DEFINED 1 3,925
BURGER KING HLDGS IN COM 12120820 2,660 166,683 SH DEFINED 1,2 166,683
BURLINGTON NORTHN SA COM 12189T10 712,202 9,697,733 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,697,733
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
C COR INC COM 12501010 5,647 658,197 SH DEFINED 1,2,5 658,197
C D I CORP COM 12507110 3,863 186,532 SH DEFINED 1,2 186,532
C D W CORP COM 12512N10 75,562 1,225,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,225,057
C H ROBINSON WORLDWI COM NEW 12541W20 127,006 2,848,945 SH DEFINED 1,2,5,12,13 2,848,945
C&D TECHNOLOGIES INC COM 12466110 377 53,045 SH DEFINED 1,2,5 53,045
CA INC COM 12673P10 302,176 12,755,443 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,755,443
CABELAS INC COM 12680430 9,626 442,994 SH DEFINED 1,2 442,994
CABLEVISION SYS CORP CL A NY CA 12686C10 64,208 2,827,283 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,827,283
CABOT CORP COM 12705510 34,747 934,061 SH DEFINED 1,2,5,6,12,13 934,061
CABOT MICROELECTRONI COM 12709P10 18,534 643,101 SH DEFINED 1,2,5,6,13 643,101
CABOT OIL & GAS CORP COM 12709710 27,363 570,900 SH DEFINED 1,2,5,6,12 570,900
CACHE INC COM NEW 12715030 2,559 143,015 SH DEFINED 1 143,015
CACI INTL INC CL A 12719030 24,894 452,538 SH DEFINED 1,2,5,6 452,538
CADBURY SCHWEPPES PL ADR 12720930 883 20,634 SH DEFINED 1 20,634
CADENCE DESIGN SYSTE COM 12738710 104,330 6,151,557 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,151,557
CADENCE FINL CORP COM 12738A10 3,110 153,425 SH DEFINED 1,5 153,425
CADIZ INC COM NEW 12753720 250 12,699 SH DEFINED 1 12,699
CAE INC COM 12476510 163 19,000 SH DEFINED 7 19,000
CALAMOS ASSET MGMT I CL A 12811R10 8,908 303,823 SH DEFINED 1,2,6 303,823
CALAMP CORP COM 12812610 1,538 252,583 SH DEFINED 1 252,583
CALAVO GROWERS INC COM 12824610 188 20,200 SH DEFINED 1 20,200
CALGON CARBON CORP COM 12960310 2,133 482,534 SH DEFINED 1 482,534
CALIFORNIA COASTAL C COM NEW 12991520 4,789 232,949 SH DEFINED 1,2 232,949
CALIFORNIA FIRST NTN COM 13022210 160 10,730 SH DEFINED 1 10,730
CALIFORNIA MICRO DEV COM 13043910 142 27,902 SH DEFINED 1 27,902
CALIFORNIA PIZZA KIT COM 13054D10 8,956 299,244 SH DEFINED 1,2,6 299,244
CALIFORNIA WTR SVC G COM 13078810 9,134 247,337 SH DEFINED 1,2 247,337
CALIPER LIFE SCIENCE COM 13087210 186 38,085 SH DEFINED 1 38,085
CALLAWAY GOLF CO COM 13119310 19,364 1,477,078 SH DEFINED 1,2,5,13 1,477,078
CALLON PETE CO DEL COM 13123X10 5,116 377,286 SH DEFINED 1,2 377,286
CALUMET SPECIALTY PR UT LTD PAR 13147610 270 8,446 SH DEFINED 1,2 8,446
CAMBREX CORP COM 13201110 9,141 441,386 SH DEFINED 1,2,5 441,386
CAMDEN NATL CORP COM 13303410 4,516 112,338 SH DEFINED 1,2,5 112,338
CAMDEN PPTY TR SH BEN INT 13313110 95,498 1,256,392 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,256,392
CAMERON INTERNATIONA COM 13342B10 182,414 3,775,901 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,775,901
CAMPBELL SOUP CO COM 13442910 237,362 6,503,060 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,503,060
CANADIAN NAT RES LTD COM 13638510 710 15,568 SH DEFINED 1,2,7 15,568
CANADIAN NATL RY CO COM 13637510 1,004 23,939 SH DEFINED 1,2 23,939
CANADIAN PAC RY LTD COM 13645T10 448 9,016 SH DEFINED 1 9,016
CANDELA CORP COM 13690710 4,213 386,198 SH DEFINED 1,2 386,198
CANON INC ADR 13800630 4,319 82,590 SH DEFINED 1,2 82,590
CAPITAL BK CORP COM 13979310 218 12,304 SH DEFINED 1 12,304
CAPITAL CITY BK GROU COM 13967410 6,497 208,917 SH DEFINED 1,2 208,917
CAPITAL CORP OF THE COM NEW 14006520 3,844 123,904 SH DEFINED 1 123,904
CAPITAL LEASE FDG IN COM 14028810 4,982 449,260 SH DEFINED 1,2 449,260
CAPITAL ONE FINL COR COM 14040H10 660,914 8,402,160 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,402,160
CAPITAL SOUTHWEST CO COM 14050110 5,854 49,132 SH DEFINED 1 49,132
CAPITAL SR LIVING CO COM 14047510 1,834 198,299 SH DEFINED 1 198,299
CAPITAL TRUST INC MD CL A NEW 14052H50 8,761 215,108 SH DEFINED 1,2 215,108
CAPITALSOURCE INC COM 14055X10 45,647 1,767,892 SH DEFINED 1,2,5,8 1,767,892
CAPITOL BANCORP LTD COM 14056D10 10,561 237,336 SH DEFINED 1,2 237,336
CAPITOL FED FINL COM 14057C10 9,052 254,556 SH DEFINED 1,2,5 254,556
CAPSTEAD MTG CORP COM NO PAR 14067E50 486 56,259 SH DEFINED 1,5 56,259
CAPSTONE TURBINE COR COM 14067D10 1,525 1,088,936 SH DEFINED 1,2,5 1,088,936
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CAPTARIS INC COM 14071N10 243 41,502 SH DEFINED 1 41,502
CARACO PHARMACEUTICA COM 14075T10 886 87,203 SH DEFINED 1 87,203
CARAUSTAR INDS INC COM 14090910 3,648 460,045 SH DEFINED 1,2 460,045
CARBO CERAMICS INC COM 14078110 18,260 506,797 SH DEFINED 1,2,6 506,797
CARDIAC SCIENCE CORP COM 14141A10 185 24,975 SH DEFINED 1,5 24,975
CARDINAL FINL CORP COM 14149F10 2,910 265,512 SH DEFINED 1 265,512
CARDINAL HEALTH INC COM 14149Y10 818,714 12,453,812 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,453,812
CARDIODYNAMICS INTL COM 14159710 28 40,028 SH DEFINED 1,5 40,028
CAREER EDUCATION COR COM 14166510 80,982 3,600,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,600,791
CAREMARK RX INC COM 14170510 686,181 12,108,361 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,108,361
CARLISLE COS INC COM 14233910 43,321 515,116 SH DEFINED 1,2,5,12,13 515,116
CARMAX INC COM 14313010 73,380 1,759,294 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,759,294
CARMIKE CINEMAS INC COM 14343640 2,998 174,507 SH DEFINED 1,2 174,507
CARNIVAL CORP PAIRED CTF 14365830 422,539 8,984,453 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,984,453
CARNIVAL PLC ADR 14365C10 244 5,072 SH DEFINED 1,2 5,072
CARPENTER TECHNOLOGY COM 14428510 40,376 375,553 SH DEFINED 1,2,5,10,12 375,553
CARREKER CORP COM 14443310 186 30,249 SH DEFINED 1,5 30,249
CARRIAGE SVCS INC COM 14390510 100 21,500 SH DEFINED 1 21,500
CARRIER ACCESS CORP COM 14446010 2,500 352,045 SH DEFINED 1,2 352,045
CARRIZO OIL & CO INC COM 14457710 6,937 268,981 SH DEFINED 1,2,6 268,981
CARTER INC COM 14622910 18,464 699,674 SH DEFINED 1,2,6 699,674
CASCADE BANCORP COM 14715410 10,117 269,717 SH DEFINED 1,2,6 269,717
CASCADE CORP COM 14719510 7,790 170,646 SH DEFINED 1,2 170,646
CASCADE NAT GAS CORP COM 14733910 4,845 185,686 SH DEFINED 1,2,5 185,686
CASELLA WASTE SYS IN CL A 14744810 2,697 260,814 SH DEFINED 1 260,814
CASEYS GEN STORES IN COM 14752810 16,398 736,313 SH DEFINED 1,2,5,6 736,313
CASH AMER INTL INC COM 14754D10 22,092 565,291 SH DEFINED 1,2,6 565,291
CASS INFORMATION SYS COM 14808P10 1,964 59,325 SH DEFINED 1 59,325
CASTLE A M & CO COM 14841110 6,714 250,143 SH DEFINED 1,2 250,143
CASUAL MALE RETAIL G COM 14871110 5,319 387,427 SH DEFINED 1 387,427
CATALINA MARKETING C COM 14886710 25,424 924,525 SH DEFINED 1,2,5,6,13 924,525
CATALYST SEMICONDUCT COM 14888110 67 19,869 SH DEFINED 1 19,869
CATAPULT COMMUNICATI COM 14901610 107 12,811 SH DEFINED 1 12,811
CATERPILLAR INC DEL COM 14912310 1,322,647 20,101,015 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,101,015
CATHAY GENERAL BANCO COM 14915010 35,037 970,547 SH DEFINED 1,2,5,6,13 970,547
CATO CORP NEW CL A 14920510 10,354 472,583 SH DEFINED 1,2 472,583
CAVCO INDS INC DEL COM 14956810 2,937 93,193 SH DEFINED 1,2,5 93,193
CB RICHARD ELLIS GRO CL A 12497T10 84,379 3,430,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,430,034
CBEYOND INC COM 14984710 5,956 216,992 SH DEFINED 1,2,6 216,992
CBIZ INC COM 12480510 7,620 1,043,838 SH DEFINED 1,2 1,043,838
CBL & ASSOC PPTYS IN COM 12483010 50,046 1,194,122 SH DEFINED 1,2,3,5 1,194,122
CBOT HLDGS INC CL A 14984K10 43,515 360,256 SH DEFINED 1,2,5 360,256
CBRL GROUP INC COM 12489V10 31,043 767,830 SH DEFINED 1,2,5,6,13 767,830
CBS CORP NEW CL A 12485710 337 11,936 SH DEFINED 1,5,13 11,936
CBS CORP NEW CL B 12485720 702,318 24,931,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,931,432
CCA INDS INC COM 12486710 102 10,608 SH DEFINED 1 10,608
CDC CORP SHS A G2022L10 155 27,535 SH DEFINED 1,5 27,535
CDN IMPERIAL BK OF C COM 13606910 382 5,041 SH DEFINED 1 5,041
CEC ENTMT INC COM 12513710 24,229 768,946 SH DEFINED 1,2,5,6 768,946
CEDAR FAIR L P DEPOSITRY 15018510 1,990 75,723 SH DEFINED 1,2,5 75,723
CEDAR SHOPPING CTRS COM NEW 15060220 11,960 739,654 SH DEFINED 1,2,3 739,654
CELADON GROUP INC COM 15083810 4,167 250,439 SH DEFINED 1,2 250,439
CELANESE CORP DEL COM SER A 15087010 17,319 967,546 SH DEFINED 1,2,5 967,546
CELESTICA INC SUB VTG SH 15101Q10 137 12,781 SH DEFINED 1,2,5,7 12,781
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CELGENE CORP COM 15102010 185,075 4,274,254 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,274,254
CELL GENESYS INC COM 15092110 2,938 642,823 SH DEFINED 1,2,5,6 642,823
CELL THERAPEUTICS IN COM 15093410 145 84,693 SH DEFINED 1,2,5 84,693
CEMEX SAB DE CV SPON ADR 5 15129088 15,757 523,836 SH DEFINED 1,2 523,836
CENTENE CORP DEL COM 15135B10 13,294 808,615 SH DEFINED 1,2,6 808,615
CENTENNIAL BK HLDGS COM 15134530 8,983 928,003 SH DEFINED 1,2 928,003
CENTENNIAL COMMUNCTN CL A NEW 15133V20 3,510 658,554 SH DEFINED 1,2,6 658,554
CENTER BANCORP INC COM 15140810 254 15,466 SH DEFINED 1 15,466
CENTER FINL CORP CAL COM 15146E10 3,540 148,867 SH DEFINED 1 148,867
CENTERPOINT ENERGY I COM 15189T10 147,839 10,323,927 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,323,927
CENTERSTATE BKS FLA COM 15201P10 1,584 78,800 SH DEFINED 1 78,800
CENTEX CORP COM 15231210 176,154 3,347,669 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,347,669
CENTILLIUM COMMUNICA COM 15231910 103 50,342 SH DEFINED 1,5 50,342
CENTRACORE PROPERTIE COM 15235H10 5,738 180,718 SH DEFINED 1,2,3 180,718
CENTRAL EUROPEAN DIS COM 15343510 9,202 393,067 SH DEFINED 1,2,6 393,067
CENTRAL EUROPEAN MED CL A NEW G2004520 653 9,740 SH DEFINED 1,5,7 9,740
CENTRAL GARDEN & PET COM 15352710 17,965 372,262 SH DEFINED 1,2,6 372,262
CENTRAL PAC FINL COR COM 15476010 16,617 454,274 SH DEFINED 1,2 454,274
CENTRAL PKG CORP COM 15478510 3,452 209,217 SH DEFINED 1,2 209,217
CENTRAL VT PUB SVC C COM 15577110 425 19,240 SH DEFINED 1,2 19,240
CENTURY ALUM CO COM 15643110 16,547 491,725 SH DEFINED 1,2 491,725
CENTURY CASINOS INC COM 15649210 1,595 160,467 SH DEFINED 1 160,467
CENTURYTEL INC COM 15670010 248,388 6,261,358 SH DEFINED 1,2,5,6,7,10,12,13 6,261,358
CENVEO INC COM 15670S10 13,098 695,952 SH DEFINED 1,2,5,6 695,952
CEPHALON INC COM 15670810 68,354 1,106,949 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,106,949
CEPHEID COM 15670R10 4,786 662,946 SH DEFINED 1,2,5 662,946
CERADYNE INC COM 15671010 23,905 581,779 SH DEFINED 1,2,5,6 581,779
CERIDIAN CORP NEW COM 15677910 61,213 2,737,609 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,737,609
CERNER CORP COM 15678210 29,611 652,218 SH DEFINED 1,2,5,6,12 652,218
CERUS CORP COM 15708510 1,084 195,257 SH DEFINED 1,5 195,257
CEVA INC COM 15721010 68 12,073 SH DEFINED 1 12,073
CF INDS HLDGS INC COM 12526910 11,989 702,344 SH DEFINED 1,2 702,344
CFS BANCORP INC COM 12525D10 260 17,566 SH DEFINED 1,5 17,566
CH ENERGY GROUP INC COM 12541M10 13,231 257,068 SH DEFINED 1,2,5 257,068
CHAD THERAPEUTICS IN COM 15722810 51 27,600 SH DEFINED 1 27,600
CHAMPION ENTERPRISES COM 15849610 21,152 3,065,525 SH DEFINED 1,2,5,6 3,065,525
CHAMPS ENTMT INC DEL COM 15878710 95 15,700 SH DEFINED 1 15,700
CHAPARRAL STL CO DEL COM 15942310 24,931 731,963 SH DEFINED 1,2,5,6 731,963
CHARLES & COLVARD LT COM 15976510 289 25,400 SH DEFINED 1,5 25,400
CHARLES RIV LABS INT COM 15986410 48,054 1,106,969 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,106,969
CHARLOTTE RUSSE HLDG COM 16104810 5,360 194,612 SH DEFINED 1,6 194,612
CHARMING SHOPPES INC COM 16113310 38,944 2,727,197 SH DEFINED 1,2,5,13 2,727,197
CHARTER COMMUNICATIO CL A 16117M10 7,438 4,893,586 SH DEFINED 1,2,5,6 4,893,586
CHARTER FINL CORP WE COM 16122M10 2,256 56,423 SH DEFINED 1,2 56,423
CHARTERMAC SH BEN INT 16090810 13,341 668,395 SH DEFINED 1,2,5 668,395
CHATTEM INC COM 16245610 11,298 321,696 SH DEFINED 1,2,6 321,696
CHECK POINT SOFTWARE ORD M2246510 5,899 309,178 SH DEFINED 1,2,5,12 309,178
CHECKFREE CORP NEW COM 16281310 67,196 1,626,227 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,626,227
CHECKPOINT SYS INC COM 16282510 9,201 557,304 SH DEFINED 1,2,6 557,304
CHEESECAKE FACTORY I COM 16307210 37,540 1,380,659 SH DEFINED 1,2,5,6,8,13 1,380,659
CHEMED CORP NEW COM 16359R10 11,344 351,631 SH DEFINED 1,2,6 351,631
CHEMICAL FINL CORP COM 16373110 10,874 366,359 SH DEFINED 1,2,5 366,359
CHEMTURA CORP COM 16389310 54,666 6,305,197 SH DEFINED 1,2,5,8,13 6,305,197
CHENIERE ENERGY INC COM NEW 16411R20 14,232 479,017 SH DEFINED 1,2,5,6 479,017
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CHEROKEE INC DEL NEW COM 16444H10 3,622 98,928 SH DEFINED 1,5 98,928
CHESAPEAKE CORP COM 16515910 4,415 308,505 SH DEFINED 1,2 308,505
CHESAPEAKE ENERGY CO COM 16516710 325,603 11,235,432 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,235,432
CHESAPEAKE UTILS COR COM 16530310 358 11,930 SH DEFINED 1,2 11,930
CHEVRON CORP NEW COM 16676410 5,072,296 78,203,756 SH DEFINED 1,2,5,6,7,8,10,12,13,14 78,203,756
CHICAGO BRIDGE & IRO N Y REGIST 16725010 387 16,074 SH DEFINED 1 16,074
CHICAGO MERCANTILE H CL A 16776010 395,080 826,095 SH DEFINED 1,2,5,6,7,8,10,12,13,14 826,095
CHICOS FAS INC COM 16861510 75,754 3,518,510 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,518,510
CHILDRENS PL RETAIL COM 16890510 26,641 416,063 SH DEFINED 1,2,5,6 416,063
CHINA BAK BATTERY IN COM 16936Y10 1,522 226,544 SH DEFINED 1 226,544
CHINA MOBILE LIMITED SPONSORED 16941M10 431 12,195 SH DEFINED 1 12,195
CHINA PETE & CHEM CO SPON ADR H 16941R10 702 11,343 SH DEFINED 1 11,343
CHINA UNICOM LTD SPONSORED 16945R10 169 17,290 SH DEFINED 1 17,290
CHINA YUCHAI INTL LT COM G2108210 60 10,600 SH DEFINED 1,7 10,600
CHIPOTLE MEXICAN GRI CL A 16965610 7,112 143,190 SH DEFINED 1,2 143,190
CHIQUITA BRANDS INTL COM 17003280 17,139 1,280,926 SH DEFINED 1,2 1,280,926
CHITTENDEN CORP COM 17022810 23,469 818,005 SH DEFINED 1,2,5 818,005
CHOICE HOTELS INTL I COM 16990510 18,613 455,090 SH DEFINED 1,2,5,6 455,090
CHOICEPOINT INC COM 17038810 63,294 1,767,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,767,983
CHOLESTECH CORP COM 17039310 198 16,533 SH DEFINED 1 16,533
CHORDIANT SOFTWARE I COM 17040410 2,271 739,736 SH DEFINED 1,5 739,736
CHRISTOPHER & BANKS COM 17104610 29,023 984,495 SH DEFINED 1,2,5,6 984,495
CHUBB CORP COM 17123210 604,041 11,625,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,625,121
CHUNGHWA TELECOM CO SPONSORED 17133Q20 258 14,898 SH DEFINED 1,12 14,898
CHURCH & DWIGHT INC COM 17134010 36,201 925,615 SH DEFINED 1,2,5,6,13 925,615
CHURCHILL DOWNS INC COM 17148410 5,330 126,731 SH DEFINED 1,2 126,731
CIBA SPECIALTY CHEMI SPONSORED 17162W20 335 11,101 SH DEFINED 1 11,101
CIBER INC COM 17163B10 6,712 1,012,363 SH DEFINED 1,2 1,012,363
CIENA CORP COM 17177910 1,845 430,119 SH DEFINED 1 430,119
CIGNA CORP COM 12550910 338,102 2,906,653 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,906,653
CIMAREX ENERGY CO COM 17179810 37,890 1,076,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,076,724
CINCINNATI BELL INC COM 17187110 36,138 7,497,416 SH DEFINED 1,2,5,6,13 7,497,416
CINCINNATI FINL CORP COM 17206210 215,002 4,468,040 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,468,040
CINTAS CORP COM 17290810 149,234 3,655,015 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,655,015
CIPHERGEN BIOSYSTEMS COM 17252Y10 14 10,757 SH DEFINED 1 10,757
CIRCOR INTL INC COM 17273K10 9,581 313,606 SH DEFINED 1,2 313,606
CIRCUIT CITY STORE I COM 17273710 109,251 4,350,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,350,900
CIRRUS LOGIC INC COM 17275510 14,667 2,011,991 SH DEFINED 1,2,5,6 2,011,991
CISCO SYS INC COM 17275R10 3,954,569 172,087,429 SH DEFINED 1,2,5,6,7,8,10,12,13,14 172,087,429
CIT GROUP INC COM 12558110 367,936 7,566,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,566,030
CITADEL BROADCASTING COM 17285T10 8,845 940,980 SH DEFINED 1,2 940,980
CITI TRENDS INC COM 17306X10 2,607 75,537 SH DEFINED 1,6 75,537
CITIGROUP INC COM 17296710 7,062,317 142,184,764 SH DEFINED 1,2,5,6,7,8,10,12,13,14 142,184,764
CITIZENS & NORTHN CO COM 17292210 376 16,746 SH DEFINED 1 16,746
CITIZENS BKG CORP MI COM 17442010 20,763 790,688 SH DEFINED 1,2,5 790,688
CITIZENS COMMUNICATI COM 17453B10 147,206 10,484,785 SH DEFINED 1,2,5,6,10,12,13 10,484,785
CITIZENS FIRST BANCO COM 17461R10 2,932 115,172 SH DEFINED 1,5 115,172
CITIZENS INC CL A 17474010 143 24,632 SH DEFINED 1 24,632
CITRIX SYS INC COM 17737610 176,260 4,867,710 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,867,710
CITY BK LYNNWOOD WAS COM 17770A10 7,106 151,095 SH DEFINED 1,2 151,095
CITY HLDG CO COM 17783510 15,338 384,698 SH DEFINED 1,2 384,698
CITY NATL CORP COM 17856610 40,375 602,076 SH DEFINED 1,2,5,12,13 602,076
CKE RESTAURANTS INC COM 12561E10 13,219 790,599 SH DEFINED 1,2,6 790,599
CKX INC COM 12562M10 8,199 658,544 SH DEFINED 1,2,6 658,544
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CLAIRES STORES INC COM 17958410 47,899 1,642,624 SH DEFINED 1,2,5,6,12,13 1,642,624
CLARCOR INC COM 17989510 32,002 1,049,590 SH DEFINED 1,2,5,6 1,049,590
CLARK INC COM 18145710 4,929 437,357 SH DEFINED 1,2 437,357
CLAYTON HLDGS INC COM 18418N10 739 58,768 SH DEFINED 1,2 58,768
CLEAN HARBORS INC COM 18449610 11,259 258,538 SH DEFINED 1,2,6 258,538
CLEAR CHANNEL COMMUN COM 18450210 390,616 13,539,534 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,539,534
CLEAR CHANNEL OUTDOO CL A 18451C10 7,094 347,723 SH DEFINED 1,2 347,723
CLECO CORP NEW COM 12561W10 30,873 1,223,158 SH DEFINED 1,2,5,6 1,223,158
CLEVELAND CLIFFS INC COM 18589610 33,833 887,784 SH DEFINED 1,2,5,6 887,784
CLICK COMMERCE INC COM NEW 18681D20 2,981 131,825 SH DEFINED 1,5 131,825
CLIFTON SVGS BANCORP COM 18712Q10 1,853 165,125 SH DEFINED 1,2 165,125
CLOROX CO DEL COM 18905410 247,761 3,932,711 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,932,711
CMGI INC COM 12575010 6,925 6,532,644 SH DEFINED 1,2,5,6 6,532,644
CMS ENERGY CORP COM 12589610 92,220 6,386,405 SH DEFINED 1,2,5,6,10,13 6,386,405
CNA FINL CORP COM 12611710 23,163 643,060 SH DEFINED 1,2,5 643,060
CNA SURETY CORP COM 12612L10 5,926 293,356 SH DEFINED 1,2 293,356
CNET NETWORKS INC COM 12613R10 18,124 1,893,790 SH DEFINED 1,2,5,6 1,893,790
CNS INC COM 12613610 12,665 448,621 SH DEFINED 1,2 448,621
CNX GAS CORP COM 12618H30 4,975 214,728 SH DEFINED 1,2 214,728
COACH INC COM 18975410 345,149 10,033,403 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,033,403
COACHMEN INDS INC COM 18987310 198 18,317 SH DEFINED 1 18,317
COASTAL FINL CORP DE COM 19046E10 2,842 225,548 SH DEFINED 1,5 225,548
COBIZ INC COM 19089710 4,302 188,173 SH DEFINED 1,2,6 188,173
COBRA ELECTRS CORP COM 19104210 87 10,200 SH DEFINED 1 10,200
COCA COLA BOTTLING C COM 19109810 6,912 111,526 SH DEFINED 1,2,6 111,526
COCA COLA CO COM 19121610 2,655,873 59,442,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 59,442,097
COCA COLA ENTERPRISE COM 19121910 203,127 9,751,637 SH DEFINED 1,2,5,6,10,12,13 9,751,637
COEUR D ALENE MINES COM 19210810 18,459 3,919,051 SH DEFINED 1,2,5,6 3,919,051
COGENT COMM GROUP IN COM NEW 19239V30 3,190 275,196 SH DEFINED 1,2,5,6 275,196
COGENT INC COM 19239Y10 7,143 520,252 SH DEFINED 1,2,5,6 520,252
COGNEX CORP COM 19242210 15,673 620,477 SH DEFINED 1,2,5,6 620,477
COGNIZANT TECHNOLOGY CL A 19244610 182,256 2,462,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,462,588
COHEN & STEERS INC COM 19247A10 4,446 137,382 SH DEFINED 1,2,6 137,382
COHERENT INC COM 19247910 24,476 706,170 SH DEFINED 1,2,5,6 706,170
COHU INC COM 19257610 6,382 357,930 SH DEFINED 1,2,6 357,930
COINMACH SVC CORP CL A 19259W20 2,548 256,549 SH DEFINED 1,2 256,549
COINSTAR INC COM 19259P30 23,295 809,419 SH DEFINED 1,2,6 809,419
COLDWATER CREEK INC COM 19306810 24,476 851,056 SH DEFINED 1,2,5,6,13 851,056
COLE KENNETH PRODTNS CL A 19329410 3,226 132,367 SH DEFINED 1,2 132,367
COLEY PHARMACEUTICAL COM 19388P10 3,413 298,818 SH DEFINED 1,2,6 298,818
COLGATE PALMOLIVE CO COM 19416210 900,014 14,492,982 SH DEFINED 1,2,5,6,8,10,12,13 14,492,982
COLLAGENEX PHARMACEU COM 19419B10 210 16,200 SH DEFINED 1,5 16,200
COLONIAL BANCGROUP I COM 19549330 63,386 2,587,170 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,587,170
COLONIAL PPTYS TR COM SH BEN 19587210 41,272 863,243 SH DEFINED 1,2,3,5 863,243
COLOR KINETICS INC COM 19624P10 2,858 168,304 SH DEFINED 1,5 168,304
COLUMBIA BANCORP ORE COM 19723110 2,507 101,972 SH DEFINED 1 101,972
COLUMBIA BKG SYS INC COM 19723610 7,596 237,293 SH DEFINED 1,2 237,293
COLUMBIA EQUITY TR I COM 19762710 348 20,897 SH DEFINED 1,3 20,897
COLUMBIA LABS INC COM 19777910 143 41,463 SH DEFINED 1,5 41,463
COLUMBIA SPORTSWEAR COM 19851610 11,202 200,646 SH DEFINED 1,2,5,6 200,646
COLUMBUS MCKINNON CO COM 19933310 3,987 221,127 SH DEFINED 1 221,127
COMARCO INC COM 20008010 111 12,500 SH DEFINED 1 12,500
COMBINATORX INC COM 20010A10 1,461 234,454 SH DEFINED 1 234,454
COMCAST CORP NEW CL A 20030N10 1,760,773 47,717,423 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,717,423
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
COMCAST CORP NEW CL A SPL 20030N20 119,694 3,251,658 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,251,658
COMERICA INC COM 20034010 294,486 5,173,690 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,173,690
COMFORT SYS USA INC COM 19990810 6,909 602,893 SH DEFINED 1,2,5 602,893
COMMERCE BANCORP INC COM 20051910 161,606 4,402,237 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,402,237
COMMERCE BANCSHARES COM 20052510 34,101 674,336 SH DEFINED 1,2,5,12 674,336
COMMERCE GROUP INC M COM 20064110 30,761 1,023,646 SH DEFINED 1,2,5 1,023,646
COMMERCIAL BANKSHARE COM 20160710 297 8,326 SH DEFINED 1,2 8,326
COMMERCIAL CAP BANCO COM 20162L10 13,212 828,885 SH DEFINED 1,2,5 828,885
COMMERCIAL METALS CO COM 20172310 35,577 1,749,958 SH DEFINED 1,2,5,13 1,749,958
COMMERCIAL VEH GROUP COM 20260810 5,209 270,474 SH DEFINED 1,2 270,474
COMMONWEALTH TEL ENT COM 20334910 13,340 323,545 SH DEFINED 1,2 323,545
COMMSCOPE INC COM 20337210 51,364 1,563,110 SH DEFINED 1,2,5,6,13 1,563,110
COMMUNICATIONS SYS I COM 20390010 102 10,903 SH DEFINED 1 10,903
COMMUNITY BANCORP IN COM 20342P10 2,339 57,226 SH DEFINED 1 57,226
COMMUNITY BANCORP NE COM 20343T10 2,513 82,378 SH DEFINED 1 82,378
COMMUNITY BK SYS INC COM 20360710 12,216 551,282 SH DEFINED 1,2 551,282
COMMUNITY BKS INC MI COM 20362810 10,982 409,785 SH DEFINED 1,2 409,785
COMMUNITY HEALTH SYS COM 20366810 65,607 1,756,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,756,533
COMMUNITY TR BANCORP COM 20414910 9,040 240,117 SH DEFINED 1,2 240,117
COMPANHIA BRASILEIRA SPON ADR P 20440T20 54,890 2,110,328 SH DEFINED 1,2,4,5 2,110,328
COMPANHIA DE BEBIDAS SPON ADR P 20441W20 883 19,451 SH DEFINED 1,2 19,451
COMPANHIA ENERGETICA SP ADR N-V 20440960 332 8,469 SH DEFINED 1,2 8,469
COMPANHIA SIDERURGIC SPONSORED 20440W10 462 16,257 SH DEFINED 1,2 16,257
COMPANHIA VALE DO RI SPON ADR P 20441210 34,254 1,850,560 SH DEFINED 1,2 1,850,560
COMPANHIA VALE DO RI SPONSORED 20441220 57,525 2,668,155 SH DEFINED 1,2,4,5 2,668,155
COMPANIA DE TELECOMU SPON ADR N 20444930 290 40,997 SH DEFINED 1,2,5 40,997
COMPASS BANCSHARES I COM 20449H10 175,364 3,077,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,077,636
COMPASS DIVERSIFIED SH BEN INT 20451Q10 1,746 114,100 SH DEFINED 1 114,100
COMPASS MINERALS INT COM 20451N10 11,867 419,180 SH DEFINED 1,2,5 419,180
COMPLETE PRODUCTION COM 20453E10 6,501 329,344 SH DEFINED 1,2 329,344
COMPUCREDIT CORP COM 20478N10 19,232 636,624 SH DEFINED 1,2,6 636,624
COMPUTER HORIZONS CO COM 20590810 107 26,695 SH DEFINED 1 26,695
COMPUTER PROGRAMS & COM 20530610 5,525 168,613 SH DEFINED 1 168,613
COMPUTER SCIENCES CO COM 20536310 286,165 5,825,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,825,826
COMPUTER TASK GROUP COM 20547710 138 34,745 SH DEFINED 1 34,745
COMPUWARE CORP COM 20563810 86,818 11,144,775 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,144,775
COMPX INTERNATIONAL CL A 20563P10 781 50,125 SH DEFINED 1 50,125
COMSTOCK HOMEBUILDIN CL A 20568410 64 11,900 SH DEFINED 1 11,900
COMSTOCK RES INC COM NEW 20576820 16,581 610,700 SH DEFINED 1,2,5,6 610,700
COMSYS IT PARTNERS I COM 20581E10 5,210 303,063 SH DEFINED 1,2 303,063
COMTECH GROUP INC COM NEW 20582120 1,479 98,693 SH DEFINED 1 98,693
COMTECH TELECOMMUNIC COM NEW 20582620 12,289 367,064 SH DEFINED 1,2,5,6 367,064
COMVERSE TECHNOLOGY COM PAR $0 20586240 106,751 4,979,075 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,979,075
CONAGRA FOODS INC COM 20588710 615,014 25,123,129 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,123,129
CONCEPTUS INC COM 20601610 5,030 284,339 SH DEFINED 1,6 284,339
CONCORD CAMERA CORP COM 20615610 17 33,609 SH DEFINED 1 33,609
CONCUR TECHNOLOGIES COM 20670810 5,823 400,233 SH DEFINED 1,2,5,6 400,233
CONCURRENT COMPUTER COM 20671020 132 74,409 SH DEFINED 1,5 74,409
CONEXANT SYSTEMS INC COM 20714210 13,401 6,700,271 SH DEFINED 1,2,5,6 6,700,271
CONMED CORP COM 20741010 10,095 478,223 SH DEFINED 1,2 478,223
CONNECTICUT WTR SVC COM 20779710 359 16,266 SH DEFINED 1,2,5 16,266
CONNETICS CORP COM 20819210 9,795 898,631 SH DEFINED 1,2,6 898,631
CONNS INC COM 20824210 2,179 104,416 SH DEFINED 1,2,6 104,416
CONOCOPHILLIPS COM 20825C10 2,575,114 43,257,422 SH DEFINED 1,2,5,6,8,10,12,13,14 43,257,422
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CONOR MEDSYSTEMS INC COM 20826410 8,769 372,048 SH DEFINED 1,2,6 372,048
CONSECO INC PFD B CV 5 20846486 3,791 147,500 SH DEFINED 2 147,500
CONSECO INC COM NEW 20846488 32,667 1,556,312 SH DEFINED 1,2,5 1,556,312
CONSOL ENERGY INC COM 20854P10 178,238 5,617,341 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,617,341
CONSOLIDATED COMM HL COM 20903410 5,452 291,414 SH DEFINED 1,2 291,414
CONSOLIDATED EDISON COM 20911510 352,539 7,630,711 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,630,711
CONSOLIDATED GRAPHIC COM 20934110 24,939 414,476 SH DEFINED 1,2 414,476
CONSOLIDATED TOMOKA COM 21022610 7,913 123,308 SH DEFINED 1 123,308
CONSTAR INTL INC NEW COM 21036U10 68 11,400 SH DEFINED 1 11,400
CONSTELLATION BRANDS CL A 21036P10 236,973 8,233,951 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,233,951
CONSTELLATION ENERGY COM 21037110 327,408 5,530,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,530,548
CONSUMER PORTFOLIO S COM 21050210 64 11,100 SH DEFINED 1 11,100
CONTANGO OIL & GAS C COM NEW 21075N20 135 11,400 SH DEFINED 1 11,400
CONTINENTAL AIRLS IN CL B 21079530 43,797 1,547,052 SH DEFINED 1,2,5,6,10 1,547,052
CONVERA CORP CL A 21191910 1,288 243,568 SH DEFINED 1,5 243,568
CONVERGYS CORP COM 21248510 79,768 3,862,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,862,845
CON-WAY INC COM 20594410 34,930 779,345 SH DEFINED 1,2,5,8,12,13 779,345
COOPER COS INC COM NEW 21664840 31,229 583,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 583,728
COOPER INDS LTD CL A G2418210 259,173 3,041,219 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,041,219
COOPER TIRE & RUBR C COM 21683110 11,255 1,118,774 SH DEFINED 1,2,5 1,118,774
COPANO ENERGY L L C COM UNITS 21720210 468 8,700 SH DEFINED 1 8,700
COPART INC COM 21720410 30,796 1,092,444 SH DEFINED 1,2,5,6,13 1,092,444
CORE LABORATORIES N COM N2271710 953 14,938 SH DEFINED 1,2,5,6 14,938
CORE MARK HOLDING CO COM 21868110 4,362 139,180 SH DEFINED 1,2,6 139,180
CORILLIAN CORP COM 21872510 119 43,493 SH DEFINED 1,5 43,493
CORINTHIAN COLLEGES COM 21886810 28,197 2,608,388 SH DEFINED 1,2,5,6,13 2,608,388
CORN PRODS INTL INC COM 21902310 22,011 676,422 SH DEFINED 1,2,5 676,422
CORNELL COMPANIES IN COM 21914110 1,907 110,378 SH DEFINED 1,5 110,378
CORNING INC COM 21935010 927,655 38,003,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 38,003,061
CORPORATE EXECUTIVE COM 21988R10 65,393 727,317 SH DEFINED 1,2,5,6,7,8,10,12,13,14 727,317
CORPORATE OFFICE PPT SH BEN INT 22002T10 46,639 1,041,974 SH DEFINED 1,2,3,5 1,041,974
CORRECTIONS CORP AME COM NEW 22025Y40 19,537 451,720 SH DEFINED 1,2,5 451,720
CORUS BANKSHARES INC COM 22087310 24,352 1,089,078 SH DEFINED 1,2 1,089,078
CORUS GROUP PLC SPONSORED 22087M10 314 21,626 SH DEFINED 1 21,626
CORVEL CORP COM 22100610 3,043 86,734 SH DEFINED 1 86,734
COSI INC COM 22122P10 1,873 349,441 SH DEFINED 1 349,441
COST PLUS INC CALIF COM 22148510 3,852 321,784 SH DEFINED 1,2,5 321,784
COSTAR GROUP INC COM 22160N10 10,813 261,682 SH DEFINED 1,2,6 261,682
COSTCO WHSL CORP NEW COM 22160K10 592,861 11,933,603 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,933,603
COTHERIX INC COM 22163T10 1,755 248,537 SH DEFINED 1,2,5 248,537
COUNTRYWIDE FINANCIA COM 22237210 596,534 17,024,381 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,024,381
COURIER CORP COM 22266010 5,346 143,951 SH DEFINED 1,2 143,951
COUSINS PPTYS INC COM 22279510 33,101 967,569 SH DEFINED 1,2,3,5 967,569
COVAD COMMUNICATIONS COM 22281420 5,260 3,530,201 SH DEFINED 1,2,6 3,530,201
COVANCE INC COM 22281610 77,459 1,166,908 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,166,908
COVANSYS CORP COM 22281W10 9,146 533,609 SH DEFINED 1,2,6 533,609
COVANTA HLDG CORP COM 22282E10 22,273 1,034,526 SH DEFINED 1,2,5,6 1,034,526
COVENANT TRANS INC CL A 22284P10 171 13,984 SH DEFINED 1 13,984
COVENTRY HEALTH CARE COM 22286210 270,142 5,243,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,243,440
COX RADIO INC CL A 22405110 18,729 1,220,126 SH DEFINED 1,2,5 1,220,126
CPI CORP COM 12590210 1,315 27,099 SH DEFINED 1 27,099
CPI INTERNATIONAL IN COM 12618M10 940 71,393 SH DEFINED 1 71,393
CRA INTL INC COM 12618T10 7,015 147,195 SH DEFINED 1,2,6 147,195
CRANE CO COM 22439910 36,115 864,002 SH DEFINED 1,2,5,13 864,002
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
CRAWFORD & CO CL B 22463310 2,094 308,332 SH DEFINED 1 308,332
CRAY INC COM NEW 22522330 352 31,649 SH DEFINED 1,5 31,649
CREDENCE SYS CORP COM 22530210 4,051 1,421,570 SH DEFINED 1,2,5 1,421,570
CREDICORP LTD COM G2519Y10 15,332 365,215 SH DEFINED 1,2,7 365,215
CREDIT ACCEP CORP MI COM 22531010 3,349 112,841 SH DEFINED 1,2 112,841
CREDIT SUISSE GROUP SPONSORED 22540110 16,877 291,235 SH DEFINED 1,2 291,235
CREDO PETE CORP COM PAR $0 22543920 144 10,620 SH DEFINED 1 10,620
CREE INC COM 22544710 30,055 1,494,525 SH DEFINED 1,2,5,6,12,13 1,494,525
CRESCENT REAL ESTATE COM 22575610 52,119 2,389,674 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,389,674
CRH PLC ADR 12626K20 29,018 837,699 SH DEFINED 1 837,699
CROCS INC COM 22704610 4,745 139,753 SH DEFINED 1,2 139,753
CROSS CTRY HEALTHCAR COM 22748310 9,385 552,054 SH DEFINED 1,2 552,054
CROSS TIMBERS RTY TR TR UNIT 22757R10 388 8,367 SH DEFINED 1,2 8,367
CROSSTEX ENERGY INC COM 22765Y10 11,720 130,848 SH DEFINED 1,2,6 130,848
CROSSTEX ENERGY L P COM 22765U10 610 17,069 SH DEFINED 1,2 17,069
CROWN CASTLE INTL CO COM 22822710 97,650 2,770,992 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,770,992
CROWN HOLDINGS INC COM 22836810 29,241 1,572,074 SH DEFINED 1,2,5,6 1,572,074
CROWN MEDIA HLDGS IN CL A 22841110 1,071 238,634 SH DEFINED 1,2 238,634
CRYOLIFE INC COM 22890310 156 24,234 SH DEFINED 1 24,234
CSG SYS INTL INC COM 12634910 55,404 2,096,246 SH DEFINED 1,2,5,6,7,13 2,096,246
CSK AUTO CORP COM 12596510 10,328 732,463 SH DEFINED 1,2 732,463
CSS INDS INC COM 12590610 5,880 197,859 SH DEFINED 1,2 197,859
CSX CORP COM 12640810 422,938 12,882,667 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,882,667
CT COMMUNICATIONS IN COM NEW 12642640 9,031 415,789 SH DEFINED 1,2 415,789
CTS CORP COM 12650110 9,039 655,979 SH DEFINED 1,2 655,979
CUBIC CORP COM 22966910 6,595 336,809 SH DEFINED 1,2 336,809
CUBIST PHARMACEUTICA COM 22967810 17,350 798,075 SH DEFINED 1,2,5,6 798,075
CULLEN FROST BANKERS COM 22989910 46,357 801,742 SH DEFINED 1,2,5,13 801,742
CULP INC COM 23021510 66 12,000 SH DEFINED 1 12,000
CUMMINS INC COM 23102110 812,839 6,817,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,817,401
CUMULUS MEDIA INC CL A 23108210 6,742 705,262 SH DEFINED 1,2 705,262
CURAGEN CORP COM 23126R10 1,838 534,442 SH DEFINED 1,2,5 534,442
CURIS INC COM 23126910 76 55,254 SH DEFINED 1,5 55,254
CURTISS WRIGHT CORP COM 23156110 22,322 735,478 SH DEFINED 1,2 735,478
CUTERA INC COM 23210910 239 8,975 SH DEFINED 1 8,975
CV THERAPEUTICS INC COM 12666710 7,293 654,654 SH DEFINED 1,2,5,6 654,654
CVB FINL CORP COM 12660010 11,910 806,386 SH DEFINED 1,2,5 806,386
CVS CORP COM 12665010 654,806 20,386,236 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,386,236
CYBERONICS INC COM 23251P10 5,145 293,502 SH DEFINED 1,2,6 293,502
CYBERSOURCE CORP COM 23251J10 4,139 349,855 SH DEFINED 1 349,855
CYMER INC COM 23257210 27,722 631,337 SH DEFINED 1,2,5,6 631,337
CYPRESS BIOSCIENCES COM PAR $. 23267450 4,130 565,778 SH DEFINED 1,2,5 565,778
CYPRESS SEMICONDUCTO COM 23280610 36,850 2,073,711 SH DEFINED 1,2,5,6,13 2,073,711
CYTEC INDS INC COM 23282010 36,522 656,984 SH DEFINED 1,2,5,13 656,984
CYTOGEN CORP COM NEW 23282430 24 10,317 SH DEFINED 1 10,317
CYTOKINETICS INC COM 23282W10 1,472 228,998 SH DEFINED 1 228,998
CYTOMEDIX INC COM NEW 23283B20 39 14,700 SH DEFINED 5 14,700
CYTYC CORP COM 23294610 85,890 3,508,568 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,508,568
D & E COMMUNICATIONS COM 23286010 258 20,451 SH DEFINED 1 20,451
D R HORTON INC COM 23331A10 179,683 7,502,403 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,502,403
DADE BEHRING HLDGS I COM 23342J20 29,109 724,838 SH DEFINED 1,2,5,6,12 724,838
DAIMLERCHRYSLER AG ORD D1668R12 1,871 37,449 SH DEFINED 1 37,449
DAKTRONICS INC COM 23426410 14,783 714,500 SH DEFINED 1,2,6 714,500
DANAHER CORP DEL COM 23585110 513,676 7,480,352 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,480,352
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
DARDEN RESTAURANTS I COM 23719410 273,619 6,442,645 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,442,645
DARLING INTL INC COM 23726610 3,453 824,042 SH DEFINED 1 824,042
DARWIN PROFESSIONAL COM 23750210 780 35,107 SH DEFINED 1 35,107
DATASCOPE CORP COM 23811310 6,350 189,737 SH DEFINED 1,2 189,737
DATATRAK INTL INC COM 23813410 67 12,000 SH DEFINED 1 12,000
DAVITA INC COM 23918K10 72,255 1,248,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,248,572
DAWSON GEOPHYSICAL C COM 23935910 2,732 91,970 SH DEFINED 1,5 91,970
DCP MIDSTREAM PARTNE COM UT LTD 23311P10 254 9,084 SH DEFINED 1,2 9,084
DEALERTRACK HLDGS IN COM 24230910 5,924 267,920 SH DEFINED 1,2,6 267,920
DEAN FOODS CO NEW COM 24237010 171,165 4,073,418 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,073,418
DEB SHOPS INC COM 24272810 1,501 58,546 SH DEFINED 1,2 58,546
DECKERS OUTDOOR CORP COM 24353710 9,259 195,661 SH DEFINED 1,2 195,661
DECODE GENETICS INC COM 24358610 3,987 724,884 SH DEFINED 1,2,6 724,884
DECORATOR INDS INC COM PAR $0 24363120 100 11,400 SH DEFINED 1 11,400
DEERE & CO COM 24419910 482,857 5,754,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,754,464
DEERFIELD TRIARC CAP COM 24457230 8,927 680,898 SH DEFINED 1,2 680,898
DEL MONTE FOODS CO COM 24522P10 48,457 4,637,053 SH DEFINED 1,2,5,10,12 4,637,053
DELEK US HLDGS INC COM 24664710 1,231 66,532 SH DEFINED 1,2 66,532
DELIA'S INC NEW COM 24691110 2,049 266,142 SH DEFINED 1 266,142
DELL INC COM 24702R10 1,388,482 60,791,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,791,663
DELPHI FINL GROUP IN CL A 24713110 27,274 683,913 SH DEFINED 1,2,5 683,913
DELTA & PINE LD CO COM 24735710 24,708 610,066 SH DEFINED 1,2,5 610,066
DELTA FINANCIAL CORP COM 24791810 325 35,469 SH DEFINED 1 35,469
DELTA PETE CORP COM NEW 24790720 14,897 661,521 SH DEFINED 1,2,6 661,521
DELTATHREE INC COM 24783N10 34 19,900 SH DEFINED 1 19,900
DELTIC TIMBER CORP COM 24785010 6,374 133,733 SH DEFINED 1,2,6 133,733
DELUXE CORP COM 24801910 17,865 1,044,740 SH DEFINED 1,2,5,6,13 1,044,740
DENBURY RES INC COM NEW 24791620 58,766 2,033,422 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,033,422
DENDREON CORP COM 24823Q10 4,364 976,194 SH DEFINED 1,2,5,6 976,194
DENDRITE INTL INC COM 24823910 7,298 746,188 SH DEFINED 1,2,6 746,188
DENNYS CORP COM 24869P10 4,074 1,194,607 SH DEFINED 1,2,6 1,194,607
DENTSPLY INTL INC NE COM 24903010 98,521 3,272,039 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,272,039
DEPOMED INC COM 24990810 1,269 310,941 SH DEFINED 1 310,941
DESIGN WITHIN REACH COM 25055710 117 19,200 SH DEFINED 1 19,200
DEUTSCHE BANK AG NAM ORD D1819089 1,245 10,313 SH DEFINED 1,2 10,313
DEUTSCHE TELEKOM AG SPONSORED 25156610 1,752 110,417 SH DEFINED 1,2 110,417
DEVELOPERS DIVERSIFI COM 25159110 170,854 3,064,095 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,064,095
DEVON ENERGY CORP NE COM 25179M10 868,158 13,747,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,747,550
DEVRY INC DEL COM 25189310 25,362 1,192,378 SH DEFINED 1,2,5,6,13 1,192,378
DEXCOM INC COM 25213110 1,878 168,745 SH DEFINED 1 168,745
DIAGEO P L C SPON ADR N 25243Q20 1,344 18,918 SH DEFINED 1 18,918
DIAMOND FOODS INC COM 25260310 2,170 151,623 SH DEFINED 1 151,623
DIAMOND MGMT & TECHN COM 25269L10 5,929 532,267 SH DEFINED 1,2,6 532,267
DIAMOND OFFSHORE DRI COM 25271C10 54,714 756,031 SH DEFINED 1,2,5,6,7,8,10,12,13,14 756,031
DIAMONDROCK HOSPITAL COM 25278430 26,715 1,608,354 SH DEFINED 1,2,3 1,608,354
DIAMONDS TR UNIT SER 1 25278710 251 2,153 SH DEFINED 1 2,153
DICKS SPORTING GOODS COM 25339310 18,339 402,876 SH DEFINED 1,2,6 402,876
DIEBOLD INC COM 25365110 56,422 1,296,166 SH DEFINED 1,2,5,12,13 1,296,166
DIGENE CORP COM 25375210 11,663 270,282 SH DEFINED 1,2,6 270,282
DIGI INTL INC COM 25379810 7,514 556,624 SH DEFINED 1,2,5 556,624
DIGIMARC CORP COM 25380710 160 20,661 SH DEFINED 1 20,661
DIGITAL INSIGHT CORP COM 25385P10 18,442 628,989 SH DEFINED 1,2,6 628,989
DIGITAL RIV INC COM 25388B10 34,732 679,421 SH DEFINED 1,2,6 679,421
DIGITAL RLTY TR INC COM 25386810 18,363 586,317 SH DEFINED 1,2,3,5,6 586,317
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
DIGITAS INC COM 25388K10 10,940 1,137,206 SH DEFINED 1,2,6 1,137,206
DILLARDS INC CL A 25406710 44,250 1,351,979 SH DEFINED 1,2,5,6,10,13 1,351,979
DIME BANCORP INC NEW *W EXP 99/ 25429Q11 8 68,401 SH DEFINED 1 68,401
DIME CMNTY BANCSHARE COM 25392210 6,553 444,903 SH DEFINED 1,2,5 444,903
DIODES INC COM 25454310 10,981 254,368 SH DEFINED 1,2,6 254,368
DIONEX CORP COM 25454610 23,606 463,404 SH DEFINED 1,2,5,6 463,404
DIRECT GEN CORP COM 25456W20 3,178 236,088 SH DEFINED 1,2,6 236,088
DIRECTED ELECTRONICS COM 25457510 1,049 69,480 SH DEFINED 1,6 69,480
DIRECTV GROUP INC COM 25459L10 606,780 30,832,293 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,832,293
DISCOVERY HOLDING CO CL A COM 25468Y10 47,864 3,310,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,310,090
DISCOVERY LABORATORI COM 25466810 168 78,735 SH DEFINED 1,5,6 78,735
DISNEY WALT CO COM DISNEY 25468710 2,052,759 66,410,828 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,410,828
DISTRIBUCION Y SERVI SPONSORED 25475310 345 20,112 SH DEFINED 1,2,5 20,112
DISTRIBUTED ENERGY S COM 25475V10 211 65,220 SH DEFINED 1,2,5 65,220
DITECH NETWORKS INC COM 25500T10 3,796 492,301 SH DEFINED 1,2,6 492,301
DIVERSA CORP COM 25506410 3,004 374,581 SH DEFINED 1,2,6 374,581
DJO INCORPORATED COM 23325G10 17,549 422,569 SH DEFINED 1,2,6 422,569
DNP SELECT INCOME FD COM 23325P10 1,497 139,924 SH DEFINED 5,12 139,924
DOBSON COMMUNICATION CL A 25606910 13,480 1,920,169 SH DEFINED 1,2,5,6 1,920,169
DOCUCORP INTL INC COM 25591110 96 12,300 SH DEFINED 1 12,300
DOLBY LABORATORIES I COM 25659T10 6,382 321,495 SH DEFINED 1,2,6,10 321,495
DOLLAR FINL CORP COM 25666410 6,284 288,005 SH DEFINED 1,2 288,005
DOLLAR GEN CORP COM 25666910 123,708 9,076,149 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,076,149
DOLLAR THRIFTY AUTOM COM 25674310 16,356 366,966 SH DEFINED 1,2,5 366,966
DOLLAR TREE STORES I COM 25674710 56,924 1,838,618 SH DEFINED 1,2,5,10,12,13 1,838,618
DOMINION RES INC VA COM 25746U10 847,091 11,074,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,074,531
DOMINOS PIZZA INC COM 25754A20 34,600 1,348,924 SH DEFINED 1,2 1,348,924
DONALDSON INC COM 25765110 37,149 1,006,758 SH DEFINED 1,2,5,6,12,13 1,006,758
DONEGAL GROUP INC CL A 25770120 3,442 170,233 SH DEFINED 1 170,233
DONNELLEY R R & SONS COM 25786710 176,691 5,360,771 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,360,771
DORAL FINL CORP COM 25811P10 9,882 1,499,596 SH DEFINED 1,2,5 1,499,596
DORCHESTER MINERALS COM UNIT 25820R10 860 33,396 SH DEFINED 1,2,5 33,396
DORMAN PRODUCTS INC COM 25827810 128 12,638 SH DEFINED 1 12,638
DOT HILL SYS CORP COM 25848T10 1,085 278,084 SH DEFINED 1,5 278,084
DOUBLE HULL TANKERS COM Y2111010 333 24,252 SH DEFINED 1,2 24,252
DOV PHARMACEUTICAL I COM 25985810 19 21,400 SH DEFINED 1 21,400
DOVER CORP COM 26000310 239,443 5,047,272 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,047,272
DOVER DOWNS GAMING & COM 26009510 5,176 426,006 SH DEFINED 1,2,5,6 426,006
DOVER MOTORSPORTS IN COM 26017410 1,078 198,926 SH DEFINED 1,5 198,926
DOW CHEM CO COM 26054310 969,523 24,872,316 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,872,316
DOW JONES & CO INC COM 26056110 67,245 2,004,917 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,004,917
DOWNEY FINL CORP COM 26101810 22,930 344,607 SH DEFINED 1,2,5 344,607
DPL INC COM 23329310 42,043 1,550,261 SH DEFINED 1,2,5,13 1,550,261
DR REDDYS LABS LTD ADR 25613520 369 23,308 SH DEFINED 1,2,5 23,308
DREAMWORKS ANIMATION CL A 26153C10 15,045 603,985 SH DEFINED 1,2,5 603,985
DRESS BARN INC COM 26157010 16,821 770,893 SH DEFINED 1,2,6 770,893
DRESSER-RAND GROUP I COM 26160810 7,397 362,620 SH DEFINED 1,2,6 362,620
DREW INDS INC COM NEW 26168L20 5,720 226,444 SH DEFINED 1,2,6 226,444
DRIL-QUIP INC COM 26203710 10,756 158,918 SH DEFINED 1,2,6 158,918
DRS TECHNOLOGIES INC COM 23330X10 27,615 632,345 SH DEFINED 1,2,5,13 632,345
DRUGSTORE COM INC COM 26224110 3,127 906,270 SH DEFINED 1 906,270
DSP GROUP INC COM 23332B10 9,471 414,484 SH DEFINED 1,2,5,6 414,484
DST SYS INC DEL COM 23332610 69,679 1,129,870 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,129,870
DSW INC CL A 23334L10 10,949 347,588 SH DEFINED 1,2,6 347,588
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
DTE ENERGY CO COM 23333110 251,612 6,061,471 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,061,471
DTS INC COM 23335C10 5,220 246,457 SH DEFINED 1,2,6 246,457
DU PONT E I DE NEMOU COM 26353410 1,590,225 37,120,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,120,091
DUCOMMUN INC DEL COM 26414710 377 20,219 SH DEFINED 1,5 20,219
DUKE ENERGY CORP NEW COM 26441C10 2,804,415 92,861,412 SH DEFINED 1,2,5,6,7,8,10,12,13,14 92,861,412
DUKE REALTY CORP COM NEW 26441150 116,593 3,121,634 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,121,634
DUN & BRADSTREET COR COM 26483E10 89,966 1,199,710 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,199,710
DUQUESNE LT HLDGS IN COM 26623310 36,264 1,844,548 SH DEFINED 1,2,5,13 1,844,548
DURA AUTOMOTIVE SYST CL A 26590310 8 30,522 SH DEFINED 1,5 30,522
DURECT CORP COM 26660510 2,687 655,253 SH DEFINED 1,5 655,253
DXP ENTERPRISES INC COM NEW 23337740 549 23,487 SH DEFINED 1 23,487
DYAX CORP COM 26746E10 158 47,354 SH DEFINED 1,5 47,354
DYCOM INDS INC COM 26747510 17,770 826,517 SH DEFINED 1,2,5,6,13 826,517
DYNAMEX INC COM 26784F10 3,583 172,674 SH DEFINED 1,2 172,674
DYNAMIC MATLS CORP COM 26788810 4,883 150,630 SH DEFINED 1,5 150,630
DYNAVAX TECHNOLOGIES COM 26815810 113 26,291 SH DEFINED 1,5 26,291
DYNCORP INTL INC CL A 26817C10 3,209 254,903 SH DEFINED 1,2 254,903
DYNEGY INC NEW CL A 26816Q10 61,903 11,173,893 SH DEFINED 1,2,5,6,8,10,13 11,173,893
E M C CORP MASS COM 26864810 726,415 60,635,644 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,635,644
E ON AG SPONSORED 26878010 23,114 582,646 SH DEFINED 1,2 582,646
E TRADE FINANCIAL CO COM 26924610 273,152 11,419,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,419,395
EAGLE BULK SHIPPING COM Y2187A10 370 23,023 SH DEFINED 1,2 23,023
EAGLE HOSPITALITY PP COM 26959T10 302 32,479 SH DEFINED 1,3,5 32,479
EAGLE MATERIALS INC COM 26969P10 16,321 484,578 SH DEFINED 1,2,5,6,7,12 484,578
EAGLE TEST SYS INC COM 27000610 2,081 125,944 SH DEFINED 1,2 125,944
EARTHLINK INC COM 27032110 16,040 2,203,291 SH DEFINED 1,2,5,6 2,203,291
EAST WEST BANCORP IN COM 27579R10 26,824 677,197 SH DEFINED 1,2,5,6 677,197
EASTERN AMERN NAT GA SPERS RCT 27621710 228 8,800 SH DEFINED 1 8,800
EASTGROUP PPTY INC COM 27727610 25,236 506,128 SH DEFINED 1,2,3,5 506,128
EASTMAN CHEM CO COM 27743210 100,131 1,853,588 SH DEFINED 1,2,5,6,7,10,12,13 1,853,588
EASTMAN KODAK CO COM 27746110 155,568 6,944,999 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,944,999
EATON CORP COM 27805810 270,148 3,923,722 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,923,722
EATON VANCE CORP COM NON VT 27826510 51,718 1,792,030 SH DEFINED 1,2,5,13 1,792,030
EBAY INC COM 27864210 817,899 28,839,887 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,839,887
ECC CAPITAL CORP COM 26826M10 138 135,655 SH DEFINED 1,5 135,655
ECHELON CORP COM 27874N10 3,576 434,544 SH DEFINED 1,2,6 434,544
ECHOSTAR COMMUNICATI CL A 27876210 85,005 2,596,380 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,596,380
ECI TELECOM LTD ORD 26825810 105 12,756 SH DEFINED 1,2,5 12,756
ECLIPSYS CORP COM 27885610 10,036 560,385 SH DEFINED 1,2,5,6 560,385
ECOLAB INC COM 27886510 219,255 5,120,390 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,120,390
ECOLLEGE COM COM 27887E10 3,569 223,212 SH DEFINED 1 223,212
EDGE PETE CORP DEL COM 27986210 3,936 238,962 SH DEFINED 1,2 238,962
EDISON INTL COM 28102010 1,513,884 36,356,487 SH DEFINED 1,2,5,6,7,8,10,12,13,14 36,356,487
EDO CORP COM 28134710 5,370 234,715 SH DEFINED 1,2 234,715
EDP ENERGIAS DE PORT SPONSORED 26835310 1,262 29,227 SH DEFINED 1 29,227
EDUCATE INC COM 28138P10 2,068 258,816 SH DEFINED 1,2,6 258,816
EDUCATION RLTY TR IN COM 28140H10 9,724 658,832 SH DEFINED 1,2,3 658,832
EDWARDS AG INC COM 28176010 57,792 1,084,685 SH DEFINED 1,2,5,6,12,13 1,084,685
EDWARDS LIFESCIENCES COM 28176E10 82,406 1,768,754 SH DEFINED 1,2,5,6,7,12,13 1,768,754
EFJ INC COM 26843B10 118 16,000 SH DEFINED 1 16,000
EFUNDS CORP COM 28224R10 19,792 818,523 SH DEFINED 1,2,5,6 818,523
EGL INC COM 26848410 28,891 792,845 SH DEFINED 1,2,6 792,845
EL PASO CORP COM 28336L10 283,762 20,803,679 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,803,679
EL PASO ELEC CO COM NEW 28367785 18,392 823,267 SH DEFINED 1,2,5 823,267
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ELECTRO RENT CORP COM 28521810 4,561 268,165 SH DEFINED 1,5 268,165
ELECTRO SCIENTIFIC I COM 28522910 9,056 439,624 SH DEFINED 1,2,5 439,624
ELECTROGLAS INC COM 28532410 63 22,973 SH DEFINED 1,5 22,973
ELECTRONIC ARTS INC COM 28551210 425,772 7,624,854 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,624,854
ELECTRONIC DATA SYS COM 28566110 706,665 28,819,940 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,819,940
ELECTRONICS FOR IMAG COM 28608210 20,614 900,973 SH DEFINED 1,2,5 900,973
ELIZABETH ARDEN INC COM 28660G10 7,746 479,312 SH DEFINED 1,2 479,312
ELKCORP COM 28745610 7,780 286,547 SH DEFINED 1,2,6 286,547
ELLIS PERRY INTL INC COM 28885310 3,414 110,548 SH DEFINED 1 110,548
EMAGEON INC COM 29076V10 3,496 224,225 SH DEFINED 1 224,225
EMBARCADERO TECHNOLO COM 29078710 219 26,678 SH DEFINED 1 26,678
EMBARQ CORP COM 29078E10 192,833 3,986,632 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,986,632
EMBOTELLADORA ANDINA SPON ADR A 29081P20 152 11,726 SH DEFINED 1,2,5 11,726
EMBRAER-EMPRESA BRAS SP ADR COM 29081M10 227 5,769 SH DEFINED 1,2 5,769
EMC INS GROUP INC COM 26866410 2,955 102,459 SH DEFINED 1,2 102,459
EMCOR GROUP INC COM 29084Q10 34,712 632,976 SH DEFINED 1,2,5,6 632,976
EMCORE CORP COM 29084610 3,031 512,063 SH DEFINED 1,5 512,063
EMDEON CORP COM 29084910 50,822 4,340,029 SH DEFINED 1,2,5,12 4,340,029
EMERITUS CORP COM 29100510 1,071 49,712 SH DEFINED 1 49,712
EMERSON ELEC CO COM 29101110 888,789 10,598,483 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,598,483
EMERSON RADIO CORP COM NEW 29108720 48 16,000 SH DEFINED 1 16,000
EMISPHERE TECHNOLOGI COM 29134510 2,108 249,411 SH DEFINED 1 249,411
EMMIS COMMUNICATIONS CL A 29152510 8,396 684,859 SH DEFINED 1,2,5,6,13 684,859
EMPIRE DIST ELEC CO COM 29164110 9,931 443,757 SH DEFINED 1,2 443,757
EMPRESA NACIONAL DE SPONSORED 29244T10 63,154 2,084,304 SH DEFINED 1,2,4,5,7 2,084,304
EMS TECHNOLOGIES INC COM 26873N10 3,453 183,848 SH DEFINED 1 183,848
EMULEX CORP COM NEW 29247520 34,244 1,884,640 SH DEFINED 1,2,5 1,884,640
ENBRIDGE ENERGY MANA SHS UNITS 29250X10 609 13,163 SH DEFINED 1,2 13,163
ENBRIDGE ENERGY PART COM 29250R10 3,119 67,007 SH DEFINED 1,2,5 67,007
ENCORE ACQUISITION C COM 29255W10 18,041 741,197 SH DEFINED 1,2,6 741,197
ENCORE CAP GROUP INC COM 29255410 238 18,341 SH DEFINED 1,2,6 18,341
ENCORE MED CORP COM 29256E10 4,609 731,638 SH DEFINED 1 731,638
ENCORE WIRE CORP COM 29256210 10,141 287,366 SH DEFINED 1,2,5,6 287,366
ENCYSIVE PHARMACEUTI COM 29256X10 3,453 802,924 SH DEFINED 1,2,5,6 802,924
ENDEAVOUR INTL CORP COM 29259G10 249 92,850 SH DEFINED 1,6 92,850
ENDESA S A SPONSORED 29258N10 2,340 54,941 SH DEFINED 1 54,941
ENDO PHARMACEUTICALS COM 29264F20 42,754 1,313,476 SH DEFINED 1,2,5,10,12 1,313,476
ENDOLOGIX INC COM 29266S10 138 34,475 SH DEFINED 1 34,475
ENDURANCE SPECIALTY SHS G3039710 3,023 85,727 SH DEFINED 1,2,5 85,727
ENEL SOCIETA PER AZI ADR 29265W10 697 15,265 SH DEFINED 1,2 15,265
ENERGEN CORP COM 29265N10 69,462 1,659,004 SH DEFINED 1,2,5,10,12 1,659,004
ENERGIZER HLDGS INC COM 29266R10 173,739 2,413,378 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,413,378
ENERGY CONVERSION DE COM 29265910 20,265 547,108 SH DEFINED 1,2,6 547,108
ENERGY EAST CORP COM 29266M10 67,993 2,866,473 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,866,473
ENERGY PARTNERS LTD COM 29270U10 12,195 494,706 SH DEFINED 1,2,5,6 494,706
ENERGY TRANSFER EQUI COM UT LTD 29273V10 1,150 39,318 SH DEFINED 1,2 39,318
ENERGY TRANSFER PRTN UNIT LTD P 29273R10 4,082 88,105 SH DEFINED 1,2,5 88,105
ENERGYSOUTH INC COM 29297010 3,777 111,914 SH DEFINED 1,2 111,914
ENERSIS S A SPONSORED 29274F10 1,175 89,020 SH DEFINED 1,2,5 89,020
ENERSYS COM 29275Y10 9,723 606,149 SH DEFINED 1,2 606,149
ENGLOBAL CORP COM 29330610 705 113,865 SH DEFINED 1 113,865
ENI S P A SPONSORED 26874R10 2,173 36,521 SH DEFINED 1,2 36,521
ENNIS INC COM 29338910 7,833 361,824 SH DEFINED 1,2 361,824
ENPRO INDS INC COM 29355X10 12,234 406,976 SH DEFINED 1,2,5 406,976
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ENSCO INTL INC COM 26874Q10 117,788 2,687,387 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,687,387
ENSTAR GROUP INC GA COM 29358R10 5,188 54,300 SH DEFINED 1,2 54,300
ENTEGRIS INC COM 29362U10 19,640 1,800,221 SH DEFINED 1,2,5 1,800,221
ENTERCOM COMMUNICATI CL A 29363910 16,528 655,869 SH DEFINED 1,2,5,13 655,869
ENTERGY CORP NEW COM 29364G10 513,985 6,570,182 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,570,182
ENTERPRISE FINL SVCS COM 29371210 3,469 112,426 SH DEFINED 1 112,426
ENTERPRISE GP HLDGS UNIT LP IN 29371610 406 11,902 SH DEFINED 1,2 11,902
ENTERPRISE PRODS PAR COM 29379210 8,538 319,195 SH DEFINED 1,2,5 319,195
ENTERTAINMENT PPTYS COM SH BEN 29380T10 19,595 397,297 SH DEFINED 1,2,3,5 397,297
ENTRAVISION COMMUNIC CL A 29382R10 7,673 1,031,328 SH DEFINED 1,2,5,6 1,031,328
ENTREMED INC COM 29382F10 49 26,189 SH DEFINED 1 26,189
ENTRUST INC COM 29384810 279 80,747 SH DEFINED 1,5 80,747
ENVIRONMENTAL TECTON COM 29409210 83 13,800 SH DEFINED 1 13,800
ENZO BIOCHEM INC COM 29410010 5,328 437,042 SH DEFINED 1,2,5,6 437,042
ENZON PHARMACEUTICAL COM 29390410 11,966 1,450,431 SH DEFINED 1,2,5,6 1,450,431
EOG RES INC COM 26875P10 477,489 7,340,342 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,340,342
EPICOR SOFTWARE CORP COM 29426L10 9,000 686,519 SH DEFINED 1,2,5,6 686,519
EPIQ SYS INC COM 26882D10 5,218 354,741 SH DEFINED 1,6 354,741
EPIX PHARMACEUTICALS COM NEW 26881Q30 123 29,607 SH DEFINED 1,5 29,607
EPLUS INC COM 29426810 108 11,100 SH DEFINED 1 11,100
EQUIFAX INC COM 29442910 145,882 3,973,913 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,973,913
EQUINIX INC COM NEW 29444U50 24,647 410,105 SH DEFINED 1,2,6 410,105
EQUITABLE RES INC COM 29454910 111,472 3,186,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,186,724
EQUITY INNS INC COM 29470310 24,523 1,540,411 SH DEFINED 1,2,3,5 1,540,411
EQUITY LIFESTYLE PPT COM 29472R10 34,667 758,412 SH DEFINED 1,2,3,5,6 758,412
EQUITY OFFICE PROPER COM 29474110 580,011 14,587,792 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 14,587,792
EQUITY ONE COM 29475210 25,953 1,082,713 SH DEFINED 1,2,3 1,082,713
EQUITY RESIDENTIAL SH BEN INT 29476L10 522,804 10,336,176 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 10,336,176
ERESEARCHTECHNOLOGY COM 29481V10 5,304 654,864 SH DEFINED 1,2,5,6 654,864
ERICSSON L M TEL CO ADR B SEK 29482160 772 22,404 SH DEFINED 1,2,5 22,404
ERIE INDTY CO CL A 29530P10 21,715 414,644 SH DEFINED 1,2,5,12 414,644
ESB FINL CORP COM 26884F10 261 23,717 SH DEFINED 1,2 23,717
ESCHELON TELECOM INC COM 29629010 1,399 82,371 SH DEFINED 1 82,371
ESCO TECHNOLOGIES IN COM 29631510 16,073 349,113 SH DEFINED 1,2,5,6 349,113
ESPEED INC CL A 29664310 3,155 342,948 SH DEFINED 1,2,6 342,948
ESS TECHNOLOGY INC COM 26915110 61 66,250 SH DEFINED 1,5 66,250
ESSEX CORP COM 29674410 4,197 241,181 SH DEFINED 1,2 241,181
ESSEX PPTY TR INC COM 29717810 55,702 458,830 SH DEFINED 1,2,3,5 458,830
ESTERLINE TECHNOLOGI COM 29742510 12,128 359,231 SH DEFINED 1,2 359,231
ETHAN ALLEN INTERIOR COM 29760210 42,355 1,222,009 SH DEFINED 1,2,5 1,222,009
EUROBANCSHARES INC COM 29871610 137 14,500 SH DEFINED 1 14,500
EURONET WORLDWIDE IN COM 29873610 10,687 435,304 SH DEFINED 1,2,5,6 435,304
EV3 INC COM 26928A20 3,165 186,048 SH DEFINED 1,2,6 186,048
EVANS & SUTHERLAND C COM 29909610 69 15,300 SH DEFINED 1 15,300
EVCI CAREER COLLEGES COM 26926P10 9 14,005 SH DEFINED 1,5 14,005
EVEREST RE GROUP LTD COM G3223R10 70,764 725,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 725,561
EVERGREEN SOLAR INC COM 30033R10 7,090 854,170 SH DEFINED 1,2,5,6 854,170
EVOLVING SYS INC COM 30049R10 18 18,630 SH DEFINED 1 18,630
EXACT SCIENCES CORP COM 30063P10 43 21,354 SH DEFINED 1 21,354
EXACTECH INC COM 30064E10 153 11,200 SH DEFINED 1 11,200
EXAR CORP COM 30064510 6,827 513,666 SH DEFINED 1,2,5,6 513,666
EXCEL TECHNOLOGY INC COM 30067T10 4,789 161,837 SH DEFINED 1,6 161,837
EXCHANGE NATL BANCSH COM 30130910 220 7,250 SH DEFINED 1 7,250
EXCO RESOURCES INC COM 26927940 9,429 759,808 SH DEFINED 1,2 759,808
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
EXELIXIS INC COM 30161Q10 11,570 1,328,330 SH DEFINED 1,2,5,6 1,328,330
EXELON CORP COM 30161N10 1,372,868 22,677,034 SH DEFINED 1,2,5,6,7,8,10,12,13,14 22,677,034
EXIDE TECHNOLOGIES COM NEW 30205120 342 91,672 SH DEFINED 1 91,672
EXPEDIA INC DEL COM 30212P10 127,761 8,148,012 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,148,012
EXPEDITORS INTL WASH COM 30213010 177,250 3,975,990 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,975,990
EXPLORATION CO COM NEW 30213320 3,174 331,687 SH DEFINED 1 331,687
EXPONENT INC COM 30214U10 3,575 214,477 SH DEFINED 1 214,477
EXPRESS SCRIPTS INC COM 30218210 359,009 4,758,231 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,758,231
EXPRESSJET HOLDINGS CL A 30218U10 5,924 896,263 SH DEFINED 1,2,6 896,263
EXTRA SPACE STORAGE COM 30225T10 18,696 1,080,049 SH DEFINED 1,2,3,6 1,080,049
EXTREME NETWORKS INC COM 30226D10 6,382 1,758,105 SH DEFINED 1,2,5,6 1,758,105
EXXON MOBIL CORP COM 30231G10 11,811,965 176,035,252 SH DEFINED 1,2,5,6,7,8,10,12,13,14 176,035,252
EZCORP INC CL A NON V 30230110 6,777 175,202 SH DEFINED 1,2 175,202
F M C CORP COM NEW 30249130 38,040 593,724 SH DEFINED 1,2,5,13 593,724
F N B CORP VA COM 30293010 4,102 113,918 SH DEFINED 1,2 113,918
F5 NETWORKS INC COM 31561610 30,499 567,743 SH DEFINED 1,2,5,6,13 567,743
FACTSET RESH SYS INC COM 30307510 22,784 469,087 SH DEFINED 1,2,5,6 469,087
FAIR ISAAC CORP COM 30325010 40,021 1,094,365 SH DEFINED 1,2,5,6,12,13 1,094,365
FAIRCHILD CORP CL A 30369810 30 11,478 SH DEFINED 1 11,478
FAIRCHILD SEMICONDUC COM 30372610 35,719 1,910,098 SH DEFINED 1,2,5,6,8,13 1,910,098
FAIRPOINT COMMUNICAT COM 30556010 6,672 383,447 SH DEFINED 1,2 383,447
FALCONSTOR SOFTWARE COM 30613710 3,172 412,524 SH DEFINED 1,2,5,6 412,524
FAMILY DLR STORES IN COM 30700010 116,538 3,985,566 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,985,566
FARMER BROS CO COM 30767510 2,002 97,459 SH DEFINED 1,2 97,459
FARMERS CAP BK CORP COM 30956210 3,754 110,846 SH DEFINED 1,2 110,846
FARO TECHNOLOGIES IN COM 31164210 195 10,200 SH DEFINED 1 10,200
FASTENAL CO COM 31190010 96,876 2,510,384 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,510,384
FBL FINL GROUP INC CL A 30239F10 9,020 269,507 SH DEFINED 1,2 269,507
FEATHERLITE INC COM 31305410 94 14,595 SH DEFINED 1 14,595
FEDDERS CORP COM NEW 31313550 21 17,123 SH DEFINED 1 17,123
FEDERAL AGRIC MTG CO CL A 31314810 211 11,800 SH DEFINED 1 11,800
FEDERAL AGRIC MTG CO CL C 31314830 4,728 178,613 SH DEFINED 1,2 178,613
FEDERAL HOME LN MTG COM 31340030 1,246,425 18,791,274 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,791,274
FEDERAL NATL MTG ASS COM 31358610 1,472,640 26,339,466 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,339,466
FEDERAL REALTY INVT SH BEN INT 31374720 89,659 1,206,719 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,206,719
FEDERAL SIGNAL CORP COM 31385510 17,299 1,134,329 SH DEFINED 1,2,5,13 1,134,329
FEDERATED DEPT STORE COM 31410H10 735,734 17,026,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,026,931
FEDERATED INVS INC P CL B 31421110 67,996 2,011,128 SH DEFINED 1,2,5,6,10,12,13 2,011,128
FEDEX CORP COM 31428X10 856,972 7,885,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,885,280
FEI CO COM 30241L10 7,360 348,638 SH DEFINED 1,2,5,6 348,638
FELCOR LODGING TR IN COM 31430F10 45,243 2,256,492 SH DEFINED 1,2,3,5 2,256,492
FELDMAN MALL PPTYS I COM 31430810 139 12,633 SH DEFINED 1,3 12,633
FERRELLGAS PARTNERS UNIT LTD P 31529310 1,010 44,321 SH DEFINED 1,2,5 44,321
FERRO CORP COM 31540510 14,696 826,526 SH DEFINED 1,2,5,13 826,526
FIAT S P A SP ADR ORD 31562188 450 28,272 SH DEFINED 1 28,272
FIBERTOWER CORP COM 31567R10 6,787 718,205 SH DEFINED 1,2,6 718,205
FIDELITY BANKSHARES COM 31604Q10 12,778 327,555 SH DEFINED 1,2 327,555
FIDELITY NATL FINL I COM 31632610 137,836 3,309,380 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,309,380
FIDELITY NATL INFORM COM 31620M10 55,928 1,511,576 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,511,576
FIDELITY NATL TITLE CL A 31620R10 6,130 292,470 SH DEFINED 1,2,5,13 292,470
FIELDSTONE INVT CORP COM 31659U30 10,218 1,170,454 SH DEFINED 1,2 1,170,454
FIFTH THIRD BANCORP COM 31677310 498,697 13,096,022 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,096,022
FILENET CORP COM 31686910 22,429 643,959 SH DEFINED 1,2,5,6 643,959
FINANCIAL FED CORP COM 31749210 12,176 454,332 SH DEFINED 1,2 454,332
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
FINANCIAL INSTNS INC COM 31758540 343 14,670 SH DEFINED 1 14,670
FINISAR COM 31787A10 10,350 2,851,181 SH DEFINED 1,2,5,6 2,851,181
FINISH LINE INC CL A 31792310 8,990 712,335 SH DEFINED 1,2,5 712,335
FINLAY ENTERPRISES I COM NEW 31788420 66 10,036 SH DEFINED 1 10,036
FIRST ACCEPTANCE COR COM 31845710 2,853 248,327 SH DEFINED 1,2,6 248,327
FIRST ADVANTAGE CORP CL A 31845F10 2,030 97,297 SH DEFINED 1,2 97,297
FIRST ALBANY COS INC COM 31846510 50 11,835 SH DEFINED 1 11,835
FIRST AMERN CORP CAL COM 31852230 76,751 1,812,741 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,812,741
FIRST BANCORP N C COM 31891010 3,410 167,320 SH DEFINED 1,2,5 167,320
FIRST BANCORP P R COM 31867210 20,707 1,872,213 SH DEFINED 1,2,5 1,872,213
FIRST BUSEY CORP COM 31938310 4,553 200,500 SH DEFINED 1,2,5 200,500
FIRST CASH FINL SVCS COM 31942D10 7,210 350,188 SH DEFINED 1,2,6 350,188
FIRST CHARTER CORP COM 31943910 11,419 474,595 SH DEFINED 1,2,5 474,595
FIRST CMNTY BANCORP COM 31983B10 16,931 302,613 SH DEFINED 1,2 302,613
FIRST CMNTY BANCSHAR COM 31983A10 6,601 197,806 SH DEFINED 1 197,806
FIRST COMWLTH FINL C COM 31982910 13,105 1,005,788 SH DEFINED 1,2,5 1,005,788
FIRST CONSULTING GRO COM 31986R10 1,945 199,459 SH DEFINED 1 199,459
FIRST CTZNS BANCSHAR CL A 31946M10 9,874 51,671 SH DEFINED 1,2,5 51,671
FIRST DATA CORP COM 31996310 969,575 23,085,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,085,117
FIRST DEFIANCE FINL COM 32006W10 454 15,912 SH DEFINED 1,5 15,912
FIRST FINL BANCORP O COM 32020910 7,981 501,631 SH DEFINED 1,2,5 501,631
FIRST FINL BANKSHARE COM 32020R10 10,982 287,856 SH DEFINED 1,2,5 287,856
FIRST FINL CORP IND COM 32021810 6,916 216,748 SH DEFINED 1,2 216,748
FIRST FINL HLDGS INC COM 32023910 5,856 171,140 SH DEFINED 1,2 171,140
FIRST FINL SVC CORP COM 32022D10 209 6,824 SH DEFINED 1 6,824
FIRST HORIZON NATL C COM 32051710 121,885 3,206,656 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,206,656
FIRST IND CORP COM 32054R10 9,375 360,433 SH DEFINED 1,2 360,433
FIRST INDUSTRIAL REA COM 32054K10 49,237 1,119,013 SH DEFINED 1,2,3,5 1,119,013
FIRST MARBLEHEAD COR COM 32077110 70,732 1,021,260 SH DEFINED 1,2,5,6,10,12 1,021,260
FIRST MERCHANTS CORP COM 32081710 7,188 303,918 SH DEFINED 1,2 303,918
FIRST MIDWEST BANCOR COM 32086710 29,193 770,459 SH DEFINED 1,2,5 770,459
FIRST NIAGARA FINL G COM 33582V10 33,252 2,274,448 SH DEFINED 1,2,5,13 2,274,448
FIRST PL FINL CORP COM 33610T10 10,091 445,312 SH DEFINED 1,2 445,312
FIRST POTOMAC RLTY T COM 33610F10 16,764 554,735 SH DEFINED 1,2,3 554,735
FIRST REGL BANCORP COM 33615C10 4,203 123,372 SH DEFINED 1,2 123,372
FIRST REP BK SAN FRA COM 33615810 12,906 303,248 SH DEFINED 1,2 303,248
FIRST SEC GROUP INC COM 33631210 247 21,400 SH DEFINED 1 21,400
FIRST SOUTH BANCORP COM 33646W10 2,776 90,738 SH DEFINED 1 90,738
FIRST ST BANCORPORAT COM 33645310 6,452 248,447 SH DEFINED 1,2 248,447
FIRSTBANK CORP MICH COM 33761G10 1,383 58,343 SH DEFINED 1,5 58,343
FIRSTENERGY CORP COM 33793210 1,287,041 23,040,469 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,040,469
FIRSTFED FINL CORP COM 33790710 20,516 361,703 SH DEFINED 1,2,5 361,703
FIRSTMERIT CORP COM 33791510 37,116 1,601,894 SH DEFINED 1,2,5,13 1,601,894
FISERV INC COM 33773810 233,034 4,948,685 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,948,685
FISHER COMMUNICATION COM 33775620 4,178 100,554 SH DEFINED 1,2 100,554
FISHER SCIENTIFIC IN COM NEW 33803220 268,978 3,437,857 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,437,857
FIVE STAR QUALITY CA COM 33832D10 4,130 383,864 SH DEFINED 1,5 383,864
FLAG FINL CORP COM 33832H10 4,414 176,289 SH DEFINED 1 176,289
FLAGSTAR BANCORP INC COM 33793010 16,469 1,131,885 SH DEFINED 1,2,5 1,131,885
FLANDERS CORP COM 33849410 1,266 147,945 SH DEFINED 1 147,945
FLEETWOOD ENTERPRISE COM 33909910 5,451 809,954 SH DEFINED 1,2,6 809,954
FLEXTRONICS INTL LTD ORD Y2573F10 32,632 2,581,648 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,581,648
FLIR SYS INC COM 30244510 31,319 1,153,123 SH DEFINED 1,2,5,6 1,153,123
FLORIDA EAST COAST I COM 34063210 25,596 448,423 SH DEFINED 1,2,6 448,423
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
FLORIDA PUB UTILS CO COM 34113510 149 10,800 SH DEFINED 1 10,800
FLORIDA ROCK INDS IN COM 34114010 28,079 725,366 SH DEFINED 1,2,5,6,12,13 725,366
FLOW INTL CORP COM 34346810 6,365 490,750 SH DEFINED 1,2 490,750
FLOWERS FOODS INC COM 34349810 57,589 2,142,459 SH DEFINED 1,2,5,6 2,142,459
FLOWSERVE CORP COM 34354P10 40,680 804,108 SH DEFINED 1,2,5,6,12,13 804,108
FLUOR CORP NEW COM 34341210 171,354 2,228,564 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,228,564
FLUSHING FINL CORP COM 34387310 5,283 301,881 SH DEFINED 1,2 301,881
FMC TECHNOLOGIES INC COM 30249U10 62,996 1,173,108 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,173,108
FNB CORP PA COM 30252010 14,236 854,476 SH DEFINED 1,2,5 854,476
FNB FINANCIAL SERVIC COM 30252610 181 12,282 SH DEFINED 1 12,282
FOCUS ENHANCEMENTS I COM 34415910 28 20,000 SH DEFINED 1 20,000
FOMENTO ECONOMICO ME SPON ADR U 34441910 206 2,125 SH DEFINED 1,7 2,125
FONAR CORP COM 34443710 10 30,200 SH DEFINED 1 30,200
FOOT LOCKER INC COM 34484910 72,999 2,891,061 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,891,061
FORD MTR CO DEL COM PAR $0 34537086 364,381 45,040,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,040,954
FOREST CITY ENTERPRI CL A 34555010 36,124 665,261 SH DEFINED 1,2,5,12 665,261
FOREST LABS INC COM 34583810 370,712 7,324,879 SH DEFINED 1,2,5,6,10,12,13 7,324,879
FOREST OIL CORP COM PAR $0 34609170 24,508 775,801 SH DEFINED 1,2,5,13 775,801
FORGENT NETWORKS INC COM 34629U10 8 17,427 SH DEFINED 1 17,427
FORMFACTOR INC COM 34637510 27,295 647,880 SH DEFINED 1,2,6 647,880
FORRESTER RESH INC COM 34656310 12,241 465,259 SH DEFINED 1,2,6 465,259
FORTUNE BRANDS INC COM 34963110 269,312 3,585,570 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,585,570
FORWARD AIR CORP COM 34985310 17,546 530,261 SH DEFINED 1,2,6 530,261
FORWARD INDS INC N Y COM NEW 34986230 104 20,400 SH DEFINED 1,5 20,400
FOSSIL INC COM 34988210 19,093 886,388 SH DEFINED 1,2,5,6 886,388
FOSTER L B CO COM 35006010 1,866 116,218 SH DEFINED 1 116,218
FOSTER WHEELER LTD SHS NEW G3653513 3,584 92,873 SH DEFINED 1,2,6 92,873
FOUNDATION COAL HLDG COM 35039W10 15,316 473,154 SH DEFINED 1,2,5,6 473,154
FOUNDRY NETWORKS INC COM 35063R10 26,925 2,047,566 SH DEFINED 1,2,5,6 2,047,566
FOUNTAIN POWERBOAT I COM NEW 35075530 57 13,400 SH DEFINED 1 13,400
FOXHOLLOW TECHNOLOGI COM 35166A10 10,650 311,503 SH DEFINED 1,2,6 311,503
FPIC INS GROUP INC COM 30256310 6,643 167,705 SH DEFINED 1,2,5 167,705
FPL GROUP INC COM 30257110 571,414 12,698,087 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,698,087
FRANCE TELECOM SPONSORED 35177Q10 734 31,501 SH DEFINED 1,2 31,501
FRANKLIN BK CORP DEL COM 35245110 7,534 378,993 SH DEFINED 1,2 378,993
FRANKLIN COVEY CO COM 35346910 140 25,566 SH DEFINED 1,5 25,566
FRANKLIN ELEC INC COM 35351410 18,061 339,874 SH DEFINED 1,2,6 339,874
FRANKLIN RES INC COM 35461310 445,884 4,216,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,216,395
FRANKLIN STREET PPTY COM 35471R10 14,620 736,144 SH DEFINED 1,2 736,144
FREDS INC CL A 35610810 7,377 584,513 SH DEFINED 1,2,5,6 584,513
FREEPORT-MCMORAN COP CL B 35671D85 330,094 6,197,781 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,197,781
FREESCALE SEMICONDUC COM CL A 35687M10 21,796 572,830 SH DEFINED 1,2,5,6,7,8,10,12,13,14 572,830
FREESCALE SEMICONDUC CL B 35687M20 373,510 9,826,626 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,826,626
FREIGHTCAR AMER INC COM 35702310 14,497 273,524 SH DEFINED 1,2,6 273,524
FREMONT GEN CORP COM 35728810 17,224 1,231,155 SH DEFINED 1,2,5,6 1,231,155
FREQUENCY ELECTRS IN COM 35801010 138 10,700 SH DEFINED 1 10,700
FRESENIUS MED CARE A SPONSORED 35802910 269 6,228 SH DEFINED 1 6,228
FRESH DEL MONTE PROD ORD G3673810 566 32,576 SH DEFINED 1,2,5 32,576
FRIEDMAN BILLINGS RA CL A 35843410 20,080 2,500,569 SH DEFINED 1,2,5 2,500,569
FRIEDMAN INDS INC COM 35843510 157 18,790 SH DEFINED 1 18,790
FRONTIER AIRLINES HO COM 35905910 4,361 528,571 SH DEFINED 1,2 528,571
FRONTIER FINL CORP W COM 35907K10 14,597 562,730 SH DEFINED 1,2,5 562,730
FRONTIER OIL CORP COM 35914P10 61,074 2,297,757 SH DEFINED 1,2,5,6,12 2,297,757
FSI INTL INC COM 30263310 184 31,985 SH DEFINED 1 31,985
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
FTD GROUP INC COM 30267U10 9,804 634,568 SH DEFINED 1,2 634,568
FTI CONSULTING INC COM 30294110 14,533 579,935 SH DEFINED 1,2,5,6 579,935
FUEL SYS SOLUTIONS I COM 35952W10 2,985 234,684 SH DEFINED 1,2 234,684
FUELCELL ENERGY INC COM 35952H10 5,330 700,392 SH DEFINED 1,2,5,6 700,392
FULLER H B CO COM 35969410 33,449 1,427,024 SH DEFINED 1,2,5 1,427,024
FULTON FINL CORP PA COM 36027110 25,099 1,550,292 SH DEFINED 1,2,5,12 1,550,292
FURNITURE BRANDS INT COM 36092110 24,465 1,284,907 SH DEFINED 1,2,5,13 1,284,907
FX ENERGY INC COM 30269510 268 52,539 SH DEFINED 1,5 52,539
G & K SVCS INC CL A 36126810 11,365 311,971 SH DEFINED 1,2,5,6 311,971
G B & T BANCSHARES I COM 36146210 3,562 169,220 SH DEFINED 1,2 169,220
GAIAM INC CL A 36268Q10 1,969 152,505 SH DEFINED 1,2 152,505
GALLAGHER ARTHUR J & COM 36357610 38,472 1,442,504 SH DEFINED 1,2,5,12,13 1,442,504
GALLAHER GROUP PLC SPONSORED 36359510 1,101 16,830 SH DEFINED 1 16,830
GAMCO INVESTORS INC COM 36143810 4,170 109,575 SH DEFINED 1,2 109,575
GAMESTOP CORP NEW CL A 36467W10 38,754 837,377 SH DEFINED 1,2,5,6,13 837,377
GAMESTOP CORP NEW CL B 36467W20 10,599 237,061 SH DEFINED 1,2,5,6 237,061
GANNETT INC COM 36473010 361,840 6,367,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,367,057
GAP INC DEL COM 36476010 276,355 14,583,397 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,583,397
GARDNER DENVER INC COM 36555810 15,468 467,581 SH DEFINED 1,2,5,6 467,581
GARMIN LTD ORD G3726010 34,048 697,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 697,985
GARTNER INC COM 36665110 26,299 1,495,087 SH DEFINED 1,2,5,6,13 1,495,087
GASCO ENERGY INC COM 36722010 2,681 992,972 SH DEFINED 1,2,5 992,972
GATEWAY INC COM 36762610 7,418 3,924,614 SH DEFINED 1,2,5 3,924,614
GATX CORP COM 36144810 25,847 624,777 SH DEFINED 1,2,5,6,13 624,777
GAYLORD ENTMT CO NEW COM 36790510 26,519 604,763 SH DEFINED 1,2,6 604,763
GEHL CO COM 36848310 4,275 159,646 SH DEFINED 1 159,646
GEMPLUS INTL S A ADR 36866Y10 48 14,520 SH DEFINED 1 14,520
GEMSTAR-TV GUIDE INT COM 36866W10 11,992 3,611,914 SH DEFINED 1,2,5,6 3,611,914
GENAERA CORP COM 36867G10 45 111,482 SH DEFINED 1,5 111,482
GENCO SHIPPING & TRA SHS Y2685T10 390 17,217 SH DEFINED 1,2 17,217
GENCORP INC COM 36868210 9,779 761,623 SH DEFINED 1,2,6 761,623
GENE LOGIC INC COM 36868910 68 43,866 SH DEFINED 1,5 43,866
GENELABS TECHNOLOGIE COM NEW 36870620 32 19,505 SH DEFINED 1 19,505
GENENTECH INC COM NEW 36871040 485,394 5,869,331 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,869,331
GENERAL CABLE CORP D COM 36930010 26,098 683,011 SH DEFINED 1,2,5,6 683,011
GENERAL COMMUNICATIO CL A 36938510 16,818 1,357,422 SH DEFINED 1,2,6 1,357,422
GENERAL DYNAMICS COR COM 36955010 853,499 11,908,731 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,908,731
GENERAL ELECTRIC CO COM 36960410 9,918,432 280,975,413 SH DEFINED 1,2,5,6,7,8,10,12,13,14 280,975,413
GENERAL GROWTH PPTYS COM 37002110 255,781 5,367,922 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 5,367,922
GENERAL MARITIME COR SHS Y2692M10 5,014 137,059 SH DEFINED 1,2,5 137,059
GENERAL MLS INC COM 37033410 549,676 9,711,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,711,586
GENERAL MTRS CORP COM 37044210 2,811,425 84,528,720 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,528,720
GENESCO INC COM 37153210 14,885 431,814 SH DEFINED 1,2,6 431,814
GENESEE & WYO INC CL A 37155910 12,740 548,653 SH DEFINED 1,2,6 548,653
GENESIS HEALTHCARE C COM 37184D10 13,689 287,412 SH DEFINED 1,2,5,6 287,412
GENESIS MICROCHIP IN COM 37184C10 8,252 701,080 SH DEFINED 1,2,5 701,080
GENITOPE CORP COM 37229P50 1,141 390,847 SH DEFINED 1,2 390,847
GENLYTE GROUP INC COM 37230210 44,297 622,153 SH DEFINED 1,2,6 622,153
GENOMIC HEALTH INC COM 37244C10 2,075 143,495 SH DEFINED 1 143,495
GEN-PROBE INC NEW COM 36866T10 34,730 740,679 SH DEFINED 1,2,5,6,12,13 740,679
GENTA INC COM NEW 37245M20 949 1,216,739 SH DEFINED 1,5 1,216,739
GENTEK INC COM NEW 37245X20 5,740 207,905 SH DEFINED 1,2 207,905
GENTEX CORP COM 37190110 33,014 2,323,269 SH DEFINED 1,2,5,12,13 2,323,269
GENTIVA HEALTH SERVI COM 37247A10 6,088 370,321 SH DEFINED 1,2,5,6 370,321
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
GENUINE PARTS CO COM 37246010 184,716 4,282,784 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,282,784
GENVEC INC COM 37246C10 59 52,744 SH DEFINED 1,5 52,744
GENWORTH FINL INC COM CL A 37247D10 425,460 12,152,540 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,152,540
GENZYME CORP COM 37291710 442,073 6,552,147 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,552,147
GEO GROUP INC COM 36159R10 6,993 165,513 SH DEFINED 1,2,5 165,513
GEOGLOBAL RESOURCES COM 37249T10 1,308 223,272 SH DEFINED 1,6 223,272
GEORGIA GULF CORP COM PAR $0 37320020 37,276 1,359,432 SH DEFINED 1,2,5 1,359,432
GERBER SCIENTIFIC IN COM 37373010 4,379 292,330 SH DEFINED 1,2 292,330
GERDAU S A SPONSORED 37373710 10,580 780,835 SH DEFINED 1,2,7 780,835
GERMAN AMERN BANCORP COM 37386510 223 15,838 SH DEFINED 1,5 15,838
GERON CORP COM 37416310 5,334 850,779 SH DEFINED 1,2,6 850,779
GETTY IMAGES INC COM 37427610 36,132 727,298 SH DEFINED 1,2,5,6,7,8,10,12,13,14 727,298
GETTY RLTY CORP NEW COM 37429710 7,410 253,063 SH DEFINED 1,2,3 253,063
GEVITY HR INC COM 37439310 7,558 331,778 SH DEFINED 1,2,6 331,778
GFI GROUP INC COM 36165220 8,595 155,456 SH DEFINED 1,2,6 155,456
GIANT INDS INC COM 37450810 17,531 215,903 SH DEFINED 1,2,5,6 215,903
GIBRALTAR INDS INC COM 37468910 8,857 399,341 SH DEFINED 1,2 399,341
G-III APPAREL GROUP COM 36237H10 214 19,050 SH DEFINED 1 19,050
GILEAD SCIENCES INC COM 37555810 803,319 11,681,239 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,681,239
GLACIER BANCORP INC COM 37637Q10 15,217 445,340 SH DEFINED 1,2 445,340
GLADSTONE CAPITAL CO COM 37653510 3,248 147,566 SH DEFINED 1 147,566
GLADSTONE INVT CORP COM 37654610 2,117 145,001 SH DEFINED 1 145,001
GLAMIS GOLD LTD COM 37677510 7,055 178,917 SH DEFINED 1,2 178,917
GLATFELTER COM 37731610 11,517 849,949 SH DEFINED 1,2,13 849,949
GLAXOSMITHKLINE PLC SPONSORED 37733W10 954,693 17,935,241 SH DEFINED 1,2 17,935,241
GLENAYRE TECHNOLOGIE COM 37789910 177 80,255 SH DEFINED 1 80,255
GLENBOROUGH RLTY TR COM 37803P10 22,692 881,912 SH DEFINED 1,2,3,5 881,912
GLIMCHER RLTY TR SH BEN INT 37930210 26,811 1,081,947 SH DEFINED 1,2,3,5 1,081,947
GLOBAL CASH ACCESS H COM 37896710 6,552 434,222 SH DEFINED 1,2,6 434,222
GLOBAL CROSSING LTD SHS NEW G3921A17 519 25,330 SH DEFINED 1,2 25,330
GLOBAL IMAGING SYSTE COM 37934A10 17,125 775,932 SH DEFINED 1,2,6 775,932
GLOBAL INDS LTD COM 37933610 11,346 729,146 SH DEFINED 1,2,5,6 729,146
GLOBAL PMTS INC COM 37940X10 48,806 1,108,974 SH DEFINED 1,2,5,6,10 1,108,974
GLOBAL POWER EQUIPME COM 37941P10 15 33,631 SH DEFINED 1,5 33,631
GLOBAL SIGNAL INC COM 37944Q10 7,716 152,560 SH DEFINED 1,2,3,6 152,560
GLOBALSANTAFE CORP SHS G3930E10 64,935 1,298,961 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,298,961
GLOBETEL COMMUNICATI COM NEW 37958F20 28 54,760 SH DEFINED 1 54,760
GLOBIX CORP COM NEW 37957F20 279 60,100 SH DEFINED 1 60,100
GMH CMNTYS TR COM 36188G10 11,939 946,042 SH DEFINED 1,2,3 946,042
GMX RES INC COM 38011M10 2,944 93,773 SH DEFINED 1,5 93,773
GOLD KIST INC COM 38061410 15,899 762,889 SH DEFINED 1,2 762,889
GOLDEN TELECOM INC COM 38122G10 9,006 297,704 SH DEFINED 1,2 297,704
GOLDEN WEST FINL COR COM 38131710 499,880 6,470,933 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,470,933
GOLDMAN SACHS GROUP COM 38141G10 2,087,800 12,341,433 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,341,433
GOODMAN GLOBAL INC COM 38239A10 3,811 285,488 SH DEFINED 1,2 285,488
GOODRICH CORP COM 38238810 113,958 2,812,401 SH DEFINED 1,2,5,6,10,12,13 2,812,401
GOODRICH PETE CORP COM NEW 38241040 4,981 165,386 SH DEFINED 1,2,6 165,386
GOODYEAR TIRE & RUBR COM 38255010 56,433 3,891,944 SH DEFINED 1,2,5,6,10,13 3,891,944
GOOGLE INC CL A 38259P50 2,201,861 5,478,628 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,478,628
GORMAN RUPP CO COM 38308210 4,359 133,292 SH DEFINED 1 133,292
GOTTSCHALKS INC COM 38348510 119 13,192 SH DEFINED 1 13,192
GOVERNMENT PPTYS TR COM 38374W10 2,641 292,743 SH DEFINED 1,3,5 292,743
GP STRATEGIES CORP COM 36225V10 176 23,557 SH DEFINED 1 23,557
GRACE W R & CO DEL N COM 38388F10 12,613 951,201 SH DEFINED 1,2,6 951,201
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
GRACO INC COM 38410910 53,900 1,379,935 SH DEFINED 1,2,5,6,12,13 1,379,935
GRAFTECH INTL LTD COM 38431310 8,703 1,490,188 SH DEFINED 1,2,5,6 1,490,188
GRAINGER W W INC COM 38480210 130,324 1,944,561 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,944,561
GRAMERCY CAP CORP COM 38487110 6,840 271,327 SH DEFINED 1,2 271,327
GRANITE CONSTR INC COM 38732810 39,434 739,158 SH DEFINED 1,2,5,13 739,158
GRANT PRIDECO INC COM 38821G10 102,115 2,685,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,685,118
GRAPHIC PACKAGING CO COM 38868810 3,798 1,037,841 SH DEFINED 1,2,6 1,037,841
GRAY TELEVISION INC COM 38937510 5,303 827,238 SH DEFINED 1,2 827,238
GREAT AMERN FINL RES COM 38991510 5,132 245,180 SH DEFINED 1,2 245,180
GREAT ATLANTIC & PAC COM 39006410 6,683 277,530 SH DEFINED 1,2,5,6 277,530
GREAT NORTHN IRON OR CTFS BEN I 39106410 991 9,588 SH DEFINED 1,5 9,588
GREAT PLAINS ENERGY COM 39116410 41,771 1,346,575 SH DEFINED 1,2,5,13 1,346,575
GREAT SOUTHN BANCORP COM 39090510 4,631 164,798 SH DEFINED 1,2 164,798
GREAT WOLF RESORTS I COM 39152310 4,430 370,424 SH DEFINED 1,2,6 370,424
GREATBATCH INC COM 39153L10 8,969 396,496 SH DEFINED 1,2,5,6 396,496
GREATER BAY BANCORP COM 39164810 35,719 1,266,165 SH DEFINED 1,2,5,13 1,266,165
GREATER COMMUNITY BA COM 39167M10 165 10,795 SH DEFINED 1 10,795
GREEN MOUNTAIN PWR C COM 39315410 271 8,108 SH DEFINED 1,2 8,108
GREEN MTN COFFEE ROA COM 39312210 2,149 58,406 SH DEFINED 1 58,406
GREENBRIER COS INC COM 39365710 4,978 171,600 SH DEFINED 1,2,6 171,600
GREENE CNTY BANCSHAR COM NEW 39436120 3,837 104,941 SH DEFINED 1 104,941
GREENFIELD ONLINE IN COM 39515010 257 24,700 SH DEFINED 1 24,700
GREENHILL & CO INC COM 39525910 14,924 222,680 SH DEFINED 1,2,6 222,680
GREIF INC CL A 39762410 25,294 315,738 SH DEFINED 1,2,6 315,738
GREY WOLF INC COM 39788810 21,716 3,250,877 SH DEFINED 1,2,5,6 3,250,877
GRIFFON CORP COM 39843310 9,900 414,746 SH DEFINED 1,2,6 414,746
GROUP 1 AUTOMOTIVE I COM 39890510 33,934 680,048 SH DEFINED 1,2 680,048
GROUPE CGI INC CL A SUB V 39945C10 93 14,270 SH DEFINED 1 14,270
GROUPE DANONE SPONSORED 39944910 1,930 65,146 SH DEFINED 1 65,146
GRUPO FINANCIERO GAL SP ADR 10 39990910 275 42,066 SH DEFINED 1,5 42,066
GRUPO TELEVISA SA DE SP ADR REP 40049J20 13,084 615,427 SH DEFINED 1,2 615,427
GSI COMMERCE INC COM 36238G10 6,842 461,065 SH DEFINED 1,2,5,6 461,065
GTC BIOTHERAPEUTICS COM 36238T10 15 12,085 SH DEFINED 1 12,085
GTX INC DEL COM 40052B10 1,248 135,017 SH DEFINED 1,2,6 135,017
GUESS INC COM 40161710 27,460 565,831 SH DEFINED 1,2,6 565,831
GUITAR CTR MGMT INC COM 40204010 19,204 429,823 SH DEFINED 1,2,5,6 429,823
GULF ISLAND FABRICAT COM 40230710 3,940 151,011 SH DEFINED 1 151,011
GULFMARK OFFSHORE IN COM 40262910 10,670 335,103 SH DEFINED 1,2,5 335,103
GULFPORT ENERGY CORP COM NEW 40263530 1,120 96,615 SH DEFINED 1 96,615
GYMBOREE CORP COM 40377710 26,610 630,877 SH DEFINED 1,2,6 630,877
H & E EQUIPMENT SERV COM 40403010 3,780 154,987 SH DEFINED 1,2 154,987
HAEMONETICS CORP COM 40502410 18,848 402,735 SH DEFINED 1,2,5,6 402,735
HAIN CELESTIAL GROUP COM 40521710 12,014 470,026 SH DEFINED 1,2,5 470,026
HALLIBURTON CO COM 40621610 1,179,350 41,453,413 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,453,413
HALOZYME THERAPEUTIC COM 40637H10 33 12,600 SH DEFINED 1 12,600
HANA BIOSCIENCES INC COM 40963P10 1,940 282,761 SH DEFINED 1 282,761
HANCOCK FABRICS INC COM 40990010 59 20,484 SH DEFINED 1 20,484
HANCOCK HLDG CO COM 41012010 20,485 382,532 SH DEFINED 1,2 382,532
HANDLEMAN CO DEL COM 41025210 239 31,423 SH DEFINED 1 31,423
HANESBRANDS INC COM 41034510 39,621 1,760,147 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,760,147
HANGER ORTHOPEDIC GR COM NEW 41043F20 179 27,253 SH DEFINED 1,5 27,253
HANMI FINL CORP COM 41049510 13,975 713,018 SH DEFINED 1,2 713,018
HANOVER COMPRESSOR C COM 41076810 43,866 2,407,598 SH DEFINED 1,2,5,6,13 2,407,598
HANOVER INS GROUP IN COM 41086710 38,443 861,368 SH DEFINED 1,2,5,13 861,368
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
HANSEN NAT CORP COM 41131010 26,463 814,741 SH DEFINED 1,2,6,12 814,741
HANSON PLC NEW SPONSORED 41134910 482 6,689 SH DEFINED 1,2 6,689
HARBOR FLA BANCSHARE COM 41190110 13,628 307,553 SH DEFINED 1,2,5 307,553
HARKEN ENERGY CORP COM NEW 41255230 55 95,871 SH DEFINED 1 95,871
HARLAND JOHN H CO COM 41269310 18,536 508,520 SH DEFINED 1,2,5 508,520
HARLEY DAVIDSON INC COM 41282210 436,134 6,950,350 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,950,350
HARLEYSVILLE GROUP I COM 41282410 14,537 415,475 SH DEFINED 1,2 415,475
HARLEYSVILLE NATL CO COM 41285010 8,325 414,202 SH DEFINED 1,2 414,202
HARMAN INTL INDS INC COM 41308610 134,415 1,610,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,610,921
HARMONIC INC COM 41316010 7,535 1,023,775 SH DEFINED 1,2,5,6 1,023,775
HARMONY GOLD MNG LTD SPONSORED 41321630 545 42,184 SH DEFINED 1 42,184
HARRAHS ENTMT INC COM 41361910 509,378 7,667,886 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,667,886
HARRIS & HARRIS GROU COM 41383310 4,597 374,346 SH DEFINED 1 374,346
HARRIS CORP DEL COM 41387510 132,098 2,969,156 SH DEFINED 1,2,5,10,12,13 2,969,156
HARRIS INTERACTIVE I COM 41454910 5,119 839,146 SH DEFINED 1,2,6 839,146
HARSCO CORP COM 41586410 54,962 707,817 SH DEFINED 1,2,5,6,7,8,10,12,13,14 707,817
HARTE-HANKS INC COM 41619610 32,129 1,219,303 SH DEFINED 1,2,5,6,10,13 1,219,303
HARTFORD FINL SVCS G COM 41651510 1,490,239 17,178,548 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,178,548
HARTMARX CORP COM 41711910 2,542 375,431 SH DEFINED 1 375,431
HARVARD BIOSCIENCE I COM 41690610 106 23,632 SH DEFINED 1 23,632
HARVEST NATURAL RESO COM 41754V10 11,087 1,071,170 SH DEFINED 1,2,5 1,071,170
HASBRO INC COM 41805610 151,823 6,673,533 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,673,533
HAVERTY FURNITURE IN COM 41959610 4,995 313,165 SH DEFINED 1 313,165
HAWAIIAN ELEC INDUST COM 41987010 29,520 1,090,905 SH DEFINED 1,2,5,13 1,090,905
HAWAIIAN HOLDINGS IN COM 41987910 94 22,715 SH DEFINED 1 22,715
HAWK CORP CL A 42008910 181 14,000 SH DEFINED 1 14,000
HAWKINS INC COM 42026110 207 14,552 SH DEFINED 1 14,552
HAYES LEMMERZ INTL I COM NEW 42078130 133 59,830 SH DEFINED 1,5 59,830
HCA INC COM 40411910 532,504 10,673,565 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,673,565
HCC INS HLDGS INC COM 40413210 52,790 1,605,528 SH DEFINED 1,2,5,6,13 1,605,528
HDFC BANK LTD ADR REPS 3 40415F10 617 10,099 SH DEFINED 5 10,099
HEADWATERS INC COM 42210P10 20,410 874,098 SH DEFINED 1,2,6 874,098
HEALTH CARE PPTY INV COM 42191510 51,810 1,668,600 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,668,600
HEALTH CARE REIT INC COM 42217K10 19,401 484,912 SH DEFINED 1,2,3,5 484,912
HEALTH MGMT ASSOC IN CL A 42193310 127,974 6,123,153 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,123,153
HEALTH NET INC COM 42222G10 91,511 2,102,744 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,102,744
HEALTHCARE RLTY TR COM 42194610 29,092 757,413 SH DEFINED 1,2,3,5 757,413
HEALTHCARE SVCS GRP COM 42190610 8,820 350,538 SH DEFINED 1,2,6 350,538
HEALTHEXTRAS INC COM 42221110 9,286 328,018 SH DEFINED 1,2,6 328,018
HEALTHSPRING INC COM 42224N10 5,340 277,398 SH DEFINED 1,2 277,398
HEALTHTRONICS INC COM 42222L10 3,069 497,434 SH DEFINED 1,2,5 497,434
HEALTHWAYS INC COM 42224510 25,785 578,145 SH DEFINED 1,2,5,6 578,145
HEARST-ARGYLE TELEVI COM 42231710 16,175 704,795 SH DEFINED 1,2,5 704,795
HEARTLAND EXPRESS IN COM 42234710 28,848 1,839,782 SH DEFINED 1,2,5,6 1,839,782
HEARTLAND FINL USA I COM 42234Q10 4,840 188,467 SH DEFINED 1 188,467
HEARTLAND PMT SYS IN COM 42235N10 4,377 168,330 SH DEFINED 1,2,6 168,330
HECLA MNG CO COM 42270410 9,892 1,723,351 SH DEFINED 1,2,5,6 1,723,351
HECTOR COMMUNICATION COM 42273010 231 6,400 SH DEFINED 1 6,400
HEICO CORP NEW COM 42280610 11,443 333,618 SH DEFINED 1,2,5,6 333,618
HEICO CORP NEW CL A 42280620 634 21,832 SH DEFINED 1,2 21,832
HEIDRICK & STRUGGLES COM 42281910 9,998 277,723 SH DEFINED 1,2,5,6 277,723
HEINZ H J CO COM 42307410 423,497 10,100,090 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,100,090
HELEN OF TROY CORP L COM G4388N10 548 31,211 SH DEFINED 1,2,5 31,211
HELIX ENERGY SOLUTIO COM 42330P10 32,278 966,397 SH DEFINED 1,2,5,6,12 966,397
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
HELLENIC TELECOM ORG SPONSORED 42332530 12,323 997,042 SH DEFINED 1 997,042
HELMERICH & PAYNE IN COM 42345210 38,049 1,652,151 SH DEFINED 1,2,5,6,12,13 1,652,151
HEMISPHERX BIOPHARMA COM 42366C10 72 38,510 SH DEFINED 1 38,510
HENRY JACK & ASSOC I COM 42628110 33,065 1,517,447 SH DEFINED 1,2,5,6,13 1,517,447
HERBALIFE LTD COM USD SH G4412G10 2,054 54,213 SH DEFINED 1,2,6 54,213
HERCULES INC COM 42705610 111,448 7,067,083 SH DEFINED 1,2,5,6,7,10,13 7,067,083
HERCULES OFFSHORE IN COM 42709310 8,390 270,204 SH DEFINED 1,2,6 270,204
HERITAGE COMMERCE CO COM 42692710 3,454 149,256 SH DEFINED 1 149,256
HERITAGE PPTY INVT T COM 42725M10 26,726 733,009 SH DEFINED 1,2,3 733,009
HERLEY INDS INC DEL COM 42739810 2,212 178,669 SH DEFINED 1 178,669
HERSHA HOSPITALITY T SH BEN INT 42782510 3,029 315,538 SH DEFINED 1,3 315,538
HERSHEY CO COM 42786610 242,091 4,529,300 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,529,300
HESKA CORP COM 42805E10 19 11,100 SH DEFINED 1 11,100
HESS CORP COM 42809H10 278,783 6,730,634 SH DEFINED 1,2,5,6,10,12,13 6,730,634
HEWITT ASSOCS INC COM 42822Q10 20,446 842,795 SH DEFINED 1,2,5,8 842,795
HEWLETT PACKARD CO COM 42823610 4,195,365 114,346,281 SH DEFINED 1,2,5,6,7,8,10,12,13,14 114,346,281
HEXCEL CORP NEW COM 42829110 16,339 1,154,701 SH DEFINED 1,2,6 1,154,701
HI / FN INC COM 42835810 99 21,020 SH DEFINED 1 21,020
HIBBETT SPORTING GOO COM 42856510 17,177 656,107 SH DEFINED 1,2,6 656,107
HICKORY TECH CORP COM 42906010 136 19,362 SH DEFINED 1 19,362
HIGHLAND HOSPITALITY COM 43014110 23,383 1,631,717 SH DEFINED 1,2,3,6 1,631,717
HIGHWOODS PPTYS INC COM 43128410 59,350 1,594,996 SH DEFINED 1,2,3,5,13 1,594,996
HILB ROGAL & HOBBS C COM 43129410 31,526 739,183 SH DEFINED 1,2,5 739,183
HILLENBRAND INDS INC COM 43157310 67,557 1,185,624 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,185,624
HILTON HOTELS CORP COM 43284810 257,934 9,261,542 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,261,542
HITACHI LIMITED ADR 10 COM 43357850 7,902 135,607 SH DEFINED 1,2 135,607
HI-TECH PHARMACAL IN COM 42840B10 1,765 139,638 SH DEFINED 1 139,638
HITTITE MICROWAVE CO COM 43365Y10 10,584 237,852 SH DEFINED 1,2,6 237,852
HMS HLDGS CORP COM 40425J10 319 25,297 SH DEFINED 1 25,297
HNI CORP COM 40425110 39,586 952,052 SH DEFINED 1,2,5,6,10,12,13 952,052
HOLLIS-EDEN PHARMACE COM 43590210 159 30,000 SH DEFINED 1,5 30,000
HOLLY CORP COM PAR $0 43575830 30,840 711,741 SH DEFINED 1,2,5,6 711,741
HOLLY ENERGY PARTNER COM UT LTD 43576310 297 7,868 SH DEFINED 1,2 7,868
HOLOGIC INC COM 43644010 32,475 746,219 SH DEFINED 1,2,5,6 746,219
HOME DEPOT INC COM 43707610 2,203,402 60,749,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 60,749,980
HOME FEDERAL BANCORP COM 43709A10 740 47,600 SH DEFINED 1 47,600
HOME PROPERTIES INC COM 43730610 46,516 813,778 SH DEFINED 1,2,3,5 813,778
HOME SOLUTIONS AMER COM 43735510 2,090 381,430 SH DEFINED 1 381,430
HOMEBANC CORP GA COM 43738R10 5,130 834,094 SH DEFINED 1,2 834,094
HONDA MOTOR LTD AMERN SHS 43812830 18,419 547,700 SH DEFINED 1,2 547,700
HONEYWELL INTL INC COM 43851610 3,515,614 85,956,321 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,956,321
HOOKER FURNITURE COR COM 43903810 1,781 121,479 SH DEFINED 1 121,479
HOOPER HOLMES INC COM 43910410 253 74,957 SH DEFINED 1 74,957
HORACE MANN EDUCATOR COM 44032710 19,201 998,484 SH DEFINED 1,2,5,13 998,484
HORIZON FINL CORP WA COM 44041F10 5,050 169,127 SH DEFINED 1,2,5 169,127
HORIZON HEALTH CORP COM 44041Y10 2,829 185,260 SH DEFINED 1 185,260
HORIZON LINES INC COM 44044K10 4,392 262,981 SH DEFINED 1,2,6 262,981
HORIZON OFFSHORE INC COM NEW 44043J20 545 31,893 SH DEFINED 1,2 31,893
HORMEL FOODS CORP COM 44045210 53,129 1,476,629 SH DEFINED 1,2,5,12,13 1,476,629
HORNBECK OFFSHORE SV COM 44054310 12,535 374,177 SH DEFINED 1,2,5,6 374,177
HOSPIRA INC COM 44106010 172,227 4,500,325 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,500,325
HOSPITALITY PPTYS TR COM SH BEN 44106M10 94,498 2,002,071 SH DEFINED 1,2,3,5,10,13 2,002,071
HOST HOTELS & RESORT COM 44107P10 285,568 12,453,895 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 12,453,895
HOT TOPIC INC COM 44133910 11,629 1,043,855 SH DEFINED 1,2,5,6 1,043,855
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
HOUSEVALUES INC COM 44183Y10 491 84,064 SH DEFINED 1 84,064
HOUSTON EXPL CO COM 44212010 25,202 456,963 SH DEFINED 1,2 456,963
HOVNANIAN ENTERPRISE CL A 44248720 39,813 1,356,952 SH DEFINED 1,2,5,6,13 1,356,952
HRPT PPTYS TR COM SH BEN 40426W10 53,640 4,488,691 SH DEFINED 1,2,3,5 4,488,691
HSBC HLDGS PLC SPON ADR N 40428040 38,799 423,889 SH DEFINED 1,2 423,889
HUB GROUP INC CL A 44332010 25,827 1,133,769 SH DEFINED 1,2,6 1,133,769
HUBBELL INC CL B 44351020 41,957 875,920 SH DEFINED 1,2,5,6,12,13 875,920
HUDSON CITY BANCORP COM 44368310 93,387 7,048,051 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,048,051
HUDSON HIGHLAND GROU COM 44379210 3,171 323,523 SH DEFINED 1,2,5,6 323,523
HUGOTON RTY TR TEX UNIT BEN I 44471710 1,543 58,566 SH DEFINED 1,2,5,7,13 58,566
HUMAN GENOME SCIENCE COM 44490310 25,088 2,173,986 SH DEFINED 1,2,5,6,8 2,173,986
HUMANA INC COM 44485910 387,369 5,861,231 SH DEFINED 1,2,5,6,7,10,12,13 5,861,231
HUNGARIAN TEL & CABL COM 44554210 162 10,287 SH DEFINED 1 10,287
HUNT J B TRANS SVCS COM 44565810 32,071 1,544,122 SH DEFINED 1,2,5,12,13 1,544,122
HUNTINGTON BANCSHARE COM 44615010 152,699 6,381,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,381,063
HUNTSMAN CORP COM 44701110 17,457 959,197 SH DEFINED 1,2 959,197
HURON CONSULTING GRO COM 44746210 8,336 212,664 SH DEFINED 1,2,6 212,664
HUTCHINSON TECHNOLOG COM 44840710 8,278 393,430 SH DEFINED 1,2,5 393,430
HUTTIG BLDG PRODS IN COM 44845110 93 16,827 SH DEFINED 1 16,827
HYDRIL COM 44877410 18,306 326,545 SH DEFINED 1,2,6 326,545
HYPERCOM CORP COM 44913M10 4,613 680,396 SH DEFINED 1,2 680,396
HYPERDYNAMICS CORP COM 44895410 32 12,200 SH DEFINED 1 12,200
HYPERION SOLUTIONS C COM 44914M10 30,124 873,674 SH DEFINED 1,2,5,6,12 873,674
HYTHIAM INC COM 44919F10 1,635 226,488 SH DEFINED 1 226,488
I D SYSTEMS INC COM 44948910 2,624 111,053 SH DEFINED 1 111,053
I2 TECHNOLOGIES INC COM NEW 46575420 2,980 159,091 SH DEFINED 1,2,5 159,091
IAC INTERACTIVECORP COM NEW 44919P30 74,968 2,606,674 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,606,674
IBERIABANK CORP COM 45082810 8,388 137,501 SH DEFINED 1,2,5 137,501
ICAD INC COM 44934S10 34 17,200 SH DEFINED 1,5 17,200
ICICI BK LTD ADR 45104G10 18,588 605,291 SH DEFINED 1,2,4,5 605,291
ICONIX BRAND GROUP I COM 45105510 7,639 474,498 SH DEFINED 1,2,5 474,498
ICOS CORP COM 44929510 24,810 990,005 SH DEFINED 1,2,5,6 990,005
ICT GROUP INC COM 44929Y10 3,342 106,190 SH DEFINED 1,2 106,190
ICU MED INC COM 44930G10 14,525 319,373 SH DEFINED 1,2,6 319,373
IDACORP INC COM 45110710 55,604 1,470,620 SH DEFINED 1,2,5,6,13 1,470,620
IDENIX PHARMACEUTICA COM 45166R20 2,456 253,225 SH DEFINED 1,2,6 253,225
IDEX CORP COM 45167R10 20,926 486,079 SH DEFINED 1,2,5,12 486,079
IDEXX LABS INC COM 45168D10 29,988 329,035 SH DEFINED 1,2,5,6,12 329,035
IDT CORP CL B 44894730 11,853 821,970 SH DEFINED 1,2 821,970
I-FLOW CORP COM NEW 44952030 3,727 310,038 SH DEFINED 1,2 310,038
IGATE CORP COM 45169U10 1,270 257,182 SH DEFINED 1 257,182
IHOP CORP COM 44962310 12,563 271,050 SH DEFINED 1,2 271,050
IHS INC CL A 45173410 11,079 345,364 SH DEFINED 1,2,6 345,364
II VI INC COM 90210410 8,035 322,421 SH DEFINED 1,2,6 322,421
IKANOS COMMUNICATION COM 45173E10 3,292 279,679 SH DEFINED 1,6 279,679
IKON OFFICE SOLUTION COM 45171310 219,285 16,315,867 SH DEFINED 1,2,5,6 16,315,867
ILLINOIS TOOL WKS IN COM 45230810 542,671 12,086,209 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,086,209
ILLUMINA INC COM 45232710 23,392 707,993 SH DEFINED 1,2,6 707,993
IMATION CORP COM 45245A10 29,890 744,455 SH DEFINED 1,2,5,13 744,455
IMCLONE SYS INC COM 45245W10 20,134 710,931 SH DEFINED 1,2,5,12 710,931
IMERGENT INC COM 45247Q10 180 12,707 SH DEFINED 1,5 12,707
IMMERSION CORP COM 45252110 151 21,124 SH DEFINED 1 21,124
IMMTECH PHARMACEUTIC COM 45251910 92 19,200 SH DEFINED 1,5 19,200
IMMUCOR INC COM 45252610 25,907 1,156,063 SH DEFINED 1,2,6 1,156,063
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
IMMUNOGEN INC COM 45253H10 194 54,760 SH DEFINED 1,5 54,760
IMMUNOMEDICS INC COM 45290710 100 56,293 SH DEFINED 1,5 56,293
IMPAC MTG HLDGS INC COM 45254P10 11,174 1,192,561 SH DEFINED 1,2,5 1,192,561
IMPERIAL CHEM INDS P ADR NEW 45270450 557 18,610 SH DEFINED 1 18,610
IMPERIAL OIL LTD COM NEW 45303840 1,201 35,794 SH DEFINED 1,7 35,794
IMPERIAL SUGAR CO NE COM NEW 45309620 4,551 146,243 SH DEFINED 1 146,243
IMPERIAL TOBACCO GRO SPONSORED 45314210 1,003 14,961 SH DEFINED 1 14,961
IMS HEALTH INC COM 44993410 146,839 5,511,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,511,988
INCO LTD COM 45325840 305 4,001 SH DEFINED 1,2 4,001
INCYTE CORP COM 45337C10 5,279 1,247,919 SH DEFINED 1,2,5,6 1,247,919
INDEPENDENCE HLDG CO COM NEW 45344030 1,641 75,432 SH DEFINED 1 75,432
INDEPENDENT BANK COR COM 45383610 8,524 262,120 SH DEFINED 1,2,5 262,120
INDEPENDENT BANK COR COM 45383810 8,969 369,410 SH DEFINED 1,2 369,410
INDEVUS PHARMACEUTIC COM 45407210 2,913 492,108 SH DEFINED 1,5 492,108
INDIA FD INC COM 45408910 5,455 123,563 SH DEFINED 5,7 123,563
INDUS INTL INC COM 45578L10 63 25,200 SH DEFINED 1 25,200
INDYMAC BANCORP INC COM 45660710 43,849 1,065,327 SH DEFINED 1,2,5,8,10,13 1,065,327
INERGY HLDGS L P COM 45661Q10 432 12,553 SH DEFINED 1,2 12,553
INERGY L P UNIT LTD P 45661510 1,094 40,166 SH DEFINED 1,2 40,166
INFINEON TECHNOLOGIE SPONSORED 45662N10 202 17,045 SH DEFINED 1,2 17,045
INFINITY PPTY & CAS COM 45665Q10 13,071 317,803 SH DEFINED 1,2,5 317,803
INFOCROSSING INC COM 45664X10 3,270 243,877 SH DEFINED 1 243,877
INFOCUS CORP COM 45665B10 152 53,642 SH DEFINED 1,2,5 53,642
INFORMATICA CORP COM 45666Q10 15,146 1,114,489 SH DEFINED 1,2,5,6 1,114,489
INFORTE CORP COM 45677R10 54 13,074 SH DEFINED 1 13,074
INFOSPACE INC COM NEW 45678T20 11,259 610,574 SH DEFINED 1,2,6 610,574
INFOSYS TECHNOLOGIES SPONSORED 45678810 27,488 575,899 SH DEFINED 1,2,4,5 575,899
INFOUSA INC NEW COM 45681830 6,263 754,570 SH DEFINED 1,2,6 754,570
INFRASOURCE SVCS INC COM 45684P10 5,679 323,583 SH DEFINED 1,2,6 323,583
ING GROEP N V SPONSORED 45683710 5,650 128,471 SH DEFINED 1,2 128,471
INGERSOLL-RAND COMPA CL A G4776G10 270,752 7,128,802 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,128,802
INGLES MKTS INC CL A 45703010 7,697 291,789 SH DEFINED 1,2,5 291,789
INGRAM MICRO INC CL A 45715310 36,132 1,885,814 SH DEFINED 1,2,5,13 1,885,814
INLAND REAL ESTATE C COM NEW 45746120 25,117 1,433,620 SH DEFINED 1,2,3 1,433,620
INNKEEPERS USA TR COM 4576J010 25,647 1,574,386 SH DEFINED 1,2,3,5 1,574,386
INNODATA ISOGEN INC COM NEW 45764220 33 17,200 SH DEFINED 1 17,200
INNOSPEC INC COM 45768S10 10,466 352,389 SH DEFINED 1,2,5 352,389
INNOTRAC CORP COM 45767M10 36 11,000 SH DEFINED 1 11,000
INNOVATIVE SOLUTIONS COM 45769N10 5,817 400,344 SH DEFINED 1,2 400,344
INNOVEX INC COM 45764710 69 33,483 SH DEFINED 1,5 33,483
INNOVO GROUP INC COM PAR $0 45795460 5 11,520 SH DEFINED 1 11,520
INPHONIC INC COM 45772G10 2,489 314,271 SH DEFINED 1,6 314,271
INPUT/OUTPUT INC COM 45765210 10,593 1,066,721 SH DEFINED 1,2,6 1,066,721
INSIGHT ENTERPRISES COM 45765U10 16,328 792,217 SH DEFINED 1,2,5,6 792,217
INSITE VISION INC COM 45766010 37 23,200 SH DEFINED 1,2 23,200
INSITUFORM TECHNOLOG CL A 45766710 9,706 399,747 SH DEFINED 1,2,6 399,747
INSMED INC COM NEW 45766920 46 33,502 SH DEFINED 1 33,502
INSPIRE PHARMACEUTIC COM 45773310 324 63,585 SH DEFINED 1,5 63,585
INSTEEL INDUSTRIES I COM 45774W10 6,164 310,238 SH DEFINED 1,2 310,238
INTEGRA BK CORP COM 45814P10 12,452 492,556 SH DEFINED 1,2 492,556
INTEGRA LIFESCIENCES COM NEW 45798520 18,872 503,533 SH DEFINED 1,2,6 503,533
INTEGRAL SYS INC MD COM 45810H10 4,352 139,231 SH DEFINED 1 139,231
INTEGRATED ALARM SVC COM 45890M10 197 50,394 SH DEFINED 1,5 50,394
INTEGRATED DEVICE TE COM 45811810 44,653 2,778,641 SH DEFINED 1,2,5,12,13 2,778,641
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
INTEGRATED ELECTRICA COM 45811E30 2,677 169,329 SH DEFINED 1,5 169,329
INTEGRATED SILICON S COM 45812P10 264 47,469 SH DEFINED 1,5 47,469
INTEL CORP COM 45814010 3,305,033 160,672,489 SH DEFINED 1,2,5,6,7,8,10,12,13,14 160,672,489
INTER PARFUMS INC COM 45833410 1,086 57,039 SH DEFINED 1 57,039
INTER TEL INC COM 45837210 7,333 339,314 SH DEFINED 1,2 339,314
INTERACTIVE DATA COR COM 45840J10 10,127 507,638 SH DEFINED 1,2,5,6 507,638
INTERCHANGE FINL SVC COM 45844710 5,416 239,420 SH DEFINED 1,2 239,420
INTERCONTINENTAL HTL SPONS ADR 45857P20 10,535 597,237 SH DEFINED 1 597,237
INTERCONTINENTALEXCH COM 45865V10 15,465 206,010 SH DEFINED 1,2 206,010
INTERDIGITAL COMMUNI COM 45866A10 31,781 931,984 SH DEFINED 1,2,5,6 931,984
INTERFACE INC CL A 45866510 10,287 798,701 SH DEFINED 1,2,5,6 798,701
INTERGRAPH CORP COM 45868310 19,495 454,631 SH DEFINED 1,2,5,6 454,631
INTERLEUKIN GENETICS COM 45873810 90 14,900 SH DEFINED 1 14,900
INTERLINE BRANDS INC COM 45874310 10,090 408,830 SH DEFINED 1,2 408,830
INTERMAGNETICS GEN C COM 45877110 14,803 547,238 SH DEFINED 1,2,6 547,238
INTERMEC INC COM 45878610 17,627 668,703 SH DEFINED 1,2,5,6 668,703
INTERMUNE INC COM 45884X10 6,850 417,175 SH DEFINED 1,2,5,6 417,175
INTERNAP NETWORK SVC COM PAR $. 45885A30 5,763 378,673 SH DEFINED 1,5 378,673
INTERNATIONAL BANCSH COM 45904410 20,755 699,278 SH DEFINED 1,2,5 699,278
INTERNATIONAL BUSINE COM 45920010 5,478,076 66,854,724 SH DEFINED 1,2,5,6,7,8,10,12,13,14 66,854,724
INTERNATIONAL COAL G COM 45928H10 6,091 1,443,279 SH DEFINED 1,2,6 1,443,279
INTERNATIONAL DISPLA COM 45941210 3,840 602,830 SH DEFINED 1,5 602,830
INTERNATIONAL FLAVOR COM 45950610 91,766 2,320,845 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,320,845
INTERNATIONAL GAME T COM 45990210 357,673 8,618,635 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,618,635
INTERNATIONAL PWR PL SPONSORED 46018M10 357 6,007 SH DEFINED 1 6,007
INTERNATIONAL RECTIF COM 46025410 41,161 1,181,426 SH DEFINED 1,2,5,12,13 1,181,426
INTERNATIONAL SHIPHO COM NEW 46032120 126 10,100 SH DEFINED 1 10,100
INTERNATIONAL SPEEDW CL A 46033520 23,579 473,090 SH DEFINED 1,2,5,13 473,090
INTERNET CAP GROUP I COM NEW 46059C20 5,215 551,873 SH DEFINED 1,2 551,873
INTERNET SEC SYS INC COM 46060X10 24,776 892,500 SH DEFINED 1,2,5 892,500
INTERPHARM HLDGS INC COM 46058810 15 10,400 SH DEFINED 1 10,400
INTERPOOL INC COM 46062R10 3,017 134,347 SH DEFINED 1,2 134,347
INTERPUBLIC GROUP CO COM 46069010 104,773 10,583,123 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,583,123
INTERSIL CORP CL A 46069S10 60,972 2,483,581 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,483,581
INTERSTATE HOTELS & COM 46088S10 144 13,343 SH DEFINED 1 13,343
INTERTAPE POLYMER GR COM 46091910 82 10,657 SH DEFINED 2 10,657
INTERVEST BANCSHARES CL A 46092710 3,024 69,431 SH DEFINED 1 69,431
INTERVIDEO INC COM 46114Y10 190 14,880 SH DEFINED 1 14,880
INTERVOICE INC NEW COM 46114210 4,029 635,432 SH DEFINED 1,2,5,6 635,432
INTERWOVEN INC COM NEW 46114T50 7,611 690,026 SH DEFINED 1,2,5 690,026
INTEVAC INC COM 46114810 4,320 257,150 SH DEFINED 1,2,5 257,150
INTL PAPER CO COM 46014610 961,317 27,759,647 SH DEFINED 1,2,5,6,7,8,10,12,13,14 27,759,647
INTL SECS EXCHANGE H CL A 46031W20 23,897 509,638 SH DEFINED 1,2,6 509,638
INTRALASE CORP COM 46116910 4,565 231,620 SH DEFINED 1,6 231,620
INTROGEN THERAPEUTIC COM 46119F10 58 12,855 SH DEFINED 1 12,855
INTUIT COM 46120210 333,144 10,381,543 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,381,543
INTUITIVE SURGICAL I COM NEW 46120E60 57,652 546,725 SH DEFINED 1,2,5,12,13 546,725
INVACARE CORP COM 46120310 12,122 515,408 SH DEFINED 1,2,5 515,408
INVENTIV HEALTH INC COM 46122E10 11,561 360,936 SH DEFINED 1,2,6 360,936
INVERNESS MED INNOVA COM 46126P10 13,141 378,037 SH DEFINED 1,2,5,6 378,037
INVESTMENT TECHNOLOG COM 46145F10 19,816 442,816 SH DEFINED 1,2,5,6 442,816
INVESTOOLS INC COM 46145P10 8,504 799,985 SH DEFINED 1,2,5 799,985
INVESTORS BANCORP IN COM 46146P10 10,371 688,202 SH DEFINED 1,2,6 688,202
INVESTORS FINL SERVI COM 46191510 53,973 1,252,860 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,252,860
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
INVESTORS REAL ESTAT SH BEN INT 46173010 6,885 705,393 SH DEFINED 1,2,3,5 705,393
INVITROGEN CORP COM 46185R10 66,358 1,046,492 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,046,492
IOMEGA CORP COM NEW 46203030 224 76,871 SH DEFINED 1,5 76,871
ION MEDIA NETWORKS I CL A 46205A10 27 33,111 SH DEFINED 1 33,111
IONATRON INC COM 46207010 1,786 371,396 SH DEFINED 1,2,6 371,396
IOWA TELECOMM SERVIC COM 46259420 10,002 505,410 SH DEFINED 1,2 505,410
IPASS INC COM 46261V10 5,294 1,131,301 SH DEFINED 1,2,6 1,131,301
IPC HLDGS LTD ORD G4933P10 2,705 88,922 SH DEFINED 1,2,5 88,922
IPCS INC COM NEW 44980Y30 10,824 202,137 SH DEFINED 1,2 202,137
IRELAND BK SPONSORED 46267Q10 752 9,548 SH DEFINED 1 9,548
IRIS INTL INC COM 46270W10 2,434 211,666 SH DEFINED 1,2 211,666
IROBOT CORP COM 46272610 2,561 127,644 SH DEFINED 1,2,6 127,644
IRON MTN INC COM 46284610 56,922 1,325,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,325,607
IRVINE SENSORS CORP COM NEW 46366450 15 11,424 SH DEFINED 1 11,424
IRWIN FINL CORP COM 46411910 11,057 565,264 SH DEFINED 1,2 565,264
ISHARES INC MSCI TAIWA 46428673 282 22,000 SH DEFINED 1 22,000
ISHARES INC MSCI S KOR 46428677 10,129 219,000 SH DEFINED 2 219,000
ISHARES INC MSCI MALAY 46428683 146 19,000 SH DEFINED 1 19,000
ISHARES TR RUSSELL100 46428759 5,264 68,300 SH DEFINED 1 68,300
ISHARES TR RUSSELL 20 46428765 882 12,250 SH DEFINED 1 12,250
ISIS PHARMACEUTICALS COM 46433010 7,151 995,902 SH DEFINED 1,2,5,6 995,902
ISLE OF CAPRI CASINO COM 46459210 4,356 206,817 SH DEFINED 1,2,5,6 206,817
ISTA PHARMACEUTICALS COM NEW 45031X20 213 36,000 SH DEFINED 1 36,000
ISTAR FINL INC COM 45031U10 67,681 1,623,053 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,623,053
ITC HLDGS CORP COM 46568510 7,038 225,567 SH DEFINED 1,2 225,567
ITLA CAP CORP COM 45056510 6,127 113,963 SH DEFINED 1,2 113,963
ITRON INC COM 46574110 19,231 344,644 SH DEFINED 1,2,6 344,644
ITT CORP NEW COM 45091110 231,603 4,517,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,517,323
ITT EDUCATIONAL SERV COM 45068B10 56,471 851,757 SH DEFINED 1,2,5,6,12,13 851,757
IXIA COM 45071R10 6,127 687,693 SH DEFINED 1,2,6 687,693
IXYS CORP COM 46600W10 4,161 495,973 SH DEFINED 1,5,6 495,973
J & J SNACK FOODS CO COM 46603210 7,292 234,471 SH DEFINED 1,2 234,471
J ALEXANDER CORP COM 46609610 164 18,800 SH DEFINED 1 18,800
J CREW GROUP INC COM 46612H40 1,653 54,960 SH DEFINED 1,2 54,960
J2 GLOBAL COMMUNICAT COM NEW 46626E20 29,492 1,085,451 SH DEFINED 1,2,6 1,085,451
JABIL CIRCUIT INC COM 46631310 134,398 4,704,170 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,704,170
JACK IN THE BOX INC COM 46636710 34,887 668,587 SH DEFINED 1,2,5 668,587
JACKSON HEWITT TAX S COM 46820210 14,502 483,246 SH DEFINED 1,2,6 483,246
JACLYN INC COM 46977210 123 16,000 SH DEFINED 1 16,000
JACO ELECTRS INC COM 46978310 71 19,600 SH DEFINED 1 19,600
JACOBS ENGR GROUP IN COM 46981410 78,807 1,054,558 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,054,558
JACUZZI BRANDS INC COM 46986510 10,769 1,077,981 SH DEFINED 1,2 1,077,981
JAKKS PAC INC COM 47012E10 7,454 418,275 SH DEFINED 1,2 418,275
JAMES RIV GROUP INC COM 47035910 4,107 139,917 SH DEFINED 1,2,6 139,917
JAMES RIVER COAL CO COM NEW 47035520 2,030 192,448 SH DEFINED 1,2,6 192,448
JANUS CAP GROUP INC COM 47102X10 111,055 5,631,567 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,631,567
JARDEN CORP COM 47110910 21,214 643,442 SH DEFINED 1,2,6,10 643,442
JDA SOFTWARE GROUP I COM 46612K10 6,741 437,183 SH DEFINED 1,2,6 437,183
JDS UNIPHASE CORP COM 46612J10 76,785 35,061,791 SH DEFINED 1,2,5,6,7,8,10,12,13,14 35,061,791
JEFFERIES GROUP INC COM 47231910 40,555 1,422,971 SH DEFINED 1,2,5,6,13 1,422,971
JER INVT TR INC COM 46614H30 4,633 270,008 SH DEFINED 1,2 270,008
JETBLUE AWYS CORP COM 47714310 31,435 3,402,019 SH DEFINED 1,2,5,6,13 3,402,019
JLG INDS INC COM 46621010 23,092 1,165,658 SH DEFINED 1,2,5,6,12 1,165,658
JO-ANN STORES INC COM 47758P30 5,442 325,497 SH DEFINED 1,2 325,497
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
JOHNSON & JOHNSON COM 47816010 7,853,960 120,941,792 SH DEFINED 1,2,5,6,7,8,10,12,13,14 120,941,792
JOHNSON CTLS INC COM 47836610 332,677 4,637,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,637,260
JONES APPAREL GROUP COM 48007410 126,918 3,912,388 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,912,388
JONES LANG LASALLE I COM 48020Q10 25,347 296,530 SH DEFINED 1,2,5,6 296,530
JONES SODA CO COM 48023P10 1,806 201,771 SH DEFINED 1 201,771
JOS A BANK CLOTHIERS COM 48083810 6,840 228,303 SH DEFINED 1,2,5,6 228,303
JOURNAL COMMUNICATIO CL A 48113010 6,185 548,824 SH DEFINED 1,2 548,824
JOURNAL REGISTER CO COM 48113810 4,003 705,967 SH DEFINED 1,2,5 705,967
JOY GLOBAL INC COM 48116510 74,713 1,988,637 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,988,637
JP MORGAN CHASE & CO COM 46625H10 4,741,082 100,960,011 SH DEFINED 1,2,5,6,7,8,10,12,13,14 100,960,011
JUNIPER NETWORKS INC COM 48203R10 235,822 13,647,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,647,097
JUPITERMEDIA CORP COM 48207D10 2,412 278,490 SH DEFINED 1,2,6 278,490
K & F INDS HLDGS INC COM 48224110 4,474 238,256 SH DEFINED 1,2,6 238,256
K TRON INTL INC COM 48273010 303 4,800 SH DEFINED 1 4,800
K V PHARMACEUTICAL C CL A 48274020 11,481 484,447 SH DEFINED 1,2,5,6 484,447
K2 INC COM 48273210 10,084 859,637 SH DEFINED 1,2 859,637
KADANT INC COM 48282T10 6,828 277,996 SH DEFINED 1,2 277,996
KAISER ALUMINUM CORP COM PAR $0 48300770 647 14,596 SH DEFINED 1,2 14,596
KAMAN CORP COM 48354810 9,192 510,407 SH DEFINED 1,2 510,407
KANBAY INTL INC COM 48369P20 8,035 390,826 SH DEFINED 1,2,6 390,826
KANSAS CITY LIFE INS COM 48483610 3,766 82,702 SH DEFINED 1,2 82,702
KANSAS CITY SOUTHERN COM NEW 48517030 25,142 920,611 SH DEFINED 1,2,5,6,10 920,611
KAYDON CORP COM 48658710 17,774 480,114 SH DEFINED 1,2,5 480,114
KB HOME COM 48666K10 95,933 2,190,249 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,190,249
KEANE INC COM 48666510 11,693 811,462 SH DEFINED 1,2,5,6 811,462
KEARNY FINL CORP COM 48716910 4,449 293,093 SH DEFINED 1,2 293,093
KEITHLEY INSTRS INC COM 48758410 213 16,724 SH DEFINED 1 16,724
KELLOGG CO COM 48783610 332,146 6,707,311 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,707,311
KELLWOOD CO COM 48804410 15,455 536,067 SH DEFINED 1,2,5 536,067
KELLY SVCS INC CL A 48815220 10,061 367,054 SH DEFINED 1,2,5,6,13 367,054
KEMET CORP COM 48836010 13,532 1,676,886 SH DEFINED 1,2,5,13 1,676,886
KENDLE INTERNATIONAL COM 48880L10 5,118 159,837 SH DEFINED 1 159,837
KENEXA CORP COM 48887910 4,937 195,772 SH DEFINED 1,2,6 195,772
KENNAMETAL INC COM 48917010 30,250 533,976 SH DEFINED 1,2,5,13 533,976
KENSEY NASH CORP COM 49005710 7,237 247,242 SH DEFINED 1,2,6 247,242
KERYX BIOPHARMACEUTI COM 49251510 6,206 524,637 SH DEFINED 1,2,6 524,637
KEYCORP NEW COM 49326710 416,588 11,126,808 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,126,808
KEYNOTE SYS INC COM 49330810 299 28,411 SH DEFINED 1 28,411
KEYSPAN CORP COM 49337W10 226,828 5,513,555 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,513,555
KEYSTONE AUTOMOTIVE COM 49338N10 8,006 210,564 SH DEFINED 1,2,6 210,564
KFORCE INC COM 49373210 7,729 647,888 SH DEFINED 1,2,5,6 647,888
KILROY RLTY CORP COM 49427F10 42,574 565,088 SH DEFINED 1,2,3,5 565,088
KIMBALL INTL INC CL B 49427410 9,701 502,625 SH DEFINED 1,2,5 502,625
KIMBERLY CLARK CORP COM 49436810 873,235 13,360,395 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,360,395
KIMCO REALTY CORP COM 49446R10 316,004 7,371,217 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 7,371,217
KINDER MORGAN ENERGY UT LTD PAR 49455010 8,066 183,822 SH DEFINED 1,2,5 183,822
KINDER MORGAN INC KA COM 49455P10 347,638 3,315,577 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,315,577
KINDER MORGAN MANAGE SHS 49455U10 2,971 70,365 SH DEFINED 1,2,5 70,365
KINDRED HEALTHCARE I COM 49458010 13,709 461,117 SH DEFINED 1,2,5 461,117
KINETIC CONCEPTS INC COM NEW 49460W20 13,389 425,578 SH DEFINED 1,2,5,12 425,578
KING PHARMACEUTICALS COM 49558210 192,833 11,323,160 SH DEFINED 1,2,5,6,7,10,12,13,14 11,323,160
KINROSS GOLD CORP COM NO PAR 49690240 735 58,674 SH DEFINED 1,7,10,13 58,674
KIRBY CORP COM 49726610 12,682 404,788 SH DEFINED 1,2,5,6 404,788
KIRKLANDS INC COM 49749810 113 23,094 SH DEFINED 1 23,094
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
KITE RLTY GROUP TR COM 49803T10 11,386 668,202 SH DEFINED 1,2,3 668,202
KKR FINL CORP COM 48247630 28,709 1,169,905 SH DEFINED 1,2 1,169,905
KLA-TENCOR CORP COM 48248010 219,911 4,945,155 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,945,155
KMG AMER CORP COM 48256310 162 22,100 SH DEFINED 1 22,100
KNBT BANCORP INC COM 48292110 6,992 434,803 SH DEFINED 1,2 434,803
KNIGHT CAPITAL GROUP CL A 49900510 31,732 1,743,497 SH DEFINED 1,2,5,6 1,743,497
KNIGHT TRANSN INC COM 49906410 19,090 1,126,274 SH DEFINED 1,2,5,6 1,126,274
KNOLL INC COM NEW 49890420 8,379 414,798 SH DEFINED 1,2,6 414,798
KNOLOGY INC COM 49918380 300 30,200 SH DEFINED 1,2 30,200
KNOT INC COM 49918410 5,156 232,965 SH DEFINED 1,2 232,965
KOHLS CORP COM 50025510 684,167 10,538,616 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,538,616
KOMAG INC COM NEW 50045320 17,561 549,476 SH DEFINED 1,2,5,6 549,476
KONINKLIJKE AHOLD N SPON ADR N 50046730 727 68,649 SH DEFINED 1,2 68,649
KONINKLIJKE PHILIPS NY REG SH 50047230 3,080 87,988 SH DEFINED 1,2 87,988
KOOKMIN BK NEW SPONSORED 50049M10 59,280 759,703 SH DEFINED 1,2,4,5 759,703
KOPIN CORP COM 50060010 3,684 1,099,666 SH DEFINED 1,2,5,6 1,099,666
KOPPERS HOLDINGS INC COM 50060P10 2,352 124,008 SH DEFINED 1 124,008
KOREA ELECTRIC PWR SPONSORED 50063110 2,778 142,100 SH DEFINED 1,2 142,100
KORN FERRY INTL COM NEW 50064320 24,003 1,146,274 SH DEFINED 1,2,5,13 1,146,274
KOS PHARMACEUTICALS COM 50064810 9,099 184,112 SH DEFINED 1,2,6 184,112
KOSAN BIOSCIENCES IN COM 50064W10 143 29,512 SH DEFINED 1,5 29,512
KRAFT FOODS INC CL A 50075N10 224,344 6,291,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,291,208
KRISPY KREME DOUGHNU COM 50101410 6,816 841,447 SH DEFINED 1,2,5,6 841,447
KROGER CO COM 50104410 504,998 21,823,607 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,823,607
KRONOS INC COM 50105210 16,481 483,466 SH DEFINED 1,2,5,6 483,466
KRONOS WORLDWIDE INC COM 50105F10 1,308 45,421 SH DEFINED 1,2 45,421
K-SWISS INC CL A 48268610 22,290 741,507 SH DEFINED 1,2,6 741,507
KT CORP SPONSORED 48268K10 5,959 277,563 SH DEFINED 1,2,7 277,563
KUBOTA CORP ADR 50117320 791 19,328 SH DEFINED 1,2 19,328
KULICKE & SOFFA INDS COM 50124210 10,670 1,207,070 SH DEFINED 1,2,5,6 1,207,070
KVH INDS INC COM 48273810 239 18,726 SH DEFINED 1 18,726
KYOCERA CORP ADR 50155620 1,197 13,988 SH DEFINED 1,2 13,988
KYPHON INC COM 50157710 25,438 679,803 SH DEFINED 1,2,5,6 679,803
L S B BANCSHARES N C COM 50215810 177 10,400 SH DEFINED 1 10,400
L-1 IDENTITY SOLUTIO COM 50212A10 10,469 802,236 SH DEFINED 1,2,6 802,236
L-3 COMMUNICATIONS H COM 50242410 233,710 2,983,658 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,983,658
LA Z BOY INC COM 50533610 14,518 1,039,977 SH DEFINED 1,2,5 1,039,977
LABOR READY INC COM NEW 50540120 16,393 1,029,092 SH DEFINED 1,2,5,6 1,029,092
LABORATORY CORP AMER COM NEW 50540R40 232,257 3,542,118 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,542,118
LABRANCHE & CO INC COM 50544710 11,404 1,099,711 SH DEFINED 1,2,5 1,099,711
LACLEDE GROUP INC COM 50559710 11,713 365,124 SH DEFINED 1,2,5 365,124
LADISH INC COM NEW 50575420 5,108 176,866 SH DEFINED 1 176,866
LAFARGE COPPEE S A SPON ADR N 50586140 728 22,600 SH DEFINED 1 22,600
LAIDLAW INTL INC COM 50730R10 21,610 790,724 SH DEFINED 1,2,5,10 790,724
LAKELAND BANCORP INC COM 51163710 3,434 240,454 SH DEFINED 1,2 240,454
LAKELAND FINL CORP COM 51165610 5,831 248,003 SH DEFINED 1,2 248,003
LAKELAND INDS INC COM 51179510 127 10,433 SH DEFINED 1 10,433
LAKES ENTMNT INC COM 51206P10 3,057 316,419 SH DEFINED 1,2 316,419
LAM RESEARCH CORP COM 51280710 185,303 4,087,870 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,087,870
LAMAR ADVERTISING CO CL A 51281510 52,482 982,629 SH DEFINED 1,2,5,6,7,8,10,12,13,14 982,629
LAMSON & SESSIONS CO COM 51369610 4,103 172,257 SH DEFINED 1,5 172,257
LANCASTER COLONY COR COM 51384710 24,245 541,663 SH DEFINED 1,2,5,13 541,663
LANCE INC COM 51460610 9,415 427,552 SH DEFINED 1,2 427,552
LANDAMERICA FINL GRO COM 51493610 24,262 368,779 SH DEFINED 1,2,5 368,779
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
LANDAUER INC COM 51476K10 8,208 161,726 SH DEFINED 1,2 161,726
LANDEC CORP COM 51476610 322 29,811 SH DEFINED 1 29,811
LANDRYS RESTAURANTS COM 51508L10 7,508 249,009 SH DEFINED 1,2 249,009
LANDSTAR SYS INC COM 51509810 35,440 829,967 SH DEFINED 1,2,5,6 829,967
LAS VEGAS SANDS CORP COM 51783410 92,938 1,359,733 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,359,733
LASALLE HOTEL PPTYS COM SH BEN 51794210 49,670 1,146,046 SH DEFINED 1,2,3,5,6 1,146,046
LASERCARD CORP COM 51807U10 181 13,916 SH DEFINED 1 13,916
LATTICE SEMICONDUCTO COM 51841510 14,752 2,163,106 SH DEFINED 1,2,5,13 2,163,106
LAUDER ESTEE COS INC CL A 51843910 121,891 3,022,332 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,022,332
LAUREATE EDUCATION I COM 51861310 32,493 678,920 SH DEFINED 1,2,5,6,12,13 678,920
LAWSON PRODS INC COM 52077610 9,317 222,253 SH DEFINED 1,2 222,253
LAWSON SOFTWARE INC COM 52078P10 14,425 1,989,716 SH DEFINED 1,2 1,989,716
LAYNE CHRISTENSEN CO COM 52105010 4,260 149,104 SH DEFINED 1 149,104
LAZARD LTD SHS A G5405010 1,595 39,895 SH DEFINED 1,2 39,895
LCA-VISION INC COM PAR $. 50180330 10,649 257,776 SH DEFINED 1,2,6 257,776
LEAP WIRELESS INTL I COM NEW 52186330 15,608 321,891 SH DEFINED 1,2,5,6 321,891
LEAPFROG ENTERPRISES CL A 52186N10 3,296 415,577 SH DEFINED 1,2,5,6 415,577
LEAR CORP COM 52186510 34,253 1,654,733 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,654,733
LEARNING TREE INTL I COM 52201510 115 14,175 SH DEFINED 1 14,175
LECG CORP COM 52323410 4,868 259,476 SH DEFINED 1,2,6 259,476
LEE ENTERPRISES INC COM 52376810 24,767 981,263 SH DEFINED 1,2,6,13 981,263
LEGG MASON INC COM 52490110 321,850 3,191,058 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,191,058
LEGGETT & PLATT INC COM 52466010 131,244 5,243,484 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,243,484
LEHMAN BROS HLDGS IN COM 52490810 1,112,395 15,060,861 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,060,861
LENNAR CORP CL A 52605710 166,112 3,670,988 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,670,988
LENNOX INTL INC COM 52610710 11,659 509,134 SH DEFINED 1,2,5 509,134
LENOX GROUP INC COM 52626210 121 19,919 SH DEFINED 1,5 19,919
LESCO INC OHIO COM 52687210 100 12,290 SH DEFINED 1 12,290
LEUCADIA NATL CORP COM 52728810 69,578 2,658,712 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,658,712
LEVEL 3 COMMUNICATIO COM 52729N10 50,835 9,431,444 SH DEFINED 1,2,5,6,12 9,431,444
LEVITT CORP CL A 52742P10 5,041 428,690 SH DEFINED 1,2,5 428,690
LEXICON GENETICS INC COM 52887210 4,387 1,163,654 SH DEFINED 1,2,5,6 1,163,654
LEXINGTON CORP PPTYS COM 52904310 16,565 782,118 SH DEFINED 1,2,3,5 782,118
LEXMARK INTL NEW CL A 52977110 353,846 6,136,766 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,136,766
LG PHILIP LCD CO LTD SPONS ADR 50186V10 272 16,380 SH DEFINED 1,2 16,380
LHC GROUP INC COM 50187A10 2,954 132,352 SH DEFINED 1,2 132,352
LIBBEY INC COM 52989810 338 30,225 SH DEFINED 1 30,225
LIBERTY GLOBAL INC COM SER A 53055510 93,708 3,640,558 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,640,558
LIBERTY GLOBAL INC COM SER C 53055530 39,456 1,574,444 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,574,444
LIBERTY MEDIA HLDG C INT COM SE 53071M10 161,070 7,903,358 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,903,358
LIBERTY MEDIA HLDG C CAP COM SE 53071M30 145,058 1,735,763 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,735,763
LIBERTY PPTY TR SH BEN INT 53117210 112,622 2,356,603 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 2,356,603
LIFE TIME FITNESS IN COM 53217R20 16,856 364,145 SH DEFINED 1,2,6 364,145
LIFECELL CORP COM 53192710 17,892 555,297 SH DEFINED 1,2,6 555,297
LIFECORE BIOMEDICAL COM 53218710 182 12,875 SH DEFINED 1 12,875
LIFEPOINT HOSPITALS COM 53219L10 28,711 812,895 SH DEFINED 1,2,5,13 812,895
LIFETIME BRANDS INC COM 53222Q10 2,346 126,655 SH DEFINED 1 126,655
LIFEWAY FOODS INC COM 53191410 159 23,200 SH DEFINED 1 23,200
LIGAND PHARMACEUTICA CL B 53220K20 762 75,927 SH DEFINED 1,2 75,927
LIGHTBRIDGE INC COM 53222610 4,524 385,998 SH DEFINED 1,2 385,998
LILLY ELI & CO COM 53245710 1,471,672 25,818,800 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,818,800
LIMITED BRANDS INC COM 53271610 235,891 8,904,924 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,904,924
LIN TV CORP CL A 53277410 4,639 596,302 SH DEFINED 1,2,6 596,302
LINCARE HLDGS INC COM 53279110 69,065 1,993,782 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,993,782
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
LINCOLN EDL SVCS COR COM 53353510 651 39,776 SH DEFINED 1,2 39,776
LINCOLN ELEC HLDGS I COM 53390010 30,043 551,761 SH DEFINED 1,2,5,12,13 551,761
LINCOLN NATL CORP IN COM 53418710 506,064 8,151,803 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,151,803
LINDSAY MFG CO COM 53555510 5,125 178,263 SH DEFINED 1,2,5 178,263
LINEAR TECHNOLOGY CO COM 53567810 246,376 7,916,954 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,916,954
LINN ENERGY LLC UNIT 99/99 53602010 349 15,378 SH DEFINED 1,2 15,378
LIONBRIDGE TECHNOLOG COM 53625210 6,229 816,414 SH DEFINED 1,2,6 816,414
LIQUIDITY SERVICES I COM 53635B10 1,156 74,167 SH DEFINED 1 74,167
LITHIA MTRS INC CL A 53679710 5,494 222,266 SH DEFINED 1,2,5 222,266
LITTELFUSE INC COM 53700810 25,392 731,763 SH DEFINED 1,2,6 731,763
LIVE NATION INC COM 53803410 30,249 1,481,344 SH DEFINED 1,2,5,6 1,481,344
LIVEPERSON INC COM 53814610 205 38,189 SH DEFINED 1 38,189
LIZ CLAIBORNE INC COM 53932010 124,585 3,153,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,153,260
LKQ CORP COM 50188920 12,044 548,210 SH DEFINED 1,2,6 548,210
LLOYDS TSB GROUP PLC SPONSORED 53943910 2,909 71,818 SH DEFINED 1,2 71,818
LOCKHEED MARTIN CORP COM 53983010 6,810,203 79,133,200 SH DEFINED 1,2,5,6,7,8,10,12,13,14 79,133,200
LODGENET ENTMT CORP COM 54021110 7,185 380,567 SH DEFINED 1,2 380,567
LODGIAN INC COM PAR $. 54021P40 4,659 350,862 SH DEFINED 1,2 350,862
LOEWS CORP COM 54042410 354,202 9,345,711 SH DEFINED 1,2,5,6,10,12,13 9,345,711
LOEWS CORP CAROLNA GP 54042420 161,883 2,922,607 SH DEFINED 1,2,5,7,10 2,922,607
LO-JACK CORP COM 53945110 7,883 402,400 SH DEFINED 1,2 402,400
LONE STAR STEAKHOUSE COM 54230710 7,738 278,657 SH DEFINED 1,2 278,657
LONE STAR TECHNOLOGI COM 54231210 29,614 612,114 SH DEFINED 1,2 612,114
LONGS DRUG STORES CO COM 54316210 24,283 527,773 SH DEFINED 1,2,5,6 527,773
LONGVIEW FIBRE CO COM 54321310 26,211 1,289,903 SH DEFINED 1,2,5,13 1,289,903
LOOKSMART LTD COM NEW 54344250 56 19,304 SH DEFINED 1 19,304
LORAL SPACE & COMMUN COM 54388110 3,461 131,497 SH DEFINED 1,2 131,497
LOUISIANA PAC CORP COM 54634710 101,273 5,395,445 SH DEFINED 1,2,5,6,7,8,10,12,13 5,395,445
LOWES COS INC COM 54866110 2,967,780 105,765,498 SH DEFINED 1,2,5,6,7,8,10,12,13,14 105,765,498
LSB INDS INC COM 50216010 182 20,248 SH DEFINED 1 20,248
LSI INDS INC COM 50216C10 4,559 280,529 SH DEFINED 1,2 280,529
LSI LOGIC CORP COM 50216110 95,778 11,651,810 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,651,810
LTC PPTYS INC COM 50217510 10,099 416,467 SH DEFINED 1,2,3,5 416,467
LTX CORP COM 50239210 4,024 803,251 SH DEFINED 1,2,5,6 803,251
LUBRIZOL CORP COM 54927110 127,342 2,784,651 SH DEFINED 1,2,5,10,13 2,784,651
LUBYS INC COM 54928210 4,154 420,836 SH DEFINED 1,2 420,836
LUCENT TECHNOLOGIES COM 54946310 250,374 106,997,371 SH DEFINED 1,2,5,6,7,8,10,12,13,14 106,997,371
LUFKIN INDS INC COM 54976410 9,922 187,482 SH DEFINED 1,2 187,482
LUMINENT MTG CAP INC COM 55027830 9,861 958,272 SH DEFINED 1,2,5 958,272
LUMINEX CORP DEL COM 55027E10 9,690 531,538 SH DEFINED 1,2,5 531,538
LUXOTTICA GROUP S P SPONSORED 55068R20 15,543 528,139 SH DEFINED 1 528,139
LYDALL INC DEL COM 55081910 223 25,096 SH DEFINED 1 25,096
LYONDELL CHEMICAL CO COM 55207810 134,545 5,303,309 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,303,309
M & F WORLDWIDE CORP COM 55254110 2,749 186,986 SH DEFINED 1,2 186,986
M & T BK CORP COM 55261F10 236,084 1,968,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,968,025
M D C HLDGS INC COM 55267610 35,495 764,163 SH DEFINED 1,2,5,13 764,163
M/I HOMES INC COM 55305B10 6,188 175,053 SH DEFINED 1,2 175,053
MACATAWA BK CORP COM 55422510 5,003 218,585 SH DEFINED 1 218,585
MACDERMID INC COM 55427310 14,527 445,336 SH DEFINED 1,2,5 445,336
MACERICH CO COM 55438210 143,022 1,872,997 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,872,997
MAC-GRAY CORP COM 55415310 123 10,500 SH DEFINED 1 10,500
MACK CALI RLTY CORP COM 55448910 76,110 1,469,305 SH DEFINED 1,2,3,5,13 1,469,305
MACQUARIE INFRASTRUC SH BEN INT 55607X10 873 28,006 SH DEFINED 1,2 28,006
MACRONIX INTL LTD SPONS ADR 55610376 61 19,529 SH DEFINED 1 19,529
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
MACROVISION CORP COM 55590410 28,305 1,194,823 SH DEFINED 1,2,5,6,13 1,194,823
MADDEN STEVEN LTD COM 55626910 19,080 486,234 SH DEFINED 1,2,5,6 486,234
MAF BANCORP INC COM 55261R10 22,942 555,643 SH DEFINED 1,2,5 555,643
MAGELLAN HEALTH SVCS COM NEW 55907920 26,974 633,196 SH DEFINED 1,2,6 633,196
MAGELLAN MIDSTREAM H COM LP INT 55907R10 558 24,789 SH DEFINED 1,2 24,789
MAGELLAN MIDSTREAM P COM UNIT R 55908010 3,265 88,475 SH DEFINED 1,2,5 88,475
MAGMA DESIGN AUTOMAT COM 55918110 5,501 604,558 SH DEFINED 1,2,6 604,558
MAGNA ENTMT CORP CL A 55921110 2,489 530,600 SH DEFINED 1,6 530,600
MAGNA INTL INC CL A 55922240 880 12,056 SH DEFINED 1,2 12,056
MAGNETEK INC COM 55942410 142 41,166 SH DEFINED 1,5 41,166
MAGUIRE PPTYS INC COM 55977510 36,022 884,204 SH DEFINED 1,2,3,5 884,204
MAHANAGAR TEL NIGAM SPONS ADR 55977840 68 10,229 SH DEFINED 5 10,229
MAIDENFORM BRANDS IN COM 56030510 6,621 343,066 SH DEFINED 1,2 343,066
MAINSOURCE FINANCIAL COM 56062Y10 4,556 268,470 SH DEFINED 1,2 268,470
MAJESCO ENTERTAINMEN COM NEW 56069020 28 20,760 SH DEFINED 1 20,760
MAKITA CORP ADR NEW 56087730 349 11,729 SH DEFINED 1,2 11,729
MANAGEMENT NETWORK G COM 56169310 27 16,180 SH DEFINED 1 16,180
MANHATTAN ASSOCS INC COM 56275010 18,841 780,501 SH DEFINED 1,2,5,6 780,501
MANITOWOC INC COM 56357110 25,185 562,286 SH DEFINED 1,2,5,6,12 562,286
MANNATECH INC COM 56377110 9,513 536,855 SH DEFINED 1,2,6 536,855
MANNKIND CORP COM 56400P20 7,782 409,582 SH DEFINED 1,2,6 409,582
MANOR CARE INC NEW COM 56405510 139,032 2,659,365 SH DEFINED 1,2,5,6,10,12,13 2,659,365
MANPOWER INC COM 56418H10 168,085 2,743,348 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,743,348
MANTECH INTL CORP CL A 56456310 14,356 434,899 SH DEFINED 1,2,6 434,899
MANULIFE FINL CORP COM 56501R10 9,441 292,661 SH DEFINED 1,2,5,13,14 292,661
MAPINFO CORP COM 56510510 3,925 305,960 SH DEFINED 1,2,5 305,960
MARATHON OIL CORP COM 56584910 896,992 11,664,389 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,664,389
MARCHEX INC CL B 56624R10 4,180 272,464 SH DEFINED 1,2,6 272,464
MARCUS CORP COM 56633010 6,905 300,601 SH DEFINED 1,2 300,601
MARINE PRODS CORP COM 56842710 1,704 175,269 SH DEFINED 1,2,6 175,269
MARINEMAX INC COM 56790810 5,623 220,932 SH DEFINED 1,2,6 220,932
MARINER ENERGY INC COM 56845T30 19,085 1,038,921 SH DEFINED 1,2,5 1,038,921
MARITRANS INC COM 57036310 5,858 160,055 SH DEFINED 1 160,055
MARKEL CORP COM 57053510 50,526 123,035 SH DEFINED 1,2,5,12 123,035
MARKETAXESS HLDGS IN COM 57060D10 4,033 385,170 SH DEFINED 1,6 385,170
MARKWEST ENERGY PART UNIT LTD P 57075910 642 13,101 SH DEFINED 1,2 13,101
MARKWEST HYDROCARBON COM 57076210 2,775 99,090 SH DEFINED 1,2 99,090
MARLIN BUSINESS SVCS COM 57115710 2,654 126,977 SH DEFINED 1,2 126,977
MARRIOTT INTL INC NE CL A 57190320 378,240 9,788,816 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,788,816
MARSH & MCLENNAN COS COM 57174810 388,472 13,800,057 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,800,057
MARSHALL & ILSLEY CO COM 57183410 287,915 5,975,812 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,975,812
MARTEK BIOSCIENCES C COM 57290110 15,459 718,689 SH DEFINED 1,2,5,6,13 718,689
MARTEN TRANS LTD COM 57307510 3,514 205,633 SH DEFINED 1 205,633
MARTHA STEWART LIVIN CL A 57308310 6,073 341,950 SH DEFINED 1,2,6 341,950
MARTIN MARIETTA MATL COM 57328410 108,901 1,286,941 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,286,941
MARVEL ENTERTAINMENT COM 57383T10 22,506 932,292 SH DEFINED 1,2,5,6 932,292
MARVELL TECHNOLOGY G ORD G5876H10 48,238 2,490,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,490,357
MASCO CORP COM 57459910 292,546 10,669,084 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,669,084
MASSBANK CORP READ M COM 57615210 226 6,931 SH DEFINED 1,2 6,931
MASSEY ENERGY CORP COM 57620610 21,658 1,034,288 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,034,288
MASTEC INC COM 57632310 6,727 607,706 SH DEFINED 1,2,5 607,706
MASTERCARD INC COM 57636Q10 30,326 431,070 SH DEFINED 1,2,5 431,070
MATERIAL SCIENCES CO COM 57667410 1,898 190,568 SH DEFINED 1 190,568
MATRIA HEALTHCARE IN COM NEW 57681720 8,958 322,362 SH DEFINED 1,2,5,6 322,362
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
MATRIX SVC CO COM 57685310 2,830 216,163 SH DEFINED 1,5 216,163
MATSUSHITA ELEC INDL ADR 57687920 3,241 153,390 SH DEFINED 1,2 153,390
MATTEL INC COM 57708110 189,910 9,640,092 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,640,092
MATTHEWS INTL CORP CL A 57712810 21,610 587,378 SH DEFINED 1,2,5,6 587,378
MATTSON TECHNOLOGY I COM 57722310 5,210 627,734 SH DEFINED 1,2,6 627,734
MAUI LD & PINEAPPLE COM 57734510 1,638 55,223 SH DEFINED 1,2 55,223
MAVERICK TUBE CORP COM 57791410 34,420 530,925 SH DEFINED 1,2,5,6 530,925
MAX RE CAPITAL LTD H SHS G6052F10 1,369 59,631 SH DEFINED 1,2,5 59,631
MAXIM INTEGRATED PRO COM 57772K10 226,848 8,078,650 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,078,650
MAXIMUS INC COM 57793310 7,802 298,937 SH DEFINED 1,2,5 298,937
MAXWELL TECHNOLOGIES COM 57776710 3,748 184,271 SH DEFINED 1 184,271
MAXYGEN INC COM 57777610 3,406 409,826 SH DEFINED 1,2,6 409,826
MB FINANCIAL INC NEW COM 55264U10 17,663 479,069 SH DEFINED 1,2 479,069
MBIA INC COM 55262C10 242,537 3,947,535 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,947,535
MBT FINL CORP COM 57887710 3,251 219,067 SH DEFINED 1,2 219,067
MCAFEE INC COM 57906410 90,614 3,704,585 SH DEFINED 1,2,5,7,10,12,13,14 3,704,585
MCCLATCHY CO CL A 57948910 29,687 703,656 SH DEFINED 1,2,5,6,7,8,10,12,13,14 703,656
MCCORMICK & CO INC COM NON VT 57978020 137,355 3,616,511 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,616,511
MCCORMICK & SCHMICKS COM 57979310 3,054 135,804 SH DEFINED 1 135,804
MCDATA CORP CL A 58003120 15,129 3,007,687 SH DEFINED 1,2,5,13 3,007,687
MCDERMOTT INTL INC COM 58003710 6,762 161,779 SH DEFINED 1,2,5,12 161,779
MCDONALDS CORP COM 58013510 1,605,612 41,043,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 41,043,256
MCG CAPITAL CORP COM 58047P10 13,510 827,320 SH DEFINED 1,2 827,320
MCGRATH RENTCORP COM 58058910 7,065 275,986 SH DEFINED 1,2 275,986
MCGRAW HILL COS INC COM 58064510 671,153 11,565,627 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,565,627
MCKESSON CORP COM 58155Q10 605,291 11,481,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,481,238
MCMORAN EXPLORATION COM 58241110 5,769 325,193 SH DEFINED 1,2,6 325,193
MDU RES GROUP INC COM 55269010 66,810 2,990,615 SH DEFINED 1,2,5,12,13 2,990,615
MEADOWBROOK INS GROU COM 58319P10 2,800 248,650 SH DEFINED 1 248,650
MEADWESTVACO CORP COM 58333410 122,368 4,615,904 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,615,904
MEASUREMENT SPECIALT COM 58342110 3,530 189,293 SH DEFINED 1,2 189,293
MECHANICAL TECHNOLOG COM 58353810 89 48,118 SH DEFINED 1,2,5 48,118
MEDALLION FINL CORP COM 58392810 1,624 147,257 SH DEFINED 1 147,257
MEDAREX INC COM 58391610 20,300 1,888,331 SH DEFINED 1,2,5,6 1,888,331
MEDCATH CORP COM 58404W10 6,666 221,528 SH DEFINED 1,2 221,528
MEDCO HEALTH SOLUTIO COM 58405U10 467,263 7,773,460 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,773,460
MEDIA GEN INC CL A 58440410 16,677 442,136 SH DEFINED 1,2,6,13 442,136
MEDIACOM COMMUNICATI CL A 58446K10 6,200 870,748 SH DEFINED 1,2,5,6 870,748
MEDICAL ACTION INDS COM 58449L10 2,460 91,483 SH DEFINED 1 91,483
MEDICAL PPTYS TRUST COM 58463J30 10,338 772,046 SH DEFINED 1,2,3 772,046
MEDICINES CO COM 58468810 16,620 736,691 SH DEFINED 1,2,5,6 736,691
MEDICIS PHARMACEUTIC CL A NEW 58469030 37,612 1,162,663 SH DEFINED 1,2,5,6,13 1,162,663
MEDIFAST INC COM 58470H10 1,111 127,979 SH DEFINED 1 127,979
MEDIMMUNE INC COM 58469910 187,416 6,403,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,403,014
MEDIS TECHNOLOGIES L COM 58500P10 5,953 240,911 SH DEFINED 1,2,6 240,911
MEDTRONIC INC COM 58505510 1,487,913 32,039,476 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,039,476
MELLON FINL CORP COM 58551A10 404,260 10,339,121 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,339,121
MEMC ELECTR MATLS IN COM 55271510 101,297 2,765,400 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,765,400
MENS WEARHOUSE INC COM 58711810 25,945 697,248 SH DEFINED 1,2,5 697,248
MENTOR CORP MINN COM 58718810 39,570 785,280 SH DEFINED 1,2,5,6,12 785,280
MENTOR GRAPHICS CORP COM 58720010 21,949 1,558,905 SH DEFINED 1,2,5,13 1,558,905
MERCANTILE BANK CORP COM 58737610 4,223 106,783 SH DEFINED 1,2,5 106,783
MERCANTILE BANKSHARE COM 58740510 79,169 2,182,760 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,182,760
MERCER INTL INC COM 58805610 3,519 372,820 SH DEFINED 1 372,820
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
MERCK & CO INC COM 58933110 2,814,648 67,175,376 SH DEFINED 1,2,5,6,7,8,10,12,13,14 67,175,376
MERCURY COMPUTER SYS COM 58937810 4,832 407,734 SH DEFINED 1,2,5 407,734
MERCURY GENL CORP NE COM 58940010 45,018 907,447 SH DEFINED 1,2,5,12,13 907,447
MEREDITH CORP COM 58943310 43,206 875,853 SH DEFINED 1,2,5,6,10,13 875,853
MERGE TECHNOLOGIES I COM 58998110 1,831 266,175 SH DEFINED 1,2,5 266,175
MERIDIAN BIOSCIENCE COM 58958410 6,507 276,775 SH DEFINED 1,2,6 276,775
MERIDIAN GOLD INC COM 58997510 3,165 127,319 SH DEFINED 1,2,7,12 127,319
MERIDIAN RESOURCE CO COM 58977Q10 3,819 1,247,949 SH DEFINED 1,2,5 1,247,949
MERIT MED SYS INC COM 58988910 7,243 533,341 SH DEFINED 1,2 533,341
MERITAGE HOMES CORP COM 59001A10 32,491 780,840 SH DEFINED 1,2,5,6 780,840
MERIX CORP COM 59004910 242 25,153 SH DEFINED 1,5 25,153
MERRILL LYNCH & CO I COM 59018810 6,265,753 80,104,232 SH DEFINED 1,2,5,6,7,8,10,12,13,14 80,104,232
MESA AIR GROUP INC COM 59047910 3,956 509,855 SH DEFINED 1 509,855
MET PRO CORP COM 59087630 166 12,664 SH DEFINED 1 12,664
METABASIS THERAPEUTI COM 59101M10 651 115,914 SH DEFINED 1 115,914
METAL MGMT INC COM NEW 59109720 10,998 395,059 SH DEFINED 1,2,6 395,059
METASOLV INC COM 59139P10 166 54,836 SH DEFINED 1 54,836
METHODE ELECTRS INC COM 59152020 5,352 562,773 SH DEFINED 1,2 562,773
METLIFE INC COM 59156R10 1,216,732 21,466,692 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,466,692
METRETEK TECHNOLOGIE COM 59159Q10 2,263 189,541 SH DEFINED 1,2 189,541
METRO ONE TELECOMMUN OM NEW 59163F20 52 19,932 SH DEFINED 1,5 19,932
METROCORP BANCSHARES COM 59165010 1,287 56,716 SH DEFINED 1 56,716
METROLOGIC INSTRS IN COM 59167610 5,105 281,121 SH DEFINED 1,2,6 281,121
METSO CORP SPONSORED 59267110 246 6,699 SH DEFINED 1 6,699
METTLER TOLEDO INTER COM 59268810 74,063 1,119,617 SH DEFINED 1,2,5,6,10,12 1,119,617
MFA MTG INVTS INC COM 55272X10 8,839 1,186,436 SH DEFINED 1,2 1,186,436
MGE ENERGY INC COM 55277P10 9,651 298,060 SH DEFINED 1,2 298,060
MGI PHARMA INC COM 55288010 19,104 1,110,034 SH DEFINED 1,2,5,6 1,110,034
MGIC INVT CORP WIS COM 55284810 140,086 2,335,929 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,335,929
MGM MIRAGE COM 55295310 61,947 1,568,678 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,568,678
MGP INGREDIENTS INC COM 55302G10 2,112 99,294 SH DEFINED 1 99,294
MICHAELS STORES INC COM 59408710 135,742 3,117,649 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,117,649
MICREL INC COM 59479310 19,092 1,988,749 SH DEFINED 1,2,5,6,13 1,988,749
MICRO LINEAR CORP COM 59485010 35 12,300 SH DEFINED 1 12,300
MICROCHIP TECHNOLOGY COM 59501710 133,517 4,118,338 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,118,338
MICRON TECHNOLOGY IN COM 59511210 423,289 24,326,972 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,326,972
MICROS SYS INC COM 59490110 29,876 610,705 SH DEFINED 1,2,6 610,705
MICROSEMI CORP COM 59513710 21,149 1,121,962 SH DEFINED 1,2,5,6 1,121,962
MICROSOFT CORP COM 59491810 6,585,242 240,776,664 SH DEFINED 1,2,5,6,7,8,10,12,13,14 240,776,664
MICROSTRATEGY INC CL A NEW 59497240 25,440 249,827 SH DEFINED 1,2,5,6 249,827
MICROTEK MEDICAL HLD COM 59515B10 148 42,533 SH DEFINED 1,5 42,533
MICROTUNE INC DEL COM 59514P10 3,065 630,738 SH DEFINED 1,2,5 630,738
MICROVISION INC DEL COM 59496010 30 21,210 SH DEFINED 1 21,210
MID-AMER APT CMNTYS COM 59522J10 34,839 569,084 SH DEFINED 1,2,3 569,084
MIDAS GROUP INC COM 59562610 6,165 298,101 SH DEFINED 1,2 298,101
MIDDLEBY CORP COM 59627810 8,544 110,872 SH DEFINED 1,2,6 110,872
MIDDLESEX WATER CO COM 59668010 292 15,174 SH DEFINED 1,2,5 15,174
MIDLAND CO COM 59748610 10,215 235,807 SH DEFINED 1,2 235,807
MID-STATE BANCSHARES COM 59544010 9,200 336,270 SH DEFINED 1,2 336,270
MIDWAY GAMES INC COM 59814810 3,310 376,948 SH DEFINED 1,2 376,948
MIDWEST AIR GROUP IN COM 59791110 167 21,189 SH DEFINED 1 21,189
MIDWEST BANC HOLDING COM 59825110 5,647 231,260 SH DEFINED 1,2,6 231,260
MILACRON INC COM 59870910 61 68,304 SH DEFINED 1,5,6 68,304
MILLEA HOLDINGS INC ADR 60032R10 11,975 131,733 SH DEFINED 1,2 131,733
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
MILLENNIUM CELL INC COM 60038B10 16 14,948 SH DEFINED 1 14,948
MILLENNIUM PHARMACEU COM 59990210 55,928 5,626,594 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,626,594
MILLER HERMAN INC COM 60054410 45,252 1,322,763 SH DEFINED 1,2,5,6,12,13 1,322,763
MILLER INDS INC TENN COM NEW 60055120 1,922 105,191 SH DEFINED 1 105,191
MILLICOM INTL CELLUL SHS NEW L6388F11 895 21,868 SH DEFINED 1,5 21,868
MILLIPORE CORP COM 60107310 84,439 1,377,474 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,377,474
MILLS CORP COM 60114810 22,267 1,332,536 SH DEFINED 1,2,3,5,6 1,332,536
MINDSPEED TECHNOLOGI COM 60268210 2,067 1,194,618 SH DEFINED 1,2,5 1,194,618
MINE SAFETY APPLIANC COM 60272010 25,737 722,133 SH DEFINED 1,2,5,6,13 722,133
MINERALS TECHNOLOGIE COM 60315810 54,745 1,025,186 SH DEFINED 1,2,5,13 1,025,186
MIPS TECHNOLOGIES IN COM 60456710 3,806 563,842 SH DEFINED 1 563,842
MIRANT CORP NEW COM 60467R10 47,612 1,743,381 SH DEFINED 1,2,5 1,743,381
MISSION WEST PPTYS I COM 60520310 280 24,531 SH DEFINED 1,3,5 24,531
MITSUBISHI UFJ FINL SPONSORED 60682210 23,495 1,834,085 SH DEFINED 1,2 1,834,085
MITSUI & CO LTD ADR 60682720 1,461 5,789 SH DEFINED 1,2 5,789
MIVA INC COM 55311R10 4,415 1,337,800 SH DEFINED 1,5 1,337,800
MKS INSTRUMENT INC COM 55306N10 21,701 1,068,501 SH DEFINED 1,2,5 1,068,501
MOBILE MINI INC COM 60740F10 12,956 456,047 SH DEFINED 1,2,5,6 456,047
MOBILE TELESYSTEMS O SPONSORED 60740910 64,484 1,707,286 SH DEFINED 1,2,4,5 1,707,286
MOBILITY ELECTRONICS COM 60741U10 1,738 312,548 SH DEFINED 1,2 312,548
MOBIUS MGMT SYSTEMS COM 60692510 127 18,840 SH DEFINED 1 18,840
MOCON INC COM 60749410 100 10,400 SH DEFINED 1 10,400
MODINE MFG CO COM 60782810 24,057 988,796 SH DEFINED 1,2,5,6,13 988,796
MODTECH HLDGS INC COM 60783C10 82 14,767 SH DEFINED 1 14,767
MOHAWK INDS INC COM 60819010 80,314 1,078,763 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,078,763
MOLDFLOW CORP COM 60850710 157 13,200 SH DEFINED 1 13,200
MOLECULAR DEVICES CO COM 60851C10 7,575 409,663 SH DEFINED 1,2,6 409,663
MOLEX INC COM 60855410 119,670 3,070,821 SH DEFINED 1,2,5,6,10,12,13 3,070,821
MOLEX INC CL A 60855420 3,344 101,597 SH DEFINED 1,2,5,12 101,597
MOLINA HEALTHCARE IN COM 60855R10 9,833 278,088 SH DEFINED 1,2,6 278,088
MOLSON COORS BREWING CL B 60871R20 83,120 1,206,392 SH DEFINED 1,2,5,6,10,12,13 1,206,392
MOMENTA PHARMACEUTIC COM 60877T10 4,017 297,129 SH DEFINED 1,2,5,6 297,129
MONACO COACH CORP COM 60886R10 6,556 588,480 SH DEFINED 1,2 588,480
MONARCH CASINO & RES COM 60902710 4,568 235,604 SH DEFINED 1,2 235,604
MONEYGRAM INTL INC COM 60935Y10 34,277 1,179,531 SH DEFINED 1,2,5,6,12,13 1,179,531
MONMOUTH REAL ESTATE CL A 60972010 123 15,370 SH DEFINED 1,3 15,370
MONOGRAM BIOSCIENCES COM 60975U10 2,497 1,632,106 SH DEFINED 1,2 1,632,106
MONOLITHIC PWR SYS I COM 60983910 3,825 404,329 SH DEFINED 1,2 404,329
MONRO MUFFLER BRAKE COM 61023610 5,262 154,727 SH DEFINED 1,5,6 154,727
MONSANTO CO NEW COM 61166W10 766,100 16,296,539 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,296,539
MONSTER WORLDWIDE IN COM 61174210 113,356 3,132,258 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,132,258
MONTPELIER RE HOLDIN SHS G6218510 2,627 135,477 SH DEFINED 1,2,5 135,477
MOODYS CORP COM 61536910 411,336 6,291,458 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,291,458
MOOG INC CL A 61539420 19,446 561,058 SH DEFINED 1,2 561,058
MORGAN STANLEY COM NEW 61744644 7,866,845 107,898,028 SH DEFINED 1,2,5,6,7,8,10,12,13,14 107,898,028
MORGAN STANLEY INDIA COM 61745C10 4,460 96,329 SH DEFINED 7 96,329
MORGANS HOTEL GROUP COM 61748W10 2,328 186,205 SH DEFINED 1 186,205
MORNINGSTAR INC COM 61770010 6,340 171,822 SH DEFINED 1,2,6 171,822
MORTGAGEIT HLDGS INC COM 61915Q10 5,614 398,737 SH DEFINED 1,2 398,737
MORTONS RESTAURANT G COM 61943010 1,236 80,217 SH DEFINED 1 80,217
MOSAIC CO COM 61945A10 20,725 1,226,343 SH DEFINED 1,2,5 1,226,343
MOSYS INC COM 61971810 1,386 205,955 SH DEFINED 1 205,955
MOTHERS WK INC COM 61990310 303 6,306 SH DEFINED 1 6,306
MOTOROLA INC COM 62007610 1,783,271 71,330,842 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,330,842
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
MOVADO GROUP INC COM 62458010 7,955 312,940 SH DEFINED 1,2 312,940
MOVE INC COM COM 62458M10 9,595 1,954,165 SH DEFINED 1,2,5,6 1,954,165
MOVIE GALLERY INC COM 62458110 67 34,386 SH DEFINED 1 34,386
MPS GROUP INC COM 55340910 36,032 2,384,650 SH DEFINED 1,2,5,13 2,384,650
MRO SOFTWARE INC COM 55347W10 8,450 329,195 SH DEFINED 1,2,5,6 329,195
MRV COMMUNICATIONS I COM 55347710 4,761 1,724,866 SH DEFINED 1,2,5 1,724,866
MSC INDL DIRECT INC CL A 55353010 25,237 619,459 SH DEFINED 1,2,5,6,13 619,459
MSYSTEMS LTD SHS M7061C10 579 14,382 SH DEFINED 1,2,5 14,382
MTC TECHNOLOGIES INC COM 55377A10 2,950 122,729 SH DEFINED 1,2,6 122,729
MTI TECHNOLOGY CORP COM 55390310 13 13,700 SH DEFINED 1 13,700
MTR GAMING GROUP INC COM 55376910 2,939 312,993 SH DEFINED 1,5,6 312,993
MTS SYS CORP COM 55377710 13,223 408,880 SH DEFINED 1,2,6 408,880
MUELLER INDS INC COM 62475610 20,062 570,437 SH DEFINED 1,2,5 570,437
MUELLER WTR PRODS IN COM SER A 62475810 5,010 342,904 SH DEFINED 1,2 342,904
MULTI FINELINE ELECT COM 62541B10 4,176 164,591 SH DEFINED 1,2,5,6 164,591
MULTIMEDIA GAMES INC COM 62545310 10,477 1,153,882 SH DEFINED 1,2,5,6 1,153,882
MUNICIPAL MTG & EQUI GROWTH SHS 62624B10 314 11,044 SH DEFINED 1,5 11,044
MURPHY OIL CORP COM 62671710 238,501 5,015,788 SH DEFINED 1,2,5,6,10,12,13 5,015,788
MVC CAPITAL INC COM 55382910 1,848 142,585 SH DEFINED 1 142,585
MWI VETERINARY SUPPL COM 55402X10 2,110 62,938 SH DEFINED 1 62,938
MYERS INDS INC COM 62846410 7,218 424,577 SH DEFINED 1,2,6 424,577
MYLAN LABS INC COM 62853010 102,921 5,112,807 SH DEFINED 1,2,5,6,10,12,13 5,112,807
MYOGEN INC COM 62856E10 21,133 602,419 SH DEFINED 1,2,5,6 602,419
MYRIAD GENETICS INC COM 62855J10 15,727 637,994 SH DEFINED 1,2,5,6 637,994
NABI BIOPHARMACEUTIC COM 62951910 8,545 1,478,346 SH DEFINED 1,2,5,6 1,478,346
NABORS INDUSTRIES LT SHS G6359F10 238,036 8,001,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,001,214
NACCO INDS INC CL A 62957910 11,793 86,773 SH DEFINED 1,2 86,773
NALCO HOLDING COMPAN COM 62985Q10 17,199 928,649 SH DEFINED 1,2,5,6 928,649
NANOGEN INC COM 63007510 124 69,392 SH DEFINED 1,5 69,392
NANOPHASE TCHNOLOGIE COM 63007910 126 20,950 SH DEFINED 1 20,950
NAPCO SEC SYS INC COM 63040210 187 31,350 SH DEFINED 1 31,350
NAPSTER INC COM 63079710 380 88,967 SH DEFINED 1,2,5 88,967
NARA BANCORP INC COM 63080P10 10,576 578,242 SH DEFINED 1,2,5 578,242
NASB FINL INC COM 62896810 2,211 55,567 SH DEFINED 1,2 55,567
NASDAQ STOCK MARKET COM 63110310 26,231 867,424 SH DEFINED 1,2,6 867,424
NASH FINCH CO COM 63115810 4,603 195,619 SH DEFINED 1,2 195,619
NASTECH PHARMACEUTIC COM PAR $0 63172840 4,434 290,547 SH DEFINED 1 290,547
NATCO GROUP INC CL A 63227W20 5,421 188,238 SH DEFINED 1,2,5 188,238
NATIONAL AUSTRALIA B SPONSORED 63252540 2,482 18,198 SH DEFINED 1,2 18,198
NATIONAL BEVERAGE CO COM 63501710 1,355 113,790 SH DEFINED 1 113,790
NATIONAL BK GREECE S SPONSORED 63364340 1,297 148,920 SH DEFINED 1,2 148,920
NATIONAL CITY CORP COM 63540510 581,914 15,899,298 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,899,298
NATIONAL FINL PARTNE COM 63607P20 21,644 527,509 SH DEFINED 1,2,6 527,509
NATIONAL FUEL GAS CO COM 63618010 59,188 1,628,269 SH DEFINED 1,2,5,13 1,628,269
NATIONAL GRID PLC SPON ADR N 63627430 449 7,167 SH DEFINED 1 7,167
NATIONAL HEALTH INVS COM 63633D10 10,203 360,149 SH DEFINED 1,2,3 360,149
NATIONAL HEALTH REAL COM 63590510 518 26,006 SH DEFINED 1,2,3,5 26,006
NATIONAL HEALTHCARE COM 63590610 5,062 94,209 SH DEFINED 1,2,5,6 94,209
NATIONAL INSTRS CORP COM 63651810 20,941 765,930 SH DEFINED 1,2,5,6,13 765,930
NATIONAL INTERSTATE COM 63654U10 5,439 221,112 SH DEFINED 1,2,6 221,112
NATIONAL OILWELL VAR COM 63707110 299,796 5,120,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,120,345
NATIONAL PENN BANCSH COM 63713810 12,897 657,327 SH DEFINED 1,2,5 657,327
NATIONAL PRESTO INDS COM 63721510 4,707 85,156 SH DEFINED 1,2,5 85,156
NATIONAL R V HLDGS I COM 63727710 39 11,211 SH DEFINED 1 11,211
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
NATIONAL RESEARCH CO COM 63737210 209 8,200 SH DEFINED 1 8,200
NATIONAL RETAIL PROP COM 63741710 19,284 892,769 SH DEFINED 1,2,3,5 892,769
NATIONAL SEMICONDUCT COM 63764010 214,192 9,102,942 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,102,942
NATIONAL WESTN LIFE CL A 63852210 11,288 49,103 SH DEFINED 1,2 49,103
NATIONWIDE FINL SVCS CL A 63861210 19,986 415,512 SH DEFINED 1,2,5,10 415,512
NATIONWIDE HEALTH PP COM 63862010 30,479 1,139,813 SH DEFINED 1,2,3,5 1,139,813
NATURAL ALTERNATIVES COM NEW 63884230 131 14,200 SH DEFINED 1 14,200
NATURAL RESOURCE PAR COM UNIT L 63900P10 859 16,845 SH DEFINED 1,2 16,845
NATUS MEDICAL INC DE COM 63905010 2,706 198,264 SH DEFINED 1 198,264
NAUTILUS INC COM 63910B10 10,140 737,438 SH DEFINED 1,2,5 737,438
NAVARRE CORP COM 63920810 175 43,556 SH DEFINED 1,5 43,556
NAVIGANT CONSULTING COM 63935N10 17,133 854,112 SH DEFINED 1,2,6,13 854,112
NAVIGATORS GROUP INC COM 63890410 12,225 254,631 SH DEFINED 1,2,6 254,631
NAVISTAR INTL CORP N COM 63934E10 47,529 1,840,796 SH DEFINED 1,2,5,6,10,13 1,840,796
NAVTEQ CORP COM 63936L10 31,070 1,189,947 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,189,947
NBT BANCORP INC COM 62877810 11,047 474,917 SH DEFINED 1,2,5 474,917
NBTY INC COM 62878210 42,594 1,455,220 SH DEFINED 1,2,5,6 1,455,220
NCI BUILDING SYS INC COM 62885210 17,938 308,368 SH DEFINED 1,2,6 308,368
NCO GROUP INC COM 62885810 13,712 522,957 SH DEFINED 1,2 522,957
NCR CORP NEW COM 62886E10 167,546 4,243,825 SH DEFINED 1,2,5,6,10,12,13 4,243,825
NEC CORP ADR 62905020 889 163,194 SH DEFINED 1,2 163,194
NEENAH PAPER INC COM 64007910 7,130 208,287 SH DEFINED 1,2,5 208,287
NEKTAR THERAPEUTICS COM 64026810 18,792 1,304,083 SH DEFINED 1,2,5,6 1,304,083
NELNET INC CL A 64031N10 4,615 150,127 SH DEFINED 1,2,6 150,127
NEOPHARM INC COM 64091910 121 24,851 SH DEFINED 1 24,851
NEOSE TECHNOLOGIES I COM 64052210 87 44,047 SH DEFINED 1,5 44,047
NEOWARE INC COM 64065P10 6,790 499,615 SH DEFINED 1,2,5 499,615
NESS TECHNOLOGIES IN COM 64104X10 3,763 281,885 SH DEFINED 1,6 281,885
NET 1 UEPS TECHNOLOG COM NEW 64107N20 12,481 545,975 SH DEFINED 1,2 545,975
NETBANK INC COM 64093310 4,754 785,813 SH DEFINED 1,2,5,6 785,813
NETFLIX COM INC COM 64110L10 13,329 585,111 SH DEFINED 1,2,5,6 585,111
NETGEAR INC COM 64111Q10 8,451 410,419 SH DEFINED 1,2,6 410,419
NETLOGIC MICROSYSTEM COM 64118B10 5,069 199,799 SH DEFINED 1,2,5,6 199,799
NETRATINGS INC COM 64116M10 2,738 192,445 SH DEFINED 1,2,6 192,445
NETSCOUT SYS INC COM 64115T10 2,244 345,713 SH DEFINED 1,2 345,713
NETWORK APPLIANCE IN COM 64120L10 349,914 9,454,569 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,454,569
NETWORK ENGINES INC COM 64121A10 31 14,419 SH DEFINED 1 14,419
NETWORK EQUIP TECHNO COM 64120810 127 30,761 SH DEFINED 1 30,761
NEUROCRINE BIOSCIENC COM 64125C10 5,627 523,463 SH DEFINED 1,2,5,6,12 523,463
NEUROGEN CORP COM 64124E10 132 19,618 SH DEFINED 1 19,618
NEUROMETRIX INC COM 64125510 2,876 151,272 SH DEFINED 1,5 151,272
NEUSTAR INC CL A 64126X20 17,382 626,368 SH DEFINED 1,2,5,6 626,368
NEW BRUNSWICK SCIENT COM 64287610 145 18,520 SH DEFINED 1 18,520
NEW CENTURY FINANCIA COM 6435EV10 104,184 2,650,312 SH DEFINED 1,2,5,10 2,650,312
NEW FRONTIER MEDIA I COM 64439810 163 19,757 SH DEFINED 1 19,757
NEW JERSEY RES COM 64602510 19,245 390,360 SH DEFINED 1,2,5 390,360
NEW PLAN EXCEL RLTY COM 64805310 64,511 2,384,884 SH DEFINED 1,2,3,5,13 2,384,884
NEW RIV PHARMACEUTIC COM 64846820 10,491 407,730 SH DEFINED 1,2,6 407,730
NEW YORK & CO INC COM 64929510 3,388 259,048 SH DEFINED 1,2,6 259,048
NEW YORK CMNTY BANCO COM 64944510 77,135 4,709,110 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,709,110
NEW YORK MTG TR INC COM 64960410 55 14,300 SH DEFINED 1,5 14,300
NEW YORK TIMES CO CL A 65011110 81,028 3,526,030 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,526,030
NEWALLIANCE BANCSHAR COM 65020310 22,247 1,518,535 SH DEFINED 1,2,5 1,518,535
NEWCASTLE INVT CORP COM 65105M10 16,745 610,926 SH DEFINED 1,2 610,926
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
NEWELL RUBBERMAID IN COM 65122910 237,881 8,399,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,399,742
NEWFIELD EXPL CO COM 65129010 88,002 2,283,398 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,283,398
NEWKIRK REALTY TR IN COM 65149710 4,350 263,969 SH DEFINED 1,2 263,969
NEWMARKET CORP COM 65158710 16,025 275,526 SH DEFINED 1,2,5,6 275,526
NEWMIL BANCORP INC COM 65163310 256 6,200 SH DEFINED 1 6,200
NEWMONT MINING CORP COM 65163910 479,015 11,205,024 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,205,024
NEWPARK RES INC COM PAR $. 65171850 6,801 1,276,031 SH DEFINED 1,2 1,276,031
NEWPORT CORP COM 65182410 12,881 790,232 SH DEFINED 1,2,5,13 790,232
NEWS CORP CL A 65248E10 1,130,854 57,549,833 SH DEFINED 1,2,5,6,7,8,10,12,13,14 57,549,833
NEWS CORP CL B 65248E20 52,683 2,552,448 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,552,448
NEXSTAR BROADCASTING CL A 65336K10 42 10,700 SH DEFINED 1 10,700
NEXTEST SYS CORP COM 65333910 1,258 95,629 SH DEFINED 1,2 95,629
NGAS RESOURCES INC COM 62912T10 182 23,560 SH DEFINED 1,5 23,560
NGP CAP RES CO COM 62912R10 3,201 219,363 SH DEFINED 1 219,363
NIC INC COM 62914B10 3,048 591,780 SH DEFINED 1,2 591,780
NICOR INC COM 65408610 72,773 1,701,905 SH DEFINED 1,2,5,6,10,13 1,701,905
NIDEC CORP SPONSORED 65409010 228 12,000 SH DEFINED 2 12,000
NIGHTHAWK RADIOLOGY COM 65411N10 1,217 63,632 SH DEFINED 1,2 63,632
NII HLDGS INC CL B NEW 62913F20 114,994 1,849,961 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,849,961
NIKE INC CL B 65410610 420,022 4,793,676 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,793,676
NIPPON TELEG & TEL C SPONSORED 65462410 734 29,937 SH DEFINED 1,2 29,937
NISOURCE INC COM 65473P10 200,982 9,244,821 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,244,821
NISSAN MOTORS SPONSORED 65474440 895 39,862 SH DEFINED 1 39,862
NITROMED INC COM 65479850 54 16,960 SH DEFINED 1,6 16,960
NL INDS INC COM NEW 62915640 1,087 109,313 SH DEFINED 1,2 109,313
NMS COMMUNICATIONS C COM 62924810 155 53,672 SH DEFINED 1 53,672
NN INC COM 62933710 3,151 266,387 SH DEFINED 1,2 266,387
NOBLE CORPORATION SHS G6542210 226,281 3,525,723 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,525,723
NOBLE ENERGY INC COM 65504410 176,947 3,881,278 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,881,278
NOBLE INTL LTD COM 65505310 1,610 128,689 SH DEFINED 1 128,689
NOKIA CORP SPONSORED 65490220 14,734 748,286 SH DEFINED 1,2 748,286
NOMURA HLDGS INC SPONSORED 65535H20 1,553 88,325 SH DEFINED 1,2 88,325
NORDSON CORP COM 65566310 33,418 838,393 SH DEFINED 1,2,5,13 838,393
NORDSTROM INC COM 65566410 239,350 5,658,386 SH DEFINED 1,2,5,6,8,10,12,13 5,658,386
NORFOLK SOUTHERN COR COM 65584410 490,193 11,128,097 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,128,097
NORSK HYDRO A S SPONSORED 65653160 390 17,315 SH DEFINED 1 17,315
NORTEL NETWORKS CORP COM 65656810 2,907 1,263,773 SH DEFINED 1,2 1,263,773
NORTH AMERN SCIENTIF COM 65715D10 17 13,000 SH DEFINED 1 13,000
NORTH FORK BANCORPOR COM 65942410 317,247 11,077,069 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,077,069
NORTH PITTSBURGH SYS COM 66156210 5,941 236,051 SH DEFINED 1,2 236,051
NORTHEAST UTILS COM 66439710 50,767 2,181,630 SH DEFINED 1,2,5,12,13 2,181,630
NORTHERN EMPIRE BANC COM 66511210 2,783 99,332 SH DEFINED 1 99,332
NORTHERN TR CORP COM 66585910 277,400 4,747,567 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,747,567
NORTHFIELD LABS INC COM 66613510 4,419 307,728 SH DEFINED 1,2 307,728
NORTHROP GRUMMAN COR COM 66680710 2,188,292 32,147,675 SH DEFINED 1,2,5,6,7,8,10,12,13,14 32,147,675
NORTHSTAR NEUROSCIEN COM 66704V10 972 73,611 SH DEFINED 1 73,611
NORTHSTAR RLTY FIN C COM 66704R10 9,669 761,322 SH DEFINED 1,2 761,322
NORTHWEST BANCORP IN COM 66732810 6,774 265,631 SH DEFINED 1,2 265,631
NORTHWEST NAT GAS CO COM 66765510 25,905 659,504 SH DEFINED 1,2,5 659,504
NORTHWESTERN CORP COM NEW 66807430 17,620 503,729 SH DEFINED 1,2 503,729
NOVAMED INC DEL COM 66986W10 140 17,752 SH DEFINED 1 17,752
NOVARTIS A G SPONSORED 66987V10 4,965 84,959 SH DEFINED 1,2 84,959
NOVASTAR FINL INC COM 66994740 15,869 543,628 SH DEFINED 1,2,5 543,628
NOVATEL WIRELESS INC COM NEW 66987M60 3,502 363,610 SH DEFINED 1,2,5,6 363,610
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
NOVAVAX INC COM 67000210 2,458 648,505 SH DEFINED 1,2 648,505
NOVELL INC COM 67000610 45,973 7,536,482 SH DEFINED 1,2,5,6,10,13 7,536,482
NOVELLUS SYS INC COM 67000810 121,289 4,384,983 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,384,983
NOVEN PHARMACEUTICAL COM 67000910 14,734 610,876 SH DEFINED 1,2,6 610,876
NOVO-NORDISK A S ADR 67010020 1,623 21,778 SH DEFINED 1,2 21,778
NPS PHARMACEUTICALS COM 62936P10 2,527 663,171 SH DEFINED 1,2,5,6 663,171
NRG ENERGY INC COM NEW 62937750 62,237 1,373,884 SH DEFINED 1,2,5 1,373,884
NS GROUP INC COM 62891610 21,088 326,699 SH DEFINED 1,2,5,6 326,699
NSTAR COM 67019E10 50,672 1,518,933 SH DEFINED 1,2,5,12,13 1,518,933
NTELOS HLDGS CORP COM 67020Q10 1,980 155,057 SH DEFINED 1,2 155,057
NTL INC DEL COM 62941W10 87,148 3,426,993 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,426,993
NTN BUZZTIME INC COM NEW 62941030 30 23,400 SH DEFINED 1 23,400
NTT DOCOMO INC SPONS ADR 62942M20 1,823 118,331 SH DEFINED 1,2 118,331
NU HORIZONS ELECTRS COM 66990810 162 12,690 SH DEFINED 1 12,690
NU SKIN ENTERPRISES CL A 67018T10 15,263 871,187 SH DEFINED 1,2,6 871,187
NUANCE COMMUNICATION COM 67020Y10 13,615 1,666,431 SH DEFINED 1,2,5,6 1,666,431
NUCO2 INC COM 62942810 4,839 179,891 SH DEFINED 1 179,891
NUCOR CORP COM 67034610 590,617 11,934,076 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,934,076
NUTRACEUTICAL INTL C COM 67060Y10 220 16,100 SH DEFINED 1 16,100
NUTRI SYS INC NEW COM 67069D10 16,075 258,071 SH DEFINED 1,2,5,6 258,071
NUVASIVE INC COM 67070410 9,717 483,195 SH DEFINED 1,2 483,195
NUVEEN INVTS INC CL A 67090F10 116,153 2,267,284 SH DEFINED 1,2,5,10 2,267,284
NUVELO INC COM NEW 67072M30 13,990 766,989 SH DEFINED 1,2,5,6 766,989
NVIDIA CORP COM 67066G10 279,608 9,449,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,449,401
NVR INC COM 62944T10 67,528 126,220 SH DEFINED 1,2,5,6,7,8,10,12,13,14 126,220
NXSTAGE MEDICAL INC COM 67072V10 564 64,337 SH DEFINED 1 64,337
NYMAGIC INC COM 62948410 2,846 89,788 SH DEFINED 1,2 89,788
NYSE GROUP INC COM 62949W10 79,481 1,063,295 SH DEFINED 1,2,5 1,063,295
O CHARLEYS INC COM 67082310 6,231 328,477 SH DEFINED 1,2 328,477
O REILLY AUTOMOTIVE COM 68609110 49,436 1,488,598 SH DEFINED 1,2,5,6,12,13 1,488,598
OAK HILL FINL INC COM 67133710 210 8,501 SH DEFINED 1 8,501
OAKLEY INC COM 67366210 6,022 353,218 SH DEFINED 1,2,5 353,218
OCCIDENTAL PETE CORP COM 67459910 1,356,183 28,189,221 SH DEFINED 1,2,5,6,7,8,10,12,13,14 28,189,221
OCEANEERING INTL INC COM 67523210 15,386 499,555 SH DEFINED 1,2,5,6 499,555
OCEANFIRST FINL CORP COM 67523410 3,118 145,344 SH DEFINED 1,2 145,344
OCWEN FINL CORP COM NEW 67574630 9,536 639,989 SH DEFINED 1,2,6 639,989
ODYSSEY HEALTHCARE I COM 67611V10 19,624 1,383,928 SH DEFINED 1,2,5,6 1,383,928
ODYSSEY MARINE EXPLO COM 67611810 86 33,055 SH DEFINED 1,5 33,055
ODYSSEY RE HLDGS COR COM 67612W10 13,007 385,045 SH DEFINED 1,2,6 385,045
OFFICE DEPOT INC COM 67622010 433,471 10,918,672 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,918,672
OFFICEMAX INC DEL COM 67622P10 103,788 2,547,577 SH DEFINED 1,2,5,6,10,12,13 2,547,577
OGE ENERGY CORP COM 67083710 51,130 1,415,941 SH DEFINED 1,2,5,6,13 1,415,941
OHIO CAS CORP COM 67724010 32,501 1,256,338 SH DEFINED 1,2,5,13 1,256,338
OIL DRI CORP AMER COM 67786410 182 11,946 SH DEFINED 1 11,946
OIL STS INTL INC COM 67802610 18,723 680,833 SH DEFINED 1,2,6 680,833
OLD DOMINION FGHT LI COM 67958010 11,377 378,845 SH DEFINED 1,2,6 378,845
OLD NATL BANCORP IND COM 68003310 23,565 1,233,789 SH DEFINED 1,2,5 1,233,789
OLD REP INTL CORP COM 68022310 114,383 5,164,014 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,164,014
OLD SECOND BANCORP I COM 68027710 6,202 207,013 SH DEFINED 1,2,6 207,013
OLIN CORP COM PAR $1 68066520 21,355 1,390,267 SH DEFINED 1,2,5,13 1,390,267
OLYMPIC STEEL INC COM 68162K10 5,931 238,580 SH DEFINED 1,2,5 238,580
OM GROUP INC COM 67087210 31,802 723,767 SH DEFINED 1,2,5 723,767
OMEGA FINL CORP COM 68209210 6,221 206,889 SH DEFINED 1,2,5 206,889
OMEGA HEALTHCARE INV COM 68193610 11,795 785,823 SH DEFINED 1,2,3 785,823
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
OMEGA PROTEIN CORP COM 68210P10 131 20,100 SH DEFINED 1 20,100
OMI CORP NEW COM Y6476W10 2,972 136,896 SH DEFINED 1,2,5 136,896
OMNICARE INC COM 68190410 95,907 2,225,742 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,225,742
OMNICELL INC COM 68213N10 8,120 453,908 SH DEFINED 1,2 453,908
OMNICOM GROUP INC COM 68191910 507,585 5,422,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,422,921
OMNIVISION TECHNOLOG COM 68212810 15,757 1,104,222 SH DEFINED 1,2,5,6 1,104,222
OMNOVA SOLUTIONS INC COM 68212910 2,213 529,315 SH DEFINED 1 529,315
ON ASSIGNMENT INC COM 68215910 2,611 265,121 SH DEFINED 1 265,121
ON SEMICONDUCTOR COR COM 68218910 15,944 2,711,619 SH DEFINED 1,2,6 2,711,619
ON2 TECHNOLOGIES INC COM 68338A10 18 26,200 SH DEFINED 1 26,200
ONE LIBERTY PPTYS IN COM 68240610 546 24,362 SH DEFINED 1,2,3 24,362
ONEOK INC NEW COM 68268010 66,463 1,758,736 SH DEFINED 1,2,5,13 1,758,736
ONEOK PARTNERS LP UNIT LTD P 68268N10 3,316 58,948 SH DEFINED 1,2,5 58,948
ONLINE RES CORP COM 68273G10 3,474 283,552 SH DEFINED 1 283,552
ONYX PHARMACEUTICALS COM 68339910 9,234 534,074 SH DEFINED 1,2,5,6 534,074
OPEN JT STK CO-VIMPE SPONSORED 68370R10 18,351 302,865 SH DEFINED 1,2,5,7 302,865
OPEN SOLUTIONS INC COM 68371P10 8,326 288,986 SH DEFINED 1,2,6 288,986
OPENTV CORP CL A G6754310 194 68,118 SH DEFINED 1,6 68,118
OPENWAVE SYS INC COM NEW 68371830 13,565 1,449,298 SH DEFINED 1,2,5,6,8 1,449,298
OPLINK COMMUNICATION COM NEW 68375Q40 5,025 251,483 SH DEFINED 1 251,483
OPNET TECHNOLOGIES I COM 68375710 3,782 288,463 SH DEFINED 1,2,5 288,463
OPSWARE INC COM 68383A10 9,074 1,007,067 SH DEFINED 1,2,5,6 1,007,067
OPTEUM INC CL A 68384A10 153 19,020 SH DEFINED 1 19,020
OPTICAL COMMUNICATIO CL A 68382T10 450 228,472 SH DEFINED 1 228,472
OPTION CARE INC COM 68394810 4,556 340,287 SH DEFINED 1,2,5 340,287
OPTIONSXPRESS HLDGS COM 68401010 11,836 424,528 SH DEFINED 1,2,6 424,528
ORACLE CORP COM 68389X10 1,878,518 105,891,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 105,891,636
ORASURE TECHNOLOGIES COM 68554V10 9,938 1,236,032 SH DEFINED 1,2,5,6 1,236,032
ORBITAL SCIENCES COR COM 68556410 19,514 1,039,622 SH DEFINED 1,2,6 1,039,622
ORBOTECH LTD ORD M7525310 712 30,063 SH DEFINED 1,2,5,7 30,063
ORCHID CELLMARK INC COM 68573C10 43 18,591 SH DEFINED 1 18,591
OREGON STL MLS INC COM 68607910 24,891 509,340 SH DEFINED 1,2,5 509,340
ORIENTAL FINL GROUP COM 68618W10 4,344 364,446 SH DEFINED 1,2 364,446
ORIENT-EXPRESS HOTEL CL A G6774310 1,763 47,168 SH DEFINED 1,2 47,168
ORIGEN FINL INC COM 68619E20 143 25,300 SH DEFINED 1 25,300
ORIX CORP SPONSORED 68633010 2,512 18,193 SH DEFINED 1,2 18,193
ORLEANS HOMEBUILDERS COM 68658810 631 53,820 SH DEFINED 1,5 53,820
ORMAT TECHNOLOGIES I COM 68668810 3,691 112,803 SH DEFINED 1,2,6 112,803
ORTHOLOGIC CORP COM 68750J10 64 49,431 SH DEFINED 1,5 49,431
ORTHOVITA INC COM 68750U10 106 30,300 SH DEFINED 1 30,300
OSCIENT PHARMACEUTIC COM 68812R10 94 90,840 SH DEFINED 1,5 90,840
OSHKOSH TRUCK CORP COM 68823920 62,796 1,244,233 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,244,233
OSI PHARMACEUTICALS COM 67104010 33,849 901,906 SH DEFINED 1,2,5,6,12 901,906
OSI RESTAURANT PARTN COM 67104A10 34,819 1,098,035 SH DEFINED 1,2,5,12,13 1,098,035
OSI SYSTEMS INC COM 67104410 3,966 202,357 SH DEFINED 1 202,357
OSTEOTECH INC COM 68858210 171 41,717 SH DEFINED 1,5 41,717
OTTER TAIL CORP COM 68964810 12,966 443,436 SH DEFINED 1,2,5 443,436
OUTDOOR CHANNEL HLDG COM NEW 69002720 1,650 151,498 SH DEFINED 1 151,498
OVERLAND STORAGE INC COM 69031010 120 18,600 SH DEFINED 1 18,600
OVERSEAS SHIPHOLDING COM 69036810 101,972 1,650,829 SH DEFINED 1,2,5,10,13 1,650,829
OVERSTOCK COM INC DE COM 69037010 2,896 165,178 SH DEFINED 1,2,5,6 165,178
OWENS & MINOR INC NE COM 69073210 18,881 574,076 SH DEFINED 1,2,5 574,076
OWENS ILL INC COM NEW 69076840 137,354 8,907,517 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,907,517
OXFORD INDS INC COM 69149730 9,414 219,378 SH DEFINED 1,2 219,378
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
OXIGENE INC COM 69182810 79 20,129 SH DEFINED 1 20,129
OYO GEOSPACE CORP COM 67107410 2,634 46,418 SH DEFINED 1 46,418
P A M TRANSN SVCS IN COM 69314910 1,639 65,418 SH DEFINED 1 65,418
P C CONNECTION COM 69318J10 209 18,095 SH DEFINED 1 18,095
P F CHANGS CHINA BIS COM 69333Y10 14,746 424,822 SH DEFINED 1,2,6 424,822
P T TELEKOMUNIKASI I SPONSORED 71568410 1,029 28,451 SH DEFINED 1,2 28,451
PAB BANKSHARES INC COM 69313P10 201 10,100 SH DEFINED 1 10,100
PACCAR INC COM 69371810 352,420 6,180,636 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,180,636
PACER INTL INC TENN COM 69373H10 18,567 668,827 SH DEFINED 1,2,6 668,827
PACIFIC CAP BANCORP COM 69404P10 18,872 699,730 SH DEFINED 1,2,5 699,730
PACIFIC ENERGY PARTN COM UNIT 69422R10 1,103 31,336 SH DEFINED 1,2 31,336
PACIFIC ETHANOL INC COM 69423U10 4,467 318,183 SH DEFINED 1,2,5,6 318,183
PACIFIC SUNWEAR CALI COM 69487310 23,373 1,549,964 SH DEFINED 1,2,5,6,13 1,549,964
PACKAGING CORP AMER COM 69515610 28,208 1,215,851 SH DEFINED 1,2,5,13 1,215,851
PACKETEER INC COM 69521010 5,693 661,248 SH DEFINED 1,2,5,6 661,248
PACTIV CORP COM 69525710 128,887 4,535,089 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,535,089
PAC-WEST TELECOM INC COM 69371Y10 3 11,491 SH DEFINED 1 11,491
PAIN THERAPEUTICS IN COM 69562K10 7,666 889,293 SH DEFINED 1,2 889,293
PAINCARE HLDGS INC COM 69562E10 29 20,100 SH DEFINED 1 20,100
PALATIN TECHNOLOGIES COM NEW 69607730 172 72,200 SH DEFINED 1,5 72,200
PALL CORP COM 69642930 95,229 3,090,831 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,090,831
PALM HARBOR HOMES COM 69663910 2,919 195,099 SH DEFINED 1,2,6 195,099
PALM INC NEW COM 69664310 33,607 2,308,142 SH DEFINED 1,2,5,6,13 2,308,142
PALOMAR MED TECHNOLO COM NEW 69752930 9,514 225,454 SH DEFINED 1,2,6 225,454
PAN PACIFIC RETAIL P COM 69806L10 51,374 740,039 SH DEFINED 1,2,3,5 740,039
PANACOS PHARMACEUTIC COM 69811Q10 2,703 545,034 SH DEFINED 1,5,6 545,034
PANERA BREAD CO CL A 69840W10 26,599 456,643 SH DEFINED 1,2,5,6 456,643
PANTRY INC COM 69865710 18,259 323,911 SH DEFINED 1,2,6 323,911
PAPA JOHNS INTL INC COM 69881310 31,968 885,291 SH DEFINED 1,2,6 885,291
PAR PHARMACEUTICAL C COM 69888P10 14,789 810,793 SH DEFINED 1,2,5,6,13 810,793
PARALLEL PETE CORP D COM 69915710 9,192 458,240 SH DEFINED 1,2,6 458,240
PARAMETRIC TECHNOLOG COM NEW 69917320 55,379 3,171,765 SH DEFINED 1,2,5,6,10,12,13 3,171,765
PAREXEL INTL CORP COM 69946210 12,094 365,475 SH DEFINED 1,2,6 365,475
PARK ELECTROCHEMICAL COM 70041620 13,192 416,399 SH DEFINED 1,2 416,399
PARK NATL CORP COM 70065810 19,042 190,246 SH DEFINED 1,2,5 190,246
PARK OHIO HLDGS CORP COM 70066610 169 12,268 SH DEFINED 1 12,268
PARKER DRILLING CO COM 70108110 11,138 1,573,148 SH DEFINED 1,2,5,6 1,573,148
PARKER HANNIFIN CORP COM 70109410 257,017 3,306,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,306,537
PARKERVISION INC COM 70135410 1,168 160,635 SH DEFINED 1,5 160,635
PARKVALE FINL CORP COM 70149210 318 9,932 SH DEFINED 1 9,932
PARKWAY PPTYS INC COM 70159Q10 17,504 376,518 SH DEFINED 1,2,3 376,518
PARLUX FRAGRANCES IN COM 70164510 941 184,887 SH DEFINED 1 184,887
PARTNERRE LTD COM G6852T10 20,521 303,703 SH DEFINED 1,2,5,6,7,8,10,12,13,14 303,703
PARTNERS TR FINL GRO COM 70213F10 7,817 729,839 SH DEFINED 1,2,5 729,839
PATHMARK STORES INC COM 70322A10 6,709 674,245 SH DEFINED 1,2 674,245
PATRICK INDS INC COM 70334310 134 10,800 SH DEFINED 1 10,800
PATRIOT TRANSN HLDG COM 70337B10 1,384 18,317 SH DEFINED 1 18,317
PATTERSON COMPANIES COM 70339510 114,971 3,420,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,420,745
PATTERSON UTI ENERGY COM 70348110 75,521 3,178,499 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,178,499
PAULA FINL DEL COM 70358810 37 14,600 SH DEFINED 1 14,600
PAXAR CORP COM 70422710 11,339 567,533 SH DEFINED 1,2 567,533
PAYCHEX INC COM 70432610 304,208 8,255,298 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,255,298
PAYLESS SHOESOURCE I COM 70437910 99,765 4,006,626 SH DEFINED 1,2,5,7,13 4,006,626
PC-TEL INC COM 69325Q10 308 29,334 SH DEFINED 1 29,334
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
PDF SOLUTIONS INC COM 69328210 3,254 296,862 SH DEFINED 1,2,5,6 296,862
PDL BIOPHARMA INC COM 69329Y10 39,261 2,044,850 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,044,850
PEABODY ENERGY CORP COM 70454910 165,186 4,491,188 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,491,188
PEAPACK-GLADSTONE FI COM 70469910 280 11,444 SH DEFINED 1 11,444
PEARSON PLC SPONSORED 70501510 635 44,624 SH DEFINED 1 44,624
PEDIATRIX MED GROUP COM 70532410 27,369 600,199 SH DEFINED 1,2,5,6 600,199
PEERLESS SYS CORP COM 70553610 34 10,500 SH DEFINED 1 10,500
PEETS COFFEE & TEA I COM 70556010 5,243 209,619 SH DEFINED 1,2,6 209,619
PEGASUS WIRELESS COR COM 70558E10 384 630,092 SH DEFINED 1 630,092
PEGASYSTEMS INC COM 70557310 2,325 266,359 SH DEFINED 1,2 266,359
PEMSTAR INC COM 70655210 158 43,224 SH DEFINED 1 43,224
PENN NATL GAMING INC COM 70756910 22,586 618,457 SH DEFINED 1,2,5,6 618,457
PENN TREATY AMERN CO COM NEW 70787440 78 10,632 SH DEFINED 1 10,632
PENN VA CORP COM 70788210 23,105 364,372 SH DEFINED 1,2,6 364,372
PENN VA RESOURCES PA COM 70788410 762 31,705 SH DEFINED 1,2 31,705
PENN WEST ENERGY TR TR UNIT 70788510 3,438 93,500 SH DEFINED 1,2,5,7,8,10 93,500
PENNEY J C INC COM 70816010 2,117,966 30,968,936 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,968,936
PENNFED FINL SVCS IN COM 70816710 2,432 145,031 SH DEFINED 1,2 145,031
PENNSYLVANIA COMM BA COM 70867710 205 7,826 SH DEFINED 1 7,826
PENNSYLVANIA RL ESTA SH BEN INT 70910210 39,445 926,580 SH DEFINED 1,2,3,5 926,580
PENSON WORLDWIDE INC COM 70960010 749 41,705 SH DEFINED 1,2 41,705
PENTAIR INC COM 70963110 44,623 1,703,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,703,829
PENWEST PHARMACEUTIC COM 70975410 4,735 284,393 SH DEFINED 1,2 284,393
PEOPLES BANCORP INC COM 70978910 6,353 217,337 SH DEFINED 1,2 217,337
PEOPLES BK BRIDGEPOR COM 71019810 23,012 580,968 SH DEFINED 1,2,5,12 580,968
PEOPLES ENERGY CORP COM 71103010 57,340 1,410,584 SH DEFINED 1,2,5,6,10,13 1,410,584
PEOPLESUPPORT INC COM 71271430 3,606 194,898 SH DEFINED 1 194,898
PEP BOYS MANNY MOE & COM 71327810 10,234 796,383 SH DEFINED 1,2,5,6 796,383
PEPCO HOLDINGS INC COM 71329110 82,570 3,416,238 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,416,238
PEPSI BOTTLING GROUP COM 71340910 238,767 6,725,825 SH DEFINED 1,2,5,6,7,10,12,13,14 6,725,825
PEPSIAMERICAS INC COM 71343P20 32,516 1,523,690 SH DEFINED 1,2,5,6,12,13 1,523,690
PEPSICO INC COM 71344810 2,891,361 44,305,250 SH DEFINED 1,2,5,6,7,8,10,12,13,14 44,305,250
PEREGRINE PHARMACEUT COM 71366110 2,481 1,953,257 SH DEFINED 1,5 1,953,257
PERFICIENT INC COM 71375U10 3,867 246,601 SH DEFINED 1,2 246,601
PERFORMANCE FOOD GRO COM 71375510 15,255 543,077 SH DEFINED 1,2,5 543,077
PERFORMANCE TECHNOLO COM 71376K10 121 17,817 SH DEFINED 1 17,817
PERICOM SEMICONDUCTO COM 71383110 4,603 472,086 SH DEFINED 1,2 472,086
PERINI CORP COM 71383910 5,675 271,791 SH DEFINED 1,2,6 271,791
PERKINELMER INC COM 71404610 53,929 2,848,889 SH DEFINED 1,2,5,6,10,12,13 2,848,889
PERMA-FIX ENVIRONMEN COM 71415710 49 23,800 SH DEFINED 1 23,800
PEROT SYS CORP CL A 71426510 18,785 1,362,254 SH DEFINED 1,2,5 1,362,254
PERRIGO CO COM 71429010 37,399 2,203,851 SH DEFINED 1,2,5,13 2,203,851
PER-SE TECHNOLOGIES COM NEW 71356930 13,264 581,519 SH DEFINED 1,2,5,6 581,519
PERVASIVE SOFTWARE I COM 71571010 73 19,100 SH DEFINED 1 19,100
PETCO ANIMAL SUPPLIE COM NEW 71601620 23,093 806,598 SH DEFINED 1,2,5,6 806,598
PETMED EXPRESS INC COM 71638210 7,993 765,568 SH DEFINED 1 765,568
PETROBRAS ENERGIA PA SP ADR B S 71646M10 853 84,754 SH DEFINED 1,2,5 84,754
PETRO-CDA COM 71644E10 1,393 34,546 SH DEFINED 1,7,8 34,546
PETROCHINA CO LTD SPONSORED 71646E10 611 5,680 SH DEFINED 1 5,680
PETROHAWK ENERGY COR COM 71649510 21,450 2,062,468 SH DEFINED 1,2,5,6 2,062,468
PETROLEO BRASILEIRO SPONSORED 71654V10 68,943 921,208 SH DEFINED 1,2 921,208
PETROLEO BRASILEIRO SPONSORED 71654V40 73,316 874,584 SH DEFINED 1,2,4,5 874,584
PETROLEUM DEV CORP COM 71657810 14,584 365,593 SH DEFINED 1,2,5,6 365,593
PETROQUEST ENERGY IN COM 71674810 6,501 623,300 SH DEFINED 1,2,6 623,300
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
PETSMART INC COM 71676810 75,130 2,706,430 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,706,430
PFF BANCORP INC COM 69331W10 16,875 455,578 SH DEFINED 1,2 455,578
PFIZER INC COM 71708110 6,034,372 212,777,583 SH DEFINED 1,2,5,6,7,8,10,12,13,14 212,777,583
PFSWEB INC COM 71709810 7 10,481 SH DEFINED 1 10,481
PG&E CORP COM 69331C10 516,575 12,402,757 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,402,757
PHARMACEUTICAL PROD COM 71712410 56,899 1,594,268 SH DEFINED 1,2,5,12,13 1,594,268
PHARMACYCLICS INC COM 71693310 137 28,088 SH DEFINED 1,5 28,088
PHARMANET DEV GROUP COM 71714810 7,639 393,152 SH DEFINED 1,2 393,152
PHARMION CORP COM 71715B40 6,587 305,672 SH DEFINED 1,2,6 305,672
PHARMOS CORP COM PAR $. 71713930 22 12,713 SH DEFINED 1 12,713
PHASE FORWARD INC COM 71721R40 5,264 440,872 SH DEFINED 1,2 440,872
PHELPS DODGE CORP COM 71726510 494,479 5,838,010 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,838,010
PHH CORP COM NEW 69332020 22,307 814,118 SH DEFINED 1,2,5 814,118
PHI INC COM NON VT 69336T20 5,203 170,760 SH DEFINED 1 170,760
PHILADELPHIA CONS HL COM 71752810 23,855 600,278 SH DEFINED 1,2,5 600,278
PHILIPPINE LONG DIST SPONSORED 71825260 11,092 254,636 SH DEFINED 1,2,7 254,636
PHILLIPS VAN HEUSEN COM 71859210 40,068 959,259 SH DEFINED 1,2 959,259
PHOENIX COS INC NEW COM 71902E10 36,156 2,582,537 SH DEFINED 1,2,5 2,582,537
PHOENIX TECHNOLOGY L COM 71915310 140 32,554 SH DEFINED 1 32,554
PHOTON DYNAMICS INC COM 71936410 3,113 234,590 SH DEFINED 1,2,6 234,590
PHOTRONICS INC COM 71940510 8,559 605,699 SH DEFINED 1,2,5,6 605,699
PICO HLDGS INC COM NEW 69336620 9,681 297,415 SH DEFINED 1,2 297,415
PIEDMONT NAT GAS INC COM 72018610 34,340 1,356,774 SH DEFINED 1,2,5 1,356,774
PIER 1 IMPORTS INC COM 72027910 13,077 1,762,445 SH DEFINED 1,2,5,13 1,762,445
PIKE ELEC CORP COM 72128310 2,531 169,879 SH DEFINED 1,2,6 169,879
PILGRIMS PRIDE CORP COM 72146710 15,015 549,000 SH DEFINED 1,2 549,000
PINNACLE AIRL CORP COM 72344310 207 28,000 SH DEFINED 1 28,000
PINNACLE ENTMT INC COM 72345610 18,180 646,505 SH DEFINED 1,2,5,6 646,505
PINNACLE FINL PARTNE COM 72346Q10 6,234 174,128 SH DEFINED 1,2 174,128
PINNACLE WEST CAP CO COM 72348410 443,205 9,838,059 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,838,059
PIONEER COS INC COM NEW 72364330 5,661 230,960 SH DEFINED 1 230,960
PIONEER DRILLING CO COM 72365510 6,011 468,168 SH DEFINED 1,2,5,6 468,168
PIONEER NAT RES CO COM 72378710 90,442 2,311,912 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,311,912
PIPER JAFFRAY COS COM 72407810 29,393 484,879 SH DEFINED 1,2,5 484,879
PITNEY BOWES INC COM 72447910 259,944 5,858,550 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,858,550
PIXELWORKS INC COM 72581M10 227 76,895 SH DEFINED 1,5 76,895
PLACER SIERRA BANCSH COM 72607910 3,483 156,813 SH DEFINED 1,2 156,813
PLAINS ALL AMERN PIP UNIT LTD P 72650310 3,320 71,933 SH DEFINED 1,2,5 71,933
PLAINS EXPL& PRODTN COM 72650510 59,536 1,387,453 SH DEFINED 1,2,5,12,13 1,387,453
PLANAR SYS INC COM 72690010 598 52,660 SH DEFINED 1,5 52,660
PLANTRONICS INC NEW COM 72749310 17,325 988,331 SH DEFINED 1,2,5,6,12,13 988,331
PLATINUM UNDERWRITER COM G7127P10 2,827 91,686 SH DEFINED 1,2,5 91,686
PLATO LEARNING INC COM 72764Y10 169 26,547 SH DEFINED 1 26,547
PLAYBOY ENTERPRISES CL B 72811730 2,905 308,765 SH DEFINED 1,2,6 308,765
PLAYTEX PRODS INC COM 72813P10 17,551 1,309,782 SH DEFINED 1,2,6 1,309,782
PLEXUS CORP COM 72913210 22,195 1,155,975 SH DEFINED 1,2,5,6,13 1,155,975
PLUG POWER INC COM 72919P10 3,039 746,606 SH DEFINED 1,2,5,6 746,606
PLUM CREEK TIMBER CO COM 72925110 155,955 4,581,523 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,581,523
PLX TECHNOLOGY INC COM 69341710 3,591 346,278 SH DEFINED 1,5 346,278
PMA CAP CORP CL A 69341920 5,263 596,664 SH DEFINED 1,2,5 596,664
PMC COML TR SH BEN INT 69343410 235 16,780 SH DEFINED 1,2 16,780
PMC-SIERRA INC COM 69344F10 26,344 4,435,052 SH DEFINED 1,2,5,6,10,13 4,435,052
PMI GROUP INC COM 69344M10 74,113 1,691,687 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,691,687
PNC FINL SVCS GROUP COM 69347510 586,109 8,090,953 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,090,953
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
PNM RES INC COM 69349H10 41,152 1,492,655 SH DEFINED 1,2,5,13 1,492,655
POGO PRODUCING CO COM 73044810 49,395 1,206,223 SH DEFINED 1,2,5,12,13 1,206,223
POLARIS INDS INC COM 73106810 27,659 672,148 SH DEFINED 1,2,5,6 672,148
POLO RALPH LAUREN CO CL A 73157210 63,421 980,391 SH DEFINED 1,2,5,6,7,8,10,12,13,14 980,391
POLYCOM INC COM 73172K10 43,001 1,752,988 SH DEFINED 1,2,5,6,12,13 1,752,988
POLYMEDICA CORP COM 73173810 18,678 436,294 SH DEFINED 1,2,6 436,294
POLYONE CORP COM 73179P10 12,699 1,524,530 SH DEFINED 1,2,5 1,524,530
POMEROY IT SOLUTIONS COM 73182210 124 15,201 SH DEFINED 1 15,201
POOL CORPORATION COM 73278L10 26,325 683,764 SH DEFINED 1,2,5,6 683,764
POPE & TALBOT INC COM 73282710 120 20,828 SH DEFINED 1,5 20,828
POPULAR INC COM 73317410 48,096 2,474,068 SH DEFINED 1,2,5,6,12 2,474,068
PORTALPLAYER INC COM 73618720 6,099 540,693 SH DEFINED 1,2,6 540,693
PORTFOLIO RECOVERY A COM 73640Q10 20,514 467,600 SH DEFINED 1,2,6 467,600
PORTLAND GEN ELEC CO COM NEW 73650884 7,754 317,662 SH DEFINED 1,2 317,662
PORTUGAL TELECOM SGP SPONSORED 73727310 506 40,543 SH DEFINED 1 40,543
POSCO SPONSORED 69348310 5,888 90,680 SH DEFINED 1,2,5 90,680
POSSIS MEDICAL INC COM 73740710 5,939 602,947 SH DEFINED 1 602,947
POST PPTYS INC COM 73746410 54,800 1,153,199 SH DEFINED 1,2,3,5 1,153,199
POTLATCH CORP NEW COM 73763010 29,579 797,286 SH DEFINED 1,2,5,13 797,286
POWELL INDS INC COM 73912810 2,270 102,586 SH DEFINED 1 102,586
POWER-ONE INC COM 73930810 7,637 1,054,879 SH DEFINED 1,2,5,6 1,054,879
POWERWAVE TECHNOLOGI COM 73936310 16,579 2,181,466 SH DEFINED 1,2,5,13 2,181,466
POZEN INC COM 73941U10 5,816 452,260 SH DEFINED 1,5 452,260
PPG INDS INC COM 69350610 289,439 4,314,836 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,314,836
PPL CORP COM 69351T10 390,406 11,866,447 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,866,447
PRA INTL COM 69353C10 5,556 208,168 SH DEFINED 1,2,6 208,168
PRAECIS PHARMACEUTIC COM NEW 73942140 23 11,247 SH DEFINED 1 11,247
PRAXAIR INC COM 74005P10 490,971 8,299,036 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,299,036
PRE PAID LEGAL SVCS COM 74006510 13,439 338,760 SH DEFINED 1,2,6 338,760
PRECISION CASTPARTS COM 74018910 129,675 2,053,120 SH DEFINED 1,2,5,12,13 2,053,120
PREFERRED BK LOS ANG COM 74036710 2,888 48,164 SH DEFINED 1 48,164
PREMIERE GLOBAL SVCS COM 74058510 10,995 1,266,652 SH DEFINED 1,2 1,266,652
PREMIERWEST BANCORP COM 74092110 2,932 183,375 SH DEFINED 1,2 183,375
PREMIUM STD FARMS IN COM 74060C10 2,670 140,176 SH DEFINED 1,2 140,176
PRESIDENTIAL LIFE CO COM 74088410 7,997 357,494 SH DEFINED 1,2 357,494
PRESSTEK INC COM 74111310 2,398 444,940 SH DEFINED 1,2,6 444,940
PRESTIGE BRANDS HLDG COM 74112D10 5,676 509,525 SH DEFINED 1,2 509,525
PRG-SCHULTZ INTERNAT COM NEW 69357C50 76 13,167 SH DEFINED 1 13,167
PRICE T ROWE GROUP I COM 74144T10 314,159 6,565,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,565,506
PRICELINE COM INC COM NEW 74150340 17,993 489,063 SH DEFINED 1,2,5,6 489,063
PRICESMART INC COM 74151110 2,012 133,269 SH DEFINED 1,2 133,269
PRIDE INTL INC DEL COM 74153Q10 106,111 3,869,826 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,869,826
PRIMEDIA INC COM 74157K10 4,032 2,652,439 SH DEFINED 1,2,5,6 2,652,439
PRIMEENERGY CORP COM 74158E10 716 9,990 SH DEFINED 1 9,990
PRIMUS GUARANTY LTD SHS G7245710 331 27,300 SH DEFINED 1,6 27,300
PRINCETON REVIEW INC COM 74235210 225 43,483 SH DEFINED 1,5 43,483
PRINCIPAL FINANCIAL COM 74251V10 408,562 7,526,931 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,526,931
PRIVATE MEDIA GROUP COM 74266R10 680 168,400 SH DEFINED 1 168,400
PRIVATEBANCORP INC COM 74296210 14,545 318,127 SH DEFINED 1,2,5,6 318,127
PROASSURANCE CORP COM 74267C10 23,623 479,358 SH DEFINED 1,2,5 479,358
PROCTER & GAMBLE CO COM 74271810 5,757,175 92,887,622 SH DEFINED 1,2,5,6,7,8,10,12,13,14 92,887,622
PROGENICS PHARMACEUT COM 74318710 6,616 282,018 SH DEFINED 1,2,6 282,018
PROGRESS ENERGY INC COM 74326310 980,049 21,596,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 21,596,507
PROGRESS SOFTWARE CO COM 74331210 16,136 620,600 SH DEFINED 1,2,5,6 620,600
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
PROGRESSIVE CORP OHI COM 74331510 475,116 19,360,899 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,360,899
PROGRESSIVE GAMING I COM 74332S10 3,591 437,875 SH DEFINED 1 437,875
PROLIANCE INTL INC COM 74340R10 123 26,956 SH DEFINED 1,2,5 26,956
PROLOGIS SH BEN INT 74341010 495,937 8,691,500 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,691,500
PROQUEST COMPANY COM 74346P10 5,045 387,456 SH DEFINED 1,2,5 387,456
PROSPERITY BANCSHARE COM 74360610 12,072 354,631 SH DEFINED 1,2 354,631
PROTECTIVE LIFE CORP COM 74367410 61,452 1,343,205 SH DEFINED 1,2,5,12,13 1,343,205
PROVIDENCE SVC CORP COM 74381510 4,092 148,311 SH DEFINED 1 148,311
PROVIDENT BANKSHARES COM 74385910 20,721 559,272 SH DEFINED 1,2,5 559,272
PROVIDENT FINL HLDGS COM 74386810 208 6,885 SH DEFINED 1 6,885
PROVIDENT FINL SVCS COM 74386T10 24,089 1,301,405 SH DEFINED 1,2,5 1,301,405
PROVIDENT NEW YORK B COM 74402810 8,038 587,606 SH DEFINED 1,2 587,606
PROXYMED INC COM NEW 74429030 47 10,088 SH DEFINED 1 10,088
PRUDENTIAL FINL INC COM 74432010 945,444 12,399,260 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,399,260
PRUDENTIAL PLC ADR 74435K20 985 39,445 SH DEFINED 1 39,445
PS BUSINESS PKS INC COM 69360J10 27,965 463,769 SH DEFINED 1,2,3,5 463,769
PSS WORLD MED INC COM 69366A10 19,067 953,845 SH DEFINED 1,2,5,6 953,845
PSYCHIATRIC SOLUTION COM 74439H10 34,255 1,004,834 SH DEFINED 1,2,6 1,004,834
PUBLIC STORAGE INC COM 74460D10 367,493 4,273,669 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,273,669
PUBLIC SVC ENTERPRIS COM 74457310 474,863 7,760,464 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,760,464
PUBLICIS S A NEW SPONSORED 74463M10 514 12,994 SH DEFINED 1 12,994
PUGET ENERGY INC NEW COM 74531010 37,029 1,629,083 SH DEFINED 1,2,5,12,13 1,629,083
PULTE HOMES INC COM 74586710 195,229 6,127,728 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,127,728
PVF CAPITAL CORP COM 69365410 123 11,927 SH DEFINED 1 11,927
PW EAGLE INC COM 69366Y10 4,568 152,207 SH DEFINED 1,2 152,207
PXRE GROUP LTD COM G7301810 143 34,760 SH DEFINED 1,5 34,760
Q MED COM 74791410 61 12,007 SH DEFINED 1 12,007
QAD INC COM 74727D10 1,214 150,273 SH DEFINED 1,2 150,273
QC HLDGS INC COM 74729T10 600 50,335 SH DEFINED 1 50,335
QLOGIC CORP COM 74727710 99,378 5,258,091 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,258,091
QUAKER CHEM CORP COM 74731610 347 17,834 SH DEFINED 1,5 17,834
QUAKER FABRIC CORP N COM 74739910 15 13,821 SH DEFINED 1 13,821
QUALCOMM INC COM 74752510 1,563,139 43,002,450 SH DEFINED 1,2,5,6,7,8,10,12,13,14 43,002,450
QUALITY DISTR INC FL COM 74756M10 1,373 93,267 SH DEFINED 1 93,267
QUALITY SYS INC COM 74758210 11,353 292,681 SH DEFINED 1,2,6 292,681
QUANEX CORP COM 74762010 19,843 653,803 SH DEFINED 1,2,6 653,803
QUANTA SVCS INC COM 74762E10 27,670 1,641,180 SH DEFINED 1,2,5,6,13 1,641,180
QUANTUM CORP COM DSSG 74790620 6,401 2,936,210 SH DEFINED 1,2,5 2,936,210
QUANTUM FUEL SYS TEC COM 74765E10 1,446 730,529 SH DEFINED 1,5 730,529
QUEST DIAGNOSTICS IN COM 74834L10 264,055 4,317,439 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,317,439
QUEST RESOURCE CORP COM NEW 74834930 1,882 211,942 SH DEFINED 1 211,942
QUEST SOFTWARE INC COM 74834T10 15,149 1,060,840 SH DEFINED 1,2,5,6 1,060,840
QUESTAR CORP COM 74835610 121,293 1,483,349 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,483,349
QUICKLOGIC CORP COM 74837P10 60 16,818 SH DEFINED 1 16,818
QUICKSILVER RESOURCE COM 74837R10 34,407 1,078,584 SH DEFINED 1,2,5,6,12,13 1,078,584
QUIDEL CORP COM 74838J10 5,428 384,438 SH DEFINED 1,5 384,438
QUIKSILVER INC COM 74838C10 22,743 1,871,870 SH DEFINED 1,2,5 1,871,870
QUIXOTE CORP COM 74905610 178 10,015 SH DEFINED 1 10,015
QUOVADX INC COM 74913K10 98 37,359 SH DEFINED 1,5 37,359
QWEST COMMUNICATIONS COM 74912110 904,174 103,689,663 SH DEFINED 1,2,5,6,7,8,10,12,13,14 103,689,663
R & G FINANCIAL CORP CL B 74913610 6,409 860,215 SH DEFINED 1,2 860,215
R H DONNELLEY CORP COM NEW 74955W30 22,459 424,562 SH DEFINED 1,2,5,12 424,562
RACKABLE SYS INC COM 75007710 9,706 354,616 SH DEFINED 1,2,6 354,616
RADIAN GROUP INC COM 75023610 179,719 2,995,315 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,995,315
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
RADIANT SYSTEMS INC COM 75025N10 3,842 318,062 SH DEFINED 1 318,062
RADIATION THERAPY SV COM 75032320 4,178 142,932 SH DEFINED 1,2,6 142,932
RADIO ONE INC CL A 75040P10 621 99,562 SH DEFINED 1,2 99,562
RADIO ONE INC CL D NON V 75040P40 7,864 1,258,255 SH DEFINED 1,2,5 1,258,255
RADIOLOGIX INC COM 75040K10 79 19,700 SH DEFINED 1 19,700
RADIOSHACK CORP COM 75043810 64,347 3,334,025 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,334,025
RADISYS CORP COM 75045910 10,457 492,101 SH DEFINED 1,2,5 492,101
RADYNE CORP COM NEW 75061140 2,158 176,318 SH DEFINED 1 176,318
RAE SYS INC COM 75061P10 900 294,929 SH DEFINED 1,5 294,929
RAILAMERICA INC COM 75075310 6,115 559,966 SH DEFINED 1,2 559,966
RAIT INVT TR COM 74922710 12,871 446,131 SH DEFINED 1,2,5 446,131
RALCORP HLDGS INC NE COM 75102810 20,358 422,100 SH DEFINED 1,2,5 422,100
RAM ENERGY RESOURCES COM 75130P10 698 145,500 SH DEFINED 1 145,500
RAMBUS INC DEL COM 75091710 12,796 733,695 SH DEFINED 1,2,5,6,12 733,695
RAMCO-GERSHENSON PPT COM SH BEN 75145220 13,780 431,297 SH DEFINED 1,2,3 431,297
RANGE RES CORP COM 75281A10 38,510 1,525,733 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,525,733
RARE HOSPITALITY INT COM 75382010 14,226 465,504 SH DEFINED 1,2,5,6 465,504
RASER TECHNOLOGIES I COM 75405510 715 128,649 SH DEFINED 1 128,649
RAVEN INDS INC COM 75421210 6,386 212,809 SH DEFINED 1,2,6 212,809
RAYMOND JAMES FINANC COM 75473010 47,011 1,607,765 SH DEFINED 1,2,5,13 1,607,765
RAYONIER INC COM 75490710 38,932 1,029,956 SH DEFINED 1,2,5,12,13 1,029,956
RAYTHEON CO COM NEW 75511150 714,310 14,878,360 SH DEFINED 1,2,5,6,7,8,10,12,13,14 14,878,360
RBC BEARINGS INC COM 75524B10 6,756 279,755 SH DEFINED 1,2,6 279,755
RC2 CORP COM 74938810 12,211 364,068 SH DEFINED 1,2,6 364,068
RCN CORP COM NEW 74936120 12,208 431,382 SH DEFINED 1,2,6 431,382
READERS DIGEST ASSN COM 75526710 34,609 2,670,461 SH DEFINED 1,2,5,13 2,670,461
READING INTERNATIONA CL A 75540810 182 23,000 SH DEFINED 1 23,000
REALNETWORKS INC COM 75605L10 16,575 1,562,206 SH DEFINED 1,2,5,6 1,562,206
REALOGY CORP COM 75605E10 143,117 6,310,270 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,310,270
REALTY INCOME CORP COM 75610910 37,236 1,506,918 SH DEFINED 1,2,3,5 1,506,918
RECKSON ASSOCS RLTY COM 75621K10 83,881 1,959,837 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,959,837
RED HAT INC COM 75657710 35,605 1,689,019 SH DEFINED 1,2,5,12 1,689,019
RED ROBIN GOURMET BU COM 75689M10 9,979 216,420 SH DEFINED 1,2,6 216,420
REDBACK NETWORKS INC COM NEW 75720950 11,349 817,687 SH DEFINED 1,2,5,6 817,687
REDDY ICE HLDGS INC COM 75734R10 4,647 192,006 SH DEFINED 1,2 192,006
REDWOOD TR INC COM 75807540 15,234 302,450 SH DEFINED 1,2,5 302,450
REED ELSEVIER N V SPONSORED 75820410 744 22,243 SH DEFINED 1 22,243
REED ELSEVIER P L C SPONSORED 75820510 693 15,565 SH DEFINED 1 15,565
REGAL BELOIT CORP COM 75875010 23,131 531,746 SH DEFINED 1,2,5 531,746
REGAL ENTMT GROUP CL A 75876610 9,276 468,020 SH DEFINED 1,2,5 468,020
REGENCY CTRS CORP COM 75884910 121,273 1,763,710 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,763,710
REGENCY ENERGY PARTN COM UNITS 75885Y10 356 14,715 SH DEFINED 1,2 14,715
REGENERATION TECH IN COM 75886N10 229 32,657 SH DEFINED 1 32,657
REGENERON PHARMACEUT COM 75886F10 12,046 767,764 SH DEFINED 1,2,5,6 767,764
REGENT COMMUNICATION COM 75886510 261 68,876 SH DEFINED 1 68,876
REGIONS FINANCIAL CO COM 7591EP10 459,552 12,491,209 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,491,209
REGIS CORP MINN COM 75893210 32,377 903,136 SH DEFINED 1,2,5,13 903,136
REHABCARE GROUP INC COM 75914810 3,010 229,779 SH DEFINED 1,2,5 229,779
REINSURANCE GROUP AM COM 75935110 13,713 264,071 SH DEFINED 1,2,5 264,071
RELIANCE STEEL & ALU COM 75950910 38,084 1,184,951 SH DEFINED 1,2,5,6,13 1,184,951
RELIANT ENERGY INC COM 75952B10 53,790 4,369,593 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,369,593
RENAISSANCE LEARNING COM 75968L10 1,553 108,525 SH DEFINED 1,6 108,525
RENAISSANCERE HOLDIN COM G7496G10 32,070 576,796 SH DEFINED 1,2,5,6,7,8,10,12,13,14 576,796
RENASANT CORP COM 75970E10 6,734 239,903 SH DEFINED 1,2 239,903
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
RENOVIS INC COM 75988510 6,454 469,046 SH DEFINED 1,2,5 469,046
RENT A CTR INC NEW COM 76009N10 44,905 1,533,109 SH DEFINED 1,2,5,13 1,533,109
RENT WAY INC COM 76009U10 472 44,955 SH DEFINED 1,5 44,955
RENTECH INC COM 76011210 7,888 1,703,601 SH DEFINED 1,2,5 1,703,601
RENTRAK CORP COM 76017410 209 18,300 SH DEFINED 1 18,300
REPLIGEN CORP COM 75991610 98 28,813 SH DEFINED 1,5 28,813
REPSOL YPF S A SPONSORED 76026T20 1,617 54,209 SH DEFINED 1 54,209
REPUBLIC AWYS HLDGS COM 76027610 7,386 475,898 SH DEFINED 1,2 475,898
REPUBLIC BANCORP INC COM 76028210 15,008 1,125,888 SH DEFINED 1,2,5 1,125,888
REPUBLIC BANCORP KY CL A 76028120 3,539 167,317 SH DEFINED 1,2 167,317
REPUBLIC FIRST BANCO COM 76041610 214 16,123 SH DEFINED 1 16,123
REPUBLIC PROPERTY TR COM 76073710 3,600 326,659 SH DEFINED 1 326,659
REPUBLIC SVCS INC COM 76075910 119,012 2,959,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,959,773
RES-CARE INC COM 76094310 9,954 495,491 SH DEFINED 1,2 495,491
RESEARCH IN MOTION L COM 76097510 1,054 10,272 SH DEFINED 1,5 10,272
RESMED INC COM 76115210 28,207 700,785 SH DEFINED 1,2,5,6,12 700,785
RESOURCE AMERICA INC CL A 76119520 5,382 258,769 SH DEFINED 1,2,5 258,769
RESOURCE CAP CORP COM 76120W30 339 21,930 SH DEFINED 1 21,930
RESOURCES CONNECTION COM 76122Q10 16,705 623,567 SH DEFINED 1,2,6 623,567
RESPIRONICS INC COM 76123010 27,710 717,697 SH DEFINED 1,2,5,6,12 717,697
RESTORATION HARDWARE COM 76098110 3,252 375,138 SH DEFINED 1,5 375,138
RETAIL VENTURES INC COM 76128Y10 4,177 271,077 SH DEFINED 1,2,6 271,077
RETRACTABLE TECHNOLO COM 76129W10 103 30,500 SH DEFINED 1 30,500
REUTERS GROUP PLC SPONSORED 76132M10 705 14,500 SH DEFINED 1,2 14,500
REVLON INC CL A 76152550 2,329 2,061,374 SH DEFINED 1,2,6 2,061,374
REWARDS NETWORK INC COM 76155710 1,177 241,617 SH DEFINED 1 241,617
REX STORES CORP COM 76162410 169 11,964 SH DEFINED 1 11,964
REXAM PLC SP ADR NEW 76165540 212 3,920 SH DEFINED 1 3,920
REYNOLDS & REYNOLDS CL A 76169510 31,449 795,974 SH DEFINED 1,2,5,6,13 795,974
REYNOLDS AMERICAN IN COM 76171310 265,618 4,286,237 SH DEFINED 1,2,5,6,10,12,13,14 4,286,237
RF MICRODEVICES INC COM 74994110 27,893 3,679,855 SH DEFINED 1,2,5,6,13 3,679,855
RICHARDSON ELECTRS L COM 76316510 93 10,300 SH DEFINED 1 10,300
RIGEL PHARMACEUTICAL COM NEW 76655960 3,467 337,622 SH DEFINED 1,2,5,6 337,622
RIGHTNOW TECHNOLOGIE COM 76657R10 2,434 155,898 SH DEFINED 1,6 155,898
RINKER GROUP LTD SPONSORED 76687M10 243 4,725 SH DEFINED 1 4,725
RIO TINTO PLC SPONSORED 76720410 18,754 98,900 SH DEFINED 1,2 98,900
RITA MED SYS INC DEL COM 76774E10 59 18,600 SH DEFINED 1 18,600
RITCHIE BROS AUCTION COM 76774410 555 10,344 SH DEFINED 1,5 10,344
RITE AID CORP COM 76775410 26,760 5,894,250 SH DEFINED 1,2,5,6 5,894,250
RIVERVIEW BANCORP IN COM 76939710 222 16,450 SH DEFINED 1 16,450
RIVIERA HLDGS CORP COM 76962710 2,619 128,183 SH DEFINED 1 128,183
RLI CORP COM 74960710 105,291 2,073,062 SH DEFINED 1,2 2,073,062
ROBBINS & MYERS INC COM 77019610 5,769 186,569 SH DEFINED 1,2 186,569
ROBERT HALF INTL INC COM 77032310 142,442 4,193,164 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,193,164
ROCK OF AGES CORP CL A 77263210 53 11,698 SH DEFINED 1 11,698
ROCK-TENN CO CL A 77273920 16,412 828,879 SH DEFINED 1,2 828,879
ROCKVILLE FINL INC COM 77418610 1,232 85,030 SH DEFINED 1 85,030
ROCKWELL AUTOMATION COM 77390310 255,658 4,400,307 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,400,307
ROCKWELL COLLINS INC COM 77434110 266,068 4,851,717 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,851,717
ROCKWOOD HLDGS INC COM 77441510 9,258 463,339 SH DEFINED 1,2 463,339
ROFIN SINAR TECHNOLO COM 77504310 27,785 457,217 SH DEFINED 1,2,5,6 457,217
ROGERS COMMUNICATION CL B 77510920 1,000 18,224 SH DEFINED 1,2 18,224
ROGERS CORP COM 77513310 14,368 232,682 SH DEFINED 1,2,6 232,682
ROHM & HAAS CO COM 77537110 247,637 5,229,921 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,229,921
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ROLLINS INC COM 77571110 13,160 623,387 SH DEFINED 1,2,6,13 623,387
ROPER INDS INC NEW COM 77669610 69,894 1,562,222 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,562,222
ROSETTA RESOURCES IN COM 77777930 12,573 732,274 SH DEFINED 1,2 732,274
ROSS STORES INC COM 77829610 67,939 2,673,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,673,695
ROSTELECOM OPEN JT S SPONSORED 77852910 361 12,006 SH DEFINED 1,2,5 12,006
ROTECH HEALTHCARE IN COM 77866910 16 13,200 SH DEFINED 1 13,200
ROTONICS MFG INC COM 77890310 31 10,400 SH DEFINED 1 10,400
ROWAN COS INC COM 77938210 123,249 3,896,586 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,896,586
ROYAL & SUN ALLIANCE SPON ADR N 78004V20 379 27,147 SH DEFINED 1 27,147
ROYAL BANCSHARES PA CL A 78008110 1,857 68,552 SH DEFINED 1 68,552
ROYAL BK CDA MONTREA COM 78008710 1,060 23,846 SH DEFINED 1,2,7,14 23,846
ROYAL CARIBBEAN CRUI COM V7780T10 26,113 672,830 SH DEFINED 1,2,5,6,7,8,10,12,13,14 672,830
ROYAL DUTCH SHELL PL SPON ADR B 78025910 4,762 69,645 SH DEFINED 1,2 69,645
ROYAL DUTCH SHELL PL SPONS ADR 78025920 5,090 77,009 SH DEFINED 1,2 77,009
ROYAL GOLD INC COM 78028710 9,050 333,597 SH DEFINED 1,2,5,6 333,597
ROYAL KPN NV SPONSORED 78064120 171 13,381 SH DEFINED 1,2 13,381
RPC INC COM 74966010 6,496 354,576 SH DEFINED 1,2,5,6 354,576
RPM INTL INC COM 74968510 41,369 2,178,474 SH DEFINED 1,2,5,13 2,178,474
RSA SEC INC COM 74971910 3,479 124,383 SH DEFINED 1,2,5,6,13 124,383
RTI INTL METALS INC COM 74973W10 13,349 306,312 SH DEFINED 1,2,6 306,312
RUBY TUESDAY INC COM 78118210 33,284 1,180,689 SH DEFINED 1,2,5,6,13 1,180,689
RUDDICK CORP COM 78125810 18,215 699,784 SH DEFINED 1,2,5,13 699,784
RUDOLPH TECHNOLOGIES COM 78127010 6,058 330,521 SH DEFINED 1,5 330,521
RURAL / METRO CORP COM 78174810 217 24,900 SH DEFINED 1 24,900
RURAL CELLULAR CORP CL A 78190410 132 13,742 SH DEFINED 1 13,742
RUSH ENTERPRISES INC CL A 78184620 4,784 286,822 SH DEFINED 1,2 286,822
RUSS BERRIE & CO COM 78223310 2,653 174,090 SH DEFINED 1,2 174,090
RUTHS CHRIS STEAK HS COM 78333210 3,700 196,585 SH DEFINED 1,2,6 196,585
RYANAIR HLDGS PLC SPONSORED 78351310 1,377 21,754 SH DEFINED 1,2,5,7 21,754
RYANS RESTAURANT GRO COM 78352010 9,960 627,615 SH DEFINED 1,2,5 627,615
RYDER SYS INC COM 78354910 75,420 1,459,371 SH DEFINED 1,2,5,6,10,12,13 1,459,371
RYERSON INC COM 78375P10 10,616 484,986 SH DEFINED 1,2 484,986
RYLAND GROUP INC COM 78376410 40,656 940,883 SH DEFINED 1,2,5,6,12,13 940,883
S & T BANCORP INC COM 78385910 15,379 473,201 SH DEFINED 1,2,5 473,201
S Y BANCORP INC COM 78506010 5,048 170,127 SH DEFINED 1,2,6 170,127
S1 CORPORATION COM 78463B10 4,594 996,435 SH DEFINED 1,2,5,6 996,435
SABA SOFTWARE INC COM NEW 78493260 53 10,110 SH DEFINED 1 10,110
SABRE HLDGS CORP CL A 78590510 88,008 3,762,613 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,762,613
SAFECO CORP COM 78642910 190,253 3,228,465 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,228,465
SAFEGUARD SCIENTIFIC COM 78644910 2,807 1,432,069 SH DEFINED 1,5 1,432,069
SAFENET INC COM 78645R10 7,827 430,286 SH DEFINED 1,2 430,286
SAFETY INS GROUP INC COM 78648T10 13,084 268,878 SH DEFINED 1,2 268,878
SAFEWAY INC COM NEW 78651420 397,789 13,106,714 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,106,714
SAFLINK CORP COM NEW 78657830 27 71,763 SH DEFINED 1,5 71,763
SAGA COMMUNICATIONS CL A 78659810 221 28,518 SH DEFINED 1 28,518
SAIA INC COM 78709Y10 7,096 217,667 SH DEFINED 1,5 217,667
SAKS INC COM 79377W10 35,463 2,052,271 SH DEFINED 1,2,5,13 2,052,271
SALEM COMMUNICATIONS CL A 79409310 1,894 167,487 SH DEFINED 1,2,6 167,487
SALESFORCE COM INC COM 79466L30 26,085 727,002 SH DEFINED 1,2,5,6,12 727,002
SALIX PHARMACEUTICAL COM 79543510 7,742 570,971 SH DEFINED 1,2,5,6 570,971
SALTON INC COM 79575710 29 12,744 SH DEFINED 1,2 12,744
SAN PAOLO-IMI S P A SPONSORED 79917510 2,045 48,420 SH DEFINED 1,2 48,420
SANDERS MORRIS HARRI COM 80000Q10 1,993 159,293 SH DEFINED 1 159,293
SANDERSON FARMS INC COM 80001310 10,806 333,916 SH DEFINED 1,2 333,916
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ---------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SANDISK CORP COM 80004C10 252,441 4,714,994 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,714,994
SANDS REGENT COM 80009110 160 10,900 SH DEFINED 1 10,900
SANDY SPRING BANCORP COM 80036310 7,566 213,976 SH DEFINED 1,2 213,976
SANFILIPPO JOHN B & COM 80042210 125 12,300 SH DEFINED 1 12,300
SANGAMO BIOSCIENCES COM 80067710 1,167 209,930 SH DEFINED 1 209,930
SANMINA SCI CORP COM 80090710 50,796 13,581,691 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,581,691
SANOFI AVENTIS SPONSORED 80105N10 21,314 479,297 SH DEFINED 1,2 479,297
SANTANDER BANCORP COM 80280910 1,798 95,176 SH DEFINED 1,2 95,176
SANTARUS INC COM 80281730 4,715 635,465 SH DEFINED 1 635,465
SANTOS LIMITED SPONSORED 80302160 366 11,012 SH DEFINED 1 11,012
SANYO ELEC LTD ADR 5 COM 80303830 353 35,438 SH DEFINED 1,2 35,438
SAP AKTIENGESELLSCHA SPONSORED 80305420 12,971 262,048 SH DEFINED 1,2 262,048
SAPIENT CORP COM 80306210 6,353 1,167,831 SH DEFINED 1,2,5,6 1,167,831
SARA LEE CORP COM 80311110 326,739 20,332,251 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,332,251
SATYAM COMPUTER SERV ADR 80409810 12,757 329,711 SH DEFINED 1,2,5,7 329,711
SAUER-DANFOSS INC COM 80413710 4,132 172,307 SH DEFINED 1,2 172,307
SAUL CTRS INC COM 80439510 16,287 361,939 SH DEFINED 1,2,3,5 361,939
SAVIENT PHARMACEUTIC COM 80517Q10 5,272 809,759 SH DEFINED 1,2,5 809,759
SAVVIS INC COM NEW 80542330 10,506 368,617 SH DEFINED 1,2 368,617
SAXON CAP INC NEW COM 80556T10 11,157 794,651 SH DEFINED 1,2,5 794,651
SBA COMMUNICATIONS C COM 78388J10 19,631 806,850 SH DEFINED 1,2,6 806,850
SCANA CORP NEW COM 80589M10 94,102 2,336,789 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,336,789
SCANSOURCE INC COM 80603710 17,145 565,274 SH DEFINED 1,2,6 565,274
SCBT FINANCIAL CORP COM 78401V10 4,697 125,593 SH DEFINED 1,2,5 125,593
SCHAWK INC CL A 80637310 3,301 181,199 SH DEFINED 1 181,199
SCHEIN HENRY INC COM 80640710 61,926 1,235,061 SH DEFINED 1,2,5,12,13 1,235,061
SCHERING A G SPONSORED 80658520 611 5,245 SH DEFINED 1 5,245
SCHERING PLOUGH CORP COM 80660510 700,841 31,726,605 SH DEFINED 1,2,5,6,10,12,13 31,726,605
SCHIFF NUTRITION INT COM 80669310 77 11,000 SH DEFINED 1 11,000
SCHLUMBERGER LTD COM 80685710 1,842,091 29,696,783 SH DEFINED 1,2,5,6,7,8,10,12,13,14 29,696,783
SCHNITZER STL INDS CL A 80688210 10,411 330,091 SH DEFINED 1,2,5 330,091
SCHOLASTIC CORP COM 80706610 28,773 923,689 SH DEFINED 1,2,5,13 923,689
SCHOOL SPECIALTY INC COM 80786310 10,804 306,145 SH DEFINED 1,2,5 306,145
SCHULMAN A INC COM 80819410 10,238 435,494 SH DEFINED 1,2 435,494
SCHWAB CHARLES CORP COM 80851310 478,005 26,689,256 SH DEFINED 1,2,5,6,7,8,10,12,13,14 26,689,256
SCHWEITZER-MAUDUIT I COM 80854110 4,322 227,698 SH DEFINED 1,2 227,698
SCICLONE PHARMACEUTI COM 80862K10 131 56,595 SH DEFINED 1,5 56,595
SCIELE PHARMA INC COM 80862710 13,107 695,703 SH DEFINED 1,2,6 695,703
SCIENTIFIC GAMES COR CL A 80874P10 30,654 963,949 SH DEFINED 1,2,5,6,13 963,949
SCM MICROSYSTEMS INC COM 78401810 58 17,355 SH DEFINED 1 17,355
SCO GROUP INC COM 78403A10 37 18,024 SH DEFINED 1 18,024
SCOLR PHARMA INC COM 78402X10 161 26,800 SH DEFINED 1,5 26,800
SCOTTISH PWR PLC SP ADR FNL 81013T80 821 16,907 SH DEFINED 1,2 16,907
SCOTTISH RE GROUP LI SHS G7353741 696 64,028 SH DEFINED 1,2,5,6 64,028
SCOTTS MIRACLE GRO C CL A 81018610 29,198 656,287 SH DEFINED 1,2,5,6,12,13 656,287
SCPIE HLDGS INC COM 78402P10 3,307 140,469 SH DEFINED 1,5 140,469
SCRIPPS E W CO OHIO CL A 81105420 96,997 2,023,723 SH DEFINED 1,2,5,6,10,12,13 2,023,723
SEA CONTAINERS LTD CL A 81137170 22 18,840 SH DEFINED 1,5 18,840
SEABOARD CORP COM 81154310 16,163 13,413 SH DEFINED 1,2 13,413
SEABRIGHT INSURANCE COM 81165610 3,595 257,350 SH DEFINED 1 257,350
SEACHANGE INTL INC COM 81169910 278 31,246 SH DEFINED 1,5 31,246
SEACOAST BKG CORP FL COM 81170730 5,023 166,325 SH DEFINED 1,2 166,325
SEACOR HOLDINGS INC COM 81190410 15,019 182,049 SH DEFINED 1,2,5 182,049
SEAGATE TECHNOLOGY SHS G7945J10 71,613 3,101,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,101,467
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SEALED AIR CORP NEW COM 81211K10 124,859 2,307,069 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,307,069
SEALY CORP COM 81213930 2,904 222,327 SH DEFINED 1,2 222,327
SEARS HLDGS CORP COM 81235010 888,816 5,622,214 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,622,214
SEATTLE GENETICS INC COM 81257810 139 28,692 SH DEFINED 1 28,692
SECURE COMPUTING COR COM 81370510 4,442 701,739 SH DEFINED 1,2,5,6 701,739
SECURITY BANK CORP COM 81404710 5,299 234,358 SH DEFINED 1 234,358
SECURITY CAPITAL ASS COM G8018D10 604 25,213 SH DEFINED 1,2 25,213
SEI INVESTMENTS CO COM 78411710 56,431 1,004,287 SH DEFINED 1,2,5,12,13 1,004,287
SELECT COMFORT CORP COM 81616X10 20,571 940,193 SH DEFINED 1,2,5,6 940,193
SELECT SECTOR SPDR T SBI HEALTH 81369Y20 816 24,600 SH DEFINED 5 24,600
SELECT SECTOR SPDR T SBI CONS S 81369Y30 698 27,500 SH DEFINED 5 27,500
SELECT SECTOR SPDR T SBI CONS D 81369Y40 280 8,000 SH DEFINED 5 8,000
SELECT SECTOR SPDR T SBI INT-EN 81369Y50 6,808 127,375 SH DEFINED 1,5 127,375
SELECT SECTOR SPDR T SBI INT-IN 81369Y70 4,052 121,545 SH DEFINED 5 121,545
SELECT SECTOR SPDR T SBI INT-UT 81369Y88 352 10,370 SH DEFINED 5 10,370
SELECTICA INC COM 81628810 87 35,748 SH DEFINED 1 35,748
SELECTIVE INS GROUP COM 81630010 25,950 493,244 SH DEFINED 1,2,5 493,244
SEMCO ENERGY INC COM 78412D10 2,099 372,099 SH DEFINED 1,5 372,099
SEMITOOL INC COM 81690910 3,040 294,039 SH DEFINED 1,5 294,039
SEMPRA ENERGY COM 81685110 453,174 9,018,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,018,392
SEMTECH CORP COM 81685010 19,327 1,514,657 SH DEFINED 1,2,5,6,13 1,514,657
SENIOR HSG PPTYS TR SH BEN INT 81721M10 24,404 1,143,566 SH DEFINED 1,2,3 1,143,566
SENOMYX INC COM 81724Q10 5,243 341,091 SH DEFINED 1,2 341,091
SENSIENT TECHNOLOGIE COM 81725T10 21,569 1,102,136 SH DEFINED 1,2,5,13 1,102,136
SEPRACOR INC COM 81731510 84,769 1,749,978 SH DEFINED 1,2,5,8,12,13 1,749,978
SEQUA CORPORATION CL A 81732010 12,413 132,247 SH DEFINED 1,2,13 132,247
SERVICE CORP INTL COM 81756510 23,946 2,563,794 SH DEFINED 1,2,5 2,563,794
SERVICEMASTER CO COM 81760N10 49,587 4,423,422 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,423,422
SHARPER IMAGE CORP COM 82001310 161 15,587 SH DEFINED 1 15,587
SHAW COMMUNICATIONS CL B CONV 82028K20 575 19,148 SH DEFINED 1,5 19,148
SHAW GROUP INC COM 82028010 16,508 698,289 SH DEFINED 1,2,5 698,289
SHENANDOAH TELECOMMU COM 82312B10 5,507 126,676 SH DEFINED 1 126,676
SHERWIN WILLIAMS CO COM 82434810 227,695 4,082,013 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,082,013
SHILOH INDS INC COM 82454310 1,214 90,093 SH DEFINED 1,2 90,093
SHIP FINANCE INTERNA SHS G8107510 1,038 52,165 SH DEFINED 1,2,5 52,165
SHIRE PLC SPONSORED 82481R10 207 4,195 SH DEFINED 1 4,195
SHOE CARNIVAL INC COM 82488910 3,182 126,173 SH DEFINED 1,5 126,173
SHORE BANCSHARES INC COM 82510710 2,481 86,302 SH DEFINED 1,5 86,302
SHUFFLE MASTER INC COM 82554910 22,076 817,311 SH DEFINED 1,2,6 817,311
SI INTL INC COM 78427V10 4,990 156,021 SH DEFINED 1 156,021
SIEMENS A G SPONSORED 82619750 3,382 38,824 SH DEFINED 1,2 38,824
SIERRA BANCORP COM 82620P10 2,081 66,588 SH DEFINED 1 66,588
SIERRA HEALTH SVCS I COM 82632210 32,766 865,902 SH DEFINED 1,2,5,6,12 865,902
SIERRA PAC RES NEW COM 82642810 42,404 2,957,039 SH DEFINED 1,2,5,13 2,957,039
SIGMA ALDRICH CORP COM 82655210 149,324 1,973,357 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,973,357
SIGMA DESIGNS INC COM 82656510 3,628 242,662 SH DEFINED 1,5 242,662
SIGMATEL INC COM 82661W10 1,753 374,494 SH DEFINED 1,6 374,494
SIGNATURE BK NEW YOR COM 82669G10 11,091 358,598 SH DEFINED 1,2,6 358,598
SILGAN HOLDINGS INC COM 82704810 26,320 700,734 SH DEFINED 1,2,6 700,734
SILICON IMAGE INC COM 82705T10 16,170 1,271,258 SH DEFINED 1,2,5,6 1,271,258
SILICON LABORATORIES COM 82691910 23,406 754,556 SH DEFINED 1,2,5,6,13 754,556
SILICON STORAGE TECH COM 82705710 5,321 1,291,552 SH DEFINED 1,2,5,6 1,291,552
SILICONWARE PRECISIO SPONSD ADR 82708486 539 90,544 SH DEFINED 1 90,544
SIMMONS 1ST NATL COR CL A $1 PA 82873020 9,706 334,587 SH DEFINED 1,2 334,587
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SIMON PPTY GROUP INC COM 82880610 725,201 8,002,664 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 8,002,664
SIMPSON MANUFACTURIN COM 82907310 16,660 616,334 SH DEFINED 1,2,5,6 616,334
SINCLAIR BROADCAST G CL A 82922610 11,237 1,431,473 SH DEFINED 1,2 1,431,473
SINOPEC SHANGHAI PET SPON ADR H 82935M10 313 6,291 SH DEFINED 1 6,291
SIRENZA MICRODEVICES COM 82966T10 2,746 347,543 SH DEFINED 1,2 347,543
SIRF TECHNOLOGY HLDG COM 82967H10 15,627 651,390 SH DEFINED 1,2,6 651,390
SIRIUS SATELLITE RAD COM 82966U10 61,166 15,603,673 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,603,673
SIRNA THERAPEUTICS I COM 82966910 2,005 359,944 SH DEFINED 1,2 359,944
SIRONA DENTAL SYSTEM COM 82966C10 6,800 206,506 SH DEFINED 1,2,6 206,506
SIRVA INC COM 82967Y10 1,781 669,377 SH DEFINED 1,2 669,377
SITEL CORP COM 82980K10 1,689 561,229 SH DEFINED 1 561,229
SIX FLAGS INC COM 83001P10 6,573 1,256,788 SH DEFINED 1,2,5,6 1,256,788
SIZELER PPTY INVS IN COM 83013710 3,851 256,210 SH DEFINED 1,2,3,5 256,210
SJW CORP COM 78430510 6,742 225,416 SH DEFINED 1,2 225,416
SK TELECOM LTD SPONSORED 78440P10 14,358 607,623 SH DEFINED 1,2,4 607,623
SKECHERS U S A INC CL A 83056610 11,757 500,099 SH DEFINED 1,2,6 500,099
SKY FINL GROUP INC COM 83080P10 31,548 1,266,990 SH DEFINED 1,2,5,10 1,266,990
SKYLINE CORP COM 83083010 3,694 96,689 SH DEFINED 1,2 96,689
SKYWEST INC COM 83087910 23,592 962,142 SH DEFINED 1,2,5,6 962,142
SKYWORKS SOLUTIONS I COM 83088M10 12,970 2,499,119 SH DEFINED 1,2,5,6 2,499,119
SL GREEN RLTY CORP COM 78440X10 120,648 1,080,105 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 1,080,105
SLM CORP COM 78442P10 528,102 10,159,718 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,159,718
SM&A COM 78465D10 160 26,131 SH DEFINED 1 26,131
SMART & FINAL INC COM 83168310 3,525 206,499 SH DEFINED 1,2,6 206,499
SMITH & NEPHEW PLC SPDN ADR N 83175M20 417 9,107 SH DEFINED 1 9,107
SMITH & WESSON HLDG COM 83175610 4,056 292,210 SH DEFINED 1 292,210
SMITH A O COM 83186520 14,804 375,446 SH DEFINED 1,2 375,446
SMITH INTL INC COM 83211010 237,220 6,113,928 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,113,928
SMITH MICRO SOFTWARE COM 83215410 4,130 287,226 SH DEFINED 1,2 287,226
SMITHFIELD FOODS INC COM 83224810 41,979 1,553,632 SH DEFINED 1,2,5,12,13 1,553,632
SMITHTOWN BANCORP IN COM 83244910 2,180 80,765 SH DEFINED 1 80,765
SMUCKER J M CO COM NEW 83269640 41,946 874,783 SH DEFINED 1,2,5,6,13 874,783
SMURFIT-STONE CONTAI COM 83272710 34,426 3,073,758 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,073,758
SNAP ON INC COM 83303410 70,801 1,589,259 SH DEFINED 1,2,5,6,7,10,13 1,589,259
SOCIEDAD QUIMICA MIN SPON ADR S 83363510 401 3,487 SH DEFINED 1,2,5 3,487
SOCKET COMMUNICATION COM 83367210 22 21,600 SH DEFINED 1 21,600
SODEXHO ALLIANCE SA SPONSORED 83379210 354 6,405 SH DEFINED 1 6,405
SOHU COM INC COM 83408W10 8,473 384,793 SH DEFINED 1,2 384,793
SOLECTRON CORP COM 83418210 83,261 25,540,226 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,540,226
SOLEXA INC COM 83420X10 2,112 239,439 SH DEFINED 1 239,439
SOMANETICS CORP COM NEW 83444540 263 13,200 SH DEFINED 1 13,200
SOMAXON PHARMACEUTIC COM 83445310 605 49,130 SH DEFINED 1 49,130
SONIC AUTOMOTIVE INC CL A 83545G10 10,120 438,279 SH DEFINED 1,2,5 438,279
SONIC CORP COM 83545110 33,965 1,502,198 SH DEFINED 1,2,5,6 1,502,198
SONIC INNOVATIONS IN COM 83545M10 92 22,580 SH DEFINED 1 22,580
SONIC SOLUTIONS COM 83546010 4,715 309,399 SH DEFINED 1,2,5,6 309,399
SONICWALL INC COM 83547010 15,974 1,462,848 SH DEFINED 1,2,5 1,462,848
SONOCO PRODS CO COM 83549510 125,014 3,716,217 SH DEFINED 1,2,5,6,12,13 3,716,217
SONOSITE INC COM 83568G10 6,035 212,483 SH DEFINED 1,2,6 212,483
SONUS NETWORKS INC COM 83591610 16,991 3,236,328 SH DEFINED 1,2,5,6 3,236,328
SONUS PHARMACEUTICAL COM 83569210 69 14,700 SH DEFINED 1 14,700
SONY CORP ADR NEW 83569930 2,552 63,231 SH DEFINED 1,2 63,231
SOTHEBYS COM 83589810 43,251 1,341,528 SH DEFINED 1,2,6,13 1,341,528
SOURCE INTERLINK COS COM NEW 83615120 4,206 442,754 SH DEFINED 1,2 442,754
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SOUTH FINL GROUP INC COM 83784110 18,209 699,541 SH DEFINED 1,2,5 699,541
SOUTH JERSEY INDS IN COM 83851810 16,069 537,254 SH DEFINED 1,2 537,254
SOUTHERN CO COM 84258710 792,669 23,002,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 23,002,588
SOUTHERN COPPER CORP COM 84265V10 28,837 311,751 SH DEFINED 1,2,5,7,12 311,751
SOUTHERN UN CO NEW COM 84403010 25,175 953,245 SH DEFINED 1,2,5 953,245
SOUTHSIDE BANCSHARES COM 84470P10 3,929 147,209 SH DEFINED 1 147,209
SOUTHWEST AIRLS CO COM 84474110 335,935 20,164,168 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,164,168
SOUTHWEST BANCORP IN COM 84476710 6,462 250,279 SH DEFINED 1,2 250,279
SOUTHWEST GAS CORP COM 84489510 24,688 740,931 SH DEFINED 1,2,5 740,931
SOUTHWEST WTR CO COM 84533110 3,881 317,369 SH DEFINED 1 317,369
SOUTHWESTERN ENERGY COM 84546710 85,136 2,850,209 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,850,209
SOVEREIGN BANCORP IN COM 84590510 198,149 9,211,952 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,211,952
SOVRAN SELF STORAGE COM 84610H10 25,969 467,493 SH DEFINED 1,2,3,5 467,493
SPANISH BROADCASTING CL A 84642588 2,391 547,139 SH DEFINED 1,2,6 547,139
SPANSION INC COM CL A 84649R10 5,659 339,492 SH DEFINED 1,2,6 339,492
SPARTAN STORES INC COM 84682210 5,673 335,708 SH DEFINED 1,2 335,708
SPARTECH CORP COM NEW 84722020 16,247 606,907 SH DEFINED 1,2 606,907
SPATIALIGHT INC COM 84724810 168 80,300 SH DEFINED 1,5 80,300
SPDR TR UNIT SER 1 78462F10 78,839 590,201 SH DEFINED 1,5,6,13 590,201
SPECTRALINK CORP COM 84758010 171 20,801 SH DEFINED 1 20,801
SPECTRANETICS CORP COM 84760C10 4,376 374,030 SH DEFINED 1 374,030
SPECTRUM BRANDS INC COM 84762L10 5,805 687,778 SH DEFINED 1,2 687,778
SPECTRUM CTL INC COM 84761510 162 17,200 SH DEFINED 1 17,200
SPEEDWAY MOTORSPORTS COM 84778810 11,086 304,480 SH DEFINED 1,2 304,480
SPHERION CORP COM 84842010 10,629 1,486,614 SH DEFINED 1,2,5 1,486,614
SPHERIX INC COM 84842R10 24 18,099 SH DEFINED 1 18,099
SPIRENT COMMUNICATIO SPONS ADR 84856M20 86 22,303 SH DEFINED 1 22,303
SPIRIT FIN CORP COM 84856830 14,888 1,282,337 SH DEFINED 1,2,3 1,282,337
SPORT CHALET INC CL A 84916320 126 13,713 SH DEFINED 1 13,713
SPRINT NEXTEL CORP COM FON 85206110 1,355,085 79,013,677 SH DEFINED 1,2,5,6,7,8,10,12,13,14 79,013,677
SPSS INC COM 78462K10 8,696 348,802 SH DEFINED 1,2,5,6 348,802
SPX CORP COM 78463510 72,535 1,357,323 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,357,323
SRA INTL INC CL A 78464R10 21,086 701,449 SH DEFINED 1,2,6,13 701,449
SRS LABS INC COM 78464M10 105 16,900 SH DEFINED 1 16,900
ST JOE CO COM 79014810 48,673 887,056 SH DEFINED 1,2,5,6,7,8,10,12,13,14 887,056
ST JUDE MED INC COM 79084910 326,506 9,252,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 9,252,085
ST MARY LD & EXPL CO COM 79222810 26,912 733,109 SH DEFINED 1,2,5,6,12 733,109
ST PAUL TRAVELERS IN COM 79286010 929,037 19,813,125 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,813,125
STAAR SURGICAL CO COM PAR $0 85231230 201 26,689 SH DEFINED 1 26,689
STAGE STORES INC COM NEW 85254C30 12,426 423,517 SH DEFINED 1,2,5 423,517
STAKTEK HLDGS INC COM 85256P10 1,170 195,644 SH DEFINED 1,2 195,644
STAMPS COM INC COM NEW 85285720 5,067 265,870 SH DEFINED 1,2,6 265,870
STANCORP FINL GROUP COM 85289110 45,731 1,024,664 SH DEFINED 1,2,5,13 1,024,664
STANDARD MICROSYSTEM COM 85362610 9,595 337,629 SH DEFINED 1,2 337,629
STANDARD MTR PRODS I COM 85366610 247 20,576 SH DEFINED 1 20,576
STANDARD PAC CORP NE COM 85375C10 26,403 1,123,539 SH DEFINED 1,2,5 1,123,539
STANDARD PARKING COR COM 85379010 3,655 116,470 SH DEFINED 1,2 116,470
STANDARD REGISTER CO COM 85388710 3,660 277,261 SH DEFINED 1,2 277,261
STANDEX INTL CORP COM 85423110 5,081 182,255 SH DEFINED 1,2,5 182,255
STANLEY FURNITURE IN COM NEW 85430520 4,775 224,091 SH DEFINED 1,2,5 224,091
STANLEY WKS COM 85461610 105,965 2,125,668 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,125,668
STAPLES INC COM 85503010 483,018 19,852,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 19,852,773
STAR GAS PARTNERS L UNIT LTD P 85512C10 118 47,400 SH DEFINED 1,5 47,400
STAR MARITIME ACQUIS COM 85516E10 1,343 139,780 SH DEFINED 1 139,780
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
STAR SCIENTIFIC INC COM 85517P10 92 29,897 SH DEFINED 1,5 29,897
STARBUCKS CORP COM 85524410 639,886 18,792,552 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,792,552
STARTEK INC COM 85569C10 2,039 163,529 SH DEFINED 1 163,529
STARWOOD HOTELS&RESO COM 85590A40 397,689 6,953,825 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 6,953,825
STATE AUTO FINL CORP COM 85570710 9,099 297,850 SH DEFINED 1,2 297,850
STATE BANCORP INC N. COM 85571610 247 12,054 SH DEFINED 1 12,054
STATE NATIONAL BANCS COM 85712410 5,497 144,697 SH DEFINED 1 144,697
STATE STR CORP COM 85747710 859,594 13,775,538 SH DEFINED 1,2,5,6,7,8,10,12,13,14 13,775,538
STATION CASINOS INC COM 85768910 38,193 660,440 SH DEFINED 1,2,5,6,7,8,10,12,13,14 660,440
STATOIL ASA SPONSORED 85771P10 10,269 431,120 SH DEFINED 1 431,120
STEAK N SHAKE CO COM 85787310 6,493 384,421 SH DEFINED 1,2,6 384,421
STEEL DYNAMICS INC COM 85811910 86,113 1,706,907 SH DEFINED 1,2,5,6,10,12,13 1,706,907
STEEL TECHNOLOGIES I COM 85814710 4,771 243,030 SH DEFINED 1 243,030
STEELCASE INC CL A 85815520 11,100 707,427 SH DEFINED 1,2,5 707,427
STEIN MART INC COM 85837510 8,175 537,475 SH DEFINED 1,2,5 537,475
STEINER LEISURE LTD ORD P8744Y10 1,174 27,908 SH DEFINED 1,2,5,6 27,908
STEINWAY MUSICAL INS COM 85849510 4,356 155,577 SH DEFINED 1,2 155,577
STELLENT INC COM 85856W10 3,931 362,649 SH DEFINED 1,2,5 362,649
STEMCELLS INC COM 85857R10 186 87,100 SH DEFINED 1,5 87,100
STEPAN CO COM 85858610 2,122 72,611 SH DEFINED 1,5 72,611
STEPHAN CO COM 85860310 31 10,099 SH DEFINED 1 10,099
STEREOTAXIS INC COM 85916J10 2,506 242,120 SH DEFINED 1 242,120
STERICYCLE INC COM 85891210 51,666 740,302 SH DEFINED 1,2,5,6,12,13 740,302
STERIS CORP COM 85915210 34,718 1,442,994 SH DEFINED 1,2,5,6,13 1,442,994
STERLING BANCORP COM 85915810 5,054 257,057 SH DEFINED 1,2 257,057
STERLING BANCSHARES COM 85890710 13,721 677,556 SH DEFINED 1,2 677,556
STERLING CONSTRUCTIO COM 85924110 1,909 95,182 SH DEFINED 1 95,182
STERLING FINL CORP COM 85931710 10,623 483,103 SH DEFINED 1,2 483,103
STERLING FINL CORP W COM 85931910 19,437 599,356 SH DEFINED 1,2,6 599,356
STEWART ENTERPRISES CL A 86037010 14,467 2,468,746 SH DEFINED 1,2,5 2,468,746
STEWART INFORMATION COM 86037210 9,034 259,813 SH DEFINED 1,2 259,813
STEWART W P & CO LTD COM G8492210 416 33,389 SH DEFINED 1,2,5 33,389
STIFEL FINL CORP COM 86063010 4,514 142,208 SH DEFINED 1 142,208
STILLWATER MNG CO COM 86074Q10 6,928 824,816 SH DEFINED 1,2,5,6 824,816
STONE ENERGY CORP COM 86164210 20,695 511,231 SH DEFINED 1,2,5 511,231
STONERIDGE INC COM 86183P10 128 17,979 SH DEFINED 1 17,979
STORA ENSO CORP SPON ADR R 86210M10 667 44,138 SH DEFINED 1 44,138
STRATAGENE CORP COM 86269H10 106 16,379 SH DEFINED 1 16,379
STRATASYS INC COM 86268510 3,598 136,232 SH DEFINED 1,2,5 136,232
STRATEGIC HOTELS & R COM 86272T10 36,502 1,836,124 SH DEFINED 1,2,3 1,836,124
STRATEX NETWORKS INC COM 86279T10 5,381 1,211,932 SH DEFINED 1,2,5 1,211,932
STRATTEC SEC CORP COM 86311110 295 7,696 SH DEFINED 1,5 7,696
STRATUS PPTYS INC COM NEW 86316720 210 6,493 SH DEFINED 1 6,493
STRAYER ED INC COM 86323610 21,823 201,676 SH DEFINED 1,2,6 201,676
STREETTRACKS SER TR DJ WL LG C 86330E20 1,802 23,096 SH DEFINED 1 23,096
STREETTRACKS SER TR DJ WLSH RE 86330E60 3,993 48,606 SH DEFINED 8 48,606
STRIDE RITE CORP COM 86331410 7,715 552,638 SH DEFINED 1,2,5 552,638
STRYKER CORP COM 86366710 360,319 7,265,963 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,265,963
STUDENT LN CORP COM 86390210 7,959 41,412 SH DEFINED 1,2,5,12 41,412
STURM RUGER & CO INC COM 86415910 179 23,093 SH DEFINED 1 23,093
SUBURBAN PROPANE PAR UNIT LTD P 86448210 1,354 40,107 SH DEFINED 1,2,5 40,107
SUEZ SPONSORED 86468610 744 16,818 SH DEFINED 1,2 16,818
SUFFOLK BANCORP COM 86473910 5,844 183,093 SH DEFINED 1,2 183,093
SULPHCO INC COM 86537810 2,153 346,694 SH DEFINED 1,6 346,694
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SUMMIT BANCSHARES IN COM 86601110 3,570 126,945 SH DEFINED 1 126,945
SUMTOTAL SYS INC COM 86661510 115 15,391 SH DEFINED 1 15,391
SUN BANCORP INC COM 86663B10 3,619 192,209 SH DEFINED 1,2 192,209
SUN COMMUNITIES INC COM 86667410 14,976 468,600 SH DEFINED 1,2,3,5 468,600
SUN HEALTHCARE GROUP COM NEW 86693340 2,449 228,001 SH DEFINED 1 228,001
SUN LIFE FINL INC COM 86679610 7,260 176,767 SH DEFINED 1 176,767
SUN MICROSYSTEMS INC COM 86681010 419,019 84,650,291 SH DEFINED 1,2,5,6,7,8,10,12,13,14 84,650,291
SUNAIR SERVICES CORP COM 86701710 48 11,100 SH DEFINED 1 11,100
SUNCOM WIRELESS HLDG CL A 86722Q10 50 52,211 SH DEFINED 1,5 52,211
SUNCOR ENERGY INC COM 86722910 814 11,292 SH DEFINED 1,2,7 11,292
SUNLINK HEALTH SYSTE COM 86737U10 111 13,400 SH DEFINED 1 13,400
SUNOCO INC COM 86764P10 717,788 11,541,858 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,541,858
SUNOCO LOGISTICS PRT COM UNITS 86764L10 709 15,834 SH DEFINED 1,2 15,834
SUNPOWER CORP COM CL A 86765210 3,861 139,183 SH DEFINED 1,2 139,183
SUNRISE SENIOR LIVIN COM 86768K10 23,594 789,900 SH DEFINED 1,2,6 789,900
SUNSTONE HOTEL INVS COM 86789210 40,665 1,368,265 SH DEFINED 1,2,3 1,368,265
SUNTECH PWR HLDGS CO ADR 86800C10 1,373 53,155 SH DEFINED 1,2,7 53,155
SUN-TIMES MEDIA GROU COM 86688Q10 5,971 907,494 SH DEFINED 1,2,5 907,494
SUNTRON CORP COM 86789P10 22 18,215 SH DEFINED 1 18,215
SUNTRUST BKS INC COM 86791410 682,095 8,826,280 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,826,280
SUPERGEN INC COM 86805910 2,931 629,013 SH DEFINED 1,2,5 629,013
SUPERIOR BANCORP COM 86806M10 1,872 162,820 SH DEFINED 1,5 162,820
SUPERIOR ENERGY SVCS COM 86815710 17,212 655,463 SH DEFINED 1,2,5,6,12 655,463
SUPERIOR ESSEX INC COM 86815V10 10,403 303,731 SH DEFINED 1,2 303,731
SUPERIOR INDS INTL I COM 86816810 5,466 325,557 SH DEFINED 1,2,5 325,557
SUPERIOR UNIFORM GP COM 86835810 136 11,004 SH DEFINED 1 11,004
SUPERIOR WELL SVCS I COM 86837X10 2,593 130,945 SH DEFINED 1,2,6 130,945
SUPERTEX INC COM 86853210 5,585 143,673 SH DEFINED 1 143,673
SUPERVALU INC COM 86853610 184,555 6,224,467 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,224,467
SUPPORTSOFT INC COM 86858710 244 55,837 SH DEFINED 1,5 55,837
SUPREME INDS INC CL A 86860710 130 19,692 SH DEFINED 1 19,692
SUREWEST COMMUNICATI COM 86873310 4,532 232,762 SH DEFINED 1,2,5 232,762
SURMODICS INC COM 86887310 12,659 360,458 SH DEFINED 1,2,6 360,458
SUSQUEHANNA BANCSHAR COM 86909910 23,866 976,526 SH DEFINED 1,2,5 976,526
SVB FINL GROUP COM 78486Q10 29,420 659,042 SH DEFINED 1,2,5,6,13 659,042
SWIFT ENERGY CO COM 87073810 23,172 554,089 SH DEFINED 1,2,5 554,089
SWIFT TRANSN CO COM 87075610 18,620 784,988 SH DEFINED 1,2,5,13 784,988
SWISSCOM AG SPONSORED 87101310 691 20,703 SH DEFINED 1 20,703
SWS GROUP INC COM 78503N10 11,092 445,656 SH DEFINED 1,2 445,656
SYBASE INC COM 87113010 66,064 2,725,401 SH DEFINED 1,2,5,7,10,13,14 2,725,401
SYCAMORE NETWORKS IN COM 87120610 18,629 4,928,270 SH DEFINED 1,2,5,8 4,928,270
SYKES ENTERPRISES IN COM 87123710 13,669 671,695 SH DEFINED 1,2,6 671,695
SYMANTEC CORP COM 87150310 470,175 22,094,704 SH DEFINED 1,2,5,6,7,10,12,13 22,094,704
SYMBION INC DEL COM 87150710 5,401 294,169 SH DEFINED 1,2,6 294,169
SYMBOL TECHNOLOGIES COM 87150810 92,600 6,231,507 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,231,507
SYMMETRICOM INC COM 87154310 5,696 705,857 SH DEFINED 1,2,5 705,857
SYMMETRY MED INC COM 87154620 6,612 438,172 SH DEFINED 1,2,6 438,172
SYMS CORP COM 87155110 2,859 140,419 SH DEFINED 1,2 140,419
SYMYX TECHNOLOGIES COM 87155S10 8,965 423,057 SH DEFINED 1,2,5,6 423,057
SYNAGRO TECHNOLOGIES COM NEW 87156220 3,430 812,863 SH DEFINED 1 812,863
SYNAPTICS INC COM 87157D10 14,735 604,631 SH DEFINED 1,2,5,6 604,631
SYNGENTA AG SPONSORED 87160A10 1,371 45,421 SH DEFINED 1 45,421
SYNIVERSE HLDGS INC COM 87163F10 13,106 873,750 SH DEFINED 1,2,6 873,750
SYNNEX CORP COM 87162W10 3,777 164,154 SH DEFINED 1,2 164,154
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
SYNOPSYS INC COM 87160710 79,601 4,036,560 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,036,560
SYNOVUS FINL CORP COM 87161C10 220,298 7,500,773 SH DEFINED 1,2,5,6,7,8,10,12,13,14 7,500,773
SYNPLICITY INC COM 87160Y10 152 23,699 SH DEFINED 1 23,699
SYNTEL INC COM 87162H10 2,094 92,462 SH DEFINED 1,2,6 92,462
SYNTROLEUM CORP COM 87163010 2,569 536,410 SH DEFINED 1,2,5,6 536,410
SYSCO CORP COM 87182910 521,526 15,591,210 SH DEFINED 1,2,5,6,7,8,10,12,13,14 15,591,210
SYSTEMAX INC COM 87185110 2,176 135,804 SH DEFINED 1,2 135,804
T-3 ENERGY SRVCS INC COM 87306E10 1,050 52,301 SH DEFINED 1,2 52,301
TAIWAN GREATER CHINA SH BEN INT 87403710 171 30,000 SH DEFINED 7 30,000
TAIWAN SEMICONDUCTOR SPONSORED 87403910 89,666 9,340,214 SH DEFINED 1,4,5,7,8 9,340,214
TAKE-TWO INTERACTIVE COM 87405410 17,178 1,204,629 SH DEFINED 1,2,5,6 1,204,629
TAL INTL GROUP INC COM 87408310 4,470 210,735 SH DEFINED 1,2,6 210,735
TALBOTS INC COM 87416110 11,366 417,098 SH DEFINED 1,2,5 417,098
TALEO CORP CL A 87424N10 947 93,610 SH DEFINED 1 93,610
TALISMAN ENERGY INC COM 87425E10 194 11,815 SH DEFINED 1,7 11,815
TALK AMERICA HLDGS I COM NEW 87426R20 4,231 445,397 SH DEFINED 1 445,397
TALX CORP COM 87491810 16,589 676,563 SH DEFINED 1,2,5,6 676,563
TAM SA SP ADR REP 87484D10 13,967 437,842 SH DEFINED 1,2,7 437,842
TANGER FACTORY OUTLE COM 87546510 26,939 756,293 SH DEFINED 1,2,3,5 756,293
TANOX INC COM 87588Q10 5,355 453,032 SH DEFINED 1,2,6 453,032
TARGET CORP COM 87612E10 3,959,168 71,659,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 71,659,152
TARRAGON CORP COM 87628710 1,882 180,746 SH DEFINED 1,5 180,746
TASER INTL INC COM 87651B10 6,004 783,753 SH DEFINED 1,2,5,6 783,753
TATA MTRS LTD SPONSORED 87656850 7,936 427,130 SH DEFINED 2,4,5 427,130
TAUBMAN CTRS INC COM 87666410 42,825 964,094 SH DEFINED 1,2,3,5,6 964,094
TAYLOR CAP GROUP INC COM 87685110 3,968 134,293 SH DEFINED 1 134,293
TC PIPELINES LP UT COM LTD 87233Q10 698 22,804 SH DEFINED 1,2,5 22,804
TCF FINL CORP COM 87227510 64,690 2,460,638 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,460,638
TD AMERITRADE HLDG C COM 87236Y10 55,608 2,950,013 SH DEFINED 1,2,5,12 2,950,013
TD BANKNORTH INC COM 87235A10 44,591 1,544,024 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,544,024
TDK CORP AMERN DEP 87235140 882 11,001 SH DEFINED 1,2 11,001
TEAM INC COM 87815510 1,392 55,556 SH DEFINED 1 55,556
TECH DATA CORP COM 87823710 33,142 907,264 SH DEFINED 1,2,5,10,13 907,264
TECH OPS SEVCON INC COM 87829310 87 12,400 SH DEFINED 1 12,400
TECHNE CORP COM 87837710 44,177 868,607 SH DEFINED 1,2,5,6,12,13 868,607
TECHNICAL OLYMPIC US COM 87848310 2,622 266,704 SH DEFINED 1,2 266,704
TECHNITROL INC COM 87855510 19,216 643,756 SH DEFINED 1,2,5 643,756
TECHNOLOGY INVT CAP COM 87871730 2,859 195,435 SH DEFINED 1 195,435
TECHNOLOGY RESH CORP COM NEW 87872730 55 12,900 SH DEFINED 1 12,900
TECK COMINCO LTD CL B 87874220 9,588 153,432 SH DEFINED 5,7,13 153,432
TECO ENERGY INC COM 87237510 93,040 5,945,074 SH DEFINED 1,2,5,6,10,12,13 5,945,074
TECUMSEH PRODS CO CL A 87889520 3,968 260,895 SH DEFINED 1,2,5 260,895
TEEKAY LNG PARTNERS PRTNRSP UN Y8564M10 330 10,852 SH DEFINED 1,2 10,852
TEEKAY SHIPPING MARS COM Y8564W10 4,656 113,245 SH DEFINED 1,2,5,12 113,245
TEJON RANCH CO DEL COM 87908010 5,794 136,551 SH DEFINED 1,2,6 136,551
TEKELEC COM 87910110 10,070 776,982 SH DEFINED 1,2,5,6 776,982
TEKTRONIX INC COM 87913110 55,128 1,905,564 SH DEFINED 1,2,5,6,10,12,13 1,905,564
TELE NORTE LESTE PAR SPON ADR P 87924610 240 17,529 SH DEFINED 1,2 17,529
TELECOM ARGENTINA S SPON ADR R 87927320 1,430 104,011 SH DEFINED 1,2,5,7 104,011
TELECOMMUNICATION SY CL A 87929J10 140 52,020 SH DEFINED 1,5 52,020
TELEDYNE TECHNOLOGIE COM 87936010 23,609 596,184 SH DEFINED 1,2,5,6 596,184
TELEFLEX INC COM 87936910 41,627 748,157 SH DEFINED 1,2,5,13 748,157
TELEFONICA S A SPONSORED 87938220 16,402 316,581 SH DEFINED 1,2 316,581
TELEFONOS DE MEXICO SPON ADR O 87940378 20,667 807,934 SH DEFINED 1,2,7 807,934
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
TELEKOM AUSTRIA AG SPONSORED 87943Q10 209 4,160 SH DEFINED 1 4,160
TELEPHONE & DATA SYS COM 87943310 70,236 1,668,303 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,668,303
TELEPHONE & DATA SYS SPL COM 87943386 9,412 230,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 230,401
TELETECH HOLDINGS IN COM 87993910 15,734 1,006,630 SH DEFINED 1,2,6 1,006,630
TELIK INC COM 87959M10 13,829 777,366 SH DEFINED 1,2,6 777,366
TELKONET INC COM 87960410 48 16,840 SH DEFINED 1 16,840
TELLABS INC COM 87966410 139,923 12,766,734 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,766,734
TELSTRA CORP LTD SPON ADR F 87969N20 321 23,351 SH DEFINED 1 23,351
TELULAR CORP COM NEW 87970T20 50 23,100 SH DEFINED 1 23,100
TELUS CORP NON-VTG SH 87971M20 218 3,892 SH DEFINED 2,7 3,892
TEMPLE INLAND INC COM 87986810 226,328 5,644,093 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,644,093
TEMPUR PEDIC INTL IN COM 88023U10 12,536 730,088 SH DEFINED 1,2,6 730,088
TENARIS S A SPONSORED 88031M10 94,873 2,681,545 SH DEFINED 1,2,4,5,7 2,681,545
TENET HEALTHCARE COR COM 88033G10 94,646 11,627,299 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,627,299
TENNANT CO COM 88034510 6,714 275,840 SH DEFINED 1,2 275,840
TENNECO INC COM 88034910 15,403 658,545 SH DEFINED 1,2,5,6 658,545
TEPPCO PARTNERS L P UT LTD PAR 87238410 3,518 94,670 SH DEFINED 1,2,5 94,670
TERADYNE INC COM 88077010 66,278 5,036,340 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,036,340
TERCICA INC COM 88078L10 121 22,625 SH DEFINED 1 22,625
TEREX CORP NEW COM 88077910 146,025 3,229,223 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,229,223
TERNIUM SA SPON ADR 88089010 12,644 545,947 SH DEFINED 1,2,7 545,947
TERRA INDS INC COM 88091510 11,919 1,545,969 SH DEFINED 1,2,6 1,545,969
TERREMARK WORLDWIDE COM NEW 88144820 2,481 446,993 SH DEFINED 1,5 446,993
TESORO CORP COM 88160910 136,688 2,357,506 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,357,506
TESSERA TECHNOLOGIES COM 88164L10 21,275 611,697 SH DEFINED 1,2,6 611,697
TETRA TECH INC NEW COM 88162G10 18,569 1,065,973 SH DEFINED 1,2,5,6 1,065,973
TETRA TECHNOLOGIES I COM 88162F10 14,716 609,108 SH DEFINED 1,2,5,6 609,108
TEVA PHARMACEUTICAL ADR 88162420 31,574 926,181 SH DEFINED 1,2,5,7 926,181
TEXAS CAPITAL BANCSH COM 88224Q10 5,431 290,109 SH DEFINED 1,2,6 290,109
TEXAS INDS INC COM 88249110 22,583 433,793 SH DEFINED 1,2,5 433,793
TEXAS INSTRS INC COM 88250810 1,496,699 45,013,501 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,013,501
TEXAS REGL BANCSHARE CL A VTG 88267310 34,568 899,040 SH DEFINED 1,2,5,13 899,040
TEXAS ROADHOUSE INC CL A 88268110 9,435 768,315 SH DEFINED 1,2,6 768,315
TEXAS UTD BANCSHARES COM 88283810 3,925 118,984 SH DEFINED 1 118,984
TEXTRON INC COM 88320310 310,336 3,546,695 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,546,695
THERAGENICS CORP COM 88337510 113 39,081 SH DEFINED 1 39,081
THERAVANCE INC COM 88338T10 3,008 111,226 SH DEFINED 1,2,6 111,226
THERMA-WAVE INC COM 88343A10 34 28,168 SH DEFINED 1 28,168
THERMO ELECTRON CORP COM 88355610 193,581 4,921,959 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,921,959
THERMOGENESIS CORP COM NEW 88362320 2,495 644,666 SH DEFINED 1,5 644,666
THESTREET COM COM 88368Q10 2,476 232,660 SH DEFINED 1,2 232,660
THIRD WAVE TECHNOLOG COM 88428W10 87 19,464 SH DEFINED 1 19,464
THOMAS & BETTS CORP COM 88431510 48,609 1,018,853 SH DEFINED 1,2,5,6,12,13 1,018,853
THOMAS PPTYS GROUP I COM 88445310 185 14,400 SH DEFINED 1 14,400
THOMAS WEISEL PARTNE COM 88448110 1,152 71,781 SH DEFINED 1,2 71,781
THOMSON SPONSORED 88511810 276 17,590 SH DEFINED 1 17,590
THOMSON CORP COM 88490310 1,312 32,563 SH DEFINED 7 32,563
THOR INDS INC COM 88516010 23,596 573,146 SH DEFINED 1,2,5,6,13 573,146
THORATEC CORP COM NEW 88517530 11,890 761,696 SH DEFINED 1,2,5,6 761,696
THORNBURG MTG INC COM 88521810 25,631 1,006,321 SH DEFINED 1,2,5 1,006,321
THQ INC COM NEW 87244340 25,789 884,102 SH DEFINED 1,2,5,6 884,102
THRESHOLD PHARMACEUT COM 88580710 55 21,400 SH DEFINED 1,2,6 21,400
TIBCO SOFTWARE INC COM 88632Q10 28,134 3,132,995 SH DEFINED 1,2,5,6 3,132,995
TIDEWATER INC COM 88642310 60,480 1,368,638 SH DEFINED 1,2,5,6,12,13 1,368,638
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
TIENS BIOTECH GROUP COM 88650T10 107 36,726 SH DEFINED 1 36,726
TIERONE CORP COM 88650R10 12,713 374,679 SH DEFINED 1,2 374,679
TIFFANY & CO NEW COM 88654710 119,072 3,586,520 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,586,520
TIM HORTONS INC COM 88706M10 5,073 192,876 SH DEFINED 1,2 192,876
TIM PARTICIPACOES S SPONS ADR 88706P10 62,645 2,249,365 SH DEFINED 1,4,5,7 2,249,365
TIMBERLAND CO CL A 88710010 41,641 1,447,385 SH DEFINED 1,2,5,6,12,13 1,447,385
TIME WARNER INC COM 88731710 2,046,711 112,271,585 SH DEFINED 1,2,5,6,7,8,10,12,13,14 112,271,585
TIME WARNER TELECOM CL A 88731910 23,583 1,240,539 SH DEFINED 1,2,5,6 1,240,539
TIMKEN CO COM 88738910 37,461 1,257,912 SH DEFINED 1,2,5,8,12,13 1,257,912
TITAN INTL INC ILL COM 88830M10 4,105 227,031 SH DEFINED 1 227,031
TITAN PHARMACEUTICAL COM 88831410 64 29,117 SH DEFINED 1 29,117
TITANIUM METALS CORP COM NEW 88833920 18,444 729,605 SH DEFINED 1,2,5,6 729,605
TIVO INC COM 88870610 6,850 902,564 SH DEFINED 1,2,6 902,564
TJX COS INC NEW COM 87254010 331,947 11,842,571 SH DEFINED 1,2,5,6,7,8,10,12,13,14 11,842,571
TNS INC COM 87296010 4,542 301,567 SH DEFINED 1,2,6 301,567
TNT N V SPONSORED 87260W10 435 11,450 SH DEFINED 1 11,450
TODCO COM 88889T10 29,017 838,649 SH DEFINED 1,2,5,6 838,649
TOLL BROTHERS INC COM 88947810 72,446 2,579,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,579,985
TOLLGRADE COMMUNICAT COM 88954210 326 36,436 SH DEFINED 1 36,436
TOMKINS PLC SPONSORED 89003020 204 11,405 SH DEFINED 1 11,405
TOMPKINSTRUSTCO INC COM 89011010 5,482 120,624 SH DEFINED 1,2,5 120,624
TOOTSIE ROLL INDS IN COM 89051610 16,667 568,653 SH DEFINED 1,2,5,6,13 568,653
TOPPS INC COM 89078610 4,455 497,196 SH DEFINED 1,2 497,196
TORCHMARK CORP COM 89102710 163,102 2,584,410 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,584,410
TOREADOR RES CORP COM 89105010 3,310 179,680 SH DEFINED 1,2 179,680
TORO CO COM 89109210 38,695 917,601 SH DEFINED 1,2,5,6,10,12 917,601
TORONTO DOMINION BK COM NEW 89116050 2,322 39,261 SH DEFINED 1,2 39,261
TOTAL S A SPONSORED 89151E10 33,187 503,298 SH DEFINED 1,2 503,298
TOTAL SYS SVCS INC COM 89190610 13,120 574,700 SH DEFINED 1,2,5,12 574,700
TOWER GROUP INC COM 89177710 7,397 221,799 SH DEFINED 1,2 221,799
TOYOTA MOTOR CORP SP ADR REP 89233130 6,825 62,668 SH DEFINED 1,2 62,668
TRACTOR SUPPLY CO COM 89235610 22,484 465,884 SH DEFINED 1,2,5,6 465,884
TRADESTATION GROUP I COM 89267P10 6,059 402,071 SH DEFINED 1,2,5,6 402,071
TRAFFIX INC COM 89272110 96 18,400 SH DEFINED 1 18,400
TRAMMELL CROW CO COM 89288R10 18,730 513,016 SH DEFINED 1,2,6 513,016
TRANS WORLD ENTMT CO COM 89336Q10 228 37,697 SH DEFINED 1 37,697
TRANSACT TECHNOLOGIE COM 89291810 109 12,261 SH DEFINED 1 12,261
TRANSACTION SYS ARCH COM 89341610 33,889 987,431 SH DEFINED 1,2,6,13 987,431
TRANSALTA CORP COM 89346D10 377 17,906 SH DEFINED 1,7 17,906
TRANSATLANTIC HLDGS COM 89352110 15,494 256,481 SH DEFINED 1,2,5,12 256,481
TRANSCAT INC COM 89352910 109 19,200 SH DEFINED 1 19,200
TRANSDIGM GROUP INC COM 89364110 2,686 109,998 SH DEFINED 1,2 109,998
TRANSMERIDIAN EXPL I COM 89376N10 2,983 755,250 SH DEFINED 1,2,5 755,250
TRANSMETA CORP DEL COM 89376R10 2,574 2,238,153 SH DEFINED 1,2,5 2,238,153
TRANSOCEAN INC ORD G9007810 607,561 8,296,617 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,296,617
TRANSPORTADORA DE GA SPON ADR B 89387020 176 31,980 SH DEFINED 1,5 31,980
TRANSWITCH CORP COM 89406510 2,080 1,474,930 SH DEFINED 1,5 1,474,930
TRAVELZOO INC COM 89421Q10 5,677 196,985 SH DEFINED 1,2 196,985
TRC COS INC COM 87262510 1,813 212,845 SH DEFINED 1 212,845
TREDEGAR CORP COM 89465010 7,775 464,464 SH DEFINED 1,2 464,464
TREEHOUSE FOODS INC COM 89469A10 12,104 511,780 SH DEFINED 1,2,5 511,780
TREND MICRO INC SPONS ADR 89486M20 544 18,697 SH DEFINED 1 18,697
TREX INC COM 89531P10 3,829 158,466 SH DEFINED 1,2,6 158,466
TRI CONTL CORP COM 89543610 2,150 102,218 SH DEFINED 5,12 102,218
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
TRI VY CORP COM 89573510 132 18,280 SH DEFINED 1,5 18,280
TRIAD GTY INC COM 89592510 14,255 278,586 SH DEFINED 1,2 278,586
TRIAD HOSPITALS INC COM 89579K10 66,675 1,514,301 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,514,301
TRIARC COS INC CL B SER 1 89592730 11,526 762,327 SH DEFINED 1,2,6 762,327
TRIBUNE CO NEW COM 89604710 158,511 4,844,459 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,844,459
TRICO BANCSHARES COM 89609510 4,661 188,314 SH DEFINED 1,2 188,314
TRICO MARINE SERVICE COM NEW 89610620 12,460 369,180 SH DEFINED 1,2 369,180
TRIDENT MICROSYSTEMS COM 89591910 17,132 736,543 SH DEFINED 1,2,5,6 736,543
TRIMBLE NAVIGATION L COM 89623910 21,985 466,963 SH DEFINED 1,2,5,6,12 466,963
TRIMERIS INC COM 89626310 2,509 285,134 SH DEFINED 1,2,5 285,134
TRINITY INDS INC COM 89652210 34,568 1,074,531 SH DEFINED 1,2,5,12,13 1,074,531
TRIPATH IMAGING INC COM 89694210 3,649 404,080 SH DEFINED 1,2,5 404,080
TRIQUINT SEMICONDUCT COM 89674K10 14,801 2,846,357 SH DEFINED 1,2,5,6,13 2,846,357
TRIUMPH GROUP INC NE COM 89681810 10,390 245,342 SH DEFINED 1,2 245,342
TRIZEC PROPERTIES IN COM 89687P10 49,144 1,699,900 SH DEFINED 1,2,3 1,699,900
TRIZETTO GROUP INC COM 89688210 13,506 892,106 SH DEFINED 1,2,6 892,106
TRM CORP COM 87263610 28 12,700 SH DEFINED 1 12,700
TRONOX INC CL A 89705110 632 49,544 SH DEFINED 1,2 49,544
TRONOX INC COM CL B 89705120 7,454 583,721 SH DEFINED 1,2,5,12,14 583,721
TRUE RELIGION APPARE COM 89784N10 3,127 148,111 SH DEFINED 1,6 148,111
TRUMP ENTMT RESORTS COM 89816T10 6,990 412,153 SH DEFINED 1,2,6 412,153
TRUSTCO BK CORP N Y COM 89834910 11,225 1,035,554 SH DEFINED 1,2,5 1,035,554
TRUSTMARK CORP COM 89840210 24,768 788,049 SH DEFINED 1,2,5 788,049
TRUSTREET PPTYS INC COM 89840410 15,065 1,204,244 SH DEFINED 1,2,3,5 1,204,244
TRW AUTOMOTIVE HLDGS COM 87264S10 9,646 400,742 SH DEFINED 1,2,5 400,742
TTM TECHNOLOGIES IN COM 87305R10 11,076 946,688 SH DEFINED 1,2,6 946,688
TUESDAY MORNING CORP COM NEW 89903550 5,793 417,337 SH DEFINED 1,2,5 417,337
TUMBLEWEED COMMUNICA COM 89969010 134 47,619 SH DEFINED 1,5 47,619
TUPPERWARE BRANDS CO COM 89989610 21,928 1,126,806 SH DEFINED 1,2,5,13 1,126,806
TURBOCHEF TECHNOLOGI COM NEW 90000620 2,631 189,302 SH DEFINED 1,5,6 189,302
TURKCELL ILETISIM HI SPON ADR N 90011120 1,929 145,036 SH DEFINED 1,2,4 145,036
TUT SYSTEMS COM 90110310 17 18,418 SH DEFINED 1 18,418
TWEEN BRANDS INC COM 90116610 22,978 611,110 SH DEFINED 1,2,5,6 611,110
TWEETER HOME ENTMT G COM 90116710 125 27,419 SH DEFINED 1 27,419
TXU CORP COM 87316810 1,105,184 17,677,284 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,677,284
TYCO INTL LTD NEW COM 90212410 1,321,855 47,225,980 SH DEFINED 1,2,5,6,7,8,10,12,13,14 47,225,980
TYLER TECHNOLOGIES I COM 90225210 9,460 731,605 SH DEFINED 1,2,5,6 731,605
TYSON FOODS INC CL A 90249410 100,174 6,308,156 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,308,156
U S AIRWAYS GROUP IN COM 90341W10 29,235 659,481 SH DEFINED 1,2 659,481
U S B HLDG INC COM 90291010 3,633 164,665 SH DEFINED 1,2 164,665
U S CONCRETE INC COM 90333L10 2,813 432,049 SH DEFINED 1,2,5 432,049
U S G CORP COM NEW 90329340 29,621 629,704 SH DEFINED 1,2,5,7,10,12,14 629,704
U S PHYSICAL THERAPY COM 90337L10 224 18,787 SH DEFINED 1,5 18,787
U S SHIPPING PARTNER COM UNIT 90341710 221 11,490 SH DEFINED 1,2 11,490
U S XPRESS ENTERPRIS CL A 90338N10 2,989 129,077 SH DEFINED 1 129,077
U STORE IT TR COM 91274F10 23,508 1,095,437 SH DEFINED 1,2,3 1,095,437
UAL CORP COM NEW 90254980 18,303 688,848 SH DEFINED 1,2,5 688,848
UAP HLDG CORP COM 90344110 16,983 794,717 SH DEFINED 1,2 794,717
UBS AG SHS NEW H8923133 108,848 1,835,232 SH DEFINED 1,2 1,835,232
UCBH HOLDINGS INC COM 90262T30 27,804 1,592,460 SH DEFINED 1,2,5,6 1,592,460
UGI CORP NEW COM 90268110 38,776 1,585,926 SH DEFINED 1,2,5 1,585,926
UIL HLDG CORP COM 90274810 15,642 417,121 SH DEFINED 1,2,5 417,121
ULTICOM INC COM 90384410 2,446 234,985 SH DEFINED 1,2,5,6 234,985
ULTIMATE SOFTWARE GR COM 90385D10 6,854 291,308 SH DEFINED 1,2,6 291,308
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
ULTRA PETROLEUM CORP COM 90391410 41,079 853,848 SH DEFINED 1,2,5,6,7,8,10,12,13,14 853,848
ULTRALIFE BATTERIES COM 90389910 184 17,700 SH DEFINED 1 17,700
ULTRATECH INC COM 90403410 4,712 353,787 SH DEFINED 1,2,6 353,787
UMB FINL CORP COM 90278810 23,379 639,283 SH DEFINED 1,2,5 639,283
UMPQUA HLDGS CORP COM 90421410 23,531 822,766 SH DEFINED 1,2,5 822,766
UNDER ARMOUR INC CL A 90431110 10,989 274,593 SH DEFINED 1,2,6 274,593
UNIBANCO-UNIAO DE BA GDR REP PF 90458E10 62,362 842,735 SH DEFINED 1,2,4,5,7 842,735
UNIFI INC COM 90467710 195 81,408 SH DEFINED 1 81,408
UNIFIRST CORP MASS COM 90470810 5,912 189,242 SH DEFINED 1,2,5 189,242
UNILEVER N V N Y SHS NE 90478470 1,236 50,354 SH DEFINED 1,2 50,354
UNILEVER PLC SPON ADR N 90476770 323 13,032 SH DEFINED 1 13,032
UNION BANKSHARES COR COM 90539910 5,865 132,326 SH DEFINED 1,2 132,326
UNION DRILLING INC COM 90653P10 1,364 124,024 SH DEFINED 1 124,024
UNION PAC CORP COM 90781810 581,156 6,604,047 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,604,047
UNIONBANCAL CORP COM 90890610 52,148 856,286 SH DEFINED 1,2,5,6,7,8,10,12,13,14 856,286
UNISOURCE ENERGY COR COM 90920510 17,749 532,511 SH DEFINED 1,2,5 532,511
UNISYS CORP COM 90921410 49,754 8,790,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,790,531
UNIT CORP COM 90921810 23,632 514,065 SH DEFINED 1,2,5,6,12 514,065
UNITED AMER INDEMNIT CL A 90933T10 465 20,697 SH DEFINED 1,2 20,697
UNITED AUTO GROUP IN COM 90944010 11,418 487,962 SH DEFINED 1,2 487,962
UNITED BANKSHARES IN COM 90990710 23,400 628,682 SH DEFINED 1,2,5 628,682
UNITED CMNTY BKS BLA CAP STK 90984P10 14,016 466,431 SH DEFINED 1,2,6 466,431
UNITED CMNTY FINL CO COM 90983910 8,481 688,424 SH DEFINED 1,2,5 688,424
UNITED DOMINION REAL COM 91019710 104,050 3,445,375 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 3,445,375
UNITED FIRE & CAS CO COM 91033110 9,109 291,009 SH DEFINED 1,2 291,009
UNITED GUARDIAN INC COM 91057110 130 14,000 SH DEFINED 1 14,000
UNITED INDL CORP COM 91067110 7,947 148,545 SH DEFINED 1,2,6 148,545
UNITED MICROELECTRON SPONSORED 91087320 2,306 748,604 SH DEFINED 1 748,604
UNITED NAT FOODS INC COM 91116310 20,482 660,937 SH DEFINED 1,2,6 660,937
UNITED ONLINE INC COM 91126810 12,852 1,055,161 SH DEFINED 1,2,5 1,055,161
UNITED PANAM FINANCI COM 91130110 1,763 113,896 SH DEFINED 1,6 113,896
UNITED PARCEL SERVIC CL B 91131210 1,793,620 24,932,166 SH DEFINED 1,2,5,6,7,8,10,12,13,14 24,932,166
UNITED RENTALS INC COM 91136310 23,282 1,001,366 SH DEFINED 1,2,5,13 1,001,366
UNITED SECURITY BANC COM 91146010 852 37,814 SH DEFINED 1 37,814
UNITED STATES CELLUL COM 91168410 9,265 155,190 SH DEFINED 1,2,5 155,190
UNITED STATES STL CO COM 91290910 244,742 4,243,093 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,243,093
UNITED STATIONERS IN COM 91300410 36,360 781,777 SH DEFINED 1,2,5 781,777
UNITED SURGICAL PART COM 91301630 20,652 831,734 SH DEFINED 1,2,6 831,734
UNITED TECHNOLOGIES COM 91301710 6,500,889 102,618,612 SH DEFINED 1,2,5,6,7,8,10,12,13,14 102,618,612
UNITED THERAPEUTICS COM 91307C10 18,868 358,568 SH DEFINED 1,2,6 358,568
UNITED UTILS PLC SPONSORED 91311Q10 1,005 37,966 SH DEFINED 1 37,966
UNITEDHEALTH GROUP I COM 91324P10 1,823,244 37,057,800 SH DEFINED 1,2,5,6,7,8,10,12,13,14 37,057,800
UNITRIN INC COM 91327510 43,449 983,670 SH DEFINED 1,2,5,12,13 983,670
UNIVERSAL AMERN FINL COM 91337710 8,990 559,402 SH DEFINED 1,2,6 559,402
UNIVERSAL COMPRESSIO COM 91343110 44,114 825,328 SH DEFINED 1,2 825,328
UNIVERSAL CORP VA COM 91345610 28,482 779,675 SH DEFINED 1,2,5,13 779,675
UNIVERSAL DISPLAY CO COM 91347P10 3,452 312,953 SH DEFINED 1,2,6 312,953
UNIVERSAL ELECTRS IN COM 91348310 3,749 197,316 SH DEFINED 1,2,5 197,316
UNIVERSAL FST PRODS COM 91354310 16,140 329,046 SH DEFINED 1,2 329,046
UNIVERSAL HEALTH RLT SH BEN INT 91359E10 6,457 180,099 SH DEFINED 1,2,3 180,099
UNIVERSAL HLTH SVCS CL B 91390310 51,438 858,297 SH DEFINED 1,2,5,7,10,12,13,14 858,297
UNIVERSAL TECHNICAL COM 91391510 7,443 416,040 SH DEFINED 1,2,6 416,040
UNIVERSAL TRUCKLOAD COM 91388P10 1,777 68,439 SH DEFINED 1 68,439
UNIVEST CORP PA COM 91527110 4,307 149,095 SH DEFINED 1 149,095
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ---------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
UNIVISION COMMUNICAT CL A 91490610 215,851 6,285,709 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,285,709
UNUMPROVIDENT CORP COM 91529Y10 206,457 10,647,588 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,647,588
UPM KYMMENE CORP SPONSORED 91543610 711 30,010 SH DEFINED 1 30,010
UQM TECHNOLOGIES INC COM 90321310 54 19,576 SH DEFINED 1 19,576
URBAN OUTFITTERS INC COM 91704710 33,589 1,895,565 SH DEFINED 1,2,5,12,13 1,895,565
UROLOGIX INC COM 91727310 54 19,209 SH DEFINED 1 19,209
URS CORP NEW COM 90323610 15,305 393,544 SH DEFINED 1,2,5 393,544
URSTADT BIDDLE PPTYS COM 91728610 198 11,570 SH DEFINED 1 11,570
URSTADT BIDDLE PPTYS CL A 91728620 8,408 462,766 SH DEFINED 1,2,3 462,766
US BANCORP DEL COM NEW 90297330 1,655,437 49,832,531 SH DEFINED 1,2,5,6,7,8,10,12,13,14 49,832,531
US LEC CORP CL A 90331S10 94 13,600 SH DEFINED 1 13,600
USA MOBILITY INC COM 90341G10 11,050 483,779 SH DEFINED 1,2 483,779
USA TRUCK INC COM 90292510 1,556 81,662 SH DEFINED 1 81,662
USANA HEALTH SCIENCE COM 90328M10 13,898 311,694 SH DEFINED 1,2,6 311,694
USEC INC COM 90333E10 18,111 1,878,731 SH DEFINED 1,2,5 1,878,731
USI HLDGS CORP COM 90333H10 8,046 593,806 SH DEFINED 1,2 593,806
UST INC COM 90291110 202,029 3,684,652 SH DEFINED 1,2,5,6,8,10,12,13,14 3,684,652
UTAH MED PRODS INC COM 91748810 223 7,000 SH DEFINED 1 7,000
UTI WORLDWIDE INC ORD G8721010 3,264 116,708 SH DEFINED 1,2,5,6 116,708
UTSTARCOM INC COM 91807610 38,049 4,289,645 SH DEFINED 1,2,5,6,13 4,289,645
V F CORP COM 91820410 187,585 2,571,424 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,571,424
VA SOFTWARE CORP COM 91819B10 3,125 777,448 SH DEFINED 1,2,5 777,448
VAALCO ENERGY INC COM NEW 91851C20 7,042 980,740 SH DEFINED 1,2 980,740
VAIL RESORTS INC COM 91879Q10 24,816 620,083 SH DEFINED 1,2,6 620,083
VALASSIS COMMUNICATI COM 91886610 19,691 1,115,658 SH DEFINED 1,2,5,6,13 1,115,658
VALEANT PHARMACEUTIC COM 91911X10 37,853 1,913,723 SH DEFINED 1,2,5,6,13 1,913,723
VALENCE TECHNOLOGY I COM 91891410 182 95,544 SH DEFINED 1,5 95,544
VALERO ENERGY CORP N COM 91913Y10 1,066,178 20,714,546 SH DEFINED 1,2,5,6,7,8,10,12,13,14 20,714,546
VALERO GP HLDGS LLC UNIT LLC I 91914G10 381 19,615 SH DEFINED 1,2 19,615
VALERO L P COM UT LTD 91913W10 2,616 52,314 SH DEFINED 1,2,5 52,314
VALHI INC NEW COM 91890510 1,743 74,960 SH DEFINED 1,2 74,960
VALLEY NATIONAL GASE COM 91979210 687 27,500 SH DEFINED 1 27,500
VALLEY NATL BANCORP COM 91979410 25,502 997,360 SH DEFINED 1,2,5,12 997,360
VALMONT INDS INC COM 92025310 19,902 380,897 SH DEFINED 1,2 380,897
VALSPAR CORP COM 92035510 44,860 1,686,482 SH DEFINED 1,2,5,10,12,13 1,686,482
VALUE LINE INC COM 92043710 1,019 21,866 SH DEFINED 1 21,866
VALUECLICK INC COM 92046N10 23,196 1,251,129 SH DEFINED 1,2,5,6 1,251,129
VALUEVISION MEDIA IN CL A 92047K10 4,846 418,149 SH DEFINED 1,2,6 418,149
VARIAN INC COM 92220610 37,548 818,577 SH DEFINED 1,2,5,6,13 818,577
VARIAN MED SYS INC COM 92220P10 135,112 2,530,662 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,530,662
VARIAN SEMICONDUCTOR COM 92220710 29,486 803,423 SH DEFINED 1,2,5,6 803,423
VASCO DATA SEC INTL COM 92230Y10 3,150 304,099 SH DEFINED 1 304,099
VCA ANTECH INC COM 91819410 40,177 1,114,183 SH DEFINED 1,2,5,6,12,13 1,114,183
VECTOR GROUP LTD COM 92240M10 8,668 534,380 SH DEFINED 1,2,5 534,380
VECTREN CORP COM 92240G10 33,051 1,230,968 SH DEFINED 1,2,5,13 1,230,968
VEECO INSTRS INC DEL COM 92241710 9,532 473,043 SH DEFINED 1,2,5,6 473,043
VENTANA MED SYS INC COM 92276H10 17,363 425,251 SH DEFINED 1,2,6 425,251
VENTAS INC COM 92276F10 31,132 807,788 SH DEFINED 1,2,3,5 807,788
VEOLIA ENVIRONNEMENT SPONSORED 92334N10 392 6,500 SH DEFINED 1 6,500
VERASUN ENERGY CORP COM 92336G10 367 22,866 SH DEFINED 1,2 22,866
VERIFONE HLDGS INC COM 92342Y10 7,536 263,969 SH DEFINED 1,2,6 263,969
VERINT SYS INC COM 92343X10 5,144 171,180 SH DEFINED 1,2,6 171,180
VERISIGN INC COM 92343E10 139,199 6,891,063 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,891,063
VERITAS DGC INC COM 92343P10 44,296 672,987 SH DEFINED 1,2,5,6 672,987
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
VERIZON COMMUNICATIO COM 92343V10 3,035,775 81,760,693 SH DEFINED 1,2,5,6,7,8,10,12,13,14 81,760,693
VERSO TECHNOLOGIES I COM NEW 92531720 13 14,262 SH DEFINED 1 14,262
VERTEX PHARMACEUTICA COM 92532F10 65,265 1,939,537 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,939,537
VERTRUE INC COM 92534N10 15,130 384,781 SH DEFINED 1,2,6 384,781
VESTIN RLTY MTG II I COM 92549X10 132 19,408 SH DEFINED 1 19,408
VIACELL INC COM 92554J10 142 33,800 SH DEFINED 1 33,800
VIACOM INC NEW CL A 92553P10 1,615 43,307 SH DEFINED 1,2,5,13 43,307
VIACOM INC NEW CL B 92553P20 606,152 16,303,180 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,303,180
VIAD CORP COM NEW 92552R40 13,454 379,936 SH DEFINED 1,2,5 379,936
VIASAT INC COM 92552V10 7,495 298,850 SH DEFINED 1,2,5,6 298,850
VIASYS HEALTHCARE IN COM NEW 92553Q20 14,507 532,558 SH DEFINED 1,2,5 532,558
VICAL INC COM 92560210 102 20,235 SH DEFINED 1 20,235
VICON INDS INC COM 92581110 62 18,700 SH DEFINED 1 18,700
VICOR CORP COM 92581510 6,064 525,434 SH DEFINED 1,2,6 525,434
VIEWPOINT CORP COM 92672P10 26 21,847 SH DEFINED 1 21,847
VIGNETTE CORP COM NEW 92673440 5,633 416,036 SH DEFINED 1,2,5 416,036
VILLAGE SUPER MKT IN CL A NEW 92710740 1,527 22,818 SH DEFINED 1,2 22,818
VINA CONCHA Y TORO S SPONSORED 92719110 496 16,576 SH DEFINED 1,2,5,7 16,576
VINEYARD NATL BANCOR COM 92742610 2,641 101,724 SH DEFINED 1 101,724
VION PHARMACEUTICALS COM 92762410 81 74,431 SH DEFINED 1,5 74,431
VIRAGE LOGIC CORP COM 92763R10 1,412 154,942 SH DEFINED 1 154,942
VIRCO MFG CO COM 92765110 72 14,761 SH DEFINED 1 14,761
VIRGINIA COMM BANCOR COM 92778Q10 4,361 196,438 SH DEFINED 1,2,6 196,438
VIRGINIA FINL GROUP COM 92781010 6,369 231,950 SH DEFINED 1,2 231,950
VIROPHARMA INC COM 92824110 18,020 1,480,704 SH DEFINED 1,2,5,6 1,480,704
VISHAY INTERTECHNOLO COM 92829810 34,027 2,423,560 SH DEFINED 1,2,5,10,13 2,423,560
VISICU INC COM 92831L20 408 45,450 SH DEFINED 1,2 45,450
VISTA GOLD CORP COM NEW 92792620 178 17,600 SH DEFINED 1 17,600
VISTACARE INC CL A 92839Y10 1,694 162,876 SH DEFINED 1,5,6 162,876
VISTAPRINT LIMITED SHS G9376220 793 30,564 SH DEFINED 1,2,6 30,564
VISTEON CORP COM 92839U10 16,648 2,042,712 SH DEFINED 1,2,5,6 2,042,712
VITAL IMAGES INC COM 92846N10 5,856 185,419 SH DEFINED 1,5 185,419
VITAL SIGNS INC COM 92846910 13,288 234,724 SH DEFINED 1,2,6 234,724
VITRIA TECHNOLOGY COM NEW 92849Q40 42 15,548 SH DEFINED 1 15,548
VIVO PARTICIPACOES S SPON ADR P 92855S10 45,046 14,437,931 SH DEFINED 1,2,4,5 14,437,931
VIVUS INC COM 92855110 149 40,400 SH DEFINED 1,5 40,400
VODAFONE GROUP PLC N SPONS ADR 92857W20 9,379 410,290 SH DEFINED 1,2 410,290
VOLCOM INC COM 92864N10 3,628 160,942 SH DEFINED 1,2,6 160,942
VOLT INFORMATION SCI COM 92870310 10,588 297,844 SH DEFINED 1,2,5 297,844
VOLTERRA SEMICONDUCT COM 92870810 3,551 218,504 SH DEFINED 1 218,504
VOLVO AKTIEBOLAGET ADR B 92885640 1,250 20,943 SH DEFINED 1 20,943
VONAGE HLDGS CORP COM 92886T20 2,464 358,114 SH DEFINED 1,2 358,114
VORNADO RLTY TR SH BEN INT 92904210 482,365 4,425,370 SH DEFINED 1,2,3,5,6,7,8,10,12,13,14 4,425,370
VOTORANTIM CELULOSE SPONSORED 92906P10 11,418 674,026 SH DEFINED 1,2,7 674,026
VULCAN MATLS CO COM 92916010 203,101 2,595,541 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,595,541
W & T OFFSHORE INC COM 92922P10 4,986 170,692 SH DEFINED 1,2,6 170,692
W HLDG CO INC COM 92925110 9,885 1,672,665 SH DEFINED 1,2,5 1,672,665
W P CAREY & CO LLC COM 92930Y10 980 35,611 SH DEFINED 1,2,5 35,611
WABASH NATL CORP COM 92956610 7,361 537,677 SH DEFINED 1,2 537,677
WABTEC CORP COM 92974010 21,061 776,288 SH DEFINED 1,2,6 776,288
WACHOVIA CORP 2ND NE COM 92990310 2,534,247 45,416,620 SH DEFINED 1,2,5,6,7,8,10,12,13,14 45,416,620
WADDELL & REED FINL CL A 93005910 42,929 1,734,503 SH DEFINED 1,2,5,13 1,734,503
WAL MART STORES INC COM 93114210 3,379,842 68,528,829 SH DEFINED 1,2,5,6,7,8,10,12,13,14 68,528,829
WALGREEN CO COM 93142210 1,147,531 25,851,117 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,851,117
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
WALTER INDS INC COM 93317Q10 16,366 383,460 SH DEFINED 1,2,6 383,460
WARNACO GROUP INC COM NEW 93439040 12,229 632,291 SH DEFINED 1,2,6 632,291
WARNER MUSIC GROUP C COM 93455010 16,927 652,293 SH DEFINED 1,2,6 652,293
WARREN RES INC COM 93564A10 8,404 689,963 SH DEFINED 1,2,6 689,963
WARRIOR ENERGY SVC C COM 93625810 2,903 112,742 SH DEFINED 1 112,742
WASHINGTON FED INC COM 93882410 28,934 1,289,407 SH DEFINED 1,2,5,13 1,289,407
WASHINGTON GROUP INT COM NEW 93886220 25,062 425,786 SH DEFINED 1,2 425,786
WASHINGTON MUT INC COM 93932210 1,121,269 25,794,085 SH DEFINED 1,2,5,6,7,8,10,12,13,14 25,794,085
WASHINGTON POST CO CL B 93964010 79,789 108,262 SH DEFINED 1,2,5,6,7,8,10,12,13,14 108,262
WASHINGTON REAL ESTA SH BEN INT 93965310 39,968 1,004,221 SH DEFINED 1,2,3,5 1,004,221
WASHINGTON TR BANCOR COM 94061010 4,569 172,350 SH DEFINED 1,2 172,350
WASTE CONNECTIONS IN COM 94105310 30,860 814,025 SH DEFINED 1,2,5,6 814,025
WASTE INDUSTRIES USA COM 94105710 2,142 79,232 SH DEFINED 1 79,232
WASTE MGMT INC DEL COM 94106L10 688,335 18,765,962 SH DEFINED 1,2,5,6,7,8,10,12,13,14 18,765,962
WASTE SERVICES INC D COM NEW 94107520 3,042 332,857 SH DEFINED 1 332,857
WATCHGUARD TECHNOLOG COM 94110510 189 44,555 SH DEFINED 1,5 44,555
WATERS CORP COM 94184810 173,948 3,841,598 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,841,598
WATSCO INC COM 94262220 16,888 367,060 SH DEFINED 1,2 367,060
WATSON PHARMACEUTICA COM 94268310 76,307 2,915,803 SH DEFINED 1,2,5,6,10,12,13 2,915,803
WATSON WYATT WORLDWI CL A 94271210 25,111 613,665 SH DEFINED 1,2,5 613,665
WATTS WATER TECHNOLO CL A 94274910 11,175 351,860 SH DEFINED 1,2 351,860
WAUSAU PAPER CORP COM 94331510 8,642 640,166 SH DEFINED 1,2 640,166
WAUWATOSA HLDGS INC COM 94348P10 1,682 95,303 SH DEFINED 1,2 95,303
WAVE SYSTEMS CORP COM NEW 94352630 26 15,939 SH DEFINED 1 15,939
WCI CMNTYS INC COM 92923C10 24,224 1,388,978 SH DEFINED 1,2 1,388,978
WD-40 CO COM 92923610 9,356 262,292 SH DEFINED 1,2 262,292
WEATHERFORD INTERNAT COM G9508910 364,948 8,747,545 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,747,545
WEB COM INC COM NEW 94732Q10 72 17,272 SH DEFINED 1 17,272
WEBEX COMMUNICATIONS COM 94767L10 24,031 615,857 SH DEFINED 1,2,5,6 615,857
WEBMD HEALTH CORP CL A 94770V10 2,014 58,636 SH DEFINED 1,2 58,636
WEBMETHODS INC COM 94768C10 5,791 757,056 SH DEFINED 1,2,6 757,056
WEBSENSE INC COM 94768410 27,752 1,284,200 SH DEFINED 1,2,5,6 1,284,200
WEBSIDESTORY INC COM 94768510 2,183 165,233 SH DEFINED 1 165,233
WEBSTER FINL CORP CO COM 94789010 33,383 708,626 SH DEFINED 1,2,5,13 708,626
WEIGHT WATCHERS INTL COM 94862610 47,878 1,079,803 SH DEFINED 1,2,5,10,12 1,079,803
WEINGARTEN RLTY INVS SH BEN INT 94874110 82,284 1,912,683 SH DEFINED 1,2,3,5,13 1,912,683
WEIS MKTS INC COM 94884910 11,311 284,187 SH DEFINED 1,2,5 284,187
WELLCARE HEALTH PLAN COM 94946T10 91,207 1,610,581 SH DEFINED 1,2,6,10 1,610,581
WELLMAN INC COM 94970210 210 52,588 SH DEFINED 1 52,588
WELLPOINT INC COM 94973V10 1,385,271 17,978,863 SH DEFINED 1,2,5,6,7,8,10,12,13,14 17,978,863
WELLS FARGO & CO NEW COM 94974610 3,090,267 85,413,683 SH DEFINED 1,2,5,6,7,8,10,12,13,14 85,413,683
WELLSFORD REAL PPTYS COM NEW 95024020 269 36,486 SH DEFINED 1,5 36,486
WENDYS INTL INC COM 95059010 188,766 2,817,401 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,817,401
WERNER ENTERPRISES I COM 95075510 21,990 1,175,300 SH DEFINED 1,2,5,13 1,175,300
WESBANCO INC COM 95081010 12,433 425,506 SH DEFINED 1,2 425,506
WESCO FINL CORP COM 95081710 6,825 15,618 SH DEFINED 1,2,5,12 15,618
WESCO INTL INC COM 95082P10 57,352 988,321 SH DEFINED 1,2,5,6,12 988,321
WEST BANCORPORATION CAP STK 95123P10 4,020 234,931 SH DEFINED 1,2 234,931
WEST COAST BANCORP O COM 95214510 9,701 317,641 SH DEFINED 1,2 317,641
WEST CORP COM 95235510 23,383 484,113 SH DEFINED 1,2,5,6 484,113
WEST MARINE INC COM 95423510 2,803 200,218 SH DEFINED 1,2,6 200,218
WEST PHARMACEUTICAL COM 95530610 16,371 416,879 SH DEFINED 1,2 416,879
WESTAMERICA BANCORPO COM 95709010 31,061 614,956 SH DEFINED 1,2,5,13 614,956
WESTAR ENERGY INC COM 95709T10 44,986 1,913,497 SH DEFINED 1,2,5,13 1,913,497
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
WESTBANK CORP COM 95711610 601 26,356 SH DEFINED 1 26,356
WESTELL TECHNOLOGIES CL A 95754110 134 64,240 SH DEFINED 1,5,6 64,240
WESTERN ALLIANCE BAN COM 95763810 5,522 167,845 SH DEFINED 1,2,6 167,845
WESTERN DIGITAL CORP COM 95810210 78,995 4,364,392 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,364,392
WESTERN REFNG INC COM 95931910 9,005 387,459 SH DEFINED 1,2 387,459
WESTFIELD FINANCIAL COM 96008D10 1,629 51,278 SH DEFINED 1 51,278
WESTLAKE CHEM CORP COM 96041310 6,612 206,545 SH DEFINED 1,2 206,545
WESTMORELAND COAL CO COM 96087810 1,786 90,795 SH DEFINED 1,2 90,795
WESTPAC BKG CORP SPONSORED 96121430 2,367 27,994 SH DEFINED 1,2 27,994
WESTWOOD ONE INC COM 96181510 11,712 1,654,191 SH DEFINED 1,2,5,8,13 1,654,191
WET SEAL INC CL A 96184010 4,916 800,721 SH DEFINED 1 800,721
WEYCO GROUP INC COM 96214910 1,913 85,502 SH DEFINED 1 85,502
WEYERHAEUSER CO COM 96216610 395,304 6,424,572 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,424,572
WGL HLDGS INC COM 92924F10 58,673 1,872,145 SH DEFINED 1,2,5,6,13 1,872,145
W-H ENERGY SVCS INC COM 92925E10 20,706 499,303 SH DEFINED 1,2,5,6 499,303
WHEELING PITTSBURGH COM NEW 96314230 2,790 163,083 SH DEFINED 1 163,083
WHIRLPOOL CORP COM 96332010 163,675 1,945,967 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,945,967
WHITE ELECTR DESIGNS COM 96380110 160 32,100 SH DEFINED 1,5 32,100
WHITE MTNS INS GROUP COM G9618E10 10,544 21,217 SH DEFINED 1,2,5,12 21,217
WHITING PETE CORP NE COM 96638710 22,031 549,391 SH DEFINED 1,2 549,391
WHITNEY HLDG CORP COM 96661210 22,666 633,658 SH DEFINED 1,2,5 633,658
WHOLE FOODS MKT INC COM 96683710 216,820 3,648,327 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,648,327
WILD OATS MARKETS IN COM 96808B10 6,070 375,649 SH DEFINED 1,2,6 375,649
WILEY JOHN & SONS IN CL A 96822320 39,802 1,105,313 SH DEFINED 1,2,5,6,10 1,105,313
WILLIAMS CLAYTON ENE COM 96949010 5,052 166,747 SH DEFINED 1,2 166,747
WILLIAMS COS INC DEL COM 96945710 405,648 16,994,045 SH DEFINED 1,2,5,6,7,8,10,12,13,14 16,994,045
WILLIAMS PARTNERS L COM UNIT L 96950F10 378 10,484 SH DEFINED 1,2 10,484
WILLIAMS SCOTSMAN IN COM 96950G10 7,516 351,895 SH DEFINED 1,2,6 351,895
WILLIAMS SONOMA INC COM 96990410 57,781 1,783,900 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,783,900
WILLIS GROUP HOLDING SHS G9665510 5,559 146,282 SH DEFINED 1,2,5,12 146,282
WILLOW GROVE BANCORP COM 97111W10 3,396 216,882 SH DEFINED 1,2 216,882
WILMINGTON TRUST COR COM 97180710 39,590 888,661 SH DEFINED 1,2,5,13 888,661
WILSHIRE BANCORP INC COM 97186T10 7,901 414,959 SH DEFINED 1,6 414,959
WILSHIRE ENTERPRISES COM 97188910 85 17,686 SH DEFINED 1 17,686
WILSONS THE LEATHER COM 97246310 111 41,994 SH DEFINED 1 41,994
WIMM BILL DANN FOODS SPONSORED 97263M10 4,395 98,728 SH DEFINED 1,2,5,7 98,728
WIND RIVER SYSTEMS I COM 97314910 14,676 1,370,323 SH DEFINED 1,2,5,6,13 1,370,323
WINDROSE MED PPTYS T COM 97349110 4,217 238,545 SH DEFINED 1,3 238,545
WINDSTREAM CORP COM 97381W10 126,303 9,575,700 SH DEFINED 1,2,5,6,7,10,13 9,575,700
WINNEBAGO INDS INC COM 97463710 24,797 790,203 SH DEFINED 1,2,6 790,203
WINSTON HOTELS INC COM 97563A10 8,804 714,576 SH DEFINED 1,2,3,5 714,576
WINTHROP RLTY TR SH BEN INT 97639110 1,478 229,078 SH DEFINED 1 229,078
WINTRUST FINANCIAL C COM 97650W10 19,151 381,882 SH DEFINED 1,2,6 381,882
WIPRO LTD SPON ADR 1 97651M10 533 40,221 SH DEFINED 2,5 40,221
WIRELESS FACILITIES COM 97653A10 1,680 785,104 SH DEFINED 1,2 785,104
WIRELESS TELECOM GRO COM 97652410 42 18,700 SH DEFINED 1 18,700
WISCONSIN ENERGY COR COM 97665710 86,098 1,995,774 SH DEFINED 1,2,5,6,7,8,10,12,13,14 1,995,774
WITNESS SYS INC COM 97742410 7,427 423,673 SH DEFINED 1,2,6 423,673
WJ COMMUNICATIONS IN COM 92928410 51 23,536 SH DEFINED 1 23,536
WMS INDS INC COM 92929710 10,205 349,356 SH DEFINED 1,2,6 349,356
WOLSELEY PLC SPONSORED 97786P10 267 12,549 SH DEFINED 1 12,549
WOLVERINE TUBE INC COM 97809310 102 33,549 SH DEFINED 1,5 33,549
WOLVERINE WORLD WIDE COM 97809710 26,895 950,016 SH DEFINED 1,2,5 950,016
WOODWARD GOVERNOR CO COM 98074510 20,128 600,117 SH DEFINED 1,2,5 600,117
STATE STREET CORPORATION (STT)
FORM 13F INFORMATION TABLE AS OF SEPTEMBER 30, 2006
INVEST-
MENT VOTING AUTHORITY
TITLE OF VALUE SHARES OR SH/ PUT/ DISCRE- -----------------------
NAME OF ISSUER CLASS CUSIP (x1000) PRN AMT PRN CALL TION OTHER MANAGERS SOLE SHARED NONE
-------------------- ---------- -------- ----------- ----------- --- ---- -------- ------------------------- ----------- ------ ----
WORLD ACCEP CORP DEL COM 98141910 17,736 403,278 SH DEFINED 1,2,6 403,278
WORLD FUEL SVCS CORP COM 98147510 19,062 471,240 SH DEFINED 1,2,6 471,240
WORLD WRESTLING ENTM CL A 98156Q10 4,518 274,967 SH DEFINED 1,2 274,967
WORLDGATE COMMUNICAT COM 98156L30 33 22,500 SH DEFINED 1,5 22,500
WORTHINGTON INDS INC COM 98181110 27,839 1,631,804 SH DEFINED 1,2,5,6,13 1,631,804
WPP GROUP PLC SPON ADR 0 92930940 749 12,138 SH DEFINED 1 12,138
WPS RESOURCES CORP COM 92931B10 32,780 660,488 SH DEFINED 1,2,5,13 660,488
WRIGHT EXPRESS CORP COM 98233Q10 21,864 908,719 SH DEFINED 1,2,6 908,719
WRIGHT MED GROUP INC COM 98235T10 11,042 455,335 SH DEFINED 1,2,6 455,335
WRIGLEY WM JR CO COM 98252610 252,496 5,481,890 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,481,890
WSFS FINL CORP COM 92932810 8,981 144,405 SH DEFINED 1,2,5 144,405
WYETH COM 98302410 1,745,172 34,326,745 SH DEFINED 1,2,5,6,7,8,10,12,13,14 34,326,745
WYNDHAM WORLDWIDE CO COM 98310W10 141,287 5,051,382 SH DEFINED 1,2,5,6,7,8,10,12,13,14 5,051,382
WYNN RESORTS LTD COM 98313410 40,225 591,454 SH DEFINED 1,2,5,6,7,8,10,12,13,14 591,454
XANSER CORP COM 98389J10 165 28,000 SH DEFINED 1 28,000
XCEL ENERGY INC COM 98389B10 262,741 12,723,540 SH DEFINED 1,2,5,6,7,8,10,12,13,14 12,723,540
XENOPORT INC COM 98411C10 5,885 288,882 SH DEFINED 1,2 288,882
XERIUM TECHNOLOGIES COM 98416J10 1,971 177,915 SH DEFINED 1,2 177,915
XEROX CORP COM 98412110 1,008,900 64,839,345 SH DEFINED 1,2,5,6,7,8,10,12,13,14 64,839,345
XILINX INC COM 98391910 189,469 8,631,864 SH DEFINED 1,2,5,6,7,8,10,12,13,14 8,631,864
XL CAP LTD CL A G9825510 291,783 4,247,208 SH DEFINED 1,2,5,6,7,8,10,12,13,14 4,247,208
XM SATELLITE RADIO H CL A 98375910 40,617 3,148,627 SH DEFINED 1,2,5,6,7,8,10,12,13,14 3,148,627
XOMA LTD ORD G9825R10 185 98,041 SH DEFINED 1,5 98,041
X-RITE INC COM 98385710 3,660 340,750 SH DEFINED 1 340,750
XTO ENERGY INC COM 98385X10 441,476 10,478,894 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,478,894
YAHOO INC COM 98433210 782,852 30,967,265 SH DEFINED 1,2,5,6,7,8,10,12,13,14 30,967,265
YANKEE CANDLE INC COM 98475710 19,268 658,273 SH DEFINED 1,2,5,6 658,273
YARDVILLE NATL BANCO COM 98502110 4,693 131,599 SH DEFINED 1,2 131,599
YOUBET COM INC COM 98741310 75 20,173 SH DEFINED 1 20,173
YOUNG BROADCASTING I CL A 98743410 43 18,745 SH DEFINED 1 18,745
YOUNG INNOVATIONS IN COM 98752010 2,732 75,978 SH DEFINED 1,6 75,978
YRC WORLDWIDE INC COM 98424910 32,244 870,516 SH DEFINED 1,2,5,13 870,516
YUM BRANDS INC COM 98849810 524,828 10,083,152 SH DEFINED 1,2,5,6,7,8,10,12,13,14 10,083,152
ZALE CORP NEW COM 98885810 26,716 963,084 SH DEFINED 1,2,5 963,084
ZAPATA CORP COM PAR $ 98907060 133 19,760 SH DEFINED 1 19,760
ZEBRA TECHNOLOGIES C CL A 98920710 47,408 1,326,464 SH DEFINED 1,2,5,12,13 1,326,464
ZENITH NATL INS CORP COM 98939010 22,203 556,606 SH DEFINED 1,2,6 556,606
ZHONE TECHNOLOGIES I COM 98950P10 1,432 1,338,111 SH DEFINED 1 1,338,111
ZILA INC COM PAR $0 98951320 128 51,800 SH DEFINED 1,5 51,800
ZIMMER HLDGS INC COM 98956P10 416,923 6,176,639 SH DEFINED 1,2,5,6,7,8,10,12,13,14 6,176,639
ZIONS BANCORPORATION COM 98970110 215,087 2,694,985 SH DEFINED 1,2,5,6,7,8,10,12,13,14 2,694,985
ZIPREALTY INC COM 98974V10 1,764 239,700 SH DEFINED 1 239,700
ZIX CORP COM 98974P10 49 78,765 SH DEFINED 1,5 78,765
ZOLL MED CORP COM 98992210 8,679 241,812 SH DEFINED 1,2,6 241,812
ZOLTEK COS INC COM 98975W10 4,985 195,126 SH DEFINED 1 195,126
ZOMAX INC MINN COM 98992910 35 17,011 SH DEFINED 1 17,011
ZORAN CORP COM 98975F10 16,171 1,005,650 SH DEFINED 1,2,5 1,005,650
ZUMIEZ INC COM 98981710 4,400 162,975 SH DEFINED 1,2,6 162,975
ZYGO CORP COM 98985510 3,664 287,360 SH DEFINED 1,2 287,360
ZYMOGENETICS INC COM 98985T10 8,163 483,870 SH DEFINED 1,2,6 483,870
TOTAL MARKET VALUE 459,392,052